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: December 31, 2011

Item 1. Schedule of Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Aggressive Growth Stock Fund

	Shares or Principal Amount($)		Value($)
Common Stocks (99.7%)
Consumer Discretionary (21.8%)
Amazon.com, Inc.*		22,000		3,808,200
Blue Nile, Inc.*		20,500		838,040
Chipotle Mexican Grill, Inc.*		4,500		1,519,830
Deckers Outdoor Corp.*		22,500		1,700,325
Lululemon Athletica, Inc.*		49,400		2,305,004
Netflix, Inc.*		22,500		1,559,025
Nordstrom, Inc.		36,700		1,824,357
Priceline.com, Inc.*		5,800		2,712,718
Tesla Motors, Inc.*		54,400		1,553,664
Vera Bradley, Inc.*		28,800		928,800
				18,749,963
Energy (12.4%)
Berry Petroleum Co., Cl A		56,500		2,374,130
Energy XXI Bermuda Ltd.*		61,600		1,963,808
FMC Technologies, Inc.*		27,700		1,446,771
Pioneer Natural Resources Co.		16,600		1,485,368
SandRidge Energy, Inc.*(a)		104,900		855,984
Whiting Petroleum Corp.*		54,000		2,521,260
				10,647,321
Financials (6.0%)
BlackRock, Inc.		8,000		1,425,920
Financial Engines, Inc.*		61,400		1,371,062
Green Dot Corp., Cl A*		25,750		803,915
Portfolio Recovery Associates, Inc.*		22,700		1,532,704
				5,133,601
Health Care (10.9%)
Celgene Corp.*		26,300		1,777,880
Dendreon Corp.*		46,900		356,440
HMS Holdings Corp.*		38,400		1,228,032
Human Genome Sciences, Inc.*		46,300		342,157
Intuitive Surgical, Inc.*		3,800		1,759,438
MAKO Surgical Corp.*		40,300		1,015,963
Salix Pharmaceuticals Ltd.*		30,200		1,445,070
SXC Health Solutions Corp.*		18,700		1,056,176
Vertex Pharmaceuticals, Inc.*		13,000		431,730
				9,412,886
Industrials (8.0%)
Alaska Air Group, Inc.*		19,000		1,426,710
Joy Global, Inc.		12,000		899,640

See Notes to Schedules of Portfolio Investments.

Polypore International, Inc.*(a)	20,700		910,593
Precision Castparts Corp.	22,100		3,641,859
			6,878,802
Information Technology (38.7%)
Acme Packet, Inc.*	66,400		2,052,424
Alliance Data Systems Corp.*(a)	8,100		841,104
Altera Corp.	50,600		1,877,260
Apple, Inc.*	6,900		2,794,500
Aruba Networks, Inc.*	68,400		1,266,768
Cognizant Technology Solutions Corp., Cl A*	67,000		4,308,770
EMC Corp.*	50,500		1,087,770
F5 Networks, Inc.*	35,100		3,724,812
Google, Inc., Cl A*	5,900		3,810,810
MercadoLibre, Inc.	37,300		2,966,842
OpenTable, Inc.*	45,000		1,760,850
QUALCOMM, Inc.	68,000		3,719,600
Skyworks Solutions, Inc.*	50,600		820,732
VeriFone Systems, Inc.*	53,200		1,889,664
Yandex NV Cl A*(a)	17,800		350,660
			33,272,566
Telecommunication Services (1.9%)
NII Holdings, Inc.*	39,900		849,870
tw telecom, Inc.*	40,000		775,200
			1,625,070
Total Common Stocks (Cost $63,065,402)			85,720,209
Short-Term Investment (3.1%)
RidgeWorth Funds Securities Lending Joint Account(b)	2,689,350		2,689,350
Total Short-Term Investment (Cost $2,689,350)			2,689,350
Money Market Fund (0.2%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)	154,474		154,474
Total Money Market Fund (Cost $154,474)			154,474
Total Investments (Cost $65,909,226) — 103.0%			88,564,033
Liabilities in excess of other assets — (3.0)%			(2,539,534	)
Net Assets — 100.0%		$	86,024,499

* Non-income producing security.

(a) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $2,623,002.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(c) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Emerging Growth Stock Fund

	Shares or Principal Amount($)		Value($)
Common Stocks (99.9%)
Consumer Discretionary (21.0%)
Blue Nile, Inc.*		3,000		122,640
Chipotle Mexican Grill, Inc.*		1,200		405,288
Deckers Outdoor Corp.*		3,200		241,824
HomeAway, Inc.*(a)		8,700		202,275
Lululemon Athletica, Inc.*		8,800		410,608
Michael Kors Holdings Ltd.*		600		16,350
Netflix, Inc.*		5,000		346,450
Tesla Motors, Inc.*		13,700		391,272
Vera Bradley, Inc.*		6,600		212,850
				2,349,557
Energy (11.0%)
Berry Petroleum Co., Cl A		11,000		462,220
Energy XXI Bermuda Ltd.*		16,500		526,020
McMoRan Exploration Co.*		16,800		244,440
				1,232,680
Financials (10.2%)
Financial Engines, Inc.*		19,300		430,969
Green Dot Corp., Cl A*		9,400		293,468
Portfolio Recovery Associates, Inc.*		6,100		411,872
				1,136,309
Health Care (18.9%)
Dendreon Corp.*		23,900		181,640
HMS Holdings Corp.*		14,800		473,304
Human Genome Sciences, Inc.*		11,100		82,029
IPC The Hospitalist Co.*		3,700		169,164
MAKO Surgical Corp.*		15,000		378,150
Nektar Therapeutics*(a)		10,700		59,867
Salix Pharmaceuticals Ltd.*		5,500		263,175
SXC Health Solutions Corp.*		8,300		468,784
Vertex Pharmaceuticals, Inc.*		1,200		39,852
				2,115,965
Industrials (6.2%)
Alaska Air Group, Inc.*		4,500		337,905
Polypore International, Inc.*		8,100		356,319
				694,224
Information Technology (32.1%)
Acme Packet, Inc.*		14,000		432,740
Alliance Data Systems Corp.*		1,100		114,224
Aruba Networks, Inc.*		21,600		400,032

See Notes to Schedules of Portfolio Investments.

BroadSoft, Inc.*	6,700		202,340
F5 Networks, Inc.*	5,000		530,600
MercadoLibre, Inc.	5,600		445,424
Mitek Systems, Inc.*(a)	22,400		162,400
OpenTable, Inc.*	7,100		277,823
Skyworks Solutions, Inc.*	20,800		337,376
VeriFone Systems, Inc.*	10,700		380,064
Zillow, Inc.*(a)	13,400		301,232
			3,584,255
Materials (0.5%)
Molycorp, Inc.*(a)	2,500		59,950
Total Common Stocks (Cost $9,675,194)			11,172,940
Short-Term Investment (7.0%)
RidgeWorth Funds Securities Lending Joint Account(b)	777,668		777,668
Total Short-Term Investment (Cost $777,668)			777,668
Total Investments (Cost $10,452,862) — 106.9%			11,950,608
Liabilities in excess of other assets — (6.9)%			(772,771	)
Net Assets — 100.0%		$	11,177,837

* Non-income producing security.

(a) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $757,157.

(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 December 31, 2011(See Notes to Schedules of Portfolio Investments).

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

International Equity Fund

	Shares		Value($)
Common Stocks (95.2%)
Australia (2.3%)
Australia & New Zealand Banking Group Ltd.		129,215		2,713,268
Bendigo and Adelaide Bank Ltd.		106,503		874,719
National Australia Bank Ltd.		59,484		1,421,228
				5,009,215
Austria (0.6%)
Voestalpine AG		45,132		1,265,790
Belgium (2.0%)
Anheuser-Busch InBev NV		70,397		4,310,022
Canada (0.7%)
Potash Corp. of Saskatchewan, Inc.		36,205		1,494,542
China (0.1%)
Minth Group Ltd.		206,000		193,094
France (14.5%)
BNP Paribas		31,335		1,230,854
Cap Gemini SA		34,948		1,092,114
Compagnie Generale de Geophysique-Veritas*		88,782		2,083,248
France Telecom SA		106,988		1,680,325
Publicis Groupe SA		70,387		3,238,093
Renault SA		40,320		1,398,536
Sanofi-Aventis		70,879		5,205,971
Schlumberger Ltd.		32,494		2,219,665
Total SA		119,177		6,092,673
Valeo SA		37,402		1,486,596
Vinci SA		52,370		2,288,249
Vivendi SA		161,744		3,541,986
				31,558,310
Germany (9.3%)
Adidas AG		29,668		1,929,875
Allianz SE		26,786		2,562,296
BASF SE		43,027		3,001,011
Deutsche Bank AG		24,895		948,406
Deutsche Lufthansa AG		99,280		1,180,210
Fresenius SE		26,630		2,463,622
Infineon Technologies AG		189,490		1,426,360
MAN SE		16,993		1,510,933
Muenchener Rueckversicherungs AG		11,805		1,448,108
Siemens AG		39,151		3,746,628
				20,217,449
Hong Kong (3.6%)
China Mobile Ltd.		213,500		2,086,453

See Notes to Schedules of Portfolio Investments.

Digital China Holdings Ltd.	2,316,000	3,590,328
Texwinca Holdings Ltd.	1,941,721	2,155,079
		7,831,860
India (0.3%)
IL&FS Transportation Networks Ltd.	117,395	320,761
IRB Infrastructure Developers Ltd.	183,257	448,955
		769,716
Ireland (1.0%)
WPP PLC	203,923	2,139,257
Italy (0.9%)
Enel SpA	499,120	2,030,981
Japan (16.7%)
FUJIFILM Holdings Corp.	43,000	1,018,436
Honda Motor Co. Ltd.	79,188	2,415,661
Isuzu Motors Ltd.	160,000	740,028
ITOCHU Corp.	392,780	3,990,567
JX Holdings, Inc.	604,500	3,651,975
LINTEC Corp.	88,900	1,610,064
Marubeni Corp.	684,000	4,167,806
Mitsubishi Gas Chemical Co., Inc.	434,000	2,407,665
Mitsubishi UFJ Financial Group, Inc.	717,602	3,048,666
Nidec Corp.	13,700	1,190,763
NIPPON SHOKUBAI Co. Ltd.	97,000	1,042,211
Nippon Telegraph & Telephone Corp.	54,516	2,787,066
Sumitomo Corp.	315,144	4,266,338
Sumitomo Mitsui Financial Group, Inc.	103,005	2,869,205
Takata Corp.	59,277	1,213,727
		36,420,178
Luxembourg (0.7%)
AZ Electronic Materials SA	404,815	1,508,827
Netherlands (5.2%)
ING Groep NV*	237,557	1,709,468
Koninklijke Ahold NV	255,776	3,444,452
Koninklijke DSM NV	32,495	1,507,732
Koninklijke KPN NV	166,058	1,986,941
Royal Dutch Shell PLC ADR	36,483	2,773,073
		11,421,666
Norway (1.2%)
Telenor ASA	163,071	2,674,748
Singapore (1.0%)
United Overseas Bank Ltd.	45,116	531,145
Venture Corp. Ltd.	334,685	1,599,820
		2,130,965
South Korea (3.4%)
Himart Co. Ltd.*	5,941	417,211
Hyundai Motor Co.*	6,659	1,231,221
Korea Gas Corp.*	135,408	4,901,488

See Notes to Schedules of Portfolio Investments.

SKC Co. Ltd.*	25,762	852,024
		7,401,944
Spain (1.2%)
Telefonica SA	149,037	2,581,849
Sweden (4.1%)
Alfa Laval AB	96,572	1,829,831
Kinnevik Investment AB, Cl B	187,343	3,650,467
Swedbank AB, Cl A	275,469	3,568,422
		9,048,720
Switzerland (4.6%)
ABB Ltd.*	148,285	2,791,098
Roche Holding AG	25,984	4,403,974
Xstrata PLC	185,711	2,820,642
		10,015,714
Thailand (1.7%)
Bangkok Dusit Medical Services PCL*	470,200	1,222,073
Kasikornbank PCL	353,200	1,365,782
Krung Thai Bank PCL	2,575,300	1,216,227
		3,804,082
Turkey (0.5%)
Tofas Turk Otomobil Fabrikasi AS	379,421	1,186,098
United Kingdom (19.6%)
Anglo American PLC	85,569	3,161,421
AstraZeneca PLC	93,440	4,317,092
Aviva PLC	284,922	1,330,992
BP PLC	124,521	890,520
BP PLC SP ADR	126,557	5,409,046
British American Tobacco PLC	114,998	5,456,875
BT Group PLC	1,058,873	3,139,217
Legal & General Group PLC	1,197,864	1,912,371
Old Mutual PLC	910,666	1,916,328
Rio Tinto PLC SP ADR	95,099	4,652,243
Royal Dutch Shell PLC, Cl A	110,471	4,067,722
Royal Dutch Shell PLC, Cl B	75,311	2,870,149
SABMiller PLC	68,315	2,404,602
Subsea 7 SA*	74,182	1,376,761
		42,905,339
Total Common Stocks (Cost $207,988,428)		207,920,366
Preferred Stocks (1.1%)
Brazil (0.5%)
Telefonica Brasil SA, 0.67%	43,106	1,199,411
Germany (0.6%)
Volkswagen AG, 1.84%	8,261	1,237,576
Total Preferred Stocks (Cost $2,205,900)		2,436,987
Money Market Fund (2.2%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)	4,784,608	4,784,608

See Notes to Schedules of Portfolio Investments.

Total Money Market Fund (Cost $4,784,608)		4,784,608
Total Investments (Cost $214,978,936) — 98.5%		215,141,961
Other assets in excess of liabilities — 1.5%		3,196,441
Net Assets — 100.0%	$	218,338,402

* Non-income producing security.

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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 December 31, 2011, were as follows:
Financials	15.9	%
Energy	14.6
Industrials	12.9
Materials	11.8
Consumer Discretionary	11.4
Telecommunication Services	8.4
Health Care	8.2
Consumer Staples	7.3
Information Technology	4.1
Utilities	3.2
Money Market Fund	2.2

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

International Equity Index Fund

	Shares or Principal Amount($)		Value($)
Common Stocks (94.7%)
Australia (5.3%)
AGL Energy Ltd.		10,938		160,315
Alumina Ltd.		58,186		66,357
Amcor Ltd.		29,006		213,902
AMP Ltd.		67,128		279,440
Asciano Ltd.		23,379		107,604
ASX Ltd.		4,165		130,270
Australia & New Zealand Banking Group Ltd.		61,161		1,284,264
Bendigo and Adelaide Bank Ltd.		8,879		72,924
BGP Holdings PLC(a)(b)		737,041		—
BHP Billiton Ltd.		75,942		2,673,522
BlueScope Steel Ltd.		43,222		17,904
Boral Ltd.		17,079		62,886
Brambles Ltd.		34,193		250,404
Caltex Australia Ltd.		3,251		39,137
CFS Retail Property Trust REIT		44,163		76,111
Coca-Cola Amatil Ltd.		13,307		156,656
Cochlear Ltd.		1,348		85,482
Commonwealth Bank of Australia		36,558		1,840,411
Computershare Ltd.		10,481		85,867
Crown Ltd.		10,639		88,032
CSL Ltd.		13,054		427,252
Dexus Property Group REIT		115,486		98,039
Echo Entertainment Group Ltd.*		12,563		46,129
Fairfax Media Ltd.(c)		53,034		39,055
Fortescue Metals Group Ltd.		29,555		129,077
Goodman Group		164,716		96,029
GPT Group REIT		41,637		130,740
Harvey Norman Holdings Ltd.		12,556		23,566
Iluka Resources Ltd.		9,660		153,144
Incitec Pivot Ltd.		37,817		120,292
Insurance Australia Group Ltd.		49,899		152,089
Leighton Holdings Ltd.		3,581		69,737
Lend Lease Group		12,666		92,756
Lynas Corp. Ltd.*		40,503		43,291
Macquarie Group Ltd.		8,135		197,944
Metcash Ltd.		18,113		74,845
Mirvac Group REIT		81,078		97,853
National Australia Bank Ltd.		53,055		1,267,623
Newcrest Mining Ltd.		18,288		553,667
OneSteel Ltd.		30,904		22,126
Orica Ltd.		8,635		214,085

See Notes to Schedules of Portfolio Investments.

Origin Energy Ltd.	25,068	342,032
OZ Minerals Ltd.	7,670	78,527
Paladin Energy Ltd.*	16,500	23,120
Qantas Airways Ltd.*	26,968	40,271
QBE Insurance Group Ltd.	24,775	328,151
QR National Ltd.	40,040	140,059
Ramsay Health Care Ltd.	3,074	60,618
Rio Tinto Ltd.	10,317	636,300
Santos Ltd.	20,425	255,702
Sims Metal Management Ltd.	3,910	50,589
Sonic Healthcare Ltd.	8,736	100,789
SP Ausnet	32,991	31,719
Stockland REIT	56,563	184,550
Suncorp Group Ltd.	30,415	260,689
Sydney Airport	8,836	24,040
TABCORP Holdings Ltd.	16,256	45,391
Tatts Group Ltd.	30,466	76,032
Telstra Corp. Ltd.	104,740	356,737
Toll Holdings Ltd.	15,651	67,553
Transurban Group	30,781	176,933
Wesfarmers Ltd.	23,919	721,699
Wesfarmers Ltd. PPS	3,610	109,846
Westfield Group REIT	52,126	416,386
Westfield Retail Trust REIT	69,660	177,408
Westpac Banking Corp.	70,562	1,443,417
Woodside Petroleum Ltd.	14,871	465,732
Woolworths Ltd.	28,681	736,307
WorleyParsons Ltd.	4,589	120,485
		19,211,909
Austria (1.2%)
Erste Group Bank AG	36,237	637,133
Immofinanz AG*	179,827	539,960
OMV AG	28,446	862,973
Raiffeisen Bank International AG(c)	9,394	243,954
Telekom Austria AG	64,041	765,692
Verbund AG	12,836	344,471
Vienna Insurance Group	7,316	289,933
Voestalpine AG	20,870	585,328
		4,269,444
Belgium (1.9%)
Ageas	168,830	262,210
Anheuser-Busch InBev NV	61,099	3,740,757
Bekaert SA	2,917	93,571
Belgacom SA(c)	11,667	366,024
Colruyt SA(c)	5,799	219,532
Delhaize Group SA	7,867	441,944
Dexia SA*(c)	47,516	18,265
Groupe Bruxelles Lambert SA	6,163	410,868
KBC Groep NV	12,143	152,933
Mobistar SA	2,290	120,006

See Notes to Schedules of Portfolio Investments.

Solvay SA	4,467	368,045
UCB SA	7,708	324,322
Umicore	8,676	357,866
		6,876,343
Cayman Islands (0.0%)(d)
Sands China Ltd.*	31,687	89,554
Wynn Macau Ltd.(c)	21,016	52,712
		142,266
Cyprus (0.0%)(d)
Bank of Cyprus Public Co. Ltd.	187,462	148,000
Denmark (1.3%)
A.P. Moller—Maersk A/S, Cl B	63	415,956
A.P. Moller—Maersk A/S, Cl A	26	162,248
Carlsberg A/S, Cl B	5,114	360,623
Coloplast A/S, Cl B	1,038	149,285
Danske Bank A/S*	31,441	399,356
DSV A/S	9,628	172,668
Novo Nordisk A/S, Cl B	19,610	2,253,513
Novozymes A/S, Cl B	10,515	324,606
Pandora A/S(c)	2,729	25,659
TDC A/S	16,870	135,294
Tryg A/S	1,149	63,819
Vestas Wind Systems A/S*	9,291	100,298
William Demant Holding A/S*	1,055	87,731
		4,651,056
Finland (0.8%)
Elisa Oyj	5,172	107,972
Fortum Oyj	15,760	336,353
Kesko Oyj, Cl B	2,446	82,183
Kone Oyj, Cl B	5,606	290,948
Metso Oyj	4,604	170,718
Neste Oil Oyj	4,731	47,791
Nokia Oyj	136,867	668,173
Nokian Renkaat Oyj	3,893	125,358
Orion Oyj, Cl B	3,384	65,915
Outokumpu Oyj(c)	4,734	31,125
Pohjola Bank PLC	5,024	48,832
Rautaruukki Oyj(c)	3,048	28,068
Sampo Oyj, Cl A	15,065	373,774
Sanoma Oyj	2,969	34,065
Stora Enso Oyj	20,953	125,504
UPM-Kymmene Oyj	18,791	206,965
Wartsila Oyj	6,026	174,077
		2,917,821
France (9.5%)
Accor SA	5,945	150,693
Aeroports de Paris	1,406	96,445
Air France-KLM*(c)	5,587	28,729
Air Liquide SA(b)	17,547	2,170,869

See Notes to Schedules of Portfolio Investments.

Air Liquide SA(a)(b)	2,545	314,861
Alcatel-Lucent*(c)	94,060	146,937
Alstom	8,268	250,721
Arkema SA	2,258	159,856
Atos Origin SA	2,047	89,839
AXA SA	69,835	907,907
BNP Paribas	39,237	1,541,249
Bouygues SA	9,675	304,845
Bureau Veritas SA	2,271	165,479
Cap Gemini SA	6,038	188,686
Carrefour SA	23,627	538,654
Casino Guichard-Perrachon SA	2,260	190,359
Christian Dior SA	2,234	264,877
CNP Assurances	5,977	74,093
Compagnie de Saint—Gobain	16,245	623,710
Compagnie Generale d’Optique Essilor International SA	8,188	578,084
Compagnie Generale de Geophysique—Veritas*	5,747	134,852
Compagnie Generale des Etablissements Michelin, Cl B	7,080	418,533
Credit Agricole SA	39,549	223,172
Danone SA	23,705	1,490,138
Dassault Systemes SA	2,410	193,169
Edenred	6,452	158,827
Eiffage SA	1,655	40,066
Electricite de France	9,764	237,577
Eramet	215	26,296
Eurazeo	1,254	44,624
European Aeronautic Defence and Space Co.	16,470	514,789
Eutelsat Communications	4,038	157,569
Fonciere Des Regions	1,129	72,476
France Telecom SA	75,968	1,193,133
GDF SUEZ	50,243	1,373,371
Gecina SA	896	75,377
Groupe Eurotunnel SA	21,289	144,930
ICADE REIT(c)	952	74,901
Iliad SA	779	96,134
Imerys	1,385	63,796
JCDecaux SA*	2,716	62,553
Klepierre	4,257	121,432
L’Oreal SA	9,732	1,016,469
Lagardere SCA	4,849	128,027
Legrand SA	7,952	255,753
LVMH Moet Hennessy Louis Vuitton SA	10,000	1,415,910
Metropole Television SA	2,377	35,456
Natixis	35,703	89,830
Neopost SA	1,313	88,468
Pernod-Ricard SA	8,073	748,738
Peugeot SA	6,095	95,529
PPR	3,100	443,947
Publicis Groupe SA	5,038	231,769
Renault SA	7,786	270,064
Safran SA	6,635	199,269

See Notes to Schedules of Portfolio Investments.

Sanofi-Aventis	45,537	3,344,634
Schneider Electric SA	19,488	1,026,045
Scor SE	6,874	160,674
Societe BIC SA	1,179	104,526
Societe Generale	25,997	578,890
Societe Lafarge(a)(b)	12,479	438,660
Societe Television Francaise 1	4,861	47,449
Sodexo	3,818	274,102
Suez Environnement SA	10,822	124,671
Technip SA	3,946	370,878
Thales SA(c)	4,064	128,340
Total SA	85,749	4,383,737
Unibail-Rodamco	3,718	668,390
Vallourec SA	4,501	292,203
Veolia Environnement SA	14,075	154,276
Vinci SA	17,998	786,403
Vivendi SA	50,171	1,098,680
Wendel SA	1,324	88,250
		34,794,645
Germany (11.3%)
Adidas AG	12,726	827,814
Allianz SE	27,554	2,635,762
Axel Springer AG	2,453	105,419
BASF SE	55,295	3,856,669
Bayer AG	50,480	3,227,488
Bayerische Motoren Werke AG	19,825	1,328,085
Beiersdorf AG	6,180	350,493
Brenntag AG	2,063	192,109
Celesio AG	5,307	84,072
Commerzbank AG*(c)	224,661	378,870
Continental AG*	4,847	301,711
Daimler AG	55,832	2,451,079
Deutsche Bank AG	57,302	2,182,992
Deutsche Boerse AG*	12,094	634,089
Deutsche Lufthansa AG	14,179	168,556
Deutsche Post AG	51,804	796,522
Deutsche Telekom AG	172,156	1,975,237
E.ON AG	109,436	2,361,099
Fraport AG	2,257	111,003
Fresenius SE	6,885	636,952
GEA Group AG	10,395	293,964
Hannover Rueckversicherung AG	3,667	181,891
Heidelberg Cement AG	8,606	365,225
Henkel AG & Co. KGaA	8,021	388,256
Hochtief AG	2,574	148,897
Infineon Technologies AG	67,562	508,564
K+S AG	10,465	472,968
Kabel Deutschland Holding AG*	4,474	227,074
Lanxess AG	5,068	262,370
Linde AG	10,283	1,529,844
MAN SE	4,117	366,063

See Notes to Schedules of Portfolio Investments.

Merck KGaA	4,005	399,283
Metro AG	7,959	290,486
Muenchener Rueckversicherungs AG	11,564	1,418,545
RWE AG	25,610	899,907
Salzgitter AG	2,390	119,493
SAP AG	56,217	2,972,200
Siemens AG	49,865	4,771,925
Suedzucker AG	4,048	129,144
ThyssenKrupp AG	20,113	461,404
TUI AG*(c)	9,441	58,615
United Internet AG	6,871	122,721
Volkswagen AG	1,758	235,834
Wacker Chemie AG(c)	947	76,174
		41,306,868
Greece (0.6%)
Alpha Bank AE*	118,749	83,454
Coca-Cola Hellenic Bottling Co. SA*	43,048	727,079
EFG Eurobank Ergasias SA*	70,781	33,987
Hellenic Telecommunications Organization SA	56,536	204,149
National Bank of Greece SA*	206,247	435,105
OPAP SA	52,260	461,964
Public Power Corp. SA	25,366	123,769
		2,069,507
Guernsey (0.0%)(d)
Resolution Ltd.	23,371	91,246
Hong Kong (0.9%)
AIA Group Ltd.	99,881	311,863
ASM Pacific Technology Ltd.	2,540	28,502
Bank of East Asia Ltd.	20,230	76,710
BOC Hong Kong Holdings Ltd.	48,528	114,969
Cathay Pacific Airways Ltd.	14,843	25,456
Cheung Kong (Holdings) Ltd.	17,239	205,427
Cheung Kong Infrastructure Holdings Ltd.	5,854	34,107
CLP Holdings Ltd.	24,866	211,630
Esprit Holdings Ltd.	15,901	20,515
Foxconn International Holdings Ltd.*(c)	28,624	18,464
Galaxy Entertainment Group Ltd.*(c)	15,803	28,893
Hang Lung Group Ltd.	11,503	62,650
Hang Lung Properties Ltd.	31,935	90,872
Hang Seng Bank Ltd.	9,924	117,747
Henderson Land Development Co. Ltd.	14,358	71,359
Hong Kong & China Gas Co. Ltd. (The)	61,662	143,068
Hong Kong Electric Holdings Ltd.	18,200	134,626
Hong Kong Exchanges & Clearing Ltd.	13,339	214,170
Hopewell Holdings Ltd.	7,081	18,107
Hutchison Whampoa Ltd.	27,113	227,961
Hysan Development Co. Ltd.	8,257	27,110
Kerry Properties Ltd.	9,007	29,805
Li & Fung Ltd.	73,707	136,280
Lifestyle International Holdings Ltd.	7,393	16,258

See Notes to Schedules of Portfolio Investments.

Link REIT (The)	29,076	107,070
MTR Corp.	18,621	60,419
New World Development Ltd.	47,251	38,085
Newton Resources Ltd.*	391	49
Noble Group Ltd.	79,598	69,346
NWS Holdings Ltd.	16,372	24,116
Orient Overseas International Ltd.	3,031	17,698
PCCW Ltd.	52,824	18,160
Shangri-La Asia Ltd.	18,968	32,726
Sino Land Co. Ltd.	35,602	50,699
SJM Holdings Ltd.	22,210	36,032
Sun Hung Kai Properties Ltd.	17,664	221,408
Swire Pacific Ltd.	9,132	110,290
Wharf Holdings Ltd. (The)	19,197	87,005
Wheelock & Co. Ltd.	12,192	30,203
Wing Hang Bank Ltd.	2,364	19,389
Yue Yuen Industrial (Holdings) Ltd.	9,544	30,168
		3,319,412
Ireland (1.2%)
CRH PLC	99,662	1,981,249
Elan Corp. PLC*	65,674	911,185
Experian PLC	16,243	220,848
Irish Bank Resolution Corp. Ltd.*(a)(b)	8,839	—
Irish Bank Resolution Corp. Ltd.*(a)(b)(c)	143,993	—
James Hardie Industries SE	10,193	71,101
Kerry Group PLC, Cl A	20,384	746,215
Ryanair Holdings PLC*	51,193	240,313
WPP PLC	20,829	218,507
		4,389,418
Israel (0.9%)
Bank Hapoalim BM	52,298	170,439
Bank Leumi Le-Israel BM	58,969	168,814
Bezeq Israeli Telecommunication Corp. Ltd.	83,551	153,071
Cellcom Israel Ltd.	2,649	44,298
Delek Group Ltd.	232	43,661
Elbit Systems Ltd.	1,174	48,211
Israel Chemicals Ltd.	21,595	223,826
Israel Corp. Ltd. (The)	114	71,194
Israel Discount Bank Ltd., Cl A*	39,355	52,666
Mizrahi Tefahot Bank Ltd.	6,033	47,697
NICE Systems Ltd.*	3,077	104,639
Partner Communications Co. Ltd.	4,130	36,478
Teva Pharmaceutical Industries Ltd.	46,836	1,885,238
Teva Pharmaceutical Industries Ltd. SP ADR	2,786	112,443
		3,162,675
Italy (6.7%)
A2A SpA	129,105	121,394
Assicurazioni Generali SpA	139,405	2,098,342
Atlantia SpA	42,800	685,223
Autogrill SpA	13,418	130,942

See Notes to Schedules of Portfolio Investments.

Banca Carige SpA(c)	77,153	147,786
Banca Monte dei Paschi di Siena SpA	290,740	94,788
Banco Popolare Scarl(c)	212,605	275,164
Enel Green Power SpA	209,666	437,976
Enel SpA	773,851	3,148,895
Eni SpA	282,262	5,848,737
Exor SpA	7,502	150,982
Fiat Industrial SpA*	89,114	764,100
Fiat SpA	88,904	408,477
Finmeccanica SpA(c)	47,802	176,818
Intesa Sanpaolo SpA	1,205,719	2,019,290
Intesa Sanpaolo SpA—RSP	111,753	139,357
Luxottica Group SpA	13,833	388,503
Mediaset SpA	84,385	233,502
Mediobanca SpA	63,752	366,844
Parmalat SpA	36,579	62,965
Pirelli & C SpA	27,780	233,883
Prysmian SpA	23,462	291,359
Saipem SpA	31,132	1,323,612
Snam Rete Gas SpA	189,824	836,785
Telecom Italia SpA	1,119,811	1,204,381
Telecom Italia SpA	716,213	641,456
Terna SpA	142,249	479,412
UniCredit SpA(c)	160,953	1,337,373
Unione di Banche Italiane ScpA(c)	94,011	385,219
		24,433,565
Japan (25.8%)
ABC-Mart, Inc.	1,223	46,508
ADVANTEST Corp.	6,756	64,339
AEON Co. Ltd.	27,505	377,716
AEON Credit Service Co. Ltd.	3,694	58,359
AEON Mall Co. Ltd.	3,444	73,113
Air Water, Inc.	6,830	86,961
Aisin Seiki Co. Ltd.	8,717	248,475
Ajinomoto Co., Inc.	29,926	359,252
Alfresa Holdings Corp.	1,729	72,893
All Nippon Airways Co. Ltd.(c)	38,235	106,802
Amada Co. Ltd.	15,807	100,218
Aozora Bank Ltd.	25,660	70,676
Asahi Breweries Ltd.	17,721	389,093
Asahi Glass Co. Ltd.	46,262	388,271
Asahi Kasei Corp.	58,287	351,373
ASICS Corp.	6,821	76,921
Astellas Pharma, Inc.	20,529	834,816
Bank of Kyoto Ltd. (The)	14,469	124,632
Bank of Yokohama Ltd. (The)	56,660	267,952
Benesse Holdings, Inc.	3,186	154,188
Bridgestone Corp.(c)	29,386	666,215
Brother Industries Ltd.	10,998	135,028
Canon, Inc.(c)	51,905	2,299,546
Casio Computer Co. Ltd.	10,895	66,103

See Notes to Schedules of Portfolio Investments.

Central Japan Railway Co.	69	582,695
Chiba Bank Ltd. (The)	35,999	231,980
Chiyoda Corp.	7,179	73,031
Chubu Electric Power Co., Inc.	31,384	585,927
Chugai Pharmaceutical Co. Ltd.	10,263	169,206
Chugoku Bank Ltd. (The)	8,135	113,406
Chugoku Electric Power Co., Inc. (The)	13,689	239,918
Chuo Mitsui Trust Holdings, Inc.	141,910	416,677
Citizen Holdings Co. Ltd.	11,986	69,608
Coca-Cola West Co. Ltd.	2,785	48,304
Cosmo Oil Co. Ltd.	27,080	75,642
Credit Saison Co. Ltd.	6,825	136,819
Dai Nippon Printing Co. Ltd.	25,230	242,565
Dai-ichi Life Insurance Co. Ltd. (The)	414	407,169
Daicel Chemical Industries Ltd.	13,771	83,911
Daido Steel Co. Ltd.	12,950	81,263
Daihatsu Motor Co. Ltd.	8,899	158,857
Daiichi Sankyo Co. Ltd.	30,774	610,122
Daikin Industries Ltd.	10,385	284,417
Dainippon Sumitomo Pharma Co. Ltd.	7,183	81,843
Daito Trust Construction Co. Ltd.	3,363	288,370
Daiwa House Industry Co. Ltd.	22,232	265,155
Daiwa Securities Group, Inc.	77,323	241,101
DeNa Co. Ltd.	4,563	136,884
Denki Kagaku Kogyo Kabushiki Kaisha	22,384	82,882
DENSO Corp.	22,203	613,272
Dentsu, Inc.	8,119	247,779
East Japan Railway Co.	15,772	1,004,064
Eisai Co. Ltd.	11,477	474,916
Electric Power Development Co. Ltd.	5,420	144,144
Elpida Memory, Inc.*(c)	8,844	41,135
FamilyMart Co. Ltd.	2,862	115,640
FANUC Ltd.	8,624	1,319,874
Fast Retailing Co. Ltd.	2,354	428,167
Fuji Electric Holdings Co. Ltd.	25,146	68,933
Fuji Heavy Industries Ltd.	26,518	160,204
FUJIFILM Holdings Corp.	20,993	497,210
Fujitsu Ltd.	85,204	442,791
Fukuoka Financial Group, Inc.	36,254	152,138
Furukawa Electric Co. Ltd.	27,334	62,857
Gree, Inc.	4,198	144,642
GS Yuasa Corp.(c)	15,321	82,407
Gunma Bank Ltd. (The)	17,490	96,119
Hachijuni Bank Ltd. (The)	19,268	109,895
Hakuhodo DY Holdings, Inc.	1,058	60,756
Hamamatsu Photonics K.K.	3,120	109,162
Hino Motors Ltd.	11,909	72,255
Hirose Electric Co. Ltd.	1,495	131,106
Hiroshima Bank Ltd. (The)	22,713	105,642
Hisamitsu Pharmaceutical Co., Inc.	2,780	117,745
Hitachi Chemical Co. Ltd.	4,786	84,316

See Notes to Schedules of Portfolio Investments.

Hitachi Construction Machinery Co. Ltd.(c)	4,893	82,387
Hitachi High-Technologies Corp.	2,738	59,406
Hitachi Ltd.	204,314	1,072,403
Hitachi Metals Ltd.	7,549	82,091
Hokkaido Electric Power Co., Inc.	8,512	121,205
Hokuhoku Financial Group, Inc.	58,719	114,432
Hokuriku Electric Power Co.	8,246	153,950
Honda Motor Co. Ltd.	75,303	2,297,148
Hoya Corp.	19,860	427,802
Ibiden Co. Ltd.	5,534	109,429
Idemitsu Kosan Co. Ltd.	1,024	105,633
IHI Corp.	60,016	145,810
Inpex Corp.	100	630,116
Isetan Mitsukoshi Holdings Ltd.	17,183	180,157
Isuzu Motors Ltd.	55,565	256,998
ITOCHU Corp.	69,719	708,331
Itochu Techno-Solutions Corp.	1,355	60,823
Iyo Bank Ltd. (The)	11,423	112,790
J. Front Retailing Co. Ltd.	21,755	105,143
Japan Petroleum Exploration Co.	1,322	51,698
Japan Prime Realty Investment Corp. REIT	30	70,664
Japan Real Estate Investment Corp. REIT	21	163,700
Japan Retail Fund Investment Corp. REIT	72	106,639
Japan Steel Works Ltd. (The)	14,640	101,759
Japan Tobacco, Inc.	205	964,142
JFE Holdings, Inc.	21,244	384,749
JGC Corp.	9,708	233,083
Joyo Bank Ltd. (The)	29,592	130,717
JS Group Corp.	12,512	239,771
JSR Corp.	8,257	152,331
JTEKT Corp.	10,046	98,802
Jupiter Telecommunications Co. Ltd.	80	81,071
JX Holdings, Inc.	105,207	635,589
Kajima Corp.	38,502	118,052
Kamigumi Co. Ltd.	11,563	99,751
Kaneka Corp.	13,076	69,653
Kansai Electric Power Co., Inc. (The)	35,017	537,288
Kansai Paint Co. Ltd.	10,377	92,621
Kao Corp.	24,639	673,195
Kawasaki Heavy Industries Ltd.	66,674	166,317
Kawasaki Kisen Kaisha Ltd.	33,829	61,092
KDDI Corp.	134	861,764
Keikyu Corp.(c)	21,975	197,281
Keio Corp.	26,210	184,904
Keisei Electric Railway Co. Ltd.	12,824	94,301
Keyence Corp.	1,786	430,663
Kikkoman Corp.	7,267	83,461
Kinden Corp.	6,098	51,497
Kintetsu Corp.(c)	74,601	291,736
Kirin Holdings Co. Ltd.	37,518	456,241
Kobe Steel Ltd.	114,382	176,841

See Notes to Schedules of Portfolio Investments.

Koito Manufacturing Co. Ltd.	4,484	62,917
Komatsu Ltd.	43,841	1,024,684
Konami Corp.	4,216	126,255
Konica Minolta Holdings, Inc.	21,881	163,177
Kubota Corp.	53,126	445,190
Kuraray Co. Ltd.	15,602	221,959
Kurita Water Industries Ltd.	5,231	135,923
Kyocera Corp.	6,869	552,411
Kyowa Hakko Kirin Co. Ltd.(c)	12,038	147,328
Kyushu Electric Power Co., Inc.	18,861	270,038
Lawson, Inc.	2,710	169,177
Mabuchi Motor Co. Ltd.	1,173	48,843
Makita Corp.	5,200	168,289
Marubeni Corp.	76,541	466,386
Marui Group Co. Ltd.	10,294	80,244
Maruichi Steel Tube Ltd.	2,162	48,229
Mazda Motor Corp.*	70,162	123,971
McDonald’s Holdings Co. (Japan) Ltd.	3,125	84,327
Medipal Holdings Corp.	6,720	70,195
Meiji Holdings Co. Ltd.	3,208	133,163
Minebea Co. Ltd.	14,967	62,614
Miraca Holdings, Inc.	2,493	99,273
Mitsubishi Chemical Holdings Corp.	62,651	345,122
Mitsubishi Corp.	62,463	1,261,920
Mitsubishi Electric Corp.	87,740	841,264
Mitsubishi Estate Co. Ltd.	57,440	858,205
Mitsubishi Gas Chemical Co., Inc.	17,246	95,674
Mitsubishi Heavy Industries Ltd.	140,533	598,867
Mitsubishi Logistics Corp.	5,298	58,851
Mitsubishi Materials Corp.	52,417	142,330
Mitsubishi Motors Corp.*	178,041	210,494
Mitsubishi Tanabe Pharma Corp.	10,166	160,870
Mitsubishi UFJ Financial Group, Inc.	585,824	2,488,820
Mitsubishi UFJ Lease & Finance Co. Ltd.	2,664	105,563
Mitsui & Co. Ltd.	81,269	1,263,856
Mitsui Chemicals, Inc.	37,183	113,525
Mitsui Engineering & Shipbuilding Co. Ltd.	33,576	52,347
Mitsui Fudosan Co. Ltd.	38,194	556,758
Mitsui O.S.K. Lines Ltd.	52,908	204,841
Mizuho Financial Group, Inc.	969,013	1,309,307
MS&AD Insurance Group Holdings, Inc.	25,972	481,175
Murata Manufacturing Co. Ltd.	9,386	482,287
Nabtesco Corp.	4,254	77,541
Namco Bandai Holdings, Inc.	9,003	128,197
NEC Corp.*	122,648	248,579
NGK Insulators Ltd.	11,762	139,671
NGK Spark Plug Co. Ltd.	7,568	93,899
NHK Spring Co. Ltd.	6,813	60,367
Nidec Corp.	4,939	429,283
Nikon Corp.	15,432	343,646
Nintendo Co. Ltd.	4,751	654,289

See Notes to Schedules of Portfolio Investments.

Nippon Building Fund, Inc. REIT	25	204,625
Nippon Electric Glass Co. Ltd.	17,541	173,655
Nippon Express Co. Ltd.	39,069	152,276
Nippon Meat Packers, Inc.	8,001	99,376
Nippon Paper Group, Inc.	4,520	98,657
Nippon Sheet Glass Co. Ltd.	41,197	77,074
Nippon Steel Corp.	235,450	587,325
Nippon Telegraph & Telephone Corp.	21,984	1,123,906
Nippon Yusen Kabushiki Kaisha	69,966	179,074
Nishi-Nippon City Bank Ltd. (The)	31,627	90,809
Nissan Motor Co. Ltd.	114,018	1,025,081
Nisshin Seifun Group, Inc.	8,238	99,858
Nisshin Steel Co. Ltd.	32,288	49,500
Nissin Foods Holdings Co. Ltd.	2,607	102,119
Nitori Holdings Co. Ltd.	1,712	160,590
Nitto Denko Corp.	7,646	273,575
NKSJ Holdings, Inc.	16,800	329,583
NOK Corp.	4,740	81,474
Nomura Holdings, Inc.	163,784	495,799
Nomura Real Estate Holdings, Inc.	4,259	63,412
Nomura Real Estate Office Fund, Inc. REIT	12	61,660
Nomura Research Institute Ltd.	4,608	104,169
NSK Ltd.	19,323	125,523
NTN Corp.	21,962	88,453
NTT Data Corp.	58	185,220
NTT DoCoMo, Inc.	707	1,299,734
NTT Urban Development Corp.	53	36,150
Obayashi Corp.	29,583	131,446
Odakyu Electric Railway Co. Ltd.	28,207	272,652
OJI Paper Co. Ltd.	38,651	198,352
Olympus Corp.	9,684	127,325
Omron Corp.	9,300	186,918
Ono Pharmaceutical Co. Ltd.	3,855	216,365
Oracle Corp. (Japan)	1,685	55,758
Oriental Land Co. Ltd.	2,238	236,390
ORIX Corp.	4,840	399,927
Osaka Gas Co. Ltd.	88,408	349,175
Otsuka Corp.	742	51,093
Otsuka Holdings Co. Ltd.	11,495	323,180
Panasonic Corp.	101,644	863,650
Rakuten, Inc.	333	358,223
Resona Holdings, Inc.	86,839	382,466
Ricoh Co. Ltd.	31,418	273,892
Rinnai Corp.	1,500	107,380
Rohm Co. Ltd.	4,487	209,281
Sankyo Co. Ltd.	2,448	123,879
Santen Pharmaceutical Co. Ltd.	3,465	142,706
SBI Holdings, Inc.	928	67,999
Secom Co. Ltd.	9,666	445,814
Sega Sammy Holdings, Inc.	9,930	214,546
Seiko Epson Corp.	5,956	79,161

See Notes to Schedules of Portfolio Investments.

Sekisui Chemical Co. Ltd.	19,187	158,292
Sekisui House Ltd.	25,975	230,491
Seven & I Holdings Co. Ltd.	34,458	960,276
Seven Bank Ltd.	24,000	47,083
Sharp Corp.	45,876	401,124
Shikoku Electric Power Co., Inc.	8,645	247,770
Shimadzu Corp.	10,922	92,518
Shimamura Co. Ltd.	1,030	105,315
Shimano, Inc.	3,462	168,220
Shimizu Corp.	26,779	112,376
Shin-Etsu Chemical Co. Ltd.	18,864	928,863
Shinsei Bank Ltd.	64,015	66,535
Shionogi & Co. Ltd.	13,853	177,999
Shiseido Co. Ltd.	16,403	301,549
Shizuoka Bank Ltd. (The)	27,227	286,879
Showa Denko Kabushiki Kaisha	67,496	136,798
Showa Shell Sekiyu Kabushiki Kaisha	8,669	58,454
SMC Corp.	2,415	389,688
Softbank Corp.	40,345	1,188,283
Sojitz Corp.(c)	58,690	90,738
Sony Corp.	46,395	833,024
Sony Financial Holdings, Inc.	8,201	120,825
Square Enix Holdings Co. Ltd.	2,879	56,518
Stanley Electric Co. Ltd.	6,690	98,303
Sumco Corp.*	5,301	39,188
Sumitomo Chemical Co. Ltd.	72,076	263,133
Sumitomo Corp.	52,068	704,883
Sumitomo Electric Industries Ltd.	34,185	372,184
Sumitomo Heavy Industries Ltd.	24,687	144,010
Sumitomo Metal Industries Ltd.	156,088	283,907
Sumitomo Metal Mining Co. Ltd.	23,703	304,564
Sumitomo Mitsui Financial Group, Inc.	62,216	1,733,027
Sumitomo Realty & Development Co. Ltd.	15,736	275,590
Sumitomo Rubber Industries Ltd.	7,868	94,453
Suruga Bank Ltd.	8,451	75,649
Suzuken Co. Ltd.	3,364	93,267
Suzuki Motor Corp.	15,699	324,708
Sysmex Corp.	3,332	108,570
T&D Holdings, Inc.	26,700	248,719
Taisei Corp.	47,704	120,856
Taisho Pharmaceutical Holdings Co. Ltd.*	1,600	123,477
Taiyo Nippon Sanso Corp.	12,064	84,167
Takashimaya Co. Ltd.	12,513	90,551
Takeda Pharmaceutical Co. Ltd.	36,278	1,593,084
TDK Corp.	5,768	255,540
Teijin Ltd.	42,202	129,945
Terumo Corp.	7,655	360,522
THK Co. Ltd.	5,448	107,375
Tobu Railway Co. Ltd.(c)	45,830	234,003
Toho Co. Ltd.	5,241	93,422
Toho Gas Co. Ltd.	17,843	113,591

See Notes to Schedules of Portfolio Investments.

Tohoku Electric Power Co., Inc.	21,513	206,549
Tokio Marine Holdings, Inc.	33,215	735,762
Tokyo Electric Power Co., Inc. (The)*	69,059	164,191
Tokyo Electron Ltd.	7,885	401,062
Tokyo Gas Co. Ltd.	115,103	529,381
Tokyu Corp.	51,940	255,752
Tokyu Land Corp.	18,984	71,773
TonenGeneral Sekiyu Kabushiki Kaisha	13,223	144,479
Toppan Printing Co. Ltd.	25,351	186,419
Toray Industries, Inc.	67,003	479,650
Toshiba Corp.	185,922	760,886
Tosoh Corp.	22,787	60,986
TOTO Ltd.	13,861	106,969
Toyo Seikan Kaisha Ltd.	7,173	97,852
Toyo Suisan Kaisha Ltd.	4,080	98,859
Toyoda Gosei Co. Ltd.	2,928	46,676
Toyota Boshoku Corp.	2,977	31,058
Toyota Industries Corp.	8,206	223,354
Toyota Motor Corp.	127,309	4,242,531
Toyota Tsusho Corp.	9,675	171,075
Trend Micro, Inc.	4,719	141,073
Tsumura & Co.	2,680	79,039
Ube Industries Ltd.	46,321	126,981
Uni-Charm Corp.	5,252	258,949
Ushio, Inc.	4,750	68,624
USS Co. Ltd.	1,004	90,787
West Japan Railway Co.	7,800	338,976
Yahoo Japan Corp.	667	214,823
Yakult Honsha Co. Ltd.	4,410	138,941
Yamada Denki Co. Ltd.	3,699	251,822
Yamaguchi Financial Group, Inc.	9,991	95,406
Yamaha Corp.	7,211	66,142
Yamaha Motor Co. Ltd.	12,618	159,672
Yamato Holdings Co. Ltd.	18,493	311,620
Yamato Kogyo Co. Ltd.	1,865	53,549
Yamazaki Baking Co. Ltd.	5,602	73,582
Yaskawa Electric Corp.	10,063	85,634
Yokogawa Electric Corp.*	9,582	86,521
		93,887,905
Jersey (0.2%)
Petrofac Ltd.	4,293	96,072
Randgold Resources Ltd.	1,510	154,420
Shire PLC	9,431	328,517
		579,009
Luxembourg (0.6%)
ArcelorMittal	34,698	634,548
Millicom International Cellular SA	1,716	171,923
SES	12,134	291,239
Tenaris SA	55,946	1,033,988
		2,131,698

See Notes to Schedules of Portfolio Investments.

Mauritius (0.0%)(d)
Essar Energy PLC*	5,378	14,315
Golden Agri-Resources Ltd.	140,525	77,465
		91,780
Netherlands (3.3%)
Aegon NV*	85,347	342,538
Akzo Nobel NV	11,451	553,692
ASML Holding NV	21,349	897,315
Corio NV REIT	2,939	127,827
Delta Lloyd NV	4,966	83,554
Fugro NV	3,317	192,735
Heineken Holding NV	5,757	235,601
Heineken NV	12,920	598,136
ING Groep NV*	189,747	1,365,426
Koninklijke Ahold NV	59,918	806,896
Koninklijke Boskalis Westminster NV	3,497	128,493
Koninklijke DSM NV	7,624	353,745
Koninklijke KPN NV	78,105	934,553
Koninklijke Philips Electronics NV	49,414	1,041,173
Koninklijke Vopak NV	3,494	184,615
QIAGEN NV*	14,357	197,894
Randstad Holding NV	5,837	172,697
Reed Elsevier NV	33,895	395,125
SBM Offshore NV	7,991	164,650
TNT Express NV*	18,055	134,925
TNT NV	18,356	58,443
Unilever NV	80,960	2,784,071
Wolters Kluwer NV	14,875	257,110
		12,011,214
New Zealand (0.7%)
Auckland International Airport Ltd.	174,238	341,779
Chorus Ltd.*	78,083	189,633
Contact Energy Ltd.*	66,546	272,983
Fletcher Building Ltd.	135,805	649,063
Sky City Entertainment Group Ltd.	109,173	292,332
Telecom Corp. of New Zealand Ltd.	389,344	627,345
		2,373,135
Norway (1.7%)
Aker Solutions ASA	12,083	127,177
DnB NOR ASA	71,766	702,559
Gjensidige Forsikring ASA	14,665	169,923
Kvaerner ASA*	12,083	19,698
Norsk Hydro ASA	68,219	316,409
Orkla ASA	56,329	420,524
Renewable Energy Corp. ASA*(c)	37,370	20,744
Seadrill Ltd.	22,558	754,341
StatoilHydro ASA	84,788	2,176,105
Telenor ASA	57,916	949,958

See Notes to Schedules of Portfolio Investments.

Yara International ASA	14,286	573,270
		6,230,708
Portugal (0.8%)
Banco Comercial Portugues SA*(c)	435,716	76,694
Banco Espirito Santo SA(c)	71,753	125,370
CIMPOR-Cimentos de Portugal SGPS SA	26,560	182,773
EDP—Energias de Portugal SA	260,917	807,421
Galp Energia SGPS SA	32,395	477,132
Jeronimo Martins SGPS SA*	29,815	493,542
Portugal Telecom SGPS SA(c)	95,509	550,076
		2,713,008
Singapore (0.8%)
Ascendas REIT	36,653	51,714
CapitaLand Ltd.	53,395	90,978
CapitaMall Trust REIT	39,901	52,297
CapitaMalls Asia Ltd.	27,618	24,061
City Developments Ltd.	10,673	73,235
ComfortDelGro Corp. Ltd.	39,404	42,987
Cosco Corp. (Singapore) Ltd.(c)	21,348	14,402
DBS Group Holdings Ltd.	36,475	323,960
Fraser and Neave Ltd.	18,484	88,355
Genting Singapore PLC*	126,031	146,723
Global Logistic Properties Ltd.*	38,512	52,109
Jardine Cycle & Carriage Ltd.	2,240	83,103
Keppel Corp. Ltd.	29,216	209,482
Keppel Land Ltd.	14,331	24,529
Neptune Orient Lines Ltd.	18,505	16,050
Olam International Ltd.	27,369	44,945
Oversea-Chinese Banking Corp. Ltd.	53,697	324,157
SembCorp Industries Ltd.	20,678	64,566
SembCorp Marine Ltd.	16,764	49,372
Singapore Airlines Ltd.	11,241	88,053
Singapore Exchange Ltd.	17,207	81,322
Singapore Press Holdings Ltd.	32,433	92,269
Singapore Technologies Engineering Ltd.	32,124	66,623
Singapore Telecommunications Ltd.	166,345	396,289
StarHub Ltd.	12,593	28,253
United Overseas Bank Ltd.	25,857	304,411
UOL Group Ltd.	9,866	30,426
Wilmar International Ltd.	39,895	153,791
Yangzijiang Shipbuilding Holdings Ltd.	39,380	27,629
		3,046,091
Spain (5.4%)
Abertis Infraestructuras SA	24,005	383,385
Acciona SA	1,631	140,862
Acerinox SA(c)	6,481	83,125
Actividades de Construccion y Servicios SA(c)	9,108	269,946
Amadeus IT Holding SA, Cl A	15,862	257,336
Banco Bilbao Vizcaya Argentaria SA	277,716	2,401,020
Banco de Sabadell SA(c)	72,654	275,891

See Notes to Schedules of Portfolio Investments.

Banco Popular Espanol SA(c)	62,642	285,382
Banco Santander SA	549,212	4,172,501
Bankinter SA(c)	13,615	83,701
Criteria Caixacorp SA	54,976	270,025
Distribuidora Internacional de Alimentacion SA*	23,627	106,875
EDP Renovaveis SA*	29,144	178,338
Enagas	11,548	213,578
Ferrovial SA	23,705	286,093
Fomento de Construcciones y Contratas SA(c)	3,321	86,136
Gas Natural SDG SA(c)	20,641	354,370
Grifols SA*	9,000	151,427
Iberdrola SA	261,927	1,640,417
Inditex SA	14,196	1,162,655
Indra Sistemas SA(c)	6,436	81,940
Mapfre SA	48,534	154,211
Mediaset Espana Comunication SA	10,818	61,745
Red Electrica Corporacion SA(c)	6,963	297,977
Repsol YPF SA(c)	51,265	1,574,811
Telefonica SA	266,646	4,619,253
Zardoya Otis SA	9,131	125,269
		19,718,269
Sweden (1.7%)
Alfa Laval AB	7,568	143,397
Assa Abloy AB, Cl B	6,962	174,605
Atlas Copco AB, Cl A	14,966	321,847
Atlas Copco AB, Cl B	8,691	165,181
Boliden AB	6,253	91,314
Electrolux AB, Cl B	5,502	87,702
Getinge AB	4,466	113,174
Hennes & Mauritz AB, Cl B	23,182	745,443
Hexagon AB, Cl B	5,699	85,211
Holmen AB	1,180	33,898
Husqvarna AB, Cl B	10,044	46,279
Industrivarden AB, C SHS	2,638	31,470
Investor AB, Cl B	10,203	190,360
Kinnevik Investment AB, Cl B	4,652	90,647
Modern Times Group AB, Cl B	1,086	51,885
Nordea Bank AB	59,612	461,249
Ratos AB, B Shares	4,328	50,782
Sandvik AB	22,710	278,676
Scania AB	7,154	106,031
Securitas AB, Cl B	7,060	60,936
Skandinaviska Enskilda Banken AB, Cl A	31,871	185,658
Skanska AB, Cl B	9,013	149,299
SKF AB, Cl B	8,748	185,077
SSAB AB, A Shares	3,556	31,338
Svenska Cellulosa AB, Cl B	13,055	193,490
Svenska Handelsbanken AB, Cl A	11,116	292,354
Swedbank AB, Cl A	18,255	236,475
Swedish Match AB	5,013	177,952
Tele2 AB, Cl B	7,144	138,997

See Notes to Schedules of Portfolio Investments.

Telefonaktiebolaget LM Ericsson, Cl B	66,926	684,620
TeliaSonera AB	48,973	332,818
Volvo AB, Cl B	30,825	337,272
		6,275,437
Switzerland (2.4%)
ABB Ltd.*	21,393	402,670
Actelion Ltd.*	1,090	37,424
Adecco SA*	1,299	54,419
Aryzta AG	844	40,794
Baloise Holding AG	470	32,224
Compagnie Financiere Richemont SA, Cl A	5,160	260,994
Credit Suisse Group AG*	11,231	263,886
GAM Holding AG*	2,109	22,902
Geberit AG*	385	74,188
Givaudan SA*	84	80,038
Glencore International PLC	13,803	84,029
Holcim Ltd.*	2,424	129,677
Julius Baer Group Ltd.*	2,056	80,419
Kuehne + Nagel International AG	531	59,641
Lindt & Spruengli AG PC	9	26,771
Lindt & Spruengli AG RS	1	33,419
Lonza Group AG*	498	29,425
Nestle SA	34,510	1,983,967
Novartis AG	23,223	1,327,664
Pargesa Holding SA	266	17,416
Roche Holding AG	7,007	1,187,602
Schindler Holding AG PC	476	55,440
Schindler Holding AG RS	211	24,508
SGS SA	54	89,396
Sika AG	21	39,572
Sonova Holding AG*	489	51,149
STMicroelectronics NV	25,965	154,282
Straumann Holding AG	78	13,461
Sulzer AG	237	25,332
Swatch Group AG (The) BS	307	114,884
Swatch Group AG (The) RS	432	28,791
Swiss Life Holding AG*	300	27,595
Swiss Re Ltd.*	3,477	177,200
Swisscom AG	233	88,284
Syngenta AG*	921	269,642
Synthes, Inc.(e)	645	108,152
Transocean Ltd.	3,100	119,703
UBS AG*	35,887	427,144
Xstrata PLC	34,198	519,411
Zurich Financial Services AG*	1,436	324,870
		8,888,385
United Kingdom (9.7%)
3i Group PLC	16,376	46,032
Admiral Group PLC	3,357	44,418
Aggreko PLC	4,399	137,794

See Notes to Schedules of Portfolio Investments.

AMEC PLC	5,458	76,922
Anglo American PLC	21,619	798,733
Antofagasta PLC	6,440	121,516
ARM Holdings PLC	22,484	206,713
Associated British Foods PLC	5,949	102,273
AstraZeneca PLC	23,183	1,071,095
Aviva PLC	46,447	216,974
Babcock International Group PLC	5,962	68,100
BAE Systems PLC	57,095	252,794
Balfour Beatty PLC	11,196	46,042
Barclays PLC	196,015	535,916
BG Group PLC	55,893	1,194,827
BHP Billiton PLC	36,051	1,051,160
BP PLC	310,404	2,219,874
British American Tobacco PLC	33,076	1,569,520
British Land Co. PLC (The) REIT	14,054	100,945
British Sky Broadcasting Group PLC	19,004	216,184
BT Group PLC	129,008	382,467
Bunzl PLC	5,471	75,109
Burberry Group PLC	7,128	131,177
Cairn Energy PLC*	23,268	95,867
Capita Group PLC	10,356	101,081
Capital Shopping Centres Group PLC REIT	9,252	44,872
Carnival PLC	3,051	100,734
Centrica PLC	84,935	381,598
Cobham PLC	19,162	54,577
Compass Group PLC	30,904	293,243
Diageo PLC	41,144	898,706
Eurasian Natural Resources Corp.	4,317	42,606
Fresnillo PLC	2,950	69,957
G4S PLC	23,657	99,857
GlaxoSmithKline PLC	86,741	1,982,240
Hammerson PLC REIT	11,715	65,496
Home Retail Group PLC	15,785	20,445
HSBC Holdings PLC	293,794	2,240,475
ICAP PLC	9,354	50,393
Imperial Tobacco Group PLC	17,271	653,112
Inmarsat PLC	7,777	48,878
InterContinental Hotels Group PLC	4,799	86,229
International Consolidated Airlines Group SA*	60,729	136,761
International Power PLC	25,238	132,164
Intertek Group PLC	2,661	84,097
Invensys PLC	13,505	44,254
Investec PLC	8,040	42,328
ITV PLC	62,227	65,859
J Sainsbury PLC	20,528	96,564
Johnson Matthey PLC	3,538	100,879
Kazakhmys PLC	3,542	50,992
Kingfisher PLC	39,561	154,026
Land Securities Group PLC REIT	12,699	125,330
Legal & General Group PLC	97,050	154,939

See Notes to Schedules of Portfolio Investments.

Lloyds Banking Group PLC*	695,671	279,872
London Stock Exchange Group PLC	2,496	30,817
Lonmin PLC	2,694	41,001
Man Group PLC	31,645	61,775
Marks & Spencer Group PLC	26,802	129,449
National Grid PLC	58,151	564,428
Next PLC	3,020	128,367
Old Mutual PLC	89,922	189,224
Pearson PLC	13,323	250,357
Prudential PLC	42,026	416,726
Reckitt Benckiser Group PLC	10,222	504,818
Reed Elsevier PLC	20,281	163,466
Rexam PLC	14,565	79,801
Rio Tinto PLC	23,913	1,160,528
Rolls-Royce Holdings PLC*	31,193	361,625
Royal Bank of Scotland Group PLC (The)*	295,941	92,747
Royal Dutch Shell PLC, Cl A	59,013	2,172,955
Royal Dutch Shell PLC, Cl B	44,536	1,697,295
RSA Insurance Group PLC	58,303	95,253
SABMiller PLC	15,722	553,395
Sage Group PLC (The)	21,779	99,507
Schroders PLC	1,909	38,956
Scottish & Southern Energy PLC	15,299	306,733
Segro PLC	12,314	39,873
Serco Group PLC	8,303	61,120
Severn Trent PLC	3,930	91,305
Smith & Nephew PLC	14,857	144,321
Smiths Group PLC	6,650	94,496
Standard Chartered PLC	39,134	856,321
Standard Life PLC	37,936	121,541
Subsea 7 SA*	20,575	381,856
Tesco PLC	134,433	842,301
TUI Travel PLC	8,590	22,118
Tullow Oil PLC	14,605	317,996
Unilever PLC	21,472	721,274
United Utilities Group PLC	11,263	105,998
Vedanta Resources PLC	1,982	31,242
Vodafone Group PLC	867,837	2,411,126
Weir Group PLC (The)	3,364	106,158
Whitbread PLC	2,928	71,118
WM Morrison Supermarkets PLC	37,666	190,812
Wolseley PLC	4,605	152,471
		35,367,686
Total Common Stocks (Cost $266,126,410)		345,098,500
Preferred Stocks (1.0%)
Germany (1.0%)
Bayerische Motoren Werke AG, 3.44%	3,180	150,430
Fresenius Medical Care AG, 1.38%	11,902	808,719
Henkel AG & Co. KGaA, 1.56%	10,837	625,410
Porsche Automobil Holding SE, 1.19%	9,263	495,730

See Notes to Schedules of Portfolio Investments.

ProSiebenSat.1 Media AG, 7.69%	4,656		85,057
RWE AG, 12.94%	2,394		78,809
Volkswagen AG, 1.84%	8,670		1,298,848
			3,543,003
Total Preferred Stocks (Cost $1,906,922)			3,543,003
Rights—Foreign (0.0%)(d)
Austria (0.0%)
IMMOEAST AG*(a)(b)(f)	175,419		—
Total Rights—Foreign (Cost $—)			—
Exchange Traded Funds (3.3%)
iShares MSCI Australia Index Fund(c)	18,473		396,061
iShares MSCI Austria Investable Market Index Fund(c)	8,995		127,909
iShares MSCI Belgium Investable Market Index Fund	10,909		115,527
iShares MSCI EAFE Index Fund	73,908		3,660,663
iShares MSCI EMU Index Fund(c)	102,599		2,862,512
iShares MSCI Germany Index Fund	27,028		519,478
iShares MSCI Italy Index Fund(c)	47,309		567,235
iShares MSCI Japan Index Fund(c)	286,859		2,613,286
iShares MSCI Netherlands Investable Market Index Fund	4,299		74,072
iShares MSCI Singapore Index Fund	5,728		62,034
iShares MSCI Spain Index Fund(c)	8,348		252,694
iShares MSCI Sweden Index Fund	5,202		130,778
iShares MSCI United Kingdom Index Fund(c)	29,870		482,699
Total Exchange Traded Funds (Cost $12,427,175)			11,864,948
Units (0.0%)(d)
Singapore (0.0%)
Hutchison Port Holdings Trust	112,590		69,806
Total Units (Cost $93,610)			69,806
Short-Term Investment (3.9%)
RidgeWorth Funds Securities Lending Joint Account(g)	14,307,075		14,307,075
Total Short-Term Investment (Cost $14,307,075)			14,307,075
Money Market Fund (0.1%)
United States (0.1%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(h)	548,112		548,112
Total Money Market Fund (Cost $548,112)			548,112
Total Investments (Cost $295,409,304) — 103.0%			375,431,444
Liabilities in excess of other assets — (3.0)%			(10,862,602	)
Net Assets — 100.0%		$	364,568,842

* Non-income producing security.

(a) 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).

(b) Valued at fair value using procedures approved by the Board of Trustees (See Notes to Schedules of Portfolio Investments).

See Notes to Schedules of Portfolio Investments.

(c) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $13,494,113.

(d) Less than 0.05% of Net Assets.

(e) 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 less than 0.05% of net assets as of December 31, 2011.

(f) Escrowed rights that are not tradable.

(g) 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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(h) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

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

The investment concentrations for the International Equity Index Fund as a percentage of total investments by sector, as of December 31, 2011, were as follows:

Financials	18.8	%
Industrials	12.3
Consumer Discretionary	10.6
Materials	9.4
Consumer Staples	8.9
Energy	8.2
Health Care	7.6
Telecommunication Services	6.3
Utilities	5.6
Information Technology	5.2
Short-Term Investments	3.8
Exchange Traded Funds	3.2
Money Market Fund	0.1

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Large Cap Core Growth Stock Fund

	Shares		Value($)
Common Stocks (100.1%)
Consumer Discretionary (13.4%)
BorgWarner, Inc.*		12,416		791,396
CBS Corp., Cl B		52,018		1,411,769
Coach, Inc.		21,885		1,335,860
DIRECTV, Cl A*		4,736		202,511
Las Vegas Sands Corp.*		31,346		1,339,415
Limited Brands, Inc.		2,878		116,127
Macy’s, Inc.		46,080		1,482,854
McDonald’s Corp.		15,819		1,587,120
Priceline.com, Inc.*		2,218		1,037,381
Ross Stores, Inc.		31,018		1,474,286
				10,778,719
Consumer Staples (15.0%)
Colgate-Palmolive Co.		12,152		1,122,723
Costco Wholesale Corp.		19,418		1,617,908
Hansen Natural Corp.*		16,448		1,515,519
Kraft Foods, Inc., Cl A		41,219		1,539,942
Mead Johnson Nutrition Co.		20,972		1,441,406
Philip Morris International, Inc.		26,225		2,058,138
Wal-Mart Stores, Inc.		17,396		1,039,585
Walgreen Co.		2,680		88,601
Whole Foods Market, Inc.		23,013		1,601,244
				12,025,066
Energy (9.9%)
Apache Corp.		14,458		1,309,606
Chevron Corp.		21,719		2,310,902
Exxon Mobil Corp.		714		60,519
Halliburton Co.		34,744		1,199,015
National Oilwell Varco, Inc.		22,828		1,552,076
Occidental Petroleum Corp.		15,802		1,480,647
				7,912,765
Financials (10.0%)
Ameriprise Financial, Inc.		23,283		1,155,768
Capital One Financial Corp.		38,222		1,616,409
Discover Financial Services		61,841		1,484,184
Goldman Sachs Group, Inc. (The)		12,577		1,137,338
JPMorgan Chase & Co.		37,556		1,248,737
Moody’s Corp.		35,901		1,209,146
NASDAQ OMX Group, Inc. (The)*		7,834		192,011
				8,043,593
Health Care (14.2%)
Agilent Technologies, Inc.*		1,923		67,170

See Notes to Schedules of Portfolio Investments.

Allergan, Inc.	17,025	1,493,773
AmerisourceBergen Corp.	35,191	1,308,753
Baxter International, Inc.	25,882	1,280,641
Cerner Corp.*	16,232	994,210
Eli Lilly & Co.	12,907	536,415
Humana, Inc.	15,608	1,367,417
Mylan, Inc.*	82,733	1,775,450
Pfizer, Inc.	24,915	539,161
UnitedHealth Group, Inc.	36,864	1,868,268
WellPoint, Inc.	2,847	188,614
		11,419,872
Industrials (10.6%)
Avery Dennison Corp.	2,958	84,836
Boeing Co. (The)	21,221	1,556,560
Caterpillar, Inc.	11,918	1,079,771
CNH Global NV NYS*	3,171	114,124
Cummins, Inc.	12,402	1,091,624
Danaher Corp.	22,827	1,073,782
Deere & Co.	14,116	1,091,873
Fluor Corp.	3,449	173,312
Joy Global, Inc.	14,128	1,059,176
Norfolk Southern Corp.	16,521	1,203,720
		8,528,778
Information Technology (24.7%)
Accenture PLC, Cl A	8,304	442,022
Altera Corp.	33,420	1,239,882
Analog Devices, Inc.	30,404	1,087,855
Apple, Inc.*	7,646	3,096,630
ARM Holdings PLC SP ADR	41,954	1,160,867
Baidu, Inc. SP ADR*	8,972	1,044,969
Dell, Inc.*	68,591	1,003,486
Google, Inc., Cl A*	2,476	1,599,248
International Business Machines Corp.	13,777	2,533,315
MasterCard, Inc., CL A	3,940	1,468,911
Microsoft Corp.	53,413	1,386,602
NetApp, Inc.*	29,451	1,068,188
Oracle Corp.	49,799	1,277,344
QUALCOMM, Inc.	26,430	1,445,721
STMicroelectronics NV NYS	4,408	26,139
		19,881,179
Materials (2.3%)
E.I. du Pont de Nemours & Co.	31,946	1,462,488
Freeport-McMoRan Copper & Gold, Inc.	5,267	193,773
International Paper Co.	5,607	165,967
		1,822,228
Total Common Stocks (Cost $73,150,877)		80,412,200

See Notes to Schedules of Portfolio Investments.

Money Market Fund (0.0%)(b)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)	28,605		28,605
Total Money Market Fund (Cost $28,605)			28,605
Total Investments (Cost $73,179,482) — 100.1%			80,440,805
Liabilities in excess of other assets — (0.1)%			(83,603	)
Net Assets — 100.0%		$	80,357,202

* Non-income producing security.

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

(b) Less than 0.05% of Net Assets.

Investment Abbreviations

NYS         — New York Registered Shares

SP ADR    — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Large Cap Growth Stock Fund

	Shares or Principal Amount($)		Value($)
Common Stocks (99.9%)
Consumer Discretionary (13.5%)
Amazon.com, Inc.*		31,029		5,371,120
Bed Bath & Beyond, Inc.*		61,882		3,587,300
BorgWarner, Inc.*		51,449		3,279,359
Coach, Inc.		83,253		5,081,763
Las Vegas Sands Corp.*		94,351		4,031,618
Macy’s, Inc.		113,978		3,667,812
Priceline.com, Inc.*		7,494		3,505,019
Scripps Networks Interactive, Inc., Cl A		87,837		3,726,046
Viacom, Inc., Cl B		58,423		2,652,988
Yum! Brands, Inc.		78,191		4,614,051
				39,517,076
Consumer Staples (9.4%)
Colgate-Palmolive Co.		51,975		4,801,970
Estee Lauder Cos., Inc. (The), Cl A		39,937		4,485,724
Green Mountain Coffee Roasters, Inc.*(a)		45,867		2,057,135
Hansen Natural Corp.*		48,739		4,490,811
Philip Morris International, Inc.		148,026		11,617,081
				27,452,721
Energy (10.5%)
Cameron International Corp.*		97,558		4,798,878
EOG Resources, Inc.		36,583		3,603,791
Halliburton Co.		120,890		4,171,914
National Oilwell Varco, Inc.		53,937		3,667,177
Occidental Petroleum Corp.		43,588		4,084,195
Peabody Energy Corp.		64,951		2,150,528
Schlumberger Ltd.		118,682		8,107,167
				30,583,650
Financials (3.9%)
Capital One Financial Corp.		77,939		3,296,040
Goldman Sachs Group, Inc. (The)		14,142		1,278,861
Hartford Financial Services Group, Inc. (The)		161,287		2,620,914
T. Rowe Price Group, Inc.		71,311		4,061,162
				11,256,977
Health Care (12.2%)
Alexion Pharmaceuticals, Inc.*		88,496		6,327,464
Allergan, Inc.		69,372		6,086,699
Biogen Idec, Inc.*		32,990		3,630,550
Cerner Corp.*		61,878		3,790,027
Express Scripts, Inc.*		72,282		3,230,283

See Notes to Schedules of Portfolio Investments.

Hospira, Inc.*	56,998	1,731,029
Intuitive Surgical, Inc.*	14,929	6,912,276
Mylan, Inc.*	186,895	4,010,767
		35,719,095
Industrials (13.7%)
BE Aerospace, Inc.*	87,062	3,370,170
Dover Corp.	63,723	3,699,120
Fluor Corp.	65,298	3,281,224
Honeywell International, Inc.	125,745	6,834,241
J.B. Hunt Transport Services, Inc.	104,280	4,699,900
Joy Global, Inc.	35,021	2,625,524
Precision Castparts Corp.	32,751	5,397,037
Union Pacific Corp.	35,622	3,773,795
United Parcel Service, Inc., Cl B	84,779	6,204,975
		39,885,986
Information Technology (32.9%)
Analog Devices, Inc.	104,898	3,753,250
Apple, Inc.*	55,058	22,298,490
ARM Holdings PLC SP ADR	184,499	5,105,087
ASML Holding NV NYS	81,556	3,408,225
Baidu, Inc. SP ADR*	31,989	3,725,759
Broadcom Corp., Cl A*	107,547	3,157,580
EMC Corp.*	262,190	5,647,573
F5 Networks, Inc.*	39,997	4,244,482
Google, Inc., Cl A*	19,532	12,615,719
Juniper Networks, Inc.*	136,524	2,786,455
NetApp, Inc.*	112,362	4,075,370
Oracle Corp.	314,614	8,069,849
QUALCOMM, Inc.	135,110	7,390,517
Salesforce.com, Inc.*	32,444	3,291,768
VeriFone Systems, Inc.*	39,315	1,396,469
Visa, Inc., Cl A	50,436	5,120,767
		96,087,360
Materials (3.8%)
International Paper Co.	155,719	4,609,282
Praxair, Inc.	61,150	6,536,935
		11,146,217
Total Common Stocks (Cost $190,741,716)		291,649,082
Short-Term Investment (0.7%)
RidgeWorth Funds Securities Lending Joint Account(b)	2,092,063	2,092,063
Total Short-Term Investment (Cost $2,092,063)		2,092,063
Money Market Fund (0.1%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)	176,886	176,886
Total Money Market Fund (Cost $176,886)		176,886

See Notes to Schedules of Portfolio Investments.

Total Investments (Cost $193,010,665) — 100.7%		293,918,031
Liabilities in excess of other assets — (0.7)%		(2,131,476	)
Net Assets — 100.0%	$	291,786,555

* Non-income producing security.

(a) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $2,046,865.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(c) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

NYS       — New York Registered Shares

SP ADR — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Large Cap Value Equity Fund

	Shares		Value($)
Common Stocks (96.9%)
Consumer Discretionary (7.8%)
Comcast Corp., Cl A		1,569,101		37,203,385
Honda Motor Co. Ltd. SP ADR		1,285,800		39,281,190
International Game Technology		900,700		15,492,040
Johnson Controls, Inc.		378,900		11,844,414
Lowe’s Cos., Inc.		1,102,900		27,991,602
Walt Disney Co. (The)		508,250		19,059,375
				150,872,006
Consumer Staples (8.7%)
Avon Products, Inc.		1,151,650		20,119,325
ConAgra Foods, Inc.		1,075,974		28,405,713
CVS Caremark Corp.		489,800		19,974,044
Kraft Foods, Inc., Cl A		519,199		19,397,275
PepsiCo, Inc.		427,759		28,381,810
Procter & Gamble Co. (The)		783,200		52,247,272
				168,525,439
Energy (11.6%)
Baker Hughes, Inc.		705,350		34,308,224
Chevron Corp.		321,050		34,159,720
ConocoPhillips		674,207		49,129,464
Murphy Oil Corp.		482,400		26,888,976
National Oilwell Varco, Inc.		140,800		9,572,992
Occidental Petroleum Corp.		476,700		44,666,790
QEP Resources, Inc.		845,008		24,758,734
				223,484,900
Financials (16.2%)
Citigroup, Inc.		382,260		10,057,261
Comerica, Inc.		610,500		15,750,900
Franklin Resources, Inc.		119,300		11,459,958
General Growth Properties, Inc., REIT		648,657		9,742,828
JPMorgan Chase & Co.		1,648,816		54,823,132
MetLife, Inc.		641,500		20,001,970
Northern Trust Corp.		580,500		23,022,630
Prudential Financial, Inc.		395,951		19,845,064
Realty Income Corp., REIT		546,000		19,088,160
Travelers Cos., Inc. (The)		646,300		38,241,571
U.S. Bancorp		1,287,500		34,826,875
Wells Fargo & Co.		2,051,300		56,533,828
				313,394,177
Health Care (13.8%)
Baxter International, Inc.		759,450		37,577,586
Becton Dickinson and Co.		261,700		19,554,224

See Notes to Schedules of Portfolio Investments.

CIGNA Corp.	915,500	38,451,000
Johnson & Johnson	801,900	52,588,602
Medtronic, Inc.	1,041,250	39,827,813
Merck & Co., Inc.	1,036,150	39,062,855
Pfizer, Inc.	1,764,400	38,181,616
		265,243,696
Industrials (15.2%)
ABB Ltd. SP ADR*	1,098,100	20,677,223
Cummins, Inc.	173,700	15,289,074
Dover Corp.	712,600	41,366,430
Eaton Corp.	447,300	19,470,969
Emerson Electric Co.	556,050	25,906,369
Flowserve Corp.	113,377	11,260,604
General Electric Co.	3,221,000	57,688,110
Ingersoll-Rand PLC	1,099,300	33,495,671
Republic Services, Inc.	679,998	18,733,945
Union Pacific Corp.	145,450	15,408,973
United Parcel Service, Inc., Cl B	457,536	33,487,060
		292,784,428
Information Technology (11.0%)
Broadcom Corp., Cl A*	527,800	15,496,208
Cisco Systems, Inc.	1,859,400	33,617,952
Corning, Inc.	1,141,300	14,814,074
Harris Corp.	497,125	17,916,385
Hewlett-Packard Co.	1,033,000	26,610,080
Microsoft Corp.	1,312,500	34,072,500
Texas Instruments, Inc.	1,501,000	43,694,110
Xerox Corp.	3,336,850	26,561,326
		212,782,635
Materials (1.9%)
Airgas, Inc.	182,868	14,278,333
Ashland, Inc.	388,050	22,180,938
		36,459,271
Telecommunication Services (4.3%)
AT&T, Inc.	1,619,450	48,972,168
Windstream Corp.	2,833,350	33,263,529
		82,235,697
Utilities (6.4%)
NextEra Energy, Inc.	631,500	38,445,720
PG&E Corp.	941,326	38,801,458
PPL Corp.	1,550,350	45,611,297
		122,858,475
Total Common Stocks (Cost $1,752,640,271)		1,868,640,724
Money Market Fund (4.4%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)	84,324,635	84,324,635
Total Money Market Fund (Cost $84,324,635)		84,324,635

See Notes to Schedules of Portfolio Investments.

Total Investments (Cost $1,836,964,906) — 101.3%		1,952,965,359
Liabilities in excess of other assets — (1.3)%		(25,048,335	)
Net Assets — 100.0%	$	1,927,917,024

* Non-income producing security.

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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 December 31, 2011

(Unaudited)

Mid-Cap Value Equity Fund

	Shares or Principal Amount($)		Value($)
Common Stocks (97.2%)
Consumer Discretionary (11.4%)
Arcos Dorados Holdings, Inc., Cl A(a)		581,300		11,934,089
Cablevision Systems Corp., Cl A		1,035,000		14,717,700
Cooper Tire & Rubber Co.		1,807,794		25,327,194
Darden Restaurants, Inc.		212,500		9,685,750
Hasbro, Inc.		536,300		17,102,607
International Game Technology		1,297,200		22,311,840
Johnson Controls, Inc.		637,400		19,925,124
M.D.C. Holdings, Inc.		1,285,700		22,666,891
RadioShack Corp.		1,449,600		14,075,616
Time Warner Cable, Inc., Cl A		610,800		38,828,556
Whirlpool Corp.		438,000		20,783,100
				217,358,467
Consumer Staples (5.2%)
Avon Products, Inc.		1,740,200		30,401,294
Clorox Co. (The)		322,400		21,458,944
ConAgra Foods, Inc.		1,372,500		36,234,000
Molson Coors Brewing Co., Cl B		228,800		9,961,952
				98,056,190
Energy (10.0%)
Arch Coal, Inc.		1,376,200		19,968,662
Baker Hughes, Inc.		622,600		30,283,264
Marathon Petroleum Corp.		348,800		11,611,552
Murphy Oil Corp.		512,000		28,538,880
Noble Energy, Inc.		184,100		17,377,199
QEP Resources, Inc.		1,391,900		40,782,670
Tidewater, Inc.		867,200		42,752,960
				191,315,187
Financials (22.8%)
AllianceBernstein Holding LP(a)		1,485,572		19,431,281
Allstate Corp. (The)		798,200		21,878,662
American Campus Communities, Inc., REIT		340,700		14,295,772
Assurant, Inc.		434,100		17,824,146
Comerica, Inc.		1,099,900		28,377,420
Fifth Third Bancorp		2,801,500		35,635,080
Hancock Holding Co.		1,031,100		32,964,267
Hanover Insurance Group, Inc. (The)		1,061,900		37,113,405
Host Hotels & Resorts, Inc., REIT		649,100		9,587,207
Lazard Ltd., Cl A		2,389,600		62,392,456
MB Financial, Inc.		1,918,598		32,808,026

See Notes to Schedules of Portfolio Investments.

National Retail Properties, Inc., REIT	573,500	15,128,930
Northern Trust Corp.	495,000	19,631,700
PartnerRe Ltd.	575,200	36,933,592
Realty Income Corp., REIT(a)	757,600	26,485,696
Weyerhaeuser Co., REIT	1,282,300	23,940,541
		434,428,181
Health Care (8.9%)
Becton Dickinson and Co.	276,800	20,682,496
CIGNA Corp.	1,126,600	47,317,200
Cooper Cos., Inc. (The)	284,100	20,034,732
St Jude Medical, Inc.	1,348,100	46,239,830
STERIS Corp.	1,183,400	35,288,988
		169,563,246
Industrials (10.8%)
Bombardier, Inc., Cl B	4,771,500	18,856,968
Dover Corp.	395,200	22,941,360
Flowserve Corp.	181,600	18,036,512
Ingersoll-Rand PLC	866,000	26,387,020
Interface, Inc., Cl A	1,728,185	19,943,255
Parker Hannifin Corp.	120,200	9,165,250
Regal-Beloit Corp.	347,100	17,691,687
Republic Services, Inc.	767,300	21,139,115
Rockwell Automation, Inc.	140,600	10,315,822
Stanley Black & Decker, Inc.	278,500	18,826,600
Timken Co. (The)	593,500	22,974,385
		206,277,974
Information Technology (8.9%)
Broadcom Corp., Cl A*	652,700	19,163,272
Broadridge Financial Solutions, Inc.	830,300	18,723,265
Corning, Inc.	737,300	9,570,154
Harris Corp.	922,500	33,246,900
Intersil Corp., Cl A	3,210,200	33,514,488
Maxim Integrated Products, Inc.	841,500	21,912,660
Xerox Corp.	4,164,800	33,151,808
		169,282,547
Materials (9.0%)
Ashland, Inc.	932,600	53,307,416
Cabot Corp.	772,400	24,824,936
Cytec Industries, Inc.	207,500	9,264,875
Packaging Corp. of America	575,700	14,530,668
Scotts Miracle-Gro Co. (The), Cl A(a)	645,100	30,119,719
Sealed Air Corp.	2,297,000	39,531,370
		171,578,984
Telecommunication Services (4.3%)
CenturyLink, Inc.	1,228,200	45,689,040
Windstream Corp.	3,138,300	36,843,642
		82,532,682
Utilities (5.9%)
American Water Works Co., Inc.	629,900	20,068,614

See Notes to Schedules of Portfolio Investments.

Edison International	497,800		20,608,920
PG&E Corp.	1,233,600		50,848,992
UGI Corp.	725,600		21,332,640
			112,859,166
Total Common Stocks (Cost $1,905,777,423)			1,853,252,624
Short-Term Investment (2.3%)
RidgeWorth Funds Securities Lending Joint Account(b)	45,174,100		45,174,100
Total Short-Term Investment (Cost $45,174,100)			45,174,100
Money Market Fund (2.2%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)	41,695,951		41,695,951
Total Money Market Fund (Cost $41,695,951)			41,695,951
Total Investments (Cost $1,992,647,474)— 101.7%			1,940,122,675
Liabilities in excess of other assets — (1.7)%			(33,242,772	)
Net Assets — 100.0%		$	1,906,879,903

* Non-income producing security.

(a) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $44,192,770.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(c) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

REIT         — Real Estate Investment Trust

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Select Large Cap Growth Stock Fund

	Shares		Value($)
Common Stocks (99.4%)
Consumer Discretionary (17.6%)
Amazon.com, Inc.*		4,717		816,513
BorgWarner, Inc.*		14,187		904,279
Coach, Inc.		22,466		1,371,325
Las Vegas Sands Corp.*		24,614		1,051,756
Macy’s, Inc.		49,528		1,593,811
Priceline.com, Inc.*		2,563		1,198,741
Viacom, Inc., Cl B		32,827		1,490,674
				8,427,099
Consumer Staples (12.1%)
Costco Wholesale Corp.		13,546		1,128,653
Estee Lauder Cos., Inc. (The), Cl A		12,287		1,380,076
Hansen Natural Corp.*		12,278		1,131,295
Mead Johnson Nutrition Co.		13,178		905,724
Whole Foods Market, Inc.		17,782		1,237,271
				5,783,019
Energy (8.7%)
Cameron International Corp.*		13,951		686,250
Halliburton Co.		28,193		972,940
Occidental Petroleum Corp.		13,855		1,298,213
Schlumberger Ltd.		17,844		1,218,924
				4,176,327
Financials (3.6%)
Capital One Financial Corp.		20,263		856,922
Goldman Sachs Group, Inc. (The)		9,603		868,400
				1,725,322
Health Care (11.7%)
Agilent Technologies, Inc.*		26,001		908,215
Allergan, Inc.		13,489		1,183,525
AmerisourceBergen Corp.		36,895		1,372,125
Express Scripts, Inc.*		19,216		858,763
Intuitive Surgical, Inc.*		2,757		1,276,518
				5,599,146
Industrials (7.5%)
Joy Global, Inc.		15,209		1,140,219
Precision Castparts Corp.		4,759		784,235
Union Pacific Corp.		15,556		1,648,003
				3,572,457
Information Technology (35.7%)
Analog Devices, Inc.		46,564		1,666,060
Apple, Inc.*		9,263		3,751,515

See Notes to Schedules of Portfolio Investments.

ARM Holdings PLC SP ADR	26,757		740,366
ASML Holding NV NYS	22,171		926,526
Baidu, Inc. SP ADR*	6,702		780,582
F5 Networks, Inc.*	14,829		1,573,654
Google, Inc., Cl A*	2,286		1,476,527
NetApp, Inc.*	24,716		896,449
Oracle Corp.	54,991		1,410,519
QUALCOMM, Inc.	37,571		2,055,134
Visa, Inc., Cl A	17,918		1,819,215
			17,096,547
Materials (2.5%)
Praxair, Inc.	11,319		1,210,001
Total Common Stocks (Cost $38,113,690)			47,589,918
Money Market Fund (0.7%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)	352,184		352,184
Total Money Market Fund (Cost $352,184)			352,184
Total Investments (Cost $38,465,874) — 100.1%			47,942,102
Liabilities in excess of other assets — (0.1)%			(39,483	)
Net Assets — 100.0%		$	47,902,619

* Non-income producing security.

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

NYS          — New York Registered Shares

SP ADR   — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Small Cap Growth Stock Fund

	Shares or Principal Amount($)		Value($)
Common Stocks (99.0%)
Consumer Discretionary (15.1%)
ANN, Inc.*		133,296		3,303,075
AscenaRetail Group, Inc.*		136,292		4,050,598
Body Central Corp.*		44,970		1,122,451
Buffalo Wild Wings, Inc.*(a)		54,840		3,702,248
Chico’s FAS, Inc.		230,334		2,565,921
Coinstar, Inc.*(a)		67,571		3,083,941
Cooper Tire & Rubber Co.		163,519		2,290,901
CROCS, Inc.*		179,317		2,648,512
Deckers Outdoor Corp.*		13,273		1,003,041
DSW, Inc., Cl A		53,658		2,372,220
eLong, Inc. SP ADR*(a)		9,444		141,943
Hibbett Sports, Inc.*		40,755		1,841,311
Life Time Fitness, Inc.*		88,575		4,140,881
Makemytrip Ltd.*(a)		27,911		670,980
Modine Manufacturing Co.*		88,573		837,901
Panera Bread Co., CL A*		16,101		2,277,487
Ruby Tuesday, Inc.*		296,591		2,046,478
Skullcandy, Inc.*(a)		123,805		1,550,039
Sonic Automotive, Inc., Cl A(a)		149,756		2,217,886
Steven Madden Ltd.*		113,254		3,907,263
Vera Bradley, Inc.*(a)		66,325		2,138,981
				47,914,058
Consumer Staples (2.2%)
Diamond Foods, Inc.(a)		39,091		1,261,467
Inter Parfums, Inc.		141,242		2,197,725
Nu Skin Enterprises, Inc., Cl A		75,412		3,662,761
				7,121,953
Energy (8.3%)
Basic Energy Services, Inc.*		147,689		2,909,473
Bill Barrett Corp.*		23,879		813,558
GeoResources, Inc.*		40,415		1,184,564
Gulfport Energy Corp.*		106,177		3,126,913
Hornbeck Offshore Services, Inc.*(a)		40,788		1,265,244
Kodiak Oil & Gas Corp.*(a)		393,866		3,741,727
Lufkin Industries, Inc.		64,130		4,316,590
Mitcham Industries, Inc.*		15,170		331,313
Oasis Petroleum, Inc.*		50,725		1,475,590
Pioneer Drilling Co.*		138,489		1,340,573
Stone Energy Corp.*		60,813		1,604,247

See Notes to Schedules of Portfolio Investments.

World Fuel Services Corp.	98,228	4,123,611
		26,233,403
Financials (6.3%)
Cardtronics, Inc.*	131,164	3,549,298
Cathay General Bancorp	122,462	1,828,357
Encore Capital Group, Inc.*	128,118	2,723,789
Portfolio Recovery Associates, Inc.*	59,380	4,009,337
Stifel Financial Corp.*	116,154	3,722,736
World Acceptance Corp.*(a)	56,186	4,129,671
		19,963,188
Health Care (19.1%)
Catalyst Health Solutions, Inc.*	55,341	2,877,732
Cubist Pharmaceuticals, Inc.*(a)	96,347	3,817,268
Endologix, Inc.*	173,599	1,992,917
HealthSouth Corp.*	125,476	2,217,161
HeartWare International, Inc.*(a)	24,610	1,698,090
HMS Holdings Corp.*	164,934	5,274,589
ICON PLC SP ADR*	155,020	2,652,392
Impax Laboratories, Inc.*	111,650	2,251,980
Incyte Corp. Ltd.*(a)	116,660	1,751,067
Medicines Co. (The)*	117,692	2,193,779
Medicis Pharmaceutical Corp., Cl A	37,971	1,262,536
Medidata Solutions, Inc.*	114,626	2,493,115
Merit Medical Systems, Inc.*	118,832	1,589,972
Neogen Corp.*	34,611	1,060,481
NuVasive, Inc.*(a)	82,065	1,033,198
Onyx Pharmaceuticals, Inc.*	77,468	3,404,719
Par Pharmaceutical Cos., Inc.*	46,188	1,511,733
PSS World Medical, Inc.*	79,784	1,929,975
Quality Systems, Inc.	88,648	3,279,090
Questcor Pharmaceuticals, Inc.*	99,634	4,142,782
Salix Pharmaceuticals Ltd.*	37,672	1,802,605
SonoSite, Inc.*	60,388	3,252,498
STERIS Corp.	92,495	2,758,201
Team Health Holdings, Inc.*	53,439	1,179,399
Viropharma, Inc.*	67,290	1,843,073
West Pharmaceutical Services, Inc.	41,614	1,579,251
		60,849,603
Industrials (18.6%)
AAR Corp.	165,710	3,176,661
Acacia Research—Acacia Technologies*	89,938	3,283,636
Alaska Air Group, Inc.*	30,105	2,260,584
American Science & Engineering, Inc.	20,400	1,389,444
Barnes Group, Inc.	125,200	3,018,572
Corporate Executive Board Co. (The)	58,663	2,235,060
EnPro Industries, Inc.*	65,924	2,174,174
Forward Air Corp.	80,079	2,566,532
Hexcel Corp.*	146,071	3,536,379
Higher One Holdings, Inc.*(a)	144,620	2,666,793
Hub Group, Inc., Cl A*	124,185	4,027,320

See Notes to Schedules of Portfolio Investments.

InnerWorkings, Inc.*(a)	293,617	2,733,574
Kelly Services, Inc., Cl A	101,321	1,386,071
Kforce, Inc.*	134,992	1,664,451
Knight Transportation, Inc.	135,857	2,124,803
MasTec, Inc.*	108,583	1,886,087
MYR Group, Inc.*	135,351	2,590,618
Raven Industries, Inc.	38,208	2,365,075
RSC Holdings, Inc.*	111,675	2,065,988
Ryder System, Inc.	39,355	2,091,325
Titan Machinery, Inc.*	91,814	1,995,118
Triumph Group, Inc.	32,800	1,917,160
Valmont Industries, Inc.	29,254	2,655,971
Woodward, Inc.	84,931	3,476,226
		59,287,622
Information Technology (23.3%)
Anixter International, Inc.*	19,803	1,181,051
Ariba, Inc.*	96,904	2,721,064
Aruba Networks, Inc.*(a)	173,148	3,206,701
Bottomline Technologies, Inc.*	94,012	2,178,258
BroadSoft, Inc.*(a)	86,581	2,614,746
Calix, Inc.*	161,567	1,045,339
Cavium, Inc.*	59,317	1,686,382
Cirrus Logic, Inc.*	225,501	3,574,191
Coherent, Inc.*	69,453	3,630,308
Concur Technologies, Inc.*	87,304	4,434,170
Finisar Corp.*	106,068	1,776,109
Inphi Corp.*	246,155	2,944,014
InterDigital, Inc.(a)	48,240	2,101,817
NETGEAR, Inc.*	96,004	3,222,854
NetSuite, Inc.*(a)	97,114	3,937,973
NIC, Inc.	145,481	1,936,352
OpenTable, Inc.*(a)	47,808	1,870,727
OPNET Technologies, Inc.	70,512	2,585,675
QLIK Technologies, Inc.*	107,536	2,602,371
Sapient Corp.	106,293	1,339,292
Semtech Corp.*	125,173	3,106,794
SolarWinds, Inc.*	133,582	3,733,617
Sourcefire, Inc.*	47,558	1,539,928
Stratasys, Inc.*(a)	71,045	2,160,478
Taleo Corp., Cl A*	116,967	4,525,453
Tangoe, Inc.*	37,207	572,988
TriQuint Semiconductor, Inc.*	274,995	1,339,226
Ultimate Software Group, Inc.*	53,563	3,488,023
Universal Display Corp.*(a)	30,444	1,116,990
VeriFone Systems, Inc.*	49,740	1,766,765
		73,939,656
Materials (5.1%)
Balchem Corp.	42,329	1,716,018
Buckeye Technologies, Inc.	96,071	3,212,614
Flotek Industries, Inc.*(a)	96,296	959,108

See Notes to Schedules of Portfolio Investments.

Haynes International, Inc.	50,938		2,781,215
HB Fuller Co.	91,969		2,125,404
PolyOne Corp.	59,570		688,033
Rock-Tenn Co., Cl A	43,144		2,489,409
Zagg, Inc.*(a)	307,758		2,175,849
			16,147,650
Telecommunication Services (1.0%)
8x8, Inc.*(a)	389,136		1,233,561
Cogent Communications Group, Inc.*	122,411		2,067,522
			3,301,083
Total Common Stocks (Cost $270,460,272)			314,758,216
Short-Term Investment (13.0%)
RidgeWorth Funds Securities Lending Joint Account(b)	41,296,771		41,296,771
Total Short-Term Investment (Cost $41,296,771)			41,296,771
Money Market Fund (1.3%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(c)	4,262,439		4,262,439
Total Money Market Fund (Cost $4,262,439)			4,262,439
Total Investments (Cost $316,019,482) — 113.3%			360,317,426
Liabilities in excess of other assets — (13.3)%			(42,368,435	)
Net Assets — 100.0%		$	317,948,991

* Non-income producing security.

(a) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $40,193,794.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(c) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

SP ADR — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Small Cap Value Equity Fund

	Shares		Value($)
Common Stocks (93.7%)
Consumer Discretionary (15.6%)
Aaron’s, Inc.		91,850		2,450,558
Brunswick Corp.		218,400		3,944,304
Choice Hotels International, Inc.		97,900		3,725,095
Cracker Barrel Old Country Store, Inc.		195,500		9,855,155
Einstein Noah Restaurant Group, Inc.		297,200		4,701,704
Gafisa SA ADR		770,800		3,545,680
Guess?, Inc.		853,554		25,452,980
Hillenbrand, Inc.		122,900		2,743,128
HSN, Inc.		223,300		8,096,858
Lithia Motors, Inc., Cl A		287,700		6,289,122
M.D.C. Holdings, Inc.		434,400		7,658,472
Meredith Corp.		395,300		12,906,545
NutriSystem, Inc.		659,250		8,524,103
RadioShack Corp.		1,058,600		10,279,006
Rent-A-Center, Inc.		292,100		10,807,700
Scholastic Corp.		392,850		11,773,714
Sonic Automotive, Inc., Cl A		734,900		10,883,869
Thor Industries, Inc.		493,800		13,544,934
Wendy’s Co. (The)		2,650,400		14,206,144
Williams-Sonoma, Inc.		286,100		11,014,850
				182,403,921
Consumer Staples (0.7%)
WD-40 Co.		202,150		8,168,882
Energy (3.7%)
Arch Coal, Inc.		430,700		6,249,457
Berry Petroleum Co., Cl A		321,000		13,488,420
Bristow Group, Inc.		280,200		13,278,678
Tidewater, Inc.		213,200		10,510,760
				43,527,315
Financials (22.7%)
Advance America Cash Advance Centers, Inc.		709,850		6,353,158
Banco Latinoamericano de Expectaciones SA, Cl E		238,550		3,828,728
Bank of Hawaii Corp.		140,800		6,264,192
Campus Crest Communities, Inc., REIT		402,100		4,045,126
Cash America International, Inc.		398,450		18,579,723
Cash Store Financial Services, Inc. (The)		213,000		1,263,090
Compass Diversified Holdings		559,600		6,933,444
E-House China Holdings Ltd. ADS		767,300		3,276,371
Evercore Partners, Inc., Cl A		344,050		9,158,611
Hancock Holding Co.		602,074		19,248,306
Hanover Insurance Group, Inc. (The)		592,450		20,706,127

See Notes to Schedules of Portfolio Investments.

HCC Insurance Holdings, Inc.	947,300	26,050,750
JMP Group, Inc.	650,600	4,651,790
LaSalle Hotel Properties, REIT	459,000	11,112,390
Lazard Ltd., Cl A	165,200	4,313,372
Mid-America Apartment Communities, Inc., REIT	195,800	12,247,290
Monmouth Real Estate Investment Corp., Cl A REIT	114,700	1,049,505
National Retail Properties, Inc., REIT	427,050	11,265,579
Oppenheimer Holdings, Inc., Cl A	222,900	3,588,690
Protective Life Corp.	572,600	12,917,856
StanCorp Financial Group, Inc.	615,400	22,615,950
Starwood Property Trust, Inc., REIT	465,600	8,618,256
Summit Hotel Properties, Inc., REIT	230,800	2,178,752
Tanger Factory Outlet Centers, Inc., REIT	371,500	10,892,380
Tower Group, Inc.	297,850	6,007,635
Trust Co Bank Corp. NY	368,700	2,068,407
UMB Financial Corp.	449,150	16,730,837
Washington REIT	343,950	9,407,032
		265,373,347
Health Care (4.0%)
Cooper Cos., Inc. (The)	268,896	18,962,546
Ensign Group, Inc.	236,700	5,799,150
Landauer, Inc.	133,400	6,870,100
Omnicare, Inc.	154,600	5,325,970
STERIS Corp.	299,057	8,917,880
		45,875,646
Industrials (28.7%)
A.O. Smith Corp.	900,575	36,131,069
ABM Industries, Inc.	517,600	10,672,912
Aceto Corp.	140,800	971,520
Brink’s Co. (The)	372,100	10,002,048
China Yuchai International Ltd.	138,800	1,914,052
CIRCOR International, Inc.	133,800	4,724,478
Copa Holdings SA, Cl A	397,107	23,298,268
Crane Co.	240,100	11,215,071
Cubic Corp.	69,150	3,014,249
Forward Air Corp.	360,500	11,554,025
GATX Corp.	343,471	14,995,944
Gol Linhas Aereas Inteligentes SA ADR	882,750	5,852,632
Grupo Aeroportuario del Pacifico SA de CV SP ADR	359,976	12,152,790
Harsco Corp.	421,000	8,664,180
Herman Miller, Inc.	448,800	8,280,360
Interface, Inc., Cl A	2,084,571	24,055,949
John Beam Technologies Corp.	278,125	4,274,781
Knoll, Inc.	88,700	1,317,195
Lennox International, Inc.	431,800	14,573,250
LSI Industries, Inc.	177,265	1,063,590
Macquarie Infrastructure Co. LLC	282,600	7,898,670
Manpower, Inc.	102,700	3,671,525
Mine Safety Appliances Co.	50,200	1,662,624
Nordson Corp.	217,700	8,964,886

See Notes to Schedules of Portfolio Investments.

	$000,000,000		$000,000,000
Progressive Waste Solutions Ltd.	1,575,050		30,855,229
Regal-Beloit Corp.	178,600		9,103,242
Ryder System, Inc.	226,400		12,030,896
Snap-on, Inc.	491,650		24,887,323
Tennant Co.	138,400		5,379,608
Viad Corp.	464,200		8,114,216
Watsco, Inc.	214,100		14,057,806
			335,354,388
Information Technology (5.1%)
Aixtron AG SP ADR	1,169,820		14,856,714
Black Box Corp.	227,550		6,380,502
Broadridge Financial Solutions, Inc.	106,500		2,401,575
Cohu, Inc.	326,953		3,710,916
Intersil Corp., Cl A	1,807,340		18,868,630
Plantronics, Inc.	380,750		13,569,930
			59,788,267
Materials (11.4%)
A. Schulman, Inc.	395,100		8,368,218
Buckeye Technologies, Inc.	362,600		12,125,344
Cabot Corp.	368,000		11,827,520
Carpenter Technology Corp.	238,300		12,267,684
Cytec Industries, Inc.	154,600		6,902,890
Globe Specialty Metals, Inc.	607,100		8,129,069
Haynes International, Inc.	133,300		7,278,180
Olin Corp.	859,900		16,897,035
Schnitzer Steel Industries, Inc., Cl A	119,500		5,052,460
Sensient Technologies Corp.	252,565		9,572,214
Valspar Corp. (The)	877,250		34,186,432
			132,607,046
Utilities (1.8%)
Avista Corp.	283,250		7,293,688
California Water Service Group	431,200		7,873,712
Unisource Energy Corp.	163,000		6,017,960
			21,185,360
Total Common Stocks (Cost $1,063,211,050)			1,094,284,172
Money Market Fund (6.2%)
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.15%(a)	72,205,551		72,205,551
Total Money Market Fund (Cost $72,205,551)			72,205,551
Total Investments (Cost $1,135,416,601) — 99.9%			1,166,489,723
Other assets in excess of liabilities — 0.1%			1,141,658
Net Assets — 100.0%		$	1,167,631,381

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

ADR    — American Depositary Receipt

ADS     — American Depositary Shares

See Notes to Schedules of Portfolio Investments.

REIT         — Real Estate Investment Trust

SP ADR  — Sponsored American Depositary Receipt

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Aggressive Growth Allocation Strategy

	Shares		Value($)
Equity Funds (76.5%)(a)
RidgeWorth Aggressive Growth Stock Fund*		70,072		946,672
RidgeWorth International Equity Fund		103,952		988,582
RidgeWorth International Equity Index Fund		91,828		963,279
RidgeWorth Large Cap Core Growth Stock Fund		125,427		1,586,658
RidgeWorth Large Cap Growth Stock Fund		285,169		3,111,195
RidgeWorth Large Cap Value Equity Fund		389,445		4,844,693
RidgeWorth Mid-Cap Value Equity Fund		220,905		2,169,290
RidgeWorth Select Large Cap Growth Stock Fund*		85,751		2,458,486
RidgeWorth Small Cap Growth Stock Fund*		77,658		1,193,598
RidgeWorth Small Cap Value Equity Fund		95,462		1,181,822
Total Equity Funds (Cost $17,847,100)				19,444,275
Exchange Traded Funds (19.6%)
iShares Dow Jones U.S. Real Estate Index Fund		8,797		499,582
iShares MSCI Emerging Markets Index Fund		28,207		1,070,174
iShares Russell 2000 Index Fund		423		31,171
iShares S&P 500 Index Fund		21,990		2,769,860
Market Vectors Gold Miners Fund		11,614		597,308
Total Exchange Traded Funds (Cost $5,148,462)				4,968,095
Money Market Fund (3.8%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		975,338		975,338
Total Money Market Fund (Cost $975,338)				975,338
Total Investments (Cost $23,970,900) — 99.9%				25,387,708
Other assets in excess of liabilities — 0.1%				29,764
Net Assets — 100.0%			$	25,417,472

* Non-income producing security.

(a) Affiliated investment. Investment is in each Fund’s I Shares.

(b) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Conservative Allocation Strategy

	Shares		Value($)
Equity Funds (25.5%)(a)
RidgeWorth Aggressive Growth Stock Fund*		28,084		379,413
RidgeWorth International Equity Fund		61,208		582,088
RidgeWorth International Equity Index Fund		51,130		536,352
RidgeWorth Large Cap Core Growth Stock Fund		72,346		915,178
RidgeWorth Large Cap Growth Stock Fund		220,664		2,407,440
RidgeWorth Large Cap Value Equity Fund		221,802		2,759,217
RidgeWorth Mid-Cap Value Equity Fund		139,178		1,366,730
RidgeWorth Select Large Cap Growth Stock Fund*		37,569		1,077,103
RidgeWorth Small Cap Growth Stock Fund*		43,221		664,310
RidgeWorth Small Cap Value Equity Fund		53,228		658,965
Total Equity Funds (Cost $10,860,279)				11,346,796
Fixed Income Funds (61.1%)(a)
RidgeWorth Corporate Bond Fund		310,918		2,903,975
RidgeWorth High Income Fund		241,705		1,588,001
RidgeWorth Intermediate Bond Fund		1,003,604		10,497,701
RidgeWorth Seix Floating Rate High Income Fund		74,412		643,667
RidgeWorth Seix High Yield Fund		176,773		1,663,438
RidgeWorth Total Return Bond Fund		726,113		7,827,496
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		204,593		2,066,392
Total Fixed Income Funds (Cost $27,217,413)				27,190,670
Exchange Traded Funds (8.6%)
iShares Barclays 20+ Year Treasury Bond Fund		6,892		835,655
iShares Barclays U.S. Treasury Inflation Protected Securities Fund		263		30,689
iShares Dow Jones U.S. Real Estate Index Fund		5,085		288,777
iShares MSCI Emerging Markets Index Fund		15,950		605,143
iShares Russell 2000 Index Fund		466		34,340
iShares S&P 500 Index Fund		13,101		1,650,202
Market Vectors Gold Miners Fund		6,865		353,067
Total Exchange Traded Funds (Cost $3,692,640)				3,797,873
Money Market Fund (5.3%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		2,365,310		2,365,310
Total Money Market Fund (Cost $2,365,310)				2,365,310
Total Investments (Cost $44,135,642) — 100.5%				44,700,649
Liabilities in excess of other assets — (0.5)%				(206,555	)
Net Assets — 100.0%			$	44,494,094

* Non-income producing security.

(a) Affiliated investment. Investment is in each Fund’s I Shares.

See Notes to Schedules of Portfolio Investments.

(b) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Growth Allocation Strategy

	Shares		Value($)
Equity Funds (57.2%)(a)
RidgeWorth Aggressive Growth Stock Fund*		131,055		1,770,548
RidgeWorth International Equity Fund		194,610		1,850,743
RidgeWorth International Equity Index Fund		171,771		1,801,877
RidgeWorth Large Cap Core Growth Stock Fund		238,431		3,016,154
RidgeWorth Large Cap Growth Stock Fund		578,902		6,315,824
RidgeWorth Large Cap Value Equity Fund		784,733		9,762,076
RidgeWorth Mid-Cap Value Equity Fund		384,726		3,778,010
RidgeWorth Select Large Cap Growth Stock Fund*		159,088		4,561,054
RidgeWorth Small Cap Growth Stock Fund*		138,480		2,128,441
RidgeWorth Small Cap Value Equity Fund		170,147		2,106,425
Total Equity Funds (Cost $32,932,665)				37,091,152
Fixed Income Funds (24.1%)(a)
RidgeWorth Corporate Bond Fund		130,902		1,222,622
RidgeWorth High Income Fund		171,321		1,125,580
RidgeWorth Intermediate Bond Fund		651,577		6,815,492
RidgeWorth Seix Floating Rate High Income Fund		51,057		441,643
RidgeWorth Seix High Yield Fund		121,640		1,144,634
RidgeWorth Total Return Bond Fund		424,839		4,579,765
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		32,951		332,809
Total Fixed Income Funds (Cost $15,297,007)				15,662,545
Exchange Traded Funds (15.7%)
iShares Barclays 20+ Year Treasury Bond Fund		3,168		384,120
iShares Barclays U.S. Treasury Inflation Protected Securities Fund		354		41,308
iShares Dow Jones U.S. Real Estate Index Fund		16,830		955,776
iShares MSCI Emerging Markets Index Fund		52,320		1,985,021
iShares Russell 2000 Index Fund		1,330		98,008
iShares S&P 500 Index Fund		44,388		5,591,112
Market Vectors Gold Miners Fund		22,262		1,144,934
Total Exchange Traded Funds (Cost $10,533,136)				10,200,279
Money Market Fund (2.9%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		1,880,842		1,880,842
Total Money Market Fund (Cost $1,880,842)				1,880,842
Total Investments (Cost $60,643,650) — 99.9%				64,834,818
Other assets in excess of liabilities — 0.1%				94,519
Net Assets — 100.0%			$	64,929,337

* Non-income producing security.

(a) Affiliated investment. Investment is in each Fund’s I Shares.

See Notes to Schedules of Portfolio Investments.

(b) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Moderate Allocation Strategy

	Shares		Value($)
Equity Funds (41.5%)(a)
RidgeWorth Aggressive Growth Stock Fund*		216,797		2,928,932
RidgeWorth International Equity Fund		310,969		2,957,316
RidgeWorth International Equity Index Fund		274,572		2,880,262
RidgeWorth Large Cap Core Growth Stock Fund		391,912		4,957,693
RidgeWorth Large Cap Growth Stock Fund		1,025,126		11,184,124
RidgeWorth Large Cap Value Equity Fund		1,300,306		16,175,808
RidgeWorth Mid-Cap Value Equity Fund		641,258		6,297,150
RidgeWorth Select Large Cap Growth Stock Fund*		246,000		7,052,823
RidgeWorth Small Cap Growth Stock Fund*		221,479		3,404,131
RidgeWorth Small Cap Value Equity Fund		272,234		3,370,255
Total Equity Funds (Cost $54,104,105)				61,208,494
Fixed Income Funds (43.6%)(a)
RidgeWorth Corporate Bond Fund		524,557		4,899,358
RidgeWorth High Income Fund		710,014		4,664,791
RidgeWorth Intermediate Bond Fund		2,487,572		26,020,000
RidgeWorth Seix Floating Rate High Income Fund		237,050		2,050,478
RidgeWorth Seix High Yield Fund		503,796		4,740,723
RidgeWorth Total Return Bond Fund		1,863,565		20,089,229
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		180,961		1,827,703
Total Fixed Income Funds (Cost $62,893,185)				64,292,282
Exchange Traded Funds (12.0%)
iShares Barclays 20+ Year Treasury Bond Fund		12,995		1,575,644
iShares Barclays U.S. Treasury Inflation Protected Securities Fund		1,153		134,544
iShares Dow Jones U.S. Real Estate Index Fund		28,041		1,592,448
iShares MSCI Emerging Markets Index Fund		86,396		3,277,864
iShares Russell 2000 Index Fund		5,784		426,223
iShares S&P 500 Index Fund		69,207		8,717,314
Market Vectors Gold Miners Fund		37,353		1,921,065
Total Exchange Traded Funds (Cost $17,770,886)				17,645,102
Money Market Fund (2.7%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)		3,961,660		3,961,660
Total Money Market Fund (Cost $3,961,660)				3,961,660
Total Investments (Cost $138,729,836) — 99.8%				147,107,538
Other assets in excess of liabilities — 0.2%				238,323
Net Assets — 100.0%			$	147,345,861

* Non-income producing security.

(a) Affiliated investment. Investment is in each Fund’s I Shares.

See Notes to Schedules of Portfolio Investments.

(b) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Core Bond Fund
	Shares  or Principal Amount($)		Value($)
Collateralized Mortgage Obligations (10.3%)
Agency Collateralized Mortgage Obligations (7.4%)
Federal Home Loan Mortgage Corporation, Series 3702, Cl MY, 4.000%, 08/15/30		2,410,790		2,578,739
Federal Home Loan Mortgage Corporation, Series 3788, Cl YB, 3.500%, 01/15/26		9,765,488		10,239,458
Federal Home Loan Mortgage Corporation, Series 3892, Cl EB, 3.500%, 07/15/26		295,486		308,048
Federal Home Loan Mortgage Corporation, Series 3907, Cl MD, 3.500%, 08/15/26		2,818,475		2,937,522
Federal National Mortgage Association, Series 2005-71, Cl F, 0.494%, 08/25/25(a)		2,707,568		2,699,216
Federal National Mortgage Association, Series 2011-46, Cl B, 3.000%, 05/25/26		4,925,000		5,029,239
Federal National Mortgage Association, Series 2011-98, Cl FL, 0.594%, 10/25/26(a)		1,062,358		1,061,254
Federal National Mortgage Association, Series 2011-98, Cl VE, 3.500%, 06/25/26		1,000,000		1,026,150
Government National Mortgage Association, Series 2011-104, Cl MY, 4.000%, 07/16/26		1,093,731		1,208,837
				27,088,463
Agency Collateralized Planned Amortization Class Mortgage Obligation (0.4%)
Federal Home Loan Mortgage Corporation, Series 3903, Cl GB, 4.000%, 08/15/26		1,277,000		1,382,536
Commercial Mortgage Backed Securities (2.5%)
Banc of America Commercial Mortgage, Inc., Series 2005-3, Cl A3B, 5.090%, 07/10/43(a)		330,000		345,818
Banc of America Commercial Mortgage, Inc., Series 2005-6, Cl AM, 5.193%, 09/10/47(a)		159,000		169,475
DBUBS Mortgage Trust, Series11-LC3A, Cl A2, 3.642%, 08/10/44		1,784,000		1,879,344
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP3, Cl A4B, 4.996%, 08/15/42(a)		2,065,000		2,156,820
LB-UBS Commercial Mortgage Trust, Series 2005-C3, Cl A5, 4.739%, 07/15/30		3,000,000		3,238,200
LB-UBS Commercial Mortgage Trust, Series 2005-C7, Cl A3, 5.442%, 11/15/30(a)		555,000		567,868
Wachovia Bank Commercial Mortgage Trust, Series 2005-C20, Cl AMFX, 5.179%, 07/15/42(a)		70,000		73,452
Wachovia Bank Commercial Mortgage Trust, Series 2005-C21, Cl AM, 5.380%, 10/15/44(a)		628,000		664,443
				9,095,420
Total Collateralized Mortgage Obligations (Cost $36,352,601)				37,566,419
Corporate Bonds (26.6%)
Aerospace/Defense (0.7%)
Boeing Co. (The), 5.125%, 02/15/13		610,000		639,537
Raytheon Co., 1.400%, 12/15/14		704,000		707,410
United Technologies Corp., 6.125%, 02/01/19		1,075,000		1,328,359
				2,675,306
Auto Manufacturers (0.2%)
Daimler Finance N.A. LLC, 3.875%, 09/15/21(b)		584,000		586,886
Banks (0.9%)
HSBC Bank PLC, 3.100%, 05/24/16(b)		407,000		407,024
HSBC Bank PLC, 3.500%, 06/28/15(b)		772,000		778,233
JPMorgan Chase & Co., 4.400%, 07/22/20		1,033,000		1,054,916
JPMorgan Chase & Co., 6.300%, 04/23/19		245,000		277,496
Northern Trust Corp., 5.200%, 11/09/12		928,000		961,744
				3,479,413

See Notes to Schedules of Portfolio Investments.

Beverages (0.3%)
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12	772,000	784,083
Diageo Capital PLC, 5.200%, 01/30/13	389,000	407,361
		1,191,444
Biotechnology (0.1%)
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100	198,000	207,177
Chemicals (1.1%)
Air Products & Chemicals, Inc., 4.150%, 02/01/13	721,000	748,375
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21	404,000	456,558
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13	559,000	593,839
Praxair, Inc., 1.750%, 11/15/12	1,171,000	1,180,987
Praxair, Inc., 4.625%, 03/30/15	900,000	993,447
		3,973,206
Commercial Services (0.7%)
ERAC USA Finance LLC, 5.250%, 10/01/20(b)	906,000	976,799
ERAC USA Finance LLC, 5.600%, 05/01/15(b)	931,000	1,018,197
ERAC USA Finance LLC, 5.800%, 10/15/12(b)	592,000	612,458
		2,607,454
Computers (1.0%)
Hewlett-Packard Co., 4.375%, 09/15/21	1,077,000	1,111,510
Hewlett-Packard Co., 4.500%, 03/01/13	345,000	354,815
IBM Corp., 0.875%, 10/31/14	1,573,000	1,573,566
IBM Corp., 5.600%, 11/30/39	592,000	760,531
		3,800,422
Diversified Financial Services (2.3%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(b)	665,000	683,146
CME Group, Inc., 5.400%, 08/01/13	573,000	610,608
CME Group, Inc., 5.750%, 02/15/14	514,000	560,268
John Deere Capital Corp., 1.250%, 12/02/14, MTN	593,000	599,428
Lazard Group LLC, 7.125%, 05/15/15	961,000	1,031,908
MassMutual Global Funding LLC, 2.300%, 09/28/15(b)	968,000	971,852
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20	607,000	621,871
PACCAR Financial Corp., 1.550%, 09/29/14, MTN	927,000	937,907
TIAA Global Markets, Inc., 5.125%, 10/10/12(b)	848,000	874,928
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN	360,000	378,654
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/21 @ 100(b)	1,124,000	1,147,680
		8,418,250
Electric (1.1%)
Alabama Power Co., 5.800%, 11/15/13	553,000	602,416
Dominion Resources, Inc., 1.950%, 08/15/16	292,000	293,438
Duke Energy Carolinas LLC, 4.300%, 06/15/20	215,000	242,157
Exelon Generation Co. LLC, 6.200%, 10/01/17	600,000	689,012
Georgia Power Co., 6.000%, 11/01/13	313,000	341,820
MidAmerican Energy Holdings Co., 6.125%, 04/01/36	455,000	543,429
Public Service Co. of Colorado, Series 17, 6.250%, 09/01/37	294,000	395,793
Southern California Edison Co., 5.750%, 03/15/14	578,000	636,684
Wisconsin Power & Light Co., 6.375%, 08/15/37	317,000	432,923
		4,177,672
Electronics (0.1%)
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16	272,000	277,297
Food (0.4%)
Kellogg Co., 4.250%, 03/06/13	525,000	545,136
Kraft Foods, Inc., 6.500%, 02/09/40	408,000	530,784
Kroger Co. (The), 7.500%, 01/15/14	340,000	379,977
		1,455,897

See Notes to Schedules of Portfolio Investments.

Healthcare - Products (0.4%)
Becton Dickinson and Co., 3.250%, 11/12/20	234,000	242,333
Covidien International Finance SA, 6.000%, 10/15/17	597,000	707,446
Stryker Corp., 2.000%, 09/30/16	431,000	441,056
		1,390,835
Healthcare - Services (0.4%)
Roche Holdings, Inc., 7.000%, 03/01/39(b)	1,040,000	1,473,614
Insurance (1.4%)
Berkshire Hathaway, Inc., 3.200%, 02/11/15	953,000	1,010,334
Berkshire Hathaway, Inc., 4.600%, 05/15/13	626,000	658,453
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)	450,000	428,939
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)	1,728,000	1,697,321
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13	475,000	488,167
Progressive Corp. (The), 3.750%, 08/23/21	196,000	203,667
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(b)	401,000	514,644
		5,001,525
Media (0.9%)
Comcast Corp., 6.450%, 03/15/37	257,000	311,547
NBC Universal Media LLC, 5.950%, 04/01/41	471,000	553,620
Thomson Reuters Corp., 5.950%, 07/15/13	178,000	189,657
Time Warner Cable, Inc., 5.850%, 05/01/17	1,237,000	1,408,730
Time Warner Cable, Inc., 8.250%, 02/14/14	588,000	662,768
Time Warner, Inc., 6.200%, 03/15/40	164,000	193,176
		3,319,498
Mining (1.3%)
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20	215,000	238,676
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39	405,000	468,863
Barrick International Barbados Corp., 6.350%, 10/15/36(b)	673,000	831,750
BHP Billiton Finance USA Ltd., 1.125%, 11/21/14	614,000	615,441
Kinross Gold Corp., 5.125%, 09/01/21(b)(c)	1,825,000	1,791,088
Newmont Mining Corp., 6.250%, 10/01/39	669,000	792,104
		4,737,922
Miscellaneous Manufacturer (1.5%)
3M Co., 1.375%, 09/29/16	413,000	416,544
Danaher Corp., 3.900%, 06/23/21	463,000	511,150
General Electric Co., 5.000%, 02/01/13	1,277,000	1,330,755
General Electric Co., 5.250%, 12/06/17	385,000	441,889
Illinois Tool Works, Inc., 6.250%, 04/01/19	1,347,000	1,662,252
Siemens Financieringsmat, 6.125%, 08/17/26(b)	788,000	956,573
		5,319,163
Office/Business Equip (0.4%)
Xerox Corp., 5.500%, 05/15/12	418,000	424,931
Xerox Corp., 6.350%, 05/15/18	904,000	1,018,320
		1,443,251
Oil & Gas (1.1%)
BP Capital Markets PLC, 2.248%, 11/01/16	772,000	776,923
Ensco PLC, 4.700%, 03/15/21	617,000	642,547
Shell International Finance BV, 6.375%, 12/15/38	1,491,000	2,052,080
Statoil ASA, 3.125%, 08/17/17	245,000	258,402
Total Capital SA, 3.000%, 06/24/15	355,000	375,200
		4,105,152

See Notes to Schedules of Portfolio Investments.

Oil & Gas Services (0.6%)
Baker Hughes, Inc., 5.125%, 09/15/40	489,000	571,791
Schlumberger Investment SA, 3.300%, 09/14/21(b)	685,000	703,726
Weatherford International Ltd., 5.125%, 09/15/20	445,000	462,434
Weatherford International Ltd., 6.500%, 08/01/36	370,000	402,959
		2,140,910
Pharmaceuticals (1.5%)
Abbott Laboratories, 5.600%, 11/30/17	1,001,000	1,195,347
Express Scripts, Inc., 5.250%, 06/15/12	817,000	832,446
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18	669,000	805,213
Novartis Securities Investment Ltd., 5.125%, 02/10/19	378,000	444,245
Sanofi-Aventis SA, 4.000%, 03/29/21	952,000	1,054,757
Schering-Plough Corp., 6.550%, 09/15/37	431,000	600,853
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36	213,000	258,885
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15	410,000	426,958
		5,618,704
Pipelines (1.9%)
El Paso Natural Gas Co., 5.950%, 04/15/17	495,000	555,819
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @ 100	450,000	441,247
Energy Transfer Partners LP, 6.625%, 10/15/36	425,000	446,887
Enterprise Products Operating LLC, 5.250%, 01/31/20	878,000	969,424
Enterprise Products Operating LLC, Series J, 5.750%, 03/01/35	585,000	621,936
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b)	935,000	966,042
Southern Natural Gas Co., 5.900%, 04/01/17(b)	285,000	325,719
TC Pipelines LP, 4.650%, 06/15/21	563,000	589,483
TransCanada PipeLines Ltd., 6.100%, 06/01/40	529,000	677,680
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18	394,000	450,967
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100	707,000	725,575
		6,770,779
Real Estate Investment Trusts (1.2%)
BioMed Realty LP, 3.850%, 04/15/16	748,000	737,861
Digital Realty Trust LP, 4.500%, 07/15/15	1,824,000	1,860,472
Digital Realty Trust LP, 5.875%, 02/01/20	257,000	267,398
Healthcare Realty Trust, Inc., 6.500%, 01/17/17	1,481,000	1,590,501
		4,456,232
Retail (1.4%)
Family Dollar Stores, Inc., 5.000%, 02/01/21	284,000	292,277
Wal-Mart Stores, Inc., 5.250%, 09/01/35	193,000	230,865
Wal-Mart Stores, Inc., 6.500%, 08/15/37	1,577,000	2,178,605
Walgreen Co., 4.875%, 08/01/13	447,000	476,901
Wesfarmers Ltd., 6.998%, 04/10/13(b)	1,668,000	1,769,541
		4,948,189
Semiconductors (0.7%)
Analog Devices, Inc., 3.000%, 04/15/16	169,000	178,117
Intel Corp., 1.950%, 10/01/16	479,000	492,420
Intel Corp., 4.800%, 10/01/41	1,596,000	1,788,648
		2,459,185
Software (0.5%)
Fiserv, Inc., 4.750%, 06/15/21	611,000	639,251
Oracle Corp., 5.750%, 04/15/18	937,000	1,137,035
		1,776,286
Telecommunication Services (2.0%)
AT&T, Inc., 4.950%, 01/15/13	647,000	674,316
AT&T, Inc., 5.550%, 08/15/41	624,000	734,708

See Notes to Schedules of Portfolio Investments.

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	1,165,855
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14	428,000	465,005
Cisco Systems, Inc., 5.500%, 02/22/16	418,000	486,439
Cisco Systems, Inc., 5.500%, 01/15/40	794,000	971,510
Juniper Networks, Inc., 3.100%, 03/15/16	137,000	141,703
Rogers Communications, Inc., 7.500%, 03/15/15	571,000	668,587
SBC Communications, Inc., 5.100%, 09/15/14	538,000	592,577
SBC Communications, Inc., 6.450%, 06/15/34	336,000	404,141
Verizon Communications, Inc., 5.250%, 04/15/13	472,000	498,070
Verizon Communications, Inc., 5.550%, 02/15/16	465,000	532,087
		7,334,998
Transportation (0.1%)
United Parcel Service, Inc., 3.125%, 01/15/21	392,000	415,833
Trucking & Leasing (0.3%)
Aviation Capital Group Corp., 6.750%, 04/06/21(b)	499,000	470,148
Aviation Capital Group Corp., 7.125%, 10/15/20(b)	686,000	663,588
		1,133,736
Water (0.1%)
Veolia Environment SA, 6.000%, 06/01/18	408,000	445,446
Total Corporate Bonds (Cost $88,557,588)		97,141,682
U.S. Government Agency Mortgages (28.3%)
Federal Home Loan Mortgage Corporation (16.3%)
Pool #A12413, 5.000%, 08/01/33	529,581	570,145
Pool #G05052, 5.000%, 10/01/33	313,295	337,293
Pool #G01797, 5.500%, 12/01/33	11,417,568	12,443,768
Pool #A30380, 5.500%, 12/01/34	969,476	1,069,033
Pool #G01779, 5.000%, 04/01/35	661,517	711,774
Pool #G08051, 5.000%, 04/01/35	1,173,836	1,263,016
Pool #A46278, 5.000%, 07/01/35	2,074,768	2,252,493
Pool #G01837, 5.000%, 07/01/35	4,689,322	5,045,582
Pool #A47402, 5.000%, 10/01/35	1,951,885	2,100,175
Pool #G02252, 5.500%, 07/01/36	9,326,630	10,143,039
Pool #G04997, 5.000%, 01/01/37	4,682,822	5,038,589
Pool #G03296, 6.000%, 09/01/37	888,146	991,286
Pool #1B8740, 2.427%, 09/01/41(a)	6,139,692	6,351,600
3.000%, TBA, 15 Year Maturity(d)	4,315,000	4,453,889
3.000%, TBA, 15 Year Maturity(d)	4,315,000	4,440,405
6.000%, TBA, 30 Year Maturity(d)	2,000,000	2,191,875
		59,403,962
Federal National Mortgage Association (10.9%)
Pool #468958, 3.770%, 09/01/21	7,428,000	7,980,866
Pool #469452, 3.380%, 11/01/21	3,495,556	3,670,341
Pool #735061, 6.000%, 11/01/34	3,367,379	3,742,119
Pool #735141, 5.500%, 01/01/35	1,008,067	1,101,348
Pool #827943, 5.000%, 05/01/35(d)	519,914	562,094
Pool #735500, 5.500%, 05/01/35	2,775,675	3,030,788
Pool #357829, 6.000%, 06/01/35	1,682,493	1,860,792
Pool #831017, 6.000%, 09/01/35	866,101	957,885
Pool #888344, 5.000%, 10/01/35(d)	3,945,784	4,265,902
Pool #878094, 6.000%, 04/01/36	3,729,098	4,148,753
Pool #190370, 6.000%, 06/01/36	3,373,312	3,721,303
Pool #995082, 5.500%, 08/01/37	1,854,546	2,026,157
Pool #AD0439, 6.000%, 07/01/39	865,675	954,167
2.500%, TBA, 15 Year Maturity(d)	1,820,000	1,829,391
		39,851,906

See Notes to Schedules of Portfolio Investments.

Government National Mortgage Association (1.1%)
Pool #751387, 4.743%, 01/20/61	3,686,592		4,045,346
Total U.S. Government Agency Mortgages (Cost $101,980,378)			103,301,214
U.S. Treasury Obligations (32.8%)
U.S. Treasury Bond (4.3%)
3.750%, 08/15/41	13,296,000		15,637,346
U.S. Treasury Notes (28.5%)
0.500%, 10/15/14	24,620,000		24,721,951
0.875%, 02/29/12(e)	17,345,000		17,368,034
1.250%, 10/31/15	26,780,000		27,466,238
1.750%, 05/31/16(e)	32,777,000		34,275,007
2.000%, 11/15/21	308,000		311,513
			104,142,743
Total U.S. Treasury Obligations (Cost $118,809,381)			119,780,089
Short-Term Investment (0.1%)
RidgeWorth Funds Securities Lending Joint Account(f)	603,628		603,628
Total Short-Term Investment (Cost $603,628)			603,628
Money Market Fund (5.7%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g)	20,798,454		20,798,454
Total Money Market Fund (Cost $20,798,454)			20,798,454
Total Investments (Cost $367,102,030) — 103.8%			379,191,486
Liabilities in excess of other assets — (3.8)%			(13,925,207	)
Net Assets — 100.0%		$	365,266,279

(a) Variable or floating rate security. Rate disclosed is as of December 31, 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 6.0% of net assets as of December 31, 2011.

(c) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $591,648.

(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 in connection with obligations for when-issued or delayed-delivery purchase commitments.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(g) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Corporate Bond Fund

	Shares or Principal Amount($)		Value($)
Corporate Bonds (93.3%)
Aerospace/Defense (2.2%)
Raytheon Co., 1.400%, 12/15/14		751,000		754,638
United Technologies Corp., 5.700%, 04/15/40		757,000		934,572
				1,689,210
Banks (6.5%)
Citigroup, Inc., 4.500%, 01/14/22		1,356,000		1,304,503
HSBC Bank PLC, 3.100%, 05/24/16(a)		416,000		416,025
HSBC Bank PLC, 3.500%, 06/28/15(a)		585,000		589,723
JPMorgan Chase & Co., 4.400%, 07/22/20		1,382,000		1,411,320
Royal Bank of Canada, 2.100%, 07/29/13, MTN		1,220,000		1,238,526
				4,960,097
Biotechnology (0.5%)
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100		361,000		377,733
Chemicals (0.6%)
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21		426,000		481,420
Commercial Services (2.3%)
ERAC USA Finance LLC, 5.250%, 10/01/20(a)		1,095,000		1,180,569
ERAC USA Finance LLC, 5.800%, 10/15/12(a)		588,000		608,319
				1,788,888
Computers (3.5%)
Hewlett-Packard Co., 4.650%, 12/09/21		701,000		739,611
Hewlett-Packard Co., 6.125%, 03/01/14		259,000		279,267
IBM Corp., 0.875%, 10/31/14		1,693,000		1,693,610
				2,712,488
Cosmetics/Personal Care (0.4%)
Colgate-Palmolive Co., 0.600%, 11/15/14, MTN(b)		319,000		318,891
Diversified Financial Services (14.9%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(a)		707,000		726,292
CME Group, Inc., 5.750%, 02/15/14		1,176,000		1,281,858
General Electric Capital Corp., 4.650%, 10/17/21, MTN		1,573,000		1,641,688
John Deere Capital Corp., 1.250%, 12/02/14, MTN		633,000		639,862
Lazard Group LLC, 6.850%, 06/15/17		1,545,000		1,620,660
Lazard Group LLC, 7.125%, 05/15/15		269,000		288,848
MassMutual Global Funding LLC, 2.300%, 09/28/15(a)		843,000		846,354
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20		1,217,000		1,246,815
PACCAR Financial Corp., 1.550%, 09/29/14, MTN		938,000		949,037
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN		724,000		761,515
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/21 @ 100(a)		1,389,000		1,418,264
				11,421,193
Electric (2.7%)
Alabama Power Co., 5.800%, 11/15/13		81,000		88,238
Dominion Resources, Inc., 1.950%, 08/15/16		299,000		300,473
Georgia Power Co., 6.000%, 11/01/13		480,000		524,196
Southern California Edison Co., 5.750%, 03/15/14		1,084,000		1,194,057
				2,106,964

See Notes to Schedules of Portfolio Investments.

Electronics (0.4%)
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16	279,000	284,433
Food (1.0%)
Kraft Foods, Inc., 6.500%, 02/09/40	606,000	788,370
Healthcare - Products (0.6%)
Stryker Corp., 2.000%, 09/30/16	449,000	459,476
Insurance (4.2%)
Allied World Assurance Co. Holdings Ltd., 5.500%, 11/15/20	618,000	619,114
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(a)	532,000	507,101
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13	636,000	653,629
Progressive Corp. (The), 3.750%, 08/23/21	199,000	206,785
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(a)	994,000	1,275,702
		3,262,331
Machinery-Construction & Mining (1.7%)
Caterpillar, Inc., 5.200%, 05/27/41	1,060,000	1,269,662
Media (7.1%)
Comcast Corp., 6.450%, 03/15/37	375,000	454,591
NBC Universal Media LLC, 5.950%, 04/01/41	962,000	1,130,748
Thomson Reuters Corp., 5.950%, 07/15/13	24,000	25,572
Time Warner Cable, Inc., 5.850%, 05/01/17	968,000	1,102,386
Time Warner Cable, Inc., 8.250%, 02/14/14	912,000	1,027,966
Time Warner, Inc., 6.200%, 03/15/40	377,000	444,070
Walt Disney Co. (The), 2.750%, 08/16/21	638,000	649,742
Walt Disney Co. (The), 3.750%, 06/01/21, MTN	532,000	584,953
		5,420,028
Mining (4.9%)
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39	816,000	944,672
Barrick International Barbados Corp., 6.350%, 10/15/36(a)	753,000	930,621
BHP Billiton Finance USA Ltd., 1.125%, 11/21/14	661,000	662,551
Kinross Gold Corp., 5.125%, 09/01/21(a)	1,272,000	1,248,364
		3,786,208
Miscellaneous Manufacturer (1.2%)
3M Co., 1.375%, 09/29/16	417,000	420,578
General Electric Co., 5.250%, 12/06/17	455,000	522,232
		942,810
Oil & Gas (6.2%)
BP Capital Markets PLC, 2.248%, 11/01/16	839,000	844,350
Ensco PLC, 4.700%, 03/15/21	757,000	788,344
Shell International Finance BV, 4.300%, 09/22/19	518,000	601,061
Shell International Finance BV, 5.500%, 03/25/40	859,000	1,073,369
Statoil ASA, 3.125%, 08/17/17	1,344,000	1,417,518
		4,724,642
Oil & Gas Services (2.5%)
Baker Hughes, Inc., 5.125%, 09/15/40	920,000	1,075,763
Weatherford International Ltd., 5.125%, 09/15/20	273,000	283,696
Weatherford International Ltd., 6.500%, 08/01/36	499,000	543,450
		1,902,909
Pharmaceuticals (1.6%)
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36	322,000	391,366
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15	823,000	857,040
		1,248,406

See Notes to Schedules of Portfolio Investments.

Pipelines (5.1%)
El Paso Natural Gas Co., 5.950%, 04/15/17	329,000	369,423
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20	355,000	391,255
Enbridge Energy Partners LP, 5.500%, 09/15/40, Callable 03/15/40 @ 100	714,000	795,687
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @ 100	722,000	707,957
Energy Transfer Partners LP, 6.625%, 10/15/36	583,000	613,024
Rockies Express Pipeline LLC, 6.850%, 07/15/18(a)	251,000	259,333
Southern Natural Gas Co., 5.900%, 04/01/17(a)	39,000	44,572
TC Pipelines LP, 4.650%, 06/15/21	611,000	639,741
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18	65,000	74,398
		3,895,390
Real Estate Investment Trusts (3.7%)
BioMed Realty LP, 3.850%, 04/15/16	648,000	639,216
Digital Realty Trust LP, 5.875%, 02/01/20	994,000	1,034,216
Healthcare Realty Trust, Inc., 6.500%, 01/17/17	1,116,000	1,198,514
		2,871,946
Retail (2.2%)
Family Dollar Stores, Inc., 5.000%, 02/01/21	513,000	527,951
Wesfarmers Ltd., 6.998%, 04/10/13(a)	1,102,000	1,169,085
		1,697,036
Semiconductors (3.4%)
Analog Devices, Inc., 3.000%, 04/15/16	237,000	249,785
Intel Corp., 1.950%, 10/01/16	497,000	510,924
Intel Corp., 4.800%, 10/01/41	1,664,000	1,864,857
		2,625,566
Telecommunication Services (11.5%)
AT&T, Inc., 5.550%, 08/15/41	636,000	748,837
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(a)	1,884,000	2,030,010
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14	784,000	851,785
CenturyLink, Inc., 6.450%, 06/15/21	777,000	778,431
Cisco Systems, Inc., 5.500%, 01/15/40	871,000	1,065,724
Juniper Networks, Inc., 4.600%, 03/15/21	247,000	261,752
SBC Communications, Inc., 5.100%, 09/15/14	1,171,000	1,289,791
SBC Communications, Inc., 6.450%, 06/15/34	313,000	376,477
Verizon Communications, Inc., 5.550%, 02/15/16	1,155,000	1,321,634
Verizon Communications, Inc., 5.850%, 09/15/35	120,000	143,372
		8,867,813
Trucking & Leasing (2.4%)
Aviation Capital Group, 7.125%, 10/15/20(a)	1,928,000	1,865,012
Total Corporate Bonds (Cost $67,292,766)		71,768,922
Short-Term Investment (0.4%)
RidgeWorth Funds Securities Lending Joint Account(c)	306,000	306,000
Total Short-Term Investment (Cost $306,000)		306,000
Money Market Fund (5.6%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d)	4,312,454	4,312,454
Total Money Market Fund (Cost $4,312,454)		4,312,454

See Notes to Schedules of Portfolio Investments.

Total Investments (Cost $71,911,220) — 99.3%		76,387,376
Other assets in excess of liabilities — 0.7%		568,990
Net Assets — 100.0%	$	76,956,366

(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 19.6% of net assets as of December 31, 2011.

(b) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $299,880.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(d) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

MTN – Medium Term Note

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Georgia Tax-Exempt Bond Fund

	Shares or Principal Amount($)		Value($)
Municipal Bonds (91.3%)
Georgia (81.9%)
Association County Commissioners of Georgia Leasing Program, Georgia Public Purpose Project, COP, 5.250%, 04/01/21, Prerefunded 04/01/14 @ 102, XLCA		2,680,000		2,884,886
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/27, Callable 07/01/21 @ 100		1,885,000		2,139,927
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/28, Callable 07/01/21 @ 100		1,725,000		1,943,471
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/29, Callable 07/01/21 @ 100		1,690,000		1,889,657
Athens-Clarke County Unified Government Development Authority, Catholic Health East, RB, 6.250%, 11/15/32, Callable 05/15/19 @ 100		1,470,000		1,595,273
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.500%, 01/01/38, Callable 01/01/19 @ 100		4,000,000		4,394,040
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.625%, 01/01/33, Callable 01/01/19 @ 100		3,000,000		3,351,450
Atlanta Airport Passenger Facility Charge, Series B, RB, 5.000%, 01/01/21, Callable 01/01/20 @ 100		2,000,000		2,343,220
Atlanta Airport Project, Series A, RB, 5.375%, 01/01/19, Callable 07/01/14 @ 100, AGM, AMT		5,000,000		5,336,600
Atlanta Airport Project, Series C, RB, 5.000%, 01/01/19		1,000,000		1,188,660
Carroll County Water Authority, Water & Sewer, RB, 5.250%, 07/01/22, Callable 07/01/15 @ 100, AGM		1,000,000		1,108,340
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		2,014,368
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		1,024,620
Cobb County Development Authority, Solid Waste Disposal, Georgia Waste Management Project, Series A, RB, 5.000%, 04/01/33, Callable 04/01/16 @ 101, AMT		1,000,000		974,380
Cobb County Kennestone Hospital Authority, RB, 5.250%, 04/01/41, Callable 04/01/21 @ 100		1,000,000		1,037,770
DeKalb County Government Authority Water & Sewerage, Series B, RB, 5.250%, 10/01/24		1,100,000		1,343,606
DeKalb County Government Authority Water & Sewerage, Series B, RB, 5.250%, 10/01/32, Callable 10/01/26 @ 100		2,725,000		3,118,054
DeKalb County Hospital Authority, DeKalb Medical Center, Inc. Project, RB, 6.125%, 09/01/40, Callable 01/01/20 @ 100		4,080,000		4,196,933
DeKalb County Transportation, Parks and Greenspace, GO, 5.000%, 12/01/17, Callable 12/01/15 @ 100		3,820,000		4,131,597
DeKalb Private Hospital Authority, Children’s Healthcare of Atlanta, Inc., RB, 5.000%, 11/15/29, Callable 11/15/19 @ 100		6,300,000		6,651,981
DeKalb Private Hospital Authority, Children’s Healthcare of Atlanta, Inc., RB, 5.250%, 11/15/39, Callable 11/15/19 @ 100		3,000,000		3,127,440
Douglasville-Douglas County Water & Sewer Authority, RB, 5.625%, 06/01/15, Callable 06/01/12 @ 100, AMBAC		675,000		713,745
Downtown Smyrna Development Authority, RB, 5.250%, 02/01/28		1,000,000		1,185,450
Forsyth County, GO, 5.000%, 03/01/25, Callable 03/01/19 @ 100		6,825,000		7,906,762
Forsyth County School District, GO, 5.000%, 02/01/23, Callable 02/01/15 @ 100, NATL-RE		3,000,000		3,298,950

See Notes to Schedules of Portfolio Investments.

Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/22, Callable 05/01/14 @ 100, NATL-RE	2,370,000	2,538,697
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/27, Callable 05/01/14 @ 100, NATL-RE	3,375,000	3,534,604
Fulton County Development Authority, Robert Woodruff Arts Center, Inc., Series B, RB, 5.250%, 03/15/24, Callable 03/15/19 @ 100	1,300,000	1,397,266
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	1,163,619
Georgia State Road & Tollway Authority, Series B, RB, 5.000%, 10/01/19, State Guaranteed	3,450,000	4,364,595
Glynn County School District, GO, 4.000%, 09/01/15, State Aid Withholding	720,000	802,202
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Series A, RB, 5.000%, 08/01/20, Callable 08/01/18 @ 100	425,000	461,338
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Series A, RB, 5.500%, 08/01/28, Callable 08/01/18 @ 100	1,800,000	1,865,214
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Series A, RB, 5.625%, 08/01/34, Callable 08/01/18 @ 100	2,000,000	2,063,660
Gwinnett County Development Authority, Public Schools Project, COP, 5.250%, 01/01/21, Prerefunded 01/01/14 @ 100, NATL-RE	2,910,000	3,187,556
Gwinnett County School District, GO, 5.000%, 02/01/20	1,235,000	1,569,549
Gwinnett County School District, GO, 5.000%, 02/01/32, Callable 02/01/18 @ 100	4,745,000	5,183,628
Henry County Water & Sewerage Authority, RB, 6.150%, 02/01/20, AMBAC	2,100,000	2,701,293
Lincoln County School District, GO, 5.500%, 04/01/37, Callable 04/01/19 @ 100, State Aid Withholding	1,000,000	1,127,070
Metropolitan Atlanta Rapid Transit Authority, Series B, RB, 4.500%, 07/01/30, Callable 07/01/17 @ 100, AGM	2,395,000	2,453,630
Milledgeville & Baldwin County Development Authority, Georgia College & State University Foundation, RB, 6.000%, 09/01/33, Prerefunded 09/01/14 @ 101	2,355,000	2,720,567
Municipal Electric Authority of Georgia, Series A, RB, 5.000%, 01/01/21	2,030,000	2,431,432
Private Colleges & Universities Authority, Emory University, Series B, RB, 5.000%, 09/01/29, Callable 09/01/19 @ 100	3,000,000	3,340,800
Private Colleges & Universities Authority, Emory University, Series C, RB, 5.250%, 09/01/39, Callable 09/01/19 @ 100	3,500,000	3,851,820
Richmond County Hospital Authority, University Health Services, Inc. Project, RB, 5.250%, 01/01/29, Callable 01/01/19 @ 100	2,250,000	2,331,270
Thomasville Hospital Authority, John D. Archhold Memorial Hospital, RB, 5.375%, 11/01/40, Callable 11/01/20 @ 100	2,510,000	2,572,775
Walton County School District, Series A, GO, 5.000%, 08/01/21, Callable 08/01/15 @ 100, NATL-RE	2,575,000	2,829,358
		123,393,123
Puerto Rico (9.4%)
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Series CC, RB, 5.500%, 07/01/30	2,560,000	2,761,728
Puerto Rico Electric Power Authority, Series NN, RB, 5.500%, 07/01/20	1,125,000	1,305,394
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.250%, 08/01/57, Callable 08/01/17 @ 100	1,600,000	1,660,544
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.500%, 08/01/28, Prerefunded 08/01/19 @ 100	20,000	26,039
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.500%, 08/01/28, Callable 08/01/19 @ 100	2,280,000	2,476,924
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.500%, 08/01/42, Callable 02/01/20 @ 100	3,100,000	3,290,805
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 6.000%, 08/01/42, Callable 08/01/19 @ 100	2,335,000	2,557,899
		14,079,333
Total Municipal Bonds (Cost $128,750,984)		137,472,456

See Notes to Schedules of Portfolio Investments.

Money Market Fund (7.5%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.02%(a)	11,325,161		11,325,161
Total Money Market Fund (Cost $11,325,161)			11,325,161
Total Investments (Cost $140,076,145) — 98.8%			148,797,617
Other assets in excess of liabilities — 1.2%			1,827,914
Net Assets — 100.0%		$	150,625,531

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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
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 December 31, 2011

(Unaudited)

High Grade Municipal Bond Fund

	Shares or Principal Amount($)		Value($)
Municipal Bonds (87.2%)
Alabama (4.5%)
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		2,214,760
Alaska (4.8%)
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, Callable 09/01/19 @ 100, AGC		2,000,000		2,349,840
California (4.8%)
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100		2,000,000		2,382,100
District of Columbia (4.7%)
District of Columbia, Income Tax, Series A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100		2,000,000		2,313,440
Florida (4.3%)
Miami Parking Facilities Authority, RB, 5.250%, 10/01/15, NATL-RE		1,000,000		1,117,170
Osceola County Tourist Development Tax Authority, Series A, RB, 5.500%, 10/01/15, Callable 10/01/2012 @ 100, NATL-RE/FGIC		1,000,000		1,033,780
				2,150,950
Georgia (5.3%)
Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.750%, 10/01/36, Callable 04/01/2021 @ 100		1,250,000		1,373,050
Georgia State Road & Tollway Authority, Series A, RB, 5.000%, 03/01/20		1,000,000		1,264,980
				2,638,030
Idaho (5.7%)
Idaho Health Facilities Authority, Series A, RB, 6.750%, 11/01/37, Callable 11/01/18 @ 100		2,500,000		2,799,575
Illinois (6.5%)
Chicago Sales Tax Revenue, Series A, RB, 5.000%, 01/01/41, Callable 01/01/22 @ 100		2,000,000		2,124,540
University of Illinois, Auxiliary Facilities System, Series A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100		1,000,000		1,092,710
				3,217,250
Iowa (2.3%)
Iowa Finance Authority, RB, 5.000%, 08/01/29, Callable 08/01/21 @ 100		1,000,000		1,152,910
Kansas (3.3%)
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38, Callable 11/15/19 @ 100		1,500,000		1,640,775
Maine (5.7%)
Maine State Turnpike Authority, RB, 6.000%, 07/01/38, Callable 07/01/21 @ 100		2,500,000		2,840,400
New Jersey (4.4%)
New Jersey State Transportation Trust Fund Authority, Transportation System, Series A, RB, 6.000%, 12/15/38, Prerefunded 12/15/18 @ 100		1,955,000		2,200,509
New York (4.7%)
Erie County Industrial Development Agency, City School District Buffalo, Series A, RB, 5.750%, 05/01/29, Callable 05/01/18 @ 100, BHAC		1,000,000		1,136,370
Port Authority of New York & New Jersey, AMT, RB, 5.000%, 10/15/18, GO of Authority		1,000,000		1,178,750
				2,315,120

See Notes to Schedules of Portfolio Investments.

Texas (14.4%)
Austin, Series 2005, GO, 5.000%, 09/01/19, Callable 03/01/15 @ 100, NATL-RE	1,000,000		1,107,980
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD	4,000,000		4,883,800
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Series B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100	1,000,000		1,155,830
			7,147,610
Virginia (2.3%)
Virginia Public School Authority, RB, 5.000%, 01/15/28, Callable 01/15/21 @ 100	1,000,000		1,152,210
Washington (9.5%)
Central Puget Sound Regional Transit Authority, Series A, RB, 5.000%, 11/01/23, Callable 05/01/15 @ 100, AMBAC	1,500,000		1,657,125
Port of Seattle, Series B, AMT, RB, 5.000%, 09/01/24, Callable 09/01/21 @ 100	1,000,000		1,113,420
Seattle Washington Municipal Light & Power, RB, 5.750%, 04/01/29, Callable 04/01/19 @ 100, BHAC	1,635,000		1,907,473
			4,678,018
Total Municipal Bonds (Cost $39,332,938)			43,193,497
Money Market Fund (12.5%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.02%(a)	6,205,285		6,205,285
Total Money Market Fund (Cost $6,205,285)			6,205,285
Total Investments (Cost $45,538,223) — 99.7%			49,398,782
Other assets in excess of liabilities — 0.3%			136,260
Net Assets — 100.0%		$	49,535,042

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations
AGC	– Security guaranteed by Assured Guaranty 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
FGIC	– Security guaranteed by Financial Guaranty Insurance Company
GO	– General Obligation
NATL-RE	– Reinsurance provided by National Public Finance Guarantee Corporation
PSF-GTD	– Security guaranteed by Permanent School Fund Guarantee Program
RB	– Revenue Bond

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

High Income Fund

	Shares or Principal Amount($)		Value($)
Bank Loans (4.1%)
Aerospace/Defense (0.1%)
Hawker Beechcraft Acquisition Co. LLC, 2.580%, 03/26/14(a)(b)		56,001		42,045
Hawker Beechcraft Acquisition Co. LLC, Term Loan, 2.580%, 03/26/14(a)(b)		905,621		679,922
				721,967
Diversified Financial Services (0.0%)(j)
American Capital Holdings, Inc., Term Loan, 7.500%, 12/31/13(a)(b)		161,699		161,699
Energy (1.7%)
Aventine Renewable Energy Holdings, Inc., Term Loan B, 10.500%, 12/21/15(a)(c)		10,798,466		9,145,005
Media (1.9%)
Tribune Co., Term Loan B, 5.250%, 06/04/14(a)(b)(d)(e)(f)		17,500,000		10,186,400
Telecommunication Services (0.4%)
Intelsat Jackson Holdings SA, Tranche B Term Loan, 5.250%, 04/02/18(a)(b)		1,990,000		1,972,588
Total Bank Loans (Cost $25,130,522)				22,187,659
Corporate Bonds (77.6%)
Advertising (0.6%)
Affinion Group, Inc., 7.875%, 12/15/18, Callable 12/15/14 @ 103.94		1,230,000		1,039,350
Affinion Group, Inc., 11.500%, 10/15/15, Callable 03/01/12 @ 103.83		1,500,000		1,308,750
Checkout Holding Corp., 0.000%, 11/15/15, Callable 03/01/12 @ 67.84(b)(c)		1,890,000		1,001,700
				3,349,800
Aerospace/Defense (0.8%)
Ducommun, Inc., 9.750%, 07/15/18, Callable 07/15/15 @ 104.88(b)		1,080,000		1,096,200
Kratos Defense & Security Solutions, Inc., 10.000%, 06/01/17, Callable 06/01/14 @ 105		1,700,000		1,742,500
Triumph Group, Inc., 8.625%, 07/15/18, Callable 07/15/14 @ 104.31		1,200,000		1,314,000
				4,152,700
Airlines (2.2%)
Air Canada Inc., 9.250%, 08/01/15, Callable 08/01/12 @ 106.94(b)(g)		1,000,000		875,000
American Airlines, Inc., 7.500%, 03/15/16, Callable 03/15/13 @ 105.62(b)(d)(g)		4,330,000		3,095,950
Delta Air Lines, Inc., 9.500%, 09/15/14, Callable 02/27/12 @ 107.12(b)(h)		4,647,000		4,786,410
Delta Air Lines, Inc., 12.250%, 03/15/15, Callable 03/15/12 @ 108.81(b)(g)		1,185,000		1,238,325
United Air Lines, Inc., 12.000%, 11/01/13, Callable 02/01/12 @ 109(b)(h)		2,000,000		2,085,000
				12,080,685
Auto Manufacturers (3.3%)
Chrysler Group LLC, 8.000%, 06/15/19, Callable 06/15/15 @ 104(b)(g)		11,020,000		10,083,300
Chrysler Group LLC, 8.250%, 06/15/21, Callable 06/15/16 @ 104.13(b)		900,000		819,000
Ford Motor Co., 7.450%, 07/16/31(g)		5,440,000		6,528,000
General Motors Liquidation Co., 7.200%, 01/15/49(c)(d)(g)(i)		17,182,000		171,820
General Motors Liquidation Co., 8.375%, 07/15/49(c)(d)(g)(i)		36,800,000		368,000
				17,970,120
Auto Parts & Equipment (1.4%)
Delphi Corp., 5.875%, 05/15/19, Callable 05/15/14 @ 104.41(b)(g)		2,120,000		2,162,400
Delphi Corp., 6.125%, 05/15/21, Callable 05/15/16 @ 103.06(b)		1,885,000		1,941,550
Exide Technologies, 8.625%, 02/01/18, Callable 02/01/15 @ 104.31		645,000		496,650

See Notes to Schedules of Portfolio Investments.

Tower Automotive Holdings USA LLC / TA Holdings Finance, Inc., 10.625%, 09/01/17, Callable 09/01/14 @ 105.31(b)	540,000	542,700
Visteon Corp., 6.750%, 04/15/19, Callable 04/15/14 @ 105.06(b)	2,700,000	2,693,250
		7,836,550
Banks (2.5%)
Ally Financial, Inc., 7.500%, 09/15/20	6,000,000	6,060,000
Ally Financial, Inc., 8.000%, 11/01/31	3,200,000	3,088,000
CIT Group, Inc., 7.000%, 05/01/17, Callable 03/01/12 @ 100(h)	2,100,000	2,100,000
Provident Funding Associates LP / PFG Finance Corp., 10.125%, 02/15/19, Callable 02/15/15 @ 105.06(b)	1,645,000	1,266,650
Provident Funding Association LP, 10.250%, 04/15/17, Callable 04/15/14 @ 105.13(b)	440,000	410,300
Regions Financial Corp., 5.750%, 06/15/15	630,000	601,650
		13,526,600
Building Materials (0.3%)
USG Corp., 8.375%, 10/15/18, Callable 10/15/14 @ 104.19(b)	855,000	786,600
USG Corp., 9.750%, 01/15/18	1,135,000	959,075
		1,745,675
Chemicals (0.7%)
Kinove German Bondco GmbH, 9.625%, 06/15/18, Callable 06/15/14 @ 107.22(b)	1,100,000	1,045,000
Rain CII Carbon LLC, 8.000%, 12/01/18, Callable 12/01/14 @ 104(b)	1,500,000	1,503,750
Vertellus Specialties, Inc., 9.375%, 10/01/15, Callable 04/01/13 @ 104.69(b)(c)	1,500,000	1,147,500
		3,696,250
Coal (0.8%)
Arch Coal, Inc., 7.000%, 06/15/19, Callable 06/15/15 @ 103.50(b)	2,220,000	2,264,400
Arch Coal, Inc., 7.250%, 06/15/21, Callable 06/15/16 @ 103.63(b)	2,220,000	2,281,050
		4,545,450
Commercial Services (1.8%)
Avis Budget Car Rental LLC, 9.625%, 03/15/18, Callable 03/15/14 @ 104.81	660,000	683,100
Cenveo Corp., 7.875%, 12/01/13, Callable 03/01/12 @ 100(g)	7,000,000	5,495,000
Jaguar Holding Co. II / Jaguar Merger Sub, Inc., 9.500%, 12/01/19, Callable 12/01/14 @ 107.12(b)(g)	1,955,000	2,052,750
National Money Mart Co., 10.375%, 12/15/16, Callable 12/15/13 @ 105.19	155,000	165,462
Speedy Cash, Inc., 10.750%, 05/15/18, Callable 05/15/15 @ 105.38(b)	1,635,000	1,643,175
		10,039,487
Cosmetics/Personal Care (0.2%)
Revlon Consumer Products Corp., 9.750%, 11/15/15, Callable 11/15/12 @ 104.88	815,000	866,956
Diversified Financial Services (5.8%)
Aircastle Ltd., 9.750%, 08/01/18, Callable 08/01/14 @ 104.88(g)	600,000	628,500
American General Finance Corp., Series H, 5.375%, 10/01/12(g)	205,000	193,725
American General Finance Corp., Series I, 4.875%, 07/15/12, MTN	3,000,000	2,880,000
American General Finance Corp., Series I, 5.850%, 06/01/13, MTN	2,000,000	1,760,000
Community Choice Financial, Inc., 10.750%, 05/01/19, Callable 05/01/15 @ 105.38(b)	1,885,000	1,866,150
E*Trade Financial Corp., 6.750%, 06/01/16	530,000	514,100
E*Trade Financial Corp. PIK, 12.500%, 11/30/17, Callable 11/30/12 @ 112.50	4,281,000	4,837,530
International Lease Finance Corp., 6.250%, 05/15/19	2,380,000	2,198,620
International Lease Finance Corp., 8.250%, 12/15/20	2,330,000	2,353,300
International Lease Finance Corp., 8.750%, 03/15/17	9,645,000	9,934,350
Springleaf Finance Corp., Series J, 6.900%, 12/15/17, MTN	6,000,000	4,320,000
		31,486,275
Electric (5.8%)
Edison Mission Energy, 7.200%, 05/15/19	4,735,000	2,959,375
Edison Mission Energy, 7.750%, 06/15/16	11,150,000	8,139,500
Energy Future Holdings Corp., 10.000%, 01/15/20, Callable 01/15/15 @ 105	500,000	525,000

See Notes to Schedules of Portfolio Investments.

Energy Future Intermediate Holding Co. LLC / EFIH Finance, Inc., 10.000%, 12/01/20, Callable 12/01/15 @ 105	1,080,000	1,139,400
GenOn Energy, Inc., 9.500%, 10/15/18(g)	2,625,000	2,657,812
GenOn Energy, Inc., 9.875%, 10/15/20, Callable 10/15/15 @ 104.94	2,405,000	2,441,075
Midwest Generation LLC, Series B, 8.560%, 01/02/16	675,046	681,797
NRG Energy, Inc., 7.625%, 05/15/19, Callable 05/15/14 @ 103.81(b)	2,375,000	2,327,500
Texas Competitive Electric Holdings Co. LLC, 11.500%, 10/01/20, Callable 04/01/16 @ 105.75(b)(g)	12,895,000	10,944,631
		31,816,090
Electronics (0.0%)(j)
Viasystems Group, Inc., 12.000%, 01/15/15, Callable 07/15/12 @ 106(b)	250,000	267,813
Energy-Alternate Sources (0.3%)
First Wind Capital LLC, 10.250%, 06/01/18, Callable 06/01/14 @ 107.69(b)	1,600,000	1,572,000
Engineering & Construction (0.2%)
Aguila 3 S.A., 7.875%, 01/31/18, Callable 01/31/14 @ 105.91(b)	875,000	848,750
Entertainment (2.5%)
Diamond Resorts Corp., 12.000%, 08/15/18, Callable 08/15/14 @ 106	8,475,000	8,347,875
FireKeepers Development Authority, 13.875%, 05/01/15, Callable 05/01/12 @ 110.50(b)	1,680,000	1,906,800
Pinnacle Entertainment, Inc., 8.750%, 05/15/20, Callable 05/15/15 @ 104.38(g)	750,000	735,000
Regal Entertainment Group, 9.125%, 08/15/18, Callable 08/15/14 @ 104.56	2,500,000	2,681,250
		13,670,925
Food (0.3%)
JBS USA Finance, Inc., 7.250%, 06/01/21, Callable 06/01/15 @ 105.44(b)	1,905,000	1,776,413
Gas (0.3%)
Sabine Pass LNG LP, 7.500%, 11/30/16	1,565,000	1,572,825
Healthcare - Products (1.9%)
Kinetic Concepts Inc. / KCI USA, Inc., 10.500%, 11/01/18, Callable 11/01/15 @ 105.25(b)	7,500,000	7,350,000
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25(g)	710,000	546,700
Rotech Healthcare, Inc., 10.750%, 10/15/15, Callable 04/15/13 @ 105.38	2,390,000	2,354,150
		10,250,850
Healthcare - Services (3.9%)
Apria Healthcare Group, Inc., 11.250%, 11/01/14, Callable 03/01/12 @ 105.62	500,000	516,250
Community Health Systems, Inc., 8.000%, 11/15/19, Callable 11/15/15 @ 104(b)	1,000,000	1,010,000
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 03/01/12 @ 104.44(g)	217,000	224,053
HCA, Inc., 7.500%, 02/15/22	435,000	444,787
INC Research LLC, 11.500%, 07/15/19, Callable 07/15/15 @ 105.75(b)	9,000,000	8,055,000
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19	2,100,000	1,764,000
MedImpact Holdings, Inc., 10.500%, 02/01/18, Callable 02/01/15 @ 105.25(b)(c)	7,270,000	6,179,500
Tenet Healthcare Corp., 6.250%, 11/01/18(b)	3,240,000	3,296,700
		21,490,290
Household Products/Wares (0.8%)
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 9.875%, 08/15/19, Callable 08/15/15 @ 104.94(b)	1,000,000	970,000
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Luxembourg I SA, 7.875%, 08/15/19, Callable 08/15/15 @ 103.94(b)	3,000,000	3,135,000
		4,105,000
Insurance (1.3%)
Genworth Financial, Inc., 6.150%, 11/15/66, Callable 11/15/16 @ 100(a)	3,030,000	1,636,200
MBIA Insurance Corp., 14.000%, 01/15/33, Callable 01/15/13 @ 100(a)(b)	3,680,000	2,060,800
MBIA, Inc., 5.700%, 12/01/34	2,025,000	1,251,754
MBIA, Inc., 6.625%, 10/01/28	2,650,000	1,869,625
		6,818,379

See Notes to Schedules of Portfolio Investments.

Internet (1.0%)
Atlantic Broadband Finance LLC, 9.375%, 01/15/14, Callable 03/01/12 @ 100	725,000	726,813
Equinix, Inc., 7.000%, 07/15/21, Callable 07/15/16 @ 103.50	2,085,000	2,199,675
Zayo Group LLC, 10.250%, 03/15/17, Callable 03/15/13 @ 105.13	2,600,000	2,775,500
		5,701,988
Investment Companies (0.9%)
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62	4,775,000	5,162,969
Iron/Steel (0.8%)
APERAM, 7.375%, 04/01/16, Callable 10/01/13 @ 103.69(b)	750,000	641,250
APERAM, 7.750%, 04/01/18, Callable 04/01/15 @ 103.88(b)	750,000	622,500
JMC Steel Group, 8.250%, 03/15/18, Callable 03/15/14 @ 106.19(b)	2,975,000	2,900,625
		4,164,375
Leisure Time (0.2%)
ClubCorp Club Operations, Inc., 10.000%, 12/01/18, Callable 12/01/14 @ 105	1,000,000	960,000
Lodging (1.5%)
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19, Callable 07/01/15 @ 105.25(b)	3,390,000	3,203,550
Harrahs Operating, Inc., 10.000%, 12/15/18, Callable 12/15/13 @ 105.19	475,000	325,375
Marina District Finance Co., Inc., 9.500%, 10/15/15, Callable 10/15/13 @ 104.75(g)	295,000	275,825
Marina District Finance Co., Inc., 9.875%, 08/15/18, Callable 08/15/14 @ 104.94(g)	400,000	365,000
MGM Resorts International, 7.625%, 01/15/17(g)	3,325,000	3,167,062
Wynn Las Vegas LLC, 7.750%, 08/15/20, Callable 08/15/15 @ 103.88	590,000	654,900
		7,991,712
Machinery-Construction & Mining (0.0%)(j)
Terex Corp., 10.875%, 06/01/16, Callable 06/01/13 @ 105.44	200,000	221,000
Machinery-Diversified (0.2%)
Manitowoc Co., Inc. (The), 8.500%, 11/01/20, Callable 11/01/15 @ 104.25(g)	790,000	832,463
Media (2.0%)
CCO Holdings LLC / Cap Corp., 6.500%, 04/30/21, Callable 04/30/15 @ 104.88	1,755,000	1,776,937
CCO Holdings LLC / Cap Corp., 7.375%, 06/01/20, Callable 12/01/15 @ 103.69	1,010,000	1,065,550
CCO Holdings LLC / Cap Corp., 7.875%, 04/30/18, Callable 04/30/13 @ 105.91	735,000	783,694
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(b)	1,880,000	1,992,800
Gray Television, Inc., 10.500%, 06/29/15, Callable 11/01/12 @ 107.88(g)	3,594,000	3,396,330
Insight Communications, Inc., 9.375%, 07/15/18, Callable 07/15/13 @ 107.03(b)	1,330,000	1,519,525
Sirius XM Radio, Inc., 9.750%, 09/01/15, Callable 09/01/12 @ 104.88(b)	450,000	488,250
		11,023,086
Mining (1.3%)
Consolidated Minerals Ltd., 8.875%, 05/01/16, Callable 05/01/14 @ 104.44(b)	2,125,000	1,838,125
FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19, Callable 11/01/15 @ 104.13(b)	2,405,000	2,447,088
Novelis, Inc., 8.750%, 12/15/20, Callable 12/15/15 @ 104.38	1,210,000	1,297,725
Teck Cominco Ltd., 6.125%, 10/01/35	530,000	581,473
Vulcan Materials Co., 7.500%, 06/15/21(g)	940,000	1,015,200
		7,179,611
Miscellaneous Manufacturer (0.1%)
Amsted Industries, Inc., 8.125%, 03/15/18, Callable 03/15/14 @ 104.06(b)	650,000	689,000
Oil & Gas (5.3%)
CITGO Petroleum Corp., 11.500%, 07/01/17, Callable 07/01/14 @ 105.75(b)	2,475,000	2,734,875
Comstock Resources, Inc., 7.750%, 04/01/19, Callable 04/01/15 @ 103.88	2,160,000	2,052,000
Connacher Oil and Gas Ltd., 8.500%, 08/01/19, Callable 08/01/15 @ 104.25(b)	4,500,000	4,072,500
Linn Energy LLC/Finance Corp., 6.500%, 05/15/19, Callable 05/15/15 @ 103.25(b)	3,335,000	3,309,988
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20, Callable 04/15/15 @ 104.31	855,000	927,675

See Notes to Schedules of Portfolio Investments.

Northern Tier Energy LLC / Northern Tier Finance Corp., 10.500%, 12/01/17, Callable 12/01/13 @ 107.88(b)	1,330,000	1,423,100
RDS Ultra-Deepwater Ltd., 11.875%, 03/15/17, Callable 03/15/14 @ 105.94(b)	750,000	791,250
United Refining Co., 10.500%, 02/28/18, Callable 02/28/15 @ 105.25	11,010,000	10,294,350
WPX Energy, Inc., 6.000%, 01/15/22, Callable 10/15/21 @ 100(b)	3,335,000	3,414,206
		29,019,944
Oil & Gas Services (1.6%)
American Petroleum Tankers LLC, 10.250%, 05/01/15, Callable 05/01/12 @ 105.13	453,000	462,060
Cie Generale de Geophysique - Veritas, 6.500%, 06/01/21, Callable 06/01/16 @ 103.25	4,500,000	4,365,000
Exterran Holdings, Inc., 7.250%, 12/01/18, Callable 12/01/13 @ 105.44	1,580,000	1,501,000
Oil States International, Inc., 6.500%, 06/01/19, Callable 06/01/14 @ 104.88	2,140,000	2,188,150
		8,516,210
Packaging & Containers (0.1%)
Plastipak Holdings, Inc., 10.625%, 08/15/19, Callable 08/15/14 @ 105.31(b)	285,000	314,925
Smurfit-Stone Container Corp., 8.000%, 03/15/17(d)	2,230,000	41,812
Smurfit-Stone Container Corp., 8.250%, 10/01/12	2,465,000	46,219
		402,956
Pharmaceuticals (2.1%)
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(b)	9,770,000	8,719,725
Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19, Callable 07/15/15 @ 103.50	675,000	718,875
Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22, Callable 07/15/16 @ 103.63	940,000	999,925
Valeant Pharmaceuticals International, 6.500%, 07/15/16, Callable 07/15/13 @ 103.25(b)	1,275,000	1,273,406
		11,711,931
Pipelines (0.1%)
Genesis Energy LP, 7.875%, 12/15/18, Callable 12/15/14 @ 103.94	620,000	620,000
Real Estate Investment Trusts (0.4%)
Reckson Operating Partnership LP, 7.750%, 03/15/20	935,000	1,025,466
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38	1,145,000	1,157,881
		2,183,347
Retail (0.9%)
Gymboree Corp., 9.125%, 12/01/18, Callable 12/01/14 @ 104.56(g)	1,690,000	1,478,750
Sears Holdings Corp., 6.625%, 10/15/18	4,155,000	3,157,800
		4,636,550
Semiconductors (0.2%)
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81	1,400,000	1,011,500
Shipbuilding (1.5%)
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18, Callable 03/15/15 @ 103.44(b)	3,910,000	3,831,800
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21, Callable 03/15/16 @ 103.56(b)	4,575,000	4,483,500
		8,315,300
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	1,075,250
Telecommunication Services (17.6%)
EH Holding Corp., 6.500%, 06/15/19(b)	665,000	693,263
GeoEye, Inc., 8.625%, 10/01/16, Callable 10/01/13 @ 104.31	640,000	659,200
GeoEye, Inc., 9.625%, 10/01/15, Callable 10/01/13 @ 104.81	325,000	355,875
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(b)	625,000	510,938
Intelsat Bermuda Ltd., 11.250%, 02/04/17, Callable 02/15/13 @ 105.62(h)	15,120,000	14,628,600
Intelsat Luxembourg SA, PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(b)(h)	3,685,000	3,556,025
Level 3 Communications, Inc., 11.875%, 02/01/19, Callable 02/01/15 @ 105.94	7,315,000	7,790,475
Level 3 Financing, Inc., 8.125%, 07/01/19, Callable 07/01/15 @ 104.06(b)	3,000,000	2,955,000
Level 3 Financing, Inc., 9.250%, 11/01/14, Callable 2/12/12 @ 102.31	1,291,000	1,320,047
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105(h)	2,150,000	2,279,000

See Notes to Schedules of Portfolio Investments.

NII Capital Corp., 7.625%, 04/01/21, Callable 04/01/16 @ 103.81	8,300,000	8,237,750
Nortel Networks Ltd., 10.750%, 07/15/16, Callable 03/01/12 @ 105.38(d)	8,300,000	9,130,000
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44	980,000	1,058,400
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75	2,320,000	2,366,400
Sprint Capital Corp., 6.875%, 11/15/28	3,545,000	2,530,244
Sprint Capital Corp., 6.900%, 05/01/19(h)	9,459,000	7,780,027
Sprint Nextel Corp., 6.000%, 12/01/16	5,715,000	4,743,450
Sprint Nextel Corp., 11.500%, 11/15/21(b)	1,080,000	1,069,200
Telcordia Technologies, Inc., 11.000%, 05/01/18, Callable 05/01/14 @ 105.50(b)	4,700,000	5,969,000
Trilogy International Partners LLC, 10.250%, 08/15/16, Callable 08/15/13 @ 105.13(b)	5,105,000	4,671,075
UPCB Finance V Ltd., 7.250%, 11/15/21, Callable 11/15/16 @ 103.63(b)	3,300,000	3,341,250
US West Capital Funding, Inc., 6.875%, 07/15/28	1,635,000	1,535,214
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(b)	4,518,962	3,310,140
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(b)	6,400,000	5,824,000
		96,314,573
Transportation (1.0%)
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(b)	6,150,000	5,535,000
Trucking & Leasing (0.9%)
Aviation Capital Group Corp., 6.750%, 04/06/21(b)	5,000,000	4,710,900
Total Corporate Bonds (Cost $437,959,512)		423,465,548
U.S. Treasury Obligation (0.0%)(j)
U.S. Treasury Bill (0.0%)(j)
0.000%, 01/05/12	100,000	100,000
Total U.S. Treasury Obligation (Cost $100,000)		100,000
Preferred Stocks (1.5%)
Diversified Financial Services (1.5%)
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25	30,000	754,800
GMAC Capital Trust I, Series 2, 8.125%, 02/15/40, Callable 02/15/16 @ 25	380,035	7,349,877
		8,104,677
Total Preferred Stocks (Cost $10,278,306)		8,104,677
Convertible Preferred Stock (1.2%)
Auto Manufacturers (1.2%)
General Motors Co., Series B, 4.750%, 12/01/13	195,300	6,689,025
Total Convertible Preferred Stock (Cost $8,905,464)		6,689,025
Warrants (0.7%)
Auto Manufacturers (0.7%)
General Motors Co. Expires at 07/10/16 at 10.00 USD*(g)	199,906	2,344,897
General Motors Co. Expires at 07/10/19 at 18.33 USD*(g)	199,906	1,563,265
		3,908,162
Total Warrants (Cost $8,489,022)		3,908,162
Common Stocks (1.0%)
Auto Manufacturers (1.0%)
Ford Motor Co.*	118,279	1,272,682
General Motors Co.*(g)	219,896	4,457,292
		5,729,974
Total Common Stocks (Cost $8,999,877)		5,729,974

See Notes to Schedules of Portfolio Investments.

Short-Term Investment (7.0%)
RidgeWorth Funds Securities Lending Joint Account(k)	38,184,157		38,184,157
Total Short-Term Investment (Cost $38,184,157)			38,184,157
Money Market Fund (13.1%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(l)	71,275,992		71,275,992
Total Money Market Fund (Cost $71,275,992)			71,275,992
Total Investments (Cost $609,322,852) — 106.2%			579,645,194
Liabilities in excess of other assets — (6.2)%			(33,808,433	)
Net Assets — 100.0%		$	545,836,761

* Non-income producing security.

(a) Variable or floating rate security. Rate disclosed is as of December 31, 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 37.8% of net assets as of December 31, 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 is in default.

(e) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.

(f) Bankrupt issuer.

(g) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $37,224,058.

(h) All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments.

(i) Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.1 % of net assets as of December 31, 2011.

(j) Less than 0.05% of Net Assets.

(k) 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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(l) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

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

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Intermediate Bond Fund

	Shares or Principal Amount($)		Value($)
Collateralized Mortgage Obligations (1.7%)
Agency Collateralized Mortgage Obligation (1.5%)
Federal National Mortgage Association, Series 2011-46, Cl B, 3.000%, 05/25/26		17,592,000		17,964,338
Commercial Mortgage Backed Security (0.2%)
LB-UBS Commercial Mortgage Trust, Series 2005-C7, Cl A3, 5.611%, 11/15/30(a)		1,753,000		1,793,645
Total Collateralized Mortgage Obligations (Cost $17,339,933)				19,757,983
Corporate Bonds (32.8%)
Aerospace/Defense (0.9%)
Boeing Co. (The), 5.125%, 02/15/13		243,000		254,766
Raytheon Co., 1.400%, 12/15/14		3,200,000		3,215,501
United Technologies Corp., 6.125%, 02/01/19		5,343,000		6,602,254
				10,072,521
Auto Manufacturers (0.2%)
Daimler Finance N.A. LLC, 3.875%, 09/15/21(b)		2,487,000		2,499,291
Banks (1.2%)
HSBC Bank PLC, 3.100%, 05/24/16(b)		1,780,000		1,780,105
HSBC Bank PLC, 3.500%, 06/28/15(b)		2,840,000		2,862,930
JPMorgan Chase & Co., 4.400%, 07/22/20		4,388,000		4,481,096
JPMorgan Chase & Co., 6.300%, 04/23/19		780,000		883,456
Northern Trust Corp., 4.625%, 05/01/14		667,000		717,443
Northern Trust Corp., 5.200%, 11/09/12		2,995,000		3,103,904
				13,828,934
Beverages (0.5%)
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12		4,385,000		4,453,634
Diageo Capital PLC, 5.200%, 01/30/13		1,305,000		1,366,596
				5,820,230
Biotechnology (0.1%)
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100		977,000		1,022,285
Chemicals (1.3%)
Air Products & Chemicals, Inc., 4.150%, 02/01/13		1,300,000		1,349,358
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21		1,899,000		2,146,048
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13		2,306,000		2,449,717
Praxair, Inc., 1.750%, 11/15/12		6,243,000		6,296,247
Praxair, Inc., 4.625%, 03/30/15		3,143,000		3,469,338
				15,710,708
Commercial Services (0.6%)
ERAC USA Finance LLC, 5.250%, 10/01/20(b)		2,629,000		2,834,443
ERAC USA Finance LLC, 5.600%, 05/01/15(b)		1,641,000		1,794,694
ERAC USA Finance LLC, 5.800%, 10/15/12(b)		2,096,000		2,168,432
				6,797,569

See Notes to Schedules of Portfolio Investments.

Computers (1.9%)
Hewlett-Packard Co., 4.375%, 09/15/21	4,607,000	4,754,622
Hewlett-Packard Co., 4.500%, 03/01/13	1,139,000	1,171,403
Hewlett-Packard Co., 6.125%, 03/01/14	157,000	169,286
IBM Corp., 0.875%, 10/31/14	7,393,000	7,395,661
IBM Corp., 7.625%, 10/15/18	6,251,000	8,388,586
		21,879,558
Diversified Financial Services (4.0%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(b)	3,551,000	3,647,896
CME Group, Inc., 5.400%, 08/01/13	2,313,000	2,464,809
CME Group, Inc., 5.750%, 02/15/14	3,407,000	3,713,681
Ford Motor Credit Co. LLC, 5.000%, 05/15/18	5,316,000	5,329,785
John Deere Capital Corp., 1.250%, 12/02/14, MTN	2,769,000	2,799,016
Lazard Group LLC, 6.850%, 06/15/17	405,000	424,833
Lazard Group LLC, 7.125%, 05/15/15	2,745,000	2,947,543
MassMutual Global Funding LLC, 2.300%, 09/28/15(b)	2,796,000	2,807,125
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20	2,861,000	2,931,092
PACCAR Financial Corp., 1.550%, 09/29/14, MTN	3,914,000	3,960,052
TIAA Global Markets, Inc., 5.125%, 10/10/12(b)	4,019,000	4,146,623
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN	1,673,000	1,759,688
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/21 @ 100(b)	5,897,000	6,021,238
Woodside Finance Ltd., 8.125%, 03/01/14(b)	3,378,000	3,777,530
		46,730,911
Electric (1.3%)
Alabama Power Co., 5.800%, 11/15/13	2,160,000	2,353,018
Dominion Resources, Inc., 1.950%, 08/15/16	1,328,000	1,334,540
Duke Energy Carolinas LLC, 4.300%, 06/15/20	880,000	991,155
Exelon Generation Co. LLC, 6.200%, 10/01/17	2,402,000	2,758,346
Georgia Power Co., 6.000%, 11/01/13	1,562,000	1,705,821
MidAmerican Energy Holdings Co., Series D, 5.000%, 02/15/14	2,905,000	3,121,280
Southern California Edison Co., 5.750%, 03/15/14	2,522,000	2,778,056
		15,042,216
Electronics (0.1%)
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16	1,236,000	1,260,069
Food (0.7%)
Kellogg Co., 4.250%, 03/06/13	2,001,000	2,077,748
Kraft Foods, Inc., 5.375%, 02/10/20	3,430,000	3,957,709
Kroger Co. (The), 7.500%, 01/15/14	1,526,000	1,705,426
		7,740,883
Healthcare - Products (0.5%)
Becton Dickinson and Co., 3.250%, 11/12/20	1,112,000	1,151,599
Covidien International Finance SA, 6.000%, 10/15/17	2,351,000	2,785,937
Stryker Corp., 2.000%, 09/30/16	1,827,000	1,869,628
		5,807,164
Healthcare - Services (0.8%)
Roche Holdings, Inc., 6.000%, 03/01/19(b)	8,180,000	9,942,078
Insurance (1.6%)
Berkshire Hathaway, Inc., 3.200%, 02/11/15	4,900,000	5,194,794
Berkshire Hathaway, Inc., 4.600%, 05/15/13	2,524,000	2,654,849
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)	2,618,000	2,495,470
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)	5,795,000	5,692,115
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13	2,186,000	2,246,594
Progressive Corp. (The), 3.750%, 08/23/21	862,000	895,721
		19,179,543

See Notes to Schedules of Portfolio Investments.

Media (1.3%)
Comcast Corp., 4.950%, 06/15/16	1,522,000	1,685,577
NBCUniversal Media LLC, 4.375%, 04/01/21	3,999,000	4,220,329
Thomson Reuters Corp., 5.950%, 07/15/13	526,000	560,448
Time Warner Cable, Inc., 5.850%, 05/01/17	4,567,000	5,201,027
Time Warner Cable, Inc., 8.250%, 02/14/14	2,477,000	2,791,965
Time Warner, Inc., 4.875%, 03/15/20	534,000	578,658
		15,038,004
Mining (1.6%)
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20	3,507,000	3,893,194
Barrick International Barbados Corp., 5.750%, 10/15/16(b)	1,666,000	1,909,448
BHP Billiton Finance USA Ltd., 1.125%, 11/21/14	2,881,000	2,887,762
Kinross Gold Corp., 5.125%, 09/01/21(b)(c)	5,521,000	5,418,409
Newmont Mining Corp., 5.125%, 10/01/19	4,182,000	4,632,267
		18,741,080
Miscellaneous Manufacturer (1.4%)
3M Co., 1.375%, 09/29/16	1,736,000	1,750,898
Danaher Corp., 3.900%, 06/23/21, Callable 03/23/21 @ 100	2,225,000	2,456,389
General Electric Co., 5.000%, 02/01/13	2,913,000	3,035,623
General Electric Co., 5.250%, 12/06/17	1,548,000	1,776,736
Illinois Tool Works, Inc., 6.250%, 04/01/19	4,078,000	5,032,415
Siemens Financieringsmaatschappij NV, 5.750%, 10/17/16(b)	1,976,000	2,282,280
		16,334,341
Office/Business Equip (0.4%)
Xerox Corp., 5.500%, 05/15/12	1,972,000	2,004,698
Xerox Corp., 6.350%, 05/15/18	2,225,000	2,506,373
		4,511,071
Oil & Gas (0.8%)
BP Capital Markets PLC, 2.248%, 11/01/16	3,672,000	3,695,416
Ensco PLC, 4.700%, 03/15/21	3,536,000	3,682,412
Statoil ASA, 3.125%, 08/17/17	763,000	804,737
Total Capital SA, 3.000%, 06/24/15	1,662,000	1,756,569
		9,939,134
Oil & Gas Services (0.5%)
Schlumberger Investment SA, 3.300%, 09/14/21(b)	2,925,000	3,004,961
Weatherford International Ltd., 4.950%, 10/15/13	1,160,000	1,218,900
Weatherford International Ltd., 5.125%, 09/15/20	2,064,000	2,144,863
		6,368,724
Pharmaceuticals (2.2%)
Abbott Laboratories, 5.600%, 11/30/17	3,979,000	4,751,535
Express Scripts, Inc., 5.250%, 06/15/12	3,566,000	3,633,415
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18	2,754,000	3,314,734
Novartis Securities Investment Ltd., 5.125%, 02/10/19	1,965,000	2,309,370
Sanofi-Aventis SA, 4.000%, 03/29/21	4,419,000	4,895,978
Schering-Plough Corp., Inc., 6.000%, 09/15/17	2,965,000	3,634,906
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15	1,996,000	2,078,557
Teva Pharmaceutical Finance LLC, 5.550%, 02/01/16	736,000	831,953
		25,450,448
Pipelines (2.7%)
El Paso Natural Gas Co., 5.950%, 04/15/17	597,000	670,352
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20	1,544,000	1,701,683
Energy Transfer Partners LP, 4.650%, 06/01/21, Callable 03/01/21 @ 100	1,916,000	1,876,906
Energy Transfer Partners LP, 6.700%, 07/01/18	4,349,000	4,824,889
Enterprise Products Operating LLC, 5.250%, 01/31/20	5,477,000	6,047,304
Enterprise Products Operating LLC, Series G, 5.600%, 10/15/14	2,975,000	3,259,609
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b)	2,458,000	2,539,606
Southern Natural Gas Co., 5.900%, 04/01/17(b)	374,000	427,434

See Notes to Schedules of Portfolio Investments.

TC Pipelines LP, 4.650%, 06/15/21	3,066,000	3,210,222
TransCanada PipeLines Ltd., 3.800%, 10/01/20	2,470,000	2,665,641
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18	1,074,000	1,229,286
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100	3,320,000	3,407,226
		31,860,158
Real Estate Investment Trusts (1.3%)
BioMed Realty LP, 3.850%, 04/15/16, Callable 03/15/16 @ 100	2,189,000	2,159,328
Digital Realty Trust LP, 4.500%, 07/15/15	5,955,000	6,074,076
Digital Realty Trust LP, 5.875%, 02/01/20	1,149,000	1,195,488
Healthcare Realty Trust, Inc., 6.500%, 01/17/17	5,605,000	6,019,417
		15,448,309
Retail (1.2%)
Family Dollar Stores, Inc., 5.000%, 02/01/21	1,432,000	1,473,734
Wal-Mart Stores, Inc., 4.250%, 04/15/21	5,849,000	6,758,485
Walgreen Co., 4.875%, 08/01/13	2,212,000	2,359,967
Wesfarmers Ltd., 6.998%, 04/10/13(b)(c)	3,403,000	3,610,161
		14,202,347
Semiconductors (0.3%)
Analog Devices, Inc., 3.000%, 04/15/16	841,000	886,368
Intel Corp., 1.950%, 10/01/16	2,021,000	2,077,622
		2,963,990
Software (0.9%)
Fiserv, Inc., 4.750%, 06/15/21	2,946,000	3,082,214
Oracle Corp., 5.750%, 04/15/18	5,881,000	7,136,505
		10,218,719
Telecommunication Services (1.7%)
AT&T, Inc., 3.875%, 08/15/21	2,765,000	2,924,681
AT&T, Inc., 4.950%, 01/15/13	2,785,000	2,902,580
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(b)	3,055,000	3,291,762
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14	1,866,000	2,027,336
Cisco Systems, Inc., 5.500%, 02/22/16	1,761,000	2,049,329
Juniper Networks, Inc., 3.100%, 03/15/16	665,000	687,829
Rogers Communications, Inc., 7.500%, 03/15/15	1,045,000	1,223,596
SBC Communications, Inc., 5.100%, 09/15/14	2,496,000	2,749,204
Verizon Communications, Inc., 5.250%, 04/15/13	2,453,000	2,588,487
		20,444,804
Transportation (0.2%)
United Parcel Service, Inc., 3.125%, 01/15/21	1,952,000	2,070,678
Trucking & Leasing (0.4%)
Aviation Capital Group Corp., 6.750%, 04/06/21(b)	2,256,000	2,125,558
Aviation Capital Group Corp., 7.125%, 10/15/20(b)	3,094,000	2,992,919
		5,118,477
Water (0.2%)
Veolia Environment SA, 6.000%, 06/01/18	1,768,000	1,930,267
Total Corporate Bonds (Cost $357,525,547)		383,974,511
U.S. Government Agency Mortgages (9.6%)
Federal Home Loan Mortgage Corporation (5.2%)
3.000%, TBA, 15 Year Maturity(d)	58,848,000	60,742,170
Federal National Mortgage Association (3.0%)
Pool #469387, 2.600%, 10/01/18	3,323,000	3,320,760
Pool #468958, 3.770%, 09/01/21	29,957,000	32,186,699
		35,507,459

See Notes to Schedules of Portfolio Investments.

Government National Mortgage Association (1.4%)
Pool #751387, 4.743%, 01/20/61	14,758,687		16,194,904
Total U.S. Government Agency Mortgages (Cost $108,507,115)			112,444,533
U.S. Treasury Obligations (54.6%)
U.S. Treasury Notes (54.6%)
0.875%, 02/29/12	132,042,000		132,217,352
0.500%, 10/15/14	216,028,000		216,922,572
1.250%, 10/31/15(e)	96,665,000		99,142,041
1.750%, 05/31/16	105,446,000		110,265,198
3.375%, 11/15/19	29,921,000		34,107,606
2.000%, 11/15/21	46,855,000		47,389,428
			640,044,197
Total U.S. Treasury Obligations (Cost $626,831,547)			640,044,197
Short-Term Investment (0.6%)
RidgeWorth Funds Securities Lending Joint Account(f)	6,405,080		6,405,080
Total Short-Term Investment (Cost $6,405,080)			6,405,080
Money Market Fund (9.1%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g)	107,110,379		107,110,379
Total Money Market Fund (Cost $107,110,379)			107,110,379
Total Investments (Cost $1,223,719,601) — 108.4%			1,269,736,683
Liabilities in excess of other assets — (8.4)%			(97,987,733	)
Net Assets — 100.0%		$	1,171,748,950

(a) Variable or floating rate security. Rate disclosed is as of December 31, 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 6.8% of net assets as of December 31, 2011.

(c) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $6,278,485.

(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 in connection with obligations for when-issued or delayed-delivery purchase commitments.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(g) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Investment Grade Tax-Exempt Bond Fund

	Shares or Principal Amount($)		Value($)
Municipal Bonds (87.9%)
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		9,966,420
Alaska (5.1%)
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23, Callable 09/01/19 @ 100, AGC		18,000,000		21,497,220
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, Callable 09/01/19 @ 100, AGC		15,500,000		18,211,260
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/32, Callable 09/01/19 @ 100, AGC		7,250,000		8,271,018
				47,979,498
California (11.5%)
California Health Facilities Financing Authority, Series C, RB, 6.250%, 10/01/24, Callable 10/01/18 @ 100		3,500,000		4,171,580
California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/33, Callable 10/01/18 @ 100		6,500,000		7,473,570
California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/38, Callable 10/01/18 @ 100		100,000		133,725
California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/38, Callable 10/01/18 @ 100		5,400,000		6,157,296
California State, GO, 4.000%, 09/01/17		1,285,000		1,447,039
California State, GO, 5.000%, 10/01/18		11,390,000		13,611,050
California State, GO, 5.000%, 10/01/19		4,000,000		4,829,640
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100(a)		24,500,000		29,180,725
Los Angeles California Community College District, Series A, GO, 6.000%, 08/01/33, Callable 08/01/19 @ 100		10,000,000		11,551,800
Los Angeles California Wastewater System, Series A, RB, 5.750%, 06/01/34, Callable 06/01/19 @ 100		5,000,000		5,726,550
Orange County Loma Ridge, COP, 6.000%, 06/01/21, Prerefunded 06/01/19 @ 100, AMBAC		895,000		1,077,875
University of California, Series O, RB, 5.750%, 05/15/27, Callable 05/15/19 @ 100		3,000,000		3,577,080
University of California, Series O, RB, 5.750%, 05/15/28, Callable 05/15/19 @ 100		10,000,000		11,850,600
University of California, Series O, RB, 5.750%, 05/15/29, Callable 05/15/19 @ 100		5,095,000		5,989,835
				106,778,365
Connecticut (1.5%)
Connecticut State, Series D, GO, 5.000%, 11/01/19		10,000,000		12,528,700
Connecticut State Health & Educational Facilities Authority, Ascension Health Credit Group, RB, 3.500%, 11/15/29, Mandatory Put 02/01/12 @ 100(b)		1,340,000		1,343,524
				13,872,224
District of Columbia (1.0%)
District of Columbia, Income Tax, Series A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100		8,000,000		9,253,760
Florida (2.9%)
Brevard County Utility Authority, RB, 5.250%, 03/01/13, Callable 03/01/12 @ 100, NATL-RE/FGIC		1,000,000		1,008,570

See Notes to Schedules of Portfolio Investments.

Brevard County Utility Authority, RB, 5.250%, 03/01/14, Callable 03/01/12 @ 100, NATL-RE/FGIC	1,000,000	1,008,570
Florida State Board of Education, Capital Outlay, Public Education Project, GO, 9.125%, 06/01/14, ETM	950,000	1,128,410
Florida State Board of Education, Capital Outlay, Public Education Project, Series B, GO, 5.375%, 06/01/18, Callable 06/01/12 @ 101, NATL-RE/FGIC	2,130,000	2,197,308
Florida State Board of Education, Lottery Revenue, Capital Outlay, Public Education Project, Series A, GO, 5.000%, 06/01/20, Callable 06/01/15 @ 101, NATL-RE/FGIC	5,320,000	5,976,328
Florida State Board of Education, Lottery, Series A, RB, 5.375%, 07/01/15, Economically defeased 07/01/12 @ 101, NATL-RE/FGIC	3,500,000	3,623,935
Highlands County Health Facilities Authority, Adventist Health, Series G, RB, 5.125%, 11/15/18, Callable 11/15/16 @ 100(b)	2,900,000	3,279,407
Lee County Memorial Health Systems Hospital, Series A, RB, 5.750%, 04/01/15, Callable 04/01/12 @ 100, AGM	1,000,000	1,012,640
Miami-Dade County, Building Better Communities Program, Series B, GO, 6.000%, 07/01/23, Callable 07/01/18 @ 100	2,000,000	2,332,160
Miami-Dade County, Building Better Communities Program, Series B, GO, 6.125%, 07/01/25, Callable 07/01/18 @ 100	3,000,000	3,450,510
Polk County School District Sales Tax Authority, RB, 5.250%, 10/01/15, Callable 10/01/14 @ 100, AGM	2,000,000	2,187,660
		27,205,498
Georgia (0.9%)
Fulton County Water & Sewer Revenue, RB, 5.000%, 01/01/19	3,500,000	4,303,600
Henry County School District, GO, 5.000%, 08/01/13, NATL-RE/FGIC	4,030,000	4,325,681
		8,629,281
Illinois (3.7%)
Chicago O’ Hare International Airport, AMT, RB, 5.000%, 01/01/17	3,645,000	4,078,318
Chicago O’ Hare International Airport, AMT, RB, 5.000%, 01/01/18	2,000,000	2,255,700
Chicago O’ Hare International Airport, Third Lien, Series D, RB, 5.250%, 01/01/19, Callable 01/01/15 @ 100, NATL-RE, AMT	7,680,000	8,392,166
Chicago Sales Tax Revenue, Series A, RB, 5.000%, 01/01/41, Callable 01/01/22 @ 100	8,500,000	9,029,295
Grundy Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/21, Callable 10/15/18 @ 100, AGC	4,340,000	5,184,434
Illinois State Sales Tax, First Series, RB, 5.000%, 06/15/22, Callable 06/15/13 @ 100(a)	2,975,000	3,123,036
University of Illinois, Auxiliary Facilities System, Series A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100	2,000,000	2,185,420
		34,248,369
Iowa (2.5%)
Iowa Finance Authority, RB, 5.000%, 08/01/28, Callable 08/01/21 @ 100	10,000,000	11,601,000
Iowa Finance Authority, RB, 5.000%, 08/01/29, Callable 08/01/21 @ 100	10,000,000	11,529,100
		23,130,100
Kansas (3.3%)
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38, Callable 11/15/19 @ 100(a)	26,090,000	28,538,547
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, Series D, RB, 5.000%, 11/15/22, Callable 11/15/17 @ 100	2,000,000	2,214,380
		30,752,927
Maryland (5.7%)
Maryland State, Series B, GO, 5.000%, 03/01/18	5,000,000	6,180,500
Maryland State Department of Transportation, Consolidated Transportation, RB, 5.000%, 05/01/17, Callable 05/01/14 @ 100	4,500,000	4,973,805
Maryland State Department of Transportation, Consolidated Transportation, RB, 5.000%, 05/01/19	16,100,000	20,183,443
Montgomery County, Series A, GO, 5.000%, 07/01/19	17,065,000	21,573,061
		52,910,809

See Notes to Schedules of Portfolio Investments.

Massachusetts (2.0%)
Boston, Series A, GO, 5.000%, 04/01/15	4,585,000	5,220,298
Massachusetts School Building Authority, Series A, RB, 5.000%, 08/15/22, Callable 08/15/15 @ 100, AGM	5,000,000	5,589,750
Massachusetts State, Consolidated Lien, Series C, GO, 5.000%, 01/01/15	2,000,000	2,255,100
Massachusetts State, Consolidated Lien, Series C, GO, 5.000%, 09/01/18, Callable 09/01/15 @ 100	5,310,000	5,990,689
		19,055,837
Michigan (1.2%)
Kent Hospital Finance Authority, Spectrum Health, Series A, RB, 5.000%, 01/15/47, Mandatory Put 01/15/12 @ 100(b)	2,000,000	2,003,980
Michigan Finance State Authority, RB, 5.000%, 10/01/17	4,500,000	5,442,975
Michigan State Municipal Bond Authority, Clean Water State Revolving Fund, RB, 5.375%, 10/01/17, Callable 10/01/12 @ 100	3,300,000	3,426,588
		10,873,543
Minnesota (1.1%)
Minnesota State, Series B, GO, 5.000%, 10/01/19	8,000,000	10,100,720
Missouri (0.8%)
Missouri State Highways & Transit Commission State Road, Second Lien, RB, 5.250%, 05/01/20, Callable 05/01/17 @ 100	6,500,000	7,773,350
Nebraska (0.4%)
Omaha Public Power District, Series C, RB, 5.000%, 02/01/30, Callable 02/01/21 @ 100	3,270,000	3,686,827
New Jersey (9.5%)
Garden State Preservation Trust, Open Space & Farmland Preservation, Series A, RB, 5.800%, 11/01/18, Callable 11/01/15 @ 100, AGM(a)	8,000,000	9,368,320
Garden State Preservation Trust, Open Space & Farmland Preservation, Series A, RB, 5.800%, 11/01/20, Callable 11/01/15 @ 100, AGM(a)	16,500,000	19,153,695
New Jersey State Transportation Trust Fund Authority, Transportation System, Series A, RB, 6.000%, 12/15/38, Prerefunded 12/15/18 @ 100	7,710,000	8,678,222
New Jersey State Transportation Trust Fund Authority, Transportation System, Series D, RB, 5.000%, 06/15/19, Callable 06/15/15 @ 100, AGM	13,125,000	14,498,662
New Jersey Transportation Trust Fund Authority, Series A, RB, 6.000%, 06/15/35, Callable 06/15/21 @ 100, ST APPROP	5,305,000	6,192,792
New Jersey Transportation Trust Fund Authority, Series B, RB, 5.000%, 06/15/20	5,250,000	6,220,357
New Jersey Transportation Trust Fund Authority, Series B, RB, 5.250%, 12/15/17, Callable 12/15/15 @ 100, NATL-RE/FGIC	15,000,000	17,033,100
New Jersey Transportation Trust Fund Authority, Series B, RB, 5.250%, 06/15/26, Callable 06/15/21 @ 100	6,665,000	7,477,397
		88,622,545
New Mexico (0.7%)
New Mexico Finance Authority, Public Project Revolving Fund, Series C, RB, 5.000%, 06/01/21, Callable 06/01/14 @ 100, AMBAC	5,595,000	6,064,532
New York (9.8%)
Erie County Industrial Development Agency, City School District Buffalo, Series A, RB, 5.750%, 05/01/29, Callable 05/01/18 @ 100, BHAC	5,340,000	6,068,216
New York City Municipal Water Finance Authority, Water & Sewer System, Series A, RB, 5.750%, 06/15/40, Callable 06/15/18 @ 100(a)	15,330,000	17,488,771
New York City Transitional Finance Authority, Building Aid, Series S-2, RB, 6.000%, 07/15/38, Callable 07/15/18 @ 100, State Aid Withholding	7,500,000	8,578,275
New York City Transitional Finance Authority, RB, 5.000%, 11/01/31, Callable 11/01/21 @ 100	2,475,000	2,792,567
New York City Transitional Finance Authority, RB, 5.000%, 11/01/32, Callable 11/01/21 @ 100	10,000,000	11,159,300
New York Local Government Assistance Corp., Series B, RB, 5.000%, 04/01/14, GO of Corporation	8,925,000	9,841,597

See Notes to Schedules of Portfolio Investments.

New York State Dormitory Authority, Series E, RB, 5.000%, 08/15/19	10,000,000	12,380,300
New York State Thruway Authority, Series B, RB, 5.000%, 04/01/18, Callable 10/01/15 @ 100, AMBAC	5,700,000	6,417,858
Port Authority of New York & New Jersey, AMT, RB, 5.000%, 10/15/17, GO of Authority	5,500,000	6,409,095
Port Authority of New York & New Jersey, AMT, RB, 5.000%, 10/15/18, GO of Authority	8,255,000	9,730,581
		90,866,560
North Carolina (4.2%)
North Carolina State, GO, 5.000%, 05/01/16, Prerefunded 05/01/13 @ 100	3,500,000	3,717,560
North Carolina State, RB, 4.000%, 03/01/23, Callable 09/01/17 @ 100(b)	12,500,000	14,188,250
North Carolina State, Series A, GO, 5.000%, 03/01/17	3,000,000	3,621,390
North Carolina State, Series C, GO, 5.000%, 05/01/19	12,315,000	15,529,584
University of North Carolina, Chapel Hill, Series A, RB, 5.000%, 02/01/14	1,885,000	2,031,842
		39,088,626
Oregon (0.9%)
Oregon State Department of Transportation, Highway User Tax, Series B, RB, 5.000%, 11/15/17, Callable 11/15/14 @ 100	2,500,000	2,787,275
Tri-County Metropolitan Transportation District, Refunding Limited Tax Pledge, Series A, RB, 5.000%, 09/01/20, Callable 09/01/15 @ 100, AGM	5,170,000	5,832,742
		8,620,017
Pennsylvania (3.3%)
Allegheny County Port Authority, RB, 5.750%, 03/01/29, Callable 03/01/21 @ 100	7,500,000	8,511,075
Easton Area School District, Series 2006, GO, 7.750%, 04/01/25, Callable 04/01/16 @ 100, AGM	8,790,000	10,456,408
University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/23, Callable 03/15/19 @ 100, GO of University	6,750,000	8,364,668
University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/24, Callable 03/15/19 @ 100, GO of University	2,500,000	3,070,625
		30,402,776
South Carolina (1.1%)
Beaufort County School District, Series D, GO, 5.000%, 03/01/17, SCSDE	6,500,000	7,789,210
South Carolina State Public Service Authority, Series A, RB, 5.000%, 01/01/17, Callable 01/01/14 @ 100, AGM	2,300,000	2,504,539
		10,293,749
Texas (4.7%)
Austin, Series 2005, GO, 5.000%, 09/01/19, Callable 03/01/15 @ 100, NATL-RE	5,000,000	5,539,900
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD	6,000,000	7,325,700
Frisco, GO, 5.000%, 02/15/19	5,000,000	6,180,200
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Series B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100	4,050,000	4,681,111
Lower Colorado River Authority, Series A, RB, 5.875%, 05/15/15, Callable 2/27/12 @ 100, AGM	1,185,000	1,189,930
North Harris County Regional Water Authority, RB, 5.250%, 12/15/18, Callable 12/15/14 @ 100, NATL-RE	2,690,000	2,967,985
San Antonio Electric & Gas, RB, 5.000%, 02/01/24, Callable 02/01/15 @ 100	1,875,000	2,060,062
Texas State Public Finance Authority, Unemployment Comp., Series A, RB, 5.000%, 01/01/15	5,000,000	5,639,350
Texas State Public Finance Authority, Charter School Finance Corp., Series A, RB, 6.200%, 02/15/40, Callable 02/01/20 @ 100	2,850,000	2,952,657
Texas State University Systems Financing, RB, 5.000%, 03/15/18, Callable 03/15/15 @ 100, AGM	5,035,000	5,624,850
		44,161,745

See Notes to Schedules of Portfolio Investments.

Virginia (4.4%)
Henrico County, Public Improvement Project, GO, 5.000%, 08/01/18	3,305,000		4,120,509
Henrico County, Public Improvement Project, GO, 5.000%, 08/01/20	3,305,000		4,221,972
Virginia College Building Authority Educational Facilities, 21st Century College & Equipment Program, Series D, RB, 5.000%, 02/01/13	4,130,000		4,341,704
Virginia Public Building Authority, Series A, RB, 5.000%, 08/01/15	2,500,000		2,867,375
Virginia Public Building Authority, Series D, RB, 5.000%, 08/01/17, Callable 08/01/14 @ 100	4,000,000		4,428,920
Virginia Public School Authority, RB, 5.000%, 01/15/23, Callable 01/15/21 @ 100	6,085,000		7,428,690
Virginia Public School Authority, RB, 5.000%, 01/15/28, Callable 01/15/21 @ 100	5,665,000		6,527,269
Virginia State, Series D, GO, 5.000%, 06/01/18	6,000,000		7,456,980
			41,393,419
Washington (4.6%)
Central Puget Sound Regional Transit Authority, Series A, RB, 5.000%, 11/01/23, Callable 05/01/15 @ 100, AMBAC	6,000,000		6,628,500
Energy Northwest, Series A, RB, 5.000%, 07/01/21(c)	7,000,000		8,467,970
Pierce County School District No. 10, Tacoma, GO, 5.000%, 12/01/16, Callable 12/01/13 @ 100, NATL-RE/FGIC	5,200,000		5,612,776
Port of Seattle, Series B, AMT, RB, 5.000%, 09/01/19	3,000,000		3,474,330
Port of Seattle, Series B, AMT, RB, 5.000%, 09/01/21	4,000,000		4,646,200
Port of Seattle, Series B, AMT, RB, 5.000%, 09/01/24, Callable 09/01/21 @ 100	2,055,000		2,288,078
Washington State, Series A, GO, 5.000%, 07/01/19, Callable 07/01/14 @ 100	2,855,000		3,130,251
Washington State, Series A, GO, 5.000%, 07/01/20, Callable 07/01/15 @ 100, AGM	7,700,000		8,600,900
			42,849,005
Total Municipal Bonds (Cost $766,949,587)			818,580,502
Money Market Fund (12.1%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.02%(d)	112,905,542		112,905,542
Total Money Market Fund (Cost $112,905,542)			112,905,542
Total Investments (Cost $879,855,129) — 100.0%			931,486,044
Other assets in excess of liabilities — 0.0%(e)			98,856
Net Assets — 100.0%		$	931,584,900

(a) All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments.

(b) Variable or floating rate security. Rate disclosed is as of December 31, 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 December 31, 2011.

(e) Less than 0.05% of Net Assets.

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
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

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Limited Duration Fund

	Shares or Principal Amount($)		Value($)
Asset-Backed Securities (29.3%)
Automobiles (3.5%)
AmeriCredit Automobile Receivables Trust, Series 2007-DF, Cl A4B, 1.070%, 06/06/14(a)		646,452		646,946
Credit Card (16.3%)
Cabela’s Master Credit Card Trust, Series 2010-2A, Cl A2, 0.978%, 09/17/18(a)(b)		1,000,000		1,011,133
Discover Card Master Trust, Series 2007-A2, Cl A2, 0.886%, 06/15/15(a)		1,000,000		1,002,759
Penarth Master Issuer PLC, Series 2011-1A, Cl A1, 0.935%, 05/18/15(a)(b)		1,000,000		996,697
				3,010,589
Home Equity (4.1%)
HSBC Home Equity Loan Trust, Series 2006-2, Cl A1, 0.435%, 03/20/36(a)		809,516		747,844
Student Loan Asset-Backed Security (5.4%)
SLM Student Loan Trust, Series 2006-5, Cl A4, 0.498%, 04/25/23(a)		1,015,000		1,003,654
Total Asset-Backed Securities (Cost $5,415,871)				5,409,033
Collateralized Mortgage Obligations (68.6%)
Agency Collateralized Mortgage Obligations (66.8%)
Federal Home Loan Mortgage Corporation, Series 2589, Cl F, 0.485%, 03/17/33(a)		1,072,773		1,069,826
Federal Home Loan Mortgage Corporation, Series 2693, Cl BF, 0.678%, 07/15/22(a)		883,985		884,852
Federal Home Loan Mortgage Corporation, Series 3877, Cl FN, 0.578%, 02/15/25(a)		1,787,871		1,785,526
Federal National Mortgage Association, Series 2003-90, Cl FL, 0.744%, 03/25/31(a)		1,430,528		1,431,438
Federal National Mortgage Association, Series 2004-79, Cl FM, 0.594%, 11/25/24(a)		2,267,761		2,265,992
Federal National Mortgage Association, Series 2010-90, Cl MF, 0.694%, 04/25/28(a)		2,013,893		2,012,013
Federal National Mortgage Association, Series 2011-98, Cl FL, 0.594%, 10/25/26(a)		2,902,616		2,899,602
				12,349,249
Commercial Mortgage Backed Securities (1.8%)
Citigroup Commercial Mortgage Trust, Series 2004-C2, Cl A3, 4.380%, 10/15/41		119,507		119,443
JPMorgan Chase Commercial Mortgage Securities, Series 2004-CBX, Cl A4, 4.529%, 01/12/37		213,056		213,000
				332,443
Total Collateralized Mortgage Obligations (Cost $12,637,007)				12,681,692
Money Market Fund (2.1%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(c)		385,563		385,563
Total Money Market Fund (Cost $385,563)				385,563
Total Investments (Cost $18,438,441) — 100.0%				18,476,288
Other assets in excess of liabilities — 0.0%(d)				5,878
Net Assets — 100.0%			$	18,482,166

(a) Variable or floating rate security. Rate disclosed is as of December 31, 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 10.9% of net assets as of December 31, 2011.

(c) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

(d) Less than 0.05% of Net Assets.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Limited-Term Federal Mortgage Securities Fund

	Shares or Principal Amount($)		Value($)
Collateralized Mortgage Obligations (19.8%)
Agency Collateralized Mortgage Obligations (16.2%)
Federal Home Loan Mortgage Corporation, Series 2945, Cl CZ, 5.000%, 03/15/35		778,654		896,502
Federal Home Loan Mortgage Corporation, Series 3774, Cl EW, 3.500%, 12/15/25		411,000		431,612
Federal Home Loan Mortgage Corporation, Series 3780, Cl CL, 3.500%, 12/15/25(a)		1,464,695		1,525,204
Federal National Mortgage Association, Series 2003-90, Cl FL, REMIC, 0.740%, 03/25/31(b)		363,127		363,358
Federal National Mortgage Association, Series 2010-134, Cl EB, 4.000%, 12/25/25(a)		1,215,442		1,311,889
Federal National Mortgage Association, Series 2010-136, Cl FG, 0.794%, 12/25/30(b)		1,141,912		1,144,985
Federal National Mortgage Association, Series 2010-144, Cl YB, 3.000%, 12/25/25		500,000		512,154
Federal National Mortgage Association, Series 2011-36, Cl DB, 3.000%, 05/25/26		849,584		869,233
				7,054,937
Agency Collateralized Planned Amortization Class Mortgage Obligations (2.4%)
Federal Home Loan Mortgage Corporation, Series 3763, Cl VQ, 4.000%, 07/15/27		180,000		190,340
Federal National Mortgage Association, Series 2011-8, Cl PV, 4.000%, 01/25/30		789,000		821,970
				1,012,310
Commercial Mortgage Backed Security (1.2%)
Wachovia Bank Commercial Mortgage Trust, Series 2005-C21, Cl AM, 5.204%, 10/15/44(b)		500,000		529,015
Total Collateralized Mortgage Obligations (Cost $7,830,634)				8,596,262
U.S. Government Agency Mortgages (77.6%)
Federal Home Loan Mortgage Corporation (41.9%)
Pool #J14868, 4.000%, 03/01/26		1,900,254		1,997,292
Pool #J16265, 4.000%, 08/01/26		733,674		771,140
Pool #C01785, 5.000%, 02/01/34		2,683,411		2,888,954
Pool #A30380, 5.500%, 12/01/34		556,290		613,416
Pool #A46278, 5.000%, 07/01/35		486,970		528,683
Pool #G02109, 6.000%, 03/01/36		770,510		850,839
Pool #G02163, 5.000%, 04/01/36		1,002,567		1,078,735
Pool #G02162, 5.500%, 05/01/36		358,009		389,348
Pool #G04997, 5.000%, 01/01/37		1,658,436		1,784,432
Pool #G03092, 5.500%, 07/01/37		604,150		661,093
Pool #G04337, 5.500%, 04/01/38(a)		1,217,802		1,323,071
Pool #1B8266, 2.864%, 05/01/41(b)		678,965		703,944
Pool #848553, 2.694%, 06/01/41(b)		492,813		508,808
Pool #1B8553, 2.358%, 07/01/41(b)		978,450		1,009,957
3.000%, TBA, 15 Year Maturity(c)		1,300,000		1,341,844
3.000%, TBA, 15 Year Maturity(c)		1,750,000		1,800,859
				18,252,415
Federal National Mortgage Association (35.7%)
Pool #697146, 5.500%, 03/01/23		142,495		156,304
Pool #655219, 3.500%, 08/01/32		161,223		167,113
Pool #254793, 5.000%, 07/01/33		219,913		237,824
Pool #730727, 5.000%, 08/01/33		412,471		450,188
Pool #745350, 5.500%, 03/01/34(a)		1,121,053		1,225,491

See Notes to Schedules of Portfolio Investments.

Pool #725703, 6.000%, 08/01/34(a)	1,360,853		1,516,974
Pool #725773, 5.500%, 09/01/34(a)	2,424,562		2,648,919
Pool #735500, 5.500%, 05/01/35	439,762		480,181
Pool #831017, 6.000%, 09/01/35	499,407		552,330
Pool #888344, 5.000%, 10/01/35	610,991		660,560
Pool #255933, 5.500%, 11/01/35	585,087		638,862
Pool #AE0115, 5.500%, 12/01/35(a)	1,460,292		1,601,861
Pool #745087, 5.500%, 12/01/35	345,831		377,617
Pool #745428, 5.500%, 01/01/36	367,900		401,714
Pool #995213, 6.000%, 07/01/36	498,370		551,183
Pool #889140, 5.500%, 05/01/37	460,235		505,411
Pool #995082, 5.500%, 08/01/37	250,006		273,141
Pool #976965, 6.000%, 02/01/38	256,521		285,389
Pool #889529, 6.000%, 03/01/38	791,402		877,990
Pool #995724, 6.000%, 04/01/39	742,650		823,903
Pool #AD0439, 6.000%, 07/01/39	492,622		542,979
2.500%, TBA, 15 Year Maturity(c)	500,000		502,580
			15,478,514
Total U.S. Government Agency Mortgages (Cost $33,305,095)			33,730,929
Money Market Fund (9.5%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d)	4,137,172		4,137,172
Total Money Market Fund (Cost $4,137,172)			4,137,172
Total Investments (Cost $45,272,901) — 106.9%			46,464,363
Liabilities in excess of other assets — (6.9)%			(2,982,395	)
Net Assets — 100.0%		$	43,481,968

(a) All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments.

(b) Variable or floating rate security. Rate disclosed is as of December 31, 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 December 31, 2011.

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 December 31, 2011

(Unaudited)

Maryland Municipal Bond Fund

	Shares or Principal Amount($)		Value($)
Municipal Bonds (83.3%)
Maryland (76.5%)
Baltimore, GO, 5.000%, 10/15/19		545,000		677,152
Baltimore, GO, 5.000%, 10/15/29, Callable 10/15/19 @ 100		500,000		562,710
Baltimore, Series A, GO, 5.000%, 10/15/27, Callable 10/15/18 @ 100, AGM		500,000		561,010
Baltimore Sewer Improvement, Wastewater Projects, Series C, RB, 5.000%, 07/01/22, Callable 07/01/16 @ 100, AMBAC		500,000		566,820
Baltimore Sewer Improvement, Wastewater Projects, Series C, RB, 5.625%, 07/01/39, Callable 07/01/19 @ 100		215,000		241,750
Charles County, GO, 4.000%, 04/01/17		500,000		577,395
Frederick, GO, 5.000%, 03/01/27, Callable 03/01/19 @ 100		500,000		579,785
Frederick, GO, 5.000%, 03/01/34, Callable 03/01/19 @ 100		750,000		822,750
Frederick County, GO, 5.000%, 12/01/15		500,000		581,355
Frederick County, GO, 5.000%, 12/01/18		500,000		624,475
Harford County, GO, 5.000%, 07/15/25, Callable 07/15/15 @ 100		750,000		837,810
Howard County, GO, 5.000%, 02/15/15		1,000,000		1,134,610
Maryland Community Development Administration, Department of Housing & Community Development, RB, 5.000%, 09/01/27, Callable 03/01/17 @ 100, AMT		500,000		509,305
Maryland Community Development Administration, Department of Housing & Community Development Residential, Series B, RB, 5.250%, 09/01/35, Callable 03/01/20 @ 100		300,000		316,269
Maryland Environmental Service, RB, 5.000%, 11/01/22, Callable 11/01/20 @ 100		500,000		594,215
Maryland Health & Higher Educational Facilities Authority, RB, 5.750%, 07/01/34		750,000		806,228
Maryland Health & Higher Educational Facilities Authority, Johns Hopkins University, Series A, RB, 5.250%, 07/01/38, Callable 07/01/18 @ 100		1,000,000		1,104,050
Maryland State, GO, 5.250%, 03/01/17		590,000		719,641
Maryland State, Series C, GO, 5.000%, 03/01/21, Callable 03/01/19 @ 100		500,000		611,370
Maryland State Transportation Authority, Grant & Revenue Anticipation, RB, 5.250%, 03/01/20, Callable 03/01/19 @ 100		750,000		937,822
Maryland State Transportation Authority, Transportation Facilities Project, RB, 5.000%, 07/01/23, Callable 07/01/18 @ 100		500,000		580,285
Montgomery County Revenue Authority, Lease, College Arts Center Project, Series A, RB, 5.000%, 05/01/28, Callable 05/01/15 @ 100		500,000		521,475
Prince George’s County, COP, 5.000%, 10/01/23, Callable 10/01/20 @ 100		500,000		590,035
St. Mary’s County, Construction Public Improvement, GO, 4.000%, 07/15/18		375,000		440,561
Wicomico County, GO, 4.000%, 02/01/20		250,000		288,430
				15,787,308
New York (2.7%)
Monroe County Industrial Development Corp., Unity Hospital Rochester Project, RB, 5.500%, 08/15/40, FHA, Callable 02/15/21 @ 100		500,000		546,840
Puerto Rico (4.1%)
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 6.375%, 08/01/39, Callable 08/01/19 @ 100		750,000		851,355
Total Municipal Bonds (Cost $15,621,637)				17,185,503

See Notes to Schedules of Portfolio Investments.

Money Market Fund (15.6%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.02%(a)	3,229,558		3,229,558
Total Money Market Fund (Cost $3,229,558)			3,229,558
Total Investments (Cost $18,851,195) — 98.9%			20,415,061
Other assets in excess of liabilities — 1.1%			222,458
Net Assets — 100.0%		$	20,637,519

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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
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 December 31, 2011

(Unaudited)

North Carolina Tax-Exempt Bond Fund

	Shares or Principal Amount($)		Value($)
Municipal Bonds (94.3%)
North Carolina (85.2%)
Cape Fear Public Utility Authority, Water & Sewer System, RB, 5.000%, 08/01/35, Callable 08/01/18 @ 100		1,855,000		1,982,457
Charlotte Douglas Airport Revenue, Series B, 5.000%, 07/01/36, Callable 07/01/21 @ 100		1,000,000		1,013,590
Charlotte Water & Sewer System, RB, 5.000%, 07/01/21, Callable 07/01/18 @ 100		1,080,000		1,291,550
Charlotte-Mecklenburg Hospital Authority, Health Care Systems, Series A, RB, 5.000%, 01/15/21, Callable 01/15/17 @ 100		1,000,000		1,100,740
Greensboro, Series C, GO, 5.000%, 02/01/19		1,385,000		1,737,635
Greensboro, Enterprise System, Series A, RB, 5.000%, 06/01/25, Callable 06/01/17 @ 100		1,605,000		1,798,338
Iredell County School Project, COP, 5.125%, 06/01/27, Callable 06/01/18 @ 100, AGM		1,000,000		1,092,680
New Hanover County Hospital, New Hanover Regional Medical Center, Series B, RB, 5.125%, 10/01/31, Callable 10/01/19 @ 100, AGM		2,000,000		2,122,560
North Carolina Capital Facilities Finance Agency, RB, 5.250%, 03/01/33		2,000,000		2,079,540
North Carolina Capital Facilities Finance Agency, Duke University Project, Series A, RB, 5.250%, 07/01/42, Prerefunded 10/01/12 @ 100		1,000,000		1,037,650
North Carolina Eastern Municipal Power Agency, RB, 6.000%, 01/01/18, AMBAC		1,010,000		1,238,735
North Carolina Eastern Municipal Power Agency, Power System, Series C, RB, 5.375%, 01/01/16, Callable 01/01/13 @ 100		500,000		521,000
North Carolina Infrastructure Finance Corp., Series A, COP, 5.000%, 02/01/15		2,290,000		2,581,471
North Carolina Medical Care Commission, RB, 5.000%, 10/01/20		1,215,000		1,420,870
North Carolina Medical Care Commission Health Care Facilities, Series A, RB, 6.125%, 10/01/39, Callable 10/01/14 @ 100		750,000		782,347
North Carolina Medical Care Commission Health Care Facilities, Novant Health Obligations Group, Series A, RB, 5.000%, 11/01/17, Callable 11/01/13 @ 100		1,290,000		1,361,002
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Series D, RB, 6.000%, 12/01/29, Callable 10/01/18 @ 100		750,000		832,680
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Series D, RB, 6.250%, 12/01/33, Callable 12/01/18 @ 100		2,000,000		2,240,080
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Series A, RB, 5.625%, 10/01/29, Callable 10/01/14 @ 100, AGM		500,000		522,805
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Series A, RB, 5.875%, 10/01/38, Callable 10/01/14 @ 100, AGM		500,000		518,360
North Carolina Municipal Power Agency, No. 1 Catawba Electric, RB, ETM, 5.000%, 01/01/20, Sinkable 01/01/19 @ 100		1,600,000		2,018,064
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Series A, RB, 5.000%, 01/01/30, Callable 01/01/19 @ 100		3,000,000		3,223,350
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Series A, RB, 5.250%, 01/01/15		1,000,000		1,121,300
North Carolina State, Series A, GO, 5.000%, 03/01/16		1,000,000		1,131,850
North Carolina State, Series C, GO, 5.000%, 05/01/20		2,000,000		2,547,820
North Carolina State Ports Authority Facilities, Series A, RB, 5.250%, 02/01/40, Callable 02/01/20 @ 100		1,500,000		1,582,665
Wake County, Series C, GO, 5.000%, 03/01/23		1,000,000		1,287,940
Winston-Salem North Carolina Water & Sewer System, RB, 5.000%, 06/01/39, Callable 06/01/19 @ 100(a)		2,000,000		2,229,040
				42,418,119

See Notes to Schedules of Portfolio Investments.

Puerto Rico (9.1%)
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Series CC, RB, 5.500%, 07/01/30	720,000		776,736
Puerto Rico Electric Power Authority, Series NN, RB, 5.500%, 07/01/20	375,000		435,131
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.250%, 08/01/57, Callable 08/01/17 @ 100	1,400,000		1,452,976
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.500%, 08/01/42, Callable 02/01/20 @ 100	650,000		690,008
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 6.000%, 08/01/42, Callable 08/01/19 @ 100	1,100,000		1,205,006
			4,559,857
Total Municipal Bonds (Cost $43,708,936)			46,977,976
Money Market Fund (4.5%)
Federated Tax-Free Obligations Fund, Institutional Shares, 0.02%(a)	2,247,316		2,247,316
Total Money Market Fund (Cost $2,247,316)			2,247,316
Total Investments (Cost $45,956,252) — 98.8%			49,225,292
Other assets in excess of liabilities — 1.2%			583,762
Net Assets — 100.0%		$	49,809,054

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations
AGM	– Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC	– Security guaranteed by American Municipal Bond Assurance Corporation
COP	– Certificate of Participation
ETM	– Escrowed to Maturity
GO	– General Obligation
RB	– Revenue Bond

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Seix Floating Rate High Income Fund

	Shares or Principal Amount($)		Value($)
Bank Loans (90.7%)
Aerospace/Defense (3.0%)
AM General LLC, Synthetic Letter of Credit, 3.300%, 09/28/12(a)(b)(c)		657,485		602,697
AM General LLC, Term Loan, 3.300%, 09/30/13(a)(b)(c)		10,989,571		10,073,810
DAE Aviation Holdings, Inc., Tranche B2 Term Loan, 5.430%, 07/31/14(a)(b)		10,409,474		10,149,237
DAE Aviation Holdings, Inc., Tranche B1 Term Loan, 5.430%, 07/31/14(a)(b)		10,890,312		10,618,054
Delos Aircraft, Inc., Term Loan B2, 7.000%, 03/17/16(a)(b)		9,114,808		9,130,029
DigitalGlobe, Inc., Term Loan B1, 5.750%, 10/07/18(a)(b)		23,385,000		22,917,300
Huntington Ingalls Industries, Inc., Term Loan A, 3.060%, 03/30/16(a)(b)		12,815,688		12,495,295
MacAndrews AMG Holdings LLC, Term Loan, 6.330%, 04/17/12(a)(b)		19,488,370		18,806,277
Sequa Corp., Term Loan, 3.690%-3.840%, 12/03/14(a)(b)		4,723,085		4,589,280
Sequa Corp., Incremental Term Loan, 6.250%, 12/03/14(a)(b)		3,850,000		3,878,875
Transdigm, Inc., New Term Loan B, 4.000%, 02/14/17(a)(b)		4,247,100		4,207,305
				107,468,159
Auto Manufacturers (1.3%)
Autoparts Holding Ltd., 1st Lien Term Loan, 6.500%, 07/28/17(a)(b)		4,618,425		4,608,819
Chrysler Group LLC, Term Loan, 6.000%, 05/24/17(a)(b)(c)		20,487,112		19,344,956
Delphi Corp., Term Loan B, 3.500%, 03/31/17(a)(b)		23,421,900		23,304,790
				47,258,565
Auto Parts & Equipment (1.9%)
Allison Transmission, Inc., Term Loan B, 2.780%, 08/07/14(a)(b)		21,940,001		21,339,722
HHI Holdings LLC, New Term Loan B, 7.000%-7.750%, 03/21/17(a)(b)		9,815,825		9,656,318
Metaldyne, New Term Loan B, 5.250%, 05/18/17(a)(b)		3,577,963		3,519,821
Remy International, Inc., Term Loan B, 6.250%, 12/16/16(a)(b)		6,920,100		6,793,255
Tenneco, Inc., Tranche B Term Loan, 4.800%, 06/03/16(a)(b)		5,097,375		5,080,401
TI Automotive Ltd., Term Loan, 9.500%, 07/29/16(a)(b)		6,047,065		6,016,830
Tomkins LLC, New Term Loan B, 4.250%, 09/29/16(a)(b)(c)		15,938,096		15,861,752
				68,268,099
Building Materials (0.3%)
Armstrong World Industries, Inc., New Term Loan B, 4.000%, 03/09/18(a)(b)		5,194,009		5,134,641
Goodman Global Holdings, Inc., 1st Lien Term Loan, 5.750%, 10/28/16(a)(b)		5,114,929		5,105,364
Goodman Global Holdings, Inc., 2nd Lien Term Loan, 9.000%, 10/30/17(a)(b)		890,909		891,836
				11,131,841
Chemicals (4.0%)
Ashland, Inc., Term Loan B, 3.750%, 08/23/18(a)(b)		32,296,658		32,345,103
Chemtura Corp., Term Loan B, 5.500%, 08/27/16(a)(b)		4,035,000		4,045,088
Houghton International, Inc., New Term Loan B, 6.750%, 01/29/16(a)(b)		4,387,662		4,356,597
Huntsman International LLC, Non-Extended Term Loan B, 1.930%, 04/21/14(a)(b)(c)		4,702,648		4,569,422
Huntsman International LLC, Extended Term Loan B, 2.880%, 04/19/17(a)(b)		7,573,385		7,235,309
INEOS U.S. Finance LLC, Term Loan B2, 7.500%, 12/16/13(a)(b)(c)		11,354,240		11,507,522
INEOS U.S. Finance LLC, Term Loan C2, 8.000%, 12/16/14(a)(b)(c)		10,322,678		10,513,648
MacDermid, Inc., Term Loan B, 2.300%, 04/11/14(a)(b)		2,865,102		2,785,595
Momentive Specialty Chemicals, Inc., Term Loan C3, 2.500%, 05/03/13(a)(b)		1,762,355		1,624,909
Momentive Specialty Chemicals, Inc., Term Loan C5, 2.880%, 05/05/12(a)(b)		2,923,469		2,791,913
Momentive Specialty Chemicals, Inc., Extended Term Loan C1, 4.060%, 05/05/15(a)(b)		3,213,356		3,098,896
Momentive Specialty Chemicals, Inc., Extended Term Loan C2, 4.380%, 05/05/15(a)(b)		1,361,992		1,313,478
Nexeo Solutions, LLC, Term Loan B, 5.000%, 09/08/17(a)(b)		13,731,238		13,319,301

See Notes to Schedules of Portfolio Investments.

Omnova Solutions, Inc., Term Loan B, 5.750%, 05/31/17(a)(b)	1,881,000	1,843,380
PolyOne Corp., Term Loan, 5.000%, 11/01/17(a)(b)	2,890,000	2,887,255
Styron S.A.R.L LLC, New Term Loan B, 6.000%, 08/02/17(a)(b)	19,391,982	16,713,561
Univar, Inc., Term Loan B, 5.000%, 06/30/17(a)(b)	19,391,954	18,643,618
		139,594,595
Commercial Services (3.0%)
Acosta, Inc., Term Loan, 4.750%-5.500%, 03/01/18(a)(b)	4,452,625	4,341,309
Booz Allen Hamilton, Inc., Term Loan B, 4.000%, 08/03/17(a)(b)	2,203,350	2,193,435
Catalina Marketing Corp., Term Loan, 3.050%, 10/01/14(a)(b)	9,082,154	8,650,752
Cengage Learning Acquisitions, Inc., Term Loan, 2.550%, 07/03/14(a)(b)	12,068,013	10,251,053
Hertz Corp. (The), Term Loan B, 3.750%, 03/09/18(a)(b)	11,801,000	11,566,868
Instant Web, Inc., Term Loan B, 3.670%, 08/07/14(a)(b)	9,949,854	9,327,989
Instant Web, Inc., Delayed Draw Term Loan, 3.670%, 08/07/14(a)(b)	2,148,806	2,014,506
Merrill Communications LLC, Term Loan, 7.500%, 12/24/12(a)(b)	2,824,065	2,699,637
Merrill Communications LLC, PIK 2nd Lien Term Loan, 13.750%-14.000%, 11/15/13(a)(b)	2,108,422	1,988,937
Moneygram International, Inc., Term Loan B, 4.500%, 11/17/17(a)(b)	11,873,846	11,673,534
Trans Union LLC, New Term Loan B, 4.750%, 02/12/18(a)(b)	4,630,013	4,608,807
Vertafore, Inc., Term Loan, 5.250%, 07/29/16(a)(b)	1,442,718	1,408,814
Vertafore, Inc., Term Loan, 5.250%, 07/29/16(a)(b)	4,420,363	4,316,485
Vertafore, Inc., 2nd Lien Term Loan, 9.750%, 10/27/17(a)(b)	2,800,000	2,719,500
Walter Industries, Inc., Term Loan B, 4.000%, 04/02/18(a)(b)	20,442,600	20,218,958
Waste Industries USA, Inc., Term Loan B, 4.750%, 03/17/17(a)(b)	6,947,500	6,808,550
		104,789,134
Consumer Discretionary (0.1%)
Collective Brands Finance, Inc., Term Loan A, 3.030%-3.220%, 08/18/14(a)(b)	2,936,160	2,811,374
Consumer Staples (0.2%)
Revlon Consumer Products Corp., New Term Loan B, 4.750%, 11/17/17(a)(b)	7,437,971	7,337,038
Diversified Financial Services (6.5%)
Affinion Group, Inc., Term Loan B, 5.000%, 10/10/16(a)(b)	12,378,622	11,027,248
American Capital Holdings, Inc., Term Loan, 7.500%, 12/31/13(a)(b)	646,926	646,926
Asset Acceptance Capital Corp., New Term Loan B, 8.750%, 11/08/17(a)(b)	2,500,000	2,387,500
BNY ConvergEx Group LLC, Term Loan, 5.000%, 12/19/16(a)(b)	4,560,471	4,416,041
BNY ConvergEx Group LLC, Top Borrower Term Loan, 5.000%, 12/19/16(a)(b)	10,357,527	10,029,504
BNY ConvergEx Group LLC, Top Borrower 2nd Lien Term Loan, 8.750%, 12/18/17(a)(b)	2,631,015	2,499,464
BNY ConvergEx Group LLC, 2nd Lien Term Loan, 8.750%, 12/18/17(a)(b)	1,103,985	1,048,786
Fidelity National Information Solutions, Inc., New Term Loan B, 4.250%, 07/18/16(a)(b)(c)	2,950,000	2,943,067
First Data Corp., Term Loan B1, 3.040%, 09/24/14(a)(b)	8,531,872	7,726,720
First Data Corp., Term Loan B2, 3.040%, 09/24/14(a)(b)	25,559,776	23,147,700
First Data Corp., Term Loan B3, 3.040%, 09/24/14(a)(b)	4,984,679	4,514,275
Interactive Data Corp., New Term Loan B, 4.500%, 02/12/18(a)(b)	11,746,238	11,540,678
International Lease Finance Corp., Term Loan B1, 6.750%, 03/17/15(a)(b)	6,095,192	6,096,716
Metokote Corporation., New Term Loan, 10.000%, 11/27/13(a)(b)	1,820,918	1,804,985
Mondrian Investment Partners Ltd., Term Loan, 5.500%, 07/12/18(a)(b)	3,693,727	3,677,586
Moneygram International, Inc., Term Loan B1, 4.500%, 11/17/17(a)(b)	2,743,125	2,692,844
MSCI, Inc., Term Loan B1, 3.750%, 03/14/17(a)(b)	11,212,498	11,257,348
NDS Finance Ltd., New Term Loan B, 4.000%, 03/12/18(a)(b)	27,323,525	26,537,974
Nuveen Investments, Inc., 1st Lien Term Loan, 3.430%-3.580%, 11/13/14(a)(b)	9,146,700	8,717,994
Nuveen Investments, Inc., Extended Term Loan, 5.930%-6.080%, 05/12/17(a)(b)	7,508,300	7,200,460
Peach Holdings, Inc., PIK Term Loan, 8.250%-10.750%, 11/21/13(a)(b)	520,090	479,263
Springleaf Finance Corp., Term Loan, 5.500%, 05/10/17(a)(b)(d)	52,660,000	45,737,316
SunGard Data Systems, Inc., Tranche A, 2.040%-2.050%, 02/28/14(a)(b)	3,373,848	3,283,193
SunGard Data Systems, Inc., Incremental Term Loan, 3.780%, 02/28/14(a)(b)	3,000,000	2,955,000
VFH Parent LLC, Term Loan, 7.500%, 07/08/16(a)(b)	25,842,273	25,858,553
		228,227,141

See Notes to Schedules of Portfolio Investments.

Electric (2.2%)
Aeroflex, Term Loan B, 4.250%, 05/09/18(a)(b)	11,910,150	11,225,316
Calpine Corp., New Term Loan, 4.500%, 04/02/18(a)(b)	19,194,950	18,778,995
Equipower Resources Holdings LLC, Term Loan B, 5.750%, 01/26/18(a)(b)	2,137,900	2,009,626
FirstLight Power Resources, Inc., Term Loan B, 2.810%, 11/01/13(a)(b)	892,339	855,905
FirstLight Power Resources, Inc., 2nd Lien Term Loan, 4.810%, 05/01/14(a)(b)	4,720,000	4,238,560
GenOn Energy, Inc., Term Loan B, 6.000%, 12/01/17(a)(b)	7,509,938	7,477,720
MACH Gen LLC, Letter of Credit, 2.580%, 02/22/13(a)(b)	1,067,597	982,189
NRG Energy, Inc., New Term Loan B, 4.000%, 07/02/18(a)(b)	19,131,668	19,052,846
Texas Competitive Electric Holdings Co. LLC, Extended Term Loan, 4.800%, 10/10/17(a)(b)	22,671,642	14,307,393
		78,928,550
Electrical Components & Equipment (0.3%)
Rovi Solutions Corp., Tranche A Term Loan, 2.800%, 02/08/16(a)(b)	5,355,000	5,314,838
Rovi Solutions Corp., Tranche B Term Loan, 4.000%, 02/07/18(a)(b)	5,314,838	5,274,976
		10,589,814
Electronics (0.7%)
DG FastChannel, Inc., Term Loan B, 5.750%, 07/26/18(a)(b)	11,969,850	11,710,583
Eagle Parent, Inc., Term Loan, 5.000%, 05/16/18(a)(b)	5,716,275	5,361,866
Ipayment Inc., Term Loan B, 5.750%, 05/08/17(a)(b)	6,436,127	6,331,540
Sophos Ltd., Incremental Term Loan B2, 7.630%, 06/15/16(a)(b)	1,835,775	1,831,185
		25,235,174
Energy (2.1%)
Aventine Renewable Energy Holdings, Inc., Term Loan B, 10.500%, 12/21/15(b)(e)	14,072,892	11,918,051
Brand Energy & Infrastructure Services, Inc., Revolver, 0.500%-2.250%, 02/05/13(a)(b)	7,500,000	6,225,000
Glenn Pool Oil, Term Loan, 4.500%, 05/02/16(a)(b)	57,067,969	56,782,629
		74,925,680
Entertainment (3.0%)
AMC Networks Inc., Term Loan B, 4.000%, 12/31/18(a)(b)	13,631,500	13,401,537
Barrington Broadcasting Group LLC, Term Loan B, 7.500%, 06/14/17(a)(b)	2,850,000	2,828,625
Caesars Entertainment Operating Co., Term Loan B2, 3.290%-3.420%, 01/28/15(a)(b)	5,029,462	4,359,940
Caesars Entertainment Operating Co., Term Loan B1, 3.420%, 01/28/15(a)(b)	8,285,000	7,182,101
Caesars Entertainment Operating Co., Incremental Term Loan B4, 9.500%, 10/31/16(a)(b)	4,052,632	4,024,506
Carmike Cinemas, Inc., Term Loan B, 5.500%, 01/27/16(a)(b)	5,031,072	4,975,378
CCM Merger, Inc., New Term Loan B, 7.000%, 03/01/17(a)(b)	3,179,214	3,144,783
Cinedigm Digital Funding I LLC, Term Loan, 5.250%, 04/29/16(a)(b)	3,894,079	3,777,257
Emmis Operating Co., Term Loan, 4.420%-4.570%, 11/01/13(a)(b)	2,298,202	2,127,745
Harrah’s Operating Company, Term Loan B3, 3.420%-3.580%, 01/28/15(a)(b)	2,977,500	2,581,135
Hubbard Radio, Term Loan B, 5.250%, 04/28/17(a)(b)	6,323,225	6,200,744
Hubbard Radio, 2nd Lien Term Loan, 8.750%, 04/30/18(a)(b)	4,540,000	4,494,600
IMG Worldwide, Inc., New Term Loan B, 5.500%, 06/22/16(b)(e)	14,648,293	14,327,935
Kasima, LLC, Term Loan B, 5.000%, 03/31/17(a)(b)	11,910,000	11,731,350
Live Nation Entertainment, Inc., Term Loan B, 4.500%, 11/07/16(a)(b)	3,276,824	3,246,120
Mediacom Illinois, LLC, Tranche D Term Loan, 5.500%, 01/30/15(a)(b)(c)	1,011,716	948,990
Sea World Parks & Entertainment, Inc., Term Loan B, 4.000%, 08/17/17(a)(b)	8,388,846	8,330,124
Six Flags Theme Parks, Inc., Term Loan B, 4.250%, 12/20/18(a)(b)(c)	7,660,000	7,613,657
		105,296,527
Food (1.7%)
Aramark Corp., Synthetic Letter of Credit, 2.170%, 01/27/14(a)(b)	1,155,561	1,132,808
Aramark Corp., Term Loan, 2.450%, 01/27/14(a)(b)	14,344,439	14,061,997
Burger King Corp., New Term Loan B, 4.500%, 10/19/16(a)(b)	4,284,813	4,199,116
Dean Foods Co., Tranche B Term Loan, 2.080%, 04/02/14(a)(b)	4,566,108	4,350,862
DineEquity, Inc., New Term Loan B, 4.250%-5.250%, 10/19/17(a)(b)	2,433,381	2,394,861
Dunkin’ Brands, Inc., Term Loan B2, 4.000%, 11/23/17(a)(b)	16,043,925	15,764,761
JBS USA Holdings Inc., Term Loan, 4.250%, 05/25/18(a)(b)	19,332,850	18,752,864
		60,657,269

See Notes to Schedules of Portfolio Investments.

Food Service (0.1%)
NPC International, Inc., New Term Loan B, 6.750%, 12/07/18(a)(b)(c)	4,615,000	4,615,000
Forest Products & Paper (0.3%)
Rock-Tenn Co., Term Loan B, 3.500%, 03/28/18(a)(b)	12,030,398	12,013,194
Health Care (10.7%)
Aptalis Pharma, Inc., Term Loan B, 0.750%-5.500%, 02/10/17(a)(b)	12,553,200	11,988,306
Ardent Medical Services, Inc., 1st Lien Term Loan, 6.500%, 09/15/15(a)(b)	10,855,662	10,713,236
Biomet, Inc., New Term Loan B, 3.290%-3.570%, 03/25/15(a)(b)	5,896,692	5,740,429
CareStream Health, Inc., Term Loan B, 5.000%, 02/25/17(a)(b)	26,783,634	23,965,192
Community Health Systems, Inc., Delayed Draw Term Loan, 2.550%, 07/25/14(a)(b)	3,088,410	2,988,037
Community Health Systems, Inc., Non Extended Term Loan, 2.550%-2.770%, 07/25/14(a)(b)(d)	55,487,649	53,684,301
Community Health Systems, Inc., Extended Term Loan B, 3.800%-4.020%, 01/25/17(a)(b)	7,471,943	7,211,247
Convatec, Inc., Term Loan, 5.750%, 12/22/16(a)(b)	6,053,850	5,981,991
CRC Health Corp., Term Loan, 5.080%, 11/16/15(a)(b)	4,161,089	3,744,980
DaVita, Inc., New Term Loan B, 4.500%, 10/20/16(a)(b)	6,494,400	6,491,153
Drumm Investors LLC, Term Loan, 5.000%, 05/04/18(a)(b)	29,253,816	25,450,820
Harlan Sprague Dawley, Inc., Term Loan B, 3.890%, 07/11/14(a)(b)	4,753,606	3,892,015
HCA, Inc., Term Loan B, 2.550%, 11/18/13(a)(b)	2,531,929	2,488,887
HCA, Inc., Term Loan B3, 3.550%, 05/01/18(a)(b)(d)	36,840,135	34,832,347
HCA, Inc., Term Loan B2, 3.830%, 03/31/17(a)(b)	12,000,000	11,368,320
IASIS Healthcare LLC, Term Loan, 5.000%, 05/03/18(a)(b)(d)	29,432,588	28,347,408
Inc. Research, Inc., Term Loan B, 7.000%, 07/13/18(a)(b)	22,154,475	21,600,613
Inventiv Health, Inc., Combined Term Loan, 6.500%, 08/04/16(a)(b)	2,536,106	2,421,981
MultiPlan, Inc., New Term Loan B, 4.750%, 08/26/17(a)(b)	6,693,630	6,353,393
RPI Financial Trust, Term Loan Tranche 2, 4.000%, 05/09/18(a)(b)	76,714,500	76,330,927
Universal Health Services, Inc., New Term Loan B, 3.750%, 11/15/16(a)(b)	12,800,329	12,743,112
Vanguard Health Holding Co. II LLC, Term Loan B, 5.000%, 01/29/16(a)(b)	7,388,201	7,265,483
Warner Chilcott Co., LLC, New Term Loan B2, 4.250%, 03/15/18(a)(b)	2,870,877	2,825,575
Warner Chilcott Corp., New Term Loan B1, 4.250%, 03/15/18(a)(b)	5,741,754	5,651,149
WC Luxco S.A.R.L., New Term Loan B3, 4.250%, 03/15/18(a)(b)	3,947,456	3,885,165
		377,966,067
Healthcare - Services (1.5%)
Capsugel Healthcare Ltd., Term Loan, 5.250%, 08/01/18(a)(b)	6,463,800	6,464,834
Emdeon, Inc., Term Loan B, 6.750%, 08/03/18(a)(b)	2,805,000	2,824,635
Endo Pharmaceuticals Holdings, Inc., Term Loan B, 4.000%, 06/18/18(a)(b)	11,867,184	11,854,249
Grifols Inc., Term Loan B, 6.000%, 06/01/17(a)(b)	2,913,679	2,904,122
Health Management Associates, Inc., New Term Loan B, 4.500%, 11/16/18(a)(b)	4,640,000	4,613,088
Kinetic Concepts, Inc., Term Loan B2, 6.500%, 10/20/16(a)(b)	7,485,000	7,461,647
Kinetic Concepts, Inc., Term Loan B, 7.000%, 07/12/18(a)(b)	6,545,000	6,597,360
Regionalcare Hospital Partners, Inc., Term Loan B, 8.000%, 11/02/18(a)(b)	12,134,588	11,709,877
		54,429,812
Information Technology (1.3%)
Allen Systems Group, Inc., Add on Term Loan B, 6.500%, 11/20/15(a)(b)	5,766,622	5,665,706
Aspect Software, Inc., New Term Loan B, 6.250%, 05/06/16(a)(b)	3,866,038	3,851,541
CDWC LLC, Term Loan, 4.000%, 07/14/17(a)(b)	13,094,363	12,382,423
Flexera Software, Inc., New Term Loan B, 7.500%, 09/29/17(a)(b)	4,313,325	4,183,925
Flextronics International Ltd., Term Loan A-1, 2.550%, 10/01/14(a)(b)	448,203	438,190
Flextronics International Ltd., Term Loan A-2, 2.550%, 10/01/14(a)(b)	743,680	727,066
Flextronics International Ltd., Term Loan A, 2.550%, 10/01/14(a)(b)	1,897,429	1,855,040
Presidio, Inc., New Term Loan B, 7.250%, 03/31/17(a)(b)	9,943,750	9,794,594
Verint Systems Inc., Term Loan, 4.500%, 10/27/17(a)(b)	6,661,525	6,594,910
		45,493,395

See Notes to Schedules of Portfolio Investments.

Insurance (1.5%)
Asurion Corp., 1st Lien Term Loan, 5.500%, 05/24/18(a)(b)	30,855,682	30,187,039
Asurion Corp., 2nd Lien Term Loan, 9.000%, 05/24/19(a)(b)	9,605,000	9,440,947
Hub International Holdings, Inc., Term Loan, 3.080%, 06/13/14(a)(b)	780,229	743,901
Hub International Holdings, Inc., Delayed Draw Term Loan, 3.080%, 06/13/14(a)(b)	175,389	167,223
Hub International Holdings, Inc., Add on Term Loan B, 6.750%, 06/13/14(a)(b)	2,902,728	2,878,897
Sedgwick CMS Holdings, Inc., New Term Loan, 5.000%, 12/30/16(a)(b)	7,896,108	7,718,445
		51,136,452
Leisure Time (0.1%)
Clubcorp Operations, Inc., Term Loan B, 6.000%, 11/30/16(a)(b)	3,792,221	3,763,779
Lodging (2.3%)
Ameristar Casinos, Inc., Term Loan B, 4.000%, 04/13/18(a)(b)	7,190,663	7,159,239
Boyd Gaming Corp., Incremental Term Loan, 6.000%, 12/17/15(a)(b)	7,485,000	7,382,081
Las Vegas Sands LLC, Delayed Draw Term Loan, 1.930%, 05/23/14(a)(b)	1,712,248	1,678,722
Las Vegas Sands LLC, Term Loan B, 1.930%, 05/23/14(a)(b)	8,531,365	8,364,321
Las Vegas Sands LLC, Delayed Draw Term Loan, 2.930%, 11/23/15(a)(b)	4,657,714	4,457,339
Las Vegas Sands LLC, Term Loan B, 2.930%, 11/23/16(a)(b)	13,561,179	12,977,777
Las Vegas Sands LLC, Delayed Draw Term Loan, 2.930%, 11/23/16(a)(b)	2,725,594	2,608,339
MGM Mirage, Class E Term Loan, 7.000%, 02/21/14(a)(b)	2,636,596	2,582,757
MGM Mirage, Class C Term Loan, 7.000%, 02/21/14(a)(b)	28,704,654	28,118,505
Seminole Tribe of Florida, Term Loan B1, 2.130%, 03/05/14(a)(b)	1,103,635	1,049,833
Seminole Tribe of Florida, Term Loan B2, 2.130%, 03/05/14(a)(b)	3,983,011	3,788,839
Seminole Tribe of Florida, Term Loan B3, 2.130%, 03/05/14(a)(b)	1,765,657	1,679,581
		81,847,333
Machinery Diversified (0.5%)
Alliance Laundry Systems LLC, Term Loan B, 6.250%, 09/30/16(a)(b)	3,542,684	3,527,911
Milacron LLC, Term Loan B, 7.500%, 05/15/17(a)(b)	9,750,000	9,603,750
NACCO Materials Handling Group, Inc., 1.800%-2.400%, 03/21/13(a)(b)	3,307,500	3,257,888
		16,389,549
Media (8.6%)
Block Communications, Inc., Term Loan, 2.300%, 12/21/12(a)(b)	959,184	944,796
CCO Holdings LLC, 3rd Lien Term Loan, 2.760%, 09/05/14(a)(b)(d)	36,174,084	34,817,556
Charter Communications Operating, LLC, Term Loan C, 3.830%, 09/06/16(a)(b)	9,849,746	9,614,239
Clear Channel Communications, Inc., Delayed Draw Term Loan 2, 0.180%-3.950%, 01/29/16(a)(b)	896,544	640,706
Clear Channel Communications, Inc., Term Loan B, 3.950%, 01/28/16(a)(b)	13,555,348	10,002,762
Clear Channel Communications, Inc., Term Loan C, 3.950%, 01/28/16(a)(b)	30,273,024	21,645,212
Clear Channel Communications, Inc., Delayed Draw Term Loan 1, 3.950%, 01/29/16(a)(b)	787,669	562,900
FoxCo Acquisition Sub LLC, Term Loan B, 4.750%, 07/14/15(a)(b)	5,112,435	4,984,573
Getty Images, Inc., New Term Loan, 5.250%, 11/07/16(a)(b)	7,124,705	7,121,713
Gray Television, Inc., Term Loan B, 3.800%, 12/31/14(a)(b)	19,777,841	19,082,848
Insight Midwest Holdings, LLC, Initial Term Loan, 2.050%, 04/07/14(a)(b)	20,587,128	20,286,967
Insight Midwest LP, Term Loan A, 1.300%, 10/07/13(a)(b)	11,813,515	11,665,846
Lamar Media Corp., Term Loan B, 4.000%, 12/30/16(a)(b)	1,542,880	1,538,251
Media General, Inc., Term Loan, 5.250%-5.320%, 03/29/13(a)(b)	19,463,081	17,516,773
Mediacom Broadband LLC, Tranche F Term Loan, 4.500%, 10/23/17(a)(b)	4,585,175	4,444,777
Mediacom Illinois LLC, Tranche D Term Loan, 5.500%, 03/31/17(a)(b)	3,550,588	3,512,135
Nielsen Finance LLC, Class A, 2.300%, 08/09/13(a)(b)	3,123,521	3,077,231
Radio One, Inc., Term Loan B, 7.500%, 03/23/16(a)(b)	20,579,488	19,046,316
San Juan Cable Holdings, LLC, New Term Loan B, 6.000%, 06/09/17(a)(b)	7,268,475	7,032,249
San Juan Cable, LLC, 2nd Lien Term Loan, 10.000%, 06/08/18(a)(b)	11,745,000	11,363,287
Summit Entertainment LLC, New Term Loan, 7.500%, 09/07/19(a)(b)	17,476,030	17,213,890
Syniverse Technologies, Inc., Term Loan B, 5.250%, 12/21/17(a)(b)	10,159,980	10,138,847
Telesat Canada, Term Loan II, 3.300%, 10/31/14(a)(b)	321,607	316,898
Telesat Canada, Term Loan I, 3.300%, 10/31/14(a)(b)	3,743,926	3,689,115
Tribune Co., Term Loan B, 5.250%, 06/04/14(a)(b)(c)(f)(g)	7,000,000	4,074,560

See Notes to Schedules of Portfolio Investments.

Univision Communications, Inc., Initial Term Loan, 2.300%, 09/29/14(a)(b)	28,106,616	26,771,552
Village Roadshow Ltd., Term Loan A2, 5.500%, 05/27/15(b)(e)	26,705,800	25,904,626
Weather Channel Interactive, Inc. (The), New Term Loan B, 4.250%, 02/13/17(a)(b)	5,845,825	5,818,408
		302,829,033
Mining (0.9%)
American Rock Salt Holdings LLC, Term Loan, 5.500%, 04/25/17(a)(b)	3,495,293	3,447,232
Fairmount Minerals Ltd., New Term Loan B, 5.250%, 03/15/17(a)(b)	8,621,100	8,568,770
Novelis, Inc., Term Loan, 3.750%, 03/10/17(a)(b)	21,819,600	21,419,647
		33,435,649
Miscellaneous Manufacturer (1.2%)
Capital Safety Group Ltd., Term Loan B, 12/14/18(a)(b)(c)(h)	7,660,000	7,612,125
Clarke American Corp., Term Loan B, 2.800%-3.080%, 03/26/14(a)(b)	17,157,689	14,455,353
Manitowoc Co., Inc., New Term Loan B, 4.250%, 11/13/17(a)(b)	3,710,100	3,621,985
Sensata Technologies, Term Loan, 4.000%, 05/11/18(a)(b)	15,158,825	14,972,523
		40,661,986
Oil & Gas (4.1%)
Buffalo Coast Terminals LLC, Term Loan B, 7.500%, 10/31/17(a)(b)	2,398,988	2,398,988
CITGO Petroleum Corp., Term Loan B, 8.000%, 06/24/15(a)(b)	2,262,857	2,257,200
CITGO Petroleum Corp., Term Loan C, 9.000%, 06/23/17(a)(b)	3,940,000	3,994,884
Frac Tech International LLC, Term Loan B, 6.250%, 05/06/16(a)(b)(d)	31,317,816	30,830,198
MEG Energy Corp., New Term Loan B, 4.000%, 03/16/18(a)(b)	26,014,800	25,876,661
Obsidian Holdings LLC, Tranche A, 11/02/15(a)(b)(c)(h)	3,408,458	3,382,894
Obsidian Natural Gas Trust, Term Loan, 7.000%, 11/02/15(a)(b)	34,020,263	33,850,162
TPF Generation Holdings LLC, Term Loan B, 2.580%, 12/13/13(a)(b)	7,150,316	6,926,868
TPF Generation Holdings LLC, Letter of Credit, 2.580%, 12/13/13(a)(b)	3,923,773	3,801,156
TPF Generation Holdings LLC, 2nd Lien Term Loan C, 4.830%, 12/15/14(a)(b)	10,250,000	9,594,000
Western Refining, Inc., New Term Loan B, 7.500%, 03/15/17(a)(b)	20,425,650	20,438,518
		143,351,529
Packaging & Containers (1.0%)
Anchor Glass Container Corp., 1st Lien Term Loan, 6.000%, 03/02/16(a)(b)	1,093,113	1,088,336
Berry Plastics Corp., Term Loan C, 2.280%, 04/03/15(a)(b)	6,981,675	6,646,555
Reynolds Group Holdings, Inc., Term Loan E, 6.500%, 02/09/18(a)(b)	5,139,837	5,102,367
Reynolds Group Holdings, Inc., Term Loan, 6.500%, 08/09/18(a)(b)(c)	24,260,353	24,082,768
		36,920,026
Real Estate (6.0%)
CB Richard Ellis Services, Inc., Term Loan A, 2.530%, 11/07/15(a)(b)	19,016,667	18,826,500
CB Richard Ellis Services, Inc., New Term Loan B, 3.530%, 11/06/16(a)(b)	3,179,551	3,146,960
CB Richard Ellis Services, Inc., New Term Loan C, 3.550%, 03/05/18(a)(b)	30,740,525	30,029,804
CB Richard Ellis Services, Inc., New Term Loan D, 3.780%, 09/04/19(a)(b)	46,750,087	45,669,226
Grizzly Ventures LLC, Term Loan B, 3.300%, 12/02/14(a)(b)	17,858,667	17,769,373
Istar Financial, Inc., Term Loan A1, 5.000%, 06/28/13(a)(b)(d)	75,043,545	74,443,196
Istar Financial, Inc., Term Loan A2, 7.000%, 06/30/14(a)(b)	17,600,000	16,973,088
Mattamy Funding Partnership, Term Loan B, 2.630%, 04/11/13(a)(b)	2,861,722	2,654,248
Realogy Corp., Letter of Credit, 3.200%, 10/10/13(a)(b)	187,143	173,693
Realogy Corp., Term Loan, 3.440%, 10/10/13(a)(b)	1,758,507	1,632,123
		211,318,211
Retail (4.3%)
Capital Automotive LP, New Term Loan B, 5.000%, 03/10/17(a)(b)	57,425,437	56,133,365
Dollar General Corp., Term Loan B, 3.030%-3.560%, 07/07/14(a)(b)(c)	6,652,717	6,641,341
Dollar General Corp., Term Loan B2, 3.030%-3.330%, 07/07/14(a)(b)	2,566,695	2,560,125
Harbor Freight Tools USA, Inc., 1st Lien Term Loan, 6.500%, 12/22/17(a)(b)	7,395,455	7,335,404
J Crew Operating Corp., New Term Loan B, 4.750%, 03/07/18(a)(b)	4,987,469	4,673,956
Jo-Ann Stores, Inc., Term Loan, 4.750%, 03/16/18(a)(b)	12,437,500	11,823,461
Leslie’s Poolmart, Inc., Term Loan B, 4.500%, 11/21/16(a)(b)	9,315,900	9,121,850
Lord & Taylor Ltd., Term Loan B, 12/21/18(a)(b)(c)(h)	8,620,000	8,598,450

See Notes to Schedules of Portfolio Investments.

Michaels Stores, Inc., Term Loan B1, 2.690%-2.880%, 10/31/13(a)(b)	3,703,058	3,635,181
NBTY, Inc., New Term Loan B, 4.250%, 10/02/17(a)(b)	9,075,518	8,962,074
Neiman Marcus Group, Inc. (The), New Term Loan, 4.750%, 05/16/18(a)(b)	2,000,000	1,925,000
PETCO Animal Supplies, Inc., New Term Loan, 4.500%, 11/24/17(a)(b)	16,602,300	16,147,895
Pilot Travel Centers LLC, New Term Loan B, 4.250%, 03/30/18(a)(b)	13,128,047	13,117,151
		150,675,253
Semiconductors (0.9%)
Freescale Semiconductor, Inc., Term Loan B, 4.550%, 12/01/16(a)(b)	17,817,817	17,007,107
Microsemi Corp., New Term Loan B, 5.750%, 02/02/18(a)(b)	9,234,412	9,204,400
NXP B.V., Term Loan A2, 5.500%, 03/03/17(a)(b)(c)	6,448,838	6,231,189
		32,442,696
Software (0.2%)
Datatel, Inc., Term Loan B, 07/13/18(a)(b)(c)(h)	5,745,000	5,741,438
VeriFone Inc., New Term Loan B, 4.250%, 12/31/18(a)(b)(c)	2,660,000	2,645,051
		8,386,489
Telecommunication Services (10.1%)
Airvana, Inc., Term Loan B, 10.000%, 03/25/15(a)(b)	6,722,571	6,710,000
Atlantic Broadband Finance LLC, New Term Loan B, 4.000%, 03/08/16(a)(b)	4,928,406	4,818,551
Avaya, Inc., Term Loan B, 3.260%, 10/24/14(a)(b)(c)	16,298,514	15,544,708
BBHI Acquisition LLC, Term Loan B, 4.500%, 12/14/17(a)(b)	7,603,200	7,501,849
Bragg Communications, Inc., Term Loan B, 3.020%, 08/31/14(a)(b)	2,771,429	2,733,322
Consolidated Communications, Inc., Term Loan B, 2.800%, 12/31/14(a)(b)	5,115,000	4,808,100
CSC Holdings, Inc., Term Loan A4, 1.030%, 10/31/16(a)(b)	18,720,000	18,164,203
Cumulus Media, Inc., Term Loan, 5.750%, 09/17/18(a)(b)	41,645,000	40,767,540
Cumulus Media, Inc., 2nd Lien Term Loan, 7.500%, 02/11/19(a)(b)	2,330,000	2,263,013
Entercom Radio, LLC, Term Loan B, 6.250%-7.250%, 11/23/18(a)(b)	4,615,000	4,596,032
Integra Telecom, Inc., New Term Loan B, 9.250%, 04/15/15(a)(b)	7,338,250	6,329,241
Intelsat Jackson Holdings Ltd., Term Loan, 3.390%, 02/03/14(a)(b)	22,550,000	21,422,500
Intelsat Jackson Holdings SA, Tranche B Term Loan, 5.250%, 04/02/18(a)(b)(d)	57,481,150	56,978,190
Level 3 Financing, Inc., Term Loan B3, 5.750%, 08/31/18(a)(b)	25,515,000	25,113,139
Level 3 Financing, Inc., Term Loan B2, 5.750%, 09/03/18(a)(b)	48,010,000	47,253,842
Level 3 Financing, Inc., Term Loan A, 2.650%, 03/13/14(a)(b)	7,730,000	7,370,091
LIN Television Corp., Term Loan B, 5.000%, 12/21/18(a)(b)	5,745,000	5,723,456
MetroPCS Wireless, Inc., New Term Loan B, 4.060%, 03/16/18(a)(b)	25,276,334	24,492,768
NeuStar, Inc., Term Loan B, 5.000%, 11/08/18(a)(b)	13,999,913	13,999,913
Telcordia Technologies, Inc., Term Loan B, 6.750%, 04/29/16(a)(b)	8,473,609	8,452,425
Telx Group, Inc., Term Loan B, 7.750%, 09/26/17(a)(b)	6,483,750	6,451,331
Tower Co. Finance LLC, Term Loan B, 5.250%, 02/02/17(a)(b)	5,463,712	5,440,929
UPC Financing Partnership, Term Loan N, 2.050%, 12/31/14(a)(b)	1,000,000	953,330
UPC Financing Partnership, Term Loan T, 3.800%, 12/30/16(a)(b)	220,210	211,126
UPC Financing Partnership, New Term Loan, 4.750%, 12/29/17(a)(b)	18,710,000	18,289,025
West Corp., Term Loan B2, 2.670%-2.900%, 10/24/13(a)(b)	1,949,568	1,929,371
		358,317,995
Telecommunications (2.9%)
CommScope, Inc., New Term Loan B, 5.000%, 01/14/18(a)(b)	4,967,463	4,920,272
Encompass Digital Media, Inc., Term Loan B, 7.750%, 02/25/16(a)(b)	8,441,213	8,356,800
LightSquared LP, PIK Term Loan B, 12.000%, 10/01/14(a)(b)	14,548,086	6,073,826
Vodafone Americas Finance, PIK Term Loan B, 6.250%, 07/11/16(b)(e)	46,455,000	46,106,588
Vodafone Americas Finance 2, PIK Term Loan, 6.880%, 08/11/15(b)(e)	21,208,771	21,155,749
Zayo Group, LLC, Term Loan, 7.000%, 12/01/16(a)(b)	14,775,000	14,676,451
		101,289,686
Textiles (0.2%)
Warnaco Inc., Term Loan, 3.750%, 06/15/18(a)(b)	7,268,475	7,213,962
Transportation (0.2%)
Avis Budget Car Rental LLC, Term Loan, 6.250%, 09/21/18(a)(b)	7,405,000	7,442,025

See Notes to Schedules of Portfolio Investments.

Utilities (1.5%)
Aes Corp., New Term Loan, 4.250%, 06/01/18(a)(b)	29,318,450	29,182,999
Astoria Generating Co. Acquisitions LLC, 2nd Lien Term Loan C, 4.170%, 08/23/13(a)(b)	24,890,000	21,778,750
Calpine Corp., Term Loan B2, 4.500%, 04/02/18(a)(b)	1,905,425	1,864,134
		52,825,883
Total Bank Loans (Cost $3,271,466,777)		3,207,283,964
Corporate Bonds (5.6%)
Auto Manufacturers (0.0%)(j)
General Motors Liquidation Co., 7.200%, 01/15/49(f)(i)	10,000,000	100,000
General Motors Liquidation Co., 8.375%, 07/15/49(f)(i)	10,000,000	100,000
		200,000
Auto Parts & Equipment (0.0%)(j)
Delphi Corp., 6.125%, 05/15/21, Callable 05/15/16 @ 103.06(a)	225,000	231,750
Diversified Financial Services (0.1%)
Ford Motor Credit Co. LLC, 3.875%, 01/15/15	5,000,000	4,981,340
Electric (1.2%)
General Cable Corp., 2.956%, 04/01/15, Callable 02/27/12 @ 100(d)	5,133,000	4,940,512
Glenn Pool Oil & Gas Trust, 6.000%, 08/02/21(a)	38,426,252	38,041,990
		42,982,502
Healthcare - Products (0.1%)
Kinetic Concepts Inc./KCI USA, Inc., 10.500%, 11/01/18, Callable 11/01/15 @ 105.25(a)	2,500,000	2,450,000
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25	170,000	130,900
		2,580,900
Healthcare - Services (0.1%)
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19	420,000	352,800
MedImpact Holdings, Inc., 10.500%, 02/01/18, Callable 02/01/15 @ 105.25(a)(e)	1,315,000	1,117,750
Tenet Healthcare Corp., 6.250%, 11/01/18(a)	500,000	508,750
		1,979,300
Insurance (0.1%)
MBIA, Inc., 5.700%, 12/01/34	8,285,000	5,121,373
Media (0.0%)(j)
Block Communications, Inc., 8.250%, 12/15/15, Callable 03/01/12 @ 102.75(a)	100,000	101,875
Oil & Gas (0.1%)
SandRidge Energy, Inc., 4.206%, 04/01/14, Callable 03/19/12 @ 101	1,000,000	971,831
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(a)	885,000	1,006,688
WPX Energy, Inc., 6.000%, 01/15/22, Callable 10/15/21 @ 100(a)	835,000	854,831
		2,833,350
Packaging & Containers (0.0%)(j)
Smurfit-Stone Container Corp., 8.000%, 03/15/17(f)	570,000	10,687
Smurfit-Stone Container Corp., 8.250%, 10/01/12(f)	1,800,000	33,750
		44,437
Pharmaceuticals (0.1%)
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(a)	3,200,000	2,856,000
Pipelines (0.1%)
Atlas Pipeline Partners LP, 8.750%, 06/15/18, Callable 06/15/13 @ 104.38(d)	3,855,000	4,047,750
Semiconductors (0.0%)(j)
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81(e)	205,000	148,112

See Notes to Schedules of Portfolio Investments.

Software (0.0%)(j)
Emdeon, Inc., 11.000%, 12/31/19, Callable 12/31/2015 @ 106(a)	325,000	340,031
Telecommunication Services (3.6%)
Cricket Communications, Inc., 7.750%, 05/15/16, Callable 05/15/12 @ 105.81(d)	3,000,000	3,097,500
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(a)	280,000	228,900
Intelsat Bermuda Ltd., 11.250%, 02/04/17, Callable 02/15/13 @ 105.62(d)	1,800,000	1,741,500
Intelsat Bermuda Ltd. PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(d)	3,900,017	3,763,516
Intelsat Jackson Holdings SA, 7.500%, 04/01/21, Callable 04/01/16 @ 103.75(a)	1,250,000	1,264,063
Intelsat Luxembourg SA, PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(a)	21,745,000	20,983,925
iPCS, Inc., 2.554%, 05/01/13, Callable 03/19/12 @ 100(d)	10,318,000	9,569,945
Level 3 Communications, Inc., 11.875%, 02/01/19, Callable 02/01/15 @ 105.94	2,880,000	3,067,200
Level 3 Financing, Inc., 4.202%, 02/15/15, Callable 03/19/12 @ 100	500,000	445,000
Level 3 Financing, Inc., 8.125%, 07/01/19, Callable 07/01/15 @ 104.06(a)	4,065,000	4,004,025
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69	330,000	344,438
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105(d)	3,440,000	3,646,400
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44(d)	1,000,000	1,080,000
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75	5,000,000	5,100,000
Sprint Capital Corp., 6.875%, 11/15/28	2,000,000	1,427,500
Sprint Capital Corp., 8.750%, 03/15/32(d)	3,700,000	2,992,375
Sprint Nextel Corp., 9.000%, 11/15/18(a)	2,105,000	2,210,250
Sprint Nextel Corp., 11.500%, 11/15/21(a)	10,000,000	9,900,000
Trilogy International Partners LLC, 10.250%, 08/15/16, Callable 08/15/13 @ 105.13(e)	7,958,000	7,281,570
UPCB Finance V Ltd., 7.250%, 11/15/21, Callable 11/15/16 @ 103.63(a)	1,400,000	1,417,500
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(a)	15,816,959	11,585,922
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(a)	26,765,000	24,356,150
Wind Acquisition Finance SA, 11.750%, 07/15/17, Callable 07/15/13 @ 105.88(a)	2,450,000	2,192,750
Windstream Holding of the Midwest, Inc., 6.750%, 04/01/28(d)	4,750,000	4,674,005
		126,374,434
Transportation (0.1%)
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(a)	2,000,000	1,800,000
Total Corporate Bonds (Cost $209,611,440)		196,623,154
Preferred Stocks (0.1%)
Diversified Financial Services (0.1%)
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25	13,520	340,163
GMAC Capital Trust I, Series 2, 8.125%, 02/15/40, Callable 02/15/16 @ 25	186,000	3,597,240
		3,937,403
Total Preferred Stocks (Cost $4,988,000)		3,937,403
Convertible Preferred Stock (0.1%)
Auto Manufacturers (0.1%)
General Motors Co., Series B, 4.750%, 12/01/13	57,000	1,952,250
Total Convertible Preferred Stock (Cost $2,820,930)		1,952,250
Common Stock (0.0%)(j)
Auto Manufacturers (0.0%)
General Motors Co.	81,566	1,653,343
Total Common Stock (Cost $3,254,178)		1,653,343
Warrants (0.0%)(j)
Auto Manufacturers (0.0%)(j)
General Motors Co. Expires at 07/10/16 at 10.00 USD*	74,151	869,791

See Notes to Schedules of Portfolio Investments.

General Motors Co. Expires at 07/10/19 at 18.33 USD*	74,151		579,861
			1,449,652
Total Warrants (Cost $3,688,755)			1,449,652
Money Market Fund (4.6%)
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(k)	160,968,822		160,968,822
Total Money Market Fund (Cost $160,968,822)			160,968,822
Total Investments (Cost $3,656,798,902) — 101.1%			3,573,868,588
Liabilities in excess of other assets — (1.1)%			(38,719,834	)
Net Assets — 100.0%		$	3,535,148,754

* 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 91.0% of net assets as of December 31, 2011.

(b) Variable or floating rate security. Rate disclosed is as of December 31, 2011.

(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.

(d) All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments.

(e) The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.

(f) Security is in default.

(g) Bankrupt issuer.

(h) The security has not settled as of December 31, 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) Valued at fair value using procedures approved by the Board of Trustees. Fair valued securities held by the Fund represent 0.0 % of net assets as of December 31, 2011.

(j) Less than 0.05% of Net Assets.

(k) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations

PIK – Payment in-kind

At December 31, 2011, the Fund’s unfunded loan commitments were as follows:

Borrower	Unfunded Commitments($)		Unrealized Appreciation (Depreciation)($)
Brand Energy & Infrastructure Services, Inc.		7,500,000		(1,222,439	)

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 December 31, 2011

(Unaudited)

Seix High Yield Fund

	Shares or Principal Amount($)		Value($)
Bank Loans (0.2%)
Telecommunication Services (0.2%)
Intelsat Jackson Holdings SA, Tranche B Term Loan, 5.250%, 04/02/18(a)(b)		2,985,000		2,958,881
Level 3 Financing, Inc., Term Loan B3, 5.750%, 08/31/18(a)(b)		1,000,000		984,250
				3,943,131
Total Bank Loans (Cost $3,923,041)				3,943,131
Corporate Bonds (86.3%)
Advertising (0.5%)
Affinion Group, Inc., 7.875%, 12/15/18, Callable 12/15/14 @ 103.94		9,145,000		7,727,525
Checkout Holding Corp., 0.000%, 11/15/15, Callable 03/01/12 @ 67.84(a)(c)		5,850,000		3,100,500
				10,828,025
Aerospace/Defense (1.1%)
Ducommun, Inc., 9.750%, 07/15/18, Callable 07/15/15 @ 104.88(a)		3,165,000		3,212,475
Kratos Defense & Security Solutions, Inc., 10.000%, 06/01/17, Callable 06/01/14 @ 105		7,430,000		7,615,750
Spirit AeroSystems, Inc., 6.750%, 12/15/20, Callable 12/15/15 @ 103.38		4,945,000		5,167,525
Spirit AeroSystems, Inc., 7.500%, 10/01/17, Callable 10/01/13 @ 103.75		1,525,000		1,654,625
Triumph Group, Inc., 8.000%, 11/15/17, Callable 11/15/13 @ 104		2,770,000		2,950,050
Triumph Group, Inc., 8.625%, 07/15/18, Callable 07/15/14 @ 104.31		1,455,000		1,593,225
				22,193,650
Airlines (0.8%)
American Airlines, Inc., 7.500%, 03/15/16, Callable 03/15/13 @ 105.62(a)(d)(e)		3,590,000		2,566,850
Delta Air Lines, Inc., 9.500%, 09/15/14, Callable 02/27/12 @ 107.12(a)(e)		7,777,000		8,010,310
Delta Air Lines, Inc., 12.250%, 03/15/15, Callable 03/15/12 @ 108.81(a)(e)		3,610,000		3,772,450
Delta Air Lines, Inc., Series 2007-1, Cl C, 8.954%, 08/10/14		1,536,392		1,532,551
				15,882,161
Auto Manufacturers (1.5%)
Chrysler Group LLC, 8.000%, 06/15/19, Callable 06/15/15 @ 104(a)(e)		2,650,000		2,424,750
Chrysler Group LLC, 8.250%, 06/15/21, Callable 06/15/16 @ 104.13(a)		5,350,000		4,868,500
Ford Motor Co., 7.450%, 07/16/31(e)		19,802,000		23,762,400
				31,055,650
Auto Parts & Equipment (1.7%)
AFFINIA Group, Inc., 10.750%, 08/15/16, Callable 08/15/12 @ 108.06(a)		1,854,000		2,011,590
Cooper-Standard Automotive, Inc., 8.500%, 05/01/18, Callable 05/01/14 @ 104.25		8,893,000		9,304,301
Delphi Corp., 5.875%, 05/15/19, Callable 05/15/14 @ 104.41(a)(e)		3,000,000		3,060,000
Delphi Corp., 6.125%, 05/15/21, Callable 05/15/16 @ 103.06(a)(e)		4,000,000		4,120,000
Exide Technologies, 8.625%, 02/01/18, Callable 02/01/15 @ 104.31		2,985,000		2,298,450
Lear Corp., 7.875%, 03/15/18, Callable 03/15/14 @ 103.94		1,280,000		1,385,600
Lear Corp., 8.125%, 03/15/20, Callable 03/15/15 @ 104.06		1,280,000		1,408,000
Tower Automotive Holdings USA LLC / TA Holdings Finance, Inc., 10.625%, 09/01/17, Callable 09/01/14 @ 105.31(a)(e)		2,272,000		2,283,360
Visteon Corp., 6.750%, 04/15/19, Callable 04/15/14 @ 105.06(a)		7,625,000		7,605,938
				33,477,239
Banks (6.1%)
Ally Financial, Inc., 7.500%, 09/15/20		17,661,000		17,837,610

See Notes to Schedules of Portfolio Investments.

Ally Financial, Inc., 8.000%, 11/01/31	33,850,000	32,665,250
Ally Financial, Inc., 8.300%, 02/12/15	2,202,000	2,323,110
Bank of America Corp., 8.000%, 01/30/18(b)(f)	2,046,000	1,832,070
CIT Group, Inc., 7.000%, 05/01/16, Callable 03/01/12 @ 100	15,610,000	15,610,000
CIT Group, Inc., 7.000%, 05/01/17, Callable 03/01/12 @ 100	32,795,000	32,795,000
Provident Funding Associates LP / PFG Finance Corp., 10.125%, 02/15/19, Callable 02/15/15 @ 105.06(a)	2,685,000	2,067,450
Provident Funding Association LP, 10.250%, 04/15/17, Callable 04/15/14 @ 105.13(a)	3,455,000	3,221,787
Regions Bank, 6.450%, 06/26/37	2,825,000	2,337,688
Regions Bank, 7.500%, 05/15/18	2,050,000	2,029,500
Regions Financial Corp., 5.750%, 06/15/15	6,026,000	5,754,830
Regions Financial Corp., 7.750%, 11/10/14	4,745,000	4,768,725
		123,243,020
Beverages (0.1%)
Cott Beverages, Inc., 8.125%, 09/01/18, Callable 09/01/14 @ 104.06	1,500,000	1,620,000
Building Materials (1.2%)
Building Materials Corp. of America, 6.750%, 05/01/21, Callable 05/01/16 @ 103.38(a)	2,885,000	3,029,250
CEMEX Finance LLC, 9.500%, 12/14/16, Callable 12/14/13 @ 104.75(a)(e)	3,800,000	3,334,500
USG Corp., 8.375%, 10/15/18, Callable 10/15/14 @ 104.19(a)	11,650,000	10,718,000
USG Corp., 9.750%, 08/01/14(a)	5,845,000	5,874,225
USG Corp., 9.750%, 01/15/18	1,715,000	1,449,175
		24,405,150
Chemicals (1.5%)
Huntsman International LLC, 5.500%, 06/30/16, Callable 03/01/12 @ 100	2,505,000	2,454,900
Huntsman International LLC, 8.625%, 03/15/21, Callable 09/15/15 @ 104.31(e)	1,055,000	1,118,300
INEOS Finance PLC, 9.000%, 05/15/15, Callable 05/15/13 @ 104.50(a)	1,775,000	1,801,625
Kinove German Bondco GmbH, 9.625%, 06/15/18, Callable 06/15/14 @ 107.22(a)	4,050,000	3,847,500
LyondellBasell Industries, 6.000%, 11/15/21(a)	2,025,000	2,100,938
Nova Chemicals Corp., 8.625%, 11/01/19, Callable 11/01/14 @ 104.31	2,845,000	3,136,612
Oxea Finance & Cy SCA, 9.500%, 07/15/17, Callable 07/15/13 @ 107.12(a)	2,664,000	2,664,000
Rain CII Carbon LLC, 8.000%, 12/01/18, Callable 12/01/14 @ 104(a)	4,610,000	4,621,525
Solutia, Inc., 7.875%, 03/15/20, Callable 03/15/15 @ 103.94(e)	3,025,000	3,289,687
TPC Group LLC, 8.250%, 10/01/17, Callable 10/01/13 @ 106.19	2,000,000	2,000,000
Vertellus Specialties, Inc., 9.375%, 10/01/15, Callable 04/01/13 @ 104.69(a)(c)	3,265,000	2,497,725
		29,532,812
Coal (1.2%)
Arch Coal, Inc., 7.000%, 06/15/19, Callable 06/15/15 @ 103.50(a)	9,955,000	10,154,100
Arch Coal, Inc., 7.250%, 06/15/21, Callable 06/15/16 @ 103.63(a)	2,905,000	2,984,888
Peabody Energy Corp., 6.250%, 11/15/21(a)	9,780,000	10,122,300
		23,261,288
Commercial Services (2.1%)
Avis Budget Car Rental LLC, 9.625%, 03/15/18, Callable 03/15/14 @ 104.81	3,855,000	3,989,925
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 8.250%, 01/15/19, Callable 10/15/14 @ 104.13	4,945,000	4,907,912
Cenveo Corp., 8.875%, 02/01/18, Callable 02/01/14 @ 104.44(e)	3,095,000	2,700,388
Hertz Corp., 7.500%, 10/15/18, Callable 10/15/14 @ 103.75	2,580,000	2,696,100
Hertz Corp., 8.875%, 01/01/14, Callable 03/01/12 @ 100(e)	295,000	296,475
Iron Mountain, Inc., 7.750%, 10/01/19, Callable 10/01/15 @ 103.88	4,135,000	4,367,594
Iron Mountain, Inc., 8.000%, 06/15/20, Callable 06/15/2013 @ 104	1,515,000	1,577,494
Jaguar Holding Co. II / Jaguar Merger Sub, Inc., 9.500%, 12/01/19, Callable 12/01/14 @ 107.12(a)	2,470,000	2,593,500
Live Nation Entertainment, Inc., 8.125%, 05/15/18, Callable 05/15/14 @ 104.06(a)	3,465,000	3,490,987
National Money Mart Co., 10.375%, 12/15/16, Callable 12/15/13 @ 105.19	4,175,000	4,456,812
Speedy Cash, Inc., 10.750%, 05/15/18, Callable 05/15/15 @ 105.38(a)	4,661,000	4,684,305
United Rentals NA, Inc., 9.250%, 12/15/19, Callable 12/15/14 @ 104.63	5,616,000	5,882,760
		41,644,252

See Notes to Schedules of Portfolio Investments.

Computers (0.7%)
Seagate HDD Cayman, 6.875%, 05/01/20, Callable 05/01/15 @ 103.44	1,610,000	1,654,275
Seagate HDD Cayman, 7.000%, 11/01/21, Callable 05/01/16 @ 103.50(a)	1,845,000	1,891,125
Seagate HDD Cayman, 7.750%, 12/15/18, Callable 12/15/14 @ 103.88(a)	4,500,000	4,786,875
Seagate Technology International Co. Ltd., 10.000%, 05/01/14, Callable 05/01/13 @ 105(a)	532,000	601,825
SunGard Data Systems, Inc., 7.375%, 11/15/18, Callable 11/15/13 @ 105.53	1,375,000	1,407,656
SunGard Data Systems, Inc., 7.625%, 11/15/20, Callable 11/15/15 @ 103.81	3,490,000	3,585,975
		13,927,731
Cosmetics/Personal Care (0.4%)
Revlon Consumer Products Corp., 9.750%, 11/15/15, Callable 11/15/12 @ 104.88	7,065,000	7,515,394
Diversified Financial Services (3.9%)
Aircastle Ltd., 9.750%, 08/01/18, Callable 08/01/14 @ 104.88(e)	3,200,000	3,352,000
American General Finance Corp., Series H, 5.375%, 10/01/12(e)	2,613,000	2,469,285
American General Finance Corp., Series H, 5.750%, 09/15/16	2,575,000	1,815,375
American General Finance Corp., Series I, 5.400%, 12/01/15	1,640,000	1,193,100
Community Choice Financial, Inc., 10.750%, 05/01/19, Callable 05/01/15 @ 105.38(a)	3,970,000	3,930,300
E*Trade Financial Corp., 6.750%, 06/01/16	2,075,000	2,012,750
Ford Motor Credit Co. LLC, 3.875%, 01/15/15	15,300,000	15,242,901
Ford Motor Credit Co. LLC, 8.125%, 01/15/20	1,800,000	2,118,722
General Motors Financial Co., Inc., 6.750%, 06/01/18(a)(e)	5,290,000	5,395,800
Icahn Enterprises Finance Corp., 8.000%, 01/15/18, Callable 01/15/14 @ 104	4,470,000	4,648,800
Icahn Enterprises LP / Icahn Enterprises Finance Corp., 7.750%, 01/15/16, Callable 01/15/13 @ 103.88	2,195,000	2,277,313
ILFC E-Capital Trust II, 6.250%, 12/21/65, Callable 12/21/15 @ 100(a)(b)	2,490,000	1,680,750
International Lease Finance Corp., 5.650%, 06/01/14, MTN	1,320,000	1,260,600
International Lease Finance Corp., 6.250%, 05/15/19	6,365,000	5,879,923
International Lease Finance Corp., 8.250%, 12/15/20	2,380,000	2,403,800
International Lease Finance Corp., 8.625%, 09/15/15	2,230,000	2,285,750
International Lease Finance Corp., 8.750%, 03/15/17	4,325,000	4,454,750
Springleaf Finance Corp., 6.900%, 12/15/17, MTN	13,975,000	10,062,000
SquareTwo Financial Corp., 11.625%, 04/01/17, Callable 04/01/14 @ 105.80	5,570,000	5,375,050
		77,858,969
Electric (8.1%)
AES Corp. (The), 7.750%, 10/15/15	485,000	527,438
AES Corp. (The), 8.000%, 10/15/17	4,225,000	4,647,500
AES Corp. (The), 9.750%, 04/15/16	2,750,000	3,148,750
AES Ironwood LLC, 8.857%, 11/30/25	3,182,864	3,214,693
Calpine Corp., 7.500%, 02/15/21, Callable 11/01/15 @ 103.75(a)	4,600,000	4,922,000
Calpine Corp., 7.875%, 01/15/23, Callable 01/15/17 @ 103.94(a)	6,310,000	6,783,250
Edison Mission Energy, 7.000%, 05/15/17	2,740,000	1,781,000
Edison Mission Energy, 7.200%, 05/15/19	8,710,000	5,443,750
Edison Mission Energy, 7.500%, 06/15/13(e)	6,087,000	5,904,390
Edison Mission Energy, 7.750%, 06/15/16	1,045,000	762,850
Energy Future Holdings Corp., 10.000%, 01/15/20, Callable 01/15/15 @ 105	9,145,000	9,602,250
GenOn Energy, Inc., 9.500%, 10/15/18(e)	6,620,000	6,702,750
GenOn Energy, Inc., 9.875%, 10/15/20, Callable 10/15/15 @ 104.94(e)	30,629,000	31,088,435
Midwest Generation LLC, Series B, 8.560%, 01/02/16	5,564,190	5,619,832
NRG Energy, Inc., 7.625%, 01/15/18	2,135,000	2,135,000
NRG Energy, Inc., 7.625%, 05/15/19, Callable 05/15/14 @ 103.81(a)	12,240,000	11,995,200
NRG Energy, Inc., 7.875%, 05/15/21, Callable 05/15/16 @ 103.94(a)	23,400,000	22,815,000
NRG Energy, Inc., 8.250%, 09/01/20, Callable 09/01/15 @ 104.13	2,000,000	2,010,000
NRG Energy, Inc., 8.500%, 06/15/19, Callable 06/15/14 @ 104.25	2,935,000	2,979,025
Texas Competitive Electric Holdings Co. LLC, 11.500%, 10/01/20, Callable 04/01/16 @ 105.75(a)(e)	35,835,000	30,414,956
		162,498,069

See Notes to Schedules of Portfolio Investments.

Electronics (0.3%)
Jabil Circuit, Inc., 8.250%, 03/15/18	3,460,000	3,987,650
Viasystems Group, Inc., 12.000%, 01/15/15, Callable 07/15/12 @ 106(a)	1,410,000	1,510,463
		5,498,113
Energy-Alternate Sources (0.2%)
First Wind Capital LLC, 10.250%, 06/01/18, Callable 06/01/14 @ 107.69(a)	5,075,000	4,986,188
Engineering & Construction (0.4%)
Abengoa Finance SAU, 8.875%, 11/01/17(a)	2,575,000	2,575,000
Aguila 3 S.A., 7.875%, 01/31/18, Callable 01/31/14 @ 105.91(a)	2,900,000	2,813,000
Dycom Investments, Inc., 7.125%, 01/15/21, Callable 01/15/16 @ 103.56	2,570,000	2,595,700
		7,983,700
Entertainment (1.8%)
Cinemark USA, Inc., 7.375%, 06/15/21, Callable 06/15/16 @ 103.69(e)	1,590,000	1,625,775
Cinemark USA, Inc., 8.625%, 06/15/19, Callable 06/15/14 @ 104.31	610,000	663,375
Diamond Resorts Corp., 12.000%, 08/15/18, Callable 08/15/14 @ 106	9,745,000	9,598,825
FireKeepers Development Authority, 13.875%, 05/01/15, Callable 05/01/12 @ 110.50(a)	11,185,000	12,694,975
Pinnacle Entertainment, Inc., 8.750%, 05/15/20, Callable 05/15/15 @ 104.38(e)	3,780,000	3,704,400
Regal Entertainment Group, 9.125%, 08/15/18, Callable 08/15/14 @ 104.56(e)	4,295,000	4,606,387
Speedway Motorsports, Inc., 8.750%, 06/01/16, Callable 06/01/13 @ 104.38	2,395,000	2,610,550
		35,504,287
Environmental Control (0.4%)
Covanta Holding Corp., 7.250%, 12/01/20, Callable 12/01/15 @ 103.63	4,610,000	4,845,843
Darling International, Inc., 8.500%, 12/15/18, Callable 12/15/14 @ 104.25	2,330,000	2,586,300
		7,432,143
Food (0.6%)
JBS USA Finance, Inc., 7.250%, 06/01/21, Callable 06/01/15 @ 105.44(a)	6,890,000	6,424,925
Stater Brothers Holdings, Inc., 7.750%, 04/15/15, Callable 03/01/12 @ 103.88	4,790,000	4,915,738
		11,340,663
Forest Products&Paper (0.2%)
Longview Fibre Paper & Packaging, Inc., 8.000%, 06/01/16, Callable 06/01/13 @ 104(a)	3,575,000	3,575,000
Gas (0.3%)
Sabine Pass LNG LP, 7.250%, 11/30/13	1,845,000	1,863,450
Sabine Pass LNG LP, 7.500%, 11/30/16	3,685,000	3,703,425
		5,566,875
Hand/Machine Tools (0.2%)
Thermadyne Holdings Corp., 9.000%, 12/15/17, Callable 12/15/13 @ 106.75	4,860,000	5,030,100
Healthcare - Products (0.7%)
Kinetic Concepts Inc./KCI USA, Inc., 10.500%, 11/01/18, Callable 11/01/15 @ 105.25(a)	3,320,000	3,253,600
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25(e)	740,000	569,800
Rotech Healthcare, Inc., 10.750%, 10/15/15, Callable 04/15/13 @ 105.38	1,545,000	1,521,825
Universal Hospital Services, Inc., PIK, 8.500%, 06/01/15, Callable 03/01/12 @ 104.25	8,615,000	8,701,150
		14,046,375
Healthcare - Services (4.4%)
Apria Healthcare Group, Inc., 11.250%, 11/01/14, Callable 03/01/12 @ 105.62	5,925,000	6,117,563
Community Health Systems, Inc., 8.000%, 11/15/19, Callable 11/15/15 @ 104(a)(e)	18,130,000	18,311,300
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 03/01/12 @ 104.44(e)	10,351,000	10,687,407
GCB US Oncology, Inc. Escrow, 0.000%, 08/15/17(c)(e)*	3,420,000	42,750
HCA, Inc., 6.500%, 02/15/20	2,500,000	2,593,750
HCA, Inc., 7.500%, 02/15/22	31,200,000	31,902,000
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19	5,880,000	4,939,200
Tenet Healthcare Corp., 6.250%, 11/01/18(a)	6,920,000	7,041,100
Vanguard Health Holding Co. II LLC / Vanguard Holding Co. II, Inc., 7.750%, 02/01/19, Callable 02/01/14 @ 105.81	6,135,000	5,889,600
		87,524,670

See Notes to Schedules of Portfolio Investments.

Holding Companies-Divers (0.5%)
Leucadia National Corp., 7.125%, 03/15/17, Callable 03/15/12 @ 103.56	9,075,000	9,131,719
Home Builders (0.4%)
KB Home, 9.100%, 09/15/17	3,180,000	3,028,950
Standard Pacific Corp., 8.375%, 05/15/18	5,300,000	5,035,000
		8,063,950
Household Products/Wares (1.3%)
ACCO Brands Corp., 10.625%, 03/15/15, Callable 09/15/12 @ 105.31	1,555,000	1,729,938
Jarden Corp., 7.500%, 01/15/20, Callable 01/15/15 @ 103.75	4,450,000	4,739,250
Reynolds Group Holdings, 6.875%, 02/15/21, Callable 02/15/16 @ 103.44(a)	1,825,000	1,815,875
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Luxembourg I SA, 7.875%, 08/15/19, Callable 08/15/15 @ 103.94(a)	17,845,000	18,648,025
		26,933,088
Insurance (3.3%)
American General Institutional Capital, Series B, 8.125%, 03/15/46(a)	2,750,000	2,488,750
American International Group, Inc., 8.175%, 05/15/68, Callable 05/15/38 @ 100(b)	22,475,000	20,002,750
Fairfax Financial Holdings Ltd., 7.375%, 04/15/18	274,000	294,579
Genworth Financial, Inc., 6.150%, 11/15/66, Callable 11/15/16 @ 100(b)	9,575,000	5,170,500
Genworth Financial, Inc., 7.625%, 09/24/21	745,000	696,574
Hartford Financial Services Group, Inc., 8.125%, 06/15/68, Callable 06/15/18 @ 100(b)(e)	5,177,000	5,125,230
ILFC E-Capital Trust I, 4.340%, 12/21/65, Callable 03/01/12 @ 100(a)(b)	12,420,000	7,327,551
Liberty Mutual Group, Inc., 7.000%, 03/15/37, Callable 03/15/17 @ 100(a)(b)	2,730,000	2,293,200
Liberty Mutual Group, Inc., 7.800%, 03/15/37(a)	2,900,000	2,581,000
Liberty Mutual Group, Inc., 10.750%, 06/15/58, Callable 06/15/38 @ 100(a)(b)	2,740,000	3,438,700
Lincoln National Corp., 7.000%, 05/17/66, Callable 05/17/16 @ 100(b)	1,220,000	1,101,050
MBIA, Inc., 5.700%, 12/01/34	17,040,000	10,533,276
White Mountains Re Group Ltd., 7.506%, 06/30/17(a)(b)(f)	5,270,000	4,801,181
		65,854,341
Internet (0.4%)
Equinix, Inc., 7.000%, 07/15/21, Callable 07/15/16 @ 103.50	3,130,000	3,302,150
Zayo Group LLC, 10.250%, 03/15/17, Callable 03/15/13 @ 105.13	3,720,000	3,971,100
		7,273,250
Investment Companies (0.7%)
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62	12,375,000	13,380,469
Iron/Steel (0.9%)
APERAM, 7.375%, 04/01/16, Callable 10/01/13 @ 103.69(a)	2,700,000	2,308,500
APERAM, 7.750%, 04/01/18, Callable 04/01/15 @ 103.88(a)	2,550,000	2,116,500
JMC Steel Group, 8.250%, 03/15/18, Callable 03/15/14 @ 106.19(a)	13,650,000	13,308,750
		17,733,750
Leisure Time (0.3%)
ClubCorp Club Operations, Inc., 10.000%, 12/01/18, Callable 12/01/14 @ 105	7,085,000	6,801,600
Lodging (1.5%)
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19, Callable 07/01/15 @ 105.25(a)	8,365,000	7,904,925
Harrahs Operating, Inc., 11.250%, 06/01/17, Callable 06/01/13 @ 105.62	12,320,000	13,074,600
Marina District Finance Co., Inc., 9.500%, 10/15/15, Callable 10/15/13 @ 104.75(e)	650,000	607,750
Marina District Finance Co., Inc., 9.875%, 08/15/18, Callable 08/15/14 @ 104.94(e)	6,570,000	5,995,125
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	1,650,250
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 7.875%, 11/01/17, Callable 11/01/13 @ 103.94	1,385,000	1,520,037
		30,752,687

See Notes to Schedules of Portfolio Investments.

Machinery-Construction & Mining (0.2%)
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104(e)	220,000	215,600
Terex Corp., 10.875%, 06/01/16, Callable 06/01/13 @ 105.44	4,364,000	4,822,220
		5,037,820
Machinery-Diversified (0.3%)
Manitowoc Co., Inc. (The), 8.500%, 11/01/20, Callable 11/01/15 @ 104.25(e)	4,805,000	5,063,269
Media (4.5%)
Block Communications, Inc., 8.250%, 12/15/15, Callable 03/01/12 @ 102.75(a)	3,050,000	3,107,188
Cablevision Systems Corp., 7.750%, 04/15/18	1,180,000	1,250,800
Cablevision Systems Corp., 8.000%, 04/15/20	3,940,000	4,225,650
CCO Holdings LLC, 7.250%, 10/30/17, Callable 10/30/13 @ 105.44	5,000,000	5,268,750
CCO Holdings LLC / Cap Corp., 6.500%, 04/30/21, Callable 04/30/15 @ 104.88	14,940,000	15,126,750
CCO Holdings LLC / Cap Corp., 7.375%, 06/01/20, Callable 12/01/15 @ 103.69	2,865,000	3,022,575
CCO Holdings LLC / Cap Corp., 7.875%, 04/30/18, Callable 04/30/13 @ 105.91	2,690,000	2,868,213
CCO Holdings LLC / Cap Corp., 8.125%, 04/30/20, Callable 04/30/15 @ 104.06	2,190,000	2,398,050
CCO Holdings LLC / CCO Holdings Capital Corp., 7.000%, 01/15/19, Callable 01/15/14 @ 105.25	4,985,000	5,196,862
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(a)	6,440,000	6,826,400
Clear Channel Worldwide Holdings, Inc., Series B, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94	395,000	426,600
Clear Channel Worldwide Holdings, Inc., Series REGS, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94	5,700,000	6,127,500
Echostar DBS Corp., 7.750%, 05/31/15	3,430,000	3,773,000
Echostar DBS Corp., 7.125%, 02/01/16	3,800,000	4,094,500
Entravision Communications Corp., 8.750%, 08/01/17, Callable 08/01/13 @ 106.56(e)	2,360,000	2,312,800
Insight Communications, Inc., 9.375%, 07/15/18, Callable 07/15/13 @ 107.03(a)	3,850,000	4,398,625
Mediacom LLC/Capital Corp., 9.125%, 08/15/19, Callable 08/15/14 @ 104.56	1,145,000	1,215,131
Nexstar Broadcasting, Inc. / Mission Broadcasting, Inc., 8.875%, 04/15/17, Callable 04/15/14 @ 104.44	1,975,000	2,024,375
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 03/19/12 @ 102.58	3,095,000	3,180,112
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 03/19/12 @ 102.58	705,000	724,388
Sinclair Television Group, Inc., 9.250%, 11/01/17, Callable 11/01/13 @ 104.63(a)	2,690,000	2,932,100
Sirius XM Radio, Inc., 7.625%, 11/01/18, Callable 11/01/14 @ 103.81(a)	2,910,000	3,055,500
Sirius XM Radio, Inc., 9.750%, 09/01/15, Callable 09/01/12 @ 104.88(a)(e)	3,130,000	3,396,050
Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 8.125%, 12/01/17, Callable 12/01/12 @ 108.12(a)	1,900,000	2,006,875
Univision Communications, Inc., 7.875%, 11/01/20, Callable 11/01/15 @ 103.94(a)	1,650,000	1,674,750
		90,633,544
Mining (1.3%)
Consolidated Minerals Ltd., 8.875%, 05/01/16, Callable 05/01/14 @ 104.44(a)	4,450,000	3,849,250
FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19, Callable 11/01/15 @ 104.13(a)	8,870,000	9,025,225
Novelis, Inc., 8.375%, 12/15/17, Callable 12/15/13 @ 106.28	785,000	834,063
Novelis, Inc., 8.750%, 12/15/20, Callable 12/15/15 @ 104.38	2,900,000	3,110,250
Quadra FNX Mining Ltd., 7.750%, 06/15/19, Callable 06/15/15 @ 103.88(a)	4,565,000	5,164,156
Teck Cominco Ltd., 6.125%, 10/01/35	920,000	1,009,349
Vulcan Materials Co., 7.500%, 06/15/21(e)	3,345,000	3,612,600
		26,604,893
Miscellaneous Manufacturer (0.5%)
Amsted Industries, Inc., 8.125%, 03/15/18, Callable 03/15/14 @ 104.06(a)	3,935,000	4,171,100
Polymer Group, Inc., 7.750%, 02/01/19, Callable 02/01/15 @ 103.88(a)	5,260,000	5,444,100
		9,615,200

See Notes to Schedules of Portfolio Investments.

Oil & Gas (4.3%)
Chesapeake Energy Corp., 6.500%, 08/15/17	1,295,000	1,379,175
Chesapeake Energy Corp., 6.625%, 08/15/20	7,000,000	7,507,500
Chesapeake Energy Corp., 6.875%, 11/15/20	1,530,000	1,637,100
Chesapeake Energy Corp., 7.250%, 12/15/18(e)	3,105,000	3,431,025
CITGO Petroleum Corp., 11.500%, 07/01/17, Callable 07/01/14 @ 105.75(a)	2,910,000	3,215,550
Coffeyville Resources LLC, 10.875%, 04/01/17, Callable 04/01/13 @ 108.16(a)	3,015,000	3,376,800
Comstock Resources, Inc., 7.750%, 04/01/19, Callable 04/01/15 @ 103.88	4,780,000	4,541,000
Connacher Oil and Gas Ltd., 8.500%, 08/01/19, Callable 08/01/15 @ 104.25(a)	5,420,000	4,905,100
Linn Energy LLC/Finance Corp., 6.500%, 05/15/19, Callable 05/15/15 @ 103.25(a)	4,450,000	4,416,625
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20, Callable 04/15/15 @ 104.31	4,865,000	5,278,525
Northern Tier Energy LLC / Northern Tier Finance Corp., 10.500%, 12/01/17, Callable 12/01/13 @ 107.88(a)	5,020,000	5,371,400
Penn Virginia Corp., 10.375%, 06/15/16, Callable 06/15/13 @ 105.19	1,795,000	1,911,675
Plains Exploration & Production Co., 7.625%, 06/01/18, Callable 06/01/13 @ 103.81	2,510,000	2,660,600
Plains Exploration & Production Co., 8.625%, 10/15/19, Callable 10/15/14 @ 104.31	2,095,000	2,301,881
Range Resources Corp., 7.250%, 05/01/18, Callable 05/01/13 @ 103.63	2,130,000	2,279,100
RDS Ultra-Deepwater Ltd., 11.875%, 03/15/17, Callable 03/15/14 @ 105.94(a)	3,895,000	4,109,225
SandRidge Energy, Inc., 8.000%, 06/01/18, Callable 06/01/13 @ 104(a)	810,000	818,100
SandRidge Energy, Inc., 8.750%, 01/15/20, Callable 01/15/15 @ 104.38	6,825,000	7,046,812
United Refining Co., 10.500%, 02/28/18, Callable 02/28/15 @ 105.25	8,670,000	8,106,450
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(a)	3,795,000	4,316,813
WPX Energy, Inc., 6.000%, 01/15/22, Callable 10/15/21 @ 100(a)	7,735,000	7,918,706
		86,529,162
Oil & Gas Services (1.3%)
American Petroleum Tankers LLC, 10.250%, 05/01/15, Callable 05/01/12 @ 105.13	3,571,000	3,642,420
Cie Generale de Geophysique - Veritas, 6.500%, 06/01/21, Callable 06/01/16 @ 103.25	8,000,000	7,760,000
Geokinetics Holdings, Inc., 9.750%, 12/15/14, Callable 03/01/12 @ 104.88	6,145,000	3,871,350
Oil States International, Inc., 6.500%, 06/01/19, Callable 06/01/14 @ 104.88	11,185,000	11,436,663
		26,710,433
Packaging & Containers (0.6%)
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	2,221,050
Sealed Air Corp., 8.125%, 09/15/19, Callable 09/15/15 @ 104.06(a)	3,605,000	3,947,475
Sealed Air Corp., 8.375%, 09/15/21, Callable 09/15/16 @ 104.19(a)	2,775,000	3,066,375
		11,616,525
Pharmaceuticals (1.5%)
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(a)	7,950,000	7,095,375
Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19, Callable 07/15/15 @ 103.50	3,195,000	3,402,675
Endo Pharmaceuticals Holdings, Inc., 7.000%, 12/15/20, Callable 12/15/15 @ 103.50	2,610,000	2,773,125
Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22, Callable 07/15/16 @ 103.63	4,460,000	4,744,325
Lantheus Medical Imaging, Inc., 9.750%, 05/15/17, Callable 05/15/14 @ 104.88	5,395,000	4,275,537
Valeant Pharmaceuticals International, 6.500%, 07/15/16, Callable 07/15/13 @ 103.25(a)	4,000,000	3,995,000
Valeant Pharmaceuticals International, 7.000%, 10/01/20, Callable 10/01/15 @ 103.50(a)	3,900,000	3,851,250
		30,137,287
Pipelines (1.4%)
Atlas Pipeline Partners LP, 8.750%, 06/15/18, Callable 06/15/13 @ 104.38	3,335,000	3,501,750
El Paso Corp., 6.500%, 09/15/20	6,885,000	7,442,644
El Paso Corp., 7.000%, 06/15/17	1,540,000	1,687,304
El Paso Corp., Series G,, 8.050%, 10/15/30, MTN	1,320,000	1,537,800
Genesis Energy LP, 7.875%, 12/15/18, Callable 12/15/14 @ 103.94	1,630,000	1,630,000
MarkWest Energy Partners LP, 6.750%, 11/01/20, Callable 11/01/15 @ 103.38	7,600,000	7,961,000
Targa Resources Partners LP, 8.250%, 07/01/16, Callable 07/01/12 @ 104.13	4,790,000	5,017,525
		28,778,023

See Notes to Schedules of Portfolio Investments.

Real Estate (0.3%)
Toys “R” Us Property Co. LLC, 10.750%, 07/15/17, Callable 07/15/13 @ 105.38	5,415,000	5,922,656
Real Estate Investment Trusts (1.4%)
Host Hotels & Resorts LP, 6.000%, 11/01/20, Callable 11/01/15 @ 103	1,745,000	1,784,262
Host Hotels & Resorts LP, 9.000%, 05/15/17, Callable 05/15/13 @ 104.50(e)	1,115,000	1,212,563
MPT Operating Partnership LP/MPT Finance Corp., 6.875%, 05/01/21, Callable 05/01/16 @ 103.44	10,830,000	10,735,237
Reckson Operating Partnership LP, 7.750%, 03/15/20	6,005,000	6,586,014
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38	7,120,000	7,200,100
		27,518,176
Retail (2.7%)
Ferrellgas LP / Ferrellgas Finance Corp., 6.500%, 05/01/21, Callable 05/01/16 @ 103.25	2,775,000	2,442,000
Ferrellgas Partners LP, 9.125%, 10/01/17, Callable 10/01/13 @ 104.56	2,095,000	2,189,275
JC Penney Corp., Inc., 6.375%, 10/15/36	4,135,000	3,457,894
Limited Brands, Inc., 6.625%, 04/01/21	2,900,000	3,074,000
Limited Brands, Inc., 7.000%, 05/01/20	2,520,000	2,727,900
Macy’s Retail Holdings, Inc., 8.125%, 07/15/15	3,490,000	4,029,425
Phillips-Van Heusen Corp., 7.375%, 05/15/20, Callable 05/15/15 @ 103.69	2,005,000	2,175,425
QVC, Inc., 7.500%, 10/01/19, Callable 10/01/14 @ 103.75(a)	1,600,000	1,716,000
Rite Aid Corp., 7.500%, 03/01/17, Callable 03/01/12 @ 103.75(e)	3,615,000	3,610,481
Sally Holdings LLC / Sally Capital, Inc., 6.875%, 11/15/19, Callable 11/15/15 @ 103.44(a)(e)	5,925,000	6,191,625
Sears Holdings Corp., 6.625%, 10/15/18(e)	30,695,000	23,328,200
		54,942,225
Semiconductors (0.6%)
Advanced Micro Devices, Inc., 7.750%, 08/01/20, Callable 08/01/15 @ 103.88	4,115,000	4,228,162
Freescale Semiconductor, Inc., 9.250%, 04/15/18, Callable 04/15/14 @ 104.63(a)	5,035,000	5,381,156
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81	3,025,000	2,185,563
		11,794,881
Shipbuilding (0.8%)
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18, Callable 03/15/15 @ 103.44(a)	8,110,000	7,947,800
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21, Callable 03/15/16 @ 103.56(a)	9,255,000	9,069,900
		17,017,700
Storage/Warehousing (0.3%)
Niska Gas Storage US LLC / Niska Gas Storage Canada ULC, 8.875%, 03/15/18, Callable 03/15/14 @ 104.44	6,045,000	5,908,988
Telecommunication Services (12.9%)
Avaya, Inc., 7.000%, 04/01/19, Callable 04/01/15 @ 103.50(a)	6,395,000	6,203,150
Cricket Communications, Inc., 7.750%, 05/15/16, Callable 05/15/12 @ 105.81	1,535,000	1,584,888
EH Holding Corp., 6.500%, 06/15/19(a)	6,765,000	7,052,512
EH Holding Corp., 7.625%, 06/15/21(a)	1,270,000	1,333,500
GeoEye, Inc., 8.625%, 10/01/16, Callable 10/01/13 @ 104.31	2,055,000	2,116,650
Inmarsat Finance PLC, 7.375%, 12/01/17, Callable 12/01/13 @ 103.69(a)(e)	5,890,000	6,155,050
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(a)	3,400,000	2,779,500
Intelsat Jackson Holdings SA, 7.250%, 04/01/19, Callable 04/01/15 @ 103.63(a)	4,000,000	4,060,000
Intelsat Jackson Holdings SA, 7.250%, 10/15/20, Callable 10/15/15 @ 103.63	5,000,000	5,075,000
Intelsat Jackson Holdings SA, 7.500%, 04/01/21, Callable 04/01/16 @ 103.75(a)	14,340,000	14,501,325
Intelsat Jackson Holdings SA, 8.500%, 11/01/19, Callable 11/01/14 @ 104.25	850,000	901,000
Intelsat Jackson Holdings SA, 9.500%, 06/15/16, Callable 02/27/12 @ 104.75	2,805,000	2,931,225
Level 3 Financing, Inc., 8.125%, 07/01/19, Callable 07/01/15 @ 104.06(a)	5,000,000	4,925,000
Level 3 Financing, Inc., 8.750%, 02/15/17, Callable 02/27/12 @ 104.38	2,900,000	2,950,750
Level 3 Financing, Inc., 9.250%, 11/01/14, Callable 2/12/12 @ 102.31	8,108,000	8,290,430
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69	9,305,000	9,712,094
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105	9,210,000	9,762,600
Nextel Communications, Inc., Series D, 7.375%, 08/01/15, Callable 02/10/12 @ 100	3,405,000	3,115,575

See Notes to Schedules of Portfolio Investments.

Nextel Communications, Inc., Series E, 6.875%, 10/31/13, Callable 02/10/12 @ 100	6,855,000	6,820,725
NII Capital Corp., 7.625%, 04/01/21, Callable 04/01/16 @ 103.81	11,440,000	11,354,200
NII Capital Corp., 8.875%, 12/15/19, Callable 12/15/14 @ 104.44	3,825,000	4,025,813
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44	7,510,000	8,110,800
Qwest Capital Funding, Inc., 7.750%, 02/15/31	5,220,000	5,185,417
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75	4,825,000	4,921,500
Sprint Capital Corp., 6.875%, 11/15/28	11,095,000	7,919,056
Sprint Capital Corp., 6.900%, 05/01/19	1,808,000	1,487,080
Sprint Capital Corp., 8.750%, 03/15/32	12,965,000	10,485,444
Sprint Nextel Corp., 6.000%, 12/01/16	11,430,000	9,486,900
Sprint Nextel Corp., 8.375%, 08/15/17	6,500,000	5,825,625
Sprint Nextel Corp., 9.000%, 11/15/18(a)	4,820,000	5,061,000
Sprint Nextel Corp., 11.500%, 11/15/21(a)	1,645,000	1,628,550
UPC Holding BV, 9.875%, 04/15/18, Callable 04/15/14 @ 104.94(a)	3,600,000	3,838,500
UPCB Finance V Ltd., 7.250%, 11/15/21, Callable 11/15/16 @ 103.63(a)	4,100,000	4,151,250
US West Capital Funding, Inc., 6.875%, 07/15/28	5,940,000	5,577,476
US West Communications, 7.250%, 10/15/35, Callable 10/15/15 @ 101.94	5,485,000	5,469,340
ViaSat, Inc., 8.875%, 09/15/16, Callable 09/15/12 @ 106.66	4,985,000	5,109,625
West Corp., 7.875%, 01/15/19, Callable 11/15/14 @ 103.94	395,000	392,038
West Corp., 8.625%, 10/01/18, Callable 10/01/14 @ 104.31	2,690,000	2,716,900
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(a)	16,837,891	12,333,755
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(a)	27,630,000	25,143,300
Windstream Corp., 7.500%, 06/01/22, Callable 06/01/17 @ 103.75(a)	4,400,000	4,389,000
Windstream Corp., 7.500%, 04/01/23, Callable 04/01/16 @ 103.75	10,025,000	9,899,687
Windstream Corp., 7.750%, 10/15/20, Callable 10/15/15 @ 103.88	3,995,000	4,129,831
		258,913,061
Textiles (0.2%)
Mohawk Industries, Inc., 6.875%, 01/15/16	3,605,000	3,875,375
Transportation (1.5%)
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(a)	17,875,000	16,087,500
Martin Midstream Partners LP, 8.875%, 04/01/18, Callable 04/01/14 @ 104.44	2,260,000	2,327,800
Navios Maritime Acquisition Corp. / Navios Acquisition Finance US Inc., 8.625%, 11/01/17, Callable 11/01/13 @ 104.31	3,945,000	2,860,125
Navios Maritime Holdings, Inc. / Navios Maritime Finance II US, Inc., 8.125%, 02/15/19, Callable 02/15/15 @ 104.06	3,895,000	2,901,775
RailAmerica, Inc., 9.250%, 07/01/17, Callable 07/01/13 @ 104.63	4,382,000	4,787,335
United Maritime Group LLC/Finance Corp., 11.750%, 06/15/15, Callable 12/15/12 @ 105.88	1,445,000	1,470,287
		30,434,822
Total Corporate Bonds (Cost $1,728,592,139)		1,730,410,418
Preferred Stock (0.2%)
Diversified Financial Service (0.2%)
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25	163,060	4,102,590
Total Preferred Stock (Cost $4,076,500)		4,102,590
Convertible Preferred Stock (0.7%)
Auto Manufacturers (0.7%)
General Motors Co., Series B, 4.750%, 12/01/13	421,395	14,432,779
Total Convertible Preferred Stock (Cost $18,845,998)		14,432,779
Short-Term Investment (8.2%)
RidgeWorth Funds Securities Lending Joint Account (g)	164,142,761	164,142,761
Total Short-Term Investment (Cost $164,142,761)		164,142,761

See Notes to Schedules of Portfolio Investments.

Money Market Fund (11.2%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(h)	223,591,060		223,591,060
Total Money Market Fund (Cost $223,591,060)			223,591,060
Total Investments (Cost $2,143,171,499) — 106.8%			2,140,622,739
Liabilities in excess of other assets — (6.8)%			(136,776,852	)
Net Assets — 100.0%		$	2,003,845,887

* 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 31.3% of net assets as of December 31, 2011.

(b) Variable or floating rate security. Rate disclosed is as of December 31, 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 is in default.

(e) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $158,864,666.

(f) Perpetual maturity.

(g) 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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(h) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations
MTN	– Medium Term Note
PIK	– Payment in-kind

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Short-Term Bond Fund
	Shares or Principal Amount($)		Value($)
Asset-Backed Securities (9.7%)
Automobiles (4.1%)
Ford Credit Auto Owner Trust, Series 2009-D, Cl A3, 2.170%, 10/15/13		511,981		514,598
Harley-Davidson Motorcycle Trust, Series 2011-2, Cl A3, 1.110%, 09/15/16		2,855,000		2,846,504
Honda Auto Receivables Owner Trust, Series 2009-3, Cl A3, 2.310%, 05/15/13		895,696		899,225
Honda Auto Receivables Owner Trust, Series 2010-2, Cl A3, 1.340%, 03/18/14		1,656,230		1,663,003
Hyundai Auto Receivables Trust, Series 2011-B, Cl A3, 1.040%, 09/15/15		1,300,000		1,302,910
Hyundai Auto Receivables Trust, Series 2011-B, Cl A4, 1.650%, 02/15/17		1,140,000		1,157,489
Mercedes-Benz Auto Lease Trust, Series 2011-B, Cl A3, 1.070%, 08/15/14(a)		1,985,000		1,982,535
World Omni Auto Receivables Trust, Series 2011-A, Cl A3, 1.110%, 05/15/15		1,875,000		1,880,604
				12,246,868
Credit Card (4.6%)
American Express Credit Account Master Trust, Series 2007-7, Cl A, 0.318%, 02/17/15(b)		3,560,000		3,559,507
Chase Issuance Trust, Series 2005-A2, Cl A2, 0.348%, 12/15/14(b)(c)		5,825,000		5,824,427
Discover Card Master Trust, Series 2008-A4, Cl A4, 5.650%, 12/15/15		4,340,000		4,644,212
				14,028,146
Other (1.0%)
GE Equipment Transportation LLC, Series 2011-1, Cl A3, 1.000%, 10/20/14		1,385,000		1,383,355
John Deere Owner Trust, Series 2011-A, Cl A3, 1.290%, 01/15/16		1,555,000		1,563,562
				2,946,917
Total Asset-Backed Securities (Cost $29,159,900)				29,221,931
Collateralized Mortgage Obligations (19.3%)
Agency Collateralized Mortgage Obligations (3.0%)
Federal National Mortgage Association, Series 2009-37, Cl HA, 4.000%, 04/25/19		2,122,856		2,234,223
Federal National Mortgage Association, Series 2011-38, Cl AH, 2.750%, 05/25/20		5,476,803		5,647,977
NCUA Guaranteed Notes, Series 2010-C1, Cl A1, 1.600%, 10/29/20		1,186,981		1,202,053
				9,084,253
Commercial Mortgage Backed Securities (12.2%)
Banc of America Commercial Mortgage, Inc., Series 2004-1, Cl A4, 4.760%, 11/10/39		1,495,000		1,569,589
Banc of America Commercial Mortgage, Inc., Series 2005-2, Cl AM, 4.913%, 07/10/43(b)		2,105,000		2,192,160
Citigroup Commercial Mortgage Trust, Series 2004-C1, Cl A3, 5.251%, 04/15/40(b)		2,428,497		2,507,505
Commercial Mortgage Asset Trust, Series 1999-C1, Cl A4, 6.975%, 01/17/32(b)		4,409,630		4,561,361
Commercial Mortgage Pass-Through Certificates, Series 2001-J2A, Cl A2, 6.096%, 07/16/34(a)		55,106		55,250
CS First Boston Mortgage Securities Corp., Series 2004-C5, Cl A3, 4.499%, 11/15/37		2,375,176		2,373,915
CS First Boston Mortgage Securities Corp., Series 2005-C5, Cl AM, 5.100%, 08/15/38(b)		2,095,000		2,193,276
GE Capital Commercial Mortgage Corp., Series 2004-C2, Cl A3, 4.641%, 03/10/40		919,718		940,950
GMAC Commercial Mortgage Securities, Inc., Series 2003-C2, Cl A2, 5.453%, 05/10/40(b)		5,555,000		5,856,536
Greenwich Capital Commercial Funding Corp., Series 2005-GG3, Cl A2, 4.305%, 08/10/42		822,193		821,672
JPMorgan Chase Commercial Mortgage Securities, Series 2005-LDP1, Cl A2, 4.625%, 03/15/46		1,308,216		1,324,339

See Notes to Schedules of Portfolio Investments.

LB Commercial Conduit Mortgage Trust, Series 1998-C1, Cl D, 6.980%, 02/18/30	731,581	745,945
LB-UBS Commercial Mortgage Trust, Series 2004-C4, Cl A4, 5.320%, 06/15/29(b)	4,575,000	4,902,716
Merrill Lynch Mortgage Trust, Series 2004-BPC1, Cl A3, 4.467%, 10/12/41(b)	297,804	300,484
Merrill Lynch Mortgage Trust, Series 2005-CIP1, Cl AM, 5.107%, 07/12/38(b)	1,585,000	1,662,088
Wachovia Bank Commercial Mortgage Trust, Series 2005-C16, Cl A2, 4.380%, 10/15/41	810,782	810,304
Wachovia Bank Commercial Mortgage Trust, Series 2005-C22, Cl A4, 5.269%, 12/15/44(b)	3,800,000	4,181,440
		36,999,530
Whole Loan Collateral Mortgage Obligations (4.1%)
CS First Boston Mortgage Securities Corp., Series 2004-1, Cl 4A1, 5.000%, 02/25/19	2,075,343	2,111,288
FDIC Structured Sale Guaranteed Notes, Series 2010-L2A, Cl A, 3.000%, 09/30/19(a)	1,975,215	1,987,412
First Horizon Mortgage Pass-Through Trust, Series 2004-AR4, Cl 2A1, 2.723%, 08/25/34(b)	1,250,285	1,068,381
MASTR Alternative Loans Trust, Series 2004-5, Cl 4A1, 5.500%, 07/25/19(c)	2,138,242	2,202,175
Provident Funding Mortgage Loan Trust, Series 2004-1, Cl 1A1, 2.619%, 04/25/34(b)	760,626	709,548
Residential Funding Mortgage Securities I, Series 2004-S3, Cl A1, 4.750%, 03/25/19	971,980	994,552
Washington Mutual Mortgage Pass-Through Certificates, Series 2003-S12, Cl 2A, 4.750%, 11/25/18	639,005	656,881
Wells Fargo Mortgage Backed Securities Trust, Series 2007-16, Cl 1A1, 6.000%, 12/28/37	2,628,058	2,696,072
		12,426,309
Total Collateralized Mortgage Obligations (Cost $57,884,052)		58,510,092
Corporate Bonds (40.2%)
Auto Manufacturers (0.8%)
Daimler Finance North America LLC, 1.950%, 03/28/14(a)	1,810,000	1,804,789
Kia Motors Corp., 3.625%, 06/14/16(a)	500,000	495,677
		2,300,466
Banks (12.5%)
Bank of America Corp., 3.625%, 03/17/16	860,000	792,732
Bank of Montreal, 1.750%, 04/29/14, MTN	1,680,000	1,706,791
Bank of Nova Scotia, 2.250%, 01/22/13	2,155,000	2,184,448
Bank of Nova Scotia, 2.375%, 12/17/13	1,625,000	1,668,386
BB&T Corp., 5.700%, 04/30/14, MTN	3,765,000	4,118,857
Capital One Financial Corp., 7.375%, 05/23/14	1,500,000	1,648,068
Commonwealth Bank of Australia, 3.500%, 03/19/15(a)	1,035,000	1,056,797
Fifth Third Bancorp, 3.625%, 01/25/16	1,480,000	1,501,596
JPMorgan Chase & Co., 3.150%, 07/05/16	1,875,000	1,883,775
JPMorgan Chase & Co., 5.750%, 01/02/13	3,145,000	3,262,434
PNC Funding Corp., 5.400%, 06/10/14	990,000	1,082,630
Royal Bank of Canada, 2.300%, 07/20/16, MTN	4,250,000	4,320,312
Toronto-Dominion Bank (The), 1.375%, 07/14/14	1,360,000	1,376,040
US Bancorp, 4.200%, 05/15/14	2,115,000	2,264,368
Wells Fargo & Co., 3.625%, 04/15/15	2,245,000	2,350,167
Westpac Banking Corp., 2.250%, 11/19/12	1,455,000	1,469,464
Westpac Banking Corp., 4.200%, 02/27/15	4,790,000	4,992,301
		37,679,166
Beverages (1.3%)
Anheuser-Busch InBev Worldwide, Inc., 3.625%, 04/15/15	1,870,000	1,991,262
Bottling Group LLC, 6.950%, 03/15/14	605,000	680,030
Dr. Pepper Snapple Group, Inc., 2.350%, 12/21/12	1,300,000	1,318,003
		3,989,295
Chemicals (0.5%)
Dow Chemical Co. (The), 4.850%, 08/15/12	1,540,000	1,575,537

See Notes to Schedules of Portfolio Investments.

Computers (0.7%)
IBM Corp., 2.000%, 01/05/16	2,150,000	2,205,292
Diversified Financial Services (9.4%)
American Express Credit Corp., Series C, 5.875%, 05/02/13	2,010,000	2,112,822
American Honda Finance Corp., 1.850%, 09/19/14(a)	1,780,000	1,788,339
BlackRock, Inc., 2.250%, 12/10/12	2,685,000	2,721,288
Citigroup, Inc., 5.500%, 04/11/13	3,110,000	3,175,071
General Electric Capital Corp., 2.100%, 01/07/14	3,035,000	3,080,434
General Electric Capital Corp., 4.875%, 03/04/15	3,855,000	4,182,459
Goldman Sachs Group, Inc. (The), 3.700%, 08/01/15	1,735,000	1,699,786
Goldman Sachs Group, Inc. (The), 5.150%, 01/15/14	1,730,000	1,762,927
Merrill Lynch & Co., Inc., Series C,, 5.000%, 02/03/14, MTN	1,455,000	1,447,515
Morgan Stanley, 4.200%, 11/20/14	3,780,000	3,645,587
TD AMERITRADE Holding Corp., 4.150%, 12/01/14	995,000	1,051,605
Woodside Finance Ltd., 4.500%, 11/10/14(a)	1,800,000	1,895,236
		28,563,069
Electric (1.1%)
Dominion Resources, Inc., Series B, 6.250%, 06/30/12	1,385,000	1,421,402
Duke Energy Corp., 6.300%, 02/01/14	1,765,000	1,947,296
		3,368,698
Electronics (0.4%)
Thermo Fisher Scientific, Inc., 2.150%, 12/28/12	300,000	303,601
Thermo Fisher Scientific, Inc., 3.200%, 03/01/16	705,000	744,711
		1,048,312
Food (0.5%)
General Mills, Inc., 5.200%, 03/17/15	1,450,000	1,615,290
Healthcare - Services (0.1%)
UnitedHealth Group, Inc., 1.875%, 11/15/16	340,000	339,949
Insurance (3.1%)
Berkshire Hathaway Finance Corp., 5.000%, 08/15/13	1,635,000	1,741,031
MetLife, Inc., 5.500%, 06/15/14	2,715,000	2,961,997
New York Life Global Funding, 3.000%, 05/04/15(a)	1,530,000	1,602,392
Pricoa Global Funding I, 5.450%, 06/11/14(a)	1,000,000	1,080,789
Prudential Financial, Inc., 5.150%, 01/15/13, MTN	2,000,000	2,070,592
		9,456,801
Machinery-Construction & Mining (0.8%)
Caterpillar, Inc., 1.375%, 05/27/14	2,475,000	2,503,933
Media (1.9%)
Comcast Corp., 5.300%, 01/15/14	1,915,000	2,063,512
DIRECTV Holdings LLC, 7.625%, 05/15/16	1,170,000	1,241,662
Time Warner Cable, Inc., 5.400%, 07/02/12	1,870,000	1,912,165
Time Warner, Inc., 3.150%, 07/15/15	615,000	639,674
		5,857,013
Mining (0.4%)
Rio Tinto Alcan, Inc., 4.875%, 09/15/12	1,230,000	1,263,540
Miscellaneous Manufacturer (0.4%)
Ingersoll-Rand Global Holding Co. Ltd., 6.000%, 08/15/13	985,000	1,052,925
Pharmaceuticals (0.6%)
McKesson Corp., 5.250%, 03/01/13	850,000	891,984
McKesson Corp., 6.500%, 02/15/14	850,000	940,683
		1,832,667

See Notes to Schedules of Portfolio Investments.

Pipelines (2.5%)
Energy Transfer Partners LP, 5.650%, 08/01/12	1,400,000	1,430,339
Enterprise Products Operating LLC, Series G, 5.600%, 10/15/14	710,000	777,924
Enterprise Products Operating LLC, Series M, 5.650%, 04/01/13	1,250,000	1,308,776
Kinder Morgan Energy Partners LP, 7.125%, 03/15/12	1,640,000	1,658,742
Plains All American Pipeline LP, 4.250%, 09/01/12	1,945,000	1,984,027
Williams Partners LP, 3.800%, 02/15/15	260,000	272,946
		7,432,754
Retail (0.8%)
Nordstrom, Inc., 6.750%, 06/01/14	490,000	549,454
Wal-Mart Stores, Inc., 1.500%, 10/25/15	1,690,000	1,716,533
		2,265,987
Semiconductors (0.4%)
Texas Instruments, Inc., 1.375%, 05/15/14	1,170,000	1,184,562
Telecommunication Services (1.5%)
Verizon Communications, Inc., 1.250%, 11/03/14	1,455,000	1,462,196
Verizon Communications, Inc., 1.950%, 03/28/14	2,080,000	2,122,964
Verizon Communications, Inc., 3.000%, 04/01/16	845,000	884,876
		4,470,036
Toys/Games/Hobbies (0.5%)
Mattel, Inc., 5.625%, 03/15/13	1,550,000	1,628,568
Total Corporate Bonds (Cost $120,247,036)		121,633,860
Municipal Bond (1.6%)
New Jersey (1.6%)
New Jersey Economic Development Authority, RB, BAB, 1.546%, 06/15/13(b)	4,930,000	4,931,085
Total Municipal Bond (Cost $4,930,000)		4,931,085
U.S. Government Agencies (7.2%)
Federal Agricultural Mortgage Corp. (1.4%)
2.000%, 07/27/16	4,305,000	4,422,526
Federal Home Loan Mortgage Corp. (3.9%)
0.700%, 07/25/13	5,700,000	5,700,986
0.700%, 11/04/13	2,940,000	2,941,699
1.350%, 01/06/15	2,935,000	2,935,197
		11,577,882
Federal National Mortgage Association (1.9%)
1.250%, 07/18/14	5,775,000	5,776,577
Total U.S. Government Agencies (Cost $21,659,177)		21,776,985
U.S. Government Agency Mortgages (13.2%)
Federal Home Loan Mortgage Corporation (1.6%)
Pool #847276, 2.621%, 04/01/34 (b)	581,876	612,221
Pool #1B7142, 2.599%, 09/01/36 (b)	1,061,330	1,129,328
Pool #1G1676, 5.481%, 04/01/37 (b)	2,742,520	2,950,564
		4,692,113
Federal National Mortgage Association (11.6%)
Pool #555162, 4.826%, 01/01/13	1,191,199	1,216,159
Pool #555290, 4.927%, 02/01/13	2,480,399	2,518,096
Pool #873294, 5.100%, 02/01/13	4,665,931	4,816,404
Pool #735065, 4.484%, 08/01/13	2,002,247	2,047,064
Pool #555910, 4.919%, 10/01/13	2,511,843	2,611,035

See Notes to Schedules of Portfolio Investments.

Pool #958368, 4.710%, 03/01/14	5,290,388		5,600,726
Pool #725877, 5.072%, 09/01/14	298,793		320,138
Pool #466534, 2.040%, 11/01/15	3,605,000		3,690,578
Pool #466598, 2.180%, 11/01/15	2,055,000		2,111,027
Pool #462085, 5.315%, 11/01/15	1,697,559		1,898,352
Pool #745889, 5.970%, 08/01/16	4,779,159		5,465,152
Pool #555844, 2.349%, 10/01/33(b)	344,412		362,474
Pool #822302, 2.587%, 05/01/35(b)	2,311,634		2,449,252
			35,106,457
Total U.S. Government Agency Mortgages (Cost $38,576,819)			39,798,570
U.S. Treasury Obligations (5.4%)
U.S. Treasury Bill (3.9%)
0.000%, 03/22/12	12,000,000		11,999,544
U.S. Treasury Notes (1.5%)
0.500%, 08/15/14	1,130,000		1,135,120
0.250%, 09/15/14	200,000		199,500
0.500%, 10/15/14	840,000		843,478
1.000%, 09/30/16	2,050,000		2,071,140
			4,249,238
Total U.S. Treasury Obligations (Cost $16,221,068)			16,248,782
Money Market Fund (2.5%)
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(d)	7,699,175		7,699,175
Total Money Market Fund (Cost $7,699,175)			7,699,175
Total Investments (Cost $296,377,227) — 99.1%			299,820,480
Other assets in excess of liabilities — 0.9%			2,644,912
Net Assets — 100.0%		$	302,465,392

(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 4.6% of net assets as of December 31, 2011.

(b) Variable or floating rate security. Rate disclosed is as of December 31, 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 December 31, 2011.

Investment Abbreviations
BAB	– Build America Bonds
MTN	– Medium Term Note
RB	– Revenue Bond

Open Futures Contracts

At December 31, 2011, the Fund’s open futures contracts were as follows:

Description

Position

Notional Amount($)

Expiration Date

Number of Contracts

Unrealized (Depreciation)($)

U.S. Treasury 5 Year Note

Short

(14,724,895

)

March 2012

120

(66,043

)

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Short-Term U.S. Treasury Securities Fund

	Shares or Principal Amount($)		Value($)
U.S. Treasury Obligations (96.5%)
U.S. Treasury Notes (96.5%)
4.625%, 02/29/12		1,140,000		1,148,149
1.000%, 04/30/12		1,420,000		1,424,437
1.750%, 08/15/12		2,160,000		2,181,937
4.125%, 08/31/12		1,440,000		1,477,968
1.375%, 01/15/13		2,480,000		2,510,807
3.125%, 04/30/13		1,580,000		1,640,917
1.125%, 06/15/13		3,525,000		3,571,403
2.000%, 11/30/13		1,745,000		1,802,599
0.375%, 11/15/14		1,000,000		1,000,625
2.375%, 02/28/15		720,000		763,932
2.500%, 04/30/15		3,080,000		3,286,939
1.750%, 07/31/15		295,000		307,906
				21,117,619
Total U.S. Treasury Obligations (Cost $20,835,080)				21,117,619
Money Market Fund (3.5%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a)		760,823		760,823
Total Money Market Fund (Cost $760,823)				760,823
Total Investments (Cost $21,595,903) — 100.0%				21,878,442
Other assets in excess of liabilities — 0.0%(b)				2,416
Net Assets — 100.0%			$	21,880,858

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

(b) Less than 0.05% of Net Assets.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Total Return Bond Fund

	Shares or Principal Amount($)		Value($)
Asset-Backed Securities (1.0%)
Home Equity (0.5%)
HSBC Home Equity Loan Trust, Series 2005-1, Cl M, 0.815%, 01/20/34(a)		1,748,340		1,469,323
HSBC Home Equity Loan Trust, Series 2006-2, Cl A1, 0.435%, 03/20/36(a)		3,526,998		3,258,300
				4,727,623
Manufactured Housing (0.5%)
Newcastle Investment Trust, Series 2010-MH1, Cl M1, 6.000%, 07/10/35(b)		4,160,000		4,328,984
Total Asset-Backed Securities (Cost $9,083,099)				9,056,607
Collateralized Mortgage Obligations (12.9%)
Agency Collateralized Mortgage Obligations (9.1%)
Federal Home Loan Mortgage Corporation, Series 3703, Cl CF, 0.478%, 11/15/23(a)		1,355,038		1,350,359
Federal Home Loan Mortgage Corporation, Series 3768, Cl CB, 3.500%, 12/15/25		2,022,874		2,114,789
Federal Home Loan Mortgage Corporation, Series 3774, Cl EW, 3.500%, 12/15/25		2,243,855		2,356,384
Federal Home Loan Mortgage Corporation, Series 3800, Cl BE, 3.500%, 02/15/26		2,699,707		2,831,227
Federal Home Loan Mortgage Corporation, Series 3800, Cl CB, 3.500%, 02/15/26		2,382,000		2,504,686
Federal Home Loan Mortgage Corporation, Series 3806, Cl L, 3.500%, 02/15/26		6,609,442		6,893,625
Federal Home Loan Mortgage Corporation, Series 3814, Cl B, 3.000%, 02/15/26		4,614,025		4,713,582
Federal Home Loan Mortgage Corporation, Series 3816, Cl GL, 3.000%, 02/15/26		2,865,000		2,923,356
Federal Home Loan Mortgage Corporation, Series 3826, Cl BK, 3.000%, 03/15/26		6,680,591		6,819,040
Federal Home Loan Mortgage Corporation, Series 3829, Cl BE, 3.500%, 03/15/26		3,173,000		3,330,308
Federal Home Loan Mortgage Corporation, Series 3877, Cl LM, 3.500%, 06/15/26		1,367,000		1,425,518
Federal Home Loan Mortgage Corporation, Series 3907, Cl FM, 0.628%, 05/15/26(a)		4,803,953		4,803,919
Federal Home Loan Mortgage Corporation, Series 3907, Cl MF, 0.628%, 08/15/26(a)		2,752,020		2,751,169
Federal Home Loan Mortgage Corporation, Series 3942, Cl KB,, 3.000%, 10/15/26		4,411,556		4,430,715
Federal National Mortgage Association, Series 2010-144, Cl YB, 3.000%, 12/25/25		6,365,471		6,520,201
Federal National Mortgage Association, Series 2011-36, Cl DB, 3.000%, 05/25/26		5,692,120		5,823,767
Federal National Mortgage Association, Series 2011-44, Cl EB, 3.000%, 05/25/26		4,869,000		4,962,051
Federal National Mortgage Association, Series 2011-45, Cl ZA, 4.000%, 05/25/31		3,943,603		4,156,486
Federal National Mortgage Association, Series 2011-46, Cl B, 3.000%, 05/25/26		645,000		658,652
Federal National Mortgage Association, Series 2011-98, Cl FL, 0.594%, 10/25/26(a)		2,477,766		2,475,193
Federal National Mortgage Association, Series 2011-98, Cl VE,, 3.500%, 06/25/26		6,350,000		6,516,053
Government National Mortgage Association, Series 2011-17, Cl B, 4.000%, 02/16/26		900,232		1,004,520
				81,365,600
Agency Collateralized Planned Amortization Class Mortgage Obligations (0.8%)
Federal Home Loan Mortgage Corporation, Series 3745, Cl VE, 4.000%, 09/15/29		1,630,994		1,720,476
Federal Home Loan Mortgage Corporation, Series 3762, Cl BV, 4.000%, 10/15/29		1,513,000		1,576,257
Federal Home Loan Mortgage Corporation, Series 3763, Cl VQ, 4.000%, 07/15/27		929,000		982,365
Federal National Mortgage Association, Series 2011-8, Cl PV, 4.000%, 01/25/30		726,000		756,338
Government National Mortgage Association, Series 2010-167, Cl VA, 4.250%, 11/20/29		1,630,000		1,798,676
				6,834,112
Commercial Mortgage Backed Securities (3.0%)
Americold LLC Trust, Series 2010-ARTA, Cl A2FX, 4.954%, 01/14/29(b)		2,662,000		2,915,872
Banc of America Commercial Mortgage, Inc., Series 2005-3, Cl A3B, 5.090%, 07/10/43(a)		3,902,000		4,089,035
Banc of America Commercial Mortgage, Inc., Series 2005-6, Cl AM, 5.193%, 09/10/47(a)		3,321,000		3,539,781
Morgan Stanley Reremic Trust, Series 2010-HQ4B, Cl A7A, 4.970%, 04/16/40(a)(b)		2,700,000		2,813,143

See Notes to Schedules of Portfolio Investments.

RBSCF Trust, Series 2010-RR3, Cl MS4A, 4.970%, 04/16/40(a)(b)	5,030,000	5,263,201
Wachovia Bank Commercial Mortgage Trust, Series 2005-C20, Cl AMFX, 5.179%, 07/15/42(a)	4,590,000	4,816,379
Wachovia Bank Commercial Mortgage Trust, Series 2005-C21, Cl AM, 5.204%, 10/15/44(a)	3,142,000	3,324,330
		26,761,741
Total Collateralized Mortgage Obligations (Cost $104,625,123)		114,961,453
Corporate Bonds (24.8%)
Aerospace/Defense (0.8%)
Boeing Co. (The), 5.125%, 02/15/13	1,622,000	1,700,536
Raytheon Co., 1.400%, 12/15/14	2,008,000	2,017,727
United Technologies Corp., 6.125%, 02/01/19	2,724,000	3,366,000
		7,084,263
Auto Manufacturers (0.2%)
Daimler Finance N.A. LLC, 3.875%, 09/15/21(b)	1,476,000	1,483,294
Banks (0.9%)
HSBC Bank PLC, 3.100%, 05/24/16(b)	1,037,000	1,037,061
HSBC Bank PLC, 3.500%, 06/28/15(b)	1,698,000	1,711,710
JPMorgan Chase & Co., 4.400%, 07/22/20	2,225,000	2,272,206
JPMorgan Chase & Co., 6.300%, 04/23/19	997,000	1,129,238
Northern Trust Corp., 5.200%, 11/09/12	1,783,000	1,847,833
		7,998,048
Beverages (0.3%)
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12	1,740,000	1,767,234
Diageo Capital PLC, 5.200%, 01/30/13	999,000	1,046,153
		2,813,387
Biotechnology (0.1%)
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100	438,000	458,302
Chemicals (1.0%)
Air Products & Chemicals, Inc., 4.150%, 02/01/13	1,046,000	1,085,714
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21	1,006,000	1,136,875
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13	1,182,000	1,255,666
Praxair, Inc., 1.750%, 11/15/12	2,959,000	2,984,237
Praxair, Inc., 4.625%, 03/30/15	1,953,000	2,155,780
		8,618,272
Commercial Services (0.4%)
ERAC USA Finance LLC, 5.250%, 10/01/20(b)	1,317,000	1,419,917
ERAC USA Finance LLC, 5.600%, 05/01/15(b)	1,066,000	1,165,841
ERAC USA Finance LLC, 5.800%, 10/15/12(b)	1,428,000	1,477,347
		4,063,105
Computers (1.1%)
Hewlett-Packard Co., 4.375%, 09/15/21	2,772,000	2,860,823
Hewlett-Packard Co., 4.500%, 03/01/13	840,000	863,897
IBM Corp., 0.875%, 10/31/14	4,354,000	4,355,568
IBM Corp., 5.600%, 11/30/39	1,437,000	1,846,085
		9,926,373
Diversified Financial Services (2.3%)
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(b)	1,351,000	1,387,865
CME Group, Inc., 5.400%, 08/01/13	1,230,000	1,310,729
CME Group, Inc., 5.750%, 02/15/14	1,428,000	1,556,541
Ford Motor Credit Co. LLC, 5.000%, 05/15/18	2,343,000	2,349,075
John Deere Capital Corp., 1.250%, 12/02/14, MTN	1,699,000	1,717,417

See Notes to Schedules of Portfolio Investments.

Lazard Group LLC, 7.125%, 05/15/15	1,781,000	1,912,413
MassMutual Global Funding LLC, 2.300%, 09/28/15(b)	1,174,000	1,178,671
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20	1,560,000	1,598,219
PACCAR Financial Corp., 1.550%, 09/29/14, MTN	2,494,000	2,523,344
TIAA Global Markets, Inc., 5.125%, 10/10/12(b)	1,572,000	1,621,919
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN	863,000	907,717
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/2021 @ 100(b)	2,954,000	3,016,235
		21,080,145
Electric (1.1%)
Alabama Power Co., 5.800%, 11/15/13	1,240,000	1,350,806
Dominion Resources, Inc., 1.950%, 08/15/16	622,000	625,063
Duke Energy Carolinas LLC, 4.300%, 06/15/20	467,000	525,988
Exelon Generation Co. LLC, 6.200%, 10/01/17	1,441,000	1,654,778
Georgia Power Co., 6.000%, 11/01/13	704,000	768,821
MidAmerican Energy Holdings Co., 6.125%, 04/01/36	1,278,000	1,526,378
Public Service Co. of Colorado, Series 17, 6.250%, 09/01/37	811,000	1,091,797
Southern California Edison Co., 5.750%, 03/15/14	1,083,000	1,192,956
Wisconsin Power & Light Co., 6.375%, 08/15/37	642,000	876,771
		9,613,358
Electronics (0.1%)
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16	707,000	720,767
Food (0.4%)
Kellogg Co., 4.250%, 03/06/13	1,266,000	1,314,557
Kraft Foods, Inc., 6.500%, 02/09/40	1,138,000	1,480,470
Kroger Co. (The), 7.500%, 01/15/14	678,000	757,719
		3,552,746
Healthcare - Products (0.4%)
Becton Dickinson and Co., 3.250%, 11/12/20	509,000	527,126
Covidien International Finance SA, 6.000%, 10/15/17	1,562,000	1,850,972
Stryker Corp., 2.000%, 09/30/16	1,109,000	1,134,875
		3,512,973
Healthcare - Services (0.3%)
Roche Holdings, Inc., 7.000%, 03/01/39(b)	2,244,000	3,179,607
Insurance (1.2%)
Berkshire Hathaway, Inc., 3.200%, 02/11/15	2,744,000	2,909,085
Berkshire Hathaway, Inc., 4.600%, 05/15/13	1,441,000	1,515,704
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)	986,000	939,852
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)	2,679,000	2,631,437
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13	706,000	725,570
Progressive Corp. (The), 3.750%, 08/23/21	395,000	410,452
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(b)	1,144,000	1,468,212
		10,600,312
Media (1.0%)
Comcast Corp., 6.450%, 03/15/37	811,000	983,129
NBC Universal Media LLC, 5.950%, 04/01/41	1,372,000	1,612,668
Thomson Reuters Corp., 5.950%, 07/15/13	293,000	312,189
Time Warner Cable, Inc., 5.850%, 05/01/17	3,393,000	3,864,043
Time Warner Cable, Inc., 8.250%, 02/14/14	1,322,000	1,490,100
Time Warner, Inc., 6.200%, 03/15/40	403,000	474,696
		8,736,825
Mining (1.1%)
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20	551,000	611,677
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39	1,218,000	1,410,062
Barrick International Barbados Corp., 6.350%, 10/15/36(b)	975,000	1,204,988

See Notes to Schedules of Portfolio Investments.

BHP Billiton Finance USA Ltd., 1.125%, 11/21/14	1,749,000	1,753,105
Kinross Gold Corp., 5.125%, 09/01/21(b)(c)	2,647,000	2,597,813
Newmont Mining Corp., 6.250%, 10/01/39	2,194,000	2,597,722
		10,175,367
Miscellaneous Manufacturer (1.2%)
3M Co., 1.375%, 09/29/16	1,108,000	1,117,509
Danaher Corp., 3.900%, 06/23/21, Callable 03/23/2021 @ 100	1,192,000	1,315,962
General Electric Co., 5.000%, 02/01/13	3,677,000	3,831,783
General Electric Co., 5.250%, 12/06/17	994,000	1,140,876
Illinois Tool Works, Inc., 6.250%, 04/01/19	1,865,000	2,301,485
Siemens Financieringsmat, 6.125%, 08/17/26(b)	982,000	1,192,074
		10,899,689
Office/Business Equip (0.3%)
Xerox Corp., 5.500%, 05/15/12	915,000	930,172
Xerox Corp., 6.350%, 05/15/18	1,424,000	1,604,079
		2,534,251
Oil & Gas (1.2%)
BP Capital Markets PLC, 2.248%, 11/01/16	2,158,000	2,171,761
Ensco PLC, 4.700%, 03/15/21	1,771,000	1,844,330
Shell International Finance BV, 6.375%, 12/15/38	3,629,000	4,994,633
Statoil ASA, 3.125%, 08/17/17	380,000	400,786
Total Capital SA, 3.000%, 06/24/15	1,043,000	1,102,348
		10,513,858
Oil & Gas Services (0.6%)
Baker Hughes, Inc., 5.125%, 09/15/40	1,333,000	1,558,686
Schlumberger Investment SA, 3.300%, 09/14/21(b)	1,729,000	1,776,266
Weatherford International Ltd., 5.125%, 09/15/20	1,089,000	1,131,665
Weatherford International Ltd., 6.500%, 08/01/36	1,031,000	1,122,840
		5,589,457
Pharmaceuticals (1.6%)
Abbott Laboratories, 5.600%, 11/30/17	2,642,000	3,154,952
Express Scripts, Inc., 5.250%, 06/15/12	1,586,000	1,615,983
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18	1,721,000	2,071,408
Novartis Securities Investment Ltd., 5.125%, 02/10/19	929,000	1,091,809
Sanofi-Aventis SA, 4.000%, 03/29/21	2,360,000	2,614,734
Schering-Plough Corp., 6.550%, 09/15/37	1,281,000	1,785,831
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36	662,000	804,610
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15	1,115,000	1,161,117
		14,300,444
Pipelines (1.6%)
El Paso Natural Gas Co., 5.950%, 04/15/17	527,000	591,751
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20	734,000	808,960
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @ 100	973,000	954,074
Energy Transfer Partners LP, 6.625%, 10/15/36	1,006,000	1,057,808
Enterprise Products Operating LLC, 5.250%, 01/31/20	2,856,000	3,153,387
Enterprise Products Operating LLC, Series J, 5.750%, 03/01/35	1,069,000	1,136,496
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b)	1,028,000	1,062,130
Southern Natural Gas Co., 5.900%, 04/01/17(b)	339,000	387,434
TC Pipelines LP, 4.650%, 06/15/21	1,167,000	1,221,894
TransCanada PipeLines Ltd., 6.100%, 06/01/40	1,291,000	1,653,847
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18	365,000	417,774
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100	1,762,000	1,808,293
		14,253,848

See Notes to Schedules of Portfolio Investments.

Real Estate Investment Trusts (0.8%)
BioMed Realty LP, 3.850%, 04/15/16, Callable 03/15/2016 @ 100	978,000	964,743
Digital Realty Trust LP, 4.500%, 07/15/15	2,551,000	2,602,010
Digital Realty Trust LP, 5.875%, 02/01/20	667,000	693,986
Healthcare Realty Trust, Inc., 6.500%, 01/17/17	2,448,000	2,628,998
		6,889,737
Retail (1.2%)
Family Dollar Stores, Inc., 5.000%, 02/01/21	607,000	624,690
Wal-Mart Stores, Inc., 5.250%, 09/01/35	482,000	576,563
Wal-Mart Stores, Inc., 6.500%, 08/15/37	4,738,000	6,545,486
Walgreen Co., 4.875%, 08/01/13	1,077,000	1,149,044
Wesfarmers Ltd., 6.998%, 04/10/13(b)	1,821,000	1,931,855
		10,827,638
Semiconductors (0.7%)
Analog Devices, Inc., 3.000%, 04/15/16	362,000	381,528
Intel Corp., 1.950%, 10/01/16	1,266,000	1,301,469
Intel Corp., 4.800%, 10/01/41	4,188,000	4,693,521
		6,376,518
Software (0.5%)
Fiserv, Inc., 4.750%, 06/15/21	1,288,000	1,347,553
Oracle Corp., 5.750%, 04/15/18	2,644,000	3,208,455
		4,556,008
Telecommunication Services (2.0%)
AT&T, Inc., 4.950%, 01/15/13	1,655,000	1,724,872
AT&T, Inc., 5.550%, 08/15/41	1,596,000	1,879,158
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	1,503,112
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14	784,000	851,785
Cisco Systems, Inc., 5.500%, 02/22/16	1,224,000	1,424,406
Cisco Systems, Inc., 5.500%, 01/15/40	2,355,000	2,881,493
Juniper Networks, Inc., 3.100%, 03/15/16	330,000	341,329
Rogers Communications, Inc., 7.500%, 03/15/15	1,138,000	1,332,490
SBC Communications, Inc., 5.100%, 09/15/14	1,662,000	1,830,600
SBC Communications, Inc., 6.450%, 06/15/34	817,000	982,689
Verizon Communications, Inc., 5.250%, 04/15/13	1,193,000	1,258,893
Verizon Communications, Inc., 5.550%, 02/15/16	1,418,000	1,622,578
		17,633,405
Transportation (0.1%)
United Parcel Service, Inc., 3.125%, 01/15/21	1,033,000	1,095,804
Trucking & Leasing (0.2%)
Aviation Capital Group Corp., 6.750%, 04/06/21(b)	607,000	571,903
Aviation Capital Group Corp., 7.125%, 10/15/20(b)	1,566,000	1,514,839
		2,086,742
Water (0.1%)
Veolia Environment SA, 6.000%, 06/01/18	863,000	942,206
Total Corporate Bonds (Cost $204,712,116)		222,116,749
U.S. Government Agency Mortgages (25.6%)
Federal Home Loan Mortgage Corporation (10.0%)
Pool #A12413, 5.000%, 08/01/33	1,189,409	1,280,515
Pool #G05052, 5.000%, 10/01/33	690,927	743,851
Pool #G01797, 5.500%, 12/01/33	922,920	1,005,871
Pool #G01740, 5.500%, 12/01/34	1,948,511	2,122,423
Pool #G08051, 5.000%, 04/01/35	2,570,886	2,766,203

See Notes to Schedules of Portfolio Investments.

Pool #G01779, 5.000%, 04/01/35	1,448,221	1,558,247
Pool #G01837, 5.000%, 07/01/35	10,542,381	11,343,315
Pool #A47402, 5.000%, 10/01/35	4,782,385	5,145,716
Pool #A39731, 5.000%, 11/01/35	2,739,502	2,947,630
Pool #G02162, 5.500%, 05/01/36	2,895,466	3,148,922
Pool #G02252, 5.500%, 07/01/36	3,209,698	3,490,660
Pool #G02424, 5.500%, 12/01/36	819,027	890,721
Pool #G04997, 5.000%, 01/01/37	10,922,785	11,752,619
Pool #G05521, 5.500%, 05/01/37	1,562,664	1,709,951
Pool #G04337, 5.500%, 04/01/38	1,686,425	1,832,202
Pool #1B8266, 2.864%, 05/01/41(a)	4,380,754	4,541,919
Pool #848553, 2.694%, 06/01/41(a)	2,517,879	2,599,600
Pool #1B8553, 2.358%, 07/01/41(a)	4,917,689	5,076,042
Pool #1B8740, 2.427%, 09/01/41(a)	1,123,514	1,162,292
3.000%, TBA, 15 Year Maturity(d)	12,834,000	13,247,094
3.000%, TBA, 15 Year Maturity(d)	2,349,000	2,417,268
3.000%, TBA, 15 Year Maturity(d)	9,096,000	9,330,506
		90,113,567
Federal National Mortgage Association (14.6%)
Pool #468958, 3.770%, 09/01/21	800,000	859,544
Pool #469452, 3.380%, 11/01/21	3,738,947	3,925,902
Pool #469252, 3.480%, 11/01/21	3,194,398	3,380,567
Pool #725773, 5.500%, 09/01/34	6,751,076	7,375,789
Pool #735061, 6.000%, 11/01/34	2,061,973	2,291,440
Pool #735036, 5.500%, 12/01/34	6,884,775	7,521,859
Pool #735141, 5.500%, 01/01/35	2,243,265	2,450,846
Pool #827943, 5.000%, 05/01/35(d)	1,276,880	1,380,472
Pool #735500, 5.500%, 05/01/35	6,245,918	6,819,982
Pool #357829, 6.000%, 06/01/35	4,025,538	4,452,135
Pool #831017, 6.000%, 09/01/35	2,072,006	2,291,582
Pool #888344, 5.000%, 10/01/35(d)	9,720,595	10,509,217
Pool #190363, 5.500%, 11/01/35	4,166,158	4,549,070
Pool #AE0115, 5.500%, 12/01/35	6,950,622	7,624,457
Pool #745087, 5.500%, 12/01/35	636,675	695,192
Pool #745428, 5.500%, 01/01/36	11,558,874	12,621,253
Pool #310011, 6.000%, 06/01/36	574,606	636,516
Pool #190370, 6.000%, 06/01/36	12,839,685	14,164,231
Pool #888173, 5.500%, 11/01/36	2,865,405	3,128,765
Pool #889140, 5.500%, 05/01/37	2,686,850	2,950,592
Pool #995082, 5.500%, 08/01/37	4,533,113	4,952,585
Pool #976965, 6.000%, 02/01/38	3,235,398	3,599,495
Pool #889529, 6.000%, 03/01/38	3,828,653	4,247,547
Pool #995724, 6.000%, 04/01/39	6,275,608	6,962,225
Pool #AD0439, 6.000%, 07/01/39	2,067,961	2,279,354
Pool #AJ9537, 2.739%, 11/01/41(a)	4,000,000	4,150,422
2.500%, TBA, 15 Year Maturity(d)	4,459,000	4,482,008
		130,303,047
Government National Mortgage Association (1.0%)
Pool #751387, 4.743%, 01/20/61	8,275,484	9,080,799
Total U.S. Government Agency Mortgages (Cost $225,423,779)		229,497,413
U.S. Treasury Obligations (32.8%)
U.S. Treasury Bond (3.9%)
3.750%, 08/15/41	29,888,000	35,151,098

See Notes to Schedules of Portfolio Investments.

U.S. Treasury Notes (28.9%)
0.875%, 02/29/12	36,306,000		36,354,214
0.500%, 10/15/14	71,036,000		71,330,160
1.750%, 05/31/16(e)	138,832,000		145,177,039
2.000%, 11/15/21	5,800,000		5,866,155
			258,727,568
Total U.S. Treasury Obligations (Cost $291,020,850)			293,878,666
Short-Term Investment (0.1%)
RidgeWorth Funds Securities Lending Joint Account(f)	1,176,060		1,176,060
Total Short-Term Investment (Cost $1,176,060)			1,176,060
Money Market Fund (7.8%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g)	69,656,136		69,656,136
Total Money Market Fund (Cost $69,656,136)			69,656,136
Total Investments (Cost $905,697,163) — 105.0%			940,343,084
Liabilities in excess of other assets — (5.0)%			(44,583,401	)
Net Assets — 100.0%		$	895,759,683

(a) Variable or floating rate security. Rate disclosed is as of December 31, 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 5.9% of net assets as of December 31, 2011.

(c) The security or a partial position of the security was on loan as of December 31, 2011. The total value of securities on loan as of December 31, 2011 was $1,150,371.

(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 in connection with obligations for when-issued or delayed-delivery purchase commitments.

(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 December 31, 2011 (See Notes to Schedules of Portfolio Investments).

(g) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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.

At December 31, 2011, the Fund’s open swap agreements were as follows:

Credit Default Swap Agreements — Buy Protection

Underlying Instrument	Counterparty		Notional Amount($)		Fixed Rate(%)		Expiration Date		Upfront Payments Made (Received)($)		Value($)		Unrealized Appreciation (Depreciation)($)
French Republic 5 Year		JPMorgan		17,495,000		1.000		12/20/16		1,210,321		1,529,827		319,506
Republic of Turkey 5 Year		JPMorgan		16,680,000		1.000		12/20/16		1,489,967		1,492,027		2,060
										2,700,288		3,021,854		321,566

See Notes to Schedules of Portfolio Investments.

As the buyer of protection, the Fund pays 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.

Credit Default Swap Agreements — Sell Protection

Underlying Instrument

Counterparty

Notional Amount($)

Fixed Rate(%)

Expiration Date

Upfront Payments Made (Received)($)

Value($)

Unrealized Appreciation (Depreciation)($)

CDX.NA.HY.17

JPMorgan

75,460,000

5.000

12/20/16

(8,432,111

)

(5,294,216

)

3,137,895

The notional amount represents the maximum potential amount the Fund could be required to make as seller of credit protection if a credit event occurs, as defined under the terms of swap agreement, for each security included in the CDX.NA.HY.17.

The value column indicates the impact each respective swap agreement has on the Fund’s net assets at December 31, 2011.

Forward Foreign Currency Contracts

At December 31, 2011, the Fund’s forward foreign currency contracts were as follows:

Currency	Counterparty	Delivery Date		Contract Amount in Local Currency		Contract Value in USD($)		Market Value($)		Unrealized Appreciation (Depreciation)($)
Short:
Australian Dollar	JPMorgan		02/22/12		13,150,000		12,996,292		13,375,437		(379,145	)
Euro	JPMorgan		01/03/12		9,442,686		12,635,000		12,221,201		413,799
Euro	JPMorgan		01/17/12		6,079,606		8,300,000		7,869,156		430,844
Euro	JPMorgan		01/19/12		14,979,274		19,522,600		19,388,702		133,898
Euro	JPMorgan		01/23/12		12,308,267		16,720,000		15,931,822		788,178
Japanese Yen	JPMorgan		01/04/12		987,038,090		12,710,000		12,823,673		(113,673	)
Japanese Yen	JPMorgan		02/28/12		987,038,090		12,722,678		12,835,342		(112,664	)
Total Short Contracts						$	95,606,570	$	94,445,333	$	1,161,237

Currency	Counterparty	Delivery Date	Contract Amount in Local Currency		Contract Value in USD($)		Market Value($)		Unrealized Appreciation (Depreciation)($)
Long:
Euro	JPMorgan	01/03/12		9,442,686		12,372,280		12,221,201		(151,079	)
Euro	JPMorgan	01/17/12		6,079,606		8,217,865		7,869,156		(348,709	)
Euro	JPMorgan	01/19/12		4,989,637		6,499,351		6,458,429		(40,922	)
Euro	JPMorgan	01/23/12		12,308,267		16,666,747		15,931,822		(734,925	)
Japanese Yen	JPMorgan	01/04/12		987,038,090		12,709,736		12,823,673		113,937
Mexican Peso	JPMorgan	02/22/12		181,833,575		13,030,786		12,978,296		(52,490	)
Total Long Contracts					$	69,496,765	$	68,282,577	$	(1,214,188	)

At December 31, 2011, liquid assets totaling $2,066,309 have been designated as collateral for open credit default swap agreements and open forward foreign currency contracts.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Ultra-Short Bond Fund
	Shares or Principal Amount($)		Value($)
Asset-Backed Securities (12.2%)
Automobiles (3.6%)
Ford Credit Auto Owner Trust, Series 2009-D, Cl A3, 2.170%, 10/15/13		56,887		57,178
Harley-Davidson Motorcycle Trust, Series 2009-4, Cl A3, 1.870%, 02/15/14		454,653		455,662
Harley-Davidson Motorcycle Trust, Series 2011-2, Cl A2, 0.710%, 05/15/15		560,000		559,217
Honda Auto Receivables Owner Trust, Series 2009-3, Cl A3, 2.310%, 05/15/13		237,901		238,838
Honda Auto Receivables Owner Trust, Series 2010-2, Cl A3, 1.340%, 03/18/14		164,096		164,767
Hyundai Auto Receivables Trust, Series 2011-A, Cl A2, 0.690%, 11/15/13		754,720		754,526
Hyundai Auto Receivables Trust, Series 2011-B, Cl A3, 1.040%, 09/15/15		520,000		521,164
Hyundai Auto Receivables Trust, Series 2011-B, Cl A4, 1.650%, 02/15/17		455,000		461,980
Mercedes-Benz Auto Lease Trust, Series 2011-B, Cl A3, 1.070%, 08/15/14(a)		935,000		933,839
World Omni Auto Receivables Trust, Series 2011-A, Cl A3, 1.110%, 05/15/15		555,000		556,659
				4,703,830
Credit Card (6.4%)
American Express Credit Account Master Trust, Series 2009-1, Cl A, 1.628%, 12/15/14(b)		1,100,000		1,105,386
American Express Credit Account Master Trust, Series 2010-1, Cl A, 0.528%, 11/16/15(b)		1,185,000		1,187,314
Chase Issuance Trust, Series 2005-A2, Cl A2, 0.348%, 12/15/14(b)		1,625,000		1,624,840
Chase Issuance Trust, Series 2007-A16, Cl A16, 0.846%, 06/16/14(b)		340,000		340,274
Discover Card Master Trust, Series 2008-A4, Cl A4, 5.650%, 12/15/15		1,620,000		1,733,554
Discover Card Master Trust, Series 2009-A1, Cl A1, 1.578%, 12/15/14(b)		2,412,000		2,426,262
				8,417,630
Other (2.2%)
GE Equipment Transportation LLC, Series 2011-1, Cl A2, 0.770%, 10/21/13		1,840,000		1,838,543
John Deere Owner Trust, Series 2011-A, Cl A2, 0.640%, 06/16/14		1,085,000		1,084,302
				2,922,845
Total Asset-Backed Securities (Cost $16,026,651)				16,044,305
Certificate of Deposit (0.8%)
Banks (0.8%)
Deutsche Bank NY, 0.706%, 01/19/12		1,005,000		1,005,525
Total Certificate of Deposit (Cost $1,005,525)				1,005,525
Collateralized Mortgage Obligations (29.7%)
Agency Collateralized Mortgage Obligations (12.6%)
Federal Home Loan Mortgage Corporation, Series 2892, Cl F, 0.578%, 01/15/19(b)		153,744		153,796
Federal Home Loan Mortgage Corporation, Series 3598, Cl DA, 2.750%, 11/15/14		606,858		612,782
Federal National Mortgage Association, Series 2002-M2, Cl C, 4.717%, 08/25/12		559,036		565,128
Federal National Mortgage Association, Series 2003-129, Cl GA, 4.680%, 04/25/30		818,713		828,252
Federal National Mortgage Association, Series 2005-92, Cl UF, 0.644%, 10/25/25(b)		406,830		405,639
Federal National Mortgage Association, Series 2007-102, Cl FA, 0.864%, 11/25/37(b)		1,242,238		1,244,759
Federal National Mortgage Association, Series 2007-109, Cl NF, 0.844%, 12/25/37(b)		1,248,067		1,249,878
Federal National Mortgage Association, Series 2007-30, Cl WF, 0.534%, 04/25/37(b)		2,058,216		2,043,562
Federal National Mortgage Association, Series 2007-54, Cl KF, 0.604%, 06/25/37(b)		670,673		666,475
Federal National Mortgage Association, Series 2009-37, Cl HA, 4.000%, 04/25/19		164,350		172,972
Federal National Mortgage Association, Series 2010-134, Cl BF, 0.724%, 10/25/40(b)		1,878,303		1,866,455

See Notes to Schedules of Portfolio Investments.

Federal National Mortgage Association, Series 2011-M1, Cl FA, 0.744%, 06/25/21(b)	3,859,809	3,785,518
Government National Mortgage Association, Series 2005-50, Cl A, 4.015%, 10/16/26	773,878	789,341
Government National Mortgage Association, Series 2005-67, Cl B, 4.751%, 10/16/26(b)	730,613	735,750
Government National Mortgage Association, Series 2010-66, Cl A, 1.869%, 09/16/27	388,758	390,993
NCUA Guaranteed Notes, Series 2011-R1, Cl 1A, 0.724%, 01/08/20(b)	991,969	993,675
		16,504,975
Agency Collateralized Planned Amortization Class Mortgage Obligations (2.5%)
Federal Home Loan Mortgage Corporation, Series 3136, Cl KF, 0.578%, 04/15/36(b)	1,700,014	1,694,530
Federal Home Loan Mortgage Corporation, Series 3200, Cl FP, 0.478%, 08/15/36(b)	705,142	700,948
Federal National Mortgage Association, Series 2003-63, Cl FE, 0.694%, 10/25/31(b)	472,987	472,616
Federal National Mortgage Association, Series 2005-42, Cl PF, 0.494%, 05/25/35(b)	435,488	433,348
		3,301,442
Commercial Mortgage Backed Securities (12.4%)
Banc of America Commercial Mortgage, Inc., Series 2003-1, Cl A1, 3.878%, 09/11/36	42,217	42,216
Banc of America Commercial Mortgage, Inc., Series 2004-1, Cl A4, 4.760%, 11/10/39	320,000	335,965
Banc of America Commercial Mortgage, Inc., Series 2004-6, Cl AJ, 4.870%, 12/10/42(b)	1,535,000	1,543,869
Bear Stearns Commercial Mortgage Securities, Series 1999-C1, Cl B, 6.200%, 02/14/31(b)	419,490	424,821
Bear Stearns Commercial Mortgage Securities, Series 2007-T28, Cl A2, 5.588%, 09/11/42	1,080,000	1,096,421
Citigroup Commercial Mortgage Trust, Series 2004-C1, Cl A3, 5.251%, 04/15/40(b)	900,983	930,296
Commercial Mortgage Asset Trust, Series 1999-C1, Cl A4, 6.975%, 01/17/32(b)	858,090	887,616
Commercial Mortgage Asset Trust, Series 1999-C1, Cl B, 7.230%, 01/17/32(b)	1,460,000	1,558,807
Commercial Mortgage Pass-Through Certificates, Series 2001-J2A, Cl A2, 6.096%, 07/16/34(a)	13,927	13,963
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-CK2, Cl A4, 4.801%, 03/15/36	1,200,000	1,231,894
GMAC Commercial Mortgage Securities, Inc., Series 2003-C1, Cl A2, 4.079%, 05/10/36	1,320,000	1,348,519
GMAC Commercial Mortgage Securities, Inc., Series 2003-C2, Cl A2, 5.453%, 05/10/40(b)	1,190,000	1,254,596
GMAC Commercial Mortgage Securities, Inc., Series 2004-C2, Cl A2, 4.760%, 08/10/38	155,197	155,356
GMAC Commercial Mortgage Securities, Inc., Series 2004-C3, Cl A4, 4.547%, 12/10/41	439,177	442,186
Greenwich Capital Commercial Funding Corp., Series 2005-GG3, Cl A2, 4.305%, 08/10/42	293,836	293,650
JPMorgan Chase Commercial Mortgage Securities, Series 2004-CBX, Cl A4, 4.529%, 01/12/37	201,780	201,727
JPMorgan Chase Commercial Mortgage Securities, Series 2004-CBX, Cl A5, 4.654%, 01/12/37	1,500,000	1,523,493
JPMorgan Chase Commercial Mortgage Securities, Series 2005-LDP1, Cl A2, 4.625%, 03/15/46	700,605	709,239
LB Commercial Conduit Mortgage Trust, Series 1998-C1, Cl D, 6.980%, 02/18/30	118,882	121,216
LB-UBS Commercial Mortgage Trust, Series 2002-C4, Cl A3, 4.071%, 09/15/26	66,670	67,032
LB-UBS Commercial Mortgage Trust, Series 2003-C7, Cl A3, 4.559%, 09/15/27(b)	870,000	874,652
Merrill Lynch Mortgage Trust, Series 2004-BPC1, Cl A3, 4.467%, 10/12/41(b)	106,859	107,821
Morgan Stanley Capital I, Series 2004-IQ7, Cl A4, 5.408%, 06/15/38(b)	540,000	576,675
Morgan Stanley Capital I, Series 2006-HQ8, Cl A3, 5.470%, 03/12/44(b)	484,092	487,522
		16,229,552
Whole Loan Collateralized Mortgage Obligations (2.2%)
Banc of America Mortgage Securities, Inc., Series 2003-F, Cl 1A1, 2.748%, 07/25/33(b)	418,436	365,900
Countrywide Home Loan Mortgage Pass-Through Certificates, Series 2003-15, Cl 1A1, 0.794%, 06/25/18(b)	629,911	609,611
CS First Boston Mortgage Securities Corp., Series 2004-1, Cl 4A1, 5.000%, 02/25/19	202,791	206,304
FDIC Structured Sale Guaranteed Notes, Series 2010-L2A, Cl A, 3.000%, 09/30/19(a)	400,845	403,320
First Horizon Mortgage Pass-Through Trust, Series 2004-AR4, Cl 2A1, 2.723%, 08/25/34(b)	397,818	339,939
Provident Funding Mortgage Loan Trust, Series 2004-1, Cl 1A1, 2.619%, 04/25/34(b)	243,291	226,953
Washington Mutual Mortgage Pass-Through Certificates, Series 2003-S12, Cl 2A, 4.750%, 11/25/18	157,272	161,671
Wells Fargo Mortgage Backed Securities Trust, Series 2007-16, Cl 1A1, 6.000%, 12/28/37	642,215	658,835
		2,972,533
Total Collateralized Mortgage Obligations (Cost $39,129,270)		39,008,502

See Notes to Schedules of Portfolio Investments.

Corporate Bonds (36.1%)
Auto Manufacturers (0.5%)
Daimler Finance North America LLC, 1.950%, 03/28/14(a)	615,000	613,229
Banks (10.0%)
Bank of America Corp., 1.040%, 09/11/12(b)	330,000	320,549
Bank of America Corp., 1.941%, 07/11/14(b)	755,000	679,164
Bank of America Corp., MTN, 1.848%, 01/30/14(b)	245,000	221,191
Bank of Montreal, MTN, 0.898%, 04/29/14(b)	205,000	204,347
Bank of New York Mellon Corp. (The), MTN, 0.709%, 01/31/14(b)	735,000	732,289
Bank of New York Mellon Corp. (The), MTN, 5.125%, 08/27/13	520,000	553,262
Bank of Nova Scotia, 2.250%, 01/22/13	440,000	446,013
Bank of Nova Scotia, 2.375%, 12/17/13	280,000	287,476
BB&T Corp., MTN, 3.850%, 07/27/12	1,150,000	1,168,762
Capital One Financial Corp., 1.553%, 07/15/14(b)	690,000	667,969
Fifth Third Bank, 0.576%, 05/17/13(b)	705,000	691,815
PNC Funding Corp., 5.400%, 06/10/14	1,000,000	1,093,566
Royal Bank of Canada, 0.703%, 04/17/14(b)	1,230,000	1,217,377
Royal Bank of Canada, 1.128%, 10/30/14(b)	625,000	623,207
State Street Corp., 0.528%, 04/30/12(b)	400,000	400,230
Toronto-Dominion Bank (The), 0.701%, 07/14/14(b)	255,000	254,722
Wachovia Corp., MTN, 5.500%, 05/01/13	1,400,000	1,477,139
Westpac Banking Corp., 2.250%, 11/19/12	2,012,000	2,032,001
		13,071,079
Beverages (1.5%)
Anheuser-Busch InBev Worldwide, Inc., 1.500%, 07/14/14	250,000	251,787
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 03/26/13	295,000	300,453
Dr Pepper Snapple Group, Inc., 2.350%, 12/21/12	565,000	572,824
PepsiCo, Inc., 0.524%, 05/10/13(b)	890,000	890,954
		2,016,018
Chemicals (0.5%)
Dow Chemical Co. (The), 4.850%, 08/15/12	590,000	603,615
Cosmetics/Personal Care (0.3%)
Procter & Gamble Co. (The), 0.493%, 11/14/12(b)	410,000	410,058
Diversified Financial Services (10.6%)
American Express Credit Corp., 1.424%, 06/24/14(b)	735,000	720,880
BlackRock, Inc., 0.806%, 05/24/13(b)	1,210,000	1,209,291
BlackRock, Inc., 2.250%, 12/10/12	640,000	648,650
Caterpillar Financial Services Corp., 5.750%, 02/15/12	1,185,000	1,192,574
Caterpillar Financial Services Corp., 6.125%, 02/17/14	605,000	669,842
Citigroup, Inc., 5.500%, 04/11/13	1,280,000	1,306,781
General Electric Capital Corp., 1.234%, 01/07/14(b)	1,675,000	1,650,341
Goldman Sachs Group, Inc. (The), 1.435%, 02/07/14(b)	1,265,000	1,182,395
Goldman Sachs Group, Inc. (The), 5.150%, 01/15/14	205,000	208,902
John Deere Capital Corp., 0.747%, 03/03/14(b)	785,000	782,802
JPMorgan Chase & Co., 5.750%, 01/02/13	1,005,000	1,042,527
JPMorgan Chase & Co., MTN, 1.296%, 05/02/14(b)	1,105,000	1,072,402
MassMutual Global Funding II, 0.781%, 01/14/14(a)(b)	1,160,000	1,160,136
Morgan Stanley, 2.016%, 01/24/14(b)	985,000	906,626
Woodside Finance Ltd., 4.500%, 11/10/14(a)	160,000	168,465
		13,922,614

See Notes to Schedules of Portfolio Investments.

Electric (2.1%)
Dominion Resources, Inc., Series B, 6.250%, 06/30/12	380,000	389,988
Duke Energy Corp., 6.300%, 02/01/14	550,000	606,806
Duke Energy Indiana, Inc., 5.000%, 09/15/13	525,000	555,658
Midamerican Energy Holdings Co., 5.875%, 10/01/12	475,000	491,708
NextEra Energy Capital Holdings, Inc., 2.550%, 11/15/13	295,000	300,118
Peco Energy Co., 4.750%, 10/01/12	420,000	432,554
		2,776,832
Electronics (0.6%)
Thermo Fisher Scientific, Inc., 2.150%, 12/28/12	760,000	769,122
Food (0.5%)
General Mills, Inc., 5.650%, 09/10/12	610,000	628,709
Gas (0.3%)
Sempra Energy, 2.000%, 03/15/14	405,000	410,131
Insurance (4.1%)
Allstate Corp. (The), 7.500%, 06/15/13	450,000	485,050
Allstate Life Global Funding Trusts, MTN, 5.375%, 04/30/13	1,105,000	1,166,806
MetLife Institutional Funding II, 1.481%, 04/04/14(a)(b)	1,025,000	1,022,731
MetLife, Inc., 5.500%, 06/15/14	220,000	240,015
New York Life Global Funding, 0.538%, 08/22/12(a)(b)	600,000	599,884
New York Life Global Funding, 4.650%, 05/09/13(a)	120,000	125,811
Pricoa Global Funding I, 5.450%, 06/11/14(a)	900,000	972,710
Prudential Financial, Inc., MTN, 2.750%, 01/14/13	760,000	766,548
		5,379,555
Media (1.1%)
Comcast Corp., 5.300%, 01/15/14	585,000	630,368
DIRECTV Holdings LLC, 7.625%, 05/15/16, Callable 05/15/2012 @ 103.81	230,000	244,087
Time Warner Cable, Inc., 5.400%, 07/02/12	505,000	516,387
Time Warner Cable, Inc., 7.500%, 04/01/14	115,000	128,760
		1,519,602
Mining (0.9%)
Rio Tinto Alcan, Inc., 4.875%, 09/15/12	745,000	765,315
Teck Resources Ltd., 9.750%, 05/15/14	320,000	376,054
		1,141,369
Pharmaceuticals (0.4%)
McKesson Corp., 5.250%, 03/01/13	285,000	299,077
McKesson Corp., 6.500%, 02/15/14	200,000	221,337
		520,414
Pipelines (1.2%)
Enterprise Products Operating LLC, Series M, 5.650%, 04/01/13	680,000	711,974
Kinder Morgan Energy Partners LP, 7.125%, 03/15/12	150,000	151,714
Plains All American Pipeline LP, 4.250%, 09/01/12	675,000	688,544
		1,552,232
Retail (0.2%)
Nordstrom, Inc., 6.750%, 06/01/14	295,000	330,794
Telecommunication Services (0.7%)
Verizon Communications, Inc., 1.184%, 03/28/14(b)	470,000	469,392
Verizon Communications, Inc., 1.250%, 11/03/14	430,000	432,127
		901,519
Toys/Games/Hobbies (0.3%)
Mattel, Inc., 5.625%, 03/15/13	370,000	388,755

See Notes to Schedules of Portfolio Investments.

Transportation (0.3%)
Burlington Northern Santa Fe LLC, 4.300%, 07/01/13	435,000	454,817
Total Corporate Bonds (Cost $47,776,881)		47,410,464
Municipal Bond (0.8%)
New Jersey (0.8%)
New Jersey Economic Development Authority, RB, BAB, 1.546%, 06/15/13(b)	1,106,000	1,106,243
Total Municipal Bond (Cost $1,105,863)		1,106,243
U.S. Government Agencies (7.9%)
Federal Home Loan Mortgage Corporation (3.6%)
0.600%, 08/22/13	1,500,000	1,500,546
0.500%, 08/23/13	1,300,000	1,297,826
0.500%, 09/06/13	1,350,000	1,348,395
1.000%, 08/27/14	500,000	504,867
		4,651,634
Federal National Mortgage Association (4.3%)
0.550%, 12/27/13	1,325,000	1,322,937
1.625%, 08/08/14	2,335,000	2,337,510
0.875%, 08/28/14	2,000,000	2,009,758
		5,670,205
Total U.S. Government Agencies (Cost $10,339,055)		10,321,839
U.S. Government Agency Mortgages (11.4%)
Federal Home Loan Mortgage Corporation (1.3%)
Pool #847276, 2.621%, 04/01/34(b)	80,938	85,159
Pool #1H2581, 2.450%, 01/01/36(b)	745,145	783,124
Pool #848154, 2.745%, 06/01/36(b)	116,267	123,747
Pool #1B7142, 2.599%, 09/01/36(b)	119,076	126,705
Pool #1Q0853, 4.001%, 01/01/37(b)	197,249	209,257
Pool #1G1676, 5.481%, 04/01/37(b)	308,842	332,271
		1,660,263
Federal National Mortgage Association (10.1%)
Pool #545471, 5.926%, 02/01/12	96,944	96,940
Pool #384762, 6.005%, 02/01/12	513,874	515,200
Pool #545527, 6.183%, 02/01/12	184,346	184,337
Pool #375493, 6.925%, 11/01/12	184,091	186,880
Pool #555162, 4.826%, 01/01/13	464,017	473,740
Pool #745503, 5.371%, 02/01/13	229,711	235,504
Pool #873590, 5.470%, 04/01/13	147,052	151,654
Pool #555910, 4.920%, 10/01/13	207,981	216,194
Pool #958368, 4.710%, 03/01/14	579,240	613,218
Pool #AD0172, 4.756%, 04/01/16	222,809	239,572
Pool #469408, 1.021%, 11/01/18(b)	2,785,000	2,802,521
Pool #995511, 5.500%, 12/01/18	544,937	591,988
Pool #995426, 5.500%, 09/01/21	643,981	699,986
Pool #635082, 2.374%, 05/01/32(b)	125,194	130,244
Pool #555844, 2.349%, 10/01/33(b)	239,176	251,719
Pool #822302, 2.587%, 05/01/35(b)	391,802	415,127
Pool #995540, 2.395%, 01/01/36(b)	1,542,826	1,626,481
Pool #995542, 2.398%, 02/01/36(b)	601,680	635,681
Pool #AL0968, 2.529%, 12/01/36(b)	610,490	647,769
Pool #AD0380, 2.434%, 10/01/37(b)	834,157	880,777
Pool #AL0966, 4.343%, 11/01/37(b)	607,094	645,861
Pool #AL0967, 2.567%, 04/01/38(b)	970,420	1,028,913
		13,270,306
Total U.S. Government Agency Mortgages (Cost $14,581,557)		14,930,569

See Notes to Schedules of Portfolio Investments.

Money Market Fund (0.8%)
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(c)	988,213		988,213
Total Money Market Fund (Cost $988,213)			988,213
Total Investments (Cost $130,953,015) — 99.7%			130,815,660
Other assets in excess of liabilities — 0.3%			395,268
Net Assets — 100.0%		$	131,210,928

(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 4.6% of net assets as of December 31, 2011.

(b) Variable or floating rate security. Rate disclosed is as of December 31, 2011.

(c) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

Investment Abbreviations
BAB	– Build America Bonds
MTN	– Medium Term Note
RB	– Revenue Bond

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

U.S. Government Securities Fund
	Shares or Principal Amount($)		Value($)
U.S. Treasury Obligations (93.5%)
U.S. Treasury Bonds (18.6%)
7.125%, 02/15/23		1,111,000		1,680,214
6.875%, 08/15/25		724,000		1,114,960
6.000%, 02/15/26		1,452,000		2,092,695
4.500%, 02/15/36		2,150,000		2,813,477
3.750%, 08/15/41		1,790,000		2,105,208
				9,806,554
U.S. Treasury Notes (74.9%)
0.875%, 02/29/12		4,100,000		4,105,445
2.375%, 09/30/14		3,179,000		3,354,093
0.500%, 10/15/14		8,710,000		8,746,068
1.750%, 07/31/15		7,645,000		7,979,469
1.500%, 06/30/16		6,550,000		6,773,624
2.625%, 08/15/20		7,795,000		8,407,032
				39,365,731
Total U.S. Treasury Obligations (Cost $47,458,636)				49,172,285
Money Market Fund (6.2%)
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a)		3,275,797		3,275,797
Total Money Market Fund (Cost $3,275,797)				3,275,797
Total Investments (Cost $50,734,433) — 99.7%				52,448,082
Other assets in excess of liabilities — 0.3%				175,285
Net Assets — 100.0%			$	52,623,367

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

U.S. Government Securities Ultra-Short Bond Fund
	Shares or Principal Amount($)		Value($)
Asset-Backed Security (0.2%)
Student Loan Asset Backed Security (0.2%)
SMS Student Loan Trust, Series 1999-B, Cl A2, 0.665%, 04/30/29(a)		3,116,538		3,107,774
Total Asset-Backed Security (Cost $3,097,798)				3,107,774
Collateralized Mortgage Obligations (30.9%)
Agency Collateralized Mortgage Obligations (25.0%)
Federal Home Loan Bank, Series Y2-2015, Cl 1, 2.600%, 04/20/15		5,911,164		6,092,850
Federal Home Loan Mortgage Corporation, Series 2840, Cl LJ, 4.250%, 11/15/17		799,555		812,691
Federal Home Loan Mortgage Corporation, Series 2877, Cl WF, 0.678%, 10/15/34(a)		4,263,885		4,259,114
Federal Home Loan Mortgage Corporation, Series 2892, Cl F, 0.578%, 01/15/19(a)		2,099,349		2,100,055
Federal Home Loan Mortgage Corporation, Series 3000, Cl FG, 0.578%, 07/15/25(a)		5,622,953		5,606,409
Federal Home Loan Mortgage Corporation, Series 3135, Cl FC, 0.578%, 04/15/26(a)		4,527,448		4,522,594
Federal Home Loan Mortgage Corporation, Series 3232, Cl KF, 0.728%, 10/15/36(a)(b)		8,102,880		8,074,572
Federal Home Loan Mortgage Corporation, Series 3264, Cl FB, 0.648%, 01/15/37(a)		4,877,470		4,840,430
Federal Home Loan Mortgage Corporation, Series 3320, Cl FC, 0.448%, 05/15/37(a)(b)		9,995,279		9,955,626
Federal Home Loan Mortgage Corporation, Series 3450, Cl AF, 0.988%, 05/15/38(a)(b)		5,240,491		5,263,567
Federal Home Loan Mortgage Corporation, Series 3511, Cl FA, 1.278%, 02/15/39(a)(b)		19,795,246		19,994,140
Federal Home Loan Mortgage Corporation, Series 3574, Cl MA, 4.000%, 09/15/21		8,424,945		8,802,514
Federal Home Loan Mortgage Corporation, Series 3593, Cl F, 0.746%, 03/15/36(a)		9,204,479		9,249,047
Federal Home Loan Mortgage Corporation, Series 3812, Cl BE, 2.750%, 09/15/18		14,297,506		14,749,672
Federal National Mortgage Association, Series 2002-M2, Cl C, 4.717%, 08/25/12		11,066,891		11,187,487
Federal National Mortgage Association, Series 2003-129, Cl GA, 4.680%, 04/25/30		3,445,842		3,485,990
Federal National Mortgage Association, Series 2003-32, Cl VT, 6.000%, 09/25/15		2,448,869		2,466,750
Federal National Mortgage Association, Series 2005-40, Cl FB, 0.544%, 05/25/35(a)		3,043,108		3,030,093
Federal National Mortgage Association, Series 2005-92, Cl UF, 0.644%, 10/25/25(a)		4,842,588		4,828,402
Federal National Mortgage Association, Series 2006-84, Cl FQ, 0.844%, 09/25/36(a)(b)		10,630,994		10,641,606
Federal National Mortgage Association, Series 2007-102, Cl FA, 0.864%, 11/25/37(a)(b)		8,948,498		8,966,659
Federal National Mortgage Association, Series 2007-109, Cl NF, 0.844%, 12/25/37(a)(b)		17,111,724		17,136,562
Federal National Mortgage Association, Series 2007-2, Cl FM, 0.544%, 02/25/37(a)		4,783,917		4,751,325
Federal National Mortgage Association, Series 2007-30, Cl WF, 0.534%, 04/25/37(a)		21,229,030		21,077,886
Federal National Mortgage Association, Series 2007-4, Cl DF, 0.739%, 02/25/37(a)(b)		4,133,966		4,107,150
Federal National Mortgage Association, Series 2007-54, Cl KF, 0.604%, 06/25/37(a)		8,657,776		8,603,581
Federal National Mortgage Association, Series 2007-88 CI JF, 0.844%, 04/25/37(b)		8,471,074		8,479,292
Federal National Mortgage Association, Series 2008-12, Cl FE, 0.894%, 01/25/33(a)		4,152,261		4,156,205
Federal National Mortgage Association, Series 2008-18, Cl FE, 1.024%, 03/25/38(a)(b)		9,406,470		9,455,091
Federal National Mortgage Association, Series 2009-37, Cl HA, 4.000%, 04/25/19		502,181		528,526
Federal National Mortgage Association, Series 2010-134, Cl BF, 0.724%, 10/25/40(a)		20,179,815		20,052,528
Federal National Mortgage Association, Series 2010-42, Cl AF, 0.894%, 05/25/40(a)		18,952,183		18,992,735
Federal National Mortgage Association, Series 2011-38, Cl AH, 2.750%, 05/25/20		6,929,750		7,146,335
Federal National Mortgage Association, Series 2011-M1, Cl FA, 0.744%, 06/25/21(a)(b)		49,171,916		48,225,499
Government National Mortgage Association, Series 2002-56, Cl C, 5.677%, 07/16/27		6,140,218		6,281,480
Government National Mortgage Association, Series 2005-67, Cl B, 4.751%, 10/16/26(a)		2,674,018		2,692,819
Government National Mortgage Association, Series 2010-66, Cl A, 1.869%, 09/16/27		12,908,654		12,982,866
Government National Mortgage Association, Series 2010-97, Cl A, 2.321%, 01/16/32		3,481,638		3,542,320
NCUA Guaranteed Notes, Series 2010-C1, Cl A1, 1.600%, 10/29/20		4,053,651		4,105,126
NCUA Guaranteed Notes, Series 2010-R2, Cl 1A, 0.644%, 11/06/17(a)		4,925,966		4,925,966
NCUA Guaranteed Notes, Series 2011-C1, Cl 2A, 0.804%, 03/09/21(a)		33,567,224		33,624,959
NCUA Guaranteed Notes, Series 2011-R1, Cl 1A, 0.724%, 01/08/20(a)		14,589,090		14,614,183

See Notes to Schedules of Portfolio Investments.

NCUA Guaranteed Notes, Series 2011-R2, Cl 1A, 0.674%, 02/06/20(a)	1,564,646	1,564,646
NCUA Guaranteed Notes, Series 2011-R4, Cl 1A, 0.654%, 03/06/20(a)	27,200,475	27,200,475
NCUA Guaranteed Notes, Series 2011-R6, Cl 1A, 0.654%, 05/07/20(a)	22,216,157	22,216,157
		455,393,980
Agency Collateralized Planned Amortization Class Mortgage Obligations (4.3%)
Federal Home Loan Mortgage Corporation, Series 2575, Cl FG, 0.678%, 05/15/32(a)	1,714,327	1,715,182
Federal Home Loan Mortgage Corporation, Series 3200, Cl FP, 0.478%, 08/15/36(a)(b)	10,443,378	10,381,266
Federal National Mortgage Association, Series 2003-63, Cl FE, 0.694%, 10/25/31(a)	6,857,873	6,852,495
Federal National Mortgage Association, Series 2003-73, Cl DF, 0.744%, 10/25/32(a)	7,506,550	7,500,118
Federal National Mortgage Association, Series 2005-42, Cl PF, 0.494%, 05/25/35(a)	6,191,605	6,161,191
Federal National Mortgage Association, Series 2005-57, Cl EG, 0.594%, 03/25/35(a)	4,996,902	4,982,438
Federal National Mortgage Association, Series 2006-123, Cl PF, 0.554%, 01/25/37(a)(b)	12,878,334	12,792,646
Federal National Mortgage Association, Series 2006-79, Cl GF, 0.694%, 08/25/36(a)(b)	28,083,617	28,021,114
		78,406,450
Commercial Mortgage Backed Security (1.4%)
FDIC Structured Sale Guaranteed Notes, Series 2011-C1, Cl A, 1.840%, 04/25/31(a)(b)(c)	26,541,006	26,791,420
Whole Loan Collateralized Mortgage Obligation (0.2%)
FDIC Structured Sale Guaranteed Notes, Series 2010-L2A, Cl A, 3.000%, 09/30/19(c)	3,496,843	3,518,436
Total Collateralized Mortgage Obligations (Cost $563,236,134)		564,110,286
U.S. Government Agency Mortgages (62.6%)
Federal Home Loan Mortgage Corporation (19.4%)
Pool #972122, 2.225%, 06/01/33(a)	49,021	49,899
Pool #847615, 2.602%, 07/01/33(a)	8,235,009	8,704,160
Pool #781028, 2.349%, 11/01/33(a)	5,128,933	5,371,997
Pool #847276, 2.621%, 04/01/34(a)	599,905	631,191
Pool #847522, 2.740%, 05/01/34(a)	223,387	237,455
Pool #847308, 2.552%, 07/01/34(a)	374,367	394,639
Pool #1G0077, 2.486%, 02/01/35(a)	176,369	184,543
Pool # 847404, 4.434%, 04/01/35(a)	5,484,235	5,792,341
Pool #1B2282, 5.138%, 07/01/35(a)	3,149,543	3,342,145
Pool #1H2511, 4.930%, 08/01/35(a)	10,605,292	11,247,728
Pool #1L0256, 2.375%, 11/01/35(a)	7,394,699	7,738,597
Pool #1H2581, 2.450%, 01/01/36(a)	9,064,982	9,527,013
Pool #848154, 2.745%, 06/01/36(a)	10,113,657	10,764,325
Pool #1N0169, 2.001%, 07/01/36(a)	848,043	889,874
Pool #1Q0852, 2.474%, 07/01/36(a)	14,376,900	15,151,049
Pool #1Q0140, 2.468%, 08/01/36(a)	3,176,224	3,356,261
Pool #1B7142, 2.599%, 09/01/36(a)	1,469,295	1,563,431
Pool #1J0129, 2.600%, 09/01/36(a)	1,315,066	1,392,274
Pool #848153, 2.554%, 10/01/36(a)	2,996,145	3,176,979
Pool #847935, 2.547%, 11/01/36(a)	16,437,362	17,347,247
Pool #1G2555, 2.903%, 11/01/36(a)	5,984,147	6,301,357
Pool #848569, 4.844%, 11/01/36(a)	35,698,165	37,810,504
Pool #848133, 5.154%, 11/01/36(a)	3,705,466	3,932,588
Pool #1G2585, 3.032%, 12/01/36(a)	212,136	225,724
Pool #1Q0853, 4.001%, 01/01/37(a)	15,013,465	15,927,443
Pool #1J0331, 2.673%, 03/01/37(a)	1,079,203	1,149,907
Pool #1G1676, 5.481%, 04/01/37(a)	311,313	334,929
Pool #1Q1195, 2.401%, 05/01/37(a)	24,864,329	26,249,746
Pool #848048, 5.052%, 05/01/37(a)	4,358,347	4,628,250
Pool #1J0533, 2.617%, 07/01/37(a)	38,020	40,491
Pool #1N1664, 5.924%, 07/01/37(a)	10,219,708	10,908,501
Pool #1J0681, 5.923%, 10/01/37(a)	9,583,833	10,215,986
Pool #1Q0652, 4.920%, 02/01/38(a)	4,613,913	4,880,110
Pool #1Q1266, 3.729%, 11/01/38(a)	90,613,587	95,916,821

See Notes to Schedules of Portfolio Investments.

Pool #1Q1039, 4.859%, 03/01/39(a)	6,060,556	6,462,189
Pool #1Q1016, 4.585%, 04/01/39(a)	6,712,445	7,159,299
Pool #1B4755, 3.493%, 06/01/40(a)	13,894,375	14,546,151
		353,553,144
Federal National Mortgage Association (43.2%)
Pool #545387, 5.969%, 01/01/12	608,552	608,528
Pool #384569, 6.200%, 01/01/12	1,275,000	1,270,277
Pool #874333, 5.620%, 02/01/12	6,915,000	6,934,979
Pool #545471, 5.926%, 02/01/12	2,636,245	2,636,132
Pool #384762, 6.005%, 02/01/12	2,900,339	2,907,826
Pool #545423, 6.083%, 02/01/12	937,721	937,681
Pool #545425, 6.163%, 02/01/12	1,339,003	1,342,711
Pool #545527, 6.183%, 02/01/12	2,800,464	2,800,333
Pool #545547, 6.038%, 03/01/12	194,734	197,374
Pool #760762, 4.890%, 04/01/12	3,825,000	3,804,607
Pool #545685, 5.688%, 04/01/12	294,544	294,321
Pool #545708, 6.123%, 05/01/12	517,457	522,697
Pool #385082, 6.180%, 05/01/12	4,357,006	4,356,861
Pool #385284, 5.610%, 07/01/12	108,759	108,676
Pool #385290, 5.780%, 07/01/12	1,419,326	1,447,722
Pool #545745, 6.053%, 07/01/12	478,125	483,191
Pool #555088, 6.316%, 08/01/12	490,863	490,414
Pool #385520, 5.410%, 09/01/12	294,032	295,874
Pool #385395, 5.530%, 09/01/12	1,726,398	1,737,327
Pool #545987, 5.835%, 09/01/12	654,634	661,269
Pool #545892, 5.217%, 10/01/12	503,741	508,625
Pool #375459, 6.775%, 10/01/12	2,314,886	2,340,353
Pool #313755, 7.000%, 10/01/12	10,176	10,222
Pool #545978, 4.764%, 11/01/12	1,264,165	1,275,149
Pool #545938, 5.123%, 11/01/12	1,249,117	1,265,587
Pool #385578, 5.450%, 11/01/12	2,270,000	2,285,619
Pool #375493, 6.925%, 11/01/12	1,748,864	1,775,359
Pool #555058, 4.719%, 12/01/12	1,881,912	1,898,302
Pool #873198, 5.150%, 12/01/12	1,378,807	1,380,940
Pool #555162, 4.826%, 01/01/13	2,941,871	3,003,514
Pool #385683, 4.830%, 02/01/13	4,267,424	4,368,175
Pool #385921, 4.830%, 02/01/13	189,960	193,880
Pool #555191, 4.857%, 02/01/13	1,580,446	1,618,555
Pool #555264, 4.860%, 02/01/13	1,000,194	1,018,914
Pool #873294, 5.100%, 02/01/13	1,757,511	1,814,190
Pool #385998, 4.635%, 03/01/13	383,028	391,681
Pool #555317, 4.879%, 04/01/13	2,847,791	2,925,211
Pool #873590, 5.470%, 04/01/13	362,728	374,079
Pool #555435, 4.501%, 05/01/13	155,645	159,155
Pool #555505, 4.663%, 05/01/13	137,851	140,445
Pool #386210, 4.080%, 06/01/13	4,266,241	4,379,843
Pool #386287, 4.115%, 06/01/13	8,540,620	8,850,319
Pool #555648, 4.542%, 06/01/13	166,040	170,269
Pool #873612, 5.770%, 06/01/13	1,260,673	1,309,886
Pool #386314, 3.790%, 07/01/13	3,955,064	4,059,077
Pool #386424, 4.190%, 07/01/13	335,954	347,658
Pool #386380, 4.210%, 07/01/13	357,954	368,720
Pool #386441, 4.220%, 08/01/13	119,972	124,180
Pool #735065, 4.484%, 08/01/13	358,611	366,638
Pool #360500, 6.255%, 09/01/13	1,000,000	1,076,264
Pool #555910, 4.920%, 10/01/13(b)	6,025,819	6,263,777
Pool #555806, 5.159%, 10/01/13	3,383,862	3,548,959
Pool #555850, 4.818%, 11/01/13	656,998	688,132
Pool #725324, 5.391%, 11/01/13	408,265	424,988

See Notes to Schedules of Portfolio Investments.

Pool #380935, 6.250%, 12/01/13	574,846	596,558
Pool #AD0192, 4.721%, 01/01/14	3,031,303	3,183,449
Pool #386742, 4.870%, 01/01/14	4,821,285	5,090,081
Pool #386802, 4.900%, 01/01/14	5,144,299	5,415,917
Pool #958216, 5.370%, 01/01/14	2,965,279	3,152,557
Pool #958368, 4.710%, 03/01/14	13,407,465	14,193,956
Pool #386925, 4.360%, 04/01/14	435,269	458,278
Pool #958806, 3.850%, 05/01/14	963,451	1,011,765
Pool #958789, 3.920%, 06/01/14	8,396,367	8,841,458
Pool #462846, 4.150%, 07/01/14	1,543,816	1,634,131
Pool #735028, 5.735%, 09/01/14	4,070,436	4,437,895
Pool #375190, 7.440%, 11/01/14	3,110,729	3,138,731
Pool #387302, 4.700%, 03/01/15	498,415	537,314
Pool #735387, 4.894%, 04/01/15	187,926	205,585
Pool #387352, 5.160%, 04/01/15	233,029	253,125
Pool #375103, 7.660%, 05/01/15	1,215,697	1,236,451
Pool #735675, 4.988%, 06/01/15	4,778,654	5,202,167
Pool #387486, 4.700%, 07/01/15	717,915	730,175
Pool #735953, 4.997%, 08/01/15	24,013	26,223
Pool #462011, 5.155%, 08/01/15	85,203	92,776
Pool #465821, 2.900%, 09/01/15	1,078,322	1,128,959
Pool #462018, 5.365%, 09/01/15	406,774	443,505
Pool #466534, 2.040%, 11/01/15	625,000	639,837
Pool #462085, 5.315%, 11/01/15	3,705,424	4,143,715
Pool #387740, 5.245%, 12/01/15	1,187,306	1,306,466
Pool #745504, 5.152%, 02/01/16	12,727,999	14,204,083
Pool #745530, 5.273%, 04/01/16	131,520	147,384
Pool #745727, 5.260%, 05/01/16	276,787	298,354
Pool #380240, 6.590%, 05/01/16	901,330	940,749
Pool #468647, 2.260%, 07/01/16	17,930,000	18,400,493
Pool #462237, 5.525%, 07/01/16	162,368	179,516
Pool #745764, 5.725%, 07/01/16	468,119	517,997
Pool #468795, 2.470%, 08/01/16	15,200,000	15,715,681
Pool #463420, 4.050%, 09/01/16	6,511,962	6,910,824
Pool #888015, 5.543%, 11/01/16	484,417	537,697
Pool #469673, 2.080%, 12/01/16	4,935,000	5,020,547
Pool #470340, 2.090%, 01/01/17(d)	4,675,000	4,762,656
Pool #735745, 4.989%, 01/01/17	82,195	88,452
Pool #545414, 5.500%, 01/01/17	1,000,447	1,086,828
Pool #888969, 5.932%, 11/01/17	3,187,887	3,491,896
Pool #931675, 5.500%, 01/01/18(b)	3,761,348	4,086,110
Pool #469178, 0.675%, 09/01/18(a)	14,683,496	14,794,325
Pool #469334, 0.675%, 10/01/18(a)	12,790,000	12,853,125
Pool #469482, 1.075%, 10/01/18(a)	13,420,000	13,573,103
Pool #469408, 0.990%, 11/01/18(a)	35,335,000	35,557,302
Pool #995511, 5.500%, 12/01/18	7,507,762	8,155,997
Pool #466804, 0.825%, 12/01/20(a)	13,370,000	13,509,046
Pool #995426, 5.500%, 09/01/21	8,864,652	9,635,583
Pool #469386, 0.865%, 10/01/21(a)	30,015,000	30,186,537
Pool #469856, 1.042%, 12/01/21(a)	17,690,000	17,769,769
Pool #995434, 5.000%, 09/01/23	5,987,280	6,466,813
Pool #635082, 2.374%, 05/01/32(a)	142,437	148,184
Pool #604921, 2.142%, 10/01/32(a)	117,548	122,181
Pool #671993, 2.369%, 12/01/32(a)	15,947	16,190
Pool #AE0044, 5.131%, 03/01/33(a)	3,424,013	3,640,105
Pool #689966, 2.385%, 04/01/33(a)	1,117,882	1,165,403
Pool #555468, 2.303%, 05/01/33(a)	324,069	340,308
Pool #711466, 2.755%, 05/01/33(a)	33,222	33,730
Pool #733703, 2.354%, 08/01/33(a)	4,308,876	4,541,585
Pool #555756, 4.599%, 08/01/33(a)	3,518,107	3,809,979

See Notes to Schedules of Portfolio Investments.

Pool #555844, 2.349%, 10/01/33(a)	371,405	390,883
Pool #386320, 4.550%, 10/01/33	186,496	195,055
Pool #725126, 2.714%, 12/01/33(a)	2,748,060	2,902,262
Pool #793025, 1.940%, 07/01/34(a)	730,319	772,203
Pool #801510, 1.908%, 08/01/34(a)	1,884,098	1,963,135
Pool #794939, 1.760%, 10/01/34(a)	29,500	30,070
Pool #813565, 2.159%, 12/01/34(a)	6,020,810	6,266,514
Pool #745707, 2.439%, 12/01/34(a)	15,783,418	16,658,924
Pool #AD0064, 1.950%, 01/01/35(a)	17,958,727	18,863,639
Pool #805338, 2.326%, 01/01/35(a)	343,609	362,538
Pool #809384, 2.341%, 01/01/35(a)	425,180	440,514
Pool #813718, 2.421%, 01/01/35(a)	13,241,202	13,935,515
Pool #809772, 2.404%, 02/01/35(a)(b)	431,878	448,392
Pool #820598, 1.828%, 03/01/35(a)	896,014	925,534
Pool #814686, 2.274%, 03/01/35(a)	257,961	260,079
Pool #735545, 2.507%, 03/01/35(a)	5,199,504	5,484,261
Pool #822302, 2.587%, 05/01/35(a)	1,057,344	1,120,291
Pool #821373, 5.256%, 06/01/35(a)	1,776,122	1,888,377
Pool #735766, 4.690%, 07/01/35(a)	1,803,554	1,905,723
Pool #735810, 2.932%, 08/01/35(a)	1,773,227	1,876,145
Pool #829334, 2.365%, 09/01/35(a)	133,570	140,894
Pool #817467, 5.145%, 09/01/35(a)	4,768,249	5,065,069
Pool #AL0505, 2.478%, 11/01/35(a)	19,827,316	20,793,223
Pool #AD0377, 1.963%, 01/01/36(a)	3,588,070	3,774,175
Pool #995540, 2.395%, 01/01/36(a)(b)	9,542,667	10,060,087
Pool #995542, 2.398%, 02/01/36(a)	4,751,535	5,020,047
Pool #AL0854, 2.529%, 06/01/36(a)	13,065,584	13,740,340
Pool #AE0329, 4.752%, 06/01/36(a)	3,384,238	3,575,443
Pool #888859, 2.501%, 10/01/36(a)(b)	1,511,158	1,590,547
Pool #745975, 2.299%, 11/01/36(a)	4,735,836	4,980,094
Pool #903166, 2.400%, 11/01/36(a)	3,620,217	3,803,283
Pool #AL0968, 2.516%, 12/01/36(a)	30,524,482	32,388,428
Pool #905857, 2.625%, 12/01/36(a)	255,597	272,121
Pool #909313, 4.970%, 12/01/36(a)	1,125,492	1,180,844
Pool #888180, 2.436%, 01/01/37(a)	3,235,090	3,398,576
Pool #906216, 5.841%, 01/01/37(a)	3,065,803	3,271,952
Pool #535990, 2.443%, 04/01/37(a)	1,042,473	1,103,619
Pool #AA3518, 2.323%, 05/01/37(a)	14,840,560	15,650,905
Pool #AL0960, 3.206%, 07/01/37(a)	33,870,161	35,914,027
Pool #AL0872, 3.607%, 07/01/37(a)	5,822,542	6,166,224
Pool #995059, 5.359%, 08/01/37(a)	3,246,445	3,429,096
Pool #AD0380, 2.434%, 10/01/37(a)	13,003,777	13,730,540
Pool #AL0966, 4.979%, 11/01/37(a)	9,636,416	10,251,759
Pool #AE0332, 5.368%, 11/01/37(a)	10,795,561	11,387,287
Pool #AL0967, 2.655%, 04/01/38(a)	29,112,604	30,867,383
Pool #976778, 4.481%, 04/01/38(a)	10,347,085	11,043,887
Pool #AE0107, 5.349%, 10/01/38(a)	7,035,073	7,506,875
Pool #AE0279, 4.690%, 11/01/38(a)	3,103,516	3,310,061
Pool #725874, 2.439%, 09/01/39(a)	131,845	138,814
Pool #AE0066, 2.742%, 09/01/39(a)	31,578,370	33,281,652
		787,902,377
Total U.S. Government Agency Mortgages (Cost $1,122,407,817)		1,141,455,521
Money Market Fund (5.7%)
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(e)	103,761,680	103,761,680
Total Money Market Fund (Cost $103,761,680)		103,761,680

See Notes to Schedules of Portfolio Investments.

Total Investments (Cost $1,792,503,429) — 99.4%		1,812,435,261
Other assets in excess of liabilities — 0.6%		10,961,094
Net Assets — 100.0%	$	1,823,396,355

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2011.

(b) All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments.

(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 1.7% of net assets as of December 31, 2011.

(d) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.

(e) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2011

(Unaudited)

Virginia Intermediate Municipal Bond Fund

	Shares or Principal Amount($)		Value($)
Municipal Bonds (96.4%)
District of Columbia (4.5%)
Metropolitan Washington D.C. Airports Authority, Airport System, Series A, RB, 5.000%, 10/01/29, Callable 10/01/20 @ 100		2,500,000		2,740,975
Metropolitan Washington D.C. Airports Authority, Airport System, Series B, RB, 5.000%, 10/01/26, Callable 10/01/19 @ 100, BHAC		2,175,000		2,411,879
Washington D.C. Metropolitan Area Transit Authority, Gross Revenue, Series A, RB, 5.125%, 07/01/32, Callable 07/01/19 @ 100		2,000,000		2,177,040
				7,329,894
Puerto Rico (1.1%)
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series C, RB, 5.000%, 08/01/22, Callable 08/01/21 @ 100		1,500,000		1,777,665
Virginia (90.8%)
Arlington County, GO, 5.000%, 03/15/15		4,500,000		5,133,465
Bedford County Economic Development Authority, Public Facilities Lease, RB, 5.250%, 05/01/24, Callable 05/10/16 @ 100, NATL-RE		2,890,000		3,145,071
Chesapeake Water & Sewer, GO, 5.000%, 12/01/19, Callable 12/01/14 @ 101		2,465,000		2,752,715
Fairfax County Economic Development Authority, RB, 5.000%, 08/01/22, Callable 08/01/20 @ 100		3,700,000		4,473,004
Fairfax County Economic Development Authority, Lease Revenue, RB, 5.000%, 05/15/18		1,770,000		2,134,036
Fauquier County, GO, 5.000%, 07/01/19, Callable 07/01/16 @ 100, NATL-RE		2,100,000		2,436,357
Greater Richmond Convention Center Authority, Hotel Tax, RB, 5.000%, 06/15/16, Callable 06/15/15 @ 100, NATL-RE		2,855,000		3,174,903
Hampton, Series A, GO, 5.000%, 01/15/20, Callable 01/15/19 @ 100		1,000,000		1,233,200
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/23, Callable 04/01/18 @ 100		1,060,000		1,225,625
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/24, Callable 04/01/18 @ 100		2,425,000		2,776,552
Hanover County Development Authority, Regional Medical Care Project, RB, 6.375%, 08/15/18, NATL-RE		5,495,000		6,146,872
Henrico County Economic Development Authority, Residential Care Facilities, Series A, RB, 6.500%, 06/01/22, Callable 06/01/12 @ 100, MSF		980,000		985,410
Henry County Public Service Authority, Water & Sewer, RB, 5.250%, 11/15/13, MSF, AGM		1,500,000		1,631,760
James City County Economic Development Authority, Public Facility Project, RB, 5.000%, 06/15/21, Callable 06/15/17 @ 100, AGM		2,215,000		2,518,411
Loudoun County Industrial Development Authority, Series A, RB, 5.000%, 06/01/31		2,000,000		2,205,140
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/21		2,460,000		3,125,602
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/25, Callable 01/01/15 @ 100		1,000,000		1,104,250
Loudoun County, Public Improvement, GO, 5.000%, 06/01/14		3,500,000		3,878,735
New Kent County Economic Development Authority, School & Governmental Projects, RB, 5.000%, 02/01/18, Callable 02/01/17 @ 100, AGM		2,225,000		2,600,558
Newport News, GO, 5.250%, 07/01/15		3,000,000		3,464,730
Peninsula Ports Authority, Residential Care Facility, Series A, RB, 7.375%, 12/01/23, Prerefunded 12/01/13 @ 100		3,520,000		3,970,278
Pittsylvania County, GO, 5.000%, 03/01/21, Callable 03/01/20 @ 100		1,000,000		1,213,040

See Notes to Schedules of Portfolio Investments.

Pittsylvania County, Series B, GO, 5.000%, 03/01/22, Callable 03/01/20 @ 100	1,000,000	1,198,290
Portsmouth, Series B, GO, 5.250%, 07/15/24, Callable 07/15/19 @ 100	1,000,000	1,197,200
Portsmouth, Series D, GO, 5.000%, 07/15/23, Callable 07/15/20 @ 100	1,250,000	1,519,225
Powhatan County, GO, 5.000%, 01/15/32, Callable 01/15/20 @ 100	1,580,000	1,741,350
Richmond, GO, 5.000%, 07/15/24, Callable 07/15/16 @ 100, AGM	1,435,000	1,592,147
Richmond, Series B, GO, 5.000%, 07/15/18	2,000,000	2,473,640
Richmond Industrial Development Authority, Government Facilities, RB, 5.000%, 07/15/18, AMBAC	1,795,000	1,996,973
Richmond Industrial Development Authority, Student Housing, RB, 5.450%, 01/01/21, Callable 01/01/13 @ 100	1,000,000	1,010,150
Roanoke, GO, 5.000%, 10/01/18	2,450,000	3,026,681
Roanoke, Series B, GO, 5.000%, 02/01/24, Callable 02/01/15 @ 101	2,500,000	2,723,375
Roanoke Industrial Development Authority, Carilion Health System, Series A, RB, 5.500%, 07/01/21, Callable 07/01/12 @ 100, NATL-RE	1,000,000	1,017,930
Smyth County Industrial Development Authority, Mountain States Health Alliance, RB, 5.000%, 07/01/23, Callable 07/01/20 @ 100	1,000,000	1,046,510
Stafford County & Staunton Industrial Development Authority, Series B, RB, 5.000%, 08/01/25, Callable 08/01/27 @ 100, XLCA	2,500,000	2,645,775
Tobacco Settlement Financing Corp., RB, 5.500%, 06/01/26, Prerefunded 06/01/15 @ 100, MSF	4,940,000	5,443,485
Virginia Beach, Public Improvement, Series C, GO, 5.000%, 09/15/16	2,325,000	2,773,283
Virginia College Building Authority, Educational Facilities Project, Series B, RB, 5.000%, 03/01/21	1,250,000	1,568,900
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	4,752,047
Virginia College Building Authority, Public Higher Educational Financing Program, Series A, RB, 5.000%, 09/01/17, Callable 09/01/16 @ 100	3,000,000	3,529,110
Virginia College Building Authority, Public Higher Educational Financing Program, Series A, RB, 5.000%, 09/01/27, Callable 09/01/18 @ 100	5,000,000	5,622,700
Virginia Commonwealth University, Health System Authority, RB, 5.000%, 07/01/30, Callable 07/01/21 @ 100	1,460,000	1,549,571
Virginia Housing Development Authority, Commonwealth Mortgage, Series A-1, RB, 3.650%, 01/01/18 GO	1,205,000	1,290,133
Virginia Housing Development Authority, Commonwealth Mortgage, Series E, RB, 6.000%, 07/01/25, Callable 07/01/18 @ 100, GO of Authority	2,450,000	2,701,615
Virginia Polytechnic Institute & State University, Series D, RB, 5.125%, 06/01/21, Callable 06/01/14 @ 101, AMBAC	2,095,000	2,293,543
Virginia Public Building Authority Facilities, Series A, RB, 5.000%, 08/01/26, Callable 08/01/21 @ 100	2,500,000	2,948,025
Virginia Public Building Authority Facilities, Series B, RB, 5.000%, 08/01/20, Callable 08/01/19 @ 100	4,000,000	4,952,400
Virginia Public School Authority, School Financing, RB, 5.000%, 07/15/26, Callable 07/15/18 @ 100	2,000,000	2,266,440
Virginia Resources Authority, Clean Water State Revolving Fund, Series B, RB, 5.000%, 10/01/30, Callable 10/01/20 @ 100	1,000,000	1,171,380
Virginia Resources Authority, Clean Water State Revolving Fund, RB, 5.000%, 10/01/20, Callable 10/01/17 @ 100	2,000,000	2,365,620
Virginia Resources Authority, Clean Water State Revolving Fund, RB, 5.000%, 10/01/27, Callable 10/01/19 @ 100	2,065,000	2,428,295
Virginia Resources Authority, Series B, AMT, RB, 4.000%, 08/01/17	1,085,000	1,218,238
Virginia Resources Authority, Series B, AMT, RB, 4.000%, 08/01/18	1,130,000	1,277,657
Virginia Resources Authority Clean Water, Revolving Fund, RB, 5.000%, 10/01/16	2,030,000	2,416,350
Virginia Resources Authority Infrastructure, Pooled Financing Program, Series A, RB, 5.000%, 11/01/18	2,775,000	3,440,390
Virginia State, Series A, GO, 5.000%, 06/01/19, Prerefunded 06/01/14 @ 100	3,170,000	3,514,484
Western Regional Jail Authority, Jail Facilities, RB, 4.750%, 06/01/23, Callable 06/01/17 @ 100, NATL-RE	1,000,000	1,099,670

See Notes to Schedules of Portfolio Investments.

Winchester, GO, 5.000%, 11/01/18, Callable 11/01/15 @ 100, NATL-RE/FGIC	2,000,000		2,321,060
			147,463,356
Total Municipal Bonds (Cost $144,068,774)			156,570,915
Money Market Fund (2.5%)
Federated Virginia Municipal Cash Trust, Institutional Shares, 0.01%(a)	4,140,133		4,140,133
Total Money Market Fund (Cost $4,140,133)			4,140,133
Total Investments (Cost $148,208,907) — 98.9%			160,711,048
Other assets in excess of liabilities — 1.1%			1,718,680
Net Assets — 100.0%		$	162,429,728

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2011.

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
BHAC	– Security guaranteed by Berkshire Hathaway Assurance Corporation
FGIC	– Security guaranteed by Financial Guaranty Insurance Company
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 December 31, 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 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, Core Bond Fund, Corporate Bond Fund, Georgia Tax-Exempt Bond Fund, High Grade Municipal Bond Fund, High Income Fund, Intermediate 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 of assets and liabilities 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 value (“NAV”).

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 Funds’ 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 2 or 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 NAV. The closing prices of such securities may no longer reflect their market value at the time the Fund calculates NAV 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 NAV. 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 NAV, it will request that a Committee meeting be called, and the securities may be valued using the Funds’ Pricing and Valuation Procedures and such securities may be considered Level 2 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 Fund calculates NAV. If price movements in a monitored index or security exceed levels established by the Funds (“Trigger Points”), the Funds may use a systematic valuation model provided by an independent third party to fair value its 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.

Interest Rate Swaps (“IRS”) are priced based upon valuations provided by an independent, third-party pricing agent approved by the Board. 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 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 NAVs.

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 in the fair value hierarchy. 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 December 31, 2011 used to value each Fund’s securities based upon the three levels defined above:

Aggressive Growth Stock Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Common Stocks1		85,720,209		—		—			85,720,209
Short-Term Investment		—		2,689,350		—			2,689,350
Money Market Fund		154,474		—		—			154,474
Total Investments		85,874,683		2,689,350		—			88,564,033
Emerging Growth Stock Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Common Stocks1		11,172,940		—		—			11,172,940
Short-Term Investment		—		777,668		—			777,668
Total Investments		11,172,940		777,668		—			11,950,608
International Equity Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Common Stocks1		207,920,366		—		—			207,920,366
Preferred Stocks1		2,436,987		—		—			2,436,987
Money Market Fund		4,784,608		—		—			4,784,608
Total Investments		215,141,961		—		—			215,141,961
International Equity Index Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Common Stocks1		342,174,110		2,924,390		0	4		345,098,500
Preferred Stocks1		3,543,003		—		—			3,543,003
Rights - Foreign1		—		—		0	4		0
Exchange Traded Funds		11,864,948		—		—			11,864,948
Units1		69,806		—		—			69,806
Short-Term Investment		—		14,307,075		—			14,307,075
Money Market Fund		548,112		—		—			548,112
Total Investments		358,199,979		17,231,465		0			375,431,444
Large Cap Core Growth Stock Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Common Stocks1		80,412,200		—		—			80,412,200
Money Market Fund		28,605		—		—			28,605
Total Investments		80,440,805		—		—			80,440,805

Large Cap Growth Stock Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Common Stocks1		291,649,082		—		—		291,649,082
Short-Term Investment		—		2,092,063		—		2,092,063
Money Market Fund		176,886		—		—		176,886
Total Investments		291,825,968		2,092,063		—		293,918,031
Large Cap Value Equity Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Common Stocks1		1,868,640,724		—		—		1,868,640,724
Money Market Fund		84,324,635		—		—		84,324,635
Total Investments		1,952,965,359		—		—		1,952,965,359
Mid-Cap Value Equity Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Common Stocks1		1,853,252,624		—		—		1,853,252,624
Short-Term Investment		—		45,174,100		—		45,174,100
Money Market Fund		41,695,951		—		—		41,695,951
Total Investments		1,894,948,575		45,174,100		—		1,940,122,675
Select Large Cap Growth Stock Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Common Stocks1		47,589,918		—		—		47,589,918
Money Market Fund		352,184		—		—		352,184
Total Investments		47,942,102		—		—		47,942,102
Small Cap Growth Stock Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Common Stocks1		314,758,216		—		—		314,758,216
Short-Term Investment		—		41,296,771		—		41,296,771
Money Market Fund		4,262,439		—		—		4,262,439
Total Investments		319,020,655		41,296,771		—		360,317,426
Small Cap Value Equity Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Common Stocks1		1,094,284,172		—		—		1,094,284,172
Money Market Fund		72,205,551		—		—		72,205,551
Total Investments		1,166,489,723		—		—		1,166,489,723

Aggressive Growth Allocation Strategy	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Equity Funds		19,444,275		—		—		19,444,275
Exchange Traded Funds		4,968,095		—		—		4,968,095
Money Market Fund		975,338		—		—		975,338
Total Investments		25,387,708		—		—		25,387,708
Conservative Allocation Strategy	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Equity Funds		11,346,796		—		—		11,346,796
Fixed Income Funds		27,190,670		—		—		27,190,670
Exchange Traded Funds		3,797,873		—		—		3,797,873
Money Market Fund		2,365,310		—		—		2,365,310
Total Investments		44,700,649		—		—		44,700,649
Growth Allocation Strategy	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Equity Funds		37,091,152		—		—		37,091,152
Fixed Income Funds		15,662,545		—		—		15,662,545
Exchange Traded Funds		10,200,279		—		—		10,200,279
Money Market Fund		1,880,842		—		—		1,880,842
Total Investments		64,834,818		—		—		64,834,818
Moderate Allocation Strategy	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Equity Funds		61,208,494		—		—		61,208,494
Fixed Income Funds		64,292,282		—		—		64,292,282
Exchange Traded Funds		17,645,102		—		—		17,645,102
Money Market Fund		3,961,660		—		—		3,961,660
Total Investments		147,107,538		—		—		147,107,538
Core Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Collateralized Mortgage Obligations1		—		37,566,419		—		37,566,419
Corporate Bonds1		—		97,141,682		—		97,141,682
U.S. Government Agency Mortgages		—		103,301,214		—		103,301,214
U.S. Treasury Obligations		—		119,780,089		—		119,780,089
Short-Term Investment		—		603,628		—		603,628
Money Market Fund		20,798,454		—		—		20,798,454
Total Investments		20,798,454		358,393,032		—		379,191,486
Corporate Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Corporate Bonds1		—		71,768,922		—		71,768,922
Short-Term Investment		—		306,000		—		306,000
Money Market Fund		4,312,454		—		—		4,312,454
Total Investments		4,312,454		72,074,922		—		76,387,376

Georgia Tax-Exempt Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Municipal Bonds2		—		137,472,456		—			137,472,456
Money Market Fund		11,325,161		—		—			11,325,161
Total Investments		11,325,161		137,472,456		—			148,797,617
High Grade Municipal Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Municipal Bonds2		—		43,193,497		—			43,193,497
Money Market Fund		6,205,285		—		—			6,205,285
Total Investments		6,205,285		43,193,497		—			49,398,782
High Income Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Bank Loans1		—		22,187,659		—			22,187,659
Corporate Bonds1		—		422,925,728		539,820	5		423,465,548
U.S. Treasury Obligation		—		100,000		—			100,000
Preferred Stocks1		8,104,677		—		—			8,104,677
Convertible Preferred Stock1		6,689,025		—		—			6,689,025
Warrants1		3,908,162		—		—			3,908,162
Common Stocks1		5,729,974		—		—			5,729,974
Short-Term Investment		—		38,184,157		—			38,184,157
Money Market Fund		71,275,992		—		—			71,275,992
Total Investments		95,707,830		483,397,544		539,820			579,645,194
Intermediate Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Collateralized Mortgage Obligations1		—		19,757,983		—			19,757,983
Corporate Bonds1		—		383,974,511		—			383,974,511
U.S. Government Agency Mortgages		—		112,444,533		—			112,444,533
U.S. Treasury Obligations		—		640,044,197		—			640,044,197
Short-Term Investment		—		6,405,080		—			6,405,080
Money Market Fund		107,110,379		—		—			107,110,379
Total Investments		107,110,379		1,162,626,304		—			1,269,736,683
Investment Grade Tax-Exempt Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Municipal Bonds2		—		818,580,502		—			818,580,502
Money Market Fund		112,905,542		—		—			112,905,542
Total Investments		112,905,542		818,580,502		—			931,486,044

Limited Duration Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Asset-Backed Securities1		—		5,409,033		—			5,409,033
Collateralized Mortgage Obligations1		—		12,681,692		—			12,681,692
Money Market Fund		385,563		—		—			385,563
Total Investments		385,563		18,090,725		—			18,476,288
Limited-Term Federal Mortgage Securities Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Collateralized Mortgage Obligations1		—		8,596,262		—			8,596,262
U.S. Government Agency Mortgages		—		33,730,929		—			33,730,929
Money Market Fund		4,137,172		—		—			4,137,172
Total Investments		4,137,172		42,327,191		—			46,464,363
Maryland Municipal Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Municipal Bonds2		—		17,185,503		—			17,185,503
Money Market Fund		3,229,558		—		—			3,229,558
Total Investments		3,229,558		17,185,503		—			20,415,061
North Carolina Tax-Exempt Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Municipal Bonds2		—		46,977,976		—			46,977,976
Money Market Fund		2,247,316		—		—			2,247,316
Total Investments		2,247,316		46,977,976		—			49,225,292
Seix Floating Rate High Income Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)			Total($)
Bank Loans1		—		3,207,283,964		—			3,207,283,964
Corporate Bonds1		—		196,423,154		200,000	5		196,623,154
Preferred Stocks1		3,937,403		—		—			3,937,403
Convertible Preferred Stock1		1,952,250		—		—			1,952,250
Common Stock1		1,653,343		—		—			1,653,343
Warrants1		1,449,652		—		—			1,449,652
Money Market Fund		160,968,822		—		—			160,968,822
Total Investments		169,961,470		3,403,707,118		200,000			3,573,868,588

Seix High Yield Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Bank Loans1		—		3,943,131		—		3,943,131
Corporate Bonds1		—		1,730,410,418		—		1,730,410,418
Preferred Stock1		4,102,590		—		—		4,102,590
Convertible Preferred Stock1		14,432,779		—		—		14,432,779
Short-Term Investment		—		164,142,761		—		164,142,761
Money Market Fund		223,591,060		—		—		223,591,060
Total Investments		242,126,429		1,898,496,310		—		2,140,622,739
Short-Term Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Asset-Backed Securities1		—		29,221,931		—		29,221,931
Collateralized Mortgage Obligations1		—		58,510,092		—		58,510,092
Corporate Bonds1		—		121,633,860		—		121,633,860
Municipal Bond2		—		4,931,085		—		4,931,085
U.S. Government Agencies		—		21,776,985		—		21,776,985
U.S. Government Agency Mortgages		—		39,798,570		—		39,798,570
U.S. Treasury Obligations		—		16,248,782		—		16,248,782
Money Market Fund		7,699,175		—		—		7,699,175
Total Investments		7,699,175		292,121,305		—		299,820,480
Short-Term U.S. Treasury Securities Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
U.S. Treasury Obligations		—		21,117,619		—		21,117,619
Money Market Fund		760,823		—		—		760,823
Total Investments		760,823		21,117,619		—		21,878,442
Total Return Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Asset-Backed Securities1		—		9,056,607		—		9,056,607
Collateralized Mortgage Obligations1		—		114,961,453		—		114,961,453
Corporate Bonds1		—		222,116,749		—		222,116,749
U.S. Government Agency Mortgages		—		229,497,413		—		229,497,413
U.S. Treasury Obligations		—		293,878,666		—		293,878,666
Short-Term Investment		—		1,176,060		—		1,176,060
Money Market Fund		69,656,136		—		—		69,656,136
Total Investments		69,656,136		870,686,948		—		940,343,084
Other Financial Instruments3
Credit Default Swap Agreements – Buy Protection		—		3,021,854		—		3,021,854
Forward Foreign Currency Contracts		—		1,880,656		—		1,880,656
Total Other Financial Instruments		—		4,902,510		—		4,902,510

Ultra-Short Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Asset-Backed Securities1		—		16,044,305		—		16,044,305
Certificate of Deposit1		—		1,005,525		—		1,005,525
Collateralized Mortgage Obligations1		—		39,008,502		—		39,008,502
Corporate Bonds1		—		47,410,464		—		47,410,464
Municipal Bond2		—		1,106,243		—		1,106,243
U.S. Government Agencies		—		10,321,839		—		10,321,839
U.S. Government Agency Mortgages		—		14,930,569		—		14,930,569
Money Market Fund		988,213		—		—		988,213
Total Investments		988,213		129,827,447		—		130,815,660
U.S. Government Securities Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
U.S. Treasury Obligations		—		49,172,285		—		49,172,285
Money Market Fund		3,275,797		—		—		3,275,797
Total Investments		3,275,797		49,172,285		—		52,448,082
U.S. Government Securities Ultra-Short Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Asset-Backed Security1		—		3,107,774		—		3,107,774
Collateralized Mortgage Obligations1		—		564,110,286		—		564,110,286
U.S. Government Agency Mortgages		—		1,141,455,521		—		1,141,455,521
Money Market Fund		103,761,680		—		—		103,761,680
Total Investments		103,761,680		1,708,673,581		—		1,812,435,261
Virginia Intermediate Municipal Bond Fund	Level 1 - Quoted Prices($)		Level 2 - Other Significant Observable Inputs($)		Level 3 - Significant Unobservable Inputs($)		Total($)
Municipal Bonds2		—		156,570,915		—		156,570,915
Money Market Fund		4,140,133		—		—		4,140,133
Total Investments		4,140,133		156,570,915		—		160,711,048

LIABILITIES VALUATION INPUT

Short-Term Bond Fund	Level 1- Quoted Prices ($)			Level 2- Other Significant Observable Inputs ($)			Level 3- Significant Unobservable Inputs ($)		Total($)
Other Financial Instruments3
Futures Contracts		(66,043	)		—			—		(66,043	)
Total		(66,043	)		—			—		(66,043	)
Total Return Bond Fund
Other Financial Instruments3
Credit Default Swap Agreements-Sell Protection		—			(5,294,216	)		—		(5,294,216	)
Forward Foreign Currency Contracts		—			(1,933,607	)		—		(1,933,607	)
Total		—			(7,227,823	)		—		(7,227,823	)

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 December 31, 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.

5 As of December 31, 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 quotations from principal market makers. The Level 3 roll forward and change in unrealized appreciation (depreciation) of these Level 3 securities held at the period end is presented below.

The following is a reconciliation of investments for which significant unobservable inputs (Level 3) were used in determining fair value:

	Balance as of 3/31/2011		Accrued Discounts (Premiums)		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Purchases		Sales			Transfers into Level 3		Transfers out of Level 3		Balance as  of 12/31/2011		Net Change in Unrealized Appreciation (Depreciation) from Investments Still Held as of 12/31/2011
High Income Fund Corporate Bonds	$	—	$	—	$	—	$	213,687	$	539,820	$	(213,687	)	$	—	$	—	$	539,820	$	213,687
Seix Floating Rate High Income Fund Corporate Bonds	$	—	$	—	$	—	$	79,817	$	200,000	$	(79,817	)	$	—	$	—	$	200,000	$	79,817

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. There were no significant transfers between Levels 1, 2 or 3 as of December 31, 2011, based on the valuation input levels assigned to securities on March 31, 2011 for the Funds.

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. While Funds may receive rights and warrants in connection with their investments in securities, these right and warrants are not considered derivative instruments. Open derivative positions at period end are included within 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. Open forward foreign currency contracts at period end are included within each applicable Fund’s Schedule.

Futures Contracts — Certain of the Funds may be subject to equity price risk, interest rate risk, or foreign currency exchange rate risk in the normal course of pursuing its investments objective. Certain of the Funds may use futures contracts to gain exposure to, or hedge against, changes in 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. Open futures contracts at period end are included within each applicable Fund’s Schedule.

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 disclosed in the swap tables included within each applicable Fund’s Schedule. These upfront receipts and payments are amortized to income or expense over the life of the swap contracts. 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 disclosed in the swap tables included within each applicable Fund’s 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. Open CDSs at period end are presented within each applicable Fund’s Schedule.

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. Net periodic interest payments to be received or paid are accrued daily and are recorded as realized gains or losses. Open IRSs at period end are included within each applicable Fund’s Schedule.

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 a Fund and the market value of securities purchased with cash collateral or (ii) 33.33% of the total market value of all securities of a 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 (“SEC”). 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 a 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 December 31, 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 December 31, 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%		100,015,104		100,015,104
Merrill Lynch Tri-Party Repurchase Agreement, 0.01%, dated 12/30/11 to be repurchased on 01/03/12, repurchase price $30,000,033 (collateralized by Federal Home Loan Bank, 0.18%, due 11/28/12, total market value $30,612,245)		30,000,000		30,000,000
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%		187,150,084		187,150,084
Total Investments (Cost $317,165,188)				317,165,188
Amount due to Lending Agent				(52,759	)
Net Investment Value				317,112,429

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 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 period are estimated and recorded as realized gains or return of capital. These estimates are adjusted when the actual source of distributions 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 NAV 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 included within each applicable Fund’s 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 included within each applicable Fund’s Schedules.

Bank Loans — Certain 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 included with the Schedules.

Restricted Securities — Certain Funds’ investments are restricted as to resale. As of December 31, 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 December 31, 2011, the cost and aggregate gross unrealized appreciation and depreciation on securities were substantially the same for federal income tax purposes on securities and are listed below:

Fund	Cost($)		Gross Unrealized Appreciation($)		Gross Unrealized Depreciation($)			Net Unrealized Appreciation (Depreciation)($)
Aggressive Growth Stock Fund		65,909,226		31,006,446		(8,351,639	)		22,654,807
Emerging Growth Stock		10,452,862		2,869,701		(1,371,955	)		1,497,746
International Equity Fund		214,978,936		16,599,704		(16,436,679	)		163,025
International Equity Index Fund		295,409,304		108,590,189		(28,568,049	)		80,022,140
Large Cap Core Growth Stock Fund		73,179,482		12,595,323		(5,334,000	)		7,261,323
Large Cap Growth Stock Fund		193,010,665		107,524,846		(6,617,480	)		100,907,366
Large Cap Value Equity Fund		1,836,964,906		157,187,885		(41,187,432	)		116,000,453
Mid-Cap Value Equity Fund		1,992,647,474		72,832,572		(125,357,371	)		(52,524,799	)
Select Large Cap Growth Stock		38,465,874		11,525,212		(2,048,984	)		9,476,228
Small Cap Growth Stock Fund		316,019,482		63,713,708		(19,415,764	)		44,297,944
Small Cap Value Equity Fund		1,135,416,601		121,653,608		(90,580,486	)		31,073,122
Aggressive Growth Allocation Strategy		23,970,900		1,875,557		(458,749	)		1,416,808
Conservative Allocation Strategy		44,135,642		1,181,185		(616,178	)		565,007
Growth Allocation Strategy		60,643,650		5,382,979		(1,191,811	)		4,191,168
Moderate Allocation Strategy		138,729,836		10,561,157		(2,183,455	)		8,377,702
Core Bond Fund		367,102,030		12,236,100		(146,644	)		12,089,456
Corporate Bond Fund		71,911,220		4,641,112		(164,956	)		4,476,156
Georgia Tax-Exempt Bond Fund		140,076,145		8,850,331		(128,859	)		8,721,472
High Grade Municipal Bond Fund		45,538,223		3,861,872		(1,313	)		3,860,559
High Income Fund		609,322,852		8,817,180		(38,494,838	)		(29,677,658	)
Intermediate Bond Fund		1,223,719,601		46,601,992		(584,910	)		46,017,082
Investment Grade Tax-Exempt Bond Fund		879,855,129		51,652,974		(22,059	)		51,630,915
Limited Duration Fund		18,438,441		62,247		(24,400	)		37,847
Limited-Term Federal Mortgage Securities Fund		45,272,901		1,214,446		(22,984	)		1,191,462
Maryland Municipal Bond Fund		18,851,195		1,563,866		—			1,563,866
North Carolina Tax-Exempt Bond Fund		45,956,252		3,275,449		(6,409	)		3,269,040
Seix Floating Rate High Income Fund		3,656,798,902		16,186,997		(99,117,311	)		(82,930,314	)
Seix High Yield Fund		2,143,171,499		55,610,722		(58,159,482	)		(2,548,760	)
Short-Term Bond Fund		296,377,227		4,301,678		(858,425	)		3,443,253
Short-Term U.S. Treasury Securities Fund		21,595,903		282,539		—			282,539
Total Return Bond Fund		905,697,163		35,130,372		(484,451	)		34,645,921
Ultra-Short Bond Fund		130,953,015		589,927		(727,282	)		(137,355	)
U.S. Government Securities Fund		50,734,433		1,713,978		(329	)		1,713,649
U.S. Government Securities Ultra-Short Bond Fund		1,792,503,429		21,241,069		(1,309,237	)		19,931,832
Virginia Intermediate Municipal Bond Fund		148,208,907		12,502,141		—			12,502,141

4. 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 December 31, 2011, were as follows:

Name of Affiliated Issuer	Share Balance at March 31, 2011		Purchases		Sales		Share Balance at December 31, 2011		Value at December 31, 2011		Dividend Income		Realized Gain Distributions		Net Realized Gain (Loss)
Aggressive Growth Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund		70,255		1,901		2,084		70,072	$	946,672	$	—	$	—	$	8,231
RidgeWorth International Equity 130/30 Fund **		189,610		—		189,610		—		—		—		—		158,093
RidgeWorth International Equity Fund		36,479		67,473		—		103,952		988,582		23,702		—		—
RidgeWorth International Equity Index Fund		34,688		57,140		—		91,828		963,279		39,706		—		—
RidgeWorth Large Cap Core Growth Stock Fund***		144,517		216,246		235,336		125,427		1,586,658		2,605		—		147,103
RidgeWorth Large Cap Growth Stock Fund		198,203		86,966		—		285,169		3,111,195		—		—		—
RidgeWorth Large Cap Quantitative Equity Fund***		165,893		698		166,591		—		—		8,562		—		—
RidgeWorth Large Cap Value Equity Fund		340,393		64,260		15,208		389,445		4,844,693		54,482		—		8,427
RidgeWorth Mid-Cap Core Equity Fund *		94,710		—		94,710		—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *		97,693		133,495		10,283		220,905		2,169,290		26,686		193,660		8,808
RidgeWorth Real Estate 130/30 Fund **		124,829		—		124,829		—		—		—		—		217,255
RidgeWorth Select Large Cap Growth Stock Fund		69,934		15,817		—		85,751		2,458,486		—		67,993		—
RidgeWorth Small Cap Growth Stock Fund		78,139		2,312		2,793		77,658		1,193,598		—		—		2,653
RidgeWorth Small Cap Value Equity Fund		88,216		8,510		1,264		95,462		1,181,822		9,861		60,513		553
RidgeWorth U.S. Equity 130/30 Fund **		143,688		—		143,688		—		—		—		—		320,608
Total									$	19,444,275	$	165,604	$	322,166	$	871,731
Conservative Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund		19,748		8,336		—		28,084	$	379,413	$	—	$	—	$	—
RidgeWorth Corporate Bond Fund		138,572		174,240		1,894		310,918		2,903,975		59,458		158,498		(1,152	)
RidgeWorth High Income Fund		184,635		59,259		2,189		241,705		1,588,001		78,486		14,635		(1,497	)
RidgeWorth Intermediate Bond Fund		764,136		281,789		42,321		1,003,604		10,497,701		141,754		326,547		(7,436	)
RidgeWorth International Equity 130/30 Fund **		53,247		—		53,247		—		—		—		—		34,806
RidgeWorth International Equity Fund		10,351		50,857		—		61,208		582,088		12,361		—		—
RidgeWorth International Equity Index Fund		9,842		41,288		—		51,130		536,352		20,480		—		—
RidgeWorth Large Cap Core Growth Stock Fund ***		52,812		170,382		150,848		72,346		915,178		2,017		—		197,886
RidgeWorth Large Cap Growth Stock Fund		86,200		144,557		10,093		220,664		2,407,440		—		—		(3,863	)
RidgeWorth Large Cap Quantitative Equity Fund ***		46,562		1,295		47,857		—		—		2,460		—		—
RidgeWorth Large Cap Value Equity Fund		135,178		108,192		21,568		221,802		2,759,217		26,791		—		(10,212	)
RidgeWorth Mid-Cap Core Equity Fund *		26,638		—		26,638		—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *		27,271		111,907		—		139,178		1,366,730		12,255		109,586		—
RidgeWorth Real Estate 130/30 Fund **		34,552		—		34,552		—		—		—		—		41,439
RidgeWorth Seix Floating Rate High Income Fund		83,840		5,763		15,191		74,412		643,667		27,575		—		(8,708	)
RidgeWorth Seix High Yield Fund		132,877		45,472		1,576		176,773		1,663,438		75,480		—		(1,798	)
RidgeWorth Select Large Cap Growth Stock Fund		30,481		8,699		1,611		37,569		1,077,103		—		28,947		(2,255	)
RidgeWorth Small Cap Growth Stock Fund		22,050		21,171		—		43,221		664,310		—		—		—
RidgeWorth Small Cap Value Equity Fund		24,912		28,316		—		53,228		658,965		3,981		31,473		—
RidgeWorth Total Return Bond Fund		328,671		403,155		5,713		726,113		7,827,496		138,584		163,627		(628	)
RidgeWorth U.S. Equity 130/30 Fund **		40,193		—		40,193		—		—		—		—		71,559
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund		130,053		271,687		197,147		204,593		2,066,392		12,264		—		2,175
Total									$	38,537,466	$	613,946	$	833,313	$	310,316

Growth Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund	130,370	1,868	1,183	131,055	$	1,770,548	$	—	$	—	$	4,712
RidgeWorth Corporate Bond Fund	126,503	12,652	8,253	130,902		1,222,622		38,020		85,142		(2,056	)
RidgeWorth High Income Fund	170,283	10,576	9,538	171,321		1,125,580		68,270		11,408		(5,023	)
RidgeWorth Intermediate Bond Fund	515,477	234,756	98,656	651,577		6,815,492		97,458		218,434		(12,371	)
RidgeWorth International Equity 130/30 Fund **	351,522	—	351,522	—		—		—		—		292,763
RidgeWorth International Equity Fund	67,899	136,351	9,640	194,610		1,850,743		44,373		—		(9,448	)
RidgeWorth International Equity Index Fund	64,437	120,275	12,941	171,771		1,801,877		74,274		—		(17,081	)
RidgeWorth Large Cap Core Growth Stock Fund***	335,081	414,747	511,397	238,431		3,016,154		4,894		—		710,238
RidgeWorth Large Cap Growth Stock Fund	367,834	211,068	—	578,902		6,315,824		—		—		—
RidgeWorth Large Cap Quantitative Equity Fund***	307,946	1,296	309,242	—		—		15,983		—		—
RidgeWorth Large Cap Value Equity Fund	631,768	168,410	15,445	784,733		9,762,076		106,368		—		5,240
RidgeWorth Mid-Cap Core Equity Fund *	175,772	—	175,772	—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *	181,026	215,436	11,736	384,726		3,778,010		47,399		337,276		4,605
RidgeWorth Real Estate 130/30 Fund **	230,974	—	230,974	—		—		—		—		424,718
RidgeWorth Seix Floating Rate High Income Fund	89,388	2,681	41,012	51,057		441,643		25,434		—		(25,215	)
RidgeWorth Seix High Yield Fund	122,414	6,094	6,868	121,640		1,144,634		65,792		—		(4,609	)
RidgeWorth Select Large Cap Growth Stock Fund	129,791	29,297	—	159,088		4,561,054		—		126,142		—
RidgeWorth Small Cap Growth Stock Fund	145,281	2,262	9,063	138,480		2,128,441		—		—		129
RidgeWorth Small Cap Value Equity Fund	164,046	13,787	7,686	170,147		2,106,425		18,052		107,856		(6,255	)
RidgeWorth Total Return Bond Fund	531,374	22,204	128,739	424,839		4,579,765		141,177		108,017		99,176
RidgeWorth U.S. Equity 130/30 Fund **	266,686	—	266,686	—		—		—		—		604,060
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund	77,952	49,405	94,406	32,951		332,809		4,601		—		2,809
Total					$	52,753,697	$	752,095	$	994,275	$	2,066,392
Moderate Allocation Strategy
RidgeWorth Aggressive Growth Stock Fund	209,099	20,618	12,920	216,797	$	2,928,932	$	—	$	—	$	23,631
RidgeWorth Corporate Bond Fund	511,173	57,254	43,870	524,557		4,899,358		155,527		355,005		(27,125	)
RidgeWorth High Income Fund	689,293	49,909	29,188	710,014		4,664,791		279,720		47,416		(18,513	)
RidgeWorth Intermediate Bond Fund	2,118,119	640,446	270,993	2,487,572		26,020,000		379,622		827,103		(33,622	)
RidgeWorth International Equity 130/30 Fund **	563,608	—	563,608	—		—		—		—		487,518
RidgeWorth International Equity Fund	109,057	267,955	66,043	310,969		2,957,316		73,874		—		(90,024	)
RidgeWorth International Equity Index Fund	103,515	235,663	64,606	274,572		2,880,262		123,703		—		(116,338	)
RidgeWorth Large Cap Core Growth Stock Fund***	540,702	818,084	966,874	391,912		4,957,693		9,897		—		1,378,579
RidgeWorth Large Cap Growth Stock Fund	589,850	478,249	42,973	1,025,126		11,184,124		—		—		(13,113	)
RidgeWorth Large Cap Quantitative Equity Fund***	493,478	2,077	495,555	—		—		25,468		—		—
RidgeWorth Large Cap Value Equity Fund	1,012,938	398,839	111,471	1,300,306		16,175,808		182,027		—		(23,249	)
RidgeWorth Mid-Cap Core Equity Fund *	281,997	—	281,997	—		—		—		—		—
RidgeWorth Mid-Cap Value Equity Fund *	290,318	374,924	23,984	641,258		6,297,150		76,306		543,905		17,479
RidgeWorth Real Estate 130/30 Fund **	369,921	—	369,921	—		—		—		—		673,678
RidgeWorth Seix Floating Rate High Income Fund	360,957	13,227	137,134	237,050		2,050,478		105,817		—		(78,777	)
RidgeWorth Seix High Yield Fund	495,652	29,544	21,400	503,796		4,740,723		269,477		—		(15,512	)
RidgeWorth Select Large Cap Growth Stock Fund	208,127	48,194	10,321	246,000		7,052,823		—		203,239		(22,788	)
RidgeWorth Small Cap Growth Stock Fund	233,166	7,146	18,833	221,479		3,404,131		—		—		4,681
RidgeWorth Small Cap Value Equity Fund	263,223	25,573	16,562	272,234		3,370,255		29,438		179,749		(17,001	)
RidgeWorth Total Return Bond Fund	2,047,750	108,375	292,560	1,863,565		20,089,229		573,558		453,505		235,987
RidgeWorth U.S. Equity 130/30 Fund **	427,128	—	427,128	—		—		—		—		977,054
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund	339,704	167,998	326,741	180,961		1,827,703		28,932		—		8,172
Total					$	125,500,776	$	2,313,366	$	2,609,922	$	3,350,717

* 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.

*** On July 15, 2011, RidgeWorth Large Cap Quantitative Equity Fund reorganized into the RidgeWorth Large Cap Core Growth Stock Fund.

5. Risks

Certain 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 a 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 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 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 its letters of credit in any one financial institution, the risk of the Fund’s overall 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 risks associated with the Fund.

6. Accounting Pronouncements

In May 2011, the Financial Accounting Standards Board issued Accounting Standards Update (“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 Funds’ financial statements.

7. Subsequent Events

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

On November 15, 2011, the Board approved changing the name of the RidgeWorth Maryland Municipal Bond Fund (the “Fund”) to the Ridgeworth Short-Term Municipal Bond Fund and revising the Fund’s investment objective and policies, subject to the approval of the Fund’s shareholders at a special meeting to be held on or about April 9, 2012.

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: February 27, 2012

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: February 27, 2012

By:	/s/ Cynthia L. Morse-Griffin
	Cynthia L. Morse-Griffin
	Treasurer and Chief Financial Officer

Date: February 27, 2012