UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-06557

RidgeWorth Funds

(Exact name of registrant as specified in charter)

RidgeWorth Capital Management, Inc.
3333 Piedmont Road, Suite 1500
Atlanta, GA 30305(Address of principal executive offices)(Zip code)

Julia R. Short, President
RidgeWorth Funds
3333 Piedmont Road, Suite 1500
Atlanta, GA 30305(Name and Address of Agent for Service)

Copy to:

W. John McGuire, Esquire
Morgan, Lewis & Bockius LLP
1111 Pennsylvania Avenue, NW
Washington, DC 20004

Registrant’s telephone number, including area code: 1-888-784-3863

Date of fiscal year end: March 31

Date of reporting period: June 30, 2011

TABLE OF CONTENTS

	Item 1. Schedule of Investments.
	Item 2. Controls and Procedures.
	Item 3. Exhibits.
SIGNATURES

Item 1. Schedule of Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Aggressive Growth Stock Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (99.5%)
Consumer Discretionary (22.4%)
Amazon.com, Inc.*		35,000		7,157,150
Blue Nile, Inc.*		52,300		2,300,154
Chipotle Mexican Grill, Inc.*		4,750		1,463,903
Deckers Outdoor Corp.*		31,500		2,776,410
Lululemon Athletica, Inc.*		29,700		3,321,054
Netflix, Inc.*		14,800		3,887,812
Nordstrom, Inc.		43,800		2,055,972
Priceline.com, Inc.*		7,900		4,044,247
Tesla Motors, Inc.*		67,300		1,960,449
Vera Bradley, Inc.*		33,800		1,291,160
				30,258,311
Energy (9.7%)
Berry Petroleum Co., Cl A		57,200		3,039,036
Energy XXI Bermuda Ltd.*(a)		69,300		2,302,146
FMC Technologies, Inc.*		27,300		1,222,767
Forest Oil Corp.*		28,900		771,919
Pioneer Natural Resources Co.		15,200		1,361,464
SandRidge Energy, Inc.*		112,800		1,202,448
Whiting Petroleum Corp.*		55,100		3,135,741
				13,035,521
Financials (6.7%)
BlackRock, Inc.		13,600		2,608,616
Financial Engines, Inc.*		72,900		1,889,568
Green Dot Corp., Cl A*(a)		30,150		1,024,497
Greenhill & Co., Inc.		24,700		1,329,354
Portfolio Recovery Associates, Inc.*		26,000		2,204,540
				9,056,575
Health Care (9.9%)
Celgene Corp.*		36,900		2,225,808
Dendreon Corp.*		37,200		1,467,168
HMS Holdings Corp.*		18,500		1,422,095
Human Genome Sciences, Inc.*		53,400		1,310,436
Intuitive Surgical, Inc.*		6,500		2,418,715
MAKO Surgical Corp.*		26,900		799,737
Salix Pharmaceuticals Ltd.*		46,800		1,864,044
SXC Health Solutions Corp.*		18,900		1,113,588
Vertex Pharmaceuticals, Inc.*		13,900		722,661
				13,344,252

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Industrials (7.6%)
Alaska Air Group, Inc.*		21,900		1,499,274
Expeditors International of Washington, Inc.		50,300		2,574,857
Joy Global, Inc.		14,300		1,361,932
Polypore International, Inc.*		22,000		1,492,480
Precision Castparts Corp.		20,600		3,391,790
				10,320,333
Information Technology (40.1%)
Acme Packet, Inc.*		65,500		4,593,515
Alliance Data Systems Corp.*(a)		13,700		1,288,759
Altera Corp.		66,600		3,086,910
Apple, Inc.*		7,900		2,651,793
ARM Holdings PLC SP ADR		22,700		645,361
Aruba Networks, Inc.*		64,300		1,900,065
Baidu, Inc. SP ADR*		15,800		2,214,054
Cognizant Technology Solutions Corp., Cl A*		95,200		6,981,968
F5 Networks, Inc.*		52,300		5,766,075
Google, Inc., Cl A*		6,500		3,291,470
MercadoLibre, Inc.		44,900		3,562,366
OpenTable, Inc.*		53,000		4,405,360
QUALCOMM, Inc.		100,000		5,679,000
Skyworks Solutions, Inc.*		60,000		1,378,800
SuccessFactors, Inc.*		19,800		582,120
VeriFone Systems, Inc.*		40,300		1,787,305
VistaPrint NV*		74,146		3,547,886
Yandex NV Cl A*(a)		23,500		834,485
				54,197,292
Telecommunication Services (3.1%)
NII Holdings, Inc.*		47,300		2,004,574
tw telecom, Inc.*		107,300		2,202,869
				4,207,443
Total Common Stocks (Cost $84,676,525)				134,419,727
Short-Term Investment (2.8%)
RidgeWorth Funds Securities Lending Joint Account(b)		3,814,285		3,814,285
Total Short-Term Investment (Cost $3,814,285)				3,814,285
Money Market Fund (0.4%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)		488,907		488,907
Total Money Market Fund (Cost $488,907)				488,907
Total Investments (Cost $85,165,432)(d) — 102.7%				138,722,919
Liabilities in excess of other assets — (2.7)%				(3,700,143	)
Net Assets — 100.0%			$	135,022,776

*	Non-income producing security.
(a)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $3,729,250.
(b)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(c)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(d)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations
SP ADR   — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Emerging Growth Stock Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (98.4%)
Consumer Discretionary (17.9%)
Blue Nile, Inc.*		8,900		391,422
Chipotle Mexican Grill, Inc.*		2,300		708,837
Deckers Outdoor Corp.*		7,000		616,980
HomeAway, Inc.*		800		30,960
Lululemon Athletica, Inc.*		8,800		984,016
Makemytrip Ltd.*(a)		20,200		494,900
Shutterfly, Inc.*		11,000		631,620
Tesla Motors, Inc.*		26,800		780,684
Vera Bradley, Inc.*		23,200		886,240
				5,525,659
Energy (9.3%)
Berry Petroleum Co., Cl A		18,600		988,218
Energy XXI Bermuda Ltd.*		30,600		1,016,532
Helmerich & Payne, Inc.		4,000		264,480
McMoRan Exploration Co.*		32,800		606,144
				2,875,374
Financials (9.6%)
Financial Engines, Inc.*		40,200		1,041,984
Green Dot Corp., Cl A*(a)		18,500		628,630
Greenhill & Co., Inc.		11,200		602,784
Portfolio Recovery Associates, Inc.*		8,100		686,799
				2,960,197
Health Care (17.5%)
Dendreon Corp.*		21,300		840,072
HMS Holdings Corp.*		12,800		983,936
Human Genome Sciences, Inc.*		22,600		554,604
Illumina, Inc.*		3,900		293,085
IPC The Hospitalist Co.*		6,800		315,180
MAKO Surgical Corp.*		20,500		609,465
Nektar Therapeutics*		21,100		153,397
Salix Pharmaceuticals Ltd.*		13,800		549,654
SXC Health Solutions Corp.*		15,700		925,044
Vertex Pharmaceuticals, Inc.*		3,000		155,970
				5,380,407
Industrials (4.7%)
Alaska Air Group, Inc.*		5,100		349,146
Polypore International, Inc.*		16,100		1,092,224
				1,441,370

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Information Technology (39.4%)
Acme Packet, Inc.*		20,600		1,444,678
Alliance Data Systems Corp.*(a)		3,100		291,617
Aruba Networks, Inc.*		36,100		1,066,755
BroadSoft, Inc.*(a)		27,600		1,052,388
F5 Networks, Inc.*		12,700		1,400,175
IPG Photonics Corp.*		13,500		981,585
Limelight Networks, Inc.*		46,600		212,496
MercadoLibre, Inc.		12,800		1,015,552
NXP Semiconductors NV*		18,500		494,505
OpenTable, Inc.*		12,400		1,030,688
Skyworks Solutions, Inc.*		42,500		976,650
SuccessFactors, Inc.*		8,800		258,720
VeriFone Systems, Inc.*		13,200		585,420
VistaPrint NV*		16,100		770,385
Yandex NV Cl A*(a)		15,800		561,058
				12,142,672
Total Common Stocks (Cost $24,793,607)				30,325,679
Short-Term Investment (9.2%)
RidgeWorth Funds Securities Lending Joint Account(b)		2,843,975		2,843,975
Total Short-Term Investment (Cost $2,843,975)				2,843,975
Money Market Fund (1.8%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)		556,804		556,804
Total Money Market Fund (Cost $556,804)				556,804
Total Investments (Cost $28,194,386)(d)— 109.4%				33,726,458
Liabilities in excess of other assets — (9.4)%				(2,890,655	)
Net Assets — 100.0%			$	30,835,803

*	Non-income producing security.
(a)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $2,783,124.
(b)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(c)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(d)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENT
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

International Equity Fund

	Shares or
	Principal
	Amount($)		Value($)
Foreign Common Stocks (94.6%)
Australia(a) (1.1%)
Australia & New Zealand Banking Group Ltd.		119,841		2,840,809
Austria(a) (1.1%)
Voestalpine AG(b)		53,861		2,970,692
Belgium(a) (1.1%)
Anheuser-Busch InBev NV		51,148		2,968,495
China(a) (1.4%)
Bank of China Ltd.		3,184,000		1,562,545
PetroChina Co. Ltd., Cl H		1,490,061		2,184,732
				3,747,277
Colombia (0.8%)
Petrominerales Ltd.(b)		68,219		2,002,468
Finland(a) (0.7%)
UPM-Kymmene Oyj		93,002		1,701,579
France(a) (13.4%)
BNP Paribas		74,741		5,763,200
Cap Gemini SA		32,948		1,929,359
France Telecom SA		100,863		2,144,699
Peugeot SA		65,426		2,935,092
Publicis Groupe SA(b)		85,962		4,798,747
Renault SA		36,071		2,140,105
Sanofi-Aventis		59,162		4,759,026
Societe Generale(b)		18,969		1,123,458
Valeo SA(b)		29,694		2,031,296
Vinci SA		58,597		3,760,605
Vivendi SA		122,317		3,409,334
				34,794,921
Germany(a) (13.6%)
Adidas AG		31,397		2,489,205
Allianz SE		36,119		5,036,678
BASF SE		52,664		5,162,194
Deutsche Bank AG		73,708		4,350,283
Deutsche Lufthansa AG		132,588		2,887,917
E.ON AG		34,631		984,365
Infineon Technologies AG		118,012		1,326,023
MAN SE(b)		32,009		4,263,595
Muenchener Rueckversicherungs AG		11,363		1,734,618
Siemens AG		50,918		6,997,191
				35,232,069

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Hong Kong(a) (1.7%)
China Mobile Ltd.		190,500		1,775,976
GCL Poly Energy Holdings Ltd.(b)		857,000		445,158
Texwinca Holdings Ltd.		1,821,721		2,167,972
				4,389,106
Ireland(a) (0.9%)
WPP PLC		194,896		2,441,629
Italy(a) (0.4%)
Enel SpA(b)		153,131		1,000,584
Japan(a) (16.0%)
FUJIFILM Holdings Corp.		46,400		1,447,168
Honda Motor Co. Ltd.		113,688		4,380,048
ITOCHU Corp.		389,080		4,046,764
JX Holdings, Inc.		536,900		3,611,212
LINTEC Corp.		50,500		1,424,808
Marubeni Corp.		458,000		3,043,780
Mitsubishi Gas Chemical Co., Inc.		378,000		2,769,431
Mitsubishi UFJ Financial Group, Inc.		558,502		2,721,768
Mitsui & Co. Ltd.		86,678		1,498,673
Nidec Corp.		12,100		1,129,659
NIPPON SHOKUBAI Co. Ltd.		281,000		3,428,420
Nippon Telegraph & Telephone Corp.		41,016		1,978,276
Okinawa Electric Power Co., Inc. (The)		16,200		735,028
Sumitomo Corp.		306,044		4,163,501
Sumitomo Mitsui Financial Group, Inc.		91,505		2,821,528
Takata Corp.		69,877		2,143,180
				41,343,244
Netherlands (4.7%)
ING Groep NV*(a)		341,919		4,213,640
Koninklijke Ahold NV(a)		113,407		1,524,788
Koninklijke DSM NV(a)		44,292		2,874,393
Royal Dutch Shell PLC ADR		48,245		3,461,579
				12,074,400
Norway(a) (0.9%)
Telenor ASA		145,864		2,387,107
Russian Federation(a) (0.9%)
Gazprom OAO SP ADR		105,428		1,539,032
MMC Norilsk Nickel ADR		27,095		709,994
				2,249,026
Singapore(a) (1.7%)
United Overseas Bank Ltd.		141,116		2,265,638
Venture Corp. Ltd.		307,685		2,140,685
				4,406,323
South Korea(a) (3.1%)
Hyundai Motor Co.		8,010		1,785,698
Korea Gas Corp.		106,938		3,712,396
SKC Co. Ltd.		38,935		2,477,778
				7,975,872

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Spain(a) (2.0%)
Banco Santander SA		100,779		1,160,988
Telefonica SA		163,410		3,991,081
				5,152,069
Sweden(a) (3.1%)
Alfa Laval AB		118,999		2,566,372
Kinnevik Investment AB, Cl B		53,718		1,193,182
Swedbank AB, Cl A		261,352		4,394,876
				8,154,430
Switzerland (3.7%)
ABB Ltd.*(a)		165,384		4,297,058
Glencore International PLC*		20,000		157,606
Roche Holding AG(a)		10,649		1,782,863
Xstrata PLC(a)		151,688		3,340,988
				9,578,515
Thailand (2.2%)
Bangkok Dusit Medical Services PCL		824,400		1,415,365
Bangkok Life Assurance PCL(a)		1,085,400		1,628,802
Kasikornbank PCL(a)		368,100		1,479,749
Krung Thai Bank PCL		1,726,600		1,056,471
				5,580,387
Turkey(a) (0.6%)
Tofas Turk Otomobil Fabrikasi AS		344,833		1,572,563
United Kingdom (19.5%)
3i Group PLC(a)		426,813		1,927,398
AstraZeneca PLC(a)		96,279		4,812,149
Aviva PLC(a)		485,114		3,414,737
BAE Systems PLC(a)		248,337		1,270,407
BP PLC(a)		118,352		871,425
BP PLC SP ADR		111,293		4,929,167
British American Tobacco PLC(a)		97,562		4,278,249
BT Group PLC(a)		900,943		2,921,221
Fresnillo PLC(a)		35,359		796,518
Legal & General Group PLC(a)		1,557,351		2,950,269
Old Mutual PLC(a)		1,348,277		2,886,161
Rio Tinto PLC SP ADR		102,180		7,389,658
Royal Dutch Shell PLC, Cl A(a)		104,998		3,736,204
Royal Dutch Shell PLC, Cl B(a)		103,721		3,701,381
SABMiller PLC(a)		76,175		2,780,425
Subsea 7 SA*(a)		75,615		1,934,018
				50,599,387
Total Foreign Common Stocks (Cost $199,488,070)				245,162,952
Foreign Preferred Stocks (0.4%)
Brazil (0.4%)
Telecomunicacoes de Sao Paulo SA, 1.16%		39,306		1,143,442
Total Foreign Preferred Stocks (Cost $719,085)				1,143,442

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Short-Term Investment (6.0%)
RidgeWorth Funds Securities Lending Joint Account(c)		15,610,712		15,610,712
Total Short-Term Investment (Cost $15,610,712)				15,610,712
Money Market Fund (1.3%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(d)		3,249,336		3,249,336
Total Money Market Fund (Cost $3,249,336)				3,249,336
Total Investments (Cost $219,067,203)(e) — 102.3%				265,166,442
Liabilities in excess of other assets — (2.3)%				(5,998,036	)
Net Assets — 100.0%			$	259,168,406

*	Non-income producing security.
(a)	Valued at fair value using procedures approved by the Board (See Notes to Schedules of Portfolio Investments).
(b)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $14,857,645.
(c)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(d)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(e)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

ADR	— American Depositary Receipt
PCL	— Public Company Limited
SP ADR	— Sponsored American Depositary Receipt

The investment concentrations for the International Equity Fund as a percentage of total investments by sector, as of June 30, 2011, were as follows:

Financials	21.3	%
Industrials	15.1
Materials	13.3
Consumer Discretionary	12.2
Energy	10.5
Telecommunication Services	6.2
Health Care	4.8
Consumer Staples	4.4
Information Technology	2.7
Utilities	2.4
Short-Term Investment	5.9
Money Market Fund	1.2

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

International Equity Index Fund

	Shares or
	Principal
	Amount($)		Value($)
Foreign Common Stocks (96.5%)
Australia (5.2%)
AGL Energy Ltd.(a)		11,148		175,476
Alumina Ltd.(a)		59,305		135,825
Amcor Ltd.(a)		29,564		229,090
AMP Ltd.(a)		68,419		359,809
Asciano Ltd.(a)		71,488		126,390
ASX Ltd.(a)		4,245		139,080
Australia & New Zealand Banking Group Ltd.(a)		62,338		1,477,711
Bendigo and Adelaide Bank Ltd.(a)		8,741		83,354
BGP Holdings PLC(b)		737,041		—
BHP Billiton Ltd.(a)		77,403		3,658,136
BlueScope Steel Ltd.(a)		44,053		57,330
Boral Ltd.(a)		17,407		82,529
Brambles Ltd.(a)		34,850		270,964
Caltex Australia Ltd.(a)		3,314		42,049
CFS Retail Property Trust REIT(a)		45,012		87,742
Coca-Cola Amatil Ltd.(a)		13,563		166,417
Cochlear Ltd.(a)		1,374		106,344
Commonwealth Bank of Australia(a)		37,261		2,098,548
Computershare Ltd.(a)		10,683		102,044
Crown Ltd.(a)		10,843		104,232
CSL Ltd.(a)		13,305		472,940
Dexus Property Group REIT(a)		117,707		111,516
Echo Entertainment Group Ltd.*		12,804		56,442
Fairfax Media Ltd.(a)(c)		54,054		57,062
Fortescue Metals Group Ltd.(a)		30,124		206,695
Foster’s Group Ltd.(a)		47,665		263,820
Goodman Group(a)		167,885		127,274
GPT Group REIT(a)		41,637		141,535
Harvey Norman Holdings Ltd.(a)		12,798		34,269
Iluka Resources Ltd.(a)		9,846		178,107
Incitec Pivot Ltd.(a)		38,544		160,525
Insurance Australia Group Ltd.(a)		50,859		185,939
Leighton Holdings Ltd.(a)		3,650		82,336
Lend Lease Group(a)		12,909		124,667
Lynas Corp. Ltd.*		41,282		117,334
Macarthur Coal Ltd.(a)		3,977		46,917
Macquarie Group Ltd.(a)		8,291		279,701
MAp Group(a)		9,006		32,341
Metcash Ltd.(a)		18,461		82,388
Mirvac Group REIT(a)		82,637		111,146
National Australia Bank Ltd.(a)		52,055		1,439,187

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Newcrest Mining Ltd.(a)		18,640		755,288
OneSteel Ltd.(a)		31,498		62,901
Orica Ltd.(a)		8,801		255,154
Origin Energy Ltd.(a)		25,550		434,420
OZ Minerals Ltd.(a)		7,817		111,235
Paladin Energy Ltd.*(a)		16,818		45,844
Qantas Airways Ltd.*(a)		27,487		54,536
QBE Insurance Group Ltd.(a)		25,252		468,678
QR National Ltd.*(a)		40,810		148,515
Ramsay Health Care Ltd.(a)		3,133		61,208
Rio Tinto Ltd.(a)		10,516		941,274
Santos Ltd.(a)		20,818		303,539
Sims Metal Management Ltd.(a)		3,985		75,769
Sonic Healthcare Ltd.(a)		8,904		123,218
SP Ausnet(a)		33,626		34,106
Stockland REIT(a)		57,651		211,463
Suncorp Group Ltd.(a)		31,000		270,967
TABCORP Holdings Ltd.(a)		16,569		58,614
Tatts Group Ltd.(a)		31,052		80,172
Telstra Corp. Ltd.(a)		106,755		331,729
Toll Holdings Ltd.(a)		15,952		83,218
Transurban Group(a)(c)		31,373		176,225
Wesfarmers Ltd.(a)		24,379		835,513
Wesfarmers Ltd. PPS(a)		3,679		127,580
Westfield Group REIT(a)		53,128		495,181
Westfield Retail Trust REIT(a)		71,000		206,961
Westpac Banking Corp.(a)		71,919		1,725,464
Woodside Petroleum Ltd.(a)		15,157		668,682
Woolworths Ltd.(a)		29,233		872,216
WorleyParsons Ltd.(a)		4,678		142,431
				23,977,312
Austria(a) (1.6%)
Erste Group Bank AG		36,949		1,935,134
Immofinanz AG*(c)		183,361		781,800
OMV AG		29,005		1,267,124
Raiffeisen Bank International AG(c)		9,578		493,372
Telekom Austria AG		65,299		832,445
Verbund AG		13,088		569,820
Vienna Insurance Group		7,460		409,802
Voestalpine AG(c)		21,280		1,173,694
				7,463,191
Belgium(a) (1.9%)
Ageas		172,148		466,284
Anheuser-Busch InBev NV		62,300		3,615,728
Bekaert SA		2,974		226,459
Belgacom SA		11,897		423,922
Colruyt SA		5,913		296,008
Delhaize Group SA		8,021		601,860
Dexia SA*		48,450		150,866
Groupe Bruxelles Lambert SA		6,284		558,247

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
KBC Groep NV		12,382		485,857
Mobistar SA		2,335		177,126
Solvay SA		4,555		703,272
UCB SA		7,859		353,144
Umicore		8,847		482,536
				8,541,309
Cayman Islands(a) (0.0%)
Sands China Ltd.*		32,087		86,559
Wynn Macau Ltd.		21,016		68,958
				155,517
Cyprus(a) (0.1%)
Bank of Cyprus Public Co. Ltd.		191,146		563,581
Denmark(a) (1.2%)
A.P. Moller — Maersk A/S, Cl B		64		552,513
A.P. Moller — Maersk A/S, Cl A		26		215,374
Carlsberg A/S, Cl B		5,067		551,710
Coloplast A/S, Cl B		1,057		160,737
Danske Bank A/S*		31,238		578,149
DSV A/S		9,805		235,366
Novo Nordisk A/S, Cl B		19,650		2,461,737
Novozymes A/S, Cl B		2,142		349,009
Pandora A/S(c)		2,779		87,687
TDC A/S*		17,180		156,836
Tryg A/S		1,170		67,563
Vestas Wind Systems A/S*		9,461		219,627
William Demant Holding A/S*		1,075		97,085
				5,733,393
Finland(a) (0.9%)
Elisa Oyj		5,274		113,507
Fortum Oyj		16,069		465,925
Kesko Oyj, Cl B		2,494		115,989
Kone Oyj, Cl B		5,716		359,098
Metso Oyj		4,695		266,903
Neste Oil Oyj		4,824		75,677
Nokia Oyj		139,557		900,240
Nokian Renkaat Oyj		3,970		199,347
Orion Oyj, Cl B		3,451		89,014
Outokumpu Oyj		4,827		63,965
Pohjola Bank PLC		5,122		66,259
Rautaruukki Oyj		3,108		70,250
Sampo Oyj, Cl A(c)		15,361		495,924
Sanoma Oyj(c)		3,027		56,167
Stora Enso Oyj		21,365		224,362
UPM-Kymmene Oyj		19,160		350,554
Wartsila Oyj		6,144		207,760
				4,120,941
France(a) (10.7%)
Accor SA		6,062		271,199
Aeroports de Paris		1,433		134,750

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Air France-KLM*		5,697		87,497
Air Liquide SA*		17,547		2,515,061
Air Liquide SA*(b)		2,545		364,782
Alcatel-Lucent*		95,908		553,450
Alstom(c)		8,431		519,304
Arkema SA		2,302		236,765
Atos Origin SA		2,087		117,890
AXA SA		71,207		1,616,409
BNP Paribas		40,008		3,084,975
Bouygues SA		9,866		433,849
Bureau Veritas SA		2,316		195,578
Cap Gemini SA		6,156		360,481
Carrefour SA*(c)		24,091		990,369
Casino Guichard-Perrachon SA		2,304		217,152
Christian Dior SA		2,278		357,974
CNP Assurances		6,094		132,668
Compagnie de Saint — Gobain		16,564		1,073,646
Compagnie Generale d’Optique Essilor International SA		8,349		677,427
Compagnie Generale de Geophysique-Veritas*		5,860		214,765
Compagnie Generale des Etablissements Michelin, Cl B		7,219		707,027
Credit Agricole SA		40,326		605,832
Danone SA		24,171		1,804,440
Dassault Systemes SA		2,457		208,945
Edenred		6,579		200,599
Eiffage SA(c)		1,687		111,515
Electricite de France		9,956		390,324
Eramet		219		72,458
Eurazeo		1,279		93,271
European Aeronautic Defence and Space Co.		16,793		562,021
Eutelsat Communications		4,118		185,394
Fonciere Des Regions		1,151		121,923
France Telecom SA		77,461		1,647,091
GDF SUEZ		51,230		1,872,332
Gecina SA		913		127,566
Groupe Eurotunnel SA		21,707		242,899
ICADE REIT		971		119,613
Iliad SA		794		106,554
Imerys		1,412		99,328
JCDecaux SA*		2,769		88,855
Klepierre		4,341		179,234
L’Oreal SA		9,923		1,287,747
Lagardere SCA		4,944		209,218
Legrand SA		8,108		341,286
LVMH Moet Hennessy Louis Vuitton SA		10,197		1,832,371
Metropole Television SA		2,424		56,112
Natixis		36,404		182,654
Neopost SA		1,339		115,046
Pernod-Ricard SA(c)		8,231		811,791
Peugeot SA		6,215		278,813
PPR		3,161		562,990
Publicis Groupe SA(c)		5,137		286,768

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Renault SA		7,938		470,964
Safran SA		6,765		288,668
Sanofi-Aventis		46,431		3,734,937
Schneider Electric SA		9,935		1,658,864
Scor SE		7,009		198,944
Societe BIC SA		1,202		116,118
Societe Generale		26,508		1,569,963
Societe Lafarge(b)		12,479		795,247
Societe Television Francaise 1		4,956		90,406
Sodexo		3,893		304,953
Suez Environnement SA		11,035		219,907
Technip SA		4,023		431,231
Thales SA		4,144		178,470
Total SA		87,434		5,054,862
Unibail-Rodamco		3,792		876,144
Vallourec SA(c)		4,589		559,471
Veolia Environnement SA		14,352		404,350
Vinci SA		18,352		1,177,784
Vivendi SA		51,157		1,425,896
Wendel SA		1,350		165,783
				49,390,970
Germany(a) (12.9%)
Adidas AG		12,976		1,028,758
Allianz SE		28,096		3,917,897
Axel Springer AG(c)		2,501		123,669
BASF SE		56,381		5,526,539
Bayer AG		51,472		4,134,053
Bayerische Motoren Werke AG		20,214		2,018,549
Beiersdorf AG		6,301		409,386
Brenntag AG		2,103		244,597
Celesio AG		5,411		108,045
Commerzbank AG*		229,076		986,670
Continental AG*		4,942		520,778
Daimler AG		56,929		4,293,100
Deutsche Bank AG		58,428		3,448,450
Deutsche Boerse AG		12,332		936,362
Deutsche Lufthansa AG		14,458		314,912
Deutsche Post AG		52,822		1,015,484
Deutsche Telekom AG		175,540		2,739,150
E.ON AG		111,587		3,171,792
Fraport AG		2,301		184,882
Fresenius SE		7,020		732,752
GEA Group AG		10,599		379,578
Hannover Rueckversicherung AG		3,739		194,450
HeidelbergCement AG		8,775		561,211
Henkel AG & Co. KGaA		8,179		469,403
Hochtief AG		2,625		219,348
Infineon Technologies AG		68,890		774,072
K+S AG		10,671		819,408
Kabel Deutschland Holding AG*		4,562		281,022
Lanxess AG		5,167		423,842

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Linde AG		10,485		1,839,555
MAN SE(c)		6,661		887,244
Merck KGaA		4,083		443,941
Metro AG		8,115		491,427
Muenchener Rueckversicherungs AG		11,792		1,800,107
RWE AG		26,114		1,450,815
Salzgitter AG		2,437		185,812
SAP AG		57,322		3,475,333
Siemens AG		50,844		6,987,022
Suedzucker AG		4,127		146,950
ThyssenKrupp AG		20,508		1,065,547
TUI AG*(c)		9,627		104,636
United Internet AG(c)		7,006		147,287
Volkswagen AG		1,793		329,824
Wacker Chemie AG		966		208,656
				59,542,315
Greece(a) (1.1%)
Alpha Bank AE*		116,300		585,676
Coca-Cola Hellenic Bottling Co. SA*		42,952		1,153,731
EFG Eurobank Ergasias SA*		72,172		338,541
Hellenic Telecommunications Organization SA		57,647		537,862
National Bank of Greece SA*		205,964		1,481,071
OPAP SA		51,897		810,529
Public Power Corp. SA		25,865		370,849
				5,278,259
Guernsey(a) (0.0%)
Resolution Ltd.		23,835		112,360
Hong Kong(a) (0.9%)
AIA Group Ltd.*		101,681		354,611
ASM Pacific Technology Ltd.		2,640		36,300
Bank of East Asia Ltd.		20,323		83,932
BOC Hong Kong Holdings Ltd.		49,028		142,501
Cathay Pacific Airways Ltd.		15,843		36,773
Cheung Kong (Holdings) Ltd.		18,239		267,840
Cheung Kong Infrastructure Holdings Ltd.		5,854		30,381
CLP Holdings Ltd.		25,366		225,187
Esprit Holdings Ltd.		16,201		50,620
Foxconn International Holdings Ltd.*(c)		29,624		13,109
Galaxy Entertainment Group Ltd.*(c)		16,803		35,971
Hang Lung Group Ltd.		11,503		73,040
Hang Lung Properties Ltd.		31,935		131,717
Hang Seng Bank Ltd.		10,124		161,947
Henderson Land Development Co. Ltd.		14,358		93,124
Hong Kong & China Gas Co. Ltd. (The)		62,662		142,550
Hong Kong Electric Holdings Ltd.		18,200		137,241
Hong Kong Exchanges & Clearing Ltd.		13,539		285,263
Hopewell Holdings Ltd.		7,581		24,049
Hutchison Whampoa Ltd.		28,113		304,603
Hysan Development Co. Ltd.		8,217		40,922
Kerry Properties Ltd.		9,507		46,013

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Li & Fung Ltd.		75,707		151,315
Lifestyle International Holdings Ltd.		7,893		23,295
Link REIT (The)		29,576		101,221
MTR Corp.		19,121		68,008
New World Development Ltd.		31,501		47,825
Newton Resources Ltd.*		391		119
Noble Group Ltd.		80,598		129,792
NWS Holdings Ltd.		17,372		23,288
Orient Overseas International Ltd.		3,031		19,655
PCCW Ltd.		52,824		22,863
Shangri-La Asia Ltd.		18,968		46,665
Sino Land Co. Ltd.		34,366		55,449
SJM Holdings Ltd.		22,210		53,007
Sun Hung Kai Properties Ltd.		18,664		272,100
Swire Pacific Ltd.		9,632		142,059
Wharf Holdings Ltd. (The)		20,197		140,844
Wheelock & Co. Ltd.		12,192		49,198
Wing Hang Bank Ltd.		2,364		25,971
Yue Yuen Industrial (Holdings) Ltd.		10,044		31,950
				4,122,318
Ireland(a) (1.0%)
Anglo Irish Bank PLC*(b)		8,839		—
Anglo Irish Bank PLC*(b)(c)		143,993		—
CRH PLC		100,083		2,218,032
Elan Corp. PLC*		66,965		768,630
Experian PLC		16,565		211,003
James Hardie Industries SE*		10,389		65,821
Kerry Group PLC, Cl A		20,416		841,111
Ryanair Holdings PLC		52,199		266,190
WPP PLC		21,243		266,129
				4,636,916
Israel (0.9%)
Bank Hapoalim BM*(a)		53,262		266,233
Bank Leumi Le-Israel BM(a)		60,056		283,969
Bezeq Israeli Telecommunication Corp. Ltd.(a)		85,090		215,423
Cellcom Israel Ltd.(a)		2,698		75,279
Delek Group Ltd.(a)		236		53,044
Elbit Systems Ltd.(a)		1,196		56,859
Israel Chemicals Ltd.(a)		21,993		350,967
Israel Corp. Ltd. (The)(a)		116		126,824
Israel Discount Bank Ltd., Cl A*(a)		40,080		79,018
Makhteshim-Agan Industries Ltd.*(a)		11,547		64,520
Mizrahi Tefahot Bank Ltd.(a)		6,144		65,390
NICE Systems Ltd.*(a)		3,134		113,311
Partner Communications Co. Ltd.		4,206		63,424
Teva Pharmaceutical Industries Ltd.(a)		47,698		2,300,439
Teva Pharmaceutical Industries Ltd. SP ADR		1,542		74,355
				4,189,055
Italy(a) (8.0%)
A2A SpA		131,642		205,041

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Assicurazioni Generali SpA		142,145		2,996,763
Atlantia SpA		40,695		866,574
Autogrill SpA		13,681		179,660
Banca Carige SpA(c)		78,669		178,150
Banca Monte dei Paschi di Siena SpA(c)		296,454		224,395
Banco Popolare Scarl		216,783		499,254
Enel Green Power SpA		213,786		589,630
Enel SpA		789,059		5,155,847
Eni SpA		287,809		6,820,767
Exor SpA		7,649		239,235
Fiat Industrial SpA*		90,866		1,173,590
Fiat SpA		90,651		996,080
Finmeccanica SpA		48,742		589,763
Intesa Sanpaolo SpA		1,229,414		3,273,653
Intesa Sanpaolo SpA — RSP		113,949		245,631
Luxottica Group SpA		14,105		452,871
Mediaset SpA		86,043		404,492
Mediobanca SpA		65,004		658,297
Parmalat SpA*		147,476		554,997
Pirelli & C SpA		28,326		306,309
Prysmian SpA		23,923		481,574
Saipem SpA		31,744		1,639,270
Snam Rete Gas SpA		193,554		1,145,647
Telecom Italia SpA		1,141,818		1,588,257
Telecom Italia SpA		730,289		849,601
Terna SpA(c)		145,045		674,393
UniCredit SpA		1,641,163		3,473,875
Unione di Banche Italiane Scpa(c)		95,859		539,583
				37,003,199
Japan(a) (23.5%)
ABC-Mart, Inc.		1,223		49,600
ADVANTEST Corp.		6,956		128,056
AEON Co. Ltd.		28,005		338,024
AEON Credit Service Co. Ltd.		3,694		50,596
AEON Mall Co. Ltd.		3,444		83,430
Air Water, Inc.		6,830		82,279
Aisin Seiki Co. Ltd.		8,917		345,048
Ajinomoto Co., Inc.		30,926		367,149
Alfresa Holdings Corp.		1,829		71,081
All Nippon Airways Co. Ltd.(c)		39,235		127,985
Amada Co. Ltd.		16,807		129,231
Aozora Bank Ltd.(c)		26,660		61,799
Asahi Breweries Ltd.		18,021		363,006
Asahi Glass Co. Ltd.(c)		47,262		553,073
Asahi Kasei Corp.		59,287		399,537
ASICS Corp.		7,021		104,798
Astellas Pharma, Inc.		20,929		812,068
Bank of Kyoto Ltd. (The)		15,469		142,428
Bank of Yokohama Ltd. (The)		57,660		288,245
Benesse Holdings, Inc.		3,186		136,876
Bridgestone Corp.		29,986		690,893

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Brother Industries Ltd.		11,198		165,638
Canon, Inc.(c)		52,805		2,511,738
Casio Computer Co. Ltd.		11,095		78,301
Central Japan Railway Co.		70		550,291
Chiba Bank Ltd. (The)		35,999		225,292
Chiyoda Corp.		7,179		82,752
Chubu Electric Power Co., Inc.		31,984		624,607
Chugai Pharmaceutical Co. Ltd.(c)		10,463		171,569
Chugoku Bank Ltd. (The)		8,135		100,644
Chugoku Electric Power Co., Inc. (The)		13,889		240,485
Chuo Mitsui Trust Holdings, Inc.		144,910		504,393
Citizen Holdings Co. Ltd.		12,186		72,946
Coca-Cola West Co. Ltd.		2,885		55,280
Cosmo Oil Co. Ltd.		28,080		79,942
Credit Saison Co. Ltd.		7,025		118,256
Dai Nippon Printing Co. Ltd.		26,230		295,623
Dai-ichi Life Insurance Co. Ltd. (The)		421		590,384
Daicel Chemical Industries Ltd.		13,771		90,975
Daido Steel Co. Ltd.		12,950		86,627
Daihatsu Motor Co. Ltd.		8,899		151,449
Daiichi Sankyo Co. Ltd.		31,374		613,081
Daikin Industries Ltd.		10,585		375,200
Dainippon Sumitomo Pharma Co. Ltd.		7,283		69,211
Daito Trust Construction Co. Ltd.		3,363		285,518
Daiwa House Industry Co. Ltd.		22,232		280,539
Daiwa Securities Group, Inc.		78,323		345,083
DeNa Co. Ltd.		4,663		200,539
Denki Kagaku Kogyo Kabushiki Kaisha		22,384		107,916
DENSO Corp.		22,603		840,661
Dentsu, Inc.		8,319		246,246
East Japan Railway Co.		16,072		920,456
Eisai Co. Ltd.(c)		11,677		455,587
Electric Power Development Co. Ltd.		5,520		149,204
Elpida Memory, Inc.*		9,044		106,527
FamilyMart Co. Ltd.		2,962		108,756
FANUC LTD.		8,824		1,475,576
Fast Retailing Co. Ltd.		2,454		396,881
Fuji Electric Holdings Co. Ltd.(c)		26,146		81,680
Fuji Heavy Industries Ltd.		27,518		213,843
FUJIFILM Holdings Corp.		21,393		667,226
Fujitsu Ltd.		87,204		498,449
Fukuoka Financial Group, Inc.		36,254		151,526
Furukawa Electric Co. Ltd.		28,334		118,297
Gree, Inc.		4,298		93,957
GS Yuasa Corp.		16,321		108,926
Gunma Bank Ltd. (The)		18,490		97,727
Hachijuni Bank Ltd. (The)		20,268		113,884
Hakuhodo DY Holdings, Inc.		1,078		57,569
Hamamatsu Photonics K.K.		3,120		134,899
Hino Motors Ltd.		11,909		69,544
Hirose Electric Co. Ltd.		1,495		153,251

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Hiroshima Bank Ltd. (The)		23,713		103,484
Hisamitsu Pharmaceutical Co., Inc.		2,880		122,690
Hitachi Chemical Co. Ltd.		4,886		96,935
Hitachi Construction Machinery Co. Ltd.		4,993		111,931
Hitachi High-Technologies Corp.		2,838		62,182
Hitachi Ltd.		208,314		1,236,344
Hitachi Metals Ltd.(c)		7,549		106,672
Hokkaido Electric Power Co., Inc.		8,712		144,914
Hokuhoku Financial Group, Inc.		59,719		118,297
Hokuriku Electric Power Co.		8,446		161,177
Honda Motor Co. Ltd.		76,703		2,955,130
Hoya Corp.		20,160		446,313
Ibiden Co. Ltd.		5,634		176,389
Idemitsu Kosan Co. Ltd.		1,024		109,284
IHI Corp.		61,016		157,662
Inpex Corp.		102		754,104
Isetan Mitsukoshi Holdings Ltd.		17,583		172,257
Isuzu Motors Ltd.		56,565		267,775
ITOCHU Corp.		71,019		738,658
Itochu Techno-Solutions Corp.		1,355		48,099
Iyo Bank Ltd. (The)		11,423		105,160
J. Front Retailing Co. Ltd.		22,755		100,524
Japan Petroleum Exploration Co.		1,322		62,064
Japan Prime Realty Investment Corp. REIT		31		82,095
Japan Real Estate Investment Corp. REIT		21		206,616
Japan Retail Fund Investment Corp. REIT		73		112,495
Japan Steel Works Ltd. (The)		14,640		100,355
Japan Tobacco, Inc.		208		802,895
JFE Holdings, Inc.		21,644		595,245
JGC Corp.		9,708		265,971
Joyo Bank Ltd. (The)		30,592		128,523
JS Group Corp.		12,712		327,880
JSR Corp.		8,457		163,923
JTEKT Corp.		10,246		150,973
Jupiter Telecommunications Co. Ltd.		82		91,740
JX Holdings, Inc.		107,107		720,406
Kajima Corp.		39,502		113,327
Kamigumi Co. Ltd.		11,563		108,065
Kaneka Corp.		13,076		85,917
Kansai Electric Power Co., Inc. (The)		35,717		711,257
Kansai Paint Co. Ltd.		10,377		94,547
Kao Corp.		25,139		661,009
Kawasaki Heavy Industries Ltd.		68,674		273,616
Kawasaki Kisen Kaisha Ltd.		33,829		118,271
KDDI Corp.		136		978,511
Keikyu Corp.(c)		21,975		158,461
Keio Corp.		27,210		150,079
Keisei Electric Railway Co. Ltd.		12,824		75,894
Keyence Corp.		1,886		535,493
Kikkoman Corp.		7,267		76,586
Kinden Corp.		6,098		52,173

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Kintetsu Corp.(c)		75,601		242,787
Kirin Holdings Co. Ltd.		38,518		536,976
Kobe Steel Ltd.		116,382		264,659
Koito Manufacturing Co. Ltd.		4,484		78,360
Komatsu Ltd.		44,541		1,390,709
Konami Corp.		4,316		102,229
Konica Minolta Holdings, Inc.		22,381		186,937
Kubota Corp.		54,126		480,182
Kuraray Co. Ltd.		15,902		232,964
Kurita Water Industries Ltd.		5,231		156,056
Kyocera Corp.		7,069		719,751
Kyowa Hakko Kirin Co. Ltd.		12,038		114,829
Kyushu Electric Power Co., Inc.		19,261		346,806
Lawson, Inc.		2,810		147,415
Mabuchi Motor Co. Ltd.		1,173		59,199
Makita Corp.		5,200		242,314
Marubeni Corp.		77,541		515,323
Marui Group Co. Ltd.		10,494		79,698
Maruichi Steel Tube Ltd.		2,162		53,598
Mazda Motor Corp.*		72,162		190,161
McDonald’s Holdings Co. (Japan) Ltd.		3,125		79,456
Medipal Holdings Corp.		6,920		61,334
Meiji Holdings Co. Ltd.		3,208		135,255
Minebea Co. Ltd.		15,967		85,190
Miraca Holdings, Inc.		2,593		105,060
Mitsubishi Chemical Holdings Corp.		63,651		451,039
Mitsubishi Corp.		63,563		1,587,667
Mitsubishi Electric Corp.		89,740		1,042,429
Mitsubishi Estate Co. Ltd.		58,440		1,025,619
Mitsubishi Gas Chemical Co., Inc.		18,246		133,680
Mitsubishi Heavy Industries Ltd.		142,533		670,222
Mitsubishi Logistics Corp.		5,298		59,599
Mitsubishi Materials Corp.		52,417		165,153
Mitsubishi Motors Corp.*		181,041		220,873
Mitsubishi Tanabe Pharma Corp.		10,366		173,492
Mitsubishi UFJ Financial Group, Inc.		596,424		2,906,575
Mitsubishi UFJ Lease & Finance Co. Ltd.		2,714		105,035
Mitsui & Co. Ltd.		82,769		1,431,086
Mitsui Chemicals, Inc.		38,183		139,133
Mitsui Engineering & Shipbuilding Co. Ltd.		33,576		73,316
Mitsui Fudosan Co. Ltd.		39,194		675,034
Mitsui O.S.K. Lines Ltd.		53,908		290,066
Mizuho Financial Group, Inc.		966,013		1,587,766
Mizuho Securities Co. Ltd.*		26,887		64,800
Mizuho Trust & Banking Co. Ltd.(c)		71,503		63,352
MS&AD Insurance Group Holdings, Inc.		26,472		619,626
Murata Manufacturing Co. Ltd.		9,486		634,219
Nabtesco Corp.		4,354		105,477
Namco Bandai Holdings, Inc.		9,203		110,780
NEC Corp.*		124,648		284,643
NGK Insulators Ltd.		11,762		219,121

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
NGK Spark Plug Co. Ltd.		7,568		104,571
NHK Spring Co. Ltd.		6,813		69,670
Nidec Corp.		5,039		470,442
Nikon Corp.		15,632		369,671
Nintendo Co. Ltd.		4,851		910,961
Nippon Building Fund, Inc. REIT		25		244,302
Nippon Electric Glass Co. Ltd.		18,541		237,902
Nippon Express Co. Ltd.		40,069		162,364
Nippon Meat Packers, Inc.		8,001		114,774
Nippon Paper Group, Inc.		4,620		102,513
Nippon Sheet Glass Co. Ltd.		42,197		131,202
Nippon Steel Corp.		239,450		776,812
Nippon Telegraph & Telephone Corp.		22,384		1,079,621
Nippon Yusen Kabushiki Kaisha		71,966		267,378
Nishi-Nippon City Bank Ltd. (The)		31,627		93,420
Nissan Motor Co. Ltd.		116,118		1,220,309
Nisshin Seifun Group, Inc.		8,738		109,214
Nisshin Steel Co. Ltd.		32,288		61,750
Nissin Foods Holdings Co. Ltd.		2,707		98,611
Nitori Holdings Co. Ltd.		1,712		162,486
Nitto Denko Corp.		7,746		393,583
NKSJ Holdings, Inc.		69,410		458,119
NOK Corp.		4,840		82,946
Nomura Holdings, Inc.		166,684		822,534
Nomura Real Estate Holdings, Inc.		4,359		72,678
Nomura Real Estate Office Fund, Inc. REIT		12		79,447
Nomura Research Institute Ltd.		4,708		103,125
NSK Ltd.		20,323		202,889
NTN Corp.		21,962		125,110
NTT Data Corp.		59		196,079
NTT DoCoMo, Inc.		720		1,285,878
NTT Urban Development Corp.		54		46,322
Obayashi Corp.		30,583		133,579
Odakyu Electric Railway Co. Ltd.(c)		29,207		231,907
OJI Paper Co. Ltd.		39,651		190,169
Olympus Corp.		9,884		333,506
Omron Corp.		9,400		261,399
Ono Pharmaceutical Co. Ltd.		3,955		211,586
Oracle Corp. Japan		1,785		77,790
Oriental Land Co. Ltd.		2,338		198,327
ORIX Corp.		4,930		479,550
Osaka Gas Co. Ltd.		90,408		342,928
Otsuka Corp.		742		46,196
Otsuka Holdings Co. Ltd.		11,695		309,457
Panasonic Corp.		103,444		1,265,044
Rakuten, Inc.		339		350,873
Resona Holdings, Inc.		88,339		415,620
Ricoh Co. Ltd.		31,418		348,532
Rinnai Corp.		1,500		108,322
Rohm Co. Ltd.		4,587		263,163
Sankyo Co. Ltd.		2,548		131,649

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Santen Pharmaceutical Co. Ltd.		3,465		140,471
SBI Holdings, Inc.		945		87,819
Secom Co. Ltd.		9,766		468,246
Sega Sammy Holdings, Inc.		10,130		195,820
Seiko Epson Corp.		6,056		104,973
Sekisui Chemical Co. Ltd.		20,187		172,479
Sekisui House Ltd.		26,975		251,167
Seven & I Holdings Co. Ltd.		35,058		942,849
Seven Bank Ltd.		24		47,958
Sharp Corp.		46,876		427,792
Shikoku Electric Power Co., Inc.		8,845		200,861
Shimadzu Corp.		10,922		100,037
Shimamura Co. Ltd.		1,030		98,188
Shimano, Inc.		3,462		190,460
Shimizu Corp.		27,779		115,771
Shin-Etsu Chemical Co. Ltd.		19,264		1,032,584
Shinsei Bank Ltd.(c)		65,015		65,031
Shionogi & Co. Ltd.		14,053		230,125
Shiseido Co. Ltd.		16,703		311,780
Shizuoka Bank Ltd. (The)		28,227		259,544
Showa Denko Kabushiki Kaisha		69,496		143,955
Showa Shell Sekiyu Kabushiki Kaisha		8,869		82,369
SMC Corp.		2,515		453,379
Softbank Corp.		41,045		1,554,467
Sojitz Corp.		59,690		111,811
Sony Corp.		47,195		1,245,252
Sony Financial Holdings, Inc.		8,301		150,079
Square Enix Holdings Co. Ltd.		2,979		53,615
Stanley Electric Co. Ltd.		6,790		119,196
Sumco Corp.*(c)		5,401		91,441
Sumitomo Chemical Co. Ltd.		73,076		364,875
Sumitomo Corp.		52,968		720,590
Sumitomo Electric Industries Ltd.		34,785		507,361
Sumitomo Heavy Industries Ltd.		25,687		179,292
Sumitomo Metal Industries Ltd.		158,088		355,138
Sumitomo Metal Mining Co. Ltd.		24,703		405,852
Sumitomo Mitsui Financial Group, Inc.		63,316		1,952,329
Sumitomo Realty & Development Co. Ltd.		16,736		374,043
Sumitomo Rubber Industries Ltd.		7,968		96,422
Suruga Bank Ltd.		8,451		73,680
Suzuken Co. Ltd.		3,364		77,605
Suzuki Motor Corp.		15,999		360,642
Sysmex Corp.		3,332		125,323
T&D Holdings, Inc.		13,613		324,019
Taisei Corp.		48,704		111,771
Taisho Pharmaceutical Co. Ltd.		5,647		127,223
Taiyo Nippon Sanso Corp.		12,064		96,077
Takashimaya Co. Ltd.		12,513		86,326
Takeda Pharmaceutical Co. Ltd.		36,878		1,704,387
TDK Corp.		5,868		323,687
Teijin Ltd.		43,202		190,427

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Terumo Corp.		7,755		419,813
THK Co. Ltd.		5,548		141,788
Tobu Railway Co. Ltd.(c)		46,830		197,122
Toho Co. Ltd.		5,341		88,685
Toho Gas Co. Ltd.		18,843		101,969
Tohoku Electric Power Co., Inc.		21,813		314,774
Tokio Marine Holdings, Inc.		33,815		946,630
Tokyo Electric Power Co., Inc. (The)(c)		70,359		284,824
Tokyo Electron Ltd.		7,985		436,642
Tokyo Gas Co. Ltd.		117,103		528,528
Tokyu Corp.		52,940		220,096
Tokyu Land Corp.		19,984		84,904
TonenGeneral Sekiyu Kabushiki Kaisha(c)		13,223		162,649
Toppan Printing Co. Ltd.		26,351		204,446
Toray Industries, Inc.		68,003		502,146
Toshiba Corp.		188,922		996,062
Tosoh Corp.		23,787		95,521
TOTO Ltd.		13,861		107,882
Toyo Seikan Kaisha Ltd.		7,273		122,454
Toyo Suisan Kaisha Ltd.		4,080		96,523
Toyoda Gosei Co. Ltd.		3,028		68,764
Toyota Boshoku Corp.		3,077		51,124
Toyota Industries Corp.		8,306		274,225
Toyota Motor Corp.		129,609		5,337,193
Toyota Tsusho Corp.		9,875		169,483
Trend Micro, Inc.		4,819		149,713
Tsumura & Co.		2,780		88,873
Ube Industries Ltd.		47,321		142,466
Uni-Charm Corp.		5,252		229,459
Ushio, Inc.		4,850		95,896
USS Co. Ltd.		1,024		79,435
West Japan Railway Co.		7,900		308,408
Yahoo Japan Corp.		679		233,675
Yakult Honsha Co. Ltd.		4,510		130,461
Yamada Denki Co. Ltd.		3,769		307,096
Yamaguchi Financial Group, Inc.		9,991		93,209
Yamaha Corp.		7,311		83,379
Yamaha Motor Co. Ltd.*		12,818		235,437
Yamato Holdings Co. Ltd.		18,793		295,628
Yamato Kogyo Co. Ltd.		1,965		61,192
Yamazaki Baking Co. Ltd.		5,602		75,006
Yaskawa Electric Corp.		10,063		112,975
Yokogawa Electric Corp.*		9,682		82,634
				108,529,628
Jersey(a) (0.1%)
Petrofac Ltd.		4,378		106,460
Randgold Resources Ltd.		1,540		129,712
Shire PLC		9,619		300,754
				536,926

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Luxembourg(a) (0.7%)
ArcelorMittal		35,380		1,230,385
Millicom International Cellular SA		1,747		183,032
SES		12,373		347,579
Tenaris SA		57,045		1,303,992
				3,064,988
Mauritius(a) (0.0%)
Essar Energy PLC*		5,485		35,979
Golden Agri-Resources Ltd.		143,525		79,735
				115,714
Netherlands (3.2%)
Aegon NV*(a)		87,024		592,983
Akzo Nobel NV(a)		11,676		737,698
ASML Holding NV(a)		21,768		802,907
Corio NV REIT(a)		2,997		198,482
Delta Lloyd NV(a)		5,063		120,261
Fugro NV(a)		3,382		243,598
Heineken Holding NV(a)		5,870		300,505
Heineken NV(a)		13,174		792,902
ING Groep NV*(a)		193,476		2,384,302
Koninklijke Ahold NV(a)		61,096		821,452
Koninklijke Boskalis Westminster NV(a)		3,565		168,685
Koninklijke DSM NV(a)		7,773		504,440
Koninklijke KPN NV(a)		79,640		1,158,362
Koninklijke Philips Electronics NV(a)		50,385		1,294,897
Koninklijke Vopak NV(a)		3,563		174,494
QIAGEN NV*(a)		14,639		280,730
Randstad Holding NV(a)		5,951		275,162
Reed Elsevier NV(a)		34,561		464,283
SBM Offshore NV(a)		8,148		215,437
TNT Express NV*		18,410		190,939
TNT NV(a)		17,659		149,640
Unilever NV(a)(c)		82,551		2,709,376
Wolters Kluwer NV(a)		15,168		336,283
				14,917,818
New Zealand(a) (0.6%)
Auckland International Airport Ltd.		177,549		327,832
Contact Energy Ltd.*		67,811		301,321
Fletcher Building Ltd.		135,022		966,165
Sky City Entertainment Group Ltd.		111,248		334,360
Telecom Corp. of New Zealand Ltd.		383,912		782,459
				2,712,137
Norway(a) (1.6%)
Aker Solutions ASA		12,304		245,828
DnB NOR ASA		73,081		1,018,128
Gjensidige Forsikring ASA		14,934		184,148
Norsk Hydro ASA		69,469		531,786
Orkla ASA		57,361		546,109
Renewable Energy Corp. ASA*(c)		38,055		65,240

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Seadrill Ltd.		22,972		807,668
StatoilHydro ASA		84,740		2,145,278
Telenor ASA		57,517		941,282
Yara International ASA		14,283		802,494
				7,287,961
Portugal(a) (0.9%)
Banco Comercial Portugues SA*(c)		444,279		264,261
Banco Espirito Santo SA(c)		73,163		272,752
CIMPOR-Cimentos de Portugal SGPS SA		27,082		206,761
EDP — Energias de Portugal SA		261,705		928,749
Galp Energia SGPS SA		32,274		769,725
Jeronimo Martins SGPS SA		30,401		583,871
Portugal Telecom SGPS SA		95,177		935,663
				3,961,782
Singapore(a) (0.8%)
Ascendas REIT		37,653		62,626
CapitaLand Ltd.		54,395		129,223
CapitaMall Trust REIT		40,901		62,344
CapitaMalls Asia Ltd.		28,618		34,359
City Developments Ltd.		10,673		90,623
ComfortDelGro Corp. Ltd.		40,404		48,094
Cosco Corp. (Singapore) Ltd.(c)		21,348		34,038
DBS Group Holdings Ltd.		36,838		440,666
Fraser and Neave Ltd.		19,484		92,059
Genting Singapore PLC*		129,031		203,434
Global Logistic Properties Ltd.*		39,512		66,379
Jardine Cycle & Carriage Ltd.		2,240		78,600
Keppel Corp. Ltd.		30,216		273,384
Keppel Land Ltd.		15,331		45,301
Neptune Orient Lines Ltd.		19,505		24,395
Olam International Ltd.		28,369		63,064
Oversea-Chinese Banking Corp. Ltd.		53,699		410,172
SembCorp Industries Ltd.		20,678		84,206
SembCorp Marine Ltd.		17,764		76,875
Singapore Airlines Ltd.		11,241		130,106
Singapore Exchange Ltd.		18,207		111,880
Singapore Press Holdings Ltd.		32,433		103,073
Singapore Technologies Engineering Ltd.		32,124		78,881
Singapore Telecommunications Ltd.		169,345		436,492
StarHub Ltd.		12,593		28,638
United Overseas Bank Ltd.		26,857		431,193
UOL Group Ltd.		9,866		40,063
Wilmar International Ltd.		40,895		180,920
Yangzijiang Shipbuilding Holdings Ltd.		40,380		48,176
				3,909,264
Spain(a) (5.9%)
Abertis Infraestructuras SA		24,477		546,317
Acciona SA		1,663		176,562
Acerinox SA(c)		6,609		120,512
Actividades de Construccion y Servicios SA(c)		9,287		438,329

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Amadeus IT Holding SA, Cl A*		16,173		336,168
Banco Bilbao Vizcaya Argentaria SA(c)		283,174		3,324,118
Banco de Sabadell SA(c)		74,081		305,591
Banco Popular Espanol SA(c)		63,873		359,385
Banco Santander SA		560,005		6,451,335
Bankinter SA(c)		13,883		94,178
Criteria Caixacorp SA(c)		56,056		390,339
EDP Renovaveis SA*		29,717		196,031
Enagas(c)		11,774		285,098
Ferrovial SA		24,171		305,413
Fomento de Construcciones y Contratas SA(c)		3,386		103,295
Gas Natural SDG SA		21,047		440,833
Grifols SA(c)		9,177		184,097
Iberdrola Renovables SA		55,812		246,549
Iberdrola SA*		250,177		2,225,773
Inditex SA		14,475		1,318,871
Indra Sistemas SA(c)		6,563		135,381
Mapfre SA(c)		49,488		183,611
Mediaset Espana Comunication SA		11,030		95,906
Red Electrica Corporacion SA(c)		7,100		428,308
Repsol YPF SA(c)		52,273		1,813,114
Telefonica SA		271,886		6,640,470
Zardoya Otis SA		9,310		136,790
				27,282,374
Sweden(a) (1.7%)
Alfa Laval AB		7,706		166,190
Assa Abloy AB, Cl B		7,089		190,540
Atlas Copco AB, Cl A		15,240		401,366
Atlas Copco AB, Cl B		8,850		208,780
Boliden AB		6,368		117,608
Electrolux AB, Cl B		5,603		134,002
Getinge AB		4,548		122,302
Hennes & Mauritz AB, Cl B(c)		23,606		814,934
Hexagon AB, Cl B		5,803		142,882
Holmen AB		1,201		37,450
Husqvarna AB, Cl B(c)		10,227		67,762
Industrivarden AB, C SHS		2,687		44,463
Investor AB, Cl B		10,390		238,275
Kinnevik Investment AB, Cl B		4,738		105,240
Modern Times Group AB, Cl B		1,106		73,149
Nordea Bank AB		60,703		651,951
Ratos AB, B Shares		4,408		84,728
Sandvik AB		23,125		405,135
Scania AB		7,285		169,106
Securitas AB, Cl B(c)		7,189		76,115
Skandinaviska Enskilda Banken AB, Cl A		32,454		265,359
Skanska AB, Cl B		9,178		164,524
SKF AB, Cl B		8,908		257,929
SSAB AB, A Shares		3,622		54,112
Svenska Cellulosa AB, Cl B		13,294		187,439
Svenska Handelsbanken AB, Cl A		11,320		349,025

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Swedbank AB, Cl A		18,589		312,591
Swedish Match AB		5,105		171,407
Tele2 AB, Cl B		7,275		143,594
Telefonaktiebolaget LM Ericsson, Cl B		68,150		981,054
TeliaSonera AB		49,869		365,814
Volvo AB, Cl B		31,389		549,505
				8,054,331
Switzerland (2.4%)
ABB Ltd.*(a)		21,809		566,648
Actelion Ltd.*(a)		1,111		54,821
Adecco SA*(a)		1,325		85,046
Aryzta AG(a)		860		46,189
Baloise Holding AG(a)		479		49,426
Compagnie Financiere Richemont SA, Cl A(a)		5,261		344,769
Credit Suisse Group AG*(a)		11,450		446,232
GAM Holding AG*(a)		2,150		35,375
Geberit AG*(a)		393		93,235
Givaudan SA*(a)		85		89,919
Glencore International PLC*		14,077		110,931
Holcim Ltd.*(a)		2,471		186,869
Julius Baer Group Ltd.*(a)		2,096		86,582
Kuehne + Nagel International AG(a)		541		82,191
Lindt & Spruengli AG PC(a)		9		28,097
Lindt & Spruengli AG RS(a)		1		36,493
Lonza Group AG*(a)		508		39,798
Nestle SA(a)		35,182		2,189,323
Novartis AG(a)		23,675		1,450,972
Pargesa Holding SA(a)		271		25,117
Roche Holding AG(a)		7,144		1,196,054
Schindler Holding AG PC(a)		485		58,988
Schindler Holding AG RS(a)		215		26,128
SGS SA(a)		55		104,475
Sika AG(a)		21		50,692
Sonova Holding AG*(a)		498		46,529
STMicroelectronics NV(a)		26,475		263,524
Straumann Holding AG(a)		80		19,293
Sulzer AG(a)		242		39,458
Swatch Group AG (The) BS(a)		313		157,973
Swatch Group AG (The) RS(a)		440		39,560
Swiss Life Holding AG*(a)		306		50,184
Swiss Re Ltd.*		3,544		199,004
Swisscom AG(a)		237		108,650
Syngenta AG*(a)		939		317,335
Synthes, Inc.(a)(d)		658		115,881
Transocean Ltd.(a)		3,160		206,298
UBS AG*(a)		36,585		667,660
Xstrata PLC(a)		34,877		768,180
Zurich Financial Services AG*(a)		1,464		370,450
				10,854,349

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
United Kingdom(a) (8.7%)
3i Group PLC		16,701		75,418
Admiral Group PLC		3,423		91,283
Aggreko PLC		4,631		143,480
AMEC PLC		5,566		97,258
Anglo American PLC		22,048		1,093,447
Antofagasta PLC		6,568		146,980
ARM Holdings PLC		22,930		215,625
Associated British Foods PLC		6,067		105,553
AstraZeneca PLC		23,643		1,181,708
Autonomy Corp. PLC*		3,884		106,391
Aviva PLC		47,370		333,439
Babcock International Group PLC		6,080		69,526
BAE Systems PLC		58,229		297,880
Balfour Beatty PLC		11,419		56,615
Barclays PLC		199,908		820,093
BG Group PLC		57,003		1,294,306
BHP Billiton PLC		36,767		1,444,714
BP PLC		316,569		2,330,895
British American Tobacco PLC		33,732		1,479,202
British Land Co. PLC (The) REIT		14,333		140,135
British Sky Broadcasting Group PLC		19,382		263,132
BT Group PLC		131,570		426,603
Bunzl PLC		5,579		69,864
Burberry Group PLC		7,270		169,061
Cairn Energy PLC*		23,730		158,254
Capita Group PLC		10,562		121,308
Capital Shopping Centres Group PLC REIT		9,435		60,532
Carnival PLC		3,111		120,545
Centrica PLC		86,621		449,777
Cobham PLC		19,543		66,327
Compass Group PLC		31,517		303,892
Diageo PLC		41,961		858,477
Eurasian Natural Resources Corp.		4,403		55,247
Fresnillo PLC		3,008		67,760
G4S PLC		24,127		108,458
GlaxoSmithKline PLC		88,463		1,896,139
Hammerson PLC REIT		11,947		92,365
Home Retail Group PLC		16,099		42,321
HSBC Holdings PLC		299,629		2,970,742
ICAP PLC		9,539		72,347
Imperial Tobacco Group PLC		17,614		586,414
Inmarsat PLC		7,931		70,863
InterContinental Hotels Group PLC		4,894		100,184
International Consolidated Airlines Group SA*		51,531		209,043
International Consolidated Airlines Group SA*		10,391		42,416
International Power PLC		25,739		132,935
Intertek Group PLC		2,714		86,012
Invensys PLC		13,773		71,242
Investec PLC		8,200		66,559
ITV PLC*		63,462		72,869

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
J Sainsbury PLC		20,936		110,903
Johnson Matthey PLC		3,608		113,937
Kazakhmys PLC		3,612		80,067
Kingfisher PLC		40,346		173,310
Land Securities Group PLC REIT		12,951		177,170
Legal & General Group PLC		98,977		187,503
Lloyds Banking Group PLC*		709,486		557,538
London Stock Exchange Group PLC		2,546		43,376
Lonmin PLC		2,747		64,105
Man Group PLC		32,274		122,763
Marks & Spencer Group PLC		27,334		158,454
National Grid PLC		59,306		583,820
Next PLC		3,080		115,074
Old Mutual PLC		91,708		196,313
Pearson PLC		13,587		257,029
Prudential PLC		42,860		494,896
Reckitt Benckiser Group PLC		10,425		575,794
Reed Elsevier PLC		20,684		188,314
Rexam PLC		14,854		91,321
Rio Tinto PLC		24,388		1,760,954
Rolls-Royce Holdings PLC*		31,812		329,442
Royal Bank of Scotland Group PLC (The)*		301,818		186,693
Royal Dutch Shell PLC, Cl A		60,184		2,141,562
Royal Dutch Shell PLC, Cl B		45,421		1,620,891
RSA Insurance Group PLC		59,460		128,611
SABMiller PLC		16,034		585,249
Sage Group PLC (The)		22,211		102,973
Schroders PLC		1,947		48,341
Scottish & Southern Energy PLC		15,603		348,970
Segro PLC		12,559		62,969
Serco Group PLC		8,468		75,116
Severn Trent PLC		4,008		94,691
Smith & Nephew PLC		15,152		162,379
Smiths Group PLC		6,782		130,819
Standard Chartered PLC		39,911		1,048,369
Standard Life PLC		38,689		130,765
Subsea 7 SA*		20,952		535,893
Tesco PLC		137,102		885,813
TUI Travel PLC		8,761		31,533
Tullow Oil PLC		14,895		296,621
Unilever PLC		21,898		706,562
United Utilities Group PLC		11,486		110,473
Vedanta Resources PLC		2,021		67,937
Vodafone Group PLC		885,071		2,346,890
Weir Group PLC (The)		3,431		117,123
Whitbread PLC		2,986		77,419
WM Morrison Supermarkets PLC		38,414		183,733
Wolseley PLC		4,697		153,317
				40,099,431
Total Foreign Common Stocks (Cost $269,316,102)				446,157,339

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Foreign Preferred Stocks (1.0%)
Germany(a) (1.0%)
Bayerische Motoren Werke AG, 3.59%		3,242		206,169
Fresenius Medical Care AG, 1.38%		12,136		907,711
Henkel AG & Co. KGaA, 1.65%		11,050		768,396
Porsche AG, 1.11%		9,445		749,202
ProSiebenSat.1 Media AG, 8.00%*(c)		4,747		135,144
RWE AG, 13.89%		2,441		124,766
Volkswagen AG, 1.94%		8,840		1,828,073
				4,719,461
Total Foreign Preferred Stocks (Cost $1,894,168)				4,719,461
Rights — Foreign (0.0%)
Austria (0.0%)
IMMOEAST AG*(a)(b)(g)		175,419		—
Italy (0.0%)
Banca Monte dei Paschi di Siena SpA, Expires 07/08/11 at EUR 0.446*		296,454		22,785
Spain (0.0%)
Banco Popular Espanol SA, Expires 07/15/49*(c)(h)		63,873		4,631
Criteria Caixacorp SA, Expires 07/21/11*(i)		56,056		4,227
Mapfre SA, Expires 06/27/11 at EUR 2.466*		52,598		763
Zardoya Otis SA, Expires 07/06/11*(j)		9,310		7,061
				16,682
Total Rights — Foreign (Cost $69,199)				39,467
Warrants (0.0%)
Italy (0.0%)
Unione di Banche Italiane Scpa, expires 06/30/11 at 12.30 EUR*		182,276		26
				26
Total Warrants (Cost $—)				26
Exchange Traded Funds (2.0%)
iShares MSCI Australia Index Fund(c)		10,958		285,456
iShares MSCI Austria Investable Market Index Fund		5,336		121,447
iShares MSCI Belgium Investable Market Index Fund		6,471		91,306
iShares MSCI EAFE Index Fund		43,841		2,636,598
iShares MSCI EMU Index Fund(c)		60,860		2,363,194
iShares MSCI Germany Index Fund(c)		16,032		431,101
iShares MSCI Italy Index Fund(c)		28,061		494,154
iShares MSCI Japan Index Fund(c)		170,158		1,774,748
iShares MSCI Netherlands Investable Market Index Fund		2,551		55,000
iShares MSCI Singapore Index Fund		3,397		46,641
iShares MSCI Spain Index Fund(c)		4,952		208,677
iShares MSCI Sweden Index Fund		3,085		98,041
iShares MSCI Switzerland Index Fund		10,676		284,088
iShares MSCI United Kingdom Index Fund(c)		17,719		315,576
Total Exchange Traded Funds (Cost $9,159,213)				9,206,027

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Units (0.0%)
Singapore (0.0%)
Hutchison Port Holdings Trust*		114,590		96,829
Total Units (Cost $96,884)				96,829
Short-Term Investment (4.9%)
RidgeWorth Funds Securities Lending Joint Account(e)		22,723,008		22,723,008
Total Short-Term Investment (Cost $22,723,008)				22,723,008
Money Market Fund (0.1%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(f)		230,702		230,702
Total Money Market Fund (Cost $230,702)				230,702
Total Investments (Cost $303,489,276)(k)— 104.5%				483,172,859
Liabilities in excess of other assets — (4.5)%				(20,763,127	)
Net Assets — 100.0%			$	462,409,732

*	Non-income producing security.
(a)	Valued at fair value using procedures approved by the Board (See Notes to Schedules of Portfolio Investments).
(b)	The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. (See Notes to Schedules of Portfolio Investments.)
(c)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $21,687,153.
(d)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 0.0% of net assets as of June 30, 2011.
(e)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(f)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(g)	Escrowed rights that are not tradable.
(h)	Bonus rights which entitle the holder 1 new share for every 78 old shares exercised.
(i)	Bonus rights which entitle the holder 1 new share for every 93 old shares exercised.
(j)	Bonus rights which entitle the holder 1 new share for every 20 old shares exercised.
(k)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

ADR	— American Depositary Receipt
BS	— Bearer Shares
EUR	— Euro
PPS	— Partially Protected Shares
PC	— Participation Certificate
REIT	— Real Estate Investment Trust
RS	— Registered Shares
RSP	— Retirement Savings Plan
SP ADR	— Sponsored American Depositary Receipt

— Amounts designated as “-” are $0 or have been rounded to $0.

The investment concentrations for the International Equity Index Fund as a percentage of total investments by sector, as of June 30, 2011, were as follows:

Financials	21.6	%
Industrials	12.4
Consumer Discretionary	10.8
Materials	10.1
Consumer Staples	7.7
Energy	7.3
Health Care	6.5
Telecommunication Services	6.1
Utilities	5.9
Information Technology	5.0
Short-Term Investment	4.7
Exchange Traded Funds	1.9

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Large Cap Core Growth Stock Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (100.0%)
Consumer Discretionary (15.9%)
BorgWarner, Inc.*		26,760		2,161,940
CBS Corp., Cl B		80,878		2,304,214
Coach, Inc.		22,570		1,442,900
Home Depot, Inc. (The)		40,400		1,463,288
Interpublic Group of Cos., Inc. (The)		117,660		1,470,750
Macy’s, Inc.		76,952		2,250,077
McDonald’s Corp.		19,985		1,685,135
Ross Stores, Inc.		20,495		1,642,059
Starwood Hotels & Resorts Worldwide, Inc.		36,040		2,019,682
Walt Disney Co. (The)		32,090		1,252,794
				17,692,839
Consumer Staples (8.4%)
Costco Wholesale Corp.		26,540		2,156,110
Hansen Natural Corp.*		18,080		1,463,576
Philip Morris International, Inc.		31,350		2,093,239
Walgreen Co.		39,020		1,656,789
Whole Foods Market, Inc.		31,450		1,995,503
				9,365,217
Energy (15.2%)
Apache Corp.		16,580		2,045,806
Chevron Corp.		29,685		3,052,805
ConocoPhillips		30,215		2,271,866
EOG Resources, Inc.		12,920		1,350,786
Halliburton Co.		47,490		2,421,990
National Oilwell Varco, Inc.		31,200		2,440,152
Occidental Petroleum Corp.		16,939		1,762,334
Peabody Energy Corp.		27,155		1,599,701
				16,945,440
Financials (8.4%)
ACE Ltd.		29,965		1,972,296
Ameriprise Financial, Inc.		36,680		2,115,702
BlackRock, Inc.		10,065		1,930,568
Capital One Financial Corp.		38,170		1,972,244
Moody’s Corp.		36,210		1,388,654
				9,379,464
Health Care (17.0%)
AmerisourceBergen Corp.		48,098		1,991,257
Baxter International, Inc.		35,375		2,111,534
Hospira, Inc.*		23,730		1,344,542

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Humana, Inc.		20,630		1,661,540
Mylan, Inc.*		113,095		2,790,054
Pfizer, Inc.		130,507		2,688,444
Stryker Corp.		30,480		1,788,871
Thermo Fisher Scientific, Inc.*		34,975		2,252,040
UnitedHealth Group, Inc.		46,485		2,397,696
				19,025,978
Industrials (13.1%)
Caterpillar, Inc.		15,975		1,700,698
Danaher Corp.		31,205		1,653,553
Deere & Co.		18,350		1,512,958
Dover Corp.		34,575		2,344,185
Fluor Corp.		22,195		1,435,129
General Electric Co.		112,920		2,129,671
Union Pacific Corp.		17,220		1,797,768
United Parcel Service, Inc., Cl B		27,896		2,034,455
				14,608,417
Information Technology (17.1%)
Altera Corp.		44,505		2,062,807
Analog Devices, Inc.		43,525		1,703,568
Apple, Inc.*		8,325		2,794,453
EMC Corp.*		76,725		2,113,774
International Business Machines Corp.		17,995		3,087,042
Intuit, Inc.*		32,836		1,702,875
Juniper Networks, Inc.*		44,410		1,398,915
Oracle Corp.		66,430		2,186,211
QUALCOMM, Inc.		36,125		2,051,539
				19,101,184
Materials (4.9%)
E.I. du Pont de Nemours & Co.		43,670		2,360,363
Eastman Chemical Co.		19,125		1,952,089
International Paper Co.		38,875		1,159,253
				5,471,705
Total Common Stocks (Cost $95,510,081)				111,590,244
Money Market Fund (0.5%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)		566,134		566,134
Total Money Market Fund (Cost $566,134)				566,134
Total Investments (Cost $96,076,215)(b) — 100.5%				112,156,378
Liabilities in excess of other assets — (0.5)%				(510,865	)
Net Assets — 100.0%			$	111,645,513

*	Non-income producing security.
(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Large Cap Growth Stock Fund

	Shares or Principal Amount($)		Value($)
Common Stocks (99.7%)
Consumer Discretionary (16.7%)
Abercrombie & Fitch Co., Cl A		87,270		5,840,108
Amazon.com, Inc.*		43,645		8,924,966
Bed Bath & Beyond, Inc.*		127,970		7,469,609
BorgWarner, Inc.*		98,390		7,948,928
Carnival Corp.		131,550		4,950,227
Coach, Inc.		151,210		9,666,855
Ctrip.com International Ltd. ADR*		70,345		3,030,463
Guess?, Inc.		89,485		3,763,739
Kohl’s Corp.		91,495		4,575,665
Las Vegas Sands Corp.*		132,810		5,605,910
Priceline.com, Inc.*		10,545		5,398,302
Scripps Networks Interactive, Inc., Cl A		123,650		6,044,012
Viacom, Inc., Cl B		82,230		4,193,730
				77,412,514
Consumer Staples (8.5%)
Colgate-Palmolive Co.		73,135		6,392,731
Estee Lauder Cos., Inc. (The), Cl A		56,215		5,913,256
Green Mountain Coffee Roasters, Inc.*		64,585		5,764,857
Hansen Natural Corp.*		90,495		7,325,570
Philip Morris International, Inc.		208,360		13,912,197
				39,308,611
Energy (10.3%)
Cameron International Corp.*		137,340		6,906,829
Halliburton Co.		170,135		8,676,885
National Oilwell Varco, Inc.		60,125		4,702,376
Occidental Petroleum Corp.		72,480		7,540,819
Peabody Energy Corp.		91,405		5,384,669
Schlumberger Ltd.		167,010		14,429,664
				47,641,242
Financials (4.4%)
Capital One Financial Corp.		109,680		5,667,165
Goldman Sachs Group, Inc. (The)		19,840		2,640,506
Hartford Financial Services Group, Inc. (The)		226,910		5,983,617
T. Rowe Price Group, Inc.		100,410		6,058,739
				20,350,027
Health Care (10.4%)
Alexion Pharmaceuticals, Inc.*		124,515		5,855,940
Allergan, Inc.		97,655		8,129,779
Cerner Corp.*		65,775		4,019,510

See Notes to Schedules of Portfolio Investments.

	Shares or Principal Amount($)		Value($)
Express Scripts, Inc.*		101,785		5,494,354
Hospira, Inc.*		80,195		4,543,849
Intuitive Surgical, Inc.*		21,035		7,827,334
Mylan, Inc.*		263,000		6,488,210
Thermo Fisher Scientific, Inc.*		88,090		5,672,115
				48,031,091
Industrials (16.0%)
BE Aerospace, Inc.*		85,445		3,487,010
Dover Corp.		109,680		7,436,304
Emerson Electric Co.		145,610		8,190,563
Fluor Corp.		73,220		4,734,405
Honeywell International, Inc.		177,025		10,548,920
J.B. Hunt Transport Services, Inc.		146,705		6,908,339
Joy Global, Inc.		62,085		5,912,975
PACCAR, Inc.		139,680		7,136,251
Precision Castparts Corp.		34,825		5,733,936
Union Pacific Corp.		50,070		5,227,308
United Parcel Service, Inc., Cl B		119,370		8,705,654
				74,021,665
Information Technology (29.1%)
Analog Devices, Inc.		147,630		5,778,238
Apple, Inc.*		77,440		25,994,285
ARM Holdings PLC SP ADR		212,755		6,048,625
ASML Holding NV NYS		114,825		4,243,932
Baidu, Inc. SP ADR*		45,015		6,307,952
Broadcom Corp., Cl A*		151,300		5,089,732
EMC Corp.*		368,920		10,163,746
F5 Networks, Inc.*		56,275		6,204,319
Google, Inc., Cl A*		27,470		13,910,258
Juniper Networks, Inc.*		192,180		6,053,670
Oracle Corp.		442,710		14,569,586
QUALCOMM, Inc.		190,155		10,798,902
Renren, Inc. ADR*(a)		16,616		147,052
Salesforce.com, Inc.*		45,670		6,803,917
Visa, Inc., Cl A		149,655		12,609,930
				134,724,144
Materials (4.3%)
International Paper Co.		219,105		6,533,711
Praxair, Inc.		86,075		9,329,669
Walter Energy, Inc.		36,390		4,213,962
				20,077,342
Total Common Stocks (Cost $290,177,083)				461,566,636
Short-Term Investment (0.0%)
RidgeWorth Funds Securities Lending Joint Account(b)		143,063		143,063
Total Short-Term Investment (Cost $143,063)				143,063

See Notes to Schedules of Portfolio Investments.

	Shares or Principal Amount($)		Value($)
Money Market Fund (0.3%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)		1,129,282		1,129,282
Total Money Market Fund (Cost $1,129,282)				1,129,282
Total Investments (Cost $291,449,428)(d) — 100.0%				462,838,981
Other assets in excess of liabilities — 0.0%				115,278
Net Assets — 100.0%			$	462,954,259

* Non-income producing security.

(a) The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $140,120.

(b) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).

(c) Rate disclosed, the 7 day net yield, is as of June 30, 2011.

(d) See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations
ADR	— American Depositary Receipt
NYS	— New York Registered Shares
SP ADR	— Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Large Cap Quantitative Equity Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (98.3%)
Consumer Discretionary (12.3%)
CBS Corp., Cl B		11,425		325,499
Coach, Inc.		1,776		113,540
DIRECTV, Cl A*		4,736		240,684
DISH Network Corp., Cl A*		4,016		123,171
Foot Locker, Inc.		2,751		65,364
John Wiley & Sons, Inc., Cl A		3,049		158,578
Limited Brands, Inc.		2,878		110,659
McDonald’s Corp.		1,661		140,056
Omnicom Group, Inc.		1,005		48,401
PetSmart, Inc.		2,371		107,572
Time Warner Cable, Inc., Cl A		4,702		366,944
Williams-Sonoma, Inc.		2,927		106,806
				1,907,274
Consumer Staples (7.7%)
Coca-Cola Enterprises, Inc.		7,462		217,741
Constellation Brands, Inc., Cl A*		3,526		73,411
Philip Morris International, Inc.		4,389		293,054
Safeway, Inc.		3,403		79,528
Wal-Mart Stores, Inc.		7,709		409,656
Walgreen Co.		2,680		113,793
				1,187,183
Energy (10.9%)
Arch Coal, Inc.		2,793		74,462
Atwood Oceanics, Inc.*		856		37,775
Chesapeake Energy Corp.		3,874		115,019
Exxon Mobil Corp.		714		58,105
Frontier Oil Corp.		2,988		96,542
Marathon Oil Corp.		5,876		309,548
Murphy Oil Corp.		7,006		460,014
Oceaneering International, Inc.		2,430		98,415
Transocean Ltd.		4,439		286,582
Valero Energy Corp.		6,225		159,173
				1,695,635
Financials (12.4%)
Allied World Assurance Co. Holdings Ltd.		3,293		189,611
American Financial Group, Inc.		2,731		97,469
Ameriprise Financial, Inc.		1,840		106,131
Aspen Insurance Holdings Ltd.		1,168		30,053
Assurant, Inc.		894		32,425

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Capital One Financial Corp.		4,802		248,119
Moody’s Corp.		2,111		80,957
NASDAQ OMX Group, Inc. (The)*		7,834		198,200
Protective Life Corp.		7,742		179,072
Reinsurance Group of America, Inc.		5,495		334,426
Symetra Financial Corp.		6,104		81,977
Travelers Cos., Inc. (The)		6,018		351,331
				1,929,771
Health Care (13.7%)
Agilent Technologies, Inc.*		1,923		98,284
Biogen Idec, Inc.*		1,992		212,985
Eli Lilly & Co.		12,907		484,400
McKesson Corp.		4,705		393,573
Pfizer, Inc.		24,915		513,249
UnitedHealth Group, Inc.		3,810		196,520
WellPoint, Inc.		2,847		224,258
				2,123,269
Industrials (13.5%)
Avery Dennison Corp.		2,958		114,268
Caterpillar, Inc.		307		32,683
CNH Global NV NYS*		3,171		122,559
Deere & Co.		922		76,019
Fluor Corp.		3,449		223,012
General Dynamics Corp.		6,050		450,846
Northrop Grumman Corp.		7,205		499,667
Raytheon Co.		5,912		294,713
Waste Connections, Inc.		8,922		283,095
				2,096,862
Information Technology (20.7%)
Accenture PLC, Cl A		8,304		501,727
Altera Corp.		1,152		53,395
Amdocs Ltd.*		11,308		343,650
Analog Devices, Inc.		10,102		395,392
Applied Materials, Inc.		14,802		192,574
Corning, Inc.		9,575		173,786
Dell, Inc.*		20,149		335,884
International Business Machines Corp.		814		139,642
Microsoft Corp.		9,276		241,176
Novellus Systems, Inc.*		2,528		91,362
NVIDIA Corp.*		1,943		30,962
Oracle Corp.		1,601		52,689
STMicroelectronics NV NYS		4,408		43,904
Texas Instruments, Inc.		4,747		155,844
Western Union Co.		23,393		468,562
				3,220,549
Materials (4.2%)
Cliffs Natural Resources, Inc.		1,355		125,270
Freeport-McMoRan Copper & Gold, Inc.		5,769		305,180
International Paper Co.		5,607		167,201

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
PPG Industries, Inc.		552		50,116
				647,767
Telecommunication Services (0.3%)
MetroPCS Communications, Inc.*		2,716		46,742
Utilities (2.6%)
AES Corp. (The)*		6,738		85,842
Constellation Energy Group, Inc.		7,617		289,141
Entergy Corp.		516		35,233
				410,216
Total Common Stocks (Cost $14,608,902)				15,265,268
Money Market Fund (1.6%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)		248,006		248,006
Total Money Market Fund (Cost $248,006)				248,006
Total Investments (Cost $14,856,908)(b) — 99.9%				15,513,274
Other assets in excess of liabilities — 0.1%				12,806
Net Assets — 100.0%			$	15,526,080

*	Non-income producing security.
(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations
NYS       — New York Registered Shares

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Large Cap Value Equity Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (96.7%)
Consumer Discretionary (6.8%)
DR Horton, Inc.		702,600		8,093,952
International Game Technology		464,500		8,165,910
Omnicom Group, Inc.		199,800		9,622,368
Target Corp.		788,850		37,004,953
Walt Disney Co. (The)		692,750		27,044,960
Whirlpool Corp.		160,250		13,031,530
				102,963,673
Consumer Staples (8.3%)
Colgate-Palmolive Co.		368,450		32,206,214
ConAgra Foods, Inc.		497,750		12,846,928
CVS Caremark Corp.		339,200		12,747,136
Kimberly-Clark Corp.		133,200		8,865,792
Kraft Foods, Inc., Cl A		927,500		32,675,825
PepsiCo, Inc.		378,300		26,643,669
				125,985,564
Energy (13.1%)
Arch Coal, Inc.		603,200		16,081,312
Chevron Corp.		308,150		31,690,146
ConocoPhillips		483,807		36,377,448
Murphy Oil Corp.		378,200		24,832,612
National Oilwell Varco, Inc.		369,500		28,898,595
Occidental Petroleum Corp.		350,900		36,507,636
QEP Resources, Inc.		593,708		24,834,806
				199,222,555
Financials (23.4%)
Bank of America Corp.		2,698,650		29,577,204
Citigroup, Inc.		379,260		15,792,386
Comerica, Inc.		883,800		30,552,966
Franklin Resources, Inc.		121,150		15,905,784
Health Care REIT, Inc.		384,450		20,156,713
JPMorgan Chase & Co.		847,616		34,701,399
MetLife, Inc.		635,300		27,870,611
Morgan Stanley		1,203,800		27,699,438
Northern Trust Corp.		650,600		29,901,576
PartnerRe Ltd.		280,550		19,315,868
Prudential Financial, Inc.		295,251		18,775,011
Travelers Cos., Inc. (The)		421,000		24,577,980
U.S. Bancorp		898,700		22,925,837

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Wells Fargo & Co.		1,309,300		36,738,958
				354,491,731
Health Care (11.2%)
Abbott Laboratories		241,450		12,705,099
Baxter International, Inc.		285,000		17,011,650
CIGNA Corp.		349,100		17,954,213
Johnson & Johnson		541,500		36,020,580
Medtronic, Inc.		697,250		26,865,043
Merck & Co., Inc.		765,650		27,019,788
Pfizer, Inc.		1,564,000		32,218,400
				169,794,773
Industrials (16.8%)
ABB Ltd. SP ADR*		881,500		22,874,925
Cummins, Inc.		160,150		16,573,924
Emerson Electric Co.		733,550		41,262,187
Flowserve Corp.		219,977		24,173,273
Ingersoll-Rand PLC		479,100		21,755,931
Parker Hannifin Corp.		324,550		29,125,117
Republic Services, Inc.		653,300		20,154,305
Southwest Airlines Co.		1,354,650		15,470,103
Union Pacific Corp.		149,150		15,571,260
United Parcel Service, Inc., Cl B		323,436		23,588,187
United Technologies Corp.		273,100		24,172,081
				254,721,293
Information Technology (6.4%)
Activision Blizzard, Inc.		1,363,650		15,927,432
Broadcom Corp., Cl A*		227,750		7,661,510
Harris Corp.		485,625		21,882,263
Microsoft Corp.		669,900		17,417,400
TE Connectivity Ltd.		260,150		9,563,114
Xerox Corp.		2,353,250		24,497,332
				96,949,051
Materials (4.8%)
Airgas, Inc.		410,300		28,737,412
Ashland, Inc.		247,850		16,016,067
Ecolab, Inc.		234,000		13,192,920
Martin Marietta Materials, Inc.(a)		186,200		14,890,414
				72,836,813
Telecommunication Services (3.5%)
AT&T, Inc.		1,212,050		38,070,491
Windstream Corp.		1,160,450		15,039,432
				53,109,923
Utilities (2.4%)
PPL Corp.		1,325,150		36,878,925
Total Common Stocks (Cost $1,323,651,936)				1,466,954,301

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Short-Term Investment (0.7%)
RidgeWorth Funds Securities Lending Joint Account(b)		10,333,200		10,333,200
Total Short-Term Investment (Cost $10,333,200)				10,333,200
Money Market Fund (2.3%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)		35,291,119		35,291,119
Total Money Market Fund (Cost $35,291,119)				35,291,119
Total Investments (Cost $1,369,276,255)(d) – 99.7%				1,512,578,620
Other assets in excess of liabilities – 0.3%				4,411,115
Net Assets – 100.0%			$	1,516,989,735

*	Non-income producing security.
(a)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $10,118,320.
(b)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(c)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(d)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

REIT           — Real Estate Investment Trust

SP ADR      — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Mid-Cap Value Equity Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (96.7%)
Consumer Discretionary (7.8%)
Advance Auto Parts, Inc.		4,300		251,507
American Eagle Outfitters, Inc.		1,871,200		23,857,800
CBS Corp., Cl B		15,220		433,618
Cooper Tire & Rubber Co.		1,153,100		22,819,849
Darden Restaurants, Inc.		7,105		353,545
Garmin Ltd.		198,600		6,559,758
Hillenbrand, Inc.		1,207,400		28,555,010
International Game Technology		2,411,500		42,394,170
KB Home(a)		1,987,000		19,432,860
Scripps Networks Interactive, Inc., Cl A		7,114		347,732
Starwood Hotels & Resorts Worldwide, Inc.		4,770		267,311
Whirlpool Corp.		366,400		29,795,648
				175,068,808
Consumer Staples (2.0%)
BJ’s Wholesale Club, Inc.*		6,500		327,275
ConAgra Foods, Inc.		1,339,700		34,577,657
JM Smucker Co. (The)		138,600		10,594,584
Molson Coors Brewing Co., Cl B		6,675		298,639
				45,798,155
Energy (13.5%)
Arch Coal, Inc.		1,740,100		46,391,066
Murphy Oil Corp.		793,300		52,088,078
Noble Energy, Inc.		586,600		52,576,958
QEP Resources, Inc.		1,510,000		63,163,300
Seadrill Ltd.		556,000		19,615,680
Tidewater, Inc.		1,273,000		68,500,130
Williams Cos., Inc. (The)		9,775		295,694
				302,630,906
Financials (32.8%)
AllianceBernstein Holding LP(a)		1,230,200		23,915,088
Allstate Corp. (The)		529,000		16,150,370
Ameriprise Financial, Inc.		5,309		306,223
Assurant, Inc.		771,200		27,971,424
BB&T Corp.		1,742,700		46,774,068
BlackRock, Inc.		665		127,554
Capital One Financial Corp.		291,700		15,072,139
CME Group, Inc.		134,700		39,277,173
Comerica, Inc.		1,939,200		67,038,144
Discover Financial Services		14,470		387,072

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Fifth Third Bancorp		2,753,600		35,108,400
Greenhill & Co., Inc.(a)		412,100		22,179,222
Hancock Holding Co.(a)		1,083,000		33,551,340
Hanover Insurance Group, Inc. (The)		1,176,897		44,380,786
Hartford Financial Services Group, Inc. (The)		1,839,200		48,499,704
Health Care REIT, Inc.		462,300		24,238,389
KeyCorp		26,935		224,369
Lazard Ltd., Cl A		1,286,100		47,714,310
Lincoln National Corp.		1,685,200		48,011,348
M&T Bank Corp.		4,240		372,908
MB Financial, Inc.		2,576,900		49,579,556
Northern Trust Corp.		1,413,600		64,969,056
PartnerRe Ltd.		644,400		44,366,940
Zions Bancorp.		1,385,600		33,268,256
				733,483,839
Health Care (4.0%)
CIGNA Corp.		493,100		25,360,133
Omnicare, Inc.		768,400		24,504,276
STERIS Corp.		1,117,700		39,097,146
				88,961,555
Industrials (16.4%)
ABM Industries, Inc.		799,300		18,655,662
Bombardier, Inc., Cl B		3,532,500		25,434,000
Cummins, Inc.		117,400		12,149,726
Dover Corp.		5,240		355,272
Eaton Corp.		5,510		283,489
Flowserve Corp.		401,900		44,164,791
Gol Linhas Aereas Inteligentes SA ADR(a)		2,538,700		30,845,205
Harsco Corp.		588,300		19,178,580
Ingersoll-Rand PLC		619,600		28,136,036
Interface, Inc., Cl A		1,233,000		23,883,210
ITT Corp.		6,985		411,626
Lennox International, Inc.		681,500		29,352,205
Parker Hannifin Corp.		622,200		55,836,228
Regal-Beloit Corp.		249,700		16,672,469
Republic Services, Inc.		720,000		22,212,000
Rockwell Automation, Inc.		4,000		347,040
Ryder System, Inc.		7,420		421,827
Southwest Airlines Co.		2,928,300		33,441,186
Timken Co. (The)		117,600		5,927,040
				367,707,592
Information Technology (9.2%)
Activision Blizzard, Inc.		2,123,800		24,805,984
Analog Devices, Inc.		8,900		348,346
Broadcom Corp., Cl A*		204,300		6,872,652
Broadridge Financial Solutions, Inc.		1,094,500		26,344,615
Harris Corp.		1,079,300		48,633,258
Intersil Corp., Cl A		2,672,900		34,346,765
Seagate Technology PLC		1,356,400		21,919,424

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Xerox Corp.		4,181,400		43,528,374
				206,799,418
Materials (7.9%)
Agnico-Eagle Mines Ltd.		3,565		225,058
Airgas, Inc.		318,500		22,307,740
Ashland, Inc.		645,700		41,725,134
Cytec Industries, Inc.		435,700		24,917,683
Martin Marietta Materials, Inc.(a)		398,200		31,844,054
Packaging Corp. of America		1,115,500		31,222,845
Valspar Corp. (The)		671,400		24,210,684
				176,453,198
Telecommunication Services (1.0%)
Windstream Corp.		1,692,700		21,937,392
Utilities (2.1%)
PG&E Corp.		1,094,300		45,993,429
Total Common Stocks (Cost $2,108,670,670)				2,164,834,292
Short-Term Investment (4.1%)
RidgeWorth Funds Securities Lending Joint Account(b)		90,632,266		90,632,266
Total Short-Term Investment (Cost $90,632,266)				90,632,266
Money Market Fund (2.7%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)		61,244,172		61,244,172
Total Money Market Fund (Cost $61,244,172)				61,244,172
Total Investments (Cost $2,260,547,108)(d) — 103.5%				2,316,710,730
Liabilities in excess of other assets — (3.5)%				(79,144,905	)
Net Assets — 100.0%			$	2,237,565,825

*	Non-income producing security.
(a)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $88,523,069.
(b)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(c)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(d)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

ADR      — American Depositary Receipt

REIT      — Real Estate Investment Trust

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Select Large Cap Growth Stock Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (101.6%)
Consumer Discretionary (12.5%)
BorgWarner, Inc.*		21,975		1,775,360
Coach, Inc.		34,805		2,225,084
Macy’s, Inc.		69,765		2,039,928
Priceline.com, Inc.*		3,205		1,640,736
Viacom, Inc., Cl B		43,795		2,233,545
				9,914,653
Consumer Staples (7.9%)
Costco Wholesale Corp.		18,815		1,528,530
Estee Lauder Cos., Inc. (The), Cl A		19,035		2,002,292
Hansen Natural Corp.*		12,502		1,012,037
Whole Foods Market, Inc.		27,550		1,748,047
				6,290,906
Energy (13.2%)
Apache Corp.		13,600		1,678,104
EOG Resources, Inc.		14,540		1,520,157
Halliburton Co.		60,900		3,105,900
Occidental Petroleum Corp.		21,460		2,232,698
Schlumberger Ltd.		23,010		1,988,064
				10,524,923
Financials (4.5%)
Capital One Financial Corp.		31,390		1,621,921
T. Rowe Price Group, Inc.		32,690		1,972,515
				3,594,436
Health Care (12.6%)
Agilent Technologies, Inc.*		40,290		2,059,222
AmerisourceBergen Corp.		57,161		2,366,465
Express Scripts, Inc.*		36,409		1,965,358
Intuitive Surgical, Inc.*		4,260		1,585,189
Pfizer, Inc.		101,600		2,092,960
				10,069,194
Industrials (13.9%)
Fluor Corp.		31,550		2,040,023
Joy Global, Inc.		17,955		1,710,034
Precision Castparts Corp.		12,975		2,136,334
Union Pacific Corp.		27,955		2,918,502
United Parcel Service, Inc., Cl B		31,560		2,301,671
				11,106,564

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Information Technology (33.4%)
Analog Devices, Inc.		72,150		2,823,951
Apple, Inc.*		14,350		4,816,864
ASML Holding NV NYS		26,645		984,799
Broadcom Corp., Cl A*		42,055		1,414,730
EMC Corp.*		95,520		2,631,576
F5 Networks, Inc.*		13,920		1,534,680
Intuit, Inc.*		31,395		1,628,145
Juniper Networks, Inc.*		81,265		2,559,848
Oracle Corp.		85,205		2,804,097
QUALCOMM, Inc.		54,590		3,100,166
Visa, Inc., Cl A		27,758		2,338,889
				26,637,745
Materials (3.6%)
Praxair, Inc.		26,325		2,853,367
Total Common Stocks (Cost $58,572,720)				80,991,788
Money Market Fund (0.7%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)		540,642		540,642
Total Money Market Fund (Cost $540,642)				540,642
Total Investments (Cost $59,113,362)(b) — 102.3%				81,532,430
Liabilities in excess of other assets — (2.3)%				(1,847,243	)
Net Assets — 100.0%			$	79,685,187

*	Non-income producing security.
(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

NYS      — New York Registered Shares

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Small Cap Growth Stock Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (99.0%)
Consumer Discretionary (15.2%)
ANN, Inc.*		183,160		4,780,476
AscenaRetail Group, Inc.*		147,495		5,022,205
Brunswick Corp.		140,130		2,858,652
California Pizza Kitchen, Inc.*		75,305		1,390,883
Chico’s FAS, Inc.		194,345		2,959,874
Cooper Tire & Rubber Co.		197,950		3,917,430
CROCS, Inc.*		111,660		2,875,245
Deckers Outdoor Corp.*		31,294		2,758,253
DSW, Inc., Cl A*(a)		73,875		3,738,814
Hibbett Sports, Inc.*		66,680		2,714,543
HomeAway, Inc.*		5,429		210,102
Life Time Fitness, Inc.*		95,855		3,825,573
Makemytrip Ltd.*(a)		66,973		1,640,839
Modine Manufacturing Co.*		126,970		1,951,529
Ruby Tuesday, Inc.*		320,975		3,460,111
Steven Madden Ltd.*		122,565		4,597,413
Tenneco, Inc.*		118,770		5,234,194
Ulta Salon Cosmetics & Fragrance, Inc.*		40,270		2,600,637
Valassis Communications, Inc.*(a)		151,585		4,593,025
Warnaco Group, Inc. (The)*		84,780		4,429,755
				65,559,553
Consumer Staples (2.3%)
Diamond Foods, Inc.(a)		54,039		4,125,337
Inter Parfums, Inc.		114,066		2,626,940
Nu Skin Enterprises, Inc., Cl A(a)		82,955		3,114,960
				9,867,237
Energy (7.7%)
Basic Energy Services, Inc.*		74,063		2,330,763
Berry Petroleum Co., Cl A		34,895		1,853,971
Bill Barrett Corp.*		54,917		2,545,403
Carrizo Oil & Gas, Inc.*		75,900		3,168,825
Gulfport Energy Corp.*		114,904		3,411,500
Lufkin Industries, Inc.		50,746		4,366,693
Oasis Petroleum, Inc.*		96,330		2,859,074
Pioneer Drilling Co.*		241,167		3,675,385
Stone Energy Corp.*		65,815		2,000,118
Western Refining, Inc.*(a)		167,415		3,025,189
World Fuel Services Corp.		108,051		3,882,273
				33,119,194

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Financials (7.5%)
Cardtronics, Inc.*		214,370		5,026,977
Cathay General Bancorp		132,530		2,172,167
Encore Capital Group, Inc.*		138,651		4,259,359
MB Financial, Inc.		163,600		3,147,664
PMI Group, Inc. (The)*		531,045		568,218
Portfolio Recovery Associates, Inc.*		64,260		5,448,605
Stifel Financial Corp.*		101,970		3,656,644
Webster Financial Corp.		93,845		1,972,622
Wintrust Financial Corp.(a)		65,235		2,099,262
World Acceptance Corp.*(a)		60,805		3,986,984
				32,338,502
Health Care (17.3%)
Bio-Reference Laboratories, Inc.*(a)		112,925		2,360,133
Catalyst Health Solutions, Inc.*		59,892		3,343,171
Cubist Pharmaceuticals, Inc.*		104,265		3,752,497
HealthSouth Corp.*		135,793		3,564,566
Healthspring, Inc.*		84,343		3,889,056
HeartWare International, Inc.*(a)		26,630		1,972,750
HMS Holdings Corp.*		42,635		3,277,353
ICON PLC SP ADR*		102,565		2,416,431
Impax Laboratories, Inc.*		120,827		2,632,820
Incyte Corp. Ltd.*(a)		126,250		2,391,175
Medicines Co. (The)*		127,365		2,102,796
Medicis Pharmaceutical Corp., CL A		41,090		1,568,405
Medidata Solutions, Inc.*		85,620		2,043,749
Merit Medical Systems, Inc.*		128,597		2,310,888
Momenta Pharmaceuticals, Inc.*(a)		124,000		2,413,040
Neogen Corp.*		69,315		3,133,731
NuVasive, Inc.*(a)		88,810		2,920,073
Onyx Pharmaceuticals, Inc.*		85,215		3,008,090
Par Pharmaceutical Cos., Inc.*		49,985		1,648,505
PSS World Medical, Inc.*		116,765		3,270,588
Quality Systems, Inc.(a)		37,260		3,252,798
Questcor Pharmaceuticals, Inc.*		141,795		3,417,260
Salix Pharmaceuticals Ltd.*		40,770		1,623,869
SonoSite, Inc.*		65,350		2,298,360
STERIS Corp.		100,100		3,501,498
Team Health Holdings, Inc.*		57,830		1,301,753
Viropharma, Inc.*		109,875		2,032,688
West Pharmaceutical Services, Inc.		64,490		2,822,082
				74,270,125
Industrials (17.9%)
AAR Corp.		113,235		3,067,536
Acacia Research — Acacia Technologies*		108,300		3,973,527
Actuant Corp.		165,065		4,428,694
Alaska Air Group, Inc.*		32,580		2,230,427
American Science & Engineering, Inc.		22,075		1,766,000
Barnes Group, Inc.		135,490		3,361,507
CIRCOR International, Inc.		68,831		2,948,032

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Corporate Executive Board Co. (The)		43,190		1,885,243
EnPro Industries, Inc.*		58,110		2,793,348
Forward Air Corp.		121,435		4,103,289
General Cable Corp.*		58,190		2,477,730
Hexcel Corp.*		274,350		6,005,521
Higher One Holdings, Inc.*		156,507		2,961,112
Hub Group, Inc., Cl A*		134,395		5,061,316
II-VI, Inc.*		147,630		3,779,328
InnerWorkings, Inc.*(a)		317,755		2,650,077
Kelly Services, Inc., Cl A*		84,107		1,387,765
Knight Transportation, Inc.		147,025		2,497,955
MasTec, Inc.*		126,220		2,489,058
MYR Group, Inc.*		75,930		1,776,762
Robbins & Myers, Inc.		69,720		3,684,702
RSC Holdings, Inc.*		352,850		4,220,086
Triumph Group, Inc.		28,060		2,794,215
UTi Worldwide, Inc.		108,695		2,140,205
Valmont Industries, Inc.		25,710		2,478,187
				76,961,622
Information Technology (25.6%)
Anixter International, Inc.		51,695		3,377,751
Ariba, Inc.*		106,590		3,674,157
Aruba Networks, Inc.*(a)		195,085		5,764,762
AsiaInfo Holdings, Inc.*(a)		179,730		2,976,329
Bottomline Technologies, Inc.*		101,740		2,513,995
BroadSoft, Inc.*(a)		73,925		2,818,760
Cavium, Inc.*(a)		97,130		4,233,897
Cirrus Logic, Inc.*		244,035		3,880,156
Coherent, Inc.*		75,160		4,154,093
Concur Technologies, Inc.*		67,850		3,397,249
Cymer, Inc.*		77,270		3,825,638
Finisar Corp.*		79,320		1,430,140
MICROS Systems, Inc.*		35,380		1,758,740
NETGEAR, Inc.*		133,065		5,817,602
NetSuite, Inc.*(a)		132,325		5,187,140
NIC, Inc.		157,440		2,119,142
Omnivision Technologies, Inc.*		97,565		3,396,238
OpenTable, Inc.*(a)		37,500		3,117,000
Radiant Systems, Inc.*		157,385		3,289,347
Responsys, Inc.*		13,136		232,901
RightNow Technologies, Inc.*		98,105		3,178,602
Sapient Corp.*		139,105		2,090,748
SAVVIS, Inc.*		116,385		4,600,699
Semtech Corp.*		120,515		3,294,880
SolarWinds, Inc.*		115,245		3,012,504
Stratasys, Inc.*		76,885		2,591,025
SuccessFactors, Inc.*		154,000		4,527,600
Taleo Corp., Cl A*		121,825		4,511,180
Tech Data Corp.*		58,465		2,858,354
TriQuint Semiconductor, Inc.*		444,980		4,534,346
Ultimate Software Group, Inc.*		57,965		3,155,035

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
VeriFone Systems, Inc.*		53,830		2,387,361
VistaPrint NV*		54,280		2,597,298
				110,304,669
Materials (5.5%)
AMCOL International Corp.		80,607		3,075,963
Arch Chemicals, Inc.		58,140		2,002,342
Buckeye Technologies, Inc.		103,970		2,805,110
Materion Corp.*(a)		69,905		2,584,388
PolyOne Corp.		286,525		4,432,542
Quaker Chemical Corp.		64,800		2,787,048
Rock-Tenn Co., Cl A		40,190		2,666,205
Zagg, Inc.*(a)		226,858		3,039,897
				23,393,495
Total Common Stocks (Cost $326,874,163)				425,814,397
Short-Term Investment (13.5%)
RidgeWorth Funds Securities Lending Joint Account(b)		58,179,687		58,179,687
Total Short-Term Investment (Cost $58,179,687)				58,179,687
Total Investments (Cost $385,053,850)(c) — 112.5%				483,994,084
Liabilities in excess of other assets — (12.5)%				(53,653,637	)
Net Assets — 100.0%			$	430,340,447

*	Non-income producing security.
(a)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $56,842,610.
(b)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(c)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

SP ADR — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Small Cap Value Equity Fund

	Shares or
	Principal
	Amount($)		Value($)
Common Stocks (95.3%)
Consumer Discretionary (13.4%)
Aaron’s, Inc.		412,150		11,647,359
Cracker Barrel Old Country Store, Inc.		207,500		10,231,825
Einstein Noah Restaurant Group, Inc.		257,100		3,848,787
Gafisa SA ADR		762,600		7,214,196
Guess?, Inc.		718,554		30,222,381
Hillenbrand, Inc.		108,400		2,563,660
Lithia Motors, Inc., Cl A		241,400		4,738,682
NutriSystem, Inc.		313,750		4,411,325
Rent-A-Center, Inc.		289,000		8,831,840
Scholastic Corp.		427,350		11,367,510
Sonic Automotive, Inc., Cl A		609,400		8,927,710
Thor Industries, Inc.		483,100		13,932,604
Wendy’s/Arby’s Group, Inc., Cl A		3,528,000		17,886,960
Wolverine World Wide, Inc.		636,450		26,571,788
				162,396,627
Consumer Staples (1.7%)
PriceSmart, Inc.		186,800		9,569,764
WD-40 Co.		269,850		10,534,944
				20,104,708
Energy (2.5%)
Bristow Group, Inc.		255,300		13,025,406
Tidewater, Inc.		317,200		17,068,532
				30,093,938
Financials (24.7%)
Advance America Cash Advance Centers, Inc.		1,067,450		7,354,731
Banco Latinoamericano de Expectaciones SA, Ser E		235,750		4,083,190
Bank of Hawaii Corp.		126,900		5,903,388
Campus Crest Communities, Inc. REIT		330,200		4,272,788
Cash America International, Inc.		894,450		51,761,821
Cash Store Financial Services, Inc. (The)		210,700		2,789,668
Compass Diversified Holdings		553,600		9,128,864
E-House China Holdings Ltd. ADS		759,100		7,446,771
Evercore Partners, Inc., Cl A		302,250		10,070,970
Federated Investors, Inc., Cl B		265,000		6,317,600
Hancock Holding Co.		573,874		17,778,617
Hanover Insurance Group, Inc. (The)		581,050		21,911,395
HCC Insurance Holdings, Inc.		872,400		27,480,600
JMP Group, Inc.		618,500		4,348,055
LaSalle Hotel Properties, REIT		435,600		11,473,704

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Mid-America Apartment Communities, Inc., REIT		177,700		11,989,419
Monmouth Real Estate Investment Corp., Cl A REIT		112,900		954,005
National Retail Properties, Inc. REIT		408,950		10,023,364
Oppenheimer Holdings, Inc., Cl A		173,870		4,904,873
StanCorp Financial Group, Inc.		489,000		20,630,910
Starwood Property Trust, Inc., REIT		440,800		9,040,808
Summit Hotel Properties, Inc., REIT		198,400		2,251,840
Tanger Factory Outlet Centers, Inc., REIT		342,400		9,166,048
Tower Group, Inc.		287,250		6,842,295
Trust Co Bank Corp. NY		353,600		1,732,640
UMB Financial Corp.		425,850		17,834,598
Washington Real Estate Investment Trust		326,150		10,606,398
				298,099,360
Health Care (6.4%)
Cooper Cos., Inc. (The)		543,596		43,074,547
Ensign Group, Inc.		234,200		7,117,338
Landauer, Inc.		102,900		6,337,611
Omnicare, Inc.		306,400		9,771,096
STERIS Corp.		324,957		11,366,996
				77,667,588
Industrials (27.7%)
A.O. Smith Corp.		564,175		23,864,602
ABM Industries, Inc.		512,100		11,952,414
Aceto Corp.		153,600		1,030,656
Brink’s Co. (The)		342,000		10,201,860
CIRCOR International, Inc.		180,500		7,730,815
Copa Holdings SA, Cl A		379,500		25,327,830
Crane Co.		250,000		12,352,500
Cubic Corp.		71,250		3,633,038
GATX Corp.		339,771		12,612,300
Gol Linhas Aereas Inteligentes SA ADR		844,150		10,256,422
Grupo Aeroportuario del Pacifico SA de CV SP ADR		356,176		14,588,969
Harsco Corp.		394,600		12,863,960
Herman Miller, Inc.		438,700		11,941,414
Interface, Inc., Cl A		2,062,371		39,948,126
John Beam Technologies Corp.		438,325		8,468,439
Lennox International, Inc.		199,400		8,588,158
LSI Industries, Inc.		175,365		1,392,398
Mine Safety Appliances Co.		38,900		1,452,526
Nordson Corp.		44,400		2,435,340
Progressive Waste Solutions Ltd.		1,430,950		35,630,655
Regal-Beloit Corp.		174,800		11,671,396
Robbins & Myers, Inc.		212,900		11,251,765
Ryder System, Inc.		221,100		12,569,535
Snap-on, Inc.		420,150		26,250,972
Tennant Co.		136,900		5,466,417
Viad Corp.		459,200		10,235,568
				333,718,075
Information Technology (7.5%)
Aixtron AG SP ADR		882,220		30,101,346

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Black Box Corp.		277,150		8,666,481
Broadridge Financial Solutions, Inc.		253,400		6,099,338
Cohu, Inc.		321,753		4,218,182
Comtech Telecommunications Corp.		341,200		9,567,248
Intersil Corp., Cl A		1,500,940		19,287,079
Plantronics, Inc.		343,050		12,531,616
				90,471,290
Materials (9.7%)
A. Schulman, Inc.		390,900		9,846,771
Buckeye Technologies, Inc.		345,000		9,308,100
Carpenter Technology Corp.		253,400		14,616,112
Cytec Industries, Inc.		187,000		10,694,530
Globe Specialty Metals, Inc.		565,400		12,676,268
Haynes International, Inc.		131,900		8,168,567
Olin Corp.		661,500		14,989,590
Sensient Technologies Corp.		241,465		8,951,108
Valspar Corp. (The)		760,150		27,411,009
				116,662,055
Utilities (1.7%)
Avista Corp.		277,550		7,130,259
California Water Service Group		426,600		7,981,686
Unisource Energy Corp.		157,000		5,860,810
				20,972,755
Total Common Stocks (Cost $953,211,951)				1,150,186,396
Money Market Fund (4.7%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)		56,011,186		56,011,186
Total Money Market Fund (Cost $56,011,186)				56,011,186
Total Investments (Cost $1,009,223,137)(b) — 100.0%				1,206,197,582
Other assets in excess of liabilities — 0.0%				170,882
Net Assets — 100.0%			$	1,206,368,464

(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

ADR       — American Depositary Receipt
ADS       — American Depositary Shares
REIT      — Real Estate Investment Trust
SP ADR — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Aggressive Growth Allocation Strategy

	Shares or
	Principal
	Amount($)		Value($)
Equity Funds (72.3%)(a)
RidgeWorth Aggressive Growth Stock Fund*		68,171		1,097,556
RidgeWorth International Equity Fund		98,654		1,174,970
RidgeWorth International Equity Index Fund		85,548		1,177,147
RidgeWorth Large Cap Core Growth Stock Fund		933		13,130
RidgeWorth Large Cap Growth Stock Fund		222,145		2,594,657
RidgeWorth Large Cap Quantitative Equity Fund		166,358		2,099,439
RidgeWorth Large Cap Value Equity Fund		326,382		4,357,202
RidgeWorth Mid-Cap Value Equity Fund		179,582		2,239,389
RidgeWorth Select Large Cap Growth Stock Fund*		80,383		2,589,129
RidgeWorth Small Cap Growth Stock Fund*		75,345		1,290,668
RidgeWorth Small Cap Value Equity Fund		87,209		1,283,709
Total Equity Funds (Cost $15,863,454)				19,916,996
Exchange Traded Funds (21.4%)
iShares Dow Jones U.S. Real Estate Index Fund		14,867		896,480
iShares MSCI Emerging Markets Index Fund		27,448		1,306,525
iShares Russell 2000 Index Fund		3,121		258,419
iShares S&P 500 Index Fund		24,084		3,189,203
Market Vectors Gold Miners Fund		4,651		253,898
Total Exchange Traded Funds (Cost $5,662,640)				5,904,525
Money Market Fund (6.1%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		1,667,957		1,667,957
Total Money Market Fund (Cost $1,667,957)				1,667,957
Total Investments (Cost $23,194,051) (c) — 99.8%				27,489,478
Other assets in excess of liabilities — 0.2%				58,069
Net Assets — 100.0%			$	27,547,547

*	Non-income producing security.
(a)	Affiliated investment. Investment is in I Shares.
(b)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(c)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Conservative Allocation Strategy

	Shares or
	Principal
	Amount($)		Value($)
Equity Funds (22.2%)(a)
RidgeWorth Aggressive Growth Stock Fund*		24,505		394,530
RidgeWorth International Equity Fund		35,453		422,251
RidgeWorth International Equity Index Fund		30,755		423,190
RidgeWorth Large Cap Core Growth Stock Fund		430		6,055
RidgeWorth Large Cap Growth Stock Fund		79,829		932,402
RidgeWorth Large Cap Quantitative Equity Fund		47,790		603,111
RidgeWorth Large Cap Value Equity Fund		117,299		1,565,939
RidgeWorth Mid-Cap Value Equity Fund		64,588		805,416
RidgeWorth Select Large Cap Growth Stock Fund*		28,870		929,913
RidgeWorth Small Cap Growth Stock Fund*		27,104		464,286
RidgeWorth Small Cap Value Equity Fund		31,360		461,626
Total Equity Funds (Cost $5,706,279)				7,008,719
Fixed Income Funds (63.0%)(a)
RidgeWorth Corporate Bond Fund		195,622		1,895,574
RidgeWorth High Income Fund		186,804		1,354,330
RidgeWorth Intermediate Bond Fund		834,916		8,758,272
RidgeWorth Seix Floating Rate High Income Fund		84,626		755,709
RidgeWorth Seix High Yield Fund		134,461		1,341,919
RidgeWorth Total Return Bond Fund		330,626		3,481,488
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		229,252		2,315,446
Total Fixed Income Funds (Cost $19,626,375)				19,902,738
Exchange Traded Funds (9.3%)
iShares Barclays 20+ Year Treasury Bond Fund		8,594		808,695
iShares Barclays U.S. Treasury Inflation Protected Securities Fund		259		28,656
iShares Dow Jones U.S. Real Estate Index Fund		5,337		321,821
iShares MSCI Emerging Markets Index Fund		9,858		469,241
iShares Russell 2000 Index Fund		1,127		93,316
iShares S&P 500 Index Fund		8,660		1,146,757
Market Vectors Gold Miners Fund		1,645		89,801
Total Exchange Traded Funds (Cost $2,886,259)				2,958,287
Money Market Fund (4.6%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		1,467,693		1,467,693
Total Money Market Fund (Cost $1,467,693)				1,467,693

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)	Value($)
Total Investments (Cost $29,686,606)(c) — 99.1%			31,337,437
Other assets in excess of liabilities — 0.9%			270,429
Net Assets — 100.0%		$	31,607,866

*	Non-income producing security.
(a)	Affiliated investment. Investment is in I Shares.
(b)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(c)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Growth Allocation Strategy

	Shares or
	Principal
	Amount($)		Value($)
Equity Funds (53.9%)(a)
RidgeWorth Aggressive Growth Stock Fund*		129,187		2,079,908
RidgeWorth International Equity Fund		187,098		2,228,333
RidgeWorth International Equity Index Fund		162,120		2,230,768
RidgeWorth Large Cap Core Growth Stock Fund		2,419		34,037
RidgeWorth Large Cap Growth Stock Fund		420,993		4,917,202
RidgeWorth Large Cap Quantitative Equity Fund		308,809		3,897,170
RidgeWorth Large Cap Value Equity Fund		618,546		8,257,589
RidgeWorth Mid-Cap Value Equity Fund		340,351		4,244,181
RidgeWorth Select Large Cap Growth Stock Fund*		152,345		4,907,020
RidgeWorth Small Cap Growth Stock Fund*		142,793		2,446,041
RidgeWorth Small Cap Value Equity Fund		165,270		2,432,774
Total Equity Funds (Cost $29,157,141)				37,675,023
Fixed Income Funds (23.9%)(a)
RidgeWorth Corporate Bond Fund		127,488		1,235,361
RidgeWorth High Income Fund		172,284		1,249,056
RidgeWorth Intermediate Bond Fund		517,547		5,429,063
RidgeWorth Seix Floating Rate High Income Fund		90,226		805,718
RidgeWorth Seix High Yield Fund		123,874		1,236,259
RidgeWorth Total Return Bond Fund		534,534		5,628,647
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		109,773		1,108,711
Total Fixed Income Funds (Cost $16,155,939)				16,692,815
Exchange Traded Funds (16.4%)
iShares Barclays 20+ Year Treasury Bond Fund		2,738		257,646
iShares Barclays U.S. Treasury Inflation Protected Securities Fund		371		41,047
iShares Dow Jones U.S. Real Estate Index Fund		28,170		1,698,651
iShares MSCI Emerging Markets Index Fund		52,005		2,475,438
iShares Russell 2000 Index Fund		5,914		489,679
iShares S&P 500 Index Fund		45,625		6,041,663
Market Vectors Gold Miners Fund		8,815		481,211
Total Exchange Traded Funds (Cost $10,988,599)				11,485,335
Money Market Fund (5.6%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		3,929,172		3,929,172
Total Money Market Fund (Cost $3,929,172)				3,929,172

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)	Value($)
Total Investments (Cost $60,230,851)(c) — 99.8%			69,782,345
Other assets in excess of liabilities — 0.2%			154,291
Net Assets — 100.0%		$	69,936,636

*	Non-income producing security.
(a)	Affiliated investment. Investment is in I Shares.
(b)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(c)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Moderate Allocation Strategy

	Shares or
	Principal
	Amount($)		Value($)
Equity Funds (38.7%)(a)
RidgeWorth Aggressive Growth Stock Fund*		205,269		3,304,839
RidgeWorth International Equity Fund		297,384		3,541,839
RidgeWorth International Equity Index Fund		257,596		3,544,523
RidgeWorth Large Cap Core Growth Stock Fund		3,149		44,312
RidgeWorth Large Cap Growth Stock Fund		668,917		7,812,952
RidgeWorth Large Cap Quantitative Equity Fund		494,860		6,245,135
RidgeWorth Large Cap Value Equity Fund		982,802		13,120,408
RidgeWorth Mid-Cap Value Equity Fund		540,771		6,743,412
RidgeWorth Select Large Cap Growth Stock Fund*		242,054		7,796,569
RidgeWorth Small Cap Growth Stock Fund*		226,880		3,886,455
RidgeWorth Small Cap Value Equity Fund		262,598		3,865,443
Total Equity Funds (Cost $46,360,537)				59,905,887
Fixed Income Funds (43.3%)(a)
RidgeWorth Corporate Bond Fund		515,154		4,991,838
RidgeWorth High Income Fund		697,390		5,056,075
RidgeWorth Intermediate Bond Fund		2,126,622		22,308,261
RidgeWorth Seix Floating Rate High Income Fund		364,341		3,253,567
RidgeWorth Seix High Yield Fund		501,561		5,005,580
RidgeWorth Total Return Bond Fund		2,059,931		21,691,073
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		467,507		4,721,823
Total Fixed Income Funds (Cost $65,022,945)				67,028,217
Exchange Traded Funds (12.4%)
iShares Barclays 20+ Year Treasury Bond Fund		13,512		1,271,479
iShares Barclays U.S. Treasury Inflation Protected Securities Fund		1,192		131,883
iShares Dow Jones U.S. Real Estate Index Fund		44,762		2,699,148
iShares MSCI Emerging Markets Index Fund		82,639		3,933,616
iShares Russell 2000 Index Fund		9,397		778,072
iShares S&P 500 Index Fund		72,447		9,593,432
Market Vectors Gold Miners Fund		14,007		764,642
Total Exchange Traded Funds (Cost $18,314,920)				19,172,272
Money Market Fund (4.9%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		7,463,505		7,463,505
Total Money Market Fund (Cost $7,463,505)				7,463,505

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)	Value($)
Total Investments (Cost $137,161,907)(c) — 99.3%			153,569,881
Other assets in excess of liabilities — 0.7%			1,147,074
Net Assets — 100.0%		$	154,716,955

*	Non-income producing security.
(a)	Affiliated investment. Investment is in I Shares.
(b)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(c)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Corporate Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Corporate Bonds (92.1%)
Aerospace/Defense (1.2%)
United Technologies Corp., 5.700%, 04/15/40		757,000		810,857
Banks (3.6%)
HSBC Bank PLC, 3.100%, 05/24/16(a)		416,000		413,250
HSBC Bank PLC, 3.500%, 06/28/15(a)		585,000		600,288
JPMorgan Chase & Co., 4.400%, 07/22/20		1,382,000		1,353,901
				2,367,439
Beverages (2.9%)
PepsiCo, Inc., 4.500%, 01/15/20		880,000		932,954
SABMiller PLC, 6.200%, 07/01/11(a)		1,012,000		1,012,000
				1,944,954
Biotechnology (0.5%)
Life Technologies Corp., 5.000%, 01/15/21		361,000		366,240
Chemicals (0.9%)
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21		601,000		610,653
Computers (0.4%)
Hewlett-Packard Co., 6.125%, 03/01/14		259,000		290,537
Cosmetics/Personal Care (1.1%)
Procter & Gamble Co. (The), 4.700%, 02/15/19		638,000		704,057
Diversified Financial Services (17.4%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(a)		707,000		692,327
CME Group, Inc., 5.750%, 02/15/14		1,176,000		1,306,236
ERAC USA Finance LLC, 5.800%, 10/15/12(a)		588,000		619,907
ERAC USA Finance LLC, 5.250%, 10/01/20(a)		1,095,000		1,161,456
Jefferies Group, Inc., 5.875%, 06/08/14		802,000		876,608
Jefferies Group, Inc., 8.500%, 07/15/19		658,000		778,207
Lazard Group LLC, 7.125%, 05/15/15		269,000		302,682
Lazard Group LLC, 6.850%, 06/15/17		1,545,000		1,703,889
MassMutual Global Funding LLC, 2.300%, 09/28/15(a)		843,000		843,089
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20		1,217,000		1,213,061
Toyota Motor Credit Corp., 3.200%, 06/17/15		724,000		752,461
Woodside Finance Ltd., 4.600%, 05/10/21(a)		1,389,000		1,363,269
				11,613,192
Electric (3.4%)
Alabama Power Co., 5.800%, 11/15/13		81,000		89,647
Georgia Power Co., 6.000%, 11/01/13		480,000		532,595
Oncor Electric Delivery Co. LLC, 5.250%, 09/30/40		435,000		416,253
Southern California Edison Co., 5.750%, 03/15/14		1,084,000		1,212,697
				2,251,192
Electrical Components & Equipment (1.3%)
Emerson Electric Co., 4.250%, 11/15/20		802,000		839,956

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Food (1.4%)
Kraft Foods, Inc., 6.500%, 02/09/40		606,000		673,129
Tesco PLC, 5.500%, 11/15/17(a)		220,000		248,799
				921,928
Insurance (4.4%)
Allied World Assurance Co. Holdings Ltd., 5.500%, 11/15/20		618,000		625,254
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(a)		532,000		515,353
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13		636,000		664,961
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(a)		994,000		1,131,060
				2,936,628
Machinery-Construction & Mining (1.3%)
Caterpillar, Inc., 5.200%, 05/27/41		855,000		855,080
Media (8.0%)
Comcast Corp., 6.450%, 03/15/37		375,000		401,083
NBC Universal, Inc., 4.375%, 04/01/21(a)		619,000		612,532
NBC Universal, Inc., 5.950%, 04/01/41(a)		962,000		978,250
News America, Inc., 6.150%, 03/01/37		765,000		774,930
Thomson Reuters Corp., 5.950%, 07/15/13		24,000		26,251
Time Warner Cable, Inc., 8.250%, 02/14/14		912,000		1,060,792
Time Warner Cable, Inc., 5.850%, 05/01/17		968,000		1,088,567
Time Warner, Inc., 4.875%, 03/15/20		18,000		18,640
Time Warner, Inc., 6.200%, 03/15/40		377,000		386,228
				5,347,273
Mining (2.4%)
Barrick International Barbados Corp., 6.350%, 10/15/36(a)		753,000		790,441
Barrick PD Australia Finance Property Ltd., 5.950%, 10/15/39		816,000		824,981
				1,615,422
Miscellaneous Manufacturer (2.5%)
Danaher Corp., 3.900%, 06/23/21		517,000		514,966
General Electric Co., 5.250%, 12/06/17		455,000		504,060
Siemens Financieringsmat, 6.125%, 08/17/26(a)		567,000		641,947
				1,660,973
Oil & Gas (4.9%)
Chevron Corp., 4.950%, 03/03/19		223,000		249,183
Ensco PLC, 4.700%, 03/15/21		757,000		764,708
Shell International Finance BV, 5.500%, 03/25/40		859,000		898,586
Statoil ASA, 3.125%, 08/17/17		1,344,000		1,355,767
				3,268,244
Oil & Gas Services (2.0%)
Baker Hughes, Inc., 5.125%, 09/15/40		526,000		509,403
Weatherford International Ltd., 5.125%, 09/15/20		273,000		278,739
Weatherford International Ltd., 6.500%, 08/01/36		499,000		514,727
				1,302,869
Pharmaceuticals (1.8%)
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36		322,000		352,815
Teva Pharmaceutical Finance II BV/III LLC, 3.000%, 06/15/15		823,000		846,873
				1,199,688
Pipelines (5.6%)
El Paso Natural Gas Co., 5.950%, 04/15/17		329,000		372,321
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20		355,000		397,404
Enbridge Energy Partners LP, 5.500%, 09/15/40		714,000		677,337
Energy Transfer Partners LP, 6.625%, 10/15/36		583,000		601,555
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @100		722,000		699,705

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Rockies Express Pipeline LLC, 6.850%, 07/15/18(a)		251,000		281,430
Southern Natural Gas Co., 5.900%, 04/01/17(a)		39,000		44,329
TC Pipelines LP, 4.650%, 06/15/21		611,000		607,719
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18		65,000		73,603
				3,755,403
Real Estate Investment Trusts (4.4%)
BioMed Realty LP, 3.850%, 04/15/16		648,000		653,113
Digital Realty Trust LP, 5.875%, 02/01/20		994,000		1,042,118
Healthcare Realty Trust, Inc., 6.500%, 01/17/17		1,116,000		1,242,244
				2,937,475
Retail (2.6%)
Family Dollar Stores, Inc., 5.000%, 02/01/21		566,000		555,064
Wesfarmers Ltd., 6.998%, 04/10/13(a)		1,102,000		1,206,581
				1,761,645
Semiconductors (0.4%)
Analog Devices Inc., 3.000%, 04/15/16		237,000		242,855
Software (2.4%)
Fiserv, Inc., 4.750%, 06/15/21		677,000		673,376
Microsoft Corp., 4.000%, 02/08/21		880,000		896,989
				1,570,365
Telecommunication Services (12.3%)
AT&T, Inc., 5.100%, 09/15/14		1,171,000		1,286,861
AT&T, Inc., 6.450%, 06/15/34		313,000		334,108
British Telecommunications PLC, 5.950%, 01/15/18		1,080,000		1,192,841
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17(a)		1,884,000		2,039,430
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14		784,000		864,148
CenturyLink, Inc., 6.450%, 06/15/21		777,000		768,118
Juniper Networks, Inc., 4.600%, 03/15/21		247,000		252,648
Verizon Communications, Inc., 5.550%, 02/15/16		1,155,000		1,301,133
Verizon Communications, Inc., 5.850%, 09/15/35		120,000		123,470
				8,162,757
Trucking & Leasing (3.0%)
Aviation Capital Group, 7.125%, 10/15/20(a)		1,928,000		1,991,720
Total Corporate Bonds (Cost $58,719,583)				61,329,402
Money Market Fund (6.5%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		4,342,893		4,342,893
Total Money Market Fund (Cost $4,342,893)				4,342,893
Total Investments (Cost $63,062,476)(c) — 98.6%				65,672,295
Other assets in excess of liabilities — 1.4%				933,890
Net Assets — 100.0%			$	66,606,185

(a)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 25.8% of net assets as of June 30, 2011.
(b)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(c)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Georgia Tax-Exempt Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Municipal Bonds (97.0%)
Georgia (88.1%)
Association County Commissioners of Georgia Leasing Program, Georgia Public Purpose Project, COP, 5.250%, 04/01/21, Callable 04/01/14 @ 102, XLCA		2,680,000		2,837,745
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/27		1,885,000		2,021,418
Athens-Clarke County Unified Government Development Authority, Catholic Health East, RB, 6.250%, 11/15/32, Callable 05/15/19 @ 100		1,485,000		1,593,524
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.500%, 01/01/38, Callable 01/01/19 @ 100		4,000,000		4,208,120
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.625%, 01/01/33, Callable 01/01/19 @ 100		3,000,000		3,206,970
Atlanta Airport Passenger Facility Charge, Ser B, RB, 5.000%, 01/01/21, Callable 01/01/20 @ 100		2,000,000		2,180,580
Atlanta Airport Passenger Facility Charge, Ser J, RB, 5.000%, 01/01/34, Callable 01/01/15 @ 100, AGM		6,500,000		6,422,130
Atlanta Airport Project, Ser A, RB, 5.375%, 01/01/19, Callable 07/01/14 @ 100 AGM, AMT		5,000,000		5,259,200
Atlanta Airport Project, Ser B, RB, 6.000%, 01/01/18, Callable 08/15/11 @ 100.5 NATL-RE/FGIC, AMT		2,150,000		2,165,115
Atlanta Airport Project, Ser C, RB, 5.000%, 01/01/19		1,000,000		1,113,570
Brunswick Water & Sewer, Refunding & Improvement Project, RB, 6.100%, 10/01/14, NATL-RE, ETM		1,000,000		1,108,100
Carroll County School District, GO, 5.000%, 04/01/20		1,720,000		2,011,144
Carroll County School District, GO, 5.000%, 04/01/21		940,000		1,098,597
Carroll County Water Authority, Water & Sewer, RB, 5.250%, 07/01/22, Callable 07/01/15 @ 100, AGM		1,000,000		1,078,940
Central Valdosta Development Authority, Lowndes County Judicial Project, RB, 5.250%, 06/01/21, Callable 06/01/13 @ 102, XLCA/County Guaranteed		1,885,000		2,006,356
Cherokee County Georgia Resource Recovery Development Authority, Solid Waste Disposal, RB, 5.000%, 07/01/37, Callable 07/01/17 @ 100, AMBAC/County Guaranteed, AMT		1,000,000		948,470
Cobb County Development Authority, Solid Waste Disposal, Georgia Waste Management Project, Ser A, RB, 5.000%, 04/01/33, Callable 04/01/16 @ 101, AMT		1,000,000		907,710
DeKalb County Government Authority Water & Sewerage, Ser B, RB, 5.250%, 10/01/24		1,100,000		1,181,037
DeKalb County Hospital Authority, De Kalb Medical Center, Inc. Project, RB, 6.125%, 09/01/40, Callable 09/01/20 @ 100		4,080,000		3,911,414
DeKalb County Transportation, Parks and Greenspace, GO, 5.000%, 12/01/17, Callable 12/01/15 @ 100		3,820,000		4,018,258
DeKalb Private Hospital Authority, Children’s Healthcare of Atlanta, Inc., RB, 5.000%, 11/15/29, Callable 11/15/19 @ 100		6,300,000		6,424,866
Douglasville-Douglas County Water & Sewer Authority, RB, 5.625%, 06/01/15, AMBAC		675,000		721,224
Downtown Smyrna Development Authority, RB, 5.250%, 02/01/28		1,000,000		1,127,930
Forsyth County, GO, 5.000%, 03/01/25, Callable 03/01/19 @ 100		6,825,000		7,530,773
Forsyth County Hospital Authority, Baptist Health Care System Project, RB, 6.375%, 10/01/28, ETM		1,000,000		1,251,290
Forsyth County School District, GO, 5.000%, 02/01/23, Callable 02/01/15 @ 100, NATL-RE		3,000,000		3,244,050

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.500%, 10/01/17, Callable 04/01/12 @ 100		1,750,000		1,778,630
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/22, Callable 05/01/14 @ 100, NATL-RE		2,370,000		2,506,370
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/27, Callable 05/01/14 @ 100, NATL-RE		3,375,000		3,461,366
Fulton County Development Authority, Robert Woodruff Arts Center, Inc., Ser B, RB, 5.250%, 03/15/24, Callable 03/15/19 @ 100		1,300,000		1,321,970
Georgia Municipal Electric Power Authority, RB, ETM, 8.000%, 01/01/15, Callable 09/26/11 @ 100		1,900,000		2,267,593
Georgia State, Ser B, GO, 5.000%, 07/01/24		3,000,000		3,346,350
Georgia State Higher Education Facilities Authority, USG Real Estate Foundation I LLC, RB, 6.000%, 06/15/34, Callable 06/15/18 @ 100		1,065,000		1,116,077
Georgia State Road & Tollway Authority, Ser B, RB, 5.000%, 10/01/19		4,450,000		5,317,661
Georgia State Road & Tollway Authority, Ser B, RB, 5.000%, 10/01/20		3,000,000		3,589,980
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.000%, 08/01/20, Callable 08/01/18 @ 100		425,000		447,525
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.500%, 08/01/28, Callable 08/01/18 @ 100		1,800,000		1,811,448
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.625%, 08/01/34, Callable 08/01/18 @ 100		2,000,000		1,996,040
Gwinnett County Development Authority, Public Schools Project, COP, 5.250%, 01/01/21, Prerefunded 01/01/2014 @ 100, NATL-RE		2,910,000		3,240,227
Gwinnett County School District, GO, 5.000%, 02/01/20		1,235,000		1,472,009
Gwinnett County School District, GO, 5.000%, 02/01/21		2,400,000		2,866,104
Gwinnett County School District, GO, 5.000%, 02/01/26, Prerefunded 02/01/18 @ 100		1,500,000		1,791,480
Gwinnett County School District, GO, 5.000%, 02/01/32, Callable 02/01/18 @ 100		1,745,000		1,828,620
Henry County Water & Sewerage Authority, RB, 5.000%, 02/01/25, Callable 02/01/21 @ 100		1,000,000		1,108,170
Henry County Water & Sewerage Authority, RB, 6.150%, 02/01/20, AMBAC		2,100,000		2,530,479
Lincoln County School District, GO, 5.500%, 04/01/37, Callable 04/01/19 @ 100, State Aid Withholding		1,000,000		1,077,650
Macon-Bibb County Hospital Authority, The Medical Center of Central Georgia, Inc., RB, 5.000%, 08/01/32, Callable 08/01/19 @ 100		3,195,000		3,149,823
Marietta, GO, 5.000%, 01/01/30, Callable 01/01/20 @ 100		1,500,000		1,599,420
Milledgeville & Baldwin County Development Authority, Georgia College & State University Foundation, RB, 6.000%, 09/01/33, Prerefunded 09/01/14 @ 101		2,355,000		2,756,857
Municipal Electric Authority of Georgia, Ser A, RB, 5.000%, 01/01/21		1,000,000		1,117,800
Newnan Hospital Authority, Newnan Hospital Project, RB, 5.500%, 01/01/16, Prerefunded 01/01/13 @ 100, NATL-RE		1,435,000		1,544,993
Newnan Hospital Authority, Newnan Hospital Project, RB, 5.500%, 01/01/17, Prerefunded 01/01/13 @ 100, NATL-RE		2,220,000		2,390,163
Private Colleges & Universities Authority, Emory University, Ser B, RB, 5.000%, 09/01/29, Callable 09/01/19 @ 100		3,000,000		3,215,790
Private Colleges & Universities Authority, Emory University, Ser C, RB, 5.250%, 09/01/39		2,000,000		2,097,280
Richmond County Hospital Authority, University Health Services, Inc. Project, RB, 5.250%, 01/01/29, Callable 01/01/19 @ 100		2,250,000		2,202,120
Thomasville Hospital Authority, John D. Archhold Memorial Hospital, RB, 5.375%, 11/01/40, Callable 11/01/20 @ 100		3,510,000		3,300,558
Walton County School District, Ser A, GO, 5.000%, 08/01/21, Callable 08/01/15 @ 100, NATL-RE		2,575,000		2,765,241
				140,594,325
Puerto Rico (8.9%)
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Ser CC, RB, 5.500%, 07/01/30		5,685,000		5,731,788
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/27, Callable 08/01/19 @ 100		1,965,000		2,011,688

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/57, Callable 08/01/17 @ 100		1,600,000		1,595,504
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.500%, 08/01/28, Callable 08/01/19 @ 100		2,300,000		2,378,706
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 6.000%, 08/01/42, Callable 08/01/19 @ 100		2,335,000		2,430,338
				14,148,024
Total Municipal Bond (Cost $150,837,862)				154,742,349
Money Market Fund (1.6%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.11%(a)		2,588,718		2,588,718
Total Money Market Fund (Cost $2,588,718)				2,588,718
Total Investments (Cost $153,426,580)(b) — 98.6%				157,331,067
Other assets in excess of liabilities — 1.4%				2,245,380
Net Assets — 100.0%			$	159,576,447

(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

AGM	— Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC	— Security guaranteed by American Municipal Bond Assurance Corporation
AMT	— Income subject to Alternative Minimum Tax
COP	— Certificate of Participation
ETM	— Escrowed to Maturity
FGIC	— Security guaranteed by Financial Guaranty Insurance Company
GO	— General Obligation
NATL-RE	— Reinsurance provided by National Public Finance Guarantee Corporation
RB	— Revenue Bond
XLCA	— Security guaranteed by XL Capital Assurance, Inc.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

High Grade Municipal Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Municipal Bonds (86.4%)
Alabama (4.0%)
Birmingham Special Care Facilities Financing Authority Health Care Facilities, Children’s Hospital of Alabama, RB, 6.000%, 06/01/39, Callable 06/01/19 @ 100, AGC		2,000,000		2,126,160
Alaska (6.4%)
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23, Callable 09/01/19 @ 100, AGC		1,000,000		1,130,370
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, Callable 09/01/19 @ 100, AGC		2,000,000		2,249,600
				3,379,970
California (4.2%)
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100		2,000,000		2,221,860
Connecticut (2.1%)
Connecticut State, Ser B, GO, 5.000%, 06/01/17, NATL-RE		1,000,000		1,095,900
District of Columbia (4.2%)
District of Columbia, Income Tax, Ser A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100		2,000,000		2,217,120
Florida (4.1%)
Miami Parking Facilities Authority, RB, 5.250%, 10/01/15, NATL-RE		1,000,000		1,113,680
Osceola County Tourist Development Tax Authority, Ser A, RB, 5.500%, 10/01/15, Callable 10/01/12 @ 100, NATL-RE/FGIC		1,000,000		1,043,630
				2,157,310
Georgia (7.0%)
Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.750%, 10/01/36, Callable 04/01/21 @ 100		1,250,000		1,291,337
Georgia State Road & Tollway Authority, Ser A, RB, 5.000%, 03/01/20		2,000,000		2,385,240
				3,676,577
Idaho (5.2%)
Idaho Health Facilities Authority, Ser A, RB, 6.750%, 11/01/37, Callable 11/01/18 @ 100		2,500,000		2,717,725
Illinois (2.0%)
University of Illinois, Auxiliary Facilities System, Ser A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100		1,000,000		1,041,110
Kansas (3.0%)
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38, Callable 11/15/19 @ 100		1,500,000		1,582,410
Maine (5.1%)
Maine State Turnpike Authority, RB, 6.000%, 07/01/38, Callable 07/01/19 @ 100		2,500,000		2,711,225
Maryland (2.0%)
Baltimore, Ser A, RB, 5.000%, 07/01/41		1,000,000		1,036,650
Massachusetts (2.3%)
Massachusetts Bay Transportation Authority, Ser B, RB, 5.250%, 07/01/20		1,000,000		1,186,770
Michigan (3.8%)
Lansing Board of Water & Light, Ser A, RB, 5.000%, 07/01/37		2,000,000		2,009,380

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
New Jersey (6.1%)
New Jersey Educational Facilities Authority, Higher Education Capital Improvement Fund, Ser A, RB, 5.000%, 09/01/16, Callable 09/01/15 @ 100, AGM		1,000,000		1,088,560
New Jersey State Transportation Trust Fund Authority, Transportation System, Ser A, RB, 6.000%, 12/15/38, Prerefunded 12/15/18 @ 100		1,955,000		2,098,047
				3,186,607
New York (6.0%)
Erie County Industrial Development Agency, City School District Buffalo, Ser A, RB, 5.750%, 05/01/29, Callable 05/01/18 @ 100, BHAC		1,000,000		1,095,570
Port Authority of New York & New Jersey, AMT, RB, 5.000%, 09/15/24, GO OF AUTH		1,000,000		1,034,060
Port Authority of New York & New Jersey, AMT, RB, 5.000%, 09/15/25, GO OF AUTH		1,000,000		1,027,810
				3,157,440
Ohio (2.1%)
Ohio State Building Authority, RB, 5.000%, 04/01/17, AGM		1,000,000		1,101,360
Texas (13.0%)
Austin, Ser 2005, GO, 5.000%, 09/01/19, NATL-RE		1,000,000		1,106,500
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD		4,000,000		4,638,240
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Ser B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100		1,000,000		1,108,110
				6,852,850
Virginia (0.3%)
Virginia Commonwealth Transportation Board, RB, 5.000%, 05/15/34, ST APPROP		135,000		142,088
Washington (3.5%)
Seattle Washington Municipal Light & Power, RB, 5.750%, 04/01/29, Callable 04/01/19 @ 100, BHAC		1,635,000		1,836,743
Total Municipal Bond (Cost $43,166,250)				45,437,255
Money Market Fund (12.8%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.11%(a)		6,713,625		6,713,625
Total Money Market Fund (Cost $6,713,625)				6,713,625
Total Investments (Cost $49,879,875)(b) — 99.2%				52,150,880
Other assets in excess of liabilities — 0.8%				423,506
Net Assets — 100.0%			$	52,574,386

(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

AGC	— Security guaranteed by Assured Guaranty Corporation
AGM	— Security guaranteed by Assured Guaranty Municipal Corporation
AMT	— Income subject to Alternative Minimum Tax
BHAC	— Security guaranteed by Berkshire Hathaway Assurance Corporation
FGIC	— Security guaranteed by Financial Guaranty Insurance Company
GO	— General Obligation
GO OF AUTH	— General Obligation of Authority
NATL-RE	— Reinsurance provided by National Public Finance Guarantee Corporation
PSF-GTD	— Security guaranteed by Permanent School Fund Guarantee Program
RB	— Revenue Bond
ST APPROP	— State Appropriation

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

High Income Fund

	Shares or
	Principal
	Amount($)		Value($)
Bank Loans (4.0%)
Aerospace/Defense (0.3%)
Hawker Beechcraft Acquisition Co. LLC, 2.186%-2.246%, 03/26/14(a)(b)		905,621		761,292
Hawker Beechcraft Acquisition Co. LLC, 2.246%, 03/26/14(a)(b)		56,001		47,077
Hawker Beechcraft Acquisition Co. LLC, 10.500%, 03/26/14(a)(b)		790,000		794,147
				1,602,516
Diversified Financial Services (0.3%)
American Capital Holdings, Inc., 7.500%, 12/31/13(a)(b)		598,044		599,043
East Valley Tourist Development Authority, 1st Lien Term Loan, 12.000%, 08/06/12(b)(c)(d)(e)		773,487		632,326
				1,231,369
Energy (2.1%)
Aventine Renewable Energy Holdings, Inc., Term Loan B, 10.500%, 12/21/15(a)(b)		10,852,989		10,491,259
Media (0.4%)
Tribune Co., Term Loan B, 5.250%, 06/04/14(a)(b)		3,000,000		2,027,250
Telecommunication Services (0.9%)
Intelsat Jackson Holdings SA, Term Loan B, 5.250%, 04/02/18(a)(b)		2,000,000		2,004,160
Level 3 Financing, Inc., 04/21/12(a)(g)(h)		1,925,000		1,925,000
Vonage Holdings Corp., Term Loan B, 9.750%, 12/08/15(a)(b)		650,000		652,437
				4,581,597
Total Bank Loans (Cost $20,307,773)				19,933,991
Corporate Bonds (80.4%)
Advertising (0.8%)
Affinion Group, Inc., 7.875%, 12/15/18, Callable 12/15/14 @ 103.94(a)		1,230,000		1,150,050
Affinion Group, Inc., 11.500%, 10/15/15, Callable 09/02/11 @ 105.75		1,500,000		1,548,750
Checkout Holding Corp., 0.000%, 11/15/15, Callable 09/02/11 @ 64.40(a)		1,890,000		1,211,963
				3,910,763
Aerospace/Defense (0.8%)
Ducommun, Inc., 9.750%, 07/15/18, Callable 07/15/15 @ 104.88(a)		1,080,000		1,109,700
Kratos Defense & Security Solutions, Inc., 10.000%, 06/01/17, Callable 06/01/14 @ 105(a)		1,700,000		1,793,500
Triumph Group, Inc., 8.625%, 07/15/18, Callable 07/15/14 @ 104.31		1,200,000		1,315,500
				4,218,700
Airlines (2.9%)
Air Canada Inc., 9.250%, 08/01/15, Callable 08/01/12 @106.94(a)		1,000,000		1,023,750
American Airlines, Inc., 7.500%, 03/15/16, Callable 03/15/13 @105.62(a)(i)		6,665,000		6,531,700
Delta Air Lines, Inc., 9.500%, 09/15/14, Callable 9/15/11 @107.12(a)(j)		2,425,000		2,585,656
Delta Air Lines, Inc., 12.250%, 03/15/15, Callable 03/15/12 @ 108.81(a)		1,185,000		1,312,388
Delta Air Lines, Inc., Ser 011B, 7.711%, 09/18/11		905,000		914,050
United Air Lines, Inc., 12.000%, 11/01/13, Callable 2/01/12 @109(a)(j)		2,000,000		2,145,000
				14,512,544
Auto Manufacturers (0.6%)
Chrysler Group LLC, 8.000%, 06/15/19, Callable 06/15/15 @ 104.00(a)		1,000,000		982,500

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Chrysler Group LLC, 8.250%, 06/15/21, Callable 06/15/16 @ 104.13(a)		900,000		882,000
Motors Liquidation Co., 7.200%, 01/15/49(i)		17,182,000		429,550
Motors Liquidation Co., 8.375%, 07/15/49(i)		36,800,000		920,000
				3,214,050
Auto Parts & Equipment (1.7%)
Delphi Corp., 5.875%, 05/15/19, Callable 05/15/14 @ 104.41(a)		2,120,000		2,077,600
Delphi Corp., 6.125%, 05/15/21, Callable 05/15/16 @ 103.06(a)(i)		1,885,000		1,861,437
Exide Technologies, 8.625%, 02/01/18, Callable 02/01/15 @ 104.31(a)		1,190,000		1,237,600
Tower Automotive Holdings USA LLC / TA Holdings Finance, Inc., 10.625%, 09/01/17, Callable 09/01/14 @ 105.31(a)		540,000		581,850
Visteon Corp., 6.750%, 04/15/19, Callable 04/15/14 @105.06(a)		2,700,000		2,605,500
				8,363,987
Banks (2.9%)
Ally Financial, Inc., 8.000%, 11/01/31(j)		1,025,000		1,109,562
CapitalSource, Inc., 12.750%, 07/15/14(a)		585,000		704,925
CIT Group, Inc., 7.000%, 05/01/14, Callable 09/02/11 @ 102(i)		142,206		143,984
CIT Group, Inc., 7.000%, 05/01/15, Callable 09/02/11 @ 102		550,000		550,688
CIT Group, Inc., 7.000%, 05/01/17, Callable 09/02/11 @ 102(j)		10,490,000		10,463,775
Provident Funding Associates LP / PFG Finance Corp., 10.125%, 02/15/19, Callable 02/15/15 @ 105.06(a)		1,645,000		1,669,675
				14,642,609
Building Materials (0.4%)
USG Corp., 7.750%, 01/15/18		1,135,000		1,117,975
USG Corp., 8.375%, 10/15/18, Callable 10/15/14 @ 104.19(a)		855,000		842,175
				1,960,150
Chemicals (1.1%)
Chemtura Corp., 7.875%, 09/01/18, Callable 9/01/14 @ 103.94		680,000		712,300
INEOS Finance PLC, 9.000%, 05/15/15, Callable 05/15/13 @ 104.50(a)		480,000		504,000
Kinove German Bondco GmbH, 9.625%, 06/15/18, Callable 06/15/14 @ 107.22(a)		1,300,000		1,355,250
Rain CII Carbon LLC, 8.000%, 12/01/18, Callable 12/01/14 @ 104(a)		1,500,000		1,597,500
Vertellus Specialties, Inc., 9.375%, 10/01/15, Callable 04/01/13 @ 104.69(a)(i)		1,500,000		1,552,500
				5,721,550
Coal (0.9%)
Arch Coal, Inc., 7.000%, 06/15/19, Callable 06/15/15 @ 103.50(a)		2,220,000		2,214,450
Arch Coal, Inc., 7.250%, 06/15/21, Callable 06/15/16 @ 103.63(a)		2,220,000		2,222,775
				4,437,225
Commercial Services (0.8%)
Avis Budget Car Rental LLC, 9.625%, 03/15/18, Callable 03/15/14 @ 104.81		660,000		704,550
iPayment, Inc., 10.250%, 05/15/18, Callable 05/15/15 @ 105.13(a)		325,000		319,313
National Money Mart Co., 10.375%, 12/15/16, Callable 12/15/13 @ 105.19		155,000		170,113
PHH Corp., 9.250%, 03/01/16		935,000		1,022,656
Speedy Cash, Inc., 10.750%, 05/15/18, Callable 05/15/15 @ 105.38(a)		1,635,000		1,671,787
				3,888,419
Cosmetics/Personal Care (0.2%)
Revlon Consumer Products Corp., 9.750%, 11/15/15, Callable 11/15/12 @ 104.88		815,000		876,125
Diversified Financial Services (4.3%)
American General Finance Corp., Ser H, 5.375%, 10/01/12		205,000		203,975
Community Choice Financial, Inc., 10.750%, 05/01/19, Callable 05/01/15 @ 105.38(a)		1,885,000		1,913,275
E*Trade Financial Corp., 6.750%, 06/01/16		530,000		519,400
E*Trade Financial Corp. PIK, 12.500%, 11/30/17, Callable 11/30/12 @ 112.50		3,296,000		3,856,320
FireKeepers Development Authority, 13.875%, 05/01/15, Callable 05/01/12 @ 110.50(a)		1,680,000		1,940,400
Icahn Enterprises Finance Corp., 8.000%, 01/15/18, Callable 01/15/14 @ 104		4,385,000		4,450,775
International Lease Finance Corp., 6.250%, 05/15/19		2,380,000		2,325,419
International Lease Finance Corp., 8.250%, 12/15/20		2,330,000		2,516,400

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
International Lease Finance Corp., 8.750%, 03/15/17		1,145,000		1,252,344
Northern Tier Energy LLC / Norther Tier Finance Corp., 10.500%, 12/01/17, Callable 12/01/13 @ 107.88(a)		1,330,000		1,466,325
Provident Funding Association LP, 10.250%, 04/15/17, Callable 04/15/14 @ 105.13(a)		440,000		481,800
Regions Financial Corp., 5.750%, 06/15/15		630,000		620,550
				21,546,983
Electric (9.7%)
Calpine Corp., 7.875%, 07/31/20, Callable 7/31/15 @ 103.94(a)		1,540,000		1,609,300
Edison Mission Energy, 7.200%, 05/15/19		2,235,000		1,776,825
Edison Mission Energy, 7.750%, 06/15/16(i)		8,150,000		7,335,000
Energy Future Holdings Corp., 10.000%, 01/15/20, Callable 01/15/15 @ 105		500,000		530,730
GenOn Energy, Inc., 9.500%, 10/15/18(i)		3,950,000		4,108,000
GenOn Energy, Inc., 9.875%, 10/15/20, Callable 10/15/15@104.94(i)		3,315,000		3,464,175
Midwest Generation LLC, Ser B, 8.560%, 01/02/16		753,915		772,763
NRG Energy, Inc., 7.625%, 01/15/18(a)(j)		7,065,000		7,082,663
NRG Energy, Inc., 7.625%, 05/15/19, Callable 05/15/14 @ 103.81(a)		2,375,000		2,363,125
NRG Energy, Inc., 7.875%, 05/15/21, Callable 05/15/16 @ 103.94(a)		9,490,000		9,466,275
Sithe/Independence Funding Corp., Ser A, 9.000%, 12/30/13		117,280		119,982
Texas Competitive Electric Holdings Co. LLC, 11.500%, 10/01/20, Callable 04/01/16 @ 105.75(a)		10,645,000		10,458,712
				49,087,550
Electronics (0.1%)
Viasystems Group, Inc., 12.000%, 01/15/15, Callable 07/15/12 @ 106(a)		250,000		274,375
Energy-Alternate Sources (0.3%)
First Wind Capital LLC, 10.250%, 06/01/18, Callable 06/01/14 @ 107.69(a)		1,600,000		1,616,000
Engineering & Construction (0.2%)
Aguila 3 S.A., 7.875%, 01/31/18, Callable 01/31/14 @ 105.91(a)		875,000		880,469
Entertainment (1.8%)
Diamond Resorts Corp., 12.000%, 08/15/18, Callable 08/15/14 @ 106(a)		4,720,000		5,003,200
Marina District Finance Co., Inc., 9.500%, 10/15/15, Callable 10/15/13 @ 104.75(a)(i)		295,000		306,800
Marina District Finance Co., Inc., 9.875%, 08/15/18, Callable 08/15/14 @ 104.94(a)(i)		400,000		415,000
Pinnacle Entertainment, Inc., 8.750%, 05/15/20, Callable 05/15/15 @ 104.38(i)		750,000		785,625
Regal Entertainment Group, 9.125%, 08/15/18, Callable 08/15/14 @ 104.56		2,500,000		2,587,500
				9,098,125
Environmental Control (0.2%)
EnergySolutions, Inc., 10.750%, 08/15/18, Callable 08/15/14 @ 105.38		1,100,000		1,160,500
Food (0.5%)
JBS USA Finance, Inc., 7.250%, 06/01/21, Callable 06/01/15 @ 105.44(a)		2,750,000		2,674,375
Forest Products&Paper (0.4%)
NewPage Corp., 10.000%, 05/01/12, Callable 08/29/11 @ 100		1,615,000		484,500
Verso Paper Holdings LLC / Verso Paper, Inc., 8.750%, 02/01/19, Callable 02/01/15 @ 104.38(a)(i)		1,695,000		1,508,550
				1,993,050
Gas (0.3%)
Sabine Pass LNG LP, 7.500%, 11/30/16		1,565,000		1,604,125
Healthcare — Products (1.3%)
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25(a)		2,615,000		2,523,475
Rotech Healthcare, Inc., 10.750%, 10/15/15, Callable 04/15/13 @ 105.38		3,815,000		4,148,812
				6,672,287
Healthcare — Services (4.2%)
American Renal Holdings Co., Inc., 8.375%, 05/15/18, Callable 05/15/13 @ 104.19		2,335,000		2,378,781
Apria Healthcare Group, Inc., 11.250%, 11/01/14, Callable 11/01/11 @ 105.62		500,000		517,500
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 09/02/11 @ 104.44		2,460,000		2,533,800

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Gentiva Health Services, Inc., 11.500%, 09/01/18, Callable 09/01/14 @ 105.75		250,000		263,750
inVentiv Health, Inc., 10.000%, 08/15/18, Callable 08/15/14 @ 105(a)(g)		3,550,000		3,372,500
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19(a)		2,100,000		2,089,500
MedImpact Holdings, Inc., 10.500%, 02/01/18, Callable 02/01/15 @ 105.25(a)		7,270,000		7,560,800
Symbion, Inc., 8.000%, 06/15/16, Callable 06/15/14 @ 104.00(a)		660,000		645,150
Vanguard Health Systems, Inc., 0.000%, 02/01/16, Callable 02/01/13 @ 77.52		2,445,000		1,610,644
				20,972,425
Holding Companies-Divers (0.1%)
Atlantic Broadband Finance LLC, 9.375%, 01/15/14, Callable 09/26/11 @ 101.56		725,000		736,781
Insurance (1.1%)
American International Group, Inc., 8.175%, 05/15/68, Callable 05/15/38 @ 100(b)		300,000		327,780
Genworth Financial, Inc., 6.150%, 11/15/66, Callable 11/15/16 @ 100(b)		1,530,000		1,113,075
Hartford Financial Services Group, Inc., 8.125%, 06/15/68, Callable 06/15/18 @ 100(b)		540,000		581,850
Lincoln National Corp., 6.050%, 04/20/67, Callable 04/20/17 @ 100(b)		425,000		409,063
MBIA, Inc., 5.700%, 12/01/34		2,025,000		1,274,980
MBIA, Inc., 6.625%, 10/01/28(i)		2,650,000		1,840,822
				5,547,570
Internet (2.0%)
Level 3 Financing, Inc., 11.875%, 02/01/19, Callable 02/01/15 @ 105.94(a)(i)(j)		6,740,000		7,270,775
UPC Holding BV, 9.875%, 04/15/18, Callable 04/15/14 @ 104.94(a)		150,000		166,500
Zayo Group LLC, 10.250%, 03/15/17, Callable 03/15/13 @ 105.13		2,600,000		2,860,000
				10,297,275
Investment Companies (0.8%)
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62		2,640,000		2,871,000
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62(a)		885,000		962,438
				3,833,438
Iron/Steel (0.9%)
APERAM, 7.375%, 04/01/16, Callable 10/01/13 @ 103.69(a)		750,000		753,750
APERAM, 7.750%, 04/01/18, Callable 04/01/15 @ 103.88(a)		750,000		755,625
JMC Steel Group, 8.250%, 03/15/18, Callable 03/15/14 @ 106.19(a)		2,975,000		3,019,625
				4,529,000
Leisure Time (0.2%)
ClubCorp Club Operations, Inc., 10.000%, 12/01/18, Callable 12/01/14 @ 105(a)		1,000,000		990,000
Lodging (1.5%)
MCE Finance Ltd., 10.250%, 05/15/18, Callable 05/15/14 @ 105.13		675,000		751,781
MTR Gaming Group, Inc., Ser B, 12.625%, 07/15/14, Callable 07/15/11 @ 106.31		5,930,000		6,130,137
Wynn Las Vegas LLC, 7.750%, 08/15/20, Callable 08/15/15 @ 103.88		590,000		640,888
				7,522,806
Machinery-Diversified (0.4%)
Chart Industries, Inc., 9.125%, 10/15/15, Callable 09/02/11 @ 104.56		870,000		904,800
Manitowoc Co., Inc. (The), 8.500%, 11/01/20, Callable 11/01/15 @ 104.25		790,000		843,325
Terex Corp., 10.875%, 06/01/16, Callable 06/01/13 @ 105.44		200,000		230,500
				1,978,625
Media (0.9%)
CCO Holdings LLC / Cap Corp., 6.500%, 04/30/21, Callable 04/30/15 @ 104.88		1,755,000		1,730,869
CCO Holdings LLC / Cap Corp., 7.875%, 04/30/18, Callable 04/30/13 @ 105.91		735,000		774,506
Clear Channel Worldwide Holdings, Inc., Series REGS, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94		215,000		233,812
Insight Communications, Inc., 9.375%, 07/15/18, Callable 07/15/13 @ 107.03(a)		1,330,000		1,459,675
Sirius XM Radio, Inc., 9.750%, 09/01/15, Callable 09/01/12 @ 104.88(a)		450,000		495,000
				4,693,862
Mining (1.2%)
Consolidated Minerals Ltd., 8.875%, 05/01/16, Callable 05/01/14 @ 104.44(a)		2,125,000		2,087,813

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Novelis, Inc., 8.750%, 12/15/20, Callable 12/15/15 @ 104.38		1,210,000		1,306,800
Teck Cominco Ltd., 6.125%, 10/01/35		530,000		535,703
Thompson Creek Metals Co., Inc., 7.375%, 06/01/18, Callable 06/01/14 @ 105.53(a)		1,290,000		1,264,200
Vulcan Materials Co., 7.500%, 06/15/21(i)		940,000		938,757
				6,133,273
Miscellaneous Manufacturer (0.4%)
Amsted Industries, Inc., 8.125%, 03/15/18, Callable 03/15/14 @ 104.06(a)		650,000		682,500
Griffon Corp., 7.125%, 04/01/18, Callable 04/01/14 @ 105.34(a)		1,210,000		1,214,538
				1,897,038
Oil & Gas (5.9%)
CITGO Petroleum Corp., 11.500%, 07/01/17, Callable 07/01/14 @ 105.75(a)		2,475,000		2,871,000
Coffeyville Resources LLC, 9.000%, 04/01/15, Callable 04/01/12 @ 106.75(a)		482,000		522,970
Coffeyville Resources LLC, 10.875%, 04/01/17, Callable 04/01/13 @ 108.16(a)		2,300,000		2,610,500
Comstock Resources, Inc., 7.750%, 04/01/19, Callable 04/01/15 @ 103.88		2,160,000		2,176,200
Connacher Oil and Gas Ltd., 8.500%, 08/01/19, Callable 08/01/15 @ 104.25(a)		4,500,000		4,275,000
Linn Energy LLC/Finance Corp., 6.500%, 05/15/19, Callable 05/15/15 @ 103.25(a)		3,335,000		3,301,650
Linn Energy LLC/Finance Corp., 7.750%, 02/01/21, Callable 09/15/15 @ 103.88(a)		1,100,000		1,144,000
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20, Callable 04/15/15 @ 104.31		855,000		927,675
RDS Ultra-Deepwater Ltd., 11.875%, 03/15/17, Callable 03/15/14 @ 105.94(a)		750,000		840,000
United Refining Co., 10.500%, 02/28/18, Callable 02/28/15 @ 105.25		11,010,000		11,010,000
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(a)		40,000		45,000
				29,723,995
Oil & Gas Services (1.7%)
American Petroleum Tankers LLC, 10.250%, 05/01/15, Callable 05/01/12 @ 105.13		453,000		473,385
Cie Generale de Geophysique — Veritas, 6.500%, 06/01/21, Callable 06/01/16 @ 103.25(a)		4,500,000		4,342,500
Exterran Holdings, Inc., 7.250%, 12/01/18, Callable 12/01/13 @ 105.44(a)		1,580,000		1,595,800
Oil States International, Inc., 6.500%, 06/01/19, Callable 06/01/14 @ 104.88(a)		2,140,000		2,150,700
				8,562,385
Packaging & Containers (0.2%)
Ardagh Packaging Finance PLC, 7.375%, 10/15/17, Callable 10/15/14 @ 103.69(a)		600,000		618,000
Plastipak Holdings, Inc., 10.625%, 08/15/19, Callable 08/15/14 @ 105.31(a)		285,000		320,625
Smurfit-Stone Container Corp., 8.000%, 03/15/17		2,230,000		55,750
Smurfit-Stone Container Corp., 8.250%, 10/01/12		2,465,000		61,625
				1,056,000
Pharmaceuticals (2.7%)
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(a)		10,920,000		11,302,200
Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19, Callable 07/15/15 @ 103.50(a)		675,000		691,875
Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22, Callable 07/15/16 @ 103.63(a)		940,000		954,100
PharmaNet Development Group, Inc., 10.875%, 04/15/17, Callable 04/15/14 @ 105.44(a)		600,000		750,000
				13,698,175
Pipelines (0.2%)
Genesis Energy LP, 7.875%, 12/15/18, Callable 12/15/14 @ 103.94(a)		860,000		855,700
Real Estate Investment Trusts (0.5%)
Reckson Operating Partnership LP, 7.750%, 03/15/20		935,000		1,071,184
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38		1,145,000		1,180,781
				2,251,965
Retail (1.0%)
Gymboree Corp., 9.125%, 12/01/18, Callable 12/01/14 @ 104.56(a)(i)		1,690,000		1,588,600
Sears Holdings Corp., 6.625%, 10/15/18(a)		3,725,000		3,454,937
				5,043,537

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Semiconductors (1.1%)
Advanced Micro Devices, Inc., 8.125%, 12/15/17, Callable 12/15/13 @ 104.06		1,090,000		1,139,050
Freescale Semiconductor, Inc., 8.050%, 02/01/20, Callable 06/01/15 @ 104.03(a)(i)		3,020,000		3,035,100
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81(a)		1,400,000		1,382,500
				5,556,650
Shipbuilding (1.7%)
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18, Callable 03/15/15 @ 103.44(a)		3,910,000		4,007,750
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21, Callable 03/15/16 @ 103.56(a)		4,575,000		4,735,125
				8,742,875
Storage/Warehousing (0.2%)
Niska Gas Storage US LLC / Niska Gas Storage Canada ULC, 8.875%, 03/15/18, Callable 03/15/14 @ 104.44		1,100,000		1,155,000
Telecommunication Services (16.5%)
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(a)		4,330,000		4,503,200
Cricket Communications, Inc., 7.750%, 10/15/20, Callable 10/15/15 @ 103.88(a)		2,795,000		2,732,113
EH Holding Corp., 6.500%, 06/15/19(a)		2,310,000		2,350,425
EH Holding Corp., 7.625%, 06/15/21(a)		1,150,000		1,173,000
GeoEye, Inc., 8.625%, 10/01/16, Callable 10/01/13 @ 104.31		640,000		673,600
GeoEye, Inc., 9.625%, 10/01/15, Callable 10/01/13 @ 104.81		325,000		367,250
Global Crossing (UK) Finance PLC, 10.750%, 12/15/14, Callable 09/26/11 @ 103.58		895,000		934,156
Global Crossing Ltd., 9.000%, 11/15/19, Callable 11/15/14 @ 104.50(a)		4,500,000		5,490,000
Global Crossing Ltd., 12.000%, 09/15/15, Callable 09/15/12 @ 106		370,000		431,050
Hughes Network Systems LLC/HNS Finance Corp., 9.500%, 04/15/14, Callable 07/08/11 @ 102.38		130,000		133,250
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(a)		625,000		631,250
Intelsat Bermuda Ltd., 11.250%, 02/04/17, Callable 02/15/13 @ 105.62(j)		2,570,000		2,759,538
Intelsat Jackson Holdings SA, 7.500%, 04/01/21, Callable 04/01/16 @ 103.75(a)		4,375,000		4,347,656
Intelsat Luxembourg SA, PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(a)		3,685,000		3,961,375
Level 3 Financing, Inc., 9.250%, 11/01/14, Callable 09/20/11 @ 104.63		1,291,000		1,328,116
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69(a)		2,665,000		2,744,950
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105(j)		2,150,000		2,308,563
NII Capital Corp., 7.625%, 04/01/21, Callable 04/01/16 @ 103.81		1,280,000		1,337,600
Nortel Networks Ltd., 10.750%, 07/15/16, Callable 07/15/11 @ 105.38(d)(j)		9,835,000		9,466,187
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44		980,000		1,029,000
PAETEC Holding Corp., 9.500%, 07/15/15, Callable 08/29/11 @ 104.75		4,901,000		5,084,787
Qwest Capital Funding, Inc., 6.875%, 07/15/28		1,635,000		1,561,425
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75(a)(i)		1,405,000		1,433,100
Sprint Capital Corp., 6.875%, 11/15/28		3,545,000		3,358,888
Sprint Capital Corp., 6.900%, 05/01/19(j)		6,459,000		6,652,770
Sprint Capital Corp., 8.750%, 03/15/32		240,000		259,800
Telcordia Technologies, Inc., 11.000%, 05/01/18, Callable 05/01/14 @ 105.50(a)		4,700,000		5,933,750
Trilogy International Partners LLC, 10.250%, 08/15/16, Callable 08/15/13 @ 105.13(a)		5,105,000		5,181,575
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(a)(i)		4,258,151		4,907,519
Wind Acquisition Finance SA, 11.750%, 07/15/17, Callable 07/15/13 @ 105.88(a)		100,000		113,250
				83,189,143
Transportation (1.8%)
Aircastle Ltd., 9.750%, 08/01/18, Callable 08/01/14 @ 104.88		600,000		661,500
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(a)		6,150,000		5,550,375
CMA CGM SA, 8.500%, 04/15/17, Callable 04/15/14 @ 104.25(a)		2,875,000		2,415,000
Martin Midstream Partners LP, 8.875%, 04/01/18, Callable 04/01/14 @ 104.44		400,000		420,000
				9,046,875
Trucking & Leasing (1.0%)
Aviation Capital Group Corp., 6.750%, 04/06/21(a)		5,000,000		4,932,750

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Total Corporate Bonds (Cost $390,973,673)				405,301,104
Convertible Corporate Bond (0.1%)
Healthcare — Services (0.1%)
LifePoint Hospitals, Inc., 3.500%, 05/15/14		600,000		642,000
Total Convertible Corporate Bond (Cost $502,559)				642,000
Municipal Bond (0.7%)
Oklahoma (0.7%)
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19(a)(g)		3,390,000		3,373,050
Total Municipal Bond (Cost $3,367,524)				3,373,050
Preferred Stocks (2.1%)
Diversified Financial Services (2.1%)
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25		30,000		774,600
GMAC Capital Trust I, Ser 2, 8.125%, 02/15/40, Callable 02/15/16 @ 25		380,035		9,728,896
				10,503,496
Total Preferred Stocks (Cost $10,278,305)				10,503,496
Convertible Preferred Stock (1.0%)
Auto Manufacturers (1.0%)
General Motors Co., Ser B, 4.750%, 12/01/13		100,300		4,888,622
Total Convertible Preferred Stock (Cost $4,777,888)				4,888,622
Warrants (1.4%)
Auto Manufacturers (1.4%)
General Motors Co. Expires at 07/10/16 at 10.00 USD *(i)		190,823		4,083,612
General Motors Co. Expires at 07/10/19 at 18.33 USD *(i)		190,823		3,039,811
				7,123,423
Total Warrants (Cost $8,639,490)				7,123,423
Units (0.0%)
Commercial Services (0.0%)
Alion Science Technology Corp.*(f)(k)		200		—
Total Units (Cost $13,410)				—
Common Stocks (1.6%)
Auto Manufacturers (1.6%)
Ford Motor Co.*		118,279		1,631,067
General Motors Co.*(i)		209,905		6,372,716
				8,003,783
Total Common Stocks (Cost $9,123,534)				8,003,783
Short-Term Investment (7.3%)
RidgeWorth Funds Securities Lending Joint Account(l)		36,747,235		36,747,235
Total Short-Term Investment (Cost $36,747,235)				36,747,235
Money Market Fund (7.9%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(m)		39,975,680		39,975,680
Total Money Market Fund (Cost $39,975,680)				39,975,680

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)	Value($)
Total Investments (Cost $524,707,071)(n) — 106.5%			536,492,384
Liabilities in excess of other assets — (6.5)%			(32,543,466	)
Net Assets — 100.0%		$	503,948,918

*	Non-income producing security.
(a)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 52.7% of net assets as of June 30, 2011.
(b)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(c)	The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(d)	Security in default.
(e)	Issuer has filed for bankruptcy.
(f)	Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of June 30, 2011.
(g)	All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(h)	The security has not settled as of June 30, 2011 and thus does not have a rate in effect. The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(i)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $35,513,096.
(j)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(k)	Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock.
(l)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(m)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(n)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

PIK	— Payment in-kind
ULC	— Unlimited Liability Company

Amounts designated as “-” are $0 or have been rounded to $0.

Credit Default Swap Agreements — Buy Protection

								Upfront						Unrealized
		Notional		Fixed		Expiration		Payments						Appreciation/
Underlying Instrument	Counterparty	Amount($)		Rate(%)		Date		Made (Received)($)			Value($)			(Depreciation)($)
CBC, Corp.	JPMorgan		2,000,000		1.000		12/20/15		12,633			(21,266	)		(33,899	)
ConAgra Foods, Inc.	JPMorgan		2,000,000		1.000		12/20/15		(4,247	)		(4,317	)		(70	)
Omnicom Group, Inc.	JPMorgan		2,000,000		1.000		12/20/15		(19,687	)		(39,518	)		(19,831	)
Safeway, Inc.	JPMorgan		2,000,000		1.000		12/20/15		20,967			(1,044	)		(22,011	)
									9,666			(66,145	)		(75,811	)

Credit Default Swap Agreements — Sell Protection

Upfront

Unrealized

Notional

Fixed

Expiration

Payments

Appreciation/

Underlying Instrument

Counterparty

Amount($)

Rate(%)

Date

Made (Received)($)

Value($)

(Depreciation)($)

American Axle & MFG, Inc.

JPMorgan

2,000,000

5.000

06/20/16

(43,993

)

(40,931

)

3,062

See Notes to Schedules of Portfolio Investments.

As the buyer of protection, the Funds pay periodic fees in return for payment by the seller which is contingent upon an adverse credit event occurring in the underlying issuer or reference entity.

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at June 30, 2011.

The notional amount of Credit Default Swap contracts totaled $10,000,000, as of June 30, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Intermediate Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Collateralized Mortgage Obligations (1.4%)
Federal National Mortgage Association, Ser 2011-46, Cl B, 3.000%, 05/25/26		17,592,000		15,914,404
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A3, 5.611%, 11/15/30(a)		1,753,000		1,816,763
Total Collateralized Mortgage Obligations (Cost $17,254,532)				17,731,167
Corporate Bonds (31.6%)
Aerospace/Defense (0.6%)
Boeing Co. (The), 5.125%, 02/15/13		243,000		259,497
United Technologies Corp., 6.125%, 02/01/19		6,637,000		7,761,719
				8,021,216
Auto Manufacturers (0.2%)
PACCAR, Inc., 6.375%, 02/15/12		2,874,000		2,971,368
Banks (1.7%)
Bank of Nova Scotia, 2.375%, 12/17/13		2,688,000		2,764,923
Bank of Nova Scotia, 3.400%, 01/22/15		3,510,000		3,687,529
HSBC Bank PLC, 3.100%, 05/24/16(b)		2,057,000		2,043,401
HSBC Bank PLC, 3.500%, 06/28/15(b)		3,280,000		3,365,716
JPMorgan Chase & Co., 4.400%, 07/22/20		5,451,000		5,340,170
JPMorgan Chase & Co., 6.300%, 04/23/19		969,000		1,092,195
Northern Trust Corp., 4.625%, 05/01/14		717,000		783,006
Northern Trust Corp., 5.200%, 11/09/12		2,995,000		3,174,254
				22,251,194
Beverages (0.7%)
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12		4,715,000		4,841,282
Diageo Capital PLC, 5.200%, 01/30/13		1,404,000		1,497,359
SABMiller PLC, 6.200%, 07/01/11(b)		2,758,000		2,758,000
				9,096,641
Biotechnology (0.1%)
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100		1,213,000		1,230,608
Chemicals (1.5%)
Air Products & Chemicals, Inc., 4.150%, 02/01/13		1,300,000		1,365,126
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21		2,358,000		2,395,874
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13		2,865,000		3,101,139
Praxair, Inc., 1.750%, 11/15/12		7,755,000		7,861,593
Praxair, Inc., 4.625%, 03/30/15		3,905,000		4,305,567
				19,029,299
Computers (0.9%)
Hewlett-Packard Co., 4.500%, 03/01/13		1,139,000		1,206,257
Hewlett-Packard Co., 6.125%, 03/01/14		169,000		189,578
IBM Corp., 7.625%, 10/15/18		7,766,000		9,877,055
				11,272,890
Diversified Financial Services (4.5%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(b)		3,818,000		3,738,761
CME Group, Inc., 5.400%, 08/01/13		2,488,000		2,707,086

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
CME Group, Inc., 5.750%, 02/15/14		4,233,000		4,701,784
ERAC USA Finance LLC, 5.250%, 10/01/20(b)		3,037,000		3,221,316
ERAC USA Finance LLC, 5.600%, 05/01/15(b)		1,641,000		1,824,383
ERAC USA Finance LLC, 5.800%, 10/15/12(b)		2,096,000		2,209,735
Ford Motor Credit Co. LLC, 5.000%, 05/15/18*		6,140,000		6,119,007
Jefferies Group, Inc., 5.875%, 06/08/14		2,050,000		2,240,705
Jefferies Group, Inc., 8.500%, 07/15/19		2,831,000		3,348,184
Lazard Group LLC, 6.850%, 06/15/17		435,000		479,736
Lazard Group LLC, 7.125%, 05/15/15		2,953,000		3,322,754
MassMutual Global Funding LLC, 2.300%, 09/28/15(b)(c)		2,796,000		2,796,296
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20		3,553,000		3,541,499
TIAA Global Markets, Inc., 5.125%, 10/10/12(b)		4,019,000		4,227,490
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN		2,078,000		2,159,688
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/21 @100(b)		7,324,000		7,188,323
Woodside Finance Ltd., 8.125%, 03/01/14(b)		3,378,000		3,912,687
				57,739,434
Electric (1.3%)
Alabama Power Co., 5.800%, 11/15/13		2,684,000		2,970,517
Duke Energy Carolinas LLC, 4.300%, 06/15/20		1,094,000		1,134,445
Exelon Generation Co. LLC, 6.200%, 10/01/17		2,983,000		3,365,149
Georgia Power Co., 6.000%, 11/01/13		1,679,000		1,862,973
MidAmerican Energy Holdings Co., Ser D, 5.000%, 02/15/14		3,608,000		3,911,401
Southern California Edison Co., 5.750%, 03/15/14		3,133,000		3,504,962
				16,749,447
Food (1.0%)
Kellogg Co., 4.250%, 03/06/13		2,001,000		2,111,799
Kraft Foods, Inc., 5.375%, 02/10/20		4,261,000		4,658,117
Kroger Co. (The), 7.500%, 01/15/14		1,896,000		2,167,162
Tesco PLC, 5.500%, 11/15/17(b)		3,517,000		3,977,386
				12,914,464
Healthcare — Products (0.4%)
Becton Dickinson and Co., 3.250%, 11/12/20		1,381,000		1,314,525
Covidien International Finance SA, 6.000%, 10/15/17		2,919,000		3,411,424
				4,725,949
Healthcare — Services (0.9%)
Roche Holdings, Inc., 6.000%, 03/01/19(b)		10,162,000		11,708,260
Insurance (1.6%)
Berkshire Hathaway, Inc., 3.200%, 02/11/15		6,087,000		6,344,194
Berkshire Hathaway, Inc., 4.600%, 05/15/13		2,714,000		2,895,235
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)		2,816,000		2,727,885
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)		6,232,000		6,259,664
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13		2,186,000		2,285,542
				20,512,520
Media (1.4%)
Comcast Corp., 4.950%, 06/15/16		1,892,000		2,076,924
NBC Universal, Inc., 4.375%, 04/01/21(b)		4,645,000		4,596,464
Thomson Reuters Corp., 5.950%, 07/15/13		565,000		617,993
Time Warner Cable, Inc., 5.850%, 05/01/17		5,673,000		6,379,589
Time Warner Cable, Inc., 8.250%, 02/14/14		3,077,000		3,579,010
Time Warner, Inc., 4.875%, 03/15/20		663,000		686,568
				17,936,548
Mining (1.0%)
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20		4,355,000		4,584,426
Barrick International Barbados Corp., 5.750%, 10/15/16(b)		1,925,000		2,195,694

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Newmont Mining Corp., 5.125%, 10/01/19		5,195,000		5,579,466
				12,359,586
Miscellaneous Manufacturer (1.3%)
Danaher Corp., 3.900%, 06/23/21, Callable 03/23/21 @100		2,762,000		2,751,132
General Electric Co., 5.000%, 02/01/13		3,133,000		3,325,363
General Electric Co., 5.250%, 12/06/17		1,923,000		2,130,346
Illinois Tool Works, Inc., 6.250%, 04/01/19		4,710,000		5,598,753
Siemens Financieringsmaatschappij NV, 5.750%, 10/17/16(b)		2,283,000		2,626,797
				16,432,391
Office/Business Equip (0.4%)
Xerox Corp., 5.500%, 05/15/12		1,972,000		2,050,318
Xerox Corp., 6.350%, 05/15/18		2,764,000		3,168,254
				5,218,572
Oil & Gas (0.6%)
Ensco PLC, 4.700%, 03/15/21		4,393,000		4,437,734
Statoil ASA, 3.125%, 08/17/17		947,000		955,291
Total Capital SA, 3.000%, 06/24/15		2,065,000		2,148,413
				7,541,438
Oil & Gas Services (0.3%)
Weatherford International Ltd., 4.950%, 10/15/13		1,160,000		1,235,588
Weatherford International Ltd., 5.125%, 09/15/20		2,563,000		2,616,877
				3,852,465
Pharmaceuticals (2.3%)
Abbott Laboratories, 5.600%, 11/30/17		4,944,000		5,729,616
Express Scripts, Inc., 5.250%, 06/15/12		3,834,000		3,988,802
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18		3,422,000		3,903,250
Merck & Co., Inc., 6.000%, 09/15/17		3,684,000		4,334,366
Novartis Securities Investment Ltd., 5.125%, 02/10/19		2,440,000		2,709,557
Sanofi-Aventis SA, 4.000%, 03/29/21		5,490,000		5,490,609
Teva Pharmaceutical Finance II BV/III LLC, 3.000%, 06/15/15		2,480,000		2,551,937
Teva Pharmaceutical Finance LLC, 5.550%, 02/01/16		736,000		828,386
				29,536,523
Pipelines (2.7%)
El Paso Natural Gas Co., 5.950%, 04/15/17		597,000		675,610
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20		1,918,000		2,147,103
Energy Transfer Partners LP, 4.650%, 06/01/21, Callable 03/01/21 @100		2,380,000		2,328,425
Energy Transfer Partners LP, 6.700%, 07/01/18		4,349,000		4,900,988
Enterprise Products Operating LLC, 5.250%, 01/31/20		5,890,000		6,266,418
Enterprise Products Operating LLC, Ser G, 5.600%, 10/15/14		3,695,000		4,104,919
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b)		2,458,000		2,755,996
Southern Natural Gas Co., 5.900%, 04/01/17(b)		402,000		456,934
TC Pipelines LP, 4.650%, 06/15/21		3,298,000		3,280,290
TransCanada PipeLines Ltd., 3.800%, 10/01/20		2,853,000		2,822,630
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18		1,074,000		1,216,144
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100		4,125,000		3,959,559
				34,915,016
Real Estate Investment Trusts (1.4%)
BioMed Realty LP, 3.850%, 04/15/16, Callable 03/15/16 @ 100		2,529,000		2,548,954
Digital Realty Trust LP, 4.500%, 07/15/15		6,404,000		6,665,142
Digital Realty Trust LP, 5.875%, 02/01/20		1,427,000		1,496,080
Healthcare Realty Trust, Inc., 6.500%, 01/17/17		6,028,000		6,709,899
				17,420,075
Retail (1.2%)
Family Dollar Stores, Inc., 5.000%, 02/01/21		1,966,000		1,928,013

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Wal-Mart Stores, Inc., 4.250%, 04/15/21		7,266,000		7,418,513
Walgreen Co., 4.875%, 08/01/13		2,378,000		2,574,076
Wesfarmers Ltd., 6.998%, 04/10/13(b)		3,403,000		3,725,948
				15,646,550
Semiconductors (0.1%)
Analog Devices Inc., 3.000%, 04/15/16		1,044,000		1,069,790
Software (0.9%)
Fiserv, Inc., 4.750%, 06/15/21		3,660,000		3,640,404
Oracle Corp., 5.750%, 04/15/18		7,305,000		8,360,317
				12,000,721
Telecommunication Services (1.6%)
AT&T, Inc., 4.950%, 01/15/13		2,995,000		3,174,766
AT&T, Inc., 5.100%, 09/15/14		3,100,000		3,406,720
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(b)		3,528,000		3,819,060
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14		2,317,000		2,553,867
Cisco Systems, Inc., 5.500%, 02/22/16		2,187,000		2,486,632
Juniper Networks, Inc., 3.100%, 03/15/16		715,000		728,519
Rogers Communications, Inc., 7.500%, 03/15/15		1,298,000		1,536,679
Verizon Communications, Inc., 5.250%, 04/15/13		2,638,000		2,832,531
				20,538,774
Transportation (0.2%)
United Parcel Service, Inc., 3.125%, 01/15/21		2,424,000		2,302,066
Trucking & Leasing (0.5%)
Aviation Capital Group, 7.125%, 10/15/20(b)		3,844,000		3,971,044
Aviation Capital Group Corp., 6.750%, 04/06/21(b)		2,427,000		2,394,357
				6,365,401
Water (0.3%)
Veolia Environment SA, 6.000%, 06/01/18		2,828,000		3,191,783
Total Corporate Bonds (Cost $378,991,383)				404,550,989
U.S. Government Agency Mortgages (1.2%)
Government National Mortgage Association (1.2%)
Pool #751387, 4.743%, 01/20/61		14,596,323		15,647,448
Total U.S. Government Agency Mortgages (Cost $15,158,150)				15,647,448
U.S. Treasury Obligations (60.7%)
U.S. Treasury Notes (60.7%)
1.000%, 08/31/11		161,290,000		161,541,935
0.750%, 11/30/11		128,822,000		129,169,175
1.250%, 10/31/15		147,950,000		146,701,598
1.750%, 05/31/16		144,120,000		144,344,827
2.750%, 02/15/19		63,090,000		63,696,232
3.375%, 11/15/19		52,385,000		54,611,363
3.125%, 05/15/21		78,507,000		78,286,395
Total U.S. Treasury Obligations (Cost $774,894,823)				778,351,525
Units (0.0%)
Commercial Services (0.0%)
Alion Science Technology Corp.*(d)(e)		65		—
Total Units (Cost $4,358)				—

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Short-Term Investment (0.1%)
RidgeWorth Funds Securities Lending Joint Account(f)		1,499,680		1,499,680
Total Short-Term Investment (Cost $1,499,680)				1,499,680
Money Market Fund (5.5%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g)		69,930,489		69,930,489
Total Money Market Fund (Cost $69,930,489)				69,930,489
Total Investments (Cost $1,257,733,415)(h) — 100.5%				1,287,711,298
Liabilities in excess of other assets — (0.5)%				(6,216,758	)
Net Assets — 100.0%			$	1,281,494,540

*	Non-income producing security.
(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 6.9% of net assets as of June 30, 2011.
(c)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $1,468,542.
(d)	Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of June 30, 2011.
(e)	Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock.
(f)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(g)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(h)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Amounts designated as “-” are $0 or have been rounded to $0.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Investment Grade Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Collateralized Mortgage Obligations (1.3%)
Federal National Mortgage Association, Ser 2011-46, Cl B, 3.000%, 05/25/26		3,925,000		3,550,707
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A3, 5.611%, 11/15/30(a)		555,000		575,187
Total Collateralized Mortgage Obligations (Cost $4,014,021)				4,125,894
Bank Loans (0.3%)
Electric (0.1%)
NRG Energy, Inc., 4.000%, 02/01/13(a)(b)		173,065		172,613
NRG Energy, Inc., Term Loan, 4.000%, 02/01/13(a)(b)		165,691		165,259
				337,872
Food (0.0%)
Dole Food Co., Inc., Term Loan C, 5.000%-5.500%, 03/02/17(a)(b)		41,514		41,497
Dole Food Co., Inc., Term Loan B, 5.000%-5.500%, 03/02/17(a)(b)		16,714		16,707
				58,204
Health Care (0.0%)
Vanguard Health Holding Co. II LLC, Term Loan B, 5.000%, 01/29/16(a)(b)		298		297
Industrials (0.0%)
Bucyrus International, Inc., Term Loan C, 4.250%, 02/19/16(a)(b)		394		394
Lodging (0.0%)
VML U.S. Finance LLC, Term Loan B, 4.690%, 05/25/12(a)(b)		43,141		43,028
VML U.S. Finance LLC, Term Loan B, 4.690%, 05/27/13(a)(b)		74,688		74,493
				117,521
Real Estate (0.2%)
Istar Financial, Inc., Term Loan A1, 5.000%, 06/28/13(a)(b)		303,904		299,015
Istar Financial, Inc., Term Loan A2, 7.000%, 06/30/14(a)(b)		165,000		164,244
				463,259
Total Bank Loans (Cost $968,908)				977,547
Corporate Bonds (39.9%)
Aerospace/Defense (1.0%)
Boeing Co. (The), 5.125%, 02/15/13		909,000		970,710
United Technologies Corp., 6.125%, 02/01/19		1,717,000		2,007,967
				2,978,677
Auto Manufacturers (0.4%)
PACCAR, Inc., 6.375%, 02/15/12		1,124,000		1,162,080
Banks (2.2%)
Bank of Nova Scotia, 2.375%, 12/17/13		782,000		804,378
Bank of Nova Scotia, 3.400%, 01/22/15		841,000		883,536
HSBC Bank PLC, 3.100%, 05/24/16(b)		591,000		587,093
HSBC Bank PLC, 3.500%, 06/28/15(b)		1,121,000		1,150,295
JPMorgan Chase & Co., 4.400%, 07/22/20		1,609,000		1,576,286
JPMorgan Chase & Co., 6.300%, 04/23/19		383,000		431,693

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Northern Trust Corp., 5.200%, 11/09/12		1,384,000		1,466,834
				6,900,115
Beverages (1.1%)
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12		1,173,000		1,204,416
Diageo Capital PLC, 5.200%, 01/30/13		605,000		645,230
SABMiller PLC, 6.200%, 07/01/11(b)		1,396,000		1,396,000
				3,245,646
Biotechnology (0.1%)
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100		308,000		312,471
Chemicals (1.9%)
Air Products & Chemicals, Inc., 4.150%, 02/01/13		721,000		757,120
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21		646,000		656,376
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13		893,000		966,603
Praxair, Inc., 1.750%, 11/15/12		1,869,000		1,894,689
Praxair, Inc., 4.625%, 03/30/15		1,437,000		1,584,405
				5,859,193
Computers (0.5%)
Hewlett-Packard Co., 4.500%, 03/01/13		515,000		545,410
IBM Corp., 5.600%, 11/30/39		920,000		971,562
				1,516,972
Diversified Financial Services (5.0%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(b)		1,015,000		993,935
CME Group, Inc., 5.400%, 08/01/13		892,000		970,547
CME Group, Inc., 5.750%, 02/15/14		801,000		889,707
ERAC USA Finance LLC, 5.250%, 10/01/20(b)		906,000		960,985
ERAC USA Finance LLC, 5.600%, 05/01/15(b)		931,000		1,035,040
ERAC USA Finance LLC, 5.800%, 10/15/12(b)		860,000		906,666
Ford Motor Credit Co. LLC, 5.000%, 05/15/18*		1,639,000		1,633,396
Jefferies Group, Inc., 8.500%, 07/15/19		673,000		795,948
Lazard Group LLC, 7.125%, 05/15/15		1,497,000		1,684,444
MassMutual Global Funding LLC, 2.300%, 09/28/15(b)		968,000		968,103
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20		945,000		941,941
TIAA Global Markets, Inc., 5.125%, 10/10/12(b)		1,265,000		1,330,623
Toyota Motor Credit Corp., 3.200%, 06/17/15		561,000		583,053
Woodside Finance Ltd., 4.600%, 05/10/21(b)		1,680,000		1,648,878
				15,343,266
Electric (1.9%)
Alabama Power Co., 5.800%, 11/15/13		862,000		954,018
Duke Energy Carolinas LLC, 4.300%, 06/15/20		344,000		356,718
Exelon Generation Co. LLC, 6.200%, 10/01/17		934,000		1,053,654
Georgia Power Co., 6.000%, 11/01/13		487,000		540,362
MidAmerican Energy Holdings Co., 6.125%, 04/01/36		707,000		761,361
Public Service Co. of Colorado, Ser 17, 6.250%, 09/01/37		457,000		527,374
Southern California Edison Co., 5.750%, 03/15/14		900,000		1,006,852
Wisconsin Power & Light Co., 6.375%, 08/15/37		493,000		573,716
				5,774,055
Food (1.2%)
Kellogg Co., 4.250%, 03/06/13		763,000		805,249
Kraft Foods, Inc., 6.500%, 02/09/40		663,000		736,443
Kroger Co. (The), 7.500%, 01/15/14		531,000		606,943
Tesco PLC, 5.500%, 11/15/17(b)		1,393,000		1,575,348
				3,723,983
Healthcare — Products (0.5%)
Becton Dickinson and Co., 3.250%, 11/12/20		372,000		354,094

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Covidien International Finance SA, 6.000%, 10/15/17		952,000		1,112,598
				1,466,692
Healthcare — Services (0.6%)
Roche Holdings, Inc., 7.000%, 03/01/39(b)		1,620,000		1,966,024
Insurance (2.1%)
Berkshire Hathaway, Inc., 3.200%, 02/11/15		1,484,000		1,546,703
Berkshire Hathaway, Inc., 4.600%, 05/15/13		975,000		1,040,109
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)		700,000		678,096
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)		1,851,000		1,859,217
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13		691,000		722,465
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(b)		637,000		724,834
				6,571,424
Media (1.6%)
Comcast Corp., 6.450%, 03/15/37		464,000		496,274
NBC Universal, Inc., 5.950%, 04/01/41(b)		748,000		760,635
Thomson Reuters Corp., 5.950%, 07/15/13		278,000		304,074
Time Warner Cable, Inc., 5.850%, 05/01/17		1,926,000		2,165,889
Time Warner Cable, Inc., 8.250%, 02/14/14		915,000		1,064,281
Time Warner, Inc., 6.200%, 03/15/40		255,000		261,242
				5,052,395
Mining (0.9%)
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20		341,000		358,964
Barrick International Barbados Corp., 6.350%, 10/15/36(b)		673,000		706,463
Barrick PD Australia Finance Property Ltd., 5.950%, 10/15/39		630,000		636,934
Newmont Mining Corp., 6.250%, 10/01/39		1,042,000		1,081,615
				2,783,976
Miscellaneous Manufacturer (1.9%)
Danaher Corp., 3.900%, 06/23/21		741,000		738,084
General Electric Co., 5.000%, 02/01/13		1,987,000		2,109,000
General Electric Co., 5.250%, 12/06/17		600,000		664,694
Illinois Tool Works, Inc., 6.250%, 04/01/19		1,347,000		1,601,172
Siemens Financieringsmat, 6.125%, 08/17/26(b)		788,000		892,160
				6,005,110
Office/Business Equip (0.6%)
Xerox Corp., 5.500%, 05/15/12		624,000		648,782
Xerox Corp., 6.350%, 05/15/18		968,000		1,109,577
				1,758,359
Oil & Gas (1.5%)
Ensco PLC, 4.700%, 03/15/21		960,000		969,776
Shell International Finance BV, 6.375%, 12/15/38		2,323,000		2,693,495
Statoil ASA, 3.125%, 08/17/17		382,000		385,344
Total Capital SA, 3.000%, 06/24/15		553,000		575,338
				4,623,953
Oil & Gas Services (0.7%)
Baker Hughes, Inc., 5.125%, 09/15/40		762,000		737,957
Weatherford International Ltd., 5.125%, 09/15/20		694,000		708,589
Weatherford International Ltd., 6.500%, 08/01/36		576,000		594,154
				2,040,700
Pharmaceuticals (2.7%)
Abbott Laboratories, 5.600%, 11/30/17		1,599,000		1,853,086
Express Scripts, Inc., 5.250%, 06/15/12		1,272,000		1,323,358
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18		1,069,000		1,219,338
Merck & Co., Inc., 6.550%, 09/15/37		642,000		758,045

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Novartis Securities Investment Ltd., 5.125%, 02/10/19		602,000		668,505
Sanofi-Aventis SA, 4.000%, 03/29/21		1,521,000		1,521,169
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36		332,000		363,772
Teva Pharmaceutical Finance II BV/III LLC, 3.000%, 06/15/15		637,000		655,477
				8,362,750
Pipelines (3.0%)
El Paso Natural Gas Co., 5.950%, 04/15/17		495,000		560,179
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20		513,000		574,277
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @100		654,000		633,804
Energy Transfer Partners LP, 6.625%, 10/15/36		662,000		683,069
Enterprise Products Operating LLC, 5.250%, 01/31/20		1,402,000		1,491,599
Enterprise Products Operating LLC, Ser J, 5.750%, 03/01/35		627,000		609,121
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b)		935,000		1,048,355
Southern Natural Gas Co., 5.900%, 04/01/17(b)		305,000		346,679
TC Pipelines LP, 4.650%, 06/15/21		877,000		872,290
TransCanada PipeLines Ltd., 6.100%, 06/01/40		823,000		871,865
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18		394,000		446,146
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100		1,079,000		1,035,725
				9,173,109
Real Estate Investment Trusts (1.6%)
BioMed Realty LP, 3.850%, 04/15/16		748,000		753,902
Digital Realty Trust LP, 4.500%, 07/15/15		1,954,000		2,033,680
Digital Realty Trust LP, 5.875%, 02/01/20		400,000		419,363
Healthcare Realty Trust, Inc., 6.500%, 01/17/17		1,587,000		1,766,525
				4,973,470
Retail (2.0%)
Family Dollar Stores, Inc., 5.000%, 02/01/21		487,000		477,590
Wal-Mart Stores, Inc., 5.250%, 09/01/35		287,000		287,018
Wal-Mart Stores, Inc., 6.500%, 08/15/37		2,456,000		2,820,669
Walgreen Co., 4.875%, 08/01/13		697,000		754,471
Wesfarmers Ltd., 6.998%, 04/10/13(b)		1,668,000		1,826,295
				6,166,043
Semiconductors (0.1%)
Analog Devices Inc., 3.000%, 04/15/16		264,000		270,522
Software (0.9%)
Fiserv, Inc., 4.750%, 06/15/21		977,000		971,769
Oracle Corp., 5.750%, 04/15/18		1,497,000		1,713,264
				2,685,033
Telecommunication Services (2.9%)
AT&T, Inc., 4.950%, 01/15/13		1,008,000		1,068,502
AT&T, Inc., 5.100%, 09/15/14		837,000		919,814
AT&T, Inc., 6.450%, 06/15/34		512,000		546,528
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(b)		1,082,000		1,171,265
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14		667,000		735,187
Cisco Systems, Inc., 5.500%, 02/22/16		668,000		759,520
Cisco Systems, Inc., 5.500%, 01/15/40		1,236,000		1,237,927
Juniper Networks, Inc., 3.100%, 03/15/16		219,000		223,141
Rogers Communications, Inc., 7.500%, 03/15/15		612,000		724,536
Verizon Communications, Inc., 5.250%, 04/15/13		735,000		789,200
Verizon Communications, Inc., 5.550%, 02/15/16		724,000		815,602
				8,991,222
Transportation (0.2%)
United Parcel Service, Inc., 3.125%, 01/15/21		626,000		594,510

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Trucking & Leasing (0.5%)
Aviation Capital Group, 7.125%, 10/15/20(b)		1,085,000		1,120,860
Aviation Capital Group Corp., 6.750%, 04/06/21(b)		535,000		527,804
				1,648,664
Water (0.3%)
Veolia Environment SA, 6.000%, 06/01/18		945,000		1,066,561
Total Corporate Bonds (Cost $115,075,522)				123,016,975
U.S. Government Agency Mortgages (1.3%)
Government National Mortgage Association (1.3%)
Pool #751387, 4.743%, 01/20/61		3,646,035		3,908,597
Total U.S. Government Agency Mortgages (Cost $3,788,466)				3,908,597
U.S. Treasury Obligations (53.0%)
U.S. Treasury Bonds (7.5%)
4.750%, 02/15/41		21,814,000		23,187,606
U.S. Treasury Notes (45.5%)
1.000%, 08/31/11		19,325,000		19,355,186
0.750%, 11/30/11		40,686,000		40,795,649
1.250%, 10/31/15 (c)		16,468,000		16,329,043
1.750%, 05/31/16		14,409,000		14,431,478
2.750%, 02/15/19		13,546,000		13,676,163
3.375%, 11/15/19		12,344,000		12,868,620
3.125%, 05/15/21		22,937,000		22,872,547
				140,328,686
Total U.S. Treasury Obligations (Cost $163,504,472)				163,516,292
Units (0.0%)
Commercial Services (0.0%)
Alion Science Technology Corp.*(d)(e)		20		—
Total Units (Cost $1,341)				—
Money Market Fund (6.7%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(f)		20,593,441		20,593,441
Total Money Market Fund (Cost $20,593,441)				20,593,441
Total Investments (Cost $307,946,171)(g) — 102.5%				316,138,746
Liabilities in excess of other assets — (2.5)%				(7,835,218	)
Net Assets — 100.0%			$	308,303,528

*	Non-income producing security.
(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 8.8% of net assets as of June 30, 2011.
(c)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(d)	Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of June 30, 2011.
(e)	Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock.
(f)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(g)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

Amounts designated as “-” are $0 or have been rounded to $0.

Interest Rate Swaps

											Upfront
				Variable Rate		Fixed Rate					Payments					Unrealized
Underlying		Notional		Paid by the		Received by		Floating Rate	Expiration		Made					Appreciation/
Instrument	Counterparty	Amount($)		Fund(%)		the Fund(%)		Index	Date		(Received)($)		Value($)			(Depreciation)($)
Australian Dollar	Morgan Stanley		17,003,000		5.200		5.500	Australia Bank Bill 6 Month		05/09/15		—		54,447			54,447
Brazilian Real	Barclays Bank PLC		19,600,000		1.000		12.290	Brazil Cetip Interbank Deposit Rate		01/02/14		—		(69,191	)		(69,191	)
Chilean Peso	Morgan Stanley		7,726,832,000		4.970		5.635	Chile Central Bank Daily Midday Interbank Rate		05/26/13		—		(13,737	)		(13,737	)
Mexican Peso	Barclays Bank PLC		101,290,000		4.835		6.045	Mexico Interbank TIIE 28 Day		06/19/15		—		(35,835	)		(35,835	)
												—	$	(64,316	)	$	(64,316	)

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at June 30, 2011.

Forward Foreign Currency Contracts

At June 30, 2011, the Fund’s forward foreign currency contracts were as follows:

				Contract
				Amount in		Contract				Unrealized
		Delivery		Local		Value in		Market		Appreciation/
Currency	Counterparty	Date		Currency		USD($)		Value($)		(Depreciation)($)
Short:
Australian Dollar	JPMorgan		07/13/11		1,489,661		1,577,000		1,596,118		(19,118	)
Australian Dollar	JPMorgan		09/01/11		734,652		774,000		782,205		(8,205	)
Euro	Deutsche Bank AG		08/16/11		1,116,639		1,610,752		1,617,395		(6,643	)
Euro	JPMorgan		07/29/11		550,611		785,000		797,935		(12,935	)
New Zealand Dollar	JPMorgan		08/01/11		957,481		785,000		791,829		(6,829	)
Total Short Contracts						$	5,531,752	$	5,585,482	$	(53,730	)
Long:
Australian Dollar	JPMorgan		07/13/11		1,489,661		1,563,399		1,596,117		32,718
Euro	Deutsche Bank AG		08/16/11		1,116,639		1,589,492		1,617,395		27,903
Total Long Contracts						$	3,152,891	$	3,213,512	$	60,621

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Investment Grade Tax-Exempt Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Municipal Bonds (89.4%)
Alabama (1.1%)
Birmingham Special Care Facilities Financing Authority Health Care Facilities, Children’s Hospital of Alabama, RB, 6.000%, 06/01/39, Callable 06/01/19 @ 100, AGC		9,000,000		9,567,720
Alaska (5.2%)
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23, Callable 09/01/19 @ 100, AGC		18,000,000		20,346,660
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, Callable 09/01/19 @ 100, AGC		15,500,000		17,434,400
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/32, Callable 09/01/19 @ 100, AGC		7,250,000		7,960,065
				45,741,125
California (8.7%)
California Health Facilities Financing Authority, Ser C, RB, 6.250%, 10/01/24, Callable 10/01/18 @ 100		3,500,000		4,022,165
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/33, Callable 10/01/18 @ 100		6,500,000		7,257,965
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/38, Callable 10/01/18 @ 100		100,000		129,805
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/38, Callable 10/01/18 @ 100		5,400,000		5,904,306
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100		24,500,000		27,217,785
Los Angeles California Community College District, Ser A, GO, 6.000%, 08/01/33		10,000,000		11,056,800
Los Angeles California Wastewater System, Ser A, RB, 5.750%, 06/01/34, Callable 06/01/19 @ 100		5,000,000		5,437,300
Orange County Loma Ridge, COP, 6.000%, 06/01/21, Prerefunded 06/01/19 @ 100, AMBAC		895,000		1,063,582
University of California, Ser O, RB, 5.750%, 05/15/27, Callable 05/15/19 @ 100		3,000,000		3,379,560
University of California, Ser O, RB, 5.750%, 05/15/28, Callable 05/15/19 @ 100		10,000,000		11,207,600
				76,676,868
Connecticut (1.5%)
Connecticut State, Ser B, GO, 5.000%, 12/01/16, NATL-RE		8,000,000		8,776,320
Connecticut State, Ser B, GO, 5.000%, 06/01/17, NATL-RE		3,000,000		3,287,700
Connecticut State Health & Educational Facilities Authority, Ascension Health Credit Group, RB, 3.500%, 11/15/29, Mandatory Put 02/01/12 @ 100(a)		1,395,000		1,419,161
				13,483,181
District of Columbia (1.0%)
District of Columbia, Income Tax, Ser A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100		8,000,000		8,868,480
Florida (4.6%)
Brevard County Utility Authority, RB, 5.250%, 03/01/13, Callable 03/01/12 @ 100, NATL-RE/FGIC		1,000,000		1,032,610
Brevard County Utility Authority, RB, 5.250%, 03/01/14, Callable 03/01/12 @ 100, NATL-RE/FGIC		1,000,000		1,032,610
Broward County School Board, Ser A, COP, 5.250%, 07/01/22		5,860,000		6,244,885

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Florida State Board of Education, Capital Outlay, Public Education Project, GO, 9.125%, 06/01/14, ETM		950,000		1,151,258
Florida State Board of Education, Capital Outlay, Public Education Project, Ser A, GO, 5.000%, 06/01/13		7,755,000		8,414,098
Florida State Board of Education, Capital Outlay, Public Education Project, Ser B, GO, 5.375%, 06/01/18, Callable 06/01/13 @ 100, FGIC/MBIA-RE		2,130,000		2,250,941
Florida State Board of Education, Lottery, Ser A, RB, 5.375%, 07/01/15, Economically defeased 07/01/12 @ 101, NATL-RE/FGIC		3,500,000		3,700,900
Highlands County Health Facilities Authority, Adventist Health, Ser G, RB, 5.125%, 11/15/18, Callable 11/15/16 @ 100(a)		2,900,000		3,201,136
Lee County Memorial Health Systems Hospital, Ser A, RB, 5.750%, 04/01/15, Callable 04/01/12 @ 100, AGM		1,000,000		1,027,460
Miami-Dade County, Building Better Communities Program, Ser B, GO, 6.000%, 07/01/23, Callable 07/01/18 @ 100		2,000,000		2,248,700
Miami-Dade County, Building Better Communities Program, Ser B, GO, 6.125%, 07/01/25, Callable 07/01/18 @ 100		3,000,000		3,337,440
Palm Beach County School Board, Ser B, COP, 5.000%, 08/01/25, Mandatory Put 08/01/11 @ 101, FGIC(a)		3,000,000		3,011,160
Polk County School District Sales Tax Authority, RB, 5.250%, 10/01/15, Callable 10/01/14 @ 100, AGM		2,000,000		2,175,940
Tampa Sales Tax Authority, Ser A, RB, 5.375%, 10/01/14, Prerefunded 10/01/11 @ 101, AMBAC		1,640,000		1,677,654
				40,506,792
Georgia (1.2%)
Georgia State, Ser C, GO, 5.500%, 07/01/15, Callable 07/01/14 @ 100		5,595,000		6,329,232
Henry County School District, GO, 5.000%, 08/01/13, NATL-RE/FGIC		4,030,000		4,399,752
				10,728,984
Illinois (2.7%)
Chicago O’ Hare International Airport, AMT, RB, 5.000%, 01/01/17		3,645,000		3,979,392
Chicago O’ Hare International Airport, AMT, RB, 5.000%, 01/01/18		2,000,000		2,167,080
Chicago O’ Hare International Airport, Third Lien, Ser D, RB, 5.250%, 01/01/19, Callable 01/01/15 @ 100, NATL-RE, AMT		7,680,000		7,998,490
Grundy Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/21, Callable 10/15/18 @ 100, AGS		4,340,000		4,951,115
Illinois State Sales Tax, First Ser, RB, 5.000%, 06/15/22, Callable 06/15/13 @ 100(b)		2,975,000		3,044,199
University of Illinois, Auxiliary Facilities System, Ser A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100		2,000,000		2,082,220
				24,222,496
Kansas (3.7%)
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, Ser D, RB, 5.000%, 11/15/22, Callable 11/15/17 @ 100		2,000,000		2,146,720
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, Ser D, RB, 5.000%, 11/15/24, Callable 11/15/17 @ 100		2,750,000		2,911,205
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38, Callable 11/15/19 @ 100(b)		26,090,000		27,523,385
				32,581,310
Kentucky (0.4%)
Louisville & Jefferson County Regional Airport Authority System, Ser C, RB, 5.500%, 07/01/15, Callable 07/01/13 @ 100, AGM, AMT		3,625,000		3,856,275
Maryland (5.7%)
Baltimore, Ser A, RB, 5.000%, 07/01/41		4,750,000		4,924,088
Maryland State, Ser B, GO, 5.000%, 03/01/18		5,000,000		5,945,500
Maryland State, Ser B, GO, 5.000%, 03/15/18		15,055,000		17,910,030
Maryland State & Local Facilities, Second Ser B, GO, 5.000%, 08/15/20, Callable 08/15/19 @ 100		14,030,000		16,507,277

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Maryland State Department of Transportation, Consolidated Transportation, RB, 5.000%, 05/01/17, Callable 05/01/14 @ 100		4,500,000		4,973,220
				50,260,115
Massachusetts (5.5%)
Boston, Ser A, GO, 5.000%, 04/01/15		4,585,000		5,245,102
Commonwealth of Massachusetts, Ser B, GO, 5.250%, 08/01/20		15,500,000		18,524,825
Massachusetts Bay Transportation Authority, Ser B, RB, 5.250%, 07/01/20		13,750,000		16,318,088
Massachusetts State, Consolidated Lien, Ser C, GO, 5.000%, 01/01/15		2,000,000		2,262,140
Massachusetts State, Consolidated Lien, Ser C, GO, 5.000%, 09/01/18, Callable 09/01/15 @ 100		5,310,000		5,978,741
				48,328,896
Michigan (1.0%)
Kent Hospital Finance Authority, Spectrum Health, Ser A, RB, 5.000%, 01/15/47, Mandatory Put 01/15/12 @ 100(a)		2,000,000		2,050,260
Lansing Board of Water & Light, Ser A, RB, 5.000%, 07/01/37		3,000,000		3,014,070
Michigan Municipal Bond Authority, Clean Water State Revolving Fund, RB, 5.375%, 10/01/17, Callable 10/01/12 @ 100		3,300,000		3,477,540
				8,541,870
Minnesota (0.6%)
Minnesota Public Facilities Authority, Revolving Fund, Ser A, RB, 5.000%, 03/01/14		5,000,000		5,569,950
Missouri (0.9%)
Missouri State Highways & Transit Commission State Road, Second Lien, RB, 5.250%, 05/01/20, Callable 05/01/17 @ 100		6,500,000		7,493,070
Nevada (2.2%)
Clark County School District, Ser A, GO, 5.000%, 06/15/13, AGM		5,000,000		5,399,150
Clark County School District, Ser A, GO, 5.000%, 06/15/19, Callable 06/15/15 @ 101, NATL-RE/FGIC		13,250,000		14,361,145
				19,760,295
New Jersey (15.6%)
Garden State Preservation Trust, Open Space & Farmland Preservation, Ser A, RB, 5.800%, 11/01/18, Callable 11/01/15 @ 100, AGM(b)		8,000,000		9,197,440
Garden State Preservation Trust, Open Space & Farmland Preservation, Ser A, RB, 5.800%, 11/01/20, Callable 11/01/15 @ 100, AGM(b)		16,500,000		19,073,505
New Jersey Economic Development Authority, School Facilities Construction, Ser EE, RB, 5.000%, 09/01/18		13,750,000		15,141,500
New Jersey Economic Development Authority, School Facilities Construction, Ser O, RB, 5.000%, 03/01/20, Callable 03/01/15 @ 100		5,000,000		5,180,700
New Jersey Educational Facilities Authority, Higher Education Capital Improvement Fund, Ser A, RB, 5.000%, 09/01/16, Callable 09/01/15 @ 100, AGM		9,000,000		9,797,040
New Jersey Environmental Infrastructure Trust, Ser B, RB, 5.000%, 09/01/28, Callable 09/01/19 @ 100		7,410,000		8,099,871
New Jersey Higher Education Student Assistance Authority, AMT, RB, 5.000%, 12/01/18(c)		15,000,000		15,664,350
New Jersey State Transportation Trust Fund Authority, Transportation System, Ser A, RB, 6.000%, 12/15/38, Prerefunded 12/15/18 @ 100		7,710,000		8,274,141
New Jersey State Transportation Trust Fund Authority, Transportation System, Ser D, RB, 5.000%, 06/15/19, Callable 06/15/15 @ 100, AGM		13,125,000		13,972,481
New Jersey Transportation Trust Fund Authority, Ser A, RB, 6.000%, 06/15/35, ST APPROP		5,305,000		5,817,357
New Jersey Transportation Trust Fund Authority, Ser B, RB, 5.250%, 12/15/16, Callable 12/15/15 @ 100, NATL-RE		10,000,000		11,111,300
New Jersey Transportation Trust Fund Authority, Ser B, RB, 5.250%, 12/15/17, NATL-RE/FGIC		15,000,000		16,475,250
				137,804,935

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
New York (8.4%)
Buffalo School Improvements, Ser D, GO, 5.500%, 12/15/14, Callable 12/15/11 @ 100, FGIC/MBIA-RE		1,075,000		1,101,037
Erie County Industrial Development Agency, City School District Buffalo, Ser A, RB, 5.750%, 05/01/29, Callable 05/01/18 @ 100, BHAC		5,340,000		5,850,344
New York City, Ser H, GO, 5.000%, 08/01/14, AMBAC		7,400,000		8,283,338
New York City Municipal Water Finance Authority, Water & Sewer System, Ser A, RB, 5.750%, 06/15/40, Callable 06/15/18 @ 100(b)		15,330,000		16,828,048
New York City Transitional Finance Authority, Building Aid, Ser S-2, RB, 6.000%, 07/15/38, Callable 07/15/18 @ 100, State Aid Withholding		7,500,000		8,243,550
New York Local Government Assistance Corp., Ser B, RB, 5.000%, 04/01/14		8,925,000		9,934,417
New York State Urban Development Corporation, Ser B, RB, 5.000%, 01/01/14		6,690,000		7,335,853
Port Authority of New York & New Jersey, AMT, RB, 5.000%, 09/15/24, GO of Authority		7,925,000		8,194,925
Port Authority of New York & New Jersey, AMT, RB, 5.000%, 09/15/25, GO of Authority		4,835,000		4,969,461
Tobacco Settlement Financing Corp., Ser A-1, RB, 5.500%, 06/01/14, Callable 10/25/10 @ 100		415,000		416,544
Triborough Bridge & Tunnel Authority, RB, 5.000%, 11/15/15		2,475,000		2,850,433
				74,007,950
North Carolina (1.1%)
North Carolina State, GO, 5.000%, 05/01/16, Prerefunded 05/01/2013 @ 100		3,500,000		3,783,255
North Carolina State, Ser A, GO, 5.000%, 03/01/17		3,000,000		3,543,180
University of North Carolina, Chapel Hill, Ser A, RB, 5.000%, 02/01/14		1,885,000		2,059,909
				9,386,344
Ohio (0.3%)
Cleveland Stadium Project, Ser A, COP, 5.000%, 11/15/16		2,200,000		2,439,426
Oregon (1.0%)
Oregon State Department of Transportation, Highway User Tax, Ser B, RB, 5.000%, 11/15/17, Callable 11/15/14 @ 100		2,500,000		2,796,075
Tri-County Metropolitan Transportation District, Refunding Limited Tax Pledge, Ser A, RB, 5.000%, 09/01/20, AGM		5,170,000		5,770,547
				8,566,622
Pennsylvania (3.3%)
Allegheny County Port Authority, RB, 5.750%, 03/01/29, Callable 03/01/21 @ 100		7,500,000		8,063,475
Easton Area School District, Ser 2006, GO, 7.750%, 04/01/25, Callable 04/01/16 @ 100, AGM		8,790,000		10,268,566
University of Pittsburgh, Commonwealth System of Higher Education, Ser B, RB, 5.500%, 09/15/23, Callable 03/15/19 @ 100, GO of Authority		6,750,000		7,730,843
University of Pittsburgh, Commonwealth System of Higher Education, Ser B, RB, 5.500%, 09/15/24, Callable 03/15/19 @ 100, GO of Authority		2,500,000		2,830,050
				28,892,934
South Carolina (1.2%)
Beaufort County School District, Ser D, GO, 5.000%, 03/01/17, SCSDE		6,500,000		7,623,005
South Carolina State Public Service Authority, Ser A, RB, 5.000%, 01/01/17, Callable 01/01/14 @ 100, AGM		2,300,000		2,502,952
				10,125,957
Texas (7.7%)
Austin, Ser 2005, GO, 5.000%, 09/01/19, NATL-RE		5,000,000		5,532,500
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD		6,000,000		6,957,360
Frisco Independent School District, Ser A, GO, 5.000%, 08/15/40, PSF-GTD		13,510,000		14,098,496
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Ser B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100		4,050,000		4,487,845
Houston Utility Systems, Ser D, RB, 5.000%, 11/15/40		8,500,000		8,623,335

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Lower Colorado River Authority, Ser A, RB, 5.875%, 05/15/15, Callable 11/08/10 @ 100, AGM		1,185,000		1,189,941
North Harris County Regional Water Authority, RB, 5.250%, 12/15/18, Callable 12/15/14 @ 100, NATL-RE		2,690,000		2,974,898
San Antonio Electric & Gas, RB, 5.000%, 02/01/24, Callable 02/01/15 @ 100		1,875,000		1,997,719
Texas State, RB, TRANs, 2.000%, 08/31/11		3,000,000		3,008,070
Texas State Public Finance Authority, Unemployment Comp., Ser A, RB, 5.000%, 01/01/15		5,000,000		5,660,850
Texas State Public Finance Authority, Unemployment Comp., Ser A, RB, 5.000%, 01/01/17, Callable 01/01/16 @ 100		5,000,000		5,700,650
Texas State Public Finance Authority, Charter School Finance Corp., Ser A, RB, 6.200%, 02/15/40, Callable 02/15/20 @ 100		2,500,000		2,393,500
Texas State University Systems Financing, RB, 5.000%, 03/15/18, Callable 03/15/15 @ 100, AGM		5,035,000		5,629,583
				68,254,747
Virginia (2.0%)
Virginia College Building Authority Educational Facilities, 21st Century College & Equipment Program, Ser D, RB, 5.000%, 02/01/13		4,130,000		4,430,416
Virginia Commonwealth Transportation Board, RB, 5.000%, 05/15/34, ST APPROP		6,000,000		6,315,000
Virginia State, Ser D, GO, 5.000%, 06/01/18		6,000,000		7,166,640
				17,912,056
Washington (2.8%)
Energy Northwest, Ser A, RB, 5.000%, 07/01/21(c)		7,000,000		7,607,180
Pierce County School District No 10, Tacoma, GO, 5.000%, 12/01/16, Callable 12/01/13 @ 100, FGIC/MBIA-RE		5,200,000		5,668,832
Washington State, Ser A, GO, 5.000%, 07/01/19, Callable 07/01/14 @ 100		2,855,000		3,128,880
Washington State, Ser A, GO, 5.000%, 07/01/20, Callable 07/01/15 @ 100, AGM		7,700,000		8,417,332
				24,822,224
Total Municipal Bond (Cost $763,284,780)				788,400,622
Money Market Fund (12.1%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.11%(d)		106,970,263		106,970,263
Total Money Market Fund (Cost $106,970,263)				106,970,263
Total Investments (Cost $870,255,043)(e) — 101.5%				895,370,885
Liabilities in excess of other assets — (1.5)%				(13,384,885	)
Net Assets — 100.0%			$	881,986,000

(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(c)	Denotes investment purchased on a when-issued or delayed-delivery basis.
(d)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(e)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

AGC	— Security guaranteed by Assured Guaranty Corporation
AGM	— Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC	— Security guaranteed by American Municipal Bond Assurance Corporation
AMT	— Income subject to Alternative Minimum Tax
BHAC	— Security guaranteed by Berkshire Hathaway Assurance Corporation
COP	— Certificate of Participation
ETM	— Escrowed to Maturity
FGIC	— Security guaranteed by Financial Guaranty Insurance Company
GO	— General Obligation

See Notes to Schedules of Portfolio Investments.

MBIA-RE	— Security guaranteed by Municipal Bond Insurance Association
NATL-RE	— Reinsurance provided by National Public Finance Guarantee Corporation
PSF-GTD	— Security guaranteed by Permanent School Fund Guarantee Program
RB	— Revenue Bond
SCSDE	— Security guaranteed by South Carolina School Discount Enhancement
ST APPROP	— State Appropriation
TRANs	— Tax and Revenue Anticipation Notes

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Limited Duration Fund

	Shares or
	Principal
	Amount($)		Value($)
Asset-Backed Securities (33.3%)
Automobiles (6.7%)
AmeriCredit Automobile Receivables Trust, Ser 2007-DF, Cl A4B, 0.990%, 06/06/14(a)		903,040		904,261
Franklin Auto Trust, Ser 2008-A, Cl A4B, 2.136%, 05/20/16(a)		569,354		571,181
				1,475,442
Credit Card (18.3%)
Cabela’s Master Credit Card Trust, Ser 2010-2A, Cl A2, 0.887%, 09/17/18(a)(b)		1,000,000		1,008,418
Capital One Multi-Asset Execution Trust, Ser 2005-A10, Cl A, 0.267%, 09/15/15(a)		1,000,000		999,023
Discover Card Master Trust, Ser 2007-A2, Cl A2, 0.587%, 06/15/15(a)		1,000,000		1,003,119
Penarth Master Issuer PLC, Ser 2011-1A, Cl A1, 0.850%, 05/18/15(a)(b)		1,000,000		1,000,000
				4,010,560
Home Equity (3.7%)
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1, 0.336%, 03/20/36(a)		873,578		802,454
Other (4.6%)
SLM Student Loan Trust, Ser 2006-5, Cl A4, 0.354%, 04/25/23(a)		1,015,000		1,003,588
Total Asset-Backed Securities (Cost $7,292,880)				7,292,044
Collateralized Mortgage Obligations (61.7%)
CDC Commercial Mortgage Trust, Ser 2002-FX1, Cl A2, 5.676%, 11/15/30		271,962		274,031
Federal Home Loan Mortgage Corporation, Ser 2474, Cl FJ, 0.537%, 07/15/17(a)		690,749		691,757
Federal Home Loan Mortgage Corporation, Ser 2589, Cl F, 0.385%, 03/17/33(a)		1,138,202		1,132,215
Federal Home Loan Mortgage Corporation, Ser 2693, Cl BF, 0.587%, 07/15/22(a)		1,226,840		1,228,254
Federal Home Loan Mortgage Corporation, Ser 2834, Cl KF, 0.537%, 04/15/30(a)		889,483		889,382
Federal National Mortgage Association, Ser 2004-79, Cl FM, 0.486%, 11/25/24(a)		2,618,600		2,608,823
Federal National Mortgage Association, Ser 2005-41, Cl LF, 0.436%, 09/25/33(a)		1,426,775		1,426,554
Federal National Mortgage Association, Ser 2010-90, Cl MF, 0.586%, 04/25/28(a)		2,377,618		2,367,885
GE Capital Commercial Mortgage Corp., Ser 2003-C1, Cl A3, 4.371%, 01/10/38		10,677		10,673
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A4, 4.529%, 01/12/37		718,000		720,907
NCUA Guaranteed Notes, Ser 2011-R1, Cl 1A, 0.640%, 01/08/20(a)		950,018		950,465
NCUA Guaranteed Notes, Ser 2011-R5, Cl 1A, 0.570%, 04/06/20(a)		1,191,301		1,191,301
Total Collateralized Mortgage Obligations (Cost $13,443,752)				13,492,247
Money Market Fund (5.0%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(c)		1,082,565		1,082,565
Total Money Market Fund (Cost $1,082,565)				1,082,565
Total Investments (Cost $21,819,197)(d) — 100.0%				21,866,856
Other assets in excess of liabilities — 0.0%				9,959
Net Assets — 100.0%			$	21,876,815

(a) Variable or floating rate security. Rate disclosed is as of June 30, 2011.

See Notes to Schedules of Portfolio Investments.

(b)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 9.2% of net assets as of June 30, 2011.
(c)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(d)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Limited-Term Federal Mortgage Securities Fund

	Shares or
	Principal
	Amount($)		Value($)
Collateralized Mortgage Obligations (16.9%)
Federal Home Loan Mortgage Corporation, Ser 2945, Cl CZ, 5.000%, 03/15/35		759,469		778,884
Federal Home Loan Mortgage Corporation, Ser 3351, Cl PC, 6.000%, 07/15/37(a)		1,145,285		1,285,848
Federal Home Loan Mortgage Corporation, Ser 3753, Cl DC, 3.500%, 09/15/39		500,000		454,150
Federal Home Loan Mortgage Corporation, Ser 3763, Cl VQ, 4.000%, 07/15/27		180,000		175,757
Federal Home Loan Mortgage Corporation, Ser 3774, Cl EW, 3.500%, 12/15/25		411,000		384,311
Federal Home Loan Mortgage Corporation, Ser 3780, Cl CL, 3.500%, 12/15/25(a)		1,464,695		1,344,639
Federal National Mortgage Association, Ser 2010-134, Cl EB, 4.000%, 12/25/25		1,215,442		1,189,225
Federal National Mortgage Association, Ser 2010-144, Cl YB, 3.000%, 12/25/25		500,000		453,831
Federal National Mortgage Association, Ser 2010-44, Cl VP, 4.500%, 06/25/21		457,995		487,197
Federal National Mortgage Association, Ser 2011-8, Cl PV, 4.000%, 01/25/30		789,000		757,229
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl AM, 5.206%, 10/15/44(b)		500,000		524,648
Woodfield DUS, 4.210%, 08/01/21(c)		600,000		606,750
Total Collateralized Mortgage Obligations (Cost $8,274,138)				8,442,469
U.S. Government Agency Mortgages (79.7%)
Federal Home Loan Mortgage Corporation (14.5%)
Pool #G01843, 6.000%, 06/01/35		550,326		610,726
Pool #G02109, 6.000%, 03/01/36		890,001		982,675
Pool #G02163, 5.000%, 04/01/36		1,151,700		1,228,708
Pool #G04337, 5.500%, 04/01/38 (a)		1,380,425		1,494,574
Pool #G05671, 5.500%, 08/01/38 (c)		2,030,721		2,201,818
Pool #292, 3.500%, TBA(c)		750,000		716,133
				7,234,634
Federal National Mortgage Association (63.2%)
Pool #697146, 5.500%, 03/01/23		156,759		171,147
Pool #384, 3.000%, TBA(c)		2,200,000		2,185,564
Pool #776972, 5.500%, 04/01/29 (a)		649,309		708,480
Pool #254548, 5.500%, 12/01/32		506,432		551,475
Pool #555421, 5.000%, 05/01/33		622,563		665,367
Pool #555531, 5.500%, 06/01/33		432,664		471,146
Pool #730727, 5.000%, 08/01/33		465,468		497,471
Pool #725703, 6.000%, 08/01/34		1,548,744		1,717,997
Pool #725773, 5.500%, 09/01/34 (a)		2,777,416		3,022,708
Pool #735288, 5.000%, 03/01/35		3,188,662		3,406,404
Pool #735578, 5.000%, 06/01/35		957,374		1,022,151
Pool #888344, 5.000%, 10/01/35		322,062		343,853
Pool #255933, 5.500%, 11/01/35		667,001		725,283
Pool #AE0115, 5.500%, 12/01/35 (a)		1,670,275		1,816,975
Pool #745428, 5.500%, 01/01/36		413,989		450,163
Pool #745275, 5.000%, 02/01/36		2,616,098		2,793,107
Pool #745886, 5.500%, 04/01/36 (a)		1,854,869		2,016,946
Pool #745950, 6.000%, 11/01/36		290,301		319,940
Pool #256553, 6.000%, 01/01/37 (c)		559,831		616,988
Pool #889140, 5.500%, 05/01/37		1,179,839		1,283,669
Pool #888472, 6.000%, 07/01/37		815,819		897,582
Pool #889574, 6.000%, 08/01/37		734,349		809,324

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Pool #995722, 5.000%, 05/01/38		169,927		181,531
Pool #995196, 6.000%, 07/01/38		2,146,682		2,365,851
Pool #890101, 6.000%, 02/01/39		1,018,898		1,125,789
Pool #995724, 6.000%, 04/01/39		1,240,325		1,370,447
				31,537,358
Government National Mortgage Association (2.0%)
Pool #003931, 6.000%, 12/20/36		911,358		1,010,848
Total U.S. Government Agency Mortgages (Cost $39,342,162)				39,782,840
U.S. Treasury Obligation (0.9%)
U.S. Treasury Note (0.9%)
1.250%, 10/31/15		460,000		456,119
Total U.S. Treasury Obligation (Cost $457,540)				456,119
Money Market Fund (9.5%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d)		4,749,962		4,749,962
Total Money Market Fund (Cost $4,749,962)				4,749,962
Total Investments (Cost $52,823,802)(e) — 107.0%				53,431,390
Liabilities in excess of other assets — (7.0)%				(3,483,564	)
Net Assets — 100.0%			$	49,947,826

(a)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(b)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(c)	All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(d)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(e)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

TBA — To Be Announced. Securities purchased on a forward commitment basis with an appropriate principal amount and no definitive maturity date. The actual principal and maturity date will be determined upon settlement date.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Maryland Municipal Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Municipal Bonds (94.2%)
Georgia (3.1%)
Georgia State Higher Education Facilities Authority, USG Real Estate Foundation III LLC, Ser A, RB, 4.750%, 06/15/41, Callable 06/15/20 @ 100, AGC		300,000		280,902
Thomasville Hospital Authority, John D. Archbold Memorial Hospital, RB, 5.250%, 11/01/35, Callable 11/01/20 @ 100		500,000		479,420
				760,322
Maryland (83.6%)
Baltimore, GO, 5.000%, 10/15/19		545,000		640,642
Baltimore, GO, 5.000%, 10/15/29, Callable 10/15/19 @ 100		500,000		534,960
Baltimore, Ser A, GO, 5.000%, 10/15/27, Callable 10/15/18 @ 100, AGM		500,000		537,870
Baltimore County, Catholic Health Initiatives, Ser A, RB, 5.000%, 09/01/21, Callable 09/01/16 @ 100		550,000		590,832
Baltimore Sewer Improvement, Wastewater Projects, Ser C, RB, 5.000%, 07/01/22, Callable 07/01/16 @ 100, AMBAC		1,000,000		1,084,600
Baltimore Sewer Improvement, Wastewater Projects, Ser C, RB, 5.625%, 07/01/39, Callable 07/01/19 @ 100		215,000		232,303
Charles County, GO, 4.000%, 04/01/17		500,000		561,535
Charles County, GO, 5.000%, 03/01/16		500,000		583,470
Frederick, GO, 5.000%, 03/01/27, Callable 03/01/19 @ 100		500,000		545,475
Frederick, GO, 5.000%, 03/01/34, Callable 03/01/19 @ 100		750,000		784,447
Frederick County, GO, 5.000%, 12/01/15		500,000		586,015
Frederick County, GO, 5.000%, 12/01/18		500,000		596,705
Harford County, GO, 5.000%, 07/15/25, Callable 07/15/15 @ 100		750,000		805,717
Howard County, GO, 5.000%, 02/15/15		1,000,000		1,141,970
Maryland Community Development Administration, Department of Housing & Community Development, RB, 5.000%, 09/01/27, Callable 03/01/17 @ 100, AMT		500,000		497,770
Maryland Community Development Administration, Department of Housing & Community Development, Ser A-1, RB, 3.500%, 06/01/22, Callable 06/01/20 @ 100		500,000		506,775
Maryland Community Development Administration, Department of Housing & Community Development Residential, Ser B, RB, 5.250%, 09/01/35, Callable 03/01/20 @ 100		300,000		307,536
Maryland Environmental Service, RB, 5.000%, 11/01/22, Callable 11/01/20 @ 100		500,000		553,935
Maryland Health & Higher Educational Facilities Authority, RB, 5.750%, 07/01/34		750,000		763,125
Maryland Health & Higher Educational Facilities Authority, RB, 6.000%, 07/01/41, Callable 07/01/21 @ 100		500,000		510,935
Maryland Health & Higher Educational Facilities Authority, John Hopkins University, Ser A, RB, 5.250%, 07/01/38, Callable 07/01/18 @ 100		1,000,000		1,056,920
Maryland Health & Higher Educational Facilities Authority, Lifebridge Health, RB, 5.000%, 07/01/28, Callable 07/01/17 @ 100, AGM		520,000		525,907
Maryland Health & Higher Educational Facilities Authority, University of Maryland Medical System, RB, 5.125%, 07/01/39, Callable 07/01/19 @ 100		500,000		494,500
Maryland State, GO, 5.250%, 03/01/17		590,000		704,779
Maryland State, Ser C, GO, 5.000%, 03/01/21, Callable 03/01/19 @ 100		500,000		581,990
Maryland State Transportation Authority, Grant & Revenue Anticipation, RB, 5.250%, 03/01/18		500,000		599,560
Maryland State Transportation Authority, Grant & Revenue Anticipation, RB, 5.250%, 03/01/20, Callable 03/01/19 @ 100		750,000		887,190

	Shares or
	Principal
	Amount($)		Value($)
Maryland State Transportation Authority, Transportation Facilities Project, RB, 5.000%, 07/01/23, Callable 07/01/18 @ 100		500,000		556,230
Montgomery County Revenue Authority, Lease, College Arts Center Project, Ser A, RB, 5.000%, 05/01/28, Callable 05/01/15 @ 100		500,000		509,745
Montgomery County Revenue Authority, Transportation Fund Lease, Ser A, RB, 5.125%, 11/01/29, Callable 11/01/18 @ 100		250,000		263,328
Montgomery County, Department of Finance, Public Transport Equipment, COP, 4.000%, 05/01/17		500,000		542,090
Prince George’s County, COP, 5.000%, 10/01/23, Callable 10/01/20 @ 100		500,000		556,935
St. Mary’s County, Construction Public Improvement, GO, 4.000%, 07/15/18		375,000		422,404
Wicomico County, GO, 4.000%, 02/01/20		250,000		272,835
				20,341,030
New York (2.2%)
Monroe County Industrial Development Corp., Unity Hospital Rochester Project, RB, 5.500%, 08/15/40, FHA, Callable 02/15/21 @ 100		500,000		520,570
North Carolina (2.0%)
North Carolina Capital Facilities Finance Agency, RB, 5.250%, 03/01/33, Callable 03/01/21 @ 100		500,000		491,075
Puerto Rico (3.3%)
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 6.375%, 08/01/39, Callable 08/01/19 @ 100		750,000		801,405
Total Municipal Bonds (Cost $21,865,330)				22,914,402
Money Market Fund (6.4%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.11%(a)		1,559,165		1,559,165
Total Money Market Fund (Cost $1,559,165)				1,559,165
Total Investments (Cost $23,424,495)(b) — 100.6%				24,473,567
Liabilities in excess of other assets — (0.6)%				(140,226	)
Net Assets — 100.0%			$	24,333,341

(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

AGC	— Security guaranteed by Assured Guaranty Corporation
AGM	— Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC	— Security guaranteed by American Municipal Bond Assurance Corporation
AMT	— Income subject to Alternative Minimum Tax
COP	— Certificate of Participation
FHA	— Security guaranteed by Federal Housing Administration
GO	— General Obligation
RB	— Revenue Bond

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

North Carolina Tax-Exempt Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Municipal Bonds (97.2%)
North Carolina (89.2%)
Cape Fear Public Utility Authority, Water & Sewer System, RB, 5.000%, 08/01/35, Callable 08/01/18 @ 100		1,855,000		1,909,537
Charlotte Water & Sewer System, RB, 5.000%, 07/01/21, Callable 07/01/18 @ 100		1,080,000		1,232,723
Charlotte-Mecklenburg Hospital Authority, Health Care Systems, Ser A, RB, 5.000%, 01/15/21, Callable 01/15/17 @ 100		1,000,000		1,072,870
Greensboro, Ser C, GO, 5.000%, 02/01/19		1,385,000		1,646,474
Greensboro, Enterprise System, Ser A, RB, 5.000%, 06/01/25, Callable 06/01/17 @ 100		1,605,000		1,732,838
Iredell County School Project, COP, 5.125%, 06/01/27, Callable 06/01/18 @ 100 AGM		1,000,000		1,051,950
Lenoir County, GO, 5.000%, 02/01/21, Callable 02/01/17 @ 100, AGM		500,000		554,920
New Hanover County Hospital, New Hanover Regional Medical Center, Ser B, RB, 5.125%, 10/01/31, Callable 10/01/19 @ 100, AGM		2,000,000		2,032,800
North Carolina Capital Facilities Finance Agency, RB, 5.250%, 03/01/33, Callable 03/01/21 @ 100(b)		2,000,000		1,964,300
North Carolina Capital Facilities Finance Agency, Duke University Project, Ser A, RB, 5.250%, 07/01/42, Prerefunded 10/01/12 @ 100(a)		1,000,000		1,061,060
North Carolina Capital Facilities Finance Agency, Solid Waste Disposal, Duke Energy Carolina, Ser A, RB, 4.625%, 11/01/40, Callable 11/01/20 @ 100		1,500,000		1,389,930
North Carolina Eastern Municipal Power Agency, RB, 6.000%, 01/01/18, AMBAC		1,000,000		1,178,630
North Carolina Eastern Municipal Power Agency, Power System, Ser C, RB, 5.375%, 01/01/16, Callable 01/01/13 @ 100		500,000		524,630
North Carolina Infrastructure Finance Corp., Ser A, COP, 5.000%, 02/01/15		2,290,000		2,591,066
North Carolina Medical Care Commission, RB, 5.000%, 10/01/20		1,215,000		1,350,825
North Carolina Medical Care Commission Health Care Facilities, Ser A, RB, 6.125%, 10/01/39, Callable 10/01/14 @ 100		750,000		772,927
North Carolina Medical Care Commission Health Care Facilities, Novant Health Obligations Group, Ser A, RB, 5.000%, 11/01/17, Callable 11/01/13 @ 100		1,290,000		1,339,446
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Ser D, RB, 6.000%, 12/01/29, Callable 12/01/18 @ 100		750,000		805,590
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Ser D, RB, 6.250%, 12/01/33, Callable 12/01/18 @ 100		2,000,000		2,157,140
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Ser A, RB, 5.625%, 10/01/29, Callable 10/01/14 @ 100, AGM		500,000		515,130
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Ser A, RB, 5.875%, 10/01/38, Callable 10/01/14 @ 100, AGM		500,000		512,490
North Carolina Municipal Power Agency, No. 1 Catawba Electric, RB, ETM, 5.000%, 01/01/20, Sinkable @ 01/01/19 @ 100		1,600,000		1,864,720
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Ser A, RB, 5.000%, 01/01/30, Callable 01/01/19 @ 100		3,000,000		3,071,580
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Ser A, RB, 5.250%, 01/01/15		1,000,000		1,122,400
North Carolina State, Ser C, GO, 5.000%, 05/01/20		2,000,000		2,387,840
North Carolina State Ports Authority Facilities, Ser A, RB, 5.250%, 02/01/40, Callable 02/01/20 @ 100		1,500,000		1,490,910
North State Carolina, Ser A, GO, 5.000%, 03/01/16		1,000,000		1,132,300
Raleigh Durham Airport Authority, RB, 5.000%, 05/01/12, NATL-RE/FGIC, AMT		1,000,000		1,036,010
University of North Carolina Systems Pool, Ser A, RB, 5.250%, 10/01/28, Callable 10/01/19 @ 100		500,000		542,800
Wake County, GO, 5.000%, 03/01/20		1,000,000		1,172,470

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Wake County, RB, 5.000%, 01/01/26, Callable 01/01/20 @ 100		1,000,000		1,087,250
Wake County, Ser C, GO, 5.000%, 03/01/23		1,000,000		1,191,520
Wake County Industrial Facilities & Pollution Control Financing Authority, Carolina Power & Light Co. Project, RB, 5.375%, 02/01/17, Callable 02/01/12 @ 101		1,500,000		1,551,886
Winston-Salem North Carolina Water & Sewer System, RB, 5.000%, 06/01/39, Callable 06/01/19 @ 100(a)		2,000,000		2,065,920
				47,114,882
Puerto Rico (8.0%)
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Ser CC, RB, 5.500%, 07/01/30		1,095,000		1,104,012
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/27, Callable 08/01/19 @ 100		550,000		563,068
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/57, Callable 08/01/17 @ 100		1,400,000		1,396,066
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 6.000%, 08/01/42, Callable 08/01/19 @ 100		1,100,000		1,144,913
				4,208,059
Total Municipal Bonds (Cost $49,996,808)				51,322,941
Money Market Fund (2.7%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.11%(c)		1,452,331		1,452,331
Total Money Market Fund (Cost $1,452,331)				1,452,331
Total Investments (Cost $51,449,139)(d) — 99.9%				52,775,272
Other assets in excess of liabilities — 0.1%				49,634
Net Assets — 100.0%			$	52,824,906

(a)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(b)	Denotes investment purchased on a when-issued or delayed-delivery basis.
(c)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(d)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

AGM	— Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC	— Security guaranteed by American Municipal Bond Assurance Corporation
AMT	— Income subject to Alternative Minimum Tax
COP	— Certificate of Participation
ETM	— Escrowed to Maturity
FGIC	— Security guaranteed by Financial Guaranty Insurance Company
GO	— General Obligation
NATL-RE	— Reinsurance provided by National Public Finance Guarantee Corporation
RB	— Revenue Bond

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Seix Floating Rate High Income Fund

	Shares or
	Principal
	Amount($)		Value($)
Bank Loans (84.7%)
Aerospace/Defense (3.1%)
AM General LLC, 3.186%, 09/30/12(a)(b)		587,040		545,947
AM General LLC, 3.191%, 09/29/13(a)(b)		9,796,112		9,110,384
DAE Aviation Holdings, Inc., Term Loan B2, 5.280%, 07/31/14(a)(b)		8,555,226		8,480,368
DAE Aviation Holdings, Inc., Term Loan B1, 5.280%, 07/31/14(a)(b)		8,903,917		8,826,008
Delos Aircraft, Inc., Term Loan B2, 7.000%, 03/17/16(a)(b)		9,114,808		9,186,997
Hawker Beechcraft Acquisition Co. LLC, 2.186%-2.246%, 03/26/14(a)(b)		13,623,234		11,452,099
Hawker Beechcraft Acquisition Co. LLC, 2.246%, 03/26/14(a)(b)		842,429		708,172
Hawker Beechcraft Acquisition Co. LLC, 10.500%, 03/26/14(a)(b)		3,268,358		3,285,517
Huntington Ingalls Industries, Inc., Term Loan A, 2.750%-2.813%, 04/01/16(a)(b)		13,148,563		13,115,691
International Lease Finance Co. Revolver, 10/13/11(a)(b)(c)		10,000,000		9,866,700
MacAndrews AMG Holdings LLC, 6.053%, 04/17/12(a)(b)		23,142,439		22,506,022
Sequa Corp., 3.500%-3.510%, 12/03/14(a)(b)		12,523,085		12,324,844
TASC, Inc., New Term Loan B, 4.500%, 12/18/15(a)(b)		4,681,693		4,673,874
Transdigm, Inc., New Term Loan B, 4.000%, 02/14/17(a)(b)		4,268,550		4,275,508
United Airlines, Inc., Term Loan B, 2.188%, 02/03/14(a)(b)		3,963,622		3,767,422
Wesco Aircraft Hardware Corp, New Term Loan B, 4.250%, 04/04/17(a)(b)		1,483,200		1,485,321
				123,610,874
Apparel (0.2%)
Claire’s Stores, Inc., Term Loan B, 2.996%-3.023%, 05/29/14(a)(b)		8,726,136		7,993,926
Auto Manufacturers (1.9%)
Chrysler Group LLC, Term Loan, 6.000%, 05/24/17(a)(b)		15,565,000		15,200,156
Delphi Corp., Term Loan B, 3.500%, 03/31/17(a)(b)		24,618,750		24,754,153
Ford Motor Co., Term Loan B1, 2.940%, 12/16/13(a)(b)		13,496,709		13,480,513
HHI Holdings LLC, New Term Loan B, 7.000%-7.750%, 03/21/17(a)(b)		9,865,275		9,865,275
Kar Auction Services, Inc., Term Loan B, 5.000%, 05/19/17(a)(b)		2,195,000		2,208,719
Metaldyne, Term Loan B 2011, 5.250%, 05/18/17(a)(b)		3,595,987		3,595,987
Tenneco, Inc., Term Loan B, 4.996%, 06/03/15(a)(b)		5,123,250		5,139,286
				74,244,089
Auto Parts & Equipment (1.3%)
Allison Transmission, Inc., Term Loan B, 2.940%, 08/07/14(a)(b)		24,101,055		23,597,584
Remy International, Inc., Term Loan B, 6.250%, 12/16/16(a)(b)		6,955,050		6,981,132
TI Automotive Ltd., Term Loan, 07/01/16(a)(b)(c)		6,077,684		6,092,878
Tomkins LLC, Term Loan B, 4.250%, 09/29/16(a)(b)		14,926,572		14,918,063
				51,589,657
Banks (0.2%)
CIT Group, Inc., 6.250%, 08/11/15(a)(b)		8,897,759		8,940,646
Building Materials (0.4%)
Armstrong World Industries, Inc., New Term Loan B, 4.000%, 03/09/18(a)(b)		9,905,175		9,900,223
Goodman Global Holdings, Inc., 1st Lien Term Loan, 5.750%, 10/28/16(a)(b)		5,453,788		5,461,368
Goodman Global Holdings, Inc., 2nd Lien Term Loan, 9.000%, 10/30/17(a)(b)		1,400,000		1,432,900
				16,794,491
Chemicals (3.6%)
Chemtura Corp., Term Loan B, 5.500%, 08/27/16(a)(b)		4,035,000		4,046,338
Houghton International, Inc., New Term Loan B, 6.750%, 01/29/16(a)(b)		4,409,862		4,426,399

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Huntsman International LLC, 1.718%, 04/21/14(a)(b)		2,777,648		2,702,763
Huntsman International LLC, Term Loan B, 2.773%, 04/19/17(a)(b)		7,573,385		7,358,377
INEOS U.S. Finance LLC, Term Loan A2, 7.001%, 12/14/12(a)(b)		78,984		81,452
INEOS U.S. Finance LLC, Term Loan B2, 7.501%, 12/16/13(a)(b)(d)		14,041,540		14,431,193
INEOS U.S. Finance LLC, Term Loan C2, 8.001%, 12/16/14(a)(b)(d)		11,111,139		11,475,029
ISP Chemco Inc., 1.688%, 06/04/14(a)(b)		28,195,033		28,066,746
MacDermid, Inc., 2.186%, 04/11/14(a)(b)		2,887,526		2,857,091
Metokote Corp., Term Loan B, 9.000%, 11/27/11(a)(b)		2,400,301		2,379,299
Momentive Specialty Chemicals, Inc., Term Loan C3, 2.436%, 05/05/13(a)(b)		1,762,355		1,656,614
Momentive Specialty Chemicals, Inc., Term Loan C5, 2.500%, 05/06/13(a)(b)		2,938,776		2,872,653
Momentive Specialty Chemicals, Inc., Term Loan C1, 4.000%, 05/05/15(a)(b)		3,246,674		3,187,422
Momentive Specialty Chemicals, Inc., Term Loan C2, 4.000%, 05/05/15(a)(b)		1,369,198		1,344,211
Nalco Co., Term Loan B1, 4.500%-5.250%, 10/05/17(a)(b)		4,525,800		4,547,162
Nexeo Solutions, LLC, Term Loan B, 5.000%, 09/08/17(a)(b)		13,800,413		13,737,207
Omnova Solutions, Inc., Term Loan B, 5.750%, 05/31/17(a)(b)		1,890,500		1,890,500
Rockwood Specialties Group, Inc., New Term Loan B, 3.750%, 02/09/18(a)(b)		3,320,000		3,332,450
Solutia, Inc., New Term Loan B, 3.500%, 08/01/17(a)(b)		1,551,971		1,553,336
Styron S.A.R.L LLC, New Term Loan B, 6.000%, 08/02/17(a)(b)		12,472,325		12,452,120
Univar, Inc., Term Loan B, 5.000%, 06/30/17(a)(b)		19,489,893		19,439,024
				143,837,386
Commercial Services (3.3%)
Acosta, Inc., 4.750%, 03/01/18(a)(b)		4,475,000		4,473,613
Baker Corp., Term Loan, 5.000%, 06/01/18(a)(b)		1,915,000		1,916,072
Booz Allen Hamilton, Inc., Term Loan B, 4.000%, 08/03/17(a)(b)		2,214,450		2,219,300
Brock Holdings III, Inc., New Term Loan B, 6.000%, 03/16/17(a)(b)		4,259,325		4,280,622
Catalina Marketing Corp., 2.936%, 10/01/14(a)(b)		8,280,003		8,153,733
Cengage Learning Acquisitions, Inc., 2.500%, 07/03/14(a)(b)		12,119,743		10,890,680
Cenveo Corp., 6.250%, 12/21/16(a)(b)		7,347,551		7,398,102
Emergency Medical Services, Term Loan, 5.250%-6.000%, 04/05/18(a)(b)		4,553,588		4,535,373
Hertz Corp. (The), Term Loan B, 3.750%, 03/09/18(a)(b)		4,842,863		4,815,355
Instant Web, Inc., Term Loan B, 3.561%, 08/07/14(a)(b)		13,571,539		12,316,171
Instant Web, Inc., 3.561%, 08/07/14(a)(b)		2,159,998		1,960,198
JMC Steel Group, Inc., 4.750%, 04/03/17(a)(b)		1,930,163		1,934,988
Merrill Communications LLC, 7.500%, 12/24/12(a)(b)		2,824,065		2,817,005
Merrill Communications LLC, 2nd Lien Term Loan, 13.750%-14.000%, 11/15/13(a)(b)		2,082,021		2,075,775
Moneygram International, Inc., Term Loan B, 4.500%-5.500%, 10/27/17(a)(b)		11,873,846		11,870,878
Quad/Graphics, Inc., Term Loan B, 5.500%, 04/14/16(a)(b)		4,034,250		4,041,310
Trans Union LLC, New Term Loan B, 4.750%, 02/12/18(a)(b)		4,653,338		4,646,078
Vertafore, Inc., 5.250%, 07/29/16(a)(b)		4,442,675		4,448,228
Vertafore, Inc., 2nd Lien Term Loan, 9.750%, 10/27/17(a)(b)		2,800,000		2,838,500
Walter Industries, Inc., Term Loan B, 4.000%, 04/02/18(a)(b)		26,480,000		26,461,994
Waste Industries USA, Inc., Term Loan B, 4.750%-5.750%, 03/17/17(a)(b)		6,982,500		6,982,500
				131,076,475
Computers (0.0%)
Network Solutions LLC, Term Loan B, 2.440%, 03/07/14(a)(b)		1,412,136		1,355,651
Consumer Discretionary (0.1%)
Collective Brands Finance, Inc., 2.935%-3.011%, 08/17/14(a)(b)		2,951,493		2,897,392
Consumer Staples (0.3%)
Pierre Foods, Inc., 1st Lien Term Loan, 7.000%-7.500%, 09/30/16(a)(b)		4,352,412		4,391,844
Pinnacle Foods Holdings Corp., Term Loan D, 6.000%, 04/02/14(a)(b)		1,552,526		1,559,637
Revlon Consumer Products Corp., New Term Loan B, 4.750%, 11/17/17(a)(b)		7,475,348		7,473,479
				13,424,960
Diversified Financial Services (5.9%)
Affinion Group, Inc., Term Loan B, 5.000%, 10/10/16(a)(b)		12,441,511		12,412,647
American Capital Holdings, Inc., 7.500%, 12/31/13(a)(b)		2,392,656		2,396,652
BNY ConvergEx Group LLC, 5.250%, 12/19/16(a)(b)		2,241,045		2,241,045

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
BNY ConvergEx Group LLC, 5.250%, 12/30/17(a)(b)		5,340,855		5,340,855
BNY ConvergEx Group LLC, 2nd Lien Term Loan, 8.750%, 12/19/16(a)(b)		2,631,015		2,671,585
BNY ConvergEx Group LLC, 8.750%, 12/18/17(a)(b)		1,103,985		1,121,009
CNO Financial Group, Inc., New Term Loan B, 6.250%, 09/30/16(a)(b)		6,599,702		6,609,998
East Valley Tourist Development Authority, 1st Lien Term Loan, 12.000%, 08/06/12(a)(f)		1,658,212		1,355,588
First Data Corp., Term Loan B3, 2.936%, 09/24/14(a)(b)		1,984,679		1,836,582
First Data Corp., Term Loan B1, 2.936%, 09/24/14(a)(b)(d)		35,200,071		32,573,442
First Data Corp., Term Loan B2, 2.936%, 09/24/14(a)(b)		21,154,010		19,575,498
Interactive Data Corp., New Term Loan B, 4.750%, 02/12/18(a)(b)		11,805,413		11,798,093
International Lease Finance Corp., Term Loan B1, 6.750%, 03/17/15(a)(b)		6,095,192		6,097,752
Microsemi Corp., New Term Loan B, 11/02/17(a)(b)(c)		8,802,938		8,797,480
MSCI, Inc., Term Loan B1, 3.750%, 03/14/17(a)(b)		11,633,656		11,680,888
NDS Finance Ltd., New Term Loan B, 4.000%, 03/12/18(a)(b)		27,461,175		27,323,869
Nielsen Finance LLC, Class A, 2.190%, 08/09/13(a)(b)		3,585,853		3,542,823
Nielsen Finance LLC, Class B, 3.940%, 05/02/16(a)(b)		2,695,207		2,689,816
Nuveen Investments, Inc., 1st Lien Term Loan, 3.273%, 11/13/14(a)(b)		9,146,700		9,015,810
Nuveen Investments, Inc., 5.773%, 05/12/17(a)(b)		7,508,300		7,502,068
Peach Holdings, Inc., 9.250%-9.500%, 11/21/13(a)(b)		565,041		514,188
Sabic Innovative Plastic, Term Loan B, 2.686%, 08/29/14(a)(b)		1,732,755		1,717,594
Springleaf Finance Corp., 5.500%, 05/05/17(a)(b)(e)		52,660,000		51,554,140
SunGard Data Systems, Inc., 1.940%, 02/28/14(a)(b)		3,373,848		3,287,815
SunGard Data Systems, Inc., 3.690%, 02/28/14(a)(b)		3,000,000		2,988,750
				236,645,987
Electric (3.5%)
Aeroflex, Term Loan B, 4.250%, 05/09/18(a)(b)		11,970,000		11,928,105
Calpine Corp., 4.500%, 04/02/18(a)(b)		19,291,650		19,076,548
Equipower Resources Holdings LLC, Term Loan B, 5.750%, 01/26/18(a)(b)		4,174,538		4,171,073
GenOn Energy, Inc., Term Loan B, 6.000%, 09/08/17(a)(b)		7,547,963		7,535,357
NRG Energy, Inc., New Term Loan B, 06/11/18(a)(b)(c)		22,105,000		22,108,095
NRG Energy, Inc., 4.000%, 02/01/13(a)(b)		8,639,836		8,617,286
NRG Energy, Inc., 4.000%, 02/01/13(a)(b)		7,702,794		7,682,690
Texas Competitive Electric Holdings Co. LLC, 4.690%-4.768%, 10/10/17(a)(b)(e)		76,901,642		60,090,174
				141,209,328
Electrical Components & Equipment (0.3%)
Rovi Solutions Corp., Term Loan A, 2.750%, 02/18/16(a)(b)		5,355,000		5,341,612
Rovi Solutions Corp., Term Loan B, 4.000%, 02/07/18(a)(b)		5,341,613		5,358,332
				10,699,944
Electronics (0.4%)
Eagle Parent, Inc., 5.000%, 05/16/18(a)(b)		5,745,000		5,597,066
Ipayment Inc., Term Loan B, 5.750%, 05/08/17(a)(b)		6,632,513		6,638,019
Sophos Ltd., Incremental Term Loan B2, 06/15/16(a)(b)(c)(d)		3,810,000		3,790,950
				16,026,035
Energy (2.1%)
Aquilex Holdings LLC, 6.000%, 04/01/16(a)(b)		3,583,522		3,570,980
Aventine Renewable Energy Holdings, Inc., Term Loan B, 10.500%, 12/21/15(a)(b)		14,143,947		13,672,529
Brand Energy & Infrastructure Services, Inc., Revolver, 0.500%-2.250%, 02/05/13(a)(b)		7,500,000		6,675,000
EnergySolutions LLC, 6.250%, 08/12/16(a)(b)		2,880,900		2,888,102
FirstLight Power Resources, Inc., Term Loan B, 2.750%, 11/01/13(a)(b)		1,096,579		1,074,648
FirstLight Power Resources, Inc., 2nd Lien Term Loan, 4.750%, 05/01/14(a)(b)		4,580,000		4,236,500
Glenn Pool Oil, Term Loan, 4.500%, 05/18/16(a)(b)		51,963,714		51,963,714
MACH Gen LLC, Letter of Credit, 2.307%, 02/22/13(a)(b)		1,067,597		989,310
				85,070,783
Entertainment (3.6%)
AMC Networks Inc., Term Loan B, 07/06/18(a)(b)(d)		13,700,000		13,682,875

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Blackstone UTP, 7.750%, 11/06/14(a)		4,253,702		4,317,507
Caesars Entertainment Operating Co., Term Loan B2, 3.186%-3.274%, 01/28/15(a)(b)		19,534,462		17,585,509
Caesars Entertainment Operating Co., Term Loan B1, 3.274%, 01/28/15(a)(b)		13,535,000		12,184,613
Caesars Entertainment Operating Co., Term Loan B4, 9.500%, 10/31/16(a)(b)		4,073,308		4,241,658
Carmike Cinemas, Inc., Term Loan B, 5.500%, 01/27/16(a)(b)		5,309,289		5,329,198
CCM Merger, Inc., New Term Loan B, 7.000%, 03/01/17(a)(b)		6,040,773		6,108,732
Cedar Fair LP, New Term Loan B, 4.000%, 12/15/17(a)(b)		2,498,516		2,502,039
Cinedigm Digital Funding I LLC, 5.250%, 04/29/16(a)(b)		4,376,355		4,339,900
Cinemark USA, Inc., 3.440%-3.520%, 04/29/16(a)(b)		2,026,748		2,033,618
Harrah’s Operating Company, Term Loan B3, 01/28/15(a)(b)		2,992,500		2,693,938
Hubbard Radio, Term Loan B, 5.250%, 04/28/17(a)(b)		6,355,000		6,388,745
Hubbard Radio, 2nd Lien Term Loan, 8.750%, 04/09/18(a)(b)		4,540,000		4,611,868
IMG Worldwide, Inc., New Term Loan B, 5.500%, 06/16/16(a)(f)		14,433,878		14,379,751
Kasima, LLC, Term Loan B, 5.000%, 03/31/17(a)(b)		11,970,000		11,984,963
Live Nation Entertainment, Inc., Term Loan B, 4.500%, 11/07/16(a)(b)		6,043,500		6,028,391
Regal Cinemas, Inc., Term Loan B, 3.496%, 08/23/17(a)(b)		3,333,250		3,327,684
Sea World Parks & Entertainment, Inc., Term Loan B, 4.000%, 08/17/17(a)(b)		8,433,571		8,447,655
Six Flags Theme Parks, Inc., Term Loan B, 5.250%, 06/30/16(a)(b)		4,245,000		4,259,603
Universal City Development Partners Ltd., New Term Loan B, 5.500%, 11/06/14(a)(b)		9,122,500		9,125,328
				143,573,575
Food (2.2%)
Aramark Corp., 2.061%, 01/27/14(a)(b)		1,155,561		1,129,849
Aramark Corp., 2.121%, 01/27/14(a)(b)		14,344,439		14,025,275
Burger King Corp., New Term Loan B, 4.500%, 10/19/16(a)(b)		4,452,625		4,436,863
Dean Foods Co., Term Loan B, 1.750%, 04/02/14(a)(b)		4,590,077		4,385,452
Del Monte Foods Co., 4.500%, 03/08/18(a)(b)		16,825,000		16,767,963
DineEquity, Inc., New Term Loan B, 4.250%, 10/19/17(a)(b)		4,556,999		4,556,270
Dole Food Co., Inc., Term Loan B, 5.000%-5.500%, 03/02/17(a)(b)		505,659		505,447
Dole Food Co., Inc., Term Loan C, 5.000%-5.500%, 03/02/17(a)(b)		1,255,930		1,255,403
Dunkin’ Brands, Inc., Term Loan B, 4.250%-5.250%, 11/23/17(a)(b)		16,253,427		16,222,058
JBS USA Holdings Inc., 4.250%, 05/25/18(a)(b)		18,930,000		18,894,601
Windsor Quality Food Co. Ltd., New Term Loan B, 5.000%, 02/16/17(a)(b)		3,465,963		3,463,086
Wm. Bolthouse Farms, Inc., 1st Lien Term Loan, 5.500%-5.750%, 02/11/16(a)(b)		2,601,428		2,600,621
				88,242,888
Forest Products & Paper (0.7%)
Georgia-Pacific Corp., New Term Loan C, 3.496%-3.500%, 12/23/14(a)(b)		3,855,570		3,855,995
Rock-Tenn Co., Term Loan B, 03/28/18(a)(b)(c)		23,750,000		23,794,650
				27,650,645
Health Care (7.4%)
Aptalis Pharma, Inc., Term Loan B, 5.500%-0.750%, 02/10/17(a)(b)		12,616,600		12,469,364
Ardent Medical Services, Inc., 1st Lien Term Loan, 6.500%, 09/15/15(a)(b)		8,023,438		8,013,408
Bausch & Lomb, Inc., 3.436%, 04/24/15(a)(b)		379,630		377,044
Bausch & Lomb, Inc., 3.496%-3.436%, 04/24/15(a)(b)		1,559,596		1,548,975
Biomet, Inc., New Term Loan B, 3.186%-3.247%, 03/25/15(a)(b)		4,870,956		4,824,439
CareStream Health, Inc., Term Loan B, 5.000%, 02/25/17(a)(b)		26,922,525		25,105,255
Community Health Systems, Inc., 2.504%, 07/25/14(a)(b)(e)		47,133,803		45,503,916
Community Health Systems, Inc., 2.504%, 07/25/14(a)(b)		2,669,371		2,577,064
Community Health Systems, Inc., 3.754%, 01/25/17(a)(b)		7,509,776		7,324,209
Convatec, Inc., 5.750%, 12/22/16(a)(b)		6,084,425		6,067,936
CRC Health Corp., 4.746%, 11/16/15(a)(b)		4,161,089		4,067,464
DaVita, Inc., 4.500%, 10/20/16(a)(b)		6,527,200		6,539,993
Drumm Investors LLC, 5.000%, 04/13/18(a)(b)(e)		32,845,000		32,147,044
Gentiva Health Services, Inc., New Term Loan B, 4.750%, 08/17/16(a)(b)		2,722,969		2,693,016
Grifols, Inc., Term Loan B, 6.000%, 11/23/16(a)(b)		7,600,000		7,623,788
Harlan Sprague Dawley, Inc., Term Loan B, 3.730%, 07/11/14(a)(b)		4,780,855		4,419,900
HCA, Inc., Term Loan B2, 3.496%, 03/31/17(a)(b)		10,000,000		9,856,200
HCA, Inc., Term Loan B3, 3.496%, 05/01/18(b)(e)		31,940,135		31,395,556
Health Management Associates, Inc., Term Loan B, 1.996%, 02/28/14(a)(b)		5,726,283		5,531,589

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
IASIS Healthcare LLC, 5.000%, 05/03/18(a)(b)(e)		29,580,863		29,438,283
Inventiv Health, Inc., Combined Term Loan, 4.750%, 08/04/16(a)(b)		4,460,093		4,460,093
MedAssets, Inc., 5.250%-6.000%, 11/16/16(a)(b)		4,682,587		4,688,440
MultiPlan, Inc., New Term Loan B, 4.750%, 08/26/17(a)(b)		6,951,923		6,910,629
Universal Health Services, Inc., New Term Loan B, 4.000%, 11/15/16(a)(b)		12,870,516		12,895,485
Vanguard Health Holding Co. II LLC, Term Loan B, 5.000%, 01/29/16(a)(b)		7,425,281		7,413,326
Warner Chilcott Co., LLC, New Term Loan B2, 4.250%, 03/15/18(a)(b)		2,885,340		2,884,446
Warner Chilcott Corp., New Term Loan B1, 4.250%, 03/15/18(a)(b)		5,770,680		5,768,891
WC Luxco S.A.R.L., New Term Loan B3, 4.250%, 03/15/18(a)(b)		3,967,343		3,966,113
				296,511,866
Healthcare — Services (1.0%)
Endo Pharmaceuticals Holdings Inc., Term Loan B, 4.000%, 06/18/18(a)(b)		18,955,000		19,002,387
HCR Healthcare LLC, 5.000%, 02/04/18(a)(b)		7,576,013		7,431,614
inVentiv Health, Inc., 08/04/16(a)(b)(c)		2,983,333		2,961,704
inVentiv Health, Inc., 08/04/16(a)(b)(c)		1,487,938		1,477,150
Valitas Health Services, Inc., Term Loan B, 5.750%, 05/18/17(a)(b)		7,390,000		7,366,943
				38,239,798
Industrials (0.2%)
Bucyrus International, Inc., Term Loan C, 4.250%, 02/19/16(a)(b)		6,847,015		6,842,633
Information Technology (2.2%)
Allen Systems Group, Inc., Add on Term Loan B, 6.500%, 11/20/15(a)(b)		5,922,207		5,911,133
Aspect Software, Inc., New Term Loan B, 6.250%, 04/19/16(a)(b)		3,885,713		3,885,713
CDWC LLC, 4.500%, 07/15/17(a)(b)		11,094,363		10,914,080
Ceridian Corp., 3.186%, 11/10/14(a)(b)		15,218,845		14,574,174
Fidelity National Information Services, Inc., Term Loan B, 5.250%, 07/18/16(a)(b)		3,796,263		3,807,651
Flextronics International Ltd., Term Loan A-2, 2.436%, 10/01/14(a)(b)		747,553		737,895
Flextronics International Ltd., Term Loan A-1, 2.436%, 10/01/14(a)(b)		450,544		444,723
Flextronics International Ltd., Term Loan B, 2.440%, 10/01/12(a)(b)		10,026,698		9,954,606
Flextronics International Ltd., Term Loan A, 2.440%, 10/01/14(a)(b)		1,907,337		1,882,694
Presidio, Inc., New Term Loan B, 7.250%, 03/31/17(a)(b)		10,481,250		10,455,047
Savvis Communications Corp., 6.750%, 08/04/16(a)(b)		13,974,400		14,035,608
SBA Communications Corp., 06/29/18(a)(b)(c)(d)		4,955,000		4,957,081
SonicWall, Inc., 1st Lien Term Loan, 8.250%, 01/22/16(a)(b)		1,735,972		1,735,972
Verint Systems Inc., Term Loan, 4.500%, 10/26/17(a)(b)		6,695,000		6,672,706
				89,969,083
Insurance (0.4%)
Hub International Holdings, Inc., 2.746%, 06/13/14(a)(b)		784,314		758,824
Hub International Holdings, Inc., Delayed Draw Term Loan, 2.746%, 06/13/14(a)(b)		176,304		170,574
Hub International Holdings, Inc., 6.750%, 06/13/14(a)(b)		2,917,576		2,910,282
Sedgwick CMS Holdings, Inc., 5.000%, 12/30/16(a)(b)		7,920,554		7,910,653
USI Holdings Corp., 7.000%, 05/05/14(a)(b)		4,421,250		4,404,670
				16,155,003
Leisure Time (0.2%)
Clubcorp Operations, Inc., Term Loan B, 6.000%, 11/09/16(a)(b)		8,811,373		8,833,402
Lodging (1.9%)
Ameristar Casinos, Inc., Term Loan B, 4.000%, 04/13/18(a)(b)		7,226,888		7,244,955
Las Vegas Sands LLC, Term Loan B, 1.690%, 05/23/14(a)(b)		4,508,886		4,372,583
Las Vegas Sands LLC, 1.690%, 05/23/14(a)(b)		886,825		860,016
Las Vegas Sands LLC, 2.690%, 11/23/15(a)(b)		4,681,357		4,547,376
Las Vegas Sands LLC, 2.690%, 11/23/16(a)(b)		2,740,604		2,662,168
Las Vegas Sands LLC, Term Loan B, 2.690%, 11/23/16(a)(b)		13,635,861		13,245,603
MGM Mirage, Class E, 7.000%, 02/21/14(a)(b)		2,636,596		2,570,444
MGM Mirage, Class C Term Loan, 7.000%, 02/21/14(a)(b)		28,704,654		27,984,454
Seminole Tribe of Florida, Term Loan B3, 1.750%, 03/05/14(a)(b)		2,262,849		2,183,649
Seminole Tribe of Florida, Term Loan B1, 1.750%, 03/05/14(a)(b)		1,109,987		1,071,137
Seminole Tribe of Florida, Term Loan B2, 1.750%, 03/05/14(a)(b)		4,004,448		3,864,293

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
VML U.S. Finance LLC, Term Loan B, 4.690%, 05/25/12(a)(b)		2,324,591		2,318,500
VML U.S. Finance LLC, Term Loan B, 4.690%, 05/27/13(a)(b)		4,024,475		4,013,931
				76,939,109
Machinery Diversified (1.6%)
Alliance Laundry Systems LLC, Term Loan B, 6.250%-6.750%, 09/30/16(a)(b)		3,878,000		3,897,390
Asurion Corp., 1st Lien Term Loan, 5.500%, 05/24/18(a)(b)		32,325,000		31,880,531
Asurion Corp., 2nd Lien Term Loan, 9.000%, 05/24/19(a)(b)		9,605,000		9,624,210
Milacron LLC, Term Loan B, 7.500%, 04/11/17(a)(b)		10,000,000		9,900,000
NACCO Materials Handling Group, Inc., 1.936%-2.167%, 03/22/13(a)(b)		3,325,000		3,266,812
Veyance Technologies, Inc., Delayed Draw Term Loan, 2.690%, 07/31/14(a)(b)		494,711		467,814
Veyance Technologies, Inc., 2.690%, 07/31/14(a)(b)		3,454,009		3,266,215
				62,302,972
Media (8.5%)
Block Communications, Inc., 2.186%, 12/22/11(a)(b)		964,286		945,000
CCO Holdings LLC, 3rd Lien Term Loan, 2.686%, 09/06/14(a)(b)(e)		33,274,084		32,469,850
Charter Communications Operating LLC, 2.190%, 03/06/14(a)(b)		1,250,916		1,246,851
Citadel Broadcasting Corp., 4.250%, 12/30/16(a)(b)		2,698,150		2,694,750
Clear Channel Communications, Inc., Term Loan 1, 0.183%-3.836%, 01/29/16(a)(b)		787,669		660,326
Clear Channel Communications, Inc., Term Loan C, 3.836%, 01/28/16(a)(b)		30,273,024		25,580,705
Clear Channel Communications, Inc., Term Loan B, 3.836%, 01/28/16(a)(b)		19,945,348		16,888,723
Clear Channel Communications, Inc., Term Loan 2, 3.836%, 01/29/16(a)(b)		896,544		751,599
Entercom Communication LLC, Term Loan A, 1.311%-3.375%, 06/30/12(a)(b)		9,154,412		8,927,199
FoxCo Acquisition Sub LLC, Term Loan B, 4.750%, 07/14/15(a)(b)		5,451,590		5,448,210
Getty Images, Inc., 5.250%, 11/07/16(a)(b)		7,210,513		7,241,157
Gray Television, Inc., Term Loan B, 3.700%, 12/31/14(a)(b)		19,880,851		19,466,733
Insight Midwest Holdings LLC, Term Loan A, 1.190%, 10/07/13(a)(b)		11,813,515		11,636,313
Insight Midwest LP, 1.940%-2.060%, 04/07/14(a)(b)		5,000,000		4,912,500
Lamar Media Corp., Term Loan B, 4.000%, 12/30/16(a)(b)		1,955,314		1,961,024
Media General, Inc., 4.754%-4.686%, 03/29/13(a)(b)		19,532,006		17,578,806
Mediacom Broadband LLC, 4.500%, 10/23/17(a)(b)		4,608,450		4,567,112
Mediacom Illinois LLC, Term Loan D, 5.500%, 03/31/17(a)(b)		5,403,750		5,383,486
Quebecor Media, Inc., Term Loan B, 2.278%, 01/17/13(a)(b)		1,158,143		1,154,529
Radio One, Inc., Term Loan B, 7.500%, 03/23/16(a)(b)(d)		20,683,163		20,851,317
San Juan Cable Holdings, LLC, New Term Loan B, 6.000%, 05/31/17(a)(b)		7,305,000		7,273,077
San Juan Cable, LLC, 2nd Lien Term Loan, 10.000%, 06/08/18(a)(b)		11,745,000		11,774,363
Sinclair Television Group, Inc., New Term Loan B, 4.000%, 10/28/16(a)(b)		4,373,373		4,374,161
Springboard Finance LLC, 7.000%, 02/23/15(a)(b)		12,068,281		12,110,520
Summit Entertainment LLC, 7.500%, 09/07/16(a)(b)		18,510,375		18,278,995
Syniverse Technologies, Inc., Term Loan B, 5.250%, 12/21/17(a)(b)		9,865,425		9,906,564
Telesat Canada, Term Loan II, 3.190%, 10/31/14(a)(b)		323,273		318,628
Telesat Canada, Term Loan I, 3.190%, 10/31/14(a)(b)		3,763,425		3,709,345
Tribune Co., Term Loan B, 5.250%, 06/04/14(a)(b)		5,000,000		3,378,750
Univision Communications, Inc., 2.186%, 09/29/14(a)(b)		28,091,616		26,894,351
Univision Communications, Inc., 4.436%, 03/31/17(a)(b)		20,136,199		19,086,298
Village Roadshow Ltd., Term Loan A2, 5.500%, 05/27/15(a)(f)		26,840,000		26,840,000
Weather Channel Interactive, Inc. (The), New Term Loan B, 4.250%, 02/13/17(a)(b)		5,875,275		5,889,141
				340,200,383
Metals (0.3%)
American Rock Salt Holding LLC, Term Loan, 5.500%, 04/19/17(a)(b)		6,370,000		6,366,051
Global Brass & Copper, Inc., 10.250%-10.500%, 07/29/15(a)(b)		4,162,039		4,286,900
				10,652,951
Mining (0.8%)
Fairmount Minerals Ltd., New Term Loan B, 5.250%, 03/01/17(a)(b)		8,621,100		8,628,773
Novelis, Inc., 3.750%, 03/10/17(a)(b)		21,929,800		21,937,256
				30,566,029

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Miscellaneous Manufacturer (0.9%)
Bombardier Recreational Products, Inc., 2.780%-2.790%, 06/28/13(a)(b)		1,690,325		1,644,263
Clarke American Corp., Term Loan B, 2.686%-2.746%, 06/30/14(a)(b)		17,247,520		15,350,293
Manitowoc Co., Inc., New Term Loan B, 4.250%, 11/13/17(a)(b)		3,970,000		3,981,791
Sensata Technologies, Term Loan, 4.000%, 05/11/18(a)(b)		17,235,000		17,200,530
				38,176,877
Oil & Gas (4.5%)
Alon USA Energy, Inc., 2.436%-2.504%, 08/04/13(a)(f)		868,323		795,237
Alon USA Energy, Inc., 2.504%, 08/04/13(a)(f)		108,540		99,404
Big West Oil LLC, 7.000%, 03/31/16(a)(b)		10,116,140		10,187,763
CITGO Petroleum Corp., Term Loan B, 8.000%, 06/24/15(a)(b)		2,422,857		2,447,086
CITGO Petroleum Corp., Term Loan C, 9.000%, 06/23/17(a)(b)		3,960,000		4,114,440
EPCO Holdings, Inc., Term Loan A, 1.193%, 08/07/12(a)(b)		8,090,909		7,929,091
Frac Tech International LLC, Term Loan B, 6.250%, 05/06/16(a)(b)(e)		38,135,293		38,059,023
MEG Energy Corp., New Term Loan B, 4.000%, 03/16/18(a)(b)(e)		26,080,000		26,044,531
Obsidian Natural Gas Trust, 7.000%, 11/02/15(a)(b)(d)		39,661,764		40,058,382
Semgroup, Term Loan B, 5.750%, 06/08/18(a)(b)		12,925,000		12,849,647
TPF Generation Holdings LLC, 2.246%, 12/15/11(a)(b)(d)		1,040,102		1,028,213
TPF Generation Holdings LLC, 2.246%, 12/13/13(a)(b)(d)		2,980,696		2,946,626
TPF Generation Holdings LLC, Term Loan B, 2.246%, 12/15/13(a)(b)(d)		6,175,637		6,105,049
TPF Generation Holdings LLC, 2nd Lien Term Loan C, 4.496%, 12/15/14(a)(b)		8,800,000		8,459,000
Western Refining, Inc., New Term Loan B, 7.500%, 03/15/17(a)(b)(d)		20,529,113		20,751,443
				181,874,935
Packaging & Containers (0.3%)
Anchor Glass Container Corp., 1st Lien Term Loan, 6.000%, 03/02/16(a)(b)		1,180,650		1,184,582
BWAY Corp., Canadian Term Loan C, 4.500%-5.500%, 02/23/18(a)(b)		81,136		81,004
BWAY Corp., New Term Loan B, 4.500%, 02/23/18(a)(b)		913,864		912,384
Graham Packaging Company LP, Term Loan D, 6.000%, 09/23/16(a)(b)		4,123,838		4,128,538
Reynolds Group Holdings, Inc., Term Loan E, 4.250%, 02/09/18(a)(b)		5,221,913		5,186,247
				11,492,755
Real Estate (5.4%)
CB Richard Ellis Services, Inc., New Term Loan C, 03/05/18(a)(b)		30,895,000		30,462,470
CB Richard Ellis Services, Inc., Term Loan A, 2.190%, 11/07/15(a)(b)		20,103,333		20,053,075
CB Richard Ellis Services, Inc., New Term Loan B, 3.440%, 11/06/16(a)(b)		5,200,700		5,179,585
CB Richard Ellis Services, Inc., New Term Loan D, 5.750%, 09/04/19(a)(b)		30,895,000		30,447,022
Grizzly Ventures LLC, Term Loan B, 5.750%, 12/02/14(a)(b)		18,179,333		18,179,333
Istar Financial, Inc., Term Loan A1, 5.000%, 06/28/13(a)(b)(d)(e)		82,052,124		80,731,906
Istar Financial, Inc., Term Loan A2, 7.000%, 06/30/14(a)(b)		17,600,000		17,519,392
Mattamy Funding Partnership, Term Loan B, 2.563%, 04/11/13(a)(b)		2,876,864		2,704,252
Realogy Corp., 10/10/13(a)(b)(c)		1,767,388		1,653,622
Realogy Corp., 3.201%, 10/10/13(a)(b)		222,612		208,282
Realogy Corp., 4.451%, 10/10/16(a)(b)		1,185,138		1,062,678
Realogy Corp., 4.518%, 10/10/16(a)(b)		10,410,231		9,334,542
Realogy Corp., 2nd Lien Term Loan, 13.500%, 10/15/17(a)(b)		655,000		695,282
				218,231,441
Retail (4.6%)
Burlington Coat Factory Warehouse Corp., Term Loan B, 6.250%, 02/18/17(a)(b)		8,336,588		8,323,582
Capital Automotive LP, New Term Loan B, 5.000%, 03/10/17(a)(b)(d)		51,422,749		51,384,182
Dollar General Corp., Term Loan B, 2.936%-3.023%, 07/07/14(a)(b)		3,914,783		3,914,234
Dollar General Corp., Term Loan B2, 2.936%, 07/07/14(a)(b)		2,566,695		2,560,279
Gymboree Corp., 5.000%, 02/23/18(a)(b)		7,019,725		6,793,760
Harbor Freight Tools USA, Inc., 1st Lien Term Loan, 6.500%, 12/22/17(a)(b)		7,472,450		7,579,904
J Crew Operating Corp., New Term Loan B, 4.750%, 03/07/18(a)(b)		12,380,000		11,840,108
Jo-Ann Stores, Inc., 4.750%, 03/16/18(a)(b)		12,500,000		12,289,125
Leslie’s Poolmart, Inc., Term Loan B, 4.500%, 11/21/16(a)(b)		9,362,950		9,345,441
Michael Foods Group, Inc., 4.250%, 02/23/18(a)(b)		9,635,850		9,627,274

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Michaels Stores, Inc., Term Loan B1, 2.563%, 10/31/13(a)(b)		3,703,058		3,634,478
Michaels Stores, Inc., Term Loan B2, 4.183%, 07/31/16(a)(b)		4,191,557		4,162,971
NBTY, Inc., New Term Loan B, 4.250%, 10/02/17(a)(b)		15,372,750		15,372,750
PETCO Animal Supplies, Inc., 4.500%, 11/24/17(a)(b)		16,602,300		16,541,868
Pilot Travel Centers LLC, New Term Loan B, 4.250%, 03/30/18(a)(b)		13,515,000		13,539,462
Savers, Inc., New Term Loan B, 4.250%, 03/03/17(a)(b)		2,000,000		2,000,420
Sports Authority, Inc., Term Loan B, 7.500%, 10/26/17(a)(b)		5,355,894		5,386,048
				184,295,886
Semiconductors (0.4%)
Freescale Semiconductor, Inc., Term Loan B, 4.441%, 12/01/16(a)(b)		17,876,088		17,753,280
Telecommunication Services (6.5%)
Airvana, Inc., Term Loan B, 10.000%, 08/27/14(a)(b)(d)		12,132,000		12,253,320
Atlantic Broadband Finance LLC, New Term Loan B, 4.000%, 03/08/16(a)(b)		5,311,601		5,312,716
Avaya, Inc., 3.005%, 10/24/14(a)(b)		14,378,957		13,805,668
Avaya, Inc., Term Loan B3, 4.755%, 10/26/17(a)(b)		16,029,305		15,421,474
BBHI Acquisition LLC, Term Loan B, 4.500%-5.250%, 12/14/17(a)(b)		7,641,600		7,636,404
Bragg Communications, Inc., Term Loan B, 2.754%, 08/31/14(a)(b)		2,785,901		2,755,730
CMP Susquehanna Corp., 2.188%, 05/03/13(a)(b)(d)		30,848,184		30,534,150
Consolidated Communications, Inc., 12/31/14(a)(b)(c)		115,000		110,975
Consolidated Communications, Inc., Term Loan B, 2.690%, 12/31/14(a)(b)		5,115,000		4,935,975
Integra Telecom, Inc., New Term Loan B, 9.250%, 04/12/15(a)(b)		7,375,500		7,375,500
Intelsat Jackson Holdings Ltd., 3.285%, 02/02/14(a)(b)		22,550,000		21,638,529
Intelsat Jackson Holdings SA, Term Loan B, 5.250%, 04/02/18(a)(b)(e)		57,770,000		57,890,161
Level 3 Financing, Inc., 04/21/12(a)(b)(c)		12,761,364		12,761,364
Level 3 Financing, Inc., Term Loan A, 2.533%, 03/13/14(a)(b)		7,730,000		7,481,171
Level 3 Financing, Inc., 11.500%, 03/13/14(a)(b)		12,750,000		13,463,235
MetroPCS Wireless, Inc., New Term Loan B, 4.000%, 03/15/18(a)(b)		25,403,778		25,411,653
Telcordia Technologies, Inc., Term Loan B, 6.750%, 04/09/16(a)(b)		8,473,609		8,463,017
TowerCo Finance LLC, Term Loan B, 5.250%, 02/02/17(a)(b)		5,491,238		5,494,697
UPC Financing Partnership, Term Loan N, 1.941%, 12/31/14(a)(b)		1,000,000		980,000
UPC Financing Partnership, Term Loan T, 3.691%, 12/30/16(a)(b)		220,210		218,926
Vonage Holdings Corp., Term Loan B, 9.750%, 12/08/15(a)(b)(d)		4,798,750		4,816,745
West Corp., Term Loan B2, 2.649%, 10/24/13(a)(b)		1,702,622		1,688,031
				260,449,441
Telecommunications (2.6%)
CommScope, Inc., New Term Loan B, 5.000%, 01/14/18(a)(b)		4,992,488		5,020,595
Encompass Digital Media, Inc., Term Loan B, 7.750%, 02/25/16(a)(b)		8,483,737		8,483,737
Lightsquared LP, Term Loan B, 6.000%, 10/01/14(a)(b)		22,092,523		21,229,589
PAETEC Holding Corp., 5.000%, 11/21/13(a)(b)		9,486,225		9,403,221
Vodafone Americas Finance, PIK Term Loan B, 07/11/16(a)(d)(f)		40,000,000		40,200,000
Vodafone Americas Finance 2, PIK Term Loan, 6.875%, 08/11/15(a)(f)		17,353,299		17,873,898
				102,211,040
Textiles (0.2%)
Warnaco Inc., 06/15/18(a)(b)(c)		7,305,000		7,327,865
Transportation (0.3%)
Dollar Thrifty Automotive Group, Inc., Term Loan B, 2.686%, 06/15/13(a)(b)		3,869,255		3,857,183
Swift Transportation Co., Inc., Term Loan B, 6.000%, 12/21/16(a)(b)		8,150,578		8,185,218
				12,042,401
Utilities (1.4%)
Aes Corp., 2.780%-4.250%, 05/28/18(a)(b)		29,466,150		29,471,454
Astoria Generating Co. Acquisitions LLC, 2nd Lien Term Loan C, 3.900%, 08/23/13(a)(b)		24,890,000		24,606,005

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Calpine Corp., Term Loan B2, 4.500%, 04/02/18(a)(b)		1,915,000		1,893,648
				55,971,107
Total Bank Loans (Cost $3,381,397,308)				3,391,924,989
Corporate Bonds (9.9%)
Advertising (0.0%)
Affinion Group, Inc., 7.875%, 12/15/18, Callable 12/15/14 @ 103.94(b)		370,000		345,950
Checkout Holding Corp., 0.000%, 11/15/15, Callable 09/02/11 @ 64.40(b)		355,000		227,644
				573,594
Auto Manufacturers (0.0%)
Chrysler Group LLC, 8.250%, 06/15/21, Callable 06/15/16 @ 104.13(b)		350,000		343,000
Motors Liquidation Co., 7.200%, 01/15/49		10,000,000		250,000
Motors Liquidation Co., 8.375%, 07/15/49		10,000,000		250,000
				843,000
Auto Parts & Equipment (0.0%)
Delphi Corp., 6.125%, 05/15/21, Callable 05/15/16 @ 103.06(b)		225,000		222,188
Visteon Corp., 6.750%, 04/15/19, Callable 04/15/14 @105.06(b)		505,000		487,325
				709,513
Banks (0.3%)
CapitalSource, Inc., 12.750%, 07/15/14(b)		1,585,000		1,909,925
CIT Group, Inc., 5.250%, 04/01/14(b)		3,200,000		3,184,000
CIT Group, Inc., 7.000%, 05/01/14, Callable 09/02/11 @ 102		2,590,386		2,622,766
CIT Group, Inc., 7.000%, 05/01/17, Callable 09/02/11 @ 102		5,000,000		4,987,500
				12,704,191
Chemicals (0.0%)
Ashland, Inc., 9.125%, 06/01/17, Callable 06/01/13 @ 104.56		1,000,000		1,125,000
Commercial Services (0.0%)
iPayment, Inc., 10.250%, 05/15/18, Callable 05/15/15 @ 105.13(b)		325,000		319,313
United Rentals NA, Inc., 9.250%, 12/15/19, Callable 12/15/14 @ 104.63		675,000		732,375
				1,051,688
Diversified Financial Services (0.6%)
American General Finance Corp., Ser I, 4.875%, 07/15/12, MTN		4,500,000		4,477,500
American General Finance Corp., Ser I, 5.850%, 06/01/13, MTN		2,000,000		1,975,000
E*Trade Financial Corp. PIK, 12.500%, 11/30/17, Callable 11/30/12 @ 112.50		3,718,000		4,350,060
Ford Motor Credit Co. LLC, 8.700%, 10/01/14		4,500,000		5,037,705
General Motors Financial Co., Inc., 6.750%, 06/01/18(b)		295,000		295,737
Icahn Enterprises Finance Corp., 8.000%, 01/15/18, Callable 01/15/14 @ 104		600,000		609,000
International Lease Finance Corp., 6.250%, 05/15/19		1,190,000		1,162,710
International Lease Finance Corp., 8.250%, 12/15/20		610,000		658,800
International Lease Finance Corp., 8.625%, 09/15/15		965,000		1,045,819
International Lease Finance Corp., 8.750%, 03/15/17		1,010,000		1,104,687
Springleaf Finance Corp., 6.900%, 12/15/17(a)		3,000,000		2,752,500
SunGard Data Systems, Inc., 7.375%, 11/15/18, Callable 11/15/13 @ 105.53		780,000		780,000
SunGard Data Systems, Inc., 7.625%, 11/15/20, Callable 11/15/15 @ 103.81		265,000		267,650
				24,517,168
Electric (2.3%)
Calpine Corp., 7.500%, 02/15/21, Callable 11/01/15 @ 103.75(b)		3,900,000		3,978,000
Calpine Corp., 7.875%, 01/15/23, Callable 01/15/17 @ 103.94(b)		390,000		401,700
Edison Mission Energy, 7.750%, 06/15/16		1,150,000		1,035,000
General Cable Corp., 2.621%, 04/01/15, Callable 10/19/10 @ 101(a)		5,133,000		5,030,340
Glenn Pool Oil & Gas Trust, 6.000%, 08/02/21		39,792,869		39,593,904
NRG Energy, Inc., 7.625%, 01/15/18(b)		12,725,000		12,756,812
NRG Energy, Inc., 7.625%, 05/15/19, Callable 05/15/14 @ 103.81(b)		910,000		905,450
NRG Energy, Inc., 7.875%, 05/15/21, Callable 05/15/16 @ 103.94(b)		3,650,000		3,640,875
NRG Energy, Inc., 8.250%, 09/01/20, Callable 09/01/15 @ 104.13(b)		630,000		642,600

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
NRG Energy, Inc., 8.500%, 06/15/19, Callable 06/15/14 @ 104.25		3,500,000		3,622,500
Texas Competitive Electric Holdings Co. LLC, 11.500%, 10/01/20, Callable 04/01/16 @ 105.75(b)		20,700,000		20,337,750
				91,944,931
Energy-Alternate Sources (0.0%)
First Wind Capital LLC, 10.250%, 06/01/18, Callable 06/01/14 @ 107.69(b)		330,000		333,300
Entertainment (0.0%)
Diamond Resorts Corp., 12.000%, 08/15/18, Callable 08/15/14 @ 106(b)		900,000		954,000
Regal Entertainment Group, 9.125%, 08/15/18, Callable 08/15/14 @ 104.56		450,000		465,750
				1,419,750
Food (0.0%)
JBS USA Finance, Inc., 7.250%, 06/01/21, Callable 06/01/15 @ 105.44(b)		250,000		243,125
Healthcare — Products (0.1%)
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25(b)		635,000		612,775
Rotech Healthcare, Inc., 10.750%, 10/15/15, Callable 04/15/13 @ 105.38		1,590,000		1,729,125
				2,341,900
Healthcare — Services (0.1%)
DaVita, Inc., 6.625%, 11/01/20, Callable 11/01/14 @ 104.97		660,000		671,550
inVentiv Health, Inc., 10.000%, 08/15/18, Callable 08/15/14 @ 105(b)(d)		710,000		674,500
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19(b)		420,000		417,900
MedImpact Holdings, Inc., 10.500%, 02/01/18, Callable 02/01/15 @ 105.25(b)		1,315,000		1,367,600
Symbion, Inc., 8.000%, 06/15/16, Callable 06/15/14 @ 104.00(b)		135,000		131,962
				3,263,512
Holding Companies-Divers (0.1%)
Leucadia National Corp., 7.125%, 03/15/17, Callable 03/15/12 @ 103.56		2,000,000		2,075,000
Insurance (0.2%)
Lincoln National Corp., 6.050%, 04/20/67, Callable 04/20/17 @ 100(a)		1,000,000		962,500
MBIA, Inc., 5.700%, 12/01/34		8,285,000		5,216,402
				6,178,902
Internet (0.1%)
Level 3 Financing, Inc., 11.875%, 02/01/19, Callable 02/01/15 @ 105.94(b)		2,880,000		3,106,800
UPC Holding BV, 9.875%, 04/15/18, Callable 04/15/14 @ 104.94(b)		1,000,000		1,110,000
				4,216,800
Investment Companies (0.0%)
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62(b)		145,000		157,688
Lodging (0.1%)
MTR Gaming Group, Inc., Ser B, 12.625%, 07/15/14, Callable 07/15/11 @ 106.31		3,564,000		3,684,285
Machinery-Diversified (0.0%)
Manitowoc Co., Inc. (The), 8.500%, 11/01/20, Callable 11/01/15 @ 104.25		145,000		154,787
Terex Corp., 10.875%, 06/01/16, Callable 06/01/13 @ 105.44		1,000,000		1,152,500
				1,307,287
Media (0.1%)
Block Communications, Inc., 8.250%, 12/15/15, Callable 09/06/11 @ 104.13(b)		100,000		101,875
CCO Holdings LLC / Cap Corp., 6.500%, 04/30/21, Callable 04/30/15 @ 104.88		445,000		438,881
Citadel Broadcasting Corp., 7.750%, 12/15/18, Callable 12/15/14 @ 103.88(b)		175,000		185,938
DISH DBS Corp., 6.750%, 06/01/21(b)		2,665,000		2,731,625
Insight Communications, Inc., 9.375%, 07/15/18, Callable 07/15/13 @ 107.03(b)		300,000		329,250
				3,787,569
Mining (0.0%)
Novelis, Inc., 8.375%, 12/15/17, Callable 12/15/13 @ 106.28		195,000		208,163
Novelis, Inc., 8.750%, 12/15/20, Callable 12/15/15 @ 104.38		555,000		599,400

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Thompson Creek Metals Co., Inc., 7.375%, 06/01/18, Callable 06/01/14 @ 105.53(b)		225,000		220,500
				1,028,063
Oil & Gas (0.7%)
Comstock Resources, Inc., 7.750%, 04/01/19, Callable 04/01/15 @ 103.88		480,000		483,600
Connacher Oil and Gas Ltd., 8.500%, 08/01/19, Callable 08/01/15 @ 104.25(b)		900,000		855,000
Linn Energy LLC/Finance Corp., 7.750%, 02/01/21, Callable 09/15/15 @ 103.88(b)		395,000		410,800
SandRidge Energy, Inc., 3.871%, 04/01/14, Callable 11/08/10 @ 102(a)		1,000,000		990,094
United Refining Co., 10.500%, 02/28/18, Callable 02/28/15 @ 105.25		3,890,000		3,890,000
Western Refining, Inc., 10.750%, 06/15/14, Callable 12/15/11 @ 105(a)(b)		17,200,000		18,404,000
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(b)		885,000		995,625
				26,029,119
Packaging & Containers (0.0%)
Smurfit-Stone Container Corp., 8.000%, 03/15/17		570,000		14,250
Smurfit-Stone Container Corp., 8.250%, 10/01/12		1,800,000		45,000
				59,250
Pharmaceuticals (0.1%)
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(b)		3,600,000		3,726,000
Endo Pharmaceuticals Holdings, Inc., 7.000%, 12/15/20, Callable 12/15/15 @ 103.50(b)		265,000		272,287
				3,998,287
Pipelines (0.1%)
Atlas Pipeline Partners LP, 8.750%, 06/15/18, Callable 06/15/13 @ 104.38		3,855,000		4,076,662
MarkWest Energy Partners LP, 6.750%, 11/01/20, Callable 11/01/15 @ 103.38		385,000		392,700
				4,469,362
Real Estate Investment Trusts (0.4%)
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38		15,200,000		15,675,000
Semiconductors (0.0%)
Freescale Semiconductor, Inc., 8.050%, 02/01/20, Callable 06/01/15 @ 104.03(b)		610,000		613,050
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81(b)		205,000		202,438
				815,488
Shipbuilding (0.1%)
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18, Callable 03/15/15 @ 103.44(b)		2,120,000		2,173,000
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21, Callable 03/15/16 @ 103.56(b)		2,120,000		2,194,200
				4,367,200
Telecommunication Services (4.4%)
Avaya, Inc., 7.000%, 04/01/19, Callable 04/01/15 @ 103.50(b)		925,000		894,938
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(b)		1,270,000		1,320,800
Cricket Communications, Inc., 7.750%, 05/15/16, Callable 05/15/12 @ 105.81		3,000,000		3,180,000
Cricket Communications, Inc., 7.750%, 10/15/20, Callable 10/15/15 @ 103.88(b)		475,000		464,313
DigitalGlobe, Inc., 10.500%, 05/01/14, Callable 05/01/12 @ 105.25		5,850,000		6,500,812
GeoEye, Inc., 9.625%, 10/01/15, Callable 10/01/13 @ 104.81		3,500,000		3,955,000
Global Crossing (UK) Finance PLC, 10.750%, 12/15/14, Callable 09/26/11 @ 103.58		2,075,000		2,165,781
Global Crossing Ltd., 9.000%, 11/15/19, Callable 11/15/14 @ 104.50(b)		450,000		549,000
Global Crossing Ltd., 12.000%, 09/15/15, Callable 09/15/12 @ 106		2,375,000		2,766,875
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(b)		280,000		282,800
Intelsat Bermuda Ltd., 11.250%, 02/04/17, Callable 02/15/13 @ 105.62		1,800,000		1,932,750
Intelsat Bermuda Ltd. PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75		3,900,017		4,192,518
Intelsat Jackson Holdings SA, 7.500%, 04/01/21, Callable 04/01/16 @ 103.75(b)		1,250,000		1,242,188
Intelsat Luxembourg SA, PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(b)		21,745,000		23,375,875
iPCS, Inc., 2.398%, 05/01/13, Callable 09/26/11 @ 100.00(a)		10,318,000		10,085,845
Level 3 Financing, Inc., 4.215%, 02/15/15(a)		500,000		471,250
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69(b)		330,000		339,900
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105		3,440,000		3,693,700
NII Capital Corp., 7.625%, 04/01/21, Callable 04/01/16 @ 103.81		225,000		235,125

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
NII Capital Corp., 8.875%, 12/15/19, Callable 12/15/14 @ 104.44		900,000		993,375
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44		1,000,000		1,050,000
PAETEC Holding Corp., 9.500%, 07/15/15, Callable 08/29/11 @ 104.75		8,985,000		9,321,937
PAETEC Holding Corp., 9.875%, 12/01/18, Callable 12/01/14 @ 104.94(b)		4,600,000		4,766,750
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75(b)		5,000,000		5,100,000
Sprint Capital Corp., 6.875%, 11/15/28		2,000,000		1,895,000
Sprint Capital Corp., 8.375%, 03/15/12		5,315,000		5,527,600
Sprint Capital Corp., 8.750%, 03/15/32		4,500,000		4,871,250
Trilogy International Partners LLC, 10.250%, 08/15/16, Callable 08/15/13 @ 105.13(b)		7,958,000		8,077,370
ViaSat, Inc., 8.875%, 09/15/16, Callable 09/15/12 @ 106.66		4,035,000		4,277,100
Virgin Media Finance PLC, 6.500%, 01/15/18, Callable 01/15/14 @ 103.25		5,000,000		5,481,250
Virgin Media Finance PLC, 8.375%, 10/15/19, Callable 10/15/14 @ 104.19		650,000		724,750
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(b)		14,904,084		17,176,957
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(b)		26,765,000		27,835,600
Wind Acquisition Finance SA, 11.750%, 07/15/17, Callable 07/15/13 @ 105.88(b)		3,850,000		4,360,125
Windstream Holding of the Midwest, Inc., 6.750%, 04/01/28		4,750,000		4,404,703
				173,513,237
Transportation (0.1%)
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(b)		2,000,000		1,805,000
CMA CGM SA, 8.500%, 04/15/17, Callable 04/15/14 @ 104.25(b)		500,000		420,000
				2,225,000
Trucking & Leasing (0.0%)
Aviation Capital Group Corp., 6.750%, 04/06/21(b)		500,000		493,275
Total Corporate Bonds (Cost $381,674,214)				395,151,484
Municipal Bond (0.0%)
Oklahoma (0.0%)
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19(b)		965,000		960,175
Total Municipal Bond (Cost $958,602)				960,175
Preferred Stocks (0.1%)
Diversified Financial Services (0.1%)
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25		13,520		349,086
GMAC Capital Trust I, Ser 2, 8.125%, 02/15/40, Callable 02/15/16 @ 25		186,000		4,761,600
				5,110,686
Total Preferred Stocks (Cost $4,988,000)				5,110,686
Convertible Preferred Stock (0.1%)
Auto Manufacturers (0.1%)
General Motors Co., Ser B, 4.750%, 12/01/13		57,000		2,778,180
Total Convertible Preferred Stock (Cost $2,820,930)				2,778,180
Common Stock (0.1%)
Auto Manufacturers (0.1%)
General Motors Co.*		77,860		2,363,830
Total Common Stock (Cost $3,308,698)				2,363,830
Warrants (0.1%)
Auto Manufacturers (0.1%)
General Motors Co. Expires at 07/10/16 at 10.00 USD*		70,782		1,514,735

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
General Motors Co. Expires at 07/10/19 at 18.33 USD*		70,782		1,127,557
				2,642,292
Total Warrants (Cost $3,754,415)				2,642,292
Money Market Fund (9.5%)
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(g)		382,408,828		382,408,828
Total Money Market Fund (Cost $382,408,828)				382,408,828
Total Investments (Cost $4,161,310,996)(h) — 104.5%				4,183,340,464
Liabilities in excess of other assets — (4.5)%				(181,474,694	)
Net Assets — 100.0%			$	4,001,865,770

*	Non-income producing security.
(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 88.0% of net assets as of June 30, 2011.
(c)	The security has not settled as of June 30, 2011 and thus does not have a rate in effect. The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(d)	All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(e)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(f)	The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(g)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(h)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

MTN	— Medium Term Note
PIK	— Payment in-kind

As of June 30, 2011, the Fund had the following unfunded loan commitments:

			Unrealized
	Unfunded		Appreciation/
Borrower	Commitments($)		(Depreciation)($)
Brand Energy & Infrastructure Services, Inc.		7,500,000		(748,322	)
CB Richard Ellis Services, Inc.		30,895,000		(284,956	)
				(1,033,278	)

The commitments are available until the maturity date of the respective security.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Seix High Yield Fund

	Shares or
	Principal
	Amount($)		Value($)
Bank Loans (1.4%)
Auto Manufacturers (0.1%)
Ford Motor Co., Term Loan B1, 2.750%, 12/16/13(a)(b)		1,109,799		1,108,467
Diversified Financial Services (0.3%)
East Valley Tourist Development Authority, 1st Lien Term Loan, 11.540%, 08/06/12(b)(c)(d)(e)		6,359,921		5,199,236
Telecommunication Services (1.0%)
Intelsat Jackson Holdings SA, Term Loan B, 3.750%, 04/02/18(a)(b)		3,000,000		3,006,240
Level 3 Financing, Inc., 04/21/12(a)(b)(h)		11,763,636		11,763,636
Level 3 Financing, Inc., 8.500%, 03/13/14(a)(b)		1,000,000		1,055,940
				15,825,816
Total Bank Loans (Cost $23,019,707)				22,133,519
Corporate Bonds (93.1%)
Advertising (0.7%)
Affinion Group, Inc., 7.875%, 12/15/18, Callable 12/15/14 @ 103.94(a)		6,305,000		5,895,175
Checkout Holding Corp., 0.000%, 11/15/15, Callable 09/02/11 @ 64.40(a)		5,850,000		3,751,312
Lamar Media Corp., 7.875%, 04/15/18, Callable 04/15/14 @ 103.94		2,175,000		2,278,313
				11,924,800
Aerospace/Defense (1.4%)
BE Aerospace, Inc., 6.875%, 10/01/20, Callable 10/01/15 @ 103.44		2,210,000		2,314,975
Ducommun, Inc., 9.750%, 07/15/18, Callable 07/15/15 @ 104.88(a)		2,255,000		2,317,012
Kratos Defense & Security Solutions, Inc., 10.000%, 06/01/17, Callable 06/01/14 @ 105		3,285,000		3,465,675
Kratos Defense & Security Solutions, Inc., 10.000%, 06/01/17, Callable 06/01/14 @ 105(a)		4,145,000		4,372,975
Spirit AeroSystems, Inc., 6.750%, 12/15/20, Callable 12/15/15 @103.38		4,830,000		4,902,450
Spirit AeroSystems, Inc., 7.500%, 10/01/17, Callable 10/01/13 @ 103.75		1,075,000		1,131,438
Triumph Group, Inc., 8.000%, 11/15/17, Callable 11/15/13 @ 104		2,770,000		2,915,425
Triumph Group, Inc., 8.625%, 07/15/18, Callable 07/15/14 @ 104.31		1,455,000		1,595,044
				23,014,994
Airlines (1.0%)
American Airlines, Inc., 7.500%, 03/15/16, Callable 03/15/13 @105.62(a)(f)		11,320,000		11,093,600
Delta Air Lines, Inc., 12.250%, 03/15/15, Callable 03/15/12 @ 108.81(a)(f)		3,610,000		3,998,075
Delta Air Lines, Inc., Ser 2007-1, Cl C, 8.954%, 08/10/14		1,611,159		1,661,588
				16,753,263
Auto Manufacturers (0.5%)
Chrysler Group LLC, 8.000%, 06/15/19(a)(f)		3,250,000		3,193,125
Chrysler Group LLC, 8.250%, 06/15/21(a)		2,100,000		2,058,000
Ford Motor Co., 7.450%, 07/16/31(f)		2,000,000		2,267,274
				7,518,399
Auto Parts & Equipment (2.5%)
Accuride Corp., 9.500%, 08/01/18, Callable 08/01/14 @104.75		2,785,000		2,979,950
AFFINIA Group, Inc., 10.750%, 08/15/16, Callable 08/15/12 @ 108.06(a)		1,854,000		2,067,210
Cooper-Standard Automotive, Inc., 8.500%, 05/01/18, Callable 05/01/14 @ 104.25		4,990,000		5,264,450
Delphi Corp., 5.875%, 05/15/19, Callable 05/15/14 @ 104.41(a)		3,000,000		2,940,000

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Exide Technologies, 8.625%, 02/01/18, Callable 02/01/15 @ 104.31(a)		5,510,000		5,730,400
Goodyear Tire & Rubber Co. (The), 10.500%, 05/15/16, Callable 05/15/12 @ 107.88		793,000		892,125
Lear Corp., 7.875%, 03/15/18, Callable 03/15/14 @ 103.94		1,280,000		1,376,000
Lear Corp., 8.125%, 03/15/20, Callable 03/15/15 @ 104.06		1,280,000		1,379,200
Navistar International Corp., 8.250%, 11/01/21, Callable 11/01/14 @ 104.13		4,350,000		4,654,500
Tower Automotive Holdings USA LLC / TA Holdings Finance, Inc., 10.625%, 09/01/17, Callable 09/01/14 @ 105.31(a)		2,272,000		2,448,080
TRW Automotive, Inc., 8.875%, 12/01/17, Callable 12/01/13 @ 104.44(a)		2,790,000		3,124,800
Visteon Corp., 6.750%, 04/15/19, Callable 04/15/14 @105.06(a)		7,625,000		7,358,125
				40,214,840
Banks (4.0%)
Ally Financial, Inc., 7.500%, 09/15/20		4,900,000		5,120,500
Ally Financial, Inc., 8.000%, 11/01/31(i)		17,120,000		18,532,400
CIT Group, Inc., 7.000%, 05/01/15, Callable 09/02/11 @ 102(f)		10,350,000		10,362,938
CIT Group, Inc., 7.000%, 05/01/16, Callable 09/16/11 @ 102(i)		15,610,000		15,551,462
CIT Group, Inc., 7.000%, 05/01/17, Callable 09/02/11 @ 102(i)		12,405,000		12,373,987
Provident Funding Associates LP / PFG Finance Corp., 10.125%, 02/15/19, Callable 02/15/15 @ 105.06(a)		2,685,000		2,725,275
				64,666,562
Beverages (0.1%)
Cott Beverages, Inc., 8.125%, 09/01/18, Callable 09/01/14 @ 104.06		1,500,000		1,571,250
Building Materials (1.1%)
Associated Materials LLC, 9.125%, 11/01/17, Callable 11/01/13 @ 106.84(a)(f)		2,335,000		2,329,162
Building Materials Corp. of America, 6.750%, 05/01/21, Callable 05/01/16@ 103.38(a)		2,590,000		2,602,950
Texas Industries, Inc., 9.250%, 08/15/20, Callable 08/15/15 @ 104.63		2,020,000		1,954,350
USG Corp., 8.375%, 10/15/18, Callable 10/15/14 @ 104.19(a)		2,820,000		2,777,700
USG Corp., 9.750%, 08/01/14(a)		5,845,000		6,195,700
USG Corp., 9.750%, 01/15/18		1,715,000		1,689,275
				17,549,137
Chemicals (2.3%)
Georgia Gulf Corp., 9.000%, 01/15/17, Callable 01/15/14 @ 104.50(a)		4,210,000		4,483,650
Huntsman International LLC, 5.500%, 06/30/16		2,505,000		2,464,294
Huntsman International LLC, 8.625%, 03/15/21, Callable 09/15/15 @ 104.31(f)		1,055,000		1,147,312
INEOS Finance PLC, 9.000%, 05/15/15, Callable 05/15/13 @ 104.50(a)		1,775,000		1,863,750
Kinove German Bondco GmbH, 9.625%, 06/15/18, Callable 06/15/14 @ 107.22(a)		3,750,000		3,909,375
Lyondell Chemical Co., 11.000%, 05/01/18, Callable 05/01/13 @ 100		2,800,000		3,136,000
Nova Chemicals Corp., 8.625%, 11/01/19, Callable 11/01/14 @ 104.31		2,845,000		3,168,619
Oxea Finance & Cy SCA, 9.500%, 07/15/17, Callable 07/15/13 @ 107.12(a)		2,664,000		2,780,550
Rain CII Carbon LLC, 8.000%, 12/01/18, Callable 12/01/14 @ 104(a)		4,610,000		4,909,650
Solutia, Inc., 7.875%, 03/15/20, Callable 03/15/15 @ 103.94		3,025,000		3,236,750
TPC Group LLC, 8.250%, 10/01/17, Callable 10/01/13 @ 106.19(a)		2,000,000		2,075,000
Vertellus Specialties, Inc., 9.375%, 10/01/15, Callable 04/01/13 @ 104.69(a)(f)		3,265,000		3,379,275
				36,554,225
Coal (0.6%)
Arch Coal, Inc., 7.000%, 06/15/19, Callable 06/15/15 @ 103.50(a)		2,055,000		2,049,863
Arch Coal, Inc., 7.250%, 06/15/21, Callable 06/15/16 @ 103.63(a)		2,905,000		2,908,631
International Coal Group, Inc., 9.125%, 04/01/18, Callable 04/01/14 @ 104.56		2,065,000		2,596,738
Penn Virginia Resource Partners LP, 8.250%, 04/15/18, Callable 04/15/14 @ 104.13		2,635,000		2,720,637
				10,275,869
Commercial Services (2.0%)
Avis Budget Car Rental LLC, 9.625%, 03/15/18, Callable 03/15/14 @ 104.81		3,855,000		4,115,213
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 8.250%, 01/15/19, Callable 10/15/14 @ 104.13		4,945,000		5,006,812
Cenveo Corp., 8.875%, 02/01/18, Callable 02/01/14 @ 104.44		3,095,000		3,002,150
Hertz Corp., 7.500%, 10/15/18, Callable 10/15/14 @ 103.75(a)		2,580,000		2,657,400

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Hertz Corp., 8.875%, 01/01/14, Callable 09/26/11 @ 102.22(f)		295,000		302,375
Live Nation Entertainment, Inc., 8.125%, 05/15/18, Callable 05/15/14 @ 104.06(a)		3,235,000		3,267,350
National Money Mart Co., 10.375%, 12/15/16, Callable 12/15/13 @ 105.19		2,625,000		2,880,938
PHH Corp., 9.250%, 03/01/16		2,455,000		2,685,156
Speedy Cash, Inc., 10.750%, 05/15/18, Callable 05/15/15 @ 105.38(a)		1,920,000		1,963,200
United Rentals NA, Inc., 9.250%, 12/15/19, Callable 12/15/14 @ 104.63(i)		5,616,000		6,093,360
				31,973,954
Computers (0.7%)
Seagate HDD Cayman, 6.875%, 05/01/20, Callable 05/01/15 @ 103.44(a)		1,610,000		1,597,925
Seagate HDD Cayman, 7.000%, 11/01/21, Callable 05/01/16 @ 103.50(a)		3,845,000		3,845,000
Seagate HDD Cayman, 7.750%, 12/15/18, Callable 12/15/14 @ 103.88(a)		4,500,000		4,725,000
Seagate Technology International Co. Ltd., 10.000%, 05/01/14, Callable 05/01/13@ 105(a)		532,000		617,120
				10,785,045
Cosmetics/Personal Care (0.5%)
Revlon Consumer Products Corp., 9.750%, 11/15/15, Callable 11/15/12 @ 104.88		6,795,000		7,304,625
Diversified Financial Services (5.7%)
American General Finance Corp., Ser H, 5.375%, 10/01/12		2,613,000		2,599,935
American General Finance Corp., Ser H, 5.750%, 09/15/16		2,575,000		2,298,188
American General Finance Corp., Ser I, 5.400%, 12/01/15		1,640,000		1,500,600
Bank of America Corp., 8.000%, 01/30/18(b)(j)		4,445,000		4,641,958
CEMEX Finance LLC, 9.500%, 12/14/16, Callable 12/14/13 @ 104.75(a)		3,800,000		3,928,250
Citigroup Capital XXI, 8.300%, 12/21/77, Callable 12/21/57 @ 100.00(b)		1,460,000		1,492,850
Community Choice Financial, Inc., 10.750%, 05/01/19, Callable 05/01/15 @ 105.38(a)		3,970,000		4,029,550
E*Trade Financial Corp., 6.750%, 06/01/16		2,075,000		2,033,500
FireKeepers Development Authority, 13.875%, 05/01/15, Callable 05/01/12 @ 110.50(a)		5,450,000		6,294,750
Ford Motor Credit Co. LLC, 8.125%, 01/15/20		1,800,000		2,085,143
ILFC E-Capital Trust I, 5.740%, 12/21/65, Callable 09/06/11 @ 100(a)(b)(f)		12,420,000		10,137,080
ILFC E-Capital Trust II, 6.250%, 12/21/65, Callable 12/21/15 @ 100(a)(b)		2,490,000		2,116,500
International Lease Finance Corp., 6.250%, 05/15/19		6,365,000		6,219,031
International Lease Finance Corp., 8.250%, 12/15/20(f)		2,380,000		2,570,400
International Lease Finance Corp., 8.625%, 09/15/15		2,230,000		2,416,763
International Lease Finance Corp., 8.750%, 03/15/17		4,325,000		4,730,469
Northern Tier Energy LLC / Norther Tier Finance Corp., 10.500%, 12/01/17, Callable 12/01/13 @ 107.88(a)		5,020,000		5,534,550
Provident Funding Association LP, 10.250%, 04/15/17, Callable 04/15/14 @ 105.13(a)		3,455,000		3,783,225
Regions Bank, 6.450%, 06/26/37		2,825,000		2,643,889
Regions Bank, 7.500%, 05/15/18		2,050,000		2,143,695
Regions Financial Corp., 5.750%, 06/15/15		5,545,000		5,461,825
Springleaf Finance Corp., 6.900%, 12/15/17		7,975,000		7,317,062
SquareTwo Financial Corp., 11.625%, 04/01/17, Callable 04/01/14 @ 105.80		1,270,000		1,327,150
SunGard Data Systems, Inc., 7.375%, 11/15/18, Callable 11/15/13 @ 105.53		2,375,000		2,375,000
SunGard Data Systems, Inc., 7.625%, 11/15/20, Callable 11/15/15 @ 103.81		1,750,000		1,767,500
				91,448,863
Electric (9.9%)
AES Corp. (The), 7.750%, 10/15/15		485,000		517,737
AES Corp. (The), 8.000%, 10/15/17		5,955,000		6,312,300
AES Corp. (The), 9.750%, 04/15/16		2,750,000		3,121,250
AES Ironwood LLC, 8.857%, 11/30/25		3,271,457		3,320,529
Calpine Corp., 7.500%, 02/15/21, Callable 11/01/15 @ 103.75(a)		4,200,000		4,284,000
Calpine Corp., 7.875%, 01/15/23, Callable 01/15/17 @ 103.94(a)		5,855,000		6,030,650
Edison Mission Energy, 7.000%, 05/15/17		2,740,000		2,219,400
Edison Mission Energy, 7.200%, 05/15/19		8,710,000		6,924,450
Edison Mission Energy, 7.500%, 06/15/13(f)		6,087,000		6,125,044
Edison Mission Energy, 7.750%, 06/15/16(f)		1,045,000		940,500
Elwood Energy LLC, 8.159%, 07/05/26		2,374,414		2,350,670
Energy Future Holdings Corp., 10.000%, 01/15/20, Callable 01/15/15 @ 105		3,000,000		3,184,380

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
GenOn Energy, Inc., 9.500%, 10/15/18(f)		7,515,000		7,815,600
GenOn Energy, Inc., 9.875%, 10/15/20, Callable 10/15/15@104.94(f)		13,200,000		13,794,000
Midwest Generation LLC, Ser B, 8.560%, 01/02/16		6,214,276		6,369,633
NRG Energy, Inc., 7.625%, 01/15/18(a)		6,370,000		6,385,925
NRG Energy, Inc., 7.625%, 05/15/19, Callable 05/15/14 @ 103.81(a)		7,240,000		7,203,800
NRG Energy, Inc., 7.875%, 05/15/21, Callable 05/15/16 @ 103.94(a)		28,910,000		28,837,725
NRG Energy, Inc., 8.500%, 06/15/19, Callable 06/15/14 @ 104.25(f)		2,935,000		3,037,725
Sithe/Independence Funding Corp., Ser A, 9.000%, 12/30/13		2,964,844		3,033,154
Texas Competitive Electric Holdings Co. LLC, 11.500%, 10/01/20, Callable 04/01/16 @ 105.75(a)(f)		37,790,000		37,128,675
United Maritime Group LLC/Finance Corp., 11.750%, 06/15/15, Callable 12/15/12 @ 105.88		1,445,000		1,510,025
				160,447,172
Electronics (0.5%)
Allbritton Communications Co., 8.000%, 05/15/18, Callable 05/15/14 @ 104		2,240,000		2,279,200
Jabil Circuit, Inc., 8.250%, 03/15/18		3,460,000		3,953,050
Viasystems Group, Inc., 12.000%, 01/15/15, Callable 07/15/12 @ 106(a)		1,410,000		1,547,475
				7,779,725
Energy-Alternate Sources (0.6%)
Covanta Holding Corp., 7.250%, 12/01/20, Callable 12/01/15 @ 103.63		4,610,000		4,821,779
First Wind Capital LLC, 10.250%, 06/01/18, Callable 06/01/14 @ 107.69(a)		5,075,000		5,125,750
				9,947,529
Engineering & Construction (0.5%)
Abengoa Finance SAU, 8.875%, 11/01/17(a)		2,575,000		2,629,719
Aguila 3 S.A., 7.875%, 01/31/18, Callable 01/31/14 @ 105.91(a)		2,900,000		2,918,125
Dycom Investments, Inc., 7.125%, 01/15/21, Callable 01/15/16 @ 103.56(a)		2,570,000		2,621,400
				8,169,244
Entertainment (2.2%)
Cinemark USA, Inc., 7.375%, 06/15/21, Callable 06/15/16 @ 103.69(a)		1,590,000		1,582,050
Cinemark USA, Inc., 8.625%, 06/15/19, Callable 06/15/14 @ 104.31		610,000		667,950
Diamond Resorts Corp., 12.000%, 08/15/18, Callable 08/15/14 @ 106(a)		9,745,000		10,329,700
Marina District Finance Co., Inc., 9.500%, 10/15/15, Callable 10/15/13 @ 104.75(a)(f)		650,000		676,000
Marina District Finance Co., Inc., 9.875%, 08/15/18, Callable 08/15/14 @ 104.94(a)(f)		2,480,000		2,573,000
Penn National Gaming, Inc., 8.750%, 08/15/19, Callable 08/15/14 @ 104.38		3,000,000		3,262,500
Pinnacle Entertainment, Inc., 8.750%, 05/15/20, Callable 05/15/15 @ 104.38(f)		3,780,000		3,959,550
Production Resource Group, Inc., 8.875%, 05/01/19, Callable 05/01/14 @ 106.66(a)		3,800,000		3,771,500
Regal Entertainment Group, 9.125%, 08/15/18, Callable 08/15/14 @ 104.56		4,090,000		4,233,150
Speedway Motorsports, Inc., 8.750%, 06/01/16, Callable 06/01/13 @ 104.38		2,395,000		2,583,606
WMG Holdings Corp., 9.500%, 12/15/14, Callable 12/15/11 @ 101.58(f)(k)		1,565,000		1,621,731
				35,260,737
Environmental Control (0.3%)
Casella Waste Systems, Inc., 11.000%, 07/15/14, Callable 07/15/12 @ 105.50		260,000		289,250
Darling International, Inc., 8.500%, 12/15/18, Callable 12/15/14 @ 104.25(a)		2,330,000		2,516,400
EnergySolutions, Inc., 10.750%, 08/15/18, Callable 08/15/14 @ 105.38		2,060,000		2,173,300
				4,978,950
Food (0.9%)
JBS USA Finance, Inc., 7.250%, 06/01/21, Callable 06/01/15 @ 105.44(a)		10,415,000		10,128,588
Stater Bros Holdings, Inc., 7.750%, 04/15/15, Callable 09/26/11 @ 103.88		4,790,000		4,957,650
				15,086,238
Forest Products&Paper (0.6%)
Longview Fibre Paper & Packaging, Inc., 8.000%, 06/01/16, Callable 06/01/13 @ 104.00(a)		3,575,000		3,592,875
Verso Paper Holdings LLC, 11.500%, 07/01/14, Callable 01/01/12 @ 105		2,700,000		2,875,500

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Verso Paper Holdings LLC / Verso Paper, Inc., 8.750%, 02/01/19, Callable 02/01/15 @ 104.38(a)(f)		3,510,000		3,123,900
				9,592,275
Gas (0.2%)
Sabine Pass LNG LP, 7.500%, 11/30/16		2,785,000		2,854,625
Hand/Machine Tools (0.2%)
Thermadyne Holdings Corp., 9.000%, 12/15/17, Callable 12/15/13 @ 106.75(a)		3,080,000		3,218,600
Healthcare — Products (1.5%)
Accellent, Inc., 8.375%, 02/01/17, Callable 02/01/13 @ 106.28		1,720,000		1,778,050
Alere, Inc., 7.875%, 02/01/16, Callable 02/01/13 @ 103.94		4,675,000		4,838,625
Biomet, Inc., 10.000%, 10/15/17, Callable 10/15/12 @ 105		3,935,000		4,289,150
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25(a)		2,725,000		2,629,625
Rotech Healthcare, Inc., 10.750%, 10/15/15, Callable 04/15/13 @ 105.38		2,465,000		2,680,687
Universal Hospital Services, Inc., PIK, 8.500%, 06/01/15, Callable 09/06/11 @ 104.25		8,615,000		8,873,450
				25,089,587
Healthcare — Services (2.1%)
American Renal Holdings Co., Inc., 8.375%, 05/15/18, Callable 05/15/13 @ 104.19		1,715,000		1,747,156
Apria Healthcare Group, Inc., 11.250%, 11/01/14, Callable 11/01/11 @ 105.62		5,925,000		6,132,375
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 09/02/11 @ 104.44(i)		9,120,000		9,393,600
GCB US Oncology, Inc. Escrow, 0.000%, 08/15/17(f)		3,420,000		59,850
Gentiva Health Services, Inc., 11.500%, 09/01/18, Callable 09/01/14 @ 105.75		2,595,000		2,737,725
HCA, Inc., 9.250%, 11/15/16, Callable 11/15/11 @ 104.63		60,000		63,675
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19(a)		5,880,000		5,850,600
Symbion, Inc., 8.000%, 06/15/16, Callable 06/15/14 @ 104.00(a)		1,350,000		1,319,625
Vanguard Health Holding Co. II LLC / Vanguard Holding Co. II, Inc., 7.750%, 02/01/19, Callable 02/01/14 @ 105.81(f)		6,135,000		6,211,688
				33,516,294
Home Builders (0.4%)
KB Home, 9.100%, 09/15/17		3,180,000		3,219,750
Standard Pacific Corp., 8.375%, 05/15/18		3,705,000		3,672,581
				6,892,331
Household Products/Wares (0.7%)
ACCO Brands Corp., 10.625%, 03/15/15, Callable 09/15/12 @ 105.31		1,555,000		1,735,769
Jarden Corp., 7.500%, 01/15/20, Callable 09/15/12 @ 105.31		4,450,000		4,628,000
Reynolds Group Holdings, 6.875%, 02/15/21, Callable 02/15/16 @ 103.44(a)		4,575,000		4,460,625
				10,824,394
Insurance (3.7%)
American General Institutional Capital, Ser B, 8.125%, 03/15/46(a)		2,750,000		2,963,125
American International Group, Inc., 8.175%, 05/15/68, Callable 05/15/38 @ 100(b)		8,975,000		9,806,085
Fairfax Financial Holdings Ltd., 7.375%, 04/15/18		274,000		296,935
Genworth Financial, Inc., 6.150%, 11/15/66, Callable 11/15/16 @ 100(b)		9,575,000		6,965,812
Genworth Financial, Inc., 7.625%, 09/24/21		745,000		753,661
Hartford Financial Services Group, Inc., 8.125%, 06/15/38, Callable 06/15/18 @ 100(b)		5,177,000		5,578,218
ING Capital Funding Trust III, Ser 9, 3.846%, 09/30/11(b)(j)		4,815,000		4,547,175
ING Groep NV, 5.775%, 12/08/15(b)(j)		4,830,000		4,443,600
Liberty Mutual Group, Inc., 7.000%, 03/07/37, Callable 03/15/17 @ 100(a)(b)		2,730,000		2,608,529
Liberty Mutual Group, Inc., 7.800%, 03/07/37(a)		2,900,000		2,892,750
Liberty Mutual Group, Inc., 10.750%, 06/15/58, Callable 06/15/38 @ 100(a)(b)		2,740,000		3,637,350
Lincoln National Corp., 6.050%, 04/20/67, Callable 04/20/17 @ 100(b)		2,155,000		2,074,188
Lincoln National Corp., 7.000%, 05/17/66, Callable 05/17/16 @ 100(b)		1,220,000		1,222,196
MBIA, Inc., 5.700%, 12/01/34		12,040,000		7,580,625
White Mountains Re Group Ltd., 7.506%, 06/30/17(a)(b)(j)		5,190,000		4,951,727
				60,321,976

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Internet (0.5%)
UPC Holding BV, 9.875%, 04/15/18, Callable 04/15/14 @ 104.94(a)		3,600,000		3,996,000
Zayo Group LLC, 10.250%, 03/15/17, Callable 03/15/13 @ 105.13		3,720,000		4,092,000
				8,088,000
Investment Companies (0.6%)
Offshore Group Investments Ltd., 11.500%, 08/01/15		7,185,000		7,813,688
Offshore Group Investments Ltd., 11.500%, 08/01/15(a)		1,440,000		1,566,000
				9,379,688
Iron/Steel (0.8%)
APERAM, 7.375%, 04/01/16, Callable 10/01/13 @ 103.69(a)		2,700,000		2,713,500
APERAM, 7.750%, 04/01/18, Callable 04/01/15 @ 103.88(a)		2,550,000		2,569,125
JMC Steel Group, 8.250%, 03/15/18, Callable 03/15/14 @ 106.19(a)		7,445,000		7,556,675
				12,839,300
Leisure Time (0.4%)
ClubCorp Club Operations, Inc., 10.000%, 12/01/18, Callable 12/01/14 @ 105(a)		7,085,000		7,014,150
Lodging (0.5%)
Caesars Entertainment Operating Co., Inc., 11.250%, 06/01/17, Callable 06/01/13 @ 105.62		1,230,000		1,357,613
MCE Finance Ltd., 10.250%, 05/15/18, Callable 05/15/14 @ 105.13		1,910,000		2,127,263
MTR Gaming Group, Inc., Ser B, 12.625%, 07/15/14, Callable 07/15/11 @ 106.31		3,070,000		3,173,612
Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp., 8.625%, 04/15/16, Callable 10/15/13 @ 104.31(a)		1,610,000		1,658,300
				8,316,788
Machinery-Diversified (0.7%)
Chart Industries, Inc., 9.125%, 10/15/15, Callable 09/02/11 @ 104.56		1,700,000		1,768,000
Manitowoc Co., Inc. (The), 8.500%, 11/01/20, Callable 11/01/15 @ 104.25		4,305,000		4,595,588
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104		220,000		225,500
Terex Corp., 10.875%, 06/01/16, Callable 06/01/13 @ 105.44		4,364,000		5,029,510
				11,618,598
Media (4.4%)
Block Communications, Inc., 8.250%, 12/15/15, Callable 09/06/11 @ 104.13(a)		3,050,000		3,107,188
Cablevision Systems Corp., 7.750%, 04/15/18		1,180,000		1,258,175
CCO Holdings LLC, 7.250%, 10/30/17, Callable 10/30/13 @ 105.44		2,925,000		3,031,031
CCO Holdings LLC / Cap Corp., 6.500%, 04/30/21, Callable 04/30/15 @ 104.88		3,485,000		3,437,081
CCO Holdings LLC / Cap Corp., 7.875%, 04/30/18, Callable 04/30/13 @ 105.91		5,090,000		5,363,587
CCO Holdings LLC / Cap Corp., 8.125%, 04/30/20, Callable 04/30/15 @ 104.06		2,190,000		2,365,200
CCO Holdings LLC / CCO Holdings Capital Corp., 7.000%, 01/15/19, Callable 01/15/14 @ 105.25(a)		4,985,000		5,122,087
Citadel Broadcasting Corp., 7.750%, 12/15/18, Callable 12/15/14 @ 103.88(a)		2,155,000		2,289,688
Clear Channel Worldwide Holdings, Inc., Ser B, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94		395,000		430,550
Clear Channel Worldwide Holdings, Inc., Series REGS, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94		2,200,000		2,392,500
DISH DBS Corp., 7.125%, 02/01/16		3,800,000		4,009,000
DISH DBS Corp., 7.750%, 05/31/15		3,430,000		3,712,975
DISH DBS Corp., 7.875%, 09/01/19		3,126,000		3,372,173
Entravision Communications Corp., 8.750%, 08/01/17, Callable 08/01/13 @ 106.56		2,360,000		2,442,600
Insight Communications, Inc., 9.375%, 07/15/18, Callable 07/15/13 @ 107.03(a)		3,850,000		4,225,375
Mediacom LLC/Capital Corp., 9.125%, 08/15/19, Callable 08/15/14 @ 104.56(f)		1,145,000		1,207,975
Nexstar Broadcasting, Inc. / Mission Broadcasting, Inc., 8.875%, 04/15/17, Callable 04/15/14 @ 104.44		1,975,000		2,078,688
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 09/06/11 @ 103.88		3,095,000		3,199,456
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 09/06/11 @ 103.88		705,000		728,794
Salem Communications Corp., 9.625%, 12/15/16, Callable 12/15/13 @ 104.81		2,719,000		2,865,146
Sinclair Television Group, Inc., 9.250%, 11/01/17, Callable 11/01/13 @ 104.63(a)		4,490,000		4,927,775

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Sirius XM Radio, Inc., 7.625%, 11/01/18, Callable 11/01/14 @ 103.81(a)		2,910,000		3,040,950
Sirius XM Radio, Inc., 9.750%, 09/01/15, Callable 09/01/12 @ 104.88(a)		3,130,000		3,443,000
Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 8.125%, 12/01/17, Callable 12/01/12 @ 108.12(a)		1,900,000		2,018,750
Univision Communications, Inc., 7.875%, 11/01/20, Callable 11/01/15 @ 103.94(a)		1,650,000		1,691,250
				71,760,994
Metal Fabricate/Hardware (0.2%)
Mueller Water Products, Inc., 8.750%, 09/01/20, Callable 09/01/15 @ 104.38		2,335,000		2,527,638
Mining (1.6%)
Compass Minerals International, Inc., 8.000%, 06/01/19, Callable 06/01/14 @ 104		3,065,000		3,348,512
Consolidated Minerals Ltd., 8.875%, 05/01/16, Callable 05/01/14 @ 104.44(a)(f)		4,450,000		4,372,125
Novelis, Inc., 8.375%, 12/15/17, Callable 12/15/13 @ 106.28		785,000		837,988
Novelis, Inc., 8.750%, 12/15/20, Callable 12/15/15 @ 104.38		2,900,000		3,132,000
Quadra FNX Mining Ltd. ADR, 7.750%, 06/15/19, Callable 06/15/15 @ 103.88(a)		4,565,000		4,610,650
Teck Cominco Ltd., 6.125%, 10/01/35		920,000		929,899
Thompson Creek Metals Co., Inc., 7.375%, 06/01/18, Callable 06/01/14 @ 105.53(a)		5,505,000		5,394,900
Vulcan Materials Co., 7.500%, 06/15/21(f)		3,345,000		3,340,578
				25,966,652
Miscellaneous Manufacturer (0.7%)
Amsted Industries, Inc., 8.125%, 03/15/18, Callable 03/15/14 @ 104.06(a)		3,935,000		4,131,750
Griffon Corp., 7.125%, 04/01/18, Callable 04/01/14 @ 105.34(a)		3,415,000		3,427,806
Koppers, Inc., 7.875%, 12/01/19, Callable 12/01/14 @ 103.94		857,000		914,848
Polymer Group, Inc., 7.750%, 02/01/19, Callable 02/01/15 @ 103.88(a)		2,695,000		2,701,737
				11,176,141
Office Furnishings (0.1%)
Interface, Inc., 7.625%, 12/01/18		1,800,000		1,872,000
Oil & Gas (4.7%)
Chesapeake Energy Corp., 6.500%, 08/15/17		1,295,000		1,369,463
Chesapeake Energy Corp., 6.875%, 11/15/20		1,530,000		1,616,062
Chesapeake Energy Corp., 7.250%, 12/15/18(f)		6,105,000		6,654,450
CITGO Petroleum Corp., 11.500%, 07/01/17, Callable 07/01/14 @ 105.75(a)		2,910,000		3,375,600
Coffeyville Resources LLC, 9.000%, 04/01/15, Callable 04/01/12 @ 106.75(a)		4,369,000		4,740,365
Coffeyville Resources LLC, 10.875%, 04/01/17, Callable 04/01/13 @ 108.16(a)		3,015,000		3,422,025
Comstock Resources, Inc., 7.750%, 04/01/19, Callable 04/01/15 @ 103.88		4,780,000		4,815,850
Concho Resources, Inc., 7.000%, 01/15/21, Callable 01/15/16 @ 103.50		3,495,000		3,617,325
Connacher Oil and Gas Ltd., 8.500%, 08/01/19, Callable 08/01/15 @ 104.25(a)		5,420,000		5,149,000
Linn Energy LLC/Finance Corp., 6.500%, 05/15/19, Callable 05/15/15 @ 103.25(a)		4,450,000		4,405,500
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20, Callable 04/15/15 @ 104.31		1,565,000		1,698,025
Penn Virginia Corp., 10.375%, 06/15/16, Callable 06/15/13 @ 105.19		1,795,000		1,987,962
Plains Exploration & Production Co., 7.625%, 06/01/18, Callable 06/01/13 @ 103.81		2,510,000		2,635,500
Plains Exploration & Production Co., 8.625%, 10/15/19, Callable 10/15/14 @ 104.31		2,095,000		2,283,550
Range Resources Corp., 7.250%, 05/01/18, Callable 05/01/13 @ 103.63		2,130,000		2,257,800
RDS Ultra-Deepwater Ltd., 11.875%, 03/15/17, Callable 03/15/14 @ 105.94(a)		3,895,000		4,362,400
Sabine Pass LNG LP, 7.250%, 11/30/13		1,845,000		1,891,125
SandRidge Energy, Inc., 8.750%, 01/15/20, Callable 01/15/15 @ 104.38(f)		6,825,000		7,268,625
United Refining Co., 10.500%, 02/28/18, Callable 02/28/15 @ 105.25		8,430,000		8,430,000
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(a)		3,795,000		4,269,375
				76,250,002
Oil & Gas Services (2.1%)
American Petroleum Tankers LLC, 10.250%, 05/01/15, Callable 05/01/12 @ 105.13		3,571,000		3,731,695
Cie Generale de Geophysique — Veritas, 6.500%, 06/01/21, Callable 06/01/16 @ 103.25(a)		8,000,000		7,720,000
Exterran Holdings, Inc., 7.250%, 12/01/18, Callable 12/01/13 @ 105.44(a)		955,000		964,550
Geokinetics Holdings, Inc., 9.750%, 12/15/14, Callable 12/15/11 @ 104.88		6,145,000		5,899,200
Oil States International, Inc., 6.500%, 06/01/19, Callable 06/01/14 @ 104.88(a)		12,685,000		12,748,425

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Thermon Industries, Inc., 9.500%, 05/01/17, Callable 05/01/14 @ 104.75		2,040,000		2,187,900
				33,251,770
Packaging & Containers (0.3%)
Graphic Packaging International, Inc., 9.500%, 06/15/17, Callable 06/15/13 @ 104.75		2,175,000		2,381,625
Plastipak Holdings, Inc., 10.625%, 08/15/19, Callable 08/15/14 @ 105.31(a)		2,010,000		2,261,250
				4,642,875
Pharmaceuticals (2.3%)
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(a)		8,750,000		9,056,250
Elan Finance PLC/Elan Finance Corp., 8.875%, 12/01/13, Callable 12/01/11 @ 102.22(f)		1,330,000		1,383,200
Elan Financial PLC/Elan Financial Corp., 8.750%, 10/15/16, Callable 10/15/12 @ 108.75		3,700,000		3,889,625
Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19, Callable 07/15/15 @ 103.50(a)		3,195,000		3,274,875
Endo Pharmaceuticals Holdings, Inc., 7.000%, 12/15/20, Callable 12/15/15 @ 103.50(a)		2,610,000		2,681,775
Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22, Callable 07/15/16 @ 103.63(a)		4,460,000		4,526,900
Lantheus Medical Imaging, Inc., 9.750%, 05/15/17, Callable 05/15/14 @ 104.88		5,395,000		5,529,875
Omnicare, Inc., 6.125%, 06/01/13, Callable 09/06/11 @ 100.00		281,000		281,000
PharmaNet Development Group, Inc., 10.875%, 04/15/17, Callable 04/15/14 @ 105.44(a)		3,780,000		4,725,000
Valeant Pharmaceuticals International, 6.500%, 07/15/16, Callable 07/15/13 @ 103.25(a)		2,490,000		2,461,987
				37,810,487
Pipelines (1.8%)
Atlas Pipeline Partners LP, 8.750%, 06/15/18, Callable 06/15/13 @ 104.38		3,335,000		3,526,762
Chesapeake Midstream Partners LP / CHKM Finance Corp., 5.875%, 04/15/21, Callable 04/15/15 @ 104.41(a)		5,355,000		5,288,062
Copano Energy LLC / Copano Energy Finance Corp., 7.125%, 04/01/21, Callable 04/01/16 @ 103.56		3,475,000		3,431,563
El Paso Corp., 7.000%, 06/15/17		1,540,000		1,742,318
Genesis Energy LP, 7.875%, 12/15/18, Callable 12/15/14 @ 103.94(a)		2,325,000		2,313,375
MarkWest Energy Partners LP, 6.750%, 11/01/20, Callable 11/01/15 @ 103.38		7,600,000		7,752,000
MarkWest Energy Partners LP, Ser B, 8.750%, 04/15/18, Callable 04/15/13 @ 104.38		235,000		256,150
Targa Resources Partners LP, 8.250%, 07/01/16, Callable 07/01/12 @ 104.13		4,790,000		5,053,450
				29,363,680
Real Estate Investment Trusts (1.7%)
DuPont Fabros Technology LP, 8.500%, 12/15/17, Callable 12/15/13 @ 104.25		3,080,000		3,364,900
Host Hotels & Resorts LP, 9.000%, 05/15/17, Callable 05/15/13 @ 104.50(f)		1,115,000		1,254,375
MPT Operating Partnership LP/MPT Finance Corp., 6.875%, 05/01/21, Callable 05/01/16 @ 103.44(a)		10,830,000		10,640,475
Reckson Operating Partnership LP, 7.750%, 03/15/20		6,005,000		6,879,634
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38		5,100,000		5,259,375
				27,398,759
Retail (3.0%)
Ferrellgas Partners LP, 6.500%, 05/01/21, Callable 05/01/16 @ 103.25(a)		2,775,000		2,622,375
Ferrellgas Partners LP, 9.125%, 10/01/17, Callable 10/01/13 @ 104.56		2,095,000		2,249,506
Limited Brands, Inc., 6.625%, 04/01/21		2,900,000		2,965,250
Limited Brands, Inc., 7.000%, 05/01/20		2,520,000		2,652,300
Macy’s Retail Holdings, Inc., 8.125%, 07/15/15		3,490,000		4,140,013
Phillips-Van Heusen Corp., 7.375%, 05/15/20, Callable 05/15/15 @ 103.69		2,005,000		2,145,350
QVC, Inc., 7.500%, 10/01/19, Callable 10/01/14 @ 103.75(a)		1,600,000		1,696,000
Rite Aid Corp., 7.500%, 03/01/17, Callable 03/01/12 @ 103.75(f)		3,615,000		3,587,888
Roadhouse Financing, Inc., 10.750%, 10/15/17, Callable 10/15/13 @ 108.06(a)		2,735,000		2,871,750
Sears Holdings Corp., 6.625%, 10/15/18(a)		19,040,000		17,659,600
Toys “R” Us Property Co. LLC, 10.750%, 07/15/17, Callable 07/15/13 @ 105.38		5,415,000		6,024,187
				48,614,219
Semiconductors (0.8%)
Advanced Micro Devices, Inc., 7.750%, 08/01/20, Callable 08/01/15 @ 103.88		4,115,000		4,238,450
Freescale Semiconductor, Inc., 9.250%, 04/15/18, Callable 04/15/14 @ 104.63(a)		5,035,000		5,425,212

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81(a)		3,025,000		2,987,188
				12,650,850
Shipbuilding (0.5%)
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18, Callable 03/15/15 @ 103.44(a)		8,110,000		8,312,750
Storage/Warehousing (0.4%)
Niska Gas Storage US LLC / Niska Gas Storage Canada ULC, 8.875%, 03/15/18, Callable 03/15/14 @ 104.44		6,045,000		6,347,250
Telecommunication Services (14.3%)
Avaya, Inc., 7.000%, 04/01/19, Callable 04/01/15 @ 103.50(a)		7,240,000		7,004,700
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(a)		8,970,000		9,328,800
Cincinnati Bell, Inc., 8.375%, 10/15/20, Callable 10/15/15 @ 104.19		480,000		478,800
Cricket Communications, Inc., 7.750%, 05/15/16, Callable 05/15/12 @ 105.81		1,535,000		1,627,100
DigitalGlobe, Inc., 10.500%, 05/01/14, Callable 05/01/12 @ 105.25		3,590,000		3,989,388
EH Holding Corp., 6.500%, 06/15/19(a)		5,480,000		5,575,900
EH Holding Corp., 7.625%, 06/15/21(a)		2,735,000		2,789,700
Frontier Communications Corp., 8.250%, 05/01/14		900,000		988,875
Frontier Communications Corp., 8.500%, 04/15/20		6,590,000		7,183,100
GeoEye, Inc., 8.625%, 10/01/16, Callable 10/01/13 @ 104.31		2,055,000		2,162,888
Global Crossing (UK) Finance PLC, 10.750%, 12/15/14, Callable 09/26/11 @ 103.58(f)		4,772,000		4,980,775
Global Crossing Ltd., 12.000%, 09/15/15, Callable 09/15/12 @ 106		7,535,000		8,778,275
Hughes Network Systems LLC/HNS Finance Corp., 9.500%, 04/15/14, Callable 07/08/11 @ 102.38		2,875,000		2,946,875
Inmarsat Finance PLC, 7.375%, 12/01/17, Callable 12/01/13 @ 103.69(a)		1,780,000		1,886,800
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(a)		3,400,000		3,434,000
Intelsat Jackson Holdings SA, 7.250%, 04/01/19, Callable 04/01/15 @ 103.63(a)		3,820,000		3,791,350
Intelsat Jackson Holdings SA, 7.500%, 04/01/21, Callable 04/01/16 @ 103.75(a)		14,340,000		14,250,375
Intelsat Jackson Holdings SA, 8.500%, 11/01/19		850,000		901,000
Level 3 Financing, Inc., 9.250%, 11/01/14, Callable 09/20/11 @ 104.63		4,338,000		4,462,717
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69(a)		5,865,000		6,040,950
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105(i)		9,210,000		9,889,237
MetroPCS Wireless, Inc., 6.625%, 11/15/20, Callable 11/15/15 @ 103.31		2,640,000		2,613,600
MetroPCS Wireless, Inc., 7.875%, 09/01/18, Callable 09/01/14 @ 103.94		1,860,000		1,969,275
Nextel Communications, Inc., Ser D, 7.375%, 08/01/15, Callable 08/06/11 @ 100.92		3,395,000		3,395,000
Nextel Communications, Inc., Ser E, 6.875%, 10/31/13, Callable 08/06/11 @ 100.86		6,855,000		6,897,844
NII Capital Corp., 7.625%, 04/01/21, Callable 04/01/16 @ 103.81		4,440,000		4,639,800
NII Capital Corp., 8.875%, 12/15/19, Callable 12/15/14 @ 104.44		3,825,000		4,221,844
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44		7,510,000		7,885,500
Qwest Capital Funding, Inc., 6.875%, 07/15/28		5,940,000		5,672,700
Qwest Capital Funding, Inc., 7.750%, 02/15/31		5,220,000		5,337,450
Qwest Corp., 7.250%, 10/15/35, Callable 10/15/15 @ 101.94		5,485,000		5,430,150
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75(a)(f)		4,725,000		4,819,500
Sprint Capital Corp., 6.875%, 11/15/28		11,095,000		10,512,512
Sprint Capital Corp., 8.750%, 03/15/32		8,280,000		8,963,100
Sprint Nextel Corp., 8.375%, 08/15/17(f)		3,500,000		3,845,625
ViaSat, Inc., 8.875%, 09/15/16, Callable 09/15/12 @ 106.66		4,985,000		5,284,100
Virgin Media Finance PLC, 9.125%, 08/15/16, Callable 08/15/11 @ 104.56		500,000		526,250
West Corp., 8.625%, 10/01/18, Callable 10/01/14 @ 104.31(a)(f)		2,690,000		2,716,900
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(a)		15,866,093		18,285,672
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(a)(i)		12,155,000		12,641,200
Wind Acquisition Finance SA, 11.750%, 07/15/17, Callable 07/15/13 @ 105.88(a)(i)		3,460,000		3,918,450
Windstream Corp., 7.500%, 04/01/23, Callable 04/01/16 @ 103.75		10,025,000		10,025,000
				232,093,077
Textiles (0.2%)
Mohawk Industries, Inc., 6.875%, 01/15/16		3,605,000		3,920,438

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Transportation (3.1%)
Aircastle Ltd., 9.750%, 08/01/18, Callable 08/01/14 @ 104.88		3,200,000		3,528,000
AMGH Merger Sub, Inc., 9.250%, 11/01/18, Callable 11/01/14 @ 104.63(a)		1,970,000		2,078,350
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(a)(i)		17,875,000		16,132,187
CMA CGM SA, 8.500%, 04/15/17, Callable 04/15/14 @ 104.25(a)		9,750,000		8,190,000
Martin Midstream Partners LP, 8.875%, 04/01/18, Callable 04/01/14 @ 104.44		4,380,000		4,599,000
Navios Maritime Acquisition Corp. / Navios Acquisition Finance US Inc., 8.625%, 11/01/17, Callable 11/01/13 @104.31(f)		1,035,000		1,019,475
Navios Maritime Acquisition Corp. / Navios Acquisition Finance US, Inc., 8.625%, 11/01/17, Callable 11/01/13 @ 104.31(a)		2,910,000		2,866,350
Navios Maritime Holdings, Inc. / Navios Maritime Finance II US, Inc., 8.125%, 02/15/19, Callable 02/15/15 @ 104.06(a)(f)		4,205,000		4,036,800
RailAmerica, Inc., 9.250%, 07/01/17, Callable 07/01/13 @ 104.63		4,382,000		4,809,245
Teekay Corp., 8.500%, 01/15/20		2,570,000		2,653,525
				49,912,932
Total Corporate Bonds (Cost $1,426,878,869)				1,506,664,541
Convertible Corporate Bond (0.0%)
Diversified Financial Services (0.0%)
Jefferies Group, Inc., 3.875%, 11/01/29(f)		575,000		575,000
Total Convertible Corporate Bond (Cost $575,000)				575,000
Municipal Bond (0.5%)
Oklahoma (0.5%)
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19(a)(l)		8,365,000		8,323,175
Total Municipal Bond (Cost $8,309,540)				8,323,175
Preferred Stock (0.3%)
Diversified Financial Services (0.3%)
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25		163,060		4,210,209
Total Preferred Stock (Cost $4,076,500)				4,210,209
Convertible Preferred Stock (0.5%)
Auto Manufacturers (0.5%)
General Motors Co., Ser B, 4.750%, 12/01/13		177,400		8,646,476
Total Convertible Preferred Stock (Cost $8,450,630)				8,646,476
Units (0.0%)
Commercial Services (0.0%)
Alion Science Technology Corp.*(g)(m)		1,395		—
Total Units (Cost $93,535)				—
Short-Term Investment (6.6%)
RidgeWorth Funds Securities Lending Joint Account(n)		106,214,580		106,214,580
Total Short-Term Investment (Cost $106,214,580)				106,214,580
Money Market Fund (3.2%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(o)		52,222,362		52,222,362
Total Money Market Fund (Cost $52,222,362)				52,222,362

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)	Value($)
Total Investments (Cost $1,629,840,723)(p) — 105.6%			1,708,989,862
Liabilities in excess of other assets — (5.6)%			(91,068,214	)
Net Assets — 100.0%		$	1,617,921,648

*	Non-income producing security.
(a)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 43.9% of net assets as of June 30, 2011.
(b)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(c)	Security in default.
(d)	Issuer has filed for bankruptcy.
(e)	The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(f)	The security or a partial position of the security was on loan as of June 30, 2011. The total value of securities on loan as of June 30, 2011 was $103,757,750.
(g)	Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of June 30, 2011.
(h)	The security has not settled as of June 30, 2011 and thus does not have a rate in effect. The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(i)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(j)	Perpetual maturity.
(k)	Step bond. The rate shown is the rate in effect as of June 30, 2011.
(l)	All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(m)	Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock.
(n)	Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2011 (See Notes to Schedules of Portfolio Investments).
(o)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(p)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

MTN	— Medium Term Note
PIK	— Payment in-kind
ULC	— Unlimited Liability Company

Amounts designated as “-” are $0 or have been rounded to $0.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Short-Term Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Asset-Backed Securities (8.6%)
Automobiles (3.4%)
BMW Vehicle Lease Trust, Ser 2009-1, Cl A3, 2.910%, 03/15/12		390,498		390,934
Ford Credit Auto Owner Trust, Ser 2009-D, Cl A3, 2.170%, 10/15/13		951,704		960,173
Honda Auto Receivables Owner Trust, Ser 2009-3, Cl A3, 2.310%, 05/15/13		2,105,027		2,121,907
Honda Auto Receivables Owner Trust, Ser 2010-2, Cl A3, 1.340%, 03/18/14		2,170,000		2,184,564
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A3, 1.040%, 09/15/15		1,300,000		1,302,511
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A4, 1.650%, 02/15/17		1,140,000		1,145,874
Nissan Auto Lease Trust, Ser 2009-B, Cl A3, 2.070%, 01/15/15		1,224,255		1,226,668
World Omni Auto Receivables Trust, Ser 2011-A, Cl A3, 1.110%, 05/15/15		1,875,000		1,878,055
				11,210,686
Credit Card (4.3%)
American Express Credit Account Master Trust, Ser 2007-7, Cl A, 0.227%, 02/17/15(a)		3,560,000		3,557,739
Chase Issuance Trust, Ser 2005-A2, Cl A2, 0.257%, 12/15/14(a)		5,825,000		5,822,625
Discover Card Master Trust, Ser 2008-A4, Cl A4, 5.650%, 12/15/15		4,340,000		4,744,196
				14,124,560
Other (0.9%)
GE Equipment Transportation LLC, Ser 2011-1, Cl A3, 1.000%, 10/20/14		1,385,000		1,384,862
John Deere Owner Trust, Ser 2011-A, Cl A3, 1.290%, 01/15/16		1,555,000		1,565,707
				2,950,569
Total Asset-Backed Securities (Cost $28,188,257)				28,285,815
Collateralized Mortgage Obligations (22.6%)
Banc of America Commercial Mortgage, Inc., Ser 2004-1, Cl A4, 4.760%, 11/10/39		1,495,000		1,585,110
Banc of America Commercial Mortgage, Inc., Ser 2004-4, Cl A4, 4.502%, 07/10/42		671,945		673,945
Banc of America Commercial Mortgage, Inc., Ser 2005-2, Cl AM, 4.913%, 07/10/43(a)		2,105,000		2,150,943
Citigroup Commercial Mortgage Trust, Ser 2004-C1, Cl A3, 5.251%, 04/15/40(a)		2,814,947		2,954,231
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4, 6.975%, 01/17/32(a)		4,625,000		4,879,214
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl A2, 6.096%, 07/16/34(b)		75,462		75,342
CS First Boston Mortgage Securities Corp., Ser 2004-1, Cl 4A1, 5.000%, 02/25/19		2,370,252		2,403,339
CS First Boston Mortgage Securities Corp., Ser 2004-C3, Cl A3, 4.302%, 07/15/36		217,092		217,015
CS First Boston Mortgage Securities Corp., Ser 2004-C5, Cl A3, 4.499%, 11/15/37		3,100,000		3,115,777
CS First Boston Mortgage Securities Corp., Ser 2005-C5, Cl AM, 5.100%, 08/15/38(a)		2,095,000		2,117,452
FDIC Structured Sale Guaranteed Notes, Ser 2010-L2A, Cl A, 3.000%, 09/30/19(b)		2,269,036		2,282,392
Federal Home Loan Mortgage Corporation, Ser 2882, Cl UJ, 4.500%, 08/15/19		32,625		34,479
Federal National Mortgage Association, Ser 2009-37, Cl HA, 4.000%, 04/25/19		2,576,038		2,703,927
Federal National Mortgage Association, Ser 2011-38, Cl AH, 2.750%, 05/25/20		6,490,948		6,683,756
First Horizon Mortgage Pass-Through Trust, Ser 2004-AR4, Cl 2A1, 2.725%, 08/25/34		1,339,895		1,198,737
GE Capital Commercial Mortgage Corp., Ser 2004-C2, Cl A3, 4.641%, 03/10/40		1,245,616		1,285,979
GMAC Commercial Mortgage Securities, Inc., Ser 2003-C2, Cl A2, 5.471%, 05/10/40(a)		5,555,000		5,969,712
Greenwich Capital Commercial Funding Corp., Ser 2005-GG3, Cl A2, 4.305%, 08/10/42		2,617,120		2,627,178
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP1, Cl A2, 4.625%, 03/15/46		1,954,731		1,976,662
LB Commercial Conduit Mortgage Trust, Ser 1998-C1, Cl D, 6.980%, 02/18/30		1,064,030		1,093,979
LB-UBS Commercial Mortgage Trust, Ser 2004-C4, Cl A4, 5.499%, 06/15/29(a)		4,575,000		4,927,204
LB-UBS Commercial Mortgage Trust, Ser 2005-C1, Cl A2, 4.310%, 02/15/30		665,751		667,902
MASTR Alternative Loans Trust, Ser 2004-5, Cl 4A1, 5.500%, 07/25/19		2,461,967		2,495,881

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Merrill Lynch Mortgage Trust, Ser 2004-BPC1, Cl A3, 4.467%, 10/12/41(a)		2,550,000		2,562,506
Merrill Lynch Mortgage Trust, Ser 2005-CIP1, Cl AM, 5.107%, 07/12/38(a)		1,585,000		1,643,287
NCUA Guaranteed Notes, Ser 2010-C1, Cl A1, 1.600%, 10/29/20		1,249,724		1,247,198
Provident Funding Mortgage Loan Trust, Ser 2004-1, Cl 1A1, 2.654%, 04/25/34(a)		836,942		800,563
Residential Funding Mortgage Securities I, Ser 2004-S3, Cl A1, 4.750%, 03/25/19		1,152,814		1,184,064
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C16, Cl A2, 4.380%, 10/15/41		3,941,551		3,960,060
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C22, Cl A4, 5.269%, 12/15/44(a)		3,800,000		4,118,635
Washington Mutual Mortgage Pass-Through Certificates, Ser 2003-S12, Cl 2A, 4.750%, 11/25/18		884,873		910,302
Wells Fargo Mortgage Backed Securities Trust, Ser 2006-16, Cl A12, 5.000%, 11/25/36		124,836		124,689
Wells Fargo Mortgage Backed Securities Trust, Ser 2007-16, Cl 1A1, 6.000%, 12/28/37		3,152,308		3,286,161
Total Collateralized Mortgage Obligations (Cost $73,472,558)				73,957,621
Corporate Bonds (47.9%)
Auto Manufacturers (0.7%)
Daimler Finance North America LLC, 1.950%, 03/28/14(b)		1,810,000		1,824,927
Kia Motors Corp., 3.625%, 06/14/16(b)		500,000		494,598
				2,319,525
Auto Parts & Equipment (0.3%)
Hyundai Motor Manufacturing Czech, 4.500%, 04/15/15(b)		885,000		923,420
Banks (18.1%)
Bank of America Corp., 3.625%, 03/17/16		860,000		862,477
Bank of America Corp., Ser L, 3.125%, 06/15/12		3,235,000		3,323,451
Bank of Montreal, 1.750%, 04/29/14, MTN		1,680,000		1,692,907
Bank of Nova Scotia, 2.250%, 01/22/13		2,155,000		2,206,050
Bank of Nova Scotia, 2.375%, 12/17/13		1,625,000		1,671,503
Barclays Bank PLC, 2.500%, 01/23/13		4,095,000		4,170,332
Barclays Bank PLC, 5.200%, 07/10/14		1,320,000		1,427,943
BB&T Corp., 5.700%, 04/30/14, MTN		3,765,000		4,178,480
Capital One Financial Corp., 7.375%, 05/23/14		1,500,000		1,712,752
Commonwealth Bank of Australia, 3.500%, 03/19/15(b)		1,035,000		1,070,728
Credit Suisse New York, 5.500%, 05/01/14		3,250,000		3,569,621
European Investment Bank, 1.875%, 06/17/13		2,145,000		2,193,719
Fifth Third Bancorp, 3.625%, 01/25/16		1,480,000		1,492,857
Goldman Sachs Group, Inc. (The), 3.700%, 08/01/15		1,735,000		1,766,695
JPMorgan Chase & Co., 3.150%, 07/05/16		1,875,000		1,886,471
KfW, 1.250%, 06/15/12		4,205,000		4,241,356
Morgan Stanley, 4.200%, 11/20/14		3,780,000		3,925,572
National City Bank, 6.200%, 12/15/11		5,347,000		5,477,916
PNC Funding Corp., 5.400%, 06/10/14		990,000		1,092,381
US Bancorp, 4.200%, 05/15/14		2,115,000		2,277,925
Wells Fargo & Co., 3.625%, 04/15/15		2,245,000		2,346,923
Westpac Banking Corp., 2.250%, 11/19/12		1,455,000		1,482,769
Westpac Banking Corp., 4.200%, 02/27/15		4,790,000		5,068,721
				59,139,549
Beverages (1.2%)
Anheuser-Busch InBev Worldwide, Inc., 3.625%, 04/15/15		1,870,000		1,978,404
Dr Pepper Snapple Group, Inc., 2.350%, 12/21/12		1,300,000		1,325,646
PepsiCo, Inc., 2.500%, 05/10/16		605,000		611,397
				3,915,447
Chemicals (0.5%)
Dow Chemical Co. (The), 4.850%, 08/15/12		1,540,000		1,608,461
Diversified Financial Services (9.8%)
American Express Credit Corp., Ser C, 5.875%, 05/02/13		2,000,000		2,153,082
American Honda Finance Corp., 4.625%, 04/02/13(b)		2,000,000		2,112,272
BlackRock, Inc., 2.250%, 12/10/12		2,685,000		2,737,427

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Citigroup, Inc., 5.500%, 04/11/13		2,915,000		3,094,785
General Electric Capital Corp., 2.100%, 01/07/14		3,035,000		3,078,067
General Electric Capital Corp., 4.875%, 03/04/15		3,855,000		4,192,039
Goldman Sachs Group, Inc. (The), 5.150%, 01/15/14		1,730,000		1,847,190
JPMorgan Chase & Co., 2.200%, 06/15/12		4,380,000		4,459,764
JPMorgan Chase & Co., 5.750%, 01/02/13		3,145,000		3,352,391
Merrill Lynch & Co., Inc., 6.150%, 04/25/13		2,050,000		2,201,155
TD AMERITRADE Holding Corp., 4.150%, 12/01/14		995,000		1,053,559
Woodside Finance Ltd., 4.500%, 11/10/14(b)		1,800,000		1,928,534
				32,210,265
Electric (1.0%)
Dominion Resources, Inc., Ser B, 6.250%, 06/30/12		1,385,000		1,457,447
Duke Energy Corp., 6.300%, 02/01/14		1,765,000		1,971,085
				3,428,532
Electronics (0.3%)
Thermo Fisher Scientific, Inc., 2.150%, 12/28/12		300,000		305,514
Thermo Fisher Scientific, Inc., 3.200%, 03/01/16		705,000		726,001
				1,031,515
Food (0.5%)
General Mills, Inc., 5.200%, 03/17/15		1,450,000		1,614,794
Kraft Foods, Inc., 5.625%, 11/01/11		131,000		133,097
				1,747,891
Insurance (3.4%)
Berkshire Hathaway Finance Corp., 5.000%, 08/15/13		1,635,000		1,765,906
MetLife Global Funding I, 2.500%, 09/29/15(b)		2,735,000		2,731,981
MetLife, Inc., 5.500%, 06/15/14		2,715,000		2,987,575
New York Life Global Funding, 3.000%, 05/04/15(b)		1,530,000		1,582,383
Prudential Financial, Inc., 5.150%, 01/15/13, MTN		2,000,000		2,110,432
				11,178,277
Iron/Steel (0.2%)
ArcelorMittal, 3.750%, 03/01/16		740,000		748,270
Machinery-Construction & Mining (0.8%)
Caterpillar, Inc., 1.375%, 05/27/14		2,475,000		2,485,021
Media (2.1%)
Comcast Corp., 5.300%, 01/15/14		1,915,000		2,100,144
DIRECTV Holdings LLC, 7.625%, 05/15/16		1,940,000		2,114,600
Time Warner Cable, Inc., 5.400%, 07/02/12		1,870,000		1,954,851
Time Warner, Inc., 3.150%, 07/15/15		615,000		636,017
				6,805,612
Mining (0.6%)
Rio Tinto Finance USA Ltd., 8.950%, 05/01/14		1,755,000		2,107,530
Miscellaneous Manufacturer (0.3%)
Ingersoll-Rand Global Holding Co. Ltd., 6.000%, 08/15/13		985,000		1,079,920
Oil & Gas (1.2%)
Devon Financing Corp., ULC, 6.875%, 09/30/11		1,265,000		1,284,017
Total Capital SA, 3.000%, 06/24/15		2,420,000		2,517,753
				3,801,770
Pharmaceuticals (0.6%)
McKesson Corp., 5.250%, 03/01/13		850,000		907,284
McKesson Corp., 6.500%, 02/15/14		850,000		955,499
				1,862,783

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Pipelines (2.4%)
Energy Transfer Partners LP, 5.650%, 08/01/12		1,400,000		1,466,835
Enterprise Products Operating LLC, Ser G, 5.600%, 10/15/14		710,000		788,767
Enterprise Products Operating LLC, Ser M, 5.650%, 04/01/13		1,250,000		1,340,792
Kinder Morgan Energy Partners LP, 7.125%, 03/15/12		1,640,000		1,711,934
Plains All American Pipeline LP, 4.250%, 09/01/12		1,945,000		2,011,019
Williams Partners LP, 3.800%, 02/15/15		490,000		513,272
				7,832,619
Retail (0.5%)
Wal-Mart Stores, Inc., 1.500%, 10/25/15		1,690,000		1,667,910
Semiconductors (0.4%)
Texas Instruments, Inc., 1.375%, 05/15/14		1,170,000		1,174,889
Telecommunication Services (2.3%)
New Cingular Wireless Services, Inc., 8.125%, 05/01/12		4,185,000		4,437,100
Verizon Communications, Inc., 1.950%, 03/28/14		2,080,000		2,113,856
Verizon Communications, Inc., 3.000%, 04/01/16		845,000		863,094
				7,414,050
Toys/Games/Hobbies (0.5%)
Mattel, Inc., 5.625%, 03/15/13		1,550,000		1,657,852
Transportation (0.2%)
Union Pacific Corp., 6.500%, 04/15/12		760,000		793,243
Total Corporate Bonds (Cost $153,826,887)				156,934,351
Municipal Bond (1.5%)
New Jersey (1.5%)
New Jersey Economic Development Authority, RB, BAB, 1.247%, 06/15/13(a)		4,930,000		4,915,112
Total Municipal Bond (Cost $4,930,000)				4,915,112
U.S. Government Agencies (2.7%)
Federal Home Loan Mortgage Corp. (0.9%)
1.350%, 01/06/15 (c)		2,935,000		2,918,534
Federal National Mortgage Association (1.8%)
1.000%, 01/28/13		3,745,000		3,747,161
3.000%, 09/29/14		2,250,000		2,263,876
				6,011,037
Total U.S. Government Agencies (Cost $8,957,201)				8,929,571
U.S. Government Agency Mortgages (13.8%)
Federal Home Loan Mortgage Corporation (1.6%)
Pool #847276, 2.637%, 04/01/34 (a)		595,801		624,608
Pool #1B7142, 5.813%, 09/01/36 (a)		1,192,692		1,264,133
Pool #1G1676, 5.477%, 04/01/37 (a)		2,961,508		3,193,314
				5,082,055
Federal National Mortgage Association (12.2%)
Pool #55162, 4.826%, 01/01/13		1,204,869		1,252,998
Pool #555290, 4.927%, 02/01/13		2,508,632		2,596,031
Pool #873294, 5.100%, 02/01/13		7,115,000		7,488,592
Pool #735065, 4.484%, 08/01/13		2,381,372		2,501,496
Pool #555910, 4.919%, 10/01/13		2,538,841		2,681,326
Pool #958368, 4.710%, 03/01/14		5,326,944		5,686,920
Pool #725877, 5.381%, 09/01/14		3,720,350		4,020,736
Pool #466534, 2.040%, 11/01/15		3,605,000		3,565,546

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Pool #466598, 2.180%, 11/01/15		1,670,000		1,657,219
Pool #745889, 5.970%, 08/01/16		4,808,478		5,416,541
Pool #555844, 2.420%, 10/01/33 (a)		362,984		380,167
Pool #822302, 2.587%, 05/01/35 (a)		2,553,389		2,692,948
				39,940,520
Total U.S. Government Agency Mortgages (Cost $43,808,589)				45,022,575
U.S. Treasury Obligations (1.5%)
U.S. Treasury Notes (1.5%)
0.375%, 09/30/12		4,175,000		4,179,730
1.875%, 04/30/14		115,000		118,594
2.500%, 04/30/15		595,000		624,006
				4,922,330
Total U.S. Treasury Obligations (Cost $4,921,354)				4,922,330
Money Market Fund (1.4%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(d)		4,569,109		4,569,109
Total Money Market Fund (Cost $4,569,109)				4,569,109
Total Investments (Cost $322,673,955)(e) — 100.0%				327,536,484
Other assets in excess of liabilities — 0.0%				11,936
Net Assets — 100.0%			$	327,548,420

(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 4.6% of net assets as of June 30, 2011.
(c)	Denotes investment purchased on a when-issued or delayed-delivery basis.
(d)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(e)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

BAB	— Build America Bonds
MTN	— Medium Term Note
RB	— Revenue Bond
ULC	— Unlimited Liability Company

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Short-Term U.S. Treasury Securities Fund

	Shares or
	Principal
	Amount($)		Value($)
U.S. Treasury Obligations (99.0%)
U.S. Treasury Notes (99.0%)
1.750%, 11/15/11		1,780,000		1,790,917
4.625%, 02/29/12		4,500,000		4,633,596
1.000%, 04/30/12		1,975,000		1,988,114
1.750%, 08/15/12		3,000,000		3,050,157
4.125%, 08/31/12		2,000,000		2,089,844
1.375%, 01/15/13		3,450,000		3,503,368
3.125%, 04/30/13		2,200,000		2,308,024
1.125%, 06/15/13		2,500,000		2,532,325
2.000%, 11/30/13		2,425,000		2,505,706
2.375%, 02/28/15		1,000,000		1,044,690
2.500%, 04/30/15		1,500,000		1,573,125
1.750%, 07/31/15		405,000		411,865
Total U.S. Treasury Obligations (Cost $26,971,889)				27,431,731
Money Market Fund (0.4%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a)		121,931		121,931
Total Money Market Fund (Cost $121,931)				121,931
Total Investments (Cost $27,093,820)(b) — 99.4%				27,553,662
Other assets in excess of liabilities — 0.6%				156,702
Net Assets — 100.0%			$	27,710,364

(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Total Return Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Asset-Backed Securities (1.4%)
Home Equity (0.8%)
HSBC Home Equity Loan Trust, Ser 2005-1, Cl M, 0.716%, 01/20/34(a)		1,840,345		1,618,941
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1, 0.336%, 03/20/36(a)		3,806,111		3,496,232
				5,115,173
Manufactured Housing (0.6%)
Newcastle Investment Trust, Ser 2010-MH1, Cl M1, 6.000%, 07/10/35(b)		4,160,000		4,377,515
Total Asset-Backed Securities (Cost $9,389,915)				9,492,688
Collateralized Mortgage Obligations (15.0%)
Americold LLC Trust, Ser 2010-ARTA, Cl A2FX, 4.954%, 01/14/29(b)		2,662,000		2,728,668
Banc of America Commercial Mortgage, Inc., Ser 2005-3, Cl A3B, 5.090%, 07/10/43(a)		3,902,000		4,079,091
Banc of America Commercial Mortgage, Inc., Ser 2005-6, Cl AM, 5.367%, 09/10/47(a)		3,321,000		3,447,966
Federal Home Loan Mortgage Corporation, Ser 3745, Cl VE, 4.000%, 09/15/29		1,630,994		1,571,021
Federal Home Loan Mortgage Corporation, Ser 3753, Cl DC, 3.500%, 09/15/39		1,293,646		1,175,018
Federal Home Loan Mortgage Corporation, Ser 3762, Cl BV, 4.000%, 10/15/29		1,513,000		1,451,988
Federal Home Loan Mortgage Corporation, Ser 3763, Cl VQ, 4.000%, 07/15/27		929,000		907,100
Federal Home Loan Mortgage Corporation, Ser 3768, Cl CB, 3.500%, 12/15/25		2,022,874		1,873,505
Federal Home Loan Mortgage Corporation, Ser 3774, Cl EW, 3.500%, 12/15/25		2,243,855		2,098,144
Federal Home Loan Mortgage Corporation, Ser 3780, Cl AV, 4.000%, 04/15/31		1,084,772		1,044,188
Federal Home Loan Mortgage Corporation, Ser 3800, Cl BE, 3.500%, 02/15/26		2,658,707		2,478,859
Federal Home Loan Mortgage Corporation, Ser 3800, Cl CB, 3.500%, 02/15/26		2,382,000		2,217,752
Federal Home Loan Mortgage Corporation, Ser 3806, Cl L, 3.500%, 02/15/26		6,609,442		6,085,648
Federal Home Loan Mortgage Corporation, Ser 3810, Cl QB, 3.500%, 02/15/26		3,938,394		3,687,443
Federal Home Loan Mortgage Corporation, Ser 3814, Cl B, 3.000%, 02/15/26		4,558,025		4,174,187
Federal Home Loan Mortgage Corporation, Ser 3816, Cl GL, 3.000%, 02/15/26		2,865,000		2,618,848
Federal Home Loan Mortgage Corporation, Ser 3826, Cl BK, 3.000%, 03/15/26		6,680,591		6,114,249
Federal Home Loan Mortgage Corporation, Ser 3829, Cl BE, 3.500%, 03/15/26		3,173,000		2,959,867
Federal National Mortgage Association, Ser 2010-144, Cl YB, 3.000%, 12/25/25		6,365,471		5,777,704
Federal National Mortgage Association, Ser 2011-36, Cl DB, 3.000%, 05/25/26		4,237,120		3,847,918
Federal National Mortgage Association, Ser 2011-36, Cl VA, 4.500%, 09/25/23		4,971,880		5,313,011
Federal National Mortgage Association, Ser 2011-42, Cl B, 3.000%, 05/25/26		4,809,000		4,387,540
Federal National Mortgage Association, Ser 2011-45, Cl ZA, 4.000%, 05/25/31		3,852,800		3,488,712
Federal National Mortgage Association, Ser 2011-8, Cl PV, 4.000%, 01/25/30		726,000		696,766
Government National Mortgage Association, Ser 2003-85, Cl ZK, 5.500%, 10/20/33		2,269,318		2,524,580
Government National Mortgage Association, Ser 2007-35, Cl TE, 6.000%, 06/20/37		1,226,000		1,406,850
Government National Mortgage Association, Ser 2008-20, Cl PZ, 6.000%, 03/20/38		1,737,051		1,991,824
Government National Mortgage Association, Ser 2010-167, Cl VA, 4.250%, 11/20/29		1,630,000		1,619,680
Government National Mortgage Association, Ser 2011-17, Cl B, 4.000%, 02/16/26		900,232		900,522
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl AM, 5.263%, 11/15/40(a)		2,673,000		2,780,858
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl A4, 5.156%, 02/15/31		3,434,000		3,715,469
Morgan Stanley Reremic Trust, Ser 2010-HQ4B, Cl A7A, 4.970%, 04/16/40(a)(b)		2,700,000		2,849,752
RBSCF Trust, Ser 2010-RR3, Cl MS4A, 4.970%, 04/16/40(a)(b)		5,030,000		5,361,328
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C20, Cl AMFX, 5.179%, 07/15/42(a)		4,590,000		4,784,317
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl AM, 5.380%, 10/15/44(a)		3,142,000		3,296,888
Total Collateralized Mortgage Obligations (Cost $101,526,334)				105,457,261

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Bank Loans (4.5%)
Aerospace/Defense (0.1%)
DAE Aviation Holdings, Inc., Term Loan B2, 5.280%, 07/31/14(a)(b)		112,132		111,151
DAE Aviation Holdings, Inc., Term Loan B-1, 5.280%, 07/31/14(a)(b)		116,703		115,682
Delos Aircraft, Inc., Term Loan B2, 7.000%, 03/17/16(a)(b)		315,000		317,495
Sequa Corp., 3.500%-3.510%, 12/03/14(a)(b)		214,937		211,534
TASC, Inc., New Term Loan B, 4.500%, 12/18/15(a)(b)		59,894		59,794
				815,656
Auto Manufacturers (0.0%)
Tenneco, Inc., Term Loan B, 5.000%, 06/03/16(a)(b)		123,750		124,137
Auto Parts & Equipment (0.0%)
Allison Transmission, Inc., Term Loan B, 2.940%, 08/07/14(a)(b)		153,221		150,020
Banks (0.1%)
CIT Group, Inc., 6.250%, 08/11/15(a)(b)		315,000		316,518
Building Materials (0.1%)
Armstrong World Industries, Inc., New Term Loan B, 4.000%, 03/09/18(a)(b)		249,375		249,250
Goodman Global Holdings, Inc., 1st Lien Term Loan, 5.750%, 10/28/16(a)(b)		143,913		144,113
				393,363
Chemicals (0.2%)
Chemtura Corp., Term Loan B, 5.500%, 08/27/16(a)(b)		105,000		105,295
INEOS U.S. Finance LLC, Term Loan B2, 7.501%, 12/16/13(a)(b)		100,823		103,621
INEOS U.S. Finance LLC, Term Loan C2, 8.001%, 12/16/14(a)(b)		107,015		110,520
Nalco Co., Term Loan B1, 4.500%-5.250%, 10/05/17(a)(b)		138,950		139,606
Nexeo Solutions, LLC, Term Loan B, 5.000%, 09/08/17(a)(b)		229,425		228,374
Styron S.A.R.L LLC, New Term Loan B, 6.000%, 08/02/17(a)(b)		243,775		243,380
Univar, Inc., Term Loan B, 5.000%, 06/30/17(a)(b)		398,000		396,961
				1,327,757
Commercial Services (0.1%)
Booz Allen Hamilton, Inc., Term Loan B, 4.000%, 08/03/17(a)(b)		44,888		44,986
Hertz Corp. (The), Term Loan B, 3.750%, 03/09/18(a)(b)		89,775		89,265
JMC Steel Group, Inc., 4.750%, 04/03/17(a)(b)		49,875		50,000
Walter Industries, Inc., Term Loan B, 4.000%, 04/02/18(a)(b)		435,000		434,704
				618,955
Computers (0.0%)
Network Solutions LLC, Term Loan B, 2.440%, 03/07/14(a)(b)		55,178		52,971
Consumer Discretionary (0.0%)
Collective Brands Finance, Inc., 08/18/14(a)(b)(d)		29,922		29,374
Consumer Staples (0.0%)
Revlon Consumer Products Corp., New Term Loan B, 4.750%, 11/17/17(a)(b)		208,421		208,369
Diversified Financial Services (0.3%)
Affinion Group, Inc., Term Loan B, 5.000%, 10/10/16(a)(b)		367,042		366,190
American Capital Holdings, Inc., 7.500%, 12/31/13(a)(b)		122,893		123,099
BNY ConvergEx Group LLC, 5.250%, 12/19/16(a)(b)		55,879		55,879
BNY ConvergEx Group LLC, 5.250%, 12/19/16(a)(b)		133,171		133,171
CNO Financial Group, Inc., New Term Loan B, 6.250%, 09/30/16(a)(b)		164,684		164,941
Interactive Data Corp., 4.750%, 02/12/18(a)(b)		214,463		214,330
International Lease Finance Corp., Term Loan B1, 6.750%, 03/17/15(a)(b)		200,000		200,084
Microsemi Corp., New Term Loan B, 4.000%, 11/02/17(a)(b)		209,475		209,345
Nuveen Investments, Inc., 1st Lien Term Loan, 3.246%-3.273%, 11/13/14(a)(b)		108,373		106,822
Nuveen Investments, Inc., 5.746%-5.773%, 05/12/17(a)(b)		126,627		126,522
Springleaf Finance Corp., 5.500%, 05/10/17(a)(b)		475,000		465,025
SunGard Data Systems, Inc., 1.940%, 02/28/14(a)(b)		55,000		53,597
				2,219,005

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Electric (0.3%)
Calpine Corp., 4.500%, 04/02/18(a)(b)		319,200		315,641
Equipower Resources Holdings LLC, Term Loan B, 5.750%, 01/26/18(a)(b)		79,800		79,734
GenOn Energy, Inc., Term Loan B, 6.000%, 09/08/17(a)(b)		233,238		232,848
NRG Energy, Inc., New Term Loan B, 07/02/18(a)(b)(d)		200,000		200,028
NRG Energy, Inc., 4.000%, 02/01/13(a)(b)		305,625		304,827
NRG Energy, Inc., 4.000%, 02/01/13(a)(b)		292,604		291,840
Texas Competitive Electric Holdings Co. LLC, 4.686%-4.768%, 10/10/17(a)(b)		579,200		452,581
				1,877,499
Electronics (0.0%)
Eagle Parent, Inc., 5.000%, 05/16/18(a)(b)		50,000		48,713
Energy (0.0%)
Aquilex Holdings LLC, 6.000%, 04/01/16(a)(b)		185,135		184,487
Entertainment (0.1%)
Caesars Entertainment Operating Co., Term Loan B2, 01/28/15(a)(b)(d)		250,000		225,058
Carmike Cinemas, Inc., Term Loan B, 5.500%, 01/27/16(a)(b)		49,823		50,010
IMG Worldwide, Inc., New Term Loan B, 5.500%, 06/16/16(a)(e)		288,025		286,944
Live Nation Entertainment, Inc., Term Loan B, 4.500%, 11/07/16(a)(b)		103,947		103,687
Regal Cinemas, Inc., Term Loan B, 3.496%, 08/23/17(a)(b)		179,100		178,801
Universal City Development Partners Ltd., New Term Loan B, 5.500%, 11/06/14(a)(b)		357,789		357,900
				1,202,400
Food (0.1%)
DineEquity, Inc., New Term Loan B, 4.250%, 10/19/17(a)(b)		138,491		138,468
Dole Food Co., Inc., Term Loan C, 5.000%-5.500%, 03/02/17(a)(b)		72,649		72,619
Dole Food Co., Inc., Term Loan B, 5.000%-5.500%, 03/02/17(a)(b)		29,250		29,238
Dunkin’ Brands, Inc., Term Loan B, 4.250%-5.250%, 11/23/17(a)(b)		353,227		352,545
				592,870
Health Care (0.7%)
Aptalis Pharma, Inc., Term Loan B, 5.500%, 02/10/17(a)(b)		223,875		221,262
Ardent Medical Services, Inc., 1st Lien Term Loan, 6.500%, 09/15/15(a)(b)		301,942		301,565
Biomet, Inc., New Term Loan B, 03/25/15(a)(b)(d)		45,000		44,570
CareStream Health, Inc., Term Loan B, 5.000%, 02/25/17(a)(b)		503,738		469,735
Community Health Systems, Inc., 2.504%, 07/25/14(a)(b)		559,215		539,877
Community Health Systems, Inc., 2.504%, 07/25/14(a)(b)		23,851		23,026
CRC Health Corp., 4.746%, 11/16/15(a)(b)		229,066		223,912
Gentiva Health Services, Inc., New Term Loan B, 4.750%, 08/17/16(a)(b)		137,375		135,864
Grifols, Inc., Term Loan B, 6.000%, 11/23/16(a)(b)		235,000		235,736
HCA, Inc., Term Loan B3, 3.496%, 05/01/18(a)(b)		830,000		815,849
Health Management Associates, Inc., Term Loan B, 1.996%, 02/28/14(a)(b)		49,861		48,166
IASIS Healthcare LLC, 5.000%, 05/03/18(a)(b)		374,063		372,260
MedAssets, Inc., 5.250%, 11/16/16(a)(b)		124,232		124,387
MultiPlan, Inc., New Term Loan B, 4.750%, 08/26/17(a)(b)		211,538		210,282
Mylan Laboratories, Inc., Term Loan B, 3.500%, 10/02/14(a)(b)		36,113		36,267
Universal Health Services, Inc., New Term Loan B, 4.000%, 11/15/16(a)(b)		192,544		192,917
Vanguard Health Holding Co. II LLC, Term Loan B, 5.000%, 01/29/16(a)(b)		213,392		213,048
Warner Chilcott Co., LLC, New Term Loan B2, 4.250%, 03/15/18(a)(b)		98,040		98,010
Warner Chilcott Corp., New Term Loan B1, 4.250%, 03/15/18(a)(b)		196,080		196,019
WC Luxco S.A.R.L., New Term Loan B3, 4.250%, 03/15/18(a)(b)		134,805		134,763
				4,637,515
Healthcare — Services (0.1%)
Drumm Investors LLC, 5.000%, 05/04/18(a)(b)		420,000		411,075
Endo Pharmaceuticals Holdings Inc., Term Loan B, 4.000%, 06/18/18(a)(b)		170,000		170,425
				581,500

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Industrials (0.0%)
Bucyrus International, Inc., Term Loan C, 4.250%, 02/19/16(a)(b)		272,967		272,793
Information Technology (0.1%)
Aspect Software, Inc., New Term Loan B, 6.250%, 04/19/16(a)(b)		138,596		138,596
Ceridian Corp., 3.186%, 11/10/14(a)(b)		119,388		114,331
Fidelity National Information Services, Inc., Term Loan B, 5.250%, 07/18/16(a)(b)		153,838		154,299
Flextronics International Ltd., Term Loan B, 10/01/12(a)(b)(d)		90,000		89,353
Savvis Communications Corp., 6.750%, 08/04/16(a)(b)		426,775		428,644
SBA Communications Corp., 06/29/18(a)(b)(d)		45,000		45,019
				970,242
Insurance (0.0%)
Sedgwick CMS Holdings, Inc., 5.000%, 12/30/16(a)(b)		209,354		209,092
Leisure Time (0.1%)
Clubcorp Operations, Inc., Term Loan B, 6.000%, 11/09/16(a)(b)		313,425		314,209
Lodging (0.2%)
Las Vegas Sands LLC, Term Loan B, 2.690%, 11/23/16(a)(b)		343,813		333,973
Las Vegas Sands LLC, 2.690%, 11/23/16(a)(b)		69,101		67,124
MGM Mirage, Class C Term Loan, 7.000%, 02/21/14(a)(b)		415,000		404,588
VML U.S. Finance LLC, Term Loan B, 4.690%, 05/25/12(a)(b)		77,294		77,092
VML U.S. Finance LLC, Term Loan B, 4.690%, 05/27/13(a)(b)		133,817		133,466
				1,016,243
Machinery Diversified (0.0%)
Veyance Technologies, Inc., Delayed Draw Term Loan, 2.690%, 07/31/14(a)(b)		14,880		14,070
Veyance Technologies, Inc., 2.690%, 07/31/14(a)(b)		103,887		98,239
				112,309
Media (0.5%)
FoxCo Acquisition Sub LLC, Term Loan B, 4.750%, 07/14/15(a)(b)		93,148		93,090
Getty Images, Inc., 5.250%, 11/07/16(a)(b)		109,175		109,639
Gray Television, Inc., Term Loan B, 3.700%, 12/31/14(a)(b)		477,868		467,914
Insight Midwest LP, 1.940%-2.060%, 04/07/14(a)(b)		415,000		407,737
San Juan Cable Holdings, LLC, New Term Loan B, 6.000%, 06/09/17(a)(b)		65,000		64,716
Syniverse Technologies, Inc., Term Loan B, 5.250%, 12/21/17(a)(b)		223,875		224,809
Telesat Canada, Term Loan II, 3.190%, 10/31/14(a)(b)		34,057		33,568
Telesat Canada, Term Loan I, 3.190%, 10/31/14(a)(b)		396,483		390,786
Univision Communications, Inc., 4.436%, 03/31/17(a)(b)		416,580		394,859
Village Roadshow Ltd., Term Loan A2, 5.500%, 05/27/15(a)(e)		620,000		620,000
Weather Channel Interactive, Inc. (The), New Term Loan B, 4.250%, 02/13/17(a)(b)		109,725		109,984
				2,917,102
Mining (0.1%)
Fairmount Minerals Ltd., New Term Loan B, 5.250%, 03/01/17(a)(b)		139,500		139,624
Novelis, Inc., 3.750%, 03/10/17(a)(b)		547,250		547,436
				687,060
Miscellaneous Manufacturer (0.0%)
Clarke American Corp., Term Loan B, 2.686%-2.746%, 06/30/14(a)(b)		227,044		202,069
Oil & Gas (0.3%)
CITGO Petroleum Corp., Term Loan B, 8.000%, 06/24/15(a)(b)		306,643		309,709
Frac Tech International LLC, Term Loan B, 6.250%, 05/06/16(a)(b)		338,107		337,430
Obsidian Natural Gas Trust, 7.000%, 11/02/15(a)(b)		939,843		949,242
TPF Generation Holdings LLC, 2.246%, 12/15/11(a)(b)		27,118		26,808
TPF Generation Holdings LLC, 2.246%, 12/13/13(a)(b)		86,505		85,516
TPF Generation Holdings LLC, Term Loan B, 2.246%, 12/15/13(a)(b)		157,095		155,299
Western Refining, Inc., New Term Loan B, 7.500%, 03/15/17(a)(b)		394,013		398,280
				2,262,284

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Real Estate (0.2%)
Istar Financial, Inc., Term Loan A1, 5.000%, 06/28/13(a)(b)		840,932		827,402
Istar Financial, Inc., Term Loan A2, 7.000%, 06/30/14(a)(b)		290,000		288,672
				1,116,074
Retail (0.4%)
Capital Automotive LP, New Term Loan B, 5.000%, 03/10/17(a)(b)		839,149		838,520
Gymboree Corp., 5.000%, 02/23/18(a)(b)		189,050		182,964
J Crew Operating Corp., New Term Loan B, 4.750%, 03/07/18(a)(b)		225,000		215,188
Michaels Stores, Inc., Term Loan B2, 4.750%-4.813%, 07/31/16(a)(b)		199,038		197,681
NBTY, Inc., New Term Loan B, 4.250%, 10/02/17(a)(b)		353,225		353,225
Pilot Travel Centers LLC, New Term Loan B, 4.250%, 03/30/18(a)(b)		400,000		400,724
Sports Authority, Inc., Term Loan B, 7.500%, 10/26/17(a)(b)		213,925		215,129
SUPERVALU, Inc., Term Loan B1, 1.560%, 06/01/12(a)(b)		217,528		215,794
				2,619,225
Semiconductors (0.0%)
Freescale Semiconductor, Inc., Extended Term Loan B, 4.441%, 12/01/16(a)(b)		232,724		231,125
Telecommunication Services (0.4%)
Airvana, Inc., Term Loan B, 10.000%, 08/27/14(a)(b)		180,536		182,341
Atlantic Broadband Finance LLC, New Term Loan B, 4.000%, 03/08/16(a)(b)		132,082		132,110
BBHI Acquisition LLC, Term Loan B, 4.500%, 12/14/17(a)(b)		208,950		208,808
Bragg Communications, Inc., Term Loan B, 2.754%, 08/31/14(a)(b)		208,376		206,119
CMP Susquehanna Corp., 05/03/13(a)(b)(d)		140,000		138,575
Consolidated Communications, Inc., Term Loan B, 2.690%, 12/31/14(a)(b)		110,000		106,150
Integra Telecom, Inc., New Term Loan B, 9.250%, 04/15/15(a)(b)		301,950		301,950
Intelsat Jackson Holdings SA, Term Loan B, 5.250%, 04/02/18(a)(b)		875,000		876,820
Level 3 Financing, Inc., Term Loan A, 2.532%, 03/13/14(a)(b)		220,000		212,918
Telcordia Technologies, Inc., Term Loan B, 6.750%, 04/09/16(a)(b)		350,456		350,018
UPC Financing Partnership, Term Loan T, 3.691%, 12/30/16(a)(b)		101,988		101,394
Vonage Holdings Corp., Term Loan B, 9.750%, 12/08/15(a)(b)		110,500		110,914
West Corp., Term Loan B2, 2.621%-2.649%, 10/24/13(a)(b)		158,381		157,024
				3,085,141
Telecommunications (0.0%)
CommScope, Inc., New Term Loan B, 5.000%, 01/14/18(a)(b)		99,750		100,312
Textiles (0.0%)
Warnaco Inc., 3.750%-5.000%, 06/15/18(a)(b)		65,000		65,203
Total Bank Loans (Cost $31,403,515)				31,561,592
Corporate Bonds (25.5%)
Aerospace/Defense (0.6%)
Boeing Co. (The), 5.125%, 02/15/13		1,339,000		1,429,902
United Technologies Corp., 6.125%, 02/01/19		2,450,000		2,865,182
				4,295,084
Auto Manufacturers (0.2%)
PACCAR, Inc., 6.375%, 02/15/12		1,267,000		1,309,925
Banks (1.4%)
Bank of Nova Scotia, 2.375%, 12/17/13		1,219,000		1,253,884
Bank of Nova Scotia, 3.400%, 01/22/15		1,369,000		1,438,241
HSBC Bank PLC, 3.100%, 05/24/16(b)		856,000		850,341
HSBC Bank PLC, 3.500%, 06/28/15(b)		1,402,000		1,438,639
JPMorgan Chase & Co., 4.400%, 07/22/20		2,001,000		1,960,316
JPMorgan Chase & Co., 6.300%, 04/23/19		896,000		1,009,914
Northern Trust Corp., 5.200%, 11/09/12		1,783,000		1,889,714
				9,841,049

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Beverages (0.6%)
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12		1,896,000		1,946,781
Diageo Capital PLC, 5.200%, 01/30/13		898,000		957,712
SABMiller PLC, 6.200%, 07/01/11(b)		1,636,000		1,636,000
				4,540,493
Biotechnology (0.1%)
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100		477,000		483,924
Chemicals (1.2%)
Air Products & Chemicals, Inc., 4.150%, 02/01/13		864,000		907,284
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21		905,000		919,536
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13		1,288,000		1,394,159
Praxair, Inc., 1.750%, 11/15/12		3,223,000		3,267,300
Praxair, Inc., 4.625%, 03/30/15		1,757,000		1,937,230
				8,425,509
Computers (0.3%)
Hewlett-Packard Co., 4.500%, 03/01/13		694,000		734,980
IBM Corp., 5.600%, 11/30/39		1,293,000		1,365,466
				2,100,446
Diversified Financial Services (3.1%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(b)		1,472,000		1,441,450
CME Group, Inc., 5.400%, 08/01/13		1,340,000		1,457,996
CME Group, Inc., 5.750%, 02/15/14		1,179,000		1,309,568
ERAC USA Finance LLC, 5.250%, 10/01/20(b)		1,317,000		1,396,929
ERAC USA Finance LLC, 5.600%, 05/01/15(b)		1,066,000		1,185,127
ERAC USA Finance LLC, 5.800%, 10/15/12(b)		1,428,000		1,505,488
Ford Motor Credit Co. LLC, 5.000%, 05/15/18		2,343,000		2,334,989
Jefferies Group, Inc., 8.500%, 07/15/19		1,010,000		1,194,513
Lazard Group LLC, 7.125%, 05/15/15		1,940,000		2,182,913
MassMutual Global Funding LLC, 2.300%, 09/28/15(b)		1,174,000		1,174,125
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20		1,402,000		1,397,462
TIAA Global Markets, Inc., 5.125%, 10/10/12(b)		1,572,000		1,653,549
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN		940,000		976,952
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/21 @100(b)		2,634,000		2,585,205
				21,796,266
Electric (1.2%)
Alabama Power Co., 5.800%, 11/15/13		1,115,000		1,234,026
Duke Energy Carolinas LLC, 4.300%, 06/15/20		420,000		435,527
Exelon Generation Co. LLC, 6.200%, 10/01/17		1,297,000		1,463,157
Georgia Power Co., 6.000%, 11/01/13		767,000		851,043
MidAmerican Energy Holdings Co., 6.125%, 04/01/36		1,149,000		1,237,347
Public Service Co. of Colorado, Ser 17, 6.250%, 09/01/37		730,000		842,413
Southern California Edison Co., 5.750%, 03/15/14		1,180,000		1,320,094
Wisconsin Power & Light Co., 6.375%, 08/15/37		700,000		814,608
				8,198,215
Food (0.7%)
Kellogg Co., 4.250%, 03/06/13		1,045,000		1,102,864
Kraft Foods, Inc., 6.500%, 02/09/40		1,023,000		1,136,322
Kroger Co. (The), 7.500%, 01/15/14		739,000		844,690
Tesco PLC, 5.500%, 11/15/17(b)		1,848,000		2,089,909
				5,173,785
Healthcare — Products (0.3%)
Becton Dickinson and Co., 3.250%, 11/12/20		555,000		528,285
Covidien International Finance SA, 6.000%, 10/15/17		1,406,000		1,643,187
				2,171,472

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Healthcare — Services (0.4%)
Roche Holdings, Inc., 7.000%, 03/01/39(b)		2,019,000		2,450,248
Insurance (1.4%)
Berkshire Hathaway, Inc., 3.200%, 02/11/15		2,468,000		2,572,280
Berkshire Hathaway, Inc., 4.600%, 05/15/13		1,570,000		1,674,841
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)		1,074,000		1,040,394
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)		2,410,000		2,420,698
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13		706,000		738,148
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(b)		1,028,000		1,169,748
				9,616,109
Media (1.1%)
Comcast Corp., 6.450%, 03/15/37		730,000		780,775
NBC Universal, Inc., 5.950%, 04/01/41(b)		1,234,000		1,254,845
Thomson Reuters Corp., 5.950%, 07/15/13		320,000		350,014
Time Warner Cable, Inc., 5.850%, 05/01/17		3,052,000		3,432,136
Time Warner Cable, Inc., 8.250%, 02/14/14		1,190,000		1,384,147
Time Warner, Inc., 6.200%, 03/15/40		439,000		449,745
				7,651,662
Mining (0.7%)
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20		496,000		522,130
Barrick International Barbados Corp., 6.350%, 10/15/36(b)		975,000		1,023,480
Barrick PD Australia Finance Property Ltd., 5.950%, 10/15/39		1,096,000		1,108,063
Newmont Mining Corp., 6.250%, 10/01/39		1,974,000		2,049,047
				4,702,720
Miscellaneous Manufacturer (1.3%)
Danaher Corp., 3.900%, 06/23/21, Callable 03/23/21 @100		1,072,000		1,067,782
General Electric Co., 5.000%, 02/01/13		3,307,000		3,510,046
General Electric Co., 5.250%, 12/06/17		894,000		990,395
Illinois Tool Works, Inc., 6.250%, 04/01/19		1,865,000		2,216,916
Siemens Financieringsmat, 6.125%, 08/17/26(b)		982,000		1,111,803
				8,896,942
Office/Business Equip (0.3%)
Xerox Corp., 5.500%, 05/15/12		915,000		951,339
Xerox Corp., 6.350%, 05/15/18		1,280,000		1,467,209
				2,418,548
Oil & Gas (1.0%)
Ensco PLC, 4.700%, 03/15/21		1,592,000		1,608,211
Shell International Finance BV, 6.375%, 12/15/38		3,265,000		3,785,735
Statoil ASA, 3.125%, 08/17/17		413,000		416,616
Total Capital SA, 3.000%, 06/24/15		938,000		975,890
				6,786,452
Oil & Gas Services (0.4%)
Baker Hughes, Inc., 5.125%, 09/15/40		1,199,000		1,161,168
Weatherford International Ltd., 5.125%, 09/15/20		979,000		999,580
Weatherford International Ltd., 6.500%, 08/01/36		927,000		956,217
				3,116,965
Pharmaceuticals (1.8%)
Abbott Laboratories, 5.600%, 11/30/17		2,376,000		2,753,553
Express Scripts, Inc., 5.250%, 06/15/12		1,728,000		1,797,770
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18		1,548,000		1,765,701
Merck & Co., Inc., 6.550%, 09/15/37		1,058,000		1,249,239
Novartis Securities Investment Ltd., 5.125%, 02/10/19		836,000		928,356
Sanofi-Aventis SA, 4.000%, 03/29/21		2,123,000		2,123,236
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36		596,000		653,037

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Teva Pharmaceutical Finance II BV/III LLC, 3.000%, 06/15/15		1,003,000		1,032,094
				12,302,986
Pipelines (1.8%)
El Paso Natural Gas Co., 5.950%, 04/15/17		527,000		596,393
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20		734,000		821,675
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @100		973,000		942,954
Energy Transfer Partners LP, 6.625%, 10/15/36		905,000		933,802
Enterprise Products Operating LLC, 5.250%, 01/31/20		2,358,000		2,508,695
Enterprise Products Operating LLC, Ser J, 5.750%, 03/01/35		883,000		857,821
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b)		1,028,000		1,152,629
Southern Natural Gas Co., 5.900%, 04/01/17(b)		369,000		419,425
TC Pipelines LP, 4.650%, 06/15/21		1,271,000		1,264,175
TransCanada PipeLines Ltd., 6.100%, 06/01/40		1,162,000		1,230,993
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18		365,000		413,308
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100		1,585,000		1,521,430
				12,663,300
Real Estate Investment Trusts (1.0%)
BioMed Realty LP, 3.850%, 04/15/16, Callable 03/15/16 @ 100		978,000		985,716
Digital Realty Trust LP, 4.500%, 07/15/15		2,779,000		2,892,322
Digital Realty Trust LP, 5.875%, 02/01/20		600,000		629,045
Healthcare Realty Trust, Inc., 6.500%, 01/17/17		2,448,000		2,724,923
				7,232,006
Retail (1.3%)
Family Dollar Stores, Inc., 5.000%, 02/01/21		730,000		715,895
Wal-Mart Stores, Inc., 5.250%, 09/01/35		398,000		398,025
Wal-Mart Stores, Inc., 6.500%, 08/15/37		4,261,000		4,893,678
Walgreen Co., 4.875%, 08/01/13		969,000		1,048,898
Wesfarmers Ltd., 6.998%, 04/10/13(b)		1,821,000		1,993,815
				9,050,311
Semiconductors (0.1%)
Analog Devices Inc., 3.000%, 04/15/16		394,000		403,733
Software (0.6%)
Fiserv, Inc., 4.750%, 06/15/21		1,402,000		1,394,494
Oracle Corp., 5.750%, 04/15/18		2,377,000		2,720,393
				4,114,887
Telecommunication Services (2.0%)
AT&T, Inc., 4.950%, 01/15/13		1,489,000		1,578,373
AT&T, Inc., 5.100%, 09/15/14		1,494,000		1,641,819
AT&T, Inc., 6.450%, 06/15/34		735,000		784,566
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(b)		1,395,000		1,510,087
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14		854,000		941,304
Cisco Systems, Inc., 5.500%, 02/22/16		1,101,000		1,251,844
Cisco Systems, Inc., 5.500%, 01/15/40		2,118,000		2,121,302
Juniper Networks, Inc., 3.100%, 03/15/16		360,000		366,807
Rogers Communications, Inc., 7.500%, 03/15/15		1,023,000		1,211,111
Verizon Communications, Inc., 5.250%, 04/15/13		1,073,000		1,152,125
Verizon Communications, Inc., 5.550%, 02/15/16		1,275,000		1,436,316
				13,995,654
Transportation (0.1%)
United Parcel Service, Inc., 3.125%, 01/15/21		930,000		883,218
Trucking & Leasing (0.3%)
Aviation Capital Group, 7.125%, 10/15/20(b)		1,706,000		1,762,383

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Aviation Capital Group Corp., 6.750%, 04/06/21(b)		661,000		652,110
				2,414,493
Water (0.2%)
Veolia Environment SA, 6.000%, 06/01/18		1,398,000		1,577,833
Total Corporate Bonds (Cost $167,754,847)				178,614,235
U.S. Government Agency Mortgages (31.4%)
Federal Home Loan Mortgage Corporation (2.8%)
Pool #G01740, 5.500%, 12/01/34 (f)		2,279,512		2,479,762
Pool #G02162, 5.500%, 05/01/36		1,061,417		1,150,845
Pool #G04337, 5.500%, 04/01/38		1,911,627		2,069,702
Pool #G05671, 5.500%, 08/01/38 (f)		8,454,149		9,166,445
Pool #292, 3.500%, TBA(f)		4,607,000		4,398,966
				19,265,720
Federal National Mortgage Association (26.9%)
Pool #384, 3.000%, TBA(f)		2,958,000		2,938,590
Pool #254548, 5.500%, 12/01/32		4,531,673		4,934,727
Pool #555421, 5.000%, 05/01/33		737,239		787,928
Pool #555531, 5.500%, 06/01/33		4,375,926		4,765,127
Pool #725773, 5.500%, 09/01/34		7,733,581		8,416,584
Pool #811773, 5.500%, 01/01/35		1,512,812		1,646,418
Pool #735288, 5.000%, 03/01/35		1,558,594		1,665,024
Pool #735500, 5.500%, 05/01/35		5,036,008		5,476,049
Pool #735578, 5.000%, 06/01/35		7,166,944		7,651,868
Pool #888344, 5.000%, 10/01/35		5,069,407		5,412,410
Pool #190363, 5.500%, 11/01/35		4,742,773		5,157,192
Pool #AE0115, 5.500%, 12/01/35		7,950,091		8,648,346
Pool #745428, 5.500%, 01/01/36		5,886,853		6,401,241
Pool #745275, 5.000%, 02/01/36		19,334,376		20,642,564
Pool #745886, 5.500%, 04/01/36		1,154,826		1,255,733
Pool #190370, 6.000%, 06/01/36		18,079,753		19,925,638
Pool #745950, 6.000%, 11/01/36		13,575,006		14,960,971
Pool #889506, 6.000%, 03/01/37		5,469,781		6,036,775
Pool #888268, 6.000%, 03/01/37		1,763,783		1,943,859
Pool #889140, 5.500%, 05/01/37		8,213,172		8,935,964
Pool #889574, 6.000%, 08/01/37		5,796,141		6,387,908
Pool #995722, 5.000%, 05/01/38		4,798,144		5,125,791
Pool #995196, 6.000%, 07/01/38		2,527,531		2,785,584
Pool #889990, 5.500%, 09/01/38		4,008,390		4,361,144
Pool #890097, 6.000%, 10/01/38		2,578,741		2,842,694
Pool #AE0694, 6.000%, 01/01/39		2,760,844		3,050,482
Pool #890101, 6.000%, 02/01/39		2,654,343		2,932,808
Pool #995724, 6.000%, 04/01/39		13,660,915		15,094,071
Pool #AE0553, 6.000%, 10/01/39		3,545,521		3,900,859
Pool #AE4852, 3.500%, 10/01/40		5,501,317		5,267,622
				189,351,971
Government National Mortgage Association (1.7%)
Pool #003931, 6.000%, 12/20/36		3,427,671		3,801,858
Pool #751387, 4.743%, 01/20/61		7,672,719		8,225,255
				12,027,113
Total U.S. Government Agency Mortgages (Cost $216,590,080)				220,644,804
U.S. Treasury Obligations (19.1%)
U.S. Treasury Bonds (2.7%)
4.750%, 02/15/41		18,051,000		19,187,654
U.S. Treasury Notes (16.4%)
1.250%, 10/31/15(g)		34,242,000		33,953,066

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
0.750%, 11/30/11(g)		39,530,000		39,636,533
3.125%, 05/15/21		41,262,000		41,146,054
Total U.S. Treasury Obligations (Cost $134,046,710)				133,923,307
Units (0.0%)
Commercial Services (0.0%)
Alion Science Technology Corp.*(c)(h)		35		—
Total Units (Cost $2,347)				—
Money Market Fund (5.3%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(i)		37,328,389		37,328,389
Total Money Market Fund (Cost $37,328,389)				37,328,389
Total Investments (Cost $698,042,137)(j) — 102.2%				717,022,276
Liabilities in excess of other assets — (2.2)%				(15,519,547	)
Net Assets — 100.0%			$	701,502,729

*	Non-income producing security.
(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 11.5% of net assets as of June 30, 2011.
(c)	Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of June 30, 2011.
(d)	The security has not settled as of June 30, 2011 and thus does not have a rate in effect. The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(e)	The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(f)	All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(g)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(h)	Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock.
(i)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(j)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

MTN	— Medium Term Note
TBA	— To Be Announced. Securities purchased on a forward commitment basis with an appropriate principal amount and no definitive maturity date. The actual principal and maturity date will be determined upon settlement date.

Amounts designated as “—” are $0 or have been rounded to $0.

Interest Rate Swaps

											Upfront
				Variable Rate		Fixed Rate		Floating			Payments					Unrealized
Underlying		Notional		Paid by the		Received by		Rate	Expiration		Made					Appreciation/
Instrument	Counterparty	Amount($)		Fund(%)		the Fund(%)		Index	Date		(Received)($)		Value($)			(Depreciation)($)
Australian Dollar	Morgan Stanley		37,997,000		5.200		5.500	Australia Bank Bill 6 Month		05/09/15		—		121,674			121,674
Brazilian Real	Barclays Bank PLC		44,400,000		1.000		12.290	Brazil Cetip Interbank Deposit Rate		01/02/14		—		(156,740	)		(156,740	)
Chilean Peso	Morgan Stanley		17,273,168,000		4.970		5.635	Chile Central Bank Daily Midday Interbank Rate		05/26/13		—		(30,709	)		(30,709	)
Mexican Peso	Barclays Bank PLC		228,710,000		4.835		6.045	Mexico Interbank TIIE 28 Day		06/19/15		—		(80,914	)		(80,914	)
												—		(146,689	)		(146,689	)

See Notes to Schedules of Portfolio Investments.

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at June 30, 2011.

Forward Foreign Currency Contracts

At June 30, 2011, the Fund’s forward foreign currency contracts were as follows:

				Contract
				Amount in		Contract				Unrealized
		Delivery		Local		Value in		Market		Appreciation/
Currency	Counterparty	Date		Currency		USD($)		Value($)		(Depreciation)($)
Long:
Australian Dollar	JPMorgan		07/13/11		3,343,000		3,508,478		3,581,902		73,424
Euro	Deutsche Bank		08/16/11		2,502,544		3,562,272		3,624,808		62,536
Total Long Contracts						$	7,070,750	$	7,206,710	$	135,960
Short:
Australian Dollar	JPMorgan		07/13/11		3,343,000		3,539,000		3,581,902		(42,902	)
Australian Dollar	JPMorgan		09/01/11		1,678,120		1,768,000		1,786,742		(18,742	)
Euro	Deutsche Bank		08/16/11		2,502,544		3,609,920		3,624,808		(14,888	)
Euro	JPMorgan		07/29/11		1,247,115		1,778,000		1,807,297		(29,297	)
New Zealand Dollar	JPMorgan		08/01/11		2,168,663		1,778,000		1,793,468		(15,468	)
Total Short Contracts						$	12,472,920	$	12,594,217	$	(121,297	)

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Ultra-Short Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Asset-Backed Securities (12.4%)
Automobiles (3.9%)
Ford Credit Auto Owner Trust, Ser 2009-D, Cl A3, 2.170%, 10/15/13		105,745		106,686
Harley-Davidson Motorcycle Trust, Ser 2009-4, Cl A3, 1.870%, 02/15/14		1,048,153		1,052,542
Honda Auto Receivables Owner Trust, Ser 2009-3, Cl A3, 2.310%, 05/15/13		559,104		563,587
Honda Auto Receivables Owner Trust, Ser 2010-2, Cl A3, 1.340%, 03/18/14		215,000		216,443
Hyundai Auto Receivables Trust, Ser 2011-A, Cl A2, 0.690%, 11/15/13		1,000,000		1,001,069
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A3, 1.040%, 09/15/15		520,000		521,005
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A4, 1.650%, 02/15/17		455,000		457,344
Nissan Auto Lease Trust, Ser 2009-B, Cl A3, 2.070%, 01/15/15		245,815		246,300
World Omni Auto Receivables Trust, Ser 2011-A, Cl A3, 1.110%, 05/15/15		555,000		555,904
				4,720,880
Credit Card (6.1%)
American Express Credit Account Master Trust, Ser 2009-1, Cl A, 1.537%, 12/15/14(a)		1,100,000		1,112,206
American Express Credit Account Master Trust, Ser 2010-1, Cl A, 0.437%, 11/16/15(a)		1,225,000		1,228,075
Chase Issuance Trust, Ser 2005-A2, Cl A2, 0.257%, 12/15/14(a)		905,000		904,631
Chase Issuance Trust, Ser 2007-A16, Cl A16, 0.547%, 06/16/14(a)		340,000		340,649
Discover Card Master Trust, Ser 2008-A4, Cl A4, 5.650%, 12/15/15		890,000		972,888
Discover Card Master Trust, Ser 2009-A1, Cl A1, 1.487%, 12/15/14(a)		1,980,000		2,003,326
GE Capital Credit Card Master Note Trust, Ser 2009-3, Cl A, 2.540%, 09/15/14		935,000		938,877
				7,500,652
Other (2.4%)
GE Equipment Transportation LLC, Ser 2011-1, Cl A2, 0.770%, 10/21/13		1,840,000		1,840,000
John Deere Owner Trust, Ser 2011-A, Cl A2, 0.640%, 06/16/14		1,085,000		1,085,671
				2,925,671
Total Asset-Backed Securities (Cost $15,115,371)				15,147,203
Certificate of Deposit (0.8%)
Banks (0.8%)
Deutsche Bank NY, 0.575%, 01/19/12		1,005,000		1,005,525
Total Certificate of Deposit (Cost $1,005,525)				1,005,525
Collateralized Mortgage Obligations (31.8%)
Banc of America Commercial Mortgage, Inc., Ser 2003-1, Cl A1, 3.878%, 09/11/36		84,483		84,790
Banc of America Commercial Mortgage, Inc., Ser 2004-1, Cl A4, 4.760%, 11/10/39		320,000		339,288
Banc of America Commercial Mortgage, Inc., Ser 2004-4, Cl A4, 4.502%, 07/10/42		186,312		186,867
Banc of America Mortgage Securities, Inc., Ser 2003-F, Cl 1A1, 2.748%, 07/25/33(a)		482,502		442,319
Bear Stearns Commercial Mortgage Securities, Ser 1999-C1, Cl B, 6.200%, 02/14/31(a)		1,391,338		1,458,245
Citigroup Commercial Mortgage Trust, Ser 2004-C1, Cl A3, 5.251%, 04/15/40(a)(b)		1,044,358		1,096,033
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4, 6.975%, 01/17/32(a)		900,000		949,469
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl A2, 6.096%, 07/16/34(c)		19,071		19,041
Countrywide Home Loan Mortgage Pass-Through Certificates, Ser 2003-15, Cl 1A1, 0.686%, 06/25/18(a)		803,627		766,055
CS First Boston Mortgage Securities Corp., Ser 2004-1, Cl 4A1, 5.000%, 02/25/19		231,608		234,841
CS First Boston Mortgage Securities Corp., Ser 2004-C3, Cl A3, 4.302%, 07/15/36		111,516		111,476
FDIC Structured Sale Guaranteed Notes, Ser 2010-L2A, Cl A, 3.000%, 09/30/19(c)		148,442		149,315

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Federal Home Loan Mortgage Corporation, Ser 2892, Cl F, 0.487%, 01/15/19(a)		210,274		210,225
Federal Home Loan Mortgage Corporation, Ser 3136, Cl KF, 0.487%, 04/15/36(a)		1,471,341		1,468,664
Federal Home Loan Mortgage Corporation, Ser 3200, Cl FP, 0.387%, 08/15/36(a)		776,993		775,478
Federal Home Loan Mortgage Corporation, Ser R001, Cl AE, 4.375%, 04/15/15		155,203		156,775
Federal National Mortgage Association, Ser 2002-M2, Cl C, 4.717%, 08/25/12		972,236		1,001,419
Federal National Mortgage Association, Ser 2003-129, Cl GA, 4.680%, 04/25/30		1,508,530		1,542,201
Federal National Mortgage Association, Ser 2003-35, Cl KA, 4.000%, 04/25/17		83,370		84,362
Federal National Mortgage Association, Ser 2003-63, Cl FE, 0.586%, 10/25/31(a)		691,322		691,694
Federal National Mortgage Association, Ser 2005-42, Cl PF, 0.386%, 05/25/35(a)		528,091		526,290
Federal National Mortgage Association, Ser 2005-92, Cl UF, 0.536%, 10/25/25(a)		455,650		452,214
Federal National Mortgage Association, Ser 2007-102, Cl FA, 0.756%, 11/25/37(a)		1,430,203		1,439,623
Federal National Mortgage Association, Ser 2007-109, Cl NF, 0.736%, 12/25/37(a)		1,353,906		1,362,288
Federal National Mortgage Association, Ser 2007-30, Cl WF, 0.426%, 04/25/37(a)		1,643,016		1,639,562
Federal National Mortgage Association, Ser 2007-54, Cl KF, 0.496%, 06/25/37(a)		649,172		647,762
Federal National Mortgage Association, Ser 2009-37, Cl HA, 4.000%, 04/25/19		138,497		145,372
Federal National Mortgage Association, Ser 2010-134, Cl BF, 0.616%, 10/25/40(a)		1,504,808		1,499,057
Federal National Mortgage Association, Ser 2011-M1, Cl FA, 0.636%, 06/25/21(a)		3,870,935		3,860,579
First Horizon Mortgage Pass-Through Trust, Ser 2004-AR4, Cl 2A1, 2.725%, 08/25/34(a)		426,330		381,416
GMAC Commercial Mortgage Securities, Inc., Ser 2003-C2, Cl A2, 5.471%, 05/10/40(a)		790,000		848,978
GMAC Commercial Mortgage Securities, Inc., Ser 2004-C2, Cl A2, 4.760%, 08/10/38		558,188		558,110
GMAC Commercial Mortgage Securities, Inc., Ser 2004-C3, Cl A4, 4.547%, 12/10/41		1,629,611		1,640,906
Government National Mortgage Association, Ser 2004-60, Cl B, 4.828%, 03/16/23		234,683		236,000
Government National Mortgage Association, Ser 2005-50, Cl A, 4.015%, 10/16/26		896,808		919,842
Government National Mortgage Association, Ser 2005-67, Cl B, 4.751%, 10/16/26(a)		940,073		960,598
Government National Mortgage Association, Ser 2010-66, Cl A, 1.869%, 09/16/27		397,457		401,108
Greenwich Capital Commercial Funding Corp., Ser 2005-GG3, Cl A2, 4.305%, 08/10/42		935,308		938,902
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A3, 4.184%, 01/12/37		122,130		122,055
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A4, 4.529%, 01/12/37		680,000		682,753
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A5, 4.654%, 01/12/37(b)		1,500,000		1,542,985
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP1, Cl A2, 4.625%, 03/15/46		1,046,841		1,058,586
LB Commercial Conduit Mortgage Trust, Ser 1998-C1, Cl D, 6.980%, 02/18/30		172,905		177,772
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A3, 4.071%, 09/15/26		122,642		124,108
LB-UBS Commercial Mortgage Trust, Ser 2003-C7, Cl A3, 4.559%, 09/15/27(a)		870,000		875,525
LB-UBS Commercial Mortgage Trust, Ser 2005-C1, Cl A2, 4.310%, 02/15/30		73,972		74,211
Merrill Lynch Mortgage Trust, Ser 2004-BPC1, Cl A3, 4.467%, 10/12/41(a)		915,000		919,487
Morgan Stanley Capital I, Ser 2004-IQ7, Cl A4, 5.409%, 06/15/38(a)		540,000		584,502
Morgan Stanley Capital I, Ser 2006-HQ8, Cl A3, 5.470%, 03/12/44(a)		765,521		772,829
Provident Funding Mortgage Loan Trust, Ser 2004-1, Cl 1A1, 2.654%, 04/25/34(a)		267,701		256,065
Thornburg Mortgage Securities Trust, Ser 2006-6, Cl A1, 0.296%, 11/25/46(a)		462,068		456,292
Washington Mutual Mortgage Pass-Through Certificates, Ser 2003-S12, Cl 2A, 4.750%, 11/25/18		217,785		224,043
Wells Fargo Mortgage Backed Securities Trust, Ser 2007-16, Cl 1A1, 6.000%, 12/28/37		770,325		803,035
Total Collateralized Mortgage Obligations (Cost $38,845,746)				38,901,412
Corporate Bonds (38.3%)
Agriculture (1.2%)
Archer-Daniels-Midland Co., 0.422%, 08/13/12(a)		1,420,000		1,422,603
Auto Manufacturers (0.5%)
Daimler Finance North America LLC, 1.950%, 03/28/14(c)		615,000		620,072
Banks (11.6%)
Bank of America Corp., 0.750%, 09/11/12(a)		330,000		329,489
Bank of America Corp., 1.693%, 01/30/14, MTN(a)		815,000		816,878
Bank of Montreal, 0.743%, 04/29/14, MTN(a)		205,000		205,232

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Bank of New York Mellon Corp. (The), 0.553%, 01/31/14, MTN(a)		735,000		737,284
Bank of New York Mellon Corp. (The), 5.125%, 08/27/13, MTN		520,000		564,463
Bank of Nova Scotia, 2.250%, 01/22/13		440,000		450,423
Bank of Nova Scotia, 2.375%, 12/17/13		280,000		288,013
Barclays Bank PLC, 2.500%, 01/23/13		580,000		590,670
BB&T Corp., 3.850%, 07/27/12, MTN		1,150,000		1,187,822
Capital One Financial Corp., 5.700%, 09/15/11, MTN		490,000		494,920
Citigroup, Inc., 5.300%, 10/17/12		790,000		829,105
Credit Suisse New York, 5.500%, 05/01/14		315,000		345,979
Goldman Sachs Group, Inc. (The), 1.268%, 02/07/14(a)		1,265,000		1,254,504
JPMorgan Chase & Co., 0.997%, 05/02/14, MTN(a)		1,105,000		1,105,330
Morgan Stanley, 1.874%, 01/24/14(a)		985,000		991,919
National City Bank, 0.354%, 03/01/13(a)		1,115,000		1,112,397
State Street Corp., 0.373%, 04/30/12(a)		400,000		400,264
Wachovia Corp., 5.500%, 05/01/13, MTN		1,400,000		1,505,493
Westpac Banking Corp., 0.574%, 10/21/11(a)(c)		700,000		700,630
Westpac Banking Corp., 2.250%, 11/19/12		290,000		295,535
				14,206,350
Beverages (1.7%)
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 03/26/13		585,000		599,478
Dr Pepper Snapple Group, Inc., 2.350%, 12/21/12		565,000		576,147
PepsiCo, Inc., 0.347%, 05/10/13(a)		890,000		891,333
				2,066,958
Chemicals (0.5%)
Dow Chemical Co. (The), 4.850%, 08/15/12		590,000		616,228
Computers (1.1%)
IBM Corp., 0.313%, 11/04/11(a)		1,395,000		1,395,767
Cosmetics/Personal Care (0.3%)
Procter & Gamble Co. (The), 0.301%, 11/14/12(a)		410,000		410,314
Diversified Financial Services (8.6%)
American Express Credit Corp., 1.096%, 06/24/14(a)		735,000		735,866
BlackRock, Inc., 0.558%, 05/24/13(a)		1,210,000		1,209,794
BlackRock, Inc., 2.250%, 12/10/12		640,000		652,497
Caterpillar Financial Services Corp., 5.750%, 02/15/12		1,185,000		1,224,039
Citigroup, Inc., 5.500%, 04/11/13		460,000		488,371
Credit Suisse (USA), Inc., 0.461%, 08/16/11(a)		650,000		650,175
General Electric Capital Corp., 1.144%, 01/07/14(a)		1,675,000		1,684,544
Goldman Sachs Group, Inc. (The), 5.150%, 01/15/14		205,000		218,887
John Deere Capital Corp., 0.473%, 03/03/14(a)		785,000		787,159
JPMorgan Chase & Co., 2.200%, 06/15/12		500,000		509,105
JPMorgan Chase & Co., 5.750%, 01/02/13		1,005,000		1,071,273
MassMutual Global Funding II, 0.661%, 01/14/14(a)(c)		1,160,000		1,160,300
Woodside Finance Ltd., 4.500%, 11/10/14(c)		160,000		171,425
				10,563,435
Electric (2.3%)
Dominion Resources, Inc., Ser B, 6.250%, 06/30/12		380,000		399,877
Duke Energy Corp., 6.300%, 02/01/14		550,000		614,219
FPL Group Capital, Inc., 5.625%, 09/01/11		500,000		503,770
Midamerican Energy Holdings Co., 5.875%, 10/01/12		475,000		503,708
Southern Co., 0.674%, 10/21/11(a)		765,000		765,845
				2,787,419
Electronics (0.6%)
Thermo Fisher Scientific, Inc., 2.150%, 12/28/12		760,000		773,969
Food (0.6%)
General Mills, Inc., 5.650%, 09/10/12		610,000		644,513

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Kraft Foods, Inc., 5.625%, 11/01/11		103,000		104,649
				749,162
Insurance (3.4%)
Berkshire Hathaway, Inc., 0.696%, 02/11/13(a)		865,000		869,695
Chubb Corp., 6.000%, 11/15/11		980,000		999,318
Hartford Financial Services Group, Inc., 5.250%, 10/15/11		535,000		541,480
MetLife Institutional Funding II, 1.201%, 04/04/14(a)(c)		1,025,000		1,027,217
MetLife, Inc., 5.500%, 06/15/14		220,000		242,087
MetLife, Inc., 6.125%, 12/01/11		280,000		286,268
New York Life Global Funding, 4.650%, 05/09/13(c)		120,000		128,376
				4,094,441
Iron/Steel (0.4%)
ArcelorMittal, 5.375%, 06/01/13		455,000		484,446
Media (0.6%)
DIRECTV Holdings LLC, 7.625%, 05/15/16		230,000		250,700
Time Warner Cable, Inc., 5.400%, 07/02/12		505,000		527,914
				778,614
Mining (0.4%)
Rio Tinto Alcan, Inc., 4.875%, 09/15/12		435,000		455,471
Oil & Gas (0.6%)
Devon Financing Corp., ULC, 6.875%, 09/30/11		475,000		482,141
Shell International Finance BV, 1.300%, 09/22/11		220,000		220,506
				702,647
Pharmaceuticals (0.9%)
Express Scripts, Inc., 5.250%, 06/15/12		525,000		546,198
McKesson Corp., 5.250%, 03/01/13		285,000		304,207
McKesson Corp., 6.500%, 02/15/14		200,000		224,823
				1,075,228
Pipelines (0.7%)
Enterprise Products Operating LLC, Ser M, 5.650%, 04/01/13		125,000		134,079
Kinder Morgan Energy Partners LP, 7.125%, 03/15/12		150,000		156,579
Plains All American Pipeline LP, 4.250%, 09/01/12		545,000		563,499
				854,157
Telecommunication Services (1.1%)
New Cingular Wireless Services, Inc., 8.125%, 05/01/12		850,000		901,203
Verizon Communications, Inc., 0.856%, 03/28/14(a)		470,000		474,399
				1,375,602
Toys/Games/Hobbies (0.3%)
Mattel, Inc., 5.625%, 03/15/13		370,000		395,745
Transportation (0.9%)
Burlington Northern Santa Fe LLC, 6.750%, 07/15/11		485,000		485,806
Union Pacific Corp., 6.500%, 04/15/12		585,000		610,589
				1,096,395
Total Corporate Bonds (Cost $46,733,178)				46,925,023
Municipal Bond (0.8%)
New Jersey (0.8%)
New Jersey Economic Development Authority, RB, BAB, 1.247%, 06/15/13(a)		995,000		991,995
Total Municipal Bond (Cost $995,000)				991,995

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
U.S. Government Agencies (4.6%)
Federal Farm Credit Bank (0.8%)
1.020%, 03/01/13		1,050,000		1,051,454
Federal Home Loan Bank (1.5%)
0.550%, 01/28/13		1,800,000		1,800,074
Federal Home Loan Mortgage Corp. (0.9%)
1.050%, 06/27/14		1,140,000		1,135,457
Federal National Mortgage Association (1.4%)
0.235%, 03/04/14 (a)		1,690,000		1,689,513
Total U.S. Government Agencies (Cost $5,678,565)				5,676,498
U.S. Government Agency Mortgages (10.4%)
Federal Home Loan Mortgage Corporation (1.7%)
Pool #847276, 2.637%, 04/01/34 (a)		82,643		86,639
Pool #1H2581, 2.498%, 01/01/36 (a)(b)		325,545		340,851
Pool #848154, 2.818%, 06/01/36 (a)		121,014		128,127
Pool #1B7142, 5.813%, 09/01/36 (a)		133,814		141,829
Pool #848153, 2.630%, 10/01/36 (a)		732,289		774,370
Pool #1Q0853, 5.767%, 01/01/37 (a)		227,412		241,600
Pool #1G1676, 5.477%, 04/01/37 (a)		333,503		359,607
				2,073,023
Federal National Mortgage Association (8.7%)
Pool #383875, 6.500%, 07/01/11 (b)		154,092		154,017
Pool #545471, 5.884%, 02/01/12		156,993		158,186
Pool #384762, 6.005%, 02/01/12		519,071		520,934
Pool #545527, 6.128%, 02/01/12		315,940		318,446
Pool #375493, 6.925%, 11/01/12		196,242		204,552
Pool #55162, 4.826%, 01/01/13		469,343		488,091
Pool #745503, 5.370%, 02/01/13		231,765		240,720
Pool #873590, 5.470%, 04/01/13		147,960		155,608
Pool #555910, 4.919%, 10/01/13		210,217		222,015
Pool #995511, 5.500%, 12/01/18		656,222		712,268
Pool #995426, 5.500%, 09/01/21		764,409		830,173
Pool #635082, 2.374%, 05/01/32 (a)		127,480		133,393
Pool #555844, 2.420%, 10/01/33 (a)		252,072		264,005
Pool #822302, 2.587%, 05/01/35 (a)		432,778		456,432
Pool #995540, 2.473%, 01/01/36 (a)(b)		1,660,192		1,743,725
Pool #995542, 2.509%, 02/01/36 (a)(b)		644,674		678,876
Pool #AD0379, 2.769%, 06/01/36 (a)		529,293		556,836
Pool #AD0382, 3.403%, 01/01/37 (a)		1,057,803		1,119,905
Pool #AD0380, 2.618%, 10/01/37 (a)(b)		886,987		933,325
Pool #AD0383, 5.596%, 11/01/37 (a)		706,670		750,750
				10,642,257
Total U.S. Government Agency Mortgages (Cost $12,314,785)				12,715,280
Money Market Fund (0.4%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(d)		455,523		455,523
Total Money Market Fund (Cost $455,523)				455,523

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)	Value($)
Total Investments (Cost $121,143,693)(e) — 99.5%			121,818,459
Other assets in excess of liabilities — 0.5%			606,524
Net Assets — 100.0%		$	122,424,983

(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(c)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 3.3% of net assets as of June 30, 2011.
(d)	Rate disclosed is, the 7 day net yield, as of June 30, 2011.
(e)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

BAB	— Build America Bonds
MTN	— Medium Term Note
RB	— Revenue Bond
ULC	— Unlimited Liability Company

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

U.S. Government Securities Fund

	Shares or
	Principal
	Amount($)		Value($)
U.S. Treasury Obligations (97.7%)
U.S. Treasury Bonds (18.4%)
7.125%, 02/15/23		2,181,000		2,953,892
6.875%, 08/15/25		3,539,000		4,757,743
4.750%, 02/15/41		1,298,000		1,379,734
				9,091,369
U.S. Treasury Notes (79.3%)
1.000%, 08/31/11		2,600,000		2,604,061
1.750%, 04/15/13		5,150,000		5,271,128
2.375%, 09/30/14		8,679,000		9,083,112
1.750%, 07/31/15		7,935,000		8,069,498
1.875%, 08/31/17		7,590,000		7,438,200
2.750%, 02/15/19		6,835,000		6,900,677
				39,366,676
Total U.S. Treasury Obligations (Cost $46,783,205)				48,458,045
Money Market Fund (1.8%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a)		909,431		909,431
Total Money Market Fund (Cost $909,431)				909,431
Total Investments (Cost $47,692,636)(b) — 99.5%				49,367,476
Other assets in excess of liabilities — 0.5%				255,944
Net Assets — 100.0%			$	49,623,420

(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

U.S. Government Securities Ultra-Short Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Asset-Backed Security (0.2%)
Student Loan (0.2%)
SMS Student Loan Trust, Ser 1999-B, Cl A2, 0.513%, 04/30/29(a)		3,481,821		3,471,577
Total Asset-Backed Security (Cost $3,452,494)				3,471,577
Collateralized Mortgage Obligations (39.6%)
FDIC Structured Sale Guaranteed Notes, Ser 2010-L2A, Cl A, 3.000%, 09/30/19(b)		4,017,012		4,040,656
FDIC Structured Sale Guaranteed Notes, Ser 2011-C1, Cl A, 1.840%, 03/25/17		30,835,580		30,936,862
Federal Home Loan Bank, Ser Y2-2015, Cl 1, 2.600%, 04/20/15		6,770,575		6,947,203
Federal Home Loan Mortgage Corporation, Ser 2575, Cl FG, 0.587%, 05/15/32(a)		2,522,459		2,523,996
Federal Home Loan Mortgage Corporation, Ser 2840, Cl LJ, 4.250%, 11/15/17		1,098,761		1,129,379
Federal Home Loan Mortgage Corporation, Ser 2877, Cl WF, 0.587%, 10/15/34(a)		4,932,482		4,935,255
Federal Home Loan Mortgage Corporation, Ser 2892, Cl F, 0.487%, 01/15/19(a)		2,871,258		2,870,589
Federal Home Loan Mortgage Corporation, Ser 3000, Cl FG, 0.487%, 07/15/25(a)		6,416,798		6,372,615
Federal Home Loan Mortgage Corporation, Ser 3135, Cl FC, 0.487%, 04/15/26(a)		5,122,267		5,101,238
Federal Home Loan Mortgage Corporation, Ser 3196, Cl CE, 5.250%, 08/15/11		221,770		222,147
Federal Home Loan Mortgage Corporation, Ser 3200, Cl FP, 0.387%, 08/15/36(a)(c)		11,394,991		11,372,769
Federal Home Loan Mortgage Corporation, Ser 3232, Cl KF, 0.637%, 10/15/36(a)(c)		9,235,585		9,235,591
Federal Home Loan Mortgage Corporation, Ser 3264, Cl FB, 0.557%, 01/15/37(a)		5,604,066		5,578,741
Federal Home Loan Mortgage Corporation, Ser 3320, Cl FC, 0.357%, 05/15/37(a)(c)		11,026,381		10,972,061
Federal Home Loan Mortgage Corporation, Ser 3450, Cl AF, 0.897%, 05/15/38(a)(c)		6,106,157		6,155,144
Federal Home Loan Mortgage Corporation, Ser 3511, Cl FA, 1.187%, 02/15/39(a)		23,449,584		23,650,369
Federal Home Loan Mortgage Corporation, Ser 3574, Cl MA, 4.000%, 09/15/21		10,329,617		10,769,928
Federal Home Loan Mortgage Corporation, Ser 3593, Cl F, 0.744%, 03/15/36(a)		9,909,228		9,917,406
Federal Home Loan Mortgage Corporation, Ser 3609, Cl FA, 0.847%, 12/15/39(a)(c)		10,565,644		10,623,478
Federal Home Loan Mortgage Corporation, Ser 3812, Cl BE, 2.750%, 09/15/18		17,167,538		17,691,156
Federal National Mortgage Association, Ser 2002-M2, Cl C, 4.717%, 08/25/12		19,246,306		19,824,020
Federal National Mortgage Association, Ser 2003-129, Cl GA, 4.680%, 04/25/30		6,349,182		6,490,899
Federal National Mortgage Association, Ser 2003-32, Cl VT, 6.000%, 09/25/15		4,181,620		4,264,606
Federal National Mortgage Association, Ser 2003-63, Cl FE, 0.586%, 10/25/31(a)		10,023,530		10,028,919
Federal National Mortgage Association, Ser 2003-73, Cl DF, 0.636%, 10/25/32(a)		8,814,056		8,829,215
Federal National Mortgage Association, Ser 2005-40, Cl FB, 0.436%, 05/25/35(a)		3,369,031		3,360,125
Federal National Mortgage Association, Ser 2005-42, Cl PF, 0.386%, 05/25/35(a)		7,508,200		7,482,593
Federal National Mortgage Association, Ser 2005-57, Cl EG, 0.486%, 03/25/35(a)		5,492,995		5,490,441
Federal National Mortgage Association, Ser 2005-92, Cl UF, 0.536%, 10/25/25(a)		5,423,700		5,382,801
Federal National Mortgage Association, Ser 2006-123, Cl PF, 0.446%, 01/25/37(a)(c)		13,874,795		13,842,304
Federal National Mortgage Association, Ser 2006-79, Cl GF, 0.586%, 08/25/36(a)(c)		30,310,666		30,354,447
Federal National Mortgage Association, Ser 2006-84, Cl FQ, 0.736%, 09/25/36(a)(c)		12,038,471		12,103,469
Federal National Mortgage Association, Ser 2006-85, Cl MA, 6.250%, 08/25/34		336,731		339,039
Federal National Mortgage Association, Ser 2007-102, Cl FA, 0.756%, 11/25/37(a)(c)		10,302,512		10,370,367
Federal National Mortgage Association, Ser 2007-109, Cl NF, 0.736%, 12/25/37(a)(c)		18,287,966		18,401,193
Federal National Mortgage Association, Ser 2007-2, Cl FM, 0.436%, 02/25/37(a)		5,524,627		5,519,888
Federal National Mortgage Association, Ser 2007-30, Cl WF, 0.426%, 04/25/37(a)		23,519,352		23,469,921
Federal National Mortgage Association, Ser 2007-4, Cl DF, 0.631%, 02/25/37(a)(c)		4,724,645		4,710,111
Federal National Mortgage Association, Ser 2007-54, Cl KF, 0.496%, 06/25/37(a)		9,250,146		9,230,054
Federal National Mortgage Association, Ser 2007-88 CI JF, 0.736%, 04/25/37(c)		9,181,503		9,231,159
Federal National Mortgage Association, Ser 2008-12, Cl FE, 0.786%, 01/25/33(a)		4,943,724		4,957,212
Federal National Mortgage Association, Ser 2008-18, Cl FE, 0.916%, 03/25/38(a)(c)		11,185,513		11,291,750
Federal National Mortgage Association, Ser 2010-134, Cl BF, 0.616%, 10/25/40(a)		22,443,776		22,357,989

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Federal National Mortgage Association, Ser 2010-42, Cl AF, 0.786%, 05/25/40(a)		21,628,868		21,760,267
Federal National Mortgage Association, Ser 2011-38, Cl AH, 2.750%, 05/25/20		7,753,741		7,984,060
Federal National Mortgage Association, Ser 2011-M1, Cl FA, 0.636%, 06/25/21(a)		49,313,663		49,181,729
Government National Mortgage Association, Ser 2002-56, Cl C, 5.677%, 07/16/27		14,855,703		15,589,451
Government National Mortgage Association, Ser 2004-60, Cl B, 4.828%, 03/16/23		4,224,875		4,248,595
Government National Mortgage Association, Ser 2004-67, Cl C, 4.712%, 05/16/25		1,346,961		1,354,030
Government National Mortgage Association, Ser 2010-66, Cl A, 1.869%, 09/16/27		13,197,481		13,318,723
Government National Mortgage Association, Ser 2010-97, Cl A, 2.321%, 01/16/32		3,536,955		3,603,346
NCUA Guaranteed Notes, Ser 2010-C1, Cl A1, 1.600%, 10/29/20		4,098,153		4,089,869
NCUA Guaranteed Notes, Ser 2010-R2, Cl 1A, 0.560%, 11/06/17(a)		5,856,420		5,858,236
NCUA Guaranteed Notes, Ser 2011-C1, Cl 2A, 0.720%, 03/09/21(a)		36,359,342		36,404,791
NCUA Guaranteed Notes, Ser 2011-R1, Cl 1A, 0.640%, 01/08/20(a)		15,509,048		15,516,337
NCUA Guaranteed Notes, Ser 2011-R4, Cl 1A, 0.570%, 03/06/20(a)		26,746,686		26,746,686
NCUA Guaranteed Notes, Ser 2011-R6, Cl 1A, 0.570%, 05/07/20(a)		26,216,413		26,216,413
Total Collateralized Mortgage Obligations (Cost $657,560,447)				660,251,638
U.S. Government Agency Mortgages (54.3%)
Federal Home Loan Mortgage Corporation (21.1%)
Pool #972122, 2.246%, 06/01/33 (a)		59,634		60,246
Pool #847615, 2.682%, 07/01/33 (a)		9,255,559		9,715,213
Pool #781028, 2.474%, 11/01/33 (a)		5,486,144		5,730,827
Pool #847276, 2.637%, 04/01/34 (a)		517,002		541,999
Pool #847522, 2.745%, 05/01/34 (a)		235,823		248,873
Pool #847308, 2.696%, 07/01/34 (a)		380,771		398,686
Pool #782851, 4.763%, 11/01/34 (a)		5,421,957		5,742,429
Pool #1G0077, 2.486%, 02/01/35 (a)		179,110		188,051
Pool # 847404, 4.602%, 04/01/35 (a)		6,006,947		6,301,631
Pool #783134, 4.984%, 05/01/35 (a)		4,847,769		5,105,264
Pool #1L0087, 5.049%, 06/01/35 (a)		7,138,223		7,573,878
Pool #1L0083, 5.052%, 06/01/35 (a)		11,581,778		12,330,527
Pool #1L0142, 4.944%, 07/01/35 (a)		5,907,492		6,228,988
Pool #1B2282, 5.079%, 07/01/35 (a)		4,431,131		4,696,103
Pool #1H2511, 4.938%, 08/01/35 (a)		12,827,210		13,522,038
Pool #1L0256, 2.502%, 11/01/35 (a)		7,961,439		8,326,234
Pool #1H2581, 2.498%, 01/01/36 (a)		9,216,415		9,649,746
Pool #1L1235, 5.446%, 01/01/36 (a)		3,721,365		3,953,679
Pool #848154, 2.818%, 06/01/36 (a)		10,526,577		11,145,324
Pool #1Q0852, 4.147%, 07/01/36 (a)		16,163,346		16,871,967
Pool #1Q0855, 4.994%, 07/01/36 (a)		9,681,882		10,188,382
Pool #1N0169, 6.369%, 07/01/36 (a)		570,734		592,239
Pool #1Q0140, 4.807%, 08/01/36 (a)		3,457,714		3,640,137
Pool #1B7142, 5.813%, 09/01/36 (a)		1,534,791		1,626,723
Pool #1J0129, 6.062%, 09/01/36 (a)		1,675,626		1,784,013
Pool #848153, 2.630%, 10/01/36 (a)		3,166,865		3,348,853
Pool #1G1227, 6.000%, 10/01/36 (a)		9,756,915		10,396,771
Pool #848298, 5.274%, 11/01/36 (a)		7,950,400		8,410,330
Pool #1G2555, 6.026%, 11/01/36 (a)		7,406,225		7,782,088
Pool #1G2585, 3.080%, 12/01/36 (a)		321,412		338,397
Pool #1Q0853, 5.767%, 01/01/37 (a)		17,309,330		18,389,226
Pool #1J0331, 2.681%, 03/01/37 (a)		1,159,409		1,231,482
Pool #1Q0854, 3.850%, 04/01/37 (a)		8,200,243		8,608,405
Pool #1G1676, 5.477%, 04/01/37 (a)		336,171		362,484
Pool #848048, 5.574%, 05/01/37 (a)		5,001,401		5,313,525
Pool #1J0533, 3.370%, 07/01/37 (a)		44,759		46,829
Pool #1N1664, 5.958%, 07/01/37 (a)		11,437,532		12,185,062
Pool #1J0681, 5.999%, 10/01/37 (a)		12,113,314		12,944,878
Pool #1Q0981, 5.598%, 11/01/37 (a)		8,273,224		8,782,054
Pool #1Q0652, 5.613%, 02/01/38 (a)		5,125,999		5,431,859
Pool #1Q0902, 5.039%, 03/01/38 (a)		6,210,027		6,557,651

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Pool #1Q0976, 5.164%, 06/01/38 (a)		26,223,048		27,993,080
Pool #1Q1030, 4.001%, 11/01/38 (a)		20,285,130		21,293,824
Pool #1Q0969, 4.468%, 11/01/38 (a)		13,858,891		14,598,163
Pool #1Q1039, 5.235%, 03/01/39 (a)		7,231,414		7,745,568
Pool #1Q1016, 5.117%, 04/01/39 (a)		7,763,490		8,298,055
Pool #1B4755, 3.492%, 06/01/40 (a)		17,524,348		18,262,987
				354,484,768
Federal National Mortgage Association (33.2%)
Pool #384000, 6.260%, 07/01/11		583,155		582,867
Pool #383875, 6.500%, 07/01/11		1,191,350		1,190,769
Pool #735025, 5.571%, 08/01/11		194,740		194,658
Pool #384178, 6.100%, 08/01/11		183,266		183,923
Pool #460481, 6.280%, 08/01/11 (c)		2,858,247		2,856,815
Pool #384077, 6.400%, 08/01/11		41,173		41,331
Pool #384123, 6.450%, 08/01/11		584,744		587,007
Pool #384191, 6.000%, 09/01/11		1,172,435		1,171,831
Pool #384182, 6.050%, 09/01/11		4,246,348		4,244,163
Pool #460515, 6.062%, 09/01/11		366,401		366,206
Pool #384333, 5.890%, 10/01/11		1,305,293		1,304,607
Pool #545210, 5.932%, 10/01/11		699,196		698,839
Pool #545209, 6.131%, 10/01/11		698,146		697,798
Pool #545269, 5.722%, 11/01/11		365,654		365,467
Pool #545261, 5.804%, 11/01/11		2,706,059		2,704,677
Pool #545320, 5.823%, 11/01/11		456,653		456,414
Pool #545322, 5.906%, 11/01/11		995,261		994,887
Pool #760657, 4.630%, 12/01/11		1,420,447		1,432,759
Pool #384551, 5.310%, 12/01/11		309,779		309,624
Pool #545378, 5.418%, 12/01/11		204,205		204,100
Pool #545316, 5.617%, 12/01/11		75,623		75,584
Pool #384553, 5.850%, 12/01/11		4,748,879		4,746,321
Pool #545321, 5.398%, 01/01/12		237,144		237,898
Pool #545387, 5.915%, 01/01/12		1,077,086		1,080,883
Pool #384569, 6.200%, 01/01/12		1,275,000		1,274,317
Pool #874333, 5.620%, 02/01/12		6,915,000		6,938,608
Pool #545471, 5.884%, 02/01/12		4,269,184		4,301,616
Pool #384762, 6.005%, 02/01/12		2,929,674		2,940,184
Pool #545423, 6.045%, 02/01/12		1,758,119		1,764,508
Pool #384797, 6.090%, 02/01/12		961,841		965,362
Pool #545527, 6.128%, 02/01/12		4,502,847		4,538,557
Pool #545425, 6.151%, 02/01/12		2,904,415		2,915,383
Pool #874381, 5.470%, 03/01/12		1,000,000		996,026
Pool #545547, 6.045%, 03/01/12		328,733		332,307
Pool #760762, 4.890%, 04/01/12		3,825,000		3,874,230
Pool #545685, 5.723%, 04/01/12		1,137,515		1,136,911
Pool #545708, 6.062%, 05/01/12		891,466		890,995
Pool #385082, 6.180%, 05/01/12		4,398,646		4,470,694
Pool #385007, 6.470%, 05/01/12		254,962		259,386
Pool #385234, 6.060%, 06/01/12		980,000		999,736
Pool #385284, 5.610%, 07/01/12		109,893		112,290
Pool #385290, 5.780%, 07/01/12		1,433,483		1,491,562
Pool #545745, 6.092%, 07/01/12		508,861		520,684
Pool #385278, 6.110%, 07/01/12		1,922,165		1,968,893
Pool #555088, 6.316%, 08/01/12		495,288		505,805
Pool #385520, 5.410%, 09/01/12		303,165		311,477
Pool #385395, 5.530%, 09/01/12		1,779,544		1,829,268
Pool #545987, 5.835%, 09/01/12		661,089		683,735
Pool #545892, 5.235%, 10/01/12		559,794		576,955
Pool #375459, 6.775%, 10/01/12		2,352,993		2,444,132
Pool #313755, 7.000%, 10/01/12		32,918		33,333

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Pool #545978, 4.768%, 11/01/12		1,493,334		1,534,994
Pool #545938, 5.111%, 11/01/12		1,331,828		1,376,372
Pool #385578, 5.450%, 11/01/12		2,270,000		2,333,882
Pool #375493, 6.925%, 11/01/12		1,864,297		1,943,242
Pool #555058, 4.791%, 12/01/12		2,211,318		2,273,059
Pool #873198, 5.150%, 12/01/12		1,390,566		1,421,800
Pool #55162, 4.826%, 01/01/13		2,543,166		2,644,754
Pool #385683, 4.830%, 02/01/13		4,318,400		4,501,823
Pool #385921, 4.830%, 02/01/13		192,101		199,702
Pool #555191, 4.856%, 02/01/13		1,599,036		1,667,818
Pool #555264, 4.959%, 02/01/13		1,263,994		1,307,797
Pool #873294, 5.100%, 02/01/13		2,430,000		2,557,594
Pool #385998, 4.635%, 03/01/13		387,700		403,234
Pool #555317, 4.871%, 04/01/13		3,124,360		3,267,646
Pool #873590, 5.470%, 04/01/13		364,969		383,834
Pool #555435, 4.517%, 05/01/13		140,461		147,046
Pool #386210, 4.080%, 06/01/13		4,318,695		4,490,670
Pool #386287, 4.115%, 06/01/13		8,645,078		9,067,340
Pool #873612, 5.770%, 06/01/13		1,270,574		1,349,099
Pool #386314, 3.790%, 07/01/13		3,990,331		4,138,788
Pool #386424, 4.190%, 07/01/13		339,967		356,258
Pool #386380, 4.210%, 07/01/13		362,087		377,906
Pool #386341, 3.810%, 08/01/13		51,649		53,672
Pool #735065, 4.484%, 08/01/13		426,514		448,029
Pool #555910, 4.919%, 10/01/13 (c)		6,090,587		6,432,403
Pool #555806, 5.159%, 10/01/13		3,419,734		3,640,312
Pool #555850, 4.817%, 11/01/13		664,027		705,023
Pool #380935, 6.250%, 12/01/13		706,201		743,245
Pool #AD0192, 4.722%, 01/01/14		3,061,088		3,244,153
Pool #386742, 4.870%, 01/01/14		4,870,618		5,199,630
Pool #386802, 4.900%, 01/01/14		5,227,444		5,569,211
Pool #958216, 5.370%, 01/01/14		2,982,585		3,202,745
Pool #958368, 4.710%, 03/01/14		12,494,016		13,338,319
Pool #958789, 3.920%, 06/01/14		8,459,861		8,910,850
Pool #462846, 4.150%, 07/01/14		1,281,942		1,358,145
Pool #735028, 5.734%, 09/01/14		3,485,505		3,821,548
Pool #375190, 7.440%, 11/01/14		3,159,836		3,237,582
Pool #387302, 4.700%, 03/01/15		503,488		542,970
Pool #375103, 7.660%, 05/01/15		1,234,017		1,286,463
Pool #735675, 4.988%, 06/01/15		4,828,862		5,191,560
Pool #387486, 4.700%, 07/01/15		725,289		748,072
Pool #462085, 5.315%, 11/01/15		3,039,539		3,342,682
Pool #380240, 6.590%, 05/01/16		915,053		964,439
Pool #463420, 4.050%, 09/01/16		6,555,320		6,888,607
Pool #545414, 5.500%, 01/01/17		1,210,094		1,313,445
Pool #888969, 5.932%, 11/01/17		2,853,075		3,140,035
Pool #931675, 5.500%, 01/01/18 (c)		4,471,237		4,853,113
Pool #995511, 5.500%, 12/01/18		9,040,978		9,813,142
Pool #466804, 0.790%, 12/01/20 (a)		13,370,000		13,369,047
Pool #995426, 5.500%, 09/01/21		10,522,393		11,427,657
Pool #995434, 5.000%, 09/01/23		7,156,456		7,735,750
Pool #635082, 2.374%, 05/01/32 (a)		145,038		151,766
Pool #604921, 2.275%, 10/01/32 (a)		119,681		123,670
Pool #671993, 2.265%, 12/01/32 (a)		17,807		18,593
Pool #AE0044, 5.150%, 03/01/33 (a)		3,874,653		4,140,437
Pool #689966, 2.385%, 04/01/33 (a)		1,140,261		1,193,634
Pool #555468, 2.304%, 05/01/33 (a)		339,558		355,270
Pool #711466, 2.755%, 05/01/33 (a)		33,755		34,011
Pool #733703, 2.735%, 08/01/33 (a)		4,591,245		4,793,161
Pool #555756, 4.583%, 08/01/33 (a)		4,041,952		4,382,792

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Pool #555844, 2.420%, 10/01/33 (a)		391,432		409,962
Pool #725126, 2.750%, 12/01/33 (a)		2,927,587		3,074,144
Pool #793025, 2.056%, 07/01/34 (a)		765,878		802,990
Pool #801510, 2.025%, 08/01/34 (a)		2,023,515		2,112,354
Pool #725799, 4.331%, 08/01/34 (a)		3,976,488		4,170,170
Pool #794939, 1.885%, 10/01/34 (a)		29,943		30,751
Pool #813565, 2.298%, 12/01/34 (a)		5,470,451		5,697,461
Pool #805338, 2.327%, 01/01/35 (a)		353,046		370,057
Pool #809384, 2.340%, 01/01/35 (a)		431,685		452,571
Pool #888785, 2.405%, 01/01/35 (a)		7,549,511		7,883,566
Pool #813718, 2.440%, 01/01/35 (a)		14,453,827		15,154,177
Pool #809772, 2.403%, 02/01/35 (a)(c)		438,897		460,555
Pool #820598, 1.945%, 03/01/35 (a)		975,465		1,010,152
Pool #814686, 2.274%, 03/01/35 (a)		261,957		266,032
Pool #735545, 2.600%, 03/01/35 (a)		5,533,753		5,804,814
Pool #822302, 2.587%, 05/01/35 (a)		1,167,923		1,231,758
Pool #821373, 5.255%, 06/01/35 (a)		2,187,430		2,323,513
Pool #735766, 4.782%, 07/01/35 (a)		2,259,815		2,389,059
Pool #735810, 3.051%, 08/01/35 (a)		1,845,439		1,938,920
Pool #829334, 2.617%, 09/01/35 (a)		150,040		158,038
Pool #817467, 5.120%, 09/01/35 (a)		5,377,432		5,737,572
Pool #847978, 5.108%, 11/01/35 (a)		7,329,230		7,804,051
Pool #AD0377, 2.073%, 01/01/36 (a)		3,738,665		3,929,438
Pool #995540, 2.473%, 01/01/36 (a)(c)		10,268,595		10,785,259
Pool #995542, 2.509%, 02/01/36 (a)		5,091,070		5,361,169
Pool #AD0906, 2.688%, 04/01/36 (a)		7,653,026		8,017,994
Pool #AD0379, 2.769%, 06/01/36 (a)		8,511,315		8,954,216
Pool #AE0329, 4.736%, 06/01/36 (a)		4,228,550		4,467,952
Pool #884743, 4.027%, 08/01/36 (a)		9,184,928		9,703,690
Pool #884751, 4.102%, 08/01/36 (a)		7,553,564		7,938,611
Pool #888859, 3.639%, 10/01/36 (a)(c)		1,663,575		1,747,469
Pool #745975, 4.411%, 11/01/36 (a)		5,066,748		5,322,072
Pool #903166, 5.936%, 11/01/36 (a)		3,887,250		4,090,014
Pool #AD0376, 2.559%, 12/01/36 (a)		8,232,491		8,640,197
Pool #905857, 2.790%, 12/01/36 (a)		265,231		280,847
Pool #909313, 5.664%, 12/01/36 (a)		1,134,323		1,178,753
Pool #888180, 2.468%, 01/01/37 (a)		3,312,531		3,457,405
Pool #906326, 5.578%, 01/01/37 (a)		10,279,702		10,911,211
Pool #906216, 5.999%, 01/01/37 (a)		3,744,834		3,973,362
Pool #535990, 2.564%, 04/01/37 (a)		1,077,763		1,134,890
Pool #AD0908, 3.425%, 07/01/37 (a)		8,947,823		9,421,818
Pool #AD0381, 4.593%, 07/01/37 (a)		6,778,324		7,082,832
Pool #995059, 5.470%, 08/01/37 (a)		3,616,162		3,846,581
Pool #AD0380, 2.618%, 10/01/37 (a)		13,827,349		14,549,717
Pool #AE0332, 5.686%, 11/01/37 (a)		13,525,181		14,392,181
Pool #976778, 4.477%, 04/01/38 (a)		11,655,469		12,365,969
Pool #AE0107, 5.364%, 10/01/38 (a)		7,785,000		8,322,865
Pool #AE0279, 4.883%, 11/01/38 (a)		3,577,903		3,820,234
Pool #725874, 2.495%, 09/01/39 (a)		144,410		151,556
Pool #AE0066, 2.825%, 09/01/39 (a)		35,125,949		36,930,585
				549,327,777
Total U.S. Government Agency Mortgages (Cost $886,520,449)				903,812,545
Money Market Fund (5.5%)
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(d)		91,908,034		91,908,034
Total Money Market Fund (Cost $91,908,034)				91,908,034

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)	Value($)
Total Investments (Cost $1,639,441,424)(e) — 99.6%			1,659,443,794
Other assets in excess of liabilities — 0.4%			6,547,849
Net Assets — 100.0%		$	1,665,991,643

(a)	Variable or floating rate security. Rate disclosed is as of June 30, 2011.
(b)	Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 0.2% of net assets as of June 30, 2011.
(c)	All or a portion of this security has been segregated or otherwise earmarked as coverage to meet future obligations.
(d)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(e)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS June 30, 2011
(Unaudited)

Virginia Intermediate Municipal Bond Fund

	Shares or
	Principal
	Amount($)		Value($)
Municipal Bonds (97.2%)
District of Columbia (3.9%)
Metropolitan Washington D.C. Airports Authority, Airport System, Ser A, RB, 5.000%, 10/01/29, Callable 10/01/20 @100		2,500,000		2,599,350
Metropolitan Washington D.C. Airports Authority, Airport System, Ser B, RB, 5.000%, 10/01/26, Callable 10/01/19 @100, BHAC		2,175,000		2,290,514
Washington D.C. Metropolitan Area Transit Authority, Gross Revenue, Ser A, RB, 5.125%, 07/01/32, Callable 07/01/19 @100		2,000,000		2,075,060
				6,964,924
Puerto Rico (1.2%)
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/27, Callable 08/01/19 @ 100		2,100,000		2,149,896
Tennessee (2.1%)
Memphis, GO, 5.000%, 05/01/23		1,445,000		1,624,513
Memphis, GO, 5.000%, 05/01/24		2,000,000		2,219,080
				3,843,593
Virginia (90.0%)
Arlington County, GO, 5.000%, 03/15/15		4,500,000		5,164,245
Bedford County Economic Development Authority, Public Facilities Lease, RB, 5.250%, 05/01/24, Callable 05/10/16 @ 100, NATL-RE		2,890,000		3,044,673
Capital Region Airport Commission, Ser A, RB, 5.000%, 07/01/18, Callable 07/01/15 @ 100, AGM		1,025,000		1,113,509
Chesapeake Water & Sewer, GO, 5.000%, 12/01/19, Callable 12/01/14 @ 101		2,465,000		2,753,504
Fairfax County Economic Development Authority, Lease Revenue, RB, 5.000%, 05/15/18		1,770,000		2,060,740
Fauquier County, GO, 5.000%, 07/01/19, Callable 07/01/16 @ 100, NATL-RE		2,100,000		2,360,799
Greater Richmond Convention Center Authority, Hotel Tax, RB, 5.000%, 06/15/16, Callable 06/15/15 @ 100, NATL-RE		2,855,000		3,128,138
Hampton, Ser A, GO, 5.000%, 01/15/20, Callable 01/15/19 @ 100		1,000,000		1,165,990
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/23, Callable 04/01/18 @ 100		1,060,000		1,175,540
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/24, Callable 04/01/18 @ 100		2,425,000		2,660,298
Hanover County Development Authority, Regional Medical Care Project, RB, 6.375%, 08/15/18, NATL-RE		6,100,000		6,792,838
Henrico County Economic Development Authority, Beth Sholom Assisted Living Project, Ser A, RB, 5.850%, 07/20/19, Callable 07/20/11 @ 100, GNMA		365,000		366,121
Henrico County Economic Development Authority, Beth Sholom Assisted Living Project, Ser A, RB, 5.900%, 07/20/29, Callable 07/20/11 @ 100, GNMA		500,000		501,545
Henrico County Economic Development Authority, Residential Care Facilities, Ser A, RB, 6.500%, 06/01/22, Callable 06/01/12 @ 100, MSF		980,000		982,352
Henry County Public Service Authority, Water & Sewer, RB, 5.250%, 11/15/13, MSF, AGM		1,500,000		1,658,130
James City County Economic Development Authority, Public Facility Project, RB, 5.000%, 06/15/21, Callable 06/15/17 @ 100, AGM		2,215,000		2,425,802
Loudoun County Industrial Development Authority, Ser A, RB, 5.000%, 06/01/31		2,000,000		2,092,920
Loudoun County Industrial Development Authority, Public Safety Facilities Lease, Ser A, RB, 5.250%, 12/15/17, Callable 06/15/14 @ 100, AGM		1,110,000		1,229,969

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/21		2,460,000		2,929,171
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/25, Callable 01/01/15 @ 100		1,000,000		1,086,110
Loudoun County, Public Improvement, GO, 5.000%, 06/01/14		3,500,000		3,932,180
New Kent County Economic Development Authority, School & Governmental Projects, RB, 5.000%, 02/01/18, Callable 02/01/17 @ 100, AGM		2,225,000		2,523,595
Newport News, GO, 5.250%, 07/01/15		3,000,000		3,486,240
Peninsula Ports Authority, Residential Care Facility, Ser A, RB, 7.375%, 12/01/23, Prerefunded 12/01/13 @ 100		3,520,000		4,070,317
Pittsylvania County, GO, 5.000%, 03/01/21, Callable 03/01/20 @ 100		1,000,000		1,136,270
Pittsylvania County, Ser B, GO, 5.000%, 03/01/22, Callable 03/01/20 @ 100		1,000,000		1,121,370
Portsmouth, Ser A, GO, 5.000%, 07/01/15, NATL-RE		2,285,000		2,633,028
Portsmouth, Ser B, GO, 5.250%, 07/15/24, Callable 07/15/19 @ 100		1,000,000		1,132,130
Portsmouth, Ser D, GO, 5.000%, 07/15/23, Callable 07/15/20 @ 100		1,250,000		1,424,687
Powhatan County, GO, 5.000%, 01/15/32, Callable 01/15/20 @ 100		1,580,000		1,668,749
Richmond, GO, 5.000%, 07/15/24, Callable 07/15/16 @ 100, AGM		1,435,000		1,545,294
Richmond, Ser B, GO, 5.000%, 07/15/18		2,000,000		2,380,400
Richmond, Ser D, GO, 5.000%, 07/15/29, Callable 07/15/20 @ 100		1,125,000		1,217,621
Richmond Industrial Development Authority, Government Facilities, RB, 5.000%, 07/15/18, AMBAC		1,795,000		1,905,195
Richmond Industrial Development Authority, Student Housing, RB, 5.450%, 01/01/21, Callable 01/01/13 @ 100		1,000,000		1,021,160
Roanoke, GO, 5.000%, 10/01/18		2,450,000		2,903,323
Roanoke, Ser B, GO, 5.000%, 02/01/24, Callable 02/01/15 @ 101		2,500,000		2,670,650
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.500%, 07/01/18, Callable 07/01/12 @ 100, NATL-RE		2,000,000		2,068,940
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.500%, 07/01/21, Callable 07/01/12 @ 100, NATL-RE		1,000,000		1,032,960
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.750%, 07/01/14, Callable 07/01/12 @ 100, NATL-RE		2,000,000		2,089,820
Smyth County Industrial Development Authority, Mountain States Health Alliance, RB, 5.000%, 07/01/23, Callable 07/01/20 @ 100		1,000,000		1,005,040
Spotsylvania County Water & Sewer System, Ser A, RB, 5.000%, 06/01/29, Callable 06/01/20 @ 100		1,020,000		1,087,187
Stafford County & Staunton Industrial Development Authority, Ser B, RB, 5.000%, 08/01/25, Callable 08/01/17 @ 100, XLCA		2,500,000		2,551,125
Stafford County & Staunton Industrial Development Authority, Ser C, RB, 5.250%, 02/01/20, Callable 02/01/17 @ 100, XLCA		2,165,000		2,354,394
Tobacco Settlement Financing Corp., RB, 5.500%, 06/01/26, Prerefunded 06/01/15 @ 100, MSF		4,940,000		5,470,507
Virginia Beach, Public Improvement, Ser B, GO, 5.000%, 05/01/13		2,000,000		2,168,400
Virginia Beach, Public Improvement, Ser C, GO, 5.000%, 09/15/16		2,325,000		2,744,337
Virginia College Building Authority, Educational Facilities Project, Ser A, RB, 5.000%, 02/01/15, Prerefunded 02/01/14 @ 100		4,000,000		4,450,960
Virginia College Building Authority, Educational Facilities Project, Ser B, RB, 5.000%, 03/01/21		1,250,000		1,471,637
Virginia College Building Authority, Educational Facilities Project, Washington & Lee University, RB, 5.375%, 01/01/21, Sinkable 01/01/16 @ 100, MSF		3,950,000		4,638,406
Virginia College Building Authority, Public Higher Educational Financing Program, Ser A, RB, 5.000%, 09/01/17, Callable 09/01/16 @ 100		3,000,000		3,461,520
Virginia College Building Authority, Public Higher Educational Financing Program, Ser A, RB, 5.000%, 09/01/27, Callable 09/01/18 @ 100		5,000,000		5,396,000
Virginia College Building Authority, Public Higher Educational Financing Program, Ser B, RB, 5.000%, 09/01/13		3,000,000		3,290,430
Virginia Housing Development Authority, Commonwealth Mortgage, Ser A-1, RB, 3.650%, 01/01/18, GO		1,205,000		1,260,394
Virginia Housing Development Authority, Commonwealth Mortgage, Ser E, RB, 6.000%, 07/01/25, Callable 07/01/18 @ 100, GO		2,450,000		2,647,274
Virginia Polytechnic Institute & State University, Ser D, RB, 5.125%, 06/01/21, Callable 06/01/14 @ 101, AMBAC		2,095,000		2,242,153

See Notes to Schedules of Portfolio Investments.

	Shares or
	Principal
	Amount($)		Value($)
Virginia Public Building Authority Facilities, Ser B, RB, 5.000%, 08/01/20, Callable 08/01/19 @ 100		4,000,000		4,688,960
Virginia Public School Authority, School Financing, RB, 5.000%, 07/15/26, Callable 07/15/18 @ 100		2,000,000		2,166,300
Virginia Public School Authority, School Financing 1997 Resolution, Ser A, RB, 5.000%, 08/01/30, Callable 08/01/20 @ 100		1,000,000		1,070,800
Virginia Resources Authority, Clean Water State Revolving Fund, Ser B, RB, 5.000%, 10/01/30, Callable 10/01/20 @ 100		2,000,000		2,169,400
Virginia Resources Authority, Clean Water State Revolving Fund, RB, 5.000%, 10/01/20, Callable 10/01/17 @ 100		2,000,000		2,267,260
Virginia Resources Authority, Clean Water State Revolving Fund, RB, 5.000%, 10/01/27, Callable 10/01/19 @ 100		2,000,000		2,193,780
Virginia Resources Authority Clean Water, Revolving Fund, RB, 5.000%, 10/01/16		2,030,000		2,393,735
Virginia Resources Authority Clean Water, Revolving Fund, Ser C, RB, 5.000%, 11/01/20		2,085,000		2,443,203
Virginia Resources Authority Infrastructure, Pooled Financing Program, Ser A, RB, 5.000%, 11/01/18		2,775,000		3,296,811
Virginia State, Ser A, GO, 5.000%, 06/01/19, Prerefunded 06/01/14 @ 100		3,170,000		3,569,103
Western Regional Jail Authority, Jail Facilities, RB, 4.750%, 06/01/23, Callable 06/01/17 @ 100, NATL-RE		1,000,000		1,058,880
Winchester, GO, 5.000%, 11/01/18, Callable 11/01/15 @ 100, NATL-RE/FGIC		2,000,000		2,272,560
				162,486,879
Total Municipal Bonds (Cost $166,490,582)				175,445,292
Money Market Fund (1.6%)
Federated Virginia Municipal Cash Trust, Institutional Shares, 0.01%(a)		2,862,802		2,862,802
Total Money Market Fund (Cost $2,862,802)				2,862,802
Total Investments (Cost $169,353,384)(b) — 98.8%				178,308,094
Other assets in excess of liabilities — 1.2%				2,114,553
Net Assets — 100.0%			$	180,422,647

(a)	Rate disclosed, the 7 day net yield, is as of June 30, 2011.
(b)	See Federal Tax Information listed in the Notes to Schedules of Portfolio Investments for tax-basis cost.

Investment Abbreviations

AGM	— Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC	— Security guaranteed by American Municipal Bond Assurance Corporation
BHAC	— Security guaranteed by Berkshire Hathaway Assurance Corporation
FGIC	— Security guaranteed by Financial Guaranty Insurance Company
GNMA	— Security guaranteed by Government National Mortgage Association
GO	— General Obligation
MSF	— Mandatory Sinking Fund
NATL-RE	— Reinsurance provided by National Public Finance Guarantee Corporation
RB	— Revenue Bond
XLCA	— Security guaranteed by XL Capital Assurance, Inc.

See Notes to Schedules of Portfolio Investments.

Notes to Schedule of Portfolio Investments

1. Organization

The RidgeWorth Funds (the “Trust”) is organized as a Massachusetts business trust under a Declaration of Trust dated January 15, 1992. The Trust is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company offering the following funds as of June 30, 2011: Aggressive Growth Stock Fund, Emerging Growth Stock Fund, International Equity Fund, International Equity Index Fund, Large Cap Core Growth Stock Fund, Large Cap Growth Stock Fund, Large Cap Quantitative Equity Fund, Large Cap Value Equity Fund, Mid-Cap Value Equity Fund, Select Large Cap Growth Stock Fund, Small Cap Growth Stock Fund, Small Cap Value Equity Fund, Aggressive Growth Allocation Strategy, Conservative Allocation Strategy, Growth Allocation Strategy, Moderate Allocation Strategy, Corporate Bond Fund, Georgia Tax-Exempt Bond Fund, High Grade Municipal Bond Fund, High Income Fund, Intermediate Bond Fund, Investment Grade Bond Fund, Investment Grade Tax-Exempt Bond Fund, Limited Duration Fund, Limited-Term Federal Mortgage Securities Fund, Maryland Municipal Bond Fund, North Carolina Tax-Exempt Bond Fund, Seix Floating Rate High Income Fund, Seix High Yield Fund, Short-Term Bond Fund, Short-Term U.S. Treasury Securities Fund, Total Return Bond Fund, Ultra-Short Bond Fund, U.S. Government Securities Fund, U.S. Government Securities Ultra-Short Bond Fund, and Virginia Intermediate Municipal Bond Fund (each, a “Fund” and collectively, the “Funds”). The Funds’ prospectuses provide a description of each Fund’s investment objective, policies and strategies.

Under the Trust’s organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. In addition, in the normal course of business, the Trust enters into contracts with its vendors and others that provide for general indemnifications. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust. However, based on experience, the Trust expects that risk of loss to be remote.

2. Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its Schedules of Portfolio Investments (each, a “Schedule” and collectively, the “Schedules”). These policies are in conformity with accounting principles generally accepted in the United States of America (“GAAP”). The preparation of the Schedules in accordance with GAAP requires management to make estimates and assumptions that affect the reported amounts at the date of the Schedules. The actual results could differ from these estimates.

Security Valuation—Securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (except for securities traded on NASDAQ), including securities traded over the counter, are valued at the last quoted sale price on the primary exchange or market (foreign or domestic) on which they are traded on valuation date (or at approximately 4:00 p.m. Eastern Time if a security’s primary exchange is normally open at that time) or, if there is no such reported sale on the valuation date, at the most recent quoted bid price. For securities traded on NASDAQ, the NASDAQ Official Closing Price is used. If available, debt securities are priced based upon valuations provided by independent, third-party pricing agents. Such values generally reflect the last reported sale price if the security is actively traded. The third-party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations, or other methodologies designed to identify the market value for such securities and such securities are considered Level 2 in the fair value hierarchy. Debt obligations with remaining maturities of sixty days or less may be valued at their amortized cost, which approximates market value. The prices for foreign securities are reported in local currency and converted to U.S. dollars at the exchange rate of such currencies against the U.S. dollar, as of the close of regular trading on the New York Stock Exchange (“NYSE”) (usually 4:00 p.m. Eastern time), as provided by an independent, third-party pricing agent approved by the Trust’s Board of Trustees (the “Board”). If a security price cannot be obtained from an independent, third-party pricing agent, the Funds’ accounting agent shall seek to obtain a bid price from at least one independent broker. Investments in other investment companies are valued at their respective net asset values.

Securities for which market prices are not “readily available” are valued in accordance with Pricing and Valuation Procedures established by the Board. The Funds’ Pricing and Valuation Procedures are performed and monitored by a Valuation Committee (the “Committee”) designated by the Board. Some of the more common reasons which may necessitate that a security be valued using the Pricing and Valuation Procedures include, but are not limited to: the security’s trading has been halted or suspended; the security has been de-listed from a national exchange; the security’s primary trading market is temporarily closed at a time when under normal conditions it would be open; or

the security’s primary pricing source is not able or willing to provide a price. When a security is valued in accordance with the Pricing and Valuation Procedures, the Committee determines the value after taking into consideration relevant information reasonably available to the Committee and such securities may be considered Level 3 in the fair value hierarchy.

For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security’s last trade and the time at which a Fund calculates its net asset value. The closing prices of such securities may no longer reflect their market value at the time the Fund calculates net asset value if an event that could materially affect the value of those securities (a “Significant Event”) has occurred between the time of the security’s last close and the time that the Fund calculates net asset value. A Significant Event may relate to a single issuer or to an entire market sector. If the investment adviser or subadviser of a Fund becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which the Fund calculates net asset value, it will request that a Committee meeting be called, and the securities be valued using the Funds’ Pricing and Valuation Procedures and such securities may be considered Level 2 securities in the fair value hierarchy. On a day when a Fair Value Pricing Service is so utilized pursuant to a preauthorization, the Committee need not meet. If the investment adviser or subadviser does not authorize the Funds’ accounting agent to utilize a Fair Value Pricing Service, the investment adviser or subadviser will request that a Committee meeting be called. In addition, the Funds’ accounting agent monitors price movements among certain selected indices, securities and/or groups of securities that may be an indicator that the closing prices received earlier in the day from foreign exchanges or markets may not reflect market value at the time the Funds calculate their respective net asset values. If price movements in a monitored index or security exceeds levels established by the Funds (“Trigger Points”), the Funds may use a systematic valuation model provided by an independent third party to fair value their international equity securities.

Futures are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for financial futures are provided by an independent source. Using the Funds’ Pricing and Valuation Procedures, such securities may be considered Level 1 in the fair value hierarchy.

Forward foreign currency contracts are valued at the current day’s interpolated foreign exchange rate, as calculated using the current day’s spot rate, and the thirty, sixty, ninety and one-hundred eighty day forward rates and converted to U.S. dollars at the exchange rate of such currencies against the U.S. dollar, as of the close of regular trading on the NYSE (usually 4:00 p.m. Eastern time), as provided by an independent, third-party pricing agent approved by the Board. Using the Funds’ Pricing and Valuation Procedures, such securities may be considered Level 2 in the fair value hierarchy.

Credit default swaps (“CDS”) are priced based upon valuations provided by an independent, third-party pricing agent approved by the Board. Such valuations are based on the market perception of the credit strength of the insured company’s debt. Inputs include data from market makers from their official books and records. Using the Funds’ Pricing and Valuation Procedures, such securities may be considered Level 2 in the fair value hierarchy.

The assets of the Aggressive Growth Allocation Strategy, Conservative Allocation Strategy, Growth Allocation Strategy and Moderate Allocation Strategy (the “Allocation Strategies”) consist of investments in underlying investment companies (most of which are affiliated), which are valued at their respective daily net asset values.

The Trust has a three-tier fair value hierarchy that is dependent upon the various “inputs” used to determine the value of the Funds’ investments. These inputs are summarized in the three broad levels listed below:

• Level 1 — quoted prices in active markets for identical assets

• Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 — significant unobservable inputs (including each Fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, short-term debt securities that mature in 60 days or less are generally valued using amortized cost, in accordance with rules under the 1940 Act. Generally, amortized cost approximates the current fair value of a security, but since the valuation is not obtained from a quoted price in an active market, such securities are reflected as Level 2. When determining the fair value of the Funds’ investments, additional

consideration is given to those assets or liabilities that have experienced a decrease in the volume or level of activity or when market prices do not reflect orderly transactions.

The following is a summary of the inputs as of June 30, 2011 used to value each Fund’s securities based upon the three levels defined above:

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Aggressive Growth Stock Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		134,419,727		—		—		134,419,727
Short-Term Investment		—		3,814,285		—		3,814,285
Money Market Fund		488,907		—		—		488,907
Total Investments		134,908,634		3,814,285		—		138,722,919

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Emerging Growth Stock Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		30,325,679		—		—		30,325,679
Short-Term Investment		—		2,843,975		—		2,843,975
Money Market Fund		556,804		—		—		556,804
Total Investments		30,882,483		2,843,975		—		33,726,458

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
International Equity Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Foreign Common Stocks 1		20,412,314		224,750,638		—		245,162,952
Foreign Preferred Stocks 1		1,143,442		—		—		1,143,442
Short-Term Investment		—		15,610,712		—		15,610,712
Money Market Fund		3,249,336		—		—		3,249,336
Total Investments		24,805,092		240,361,350		—		265,166,442

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
International Equity Index Fund	Prices($)		Inputs($)		Inputs($)			Total($)
Foreign Common Stocks 1		812,429		445,344,910		0	4		446,157,339
Foreign Preferred Stocks 1		—		4,719,461		—			4,719,461
Rights — Foreign 1		27,416		12,051		0	4		39,467
Warrants1		—		26		—			26
Exchange Traded Funds		9,206,027		—		—			9,206,027
Units1		96,829		—		—			96,829
Short-Term Investment		—		22,723,008		—			22,723,008
Money Market Fund		230,702		—		—			230,702
Total Investments		10,373,403		472,799,456		0			483,172,859

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Large Cap Core Growth Stock Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		111,590,244		—		—		111,590,244
Money Market Fund		566,134		—		—		566,134
Total Investments		112,156,378		—		—		112,156,378

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Large Cap Growth Stock Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		461,566,636		—		—		461,566,636
Short-Term Investment		—		143,063		—		143,063
Money Market Fund		1,129,282		—		—		1,129,282
Total Investments		462,695,918		143,063		—		462,838,981

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Large Cap Quantitative Equity Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		15,265,268		—		—		15,265,268
Money Market Fund		248,006		—		—		248,006
Total Investments		15,513,274		—		—		15,513,274

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Large Cap Value Equity Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		1,466,954,301		—		—		1,466,954,301
Short-Term Investment		—		10,333,200		—		10,333,200
Money Market Fund		35,291,119		—		—		35,291,119
Total Investments		1,502,245,420		10,333,200		—		1,512,578,620

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Mid-Cap Value Equity Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		2,164,834,292		—		—		2,164,834,292
Short-Term Investment		—		90,632,266		—		90,632,266
Money Market Fund		61,244,172		—		—		61,244,172
Total Investments		2,226,078,464		90,632,266		—		2,316,710,730

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Select Large Cap Growth Stock Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		80,991,788		—		—		80,991,788
Money Market Fund		540,642		—		—		540,642
Total Investments		81,532,430		—		—		81,532,430

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Small Cap Growth Stock Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		425,814,397		—		—		425,814,397
Short-Term Investment		—		58,179,687		—		58,179,687
Total Investments		425,814,397		58,179,687		—		483,994,084

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Small Cap Value Equity Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Common Stocks 1		1,150,186,396		—		—		1,150,186,396
Money Market Fund		56,011,186		—		—		56,011,186
Total Investments		1,206,197,582		—		—		1,206,197,582

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Aggressive Growth Allocation Strategy	Prices($)		Inputs($)		Inputs($)		Total($)
Equity Funds		19,916,996		—		—		19,916,996
Exchange Traded Funds		5,904,525		—		—		5,904,525
Money Market Fund		1,667,957		—		—		1,667,957
Total Investments		27,489,478		—		—		27,489,478

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Conservative Allocation Strategy	Prices($)		Inputs($)		Inputs($)		Total($)
Equity Funds		7,008,719		—		—		7,008,719
Fixed Income Funds		19,902,738		—		—		19,902,738
Exchange Traded Funds		2,958,287		—		—		2,958,287
Money Market Fund		1,467,693		—		—		1,467,693
Total Investments		31,337,437		—		—		31,337,437

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Growth Allocation Strategy	Prices($)		Inputs($)		Inputs($)		Total($)
Equity Funds		37,675,023		—		—		37,675,023
Fixed Income Funds		16,692,815		—		—		16,692,815
Exchange Traded Funds		11,485,335		—		—		11,485,335
Money Market Fund		3,929,172		—		—		3,929,172
Total Investments		69,782,345		—		—		69,782,345

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Moderate Allocation Strategy	Prices($)		Inputs($)		Inputs($)		Total($)
Equity Funds		59,905,887		—		—		59,905,887
Fixed Income Funds		67,028,217		—		—		67,028,217
Exchange Traded Funds		19,172,272		—		—		19,172,272
Money Market Fund		7,463,505		—		—		7,463,505
Total Investments		153,569,881		—		—		153,569,881

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Corporate Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Corporate Bonds1		—		61,329,402		—		61,329,402
Money Market Fund		4,342,893		—		—		4,342,893
Total Investments		4,342,893		61,329,402		—		65,672,295

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Georgia Tax-Exempt Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Municipal Bonds2		—		154,742,349		—		154,742,349
Money Market Fund		2,588,718		—		—		2,588,718
Total Investments		2,588,718		154,742,349		—		157,331,067

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
High Grade Municipal Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Municipal Bond2		—		45,437,255		—		45,437,255
Money Market Fund		6,713,625		—		—		6,713,625
Total Investments		6,713,625		45,437,255		—		52,150,880

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
High Income Fund	Prices($)		Inputs($)		Inputs($)			Total($)
Bank Loans1		—		19,933,991		—			19,933,991
Corporate Bonds1		—		405,301,104		—			405,301,104
Convertible Corporate Bond1		—		642,000		—			642,000
Municipal Bond2		—		3,373,050		—			3,373,050
Preferred Stocks1		10,503,496		—		—			10,503,496
Convertible Preferred Stock1		4,888,622		—		—			4,888,622
Warrants1		—		7,123,423		—			7,123,423
Units1		—		—		0	4		0
Common Stocks1		8,003,783		—		—			8,003,783
Short-Term Investment		—		36,747,235		—			36,747,235
Money Market Fund		39,975,680		—		—			39,975,680
Total Investments		63,371,581		473,120,803		0			536,492,384

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Intermediate Bond Fund	Prices($)		Inputs($)		Inputs($)			Total($)
Collateralized Mortgage Obligations		—		17,731,167		—			17,731,167
Corporate Bonds1		—		404,550,989		—			404,550,989
U.S. Government Agency Mortgages		—		15,647,448		—			15,647,448
U.S. Treasury Obligations		—		778,351,525		—			778,351,525
Units1		—		—		0	4		0
Short-Term Investment		—		1,499,680		—			1,499,680
Money Market Fund		69,930,489		—		—			69,930,489
Total Investments		69,930,489		1,217,780,809		0			1,287,711,298

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Investment Grade Bond Fund	Prices($)		Inputs($)		Inputs($)			Total($)
Collateralized Mortgage Obligations		—		4,125,894		—			4,125,894
Bank Loans1		—		977,547		—			977,547
Corporate Bonds1		—		123,016,975		—			123,016,975
U.S. Government Agency Mortgages		—		3,908,597		—			3,908,597
U.S. Treasury Obligations		—		163,516,292		—			163,516,292
Units1		—		—		0	4		0
Money Market Fund		20,593,441		—		—			20,593,441
Total Investments		20,593,441		295,545,305		0			316,138,746
Other Financial Instruments3
Interest Rate Swaps		—		54,447		—			54,447
Forward Foreign Currency Contracts		—		60,621		—			60,621
Total Other Financial Instruments		—		115,068		—			115,068

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Investment Grade Tax-Exempt Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Municipal Bonds2		—		788,400,622		—		788,400,622
Money Market Fund		106,970,263		—		—		106,970,263
Total Investments		106,970,263		788,400,622		—		895,370,885

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Limited Duration Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Asset-Backed Securities1		—		7,292,044		—		7,292,044
Collateralized Mortgage Obligations		—		13,492,247		—		13,492,247
Money Market Fund		1,082,565		—		—		1,082,565
Total Investments		1,082,565		20,784,291		—		21,866,856

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Limited-Term Federal Mortgage Securities Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Collateralized Mortgage Obligations		—		8,442,469		—		8,442,469
U.S. Government Agency Mortgages		—		39,782,840		—		39,782,840
U.S. Treasury Obligation		—		456,119		—		456,119
Money Market Fund		4,749,962		—		—		4,749,962
Total Investments		4,749,962		48,681,428		—		53,431,390

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Maryland Municipal Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Municipal Bonds2		—		22,914,402		—		22,914,402
Money Market Fund		1,559,165		—		—		1,559,165
Total Investments		1,559,165		22,914,402		—		24,473,567

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
North Carolina Tax-Exempt Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Municipal Bonds2		—		51,322,941		—		51,322,941
Money Market Fund		1,452,331		—		—		1,452,331
Total Investments		1,452,331		51,322,941		—		52,775,272

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Seix Floating Rate High Income Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Bank Loans1		—		3,391,924,989		—		3,391,924,989
Corporate Bonds1		—		395,151,484		—		395,151,484
Municipal Bond2		—		960,175		—		960,175
Preferred Stocks1		5,110,686		—		—		5,110,686
Convertible Preferred Stock1		2,778,180		—		—		2,778,180
Common Stock1		2,363,830		—		—		2,363,830
Warrants1		—		2,642,292		—		2,642,292
Money Market Fund		382,408,828		—		—		382,408,828
Total Investments		392,661,524		3,790,678,940		—		4,183,340,464

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Seix High Yield Fund	Prices($)		Inputs($)		Inputs($)			Total($)
Bank Loans1		—		22,133,519		—			22,133,519
Corporate Bonds1		—		1,506,664,541		—			1,506,664,541
Convertible Corporate Bond1		—		575,000		—			575,000
Municipal Bond2		—		8,323,175		—			8,323,175
Preferred Stock1		4,210,209		—		—			4,210,209
Convertible Preferred Stock1		8,646,476		—		—			8,646,476
Units1		—		—		0	4		0
Short-Term Investment		—		106,214,580		—			106,214,580
Money Market Fund		52,222,362		—		—			52,222,362
Total Investments		65,079,047		1,643,910,815		0			1,708,989,862

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Short-Term Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Asset-Backed Securities1		—		28,285,815		—		28,285,815
Collateralized Mortgage Obligations		—		73,957,621		—		73,957,621
Corporate Bonds1		—		156,934,351		—		156,934,351
Municipal Bond2		—		4,915,112		—		4,915,112
U.S. Government Agencies		—		8,929,571		—		8,929,571
U.S. Government Agency Mortgages		—		45,022,575		—		45,022,575
U.S. Treasury Obligations		—		4,922,330		—		4,922,330
Money Market Fund		4,569,109		—		—		4,569,109
Total Investments		4,569,109		322,967,375		—		327,536,484

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Short-Term U.S. Treasury Securities Fund	Prices($)		Inputs($)		Inputs($)		Total($)
U.S. Treasury Obligations		—		27,431,731		—		27,431,731
Money Market Fund		121,931		—		—		121,931
Total Investments		121,931		27,431,731		—		27,553,662

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Total Return Bond Fund	Prices($)		Inputs($)		Inputs($)			Total($)
Asset-Backed Securities1		—		9,492,688		—			9,492,688
Collateralized Mortgage Obligations		—		105,457,261		—			105,457,261
Bank Loans1		—		31,561,592		—			31,561,592
Corporate Bonds1		—		178,614,235		—			178,614,235
U.S. Government Agency Mortgages		—		220,644,804		—			220,644,804
U.S. Treasury Obligations		—		133,923,307		—			133,923,307
Units1		—		—		0	4		0
Money Market Fund		37,328,389		—		—			37,328,389
Total Investments		37,328,389		679,693,887		0			717,022,276
Other Financial Instruments3
Interest Rate Swaps		—		121,674		—			121,674
Forward Foreign Currency Contracts		—		135,960		—			135,960
Total Other Financial Instruments		—		257,634		—			257,634

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Ultra-Short Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Asset-Backed Securities1		—		15,147,203		—		15,147,203
Certificate of Deposit1		—		1,005,525		—		1,005,525
Collateralized Mortgage Obligations		—		38,901,412		—		38,901,412
Corporate Bonds1		—		46,925,023		—		46,925,023
Municipal Bond2		—		991,995		—		991,995
U.S. Government Agencies		—		5,676,498		—		5,676,498
U.S. Government Agency Mortgages		—		12,715,280		—		12,715,280
Money Market Fund		455,523		—		—		455,523
Total Investments		455,523		121,362,936		—		121,818,459

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
U.S. Government Securities Fund	Prices($)		Inputs($)		Inputs($)		Total($)
U.S. Treasury Obligations		—		48,458,045		—		48,458,045
Money Market Fund		909,431		—		—		909,431
Total Investments		909,431		48,458,045		—		49,367,476

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
U.S. Government Securities Ultra-Short Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Asset-Backed Security1		—		3,471,577		—		3,471,577
Collateralized Mortgage Obligations		—		660,251,638		—		660,251,638
U.S. Government Agency Mortgages		—		903,812,545		—		903,812,545
Money Market Fund		91,908,034		—		—		91,908,034
Total Investments		91,908,034		1,567,535,760		—		1,659,443,794

			Level 2 —
			Other		Level 3 —
	Level 1 —		Significant		Significant
	Quoted		Observable		Unobservable
Virginia Intermediate Municipal Bond Fund	Prices($)		Inputs($)		Inputs($)		Total($)
Municipal Bonds2		—		175,445,292		—		175,445,292
Money Market Fund		2,862,802		—		—		2,862,802
Total Investments		2,862,802		175,445,292		—		178,308,094

LIABILITIES VALUATION INPUT

			Level 2 —
			Other			Level 3 —
	Level 1 —		Significant			Significant
	Quoted		Observable			Unobservable
High Income Fund	Prices($)		Inputs($)			Inputs($)		Total($)
Other Financial Instruments3
Credit Default Swap Agreements — Buy Protection		—		(66,145	)		—		(66,145	)
Credit Default Swap Agreements — Sell Protection		—		(40,931	)		—		(40,931	)
Total Other Financial Instruments	$	—	$	(107,076	)	$	—	$	(107,076	)

			Level 2 —
			Other			Level 3 —
	Level 1 —		Significant			Significant
	Quoted		Observable			Unobservable
Investment Grade Bond Fund	Prices($)		Inputs($)			Inputs($)		Total($)
Other Financial Instruments3
Interest Rate Swaps		—		(118,763	)		—		(118,763	)
Forward Foreign Currency Contracts		—		(53,730	)		—		(53,730	)
Total Other Financial Instruments	$	—	$	(172,493	)	$	—	$	(172,493	)

			Level 2 —
			Other			Level 3 —
	Level 1 —		Significant			Significant
	Quoted		Observable			Unobservable
Total Return Bond Fund	Prices($)		Inputs($)			Inputs($)		Total($)
Other Financial Instruments3
Interest Rate Swaps		—		(268,363	)		—		(268,363	)
Forward Foreign Currency Contracts		—		(121,297	)		—		(121,297	)
Total Other Financial Instruments	$	—	$	(389,660	)	$	—	$	(389,660	)

1	Please see the Schedule of Portfolio Investments for Sector or Country Classification.
2	Please see the Schedule of Portfolio Investments for State Classification.
3	Other Financial Instruments are derivative instruments not reflected in the value of Total Investments in the Schedules of Portfolio Investments, such as credit default swaps, forward foreign currency contracts and futures, which are valued at the unrealized appreciation/depreciation on the instrument.
4	As of June 30, 2011, the securities designated as Level 3 were fair valued using significant unobservable inputs under procedures adopted by the Board. Such valuations were based on a review of inputs such as, but not limited to, similar securities, company specific financial information, and company specific news. For each of these securities there were no changes in the valuation techniques used since the March 31, 2011 annual report. The Level 3 securities comprised 0.0% of net assets of each Fund. As such, the Level 3 roll forward and change in unrealized appreciation/depreciation of Level 3 securities held at period end have not been presented.

The Funds’ policy is to disclose significant transfers between Levels based on valuations at the end of the reporting period. Each portfolio may hold securities which are periodically fair valued in accordance with the Funds’ Pricing and Valuation Procedures. This may result in movements between Level 1 and Level 2 throughout the period. At June 30, 2011, securities valued at $213,860,922 and $441,541,370 were transferred from Level 1 to Level 2 pursuant to the Fund’s Pricing and Valuation Procedures for the International Equity Fund and the International Equity Index Fund, respectively. There were no significant transfers between Levels 1, 2 or 3 as of June 30, 2011, based on the valuation input levels assigned to securities on March 31, 2011 for the remaining Funds.

In May 2011, the Financial Accounting Standards Board issued ASU No. 2011-04 “Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and International Financial Reporting Standards (“IFRSs”).” ASU 2011-04 includes common requirements for measurement of and disclosure about fair value between U.S. GAAP and IFRS. ASU 2011-04 will require reporting entities to make disclosures about amounts and reasons for all transfers in and out of Level 1 and Level 2 fair value measurements. In addition, ASU 2011-04 will require reporting entities to disclose the following information for fair value measurements categorized within Level 3 of the fair value hierarchy: quantitative information about the unobservable inputs used in the fair value measurement, the valuation processes used by the reporting entity and a narrative description of the sensitivity of the fair value measurement to changes in unobservable inputs and the interrelationships between those unobservable inputs. The new and revised disclosures are effective for interim and annual reporting periods beginning after December 15, 2011. Management is currently evaluating the implications of ASU No. 2011-04 and its impact on the financial statements.

Security Transactions—Security transactions are recorded on trade date for financial reporting purposes.

Foreign Currency Translation—The books and records of the Funds are maintained in U.S. dollars. Foreign currency amounts are translated into U.S. dollars on the following basis: (i) market value of investment securities, other assets and liabilities at the current rate of exchange; and (ii) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions. The Funds do not isolate the portion of operations resulting from changes in foreign exchange rates on investments from fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gain or loss from investments and foreign currency contracts.

Derivative and Hedging Instruments — Certain of the Funds may enter into derivative contracts for the purposes of pursuing their investment objectives, to use as a substitute for a purchase or sale of a position in the underlying assets and/or as part of a strategy designed to reduce exposure to other risks. Open derivative positions at June 30, 2011 are included in each applicable Fund’s Schedule.

Forward Foreign Currency Contracts — Certain of the Funds may enter into forward foreign currency contracts. All commitments are “marked-to-market” daily at the applicable foreign exchange rate and any resulting unrealized gains or losses are recorded currently. The Funds realize gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the fiscal year are recognized as ordinary income or loss for U.S. federal income tax purposes. The Funds could be exposed to risk if a counterparty is unable to meet the terms of a forward foreign currency contract or if the value of the foreign currency changes unfavorably. Forward foreign currency contracts are presented within each applicable Fund’s Schedule.

Futures Contracts — Each Fund is subject to equity price risk and interest rate risk in the normal course of pursuing its investment objective. Certain of the Funds are subject to foreign currency exchange rate risk. Certain of the Funds may use futures contracts to gain exposure to, or hedge against changes in the value of equities, interest rates or foreign currencies caused by changes in prevailing market interest rates. With futures, there is minimal counterparty credit risk to the Fund since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. Upon entering into a futures contract, a Fund is required to pledge to the broker an amount of cash and/or other assets equal to a certain percentage of the contract amount (initial margin deposit). Subsequent payments, known as “variation margin,” are made periodically, depending on the daily fluctuations in the fair value of the underlying security. A gain or loss equal to the variation margin is recognized at the time the futures contract is extinguished. Should market conditions move unexpectedly, a Fund may not achieve the anticipated benefits of the futures contracts and may realize a loss. The use of futures transactions involves the risk of imperfect correlation in movements in the price of futures contracts, interest rates and the underlying hedged-assets. As of June 30, 2011, no Fund had open futures contracts.

Swap Agreements — Certain of the Funds may enter into swap agreements, which are two-party contracts entered into primarily by institutional investors for periods ranging from a day to more than one year. In a standard “swap” transaction, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated based on a “notional amount,” i.e., the return on or increase in value of a particular dollar amount invested in a “basket” of securities representing a particular index. The primary risks associated with the use of swap agreements are market risk, an imperfect correlation between movements in the notional amount and the price of the underlying instruments and the inability of counterparties to fulfill their obligations under the agreement. A Fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a counterparty to a swap agreement.

Swap agreements typically are settled on a net basis, which means that the two payment streams are netted, with the Fund receiving or paying, as the case may be, only the net amount of the two payments. Payments may be made at the conclusion of a swap agreement, at the time a Fund enters into a swap agreement or periodically during its term. Up-front receipts and payments are recorded as deferred income (liability) or expense (asset), as the case may be, and are included in Swap Agreements, at value in the Schedule. These upfront receipts and payments are amortized to income or expense over the life of the swap agreement. Until a swap agreement is settled in cash, the gain or loss on the notional amount plus income on the instruments, less the interest paid by the Fund on the notional amount, is recorded as “unrealized appreciation or depreciation on swap agreements” and, when cash is exchanged, the gain or loss realized is recorded as “realized gains or losses on swap agreements.” A Fund’s current obligations under swap agreements (offset against any amounts owed to the Fund) will be accrued daily and any accrued but unpaid net amounts owed to a swap counterparty will be covered by segregating cash or other assets deemed to be liquid with the Fund’s custodian. Swap agreements do not involve the delivery of securities or other underlying assets. Accordingly, the risk of loss with respect to swap agreements is equal to the net amount of payments that a Fund is contractually obligated to make.

A Fund is subject to credit risk in the normal course of pursuing its investment objective. A Fund may enter into a CDS to manage its exposure to the market or certain sectors of the market, to reduce its risk exposure to defaults of corporate and sovereign issuers, or to create exposure to corporate or sovereign issuers to which it is not otherwise exposed. CDS agreements are a specific kind of counterparty agreement designed to transfer third-party credit risk between parties. One party to the CDS is a lender and faces credit risk from a third party, while the counterparty to the CDS agrees to insure this risk in exchange for regular periodic payments (essentially an insurance premium).

If a credit event (e.g., bankruptcy, default) occurs, as defined by the swap agreement, the party providing insurance will have to purchase the referenced obligation of the third party from the insured party. If a Fund is providing

insurance, the maximum potential liability to which a Fund is subject is the notional amount of the swap agreement, as reflected in the Schedule. The potential liability amount may be reduced by anticipated recovery rates of the referenced obligation of the third party, upfront premiums received and net amounts received if the Fund has also purchased a CDS where the referenced obligation of the third party is identical. The CDS are presented with the applicable Funds’ Schedules.

A Fund is subject to interest rate risk exposure in the normal course of pursuing its investment objective. Because certain Funds hold fixed-rate bonds, the value of these bonds may decrease if interest rates rise. To help hedge against this risk and to maintain its ability to generate income at prevailing market rates, a Fund may enter into interest rate swap (“IRS”) agreements. IRS agreements involve the exchange of commitments to pay and receive interest based on a notional principal amount. The risks of IRS include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the agreement. The Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from/paid to the counterparty over the contract’s remaining life, to the extent that that amount is positive.

Securities Lending — Each Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Board. These loans may not exceed either (i) 50% of the sum of the market value of all securities of the Fund and the market value of securities purchased with cash collateral or (ii) 33.33% of the total market value of all securities of the Fund. No Fund will lend portfolio securities to its investment adviser, subadviser, or its affiliates unless it has applied for and received specific authority to do so from the Securities and Exchange Commission. Loans of portfolio securities are required to be fully collateralized by cash, letters of credit or U.S. government securities. The initial value of the collateral must be at least 102% of the market value of the securities loaned, if the securities loaned are U.S. securities (105% for non-U.S. securities); and maintained in an amount equal to at least 102% (103% for non-U.S. securities) thereafter. However, due to market fluctuations during the day, the value of securities loaned on a particular day may exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or prevented from recovering the collateral if the borrower fails to return the securities. A fee will be obtained from the borrower if letters of credit or U.S. government securities are used as collateral.

The joint account aggregates the cash collateral received by the Funds, providing RidgeWorth Capital Management, Inc. (the “Investment Adviser”) a pool of assets to invest in short-term investments that have a remaining maturity of 397 days or less as calculated in accordance with Rule 2a-7 under the 1940 Act. The Funds are joint participants with other affiliated Funds of the Trust. At June 30, 2011, the cash collateral received by the Funds was pooled and invested in the following securities. Each of the Funds participating in securities lending at June 30, 2011 owned a pro-rata portion of the assets and liabilities listed below:

	Shares or
	Principal
	Amount($)		Value($)
JPMorgan U.S. Government Money Market Fund, Capital Shares, 0.01%		100,010,000		100,010,000
Merrill Lynch Tri-Party Repurchase Agreement, 0.01%, dated 06/30/11 to be repurchased on 07/01/11, repurchase price $35,000,005 (collateralized by Federal Home Loan Bank, 1.0%, due 03/27/13, total market value $35,714,286)		35,000,000		35,000,000
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%		213,785,726		213,785,726
Total Investments (Cost $348,795,726)				348,795,726
Amount due to Lending Agent				(59,363	)
Net Investment Value				348,736,363

Repurchase Agreements — The Funds may purchase instruments from financial institutions, such as banks and broker-dealers, subject to the seller’s agreement to repurchase them at an agreed upon date and price (“repurchase agreement”). A third party custodian bank takes possession of the underlying securities (“collateral”) of a repurchase agreement, the value of which exceeds the principal amount of the repurchase transaction, including accrued interest. In the event of default on the obligation to repurchase, each Fund has the right to liquidate the collateral and apply the proceeds in satisfaction of the obligation. In the event of default or bankruptcy by the counterparty to the repurchase agreement, realization and/or retention of the collateral or proceeds may be subject to legal proceedings.

Real Estate Investment Trusts — Certain of the Funds may own shares of real estate investment trusts (“REITs”) which report information on the source of their distributions annually. Certain distributions received from REITs during the year are recorded as realized gains or return of capital when such information becomes known upon notification from issuers.

Securities Purchased on a When-Issued Basis — Delivery and payment for securities that have been purchased by a Fund on a forward commitment or when-issued basis can take place up to a month or more after the transaction date. During this period, such securities are subject to market fluctuations. The purchase of securities on a when-issued or forward commitment basis may increase the volatility of a Fund’s net asset value if the Fund makes such investments while remaining substantially fully invested. A Fund records when-issued securities on trade date and will segregate or earmark liquid assets in an amount at least equal in value to its commitments to purchase when-issued and forward commitment securities. When-issued securities and the segregated liquid assets associated with such investments are presented within the applicable Funds’ Schedules.

TBA Purchase Commitments — The Funds may enter into “TBA” (To Be Announced) purchase commitments to purchase securities for a fixed price at a future date beyond customary settlement time. TBA purchase commitments may be considered securities in themselves, and involve a risk of loss if the value of the security to be purchased declines prior to settlement date. Unsettled TBA purchase commitments are valued at the current market value of the underlying securities, generally according to the procedures described under “Security Valuation.” TBA purchase commitments are presented within the applicable Funds’ Schedules.

Bank Loans — Certain of the Funds may invest in first and second lien senior floating-rate loans (“bank loans”). These loans are made by banks and other large financial institutions to various companies and are senior in the borrowing companies’ capital structure. Coupon rates are floating, not fixed and are tied to a benchmark lending rate. A Fund records an investment when the borrower withdraws money and records the interest as earned. Some types of senior loans in which these Funds may invest require that an open loan for a specific amount be continually offered to a borrower. These types of senior loans, commonly referred to as revolvers, contractually obligate the lender (and therefore those with an interest in the loan) to fund the loan at the borrower’s discretion. Therefore, a Fund must have funds sufficient to cover its contractual obligation. A Fund will maintain, on a daily basis, high quality, liquid assets in an amount at least equal in value to its contractual obligation to fulfill the revolving senior loan. These unfunded loan commitments, which are marked-to-market daily, are presented with the Schedules. At June 30, 2011, only the Seix Floating Rate High Income Fund had unfunded loan commitments.

Restricted Securities — Certain of the Funds’ investments are restricted as to resale. As of June 30, 2011, all of these restricted securities have been deemed liquid by the Funds’ Investment Adviser based upon procedures approved by the Board, unless stated otherwise in the applicable Funds’ Schedules.

3. Tax Basis of Investments

At June 30, 2011, the cost and aggregate gross unrealized appreciation and depreciation on securities, for U.S. federal tax purposes were as follows:

								Net Unrealized
			Tax Unrealized		Tax Unrealized			Appreciation/
Fund	Tax Cost($)		Appreciation($)		Depreciation($)			(Depreciation)($)
Aggressive Growth Stock Fund		86,289,556		50,415,051		(1,795,973	)		48,619,078
Emerging Growth Stock		28,632,015		6,037,873		(943,430	)		5,094,443

								Net Unrealized
			Tax Unrealized		Tax Unrealized			Appreciation/
Fund	Tax Cost($)		Appreciation($)		Depreciation($)			(Depreciation)($)
International Equity Fund		227,971,051		40,742,921		(3,547,530	)		37,195,391
International Equity Index Fund		326,273,857		164,050,599		(7,151,597	)		156,899,002
Large Cap Core Growth Stock Fund		96,912,497		17,266,549		(2,022,668	)		15,243,881
Large Cap Growth Stock Fund		295,255,381		170,244,663		(2,661,063	)		167,583,600
Large Cap Quantitative Equity Fund		14,866,345		869,588		(222,659	)		646,929
Large Cap Value Equity Fund		1,374,628,693		164,412,777		(26,462,850	)		137,949,927
Mid-Cap Value Equity Fund		2,264,385,207		112,336,532		(60,011,009	)		52,325,523
Select Large Cap Growth Stock		59,298,177		22,602,486		(368,233	)		22,234,253
Small Cap Growth Stock Fund		386,449,057		107,695,930		(10,150,903	)		97,545,027
Small Cap Value Equity Fund		1,012,107,785		214,177,256		(20,087,459	)		194,089,797
Aggressive Growth Allocation Strategy		24,024,513		3,464,965		—			3,464,965
Conservative Allocation Strategy		30,062,063		1,429,610		(154,236	)		1,275,374
Growth Allocation Strategy		61,710,815		8,217,385		(145,855	)		8,071,530
Moderate Allocation Strategy		139,656,796		14,529,669		(616,584	)		13,913,085
Corporate Bond Fund		63,062,476		3,049,860		(440,041	)		2,609,819
Georgia Tax-Exempt Bond Fund		153,426,580		5,388,076		(1,483,589	)		3,904,487
High Grade Municipal Bond Fund		49,879,875		2,337,973		(66,968	)		2,271,005
High Income Fund		524,789,219		18,544,638		(6,841,473	)		11,703,165
Intermediate Bond Fund		1,257,734,489		33,100,973		(3,124,164	)		29,976,809
Investment Grade Bond Fund		307,968,065		9,229,571		(1,058,890	)		8,170,681
Investment Grade Tax-Exempt Bond Fund		870,255,043		26,801,630		(1,685,788	)		25,115,842
Limited Duration Fund		21,819,197		68,243		(20,584	)		47,659
Limited-Term Federal Mortgage Securities Fund		52,847,276		638,918		(54,804	)		584,114
Maryland Municipal Bond Fund		23,424,495		1,106,716		(57,644	)		1,049,072
North Carolina Tax-Exempt Bond Fund		51,449,139		1,607,853		(281,720	)		1,326,133
Seix Floating Rate High Income Fund		4,164,008,530		46,213,533		(26,881,599	)		19,331,934
Seix High Yield Fund		1,629,953,146		88,058,929		(9,022,213	)		79,036,716
Short-Term Bond Fund		322,677,054		5,318,920		(459,490	)		4,859,430
Short-Term U.S. Treasury Securities Fund		27,094,190		459,472		—			459,472
Total Return Bond Fund		698,075,249		20,601,695		(1,654,668	)		18,947,027
Ultra-Short Bond Fund		121,143,693		867,130		(192,364	)		674,766
U.S. Government Securities Fund		47,692,636		1,694,960		(20,120	)		1,674,840
U.S. Government Securities Ultra-Short Bond Fund		1,639,457,131		20,601,000		(613,568	)		19,987,432
Virginia Intermediate Municipal Bond Fund		169,353,384		9,148,418		(193,708	)		8,954,710

4. Risks

Certain of the Funds may invest in securities of foreign issuers in various countries. Investments in securities of foreign issuers carry certain risks not ordinarily associated with investments in securities of U.S. issuers. These risks include future political and economic developments, and the possible imposition of exchange controls or other foreign governmental laws and restrictions. In addition, with respect to certain countries, there is a possibility of expropriation of assets, confiscatory taxation, political or social instability or diplomatic developments, which could adversely affect investments in those countries. Emerging market countries are countries that the World Bank or the United Nations considers to be emerging or developing. Emerging markets may be more likely to experience political turmoil or rapid changes in market or economic conditions than more developed countries. In addition, the financial stability of issuers, including governments, in emerging market countries may be more precarious than in other countries. As a result, there will tend to be an increased risk of price volatility associated with the Fund’s investments in emerging market countries, which may be magnified by currency fluctuations relative to the U.S. dollar.

The prices of the Funds’ fixed-income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments. Generally,

the Funds’ fixed-income securities will decrease in value if interest rates rise and vice versa, and the volatility of lower-rated securities is even greater than that of higher-rated securities. Also, longer-term securities are generally more volatile, so the average maturity or duration of these securities affects risk.

Certain Funds invest in high yield corporate, government, and other debt instruments of U.S. and non-U.S. issuers. High yield securities involve greater risk of default or downgrade and are more volatile than investment grade securities.

Certain of the Funds may invest in first and second lien senior floating rate loans. The risk associated with floating rate loans is similar to the risks of below investment grade securities. In addition, the value of the collateral securing the loan may decline, causing a loan to be substantially unsecured. Difficulty in selling a floating rate loan may result in a loss. Borrowers may pay back principal before the scheduled due date when interest rates decline, which may require the Fund to replace a particular loan with a lower-yielding security. There may be less extensive public information available with respect to loans than for rated, registered or exchange listed securities. The Fund may assume the credit risk of the primary lender in addition to the borrower, and investments in loan assignments may involve the risks of being a lender.

A Fund’s concentration of investments in securities of issuers located in a specific region subjects that Fund to the economic and government policies of that region and may increase risk versus that of a fund whose investments are more diversified.

Certain of the Funds invest in securities whose value is derived from an underlying pool of mortgages or consumer loans. Prepayment of these loans shortens the stated maturity of these respective obligations and may result in a loss of premium, if any has been paid. Estimates of such prepayments are used to calculate expected maturity dates and a Fund’s average duration.

Certain securities are backed by letters of credit from various financial institutions and financial guaranty assurance agencies. These letters of credit enhance the credit quality of the individual securities; however, if any of the financial institutions or financial guaranty assurance agencies’ credit quality should deteriorate, it could cause the individual security’s credit quality to change. Additionally, if any of the Funds concentrate their letters of credit in any one financial institution, the risk of credit quality deterioration increases.

Certain Funds hold certain securities the issuer of which operates under a congressional charter. These securities (Federal Home Loan Mortgage Corporation, Federal Home Loan Bank, Federal Agricultural Mortgage Corporation and Federal National Mortgage Association) are neither issued nor guaranteed by the U.S. government. If needed, access to additional funding from the U.S. Treasury (beyond the issuer’s line of credit) would require congressional action.

Please refer to each Fund’s prospectus for a complete description of the risks associated with the Fund.

5. Investments in Affiliated Issuers

Affiliated holdings are mutual funds which are managed by the Investment Adviser or an affiliate of the Investment Adviser or which are distributed by an affiliate of the Funds’ distributor. With respect to each Fund, the Investment Adviser was paid an investment advisory fee by the affiliated Funds listed beneath its name below. Investments in affiliated issuers during the period ended June 30, 2011, were as follows:

	Share						Share
	Balance at						Balance at		Value as
Name of	March						June		of June		Dividend		Realized Gain		Net Realized
Affiliated Issuer	31, 2011		Purchases		Sales		30, 2011		30, 2011		Income		Distributions		Gain (Loss)
Aggressive Growth Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund		70,255		—		2,084		68,171	$	1,097,556	$	—	$	—	$	8,231
RidgeWorth International Equity 130/30 Fund **		189,610		—		189,610		—		—		—		—		158,093
RidgeWorth International Equity Fund		36,479		62,175		—		98,654		1,174,970		—		—		—
RidgeWorth International Equity Index Fund		34,688		50,860		—		85,548		1,177,147		—		—		—
RidgeWorth Large Cap Core Growth Stock Fund		144,517		3		143,587		933		13,130		37		—		227,787
RidgeWorth Large Cap Growth Stock Fund		198,203		23,942		—		222,145		2,594,657		—		—		—
RidgeWorth Large Cap Quantitative Equity Fund		165,893		465		—		166,358		2,099,439		5,650		—		—
RidgeWorth Large Cap Value Equity Fund		340,393		1,197		15,208		326,382		4,357,202		15,522		—		8,427
RidgeWorth Mid-Cap Core Equity Fund *		94,710		—		94,710		—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *		97,693		92,172		10,283		179,582		2,239,389		8,179		—		8,808
RidgeWorth Real Estate 130/30 Fund **		124,829		—		124,829		—		—		—		—		217,255
RidgeWorth Select Large Cap Growth Stock Fund		69,934		10,449		—		80,383		2,589,129		—		—		—
RidgeWorth Small Cap Growth Stock Fund		78,139		—		2,794		75,345		1,290,668		—		—		2,653
RidgeWorth Small Cap Value Equity Fund		88,216		257		1,264		87,209		1,283,709		3,627		—		553
RidgeWorth U.S. Equity 130/30 Fund **		143,688		—		143,688		—		—		—		—		320,608
Total									$	19,916,996	$	33,015	$	—	$	952,415
Conservative Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund		19,748		4,757		—		24,505	$	394,530	$	—	$	—	$	—
RidgeWorth Corporate Bond Fund		138,572		57,050		—		195,622		1,895,574		17,409		—		—
RidgeWorth High Income Fund		184,635		2,169		—		186,804		1,354,330		23,954		—		—
RidgeWorth Intermediate Bond Fund		764,136		70,780		—		834,916		8,758,272		49,481		—		—
RidgeWorth International Equity 130/30 Fund **		53,247		—		53,247		—		—		—		—		34,806
RidgeWorth International Equity Fund		10,351		25,102		—		35,453		422,251		—		—		—
RidgeWorth International Equity Index Fund		9,842		20,913		—		30,755		423,190		—		—		—
RidgeWorth Large Cap Core Growth Stock Fund		52,812		1		52,383		430		6,055		17		—		149,662
RidgeWorth Large Cap Growth Stock Fund		86,200		3,722		10,093		79,829		932,402		—		—		(3,863	)
RidgeWorth Large Cap Quantitative Equity Fund		46,562		1,228		—		47,790		603,111		1,623		—		—
RidgeWorth Large Cap Value Equity Fund		135,178		3,689		21,568		117,299		1,565,939		6,310		—		(10,212	)
RidgeWorth Mid-Cap Core Equity Fund *		26,638		—		26,638		—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *		27,271		37,317		—		64,588		805,416		2,652		—		—
RidgeWorth Real Estate 130/30 Fund **		34,552		—		34,552		—		—		—		—		41,439
RidgeWorth Seix Floating Rate High Income Fund		83,840		786		—		84,626		755,709		10,288		—		—
RidgeWorth Seix High Yield Fund		132,877		1,584		—		134,461		1,341,919		24,512		—		—
RidgeWorth Select Large Cap Growth Stock Fund		30,481		—		1,611		28,870		929,913		—		—		(2,255	)
RidgeWorth Small Cap Growth Stock Fund		22,050		5,054		—		27,104		464,286		—		—		—
RidgeWorth Small Cap Value Equity Fund		24,912		6,448		—		31,360		461,626		1,052		—		—
RidgeWorth Total Return Bond Fund		328,671		1,955		—		330,626		3,481,488		30,472		—		—
RidgeWorth U.S. Equity 130/30 Fund **		40,193		—		40,193		—		—		—		—		71,559
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		130,053		99,199		—		229,252		2,315,446		5,031		—		—
Total									$	26,911,457	$	172,801	$	—	$	281,136
Growth Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund		130,370		—		1,183		129,187	$	2,079,908	$	—	$	—	$	4,712
RidgeWorth Corporate Bond Fund		126,503		985		—		127,488		1,235,361		14,226		—		—
RidgeWorth High Income Fund		170,283		2,000		—		172,283		1,249,056		22,092		—		—
RidgeWorth Intermediate Bond Fund		515,477		2,070		—		517,547		5,429,063		31,592		—		—
RidgeWorth International Equity 130/30 Fund **		351,522		—		351,522		—		—		—		—		292,763
RidgeWorth International Equity Fund		67,899		128,839		9,640		187,098		2,228,333		—		—		(9,448	)
RidgeWorth International Equity Index Fund		64,437		110,623		12,940		162,120		2,230,768		—		—		(17,081	)
RidgeWorth Large Cap Core Growth Stock Fund		335,081		7		332,669		2,419		34,037		96		—		846,897
RidgeWorth Large Cap Growth Stock Fund		367,834		53,159		—		420,993		4,917,202		—		—		—
RidgeWorth Large Cap Quantitative Equity Fund		307,946		863		—		308,809		3,897,170		10,489		—		—
RidgeWorth Large Cap Value Equity Fund		631,768		2,222		15,444		618,546		8,257,589		28,809		—		5,240
RidgeWorth Mid-Cap Core Equity Fund *		175,772		—		175,772		—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *		181,026		171,060		11,735		340,351		4,244,181		15,167		—		4,605
RidgeWorth Real Estate 130/30 Fund **		230,973		—		230,973		—		—		—		—		424,718
RidgeWorth Seix Floating Rate High Income Fund		89,388		838		—		90,226		805,718		10,969		—		—
RidgeWorth Seix High Yield Fund		122,414		1,460		—		123,874		1,236,259		22,582		—		—
RidgeWorth Select Large Cap Growth Stock Fund		129,791		22,554		—		152,345		4,907,020		—		—		—
RidgeWorth Small Cap Growth Stock Fund		145,281		—		2,488		142,793		2,446,041		—		—		2,364
RidgeWorth Small Cap Value Equity Fund		164,046		1,224		—		165,270		2,432,774		6,744		—		—
RidgeWorth Total Return Bond Fund		531,374		3,160		—		534,534		5,628,647		49,265		—		—
RidgeWorth U.S. Equity 130/30 Fund **		266,686		—		266,686		—		—		—		—		604,060
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		77,952		31,821		—		109,773		1,108,711		2,877		—		—
Total									$	54,367,838	$	214,908	$	—	$	2,158,830
Moderate Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund		209,099		—		3,830		205,269	$	3,304,839	$	—	$	—	$	23,335
RidgeWorth Corporate Bond Fund		511,173		3,981		—		515,154		4,991,838		57,484		—		—
RidgeWorth High Income Fund		689,293		8,097		—		697,390		5,056,075		89,427		—		—
RidgeWorth Intermediate Bond Fund		2,118,119		8,503		—		2,126,622		22,308,261		129,815		—		—
RidgeWorth International Equity 130/30 Fund **		563,608		—		563,608		—		—		—		—		487,518
RidgeWorth International Equity Fund		109,057		241,340		53,013		297,384		3,541,839		—		—		(51,953	)
RidgeWorth International Equity Index Fund		103,515		207,174		53,093		257,596		3,544,523		—		—		(70,082	)
RidgeWorth Large Cap Core Growth Stock Fund		540,702		9		537,562		3,149		44,312		124		—		1,457,454
RidgeWorth Large Cap Growth Stock Fund		589,850		79,067		—		668,917		7,812,952		—		—		—
RidgeWorth Large Cap Quantitative Equity Fund		493,478		1,382		—		494,860		6,245,135		16,808		—		—
RidgeWorth Large Cap Value Equity Fund		1,012,938		3,564		33,700		982,802		13,120,408		46,190		—		3,209
RidgeWorth Mid-Cap Core Equity Fund *		281,997		—		281,997		—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *		290,318		274,437		23,984		540,771		6,743,412		24,327		—		17,479
RidgeWorth Real Estate 130/30 Fund **		369,921		—		369,921		—		—		—		—		673,678
RidgeWorth Seix Floating Rate High Income Fund		360,957		3,384		—		364,341		3,253,567		44,295		—		—
RidgeWorth Seix High Yield Fund		495,652		5,909		—		501,561		5,005,580		91,433		—		—
RidgeWorth Select Large Cap Growth Stock Fund		208,127		33,927		—		242,054		7,796,569		—		—		—
RidgeWorth Small Cap Growth Stock Fund		233,166		—		6,286		226,880		3,886,455		—		—		5,972
RidgeWorth Small Cap Value Equity Fund		263,223		766		1,391		262,598		3,865,443		10,821		—		365
RidgeWorth Total Return Bond Fund		2,047,750		12,181		—		2,059,931		21,691,073		189,852		—		—
RidgeWorth U.S. Equity 130/30 Fund **		427,128		—		427,128		—		—		—		—		977,054
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		339,704		127,803		—		467,507		4,721,823		12,316		—		—
Total									$	126,934,104	$	712,892	$	—	$	3,524,029

*	On April 29, 2011, RidgeWorth Mid-Cap Core Equity Fund reorganized into the RidgeWorth Mid-Cap Value Equity Fund.
**	On May 27, 2011, the Fund liquidated.

6 . Subsequent Events

Management has evaluated events and transactions for potential recognition or disclosure in this report through the date the report was issued. Management has determined that, except as set forth below, there are no material events that would require disclosure through this date.

On May 19, 2011, the Board approved the reorganization of the RidgeWorth Large Cap Quantitative Equity Fund (the “Target Fund”) into the RidgeWorth Large Cap Core Growth Stock Fund (the “Acquiring Fund”), a separate series of the Trust. The reorganization was effective at the close of business on July 15, 2011. At that time, each shareholder of the A and I Shares of the Target Fund became a shareholder of the Acquiring Fund, and received corresponding A and I Shares of the Acquiring Fund in an amount equal in value to the shares of the Target Fund the shareholder had immediately before the reorganization.

On August 9, 2011, the Board approved a name change for the RidgeWorth Investment Grade Bond Fund. On or about October 1, 2011, RidgeWorth Investment Grade Bond Fund will change its name to RidgeWorth Core Bond Fund.

Item 2. Controls and Procedures.

(a) The registrant’s principal executive officer and principal financial officer have concluded, based on their evaluation of the registrant’s disclosure controls and procedures as conducted within 90 days of the filing date of this report, that these disclosure controls and procedures are adequately designed and are operating effectively to ensure that information required to be disclosed by the registrant on Form N-Q is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms.

(b) There were no changes in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

The certifications required by Rule 30a-2(a) under the Investment Company Act of 1940 are attached hereto.

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.

RidgeWorth Funds

By:	/s/ Julia R. Short
	Julia R. Short
	President and Chief Executive Officer
Date: August 26, 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:	/s/ Julia R. Short
	Julia R. Short
	President and Chief Executive Officer
Date: August 26, 2011
By:	/s/ Cynthia L. Morse-Griffin
	Cynthia L. Morse-Griffin
	Treasurer and Chief Financial Officer
Date: August 26, 2011