Sun Capital Advisers Trust
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-08879
SUN CAPITAL ADVISERS TRUST
(Exact name of registrant as specified in charter)
One Sun Life Executive Park, Wellesley Hills, Massachusetts 02481
(Address of principal executive offices) (Zip code)
John T. Donnelly
Sun Capital Advisers Trust
One Sun Life Executive Park
Wellesley Hills, Massachusetts 02481
(Name and address of agent for service)
Registrants telephone number, including area code: (800) 432-1102 x 3330
Date of fiscal year end: December 31
Date of reporting period: September 30, 2011
Item 1. |
SCHEDULE OF INVESTMENTS. |
SCSM ALLIANCEBERNSTEIN INTERNATIONAL VALUE FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 97.7% |
|
AEROSPACE & DEFENSE 0.6% |
|
BAE Systems PLC |
|
GB |
|
|
48,700 |
|
|
$ |
201,139 |
|
Saab AB, Class B |
|
SE |
|
|
12,100 |
|
|
|
217,072 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
418,211 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.6% |
|
Cathay Pacific Airways Ltd. |
|
HK |
|
|
137,000 |
|
|
|
225,335 |
|
Deutsche Luftansa AG |
|
DE |
|
|
17,400 |
|
|
|
225,579 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
450,914 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTO COMPONENTS 2.4% |
|
Bridgestone Corp. |
|
JP |
|
|
22,400 |
|
|
|
508,248 |
|
Compagnie Generale Des Etablissements Michelin, Class B |
|
FR |
|
|
2,400 |
|
|
|
143,539 |
|
Faurecia |
|
FR |
|
|
7,400 |
|
|
|
157,624 |
|
GKN PLC |
|
GB |
|
|
112,200 |
|
|
|
304,650 |
|
Magna International, Inc. |
|
CA |
|
|
10,900 |
|
|
|
360,421 |
|
Sumitomo Rubber Industries Ltd. |
|
JP |
|
|
16,700 |
|
|
|
213,533 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,688,015 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES 4.9% |
|
Bayerische Motoren Werke AG |
|
DE |
|
|
5,500 |
|
|
|
363,337 |
|
Daimler AG |
|
DE |
|
|
5,800 |
|
|
|
257,952 |
|
Mazda Motor Corp.* |
|
JP |
|
|
190,000 |
|
|
|
384,322 |
|
Nissan Motor Co., Ltd. |
|
JP |
|
|
75,900 |
|
|
|
671,566 |
|
Renault SA |
|
FR |
|
|
18,300 |
|
|
|
606,159 |
|
Toyota Motor Corp. |
|
JP |
|
|
31,600 |
|
|
|
1,083,221 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,366,557 |
|
|
|
|
|
|
|
|
|
|
|
|
BEVERAGES 0.6% |
|
Asahi Breweries Ltd. |
|
JP |
|
|
20,400 |
|
|
|
432,263 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING PRODUCTS 0.7% |
|
Asahi Glass Co., Ltd. |
|
JP |
|
|
53,000 |
|
|
|
517,451 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 0.7% |
|
Deutsche Bank AG |
|
DE |
|
|
7,600 |
|
|
|
263,350 |
|
Macquarie Group Ltd. |
|
AU |
|
|
10,600 |
|
|
|
229,235 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
492,585 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 4.2% |
|
Agrium, Inc. |
|
CA |
|
|
2,200 |
|
|
|
146,436 |
|
Air Water, Inc. |
|
JP |
|
|
25,000 |
|
|
|
309,009 |
|
BASF SE |
|
DE |
|
|
6,600 |
|
|
|
402,372 |
|
Daicel Chemical Industries Ltd. |
|
JP |
|
|
39,000 |
|
|
|
222,027 |
|
DIC Corp. |
|
JP |
|
|
80,000 |
|
|
|
145,327 |
|
Incitec Pivot Ltd. |
|
AU |
|
|
87,000 |
|
|
|
269,551 |
|
JSR Corp. |
|
JP |
|
|
15,400 |
|
|
|
264,968 |
|
Koninklijke DSM NV |
|
NL |
|
|
7,500 |
|
|
|
326,089 |
|
Linde AG |
|
DE |
|
|
1,100 |
|
|
|
147,195 |
|
Mitsubishi Gas Chemical Co., Inc. |
|
JP |
|
|
22,000 |
|
|
|
135,058 |
|
Syngenta AG* |
|
CH |
|
|
727 |
|
|
|
188,924 |
|
Tosoh Corp. |
|
JP |
|
|
32,000 |
|
|
|
100,273 |
|
Ube Industries Ltd. |
|
JP |
|
|
73,000 |
|
|
|
242,597 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,899,826 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMERCIAL BANKS 9.8% |
|
Australia & New Zealand Banking Group Ltd. |
|
AU |
|
|
31,300 |
|
|
$ |
580,965 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
ES |
|
|
29,000 |
|
|
|
240,110 |
|
Banco do Brasil SA |
|
BR |
|
|
8,100 |
|
|
|
107,009 |
|
Banco Santander SA |
|
ES |
|
|
18,100 |
|
|
|
147,984 |
|
Barclays PLC |
|
GB |
|
|
98,700 |
|
|
|
242,048 |
|
BNP Paribas |
|
FR |
|
|
10,519 |
|
|
|
414,686 |
|
BOC Hong Kong Holdings Ltd. |
|
HK |
|
|
104,000 |
|
|
|
221,732 |
|
HSBC Holdings PLC |
|
GB |
|
|
109,225 |
|
|
|
836,587 |
|
KB Financial Group, Inc. ADR |
|
KR |
|
|
2,247 |
|
|
|
73,612 |
|
KBC GROEP NV |
|
BE |
|
|
14,400 |
|
|
|
332,220 |
|
Lloyds Banking Group PLC* |
|
GB |
|
|
810,700 |
|
|
|
435,227 |
|
Mitsubishi UFJ Financial Group, Inc. |
|
JP |
|
|
158,800 |
|
|
|
728,837 |
|
Mizuho Financial Group, Inc. |
|
JP |
|
|
175,200 |
|
|
|
256,560 |
|
National Australia Bank, Ltd. |
|
AU |
|
|
35,900 |
|
|
|
762,564 |
|
National Bank of Canada |
|
CA |
|
|
3,700 |
|
|
|
246,772 |
|
Societe Generale |
|
FR |
|
|
25,064 |
|
|
|
656,120 |
|
Sumitomo Mitsui Financial Group, Inc. |
|
JP |
|
|
16,000 |
|
|
|
450,809 |
|
Turkiye Is Bankasi, C Shares |
|
TR |
|
|
30,700 |
|
|
|
78,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,812,706 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 0.5% |
|
Nokia OYJ |
|
FI |
|
|
28,500 |
|
|
|
161,161 |
|
Telefonaktiebolaget LM Ericsson |
|
SE |
|
|
22,309 |
|
|
|
214,211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
375,372 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 1.3% |
|
Fujitsu Ltd. |
|
JP |
|
|
86,000 |
|
|
|
405,563 |
|
NEC Corp.* |
|
JP |
|
|
59,000 |
|
|
|
119,860 |
|
Toshiba Corp. |
|
JP |
|
|
98,000 |
|
|
|
399,786 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
925,209 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION & ENGINEERING 1.1% |
|
Balfour Beatty PLC |
|
GB |
|
|
53,500 |
|
|
|
211,626 |
|
Bouygues SA |
|
FR |
|
|
16,300 |
|
|
|
539,226 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
750,852 |
|
|
|
|
|
|
|
|
|
|
|
|
DISTRIBUTORS 0.3% |
|
Inchcape PLC |
|
GB |
|
|
43,900 |
|
|
|
189,616 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 1.8% |
|
ING Groep NV - CVA* |
|
NL |
|
|
130,498 |
|
|
|
920,514 |
|
Orix Corp. |
|
JP |
|
|
4,060 |
|
|
|
318,659 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,239,173 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED TELECOMMUNICATION SERVICES 6.4% |
|
BT Group PLC |
|
GB |
|
|
56,850 |
|
|
|
152,376 |
|
France Telecom SA |
|
FR |
|
|
13,900 |
|
|
|
227,499 |
|
Koninklijke KPN NV |
|
NL |
|
|
12,800 |
|
|
|
168,589 |
|
Nippon Telegraph & Telephone Corp. |
|
JP |
|
|
19,600 |
|
|
|
938,999 |
|
Tele2 AB, B Shares |
|
SE |
|
|
11,700 |
|
|
|
211,917 |
|
Telecom Italia SpA |
|
IT |
|
|
512,400 |
|
|
|
556,727 |
|
Telecom Italia SpA RSP |
|
IT |
|
|
163,600 |
|
|
|
159,106 |
|
Telefonica SA |
|
ES |
|
|
30,900 |
|
|
|
592,192 |
|
SCSM ALLIANCEBERNSTEIN INTERNATIONAL VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Telenor ASA |
|
NO |
|
|
16,500 |
|
|
$ |
254,483 |
|
TeliaSonera AB |
|
SE |
|
|
46,500 |
|
|
|
306,575 |
|
Telstra Corp., Ltd. |
|
AU |
|
|
115,790 |
|
|
|
344,849 |
|
Vivendi |
|
FR |
|
|
23,690 |
|
|
|
482,326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,395,638 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 2.2% |
|
E.ON AG |
|
DE |
|
|
38,200 |
|
|
|
828,789 |
|
EDP - Energias de Portugal SA |
|
PT |
|
|
102,000 |
|
|
|
314,158 |
|
Enel SpA |
|
IT |
|
|
47,928 |
|
|
|
211,564 |
|
Scottish & Southern Energy PLC |
|
GB |
|
|
7,000 |
|
|
|
140,470 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,494,981 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 1.3% |
|
Furukawa Electric Co., Ltd. |
|
JP |
|
|
54,000 |
|
|
|
147,068 |
|
Mitsubishi Electric Corp. |
|
JP |
|
|
38,000 |
|
|
|
336,599 |
|
Sumitomo Electric Industries Ltd. |
|
JP |
|
|
37,800 |
|
|
|
443,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
927,605 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 0.6% |
|
AU Optronics Corp. ADR |
|
TW |
|
|
7,374 |
|
|
|
29,201 |
|
Celestica, Inc.* |
|
CA |
|
|
14,300 |
|
|
|
103,849 |
|
Hitachi Ltd. |
|
JP |
|
|
41,000 |
|
|
|
203,526 |
|
LG Display Co., Ltd. ADR |
|
KR |
|
|
7,700 |
|
|
|
62,755 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
399,331 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 0.7% |
|
Aker Solutions ASA |
|
NO |
|
|
19,100 |
|
|
|
182,965 |
|
Precision Drilling Corp.* |
|
CA |
|
|
20,800 |
|
|
|
173,284 |
|
Transocean Ltd. |
|
CH |
|
|
3,100 |
|
|
|
149,465 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
505,714 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 1.7% |
|
Aeon Co., Ltd. |
|
JP |
|
|
9,200 |
|
|
|
124,445 |
|
Delhaize Group |
|
BE |
|
|
4,835 |
|
|
|
282,650 |
|
Empire Co., Ltd., Class A |
|
CA |
|
|
3,600 |
|
|
|
197,538 |
|
Koninklijke Ahold NV |
|
NL |
|
|
29,890 |
|
|
|
351,512 |
|
Metro, Inc., Class A |
|
CA |
|
|
2,400 |
|
|
|
104,941 |
|
Tesco PLC |
|
GB |
|
|
19,500 |
|
|
|
114,223 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,175,309 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 2.7% |
|
Danone SA |
|
FR |
|
|
4,400 |
|
|
|
270,482 |
|
Goodman Fielder Ltd. |
|
AU |
|
|
193,300 |
|
|
|
88,599 |
|
Goodman Fielder Ltd.* |
|
AU |
|
|
80,542 |
|
|
|
35,073 |
|
Nestle SA |
|
CH |
|
|
20,028 |
|
|
|
1,102,595 |
|
Unilever NV |
|
NL |
|
|
11,800 |
|
|
|
373,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,870,259 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS UTILITIES 1.1% |
|
Gas Natural SDG SA |
|
ES |
|
|
26,200 |
|
|
|
445,533 |
|
Tokyo Gas Co., Ltd. |
|
JP |
|
|
61,000 |
|
|
|
283,334 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
728,867 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 0.4% |
|
Medipal Holdings Corp. |
|
JP |
|
|
25,100 |
|
|
|
254,241 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 0.9% |
|
Compass Group PLC |
|
GB |
|
|
14,080 |
|
|
|
113,592 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Tui Travel PLC |
|
GB |
|
|
81,600 |
|
|
$ |
188,211 |
|
William Hill PLC |
|
GB |
|
|
84,220 |
|
|
|
295,407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
597,210 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 1.5% |
|
Sharp Corp. |
|
JP |
|
|
52,000 |
|
|
|
436,863 |
|
Sony Corp. |
|
JP |
|
|
22,500 |
|
|
|
430,694 |
|
Taylor Wimpey PLC* |
|
GB |
|
|
332,800 |
|
|
|
179,995 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,047,552 |
|
|
|
|
|
|
|
|
|
|
|
|
INDUSTRIAL CONGLOMERATES 1.3% |
|
Bidvest Group, Ltd. |
|
ZA |
|
|
5,600 |
|
|
|
103,109 |
|
Cookson Group PLC |
|
GB |
|
|
24,900 |
|
|
|
166,114 |
|
Hutchison Whampoa Ltd. |
|
HK |
|
|
16,000 |
|
|
|
118,407 |
|
Siemens AG |
|
DE |
|
|
5,700 |
|
|
|
512,831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
900,461 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 5.9% |
|
Aegon NV* |
|
NL |
|
|
114,700 |
|
|
|
464,922 |
|
AIA Group Ltd. |
|
HK |
|
|
37,000 |
|
|
|
105,252 |
|
Allianz SE |
|
DE |
|
|
9,950 |
|
|
|
932,606 |
|
Assicurazioni Generali SpA |
|
IT |
|
|
9,600 |
|
|
|
152,028 |
|
Aviva PLC |
|
GB |
|
|
79,300 |
|
|
|
372,938 |
|
Catlin Group, Ltd. |
|
BM |
|
|
43,500 |
|
|
|
251,905 |
|
Hannover Rueckversicherung AG |
|
DE |
|
|
3,900 |
|
|
|
176,325 |
|
Insurance Australia Group Ltd. |
|
AU |
|
|
44,800 |
|
|
|
129,688 |
|
Legal & General Group PLC |
|
GB |
|
|
98,300 |
|
|
|
146,813 |
|
Muenchener Rueckversicherungs AG |
|
DE |
|
|
5,050 |
|
|
|
627,193 |
|
Prudential PLC |
|
GB |
|
|
19,000 |
|
|
|
163,173 |
|
Suncorp Group Ltd. |
|
AU |
|
|
42,500 |
|
|
|
323,579 |
|
Zurich Financial Services AG* |
|
CH |
|
|
1,070 |
|
|
|
222,886 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,069,308 |
|
|
|
|
|
|
|
|
|
|
|
|
LEISURE EQUIPMENT & PRODUCTS 0.2% |
|
Namco Bandai Holdings, Inc. |
|
JP |
|
|
10,600 |
|
|
|
143,566 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 0.2% |
|
Volvo AB, B Shares |
|
SE |
|
|
12,850 |
|
|
|
126,236 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 1.3% |
|
Fairfax Media Ltd. |
|
AU |
|
|
228,700 |
|
|
|
179,733 |
|
Groupe Aeroplan, Inc. |
|
CA |
|
|
9,700 |
|
|
|
110,431 |
|
Informa PLC |
|
JE |
|
|
31,630 |
|
|
|
160,526 |
|
ITV PLC* |
|
GB |
|
|
324,500 |
|
|
|
296,799 |
|
Lagardere SCA |
|
FR |
|
|
6,600 |
|
|
|
162,118 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
909,607 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 7.5% |
|
Anglo American PLC |
|
GB |
|
|
6,200 |
|
|
|
213,348 |
|
ArcelorMittal |
|
LU |
|
|
7,800 |
|
|
|
124,619 |
|
BHP Billiton Ltd. |
|
AU |
|
|
5,000 |
|
|
|
165,552 |
|
BHP Billiton PLC |
|
GB |
|
|
28,800 |
|
|
|
769,361 |
|
Dowa Holdings Co., Ltd. |
|
JP |
|
|
35,000 |
|
|
|
194,786 |
|
Fortescue Metals Group Ltd. |
|
AU |
|
|
19,300 |
|
|
|
80,617 |
|
Glencore International PLC |
|
JE |
|
|
43,900 |
|
|
|
275,816 |
|
Hindalco Industries, Ltd. GDR(1) |
|
IN |
|
|
26,390 |
|
|
|
70,831 |
|
IAMGOLD Corp. |
|
CA |
|
|
12,400 |
|
|
|
246,485 |
|
JFE Holdings, Inc. |
|
JP |
|
|
18,700 |
|
|
|
377,483 |
|
KGHM Polska Miedz SA |
|
PL |
|
|
3,000 |
|
|
|
117,468 |
|
SCSM ALLIANCEBERNSTEIN INTERNATIONAL VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Mitsubishi Materials Corp. |
|
JP |
|
|
79,000 |
|
|
$ |
192,368 |
|
OneSteel Ltd. |
|
AU |
|
|
122,000 |
|
|
|
142,976 |
|
Rio Tinto PLC |
|
GB |
|
|
29,100 |
|
|
|
1,290,531 |
|
ThyssenKrupp AG |
|
DE |
|
|
16,600 |
|
|
|
407,885 |
|
Vale SA ADR |
|
BR |
|
|
4,100 |
|
|
|
86,100 |
|
Xstrata PLC |
|
GB |
|
|
32,517 |
|
|
|
410,615 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,166,841 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-UTILITIES 0.8% |
|
Centrica PLC |
|
GB |
|
|
33,700 |
|
|
|
155,344 |
|
GDF Suez |
|
FR |
|
|
8,300 |
|
|
|
246,607 |
|
RWE AG |
|
DE |
|
|
3,250 |
|
|
|
119,886 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
521,837 |
|
|
|
|
|
|
|
|
|
|
|
|
OFFICE ELECTRONICS 0.3% |
|
Konica Minolta Holdings, Inc. |
|
JP |
|
|
29,500 |
|
|
|
202,273 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 9.7% |
|
BG Group PLC |
|
GB |
|
|
6,000 |
|
|
|
114,832 |
|
BP PLC |
|
GB |
|
|
302,900 |
|
|
|
1,816,091 |
|
Caltex Australia Ltd. |
|
AU |
|
|
10,300 |
|
|
|
106,158 |
|
China Petroleum & Chemical Corp. |
|
CN |
|
|
142,000 |
|
|
|
136,563 |
|
Eni SpA |
|
IT |
|
|
29,500 |
|
|
|
518,985 |
|
Gazprom OAO ADR |
|
RU |
|
|
7,400 |
|
|
|
70,670 |
|
Inpex Corp. |
|
JP |
|
|
22 |
|
|
|
135,104 |
|
JX Holdings, Inc. |
|
JP |
|
|
51,400 |
|
|
|
288,492 |
|
Lukoil ADR |
|
RU |
|
|
2,100 |
|
|
|
104,467 |
|
Nexen, Inc. |
|
CA |
|
|
27,318 |
|
|
|
424,929 |
|
Petroleo Brasileiro SA ADR |
|
BR |
|
|
4,200 |
|
|
|
87,024 |
|
PTT PCL |
|
TH |
|
|
10,700 |
|
|
|
89,669 |
|
Repsol YPF SA |
|
ES |
|
|
5,800 |
|
|
|
153,113 |
|
Royal Dutch Shell PLC, A Shares |
|
GB |
|
|
56,202 |
|
|
|
1,733,114 |
|
Statoil ASA |
|
NO |
|
|
8,650 |
|
|
|
185,610 |
|
Total SA |
|
FR |
|
|
16,300 |
|
|
|
719,146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,683,967 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 1.0% |
|
Mondi PLC |
|
GB |
|
|
33,200 |
|
|
|
242,641 |
|
Oji Paper Co., Ltd. |
|
JP |
|
|
55,000 |
|
|
|
301,665 |
|
UPM-Kymmene OYJ |
|
FI |
|
|
13,800 |
|
|
|
155,899 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
700,205 |
|
|
|
|
|
|
|
|
|
|
|
|
PERSONAL PRODUCTS 0.3% |
|
Loreal SA |
|
FR |
|
|
2,000 |
|
|
|
195,105 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 9.3% |
|
AstraZeneca PLC |
|
GB |
|
|
33,000 |
|
|
|
1,464,522 |
|
Bayer AG |
|
DE |
|
|
5,800 |
|
|
|
320,066 |
|
GlaxoSmithKline PLC |
|
GB |
|
|
52,300 |
|
|
|
1,079,215 |
|
Novartis AG |
|
CH |
|
|
23,290 |
|
|
|
1,301,018 |
|
Otsuka Holdings Co., Ltd. |
|
JP |
|
|
13,300 |
|
|
|
364,370 |
|
Roche Holding AG |
|
CH |
|
|
7,200 |
|
|
|
1,162,887 |
|
Sanofi-Aventis SA |
|
FR |
|
|
10,949 |
|
|
|
720,190 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,412,268 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 0.4% |
|
Randstad Holding NV |
|
NL |
|
|
7,700 |
|
|
|
245,481 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 0.1% |
|
Land Securities Group PLC |
|
GB |
|
|
9,300 |
|
|
|
92,429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
REAL ESTATE MANAGEMENT & DEVELOPMENT 1.1% |
|
Mitsui Fudosan Co., Ltd. |
|
JP |
|
|
15,000 |
|
|
$ |
236,958 |
|
New World Development, Ltd. |
|
HK |
|
|
277,939 |
|
|
|
266,111 |
|
Sumitomo Realty & Development Co., Ltd. |
|
JP |
|
|
14,000 |
|
|
|
269,122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
772,191 |
|
|
|
|
|
|
|
|
|
|
|
|
ROAD & RAIL 1.8% |
|
Central Japan Railway Co. |
|
JP |
|
|
16 |
|
|
|
139,629 |
|
East Japan Railway Co. |
|
JP |
|
|
4,300 |
|
|
|
260,694 |
|
FirstGroup PLC |
|
GB |
|
|
43,700 |
|
|
|
217,254 |
|
Nippon Express Co., Ltd. |
|
JP |
|
|
79,000 |
|
|
|
336,973 |
|
West Japan Railway Co. |
|
JP |
|
|
6,300 |
|
|
|
270,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,224,606 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.3% |
|
Advanced Semiconductor Engineering, Inc. ADR |
|
TW |
|
|
24,416 |
|
|
|
103,035 |
|
Samsung Electronics Co., Ltd. GDR |
|
KR |
|
|
300 |
|
|
|
105,148 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
208,183 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 0.6% |
|
Esprit Holdings Ltd. |
|
BM |
|
|
83,207 |
|
|
|
101,299 |
|
Kingfisher PLC |
|
GB |
|
|
90,500 |
|
|
|
347,512 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
448,811 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 0.1% |
|
Compagnie Financiere Richemont SA |
|
CH |
|
|
2,200 |
|
|
|
98,000 |
|
|
|
|
|
|
|
|
|
|
|
|
TOBACCO 2.7% |
|
British American Tobacco PLC |
|
GB |
|
|
12,600 |
|
|
|
532,039 |
|
Imperial Tobacco Group PLC |
|
GB |
|
|
16,700 |
|
|
|
563,585 |
|
Japan Tobacco, Inc. |
|
JP |
|
|
163 |
|
|
|
762,441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,858,065 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 1.7% |
|
Marubeni Corp. |
|
JP |
|
|
29,000 |
|
|
|
161,935 |
|
Mitsubishi Corp. |
|
JP |
|
|
24,500 |
|
|
|
498,811 |
|
Mitsui & Co., Ltd. |
|
JP |
|
|
21,100 |
|
|
|
305,639 |
|
Sumitomo Corp. |
|
JP |
|
|
18,900 |
|
|
|
233,860 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,200,245 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 2.1% |
|
KDDI Corp. |
|
JP |
|
|
21 |
|
|
|
144,571 |
|
Vodafone Group PLC |
|
GB |
|
|
497,800 |
|
|
|
1,282,970 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,427,541 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $78,776,534) |
|
|
|
|
|
|
|
|
67,562,683 |
|
|
|
|
|
|
|
|
|
|
|
|
EQUITY LINKED SECURITIES 0.2% |
|
COMMERCIAL BANKS 0.1%+ |
|
Hana Financial Group, Inc. (Deutsche Bank AG), expires 11/18/19*(1) |
|
DE |
|
|
3,400 |
|
|
|
101,010 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM ALLIANCEBERNSTEIN INTERNATIONAL VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 0.0%+^ |
|
AU Optronics Corp., (Credit Suisse Group AG), expires 2/17/12*(1) |
|
CH |
|
|
19,947 |
|
|
$ |
8,178 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 0.1% |
|
Tata Steel Ltd., (Merrill Lynch & Co., Inc.), expires 12/23/14*(1) |
|
|
|
|
7,300 |
|
|
|
61,911 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Equity Linked Securities |
|
(Cost $210,046) |
|
|
|
|
|
|
|
|
171,099 |
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCKS 0.5% |
|
AUTOMOBILES 0.5% |
|
Volkswagen AG (Cost $435,397) |
|
DE |
|
|
2,600 |
|
|
|
343,117 |
|
|
|
|
|
|
|
|
|
|
|
|
RIGHTS 0.0%^ |
|
COMMERCIAL BANKS 0.0%^ |
|
Banco Bilbao Vizcaya Argentaria SA, expires 10/20/11* (Cost $3,941) |
|
ES |
|
|
29,000 |
|
|
|
4,274 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 98.4% |
|
(Cost $79,425,918) |
|
|
|
|
|
|
|
|
68,081,173 |
|
Other assets less liabilities 1.6% |
|
|
|
|
|
|
|
|
1,078,898 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
$ |
69,160,071 |
|
|
|
|
|
|
|
|
|
|
|
|
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
TW |
Taiwan, Province of China |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States. |
+ |
Country listed is the country in which the broker is domiciled. |
^ |
Amount is less than 0.05%. |
(1) |
Eligible for resale under rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified
institutional buyers. At the period end, the value of these securities amounted to $241,930, representing 0.3% of net assets. |
Distribution of investments by country of issuer, as a percentage of net assets, is as follows. Figures may not total to 100% due to the exclusion of the
Funds other assets and liabilities. (Unaudited)
|
|
|
|
|
Japan |
|
|
25.1 |
% |
Great Britain |
|
|
24.7 |
|
Germany |
|
|
8.7 |
|
France |
|
|
8.0 |
|
Switzerland |
|
|
6.1 |
|
Australia |
|
|
5.0 |
|
Netherlands |
|
|
4.1 |
|
Canada |
|
|
3.1 |
|
Italy |
|
|
2.3 |
|
Spain |
|
|
2.3 |
|
Other (individually less than 2%) |
|
|
9.0 |
|
SCSM ALLIANCEBERNSTEIN INTERNATIONAL VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(2) |
At the period end, cash of $29,089 has been pledged to cover margin requirements for the following open futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Contracts |
|
|
Aggregate Face Value ($) |
|
|
Aggregate Notional Value ($) |
|
|
Unrealized Appreciation
($) |
|
Long |
|
DJ Euro Stoxx 50 Index December Futures |
|
|
12/16/11 |
|
|
|
9 |
|
|
|
237,131 |
|
|
|
259,965 |
|
|
|
22,834 |
|
(3) |
At the period end, open forward foreign currency exchange contracts were as follows: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Contracts to Deliver |
|
|
In Exchange For |
|
|
Settlement Date |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Citibank NA |
|
CAD |
|
|
2,539,000 |
|
|
USD |
|
|
2,566,046 |
|
|
|
11/15/11 |
|
|
|
145,441 |
|
HSBC Bank PLC |
|
USD |
|
|
337,216 |
|
|
CAD |
|
|
335,000 |
|
|
|
11/15/11 |
|
|
|
(17,837 |
) |
HSBC Bank PLC |
|
USD |
|
|
259,989 |
|
|
CAD |
|
|
266,000 |
|
|
|
11/15/11 |
|
|
|
(6,393 |
) |
Royal Bank of Scotland PLC |
|
CAD |
|
|
582,000 |
|
|
USD |
|
|
587,754 |
|
|
|
11/15/11 |
|
|
|
32,893 |
|
Royal Bank of Scotland PLC |
|
USD |
|
|
859,403 |
|
|
CAD |
|
|
853,000 |
|
|
|
11/15/11 |
|
|
|
(46,178 |
) |
UBS AG |
|
CAD |
|
|
405,000 |
|
|
USD |
|
|
428,109 |
|
|
|
11/15/11 |
|
|
|
41,994 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized appreciation |
|
|
|
|
|
|
|
|
|
|
149,920 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD |
- United States Dollar |
SCSM ALLIANCEBERNSTEIN INTERNATIONAL VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(4) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in
Active Markets for Identical Assets
and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs (Level 3) |
|
|
Total |
|
Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense |
|
$ |
|
|
|
$ |
418,211 |
|
|
$ |
|
|
|
$ |
418,211 |
|
Airlines |
|
|
|
|
|
|
450,914 |
|
|
|
|
|
|
|
450,914 |
|
Auto Components |
|
|
360,421 |
|
|
|
1,327,594 |
|
|
|
|
|
|
|
1,688,015 |
|
Automobiles |
|
|
|
|
|
|
3,366,557 |
|
|
|
|
|
|
|
3,366,557 |
|
Beverages |
|
|
|
|
|
|
432,263 |
|
|
|
|
|
|
|
432,263 |
|
Building Products |
|
|
|
|
|
|
517,451 |
|
|
|
|
|
|
|
517,451 |
|
Capital Markets |
|
|
|
|
|
|
492,585 |
|
|
|
|
|
|
|
492,585 |
|
Chemicals |
|
|
146,436 |
|
|
|
2,753,390 |
|
|
|
|
|
|
|
2,899,826 |
|
Commercial Banks |
|
|
427,393 |
|
|
|
6,385,313 |
|
|
|
|
|
|
|
6,812,706 |
|
Communications Equipment |
|
|
|
|
|
|
375,372 |
|
|
|
|
|
|
|
375,372 |
|
Computers & Peripherals |
|
|
|
|
|
|
925,209 |
|
|
|
|
|
|
|
925,209 |
|
Construction & Engineering |
|
|
|
|
|
|
750,852 |
|
|
|
|
|
|
|
750,852 |
|
Distributors |
|
|
|
|
|
|
189,616 |
|
|
|
|
|
|
|
189,616 |
|
Diversified Financial Services |
|
|
|
|
|
|
1,239,173 |
|
|
|
|
|
|
|
1,239,173 |
|
Diversified Telecommunication Services |
|
|
|
|
|
|
4,395,638 |
|
|
|
|
|
|
|
4,395,638 |
|
Electric Utilities |
|
|
|
|
|
|
1,494,981 |
|
|
|
|
|
|
|
1,494,981 |
|
Electrical Equipment |
|
|
|
|
|
|
927,605 |
|
|
|
|
|
|
|
927,605 |
|
Electronic Equipment, Instruments & Components |
|
|
195,805 |
|
|
|
203,526 |
|
|
|
|
|
|
|
399,331 |
|
Energy Equipment & Services |
|
|
173,284 |
|
|
|
332,430 |
|
|
|
|
|
|
|
505,714 |
|
Food & Staples Retailing |
|
|
302,479 |
|
|
|
872,830 |
|
|
|
|
|
|
|
1,175,309 |
|
Food Products |
|
|
|
|
|
|
1,870,259 |
|
|
|
|
|
|
|
1,870,259 |
|
Gas Utilities |
|
|
|
|
|
|
728,867 |
|
|
|
|
|
|
|
728,867 |
|
Health Care Providers & Services |
|
|
|
|
|
|
254,241 |
|
|
|
|
|
|
|
254,241 |
|
Hotels, Restaurants & Leisure |
|
|
|
|
|
|
597,210 |
|
|
|
|
|
|
|
597,210 |
|
Household Durables |
|
|
|
|
|
|
1,047,552 |
|
|
|
|
|
|
|
1,047,552 |
|
Industrial Conglomerates |
|
|
|
|
|
|
900,461 |
|
|
|
|
|
|
|
900,461 |
|
Insurance |
|
|
|
|
|
|
4,069,308 |
|
|
|
|
|
|
|
4,069,308 |
|
Leisure Equipment & Products |
|
|
|
|
|
|
143,566 |
|
|
|
|
|
|
|
143,566 |
|
Machinery |
|
|
|
|
|
|
126,236 |
|
|
|
|
|
|
|
126,236 |
|
Media |
|
|
110,431 |
|
|
|
799,176 |
|
|
|
|
|
|
|
909,607 |
|
Metals & Mining |
|
|
332,585 |
|
|
|
4,834,256 |
|
|
|
|
|
|
|
5,166,841 |
|
Multi-Utilities |
|
|
|
|
|
|
521,837 |
|
|
|
|
|
|
|
521,837 |
|
Office Electronics |
|
|
|
|
|
|
202,273 |
|
|
|
|
|
|
|
202,273 |
|
Oil, Gas & Consumable Fuels |
|
|
582,623 |
|
|
|
6,101,344 |
|
|
|
|
|
|
|
6,683,967 |
|
Paper & Forest Products |
|
|
|
|
|
|
700,205 |
|
|
|
|
|
|
|
700,205 |
|
Personal Products |
|
|
|
|
|
|
195,105 |
|
|
|
|
|
|
|
195,105 |
|
Pharmaceuticals |
|
|
|
|
|
|
6,412,268 |
|
|
|
|
|
|
|
6,412,268 |
|
Professional Services |
|
|
|
|
|
|
245,481 |
|
|
|
|
|
|
|
245,481 |
|
Real Estate Investment Trusts |
|
|
|
|
|
|
92,429 |
|
|
|
|
|
|
|
92,429 |
|
Real Estate Management & Development |
|
|
|
|
|
|
772,191 |
|
|
|
|
|
|
|
772,191 |
|
Road & Rail |
|
|
|
|
|
|
1,224,606 |
|
|
|
|
|
|
|
1,224,606 |
|
Semiconductors & Semiconductor Equipment |
|
|
103,035 |
|
|
|
105,148 |
|
|
|
|
|
|
|
208,183 |
|
Specialty Retail |
|
|
|
|
|
|
448,811 |
|
|
|
|
|
|
|
448,811 |
|
Textiles, Apparel & Luxury Goods |
|
|
|
|
|
|
98,000 |
|
|
|
|
|
|
|
98,000 |
|
Tobacco |
|
|
|
|
|
|
1,858,065 |
|
|
|
|
|
|
|
1,858,065 |
|
Trading Companies & Distributors |
|
|
|
|
|
|
1,200,245 |
|
|
|
|
|
|
|
1,200,245 |
|
Wireless Telecommunication Services |
|
|
|
|
|
|
1,427,541 |
|
|
|
|
|
|
|
1,427,541 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks |
|
|
2,734,492 |
|
|
|
64,828,191 |
|
|
|
|
|
|
|
67,562,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity Linked Securities (a) |
|
|
|
|
|
|
171,099 |
|
|
|
|
|
|
|
171,099 |
|
Preferred Stocks (a) |
|
|
|
|
|
|
343,117 |
|
|
|
|
|
|
|
343,117 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SCSM ALLIANCEBERNSTEIN INTERNATIONAL VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rights (a) |
|
|
|
|
|
|
4,274 |
|
|
|
|
|
|
|
4,274 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
|
2,734,492 |
|
|
|
65,346,681 |
|
|
|
|
|
|
|
68,081,173 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
|
|
|
|
|
22,834 |
|
|
|
|
|
|
|
22,834 |
|
Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
220,328 |
|
|
|
|
|
|
|
220,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
|
|
|
$ |
243,162 |
|
|
$ |
|
|
|
$ |
243,162 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
(70,408 |
) |
|
$ |
|
|
|
$ |
(70,408 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
|
|
|
$ |
(70,408 |
) |
|
$ |
|
|
|
$ |
(70,408 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizations. |
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 96.9% |
|
AEROSPACE & DEFENSE 0.7% |
|
BAE Systems PLC |
|
GB |
|
|
22,902 |
|
|
$ |
94,589 |
|
Cobham PLC |
|
GB |
|
|
8,528 |
|
|
|
23,084 |
|
Elbit Systems Ltd. |
|
IL |
|
|
153 |
|
|
|
5,958 |
|
European Aeronautic Defense and Space Co., NV |
|
NL |
|
|
2,741 |
|
|
|
77,046 |
|
Finmeccanica SpA |
|
IT |
|
|
2,522 |
|
|
|
17,450 |
|
Rolls-Royce Holdings PLC* |
|
GB |
|
|
12,371 |
|
|
|
113,724 |
|
Safran SA |
|
FR |
|
|
1,174 |
|
|
|
35,914 |
|
Singapore Technologies Engineering Ltd. |
|
SG |
|
|
10,000 |
|
|
|
21,287 |
|
Thales SA |
|
FR |
|
|
743 |
|
|
|
23,224 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
412,276 |
|
|
|
|
|
|
|
|
|
|
|
|
AIR FREIGHT & LOGISTICS 0.3% |
|
Deutsche Post AG |
|
DE |
|
|
5,712 |
|
|
|
73,130 |
|
PostNL NV |
|
NL |
|
|
1,964 |
|
|
|
8,591 |
|
TNT Express NV |
|
NL |
|
|
2,162 |
|
|
|
15,117 |
|
Toll Holdings Ltd. |
|
AU |
|
|
4,132 |
|
|
|
17,327 |
|
Yamato Holdings Co., Ltd. |
|
JP |
|
|
2,500 |
|
|
|
45,578 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
159,743 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.2% |
|
Air France-KLM* |
|
FR |
|
|
787 |
|
|
|
5,752 |
|
All Nippon Airways Co., Ltd. |
|
JP |
|
|
5,000 |
|
|
|
15,648 |
|
Cathay Pacific Airways Ltd. |
|
HK |
|
|
7,000 |
|
|
|
11,514 |
|
Deutsche Luftansa AG |
|
DE |
|
|
1,464 |
|
|
|
18,980 |
|
International Consolidated Airlines Group SA* |
|
ES |
|
|
5,615 |
|
|
|
13,219 |
|
Qantas Airways Ltd.* |
|
AU |
|
|
9,427 |
|
|
|
12,637 |
|
Ryanair Holdings PLC ADR* |
|
IE |
|
|
303 |
|
|
|
7,802 |
|
Singapore Airlines Ltd. |
|
SG |
|
|
4,000 |
|
|
|
34,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
120,224 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTO COMPONENTS 0.8% |
|
Aisin Seiki Co., Ltd. |
|
JP |
|
|
1,400 |
|
|
|
46,614 |
|
Bridgestone Corp. |
|
JP |
|
|
4,400 |
|
|
|
99,835 |
|
Compagnie Generale Des Etablissements Michelin, Class B |
|
FR |
|
|
1,192 |
|
|
|
71,291 |
|
Continental AG* |
|
DE |
|
|
510 |
|
|
|
29,437 |
|
Denso Corp. |
|
JP |
|
|
3,300 |
|
|
|
106,085 |
|
GKN PLC |
|
GB |
|
|
10,104 |
|
|
|
27,435 |
|
Koito Manufacturing Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
15,820 |
|
NGK Spark Plug Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
13,590 |
|
NHK Spring Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
8,836 |
|
NOK Corp. |
|
JP |
|
|
600 |
|
|
|
10,855 |
|
Nokian Renkaat OYJ |
|
FI |
|
|
692 |
|
|
|
20,717 |
|
Pirelli & C. SpA |
|
IT |
|
|
1,386 |
|
|
|
9,859 |
|
Stanley Electric Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
15,111 |
|
Sumitomo Rubber Industries Ltd. |
|
JP |
|
|
1,000 |
|
|
|
12,786 |
|
Toyoda Gosei Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
7,616 |
|
Toyota Boshoku Corp. |
|
JP |
|
|
400 |
|
|
|
5,716 |
|
Toyota Industries Corp. |
|
JP |
|
|
1,100 |
|
|
|
32,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
533,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
AUTOMOBILES 2.9% |
|
Bayerische Motoren Werke AG |
|
DE |
|
|
2,230 |
|
|
$ |
147,317 |
|
Daihatsu Motor Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
18,145 |
|
Daimler AG |
|
DE |
|
|
6,099 |
|
|
|
271,250 |
|
Fiat SpA |
|
IT |
|
|
5,540 |
|
|
|
29,911 |
|
Fuji Heavy Industries Ltd. |
|
JP |
|
|
4,000 |
|
|
|
23,486 |
|
Honda Motor Co., Ltd. |
|
JP |
|
|
10,900 |
|
|
|
319,314 |
|
Isuzu Motors Ltd. |
|
JP |
|
|
9,000 |
|
|
|
38,665 |
|
Mazda Motor Corp.* |
|
JP |
|
|
10,000 |
|
|
|
20,227 |
|
Mitsubishi Motors Corp.* |
|
JP |
|
|
25,000 |
|
|
|
33,135 |
|
Nissan Motor Co., Ltd. |
|
JP |
|
|
16,800 |
|
|
|
148,647 |
|
Peugeot SA |
|
FR |
|
|
957 |
|
|
|
20,359 |
|
Renault SA |
|
FR |
|
|
1,344 |
|
|
|
44,518 |
|
Suzuki Motor Corp. |
|
JP |
|
|
2,400 |
|
|
|
52,903 |
|
Toyota Motor Corp. |
|
JP |
|
|
18,500 |
|
|
|
634,165 |
|
Volkswagen AG |
|
DE |
|
|
189 |
|
|
|
23,286 |
|
Yamaha Motor Co., Ltd.* |
|
JP |
|
|
1,800 |
|
|
|
23,764 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,849,092 |
|
|
|
|
|
|
|
|
|
|
|
|
BEVERAGES 2.1% |
|
Anheuser-Busch Inbev NV |
|
BE |
|
|
5,370 |
|
|
|
285,035 |
|
Asahi Breweries Ltd. |
|
JP |
|
|
2,700 |
|
|
|
57,211 |
|
Carlsberg A/S, Class B |
|
DK |
|
|
743 |
|
|
|
44,030 |
|
Coca-Cola Amatil Ltd. |
|
AU |
|
|
3,917 |
|
|
|
44,872 |
|
Coca-Cola Hellenic Bottling Co. SA* |
|
GR |
|
|
1,135 |
|
|
|
20,004 |
|
Coca-Cola West Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
7,673 |
|
Diageo PLC |
|
GB |
|
|
16,728 |
|
|
|
318,946 |
|
Fosters Group Ltd. |
|
AU |
|
|
13,324 |
|
|
|
67,656 |
|
Heineken Holding NV |
|
NL |
|
|
819 |
|
|
|
31,607 |
|
Heineken NV |
|
NL |
|
|
1,745 |
|
|
|
78,412 |
|
Kirin Holdings Co., Ltd. |
|
JP |
|
|
5,000 |
|
|
|
65,400 |
|
Pernod-Ricard SA |
|
FR |
|
|
1,318 |
|
|
|
103,190 |
|
SABMiller PLC |
|
GB |
|
|
6,432 |
|
|
|
209,870 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,333,906 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 0.2% |
|
Actelion Ltd.* |
|
CH |
|
|
800 |
|
|
|
26,577 |
|
CSL Ltd. |
|
AU |
|
|
3,576 |
|
|
|
101,520 |
|
Grifols SA* |
|
ES |
|
|
903 |
|
|
|
16,840 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
144,937 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING PRODUCTS 0.6% |
|
Asahi Glass Co., Ltd. |
|
JP |
|
|
7,000 |
|
|
|
68,343 |
|
Assa Abloy AB |
|
SE |
|
|
2,203 |
|
|
|
45,326 |
|
Compagnie de Saint-Gobain |
|
FR |
|
|
2,640 |
|
|
|
100,719 |
|
Daikin Industries Ltd. |
|
JP |
|
|
1,500 |
|
|
|
42,964 |
|
Geberit AG* |
|
CH |
|
|
246 |
|
|
|
45,421 |
|
JS Group Corp. |
|
JP |
|
|
1,700 |
|
|
|
47,591 |
|
Nippon Sheet Glass Co., Ltd. |
|
JP |
|
|
6,000 |
|
|
|
13,424 |
|
TOTO Ltd. |
|
JP |
|
|
2,000 |
|
|
|
17,641 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
381,429 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 1.7% |
|
3i Group PLC |
|
GB |
|
|
6,272 |
|
|
|
18,234 |
|
Credit Suisse Group AG* |
|
CH |
|
|
7,725 |
|
|
|
202,095 |
|
Daiwa Securities Group, Inc. |
|
JP |
|
|
12,000 |
|
|
|
44,811 |
|
Deutsche Bank AG |
|
DE |
|
|
6,290 |
|
|
|
217,957 |
|
GAM Holding AG* |
|
CH |
|
|
1,282 |
|
|
|
16,046 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
ICAP PLC |
|
GB |
|
|
3,599 |
|
|
$ |
22,940 |
|
Investec PLC |
|
GB |
|
|
2,994 |
|
|
|
16,199 |
|
Julius Baer Group, Ltd. |
|
CH |
|
|
1,407 |
|
|
|
47,019 |
|
Macquarie Group Ltd. |
|
AU |
|
|
2,374 |
|
|
|
51,340 |
|
Man Group PLC |
|
GB |
|
|
13,237 |
|
|
|
34,241 |
|
Mediobanca SpA |
|
IT |
|
|
3,234 |
|
|
|
25,389 |
|
Nomura Holdings, Inc. |
|
JP |
|
|
23,500 |
|
|
|
85,702 |
|
Ratos AB |
|
SE |
|
|
1,226 |
|
|
|
14,075 |
|
SBI Holdings, Inc. |
|
JP |
|
|
139 |
|
|
|
12,011 |
|
Schroders PLC |
|
GB |
|
|
724 |
|
|
|
14,352 |
|
UBS AG* |
|
CH |
|
|
24,576 |
|
|
|
281,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,103,525 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 3.5% |
|
Air Liquide SA |
|
FR |
|
|
1,916 |
|
|
|
223,742 |
|
Air Water, Inc. |
|
JP |
|
|
1,000 |
|
|
|
12,360 |
|
Akzo Nobel NV |
|
NL |
|
|
1,568 |
|
|
|
69,192 |
|
Arkema SA |
|
FR |
|
|
342 |
|
|
|
19,805 |
|
Asahi Kasei Corp. |
|
JP |
|
|
8,000 |
|
|
|
47,945 |
|
BASF SE |
|
DE |
|
|
6,172 |
|
|
|
376,278 |
|
Daicel Chemical Industries Ltd. |
|
JP |
|
|
2,000 |
|
|
|
11,386 |
|
Denki Kagaku Kogyo KK |
|
JP |
|
|
3,000 |
|
|
|
11,438 |
|
Givaudan SA* |
|
CH |
|
|
54 |
|
|
|
42,114 |
|
Hitachi Chemical Co., Ltd. |
|
JP |
|
|
600 |
|
|
|
9,906 |
|
Incitec Pivot Ltd. |
|
AU |
|
|
11,332 |
|
|
|
35,110 |
|
Israel Chemicals Ltd. |
|
IL |
|
|
3,265 |
|
|
|
37,183 |
|
Johnson Matthey PLC |
|
GB |
|
|
1,524 |
|
|
|
37,381 |
|
JSR Corp. |
|
JP |
|
|
1,200 |
|
|
|
20,647 |
|
K+S AG |
|
DE |
|
|
1,171 |
|
|
|
61,301 |
|
Kaneka Corp. |
|
JP |
|
|
2,000 |
|
|
|
11,314 |
|
Kansai Paint Co., Ltd. |
|
JP |
|
|
2,000 |
|
|
|
19,165 |
|
Koninklijke DSM NV |
|
NL |
|
|
1,084 |
|
|
|
47,131 |
|
Kuraray Co., Ltd. |
|
JP |
|
|
2,200 |
|
|
|
30,004 |
|
Lanxess AG |
|
DE |
|
|
522 |
|
|
|
25,040 |
|
Linde AG |
|
DE |
|
|
1,141 |
|
|
|
152,681 |
|
Makhteshim-Agan Industries Ltd.* |
|
IL |
|
|
1,491 |
|
|
|
8,167 |
|
Mitsubishi Chemical Holdings Corp. |
|
JP |
|
|
9,500 |
|
|
|
64,427 |
|
Mitsubishi Gas Chemical Co., Inc. |
|
JP |
|
|
3,000 |
|
|
|
18,417 |
|
Mitsui Chemicals, Inc. |
|
JP |
|
|
5,000 |
|
|
|
16,724 |
|
Nitto Denko Corp. |
|
JP |
|
|
1,200 |
|
|
|
47,228 |
|
Novozymes A/S, Class B |
|
DK |
|
|
319 |
|
|
|
45,355 |
|
Orica Ltd. |
|
AU |
|
|
2,492 |
|
|
|
55,926 |
|
Shin-Etsu Chemical Co., Ltd. |
|
JP |
|
|
2,700 |
|
|
|
132,445 |
|
Showa Denko KK |
|
JP |
|
|
9,000 |
|
|
|
17,766 |
|
Sika AG |
|
CH |
|
|
13 |
|
|
|
23,017 |
|
Solvay SA |
|
BE |
|
|
423 |
|
|
|
39,830 |
|
Sumitomo Chemical Co., Ltd. |
|
JP |
|
|
10,000 |
|
|
|
38,585 |
|
Syngenta AG* |
|
CH |
|
|
635 |
|
|
|
165,016 |
|
Taiyo Nippon Sanso Corp. |
|
JP |
|
|
2,000 |
|
|
|
13,925 |
|
Teijin Ltd. |
|
JP |
|
|
6,000 |
|
|
|
21,570 |
|
The Israel Corporation Ltd. |
|
IL |
|
|
15 |
|
|
|
9,605 |
|
Toray Industries Inc. |
|
JP |
|
|
10,000 |
|
|
|
70,031 |
|
Tosoh Corp. |
|
JP |
|
|
3,000 |
|
|
|
9,401 |
|
Ube Industries Ltd. |
|
JP |
|
|
6,000 |
|
|
|
19,939 |
|
Umicore |
|
BE |
|
|
728 |
|
|
|
26,392 |
|
Wacker Chemie AG |
|
DE |
|
|
97 |
|
|
|
8,612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Yara International ASA |
|
NO |
|
|
1,281 |
|
|
$ |
48,871 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,202,372 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 11.4% |
|
Alpha Bank AE* |
|
GR |
|
|
3,104 |
|
|
|
5,415 |
|
Aozora Bank Ltd. |
|
JP |
|
|
4,000 |
|
|
|
9,210 |
|
Australia & New Zealand Banking Group Ltd. |
|
AU |
|
|
16,927 |
|
|
|
314,185 |
|
Banca Carige SpA |
|
IT |
|
|
3,775 |
|
|
|
7,301 |
|
Banca Monte dei Paschi di Siena SpA |
|
IT |
|
|
28,042 |
|
|
|
15,573 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
ES |
|
|
29,237 |
|
|
|
242,072 |
|
Banco Comercial Portugues, SA* |
|
PT |
|
|
22,407 |
|
|
|
5,798 |
|
Banco De Sabadell SA |
|
ES |
|
|
8,297 |
|
|
|
29,625 |
|
Banco Espirito Santo SA |
|
PT |
|
|
3,060 |
|
|
|
8,105 |
|
Banco Popolare SC |
|
IT |
|
|
11,372 |
|
|
|
18,803 |
|
Banco Popular Espanol SA |
|
ES |
|
|
6,964 |
|
|
|
32,128 |
|
Banco Santander SA |
|
ES |
|
|
56,924 |
|
|
|
465,404 |
|
Bank Hapoalim BM |
|
IL |
|
|
6,675 |
|
|
|
23,046 |
|
Bank Leumi Le-Israel |
|
IL |
|
|
8,877 |
|
|
|
27,196 |
|
Bank of Cyprus Public Co., Ltd. |
|
CY |
|
|
7,455 |
|
|
|
11,511 |
|
Bankia SAU* |
|
ES |
|
|
6,264 |
|
|
|
30,749 |
|
Bankinter SA |
|
ES |
|
|
1,360 |
|
|
|
7,386 |
|
Barclays PLC |
|
GB |
|
|
75,019 |
|
|
|
183,973 |
|
Bendigo and Adelaide Bank Ltd. |
|
AU |
|
|
2,245 |
|
|
|
18,184 |
|
BNP Paribas |
|
FR |
|
|
6,451 |
|
|
|
254,315 |
|
BOC Hong Kong Holdings Ltd. |
|
HK |
|
|
25,000 |
|
|
|
53,301 |
|
CaixaBank |
|
ES |
|
|
5,000 |
|
|
|
21,906 |
|
Chuo Mitsui Trust Holdings, Inc. |
|
JP |
|
|
22,000 |
|
|
|
72,818 |
|
Commerzbank AG* |
|
DE |
|
|
24,606 |
|
|
|
61,667 |
|
Commonwealth Bank of Australia |
|
AU |
|
|
10,443 |
|
|
|
454,162 |
|
Credit Agricole SA |
|
FR |
|
|
6,701 |
|
|
|
46,085 |
|
Danske Bank A/S* |
|
DK |
|
|
4,452 |
|
|
|
62,266 |
|
DBS Group Holdings Ltd. |
|
SG |
|
|
12,000 |
|
|
|
107,605 |
|
Dexia SA* |
|
BE |
|
|
3,384 |
|
|
|
6,437 |
|
DnB NOR ASA |
|
NO |
|
|
6,590 |
|
|
|
65,677 |
|
EFG Eurobank Ergasias SA* |
|
GR |
|
|
1,985 |
|
|
|
2,430 |
|
Erste Group Bank AG |
|
AT |
|
|
1,344 |
|
|
|
34,277 |
|
Fukuoka Financial Group, Inc. |
|
JP |
|
|
5,000 |
|
|
|
20,921 |
|
Hang Seng Bank Ltd. |
|
HK |
|
|
5,200 |
|
|
|
60,950 |
|
Hokuhoku Financial Group, Inc. |
|
JP |
|
|
8,000 |
|
|
|
17,480 |
|
HSBC Holdings PLC |
|
GB |
|
|
119,667 |
|
|
|
916,565 |
|
Intesa Sanpaolo |
|
IT |
|
|
67,739 |
|
|
|
106,231 |
|
Intesa Sanpaolo RSP |
|
IT |
|
|
5,436 |
|
|
|
6,988 |
|
Israel Discount Bank, Class A* |
|
IL |
|
|
4,761 |
|
|
|
6,983 |
|
KBC GROEP NV |
|
BE |
|
|
1,032 |
|
|
|
23,809 |
|
Lloyds Banking Group PLC* |
|
GB |
|
|
278,165 |
|
|
|
149,334 |
|
Mitsubishi UFJ Financial Group, Inc. |
|
JP |
|
|
85,300 |
|
|
|
391,497 |
|
Mizrahi Tefahot Bank Ltd. |
|
IL |
|
|
788 |
|
|
|
6,473 |
|
Mizuho Financial Group, Inc. |
|
JP |
|
|
152,500 |
|
|
|
223,319 |
|
National Australia Bank, Ltd. |
|
AU |
|
|
14,558 |
|
|
|
309,231 |
|
National Bank of Greece SA* |
|
GR |
|
|
6,898 |
|
|
|
24,956 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Natixis |
|
FR |
|
|
5,494 |
|
|
$ |
17,283 |
|
Nordea Bank AB |
|
SE |
|
|
17,814 |
|
|
|
144,171 |
|
Oversea-Chinese Banking Corp., Ltd. |
|
SG |
|
|
17,000 |
|
|
|
104,774 |
|
Raiffeisen Bank International AG |
|
AT |
|
|
285 |
|
|
|
8,250 |
|
Resona Holdings, Inc. |
|
JP |
|
|
13,000 |
|
|
|
62,025 |
|
Royal Bank of Scotland Group PLC* |
|
GB |
|
|
124,427 |
|
|
|
44,513 |
|
Seven Bank Ltd. |
|
JP |
|
|
3 |
|
|
|
5,855 |
|
Shinsei Bank Ltd. |
|
JP |
|
|
8,000 |
|
|
|
8,992 |
|
Skandinaviska Enskilda Banken AB, Class A |
|
SE |
|
|
9,997 |
|
|
|
53,740 |
|
Societe Generale |
|
FR |
|
|
4,214 |
|
|
|
110,313 |
|
Standard Chartered PLC |
|
GB |
|
|
15,955 |
|
|
|
318,318 |
|
Sumitomo Mitsui Financial Group, Inc. |
|
JP |
|
|
9,000 |
|
|
|
253,580 |
|
Suruga Bank Ltd. |
|
JP |
|
|
1,000 |
|
|
|
9,742 |
|
Svenska Handelsbanken AB |
|
SE |
|
|
3,323 |
|
|
|
84,557 |
|
Swedbank AB, Class A |
|
SE |
|
|
5,564 |
|
|
|
61,433 |
|
The Bank of East Asia Ltd. |
|
HK |
|
|
11,000 |
|
|
|
33,644 |
|
The Bank of Kyoto Ltd. |
|
JP |
|
|
2,000 |
|
|
|
17,807 |
|
The Bank of Yokohama Ltd. |
|
JP |
|
|
8,000 |
|
|
|
40,118 |
|
The Chiba Bank Ltd. |
|
JP |
|
|
5,000 |
|
|
|
34,680 |
|
The Chugoku Bank Ltd. |
|
JP |
|
|
1,000 |
|
|
|
14,726 |
|
The Gunma Bank Ltd. |
|
JP |
|
|
3,000 |
|
|
|
16,721 |
|
The Hachijuni Bank Ltd. |
|
JP |
|
|
3,000 |
|
|
|
18,377 |
|
The Hiroshima Bank Ltd. |
|
JP |
|
|
3,000 |
|
|
|
14,848 |
|
The Iyo Bank Ltd. |
|
JP |
|
|
2,000 |
|
|
|
20,405 |
|
The Joyo Bank Ltd. |
|
JP |
|
|
4,000 |
|
|
|
18,609 |
|
The Nishi-Nippon City Bank Ltd. |
|
JP |
|
|
4,000 |
|
|
|
12,293 |
|
The Shizuoka Bank Ltd. |
|
JP |
|
|
4,000 |
|
|
|
41,909 |
|
UniCredit SpA |
|
IT |
|
|
90,023 |
|
|
|
95,458 |
|
Unione Di Banche Italiane SCPA |
|
IT |
|
|
6,118 |
|
|
|
22,649 |
|
United Overseas Bank Ltd. |
|
SG |
|
|
8,000 |
|
|
|
102,870 |
|
Westpac Banking Corp. |
|
AU |
|
|
20,188 |
|
|
|
390,946 |
|
Wing Hang Bank Ltd. |
|
HK |
|
|
1,000 |
|
|
|
8,116 |
|
Yamaguchi Financial Group, Inc. |
|
JP |
|
|
2,000 |
|
|
|
20,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,175,282 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 0.6% |
|
Aggreko PLC |
|
GB |
|
|
1,835 |
|
|
|
46,176 |
|
Babcock International Group PLC |
|
GB |
|
|
2,664 |
|
|
|
27,161 |
|
Brambles Ltd. |
|
AU |
|
|
10,028 |
|
|
|
61,820 |
|
Dai Nippon Printing Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
|
41,364 |
|
Edenred |
|
FR |
|
|
1,018 |
|
|
|
24,252 |
|
G4S PLC |
|
GB |
|
|
9,833 |
|
|
|
40,684 |
|
Secom Co., Ltd. |
|
JP |
|
|
1,400 |
|
|
|
67,526 |
|
Securitas AB |
|
SE |
|
|
1,943 |
|
|
|
14,133 |
|
Serco Group PLC |
|
GB |
|
|
3,137 |
|
|
|
24,817 |
|
Societe BIC SA |
|
FR |
|
|
190 |
|
|
|
16,177 |
|
Toppan Printing Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
|
29,133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
393,243 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 0.6% |
|
Alcatel-lucent* |
|
FR |
|
|
16,020 |
|
|
|
46,450 |
|
Nokia OYJ |
|
FI |
|
|
25,275 |
|
|
|
142,924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Telefonaktiebolaget LM Ericsson |
|
SE |
|
|
20,414 |
|
|
$ |
196,016 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
385,390 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 0.3% |
|
Fujitsu Ltd. |
|
JP |
|
|
12,000 |
|
|
|
56,590 |
|
NEC Corp.* |
|
JP |
|
|
19,000 |
|
|
|
38,599 |
|
Seiko Epson Corp. |
|
JP |
|
|
800 |
|
|
|
10,180 |
|
Toshiba Corp. |
|
JP |
|
|
27,000 |
|
|
|
110,145 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
215,514 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION & ENGINEERING 0.8% |
|
Acs Actividades De Construccion Y Servicios SA |
|
ES |
|
|
900 |
|
|
|
31,717 |
|
Balfour Beatty PLC |
|
GB |
|
|
4,207 |
|
|
|
16,641 |
|
Bouygues SA |
|
FR |
|
|
1,645 |
|
|
|
54,419 |
|
Chiyoda Corp. |
|
JP |
|
|
1,000 |
|
|
|
9,749 |
|
Eiffage SA |
|
FR |
|
|
236 |
|
|
|
7,280 |
|
Ferrovial SA |
|
ES |
|
|
2,695 |
|
|
|
30,722 |
|
Fomento de Construcciones y Contratas SA |
|
ES |
|
|
313 |
|
|
|
7,717 |
|
Hochtief AG |
|
DE |
|
|
274 |
|
|
|
17,114 |
|
JGC Corp. |
|
JP |
|
|
1,000 |
|
|
|
24,454 |
|
Kajima Corp. |
|
JP |
|
|
5,000 |
|
|
|
16,410 |
|
Kinden Corp. |
|
JP |
|
|
1,000 |
|
|
|
8,646 |
|
Koninklijke Boskalis Westminster NV |
|
NL |
|
|
441 |
|
|
|
13,565 |
|
Leighton Holdings Ltd. |
|
AU |
|
|
926 |
|
|
|
16,446 |
|
Obayashi Corp. |
|
JP |
|
|
4,000 |
|
|
|
19,758 |
|
Shimizu Corp. |
|
JP |
|
|
4,000 |
|
|
|
17,557 |
|
Skanska AB, Class B |
|
SE |
|
|
2,778 |
|
|
|
38,457 |
|
Taisei Corp. |
|
JP |
|
|
8,000 |
|
|
|
22,024 |
|
Vinci SA |
|
FR |
|
|
3,026 |
|
|
|
129,791 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
482,467 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION MATERIALS 0.5% |
|
Boral Ltd. |
|
AU |
|
|
4,476 |
|
|
|
14,896 |
|
Cimpor Cimentos de Portugal SGPS SA |
|
PT |
|
|
1,234 |
|
|
|
8,241 |
|
CRH PLC |
|
IE |
|
|
4,775 |
|
|
|
74,257 |
|
Fletcher Building Ltd. |
|
NZ |
|
|
5,030 |
|
|
|
29,419 |
|
HeidelbergCement AG |
|
DE |
|
|
903 |
|
|
|
32,805 |
|
Holcim Ltd.* |
|
CH |
|
|
1,660 |
|
|
|
88,093 |
|
Imerys SA |
|
FR |
|
|
210 |
|
|
|
10,505 |
|
James Hardie Industries SE CDI* |
|
IE |
|
|
3,315 |
|
|
|
18,126 |
|
Lafarge SA |
|
FR |
|
|
1,410 |
|
|
|
48,460 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
324,802 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER FINANCE 0.0%+ |
|
Aeon Credit Service Co., Ltd. |
|
JP |
|
|
600 |
|
|
|
9,230 |
|
Credit Saison Co., Ltd. |
|
JP |
|
|
900 |
|
|
|
17,353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,583 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & PACKAGING 0.2% |
|
Amcor Ltd. |
|
AU |
|
|
8,384 |
|
|
|
55,505 |
|
Rexam PLC |
|
GB |
|
|
6,473 |
|
|
|
31,127 |
|
Toyo Seikan Kaisha Ltd. |
|
JP |
|
|
900 |
|
|
|
13,620 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
100,252 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
DISTRIBUTORS 0.2% |
|
Jardine Cycle & Carriage Ltd. |
|
SG |
|
|
1,000 |
|
|
$ |
31,776 |
|
Li & Fung Ltd. |
|
BM |
|
|
40,000 |
|
|
|
67,046 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
98,822 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED CONSUMER SERVICES 0.0%+ |
|
Benesse Holdings, Inc. |
|
JP |
|
|
600 |
|
|
|
26,580 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 1.0% |
|
ASX Ltd. |
|
AU |
|
|
1,223 |
|
|
|
35,523 |
|
Deutsche Boerse AG* |
|
DE |
|
|
1,312 |
|
|
|
66,355 |
|
Eurazeo |
|
FR |
|
|
176 |
|
|
|
7,392 |
|
Exor SpA |
|
IT |
|
|
399 |
|
|
|
7,810 |
|
Groupe Bruxelles Lambert SA |
|
BE |
|
|
563 |
|
|
|
39,542 |
|
Hong Kong Exchanges and Clearing Ltd. |
|
HK |
|
|
6,800 |
|
|
|
98,812 |
|
Industrivarden AB |
|
SE |
|
|
686 |
|
|
|
7,183 |
|
ING Groep NV - CVA* |
|
NL |
|
|
25,577 |
|
|
|
180,416 |
|
Investor AB |
|
SE |
|
|
3,128 |
|
|
|
55,045 |
|
Kinnevik Investment AB, Class B |
|
SE |
|
|
1,283 |
|
|
|
23,740 |
|
London Stock Exchange Group PLC |
|
GB |
|
|
869 |
|
|
|
10,932 |
|
Mitsubishi UFJ Lease & Finance Co., Ltd. |
|
JP |
|
|
340 |
|
|
|
13,573 |
|
Orix Corp. |
|
JP |
|
|
710 |
|
|
|
55,726 |
|
Pargesa Holding SA |
|
CH |
|
|
157 |
|
|
|
10,739 |
|
Pohjola Bank PLC |
|
FI |
|
|
811 |
|
|
|
8,532 |
|
Singapore Exchange Ltd. |
|
SG |
|
|
7,000 |
|
|
|
35,185 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
656,505 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED TELECOMMUNICATION SERVICES 3.8% |
|
Belgacom SA |
|
BE |
|
|
1,097 |
|
|
|
33,015 |
|
Bezeq Israeli Telecommunication Corp Ltd. |
|
IL |
|
|
10,997 |
|
|
|
20,577 |
|
BT Group PLC |
|
GB |
|
|
52,731 |
|
|
|
141,336 |
|
Deutsche Telekom AG |
|
DE |
|
|
18,930 |
|
|
|
222,198 |
|
Elisa OYJ |
|
FI |
|
|
856 |
|
|
|
17,499 |
|
France Telecom SA |
|
FR |
|
|
12,565 |
|
|
|
205,649 |
|
Hellenic Telecommunications Organization SA |
|
GR |
|
|
1,430 |
|
|
|
6,079 |
|
Iliad SA |
|
FR |
|
|
149 |
|
|
|
16,645 |
|
Inmarsat PLC |
|
GB |
|
|
2,858 |
|
|
|
21,766 |
|
Koninklijke KPN NV |
|
NL |
|
|
10,242 |
|
|
|
134,898 |
|
Nippon Telegraph & Telephone Corp. |
|
JP |
|
|
3,200 |
|
|
|
153,306 |
|
PCCW Ltd. |
|
HK |
|
|
24,000 |
|
|
|
8,957 |
|
Portugal Telecom SGPS SA |
|
PT |
|
|
4,719 |
|
|
|
34,670 |
|
Singapore Telecommunications Ltd. |
|
SG |
|
|
53,000 |
|
|
|
128,187 |
|
Swisscom AG |
|
CH |
|
|
159 |
|
|
|
64,686 |
|
TDC A/S |
|
DK |
|
|
2,394 |
|
|
|
19,558 |
|
Tele2 AB, B Shares |
|
SE |
|
|
2,245 |
|
|
|
40,663 |
|
Telecom Corp. of New Zealand Ltd. |
|
NZ |
|
|
14,020 |
|
|
|
27,868 |
|
Telecom Italia SpA |
|
IT |
|
|
64,320 |
|
|
|
69,884 |
|
Telecom Italia SpA RSP |
|
IT |
|
|
42,939 |
|
|
|
41,759 |
|
Telefonica SA |
|
ES |
|
|
27,649 |
|
|
|
529,887 |
|
Telekom Austria AG |
|
AT |
|
|
2,131 |
|
|
|
21,507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Telenor ASA |
|
NO |
|
|
5,018 |
|
|
$ |
77,394 |
|
TeliaSonera AB |
|
SE |
|
|
14,553 |
|
|
|
95,948 |
|
Telstra Corp., Ltd. |
|
AU |
|
|
29,376 |
|
|
|
87,488 |
|
Vivendi |
|
FR |
|
|
8,270 |
|
|
|
168,376 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,389,800 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 2.6% |
|
Acciona S.A |
|
ES |
|
|
148 |
|
|
|
12,476 |
|
Cheung Kong Infrastructure Holdings Ltd. |
|
BM |
|
|
3,000 |
|
|
|
17,516 |
|
Chubu Electric Power Co., Inc. |
|
JP |
|
|
4,700 |
|
|
|
88,027 |
|
CLP Holdings Ltd. |
|
HK |
|
|
13,000 |
|
|
|
116,871 |
|
Contact Energy Ltd.* |
|
NZ |
|
|
2,068 |
|
|
|
8,543 |
|
E.ON AG |
|
DE |
|
|
12,095 |
|
|
|
262,414 |
|
EDP - Energias de Portugal SA |
|
PT |
|
|
13,679 |
|
|
|
42,131 |
|
Electricite de France |
|
FR |
|
|
1,702 |
|
|
|
49,291 |
|
Enel SpA |
|
IT |
|
|
43,817 |
|
|
|
193,417 |
|
Fortum OYJ |
|
FI |
|
|
2,960 |
|
|
|
69,675 |
|
Hokkaido Electric Power Co. |
|
JP |
|
|
1,100 |
|
|
|
16,215 |
|
Hokuriku Electric Power Co. |
|
JP |
|
|
1,200 |
|
|
|
22,142 |
|
Hongkong Electric Holdings Ltd. |
|
HK |
|
|
9,000 |
|
|
|
69,261 |
|
Iberdrola SA |
|
ES |
|
|
26,401 |
|
|
|
178,494 |
|
Kyushu Electric Power Co., Inc. |
|
JP |
|
|
2,800 |
|
|
|
45,018 |
|
Public Power Corp. SA |
|
GR |
|
|
700 |
|
|
|
5,560 |
|
Red Electrica Corp. SA |
|
ES |
|
|
687 |
|
|
|
31,306 |
|
Scottish & Southern Energy PLC |
|
GB |
|
|
6,386 |
|
|
|
128,149 |
|
Shikoku Electric Power Co., Inc. |
|
JP |
|
|
1,200 |
|
|
|
32,990 |
|
SP Ausnet |
|
AU |
|
|
8,617 |
|
|
|
7,739 |
|
Terna Rete Elettrica Nazionale SpA |
|
IT |
|
|
8,655 |
|
|
|
32,095 |
|
The Chugoku Electric Power Co., Inc. |
|
JP |
|
|
1,900 |
|
|
|
33,418 |
|
The Kansai Electric Power Co., Inc. |
|
JP |
|
|
5,100 |
|
|
|
88,135 |
|
The Tokyo Electric Power Co., Inc.* |
|
JP |
|
|
10,100 |
|
|
|
30,534 |
|
Tohoku Electric Power Co., Inc. |
|
JP |
|
|
3,200 |
|
|
|
44,334 |
|
Verbund AG |
|
AT |
|
|
410 |
|
|
|
11,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,637,551 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 1.3% |
|
ABB Ltd.* |
|
CH |
|
|
14,739 |
|
|
|
252,123 |
|
Alstom SA |
|
FR |
|
|
1,433 |
|
|
|
47,201 |
|
Bekaert NV |
|
BE |
|
|
244 |
|
|
|
9,934 |
|
Fuji Electric Holdings Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
|
10,355 |
|
Furukawa Electric Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
|
10,894 |
|
GS Yuasa Corp. |
|
JP |
|
|
2,000 |
|
|
|
9,378 |
|
Legrand SA |
|
FR |
|
|
1,393 |
|
|
|
43,426 |
|
Mabuchi Motor Co., Ltd. |
|
JP |
|
|
200 |
|
|
|
9,289 |
|
Mitsubishi Electric Corp. |
|
JP |
|
|
13,000 |
|
|
|
115,152 |
|
Nidec Corp. |
|
JP |
|
|
700 |
|
|
|
56,376 |
|
Prysmian SpA |
|
IT |
|
|
1,298 |
|
|
|
17,052 |
|
Schneider Electric SA |
|
FR |
|
|
3,257 |
|
|
|
174,300 |
|
Sumitomo Electric Industries Ltd. |
|
JP |
|
|
5,100 |
|
|
|
59,896 |
|
Ushio, Inc. |
|
JP |
|
|
600 |
|
|
|
9,135 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Vestas Wind Systems A/S* |
|
DK |
|
|
1,288 |
|
|
$ |
20,874 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
845,385 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 1.2% |
|
Citizen Holdings Co., Ltd. |
|
JP |
|
|
1,600 |
|
|
|
7,967 |
|
Foxconn International Holdings Ltd.* |
|
KY |
|
|
14,000 |
|
|
|
7,232 |
|
FUJIFILM Holdings Corp. |
|
JP |
|
|
3,100 |
|
|
|
72,045 |
|
Hamamatsu Photonics KK |
|
JP |
|
|
400 |
|
|
|
16,122 |
|
Hexagon AB, Class B |
|
SE |
|
|
1,576 |
|
|
|
20,493 |
|
Hirose Electric Co., Ltd. |
|
JP |
|
|
200 |
|
|
|
18,592 |
|
Hitachi High-Technologies Corp. |
|
JP |
|
|
400 |
|
|
|
8,027 |
|
Hitachi Ltd. |
|
JP |
|
|
30,000 |
|
|
|
148,922 |
|
Hoya Corp. |
|
JP |
|
|
3,000 |
|
|
|
69,554 |
|
Ibiden Co., Ltd. |
|
JP |
|
|
800 |
|
|
|
16,906 |
|
Keyence Corp. |
|
JP |
|
|
300 |
|
|
|
82,096 |
|
Kyocera Corp. |
|
JP |
|
|
1,000 |
|
|
|
83,616 |
|
Murata Manufacturing Co., Ltd. |
|
JP |
|
|
1,400 |
|
|
|
76,012 |
|
Nippon Electric Glass Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
27,261 |
|
Omron Corp. |
|
JP |
|
|
1,300 |
|
|
|
25,530 |
|
Shimadzu Corp. |
|
JP |
|
|
2,000 |
|
|
|
16,871 |
|
TDK Corp. |
|
JP |
|
|
800 |
|
|
|
27,907 |
|
Yaskawa Electric Corp. |
|
JP |
|
|
2,000 |
|
|
|
15,078 |
|
Yokogawa Electric Corp.* |
|
JP |
|
|
1,300 |
|
|
|
12,297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
752,528 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 0.8% |
|
Aker Solutions ASA |
|
NO |
|
|
1,038 |
|
|
|
9,943 |
|
Amec PLC |
|
GB |
|
|
2,130 |
|
|
|
26,876 |
|
Compagnie Generale de Geophysique-Veritas* |
|
FR |
|
|
1,111 |
|
|
|
19,569 |
|
Fugro NV |
|
NL |
|
|
430 |
|
|
|
21,686 |
|
Petrofac Ltd. |
|
JE |
|
|
1,633 |
|
|
|
30,206 |
|
Saipem SpA |
|
IT |
|
|
1,787 |
|
|
|
62,719 |
|
SBM Offshore NV |
|
NL |
|
|
1,099 |
|
|
|
19,048 |
|
Seadrill Ltd. |
|
BM |
|
|
2,301 |
|
|
|
63,545 |
|
Subsea 7 SA* |
|
LU |
|
|
1,948 |
|
|
|
37,004 |
|
Technip SA |
|
FR |
|
|
674 |
|
|
|
53,999 |
|
Tenaris SA |
|
LU |
|
|
3,291 |
|
|
|
41,455 |
|
Transocean Ltd. |
|
CH |
|
|
2,194 |
|
|
|
105,782 |
|
Worleyparsons Ltd. |
|
AU |
|
|
1,222 |
|
|
|
30,491 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
522,323 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 2.3% |
|
Aeon Co., Ltd. |
|
JP |
|
|
4,200 |
|
|
|
56,812 |
|
Carrefour SA |
|
FR |
|
|
3,888 |
|
|
|
88,537 |
|
Casino Guichard-Perrachon SA |
|
FR |
|
|
396 |
|
|
|
30,910 |
|
Colruyt SA |
|
BE |
|
|
481 |
|
|
|
19,982 |
|
Delhaize Group |
|
BE |
|
|
724 |
|
|
|
42,324 |
|
Distribuidora Internacional de Alimentacion SA* |
|
ES |
|
|
3,480 |
|
|
|
13,856 |
|
FamilyMart Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
15,277 |
|
J Sainsbury PLC |
|
GB |
|
|
8,671 |
|
|
|
36,922 |
|
Jeronimo Martins SGPS SA |
|
PT |
|
|
1,369 |
|
|
|
21,379 |
|
Kesko OYJ, Class B |
|
FI |
|
|
423 |
|
|
|
13,014 |
|
Koninklijke Ahold NV |
|
NL |
|
|
7,910 |
|
|
|
93,023 |
|
Lawson, Inc. |
|
JP |
|
|
400 |
|
|
|
22,642 |
|
Metcash Ltd. |
|
AU |
|
|
4,795 |
|
|
|
18,902 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Metro AG |
|
DE |
|
|
833 |
|
|
$ |
35,360 |
|
Olam International Ltd. |
|
SG |
|
|
9,000 |
|
|
|
15,337 |
|
Seven & I Holdings Co., Ltd. |
|
JP |
|
|
5,000 |
|
|
|
140,150 |
|
Tesco PLC |
|
GB |
|
|
53,744 |
|
|
|
314,810 |
|
Wesfarmers Ltd. |
|
AU |
|
|
6,812 |
|
|
|
205,822 |
|
Wesfarmers Ltd. PPS |
|
AU |
|
|
1,079 |
|
|
|
33,198 |
|
William Morrison Supermarkets PLC |
|
GB |
|
|
15,175 |
|
|
|
68,420 |
|
Woolworths Ltd. |
|
AU |
|
|
8,228 |
|
|
|
196,621 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,483,298 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 4.1% |
|
Ajinomoto Co., Inc. |
|
JP |
|
|
4,000 |
|
|
|
47,251 |
|
Aryzta AG |
|
CH |
|
|
617 |
|
|
|
26,792 |
|
Associated British Foods PLC |
|
GB |
|
|
2,474 |
|
|
|
42,591 |
|
Danone SA |
|
FR |
|
|
3,916 |
|
|
|
240,729 |
|
Golden Agri-resources Ltd. |
|
MU |
|
|
41,000 |
|
|
|
18,973 |
|
Kerry Group PLC, Class A |
|
IE |
|
|
906 |
|
|
|
31,866 |
|
Kikkoman Corp. |
|
JP |
|
|
1,000 |
|
|
|
11,425 |
|
Lindt & Spruengli AG |
|
CH |
|
|
7 |
|
|
|
51,997 |
|
MEIJI Holdings Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
18,981 |
|
Nestle SA |
|
CH |
|
|
23,266 |
|
|
|
1,280,856 |
|
Nippon Meat Packers, Inc. |
|
JP |
|
|
1,000 |
|
|
|
12,995 |
|
Nisshin Seifun Group, Inc. |
|
JP |
|
|
1,500 |
|
|
|
19,580 |
|
Nissin Foods Holdings Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
16,094 |
|
Parmalat SpA |
|
IT |
|
|
1,974 |
|
|
|
4,168 |
|
Suedzucker AG |
|
DE |
|
|
386 |
|
|
|
10,967 |
|
Toyo Suisan Kaisha Ltd. |
|
JP |
|
|
1,000 |
|
|
|
27,425 |
|
Unilever NV |
|
NL |
|
|
10,925 |
|
|
|
345,813 |
|
Unilever PLC |
|
GB |
|
|
8,570 |
|
|
|
268,448 |
|
Wilmar International Ltd. |
|
SG |
|
|
14,000 |
|
|
|
55,710 |
|
Yakult Honsha Co., Ltd. |
|
JP |
|
|
600 |
|
|
|
18,721 |
|
Yamazaki Baking Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
15,164 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,566,546 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS UTILITIES 0.5% |
|
Enagas |
|
ES |
|
|
1,097 |
|
|
|
20,161 |
|
Gas Natural SDG SA |
|
ES |
|
|
2,278 |
|
|
|
38,737 |
|
Hong Kong & China Gas Co., Ltd. |
|
HK |
|
|
32,500 |
|
|
|
73,404 |
|
Osaka Gas Co., Ltd. |
|
JP |
|
|
12,000 |
|
|
|
49,855 |
|
Snam Rete Gas SpA |
|
IT |
|
|
11,198 |
|
|
|
51,697 |
|
Toho Gas Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
19,690 |
|
Tokyo Gas Co., Ltd. |
|
JP |
|
|
17,000 |
|
|
|
78,962 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
332,506 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 0.7% |
|
Cochlear Ltd. |
|
AU |
|
|
362 |
|
|
|
16,047 |
|
Coloplast A/S, Class B |
|
DK |
|
|
143 |
|
|
|
20,606 |
|
Essilor International SA |
|
FR |
|
|
1,353 |
|
|
|
97,298 |
|
Getinge AB, Class B |
|
SE |
|
|
1,437 |
|
|
|
31,357 |
|
Olympus Corp. |
|
JP |
|
|
1,400 |
|
|
|
43,209 |
|
Smith & Nephew PLC |
|
GB |
|
|
6,179 |
|
|
|
55,583 |
|
Sonova Holding AG* |
|
CH |
|
|
307 |
|
|
|
27,856 |
|
Straumann Holding AG |
|
CH |
|
|
46 |
|
|
|
7,198 |
|
Synthes, Inc.(1) |
|
|
|
|
446 |
|
|
|
72,178 |
|
Sysmex Corp. |
|
JP |
|
|
500 |
|
|
|
17,990 |
|
Terumo Corp. |
|
JP |
|
|
1,100 |
|
|
|
57,249 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
William Demant Holding A/S* |
|
DK |
|
|
136 |
|
|
$ |
10,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
456,801 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 0.4% |
|
Alfresa Holdings Corp. |
|
JP |
|
|
300 |
|
|
|
12,543 |
|
Celesio AG |
|
DE |
|
|
496 |
|
|
|
6,527 |
|
Fresenius Medical Care AG & Co. |
|
DE |
|
|
1,410 |
|
|
|
95,653 |
|
Fresenius SE |
|
DE |
|
|
770 |
|
|
|
68,443 |
|
Medipal Holdings Corp. |
|
JP |
|
|
900 |
|
|
|
9,116 |
|
Miraca Holdings, Inc. |
|
JP |
|
|
500 |
|
|
|
21,977 |
|
Ramsay Health Care Ltd. |
|
AU |
|
|
1,013 |
|
|
|
18,493 |
|
Sonic Healthcare Ltd. |
|
AU |
|
|
2,720 |
|
|
|
29,730 |
|
Suzuken Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
10,759 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
273,241 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 0.9% |
|
Accor SA |
|
FR |
|
|
1,060 |
|
|
|
28,226 |
|
Autogrill SpA |
|
IT |
|
|
707 |
|
|
|
7,109 |
|
Carnival PLC |
|
GB |
|
|
1,265 |
|
|
|
39,431 |
|
Compass Group PLC |
|
GB |
|
|
12,599 |
|
|
|
101,644 |
|
Crown Ltd. |
|
AU |
|
|
3,323 |
|
|
|
25,314 |
|
Echo Entertainment Group, Ltd.* |
|
AU |
|
|
4,407 |
|
|
|
15,566 |
|
Galaxy Entertainment Group Ltd.* |
|
HK |
|
|
8,000 |
|
|
|
11,563 |
|
Genting Singapore PLC* |
|
IM |
|
|
43,000 |
|
|
|
49,929 |
|
Intercontinental Hotels Group PLC |
|
GB |
|
|
1,875 |
|
|
|
30,404 |
|
McDonalds Holdings Co. Japan Ltd. |
|
JP |
|
|
400 |
|
|
|
10,669 |
|
OPAP SA |
|
GR |
|
|
1,450 |
|
|
|
14,625 |
|
Oriental Land Co., Ltd. |
|
JP |
|
|
300 |
|
|
|
32,008 |
|
Sands China Ltd.* |
|
KY |
|
|
15,600 |
|
|
|
36,499 |
|
Shangri-La Asia Ltd. |
|
BM |
|
|
8,500 |
|
|
|
16,230 |
|
SJM Holdings Ltd. |
|
HK |
|
|
10,000 |
|
|
|
17,716 |
|
Sky City Entertainment Group Ltd. |
|
NZ |
|
|
3,428 |
|
|
|
8,675 |
|
Sodexo |
|
FR |
|
|
657 |
|
|
|
43,261 |
|
Tabcorp Holdings Ltd. |
|
AU |
|
|
4,525 |
|
|
|
11,151 |
|
Tatts Group Ltd. |
|
AU |
|
|
8,165 |
|
|
|
17,469 |
|
Tui AG* |
|
DE |
|
|
881 |
|
|
|
4,529 |
|
Tui Travel PLC |
|
GB |
|
|
3,336 |
|
|
|
7,694 |
|
Whitbread PLC |
|
GB |
|
|
1,289 |
|
|
|
31,607 |
|
Wynn Macau Ltd. |
|
KY |
|
|
11,200 |
|
|
|
26,345 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
587,664 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 0.7% |
|
Casio Computer Co., Ltd. |
|
JP |
|
|
1,400 |
|
|
|
8,864 |
|
Electrolux AB, Series B |
|
SE |
|
|
1,537 |
|
|
|
22,603 |
|
Husqvarna AB |
|
SE |
|
|
2,597 |
|
|
|
10,493 |
|
Panosonic Corp. |
|
JP |
|
|
14,600 |
|
|
|
141,113 |
|
Rinnai Corp. |
|
JP |
|
|
200 |
|
|
|
16,697 |
|
Sekisui Chemical Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
25,222 |
|
Sekisui House Ltd. |
|
JP |
|
|
4,000 |
|
|
|
37,481 |
|
Sharp Corp. |
|
JP |
|
|
7,000 |
|
|
|
58,808 |
|
Sony Corp. |
|
JP |
|
|
6,900 |
|
|
|
132,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
453,361 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD PRODUCTS 0.5% |
|
Henkel AG & Co. KGaA |
|
DE |
|
|
907 |
|
|
|
39,752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Reckitt Benckiser Group PLC |
|
GB |
|
|
4,179 |
|
|
$ |
211,742 |
|
Unicharm Corp. |
|
JP |
|
|
700 |
|
|
|
33,574 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
285,068 |
|
|
|
|
|
|
|
|
|
|
|
|
INDEPENDENT POWER PRODUCERS & ENERGY TRADERS 0.2% |
|
EDP Renovaveis SA* |
|
ES |
|
|
1,344 |
|
|
|
7,318 |
|
Electric Power Development Co., Ltd. |
|
JP |
|
|
900 |
|
|
|
26,595 |
|
Enel Green Power SPA |
|
IT |
|
|
11,008 |
|
|
|
25,080 |
|
International Power PLC |
|
GB |
|
|
10,641 |
|
|
|
50,514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
109,507 |
|
|
|
|
|
|
|
|
|
|
|
|
INDUSTRIAL CONGLOMERATES 1.5% |
|
Delek Group Ltd. |
|
IL |
|
|
28 |
|
|
|
4,245 |
|
Fraser and Neave Ltd. |
|
SG |
|
|
6,000 |
|
|
|
26,338 |
|
Hutchison Whampoa Ltd. |
|
HK |
|
|
15,000 |
|
|
|
111,007 |
|
Keppel Corp Ltd. |
|
SG |
|
|
9,700 |
|
|
|
56,883 |
|
Koninklijke Philips Electronics NV |
|
NL |
|
|
6,765 |
|
|
|
121,377 |
|
NWS Holdings Ltd. |
|
BM |
|
|
8,000 |
|
|
|
10,646 |
|
Orkla ASA |
|
NO |
|
|
5,495 |
|
|
|
41,769 |
|
SembCorp Industries Ltd. |
|
SG |
|
|
6,000 |
|
|
|
15,486 |
|
Siemens AG |
|
DE |
|
|
5,523 |
|
|
|
496,906 |
|
Smiths Group PLC |
|
GB |
|
|
2,516 |
|
|
|
38,828 |
|
Wendel |
|
FR |
|
|
209 |
|
|
|
13,098 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
936,583 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 4.2% |
|
Admiral Group PLC |
|
GB |
|
|
1,458 |
|
|
|
28,601 |
|
Aegon NV* |
|
NL |
|
|
12,079 |
|
|
|
48,961 |
|
Ageas |
|
BE |
|
|
16,351 |
|
|
|
28,158 |
|
AIA Group Ltd. |
|
HK |
|
|
55,800 |
|
|
|
158,731 |
|
Allianz SE |
|
DE |
|
|
3,051 |
|
|
|
285,968 |
|
AMP Ltd. |
|
AU |
|
|
18,842 |
|
|
|
70,772 |
|
Assicurazioni Generali SpA |
|
IT |
|
|
7,721 |
|
|
|
122,271 |
|
Aviva PLC |
|
GB |
|
|
18,931 |
|
|
|
89,030 |
|
AXA SA |
|
FR |
|
|
11,722 |
|
|
|
152,502 |
|
Baloise Holding AG |
|
CH |
|
|
309 |
|
|
|
22,629 |
|
CNP Assurances |
|
FR |
|
|
929 |
|
|
|
13,679 |
|
Delta Lloyd NV |
|
NL |
|
|
586 |
|
|
|
9,248 |
|
Gjensidige Forsikring ASA |
|
NO |
|
|
1,165 |
|
|
|
12,028 |
|
Hannover Rueckversicherung AG |
|
DE |
|
|
375 |
|
|
|
16,954 |
|
Insurance Australia Group Ltd. |
|
AU |
|
|
14,671 |
|
|
|
42,470 |
|
Legal & General Group PLC |
|
GB |
|
|
39,956 |
|
|
|
59,675 |
|
Mapfre SA |
|
ES |
|
|
4,955 |
|
|
|
15,300 |
|
MS&AD Insurance Group Holdings, Inc. |
|
JP |
|
|
3,900 |
|
|
|
84,855 |
|
Muenchener Rueckversicherungs AG |
|
DE |
|
|
1,277 |
|
|
|
158,599 |
|
NKSJ Holdings, Inc. |
|
JP |
|
|
2,750 |
|
|
|
61,048 |
|
Old Mutual PLC |
|
GB |
|
|
37,232 |
|
|
|
60,415 |
|
Prudential PLC |
|
GB |
|
|
17,149 |
|
|
|
147,276 |
|
QBE Insurance Group Ltd. |
|
AU |
|
|
7,391 |
|
|
|
90,763 |
|
Resolution Ltd. |
|
GG |
|
|
10,294 |
|
|
|
39,445 |
|
Rsa Insurance Group PLC |
|
GB |
|
|
24,779 |
|
|
|
42,644 |
|
Sampo OYJ, Class A |
|
FI |
|
|
2,857 |
|
|
|
71,761 |
|
SCOR SE |
|
FR |
|
|
1,089 |
|
|
|
23,491 |
|
Sony Financial Holdings, Inc. |
|
JP |
|
|
1,200 |
|
|
|
18,321 |
|
Standard Life PLC |
|
GB |
|
|
16,095 |
|
|
|
49,809 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Suncorp Group Ltd. |
|
AU |
|
|
8,744 |
|
|
$ |
66,574 |
|
Swiss Life Holding AG* |
|
CH |
|
|
189 |
|
|
|
20,727 |
|
Swiss Re Ltd.* |
|
CH |
|
|
2,346 |
|
|
|
110,053 |
|
T&D Holdings, Inc. |
|
JP |
|
|
3,700 |
|
|
|
34,859 |
|
The Dai-ichi Life Insurance Co., Ltd. |
|
JP |
|
|
61 |
|
|
|
63,053 |
|
Tokio Marine Holdings, Inc. |
|
JP |
|
|
4,800 |
|
|
|
121,646 |
|
Tryg A/S |
|
DK |
|
|
157 |
|
|
|
8,255 |
|
Vienna Insurance Group AG Wiener Versicherung Gruppe |
|
AT |
|
|
224 |
|
|
|
8,516 |
|
Zurich Financial Services AG* |
|
CH |
|
|
970 |
|
|
|
202,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,661,142 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 0.1% |
|
Rakuten, Inc. |
|
JP |
|
|
46 |
|
|
|
53,592 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 0.1% |
|
Dena Co., Ltd. |
|
JP |
|
|
700 |
|
|
|
29,324 |
|
Gree, Inc. |
|
JP |
|
|
600 |
|
|
|
18,298 |
|
United Internet AG |
|
DE |
|
|
682 |
|
|
|
11,529 |
|
Yahoo Japan Corp. |
|
JP |
|
|
89 |
|
|
|
27,642 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
86,793 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 0.3% |
|
Amadeus IT Holding SA, Class A |
|
ES |
|
|
1,888 |
|
|
|
30,164 |
|
Atos Origin SA |
|
FR |
|
|
285 |
|
|
|
12,301 |
|
Cap Gemini SA |
|
FR |
|
|
950 |
|
|
|
31,586 |
|
Computershare Ltd. |
|
AU |
|
|
3,284 |
|
|
|
23,384 |
|
Indra Sistemas SA |
|
ES |
|
|
574 |
|
|
|
8,252 |
|
Itochu Techno-Solutions Corp. |
|
JP |
|
|
200 |
|
|
|
8,998 |
|
Nomura Research Institute Ltd. |
|
JP |
|
|
600 |
|
|
|
13,706 |
|
NTT Data Corp. |
|
JP |
|
|
8 |
|
|
|
24,691 |
|
Otsuka Corp. |
|
JP |
|
|
100 |
|
|
|
6,893 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
159,975 |
|
|
|
|
|
|
|
|
|
|
|
|
LEISURE EQUIPMENT & PRODUCTS 0.3% |
|
Namco Bandai Holdings, Inc. |
|
JP |
|
|
1,200 |
|
|
|
16,253 |
|
Nikon Corp. |
|
JP |
|
|
2,300 |
|
|
|
54,255 |
|
Sankyo Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
21,644 |
|
Sega Sammy Holdings, Inc. |
|
JP |
|
|
1,500 |
|
|
|
34,996 |
|
Shimano, Inc. |
|
JP |
|
|
500 |
|
|
|
26,465 |
|
Yamaha Corp. |
|
JP |
|
|
1,000 |
|
|
|
10,821 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
164,434 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 0.1% |
|
Lonza Group AG* |
|
CH |
|
|
316 |
|
|
|
19,040 |
|
QIAGEN NV* |
|
NL |
|
|
1,478 |
|
|
|
20,528 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,568 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 2.6% |
|
Alfa Laval AB |
|
SE |
|
|
2,378 |
|
|
|
37,436 |
|
Amada Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
19,734 |
|
Atlas Copco AB, Shares A |
|
SE |
|
|
4,529 |
|
|
|
80,166 |
|
Atlas Copco AB, Shares B |
|
SE |
|
|
2,713 |
|
|
|
42,475 |
|
Cosco Corp. Singapore Ltd. |
|
SG |
|
|
6,000 |
|
|
|
4,186 |
|
FANUC Corp. |
|
JP |
|
|
1,200 |
|
|
|
165,295 |
|
Fiat Industrial SPA* |
|
IT |
|
|
5,268 |
|
|
|
39,364 |
|
GEA Group AG |
|
DE |
|
|
1,242 |
|
|
|
28,992 |
|
Hino Motors Ltd. |
|
JP |
|
|
2,000 |
|
|
|
11,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Hitachi Construction Machinery Co., Ltd. |
|
JP |
|
|
700 |
|
|
$ |
11,720 |
|
IHI Corp. |
|
JP |
|
|
8,000 |
|
|
|
17,637 |
|
Invensys PLC |
|
GB |
|
|
5,267 |
|
|
|
18,348 |
|
JTEKT Corp. |
|
JP |
|
|
1,500 |
|
|
|
17,949 |
|
Kawasaki Heavy Industries Ltd. |
|
JP |
|
|
9,000 |
|
|
|
22,951 |
|
Komatsu Ltd. |
|
JP |
|
|
6,400 |
|
|
|
137,984 |
|
Kone OYJ, Class B |
|
FI |
|
|
1,066 |
|
|
|
50,702 |
|
Kubota Corp. |
|
JP |
|
|
8,000 |
|
|
|
65,240 |
|
Kurita Water Industries Ltd. |
|
JP |
|
|
700 |
|
|
|
19,623 |
|
Makita Corp. |
|
JP |
|
|
700 |
|
|
|
24,915 |
|
Man AG |
|
DE |
|
|
456 |
|
|
|
35,347 |
|
Metso Corp. |
|
FI |
|
|
795 |
|
|
|
23,270 |
|
Minebea Co., Ltd. |
|
JP |
|
|
2,000 |
|
|
|
6,714 |
|
Mitsubishi Heavy Industries, Ltd. |
|
JP |
|
|
21,000 |
|
|
|
88,570 |
|
Mitsui Engineering & Shipbuilding Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
|
6,717 |
|
Nabtesco Corp. |
|
JP |
|
|
600 |
|
|
|
11,340 |
|
NGK Insulators Ltd. |
|
JP |
|
|
2,000 |
|
|
|
30,095 |
|
NSK Ltd. |
|
JP |
|
|
3,000 |
|
|
|
22,047 |
|
NTN Corp. |
|
JP |
|
|
3,000 |
|
|
|
14,069 |
|
Sandvik AB |
|
SE |
|
|
6,835 |
|
|
|
78,761 |
|
Scania AB, Class A |
|
SE |
|
|
2,304 |
|
|
|
32,918 |
|
Schindler Holding AG |
|
CH |
|
|
487 |
|
|
|
52,052 |
|
Sembcorp Marine Ltd. |
|
SG |
|
|
5,000 |
|
|
|
12,243 |
|
SKF AB, Class B |
|
SE |
|
|
2,670 |
|
|
|
50,308 |
|
SMC Corp. |
|
JP |
|
|
400 |
|
|
|
58,465 |
|
Sulzer AG |
|
CH |
|
|
155 |
|
|
|
15,929 |
|
Sumitomo Heavy Industries Ltd. |
|
JP |
|
|
5,000 |
|
|
|
25,569 |
|
The Japan Steel Works Ltd. |
|
JP |
|
|
2,000 |
|
|
|
11,930 |
|
The Weir Group PLC |
|
GB |
|
|
1,477 |
|
|
|
35,289 |
|
THK Co., Ltd. |
|
JP |
|
|
800 |
|
|
|
13,313 |
|
Vallourec SA |
|
FR |
|
|
766 |
|
|
|
43,866 |
|
Volvo AB, B Shares |
|
SE |
|
|
9,197 |
|
|
|
90,349 |
|
Wartsila OYJ |
|
FI |
|
|
1,218 |
|
|
|
28,901 |
|
Yangzijiang Shipbuilding Holdings Ltd. |
|
SG |
|
|
12,000 |
|
|
|
8,014 |
|
Zardoya Otis SA |
|
ES |
|
|
854 |
|
|
|
10,856 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,623,549 |
|
|
|
|
|
|
|
|
|
|
|
|
MARINE 0.3% |
|
AP Moller - Maersk A/S, Class A |
|
DK |
|
|
4 |
|
|
|
22,390 |
|
AP Moller - Maersk A/S, Class B |
|
DK |
|
|
9 |
|
|
|
52,868 |
|
Kawasaki Kisen Kaisha Ltd. |
|
JP |
|
|
5,000 |
|
|
|
10,398 |
|
Kuehne & Nagel International AG |
|
CH |
|
|
371 |
|
|
|
41,638 |
|
Mitsui Osk Lines Ltd. |
|
JP |
|
|
9,000 |
|
|
|
34,676 |
|
Neptune Orient Lines Ltd. |
|
SG |
|
|
5,000 |
|
|
|
4,122 |
|
Nippon Yusen KK |
|
JP |
|
|
10,000 |
|
|
|
27,124 |
|
Orient Overseas International Ltd. |
|
BM |
|
|
1,500 |
|
|
|
5,993 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
199,209 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 1.2% |
|
Axel Springer AG |
|
DE |
|
|
260 |
|
|
|
8,949 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
British Sky Broadcasting Group PLC |
|
GB |
|
|
7,787 |
|
|
$ |
80,199 |
|
Dentsu, Inc. |
|
JP |
|
|
1,200 |
|
|
|
38,019 |
|
Eutelsat Communications |
|
FR |
|
|
716 |
|
|
|
28,763 |
|
Fairfax Media Ltd. |
|
AU |
|
|
18,433 |
|
|
|
14,486 |
|
Hakuhodo Dy Holdings, Inc. |
|
JP |
|
|
150 |
|
|
|
8,702 |
|
ITV PLC* |
|
GB |
|
|
22,933 |
|
|
|
20,975 |
|
JC Decaux SA* |
|
FR |
|
|
387 |
|
|
|
9,605 |
|
Jupiter Telecommunications Co., Ltd. |
|
JP |
|
|
10 |
|
|
|
10,820 |
|
Kabel Deutschland Holding AG* |
|
DE |
|
|
586 |
|
|
|
31,418 |
|
Lagardere SCA |
|
FR |
|
|
899 |
|
|
|
22,082 |
|
Mediaset Espana Comunicacion SA |
|
ES |
|
|
876 |
|
|
|
4,980 |
|
Mediaset SpA |
|
IT |
|
|
5,569 |
|
|
|
17,540 |
|
Metropole Television SA |
|
FR |
|
|
403 |
|
|
|
6,534 |
|
Modern Times Group, Class B |
|
SE |
|
|
313 |
|
|
|
12,542 |
|
Pearson PLC |
|
GB |
|
|
5,492 |
|
|
|
96,874 |
|
Publicis Groupe SA |
|
FR |
|
|
889 |
|
|
|
37,104 |
|
Reed Elsevier NV |
|
NL |
|
|
4,748 |
|
|
|
52,212 |
|
Reed Elsevier PLC |
|
GB |
|
|
8,398 |
|
|
|
64,295 |
|
Sanoma OYJ |
|
FI |
|
|
494 |
|
|
|
5,808 |
|
SES SA |
|
LU |
|
|
2,098 |
|
|
|
51,056 |
|
Singapore Press Holdings Ltd. |
|
SG |
|
|
8,000 |
|
|
|
22,874 |
|
Societe Television Francaise 1 |
|
FR |
|
|
684 |
|
|
|
8,504 |
|
Toho Co., Ltd. |
|
JP |
|
|
700 |
|
|
|
12,227 |
|
Wolters Kluwer NV |
|
NL |
|
|
2,162 |
|
|
|
35,086 |
|
WPP PLC |
|
JE |
|
|
8,623 |
|
|
|
79,871 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
781,525 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 5.3% |
|
Acerinox SA |
|
ES |
|
|
587 |
|
|
|
6,597 |
|
Alumina Ltd. |
|
AU |
|
|
15,617 |
|
|
|
21,777 |
|
Anglo American PLC |
|
GB |
|
|
8,886 |
|
|
|
305,776 |
|
Antofagasta PLC |
|
GB |
|
|
2,714 |
|
|
|
38,752 |
|
ArcelorMittal |
|
LU |
|
|
5,708 |
|
|
|
91,196 |
|
BHP Billiton Ltd. |
|
AU |
|
|
21,551 |
|
|
|
713,563 |
|
BHP Billiton PLC |
|
GB |
|
|
14,363 |
|
|
|
383,692 |
|
BlueScope Steel Ltd. |
|
AU |
|
|
11,309 |
|
|
|
7,798 |
|
Boliden AB |
|
SE |
|
|
1,724 |
|
|
|
17,728 |
|
Daido Steel Co., Ltd. |
|
JP |
|
|
2,000 |
|
|
|
11,962 |
|
Eramet |
|
FR |
|
|
32 |
|
|
|
4,418 |
|
Eurasian Natural Resources Corp. |
|
GB |
|
|
1,587 |
|
|
|
14,065 |
|
Fortescue Metals Group Ltd. |
|
AU |
|
|
8,762 |
|
|
|
36,599 |
|
Fresnillo PLC |
|
GB |
|
|
1,145 |
|
|
|
27,992 |
|
Glencore International PLC |
|
JE |
|
|
5,928 |
|
|
|
37,245 |
|
Hitachi Metals Ltd. |
|
JP |
|
|
1,000 |
|
|
|
11,515 |
|
Iluka Resources Ltd. |
|
AU |
|
|
2,948 |
|
|
|
34,505 |
|
JFE Holdings, Inc. |
|
JP |
|
|
3,100 |
|
|
|
62,577 |
|
Kazakhmys PLC |
|
GB |
|
|
1,380 |
|
|
|
16,858 |
|
Kobe Steel Ltd. |
|
JP |
|
|
17,000 |
|
|
|
28,377 |
|
Lonmin PLC |
|
GB |
|
|
1,214 |
|
|
|
19,712 |
|
Lynas Corp., Ltd.* |
|
AU |
|
|
10,723 |
|
|
|
10,975 |
|
Macarthur Coal Ltd. |
|
AU |
|
|
1,006 |
|
|
|
15,383 |
|
Maruichi Steel Tube Ltd. |
|
JP |
|
|
300 |
|
|
|
7,084 |
|
Mitsubishi Materials Corp. |
|
JP |
|
|
7,000 |
|
|
|
17,045 |
|
Newcrest Mining Ltd. |
|
AU |
|
|
5,078 |
|
|
|
167,377 |
|
Nippon Steel Corp. |
|
JP |
|
|
34,000 |
|
|
|
97,515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Nisshin Steel Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
$ |
7,139 |
|
Norsk Hydro ASA |
|
NO |
|
|
6,691 |
|
|
|
30,348 |
|
OneSteel Ltd. |
|
AU |
|
|
8,260 |
|
|
|
9,680 |
|
Outokumpu OYJ |
|
FI |
|
|
752 |
|
|
|
4,934 |
|
OZ Minerals Ltd. |
|
AU |
|
|
2,023 |
|
|
|
18,022 |
|
Randgold Resources Ltd. |
|
JE |
|
|
620 |
|
|
|
60,224 |
|
Rautaruukki OYJ |
|
FI |
|
|
491 |
|
|
|
4,924 |
|
Rio Tinto Ltd. |
|
AU |
|
|
2,955 |
|
|
|
173,085 |
|
Rio Tinto PLC |
|
GB |
|
|
9,582 |
|
|
|
424,944 |
|
Salzgitter AG |
|
DE |
|
|
258 |
|
|
|
12,382 |
|
Sims Metal Management Ltd. |
|
AU |
|
|
1,037 |
|
|
|
12,443 |
|
SSAB AB, Class A |
|
SE |
|
|
908 |
|
|
|
6,735 |
|
Sumitomo Metal Industries Ltd. |
|
JP |
|
|
24,000 |
|
|
|
49,744 |
|
Sumitomo Metal Mining Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
39,721 |
|
ThyssenKrupp AG |
|
DE |
|
|
2,640 |
|
|
|
64,869 |
|
Vedanta Resources PLC |
|
GB |
|
|
971 |
|
|
|
16,506 |
|
Voestalpine AG |
|
AT |
|
|
819 |
|
|
|
23,675 |
|
Xstrata PLC |
|
GB |
|
|
14,033 |
|
|
|
177,204 |
|
Yamato Kogyo Co., Ltd. |
|
JP |
|
|
300 |
|
|
|
7,869 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,352,531 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-LINE RETAIL 0.4% |
|
Harvey Norman Holdings Ltd. |
|
AU |
|
|
3,321 |
|
|
|
6,824 |
|
Isetan Mitsukoshi Holdings Ltd. |
|
JP |
|
|
2,300 |
|
|
|
23,279 |
|
J Front Retailing Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
14,239 |
|
Lifestyle International Holdings Ltd. |
|
KY |
|
|
3,500 |
|
|
|
8,763 |
|
Marks & Spencer Group PLC |
|
GB |
|
|
10,960 |
|
|
|
53,370 |
|
Marui Group Co., Ltd. |
|
JP |
|
|
1,400 |
|
|
|
10,526 |
|
Next PLC |
|
GB |
|
|
1,117 |
|
|
|
43,792 |
|
PPR |
|
FR |
|
|
516 |
|
|
|
66,699 |
|
Takashimaya Co., Ltd. |
|
JP |
|
|
2,000 |
|
|
|
14,585 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
242,077 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-UTILITIES 1.4% |
|
A2A SpA |
|
IT |
|
|
6,481 |
|
|
|
8,063 |
|
AGL Energy Ltd. |
|
AU |
|
|
3,162 |
|
|
|
43,356 |
|
Centrica PLC |
|
GB |
|
|
34,685 |
|
|
|
159,884 |
|
GDF Suez |
|
FR |
|
|
8,320 |
|
|
|
247,201 |
|
National Grid PLC |
|
GB |
|
|
23,627 |
|
|
|
234,191 |
|
RWE AG |
|
DE |
|
|
2,814 |
|
|
|
103,803 |
|
Suez Environnement Co. |
|
FR |
|
|
1,736 |
|
|
|
24,160 |
|
Veolia Environnement |
|
FR |
|
|
2,529 |
|
|
|
36,934 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
857,592 |
|
|
|
|
|
|
|
|
|
|
|
|
OFFICE ELECTRONICS 0.7% |
|
Brother Industries Ltd. |
|
JP |
|
|
1,400 |
|
|
|
16,448 |
|
Canon, Inc. |
|
JP |
|
|
7,700 |
|
|
|
349,627 |
|
Konica Minolta Holdings, Inc. |
|
JP |
|
|
3,000 |
|
|
|
20,570 |
|
Neopost SA |
|
FR |
|
|
211 |
|
|
|
15,472 |
|
Ricoh Co., Ltd. |
|
JP |
|
|
5,000 |
|
|
|
41,906 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
444,023 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 7.1% |
|
BG Group PLC |
|
GB |
|
|
22,752 |
|
|
|
435,442 |
|
BP PLC |
|
GB |
|
|
126,740 |
|
|
|
759,892 |
|
Cairn Energy PLC* |
|
GB |
|
|
9,876 |
|
|
|
42,833 |
|
Caltex Australia Ltd. |
|
AU |
|
|
787 |
|
|
|
8,111 |
|
Cosmo Oil Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
|
9,900 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Eni SpA |
|
IT |
|
|
16,171 |
|
|
$ |
284,492 |
|
Essar Energy Ltd.* |
|
GB |
|
|
1,898 |
|
|
|
7,353 |
|
Galp Energia SGPS SA |
|
PT |
|
|
1,666 |
|
|
|
30,424 |
|
Idemitsu Kosan Co., Ltd. |
|
JP |
|
|
200 |
|
|
|
17,916 |
|
Inpex Corp. |
|
JP |
|
|
15 |
|
|
|
92,116 |
|
Japan Petroleum Exploration Co., Ltd. |
|
JP |
|
|
200 |
|
|
|
7,270 |
|
JX Holdings, Inc. |
|
JP |
|
|
15,100 |
|
|
|
84,752 |
|
Neste Oil OYJ |
|
FI |
|
|
747 |
|
|
|
6,483 |
|
OMV AG |
|
AT |
|
|
1,168 |
|
|
|
34,767 |
|
Origin Energy Ltd. |
|
AU |
|
|
7,112 |
|
|
|
91,005 |
|
Paladin Energy Ltd.* |
|
AU |
|
|
3,884 |
|
|
|
4,457 |
|
Repsol YPF SA |
|
ES |
|
|
5,384 |
|
|
|
142,131 |
|
Royal Dutch Shell PLC, Class A |
|
GB |
|
|
24,118 |
|
|
|
745,174 |
|
Royal Dutch Shell PLC, Class B |
|
GB |
|
|
18,074 |
|
|
|
562,368 |
|
Santos Ltd. |
|
AU |
|
|
5,937 |
|
|
|
64,253 |
|
Showa Shell Sekiyu KK |
|
JP |
|
|
1,100 |
|
|
|
7,836 |
|
Statoil ASA |
|
NO |
|
|
7,493 |
|
|
|
160,784 |
|
Tonengeneral Sekiyu KK |
|
JP |
|
|
2,000 |
|
|
|
22,981 |
|
Total SA |
|
FR |
|
|
14,228 |
|
|
|
627,731 |
|
Tullow Oil PLC |
|
GB |
|
|
5,894 |
|
|
|
119,201 |
|
Woodside Petroleum Ltd. |
|
AU |
|
|
4,227 |
|
|
|
130,968 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,500,640 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 0.3% |
|
Holmen AB, Class B |
|
SE |
|
|
311 |
|
|
|
7,726 |
|
Nippon Paper Group, Inc. |
|
JP |
|
|
600 |
|
|
|
15,975 |
|
Oji Paper Co., Ltd. |
|
JP |
|
|
6,000 |
|
|
|
32,909 |
|
Stora Enso OYJ |
|
FI |
|
|
4,511 |
|
|
|
26,403 |
|
Svenska Cellulosa AB, Class A |
|
SE |
|
|
3,994 |
|
|
|
48,631 |
|
UPM-Kymmene OYJ |
|
FI |
|
|
3,314 |
|
|
|
37,438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
169,082 |
|
|
|
|
|
|
|
|
|
|
|
|
PERSONAL PRODUCTS 0.5% |
|
Beiersdorf AG |
|
DE |
|
|
712 |
|
|
|
38,099 |
|
Kao Corp. |
|
JP |
|
|
3,600 |
|
|
|
100,275 |
|
Loreal SA |
|
FR |
|
|
1,610 |
|
|
|
157,060 |
|
Shiseido Co., Ltd. |
|
JP |
|
|
2,300 |
|
|
|
44,605 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
340,039 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 8.1% |
|
Astellas Pharma, Inc. |
|
JP |
|
|
3,000 |
|
|
|
113,241 |
|
AstraZeneca PLC |
|
GB |
|
|
9,231 |
|
|
|
409,667 |
|
Bayer AG |
|
DE |
|
|
5,555 |
|
|
|
306,546 |
|
Chugai Pharmaceutical Co., Ltd. |
|
JP |
|
|
1,500 |
|
|
|
25,411 |
|
Daiichi Sankyo Co., Ltd. |
|
JP |
|
|
4,600 |
|
|
|
95,894 |
|
Dainippon Sumitomo Pharma Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
10,990 |
|
Eisai Co., Ltd. |
|
JP |
|
|
1,800 |
|
|
|
72,627 |
|
Elan Corp. PLC* |
|
IE |
|
|
3,547 |
|
|
|
37,688 |
|
GlaxoSmithKline PLC |
|
GB |
|
|
34,611 |
|
|
|
714,201 |
|
Hisamitsu Pharmaceutical Co., Inc. |
|
JP |
|
|
400 |
|
|
|
19,220 |
|
Kyowa Hakko Kirin Co., Ltd. |
|
JP |
|
|
2,000 |
|
|
|
22,299 |
|
Merck KGaA |
|
DE |
|
|
462 |
|
|
|
37,842 |
|
Mitsubishi Tanabe Pharma Corp. |
|
JP |
|
|
1,500 |
|
|
|
27,887 |
|
Novartis AG |
|
CH |
|
|
15,678 |
|
|
|
875,799 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Novo Nordisk AS |
|
DK |
|
|
2,850 |
|
|
$ |
284,242 |
|
Ono Pharmaceutical Co., Ltd. |
|
JP |
|
|
500 |
|
|
|
29,832 |
|
Orion OYJ, Class B |
|
FI |
|
|
767 |
|
|
|
15,445 |
|
Otsuka Holdings Co., Ltd. |
|
JP |
|
|
1,600 |
|
|
|
43,834 |
|
Roche Holding AG |
|
CH |
|
|
4,721 |
|
|
|
762,498 |
|
Sanofi-Aventis SA |
|
FR |
|
|
7,475 |
|
|
|
491,681 |
|
Santen Pharmaceutical Co., Ltd. |
|
JP |
|
|
500 |
|
|
|
21,014 |
|
Shionogi & Co. |
|
JP |
|
|
1,900 |
|
|
|
28,111 |
|
Shire PLC |
|
JE |
|
|
3,724 |
|
|
|
116,131 |
|
Taisho Pharmaceutical Co., Ltd. |
|
JP |
|
|
1,000 |
|
|
|
24,556 |
|
Takeda Pharmaceutical Co., Ltd. |
|
JP |
|
|
5,300 |
|
|
|
251,370 |
|
Teva Pharmaceutical Industries Ltd. |
|
IL |
|
|
6,347 |
|
|
|
235,158 |
|
Tsumura & Co. |
|
JP |
|
|
400 |
|
|
|
12,754 |
|
UCB SA |
|
BE |
|
|
728 |
|
|
|
31,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,116,963 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 0.5% |
|
Adecco SA* |
|
CH |
|
|
843 |
|
|
|
33,226 |
|
Bureau Veritas SA |
|
FR |
|
|
353 |
|
|
|
25,376 |
|
Capita Group PLC |
|
GB |
|
|
4,333 |
|
|
|
47,458 |
|
Experian PLC |
|
JE |
|
|
6,808 |
|
|
|
76,424 |
|
Intertek Group PLC |
|
GB |
|
|
1,135 |
|
|
|
32,643 |
|
Randstad Holding NV |
|
NL |
|
|
878 |
|
|
|
27,991 |
|
SGS SA |
|
CH |
|
|
37 |
|
|
|
56,211 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
299,329 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 1.4% |
|
Ascendas Real Estate Investment Trust |
|
SG |
|
|
12,000 |
|
|
|
18,504 |
|
British Land Co. PLC |
|
GB |
|
|
5,879 |
|
|
|
43,304 |
|
Capital Shopping Centres Group PLC |
|
GB |
|
|
3,609 |
|
|
|
18,300 |
|
CapitaMall Trust |
|
SG |
|
|
13,000 |
|
|
|
18,028 |
|
CFS Retail Property Trust |
|
AU |
|
|
11,782 |
|
|
|
19,771 |
|
Corio NV |
|
NL |
|
|
363 |
|
|
|
16,726 |
|
Dexus Property Group |
|
AU |
|
|
35,555 |
|
|
|
28,025 |
|
Fonciere Des Regions |
|
FR |
|
|
182 |
|
|
|
12,696 |
|
Gecina SA |
|
FR |
|
|
128 |
|
|
|
11,188 |
|
Goodman Group |
|
AU |
|
|
43,469 |
|
|
|
23,816 |
|
GPT Group |
|
AU |
|
|
10,960 |
|
|
|
32,965 |
|
Hammerson PLC |
|
GB |
|
|
5,255 |
|
|
|
30,765 |
|
ICADE |
|
FR |
|
|
135 |
|
|
|
10,548 |
|
Japan Prime Realty Investment Corp. |
|
JP |
|
|
4 |
|
|
|
10,271 |
|
Japan Real Estate Investment Corp. |
|
JP |
|
|
3 |
|
|
|
29,330 |
|
Japan Retail Fund Investment Corp. |
|
JP |
|
|
13 |
|
|
|
20,902 |
|
Klepierre |
|
FR |
|
|
662 |
|
|
|
18,557 |
|
Land Securities Group PLC |
|
GB |
|
|
5,347 |
|
|
|
53,142 |
|
Mirvac Group |
|
AU |
|
|
25,350 |
|
|
|
27,870 |
|
Nippon Building Fund, Inc. |
|
JP |
|
|
4 |
|
|
|
41,409 |
|
Nomura Real Estate Office Fund, Inc. |
|
JP |
|
|
2 |
|
|
|
12,196 |
|
Segro PLC |
|
GB |
|
|
4,547 |
|
|
|
15,511 |
|
Stockland |
|
AU |
|
|
15,152 |
|
|
|
42,175 |
|
The Link REIT |
|
HK |
|
|
15,500 |
|
|
|
48,872 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Unibail-Rodamco |
|
FR |
|
|
607 |
|
|
$ |
108,311 |
|
Westfield Group |
|
AU |
|
|
14,440 |
|
|
|
107,083 |
|
Westfield Retail Trust |
|
AU |
|
|
18,535 |
|
|
|
43,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
863,401 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE MANAGEMENT & DEVELOPMENT 1.7% |
|
Aeon Mall Co., Ltd. |
|
JP |
|
|
500 |
|
|
|
11,421 |
|
Capitaland Ltd. |
|
SG |
|
|
16,000 |
|
|
|
29,853 |
|
CapitaMalls Asia Ltd. |
|
SG |
|
|
9,000 |
|
|
|
8,294 |
|
Cheung Kong Holdings Ltd. |
|
HK |
|
|
9,000 |
|
|
|
97,851 |
|
City Developments Ltd. |
|
SG |
|
|
4,000 |
|
|
|
29,002 |
|
Daito Trust Construction Co., Ltd. |
|
JP |
|
|
500 |
|
|
|
45,840 |
|
Daiwa House Industry Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
38,413 |
|
Global Logistic Properties Ltd.* |
|
SG |
|
|
11,000 |
|
|
|
13,794 |
|
Hang Lung Group, Ltd. |
|
HK |
|
|
7,000 |
|
|
|
35,712 |
|
Hang Lung Properties Ltd. |
|
HK |
|
|
16,000 |
|
|
|
48,114 |
|
Henderson Land Development Co., Ltd. |
|
HK |
|
|
7,000 |
|
|
|
31,471 |
|
Hopewell Holdings Ltd. |
|
HK |
|
|
3,500 |
|
|
|
10,042 |
|
Hysan Development Co., Ltd. |
|
HK |
|
|
4,000 |
|
|
|
11,966 |
|
Immofinanz AG* |
|
AT |
|
|
5,982 |
|
|
|
16,912 |
|
Keppel Land Ltd. |
|
SG |
|
|
5,000 |
|
|
|
9,766 |
|
Kerry Properties Ltd. |
|
BM |
|
|
4,500 |
|
|
|
14,363 |
|
Lend Lease Group |
|
AU |
|
|
3,326 |
|
|
|
22,337 |
|
Mitsubishi Estate Co. Ltd. |
|
JP |
|
|
8,000 |
|
|
|
129,765 |
|
Mitsui Fudosan Co., Ltd. |
|
JP |
|
|
5,000 |
|
|
|
78,986 |
|
New World Development, Ltd. |
|
HK |
|
|
16,000 |
|
|
|
15,319 |
|
Nomura Real Estate Holdings, Inc. |
|
JP |
|
|
700 |
|
|
|
10,590 |
|
NTT Urban Development Corp. |
|
JP |
|
|
6 |
|
|
|
4,360 |
|
Sino Land Co., Ltd. |
|
HK |
|
|
20,000 |
|
|
|
26,564 |
|
Sumitomo Realty & Development Co., Ltd. |
|
JP |
|
|
3,000 |
|
|
|
57,669 |
|
Sun Hung Kai Properties Ltd. |
|
HK |
|
|
10,000 |
|
|
|
114,720 |
|
Swire Pacific Ltd., Class A |
|
HK |
|
|
5,000 |
|
|
|
51,694 |
|
Tokyu Land Corp. |
|
JP |
|
|
3,000 |
|
|
|
10,783 |
|
UOL Group Ltd. |
|
SG |
|
|
3,000 |
|
|
|
9,455 |
|
Wharf Holdings Ltd. |
|
HK |
|
|
10,700 |
|
|
|
52,926 |
|
Wheelock & Co., Ltd. |
|
HK |
|
|
6,000 |
|
|
|
17,752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,055,734 |
|
|
|
|
|
|
|
|
|
|
|
|
ROAD & RAIL 1.0% |
|
Asciano Group |
|
AU |
|
|
20,834 |
|
|
|
28,705 |
|
Central Japan Railway Co. |
|
JP |
|
|
10 |
|
|
|
87,268 |
|
ComfortDelGro Corp., Ltd. |
|
SG |
|
|
11,000 |
|
|
|
10,923 |
|
DSV A/S |
|
DK |
|
|
1,322 |
|
|
|
23,786 |
|
East Japan Railway Co. |
|
JP |
|
|
2,300 |
|
|
|
139,441 |
|
Keikyu Corp. |
|
JP |
|
|
3,000 |
|
|
|
27,697 |
|
Keio Corp. |
|
JP |
|
|
4,000 |
|
|
|
28,617 |
|
Keisei Electric Railway Co., Ltd. |
|
JP |
|
|
2,000 |
|
|
|
13,561 |
|
Kintetsu Corp. |
|
JP |
|
|
12,000 |
|
|
|
45,244 |
|
MTR Corp. |
|
HK |
|
|
9,500 |
|
|
|
28,496 |
|
Nippon Express Co., Ltd. |
|
JP |
|
|
7,000 |
|
|
|
29,858 |
|
Odakyu Electric Railway Co., Ltd. |
|
JP |
|
|
4,000 |
|
|
|
38,021 |
|
QR National Ltd. |
|
AU |
|
|
11,924 |
|
|
|
36,058 |
|
Tobu Railway Co., Ltd. |
|
JP |
|
|
8,000 |
|
|
|
37,683 |
|
Tokyu Corp. |
|
JP |
|
|
7,000 |
|
|
|
35,176 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
West Japan Railway Co. |
|
JP |
|
|
1,100 |
|
|
$ |
47,152 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
657,686 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.6% |
|
Advantest Corp. |
|
JP |
|
|
900 |
|
|
|
9,701 |
|
ARM Holdings PLC |
|
GB |
|
|
8,980 |
|
|
|
76,794 |
|
Asm Pacific Technology Ltd. |
|
KY |
|
|
1,300 |
|
|
|
12,698 |
|
Asml Holding NV |
|
NL |
|
|
2,902 |
|
|
|
100,346 |
|
Elpida Memory, Inc.* |
|
JP |
|
|
1,600 |
|
|
|
10,007 |
|
Infineon Technologies AG |
|
DE |
|
|
7,358 |
|
|
|
54,292 |
|
Renewable Energy Corp ASA* |
|
NO |
|
|
3,232 |
|
|
|
2,827 |
|
Rohm Co., Ltd. |
|
JP |
|
|
600 |
|
|
|
31,299 |
|
STMicroelectronics NV |
|
NL |
|
|
4,708 |
|
|
|
30,767 |
|
Sumco Corp.* |
|
JP |
|
|
700 |
|
|
|
6,537 |
|
Tokyo Electron Ltd. |
|
JP |
|
|
1,200 |
|
|
|
54,432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
389,700 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 1.0% |
|
Autonomy Corp. PLC* |
|
GB |
|
|
1,558 |
|
|
|
61,642 |
|
Dassault Systemes SA |
|
FR |
|
|
377 |
|
|
|
26,622 |
|
Konami Corp. |
|
JP |
|
|
600 |
|
|
|
20,143 |
|
NICE Systems Ltd.* |
|
IL |
|
|
358 |
|
|
|
10,774 |
|
Nintendo Co., Ltd. |
|
JP |
|
|
700 |
|
|
|
102,856 |
|
Oracle Corp. |
|
JP |
|
|
300 |
|
|
|
10,562 |
|
SAP AG |
|
DE |
|
|
6,178 |
|
|
|
314,350 |
|
Square Enix Holdings Co., Ltd. |
|
JP |
|
|
400 |
|
|
|
7,203 |
|
The Sage Group PLC |
|
GB |
|
|
9,310 |
|
|
|
36,923 |
|
Trend Micro, Inc. |
|
JP |
|
|
700 |
|
|
|
21,893 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
612,968 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 0.9% |
|
ABC-Mart, Inc. |
|
JP |
|
|
200 |
|
|
|
7,688 |
|
Esprit Holdings Ltd. |
|
BM |
|
|
8,000 |
|
|
|
9,739 |
|
Fast Retailing Co., Ltd. |
|
JP |
|
|
300 |
|
|
|
53,729 |
|
Hennes & Mauritz AB |
|
SE |
|
|
6,804 |
|
|
|
203,724 |
|
Industria de Diseno Textil SA |
|
ES |
|
|
1,445 |
|
|
|
123,353 |
|
Kingfisher PLC |
|
GB |
|
|
16,152 |
|
|
|
62,022 |
|
Nitori Holdings Co., Ltd. |
|
JP |
|
|
250 |
|
|
|
25,165 |
|
Shimamura Co., Ltd. |
|
JP |
|
|
200 |
|
|
|
20,966 |
|
USS Co., Ltd. |
|
JP |
|
|
130 |
|
|
|
11,054 |
|
Yamada Denki Co., Ltd. |
|
JP |
|
|
520 |
|
|
|
36,166 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
553,606 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 1.1% |
|
Adidas AG |
|
DE |
|
|
1,395 |
|
|
|
84,894 |
|
Asics Corp. |
|
JP |
|
|
1,000 |
|
|
|
13,654 |
|
Burberry Group PLC |
|
GB |
|
|
2,934 |
|
|
|
53,279 |
|
Christian Dior SA |
|
FR |
|
|
378 |
|
|
|
42,322 |
|
Compagnie Financiere Richemont SA |
|
CH |
|
|
3,517 |
|
|
|
156,666 |
|
Luxottica Group SpA |
|
IT |
|
|
720 |
|
|
|
18,299 |
|
LVMH Moet Hennessy Louis Vuitton SA |
|
FR |
|
|
1,698 |
|
|
|
224,137 |
|
Pandora A/S |
|
DK |
|
|
366 |
|
|
|
2,440 |
|
Swatch Group AG |
|
CH |
|
|
475 |
|
|
|
83,812 |
|
Yue Yuen Industrial Holdings Ltd. |
|
BM |
|
|
4,500 |
|
|
|
11,696 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
691,199 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
TOBACCO 1.6% |
|
British American Tobacco PLC |
|
GB |
|
|
13,310 |
|
|
$ |
562,019 |
|
Imperial Tobacco Group PLC |
|
GB |
|
|
6,884 |
|
|
|
232,318 |
|
Japan Tobacco, Inc. |
|
JP |
|
|
30 |
|
|
|
140,327 |
|
Swedish Match AB |
|
SE |
|
|
1,389 |
|
|
|
45,839 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
980,503 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 1.2% |
|
Brenntag AG |
|
DE |
|
|
247 |
|
|
|
21,427 |
|
Bunzl PLC |
|
GB |
|
|
2,092 |
|
|
|
24,929 |
|
ITOCHU Corp. |
|
JP |
|
|
10,000 |
|
|
|
95,558 |
|
Marubeni Corp. |
|
JP |
|
|
12,000 |
|
|
|
67,008 |
|
Mitsubishi Corp. |
|
JP |
|
|
9,400 |
|
|
|
191,380 |
|
Mitsui & Co., Ltd. |
|
JP |
|
|
11,600 |
|
|
|
168,029 |
|
Noble Group Ltd. |
|
BM |
|
|
28,000 |
|
|
|
27,935 |
|
Sojitz Corp. |
|
JP |
|
|
7,300 |
|
|
|
13,336 |
|
Sumitomo Corp. |
|
JP |
|
|
7,500 |
|
|
|
92,802 |
|
Toyota Tsusho Corp. |
|
JP |
|
|
1,400 |
|
|
|
23,952 |
|
Wolseley PLC |
|
JE |
|
|
1,821 |
|
|
|
45,183 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
771,539 |
|
|
|
|
|
|
|
|
|
|
|
|
TRANSPORTATION INFRASTRUCTURE 0.4% |
|
Abertis Infraestructuras SA |
|
ES |
|
|
2,869 |
|
|
|
44,122 |
|
Aeroports de Paris |
|
FR |
|
|
220 |
|
|
|
16,548 |
|
Atlantia SpA |
|
IT |
|
|
2,005 |
|
|
|
28,829 |
|
Auckland International Airport Ltd. |
|
NZ |
|
|
5,493 |
|
|
|
9,548 |
|
Fraport AG |
|
DE |
|
|
241 |
|
|
|
14,191 |
|
Groupe Eurotunnel SA |
|
FR |
|
|
3,758 |
|
|
|
31,850 |
|
Hutchison Port Holdings Trust |
|
SG |
|
|
34,000 |
|
|
|
22,695 |
|
Kamigumi Co., Ltd. |
|
JP |
|
|
2,000 |
|
|
|
17,852 |
|
Koninklijke Vopak NV |
|
NL |
|
|
435 |
|
|
|
20,791 |
|
MAP Group |
|
AU |
|
|
2,431 |
|
|
|
7,527 |
|
Mitsubishi Logistics Corp. |
|
JP |
|
|
1,000 |
|
|
|
10,775 |
|
Transurban Group |
|
AU |
|
|
9,087 |
|
|
|
47,245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
271,973 |
|
|
|
|
|
|
|
|
|
|
|
|
WATER UTILITIES 0.1% |
|
Severn Trent PLC |
|
GB |
|
|
1,509 |
|
|
|
36,054 |
|
United Utilities Group PLC |
|
GB |
|
|
4,764 |
|
|
|
46,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
82,168 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 2.3% |
|
Cellcom Israel Ltd. |
|
IL |
|
|
319 |
|
|
|
6,513 |
|
KDDI Corp. |
|
JP |
|
|
19 |
|
|
|
130,803 |
|
Millicom International Cellular SA |
|
LU |
|
|
487 |
|
|
|
48,530 |
|
Mobistar SA |
|
BE |
|
|
175 |
|
|
|
9,990 |
|
NTT DOCOMO, Inc. |
|
JP |
|
|
103 |
|
|
|
187,671 |
|
Partner Communications Co., Ltd. |
|
IL |
|
|
525 |
|
|
|
4,975 |
|
Softbank Corp. |
|
JP |
|
|
5,900 |
|
|
|
172,634 |
|
StarHub Ltd. |
|
SG |
|
|
4,000 |
|
|
|
8,694 |
|
Vodafone Group PLC |
|
GB |
|
|
344,206 |
|
|
|
887,115 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,456,925 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks |
|
|
|
|
|
|
|
|
|
|
(Cost $72,269,572) |
|
|
|
|
|
|
|
|
61,238,255 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
PREFERRED STOCKS 0.4% |
|
AUTOMOBILES 0.3% |
|
Bayerische Motoren Werke AG |
|
DE |
|
|
332 |
|
|
$ |
15,573 |
|
Porsche Automobil Holding SE |
|
DE |
|
|
1,052 |
|
|
|
50,108 |
|
Volkswagen AG |
|
DE |
|
|
981 |
|
|
|
129,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
195,142 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD PRODUCTS 0.1% |
|
Henkel AG & Co. KGaA |
|
DE |
|
|
1,222 |
|
|
|
64,976 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 0.0%+ |
|
ProSiebenSat.1 Media AG |
|
DE |
|
|
450 |
|
|
|
7,913 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-UTILITIES 0.0%+ |
|
RWE AG |
|
DE |
|
|
227 |
|
|
|
7,848 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stocks (Cost $338,452) |
|
|
|
275,879 |
|
|
|
|
|
|
|
|
|
|
|
|
RIGHTS 0.0%+ |
|
COMMERCIAL BANKS 0.0%+ |
|
Banco Bilbao Vizcaya Argentaria SA, expires 10/20/11* |
|
ES |
|
|
29,237 |
|
|
|
4,309 |
|
CaixaBank, expires 10/13/11* |
|
ES |
|
|
5,000 |
|
|
|
408 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Rights |
|
|
|
|
|
|
|
|
|
|
(Cost $4,378) |
|
|
|
|
|
|
|
|
4,717 |
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS 0.5% |
|
MUTUAL FUNDS 0.5% |
|
State Street Institutional U.S. Government Money Market Fund (Cost $299,676) |
|
|
|
|
299,676 |
|
|
|
299,676 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 97.8% (Cost $72,912,078) |
|
|
|
61,818,527 |
|
Other assets less liabilities 2.2% |
|
|
|
|
|
|
|
|
1,407,290 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
63,225,817 |
|
|
|
|
|
|
|
|
|
|
|
|
ADR |
American Depositary Receipt |
CDI |
Chess Depositary Receipt |
PPS |
Price Protected Share |
REIT |
Real Estate Investment Trust |
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States. |
+ |
Amount is less than 0.05%. |
(1) |
Eligible for resale under rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified
institutional buyers. At the period end, the value of these securities amounted to $72,178, representing 0.1% of net assets. |
Distribution of investments by country of issuer, as a percentage of net assets, is as follows. Figures may not total to 100% due to the exclusion of the
Funds other assets and liabilities. (Unaudited)
|
|
|
|
|
Japan |
|
|
22.4 |
% |
Great Britain |
|
|
20.9 |
|
France |
|
|
8.4 |
|
Switzerland |
|
|
8.3 |
|
Australia |
|
|
8.1 |
|
Germany |
|
|
7.5 |
|
Spain |
|
|
3.4 |
|
Sweden |
|
|
2.7 |
|
Netherlands |
|
|
2.6 |
|
Hong Kong |
|
|
2.3 |
|
Italy |
|
|
2.2 |
|
Other (individually less than 2%) |
|
|
9.0 |
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(2) |
At the period end, cash of $144,000 has been pledged to cover margin requirements for the following open futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Contracts |
|
|
Aggregate Face Value ($) |
|
|
Aggregate Notional Value ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Long |
|
ASX SPI 200 Index December Futures |
|
|
12/15/11 |
|
|
|
1 |
|
|
|
99,409 |
|
|
|
96,770 |
|
|
|
(2,639 |
) |
Long |
|
DJ Euro Stoxx 50 Index December Futures |
|
|
12/16/11 |
|
|
|
12 |
|
|
|
337,224 |
|
|
|
346,620 |
|
|
|
9,396 |
|
Long |
|
FTSE 100 Index December Futures |
|
|
12/16/11 |
|
|
|
5 |
|
|
|
405,515 |
|
|
|
396,906 |
|
|
|
(8,609 |
) |
Long |
|
MSCI EAFE E-Mini Index December Futures |
|
|
12/16/11 |
|
|
|
6 |
|
|
|
409,973 |
|
|
|
403,980 |
|
|
|
(5,993 |
) |
Long |
|
Topix Index December Futures |
|
|
12/9/11 |
|
|
|
3 |
|
|
|
290,760 |
|
|
|
294,632 |
|
|
|
3,872 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized depreciation |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(3,973 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SCSM BLACKROCK INTERNATIONAL INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(3) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in
Active Markets for Identical Assets
and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable
Inputs (Level 3) |
|
|
Total |
|
Common Stocks(a) |
|
$ |
7,802 |
|
|
$ |
61,230,453 |
|
|
$ |
|
|
|
$ |
61,238,255 |
|
Preferred Stocks(b) |
|
|
|
|
|
|
275,879 |
|
|
|
|
|
|
|
275,879 |
|
Rights(b) |
|
|
|
|
|
|
4,717 |
|
|
|
|
|
|
|
4,717 |
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mutual Funds |
|
|
299,676 |
|
|
|
|
|
|
|
|
|
|
|
299,676 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
|
307,478 |
|
|
|
61,511,049 |
|
|
|
|
|
|
|
61,818,527 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
|
|
|
|
|
13,268 |
|
|
|
|
|
|
|
13,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
|
|
|
$ |
13,268 |
|
|
$ |
|
|
|
$ |
13,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
$ |
(5,993 |
) |
|
$ |
(11,248 |
) |
|
$ |
|
|
|
$ |
(17,241 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
(5,993 |
) |
|
$ |
(11,248 |
) |
|
$ |
|
|
|
$ |
(17,241 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizations of Level 2 Securities. The Level 1 security is within the Airlines industry in the Portfolio of
Investments. |
(b) |
See Portfolio of Investments for additional detailed categorizations. |
SCSM BLACKROCK LARGE CAP INDEX FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 97.6% |
|
AEROSPACE & DEFENSE 2.6% |
|
General Dynamics Corp. |
|
|
|
|
4,787 |
|
|
$ |
272,332 |
|
Goodrich Corp. |
|
|
|
|
1,654 |
|
|
|
199,605 |
|
Honeywell International, Inc. |
|
|
|
|
10,350 |
|
|
|
454,469 |
|
ITT Corp. |
|
|
|
|
2,449 |
|
|
|
102,858 |
|
L-3 Communications Holdings, Inc. |
|
|
|
|
1,385 |
|
|
|
85,829 |
|
Lockheed Martin Corp. |
|
|
|
|
3,641 |
|
|
|
264,482 |
|
Northrop Grumman Corp. |
|
|
|
|
3,677 |
|
|
|
191,792 |
|
Precision Castparts Corp. |
|
|
|
|
1,905 |
|
|
|
296,151 |
|
Raytheon Co. |
|
|
|
|
4,697 |
|
|
|
191,966 |
|
Rockwell Collins, Inc. |
|
|
|
|
2,051 |
|
|
|
108,211 |
|
Textron, Inc. |
|
|
|
|
3,606 |
|
|
|
63,610 |
|
The Boeing Co. |
|
|
|
|
9,804 |
|
|
|
593,240 |
|
United Technologies Corp. |
|
|
|
|
12,023 |
|
|
|
845,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,670,483 |
|
|
|
|
|
|
|
|
|
|
|
|
AIR FREIGHT & LOGISTICS 1.0% |
|
C.H. Robinson Worldwide, Inc. |
|
|
|
|
2,180 |
|
|
|
149,265 |
|
Expeditors International of Washington, Inc. |
|
|
|
|
2,817 |
|
|
|
114,229 |
|
FedEx Corp. |
|
|
|
|
4,193 |
|
|
|
283,782 |
|
United Parcel Services, Inc., Class B |
|
|
|
|
12,977 |
|
|
|
819,498 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,366,774 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.1% |
|
Southwest Airlines Co. |
|
|
|
|
10,624 |
|
|
|
85,417 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTO COMPONENTS 0.2% |
|
Johnson Controls, Inc. |
|
|
|
|
8,990 |
|
|
|
237,066 |
|
The Goodyear Tire & Rubber Co.* |
|
|
|
|
3,143 |
|
|
|
31,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
268,779 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES 0.4% |
|
Ford Motor Co.* |
|
|
|
|
50,265 |
|
|
|
486,063 |
|
Harley-Davidson, Inc. |
|
|
|
|
3,138 |
|
|
|
107,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
593,790 |
|
|
|
|
|
|
|
|
|
|
|
|
BEVERAGES 2.7% |
|
Brown-Forman Corp., Class B |
|
|
|
|
1,345 |
|
|
|
94,338 |
|
Coca-Cola Enterprises, Inc. |
|
|
|
|
4,241 |
|
|
|
105,516 |
|
Constellation Brands, Inc., Class A* |
|
|
|
|
2,434 |
|
|
|
43,812 |
|
Dr Pepper Snapple Group, Inc. |
|
|
|
|
2,889 |
|
|
|
112,036 |
|
Molson Coors Brewing Co., Class B |
|
|
|
|
2,153 |
|
|
|
85,280 |
|
PepsiCo, Inc. |
|
|
|
|
20,938 |
|
|
|
1,296,062 |
|
The Coca-Cola Co. |
|
|
|
|
30,378 |
|
|
|
2,052,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,789,382 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 1.3% |
|
Amgen, Inc. |
|
|
|
|
12,227 |
|
|
|
671,874 |
|
Biogen Idec, Inc.* |
|
|
|
|
3,208 |
|
|
|
298,825 |
|
Celgene Corp.* |
|
|
|
|
6,074 |
|
|
|
376,102 |
|
Cephalon, Inc.* |
|
|
|
|
1,030 |
|
|
|
83,121 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Gilead Sciences, Inc.* |
|
|
|
|
10,207 |
|
|
$ |
396,031 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,825,953 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING PRODUCTS 0.0%+ |
|
Masco Corp. |
|
|
|
|
4,604 |
|
|
|
32,780 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 1.8% |
|
Ameriprise Financial, Inc. |
|
|
|
|
3,162 |
|
|
|
124,456 |
|
Bank of New York Mellon Corp. |
|
|
|
|
16,304 |
|
|
|
303,091 |
|
BlackRock, Inc. |
|
|
|
|
1,326 |
|
|
|
196,261 |
|
E*TRADE Financial Corp.* |
|
|
|
|
3,284 |
|
|
|
29,917 |
|
Federated Investors, Inc., Class B |
|
|
|
|
1,203 |
|
|
|
21,089 |
|
Franklin Resources, Inc. |
|
|
|
|
1,925 |
|
|
|
184,107 |
|
Invesco, Ltd. |
|
BM |
|
|
6,030 |
|
|
|
93,525 |
|
Janus Capital Group, Inc. |
|
|
|
|
2,424 |
|
|
|
14,544 |
|
Legg Mason, Inc. |
|
|
|
|
1,735 |
|
|
|
44,607 |
|
Morgan Stanley |
|
|
|
|
19,634 |
|
|
|
265,059 |
|
Northern Trust Corp. |
|
|
|
|
3,210 |
|
|
|
112,286 |
|
State Street Corp. |
|
|
|
|
6,665 |
|
|
|
214,347 |
|
T. Rowe Price Group, Inc. |
|
|
|
|
3,390 |
|
|
|
161,940 |
|
The Charles Schwab Corp. |
|
|
|
|
14,251 |
|
|
|
160,609 |
|
The Goldman Sachs Group, Inc. |
|
|
|
|
6,692 |
|
|
|
632,729 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,558,567 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.1% |
|
Air Products & Chemicals, Inc. |
|
|
|
|
2,819 |
|
|
|
215,287 |
|
Airgas, Inc. |
|
|
|
|
912 |
|
|
|
58,204 |
|
CF Industries Holdings, Inc. |
|
|
|
|
949 |
|
|
|
117,097 |
|
E.I. du Pont de Nemours & Co. |
|
|
|
|
12,335 |
|
|
|
493,030 |
|
Eastman Chemical Co. |
|
|
|
|
927 |
|
|
|
63,527 |
|
Ecolab, Inc. |
|
|
|
|
3,067 |
|
|
|
149,946 |
|
FMC Corp. |
|
|
|
|
936 |
|
|
|
64,734 |
|
International Flavors & Fragrances, Inc. |
|
|
|
|
1,084 |
|
|
|
60,942 |
|
Monsanto Co. |
|
|
|
|
7,073 |
|
|
|
424,663 |
|
PPG Industries, Inc. |
|
|
|
|
2,091 |
|
|
|
147,750 |
|
Praxair, Inc. |
|
|
|
|
3,997 |
|
|
|
373,640 |
|
Sigma-Aldrich Corp. |
|
|
|
|
1,622 |
|
|
|
100,223 |
|
The Dow Chemical Co. |
|
|
|
|
15,624 |
|
|
|
350,915 |
|
The Mosaic Co. |
|
|
|
|
3,664 |
|
|
|
179,426 |
|
The Sherwin-Williams Co. |
|
|
|
|
1,153 |
|
|
|
85,691 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,885,075 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 2.5% |
|
BB&T Corp. |
|
|
|
|
9,217 |
|
|
|
196,599 |
|
Comerica, Inc. |
|
|
|
|
2,622 |
|
|
|
60,227 |
|
Fifth Third Bancorp |
|
|
|
|
12,180 |
|
|
|
123,018 |
|
First Horizon National Corp. |
|
|
|
|
3,318 |
|
|
|
19,775 |
|
Huntington Bancshares, Inc. |
|
|
|
|
11,296 |
|
|
|
54,221 |
|
KeyCorp |
|
|
|
|
12,717 |
|
|
|
75,412 |
|
M&T Bank Corp. |
|
|
|
|
1,666 |
|
|
|
116,453 |
|
PNC Financial Services Group, Inc. |
|
|
|
|
6,960 |
|
|
|
335,403 |
|
Regions Financial Corp. |
|
|
|
|
16,395 |
|
|
|
54,595 |
|
SunTrust Banks, Inc. |
|
|
|
|
7,109 |
|
|
|
127,607 |
|
U.S. Bancorp |
|
|
|
|
25,411 |
|
|
|
598,175 |
|
SCSM BLACKROCK LARGE CAP INDEX FUND
|
|
|
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Wells Fargo & Co. |
|
|
|
|
69,853 |
|
|
$ |
1,684,854 |
|
Zions Bancorporation |
|
|
|
|
2,470 |
|
|
|
34,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,481,092 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 0.5% |
|
Avery Dennison Corp. |
|
|
|
|
1,378 |
|
|
|
34,560 |
|
Cintas Corp. |
|
|
|
|
1,461 |
|
|
|
41,113 |
|
Iron Mountain, Inc. |
|
|
|
|
2,684 |
|
|
|
84,868 |
|
Pitney Bowes, Inc. |
|
|
|
|
2,668 |
|
|
|
50,158 |
|
R.R. Donnelley & Sons Co. |
|
|
|
|
2,447 |
|
|
|
34,552 |
|
Republic Services, Inc. |
|
|
|
|
4,231 |
|
|
|
118,722 |
|
Stericycle, Inc.* |
|
|
|
|
1,145 |
|
|
|
92,424 |
|
Waste Management, Inc. |
|
|
|
|
6,251 |
|
|
|
203,533 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
659,930 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 2.0% |
|
Cisco Systems, Inc. |
|
|
|
|
72,767 |
|
|
|
1,127,161 |
|
F5 Networks, Inc.* |
|
|
|
|
1,058 |
|
|
|
75,171 |
|
Harris Corp. |
|
|
|
|
1,600 |
|
|
|
54,672 |
|
JDS Uniphase Corp.* |
|
|
|
|
3,014 |
|
|
|
30,050 |
|
Juniper Networks, Inc.* |
|
|
|
|
7,050 |
|
|
|
121,683 |
|
Motorola Mobility Holdings, Inc.* |
|
|
|
|
3,461 |
|
|
|
130,757 |
|
Motorola Solutions, Inc. |
|
|
|
|
3,995 |
|
|
|
167,390 |
|
QUALCOMM, Inc. |
|
|
|
|
22,223 |
|
|
|
1,080,704 |
|
Tellabs, Inc. |
|
|
|
|
4,792 |
|
|
|
20,558 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,808,146 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 4.7% |
|
Apple, Inc.* |
|
|
|
|
12,266 |
|
|
|
4,675,554 |
|
Dell, Inc.* |
|
|
|
|
20,518 |
|
|
|
290,329 |
|
EMC Corp.* |
|
|
|
|
27,316 |
|
|
|
573,363 |
|
Hewlett-Packard Co. |
|
|
|
|
27,438 |
|
|
|
615,983 |
|
Lexmark International, Inc., Class A* |
|
|
|
|
1,062 |
|
|
|
28,706 |
|
NetApp, Inc.* |
|
|
|
|
4,871 |
|
|
|
165,322 |
|
SanDisk Corp.* |
|
|
|
|
3,162 |
|
|
|
127,587 |
|
Western Digital Corp.* |
|
|
|
|
3,101 |
|
|
|
79,758 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,556,602 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION & ENGINEERING 0.2% |
|
Fluor Corp. |
|
|
|
|
2,308 |
|
|
|
107,437 |
|
Jacobs Engineering Group, Inc.* |
|
|
|
|
1,711 |
|
|
|
55,248 |
|
Quanta Services, Inc.* |
|
|
|
|
2,836 |
|
|
|
53,289 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
215,974 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION MATERIALS 0.0%+ |
|
Vulcan Materials Co. |
|
|
|
|
1,685 |
|
|
|
46,439 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER FINANCE 0.8% |
|
American Express Co. |
|
|
|
|
13,741 |
|
|
|
616,971 |
|
Capital One Financial Corp. |
|
|
|
|
6,075 |
|
|
|
240,752 |
|
Discover Financial Services |
|
|
|
|
7,215 |
|
|
|
165,512 |
|
SLM Corp. |
|
|
|
|
6,882 |
|
|
|
85,681 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,108,916 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & PACKAGING 0.1% |
|
Ball Corp. |
|
|
|
|
2,192 |
|
|
|
67,996 |
|
Bemis Co. |
|
|
|
|
1,349 |
|
|
|
39,539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Owens- Ilinois, Inc.* |
|
|
|
|
2,220 |
|
|
$ |
33,566 |
|
Sealed Air Corp. |
|
|
|
|
2,090 |
|
|
|
34,903 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
176,004 |
|
|
|
|
|
|
|
|
|
|
|
|
DISTRIBUTORS 0.1% |
|
Genuine Parts Co. |
|
|
|
|
2,091 |
|
|
|
106,223 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED CONSUMER SERVICES 0.1% |
|
Apollo Group, Inc., Class A* |
|
|
|
|
1,633 |
|
|
|
64,683 |
|
DeVry, Inc. |
|
|
|
|
792 |
|
|
|
29,273 |
|
H&R Block, Inc. |
|
|
|
|
3,988 |
|
|
|
53,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
147,036 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 2.8% |
|
Bank of America Corp. |
|
|
|
|
134,071 |
|
|
|
820,514 |
|
Citigroup, Inc. |
|
|
|
|
38,603 |
|
|
|
989,009 |
|
CME Group, Inc. |
|
|
|
|
884 |
|
|
|
217,818 |
|
IntercontinentalExchange, Inc.* |
|
|
|
|
976 |
|
|
|
115,422 |
|
JP Morgan Chase & Co. |
|
|
|
|
51,589 |
|
|
|
1,553,861 |
|
Leucadia National Corp. |
|
|
|
|
2,585 |
|
|
|
58,628 |
|
Moodys Corp. |
|
|
|
|
2,659 |
|
|
|
80,966 |
|
NASDAQ OMX Group, Inc.* |
|
|
|
|
1,687 |
|
|
|
39,037 |
|
NYSE Euronext |
|
|
|
|
3,489 |
|
|
|
81,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,956,339 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED TELECOMMUNICATION SERVICES 2.9% |
|
AT&T, Inc. |
|
|
|
|
78,403 |
|
|
|
2,236,054 |
|
CenturyLink, Inc. |
|
|
|
|
8,153 |
|
|
|
270,027 |
|
Frontier Communications Corp. |
|
|
|
|
13,268 |
|
|
|
81,067 |
|
Verizon Communications, Inc. |
|
|
|
|
37,448 |
|
|
|
1,378,086 |
|
Windstream Corp. |
|
|
|
|
6,813 |
|
|
|
79,440 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,044,674 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 2.1% |
|
American Electric Power Co., Inc. |
|
|
|
|
6,378 |
|
|
|
242,491 |
|
Duke Energy Corp. |
|
|
|
|
17,615 |
|
|
|
352,124 |
|
Edison International |
|
|
|
|
4,308 |
|
|
|
164,781 |
|
Entergy Corp. |
|
|
|
|
2,322 |
|
|
|
153,925 |
|
Exelon Corp. |
|
|
|
|
8,765 |
|
|
|
373,477 |
|
FirstEnergy Corp. |
|
|
|
|
5,531 |
|
|
|
248,397 |
|
NextEra Energy, Inc. |
|
|
|
|
5,586 |
|
|
|
301,756 |
|
Northeast Utilities |
|
|
|
|
2,366 |
|
|
|
79,616 |
|
Pepco Holdings, Inc. |
|
|
|
|
2,946 |
|
|
|
55,738 |
|
Pinnacle West Capital Corp. |
|
|
|
|
1,423 |
|
|
|
61,104 |
|
PPL Corp. |
|
|
|
|
7,640 |
|
|
|
218,046 |
|
Progress Energy, Inc. |
|
|
|
|
3,896 |
|
|
|
201,501 |
|
Southern Co. |
|
|
|
|
11,345 |
|
|
|
480,688 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,933,644 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 0.4% |
|
Emerson Electric Co. |
|
|
|
|
9,855 |
|
|
|
407,110 |
|
Rockwell Automation, Inc. |
|
|
|
|
1,883 |
|
|
|
105,448 |
|
Roper Industries, Inc. |
|
|
|
|
1,279 |
|
|
|
88,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
600,694 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 0.3% |
|
Amphenol Corp., Class A |
|
|
|
|
2,248 |
|
|
|
91,651 |
|
Corning, Inc. |
|
|
|
|
20,779 |
|
|
|
256,828 |
|
|
|
|
SCSM
BLACKROCK LARGE CAP INDEX FUND PORTFOLIO
OF INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Flir Systems, Inc. |
|
|
|
|
2,089 |
|
|
$ |
52,330 |
|
Jabil Circuit, Inc. |
|
|
|
|
2,523 |
|
|
|
44,884 |
|
Molex, Inc. |
|
|
|
|
1,814 |
|
|
|
36,951 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
482,644 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 1.8% |
|
Baker Hughes, Inc. |
|
|
|
|
5,769 |
|
|
|
266,297 |
|
Cameron International Corp.* |
|
|
|
|
3,240 |
|
|
|
134,590 |
|
Diamond Offshore Drilling, Inc. |
|
|
|
|
907 |
|
|
|
49,649 |
|
FMC Technologies, Inc.* |
|
|
|
|
3,183 |
|
|
|
119,681 |
|
Halliburton Co. |
|
|
|
|
12,165 |
|
|
|
371,276 |
|
Helmerich & Payne, Inc. |
|
|
|
|
1,434 |
|
|
|
58,220 |
|
Nabors Industries, Ltd.* |
|
BM |
|
|
3,750 |
|
|
|
45,975 |
|
National-Oilwell Varco, Inc. |
|
|
|
|
5,604 |
|
|
|
287,037 |
|
Noble Corp.* |
|
CH |
|
|
3,350 |
|
|
|
98,323 |
|
Rowan Cos., Inc.* |
|
|
|
|
1,663 |
|
|
|
50,206 |
|
Schlumberger, Ltd. |
|
AN |
|
|
17,854 |
|
|
|
1,066,419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,547,673 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 2.4% |
|
Costco Wholesale Corp. |
|
|
|
|
5,791 |
|
|
|
475,557 |
|
CVS Caremark Corp. |
|
|
|
|
17,794 |
|
|
|
597,523 |
|
Kroger Co. |
|
|
|
|
8,006 |
|
|
|
175,812 |
|
Safeway, Inc. |
|
|
|
|
4,621 |
|
|
|
76,847 |
|
SUPERVALU, Inc. |
|
|
|
|
2,718 |
|
|
|
18,102 |
|
Sysco Corp. |
|
|
|
|
7,838 |
|
|
|
203,004 |
|
Wal-Mart Stores, Inc. |
|
|
|
|
23,257 |
|
|
|
1,207,038 |
|
Walgreen Co. |
|
|
|
|
12,002 |
|
|
|
394,746 |
|
Whole Foods Market, Inc. |
|
|
|
|
2,085 |
|
|
|
136,171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,284,800 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 1.9% |
|
|
|
|
|
|
|
|
Archer-Daniels-Midland Co. |
|
|
|
|
8,901 |
|
|
|
220,834 |
|
Campbell Soup Co. |
|
|
|
|
2,382 |
|
|
|
77,105 |
|
ConAgra Foods, Inc. |
|
|
|
|
5,481 |
|
|
|
132,750 |
|
Dean Foods Co.* |
|
|
|
|
2,347 |
|
|
|
20,818 |
|
General Mills, Inc. |
|
|
|
|
8,552 |
|
|
|
328,995 |
|
HJ Heinz Co. |
|
|
|
|
4,245 |
|
|
|
214,288 |
|
Hormel Foods Corp. |
|
|
|
|
1,827 |
|
|
|
49,366 |
|
Kellogg Co. |
|
|
|
|
3,306 |
|
|
|
175,846 |
|
Kraft Foods, Inc., Class A |
|
|
|
|
23,364 |
|
|
|
784,563 |
|
McCormick & Co., Inc. |
|
|
|
|
1,729 |
|
|
|
79,811 |
|
Mead Johnson Nutrition Co., Class A |
|
|
|
|
2,697 |
|
|
|
185,635 |
|
Sara Lee Corp. |
|
|
|
|
7,784 |
|
|
|
127,268 |
|
The Hershey Co. |
|
|
|
|
2,044 |
|
|
|
121,087 |
|
The J. M. Smucker Co. |
|
|
|
|
1,514 |
|
|
|
110,355 |
|
Tyson Foods, Inc., Class A |
|
|
|
|
3,912 |
|
|
|
67,912 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,696,633 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS UTILITIES 0.1% |
|
|
|
|
|
|
|
|
Nicor, Inc. |
|
|
|
|
600 |
|
|
|
33,006 |
|
ONEOK, Inc. |
|
|
|
|
1,398 |
|
|
|
92,324 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
125,330 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 1.9% |
|
Bard (C.R.), Inc. |
|
|
|
|
1,145 |
|
|
|
100,233 |
|
Baxter International, Inc. |
|
|
|
|
7,517 |
|
|
|
422,004 |
|
Becton, Dickinson & Co. |
|
|
|
|
2,881 |
|
|
|
211,235 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Boston Scientific Corp.* |
|
|
|
|
20,253 |
|
|
$ |
119,695 |
|
CareFusion Corp.* |
|
|
|
|
2,916 |
|
|
|
69,838 |
|
Covidien PLC |
|
IE |
|
|
6,526 |
|
|
|
287,797 |
|
Dentsply International, Inc. |
|
|
|
|
1,896 |
|
|
|
58,188 |
|
Edwards Lifesciences Corp.* |
|
|
|
|
1,524 |
|
|
|
108,631 |
|
Intuitive Surgical, Inc.* |
|
|
|
|
519 |
|
|
|
189,061 |
|
Medtronic, Inc. |
|
|
|
|
13,956 |
|
|
|
463,898 |
|
St. Jude Medical, Inc. |
|
|
|
|
4,357 |
|
|
|
157,680 |
|
Stryker Corp. |
|
|
|
|
4,355 |
|
|
|
205,251 |
|
Varian Medical Systems, Inc.* |
|
|
|
|
1,568 |
|
|
|
81,787 |
|
Zimmer Holdings, Inc.* |
|
|
|
|
2,505 |
|
|
|
134,018 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,609,316 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 2.1% |
|
Aetna, Inc. |
|
|
|
|
4,953 |
|
|
|
180,042 |
|
AmerisourceBergen Corp. |
|
|
|
|
3,575 |
|
|
|
133,240 |
|
Cardinal Health, Inc. |
|
|
|
|
4,575 |
|
|
|
191,601 |
|
CIGNA Corp. |
|
|
|
|
3,575 |
|
|
|
149,935 |
|
Coventry Health Care, Inc.* |
|
|
|
|
1,934 |
|
|
|
55,719 |
|
DaVita, Inc.* |
|
|
|
|
1,246 |
|
|
|
78,087 |
|
Express Scripts, Inc.* |
|
|
|
|
6,457 |
|
|
|
239,361 |
|
Humana, Inc. |
|
|
|
|
2,198 |
|
|
|
159,860 |
|
Laboratory Corp. of America Holdings* |
|
|
|
|
1,338 |
|
|
|
105,769 |
|
McKesson Corp. |
|
|
|
|
3,259 |
|
|
|
236,929 |
|
Medco Health Solutions, Inc.* |
|
|
|
|
5,101 |
|
|
|
239,186 |
|
Patterson Cos., Inc. |
|
|
|
|
1,252 |
|
|
|
35,845 |
|
Quest Diagnostics, Inc. |
|
|
|
|
2,094 |
|
|
|
103,360 |
|
Tenet Healthcare Corp.* |
|
|
|
|
6,550 |
|
|
|
27,051 |
|
UnitedHealth Group, Inc. |
|
|
|
|
14,239 |
|
|
|
656,703 |
|
WellPoint, Inc. |
|
|
|
|
4,792 |
|
|
|
312,822 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,905,510 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE TECHNOLOGY 0.1% |
|
Cerner Corp.* |
|
|
|
|
1,922 |
|
|
|
131,695 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 1.9% |
|
Carnival Corp. |
|
PA |
|
|
6,114 |
|
|
|
185,254 |
|
Chipotle Mexican Grill, Inc.* |
|
|
|
|
414 |
|
|
|
125,421 |
|
Darden Restaurants, Inc. |
|
|
|
|
1,780 |
|
|
|
76,095 |
|
International Game Technology |
|
|
|
|
3,913 |
|
|
|
56,856 |
|
Marriott International, Inc., Class A |
|
|
|
|
3,705 |
|
|
|
100,924 |
|
McDonalds Corp. |
|
|
|
|
13,651 |
|
|
|
1,198,831 |
|
Starbucks Corp. |
|
|
|
|
9,869 |
|
|
|
368,015 |
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
|
|
|
2,546 |
|
|
|
98,836 |
|
Wyndham Worldwide Corp. |
|
|
|
|
2,218 |
|
|
|
63,235 |
|
Wynn Resorts, Ltd. |
|
|
|
|
1,057 |
|
|
|
121,640 |
|
Yum! Brands, Inc. |
|
|
|
|
6,142 |
|
|
|
303,353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,698,460 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 0.3% |
|
D.R. Horton, Inc. |
|
|
|
|
3,667 |
|
|
|
33,150 |
|
Fortune Brands, Inc. |
|
|
|
|
2,047 |
|
|
|
110,702 |
|
Harman International Industries, Inc. |
|
|
|
|
940 |
|
|
|
26,865 |
|
Leggett & Platt, Inc. |
|
|
|
|
1,864 |
|
|
|
36,888 |
|
Lennar Corp., Class A |
|
|
|
|
2,166 |
|
|
|
29,328 |
|
Newell Rubbermaid, Inc. |
|
|
|
|
3,830 |
|
|
|
45,462 |
|
|
|
|
SCSM
BLACKROCK LARGE CAP INDEX FUND PORTFOLIO
OF INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Pulte Homes, Inc.* |
|
|
|
|
4,326 |
|
|
$ |
17,088 |
|
Whirlpool Corp. |
|
|
|
|
995 |
|
|
|
49,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
349,143 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD PRODUCTS 2.4% |
|
Clorox Co. |
|
|
|
|
1,740 |
|
|
|
115,414 |
|
Colgate-Palmolive Co. |
|
|
|
|
6,436 |
|
|
|
570,745 |
|
Kimberly-Clark Corp. |
|
|
|
|
5,182 |
|
|
|
367,974 |
|
The Procter & Gamble Co. |
|
|
|
|
36,356 |
|
|
|
2,296,972 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,351,105 |
|
|
|
|
|
|
|
|
|
|
|
|
INDEPENDENT POWER PRODUCERS & ENERGY TRADERS 0.2% |
|
AES Corp.* |
|
|
|
|
8,761 |
|
|
|
85,507 |
|
Constellation Energy Group |
|
|
|
|
2,673 |
|
|
|
101,734 |
|
NRG Energy, Inc.* |
|
|
|
|
3,146 |
|
|
|
66,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
253,968 |
|
|
|
|
|
|
|
|
|
|
|
|
INDUSTRIAL CONGLOMERATES 2.4% |
|
3m Co. |
|
|
|
|
9,386 |
|
|
|
673,821 |
|
Danaher Corp. |
|
|
|
|
7,526 |
|
|
|
315,641 |
|
General Electric Co. |
|
|
|
|
140,247 |
|
|
|
2,137,364 |
|
Tyco International Ltd. |
|
CH |
|
|
6,120 |
|
|
|
249,390 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,376,216 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 3.5% |
|
|
|
|
|
|
|
|
ACE Ltd. |
|
CH |
|
|
4,470 |
|
|
|
270,882 |
|
Aflac, Inc. |
|
|
|
|
6,178 |
|
|
|
215,921 |
|
American International Group, Inc.* |
|
|
|
|
5,775 |
|
|
|
126,761 |
|
Aon Corp. |
|
|
|
|
4,314 |
|
|
|
181,102 |
|
Assurant, Inc. |
|
|
|
|
1,233 |
|
|
|
44,141 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
|
|
23,267 |
|
|
|
1,652,888 |
|
Cincinnati Financial Corp. |
|
|
|
|
2,127 |
|
|
|
56,004 |
|
Genworth Financial Inc., Class A* |
|
|
|
|
6,602 |
|
|
|
37,895 |
|
Lincoln National Corp. |
|
|
|
|
4,090 |
|
|
|
63,927 |
|
Loews Corp. |
|
|
|
|
4,114 |
|
|
|
142,139 |
|
Marsh & McLennan Cos., Inc. |
|
|
|
|
7,148 |
|
|
|
189,708 |
|
MetLife, Inc. |
|
|
|
|
13,988 |
|
|
|
391,804 |
|
Prudential Financial, Inc. |
|
|
|
|
6,428 |
|
|
|
301,216 |
|
The Allstate Corp. |
|
|
|
|
6,825 |
|
|
|
161,684 |
|
The Chubb Corp. |
|
|
|
|
3,783 |
|
|
|
226,942 |
|
The Hartford Financial Services Group, Inc. |
|
|
|
|
5,922 |
|
|
|
95,581 |
|
The Principal Financial Group, Inc. |
|
|
|
|
4,193 |
|
|
|
95,055 |
|
The Progressive Corp. |
|
|
|
|
8,531 |
|
|
|
151,511 |
|
Torchmark Corp. |
|
|
|
|
1,375 |
|
|
|
47,932 |
|
Travelers Cos., Inc. |
|
|
|
|
5,538 |
|
|
|
269,867 |
|
Unum Group |
|
|
|
|
4,017 |
|
|
|
84,196 |
|
XL Group PLC |
|
IE |
|
|
4,387 |
|
|
|
82,476 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,889,632 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 1.1% |
|
Amazon.com, Inc.* |
|
|
|
|
4,804 |
|
|
|
1,038,769 |
|
Expedia, Inc. |
|
|
|
|
2,604 |
|
|
|
67,053 |
|
Netflix, Inc.* |
|
|
|
|
694 |
|
|
|
78,533 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Priceline.com, Inc.* |
|
|
|
|
658 |
|
|
$ |
295,745 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,480,100 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 1.8% |
|
Akamai Technologies, Inc.* |
|
|
|
|
2,447 |
|
|
|
48,647 |
|
eBay, Inc.* |
|
|
|
|
15,172 |
|
|
|
447,422 |
|
Google, Inc., Class A* |
|
|
|
|
3,332 |
|
|
|
1,713,914 |
|
Monster Worldwide, Inc.* |
|
|
|
|
1,740 |
|
|
|
12,493 |
|
VeriSign, Inc. |
|
|
|
|
2,198 |
|
|
|
62,885 |
|
Yahoo!, Inc.* |
|
|
|
|
16,706 |
|
|
|
219,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,505,212 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 3.9% |
|
|
|
|
|
Accenture PLC, Class A |
|
IE |
|
|
8,526 |
|
|
|
449,150 |
|
Automatic Data Processing, Inc. |
|
|
|
|
6,479 |
|
|
|
305,485 |
|
Cognizant Technology Solutions Corp., Class A* |
|
|
|
|
4,016 |
|
|
|
251,803 |
|
Computer Sciences Corp. |
|
|
|
|
2,024 |
|
|
|
54,345 |
|
Fidelity National Information Services, Inc. |
|
|
|
|
3,279 |
|
|
|
79,745 |
|
Fiserv, Inc.* |
|
|
|
|
1,874 |
|
|
|
95,143 |
|
International Business Machines Corp. |
|
|
|
|
15,807 |
|
|
|
2,766,699 |
|
MasterCard, Inc., Class A |
|
|
|
|
1,412 |
|
|
|
447,830 |
|
Paychex, Inc. |
|
|
|
|
4,279 |
|
|
|
112,837 |
|
SAIC, Inc.* |
|
|
|
|
3,664 |
|
|
|
43,272 |
|
Teradata Corp.* |
|
|
|
|
2,243 |
|
|
|
120,068 |
|
The Western Union Co. |
|
|
|
|
8,251 |
|
|
|
126,158 |
|
Total System Services, Inc. |
|
|
|
|
2,111 |
|
|
|
35,739 |
|
Visa, Inc., Class A |
|
|
|
|
6,767 |
|
|
|
580,067 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,468,341 |
|
|
|
|
|
|
|
|
|
|
|
|
LEISURE EQUIPMENT & PRODUCTS 0.1% |
|
Hasbro, Inc. |
|
|
|
|
1,600 |
|
|
|
52,176 |
|
Mattel, Inc. |
|
|
|
|
4,536 |
|
|
|
117,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
169,613 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 0.4% |
|
Agilent Technologies, Inc.* |
|
|
|
|
4,597 |
|
|
|
143,656 |
|
Life Technologies Corp.* |
|
|
|
|
2,385 |
|
|
|
91,656 |
|
PerkinElmer, Inc. |
|
|
|
|
1,488 |
|
|
|
28,584 |
|
Thermo Fisher Scientific, Inc.* |
|
|
|
|
5,050 |
|
|
|
255,732 |
|
Waters Corp.* |
|
|
|
|
1,196 |
|
|
|
90,286 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
609,914 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 1.8% |
|
|
|
|
|
|
|
|
Caterpillar, Inc. |
|
|
|
|
8,547 |
|
|
|
631,111 |
|
Cummins, Inc. |
|
|
|
|
2,583 |
|
|
|
210,928 |
|
Deere & Co. |
|
|
|
|
5,478 |
|
|
|
353,714 |
|
Dover Corp. |
|
|
|
|
2,474 |
|
|
|
115,288 |
|
Eaton Corp. |
|
|
|
|
4,510 |
|
|
|
160,105 |
|
Flowserve Corp. |
|
|
|
|
728 |
|
|
|
53,872 |
|
Illinois Tool Works, Inc. |
|
|
|
|
6,526 |
|
|
|
271,482 |
|
Ingersoll-Rand PLC |
|
IE |
|
|
4,383 |
|
|
|
123,118 |
|
Joy Global, Inc. |
|
|
|
|
1,396 |
|
|
|
87,082 |
|
PACCAR, Inc. |
|
|
|
|
4,833 |
|
|
|
163,452 |
|
Pall Corp. |
|
|
|
|
1,515 |
|
|
|
64,236 |
|
Parker Hannifin Corp. |
|
|
|
|
2,052 |
|
|
|
129,543 |
|
Snap-On, Inc. |
|
|
|
|
759 |
|
|
|
33,700 |
|
|
|
|
SCSM
BLACKROCK LARGE CAP INDEX FUND PORTFOLIO
OF INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Stanley Black & Decker, Inc. |
|
|
|
|
2,230 |
|
|
$ |
109,493 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,507,124 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 3.0% |
|
|
|
|
|
|
|
|
|
|
Cablevision Systems Corp., Class A |
|
|
|
|
3,015 |
|
|
|
47,426 |
|
CBS Corp., Class B |
|
|
|
|
8,858 |
|
|
|
180,526 |
|
Comcast Corp., Class A |
|
|
|
|
36,374 |
|
|
|
760,217 |
|
DIRECTV, Class A* |
|
|
|
|
9,768 |
|
|
|
412,698 |
|
Discovery Communications, Inc., Class A* |
|
|
|
|
3,635 |
|
|
|
136,749 |
|
Gannett Co., Inc. |
|
|
|
|
3,173 |
|
|
|
30,239 |
|
News Corp., Class A |
|
|
|
|
30,231 |
|
|
|
467,673 |
|
Omnicom Group, Inc. |
|
|
|
|
3,720 |
|
|
|
137,045 |
|
Scripps Networks Interactive, Inc., Class A |
|
|
|
|
1,303 |
|
|
|
48,432 |
|
The Interpublic Group of Cos., Inc. |
|
|
|
|
6,411 |
|
|
|
46,159 |
|
The McGraw-Hill Cos., Inc. |
|
|
|
|
3,976 |
|
|
|
163,016 |
|
The Walt Disney Co. |
|
|
|
|
24,557 |
|
|
|
740,639 |
|
The Washington Post Co., Class B |
|
|
|
|
66 |
|
|
|
21,580 |
|
Time Warner Cable, Inc. |
|
|
|
|
4,303 |
|
|
|
269,669 |
|
Time Warner, Inc. |
|
|
|
|
13,824 |
|
|
|
414,305 |
|
Viacom, Inc. |
|
|
|
|
7,636 |
|
|
|
295,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,172,192 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 0.9% |
|
|
|
|
|
|
|
|
AK Steel Holding Corp. |
|
|
|
|
1,494 |
|
|
|
9,771 |
|
Alcoa, Inc. |
|
|
|
|
14,070 |
|
|
|
134,650 |
|
Allegheny Technologies, Inc. |
|
|
|
|
1,385 |
|
|
|
51,231 |
|
Cliffs Natural Resources, Inc. |
|
|
|
|
1,930 |
|
|
|
98,758 |
|
Freeport-McMoRan Copper & Gold, Inc. |
|
|
|
|
12,539 |
|
|
|
381,813 |
|
Newmont Mining Corp. |
|
|
|
|
6,537 |
|
|
|
411,177 |
|
Nucor Corp. |
|
|
|
|
4,184 |
|
|
|
132,382 |
|
Titanium Metals Corp. |
|
|
|
|
1,173 |
|
|
|
17,571 |
|
United States Steel Corp. |
|
|
|
|
1,882 |
|
|
|
41,423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,278,776 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-LINE RETAIL 0.8% |
|
|
|
|
|
|
|
|
Big Lots, Inc.* |
|
|
|
|
867 |
|
|
|
30,198 |
|
Family Dollar Stores, Inc. |
|
|
|
|
1,596 |
|
|
|
81,172 |
|
J.C. Penney Co., Inc. |
|
|
|
|
1,891 |
|
|
|
50,641 |
|
Kohls Corp. |
|
|
|
|
3,717 |
|
|
|
182,505 |
|
Macys, Inc. |
|
|
|
|
5,647 |
|
|
|
148,629 |
|
Nordstrom, Inc. |
|
|
|
|
2,190 |
|
|
|
100,039 |
|
Sears Holdings Corp.* |
|
|
|
|
509 |
|
|
|
29,278 |
|
Target Corp. |
|
|
|
|
8,934 |
|
|
|
438,123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,060,585 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-UTILITIES 1.5% |
|
|
|
|
|
|
|
|
Ameren Corp. |
|
|
|
|
3,215 |
|
|
|
95,711 |
|
Centerpoint Energy, Inc. |
|
|
|
|
5,652 |
|
|
|
110,892 |
|
CMS Energy Corp. |
|
|
|
|
3,293 |
|
|
|
65,169 |
|
Consolidated Edison, Inc. |
|
|
|
|
3,873 |
|
|
|
220,838 |
|
Dominion Resources, Inc. |
|
|
|
|
7,515 |
|
|
|
381,537 |
|
DTE Energy Co. |
|
|
|
|
2,251 |
|
|
|
110,344 |
|
Integrys Energy Group, Inc. |
|
|
|
|
1,027 |
|
|
|
49,933 |
|
NiSource, Inc. |
|
|
|
|
3,740 |
|
|
|
79,961 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
PG&E Corp. |
|
|
|
|
5,319 |
|
|
$ |
225,047 |
|
Public Service Enterprise Group, Inc. |
|
|
|
|
6,690 |
|
|
|
223,245 |
|
SCANA Corp. |
|
|
|
|
1,491 |
|
|
|
60,311 |
|
Sempra Energy |
|
|
|
|
3,167 |
|
|
|
163,101 |
|
TECO Energy, Inc. |
|
|
|
|
2,826 |
|
|
|
48,409 |
|
Wisconsin Energy Corp. |
|
|
|
|
3,115 |
|
|
|
97,468 |
|
Xcel Energy, Inc. |
|
|
|
|
6,406 |
|
|
|
158,164 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,090,130 |
|
|
|
|
|
|
|
|
|
|
|
|
OFFICE ELECTRONICS 0.1% |
|
|
|
|
|
Xerox Corp. |
|
|
|
|
18,555 |
|
|
|
129,328 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 9.5% |
|
Alpha Natural Resources, Inc.* |
|
|
|
|
3,024 |
|
|
|
53,495 |
|
Anadarko Petroleum Corp. |
|
|
|
|
6,585 |
|
|
|
415,184 |
|
Apache Corp. |
|
|
|
|
5,079 |
|
|
|
407,539 |
|
Cabot Oil & Gas Corp. |
|
|
|
|
1,392 |
|
|
|
86,179 |
|
Chesapeake Energy Corp. |
|
|
|
|
8,740 |
|
|
|
223,307 |
|
Chevron Corp. |
|
|
|
|
26,500 |
|
|
|
2,451,780 |
|
ConocoPhillips |
|
|
|
|
18,167 |
|
|
|
1,150,334 |
|
Consol Energy, Inc. |
|
|
|
|
3,006 |
|
|
|
101,994 |
|
Denbury Resources, Inc.* |
|
|
|
|
5,325 |
|
|
|
61,237 |
|
Devon Energy Corp. |
|
|
|
|
5,520 |
|
|
|
306,029 |
|
El Paso Corp. |
|
|
|
|
10,185 |
|
|
|
178,034 |
|
EOG Resources, Inc. |
|
|
|
|
3,553 |
|
|
|
252,299 |
|
EQT Corp. |
|
|
|
|
1,984 |
|
|
|
105,866 |
|
Exxon Mobil Corp. |
|
|
|
|
64,331 |
|
|
|
4,672,361 |
|
Hess Corp. |
|
|
|
|
4,000 |
|
|
|
209,840 |
|
Marathon Oil Corp. |
|
|
|
|
9,442 |
|
|
|
203,758 |
|
Marathon Petroleum Corp. |
|
|
|
|
4,714 |
|
|
|
127,561 |
|
Murphy Oil Corp. |
|
|
|
|
2,563 |
|
|
|
113,182 |
|
Newfield Exploration Co.* |
|
|
|
|
1,768 |
|
|
|
70,172 |
|
Noble Energy, Inc. |
|
|
|
|
2,334 |
|
|
|
165,247 |
|
Occidental Petroleum Corp. |
|
|
|
|
10,752 |
|
|
|
768,768 |
|
Peabody Energy Corp. |
|
|
|
|
3,581 |
|
|
|
121,324 |
|
Pioneer Natural Resources Co. |
|
|
|
|
1,551 |
|
|
|
102,009 |
|
QEP Resources, Inc. |
|
|
|
|
2,368 |
|
|
|
64,102 |
|
Range Resources Corp. |
|
|
|
|
2,129 |
|
|
|
124,461 |
|
Southwestern Energy Co.* |
|
|
|
|
4,601 |
|
|
|
153,351 |
|
Spectra Energy Corp. |
|
|
|
|
8,599 |
|
|
|
210,933 |
|
Sunoco, Inc. |
|
|
|
|
1,580 |
|
|
|
48,996 |
|
Tesoro Corp.* |
|
|
|
|
1,937 |
|
|
|
37,713 |
|
The Williams Cos., Inc. |
|
|
|
|
7,787 |
|
|
|
189,536 |
|
Valero Energy Corp. |
|
|
|
|
7,565 |
|
|
|
134,506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,311,097 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 0.1% |
|
International Paper Co. |
|
|
|
|
5,781 |
|
|
|
134,408 |
|
MeadWestvaco Corp. |
|
|
|
|
2,288 |
|
|
|
56,193 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
190,601 |
|
|
|
|
|
|
|
|
|
|
|
|
PERSONAL PRODUCTS 0.2% |
|
|
|
|
|
Avon Products, Inc. |
|
|
|
|
5,708 |
|
|
|
111,877 |
|
The Estee Lauder Cos., Inc., Class A |
|
|
|
|
1,488 |
|
|
|
130,706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
242,583 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 6.1% |
|
|
|
|
|
Abbott Laboratories |
|
|
|
|
20,593 |
|
|
|
1,053,126 |
|
|
|
|
SCSM
BLACKROCK LARGE CAP INDEX FUND PORTFOLIO
OF INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Allergan, Inc. |
|
|
|
|
4,067 |
|
|
$ |
335,039 |
|
Bristol-Myers Squibb Co. |
|
|
|
|
22,564 |
|
|
|
708,058 |
|
Eli Lilly & Co. |
|
|
|
|
13,476 |
|
|
|
498,208 |
|
Forest Laboratories, Inc.* |
|
|
|
|
3,633 |
|
|
|
111,860 |
|
Hospira, Inc.* |
|
|
|
|
2,189 |
|
|
|
80,993 |
|
Johnson & Johnson |
|
|
|
|
36,256 |
|
|
|
2,309,870 |
|
Merck & Co., Inc. |
|
|
|
|
40,759 |
|
|
|
1,333,227 |
|
Mylan, Inc.* |
|
|
|
|
5,732 |
|
|
|
97,444 |
|
Pfizer, Inc. |
|
|
|
|
103,231 |
|
|
|
1,825,124 |
|
Watson Pharmaceuticals, Inc.* |
|
|
|
|
1,651 |
|
|
|
112,681 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,465,630 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 0.1% |
|
Equifax, Inc. |
|
|
|
|
1,616 |
|
|
|
49,676 |
|
Robert Half International, Inc. |
|
|
|
|
1,960 |
|
|
|
41,591 |
|
The Dun & Bradstreet Corp. |
|
|
|
|
663 |
|
|
|
40,615 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
131,882 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 1.7% |
|
Apartment Investment & Management Co., Class A |
|
|
|
|
1,559 |
|
|
|
34,485 |
|
AvalonBay Communities, Inc. |
|
|
|
|
1,243 |
|
|
|
141,764 |
|
Boston Properties, Inc. |
|
|
|
|
1,943 |
|
|
|
173,121 |
|
Equity Residential |
|
|
|
|
3,921 |
|
|
|
203,382 |
|
HCP, Inc. |
|
|
|
|
5,384 |
|
|
|
188,763 |
|
Health Care REIT, Inc. |
|
|
|
|
2,348 |
|
|
|
109,887 |
|
Host Hotels & Resorts, Inc. |
|
|
|
|
9,333 |
|
|
|
102,103 |
|
Kimco Realty Corp. |
|
|
|
|
5,432 |
|
|
|
81,643 |
|
Plum Creek Timber Co., Inc. |
|
|
|
|
2,113 |
|
|
|
73,342 |
|
ProLogis, Inc. |
|
|
|
|
6,069 |
|
|
|
147,173 |
|
Public Storage |
|
|
|
|
1,873 |
|
|
|
208,559 |
|
Simon Property Group, Inc. |
|
|
|
|
3,884 |
|
|
|
427,163 |
|
Ventas, Inc. |
|
|
|
|
3,807 |
|
|
|
188,066 |
|
Vornado Realty Trust |
|
|
|
|
2,439 |
|
|
|
181,998 |
|
Weyerhaeuser Co. |
|
|
|
|
7,144 |
|
|
|
111,089 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,372,538 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE MANAGEMENT & DEVELOPMENT 0.0%+ |
|
CB Richard Ellis Group, Inc., Class A* |
|
|
|
|
4,293 |
|
|
|
57,784 |
|
|
|
|
|
|
|
|
|
|
|
|
ROAD & RAIL 0.8% |
|
CSX Corp. |
|
|
|
|
14,490 |
|
|
|
270,529 |
|
Norfolk Southern Corp. |
|
|
|
|
4,610 |
|
|
|
281,302 |
|
Ryder System, Inc. |
|
|
|
|
692 |
|
|
|
25,957 |
|
Union Pacific Corp. |
|
|
|
|
6,457 |
|
|
|
527,343 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,105,131 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 2.3% |
|
Advanced Micro Devices, Inc.* |
|
|
|
|
7,610 |
|
|
|
38,659 |
|
Altera Corp. |
|
|
|
|
4,284 |
|
|
|
135,075 |
|
Analog Devices, Inc. |
|
|
|
|
3,969 |
|
|
|
124,031 |
|
Applied Materials, Inc. |
|
|
|
|
17,422 |
|
|
|
180,318 |
|
Broadcom Corp., Class A* |
|
|
|
|
6,367 |
|
|
|
211,957 |
|
First Solar, Inc.* |
|
|
|
|
775 |
|
|
|
48,988 |
|
Intel Corp. |
|
|
|
|
69,476 |
|
|
|
1,481,923 |
|
Kla-Tencor Corp. |
|
|
|
|
2,191 |
|
|
|
83,871 |
|
Linear Technology Corp. |
|
|
|
|
3,038 |
|
|
|
84,001 |
|
LSI Corp.* |
|
|
|
|
7,616 |
|
|
|
39,451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
MEMC Electronic Materials, Inc.* |
|
|
|
|
3,076 |
|
|
$ |
16,118 |
|
Microchip Technology, Inc. |
|
|
|
|
2,545 |
|
|
|
79,175 |
|
Micron Technology, Inc.* |
|
|
|
|
13,268 |
|
|
|
66,871 |
|
Novellus Systems, Inc.* |
|
|
|
|
921 |
|
|
|
25,106 |
|
NVIDIA Corp.* |
|
|
|
|
7,980 |
|
|
|
99,750 |
|
Teradyne, Inc.* |
|
|
|
|
2,490 |
|
|
|
27,415 |
|
Texas Instruments, Inc. |
|
|
|
|
15,282 |
|
|
|
407,265 |
|
Xilinx, Inc. |
|
|
|
|
3,530 |
|
|
|
96,863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,246,837 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 3.8% |
|
|
|
|
|
|
|
|
Adobe Systems, Inc.* |
|
|
|
|
6,583 |
|
|
|
159,111 |
|
Autodesk, Inc.* |
|
|
|
|
3,014 |
|
|
|
83,729 |
|
BMC Software, Inc.* |
|
|
|
|
2,308 |
|
|
|
88,996 |
|
CA, Inc. |
|
|
|
|
5,049 |
|
|
|
98,001 |
|
Citrix Systems, Inc.* |
|
|
|
|
2,489 |
|
|
|
135,725 |
|
Compuware Corp.* |
|
|
|
|
2,833 |
|
|
|
21,701 |
|
Electronic Arts, Inc.* |
|
|
|
|
4,427 |
|
|
|
90,532 |
|
Intuit, Inc.* |
|
|
|
|
4,020 |
|
|
|
190,709 |
|
Microsoft Corp. |
|
|
|
|
98,655 |
|
|
|
2,455,523 |
|
Oracle Corp. |
|
|
|
|
52,273 |
|
|
|
1,502,326 |
|
Red Hat, Inc.* |
|
|
|
|
2,570 |
|
|
|
108,608 |
|
Salesforce.com, Inc.* |
|
|
|
|
1,792 |
|
|
|
204,790 |
|
Symantec Corp.* |
|
|
|
|
9,860 |
|
|
|
160,718 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,300,469 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 1.9% |
|
Abercrombie & Fitch Co., Class A |
|
|
|
|
1,144 |
|
|
|
70,425 |
|
AutoNation, Inc.* |
|
|
|
|
656 |
|
|
|
21,504 |
|
AutoZone, Inc.* |
|
|
|
|
385 |
|
|
|
122,888 |
|
Bed Bath & Beyond, Inc.* |
|
|
|
|
3,251 |
|
|
|
186,315 |
|
Best Buy Co., Inc. |
|
|
|
|
4,007 |
|
|
|
93,363 |
|
CarMax, Inc.* |
|
|
|
|
3,020 |
|
|
|
72,027 |
|
GameStop Corp., Class A* |
|
|
|
|
1,815 |
|
|
|
41,927 |
|
Limited Brands, Inc. |
|
|
|
|
3,291 |
|
|
|
126,736 |
|
Lowes Cos., Inc. |
|
|
|
|
16,678 |
|
|
|
322,553 |
|
OReilly Automotive, Inc.* |
|
|
|
|
1,799 |
|
|
|
119,867 |
|
Ross Stores, Inc. |
|
|
|
|
1,526 |
|
|
|
120,081 |
|
Staples, Inc. |
|
|
|
|
9,307 |
|
|
|
123,783 |
|
The Gap, Inc. |
|
|
|
|
4,590 |
|
|
|
74,542 |
|
The Home Depot, Inc. |
|
|
|
|
20,697 |
|
|
|
680,310 |
|
Tiffany & Co. |
|
|
|
|
1,695 |
|
|
|
103,090 |
|
TJX Cos., Inc. |
|
|
|
|
5,039 |
|
|
|
279,513 |
|
Urban Outfitters, Inc.* |
|
|
|
|
1,589 |
|
|
|
35,466 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,594,390 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 0.6% |
|
Coach, Inc. |
|
|
|
|
3,832 |
|
|
|
198,612 |
|
Nike, Inc., Class B |
|
|
|
|
5,025 |
|
|
|
429,688 |
|
Ralph Lauren Corp. |
|
|
|
|
856 |
|
|
|
111,023 |
|
VF Corp. |
|
|
|
|
1,142 |
|
|
|
138,776 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
878,099 |
|
|
|
|
|
|
|
|
|
|
|
|
THRIFT & MORTGAGE FINANCE 0.1% |
|
Hudson City Bancorp, Inc. |
|
|
|
|
7,036 |
|
|
|
39,824 |
|
Peoples United Financial, Inc. |
|
|
|
|
4,914 |
|
|
|
56,019 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,843 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SCSM
BLACKROCK LARGE CAP INDEX FUND PORTFOLIO
OF INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
TOBACCO 1.8% |
|
|
|
|
|
|
|
|
Altria Group, Inc. |
|
|
|
|
27,405 |
|
|
$ |
734,728 |
|
Lorillard, Inc. |
|
|
|
|
1,832 |
|
|
|
202,802 |
|
Philip Morris International, Inc. |
|
|
|
|
23,240 |
|
|
|
1,449,711 |
|
Reynolds American, Inc. |
|
|
|
|
4,470 |
|
|
|
167,536 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,554,777 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 0.2% |
|
Fastenal Co. |
|
|
|
|
3,905 |
|
|
|
129,959 |
|
W.W. Grainger, Inc. |
|
|
|
|
804 |
|
|
|
120,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250,189 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 0.3% |
|
American Tower Corp., Class A* |
|
|
|
|
5,234 |
|
|
|
281,589 |
|
MetroPCS Communications, Inc.* |
|
|
|
|
3,868 |
|
|
|
33,690 |
|
Sprint Nextel Corp.* |
|
|
|
|
39,608 |
|
|
|
120,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
435,688 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $145,802,272) |
|
|
|
136,325,691 |
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS 2.1% |
|
MUTUAL FUNDS 2.1% |
|
State Street Institutional Treasury Plus Money Market Fund (Cost $2,976,097) |
|
|
|
|
2,976,097 |
|
|
|
2,976,097 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 99.7% (Cost $148,778,369) |
|
|
|
139,301,788 |
|
Other assets less liabilities 0.3% |
|
|
|
353,440 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
139,655,228 |
|
|
|
|
|
|
|
|
|
|
|
|
REIT |
Real Estate Investment Trust |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States. |
+ |
Amount is less than 0.05%.
|
SCSM BLACKROCK LARGE CAP INDEX FUND
|
|
|
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
At the period end, cash of $269,000 has been pledged to cover margin requirements for the following open futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
Contracts |
|
|
Aggregate Face Value ($) |
|
Aggregate Notional Value ($) |
|
Unrealized Depreciation ($) |
|
Long |
|
S&P 500 E-Mini Index December Futures |
|
12/16/11 |
|
|
59 |
|
|
3,468,339 |
|
3,321,700 |
|
|
(146,639 |
) |
SCSM BLACKROCK LARGE CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(2) |
Fair Value Measurements |
All investments and
financial derivative instruments are categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 98.4% |
|
AEROSPACE & DEFENSE 1.9% |
|
AAR Corp. |
|
|
|
|
7,042 |
|
|
$ |
117,390 |
|
AeroVironment, Inc.* |
|
|
|
|
2,994 |
|
|
|
84,281 |
|
American Science & Engineering, Inc. |
|
|
|
|
1,612 |
|
|
|
98,413 |
|
Astronics Corp.* |
|
|
|
|
1,688 |
|
|
|
47,686 |
|
Astronics Corp., Class B* |
|
|
|
|
161 |
|
|
|
4,436 |
|
Ceradyne, Inc.* |
|
|
|
|
4,416 |
|
|
|
118,746 |
|
Cubic Corp. |
|
|
|
|
2,813 |
|
|
|
109,904 |
|
Curtiss-Wright Corp. |
|
|
|
|
8,241 |
|
|
|
237,588 |
|
DigitalGlobe, Inc.* |
|
|
|
|
6,270 |
|
|
|
121,826 |
|
Ducommun, Inc. |
|
|
|
|
1,874 |
|
|
|
28,073 |
|
Esterline Technologies Corp.* |
|
|
|
|
5,371 |
|
|
|
278,433 |
|
GenCorp, Inc.* |
|
|
|
|
10,623 |
|
|
|
47,697 |
|
Geoeye, Inc.* |
|
|
|
|
3,934 |
|
|
|
111,529 |
|
Heico Corp. |
|
|
|
|
7,355 |
|
|
|
362,160 |
|
Hexcel Corp.* |
|
|
|
|
17,276 |
|
|
|
382,836 |
|
Kratos Defense & Security Solutions, Inc.* |
|
|
|
|
5,856 |
|
|
|
39,352 |
|
LMI Aerospace, Inc.* |
|
|
|
|
1,563 |
|
|
|
26,665 |
|
Moog, Inc.* |
|
|
|
|
7,970 |
|
|
|
259,981 |
|
National Presto Industries, Inc. |
|
|
|
|
851 |
|
|
|
73,960 |
|
Orbital Sciences Corp.* |
|
|
|
|
10,357 |
|
|
|
132,570 |
|
Taser International, Inc.* |
|
|
|
|
10,724 |
|
|
|
46,220 |
|
Teledyne Technologies, Inc.* |
|
|
|
|
6,478 |
|
|
|
316,515 |
|
The Keyw Holding Corp.* |
|
|
|
|
3,344 |
|
|
|
23,776 |
|
Triumph Group, Inc. |
|
|
|
|
6,634 |
|
|
|
323,341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,393,378 |
|
|
|
|
|
|
|
|
|
|
|
|
AIR FREIGHT & LOGISTICS 0.3% |
|
Air Transport Services Group, Inc.* |
|
|
|
|
9,677 |
|
|
|
41,901 |
|
Atlas Air Worldwide Holdings, Inc.* |
|
|
|
|
4,666 |
|
|
|
155,331 |
|
Forward Air Corp. |
|
|
|
|
5,221 |
|
|
|
132,875 |
|
HUB Group, Inc.* |
|
|
|
|
6,411 |
|
|
|
181,239 |
|
Pacer International, Inc.* |
|
|
|
|
6,349 |
|
|
|
23,809 |
|
Park-Ohio Holdings Corp.* |
|
|
|
|
1,413 |
|
|
|
16,970 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
552,125 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.6% |
|
Alaska Air Group, Inc.* |
|
|
|
|
6,344 |
|
|
|
357,104 |
|
Allegiant Travel Co.* |
|
|
|
|
2,649 |
|
|
|
124,847 |
|
Hawaiian Holdings, Inc.* |
|
|
|
|
9,001 |
|
|
|
37,894 |
|
JetBlue Airways Corp.* |
|
|
|
|
43,916 |
|
|
|
180,056 |
|
Republic Airways Holdings, Inc.* |
|
|
|
|
8,702 |
|
|
|
24,627 |
|
SkyWest, Inc. |
|
|
|
|
9,410 |
|
|
|
108,309 |
|
Spirit Airlines, Inc.* |
|
|
|
|
2,765 |
|
|
|
34,563 |
|
US Airways Group, Inc.* |
|
|
|
|
28,857 |
|
|
|
158,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,026,113 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTO COMPONENTS 0.8% |
|
American Axle & Manufacturing Holdings, Inc.* |
|
|
|
|
11,866 |
|
|
|
90,538 |
|
Amerigon, Inc.* |
|
|
|
|
3,980 |
|
|
|
50,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Cooper Tire & Rubber Co. |
|
|
|
|
11,036 |
|
|
$ |
120,182 |
|
Dana Holding Corp.* |
|
|
|
|
25,616 |
|
|
|
268,968 |
|
Dorman Products, Inc.* |
|
|
|
|
1,921 |
|
|
|
63,547 |
|
Drew Industries, Inc. |
|
|
|
|
3,391 |
|
|
|
67,752 |
|
Exide Technologies* |
|
|
|
|
13,703 |
|
|
|
54,812 |
|
Fuel Systems Solutions, Inc.* |
|
|
|
|
2,956 |
|
|
|
56,785 |
|
Modine Manufacturing Co.* |
|
|
|
|
8,258 |
|
|
|
74,817 |
|
Motorcar Parts of America, Inc.* |
|
|
|
|
2,016 |
|
|
|
16,592 |
|
Shiloh Industries, Inc. |
|
|
|
|
884 |
|
|
|
7,929 |
|
Spartan Motors, Inc. |
|
|
|
|
5,984 |
|
|
|
24,714 |
|
Standard Motor Products, Inc. |
|
|
|
|
3,566 |
|
|
|
46,251 |
|
Stoneridge, Inc.* |
|
|
|
|
4,825 |
|
|
|
25,186 |
|
Superior Industries International, Inc. |
|
|
|
|
4,142 |
|
|
|
63,994 |
|
Tenneco, Inc.* |
|
|
|
|
10,588 |
|
|
|
271,159 |
|
Tower International, Inc.* |
|
|
|
|
1,080 |
|
|
|
11,135 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,315,026 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES 0.0%+ |
|
Winnebago Industries, Inc.* |
|
|
|
|
5,102 |
|
|
|
35,306 |
|
|
|
|
|
|
|
|
|
|
|
|
BEVERAGES 0.2% |
|
|
|
|
|
|
|
|
|
|
Boston Beer Co., Inc.* |
|
|
|
|
1,460 |
|
|
|
106,142 |
|
Central European Distribution Corp.* |
|
|
|
|
12,944 |
|
|
|
90,737 |
|
Coca-Cola Bottling Co. Consolidated |
|
|
|
|
803 |
|
|
|
44,534 |
|
Craft Brewers Alliance, Inc.* |
|
|
|
|
1,678 |
|
|
|
9,414 |
|
Heckmann Corp.* |
|
|
|
|
16,427 |
|
|
|
86,899 |
|
MGP Ingredients, Inc. |
|
|
|
|
2,271 |
|
|
|
11,514 |
|
National Beverage Corp. |
|
|
|
|
2,100 |
|
|
|
31,836 |
|
Primo Water Corp.* |
|
|
|
|
2,683 |
|
|
|
15,132 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
396,208 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 3.6% |
|
Achillion Pharmaceuticals, Inc.* |
|
|
|
|
8,405 |
|
|
|
39,672 |
|
Acorda Therapeutics, Inc.* |
|
|
|
|
7,001 |
|
|
|
139,740 |
|
Affymax, Inc.* |
|
|
|
|
6,216 |
|
|
|
27,848 |
|
Alkermes PLC* |
|
IE |
|
|
16,740 |
|
|
|
255,452 |
|
Allos Therapeutics, Inc.* |
|
|
|
|
14,479 |
|
|
|
26,641 |
|
Alnylam Pharmaceuticals, Inc.* |
|
|
|
|
6,682 |
|
|
|
43,901 |
|
AMAG Pharmaceuticals, Inc.* |
|
|
|
|
3,801 |
|
|
|
56,103 |
|
Amicus Therapeutics, Inc.* |
|
|
|
|
2,611 |
|
|
|
10,026 |
|
Anacor Pharmaceuticals, Inc.* |
|
|
|
|
1,785 |
|
|
|
10,175 |
|
Anthera Pharmaceuticals, Inc.* |
|
|
|
|
3,906 |
|
|
|
18,632 |
|
Ardea Biosciences, Inc.* |
|
|
|
|
3,004 |
|
|
|
46,922 |
|
Arena Pharmaceuticals, Inc.* |
|
|
|
|
25,955 |
|
|
|
37,635 |
|
Ariad Pharmaceuticals, Inc.* |
|
|
|
|
23,430 |
|
|
|
205,950 |
|
ArQule, Inc.* |
|
|
|
|
9,250 |
|
|
|
46,713 |
|
Array Biopharma, Inc.* |
|
|
|
|
10,538 |
|
|
|
20,654 |
|
Astex Pharmaceuticals, Inc.* |
|
|
|
|
10,367 |
|
|
|
19,905 |
|
Aveo Pharmaceuticals, Inc.* |
|
|
|
|
5,541 |
|
|
|
85,276 |
|
AVI Biopharma, Inc.* |
|
|
|
|
23,878 |
|
|
|
26,743 |
|
BioCryst Pharmaceuticals, Inc.* |
|
|
|
|
5,494 |
|
|
|
15,163 |
|
BioMimetic Therapeutics, Inc.* |
|
|
|
|
3,227 |
|
|
|
10,649 |
|
BioSante Pharmaceuticals, Inc.* |
|
|
|
|
19,417 |
|
|
|
44,271 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
BioSpecifics Technologies Corp.* |
|
|
|
|
800 |
|
|
$ |
12,912 |
|
BioTime, Inc.* |
|
|
|
|
4,237 |
|
|
|
18,685 |
|
Cell Therapeutics, Inc.* |
|
|
|
|
34,450 |
|
|
|
36,517 |
|
Celldex Therapeutics, Inc.* |
|
|
|
|
8,095 |
|
|
|
18,497 |
|
Cepheid, Inc.* |
|
|
|
|
10,913 |
|
|
|
423,752 |
|
Chelsea Therapeutics International, Ltd.* |
|
|
|
|
9,311 |
|
|
|
33,985 |
|
Cleveland Biolabs, Inc.* |
|
|
|
|
4,729 |
|
|
|
12,012 |
|
Codexis, Inc.* |
|
|
|
|
4,306 |
|
|
|
19,678 |
|
Cubist Pharmaceuticals, Inc.* |
|
|
|
|
10,564 |
|
|
|
373,120 |
|
Curis, Inc.* |
|
|
|
|
13,471 |
|
|
|
42,568 |
|
Cytori Therapeutics, Inc.* |
|
|
|
|
8,469 |
|
|
|
24,984 |
|
DUSA Pharmaceuticals, Inc.* |
|
|
|
|
4,259 |
|
|
|
15,758 |
|
Dyax Corp.* |
|
|
|
|
17,825 |
|
|
|
22,460 |
|
Dynavax Technologies Corp.* |
|
|
|
|
22,003 |
|
|
|
40,926 |
|
Emergent Biosolutions, Inc.* |
|
|
|
|
4,301 |
|
|
|
66,364 |
|
Enzon Pharmaceuticals, Inc.* |
|
|
|
|
6,632 |
|
|
|
46,689 |
|
Exact Sciences Corp.* |
|
|
|
|
9,247 |
|
|
|
61,308 |
|
Exelixis, Inc.* |
|
|
|
|
22,691 |
|
|
|
123,893 |
|
Genomic Health, Inc.* |
|
|
|
|
2,999 |
|
|
|
65,918 |
|
Geron Corp.* |
|
|
|
|
23,018 |
|
|
|
48,798 |
|
GTx, Inc.* |
|
|
|
|
4,164 |
|
|
|
13,949 |
|
Halozyme Therapeutics, Inc.* |
|
|
|
|
14,552 |
|
|
|
89,349 |
|
Horizon Pharma, Inc.* |
|
|
|
|
344 |
|
|
|
2,405 |
|
Idenix Pharmaceuticals, Inc.* |
|
|
|
|
9,888 |
|
|
|
49,341 |
|
ImmunoGen, Inc.* |
|
|
|
|
13,325 |
|
|
|
146,042 |
|
Immunomedics, Inc.* |
|
|
|
|
11,492 |
|
|
|
36,774 |
|
Incyte Corp.* |
|
|
|
|
15,497 |
|
|
|
216,493 |
|
Infinity Pharmaceuticals, Inc.* |
|
|
|
|
3,446 |
|
|
|
24,294 |
|
Inhibitex, Inc.* |
|
|
|
|
11,111 |
|
|
|
27,333 |
|
Insmed, Inc.* |
|
|
|
|
4,280 |
|
|
|
21,828 |
|
InterMune, Inc.* |
|
|
|
|
9,494 |
|
|
|
191,779 |
|
Ironwood Pharmaceuticals, Inc.* |
|
|
|
|
8,949 |
|
|
|
96,649 |
|
Isis Pharmaceuticals, Inc.* |
|
|
|
|
17,666 |
|
|
|
119,775 |
|
Keryx Biopharmaceuticals, Inc.* |
|
|
|
|
12,487 |
|
|
|
37,461 |
|
Lexicon Genetics, Inc.* |
|
|
|
|
29,660 |
|
|
|
27,284 |
|
Ligand Pharmaceuticals, Inc.* |
|
|
|
|
3,482 |
|
|
|
47,634 |
|
Mannkind Corp.* |
|
|
|
|
12,870 |
|
|
|
48,777 |
|
Maxygen, Inc. |
|
|
|
|
5,348 |
|
|
|
29,254 |
|
Medivation, Inc.* |
|
|
|
|
5,557 |
|
|
|
94,358 |
|
Metabolix, Inc.* |
|
|
|
|
6,023 |
|
|
|
26,381 |
|
Micromet, Inc.* |
|
|
|
|
16,255 |
|
|
|
78,024 |
|
Momenta Pharmaceuticals, Inc.* |
|
|
|
|
8,177 |
|
|
|
94,035 |
|
Nabi Biopharmaceuticals* |
|
|
|
|
7,155 |
|
|
|
12,020 |
|
Neurocrine Biosciences, Inc.* |
|
|
|
|
8,857 |
|
|
|
52,965 |
|
Novavax, Inc.* |
|
|
|
|
17,183 |
|
|
|
27,665 |
|
NPS Pharmaceuticals, Inc.* |
|
|
|
|
15,254 |
|
|
|
99,304 |
|
Nymox Pharmaceutical Corp.* |
|
CA |
|
|
3,272 |
|
|
|
26,765 |
|
OncoGenex Pharmaceutical, Inc.* |
|
|
|
|
1,684 |
|
|
|
16,503 |
|
Oncothyreon, Inc.* |
|
|
|
|
7,426 |
|
|
|
44,407 |
|
Onyx Pharmaceuticals, Inc.* |
|
|
|
|
11,150 |
|
|
|
334,611 |
|
Opko Health, Inc.* |
|
|
|
|
19,302 |
|
|
|
83,578 |
|
Orexigen Therapeutics, Inc.* |
|
|
|
|
6,093 |
|
|
|
12,125 |
|
Osiris Therapeutics, Inc.* |
|
|
|
|
3,088 |
|
|
|
15,811 |
|
PDL BioPharma, Inc. |
|
|
|
|
24,877 |
|
|
|
138,067 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Peregrine Pharmaceuticals, Inc.* |
|
|
|
|
13,444 |
|
|
$ |
14,654 |
|
Pharmacyclics, Inc.* |
|
|
|
|
8,149 |
|
|
|
96,403 |
|
PharmAthene, Inc.* |
|
|
|
|
6,236 |
|
|
|
10,975 |
|
Progenics Pharmaceuticals, Inc.* |
|
|
|
|
5,378 |
|
|
|
30,870 |
|
Raptor Pharmaceutical Corp.* |
|
|
|
|
7,729 |
|
|
|
34,858 |
|
Rigel Pharmaceuticals, Inc.* |
|
|
|
|
12,179 |
|
|
|
89,637 |
|
Sangamo BioSciences, Inc.* |
|
|
|
|
9,413 |
|
|
|
40,947 |
|
Savient Pharmaceuticals, Inc.* |
|
|
|
|
12,758 |
|
|
|
52,308 |
|
SciClone Pharmaceuticals, Inc.* |
|
|
|
|
6,016 |
|
|
|
22,921 |
|
Seattle Genetics, Inc.* |
|
|
|
|
16,965 |
|
|
|
323,353 |
|
Siga Technologies, Inc.* |
|
|
|
|
5,942 |
|
|
|
19,430 |
|
Spectrum Pharmaceuticals, Inc.* |
|
|
|
|
9,223 |
|
|
|
70,371 |
|
Sunesis Pharmaceuticals, Inc.* |
|
|
|
|
4,968 |
|
|
|
6,111 |
|
Synta Pharmaceuticals, Corp.* |
|
|
|
|
3,935 |
|
|
|
12,789 |
|
Targacept, Inc.* |
|
|
|
|
4,896 |
|
|
|
73,440 |
|
Theravance, Inc.* |
|
|
|
|
12,070 |
|
|
|
243,090 |
|
Trius Therapeutics, Inc.* |
|
|
|
|
1,342 |
|
|
|
8,455 |
|
Vanda Pharmaceuticals, Inc.* |
|
|
|
|
5,037 |
|
|
|
24,933 |
|
Vical, Inc.* |
|
|
|
|
12,487 |
|
|
|
30,968 |
|
Zalicus, Inc.* |
|
|
|
|
13,134 |
|
|
|
12,879 |
|
Ziopharm Oncology, Inc.* |
|
|
|
|
10,493 |
|
|
|
46,274 |
|
Zogenix, Inc.* |
|
|
|
|
2,795 |
|
|
|
5,115 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,350,716 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING PRODUCTS 0.7% |
|
Aaon, Inc. |
|
|
|
|
3,374 |
|
|
|
53,140 |
|
Ameresco, Inc. Class A* |
|
|
|
|
3,076 |
|
|
|
31,252 |
|
American Woodmark Corp. |
|
|
|
|
1,630 |
|
|
|
19,739 |
|
Ameron International Corp. |
|
|
|
|
1,620 |
|
|
|
137,603 |
|
Apogee Enterprises, Inc. |
|
|
|
|
4,874 |
|
|
|
41,868 |
|
Builders FirstSource, Inc.* |
|
|
|
|
7,550 |
|
|
|
9,588 |
|
Gibraltar Industries, Inc.* |
|
|
|
|
5,471 |
|
|
|
44,424 |
|
Griffon Corp.* |
|
|
|
|
8,445 |
|
|
|
69,080 |
|
Insteel Industries, Inc. |
|
|
|
|
3,179 |
|
|
|
32,013 |
|
NCI Building Systems, Inc.* |
|
|
|
|
3,520 |
|
|
|
26,611 |
|
Quanex Building Products Corp. |
|
|
|
|
6,741 |
|
|
|
73,814 |
|
Simpson Manufacturing Co., Inc. |
|
|
|
|
7,391 |
|
|
|
184,258 |
|
Smith A O Corp. |
|
|
|
|
6,651 |
|
|
|
213,032 |
|
Trex Co., Inc.* |
|
|
|
|
2,790 |
|
|
|
44,724 |
|
Universal Forest Products, Inc. |
|
|
|
|
3,465 |
|
|
|
83,333 |
|
USG Corp.* |
|
|
|
|
12,707 |
|
|
|
85,518 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,149,997 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 2.1% |
|
Apollo Investment Corp. |
|
|
|
|
34,326 |
|
|
|
258,132 |
|
Arlington Asset Investment Corp., Class A |
|
|
|
|
1,127 |
|
|
|
27,104 |
|
Artio Global Investors, Inc. |
|
|
|
|
5,524 |
|
|
|
43,971 |
|
BGC Partners, Inc. |
|
|
|
|
13,519 |
|
|
|
81,520 |
|
BlackRock Kelso Capital Corp. |
|
|
|
|
12,262 |
|
|
|
89,513 |
|
Calamos Asset Management, Inc. |
|
|
|
|
3,332 |
|
|
|
33,353 |
|
Capital Southwest Corp. |
|
|
|
|
514 |
|
|
|
38,036 |
|
CIFC Corp.* |
|
|
|
|
1,816 |
|
|
|
7,863 |
|
Cohen & Steers, Inc. |
|
|
|
|
3,183 |
|
|
|
91,511 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Cowen Group, Inc., Class A* |
|
|
|
|
11,677 |
|
|
$ |
31,645 |
|
Diamond Hill Investment Group |
|
|
|
|
461 |
|
|
|
31,989 |
|
Duff & Phelps Corp., Class A |
|
|
|
|
5,494 |
|
|
|
58,566 |
|
Edelman Financial Group, Inc. |
|
|
|
|
3,483 |
|
|
|
22,500 |
|
Epoch Holding Corp. |
|
|
|
|
2,635 |
|
|
|
35,757 |
|
Evercore Partners, Inc. |
|
|
|
|
3,754 |
|
|
|
85,591 |
|
FBR Capital Markets Corp.* |
|
|
|
|
8,552 |
|
|
|
20,354 |
|
Fidus Investment Corp. |
|
|
|
|
634 |
|
|
|
7,982 |
|
Fifth Street Finance Corp. |
|
|
|
|
12,917 |
|
|
|
120,386 |
|
Financial Engines, Inc.* |
|
|
|
|
6,808 |
|
|
|
123,293 |
|
FXCM, Inc., Class A |
|
|
|
|
3,010 |
|
|
|
42,200 |
|
GAMCO Investors, Inc. |
|
|
|
|
1,202 |
|
|
|
47,347 |
|
GFI Group, Inc. |
|
|
|
|
12,886 |
|
|
|
51,802 |
|
Gladstone Capital Corp. |
|
|
|
|
3,842 |
|
|
|
26,356 |
|
Gladstone Investment Corp. |
|
|
|
|
4,035 |
|
|
|
27,438 |
|
Gleacher & Co., Inc.* |
|
|
|
|
13,234 |
|
|
|
15,748 |
|
Golub Capital BDC, Inc. |
|
|
|
|
1,773 |
|
|
|
26,329 |
|
Harris & Harris Group, Inc.* |
|
|
|
|
5,219 |
|
|
|
18,527 |
|
Hercules Technology Growth Capital, Inc. |
|
|
|
|
7,825 |
|
|
|
66,669 |
|
HFF, Inc. Class A* |
|
|
|
|
5,238 |
|
|
|
45,780 |
|
ICG Group, Inc.* |
|
|
|
|
6,576 |
|
|
|
60,565 |
|
INTL FCStone, Inc.* |
|
|
|
|
2,358 |
|
|
|
48,952 |
|
Investment Technology Group, Inc.* |
|
|
|
|
7,349 |
|
|
|
71,947 |
|
JMP Group, Inc. |
|
|
|
|
2,668 |
|
|
|
15,501 |
|
KBW, Inc. |
|
|
|
|
6,461 |
|
|
|
89,097 |
|
Knight Capital Group, Inc.* |
|
|
|
|
17,605 |
|
|
|
214,077 |
|
Kohlberg Capital Corp. |
|
|
|
|
3,511 |
|
|
|
20,539 |
|
Ladenburg Thalmann Financial Services, Inc.* |
|
|
|
|
19,326 |
|
|
|
29,955 |
|
Main Street Capital Corp. |
|
|
|
|
3,577 |
|
|
|
63,528 |
|
MCG Capital Corp. |
|
|
|
|
13,804 |
|
|
|
54,664 |
|
Medallion Financial Corp. |
|
|
|
|
2,612 |
|
|
|
24,292 |
|
Medley Capital Corp. |
|
|
|
|
2,032 |
|
|
|
20,483 |
|
MF Global Holdings Ltd.* |
|
|
|
|
29,159 |
|
|
|
120,427 |
|
MVC Capital, Inc. |
|
|
|
|
4,258 |
|
|
|
44,581 |
|
New Mountain Finance Corp. |
|
|
|
|
1,303 |
|
|
|
16,561 |
|
NGP Capital Resources Co. |
|
|
|
|
3,929 |
|
|
|
25,696 |
|
Oppenheimer Holdings, Inc., Class A |
|
|
|
|
1,843 |
|
|
|
29,562 |
|
PennantPark Investment Corp. |
|
|
|
|
8,156 |
|
|
|
72,752 |
|
Piper Jaffray Cos., Inc.* |
|
|
|
|
2,814 |
|
|
|
50,455 |
|
Prospect Capital Corp. |
|
|
|
|
19,440 |
|
|
|
163,490 |
|
Pzena Investment Management, Inc. Class A |
|
|
|
|
1,359 |
|
|
|
4,458 |
|
Safeguard Scientifics, Inc.* |
|
|
|
|
3,690 |
|
|
|
55,350 |
|
Solar Capital Ltd. |
|
|
|
|
6,519 |
|
|
|
131,227 |
|
Solar Senior Capital Ltd. |
|
|
|
|
1,418 |
|
|
|
20,263 |
|
Stifel Financial Corp.* |
|
|
|
|
9,450 |
|
|
|
250,992 |
|
SWS Group, Inc. |
|
|
|
|
5,332 |
|
|
|
25,007 |
|
ThL Credit, Inc. |
|
|
|
|
1,588 |
|
|
|
17,341 |
|
TICC Capital Corp. |
|
|
|
|
5,865 |
|
|
|
47,917 |
|
Triangle Capital Corp. |
|
|
|
|
3,938 |
|
|
|
59,936 |
|
Virtus Investment Partners, Inc.* |
|
|
|
|
981 |
|
|
|
52,601 |
|
Walter Investment Management Corp. |
|
|
|
|
4,555 |
|
|
|
104,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Westwood Holdings Group, Inc. |
|
|
|
|
1,090 |
|
|
$ |
37,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,621,584 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.0% |
|
American Vanguard Corp. |
|
|
|
|
3,877 |
|
|
|
43,267 |
|
Arch Chemicals, Inc. |
|
|
|
|
4,060 |
|
|
|
190,495 |
|
Balchem Corp. |
|
|
|
|
5,066 |
|
|
|
189,012 |
|
Calgon Carbon Corp.* |
|
|
|
|
10,012 |
|
|
|
145,875 |
|
Chase Corp. |
|
|
|
|
1,059 |
|
|
|
11,384 |
|
Chemtura Corp.* |
|
|
|
|
17,112 |
|
|
|
171,633 |
|
Ferro Corp.* |
|
|
|
|
15,400 |
|
|
|
94,710 |
|
Flotek Industries, Inc.* |
|
|
|
|
8,881 |
|
|
|
41,474 |
|
H.B. Fuller Co. |
|
|
|
|
8,787 |
|
|
|
160,099 |
|
FutureFuel Corp. |
|
|
|
|
3,304 |
|
|
|
34,362 |
|
Georgia Gulf Corp.* |
|
|
|
|
6,032 |
|
|
|
83,423 |
|
Hawkins, Inc. |
|
|
|
|
1,510 |
|
|
|
48,078 |
|
Innophos Holdings, Inc. |
|
|
|
|
3,854 |
|
|
|
153,659 |
|
Innospec, Inc.* |
|
|
|
|
4,206 |
|
|
|
101,827 |
|
KMG Chemicals, Inc. |
|
|
|
|
1,194 |
|
|
|
14,710 |
|
Koppers Holdings, Inc. |
|
|
|
|
3,656 |
|
|
|
93,630 |
|
Kraton Performance Polymers, Inc.* |
|
|
|
|
5,666 |
|
|
|
91,676 |
|
Landec Corp.* |
|
|
|
|
4,749 |
|
|
|
25,265 |
|
LSB Industries, Inc.* |
|
|
|
|
3,258 |
|
|
|
93,407 |
|
Minerals Technologies, Inc. |
|
|
|
|
3,150 |
|
|
|
155,200 |
|
NewMarket Corp. |
|
|
|
|
1,587 |
|
|
|
241,018 |
|
NL Industries, Inc. |
|
|
|
|
1,267 |
|
|
|
15,876 |
|
Olin Corp. |
|
|
|
|
13,977 |
|
|
|
251,726 |
|
OM Group, Inc.* |
|
|
|
|
5,500 |
|
|
|
142,835 |
|
Omnova Solutions, Inc.* |
|
|
|
|
7,853 |
|
|
|
28,114 |
|
PolyOne Corp. |
|
|
|
|
16,583 |
|
|
|
177,604 |
|
Quaker Chemical Corp. |
|
|
|
|
2,278 |
|
|
|
59,046 |
|
Schulman A, Inc. |
|
|
|
|
5,477 |
|
|
|
93,054 |
|
Senomyx, Inc.* |
|
|
|
|
7,184 |
|
|
|
25,216 |
|
Sensient Technologies Corp. |
|
|
|
|
8,848 |
|
|
|
288,002 |
|
Spartech Corp.* |
|
|
|
|
5,598 |
|
|
|
17,914 |
|
Stepan Co. |
|
|
|
|
1,432 |
|
|
|
96,202 |
|
STR Holdings, Inc.* |
|
|
|
|
5,421 |
|
|
|
43,964 |
|
TPC Group, Inc.* |
|
|
|
|
2,346 |
|
|
|
47,108 |
|
Zep, Inc. |
|
|
|
|
3,910 |
|
|
|
58,728 |
|
Zoltek Cos., Inc.* |
|
|
|
|
4,930 |
|
|
|
31,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,561,293 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 5.7% |
|
1st Source Corp. |
|
|
|
|
2,780 |
|
|
|
57,907 |
|
1st United Bancorp, Inc.* |
|
|
|
|
5,034 |
|
|
|
24,818 |
|
Alliance Financial Corp. |
|
|
|
|
921 |
|
|
|
25,834 |
|
Ameris Bancorp* |
|
|
|
|
4,313 |
|
|
|
37,566 |
|
Ames National Corp. |
|
|
|
|
1,609 |
|
|
|
25,149 |
|
Arrow Financial Corp. |
|
|
|
|
1,892 |
|
|
|
42,099 |
|
Bancfirst Corp. |
|
|
|
|
1,262 |
|
|
|
41,848 |
|
Banco Latinoamericano de Comercio Exterior SA, Class E |
|
PA |
|
|
5,015 |
|
|
|
76,379 |
|
Bancorp Rhode Island, Inc. |
|
|
|
|
647 |
|
|
|
27,426 |
|
BancorpSouth, Inc. |
|
|
|
|
14,991 |
|
|
|
131,621 |
|
Bank Of Kentucky Financial Corp. |
|
|
|
|
1,030 |
|
|
|
20,868 |
|
Bank of Marin Bancorp |
|
|
|
|
971 |
|
|
|
32,082 |
|
Bank Of The Ozarks, Inc. |
|
|
|
|
5,069 |
|
|
|
106,094 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Banner Corp. |
|
|
|
|
3,044 |
|
|
$ |
38,933 |
|
Boston Private Financial Holdings, Inc. |
|
|
|
|
13,899 |
|
|
|
81,726 |
|
Bridge Bancorp, Inc. |
|
|
|
|
1,344 |
|
|
|
24,595 |
|
Bridge Capital Holdings* |
|
|
|
|
1,593 |
|
|
|
16,026 |
|
Bryn Mawr Bank Corp. |
|
|
|
|
1,993 |
|
|
|
33,024 |
|
Camden National Corp. |
|
|
|
|
1,428 |
|
|
|
38,884 |
|
Cape Bancorp, Inc.* |
|
|
|
|
1,945 |
|
|
|
13,751 |
|
Capital Bank Corp.* |
|
|
|
|
2,292 |
|
|
|
4,767 |
|
Capital City Bank Group, Inc. |
|
|
|
|
2,070 |
|
|
|
21,528 |
|
Cardinal Financial Corp. |
|
|
|
|
5,251 |
|
|
|
45,264 |
|
Cascade Bancorp* |
|
|
|
|
1,260 |
|
|
|
7,346 |
|
Cathay General Bancorp |
|
|
|
|
14,069 |
|
|
|
160,105 |
|
Center Bancorp, Inc. |
|
|
|
|
2,332 |
|
|
|
22,504 |
|
Center Financial Corp.* |
|
|
|
|
6,474 |
|
|
|
30,363 |
|
Centerstate Banks, Inc. |
|
|
|
|
5,590 |
|
|
|
29,236 |
|
Central Pacific Financial Corp.* |
|
|
|
|
2,774 |
|
|
|
28,628 |
|
Century Bancorp, Inc., Class A |
|
|
|
|
642 |
|
|
|
14,907 |
|
Chemical Financial Corp. |
|
|
|
|
5,038 |
|
|
|
77,132 |
|
Citizens & Northern Corp. |
|
|
|
|
2,255 |
|
|
|
33,509 |
|
City Holding Co. |
|
|
|
|
2,809 |
|
|
|
75,815 |
|
CNB Financial Corp. |
|
|
|
|
2,311 |
|
|
|
29,627 |
|
Cobiz Financial, Inc. |
|
|
|
|
6,137 |
|
|
|
27,432 |
|
Columbia Banking System, Inc. |
|
|
|
|
7,104 |
|
|
|
101,729 |
|
Community Banking Systems, Inc. |
|
|
|
|
6,647 |
|
|
|
150,820 |
|
Community Trust Bancorp, Inc. |
|
|
|
|
2,600 |
|
|
|
60,554 |
|
CVB Financial Corp. |
|
|
|
|
16,065 |
|
|
|
123,540 |
|
Eagle Bancorp, Inc.* |
|
|
|
|
3,085 |
|
|
|
36,310 |
|
Encore Bancshares, Inc.* |
|
|
|
|
1,501 |
|
|
|
16,001 |
|
Enterprise Bancorp, Inc. |
|
|
|
|
1,044 |
|
|
|
12,873 |
|
Enterprise Financial Services Corp. |
|
|
|
|
2,873 |
|
|
|
39,044 |
|
F.N.B. Corp. |
|
|
|
|
22,844 |
|
|
|
195,773 |
|
Financial Institutions, Inc. |
|
|
|
|
2,515 |
|
|
|
35,864 |
|
First Bancorp |
|
|
|
|
2,673 |
|
|
|
26,837 |
|
First Bancorp, Inc. |
|
|
|
|
1,702 |
|
|
|
21,428 |
|
First Busey Corp. |
|
|
|
|
14,126 |
|
|
|
61,448 |
|
First Commonwealth Financial Corp. |
|
|
|
|
18,928 |
|
|
|
70,034 |
|
First Community Bancshares, Inc. |
|
|
|
|
2,948 |
|
|
|
30,070 |
|
First Connecticut Bancorp Inc.* |
|
|
|
|
2,750 |
|
|
|
31,130 |
|
First Financial Bancorp |
|
|
|
|
10,483 |
|
|
|
144,665 |
|
First Financial Bankshares, Inc. |
|
|
|
|
5,697 |
|
|
|
149,034 |
|
First Financial Corp. |
|
|
|
|
2,070 |
|
|
|
56,946 |
|
First Interstate BancSystem, Inc. |
|
|
|
|
2,876 |
|
|
|
30,802 |
|
First Merchants Corp. |
|
|
|
|
4,629 |
|
|
|
32,634 |
|
First Midwest Bancorp, Inc. |
|
|
|
|
13,375 |
|
|
|
97,905 |
|
FirstMerit Corp. |
|
|
|
|
19,026 |
|
|
|
216,135 |
|
German American Bancorp, Inc. |
|
|
|
|
2,375 |
|
|
|
38,285 |
|
Glacier Bancorp, Inc. |
|
|
|
|
12,970 |
|
|
|
121,529 |
|
Great Southern Bancorp, Inc. |
|
|
|
|
1,912 |
|
|
|
32,083 |
|
Hampton Roads Bankshares, Inc.* |
|
|
|
|
1,759 |
|
|
|
8,267 |
|
Hancock Holding Co. |
|
|
|
|
7,194 |
|
|
|
192,655 |
|
Hanmi Financial Corp.* |
|
|
|
|
28,670 |
|
|
|
23,796 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Heartland Financial USA, Inc. |
|
|
|
|
2,528 |
|
|
$ |
35,847 |
|
Heritage Commerce Corp.* |
|
|
|
|
3,996 |
|
|
|
15,385 |
|
Heritage Financial Corp. |
|
|
|
|
2,661 |
|
|
|
29,377 |
|
Home Bancshares, Inc. |
|
|
|
|
4,079 |
|
|
|
86,556 |
|
Hudson Valley Holding Corp. |
|
|
|
|
2,596 |
|
|
|
45,248 |
|
IBERIABANK Corp. |
|
|
|
|
5,200 |
|
|
|
244,712 |
|
Independent Bank Corp. Massachusetts |
|
|
|
|
3,881 |
|
|
|
84,373 |
|
International Bancshares Corp. |
|
|
|
|
9,588 |
|
|
|
126,082 |
|
Investors Bancorp, Inc.* |
|
|
|
|
8,302 |
|
|
|
104,854 |
|
Lakeland Bancorp, Inc. |
|
|
|
|
4,078 |
|
|
|
31,890 |
|
Lakeland Financial Corp. |
|
|
|
|
2,766 |
|
|
|
57,146 |
|
MainSource Financial Group, Inc. |
|
|
|
|
3,684 |
|
|
|
32,125 |
|
MB Financial, Inc. |
|
|
|
|
9,743 |
|
|
|
143,417 |
|
Merchants Bancshares, Inc. |
|
|
|
|
882 |
|
|
|
23,620 |
|
Metro Bancorp, Inc.* |
|
|
|
|
2,547 |
|
|
|
22,032 |
|
MidSouth Bancorp, Inc. |
|
|
|
|
1,529 |
|
|
|
16,437 |
|
Nara Bancorp, Inc.* |
|
|
|
|
6,974 |
|
|
|
42,332 |
|
National Bankshares, Inc. |
|
|
|
|
1,345 |
|
|
|
32,455 |
|
National Penn Bancshares, Inc. |
|
|
|
|
22,187 |
|
|
|
155,531 |
|
NBT Bancorp, Inc. |
|
|
|
|
6,270 |
|
|
|
116,747 |
|
Northfield Bancorp, Inc. |
|
|
|
|
3,087 |
|
|
|
40,872 |
|
Old National Bancorp |
|
|
|
|
17,028 |
|
|
|
158,701 |
|
OmniAmerican Bancorp, Inc.* |
|
|
|
|
2,119 |
|
|
|
28,924 |
|
Oriental Financial Group |
|
PR |
|
|
8,132 |
|
|
|
78,636 |
|
Orrstown Financial Services, Inc. |
|
|
|
|
1,291 |
|
|
|
16,589 |
|
Pacific Capital Bancorp* |
|
|
|
|
830 |
|
|
|
21,182 |
|
Pacific Continental Corp. |
|
|
|
|
3,275 |
|
|
|
23,220 |
|
PacWest Bancorp |
|
|
|
|
5,459 |
|
|
|
76,099 |
|
Park National Corp. |
|
|
|
|
2,247 |
|
|
|
118,821 |
|
Park Sterling Corp.* |
|
|
|
|
5,420 |
|
|
|
18,536 |
|
Penns Woods Bancorp, Inc. |
|
|
|
|
753 |
|
|
|
24,661 |
|
Peoples Bancorp, Inc. |
|
|
|
|
1,854 |
|
|
|
20,394 |
|
Pinnacle Financial Partners, Inc.* |
|
|
|
|
6,122 |
|
|
|
66,975 |
|
PrivateBancorp, Inc. |
|
|
|
|
10,753 |
|
|
|
80,863 |
|
Prosperity Bancshares, Inc. |
|
|
|
|
8,301 |
|
|
|
271,277 |
|
Renasant Corp. |
|
|
|
|
4,602 |
|
|
|
58,584 |
|
Republic Bancorp, Inc. |
|
|
|
|
1,833 |
|
|
|
32,462 |
|
S&T Bancorp, Inc. |
|
|
|
|
5,092 |
|
|
|
82,287 |
|
S.Y. Bancorp, Inc. |
|
|
|
|
2,291 |
|
|
|
42,658 |
|
Sandy Spring Bancorp, Inc. |
|
|
|
|
4,340 |
|
|
|
63,494 |
|
SCBT Financial Corp. |
|
|
|
|
2,582 |
|
|
|
63,724 |
|
Seacoast Banking Corp of Florida* |
|
|
|
|
13,943 |
|
|
|
20,496 |
|
Sierra Bancorp |
|
|
|
|
2,135 |
|
|
|
19,535 |
|
Signature Bank* |
|
|
|
|
8,184 |
|
|
|
390,622 |
|
Simmons First National Corp., Class A |
|
|
|
|
3,181 |
|
|
|
69,028 |
|
Southside Bancshares, Inc. |
|
|
|
|
3,036 |
|
|
|
54,678 |
|
Southwest Bancorp, Inc.* |
|
|
|
|
3,790 |
|
|
|
15,994 |
|
State Bancorp, Inc. |
|
|
|
|
2,805 |
|
|
|
29,649 |
|
State Bank Financial Corp.* |
|
|
|
|
5,676 |
|
|
|
71,631 |
|
Stellarone Corp. |
|
|
|
|
4,152 |
|
|
|
41,312 |
|
Sterling Bancorp |
|
|
|
|
5,720 |
|
|
|
41,527 |
|
Sterling Financial Corp.* |
|
|
|
|
4,865 |
|
|
|
60,229 |
|
Suffolk Bancorp |
|
|
|
|
1,986 |
|
|
|
16,524 |
|
Sun Bancorp, Inc.* |
|
|
|
|
7,214 |
|
|
|
19,117 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Susquehanna Bancshares, Inc. |
|
|
|
|
23,255 |
|
|
$ |
127,205 |
|
SVB Financial Group* |
|
|
|
|
7,574 |
|
|
|
280,238 |
|
Taylor Capital Group, Inc.* |
|
|
|
|
1,992 |
|
|
|
12,789 |
|
Texas Capital Bancshares Inc* |
|
|
|
|
6,675 |
|
|
|
152,524 |
|
The Bancorp, Inc.* |
|
|
|
|
5,268 |
|
|
|
37,719 |
|
The First of Long Island Corp. |
|
|
|
|
1,477 |
|
|
|
33,469 |
|
Tompkins Financial Corp. |
|
|
|
|
1,519 |
|
|
|
54,350 |
|
Tower Bancorp, Inc. |
|
|
|
|
1,937 |
|
|
|
40,561 |
|
TowneBank |
|
|
|
|
4,406 |
|
|
|
50,096 |
|
Trico Bancshares |
|
|
|
|
2,684 |
|
|
|
32,933 |
|
Trustmark Corp. |
|
|
|
|
11,313 |
|
|
|
205,331 |
|
UMB Financial Corp. |
|
|
|
|
5,691 |
|
|
|
182,567 |
|
Umpqua Holdings Corp. |
|
|
|
|
20,576 |
|
|
|
180,863 |
|
Union First Market Bankshares Corp. |
|
|
|
|
3,698 |
|
|
|
39,643 |
|
United Bankshares, Inc. |
|
|
|
|
5,778 |
|
|
|
116,080 |
|
United Community Banks, Inc.* |
|
|
|
|
7,470 |
|
|
|
63,420 |
|
Univest Corp. Of Pennsylvania |
|
|
|
|
3,116 |
|
|
|
41,536 |
|
Virginia Commerce Bancorp, Inc.* |
|
|
|
|
4,131 |
|
|
|
24,249 |
|
Washington Banking Co. |
|
|
|
|
2,748 |
|
|
|
26,738 |
|
Washington Trust Bancorp, Inc. |
|
|
|
|
2,606 |
|
|
|
51,547 |
|
Webster Financial Corp. |
|
|
|
|
12,580 |
|
|
|
192,474 |
|
WesBanco, Inc. |
|
|
|
|
4,202 |
|
|
|
72,737 |
|
West Bancorporation |
|
|
|
|
2,953 |
|
|
|
25,041 |
|
West Coast Bancorp* |
|
|
|
|
3,057 |
|
|
|
42,798 |
|
Westamerica Bancorporation |
|
|
|
|
5,098 |
|
|
|
195,355 |
|
Western Alliance Bancorp* |
|
|
|
|
12,510 |
|
|
|
68,555 |
|
Wilshire Bancorp, Inc.* |
|
|
|
|
11,495 |
|
|
|
31,496 |
|
Wintrust Financial Corp. |
|
|
|
|
6,099 |
|
|
|
157,415 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,888,180 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 2.6% |
|
ABM Industries, Inc. |
|
|
|
|
9,417 |
|
|
|
179,488 |
|
Acco Brands Corp.* |
|
|
|
|
9,814 |
|
|
|
46,813 |
|
American Reprographics Co.* |
|
|
|
|
6,484 |
|
|
|
21,786 |
|
APAC Customer Services, Inc.* |
|
|
|
|
5,582 |
|
|
|
47,559 |
|
AT Cross Co., Class A* |
|
|
|
|
1,727 |
|
|
|
19,481 |
|
Casella Waste Systems, Inc., Class A* |
|
|
|
|
4,310 |
|
|
|
22,671 |
|
Cenveo, Inc.* |
|
|
|
|
10,015 |
|
|
|
30,145 |
|
Clean Harbors, Inc.* |
|
|
|
|
8,287 |
|
|
|
425,123 |
|
Consolidated Graphics, Inc.* |
|
|
|
|
1,597 |
|
|
|
58,338 |
|
Courier Corp. |
|
|
|
|
1,737 |
|
|
|
11,360 |
|
Deluxe Corp. |
|
|
|
|
9,144 |
|
|
|
170,078 |
|
EnergySolutions, Inc.* |
|
|
|
|
14,424 |
|
|
|
50,917 |
|
Enernoc, Inc.* |
|
|
|
|
4,203 |
|
|
|
37,827 |
|
Ennis, Inc. |
|
|
|
|
4,627 |
|
|
|
60,429 |
|
Fuel Tech, Inc.* |
|
|
|
|
3,120 |
|
|
|
18,158 |
|
G&K Services, Inc. |
|
|
|
|
3,308 |
|
|
|
84,486 |
|
Geo Group, Inc.* |
|
|
|
|
11,510 |
|
|
|
213,626 |
|
Healthcare Services Group, Inc. |
|
|
|
|
11,804 |
|
|
|
190,517 |
|
Heritage-Crystal Clean, Inc.* |
|
|
|
|
778 |
|
|
|
14,128 |
|
Herman Miller, Inc. |
|
|
|
|
10,182 |
|
|
|
181,851 |
|
Higher One Holdings, Inc.* |
|
|
|
|
5,435 |
|
|
|
88,427 |
|
HNI Corp. |
|
|
|
|
7,968 |
|
|
|
152,428 |
|
Innerworkings, Inc.* |
|
|
|
|
4,571 |
|
|
|
35,837 |
|
Interface, Inc. |
|
|
|
|
9,363 |
|
|
|
111,045 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Intersections, Inc. |
|
|
|
|
1,565 |
|
|
$ |
20,110 |
|
Kimball International, Inc. |
|
|
|
|
5,606 |
|
|
|
27,245 |
|
Knoll, Inc. |
|
|
|
|
8,502 |
|
|
|
116,477 |
|
M&F Worldwide Corp.* |
|
|
|
|
1,817 |
|
|
|
44,735 |
|
McGrath Rentcorp. |
|
|
|
|
4,310 |
|
|
|
102,535 |
|
Metalico, Inc.* |
|
|
|
|
7,171 |
|
|
|
27,967 |
|
Mine Safety Appliances Co. |
|
|
|
|
4,843 |
|
|
|
130,567 |
|
Mobile Mini, Inc.* |
|
|
|
|
6,518 |
|
|
|
107,156 |
|
Multi-color Corp. |
|
|
|
|
2,008 |
|
|
|
45,361 |
|
Quad Graphics, Inc. |
|
|
|
|
4,484 |
|
|
|
81,026 |
|
Rollins, Inc. |
|
|
|
|
11,306 |
|
|
|
211,535 |
|
Schawk, Inc. |
|
|
|
|
2,161 |
|
|
|
21,329 |
|
Standard Parking Corp.* |
|
|
|
|
2,754 |
|
|
|
43,073 |
|
Steelcase, Inc., Class A |
|
|
|
|
14,109 |
|
|
|
89,028 |
|
Swisher Hygiene, Inc.* |
|
|
|
|
15,072 |
|
|
|
61,042 |
|
SYKES Enterprises, Inc.* |
|
|
|
|
7,429 |
|
|
|
111,064 |
|
Team, Inc.* |
|
|
|
|
3,440 |
|
|
|
72,171 |
|
Tetra Tech, Inc.* |
|
|
|
|
11,087 |
|
|
|
207,770 |
|
The Brinks Co. |
|
|
|
|
8,295 |
|
|
|
193,356 |
|
TMS International Corp., Class A* |
|
|
|
|
2,201 |
|
|
|
16,023 |
|
TRC Companies, Inc.* |
|
|
|
|
3,039 |
|
|
|
9,147 |
|
UniFirst Corp. |
|
|
|
|
2,505 |
|
|
|
113,451 |
|
United Stationers, Inc. |
|
|
|
|
8,002 |
|
|
|
218,054 |
|
US Ecology, Inc. |
|
|
|
|
3,233 |
|
|
|
50,015 |
|
Viad Corp. |
|
|
|
|
3,609 |
|
|
|
61,281 |
|
WCA Waste Corp.* |
|
|
|
|
3,034 |
|
|
|
12,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,466,900 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 2.2% |
|
ADTRAN, Inc. |
|
|
|
|
11,347 |
|
|
|
300,242 |
|
Anaren, Inc.* |
|
|
|
|
2,710 |
|
|
|
51,896 |
|
Arris Group, Inc.* |
|
|
|
|
21,974 |
|
|
|
226,332 |
|
Aruba Networks, Inc.* |
|
|
|
|
15,018 |
|
|
|
314,026 |
|
Aviat Networks, Inc.* |
|
|
|
|
10,585 |
|
|
|
24,875 |
|
Bel Fuse, Inc., Class B |
|
|
|
|
1,879 |
|
|
|
29,294 |
|
Bigband Networks* |
|
|
|
|
7,325 |
|
|
|
9,376 |
|
Black Box Corp. |
|
|
|
|
3,192 |
|
|
|
68,149 |
|
Blue Coat Systems, Inc.* |
|
|
|
|
7,744 |
|
|
|
107,487 |
|
Calix, Inc.* |
|
|
|
|
6,686 |
|
|
|
52,151 |
|
Communications Systems, Inc. |
|
|
|
|
1,163 |
|
|
|
15,119 |
|
Comtech Telecommunications Corp. |
|
|
|
|
4,721 |
|
|
|
132,613 |
|
DG Fastchannel, Inc.* |
|
|
|
|
4,865 |
|
|
|
82,462 |
|
Dialogic, Inc.* |
|
|
|
|
2,474 |
|
|
|
4,577 |
|
Digi International, Inc.* |
|
|
|
|
4,544 |
|
|
|
49,984 |
|
Emcore Corp.* |
|
|
|
|
15,315 |
|
|
|
15,162 |
|
Emulex Corp.* |
|
|
|
|
15,636 |
|
|
|
100,070 |
|
Extreme Networks, Inc.* |
|
|
|
|
16,037 |
|
|
|
42,498 |
|
Finisar Corp.* |
|
|
|
|
15,747 |
|
|
|
276,202 |
|
Globecomm Systems Inc* |
|
|
|
|
4,028 |
|
|
|
54,418 |
|
Harmonic, Inc.* |
|
|
|
|
20,402 |
|
|
|
86,913 |
|
Infinera Corp.* |
|
|
|
|
18,580 |
|
|
|
143,438 |
|
Interdigital, Inc. |
|
|
|
|
8,014 |
|
|
|
373,292 |
|
Ixia* |
|
|
|
|
6,873 |
|
|
|
52,716 |
|
KVH Industries, Inc.* |
|
|
|
|
2,743 |
|
|
|
21,697 |
|
Loral Space & Communications, Inc.* |
|
|
|
|
1,944 |
|
|
|
97,394 |
|
Meru Networks, Inc.* |
|
|
|
|
1,862 |
|
|
|
15,175 |
|
NETGEAR, Inc.* |
|
|
|
|
6,511 |
|
|
|
168,570 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
NumereX Corp.* |
|
|
|
|
1,785 |
|
|
$ |
9,925 |
|
Oclaro, Inc.* |
|
|
|
|
9,206 |
|
|
|
33,510 |
|
Oplink Communications, Inc.* |
|
|
|
|
3,235 |
|
|
|
48,978 |
|
Opnext, Inc.* |
|
|
|
|
7,628 |
|
|
|
9,535 |
|
Orbcomm, Inc.* |
|
|
|
|
5,631 |
|
|
|
14,359 |
|
Plantronics, Inc. |
|
|
|
|
8,414 |
|
|
|
239,378 |
|
Powerwave Technologies, Inc.* |
|
|
|
|
28,196 |
|
|
|
48,497 |
|
Procera Networks, Inc.* |
|
|
|
|
2,574 |
|
|
|
24,710 |
|
Shoretel, Inc.* |
|
|
|
|
8,371 |
|
|
|
41,688 |
|
Sonus Networks, Inc.* |
|
|
|
|
37,424 |
|
|
|
81,210 |
|
Sycamore Networks, Inc. |
|
|
|
|
3,558 |
|
|
|
64,222 |
|
Symmetricom, Inc.* |
|
|
|
|
7,643 |
|
|
|
33,171 |
|
Tekelec, Inc.* |
|
|
|
|
10,956 |
|
|
|
66,174 |
|
Viasat, Inc.* |
|
|
|
|
6,341 |
|
|
|
211,219 |
|
Westell Technologies, Inc., Class A* |
|
|
|
|
9,128 |
|
|
|
19,716 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,862,420 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 0.6% |
|
Avid Technology, Inc.* |
|
|
|
|
5,317 |
|
|
|
41,154 |
|
Cray, Inc.* |
|
|
|
|
6,411 |
|
|
|
34,042 |
|
Dot Hill Systems Corp.* |
|
|
|
|
9,598 |
|
|
|
14,493 |
|
Eletronics for Imaging, Inc.* |
|
|
|
|
8,283 |
|
|
|
111,572 |
|
Imation Corp.* |
|
|
|
|
5,188 |
|
|
|
37,924 |
|
Immersion Corp.* |
|
|
|
|
5,061 |
|
|
|
30,265 |
|
Intermec, Inc.* |
|
|
|
|
10,597 |
|
|
|
69,092 |
|
Intevac, Inc.* |
|
|
|
|
4,134 |
|
|
|
28,897 |
|
Novatel Wireless, Inc.* |
|
|
|
|
5,914 |
|
|
|
17,860 |
|
OCZ Technology Group, Inc.* |
|
|
|
|
9,200 |
|
|
|
44,620 |
|
Quantum Corp.* |
|
|
|
|
40,127 |
|
|
|
72,630 |
|
Rimage Corp. |
|
|
|
|
1,658 |
|
|
|
20,974 |
|
Silicon Graphics International Corp.* |
|
|
|
|
5,513 |
|
|
|
65,715 |
|
STEC, Inc.* |
|
|
|
|
7,325 |
|
|
|
74,275 |
|
Stratasys, Inc.* |
|
|
|
|
3,766 |
|
|
|
69,822 |
|
Super Micro Computer, Inc.* |
|
|
|
|
4,769 |
|
|
|
59,756 |
|
Synaptics, Inc.* |
|
|
|
|
5,606 |
|
|
|
133,983 |
|
Xyratex, Ltd. |
|
BM |
|
|
5,367 |
|
|
|
49,752 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
976,826 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION & ENGINEERING 0.7% |
|
Argan, Inc.* |
|
|
|
|
1,330 |
|
|
|
13,539 |
|
Comfort Systems USA, Inc. |
|
|
|
|
6,765 |
|
|
|
56,285 |
|
Dycom Industries, Inc.* |
|
|
|
|
6,247 |
|
|
|
95,579 |
|
EMCOR Group, Inc.* |
|
|
|
|
11,571 |
|
|
|
235,238 |
|
Furmanite Corp.* |
|
|
|
|
6,577 |
|
|
|
35,582 |
|
Granite Construction, Inc. |
|
|
|
|
6,866 |
|
|
|
128,875 |
|
Great Lakes Dredge & Dock Co. |
|
|
|
|
10,638 |
|
|
|
43,297 |
|
Insituform Technologies, Inc., Class A* |
|
|
|
|
7,016 |
|
|
|
81,245 |
|
Layne Christensen Co.* |
|
|
|
|
3,467 |
|
|
|
80,088 |
|
Mastec, Inc.* |
|
|
|
|
10,056 |
|
|
|
177,086 |
|
Michael Baker Corp.* |
|
|
|
|
1,490 |
|
|
|
28,504 |
|
Myr Group, Inc.* |
|
|
|
|
3,553 |
|
|
|
62,675 |
|
Northwest Pipe Co.* |
|
|
|
|
1,623 |
|
|
|
32,931 |
|
Orion Marine Group, Inc.* |
|
|
|
|
4,856 |
|
|
|
28,019 |
|
Pike Electric Corp.* |
|
|
|
|
2,963 |
|
|
|
20,059 |
|
Primoris Services Corp. |
|
|
|
|
4,782 |
|
|
|
50,020 |
|
Sterling Construction Co., Inc.* |
|
|
|
|
2,920 |
|
|
|
32,616 |
|
Tutor Perini Corp. |
|
|
|
|
5,517 |
|
|
|
63,390 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
UniTek Global Services, Inc.* |
|
|
|
|
1,703 |
|
|
$ |
8,447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,273,475 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION MATERIALS 0.2% |
|
Eagle Materials, Inc. |
|
|
|
|
7,924 |
|
|
|
131,935 |
|
Headwaters, Inc.* |
|
|
|
|
11,188 |
|
|
|
16,111 |
|
Texas Industries, Inc. |
|
|
|
|
4,048 |
|
|
|
128,483 |
|
United States Lime & Minerals, Inc.* |
|
|
|
|
426 |
|
|
|
16,997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
293,526 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER FINANCE 0.8% |
|
Advance America Cash Advance Centers, Inc. |
|
|
|
|
9,875 |
|
|
|
72,680 |
|
Cash America International, Inc. |
|
|
|
|
5,203 |
|
|
|
266,185 |
|
Credit Acceptance Corp.* |
|
|
|
|
1,204 |
|
|
|
77,489 |
|
DFC Global Corp.* |
|
|
|
|
7,746 |
|
|
|
169,250 |
|
EZCORP, Inc., Class A* |
|
|
|
|
8,300 |
|
|
|
236,882 |
|
First Cash Financial Services, Inc.* |
|
|
|
|
5,538 |
|
|
|
232,319 |
|
Imperial Holdings, Inc.* |
|
|
|
|
3,095 |
|
|
|
7,428 |
|
Nelnet, Inc., Class A |
|
|
|
|
4,633 |
|
|
|
87,008 |
|
Netspend Holdings, Inc.* |
|
|
|
|
5,242 |
|
|
|
26,944 |
|
Nicholas Financial, Inc. |
|
CA |
|
|
1,636 |
|
|
|
15,984 |
|
The First Marblehead Corp.* |
|
|
|
|
9,399 |
|
|
|
9,587 |
|
World Acceptance Corp.* |
|
|
|
|
2,690 |
|
|
|
150,506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,352,262 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & PACKAGING 0.1% |
|
AEP Industries, Inc.* |
|
|
|
|
504 |
|
|
|
11,189 |
|
Boise, Inc. |
|
|
|
|
18,549 |
|
|
|
95,898 |
|
Graphic Packaging Holding Co.* |
|
|
|
|
28,432 |
|
|
|
98,090 |
|
Myers Industries, Inc. |
|
|
|
|
5,685 |
|
|
|
57,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
262,880 |
|
|
|
|
|
|
|
|
|
|
|
|
DISTRIBUTORS 0.2% |
|
Audiovox Corp., Class A* |
|
|
|
|
3,114 |
|
|
|
17,096 |
|
Core-Mark Holding Co., Inc.* |
|
|
|
|
1,998 |
|
|
|
61,199 |
|
Pool Corp. |
|
|
|
|
8,435 |
|
|
|
220,828 |
|
Weyco Group, Inc. |
|
|
|
|
1,204 |
|
|
|
26,849 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
325,972 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED CONSUMER SERVICES 1.2% |
|
American Public Education, Inc.* |
|
|
|
|
3,165 |
|
|
|
107,610 |
|
Archipelago Learning, Inc.* |
|
|
|
|
2,179 |
|
|
|
18,304 |
|
Ascent Capital Group, Inc., Class A* |
|
|
|
|
2,543 |
|
|
|
99,991 |
|
Bridgepoint Education, Inc.* |
|
|
|
|
3,174 |
|
|
|
55,355 |
|
Cambium Learning Group, Inc.* |
|
|
|
|
2,737 |
|
|
|
8,184 |
|
Capella Education Co.* |
|
|
|
|
2,801 |
|
|
|
79,492 |
|
Coinstar, Inc.* |
|
|
|
|
5,507 |
|
|
|
220,280 |
|
Corinthian Colleges, Inc.* |
|
|
|
|
13,499 |
|
|
|
21,058 |
|
Grand Canyon Education, Inc.* |
|
|
|
|
5,094 |
|
|
|
82,268 |
|
Hillenbrand, Inc. |
|
|
|
|
11,141 |
|
|
|
204,994 |
|
K12, Inc.* |
|
|
|
|
4,611 |
|
|
|
117,396 |
|
Lincoln Educational Services Corp. |
|
|
|
|
4,138 |
|
|
|
33,476 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Mac-Gray Corp. |
|
|
|
|
2,079 |
|
|
$ |
26,840 |
|
Matthews International Corp. |
|
|
|
|
5,237 |
|
|
|
161,090 |
|
National American University Holdings, Inc. |
|
|
|
|
1,554 |
|
|
|
11,127 |
|
Regis Corp. |
|
|
|
|
10,246 |
|
|
|
144,366 |
|
Sothebys |
|
|
|
|
11,910 |
|
|
|
328,359 |
|
Steiner Leisure, Ltd.* |
|
BS |
|
|
2,665 |
|
|
|
108,652 |
|
Stewart Enterprises, Inc., Class A |
|
|
|
|
14,023 |
|
|
|
83,437 |
|
Strayer Education, Inc. |
|
|
|
|
2,183 |
|
|
|
167,371 |
|
Universal Technical Institute, Inc.* |
|
|
|
|
3,850 |
|
|
|
52,321 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,131,971 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 0.5% |
|
California First National Bancorp |
|
|
|
|
397 |
|
|
|
6,078 |
|
Compass Diversified Holding |
|
|
|
|
7,208 |
|
|
|
87,794 |
|
Encore Capital Group, Inc.* |
|
|
|
|
2,891 |
|
|
|
63,168 |
|
Gain Capital Holdings, Inc.* |
|
|
|
|
1,314 |
|
|
|
8,265 |
|
Marketaxess Holdings, Inc. |
|
|
|
|
5,107 |
|
|
|
132,884 |
|
Marlin Business Services Corp.* |
|
|
|
|
1,534 |
|
|
|
16,261 |
|
Newstar Financial, Inc.* |
|
|
|
|
4,886 |
|
|
|
45,635 |
|
PHH Corp.* |
|
|
|
|
9,984 |
|
|
|
160,543 |
|
Pico Holdings, Inc.* |
|
|
|
|
4,063 |
|
|
|
83,332 |
|
Portfolio Recovery Associates, Inc.* |
|
|
|
|
3,023 |
|
|
|
188,091 |
|
Primus Guaranty Ltd.* |
|
BM |
|
|
4,405 |
|
|
|
23,214 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
815,265 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED TELECOMMUNICATION SERVICES 0.8% |
|
8x8, Inc.* |
|
|
|
|
11,201 |
|
|
|
45,588 |
|
AboveNet, Inc. |
|
|
|
|
4,084 |
|
|
|
218,902 |
|
Alaska Communications Systems, Inc. |
|
|
|
|
8,087 |
|
|
|
53,051 |
|
Atlantic Tele-network, Inc. |
|
|
|
|
1,694 |
|
|
|
55,699 |
|
Boingo Wireless, Inc.* |
|
|
|
|
981 |
|
|
|
7,014 |
|
Cbeyond, Inc.* |
|
|
|
|
5,060 |
|
|
|
35,724 |
|
Cincinnati Bell, Inc.* |
|
|
|
|
35,363 |
|
|
|
109,272 |
|
Cogent Communications Group, Inc.* |
|
|
|
|
8,150 |
|
|
|
109,618 |
|
Consolidated Communications Holdings, Inc. |
|
|
|
|
4,647 |
|
|
|
83,878 |
|
FairPoint Communications, Inc.* |
|
|
|
|
3,900 |
|
|
|
16,770 |
|
General Communication, Inc. Class A* |
|
|
|
|
7,342 |
|
|
|
60,204 |
|
Global Crossing Ltd.* |
|
BM |
|
|
5,452 |
|
|
|
130,357 |
|
Globalstar, Inc.* |
|
|
|
|
17,284 |
|
|
|
7,069 |
|
HickoryTech Corp. |
|
|
|
|
2,361 |
|
|
|
22,713 |
|
IDT Corp., Class B |
|
|
|
|
2,488 |
|
|
|
50,755 |
|
inContact, Inc.* |
|
|
|
|
5,248 |
|
|
|
18,106 |
|
Iridium Communications, Inc.* |
|
|
|
|
7,781 |
|
|
|
48,242 |
|
Neutral Tandem, Inc.* |
|
|
|
|
5,608 |
|
|
|
54,285 |
|
PAETEC Holding Corp.* |
|
|
|
|
22,244 |
|
|
|
117,671 |
|
Premiere Global Services, Inc.* |
|
|
|
|
9,266 |
|
|
|
59,488 |
|
SureWest Communications |
|
|
|
|
2,366 |
|
|
|
24,772 |
|
Towerstream Corp.* |
|
|
|
|
7,631 |
|
|
|
19,535 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Vonage Holdings Corp.* |
|
|
|
|
24,652 |
|
|
$ |
64,095 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,412,808 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 1.6% |
|
ALLETE, Inc. |
|
|
|
|
5,628 |
|
|
|
206,154 |
|
Central Vermont Public Service Corp. |
|
|
|
|
2,373 |
|
|
|
83,553 |
|
Cleco Corp. |
|
|
|
|
10,795 |
|
|
|
368,541 |
|
El Paso Electric Co. |
|
|
|
|
7,413 |
|
|
|
237,883 |
|
IDACORP, Inc. |
|
|
|
|
8,767 |
|
|
|
331,217 |
|
MGE Energy, Inc. |
|
|
|
|
4,068 |
|
|
|
165,446 |
|
Otter Tail Corp. |
|
|
|
|
6,408 |
|
|
|
117,267 |
|
PNM Resources, Inc. |
|
|
|
|
15,074 |
|
|
|
247,666 |
|
Portland General Electric Co. |
|
|
|
|
13,320 |
|
|
|
315,551 |
|
The Empire District Electric Co. |
|
|
|
|
7,445 |
|
|
|
144,284 |
|
UIL Holdings Corp. |
|
|
|
|
8,939 |
|
|
|
294,361 |
|
Unisource Energy Corp. |
|
|
|
|
6,480 |
|
|
|
233,863 |
|
Unitil Corp. |
|
|
|
|
1,896 |
|
|
|
48,689 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,794,475 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 1.2% |
|
A123 Systems, Inc.* |
|
|
|
|
15,761 |
|
|
|
54,218 |
|
Active Power, Inc.* |
|
|
|
|
13,697 |
|
|
|
17,669 |
|
Acuity Brands, Inc. |
|
|
|
|
7,585 |
|
|
|
273,363 |
|
American Superconductor Corp.* |
|
|
|
|
8,048 |
|
|
|
31,629 |
|
AZZ, Inc. |
|
|
|
|
2,221 |
|
|
|
86,108 |
|
Belden, Inc. |
|
|
|
|
8,248 |
|
|
|
212,716 |
|
Brady Corp., Class A |
|
|
|
|
8,247 |
|
|
|
217,968 |
|
Broadwind Energy, Inc.* |
|
|
|
|
23,142 |
|
|
|
7,408 |
|
Capstone Turbine Corp.* |
|
|
|
|
44,218 |
|
|
|
44,218 |
|
Coleman Cable, Inc.* |
|
|
|
|
1,408 |
|
|
|
11,912 |
|
Encore Wire Corp. |
|
|
|
|
3,264 |
|
|
|
67,173 |
|
Ener1, Inc.* |
|
|
|
|
13,593 |
|
|
|
1,862 |
|
EnerSys* |
|
|
|
|
8,924 |
|
|
|
178,658 |
|
Franklin Electric Co., Inc. |
|
|
|
|
4,119 |
|
|
|
149,437 |
|
FuelCell Energy, Inc.* |
|
|
|
|
22,385 |
|
|
|
18,801 |
|
Generac Holdings, Inc.* |
|
|
|
|
4,413 |
|
|
|
83,009 |
|
Global Power Equipment Group, Inc.* |
|
|
|
|
2,769 |
|
|
|
64,435 |
|
II-VI, Inc.* |
|
|
|
|
9,197 |
|
|
|
160,947 |
|
LSI Industries, Inc. |
|
|
|
|
3,267 |
|
|
|
20,353 |
|
Powell Industries, Inc.* |
|
|
|
|
1,575 |
|
|
|
48,778 |
|
Powersecure International, Inc.* |
|
|
|
|
3,149 |
|
|
|
14,895 |
|
Preformed Line Products Co. |
|
|
|
|
411 |
|
|
|
18,824 |
|
Satcon Technology Corp.* |
|
|
|
|
15,129 |
|
|
|
14,373 |
|
Thermon Group Holdings, Inc.* |
|
|
|
|
1,797 |
|
|
|
24,835 |
|
Valence Technology, Inc.* |
|
|
|
|
13,432 |
|
|
|
13,969 |
|
Vicor Corp. |
|
|
|
|
3,427 |
|
|
|
29,986 |
|
Woodward Governor Co. |
|
|
|
|
10,800 |
|
|
|
295,920 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,163,464 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 2.4% |
|
Aeroflex Holding Corp.* |
|
|
|
|
3,642 |
|
|
|
33,142 |
|
Agilysys, Inc.* |
|
|
|
|
3,093 |
|
|
|
22,053 |
|
Anixter International, Inc. |
|
|
|
|
5,062 |
|
|
|
240,141 |
|
Benchmark Electronics, Inc.* |
|
|
|
|
10,751 |
|
|
|
139,871 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Brightpoint, Inc.* |
|
|
|
|
12,140 |
|
|
$ |
111,809 |
|
Checkpoint Systems, Inc.* |
|
|
|
|
7,133 |
|
|
|
96,866 |
|
Cognex Corp. |
|
|
|
|
7,257 |
|
|
|
196,737 |
|
Coherent, Inc.* |
|
|
|
|
4,364 |
|
|
|
187,477 |
|
CTS Corp. |
|
|
|
|
6,064 |
|
|
|
49,300 |
|
Daktronics, Inc. |
|
|
|
|
6,216 |
|
|
|
53,333 |
|
DDI Corp. |
|
|
|
|
2,776 |
|
|
|
20,098 |
|
DTS, Inc.* |
|
|
|
|
3,096 |
|
|
|
76,874 |
|
Echelon Corp.* |
|
|
|
|
6,349 |
|
|
|
44,506 |
|
Electro Rent Corp. |
|
|
|
|
3,323 |
|
|
|
45,891 |
|
Electro Scientific Industries, Inc.* |
|
|
|
|
4,014 |
|
|
|
47,726 |
|
eMagin Corp.* |
|
|
|
|
2,987 |
|
|
|
7,856 |
|
Fabrinet* |
|
KY |
|
|
3,621 |
|
|
|
67,713 |
|
FARO Technologies, Inc.* |
|
|
|
|
2,896 |
|
|
|
91,369 |
|
FEI Co.* |
|
|
|
|
6,781 |
|
|
|
203,159 |
|
Gerber Scientific, Inc.* |
|
|
|
|
4,364 |
|
|
|
44 |
|
GSI Group, Inc.* |
|
CA |
|
|
4,465 |
|
|
|
34,291 |
|
Identive Group, Inc.* |
|
|
|
|
6,740 |
|
|
|
13,413 |
|
Insight Enterprises, Inc.* |
|
|
|
|
8,281 |
|
|
|
125,374 |
|
KEMET Corp.* |
|
|
|
|
7,841 |
|
|
|
56,063 |
|
LeCroy Corp.* |
|
|
|
|
2,834 |
|
|
|
22,389 |
|
Littelfuse, Inc. |
|
|
|
|
4,040 |
|
|
|
162,448 |
|
Maxwell Technologies, Inc.* |
|
|
|
|
4,950 |
|
|
|
91,129 |
|
Measurement Specialties, Inc.* |
|
|
|
|
2,647 |
|
|
|
68,716 |
|
Mercury Computer Systems, Inc.* |
|
|
|
|
5,369 |
|
|
|
61,744 |
|
Methode Electronics, Inc. |
|
|
|
|
6,648 |
|
|
|
49,395 |
|
Microvision, Inc.* |
|
|
|
|
17,659 |
|
|
|
12,010 |
|
MTS Systems Corp. |
|
|
|
|
2,766 |
|
|
|
84,750 |
|
Multi Fineline Electronix, Inc.* |
|
|
|
|
1,610 |
|
|
|
32,103 |
|
NePhotonics Corp.* |
|
|
|
|
1,460 |
|
|
|
10,045 |
|
Newport Corp.* |
|
|
|
|
6,637 |
|
|
|
71,746 |
|
OSI Systems, Inc.* |
|
|
|
|
3,375 |
|
|
|
113,130 |
|
Park Electrochemical Corp. |
|
|
|
|
3,683 |
|
|
|
78,706 |
|
PC Connection, Inc.* |
|
|
|
|
1,601 |
|
|
|
12,776 |
|
Plexus Corp.* |
|
|
|
|
6,309 |
|
|
|
142,710 |
|
Power-One, Inc.* |
|
|
|
|
12,099 |
|
|
|
54,446 |
|
Pulse Electronics Corp. |
|
|
|
|
7,687 |
|
|
|
21,985 |
|
RadiSys Corp.* |
|
|
|
|
3,559 |
|
|
|
21,781 |
|
Richardson Electronics, Ltd. |
|
|
|
|
2,440 |
|
|
|
33,208 |
|
Rofin-Sinar Technologies, Inc.* |
|
|
|
|
5,055 |
|
|
|
97,056 |
|
Rogers Corp.* |
|
|
|
|
2,833 |
|
|
|
110,855 |
|
Sanmina-SCI Corp.* |
|
|
|
|
14,289 |
|
|
|
95,451 |
|
ScanSource, Inc.* |
|
|
|
|
4,793 |
|
|
|
141,681 |
|
SYNNEX Corp.* |
|
|
|
|
4,434 |
|
|
|
116,171 |
|
TTM Technologies, Inc.* |
|
|
|
|
9,223 |
|
|
|
87,711 |
|
Universal Display Corp.* |
|
|
|
|
6,774 |
|
|
|
324,746 |
|
Viasystems Group, Inc.* |
|
|
|
|
458 |
|
|
|
8,056 |
|
Vishay Precision Group, Inc.* |
|
|
|
|
2,111 |
|
|
|
27,823 |
|
X-Rite, Inc.* |
|
|
|
|
4,869 |
|
|
|
18,161 |
|
Zygo Corp.* |
|
|
|
|
2,831 |
|
|
|
32,726 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,170,760 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 1.9% |
|
Basic Energy Services, Inc.* |
|
|
|
|
4,279 |
|
|
|
60,591 |
|
Bristow Group, Inc. |
|
|
|
|
6,372 |
|
|
|
270,364 |
|
C&J Energy Services, Inc.* |
|
|
|
|
1,975 |
|
|
|
32,469 |
|
Cal Dive International, Inc.* |
|
|
|
|
17,224 |
|
|
|
32,898 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Complete Production Services, Inc.* |
|
|
|
|
13,893 |
|
|
$ |
261,883 |
|
Dawson Geophysical Co.* |
|
|
|
|
1,376 |
|
|
|
32,446 |
|
Dril-Quip, Inc.* |
|
|
|
|
6,064 |
|
|
|
326,910 |
|
Exterran Holdings, Inc.* |
|
|
|
|
11,353 |
|
|
|
110,351 |
|
Geokinetics, Inc.* |
|
|
|
|
1,786 |
|
|
|
4,322 |
|
Global Geophysical Services, Inc.* |
|
|
|
|
3,129 |
|
|
|
24,938 |
|
Global Industries, Ltd.* |
|
|
|
|
17,984 |
|
|
|
142,433 |
|
Gulf Island Fabrication, Inc. |
|
|
|
|
2,542 |
|
|
|
52,568 |
|
Gulfmark Offshore, Inc., Class A* |
|
|
|
|
4,213 |
|
|
|
153,100 |
|
Helix Energy Solutions Group, Inc.* |
|
|
|
|
18,601 |
|
|
|
243,673 |
|
Hercules Offshore, Inc.* |
|
|
|
|
20,442 |
|
|
|
59,691 |
|
Hornbeck Offshore Services, Inc.* |
|
|
|
|
4,045 |
|
|
|
100,761 |
|
Ion Geophysical Corp.* |
|
|
|
|
23,355 |
|
|
|
110,469 |
|
Key Energy Services, Inc.* |
|
|
|
|
22,163 |
|
|
|
210,327 |
|
Lufkin Industries, Inc. |
|
|
|
|
5,368 |
|
|
|
285,631 |
|
Matrix Service Co.* |
|
|
|
|
4,774 |
|
|
|
40,627 |
|
Mitcham Industries, Inc.* |
|
|
|
|
2,114 |
|
|
|
23,677 |
|
Natural Gas Services Group, Inc.* |
|
|
|
|
2,212 |
|
|
|
28,380 |
|
Newpark Resources* |
|
|
|
|
16,054 |
|
|
|
97,769 |
|
OYO Geospace Corp.* |
|
|
|
|
773 |
|
|
|
43,512 |
|
Parker Drilling Co.* |
|
|
|
|
20,690 |
|
|
|
90,829 |
|
Phi, Inc.* |
|
|
|
|
2,284 |
|
|
|
43,716 |
|
Pioneer Drilling Co.* |
|
|
|
|
10,933 |
|
|
|
78,499 |
|
RigNet, Inc.* |
|
|
|
|
964 |
|
|
|
15,453 |
|
Tesco Corp.* |
|
CA |
|
|
5,353 |
|
|
|
62,095 |
|
TETRA Technologies, Inc.* |
|
|
|
|
13,649 |
|
|
|
105,370 |
|
Union Drilling, Inc.* |
|
|
|
|
2,598 |
|
|
|
12,211 |
|
Vantage Drilling Co.* |
|
KY |
|
|
29,988 |
|
|
|
37,485 |
|
Willbros Group, Inc.* |
|
|
|
|
7,065 |
|
|
|
29,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,224,909 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 1.1% |
|
Arden Group, Inc., Class A |
|
|
|
|
206 |
|
|
|
16,377 |
|
Caseys General Stores, Inc. |
|
|
|
|
6,721 |
|
|
|
293,372 |
|
Chefs Warehouse Holdings, LLC* |
|
|
|
|
1,593 |
|
|
|
18,734 |
|
Ingles Markets, Inc. |
|
|
|
|
2,208 |
|
|
|
31,442 |
|
Nash Finch Co. |
|
|
|
|
2,137 |
|
|
|
57,549 |
|
PriceSmart, Inc. |
|
|
|
|
3,126 |
|
|
|
194,812 |
|
Rite Aid Corp.* |
|
|
|
|
104,863 |
|
|
|
102,766 |
|
Ruddick Corp. |
|
|
|
|
8,707 |
|
|
|
339,486 |
|
Spartan Stores, Inc. |
|
|
|
|
3,994 |
|
|
|
61,827 |
|
Susser Holdings Corp.* |
|
|
|
|
1,411 |
|
|
|
28,121 |
|
The Andersons, Inc. |
|
|
|
|
3,297 |
|
|
|
110,977 |
|
The Fresh Market, Inc.* |
|
|
|
|
4,979 |
|
|
|
189,999 |
|
The Pantry, Inc.* |
|
|
|
|
4,096 |
|
|
|
49,684 |
|
United Natural Foods, Inc.* |
|
|
|
|
8,520 |
|
|
|
315,581 |
|
Village Super Market, Inc. |
|
|
|
|
1,036 |
|
|
|
24,802 |
|
Weis Markets, Inc. |
|
|
|
|
1,951 |
|
|
|
72,304 |
|
Winn-Dixie Stores, Inc.* |
|
|
|
|
9,925 |
|
|
|
58,756 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,966,589 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 1.6% |
|
Alico, Inc. |
|
|
|
|
606 |
|
|
|
11,902 |
|
B&G Foods, Inc. |
|
|
|
|
8,511 |
|
|
|
141,964 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Cal-Maine Foods, Inc. |
|
|
|
|
2,515 |
|
|
$ |
79,046 |
|
Calavo Growers, Inc. |
|
|
|
|
2,105 |
|
|
|
43,195 |
|
Chiquita Brands International, Inc.* |
|
|
|
|
8,039 |
|
|
|
67,045 |
|
Darling International, Inc.* |
|
|
|
|
20,616 |
|
|
|
259,555 |
|
Diamond Foods, Inc. |
|
|
|
|
3,880 |
|
|
|
309,585 |
|
Dole Food Co., Inc.* |
|
|
|
|
6,350 |
|
|
|
63,500 |
|
Farmer Brothers Co. |
|
|
|
|
1,238 |
|
|
|
6,821 |
|
Fresh Del Monte Produce, Inc. |
|
KY |
|
|
6,479 |
|
|
|
150,313 |
|
Griffin Land & Nurseries, Inc. |
|
|
|
|
414 |
|
|
|
10,632 |
|
Hain Celestial Group, Inc.* |
|
|
|
|
6,290 |
|
|
|
192,160 |
|
Harbinger Group, Inc.* |
|
|
|
|
1,410 |
|
|
|
7,149 |
|
Imperial Sugar Co. |
|
|
|
|
2,291 |
|
|
|
14,754 |
|
J & J Snack Foods Corp. |
|
|
|
|
2,540 |
|
|
|
122,047 |
|
Lancaster Colony Corp. |
|
|
|
|
3,306 |
|
|
|
201,699 |
|
Lifeway Foods, Inc.* |
|
|
|
|
802 |
|
|
|
8,557 |
|
Limoneira Co. |
|
|
|
|
1,322 |
|
|
|
18,878 |
|
Omega Protein Corp.* |
|
|
|
|
3,423 |
|
|
|
31,081 |
|
Pilgrims Pride Corp.* |
|
|
|
|
8,864 |
|
|
|
37,849 |
|
Sanderson Farms, Inc. |
|
|
|
|
3,933 |
|
|
|
186,818 |
|
Seneca Foods Corp.* |
|
|
|
|
1,647 |
|
|
|
32,611 |
|
Smart Balance, Inc.* |
|
|
|
|
10,497 |
|
|
|
61,932 |
|
Snyders-Lance, Inc. |
|
|
|
|
8,406 |
|
|
|
175,265 |
|
Tootsie Roll Industries, Inc. |
|
|
|
|
4,260 |
|
|
|
102,751 |
|
TreeHouse Foods, Inc.* |
|
|
|
|
6,268 |
|
|
|
387,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,724,722 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS UTILITIES 1.4% |
|
Chesapeake Utilities Corp. |
|
|
|
|
1,651 |
|
|
|
66,222 |
|
New Jersey Resources Corp. |
|
|
|
|
7,395 |
|
|
|
314,805 |
|
Nicor, Inc. |
|
|
|
|
8,162 |
|
|
|
448,992 |
|
Northwest Natural Gas Co. |
|
|
|
|
4,779 |
|
|
|
210,754 |
|
Piedmont Natural Gas Co. |
|
|
|
|
12,852 |
|
|
|
371,294 |
|
South Jersey Industries, Inc. |
|
|
|
|
5,352 |
|
|
|
266,262 |
|
Southwest Gas Corp. |
|
|
|
|
8,132 |
|
|
|
294,134 |
|
The Laclede Group, Inc. |
|
|
|
|
3,946 |
|
|
|
152,907 |
|
WGL Holdings, Inc. |
|
|
|
|
9,152 |
|
|
|
357,569 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,482,939 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 3.2% |
|
Abaxis, Inc.* |
|
|
|
|
3,998 |
|
|
|
91,594 |
|
ABIOMED, Inc.* |
|
|
|
|
5,627 |
|
|
|
62,066 |
|
Accuray, Inc.* |
|
|
|
|
12,190 |
|
|
|
49,004 |
|
Align Technology, Inc.* |
|
|
|
|
10,901 |
|
|
|
165,368 |
|
Alimera Sciences, Inc.* |
|
|
|
|
1,887 |
|
|
|
15,096 |
|
Alphatec Holdings, Inc.* |
|
|
|
|
9,306 |
|
|
|
19,636 |
|
Analogic Corp. |
|
|
|
|
2,225 |
|
|
|
101,037 |
|
Angiodynamics, Inc.* |
|
|
|
|
4,445 |
|
|
|
58,407 |
|
Antares Pharma, Inc.* |
|
|
|
|
15,953 |
|
|
|
37,011 |
|
Arthrocare Corp.* |
|
|
|
|
4,851 |
|
|
|
139,563 |
|
AtriCure, Inc.* |
|
|
|
|
2,389 |
|
|
|
23,269 |
|
Atrion Corp. |
|
|
|
|
276 |
|
|
|
57,240 |
|
Bacterin International Holdings, Inc.* |
|
|
|
|
3,505 |
|
|
|
7,010 |
|
BioLase Technology, Inc.* |
|
|
|
|
5,092 |
|
|
|
15,276 |
|
Cantel Medical Corp. |
|
|
|
|
2,360 |
|
|
|
49,843 |
|
Cardiovascular Systems, Inc.* |
|
|
|
|
2,480 |
|
|
|
28,247 |
|
Cerus Corp.* |
|
|
|
|
8,163 |
|
|
|
17,306 |
|
Conceptus, Inc.* |
|
|
|
|
5,578 |
|
|
|
58,402 |
|
Conmed Corp.* |
|
|
|
|
5,010 |
|
|
|
115,280 |
|
Cryolife, Inc.* |
|
|
|
|
5,095 |
|
|
|
22,877 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Cyberonics, Inc.* |
|
|
|
|
5,025 |
|
|
$ |
142,207 |
|
Cynosure, Inc., Class A* |
|
|
|
|
1,742 |
|
|
|
17,577 |
|
Delcath Systems, Inc.* |
|
|
|
|
8,580 |
|
|
|
28,657 |
|
Dexcom, Inc.* |
|
|
|
|
11,919 |
|
|
|
143,028 |
|
Dynavox, Inc., Class A* |
|
|
|
|
1,495 |
|
|
|
5,382 |
|
Endologix, Inc.* |
|
|
|
|
8,667 |
|
|
|
87,017 |
|
Exactech, Inc.* |
|
|
|
|
1,457 |
|
|
|
20,515 |
|
Greatbatch, Inc.* |
|
|
|
|
4,124 |
|
|
|
82,521 |
|
Haemonetics Corp.* |
|
|
|
|
4,526 |
|
|
|
264,680 |
|
Hansen Medical, Inc.* |
|
|
|
|
8,088 |
|
|
|
26,852 |
|
Heartware International, Inc.* |
|
|
|
|
2,121 |
|
|
|
136,614 |
|
ICU Medical, Inc.* |
|
|
|
|
2,148 |
|
|
|
79,046 |
|
Insulet Corp.* |
|
|
|
|
8,160 |
|
|
|
124,522 |
|
Integra Lifesciences Holdings Corp.* |
|
|
|
|
3,704 |
|
|
|
132,492 |
|
Invacare Corp. |
|
|
|
|
5,079 |
|
|
|
117,020 |
|
Iris International, Inc.* |
|
|
|
|
3,240 |
|
|
|
29,063 |
|
Kensey Nash Corp.* |
|
|
|
|
1,501 |
|
|
|
36,774 |
|
Mako Surgical Corp.* |
|
|
|
|
5,625 |
|
|
|
192,487 |
|
Masimo Corp. |
|
|
|
|
9,339 |
|
|
|
202,189 |
|
Medical Action Industries, Inc.* |
|
|
|
|
2,689 |
|
|
|
13,579 |
|
Meridian Bioscience, Inc. |
|
|
|
|
7,298 |
|
|
|
114,871 |
|
Merit Medical Systems, Inc.* |
|
|
|
|
7,437 |
|
|
|
97,722 |
|
Natus Med, Inc.* |
|
|
|
|
5,182 |
|
|
|
49,281 |
|
Neogen Corp.* |
|
|
|
|
4,111 |
|
|
|
142,734 |
|
Neoprobe Corp.* |
|
|
|
|
16,811 |
|
|
|
49,761 |
|
NuVasive, Inc.* |
|
|
|
|
7,046 |
|
|
|
120,275 |
|
Nxstage Medical, Inc.* |
|
|
|
|
7,919 |
|
|
|
165,190 |
|
OraSure Technologies, Inc.* |
|
|
|
|
8,289 |
|
|
|
65,980 |
|
Orthofix International NV* |
|
AN |
|
|
3,199 |
|
|
|
110,397 |
|
Palomar Medical Technologies, Inc.* |
|
|
|
|
3,437 |
|
|
|
27,084 |
|
Quidel Corp.* |
|
|
|
|
5,049 |
|
|
|
82,652 |
|
Rockwell Medical Technologies, Inc.* |
|
|
|
|
2,902 |
|
|
|
23,680 |
|
RTI Biologics, Inc.* |
|
|
|
|
9,942 |
|
|
|
32,709 |
|
Solta Medical, Inc.* |
|
|
|
|
10,342 |
|
|
|
12,928 |
|
Sonosite, Inc.* |
|
|
|
|
2,303 |
|
|
|
69,873 |
|
Spectranetics Corp.* |
|
|
|
|
5,910 |
|
|
|
42,197 |
|
Staar Surgical Co.* |
|
|
|
|
6,318 |
|
|
|
49,280 |
|
Stereotaxis, Inc.* |
|
|
|
|
7,572 |
|
|
|
8,405 |
|
STERIS Corp. |
|
|
|
|
10,443 |
|
|
|
305,667 |
|
Surmodics, Inc.* |
|
|
|
|
2,766 |
|
|
|
25,171 |
|
Symmetry Medical, Inc.* |
|
|
|
|
6,440 |
|
|
|
49,717 |
|
Synergetics USA, Inc.* |
|
|
|
|
4,058 |
|
|
|
21,873 |
|
Synovis Life Technologies, Inc.* |
|
|
|
|
2,035 |
|
|
|
33,985 |
|
Tornier NV* |
|
NL |
|
|
1,830 |
|
|
|
37,497 |
|
Unilife Corp.* |
|
|
|
|
9,916 |
|
|
|
41,647 |
|
Uroplasty, Inc.* |
|
|
|
|
3,560 |
|
|
|
17,266 |
|
Vascular Solutions, Inc.* |
|
|
|
|
3,007 |
|
|
|
34,430 |
|
Volcano Corp.* |
|
|
|
|
9,186 |
|
|
|
272,181 |
|
West Pharmaceutical Services, Inc. |
|
|
|
|
5,879 |
|
|
|
218,111 |
|
Wright Medical Group, Inc.* |
|
|
|
|
6,916 |
|
|
|
123,658 |
|
Young Innovations, Inc. |
|
|
|
|
957 |
|
|
|
27,275 |
|
Zoll Medical Corp.* |
|
|
|
|
3,895 |
|
|
|
146,997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,636,248 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
HEALTH CARE PROVIDERS & SERVICES 2.9% |
|
Accretive Health, Inc.* |
|
|
|
|
7,098 |
|
|
$ |
150,691 |
|
Air Methods Corp.* |
|
|
|
|
2,009 |
|
|
|
127,913 |
|
Alliance Healthcare Services, Inc.* |
|
|
|
|
3,866 |
|
|
|
4,407 |
|
Almost Family, Inc.* |
|
|
|
|
1,446 |
|
|
|
24,047 |
|
Amedisys, Inc.* |
|
|
|
|
5,231 |
|
|
|
77,523 |
|
American Dental Partners, Inc.* |
|
|
|
|
2,738 |
|
|
|
26,449 |
|
AMN Healthcare Services, Inc.* |
|
|
|
|
6,858 |
|
|
|
27,501 |
|
AmSurg Corp.* |
|
|
|
|
5,540 |
|
|
|
124,650 |
|
Assisted Living Concepts, Inc., Class A |
|
|
|
|
3,452 |
|
|
|
43,737 |
|
Bio-Reference Labs, Inc.* |
|
|
|
|
4,354 |
|
|
|
80,157 |
|
Bioscrip, Inc.* |
|
|
|
|
7,093 |
|
|
|
45,111 |
|
Capital Senior Living Corp.* |
|
|
|
|
4,922 |
|
|
|
30,369 |
|
CardioNet, Inc.* |
|
|
|
|
4,021 |
|
|
|
12,063 |
|
Centene Corp.* |
|
|
|
|
8,801 |
|
|
|
252,325 |
|
Chemed Corp. |
|
|
|
|
3,727 |
|
|
|
204,836 |
|
Chindex International, Inc.* |
|
|
|
|
2,094 |
|
|
|
18,448 |
|
Continucare Corp.* |
|
|
|
|
5,342 |
|
|
|
34,082 |
|
Corvel Corp.* |
|
|
|
|
1,102 |
|
|
|
46,835 |
|
Cross Country Healthcare, Inc.* |
|
|
|
|
5,100 |
|
|
|
21,318 |
|
Emeritus Corp.* |
|
|
|
|
5,422 |
|
|
|
76,450 |
|
ExamWorks Group, Inc.* |
|
|
|
|
4,810 |
|
|
|
48,966 |
|
Five Star Quality Care, Inc.* |
|
|
|
|
7,507 |
|
|
|
18,767 |
|
Gentiva Health Services, Inc.* |
|
|
|
|
5,531 |
|
|
|
30,531 |
|
Hanger Orthopedic Group, Inc.* |
|
|
|
|
5,933 |
|
|
|
112,074 |
|
HEALTHSOUTH Corp.* |
|
|
|
|
16,581 |
|
|
|
247,554 |
|
Healthspring, Inc.* |
|
|
|
|
11,972 |
|
|
|
436,499 |
|
Healthways, Inc.* |
|
|
|
|
6,032 |
|
|
|
59,295 |
|
HMS Holdings Corp.* |
|
|
|
|
14,958 |
|
|
|
364,826 |
|
IPC The Hospitalist Co.* |
|
|
|
|
2,900 |
|
|
|
103,501 |
|
Kindred Healthcare, Inc.* |
|
|
|
|
9,210 |
|
|
|
79,390 |
|
Landauer, Inc. |
|
|
|
|
1,677 |
|
|
|
83,079 |
|
LHC Group, Inc.* |
|
|
|
|
2,833 |
|
|
|
48,331 |
|
Magellan Health Services, Inc.* |
|
|
|
|
5,637 |
|
|
|
272,267 |
|
MedQuist Holdings, Inc.* |
|
|
|
|
5,668 |
|
|
|
42,850 |
|
Metropolitan Health Networks, Inc.* |
|
|
|
|
7,354 |
|
|
|
33,387 |
|
Molina Healthcare, Inc.* |
|
|
|
|
4,977 |
|
|
|
76,845 |
|
MWI Veterinary Supply, Inc.* |
|
|
|
|
2,225 |
|
|
|
153,124 |
|
National Healthcare Corp. |
|
|
|
|
1,823 |
|
|
|
58,883 |
|
National Research Corp. |
|
|
|
|
328 |
|
|
|
10,870 |
|
Owens & Minor, Inc. |
|
|
|
|
11,147 |
|
|
|
317,467 |
|
Pharmerica Corp.* |
|
|
|
|
5,188 |
|
|
|
74,033 |
|
Providence Service Corp.* |
|
|
|
|
2,365 |
|
|
|
25,187 |
|
PSS World Medical, Inc.* |
|
|
|
|
9,851 |
|
|
|
193,966 |
|
Radnet Inc* |
|
|
|
|
5,201 |
|
|
|
12,690 |
|
Select Medical Holdings Corp.* |
|
|
|
|
8,025 |
|
|
|
53,527 |
|
Skilled Healthcare Group, Inc., Class A* |
|
|
|
|
3,357 |
|
|
|
12,119 |
|
Sun Healthcare Group, Inc.* |
|
|
|
|
4,685 |
|
|
|
12,650 |
|
Sunrise Senior Living, Inc.* |
|
|
|
|
10,196 |
|
|
|
47,207 |
|
Team Health Holdings, Inc.* |
|
|
|
|
4,730 |
|
|
|
77,667 |
|
The Ensign Group, Inc. |
|
|
|
|
2,885 |
|
|
|
66,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Triple-S Management Corp., Class B* |
|
PR |
|
|
3,488 |
|
|
$ |
58,424 |
|
U.S. Physical Therapy, Inc. |
|
|
|
|
2,090 |
|
|
|
38,707 |
|
Universal American Corp. |
|
|
|
|
5,762 |
|
|
|
57,966 |
|
Vanguard Health Systems, Inc.* |
|
|
|
|
5,100 |
|
|
|
51,816 |
|
WellCare Health Plans, Inc.* |
|
|
|
|
7,502 |
|
|
|
284,926 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,094,975 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE TECHNOLOGY 0.7% |
|
athenahealth, Inc.* |
|
|
|
|
6,148 |
|
|
|
366,114 |
|
Computer Programs and Systems, Inc. |
|
|
|
|
1,962 |
|
|
|
129,786 |
|
ePocrates, Inc.* |
|
|
|
|
1,095 |
|
|
|
9,866 |
|
HealthStream, Inc.* |
|
|
|
|
2,637 |
|
|
|
33,833 |
|
MedAssets, Inc.* |
|
|
|
|
8,471 |
|
|
|
81,406 |
|
Medidata Solutions, Inc.* |
|
|
|
|
3,718 |
|
|
|
61,124 |
|
Merge Healthcare, Inc.* |
|
|
|
|
8,940 |
|
|
|
54,445 |
|
Omnicell, Inc.* |
|
|
|
|
5,885 |
|
|
|
81,095 |
|
Quality Systems, Inc. |
|
|
|
|
3,419 |
|
|
|
331,643 |
|
Transcend Services, Inc.* |
|
|
|
|
1,545 |
|
|
|
34,824 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,184,136 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 2.7% |
|
AFC Enterprises, Inc.* |
|
|
|
|
4,434 |
|
|
|
52,454 |
|
Ambassadors Group, Inc. |
|
|
|
|
3,004 |
|
|
|
17,213 |
|
Ameristar Casinos, Inc. |
|
|
|
|
5,875 |
|
|
|
94,294 |
|
Benihana, Inc., Class A* |
|
|
|
|
2,374 |
|
|
|
20,440 |
|
Biglari Holdings, Inc.* |
|
|
|
|
215 |
|
|
|
63,724 |
|
BJs Restaurants, Inc.* |
|
|
|
|
4,264 |
|
|
|
188,085 |
|
Bob Evans Farms, Inc. |
|
|
|
|
5,374 |
|
|
|
153,267 |
|
Boyd Gaming Corp.* |
|
|
|
|
10,098 |
|
|
|
49,480 |
|
Bravo Brio Restaurant Group, Inc.* |
|
|
|
|
3,424 |
|
|
|
56,975 |
|
Buffalo Wild Wings, Inc.* |
|
|
|
|
3,249 |
|
|
|
194,290 |
|
Caribou Coffee Co, Inc.* |
|
|
|
|
2,369 |
|
|
|
28,002 |
|
Carrols Restaurant Group, Inc.* |
|
|
|
|
2,287 |
|
|
|
20,354 |
|
CEC Entertainment, Inc. |
|
|
|
|
3,522 |
|
|
|
100,271 |
|
Churchill Downs, Inc. |
|
|
|
|
2,224 |
|
|
|
86,803 |
|
Cracker Barrel Old Country Store, Inc. |
|
|
|
|
4,070 |
|
|
|
163,126 |
|
Dennys Corp.* |
|
|
|
|
17,690 |
|
|
|
58,908 |
|
DineEquity, Inc.* |
|
|
|
|
2,746 |
|
|
|
105,694 |
|
Dominos Pizza, Inc.* |
|
|
|
|
10,884 |
|
|
|
296,589 |
|
Einstein Noah Restaurant Group, Inc. |
|
|
|
|
1,128 |
|
|
|
14,472 |
|
Gaylord Entertainment Co.* |
|
|
|
|
6,475 |
|
|
|
125,227 |
|
International Speedway Corp., Class A |
|
|
|
|
5,249 |
|
|
|
119,887 |
|
Interval Leisure Group, Inc.* |
|
|
|
|
7,148 |
|
|
|
95,211 |
|
Isle of Capri Casinos, Inc.* |
|
|
|
|
3,922 |
|
|
|
18,982 |
|
Jack In The Box, Inc.* |
|
|
|
|
8,220 |
|
|
|
163,742 |
|
Jamba, Inc.* |
|
|
|
|
12,142 |
|
|
|
15,663 |
|
Krispy Kreme Doughnuts, Inc.* |
|
|
|
|
10,376 |
|
|
|
70,764 |
|
Life Time Fitness, Inc.* |
|
|
|
|
7,428 |
|
|
|
273,722 |
|
Lubys, Inc.* |
|
|
|
|
3,182 |
|
|
|
13,046 |
|
Marcus Corp. |
|
|
|
|
3,681 |
|
|
|
36,626 |
|
McCormick & Schmicks Seafood Restaurants, Inc.* |
|
|
|
|
2,247 |
|
|
|
15,549 |
|
Monarch Casino & Resort, Inc.* |
|
|
|
|
1,802 |
|
|
|
17,624 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Morgans Hotel Group* |
|
|
|
|
4,009 |
|
|
$ |
24,014 |
|
Multimedia Games Holding Company, Inc.* |
|
|
|
|
4,737 |
|
|
|
19,138 |
|
OCharleys, Inc.* |
|
|
|
|
3,392 |
|
|
|
20,149 |
|
Orient-Express Hotels, Ltd.* |
|
BM |
|
|
17,274 |
|
|
|
119,363 |
|
P.F. Changs China Bistro, Inc. |
|
|
|
|
4,044 |
|
|
|
110,159 |
|
Papa Johns International, Inc.* |
|
|
|
|
3,483 |
|
|
|
105,883 |
|
Peets Coffee & Tea, Inc.* |
|
|
|
|
2,274 |
|
|
|
126,525 |
|
Pinnacle Entertainment, Inc.* |
|
|
|
|
10,776 |
|
|
|
97,846 |
|
Red Lion Hotels Corp.* |
|
|
|
|
3,043 |
|
|
|
20,419 |
|
Red Robin Gourmet Burgers, Inc.* |
|
|
|
|
2,297 |
|
|
|
55,335 |
|
Ruby Tuesday, Inc.* |
|
|
|
|
11,569 |
|
|
|
82,834 |
|
Ruths Chris Steak House, Inc.* |
|
|
|
|
6,298 |
|
|
|
27,018 |
|
Scientific Games Corp., Class A* |
|
|
|
|
10,351 |
|
|
|
73,699 |
|
Shuffle Master, Inc.* |
|
|
|
|
9,608 |
|
|
|
80,803 |
|
Six Flags Entertainment Corp. |
|
|
|
|
7,378 |
|
|
|
204,518 |
|
Sonic Corp.* |
|
|
|
|
10,956 |
|
|
|
77,459 |
|
Speedway Motorsports, Inc. |
|
|
|
|
2,148 |
|
|
|
25,948 |
|
Texas Roadhouse, Inc., Class A |
|
|
|
|
11,178 |
|
|
|
147,773 |
|
The Cheesecake Factory, Inc.* |
|
|
|
|
10,127 |
|
|
|
249,631 |
|
Town Sports International Holdings, Inc.* |
|
|
|
|
3,513 |
|
|
|
25,504 |
|
Vail Resorts, Inc. |
|
|
|
|
6,328 |
|
|
|
239,135 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,663,637 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 0.7% |
|
American Greetings Corp. |
|
|
|
|
7,172 |
|
|
|
132,682 |
|
Beazer Homes USA, Inc.* |
|
|
|
|
13,306 |
|
|
|
20,092 |
|
Blyth, Inc. |
|
|
|
|
925 |
|
|
|
51,291 |
|
Cavco Industries, Inc.* |
|
|
|
|
1,182 |
|
|
|
40,708 |
|
CSS Industries, Inc. |
|
|
|
|
1,398 |
|
|
|
23,319 |
|
Ethan Allen Interiors, Inc. |
|
|
|
|
4,295 |
|
|
|
58,455 |
|
Furniture Brands International, Inc.* |
|
|
|
|
7,819 |
|
|
|
16,107 |
|
Helen of Troy, Ltd.* |
|
BM |
|
|
5,478 |
|
|
|
137,607 |
|
Hovnanian Enterprises, Inc., Class A* |
|
|
|
|
11,556 |
|
|
|
14,098 |
|
Irobot Corp.* |
|
|
|
|
4,217 |
|
|
|
106,100 |
|
KB Home |
|
|
|
|
13,720 |
|
|
|
80,399 |
|
La-Z-Boy, Inc.* |
|
|
|
|
9,199 |
|
|
|
68,165 |
|
Libbey, Inc.* |
|
|
|
|
3,502 |
|
|
|
36,911 |
|
Lifetime Brands, Inc. |
|
|
|
|
1,533 |
|
|
|
14,778 |
|
M.D.C. Holdings, Inc. |
|
|
|
|
6,683 |
|
|
|
113,210 |
|
M/I Homes, Inc.* |
|
|
|
|
3,406 |
|
|
|
20,470 |
|
Meritage Homes Corp.* |
|
|
|
|
4,961 |
|
|
|
75,110 |
|
Ryland Group, Inc. |
|
|
|
|
7,892 |
|
|
|
84,050 |
|
Sealy Corp.* |
|
|
|
|
8,359 |
|
|
|
12,371 |
|
Skullcandy, Inc.* |
|
|
|
|
1,473 |
|
|
|
20,813 |
|
Skyline Corp. |
|
|
|
|
1,211 |
|
|
|
11,565 |
|
Standard Pacific Corp.* |
|
|
|
|
19,209 |
|
|
|
47,446 |
|
Universal Electronics, Inc.* |
|
|
|
|
2,691 |
|
|
|
44,106 |
|
Zagg, Inc.* |
|
|
|
|
3,927 |
|
|
|
38,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,268,809 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD PRODUCTS 0.2% |
|
Central Garden And Pet Co., Class A* |
|
|
|
|
8,416 |
|
|
|
59,585 |
|
Oil-Dri Corp of America |
|
|
|
|
795 |
|
|
|
14,771 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Spectrum Brands Holdings, Inc.* |
|
|
|
|
2,979 |
|
|
$ |
70,364 |
|
WD-40 Co. |
|
|
|
|
3,008 |
|
|
|
119,839 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
264,559 |
|
|
|
|
|
|
|
|
|
|
|
|
INDEPENDENT POWER PRODUCERS & ENERGY TRADERS 0.2% |
|
Atlantic Power Corp. |
|
CA |
|
|
12,230 |
|
|
|
173,544 |
|
Dynegy, Inc.* |
|
|
|
|
18,239 |
|
|
|
75,144 |
|
Ormat Technologies, Inc. |
|
|
|
|
3,249 |
|
|
|
52,244 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
300,932 |
|
|
|
|
|
|
|
|
|
|
|
|
INDUSTRIAL CONGLOMERATES 0.2% |
|
Raven Industries, Inc. |
|
|
|
|
3,208 |
|
|
|
154,626 |
|
Seaboard Corp. |
|
|
|
|
55 |
|
|
|
99,109 |
|
Standex International Corp. |
|
|
|
|
2,222 |
|
|
|
69,171 |
|
Tredegar Corp. |
|
|
|
|
4,268 |
|
|
|
63,294 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
386,200 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 2.7% |
|
Alterra Capital Holdings, Ltd. |
|
BM |
|
|
15,966 |
|
|
|
302,875 |
|
American Equity Investment Life Holding Co. |
|
|
|
|
10,551 |
|
|
|
92,321 |
|
American Safety Insurance Holdings, Ltd.* |
|
BM |
|
|
1,925 |
|
|
|
35,420 |
|
AMERISAFE, Inc.* |
|
|
|
|
3,344 |
|
|
|
61,563 |
|
Amtrust Financial Services, Inc. |
|
|
|
|
4,366 |
|
|
|
97,187 |
|
Argo Group International Holdings, Inc. |
|
BM |
|
|
4,933 |
|
|
|
139,949 |
|
Baldwin & Lyons, Inc., Class B |
|
|
|
|
1,557 |
|
|
|
33,273 |
|
Citizens, Inc.* |
|
|
|
|
6,714 |
|
|
|
43,037 |
|
CNO Financial Group, Inc.* |
|
|
|
|
39,352 |
|
|
|
212,894 |
|
Crawford & Co., Class B |
|
|
|
|
4,423 |
|
|
|
23,707 |
|
Delphi Financial Group, Inc. |
|
|
|
|
8,600 |
|
|
|
185,072 |
|
Donegal Group, Inc. |
|
|
|
|
1,460 |
|
|
|
17,578 |
|
eHealth, Inc.* |
|
|
|
|
3,797 |
|
|
|
51,867 |
|
EMC Insurance Group, Inc. |
|
|
|
|
900 |
|
|
|
16,560 |
|
Enstar Group, Ltd.* |
|
BM |
|
|
1,228 |
|
|
|
116,943 |
|
FBL Financial Group, Inc. |
|
|
|
|
2,288 |
|
|
|
60,907 |
|
First American Financial Corp. |
|
|
|
|
18,789 |
|
|
|
240,499 |
|
Flagstone Reinsurance Holdings SA |
|
LU |
|
|
9,477 |
|
|
|
73,447 |
|
Fortegra Financial Corp.* |
|
|
|
|
941 |
|
|
|
4,940 |
|
FPIC Insurance Group, Inc.* |
|
|
|
|
1,525 |
|
|
|
63,806 |
|
Global Indemnity PLC* |
|
IE |
|
|
2,424 |
|
|
|
41,402 |
|
Greenlight Capital Re, Ltd., Class A* |
|
KY |
|
|
5,016 |
|
|
|
104,032 |
|
Hallmark Financial Services, Inc.* |
|
|
|
|
2,311 |
|
|
|
17,032 |
|
Harleysville Group, Inc. |
|
|
|
|
2,274 |
|
|
|
133,848 |
|
Hilltop Holdings, Inc.* |
|
|
|
|
7,186 |
|
|
|
51,811 |
|
Horace Mann Educators Corp. |
|
|
|
|
7,144 |
|
|
|
81,513 |
|
Independence Holding Co. |
|
|
|
|
1,346 |
|
|
|
9,759 |
|
Infinity Property & Casualty Corp. |
|
|
|
|
2,234 |
|
|
|
117,240 |
|
Kansas City Life Insurance Co. |
|
|
|
|
713 |
|
|
|
22,010 |
|
Maiden Holdings Ltd. |
|
BM |
|
|
9,093 |
|
|
|
67,197 |
|
Meadowbrook Insurance Group, Inc. |
|
|
|
|
9,590 |
|
|
|
85,447 |
|
Montpelier Re Holdings Ltd. |
|
BM |
|
|
11,184 |
|
|
|
197,733 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
National Financial Partners Corp.* |
|
|
|
|
7,847 |
|
|
$ |
85,846 |
|
National Interstate Corp. |
|
|
|
|
1,295 |
|
|
|
28,464 |
|
National Western Life Insurance Co. |
|
|
|
|
380 |
|
|
|
51,490 |
|
Navigators Group, Inc.* |
|
|
|
|
2,105 |
|
|
|
90,936 |
|
OneBeacon Insurance Group Ltd., Class A |
|
BM |
|
|
3,988 |
|
|
|
54,396 |
|
Phoenix Cos., Inc.* |
|
|
|
|
20,627 |
|
|
|
25,165 |
|
Platinum Underwriters Holdings, Ltd. |
|
BM |
|
|
6,488 |
|
|
|
199,506 |
|
Presidential Life Corp. |
|
|
|
|
3,879 |
|
|
|
31,885 |
|
Primerica, Inc. |
|
|
|
|
6,052 |
|
|
|
130,481 |
|
ProAssurance Corp. |
|
|
|
|
5,437 |
|
|
|
391,573 |
|
RLI Corp. |
|
|
|
|
3,291 |
|
|
|
209,242 |
|
Safety Insurance Group, Inc. |
|
|
|
|
2,326 |
|
|
|
87,993 |
|
SeaBright Insurance Holdings, Inc. |
|
|
|
|
3,549 |
|
|
|
25,553 |
|
Selective Insurance Group, Inc. |
|
|
|
|
9,742 |
|
|
|
127,133 |
|
State Auto Financial Corp. |
|
|
|
|
2,760 |
|
|
|
36,294 |
|
Stewart Information Services Corp. |
|
|
|
|
3,316 |
|
|
|
29,313 |
|
Symetra Financial Corp. |
|
|
|
|
12,011 |
|
|
|
97,890 |
|
Tower Group, Inc. |
|
|
|
|
6,615 |
|
|
|
151,219 |
|
United Fire & Casualty Co. |
|
|
|
|
3,962 |
|
|
|
70,088 |
|
Universal Insurance Holdings, Inc. |
|
|
|
|
3,334 |
|
|
|
12,836 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,740,172 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 0.4% |
|
1-800-Flowers.com, Inc., Class A* |
|
|
|
|
4,057 |
|
|
|
9,412 |
|
Blue Nile, Inc.* |
|
|
|
|
2,286 |
|
|
|
80,650 |
|
Geeknet, Inc.* |
|
|
|
|
748 |
|
|
|
15,125 |
|
HSN, Inc.* |
|
|
|
|
7,015 |
|
|
|
232,407 |
|
NutriSystem, Inc. |
|
|
|
|
4,871 |
|
|
|
58,988 |
|
Orbitz Worldwide, Inc.* |
|
|
|
|
3,552 |
|
|
|
7,708 |
|
Overstock.com, Inc.* |
|
|
|
|
2,151 |
|
|
|
19,940 |
|
PetMed Express Common, Inc. |
|
|
|
|
3,833 |
|
|
|
34,497 |
|
Shutterfly, Inc.* |
|
|
|
|
5,245 |
|
|
|
215,989 |
|
US Auto Parts Network, Inc.* |
|
|
|
|
2,453 |
|
|
|
12,437 |
|
ValueVsion Media, Inc., Class A* |
|
|
|
|
7,079 |
|
|
|
16,706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
703,859 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 1.8% |
|
Active Network, Inc.* |
|
|
|
|
2,147 |
|
|
|
31,668 |
|
Ancestry.com, Inc.* |
|
|
|
|
5,625 |
|
|
|
132,188 |
|
Bankrate Inc.* |
|
|
|
|
3,957 |
|
|
|
60,186 |
|
Carbonite Inc.* |
|
|
|
|
1,085 |
|
|
|
13,063 |
|
ComScore, Inc.* |
|
|
|
|
5,676 |
|
|
|
95,754 |
|
Constant Contact, Inc.* |
|
|
|
|
5,226 |
|
|
|
90,358 |
|
Cornerstone OnDemand, Inc.* |
|
|
|
|
1,976 |
|
|
|
24,779 |
|
DealerTrack Holdings, Inc.* |
|
|
|
|
7,295 |
|
|
|
114,313 |
|
Demand Media, Inc.* |
|
|
|
|
1,402 |
|
|
|
11,216 |
|
Dice Holdings, Inc.* |
|
|
|
|
8,605 |
|
|
|
67,291 |
|
Digital River, Inc.* |
|
|
|
|
7,055 |
|
|
|
146,250 |
|
Earthlink, Inc. |
|
|
|
|
19,548 |
|
|
|
127,648 |
|
Envestnet, Inc.* |
|
|
|
|
3,381 |
|
|
|
33,810 |
|
FriendFinder Networks, Inc.* |
|
|
|
|
807 |
|
|
|
1,485 |
|
InfoSpace, Inc.* |
|
|
|
|
6,550 |
|
|
|
54,758 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Internap Network Services Corp.* |
|
|
|
|
9,417 |
|
|
$ |
46,332 |
|
Intralinks Holdings, Inc.* |
|
|
|
|
5,724 |
|
|
|
42,987 |
|
j2 Global Communications, Inc. |
|
|
|
|
8,100 |
|
|
|
217,890 |
|
Keynote Systems, Inc. |
|
|
|
|
2,506 |
|
|
|
52,952 |
|
Kit Digital, Inc.* |
|
|
|
|
6,545 |
|
|
|
54,978 |
|
Limelight Networks, Inc.* |
|
|
|
|
12,495 |
|
|
|
29,488 |
|
Liquidity Services, Inc.* |
|
|
|
|
3,361 |
|
|
|
107,787 |
|
LivePerson Inc.* |
|
|
|
|
9,333 |
|
|
|
92,863 |
|
Logmein, Inc.* |
|
|
|
|
3,607 |
|
|
|
119,788 |
|
Loopnet, Inc.* |
|
|
|
|
2,969 |
|
|
|
50,859 |
|
Marchex, Inc., Class B |
|
|
|
|
3,692 |
|
|
|
31,382 |
|
Moduslink Global Solutions, Inc. |
|
|
|
|
7,684 |
|
|
|
26,817 |
|
Move, Inc.* |
|
|
|
|
28,453 |
|
|
|
41,257 |
|
NIC, Inc. |
|
|
|
|
11,342 |
|
|
|
129,866 |
|
Opentable, Inc.* |
|
|
|
|
4,138 |
|
|
|
190,389 |
|
Openwave Systems, Inc.* |
|
|
|
|
15,527 |
|
|
|
24,222 |
|
Perficient, Inc.* |
|
|
|
|
4,180 |
|
|
|
30,598 |
|
Quepasa Corp.* |
|
|
|
|
1,202 |
|
|
|
4,135 |
|
Quinstreet, Inc.* |
|
|
|
|
4,923 |
|
|
|
50,953 |
|
RealNetworks, Inc. |
|
|
|
|
3,641 |
|
|
|
30,694 |
|
Responsys, Inc.* |
|
|
|
|
1,651 |
|
|
|
17,798 |
|
Rightnow Technologies, Inc.* |
|
|
|
|
4,372 |
|
|
|
144,495 |
|
Saba Software, Inc.* |
|
|
|
|
5,012 |
|
|
|
28,869 |
|
SciQuest, Inc.* |
|
|
|
|
2,135 |
|
|
|
31,897 |
|
SPS Commerce, Inc.* |
|
|
|
|
1,418 |
|
|
|
23,099 |
|
Stamps.com, Inc. |
|
|
|
|
1,881 |
|
|
|
38,448 |
|
Support.com, Inc.* |
|
|
|
|
9,080 |
|
|
|
17,978 |
|
TechTarget, Inc.* |
|
|
|
|
2,386 |
|
|
|
13,624 |
|
Travelzoo, Inc.* |
|
|
|
|
1,007 |
|
|
|
22,144 |
|
United Online, Inc. |
|
|
|
|
15,752 |
|
|
|
82,383 |
|
ValueClick, Inc.* |
|
|
|
|
13,853 |
|
|
|
215,553 |
|
Vocus, Inc.* |
|
|
|
|
3,119 |
|
|
|
52,274 |
|
Web.com Group, Inc.* |
|
|
|
|
5,198 |
|
|
|
36,282 |
|
XO Group, Inc.* |
|
|
|
|
5,639 |
|
|
|
46,071 |
|
Zillow, Inc.* |
|
|
|
|
666 |
|
|
|
18,215 |
|
Zix Corp.* |
|
|
|
|
11,711 |
|
|
|
31,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,201,402 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 1.9% |
|
Acxiom Corp.* |
|
|
|
|
14,421 |
|
|
|
153,439 |
|
CACI International, Inc., Class A* |
|
|
|
|
5,256 |
|
|
|
262,485 |
|
Cardtronics, Inc.* |
|
|
|
|
7,638 |
|
|
|
175,063 |
|
Cass Information Systems, Inc. |
|
|
|
|
1,467 |
|
|
|
45,550 |
|
Ciber, Inc.* |
|
|
|
|
10,191 |
|
|
|
30,879 |
|
Computer Task Group, Inc.* |
|
|
|
|
2,747 |
|
|
|
30,684 |
|
Convergys Corp.* |
|
|
|
|
18,693 |
|
|
|
175,340 |
|
CSG Systems International, Inc.* |
|
|
|
|
6,146 |
|
|
|
77,685 |
|
Dynamics Research Corp.* |
|
|
|
|
1,642 |
|
|
|
14,647 |
|
Echo Global Logistics, Inc.* |
|
|
|
|
1,903 |
|
|
|
25,310 |
|
Euronet Worldwide, Inc.* |
|
|
|
|
9,077 |
|
|
|
142,872 |
|
Exlservice Holdings, Inc.* |
|
|
|
|
2,864 |
|
|
|
63,008 |
|
Forrester Research, Inc. |
|
|
|
|
2,606 |
|
|
|
84,721 |
|
Heartland Payment Systems, Inc. |
|
|
|
|
6,834 |
|
|
|
134,767 |
|
iGATE Corp. |
|
|
|
|
5,520 |
|
|
|
63,701 |
|
Jack Henry & Associates, Inc. |
|
|
|
|
15,220 |
|
|
|
441,076 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Lionbridge Technologies, Inc.* |
|
|
|
|
11,105 |
|
|
$ |
27,318 |
|
Mantech International Corp., Class A |
|
|
|
|
4,121 |
|
|
|
129,317 |
|
MAXIMUS, Inc. |
|
|
|
|
6,082 |
|
|
|
212,262 |
|
Moneygram International, Inc.* |
|
|
|
|
14,851 |
|
|
|
34,603 |
|
NCI, Inc., Class A* |
|
|
|
|
1,215 |
|
|
|
14,495 |
|
Ness Technologies, Inc.* |
|
|
|
|
6,044 |
|
|
|
46,297 |
|
PRGX Global, Inc.* |
|
|
|
|
3,289 |
|
|
|
15,524 |
|
Sapient Corp. |
|
|
|
|
19,404 |
|
|
|
196,757 |
|
ServiceSource International, Inc.* |
|
|
|
|
1,762 |
|
|
|
23,276 |
|
Stream Global Services, Inc.* |
|
|
|
|
1,186 |
|
|
|
2,443 |
|
Syntel, Inc. |
|
|
|
|
2,744 |
|
|
|
118,513 |
|
Teletech Holdings, Inc.* |
|
|
|
|
4,505 |
|
|
|
68,656 |
|
The Hackett Group, Inc.* |
|
|
|
|
5,134 |
|
|
|
19,150 |
|
TNS, Inc.* |
|
|
|
|
4,511 |
|
|
|
84,807 |
|
Unisys Corp.* |
|
|
|
|
7,663 |
|
|
|
120,232 |
|
Virtusa Corp.* |
|
|
|
|
2,746 |
|
|
|
36,247 |
|
Wright Express Corp.* |
|
|
|
|
6,786 |
|
|
|
258,139 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,329,263 |
|
|
|
|
|
|
|
|
|
|
|
|
LEISURE EQUIPMENT & PRODUCTS 0.4% |
|
Arctic Cat, Inc.* |
|
|
|
|
2,169 |
|
|
|
31,429 |
|
Black Diamond, Inc.* |
|
|
|
|
2,356 |
|
|
|
15,361 |
|
Brunswick Corp. |
|
|
|
|
15,579 |
|
|
|
218,729 |
|
Callaway Golf Co. |
|
|
|
|
11,477 |
|
|
|
59,336 |
|
Eastman Kodak Co.* |
|
|
|
|
46,318 |
|
|
|
36,133 |
|
Jakks Pacific, Inc. |
|
|
|
|
4,802 |
|
|
|
90,998 |
|
Johnson Outdoors, Inc., Class A* |
|
|
|
|
804 |
|
|
|
12,365 |
|
Leapfrog Enterprises, Inc.* |
|
|
|
|
7,595 |
|
|
|
25,595 |
|
Marine Products Corp.* |
|
|
|
|
1,819 |
|
|
|
6,221 |
|
Smith & Wesson Holding Corp.* |
|
|
|
|
10,523 |
|
|
|
26,518 |
|
Steinway Musical Instruments, Inc.* |
|
|
|
|
1,185 |
|
|
|
25,549 |
|
Sturm Ruger & Co., Inc. |
|
|
|
|
3,347 |
|
|
|
86,955 |
|
Summer Infant, Inc.* |
|
|
|
|
2,433 |
|
|
|
16,058 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
651,247 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 0.5% |
|
Affymetrix, Inc.* |
|
|
|
|
12,526 |
|
|
|
61,377 |
|
Albany Molecular Research, Inc.* |
|
|
|
|
3,625 |
|
|
|
10,223 |
|
BG Medicine, Inc.* |
|
|
|
|
1,343 |
|
|
|
4,768 |
|
Caliper Life Sciences, Inc.* |
|
|
|
|
8,356 |
|
|
|
87,487 |
|
Cambrex Corp.* |
|
|
|
|
5,276 |
|
|
|
26,591 |
|
Complete Genomics, Inc.* |
|
|
|
|
1,746 |
|
|
|
10,249 |
|
Enzo Biochem, Inc.* |
|
|
|
|
6,426 |
|
|
|
16,515 |
|
eResearchTechnology, Inc.* |
|
|
|
|
8,547 |
|
|
|
38,120 |
|
Fluidigm Corp.* |
|
|
|
|
1,100 |
|
|
|
15,323 |
|
Furiex Pharmaceuticals, Inc.* |
|
|
|
|
1,714 |
|
|
|
24,390 |
|
Harvard Bioscience, Inc.* |
|
|
|
|
4,206 |
|
|
|
17,749 |
|
Luminex Corp.* |
|
|
|
|
6,707 |
|
|
|
148,694 |
|
MEDTOX Scientific, Inc. |
|
|
|
|
1,326 |
|
|
|
17,357 |
|
Pacific Biosciences Of California, Inc.* |
|
|
|
|
6,155 |
|
|
|
19,758 |
|
Parexel International Corp.* |
|
|
|
|
10,455 |
|
|
|
197,913 |
|
Sequenom, Inc.* |
|
|
|
|
17,564 |
|
|
|
89,401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
785,915 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
MACHINERY 3.0% |
|
3d Systems Corp.* |
|
|
|
|
7,436 |
|
|
$ |
104,030 |
|
Accuride Corp.* |
|
|
|
|
7,204 |
|
|
|
36,884 |
|
Actuant Corp., Class A |
|
|
|
|
11,978 |
|
|
|
236,566 |
|
Alamo Group, Inc. |
|
|
|
|
1,215 |
|
|
|
25,260 |
|
Albany International Corp. |
|
|
|
|
4,904 |
|
|
|
89,498 |
|
Altra Holdings, Inc.* |
|
|
|
|
4,774 |
|
|
|
55,235 |
|
American Railcar Industries, Inc.* |
|
|
|
|
1,797 |
|
|
|
27,638 |
|
Ampco-Pittsburgh Corp. |
|
|
|
|
1,529 |
|
|
|
31,268 |
|
Astec Industries, Inc.* |
|
|
|
|
3,544 |
|
|
|
103,768 |
|
Badger Meter, Inc. |
|
|
|
|
2,672 |
|
|
|
77,301 |
|
Barnes Group, Inc. |
|
|
|
|
9,677 |
|
|
|
186,282 |
|
Blount International, Inc.* |
|
|
|
|
8,611 |
|
|
|
115,043 |
|
Briggs & Stratton Corp. |
|
|
|
|
8,968 |
|
|
|
121,158 |
|
Cascade Corp. |
|
|
|
|
1,638 |
|
|
|
54,693 |
|
Chart Industries, Inc.* |
|
|
|
|
5,172 |
|
|
|
218,103 |
|
CIRCOR International, Inc. |
|
|
|
|
3,060 |
|
|
|
89,872 |
|
Clarcor, Inc. |
|
|
|
|
8,893 |
|
|
|
367,992 |
|
Colfax Corp.* |
|
|
|
|
4,367 |
|
|
|
88,475 |
|
Columbus Mckinnon Corp.* |
|
|
|
|
3,493 |
|
|
|
38,283 |
|
Commercial Vehicle Group, Inc.* |
|
|
|
|
5,252 |
|
|
|
34,506 |
|
Douglas Dynamics, Inc. |
|
|
|
|
3,264 |
|
|
|
41,714 |
|
Dynamic Materials Corp. |
|
|
|
|
2,317 |
|
|
|
36,493 |
|
Energy Recovery, Inc.* |
|
|
|
|
8,472 |
|
|
|
25,501 |
|
EnPro Industries, Inc.* |
|
|
|
|
3,662 |
|
|
|
108,688 |
|
Esco Technologies, Inc. |
|
|
|
|
4,730 |
|
|
|
120,615 |
|
Federal Signal Corp. |
|
|
|
|
11,180 |
|
|
|
49,416 |
|
Flow International Corp.* |
|
|
|
|
7,938 |
|
|
|
17,543 |
|
Force Protection, Inc.* |
|
|
|
|
12,754 |
|
|
|
49,103 |
|
FreightCar America, Inc.* |
|
|
|
|
2,083 |
|
|
|
30,016 |
|
Gorman-rupp Co. |
|
|
|
|
2,699 |
|
|
|
66,638 |
|
Graham Corp. |
|
|
|
|
1,767 |
|
|
|
29,403 |
|
Hurco Companies., Inc.* |
|
|
|
|
1,095 |
|
|
|
22,229 |
|
John Bean Technologies Corp. |
|
|
|
|
5,078 |
|
|
|
72,412 |
|
Kadant, Inc.* |
|
|
|
|
2,214 |
|
|
|
39,321 |
|
Kaydon Corp. |
|
|
|
|
5,801 |
|
|
|
166,373 |
|
LB Foster Co. |
|
|
|
|
1,727 |
|
|
|
38,391 |
|
Lindsay Corp. |
|
|
|
|
2,230 |
|
|
|
119,974 |
|
Lydall, Inc.* |
|
|
|
|
3,097 |
|
|
|
27,563 |
|
Meritor, Inc.* |
|
|
|
|
16,822 |
|
|
|
118,763 |
|
Met-Pro Corp. |
|
|
|
|
2,554 |
|
|
|
21,913 |
|
Middleby Corp.* |
|
|
|
|
3,293 |
|
|
|
232,025 |
|
Miller Industries, Inc. |
|
|
|
|
2,105 |
|
|
|
36,522 |
|
Mueller Industries, Inc. |
|
|
|
|
6,641 |
|
|
|
256,276 |
|
Mueller Water Products, Inc., Class A |
|
|
|
|
27,676 |
|
|
|
68,636 |
|
NACCO Industries, Inc., Class A |
|
|
|
|
1,034 |
|
|
|
65,556 |
|
NN, Inc.* |
|
|
|
|
3,097 |
|
|
|
15,640 |
|
Omega Flex, Inc.* |
|
|
|
|
437 |
|
|
|
5,812 |
|
Pmfg, Inc.* |
|
|
|
|
3,102 |
|
|
|
48,919 |
|
RBC Bearings, Inc.* |
|
|
|
|
3,887 |
|
|
|
132,119 |
|
Robbins & Myers, Inc. |
|
|
|
|
6,944 |
|
|
|
241,026 |
|
Sauer- Danfoss, Inc.* |
|
|
|
|
2,060 |
|
|
|
59,534 |
|
Sun Hydraulics, Inc. |
|
|
|
|
3,559 |
|
|
|
72,532 |
|
Tecumseh Products Co., Class A* |
|
|
|
|
3,305 |
|
|
|
24,093 |
|
Tennant Co. |
|
|
|
|
3,410 |
|
|
|
120,612 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
The Greenbrier Cos., Inc* |
|
|
|
|
3,320 |
|
|
$ |
38,678 |
|
Titan International, Inc. |
|
|
|
|
7,480 |
|
|
|
112,200 |
|
Trimas Corp.* |
|
|
|
|
4,531 |
|
|
|
67,285 |
|
Twin Disc, Inc. |
|
|
|
|
1,519 |
|
|
|
40,512 |
|
Wabash National Corp.* |
|
|
|
|
12,187 |
|
|
|
58,132 |
|
Watts Water Technologies, Inc., Class A |
|
|
|
|
5,351 |
|
|
|
142,604 |
|
Xerium Technologies, Inc.* |
|
|
|
|
1,933 |
|
|
|
20,239 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,162,876 |
|
|
|
|
|
|
|
|
|
|
|
|
MARINE 0.1% |
|
Baltic Trading, Ltd. |
|
MH |
|
|
3,081 |
|
|
|
14,327 |
|
Eagle Bulk Shipping, Inc.* |
|
MH |
|
|
11,410 |
|
|
|
17,914 |
|
Excel Maritime Carriers Ltd.* |
|
LR |
|
|
8,553 |
|
|
|
17,790 |
|
Genco Shipping & Trading Ltd.* |
|
MH |
|
|
5,250 |
|
|
|
41,002 |
|
International Shipholding Corp. |
|
|
|
|
884 |
|
|
|
16,345 |
|
Ultrapetrol Bahamas Ltd.* |
|
BS |
|
|
3,395 |
|
|
|
7,707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
115,085 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 1.3% |
|
AH Belo Corp. |
|
|
|
|
3,091 |
|
|
|
12,982 |
|
Arbitron, Inc. |
|
|
|
|
4,824 |
|
|
|
159,578 |
|
Belo Corp., Class A |
|
|
|
|
16,470 |
|
|
|
80,538 |
|
Central European Media Enterprises Ltd., Class A* |
|
BM |
|
|
6,527 |
|
|
|
50,976 |
|
Cinemark Holdings, Inc. |
|
|
|
|
16,302 |
|
|
|
307,782 |
|
Crown Media Holdings, Inc., Class A* |
|
|
|
|
5,611 |
|
|
|
8,024 |
|
Cumulus Media, Inc., Class A* |
|
|
|
|
5,852 |
|
|
|
16,620 |
|
Entercom Communications Corp., Class A* |
|
|
|
|
4,427 |
|
|
|
23,242 |
|
Entravision Communications Corp., Class A* |
|
|
|
|
8,397 |
|
|
|
8,565 |
|
Fisher Communications, Inc.* |
|
|
|
|
1,590 |
|
|
|
35,521 |
|
Global Sources Ltd.* |
|
BM |
|
|
1,885 |
|
|
|
12,761 |
|
Gray Television, Inc.* |
|
|
|
|
8,430 |
|
|
|
13,151 |
|
Harte-Hanks, Inc. |
|
|
|
|
7,990 |
|
|
|
67,755 |
|
interCLICK, Inc.* |
|
|
|
|
3,497 |
|
|
|
19,408 |
|
Journal Communications, Inc., Class A* |
|
|
|
|
7,903 |
|
|
|
23,472 |
|
Knology, Inc.* |
|
|
|
|
5,308 |
|
|
|
68,898 |
|
LIN TV Corp., Class A* |
|
|
|
|
5,124 |
|
|
|
11,170 |
|
Lions Gate Entertainment Corp.* |
|
CA |
|
|
8,040 |
|
|
|
55,476 |
|
Live Nation, Inc.* |
|
|
|
|
25,024 |
|
|
|
200,442 |
|
Martha Stewart Living Omnimedia, Inc., Class A* |
|
|
|
|
4,718 |
|
|
|
14,720 |
|
McClatchy Co., Class A* |
|
|
|
|
9,575 |
|
|
|
12,830 |
|
MDC Partners, Inc., Class A |
|
CA |
|
|
4,448 |
|
|
|
64,140 |
|
Meredith Corp. |
|
|
|
|
6,480 |
|
|
|
146,707 |
|
National CineMedia, Inc. |
|
|
|
|
9,805 |
|
|
|
142,271 |
|
Nexstar Broadcasting Group, Inc., Class A* |
|
|
|
|
1,888 |
|
|
|
12,480 |
|
Outdoor Channel Holdings, Inc.* |
|
|
|
|
2,572 |
|
|
|
14,712 |
|
ReachLocal, Inc.* |
|
|
|
|
1,734 |
|
|
|
18,849 |
|
Rentrak Corp.* |
|
|
|
|
1,741 |
|
|
|
21,919 |
|
Saga Communications, Inc., Class A* |
|
|
|
|
603 |
|
|
|
17,794 |
|
Scholastic Corp. |
|
|
|
|
4,696 |
|
|
|
131,629 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Sinclair Broadcast Group, Inc. |
|
|
|
|
8,991 |
|
|
$ |
64,465 |
|
The E.W. Scripps Co., Class A* |
|
|
|
|
5,915 |
|
|
|
41,405 |
|
The New York Times Co., Class A* |
|
|
|
|
24,368 |
|
|
|
141,578 |
|
Valassis Communications, Inc.* |
|
|
|
|
8,729 |
|
|
|
163,581 |
|
Value Line, Inc. |
|
|
|
|
144 |
|
|
|
1,655 |
|
Westwood One, Inc.* |
|
|
|
|
687 |
|
|
|
2,494 |
|
World Wrestling Entertainment, Inc. |
|
|
|
|
4,803 |
|
|
|
42,795 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,232,385 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 1.5% |
|
AMCOL International Corp. |
|
|
|
|
4,321 |
|
|
|
103,661 |
|
Castle AM Co.* |
|
|
|
|
2,966 |
|
|
|
32,448 |
|
Century Aluminum Co.* |
|
|
|
|
9,165 |
|
|
|
81,935 |
|
Coeur DAlene Mines Corp.* |
|
|
|
|
15,787 |
|
|
|
338,473 |
|
General Moly Inc.* |
|
|
|
|
11,717 |
|
|
|
33,979 |
|
Globe Specialty Metals, Inc. |
|
|
|
|
11,186 |
|
|
|
162,421 |
|
Gold Resource Corp. |
|
|
|
|
5,029 |
|
|
|
83,733 |
|
Golden Minerals Co.* |
|
|
|
|
4,941 |
|
|
|
36,761 |
|
Golden Star Resources Ltd.* |
|
CA |
|
|
46,002 |
|
|
|
85,564 |
|
Handy & Harman Ltd.* |
|
|
|
|
923 |
|
|
|
9,313 |
|
Haynes International, Inc. |
|
|
|
|
2,161 |
|
|
|
93,895 |
|
Hecla Mining Co.* |
|
|
|
|
49,202 |
|
|
|
263,723 |
|
Horsehead Holding Corp.* |
|
|
|
|
7,726 |
|
|
|
57,327 |
|
Jaguar Mining, Inc.* |
|
CA |
|
|
14,980 |
|
|
|
70,406 |
|
Kaiser Aluminum Corp. |
|
|
|
|
2,877 |
|
|
|
127,394 |
|
Materion Corp.* |
|
|
|
|
3,613 |
|
|
|
81,943 |
|
Metals USA Holdings Corp.* |
|
|
|
|
1,944 |
|
|
|
17,399 |
|
Midway Gold Corp.* |
|
CA |
|
|
14,932 |
|
|
|
30,013 |
|
Noranda Aluminum Holding Corp.* |
|
|
|
|
4,112 |
|
|
|
34,335 |
|
Olympic Steel, Inc. |
|
|
|
|
1,621 |
|
|
|
27,460 |
|
Paramount Gold And Silver Corp.* |
|
|
|
|
20,932 |
|
|
|
49,400 |
|
Redcorp Ventures Ltd.*(1) |
|
CA |
|
|
91,400 |
|
|
|
|
|
Revett Minerals, Inc.* |
|
CA |
|
|
4,609 |
|
|
|
17,791 |
|
RTI International Metals, Inc.* |
|
|
|
|
5,357 |
|
|
|
124,925 |
|
Stillwater Mining Co.* |
|
|
|
|
18,291 |
|
|
|
155,474 |
|
SunCoke Energy, Inc.* |
|
|
|
|
2,046 |
|
|
|
22,506 |
|
Thompson Creek Metals Co., Inc.* |
|
CA |
|
|
27,121 |
|
|
|
164,624 |
|
Universal Stainless & Alloy* |
|
|
|
|
1,286 |
|
|
|
32,690 |
|
US Energy Corp.* |
|
|
|
|
4,016 |
|
|
|
9,277 |
|
US Gold Corp.* |
|
|
|
|
18,703 |
|
|
|
74,999 |
|
Vista Gold Corp.* |
|
CA |
|
|
12,536 |
|
|
|
41,870 |
|
Worthington Industries, Inc. |
|
|
|
|
10,217 |
|
|
|
142,731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,608,470 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-LINE RETAIL 0.3% |
|
99 Cents Only Stores* |
|
|
|
|
8,325 |
|
|
|
153,347 |
|
Bon-Ton Stores, Inc. |
|
|
|
|
2,007 |
|
|
|
9,975 |
|
Freds, Inc. |
|
|
|
|
6,948 |
|
|
|
74,066 |
|
Gordmans Stores, Inc.* |
|
|
|
|
924 |
|
|
|
11,060 |
|
Saks, Inc.* |
|
|
|
|
20,499 |
|
|
|
179,366 |
|
Tuesday Morning Corp.* |
|
|
|
|
7,652 |
|
|
|
26,935 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
454,749 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
MULTI-UTILITIES 0.5% |
|
Avista Corp. |
|
|
|
|
10,176 |
|
|
$ |
242,698 |
|
Black Hills Corp. |
|
|
|
|
6,877 |
|
|
|
210,711 |
|
CH Energy Group, Inc. |
|
|
|
|
2,755 |
|
|
|
143,728 |
|
NorthWestern Corp. |
|
|
|
|
6,426 |
|
|
|
205,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
802,384 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 4.3% |
|
Abraxas Petroleum Corp.* |
|
|
|
|
14,783 |
|
|
|
39,027 |
|
Alon USA Energy, Inc. |
|
|
|
|
1,936 |
|
|
|
11,868 |
|
Amyris, Inc.* |
|
|
|
|
3,149 |
|
|
|
63,736 |
|
Apco Oil And Gas International, Inc. |
|
KY |
|
|
1,611 |
|
|
|
119,891 |
|
Approach Resources, Inc.* |
|
|
|
|
3,975 |
|
|
|
67,535 |
|
ATP Oil & Gas Corp.* |
|
|
|
|
7,914 |
|
|
|
61,017 |
|
Berry Petroleum Co. |
|
|
|
|
9,092 |
|
|
|
321,675 |
|
Bill Barrett Corp.* |
|
|
|
|
8,321 |
|
|
|
301,553 |
|
BPZ Resources, Inc.* |
|
|
|
|
18,152 |
|
|
|
50,281 |
|
Callon Petroleum Co.* |
|
|
|
|
6,844 |
|
|
|
26,486 |
|
CAMAC Energy, Inc.* |
|
|
|
|
9,876 |
|
|
|
5,926 |
|
Carrizo Oil & Gas, Inc.* |
|
|
|
|
6,912 |
|
|
|
148,954 |
|
Cheniere Energy, Inc.* |
|
|
|
|
14,703 |
|
|
|
75,720 |
|
Clayton Williams Energy, Inc.* |
|
|
|
|
1,050 |
|
|
|
44,950 |
|
Clean Energy Fuels Corp.* |
|
|
|
|
8,801 |
|
|
|
97,867 |
|
Cloud Peak Energy, Inc.* |
|
|
|
|
10,804 |
|
|
|
183,128 |
|
Comstock Resources, Inc.* |
|
|
|
|
8,456 |
|
|
|
130,730 |
|
Contango Oil & Gas Co.* |
|
|
|
|
2,151 |
|
|
|
117,681 |
|
Crimson Exploration, Inc.* |
|
|
|
|
4,089 |
|
|
|
8,791 |
|
Crosstex Energy, Inc. |
|
|
|
|
7,206 |
|
|
|
97,137 |
|
CVR Energy, Inc.* |
|
|
|
|
15,481 |
|
|
|
327,268 |
|
Delek US Holdings, Inc. |
|
|
|
|
2,591 |
|
|
|
29,201 |
|
DHT Maritime, Inc. |
|
MH |
|
|
11,640 |
|
|
|
23,746 |
|
Endeavour International Corp.* |
|
|
|
|
6,583 |
|
|
|
52,532 |
|
Energy Partners, Ltd.* |
|
|
|
|
5,149 |
|
|
|
56,999 |
|
Energy XXi Bermuda, Ltd.* |
|
BM |
|
|
13,224 |
|
|
|
283,655 |
|
Evolution Petroleum Corp.* |
|
|
|
|
2,914 |
|
|
|
20,573 |
|
Frontline Ltd. |
|
BM |
|
|
9,229 |
|
|
|
44,761 |
|
FX Energy, Inc.* |
|
|
|
|
9,321 |
|
|
|
38,496 |
|
Gastar Exploration, Ltd.* |
|
CA |
|
|
10,269 |
|
|
|
30,807 |
|
General Maritime Corp. |
|
MH |
|
|
19,577 |
|
|
|
5,090 |
|
Georesources, Inc.* |
|
|
|
|
3,552 |
|
|
|
63,190 |
|
Gevo, Inc.* |
|
|
|
|
967 |
|
|
|
5,386 |
|
GMX Resources, Inc.* |
|
|
|
|
10,470 |
|
|
|
23,767 |
|
Golar Lng, Ltd. |
|
BM |
|
|
7,026 |
|
|
|
223,286 |
|
Goodrich Petroleum Corp.* |
|
|
|
|
4,601 |
|
|
|
54,384 |
|
Green Plains Renewable Energy, Inc.* |
|
|
|
|
3,621 |
|
|
|
33,784 |
|
Gulfport Energy Corp.* |
|
|
|
|
7,413 |
|
|
|
179,246 |
|
Hallador Energy Co. |
|
|
|
|
783 |
|
|
|
6,702 |
|
Harvest Natural Resources, Inc.* |
|
|
|
|
6,017 |
|
|
|
51,566 |
|
Houston American Energy Corp. |
|
|
|
|
2,970 |
|
|
|
40,867 |
|
Hyperdynamics Corp.* |
|
|
|
|
27,572 |
|
|
|
102,016 |
|
Isramco, Inc.* |
|
|
|
|
191 |
|
|
|
11,038 |
|
James River Coal Co.* |
|
|
|
|
6,309 |
|
|
|
40,188 |
|
Kior, Inc CL A* |
|
|
|
|
1,763 |
|
|
|
36,565 |
|
Knightsbridge Tankers Ltd. |
|
BM |
|
|
3,919 |
|
|
|
64,859 |
|
Kodiak Oil & Gas Corp.* |
|
CA |
|
|
37,141 |
|
|
|
193,505 |
|
L&L Energy, Inc.* |
|
|
|
|
4,277 |
|
|
|
11,548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Magnum Hunter Resources Corp.* |
|
|
|
|
19,775 |
|
|
$ |
65,455 |
|
McMoRan Exploration Co.* |
|
|
|
|
17,453 |
|
|
|
173,308 |
|
Miller Energy Resources, Inc.* |
|
|
|
|
5,379 |
|
|
|
14,201 |
|
Nordic American Tanker Shipping, Ltd. |
|
BM |
|
|
8,433 |
|
|
|
118,905 |
|
Northern Oil And Gas, Inc.* |
|
|
|
|
11,086 |
|
|
|
214,958 |
|
Oasis Petroleum, Inc.* |
|
|
|
|
10,481 |
|
|
|
234,041 |
|
Overseas Shipholding Group, Inc. |
|
|
|
|
4,745 |
|
|
|
65,196 |
|
Panhandle Oil & Gas, Inc., Class A |
|
|
|
|
1,207 |
|
|
|
34,243 |
|
Patriot Coal Corp.* |
|
|
|
|
16,209 |
|
|
|
137,128 |
|
Penn Virginia Corp. |
|
|
|
|
8,132 |
|
|
|
45,295 |
|
Petroleum Development Corp.* |
|
|
|
|
4,174 |
|
|
|
80,934 |
|
PetroQuest Energy, Inc.* |
|
|
|
|
9,951 |
|
|
|
54,730 |
|
Rentech, Inc.* |
|
|
|
|
39,065 |
|
|
|
30,479 |
|
Resolute Energy Corp.* |
|
|
|
|
8,166 |
|
|
|
92,766 |
|
REX American Resources Corp.* |
|
|
|
|
1,203 |
|
|
|
20,307 |
|
Rex Energy Corp.* |
|
|
|
|
6,185 |
|
|
|
78,240 |
|
Rosetta Resources, Inc.* |
|
|
|
|
9,349 |
|
|
|
319,923 |
|
Scorpio Tankers, Inc.* |
|
MH |
|
|
4,222 |
|
|
|
22,292 |
|
SemGroup Corp., Class A* |
|
|
|
|
7,349 |
|
|
|
146,686 |
|
Ship Finance International Ltd. |
|
BM |
|
|
8,071 |
|
|
|
104,923 |
|
Solazyme, Inc.* |
|
|
|
|
1,880 |
|
|
|
18,067 |
|
Stone Energy Corp.* |
|
|
|
|
8,702 |
|
|
|
141,059 |
|
Swift Energy Co.* |
|
|
|
|
7,418 |
|
|
|
180,554 |
|
Syntroleum Corp.* |
|
|
|
|
16,306 |
|
|
|
14,025 |
|
Targa Resources Corp. |
|
|
|
|
2,920 |
|
|
|
86,870 |
|
Teekay Tankers Ltd., Class A |
|
MH |
|
|
7,682 |
|
|
|
35,337 |
|
Triangle Petroleum Corp.* |
|
|
|
|
7,503 |
|
|
|
26,936 |
|
Ur-Energy, Inc.* |
|
CA |
|
|
18,035 |
|
|
|
16,231 |
|
Uranerz Energy Corp.* |
|
|
|
|
11,694 |
|
|
|
16,021 |
|
Uranium Energy Corp.* |
|
|
|
|
12,621 |
|
|
|
34,582 |
|
Uranium Resources, Inc.* |
|
|
|
|
16,412 |
|
|
|
11,185 |
|
USEC, Inc.* |
|
|
|
|
21,023 |
|
|
|
33,847 |
|
Vaalco Energy, Inc.* |
|
|
|
|
9,047 |
|
|
|
43,968 |
|
Venoco, Inc.* |
|
|
|
|
5,283 |
|
|
|
46,543 |
|
Voyager Oil & Gas, Inc.* |
|
|
|
|
8,096 |
|
|
|
17,002 |
|
W&T Offshore, Inc. |
|
|
|
|
6,201 |
|
|
|
85,326 |
|
Warren Resources, Inc.* |
|
|
|
|
12,644 |
|
|
|
30,346 |
|
Western Refining, Inc.* |
|
|
|
|
9,355 |
|
|
|
116,563 |
|
Westmoreland Coal Co.* |
|
|
|
|
1,693 |
|
|
|
13,138 |
|
World Fuel Services Corp. |
|
|
|
|
12,390 |
|
|
|
404,533 |
|
Zion Oil & Gas, Inc.* |
|
|
|
|
4,894 |
|
|
|
9,592 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,464,713 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 0.6% |
|
Buckeye Technologies, Inc. |
|
|
|
|
7,084 |
|
|
|
170,795 |
|
Clearwater Paper Corp.* |
|
|
|
|
4,079 |
|
|
|
138,605 |
|
Deltic Timber Corp. |
|
|
|
|
1,915 |
|
|
|
114,287 |
|
Glatfelter |
|
|
|
|
8,157 |
|
|
|
107,754 |
|
KapStone Paper and Packaging Corp.* |
|
|
|
|
6,914 |
|
|
|
96,036 |
|
Louisiana-Pacific Corp.* |
|
|
|
|
23,468 |
|
|
|
119,687 |
|
Neenah Paper, Inc. |
|
|
|
|
2,595 |
|
|
|
36,797 |
|
Schweitzer-Mauduit International, Inc. |
|
|
|
|
2,861 |
|
|
|
159,844 |
|
Verso Paper Corp.* |
|
|
|
|
2,417 |
|
|
|
4,036 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Wausau Paper Corp. |
|
|
|
|
8,883 |
|
|
$ |
56,762 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,004,603 |
|
|
|
|
|
|
|
|
|
|
|
|
PERSONAL PRODUCTS 0.5% |
|
Elizabeth Arden, Inc.* |
|
|
|
|
4,340 |
|
|
|
123,430 |
|
Inter Parfums, Inc. |
|
|
|
|
2,937 |
|
|
|
45,377 |
|
Medifast, Inc.* |
|
|
|
|
2,406 |
|
|
|
38,857 |
|
Natures Sunshine Products, Inc.* |
|
|
|
|
1,929 |
|
|
|
27,160 |
|
Nu Skin Enterprises, Inc. |
|
|
|
|
9,691 |
|
|
|
392,679 |
|
Nutraceutical International Corp.* |
|
|
|
|
1,577 |
|
|
|
20,154 |
|
Prestige Brands Holdings, Inc.* |
|
|
|
|
8,902 |
|
|
|
80,563 |
|
Revlon, Inc., Class A* |
|
|
|
|
1,886 |
|
|
|
23,236 |
|
Schiff Nutrition International, Inc.* |
|
|
|
|
2,193 |
|
|
|
24,298 |
|
Synutra International, Inc.* |
|
|
|
|
2,938 |
|
|
|
15,630 |
|
The Female Health Co. |
|
|
|
|
3,257 |
|
|
|
13,289 |
|
USANA Health Sciences, Inc.* |
|
|
|
|
1,229 |
|
|
|
33,797 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
838,470 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 1.8% |
|
Acura Pharmaceuticals, Inc.* |
|
|
|
|
1,789 |
|
|
|
6,083 |
|
Aegerion Pharmaceuticals, Inc.* |
|
|
|
|
1,642 |
|
|
|
20,804 |
|
Akorn, Inc.* |
|
|
|
|
9,933 |
|
|
|
77,577 |
|
Ampio Pharmaceuticals, Inc.* |
|
|
|
|
3,620 |
|
|
|
24,073 |
|
Auxilium Pharmaceuticals, Inc.* |
|
|
|
|
8,503 |
|
|
|
127,460 |
|
Avanir Pharmaceuticals, Inc., Class A* |
|
|
|
|
22,093 |
|
|
|
63,186 |
|
Cadence Pharmaceuticals, Inc.* |
|
|
|
|
6,890 |
|
|
|
45,129 |
|
Columbia Laboratories, Inc.* |
|
|
|
|
12,230 |
|
|
|
23,848 |
|
Corcept Therapeutics, Inc.* |
|
|
|
|
7,119 |
|
|
|
22,069 |
|
Cornerstone Therapeutics, Inc.* |
|
|
|
|
1,354 |
|
|
|
8,666 |
|
Depomed, Inc.* |
|
|
|
|
9,555 |
|
|
|
51,597 |
|
Durect Corp.* |
|
|
|
|
15,028 |
|
|
|
24,195 |
|
Endocyte, Inc.* |
|
|
|
|
3,047 |
|
|
|
32,298 |
|
Hi-Tech Pharmacal Co., Inc.* |
|
|
|
|
1,810 |
|
|
|
60,816 |
|
Impax Laboratories, Inc.* |
|
|
|
|
11,593 |
|
|
|
207,631 |
|
ISTA Pharmaceuticals, Inc.* |
|
|
|
|
5,682 |
|
|
|
19,603 |
|
Jazz Pharmaceuticals, Inc.* |
|
|
|
|
3,922 |
|
|
|
162,841 |
|
KV Pharmaceutical Co., Class A* |
|
|
|
|
9,108 |
|
|
|
12,296 |
|
Lannett Co, Inc.* |
|
|
|
|
2,688 |
|
|
|
10,295 |
|
Map Pharmaceuticals, Inc.* |
|
|
|
|
3,917 |
|
|
|
57,267 |
|
Medicis Pharmaceutical Corp., Class A |
|
|
|
|
10,883 |
|
|
|
397,012 |
|
Nektar Therapeutics* |
|
|
|
|
20,328 |
|
|
|
98,591 |
|
NeoStem, Inc.* |
|
|
|
|
8,958 |
|
|
|
5,823 |
|
Obagi Medical Products, Inc.* |
|
|
|
|
3,348 |
|
|
|
30,366 |
|
Optimer Pharmaceuticals, Inc.* |
|
|
|
|
8,222 |
|
|
|
113,792 |
|
Pacira Pharmaceuticals, Inc.* |
|
|
|
|
839 |
|
|
|
8,331 |
|
Pain Therapeutics, Inc.* |
|
|
|
|
6,633 |
|
|
|
31,573 |
|
Par Pharmaceutical Cos., Inc.* |
|
|
|
|
6,429 |
|
|
|
171,140 |
|
Pernix Therapeutics Holdings, Inc.* |
|
|
|
|
718 |
|
|
|
6,333 |
|
Pozen, Inc.* |
|
|
|
|
4,448 |
|
|
|
10,720 |
|
Questcor Pharmaceuticals, Inc.* |
|
|
|
|
9,341 |
|
|
|
254,636 |
|
Sagent Pharmaceuticals, Inc.* |
|
|
|
|
1,173 |
|
|
|
23,741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Salix Pharmaceuticals Ltd.* |
|
|
|
|
10,242 |
|
|
$ |
303,163 |
|
Santarus Inc.* |
|
|
|
|
9,563 |
|
|
|
26,681 |
|
Sucampo Pharmaceuticals, Inc., Class A* |
|
|
|
|
1,785 |
|
|
|
6,658 |
|
The Medicines Co.* |
|
|
|
|
9,554 |
|
|
|
142,163 |
|
Transcept Pharmaceuticals, Inc.* |
|
|
|
|
838 |
|
|
|
5,548 |
|
ViroPharma, Inc.* |
|
|
|
|
12,411 |
|
|
|
224,267 |
|
Vivus, Inc.* |
|
|
|
|
15,758 |
|
|
|
127,167 |
|
Xenoport, Inc.* |
|
|
|
|
6,218 |
|
|
|
36,686 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,082,125 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 1.5% |
|
Acacia Research - Acacia Technologies* |
|
|
|
|
7,534 |
|
|
|
271,149 |
|
Barrett Business Services, Inc. |
|
|
|
|
1,295 |
|
|
|
18,052 |
|
CBIZ, Inc.* |
|
|
|
|
6,894 |
|
|
|
45,431 |
|
CDI Corp. |
|
|
|
|
2,329 |
|
|
|
24,874 |
|
Costar Group, Inc.* |
|
|
|
|
4,431 |
|
|
|
230,279 |
|
CRA International, Inc.* |
|
|
|
|
1,881 |
|
|
|
37,639 |
|
Dolan Co.* |
|
|
|
|
5,340 |
|
|
|
48,007 |
|
Exponent, Inc.* |
|
|
|
|
2,472 |
|
|
|
102,168 |
|
Franklin Covey Co.* |
|
|
|
|
2,231 |
|
|
|
16,956 |
|
FTI Consulting, Inc.* |
|
|
|
|
7,370 |
|
|
|
271,290 |
|
GP Strategies Corp.* |
|
|
|
|
2,661 |
|
|
|
26,583 |
|
Heidrick & Struggles International, Inc. |
|
|
|
|
3,174 |
|
|
|
52,212 |
|
Hill International, Inc.* |
|
|
|
|
4,623 |
|
|
|
21,636 |
|
Hudson Highland Group, Inc.* |
|
|
|
|
5,992 |
|
|
|
20,493 |
|
Huron Consulting Group, Inc.* |
|
|
|
|
3,929 |
|
|
|
122,310 |
|
ICF International, Inc.* |
|
|
|
|
3,464 |
|
|
|
65,158 |
|
Insperity, Inc. |
|
|
|
|
4,066 |
|
|
|
90,468 |
|
Kelly Services, Inc., Class A |
|
|
|
|
4,702 |
|
|
|
53,603 |
|
Kforce, Inc.* |
|
|
|
|
5,997 |
|
|
|
58,830 |
|
Korn / Ferry International* |
|
|
|
|
8,337 |
|
|
|
101,628 |
|
Mistras Group, Inc.* |
|
|
|
|
2,587 |
|
|
|
45,428 |
|
Navigant Consulting, Inc.* |
|
|
|
|
9,132 |
|
|
|
84,654 |
|
Odyssey Marine Exploration, Inc.* |
|
|
|
|
12,479 |
|
|
|
30,698 |
|
On Assignment, Inc.* |
|
|
|
|
6,659 |
|
|
|
47,079 |
|
Pendrell Corp.* |
|
|
|
|
27,287 |
|
|
|
61,396 |
|
Resources Connection, Inc. |
|
|
|
|
8,234 |
|
|
|
80,528 |
|
RPX Corp.* |
|
|
|
|
1,655 |
|
|
|
34,275 |
|
School Specialty, Inc.* |
|
|
|
|
2,792 |
|
|
|
19,907 |
|
The Advisory Board Co.* |
|
|
|
|
2,811 |
|
|
|
181,394 |
|
The Corporate Executive Board Co. |
|
|
|
|
6,148 |
|
|
|
183,210 |
|
Trueblue, Inc.* |
|
|
|
|
7,854 |
|
|
|
88,986 |
|
VSE Corp. |
|
|
|
|
729 |
|
|
|
18,866 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,555,187 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 8.7% |
|
Acadia Realty Trust |
|
|
|
|
7,144 |
|
|
|
133,593 |
|
AG Mortgage Investment Trust, Inc. |
|
|
|
|
890 |
|
|
|
16,643 |
|
Agree Realty Corp. |
|
|
|
|
1,768 |
|
|
|
38,507 |
|
Alexanders, Inc. |
|
|
|
|
363 |
|
|
|
131,050 |
|
American Assets Trust, Inc. |
|
|
|
|
5,698 |
|
|
|
102,279 |
|
American Campus Communities, Inc. |
|
|
|
|
12,015 |
|
|
|
447,078 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
American Capital Mortgage Investment Corp. |
|
|
|
|
1,210 |
|
|
$ |
20,207 |
|
Anworth Mortgage Asset Corp. |
|
|
|
|
22,587 |
|
|
|
153,592 |
|
Apollo Commercial Real Estate Finance, Inc. |
|
|
|
|
3,459 |
|
|
|
45,555 |
|
ARMOUR Residential REIT, Inc. |
|
|
|
|
13,427 |
|
|
|
91,304 |
|
Ashford Hospitality Trust, Inc. |
|
|
|
|
9,256 |
|
|
|
64,977 |
|
Associated Estates Realty Corp. |
|
|
|
|
7,342 |
|
|
|
113,507 |
|
BioMed Realty Trust, Inc. |
|
|
|
|
23,065 |
|
|
|
382,187 |
|
Campus Crest Communities, Inc. |
|
|
|
|
5,469 |
|
|
|
59,503 |
|
CapLease, Inc. |
|
|
|
|
12,174 |
|
|
|
43,948 |
|
Capstead Mortgage Corp. |
|
|
|
|
15,011 |
|
|
|
173,227 |
|
CBL & Associates Properties, Inc. |
|
|
|
|
26,048 |
|
|
|
295,905 |
|
Cedar Shopping Centers, Inc. |
|
|
|
|
10,210 |
|
|
|
31,753 |
|
Chatham Lodging Trust |
|
|
|
|
2,546 |
|
|
|
25,256 |
|
Chesapeake Lodging Trust |
|
|
|
|
5,712 |
|
|
|
68,944 |
|
Cogdell Spencer, Inc. |
|
|
|
|
7,808 |
|
|
|
29,436 |
|
Colonial Properties Trust |
|
|
|
|
14,632 |
|
|
|
265,717 |
|
Colony Financial, Inc. |
|
|
|
|
5,754 |
|
|
|
74,342 |
|
Commercial Net Lease Realty |
|
|
|
|
16,898 |
|
|
|
454,049 |
|
Coresite Realty Corp. |
|
|
|
|
3,572 |
|
|
|
51,258 |
|
Cousins Properties, Inc. |
|
|
|
|
15,822 |
|
|
|
92,559 |
|
CreXus Investment Corp. |
|
|
|
|
10,186 |
|
|
|
90,452 |
|
CubeSmart |
|
|
|
|
17,677 |
|
|
|
150,785 |
|
CYS Investments, Inc. |
|
|
|
|
14,592 |
|
|
|
176,417 |
|
DCT Industrial Trust, Inc. |
|
|
|
|
43,765 |
|
|
|
192,128 |
|
DiamondRock Hospitality Co. |
|
|
|
|
29,839 |
|
|
|
208,575 |
|
DuPont Fabros Technology, Inc. |
|
|
|
|
10,277 |
|
|
|
202,354 |
|
Dynex Capital, Inc. |
|
|
|
|
7,011 |
|
|
|
56,509 |
|
EastGroup Properties, Inc. |
|
|
|
|
4,738 |
|
|
|
180,707 |
|
Education Realty Trust, Inc. |
|
|
|
|
12,801 |
|
|
|
109,961 |
|
Entertainment Properties Trust |
|
|
|
|
8,225 |
|
|
|
320,611 |
|
Equity Lifestyle Properties, Inc. |
|
|
|
|
5,437 |
|
|
|
340,900 |
|
Equity One, Inc. |
|
|
|
|
9,624 |
|
|
|
152,637 |
|
Excel Trust, Inc. |
|
|
|
|
5,408 |
|
|
|
52,025 |
|
Extra Space Storage, Inc. |
|
|
|
|
16,589 |
|
|
|
309,053 |
|
FelCor Lodging Trust, Inc.* |
|
|
|
|
22,250 |
|
|
|
51,843 |
|
First Industrial Realty Trust, Inc.* |
|
|
|
|
15,366 |
|
|
|
122,928 |
|
First Potomac Realty Trust |
|
|
|
|
8,896 |
|
|
|
110,933 |
|
Franklin Street Properties Corp. |
|
|
|
|
12,587 |
|
|
|
142,359 |
|
Getty Realty Corp. |
|
|
|
|
4,632 |
|
|
|
66,793 |
|
Gladstone Commercial Corp. |
|
|
|
|
1,887 |
|
|
|
29,588 |
|
Glimcher Realty Trust |
|
|
|
|
19,075 |
|
|
|
135,051 |
|
Government Properties Income Trust |
|
|
|
|
6,305 |
|
|
|
135,621 |
|
Hatteras Financial Corp. |
|
|
|
|
13,220 |
|
|
|
332,615 |
|
Healthcare Realty Trust, Inc. |
|
|
|
|
13,452 |
|
|
|
226,666 |
|
Hersha Hospitality Trust |
|
|
|
|
25,123 |
|
|
|
86,926 |
|
Highwoods Properties, Inc. |
|
|
|
|
12,321 |
|
|
|
348,191 |
|
Home Properties, Inc. |
|
|
|
|
8,516 |
|
|
|
483,368 |
|
Hudson Pacific Properties, Inc. |
|
|
|
|
3,877 |
|
|
|
45,090 |
|
Inland Real Estate Corp. |
|
|
|
|
13,754 |
|
|
|
100,404 |
|
Invesco Mortgage Capital, Inc. |
|
|
|
|
20,553 |
|
|
|
290,414 |
|
Investors Real Estate Trust |
|
|
|
|
14,101 |
|
|
|
101,527 |
|
iStar Financial, Inc.* |
|
|
|
|
16,391 |
|
|
|
95,396 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Kilroy Realty Corp. |
|
|
|
|
10,293 |
|
|
$ |
322,171 |
|
Kite Realty Group Trust |
|
|
|
|
9,832 |
|
|
|
35,985 |
|
LaSalle Hotel Properties |
|
|
|
|
14,820 |
|
|
|
284,544 |
|
Lexington Realty Trust |
|
|
|
|
21,376 |
|
|
|
139,799 |
|
LTC Properties, Inc. |
|
|
|
|
5,402 |
|
|
|
136,779 |
|
Medical Properties Trust, Inc. |
|
|
|
|
19,915 |
|
|
|
178,239 |
|
MFA Financial, Inc. |
|
|
|
|
63,198 |
|
|
|
443,650 |
|
Mid-America Apartment Communities, Inc. |
|
|
|
|
6,496 |
|
|
|
391,189 |
|
Mission West Properties, Inc. |
|
|
|
|
3,093 |
|
|
|
23,476 |
|
Monmouth Real Estate Investment Corp., Class A |
|
|
|
|
6,260 |
|
|
|
49,642 |
|
MPG Office Trust, Inc.* |
|
|
|
|
8,474 |
|
|
|
17,880 |
|
National Health Investors, Inc. |
|
|
|
|
4,298 |
|
|
|
181,075 |
|
Newcastle Investment Corp. |
|
|
|
|
18,187 |
|
|
|
74,021 |
|
Northstar Realty Finance Corp. |
|
|
|
|
17,153 |
|
|
|
56,605 |
|
Omega Healthcare Investors, Inc. |
|
|
|
|
17,874 |
|
|
|
284,733 |
|
One Liberty Properties, Inc. |
|
|
|
|
1,998 |
|
|
|
29,291 |
|
Parkway Properties, Inc. |
|
|
|
|
3,932 |
|
|
|
43,291 |
|
Pebblebrook Hotel Trust |
|
|
|
|
9,038 |
|
|
|
141,445 |
|
Pennsylvania Real Estate Investment |
|
|
|
|
9,895 |
|
|
|
76,488 |
|
Pennymac Mortgage Investment Trust |
|
|
|
|
4,928 |
|
|
|
78,355 |
|
Post Properties, Inc. |
|
|
|
|
8,797 |
|
|
|
305,608 |
|
Potlatch Corp. |
|
|
|
|
7,091 |
|
|
|
223,508 |
|
PS Business Parks, Inc. |
|
|
|
|
3,276 |
|
|
|
162,293 |
|
RAIT Financial Trust |
|
|
|
|
6,991 |
|
|
|
23,699 |
|
Ramco-Gershenson Properties Trust |
|
|
|
|
6,873 |
|
|
|
56,359 |
|
Redwood Trust, Inc. |
|
|
|
|
13,964 |
|
|
|
155,978 |
|
Resource Capital Corp. |
|
|
|
|
12,875 |
|
|
|
64,375 |
|
Retail Opportunity Investments Corp. |
|
|
|
|
7,429 |
|
|
|
82,313 |
|
RLJ Lodging Trust |
|
|
|
|
4,871 |
|
|
|
62,203 |
|
Sabra Health Care REIT, Inc. |
|
|
|
|
6,535 |
|
|
|
62,344 |
|
Saul Centers, Inc. |
|
|
|
|
1,328 |
|
|
|
44,900 |
|
Sovran Self Storage, Inc. |
|
|
|
|
4,830 |
|
|
|
179,531 |
|
STAG Industrial, Inc. |
|
|
|
|
2,702 |
|
|
|
27,560 |
|
Starwood Property Trust, Inc. |
|
|
|
|
16,320 |
|
|
|
280,051 |
|
Strategic Hotels & Resorts, Inc.* |
|
|
|
|
31,091 |
|
|
|
134,002 |
|
Sun Communities, Inc. |
|
|
|
|
3,771 |
|
|
|
132,701 |
|
Sunstone Hotel Investors, Inc.* |
|
|
|
|
21,028 |
|
|
|
119,649 |
|
Tanger Factory Outlet Centers, Inc. |
|
|
|
|
15,207 |
|
|
|
395,534 |
|
Terreno Realty Corp. |
|
|
|
|
1,609 |
|
|
|
20,643 |
|
Two Harbors Investment Corp. |
|
|
|
|
24,966 |
|
|
|
220,450 |
|
UMH Properties, Inc. |
|
|
|
|
2,153 |
|
|
|
19,571 |
|
Universal Health Realty Income Trust |
|
|
|
|
2,033 |
|
|
|
68,329 |
|
Urstadt Biddle Properties, Inc., Class A |
|
|
|
|
4,079 |
|
|
|
65,142 |
|
Washington Real Estate Investment Trust |
|
|
|
|
11,646 |
|
|
|
328,184 |
|
Whitestone REIT, Class B |
|
|
|
|
1,316 |
|
|
|
14,660 |
|
Winthrop Realty Trust |
|
|
|
|
5,043 |
|
|
|
43,824 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,137,272 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
REAL ESTATE MANAGEMENT & DEVELOPMENT 0.1% |
|
Avatar Holdings, Inc.* |
|
|
|
|
1,668 |
|
|
$ |
13,644 |
|
Consolidated-Tomoka Land Co. |
|
|
|
|
698 |
|
|
|
18,330 |
|
Forestar Group, Inc.* |
|
|
|
|
6,290 |
|
|
|
68,624 |
|
Kennedy-wilson Holdings, Inc. |
|
|
|
|
4,157 |
|
|
|
44,064 |
|
Tejon Ranch Co.* |
|
|
|
|
2,522 |
|
|
|
60,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
204,862 |
|
|
|
|
|
|
|
|
|
|
|
|
ROAD & RAIL 1.1% |
|
Amerco* |
|
|
|
|
1,540 |
|
|
|
96,173 |
|
Arkansas Best Corp. |
|
|
|
|
4,510 |
|
|
|
72,837 |
|
Avis Budget Group, Inc.* |
|
|
|
|
18,646 |
|
|
|
180,307 |
|
Celadon Group, Inc. |
|
|
|
|
3,549 |
|
|
|
31,515 |
|
Covenant Transport Group, Inc., Class A* |
|
|
|
|
1,175 |
|
|
|
4,289 |
|
Dollar Thrifty Automotive Group* |
|
|
|
|
5,088 |
|
|
|
286,454 |
|
Genesee & Wyoming, Inc., Class A* |
|
|
|
|
6,977 |
|
|
|
324,570 |
|
Heartland Express, Inc. |
|
|
|
|
9,012 |
|
|
|
122,203 |
|
Knight Transportation, Inc. |
|
|
|
|
10,882 |
|
|
|
144,839 |
|
Marten Transport Ltd. |
|
|
|
|
2,735 |
|
|
|
47,151 |
|
Old Dominion Freight Line, Inc.* |
|
|
|
|
8,345 |
|
|
|
241,755 |
|
Patriot Transportation Holding, Inc.* |
|
|
|
|
1,062 |
|
|
|
21,463 |
|
Quality Distribution, Inc.* |
|
|
|
|
2,589 |
|
|
|
23,223 |
|
Railamerica, Inc.* |
|
|
|
|
3,776 |
|
|
|
49,201 |
|
Roadrunner Transportation Systems, Inc.* |
|
|
|
|
1,536 |
|
|
|
21,074 |
|
Saia, Inc.* |
|
|
|
|
2,757 |
|
|
|
29,004 |
|
Swift Transportation Co.* |
|
|
|
|
14,074 |
|
|
|
90,637 |
|
Universal Truckload Services, Inc. |
|
|
|
|
891 |
|
|
|
11,583 |
|
Werner Enterprises, Inc. |
|
|
|
|
7,674 |
|
|
|
159,849 |
|
Zipcar, Inc.* |
|
|
|
|
1,796 |
|
|
|
32,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,990,455 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.7% |
|
Advanced Analogic Technologies, Inc.* |
|
|
|
|
7,498 |
|
|
|
32,466 |
|
Advanced Energy Industries, Inc.* |
|
|
|
|
7,732 |
|
|
|
66,650 |
|
Alpha & Omega Semiconductor Ltd.* |
|
BM |
|
|
2,696 |
|
|
|
22,134 |
|
Amkor Technology, Inc.* |
|
|
|
|
18,788 |
|
|
|
81,916 |
|
Amtech Systems, Inc.* |
|
|
|
|
1,667 |
|
|
|
13,336 |
|
Anadigics, Inc.* |
|
|
|
|
12,040 |
|
|
|
26,006 |
|
Applied Micro Circuits Corp.* |
|
|
|
|
11,301 |
|
|
|
60,686 |
|
ATMI, Inc.* |
|
|
|
|
5,601 |
|
|
|
88,608 |
|
Axcelis Technologies, Inc.* |
|
|
|
|
19,216 |
|
|
|
23,059 |
|
AXT, Inc.* |
|
|
|
|
5,651 |
|
|
|
28,481 |
|
Brooks Automation, Inc. |
|
|
|
|
11,723 |
|
|
|
95,542 |
|
Cabot Microelectronics Corp.* |
|
|
|
|
4,168 |
|
|
|
143,338 |
|
Cavium, Inc.* |
|
|
|
|
8,490 |
|
|
|
229,315 |
|
Ceva, Inc.* |
|
|
|
|
4,084 |
|
|
|
99,282 |
|
Cirrus Logic, Inc.* |
|
|
|
|
11,766 |
|
|
|
173,431 |
|
Cohu, Inc. |
|
|
|
|
4,231 |
|
|
|
41,802 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
CSR Plc ADR* |
|
GB |
|
|
1,266 |
|
|
$ |
16,888 |
|
Cymer, Inc.* |
|
|
|
|
5,338 |
|
|
|
198,467 |
|
Diodes, Inc.* |
|
|
|
|
6,274 |
|
|
|
112,430 |
|
DSP Group, Inc.* |
|
|
|
|
3,875 |
|
|
|
22,863 |
|
Entegris, Inc.* |
|
|
|
|
23,864 |
|
|
|
152,252 |
|
Entropic Communications, Inc.* |
|
|
|
|
15,266 |
|
|
|
63,049 |
|
Exar Corp.* |
|
|
|
|
6,410 |
|
|
|
36,601 |
|
Formfactor, Inc.* |
|
|
|
|
8,995 |
|
|
|
56,039 |
|
FSI International, Inc.* |
|
|
|
|
6,681 |
|
|
|
12,627 |
|
GSI Technology, Inc.* |
|
|
|
|
3,392 |
|
|
|
16,689 |
|
GT Advanced Technologies, Inc.* |
|
|
|
|
22,358 |
|
|
|
156,953 |
|
Hittite Microwave Corp.* |
|
|
|
|
5,510 |
|
|
|
268,337 |
|
Inphi, Corp.* |
|
|
|
|
3,538 |
|
|
|
31,028 |
|
Integrated Device Technology, Inc.* |
|
|
|
|
26,322 |
|
|
|
135,558 |
|
Integrated Silicon Solution, Inc.* |
|
|
|
|
4,707 |
|
|
|
36,762 |
|
IXYS Corp.* |
|
|
|
|
4,342 |
|
|
|
47,241 |
|
Kopin Corp.* |
|
|
|
|
11,380 |
|
|
|
39,033 |
|
Kulicke & Soffa Industries, Inc.* |
|
|
|
|
12,774 |
|
|
|
95,294 |
|
Lattice Semiconductor Corp.* |
|
|
|
|
20,905 |
|
|
|
109,751 |
|
LTX-Credence Corp.* |
|
|
|
|
8,857 |
|
|
|
46,854 |
|
MaxLinear, Inc., Class A* |
|
|
|
|
2,685 |
|
|
|
17,345 |
|
Micrel, Inc. |
|
|
|
|
8,949 |
|
|
|
84,747 |
|
Microsemi Corp.* |
|
|
|
|
15,123 |
|
|
|
241,666 |
|
Mindspeed Technologies, Inc.* |
|
|
|
|
5,844 |
|
|
|
30,389 |
|
MIPS Technologies, Inc.* |
|
|
|
|
9,475 |
|
|
|
45,859 |
|
MKS Instruments, Inc. |
|
|
|
|
9,280 |
|
|
|
201,469 |
|
Monolithic Power Systems, Inc.* |
|
|
|
|
5,327 |
|
|
|
54,229 |
|
MoSys, Inc.* |
|
|
|
|
5,934 |
|
|
|
21,718 |
|
Nanometrics, Inc.* |
|
|
|
|
3,592 |
|
|
|
52,084 |
|
Netlogic Microsystems, Inc.* |
|
|
|
|
12,029 |
|
|
|
578,715 |
|
Nve Corp.* |
|
|
|
|
830 |
|
|
|
50,348 |
|
Omnivision Technologies, Inc.* |
|
|
|
|
10,309 |
|
|
|
144,738 |
|
PDF Solutions, Inc.* |
|
|
|
|
3,946 |
|
|
|
16,100 |
|
Pericom Semiconductor Corp.* |
|
|
|
|
4,463 |
|
|
|
33,071 |
|
Photronics, Inc.* |
|
|
|
|
10,436 |
|
|
|
51,971 |
|
PLX Technology, Inc.* |
|
|
|
|
8,110 |
|
|
|
24,411 |
|
Power Integrations, Inc. |
|
|
|
|
5,120 |
|
|
|
156,723 |
|
Rambus, Inc.* |
|
|
|
|
17,124 |
|
|
|
239,736 |
|
RF Micro Devices, Inc.* |
|
|
|
|
48,478 |
|
|
|
307,351 |
|
Rubicon Technology, Inc.* |
|
|
|
|
3,042 |
|
|
|
33,249 |
|
Rudolph Technologies, Inc.* |
|
|
|
|
5,478 |
|
|
|
36,648 |
|
Semtech Corp.* |
|
|
|
|
11,440 |
|
|
|
241,384 |
|
Sigma Designs, Inc.* |
|
|
|
|
5,615 |
|
|
|
44,022 |
|
Silicon Image, Inc.* |
|
|
|
|
14,112 |
|
|
|
82,837 |
|
Spansion, Inc. Class A* |
|
|
|
|
8,926 |
|
|
|
109,076 |
|
Standard Microsystems Corp.* |
|
|
|
|
4,067 |
|
|
|
78,900 |
|
Supertex, Inc.* |
|
|
|
|
1,935 |
|
|
|
33,476 |
|
Tessera Technologies, Inc.* |
|
|
|
|
9,076 |
|
|
|
108,367 |
|
Triquint Semiconductor, Inc.* |
|
|
|
|
29,184 |
|
|
|
146,504 |
|
Ultra Clean Holdings* |
|
|
|
|
4,213 |
|
|
|
18,074 |
|
Ultratech, Inc.* |
|
|
|
|
4,463 |
|
|
|
76,540 |
|
Veeco Instruments, Inc.* |
|
|
|
|
7,129 |
|
|
|
173,948 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Volterra Semiconductor Corp.* |
|
|
|
|
4,358 |
|
|
$ |
83,804 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,500,267 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 4.2% |
|
Accelrys, Inc.* |
|
|
|
|
9,870 |
|
|
|
59,812 |
|
ACI Worldwide, Inc.* |
|
|
|
|
5,927 |
|
|
|
163,230 |
|
Actuate Corp.* |
|
|
|
|
6,363 |
|
|
|
35,124 |
|
Advent Software, Inc.* |
|
|
|
|
5,833 |
|
|
|
121,618 |
|
American Software, Inc., Class A |
|
|
|
|
4,029 |
|
|
|
29,210 |
|
Aspen Technology, Inc.* |
|
|
|
|
14,851 |
|
|
|
226,775 |
|
Blackbaud, Inc. |
|
|
|
|
7,910 |
|
|
|
176,156 |
|
Blackboard, Inc.* |
|
|
|
|
6,277 |
|
|
|
280,331 |
|
Bottomline Technologies, Inc.* |
|
|
|
|
6,229 |
|
|
|
125,452 |
|
BroadSoft, Inc.* |
|
|
|
|
4,001 |
|
|
|
121,430 |
|
Callidus Software, Inc.* |
|
|
|
|
5,215 |
|
|
|
24,041 |
|
Commvault Systems, Inc.* |
|
|
|
|
7,745 |
|
|
|
287,030 |
|
Concur Technologies, Inc.* |
|
|
|
|
7,844 |
|
|
|
291,954 |
|
Convio, Inc.* |
|
|
|
|
2,040 |
|
|
|
17,156 |
|
Deltek, Inc.* |
|
|
|
|
3,997 |
|
|
|
24,022 |
|
DemandTec, Inc.* |
|
|
|
|
5,721 |
|
|
|
37,415 |
|
Digimarc Corp.* |
|
|
|
|
1,097 |
|
|
|
27,842 |
|
Ebix, Inc.* |
|
|
|
|
5,107 |
|
|
|
75,073 |
|
Ellie Mae, Inc.* |
|
|
|
|
1,306 |
|
|
|
7,261 |
|
Epiq Systems, Inc. |
|
|
|
|
5,545 |
|
|
|
69,479 |
|
ePlus, Inc.* |
|
|
|
|
668 |
|
|
|
16,480 |
|
Fair Issac Corp. |
|
|
|
|
7,076 |
|
|
|
154,469 |
|
FalconStor Software, Inc.* |
|
|
|
|
5,177 |
|
|
|
15,117 |
|
Glu Mobile, Inc.* |
|
|
|
|
8,193 |
|
|
|
17,287 |
|
Guidance Software, Inc.* |
|
|
|
|
2,237 |
|
|
|
14,518 |
|
Interactive Intelligence Group* |
|
|
|
|
2,523 |
|
|
|
68,499 |
|
JDA Software Group, Inc.* |
|
|
|
|
7,503 |
|
|
|
175,870 |
|
Kenexa Corp.* |
|
|
|
|
4,686 |
|
|
|
73,289 |
|
Magma Design Automation, Inc.* |
|
|
|
|
11,872 |
|
|
|
54,018 |
|
Manhattan Associates, Inc.* |
|
|
|
|
3,850 |
|
|
|
127,358 |
|
Mentor Graphics Corp.* |
|
|
|
|
17,094 |
|
|
|
164,444 |
|
Microstrategy, Inc.* |
|
|
|
|
1,418 |
|
|
|
161,751 |
|
Monotype Imaging Holdings, Inc.* |
|
|
|
|
6,330 |
|
|
|
76,783 |
|
Motricity, Inc.* |
|
|
|
|
6,454 |
|
|
|
10,907 |
|
Netscout Systems, Inc.* |
|
|
|
|
6,629 |
|
|
|
75,703 |
|
Netsuite, Inc.* |
|
|
|
|
4,837 |
|
|
|
130,647 |
|
Opnet Technologies, Inc. |
|
|
|
|
2,555 |
|
|
|
89,195 |
|
Parametric Technology Corp.* |
|
|
|
|
20,936 |
|
|
|
321,996 |
|
Pegasystems, Inc. |
|
|
|
|
2,952 |
|
|
|
90,361 |
|
Progress Software Corp.* |
|
|
|
|
11,899 |
|
|
|
208,827 |
|
PROS Holdings, Inc.* |
|
|
|
|
3,839 |
|
|
|
49,485 |
|
QAD, Inc., Class A* |
|
|
|
|
1,182 |
|
|
|
12,636 |
|
Qlik Technologies, Inc.* |
|
|
|
|
12,396 |
|
|
|
268,497 |
|
Quest Software, Inc.* |
|
|
|
|
10,871 |
|
|
|
172,632 |
|
Reald, Inc.* |
|
|
|
|
7,293 |
|
|
|
68,190 |
|
Realpage, Inc.* |
|
|
|
|
5,389 |
|
|
|
110,205 |
|
Renaissance Learning, Inc. |
|
|
|
|
2,394 |
|
|
|
40,171 |
|
Rosetta Stone, Inc.* |
|
|
|
|
2,000 |
|
|
|
18,300 |
|
S1 Corp.* |
|
|
|
|
9,452 |
|
|
|
86,675 |
|
Seachange International, Inc.* |
|
|
|
|
4,673 |
|
|
|
35,982 |
|
Smith Micro Software, Inc.* |
|
|
|
|
5,997 |
|
|
|
9,115 |
|
Solarwinds, Inc.* |
|
|
|
|
10,020 |
|
|
|
220,640 |
|
Sourcefire, Inc.* |
|
|
|
|
5,041 |
|
|
|
134,897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
SRS Labs, Inc.* |
|
|
|
|
1,950 |
|
|
$ |
13,962 |
|
SS&C Technologies Holdings, Inc.* |
|
|
|
|
4,472 |
|
|
|
63,905 |
|
SuccessFactors, Inc.* |
|
|
|
|
14,670 |
|
|
|
337,263 |
|
Synchronoss Technologies, Inc.* |
|
|
|
|
4,692 |
|
|
|
116,878 |
|
Take-Two Interactive Software, Inc.* |
|
|
|
|
13,037 |
|
|
|
165,831 |
|
Taleo Corp.* |
|
|
|
|
7,291 |
|
|
|
187,525 |
|
Tangoe, Inc.* |
|
|
|
|
1,522 |
|
|
|
17,214 |
|
Telecommunication Systems, Inc.* |
|
|
|
|
8,257 |
|
|
|
28,487 |
|
TeleNav, Inc.* |
|
|
|
|
2,837 |
|
|
|
25,164 |
|
THQ, Inc.* |
|
|
|
|
11,947 |
|
|
|
20,668 |
|
Tivo, Inc.* |
|
|
|
|
21,182 |
|
|
|
197,840 |
|
Tyler Technologies, Inc.* |
|
|
|
|
5,672 |
|
|
|
143,388 |
|
Ultimate Software Group, Inc.* |
|
|
|
|
4,542 |
|
|
|
212,202 |
|
Vasco Data Security International* |
|
|
|
|
4,673 |
|
|
|
23,879 |
|
Verint Systems, Inc.* |
|
|
|
|
3,761 |
|
|
|
98,877 |
|
Virnetx Holding Corp.* |
|
|
|
|
7,227 |
|
|
|
108,333 |
|
Wave Systems Corp.* |
|
|
|
|
14,769 |
|
|
|
34,560 |
|
Websense, Inc.* |
|
|
|
|
7,091 |
|
|
|
122,674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,394,005 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 3.3% |
|
Aeropostale, Inc.* |
|
|
|
|
14,351 |
|
|
|
155,134 |
|
Americas Car-Mart, Inc.* |
|
|
|
|
1,440 |
|
|
|
41,789 |
|
Ann, Inc.* |
|
|
|
|
9,124 |
|
|
|
208,392 |
|
Asbury Automotive Group, Inc.* |
|
|
|
|
5,163 |
|
|
|
85,138 |
|
Ascena Retail Group, Inc.* |
|
|
|
|
11,055 |
|
|
|
299,259 |
|
Barnes & Noble, Inc. |
|
|
|
|
5,176 |
|
|
|
61,232 |
|
Bebe Stores, Inc. |
|
|
|
|
6,859 |
|
|
|
46,092 |
|
Big 5 Sporting Goods Corp. |
|
|
|
|
3,999 |
|
|
|
24,314 |
|
Body Central Corp.* |
|
|
|
|
2,046 |
|
|
|
37,155 |
|
Brown Shoe Co., Inc. |
|
|
|
|
6,877 |
|
|
|
48,964 |
|
Build-A-Bear Workshop, Inc.* |
|
|
|
|
2,756 |
|
|
|
14,056 |
|
Cabelas, Inc.* |
|
|
|
|
7,690 |
|
|
|
157,568 |
|
Casual Male Retail Group, Inc.* |
|
|
|
|
7,513 |
|
|
|
28,249 |
|
Charming Shoppes, Inc.* |
|
|
|
|
20,643 |
|
|
|
53,672 |
|
Childrens Place Retail Stores, Inc.* |
|
|
|
|
4,563 |
|
|
|
212,316 |
|
Christopher & Banks Corp. |
|
|
|
|
6,494 |
|
|
|
22,924 |
|
Citi Trends, Inc.* |
|
|
|
|
2,629 |
|
|
|
30,943 |
|
Coldwater Creek, Inc.* |
|
|
|
|
11,056 |
|
|
|
13,820 |
|
Collective Brands, Inc.* |
|
|
|
|
10,918 |
|
|
|
141,497 |
|
Conns, Inc.* |
|
|
|
|
2,465 |
|
|
|
17,699 |
|
Cost Plus, Inc.* |
|
|
|
|
3,405 |
|
|
|
21,452 |
|
Destination Maternity Corp. |
|
|
|
|
1,924 |
|
|
|
24,762 |
|
Express, Inc. |
|
|
|
|
9,807 |
|
|
|
198,984 |
|
Finish Line, Inc., Class A |
|
|
|
|
9,201 |
|
|
|
183,928 |
|
Francescas Holdings Corp.* |
|
|
|
|
1,601 |
|
|
|
33,957 |
|
Genesco, Inc.* |
|
|
|
|
4,201 |
|
|
|
216,478 |
|
GNC Acquisition Holdings, Inc., Class A* |
|
|
|
|
4,066 |
|
|
|
81,808 |
|
Group 1 Automotive, Inc. |
|
|
|
|
4,257 |
|
|
|
151,336 |
|
Haverty Furniture Cos., Inc. |
|
|
|
|
3,378 |
|
|
|
33,746 |
|
hhgregg, Inc.* |
|
|
|
|
3,186 |
|
|
|
31,064 |
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Hibbett Sports, Inc.* |
|
|
|
|
4,867 |
|
|
$ |
164,943 |
|
Hot Topic, Inc. |
|
|
|
|
7,998 |
|
|
|
61,025 |
|
JOS A Bank Clothiers, Inc.* |
|
|
|
|
4,860 |
|
|
|
226,622 |
|
Kirklands, Inc.* |
|
|
|
|
3,030 |
|
|
|
27,785 |
|
Lithia Motors, Inc. |
|
|
|
|
3,901 |
|
|
|
56,096 |
|
Lumber Liquidators Holdings, Inc.* |
|
|
|
|
4,109 |
|
|
|
62,046 |
|
Marinemax, Inc.* |
|
|
|
|
4,208 |
|
|
|
27,226 |
|
Monro Muffler Brake, Inc. |
|
|
|
|
5,410 |
|
|
|
178,368 |
|
New York & Co., Inc.* |
|
|
|
|
4,696 |
|
|
|
14,980 |
|
Office Depot, Inc.* |
|
|
|
|
49,344 |
|
|
|
101,649 |
|
OfficeMax, Inc.* |
|
|
|
|
15,283 |
|
|
|
74,123 |
|
Pacific Sunwear of California, Inc.* |
|
|
|
|
7,834 |
|
|
|
9,401 |
|
Penske Automotive Group, Inc. |
|
|
|
|
7,921 |
|
|
|
126,736 |
|
Pier 1 Imports, Inc.* |
|
|
|
|
17,227 |
|
|
|
168,480 |
|
Rental-A-Center, Inc. |
|
|
|
|
11,182 |
|
|
|
306,946 |
|
Rue21, Inc.* |
|
|
|
|
2,657 |
|
|
|
60,287 |
|
Select Comfort Corp.* |
|
|
|
|
9,873 |
|
|
|
137,926 |
|
Shoe Carnival, Inc.* |
|
|
|
|
1,581 |
|
|
|
37,312 |
|
Sonic Automotive, Inc., Class A |
|
|
|
|
7,138 |
|
|
|
77,019 |
|
Stage Stores, Inc. |
|
|
|
|
5,293 |
|
|
|
73,414 |
|
Stein Mart, Inc. |
|
|
|
|
4,884 |
|
|
|
30,525 |
|
Syms Corp.* |
|
|
|
|
1,199 |
|
|
|
10,515 |
|
Systemax, Inc.* |
|
|
|
|
1,827 |
|
|
|
23,239 |
|
Talbots, Inc.* |
|
|
|
|
12,451 |
|
|
|
33,618 |
|
Teavana Holdings Inc.* |
|
|
|
|
1,105 |
|
|
|
22,476 |
|
The Buckle, Inc. |
|
|
|
|
4,787 |
|
|
|
184,108 |
|
The Cato Corp. |
|
|
|
|
4,901 |
|
|
|
110,567 |
|
The Mens Wearhouse, Inc. |
|
|
|
|
9,026 |
|
|
|
235,398 |
|
The Pep Boys - Manny, Moe & Jack |
|
|
|
|
9,332 |
|
|
|
92,107 |
|
The Wet Seal, Inc., Class A* |
|
|
|
|
16,009 |
|
|
|
71,720 |
|
Vitamin Shoppe, Inc.* |
|
|
|
|
4,401 |
|
|
|
164,773 |
|
West Marine, Inc.* |
|
|
|
|
2,669 |
|
|
|
20,551 |
|
Winmark Corp. |
|
|
|
|
406 |
|
|
|
18,765 |
|
Zale Corp.* |
|
|
|
|
5,824 |
|
|
|
16,598 |
|
Zumiez, Inc.* |
|
|
|
|
3,775 |
|
|
|
66,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,771,172 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 1.6% |
|
Carters, Inc.* |
|
|
|
|
8,640 |
|
|
|
263,866 |
|
Cherokee, Inc. |
|
|
|
|
1,459 |
|
|
|
18,748 |
|
Columbia Sportswear Co. |
|
|
|
|
2,160 |
|
|
|
100,224 |
|
Crocs, Inc.* |
|
|
|
|
15,082 |
|
|
|
356,991 |
|
Delta Apparel, Inc.* |
|
|
|
|
1,263 |
|
|
|
19,892 |
|
G-III Apparel Group Ltd.* |
|
|
|
|
2,925 |
|
|
|
66,866 |
|
Iconix Brand Group, Inc.* |
|
|
|
|
12,945 |
|
|
|
204,531 |
|
K-Swiss, Inc., Class A* |
|
|
|
|
4,804 |
|
|
|
20,417 |
|
Kenneth Cole Productions, Inc., Class A* |
|
|
|
|
1,350 |
|
|
|
14,486 |
|
Liz Claiborne, Inc.* |
|
|
|
|
16,806 |
|
|
|
84,030 |
|
Maidenform Brands, Inc.* |
|
|
|
|
4,146 |
|
|
|
97,058 |
|
Movado Group, Inc. |
|
|
|
|
3,145 |
|
|
|
38,306 |
|
Oxford Industries, Inc. |
|
|
|
|
2,277 |
|
|
|
78,101 |
|
Perry Ellis International, Inc.* |
|
|
|
|
2,335 |
|
|
|
43,898 |
|
Quiksilver, Inc.* |
|
|
|
|
23,042 |
|
|
|
70,278 |
|
R.G. Barry Corp. |
|
|
|
|
1,456 |
|
|
|
15,434 |
|
Skechers U.S.A., Inc., Class A* |
|
|
|
|
6,651 |
|
|
|
93,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Steven Madden Ltd.* |
|
|
|
|
6,714 |
|
|
$ |
202,091 |
|
The Jones Group, Inc. |
|
|
|
|
15,545 |
|
|
|
143,169 |
|
The Warnaco Group, Inc.* |
|
|
|
|
7,756 |
|
|
|
357,474 |
|
True Religion Apparel, Inc.* |
|
|
|
|
4,570 |
|
|
|
123,207 |
|
Unifi, Inc.* |
|
|
|
|
2,518 |
|
|
|
20,572 |
|
Vera Bradley, Inc.* |
|
|
|
|
3,520 |
|
|
|
126,896 |
|
Wolverine World Wide, Inc. |
|
|
|
|
8,725 |
|
|
|
290,106 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,849,955 |
|
|
|
|
|
|
|
|
|
|
|
|
THRIFT & MORTGAGE FINANCE 1.2% |
|
Abington Bancorp, Inc. |
|
|
|
|
3,551 |
|
|
|
25,567 |
|
Apollo Residential Mortgage, Inc.* |
|
|
|
|
1,771 |
|
|
|
29,044 |
|
Astoria Financial Corp. |
|
|
|
|
15,594 |
|
|
|
119,918 |
|
Bank Mutual Corp. |
|
|
|
|
8,677 |
|
|
|
22,647 |
|
BankFinancial Corp. |
|
|
|
|
3,761 |
|
|
|
24,973 |
|
Beneficial Mutual Bancorp, Inc.* |
|
|
|
|
5,814 |
|
|
|
43,314 |
|
Berkshire Hills Bancorp, Inc. |
|
|
|
|
3,761 |
|
|
|
69,466 |
|
BofI Holding, Inc.* |
|
|
|
|
1,619 |
|
|
|
21,792 |
|
Brookline Bancorp, Inc. |
|
|
|
|
10,604 |
|
|
|
81,757 |
|
Charter Financial Corp. |
|
|
|
|
1,253 |
|
|
|
11,753 |
|
Clifton Savings Bancorp, Inc. |
|
|
|
|
1,519 |
|
|
|
13,914 |
|
Dime Community Bancshares |
|
|
|
|
5,658 |
|
|
|
57,316 |
|
Doral Financial Corp.* |
|
PR |
|
|
22,262 |
|
|
|
24,266 |
|
ESB Financial Corp. |
|
|
|
|
2,185 |
|
|
|
23,948 |
|
ESSA Bancorp, Inc. |
|
|
|
|
2,043 |
|
|
|
21,472 |
|
Federal Agricultural Mortgage Corp., Class C |
|
|
|
|
1,729 |
|
|
|
32,903 |
|
First Defiance Financial Corp.* |
|
|
|
|
1,681 |
|
|
|
22,525 |
|
First Financial Corp. |
|
|
|
|
2,824 |
|
|
|
11,324 |
|
First PacTrust Bancorp, Inc. |
|
|
|
|
1,848 |
|
|
|
20,938 |
|
Flagstar Bancorp, Inc.* |
|
|
|
|
34,578 |
|
|
|
16,940 |
|
Flushing Financial Corp. |
|
|
|
|
5,569 |
|
|
|
60,145 |
|
Fox Chase Bancorp. |
|
|
|
|
2,622 |
|
|
|
33,247 |
|
Franklin Financial Corp.* |
|
|
|
|
2,399 |
|
|
|
26,485 |
|
Home Federal Bancorp, Inc. |
|
|
|
|
2,916 |
|
|
|
22,803 |
|
Kearny Financial Corp. |
|
|
|
|
2,500 |
|
|
|
22,100 |
|
Meridian Interstate Bancorp, Inc.* |
|
|
|
|
1,506 |
|
|
|
16,430 |
|
MGIC Investment Corp.* |
|
|
|
|
33,545 |
|
|
|
62,729 |
|
Northwest Bancshares, Inc. |
|
|
|
|
18,668 |
|
|
|
222,336 |
|
Oceanfirst Financial Corp. |
|
|
|
|
2,648 |
|
|
|
30,902 |
|
Ocwen Financial Corp.* |
|
|
|
|
13,316 |
|
|
|
175,904 |
|
Oritani Financial Corp. |
|
|
|
|
8,909 |
|
|
|
114,570 |
|
Provident Financial Services |
|
|
|
|
10,836 |
|
|
|
116,487 |
|
Provident New York Bancorp |
|
|
|
|
6,950 |
|
|
|
40,449 |
|
Radian Group, Inc. |
|
|
|
|
23,802 |
|
|
|
52,126 |
|
Rockville Financial, Inc. |
|
|
|
|
5,349 |
|
|
|
50,708 |
|
Roma Financial Corp. |
|
|
|
|
1,395 |
|
|
|
11,369 |
|
Territorial Bancorp, Inc. |
|
|
|
|
2,097 |
|
|
|
40,158 |
|
The PMI Group, Inc.* |
|
|
|
|
27,259 |
|
|
|
5,452 |
|
TrustCo Bank Corp. NY |
|
|
|
|
17,003 |
|
|
|
75,833 |
|
United Financial Bancorp, Inc. |
|
|
|
|
2,868 |
|
|
|
39,263 |
|
Viewpoint Financial Group |
|
|
|
|
6,283 |
|
|
|
71,940 |
|
Walker & Dunlop, Inc.* |
|
|
|
|
1,896 |
|
|
|
22,032 |
|
Westfield Financial, Inc. |
|
|
|
|
4,979 |
|
|
|
32,812 |
|
WSFS Financial Corp. |
|
|
|
|
1,170 |
|
|
|
36,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,078,994 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
TOBACCO 0.2% |
|
Alliance One International, Inc.* |
|
|
|
|
15,008 |
|
|
$ |
36,619 |
|
Star Scientific, Inc.* |
|
|
|
|
19,089 |
|
|
|
44,096 |
|
Universal Corp. |
|
|
|
|
4,114 |
|
|
|
147,528 |
|
Vector Group, Ltd. |
|
|
|
|
8,483 |
|
|
|
145,740 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
373,983 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 0.9% |
|
Aceto Corp. |
|
|
|
|
4,873 |
|
|
|
25,778 |
|
Aircastle Ltd. |
|
BM |
|
|
10,281 |
|
|
|
97,875 |
|
Applied Industrial Technologies, Inc. |
|
|
|
|
7,361 |
|
|
|
199,925 |
|
Beacon Roofing Supply, Inc.* |
|
|
|
|
8,157 |
|
|
|
130,430 |
|
Cai International, Inc.* |
|
|
|
|
2,159 |
|
|
|
25,303 |
|
DXP Enterprises, Inc.* |
|
|
|
|
1,529 |
|
|
|
28,791 |
|
Essex Rental Corp.* |
|
|
|
|
3,128 |
|
|
|
7,695 |
|
H & E Equipment Services, Inc.* |
|
|
|
|
5,132 |
|
|
|
42,339 |
|
Houston Wire & Cable Co. |
|
|
|
|
3,131 |
|
|
|
35,975 |
|
Interline Brands, Inc.* |
|
|
|
|
5,909 |
|
|
|
76,049 |
|
Kaman Corp. |
|
|
|
|
4,657 |
|
|
|
129,697 |
|
Lawson Products, Inc. |
|
|
|
|
592 |
|
|
|
8,004 |
|
RSC Holdings, Inc.* |
|
|
|
|
12,051 |
|
|
|
85,924 |
|
Rush Enterprises, Inc.* |
|
|
|
|
5,723 |
|
|
|
81,038 |
|
SeaCube Container Leasing Ltd. |
|
BM |
|
|
1,907 |
|
|
|
23,132 |
|
TAL International Group, Inc. |
|
|
|
|
3,906 |
|
|
|
97,416 |
|
Textainer Group Holdings Ltd. |
|
BM |
|
|
2,062 |
|
|
|
41,817 |
|
Titan Machinery, Inc.* |
|
|
|
|
2,734 |
|
|
|
48,939 |
|
United Rentals, Inc.* |
|
|
|
|
11,102 |
|
|
|
186,958 |
|
Watsco, Inc. |
|
|
|
|
4,941 |
|
|
|
252,485 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,625,570 |
|
|
|
|
|
|
|
|
|
|
|
|
TRANSPORTATION INFRASTRUCTURE 0.0%+ |
|
Wesco Aircraft Holdings, Inc.* |
|
|
|
|
3,486 |
|
|
|
38,102 |
|
|
|
|
|
|
|
|
|
|
|
|
WATER UTILITIES 0.3% |
|
American States Water Co. |
|
|
|
|
3,284 |
|
|
|
111,426 |
|
Artesian Resources Corp. |
|
|
|
|
1,187 |
|
|
|
20,784 |
|
Cadiz, Inc.* |
|
|
|
|
2,224 |
|
|
|
17,592 |
|
California Water Service Group |
|
|
|
|
7,417 |
|
|
|
131,355 |
|
Connecticut Water Service, Inc. |
|
|
|
|
1,424 |
|
|
|
35,629 |
|
Consolidated Water Co., Ltd. |
|
KY |
|
|
2,582 |
|
|
|
20,346 |
|
Middlesex Water Co. |
|
|
|
|
2,846 |
|
|
|
48,581 |
|
Pennichuck Corp. |
|
|
|
|
797 |
|
|
|
22,300 |
|
SJW Corp. |
|
|
|
|
2,571 |
|
|
|
55,971 |
|
York Water Co. |
|
|
|
|
2,281 |
|
|
|
36,907 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
500,891 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 0.2% |
|
Leap Wireless International, Inc.* |
|
|
|
|
10,475 |
|
|
|
72,278 |
|
NTELOS Holdings Corp. |
|
|
|
|
5,402 |
|
|
|
95,777 |
|
Shenandoah Telecommunications Co. |
|
|
|
|
4,293 |
|
|
|
47,824 |
|
USA Mobility, Inc. |
|
|
|
|
4,009 |
|
|
|
52,919 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
268,798 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $199,560,981) |
|
|
|
|
|
|
|
|
171,258,816 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
Value |
|
SHORT TERM INVESTMENTS 1.2% |
|
MUTUAL FUNDS 1.2% |
|
State Street Institutional Treasury Plus Money Market Fund (Cost $2,106,474) |
|
|
|
|
2,106,474 |
|
|
$ |
2,106,474 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 99.6% (Cost $201,667,455) |
|
|
|
173,365,290 |
|
Other assets less liabilities 0.4% |
|
|
|
|
|
|
|
|
712,101 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
174,077,391 |
|
|
|
|
|
|
|
|
|
|
|
|
ADR |
American Depositary Receipt |
REIT |
Real Estate Investment Trust |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States. |
+ |
Amount is less than 0.05%. |
(1) |
Eligible for resale under rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified
institutional buyers. At the period end, the value of this security amounted to $0, representing less than 0.05% of net assets.
|
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(2) |
At the period end, cash of $485,000 has been pledged to cover margin requirements for the following open futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Contracts |
|
|
Aggregate Face Value ($) |
|
|
Aggregate Notional Value ($) |
|
|
Unrealized Depreciation
($) |
|
Long |
|
Russell 2000 Mini Index December Futures |
|
|
12/16/11 |
|
|
|
42 |
|
|
|
2,908,344 |
|
|
|
2,694,300 |
|
|
|
(214,044 |
) |
SCSM BLACKROCK SMALL CAP INDEX FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(3) |
Fair Value Measurements |
All investments and
financial derivative instruments are categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM GOLDMAN SACHS MID CAP VALUE FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 97.8% |
|
AEROSPACE & DEFENSE 1.7% |
|
Alliant Techsystems, Inc. |
|
|
|
|
6,723 |
|
|
$ |
366,471 |
|
BE Aerospace, Inc.* |
|
|
|
|
8,732 |
|
|
|
289,116 |
|
L-3 Communications Holdings, Inc. |
|
|
|
|
29,347 |
|
|
|
1,818,634 |
|
Rockwell Collins, Inc. |
|
|
|
|
12,012 |
|
|
|
633,753 |
|
Textron, Inc. |
|
|
|
|
34,203 |
|
|
|
603,341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,711,315 |
|
|
|
|
|
|
|
|
|
|
|
|
AIR FREIGHT & LOGISTICS 0.2% |
|
UTI Worldwide, Inc. |
|
VG |
|
|
33,849 |
|
|
|
441,391 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.9% |
|
|
|
|
|
|
|
|
|
|
Alaska Air Group, Inc.* |
|
|
|
|
24,669 |
|
|
|
1,388,618 |
|
Copa Holdings SA |
|
PA |
|
|
8,234 |
|
|
|
504,497 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,893,115 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTO COMPONENTS 0.4% |
|
|
|
|
|
Autoliv, Inc. |
|
|
|
|
15,292 |
|
|
|
741,662 |
|
Federal-Mogul Corp.* |
|
|
|
|
10,371 |
|
|
|
152,972 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
894,634 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 0.6% |
|
|
|
|
|
Cephalon, Inc.* |
|
|
|
|
14,472 |
|
|
|
1,167,890 |
|
United Therapeutics Corp.* |
|
|
|
|
2,018 |
|
|
|
75,655 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,243,545 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING PRODUCTS 0.2% |
|
|
|
|
|
Armstrong World Industries, Inc. |
|
|
|
|
13,208 |
|
|
|
454,884 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 0.7% |
|
|
|
|
|
Ameriprise Financial, Inc. |
|
|
|
|
2,474 |
|
|
|
97,377 |
|
Federated Investors, Inc., Class B |
|
|
|
|
43,331 |
|
|
|
759,592 |
|
Legg Mason, Inc. |
|
|
|
|
10,995 |
|
|
|
282,681 |
|
Raymond James Financial, Inc. |
|
|
|
|
9,646 |
|
|
|
250,410 |
|
SEI Investments Co. |
|
|
|
|
7,162 |
|
|
|
110,152 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500,212 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.0% |
|
|
|
|
|
|
|
|
|
|
Airgas, Inc. |
|
|
|
|
3,126 |
|
|
|
199,501 |
|
Ashland, Inc. |
|
|
|
|
5,441 |
|
|
|
240,166 |
|
Cabot Corp. |
|
|
|
|
25,475 |
|
|
|
631,270 |
|
CF Industries Holdings, Inc. |
|
|
|
|
22,668 |
|
|
|
2,797,004 |
|
Eastman Chemical Co. |
|
|
|
|
1,251 |
|
|
|
85,731 |
|
Huntsman Corp. |
|
|
|
|
40,313 |
|
|
|
389,827 |
|
Scotts Miracle-Gro Co., Class A |
|
|
|
|
1,636 |
|
|
|
72,966 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,416,465 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 4.1% |
|
|
|
|
|
Bank of Hawaii Corp. |
|
|
|
|
5,123 |
|
|
|
186,477 |
|
CIT Group, Inc.* |
|
|
|
|
9,500 |
|
|
|
288,515 |
|
City National Corp. |
|
|
|
|
6,234 |
|
|
|
235,396 |
|
Comerica, Inc. |
|
|
|
|
40,328 |
|
|
|
926,334 |
|
East West Bancorp, Inc. |
|
|
|
|
14,345 |
|
|
|
213,884 |
|
Fifth Third Bancorp |
|
|
|
|
17,780 |
|
|
|
179,578 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
First Republic Bank* |
|
|
|
|
8,968 |
|
|
$ |
207,699 |
|
FirstMerit Corp. |
|
|
|
|
25,072 |
|
|
|
284,818 |
|
Fulton Financial Corp. |
|
|
|
|
130,578 |
|
|
|
998,922 |
|
KeyCorp |
|
|
|
|
110,979 |
|
|
|
658,105 |
|
M&T Bank Corp. |
|
|
|
|
29,072 |
|
|
|
2,032,133 |
|
Popular, Inc.* |
|
PR |
|
|
305,621 |
|
|
|
458,432 |
|
SunTrust Banks, Inc. |
|
|
|
|
71,770 |
|
|
|
1,288,271 |
|
SVB Financial Group* |
|
|
|
|
9,070 |
|
|
|
335,590 |
|
TCF Financial Corp. |
|
|
|
|
69,356 |
|
|
|
635,301 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,929,455 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 0.7% |
|
Cintas Corp. |
|
|
|
|
15,645 |
|
|
|
440,250 |
|
Copart, Inc.* |
|
|
|
|
6,673 |
|
|
|
261,048 |
|
R.R. Donnelley & Sons Co. |
|
|
|
|
58,225 |
|
|
|
822,137 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,523,435 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 0.9% |
|
EchoStar Corp., Class A* |
|
|
|
|
15,523 |
|
|
|
350,975 |
|
Motorola Mobility Holdings, Inc.* |
|
|
|
|
30,589 |
|
|
|
1,155,653 |
|
Tellabs, Inc. |
|
|
|
|
116,784 |
|
|
|
501,003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,007,631 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 1.3% |
|
Diebold, Inc. |
|
|
|
|
14,118 |
|
|
|
388,386 |
|
Lexmark International, Inc., Class A* |
|
|
|
|
16,882 |
|
|
|
456,321 |
|
Seagate Technology PLC |
|
IE |
|
|
9,203 |
|
|
|
94,607 |
|
Western Digital Corp.* |
|
|
|
|
76,164 |
|
|
|
1,958,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,898,252 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION & ENGINEERING 0.3% |
|
Fluor Corp. |
|
|
|
|
2,245 |
|
|
|
104,505 |
|
KBR, Inc. |
|
|
|
|
5,658 |
|
|
|
133,698 |
|
URS Corp.* |
|
|
|
|
16,739 |
|
|
|
496,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
734,682 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER FINANCE 1.0% |
|
Discover Financial Services |
|
|
|
|
99,741 |
|
|
|
2,288,059 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & PACKAGING 0.2% |
|
Sealed Air Corp. |
|
|
|
|
6,104 |
|
|
|
101,937 |
|
Sonoco Products Co. |
|
|
|
|
10,603 |
|
|
|
299,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
401,260 |
|
|
|
|
|
|
|
|
|
|
|
|
DISTRIBUTORS 0.2% |
|
Genuine Parts Co. |
|
|
|
|
10,106 |
|
|
|
513,385 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED CONSUMER SERVICES 0.2% |
|
Apollo Group, Inc., Class A* |
|
|
|
|
12,157 |
|
|
|
481,539 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 0.7% |
|
Leucadia National Corp. |
|
|
|
|
32,654 |
|
|
|
740,593 |
|
Moodys Corp. |
|
|
|
|
17,202 |
|
|
|
523,801 |
|
MSCI, Inc., Class A* |
|
|
|
|
2,417 |
|
|
|
73,307 |
|
NASDAQ OMX Group, Inc.* |
|
|
|
|
3,756 |
|
|
|
86,914 |
|
NYSE Euronext |
|
|
|
|
3,532 |
|
|
|
82,084 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,506,699 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SCSM
GOLDMAN SACHS MID CAP VALUE FUND PORTFOLIO
OF INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
ELECTRIC UTILITIES 4.9% |
|
DPL, Inc. |
|
|
|
|
50,094 |
|
|
$ |
1,509,833 |
|
Edison International(1) |
|
|
|
|
36,028 |
|
|
|
1,378,071 |
|
Entergy Corp. |
|
|
|
|
13,645 |
|
|
|
904,527 |
|
Great Plains Energy, Inc. |
|
|
|
|
15,647 |
|
|
|
301,987 |
|
Northeast Utilities |
|
|
|
|
25,350 |
|
|
|
853,028 |
|
NV Energy, Inc. |
|
|
|
|
5,227 |
|
|
|
76,889 |
|
Pepco Holdings, Inc. |
|
|
|
|
54,554 |
|
|
|
1,032,162 |
|
Pinnacle West Capital Corp. |
|
|
|
|
49,376 |
|
|
|
2,120,205 |
|
PNM Resources, Inc. |
|
|
|
|
35,483 |
|
|
|
582,986 |
|
Progress Energy, Inc. |
|
|
|
|
35,930 |
|
|
|
1,858,300 |
|
Westar Energy, Inc. |
|
|
|
|
5,601 |
|
|
|
147,978 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,765,966 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 0.7% |
|
General Cable Corp.* |
|
|
|
|
14,738 |
|
|
|
344,132 |
|
Rockwell Automation, Inc. |
|
|
|
|
19,989 |
|
|
|
1,119,384 |
|
Thomas & Betts Corp.* |
|
|
|
|
4,225 |
|
|
|
168,620 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,632,136 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 1.4% |
|
Arrow Electronics, Inc.* |
|
|
|
|
10,677 |
|
|
|
296,607 |
|
Ingram Micro, Inc., Class A* |
|
|
|
|
75,721 |
|
|
|
1,221,380 |
|
National Instruments Corp. |
|
|
|
|
7,197 |
|
|
|
164,523 |
|
Vishay Intertechnology, Inc.* |
|
|
|
|
169,825 |
|
|
|
1,419,737 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,102,247 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 0.8% |
|
Exterran Holdings, Inc.* |
|
|
|
|
95,138 |
|
|
|
924,741 |
|
Helix Energy Solutions Group, Inc.* |
|
|
|
|
6,307 |
|
|
|
82,622 |
|
SEACOR Holdings, Inc. |
|
|
|
|
10,082 |
|
|
|
808,677 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,816,040 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 0.3% |
|
BJs Wholesale Club, Inc.* |
|
|
|
|
2,331 |
|
|
|
119,440 |
|
Safeway, Inc. |
|
|
|
|
4,985 |
|
|
|
82,901 |
|
SUPERVALU, Inc. |
|
|
|
|
78,179 |
|
|
|
520,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
723,013 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 3.5% |
|
Campbell Soup Co. |
|
|
|
|
17,464 |
|
|
|
565,310 |
|
Dean Foods Co.* |
|
|
|
|
24,088 |
|
|
|
213,660 |
|
Flowers Foods, Inc. |
|
|
|
|
6,018 |
|
|
|
117,110 |
|
Hormel Foods Corp. |
|
|
|
|
84,388 |
|
|
|
2,280,164 |
|
Lancaster Colony Corp. |
|
|
|
|
13,972 |
|
|
|
852,432 |
|
Smithfield Foods, Inc.* |
|
|
|
|
26,332 |
|
|
|
513,474 |
|
Tyson Foods, Inc., Class A |
|
|
|
|
178,750 |
|
|
|
3,103,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,645,250 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS UTILITIES 0.2% |
|
|
|
|
|
|
|
|
Atmos Energy Corp. |
|
|
|
|
14,203 |
|
|
|
460,887 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 1.4% |
|
Boston Scientific Corp.* |
|
|
|
|
218,085 |
|
|
|
1,288,882 |
|
CareFusion Corp.* |
|
|
|
|
19,555 |
|
|
|
468,342 |
|
Dentsply International, Inc. |
|
|
|
|
7,685 |
|
|
|
235,853 |
|
Hill-Rom Holdings, Inc. |
|
|
|
|
36,206 |
|
|
|
1,086,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,079,981 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
HEALTH CARE PROVIDERS & SERVICES 3.8% |
|
AmerisourceBergen Corp. |
|
|
|
|
2,350 |
|
|
$ |
87,584 |
|
Coventry Health Care, Inc.* |
|
|
|
|
76,934 |
|
|
|
2,216,469 |
|
Health Net, Inc.* |
|
|
|
|
53,384 |
|
|
|
1,265,735 |
|
Humana, Inc. |
|
|
|
|
52,210 |
|
|
|
3,797,233 |
|
WellCare Health Plans, Inc.* |
|
|
|
|
23,647 |
|
|
|
898,113 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,265,134 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 0.4% |
|
Chipotle Mexican Grill, Inc.* |
|
|
|
|
719 |
|
|
|
217,821 |
|
Choice Hotels International, Inc. |
|
|
|
|
7,219 |
|
|
|
214,549 |
|
Life Time Fitness, Inc.* |
|
|
|
|
4,670 |
|
|
|
172,089 |
|
Royal Caribbean Cruises, Ltd. |
|
LR |
|
|
3,845 |
|
|
|
83,206 |
|
The Wendys Co. |
|
|
|
|
26,735 |
|
|
|
122,714 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
810,379 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 1.7% |
|
Harman International Industries, Inc. |
|
|
|
|
37,513 |
|
|
|
1,072,121 |
|
Mohawk Industries, Inc.* |
|
|
|
|
50,266 |
|
|
|
2,156,914 |
|
Tempur-Pedic International, Inc.* |
|
|
|
|
3,802 |
|
|
|
200,023 |
|
Whirlpool Corp.(1) |
|
|
|
|
4,282 |
|
|
|
213,715 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,642,773 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD PRODUCTS 0.2% |
|
Clorox Co. |
|
|
|
|
8,387 |
|
|
|
556,310 |
|
|
|
|
|
|
|
|
|
|
|
|
INDEPENDENT POWER PRODUCERS & ENERGY TRADERS 1.1% |
|
Constellation Energy Group |
|
|
|
|
15,968 |
|
|
|
607,742 |
|
NRG Energy, Inc.* |
|
|
|
|
80,754 |
|
|
|
1,712,792 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,320,534 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 8.4% |
|
|
|
|
|
|
|
|
Allied World Assurance Co. Holdings, Ltd. |
|
CH |
|
|
22,998 |
|
|
|
1,235,223 |
|
American Financial Group, Inc. |
|
|
|
|
30,718 |
|
|
|
954,408 |
|
American National Insurance |
|
|
|
|
2,361 |
|
|
|
163,499 |
|
Aspen Insurance Holdings, Ltd. |
|
BM |
|
|
72,408 |
|
|
|
1,668,280 |
|
Assurant, Inc. |
|
|
|
|
22,636 |
|
|
|
810,369 |
|
CNA Financial Corp. |
|
|
|
|
31,051 |
|
|
|
697,716 |
|
Everest Re Group, Ltd. |
|
BM |
|
|
25,924 |
|
|
|
2,057,847 |
|
Hanover Insurance Group, Inc. |
|
|
|
|
5,168 |
|
|
|
183,464 |
|
Lincoln National Corp. |
|
|
|
|
40,184 |
|
|
|
628,076 |
|
Mercury General Corp. |
|
|
|
|
17,092 |
|
|
|
655,478 |
|
PartnerRe, Ltd. |
|
BM |
|
|
6,611 |
|
|
|
345,557 |
|
Protective Life Corp. |
|
|
|
|
5,100 |
|
|
|
79,713 |
|
StanCorp Financial Group, Inc. |
|
|
|
|
4,278 |
|
|
|
117,944 |
|
The Progressive Corp.(1) |
|
|
|
|
67,656 |
|
|
|
1,201,571 |
|
Unum Group(1) |
|
|
|
|
148,787 |
|
|
|
3,118,576 |
|
W.R. Berkley Corp. |
|
|
|
|
74,204 |
|
|
|
2,203,117 |
|
White Mountains Insurance Group, Ltd. |
|
BM |
|
|
3,915 |
|
|
|
1,588,511 |
|
XL Group PLC |
|
IE |
|
|
44,588 |
|
|
|
838,254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,547,603 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 0.7% |
|
Liberty Interactive Corp., Class A* |
|
|
|
|
85,891 |
|
|
|
1,268,610 |
|
|
|
|
SCSM
GOLDMAN SACHS MID CAP VALUE FUND PORTFOLIO
OF INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Netflix, Inc.* |
|
|
|
|
2,034 |
|
|
$ |
230,168 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,498,778 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 0.2% |
|
AOL, Inc.* |
|
|
|
|
34,383 |
|
|
|
412,596 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 1.3% |
|
|
|
|
|
|
|
|
Amdocs, Ltd.* |
|
GG |
|
|
43,142 |
|
|
|
1,170,011 |
|
Computer Sciences Corp. |
|
|
|
|
19,802 |
|
|
|
531,684 |
|
Convergys Corp.* |
|
|
|
|
16,512 |
|
|
|
154,882 |
|
Fidelity National Information Services, Inc. |
|
|
|
|
26,593 |
|
|
|
646,742 |
|
Fiserv, Inc.* |
|
|
|
|
2,979 |
|
|
|
151,244 |
|
Mantech International Corp., Class A |
|
|
|
|
3,078 |
|
|
|
96,588 |
|
SAIC, Inc.* |
|
|
|
|
10,893 |
|
|
|
128,646 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,879,797 |
|
|
|
|
|
|
|
|
|
|
|
|
LEISURE EQUIPMENT & PRODUCTS 0.1% |
|
Polaris Industries, Inc. |
|
|
|
|
4,084 |
|
|
|
204,078 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 0.1% |
|
Covance, Inc.* |
|
|
|
|
4,454 |
|
|
|
202,434 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 1.8% |
|
|
|
|
|
|
|
|
|
|
Dover Corp. |
|
|
|
|
6,867 |
|
|
|
320,002 |
|
Eaton Corp. |
|
|
|
|
21,943 |
|
|
|
778,977 |
|
Harsco Corp. |
|
|
|
|
5,893 |
|
|
|
114,265 |
|
Ingersoll-Rand PLC |
|
IE |
|
|
5,434 |
|
|
|
152,641 |
|
Lincoln Electric Holdings, Inc. |
|
|
|
|
6,334 |
|
|
|
183,749 |
|
Parker Hannifin Corp. |
|
|
|
|
14,623 |
|
|
|
923,150 |
|
Terex Corp.* |
|
|
|
|
7,475 |
|
|
|
76,694 |
|
The Timken Co. |
|
|
|
|
39,876 |
|
|
|
1,308,730 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,858,208 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 2.8% |
|
|
|
|
|
|
|
|
|
|
Cablevision Systems Corp., Class A |
|
|
|
|
19,693 |
|
|
|
309,771 |
|
Clear Channel Outdoor Holdings, Inc., Class A* |
|
|
|
|
12,827 |
|
|
|
120,061 |
|
DISH Network Corp., Class A* |
|
|
|
|
201,734 |
|
|
|
5,055,454 |
|
Liberty Media Corp. Liberty Starz, Class A* |
|
|
|
|
4,724 |
|
|
|
300,257 |
|
Virgin Media, Inc. |
|
|
|
|
18,857 |
|
|
|
459,168 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,244,711 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 0.5% |
|
|
|
|
|
Reliance Steel & Aluminum Co. |
|
|
|
|
34,512 |
|
|
|
1,173,753 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-LINE RETAIL 1.4% |
|
|
|
|
|
Big Lots, Inc.* |
|
|
|
|
14,126 |
|
|
|
492,009 |
|
Dollar Tree, Inc.* |
|
|
|
|
7,596 |
|
|
|
570,535 |
|
Family Dollar Stores, Inc. |
|
|
|
|
22,955 |
|
|
|
1,167,491 |
|
J.C. Penney Co., Inc. |
|
|
|
|
6,750 |
|
|
|
180,765 |
|
Saks, Inc.* |
|
|
|
|
66,372 |
|
|
|
580,755 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,991,555 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-UTILITIES 8.7% |
|
|
|
|
|
Ameren Corp. |
|
|
|
|
107,905 |
|
|
|
3,212,332 |
|
Consolidated Edison, Inc. |
|
|
|
|
9,553 |
|
|
|
544,712 |
|
DTE Energy Co. |
|
|
|
|
27,308 |
|
|
|
1,338,638 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Integrys Energy Group, Inc. |
|
|
|
|
77,469 |
|
|
$ |
3,766,543 |
|
MDU Resources Group, Inc. |
|
|
|
|
80,631 |
|
|
|
1,547,309 |
|
NiSource, Inc. |
|
|
|
|
196,457 |
|
|
|
4,200,251 |
|
Sempra Energy |
|
|
|
|
66,579 |
|
|
|
3,428,818 |
|
TECO Energy, Inc. |
|
|
|
|
62,976 |
|
|
|
1,078,779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,117,382 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 6.2% |
|
Cimarex Energy Co. |
|
|
|
|
24,022 |
|
|
|
1,338,025 |
|
Energen Corp. |
|
|
|
|
13,642 |
|
|
|
557,821 |
|
HollyFrontier Corp. |
|
|
|
|
24,630 |
|
|
|
645,799 |
|
Sunoco, Inc. |
|
|
|
|
20,326 |
|
|
|
630,309 |
|
Tesoro Corp.* |
|
|
|
|
189,729 |
|
|
|
3,694,024 |
|
Valero Energy Corp. |
|
|
|
|
378,010 |
|
|
|
6,721,018 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,586,996 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 0.8% |
|
Domtar Corp. |
|
|
|
|
14,399 |
|
|
|
981,580 |
|
MeadWestvaco Corp. |
|
|
|
|
31,750 |
|
|
|
779,780 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,761,360 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 0.8% |
|
Forest Laboratories, Inc.* |
|
|
|
|
58,993 |
|
|
|
1,816,395 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 0.6% |
|
Manpower, Inc. |
|
|
|
|
37,136 |
|
|
|
1,248,512 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 13.0% |
|
Annaly Capital Management, Inc. |
|
|
|
|
42,707 |
|
|
|
710,217 |
|
AvalonBay Communities, Inc. |
|
|
|
|
42,651 |
|
|
|
4,864,347 |
|
Boston Properties, Inc. |
|
|
|
|
9,215 |
|
|
|
821,056 |
|
BRE Properties, Inc. |
|
|
|
|
66,761 |
|
|
|
2,826,661 |
|
Digital Realty Trust, Inc. |
|
|
|
|
1,653 |
|
|
|
91,179 |
|
Equity Residential |
|
|
|
|
17,106 |
|
|
|
887,288 |
|
Federal Realty Investment Trust |
|
|
|
|
21,802 |
|
|
|
1,796,703 |
|
HCP, Inc. |
|
|
|
|
61,099 |
|
|
|
2,142,131 |
|
Liberty Property Trust |
|
|
|
|
29,755 |
|
|
|
866,168 |
|
Mack-Cali Realty Corp. |
|
|
|
|
10,668 |
|
|
|
285,369 |
|
Plum Creek Timber Co., Inc. |
|
|
|
|
50,712 |
|
|
|
1,760,214 |
|
Potlatch Corp. |
|
|
|
|
3,246 |
|
|
|
102,314 |
|
Prologis, Inc. |
|
|
|
|
83,519 |
|
|
|
2,025,336 |
|
Rayonier, Inc. |
|
|
|
|
138,084 |
|
|
|
5,080,110 |
|
Realty Income Corp. |
|
|
|
|
34,515 |
|
|
|
1,112,764 |
|
Regency Centers Corp. |
|
|
|
|
27,282 |
|
|
|
963,873 |
|
Senior Housing Properties Trust |
|
|
|
|
63,598 |
|
|
|
1,369,901 |
|
SL Green Realty Corp. |
|
|
|
|
4,738 |
|
|
|
275,515 |
|
Vornado Realty Trust |
|
|
|
|
5,882 |
|
|
|
438,915 |
|
Weyerhaeuser Co. |
|
|
|
|
15,595 |
|
|
|
242,502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,662,563 |
|
|
|
|
|
|
|
|
|
|
|
|
ROAD & RAIL 0.5% |
|
|
|
|
|
|
|
|
Con-Way, Inc. |
|
|
|
|
3,083 |
|
|
|
68,227 |
|
Kansas City Southern* |
|
|
|
|
1,804 |
|
|
|
90,128 |
|
Ryder System, Inc. |
|
|
|
|
3,813 |
|
|
|
143,025 |
|
Werner Enterprises, Inc. |
|
|
|
|
33,777 |
|
|
|
703,575 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,004,955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SCSM GOLDMAN SACHS MID CAP VALUE FUND PORTFOLIO OF
INVESTMENTS (Continued) September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 1.0% |
|
Fairchild Semiconductor International, Inc.* |
|
|
|
|
63,349 |
|
|
$ |
684,169 |
|
Integrated Device Technology, Inc.* |
|
|
|
|
146,025 |
|
|
|
752,029 |
|
LSI Corp.* |
|
|
|
|
98,115 |
|
|
|
508,236 |
|
Marvell Technology Group Ltd.* |
|
BM |
|
|
6,054 |
|
|
|
87,964 |
|
Micron Technology, Inc.* |
|
|
|
|
29,227 |
|
|
|
147,304 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,179,702 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 1.9% |
|
|
|
|
|
|
|
|
Activision Blizzard, Inc. |
|
|
|
|
81,191 |
|
|
|
966,173 |
|
Informatica Corp.* |
|
|
|
|
3,161 |
|
|
|
129,443 |
|
Intuit, Inc.* |
|
|
|
|
46,062 |
|
|
|
2,185,181 |
|
Mentor Graphics Corp.* |
|
|
|
|
10,348 |
|
|
|
99,548 |
|
Quest Software, Inc.* |
|
|
|
|
10,260 |
|
|
|
162,929 |
|
Synopsys, Inc.* |
|
|
|
|
30,696 |
|
|
|
747,754 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,291,028 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 2.6% |
|
|
|
|
|
AutoNation, Inc.* |
|
|
|
|
28,389 |
|
|
|
930,591 |
|
Barnes & Noble, Inc. |
|
|
|
|
21,276 |
|
|
|
251,695 |
|
Best Buy Co., Inc. |
|
|
|
|
36,522 |
|
|
|
850,963 |
|
Dicks Sporting Goods, Inc.* |
|
|
|
|
16,456 |
|
|
|
550,618 |
|
Foot Locker, Inc. |
|
|
|
|
39,169 |
|
|
|
786,905 |
|
GameStop Corp., Class A* |
|
|
|
|
7,417 |
|
|
|
171,333 |
|
Limited Brands, Inc. |
|
|
|
|
48,320 |
|
|
|
1,860,803 |
|
Signet Jewelers, Ltd.* |
|
BM |
|
|
8,476 |
|
|
|
286,489 |
|
Ulta Salon Cosmetics & Fragrance, Inc.* |
|
|
|
|
2,313 |
|
|
|
143,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,833,335 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 0.4% |
|
Fossil, Inc.* |
|
|
|
|
9,622 |
|
|
|
779,960 |
|
Under Armour, Inc., Class A* |
|
|
|
|
1,203 |
|
|
|
79,891 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
859,851 |
|
|
|
|
|
|
|
|
|
|
|
|
THRIFT & MORTGAGE FINANCE 1.0% |
|
Hudson City Bancorp, Inc. |
|
|
|
|
149,365 |
|
|
|
845,406 |
|
New York Community Bancorp, Inc. |
|
|
|
|
82,979 |
|
|
|
987,450 |
|
Washington Federal, Inc. |
|
|
|
|
37,218 |
|
|
|
474,157 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,307,013 |
|
|
|
|
|
|
|
|
|
|
|
|
TOBACCO 4.9% |
|
|
|
|
|
|
|
|
Lorillard, Inc. |
|
|
|
|
96,653 |
|
|
|
10,699,487 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 0.9% |
|
MSC Industrial Direct Co., Inc., Class A |
|
|
|
|
2,552 |
|
|
|
144,086 |
|
Watsco, Inc. |
|
|
|
|
26,296 |
|
|
|
1,343,726 |
|
WESCO International, Inc.* |
|
|
|
|
12,390 |
|
|
|
415,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,903,496 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 0.5% |
|
Telephone & Data Systems, Inc. |
|
|
|
|
19,710 |
|
|
|
418,837 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
US Cellular Corp.* |
|
|
|
|
17,844 |
|
|
$ |
707,515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,126,352 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $203,792,554) |
|
|
|
|
|
|
|
|
215,072,548 |
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS 0.9% |
|
MUTUAL FUNDS 0.9% |
|
|
|
|
|
State Street Institutional Liquid Reserves Fund (Cost $2,014,412) |
|
|
|
|
2,014,412 |
|
|
|
2,014,412 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 98.7% (Cost $205,806,966) |
|
|
|
217,086,960 |
|
Other assets less liabilities 1.3% |
|
|
|
|
|
|
|
|
2,897,489 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
219,984,449 |
|
|
|
|
|
|
|
|
|
|
|
|
VG |
British Virgin Islands |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States.
|
|
|
|
SC GOLDMAN SACHS MID CAP VALUE FUND PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
At the period end, securities (or portions thereof) with an aggregate market value of $1,116,683 have been pledged to cover margin requirements for the following open
futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Contracts |
|
|
Aggregate Face Value ($) |
|
|
Aggregate Notional Value ($) |
|
|
Unrealized Depreciation ($) |
|
Long |
|
S&P MidCap 400 E-Mini Index December Futures |
|
|
12/16/11 |
|
|
|
68 |
|
|
|
5,622,699 |
|
|
|
5,296,520 |
|
|
|
(326,179 |
) |
SCSM GOLDMAN SACHS MID CAP VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(2) |
Fair Value Measurements |
All investments and
financial derivative instruments are categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM COLUMBIA SMALL CAP VALUE FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 99.8% |
|
AEROSPACE & DEFENSE 1.4% |
|
AAR Corp. |
|
|
|
|
8,840 |
|
|
$ |
147,363 |
|
Ceradyne, Inc.* |
|
|
|
|
10,680 |
|
|
|
287,185 |
|
Curtiss-Wright Corp. |
|
|
|
|
9,610 |
|
|
|
277,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
711,604 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING PRODUCTS 0.4% |
|
Universal Forest Products, Inc. |
|
|
|
|
7,470 |
|
|
|
179,654 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 2.5% |
|
GFI Group, Inc. |
|
|
|
|
47,420 |
|
|
|
190,628 |
|
Greenhill & Co., Inc. |
|
|
|
|
3,834 |
|
|
|
109,614 |
|
INTL FCStone, Inc.* |
|
|
|
|
12,459 |
|
|
|
258,649 |
|
Investment Technology Group, Inc.* |
|
|
|
|
17,679 |
|
|
|
173,078 |
|
Knight Capital Group, Inc.* |
|
|
|
|
29,560 |
|
|
|
359,450 |
|
Medallion Financial Corp. |
|
|
|
|
13,920 |
|
|
|
129,456 |
|
Piper Jaffray Cos., Inc.* |
|
|
|
|
1,496 |
|
|
|
26,823 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,247,698 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.8% |
|
Chemtura Corp.* |
|
|
|
|
17,890 |
|
|
|
179,437 |
|
Cytec Industries, Inc. |
|
|
|
|
4,220 |
|
|
|
148,291 |
|
Fuller H B Co. |
|
|
|
|
16,950 |
|
|
|
308,829 |
|
Minerals Technologies, Inc. |
|
|
|
|
5,520 |
|
|
|
271,970 |
|
OM Group, Inc.* |
|
|
|
|
19,152 |
|
|
|
497,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,405,904 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 8.7% |
|
Ameris Bancorp* |
|
|
|
|
22,323 |
|
|
|
194,433 |
|
Bancfirst Corp. |
|
|
|
|
5,970 |
|
|
|
197,965 |
|
BancTrust Financial Group, Inc.* |
|
|
|
|
17,527 |
|
|
|
41,189 |
|
BOK Financial Corp. |
|
|
|
|
2,760 |
|
|
|
129,416 |
|
Bryn Mawr Bank Corp. |
|
|
|
|
11,876 |
|
|
|
196,785 |
|
Chemical Financial Corp. |
|
|
|
|
14,540 |
|
|
|
222,607 |
|
Columbia Banking System, Inc. |
|
|
|
|
16,360 |
|
|
|
234,275 |
|
Community Trust Bancorp, Inc. |
|
|
|
|
9,500 |
|
|
|
221,255 |
|
First Citizens BancShares, Inc. |
|
|
|
|
1,578 |
|
|
|
226,506 |
|
First Commonwealth Financial Corp. |
|
|
|
|
61,200 |
|
|
|
226,440 |
|
First Financial Corp. |
|
|
|
|
10,992 |
|
|
|
302,390 |
|
First National Bank Alaska |
|
|
|
|
100 |
|
|
|
151,500 |
|
FirstMerit Corp. |
|
|
|
|
27,140 |
|
|
|
308,311 |
|
Hancock Holding Co. |
|
|
|
|
14,120 |
|
|
|
378,134 |
|
Investors Bancorp, Inc.* |
|
|
|
|
16,040 |
|
|
|
202,585 |
|
Merchants Bancshares, Inc. |
|
|
|
|
9,700 |
|
|
|
259,766 |
|
Northfield Bancorp, Inc. |
|
|
|
|
11,932 |
|
|
|
157,980 |
|
Northrim Bancorp, Inc. |
|
|
|
|
12,618 |
|
|
|
244,158 |
|
West Coast Bancorp* |
|
|
|
|
11,060 |
|
|
|
154,840 |
|
Wintrust Financial Corp. |
|
|
|
|
9,859 |
|
|
|
254,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,304,996 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 2.3% |
|
ABM Industries, Inc. |
|
|
|
|
11,890 |
|
|
|
226,623 |
|
Consolidated Graphics, Inc.* |
|
|
|
|
4,540 |
|
|
|
165,846 |
|
Ennis, Inc. |
|
|
|
|
10,430 |
|
|
|
136,216 |
|
G&K Services, Inc. |
|
|
|
|
6,186 |
|
|
|
157,990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
UniFirst Corp. |
|
|
|
|
4,750 |
|
|
$ |
215,128 |
|
United Stationers, Inc. |
|
|
|
|
8,800 |
|
|
|
239,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,141,603 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 1.8% |
|
Anaren, Inc.* |
|
|
|
|
9,178 |
|
|
|
175,759 |
|
Bel Fuse, Inc., Class B |
|
|
|
|
6,730 |
|
|
|
104,921 |
|
Black Box Corp. |
|
|
|
|
7,200 |
|
|
|
153,720 |
|
Symmetricom, Inc.* |
|
|
|
|
26,440 |
|
|
|
114,750 |
|
Tekelec, Inc.* |
|
|
|
|
25,610 |
|
|
|
154,684 |
|
Tellabs, Inc. |
|
|
|
|
42,350 |
|
|
|
181,681 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
885,515 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 0.3% |
|
QLogic Corp.* |
|
|
|
|
11,930 |
|
|
|
151,272 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION & ENGINEERING 2.4% |
|
Comfort Systems USA, Inc. |
|
|
|
|
15,060 |
|
|
|
125,299 |
|
Dycom Industries, Inc.* |
|
|
|
|
18,240 |
|
|
|
279,072 |
|
EMCOR Group, Inc.* |
|
|
|
|
13,260 |
|
|
|
269,576 |
|
KHD Humboldt Wedag International AG* |
|
DE |
|
|
12,389 |
|
|
|
76,034 |
|
Layne Christensen Co.* |
|
|
|
|
7,350 |
|
|
|
169,785 |
|
Pike Electric Corp.* |
|
|
|
|
19,867 |
|
|
|
134,500 |
|
Sterling Construction Co., Inc.* |
|
|
|
|
11,398 |
|
|
|
127,316 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,181,582 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER FINANCE 0.8% |
|
Cash America International, Inc. |
|
|
|
|
7,470 |
|
|
|
382,165 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & PACKAGING 1.6% |
|
Greif, Inc., Class A |
|
|
|
|
10,527 |
|
|
|
451,503 |
|
Greif, Inc., Class B |
|
|
|
|
3,368 |
|
|
|
144,891 |
|
Packaging Corp. of America |
|
|
|
|
7,860 |
|
|
|
183,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
779,532 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED CONSUMER SERVICES 0.7% |
|
Lincoln Educational Services Corp. |
|
|
|
|
15,008 |
|
|
|
121,415 |
|
Regis Corp. |
|
|
|
|
15,640 |
|
|
|
220,367 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
341,782 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 0.2% |
|
Pico Holdings, Inc.* |
|
|
|
|
4,784 |
|
|
|
98,120 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED TELECOMMUNICATION SERVICES 1.0% |
|
Cbeyond, Inc.* |
|
|
|
|
22,019 |
|
|
|
155,454 |
|
Neutral Tandem, Inc.* |
|
|
|
|
18,160 |
|
|
|
175,789 |
|
Warwick Valley Telephone Co. |
|
|
|
|
13,162 |
|
|
|
167,421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
498,664 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 2.0% |
|
ALLETE, Inc. |
|
|
|
|
9,090 |
|
|
|
332,967 |
|
IDACORP, Inc. |
|
|
|
|
9,280 |
|
|
|
350,598 |
|
MGE Energy, Inc. |
|
|
|
|
7,400 |
|
|
|
300,958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
984,523 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 1.6% |
|
Belden, Inc. |
|
|
|
|
7,070 |
|
|
|
182,335 |
|
Brady Corp., Class A |
|
|
|
|
9,390 |
|
|
|
248,178 |
|
SCSM COLUMBIA SMALL CAP VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
GrafTech International Ltd.* |
|
|
|
|
15,720 |
|
|
$ |
199,644 |
|
Powell Industries, Inc.* |
|
|
|
|
5,295 |
|
|
|
163,986 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
794,143 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 2.9% |
|
Anixter International, Inc. |
|
|
|
|
5,099 |
|
|
|
241,897 |
|
Benchmark Electronics, Inc.* |
|
|
|
|
17,550 |
|
|
|
228,326 |
|
Brightpoint, Inc.* |
|
|
|
|
18,585 |
|
|
|
171,168 |
|
Electro Scientific Industries, Inc.* |
|
|
|
|
11,290 |
|
|
|
134,238 |
|
Littelfuse, Inc. |
|
|
|
|
5,750 |
|
|
|
231,207 |
|
Methode Electronics, Inc. |
|
|
|
|
13,280 |
|
|
|
98,670 |
|
MTS Systems Corp. |
|
|
|
|
5,460 |
|
|
|
167,294 |
|
Nam Tai Electronics, Inc. |
|
VG |
|
|
39,810 |
|
|
|
195,467 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,468,267 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 1.8% |
|
Cal Dive International, Inc.* |
|
|
|
|
41,360 |
|
|
|
78,998 |
|
Gulf Island Fabrication, Inc. |
|
|
|
|
10,190 |
|
|
|
210,729 |
|
Matrix Service Co.* |
|
|
|
|
16,160 |
|
|
|
137,522 |
|
TGC Industries, Inc.* |
|
|
|
|
30,041 |
|
|
|
132,180 |
|
Tidewater, Inc. |
|
|
|
|
4,800 |
|
|
|
201,840 |
|
Union Drilling, Inc.* |
|
|
|
|
27,093 |
|
|
|
127,337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
888,606 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 1.5% |
|
Ruddick Corp. |
|
|
|
|
7,230 |
|
|
|
281,898 |
|
Spartan Stores, Inc. |
|
|
|
|
12,990 |
|
|
|
201,085 |
|
The Andersons, Inc. |
|
|
|
|
7,190 |
|
|
|
242,015 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
724,998 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 1.0% |
|
Chiquita Brands International, Inc.* |
|
|
|
|
24,420 |
|
|
|
203,663 |
|
Fresh Del Monte Produce, Inc. |
|
KY |
|
|
13,370 |
|
|
|
310,184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
513,847 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS UTILITIES 1.2% |
|
Southwest Gas Corp. |
|
|
|
|
9,606 |
|
|
|
347,449 |
|
The Laclede Group, Inc. |
|
|
|
|
7,120 |
|
|
|
275,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
623,349 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 3.4% |
|
Analogic Corp. |
|
|
|
|
3,350 |
|
|
|
152,124 |
|
Angiodynamics, Inc.* |
|
|
|
|
12,853 |
|
|
|
168,888 |
|
Cantel Medical Corp. |
|
|
|
|
9,566 |
|
|
|
202,034 |
|
ICU Medical, Inc.* |
|
|
|
|
5,025 |
|
|
|
184,920 |
|
Kensey Nash Corp.* |
|
|
|
|
7,020 |
|
|
|
171,990 |
|
Medical Action Industries, Inc.* |
|
|
|
|
21,355 |
|
|
|
107,843 |
|
Orthofix International NV* |
|
AN |
|
|
4,759 |
|
|
|
164,233 |
|
Quidel Corp.* |
|
|
|
|
13,913 |
|
|
|
227,756 |
|
Symmetry Medical, Inc.* |
|
|
|
|
18,770 |
|
|
|
144,904 |
|
Young Innovations, Inc. |
|
|
|
|
5,427 |
|
|
|
154,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,679,361 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 4.5% |
|
AmSurg Corp.* |
|
|
|
|
11,640 |
|
|
|
261,900 |
|
Centene Corp.* |
|
|
|
|
8,770 |
|
|
|
251,436 |
|
Healthspring, Inc.* |
|
|
|
|
8,820 |
|
|
|
321,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Kindred Healthcare, Inc.* |
|
|
|
|
17,630 |
|
|
$ |
151,971 |
|
Magellan Health Services, Inc.* |
|
|
|
|
6,300 |
|
|
|
304,290 |
|
Medcath Corp.* |
|
|
|
|
19,000 |
|
|
|
263,720 |
|
Molina Healthcare, Inc.* |
|
|
|
|
9,680 |
|
|
|
149,459 |
|
Owens & Minor, Inc. |
|
|
|
|
7,910 |
|
|
|
225,277 |
|
Triple-S Management Corp., Class B* |
|
PR |
|
|
8,330 |
|
|
|
139,528 |
|
U.S. Physical Therapy, Inc. |
|
|
|
|
8,062 |
|
|
|
149,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,218,466 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 1.5% |
|
Benihana, Inc., Class A* |
|
|
|
|
18,061 |
|
|
|
155,505 |
|
Bob Evans Farms, Inc. |
|
|
|
|
9,340 |
|
|
|
266,377 |
|
P.F. Changs China Bistro, Inc. |
|
|
|
|
6,510 |
|
|
|
177,332 |
|
Red Robin Gourmet Burgers, Inc.* |
|
|
|
|
6,149 |
|
|
|
148,130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
747,344 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 0.9% |
|
American Greetings Corp. |
|
|
|
|
9,870 |
|
|
|
182,595 |
|
Cavco Industries, Inc.* |
|
|
|
|
4,573 |
|
|
|
157,494 |
|
CSS Industries, Inc. |
|
|
|
|
8,169 |
|
|
|
136,259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
476,348 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 8.7% |
|
Allied World Assurance Co. Holdings, Ltd. |
|
CH |
|
|
4,080 |
|
|
|
219,137 |
|
American Safety Insurance Holdings, Ltd.* |
|
BM |
|
|
13,180 |
|
|
|
242,512 |
|
Argo Group International Holdings, Inc. |
|
BM |
|
|
10,850 |
|
|
|
307,814 |
|
Baldwin & Lyons, Inc., Class B |
|
|
|
|
10,385 |
|
|
|
221,927 |
|
eHealth, Inc.* |
|
|
|
|
18,794 |
|
|
|
256,726 |
|
EMC Insurance Group, Inc. |
|
|
|
|
11,750 |
|
|
|
216,200 |
|
Endurance Specialty Holdings, Ltd. |
|
BM |
|
|
5,190 |
|
|
|
177,239 |
|
FBL Financial Group, Inc. |
|
|
|
|
8,920 |
|
|
|
237,450 |
|
Global Indemnity PLC* |
|
IE |
|
|
31,067 |
|
|
|
530,624 |
|
Hanover Insurance Group, Inc. |
|
|
|
|
6,851 |
|
|
|
243,211 |
|
Horace Mann Educators Corp. |
|
|
|
|
17,750 |
|
|
|
202,528 |
|
National Western Life Insurance Co. |
|
|
|
|
1,186 |
|
|
|
160,703 |
|
Navigators Group, Inc.* |
|
|
|
|
5,930 |
|
|
|
256,176 |
|
Old Republic International Corp. |
|
|
|
|
16,180 |
|
|
|
144,326 |
|
Safety Insurance Group, Inc. |
|
|
|
|
7,350 |
|
|
|
278,051 |
|
Stewart Information Services Corp. |
|
|
|
|
16,722 |
|
|
|
147,822 |
|
Symetra Financial Corp. |
|
|
|
|
22,045 |
|
|
|
179,667 |
|
United Fire & Casualty Co. |
|
|
|
|
17,260 |
|
|
|
305,329 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,327,442 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 1.4% |
|
InfoSpace, Inc.* |
|
|
|
|
19,916 |
|
|
|
166,498 |
|
j2 Global Communications, Inc. |
|
|
|
|
6,686 |
|
|
|
179,853 |
|
United Online, Inc. |
|
|
|
|
34,590 |
|
|
|
180,906 |
|
ValueClick, Inc.* |
|
|
|
|
11,970 |
|
|
|
186,253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
713,510 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 2.7% |
|
Acxiom Corp.* |
|
|
|
|
21,230 |
|
|
|
225,887 |
|
SCSM COLUMBIA SMALL CAP VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
CACI International, Inc., Class A* |
|
|
|
|
6,090 |
|
|
$ |
304,134 |
|
Convergys Corp.* |
|
|
|
|
24,353 |
|
|
|
228,431 |
|
CSG Systems International, Inc.* |
|
|
|
|
11,620 |
|
|
|
146,877 |
|
Global Cash Access Holdings, Inc.* |
|
|
|
|
52,737 |
|
|
|
135,007 |
|
Moneygram International, Inc.* |
|
|
|
|
53,608 |
|
|
|
124,907 |
|
Teletech Holdings, Inc.* |
|
|
|
|
10,940 |
|
|
|
166,726 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,331,969 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 3.8% |
|
Astec Industries, Inc.* |
|
|
|
|
6,750 |
|
|
|
197,640 |
|
CIRCOR International, Inc. |
|
|
|
|
6,200 |
|
|
|
182,094 |
|
EnPro Industries, Inc.* |
|
|
|
|
8,050 |
|
|
|
238,924 |
|
FreightCar America, Inc.* |
|
|
|
|
7,690 |
|
|
|
110,813 |
|
Harsco Corp. |
|
|
|
|
6,990 |
|
|
|
135,536 |
|
Kadant, Inc.* |
|
|
|
|
11,032 |
|
|
|
195,928 |
|
LB Foster Co. |
|
|
|
|
7,520 |
|
|
|
167,170 |
|
Mueller Industries, Inc. |
|
|
|
|
9,010 |
|
|
|
347,696 |
|
Robbins & Myers, Inc. |
|
|
|
|
9,275 |
|
|
|
321,935 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,897,736 |
|
|
|
|
|
|
|
|
|
|
|
|
MARINE 0.3% |
|
Diana Shipping, Inc.* |
|
MH |
|
|
17,930 |
|
|
|
133,041 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 1.5% |
|
Haynes International, Inc. |
|
|
|
|
2,828 |
|
|
|
122,877 |
|
Olympic Steel, Inc. |
|
|
|
|
10,135 |
|
|
|
171,687 |
|
Thompson Creek Metals Co., Inc.* |
|
CA |
|
|
35,780 |
|
|
|
217,185 |
|
Worthington Industries, Inc. |
|
|
|
|
16,420 |
|
|
|
229,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
741,136 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-UTILITIES 0.4% |
|
CH Energy Group, Inc. |
|
|
|
|
3,520 |
|
|
|
183,638 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 3.0% |
|
Bill Barrett Corp.* |
|
|
|
|
7,890 |
|
|
|
285,934 |
|
Cloud Peak Energy, Inc.* |
|
|
|
|
13,710 |
|
|
|
232,384 |
|
Forest Oil Corp.* |
|
|
|
|
9,380 |
|
|
|
135,072 |
|
James River Coal Co.* |
|
|
|
|
16,230 |
|
|
|
103,385 |
|
Nordic American Tanker Shipping, Ltd. |
|
BM |
|
|
13,360 |
|
|
|
188,376 |
|
Stone Energy Corp.* |
|
|
|
|
8,025 |
|
|
|
130,085 |
|
Swift Energy Co.* |
|
|
|
|
9,900 |
|
|
|
240,966 |
|
Vaalco Energy, Inc.* |
|
|
|
|
33,925 |
|
|
|
164,876 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,481,078 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 0.4% |
|
Wausau Paper Corp. |
|
|
|
|
32,261 |
|
|
|
206,148 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 2.0% |
|
Impax Laboratories, Inc.* |
|
|
|
|
11,080 |
|
|
|
198,443 |
|
Medicis Pharmaceutical Corp., Class A |
|
|
|
|
7,210 |
|
|
|
263,021 |
|
Par Pharmaceutical Cos., Inc.* |
|
|
|
|
8,160 |
|
|
|
217,219 |
|
ViroPharma, Inc.* |
|
|
|
|
17,610 |
|
|
|
318,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
996,896 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 0.9% |
|
FTI Consulting, Inc.* |
|
|
|
|
7,980 |
|
|
|
293,744 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Korn / Ferry International* |
|
|
|
|
11,650 |
|
|
$ |
142,013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
435,757 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 5.7% |
|
Chesapeake Lodging Trust |
|
|
|
|
21,316 |
|
|
|
257,284 |
|
Corporate Office Properties Trust |
|
|
|
|
7,498 |
|
|
|
163,306 |
|
Cousins Properties, Inc. |
|
|
|
|
38,423 |
|
|
|
224,775 |
|
DiamondRock Hospitality Co. |
|
|
|
|
43,340 |
|
|
|
302,947 |
|
Franklin Street Properties Corp. |
|
|
|
|
16,880 |
|
|
|
190,913 |
|
Getty Realty Corp. |
|
|
|
|
7,080 |
|
|
|
102,094 |
|
National Health Investors, Inc. |
|
|
|
|
5,080 |
|
|
|
214,020 |
|
Potlatch Corp. |
|
|
|
|
10,670 |
|
|
|
336,318 |
|
Starwood Property Trust, Inc. |
|
|
|
|
20,050 |
|
|
|
344,058 |
|
Sunstone Hotel Investors, Inc.* |
|
|
|
|
49,350 |
|
|
|
280,802 |
|
Terreno Realty Corp. |
|
|
|
|
18,145 |
|
|
|
232,800 |
|
Urstadt Biddle Properties, Inc., Class A |
|
|
|
|
10,440 |
|
|
|
166,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,816,044 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE MANAGEMENT & DEVELOPMENT 0.1% |
|
Avatar Holdings, Inc.* |
|
|
|
|
9,591 |
|
|
|
78,454 |
|
|
|
|
|
|
|
|
|
|
|
|
ROAD & RAIL 1.3% |
|
Heartland Express, Inc. |
|
|
|
|
11,250 |
|
|
|
152,550 |
|
Ryder System, Inc. |
|
|
|
|
4,600 |
|
|
|
172,546 |
|
Werner Enterprises, Inc. |
|
|
|
|
16,700 |
|
|
|
347,861 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
672,957 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 3.0% |
|
Amkor Technology, Inc.* |
|
|
|
|
35,540 |
|
|
|
154,954 |
|
ATMI, Inc.* |
|
|
|
|
10,680 |
|
|
|
168,958 |
|
Cabot Microelectronics Corp.* |
|
|
|
|
5,610 |
|
|
|
192,928 |
|
Entegris, Inc.* |
|
|
|
|
36,140 |
|
|
|
230,573 |
|
Integrated Device Technology, Inc.* |
|
|
|
|
29,860 |
|
|
|
153,779 |
|
MKS Instruments, Inc. |
|
|
|
|
11,650 |
|
|
|
252,921 |
|
Novellus Systems, Inc.* |
|
|
|
|
6,191 |
|
|
|
168,767 |
|
Tessera Technologies, Inc.* |
|
|
|
|
16,364 |
|
|
|
195,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,518,266 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 1.3% |
|
Compuware Corp.* |
|
|
|
|
19,030 |
|
|
|
145,770 |
|
Monotype Imaging Holdings, Inc.* |
|
|
|
|
14,450 |
|
|
|
175,279 |
|
Parametric Technology Corp.* |
|
|
|
|
8,540 |
|
|
|
131,345 |
|
Progress Software Corp.* |
|
|
|
|
10,550 |
|
|
|
185,152 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
637,546 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 6.1% |
|
Aarons, Inc. |
|
|
|
|
9,940 |
|
|
|
250,985 |
|
Americas Car-Mart, Inc.* |
|
|
|
|
4,893 |
|
|
|
141,995 |
|
Childrens Place Retail Stores, Inc.* |
|
|
|
|
6,355 |
|
|
|
295,698 |
|
Finish Line, Inc., Class A |
|
|
|
|
15,740 |
|
|
|
314,642 |
|
Foot Locker, Inc. |
|
|
|
|
7,640 |
|
|
|
153,488 |
|
GameStop Corp., Class A* |
|
|
|
|
9,226 |
|
|
|
213,121 |
|
hhgregg, Inc.* |
|
|
|
|
17,221 |
|
|
|
167,905 |
|
OfficeMax, Inc.* |
|
|
|
|
31,510 |
|
|
|
152,823 |
|
SCSM COLUMBIA SMALL CAP VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Pacific Sunwear of California, Inc.* |
|
|
|
|
60,647 |
|
|
$ |
72,776 |
|
RadioShack Corp. |
|
|
|
|
13,680 |
|
|
|
158,962 |
|
Rental-A-Center, Inc. |
|
|
|
|
16,800 |
|
|
|
461,160 |
|
Shoe Carnival, Inc.* |
|
|
|
|
8,765 |
|
|
|
206,854 |
|
Stage Stores, Inc. |
|
|
|
|
12,852 |
|
|
|
178,257 |
|
The Mens Wearhouse, Inc. |
|
|
|
|
11,000 |
|
|
|
286,880 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,055,546 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 1.3% |
|
Movado Group, Inc. |
|
|
|
|
14,988 |
|
|
|
182,554 |
|
The Jones Group, Inc. |
|
|
|
|
29,550 |
|
|
|
272,155 |
|
The Warnaco Group, Inc.* |
|
|
|
|
4,090 |
|
|
|
188,508 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
643,217 |
|
|
|
|
|
|
|
|
|
|
|
|
THRIFT & MORTGAGE FINANCE 5.0% |
|
Bank Mutual Corp. |
|
|
|
|
60,249 |
|
|
|
157,250 |
|
BankFinancial Corp. |
|
|
|
|
34,248 |
|
|
|
227,407 |
|
Beneficial Mutual Bancorp, Inc.* |
|
|
|
|
34,620 |
|
|
|
257,919 |
|
Brookline Bancorp, Inc. |
|
|
|
|
34,683 |
|
|
|
267,406 |
|
Clifton Savings Bancorp, Inc. |
|
|
|
|
19,795 |
|
|
|
181,322 |
|
ESSA Bancorp, Inc. |
|
|
|
|
15,959 |
|
|
|
167,729 |
|
Home Federal Bancorp, Inc. |
|
|
|
|
27,142 |
|
|
|
212,250 |
|
MGIC Investment Corp.* |
|
|
|
|
88,482 |
|
|
|
165,461 |
|
Provident New York Bancorp |
|
|
|
|
21,990 |
|
|
|
127,982 |
|
TrustCo Bank Corp. NY |
|
|
|
|
30,661 |
|
|
|
136,748 |
|
United Financial Bancorp, Inc. |
|
|
|
|
11,568 |
|
|
|
158,366 |
|
Washington Federal, Inc. |
|
|
|
|
16,460 |
|
|
|
209,700 |
|
Westfield Financial, Inc. |
|
|
|
|
32,272 |
|
|
|
212,673 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,482,213 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 0.9% |
|
Applied Industrial Technologies, Inc. |
|
|
|
|
7,600 |
|
|
|
206,416 |
|
Kaman Corp. |
|
|
|
|
8,850 |
|
|
|
246,473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
452,889 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 0.8% |
|
NTELOS Holdings Corp. |
|
|
|
|
14,160 |
|
|
|
251,057 |
|
Shenandoah Telecommunications Co. |
|
|
|
|
11,901 |
|
|
|
132,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
383,634 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $58,958,662) |
|
|
|
|
|
|
49,618,460 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 99.8% (Cost $58,958,662) |
|
|
|
49,618,460 |
|
Other assets less liabilities 0.2% |
|
|
|
|
|
|
|
|
82,717 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
$ |
49,701,177 |
|
|
|
|
|
|
|
|
|
|
|
|
VG |
British Virgin Islands
|
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States.
|
SCSM COLUMBIA SMALL CAP VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs (Level 3) |
|
|
Total |
|
Common Stocks (a) |
|
$ |
49,542,426 |
|
|
$ |
76,034 |
|
|
$ |
|
|
|
$ |
49,618,460 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
$ |
49,542,426 |
|
|
$ |
76,034 |
|
|
$ |
|
|
|
$ |
49,618,460 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizations of Level 1 Securities. The Level 2 security is within the Construction & Engineering
industry in the Portfolio of Investments. |
SCSM DAVIS VENTURE VALUE FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 96.8% |
|
AEROSPACE & DEFENSE 0.9% |
|
Lockheed Martin Corp. |
|
|
|
|
43,640 |
|
|
$ |
3,170,010 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES 0.8% |
|
Harley-Davidson, Inc. |
|
|
|
|
85,686 |
|
|
|
2,941,600 |
|
|
|
|
|
|
|
|
|
|
|
|
BEVERAGES 4.5% |
|
Diageo PLC ADR |
|
GB |
|
|
79,447 |
|
|
|
6,032,411 |
|
Heineken Holding NV |
|
NL |
|
|
108,459 |
|
|
|
4,185,674 |
|
The Coca-Cola Co. |
|
|
|
|
91,840 |
|
|
|
6,204,710 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,422,795 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 7.4% |
|
Ameriprise Financial, Inc. |
|
|
|
|
52,905 |
|
|
|
2,082,341 |
|
Bank of New York Mellon Corp. |
|
|
|
|
803,520 |
|
|
|
14,937,437 |
|
Julius Baer Group, Ltd. |
|
CH |
|
|
204,200 |
|
|
|
6,823,987 |
|
The Charles Schwab Corp. |
|
|
|
|
141,450 |
|
|
|
1,594,141 |
|
The Goldman Sachs Group, Inc. |
|
|
|
|
16,121 |
|
|
|
1,524,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,962,147 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.9% |
|
Air Products & Chemicals, Inc. |
|
|
|
|
24,280 |
|
|
|
1,854,264 |
|
Ecolab, Inc. |
|
|
|
|
32,270 |
|
|
|
1,577,680 |
|
Monsanto Co. |
|
|
|
|
73,220 |
|
|
|
4,396,129 |
|
Potash Corp. of Saskatchewan, Inc. |
|
CA |
|
|
31,125 |
|
|
|
1,345,222 |
|
Praxair, Inc. |
|
|
|
|
14,320 |
|
|
|
1,338,634 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,511,929 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 5.1% |
|
Wells Fargo & Co. |
|
|
|
|
765,393 |
|
|
|
18,461,279 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 2.4% |
|
Iron Mountain, Inc. |
|
|
|
|
278,224 |
|
|
|
8,797,443 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 0.7% |
|
Hewlett-Packard Co. |
|
|
|
|
104,700 |
|
|
|
2,350,515 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION MATERIALS 0.3% |
|
Martin Marietta Materials, Inc. |
|
|
|
|
18,260 |
|
|
|
1,154,397 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER FINANCE 5.3% |
|
American Express Co. |
|
|
|
|
430,175 |
|
|
|
19,314,857 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & PACKAGING 1.1% |
|
Sealed Air Corp. |
|
|
|
|
247,603 |
|
|
|
4,134,970 |
|
|
|
|
|
|
|
|
|
|
|
|
DISTRIBUTORS 0.2% |
|
Li & Fung Ltd. |
|
BM |
|
|
529,000 |
|
|
|
886,686 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 0.2% |
|
JP Morgan Chase & Co. |
|
|
|
|
18,736 |
|
|
|
564,328 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 0.8% |
|
Schlumberger, Ltd. |
|
AN |
|
|
11,600 |
|
|
|
692,868 |
|
Transocean, Ltd. |
|
CH |
|
|
48,582 |
|
|
|
2,319,305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,012,173 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
FOOD & STAPLES RETAILING 10.5% |
|
Costco Wholesale Corp. |
|
|
|
|
255,835 |
|
|
$ |
21,009,170 |
|
CVS Caremark Corp. |
|
|
|
|
505,412 |
|
|
|
16,971,735 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,980,905 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 1.3% |
|
Kraft Foods, Inc., Class A |
|
|
|
|
89,530 |
|
|
|
3,006,417 |
|
Nestle SA |
|
CH |
|
|
6,430 |
|
|
|
353,989 |
|
Unilever NV |
|
NL |
|
|
44,820 |
|
|
|
1,411,382 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,771,788 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 2.0% |
|
Baxter International, Inc. |
|
|
|
|
53,920 |
|
|
|
3,027,069 |
|
Becton, Dickinson & Co. |
|
|
|
|
58,470 |
|
|
|
4,287,020 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,314,089 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 1.7% |
|
Express Scripts, Inc.* |
|
|
|
|
161,761 |
|
|
|
5,996,480 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 0.2% |
|
Hunter Douglas NV |
|
AN |
|
|
14,850 |
|
|
|
596,858 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 10.3% |
|
ACE Ltd. |
|
CH |
|
|
38,620 |
|
|
|
2,340,372 |
|
Aon Corp. |
|
|
|
|
12,980 |
|
|
|
544,900 |
|
Berkshire Hathaway, Inc., Class A* |
|
|
|
|
46 |
|
|
|
4,912,800 |
|
Everest Re Group, Ltd. |
|
BM |
|
|
5,950 |
|
|
|
472,311 |
|
Fairfax Financial Holdings Ltd. |
|
CA |
|
|
5,200 |
|
|
|
2,000,336 |
|
Fairfax Financial Holdings Ltd.(1) |
|
CA |
|
|
1,960 |
|
|
|
751,511 |
|
Loews Corp. |
|
|
|
|
331,870 |
|
|
|
11,466,109 |
|
Markel Corp.* |
|
|
|
|
1,353 |
|
|
|
483,197 |
|
The Progressive Corp. |
|
|
|
|
571,319 |
|
|
|
10,146,626 |
|
Transatlantic Holdings, Inc. |
|
|
|
|
85,620 |
|
|
|
4,154,282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,272,444 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 0.9% |
|
Expedia, Inc. |
|
|
|
|
65,660 |
|
|
|
1,690,745 |
|
Liberty Interactive Corp., Class A* |
|
|
|
|
108,062 |
|
|
|
1,596,076 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,286,821 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 2.7% |
|
Google, Inc., Class A* |
|
|
|
|
19,020 |
|
|
|
9,783,508 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 0.4% |
|
|
|
|
|
|
|
|
Visa, Inc., Class A |
|
|
|
|
17,010 |
|
|
|
1,458,097 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 0.3% |
|
Agilent Technologies, Inc.* |
|
|
|
|
34,148 |
|
|
|
1,067,125 |
|
|
|
|
|
|
|
|
|
|
|
|
MARINE 1.2% |
|
China Shipping Development Co., Ltd. |
|
CN |
|
|
1,173,800 |
|
|
|
741,890 |
|
Kuehne & Nagel International AG |
|
CH |
|
|
32,086 |
|
|
|
3,601,105 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,342,995 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 1.5% |
|
Grupo Televisa SA ADR |
|
MX |
|
|
42,276 |
|
|
|
777,456 |
|
SCSM DAVIS VENTURE VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Liberty Media Corp. - Liberty Starz, Class A* |
|
|
|
|
8,647 |
|
|
$ |
549,603 |
|
The Walt Disney Co. |
|
|
|
|
130,050 |
|
|
|
3,922,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,249,367 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 1.2% |
|
BHP Billiton PLC |
|
GB |
|
|
85,600 |
|
|
|
2,286,712 |
|
Rio Tinto PLC |
|
GB |
|
|
46,472 |
|
|
|
2,060,946 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,347,658 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 10.7% |
|
Canadian Natural Resources, Ltd. |
|
CA |
|
|
317,192 |
|
|
|
9,284,210 |
|
China Coal Energy Co., Ltd. |
|
CN |
|
|
1,785,300 |
|
|
|
1,599,865 |
|
Devon Energy Corp. |
|
|
|
|
79,621 |
|
|
|
4,414,188 |
|
EOG Resources, Inc. |
|
|
|
|
169,093 |
|
|
|
12,007,294 |
|
Occidental Petroleum Corp. |
|
|
|
|
134,350 |
|
|
|
9,606,025 |
|
OGX Petroleo e Gas Participacoes SA* |
|
BR |
|
|
321,400 |
|
|
|
1,965,749 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,877,331 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 0.1% |
|
Sino-Forest Corp.*(1) |
|
CA |
|
|
280,530 |
|
|
|
193,566 |
|
Sino-Forest Corp.* |
|
CA |
|
|
6,300 |
|
|
|
4,347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
197,913 |
|
|
|
|
|
|
|
|
|
|
|
|
PERSONAL PRODUCTS 0.1% |
|
Natura Cosmeticos SA |
|
BR |
|
|
28,600 |
|
|
|
486,744 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 8.4% |
|
Johnson & Johnson |
|
|
|
|
180,690 |
|
|
|
11,511,760 |
|
Merck & Co., Inc. |
|
|
|
|
375,933 |
|
|
|
12,296,768 |
|
Pfizer, Inc. |
|
|
|
|
115,260 |
|
|
|
2,037,797 |
|
Roche Holding AG |
|
CH |
|
|
28,700 |
|
|
|
4,635,395 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
30,481,720 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE MANAGEMENT & DEVELOPMENT 1.8% |
|
Brookfield Asset Management, Inc., Class A |
|
CA |
|
|
117,000 |
|
|
|
3,223,350 |
|
Hang Lung Group, Ltd. |
|
HK |
|
|
669,900 |
|
|
|
3,417,623 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,640,973 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 1.7% |
|
Intel Corp. |
|
|
|
|
44,130 |
|
|
|
941,293 |
|
Texas Instruments, Inc. |
|
|
|
|
195,755 |
|
|
|
5,216,871 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,158,164 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 1.6% |
|
Activision Blizzard, Inc. |
|
|
|
|
219,650 |
|
|
|
2,613,835 |
|
Microsoft Corp. |
|
|
|
|
126,080 |
|
|
|
3,138,131 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,751,966 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 3.1% |
|
Bed Bath & Beyond, Inc.* |
|
|
|
|
173,040 |
|
|
|
9,916,922 |
|
CarMax, Inc.* |
|
|
|
|
62,587 |
|
|
|
1,492,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,409,622 |
|
|
|
|
|
|
|
|
|
|
|
|
TOBACCO 1.0% |
|
Philip Morris International, Inc. |
|
|
|
|
57,928 |
|
|
|
3,613,549 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
TRANSPORTATION INFRASTRUCTURE 1.3% |
|
China Merchants Holdings International Co., Ltd. |
|
HK |
|
|
1,666,766 |
|
|
$ |
4,479,497 |
|
LLX Logistica SA* |
|
BR |
|
|
58,500 |
|
|
|
112,940 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,592,437 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 0.2% |
|
America Movil SAB de C.V. ADR, Series L |
|
MX |
|
|
31,300 |
|
|
|
691,104 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $342,549,657) |
|
|
|
|
|
|
351,054,787 |
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCKS 0.0%+ |
|
METALS & MINING 0.0%+ |
|
MMX Mineracao e Metalicos SA* (Cost $86,400) |
|
BR |
|
|
58,500 |
|
|
|
92,405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal Amount (000) |
|
|
|
|
SHORT TERM INVESTMENTS 3.3% |
|
COMMERCIAL PAPER(2) 3.3% |
|
Barclays U.S. Funding LLC 0.07%, 10/3/11 |
|
$ |
1,946 |
|
|
|
1,945,993 |
|
Mizuho Funding LLC 0.14%, 10/3/11 |
|
|
10,000 |
|
|
|
9,999,922 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments (Amortized cost $11,945,915) |
|
|
|
11,945,915 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 100.1% (Cost $354,581,972) |
|
|
|
363,093,107 |
|
Liabilities in excess of other assets (0.1)% |
|
|
|
|
|
|
(320,335 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
$ |
362,772,772 |
|
|
|
|
|
|
|
|
|
|
|
|
ADR |
American Depositary Receipt |
+ |
Amount is less than 0.05%. |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States.
|
SCSM DAVIS VENTURE VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
Eligible for resale under rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified
institutional buyers. At the period end, the value of these securities amounted to $945,077, representing 0.3% of net assets. |
(2) |
Interest rates represent annualized yield at date of purchase.
|
SCSM DAVIS VENTURE VALUE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(3) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs (Level 3) |
|
|
Total |
|
Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense |
|
$ |
3,170,010 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
3,170,010 |
|
Automobiles |
|
|
2,941,600 |
|
|
|
|
|
|
|
|
|
|
|
2,941,600 |
|
Beverages |
|
|
12,237,121 |
|
|
|
4,185,674 |
|
|
|
|
|
|
|
16,422,795 |
|
Capital Markets |
|
|
20,138,160 |
|
|
|
6,823,987 |
|
|
|
|
|
|
|
26,962,147 |
|
Chemicals |
|
|
10,511,929 |
|
|
|
|
|
|
|
|
|
|
|
10,511,929 |
|
Commercial Banks |
|
|
18,461,279 |
|
|
|
|
|
|
|
|
|
|
|
18,461,279 |
|
Commercial Services & Supplies |
|
|
8,797,443 |
|
|
|
|
|
|
|
|
|
|
|
8,797,443 |
|
Computers & Peripherals |
|
|
2,350,515 |
|
|
|
|
|
|
|
|
|
|
|
2,350,515 |
|
Construction Materials |
|
|
1,154,397 |
|
|
|
|
|
|
|
|
|
|
|
1,154,397 |
|
Consumer Finance |
|
|
19,314,857 |
|
|
|
|
|
|
|
|
|
|
|
19,314,857 |
|
Containers & Packaging |
|
|
4,134,970 |
|
|
|
|
|
|
|
|
|
|
|
4,134,970 |
|
Distributors |
|
|
|
|
|
|
886,686 |
|
|
|
|
|
|
|
886,686 |
|
Diversified Financial Services |
|
|
564,328 |
|
|
|
|
|
|
|
|
|
|
|
564,328 |
|
Energy Equipment & Services |
|
|
3,012,173 |
|
|
|
|
|
|
|
|
|
|
|
3,012,173 |
|
Food & Staples Retailing |
|
|
37,980,905 |
|
|
|
|
|
|
|
|
|
|
|
37,980,905 |
|
Food Products |
|
|
4,417,799 |
|
|
|
353,989 |
|
|
|
|
|
|
|
4,771,788 |
|
Health Care Equipment & Supplies |
|
|
7,314,089 |
|
|
|
|
|
|
|
|
|
|
|
7,314,089 |
|
Health Care Providers & Services |
|
|
5,996,480 |
|
|
|
|
|
|
|
|
|
|
|
5,996,480 |
|
Household Durables |
|
|
|
|
|
|
596,858 |
|
|
|
|
|
|
|
596,858 |
|
Insurance |
|
|
37,272,444 |
|
|
|
|
|
|
|
|
|
|
|
37,272,444 |
|
Internet & Catalog Retail |
|
|
3,286,821 |
|
|
|
|
|
|
|
|
|
|
|
3,286,821 |
|
Internet Software & Services |
|
|
9,783,508 |
|
|
|
|
|
|
|
|
|
|
|
9,783,508 |
|
IT Services |
|
|
1,458,097 |
|
|
|
|
|
|
|
|
|
|
|
1,458,097 |
|
Life Sciences Tools & Services |
|
|
1,067,125 |
|
|
|
|
|
|
|
|
|
|
|
1,067,125 |
|
Marine |
|
|
|
|
|
|
4,342,995 |
|
|
|
|
|
|
|
4,342,995 |
|
Media |
|
|
5,249,367 |
|
|
|
|
|
|
|
|
|
|
|
5,249,367 |
|
Metals & Mining |
|
|
|
|
|
|
4,347,658 |
|
|
|
|
|
|
|
4,347,658 |
|
Oil, Gas & Consumable Fuels |
|
|
37,277,466 |
|
|
|
1,599,865 |
|
|
|
|
|
|
|
38,877,331 |
|
Paper & Forest Products |
|
|
|
|
|
|
197,913 |
|
|
|
|
|
|
|
197,913 |
|
Personal Products |
|
|
486,744 |
|
|
|
|
|
|
|
|
|
|
|
486,744 |
|
Pharmaceuticals |
|
|
25,846,325 |
|
|
|
4,635,395 |
|
|
|
|
|
|
|
30,481,720 |
|
Real Estate Management & Development |
|
|
3,223,350 |
|
|
|
3,417,623 |
|
|
|
|
|
|
|
6,640,973 |
|
Semiconductors & Semiconductor Equipment |
|
|
6,158,164 |
|
|
|
|
|
|
|
|
|
|
|
6,158,164 |
|
Software |
|
|
5,751,966 |
|
|
|
|
|
|
|
|
|
|
|
5,751,966 |
|
Specialty Retail |
|
|
11,409,622 |
|
|
|
|
|
|
|
|
|
|
|
11,409,622 |
|
Tobacco |
|
|
3,613,549 |
|
|
|
|
|
|
|
|
|
|
|
3,613,549 |
|
Transportation Infrastructure |
|
|
112,940 |
|
|
|
4,479,497 |
|
|
|
|
|
|
|
4,592,437 |
|
Wireless Telecommunication Services |
|
|
691,104 |
|
|
|
|
|
|
|
|
|
|
|
691,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks |
|
|
315,186,647 |
|
|
|
35,868,140 |
|
|
|
|
|
|
|
351,054,787 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Preferred Stocks (a) |
|
|
92,405 |
|
|
|
|
|
|
|
|
|
|
|
92,405 |
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commerical Paper |
|
|
|
|
|
|
11,945,915 |
|
|
|
|
|
|
|
11,945,915 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
$ |
315,279,052 |
|
|
$ |
47,814,055 |
|
|
$ |
|
|
|
$ |
363,093,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizations. |
SCSM INVESCO SMALL CAP GROWTH FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 97.5% |
|
AEROSPACE & DEFENSE 2.9% |
|
Hexcel Corp.* |
|
|
|
|
15,995 |
|
|
$ |
354,449 |
|
TransDigm Group, Inc.* |
|
|
|
|
8,690 |
|
|
|
709,712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,064,161 |
|
|
|
|
|
|
|
|
|
|
|
|
AIR FREIGHT & LOGISTICS 1.4% |
|
Forward Air Corp. |
|
|
|
|
9,874 |
|
|
|
251,293 |
|
HUB Group, Inc.* |
|
|
|
|
9,874 |
|
|
|
279,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
530,431 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTO COMPONENTS 1.2% |
|
Tenneco, Inc.* |
|
|
|
|
8,228 |
|
|
|
210,719 |
|
TRW Automotive Holdings Corp.* |
|
|
|
|
6,811 |
|
|
|
222,924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
433,643 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 2.9% |
|
Acorda Therapeutics, Inc.* |
|
|
|
|
7,416 |
|
|
|
148,024 |
|
BioMarin Pharmaceutical, Inc.* |
|
|
|
|
14,336 |
|
|
|
456,888 |
|
Incyte Corp.* |
|
|
|
|
21,660 |
|
|
|
302,590 |
|
United Therapeutics Corp.* |
|
|
|
|
4,590 |
|
|
|
172,079 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,079,581 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 1.6% |
|
Affiliated Managers Group, Inc.* |
|
|
|
|
4,315 |
|
|
|
336,786 |
|
Greenhill & Co., Inc. |
|
|
|
|
3,750 |
|
|
|
107,212 |
|
Stifel Financial Corp.* |
|
|
|
|
5,962 |
|
|
|
158,351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
602,349 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.5% |
|
Intrepid Potash, Inc.* |
|
|
|
|
9,147 |
|
|
|
227,486 |
|
Olin Corp. |
|
|
|
|
15,750 |
|
|
|
283,657 |
|
Rockwood Holdings, Inc.* |
|
|
|
|
6,227 |
|
|
|
209,788 |
|
Solutia, Inc.* |
|
|
|
|
15,112 |
|
|
|
194,189 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
915,120 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 1.8% |
|
City National Corp. |
|
|
|
|
4,838 |
|
|
|
182,683 |
|
Huntington Bancshares, Inc. |
|
|
|
|
41,709 |
|
|
|
200,203 |
|
SVB Financial Group* |
|
|
|
|
7,231 |
|
|
|
267,547 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
650,433 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 1.9% |
|
Corrections Corporation of America* |
|
|
|
|
16,683 |
|
|
|
378,537 |
|
Fuel Tech, Inc.* |
|
|
|
|
4,975 |
|
|
|
28,955 |
|
Tetra Tech, Inc.* |
|
|
|
|
15,689 |
|
|
|
294,012 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
701,504 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 2.5% |
|
Ciena Corp.* |
|
|
|
|
13,372 |
|
|
|
149,766 |
|
Finisar Corp.* |
|
|
|
|
13,867 |
|
|
|
243,227 |
|
NETGEAR, Inc.* |
|
|
|
|
9,558 |
|
|
|
247,457 |
|
Polycom, Inc.* |
|
|
|
|
14,794 |
|
|
|
271,766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
912,216 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
CONTAINERS & PACKAGING 0.6% |
|
Greif, Inc., Class A |
|
|
|
|
5,545 |
|
|
$ |
237,825 |
|
|
|
|
|
|
|
|
|
|
|
|
DISTRIBUTORS 0.7% |
|
|
|
|
|
|
|
|
Pool Corp. |
|
|
|
|
10,322 |
|
|
|
270,230 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED CONSUMER SERVICES 0.7% |
|
Weight Watchers International, Inc. |
|
|
|
|
4,734 |
|
|
|
275,756 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 1.0% |
|
ITC Holdings Corp. |
|
|
|
|
4,944 |
|
|
|
382,814 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 1.1% |
|
General Cable Corp.* |
|
|
|
|
7,832 |
|
|
|
182,877 |
|
Thomas & Betts Corp.* |
|
|
|
|
6,069 |
|
|
|
242,214 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
425,091 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 0.7% |
|
Littelfuse, Inc. |
|
|
|
|
6,293 |
|
|
|
253,042 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 3.4% |
|
Dresser-Rand Group, Inc.* |
|
|
|
|
7,295 |
|
|
|
295,666 |
|
Dril-Quip, Inc.* |
|
|
|
|
4,385 |
|
|
|
236,395 |
|
FMC Technologies, Inc.* |
|
|
|
|
7,518 |
|
|
|
282,677 |
|
Lufkin Industries, Inc. |
|
|
|
|
4,539 |
|
|
|
241,520 |
|
Patterson-UTI Energy, Inc. |
|
|
|
|
12,690 |
|
|
|
220,045 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,276,303 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 0.8% |
|
Ruddick Corp. |
|
|
|
|
7,260 |
|
|
|
283,067 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 2.9% |
|
B&G Foods, Inc. |
|
|
|
|
17,209 |
|
|
|
287,046 |
|
Diamond Foods, Inc. |
|
|
|
|
5,516 |
|
|
|
440,122 |
|
Lancaster Colony Corp. |
|
|
|
|
5,783 |
|
|
|
352,821 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,079,989 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 4.1% |
|
Insulet Corp.* |
|
|
|
|
12,508 |
|
|
|
190,872 |
|
Masimo Corp. |
|
|
|
|
12,681 |
|
|
|
274,544 |
|
Meridian Bioscience, Inc. |
|
|
|
|
11,118 |
|
|
|
174,997 |
|
Sirona Dental Systems, Inc.* |
|
|
|
|
7,223 |
|
|
|
306,327 |
|
STERIS Corp. |
|
|
|
|
9,906 |
|
|
|
289,949 |
|
Zoll Medical Corp.* |
|
|
|
|
7,418 |
|
|
|
279,955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,516,644 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 4.7% |
|
Centene Corp.* |
|
|
|
|
9,870 |
|
|
|
282,973 |
|
Chemed Corp. |
|
|
|
|
6,042 |
|
|
|
332,068 |
|
Health Management Associates, Inc., Class A* |
|
|
|
|
30,116 |
|
|
|
208,403 |
|
HMS Holdings Corp.* |
|
|
|
|
9,172 |
|
|
|
223,705 |
|
MEDNAX, Inc.* |
|
|
|
|
4,544 |
|
|
|
284,636 |
|
PSS World Medical, Inc.* |
|
|
|
|
11,461 |
|
|
|
225,667 |
|
VCA Antech, Inc.* |
|
|
|
|
11,121 |
|
|
|
177,714 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,735,166 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM INVESCO SMALL CAP GROWTH FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
HEALTH CARE TECHNOLOGY 2.0% |
|
Allscripts Healthcare Solutions, Inc.* |
|
|
|
|
18,723 |
|
|
$ |
337,388 |
|
Quality Systems, Inc. |
|
|
|
|
4,290 |
|
|
|
416,130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
753,518 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 4.7% |
|
Buffalo Wild Wings, Inc.* |
|
|
|
|
5,399 |
|
|
|
322,860 |
|
Choice Hotels International, Inc. |
|
|
|
|
7,645 |
|
|
|
227,209 |
|
Darden Restaurants, Inc. |
|
|
|
|
6,358 |
|
|
|
271,805 |
|
Jack In The Box, Inc.* |
|
|
|
|
12,398 |
|
|
|
246,968 |
|
Life Time Fitness, Inc.* |
|
|
|
|
8,823 |
|
|
|
325,128 |
|
Penn National Gaming, Inc.* |
|
|
|
|
10,668 |
|
|
|
355,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,749,108 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 1.4% |
|
Brown & Brown, Inc. |
|
|
|
|
8,580 |
|
|
|
152,724 |
|
ProAssurance Corp. |
|
|
|
|
5,340 |
|
|
|
384,587 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
537,311 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 3.6% |
|
Ancestry.com, Inc.* |
|
|
|
|
7,543 |
|
|
|
177,261 |
|
Open Text Corp.* |
|
CA |
|
|
5,662 |
|
|
|
295,103 |
|
Rightnow Technologies, Inc.* |
|
|
|
|
9,932 |
|
|
|
328,253 |
|
ValueClick, Inc.* |
|
|
|
|
22,765 |
|
|
|
354,223 |
|
WebMD Health Corp., Class A* |
|
|
|
|
5,386 |
|
|
|
162,388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,317,228 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 1.0% |
|
|
|
|
|
|
|
|
|
|
Alliance Data Systems Corp.* |
|
|
|
|
3,885 |
|
|
|
360,139 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 2.5% |
|
Bruker Corp.* |
|
|
|
|
16,306 |
|
|
|
220,620 |
|
Parexel International Corp.* |
|
|
|
|
11,571 |
|
|
|
219,039 |
|
PerkinElmer, Inc. |
|
|
|
|
11,737 |
|
|
|
225,468 |
|
Techne Corp. |
|
|
|
|
3,859 |
|
|
|
262,451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
927,578 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 4.0% |
|
Crane Co. |
|
|
|
|
7,253 |
|
|
|
258,859 |
|
Kennametal, Inc. |
|
|
|
|
7,973 |
|
|
|
261,036 |
|
Lincoln Electric Holdings, Inc. |
|
|
|
|
9,090 |
|
|
|
263,701 |
|
Lindsay Corp. |
|
|
|
|
4,316 |
|
|
|
232,201 |
|
Meritor, Inc.* |
|
|
|
|
19,827 |
|
|
|
139,979 |
|
Wabtec Corp. |
|
|
|
|
6,560 |
|
|
|
346,827 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,502,603 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 0.9% |
|
DreamWorks Animation SKG, Inc., Class A* |
|
|
|
|
6,081 |
|
|
|
110,553 |
|
National CineMedia, Inc. |
|
|
|
|
14,702 |
|
|
|
213,326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
323,879 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 1.5% |
|
Allied Nevada Gold Corp.* |
|
|
|
|
3,530 |
|
|
|
126,409 |
|
Carpenter Technology Corp. |
|
|
|
|
7,154 |
|
|
|
321,143 |
|
Detour Gold Corp.* |
|
CA |
|
|
4,259 |
|
|
|
110,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
558,508 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
OIL, GAS & CONSUMABLE FUELS 3.6% |
|
Bill Barrett Corp.* |
|
|
|
|
6,872 |
|
|
$ |
249,041 |
|
Carrizo Oil & Gas, Inc.* |
|
|
|
|
9,228 |
|
|
|
198,863 |
|
Energen Corp. |
|
|
|
|
6,060 |
|
|
|
247,794 |
|
HollyFrontier Corp. |
|
|
|
|
13,182 |
|
|
|
345,632 |
|
James River Coal Co.* |
|
|
|
|
12,684 |
|
|
|
80,797 |
|
SandRidge Energy, Inc.* |
|
|
|
|
39,438 |
|
|
|
219,275 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,341,402 |
|
|
|
|
|
|
|
|
|
|
|
|
PERSONAL PRODUCTS 1.1% |
|
Nu Skin Enterprises, Inc. |
|
|
|
|
10,002 |
|
|
|
405,281 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 1.8% |
|
Medicis Pharmaceutical Corp., Class A |
|
|
|
|
10,389 |
|
|
|
378,991 |
|
Salix Pharmaceuticals Ltd.* |
|
|
|
|
9,305 |
|
|
|
275,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
654,419 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 1.0% |
|
Costar Group, Inc.* |
|
|
|
|
7,271 |
|
|
|
377,874 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 0.8% |
|
Colonial Properties Trust |
|
|
|
|
16,100 |
|
|
|
292,376 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 7.0% |
|
Cavium, Inc.* |
|
|
|
|
10,323 |
|
|
|
278,824 |
|
Cymer, Inc.* |
|
|
|
|
6,715 |
|
|
|
249,664 |
|
Hittite Microwave Corp.* |
|
|
|
|
6,140 |
|
|
|
299,018 |
|
Microsemi Corp.* |
|
|
|
|
18,584 |
|
|
|
296,972 |
|
Netlogic Microsystems, Inc.* |
|
|
|
|
3,264 |
|
|
|
157,031 |
|
PMC-Sierra, Inc.* |
|
|
|
|
40,812 |
|
|
|
244,056 |
|
Power Integrations, Inc. |
|
|
|
|
9,706 |
|
|
|
297,101 |
|
Semtech Corp.* |
|
|
|
|
14,670 |
|
|
|
309,537 |
|
Teradyne, Inc.* |
|
|
|
|
23,288 |
|
|
|
256,401 |
|
Volterra Semiconductor Corp.* |
|
|
|
|
11,553 |
|
|
|
222,164 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,610,768 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 10.4% |
|
ANSYS, Inc.* |
|
|
|
|
6,023 |
|
|
|
295,368 |
|
Aspen Technology, Inc.* |
|
|
|
|
21,883 |
|
|
|
334,153 |
|
BroadSoft, Inc.* |
|
|
|
|
10,143 |
|
|
|
307,840 |
|
Commvault Systems, Inc.* |
|
|
|
|
9,850 |
|
|
|
365,041 |
|
Fair Issac Corp. |
|
|
|
|
9,714 |
|
|
|
212,057 |
|
Informatica Corp.* |
|
|
|
|
11,167 |
|
|
|
457,289 |
|
Interactive Intelligence Group* |
|
|
|
|
8,161 |
|
|
|
221,571 |
|
Manhattan Associates, Inc.* |
|
|
|
|
10,070 |
|
|
|
333,116 |
|
MICROS Systems, Inc.* |
|
|
|
|
8,074 |
|
|
|
354,529 |
|
Parametric Technology Corp.* |
|
|
|
|
12,720 |
|
|
|
195,634 |
|
Quest Software, Inc.* |
|
|
|
|
14,226 |
|
|
|
225,909 |
|
Solarwinds, Inc.* |
|
|
|
|
14,816 |
|
|
|
326,248 |
|
Websense, Inc.* |
|
|
|
|
13,044 |
|
|
|
225,661 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,854,416 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 6.4% |
|
Dicks Sporting Goods, Inc.* |
|
|
|
|
9,198 |
|
|
|
307,765 |
|
DSW, Inc., Class A |
|
|
|
|
6,590 |
|
|
|
304,326 |
|
Foot Locker, Inc. |
|
|
|
|
17,131 |
|
|
|
344,162 |
|
Group 1 Automotive, Inc. |
|
|
|
|
7,065 |
|
|
|
251,161 |
|
Monro Muffler Brake, Inc. |
|
|
|
|
8,410 |
|
|
|
277,278 |
|
Tractor Supply Co. |
|
|
|
|
4,912 |
|
|
|
307,245 |
|
SCSM INVESCO SMALL CAP GROWTH FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Urban Outfitters, Inc.* |
|
|
|
|
12,093 |
|
|
$ |
269,916 |
|
Vitamin Shoppe, Inc.* |
|
|
|
|
8,437 |
|
|
|
315,881 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,377,734 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 2.5% |
|
Maidenform Brands, Inc.* |
|
|
|
|
12,449 |
|
|
|
291,431 |
|
Steven Madden Ltd.* |
|
|
|
|
10,983 |
|
|
|
330,588 |
|
Under Armour, Inc., Class A* |
|
|
4,750 |
|
|
|
315,448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
937,467 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 1.1% |
|
Watsco, Inc. |
|
|
|
|
3,877 |
|
|
|
198,115 |
|
WESCO International, Inc.* |
|
|
6,154 |
|
|
|
206,466 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
404,581 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 0.8% |
|
SBA Communications Corp.* |
|
|
8,492 |
|
|
|
292,804 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $37,555,190) |
|
|
|
36,204,359 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 97.5% (Cost $37,555,190) |
|
|
|
36,204,359 |
|
Other assets less liabilities 2.5% |
|
|
|
914,106 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
37,118,465 |
|
|
|
|
|
|
|
|
|
|
|
|
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States.
|
SCSM INVESCO SMALL CAP GROWTH FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM LORD ABBETT GROWTH & INCOME FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 97.1% |
|
AEROSPACE & DEFENSE 4.8% |
|
Goodrich Corp. |
|
|
|
|
55,630 |
|
|
$ |
6,713,428 |
|
Rockwell Collins, Inc. |
|
|
|
|
98,550 |
|
|
|
5,199,498 |
|
United Technologies Corp. |
|
|
|
|
128,030 |
|
|
|
9,008,191 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,921,117 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.3% |
|
Southwest Airlines Co. |
|
|
|
|
161,840 |
|
|
|
1,301,194 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES 1.5% |
|
Ford Motor Co.* |
|
|
|
|
687,147 |
|
|
|
6,644,711 |
|
|
|
|
|
|
|
|
|
|
|
|
BEVERAGES 3.6% |
|
|
|
|
|
|
|
|
Diageo PLC ADR |
|
GB |
|
|
54,340 |
|
|
|
4,126,036 |
|
PepsiCo, Inc. |
|
|
|
|
75,300 |
|
|
|
4,661,070 |
|
The Coca-Cola Co. |
|
|
|
|
101,490 |
|
|
|
6,856,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,643,771 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 4.2% |
|
Amgen, Inc. |
|
|
|
|
159,200 |
|
|
|
8,748,040 |
|
Celgene Corp.* |
|
|
|
|
151,410 |
|
|
|
9,375,307 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,123,347 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 2.0% |
|
State Street Corp. |
|
|
|
|
271,550 |
|
|
|
8,733,048 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.5% |
|
LyondellBasell Industries NV, Class A |
|
NL |
|
|
121,110 |
|
|
|
2,958,717 |
|
PPG Industries, Inc. |
|
|
|
|
41,590 |
|
|
|
2,938,749 |
|
The Mosaic Co. |
|
|
|
|
101,411 |
|
|
|
4,966,097 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,863,563 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 5.6% |
|
M&T Bank Corp. |
|
|
|
|
71,620 |
|
|
|
5,006,238 |
|
PNC Financial Services Group, Inc. |
|
|
|
|
195,380 |
|
|
|
9,415,362 |
|
U.S. Bancorp |
|
|
|
|
253,500 |
|
|
|
5,967,390 |
|
Wells Fargo & Co. |
|
|
|
|
148,047 |
|
|
|
3,570,894 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,959,884 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 0.5% |
|
QUALCOMM, Inc. |
|
|
|
|
39,920 |
|
|
|
1,941,310 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 0.7% |
|
EMC Corp.* |
|
|
|
|
151,640 |
|
|
|
3,182,924 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED FINANCIAL SERVICES 1.4% |
|
JP Morgan Chase & Co. |
|
|
|
|
199,482 |
|
|
|
6,008,398 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED TELECOMMUNICATION SERVICES 2.0% |
|
AT&T, Inc. |
|
|
|
|
126,143 |
|
|
|
3,597,598 |
|
Verizon Communications, Inc. |
|
|
|
|
141,030 |
|
|
|
5,189,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,787,502 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 1.7% |
|
NextEra Energy, Inc. |
|
|
|
|
136,530 |
|
|
|
7,375,351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 0.2% |
|
Arrow Electronics, Inc.* |
|
|
|
|
33,270 |
|
|
$ |
924,241 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 3.8% |
|
Baker Hughes, Inc. |
|
|
|
|
61,750 |
|
|
|
2,850,380 |
|
Halliburton Co. |
|
|
|
|
154,632 |
|
|
|
4,719,369 |
|
Schlumberger, Ltd. |
|
AN |
|
|
148,580 |
|
|
|
8,874,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,444,432 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 1.8% |
|
CVS Caremark Corp. |
|
|
|
|
179,010 |
|
|
|
6,011,156 |
|
Kroger Co. |
|
|
|
|
80,992 |
|
|
|
1,778,584 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,789,740 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD PRODUCTS 4.3% |
|
Archer-Daniels-Midland Co. |
|
|
|
|
384,810 |
|
|
|
9,547,136 |
|
Bunge, Ltd. |
|
BM |
|
|
152,540 |
|
|
|
8,891,557 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,438,693 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 2.5% |
|
Covidien PLC |
|
IE |
|
|
74,260 |
|
|
|
3,274,866 |
|
St. Jude Medical, Inc. |
|
|
|
|
109,810 |
|
|
|
3,974,024 |
|
Zimmer Holdings, Inc.* |
|
|
|
|
64,370 |
|
|
|
3,443,795 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,692,685 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 6.7% |
|
CIGNA Corp. |
|
|
|
|
137,500 |
|
|
|
5,766,750 |
|
DaVita, Inc.* |
|
|
|
|
35,920 |
|
|
|
2,251,106 |
|
Express Scripts, Inc.* |
|
|
|
|
146,710 |
|
|
|
5,438,540 |
|
Humana, Inc. |
|
|
|
|
30,370 |
|
|
|
2,208,810 |
|
McKesson Corp. |
|
|
|
|
67,660 |
|
|
|
4,918,882 |
|
UnitedHealth Group, Inc. |
|
|
|
|
177,660 |
|
|
|
8,193,679 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,777,767 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD PRODUCTS 1.6% |
|
Colgate-Palmolive Co. |
|
|
|
|
76,830 |
|
|
|
6,813,284 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 6.0% |
|
|
|
|
|
|
|
|
ACE Ltd. |
|
CH |
|
|
57,720 |
|
|
|
3,497,832 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
|
|
166,500 |
|
|
|
11,828,160 |
|
Marsh & McLennan Cos., Inc. |
|
|
|
|
298,500 |
|
|
|
7,922,190 |
|
MetLife, Inc. |
|
|
|
|
97,837 |
|
|
|
2,740,414 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,988,596 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 1.1% |
|
HSN, Inc.* |
|
|
|
|
141,500 |
|
|
|
4,687,895 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 0.4% |
|
|
|
|
|
|
|
|
MasterCard, Inc., Class A |
|
|
|
|
5,400 |
|
|
|
1,712,664 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 1.8% |
|
Thermo Fisher Scientific, Inc.* |
|
|
|
|
154,150 |
|
|
|
7,806,156 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 2.4% |
|
Dover Corp. |
|
|
|
|
110,750 |
|
|
|
5,160,950 |
|
Eaton Corp. |
|
|
|
|
149,580 |
|
|
|
5,310,090 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,471,040 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM LORD ABBETT GROWTH & INCOME FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
MEDIA 6.7% |
|
Comcast Corp., Class A |
|
|
|
|
523,150 |
|
|
$ |
10,933,835 |
|
Omnicom Group, Inc. |
|
|
|
|
57,010 |
|
|
|
2,100,248 |
|
The Walt Disney Co. |
|
|
|
|
84,470 |
|
|
|
2,547,615 |
|
Time Warner Cable, Inc. |
|
|
|
|
64,736 |
|
|
|
4,057,005 |
|
Time Warner, Inc. |
|
|
|
|
305,180 |
|
|
|
9,146,245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,784,948 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 2.4% |
|
Barrick Gold Corp. |
|
CA |
|
|
224,380 |
|
|
|
10,467,327 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-LINE RETAIL 0.8% |
|
Target Corp. |
|
|
|
|
66,300 |
|
|
|
3,251,352 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 16.1% |
|
Anadarko Petroleum Corp. |
|
|
|
|
147,000 |
|
|
|
9,268,350 |
|
Apache Corp. |
|
|
|
|
34,830 |
|
|
|
2,794,759 |
|
Chevron Corp. |
|
|
|
|
162,948 |
|
|
|
15,075,949 |
|
Consol Energy, Inc. |
|
|
|
|
101,340 |
|
|
|
3,438,466 |
|
Devon Energy Corp. |
|
|
|
|
75,720 |
|
|
|
4,197,917 |
|
El Paso Corp. |
|
|
|
|
302,230 |
|
|
|
5,282,980 |
|
Exxon Mobil Corp. |
|
|
|
|
202,410 |
|
|
|
14,701,038 |
|
Imperial Oil, Ltd. |
|
CA |
|
|
114,300 |
|
|
|
4,127,373 |
|
Range Resources Corp. |
|
|
|
|
81,220 |
|
|
|
4,748,121 |
|
Southwestern Energy Co.* |
|
|
|
|
82,278 |
|
|
|
2,742,326 |
|
Suncor Energy, Inc. |
|
CA |
|
|
122,340 |
|
|
|
3,112,330 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
69,489,609 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER & FOREST PRODUCTS 1.2% |
|
International Paper Co. |
|
|
|
|
225,790 |
|
|
|
5,249,617 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 2.7% |
|
Merck & Co., Inc. |
|
|
|
|
67,008 |
|
|
|
2,191,832 |
|
Teva Pharmaceutical Industries, Ltd. ADR |
|
IL |
|
|
180,200 |
|
|
|
6,707,044 |
|
Watson Pharmaceuticals, Inc.* |
|
|
|
|
40,620 |
|
|
|
2,772,315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,671,191 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 1.8% |
|
Intel Corp. |
|
|
|
|
158,850 |
|
|
|
3,388,271 |
|
Texas Instruments, Inc. |
|
|
|
|
168,790 |
|
|
|
4,498,253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,886,524 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 2.0% |
|
Adobe Systems, Inc.* |
|
|
|
|
191,020 |
|
|
|
4,616,954 |
|
Oracle Corp. |
|
|
|
|
131,830 |
|
|
|
3,788,794 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,405,748 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $433,651,546) |
|
|
|
|
|
|
419,239,629 |
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS 3.1% |
|
MUTUAL FUNDS 3.1% |
|
State Street Institutional Liquid Reserves Fund (Cost $13,204,542) |
|
|
13,204,542 |
|
|
|
13,204,542 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Value |
|
TOTAL INVESTMENTS 100.2% (Cost $446,856,088) |
|
$ |
432,444,171 |
|
Liabilities in excess of other assets (0.2)% |
|
|
(717,161 |
) |
|
|
|
|
|
NET ASSETS 100.0% |
|
$ |
431,727,010 |
|
|
|
|
|
|
ADR |
American Depositary Receipt |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States.
|
SCSM LORD ABBETT GROWTH & INCOME FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM WMC BLUE CHIP MID CAP FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 98.6% |
|
AEROSPACE & DEFENSE 1.5% |
|
Rockwell Collins, Inc. |
|
|
|
|
47,470 |
|
|
$ |
2,504,517 |
|
|
|
|
|
|
|
|
|
|
|
|
AIR FREIGHT & LOGISTICS 2.3% |
|
C.H. Robinson Worldwide, Inc. |
|
|
|
|
31,085 |
|
|
|
2,128,390 |
|
Expeditors International of Washington, Inc. |
|
|
|
|
40,225 |
|
|
|
1,631,124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,759,514 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES 1.6% |
|
Harley-Davidson, Inc. |
|
|
|
|
77,325 |
|
|
|
2,654,567 |
|
|
|
|
|
|
|
|
|
|
|
|
BEVERAGES 1.5% |
|
Molson Coors Brewing Co., Class B |
|
|
|
|
61,250 |
|
|
|
2,426,113 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 3.0% |
|
Amylin Pharmaceuticals, Inc.* |
|
|
|
|
130,205 |
|
|
|
1,201,792 |
|
Incyte Corp.* |
|
|
|
|
81,910 |
|
|
|
1,144,283 |
|
Ironwood Pharmaceuticals, Inc.* |
|
|
|
|
33,625 |
|
|
|
363,150 |
|
Regeneron Pharmaceuticals, Inc.* |
|
|
|
|
12,625 |
|
|
|
734,775 |
|
Seattle Genetics, Inc.* |
|
|
|
|
82,905 |
|
|
|
1,580,169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,024,169 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING PRODUCTS 1.3% |
|
Lennox International, Inc. |
|
|
|
|
80,570 |
|
|
|
2,077,095 |
|
|
|
|
|
|
|
|
|
|
|
|
CAPITAL MARKETS 4.6% |
|
CETIP SA |
|
BR |
|
|
67,500 |
|
|
|
843,638 |
|
Greenhill & Co., Inc. |
|
|
|
|
33,320 |
|
|
|
952,619 |
|
Invesco, Ltd. |
|
BM |
|
|
111,880 |
|
|
|
1,735,259 |
|
LPL Investment Holdings, Inc.* |
|
|
|
|
21,110 |
|
|
|
536,616 |
|
SEI Investments Co. |
|
|
|
|
135,985 |
|
|
|
2,091,449 |
|
T. Rowe Price Group, Inc. |
|
|
|
|
29,200 |
|
|
|
1,394,884 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,554,465 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 2.0% |
|
|
|
|
|
|
|
|
|
|
CF Industries Holdings, Inc. |
|
|
|
|
2,275 |
|
|
|
280,712 |
|
FMC Corp. |
|
|
|
|
25,165 |
|
|
|
1,740,412 |
|
The Sherwin-Williams Co. |
|
|
|
|
18,195 |
|
|
|
1,352,252 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,373,376 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL BANKS 4.9% |
|
Cullen/Frost Bankers, Inc. |
|
|
|
|
20,445 |
|
|
|
937,608 |
|
East West Bancorp, Inc. |
|
|
|
|
32,110 |
|
|
|
478,760 |
|
First Republic Bank* |
|
|
|
|
62,545 |
|
|
|
1,448,542 |
|
Huntington Bancshares, Inc. |
|
|
|
|
306,490 |
|
|
|
1,471,152 |
|
M&T Bank Corp. |
|
|
|
|
43,290 |
|
|
|
3,025,971 |
|
Signature Bank* |
|
|
|
|
15,870 |
|
|
|
757,475 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,119,508 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES & SUPPLIES 0.3% |
|
Ritchie Bros. Auctioneers, Inc. |
|
CA |
|
|
24,040 |
|
|
|
485,368 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 2.5% |
|
ADTRAN, Inc. |
|
|
|
|
73,025 |
|
|
|
1,932,242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
F5 Networks, Inc.* |
|
|
|
|
12,885 |
|
|
$ |
915,479 |
|
Polycom, Inc.* |
|
|
|
|
71,660 |
|
|
|
1,316,394 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,164,115 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSTRUCTION & ENGINEERING 1.1% |
|
Jacobs Engineering Group, Inc.* |
|
|
|
|
55,265 |
|
|
|
1,784,507 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & PACKAGING 0.9% |
|
Silgan Holdings, Inc. |
|
|
|
|
38,485 |
|
|
|
1,413,939 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 1.5% |
|
Northeast Utilities |
|
|
|
|
74,660 |
|
|
|
2,512,309 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRICAL EQUIPMENT 1.0% |
|
Ametek, Inc. |
|
|
|
|
52,600 |
|
|
|
1,734,222 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS 0.8% |
|
National Instruments Corp. |
|
|
|
|
57,140 |
|
|
|
1,306,220 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 2.3% |
|
Atwood Oceanics, Inc.* |
|
|
|
|
45,050 |
|
|
|
1,547,918 |
|
ENSCO PLC ADR |
|
GB |
|
|
56,375 |
|
|
|
2,279,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,827,159 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD & STAPLES RETAILING 0.5% |
|
Whole Foods Market, Inc. |
|
|
|
|
13,810 |
|
|
|
901,931 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS UTILITIES 1.3% |
|
UGI Corp. |
|
|
|
|
84,215 |
|
|
|
2,212,328 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 2.0% |
|
Gen-Probe, Inc.* |
|
|
|
|
20,655 |
|
|
|
1,182,499 |
|
ResMed, Inc.* |
|
|
|
|
73,000 |
|
|
|
2,101,670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,284,169 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 7.0% |
|
AmerisourceBergen Corp. |
|
|
|
|
76,365 |
|
|
|
2,846,124 |
|
Cardinal Health, Inc. |
|
|
|
|
53,390 |
|
|
|
2,235,973 |
|
Coventry Health Care, Inc.* |
|
|
|
|
49,825 |
|
|
|
1,435,458 |
|
Health Net, Inc.* |
|
|
|
|
18,850 |
|
|
|
446,934 |
|
Lincare Holdings, Inc. |
|
|
|
|
107,975 |
|
|
|
2,429,437 |
|
Patterson Cos., Inc. |
|
|
|
|
75,325 |
|
|
|
2,156,555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,550,481 |
|
|
|
|
|
|
|
|
|
|
|
|
HOUSEHOLD DURABLES 2.4% |
|
NVR, Inc.* |
|
|
|
|
4,361 |
|
|
|
2,633,957 |
|
Tempur-Pedic International, Inc.* |
|
|
|
|
24,550 |
|
|
|
1,291,575 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,925,532 |
|
|
|
|
|
|
|
|
|
|
|
|
INDEPENDENT POWER PRODUCERS & ENERGY TRADERS 0.9% |
|
NRG Energy, Inc.* |
|
|
|
|
71,370 |
|
|
|
1,513,758 |
|
|
|
|
|
|
|
|
|
|
|
|
INDUSTRIAL CONGLOMERATES 0.9% |
|
Carlisle Cos., Inc. |
|
|
|
|
48,450 |
|
|
|
1,544,586 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 2.0% |
|
|
|
|
|
|
|
|
Brown & Brown, Inc. |
|
|
|
|
30,530 |
|
|
|
543,434 |
|
Unum Group |
|
|
|
|
74,320 |
|
|
|
1,557,747 |
|
SCSM WMC BLUE CHIP MID CAP FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
W.R. Berkley Corp. |
|
|
|
|
41,656 |
|
|
$ |
1,236,767 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,337,948 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 0.7% |
|
Netflix, Inc.* |
|
|
|
|
9,925 |
|
|
|
1,123,113 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 2.1% |
|
VeriSign, Inc. |
|
|
|
|
123,875 |
|
|
|
3,544,064 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 4.9% |
|
Gartner, Inc.* |
|
|
|
|
38,200 |
|
|
|
1,332,034 |
|
Genpact, Ltd.* |
|
BM |
|
|
223,700 |
|
|
|
3,219,043 |
|
Global Payments, Inc. |
|
|
|
|
27,840 |
|
|
|
1,124,458 |
|
The Western Union Co. |
|
|
|
|
157,790 |
|
|
|
2,412,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,088,144 |
|
|
|
|
|
|
|
|
|
|
|
|
LEISURE EQUIPMENT & PRODUCTS 1.3% |
|
Hasbro, Inc. |
|
|
|
|
65,130 |
|
|
|
2,123,889 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 2.5% |
|
Life Technologies Corp.* |
|
|
|
|
43,360 |
|
|
|
1,666,325 |
|
Waters Corp.* |
|
|
|
|
33,730 |
|
|
|
2,546,277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,212,602 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 2.3% |
|
IDEX Corp. |
|
|
|
|
42,200 |
|
|
|
1,314,952 |
|
PACCAR, Inc. |
|
|
|
|
74,545 |
|
|
|
2,521,112 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,836,064 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 1.5% |
|
DreamWorks Animation SKG, Inc., Class A* |
|
|
|
|
85,505 |
|
|
|
1,554,481 |
|
Liberty Global, Inc., Class A* |
|
|
|
|
23,910 |
|
|
|
865,064 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,419,545 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 1.8% |
|
Carpenter Technology Corp. |
|
|
|
|
37,895 |
|
|
|
1,701,107 |
|
Walter Energy, Inc. |
|
|
|
|
21,695 |
|
|
|
1,301,917 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,003,024 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTI-UTILITIES 1.4% |
|
Wisconsin Energy Corp. |
|
|
|
|
71,905 |
|
|
|
2,249,907 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL, GAS & CONSUMABLE FUELS 5.8% |
|
Alpha Natural Resources, Inc.* |
|
|
|
|
109,485 |
|
|
|
1,936,790 |
|
Cobalt International Energy, Inc.* |
|
|
|
|
115,700 |
|
|
|
892,047 |
|
Consol Energy, Inc. |
|
|
|
|
11,800 |
|
|
|
400,374 |
|
Denbury Resources, Inc.* |
|
|
|
|
101,850 |
|
|
|
1,171,275 |
|
Newfield Exploration Co.* |
|
|
|
|
34,885 |
|
|
|
1,384,586 |
|
Pioneer Natural Resources Co. |
|
|
|
|
36,050 |
|
|
|
2,371,008 |
|
Whiting Petroleum Corp.* |
|
|
|
|
40,080 |
|
|
|
1,406,006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,562,086 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 3.5% |
|
Mylan, Inc.* |
|
|
|
|
146,300 |
|
|
|
2,487,100 |
|
Watson Pharmaceuticals, Inc.* |
|
|
|
|
49,400 |
|
|
|
3,371,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,858,650 |
|
|
|
|
|
|
|
|
|
|
|
|
PROFESSIONAL SERVICES 2.8% |
|
Manpower, Inc. |
|
|
|
|
69,285 |
|
|
|
2,329,362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Robert Half International, Inc. |
|
|
|
|
107,025 |
|
|
$ |
2,271,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,600,432 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 0.8% |
|
Alexandria Real Estate Equities, Inc. |
|
|
|
|
21,075 |
|
|
|
1,293,794 |
|
|
|
|
|
|
|
|
|
|
|
|
ROAD & RAIL 2.2% |
|
JB Hunt Transport Services, Inc. |
|
|
|
|
55,340 |
|
|
|
1,998,881 |
|
Kansas City Southern* |
|
|
|
|
31,545 |
|
|
|
1,575,988 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,574,869 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 6.2% |
|
Altera Corp. |
|
|
|
|
32,450 |
|
|
|
1,023,149 |
|
Analog Devices, Inc. |
|
|
|
|
41,010 |
|
|
|
1,281,562 |
|
Maxim Integrated Products, Inc. |
|
|
|
|
97,955 |
|
|
|
2,285,290 |
|
NVIDIA Corp.* |
|
|
|
|
164,570 |
|
|
|
2,057,125 |
|
Skyworks Solutions, Inc.* |
|
|
|
|
126,950 |
|
|
|
2,277,483 |
|
Xilinx, Inc. |
|
|
|
|
46,465 |
|
|
|
1,275,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,199,609 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 3.8% |
|
Citrix Systems, Inc.* |
|
|
|
|
40,315 |
|
|
|
2,198,377 |
|
FactSet Research Systems, Inc. |
|
|
|
|
18,595 |
|
|
|
1,654,397 |
|
Rovi Corp.* |
|
|
|
|
55,160 |
|
|
|
2,370,777 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,223,551 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 2.4% |
|
Advanced Auto Parts, Inc. |
|
|
|
|
25,665 |
|
|
|
1,491,136 |
|
CarMax, Inc.* |
|
|
|
|
64,235 |
|
|
|
1,532,005 |
|
JOS A Bank Clothiers, Inc.* |
|
|
|
|
18,905 |
|
|
|
881,540 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,904,681 |
|
|
|
|
|
|
|
|
|
|
|
|
TRADING COMPANIES & DISTRIBUTORS 0.9% |
|
MSC Industrial Direct Co., Inc., Class A |
|
|
|
|
25,005 |
|
|
|
1,411,782 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 1.6% |
|
American Tower Corp., Class A* |
|
|
|
|
49,900 |
|
|
|
2,684,620 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $182,955,532) |
|
|
|
162,906,322 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 98.6% (Cost $182,955,532) |
|
|
|
162,906,322 |
|
Other assets less liabilities 1.4% |
|
|
|
2,375,803 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
$ |
165,282,125 |
|
|
|
|
|
|
|
|
|
|
|
|
ADR |
American Depositary Receipt |
* |
Non-income producing security.
|
SCSM WMC BLUE CHIP MID CAP FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
** |
Unless otherwise noted the issuer country code for all securities is United States.
|
SCSM WMC BLUE CHIP MID CAP FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM WMC LARGE CAP GROWTH FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 95.9% |
|
AEROSPACE & DEFENSE 2.2% |
|
Honeywell International, Inc. |
|
|
|
|
41,956 |
|
|
$ |
1,842,288 |
|
The Boeing Co. |
|
|
|
|
36,253 |
|
|
|
2,193,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,035,957 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 1.5% |
|
Amgen, Inc. |
|
|
|
|
49,034 |
|
|
|
2,694,418 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 0.4% |
|
The Sherwin-Williams Co. |
|
|
|
|
9,038 |
|
|
|
671,704 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMUNICATIONS EQUIPMENT 6.7% |
|
Cisco Systems, Inc. |
|
|
|
|
494,702 |
|
|
|
7,662,934 |
|
Emulex Corp.* |
|
|
|
|
127,839 |
|
|
|
818,170 |
|
F5 Networks, Inc.* |
|
|
|
|
5,049 |
|
|
|
358,732 |
|
QUALCOMM, Inc. |
|
|
|
|
53,091 |
|
|
|
2,581,815 |
|
Riverbed Technology, Inc.* |
|
|
|
|
40,144 |
|
|
|
801,274 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,222,925 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTERS & PERIPHERALS 12.8% |
|
Apple, Inc.* |
|
|
|
|
30,820 |
|
|
|
11,747,968 |
|
Dell, Inc.* |
|
|
|
|
144,562 |
|
|
|
2,045,552 |
|
EMC Corp.* |
|
|
|
|
266,636 |
|
|
|
5,596,690 |
|
NetApp, Inc.* |
|
|
|
|
53,909 |
|
|
|
1,829,671 |
|
QLogic Corp.* |
|
|
|
|
162,014 |
|
|
|
2,054,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,274,219 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER FINANCE 1.0% |
|
American Express Co. |
|
|
|
|
39,020 |
|
|
|
1,751,998 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED CONSUMER SERVICES 2.0% |
|
Apollo Group, Inc., Class A* |
|
|
|
|
44,654 |
|
|
|
1,768,745 |
|
ITT Educational Services, Inc.* |
|
|
|
|
31,136 |
|
|
|
1,792,811 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,561,556 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY EQUIPMENT & SERVICES 3.8% |
|
Baker Hughes, Inc. |
|
|
|
|
22,541 |
|
|
|
1,040,493 |
|
Cameron International Corp.* |
|
|
|
|
31,658 |
|
|
|
1,315,073 |
|
Core Laboratories NV |
|
NL |
|
|
14,717 |
|
|
|
1,322,028 |
|
Diamond Offshore Drilling, Inc. |
|
|
|
|
35,843 |
|
|
|
1,962,046 |
|
Oceaneering International, Inc. |
|
|
|
|
37,835 |
|
|
|
1,337,089 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,976,729 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE EQUIPMENT & SUPPLIES 2.3% |
|
Edwards Lifesciences Corp.* |
|
|
|
|
8,072 |
|
|
|
575,372 |
|
Hologic, Inc.* |
|
|
|
|
89,703 |
|
|
|
1,364,382 |
|
Intuitive Surgical, Inc.* |
|
|
|
|
6,113 |
|
|
|
2,226,844 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,166,598 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PROVIDERS & SERVICES 4.2% |
|
AmerisourceBergen Corp. |
|
|
|
|
33,834 |
|
|
|
1,260,993 |
|
Cardinal Health, Inc. |
|
|
|
|
37,563 |
|
|
|
1,573,139 |
|
Laboratory Corp. of America Holdings* |
|
|
|
|
15,123 |
|
|
|
1,195,473 |
|
UnitedHealth Group, Inc. |
|
|
|
|
78,302 |
|
|
|
3,611,288 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,640,893 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
HOTELS, RESTAURANTS & LEISURE 1.2% |
|
Ctrip.com International, Ltd. ADR* |
|
KY |
|
|
10,343 |
|
|
$ |
332,631 |
|
Starbucks Corp. |
|
|
|
|
48,247 |
|
|
|
1,799,131 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,131,762 |
|
|
|
|
|
|
|
|
|
|
|
|
INDUSTRIAL CONGLOMERATES 1.8% |
|
General Electric Co. |
|
|
|
|
153,534 |
|
|
|
2,339,858 |
|
Tyco International Ltd. |
|
CH |
|
|
22,682 |
|
|
|
924,292 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,264,150 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET & CATALOG RETAIL 2.0% |
|
Amazon.com, Inc.* |
|
|
|
|
8,490 |
|
|
|
1,835,792 |
|
Priceline.com, Inc.* |
|
|
|
|
4,156 |
|
|
|
1,867,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,703,748 |
|
|
|
|
|
|
|
|
|
|
|
|
INTERNET SOFTWARE & SERVICES 4.4% |
|
eBay, Inc.* |
|
|
|
|
92,617 |
|
|
|
2,731,275 |
|
Google, Inc., Class A* |
|
|
|
|
4,682 |
|
|
|
2,408,327 |
|
IAC/InterActiveCorp.* |
|
|
|
|
62,332 |
|
|
|
2,465,231 |
|
Sohu.com, Inc.* |
|
|
|
|
9,231 |
|
|
|
444,934 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,049,767 |
|
|
|
|
|
|
|
|
|
|
|
|
IT SERVICES 5.7% |
|
|
|
|
|
|
|
|
|
|
Cognizant Technology Solutions Corp., Class A* |
|
|
|
|
17,889 |
|
|
|
1,121,640 |
|
International Business Machines Corp. |
|
|
|
|
52,503 |
|
|
|
9,189,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,311,240 |
|
|
|
|
|
|
|
|
|
|
|
|
LIFE SCIENCES TOOLS & SERVICES 2.2% |
|
Bruker Corp.* |
|
|
|
|
59,555 |
|
|
|
805,779 |
|
Life Technologies Corp.* |
|
|
|
|
12,810 |
|
|
|
492,288 |
|
Waters Corp.* |
|
|
|
|
36,902 |
|
|
|
2,785,732 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,083,799 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 5.2% |
|
|
|
|
|
|
|
|
|
|
Caterpillar, Inc. |
|
|
|
|
43,929 |
|
|
|
3,243,717 |
|
Cummins, Inc. |
|
|
|
|
15,803 |
|
|
|
1,290,473 |
|
Dover Corp. |
|
|
|
|
22,929 |
|
|
|
1,068,492 |
|
Joy Global, Inc. |
|
|
|
|
23,893 |
|
|
|
1,490,445 |
|
Parker Hannifin Corp. |
|
|
|
|
36,201 |
|
|
|
2,285,369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,378,496 |
|
|
|
|
|
|
|
|
|
|
|
|
MEDIA 3.4% |
|
|
|
|
|
|
|
|
|
|
DIRECTV, Class A* |
|
|
|
|
31,965 |
|
|
|
1,350,521 |
|
News Corp., Class A |
|
|
|
|
110,611 |
|
|
|
1,711,152 |
|
Omnicom Group, Inc. |
|
|
|
|
62,202 |
|
|
|
2,291,522 |
|
Sirius XM Radio, Inc.* |
|
|
|
|
555,876 |
|
|
|
839,373 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,192,568 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 2.3% |
|
Cliffs Natural Resources, Inc. |
|
|
|
|
14,650 |
|
|
|
749,640 |
|
Freeport-McMoRan Copper & Gold, Inc. |
|
|
|
|
36,006 |
|
|
|
1,096,383 |
|
Rio Tinto PLC ADR |
|
GB |
|
|
19,432 |
|
|
|
856,562 |
|
Teck Resources, Ltd., Class B |
|
CA |
|
|
24,305 |
|
|
|
709,463 |
|
Walter Energy, Inc. |
|
|
|
|
13,277 |
|
|
|
796,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,208,801 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM WMC LARGE CAP GROWTH FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
OIL, GAS & CONSUMABLE FUELS 6.1% |
|
Anadarko Petroleum Corp. |
|
|
|
|
16,866 |
|
|
$ |
1,063,401 |
|
BP PLC ADR |
|
GB |
|
|
8,044 |
|
|
|
290,147 |
|
Canadian Natural Resources, Ltd. |
|
CA |
|
|
43,609 |
|
|
|
1,276,435 |
|
Exxon Mobil Corp. |
|
|
|
|
53,866 |
|
|
|
3,912,288 |
|
Occidental Petroleum Corp. |
|
|
|
|
29,859 |
|
|
|
2,134,919 |
|
SandRidge Energy, Inc.* |
|
|
|
|
55,133 |
|
|
|
306,540 |
|
Valero Energy Corp. |
|
|
|
|
121,367 |
|
|
|
2,157,905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,141,635 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 0.5% |
|
Abbott Laboratories |
|
|
|
|
18,620 |
|
|
|
952,227 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 5.9% |
|
Altera Corp. |
|
|
|
|
155,840 |
|
|
|
4,913,635 |
|
Analog Devices, Inc. |
|
|
|
|
63,705 |
|
|
|
1,990,781 |
|
Intersil Corp. |
|
|
|
|
158,612 |
|
|
|
1,632,118 |
|
Xilinx, Inc. |
|
|
|
|
81,737 |
|
|
|
2,242,863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,779,397 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 11.6% |
|
Adobe Systems, Inc.* |
|
|
|
|
47,745 |
|
|
|
1,153,997 |
|
Autodesk, Inc.* |
|
|
|
|
48,810 |
|
|
|
1,355,942 |
|
BMC Software, Inc.* |
|
|
|
|
39,615 |
|
|
|
1,527,554 |
|
Check Point Software Technologies Ltd.* |
|
IL |
|
|
32,106 |
|
|
|
1,693,913 |
|
Citrix Systems, Inc.* |
|
|
|
|
24,625 |
|
|
|
1,342,801 |
|
Microsoft Corp. |
|
|
|
|
278,687 |
|
|
|
6,936,520 |
|
Oracle Corp. |
|
|
|
|
211,330 |
|
|
|
6,073,624 |
|
Red Hat, Inc.* |
|
|
|
|
24,147 |
|
|
|
1,020,452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,104,803 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALTY RETAIL 3.2% |
|
Bed Bath & Beyond, Inc.* |
|
|
|
|
19,266 |
|
|
|
1,104,134 |
|
PetSmart, Inc. |
|
|
|
|
10,527 |
|
|
|
448,976 |
|
Ross Stores, Inc. |
|
|
|
|
21,814 |
|
|
|
1,716,544 |
|
The Buckle, Inc. |
|
|
|
|
25,360 |
|
|
|
975,346 |
|
TJX Cos., Inc. |
|
|
|
|
27,697 |
|
|
|
1,536,353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,781,353 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES, APPAREL & LUXURY GOODS 2.9% |
|
Coach, Inc. |
|
|
|
|
28,227 |
|
|
|
1,463,005 |
|
Deckers Outdoor Corp.* |
|
|
|
|
15,394 |
|
|
|
1,435,644 |
|
Fossil, Inc.* |
|
|
|
|
4,075 |
|
|
|
330,320 |
|
Lululemon Athletica, Inc.* |
|
|
|
|
14,175 |
|
|
|
689,614 |
|
Ralph Lauren Corp. |
|
|
|
|
10,565 |
|
|
|
1,370,281 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,288,864 |
|
|
|
|
|
|
|
|
|
|
|
|
WIRELESS TELECOMMUNICATION SERVICES 0.6% |
|
Vodafone Group PLC, ADR |
|
GB |
|
|
45,636 |
|
|
|
1,170,563 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $179,881,262) |
|
|
|
174,540,170 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 95.9% (Cost $179,881,262) |
|
|
|
174,540,170 |
|
Other assets less liabilities 4.1% |
|
|
|
7,502,746 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
182,042,916 |
|
|
|
|
|
|
|
|
|
|
|
|
ADR |
American Depositary Receipt
|
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States.
|
SCSM WMC LARGE CAP GROWTH FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Porfolios of Investments for additional information.
SUN CAPITAL GLOBAL REAL ESTATE FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
COMMON STOCKS 99.4% |
|
REAL ESTATE INVESTMENT TRUSTS 73.1% |
|
DIVERSIFIED 8.3% |
|
|
|
|
|
|
|
|
British Land Co. PLC |
|
GB |
|
|
230,350 |
|
|
$ |
1,696,727 |
|
Cousins Properties, Inc. |
|
|
|
|
250,289 |
|
|
|
1,464,191 |
|
Homburg Canada Real Estate Investment Trust |
|
CA |
|
|
50,240 |
|
|
|
589,226 |
|
Kenedix Realty Investment Corp. |
|
JP |
|
|
558 |
|
|
|
1,818,397 |
|
Land Securities Group PLC |
|
GB |
|
|
203,182 |
|
|
|
2,019,340 |
|
Stockland |
|
AU |
|
|
1,588,444 |
|
|
|
4,421,401 |
|
Vornado Realty Trust |
|
|
|
|
49,116 |
|
|
|
3,665,036 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,674,318 |
|
|
|
|
|
|
|
|
|
|
|
|
INDUSTRIAL 5.5% |
|
|
|
|
|
DuPont Fabros Technology, Inc. |
|
|
|
|
129,066 |
|
|
|
2,541,309 |
|
Goodman Group |
|
AU |
|
|
3,703,340 |
|
|
|
2,029,025 |
|
ProLogis, Inc. |
|
|
|
|
102,000 |
|
|
|
2,473,500 |
|
Segro PLC |
|
GB |
|
|
952,288 |
|
|
|
3,248,519 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,292,353 |
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE 1.2% |
|
|
|
|
|
Annaly Capital Management, Inc. |
|
|
|
|
66,280 |
|
|
|
1,102,236 |
|
Starwood Property Trust, Inc. |
|
|
|
|
71,141 |
|
|
|
1,220,780 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,323,016 |
|
|
|
|
|
|
|
|
|
|
|
|
OFFICE 12.5% |
|
|
|
|
|
|
|
|
|
|
Alexandria Real Estate Equities, Inc. |
|
|
|
|
22,888 |
|
|
|
1,405,094 |
|
BioMed Realty Trust, Inc. |
|
|
|
|
297,544 |
|
|
|
4,930,304 |
|
Boston Properties, Inc. |
|
|
|
|
39,671 |
|
|
|
3,534,686 |
|
Digital Realty Trust, Inc. |
|
|
|
|
71,784 |
|
|
|
3,959,605 |
|
Douglas Emmett, Inc. |
|
|
|
|
83,590 |
|
|
|
1,429,389 |
|
Duke Realty Corp. |
|
|
|
|
117,546 |
|
|
|
1,234,233 |
|
Mack-Cali Realty Corp. |
|
|
|
|
57,090 |
|
|
|
1,527,158 |
|
Nippon Building Fund, Inc. |
|
JP |
|
|
181 |
|
|
|
1,873,766 |
|
Parkway Properties, Inc. |
|
|
|
|
242,675 |
|
|
|
2,671,852 |
|
SL Green Realty Corp. |
|
|
|
|
18,001 |
|
|
|
1,046,758 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,612,845 |
|
|
|
|
|
|
|
|
|
|
|
|
RESIDENTIAL 8.4% |
|
|
|
|
|
Advance Residence Investment Corp. |
|
JP |
|
|
928 |
|
|
|
1,680,986 |
|
Associated Estates Realty Corp. |
|
|
|
|
35,073 |
|
|
|
542,229 |
|
Boardwalk Real Estate Investment Trust |
|
CA |
|
|
25,495 |
|
|
|
1,172,201 |
|
Equity Lifestyle Properties, Inc. |
|
|
|
|
59,203 |
|
|
|
3,712,028 |
|
Equity Residential |
|
|
|
|
26,329 |
|
|
|
1,365,685 |
|
Home Properties, Inc. |
|
|
|
|
64,323 |
|
|
|
3,650,973 |
|
Mid-America Apartment Communities, Inc. |
|
|
|
|
62,116 |
|
|
|
3,740,626 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,864,728 |
|
|
|
|
|
|
|
|
|
|
|
|
RETAIL 23.2% |
|
|
|
|
|
|
|
|
|
|
CFS Retail Property Trust |
|
AU |
|
|
1,944,803 |
|
|
|
3,263,524 |
|
Corio NV |
|
NL |
|
|
64,021 |
|
|
|
2,949,883 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Shares |
|
|
Value |
|
Federal Realty Investment Trust |
|
|
|
|
14,967 |
|
|
$ |
1,233,430 |
|
Kimco Realty Corp. |
|
|
|
|
108,270 |
|
|
|
1,627,298 |
|
Primaris Retail Real Estate Investment Trust |
|
CA |
|
|
27,410 |
|
|
|
536,220 |
|
Ramco-Gershenson Properties Trust |
|
|
|
|
177,847 |
|
|
|
1,458,345 |
|
Simon Property Group, Inc. |
|
|
|
|
88,367 |
|
|
|
9,718,603 |
|
Tanger Factory Outlet Centers, Inc. |
|
|
|
|
64,798 |
|
|
|
1,685,396 |
|
Taubman Centers, Inc. |
|
|
|
|
43,074 |
|
|
|
2,167,053 |
|
The Link REIT |
|
HK |
|
|
1,769,601 |
|
|
|
5,579,562 |
|
Unibail-Rodamco |
|
FR |
|
|
36,597 |
|
|
|
6,530,249 |
|
Westfield Group |
|
AU |
|
|
732,142 |
|
|
|
5,429,347 |
|
Westfield Retail Trust |
|
AU |
|
|
664,406 |
|
|
|
1,546,254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,725,164 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIALIZED 14.0% |
|
Big Yellow Group PLC |
|
GB |
|
|
981,308 |
|
|
|
3,639,453 |
|
Entertainment Properties Trust |
|
|
|
|
79,068 |
|
|
|
3,082,071 |
|
HCP, Inc. |
|
|
|
|
31,571 |
|
|
|
1,106,879 |
|
Host Hotels & Resorts, Inc. |
|
|
|
|
186,761 |
|
|
|
2,043,165 |
|
Medical Properties Trust, Inc. |
|
|
|
|
457,179 |
|
|
|
4,091,752 |
|
Plum Creek Timber Co., Inc. |
|
|
|
|
57,252 |
|
|
|
1,987,217 |
|
Public Storage |
|
|
|
|
40,655 |
|
|
|
4,526,934 |
|
Ventas, Inc. |
|
|
|
|
65,510 |
|
|
|
3,236,194 |
|
Weyerhaeuser Co. |
|
|
|
|
171,298 |
|
|
|
2,663,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,377,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
137,869,773 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE MANAGEMENT & DEVELOPMENT 26.3% |
|
DIVERSIFIED REAL ESTATE ACTIVITIES 18.3% |
|
Beni Stabili S.p.A |
|
IT |
|
|
2,129,255 |
|
|
|
1,121,073 |
|
Capitaland Ltd. |
|
SG |
|
|
1,929,367 |
|
|
|
3,599,825 |
|
Hang Lung Properties Ltd. |
|
HK |
|
|
806,944 |
|
|
|
2,426,572 |
|
Henderson Land Development Co., Ltd. |
|
HK |
|
|
460,015 |
|
|
|
2,068,192 |
|
Mitsubishi Estate Co. Ltd. |
|
JP |
|
|
323,069 |
|
|
|
5,240,374 |
|
Mitsui Fudosan Co., Ltd. |
|
JP |
|
|
373,075 |
|
|
|
5,893,536 |
|
New World Development, Ltd. |
|
HK |
|
|
1,071,602 |
|
|
|
1,025,999 |
|
Sun Hung Kai Properties Ltd. |
|
HK |
|
|
649,254 |
|
|
|
7,448,246 |
|
Tokyo Tatemono Co., Ltd. |
|
JP |
|
|
833,571 |
|
|
|
2,536,759 |
|
Wharf Holdings Ltd. |
|
HK |
|
|
637,893 |
|
|
|
3,155,246 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,515,822 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE OPERATING COMPANIES 8.0% |
|
Atrium European Real Estate Ltd. |
|
JE |
|
|
1,030,594 |
|
|
|
4,906,014 |
|
BR Malls Participacoes SA |
|
BR |
|
|
373,023 |
|
|
|
3,811,074 |
|
Capital & Counties Properties PLC |
|
GB |
|
|
370,284 |
|
|
|
967,468 |
|
Global Logistic Properties Ltd.* |
|
SG |
|
|
2,365,586 |
|
|
|
2,966,511 |
|
NTT Urban Development Corp. |
|
JP |
|
|
3,338 |
|
|
|
2,425,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,076,733 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
49,592,555 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $180,456,510) |
|
|
|
|
|
|
|
|
187,462,328 |
|
|
|
|
|
|
|
|
|
|
|
|
SUN CAPITAL GLOBAL REAL ESTATE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
SHORT TERM INVESTMENTS 2.3% |
|
COMMERCIAL PAPER(1) 2.1% |
|
Barclays U.S. Funding LLC 0.08%, 10/3/11 (Amortized cost $3,865,983) |
|
|
|
$ |
3,866 |
|
|
$ |
3,865,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
MUTUAL FUNDS 0.2% |
|
State Street Institutional Liquid Reserves Fund (Cost $399,468) |
|
|
|
|
399,468 |
|
|
|
399,468 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments (Cost $4,265,451) |
|
|
|
|
|
|
|
|
4,265,451 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 101.7% (Cost $184,721,961) |
|
|
|
191,727,779 |
|
Liabilities in excess of other assets (1.7)% |
|
|
|
|
|
|
|
|
(3,164,836 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
$ |
188,562,943 |
|
|
|
|
|
|
|
|
|
|
|
|
REIT |
Real Estate Investment Trust |
* |
Non-income producing security. |
** |
Unless otherwise noted the issuer country code for all securities is United States. |
(1) |
Interest rates represent annualized yield at date of purchase.
|
Distribution of investments by country of issuer, as a percentage of net assets, is as follows. Figures may
not total to 100% due to the exclusion of the Funds other assets and liabilities. (Unaudited)
|
|
|
|
|
United States |
|
|
48.8 |
% |
Hong Kong |
|
|
11.5 |
|
Japan |
|
|
11.4 |
|
Australia |
|
|
8.9 |
|
Great Britain |
|
|
6.1 |
|
Singapore |
|
|
3.5 |
|
France |
|
|
3.5 |
|
Jersey |
|
|
2.6 |
|
Brazil |
|
|
2.0 |
|
Other (individually less than 2%) |
|
|
3.4 |
|
SUN CAPITAL GLOBAL REAL ESTATE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(2) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level
1) |
|
|
Significant Other Observable Inputs
(Level 2) |
|
|
Significant Unobservable Inputs (Level
3) |
|
|
Total |
|
Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trusts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified |
|
$ |
5,718,453 |
|
|
$ |
9,955,865 |
|
|
$ |
|
|
|
$ |
15,674,318 |
|
Industrial |
|
|
5,014,809 |
|
|
|
5,277,544 |
|
|
|
|
|
|
|
10,292,353 |
|
Mortgage |
|
|
2,323,016 |
|
|
|
|
|
|
|
|
|
|
|
2,323,016 |
|
Office |
|
|
21,739,079 |
|
|
|
1,873,766 |
|
|
|
|
|
|
|
23,612,845 |
|
Residential |
|
|
14,183,742 |
|
|
|
1,680,986 |
|
|
|
|
|
|
|
15,864,728 |
|
Retail |
|
|
18,426,345 |
|
|
|
25,298,819 |
|
|
|
|
|
|
|
43,725,164 |
|
Specialized |
|
|
22,737,896 |
|
|
|
3,639,453 |
|
|
|
|
|
|
|
26,377,349 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Real Estate Investment Trusts |
|
|
90,143,340 |
|
|
|
47,726,433 |
|
|
|
|
|
|
|
137,869,773 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Management & Development |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Real Estate Activities |
|
|
|
|
|
|
34,515,822 |
|
|
|
|
|
|
|
34,515,822 |
|
Real Estate Operating Companies |
|
|
3,811,074 |
|
|
|
11,265,659 |
|
|
|
|
|
|
|
15,076,733 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Real Estate Management & Development |
|
|
3,811,074 |
|
|
|
45,781,481 |
|
|
|
|
|
|
|
49,592,555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks |
|
|
93,954,414 |
|
|
|
93,507,914 |
|
|
|
|
|
|
|
187,462,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Paper |
|
|
|
|
|
|
3,865,983 |
|
|
|
|
|
|
|
3,865,983 |
|
Mutual Funds |
|
|
399,468 |
|
|
|
|
|
|
|
|
|
|
|
399,468 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments |
|
|
399,468 |
|
|
|
3,865,983 |
|
|
|
|
|
|
|
4,265,451 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
$ |
94,353,882 |
|
|
$ |
97,373,897 |
|
|
$ |
|
|
|
$ |
191,727,779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
SCSM IBBOTSON TACTICAL OPPORTUNITIES FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
Value |
|
EXCHANGE TRADED FUNDS 100.0% |
|
iShares Barclays U.S. TIPS Bond Fund |
|
|
244,791 |
|
|
$ |
27,979,611 |
|
iShares Russell 1000 Growth Index Fund |
|
|
886,032 |
|
|
|
46,623,004 |
|
iShares Russell 2000 Growth Index Fund |
|
|
249,066 |
|
|
|
18,298,879 |
|
iShares Russell 2000 Index Fund |
|
|
382,103 |
|
|
|
24,550,118 |
|
iShares Russell MidCap Growth Index Fund |
|
|
1,463,872 |
|
|
|
72,666,606 |
|
iShares S&P 500 Index Fund |
|
|
700,836 |
|
|
|
79,678,045 |
|
iShares S&P MidCap 400 Index Fund |
|
|
859,261 |
|
|
|
67,013,765 |
|
Vanguard Europe Pacific ETF |
|
|
1,989,041 |
|
|
|
60,009,367 |
|
Vanguard REIT ETF |
|
|
1,011,450 |
|
|
|
51,452,461 |
|
Vanguard Small-Cap ETF |
|
|
247,416 |
|
|
|
15,183,920 |
|
Vanguard Total Bond Market ETF |
|
|
676,336 |
|
|
|
56,636,377 |
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Funds (Cost $588,766,252) |
|
|
|
|
|
|
520,092,153 |
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS 1.5% |
|
MUTUAL FUNDS 1.5% |
|
|
|
|
|
|
|
|
State Street Institutional Liquid Reserves Fund (Cost $7,961,100) |
|
|
7,961,100 |
|
|
|
7,961,100 |
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 101.5% (Cost $596,727,352) |
|
|
|
528,053,253 |
|
Liabilities in excess of other assets (1.5)% |
|
|
|
|
|
|
(7,999,832 |
) |
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
$ |
520,053,421 |
|
|
|
|
|
|
|
|
|
|
REIT |
Real Estate Investment Trust |
TIPS |
Treasury Inflation Protected Securities
|
SCSM IBBOTSON TACTICAL OPPORTUNITIES FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(1) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SUN CAPITAL INVESTMENT GRADE BOND FUND®
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
ASSET BACKED SECURITIES 0.1% |
|
Airplanes Pass Through Trust, Series D 10.88%, 3/15/19(1) |
|
|
|
$ |
494 |
|
|
$ |
|
** |
SLM Student Loan Trust, Series 2008-5, Class A2 1.35%, 10/25/16(2) |
|
|
|
|
117 |
|
|
|
117,821 |
|
SLM Student Loan Trust, Series 2008-5, Class A4 1.95%, 7/25/23(2) |
|
|
|
|
215 |
|
|
|
220,844 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $596,453) |
|
|
|
|
|
|
338,665 |
|
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE OBLIGATIONS 0.1% |
|
Federal National Mortgage Association, Series 2001-80, Class ZB 6.00%, 1/25/32 |
|
|
|
|
516 |
|
|
|
583,699 |
|
Federal National Mortgage Association, Series 2002-53, Class PD 6.00%, 1/25/32 |
|
|
|
|
42 |
|
|
|
42,870 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Collateralized Mortgage Obligations (Cost $519,810) |
|
|
|
|
|
|
|
|
626,569 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL MORTGAGE BACKED SECURITIES 6.3% |
|
Banc of America Mortgage Securities, Inc., Series 2003-H, Class 2A3 2.79%, 9/25/33(2) |
|
|
|
|
628 |
|
|
|
583,838 |
|
Bear Stearns Commercial Mortgage Securities, Series 2007-T26, Class A4 5.47%, 1/12/45(2) |
|
|
|
|
4,550 |
|
|
|
4,995,791 |
|
Bear Stearns Commercial Mortgage Securities, Series 2007-T28, Class A3 5.79%, 9/11/42 |
|
|
|
|
1,000 |
|
|
|
1,065,198 |
|
Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2005-C1, Class A3 5.40%, 7/15/44(2) |
|
|
|
|
750 |
|
|
|
770,699 |
|
Commercial Mortgage Asset Trust, Series 1999-C1, Class F 6.25%, 1/17/32(3) |
|
|
|
|
400 |
|
|
|
339,719 |
|
GMAC Commercial Mortgage Securities, Inc., Series 2003-C1, Class A2 4.08%, 5/10/36 |
|
|
|
|
800 |
|
|
|
822,425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP5 Mortgage Certificate, Class A3 5.40%,
12/15/44(2) |
|
|
|
$ |
550 |
|
|
$ |
581,101 |
|
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2006-LDP7 Mortgage Certificate, Class AM 6.07%,
4/15/45(2) |
|
|
|
|
500 |
|
|
|
480,606 |
|
LB-UBS Commercial Mortgage Trust, Series 2006-C1, Class A4 5.16%, 2/15/31 |
|
|
|
|
2,000 |
|
|
|
2,162,260 |
|
Morgan Stanley Capital I, Series 2003-IQ4,Class A2 4.07%, 5/15/40 |
|
|
|
|
4,043 |
|
|
|
4,151,947 |
|
Morgan Stanley Capital I, Series 2004-T15, Class B 5.56%, 6/13/41(2) |
|
|
|
|
1,500 |
|
|
|
1,524,167 |
|
Morgan Stanley Capital I, Series 2007-T27, Class A4 5.79%, 6/11/42(2) |
|
|
|
|
5,182 |
|
|
|
5,788,916 |
|
Morgan Stanley Capital I, Series 2011-C1, Class A3 4.70%, 9/15/47(3) |
|
|
|
|
5,000 |
|
|
|
5,214,375 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Mortgage Backed Securities (Cost $28,271,744) |
|
|
|
|
|
|
|
|
28,481,042 |
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE DEBT OBLIGATIONS 40.0% |
|
AEROSPACE & DEFENSE 0.7% |
|
L-3 Communications Corp. 6.38%, 10/15/15 |
|
|
|
|
3,000 |
|
|
|
3,063,750 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.7% |
|
AMR Corp., Series A 5.25%, 1/31/21 |
|
|
|
|
3,495 |
|
|
|
3,180,291 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOTIVE 1.6% |
|
Ford Motor Credit Co. LLC 5.63%, 9/15/15 |
|
|
|
|
3,000 |
|
|
|
3,017,745 |
|
Hyundai Capital Services, Inc. 4.38%, 7/27/16(3) |
|
KR |
|
|
4,000 |
|
|
|
4,047,728 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,065,473 |
|
|
|
|
|
|
|
|
|
|
|
|
BANKS 7.0% |
|
Ally Financial, Inc. 4.50%, 2/11/14 |
|
|
|
|
5,000 |
|
|
|
4,575,000 |
|
Commonwealth Bank of Australia 3.75%, 10/15/14(3) |
|
AU |
|
|
5,000 |
|
|
|
5,193,290 |
|
Countrywide Financial Corp. 6.25%, 5/15/16 |
|
|
|
|
325 |
|
|
|
286,823 |
|
SUN CAPITAL INVESTMENT GRADE BOND FUND®
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Huntington Capital 6.65%, 5/15/37(2) |
|
|
|
$ |
300 |
|
|
$ |
279,000 |
|
ING Bank NV |
|
|
|
|
|
|
|
|
|
|
2.00%, 10/18/13(3) |
|
NL |
|
|
5,000 |
|
|
|
4,872,600 |
|
2.38%, 6/9/14(3) |
|
NL |
|
|
5,000 |
|
|
|
4,848,825 |
|
Lloyds Banking Group PLC 5.92%, 10/1/15(1)(3) |
|
GB |
|
|
500 |
|
|
|
220,000 |
|
Lloyds TSB Bank PLC 6.50%, 9/14/20(3) |
|
GB |
|
|
4,050 |
|
|
|
3,441,593 |
|
Merrill Lynch & Co., Inc. |
|
|
|
|
|
|
|
|
|
|
5.70%, 5/2/17 |
|
|
|
|
400 |
|
|
|
356,788 |
|
6.05%, 5/16/16 |
|
|
|
|
3,500 |
|
|
|
3,149,772 |
|
Nordea Bank AB 4.88%, 5/13/21(3) |
|
SE |
|
|
3,500 |
|
|
|
2,990,750 |
|
Royal Bank of Scotland PLC 1.11%, 9/29/15(2) |
|
GB |
|
|
2,500 |
|
|
|
1,833,507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,047,948 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING MATERIALS 0.1% |
|
C10 Capital SPV., Ltd. 6.72%, 12/31/16(2)(3) |
|
VG |
|
|
650 |
|
|
|
292,500 |
|
|
|
|
|
|
|
|
|
|
|
|
CABLE 1.3% |
|
DIRECTV Holdings LLC 7.63%, 5/15/16 |
|
|
|
|
5,000 |
|
|
|
5,375,000 |
|
Time Warner Entertainment Co. 10.15%, 5/1/12 |
|
|
|
|
500 |
|
|
|
525,364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,900,364 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER PRODUCTS 0.7% |
|
Jarden Corp. 6.13%, 11/15/22 |
|
|
|
|
3,200 |
|
|
|
3,128,000 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 3.7% |
|
Allegheny Energy Supply Co. LLC 8.25%, 4/15/12(3) |
|
|
|
|
750 |
|
|
|
776,289 |
|
Ameren Corp. 8.88%, 5/15/14 |
|
|
|
|
4,000 |
|
|
|
4,524,524 |
|
CMS Energy Corp. 5.05%, 2/15/18 |
|
|
|
|
5,000 |
|
|
|
4,939,275 |
|
PPL WEM Holdings PLC 5.38%, 5/1/21(3) |
|
GB |
|
|
4,000 |
|
|
|
4,260,648 |
|
Toledo Edison Co. 7.25%, 5/1/20 |
|
|
|
|
1,850 |
|
|
|
2,339,810 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,840,546 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONIC EQUIPMENT & INSTRUMENTS 1.4% |
|
Arrow Electronics, Inc. 5.13%, 3/1/21 |
|
|
|
|
3,500 |
|
|
|
3,504,228 |
|
Jabil Circuit, Inc. 5.63%, 12/15/20 |
|
|
|
|
3,000 |
|
|
|
2,925,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,429,228 |
|
|
|
|
|
|
|
|
|
|
|
|
FINANCIALS 3.3% |
|
|
|
|
|
Caisse centrale Desjardins du Quebec 1.70%, 9/16/13(3) |
|
CA |
|
|
5,000 |
|
|
|
5,028,315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Discover Financial Services 6.45%, 6/12/17 |
|
|
|
$ |
4,150 |
|
|
$ |
4,319,747 |
|
International Lease Finance Corp. 5.75%, 5/15/16 |
|
|
|
|
4,000 |
|
|
|
3,555,256 |
|
Lazard Group LLC 6.85%, 6/15/17 |
|
|
|
|
2,100 |
|
|
|
2,312,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,215,626 |
|
|
|
|
|
|
|
|
|
|
|
|
GAMING 0.0%+ |
|
Mashantucket Western Pequot Tribe 8.50%, 11/15/15(1)(3) |
|
|
|
|
1,000 |
|
|
|
53,750 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS & PIPELINE UTILITIES 0.9% |
|
Enterprise Products Operating LP 7.03%, 1/15/68(2) |
|
|
|
|
3,000 |
|
|
|
3,041,250 |
|
Southern Union Co. 7.20%, 11/1/66(2) |
|
|
|
|
380 |
|
|
|
321,100 |
|
TransCanada PipeLines Ltd. 6.35%, 5/15/67(2) |
|
CA |
|
|
600 |
|
|
|
597,423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,959,773 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 0.9% |
|
Wyndham Worldwide Corp. 5.75%, 2/1/18 |
|
|
|
|
4,000 |
|
|
|
4,084,956 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 3.1% |
|
|
|
|
|
Assured Guaranty US Holdings, Inc. 6.40%, 12/15/66(2) |
|
|
|
|
600 |
|
|
|
423,750 |
|
Humana, Inc. 6.45%, 6/1/16 |
|
|
|
|
500 |
|
|
|
565,860 |
|
Kemper Corp. 6.00%, 11/30/15 |
|
|
|
|
4,000 |
|
|
|
4,201,824 |
|
Liberty Mutual Group, Inc. |
|
|
|
|
|
|
|
|
|
|
6.50%, 3/15/35(3) |
|
|
|
|
3,000 |
|
|
|
2,895,084 |
|
7.80%, 3/15/37(3) |
|
|
|
|
750 |
|
|
|
656,250 |
|
Metropolitan Life Global Funding I 3.13%, 1/11/16(3) |
|
|
|
|
5,000 |
|
|
|
5,154,685 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,897,453 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 0.2% |
|
Case New Holland, Inc. 7.75%, 9/1/13 |
|
|
|
|
1,000 |
|
|
|
1,042,500 |
|
|
|
|
|
|
|
|
|
|
|
|
MANUFACTURING DIVERSIFIED 1.4% |
|
Bombardier, Inc. 7.75%, 3/15/20(3) |
|
CA |
|
|
3,500 |
|
|
|
3,727,500 |
|
Textron, Inc. 7.25%, 10/1/19 |
|
|
|
|
2,500 |
|
|
|
2,800,680 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,528,180 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 2.3% |
|
ArcelorMittal 5.50%, 3/1/21 |
|
LU |
|
|
3,000 |
|
|
|
2,688,150 |
|
Teck Resources, Ltd. |
|
|
|
|
|
|
|
|
|
|
6.25%, 7/15/41 |
|
CA |
|
|
3,000 |
|
|
|
3,146,043 |
|
10.75%, 5/15/19 |
|
CA |
|
|
2,500 |
|
|
|
3,106,250 |
|
SUN CAPITAL INVESTMENT GRADE BOND FUND®
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
United States Steel Corp. 6.65%, 6/1/37 |
|
|
|
$ |
1,880 |
|
|
$ |
1,447,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,388,043 |
|
MULTIMEDIA 0.9% |
|
|
|
|
|
|
|
|
News America, Inc. 4.50%, 2/15/21 |
|
|
|
|
4,000 |
|
|
|
4,018,632 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL & GAS - EXPLORATION & PRODUCTION 0.9% |
|
Petrobras International Finance Co. 5.38%, 1/27/21 |
|
KY |
|
|
4,000 |
|
|
|
4,044,000 |
|
|
|
|
|
|
|
|
|
|
|
|
PIPELINES 1.1% |
|
|
|
|
|
|
|
|
|
|
Kinder Morgan Finance Co., LLC 6.00%, 1/15/18(3) |
|
|
|
|
5,000 |
|
|
|
4,950,000 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 4.3% |
|
Dexus Property Group 7.13%, 10/15/14(3) |
|
AU |
|
|
4,400 |
|
|
|
4,892,122 |
|
Digital Realty Trust LP 5.25%, 3/15/21 |
|
|
|
|
5,000 |
|
|
|
4,949,275 |
|
Goodman Funding Property Ltd. 6.38%, 4/15/21(3) |
|
AU |
|
|
4,000 |
|
|
|
4,113,976 |
|
National Retail Properties, Inc. 6.25%, 6/15/14 |
|
|
|
|
550 |
|
|
|
591,206 |
|
Reckson Operating Partnership LP 7.75%, 3/15/20 |
|
|
|
|
4,000 |
|
|
|
4,521,060 |
|
Simon Property Group LP 5.75%, 5/1/12 |
|
|
|
|
550 |
|
|
|
557,378 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,625,017 |
|
|
|
|
|
|
|
|
|
|
|
|
RETAIL 1.5% |
|
|
|
|
|
|
|
|
|
|
Controladora Comercial Mexicana S.A. de C.V., Series AI 7.00%, 6/30/18 |
|
MX |
|
|
371 |
|
|
|
352,492 |
|
QVC, Inc. 7.13%, 4/15/17(3) |
|
|
|
|
2,500 |
|
|
|
2,612,500 |
|
Wal-Mart Stores, Inc. 6.50%, 8/15/37 |
|
|
|
|
3,000 |
|
|
|
3,978,300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,943,292 |
|
|
|
|
|
|
|
|
|
|
|
|
TELECOMMUNICATIONS 2.0% |
|
American Tower Corp. 5.05%, 9/1/20 |
|
|
|
|
4,000 |
|
|
|
3,991,864 |
|
Frontier Communications Corp. 8.25%, 4/15/17 |
|
|
|
|
2,500 |
|
|
|
2,425,000 |
|
Nextel Communications, Inc. Series C 5.95%, 3/15/14 |
|
|
|
|
3,000 |
|
|
|
2,812,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,229,364 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Debt Obligations (Cost $184,653,025) |
|
|
|
|
|
|
|
|
181,928,686 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
RESIDENTIAL NON-AGENCY MORTGAGE BACKED SECURITIES 1.3% |
|
JP Morgan Mortgage Trust, Series 2003-A1, Class 1A1 2.03%, 10/25/33(2) |
|
|
|
$ |
798 |
|
|
$ |
765,098 |
|
JP Morgan Mortgage Trust, Series 2005-A3, Class 7CA1 2.66%, 6/25/35(2) |
|
|
|
|
33 |
|
|
|
25,980 |
|
JP Morgan Mortgage Trust, Series 2005-A5, Class TA1 5.43%, 8/25/35(2) |
|
|
|
|
471 |
|
|
|
437,015 |
|
Master Adjustable Rate Mortgage Trust, Series 2006-2, Class 3A1 2.80%, 1/25/36(2) |
|
|
|
|
145 |
|
|
|
110,766 |
|
MLCC Mortgage Investors, Inc., Series 2006-2, Class 2A 2.17%, 5/25/36(2) |
|
|
|
|
1,668 |
|
|
|
1,387,959 |
|
Residential Accredited Loans, Inc., Series 2005-QA7, Class A22 3.08%, 7/25/35(2) |
|
|
|
|
741 |
|
|
|
551,169 |
|
Wamu Mortgage Pass Through Certificates, Series 2003-AR10, Class A7 2.53%, 10/25/33(2) |
|
|
|
|
334 |
|
|
|
315,145 |
|
Wamu Mortgage Pass Through Certificates, Series 2004-AR14, Class A1 2.58%, 1/25/35(2) |
|
|
|
|
1,068 |
|
|
|
982,069 |
|
Wamu Mortgage Pass Through Certificates, Series AR18, Class 3A2 5.49%, 1/25/36(2) |
|
|
|
|
182 |
|
|
|
65,341 |
|
Wells Fargo Mortgage Backed Securities Trust, Series 2004-AA, Class A1 4.93%, 12/25/34(2) |
|
|
|
|
538 |
|
|
|
488,528 |
|
Wells Fargo Mortgage Backed Securities Trust, Series 2004-K, Class 1A2 2.76%, 7/25/34(2) |
|
|
|
|
777 |
|
|
|
775,400 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Residential Non-Agency Mortgage Backed Securities (Cost $6,072,822) |
|
|
|
5,904,470 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT GUARANTEED NOTES 0.5% |
|
FDIC Structured Sale Guaranteed Notes, Series 2010-S1, Class 1A 0.79%, 2/25/48(2)(3) (Cost $2,216,691) |
|
|
|
|
2,216 |
|
|
|
2,219,281 |
|
|
|
|
|
|
|
|
|
|
|
|
SUN CAPITAL INVESTMENT GRADE BOND FUND®
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS 33.0% |
|
Federal Home Loan Mortgage Corp. |
|
2.35%, 8/1/32(2) |
|
|
|
$ |
34 |
|
|
$ |
34,108 |
|
4.50%, 3/1/23 |
|
|
|
|
2,813 |
|
|
|
2,990,713 |
|
4.50%, TBA(4) |
|
|
|
|
7,000 |
|
|
|
7,403,593 |
|
5.00%, 9/1/19 |
|
|
|
|
113 |
|
|
|
122,139 |
|
5.00%, 11/1/19 |
|
|
|
|
214 |
|
|
|
230,800 |
|
5.00%, 7/1/35 |
|
|
|
|
18,842 |
|
|
|
20,311,314 |
|
5.00%, TBA(4) |
|
|
|
|
13,900 |
|
|
|
14,903,406 |
|
5.50%, 10/1/17 |
|
|
|
|
58 |
|
|
|
62,188 |
|
5.50%, 11/1/17 |
|
|
|
|
117 |
|
|
|
126,205 |
|
5.50%, 6/1/33 |
|
|
|
|
116 |
|
|
|
126,225 |
|
5.50%, 9/1/37 |
|
|
|
|
460 |
|
|
|
499,232 |
|
5.50%, 5/1/38 |
|
|
|
|
85 |
|
|
|
92,173 |
|
5.50%, 2/1/39 |
|
|
|
|
119 |
|
|
|
128,810 |
|
6.00%, 1/1/17 |
|
|
|
|
41 |
|
|
|
44,965 |
|
6.00%, 2/1/29 |
|
|
|
|
8 |
|
|
|
8,449 |
|
6.00%, 8/1/37 |
|
|
|
|
307 |
|
|
|
337,429 |
|
6.50%, 10/1/16 |
|
|
|
|
28 |
|
|
|
31,168 |
|
6.50%, 11/1/16 |
|
|
|
|
3 |
|
|
|
3,013 |
|
6.50%, 9/1/34 |
|
|
|
|
191 |
|
|
|
214,720 |
|
7.00%, 11/1/29 |
|
|
|
|
14 |
|
|
|
16,542 |
|
7.00%, 1/1/31 |
|
|
|
|
4 |
|
|
|
4,906 |
|
7.00%, 4/1/31 |
|
|
|
|
3 |
|
|
|
3,978 |
|
7.50%, 3/1/30 |
|
|
|
|
2 |
|
|
|
2,711 |
|
7.50%, 12/1/30 |
|
|
|
|
16 |
|
|
|
18,410 |
|
Federal National Mortgage Association |
|
0.80%, 3/12/15 |
|
|
|
|
3,300 |
|
|
|
3,297,314 |
|
4.50%, 6/1/19 |
|
|
|
|
492 |
|
|
|
527,025 |
|
4.50%, 5/1/39 |
|
|
|
|
6,188 |
|
|
|
6,667,797 |
|
4.50%, TBA(4) |
|
|
|
|
12,200 |
|
|
|
12,979,656 |
|
5.00%, 6/1/18 |
|
|
|
|
152 |
|
|
|
164,764 |
|
5.00%, 7/1/20 |
|
|
|
|
331 |
|
|
|
358,715 |
|
5.00%, 10/1/20 |
|
|
|
|
162 |
|
|
|
174,942 |
|
5.00%, 12/1/20 |
|
|
|
|
79 |
|
|
|
85,434 |
|
5.00%, 10/1/35 |
|
|
|
|
21 |
|
|
|
22,658 |
|
5.00%, 3/1/36 |
|
|
|
|
13,199 |
|
|
|
14,250,937 |
|
5.00%, 5/1/36 |
|
|
|
|
1,043 |
|
|
|
1,112,851 |
|
5.00%, 7/1/36 |
|
|
|
|
246 |
|
|
|
265,818 |
|
5.00%, 5/1/39 |
|
|
|
|
6,865 |
|
|
|
7,417,091 |
|
5.00%, 9/1/39 |
|
|
|
|
9,209 |
|
|
|
9,916,873 |
|
5.00%, TBA(4) |
|
|
|
|
8,000 |
|
|
|
8,605,000 |
|
5.50%, 3/1/22 |
|
|
|
|
122 |
|
|
|
132,598 |
|
5.50%, 12/1/32 |
|
|
|
|
342 |
|
|
|
373,804 |
|
5.50%, 5/1/33(4) |
|
|
|
|
22,540 |
|
|
|
24,637,094 |
|
5.50%, 6/1/35 |
|
|
|
|
548 |
|
|
|
597,936 |
|
5.50%, 8/1/35 |
|
|
|
|
328 |
|
|
|
357,796 |
|
5.50%, 6/1/37 |
|
|
|
|
808 |
|
|
|
879,462 |
|
5.50%, 11/1/38 |
|
|
|
|
4,254 |
|
|
|
4,628,386 |
|
6.00%, 12/1/13 |
|
|
|
|
1 |
|
|
|
1,298 |
|
6.00%, 11/1/16 |
|
|
|
|
9 |
|
|
|
9,494 |
|
6.00%, 12/1/36 |
|
|
|
|
313 |
|
|
|
344,804 |
|
6.00%, 11/1/37 |
|
|
|
|
214 |
|
|
|
235,021 |
|
6.00%, 10/1/38 |
|
|
|
|
146 |
|
|
|
160,784 |
|
6.00%, TBA(4) |
|
|
|
|
300 |
|
|
|
329,062 |
|
8.00%, 8/1/30 |
|
|
|
|
3 |
|
|
|
3,074 |
|
Government National Mortgage Association |
|
5.50%, 12/15/38 |
|
|
|
|
3,085 |
|
|
|
3,412,023 |
|
6.00%, 8/15/16 |
|
|
|
|
19 |
|
|
|
20,691 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
6.50%, 9/15/31 |
|
|
|
$ |
34 |
|
|
$ |
39,112 |
|
6.50%, 3/15/32 |
|
|
|
|
33 |
|
|
|
38,153 |
|
6.50%, 9/15/32 |
|
|
|
|
65 |
|
|
|
74,906 |
|
6.50%, 10/15/32 |
|
|
|
|
116 |
|
|
|
133,881 |
|
7.00%, 12/15/14 |
|
|
|
|
11 |
|
|
|
11,877 |
|
7.00%, 2/15/28 |
|
|
|
|
11 |
|
|
|
12,611 |
|
7.50%, 3/15/30 |
|
|
|
|
3 |
|
|
|
2,928 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligations (Cost $146,894,945) |
|
|
|
150,000,867 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 15.7% |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
|
|
4.25%, 11/15/40 |
|
|
|
|
1,000 |
|
|
|
1,264,531 |
|
4.38%, 2/15/38 |
|
|
|
|
2,250 |
|
|
|
2,874,375 |
|
4.38%, 5/15/41 |
|
|
|
|
2,870 |
|
|
|
3,707,696 |
|
4.75%, 2/15/41 |
|
|
|
|
4,850 |
|
|
|
6,627,069 |
|
5.38%, 2/15/31 |
|
|
|
|
2,630 |
|
|
|
3,699,671 |
|
U.S. Treasury Inflation Indexed Bonds |
|
0.50%, 4/15/15 |
|
|
|
|
6,255 |
|
|
|
6,508,434 |
|
1.88%, 7/15/15 |
|
|
|
|
1,161 |
|
|
|
1,275,700 |
|
2.00%, 1/15/14 |
|
|
|
|
6,419 |
|
|
|
6,814,129 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
|
|
1.00%, 8/31/16 |
|
|
|
|
4,960 |
|
|
|
4,972,400 |
|
1.50%, 6/30/16 |
|
|
|
|
3,200 |
|
|
|
3,288,256 |
|
2.13%, 8/15/21 |
|
|
|
|
6,000 |
|
|
|
6,105,960 |
|
2.38%, 3/31/16 |
|
|
|
|
5,000 |
|
|
|
5,340,235 |
|
2.38%, 5/31/18 |
|
|
|
|
7,472 |
|
|
|
7,953,358 |
|
3.50%, 5/15/20 |
|
|
|
|
4,480 |
|
|
|
5,130,630 |
|
4.25%, 11/15/14 |
|
|
|
|
5,000 |
|
|
|
5,584,765 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $66,925,964) |
|
|
|
71,147,209 |
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS 17.1% |
|
COMMERCIAL PAPER(5) 13.1% |
|
Barclays U.S. Funding LLC 0.08%, 10/11/11 |
|
|
|
|
2,500 |
|
|
|
2,499,944 |
|
BHP Billiton Finance USA Ltd. 0.10%, 10/7/11(3) |
|
AU |
|
|
5,000 |
|
|
|
4,999,917 |
|
Chevron Corp. 0.06%, 10/3/11 |
|
|
|
|
4,000 |
|
|
|
3,999,987 |
|
Cisco Systems, Inc 0.08%, 10/11/11(3) |
|
|
|
|
5,000 |
|
|
|
4,999,889 |
|
Citigroup Funding, Inc. 0.22%, 10/3/11 |
|
|
|
|
3,000 |
|
|
|
2,999,963 |
|
Coca-Cola Co. 0.09%, 11/14/11(3) |
|
|
|
|
500 |
|
|
|
499,945 |
|
E.I. du Pont de Nemours & Co. 0.11%, 11/7/11(3) |
|
|
|
|
2,500 |
|
|
|
2,499,717 |
|
FCAR Owner Trust 0.18%, 10/4/11 |
|
|
|
|
1,760 |
|
|
|
1,759,974 |
|
Hewlett-Packard Co. 0.13%, 10/3/11(3) |
|
|
|
|
5,000 |
|
|
|
4,999,964 |
|
HSBC Finance Corp. 0.30%, 10/25/11 |
|
|
|
|
2,000 |
|
|
|
1,999,600 |
|
International Business Machines Corp. 0.05%, 10/19/11(3) |
|
|
|
|
3,250 |
|
|
|
3,249,919 |
|
SUN CAPITAL INVESTMENT GRADE BOND FUND®
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Nestle Capital Corp. 0.11%, 11/4/11(3) |
|
|
|
$ |
875 |
|
|
$ |
874,909 |
|
Nestle Finance International Ltd. 0.13%, 11/21/11 |
|
LU |
|
|
3,000 |
|
|
|
2,999,448 |
|
PepsiCo, Inc. 0.08%, 12/5/11(3) |
|
|
|
|
1,000 |
|
|
|
999,791 |
|
Philip Morris International, Inc. |
|
|
|
|
|
|
|
|
|
|
0.05%, 10/4/11(3) |
|
|
|
|
2,000 |
|
|
|
1,999,992 |
|
0.08%, 10/3/11(3) |
|
|
|
|
2,000 |
|
|
|
1,999,991 |
|
The Procter & Gamble Co. 0.10%, 10/14/11(3) |
|
|
|
|
2,600 |
|
|
|
2,599,906 |
|
Thunder Bay Funding LLC 0.20%, 11/21/11(3) |
|
|
|
|
5,000 |
|
|
|
4,998,583 |
|
Toyota Motor Credit Corp. 0.13%, 10/18/11 |
|
|
|
|
5,000 |
|
|
|
4,999,693 |
|
Wal-Mart Stores, Inc. 0.07%, 10/25/11(3) |
|
|
|
|
3,400 |
|
|
|
3,399,841 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Paper (Cost $59,381,038) |
|
|
|
|
|
|
|
|
59,380,973 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS(5) 0.4% |
|
Province of Quebec 0.10%, 11/28/11(3) (Amortized cost $1,999,678) |
|
CA |
|
|
2,000 |
|
|
|
1,999,678 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT SPONSORED COMMERCIAL PAPER(5) 1.3% |
|
European Investment Bank SNAT 0.13%, 10/12/11 |
|
|
|
|
2,000 |
|
|
|
1,999,921 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
0.11%, 10/13/11(3) |
|
DE |
|
|
1,325 |
|
|
|
1,324,951 |
|
0.17%, 10/17/11(3) |
|
DE |
|
|
2,500 |
|
|
|
2,499,811 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Government Sponsored Commercial Paper (Amortized cost $5,824,683) |
|
|
|
|
|
|
|
|
5,824,683 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
MUTUAL FUNDS 2.3% |
|
|
|
|
|
Federated Prime Obligation Fund |
|
|
|
|
5,107,196 |
|
|
|
5,107,196 |
|
State Street Institutional Liquid Reserves Fund |
|
|
|
|
5,619,453 |
|
|
|
5,619,453 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Mutual Funds (Cost $10,726,649) |
|
|
|
|
|
|
|
|
10,726,649 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments (Cost $77,932,048) |
|
|
|
|
|
|
|
|
77,931,983 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 114.1% (Cost $514,083,502) |
|
|
|
518,578,772 |
|
Liabilities in excess of other assets (14.1)% |
|
|
|
|
|
|
|
|
(64,270,340 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
$ |
454,308,432 |
|
|
|
|
|
|
|
|
|
|
|
|
FDIC |
Federal Deposit Insurance Corporation |
TBA |
To Be Announced. Securities are purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal and
maturity date will be determined upon settlement when the specific mortgage pools are assigned. At the period end, total market value of the TBA securities amounts to $44,220,717 which represents approximately 9.7% of net assets.
|
VG |
British Virgin Islands |
+ |
Amount is less than 0.05%. |
* |
Unless otherwise noted the issuer country code for all securities is United States. |
** |
Security is fair valued by management. |
(1) |
Security is in default and is non-income producing. |
(2) |
Variable rate security. The interest rate shown reflects the rate in effect at the period end. |
(3) |
Eligible for resale under rule 144A or exempt from registration under Section 4(2) of the Securities Act of 1933. These securities may be resold in transactions
exempt from registration. At the period end, the value of these securities amounted to $116,748,561, representing 25.7% of net assets. |
(4) |
Security (or a portion thereof) has been purchased on a delayed delivery or when-issued basis. |
(5) |
Interest rates represent annualized yield at date of purchase.
|
SUN CAPITAL INVESTMENT GRADE BOND FUND®
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(6) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets
and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs
(Level 2) |
|
|
Significant Unobservable Inputs (Level 3) |
|
|
Total |
|
Asset Backed Securities |
|
$ |
|
|
|
$ |
338,665 |
|
|
$ |
|
* |
|
$ |
338,665 |
|
Collateralized Mortgage Obligations |
|
|
|
|
|
|
626,569 |
|
|
|
|
|
|
|
626,569 |
|
Commercial Mortgage Backed Securities |
|
|
|
|
|
|
28,481,042 |
|
|
|
|
|
|
|
28,481,042 |
|
Corporate Debt Obligations (a) |
|
|
|
|
|
|
181,928,686 |
|
|
|
|
|
|
|
181,928,686 |
|
Residential Non-Agency Mortgage Backed Securities |
|
|
|
|
|
|
5,904,470 |
|
|
|
|
|
|
|
5,904,470 |
|
U.S. Government Guaranteed Notes |
|
|
|
|
|
|
2,219,281 |
|
|
|
|
|
|
|
2,219,281 |
|
U.S. Government Agency Obligations |
|
|
|
|
|
|
150,000,867 |
|
|
|
|
|
|
|
150,000,867 |
|
U.S. Treasury Obligations |
|
|
71,147,209 |
|
|
|
|
|
|
|
|
|
|
|
71,147,209 |
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Paper |
|
|
|
|
|
|
59,380,973 |
|
|
|
|
|
|
|
59,380,973 |
|
Foreign Government Obligations |
|
|
|
|
|
|
1,999,678 |
|
|
|
|
|
|
|
1,999,678 |
|
Foreign Government Sponsored Commercial Paper |
|
|
|
|
|
|
5,824,683 |
|
|
|
|
|
|
|
5,824,683 |
|
Mutual Funds |
|
|
10,726,649 |
|
|
|
|
|
|
|
|
|
|
|
10,726,649 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments |
|
|
10,726,649 |
|
|
|
67,205,334 |
|
|
|
|
|
|
|
77,931,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
$ |
81,873,858 |
|
|
$ |
436,704,914 |
|
|
$ |
|
* |
|
$ |
518,578,772 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
* |
The only investment held by the Fund whose fair value was determined using Level 3 inputs had a value of $0 and $0 at December 31, 2010, and September 30,
2011. |
(a) |
See Portfolio of Investments for additional detailed categorizations. |
SUN CAPITAL MONEY MARKET FUND®
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
COMMERCIAL PAPER(1) 61.3% |
|
Bank of Montreal 0.10%, 10/6/11 |
|
CA |
|
$ |
2,500 |
|
|
$ |
2,499,965 |
|
Barclays U.S. Funding LLC |
|
|
|
|
|
|
|
|
|
|
0.14%, 10/24/11 |
|
|
|
|
1,000 |
|
|
|
999,911 |
|
0.15%, 10/4/11 |
|
|
|
|
2,000 |
|
|
|
1,999,975 |
|
0.21%, 10/26/11 |
|
|
|
|
1,000 |
|
|
|
999,854 |
|
0.28%, 11/14/11 |
|
|
|
|
1,000 |
|
|
|
999,658 |
|
BHP Billiton Finance USA Ltd. |
|
|
|
|
|
|
|
|
|
|
0.12%, 10/3/11(2) |
|
AU |
|
|
2,000 |
|
|
|
1,999,987 |
|
0.13%, 11/15/11(2) |
|
AU |
|
|
2,000 |
|
|
|
1,999,675 |
|
0.15%, 10/28/11(2) |
|
AU |
|
|
3,000 |
|
|
|
2,999,662 |
|
Chevron Corp. |
|
|
|
|
|
|
|
|
|
|
0.02%, 10/20/11 |
|
|
|
|
2,000 |
|
|
|
1,999,979 |
|
0.06%, 10/3/11 |
|
|
|
|
5,000 |
|
|
|
4,999,983 |
|
Cisco Systems, Inc 0.08%, 10/11/11(2) |
|
|
|
|
7,000 |
|
|
|
6,999,844 |
|
Citigroup Funding, Inc. |
|
|
|
|
|
|
|
|
|
|
0.20%, 10/3/11 |
|
|
|
|
1,000 |
|
|
|
999,989 |
|
0.20%, 10/14/11 |
|
|
|
|
2,000 |
|
|
|
1,999,856 |
|
0.22%, 10/3/11 |
|
|
|
|
2,000 |
|
|
|
1,999,976 |
|
Coca-Cola Co. |
|
|
|
|
|
|
|
|
|
|
0.09%, 11/4/11(2) |
|
|
|
|
1,000 |
|
|
|
999,915 |
|
0.10%, 10/17/11(2) |
|
|
|
|
1,100 |
|
|
|
1,099,951 |
|
0.15%, 1/5/12(2) |
|
|
|
|
1,000 |
|
|
|
999,600 |
|
0.17%, 10/4/11(2) |
|
|
|
|
2,500 |
|
|
|
2,499,965 |
|
0.18%, 2/1/12(2) |
|
|
|
|
1,400 |
|
|
|
1,399,139 |
|
E. I. du Pont de Nemours and Co. |
|
|
|
|
|
|
|
|
|
|
0.08%, 10/12/11(2) |
|
|
|
|
5,000 |
|
|
|
4,999,878 |
|
0.10%, 11/9/11(2) |
|
|
|
|
2,000 |
|
|
|
1,999,783 |
|
FCAR Owner Trust |
|
|
|
|
|
|
|
|
|
|
0.19%, 10/5/11 |
|
|
|
|
2,000 |
|
|
|
1,999,958 |
|
0.20%, 10/7/11 |
|
|
|
|
1,200 |
|
|
|
1,199,960 |
|
0.27%, 10/4/11 |
|
|
|
|
500 |
|
|
|
499,989 |
|
0.38%, 11/7/11 |
|
|
|
|
1,000 |
|
|
|
999,609 |
|
0.42%, 12/15/11 |
|
|
|
|
300 |
|
|
|
299,738 |
|
General Electric Capital Corp. 0.09%, 10/12/11 |
|
|
|
|
3,000 |
|
|
|
2,999,917 |
|
Hewlett-Packard Co. |
|
|
|
|
|
|
|
|
|
|
0.13%, 10/3/11(2) |
|
|
|
|
800 |
|
|
|
799,994 |
|
0.15%, 10/17/11(2) |
|
|
|
|
1,200 |
|
|
|
1,199,920 |
|
HSBC Finance Corp. 0.30%, 10/25/11 |
|
|
|
|
5,000 |
|
|
|
4,999,000 |
|
International Business Machines Corp. 0.05%, 10/19/11(2) |
|
|
|
|
7,000 |
|
|
|
6,999,825 |
|
JP Morgan Chase & Co. |
|
|
|
|
|
|
|
|
|
|
0.03%, 10/3/11 |
|
|
|
|
3,000 |
|
|
|
2,999,995 |
|
0.05%, 11/21/11 |
|
|
|
|
1,000 |
|
|
|
999,929 |
|
Nestle Capital Corp. |
|
|
|
|
|
|
|
|
|
|
0.07%, 10/11/11(2) |
|
|
|
|
1,000 |
|
|
|
999,981 |
|
0.08%, 12/21/11(2) |
|
|
|
|
1,600 |
|
|
|
1,599,712 |
|
0.10%, 12/12/11(2) |
|
|
|
|
2,100 |
|
|
|
2,099,580 |
|
0.17%, 10/14/11(2) |
|
|
|
|
450 |
|
|
|
449,972 |
|
Nestle Finance International Ltd. |
|
|
|
|
|
|
|
|
|
|
0.10%, 10/20/11 |
|
LU |
|
|
400 |
|
|
|
399,979 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
0.12%, 10/17/11 |
|
LU |
|
$ |
600 |
|
|
$ |
599,968 |
|
0.12%, 10/24/11 |
|
LU |
|
|
850 |
|
|
|
849,935 |
|
PepsiCo, Inc. |
|
|
|
|
|
|
|
|
|
|
0.07%, 10/24/11(2) |
|
|
|
|
1,000 |
|
|
|
999,955 |
|
0.08%, 12/5/11(2) |
|
|
|
|
500 |
|
|
|
499,928 |
|
0.09%, 11/17/11(2) |
|
|
|
|
2,650 |
|
|
|
2,649,689 |
|
0.10%, 10/17/11(2) |
|
|
|
|
1,500 |
|
|
|
1,499,933 |
|
0.10%, 11/7/11(2) |
|
|
|
|
1,350 |
|
|
|
1,349,861 |
|
Pfizer, Inc. 0.04%, 10/4/11(2) |
|
|
|
|
5,000 |
|
|
|
4,999,983 |
|
Philip Morris International, Inc. |
|
|
|
|
|
|
|
|
|
|
0.08%, 10/3/11(2) |
|
|
|
|
3,000 |
|
|
|
2,999,987 |
|
0.08%, 11/1/11(2) |
|
|
|
|
2,000 |
|
|
|
1,999,862 |
|
Procter & Gamble International Funding SCA 0.06%, 10/17/11(2) |
|
LU |
|
|
690 |
|
|
|
689,982 |
|
Rabobank USA Financial Corp. |
|
|
|
|
|
|
|
|
|
|
0.12%, 10/11/11 |
|
|
|
|
1,250 |
|
|
|
1,249,958 |
|
0.15%, 10/14/11 |
|
|
|
|
3,210 |
|
|
|
3,209,826 |
|
The Goldman Sachs Group, Inc. 0.55%, 3/13/12 |
|
|
|
|
1,800 |
|
|
|
1,795,490 |
|
The Proctor & Gamble Co. |
|
|
|
|
|
|
|
|
|
|
0.10%, 10/4/11(2) |
|
|
|
|
4,810 |
|
|
|
4,809,960 |
|
0.10%, 10/19/11(2) |
|
|
|
|
1,500 |
|
|
|
1,499,925 |
|
Thunder Bay Funding LLC 0.20%, 11/21/11(2) |
|
|
|
|
5,000 |
|
|
|
4,998,583 |
|
Toyota Motor Credit Corp. 0.13%, 10/18/11 |
|
|
|
|
5,000 |
|
|
|
4,999,693 |
|
UBS Finance Delaware LLC |
|
|
|
|
|
|
|
|
|
|
0.14%, 10/27/11 |
|
|
|
|
2,000 |
|
|
|
1,999,798 |
|
0.21%, 10/24/11 |
|
|
|
|
2,800 |
|
|
|
2,799,624 |
|
0.24%, 10/17/11 |
|
|
|
|
190 |
|
|
|
189,980 |
|
United Parcel Service, Inc. |
|
|
|
|
|
|
|
|
|
|
0.02%, 11/1/11(2) |
|
|
|
|
5,500 |
|
|
|
5,499,929 |
|
0.03%, 10/13/11(2) |
|
|
|
|
1,500 |
|
|
|
1,499,988 |
|
Wal-Mart Stores, Inc. |
|
|
|
|
|
|
|
|
|
|
0.06%, 10/11/11(2) |
|
|
|
|
4,000 |
|
|
|
3,999,933 |
|
0.06%, 10/12/11(2) |
|
|
|
|
2,000 |
|
|
|
1,999,963 |
|
0.08%, 10/12/11(2) |
|
|
|
|
500 |
|
|
|
499,988 |
|
0.08%, 11/7/11(2) |
|
|
|
|
500 |
|
|
|
499,959 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Paper (Amortized cost $139,735,283) |
|
|
|
139,735,283 |
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE DEBT OBLIGATIONS 2.6% |
|
BANKS 1.2% |
|
Morgan Stanley 0.50%, 1/9/12(3) |
|
|
|
|
2,700 |
|
|
|
2,700,009 |
|
FINANCIALS 1.4% |
|
The Goldman Sachs Group, Inc. 0.45%, 2/6/12(3) |
|
|
|
|
3,200 |
|
|
|
3,200,465 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Debt Obligations (Amortized cost $5,900,474) |
|
|
|
5,900,474 |
|
|
|
|
|
|
|
|
|
|
|
|
SUN CAPITAL MONEY MARKET FUND®
PORTFOLIO OF
INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
FOREIGN GOVERNMENT OBLIGATIONS(1) 12.8% |
|
Canadian Wheat Board |
|
|
|
|
|
|
|
|
|
|
0.02%, 10/24/11 |
|
CA |
|
$ |
2,000 |
|
|
$ |
1,999,974 |
|
0.03%, 10/3/11 |
|
CA |
|
|
1,500 |
|
|
|
1,499,998 |
|
0.03%, 11/17/11 |
|
CA |
|
|
2,500 |
|
|
|
2,499,902 |
|
Export Development Canada 0.03%, 11/15/11 |
|
CA |
|
|
7,000 |
|
|
|
6,999,738 |
|
Government of Canada |
|
|
|
|
|
|
|
|
|
|
0.01%, 11/3/11 |
|
CA |
|
|
3,250 |
|
|
|
3,249,970 |
|
0.05%, 11/4/11 |
|
CA |
|
|
1,000 |
|
|
|
999,953 |
|
0.06%, 12/12/11 |
|
CA |
|
|
2,000 |
|
|
|
1,999,760 |
|
Province of British Columbia 0.08%, 1/4/12 |
|
CA |
|
|
5,000 |
|
|
|
4,998,944 |
|
Province of Quebec |
|
|
|
|
|
|
|
|
|
|
0.10%, 11/28/11(2) |
|
CA |
|
|
3,000 |
|
|
|
2,999,517 |
|
0.22%, 10/11/11(2) |
|
CA |
|
|
2,000 |
|
|
|
1,999,878 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Government Obligations (Amortized cost $29,247,634) |
|
|
|
29,247,634 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT SPONSORED COMMERCIAL PAPER(1) 3.6% |
|
European Investment Bank SNAT |
|
|
|
|
|
|
|
|
|
|
0.13%, 10/12/11 |
|
|
|
|
1,200 |
|
|
|
1,199,952 |
|
0.16%, 10/11/11 |
|
|
|
|
2,000 |
|
|
|
1,999,911 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
0.11%, 10/11/11(2) |
|
DE |
|
|
2,375 |
|
|
|
2,374,928 |
|
0.11%, 10/13/11(2) |
|
DE |
|
|
1,625 |
|
|
|
1,624,940 |
|
0.17%, 10/17/11(2) |
|
DE |
|
|
1,000 |
|
|
|
999,925 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Government Sponsored Commercial Paper (Amortized cost $8,199,656) |
|
|
|
8,199,656 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS(1) 2.7% |
|
Federal Home Loan Mortgage Corp. Discount Notes |
|
|
|
|
|
|
|
|
|
|
0.01%, 11/15/11 |
|
|
|
|
500 |
|
|
|
499,994 |
|
0.02%, 11/7/11 |
|
|
|
|
600 |
|
|
|
599,988 |
|
Federal National Mortgage Association Discount Notes |
|
0.02%, 11/2/11 |
|
|
|
|
1,945 |
|
|
|
1,944,965 |
|
0.02%, 11/7/11 |
|
|
|
|
3,000 |
|
|
|
2,999,938 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligations (Amortized cost $6,044,885) |
|
|
|
6,044,885 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS(1) 9.1% |
|
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
|
|
0.01%, 11/17/11 |
|
|
|
|
2,850 |
|
|
|
2,849,968 |
|
0.01%, 12/1/11 |
|
|
|
|
8,900 |
|
|
|
8,899,795 |
|
0.01%, 12/29/11 |
|
|
|
|
9,000 |
|
|
|
8,999,778 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Amortized cost $20,749,541) |
|
|
|
20,749,541 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
MUTUAL FUNDS 7.9% |
|
Federated Prime Obligation Fund |
|
|
|
|
9,041,634 |
|
|
|
9,041,634 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Shares |
|
|
Value |
|
State Street Institutional Liquid Reserves Fund |
|
|
|
|
9,020,861 |
|
|
$ |
9,020,861 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Mutual Funds (Cost $18,062,495) |
|
|
|
|
|
|
|
|
18,062,495 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 100.0% (Cost $227,939,968) |
|
|
|
227,939,968 |
|
Liabilities in excess of other assets 0.0%+ |
|
|
|
|
|
|
|
|
(107,923 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
227,832,045 |
|
|
|
|
|
|
|
|
|
|
|
|
* |
Unless otherwise noted the issuer country code for all securities is United States. |
+ |
Amount is less than 0.05%. |
(1) |
Interest rates represent annualized yield at date of purchase. |
(2) |
Security exempt from registration under Section 4(2) of the Securities Act of 1933. These securities may be resold in transactions exempt from registration. At the
period end, the value of these securities amounted to $95,142,979, representing 41.8% of net assets. |
(3) |
Variable rate security. The interest rate shown reflects the rate in effect at the period end.
|
SUN CAPITAL MONEY MARKET FUND®
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(4) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level
1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs (Level 3) |
|
|
Total |
|
Commercial Paper |
|
$ |
|
|
|
$ |
139,735,283 |
|
|
$ |
|
|
|
$ |
139,735,283 |
|
Corporate Debt Obligations (a) |
|
|
|
|
|
|
5,900,474 |
|
|
|
|
|
|
|
5,900,474 |
|
Foreign Government Obligations |
|
|
|
|
|
|
29,247,634 |
|
|
|
|
|
|
|
29,247,634 |
|
Foreign Government Sponsored Commercial Paper |
|
|
|
|
|
|
8,199,656 |
|
|
|
|
|
|
|
8,199,656 |
|
U.S. Government Agency Obligations |
|
|
|
|
|
|
6,044,885 |
|
|
|
|
|
|
|
6,044,885 |
|
U.S. Treasury Obligations |
|
|
|
|
|
|
20,749,541 |
|
|
|
|
|
|
|
20,749,541 |
|
Mutual Funds |
|
|
18,062,495 |
|
|
|
|
|
|
|
|
|
|
|
18,062,495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
$ |
18,062,495 |
|
|
$ |
209,877,473 |
|
|
$ |
|
|
|
$ |
227,939,968 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizatons. |
SCSM BLACKROCK INFLATION PROTECTED BOND FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
FOREIGN GOVERNMENT OBLIGATIONS 11.3% |
|
Deutsche Bundesrepublik Inflation Linked Bond 1.50%, 4/15/16 |
|
DE |
|
$ |
28,418 |
|
|
$ |
41,252,147 |
|
France Government Inflation Linked Bond 1.60%, 7/25/15 |
|
FR |
|
|
10,948 |
|
|
|
15,561,657 |
|
Hellenic Republic Government Inflation Linked Bond 2.30%, 7/25/30 |
|
GR |
|
|
766 |
|
|
|
303,632 |
|
Italy Buoni Poliennali Del Tesoro Inflation Linked Bond 2.10%, 9/15/21 |
|
IT |
|
|
1,779 |
|
|
|
1,932,769 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Government Obligations (Cost $59,951,259) |
|
|
|
|
|
|
|
|
59,050,205 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS 24.2% |
|
Federal Home Loan Mortgage Corp. |
|
|
|
|
|
|
|
|
|
|
4.00%, 11/1/39 |
|
|
|
|
2,992 |
|
|
|
3,137,714 |
|
4.00%, 1/1/41 |
|
|
|
|
28,750 |
|
|
|
30,139,065 |
|
4.00%, 9/1/41 |
|
|
|
|
8,300 |
|
|
|
8,698,573 |
|
Federal National Mortgage Association 4.50%, 8/1/41 |
|
|
|
|
39,573 |
|
|
|
42,035,578 |
|
Government National Mortgage Association 4.00%, 7/15/41 |
|
|
|
|
39,216 |
|
|
|
42,013,206 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligations (Cost $126,902,927) |
|
|
|
|
|
|
|
|
126,024,136 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 50.3% |
|
U.S. Treasury Inflation Indexed Bonds |
|
|
|
|
|
|
|
|
|
|
0.13%, 4/15/16 |
|
|
|
|
13,000 |
|
|
|
13,431,704 |
|
0.50%, 4/15/15 |
|
|
|
|
15,595 |
|
|
|
16,227,154 |
|
0.63%, 7/15/21 |
|
|
|
|
1,864 |
|
|
|
1,945,224 |
|
1.13%, 1/15/21 |
|
|
|
|
862 |
|
|
|
941,228 |
|
1.25%, 4/15/14 |
|
|
|
|
2,172 |
|
|
|
2,276,037 |
|
1.38%, 7/15/18 |
|
|
|
|
1,896 |
|
|
|
2,101,278 |
|
1.38%, 1/15/20 |
|
|
|
|
5,696 |
|
|
|
6,340,303 |
|
1.63%, 1/15/15 |
|
|
|
|
1,221 |
|
|
|
1,313,911 |
|
1.75%, 1/15/28 |
|
|
|
|
12,940 |
|
|
|
14,990,697 |
|
1.88%, 7/15/13 |
|
|
|
|
16,928 |
|
|
|
17,718,661 |
|
1.88%, 7/15/15(1) |
|
|
|
|
9,475 |
|
|
|
10,407,289 |
|
1.88%, 7/15/19 |
|
|
|
|
744 |
|
|
|
856,144 |
|
2.00%, 4/15/12 |
|
|
|
|
5,495 |
|
|
|
5,545,531 |
|
2.00%, 1/15/14 |
|
|
|
|
1,088 |
|
|
|
1,155,157 |
|
2.00%, 7/15/14 |
|
|
|
|
7,649 |
|
|
|
8,229,386 |
|
2.00%, 1/15/16 |
|
|
|
|
2,479 |
|
|
|
2,755,272 |
|
2.00%, 1/15/26 |
|
|
|
|
1,726 |
|
|
|
2,049,791 |
|
2.13%, 2/15/40 |
|
|
|
|
17,426 |
|
|
|
22,110,559 |
|
2.13%, 2/15/41 |
|
|
|
|
16,458 |
|
|
|
21,017,707 |
|
2.38%, 1/15/17 |
|
|
|
|
21,577 |
|
|
|
24,812,023 |
|
2.38%, 1/15/25(1) |
|
|
|
|
30,460 |
|
|
|
37,625,834 |
|
2.38%, 1/15/27 |
|
|
|
|
7,581 |
|
|
|
9,478,879 |
|
2.50%, 1/15/29 |
|
|
|
|
4,157 |
|
|
|
5,337,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
3.00%, 7/15/12 |
|
|
|
$ |
2,054 |
|
|
$ |
2,112,123 |
|
3.38%, 1/15/12 |
|
|
|
|
611 |
|
|
|
615,809 |
|
3.38%, 4/15/32 |
|
|
|
|
1,064 |
|
|
|
1,569,274 |
|
3.63%, 4/15/28(2) |
|
|
|
|
6,832 |
|
|
|
9,825,834 |
|
3.88%, 4/15/29 |
|
|
|
|
12,616 |
|
|
|
18,981,430 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $247,403,969) |
|
|
|
|
|
|
|
|
261,771,626 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Notional Amount (000) |
|
|
|
|
SWAPTIONS PURCHASED 0.1% |
|
CALL SWAPTIONS 0.1% |
|
OTC 10 Year Interest Rate Swap, exercise rate 4.31%, expires 1/14/13 |
|
|
|
|
1,100 |
|
|
|
186,514 |
|
|
|
|
|
|
|
|
|
|
|
|
PUT SWAPTIONS 0.0%+ |
|
OTC 10 Year Interest Rate Swap, exercise rate 3.90%, expires 9/9/13 |
|
|
|
|
5,300 |
|
|
|
101,046 |
|
OTC 10 Year Interest Rate Swap, exercise rate 4.31%, expires 1/14/13 |
|
|
|
|
1,100 |
|
|
|
7,087 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
108,133 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Swaptions Purchased (Cost $239,880) |
|
|
|
|
|
|
|
|
294,647 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
SHORT TERM INVESTMENTS 14.3% |
|
MUTUAL FUNDS 14.3% |
|
BlackRock Liquidity Funds TempFund |
|
|
|
|
37,078,881 |
|
|
|
37,078,881 |
|
State Street Institutional U.S. Government Money Market Fund |
|
|
|
|
37,078,881 |
|
|
|
37,078,881 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments (Cost $74,157,762) |
|
|
|
|
|
|
|
|
74,157,762 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 100.2% (Cost $508,655,797) |
|
|
|
521,298,376 |
|
Liabilities in excess of other assets (0.2)% |
|
|
|
|
|
|
|
|
(1,214,696 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
520,083,680 |
|
|
|
|
|
|
|
|
|
|
|
|
* |
Unless otherwise noted the issuer country code for all securities is United States.
|
SCSM BLACKROCK INFLATION PROTECTED BOND FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
+ |
Amount is less than 0.05%. |
(1) |
Security (or a portion thereof) has been pledged as collateral for open swap and swaption contracts. At the period end, the value of securities pledged amounted to
$1,696,832. |
SCSM BLACKROCK INFLATION PROTECTED BOND FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(2) |
At the period end, securities (or portions thereof) with an aggregate market value of $1,004,481 and cash of $1,778,000 have been pledged to cover margin requirements
for the following open futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Contracts |
|
|
Aggregate Face Value ($) |
|
|
Aggregate Notional Value ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Short |
|
90-Day Australia Bank Bill December Futures |
|
|
12/8/11 |
|
|
|
121 |
|
|
|
115,926,630 |
|
|
|
115,866,072 |
|
|
|
60,558 |
|
Short |
|
90-Day Canada Bankers Acceptance March Futures |
|
|
3/19/12 |
|
|
|
223 |
|
|
|
52,615,934 |
|
|
|
52,722,827 |
|
|
|
(106,893 |
) |
Short |
|
German Euro-Bobl December Futures |
|
|
12/8/11 |
|
|
|
323 |
|
|
|
53,333,800 |
|
|
|
52,850,438 |
|
|
|
483,362 |
|
Short |
|
German Euro-Bund December Futures |
|
|
12/8/11 |
|
|
|
37 |
|
|
|
6,811,421 |
|
|
|
6,765,911 |
|
|
|
45,510 |
|
Long |
|
U.S. Treasury 10 Year Note December Futures |
|
|
12/20/11 |
|
|
|
513 |
|
|
|
66,516,525 |
|
|
|
66,738,094 |
|
|
|
221,569 |
|
Short |
|
U.S. Treasury 2 Year Note December Futures |
|
|
12/30/11 |
|
|
|
315 |
|
|
|
69,418,480 |
|
|
|
69,363,985 |
|
|
|
54,495 |
|
Short |
|
U.S. Treasury 30 Year Bond December Futures |
|
|
12/20/11 |
|
|
|
237 |
|
|
|
32,196,190 |
|
|
|
33,802,125 |
|
|
|
(1,605,935 |
) |
Long |
|
U.S. Treasury 5 Year Note December Futures |
|
|
12/30/11 |
|
|
|
38 |
|
|
|
4,651,003 |
|
|
|
4,654,406 |
|
|
|
3,403 |
|
Short |
|
Ultra Long U.S. Treasury Bond December Futures |
|
|
12/20/11 |
|
|
|
149 |
|
|
|
22,583,834 |
|
|
|
23,635,125 |
|
|
|
(1,051,291 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized depreciation |
|
|
|
(1,895,222 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(3) |
At the period end, open forward foreign currency exchange contracts were as follows: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Contracts to Deliver |
|
|
In Exchange For |
|
|
Settlement Date |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Deutsche Bank AG (London) |
|
|
EUR |
|
|
|
1,780,000 |
|
|
|
USD |
|
|
|
2,552,048 |
|
|
|
10/26/11 |
|
|
|
167,711 |
|
Royal Bank of Scotland PLC |
|
|
EUR |
|
|
|
42,540,000 |
|
|
|
USD |
|
|
|
57,439,082 |
|
|
|
10/26/11 |
|
|
|
456,087 |
|
Royal Bank of Scotland PLC |
|
|
USD |
|
|
|
527,796 |
|
|
|
EUR |
|
|
|
370,000 |
|
|
|
10/26/11 |
|
|
|
(32,175 |
) |
Royal Bank of Scotland PLC |
|
|
USD |
|
|
|
576,576 |
|
|
|
EUR |
|
|
|
400,000 |
|
|
|
10/26/11 |
|
|
|
(40,770 |
) |
UBS AG |
|
|
EUR |
|
|
|
280,000 |
|
|
|
USD |
|
|
|
403,932 |
|
|
|
10/26/11 |
|
|
|
28,868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized appreciation |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
579,721 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD |
- United States Dollar |
(4) |
At the period end, open written option contracts were as follows: |
Options on Exchange-Traded Futures Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Desctiption |
|
Expiration Date |
|
|
Strike Price ($) |
|
|
Number of Contracts |
|
|
Value ($) |
|
Put |
|
U.S Treasury 30 Year Bond November Futures |
|
|
11/25/11 |
|
|
|
133.00 |
|
|
|
73 |
|
|
|
43,344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Written option contracts (Premium received, $211,974) |
|
|
|
73 |
|
|
|
43,344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaptions
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Counterparty |
|
Pay/Receive Floating Rate |
|
Floating Rate |
|
Exercise Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Value ($) |
|
Call |
|
OTC 10 Year Interest Rate Swap |
|
Barclays Bank PLC* |
|
Receive |
|
3-Month USD-LIBOR |
|
|
4.13 |
% |
|
|
12/16/11 |
|
|
|
6,200 |
|
|
|
1,111,290 |
|
SCSM BLACKROCK INFLATION PROTECTED BOND FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Counterparty |
|
Pay/Receive Floating Rate |
|
Floating Rate |
|
Exercise Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Value ($) |
|
Put |
|
OTC 10 Year Interest Rate Swap |
|
Barclays Bank PLC* |
|
Pay |
|
3-Month USD-LIBOR |
|
|
4.13 |
% |
|
|
12/16/11 |
|
|
|
6,200 |
|
|
|
233 |
|
Call |
|
OTC 10 Year Interest Rate Swap |
|
Citibank NA |
|
Receive |
|
3-Month USD-LIBOR |
|
|
2.15 |
% |
|
|
9/9/13 |
|
|
|
5,300 |
|
|
|
153,274 |
|
Call |
|
OTC 10 Year Interest Rate Swap |
|
Citibank NA |
|
Receive |
|
3-Month USD-LIBOR |
|
|
3.91 |
% |
|
|
3/19/12 |
|
|
|
8,000 |
|
|
|
1,223,841 |
|
Put |
|
OTC 10 Year Interest Rate Swap |
|
Citibank NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.91 |
% |
|
|
3/19/12 |
|
|
|
8,000 |
|
|
|
10,096 |
|
Put |
|
OTC 5 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.45 |
% |
|
|
11/14/11 |
|
|
|
5,600 |
|
|
|
15,761 |
|
Put |
|
OTC 5 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.45 |
% |
|
|
11/14/11 |
|
|
|
3,500 |
|
|
|
9,851 |
|
Call |
|
OTC 10 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Receive |
|
3-Month USD-LIBOR |
|
|
3.99 |
% |
|
|
12/19/11 |
|
|
|
5,500 |
|
|
|
914,996 |
|
Put |
|
OTC 10 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.99 |
% |
|
|
12/19/11 |
|
|
|
5,500 |
|
|
|
408 |
|
Call |
|
OTC 10 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Receive |
|
3-Month USD-LIBOR |
|
|
4.01 |
% |
|
|
2/2/12 |
|
|
|
6,400 |
|
|
|
1,054,062 |
|
Put |
|
OTC 10 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
4.01 |
% |
|
|
2/2/12 |
|
|
|
6,400 |
|
|
|
2,625 |
|
Call |
|
OTC 10 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Receive |
|
3-Month USD-LIBOR |
|
|
4.13 |
% |
|
|
12/16/11 |
|
|
|
4,000 |
|
|
|
716,961 |
|
Put |
|
OTC 10 Year Interest Rate Swap |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
4.13 |
% |
|
|
12/16/11 |
|
|
|
4,000 |
|
|
|
150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Written swaptions (Premium received, $2,527,916) |
|
|
|
74,600 |
|
|
|
5,213,548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LIBOR |
- London Interbank Offered Rate |
USD |
- United States Dollar |
(5) |
At the period end, open swap contracts were as follows: |
Interest Rate Swap Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Pay/Receive Floating Rate |
|
Floating Rate Index |
|
Fixed Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Market Value ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Citibank NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.38 |
% |
|
|
5/4/21 |
|
|
|
4,000 |
|
|
|
467,139 |
|
|
|
467,139 |
|
Citibank NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.71 |
% |
|
|
8/8/21 |
|
|
|
9,500 |
|
|
|
531,637 |
|
|
|
531,637 |
|
Citibank NA |
|
Receive |
|
3-Month USD-LIBOR |
|
|
0.64 |
% |
|
|
6/21/13 |
|
|
|
28,000 |
|
|
|
(39,433 |
) |
|
|
(39,433 |
) |
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.16 |
% |
|
|
9/23/16 |
|
|
|
1,300 |
|
|
|
(5,751 |
) |
|
|
(5,751 |
) |
Deutsche Bank AG** |
|
Pay |
|
CPURNSA Index |
|
|
2.47 |
% |
|
|
10/25/20 |
|
|
|
2,500 |
|
|
|
46,748 |
|
|
|
46,748 |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.26 |
% |
|
|
5/9/21 |
|
|
|
3,500 |
|
|
|
372,247 |
|
|
|
372,247 |
|
Deutsche Bank AG** |
|
Pay |
|
CPURNSA Index |
|
|
2.67 |
% |
|
|
6/23/21 |
|
|
|
4,910 |
|
|
|
240,160 |
|
|
|
240,160 |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.17 |
% |
|
|
9/13/21 |
|
|
|
7,000 |
|
|
|
42,918 |
|
|
|
42,918 |
|
Deutsche Bank AG** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.08 |
% |
|
|
9/28/21 |
|
|
|
3,200 |
|
|
|
(8,180 |
) |
|
|
(8,180 |
) |
Deutsche Bank AG** |
|
Receive |
|
CPURNSA Index |
|
|
1.84 |
% |
|
|
10/25/15 |
|
|
|
4,700 |
|
|
|
43,029 |
|
|
|
43,029 |
|
SCSM BLACKROCK INFLATION PROTECTED BOND FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Pay/Receive Floating Rate |
|
Floating Rate Index |
|
Fixed Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Market Value ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Deutsche Bank AG** |
|
Receive |
|
3-Month USD-LIBOR |
|
|
1.19 |
% |
|
|
9/28/16 |
|
|
|
800 |
|
|
|
2,756 |
|
|
|
2,756 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
69,410 |
|
|
|
1,693,270 |
|
|
|
1,693,270 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Return Swap Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pay/Receive
Total Return on
Reference Entity |
|
Counterparty |
|
Reference Entity |
|
Number of Shares
or Units |
|
|
Floating Rate |
|
Notional Amount (000) ($) |
|
|
Maturity Date |
|
|
Market Value ($) |
|
|
Unrealized Depreciation
($) |
|
Receive |
|
Barclays Bank PLC* |
|
Barclays Capital Inflation Linked Index |
|
|
726,158 |
|
|
1-Month USD-LIBOR |
|
|
197,914 |
|
|
|
10/26/11 |
|
|
|
196,532,411 |
|
|
|
(1,381,589 |
) |
CPURNSA |
- Consumer Price All Urban Non-Seasonally Adjusted Index |
LIBOR |
- London Interbank Offered Rate |
USD |
- United States Dollar |
* |
At the period end, cash of $510,000 has been pledged as collateral for these open swaps and written swaption contracts. |
** |
At the period end, cash of $700,000 has been pledged as collateral for these open swaps and written swaption contracts. |
SCSM BLACKROCK INFLATION PROTECTED BOND FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(6) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs (Level 3) |
|
|
Total |
|
Foreign Government Obligations |
|
$ |
|
|
|
$ |
59,050,205 |
|
|
$ |
|
|
|
$ |
59,050,205 |
|
U.S. Government Agency Obligations |
|
|
|
|
|
|
126,024,136 |
|
|
|
|
|
|
|
126,024,136 |
|
U.S. Treasury Obligations |
|
|
261,771,626 |
|
|
|
|
|
|
|
|
|
|
|
261,771,626 |
|
Swaptions Purchased (a) |
|
|
|
|
|
|
294,647 |
|
|
|
|
|
|
|
294,647 |
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mututal Funds |
|
|
74,157,762 |
|
|
|
|
|
|
|
|
|
|
|
74,157,762 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
|
335,929,388 |
|
|
|
185,368,988 |
|
|
|
|
|
|
|
521,298,376 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
|
279,467 |
|
|
|
589,430 |
|
|
|
|
|
|
|
868,897 |
|
Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
652,666 |
|
|
|
|
|
|
|
652,666 |
|
Swap Contracts (a) |
|
|
|
|
|
|
1,746,634 |
|
|
|
|
|
|
|
1,746,634 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
279,467 |
|
|
$ |
2,988,730 |
|
|
$ |
|
|
|
$ |
3,268,197 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs (Level 3) |
|
|
Total |
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
$ |
(2,764,119 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(2,764,119 |
) |
Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
(72,945 |
) |
|
|
|
|
|
|
(72,945 |
) |
Written Option Contracts |
|
|
(43,344 |
) |
|
|
|
|
|
|
|
|
|
|
(43,344 |
) |
Written Swaption Contracts |
|
|
|
|
|
|
(5,213,548 |
) |
|
|
|
|
|
|
(5,213,548 |
) |
Swap Contracts (a) |
|
|
|
|
|
|
(1,434,953 |
) |
|
|
|
|
|
|
(1,434,953 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
(2,807,463 |
) |
|
$ |
(6,721,446 |
) |
|
$ |
|
|
|
$ |
(9,528,909 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizatons. |
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
ASSET BACKED SECURITIES 6.9% |
|
Access Group, Inc., Series 2003-1, Class A2 0.62%, 12/27/16(1) |
|
|
|
$ |
4,232 |
|
|
$ |
4,210,433 |
|
Ally Master Owner Trust, Series 2011-3, Class A2 1.81%, 5/15/16 |
|
|
|
|
8,300 |
|
|
|
8,370,917 |
|
Bank of America Auto Trust, Series 2009-2A, Class A3 2.13%, 9/15/13(2) |
|
|
|
|
2,624 |
|
|
|
2,635,013 |
|
Bank of America Auto Trust, Series 2009-3A, Class A3 1.67%, 12/15/13(2) |
|
|
|
|
4,752 |
|
|
|
4,771,094 |
|
Brazos Higher Education Authority, Series 2004-I, Class A2 0.52%, 6/27/22(1) |
|
|
|
|
4,328 |
|
|
|
4,294,657 |
|
Brazos Higher Education Authority, Series 2005-1, Class 1A2 0.44%, 12/26/18(1) |
|
|
|
|
3,193 |
|
|
|
3,168,453 |
|
Brazos Higher Education Authority, Series 2005-2, Class A10 0.48%, 12/26/19(1) |
|
|
|
|
7,500 |
|
|
|
7,320,917 |
|
Brazos Higher Education Authority, Series 2005-2, Class A9 0.46%, 12/26/17(1) |
|
|
|
|
3,474 |
|
|
|
3,455,459 |
|
Brazos Higher Education Authority, Series 2011-2, Class A2 1.10%, 7/25/29(1) |
|
|
|
|
6,100 |
|
|
|
6,025,506 |
|
College Loan Corporation Trust, Series 2004-1, Class A3 0.41%, 4/25/21(1) |
|
|
|
|
3,269 |
|
|
|
3,262,946 |
|
College Loan Corporation Trust, Series 2005-2, Class A2 0.36%, 10/15/21(1) |
|
|
|
|
1,264 |
|
|
|
1,258,876 |
|
Ford Credit Auto Owner Trust, Series 2009-E, Class A3 1.51%, 1/15/14 |
|
|
|
|
5,040 |
|
|
|
5,060,808 |
|
Nelnet Student Loan Corp., Series 2004-2A, Class A3 0.41%, 11/25/15(1) |
|
|
|
|
168 |
|
|
|
167,728 |
|
Northstar Education Finance, Inc., Series 2004-1, Class A3 0.42%, 4/28/17(1) |
|
|
|
|
1,250 |
|
|
|
1,248,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
Northstar Education Finance, Inc., Series 2004-2, Class A1 0.37%, 4/28/16(1) |
|
|
|
$ |
3,061 |
|
|
$ |
2,973,177 |
|
SLM Student Loan Trust, Series 2003-11, Class A4 0.54%, 6/15/20(1) |
|
|
|
|
4,415 |
|
|
|
4,398,561 |
|
SLM Student Loan Trust, Series 2004-2, Class A4 0.38%, 10/25/19(1) |
|
|
|
|
2,830 |
|
|
|
2,813,918 |
|
SLM Student Loan Trust, Series 2007-1, Class A3 0.28%, 7/25/18(1) |
|
|
|
|
5,192 |
|
|
|
5,175,969 |
|
SLM Student Loan Trust, Series 2007-7, Class A2 0.45%, 1/25/16(1) |
|
|
|
|
2,351 |
|
|
|
2,342,146 |
|
Student Loan Consolidation Center, Series 2011-1, Class A 1.45%, 10/25/27(1)(2) |
|
|
|
|
1,903 |
|
|
|
1,895,431 |
|
World Financial Network Credit Card Master Trust, Series 2009-B, Class A 3.79%, 5/15/16 |
|
|
|
|
4,500 |
|
|
|
4,596,853 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $79,232,816) |
|
|
|
|
|
|
|
|
79,447,662 |
|
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE OBLIGATIONS 3.5% |
|
Federal National Mortgage Association, Series 2009-70, Class AL 5.00%, 8/25/19 |
|
|
|
|
10,662 |
|
|
|
11,517,255 |
|
FHLMC Multifamily Structured Pass Through Trust, Series K011, Class A2 4.08%, 11/25/20(1) |
|
|
|
|
12,000 |
|
|
|
13,008,563 |
|
FHLMC Multifamily Structured Pass Through Trust, Series K703, Class A2 2.70%, 5/25/18 |
|
|
|
|
15,400 |
|
|
|
15,455,441 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Collateralized Mortgage Obligations (Cost $38,874,732) |
|
|
|
|
|
|
|
|
39,981,259 |
|
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS 0.4% |
|
OIL & GAS EXPLORATION & PRODUCTION 0.4% |
|
Transocean, Inc., Series B 1.50%, 12/15/37 (Cost $4,340,185) |
|
KY |
|
|
4,450 |
|
|
|
4,388,813 |
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE DEBT OBLIGATIONS 51.1% |
|
AUTO PARTS 0.4% |
|
Johnson Controls, Inc. 1.75%, 3/1/14 |
|
|
|
|
4,825 |
|
|
|
4,862,731 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
BANKS 16.6% |
|
|
|
|
|
|
|
|
|
|
Achmea Hypotheekbank NV 3.20%, 11/3/14(2) |
|
NL |
|
$ |
3,700 |
|
|
$ |
3,911,629 |
|
Banco Santander Chile 2.88%, 11/13/12(2) |
|
CL |
|
|
6,400 |
|
|
|
6,390,976 |
|
Bank of America Corp. 1.67%, 1/30/14(1) |
|
|
|
|
725 |
|
|
|
656,658 |
|
Bank of Nova Scotia 2.15%, 8/3/16(2) |
|
CA |
|
|
6,600 |
|
|
|
6,713,038 |
|
Canadian Imperial Bank of Commerce 2.75%, 1/27/16(2) |
|
CA |
|
|
2,600 |
|
|
|
2,723,159 |
|
Capital One Financial Corp. |
|
|
|
|
|
|
|
|
|
|
2.13%, 7/15/14 |
|
|
|
|
2,800 |
|
|
|
2,772,098 |
|
7.38%, 5/23/14 |
|
|
|
|
3,522 |
|
|
|
3,934,039 |
|
Cie de Financement Foncier 2.13%, 4/22/13(2) |
|
FR |
|
|
2,300 |
|
|
|
2,304,059 |
|
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
|
5.50%, 10/15/14 |
|
|
|
|
6,625 |
|
|
|
6,883,044 |
|
6.38%, 8/12/14 |
|
|
|
|
1,875 |
|
|
|
1,985,098 |
|
Commonwealth Bank of Australia 2.40%, 1/12/12(2) |
|
AU |
|
|
4,600 |
|
|
|
4,624,776 |
|
Credit Suisse New York 1.21%, 1/14/14(1) |
|
CH |
|
|
8,100 |
|
|
|
7,947,445 |
|
DnB NOR Boligkreditt |
|
|
|
|
|
|
|
|
|
|
2.10%, 10/14/15(2) |
|
NO |
|
|
8,100 |
|
|
|
8,197,508 |
|
2.90%, 3/29/16(2) |
|
NO |
|
|
7,600 |
|
|
|
7,876,009 |
|
ING Bank NV |
|
|
|
|
|
|
|
|
|
|
1.74%, 6/9/14(1)(2) |
|
NL |
|
|
3,525 |
|
|
|
3,464,997 |
|
2.50%, 1/14/16(2) |
|
NL |
|
|
5,500 |
|
|
|
5,511,440 |
|
3.90%, 3/19/14(2) |
|
NL |
|
|
2,700 |
|
|
|
2,891,767 |
|
Intesa Sanpaolo New York 2.38%, 12/21/12 |
|
IT |
|
|
4,800 |
|
|
|
4,664,424 |
|
JPMorgan Chase & Co. 1.05%, 1/24/14(1) |
|
|
|
|
16,300 |
|
|
|
16,119,314 |
|
Lloyds TSB Bank PLC 4.38%, 1/12/15(2) |
|
GB |
|
|
1,625 |
|
|
|
1,589,915 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
3.80%, 4/29/16 |
|
|
|
|
1,950 |
|
|
|
1,797,764 |
|
4.10%, 1/26/15 |
|
|
|
|
7,000 |
|
|
|
6,674,640 |
|
Nordea Eiendomskreditt AS 1.88%, 4/7/14(2) |
|
NO |
|
|
6,700 |
|
|
|
6,785,653 |
|
Royal Bank of Scotland PLC |
|
|
|
|
|
|
|
|
|
|
1.50%, 3/30/12(2) |
|
GB |
|
|
9,400 |
|
|
|
9,448,701 |
|
2.63%, 5/11/12(2) |
|
GB |
|
|
4,800 |
|
|
|
4,860,994 |
|
Royal Bank of Scotland PLC, Series 2 3.40%, 8/23/13 |
|
GB |
|
|
2,725 |
|
|
|
2,712,438 |
|
Sparebank 1 Boligkreditt |
|
|
|
|
|
|
|
|
|
|
1.25%, 10/25/13(2) |
|
NO |
|
|
8,300 |
|
|
|
8,336,354 |
|
2.63%, 5/27/16(2) |
|
NO |
|
|
9,100 |
|
|
|
9,290,763 |
|
Stadshypotek AB 1.45%, 9/30/13(2) |
|
SE |
|
|
7,500 |
|
|
|
7,544,940 |
|
Standard Chartered PLC 3.85%, 4/27/15(2) |
|
GB |
|
|
3,150 |
|
|
|
3,226,838 |
|
Swedbank Hypotek AB 0.81%, 3/28/14(1)(2) |
|
SE |
|
|
1,600 |
|
|
|
1,602,037 |
|
The Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
|
|
0.88%, 9/12/14(2) |
|
CA |
|
|
5,000 |
|
|
|
4,981,355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
1.63%, 9/14/16(2) |
|
CA |
|
$ |
6,700 |
|
|
$ |
6,676,885 |
|
UBS AG 2.25%, 8/12/13 |
|
CH |
|
|
4,925 |
|
|
|
4,836,695 |
|
Wachovia Corp. 5.50%, 5/1/13 |
|
|
|
|
10,550 |
|
|
|
11,210,989 |
|
Wells Fargo & Co. 4.38%, 1/31/13 |
|
|
|
|
1,000 |
|
|
|
1,037,617 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
192,186,056 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 0.2% |
|
Life Technologies Corp. 4.40%, 3/1/15 |
|
|
|
|
2,275 |
|
|
|
2,384,998 |
|
|
|
|
|
|
|
|
|
|
|
|
CABLE 0.3% |
|
|
|
|
|
|
|
|
|
|
Time Warner Cable, Inc. 6.20%, 7/1/13 |
|
|
|
|
3,350 |
|
|
|
3,618,915 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTER & PERIPHERALS 0.6% |
|
Dell, Inc. 1.40%, 9/10/13 |
|
|
|
|
3,050 |
|
|
|
3,067,190 |
|
Hewlett-Packard Co. 6.13%, 3/1/14 |
|
|
|
|
3,250 |
|
|
|
3,552,975 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,620,165 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 2.0% |
|
Arizona Public Service Co. 6.50%, 3/1/12 |
|
|
|
|
2,725 |
|
|
|
2,780,786 |
|
Commonwealth Edison Co. 1.63%, 1/15/14 |
|
|
|
|
4,800 |
|
|
|
4,832,928 |
|
Dominion Resources, Inc. 1.80%, 3/15/14 |
|
|
|
|
3,100 |
|
|
|
3,128,343 |
|
DTE Energy Co. 7.63%, 5/15/14 |
|
|
|
|
3,400 |
|
|
|
3,887,088 |
|
Enel Finance International SA 5.70%, 1/15/13(2) |
|
LU |
|
|
2,842 |
|
|
|
2,906,616 |
|
Georgia Power Co. 1.30%, 9/15/13 |
|
|
|
|
1,650 |
|
|
|
1,660,971 |
|
Wisconsin Electric Power Co. 6.00%, 4/1/14 |
|
|
|
|
3,875 |
|
|
|
4,338,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,534,802 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONICS 0.4% |
|
|
|
|
|
|
|
|
Thermo Fisher Scientific, Inc. 2.05%, 2/21/14 |
|
|
|
|
4,875 |
|
|
|
5,012,626 |
|
|
|
|
|
|
|
|
|
|
|
|
ENVIRONMENTAL SERVICES 0.4% |
|
Waste Management, Inc. |
|
|
|
|
|
|
|
|
|
|
5.00%, 3/15/14 |
|
|
|
|
1,825 |
|
|
|
1,982,959 |
|
6.38%, 11/15/12 |
|
|
|
|
2,275 |
|
|
|
2,409,225 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,392,184 |
|
|
|
|
|
|
|
|
|
|
|
|
FINANCIALS 1.8% |
|
|
|
|
|
|
|
|
American Express Credit Corp. 2.75%, 9/15/15 |
|
|
|
|
5,200 |
|
|
|
5,225,522 |
|
Caisse centrale Desjardins du Quebec 2.55%, 3/24/16(2) |
|
CA |
|
|
2,500 |
|
|
|
2,595,040 |
|
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
General Electric Capital Corp. 6.00%, 6/15/12 |
|
|
|
$ |
1,000 |
|
|
$ |
1,037,064 |
|
HSBC Finance Corp. 0.52%, 4/24/12(1) |
|
|
|
|
3,400 |
|
|
|
3,381,001 |
|
John Deere Capital Corp. 5.25%, 10/1/12 |
|
|
|
|
525 |
|
|
|
548,605 |
|
LeasePlan Corp. NV 3.00%, 5/7/12(2) |
|
NL |
|
|
3,900 |
|
|
|
3,953,605 |
|
Merrill Lynch & Co., Inc. 5.45%, 7/15/14 |
|
|
|
|
4,625 |
|
|
|
4,525,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,266,820 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD, BEVERAGES & RESTAURANTS 2.1% |
|
Anheuser-Busch InBev NV 4.70%, 4/15/12 |
|
|
|
|
1,725 |
|
|
|
1,760,754 |
|
Anheuser-Busch InBev Worldwide, Inc. |
|
|
|
|
|
|
|
|
|
|
2.50%, 3/26/13 |
|
|
|
|
3,075 |
|
|
|
3,141,725 |
|
3.00%, 10/15/12 |
|
|
|
|
1,725 |
|
|
|
1,760,830 |
|
5.38%, 11/15/14 |
|
|
|
|
1,325 |
|
|
|
1,480,560 |
|
General Mills, Inc. |
|
|
|
|
|
|
|
|
|
|
5.25%, 8/15/13 |
|
|
|
|
2,125 |
|
|
|
2,291,334 |
|
6.00%, 2/15/12 |
|
|
|
|
2,850 |
|
|
|
2,903,589 |
|
Kellogg Co. |
|
|
|
|
|
|
|
|
|
|
4.25%, 3/6/13 |
|
|
|
|
998 |
|
|
|
1,043,106 |
|
5.13%, 12/3/12 |
|
|
|
|
2,050 |
|
|
|
2,148,117 |
|
Kraft Foods, Inc. 2.63%, 5/8/13 |
|
|
|
|
4,950 |
|
|
|
5,052,643 |
|
Pepsico, Inc. 4.65%, 2/15/13 |
|
|
|
|
1,000 |
|
|
|
1,054,334 |
|
The Kroger Co. 6.75%, 4/15/12 |
|
|
|
|
1,200 |
|
|
|
1,237,154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,874,146 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE PRODUCTS 1.3% |
|
Covidien International Finance SA 1.88%, 6/15/13 |
|
LU |
|
|
5,375 |
|
|
|
5,450,702 |
|
Dentsply International, Inc. 1.80%, 8/15/13(1) |
|
|
|
|
4,275 |
|
|
|
4,286,303 |
|
St. Jude Medical, Inc. 3.75%, 7/15/14 |
|
|
|
|
4,850 |
|
|
|
5,172,326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,909,331 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 1.6% |
|
|
|
|
|
|
|
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
|
|
2.50%, 1/11/13(2) |
|
|
|
|
3,000 |
|
|
|
3,031,890 |
|
5.13%, 11/9/11(2) |
|
|
|
|
3,150 |
|
|
|
3,162,773 |
|
5.13%, 4/10/13(2) |
|
|
|
|
1,000 |
|
|
|
1,049,618 |
|
5.13%, 6/10/14(2) |
|
|
|
|
2,750 |
|
|
|
2,970,176 |
|
New York Life Global Funding 4.65%, 5/9/13(2) |
|
|
|
|
1,000 |
|
|
|
1,055,882 |
|
Prudential Financial, Inc. |
|
|
|
|
|
|
|
|
|
|
2.75%, 1/14/13 |
|
|
|
|
4,350 |
|
|
|
4,388,380 |
|
5.10%, 9/20/14 |
|
|
|
|
774 |
|
|
|
816,125 |
|
The Chubb Corp. 6.00%, 11/15/11 |
|
|
|
|
2,050 |
|
|
|
2,061,821 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,536,665 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
INVESTMENT COMPANIES 1.2% |
|
FIH Erhvervsbank A/S |
|
|
|
|
|
|
|
|
|
|
2.00%, 6/12/13(2) |
|
DK |
|
$ |
6,100 |
|
|
$ |
6,238,427 |
|
2.45%, 8/17/12(2) |
|
DK |
|
|
7,200 |
|
|
|
7,312,831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,551,258 |
|
|
|
|
|
|
|
|
|
|
|
|
MANUFACTURING DIVERSIFIED 0.3% |
|
Tyco International Finance SA 6.00%, 11/15/13 |
|
LU |
|
|
3,115 |
|
|
|
3,410,352 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTIMEDIA 1.7% |
|
|
|
|
|
|
|
|
Comcast Cable Communications Holdings, Inc. 8.38%, 3/15/13 |
|
|
|
|
4,300 |
|
|
|
4,724,453 |
|
NBCUniversal Media LLC 2.10%, 4/1/14 |
|
|
|
|
2,975 |
|
|
|
3,020,053 |
|
Reed Elsevier Capital, Inc. 4.63%, 6/15/12 |
|
|
|
|
5,650 |
|
|
|
5,778,690 |
|
The Walt Disney Co. 6.38%, 3/1/12 |
|
|
|
|
2,700 |
|
|
|
2,761,655 |
|
Thomson Reuters Corp. 5.95%, 7/15/13 |
|
CA |
|
|
3,000 |
|
|
|
3,241,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,526,165 |
|
|
|
|
|
|
|
|
|
|
|
|
OFFICE EQUIPMENT 0.3% |
|
Xerox Corp. 1.11%, 5/16/14(1) |
|
|
|
|
4,025 |
|
|
|
3,988,437 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL & GAS 1.8% |
|
|
|
|
|
|
|
|
Apache Corp. 6.00%, 9/15/13 |
|
|
|
|
4,000 |
|
|
|
4,376,496 |
|
BP Capital Markets PLC 3.13%, 10/1/15 |
|
GB |
|
|
2,700 |
|
|
|
2,789,856 |
|
Gazprom OAO Via Gaz Capital SA 9.25%, 4/23/19 |
|
LU |
|
|
380 |
|
|
|
440,800 |
|
PC Financial Partnership 5.00%, 11/15/14 |
|
|
|
|
2,650 |
|
|
|
2,874,545 |
|
Shell International Finance BV 1.88%, 3/25/13 |
|
NL |
|
|
5,700 |
|
|
|
5,817,015 |
|
TNK-BP Finance SA |
|
|
|
|
|
|
|
|
|
|
6.63%, 3/20/17 |
|
LU |
|
|
516 |
|
|
|
512,130 |
|
7.50%, 7/18/16 |
|
LU |
|
|
346 |
|
|
|
359,017 |
|
7.88%, 3/13/18 |
|
LU |
|
|
270 |
|
|
|
280,800 |
|
Total Capital Canada Ltd. 1.63%, 1/28/14 |
|
CA |
|
|
3,250 |
|
|
|
3,306,976 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,757,635 |
|
|
|
|
|
|
|
|
|
|
|
|
PERSONAL PRODUCTS 0.4% |
|
The Procter & Gamble Co. 0.70%, 8/15/14 |
|
|
|
|
4,350 |
|
|
|
4,358,861 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 1.7% |
|
Express Scripts, Inc. |
|
|
|
|
|
|
|
|
|
|
5.25%, 6/15/12 |
|
|
|
|
3,075 |
|
|
|
3,157,475 |
|
6.25%, 6/15/14 |
|
|
|
|
900 |
|
|
|
990,640 |
|
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
McKesson Corp. 3.25%, 3/1/16 |
|
|
|
$ |
3,075 |
|
|
$ |
3,241,874 |
|
Medco Health Solutions, Inc. 2.75%, 9/15/15 |
|
|
|
|
2,700 |
|
|
|
2,715,268 |
|
Novartis Capital Corp. 1.90%, 4/24/13 |
|
|
|
|
2,975 |
|
|
|
3,035,892 |
|
Pfizer, Inc. 4.45%, 3/15/12 |
|
|
|
|
3,325 |
|
|
|
3,381,778 |
|
Teva Pharmaceutical Finance III LLC 1.50%, 6/15/12 |
|
|
|
|
3,650 |
|
|
|
3,670,889 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,193,816 |
|
|
|
|
|
|
|
|
|
|
|
|
PIPELINES 0.4% |
|
|
|
|
|
|
|
|
Enterprise Products Operating LLC 7.63%, 2/15/12 |
|
|
|
|
2,475 |
|
|
|
2,527,359 |
|
TransCanada PipeLines Ltd. 8.63%, 5/15/12 |
|
CA |
|
|
1,525 |
|
|
|
1,598,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,125,667 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 0.9% |
|
HCP, Inc. 2.70%, 2/1/14 |
|
|
|
|
1,525 |
|
|
|
1,502,387 |
|
Simon Property Group LP 4.20%, 2/1/15 |
|
|
|
|
3,675 |
|
|
|
3,877,930 |
|
WEA Finance LLC / WCI Finance LLC 5.40%, 10/1/12(2) |
|
|
|
|
4,350 |
|
|
|
4,484,563 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,864,880 |
|
|
|
|
|
|
|
|
|
|
|
|
REFINING 0.6% |
|
|
|
|
|
|
|
|
|
|
Energy Transfer Partners LP 5.65%, 8/1/12 |
|
|
|
|
3,325 |
|
|
|
3,427,144 |
|
XTO Energy, Inc. 5.75%, 12/15/13 |
|
|
|
|
3,175 |
|
|
|
3,526,790 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,953,934 |
|
|
|
|
|
|
|
|
|
|
|
|
RETAIL 0.4% |
|
|
|
|
|
|
|
|
|
|
Wal-Mart Stores, Inc. 3.20%, 5/15/14 |
|
|
|
|
4,000 |
|
|
|
4,250,980 |
|
|
|
|
|
|
|
|
|
|
|
|
SAVINGS & LOANS 0.2% |
|
U.S. Central Federal Credit Union 1.90%, 10/19/12 |
|
|
|
|
2,400 |
|
|
|
2,441,719 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.3% |
|
Intel Corp. 1.95%, 10/1/16 |
|
|
|
|
3,175 |
|
|
|
3,197,908 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 0.8% |
|
|
|
|
|
|
|
|
|
|
Microsoft Corp. 2.95%, 6/1/14 |
|
|
|
|
5,000 |
|
|
|
5,306,615 |
|
Oracle Corp. 4.95%, 4/15/13 |
|
|
|
|
4,100 |
|
|
|
4,363,273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,669,888 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
SPECIAL PURPOSE BANKS 4.2% |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
|
|
0.24%, 6/17/13(1) |
|
DE |
|
$ |
11,900 |
|
|
$ |
11,893,752 |
|
2.50%, 5/28/13 |
|
DE |
|
|
5,500 |
|
|
|
5,680,054 |
|
Landwirtschaftliche Rentenbank |
|
|
|
|
|
|
|
|
|
|
1.88%, 9/24/12 |
|
DE |
|
|
12,300 |
|
|
|
12,464,094 |
|
2.13%, 7/15/16 |
|
DE |
|
|
3,000 |
|
|
|
3,098,745 |
|
3.25%, 3/15/13 |
|
DE |
|
|
9,000 |
|
|
|
9,338,418 |
|
4.13%, 7/15/13 |
|
DE |
|
|
5,200 |
|
|
|
5,515,796 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
47,990,859 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIAL PURPOSE ENTITIES 0.5% |
|
MassMutual Global Funding II 0.86%, 9/27/13(1)(2) |
|
|
|
|
5,300 |
|
|
|
5,321,905 |
|
|
|
|
|
|
|
|
|
|
|
|
TELECOMMUNICATIONS 4.5% |
|
AT&T, Inc. |
|
|
|
|
|
|
|
|
|
|
2.40%, 8/15/16 |
|
|
|
|
7,950 |
|
|
|
8,023,561 |
|
2.95%, 5/15/16 |
|
|
|
|
5,325 |
|
|
|
5,494,867 |
|
Deutsche Telekom International Finance BV 5.88%, 8/20/13 |
|
NL |
|
|
2,675 |
|
|
|
2,861,988 |
|
France Telecom SA 4.38%, 7/8/14 |
|
FR |
|
|
6,000 |
|
|
|
6,402,420 |
|
Rogers Communications, Inc. |
|
|
|
|
|
|
|
|
|
|
5.50%, 3/15/14 |
|
CA |
|
|
625 |
|
|
|
682,914 |
|
6.25%, 6/15/13 |
|
CA |
|
|
2,100 |
|
|
|
2,273,456 |
|
6.38%, 3/1/14 |
|
CA |
|
|
4,250 |
|
|
|
4,717,564 |
|
Telecom Italia Capital 5.25%, 11/15/13 |
|
LU |
|
|
4,175 |
|
|
|
4,080,958 |
|
Telefonica Emisiones SAU 5.86%, 2/4/13 |
|
ES |
|
|
3,500 |
|
|
|
3,562,419 |
|
Verizon Wireless Capital LLC |
|
|
|
|
|
|
|
|
|
|
5.25%, 2/1/12 |
|
|
|
|
4,625 |
|
|
|
4,689,380 |
|
7.38%, 11/15/13 |
|
|
|
|
1,803 |
|
|
|
2,022,106 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
|
|
2.88%, 3/16/16 |
|
GB |
|
|
4,225 |
|
|
|
4,318,474 |
|
5.35%, 2/27/12 |
|
GB |
|
|
3,225 |
|
|
|
3,283,173 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,413,280 |
|
|
|
|
|
|
|
|
|
|
|
|
TOBACCO 0.3% |
|
|
|
|
|
|
|
|
|
|
Philip Morris International, Inc. 4.88%, 5/16/13 |
|
|
|
|
3,750 |
|
|
|
3,978,656 |
|
|
|
|
|
|
|
|
|
|
|
|
TRANSPORTATION 1.3% |
|
|
|
|
|
Burlington Northern Santa Fe Corp. 5.90%, 7/1/12 |
|
|
|
|
4,200 |
|
|
|
4,343,401 |
|
CSX Corp. 5.75%, 3/15/13 |
|
|
|
|
2,450 |
|
|
|
2,604,250 |
|
OeBB Infrastruktur AG 4.63%, 11/21/13 |
|
AT |
|
|
7,700 |
|
|
|
8,266,812 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,214,463 |
|
|
|
|
|
|
|
|
|
|
|
|
UTILITIES 1.6% |
|
|
|
|
|
|
|
|
|
|
Duke Energy Corp. 6.30%, 2/1/14 |
|
|
|
|
5,750 |
|
|
|
6,374,922 |
|
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
MidAmerican Energy Holdings Co. 5.00%, 2/15/14 |
|
|
|
$ |
3,600 |
|
|
$ |
3,876,512 |
|
Progress Energy, Inc. 6.85%, 4/15/12 |
|
|
|
|
3,050 |
|
|
|
3,146,084 |
|
Public Service Co. of Colorado 7.88%, 10/1/12 |
|
|
|
|
1,125 |
|
|
|
1,202,613 |
|
Southern Co. |
|
|
|
|
|
|
|
|
|
|
0.65%, 10/21/11(1) |
|
|
|
|
2,100 |
|
|
|
2,100,426 |
|
4.15%, 5/15/14 |
|
|
|
|
1,400 |
|
|
|
1,492,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,192,664 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Debt Obligations (Cost $584,982,347) |
|
|
|
|
|
|
|
|
590,602,766 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT AGENCY OBLIGATIONS 0.1% |
|
Swedish Housing Finance Corp. 3.13%, 3/23/12(2) (Cost $1,713,913) |
|
SE |
|
|
1,700 |
|
|
|
1,720,614 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS 1.5% |
|
Colombia Government International Bond 4.38%, 7/12/21 |
|
CO |
|
|
3,140 |
|
|
|
3,202,800 |
|
Province of Ontario 1.88%, 11/19/12 |
|
CA |
|
|
14,300 |
|
|
|
14,504,547 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Government Obligations (Cost $17,419,099) |
|
|
|
|
|
|
|
|
17,707,347 |
|
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS 3.2% |
|
New York City, Subseries D 5.07%, 12/1/14 |
|
|
|
|
5,300 |
|
|
|
5,884,378 |
|
New York State Dormitory Authority |
|
|
|
|
|
|
|
|
|
|
1.53%, 3/15/13 |
|
|
|
|
1,060 |
|
|
|
1,070,081 |
|
2.00%, 3/15/14 |
|
|
|
|
719 |
|
|
|
733,653 |
|
North Texas Tollway Authority 2.44%, 9/1/13 |
|
|
|
|
3,975 |
|
|
|
4,083,597 |
|
Pennsylvania Higher Education Assistance Agency 0.85%, 4/25/19(1) |
|
|
|
|
2,702 |
|
|
|
2,703,699 |
|
San Francisco, California City & County Airports Commission 1.87%, 5/1/12 |
|
|
|
|
3,500 |
|
|
|
3,523,905 |
|
South Carolina Student Loan Corp., Series A-1 0.43%, 12/3/18(1) |
|
|
|
|
6,651 |
|
|
|
6,547,044 |
|
State of California 3.95%, 11/1/15 |
|
|
|
|
1,950 |
|
|
|
2,064,621 |
|
State of New Jersey 2.02%, 8/15/14 |
|
|
|
|
5,300 |
|
|
|
5,471,826 |
|
State of Wisconsin 4.80%, 5/1/13 |
|
|
|
|
4,300 |
|
|
|
4,552,840 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Municipal Bonds (Cost $36,158,582) |
|
|
|
|
|
|
|
|
36,635,644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
U.S. GOVERNMENT GUARANTEED NOTES 6.7% |
|
FDIC Structured Sale Guaranteed Notes, Series 2010-S1, Class 1A 0.79%, 2/25/48(1)(2) |
|
|
|
$ |
1,899 |
|
|
$ |
1,902,241 |
|
NCUA Guaranteed Notes, Series 2010-A1, Class A 0.57%, 12/7/20(1) |
|
|
|
|
2,158 |
|
|
|
2,162,338 |
|
NCUA Guaranteed Notes, Series 2010-R1, Class 1A 0.67%, 10/7/20(1) |
|
|
|
|
1,369 |
|
|
|
1,371,389 |
|
NCUA Guaranteed Notes, Series 2010-R1, Class 2A 1.84%, 10/7/20 |
|
|
|
|
661 |
|
|
|
668,890 |
|
NCUA Guaranteed Notes, Series 2010-R2, Class 1A 0.59%, 11/6/17(1) |
|
|
|
|
2,794 |
|
|
|
2,795,365 |
|
NCUA Guaranteed Notes, Series 2011-R1, Class 1A 0.67%, 1/8/20(1) |
|
|
|
|
2,488 |
|
|
|
2,495,407 |
|
NCUA Guaranteed Notes, Series 2011-R3, Class 1A 0.63%, 3/11/20(1) |
|
|
|
|
4,450 |
|
|
|
4,455,407 |
|
NCUA Guaranteed Notes, Series 2011-R4, Class 1A 0.60%, 3/6/20(1) |
|
|
|
|
4,780 |
|
|
|
4,780,444 |
|
NCUA Guaranteed Notes, Series 2011-R5, Class 1A 0.60%, 4/6/20(1) |
|
|
|
|
4,794 |
|
|
|
4,795,112 |
|
NCUA Guaranteed Notes, Series 2011-R6, Class 1A 0.60%, 5/7/20(1) |
|
|
|
|
4,710 |
|
|
|
4,710,396 |
|
TLGP Ally Financial, Inc. 2.20%, 12/19/12 |
|
|
|
|
6,900 |
|
|
|
7,052,235 |
|
TLGP Citigroup Funding, Inc. |
|
|
|
|
|
|
|
|
|
|
1.88%, 10/22/12 |
|
|
|
|
11,300 |
|
|
|
11,478,517 |
|
1.88%, 11/15/12 |
|
|
|
|
4,300 |
|
|
|
4,373,422 |
|
TLGP Citigroup, Inc. 2.13%, 4/30/12 |
|
|
|
|
8,600 |
|
|
|
8,695,030 |
|
TLGP General Electric Capital Corp. 2.20%, 6/8/12 |
|
|
|
|
15,000 |
|
|
|
15,204,450 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Guaranteed Notes (Cost $76,248,748) |
|
|
|
|
|
|
|
|
76,940,643 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS 11.6% |
|
Federal Home Loan Mortgage Corp. |
|
|
|
|
|
|
|
|
|
|
0.38%, 10/30/13 |
|
|
|
|
22,300 |
|
|
|
22,265,480 |
|
3.55%, 11/1/41(3) |
|
|
|
|
6,500 |
|
|
|
6,683,164 |
|
4.50%, 1/15/13(4) |
|
|
|
|
8,200 |
|
|
|
8,637,355 |
|
4.50%, 5/1/23 |
|
|
|
|
10 |
|
|
|
10,700 |
|
5.00%, 3/1/16 |
|
|
|
|
1 |
|
|
|
786 |
|
5.00%, 5/1/16 |
|
|
|
|
2 |
|
|
|
2,009 |
|
5.00%, 9/1/16 |
|
|
|
|
4 |
|
|
|
4,148 |
|
5.00%, 11/1/16 |
|
|
|
|
64 |
|
|
|
68,312 |
|
5.00%, 3/1/18 |
|
|
|
|
1 |
|
|
|
1,062 |
|
5.50%, 1/1/20 |
|
|
|
|
754 |
|
|
|
822,364 |
|
6.50%, 10/1/37 |
|
|
|
|
458 |
|
|
|
518,130 |
|
6.50%, 12/1/38 |
|
|
|
|
275 |
|
|
|
309,010 |
|
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code** |
|
Principal Amount (000) |
|
|
Value |
|
Federal National Mortgage Association |
|
|
|
|
|
|
|
|
|
|
1.13%, 7/25/14 |
|
|
|
$ |
10,000 |
|
|
$ |
10,013,980 |
|
2.80%, 3/1/18 |
|
|
|
|
3,368 |
|
|
|
3,461,925 |
|
3.38%, 11/1/20 |
|
|
|
|
2,183 |
|
|
|
2,270,589 |
|
3.42%, 10/1/20 |
|
|
|
|
1,588 |
|
|
|
1,656,053 |
|
3.50%, 2/1/41 |
|
|
|
|
995 |
|
|
|
1,023,251 |
|
3.63%, 12/1/20 |
|
|
|
|
1,191 |
|
|
|
1,257,714 |
|
3.74%, 6/1/18 |
|
|
|
|
30,062 |
|
|
|
32,204,401 |
|
3.75%, 3/1/18 |
|
|
|
|
4,100 |
|
|
|
4,390,752 |
|
3.84%, 5/1/18 |
|
|
|
|
2,320 |
|
|
|
2,493,369 |
|
4.01%, 9/1/21 |
|
|
|
|
2,100 |
|
|
|
2,260,242 |
|
4.32%, 7/1/21 |
|
|
|
|
19,963 |
|
|
|
21,886,793 |
|
5.50%, 5/1/25 |
|
|
|
|
10,792 |
|
|
|
11,717,024 |
|
6.00%, 3/1/32 |
|
|
|
|
0 |
* |
|
|
81 |
|
6.00%, 5/1/33 |
|
|
|
|
3 |
|
|
|
2,896 |
|
6.00%, 12/1/33 |
|
|
|
|
1 |
|
|
|
1,656 |
|
6.00%, 4/1/35 |
|
|
|
|
2 |
|
|
|
2,087 |
|
6.00%, 2/1/36 |
|
|
|
|
4 |
|
|
|
4,607 |
|
6.00%, 3/1/36 |
|
|
|
|
3 |
|
|
|
3,446 |
|
6.00%, 5/1/36 |
|
|
|
|
1 |
|
|
|
1,387 |
|
6.00%, 6/1/36 |
|
|
|
|
3 |
|
|
|
3,581 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligations (Cost $132,733,673) |
|
|
|
|
|
|
|
|
133,978,354 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 13.0% |
|
U.S. Treasury Inflation Index Bonds 0.63%, 7/15/21 |
|
|
|
|
2,105 |
|
|
|
2,197,048 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
|
|
0.38%, 8/31/12 |
|
|
|
|
15,000 |
|
|
|
15,027,540 |
|
0.38%, 10/31/12 |
|
|
|
|
24,500 |
|
|
|
24,550,715 |
|
0.63%, 7/31/12 |
|
|
|
|
86,600 |
|
|
|
86,931,678 |
|
0.63%, 1/31/13 |
|
|
|
|
1,400 |
|
|
|
1,407,656 |
|
1.38%, 1/15/13 |
|
|
|
|
20,400 |
|
|
|
20,700,431 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $150,374,434) |
|
|
|
|
|
|
|
|
150,815,068 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
SHORT TERM INVESTMENTS 2.1% |
|
MUTUAL FUNDS 2.1% |
|
State Street Institutional Liquid Reserves Fund (Cost $24,444,421) |
|
|
|
|
24,444,421 |
|
|
|
24,444,421 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 100.1% (Cost $1,146,522,950) |
|
|
|
1,156,662,591 |
|
Liabilities in excess of other assets (0.1)% |
|
|
|
|
|
|
|
|
(819,390 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
1,155,843,201 |
|
|
|
|
|
|
|
|
|
|
|
|
FDIC |
Federal Deposit Insurance Corporation |
FHLMC |
Federal Home Loan Mortgage Corporation |
NCUA |
National Credit Union Administration
|
TLGP |
Temporary Liquidity Guarantee Program. Under the Temporary Liquidity Guarantee Program, the Federal Deposit Insurance Corporation guarantees principal and interest in
the event of payment default or bankruptcy until the earlier of maturity date of the debt or until June 30, 2012. |
* |
Amount is less than $500. |
** |
Unless otherwise noted the issuer country code for all securities is United States. |
(1) |
Variable rate security. The interest rate shown reflects the rate in effect at the period end. |
(2) |
Eligible for resale under rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified
institutional buyers. At the period end, the value of these securities amounted to $175,961,512, representing 15.2% of net assets. |
(3) |
Security (or a portion thereof) has been purchased on a delayed delivery or when-issued basis.
|
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(4) |
At the period end, securities (or portions thereof) with an aggregate market value of $1,580,004 have been pledged to cover margin requirements for the following open
futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Contracts |
|
|
Aggregate Face Value ($) |
|
|
Aggregate Notional Value ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Short |
|
U.S. Treasury 10 Year Note December Futures |
|
|
12/20/11 |
|
|
|
503 |
|
|
|
64,974,749 |
|
|
|
65,437,157 |
|
|
|
(462,408 |
) |
Long |
|
U.S. Treasury 2 Year Note December Futures |
|
|
12/30/11 |
|
|
|
1,765 |
|
|
|
389,130,432 |
|
|
|
388,658,517 |
|
|
|
(471,915 |
) |
Short |
|
U.S. Treasury 30 Year Bond December Futures |
|
|
12/20/11 |
|
|
|
526 |
|
|
|
73,697,426 |
|
|
|
75,020,750 |
|
|
|
(1,323,324 |
) |
Long |
|
U.S. Treasury 5 Year Note December Futures |
|
|
12/30/11 |
|
|
|
450 |
|
|
|
55,102,085 |
|
|
|
55,117,969 |
|
|
|
15,884 |
|
Long |
|
Ultra Long U.S. Treasury Bond December Futures |
|
|
12/20/11 |
|
|
|
69 |
|
|
|
10,492,069 |
|
|
|
10,945,125 |
|
|
|
453,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized depreciation |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1,788,707 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SCSM GOLDMAN SACHS SHORT DURATION FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(5) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs
(Level 2) |
|
|
Significant Unobservable Inputs (Level
3) |
|
|
Total |
|
Asset Backed Securities |
|
$ |
|
|
|
$ |
79,447,662 |
|
|
$ |
|
|
|
$ |
79,447,662 |
|
Collateralized Mortgage Obligations |
|
|
|
|
|
|
39,981,259 |
|
|
|
|
|
|
|
39,981,259 |
|
Convertible Bonds (a) |
|
|
|
|
|
|
4,388,813 |
|
|
|
|
|
|
|
4,388,813 |
|
Corporate Debt Obligations (a) |
|
|
|
|
|
|
590,602,766 |
|
|
|
|
|
|
|
590,602,766 |
|
Foreign Government Agency Obligations |
|
|
|
|
|
|
1,720,614 |
|
|
|
|
|
|
|
1,720,614 |
|
Foreign Government Obligations |
|
|
|
|
|
|
17,707,347 |
|
|
|
|
|
|
|
17,707,347 |
|
Municipal Bonds |
|
|
|
|
|
|
36,635,644 |
|
|
|
|
|
|
|
36,635,644 |
|
U.S. Government Guaranteed Notes |
|
|
|
|
|
|
76,940,643 |
|
|
|
|
|
|
|
76,940,643 |
|
U.S. Government Agency Obligations |
|
|
|
|
|
|
133,978,354 |
|
|
|
|
|
|
|
133,978,354 |
|
U.S. Treasury Obligations |
|
|
150,815,068 |
|
|
|
|
|
|
|
|
|
|
|
150,815,068 |
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mutual Funds |
|
|
24,444,421 |
|
|
|
|
|
|
|
|
|
|
|
24,444,421 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
|
175,259,489 |
|
|
|
981,403,102 |
|
|
|
|
|
|
|
1,156,662,591 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
|
468,940 |
|
|
|
|
|
|
|
|
|
|
|
468,940 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
468,940 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
468,940 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs
(Level 2) |
|
|
Significant Unobservable Inputs (Level
3) |
|
|
Total |
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
$ |
(2,257,647 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(2,257,647 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
(2,257,647 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(2,257,647 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizatons. |
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
ASSET BACKED SECURITIES 0.2% |
|
Credit-Based Asset Servicing and Securitization LLC, Series 2007-CB1, Class AF1A 0.30%, 1/25/37(1) |
|
|
|
$ |
22 |
|
|
$ |
4,623 |
|
Credit-Based Asset Servicing and Securitization LLC, Series 2007-CB1, Class AF2 5.47%, 1/25/37(2) |
|
|
|
|
294 |
|
|
|
113,880 |
|
Lehman XS Trust, Series 2005-7N, Class 3A1 0.51%, 12/25/35(1) |
|
|
|
|
275 |
|
|
|
135,948 |
|
SACO I Trust, Series 2005-2, Class A 0.63%, 4/25/35(1)(3) |
|
|
|
|
20 |
|
|
|
7,583 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $191,292) |
|
|
|
|
|
|
|
|
262,034 |
|
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE OBLIGATIONS 1.9% |
|
Banc of America Alternative Loan Trust, Series 2005-4, Class CB6 0.63%, 5/25/35(1) |
|
|
|
|
41 |
|
|
|
27,257 |
|
Banc of America Funding Corp., Series 2006-A, Class 3A2 2.85%, 2/20/36(1) |
|
|
|
|
339 |
|
|
|
175,017 |
|
Banc of America Funding Corp., Series 2006-B, Class 2A1 2.86%, 3/20/36(1) |
|
|
|
|
126 |
|
|
|
84,570 |
|
Countrywide Alternative Loan Trust, Series 2005-43, Class 4A3 5.31%, 10/25/35(1) |
|
|
|
|
48 |
|
|
|
28,545 |
|
Countrywide Alternative Loan Trust, Series 2006-0A2, Class A5 0.46%, 5/20/46(1) |
|
|
|
|
53 |
|
|
|
21,462 |
|
Countrywide Home Loan Mortgage Pass Through Trust, Series 2005-2, Class 2A1 0.55%, 3/25/35(1) |
|
|
|
|
73 |
|
|
|
43,882 |
|
Countrywide Home Loan Mortgage Pass Through Trust, Series 2005-2, Class A1A 0.55%, 3/25/35(1) |
|
|
|
|
43 |
|
|
|
21,346 |
|
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-6, Class 1A3 5.50%, 12/25/35 |
|
|
|
|
29 |
|
|
|
20,880 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Downey Savings & Loan Association Mortgage Loan Trust, Series 2005-AR1, Class 2A1A 0.48%, 3/19/45(1) |
|
|
|
$ |
17 |
|
|
$ |
11,157 |
|
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA2, Class 1A5 6.00%, 5/25/36 |
|
|
|
|
35 |
|
|
|
25,265 |
|
Harborview Mortgage Loan Trust, Series 2006-1, Class 2A1A 0.47%, 3/19/36(1) |
|
|
|
|
395 |
|
|
|
229,463 |
|
IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 1A2 6.00%, 7/25/37 |
|
|
|
|
235 |
|
|
|
179,064 |
|
IndyMac INDEX Mortgage Loan Trust, Series 2005-AR13, Class 4A1 2.47%, 8/25/35(1) |
|
|
|
|
33 |
|
|
|
23,937 |
|
IndyMac INDEX Mortgage Loan Trust, Series 2005-AR15, Class A1 4.93%, 9/25/35(1) |
|
|
|
|
47 |
|
|
|
36,065 |
|
JP Morgan Mortgage Trust, Series 2007-S3, Class 1A97 6.00%, 8/25/37 |
|
|
|
|
58 |
|
|
|
49,940 |
|
MortgageIT Trust, Series 2005-1, Class 1A1 0.55%, 2/25/35(1) |
|
|
|
|
258 |
|
|
|
196,842 |
|
Residential Accredit Loans, Inc., Series 2006-Q010, Class A1 0.39%, 1/25/37(1) |
|
|
|
|
544 |
|
|
|
309,547 |
|
Residential Accredit Loans, Inc., Series 2006-QA2, Class 3A1 5.50%, 2/25/36(1) |
|
|
|
|
263 |
|
|
|
136,309 |
|
Residential Asset Securitization Trust, Series 2006-R1, Class A2 0.63%, 1/25/46(1) |
|
|
|
|
1,869 |
|
|
|
786,380 |
|
Residential Asset Securitization Trust, Series 2007-A5, Class 2A3 6.00%, 5/25/37 |
|
|
|
|
52 |
|
|
|
41,222 |
|
Structured Asset Mortgage Investments, Inc., Series 2005-AR6, Class 2A1 0.54%, 9/25/45(1) |
|
|
|
|
28 |
|
|
|
15,880 |
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Wamu Mortgage Pass-Through Certificates, Series 2006-AR12, Class 1A2 5.93%, 10/25/36(1) |
|
|
|
$ |
398 |
|
|
$ |
268,204 |
|
Wamu Mortgage Pass-Through Certificates, Series 2006-AR12, Class 2A3 5.68%, 10/25/36(1) |
|
|
|
|
83 |
|
|
|
61,486 |
|
Wamu Mortgage Pass-Through Certificates, Series 2006-AR16, Class 1A1 5.24%, 12/25/36(1) |
|
|
|
|
142 |
|
|
|
97,352 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Collateralized Mortgage Obligations (Cost $2,344,684) |
|
|
|
|
|
|
|
|
2,891,072 |
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE DEBT OBLIGATIONS 90.3% |
|
ADVERTISING 0.6% |
|
|
|
|
|
|
|
|
Affinion Group, Inc. 7.88%, 12/15/18 |
|
|
|
|
500 |
|
|
|
385,000 |
|
Lamar Media Corp. 7.88%, 4/15/18 |
|
|
|
|
250 |
|
|
|
250,000 |
|
Visant Corp. 10.00%, 10/1/17 |
|
|
|
|
375 |
|
|
|
346,875 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
981,875 |
|
|
|
|
|
|
|
|
|
|
|
|
AEROSPACE & DEFENSE 1.1% |
|
Alliant Techsystems, Inc. 6.88%, 9/15/20 |
|
|
|
|
250 |
|
|
|
250,000 |
|
BE Aerospace, Inc. 6.88%, 10/1/20 |
|
|
|
|
250 |
|
|
|
260,625 |
|
Esterline Technologies Corp. 7.00%, 8/1/20 |
|
|
|
|
375 |
|
|
|
385,312 |
|
TransDigm, Inc. 7.75%, 12/15/18 |
|
|
|
|
750 |
|
|
|
763,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,659,062 |
|
|
|
|
|
|
|
|
|
|
|
|
AGRICULTURAL 0.1% |
|
Brickman Group Holdings, Inc. 9.13%, 11/1/18(3) |
|
|
|
|
250 |
|
|
|
217,500 |
|
|
|
|
|
|
|
|
|
|
|
|
AIRLINES 0.8% |
|
|
|
|
|
|
|
|
|
|
Continental Airlines, Inc. 7.75%, 7/2/14 |
|
|
|
|
184 |
|
|
|
183,549 |
|
Delta Air Lines, Inc. 9.50%, 9/15/14(3) |
|
|
|
|
449 |
|
|
|
462,470 |
|
United Air Lines, Inc. 9.75%, 1/15/17 |
|
|
|
|
534 |
|
|
|
584,298 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,230,317 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOBILES & COMPONENTS 0.5% |
|
Exide Technologies 8.63%, 2/1/18 |
|
|
|
|
500 |
|
|
|
465,000 |
|
Hyva Global BV 8.63%, 3/24/16(3) |
|
NL |
|
|
250 |
|
|
|
197,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Oshkosh Corp. |
|
|
|
|
|
|
|
|
|
|
8.25%, 3/1/17 |
|
|
|
$ |
50 |
|
|
$ |
48,500 |
|
8.50%, 3/1/20 |
|
|
|
|
50 |
|
|
|
48,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
759,500 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOTIVE 3.7% |
|
|
|
|
|
|
|
|
Allison Transmission, Inc. 7.13%, 5/15/19(3) |
|
|
|
|
200 |
|
|
|
181,000 |
|
Arvinmeritor, Inc. 8.13%, 9/15/15 |
|
|
|
|
105 |
|
|
|
92,925 |
|
Commercial Vehicle Group, Inc. 7.88%, 4/15/19(3) |
|
|
|
|
200 |
|
|
|
183,000 |
|
Conti-Gummi Finance BV |
|
|
|
|
|
|
|
|
|
|
7.13%, 10/15/18 |
|
NL |
|
|
250 |
|
|
|
310,654 |
|
7.50%, 9/15/17 |
|
NL |
|
|
100 |
|
|
|
126,606 |
|
8.50%, 7/15/15 |
|
NL |
|
|
75 |
|
|
|
102,993 |
|
Cooper-Standard Automotive, Inc. 8.50%, 5/1/18 |
|
|
|
|
375 |
|
|
|
382,500 |
|
Ford Motor Credit Co. LLC |
|
|
|
|
|
|
|
|
|
|
6.63%, 8/15/17 |
|
|
|
|
500 |
|
|
|
520,654 |
|
7.00%, 10/1/13 |
|
|
|
|
165 |
|
|
|
173,269 |
|
7.50%, 8/1/12 |
|
|
|
|
125 |
|
|
|
127,485 |
|
8.00%, 12/15/16 |
|
|
|
|
1,000 |
|
|
|
1,091,210 |
|
8.13%, 1/15/20 |
|
|
|
|
225 |
|
|
|
255,252 |
|
12.00%, 5/15/15 |
|
|
|
|
1,000 |
|
|
|
1,200,000 |
|
Pittsburgh Glass Works LLC 8.50%, 4/15/16(3) |
|
|
|
|
175 |
|
|
|
161,000 |
|
The Goodyear Tire & Rubber Co. |
|
|
|
|
|
|
|
|
|
|
8.25%, 8/15/20 |
|
|
|
|
300 |
|
|
|
305,250 |
|
10.50%, 5/15/16 |
|
|
|
|
65 |
|
|
|
70,363 |
|
TRW Automotive, Inc. 7.25%, 3/15/17(3) |
|
|
|
|
500 |
|
|
|
525,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,809,161 |
|
|
|
|
|
|
|
|
|
|
|
|
BANKS 6.4% |
|
|
|
|
|
|
|
|
|
|
Ally Financial, Inc. |
|
|
|
|
|
|
|
|
|
|
0.00%, 6/15/15(4) |
|
|
|
|
500 |
|
|
|
357,500 |
|
4.50%, 2/11/14 |
|
|
|
|
1,000 |
|
|
|
915,000 |
|
6.25%, 12/1/17 |
|
|
|
|
250 |
|
|
|
217,778 |
|
7.50%, 9/15/20 |
|
|
|
|
250 |
|
|
|
226,250 |
|
8.00%, 11/1/31 |
|
|
|
|
770 |
|
|
|
702,494 |
|
8.30%, 2/12/15 |
|
|
|
|
250 |
|
|
|
247,188 |
|
BAC Capital Trust VI 5.63%, 3/8/35 |
|
|
|
|
100 |
|
|
|
71,606 |
|
Bank of America Corp. Capital Trust VII 5.25%, 8/10/35 |
|
|
|
|
650 |
|
|
|
598,030 |
|
Barclays Bank PLC 14.00%, 6/15/19(1) |
|
GB |
|
|
400 |
|
|
|
649,023 |
|
Citigroup Capital XXI 8.30%, 12/21/57(1) |
|
|
|
|
200 |
|
|
|
196,000 |
|
Credit Agricole SA 8.38%, 10/13/19(1)(3) |
|
FR |
|
|
750 |
|
|
|
590,625 |
|
HBOS PLC 6.75%, 5/21/18(3) |
|
GB |
|
|
2,100 |
|
|
|
1,790,380 |
|
Intesa Sanpaolo SpA 8.05%, 6/20/18(1) |
|
IT |
|
|
400 |
|
|
|
352,354 |
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
NB Capital Trust IV 8.25%, 4/15/27 |
|
|
|
$ |
100 |
|
|
$ |
92,750 |
|
Rabobank Nederland Boerenleenbank BA 11.00%, 6/30/19(1)(3) |
|
NL |
|
|
600 |
|
|
|
721,500 |
|
RBS Capital Trust 6.47%, 6/30/12(5) |
|
|
|
|
50 |
|
|
|
30,513 |
|
Regions Bank 7.50%, 5/15/18 |
|
|
|
|
175 |
|
|
|
173,031 |
|
Regions Financial Corp. 7.38%, 12/10/37 |
|
|
|
|
1,000 |
|
|
|
820,000 |
|
Royal Bank of Scotland Group PLC 7.65%, 9/30/31(1) |
|
GB |
|
|
375 |
|
|
|
243,750 |
|
Societe Generale 5.92%, 4/15/17(1)(3) |
|
FR |
|
|
150 |
|
|
|
87,909 |
|
Wachovia Capital Trust III 5.57%, 11/17/11(1) |
|
|
|
|
1,000 |
|
|
|
820,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,903,681 |
|
|
|
|
|
|
|
|
|
|
|
|
BIOTECHNOLOGY 0.2% |
|
STHI Holding Corp. 8.00%, 3/15/18(3) |
|
|
|
|
350 |
|
|
|
337,750 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING & CONSTRUCTION 0.3% |
|
Aguila 3 SA 7.88%, 1/31/18(3) |
|
LU |
|
|
450 |
|
|
|
409,500 |
|
|
|
|
|
|
|
|
|
|
|
|
BUILDING MATERIALS 1.5% |
|
Associated Materials LLC 9.13%, 11/1/17 |
|
|
|
|
500 |
|
|
|
405,000 |
|
Building Materials Corp. of America |
|
|
|
|
|
|
|
|
|
|
6.75%, 5/1/21(3) |
|
|
|
|
250 |
|
|
|
237,500 |
|
6.88%, 8/15/18(3) |
|
|
|
|
100 |
|
|
|
97,000 |
|
7.50%, 3/15/20(3) |
|
|
|
|
250 |
|
|
|
250,000 |
|
Calcipar SA 6.88%, 5/1/18(3) |
|
LU |
|
|
200 |
|
|
|
173,000 |
|
Cemex SAB de CV 9.00%, 1/11/18(3) |
|
MX |
|
|
500 |
|
|
|
338,750 |
|
Grohe Holding Gmbh 5.53%, 9/15/17(1) |
|
DE |
|
|
100 |
|
|
|
120,577 |
|
Masonite International Corp. 8.25%, 4/15/21(3) |
|
CA |
|
|
500 |
|
|
|
451,250 |
|
Roofing Supply Group LLC 8.63%, 12/1/17(3) |
|
|
|
|
150 |
|
|
|
141,375 |
|
Xefin Lux SCA 8.00%, 6/1/18 |
|
LU |
|
|
100 |
|
|
|
118,903 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,333,355 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 4.9% |
|
Basell Finance Co. BV 8.10%, 3/15/27(3) |
|
NL |
|
|
300 |
|
|
|
327,000 |
|
Celanese US Holdings LLC |
|
|
|
|
|
|
|
|
|
|
5.88%, 6/15/21 |
|
|
|
|
250 |
|
|
|
246,250 |
|
6.63%, 10/15/18 |
|
|
|
|
125 |
|
|
|
129,219 |
|
CF Industries, Inc. |
|
|
|
|
|
|
|
|
|
|
6.88%, 5/1/18 |
|
|
|
|
250 |
|
|
|
279,062 |
|
7.13%, 5/1/20 |
|
|
|
|
125 |
|
|
|
142,344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Chemtura Corp. 7.88%, 9/1/18 |
|
|
|
$ |
200 |
|
|
$ |
196,000 |
|
Hexion US Finance Corp. |
|
|
|
|
|
|
|
|
|
|
8.88%, 2/1/18 |
|
|
|
|
750 |
|
|
|
618,750 |
|
9.00%, 11/15/20 |
|
|
|
|
750 |
|
|
|
549,375 |
|
Huntsman International LLC |
|
|
|
|
|
|
|
|
|
|
8.63%, 3/15/20 |
|
|
|
|
400 |
|
|
|
389,000 |
|
8.63%, 3/15/21 |
|
|
|
|
100 |
|
|
|
95,750 |
|
Ineos Finance PLC |
|
|
|
|
|
|
|
|
|
|
9.00%, 5/15/15(3) |
|
GB |
|
|
500 |
|
|
|
475,000 |
|
9.25%, 5/15/15 |
|
GB |
|
|
125 |
|
|
|
155,746 |
|
Ineos Group Holdings PLC 7.88%, 2/15/16 |
|
GB |
|
|
750 |
|
|
|
688,296 |
|
Kinove German Bondco GmbH 9.63%, 6/15/18(3) |
|
DE |
|
|
350 |
|
|
|
316,750 |
|
Lyondell Chemical Co. |
|
|
|
|
|
|
|
|
|
|
8.00%, 11/1/17(3) |
|
|
|
|
606 |
|
|
|
652,965 |
|
11.00%, 5/1/18 |
|
|
|
|
350 |
|
|
|
378,000 |
|
Nalco Co. 6.63%, 1/15/19(3) |
|
|
|
|
500 |
|
|
|
547,500 |
|
Oxea Finance |
|
|
|
|
|
|
|
|
|
|
9.50%, 7/15/17(3) |
|
LU |
|
|
237 |
|
|
|
230,483 |
|
9.63%, 7/15/17 |
|
LU |
|
|
238 |
|
|
|
302,281 |
|
Rain CII Carbon LLC 8.00%, 12/1/18(3) |
|
|
|
|
150 |
|
|
|
150,000 |
|
Rhodia SA 6.88%, 9/15/20(3) |
|
FR |
|
|
250 |
|
|
|
287,500 |
|
Styrolution GmbH 7.63%, 5/15/16 |
|
DE |
|
|
250 |
|
|
|
242,830 |
|
Vertellus Specialties, Inc. 9.38%, 10/1/15(3) |
|
|
|
|
200 |
|
|
|
175,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,575,101 |
|
|
|
|
|
|
|
|
|
|
|
|
COAL 1.2% |
|
|
|
|
|
|
|
|
|
|
Arch Coal, Inc. |
|
|
|
|
|
|
|
|
|
|
7.00%, 6/15/19(3) |
|
|
|
|
250 |
|
|
|
237,500 |
|
7.25%, 10/1/20 |
|
|
|
|
100 |
|
|
|
96,000 |
|
7.25%, 6/15/21(3) |
|
|
|
|
250 |
|
|
|
240,625 |
|
CONSOL Energy, Inc. |
|
|
|
|
|
|
|
|
|
|
6.38%, 3/1/21(3) |
|
|
|
|
150 |
|
|
|
144,750 |
|
8.00%, 4/1/17 |
|
|
|
|
750 |
|
|
|
783,750 |
|
8.25%, 4/1/20 |
|
|
|
|
250 |
|
|
|
263,125 |
|
Peabody Energy Corp. 6.50%, 9/15/20 |
|
|
|
|
100 |
|
|
|
105,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,870,875 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL SERVICES 1.5% |
|
Catalent Pharma Solutions, Inc. 9.50%, 4/15/15(6) |
|
|
|
|
500 |
|
|
|
456,250 |
|
CDRT Merger Sub, Inc. 8.13%, 6/1/19(3) |
|
|
|
|
250 |
|
|
|
231,250 |
|
Interactive Data Corp. 10.25%, 8/1/18 |
|
|
|
|
250 |
|
|
|
268,750 |
|
Iron Mountain, Inc. 8.00%, 6/15/20 |
|
|
|
|
250 |
|
|
|
251,250 |
|
Live Nation Entertainment, Inc. 8.13%, 5/15/18(3) |
|
|
|
|
225 |
|
|
|
216,000 |
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
PHH Corp. 9.25%, 3/1/16 |
|
|
|
$ |
100 |
|
|
$ |
102,750 |
|
Seminole Indian Tribe of Florida 7.75%, 10/1/17(3) |
|
|
|
|
75 |
|
|
|
75,375 |
|
The Hertz Corp. |
|
|
|
|
|
|
|
|
|
|
6.75%, 4/15/19 |
|
|
|
|
500 |
|
|
|
453,750 |
|
7.38%, 1/15/21 |
|
|
|
|
250 |
|
|
|
228,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,283,812 |
|
|
|
|
|
|
|
|
|
|
|
|
COMPUTER & PERIPHERALS 1.3% |
|
Aramark Corp. |
|
|
|
|
|
|
|
|
|
|
3.75%, 2/1/15(1) |
|
|
|
|
525 |
|
|
|
485,625 |
|
8.50%, 2/1/15 |
|
|
|
|
75 |
|
|
|
75,938 |
|
Brocade Communications Systems, Inc. |
|
|
|
|
|
|
|
|
|
|
6.63%, 1/15/18 |
|
|
|
|
100 |
|
|
|
101,750 |
|
6.88%, 1/15/20 |
|
|
|
|
250 |
|
|
|
255,312 |
|
SunGard Data Systems, Inc. |
|
|
|
|
|
|
|
|
|
|
7.38%, 11/15/18 |
|
|
|
|
325 |
|
|
|
302,250 |
|
7.63%, 11/15/20 |
|
|
|
|
250 |
|
|
|
232,500 |
|
10.63%, 5/15/15 |
|
|
|
|
500 |
|
|
|
521,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,974,625 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER PRODUCTS 1.6% |
|
Armored Autogroup, Inc. 9.25%, 11/1/18(3) |
|
|
|
|
250 |
|
|
|
200,625 |
|
Central Garden and Pet Co. 8.25%, 3/1/18 |
|
|
|
|
375 |
|
|
|
358,125 |
|
Diversey, Inc. 8.25%, 11/15/19 |
|
|
|
|
500 |
|
|
|
596,250 |
|
Jarden Corp. |
|
|
|
|
|
|
|
|
|
|
7.50%, 5/1/17 |
|
|
|
|
500 |
|
|
|
510,000 |
|
8.00%, 5/1/16 |
|
|
|
|
250 |
|
|
|
264,062 |
|
Spectrum Brands Holdings, Inc. 9.50%, 6/15/18 |
|
|
|
|
500 |
|
|
|
532,500 |
|
The Scotts Miracle-Gro Co. 7.25%, 1/15/18 |
|
|
|
|
50 |
|
|
|
50,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,512,312 |
|
|
|
|
|
|
|
|
|
|
|
|
CONSUMER SERVICES 0.3% |
|
WMG Acquisition Corp. 9.50%, 6/15/16 |
|
|
|
|
500 |
|
|
|
506,250 |
|
|
|
|
|
|
|
|
|
|
|
|
CONTAINERS & GLASS 1.9% |
|
ARD Finance SA 11.13%, 6/1/18(3)(6) |
|
LU |
|
|
200 |
|
|
|
153,780 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
|
|
7.38%, 10/15/17 |
|
IE |
|
|
200 |
|
|
|
249,863 |
|
9.25%, 10/15/20 |
|
IE |
|
|
100 |
|
|
|
104,501 |
|
Berry Plastics Corp. |
|
|
|
|
|
|
|
|
|
|
5.00%, 2/15/15(1) |
|
|
|
|
445 |
|
|
|
411,625 |
|
9.50%, 5/15/18 |
|
|
|
|
500 |
|
|
|
425,000 |
|
Crown Americas LLC 7.63%, 5/15/17 |
|
|
|
|
150 |
|
|
|
158,625 |
|
Crown European Holdings SA 7.13%, 8/15/18 |
|
FR |
|
|
50 |
|
|
|
64,978 |
|
Graham Packaging Co. LP 8.25%, 10/1/18 |
|
|
|
|
100 |
|
|
|
100,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Graphic Packaging International, Inc. 7.88%, 10/1/18 |
|
|
|
$ |
500 |
|
|
$ |
512,500 |
|
OI European Group B.V. 6.88%, 3/31/17 |
|
NL |
|
|
50 |
|
|
|
63,303 |
|
Owens-Brockway Glass Container, Inc. 7.38%, 5/15/16 |
|
|
|
|
25 |
|
|
|
26,000 |
|
Packaging Dynamics Corp. 8.75%, 2/1/16(3) |
|
|
|
|
150 |
|
|
|
147,000 |
|
Sealed Air Corp. |
|
|
|
|
|
|
|
|
|
|
8.13%, 9/15/19(3)(7) |
|
|
|
|
250 |
|
|
|
252,500 |
|
8.38%, 9/15/21(3)(7) |
|
|
|
|
250 |
|
|
|
252,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,922,675 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 0.1% |
|
CMS Energy Corp. 8.75%, 6/15/19 |
|
|
|
|
150 |
|
|
|
174,832 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRONICS 0.3% |
|
NXP BV 3.00%, 10/15/13(1) |
|
NL |
|
|
435 |
|
|
|
420,863 |
|
|
|
|
|
|
|
|
|
|
|
|
ENERGY 0.2% |
|
Covanta Holding Corp. 7.25%, 12/1/20 |
|
|
|
|
100 |
|
|
|
99,808 |
|
Headwaters, Inc. 7.63%, 4/1/19 |
|
|
|
|
350 |
|
|
|
267,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
367,558 |
|
|
|
|
|
|
|
|
|
|
|
|
FINANCIALS 5.4% |
|
|
|
|
|
|
|
|
CIT Group, Inc. |
|
|
|
|
|
|
|
|
|
|
7.00%, 5/1/14 |
|
|
|
|
90 |
|
|
|
91,642 |
|
7.00%, 5/1/15 |
|
|
|
|
661 |
|
|
|
655,549 |
|
7.00%, 5/1/16 |
|
|
|
|
1,500 |
|
|
|
1,454,844 |
|
7.00%, 5/1/17 |
|
|
|
|
641 |
|
|
|
621,944 |
|
E*Trade Financial Corp. 6.75%, 6/1/16 |
|
|
|
|
100 |
|
|
|
99,750 |
|
FCE Bank PLC 7.13%, 1/15/13 |
|
GB |
|
|
500 |
|
|
|
683,272 |
|
International Lease Finance Corp. |
|
|
|
|
|
|
|
|
|
|
6.25%, 5/15/19 |
|
|
|
|
200 |
|
|
|
173,838 |
|
6.63%, 11/15/13 |
|
|
|
|
100 |
|
|
|
97,000 |
|
7.13%, 9/1/18(3) |
|
|
|
|
500 |
|
|
|
501,875 |
|
8.25%, 12/15/20 |
|
|
|
|
400 |
|
|
|
392,000 |
|
8.63%, 9/15/15 |
|
|
|
|
750 |
|
|
|
744,375 |
|
8.75%, 3/15/17 |
|
|
|
|
475 |
|
|
|
477,375 |
|
Pinafore LLC 9.00%, 10/1/18(3) |
|
|
|
|
900 |
|
|
|
922,500 |
|
Pinnacle Foods Finance LLC 8.25%, 9/1/17 |
|
|
|
|
500 |
|
|
|
487,500 |
|
SLM Corp., Series A |
|
|
|
|
|
|
|
|
|
|
8.00%, 3/25/20 |
|
|
|
|
150 |
|
|
|
148,080 |
|
8.45%, 6/15/18 |
|
|
|
|
360 |
|
|
|
374,461 |
|
Springleaf Finance Corp. 6.90%, 12/15/17 |
|
|
|
|
250 |
|
|
|
180,000 |
|
UPCB Finance Ltd. 7.63%, 1/15/20 |
|
KY |
|
|
250 |
|
|
|
311,492 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,417,497 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
FOOD, BEVERAGES & RESTAURANTS 2.2% |
|
Bumble Bee Acquisition Corp. 9.00%, 12/15/17(3) |
|
|
|
$ |
250 |
|
|
$ |
235,000 |
|
Bumble Bee Holding Co. SCA 9.63%, 3/15/18(3)(6) |
|
|
|
|
250 |
|
|
|
200,625 |
|
Constellation Brands, Inc. 7.25%, 5/15/17 |
|
|
|
|
150 |
|
|
|
157,500 |
|
Cott Beverages, Inc. 8.13%, 9/1/18 |
|
|
|
|
250 |
|
|
|
255,000 |
|
Del Monte Foods Co. 7.63%, 2/15/19(3) |
|
|
|
|
500 |
|
|
|
422,500 |
|
Michael Foods, Inc. 9.75%, 7/15/18 |
|
|
|
|
500 |
|
|
|
516,250 |
|
Pilgrims Pride Corp. 7.88%, 12/15/18(3) |
|
|
|
|
350 |
|
|
|
266,875 |
|
Refresco Group BV 7.38%, 5/15/18 |
|
NL |
|
|
100 |
|
|
|
118,568 |
|
Simmons Foods, Inc. 10.50%, 11/1/17(3) |
|
|
|
|
125 |
|
|
|
108,125 |
|
Smithfield Foods, Inc. 7.75%, 7/1/17 |
|
|
|
|
500 |
|
|
|
513,750 |
|
TreeHouse Foods, Inc. 7.75%, 3/1/18 |
|
|
|
|
250 |
|
|
|
258,750 |
|
U.S. Foodservice 8.50%, 6/30/19(3) |
|
|
|
|
500 |
|
|
|
451,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,504,193 |
|
|
|
|
|
|
|
|
|
|
|
|
GAMING 2.4% |
|
Ameristar Casinos, Inc. 7.50%, 4/15/21(3) |
|
|
|
|
500 |
|
|
|
483,750 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
|
|
7.63%, 1/15/17 |
|
|
|
|
1,250 |
|
|
|
1,071,875 |
|
9.00%, 3/15/20 |
|
|
|
|
250 |
|
|
|
259,687 |
|
10.38%, 5/15/14 |
|
|
|
|
750 |
|
|
|
818,437 |
|
11.13%, 11/15/17 |
|
|
|
|
175 |
|
|
|
192,063 |
|
Seneca Gaming Corp. 8.25%, 12/1/18(3) |
|
|
|
|
125 |
|
|
|
120,313 |
|
Wynn Las Vegas Capital Corp. |
|
|
|
|
|
|
|
|
|
|
7.75%, 8/15/20 |
|
|
|
|
250 |
|
|
|
262,500 |
|
7.88%, 11/1/17 |
|
|
|
|
500 |
|
|
|
523,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,732,375 |
|
|
|
|
|
|
|
|
|
|
|
|
GAS & PIPELINE UTILITIES 0.5% |
|
Enterprise Products Operating LP 8.38%, 8/1/66(1) |
|
|
|
|
750 |
|
|
|
777,188 |
|
HEALTH CARE 4.4% |
|
American Renal Holdings 8.38%, 5/15/18 |
|
|
|
|
100 |
|
|
|
100,500 |
|
Capella Healthcare, Inc. 9.25%, 7/1/17(3) |
|
|
|
|
250 |
|
|
|
237,500 |
|
Community Health Systems, Inc. 8.88%, 7/15/15 |
|
|
|
|
1,250 |
|
|
|
1,228,125 |
|
DaVita, Inc. 6.38%, 11/1/18 |
|
|
|
|
175 |
|
|
|
168,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
6.63%, 11/1/20 |
|
|
|
$ |
250 |
|
|
$ |
240,000 |
|
DJO Finance LLC |
|
|
|
|
|
|
|
|
|
|
7.75%, 4/15/18(3) |
|
|
|
|
500 |
|
|
|
427,500 |
|
9.75%, 10/15/17(3) |
|
|
|
|
500 |
|
|
|
417,500 |
|
HCA Holdings, Inc. 7.75%, 5/15/21(3) |
|
|
|
|
250 |
|
|
|
234,375 |
|
HCA, Inc. |
|
|
|
|
|
|
|
|
|
|
6.50%, 2/15/20 |
|
|
|
|
900 |
|
|
|
879,750 |
|
7.25%, 9/15/20 |
|
|
|
|
400 |
|
|
|
404,000 |
|
7.50%, 2/15/22 |
|
|
|
|
875 |
|
|
|
807,187 |
|
8.50%, 4/15/19 |
|
|
|
|
150 |
|
|
|
159,000 |
|
9.88%, 2/15/17 |
|
|
|
|
81 |
|
|
|
87,480 |
|
IASIS Healthcare LLC 8.38%, 5/15/19(3) |
|
|
|
|
400 |
|
|
|
324,000 |
|
Tenet Healthcare Corp. 8.00%, 8/1/20 |
|
|
|
|
500 |
|
|
|
453,750 |
|
Vanguard Health Holding Co. II LLC 8.00%, 2/1/18 |
|
|
|
|
700 |
|
|
|
642,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,810,917 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE - FACILITIES 1.4% |
|
Alere, Inc. 8.63%, 10/1/18 |
|
|
|
|
275 |
|
|
|
248,875 |
|
Biomet, Inc. |
|
|
|
|
|
|
|
|
|
|
10.00%, 10/15/17 |
|
|
|
|
350 |
|
|
|
360,500 |
|
10.38%, 10/15/17(6) |
|
|
|
|
1,250 |
|
|
|
1,281,250 |
|
11.63%, 10/15/17 |
|
|
|
|
320 |
|
|
|
332,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,222,625 |
|
|
|
|
|
|
|
|
|
|
|
|
HOLDING COMPANIES 1.5% |
|
Reynolds Group Issuer, Inc. |
|
|
|
|
|
|
|
|
|
|
6.88%, 2/15/21(3) |
|
|
|
|
100 |
|
|
|
90,000 |
|
7.13%, 4/15/19(3) |
|
|
|
|
350 |
|
|
|
325,500 |
|
7.88%, 8/15/19(3) |
|
|
|
|
250 |
|
|
|
241,250 |
|
8.25%, 2/15/21(3) |
|
|
|
|
500 |
|
|
|
395,000 |
|
8.75%, 10/15/16(3) |
|
|
|
|
500 |
|
|
|
501,250 |
|
9.00%, 5/15/18(3) |
|
|
|
|
250 |
|
|
|
211,250 |
|
9.00%, 4/15/19(3) |
|
|
|
|
500 |
|
|
|
425,000 |
|
9.88%, 8/15/19(3) |
|
|
|
|
100 |
|
|
|
88,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,277,250 |
|
|
|
|
|
|
|
|
|
|
|
|
HOTELS, RESTAURANTS & LEISURE 0.5% |
|
CityCenter Holdings LLC |
|
|
|
|
|
|
|
|
|
|
7.63%, 1/15/16(3) |
|
|
|
|
100 |
|
|
|
94,000 |
|
10.75%, 1/15/17(3)(6) |
|
|
|
|
264 |
|
|
|
233,496 |
|
Eldorado Resorts LLC 8.63%, 6/15/19(3) |
|
|
|
|
250 |
|
|
|
213,125 |
|
Marina District Finance Co., Inc. |
|
|
|
|
|
|
|
|
|
|
9.50%, 10/15/15 |
|
|
|
|
50 |
|
|
|
45,125 |
|
9.88%, 8/15/18 |
|
|
|
|
200 |
|
|
|
167,000 |
|
Scientific Games Corp. 8.13%, 9/15/18 |
|
|
|
|
100 |
|
|
|
98,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
850,996 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 0.2% |
|
|
|
|
|
|
|
|
American International Group, Inc. 0.45%, 3/20/12(1) |
|
|
|
|
40 |
|
|
|
39,814 |
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
8.18%, 5/15/58(1) |
|
|
|
$ |
250 |
|
|
$ |
220,625 |
|
Towergate Finance PLC 8.50%, 2/15/18 |
|
GB |
|
|
100 |
|
|
|
132,549 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
392,988 |
|
|
|
|
|
|
|
|
|
|
|
|
LEISURE & ENTERTAINMENT 0.9% |
|
Cinemark USA, Inc. 7.38%, 6/15/21 |
|
|
|
|
250 |
|
|
|
236,250 |
|
Harrahs Operating Co., Inc. |
|
|
|
|
|
|
|
|
|
|
10.00%, 12/15/18 |
|
|
|
|
500 |
|
|
|
297,500 |
|
11.25%, 6/1/17 |
|
|
|
|
500 |
|
|
|
504,375 |
|
Production Resource Group, Inc. 8.88%, 5/1/19(3) |
|
|
|
|
125 |
|
|
|
112,813 |
|
Travelport LLC |
|
|
|
|
|
|
|
|
|
|
9.88%, 9/1/14 |
|
|
|
|
100 |
|
|
|
65,500 |
|
11.88%, 9/1/16 |
|
|
|
|
350 |
|
|
|
138,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,354,688 |
|
|
|
|
|
|
|
|
|
|
|
|
MACHINERY 0.5% |
|
Case New Holland, Inc. 7.88%, 12/1/17 |
|
|
|
|
350 |
|
|
|
372,750 |
|
The Manitowoc Co., Inc. 8.50%, 11/1/20 |
|
|
|
|
500 |
|
|
|
452,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
825,250 |
|
|
|
|
|
|
|
|
|
|
|
|
MANUFACTURING DIVERSIFIED 1.6% |
|
Actuant Corp. 6.88%, 6/15/17 |
|
|
|
|
15 |
|
|
|
15,300 |
|
Amsted Industries, Inc. 8.13%, 3/15/18(3) |
|
|
|
|
250 |
|
|
|
258,750 |
|
Bombardier, Inc. 7.50%, 3/15/18(3) |
|
CA |
|
|
275 |
|
|
|
290,125 |
|
Griffon Corp. 7.13%, 4/1/18 |
|
|
|
|
100 |
|
|
|
88,250 |
|
Polymer Group, Inc. 7.75%, 2/1/19(3) |
|
|
|
|
250 |
|
|
|
249,375 |
|
Polypore International, Inc. 7.50%, 11/15/17 |
|
|
|
|
150 |
|
|
|
150,750 |
|
RBS Global, Inc. |
|
|
|
|
|
|
|
|
|
|
8.50%, 5/1/18 |
|
|
|
|
1,000 |
|
|
|
957,500 |
|
11.75%, 8/1/16 |
|
|
|
|
250 |
|
|
|
255,000 |
|
SPX Corp. 6.88%, 9/1/17 |
|
|
|
|
200 |
|
|
|
205,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,470,050 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 1.7% |
|
Aleris International, Inc. 7.63%, 2/15/18(3) |
|
|
|
|
750 |
|
|
|
673,125 |
|
FMG Resources (August 2006) Property Ltd. 7.00%, 11/1/15(3) |
|
AU |
|
|
125 |
|
|
|
116,250 |
|
Novelis, Inc. |
|
|
|
|
|
|
|
|
|
|
8.38%, 12/15/17 |
|
CA |
|
|
500 |
|
|
|
495,000 |
|
8.75%, 12/15/20 |
|
CA |
|
|
1,000 |
|
|
|
980,000 |
|
Steel Dynamics, Inc. |
|
|
|
|
|
|
|
|
|
|
7.63%, 3/15/20 |
|
|
|
|
25 |
|
|
|
24,969 |
|
7.75%, 4/15/16 |
|
|
|
|
50 |
|
|
|
49,250 |
|
Teck Resources, Ltd. |
|
|
|
|
|
|
|
|
|
|
9.75%, 5/15/14 |
|
CA |
|
|
121 |
|
|
|
143,414 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
10.25%, 5/15/16 |
|
CA |
|
$ |
129 |
|
|
$ |
151,652 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,633,660 |
|
|
|
|
|
|
|
|
|
|
|
|
MULTIMEDIA 6.9% |
|
AMC Networks, Inc. 7.75%, 7/15/21(3) |
|
|
|
|
200 |
|
|
|
205,000 |
|
Cablevision Systems Corp. 7.75%, 4/15/18 |
|
|
|
|
250 |
|
|
|
252,500 |
|
CCO Holdings LLC |
|
|
|
|
|
|
|
|
|
|
6.50%, 4/30/21 |
|
|
|
|
500 |
|
|
|
472,500 |
|
7.88%, 4/30/18 |
|
|
|
|
250 |
|
|
|
254,375 |
|
8.13%, 4/30/20 |
|
|
|
|
200 |
|
|
|
208,000 |
|
Cequel Communications Holdings I LLC 8.63%, 11/15/17(3) |
|
|
|
|
500 |
|
|
|
495,000 |
|
Clear Channel Worldwide Holdings, Inc. Series B 9.25%, 12/15/17 |
|
|
|
|
750 |
|
|
|
766,875 |
|
CSC Holdings LLC |
|
|
|
|
|
|
|
|
|
|
7.63%, 7/15/18 |
|
|
|
|
210 |
|
|
|
219,450 |
|
7.88%, 2/15/18 |
|
|
|
|
865 |
|
|
|
908,250 |
|
8.50%, 6/15/15 |
|
|
|
|
475 |
|
|
|
499,937 |
|
DISH DBS Corp. |
|
|
|
|
|
|
|
|
|
|
6.75%, 6/1/21(3) |
|
|
|
|
250 |
|
|
|
238,750 |
|
7.13%, 2/1/16 |
|
|
|
|
935 |
|
|
|
946,687 |
|
7.75%, 5/31/15 |
|
|
|
|
75 |
|
|
|
76,875 |
|
7.88%, 9/1/19 |
|
|
|
|
100 |
|
|
|
102,000 |
|
Insight Communications Co., Inc. 9.38%, 7/15/18(3) |
|
|
|
|
300 |
|
|
|
336,000 |
|
Kabel BW Erste Beteiligungs GmbH 7.50%, 3/15/19(3) |
|
DE |
|
|
400 |
|
|
|
467,415 |
|
LIN Television Corp. 8.38%, 4/15/18 |
|
|
|
|
250 |
|
|
|
252,500 |
|
LIN Television Corp., Series B 6.50%, 5/15/13 |
|
|
|
|
250 |
|
|
|
243,750 |
|
Musketeer GmbH 9.50%, 3/15/21 |
|
DE |
|
|
250 |
|
|
|
301,444 |
|
Nara Cable Funding Ltd. 8.88%, 12/1/18 |
|
IE |
|
|
100 |
|
|
|
108,520 |
|
Nielsen Finance LLC |
|
|
|
|
|
|
|
|
|
|
7.75%, 10/15/18 |
|
|
|
|
400 |
|
|
|
408,000 |
|
11.50%, 5/1/16 |
|
|
|
|
162 |
|
|
|
183,870 |
|
The McClatchy Co. 11.50%, 2/15/17 |
|
|
|
|
250 |
|
|
|
216,875 |
|
Univision Communications, Inc. |
|
|
|
|
|
|
|
|
|
|
6.88%, 5/15/19(3) |
|
|
|
|
500 |
|
|
|
445,000 |
|
7.88%, 11/1/20(3) |
|
|
|
|
325 |
|
|
|
304,688 |
|
8.50%, 5/15/21(3) |
|
|
|
|
250 |
|
|
|
195,000 |
|
UPC Holding BV |
|
|
|
|
|
|
|
|
|
|
8.00%, 11/1/16 |
|
NL |
|
|
250 |
|
|
|
313,167 |
|
8.38%, 8/15/20 |
|
NL |
|
|
500 |
|
|
|
576,092 |
|
9.75%, 4/15/18 |
|
NL |
|
|
100 |
|
|
|
127,946 |
|
Videotron Ltee 9.13%, 4/15/18 |
|
CA |
|
|
600 |
|
|
|
654,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,780,466 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
OIL & GAS - EXPLORATION & PRODUCTION 4.4% |
|
Calumet Specialty Products Partners LP 9.38%, 5/1/19(3) |
|
|
|
$ |
150 |
|
|
$ |
139,500 |
|
Coffeyville Resources LLC 9.00%, 4/1/15(3) |
|
|
|
|
45 |
|
|
|
47,250 |
|
Concho Resources, Inc. |
|
|
|
|
|
|
|
|
|
|
6.50%, 1/15/22 |
|
|
|
|
400 |
|
|
|
394,000 |
|
7.00%, 1/15/21 |
|
|
|
|
200 |
|
|
|
199,000 |
|
Continental Resources, Inc. |
|
|
|
|
|
|
|
|
|
|
7.13%, 4/1/21 |
|
|
|
|
75 |
|
|
|
75,750 |
|
7.38%, 10/1/20 |
|
|
|
|
50 |
|
|
|
51,750 |
|
8.25%, 10/1/19 |
|
|
|
|
50 |
|
|
|
53,500 |
|
Denbury Resources, Inc. |
|
|
|
|
|
|
|
|
|
|
8.25%, 2/15/20 |
|
|
|
|
149 |
|
|
|
156,450 |
|
9.75%, 3/1/16 |
|
|
|
|
250 |
|
|
|
270,000 |
|
Forest Oil Corp. |
|
|
|
|
|
|
|
|
|
|
7.25%, 6/15/19 |
|
|
|
|
125 |
|
|
|
123,125 |
|
8.50%, 2/15/14 |
|
|
|
|
250 |
|
|
|
264,375 |
|
Linn Energy LLC 8.63%, 4/15/20 |
|
|
|
|
425 |
|
|
|
437,750 |
|
Newfield Exploration Co. |
|
|
|
|
|
|
|
|
|
|
6.88%, 2/1/20 |
|
|
|
|
250 |
|
|
|
257,500 |
|
7.13%, 5/15/18 |
|
|
|
|
330 |
|
|
|
341,550 |
|
NFR Energy LLC 9.75%, 2/15/17(3) |
|
|
|
|
250 |
|
|
|
220,000 |
|
OGX Petroleo e Gas Participacoes SA 8.50%, 6/1/18(3) |
|
BR |
|
|
500 |
|
|
|
447,500 |
|
Penn Virginia Corp. 10.38%, 6/15/16 |
|
|
|
|
150 |
|
|
|
157,125 |
|
Petrohawk Energy Corp. |
|
|
|
|
|
|
|
|
|
|
6.25%, 6/1/19 |
|
|
|
|
250 |
|
|
|
283,750 |
|
7.25%, 8/15/18 |
|
|
|
|
550 |
|
|
|
628,375 |
|
10.50%, 8/1/14 |
|
|
|
|
250 |
|
|
|
280,625 |
|
Plains Exploration & Production Co. |
|
|
|
|
|
|
|
|
|
|
6.63%, 5/1/21 |
|
|
|
|
500 |
|
|
|
490,625 |
|
7.00%, 3/15/17 |
|
|
|
|
250 |
|
|
|
250,000 |
|
7.63%, 4/1/20 |
|
|
|
|
325 |
|
|
|
333,937 |
|
SandRidge Energy, Inc. 7.50%, 3/15/21(3) |
|
|
|
|
1,000 |
|
|
|
920,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,823,437 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL & GAS EQUIPMENT & SERVICES 0.6% |
|
Cie Generale De Geophysique-Veritas |
|
|
|
|
|
|
|
|
|
|
6.50%, 6/1/21(3) |
|
FR |
|
|
250 |
|
|
|
225,000 |
|
7.75%, 5/15/17 |
|
FR |
|
|
175 |
|
|
|
172,375 |
|
Dresser-Rand Group, Inc. 6.50%, 5/1/21(3) |
|
|
|
|
200 |
|
|
|
188,000 |
|
Expro Finance Luxembourg SCA 8.50%, 12/15/16(3) |
|
LU |
|
|
250 |
|
|
|
217,500 |
|
Thermon Industries, Inc. 9.50%, 5/1/17 |
|
|
|
|
171 |
|
|
|
177,840 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
980,715 |
|
|
|
|
|
|
|
|
|
|
|
|
PAPER PRODUCTS 1.6% |
|
Georgia-Pacific LLC 5.40%, 11/1/20(3) |
|
|
|
|
225 |
|
|
|
228,896 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
7.13%, 1/15/17(3) |
|
|
|
$ |
650 |
|
|
$ |
681,147 |
|
7.25%, 6/1/28 |
|
|
|
|
10 |
|
|
|
11,135 |
|
7.70%, 6/15/15 |
|
|
|
|
815 |
|
|
|
934,183 |
|
8.00%, 1/15/24 |
|
|
|
|
115 |
|
|
|
135,008 |
|
8.25%, 5/1/16(3) |
|
|
|
|
50 |
|
|
|
55,267 |
|
8.88%, 5/15/31 |
|
|
|
|
200 |
|
|
|
249,621 |
|
Sappi Papier Holding GmbH 6.63%, 4/15/21(3) |
|
AT |
|
|
200 |
|
|
|
170,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,465,257 |
|
|
|
|
|
|
|
|
|
|
|
|
PHARMACEUTICALS 2.8% |
|
ConvaTec Healthcare 10.50%, 12/15/18(3) |
|
LU |
|
|
250 |
|
|
|
220,000 |
|
Endo Pharmaceuticals Holdings, Inc. 7.00%, 7/15/19(3) |
|
|
|
|
150 |
|
|
|
150,562 |
|
Giant Funding Corp. 8.25%, 2/1/18(3) |
|
|
|
|
250 |
|
|
|
250,000 |
|
Mylan, Inc. |
|
|
|
|
|
|
|
|
|
|
7.63%, 7/15/17(3) |
|
|
|
|
200 |
|
|
|
208,000 |
|
7.88%, 7/15/20(3) |
|
|
|
|
500 |
|
|
|
522,500 |
|
NBTY, Inc. 9.00%, 10/1/18 |
|
|
|
|
500 |
|
|
|
511,875 |
|
Novasep Holding SAS 9.75%, 12/15/16(3)(5) |
|
FR |
|
|
200 |
|
|
|
96,000 |
|
Valeant Pharmaceuticals International |
|
|
|
|
|
|
|
|
|
|
6.50%, 7/15/16(3) |
|
|
|
|
500 |
|
|
|
465,000 |
|
6.75%, 10/1/17(3) |
|
|
|
|
100 |
|
|
|
92,125 |
|
7.00%, 10/1/20(3) |
|
|
|
|
500 |
|
|
|
442,500 |
|
7.25%, 7/15/22(3) |
|
|
|
|
250 |
|
|
|
219,375 |
|
Warner Chilcott Co., LLC 7.75%, 9/15/18(3) |
|
|
|
|
1,250 |
|
|
|
1,193,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,371,687 |
|
|
|
|
|
|
|
|
|
|
|
|
PIPELINES 1.5% |
|
El Paso Corp. |
|
|
|
|
|
|
|
|
|
|
7.80%, 8/1/31 |
|
|
|
|
200 |
|
|
|
232,414 |
|
8.05%, 10/15/30 |
|
|
|
|
1,010 |
|
|
|
1,179,502 |
|
El Paso Pipeline Partners Operating Co. LP 6.50%, 4/1/20 |
|
|
|
|
125 |
|
|
|
137,596 |
|
Energy Transfer Equity 7.50%, 10/15/20 |
|
|
|
|
350 |
|
|
|
359,625 |
|
MarkWest Energy Partners LP 6.75%, 11/1/20 |
|
|
|
|
100 |
|
|
|
101,500 |
|
Regency Energy Partners LP 6.88%, 12/1/18 |
|
|
|
|
275 |
|
|
|
283,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,293,887 |
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS 0.3% |
|
Host Hotels & Resorts, Inc. 6.00%, 11/1/20 |
|
|
|
|
500 |
|
|
|
486,250 |
|
|
|
|
|
|
|
|
|
|
|
|
REFINING 1.6% |
|
Chesapeake Energy Corp. |
|
|
|
|
|
|
|
|
|
|
7.25%, 12/15/18 |
|
|
|
|
150 |
|
|
|
159,750 |
|
7.63%, 7/15/13 |
|
|
|
|
25 |
|
|
|
26,187 |
|
9.50%, 2/15/15 |
|
|
|
|
1,500 |
|
|
|
1,691,250 |
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Range Resources Corp. |
|
|
|
|
|
|
|
|
|
|
5.75%, 6/1/21 |
|
|
|
$ |
250 |
|
|
$ |
259,375 |
|
6.75%, 8/1/20 |
|
|
|
|
150 |
|
|
|
159,750 |
|
7.25%, 5/1/18 |
|
|
|
|
25 |
|
|
|
26,625 |
|
7.50%, 10/1/17 |
|
|
|
|
125 |
|
|
|
132,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,455,437 |
|
|
|
|
|
|
|
|
|
|
|
|
RESTAURANTS 0.1% |
|
NPC International, Inc. 9.50%, 5/1/14 |
|
|
|
|
165 |
|
|
|
162,113 |
|
|
|
|
|
|
|
|
|
|
|
|
RETAIL 1.9% |
|
|
|
|
|
|
|
|
|
|
Inergy LP |
|
|
|
|
|
|
|
|
|
|
6.88%, 8/1/21 |
|
|
|
|
100 |
|
|
|
91,000 |
|
7.00%, 10/1/18 |
|
|
|
|
150 |
|
|
|
141,000 |
|
Limited Brands, Inc. |
|
|
|
|
|
|
|
|
|
|
6.63%, 4/1/21 |
|
|
|
|
175 |
|
|
|
176,312 |
|
7.00%, 5/1/20 |
|
|
|
|
75 |
|
|
|
78,750 |
|
Michaels Stores, Inc. 7.75%, 11/1/18 |
|
|
|
|
500 |
|
|
|
467,500 |
|
New Albertsons, Inc. |
|
|
|
|
|
|
|
|
|
|
7.45%, 8/1/29 |
|
|
|
|
375 |
|
|
|
281,250 |
|
8.70%, 5/1/30 |
|
|
|
|
250 |
|
|
|
213,125 |
|
PETCO Animal Supplies, Inc. 9.25%, 12/1/18(3) |
|
|
|
|
250 |
|
|
|
250,000 |
|
Phillips-Van Heusen Corp. 7.38%, 5/15/20 |
|
|
|
|
500 |
|
|
|
521,250 |
|
QVC, Inc. |
|
|
|
|
|
|
|
|
|
|
7.13%, 4/15/17(3) |
|
|
|
|
150 |
|
|
|
156,750 |
|
7.38%, 10/15/20(3) |
|
|
|
|
50 |
|
|
|
53,250 |
|
7.50%, 10/1/19(3) |
|
|
|
|
250 |
|
|
|
266,250 |
|
Roadhouse Financing, Inc. 10.75%, 10/15/17 |
|
|
|
|
250 |
|
|
|
231,875 |
|
Suburban Propane Partners LP 7.38%, 3/15/20 |
|
|
|
|
50 |
|
|
|
50,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,978,312 |
|
|
|
|
|
|
|
|
|
|
|
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT 0.2% |
|
Sensata Technologies BV 6.50%, 5/15/19(3) |
|
NL |
|
|
250 |
|
|
|
237,500 |
|
|
|
|
|
|
|
|
|
|
|
|
SHIPBUILDING 0.1% |
|
Huntington Ingalls Industries, Inc. 6.88%, 3/15/18(3) |
|
|
|
|
175 |
|
|
|
162,750 |
|
|
|
|
|
|
|
|
|
|
|
|
SOFTWARE 0.7% |
|
Audatex North America, Inc. 6.75%, 6/15/18(3) |
|
|
|
|
250 |
|
|
|
248,125 |
|
Fidelity National Information Services, Inc. 7.63%, 7/15/17 |
|
|
|
|
250 |
|
|
|
260,000 |
|
First Data Corp. |
|
|
|
|
|
|
|
|
|
|
8.25%, 1/15/21(3) |
|
|
|
|
500 |
|
|
|
395,000 |
|
9.88%, 9/24/15 |
|
|
|
|
13 |
|
|
|
10,888 |
|
12.63%, 1/15/21(3) |
|
|
|
|
100 |
|
|
|
74,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
ManTech International Corp. 7.25%, 4/15/18 |
|
|
|
$ |
175 |
|
|
$ |
173,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,161,263 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIAL PURPOSE ENTITIES 0.7% |
|
NSG Holdings LLC 7.75%, 12/15/25(3) |
|
|
|
|
365 |
|
|
|
354,050 |
|
QBE Capital Funding III Ltd. 7.25%, 5/24/41(1)(3) |
|
JE |
|
|
200 |
|
|
|
180,782 |
|
Ziggo Bond Co. BV 8.00%, 5/15/18 |
|
NL |
|
|
250 |
|
|
|
322,377 |
|
Ziggo Finance BV 6.13%, 11/15/17 |
|
NL |
|
|
175 |
|
|
|
227,423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,084,632 |
|
|
|
|
|
|
|
|
|
|
|
|
TELECOMMUNICATIONS 8.3% |
|
Avaya, Inc. 7.00%, 4/1/19(3) |
|
|
|
|
500 |
|
|
|
425,000 |
|
Commscope, Inc. 8.25%, 1/15/19(3) |
|
|
|
|
750 |
|
|
|
731,250 |
|
Crown Castle International Corp. 7.13%, 11/1/19 |
|
|
|
|
375 |
|
|
|
386,250 |
|
Digicel Ltd. 8.25%, 9/1/17(3) |
|
BM |
|
|
1,000 |
|
|
|
940,000 |
|
EH Holding Corp. |
|
|
|
|
|
|
|
|
|
|
6.50%, 6/15/19(3) |
|
|
|
|
125 |
|
|
|
120,313 |
|
7.63%, 6/15/21(3) |
|
|
|
|
200 |
|
|
|
192,500 |
|
Frontier Communications Corp. |
|
|
|
|
|
|
|
|
|
|
6.63%, 3/15/15 |
|
|
|
|
25 |
|
|
|
25,188 |
|
7.13%, 3/15/19 |
|
|
|
|
550 |
|
|
|
523,875 |
|
7.88%, 4/15/15 |
|
|
|
|
125 |
|
|
|
125,312 |
|
8.25%, 4/15/17 |
|
|
|
|
200 |
|
|
|
194,000 |
|
8.50%, 4/15/20 |
|
|
|
|
250 |
|
|
|
242,500 |
|
Intelsat Jackson Holdings SA |
|
|
|
|
|
|
|
|
|
|
7.25%, 4/1/19(3) |
|
LU |
|
|
350 |
|
|
|
324,625 |
|
7.25%, 10/15/20(3) |
|
LU |
|
|
500 |
|
|
|
461,250 |
|
7.50%, 4/1/21(3) |
|
LU |
|
|
500 |
|
|
|
465,000 |
|
8.50%, 11/1/19 |
|
LU |
|
|
825 |
|
|
|
806,437 |
|
Intelsat Luxembourg SA |
|
|
|
|
|
|
|
|
|
|
11.25%, 2/4/17 |
|
LU |
|
|
500 |
|
|
|
433,750 |
|
11.50%, 2/4/17(6) |
|
LU |
|
|
500 |
|
|
|
430,000 |
|
11.50%, 2/4/17(3)(6) |
|
LU |
|
|
237 |
|
|
|
203,494 |
|
MetroPCS Wireless, Inc. 6.63%, 11/15/20 |
|
|
|
|
250 |
|
|
|
220,000 |
|
Qwest Communications International, Inc. 7.13%, 4/1/18 |
|
|
|
|
250 |
|
|
|
245,000 |
|
Sprint Capital Corp. |
|
|
|
|
|
|
|
|
|
|
6.90%, 5/1/19 |
|
|
|
|
1,750 |
|
|
|
1,505,000 |
|
8.75%, 3/15/32 |
|
|
|
|
500 |
|
|
|
434,375 |
|
Sprint Nextel Corp. |
|
|
|
|
|
|
|
|
|
|
6.00%, 12/1/16 |
|
|
|
|
145 |
|
|
|
124,700 |
|
8.38%, 8/15/17 |
|
|
|
|
500 |
|
|
|
465,000 |
|
Syniverse Holdings, Inc.
9.13%, 1/15/19 |
|
|
|
|
250 |
|
|
|
245,000 |
|
Telesat Canada LLC 11.00%, 11/1/15 |
|
CA |
|
|
575 |
|
|
|
615,250 |
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
TW Telecom Holdings, Inc. 8.00%, 3/1/18 |
|
|
|
$ |
100 |
|
|
$ |
104,000 |
|
Vimpel-Communications 7.75%, 2/2/21(3) |
|
IE |
|
|
300 |
|
|
|
249,360 |
|
VimpelCom Holdings BV 7.50%, 3/1/22(3) |
|
NL |
|
|
250 |
|
|
|
201,250 |
|
Virgin Media Finance PLC 9.50%, 8/15/16 |
|
GB |
|
|
175 |
|
|
|
189,000 |
|
Wind Acquisition Finance SA |
|
|
|
|
|
|
|
|
|
|
7.25%, 2/15/18(3) |
|
LU |
|
|
300 |
|
|
|
256,125 |
|
11.75%, 7/15/17(3) |
|
LU |
|
|
750 |
|
|
|
637,500 |
|
Windstream Corp. |
|
|
|
|
|
|
|
|
|
|
7.75%, 10/1/21 |
|
|
|
|
250 |
|
|
|
241,250 |
|
7.88%, 11/1/17 |
|
|
|
|
200 |
|
|
|
202,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,966,054 |
|
|
|
|
|
|
|
|
|
|
|
|
TEXTILES & APPAREL 0.1% |
|
Levi Strauss & Co. 7.63%, 5/15/20 |
|
|
|
|
225 |
|
|
|
209,250 |
|
|
|
|
|
|
|
|
|
|
|
|
TRANSPORTATION 0.4% |
|
|
|
|
|
|
|
|
AMGH Merger Sub, Inc. 9.25%, 11/1/18(3) |
|
|
|
|
500 |
|
|
|
500,000 |
|
CMA CGM SA 8.50%, 4/15/17(3) |
|
FR |
|
|
400 |
|
|
|
162,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
662,000 |
|
|
|
|
|
|
|
|
|
|
|
|
UTILITIES 6.0% |
|
|
|
|
|
|
|
|
|
|
AES Red Oak LLC, Series A 8.54%, 11/30/19 |
|
|
|
|
736 |
|
|
|
754,605 |
|
Calpine Corp. |
|
|
|
|
|
|
|
|
|
|
7.50%, 2/15/21(3) |
|
|
|
|
750 |
|
|
|
716,250 |
|
7.88%, 7/31/20(3) |
|
|
|
|
500 |
|
|
|
482,500 |
|
7.88%, 1/15/23(3) |
|
|
|
|
250 |
|
|
|
241,250 |
|
Energy Future Holdings Corp. |
|
|
|
|
|
|
|
|
|
|
9.75%, 10/15/19 |
|
|
|
|
39 |
|
|
|
38,411 |
|
10.00%, 1/15/20 |
|
|
|
|
750 |
|
|
|
727,500 |
|
Energy Future Intermediate Holding Co. LLC 9.75%, 10/15/19 |
|
|
|
|
47 |
|
|
|
46,291 |
|
Intergen NV 9.00%, 6/30/17(3) |
|
NL |
|
|
1,000 |
|
|
|
1,017,500 |
|
Midwest Generation LLC, Series B 8.56%, 1/2/16 |
|
|
|
|
395 |
|
|
|
389,493 |
|
NRG Energy, Inc. |
|
|
|
|
|
|
|
|
|
|
7.38%, 1/15/17 |
|
|
|
|
500 |
|
|
|
515,625 |
|
7.63%, 1/15/18(3) |
|
|
|
|
250 |
|
|
|
232,500 |
|
7.88%, 5/15/21(3) |
|
|
|
|
150 |
|
|
|
137,250 |
|
8.50%, 6/15/19 |
|
|
|
|
1,050 |
|
|
|
1,013,250 |
|
Quicksilver Resources, Inc. |
|
|
|
|
|
|
|
|
|
|
9.13%, 8/15/19 |
|
|
|
|
300 |
|
|
|
294,000 |
|
11.75%, 1/1/16 |
|
|
|
|
300 |
|
|
|
324,000 |
|
Reliant Energy Mid-Atlantic Power Holdings LLC, Series C 9.68%, 7/2/26 |
|
|
|
|
100 |
|
|
|
101,500 |
|
RRI Energy, Inc. 7.63%, 6/15/14 |
|
|
|
|
500 |
|
|
|
488,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
7.88%, 6/15/17 |
|
|
|
$ |
150 |
|
|
$ |
138,000 |
|
Tenaska Alabama Partners LP 7.00%, 6/30/21(3) |
|
|
|
|
304 |
|
|
|
314,383 |
|
The AES Corp. |
|
|
|
|
|
|
|
|
|
|
7.38%, 7/1/21(3) |
|
|
|
|
300 |
|
|
|
283,500 |
|
7.75%, 10/15/15 |
|
|
|
|
175 |
|
|
|
177,625 |
|
8.00%, 10/15/17 |
|
|
|
|
245 |
|
|
|
246,225 |
|
8.00%, 6/1/20 |
|
|
|
|
500 |
|
|
|
500,000 |
|
9.75%, 4/15/16 |
|
|
|
|
175 |
|
|
|
188,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,368,533 |
|
|
|
|
|
|
|
|
|
|
|
|
WHOLESALE 0.4% |
|
American Tire Distributors Holdings, Inc. 9.75%, 6/1/17 |
|
|
|
|
200 |
|
|
|
198,000 |
|
VWR Funding, Inc. 10.25%, 7/15/15(6) |
|
|
|
|
500 |
|
|
|
495,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
693,000 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Debt Obligations (Cost $144,514,321) |
|
|
|
|
|
|
|
|
140,862,824 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS 1.1% |
|
Brazil Notas do Tesouro Nacional, Series F |
|
|
|
|
|
|
|
|
|
|
10.00%, 1/1/12 |
|
BR |
|
|
177 |
|
|
|
93,750 |
|
10.00%, 1/1/17 |
|
BR |
|
|
3,400 |
|
|
|
1,700,250 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Government Obligations (Cost $1,672,970) |
|
|
|
|
|
|
|
|
1,794,000 |
|
|
|
|
|
|
|
|
|
|
|
|
BANK LOAN OBLIGATIONS 2.7% |
|
SENIOR LOANS 2.7% |
|
First Data Corp. 2.98%, 9/24/14(1) |
|
|
|
|
443 |
|
|
|
383,875 |
|
Newsday LLC 10.50%, 8/1/13 |
|
|
|
|
200 |
|
|
|
205,250 |
|
Quintiles Transnational Corp. 5.00%, 6/8/18(1) |
|
|
|
|
499 |
|
|
|
467,992 |
|
Sealed Air Corp. 1.00%, 5/31/12(1)(7) |
|
|
|
|
1,000 |
|
|
|
989,133 |
|
Springleaf Finance Funding 5.50%, 5/10/17(1) |
|
|
|
|
500 |
|
|
|
432,000 |
|
Texas Competitive Electric Holdings Co. LLC 4.73%, 10/10/17(1) |
|
|
|
|
913 |
|
|
|
607,487 |
|
Texas Competitive Electric Holdings Co. LLC 4.77%, 10/10/17(1) |
|
|
|
|
971 |
|
|
|
646,149 |
|
Vodafone Americas Finance 6.88%, 8/11/15(6) |
|
|
|
|
535 |
|
|
|
535,163 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Bank Loan Obligations (Cost $4,294,465) |
|
|
|
|
|
|
|
|
4,267,049 |
|
|
|
|
|
|
|
|
|
|
|
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Shares |
|
|
Value |
|
COMMON STOCKS 0.0%+ |
|
MULTIMEDIA 0.0%+ |
|
Dex One Corp.** (Cost $305,690) |
|
|
|
|
9,862 |
|
|
$ |
5,523 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal Amount (000) |
|
|
|
|
SHORT TERM INVESTMENTS 2.7% |
|
U.S. TREASURY OBLIGATIONS(8) 2.2% |
|
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
|
|
0.01%, 2/9/12 |
|
|
|
$ |
400 |
|
|
|
399,950 |
|
0.01%, 3/1/12 |
|
|
|
|
602 |
|
|
|
601,888 |
|
0.01%, 3/8/12 |
|
|
|
|
600 |
|
|
|
599,883 |
|
0.03%, 3/22/12 |
|
|
|
|
100 |
|
|
|
99,976 |
|
0.04%, 11/10/11(9) |
|
|
|
|
80 |
|
|
|
79,997 |
|
0.05%, 3/15/12 |
|
|
|
|
1,600 |
|
|
|
1,599,635 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $3,381,589) |
|
|
|
|
|
|
|
|
3,381,329 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
MUTUAL FUNDS 0.5% |
|
|
|
|
|
|
|
|
|
|
State Street Institutional U.S. Government Money Market Fund (Cost $759,094) |
|
|
|
|
759,094 |
|
|
|
759,094 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments (Cost $4,140,683) |
|
|
|
|
|
|
|
|
4,140,423 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 98.9% (Cost $157,464,105) |
|
|
|
154,222,925 |
|
Other assets less liabilities 1.1% |
|
|
|
1,678,722 |
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
|
|
|
|
|
$ |
155,901,647 |
|
|
|
|
|
|
|
|
|
|
|
|
* |
Unless otherwise noted the issuer country code for all securities is United States. |
** |
Non-income producing security. |
+ |
Amount is less than 0.05%. |
(1) |
Variable rate security. The interest rate shown reflects the rate in effect at the period end. |
(2) |
Security is a Step-up bond where the coupon increases on a predetermined future date. |
(3) |
Eligible for resale under rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified
institutional buyers. At the period end, the value of these securities amounted to $44,507,674, representing 28.5% of net assets. |
(5) |
Security is in default and is non-income producing. |
(6) |
Payment in-kind bond security which may pay interest in the form of additional bonds. |
(7) |
Security (or a portion thereof) has been purchased on a delayed delivery or when-issued basis. |
(8) |
Interest rates represent annualized yield at date of purchase. |
(9) |
Security (or a portion thereof) has been pledged as collateral for open swap contracts. At the period end, the value of securities pledged amounted to $79,997.
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(10) |
At the period end, open forward currency exchange contracts were as follows: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Contracts to Deliver |
|
|
In Exchange For |
|
|
Settlement Date |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Barclays Bank PLC |
|
|
BRL |
|
|
|
2,740,969 |
|
|
|
USD |
|
|
|
1,658,479 |
|
|
|
11/3/11 |
|
|
|
210,844 |
|
Barclays Bank PLC |
|
|
EUR |
|
|
|
192,000 |
|
|
|
USD |
|
|
|
275,291 |
|
|
|
10/19/11 |
|
|
|
18,089 |
|
Barclays Bank PLC |
|
|
GBP |
|
|
|
1,067,000 |
|
|
|
USD |
|
|
|
1,703,081 |
|
|
|
12/8/11 |
|
|
|
40,272 |
|
Citibank NA |
|
|
USD |
|
|
|
822,793 |
|
|
|
EUR |
|
|
|
597,000 |
|
|
|
10/19/11 |
|
|
|
(23,058 |
) |
Deutsche Bank AG (London) |
|
|
USD |
|
|
|
26,335 |
|
|
|
CNY |
|
|
|
170,584 |
|
|
|
2/13/12 |
|
|
|
450 |
|
JPMorgan Securities |
|
|
USD |
|
|
|
30,680 |
|
|
|
CNY |
|
|
|
197,060 |
|
|
|
11/15/11 |
|
|
|
198 |
|
JPMorgan Securities |
|
|
USD |
|
|
|
4,124 |
|
|
|
CNY |
|
|
|
26,537 |
|
|
|
11/15/11 |
|
|
|
34 |
|
Morgan Stanley Capital Services, Inc.* |
|
|
EUR |
|
|
|
6,092,000 |
|
|
|
USD |
|
|
|
8,489,202 |
|
|
|
10/19/11 |
|
|
|
328,419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized appreciation |
|
|
|
575,248 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* |
At the period end, cash of $405,000 has been received as collateral for these forward foreign currency exchange contracts. |
GBP |
- Great British Pound |
USD |
- United States Dollar |
(11) |
At the period end, open swap contracts were as follows: |
Credit Default Swap Contracts on Corporate Issues - Sell Protection (a)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Implied Credit Spread (b) |
|
|
Notional Amount (c) (000) ($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation ($) |
|
Deutsche Bank AG |
|
Ally Financial, Inc. |
|
|
5.00 |
% |
|
|
3/20/12 |
|
|
|
5.22 |
% |
|
|
60 |
|
|
|
(61 |
) |
|
|
(9,300 |
) |
|
|
9,239 |
|
Deutsche Bank AG |
|
SLM Corp. |
|
|
5.00 |
% |
|
|
6/20/12 |
|
|
|
4.10 |
% |
|
|
100 |
|
|
|
642 |
|
|
|
(13,000 |
) |
|
|
13,642 |
|
Deutsche Bank AG |
|
RRI Energy, Inc. |
|
|
5.00 |
% |
|
|
9/20/14 |
|
|
|
7.05 |
% |
|
|
300 |
|
|
|
(15,805 |
) |
|
|
(43,500 |
) |
|
|
27,695 |
|
Goldman Sachs International |
|
El Paso Corp. |
|
|
5.00 |
% |
|
|
9/20/14 |
|
|
|
2.18 |
% |
|
|
500 |
|
|
|
40,244 |
|
|
|
(47,500 |
) |
|
|
87,744 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
960 |
|
|
|
25,020 |
|
|
|
(113,300 |
) |
|
|
138,320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swap Contracts on Credit Indices - Sell Protection (a)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Notional Amount (c) (000) ($) |
|
|
Market Value(d) ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Depreciation ($) |
|
Barclays Bank PLC |
|
CDX.HY-16 5 Year Index |
|
|
5.00 |
% |
|
|
6/20/16 |
|
|
|
4,750 |
|
|
|
(439,898 |
) |
|
|
10,312 |
|
|
|
(450,210 |
) |
Morgan Stanley Capital Services, Inc. |
|
CDX.HY-16 5 Year Index |
|
|
5.00 |
% |
|
|
6/20/16 |
|
|
|
250 |
|
|
|
(23,153 |
) |
|
|
1,250 |
|
|
|
(24,403 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
5,000 |
|
|
|
(463,051 |
) |
|
|
11,562 |
|
|
|
(474,613 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CDX.HY |
- Credit Derivatives Index - High Yield |
(a) |
If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will pay to the buyer of the
protection an amount up to the notional amount of the swap and in certain instances, take delivery of the security. As a buyer of protection, the Fund will generally receive from the seller of protection an amount up to the notional amount of the
swap if a credit event occurs. |
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(b) |
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end
serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling
protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entitys credit soundness and a greater likelihood or risk of default or other credit
event occurring as defined under the terms of that particular agreement. |
(c) |
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as
defined under the terms of that particular swap agreement. |
(d) |
The quoted market prices and resulting values for credit default swap contracts on credit indices serve as an indicator of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced entitys credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
|
SCSM PIMCO HIGH YIELD FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(12) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs
(Level 3) |
|
|
Total |
|
Asset Backed Securities |
|
$ |
|
|
|
$ |
262,034 |
|
|
$ |
|
|
|
$ |
262,034 |
|
Collateralized Mortgage Obligations |
|
|
|
|
|
|
2,891,072 |
|
|
|
|
|
|
|
2,891,072 |
|
Corporate Debt Obligations (a) |
|
|
|
|
|
|
140,862,824 |
|
|
|
|
|
|
|
140,862,824 |
|
Foreign Government Obligations |
|
|
|
|
|
|
1,794,000 |
|
|
|
|
|
|
|
1,794,000 |
|
Bank Loan Obligations (a) |
|
|
|
|
|
|
4,267,049 |
|
|
|
|
|
|
|
4,267,049 |
|
Common Stocks (a) |
|
|
5,523 |
|
|
|
|
|
|
|
|
|
|
|
5,523 |
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Obligations |
|
|
3,301,332 |
|
|
|
79,997 |
|
|
|
|
|
|
|
3,381,329 |
|
Mutual Funds |
|
|
759,094 |
|
|
|
|
|
|
|
|
|
|
|
759,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments |
|
|
4,060,426 |
|
|
|
|
|
|
|
|
|
|
|
4,140,423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
|
4,065,949 |
|
|
|
150,156,976 |
|
|
|
|
|
|
|
154,222,925 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
598,306 |
|
|
|
|
|
|
|
598,306 |
|
Swap Contracts (a) |
|
|
|
|
|
|
138,320 |
|
|
|
|
|
|
|
138,320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
|
|
|
$ |
736,626 |
|
|
$ |
|
|
|
$ |
736,626 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level
1) |
|
|
Significant Other Observable Inputs (Level 2) |
|
|
Significant Unobservable Inputs
(Level 3) |
|
|
Total |
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
(23,058 |
) |
|
$ |
|
|
|
$ |
(23,058 |
) |
Swap Contracts (a) |
|
|
|
|
|
|
(474,613 |
) |
|
|
|
|
|
|
(474,613 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
|
|
|
$ |
(497,671 |
) |
|
$ |
|
|
|
$ |
(497,671 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizatons. |
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
ASSET BACKED SECURITIES 2.8% |
|
Bear Stearns Asset Backed Securities Trust, Series 2006-SD3 5.50%, 8/25/36 |
|
|
|
$ |
1,633 |
|
|
$ |
1,084,660 |
|
Chester Asset Receivables Dealings, Series 2008-A1, Class A 2.34%, 1/15/14(1) |
|
GB |
|
|
3,000 |
|
|
|
4,018,365 |
|
Citibank Omni Master Trust, Series 2009-A14A, Class A14 2.98%, 8/15/18(1)(2) |
|
|
|
|
2,700 |
|
|
|
2,824,965 |
|
Citibank Omni Master Trust, Series 2009-A8, Class A8 2.33%, 5/16/16(1)(2) |
|
|
|
|
1,800 |
|
|
|
1,815,320 |
|
Countrywide Asset-Backed Certificates, Series 2006-2, Class 2A2 0.42%, 6/25/36(1) |
|
|
|
|
195 |
|
|
|
160,915 |
|
Duane Street CLO, Series 2005-1A, Class A 0.52%, 11/8/17(1)(2) |
|
KY |
|
|
8,151 |
|
|
|
7,889,070 |
|
Galaxy CLO Ltd., Series 2005-4A, Class A1VB 0.53%, 4/17/17(1)(2) |
|
KY |
|
|
1,072 |
|
|
|
1,036,705 |
|
Hillmark Funding, Series 2006-1A, Class A1 0.55%, 5/21/21(1)(2) |
|
KY |
|
|
2,400 |
|
|
|
2,211,662 |
|
Marathon Financing BV, Series 2006-1A, Class A1 0.62%, 10/5/26(1)(2) |
|
NL |
|
|
2,074 |
|
|
|
2,009,393 |
|
Pacifica CDO Ltd., Series 2005-5A, Class A1 0.51%, 1/26/20(1)(2) |
|
KY |
|
|
4,017 |
|
|
|
3,796,521 |
|
Structured Asset Securities Corp., Series 2007-WF1, Class A2 0.32%, 2/25/37(1) |
|
|
|
|
743 |
|
|
|
735,208 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $27,462,416) |
|
|
|
|
|
|
|
|
27,582,784 |
|
|
|
|
|
|
|
|
|
|
|
|
COLLATERALIZED MORTGAGE OBLIGATIONS 3.0% |
|
|
|
|
|
Arkle Master Issuer PLC, Series 2006-1A, Class 4A2 0.38%, 2/17/52(1)(2) |
|
GB |
|
|
4,500 |
|
|
|
4,493,587 |
|
Arran Residential Mortgages Funding PLC, Series 2010-1A, Class A2B 2.94%, 5/16/47(1)(2) |
|
GB |
|
|
1,000 |
|
|
|
1,334,329 |
|
BCAP LLC, Series 2011-RR5, Class 12A1 5.76%, 3/26/37(1)(2) |
|
|
|
|
100 |
|
|
|
75,800 |
|
BCAP LLC, Series 2011-RR5, Class 9A1 5.25%, 5/26/37(2) |
|
|
|
|
3,605 |
|
|
|
2,965,266 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Bear Stearns Alt-A Trust, Series 2005-4 2.60%, 5/25/35(1) |
|
|
|
$ |
155 |
|
|
$ |
113,262 |
|
Bear Stearns Alt-A Trust, Series 2006-1 2.73%, 2/25/36(1) |
|
|
|
|
163 |
|
|
|
62,352 |
|
Citigroup Mortgage Loan Trust, Inc., Series 2005-4, Class A 5.32%, 8/25/35(1) |
|
|
|
|
2,409 |
|
|
|
2,245,931 |
|
Countrywide Home Loan Mortgage Pass Through Trust, Series 2005-29, Class A1 5.75%, 12/25/35 |
|
|
|
|
1,912 |
|
|
|
1,661,665 |
|
Federal National Mortgage Association, Series 2005-75, Class FL 0.68%, 9/25/35(1) |
|
|
|
|
729 |
|
|
|
729,092 |
|
Federal National Mortgage Association, Series 2007-30, Class AF 0.54%, 4/25/37(1) |
|
|
|
|
367 |
|
|
|
365,024 |
|
First Horizon Asset Securities, Inc., Series 2005-AR4, Class 2A1 2.65%, 10/25/35(1) |
|
|
|
|
643 |
|
|
|
509,794 |
|
First Horizon Asset Securities, Inc., Series 2005-AR6, Class 4A1 5.69%, 2/25/36(1) |
|
|
|
|
574 |
|
|
|
499,846 |
|
Granite Master Issuer PLC, Series 2006-3, Class A5 1.46%, 12/20/54(1) |
|
GB |
|
|
2,340 |
|
|
|
2,970,386 |
|
Granite Master Issuer PLC, Series 2006-4, Class A7 1.46%, 12/20/54(1) |
|
GB |
|
|
1,710 |
|
|
|
2,170,667 |
|
Granite Mortgages PLC, Series 2003-3, Class 2A 1.99%, 1/20/44(1) |
|
GB |
|
|
103 |
|
|
|
130,824 |
|
Granite Mortgages PLC, Series 2003-3, Class 3A 1.21%, 1/20/44(1) |
|
GB |
|
|
89 |
|
|
|
132,080 |
|
Granite Mortgages PLC, Series 2004-3, Class 3A2 1.30%, 9/20/44(1) |
|
GB |
|
|
508 |
|
|
|
753,913 |
|
GSR Mortgage Loan Trust, Series 2005-AR6, Class 1A1 2.76%, 9/25/35(1) |
|
|
|
|
3,523 |
|
|
|
3,257,735 |
|
Harborview Mortgage Loan Trust, Series 2005-4 2.78%, 7/19/35(1) |
|
|
|
|
359 |
|
|
|
273,582 |
|
JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 5.75%, 1/25/36 |
|
|
|
|
78 |
|
|
|
73,713 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
JP Morgan Mortgage Trust, Series 2007-A1 2.86%, 7/25/35(1) |
|
|
|
$ |
511 |
|
|
$ |
375,256 |
|
Master Adjustable Rate Mortgage Trust, Series 2005-6, Class 5A2 2.40%, 7/25/35(1) |
|
|
|
|
1,189 |
|
|
|
876,240 |
|
MLCC Mortgage Investors, Inc., Series 2005-1, Class 2A5 2.07%, 4/25/35(1) |
|
|
|
|
1,200 |
|
|
|
1,019,944 |
|
Nomura Asset Acceptance Corp., Series 2005-AP2, Class A5 4.98%, 5/25/35(3) |
|
|
|
|
330 |
|
|
|
280,448 |
|
Wachovia Mortgage Loan Trust LLC, Series 2005-B, Class 2A4 2.80%, 10/20/35(1) |
|
|
|
|
2,800 |
|
|
|
2,042,127 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Collateralized Mortgage Obligations (Cost $29,962,211) |
|
|
|
|
|
|
|
|
29,412,863 |
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL MORTGAGE BACKED SECURITIES 1.8% |
|
Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2007-CD5, Class A4 5.89%, 11/15/44(1) |
|
|
|
|
5,000 |
|
|
|
5,363,185 |
|
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2003-CB7, Class A4 4.88%, 1/12/38(1) |
|
|
|
|
2,756 |
|
|
|
2,882,376 |
|
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2010-C2, Class A3 4.07%, 11/15/43(2) |
|
|
|
|
1,000 |
|
|
|
979,073 |
|
Morgan Stanley Capital I, Series 2004-IQ8, Class A5 5.11%, 6/15/40(1) |
|
|
|
|
600 |
|
|
|
636,503 |
|
Opera Finance PLC, Series CSC3, Class A 1.06%, 4/25/17(1) |
|
GB |
|
|
2,712 |
|
|
|
3,728,111 |
|
Silenus European Loan Conduit, Series 25X, Class A 1.69%, 5/15/19(1) |
|
IE |
|
|
60 |
|
|
|
66,105 |
|
Titan Europe PLC, Series 2007-3X, Class A1 1.11%, 10/23/16(1) |
|
IE |
|
|
2,834 |
|
|
|
3,665,033 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Mortgage Backed Securities (Cost $16,493,121) |
|
|
|
|
|
|
|
|
17,320,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
CONVERTIBLE BONDS 0.3% |
|
OIL & GAS - EXPLORATION & PRODUCTION 0.3% |
|
Transocean, Inc., Series B 1.50%, 12/15/37 (Cost $2,701,270) |
|
KY |
|
$ |
2,900 |
|
|
$ |
2,860,125 |
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE DEBT OBLIGATIONS 33.6% |
|
AGRICULTURAL 0.1% |
|
|
|
|
|
Altria Group, Inc. 4.13%, 9/11/15 |
|
|
|
|
500 |
|
|
|
535,134 |
|
BAT International Finance PLC 9.50%, 11/15/18(2) |
|
GB |
|
|
160 |
|
|
|
217,212 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
752,346 |
|
|
|
|
|
|
|
|
|
|
|
|
AUTOMOTIVE 0.6% |
|
|
|
|
|
|
|
|
Ford Motor Credit Co. LLC |
|
|
|
|
|
|
|
|
|
|
5.63%, 9/15/15 |
|
|
|
|
1,300 |
|
|
|
1,307,690 |
|
5.88%, 8/2/21 |
|
|
|
|
300 |
|
|
|
298,405 |
|
7.00%, 4/15/15 |
|
|
|
|
1,900 |
|
|
|
1,995,000 |
|
8.70%, 10/1/14 |
|
|
|
|
400 |
|
|
|
432,091 |
|
12.00%, 5/15/15 |
|
|
|
|
1,400 |
|
|
|
1,680,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,713,186 |
|
|
|
|
|
|
|
|
|
|
|
|
BANKS 16.3% |
|
|
|
|
|
|
|
|
|
|
Ally Financial, Inc. |
|
|
|
|
|
|
|
|
|
|
0.00%, 6/15/15(4) |
|
|
|
|
3,500 |
|
|
|
2,502,500 |
|
6.25%, 12/1/17 |
|
|
|
|
1,800 |
|
|
|
1,567,998 |
|
7.50%, 9/15/20 |
|
|
|
|
300 |
|
|
|
271,500 |
|
8.30%, 2/12/15 |
|
|
|
|
2,400 |
|
|
|
2,373,000 |
|
American Express Bank, FSB 5.50%, 4/16/13 |
|
|
|
|
400 |
|
|
|
422,279 |
|
Australia & New Zealand Banking Group Ltd. |
|
|
|
|
|
|
|
|
|
|
1.12%, 5/8/13(1) |
|
AU |
|
|
1,200 |
|
|
|
1,200,452 |
|
2.13%, 1/10/14(2) |
|
AU |
|
|
1,500 |
|
|
|
1,505,170 |
|
Banco Santander Brazil SA 2.45%, 3/18/14(1)(2) |
|
BR |
|
|
1,000 |
|
|
|
967,248 |
|
Banco Santander Chile 1.50%, 4/20/12(1)(2) |
|
CL |
|
|
900 |
|
|
|
900,632 |
|
Bank of America Corp. |
|
|
|
|
|
|
|
|
|
|
5.65%, 5/1/18 |
|
|
|
|
1,900 |
|
|
|
1,804,113 |
|
5.75%, 12/1/17 |
|
|
|
|
300 |
|
|
|
281,358 |
|
6.00%, 9/1/17 |
|
|
|
|
1,100 |
|
|
|
1,058,313 |
|
Bank of China Hong Kong Ltd. 5.55%, 2/11/20(2) |
|
HK |
|
|
100 |
|
|
|
100,042 |
|
Bank of India 6.25%, 2/16/21 |
|
IN |
|
|
1,900 |
|
|
|
1,857,731 |
|
Bank of Montreal 2.85%, 6/9/15(2) |
|
CA |
|
|
300 |
|
|
|
316,626 |
|
Bank of Nova Scotia 1.65%, 10/29/15(2) |
|
CA |
|
|
500 |
|
|
|
503,727 |
|
Barclays Bank PLC |
|
|
|
|
|
|
|
|
|
|
0.54%, 9/11/17(1) |
|
GB |
|
|
13,400 |
|
|
|
11,685,818 |
|
2.38%, 1/13/14 |
|
GB |
|
|
1,900 |
|
|
|
1,858,200 |
|
5.00%, 9/22/16 |
|
GB |
|
|
1,500 |
|
|
|
1,503,366 |
|
6.05%, 12/4/17(2) |
|
GB |
|
|
500 |
|
|
|
458,944 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Barnett Capital Trust III 0.88%, 2/1/27(1) |
|
|
|
$ |
200 |
|
|
$ |
125,094 |
|
BBVA Bancomer SA Texas |
|
|
|
|
|
|
|
|
|
|
4.50%, 3/10/16(2) |
|
MX |
|
|
300 |
|
|
|
279,000 |
|
6.50%, 3/10/21(2) |
|
MX |
|
|
600 |
|
|
|
553,500 |
|
7.25%, 4/22/20(2) |
|
MX |
|
|
1,100 |
|
|
|
1,072,500 |
|
Bear Stearns Cos. LLC |
|
|
|
|
|
|
|
|
|
|
0.51%, 11/28/11(1) |
|
|
|
|
5,180 |
|
|
|
5,179,534 |
|
5.30%, 10/30/15 |
|
|
|
|
100 |
|
|
|
107,959 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
|
|
1.15%, 1/10/14(1) |
|
FR |
|
|
2,100 |
|
|
|
1,958,649 |
|
7.20%, 6/25/37(1)(2) |
|
FR |
|
|
100 |
|
|
|
76,500 |
|
7.78%, 7/2/18(1) |
|
FR |
|
|
100 |
|
|
|
107,247 |
|
BPCE SA 2.38%, 10/4/13(2) |
|
FR |
|
|
200 |
|
|
|
194,636 |
|
Citigroup Capital XXI 8.30%, 12/21/57(1) |
|
|
|
|
1,600 |
|
|
|
1,568,000 |
|
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
|
3.63%, 11/30/17(1) |
|
|
|
|
800 |
|
|
|
827,524 |
|
5.50%, 4/11/13 |
|
|
|
|
700 |
|
|
|
720,458 |
|
5.50%, 10/15/14 |
|
|
|
|
400 |
|
|
|
415,580 |
|
5.63%, 8/27/12 |
|
|
|
|
5,300 |
|
|
|
5,396,773 |
|
6.13%, 11/21/17 |
|
|
|
|
200 |
|
|
|
213,714 |
|
8.50%, 5/22/19 |
|
|
|
|
200 |
|
|
|
241,564 |
|
Commonwealth Bank of Australia 0.67%, 7/12/13(1)(2) |
|
AU |
|
|
1,600 |
|
|
|
1,599,200 |
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA 6.88%, 3/19/20 |
|
NL |
|
|
3,600 |
|
|
|
4,350,436 |
|
Credit Agricole SA 8.38%, 10/13/19(1)(2) |
|
FR |
|
|
2,300 |
|
|
|
1,811,250 |
|
Credit Suisse New York 2.20%, 1/14/14 |
|
CH |
|
|
400 |
|
|
|
396,446 |
|
Danske Bank A/S 2.50%, 5/10/12(2) |
|
DK |
|
|
300 |
|
|
|
303,593 |
|
Deutsche Bank AG 6.00%, 9/1/17 |
|
DE |
|
|
300 |
|
|
|
330,474 |
|
Dexia Credit Local |
|
|
|
|
|
|
|
|
|
|
0.73%, 3/5/13(1)(2) |
|
FR |
|
|
3,300 |
|
|
|
3,291,334 |
|
0.73%, 4/29/14(1)(2) |
|
FR |
|
|
1,700 |
|
|
|
1,601,017 |
|
Fortis Bank Nederland Holding NV 3.00%, 4/17/12 |
|
NL |
|
|
200 |
|
|
|
270,622 |
|
HBOS PLC |
|
|
|
|
|
|
|
|
|
|
0.53%, 9/6/17(1) |
|
GB |
|
|
17,800 |
|
|
|
12,734,796 |
|
6.75%, 5/21/18(2) |
|
GB |
|
|
3,200 |
|
|
|
2,728,198 |
|
HSBC Bank PLC 2.00%, 1/19/14(2) |
|
GB |
|
|
500 |
|
|
|
497,242 |
|
ICICI Bank Ltd. |
|
|
|
|
|
|
|
|
|
|
5.50%, 3/25/15 |
|
IN |
|
|
1,400 |
|
|
|
1,394,390 |
|
5.75%, 11/16/20 |
|
IN |
|
|
1,500 |
|
|
|
1,410,948 |
|
ICICI Bank Ltd./Dubai 4.75%, 11/25/16(2) |
|
AE |
|
|
3,700 |
|
|
|
3,537,444 |
|
ING Bank NV |
|
|
|
|
|
|
|
|
|
|
1.17%, 3/30/12(1)(2) |
|
NL |
|
|
4,200 |
|
|
|
4,194,788 |
|
2.63%, 2/9/12(2) |
|
NL |
|
|
1,400 |
|
|
|
1,410,475 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Intesa Sanpaolo New York 2.38%, 12/21/12 |
|
IT |
|
$ |
2,400 |
|
|
$ |
2,332,212 |
|
Intesa Sanpaolo SpA 2.71%, 2/24/14(1)(2) |
|
IT |
|
|
1,100 |
|
|
|
990,554 |
|
Itau Unibanco Holding SA 6.20%, 4/15/20(2) |
|
BR |
|
|
1,800 |
|
|
|
1,818,097 |
|
JP Morgan Chase & Co. 4.25%, 10/15/20 |
|
|
|
|
1,300 |
|
|
|
1,303,081 |
|
JP Morgan Chase & Co., Series 3 1.12%, 9/30/13(1) |
|
|
|
|
700 |
|
|
|
699,207 |
|
JP Morgan Chase & Co., Series I 7.90%, 4/30/18(1) |
|
|
|
|
300 |
|
|
|
309,003 |
|
JP Morgan Chase Bank NA 0.67%, 6/13/16(1) |
|
|
|
|
300 |
|
|
|
275,253 |
|
JP Morgan Chase Capital XXI, Series U 1.21%, 2/2/37(1) |
|
|
|
|
1,000 |
|
|
|
711,375 |
|
LBG Capital No.1 PLC |
|
|
|
|
|
|
|
|
|
|
6.44%, 5/23/20 |
|
GB |
|
|
800 |
|
|
|
718,106 |
|
7.87%, 12/17/19 |
|
GB |
|
|
500 |
|
|
|
569,181 |
|
LBG Capital No.2 PLC |
|
|
|
|
|
|
|
|
|
|
8.88%, 2/7/20 |
|
GB |
|
|
300 |
|
|
|
323,550 |
|
9.13%, 7/15/20 |
|
GB |
|
|
1,700 |
|
|
|
2,014,746 |
|
15.00%, 12/21/19 |
|
GB |
|
|
300 |
|
|
|
491,211 |
|
Lloyds TSB Bank PLC |
|
|
|
|
|
|
|
|
|
|
2.80%, 4/2/12(2) |
|
GB |
|
|
4,300 |
|
|
|
4,348,250 |
|
4.88%, 1/21/16 |
|
GB |
|
|
1,500 |
|
|
|
1,478,621 |
|
Macquarie Bank Ltd. 4.10%, 12/17/13(2) |
|
AU |
|
|
300 |
|
|
|
321,575 |
|
Merrill Lynch & Co., Inc. |
|
|
|
|
|
|
|
|
|
|
1.84%, 5/30/14(1) |
|
|
|
|
100 |
|
|
|
116,223 |
|
6.88%, 4/25/18 |
|
|
|
|
200 |
|
|
|
200,072 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
0.55%, 1/9/14(1) |
|
|
|
|
500 |
|
|
|
453,276 |
|
0.73%, 10/15/15(1) |
|
|
|
|
2,000 |
|
|
|
1,688,954 |
|
1.87%, 3/1/13(1) |
|
|
|
|
4,950 |
|
|
|
6,266,962 |
|
5.95%, 12/28/17 |
|
|
|
|
400 |
|
|
|
387,874 |
|
National Australia Bank Ltd. |
|
|
|
|
|
|
|
|
|
|
0.97%, 4/11/14(1)(2) |
|
AU |
|
|
4,500 |
|
|
|
4,485,460 |
|
1.20%, 7/25/14(1)(2) |
|
AU |
|
|
600 |
|
|
|
606,761 |
|
Nordea Bank AB |
|
|
|
|
|
|
|
|
|
|
2.13%, 1/14/14(2) |
|
SE |
|
|
200 |
|
|
|
198,488 |
|
4.88%, 1/27/20(2) |
|
SE |
|
|
1,800 |
|
|
|
1,874,389 |
|
Nordea Eiendomskreditt A/S 0.67%, 4/7/14(1)(2) |
|
NO |
|
|
2,000 |
|
|
|
1,997,918 |
|
Northern Rock Asset Management PLC 5.63%, 6/22/17(2) |
|
GB |
|
|
1,300 |
|
|
|
1,373,072 |
|
Royal Bank of Scotland Group PLC |
|
|
|
|
|
|
|
|
|
|
2.63%, 5/11/12(2) |
|
GB |
|
|
200 |
|
|
|
202,541 |
|
4.38%, 3/16/16 |
|
GB |
|
|
2,300 |
|
|
|
2,199,251 |
|
5.00%, 10/1/14 |
|
GB |
|
|
100 |
|
|
|
93,117 |
|
6.99%, 10/5/17(2)(5) |
|
GB |
|
|
200 |
|
|
|
127,000 |
|
Santander US Debt SA Unipersonal |
|
|
|
|
|
|
|
|
|
|
1.17%, 3/30/12(1)(2) |
|
ES |
|
|
3,100 |
|
|
|
3,077,243 |
|
1.83%, 10/10/17(1) |
|
GB |
|
|
2,800 |
|
|
|
3,197,158 |
|
2.99%, 10/7/13(2) |
|
ES |
|
|
1,800 |
|
|
|
1,730,009 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
7.30%, 7/27/19(1) |
|
ES |
|
$ |
900 |
|
|
$ |
1,291,730 |
|
Scotland International Finance No. 2 BV 4.25%, 5/23/13(2) |
|
NL |
|
|
1,200 |
|
|
|
1,183,942 |
|
Societe Generale 5.92%, 4/5/17(1)(2) |
|
FR |
|
|
400 |
|
|
|
234,425 |
|
State Bank of India/London 4.50%, 7/27/15(2) |
|
IN |
|
|
1,000 |
|
|
|
1,000,843 |
|
State Street Capital Trust IV 1.35%, 6/15/37(1) |
|
|
|
|
200 |
|
|
|
137,039 |
|
Sumitomo Mitsui Banking Corp. 1.95%, 1/14/14(2) |
|
JP |
|
|
2,200 |
|
|
|
2,214,687 |
|
Swedbank AB 2.80%, 2/10/12(2) |
|
SE |
|
|
1,000 |
|
|
|
1,008,197 |
|
Turkiye Garanti Bankasi AS 2.75%, 4/20/16(1)(2) |
|
TR |
|
|
300 |
|
|
|
270,000 |
|
UBS AG/Stamford CT 1.40%, 2/23/12(1) |
|
CH |
|
|
800 |
|
|
|
802,108 |
|
Wachovia Bank NA 0.68%, 3/15/16(1) |
|
|
|
|
400 |
|
|
|
357,232 |
|
Wachovia Corp. |
|
|
|
|
|
|
|
|
|
|
0.38%, 10/15/11(1) |
|
|
|
|
3,900 |
|
|
|
3,899,965 |
|
5.30%, 10/15/11 |
|
|
|
|
650 |
|
|
|
650,606 |
|
Westpac Banking Corp. |
|
|
|
|
|
|
|
|
|
|
1.10%, 3/31/14(1)(2) |
|
AU |
|
|
2,200 |
|
|
|
2,207,016 |
|
3.59%, 8/14/14(2) |
|
AU |
|
|
300 |
|
|
|
320,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
158,597,804 |
|
|
|
|
|
|
|
|
|
|
|
|
CHEMICALS 0.3% |
|
|
|
|
|
|
|
|
Braskem SA 5.75%, 4/15/21(2) |
|
KY |
|
|
2,200 |
|
|
|
2,007,720 |
|
The Dow Chemical Co. |
|
|
|
|
|
|
|
|
|
|
4.85%, 8/15/12 |
|
|
|
|
900 |
|
|
|
926,643 |
|
6.00%, 10/1/12 |
|
|
|
|
100 |
|
|
|
104,564 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,038,927 |
|
|
|
|
|
|
|
|
|
|
|
|
DIVERSIFIED 0.2% |
|
|
|
|
|
|
|
|
Noble Group Ltd. |
|
|
|
|
|
|
|
|
|
|
4.88%, 8/5/15(2) |
|
BM |
|
|
1,000 |
|
|
|
920,000 |
|
6.75%, 1/29/20 |
|
BM |
|
|
1,000 |
|
|
|
880,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,800,000 |
|
|
|
|
|
|
|
|
|
|
|
|
ELECTRIC UTILITIES 0.8% |
|
|
|
|
|
CMS Energy Corp. 5.05%, 2/15/18 |
|
|
|
|
1,000 |
|
|
|
987,855 |
|
Comision Federal de Electricidad 4.88%, 5/26/21(2) |
|
MX |
|
|
5,100 |
|
|
|
5,125,500 |
|
Electricite de France 6.50%, 1/26/19(2) |
|
FR |
|
|
400 |
|
|
|
467,549 |
|
Entergy Corp. 3.63%, 9/15/15 |
|
|
|
|
1,000 |
|
|
|
1,000,969 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,581,873 |
|
|
|
|
|
|
|
|
|
|
|
|
FINANCIALS 5.6% |
|
|
|
|
|
|
|
|
American Express Co. |
|
|
|
|
|
|
|
|
|
|
4.88%, 7/15/13 |
|
|
|
|
500 |
|
|
|
525,113 |
|
7.00%, 3/19/18 |
|
|
|
|
700 |
|
|
|
828,119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
American Express Credit Corp. 5.13%, 8/25/14 |
|
|
|
$ |
4,200 |
|
|
$ |
4,545,866 |
|
Banque PSA Finance 2.15%, 4/4/14(1)(2) |
|
FR |
|
|
1,200 |
|
|
|
1,131,398 |
|
CIT Group, Inc. 7.00%, 5/1/14 |
|
|
|
|
88 |
|
|
|
89,757 |
|
Countrywide Financial Corp. 5.80%, 6/7/12 |
|
|
|
|
2,100 |
|
|
|
2,106,046 |
|
General Electric Capital Corp., Series A |
|
|
|
|
|
|
|
|
|
|
6.15%, 8/7/37 |
|
|
|
|
100 |
|
|
|
106,885 |
|
6.88%, 1/10/39 |
|
|
|
|
800 |
|
|
|
918,193 |
|
International Lease Finance Corp. |
|
|
|
|
|
|
|
|
|
|
5.40%, 2/15/12 |
|
|
|
|
3,700 |
|
|
|
3,672,250 |
|
5.75%, 5/15/16 |
|
|
|
|
200 |
|
|
|
177,763 |
|
6.38%, 3/25/13 |
|
|
|
|
2,000 |
|
|
|
1,945,000 |
|
6.75%, 9/1/16(2) |
|
|
|
|
400 |
|
|
|
401,000 |
|
LeasePlan Corp. NV |
|
|
|
|
|
|
|
|
|
|
3.00%, 5/7/12(2) |
|
NL |
|
|
1,000 |
|
|
|
1,013,745 |
|
3.13%, 2/10/12 |
|
NL |
|
|
200 |
|
|
|
269,479 |
|
Nomura Holdings, Inc. 6.70%, 3/4/20 |
|
JP |
|
|
2,300 |
|
|
|
2,586,251 |
|
SLM Corp. 6.25%, 1/25/16 |
|
|
|
|
200 |
|
|
|
196,307 |
|
SLM Corp., Series A |
|
|
|
|
|
|
|
|
|
|
0.55%, 1/27/14(1) |
|
|
|
|
500 |
|
|
|
458,952 |
|
5.00%, 10/1/13 |
|
|
|
|
5,700 |
|
|
|
5,579,604 |
|
5.38%, 1/15/13 |
|
|
|
|
130 |
|
|
|
130,006 |
|
8.00%, 3/25/20 |
|
|
|
|
1,100 |
|
|
|
1,085,917 |
|
8.45%, 6/15/18 |
|
|
|
|
2,300 |
|
|
|
2,392,386 |
|
Springleaf Finance Corp. |
|
|
|
|
|
|
|
|
|
|
3.25%, 1/16/13 |
|
|
|
|
8,600 |
|
|
|
10,208,277 |
|
4.88%, 7/15/12 |
|
|
|
|
4,500 |
|
|
|
4,207,500 |
|
Sydney Airport Finance Co., Pty Ltd. 5.13%, 2/22/21(2) |
|
AU |
|
|
100 |
|
|
|
104,128 |
|
The Goldman Sachs Group, Inc. |
|
|
|
|
|
|
|
|
|
|
0.81%, 3/22/16(1) |
|
|
|
|
600 |
|
|
|
514,556 |
|
1.25%, 7/29/13(1) |
|
|
|
|
200 |
|
|
|
195,912 |
|
5.95%, 1/18/18 |
|
|
|
|
6,800 |
|
|
|
7,000,845 |
|
6.15%, 4/1/18 |
|
|
|
|
1,100 |
|
|
|
1,139,904 |
|
6.25%, 9/1/17 |
|
|
|
|
700 |
|
|
|
729,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
54,260,215 |
|
|
|
|
|
|
|
|
|
|
|
|
FOOD, BEVERAGES & RESTAURANTS 0.5% |
|
Anheuser-Busch InBev Worldwide, Inc. |
|
|
|
|
|
|
|
|
|
|
4.13%, 1/15/15 |
|
|
|
|
1,200 |
|
|
|
1,300,444 |
|
5.38%, 1/15/20 |
|
|
|
|
1,200 |
|
|
|
1,398,104 |
|
Pernod-Ricard SA 5.75%, 4/7/21(2) |
|
FR |
|
|
1,500 |
|
|
|
1,644,079 |
|
Tate & Lyle International Finance PLC 6.63%, 6/15/16(2) |
|
GB |
|
|
500 |
|
|
|
571,769 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,914,396 |
|
|
|
|
|
|
|
|
|
|
|
|
HEALTH CARE 0.5% |
|
|
|
|
|
|
|
|
HCA, Inc. 7.88%, 2/15/20 |
|
|
|
|
4,000 |
|
|
|
4,140,000 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Roche Holdings, Inc. 6.00%, 3/1/19(2) |
|
|
|
$ |
600 |
|
|
$ |
733,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,873,070 |
|
|
|
|
|
|
|
|
|
|
|
|
INSURANCE 2.1% |
|
|
|
|
|
|
|
|
American International Group, Inc. |
|
|
|
|
|
|
|
|
|
|
1.78%, 7/19/13(1) |
|
|
|
|
8,000 |
|
|
|
9,855,307 |
|
5.05%, 10/1/15 |
|
|
|
|
100 |
|
|
|
97,855 |
|
5.45%, 5/18/17 |
|
|
|
|
100 |
|
|
|
95,758 |
|
5.85%, 1/16/18 |
|
|
|
|
200 |
|
|
|
198,140 |
|
8.25%, 8/15/18 |
|
|
|
|
1,000 |
|
|
|
1,108,447 |
|
MetLife Institutional Funding II 1.15%, 4/4/14(1)(2) |
|
|
|
|
800 |
|
|
|
799,019 |
|
Ohio National Financial Services, Inc. 6.38%, 4/30/20(2) |
|
|
|
|
5,100 |
|
|
|
5,573,703 |
|
Pacific LifeCorp. 6.00%, 2/10/20(2) |
|
|
|
|
1,300 |
|
|
|
1,389,746 |
|
The Dai-ichi Life Insurance Co., Ltd. 7.25%, 7/25/21(1)(2) |
|
JP |
|
|
600 |
|
|
|
590,076 |
|
The Hartford Financial Services Group, Inc. 8.13%, 6/15/38(1) |
|
|
|
|
300 |
|
|
|
282,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,990,051 |
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENT COMPANIES 0.7% |
|
|
|
|
|
FIH Erhvervsbank A/S 0.71%, 6/13/13(1)(2) |
|
DK |
|
|
6,500 |
|
|
|
6,495,456 |
|
Temasek Financial I Ltd. 4.30%, 10/25/19(2) |
|
SG |
|
|
300 |
|
|
|
319,382 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,814,838 |
|
|
|
|
|
|
|
|
|
|
|
|
METALS & MINING 0.8% |
|
Alcoa, Inc. 6.15%, 8/15/20 |
|
|
|
|
600 |
|
|
|
607,789 |
|
CSN Resources SA 6.50%, 7/21/20(2) |
|
LU |
|
|
1,400 |
|
|
|
1,459,500 |
|
Gerdau Holdings, Inc. 7.00%, 1/20/20(2) |
|
BR |
|
|
1,700 |
|
|
|
1,742,500 |
|
Gerdau Trade, Inc. 5.75%, 1/30/21(2) |
|
VG |
|
|
2,700 |
|
|
|
2,558,250 |
|
GTL Trade Finance, Inc. 7.25%, 10/20/17(2) |
|
VG |
|
|
1,400 |
|
|
|
1,463,000 |
|
Vale Overseas Ltd. 6.88%, 11/10/39 |
|
KY |
|
|
300 |
|
|
|
322,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,153,539 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL & GAS 0.6% |
|
|
|
|
|
|
|
|
Petroleos Mexicanos 6.50%, 6/2/41(2) |
|
MX |
|
|
2,900 |
|
|
|
2,879,256 |
|
Ras Laffan Liquefied Natural Gas Co. Ltd. III 6.75%, 9/30/19 |
|
QA |
|
|
1,200 |
|
|
|
1,426,500 |
|
Reliance Holdings USA 4.50%, 10/19/20 |
|
|
|
|
1,900 |
|
|
|
1,743,408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Total Capital SA 4.45%, 6/24/20 |
|
FR |
|
$ |
200 |
|
|
$ |
223,594 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,272,758 |
|
|
|
|
|
|
|
|
|
|
|
|
OIL & GAS - EXPLORATION & PRODUCTION 0.3% |
|
Gazprom OAO 9.63%, 3/1/13 |
|
DE |
|
|
2,400 |
|
|
|
2,533,992 |
|
Novatek Finance Ltd. 5.33%, 2/3/16(2) |
|
IE |
|
|
200 |
|
|
|
195,500 |
|
Transocean, Inc. 4.95%, 11/15/15 |
|
KY |
|
|
100 |
|
|
|
105,316 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,834,808 |
|
|
|
|
|
|
|
|
|
|
|
|
PIPELINES 0.0%+ |
|
|
|
|
|
|
|
|
El Paso Corp. 7.88%, 6/15/12 |
|
|
|
|
400 |
|
|
|
414,110 |
|
|
|
|
|
|
|
|
|
|
|
|
REFINING 0.3% |
|
|
|
|
|
|
|
|
|
|
Petrobras International Finance Co. 7.88%, 3/15/19 |
|
KY |
|
|
2,900 |
|
|
|
3,364,000 |
|
|
|
|
|
|
|
|
|
|
|
|
RETAIL 0.0%+ |
|
|
|
|
|
|
|
|
|
|
CVS Pass-through Trust 6.94%, 1/10/30 |
|
|
|
|
92 |
|
|
|
103,343 |
|
|
|
|
|
|
|
|
|
|
|
|
SAVINGS & LOANS 0.1% |
|
|
|
|
|
Nationwide Building Society 6.25%, 2/25/20(2) |
|
GB |
|
|
600 |
|
|
|
604,697 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIAL PURPOSE BANKS 0.5% |
|
Kreditanstalt fuer Wiederaufbau 2.00%, 9/7/16 |
|
DE |
|
|
1,400 |
|
|
|
1,890,676 |
|
The Export-Import Bank of Korea |
|
|
|
|
|
|
|
|
|
|
1.05%, 3/3/12(2) |
|
KR |
|
|
1,500 |
|
|
|
1,146,617 |
|
5.13%, 6/29/20 |
|
KR |
|
|
300 |
|
|
|
304,151 |
|
5.88%, 1/14/15 |
|
KR |
|
|
900 |
|
|
|
956,997 |
|
8.13%, 1/21/14 |
|
KR |
|
|
400 |
|
|
|
446,478 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,744,919 |
|
|
|
|
|
|
|
|
|
|
|
|
SPECIAL PURPOSE ENTITIES 0.5% |
|
IPIC GMTN Ltd. 5.00%, 11/15/20 |
|
KY |
|
|
1,200 |
|
|
|
1,230,000 |
|
MUFG Capital Finance 5 Ltd. 6.30%, 1/25/17(1) |
|
KY |
|
|
1,000 |
|
|
|
1,426,852 |
|
Odebrecht Drilling VIII/IX Ltd. 6.35%, 6/30/21(2) |
|
KY |
|
|
2,300 |
|
|
|
2,277,000 |
|
Vnesheconombank Veb Finance Ltd. 5.45%, 11/22/17(2) |
|
IE |
|
|
200 |
|
|
|
191,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,124,852 |
|
|
|
|
|
|
|
|
|
|
|
|
TELECOMMUNICATIONS 1.4% |
|
BellSouth Corp. 4.46%, 4/26/12(2) |
|
|
|
|
10,500 |
|
|
|
10,690,984 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Deutsche Telekom International Finance BV 6.50%, 4/8/22 |
|
NL |
|
$ |
1,900 |
|
|
$ |
3,427,142 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,118,126 |
|
|
|
|
|
|
|
|
|
|
|
|
TRANSPORTATION 0.8% |
|
Asciano Finance Ltd. 5.00%, 4/7/18(2) |
|
AU |
|
|
5,100 |
|
|
|
5,214,643 |
|
DP World Ltd. 6.25%, 7/2/17(2) |
|
KY |
|
|
1,900 |
|
|
|
1,895,250 |
|
Ryder System, Inc. 6.00%, 3/1/13 |
|
|
|
|
400 |
|
|
|
424,814 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,534,707 |
|
|
|
|
|
|
|
|
|
|
|
|
UTILITIES 0.6% |
|
|
|
|
|
|
|
|
|
|
Centrais Eletricas Brasileiras SA 6.88%, 7/30/19(2) |
|
BR |
|
|
1,600 |
|
|
|
1,792,000 |
|
MidAmerican Energy Holdings Co. 6.13%, 4/1/36 |
|
|
|
|
300 |
|
|
|
359,332 |
|
Nakilat, Inc. 6.07%, 12/31/33 |
|
QA |
|
|
2,800 |
|
|
|
3,024,000 |
|
NRG Energy, Inc . 8.25%, 9/1/20 |
|
|
|
|
700 |
|
|
|
661,500 |
|
The AES Corp. 7.38%, 7/1/21(2) |
|
|
|
|
200 |
|
|
|
189,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,025,832 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Debt Obligations (Cost $336,688,108) |
|
|
|
|
|
|
|
|
327,632,397 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT AGENCY OBLIGATIONS 1.3% |
|
Banco Nacional de Desenvolvimento Economico e Social 4.13%, 9/15/17(2) |
|
BR |
|
|
200 |
|
|
|
257,286 |
|
Canada Housing Trust No. 1 |
|
|
|
|
|
|
|
|
|
|
2.75%, 12/15/15 |
|
CA |
|
|
800 |
|
|
|
800,145 |
|
3.15%, 6/15/14(2) |
|
CA |
|
|
400 |
|
|
|
401,355 |
|
3.35%, 12/15/20(2) |
|
CA |
|
|
1,800 |
|
|
|
1,824,186 |
|
3.80%, 6/15/21(2) |
|
CA |
|
|
700 |
|
|
|
733,226 |
|
Instituto de Credito Oficial 3.29%, 3/25/14(1) |
|
ES |
|
|
1,300 |
|
|
|
1,678,152 |
|
Korea Housing Finance Corp. 4.13%, 12/15/15(2) |
|
KR |
|
|
3,500 |
|
|
|
3,591,655 |
|
Societe Financement de lEconomie Francaise |
|
|
|
|
|
|
|
|
|
|
0.45%, 7/16/12(1)(2) |
|
FR |
|
|
1,000 |
|
|
|
1,001,560 |
|
3.38%, 5/5/14(2) |
|
FR |
|
|
2,100 |
|
|
|
2,229,912 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foregin Government Agency Obligations (Cost $12,476,152) |
|
|
|
|
|
|
|
|
12,517,477 |
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS 8.1% |
|
Canadian Government Bond |
|
|
|
|
|
|
|
|
|
|
2.75%, 9/1/16 |
|
CA |
|
|
1,500 |
|
|
|
1,523,189 |
|
3.00%, 12/1/15 |
|
CA |
|
|
400 |
|
|
|
408,348 |
|
3.25%, 6/1/21 |
|
CA |
|
|
200 |
|
|
|
209,085 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
3.75%, 6/1/19 |
|
CA |
|
$ |
600 |
|
|
$ |
648,932 |
|
4.25%, 6/1/18 |
|
CA |
|
|
100 |
|
|
|
110,746 |
|
Italy Buoni Poliennali Del Tesoro
Inflation Linked Bond |
|
|
|
|
|
|
|
|
|
|
2.10%, 9/15/16 |
|
IT |
|
|
307 |
|
|
|
377,741 |
|
2.10%, 9/15/21 |
|
IT |
|
|
6,730 |
|
|
|
7,312,574 |
|
Mexican Bonos 9.00%, 12/22/11 |
|
MX |
|
|
99,000 |
|
|
|
7,206,528 |
|
Province of Ontario Canada |
|
|
|
|
|
|
|
|
|
|
1.38%, 1/27/14 |
|
CA |
|
|
1,100 |
|
|
|
1,112,223 |
|
1.60%, 9/21/16 |
|
CA |
|
|
21,300 |
|
|
|
21,251,436 |
|
4.00%, 6/2/21 |
|
CA |
|
|
400 |
|
|
|
409,665 |
|
4.20%, 6/2/20 |
|
CA |
|
|
13,700 |
|
|
|
14,299,171 |
|
4.30%, 3/8/17 |
|
CA |
|
|
400 |
|
|
|
424,796 |
|
4.60%, 6/2/39 |
|
CA |
|
|
300 |
|
|
|
325,860 |
|
4.70%, 6/2/37 |
|
CA |
|
|
1,300 |
|
|
|
1,421,639 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
|
|
4.25%, 12/1/21 |
|
CA |
|
|
300 |
|
|
|
310,593 |
|
4.50%, 12/1/17 |
|
CA |
|
|
500 |
|
|
|
535,180 |
|
4.50%, 12/1/18 |
|
CA |
|
|
600 |
|
|
|
641,002 |
|
Republic of Turkey 7.00%, 9/26/16 |
|
TR |
|
|
6,100 |
|
|
|
6,740,500 |
|
Russian Foreign Bond |
|
|
|
|
|
|
|
|
|
|
3.63%, 4/29/15 |
|
RU |
|
|
100 |
|
|
|
98,250 |
|
7.50%, 3/31/30(3) |
|
RU |
|
|
2,839 |
|
|
|
3,190,127 |
|
Spain Government Bond 4.65%, 7/30/25 |
|
ES |
|
|
8,100 |
|
|
|
9,861,731 |
|
United Mexican States, Series A 6.05%, 1/11/40 |
|
MX |
|
|
200 |
|
|
|
226,000 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Government Obligations (Cost $83,135,756) |
|
|
|
|
|
|
|
|
78,645,316 |
|
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS 3.9% |
|
Acalanes Union High School District, Series 2008-B 0.00%, 8/1/46(4) |
|
|
|
|
4,600 |
|
|
|
398,360 |
|
California Infrastructure & Economic Development Bank 6.49%, 5/15/49 |
|
|
|
|
1,000 |
|
|
|
1,176,080 |
|
California State University 6.43%, 11/1/30 |
|
|
|
|
200 |
|
|
|
228,018 |
|
City of New York, NY |
|
|
|
|
|
|
|
|
|
|
5.00%, 8/1/35 |
|
|
|
|
4,700 |
|
|
|
5,034,969 |
|
6.25%, 6/1/35 |
|
|
|
|
3,800 |
|
|
|
4,235,518 |
|
City of Newport Beach, California Certificates of Participation 7.17%, 7/1/40 |
|
|
|
|
2,300 |
|
|
|
2,616,894 |
|
Contra Costa, California Community College District 6.50%, 8/1/34 |
|
|
|
|
1,600 |
|
|
|
1,896,144 |
|
County of Clark, NV 6.82%, 7/1/45 |
|
|
|
|
300 |
|
|
|
371,511 |
|
County of Fresno CA, Series A 0.00%, 8/15/28(4) |
|
|
|
|
2,200 |
|
|
|
775,918 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
Irvine Ranch Water District, California 6.62%, 5/1/40 |
|
|
|
$ |
3,700 |
|
|
$ |
4,998,108 |
|
Long Beach Unified School District, Series 2008-B 0.00%, 8/1/34(4) |
|
|
|
|
2,400 |
|
|
|
583,944 |
|
Los Angeles Unified School District, California 6.76%, 7/1/34 |
|
|
|
|
200 |
|
|
|
248,844 |
|
Metropolitan Government of Nashville & Davidson County, Tennessee, Water and Sewer Revenue 6.57%, 7/1/37 |
|
|
|
|
3,700 |
|
|
|
4,685,569 |
|
Metropolitan Transportation Authority 7.34%, 11/15/39 |
|
|
|
|
1,100 |
|
|
|
1,547,128 |
|
New Jersey Economic Development Authority 1.35%, 6/15/13(1) |
|
|
|
|
1,300 |
|
|
|
1,304,693 |
|
New York State Thruway Authority 5.88%, 4/1/30 |
|
|
|
|
1,000 |
|
|
|
1,211,880 |
|
Pasadena, California Public Financing Authority 7.15%, 3/1/43 |
|
|
|
|
1,400 |
|
|
|
1,877,960 |
|
Philadelphia Authority for Industrial Development 0.00%, 4/15/23(4) |
|
|
|
|
3,000 |
|
|
|
1,287,990 |
|
State of California |
|
|
|
|
|
|
|
|
|
|
7.60%, 11/1/40 |
|
|
|
|
500 |
|
|
|
618,595 |
|
7.63%, 3/1/40 |
|
|
|
|
1,000 |
|
|
|
1,232,720 |
|
7.95%, 3/1/36 |
|
|
|
|
400 |
|
|
|
453,864 |
|
State of Illinois 4.07%, 1/1/14 |
|
|
|
|
400 |
|
|
|
411,824 |
|
State of Louisiana 3.00%, 5/1/43(1) |
|
|
|
|
400 |
|
|
|
408,036 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Municipal Bonds (Cost $32,180,666) |
|
|
|
|
|
|
|
|
37,604,567 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS 33.4% |
|
Federal Home Loan Mortgage Corp. |
|
|
|
|
|
|
|
|
|
|
2.00%, 8/25/16 |
|
|
|
|
100 |
|
|
|
103,529 |
|
2.50%, 5/27/16 |
|
|
|
|
100 |
|
|
|
105,893 |
|
4.50%, 2/1/39 |
|
|
|
|
107 |
|
|
|
114,232 |
|
4.50%, 1/1/40 |
|
|
|
|
702 |
|
|
|
743,431 |
|
4.50%, TBA(6) |
|
|
|
|
1,000 |
|
|
|
1,058,169 |
|
4.88%, 6/13/18 |
|
|
|
|
200 |
|
|
|
239,184 |
|
5.50%, 3/1/37 |
|
|
|
|
869 |
|
|
|
944,922 |
|
5.50%, 4/1/37 |
|
|
|
|
102 |
|
|
|
110,335 |
|
5.50%, 7/1/37 |
|
|
|
|
327 |
|
|
|
355,152 |
|
5.50%, 8/1/37 |
|
|
|
|
162 |
|
|
|
175,356 |
|
5.50%, 7/1/38 |
|
|
|
|
515 |
|
|
|
558,785 |
|
5.50%, 8/1/38 |
|
|
|
|
412 |
|
|
|
446,798 |
|
5.50%, 1/1/40 |
|
|
|
|
104 |
|
|
|
112,698 |
|
Federal National Mortgage Association |
|
|
|
|
|
|
|
|
|
|
2.00%, 2/18/15 |
|
|
|
|
100 |
|
|
|
104,020 |
|
2.00%, 9/21/15 |
|
|
|
|
300 |
|
|
|
310,178 |
|
2.25%, 3/15/16 |
|
|
|
|
1,000 |
|
|
|
1,049,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
3.33%, 11/21/21(6) |
|
|
|
$ |
400 |
|
|
$ |
400,963 |
|
4.00%, 8/1/39 |
|
|
|
|
174 |
|
|
|
182,237 |
|
4.00%, 12/1/40 |
|
|
|
|
6,728 |
|
|
|
7,060,454 |
|
4.00%, 1/1/41 |
|
|
|
|
998 |
|
|
|
1,047,508 |
|
4.00%, 2/1/41 |
|
|
|
|
7,963 |
|
|
|
8,356,298 |
|
4.00%, 3/1/41 |
|
|
|
|
199 |
|
|
|
209,052 |
|
4.00%, 4/1/41 |
|
|
|
|
514 |
|
|
|
539,341 |
|
4.00%, 7/1/41 |
|
|
|
|
479 |
|
|
|
502,572 |
|
4.00%, 8/1/41 |
|
|
|
|
3,268 |
|
|
|
3,428,516 |
|
4.00%, TBA(6) |
|
|
|
|
10,600 |
|
|
|
11,110,125 |
|
4.50%, 6/1/38 |
|
|
|
|
126 |
|
|
|
133,406 |
|
4.50%, 1/1/39 |
|
|
|
|
399 |
|
|
|
423,774 |
|
4.50%, 3/1/39 |
|
|
|
|
475 |
|
|
|
504,975 |
|
4.50%, 4/1/39 |
|
|
|
|
26 |
|
|
|
27,674 |
|
4.50%, 6/1/39 |
|
|
|
|
48 |
|
|
|
50,862 |
|
4.50%, 8/1/39 |
|
|
|
|
657 |
|
|
|
698,309 |
|
4.50%, 11/1/39 |
|
|
|
|
663 |
|
|
|
704,001 |
|
4.50%, 7/1/40 |
|
|
|
|
976 |
|
|
|
1,036,295 |
|
4.50%, 8/1/40 |
|
|
|
|
1,085 |
|
|
|
1,152,030 |
|
4.50%, 9/1/40 |
|
|
|
|
530 |
|
|
|
563,517 |
|
4.50%, 10/1/40 |
|
|
|
|
2,435 |
|
|
|
2,587,126 |
|
4.50%, 5/1/41 |
|
|
|
|
56,374 |
|
|
|
59,883,725 |
|
4.50%, 6/1/41 |
|
|
|
|
3,243 |
|
|
|
3,444,799 |
|
4.50%, TBA(6) |
|
|
|
|
137,000 |
|
|
|
145,327,024 |
|
5.00%, 4/1/38 |
|
|
|
|
74 |
|
|
|
79,419 |
|
5.00%, 6/1/38 |
|
|
|
|
100 |
|
|
|
107,675 |
|
5.00%, 7/1/38 |
|
|
|
|
22 |
|
|
|
23,805 |
|
5.00%, 8/1/38 |
|
|
|
|
200 |
|
|
|
215,349 |
|
5.00%, 1/1/39 |
|
|
|
|
577 |
|
|
|
620,852 |
|
5.00%, 4/1/39 |
|
|
|
|
2,219 |
|
|
|
2,390,025 |
|
5.00%, 7/1/40 |
|
|
|
|
8,787 |
|
|
|
9,467,938 |
|
5.00%, 8/1/40 |
|
|
|
|
998 |
|
|
|
1,074,213 |
|
5.00%, 10/1/40 |
|
|
|
|
23 |
|
|
|
25,271 |
|
5.00%, 6/1/41 |
|
|
|
|
1,000 |
|
|
|
1,077,479 |
|
5.00%, TBA(6) |
|
|
|
|
1,000 |
|
|
|
1,075,625 |
|
5.50%, 8/1/33 |
|
|
|
|
32 |
|
|
|
34,530 |
|
5.50%, 2/1/34 |
|
|
|
|
10 |
|
|
|
10,995 |
|
5.50%, 4/1/34 |
|
|
|
|
95 |
|
|
|
104,065 |
|
5.50%, 4/1/35 |
|
|
|
|
19 |
|
|
|
20,393 |
|
5.50%, 3/1/36 |
|
|
|
|
346 |
|
|
|
377,150 |
|
5.50%, 4/1/36 |
|
|
|
|
18 |
|
|
|
19,943 |
|
5.50%, 8/1/36 |
|
|
|
|
12 |
|
|
|
13,342 |
|
5.50%, 11/1/36 |
|
|
|
|
800 |
|
|
|
871,800 |
|
5.50%, 12/1/36 |
|
|
|
|
8 |
|
|
|
8,663 |
|
5.50%, 5/1/37 |
|
|
|
|
18 |
|
|
|
19,472 |
|
5.50%, 11/1/37 |
|
|
|
|
1,934 |
|
|
|
2,104,769 |
|
5.50%, 1/1/38 |
|
|
|
|
1,213 |
|
|
|
1,319,470 |
|
5.50%, 2/1/38 |
|
|
|
|
1,608 |
|
|
|
1,747,454 |
|
5.50%, 4/1/38 |
|
|
|
|
1,042 |
|
|
|
1,132,438 |
|
5.50%, 5/1/38 |
|
|
|
|
79 |
|
|
|
85,736 |
|
5.50%, 7/1/38 |
|
|
|
|
551 |
|
|
|
598,722 |
|
5.50%, TBA(6) |
|
|
|
|
1,000 |
|
|
|
1,085,156 |
|
6.00%, 8/1/36 |
|
|
|
|
291 |
|
|
|
320,361 |
|
6.00%, 9/1/36 |
|
|
|
|
51 |
|
|
|
56,257 |
|
6.00%, 10/1/36 |
|
|
|
|
11 |
|
|
|
11,884 |
|
6.00%, 12/1/36 |
|
|
|
|
128 |
|
|
|
140,457 |
|
6.00%, 1/1/37 |
|
|
|
|
122 |
|
|
|
134,460 |
|
6.00%, 4/1/37 |
|
|
|
|
211 |
|
|
|
231,984 |
|
6.00%, 5/1/37 |
|
|
|
|
39 |
|
|
|
42,659 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
6.00%, 8/1/37 |
|
|
|
$ |
629 |
|
|
$ |
691,433 |
|
6.00%, 9/1/37 |
|
|
|
|
1,841 |
|
|
|
2,022,969 |
|
6.00%, 10/1/37 |
|
|
|
|
799 |
|
|
|
879,000 |
|
6.00%, 11/1/37 |
|
|
|
|
1,095 |
|
|
|
1,203,538 |
|
6.00%, 12/1/37 |
|
|
|
|
4,672 |
|
|
|
5,134,717 |
|
6.00%, 1/1/38 |
|
|
|
|
1,233 |
|
|
|
1,354,578 |
|
6.00%, 3/1/38 |
|
|
|
|
1,352 |
|
|
|
1,485,476 |
|
6.00%, 4/1/38 |
|
|
|
|
149 |
|
|
|
163,894 |
|
6.00%, 5/1/38 |
|
|
|
|
43 |
|
|
|
46,911 |
|
6.00%, 6/1/38 |
|
|
|
|
380 |
|
|
|
417,770 |
|
6.00%, 8/1/38 |
|
|
|
|
2,598 |
|
|
|
2,857,262 |
|
6.00%, 9/1/38 |
|
|
|
|
2,016 |
|
|
|
2,215,777 |
|
6.00%, 10/1/38 |
|
|
|
|
1,257 |
|
|
|
1,381,567 |
|
6.00%, 11/1/38 |
|
|
|
|
1,565 |
|
|
|
1,717,641 |
|
6.00%, 12/1/38 |
|
|
|
|
1,074 |
|
|
|
1,181,383 |
|
6.00%, 1/1/39 |
|
|
|
|
22 |
|
|
|
24,583 |
|
6.00%, 3/1/39 |
|
|
|
|
38 |
|
|
|
41,572 |
|
6.00%, 7/1/39 |
|
|
|
|
66 |
|
|
|
73,091 |
|
6.00%, 9/1/39 |
|
|
|
|
1,073 |
|
|
|
1,179,220 |
|
6.00%, 4/1/40 |
|
|
|
|
284 |
|
|
|
312,859 |
|
6.00%, TBA(6) |
|
|
|
|
15,400 |
|
|
|
16,891,875 |
|
6.50%, 9/1/37 |
|
|
|
|
1,685 |
|
|
|
1,869,197 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligations (Cost $321,889,336) |
|
|
|
|
|
|
|
|
325,702,711 |
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS 29.0% |
|
U.S. Treasury Inflation Indexed Bonds |
|
|
|
|
|
|
|
|
|
|
0.13%, 4/15/16 |
|
|
|
|
5,936 |
|
|
|
6,133,343 |
|
0.63%, 7/15/21 |
|
|
|
|
1,103 |
|
|
|
1,150,835 |
|
1.13%, 1/15/21(7) |
|
|
|
|
8,468 |
|
|
|
9,243,197 |
|
1.25%, 7/15/20 |
|
|
|
|
3,108 |
|
|
|
3,430,851 |
|
1.75%, 1/15/28(9) |
|
|
|
|
3,666 |
|
|
|
4,247,364 |
|
2.00%, 1/15/26 |
|
|
|
|
2,959 |
|
|
|
3,515,473 |
|
2.38%, 1/15/25 |
|
|
|
|
1,558 |
|
|
|
1,924,572 |
|
2.38%, 1/15/27(7) |
|
|
|
|
3,025 |
|
|
|
3,782,026 |
|
2.50%, 7/15/16(7)(9) |
|
|
|
|
11,858 |
|
|
|
13,628,129 |
|
2.50%, 1/15/29(9) |
|
|
|
|
4,840 |
|
|
|
6,214,118 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
|
|
0.13%, 9/30/13 |
|
|
|
|
8,400 |
|
|
|
8,378,672 |
|
1.25%, 9/30/18 |
|
|
|
|
1,000 |
|
|
|
995,156 |
|
1.50%, 7/31/16(6) |
|
|
|
|
4,500 |
|
|
|
4,620,960 |
|
1.50%, 8/31/18(7) |
|
|
|
|
11,800 |
|
|
|
11,857,159 |
|
2.25%, 7/31/18 |
|
|
|
|
100 |
|
|
|
105,531 |
|
2.63%, 8/15/20 |
|
|
|
|
20,300 |
|
|
|
21,741,625 |
|
2.63%, 11/15/20 |
|
|
|
|
23,400 |
|
|
|
25,023,375 |
|
3.00%, 2/28/17(6) |
|
|
|
|
52,200 |
|
|
|
57,509,732 |
|
3.38%, 11/15/19 |
|
|
|
|
1,800 |
|
|
|
2,041,312 |
|
3.50%, 5/15/20 |
|
|
|
|
7,500 |
|
|
|
8,589,225 |
|
3.63%, 2/15/20 |
|
|
|
|
5,500 |
|
|
|
6,349,063 |
|
3.63%, 2/15/21(6) |
|
|
|
|
70,900 |
|
|
|
81,906,091 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $278,723,816) |
|
|
|
|
|
|
|
|
282,387,809 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
|
Shares |
|
|
Value |
|
CONVERTIBLE PREFERRED STOCKS 0.0%+ |
|
BANKS 0.0%+ |
|
|
|
|
|
|
|
|
|
|
|
|
Wells Fargo & Co., Series L 7.50%, 12/31/49 (Cost $129,360) |
|
|
|
|
|
|
200 |
|
|
$ |
206,612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCKS 0.3% |
|
BANKS 0.3% |
|
|
|
|
|
|
|
|
|
|
|
|
Citigroup, Inc., Series 1 6.15%, 12/15/12 (Cost $3,667,275) |
|
|
|
|
|
|
405,000 |
|
|
|
3,198,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Notional Amount (000) |
|
|
|
|
SWAPTIONS PURCHASED 0.0%+ |
|
CALL SWAPTIONS 0.0%+ |
|
OTC -1 Year Interest Rate Swap, exercise rate 1.25%, expires 4/30/12 (Cost $172,998) |
|
|
|
|
|
|
45,600 |
|
|
|
314,649 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal Amount (000) |
|
|
|
|
SHORT TERM INVESTMENTS 6.9% |
|
CERTIFICATES OF DEPOSIT 1.2% |
|
BANKS 1.2% |
|
|
|
|
|
|
|
|
|
|
|
|
Abbey National Treasury Services PLC 1.69%, 6/10/13(1) |
|
|
GB |
|
|
|
2,500 |
|
|
|
2,541,170 |
|
Banco do Brasil SA 0.00%, 2/15/12(4) |
|
|
BR |
|
|
|
3,800 |
|
|
|
3,816,224 |
|
Itau Unibanco SA New York 1.00%, 2/6/12 |
|
|
BR |
|
|
|
5,800 |
|
|
|
5,771,872 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Certificates of Deposit (Cost $12,044,038) |
|
|
|
|
|
|
|
|
|
|
12,129,266 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL PAPER(8) 3.8% |
|
|
|
|
|
Kells Funding LLC |
|
|
|
|
|
|
|
|
|
|
|
|
0.24%, 11/7/11(2) |
|
|
|
|
|
|
900 |
|
|
|
899,778 |
|
0.47%, 1/27/12(2) |
|
|
|
|
|
|
36,100 |
|
|
|
36,059,546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Paper (Cost $36,944,164) |
|
|
|
|
|
|
|
|
|
|
36,959,324 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS(8) 1.3% |
|
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
|
|
|
|
0.01%, 2/16/12 |
|
|
|
|
|
|
400 |
|
|
|
399,947 |
|
0.01%, 3/8/12(7) |
|
|
|
|
|
|
6,900 |
|
|
|
6,898,648 |
|
0.02%, 10/20/11(7) |
|
|
|
|
|
|
280 |
|
|
|
280,000 |
|
0.02%, 2/16/12 |
|
|
|
|
|
|
528 |
|
|
|
527,930 |
|
0.03%, 3/1/12(7) |
|
|
|
|
|
|
321 |
|
|
|
320,940 |
|
0.04%, 3/29/12 |
|
|
|
|
|
|
672 |
|
|
|
671,817 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
|
|
Country Code* |
|
Principal Amount (000) |
|
|
Value |
|
0.30%, 2/9/12 |
|
|
|
$ |
3,100 |
|
|
$ |
3,099,613 |
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $12,200,214) |
|
|
|
|
|
|
12,198,895 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
MUTUAL FUNDS 0.6% |
|
State Street Institutional U.S. Government Money Market Fund (Cost $5,556,269) |
|
|
5,556,269 |
|
|
|
5,556,269 |
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments (Cost $66,744,685) |
|
|
|
|
|
|
66,843,754 |
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 124.4% (Cost $1,212,427,170) |
|
|
|
1,212,230,059 |
|
Liabilities in excess of other assets (24.4)% |
|
|
|
|
|
|
(237,984,953 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
974,245,106 |
|
|
|
|
|
|
|
|
|
|
|
|
TBA |
To Be Announced. Securities are purchased on a forward commitment basis with an approximate principal amount and no definite maturity date. The actual principal and
maturity date will be determined upon settlement when the specific mortgage pools are assigned. At the period end, total market value of the TBA securities amounts to $176,547,974 which represents approximately 18.1% of net assets. At the period
end, the brokers delivered cash of $670,000 to the Fund as collateral. |
VG |
British Virgin Islands |
* |
Unless otherwise noted the issuer country code for all securities is United States. |
+ |
Amount is less than 0.05%. |
(1) |
Variable rate security. The interest rate shown reflects the rate in effect at the period end. |
(2) |
Eligible for resale under rule 144A or exempt from registration under Section 4(2) of the Securities Act of 1933. These securities may be resold in transactions
exempt from registration. At the period end, the value of these securities amounted to $201,727,799, representing 20.7% of net assets. |
(3) |
Security is a Step-up bond where the coupon increases on a predetermined future date. |
(5) |
Security is in default and is non-income producing. |
(6) |
Security (or a portion thereof) has been purchased on a delayed delivery or when-issued basis. |
(7) |
Security (or a portion thereof) has been pledged as collateral for open swap and swaption contracts. At the period end, the value of securities pledged amounted to
$3,197,460. |
(8) |
Interest rates represent annualized yield at date of purchase.
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(9) |
At the period end, securities (or portions thereof) with an aggregate market value of $2,402,480 have been pledged to cover margin requirements for the following open
futures contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Contracts |
|
|
Aggregate Face Value
($) |
|
|
Aggregate Notional Value ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Long |
|
90-Day Eurodollar December Futures |
|
|
12/19/11 |
|
|
|
54 |
|
|
|
13,430,433 |
|
|
|
13,428,450 |
|
|
|
(1,983 |
) |
Long |
|
90-Day Eurodollar December Futures |
|
|
12/16/13 |
|
|
|
64 |
|
|
|
15,703,086 |
|
|
|
15,848,800 |
|
|
|
145,714 |
|
Long |
|
90-Day Eurodollar June Futures |
|
|
6/17/13 |
|
|
|
770 |
|
|
|
190,240,234 |
|
|
|
191,210,250 |
|
|
|
970,016 |
|
Long |
|
90-Day Eurodollar June Futures |
|
|
6/16/14 |
|
|
|
12 |
|
|
|
2,926,921 |
|
|
|
2,961,450 |
|
|
|
34,529 |
|
Long |
|
90-Day Eurodollar March Futures |
|
|
3/19/12 |
|
|
|
974 |
|
|
|
241,388,535 |
|
|
|
242,063,350 |
|
|
|
674,815 |
|
Long |
|
90-Day Eurodollar March Futures |
|
|
3/18/13 |
|
|
|
395 |
|
|
|
97,976,223 |
|
|
|
98,157,500 |
|
|
|
181,277 |
|
Long |
|
90-Day Eurodollar March Futures |
|
|
3/18/13 |
|
|
|
158 |
|
|
|
39,252,434 |
|
|
|
39,263,000 |
|
|
|
10,566 |
|
Long |
|
90-Day Eurodollar March Futures |
|
|
3/17/14 |
|
|
|
65 |
|
|
|
15,899,796 |
|
|
|
16,070,438 |
|
|
|
170,642 |
|
Long |
|
90-Day Eurodollar September Futures |
|
|
9/16/13 |
|
|
|
256 |
|
|
|
63,174,668 |
|
|
|
63,500,800 |
|
|
|
326,132 |
|
Long |
|
U.S. Treasury 10 Year Note December Futures |
|
|
12/20/11 |
|
|
|
353 |
|
|
|
45,661,384 |
|
|
|
45,923,094 |
|
|
|
261,710 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized appreciation |
|
|
|
2,773,418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(10) |
At the period end, open forward foreign currency exchange contracts were as follows: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Contracts to Deliver |
|
|
In Exchange For |
|
|
Settlement Date |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Bank of America Securities LLC |
|
USD |
|
|
668,143 |
|
|
EUR |
|
|
468,000 |
|
|
|
10/19/11 |
|
|
|
(41,214 |
) |
Bank of America Securities LLC |
|
USD |
|
|
537,450 |
|
|
IDR |
|
|
4,873,600,000 |
|
|
|
1/31/12 |
|
|
|
11,365 |
|
Barclays Bank PLC |
|
EUR |
|
|
1,399,000 |
|
|
USD |
|
|
1,986,440 |
|
|
|
10/19/11 |
|
|
|
112,353 |
|
Barclays Bank PLC |
|
EUR |
|
|
7,746,000 |
|
|
USD |
|
|
11,103,194 |
|
|
|
10/19/11 |
|
|
|
726,729 |
|
Barclays Bank PLC |
|
GBP |
|
|
14,170,000 |
|
|
USD |
|
|
22,617,304 |
|
|
|
12/8/11 |
|
|
|
534,823 |
|
Barclays Bank PLC |
|
MXN |
|
|
16,299,360 |
|
|
USD |
|
|
1,200,000 |
|
|
|
11/18/11 |
|
|
|
29,689 |
|
Barclays Bank PLC |
|
MXN |
|
|
101,540,445 |
|
|
USD |
|
|
8,538,551 |
|
|
|
11/18/11 |
|
|
|
1,247,843 |
|
Barclays Bank PLC |
|
SGD |
|
|
906,150 |
|
|
USD |
|
|
700,000 |
|
|
|
12/9/11 |
|
|
|
6,976 |
|
Barclays Bank PLC |
|
USD |
|
|
1,300,000 |
|
|
CNY |
|
|
8,320,390 |
|
|
|
6/1/12 |
|
|
|
10,034 |
|
Barclays Bank PLC |
|
USD |
|
|
200,000 |
|
|
CNY |
|
|
1,278,000 |
|
|
|
6/1/12 |
|
|
|
1,219 |
|
Barclays Bank PLC |
|
USD |
|
|
4,316,794 |
|
|
EUR |
|
|
2,994,000 |
|
|
|
10/19/11 |
|
|
|
(306,061 |
) |
Barclays Bank PLC |
|
USD |
|
|
87,917 |
|
|
PHP |
|
|
3,900,000 |
|
|
|
11/15/11 |
|
|
|
1,098 |
|
Barclays Bank PLC |
|
USD |
|
|
36,281 |
|
|
PHP |
|
|
1,600,000 |
|
|
|
11/15/11 |
|
|
|
238 |
|
Barclays Bank PLC |
|
USD |
|
|
36,126 |
|
|
PHP |
|
|
1,600,000 |
|
|
|
11/15/11 |
|
|
|
394 |
|
Barclays Bank PLC |
|
USD |
|
|
38,245 |
|
|
PHP |
|
|
1,700,000 |
|
|
|
11/15/11 |
|
|
|
556 |
|
Barclays Bank PLC |
|
USD |
|
|
27,445 |
|
|
PHP |
|
|
1,229,000 |
|
|
|
11/15/11 |
|
|
|
606 |
|
Barclays Bank PLC |
|
USD |
|
|
294,200 |
|
|
TWD |
|
|
8,431,780 |
|
|
|
1/11/12 |
|
|
|
(16,654 |
) |
Citibank NA |
|
CAD |
|
|
4,900,000 |
|
|
USD |
|
|
4,749,862 |
|
|
|
11/17/11 |
|
|
|
78,538 |
|
Citibank NA |
|
CAD |
|
|
1,338,000 |
|
|
USD |
|
|
1,281,824 |
|
|
|
11/17/11 |
|
|
|
6,266 |
|
Citibank NA |
|
CAD |
|
|
37,000 |
|
|
USD |
|
|
37,346 |
|
|
|
11/17/11 |
|
|
|
2,073 |
|
Citibank NA |
|
EUR |
|
|
8,232,000 |
|
|
USD |
|
|
11,804,361 |
|
|
|
10/19/11 |
|
|
|
776,855 |
|
Citibank NA |
|
PHP |
|
|
39,249,000 |
|
|
USD |
|
|
900,000 |
|
|
|
11/15/11 |
|
|
|
4,165 |
|
Citibank NA |
|
USD |
|
|
4,754,913 |
|
|
CAD |
|
|
4,900,000 |
|
|
|
10/3/11 |
|
|
|
(78,895 |
) |
Citibank NA |
|
USD |
|
|
500,000 |
|
|
CNY |
|
|
3,202,250 |
|
|
|
6/1/12 |
|
|
|
4,190 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Contracts to Deliver |
|
|
In Exchange For |
|
|
Settlement Date |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Citibank NA |
|
USD |
|
|
400,000 |
|
|
CNY |
|
|
2,556,080 |
|
|
|
6/1/12 |
|
|
|
2,451 |
|
Citibank NA |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
630,450 |
|
|
|
6/1/12 |
|
|
|
(737 |
) |
Citibank NA |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
630,650 |
|
|
|
6/1/12 |
|
|
|
(705 |
) |
Citibank NA |
|
USD |
|
|
1,000,000 |
|
|
CNY |
|
|
6,313,000 |
|
|
|
2/1/13 |
|
|
|
2,908 |
|
Citibank NA |
|
USD |
|
|
113,933 |
|
|
EUR |
|
|
83,000 |
|
|
|
10/19/11 |
|
|
|
(2,747 |
) |
Citibank NA |
|
USD |
|
|
908,711 |
|
|
EUR |
|
|
631,000 |
|
|
|
10/19/11 |
|
|
|
(63,430 |
) |
Citibank NA |
|
USD |
|
|
765,004 |
|
|
MYR |
|
|
2,292,718 |
|
|
|
4/23/12 |
|
|
|
(50,481 |
) |
Citibank NA |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,310,000 |
|
|
|
11/15/11 |
|
|
|
(1,627 |
) |
Citibank NA |
|
USD |
|
|
50,000 |
|
|
PHP |
|
|
2,175,000 |
|
|
|
11/15/11 |
|
|
|
(357 |
) |
Citibank NA |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,389,000 |
|
|
|
11/15/11 |
|
|
|
176 |
|
Citibank NA |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,455,000 |
|
|
|
11/15/11 |
|
|
|
1,683 |
|
Citibank NA |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,421,000 |
|
|
|
11/15/11 |
|
|
|
907 |
|
Citibank NA |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,339,500 |
|
|
|
11/15/11 |
|
|
|
(953 |
) |
Citibank NA |
|
USD |
|
|
72,186 |
|
|
PHP |
|
|
3,200,000 |
|
|
|
11/15/11 |
|
|
|
852 |
|
Citibank NA |
|
USD |
|
|
2,487,649 |
|
|
PHP |
|
|
108,461,500 |
|
|
|
3/15/12 |
|
|
|
(17,219 |
) |
Citibank NA |
|
USD |
|
|
3,956,910 |
|
|
SGD |
|
|
4,770,451 |
|
|
|
12/9/11 |
|
|
|
(308,465 |
) |
Credit Suisse* |
|
CAD |
|
|
205,253 |
|
|
USD |
|
|
200,000 |
|
|
|
10/3/11 |
|
|
|
4,129 |
|
Credit Suisse* |
|
EUR |
|
|
4,545,000 |
|
|
USD |
|
|
6,576,992 |
|
|
|
10/19/11 |
|
|
|
488,555 |
|
Credit Suisse* |
|
EUR |
|
|
22,741,000 |
|
|
USD |
|
|
31,752,121 |
|
|
|
10/19/11 |
|
|
|
1,288,502 |
|
Credit Suisse* |
|
KRW |
|
|
236,760,000 |
|
|
USD |
|
|
200,000 |
|
|
|
11/14/11 |
|
|
|
(985 |
) |
Credit Suisse* |
|
KRW |
|
|
236,700,000 |
|
|
USD |
|
|
200,000 |
|
|
|
11/14/11 |
|
|
|
(934 |
) |
Credit Suisse* |
|
SGD |
|
|
373,575 |
|
|
USD |
|
|
300,000 |
|
|
|
12/9/11 |
|
|
|
14,290 |
|
Credit Suisse* |
|
USD |
|
|
2,350,414 |
|
|
EUR |
|
|
1,665,000 |
|
|
|
10/19/11 |
|
|
|
(119,996 |
) |
Deutsche Bank AG (London) |
|
CAD |
|
|
1,066,000 |
|
|
USD |
|
|
1,073,193 |
|
|
|
11/17/11 |
|
|
|
56,941 |
|
Deutsche Bank AG (London) |
|
EUR |
|
|
587,000 |
|
|
USD |
|
|
827,576 |
|
|
|
10/19/11 |
|
|
|
41,237 |
|
Deutsche Bank AG (London) |
|
USD |
|
|
404,213 |
|
|
CNY |
|
|
2,552,000 |
|
|
|
6/1/12 |
|
|
|
(2,404 |
) |
Deutsche Bank AG (London) |
|
USD |
|
|
4,044,312 |
|
|
CNY |
|
|
25,628,807 |
|
|
|
2/1/13 |
|
|
|
27,179 |
|
Deutsche Bank AG (London) |
|
USD |
|
|
393,639 |
|
|
IDR |
|
|
3,651,000,000 |
|
|
|
10/31/11 |
|
|
|
20,816 |
|
Deutsche Bank AG (London) |
|
USD |
|
|
230,947 |
|
|
IDR |
|
|
2,000,000,000 |
|
|
|
1/31/12 |
|
|
|
(5,727 |
) |
Deutsche Bank AG (London) |
|
USD |
|
|
9,316 |
|
|
MXN |
|
|
109,557 |
|
|
|
11/18/11 |
|
|
|
(1,450 |
) |
Deutsche Bank AG (London) |
|
USD |
|
|
50,000 |
|
|
PHP |
|
|
2,202,500 |
|
|
|
11/15/11 |
|
|
|
271 |
|
Goldman Sachs International |
|
SGD |
|
|
248,980 |
|
|
USD |
|
|
200,000 |
|
|
|
12/9/11 |
|
|
|
9,580 |
|
Goldman Sachs International |
|
USD |
|
|
802,273 |
|
|
CAD |
|
|
830,000 |
|
|
|
11/17/11 |
|
|
|
(11,008 |
) |
Goldman Sachs International |
|
USD |
|
|
500,000 |
|
|
CNY |
|
|
3,155,000 |
|
|
|
2/1/13 |
|
|
|
1,215 |
|
Goldman Sachs International |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,392,000 |
|
|
|
11/15/11 |
|
|
|
245 |
|
HSBC Bank PLC |
|
IDR |
|
|
7,316,000,000 |
|
|
USD |
|
|
800,000 |
|
|
|
10/31/11 |
|
|
|
(30,499 |
) |
HSBC Bank PLC |
|
IDR |
|
|
7,320,000,000 |
|
|
USD |
|
|
800,000 |
|
|
|
10/31/11 |
|
|
|
(30,953 |
) |
HSBC Bank PLC |
|
USD |
|
|
15,625,603 |
|
|
BRL |
|
|
25,407,231 |
|
|
|
11/3/11 |
|
|
|
(2,206,844 |
) |
HSBC Bank PLC |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
638,350 |
|
|
|
6/1/12 |
|
|
|
507 |
|
HSBC Bank PLC |
|
USD |
|
|
200,000 |
|
|
CNY |
|
|
1,278,500 |
|
|
|
6/1/12 |
|
|
|
1,298 |
|
HSBC Bank PLC |
|
USD |
|
|
200,000 |
|
|
CNY |
|
|
1,278,100 |
|
|
|
6/1/12 |
|
|
|
1,235 |
|
HSBC Bank PLC |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
639,450 |
|
|
|
6/1/12 |
|
|
|
681 |
|
HSBC Bank PLC |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
639,800 |
|
|
|
6/1/12 |
|
|
|
736 |
|
HSBC Bank PLC |
|
USD |
|
|
200,000 |
|
|
CNY |
|
|
1,278,300 |
|
|
|
6/1/12 |
|
|
|
1,266 |
|
HSBC Bank PLC |
|
USD |
|
|
300,000 |
|
|
CNY |
|
|
1,913,250 |
|
|
|
6/1/12 |
|
|
|
1,239 |
|
HSBC Bank PLC |
|
USD |
|
|
600,000 |
|
|
CNY |
|
|
3,828,000 |
|
|
|
6/1/12 |
|
|
|
2,713 |
|
HSBC Bank PLC |
|
USD |
|
|
200,000 |
|
|
CNY |
|
|
1,278,600 |
|
|
|
6/1/12 |
|
|
|
1,314 |
|
HSBC Bank PLC |
|
USD |
|
|
234,211 |
|
|
IDR |
|
|
2,047,000,000 |
|
|
|
1/31/12 |
|
|
|
(3,698 |
) |
HSBC Bank PLC |
|
USD |
|
|
1,929,442 |
|
|
IDR |
|
|
17,432,510,000 |
|
|
|
7/2/12 |
|
|
|
4,805 |
|
HSBC Bank PLC |
|
USD |
|
|
500,000 |
|
|
MXN |
|
|
5,968,000 |
|
|
|
11/18/11 |
|
|
|
(71,492 |
) |
HSBC Bank PLC |
|
USD |
|
|
200,000 |
|
|
MXN |
|
|
2,389,000 |
|
|
|
11/18/11 |
|
|
|
(28,467 |
) |
HSBC Bank PLC |
|
USD |
|
|
200,000 |
|
|
MXN |
|
|
2,385,600 |
|
|
|
11/18/11 |
|
|
|
(28,711 |
) |
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Contracts to Deliver |
|
|
In Exchange For |
|
|
Settlement Date |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
HSBC Bank PLC |
|
USD |
|
|
2,436,144 |
|
|
ZAR |
|
|
17,141,440 |
|
|
|
10/28/11 |
|
|
|
(320,657 |
) |
JPMorgan Securities |
|
CAD |
|
|
6,000 |
|
|
USD |
|
|
6,046 |
|
|
|
11/17/11 |
|
|
|
326 |
|
JPMorgan Securities |
|
EUR |
|
|
1,622,000 |
|
|
USD |
|
|
2,307,360 |
|
|
|
10/19/11 |
|
|
|
134,545 |
|
JPMorgan Securities |
|
KRW |
|
|
2,851,999,200 |
|
|
USD |
|
|
2,400,000 |
|
|
|
11/14/11 |
|
|
|
(21,052 |
) |
JPMorgan Securities |
|
MXN |
|
|
18,900,000 |
|
|
USD |
|
|
1,400,000 |
|
|
|
11/18/11 |
|
|
|
42,961 |
|
JPMorgan Securities |
|
USD |
|
|
200,000 |
|
|
CNY |
|
|
1,279,600 |
|
|
|
6/1/12 |
|
|
|
1,471 |
|
JPMorgan Securities |
|
USD |
|
|
1,400,000 |
|
|
CNY |
|
|
8,967,000 |
|
|
|
6/1/12 |
|
|
|
11,841 |
|
JPMorgan Securities |
|
USD |
|
|
200,000 |
|
|
CNY |
|
|
1,283,400 |
|
|
|
6/1/12 |
|
|
|
2,070 |
|
JPMorgan Securities |
|
USD |
|
|
400,000 |
|
|
CNY |
|
|
2,566,800 |
|
|
|
6/1/12 |
|
|
|
4,139 |
|
JPMorgan Securities |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
641,700 |
|
|
|
6/1/12 |
|
|
|
1,035 |
|
JPMorgan Securities |
|
USD |
|
|
400,000 |
|
|
CNY |
|
|
2,552,000 |
|
|
|
6/1/12 |
|
|
|
1,809 |
|
JPMorgan Securities |
|
USD |
|
|
300,000 |
|
|
CNY |
|
|
1,913,700 |
|
|
|
6/1/12 |
|
|
|
1,309 |
|
JPMorgan Securities |
|
USD |
|
|
300,000 |
|
|
CNY |
|
|
1,887,450 |
|
|
|
6/1/12 |
|
|
|
(2,824 |
) |
JPMorgan Securities |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
630,500 |
|
|
|
6/1/12 |
|
|
|
(729 |
) |
JPMorgan Securities |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
630,200 |
|
|
|
6/1/12 |
|
|
|
(776 |
) |
JPMorgan Securities |
|
USD |
|
|
2,663,722 |
|
|
EUR |
|
|
1,877,000 |
|
|
|
10/19/11 |
|
|
|
(149,311 |
) |
JPMorgan Securities |
|
USD |
|
|
3,355,013 |
|
|
INR |
|
|
155,941,000 |
|
|
|
7/12/12 |
|
|
|
(240,721 |
) |
JPMorgan Securities |
|
USD |
|
|
8,586,748 |
|
|
KRW |
|
|
9,148,321,469 |
|
|
|
11/14/11 |
|
|
|
(820,771 |
) |
JPMorgan Securities |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,410,000 |
|
|
|
11/15/11 |
|
|
|
656 |
|
JPMorgan Securities |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,437,000 |
|
|
|
11/15/11 |
|
|
|
1,272 |
|
JPMorgan Securities |
|
USD |
|
|
100,000 |
|
|
PHP |
|
|
4,310,000 |
|
|
|
11/15/11 |
|
|
|
(1,627 |
) |
JPMorgan Securities |
|
USD |
|
|
208,412 |
|
|
ZAR |
|
|
1,520,050 |
|
|
|
1/26/12 |
|
|
|
(23,066 |
) |
JPMorgan Securities |
|
ZAR |
|
|
1,619,220 |
|
|
USD |
|
|
200,000 |
|
|
|
10/28/11 |
|
|
|
166 |
|
JPMorgan Securities |
|
ZAR |
|
|
1,618,420 |
|
|
USD |
|
|
200,000 |
|
|
|
10/28/11 |
|
|
|
265 |
|
JPMorgan Securities |
|
ZAR |
|
|
808,240 |
|
|
USD |
|
|
100,000 |
|
|
|
10/28/11 |
|
|
|
252 |
|
Morgan Stanley & Co., Inc.** |
|
CAD |
|
|
4,900,000 |
|
|
USD |
|
|
4,745,349 |
|
|
|
10/3/11 |
|
|
|
69,330 |
|
Morgan Stanley & Co., Inc.** |
|
EUR |
|
|
22,741,000 |
|
|
USD |
|
|
31,689,584 |
|
|
|
10/19/11 |
|
|
|
1,225,964 |
|
Morgan Stanley & Co., Inc.** |
|
MXN |
|
|
4,123,950 |
|
|
USD |
|
|
300,000 |
|
|
|
11/18/11 |
|
|
|
3,896 |
|
Morgan Stanley & Co., Inc.** |
|
MXN |
|
|
5,384,800 |
|
|
USD |
|
|
400,000 |
|
|
|
11/18/11 |
|
|
|
13,366 |
|
Morgan Stanley & Co., Inc.** |
|
USD |
|
|
100,000 |
|
|
CNY |
|
|
638,750 |
|
|
|
6/1/12 |
|
|
|
570 |
|
Morgan Stanley & Co., Inc.** |
|
USD |
|
|
500,000 |
|
|
CNY |
|
|
3,184,750 |
|
|
|
6/1/12 |
|
|
|
1,434 |
|
Morgan Stanley & Co., Inc.** |
|
USD |
|
|
10,983,871 |
|
|
MXN |
|
|
131,141,926 |
|
|
|
11/18/11 |
|
|
|
(1,567,747 |
) |
Morgan Stanley & Co., Inc.** |
|
USD |
|
|
200,000 |
|
|
MXN |
|
|
2,388,300 |
|
|
|
11/18/11 |
|
|
|
(28,518 |
) |
Morgan Stanley & Co., Inc.** |
|
USD |
|
|
500,000 |
|
|
MXN |
|
|
5,973,000 |
|
|
|
11/18/11 |
|
|
|
(71,133 |
) |
Morgan Stanley & Co., Inc.** |
|
USD |
|
|
497,313 |
|
|
PHP |
|
|
21,655,500 |
|
|
|
3/15/12 |
|
|
|
(4,065 |
) |
Royal Bank of Canada |
|
CAD |
|
|
1,849,000 |
|
|
USD |
|
|
1,782,031 |
|
|
|
11/17/11 |
|
|
|
19,321 |
|
Royal Bank of Canada |
|
CAD |
|
|
1,067,000 |
|
|
USD |
|
|
1,078,002 |
|
|
|
11/17/11 |
|
|
|
60,797 |
|
Royal Bank of Canada |
|
USD |
|
|
232,368 |
|
|
EUR |
|
|
162,000 |
|
|
|
10/19/11 |
|
|
|
(15,354 |
) |
Royal Bank of Scotland PLC |
|
USD |
|
|
500,000 |
|
|
CNY |
|
|
3,205,500 |
|
|
|
6/1/12 |
|
|
|
4,701 |
|
Royal Bank of Scotland PLC |
|
USD |
|
|
830,387 |
|
|
IDR |
|
|
7,707,650,000 |
|
|
|
10/31/11 |
|
|
|
44,572 |
|
Royal Bank of Scotland PLC |
|
USD |
|
|
992,884 |
|
|
SGD |
|
|
1,200,000 |
|
|
|
12/9/11 |
|
|
|
(75,123 |
) |
UBS AG |
|
CAD |
|
|
205,514 |
|
|
USD |
|
|
200,000 |
|
|
|
10/6/11 |
|
|
|
3,894 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net unrealized appreciation |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
409,516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* |
At the period end, cash of $1,120,000 has been received as collateral for these open forward foreign currency exchange contracts. |
** |
At the period end, cash of $390,000 has been received as collateral for these open forward foreign currency exchange contracts. |
GBP |
- Great British Pound |
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
USD |
- United States Dollar |
(11) |
At the period end, open written option contracts were as follows: |
Options on Exchange-Traded Futures Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Expiration Date |
|
|
Strike Price ($) |
|
|
Number of Contracts |
|
|
Value ($) |
|
Put |
|
90-Day Eurodollar March Futures |
|
|
3/19/12 |
|
|
|
99.000 |
|
|
|
81 |
|
|
|
17,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Written option contracts (Premium received, $66,210) |
|
|
|
|
|
|
|
81 |
|
|
|
17,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Forward Volatility Agreements on Swaption Straddles
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Counterparty |
|
Expiration Date |
|
|
Exercise Price ($) |
|
|
Notional Amount (000)
($) |
|
|
Value ($) |
|
Call & Put - OTC 1-Year vs.
1-Year Swaption Straddle |
|
Goldman Sachs Bank* |
|
|
10/11/11 |
|
|
|
TBD |
|
|
|
4,600 |
|
|
|
17,184 |
|
Call & Put - OTC 1-Year vs.
2-Year Swaption Straddle |
|
Morgan Stanley Capital Services, Inc.** |
|
|
10/11/11 |
|
|
|
TBD |
|
|
|
14,000 |
|
|
|
142,206 |
|
Call & Put - OTC 1-Year vs.
2-Year Swaption Straddle |
|
Morgan Stanley Capital Services, Inc.** |
|
|
11/14/11 |
|
|
|
TBD |
|
|
|
11,600 |
|
|
|
120,647 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Forward volatility agreements (Premium received, $306,061) |
|
|
|
|
|
|
|
|
|
|
30,200 |
|
|
|
280,037 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TBD: To be determined. Exercise price and premium of the underlying swaption straddles to be determined on each Forward
Volatility Agreements expiration date, based upon implied volatility parameters.
Inflation Floor Options
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Counterparty |
|
Strike Index |
|
|
Exercise
Index |
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Value ($) |
|
Floor - OTC CPURNSA Index |
|
Citibank NA*** |
|
|
216.687 |
|
|
Maximum of [1-(Index
Final/Index Initial)] or $0 |
|
|
4/7/20 |
|
|
|
2,100 |
|
|
|
7,447 |
|
Floor - OTC CPURNSA Index |
|
Citibank NA*** |
|
|
217.965 |
|
|
Maximum of [1-(Index
Final/Index Initial)] or $0 |
|
|
9/29/20 |
|
|
|
1,300 |
|
|
|
5,146 |
|
Floor - OTC CPURNSA Index |
|
Deutsche Bank AG |
|
|
215.949 |
|
|
Maximum of [1-(Index
Final/Index Initial)] or $0 |
|
|
3/10/20 |
|
|
|
1,000 |
|
|
|
5,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Written inflation floor options (Premium received, $42,970) |
|
|
|
|
|
|
4,400 |
|
|
|
18,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaptions
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Counterparty |
|
Pay/Receive Floating Rate |
|
Floating Rate |
|
Exercise Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Value ($) |
|
Put |
|
OTC -1 Year Interest Rate Swap |
|
Bank of America NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.25 |
% |
|
|
5/28/13 |
|
|
|
13,700 |
|
|
|
14,156 |
|
Put |
|
OTC -2 Year Interest Rate Swap |
|
Bank of America NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.25 |
% |
|
|
9/24/12 |
|
|
|
7,100 |
|
|
|
4,869 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Counterparty |
|
Pay/Receive Floating Rate |
|
Floating Rate |
|
Exercise Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Value ($) |
|
Put |
|
OTC -3 Year Interest Rate Swap |
|
Bank of America NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.00 |
% |
|
|
6/18/12 |
|
|
|
11,000 |
|
|
|
5,130 |
|
Put |
|
OTC -10 Year Interest Rate Swap |
|
Bank of America NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
4.25 |
% |
|
|
10/11/11 |
|
|
|
3,300 |
|
|
|
|
|
Put |
|
OTC -3 Year Interest Rate Swap |
|
Barclays Bank PLC**** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.00 |
% |
|
|
6/18/12 |
|
|
|
8,900 |
|
|
|
4,151 |
|
Put |
|
OTC -2 Year Interest Rate Swap |
|
Citibank NA*** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.25 |
% |
|
|
9/24/12 |
|
|
|
800 |
|
|
|
549 |
|
Put |
|
OTC -3 Year Interest Rate Swap |
|
Citibank NA*** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.00 |
% |
|
|
6/18/12 |
|
|
|
7,800 |
|
|
|
3,638 |
|
Put |
|
OTC -5 Year Interest Rate Swap |
|
Citibank NA*** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.25 |
% |
|
|
7/16/12 |
|
|
|
5,000 |
|
|
|
8,191 |
|
Put |
|
OTC -2 Year Interest Rate Swap |
|
Deutsche Bank AG |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.20 |
% |
|
|
7/11/13 |
|
|
|
10,500 |
|
|
|
80,726 |
|
Put |
|
OTC -5 Year Interest Rate Swap |
|
Deutsche Bank AG |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.70 |
% |
|
|
8/13/12 |
|
|
|
13,000 |
|
|
|
180,371 |
|
Put |
|
OTC -1 Year Interest Rate Swap |
|
Deutsche Bank AG |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.75 |
% |
|
|
7/11/13 |
|
|
|
68,700 |
|
|
|
113,973 |
|
Put |
|
OTC -3 Year Interest Rate Swap |
|
Deutsche Bank AG |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.75 |
% |
|
|
6/18/12 |
|
|
|
6,300 |
|
|
|
3,735 |
|
Put |
|
OTC -3 Year Interest Rate Swap |
|
Deutsche Bank AG |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.00 |
% |
|
|
6/18/12 |
|
|
|
5,300 |
|
|
|
2,472 |
|
Put |
|
OTC -1 Year Interest Rate Swap |
|
Goldman Sachs Bank* |
|
Pay |
|
3-Month USD-LIBOR |
|
|
0.65 |
% |
|
|
11/14/11 |
|
|
|
9,400 |
|
|
|
2,767 |
|
Put |
|
OTC -1 Year Interest Rate Swap |
|
Goldman Sachs Bank* |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.00 |
% |
|
|
11/19/12 |
|
|
|
10,700 |
|
|
|
13,121 |
|
Put |
|
OTC -1 Year Interest Rate Swap |
|
Goldman Sachs Bank* |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.00 |
% |
|
|
4/30/12 |
|
|
|
66,600 |
|
|
|
12,368 |
|
Put |
|
OTC -2 Year Interest Rate Swap |
|
Goldman Sachs Bank* |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.25 |
% |
|
|
9/24/12 |
|
|
|
6,700 |
|
|
|
4,595 |
|
Put |
|
OTC -5 Year Interest Rate Swap |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.80 |
% |
|
|
10/11/11 |
|
|
|
3,600 |
|
|
|
4 |
|
Put |
|
OTC -2 Year Interest Rate Swap |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.25 |
% |
|
|
9/24/12 |
|
|
|
3,500 |
|
|
|
2,400 |
|
Put |
|
OTC -10 Year Interest Rate Swap |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
4.25 |
% |
|
|
10/11/11 |
|
|
|
25,200 |
|
|
|
3 |
|
Put |
|
OTC -10 Year Interest Rate Swap |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
10.00 |
% |
|
|
7/10/12 |
|
|
|
2,000 |
|
|
|
2 |
|
Put |
|
OTC -5 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.70 |
% |
|
|
8/13/12 |
|
|
|
18,000 |
|
|
|
249,745 |
|
Put |
|
OTC -1 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
1.75 |
% |
|
|
11/19/12 |
|
|
|
12,200 |
|
|
|
7,111 |
|
Put |
|
OTC -1 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.00 |
% |
|
|
4/30/12 |
|
|
|
24,600 |
|
|
|
4,568 |
|
Put |
|
OTC -2 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.25 |
% |
|
|
9/24/12 |
|
|
|
30,700 |
|
|
|
21,054 |
|
Put |
|
OTC -3 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.75 |
% |
|
|
6/18/12 |
|
|
|
5,900 |
|
|
|
3,498 |
|
Put |
|
OTC -3 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.00 |
% |
|
|
6/18/12 |
|
|
|
14,900 |
|
|
|
6,949 |
|
Put |
|
OTC -5 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.25 |
% |
|
|
7/16/12 |
|
|
|
1,700 |
|
|
|
2,785 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Counterparty |
|
Pay/Receive Floating Rate |
|
Floating Rate |
|
Exercise Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Value ($) |
|
Put |
|
OTC -10 Year Interest Rate Swap |
|
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month USD-LIBOR |
|
|
4.25 |
% |
|
|
10/11/11 |
|
|
|
13,100 |
|
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Written swaptions (Premium received, $2,537,100) |
|
|
|
|
|
|
|
|
|
|
|
|
410,200 |
|
|
|
752,932 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaptions
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type |
|
Description |
|
Counterparty |
|
Buy/Sell Protection |
|
Exercise Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Value ($) |
|
Put |
|
OTC - CDX.IG-16 5-Year Index |
|
Bank of America NA |
|
Sell |
|
|
1.80 |
% |
|
|
12/21/11 |
|
|
|
3,200 |
|
|
|
16,441 |
|
Call |
|
OTC - CDX.IG-16 5-Year Index |
|
Bank of America NA |
|
Buy |
|
|
0.85 |
% |
|
|
12/21/11 |
|
|
|
6,000 |
|
|
|
3,132 |
|
Put |
|
OTC - CDX.IG-16 5-Year Index |
|
Bank of America NA |
|
Sell |
|
|
1.20 |
% |
|
|
12/21/11 |
|
|
|
6,000 |
|
|
|
83,835 |
|
Call |
|
OTC - CDX.IG-16 5-Year Index |
|
Deutsche Bank AG |
|
Buy |
|
|
0.82 |
% |
|
|
12/21/11 |
|
|
|
6,000 |
|
|
|
2,444 |
|
Call |
|
OTC - CDX.IG-16 5-Year Index |
|
Goldman Sachs Bank* |
|
Buy |
|
|
0.85 |
% |
|
|
12/21/11 |
|
|
|
6,100 |
|
|
|
3,184 |
|
Put |
|
OTC - CDX.IG-16 5-Year Index |
|
Morgan Stanley Capital Services, Inc.** |
|
Sell |
|
|
1.50 |
% |
|
|
12/21/11 |
|
|
|
2,200 |
|
|
|
18,224 |
|
Call |
|
OTC - CDX.IG-16 5-Year Index |
|
Morgan Stanley Capital Services, Inc.** |
|
Buy |
|
|
1.00 |
% |
|
|
12/21/11 |
|
|
|
2,200 |
|
|
|
3,185 |
|
Call |
|
OTC - CDX.IG-16 5-Year Index |
|
Morgan Stanley Capital Services, Inc.** |
|
Buy |
|
|
0.80 |
% |
|
|
12/21/11 |
|
|
|
6,500 |
|
|
|
2,223 |
|
Call |
|
OTC - CDX.IG-16 5-Year Index |
|
Morgan Stanley Capital Services, Inc.** |
|
Buy |
|
|
0.85 |
% |
|
|
12/21/11 |
|
|
|
4,300 |
|
|
|
2,245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Written credit default swaptions (Premium received, $93,515) |
|
|
|
|
|
|
|
|
|
|
42,500 |
|
|
|
134,913 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CDX.IG |
- Credit Derivatives Index Investment Grade |
CPURNSA |
- Consumer Price All Urban Non-Seasonally Adjusted Index |
LIBOR |
- London Interbank Offered Rate |
USD |
- United States Dollar |
(12) |
At the period end, open swap contracts were as follows: |
Interest Rate Swap Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Pay/ Receive Floating Rate |
|
Floating Rate
Index |
|
Fixed Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Bank of America NA |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.50 |
% |
|
|
9/21/21 |
|
|
|
536 |
|
|
|
46,321 |
|
|
|
(6,399 |
) |
|
|
52,720 |
|
Bank of America NA |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.00 |
% |
|
|
12/21/21 |
|
|
|
1,500 |
|
|
|
(24,084 |
) |
|
|
(7,020 |
) |
|
|
(17,064 |
) |
Barclays Bank PLC**** |
|
Pay |
|
BRL-BZDIOVRA |
|
|
12.455 |
% |
|
|
1/2/13 |
|
|
|
957 |
|
|
|
21,424 |
|
|
|
881 |
|
|
|
20,543 |
|
Barclays Bank PLC**** |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
2.50 |
% |
|
|
9/21/18 |
|
|
|
1,072 |
|
|
|
17,125 |
|
|
|
(13,453 |
) |
|
|
30,578 |
|
Barclays Bank PLC**** |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.50 |
% |
|
|
9/21/21 |
|
|
|
9,512 |
|
|
|
822,212 |
|
|
|
38,000 |
|
|
|
784,212 |
|
Barclays Bank PLC**** |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.00 |
% |
|
|
9/21/21 |
|
|
|
3,751 |
|
|
|
157,912 |
|
|
|
26,207 |
|
|
|
131,705 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Pay/ Receive Floating Rate |
|
Floating Rate Index |
|
Fixed Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Barclays Bank PLC**** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.00 |
% |
|
|
10/13/21 |
|
|
|
7,200 |
|
|
|
583,664 |
|
|
|
453,290 |
|
|
|
130,374 |
|
Barclays Bank PLC**** |
|
Pay |
|
6-Month GBP-LIBOR |
|
|
3.00 |
% |
|
|
3/21/22 |
|
|
|
936 |
|
|
|
22,587 |
|
|
|
10,692 |
|
|
|
11,895 |
|
Citibank NA*** |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.65 |
% |
|
|
9/21/21 |
|
|
|
1,340 |
|
|
|
133,627 |
|
|
|
1,223 |
|
|
|
132,404 |
|
Citibank NA*** |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
2.50 |
% |
|
|
3/21/22 |
|
|
|
670 |
|
|
|
(6,167 |
) |
|
|
(539 |
) |
|
|
(5,628 |
) |
Deutsche Bank AG |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.50 |
% |
|
|
9/21/21 |
|
|
|
2,412 |
|
|
|
208,448 |
|
|
|
21,588 |
|
|
|
186,860 |
|
Deutsche Bank AG |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.00 |
% |
|
|
9/21/21 |
|
|
|
3,215 |
|
|
|
135,353 |
|
|
|
15,537 |
|
|
|
119,816 |
|
Deutsche Bank AG |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.00 |
% |
|
|
3/21/22 |
|
|
|
3,751 |
|
|
|
130,114 |
|
|
|
43,671 |
|
|
|
86,443 |
|
Goldman Sachs Bank* |
|
Pay |
|
BRL- BZDIOVRA |
|
|
12.65 |
% |
|
|
1/2/14 |
|
|
|
532 |
|
|
|
28,873 |
|
|
|
6,547 |
|
|
|
22,326 |
|
Goldman Sachs Bank* |
|
Pay |
|
U.S. Federal Fund Rate |
|
|
1.00 |
% |
|
|
9/19/14 |
|
|
|
2,700 |
|
|
|
32,635 |
|
|
|
(11,529 |
) |
|
|
44,164 |
|
Goldman Sachs Bank* |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.50 |
% |
|
|
9/21/21 |
|
|
|
8,038 |
|
|
|
694,827 |
|
|
|
(65,919 |
) |
|
|
760,746 |
|
Goldman Sachs Bank* |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.00 |
% |
|
|
12/21/21 |
|
|
|
2,600 |
|
|
|
(41,746 |
) |
|
|
(10,660 |
) |
|
|
(31,086 |
) |
Goldman Sachs Bank* |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
2.50 |
% |
|
|
3/21/22 |
|
|
|
536 |
|
|
|
(4,934 |
) |
|
|
(431 |
) |
|
|
(4,503 |
) |
HSBC Bank USA, NA |
|
Pay |
|
MXN-TIIE- Banxico |
|
|
7.33 |
% |
|
|
1/28/15 |
|
|
|
433 |
|
|
|
27,442 |
|
|
|
2,681 |
|
|
|
24,761 |
|
HSBC Bank USA, NA |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.50 |
% |
|
|
9/21/21 |
|
|
|
7,771 |
|
|
|
671,666 |
|
|
|
56,094 |
|
|
|
615,572 |
|
HSBC Bank USA, NA |
|
Pay |
|
6-Month GBP-LIBOR |
|
|
3.00 |
% |
|
|
3/21/22 |
|
|
|
3,587 |
|
|
|
86,583 |
|
|
|
35,927 |
|
|
|
50,656 |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
BRL- BZDIOVRA |
|
|
12.59 |
% |
|
|
1/2/13 |
|
|
|
106 |
|
|
|
4,079 |
|
|
|
272 |
|
|
|
3,807 |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
BRL- BZDIOVRA |
|
|
12.50 |
% |
|
|
1/2/13 |
|
|
|
2,074 |
|
|
|
47,675 |
|
|
|
2,964 |
|
|
|
44,711 |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
U.S. Federal Fund Rate |
|
|
0.50 |
% |
|
|
9/19/13 |
|
|
|
13,300 |
|
|
|
43,039 |
|
|
|
(17,290 |
) |
|
|
60,329 |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
BRL- BZDIOVRA |
|
|
12.51 |
% |
|
|
1/2/14 |
|
|
|
532 |
|
|
|
26,883 |
|
|
|
4,601 |
|
|
|
22,282 |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
BRL- BZDIOVRA |
|
|
12.54 |
% |
|
|
1/2/14 |
|
|
|
1,702 |
|
|
|
52,842 |
|
|
|
(2,172 |
) |
|
|
55,014 |
|
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
MXN-TIIE- Banxico |
|
|
5.60 |
% |
|
|
9/6/16 |
|
|
|
216 |
|
|
|
(1,832 |
) |
|
|
600 |
|
|
|
(2,432 |
) |
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
MXN-TIIE- Banxico |
|
|
6.35 |
% |
|
|
6/2/21 |
|
|
|
224 |
|
|
|
(7,579 |
) |
|
|
734 |
|
|
|
(8,313 |
) |
Morgan Stanley Capital Services, Inc.** |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.65 |
% |
|
|
9/21/21 |
|
|
|
3,081 |
|
|
|
307,341 |
|
|
|
11,225 |
|
|
|
296,116 |
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Pay/ Receive Floating Rate |
|
Floating Rate Index |
|
Fixed Rate |
|
|
Expiration Date |
|
|
Notional Amount (000) ($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Morgan Stanley Capital
Services, Inc.** |
|
Pay |
|
6-Month EUR-EURIBOR |
|
|
3.50 |
% |
|
|
9/21/21 |
|
|
|
6,431 |
|
|
|
555,862 |
|
|
|
(21,390 |
) |
|
|
577,252 |
|
Morgan Stanley Capital
Services, Inc.** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
3.00 |
% |
|
|
10/13/21 |
|
|
|
6,700 |
|
|
|
543,131 |
|
|
|
425,320 |
|
|
|
117,811 |
|
Morgan Stanley Capital
Services, Inc.** |
|
Pay |
|
3-Month USD-LIBOR |
|
|
2.00 |
% |
|
|
12/21/21 |
|
|
|
1,500 |
|
|
|
(24,084 |
) |
|
|
(6,975 |
) |
|
|
(17,109 |
) |
Royal Bank of Scotland PLC |
|
Pay |
|
3-Month CAD-CDOR |
|
|
5.70 |
% |
|
|
12/18/24 |
|
|
|
3,054 |
|
|
|
173,438 |
|
|
|
(2,193 |
) |
|
|
175,631 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
101,969 |
|
|
|
5,464,677 |
|
|
|
992,084 |
|
|
|
4,472,593 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BRL |
|
- Brazilian Real |
BZDIOVRA |
|
- Brazilian Interbank Deposit Rate Over |
CAD |
|
- Canadian Dollar |
CDOR |
|
- Canadian Deposit Offered Rate |
EUR |
|
- Euro |
EURIBOR |
|
- Euro Interbank Offered Rate |
GBP |
|
- Great British Pound |
LIBOR |
|
- London Interbank Offered Rate |
MXN |
|
- Mexican Peso |
TIIE |
|
- Tasa de Interes Interbancaria de Equilibrio (Interbank Equilibrium Interest Rate) |
USD |
|
- United States Dollar |
Credit Default Swap Contracts on Corporate Issues - Buy Protection (a)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Implied Credit Spread (b) |
|
|
Notional Amount (c) (000) ($) |
|
|
Market Value ($) |
|
|
Unrealized Depreciation ($) |
|
Barclays Bank PLC**** |
|
Tate & Lyle International Finance PLC |
|
|
(1.15 |
%) |
|
|
6/20/16 |
|
|
|
0.92 |
% |
|
|
500 |
|
|
|
(5,167 |
) |
|
|
(5,167 |
) |
Credit Default Swap Contracts on Corporate and Sovereign Issues - Sell Protection (a)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Implied Credit Spread (b) |
|
|
Notional Amount (c) (000) ($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation
/ (Depreciation) ($) |
|
Bank of America NA |
|
Berkshire Hathaway Finance |
|
|
1.00 |
% |
|
|
3/20/21 |
|
|
|
2.66 |
% |
|
|
2,500 |
|
|
|
(307,475 |
) |
|
|
(81,066 |
) |
|
|
(226,409 |
) |
Bank of America NA |
|
Credit Agricole SA |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
5.21 |
% |
|
|
700 |
|
|
|
(157,323 |
) |
|
|
(74,323 |
) |
|
|
(83,000 |
) |
Bank of America NA |
|
General Electric Capital Corp. |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
2.97 |
% |
|
|
500 |
|
|
|
(37,725 |
) |
|
|
(10,026 |
) |
|
|
(27,699 |
) |
Bank of America NA |
|
General Electric Capital Corp. |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
2.97 |
% |
|
|
500 |
|
|
|
(37,725 |
) |
|
|
(9,796 |
) |
|
|
(27,929 |
) |
Bank of America NA |
|
General Electric Capital Corp. |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
2.99 |
% |
|
|
10,400 |
|
|
|
(831,289 |
) |
|
|
(115,799 |
) |
|
|
(715,490 |
) |
Bank of America NA |
|
Indonesian Government Bond |
|
|
1.00 |
% |
|
|
9/20/16 |
|
|
|
2.98 |
% |
|
|
1,300 |
|
|
|
(114,250 |
) |
|
|
(19,903 |
) |
|
|
(94,347 |
) |
Bank of America NA |
|
Japan Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
1.37 |
% |
|
|
100 |
|
|
|
(1,567 |
) |
|
|
1,439 |
|
|
|
(3,006 |
) |
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Implied Credit Spread (b) |
|
|
Notional Amount (c) (000) ($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation
/ (Depreciation) ($) |
|
Bank of America NA |
|
Japan Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
1.37 |
% |
|
|
200 |
|
|
|
(3,135 |
) |
|
|
2,676 |
|
|
|
(5,811 |
) |
Bank of America NA |
|
Metlife, Inc. |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
3.34 |
% |
|
|
600 |
|
|
|
(53,285 |
) |
|
|
(21,812 |
) |
|
|
(31,473 |
) |
Bank of America NA |
|
Metlife, Inc. |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
3.34 |
% |
|
|
900 |
|
|
|
(79,927 |
) |
|
|
(50,283 |
) |
|
|
(29,644 |
) |
Bank of America NA |
|
Prudential Financial, Inc. |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
2.86 |
% |
|
|
700 |
|
|
|
(50,301 |
) |
|
|
(20,428 |
) |
|
|
(29,873 |
) |
Bank of America NA |
|
Spain Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
3.80 |
% |
|
|
100 |
|
|
|
(10,915 |
) |
|
|
(6,563 |
) |
|
|
(4,352 |
) |
Bank of America NA |
|
Spain Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
3.80 |
% |
|
|
4,900 |
|
|
|
(534,830 |
) |
|
|
(323,601 |
) |
|
|
(211,229 |
) |
Barclays Bank PLC**** |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
6/20/15 |
|
|
|
1.71 |
% |
|
|
500 |
|
|
|
(12,846 |
) |
|
|
(7,190 |
) |
|
|
(5,656 |
) |
Barclays Bank PLC**** |
|
China Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
1.87 |
% |
|
|
1,000 |
|
|
|
(36,296 |
) |
|
|
11,950 |
|
|
|
(48,246 |
) |
Barclays Bank PLC**** |
|
France Government Bond |
|
|
0.25 |
% |
|
|
9/20/16 |
|
|
|
1.83 |
% |
|
|
100 |
|
|
|
(7,310 |
) |
|
|
(6,114 |
) |
|
|
(1,196 |
) |
Barclays Bank PLC**** |
|
Italy Republic Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
4.72 |
% |
|
|
800 |
|
|
|
(112,171 |
) |
|
|
(31,135 |
) |
|
|
(81,036 |
) |
Barclays Bank PLC**** |
|
Italy Republic Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
4.72 |
% |
|
|
3,900 |
|
|
|
(546,832 |
) |
|
|
(138,949 |
) |
|
|
(407,883 |
) |
Barclays Bank PLC**** |
|
United Mexican States, Series A |
|
|
1.00 |
% |
|
|
3/20/15 |
|
|
|
1.64 |
% |
|
|
400 |
|
|
|
(8,677 |
) |
|
|
(9,000 |
) |
|
|
323 |
|
Barclays Bank PLC**** |
|
United Mexican States, Series A |
|
|
1.00 |
% |
|
|
9/20/15 |
|
|
|
1.73 |
% |
|
|
3,300 |
|
|
|
(92,507 |
) |
|
|
(44,617 |
) |
|
|
(47,890 |
) |
Citibank NA*** |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
9/20/15 |
|
|
|
1.75 |
% |
|
|
1,000 |
|
|
|
(28,624 |
) |
|
|
(15,694 |
) |
|
|
(12,930 |
) |
Citibank NA*** |
|
China Government Bond |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
1.91 |
% |
|
|
1,400 |
|
|
|
(55,932 |
) |
|
|
15,095 |
|
|
|
(71,027 |
) |
Citibank NA*** |
|
Kazakhstan Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
3.17 |
% |
|
|
300 |
|
|
|
(26,847 |
) |
|
|
(8,658 |
) |
|
|
(18,189 |
) |
Citibank NA*** |
|
Metlife, Inc. |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
3.34 |
% |
|
|
800 |
|
|
|
(71,047 |
) |
|
|
(29,082 |
) |
|
|
(41,965 |
) |
Citibank NA*** |
|
United Mexican States, Series A |
|
|
1.00 |
% |
|
|
3/20/15 |
|
|
|
1.64 |
% |
|
|
400 |
|
|
|
(8,678 |
) |
|
|
(9,184 |
) |
|
|
506 |
|
Deutsche Bank AG |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
6/20/15 |
|
|
|
1.71 |
% |
|
|
500 |
|
|
|
(12,846 |
) |
|
|
(4,780 |
) |
|
|
(8,066 |
) |
Deutsche Bank AG |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
1.78 |
% |
|
|
6,200 |
|
|
|
(195,235 |
) |
|
|
(35,105 |
) |
|
|
(160,130 |
) |
Deutsche Bank AG |
|
China Government Bond |
|
|
1.00 |
% |
|
|
9/20/16 |
|
|
|
1.95 |
% |
|
|
400 |
|
|
|
(17,417 |
) |
|
|
2,210 |
|
|
|
(19,627 |
) |
Deutsche Bank AG |
|
China Government Bond |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
1.91 |
% |
|
|
800 |
|
|
|
(31,961 |
) |
|
|
8,612 |
|
|
|
(40,573 |
) |
Deutsche Bank AG |
|
Japan Government Bond |
|
|
1.00 |
% |
|
|
3/20/15 |
|
|
|
1.21 |
% |
|
|
700 |
|
|
|
(5,005 |
) |
|
|
8,131 |
|
|
|
(13,136 |
) |
Deutsche Bank AG |
|
Kazakhstan Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
3.17 |
% |
|
|
300 |
|
|
|
(26,847 |
) |
|
|
(9,075 |
) |
|
|
(17,772 |
) |
Deutsche Bank AG |
|
Merrill Lynch & Co., Inc. |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
4.93 |
% |
|
|
1,500 |
|
|
|
(217,891 |
) |
|
|
(31,932 |
) |
|
|
(185,959 |
) |
Deutsche Bank AG |
|
Metlife, Inc. |
|
|
1.00 |
% |
|
|
3/20/18 |
|
|
|
3.57 |
% |
|
|
2,600 |
|
|
|
(356,966 |
) |
|
|
(147,690 |
) |
|
|
(209,276 |
) |
Deutsche Bank AG |
|
United Mexican States, Series A |
|
|
1.00 |
% |
|
|
3/20/15 |
|
|
|
1.64 |
% |
|
|
200 |
|
|
|
(4,339 |
) |
|
|
(4,592 |
) |
|
|
253 |
|
Deutsche Bank AG |
|
United Mexican States, Series A |
|
|
1.00 |
% |
|
|
9/20/15 |
|
|
|
1.73 |
% |
|
|
3,000 |
|
|
|
(84,098 |
) |
|
|
(40,561 |
) |
|
|
(43,537 |
) |
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Implied Credit Spread (b) |
|
|
Notional Amount (c) (000) ($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation
/ (Depreciation) ($) |
|
Goldman Sachs International* |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
9/20/16 |
|
|
|
1.93 |
% |
|
|
400 |
|
|
|
(17,413 |
) |
|
|
(2,435 |
) |
|
|
(14,978 |
) |
Goldman Sachs International* |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
6/20/15 |
|
|
|
1.71 |
% |
|
|
500 |
|
|
|
(12,846 |
) |
|
|
(6,715 |
) |
|
|
(6,131 |
) |
Goldman Sachs International* |
|
France Government Bond |
|
|
0.25 |
% |
|
|
9/20/16 |
|
|
|
1.83 |
% |
|
|
300 |
|
|
|
(21,929 |
) |
|
|
(15,221 |
) |
|
|
(6,708 |
) |
Goldman Sachs International* |
|
Italy Republic Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
4.72 |
% |
|
|
200 |
|
|
|
(28,043 |
) |
|
|
(7,695 |
) |
|
|
(20,348 |
) |
Goldman Sachs International* |
|
Italy Republic Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
4.72 |
% |
|
|
1,600 |
|
|
|
(224,341 |
) |
|
|
(57,984 |
) |
|
|
(166,357 |
) |
Goldman Sachs International* |
|
Metlife, Inc. |
|
|
1.00 |
% |
|
|
9/20/15 |
|
|
|
3.30 |
% |
|
|
1,000 |
|
|
|
(83,113 |
) |
|
|
(64,375 |
) |
|
|
(18,738 |
) |
Goldman Sachs International* |
|
Spain Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
3.80 |
% |
|
|
100 |
|
|
|
(10,914 |
) |
|
|
(6,646 |
) |
|
|
(4,268 |
) |
Goldman Sachs International* |
|
Spain Government Bond |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
3.81 |
% |
|
|
1,000 |
|
|
|
(114,616 |
) |
|
|
(60,347 |
) |
|
|
(54,269 |
) |
Goldman Sachs International* |
|
United Kingdom Gilt |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
0.80 |
% |
|
|
500 |
|
|
|
4,218 |
|
|
|
11,508 |
|
|
|
(7,290 |
) |
Goldman Sachs International* |
|
United Kingdom Gilt |
|
|
1.00 |
% |
|
|
12/20/15 |
|
|
|
0.80 |
% |
|
|
1,000 |
|
|
|
8,435 |
|
|
|
23,194 |
|
|
|
(14,759 |
) |
Goldman Sachs International* |
|
United Kingdom Gilt |
|
|
1.00 |
% |
|
|
6/20/15 |
|
|
|
0.73 |
% |
|
|
2,200 |
|
|
|
21,546 |
|
|
|
20,327 |
|
|
|
1,219 |
|
HSBC Bank USA, NA |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
9/20/15 |
|
|
|
1.75 |
% |
|
|
1,200 |
|
|
|
(34,349 |
) |
|
|
(11,923 |
) |
|
|
(22,426 |
) |
HSBC Bank USA, NA |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
1.83 |
% |
|
|
2,800 |
|
|
|
(99,506 |
) |
|
|
(13,143 |
) |
|
|
(86,363 |
) |
HSBC Bank USA, NA |
|
France Government Bond |
|
|
0.25 |
% |
|
|
9/20/16 |
|
|
|
1.83 |
% |
|
|
200 |
|
|
|
(14,619 |
) |
|
|
(12,139 |
) |
|
|
(2,480 |
) |
HSBC Bank USA, NA |
|
Kazakhstan Government Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
3.17 |
% |
|
|
400 |
|
|
|
(35,797 |
) |
|
|
(11,729 |
) |
|
|
(24,068 |
) |
Morgan Stanley Capital Services, Inc.** |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
6/20/15 |
|
|
|
1.71 |
% |
|
|
500 |
|
|
|
(12,846 |
) |
|
|
(4,839 |
) |
|
|
(8,007 |
) |
Morgan Stanley Capital Services, Inc.** |
|
Brazilian Government Bond |
|
|
1.00 |
% |
|
|
9/20/15 |
|
|
|
1.75 |
% |
|
|
4,900 |
|
|
|
(140,258 |
) |
|
|
(68,592 |
) |
|
|
(71,666 |
) |
Morgan Stanley Capital Services, Inc.** |
|
California State General Obligation |
|
|
2.25 |
% |
|
|
3/20/21 |
|
|
|
2.56 |
% |
|
|
2,400 |
|
|
|
(40,839 |
) |
|
|
|
|
|
|
(40,839 |
) |
Morgan Stanley Capital Services, Inc.** |
|
China Government Bond |
|
|
1.00 |
% |
|
|
9/20/16 |
|
|
|
1.95 |
% |
|
|
900 |
|
|
|
(39,189 |
) |
|
|
4,574 |
|
|
|
(43,763 |
) |
Morgan Stanley Capital Services, Inc.** |
|
France Government Bond |
|
|
0.25 |
% |
|
|
3/20/16 |
|
|
|
1.76 |
% |
|
|
500 |
|
|
|
(31,806 |
) |
|
|
(17,027 |
) |
|
|
(14,779 |
) |
Morgan Stanley Capital Services, Inc.** |
|
General Electric Capital Corp. |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
3.01 |
% |
|
|
100 |
|
|
|
(8,437 |
) |
|
|
(383 |
) |
|
|
(8,054 |
) |
Morgan Stanley Capital Services, Inc.** |
|
United Mexican States, Series A |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
1.82 |
% |
|
|
2,700 |
|
|
|
(94,871 |
) |
|
|
(16,616 |
) |
|
|
(78,255 |
) |
Royal Bank of Scotland PLC |
|
China Government Bond |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
1.91 |
% |
|
|
800 |
|
|
|
(31,961 |
) |
|
|
8,419 |
|
|
|
(40,380 |
) |
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Implied Credit Spread (b) |
|
|
Notional Amount (c) (000)
($) |
|
|
Market Value ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Appreciation / (Depreciation) ($) |
|
Royal Bank of Scotland PLC |
|
France Government Bond |
|
|
0.25 |
% |
|
|
3/20/16 |
|
|
|
1.76 |
% |
|
|
500 |
|
|
|
(31,806 |
) |
|
|
(16,794 |
) |
|
|
(15,012 |
) |
Royal Bank of Scotland PLC |
|
France Government Bond |
|
|
0.25 |
% |
|
|
12/20/15 |
|
|
|
1.72 |
% |
|
|
700 |
|
|
|
(41,161 |
) |
|
|
(13,897 |
) |
|
|
(27,264 |
) |
Royal Bank of Scotland PLC |
|
France Government Bond |
|
|
0.25 |
% |
|
|
3/20/16 |
|
|
|
1.76 |
% |
|
|
6,200 |
|
|
|
(394,389 |
) |
|
|
(190,852 |
) |
|
|
(203,537 |
) |
Royal Bank of Scotland PLC |
|
Indonesian Government Bond |
|
|
1.00 |
% |
|
|
9/20/16 |
|
|
|
2.98 |
% |
|
|
100 |
|
|
|
(8,789 |
) |
|
|
(1,578 |
) |
|
|
(7,211 |
) |
Royal Bank of Scotland PLC |
|
Italy Republic Bond |
|
|
1.00 |
% |
|
|
3/20/16 |
|
|
|
4.72 |
% |
|
|
3,900 |
|
|
|
(546,832 |
) |
|
|
(140,673 |
) |
|
|
(406,159 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
91,100 |
|
|
|
(6,266,590 |
) |
|
|
(1,930,426 |
) |
|
|
(4,336,164 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swap Contracts on Credit Indices - Sell Protection (a)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty |
|
Reference Entity |
|
(Pay)/ Receive Fixed Rate |
|
|
Expiration Date |
|
|
Notional Amount (c) (000) ($) |
|
|
Market Value(d) ($) |
|
|
Upfront Premiums Paid / (Received) ($) |
|
|
Unrealized Depreciation ($) |
|
Bank of America NA |
|
CDX.EM-14 Index |
|
|
5.00 |
% |
|
|
12/20/15 |
|
|
|
5,000 |
|
|
|
280,621 |
|
|
|
685,000 |
|
|
|
(404,379 |
) |
Bank of America NA |
|
CDX.IG-16 Index |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
22,800 |
|
|
|
(357,864 |
) |
|
|
108,984 |
|
|
|
(466,848 |
) |
Barclays Bank PLC**** |
|
CDX.EM-13 Index |
|
|
5.00 |
% |
|
|
6/20/15 |
|
|
|
6,000 |
|
|
|
315,067 |
|
|
|
769,300 |
|
|
|
(454,233 |
) |
Barclays Bank PLC**** |
|
CDX.EM-14 Index |
|
|
5.00 |
% |
|
|
12/20/15 |
|
|
|
900 |
|
|
|
50,512 |
|
|
|
120,900 |
|
|
|
(70,388 |
) |
Barclays Bank PLC**** |
|
CDX.EM-15 Index |
|
|
5.00 |
% |
|
|
6/20/16 |
|
|
|
700 |
|
|
|
41,233 |
|
|
|
74,200 |
|
|
|
(32,967 |
) |
Citibank NA*** |
|
CDX.EM-14 Index |
|
|
5.00 |
% |
|
|
12/20/15 |
|
|
|
3,100 |
|
|
|
173,985 |
|
|
|
418,100 |
|
|
|
(244,115 |
) |
Deutsche Bank AG |
|
CDX.EM-13 Index |
|
|
5.00 |
% |
|
|
6/20/15 |
|
|
|
2,000 |
|
|
|
105,022 |
|
|
|
246,500 |
|
|
|
(141,478 |
) |
Deutsche Bank AG |
|
CDX.EM-14 Index |
|
|
5.00 |
% |
|
|
12/20/15 |
|
|
|
1,000 |
|
|
|
56,124 |
|
|
|
123,600 |
|
|
|
(67,476 |
) |
Deutsche Bank AG |
|
CDX.EM-15 Index |
|
|
5.00 |
% |
|
|
6/20/16 |
|
|
|
300 |
|
|
|
17,672 |
|
|
|
40,651 |
|
|
|
(22,979 |
) |
Deutsche Bank AG |
|
CDX.IG-16 Index |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
6,800 |
|
|
|
(106,732 |
) |
|
|
32,688 |
|
|
|
(139,420 |
) |
HSBC Bank USA, NA |
|
CDX.EM-13 Index |
|
|
5.00 |
% |
|
|
6/20/15 |
|
|
|
3,100 |
|
|
|
162,785 |
|
|
|
363,590 |
|
|
|
(200,805 |
) |
HSBC Bank USA, NA |
|
CDX.EM-14 Index |
|
|
5.00 |
% |
|
|
12/20/15 |
|
|
|
400 |
|
|
|
22,450 |
|
|
|
52,200 |
|
|
|
(29,750 |
) |
Morgan Stanley Capital Services, Inc.** |
|
CDX.EM-13 Index |
|
|
5.00 |
% |
|
|
6/20/15 |
|
|
|
1,900 |
|
|
|
99,771 |
|
|
|
214,250 |
|
|
|
(114,479 |
) |
Morgan Stanley Capital Services, Inc.** |
|
CDX.EM-14 Index |
|
|
5.00 |
% |
|
|
12/20/15 |
|
|
|
900 |
|
|
|
50,512 |
|
|
|
117,000 |
|
|
|
(66,488 |
) |
Morgan Stanley Capital Services, Inc.** |
|
CDX.IG-16 Index |
|
|
1.00 |
% |
|
|
6/20/16 |
|
|
|
3,900 |
|
|
|
(61,214 |
) |
|
|
18,983 |
|
|
|
(80,197 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
58,800 |
|
|
|
849,944 |
|
|
|
3,385,946 |
|
|
|
(2,536,002 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CDX.EM |
- Credit Derivatives Index - Emerging Markets |
CDX.IG |
- Credit Derivatives Index - Investment Grade |
* |
At the period end, cash of $980,000 has been received as collateral for these open swap and written option contracts. |
** |
At the period end, cash of $1,385,000 has been received as collateral for these open swap and written option contracts. |
*** |
At the period end, cash of $430,000 has been received as collateral for these open swap and written option contracts. |
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
**** |
At the period end, cash of $3,180,000 has been received as collateral for these open swap and written swaption contracts. |
(a) |
If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will pay to the buyer of the
protection an amount up to the notional amount of the swap and in certain instances, take delivery of the security. As a buyer of protection, the Fund will generally receive from the seller of protection an amount up to the notional amount of the
swap if a credit event occurs. |
(b) |
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate and sovereign issues as
of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of
buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entitys credit soundness and a greater likelihood or risk of default
or other credit event occurring as defined under the terms of that particular agreement. |
(c) |
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as
defined under the terms of that particular swap agreement. |
(d) |
The quoted market prices and resulting values for credit default swap contracts on credit indices serve as an indicator of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced entitys credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
|
SCSM PIMCO TOTAL RETURN FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(13) |
Fair Value Measurements |
The following
table summarizes the inputs used to value the Funds assets and liabilities, as applicable, measured at fair value at the period end:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs
(Level 2) |
|
|
Significant Unobservable Inputs (Level
3) |
|
|
Total |
|
Asset Backed Securities |
|
$ |
|
|
|
$ |
27,582,784 |
|
|
$ |
|
|
|
$ |
27,582,784 |
|
Collateralized Mortgage Obligations |
|
|
|
|
|
|
29,412,863 |
|
|
|
|
|
|
|
29,412,863 |
|
Commercial Mortgage Backed Securities |
|
|
|
|
|
|
17,320,386 |
|
|
|
|
|
|
|
17,320,386 |
|
Convertible Bonds (a) |
|
|
|
|
|
|
2,860,125 |
|
|
|
|
|
|
|
2,860,125 |
|
Corporate Debt Obligations (a) |
|
|
|
|
|
|
327,632,397 |
|
|
|
|
|
|
|
327,632,397 |
|
Foreign Government Agency Obligations |
|
|
|
|
|
|
12,517,477 |
|
|
|
|
|
|
|
12,517,477 |
|
Foreign Government Obligations |
|
|
|
|
|
|
78,645,316 |
|
|
|
|
|
|
|
78,645,316 |
|
Municipal Bonds |
|
|
|
|
|
|
37,604,567 |
|
|
|
|
|
|
|
37,604,567 |
|
U.S. Government Agency Obligations |
|
|
|
|
|
|
325,702,711 |
|
|
|
|
|
|
|
325,702,711 |
|
U.S. Treasury Obligations |
|
|
282,387,809 |
|
|
|
|
|
|
|
|
|
|
|
282,387,809 |
|
Convertible Preferred Stocks (a) |
|
|
206,612 |
|
|
|
|
|
|
|
|
|
|
|
206,612 |
|
Preferred Stocks (a) |
|
|
|
|
|
|
3,198,609 |
|
|
|
|
|
|
|
3,198,609 |
|
Swaptions Purchased (a) |
|
|
|
|
|
|
314,649 |
|
|
|
|
|
|
|
314,649 |
|
Short Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Certificates of Deposit (a) |
|
|
|
|
|
|
12,129,266 |
|
|
|
|
|
|
|
12,129,266 |
|
Commercial Paper |
|
|
|
|
|
|
36,959,324 |
|
|
|
|
|
|
|
36,959,324 |
|
U.S. Treasury Obligations |
|
|
11,918,895 |
|
|
|
280,000 |
|
|
|
|
|
|
|
12,198,895 |
|
Mutual Funds |
|
|
5,556,269 |
|
|
|
|
|
|
|
|
|
|
|
5,556,269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short Term Investments |
|
|
17,475,164 |
|
|
|
49,368,590 |
|
|
|
|
|
|
|
66,843,754 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments |
|
|
300,069,585 |
|
|
|
912,160,474 |
|
|
|
|
|
|
|
1,212,230,059 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
|
2,775,401 |
|
|
|
|
|
|
|
|
|
|
|
2,775,401 |
|
Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
7,185,703 |
|
|
|
|
|
|
|
7,185,703 |
|
Swap Contracts (a) |
|
|
|
|
|
|
4,561,029 |
|
|
|
|
|
|
|
4,561,029 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
2,775,401 |
|
|
$ |
11,746,732 |
|
|
$ |
|
|
|
$ |
14,522,133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1) |
|
|
Significant Other Observable Inputs
(Level 2) |
|
|
Significant Unobservable Inputs (Level
3) |
|
|
Total |
|
Financial Derivative Instruments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts |
|
$ |
(1,983 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(1,983 |
) |
Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
(6,776,187 |
) |
|
|
|
|
|
|
(6,776,187 |
) |
Written Option Contracts (a) |
|
|
(17,213 |
) |
|
|
(298,141 |
) |
|
|
|
|
|
|
(315,354 |
) |
Written Swaption Contracts (a) |
|
|
|
|
|
|
(887,845 |
) |
|
|
|
|
|
|
(887,845 |
) |
Swap Contracts (a) |
|
|
|
|
|
|
(6,965,769 |
) |
|
|
|
|
|
|
(6,965,769 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Financial Derivative Instruments |
|
$ |
(19,196 |
) |
|
$ |
(14,927,942 |
) |
|
$ |
|
|
|
$ |
(14,947,138 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Note 2b in the Notes to Portfolios of Investments for additional information. |
(a) |
See Portfolio of Investments for additional detailed categorizatons. |
SCSM IBBOTSON BALANCED FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
Shares(2) |
|
|
Value |
|
INVESTMENT COMPANIES(1) 99.9% |
|
MFS Emerging Markets Equity Portfolio |
|
|
2,495,594 |
|
|
$ |
33,041,661 |
|
MFS International Growth Portfolio |
|
|
5,761,258 |
|
|
|
60,205,147 |
|
MFS Value Portfolio |
|
|
8,094,591 |
|
|
|
91,549,820 |
|
SCSM AllianceBernstein International Value Fund |
|
|
4,907,562 |
|
|
|
36,512,260 |
|
SCSM BlackRock Inflation Protected Bond Fund |
|
|
11,528,543 |
|
|
|
128,197,399 |
|
SCSM BlackRock International Index Fund |
|
|
3,710,432 |
|
|
|
32,354,968 |
|
SCSM BlackRock Large Cap Index Fund |
|
|
8,316,646 |
|
|
|
61,460,012 |
|
SCSM BlackRock Small Cap Index Fund |
|
|
1,507,514 |
|
|
|
16,251,006 |
|
SCSM Columbia Small Cap Value Fund |
|
|
2,874,179 |
|
|
|
20,694,087 |
|
SCSM Davis Venture Value Fund |
|
|
6,149,724 |
|
|
|
60,636,279 |
|
SCSM Goldman Sachs Mid Cap Value Fund |
|
|
6,863,548 |
|
|
|
52,437,506 |
|
SCSM Goldman Sachs Short Duration Fund |
|
|
19,761,196 |
|
|
|
201,761,807 |
|
SCSM Ibbotson Tactical Opportunities Fund |
|
|
36,220,015 |
|
|
|
331,775,341 |
|
SCSM Invesco Small Cap Growth Fund |
|
|
1,681,195 |
|
|
|
15,870,477 |
|
SCSM Lord Abbett Growth & Income Fund |
|
|
5,516,530 |
|
|
|
32,216,536 |
|
SCSM PIMCO High Yield Fund |
|
|
5,886,756 |
|
|
|
52,097,789 |
|
SCSM PIMCO Total Return Fund |
|
|
14,916,718 |
|
|
|
167,813,080 |
|
SCSM WMC Blue Chip Mid Cap Fund |
|
|
3,922,182 |
|
|
|
48,360,504 |
|
SCSM WMC Large Cap Growth Fund |
|
|
8,578,147 |
|
|
|
72,399,559 |
|
Sun Capital Global Real Estate Fund |
|
|
3,507,815 |
|
|
|
31,991,269 |
|
Sun Capital Investment Grade Bond Fund® |
|
|
14,218,881 |
|
|
|
134,510,613 |
|
|
|
|
|
|
|
|
|
|
Total Investment Companies (Cost $1,807,570,043) |
|
|
|
1,682,137,120 |
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 99.9% (Cost $1,807,570,043) |
|
|
|
1,682,137,120 |
|
|
|
|
|
|
|
|
|
|
Other assets less liabilities 0.1% |
|
|
|
1,564,615 |
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
1,683,701,735 |
|
|
|
|
|
|
|
|
|
|
(1) |
Sun Capital Advisers
LLC® or its affiliate, Massachusetts Financial Services Company (MFS), serves as investment adviser
to these underlying funds. These are affiliated securities |
(2) |
Each investment is in the Initial Class Shares.
|
SCSM IBBOTSON BALANCED FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(3) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM IBBOTSON CONSERVATIVE FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
Shares (2) |
|
|
Value |
|
INVESTMENT COMPANIES(1) 99.9% |
|
MFS International Growth Portfolio |
|
|
2,323,111 |
|
|
$ |
24,276,512 |
|
MFS Value Portfolio |
|
|
3,615,782 |
|
|
|
40,894,491 |
|
SCSM AllianceBernstein International Value Fund |
|
|
2,280,184 |
|
|
|
16,964,566 |
|
SCSM BlackRock Inflation Protected Bond Fund |
|
|
9,560,641 |
|
|
|
106,314,325 |
|
SCSM BlackRock International Index Fund |
|
|
1,449,176 |
|
|
|
12,636,816 |
|
SCSM BlackRock Large Cap Index Fund |
|
|
3,756,428 |
|
|
|
27,760,003 |
|
SCSM BlackRock Small Cap Index Fund |
|
|
771,133 |
|
|
|
8,312,810 |
|
SCSM Columbia Small Cap Value Fund |
|
|
1,241,640 |
|
|
|
8,939,808 |
|
SCSM Davis Venture Value Fund |
|
|
2,067,665 |
|
|
|
20,387,180 |
|
SCSM Goldman Sachs Mid Cap Value Fund |
|
|
3,020,646 |
|
|
|
23,077,739 |
|
SCSM Goldman Sachs Short Duration Fund |
|
|
16,587,450 |
|
|
|
169,357,861 |
|
SCSM Ibbotson Tactical Opportunities Fund |
|
|
9,349,417 |
|
|
|
85,640,662 |
|
SCSM Lord Abbett Growth & Income Fund |
|
|
2,920,296 |
|
|
|
17,054,531 |
|
SCSM PIMCO High Yield Fund |
|
|
4,062,475 |
|
|
|
35,952,903 |
|
SCSM PIMCO Total Return Fund |
|
|
9,820,104 |
|
|
|
110,476,166 |
|
SCSM WMC Blue Chip Mid Cap Fund |
|
|
2,040,428 |
|
|
|
25,158,475 |
|
SCSM WMC Large Cap Growth Fund |
|
|
4,005,599 |
|
|
|
33,807,254 |
|
Sun Capital Investment Grade Bond Fund® |
|
|
10,860,164 |
|
|
|
102,737,153 |
|
|
|
|
|
|
|
|
|
|
Total Investment Companies (Cost $898,752,754) |
|
|
|
869,749,255 |
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 99.9% (Cost $898,752,754) |
|
|
|
869,749,255 |
|
Other assets less liabilities 0.1% |
|
|
|
1,186,212 |
|
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
870,935,467 |
|
|
|
|
|
|
|
|
|
|
(1) |
Sun Capital Advisers
LLC® or its affiliate, MFS, serves as investment
adviser to these underlying funds. These are affiliated securities. |
(2) |
Each investment is in the Initial Class shares.
|
SCSM IBBOTSON CONSERVATIVE FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(3) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
SCSM IBBOTSON GROWTH FUND
PORTFOLIO OF INVESTMENTS
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
|
|
|
|
|
|
|
|
|
|
|
Shares(2) |
|
|
Value |
|
INVESTMENT COMPANIES(1) 100.0% |
|
MFS Emerging Markets Equity Portfolio |
|
|
755,384 |
|
|
$ |
10,001,278 |
|
MFS International Growth Portfolio |
|
|
2,749,064 |
|
|
|
28,727,724 |
|
MFS Value Portfolio |
|
|
2,945,526 |
|
|
|
33,313,893 |
|
SCSM AllianceBernstein International Value Fund |
|
|
1,522,176 |
|
|
|
11,324,986 |
|
SCSM BlackRock Inflation Protected Bond Fund |
|
|
1,919,963 |
|
|
|
21,349,988 |
|
SCSM BlackRock International Index Fund |
|
|
1,725,273 |
|
|
|
15,044,384 |
|
SCSM BlackRock Large Cap Index Fund |
|
|
3,750,162 |
|
|
|
27,713,697 |
|
SCSM BlackRock Small Cap Index Fund |
|
|
1,091,120 |
|
|
|
11,762,272 |
|
SCSM Columbia Small Cap Value Fund |
|
|
1,276,112 |
|
|
|
9,188,008 |
|
SCSM Davis Venture Value Fund |
|
|
3,970,774 |
|
|
|
39,151,830 |
|
SCSM Goldman Sachs Mid Cap Value Fund |
|
|
3,104,479 |
|
|
|
23,718,222 |
|
SCSM Goldman Sachs Short Duration Fund |
|
|
1,923,308 |
|
|
|
19,636,978 |
|
SCSM Ibbotson Tactical Opportunities Fund |
|
|
11,223,025 |
|
|
|
102,802,914 |
|
SCSM Invesco Small Cap Growth Fund |
|
|
956,947 |
|
|
|
9,033,580 |
|
SCSM Lord Abbett Growth & Income Fund |
|
|
1,748,563 |
|
|
|
10,211,605 |
|
SCSM PIMCO Total Return Fund |
|
|
3,940,051 |
|
|
|
44,325,571 |
|
SCSM WMC Blue Chip Mid Cap Fund |
|
|
2,033,253 |
|
|
|
25,070,008 |
|
SCSM WMC Large Cap Growth Fund |
|
|
4,371,127 |
|
|
|
36,892,312 |
|
Sun Capital Global Real Estate Fund |
|
|
1,363,113 |
|
|
|
12,431,595 |
|
Sun Capital Investment Grade Bond Fund® |
|
|
2,459,612 |
|
|
|
23,267,928 |
|
|
|
|
|
|
|
|
|
|
Total Investment Companies (Cost $553,090,716) |
|
|
|
514,968,773 |
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS 100.0% (Cost $553,090,716) |
|
|
|
514,968,773 |
|
Liabilities in excess of other assets 0.0%+ |
|
|
|
(213,535 |
) |
|
|
|
|
|
|
|
|
|
NET ASSETS 100.0% |
|
|
$ |
514,755,238 |
|
|
|
|
|
|
|
|
|
|
+ |
Amount is less than 0.05%. |
(1) |
Sun Capital Advisers
LLC® or its affiliate, MFS, serves as investment
adviser to these underlying funds. These are affiliated securities. |
(2) |
Each investment is in the initial class shares.
|
SCSM IBBOTSON GROWTH FUND
PORTFOLIO OF INVESTMENTS (Continued)
|
|
|
September 30, 2011 (Unaudited) |
|
Sun Capital Advisers Trust |
(3) |
Fair Value Measurements |
All investments are
categorized as Level 1 under the fair value hierarchy. See Note 2b in the Notes to Portfolios of Investments for additional information.
Notes to Portfolios of Investments (Unaudited)
NOTE 1 ORGANIZATION
Sun Capital
Advisers Trust (the Trust) is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company. The Trust was established as a Delaware statutory trust under the
laws of Delaware by an Agreement and Declaration of Trust dated July 13, 1998. It currently consists of twenty two funds (each referred to as a Fund and, collectively, as the Funds). Three of the Funds, SC Ibbotson
Balanced Fund, SC Ibbotson Conservative Fund and SC Ibbotson Growth Fund, are affiliated Fund-of-Funds, which invest in other Funds of the Trust and in other mutual funds managed by MFS, an affiliate of the investment adviser to each
Fund of the Trust, Sun Capital Advisers LLC (Sun Capital). The three Fund-of-Funds and each of the other Funds other than SC Ibbotson Tactical Opportunities Fund (the Tactical Fund) are offered to variable annuity and
variable life insurance separate accounts established by affiliated insurance companies to fund variable annuity contracts and variable life insurance policies. The Tactical Fund, a Fund-of-exchange traded funds, is not available for investment by
contract holders but serves exclusively as an investment option designed to implement a tactical strategy for the three Fund-of-Funds.
Each
of the Funds is an open-end mutual fund under the 1940 Act. Each is classified as a diversified mutual fund except for Sun Capital Global Real Estate Fund and SC BlackRock Inflation Protected Bond Fund, which are classified as non-diversified mutual
funds. Each Fund, except for the Tactical Fund, offers Initial Class Shares and Service Class Shares. The Tactical Fund offers only Initial Class Shares. The Funds are:
SC AllianceBernstein International Value Fund (AllianceBernstein International Value Fund)
SC BlackRock International Index Fund (BlackRock International Index Fund)
SC BlackRock Large Cap Index Fund (BlackRock Large Cap Index Fund)
SC
BlackRock Small Cap Index Fund (BlackRock Small Cap Index Fund)
SC Goldman Sachs Mid Cap Value Fund (Goldman
Sachs Mid Cap Value Fund)
SC Columbia Small Cap Value Fund (Columbia Small Cap Value Fund)
SC Davis Venture Value Fund (Davis Venture Value Fund)
SC Invesco Small Cap Growth Fund (Invesco Small Cap Growth Fund)
SC
Lord Abbett Growth & Income Fund (Lord Abbett Growth & Income Fund)
SC WMC Blue Chip Mid Cap Fund
(WMC Blue Chip Mid Cap Fund)
SC WMC Large Cap Growth Fund (WMC Large Cap Growth Fund)
Sun Capital Global Real Estate Fund (Global Real Estate Fund)
SC Ibbotson Tactical Opportunities Fund (Ibbotson Tactical Opportunities Fund)
Sun Capital Investment Grade Bond Fund (Investment Grade Bond Fund)
Sun Capital Money Market Fund (Money Market Fund)
SC BlackRock Inflation Protected Bond Fund (BlackRock Inflation Protected Bond Fund)
SC Goldman Sachs Short Duration Fund (Goldman Sachs Short Duration Fund)
SC PIMCO High Yield Fund (PIMCO High Yield Fund)
SC PIMCO Total Return Fund (PIMCO Total Return Fund)
SC Ibbotson
Balanced Fund (Ibbotson Balanced Fund)
SC Ibbotson Conservative Fund (Ibbotson Conservative Fund)
SC Ibbotson Growth Fund (Ibbotson Growth Fund)
Each Fund-of-Funds seeks to achieve its objective by investing in a portfolio of underlying affiliated funds (underlying funds) which, in turn, may invest in a variety of U.S. and foreign
equity, fixed income, money market and derivative instruments. The Fund-of-Funds do not invest in the underlying funds for the purpose of exercising management or control; however, investments by the Fund-of-Funds, within their principal investment
strategies, may represent a significant portion of the underlying funds net assets. Each Fund-of-Funds Portfolio of Investments lists the underlying funds held as an investment of the Fund-of-Funds as of period end, but does
not include the holdings of the underlying funds. A complete list of the holdings of each underlying fund as of September 30, 2011, is available at the SECs website at www.sec.gov if not already provided in this report under the name of
the underlying fund.
NOTE 2 FAIR VALUATION
a) |
Determination of Net Asset Value |
The net asset value per share (NAV) of each Fund is determined as of the close of regular trading on the New York Stock Exchange (normally
4:00 p.m. New York time) on each day the New York Stock Exchange is open for business (a valuation day). If the New York Stock Exchange closes early for any reason, each Fund will accelerate the determination of its NAV to that earlier
time.
b) |
Valuation of Investments |
Valuation techniques of the Funds major categories of assets and liabilities are as follows:
Investments in securities and option contracts listed on the National Association of Securities Dealers Automation Quotation System (NASDAQ)
are valued at the NASDAQ Official Closing Price on the day of valuation. Securities and option contracts listed on any other U.S. or foreign exchanges are valued at the last sale price on the exchange or system in which they are principally traded
on the valuation date, or if no sales occurred on that day, at the mean between the closing bid and asked prices. Over-the-counter (OTC) equity securities not quoted on the NASDAQ are valued at the last sale price on the valuation day, or, if no
sale occurs, at the mean between the last bid and asked prices. If both bid and asked prices are not available on the valuation day, the last bid price is used to value securities and purchased option contracts and the last asked price is used to
value written option contracts. Debt securities are valued by a dealer or by a pricing service based upon a computerized matrix system, which considers market transactions and dealer supplied valuations. The fair value of corporate bonds is
estimated using various techniques, which may consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and adjusted
credit default swap spreads. The fair value of asset backed and mortgage backed securities is estimated using models that consider the future cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche
specific spread to the benchmark yield based on the unique attributes of the tranche. The fair value of U.S. Government and agency securities are normally estimated using a model that incorporates market observable data, such as reported sales of
similar securities, broker quotes, yields, bids, offers and reference data. Short-term securities maturing in 60 days or less are valued at amortized cost, which approximates market value. Investments in open end mutual funds and underlying funds
are valued at their daily closing NAV as reported by the investment company. Securities for which current market quotations are not readily available or are considered unreliable are stated at fair value as determined in good faith by an Internal
Pricing Committee under the oversight of the Trusts Board of Trustees.
The close of foreign exchanges before the determination of each
Funds NAV gives rise to the possibility that significant events, including broad market moves, may have occurred after these foreign exchanges close but before the Funds determine their NAVs. In consideration of this, the Board of Trustees has
approved an independent pricing vendor to facilitate the fair value process of equity securities traded on particular foreign exchanges. The independent pricing service considers the correlation of the trading patterns of the foreign security to the
intraday trading in the U.S. markets for investments such as American Depositary Receipts, futures, exchange-traded funds, and the movements of certain indexes of securities based on a statistical analysis of the historical relationship. The
frequency with which this fair value process is used cannot be predicted and may be utilized to a significant extent. The value of securities used for NAV calculation under this fair value process may differ from published prices for the same
securities.
Exchange traded futures and exchange traded options on futures contracts are valued at the settlement price determined by the
relevant exchange. OTC swap contracts, OTC options and swaptions are valued daily based upon quotations from an independent pricing vendor. Depending on the product and the terms of the transaction, the fair value of the OTC derivatives can be
modeled taking into account the counterparties creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies
used do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets. The U.S. dollar value of forward foreign currency contracts is determined using
forward currency exchange rates supplied by a quotation service.
In accordance with Rule 2a-7 under the 1940 Act, the Money Market Fund
values its securities initially at cost, and thereafter, securities are assumed to have a constant amortization to maturity of any discount or premium. Amortized cost approximates fair value.
Accounting principles generally accepted in the United States of America (U.S. GAAP) define the fair value of a financial instrument as the price that a Fund would receive to sell an asset or
pay to transfer a liability in an orderly transaction between market participants at the measurement date. In accordance with U.S. GAAP, the Funds have categorized their financial instruments, based on priority of the inputs to the valuation
technique, into a three-level hierarchy. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to significant unobservable inputs (Level 3). The
Funds utilize valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs. If the inputs used to measure fair value for a security fall within different levels of the hierarchy, the category level is
based on the lowest priority level input that is significant to the fair value measurement of the instrument. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those
securities. Changes in valuation techniques may result in transfers into or out of an investments assigned level within the hierarchy.
The three-tier hierarchy of fair value measurements is summarized in the three broad levels listed below:
Level 1 quoted prices in active markets for identical assets or liabilities
The types of assets and liabilities utilizing Level 1 valuations generally include exchange traded domestic and certain foreign equities, listed
derivatives (such as warrants, rights, futures, options), investments in publicly-traded mutual funds, including exchange-traded funds (ETF), with quoted market prices and certain OTC actively traded U.S. Treasury securities.
Level 2 significant other observable inputs, including:
|
a) |
Quoted prices for identical or similar assets or liabilities in active and non-active markets, |
|
b) |
Inputs other than quoted market prices that are observable, and |
|
c) |
Inputs that are derived principally from or corroborated by observable market data through correlation or other means |
The types of assets and liabilities utilizing Level 2 valuations generally include debt securities such as U.S. Government agency obligations, municipal
bonds, mortgage backed securities, asset backed securities, collateralized mortgage obligations, corporate debt obligations, bank loan obligations, certificates of deposit and those securities valued at amortized cost; OTC derivatives such as swaps,
options, swaptions, foreign forward currency exchange contracts and equity-linked securities; and certain foreign equity securities and derivatives traded on particular foreign exchanges that close before the Funds determine their NAVs.
Level 3 significant unobservable inputs (including the Funds own assumptions in determining the fair value of assets or
liabilities)
Generally, the types of assets and liabilities utilizing Level 3 valuations include securities whose trading has been suspended
or which has been de-listed from its primary trading exchange; securities in default or bankruptcy proceedings for which there is no current market quotation; or securities and certain derivatives valued by broker quotes which may include
brokers assumptions about the assumptions a market participant would use.
The tables summarizing the inputs used to value the Funds assets and liabilities measured at fair
value as of September 30, 2011 and transfers among levels, if any, are incorporated within each Funds Portfolio of Investments. During the period ended September 30, 2011, there were no significant changes to valuation techniques
described above and the related inputs.
c) |
Derivative Instruments |
In the
normal course of pursuing their investment objectives, the Funds may trade financial instruments and enter into financial transactions where risk of potential loss exists due to changes in the market (market or equity risk), failure of the other
party to a transaction to perform or a decline in credit quality of the issuer (counterparty and credit risk), fluctuations in the value of foreign currencies (foreign currency exchange risk) and unfavorable changes in interest rates (interest rate
risk).
The following is a summary of the fair valuations of the Funds financial derivative instruments (not accounted for as hedging
instruments under U.S. GAAP) categorized by risk exposure:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Asset Derivatives |
|
|
|
|
|
|
|
|
Fund |
|
Derivative Type |
|
Interest Rate |
|
|
Foreign Exchange |
|
|
Credit |
|
|
Equity |
|
|
Total |
|
AllianceBernstein International Value Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
220,328 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
220,328 |
|
|
Futures Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,834 |
|
|
|
22,834 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
220,328 |
|
|
$ |
|
|
|
$ |
22,834 |
|
|
$ |
243,162 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Internatonal Index Fund |
|
Futures Contracts |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
13,268 |
|
|
$ |
13,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
13,268 |
|
|
$ |
13,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Inflation Protected Bond Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
652,666 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
652,666 |
|
|
Futures Contracts |
|
|
868,897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
868,897 |
|
|
Purchased Option Contracts |
|
|
294,647 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
294,647 |
|
|
Swap Contracts |
|
|
1,746,634 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,746,634 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
2,910,178 |
|
|
$ |
652,666 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
3,562,844 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs Short Duration Fund |
|
Futures Contracts |
|
$ |
468,940 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
468,940 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
468,940 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
468,940 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PIMCO High Yield Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
598,306 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
598,306 |
|
|
Swap Contracts |
|
|
|
|
|
|
|
|
|
|
138,320 |
|
|
|
|
|
|
|
138,320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
598,306 |
|
|
$ |
138,320 |
|
|
$ |
|
|
|
$ |
736,626 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PIMCO Total Return Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
7,185,703 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
7,185,703 |
|
|
Futures Contracts |
|
|
2,775,401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,775,401 |
|
|
Swaptions Purchased |
|
|
314,649 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
314,649 |
|
|
Swap Contracts |
|
|
4,558,728 |
|
|
|
|
|
|
|
2,301 |
|
|
|
|
|
|
|
4,561,029 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
7,648,778 |
|
|
$ |
7,185,703 |
|
|
$ |
2,301 |
|
|
$ |
|
|
|
$ |
14,836,782 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liability Derivatives |
|
Fund |
|
Derivative Type |
|
Interest Rate |
|
|
Foreign Exchange |
|
|
Credit |
|
|
Equity |
|
|
Total |
|
AllianceBernstein International Value Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
(70,408 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(70,408 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
(70,408 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(70,408 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Internatonal Index Fund |
|
Futures Contracts |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(17,241 |
) |
|
$ |
(17,241 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(17,241 |
) |
|
$ |
(17,241 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Large Cap Index Fund |
|
Futures Contracts |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(146,639 |
) |
|
$ |
(146,639 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(146,639 |
) |
|
$ |
(146,639 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Small Cap Index Fund |
|
Futures Contracts |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(214,044 |
) |
|
$ |
(214,044 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(214,044 |
) |
|
$ |
(214,044 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs Mid Cap Value Fund |
|
Futures Contracts |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(326,179 |
) |
|
$ |
(326,179 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(326,179 |
) |
|
$ |
(326,179 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Inflation Protected Bond Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
(72,945 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(72,945 |
) |
|
Futures Contracts |
|
|
(2,764,119 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(2,764,119 |
) |
|
Swap Contracts |
|
|
(1,434,953 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1,434,953 |
) |
|
Written Option Contracts |
|
|
(5,256,892 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(5,256,892 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
(9,455,964 |
) |
|
$ |
(72,945 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(9,528,909 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs Short Duration Fund |
|
Futures Contracts |
|
$ |
(2,257,647 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(2,257,647 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
(2,257,647 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
(2,257,647 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PIMCO High Yield Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
(23,058 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(23,058 |
) |
|
Swap Contracts |
|
|
|
|
|
|
|
|
|
|
(474,613 |
) |
|
|
|
|
|
|
(474,613 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
|
|
|
$ |
(23,058 |
) |
|
$ |
(474,613 |
) |
|
$ |
|
|
|
$ |
(497,671 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PIMCO Total Return Fund |
|
Forward Foreign Currency Exchange Contracts |
|
$ |
|
|
|
$ |
(6,776,187 |
) |
|
$ |
|
|
|
$ |
|
|
|
$ |
(6,776,187 |
) |
|
Futures Contracts |
|
|
(1,983 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1,983 |
) |
|
Swap Contracts |
|
|
(86,135 |
) |
|
|
|
|
|
|
(6,879,634 |
) |
|
|
|
|
|
|
(6,965,769 |
) |
|
Written Option Contracts |
|
|
(1,068,286 |
) |
|
|
|
|
|
|
(134,913 |
) |
|
|
|
|
|
|
(1,203,199 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Value |
|
$ |
(1,156,404 |
) |
|
$ |
(6,776,187 |
) |
|
$ |
(7,014,547 |
) |
|
$ |
|
|
|
$ |
(14,947,138 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
d) |
For additional information on the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most
recent Semi-Annual or Annual Report to Shareholders. |
NOTE 3 FEDERAL INCOME TAX COST
The identified cost of investments owned by each Fund for federal income tax purposes was the same as the cost for financial reporting purposes.
Accordingly, gross unrealized appreciation and depreciation at September 30, 2011 were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gross Unrealized |
|
|
Net Unrealized
Appreciation/ (Depreciation) |
|
Fund |
|
Identified Tax Cost |
|
|
Appreciation |
|
|
(Depreciation) |
|
|
AllianceBernstein International Value Fund |
|
$ |
79,425,918 |
|
|
$ |
1,865,344 |
|
|
$ |
13,210,089 |
|
|
$ |
(11,344,745 |
) |
BlackRock International Index Fund |
|
|
72,912,078 |
|
|
|
976,201 |
|
|
|
12,069,752 |
|
|
|
(11,093,551 |
) |
BlackRock Large Cap Index Fund |
|
|
148,778,369 |
|
|
|
5,409,745 |
|
|
|
14,886,326 |
|
|
|
(9,476,581 |
) |
BlackRock Small Cap Index Fund |
|
|
201,667,455 |
|
|
|
7,856,132 |
|
|
|
36,158,297 |
|
|
|
(28,302,165 |
) |
Goldman Sachs Mid Cap Value Fund |
|
|
205,806,966 |
|
|
|
27,717,479 |
|
|
|
16,437,485 |
|
|
|
11,279,994 |
|
Columbia Small Cap Value Fund |
|
|
58,958,662 |
|
|
|
1,227,621 |
|
|
|
10,567,823 |
|
|
|
(9,340,202 |
) |
Davis Venture Value Fund |
|
|
354,581,972 |
|
|
|
34,321,256 |
|
|
|
25,810,121 |
|
|
|
8,511,135 |
|
Invesco Small Cap Growth Fund |
|
|
37,555,190 |
|
|
|
2,993,778 |
|
|
|
4,344,609 |
|
|
|
(1,350,831 |
) |
Lord Abbett Growth & Income Fund |
|
|
446,856,088 |
|
|
|
26,841,455 |
|
|
|
41,253,372 |
|
|
|
(14,411,917 |
) |
WMC Blue Chip Mid Cap Fund |
|
|
182,955,532 |
|
|
|
6,480,424 |
|
|
|
26,529,634 |
|
|
|
(20,049,210 |
) |
WMC Large Cap Growth Fund |
|
|
179,881,262 |
|
|
|
12,653,036 |
|
|
|
17,994,128 |
|
|
|
(5,341,092 |
) |
Global Real Estate Fund |
|
|
184,721,961 |
|
|
|
27,416,829 |
|
|
|
20,411,011 |
|
|
|
7,005,818 |
|
Ibbotson Tactical Opportunities Fund |
|
|
596,727,352 |
|
|
|
176,389 |
|
|
|
68,850,488 |
|
|
|
(68,674,099 |
) |
Investment Grade Bond Fund |
|
|
514,083,502 |
|
|
|
11,630,777 |
|
|
|
7,135,507 |
|
|
|
4,495,270 |
|
Money Market Fund |
|
|
227,939,968 |
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Inflation Protected Bond Fund |
|
|
508,655,797 |
|
|
|
15,350,500 |
|
|
|
2,707,921 |
|
|
|
12,642,579 |
|
Goldman Sachs Short Duration Fund |
|
|
1,146,522,950 |
|
|
|
13,642,723 |
|
|
|
3,503,082 |
|
|
|
10,139,641 |
|
PIMCO High Yield Fund |
|
|
157,464,105 |
|
|
|
6,164,949 |
|
|
|
9,406,129 |
|
|
|
(3,241,180 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PIMCO Total Return Fund |
|
|
1,212,427,170 |
|
|
|
23,936,842 |
|
|
|
24,133,953 |
|
|
|
(197,111 |
) |
Ibbotson Balanced Fund |
|
|
1,807,570,043 |
|
|
|
10,894,226 |
|
|
|
136,327,149 |
|
|
|
(125,432,923 |
) |
Ibbotson Conservative Fund |
|
|
898,752,754 |
|
|
|
12,833,224 |
|
|
|
41,836,723 |
|
|
|
(29,003,499 |
) |
Ibbotson Growth Fund |
|
|
553,090,716 |
|
|
|
5,299,504 |
|
|
|
43,421,447 |
|
|
|
(38,121,943 |
) |
NOTE 4 INVESTMENT TRANSACTIONS IN WRITTEN OPTIONS, SWAPTIONS AND FORWARD VOLATILITY AGREEMENTS
Transactions in all types of options written during the nine months ended September 30, 2011 were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Inflation Protected Bond Fund |
|
Number of Contracts |
|
|
Notional Par |
|
|
Premium Amount |
|
Beginning of period |
|
|
|
|
|
$ |
31,400,000 |
|
|
$ |
1,282,390 |
|
Written |
|
|
1,385 |
|
|
|
207,100,000 |
|
|
|
2,862,756 |
|
Bought back |
|
|
(574 |
) |
|
|
(9,000,000 |
) |
|
|
(759,278 |
) |
Expired |
|
|
(738 |
) |
|
|
(154,900,000 |
) |
|
|
(645,978 |
) |
Exercised |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
End of period |
|
|
73 |
|
|
$ |
74,600,000 |
|
|
$ |
2,739,890 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PIMCO Total Return Fund |
|
Number of Contracts |
|
|
Notional Par |
|
|
Premium Amount |
|
Beginning of period |
|
|
368 |
|
|
$ |
190,700,000 |
|
|
$ |
1,879,431 |
|
Written |
|
|
635 |
|
|
|
451,500,000 |
|
|
|
2,370,456 |
|
Bought back |
|
|
(642 |
) |
|
|
(61,000,000 |
) |
|
|
(577,663 |
) |
Expired |
|
|
(280 |
) |
|
|
(93,900,000 |
) |
|
|
(626,368 |
) |
Exercised |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
End of period |
|
|
81 |
|
|
$ |
487,300,000 |
|
|
$ |
3,045,856 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Information
Other information regarding the Funds is available in the Funds most recent Report to Shareholders. This information is also available on the U.S. Securities and Exchange Commission
(SEC) website at www.sec.gov; and available for review and copying at the SECs Public Reference Room in Washington, D.C. Information about the operations of the Public Reference Room may be obtained by calling 800-SEC-0330.
Item 2. |
CONTROLS AND PROCEDURES. |
(a) |
Based upon their evaluation of the registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) as
conducted within 90 days of the filing date of this Form N-Q, the registrants principal financial officer and principal executive officer have concluded that those disclosure controls and procedures provide reasonable assurance that the
material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commissions rules and forms.
|
(b) |
There has been no change in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that
occurred during the quarter ended September 30, 2011 that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting. |
A separate
certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended, is 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) |
|
SUN CAPITAL ADVISERS TRUST |
|
|
By (Signature and Title)* |
|
/s/ JOHN T. DONNELLY |
|
|
John T. Donnelly, President |
|
|
Date: November 23, 2011 |
|
|
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/ JOHN T. DONNELLY |
|
|
John T. Donnelly, President |
|
|
(Chief Executive Officer) |
|
|
Date: November 23, 2011 |
|
|
|
|
By (Signature and Title)* |
|
/s/ LENA METELITSA |
|
|
Lena Metelitsa, Treasurer |
|
|
(Chief Financial Officer) |
|
|
Date: November 23, 2011 |
|
|
* |
Print name and title of each signing officer under his or her signature. |