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 Short
President
RidgeWorth Funds
3333 Piedmont Road, Suite 1500
Atlanta, GA 30305
(Name and Address of Agent for Service)
Copies to:
W. John McGuire, Esq. Bingham McCutchen LLP 2020 K Street, NW Washington, DC 20006 |
Thomas S. Harman, Esq. Bingham McCutchen LLP 2020 K Street, NW Washington, DC 20006 |
Registrants telephone number, including area code: 1-888-784-3863
Date of fiscal year end: March 31
Date of reporting period: December 31, 2012
Item 1. | Schedule of Investments. |
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Aggressive Growth Stock Fund
Shares | Value($) | |||||||
Common Stocks 100.1% |
||||||||
Consumer Discretionary 28.8% |
||||||||
Amazon.com, Inc.* |
12,700 | 3,189,478 | ||||||
Chipotle Mexican Grill, Inc.* |
8,400 | 2,498,664 | ||||||
Deckers Outdoor Corp.* |
25,600 | 1,030,912 | ||||||
Lululemon Athletica, Inc.* |
26,500 | 2,020,095 | ||||||
Michael Kors Holdings Ltd.* |
19,600 | 1,000,188 | ||||||
Netflix, Inc.* |
17,200 | 1,595,816 | ||||||
Nordstrom, Inc. |
22,400 | 1,198,400 | ||||||
Priceline.com, Inc.* |
5,000 | 3,106,000 | ||||||
Tesla Motors, Inc.* |
61,600 | 2,086,392 | ||||||
Vera Bradley, Inc.* |
33,600 | 843,360 | ||||||
|
|
|||||||
18,569,305 | ||||||||
|
|
|||||||
Energy 5.7% |
||||||||
Dresser-Rand Group, Inc.* |
4,600 | 258,244 | ||||||
Energy XXI Bermuda Ltd. |
39,400 | 1,268,286 | ||||||
FMC Technologies, Inc.* |
16,800 | 719,544 | ||||||
Pioneer Natural Resources Co. |
13,500 | 1,438,965 | ||||||
|
|
|||||||
3,685,039 | ||||||||
|
|
|||||||
Financials 4.2% |
||||||||
Financial Engines, Inc.* |
34,000 | 943,500 | ||||||
Portfolio Recovery Associates, Inc.* |
16,500 | 1,763,190 | ||||||
|
|
|||||||
2,706,690 | ||||||||
|
|
|||||||
Health Care 14.7% |
||||||||
Catamaran Corp.* |
60,500 | 2,850,155 | ||||||
Celgene Corp.* |
16,200 | 1,275,264 | ||||||
HMS Holdings Corp.* |
59,000 | 1,529,280 | ||||||
Intuitive Surgical, Inc.* |
3,000 | 1,471,110 | ||||||
IPC The Hospitalist Co.* |
11,200 | 444,752 | ||||||
MAKO Surgical Corp.* |
32,100 | 413,127 | ||||||
Salix Pharmaceuticals Ltd.* |
24,300 | 983,664 | ||||||
Vertex Pharmaceuticals, Inc.* |
11,700 | 490,698 | ||||||
|
|
|||||||
9,458,050 | ||||||||
|
|
|||||||
Industrials 6.5% |
||||||||
BE Aerospace, Inc.* |
3,000 | 148,200 | ||||||
Joy Global, Inc. |
6,000 | 382,680 | ||||||
Polypore International, Inc.* |
17,000 | 790,500 | ||||||
Precision Castparts Corp. |
15,100 | 2,860,242 | ||||||
|
|
|||||||
4,181,622 | ||||||||
|
|
|||||||
Information Technology 39.0% |
||||||||
Alliance Data Systems Corp.* |
6,700 | 969,892 | ||||||
Apple, Inc. |
3,300 | 1,758,999 |
See Notes to Schedules of Portfolio Investments.
Cognizant Technology Solutions Corp., Cl A* |
42,000 | 3,110,100 | ||||||
EMC Corp.* |
50,800 | 1,285,240 | ||||||
F5 Networks, Inc.* |
29,800 | 2,895,070 | ||||||
Facebook, Inc., Cl A* |
95,000 | 2,529,850 | ||||||
Google, Inc., Cl A* |
3,500 | 2,482,795 | ||||||
LinkedIn Corp., Cl A* |
18,200 | 2,089,724 | ||||||
MercadoLibre, Inc.(a) |
29,800 | 2,341,386 | ||||||
Mitek Systems, Inc.*(a) |
77,600 | 249,096 | ||||||
QUALCOMM, Inc. |
32,600 | 2,021,852 | ||||||
Skyworks Solutions, Inc.* |
40,200 | 816,060 | ||||||
VeriFone Systems, Inc.* |
47,300 | 1,403,864 | ||||||
Zillow, Inc.* |
40,700 | 1,129,425 | ||||||
|
|
|||||||
25,083,353 | ||||||||
|
|
|||||||
Telecommunication Services 1.2% |
||||||||
tw telecom, Inc.* |
30,200 | 769,194 | ||||||
|
|
|||||||
Total Common Stocks (Cost $36,816,610) |
|
64,453,253 | ||||||
|
|
|||||||
Short-Term Investment 2.1% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(b) |
1,366,841 | 1,366,841 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $1,366,841) |
|
1,366,841 | ||||||
|
|
|||||||
Money Market Fund 0.1% |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(c) |
99,003 | 99,003 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $99,003) |
|
99,003 | ||||||
|
|
|||||||
Total Investments (Cost $38,282,454) 102.3% |
65,919,097 | |||||||
Liabilities in Excess of Other Assets (2.3)% |
(1,512,325 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 64,406,772 | ||||||
|
|
* | Non-income producing security. |
(a) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $1,333,851. |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
International Equity Fund
Shares | Value($) | |||||||
Common Stocks 98.3% |
||||||||
Australia 1.0%(a) |
||||||||
Australia & New Zealand Banking Group Ltd. |
109,424 | 2,881,843 | ||||||
|
|
|||||||
Austria 3.3%(a) |
||||||||
OMV AG |
97,879 | 3,546,744 | ||||||
Raiffeisen Bank International AG(b) |
91,979 | 3,826,236 | ||||||
Voestalpine AG |
46,290 | 1,700,847 | ||||||
|
|
|||||||
9,073,827 | ||||||||
|
|
|||||||
Belgium 1.8%(a) |
||||||||
Anheuser-Busch InBev NV |
56,986 | 4,962,601 | ||||||
|
|
|||||||
Canada 0.2% |
||||||||
Potash Corp. of Saskatchewan, Inc. |
15,988 | 650,552 | ||||||
|
|
|||||||
France 16.5% |
||||||||
Arkema SA(a) |
28,397 | 2,981,645 | ||||||
AXA SA(a) |
251,059 | 4,507,959 | ||||||
BNP Paribas(a) |
102,581 | 5,839,941 | ||||||
Cap Gemini SA(a) |
48,260 | 2,110,290 | ||||||
Compagnie Generale de Geophysique-Veritas*(a) |
65,265 | 1,983,162 | ||||||
Compagnie Generale des Etablissements Michelin(a) |
17,800 | 1,705,576 | ||||||
Publicis Groupe SA(a) |
63,602 | 3,826,495 | ||||||
Renault SA(a) |
53,345 | 2,897,061 | ||||||
Sanofi-Aventis(a) |
45,742 | 4,337,707 | ||||||
Schlumberger Ltd. |
18,458 | 1,278,955 | ||||||
Total SA(a) |
118,862 | 6,184,736 | ||||||
Valeo SA(a) |
41,527 | 2,085,901 | ||||||
Vinci SA(a) |
58,147 | 2,799,611 | ||||||
Vivendi SA(a) |
125,954 | 2,848,568 | ||||||
|
|
|||||||
45,387,607 | ||||||||
|
|
|||||||
Germany 13.7%(a) |
||||||||
Adidas AG |
32,940 | 2,939,868 | ||||||
BASF SE |
56,806 | 5,371,569 | ||||||
Continental AG |
16,641 | 1,939,563 | ||||||
Deutsche Lufthansa AG |
157,814 | 2,983,359 | ||||||
Deutsche Post AG |
182,638 | 4,022,692 | ||||||
Fresenius SE |
22,949 | 2,640,703 | ||||||
Hannover Rueckversicherung AG |
45,567 | 3,568,976 | ||||||
Infineon Technologies AG |
190,454 | 1,551,523 | ||||||
Muenchener Rueckversicherungs AG |
24,998 | 4,512,832 | ||||||
SAP AG |
43,349 | 3,485,807 | ||||||
Siemens AG |
43,469 | 4,753,361 | ||||||
|
|
|||||||
37,770,253 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Hong Kong 2.4%(a) |
| |||||||
China Mobile Ltd. |
92,500 | 1,088,511 | ||||||
Digital China Holdings Ltd. |
3,126,000 | 5,413,912 | ||||||
|
|
|||||||
6,502,423 | ||||||||
|
|
|||||||
Hungary 0.9%(a) |
||||||||
OTP Bank PLC |
124,832 | 2,351,455 | ||||||
|
|
|||||||
Indonesia 0.8%(a) |
||||||||
Bank Rakyat Indonesia Persero Tbk PT |
2,919,000 | 2,117,017 | ||||||
|
|
|||||||
Ireland 1.2%(a) |
||||||||
WPP PLC |
228,746 | 3,341,791 | ||||||
|
|
|||||||
Italy 0.5%(a) |
||||||||
Enel SpA |
347,136 | 1,443,905 | ||||||
|
|
|||||||
Japan 19.6%(a) |
||||||||
Astellas Pharma, Inc. |
42,400 | 1,906,371 | ||||||
Daicel Corp. |
353,000 | 2,335,567 | ||||||
Honda Motor Co. Ltd. |
115,488 | 4,277,054 | ||||||
Isuzu Motors Ltd. |
450,000 | 2,685,339 | ||||||
ITOCHU Corp. |
628,580 | 6,643,523 | ||||||
JX Holdings, Inc. |
352,400 | 1,989,568 | ||||||
Marubeni Corp. |
484,000 | 3,472,814 | ||||||
Miraca Holdings, Inc. |
33,455 | 1,348,931 | ||||||
Mitsubishi UFJ Financial Group, Inc. |
995,802 | 5,388,398 | ||||||
Mitsui & Co. Ltd. |
135,600 | 2,032,490 | ||||||
Nidec Corp. |
34,000 | 1,985,560 | ||||||
Nippon Telegraph & Telephone Corp. |
25,816 | 1,086,930 | ||||||
Sekisui Chemical Co. Ltd. |
324,000 | 2,826,479 | ||||||
Sumitomo Corp. |
465,244 | 5,968,985 | ||||||
Sumitomo Mitsui Financial Group, Inc. |
126,505 | 4,597,418 | ||||||
Takata Corp. |
71,177 | 1,456,927 | ||||||
Toyota Motor Corp. |
86,600 | 4,043,884 | ||||||
|
|
|||||||
54,046,238 | ||||||||
|
|
|||||||
Luxembourg 0.8%(a) |
||||||||
AZ Electronic Materials SA |
403,185 | 2,319,734 | ||||||
|
|
|||||||
Netherlands 5.1% |
||||||||
ING Groep NV*(a) |
368,638 | 3,501,317 | ||||||
Koninklijke Ahold NV(a) |
283,994 | 3,808,077 | ||||||
LyondellBasell Industries NV, Cl A |
55,798 | 3,185,508 | ||||||
Royal Dutch Shell PLC ADR |
50,961 | 3,612,625 | ||||||
|
|
|||||||
14,107,527 | ||||||||
|
|
|||||||
Norway 2.3%(a) |
||||||||
Telenor ASA |
181,061 | 3,686,732 | ||||||
Yara International ASA |
51,959 | 2,590,604 | ||||||
|
|
|||||||
6,277,336 | ||||||||
|
|
|||||||
Singapore 0.9%(a) |
||||||||
Indofood Agri Resources Ltd. |
2,157,000 | 2,383,900 | ||||||
|
|
|||||||
South Korea 3.4%(a) |
||||||||
Celltrion, Inc. |
71,147 | 1,737,395 | ||||||
Hyundai Motor Co. |
10,942 | 2,255,628 |
See Notes to Schedules of Portfolio Investments.
Korea Electric Power Corp.* |
158,570 | 4,502,616 | ||||||
Silicon Works Co. Ltd. |
40,677 | 857,043 | ||||||
|
|
|||||||
9,352,682 | ||||||||
|
|
|||||||
Sweden 2.2%(a) |
||||||||
Swedbank AB, Cl A |
195,116 | 3,833,126 | ||||||
Volvo AB, Cl B |
165,759 | 2,285,671 | ||||||
|
|
|||||||
6,118,797 | ||||||||
|
|
|||||||
Switzerland 2.6%(a) |
||||||||
Roche Holding AG |
15,487 | 3,131,179 | ||||||
Xstrata PLC |
224,933 | 3,926,383 | ||||||
|
|
|||||||
7,057,562 | ||||||||
|
|
|||||||
Thailand 2.4% |
||||||||
Kasikornbank PCL(a) |
185,900 | 1,182,976 | ||||||
Krung Thai Bank PCL, (Foreign Registered) |
3,512,500 | 2,296,502 | ||||||
Siam Commercial Bank PCL, (Foreign Registered) |
408,500 | 2,417,081 | ||||||
Siam Commercial Bank PCL(a) |
103,000 | 614,664 | ||||||
|
|
|||||||
6,511,223 | ||||||||
|
|
|||||||
Turkey 2.0%(a) |
||||||||
Koc Holding AS |
107,750 | 562,988 | ||||||
Tofas Turk Otomobil Fabrikasi AS |
185,613 | 1,092,648 | ||||||
Turkiye Halk Bankasi AS |
391,402 | 3,858,305 | ||||||
|
|
|||||||
5,513,941 | ||||||||
|
|
|||||||
United Kingdom 14.7% |
||||||||
AstraZeneca PLC(a) |
102,176 | 4,842,090 | ||||||
Barclays PLC(a) |
1,378,543 | 5,988,362 | ||||||
BP PLC SP ADR |
76,536 | 3,186,959 | ||||||
British American Tobacco PLC(a) |
113,579 | 5,773,783 | ||||||
BT Group PLC(a) |
1,324,010 | 5,051,364 | ||||||
Rio Tinto PLC SP ADR(b) |
90,031 | 5,229,901 | ||||||
Royal Dutch Shell PLC, Cl A(a) |
85,593 | 2,970,950 | ||||||
Royal Dutch Shell PLC, Cl B(a) |
63,631 | 2,270,119 | ||||||
SABMiller PLC(a) |
75,851 | 3,520,329 | ||||||
Subsea 7 SA(a) |
64,414 | 1,548,017 | ||||||
|
|
|||||||
40,381,874 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $230,562,865) |
|
270,554,088 | ||||||
|
|
|||||||
Preferred Stocks 1.7% |
||||||||
Brazil 0.2% |
||||||||
Telefonica Brasil SA, 5.09% |
23,406 | 560,143 | ||||||
|
|
|||||||
Germany 1.5%(a) |
||||||||
Volkswagen AG, 1.71% |
17,926 | 4,113,101 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $3,460,175) |
|
4,673,244 | ||||||
|
|
|||||||
Short-Term Investment 3.2% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(c) |
8,904,575 | 8,904,575 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $8,904,575) |
|
8,904,575 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Total Investments (Cost $242,927,615) 103.2% |
284,131,907 | |||||
Liabilities in Excess of Other Assets (3.2)% |
(8,816,220 | ) | ||||
|
|
|||||
Net Assets 100.0% |
$ | 275,315,687 | ||||
|
|
* | Non-income producing security. |
(a) | Valued at fair value using procedures approved by the Board of Trustees (See Note 2(a)). |
(b) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $8,618,297. |
(c) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
Investment Abbreviations
ADR | American Depositary Receipt |
PCL | Public Company Limited |
SP ADR | Sponsored American Depositary Receipt |
The investment concentrations for the International Equity Fund as a percentage of total investments by sector, as of December 31, 2012, were as follows:
Financials |
22.3 | % | ||
Consumer Discretionary |
15.6 | |||
Industrials |
13.2 | |||
Materials |
10.7 | |||
Energy |
10.1 | |||
Consumer Staples |
7.2 | |||
Health Care |
7.0 | |||
Information Technology |
4.7 | |||
Telecommunication Services |
4.0 | |||
Utilities |
2.1 | |||
Short-Term Investment |
3.1 |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
International Equity Index Fund
Shares | Value($) | |||||||
Common Stocks 94.5% |
||||||||
Australia 5.5% |
||||||||
AGL Energy Ltd.(a) |
8,395 | 134,959 | ||||||
ALS Ltd.(a) |
5,471 | 62,410 | ||||||
Alumina Ltd.(a) |
44,658 | 42,860 | ||||||
Amcor Ltd.(a) |
22,262 | 188,153 | ||||||
AMP Ltd.(a) |
51,520 | 261,328 | ||||||
Arrium Ltd.(a) |
23,719 | 23,117 | ||||||
Asciano Ltd.(a) |
20,442 | 100,002 | ||||||
ASX Ltd.(a) |
3,197 | 104,332 | ||||||
Aurizon Holdings Ltd.(a) |
30,731 | 120,846 | ||||||
Australia & New Zealand Banking Group Ltd.(a) |
51,969 | 1,368,681 | ||||||
Bendigo and Adelaide Bank Ltd.(a) |
6,815 | 60,709 | ||||||
BGP Holdings PLC*(a)(b) |
737,041 | | ||||||
BHP Billiton Ltd.(a) |
62,500 | 2,440,027 | ||||||
BlueScope Steel Ltd.*(a) |
5,529 | 20,223 | ||||||
Boral Ltd.(a) |
13,109 | 60,150 | ||||||
Brambles Ltd.(a) |
26,242 | 208,080 | ||||||
Caltex Australia Ltd.(a) |
2,496 | 50,343 | ||||||
Coca-Cola Amatil Ltd.(a) |
10,214 | 143,541 | ||||||
Cochlear Ltd.(a) |
1,035 | 85,801 | ||||||
Commonwealth Bank of Australia(a) |
30,947 | 2,015,466 | ||||||
Computershare Ltd.(a) |
8,044 | 75,884 | ||||||
Crown Ltd.(a) |
8,166 | 91,263 | ||||||
CSL Ltd.(a) |
10,019 | 565,645 | ||||||
Dexus Property Group REIT(a) |
88,634 | 94,138 | ||||||
Echo Entertainment Group Ltd.(a) |
9,643 | 34,827 | ||||||
Fairfax Media Ltd.(a)(c) |
40,703 | 21,752 | ||||||
Fortescue Metals Group Ltd.(a) |
22,683 | 113,039 | ||||||
Goodman Group(a) |
20,667 | 94,170 | ||||||
GPT Group REIT(a) |
28,357 | 109,151 | ||||||
Harvey Norman Holdings Ltd.(a) |
9,637 | 19,184 | ||||||
Iluka Resources Ltd.(a) |
7,414 | 71,649 | ||||||
Incitec Pivot Ltd.(a) |
29,024 | 98,954 | ||||||
Insurance Australia Group Ltd.(a) |
38,297 | 188,626 | ||||||
Leighton Holdings Ltd.(a) |
2,750 | 51,912 | ||||||
Lend Lease Group(a) |
9,721 | 94,933 | ||||||
Lynas Corp. Ltd.*(a)(c) |
31,085 | 19,157 | ||||||
Macquarie Group Ltd.(a) |
6,244 | 233,907 | ||||||
Metcash Ltd.(a) |
13,902 | 48,194 | ||||||
Mirvac Group REIT(a) |
62,228 | 96,842 | ||||||
National Australia Bank Ltd.(a) |
40,719 | 1,071,035 | ||||||
Newcrest Mining Ltd.(a) |
14,037 | 328,363 | ||||||
Orica Ltd.(a) |
6,628 | 174,357 |
See Notes to Schedules of Portfolio Investments.
Origin Energy Ltd.(a) |
19,241 | 236,524 | ||||||
OZ Minerals Ltd.(a) |
5,888 | 41,814 | ||||||
Paladin Energy Ltd.*(a) |
12,664 | 13,982 | ||||||
Qantas Airways Ltd.*(a) |
20,698 | 32,411 | ||||||
QBE Insurance Group Ltd.(a) |
19,015 | 217,872 | ||||||
Ramsay Health Care Ltd.(a) |
2,360 | 67,312 | ||||||
Rio Tinto Ltd.(a) |
7,918 | 556,707 | ||||||
Santos Ltd.(a) |
15,677 | 183,682 | ||||||
Shopping Centres Australasia Property Group REIT* |
4,402 | 6,857 | ||||||
Sims Metal Management Ltd.(a) |
3,003 | 29,674 | ||||||
Sonic Healthcare Ltd.(a) |
6,706 | 93,606 | ||||||
SP Ausnet(a) |
25,320 | 29,425 | ||||||
Stockland REIT(a) |
43,412 | 160,517 | ||||||
Suncorp Group Ltd.(a) |
23,343 | 249,276 | ||||||
Sydney Airport(a) |
7,726 | 27,215 | ||||||
TABCORP Holdings Ltd.(a) |
12,477 | 39,852 | ||||||
Tatts Group Ltd.(a) |
23,383 | 73,651 | ||||||
Telstra Corp. Ltd.(a) |
80,387 | 366,301 | ||||||
Toll Holdings Ltd.(a) |
12,013 | 57,577 | ||||||
Transurban Group(a) |
24,238 | 154,071 | ||||||
Wesfarmers Ltd.(a) |
15,610 | 602,251 | ||||||
Wesfarmers Ltd. PPS(a) |
2,771 | 109,958 | ||||||
Westfield Group REIT(a) |
40,007 | 441,831 | ||||||
Westfield Retail Trust REIT(a) |
53,463 | 168,673 | ||||||
Westpac Banking Corp.(a) |
59,131 | 1,620,176 | ||||||
Woodside Petroleum Ltd.(a) |
11,415 | 406,774 | ||||||
Woolworths Ltd.(a) |
22,013 | 675,322 | ||||||
WorleyParsons Ltd.(a) |
3,524 | 86,806 | ||||||
|
|
|||||||
17,938,127 | ||||||||
|
|
|||||||
Austria 1.6%(a) |
||||||||
Andritz AG |
12,213 | 784,792 | ||||||
Erste Group Bank AG* |
36,371 | 1,156,401 | ||||||
Immofinanz AG* |
138,014 | 581,009 | ||||||
OMV AG |
24,296 | 880,390 | ||||||
Raiffeisen Bank International AG(c) |
7,211 | 299,971 | ||||||
Telekom Austria AG |
37,656 | 285,930 | ||||||
Verbund AG |
9,853 | 244,724 | ||||||
Vienna Insurance Group |
5,615 | 299,694 | ||||||
Voestalpine AG |
19,065 | 700,511 | ||||||
|
|
|||||||
5,233,422 | ||||||||
|
|
|||||||
Belgium 2.1%(a) |
||||||||
Ageas |
12,956 | 382,814 | ||||||
Anheuser-Busch InBev NV |
41,763 | 3,636,913 | ||||||
Belgacom SA(c) |
8,954 | 263,351 | ||||||
Colruyt SA |
4,452 | 220,753 | ||||||
Delhaize Group SA |
6,039 | 243,244 | ||||||
Dexia SA*(c) |
36,469 | 3,364 | ||||||
Groupe Bruxelles Lambert SA |
4,241 | 338,246 | ||||||
KBC Groep NV |
9,320 | 324,823 | ||||||
Mobistar SA |
1,759 | 45,215 |
See Notes to Schedules of Portfolio Investments.
Solvay SA |
3,097 | 450,651 | ||||||
Telenet Group Holding NV |
3,015 | 142,540 | ||||||
UCB SA |
5,917 | 338,975 | ||||||
Umicore |
6,660 | 368,784 | ||||||
|
|
|||||||
6,759,673 | ||||||||
|
|
|||||||
Cayman Islands 0.1%(a) |
||||||||
Sands China Ltd. |
24,487 | 109,634 | ||||||
Veripos, Inc* |
1,727 | 6,819 | ||||||
Wynn Macau Ltd.*(c) |
16,616 | 45,755 | ||||||
|
|
|||||||
162,208 | ||||||||
|
|
|||||||
Denmark 1.3%(a) |
||||||||
A.P. Moller - Maersk A/S, Cl B |
49 | 371,060 | ||||||
A.P. Moller - Maersk A/S, Cl A |
21 | 149,568 | ||||||
Carlsberg A/S, Cl B |
3,629 | 357,516 | ||||||
Coloplast A/S, Cl B |
3,990 | 195,670 | ||||||
Danske Bank A/S* |
20,755 | 352,507 | ||||||
DSV A/S |
7,391 | 191,223 | ||||||
Novo Nordisk A/S, Cl B |
12,977 | 2,113,131 | ||||||
Novozymes A/S, Cl B |
8,072 | 229,137 | ||||||
Pandora A/S |
2,095 | 46,480 | ||||||
TDC A/S |
12,949 | 91,745 | ||||||
Tryg A/S |
882 | 66,754 | ||||||
William Demant Holding A/S* |
811 | 69,674 | ||||||
|
|
|||||||
4,234,465 | ||||||||
|
|
|||||||
Finland 0.9%(a) |
||||||||
Elisa Oyj |
3,970 | 88,014 | ||||||
Fortum Oyj |
16,784 | 314,212 | ||||||
Kesko Oyj, Cl B |
1,879 | 61,688 | ||||||
Kone Oyj, Cl B |
5,976 | 441,983 | ||||||
Metso Oyj |
3,535 | 150,915 | ||||||
Neste Oil Oyj |
3,631 | 47,073 | ||||||
Nokia Oyj(c) |
141,095 | 557,566 | ||||||
Nokian Renkaat Oyj |
2,989 | 119,731 | ||||||
Orion Oyj, Cl B |
2,598 | 76,493 | ||||||
Outokumpu Oyj* |
4,328 | 4,595 | ||||||
Pohjola Bank PLC |
3,856 | 57,738 | ||||||
Rautaruukki Oyj |
2,341 | 18,522 | ||||||
Sampo Oyj, Cl A |
15,995 | 518,009 | ||||||
Sanoma Oyj(c) |
2,280 | 22,404 | ||||||
Stora Enso Oyj |
16,081 | 112,557 | ||||||
UPM-Kymmene Oyj |
14,422 | 169,671 | ||||||
Wartsila Oyj |
4,626 | 201,397 | ||||||
|
|
|||||||
2,962,568 | ||||||||
|
|
|||||||
France 10.1%(a) |
||||||||
Accor SA |
4,564 | 162,784 | ||||||
Aeroports de Paris |
1,080 | 83,617 | ||||||
Air France-KLM*(c) |
4,289 | 40,215 | ||||||
Air Liquide SA |
1,503 | 189,886 | ||||||
Air Liquide SA |
9,401 | 1,179,462 |
See Notes to Schedules of Portfolio Investments.
Air Liquide SA(b) |
2,824 | 354,303 | ||||||
Alcatel-Lucent*(c) |
72,190 | 97,331 | ||||||
Alstom |
6,347 | 255,682 | ||||||
Arkema SA |
1,735 | 182,173 | ||||||
Atos Origin SA |
1,571 | 110,326 | ||||||
AXA SA |
53,598 | 962,394 | ||||||
BNP Paribas |
32,080 | 1,826,316 | ||||||
Bouygues SA |
7,426 | 220,976 | ||||||
Bureau Veritas SA |
1,743 | 195,442 | ||||||
Cap Gemini SA |
4,635 | 202,677 | ||||||
Carrefour SA |
18,135 | 466,928 | ||||||
Casino Guichard-Perrachon SA |
1,736 | 166,278 | ||||||
Christian Dior SA |
1,715 | 292,329 | ||||||
CNP Assurances |
4,588 | 70,622 | ||||||
Compagnie de Saint - Gobain |
12,469 | 535,467 | ||||||
Compagnie Generale dOptique Essilor International SA |
6,285 | 633,888 | ||||||
Compagnie Generale de Geophysique-Veritas* |
4,412 | 134,064 | ||||||
Compagnie Generale des Etablissements Michelin |
5,434 | 520,680 | ||||||
Credit Agricole SA* |
30,354 | 247,205 | ||||||
Danone SA |
18,193 | 1,202,362 | ||||||
Dassault Systemes SA |
1,851 | 206,955 | ||||||
Edenred |
4,952 | 153,157 | ||||||
Electricite de France |
7,495 | 138,886 | ||||||
Eramet |
165 | 24,454 | ||||||
Eurazeo |
1,010 | 48,901 | ||||||
European Aeronautic Defence and Space Co. |
12,641 | 498,324 | ||||||
Eutelsat Communications |
3,101 | 103,140 | ||||||
Fonciere Des Regions |
867 | 72,961 | ||||||
France Telecom SA |
58,304 | 646,814 | ||||||
GDF SUEZ |
38,560 | 794,184 | ||||||
Gecina SA |
688 | 77,911 | ||||||
Groupe Eurotunnel SA |
16,340 | 126,974 | ||||||
ICADE REIT |
731 | 65,265 | ||||||
Iliad SA |
598 | 102,753 | ||||||
Imerys |
1,063 | 68,179 | ||||||
JCDecaux SA |
2,086 | 49,791 | ||||||
Klepierre |
3,268 | 130,620 | ||||||
LOreal SA |
7,470 | 1,039,394 | ||||||
Lagardere SCA |
3,723 | 125,226 | ||||||
Legrand SA |
6,255 | 265,438 | ||||||
LVMH Moet Hennessy Louis Vuitton SA |
8,575 | 1,582,578 | ||||||
Metropole Television SA |
1,825 | 28,689 | ||||||
Natixis |
27,402 | 93,663 | ||||||
Pernod-Ricard SA |
7,068 | 820,036 | ||||||
Peugeot SA*(c) |
4,680 | 34,152 | ||||||
PPR |
2,381 | 447,177 | ||||||
Publicis Groupe SA |
5,898 | 354,842 | ||||||
Remy Cointreau SA |
753 | 82,366 | ||||||
Renault SA |
5,976 | 324,545 | ||||||
Safran SA |
7,610 | 329,566 | ||||||
Sanofi-Aventis |
39,416 | 3,737,813 |
See Notes to Schedules of Portfolio Investments.
Schneider Electric SA |
17,438 | 1,277,172 | ||||||
Scor SE |
5,276 | 142,602 | ||||||
Societe BIC SA |
905 | 108,480 | ||||||
Societe Generale* |
23,206 | 882,349 | ||||||
Societe Lafarge(b) |
6,229 | 396,546 | ||||||
Sodexo |
2,931 | 247,665 | ||||||
Suez Environnement SA |
8,307 | 100,206 | ||||||
Technip SA |
3,029 | 350,261 | ||||||
Thales SA |
3,120 | 108,709 | ||||||
Total SA |
70,974 | 3,692,984 | ||||||
Unibail-Rodamco |
2,854 | 692,104 | ||||||
Vallourec SA |
3,455 | 181,360 | ||||||
Veolia Environnement SA |
10,802 | 130,953 | ||||||
Vinci SA |
13,814 | 665,104 | ||||||
Vivendi SA |
39,789 | 899,865 | ||||||
Wendel SA |
1,018 | 104,937 | ||||||
Zodiac Aerospace |
1,139 | 126,100 | ||||||
|
|
|||||||
33,015,558 | ||||||||
|
|
|||||||
Germany 12.7%(a) |
||||||||
Adidas AG |
9,768 | 871,786 | ||||||
Allianz SE |
21,148 | 2,947,967 | ||||||
Axel Springer AG |
1,883 | 80,611 | ||||||
BASF SE |
42,439 | 4,013,027 | ||||||
Bayer AG |
38,742 | 3,694,508 | ||||||
Bayerische Motoren Werke AG |
15,216 | 1,480,684 | ||||||
Beiersdorf AG |
4,744 | 388,442 | ||||||
Brenntag AG |
2,521 | 332,130 | ||||||
Celesio AG |
4,074 | 70,566 | ||||||
Commerzbank AG* |
172,423 | 330,320 | ||||||
Continental AG |
3,721 | 433,695 | ||||||
Daimler AG |
42,850 | 2,359,131 | ||||||
Deutsche Bank AG |
43,979 | 1,934,847 | ||||||
Deutsche Boerse AG |
9,282 | 569,191 | ||||||
Deutsche Lufthansa AG |
10,883 | 205,735 | ||||||
Deutsche Post AG |
39,759 | 875,712 | ||||||
Deutsche Telekom AG |
132,126 | 1,503,977 | ||||||
E.ON AG |
83,990 | 1,575,318 | ||||||
Fraport AG |
1,734 | 101,155 | ||||||
Fresenius Medical Care AG |
9,135 | 630,425 | ||||||
Fresenius SE |
5,285 | 608,136 | ||||||
GEA Group AG |
7,979 | 259,443 | ||||||
Hannover Rueckversicherung AG |
2,815 | 220,481 | ||||||
Heidelberg Cement AG |
6,607 | 404,294 | ||||||
Henkel AG & Co. KGaA |
6,157 | 422,561 | ||||||
Hochtief AG* |
1,977 | 115,642 | ||||||
Hugo Boss AG |
1,240 | 131,781 | ||||||
Infineon Technologies AG |
51,853 | 422,418 | ||||||
K+S AG |
8,031 | 372,990 | ||||||
Kabel Deutschland Holding AG |
3,435 | 258,537 | ||||||
Lanxess AG |
3,891 | 343,106 | ||||||
Linde AG |
8,758 | 1,532,196 |
See Notes to Schedules of Portfolio Investments.
MAN SE |
2,152 | 231,169 | ||||||
Merck KGaA |
3,075 | 405,269 | ||||||
Metro AG |
6,109 | 169,716 | ||||||
Muenchener Rueckversicherungs AG |
8,499 | 1,534,305 | ||||||
RWE AG |
23,522 | 975,633 | ||||||
Salzgitter AG |
1,835 | 96,170 | ||||||
SAP AG |
43,145 | 3,469,403 | ||||||
Siemens AG |
38,272 | 4,185,066 | ||||||
Suedzucker AG |
3,107 | 127,533 | ||||||
ThyssenKrupp AG |
15,437 | 364,507 | ||||||
United Internet AG |
5,274 | 114,051 | ||||||
Volkswagen AG |
1,350 | 292,865 | ||||||
Wacker Chemie AG(c) |
727 | 47,819 | ||||||
|
|
|||||||
41,504,318 | ||||||||
|
|
|||||||
Greece 1.5%(a) |
||||||||
Alpha Bank AE* |
3,002 | 5,824 | ||||||
Coca-Cola Hellenic Bottling Co. SA* |
152,322 | 3,579,263 | ||||||
National Bank of Greece SA* |
2,244 | 3,881 | ||||||
OPAP SA |
168,700 | 1,209,680 | ||||||
|
|
|||||||
4,798,648 | ||||||||
|
|
|||||||
Guernsey 0.0%(a)(d) |
||||||||
Resolution Ltd. |
17,938 | 72,980 | ||||||
|
|
|||||||
Hong Kong 1.0%(a) |
||||||||
AIA Group Ltd. |
76,681 | 304,143 | ||||||
ASM Pacific Technology Ltd.(c) |
2,140 | 26,273 | ||||||
Bank of East Asia Ltd. |
15,430 | 60,122 | ||||||
BOC Hong Kong Holdings Ltd. |
37,028 | 116,482 | ||||||
Cathay Pacific Airways Ltd. |
12,843 | 23,888 | ||||||
Cheung Kong (Holdings) Ltd. |
14,239 | 221,550 | ||||||
Cheung Kong Infrastructure Holdings Ltd. |
5,854 | 36,160 | ||||||
CLP Holdings Ltd. |
19,366 | 163,086 | ||||||
Esprit Holdings Ltd.(c) |
12,201 | 17,332 | ||||||
Foxconn International Holdings Ltd.* |
22,624 | 11,127 | ||||||
Galaxy Entertainment Group Ltd.* |
13,803 | 55,256 | ||||||
Hang Lung Group Ltd. |
10,503 | 60,493 | ||||||
Hang Lung Properties Ltd. |
24,935 | 100,349 | ||||||
Hang Seng Bank Ltd. |
7,624 | 117,691 | ||||||
Henderson Land Development Co. Ltd. |
12,358 | 88,474 | ||||||
HKT Trust / HKT Ltd. |
2,296 | 2,255 | ||||||
Hong Kong & China Gas Co. Ltd. (The) |
51,828 | 141,725 | ||||||
Hong Kong Electric Holdings Ltd. |
14,700 | 126,310 | ||||||
Hong Kong Exchanges & Clearing Ltd. |
10,339 | 178,928 | ||||||
Hopewell Holdings Ltd. |
6,081 | 26,366 | ||||||
Hutchison Whampoa Ltd. |
21,113 | 223,733 | ||||||
Hysan Development Co. Ltd. |
7,257 | 35,337 | ||||||
Kerry Properties Ltd. |
7,507 | 39,389 | ||||||
Li & Fung Ltd. |
57,707 | 104,436 | ||||||
Lifestyle International Holdings Ltd. |
6,393 | 15,814 | ||||||
Link REIT (The) |
22,576 | 113,209 | ||||||
MTR Corp. |
14,621 | 57,936 |
See Notes to Schedules of Portfolio Investments.
New World Development Ltd. |
36,251 | 57,487 | ||||||
Newton Resources Ltd.* |
391 | 48 | ||||||
Noble Group Ltd. |
61,598 | 59,511 | ||||||
NWS Holdings Ltd. |
14,372 | 24,427 | ||||||
Orient Overseas International Ltd. |
3,031 | 20,030 | ||||||
PCCW Ltd. |
41,824 | 18,541 | ||||||
Shangri-La Asia Ltd. |
16,968 | 34,181 | ||||||
Sino Land Co. Ltd. |
29,602 | 53,894 | ||||||
SJM Holdings Ltd. |
18,210 | 42,977 | ||||||
Sun Hung Kai Properties Ltd. |
14,664 | 223,148 | ||||||
Swire Pacific Ltd. |
7,632 | 95,468 | ||||||
Swire Properties Ltd. |
4,992 | 16,813 | ||||||
Wharf Holdings Ltd. (The) |
16,197 | 129,192 | ||||||
Wheelock & Co. Ltd. |
11,192 | 56,945 | ||||||
Wing Hang Bank Ltd. |
2,364 | 24,932 | ||||||
Yue Yuen Industrial (Holdings) Ltd. |
8,044 | 27,207 | ||||||
|
|
|||||||
3,352,665 | ||||||||
|
|
|||||||
Ireland 0.9% |
||||||||
CRH PLC(a) |
56,848 | 1,156,067 | ||||||
Elan Corp. PLC*(a) |
39,981 | 409,950 | ||||||
Experian PLC(a) |
12,467 | 200,929 | ||||||
Irish Bank Resolution Corp. Ltd.*(a)(c) |
8,839 | | ||||||
Irish Bank Resolution Corp. Ltd.*(a)(b) |
131,459 | | ||||||
James Hardie Industries SE(a) |
7,824 | 75,751 | ||||||
Kerry Group PLC, Cl A(a) |
11,939 | 630,629 | ||||||
Prothena Corp. PLC* |
975 | 7,147 | ||||||
Ryanair Holdings PLC(a) |
15,304 | 96,283 | ||||||
WPP PLC(a) |
15,987 | 233,557 | ||||||
|
|
|||||||
2,810,313 | ||||||||
|
|
|||||||
Israel 0.8% |
||||||||
Bank Hapoalim BM*(a) |
40,138 | 172,210 | ||||||
Bank Leumi Le-Israel BM*(a) |
45,258 | 154,050 | ||||||
Bezeq Israeli Telecommunication Corp. Ltd.(a) |
64,124 | 74,275 | ||||||
Cellcom Israel Ltd.(a) |
2,034 | 16,978 | ||||||
Delek Group Ltd.(a) |
179 | 42,121 | ||||||
Elbit Systems Ltd.(a) |
902 | 36,193 | ||||||
Israel Chemicals Ltd.(a) |
16,574 | 199,603 | ||||||
Israel Corp. Ltd. (The)(a) |
89 | 58,543 | ||||||
Mellanox Technologies Ltd.*(a) |
1,382 | 85,603 | ||||||
Mizrahi Tefahot Bank Ltd.*(a) |
4,631 | 48,027 | ||||||
NICE Systems Ltd.*(a) |
2,362 | 79,111 | ||||||
Partner Communications Co. Ltd. |
3,171 | 19,076 | ||||||
Teva Pharmaceutical Industries Ltd.(a) |
40,286 | 1,497,006 | ||||||
Teva Pharmaceutical Industries Ltd. SP ADR |
2,682 | 100,146 | ||||||
|
|
|||||||
2,582,942 | ||||||||
|
|
|||||||
Italy 8.2%(a) |
||||||||
A2A SpA |
3,339 | 1,935 | ||||||
Assicurazioni Generali SpA |
133,531 | 2,440,239 | ||||||
Atlantia SpA |
38,192 | 693,512 | ||||||
Autogrill SpA |
10,298 | 118,988 |
See Notes to Schedules of Portfolio Investments.
Banca Monte dei Paschi di Siena SpA*(c) |
479,628 | 143,455 | ||||||
Banco Popolare Scarl* |
163,170 | 271,704 | ||||||
Enel Green Power SpA |
160,915 | 299,747 | ||||||
Enel SpA |
760,444 | 3,163,052 | ||||||
Eni SpA |
288,099 | 7,057,711 | ||||||
Exor SpA |
5,759 | 145,138 | ||||||
Fiat Industrial SpA |
100,185 | 1,097,584 | ||||||
Fiat SpA*(c) |
103,442 | 521,080 | ||||||
Finmeccanica SpA* |
36,688 | 212,321 | ||||||
Intesa Sanpaolo SpA |
1,138,089 | 1,968,110 | ||||||
Intesa Sanpaolo SpA - RSP |
85,768 | 121,813 | ||||||
Luxottica Group SpA |
13,494 | 556,962 | ||||||
Mediaset SpA |
64,764 | 134,550 | ||||||
Mediobanca SpA |
48,930 | 302,242 | ||||||
Pirelli & C SpA |
21,321 | 245,654 | ||||||
Prysmian SpA |
23,455 | 468,185 | ||||||
Saipem SpA |
30,934 | 1,204,971 | ||||||
Snam Rete Gas SpA |
183,941 | 858,556 | ||||||
Telecom Italia SpA |
1,069,223 | 969,856 | ||||||
Telecom Italia SpA |
689,331 | 548,631 | ||||||
Terna SpA |
147,442 | 590,026 | ||||||
UniCredit SpA* |
465,628 | 2,292,963 | ||||||
Unione di Banche Italiane ScpA |
97,790 | 456,004 | ||||||
|
|
|||||||
26,884,989 | ||||||||
|
|
|||||||
Japan 21.0% |
||||||||
ABC-Mart, Inc.(a) |
1,123 | 48,890 | ||||||
ADVANTEST Corp.(a) |
5,156 | 81,429 | ||||||
AEON Co. Ltd.(a) |
17,705 | 202,342 | ||||||
AEON Credit Service Co. Ltd.(a) |
2,894 | 58,559 | ||||||
AEON Mall Co. Ltd.(a) |
2,744 | 67,505 | ||||||
Air Water, Inc.(a) |
6,830 | 87,416 | ||||||
Aisin Seiki Co. Ltd.(a) |
6,617 | 206,630 | ||||||
Ajinomoto Co., Inc.(a) |
19,926 | 263,670 | ||||||
Alfresa Holdings Corp.(a) |
1,429 | 55,856 | ||||||
All Nippon Airways Co. Ltd.(a)(c) |
30,235 | 63,521 | ||||||
Amada Co. Ltd.(a) |
13,807 | 89,843 | ||||||
Aozora Bank Ltd.(a) |
20,660 | 63,524 | ||||||
Asahi Breweries Ltd.(a) |
11,421 | 243,184 | ||||||
Asahi Glass Co. Ltd.(a) |
35,262 | 257,469 | ||||||
Asahi Kasei Corp.(a) |
38,287 | 226,395 | ||||||
ASICS Corp.(a) |
5,221 | 79,759 | ||||||
Astellas Pharma, Inc.(a) |
13,129 | 590,301 | ||||||
Bank of Kyoto Ltd. (The)(a) |
12,469 | 105,601 | ||||||
Bank of Yokohama Ltd. (The)(a) |
37,660 | 175,104 | ||||||
Benesse Holdings, Inc.(a) |
2,486 | 103,458 | ||||||
Bridgestone Corp.(a) |
19,294 | 502,253 | ||||||
Brother Industries Ltd.(a) |
8,498 | 91,485 | ||||||
Canon, Inc.(a) |
33,305 | 1,290,893 | ||||||
Casio Computer Co. Ltd.(a)(c) |
8,395 | 73,685 | ||||||
Central Japan Railway Co.(a) |
4,500 | 365,217 | ||||||
Chiba Bank Ltd. (The)(a) |
22,999 | 134,732 |
See Notes to Schedules of Portfolio Investments.
Chiyoda Corp.(a) |
7,179 | 102,840 | ||||||
Chubu Electric Power Co., Inc.(a) |
19,150 | 255,552 | ||||||
Chugai Pharmaceutical Co. Ltd.(a) |
7,763 | 148,740 | ||||||
Chugoku Bank Ltd. (The)(a) |
6,135 | 85,631 | ||||||
Chugoku Electric Power Co., Inc. (The)(a) |
10,589 | 166,631 | ||||||
Chuo Mitsui Trust Holdings, Inc.(a) |
91,910 | 323,827 | ||||||
Citizen Holdings Co. Ltd.(a) |
9,186 | 48,524 | ||||||
Coca-Cola West Co. Ltd.(a) |
2,185 | 33,737 | ||||||
Cosmo Oil Co. Ltd.(a) |
21,080 | 47,211 | ||||||
Credit Saison Co. Ltd.(a) |
5,225 | 130,691 | ||||||
Dai Nippon Printing Co. Ltd.(a) |
21,230 | 166,474 | ||||||
Dai-ichi Life Insurance Co. Ltd. (The)(a) |
251 | 353,172 | ||||||
Daicel Corp.(a) |
11,771 | 77,881 | ||||||
Daido Steel Co. Ltd.(a) |
10,950 | 55,525 | ||||||
Daihatsu Motor Co. Ltd.(a) |
7,899 | 157,371 | ||||||
Daiichi Sankyo Co. Ltd.(a) |
19,674 | 302,039 | ||||||
Daikin Industries Ltd.(a) |
7,885 | 270,843 | ||||||
Dainippon Sumitomo Pharma Co. Ltd.(a) |
5,483 | 65,871 | ||||||
Daito Trust Construction Co. Ltd.(a) |
2,163 | 204,425 | ||||||
Daiwa House Industry Co. Ltd.(a) |
16,232 | 279,073 | ||||||
Daiwa Securities Group, Inc.(a) |
49,323 | 275,175 | ||||||
DeNa Co. Ltd.(a) |
3,563 | 117,539 | ||||||
Denki Kagaku Kogyo Kabushiki Kaisha(a) |
18,384 | 62,943 | ||||||
DENSO Corp.(a) |
14,493 | 504,707 | ||||||
Dentsu, Inc.(a) |
6,319 | 169,259 | ||||||
East Japan Railway Co.(a) |
9,972 | 644,830 | ||||||
Eisai Co. Ltd.(a) |
7,477 | 312,111 | ||||||
Electric Power Development Co. Ltd.(a) |
4,220 | 100,089 | ||||||
Elpida Memory, Inc.*(a) |
7,744 | 89 | ||||||
FamilyMart Co. Ltd.(a) |
2,262 | 93,190 | ||||||
FANUC Ltd.(a) |
5,724 | 1,064,947 | ||||||
Fast Retailing Co. Ltd.(a) |
1,654 | 422,119 | ||||||
Fuji Electric Holdings Co. Ltd.(a) |
21,146 | 52,028 | ||||||
Fuji Heavy Industries Ltd.(a) |
21,518 | 271,349 | ||||||
FUJIFILM Holdings Corp.(a) |
13,693 | 275,501 | ||||||
Fujitsu Ltd.(a) |
55,204 | 231,524 | ||||||
Fukuoka Financial Group, Inc.(a) |
29,254 | 117,156 | ||||||
Furukawa Electric Co. Ltd.*(a) |
21,334 | 47,983 | ||||||
Gree, Inc.(a)(c) |
3,298 | 51,183 | ||||||
GS Yuasa Corp.(a)(c) |
13,321 | 53,708 | ||||||
Gunma Bank Ltd. (The)(a) |
14,490 | 70,893 | ||||||
Hachijuni Bank Ltd. (The)(a) |
16,268 | 81,617 | ||||||
Hakuhodo DY Holdings, Inc.(a) |
808 | 52,287 | ||||||
Hamamatsu Photonics K.K.(a) |
2,420 | 87,988 | ||||||
Hankyu Hanshin Holdings, Inc.(a) |
33,000 | 170,621 | ||||||
Hino Motors Ltd.(a) |
10,909 | 98,604 | ||||||
Hirose Electric Co. Ltd.(a) |
1,295 | 155,062 | ||||||
Hiroshima Bank Ltd. (The)(a) |
713 | 2,990 | ||||||
Hisamitsu Pharmaceutical Co., Inc.(a) |
2,180 | 108,499 | ||||||
Hitachi Chemical Co. Ltd.(a) |
3,686 | 55,560 | ||||||
Hitachi Construction Machinery Co. Ltd.(a) |
3,793 | 79,770 |
See Notes to Schedules of Portfolio Investments.
Hitachi High-Technologies Corp.(a) |
2,138 | 44,243 | ||||||
Hitachi Ltd.(a) |
134,314 | 790,371 | ||||||
Hitachi Metals Ltd.(a) |
7,549 | 64,377 | ||||||
Hokkaido Electric Power Co., Inc.(a) |
6,612 | 80,268 | ||||||
Hokuriku Electric Power Co.(a) |
6,346 | 75,312 | ||||||
Honda Motor Co. Ltd.(a) |
48,511 | 1,796,587 | ||||||
Hoya Corp.(a) |
12,860 | 253,392 | ||||||
Ibiden Co. Ltd.(a) |
4,334 | 69,353 | ||||||
Idemitsu Kosan Co. Ltd.(a) |
924 | 80,516 | ||||||
IHI Corp.(a) |
47,016 | 121,917 | ||||||
Inpex Corp.(a) |
66 | 352,992 | ||||||
Isetan Mitsukoshi Holdings Ltd.(a) |
13,183 | 129,014 | ||||||
Isuzu Motors Ltd.(a) |
35,565 | 212,231 | ||||||
ITOCHU Corp.(a) |
42,719 | 451,501 | ||||||
Itochu Techno-Solutions Corp.(a) |
1,155 | 47,561 | ||||||
Iyo Bank Ltd. (The)(a) |
10,423 | 82,622 | ||||||
J. Front Retailing Co. Ltd.(a) |
17,755 | 98,405 | ||||||
Japan Petroleum Exploration Co.(a) |
1,122 | 39,626 | ||||||
Japan Prime Realty Investment Corp. REIT(a) |
24 | 69,365 | ||||||
Japan Real Estate Investment Corp. REIT(a) |
18 | 177,338 | ||||||
Japan Retail Fund Investment Corp. REIT(a) |
57 | 104,781 | ||||||
Japan Steel Works Ltd. (The)(a) |
12,640 | 82,349 | ||||||
Japan Tobacco, Inc.(a) |
26,000 | 734,483 | ||||||
JFE Holdings, Inc.(a) |
13,644 | 257,144 | ||||||
JGC Corp.(a) |
6,708 | 209,031 | ||||||
Joyo Bank Ltd. (The)(a) |
22,592 | 107,341 | ||||||
JS Group Corp.(a) |
7,812 | 174,251 | ||||||
JSR Corp.(a) |
6,357 | 121,340 | ||||||
JTEKT Corp.(a) |
7,746 | 73,846 | ||||||
Jupiter Telecommunications Co. Ltd.(a) |
63 | 78,118 | ||||||
JX Holdings, Inc.(a) |
66,707 | 376,612 | ||||||
Kajima Corp.(a) |
30,502 | 100,922 | ||||||
Kamigumi Co. Ltd.(a) |
10,563 | 84,280 | ||||||
Kaneka Corp.(a) |
11,076 | 56,041 | ||||||
Kansai Electric Power Co., Inc. (The)(a) |
21,917 | 230,175 | ||||||
Kansai Paint Co. Ltd.(a) |
9,377 | 101,055 | ||||||
Kao Corp.(a) |
14,739 | 384,062 | ||||||
Kawasaki Heavy Industries Ltd.(a) |
50,674 | 137,809 | ||||||
Kawasaki Kisen Kaisha Ltd.*(a)(c) |
26,829 | 41,199 | ||||||
KDDI Corp.(a) |
7,700 | 544,369 | ||||||
Keikyu Corp.(a) |
17,975 | 159,575 | ||||||
Keio Corp.(a) |
21,210 | 158,123 | ||||||
Keisei Electric Railway Co. Ltd.(a) |
10,824 | 91,342 | ||||||
Keyence Corp.(a) |
1,286 | 356,639 | ||||||
Kikkoman Corp.(a) |
7,267 | 103,767 | ||||||
Kinden Corp.(a) |
6,098 | 39,739 | ||||||
Kintetsu Corp.(a)(c) |
48,601 | 199,153 | ||||||
Kirin Holdings Co. Ltd.(a) |
26,518 | 312,011 | ||||||
Kobe Steel Ltd.*(a) |
88,382 | 112,928 | ||||||
Koito Manufacturing Co. Ltd.(a) |
4,484 | 65,395 | ||||||
Komatsu Ltd.(a) |
26,941 | 691,316 |
See Notes to Schedules of Portfolio Investments.
Konami Corp.(a) |
3,316 | 74,674 | ||||||
Konica Minolta Holdings, Inc.(a) |
17,381 | 125,079 | ||||||
Kubota Corp.(a) |
33,348 | 383,415 | ||||||
Kuraray Co. Ltd.(a) |
12,002 | 157,336 | ||||||
Kurita Water Industries Ltd.(a) |
4,131 | 90,721 | ||||||
Kyocera Corp.(a) |
4,669 | 423,316 | ||||||
Kyowa Hakko Kirin Co. Ltd.(a) |
11,038 | 108,892 | ||||||
Kyushu Electric Power Co., Inc.(a) |
14,561 | 166,013 | ||||||
Lawson, Inc.(a) |
2,110 | 143,132 | ||||||
Mabuchi Motor Co. Ltd.(a) |
1,073 | 45,757 | ||||||
Makita Corp.(a) |
4,100 | 190,463 | ||||||
Marubeni Corp.(a) |
49,541 | 355,468 | ||||||
Marui Group Co. Ltd.(a) |
7,794 | 62,264 | ||||||
Maruichi Steel Tube Ltd.(a) |
1,762 | 40,609 | ||||||
Mazda Motor Corp.*(a) |
53,162 | 109,105 | ||||||
McDonalds Holdings Co. (Japan) Ltd.(a)(c) |
2,425 | 63,991 | ||||||
Medipal Holdings Corp.(a) |
5,120 | 56,767 | ||||||
Meiji Holdings Co. Ltd.(a) |
2,508 | 108,766 | ||||||
Miraca Holdings, Inc.(a) |
2,093 | 84,391 | ||||||
Mitsubishi Chemical Holdings Corp.(a) |
39,651 | 197,524 | ||||||
Mitsubishi Corp.(a) |
41,063 | 790,584 | ||||||
Mitsubishi Electric Corp.(a) |
57,627 | 490,657 | ||||||
Mitsubishi Estate Co. Ltd.(a) |
36,440 | 872,399 | ||||||
Mitsubishi Gas Chemical Co., Inc.(a) |
14,246 | 87,383 | ||||||
Mitsubishi Heavy Industries Ltd.(a) |
90,624 | 438,369 | ||||||
Mitsubishi Logistics Corp.(a) |
5,298 | 76,022 | ||||||
Mitsubishi Materials Corp.(a) |
41,417 | 141,591 | ||||||
Mitsubishi Motors Corp.*(a) |
136,041 | 140,652 | ||||||
Mitsubishi Tanabe Pharma Corp.(a) |
7,766 | 101,282 | ||||||
Mitsubishi UFJ Financial Group, Inc.(a) |
380,624 | 2,059,600 | ||||||
Mitsubishi UFJ Lease & Finance Co. Ltd.(a) |
2,044 | 87,925 | ||||||
Mitsui & Co. Ltd.(a) |
51,169 | 766,965 | ||||||
Mitsui Chemicals, Inc.(a) |
29,183 | 76,053 | ||||||
Mitsui Fudosan Co. Ltd.(a) |
25,236 | 617,350 | ||||||
Mitsui O.S.K. Lines Ltd.(a) |
41,908 | 124,842 | ||||||
Mizuho Financial Group, Inc.(a) |
660,013 | 1,210,124 | ||||||
MS&AD Insurance Group Holdings, Inc.(a) |
15,055 | 300,452 | ||||||
Murata Manufacturing Co. Ltd.(a) |
6,186 | 364,921 | ||||||
Nabtesco Corp.(a) |
3,354 | 74,916 | ||||||
Namco Bandai Holdings, Inc.(a) |
6,903 | 89,478 | ||||||
NEC Corp.*(a) |
93,648 | 197,535 | ||||||
NGK Insulators Ltd.(a) |
10,762 | 127,666 | ||||||
NGK Spark Plug Co. Ltd.(a) |
7,568 | 100,816 | ||||||
NHK Spring Co. Ltd.(a) |
5,213 | 42,955 | ||||||
Nidec Corp.(a) |
3,339 | 194,994 | ||||||
Nikon Corp.(a) |
10,132 | 299,141 | ||||||
Nintendo Co. Ltd.(a) |
3,251 | 347,133 | ||||||
Nippon Building Fund, Inc. REIT(a) |
21 | 217,240 | ||||||
Nippon Electric Glass Co. Ltd.(a) |
14,541 | 82,796 | ||||||
Nippon Express Co. Ltd.(a) |
31,069 | 128,385 | ||||||
Nippon Meat Packers, Inc.(a) |
8,001 | 110,910 |
See Notes to Schedules of Portfolio Investments.
Nippon Paper Group, Inc.(a)(c) |
3,520 | 48,908 | ||||||
Nippon Sheet Glass Co. Ltd.(a) |
32,197 | 42,569 | ||||||
Nippon Steel Corp.(a) |
240,450 | 592,029 | ||||||
Nippon Telegraph & Telephone Corp.(a) |
12,684 | 534,034 | ||||||
Nippon Yusen Kabushiki Kaisha(a) |
52,966 | 124,673 | ||||||
Nishi-Nippon City Bank Ltd. (The)(a) |
24,627 | 61,108 | ||||||
Nissan Motor Co. Ltd.(a) |
70,418 | 668,187 | ||||||
Nisshin Seifun Group, Inc.(a) |
7,238 | 90,577 | ||||||
Nisshin Steel Holdings Co. Ltd.* |
2,528 | 23,052 | ||||||
Nissin Foods Holdings Co. Ltd.(a) |
2,107 | 79,936 | ||||||
Nitori Holdings Co. Ltd.(a) |
1,362 | 99,789 | ||||||
Nitto Denko Corp.(a) |
4,946 | 243,584 | ||||||
NKSJ Holdings, Inc.(a) |
11,000 | 235,940 | ||||||
NOK Corp.(a) |
3,640 | 56,999 | ||||||
Nomura Holdings, Inc.(a) |
108,584 | 642,740 | ||||||
Nomura Real Estate Holdings, Inc.(a) |
3,359 | 64,232 | ||||||
Nomura Real Estate Office Fund, Inc. REIT(a) |
11 | 63,366 | ||||||
Nomura Research Institute Ltd.(a) |
3,508 | 73,074 | ||||||
NSK Ltd.(a) |
16,323 | 116,149 | ||||||
NTN Corp.(a) |
17,962 | 48,684 | ||||||
NTT Data Corp.(a) |
45 | 140,860 | ||||||
NTT DoCoMo, Inc.(a) |
443 | 638,593 | ||||||
NTT Urban Development Corp.(a) |
42 | 40,737 | ||||||
Obayashi Corp.(a) |
22,583 | 127,325 | ||||||
Odakyu Electric Railway Co. Ltd.(a) |
19,207 | 199,834 | ||||||
OJI Paper Co. Ltd.(a) |
30,651 | 105,726 | ||||||
Olympus Corp.*(a) |
7,384 | 143,255 | ||||||
Omron Corp.(a) |
7,100 | 170,424 | ||||||
Ono Pharmaceutical Co. Ltd.(a) |
2,455 | 125,412 | ||||||
Oracle Corp. Japan(a) |
1,485 | 61,862 | ||||||
Oriental Land Co. Ltd.(a) |
1,538 | 186,258 | ||||||
ORIX Corp.(a) |
3,090 | 349,042 | ||||||
Osaka Gas Co. Ltd.(a) |
56,408 | 204,892 | ||||||
Otsuka Corp.(a) |
742 | 56,140 | ||||||
Otsuka Holdings Co. Ltd.(a) |
8,895 | 250,583 | ||||||
Panasonic Corp.(a)(c) |
63,844 | 390,178 | ||||||
Rakuten, Inc.(a) |
21,400 | 166,887 | ||||||
Resona Holdings, Inc.(a) |
52,739 | 241,142 | ||||||
Ricoh Co. Ltd.(a)(c) |
20,418 | 216,726 | ||||||
Rinnai Corp.(a) |
1,300 | 88,327 | ||||||
Rohm Co. Ltd.(a) |
3,487 | 113,989 | ||||||
Sankyo Co. Ltd.(a) |
2,048 | 81,265 | ||||||
Sanrio Co. Ltd.(a)(c) |
1,700 | 54,237 | ||||||
Santen Pharmaceutical Co. Ltd.(a) |
2,765 | 106,212 | ||||||
SBI Holdings, Inc.(a)(c) |
7,140 | 63,827 | ||||||
Secom Co. Ltd.(a) |
6,366 | 320,733 | ||||||
Sega Sammy Holdings, Inc.(a) |
5,830 | 98,406 | ||||||
Seiko Epson Corp.(a)(c) |
4,656 | 37,978 | ||||||
Sekisui Chemical Co. Ltd.(a) |
16,187 | 141,211 | ||||||
Sekisui House Ltd.(a) |
16,975 | 185,871 | ||||||
Seven & I Holdings Co. Ltd.(a) |
21,858 | 616,193 |
See Notes to Schedules of Portfolio Investments.
Seven Bank Ltd.(a) |
18,500 | 48,799 | ||||||
Sharp Corp.(a)(c) |
34,876 | 122,862 | ||||||
Shikoku Electric Power Co., Inc.(a) |
6,545 | 104,414 | ||||||
Shimadzu Corp.(a) |
9,922 | 67,705 | ||||||
Shimamura Co. Ltd.(a) |
930 | 90,373 | ||||||
Shimano, Inc.(a) |
2,262 | 144,843 | ||||||
Shimizu Corp.(a) |
20,779 | 78,111 | ||||||
Shin-Etsu Chemical Co. Ltd.(a) |
11,964 | 730,163 | ||||||
Shinsei Bank Ltd.(a) |
49,015 | 98,105 | ||||||
Shionogi & Co. Ltd.(a) |
10,653 | 177,520 | ||||||
Shiseido Co. Ltd.(a) |
12,603 | 177,897 | ||||||
Shizuoka Bank Ltd. (The)(a) |
17,227 | 168,275 | ||||||
Showa Denko Kabushiki Kaisha(a)(c) |
51,496 | 78,708 | ||||||
Showa Shell Sekiyu Kabushiki Kaisha(a) |
6,569 | 37,209 | ||||||
SMC Corp.(a) |
1,715 | 311,537 | ||||||
Softbank Corp.(a) |
26,145 | 957,984 | ||||||
Sojitz Corp.(a) |
45,090 | 66,667 | ||||||
Sony Corp.(a)(c) |
29,693 | 333,020 | ||||||
Sony Financial Holdings, Inc.(a) |
6,301 | 113,281 | ||||||
Square Enix Holdings Co. Ltd.(a) |
2,179 | 27,719 | ||||||
Stanley Electric Co. Ltd.(a) |
5,090 | 72,345 | ||||||
Sumco Corp.*(a) |
4,201 | 41,323 | ||||||
Sumitomo Chemical Co. Ltd.(a) |
55,076 | 173,569 | ||||||
Sumitomo Corp.(a) |
31,968 | 410,143 | ||||||
Sumitomo Electric Industries Ltd.(a) |
22,185 | 256,432 | ||||||
Sumitomo Heavy Industries Ltd.(a) |
20,687 | 99,143 | ||||||
Sumitomo Metal Mining Co. Ltd.(a) |
16,703 | 235,777 | ||||||
Sumitomo Mitsui Financial Group, Inc.(a) |
38,816 | 1,410,643 | ||||||
Sumitomo Realty & Development Co. Ltd.(a) |
11,736 | 390,971 | ||||||
Sumitomo Rubber Industries Ltd.(a) |
6,068 | 73,376 | ||||||
Suruga Bank Ltd.(a) |
7,451 | 91,640 | ||||||
Suzuken Co. Ltd.(a) |
2,664 | 75,053 | ||||||
Suzuki Motor Corp.(a) |
11,999 | 313,993 | ||||||
Sysmex Corp.(a) |
2,632 | 121,200 | ||||||
T&D Holdings, Inc.(a) |
17,000 | 206,979 | ||||||
Taisei Corp.(a) |
36,704 | 122,051 | ||||||
Taisho Pharmaceutical Holdings Co. Ltd.(a) |
1,400 | 96,156 | ||||||
Taiyo Nippon Sanso Corp.(a) |
11,064 | 63,654 | ||||||
Takashimaya Co. Ltd.(a) |
10,513 | 74,811 | ||||||
Takeda Pharmaceutical Co. Ltd.(a) |
23,178 | 1,035,941 | ||||||
TDK Corp.(a)(c) |
3,668 | 133,577 | ||||||
Teijin Ltd.(a) |
33,202 | 82,685 | ||||||
Terumo Corp.(a) |
4,555 | 180,879 | ||||||
THK Co. Ltd.(a) |
4,248 | 76,403 | ||||||
Tobu Railway Co. Ltd.(a) |
34,830 | 184,709 | ||||||
Toho Co. Ltd.(a) |
4,141 | 72,884 | ||||||
Toho Gas Co. Ltd.(a) |
14,843 | 79,595 | ||||||
Tohoku Electric Power Co., Inc.*(a) |
16,513 | 153,976 | ||||||
Tokio Marine Holdings, Inc.(a) |
20,915 | 582,676 | ||||||
Tokyo Electric Power Co., Inc. (The)*(a) |
53,059 | 127,875 | ||||||
Tokyo Electron Ltd.(a) |
5,085 | 234,526 |
See Notes to Schedules of Portfolio Investments.
Tokyo Gas Co. Ltd.(a) |
73,126 | 334,117 | ||||||
Tokyu Corp.(a) |
40,940 | 230,645 | ||||||
Tokyu Land Corp.(a) |
15,984 | 117,116 | ||||||
TonenGeneral Sekiyu Kabushiki Kaisha(a) |
11,223 | 97,054 | ||||||
Toppan Printing Co. Ltd.(a) |
21,351 | 132,357 | ||||||
Toray Industries, Inc.(a) |
45,003 | 276,454 | ||||||
Toshiba Corp.(a) |
112,922 | 446,970 | ||||||
Tosoh Corp.(a) |
18,787 | 45,202 | ||||||
TOTO Ltd.(a) |
11,861 | 89,172 | ||||||
Toyo Seikan Kaisha Ltd.(a) |
5,473 | 73,751 | ||||||
Toyo Suisan Kaisha Ltd.(a) |
4,080 | 108,706 | ||||||
Toyoda Gosei Co. Ltd.(a) |
2,228 | 45,288 | ||||||
Toyota Boshoku Corp.(a) |
2,277 | 26,400 | ||||||
Toyota Industries Corp.(a) |
4,906 | 156,629 | ||||||
Toyota Motor Corp.(a) |
81,026 | 3,783,600 | ||||||
Toyota Tsusho Corp.(a) |
7,375 | 182,035 | ||||||
Trend Micro, Inc.(a) |
3,619 | 109,348 | ||||||
Tsumura & Co.(a) |
2,080 | 62,880 | ||||||
Ube Industries Ltd.(a) |
35,321 | 84,849 | ||||||
Uni-Charm Corp.(a) |
3,552 | 184,578 | ||||||
Ushio, Inc.(a) |
3,650 | 40,025 | ||||||
USS Co. Ltd.(a) |
774 | 80,596 | ||||||
West Japan Railway Co.(a) |
5,000 | 196,983 | ||||||
Yahoo Japan Corp.(a) |
513 | 166,107 | ||||||
Yakult Honsha Co. Ltd.(a) |
3,510 | 153,745 | ||||||
Yamada Denki Co. Ltd.(a) |
2,849 | 110,117 | ||||||
Yamaguchi Financial Group, Inc.(a) |
8,991 | 79,403 | ||||||
Yamaha Corp.(a) |
5,511 | 58,449 | ||||||
Yamaha Motor Co. Ltd.(a) |
9,718 | 107,653 | ||||||
Yamato Holdings Co. Ltd.(a) |
10,993 | 167,061 | ||||||
Yamato Kogyo Co. Ltd.(a) |
1,565 | 45,835 | ||||||
Yamazaki Baking Co. Ltd.(a) |
5,602 | 62,421 | ||||||
Yaskawa Electric Corp.(a) |
9,063 | 87,458 | ||||||
Yokogawa Electric Corp.(a) |
7,282 | 79,849 | ||||||
|
|
|||||||
68,577,891 | ||||||||
|
|
|||||||
Jersey 0.1%(a) |
||||||||
Petrofac Ltd. |
3,296 | 88,089 | ||||||
Randgold Resources Ltd. |
1,161 | 114,854 | ||||||
Shire PLC |
7,239 | 222,680 | ||||||
|
|
|||||||
425,623 | ||||||||
|
|
|||||||
Luxembourg 0.6%(a) |
||||||||
ArcelorMittal |
26,631 | 464,323 | ||||||
Millicom International Cellular SA |
1,318 | 114,404 | ||||||
SES |
9,313 | 268,221 | ||||||
Tenaris SA |
54,256 | 1,131,258 | ||||||
|
|
|||||||
1,978,206 | ||||||||
|
|
|||||||
Mauritius 0.0%(a)(d) |
||||||||
Essar Energy PLC* |
4,128 | 8,116 | ||||||
Golden Agri-Resources Ltd. |
108,525 | 58,403 | ||||||
|
|
|||||||
66,519 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Netherlands 3.3%(a) |
| |||||||
Aegon NV |
65,503 | 423,137 | ||||||
Akzo Nobel NV |
8,790 | 581,869 | ||||||
ASML Holding NV |
12,642 | 810,792 | ||||||
Corio NV REIT |
2,288 | 104,919 | ||||||
DE Master Blenders 1753 NV* |
23,370 | 268,491 | ||||||
Delta Lloyd NV |
3,812 | 62,798 | ||||||
Fugro NV |
2,546 | 151,074 | ||||||
Gemalto |
2,779 | 250,846 | ||||||
Heineken Holding NV |
4,420 | 243,377 | ||||||
Heineken NV |
8,885 | 595,681 | ||||||
ING Groep NV* |
145,627 | 1,383,163 | ||||||
Koninklijke Ahold NV |
34,797 | 466,593 | ||||||
Koninklijke Boskalis Westminster NV |
2,684 | 121,497 | ||||||
Koninklijke DSM NV |
5,852 | 356,654 | ||||||
Koninklijke KPN NV |
38,223 | 189,025 | ||||||
Koninklijke Philips Electronics NV |
37,925 | 1,004,261 | ||||||
Koninklijke Vopak NV |
2,682 | 189,584 | ||||||
QIAGEN NV* |
11,020 | 200,136 | ||||||
Randstad Holding NV |
4,481 | 166,322 | ||||||
Reed Elsevier NV |
26,016 | 385,757 | ||||||
SBM Offshore NV* |
6,134 | 86,506 | ||||||
TNT Express NV |
13,858 | 154,808 | ||||||
Unilever NV |
62,136 | 2,377,547 | ||||||
Wolters Kluwer NV |
11,416 | 234,504 | ||||||
|
|
|||||||
10,809,341 | ||||||||
|
|
|||||||
New Zealand 0.6%(a) |
||||||||
Auckland International Airport Ltd. |
133,725 | 295,994 | ||||||
Contact Energy Ltd.* |
51,073 | 220,530 | ||||||
Fletcher Building Ltd. |
103,667 | 727,670 | ||||||
Sky City Entertainment Group Ltd. |
83,789 | 263,129 | ||||||
Telecom Corp. of New Zealand Ltd. |
290,803 | 550,435 | ||||||
|
|
|||||||
2,057,758 | ||||||||
|
|
|||||||
Norway 1.7%(a) |
||||||||
Aker Solutions ASA |
9,274 | 192,052 | ||||||
DnB NOR ASA |
55,080 | 704,014 | ||||||
Gjensidige Forsikring ASA |
11,256 | 161,755 | ||||||
Kvaerner ASA |
9,274 | 27,354 | ||||||
Norsk Hydro ASA |
52,357 | 265,739 | ||||||
Orkla ASA |
43,232 | 378,865 | ||||||
Renewable Energy Corp. ASA*(c) |
28,681 | 5,590 | ||||||
Seadrill Ltd. |
19,866 | 731,901 | ||||||
StatoilHydro ASA |
67,276 | 1,695,665 | ||||||
Telenor ASA |
44,469 | 905,470 | ||||||
Yara International ASA |
11,502 | 573,474 | ||||||
|
|
|||||||
5,641,879 | ||||||||
|
|
|||||||
Portugal 0.9%(a) |
||||||||
Banco Espirito Santo SA* |
303,844 | 361,378 | ||||||
EDP - Energias de Portugal SA |
317,246 | 964,994 | ||||||
Galp Energia SGPS SA |
38,839 | 605,025 |
See Notes to Schedules of Portfolio Investments.
Jeronimo Martins SGPS SA |
31,882 | 616,483 | ||||||
Portugal Telecom SGPS SA |
110,230 | 548,923 | ||||||
|
|
|||||||
3,096,803 | ||||||||
|
|
|||||||
Singapore 1.0%(a) |
||||||||
Ascendas REIT |
29,653 | 58,029 | ||||||
CapitaLand Ltd. |
41,395 | 127,418 | ||||||
CapitaMall Trust REIT |
30,901 | 54,301 | ||||||
CapitaMalls Asia Ltd. |
21,618 | 34,817 | ||||||
City Developments Ltd. |
9,673 | 103,453 | ||||||
ComfortDelGro Corp. Ltd. |
30,404 | 44,728 | ||||||
Cosco Corp. (Singapore) Ltd. |
17,348 | 12,930 | ||||||
DBS Group Holdings Ltd. |
29,475 | 361,850 | ||||||
Fraser and Neave Ltd. |
15,484 | 123,726 | ||||||
Genting Singapore PLC |
97,031 | 111,475 | ||||||
Global Logistic Properties Ltd. |
30,512 | 70,566 | ||||||
Jardine Cycle & Carriage Ltd. |
2,240 | 89,219 | ||||||
Keppel Corp. Ltd. |
22,216 | 202,867 | ||||||
Keppel Land Ltd. |
12,331 | 41,300 | ||||||
Neptune Orient Lines Ltd.* |
15,505 | 14,765 | ||||||
Olam International Ltd.(c) |
21,369 | 27,449 | ||||||
Oversea-Chinese Banking Corp. Ltd. |
41,697 | 335,994 | ||||||
SembCorp Industries Ltd. |
16,678 | 72,721 | ||||||
SembCorp Marine Ltd. |
14,764 | 56,401 | ||||||
Singapore Airlines Ltd. |
10,241 | 90,833 | ||||||
Singapore Exchange Ltd. |
14,207 | 82,558 | ||||||
Singapore Press Holdings Ltd. |
25,433 | 84,221 | ||||||
Singapore Technologies Engineering Ltd. |
25,124 | 79,296 | ||||||
Singapore Telecommunications Ltd. |
128,345 | 349,230 | ||||||
StarHub Ltd. |
10,593 | 33,179 | ||||||
United Overseas Bank Ltd. |
20,857 | 342,139 | ||||||
UOL Group Ltd. |
8,866 | 43,726 | ||||||
Wilmar International Ltd. |
30,895 | 85,295 | ||||||
Yangzijiang Shipbuilding Holdings Ltd. |
30,380 | 24,340 | ||||||
|
|
|||||||
3,158,826 | ||||||||
|
|
|||||||
Spain 6.0% |
||||||||
Abertis Infraestructuras SA(a) |
18,424 | 304,298 | ||||||
Acciona SA(a) |
1,253 | 93,572 | ||||||
Acerinox SA(a)(c) |
4,975 | 55,314 | ||||||
Actividades de Construccion y Servicios SA(a) |
6,990 | 177,152 | ||||||
Amadeus IT Holding SA, Cl A(a) |
20,369 | 514,753 | ||||||
Banco Bilbao Vizcaya Argentaria SA(a) |
326,981 | 3,037,926 | ||||||
Banco de Sabadell SA*(a)(c) |
173,043 | 452,555 | ||||||
Banco Popular Espanol SA(a) |
343,946 | 268,839 | ||||||
Banco Santander SA(a) |
599,150 | 4,869,296 | ||||||
Bankia SA*(c) |
50,394 | 26,008 | ||||||
Criteria Caixacorp SA(a)(c) |
42,194 | 147,808 | ||||||
Distribuidora Internacional de Alimentacion SA(a) |
39,792 | 254,237 | ||||||
Enagas(a) |
8,864 | 189,903 | ||||||
Ferrovial SA(a) |
25,772 | 383,651 | ||||||
Fomento de Construcciones y Contratas SA(a) |
2,550 | 31,753 |
See Notes to Schedules of Portfolio Investments.
Gas Natural SDG SA(a) |
15,842 | 285,589 | ||||||
Grifols SA*(a) |
9,679 | 338,456 | ||||||
Iberdrola SA(a) |
249,353 | 1,392,562 | ||||||
Inditex SA(a) |
13,964 | 1,962,030 | ||||||
Mapfre SA(a) |
37,249 | 114,769 | ||||||
Red Electrica Corporacion SA(a)(c) |
5,345 | 264,021 | ||||||
Repsol YPF SA(a) |
49,391 | 1,008,205 | ||||||
Telefonica SA(a) |
247,275 | 3,347,867 | ||||||
Zardoya Otis SA(a) |
7,009 | 100,311 | ||||||
|
|
|||||||
19,620,875 | ||||||||
|
|
|||||||
Sweden 1.8%(a) |
||||||||
Alfa Laval AB |
5,808 | 121,444 | ||||||
Assa Abloy AB, Cl B |
5,345 | 201,200 | ||||||
Atlas Copco AB, Cl A |
11,487 | 318,538 | ||||||
Atlas Copco AB, Cl B |
6,670 | 163,725 | ||||||
Boliden AB |
4,800 | 91,205 | ||||||
Electrolux AB, Cl B |
4,224 | 111,575 | ||||||
Elekta AB, B SHS |
8,180 | 127,948 | ||||||
Getinge AB |
3,428 | 116,527 | ||||||
Hennes & Mauritz AB, Cl B |
17,793 | 616,652 | ||||||
Hexagon AB, Cl B |
4,375 | 110,636 | ||||||
Holmen AB |
906 | 26,930 | ||||||
Husqvarna AB, Cl B |
7,710 | 46,792 | ||||||
Industrivarden AB, Cl C |
2,025 | 33,738 | ||||||
Investor AB, Cl B |
7,832 | 205,748 | ||||||
Kinnevik Investment AB, Cl B |
3,571 | 74,696 | ||||||
Lundin Petroleum AB* |
4,069 | 94,166 | ||||||
Modern Times Group AB, Cl B |
835 | 29,264 | ||||||
Nordea Bank AB |
45,751 | 440,075 | ||||||
Ratos AB, B Shares |
3,322 | 31,993 | ||||||
Sandvik AB |
17,431 | 280,147 | ||||||
Scania AB |
5,491 | 114,165 | ||||||
Securitas AB, Cl B |
5,420 | 47,515 | ||||||
Skandinaviska Enskilda Banken AB, Cl A |
24,461 | 209,280 | ||||||
Skanska AB, Cl B |
6,918 | 113,531 | ||||||
SKF AB, Cl B |
6,714 | 170,049 | ||||||
SSAB AB, A Shares(c) |
2,730 | 24,053 | ||||||
Svenska Cellulosa AB, Cl B |
10,020 | 217,861 | ||||||
Svenska Handelsbanken AB, Cl A |
8,532 | 306,741 | ||||||
Swedbank AB, Cl A |
14,011 | 275,251 | ||||||
Swedish Match AB |
3,849 | 129,211 | ||||||
Tele2 AB, Cl B |
5,483 | 99,104 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B |
51,365 | 518,851 | ||||||
TeliaSonera AB |
37,587 | 255,178 | ||||||
Volvo AB, Cl B |
23,658 | 326,223 | ||||||
|
|
|||||||
6,050,012 | ||||||||
|
|
|||||||
Switzerland 2.5%(a) |
||||||||
ABB Ltd.* |
16,420 | 340,510 | ||||||
Actelion Ltd.* |
837 | 40,051 | ||||||
Adecco SA* |
998 | 52,852 |
See Notes to Schedules of Portfolio Investments.
Aryzta AG* |
648 | 33,343 | ||||||
Baloise Holding AG |
361 | 31,181 | ||||||
Compagnie Financiere Richemont SA, Cl A |
3,962 | 310,999 | ||||||
Credit Suisse Group AG* |
8,621 | 210,407 | ||||||
GAM Holding AG* |
1,620 | 22,043 | ||||||
Geberit AG* |
296 | 65,616 | ||||||
Givaudan SA* |
65 | 68,691 | ||||||
Glencore International PLC(c) |
42,145 | 243,464 | ||||||
Holcim Ltd.* |
1,862 | 137,146 | ||||||
Julius Baer Group Ltd.* |
1,579 | 56,217 | ||||||
Kuehne + Nagel International AG |
409 | 49,309 | ||||||
Lindt & Spruengli AG PC* |
8 | 26,089 | ||||||
Lindt & Spruengli AG RS* |
1 | 37,850 | ||||||
Lonza Group AG* |
383 | 20,753 | ||||||
Nestle SA |
26,486 | 1,728,038 | ||||||
Novartis AG |
17,825 | 1,126,063 | ||||||
Pargesa Holding SA |
204 | 14,060 | ||||||
Roche Holding AG |
5,379 | 1,087,532 | ||||||
Schindler Holding AG PC |
366 | 52,944 | ||||||
Schindler Holding AG RS |
162 | 22,975 | ||||||
SGS SA |
43 | 95,506 | ||||||
Sika AG |
18 | 41,633 | ||||||
Sonova Holding AG* |
376 | 41,783 | ||||||
STMicroelectronics NV |
19,928 | 144,668 | ||||||
Straumann Holding AG |
61 | 7,491 | ||||||
Sulzer AG |
183 | 28,963 | ||||||
Swatch Group AG (The) BS |
237 | 120,184 | ||||||
Swatch Group AG (The) RS |
332 | 28,720 | ||||||
Swiss Life Holding AG* |
232 | 30,966 | ||||||
Swiss Re Ltd.* |
2,669 | 193,499 | ||||||
Swisscom AG |
180 | 77,996 | ||||||
Syngenta AG |
708 | 286,022 | ||||||
Transocean Ltd. |
2,381 | 106,749 | ||||||
UBS AG* |
27,543 | 431,017 | ||||||
Wolseley PLC |
3,382 | 161,735 | ||||||
Xstrata PLC |
23,431 | 409,007 | ||||||
Zurich Financial Services AG* |
1,103 | 295,558 | ||||||
|
|
|||||||
8,279,630 | ||||||||
|
|
|||||||
United Kingdom 8.3%(a) |
||||||||
3i Group PLC |
12,569 | 44,858 | ||||||
Admiral Group PLC |
2,577 | 49,088 | ||||||
Aggreko PLC |
3,377 | 96,375 | ||||||
AMEC PLC |
4,189 | 69,248 | ||||||
Anglo American PLC |
14,848 | 468,055 | ||||||
Antofagasta PLC |
4,944 | 108,347 | ||||||
ARM Holdings PLC |
17,257 | 217,934 | ||||||
Associated British Foods PLC |
4,567 | 116,679 | ||||||
AstraZeneca PLC |
13,946 | 660,897 | ||||||
Aviva PLC |
35,648 | 220,588 | ||||||
Babcock International Group PLC |
4,577 | 72,248 | ||||||
BAE Systems PLC |
35,505 | 197,343 |
See Notes to Schedules of Portfolio Investments.
Balfour Beatty PLC |
8,593 | 38,677 | ||||||
Barclays PLC |
129,867 | 564,140 | ||||||
BG Group PLC |
37,314 | 622,390 | ||||||
BHP Billiton PLC |
23,840 | 840,920 | ||||||
BP PLC |
213,915 | 1,487,331 | ||||||
British American Tobacco PLC |
22,085 | 1,122,690 | ||||||
British Land Co. PLC (The) REIT |
10,788 | 99,666 | ||||||
British Sky Broadcasting Group PLC |
14,586 | 183,964 | ||||||
BT Group PLC |
87,137 | 332,445 | ||||||
Bunzl PLC |
4,201 | 69,534 | ||||||
Burberry Group PLC |
5,471 | 109,975 | ||||||
Capita Group PLC |
7,949 | 98,225 | ||||||
Capital Shopping Centres Group PLC REIT |
7,102 | 40,858 | ||||||
Carnival PLC |
2,343 | 90,984 | ||||||
Centrica PLC |
58,143 | 317,327 | ||||||
Cobham PLC |
14,707 | 53,438 | ||||||
Compass Group PLC |
23,719 | 281,562 | ||||||
Diageo PLC |
28,287 | 823,904 | ||||||
Eurasian Natural Resources Corp. |
3,315 | 15,678 | ||||||
Fresnillo PLC |
2,265 | 69,471 | ||||||
G4S PLC |
18,157 | 76,078 | ||||||
GlaxoSmithKline PLC |
55,998 | 1,219,206 | ||||||
Hammerson PLC REIT |
8,993 | 72,112 | ||||||
Home Retail Group PLC |
12,116 | 25,281 | ||||||
HSBC Holdings PLC |
203,334 | 2,154,683 | ||||||
ICAP PLC |
7,180 | 36,307 | ||||||
Imperial Tobacco Group PLC |
11,272 | 437,033 | ||||||
Inmarsat PLC |
5,969 | 57,535 | ||||||
InterContinental Hotels Group PLC |
3,438 | 96,403 | ||||||
International Consolidated Airlines Group SA* |
46,609 | 138,365 | ||||||
Intertek Group PLC |
2,044 | 103,828 | ||||||
Invensys PLC |
10,366 | 55,474 | ||||||
Investec PLC |
6,172 | 42,967 | ||||||
ITV PLC |
47,759 | 82,851 | ||||||
J Sainsbury PLC |
15,756 | 89,142 | ||||||
Johnson Matthey PLC |
2,592 | 101,822 | ||||||
Kazakhmys PLC |
2,720 | 35,155 | ||||||
Kingfisher PLC |
30,363 | 141,873 | ||||||
Land Securities Group PLC REIT |
9,747 | 130,035 | ||||||
Legal & General Group PLC |
74,485 | 178,605 | ||||||
Lloyds Banking Group PLC* |
533,913 | 425,472 | ||||||
London Stock Exchange Group PLC |
1,916 | 34,178 | ||||||
Lonmin PLC |
2,068 | 9,787 | ||||||
Man Group PLC |
24,288 | 33,311 | ||||||
Marks & Spencer Group PLC |
20,570 | 129,213 | ||||||
National Grid PLC |
39,939 | 458,077 | ||||||
Next PLC |
2,318 | 140,708 | ||||||
Old Mutual PLC |
60,387 | 177,359 | ||||||
Pearson PLC |
10,226 | 199,321 | ||||||
Prudential PLC |
28,674 | 409,102 | ||||||
Reckitt Benckiser Group PLC |
7,847 | 498,124 |
See Notes to Schedules of Portfolio Investments.
Reed Elsevier PLC |
15,566 | 164,340 | ||||||
Rexam PLC |
11,179 | 79,988 | ||||||
Rio Tinto PLC |
14,825 | 864,677 | ||||||
Rolls-Royce Holdings PLC* |
21,135 | 303,147 | ||||||
Royal Bank of Scotland Group PLC* |
22,713 | 121,399 | ||||||
Royal Dutch Shell PLC, Cl A |
41,247 | 1,431,691 | ||||||
Royal Dutch Shell PLC, Cl B |
29,493 | 1,052,201 | ||||||
RSA Insurance Group PLC |
44,747 | 92,410 | ||||||
SABMiller PLC |
10,785 | 500,544 | ||||||
Sage Group PLC (The) |
16,716 | 80,379 | ||||||
Schroders PLC |
1,466 | 40,732 | ||||||
Scottish & Southern Energy PLC |
11,743 | 273,190 | ||||||
Segro PLC |
9,451 | 38,362 | ||||||
Serco Group PLC |
6,373 | 55,826 | ||||||
Severn Trent PLC |
3,017 | 77,633 | ||||||
Smith & Nephew PLC |
11,404 | 126,059 | ||||||
Smiths Group PLC |
5,105 | 99,995 | ||||||
Standard Chartered PLC |
27,042 | 699,840 | ||||||
Standard Life PLC |
29,116 | 159,161 | ||||||
Subsea 7 SA |
15,792 | 379,518 | ||||||
Tate & Lyle PLC |
6,397 | 79,145 | ||||||
Tesco PLC |
90,578 | 498,956 | ||||||
TUI Travel PLC |
6,594 | 30,598 | ||||||
Tullow Oil PLC |
11,210 | 233,699 | ||||||
Unilever PLC |
12,552 | 487,908 | ||||||
United Utilities Group PLC |
8,645 | 95,170 | ||||||
Vedanta Resources PLC |
1,522 | 29,386 | ||||||
Vodafone Group PLC |
558,665 | 1,406,307 | ||||||
Weir Group PLC (The) |
2,583 | 79,874 | ||||||
Whitbread PLC |
2,248 | 90,335 | ||||||
WM Morrison Supermarkets PLC |
28,909 | 124,125 | ||||||
|
|
|||||||
27,170,841 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $191,998,847) |
|
309,247,080 | ||||||
|
|
|||||||
Preferred Stocks 1.0% |
||||||||
Germany 1.0%(a) |
||||||||
Bayerische Motoren Werke AG, 4.57% |
2,442 | 158,191 | ||||||
Henkel AG & Co. KGaA, 1.27% |
8,318 | 684,331 | ||||||
Porsche AG, 1.20% |
7,110 | 585,258 | ||||||
ProSiebenSat.1 Media AG, 5.39% |
3,574 | 101,801 | ||||||
RWE AG, 7.57% |
1,838 | 69,498 | ||||||
Volkswagen AG, 1.71% |
6,655 | 1,526,982 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $1,090,066) |
|
3,126,061 | ||||||
|
|
|||||||
Rights 0.0%(d) |
||||||||
Austria 0.0%(a)(d) |
||||||||
IMMOEAST AG*(b)(e) |
175,419 | | ||||||
|
|
|||||||
Singapore 0.0%(a)(d) |
||||||||
Olam International Ltd.*(f) |
6,688 | | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Spain 0.0%(d) |
| |||||||
Repsol SA*(g) |
49,391 | 30,120 | ||||||
|
|
|||||||
Total Rights (Cost $30,889) |
|
30,120 | ||||||
|
|
|||||||
Exchange Traded Funds 4.3% |
||||||||
iShares MSCI Australia Index Fund(c) |
19,941 | 501,317 | ||||||
iShares MSCI Austria Investable Market Index Fund |
12,116 | 220,390 | ||||||
iShares MSCI Belgium Investable Market Index Fund(c) |
9,173 | 127,046 | ||||||
iShares MSCI EAFE Index Fund |
78,234 | 4,445,256 | ||||||
iShares MSCI EMU Index Fund(c) |
117,000 | 3,914,820 | ||||||
iShares MSCI Germany Index Fund(c) |
24,981 | 617,530 | ||||||
iShares MSCI Italy Index Fund(c) |
68,682 | 923,773 | ||||||
iShares MSCI Japan Index Fund(c) |
230,809 | 2,250,388 | ||||||
iShares MSCI Netherlands Investable Market Index Fund(c) |
3,002 | 61,571 | ||||||
iShares MSCI Singapore Index Fund |
4,156 | 56,896 | ||||||
iShares MSCI Spain Index Fund |
14,738 | 445,972 | ||||||
iShares MSCI Sweden Index Fund |
6,315 | 190,713 | ||||||
iShares MSCI United Kingdom Index Fund |
19,075 | 342,205 | ||||||
|
|
|||||||
Total Exchange Traded Funds (Cost $12,655,140) |
|
14,097,877 | ||||||
|
|
|||||||
Trust 0.0%(d) |
||||||||
Singapore 0.0%(d) |
||||||||
Hutchison Port Holdings Trust |
86,590 | 69,304 | ||||||
|
|
|||||||
Total Trust (Cost $71,750) |
|
69,304 | ||||||
|
|
|||||||
Short-Term Investment 4.1% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(h) |
13,204,113 | 13,204,113 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $13,204,113) |
|
13,204,113 | ||||||
|
|
|||||||
Total Investments (Cost $219,050,805) 103.9% |
339,774,555 | |||||||
Liabilities in Excess of Other Assets (3.9)% |
(12,629,724 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 327,144,831 | ||||||
|
|
* | Non-income producing security. |
(a) | Valued at fair value using procedures approved by the Board of Trustees (See Note 2(a)). |
(b) | The Funds investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. |
(c) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $12,554,788. |
(d) | Less than 0.05% of Net Assets. |
(e) | Escrowed rights that are not tradable. |
(f) | Bonus rights which entitle the shareholder to 313 bonds and 162 warrants for every 1,000 old shares exercised. |
(g) | Bonus rights which entitle the shareholder to 1 new share for every 33 old shares exercised. |
(h) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
Investment Abbreviations
BS | Bearer Shares |
MSCI | Morgan Stanley Capital International |
PC | Participation Certificate |
PPS | Partially Protected Shares |
REIT | Real Estate Investment Trust |
See Notes to Schedules of Portfolio Investments.
RS | Registered Shares |
RSP | Retirement Savings Plan |
SP ADR | Sponsored American Depositary Receipt |
The investment concentrations for the International Equity Index Fund as a percentage of total investments by sector, as of December 31, 2012, were as follows:
Financials |
21.4 | % | ||
Industrials |
12.0 | |||
Consumer Discretionary |
11.1 | |||
Consumer Staples |
9.4 | |||
Materials |
8.7 | |||
Energy |
7.8 | |||
Health Care |
7.4 | |||
Utilities |
4.9 | |||
Telecommunication Services |
4.7 | |||
Information Technology |
4.6 | |||
Exchange Traded Funds |
4.1 | |||
Short-Term Investment |
3.9 |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Large Cap Core Growth Stock Fund
Shares | Value($) | |||||||
Common Stocks 101.3% |
||||||||
Consumer Discretionary 13.3% |
||||||||
CBS Corp., Cl B |
32,776 | 1,247,127 | ||||||
Coach, Inc. |
13,797 | 765,871 | ||||||
Comcast Corp., Cl A |
24,341 | 909,867 | ||||||
Home Depot, Inc. (The) |
18,314 | 1,132,721 | ||||||
Macys, Inc. |
23,576 | 919,935 | ||||||
McDonalds Corp. |
8,866 | 782,070 | ||||||
VF Corp. |
5,661 | 854,641 | ||||||
Walt Disney Co. (The) |
19,753 | 983,502 | ||||||
|
|
|||||||
7,595,734 | ||||||||
|
|
|||||||
Consumer Staples 11.9% |
||||||||
Colgate-Palmolive Co. |
11,081 | 1,158,408 | ||||||
Costco Wholesale Corp. |
12,243 | 1,209,241 | ||||||
CVS Caremark Corp. |
17,309 | 836,890 | ||||||
Kraft Foods Group, Inc. |
16,305 | 741,388 | ||||||
Mondelez International, Inc., Cl A |
25,973 | 661,532 | ||||||
Philip Morris International, Inc. |
16,529 | 1,382,486 | ||||||
Whole Foods Market, Inc. |
8,802 | 803,887 | ||||||
|
|
|||||||
6,793,832 | ||||||||
|
|
|||||||
Energy 12.1% |
||||||||
Anadarko Petroleum Corp. |
13,347 | 991,815 | ||||||
Chevron Corp. |
13,691 | 1,480,545 | ||||||
EOG Resources, Inc. |
8,806 | 1,063,677 | ||||||
Exxon Mobil Corp. |
21,192 | 1,834,168 | ||||||
National Oilwell Varco, Inc. |
14,390 | 983,556 | ||||||
Phillips 66 |
10,808 | 573,905 | ||||||
|
|
|||||||
6,927,666 | ||||||||
|
|
|||||||
Financials 14.7% |
||||||||
Allstate Corp. (The) |
28,274 | 1,135,766 | ||||||
American Express Co. |
14,981 | 861,108 | ||||||
BB&T Corp. |
24,998 | 727,692 | ||||||
Capital One Financial Corp. |
18,086 | 1,047,722 | ||||||
Chubb Corp. (The) |
9,654 | 727,139 | ||||||
Discover Financial Services |
26,738 | 1,030,750 | ||||||
Fifth Third Bancorp |
63,710 | 967,755 | ||||||
JPMorgan Chase & Co. |
23,666 | 1,040,594 | ||||||
U.S. Bancorp |
27,655 | 883,301 | ||||||
|
|
|||||||
8,421,827 | ||||||||
|
|
|||||||
Health Care 12.9% |
||||||||
Allergan, Inc. |
10,737 | 984,905 | ||||||
Baxter International, Inc. |
16,312 | 1,087,358 | ||||||
Gilead Sciences, Inc.* |
11,004 | 808,244 |
See Notes to Schedules of Portfolio Investments.
McKesson Corp. |
9,144 | 886,602 | ||||||
Mylan, Inc.* |
42,398 | 1,165,097 | ||||||
Pfizer, Inc. |
47,383 | 1,188,365 | ||||||
UnitedHealth Group, Inc. |
23,228 | 1,259,887 | ||||||
|
|
|||||||
7,380,458 | ||||||||
|
|
|||||||
Industrials 14.5% |
||||||||
ADT Corp. (The) |
22,117 | 1,028,219 | ||||||
Boeing Co. (The) |
14,239 | 1,073,051 | ||||||
Caterpillar, Inc. |
7,518 | 673,462 | ||||||
Cummins, Inc. |
8,967 | 971,574 | ||||||
Deere & Co. |
11,100 | 959,262 | ||||||
Honeywell International, Inc. |
17,483 | 1,109,646 | ||||||
Norfolk Southern Corp. |
13,296 | 822,225 | ||||||
Tyco International Ltd. |
26,990 | 789,458 | ||||||
W.W. Grainger, Inc. |
4,132 | 836,193 | ||||||
|
|
|||||||
8,263,090 | ||||||||
|
|
|||||||
Information Technology 16.9% |
||||||||
Analog Devices, Inc. |
19,161 | 805,912 | ||||||
Apple, Inc. |
4,824 | 2,571,337 | ||||||
Google, Inc., Cl A* |
2,044 | 1,449,952 | ||||||
International Business Machines Corp. |
8,687 | 1,663,995 | ||||||
MasterCard, Inc., Cl A |
2,491 | 1,223,779 | ||||||
Microsoft Corp. |
39,373 | 1,052,440 | ||||||
Teradata Corp.* |
14,888 | 921,418 | ||||||
|
|
|||||||
9,688,833 | ||||||||
|
|
|||||||
Materials 3.3% |
||||||||
Monsanto Co. |
6,242 | 590,805 | ||||||
PPG Industries, Inc. |
9,744 | 1,318,851 | ||||||
|
|
|||||||
1,909,656 | ||||||||
|
|
|||||||
Telecommunication Services 1.7% |
||||||||
AT&T, Inc. |
28,783 | 970,275 | ||||||
|
|
|||||||
Total Common Stocks (Cost $46,611,447) |
|
57,951,371 | ||||||
|
|
|||||||
Money Market Fund 0.0%(a) |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(b) |
1,681 | 1,681 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $1,681) |
|
1,681 | ||||||
|
|
|||||||
Total Investments (Cost $46,613,128) 101.3% |
57,953,052 | |||||||
Liabilities in Excess of Other Assets (1.3)% |
(763,995 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 57,189,057 | ||||||
|
|
* | Non-income producing security. |
(a) | Less than 0.05% of Net Assets. |
(b) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Large Cap Growth Stock Fund
Shares | Value($) | |||||||
Common Stocks 99.2% |
||||||||
Consumer Discretionary 18.1% |
||||||||
Amazon.com, Inc.* |
26,400 | 6,630,096 | ||||||
BorgWarner, Inc.* |
43,773 | 3,135,022 | ||||||
Chipotle Mexican Grill, Inc.* |
5,770 | 1,716,344 | ||||||
Coach, Inc. |
70,824 | 3,931,440 | ||||||
Las Vegas Sands Corp. |
80,268 | 3,705,171 | ||||||
Macys, Inc. |
96,964 | 3,783,536 | ||||||
Priceline.com, Inc.* |
7,971 | 4,951,585 | ||||||
Scripps Networks Interactive, Cl A |
74,727 | 4,328,188 | ||||||
Starbucks Corp. |
82,849 | 4,442,364 | ||||||
Under Armour, Inc., Cl A*(a) |
53,826 | 2,612,176 | ||||||
VF Corp. |
16,895 | 2,550,638 | ||||||
Viacom, Inc., Cl B |
50,622 | 2,669,804 | ||||||
Yum! Brands, Inc. |
39,620 | 2,630,768 | ||||||
|
|
|||||||
47,087,132 | ||||||||
|
|
|||||||
Consumer Staples 9.2% |
||||||||
Colgate-Palmolive Co. |
44,222 | 4,622,968 | ||||||
Costco Wholesale Corp. |
44,154 | 4,361,090 | ||||||
Estee Lauder Cos., Inc. (The), Cl A |
67,956 | 4,067,846 | ||||||
Monster Beverage Corp.* |
47,652 | 2,519,838 | ||||||
Philip Morris International, Inc. |
101,670 | 8,503,679 | ||||||
|
|
|||||||
24,075,421 | ||||||||
|
|
|||||||
Energy 6.5% |
||||||||
Cameron International Corp.* |
67,669 | 3,820,592 | ||||||
EOG Resources, Inc. |
36,040 | 4,353,271 | ||||||
National Oilwell Varco, Inc. |
35,826 | 2,448,707 | ||||||
Schlumberger Ltd. |
90,809 | 6,292,156 | ||||||
|
|
|||||||
16,914,726 | ||||||||
|
|
|||||||
Financials 2.5% |
||||||||
Capital One Financial Corp. |
45,788 | 2,652,499 | ||||||
T. Rowe Price Group, Inc. |
60,667 | 3,951,242 | ||||||
|
|
|||||||
6,603,741 | ||||||||
|
|
|||||||
Health Care 12.3% |
||||||||
Alexion Pharmaceuticals, Inc.* |
51,507 | 4,831,872 | ||||||
Allergan, Inc. |
50,406 | 4,623,742 | ||||||
Biogen Idec, Inc.* |
28,069 | 4,116,880 | ||||||
Cerner Corp.* |
40,513 | 3,145,429 | ||||||
Express Scripts Holding Co.* |
92,503 | 4,995,162 | ||||||
Intuitive Surgical, Inc.* |
10,048 | 4,927,238 | ||||||
Mylan, Inc.* |
198,876 | 5,465,113 | ||||||
|
|
|||||||
32,105,436 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Industrials 12.5% |
| |||||||
BE Aerospace, Inc.* |
74,069 | 3,659,009 | ||||||
Fluor Corp. |
55,553 | 3,263,183 | ||||||
Honeywell International, Inc. |
89,615 | 5,687,864 | ||||||
J.B. Hunt Transport Services, Inc. |
48,292 | 2,883,515 | ||||||
Joy Global, Inc. |
19,967 | 1,273,495 | ||||||
Precision Castparts Corp. |
27,866 | 5,278,378 | ||||||
Textron, Inc. |
52,780 | 1,308,416 | ||||||
Union Pacific Corp. |
30,309 | 3,810,447 | ||||||
United Parcel Service, Inc., Cl B |
72,124 | 5,317,703 | ||||||
|
|
|||||||
32,482,010 | ||||||||
|
|
|||||||
Information Technology 35.9% |
||||||||
Analog Devices, Inc. |
67,957 | 2,858,271 | ||||||
Apple, Inc. |
41,461 | 22,099,957 | ||||||
ARM Holdings PLC SP ADR |
88,467 | 3,346,707 | ||||||
ASML Holding NV NYS(a) |
41,457 | 2,670,213 | ||||||
Baidu, Inc. SP ADR* |
27,221 | 2,729,994 | ||||||
Broadcom Corp., Cl A |
91,493 | 3,038,483 | ||||||
Citrix Systems, Inc.* |
27,117 | 1,782,943 | ||||||
Cognizant Technology Solutions Corp., Cl A* |
42,053 | 3,114,025 | ||||||
EMC Corp.* |
213,158 | 5,392,897 | ||||||
F5 Networks, Inc.* |
34,029 | 3,305,917 | ||||||
Google, Inc., Cl A* |
13,999 | 9,930,471 | ||||||
NetApp, Inc.* |
95,586 | 3,206,910 | ||||||
Nuance Communications, Inc.* |
89,428 | 1,996,033 | ||||||
Oracle Corp. |
252,220 | 8,403,970 | ||||||
QUALCOMM, Inc. |
114,943 | 7,128,765 | ||||||
Red Hat, Inc.* |
36,101 | 1,911,909 | ||||||
Salesforce.com, Inc.* |
18,334 | 3,081,945 | ||||||
VeriFone Systems, Inc.* |
58,568 | 1,738,298 | ||||||
Visa, Inc., Cl A |
38,072 | 5,770,954 | ||||||
|
|
|||||||
93,508,662 | ||||||||
|
|
|||||||
Materials 2.2% |
||||||||
Praxair, Inc. |
52,027 | 5,694,355 | ||||||
|
|
|||||||
Total Common Stocks (Cost $148,055,553) |
|
258,471,483 | ||||||
|
|
|||||||
Short-Term Investment 1.6% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(b) |
4,241,692 | 4,241,692 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $4,241,692) |
|
4,241,692 | ||||||
|
|
|||||||
Money Market Fund 0.8% |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(c) |
2,127,116 | 2,127,116 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $2,127,116) |
|
2,127,116 | ||||||
|
|
|||||||
Total Investments (Cost $154,424,361) 101.6% |
|
264,840,291 | ||||||
Liabilities in Excess of Other Assets (1.6)% |
|
(4,166,547 | ) | |||||
|
|
|||||||
Net Assets 100.0% |
|
$ | 260,673,744 | |||||
|
|
* | Non-income producing security. |
See Notes to Schedules of Portfolio Investments.
(a) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $4,137,449. |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
NYS | New York Registered Shares |
SP ADR | Sponsored American Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Large Cap Value Equity Fund
Shares | Value($) | |||||||
Common Stocks 98.8% |
||||||||
Consumer Discretionary 8.1% |
||||||||
Comcast Corp., Cl A |
655,601 | 24,506,365 | ||||||
Johnson Controls, Inc. |
1,161,900 | 35,670,330 | ||||||
Lowes Cos., Inc. |
880,200 | 31,264,704 | ||||||
Staples, Inc. |
838,950 | 9,564,030 | ||||||
Viacom, Inc., Cl B |
207,800 | 10,959,372 | ||||||
Walt Disney Co. (The) |
282,050 | 14,043,269 | ||||||
Wynn Resorts Ltd. |
123,350 | 13,875,642 | ||||||
|
|
|||||||
139,883,712 | ||||||||
|
|
|||||||
Consumer Staples 5.7% |
||||||||
Campbell Soup Co.(a) |
345,800 | 12,064,962 | ||||||
ConAgra Foods, Inc. |
908,474 | 26,799,983 | ||||||
Mondelez International, Inc., Cl A |
844,800 | 21,517,056 | ||||||
Procter & Gamble Co. (The) |
568,100 | 38,568,309 | ||||||
|
|
|||||||
98,950,310 | ||||||||
|
|
|||||||
Energy 14.3% |
||||||||
Baker Hughes, Inc. |
644,600 | 26,325,464 | ||||||
Chevron Corp. |
486,150 | 52,572,261 | ||||||
ConocoPhillips |
602,107 | 34,916,185 | ||||||
Exxon Mobil Corp. |
553,950 | 47,944,372 | ||||||
National Oilwell Varco, Inc. |
390,600 | 26,697,510 | ||||||
Occidental Petroleum Corp. |
579,450 | 44,391,665 | ||||||
Phillips 66 |
163,159 | 8,663,743 | ||||||
QEP Resources, Inc. |
159,157 | 4,817,682 | ||||||
|
|
|||||||
246,328,882 | ||||||||
|
|
|||||||
Financials 19.3% |
||||||||
Ameriprise Financial, Inc. |
233,900 | 14,649,157 | ||||||
Aon PLC |
302,650 | 16,827,340 | ||||||
BlackRock, Inc. |
137,600 | 28,443,296 | ||||||
Comerica, Inc. |
575,650 | 17,465,221 | ||||||
Franklin Resources, Inc. |
165,500 | 20,803,350 | ||||||
JPMorgan Chase & Co. |
1,282,716 | 56,401,023 | ||||||
MetLife, Inc. |
726,050 | 23,916,087 | ||||||
Northern Trust Corp. |
175,308 | 8,793,449 | ||||||
Progressive Corp. (The) |
915,250 | 19,311,775 | ||||||
Prudential Financial, Inc. |
233,501 | 12,452,608 | ||||||
Realty Income Corp., REIT(a) |
214,750 | 8,635,098 | ||||||
Travelers Cos., Inc. (The) |
321,500 | 23,090,130 | ||||||
U.S. Bancorp |
1,196,700 | 38,222,598 | ||||||
Wells Fargo & Co. |
1,261,250 | 43,109,525 | ||||||
|
|
|||||||
332,120,657 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Health Care 11.2% |
| |||||||
Agilent Technologies, Inc. |
576,900 | 23,618,286 | ||||||
Cigna Corp. |
991,581 | 53,009,920 | ||||||
Johnson & Johnson |
506,550 | 35,509,155 | ||||||
Medtronic, Inc. |
243,000 | 9,967,860 | ||||||
Merck & Co., Inc. |
835,700 | 34,213,558 | ||||||
Pfizer, Inc. |
1,439,950 | 36,113,946 | ||||||
|
|
|||||||
192,432,725 | ||||||||
|
|
|||||||
Industrials 23.6% |
||||||||
ADT Corp. (The) |
113,024 | 5,254,486 | ||||||
Caterpillar, Inc. |
208,950 | 18,717,741 | ||||||
CSX Corp. |
510,450 | 10,071,179 | ||||||
Cummins, Inc. |
291,050 | 31,535,267 | ||||||
Eaton Corp. PLC |
654,550 | 35,476,610 | ||||||
Emerson Electric Co. |
173,150 | 9,170,024 | ||||||
Expeditors International of Washington, Inc. |
517,500 | 20,467,125 | ||||||
Flowserve Corp. |
100,227 | 14,713,324 | ||||||
Fluor Corp. |
161,100 | 9,463,014 | ||||||
General Electric Co. |
2,285,100 | 47,964,249 | ||||||
Joy Global, Inc. |
491,000 | 31,315,980 | ||||||
Pentair Ltd. |
310,438 | 15,258,028 | ||||||
Republic Services, Inc. |
641,800 | 18,823,994 | ||||||
Rockwell Automation, Inc. |
277,000 | 23,265,230 | ||||||
Rockwell Collins, Inc. |
314,000 | 18,265,380 | ||||||
Stanley Black & Decker, Inc. |
402,650 | 29,784,020 | ||||||
Union Pacific Corp. |
87,200 | 10,962,784 | ||||||
United Parcel Service, Inc., Cl B |
352,350 | 25,978,766 | ||||||
United Technologies Corp. |
355,150 | 29,125,851 | ||||||
|
|
|||||||
405,613,052 | ||||||||
|
|
|||||||
Information Technology 6.9% |
||||||||
Broadcom Corp., Cl A |
258,650 | 8,589,767 | ||||||
Cisco Systems, Inc. |
1,967,400 | 38,659,410 | ||||||
Microchip Technology, Inc.(a) |
357,456 | 11,649,491 | ||||||
Microsoft Corp. |
940,600 | 25,142,238 | ||||||
Motorola Solutions, Inc. |
83,800 | 4,665,984 | ||||||
Texas Instruments, Inc. |
956,700 | 29,600,298 | ||||||
|
|
|||||||
118,307,188 | ||||||||
|
|
|||||||
Materials 4.2% |
||||||||
Air Products & Chemicals, Inc. |
209,900 | 17,635,798 | ||||||
Allegheny Technologies, Inc. |
422,654 | 12,831,775 | ||||||
Ashland, Inc. |
256,800 | 20,649,288 | ||||||
Celanese Corp., Cl A |
460,050 | 20,486,027 | ||||||
|
|
|||||||
71,602,888 | ||||||||
|
|
|||||||
Telecommunication Services 3.5% |
||||||||
AT&T, Inc. |
1,291,350 | 43,531,408 | ||||||
Verizon Communications, Inc. |
399,950 | 17,305,837 | ||||||
|
|
|||||||
60,837,245 | ||||||||
|
|
|||||||
Utilities 2.0% |
||||||||
PPL Corp. |
1,177,500 | 33,711,825 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Total Common Stocks (Cost $1,434,723,457) |
1,699,788,484 | |||||||
|
|
|||||||
Short-Term Investment 1.9% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(b) |
32,525,750 | 32,525,750 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $32,525,750) |
32,525,750 | |||||||
|
|
|||||||
Money Market Fund 1.3% |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(c) |
22,013,439 | 22,013,439 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $22,013,439) |
22,013,439 | |||||||
|
|
|||||||
Total Investments (Cost $1,489,262,646) 102.0% |
1,754,327,673 | |||||||
Liabilities in Excess of Other Assets (2.0)% |
(35,228,090 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 1,719,099,583 | ||||||
|
|
(a) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $31,706,665. |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
REIT | Real Estate Investment Trust |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Mid-Cap Value Equity Fund
Shares | Value($) | |||||||
Common Stocks 96.1% |
||||||||
Consumer Discretionary 7.1% |
||||||||
Abercrombie & Fitch Co., Cl A |
200,000 | 9,594,000 | ||||||
International Game Technology |
750,000 | 10,627,500 | ||||||
Johnson Controls, Inc. |
2,150,000 | 66,005,000 | ||||||
Staples, Inc. |
1,475,000 | 16,815,000 | ||||||
Starwood Hotels & Resorts Worldwide, Inc. |
410,000 | 23,517,600 | ||||||
Williams-Sonoma, Inc. |
225,000 | 9,848,250 | ||||||
Wynn Resorts Ltd. |
210,000 | 23,622,900 | ||||||
|
|
|||||||
160,030,250 | ||||||||
|
|
|||||||
Consumer Staples 2.5% |
||||||||
ConAgra Foods, Inc. |
1,550,000 | 45,725,000 | ||||||
Molson Coors Brewing Co., Cl B |
250,000 | 10,697,500 | ||||||
|
|
|||||||
56,422,500 | ||||||||
|
|
|||||||
Energy 11.4% |
||||||||
Baker Hughes, Inc. |
1,110,000 | 45,332,400 | ||||||
CARBO Ceramics, Inc.(a) |
450,000 | 35,253,000 | ||||||
Noble Energy, Inc. |
550,000 | 55,957,000 | ||||||
QEP Resources, Inc. |
1,926,300 | 58,309,101 | ||||||
SM Energy Co. |
335,000 | 17,490,350 | ||||||
Tidewater, Inc. |
1,000,000 | 44,680,000 | ||||||
|
|
|||||||
257,021,851 | ||||||||
|
|
|||||||
Financials 22.7% |
||||||||
AllianceBernstein Holding LP(a) |
600,000 | 10,458,000 | ||||||
American Campus Communities, Inc., REIT |
250,000 | 11,532,500 | ||||||
Ameriprise Financial, Inc. |
530,000 | 33,193,900 | ||||||
Aon PLC |
375,000 | 20,850,000 | ||||||
Chubb Corp. (The) |
325,000 | 24,479,000 | ||||||
Comerica, Inc. |
1,150,000 | 34,891,000 | ||||||
Equity Residential, REIT |
340,000 | 19,267,800 | ||||||
Fifth Third Bancorp |
1,225,000 | 18,607,750 | ||||||
Hancock Holding Co. |
775,000 | 24,598,500 | ||||||
Hanover Insurance Group, Inc. (The) |
1,215,000 | 47,069,100 | ||||||
Hartford Financial Services Group, Inc. (The) |
2,100,000 | 47,124,000 | ||||||
Lazard Ltd., Cl A |
1,970,000 | 58,784,800 | ||||||
MB Financial, Inc. |
970,000 | 19,157,500 | ||||||
Mid-America Apartment Communities, Inc., REIT |
350,000 | 22,662,500 | ||||||
Progressive Corp. (The) |
1,775,000 | 37,452,500 | ||||||
Raymond James Financial, Inc. |
1,175,000 | 45,272,750 | ||||||
Regions Financial Corp. |
5,000,000 | 35,600,000 | ||||||
|
|
|||||||
511,001,600 | ||||||||
|
|
|||||||
Health Care 6.3% |
||||||||
Agilent Technologies, Inc. |
660,000 | 27,020,400 |
See Notes to Schedules of Portfolio Investments.
Cigna Corp. |
1,500,000 | 80,190,000 | ||||||
STERIS Corp. |
1,010,000 | 35,077,300 | ||||||
|
|
|||||||
142,287,700 | ||||||||
|
|
|||||||
Industrials 24.1% |
||||||||
Con-way, Inc. |
1,012,600 | 28,170,532 | ||||||
Crane Co. |
620,000 | 28,693,600 | ||||||
CSX Corp. |
625,000 | 12,331,250 | ||||||
Cummins, Inc. |
345,000 | 37,380,750 | ||||||
Dover Corp. |
173,900 | 11,426,969 | ||||||
Eaton Corp. PLC |
835,000 | 45,257,000 | ||||||
Expeditors International of Washington, Inc. |
765,000 | 30,255,750 | ||||||
Flowserve Corp. |
110,000 | 16,148,000 | ||||||
Fluor Corp. |
227,000 | 13,333,980 | ||||||
Harsco Corp. |
450,000 | 10,575,000 | ||||||
Herman Miller, Inc. |
426,800 | 9,142,056 | ||||||
Joy Global, Inc. |
915,000 | 58,358,700 | ||||||
Manitowoc Co., Inc. (The) |
875,000 | 13,720,000 | ||||||
Manpower, Inc. |
350,000 | 14,854,000 | ||||||
Parker Hannifin Corp. |
185,000 | 15,736,100 | ||||||
Pentair Ltd. |
450,000 | 22,117,500 | ||||||
Republic Services, Inc. |
750,000 | 21,997,500 | ||||||
Rockwell Automation, Inc. |
535,000 | 44,934,650 | ||||||
Rockwell Collins, Inc. |
500,000 | 29,085,000 | ||||||
SPX Corp. |
435,000 | 30,515,250 | ||||||
Stanley Black & Decker, Inc. |
335,000 | 24,779,950 | ||||||
Towers Watson & Co., Cl A |
400,000 | 22,484,000 | ||||||
|
|
|||||||
541,297,537 | ||||||||
|
|
|||||||
Information Technology 5.9% |
||||||||
Intersil Corp., Cl A |
6,800,000 | 56,372,000 | ||||||
Microchip Technology, Inc.(a) |
600,000 | 19,554,000 | ||||||
Motorola Solutions, Inc. |
400,000 | 22,272,000 | ||||||
SAIC, Inc. |
3,000,000 | 33,960,000 | ||||||
|
|
|||||||
132,158,000 | ||||||||
|
|
|||||||
Materials 10.3% |
||||||||
Albemarle Corp. |
210,000 | 13,045,200 | ||||||
Allegheny Technologies, Inc. |
1,825,000 | 55,407,000 | ||||||
Ashland, Inc. |
550,000 | 44,225,500 | ||||||
Cabot Corp. |
1,700,000 | 67,643,000 | ||||||
Celanese Corp., Cl A |
600,000 | 26,718,000 | ||||||
Scotts Miracle-Gro Co. (The), Cl A |
560,000 | 24,668,000 | ||||||
|
|
|||||||
231,706,700 | ||||||||
|
|
|||||||
Telecommunication Services 0.9% |
||||||||
Windstream Corp.(a) |
2,550,000 | 21,114,000 | ||||||
|
|
|||||||
Utilities 4.9% |
||||||||
CenterPoint Energy, Inc. |
1,650,000 | 31,762,500 | ||||||
NRG Energy, Inc. |
1,925,000 | 44,255,750 |
See Notes to Schedules of Portfolio Investments.
PPL Corp. |
1,150,000 | 32,924,500 | ||||||
|
|
|||||||
108,942,750 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $1,952,655,206) |
|
2,161,982,888 | ||||||
|
|
|||||||
Short-Term Investment 2.3% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(b) |
51,588,850 | 51,588,850 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $51,588,850) |
|
51,588,850 | ||||||
|
|
|||||||
Money Market Fund 4.0% |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(c) |
89,600,201 | 89,600,201 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $89,600,201) |
|
89,600,201 | ||||||
|
|
|||||||
Total Investments (Cost $2,093,844,257) 102.4% |
2,303,171,939 | |||||||
Liabilities in Excess of Other Assets (2.4)% |
(54,192,988 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 2,248,978,951 | ||||||
|
|
(a) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $50,240,118. |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
LP | Limited Partnership |
REIT | Real Estate Investment Trust |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Select Large Cap Growth Stock Fund
Shares | Value($) | |||||||
Common Stocks 98.5% |
||||||||
Consumer Discretionary 15.5% |
||||||||
Amazon.com, Inc.* |
4,496 | 1,129,126 | ||||||
Las Vegas Sands Corp. |
19,136 | 883,318 | ||||||
Lowes Cos., Inc. |
20,820 | 739,526 | ||||||
Macys, Inc. |
29,147 | 1,137,316 | ||||||
Priceline.com, Inc.* |
1,423 | 883,968 | ||||||
VF Corp. |
5,992 | 904,612 | ||||||
|
|
|||||||
5,677,866 | ||||||||
|
|
|||||||
Consumer Staples 13.0% |
||||||||
Estee Lauder Cos., Inc. (The), Cl A |
20,567 | 1,231,141 | ||||||
Mead Johnson Nutrition Co. |
12,103 | 797,467 | ||||||
Monster Beverage Corp.* |
13,537 | 715,836 | ||||||
Philip Morris International, Inc. |
12,918 | 1,080,461 | ||||||
Whole Foods Market, Inc. |
10,051 | 917,958 | ||||||
|
|
|||||||
4,742,863 | ||||||||
|
|
|||||||
Energy 5.5% |
||||||||
Cameron International Corp.* |
20,087 | 1,134,112 | ||||||
EOG Resources, Inc. |
7,146 | 863,165 | ||||||
|
|
|||||||
1,997,277 | ||||||||
|
|
|||||||
Financials 4.2% |
||||||||
American Express Co. |
19,512 | 1,121,550 | ||||||
Capital One Financial Corp. |
7,025 | 406,958 | ||||||
|
|
|||||||
1,528,508 | ||||||||
|
|
|||||||
Health Care 19.4% |
||||||||
Agilent Technologies, Inc. |
22,982 | 940,883 | ||||||
Alexion Pharmaceuticals, Inc.* |
11,927 | 1,118,872 | ||||||
Allergan, Inc. |
11,068 | 1,015,267 | ||||||
Biogen Idec, Inc.* |
7,258 | 1,064,531 | ||||||
Express Scripts Holding Co.* |
19,269 | 1,040,526 | ||||||
Gilead Sciences, Inc.* |
10,631 | 780,847 | ||||||
Intuitive Surgical, Inc.* |
2,318 | 1,136,678 | ||||||
|
|
|||||||
7,097,604 | ||||||||
|
|
|||||||
Industrials 6.7% |
||||||||
Precision Castparts Corp. |
7,141 | 1,352,648 | ||||||
W.W. Grainger, Inc. |
5,364 | 1,085,513 | ||||||
|
|
|||||||
2,438,161 | ||||||||
|
|
|||||||
Information Technology 32.9% |
||||||||
Analog Devices, Inc. |
16,717 | 703,117 | ||||||
Apple, Inc. |
5,622 | 2,996,695 | ||||||
ARM Holdings PLC SP ADR |
16,205 | 613,035 | ||||||
ASML Holding NV NYS(a) |
12,090 | 778,717 |
See Notes to Schedules of Portfolio Investments.
Baidu, Inc. SP ADR* |
4,740 | 475,375 | ||||||
F5 Networks, Inc.* |
11,004 | 1,069,039 | ||||||
Google, Inc., Cl A* |
2,650 | 1,879,830 | ||||||
QUALCOMM, Inc. |
17,496 | 1,085,102 | ||||||
Teradata Corp.* |
17,896 | 1,107,583 | ||||||
Visa, Inc., Cl A |
8,795 | 1,333,146 | ||||||
|
|
|||||||
12,041,639 | ||||||||
|
|
|||||||
Materials 1.3% |
||||||||
Monsanto Co. |
4,879 | 461,797 | ||||||
|
|
|||||||
Total Common Stocks (Cost $28,680,984) |
|
35,985,715 | ||||||
|
|
|||||||
Short-Term Investment 2.1% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(b) |
769,860 | 769,860 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $769,860) |
|
769,860 | ||||||
|
|
|||||||
Money Market Fund 1.6% |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(c) |
606,718 | 606,718 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $606,718) |
|
606,718 | ||||||
|
|
|||||||
Total Investments (Cost $30,057,562) 102.2% |
37,362,293 | |||||||
Liabilities in Excess of Other Assets (2.2)% |
(819,280 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 36,543,013 | ||||||
|
|
* | Non-income producing security. |
(a) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $751,247. |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
NYS | New York Registered Shares |
SP ADR | Sponsored American Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Small Cap Growth Stock Fund
Shares | Value($) | |||||||
Common Stocks 98.3% |
||||||||
Consumer Discretionary 17.4% |
||||||||
Asbury Automotive Group, Inc.* |
75,113 | 2,405,869 | ||||||
Ascena Retail Group, Inc.* |
84,135 | 1,555,656 | ||||||
Body Central Corp.* |
94,310 | 939,328 | ||||||
Buffalo Wild Wings, Inc.* |
35,848 | 2,610,451 | ||||||
Chicos FAS, Inc. |
96,971 | 1,790,085 | ||||||
Coinstar, Inc.*(a) |
33,156 | 1,724,444 | ||||||
Crocs, Inc.* |
106,064 | 1,526,261 | ||||||
Dominos Pizza, Inc. |
59,066 | 2,572,324 | ||||||
DSW, Inc., Cl A |
26,219 | 1,722,326 | ||||||
Express, Inc.* |
79,317 | 1,196,893 | ||||||
G-III Apparel Group Ltd.* |
31,230 | 1,069,003 | ||||||
Hibbett Sports, Inc.* |
42,618 | 2,245,969 | ||||||
HSN, Inc. |
44,598 | 2,456,458 | ||||||
Life Time Fitness, Inc.* |
61,417 | 3,022,331 | ||||||
Lions Gate Entertainment Corp.*(a) |
125,865 | 2,064,186 | ||||||
Lithia Motors, Inc., Cl A |
47,499 | 1,777,413 | ||||||
Modine Manufacturing Co.* |
115,849 | 941,852 | ||||||
Multimedia Games Holding Co., Inc.* |
51,282 | 754,358 | ||||||
Ryland Group, Inc. (The) |
57,869 | 2,112,218 | ||||||
Sonic Automotive, Inc., Cl A |
129,121 | 2,697,338 | ||||||
Steven Madden Ltd.* |
65,209 | 2,756,384 | ||||||
Vitamin Shoppe, Inc.* |
37,572 | 2,155,130 | ||||||
|
|
|||||||
42,096,277 | ||||||||
|
|
|||||||
Consumer Staples 2.7% |
||||||||
Hain Celestial Group, Inc. (The)* |
44,316 | 2,402,814 | ||||||
Nu Skin Enterprises, Inc., Cl A(a) |
37,878 | 1,403,380 | ||||||
United Natural Foods, Inc.* |
50,789 | 2,721,782 | ||||||
|
|
|||||||
6,527,976 | ||||||||
|
|
|||||||
Energy 7.4% |
||||||||
Basic Energy Services, Inc.* |
123,782 | 1,412,353 | ||||||
Gulfport Energy Corp.* |
89,043 | 3,403,223 | ||||||
Halcon Resources Corp.* |
253,178 | 1,751,992 | ||||||
Hornbeck Offshore Services, Inc.* |
45,220 | 1,552,855 | ||||||
Kodiak Oil & Gas Corp.* |
329,027 | 2,911,889 | ||||||
Lufkin Industries, Inc. |
44,177 | 2,568,009 | ||||||
Mitcham Industries, Inc.* |
77,378 | 1,054,662 | ||||||
Stone Energy Corp.* |
61,873 | 1,269,634 | ||||||
World Fuel Services Corp. |
44,617 | 1,836,882 | ||||||
|
|
|||||||
17,761,499 | ||||||||
|
|
|||||||
Financials 6.0% |
||||||||
Cardtronics, Inc.* |
72,248 | 1,715,167 |
See Notes to Schedules of Portfolio Investments.
Cathay General Bancorp |
102,660 | 2,001,870 | ||||||
Encore Capital Group, Inc.* |
62,318 | 1,908,177 | ||||||
Portfolio Recovery Associates, Inc.* |
28,064 | 2,998,919 | ||||||
Stifel Financial Corp.* |
81,546 | 2,607,026 | ||||||
World Acceptance Corp.*(a) |
42,657 | 3,180,506 | ||||||
|
|
|||||||
14,411,665 | ||||||||
|
|
|||||||
Health Care 15.9% |
||||||||
ABIOMED, Inc.*(a) |
86,657 | 1,166,403 | ||||||
Acadia Healthcare Co., Inc.* |
99,751 | 2,327,191 | ||||||
Air Methods Corp. |
47,097 | 1,737,408 | ||||||
AVANIR Pharmaceuticals, Inc.*(a) |
381,885 | 1,004,358 | ||||||
Cubist Pharmaceuticals, Inc.* |
80,754 | 3,396,513 | ||||||
Endologix, Inc.* |
145,588 | 2,073,173 | ||||||
Exelixis, Inc.*(a) |
254,616 | 1,163,595 | ||||||
HealthSouth Corp.* |
77,620 | 1,638,558 | ||||||
HeartWare International, Inc.*(a) |
20,607 | 1,729,958 | ||||||
HMS Holdings Corp.* |
98,531 | 2,553,924 | ||||||
ICON PLC SP ADR* |
91,611 | 2,543,121 | ||||||
Impax Laboratories, Inc.* |
93,593 | 1,917,721 | ||||||
Medicines Co. (The)* |
98,712 | 2,366,127 | ||||||
Medidata Solutions, Inc.* |
55,983 | 2,193,974 | ||||||
Neogen Corp.* |
28,967 | 1,312,784 | ||||||
NPS Pharmaceuticals, Inc.* |
179,120 | 1,629,992 | ||||||
NuVasive, Inc.* |
68,831 | 1,064,127 | ||||||
Questcor Pharmaceuticals, Inc.(a) |
59,571 | 1,591,737 | ||||||
Seattle Genetics, Inc.*(a) |
46,486 | 1,078,475 | ||||||
Team Health Holdings, Inc.* |
71,595 | 2,059,788 | ||||||
Vivus, Inc.*(a) |
27,122 | 363,977 | ||||||
Vocera Communications, Inc.* |
61,168 | 1,535,317 | ||||||
|
|
|||||||
38,448,221 | ||||||||
|
|
|||||||
Industrials 17.4% |
||||||||
AAR Corp. |
138,932 | 2,595,250 | ||||||
Acacia Research - Acacia Technologies* |
90,086 | 2,310,706 | ||||||
Alaska Air Group, Inc.* |
75,870 | 3,269,238 | ||||||
Corporate Executive Board Co. (The) |
16,839 | 799,179 | ||||||
H&E Equipment Services, Inc. |
127,873 | 1,927,046 | ||||||
Hexcel Corp.* |
90,874 | 2,449,963 | ||||||
Hub Group, Inc., Cl A* |
55,651 | 1,869,874 | ||||||
InnerWorkings, Inc.*(a) |
178,691 | 2,462,362 | ||||||
Kforce, Inc. |
113,139 | 1,621,282 | ||||||
MasTec, Inc.* |
91,644 | 2,284,685 | ||||||
Mistras Group, Inc.* |
97,943 | 2,418,213 | ||||||
MYR Group, Inc.* |
83,669 | 1,861,635 | ||||||
Polypore International, Inc.*(a) |
25,889 | 1,203,839 | ||||||
Powell Industries, Inc.* |
24,922 | 1,035,011 | ||||||
Raven Industries, Inc. |
41,467 | 1,093,070 | ||||||
Ryder System, Inc. |
20,322 | 1,014,677 | ||||||
Terex Corp.* |
95,583 | 2,686,838 | ||||||
Titan Machinery, Inc.*(a) |
77,084 | 1,903,975 | ||||||
Triumph Group, Inc. |
35,444 | 2,314,493 |
See Notes to Schedules of Portfolio Investments.
TrueBlue, Inc.* |
82,334 | 1,296,760 | ||||||
Valmont Industries, Inc. |
10,395 | 1,419,437 | ||||||
Woodward, Inc. |
56,000 | 2,135,280 | ||||||
|
|
|||||||
41,972,813 | ||||||||
|
|
|||||||
Information Technology 24.5% |
||||||||
Allot Communications Ltd.* |
39,532 | 704,460 | ||||||
Aruba Networks, Inc.*(a) |
157,511 | 3,268,353 | ||||||
Aspen Technology, Inc.* |
98,915 | 2,734,011 | ||||||
Bottomline Technologies, Inc.* |
78,825 | 2,080,192 | ||||||
BroadSoft, Inc.* |
72,625 | 2,638,466 | ||||||
Cirrus Logic, Inc.* |
115,586 | 3,348,526 | ||||||
CommVault Systems, Inc.* |
29,618 | 2,064,671 | ||||||
Euronet Worldwide, Inc.* |
113,948 | 2,689,173 | ||||||
ExactTarget, Inc.* |
78,885 | 1,577,700 | ||||||
Fusion-io, Inc.*(a) |
62,808 | 1,440,187 | ||||||
Heartland Payment Systems, Inc. |
93,571 | 2,760,344 | ||||||
Infoblox, Inc.* |
73,500 | 1,320,795 | ||||||
InterDigital, Inc.(a) |
18,360 | 754,596 | ||||||
Jive Software, Inc.* |
147,890 | 2,148,842 | ||||||
Keynote Systems, Inc. |
70,489 | 993,190 | ||||||
NETGEAR, Inc.* |
73,247 | 2,887,397 | ||||||
NetSuite, Inc.* |
17,512 | 1,178,558 | ||||||
OpenTable, Inc.*(a) |
40,114 | 1,957,563 | ||||||
Procera Networks, Inc.* |
83,595 | 1,550,687 | ||||||
PROS Holdings, Inc.* |
78,634 | 1,438,216 | ||||||
QLIK Technologies, Inc.* |
148,262 | 3,220,251 | ||||||
Semtech Corp.* |
136,235 | 3,944,003 | ||||||
SolarWinds, Inc.* |
20,957 | 1,099,195 | ||||||
Sourcefire, Inc.* |
74,064 | 3,497,302 | ||||||
Stratasys Ltd.* |
30,419 | 2,438,083 | ||||||
Tangoe, Inc.* |
107,561 | 1,276,749 | ||||||
Ultimate Software Group, Inc.* |
32,494 | 3,067,758 | ||||||
Universal Display Corp.*(a) |
41,301 | 1,058,132 | ||||||
|
|
|||||||
59,137,400 | ||||||||
|
|
|||||||
Materials 4.8% |
||||||||
Flotek Industries, Inc.*(a) |
165,859 | 2,023,480 | ||||||
Haynes International, Inc. |
37,807 | 1,961,049 | ||||||
HB Fuller Co. |
49,215 | 1,713,666 | ||||||
LSB Industries, Inc.* |
42,875 | 1,518,633 | ||||||
PolyOne Corp. |
124,780 | 2,548,008 | ||||||
Zagg, Inc.*(a) |
257,995 | 1,898,843 | ||||||
|
|
|||||||
11,663,679 | ||||||||
|
|
|||||||
Telecommunication Services 2.2% |
||||||||
8x8, Inc.*(a) |
394,908 | 2,918,370 | ||||||
Cogent Communications Group, Inc. |
102,609 | 2,323,068 | ||||||
|
|
|||||||
5,241,438 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $197,967,777) |
|
237,260,968 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Short-Term Investment 12.1% |
| |||||||
RidgeWorth Funds Securities Lending Joint Account(b) |
29,304,690 | 29,304,690 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $29,304,690) |
|
29,304,690 | ||||||
|
|
|||||||
Money Market Fund 2.7% |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(c) |
6,585,935 | 6,585,935 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $6,585,935) |
|
6,585,935 | ||||||
|
|
|||||||
Total Investments (Cost $233,858,402) 113.1% |
273,151,593 | |||||||
Liabilities in Excess of Other Assets (13.1)% |
(31,678,447 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 241,473,146 | ||||||
|
|
* | Non-income producing security. |
(a) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $28,484,594. |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2012 (See Note 2(i)). |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
ADR | American Depositary Receipt |
SP ADR | Sponsored American Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Small Cap Value Equity Fund
Shares | Value($) | |||||||
Common Stocks 99.6% |
||||||||
Consumer Discretionary 17.7% |
||||||||
Arcos Dorados Holdings, Inc., Cl A |
2,388,300 | 28,564,068 | ||||||
Brunswick Corp. |
671,100 | 19,522,299 | ||||||
Destination Maternity Corp. |
170,029 | 3,665,825 | ||||||
Einstein Noah Restaurant Group, Inc. |
197,400 | 2,410,254 | ||||||
Gafisa SA ADR* |
761,500 | 3,540,975 | ||||||
Guess?, Inc. |
1,126,954 | 27,655,451 | ||||||
HSN, Inc. |
1,020,400 | 56,203,632 | ||||||
Lithia Motors, Inc., Cl A |
302,800 | 11,330,776 | ||||||
Meredith Corp. |
409,800 | 14,117,610 | ||||||
NutriSystem, Inc. |
761,150 | 6,233,819 | ||||||
Scholastic Corp. |
326,800 | 9,660,208 | ||||||
Sonic Automotive, Inc., Cl A |
815,200 | 17,029,528 | ||||||
Sothebys |
1,116,200 | 37,526,644 | ||||||
Thor Industries, Inc. |
502,600 | 18,812,318 | ||||||
|
|
|||||||
256,273,407 | ||||||||
|
|
|||||||
Consumer Staples 2.4% |
||||||||
Caseys General Stores, Inc. |
174,300 | 9,255,330 | ||||||
WD-40 Co. |
532,550 | 25,088,431 | ||||||
|
|
|||||||
34,343,761 | ||||||||
|
|
|||||||
Energy 7.4% |
||||||||
Berry Petroleum Co., Cl A |
606,800 | 20,358,140 | ||||||
Bristow Group, Inc. |
601,900 | 32,297,954 | ||||||
CARBO Ceramics, Inc. |
447,400 | 35,049,316 | ||||||
Patterson-UTI Energy, Inc. |
1,061,100 | 19,768,293 | ||||||
|
|
|||||||
107,473,703 | ||||||||
|
|
|||||||
Financials 22.3% |
||||||||
American Realty Capital Trust, Inc. |
2,181,400 | 25,195,170 | ||||||
Banco Latinoamericano de Expectaciones SA, Cl E |
259,050 | 5,585,118 | ||||||
Bank of Hawaii Corp. |
105,400 | 4,642,870 | ||||||
Campus Crest Communities, Inc. REIT |
729,100 | 8,938,766 | ||||||
Cash America International, Inc. |
882,250 | 34,998,857 | ||||||
E-House China Holdings Ltd. ADS |
336,900 | 1,381,290 | ||||||
Evercore Partners, Inc., Cl A |
453,150 | 13,680,598 | ||||||
Hancock Holding Co. |
696,074 | 22,093,389 | ||||||
Hanover Insurance Group, Inc. (The) |
720,750 | 27,921,855 | ||||||
HCC Insurance Holdings, Inc. |
1,116,400 | 41,541,244 | ||||||
Horace Mann Educators Corp. |
559,900 | 11,175,604 | ||||||
JMP Group, Inc. |
629,700 | 3,822,279 | ||||||
Lazard Ltd., Cl A |
172,700 | 5,153,368 | ||||||
Mid-America Apartment Communities, Inc., REIT |
155,200 | 10,049,200 | ||||||
Monmouth Real Estate Investment Corp., Cl A REIT |
111,000 | 1,149,960 |
See Notes to Schedules of Portfolio Investments.
National Retail Properties, Inc. REIT |
469,150 | 14,637,480 | ||||||
Oppenheimer Holdings, Inc., Cl A |
217,300 | 3,752,771 | ||||||
Protective Life Corp. |
577,100 | 16,493,518 | ||||||
StanCorp Financial Group, Inc. |
858,600 | 31,484,862 | ||||||
Starwood Property Trust, Inc., REIT |
491,100 | 11,275,656 | ||||||
Tower Group, Inc. |
288,250 | 5,122,203 | ||||||
Trust Co Bank Corp. NY |
411,000 | 2,170,080 | ||||||
UMB Financial Corp. |
478,950 | 20,997,168 | ||||||
|
|
|||||||
323,263,306 | ||||||||
|
|
|||||||
Health Care 4.8% |
||||||||
Cooper Cos., Inc. (The) |
121,396 | 11,226,702 | ||||||
Ensign Group, Inc. |
323,700 | 8,801,403 | ||||||
Landauer, Inc. |
175,500 | 10,742,355 | ||||||
STERIS Corp. |
552,357 | 19,183,359 | ||||||
Teleflex, Inc. |
287,100 | 20,473,101 | ||||||
|
|
|||||||
70,426,920 | ||||||||
|
|
|||||||
Industrials 31.1% |
||||||||
A.O. Smith Corp. |
1,047,275 | 66,051,634 | ||||||
ABM Industries, Inc. |
613,000 | 12,229,350 | ||||||
Brinks Co. (The) |
154,700 | 4,413,591 | ||||||
China Yuchai International Ltd. |
132,600 | 2,091,102 | ||||||
Copa Holdings SA, Cl A |
362,007 | 36,001,596 | ||||||
Corrections Corp. of America |
490,900 | 17,412,223 | ||||||
Crane Co. |
260,900 | 12,074,452 | ||||||
EMCOR Group, Inc. |
310,400 | 10,742,944 | ||||||
Great Lakes Dredge & Dock Corp. |
677,000 | 6,045,610 | ||||||
Grupo Aeroportuario del Pacifico SA de CV SP ADR |
261,476 | 14,948,583 | ||||||
Grupo Aeroportuario del Sureste SAB de CV ADR |
68,800 | 7,843,200 | ||||||
Harsco Corp. |
472,100 | 11,094,350 | ||||||
Herman Miller, Inc. |
613,600 | 13,143,312 | ||||||
Interface, Inc. |
2,348,771 | 37,768,238 | ||||||
Kennametal, Inc. |
175,400 | 7,016,000 | ||||||
Knoll, Inc. |
88,300 | 1,356,288 | ||||||
Lennox International, Inc. |
582,800 | 30,608,656 | ||||||
Manpower, Inc. |
104,700 | 4,443,468 | ||||||
Mine Safety Appliances Co. |
421,900 | 18,019,349 | ||||||
Nordson Corp. |
172,800 | 10,907,136 | ||||||
Progressive Waste Solutions Ltd. |
1,873,224 | 40,461,638 | ||||||
Ritchie Bros Auctioneers, Inc. |
465,800 | 9,730,562 | ||||||
Ryder System, Inc. |
44,000 | 2,196,920 | ||||||
Snap-on, Inc. |
410,950 | 32,460,941 | ||||||
Tennant Co. |
153,800 | 6,759,510 | ||||||
UTi Worldwide, Inc. |
280,200 | 3,754,680 | ||||||
Viad Corp. |
542,100 | 14,723,436 | ||||||
Watsco, Inc. |
228,600 | 17,122,140 | ||||||
|
|
|||||||
451,420,909 | ||||||||
|
|
|||||||
Information Technology 5.2% |
||||||||
Aixtron AG SP ADR |
1,363,820 | 16,297,649 | ||||||
Black Box Corp. |
232,150 | 5,650,531 | ||||||
Booz Allen Hamilton Holding Corp. |
472,800 | 6,581,376 |
See Notes to Schedules of Portfolio Investments.
DST Systems, Inc. |
147,300 | 8,926,380 | ||||||
FLIR Systems, Inc. |
1,058,900 | 23,624,059 | ||||||
Plantronics, Inc. |
378,550 | 13,957,138 | ||||||
|
|
|||||||
75,037,133 | ||||||||
|
|
|||||||
Materials 7.7% |
||||||||
A. Schulman, Inc. |
473,300 | 13,692,569 | ||||||
Buckeye Technologies, Inc. |
387,300 | 11,119,383 | ||||||
Cabot Corp. |
460,200 | 18,311,358 | ||||||
Carpenter Technology Corp. |
290,800 | 15,014,004 | ||||||
Compass Minerals International, Inc. |
101,800 | 7,605,478 | ||||||
Globe Specialty Metals, Inc. |
723,800 | 9,952,250 | ||||||
Haynes International, Inc. |
165,900 | 8,605,233 | ||||||
Olin Corp. |
798,400 | 17,237,456 | ||||||
Sensient Technologies Corp. |
269,065 | 9,567,951 | ||||||
|
|
|||||||
111,105,682 | ||||||||
|
|
|||||||
Utilities 1.0% |
||||||||
Avista Corp. |
272,450 | 6,568,770 | ||||||
California Water Service Group |
442,400 | 8,118,040 | ||||||
|
|
|||||||
14,686,810 | ||||||||
|
|
|||||||
Total Common Stocks (Cost $1,240,026,359) |
|
1,444,031,631 | ||||||
|
|
|||||||
Money Market Fund 0.6% |
||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.17%(a) |
8,337,066 | 8,337,066 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $8,337,066) |
|
8,337,066 | ||||||
|
|
|||||||
Total Investments (Cost $1,248,363,425) 100.2% |
1,452,368,697 | |||||||
Liabilities in Excess of Other Assets (0.2)% |
(2,487,308 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 1,449,881,389 | ||||||
|
|
* | Non-income producing security. |
(a) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
ADR | American Depositary Receipt |
ADS | American Depositary Shares |
REIT | Real Estate Investment Trust |
SP ADR | Sponsored American Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Aggressive Growth Allocation Strategy
Shares | Value($) | |||||||
Equity Funds 67.3%(a) |
||||||||
RidgeWorth Aggressive Growth Stock Fund* |
2,717 | 39,589 | ||||||
RidgeWorth International Equity Fund |
108,830 | 1,234,130 | ||||||
RidgeWorth International Equity Index Fund |
2,272 | 26,809 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund |
3,511 | 51,583 | ||||||
RidgeWorth Large Cap Growth Stock Fund |
437,568 | 4,187,522 | ||||||
RidgeWorth Large Cap Value Equity Fund |
296,795 | 4,217,459 | ||||||
RidgeWorth Mid-Cap Value Equity Fund |
150,309 | 1,766,129 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* |
61,617 | 1,565,697 | ||||||
RidgeWorth Small Cap Growth Stock Fund* |
48,146 | 735,185 | ||||||
RidgeWorth Small Cap Value Equity Fund |
53,423 | 738,309 | ||||||
|
|
|||||||
Total Equity Funds (Cost $12,617,274) |
|
14,562,412 | ||||||
|
|
|||||||
Fixed Income Funds 16.9%(a) |
||||||||
RidgeWorth Corporate Bond Fund |
8,289 | 77,829 | ||||||
RidgeWorth High Income Fund |
34,955 | 251,675 | ||||||
RidgeWorth Intermediate Bond Fund |
68,244 | 704,274 | ||||||
RidgeWorth Seix Floating Rate High Income Fund |
8,672 | 77,871 | ||||||
RidgeWorth Seix High Yield Fund |
26,020 | 264,359 | ||||||
RidgeWorth Total Return Bond Fund |
192,337 | 2,090,708 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
17,969 | 182,740 | ||||||
|
|
|||||||
Total Fixed Income Funds (Cost $3,681,241) |
|
3,649,456 | ||||||
|
|
|||||||
Exchange Traded Funds 14.2% |
||||||||
Consumer Discretionary Select Sector SPDR Fund |
1,181 | 56,015 | ||||||
Consumer Staples Select Sector SPDR Fund |
1,015 | 35,353 | ||||||
Energy Select Sector SPDR Fund |
891 | 63,653 | ||||||
Financial Select Sector SPDR Fund |
4,619 | 75,752 | ||||||
Health Care Select Sector SPDR Fund |
1,761 | 70,352 | ||||||
Industrial Select Sector SPDR Fund |
1,500 | 56,850 | ||||||
iShares Barclays 20+ Year Treasury Bond Fund |
1,163 | 140,932 | ||||||
iShares Barclays U.S. Treasury Inflation Protected Securities Fund |
29 | 3,521 | ||||||
iShares Dow Jones U.S. Real Estate Index Fund |
5,299 | 342,951 | ||||||
iShares MSCI Emerging Markets Index Fund |
9,620 | 426,647 | ||||||
iShares Russell 2000 Index Fund |
311 | 26,214 | ||||||
iShares S&P 500 Index Fund |
9,033 | 1,292,442 | ||||||
Market Vectors Gold Miners Fund |
7,245 | 336,096 | ||||||
Materials Select Sector SPDR Fund |
571 | 21,435 | ||||||
Technology Select Sector SPDR Fund |
4,132 | 119,621 | ||||||
Utilities Select Sector SPDR Fund |
116 | 4,054 | ||||||
|
|
|||||||
Total Exchange Traded Funds (Cost $2,765,336) |
|
3,071,888 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Money Market Fund 1.5% |
| |||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) |
336,839 | 336,839 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $336,839) |
|
336,839 | ||||||
|
|
|||||||
Total Investments (Cost $19,400,690) 99.9% |
21,620,595 | |||||||
Other Assets in Excess of Liabilities 0.1% |
25,146 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 21,645,741 | ||||||
|
|
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in each Funds I Shares. |
(b) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
MSCI | Morgan Stanley Capital International |
SPDR | Standard & Poors Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Conservative Allocation Strategy
Shares | Value($) | |||||||
Equity Funds 25.2%(a) |
||||||||
RidgeWorth Aggressive Growth Stock Fund* |
2,494 | 36,343 | ||||||
RidgeWorth International Equity Fund |
113,504 | 1,287,138 | ||||||
RidgeWorth International Equity Index Fund |
3,727 | 43,977 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund |
3,172 | 46,598 | ||||||
RidgeWorth Large Cap Growth Stock Fund |
469,440 | 4,492,544 | ||||||
RidgeWorth Large Cap Value Equity Fund |
309,202 | 4,393,761 | ||||||
RidgeWorth Mid-Cap Value Equity Fund |
162,053 | 1,904,127 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* |
64,796 | 1,646,471 | ||||||
RidgeWorth Small Cap Growth Stock Fund* |
50,531 | 771,602 | ||||||
RidgeWorth Small Cap Value Equity Fund |
55,886 | 772,342 | ||||||
|
|
|||||||
Total Equity Funds (Cost $14,694,731) |
|
15,394,903 | ||||||
|
|
|||||||
Fixed Income Funds 66.0%(a) |
||||||||
RidgeWorth Corporate Bond Fund |
86,434 | 811,619 | ||||||
RidgeWorth High Income Fund |
317,666 | 2,287,192 | ||||||
RidgeWorth Intermediate Bond Fund |
892,134 | 9,206,822 | ||||||
RidgeWorth Seix Floating Rate High Income Fund |
91,867 | 824,963 | ||||||
RidgeWorth Seix High Yield Fund |
252,456 | 2,564,957 | ||||||
RidgeWorth Total Return Bond Fund |
2,072,627 | 22,529,453 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
212,228 | 2,158,357 | ||||||
|
|
|||||||
Total Fixed Income Funds (Cost $39,849,074) |
|
40,383,363 | ||||||
|
|
|||||||
Exchange Traded Funds 7.8% |
||||||||
Consumer Discretionary Select Sector SPDR Fund |
953 | 45,201 | ||||||
Consumer Staples Select Sector SPDR Fund |
823 | 28,665 | ||||||
Energy Select Sector SPDR Fund |
746 | 53,294 | ||||||
Financial Select Sector SPDR Fund |
3,907 | 64,075 | ||||||
Health Care Select Sector SPDR Fund |
1,481 | 59,166 | ||||||
Industrial Select Sector SPDR Fund |
1,227 | 46,503 | ||||||
iShares Barclays 20+ Year Treasury Bond Fund |
12,247 | 1,484,092 | ||||||
iShares Barclays U.S. Treasury Inflation Protected Securities Fund |
309 | 37,516 | ||||||
iShares Dow Jones U.S. Real Estate Index Fund |
5,439 | 352,012 | ||||||
iShares MSCI Emerging Markets Index Fund |
9,678 | 429,219 | ||||||
iShares Russell 2000 Index Fund |
528 | 44,505 | ||||||
iShares S&P 500 Index Fund |
11,861 | 1,697,072 | ||||||
Market Vectors Gold Miners Fund |
6,919 | 320,973 | ||||||
Materials Select Sector SPDR Fund |
456 | 17,118 | ||||||
Technology Select Sector SPDR Fund |
3,495 | 101,180 | ||||||
Utilities Select Sector SPDR Fund |
133 | 4,648 | ||||||
|
|
|||||||
Total Exchange Traded Funds (Cost $4,329,796) |
|
4,785,239 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Money Market Fund 1.2% |
| |||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) |
708,397 | 708,397 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $708,397) |
|
708,397 | ||||||
|
|
|||||||
Total Investments (Cost $59,581,998) 100.2% |
61,271,902 | |||||||
Liabilities in Excess of Other Assets (0.2)% |
(100,060 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 61,171,842 | ||||||
|
|
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in each Funds I Shares. |
(b) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
MSCI | Morgan Stanley Capital International |
SPDR | Standard & Poors Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Growth Allocation Strategy
Shares | Value($) | |||||||
Equity Funds 58.4%(a) |
||||||||
RidgeWorth Aggressive Growth Stock Fund* |
4,874 | 71,013 | ||||||
RidgeWorth International Equity Fund |
283,753 | 3,217,758 | ||||||
RidgeWorth International Equity Index Fund |
3,790 | 44,720 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund |
7,067 | 103,816 | ||||||
RidgeWorth Large Cap Growth Stock Fund |
1,110,910 | 10,631,406 | ||||||
RidgeWorth Large Cap Value Equity Fund |
767,629 | 10,908,015 | ||||||
RidgeWorth Mid-Cap Value Equity Fund |
386,878 | 4,545,821 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* |
158,841 | 4,036,151 | ||||||
RidgeWorth Small Cap Growth Stock Fund* |
124,519 | 1,901,403 | ||||||
RidgeWorth Small Cap Value Equity Fund |
138,121 | 1,908,827 | ||||||
|
|
|||||||
Total Equity Funds (Cost $32,444,872) |
|
37,368,930 | ||||||
|
|
|||||||
Fixed Income Funds 27.3%(a) |
||||||||
RidgeWorth Corporate Bond Fund |
36,353 | 341,353 | ||||||
RidgeWorth High Income Fund |
186,004 | 1,339,226 | ||||||
RidgeWorth Intermediate Bond Fund |
382,173 | 3,944,025 | ||||||
RidgeWorth Seix Floating Rate High Income Fund |
53,603 | 481,354 | ||||||
RidgeWorth Seix High Yield Fund |
135,236 | 1,373,994 | ||||||
RidgeWorth Total Return Bond Fund |
889,250 | 9,666,150 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
33,089 | 336,512 | ||||||
|
|
|||||||
Total Fixed Income Funds (Cost $16,795,232) |
|
17,482,614 | ||||||
|
|
|||||||
Exchange Traded Funds 13.0% |
||||||||
Consumer Discretionary Select Sector SPDR Fund |
3,513 | 166,622 | ||||||
Consumer Staples Select Sector SPDR Fund |
3,208 | 111,735 | ||||||
Energy Select Sector SPDR Fund |
2,766 | 197,603 | ||||||
Financial Select Sector SPDR Fund |
14,521 | 238,144 | ||||||
Health Care Select Sector SPDR Fund |
5,560 | 222,122 | ||||||
Industrial Select Sector SPDR Fund |
4,662 | 176,690 | ||||||
iShares Barclays 20+ Year Treasury Bond Fund |
4,308 | 522,043 | ||||||
iShares Barclays U.S. Treasury Inflation Protected Securities Fund |
352 | 42,736 | ||||||
iShares Dow Jones U.S. Real Estate Index Fund |
14,124 | 914,105 | ||||||
iShares MSCI Emerging Markets Index Fund |
24,162 | 1,071,585 | ||||||
iShares Russell 2000 Index Fund |
1,309 | 110,336 | ||||||
iShares S&P 500 Index Fund |
22,879 | 3,273,527 | ||||||
Market Vectors Gold Miners Fund |
18,340 | 850,793 | ||||||
Materials Select Sector SPDR Fund |
1,615 | 60,627 | ||||||
Technology Select Sector SPDR Fund |
12,931 | 374,352 | ||||||
Utilities Select Sector SPDR Fund |
469 | 16,392 | ||||||
|
|
|||||||
Total Exchange Traded Funds (Cost $7,630,543) |
|
8,349,412 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Money Market Fund 1.3% |
| |||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) |
798,663 | 798,663 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $798,663) |
|
798,663 | ||||||
|
|
|||||||
Total Investments (Cost $57,669,310) 100.0% |
63,999,619 | |||||||
Other Assets in Excess of Liabilities 0.0%(c) |
21,161 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 64,020,780 | ||||||
|
|
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in each Funds I Shares. |
(b) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
(c) | Less than 0.05% of Net Assets. |
Investment Abbreviations
MSCI | Morgan Stanley Capital International |
SPDR | Standard & Poors Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Moderate Allocation Strategy
Shares | Value($) | |||||||
Equity Funds 41.9%(a) |
||||||||
RidgeWorth Aggressive Growth Stock Fund* |
11,861 | 172,808 | ||||||
RidgeWorth International Equity Fund |
547,137 | 6,204,533 | ||||||
RidgeWorth International Equity Index Fund |
18,046 | 212,941 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund |
16,070 | 236,068 | ||||||
RidgeWorth Large Cap Growth Stock Fund |
2,122,496 | 20,312,286 | ||||||
RidgeWorth Large Cap Value Equity Fund |
1,506,251 | 21,403,832 | ||||||
RidgeWorth Mid-Cap Value Equity Fund |
743,119 | 8,731,644 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* |
305,018 | 7,750,499 | ||||||
RidgeWorth Small Cap Growth Stock Fund* |
236,395 | 3,609,748 | ||||||
RidgeWorth Small Cap Value Equity Fund |
262,346 | 3,625,615 | ||||||
|
|
|||||||
Total Equity Funds (Cost $64,948,425) |
|
72,259,974 | ||||||
|
|
|||||||
Fixed Income Funds 46.5%(a) |
||||||||
RidgeWorth Corporate Bond Fund |
166,608 | 1,564,448 | ||||||
RidgeWorth High Income Fund |
804,809 | 5,794,625 | ||||||
RidgeWorth Intermediate Bond Fund |
1,743,413 | 17,992,017 | ||||||
RidgeWorth Seix Floating Rate High Income Fund |
276,245 | 2,480,680 | ||||||
RidgeWorth Seix High Yield Fund |
570,677 | 5,798,073 | ||||||
RidgeWorth Total Return Bond Fund |
4,123,378 | 44,821,124 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
182,154 | 1,852,507 | ||||||
|
|
|||||||
Total Fixed Income Funds (Cost $77,424,811) |
|
80,303,474 | ||||||
|
|
|||||||
Exchange Traded Funds 10.3% |
||||||||
Consumer Discretionary Select Sector SPDR Fund |
4,850 | 230,036 | ||||||
Consumer Staples Select Sector SPDR Fund |
4,368 | 152,137 | ||||||
Energy Select Sector SPDR Fund |
3,922 | 280,188 | ||||||
Financial Select Sector SPDR Fund |
20,417 | 334,839 | ||||||
Health Care Select Sector SPDR Fund |
7,729 | 308,774 | ||||||
Industrial Select Sector SPDR Fund |
6,535 | 247,676 | ||||||
iShares Barclays 20+ Year Treasury Bond Fund |
20,809 | 2,521,635 | ||||||
iShares Barclays U.S. Treasury Inflation Protected Securities Fund |
1,274 | 154,676 | ||||||
iShares Dow Jones U.S. Real Estate Index Fund |
27,076 | 1,752,359 | ||||||
iShares MSCI Emerging Markets Index Fund |
46,529 | 2,063,561 | ||||||
iShares Russell 2000 Index Fund |
3,194 | 269,222 | ||||||
iShares S&P 500 Index Fund |
50,014 | 7,156,003 | ||||||
Market Vectors Gold Miners Fund |
36,042 | 1,671,988 | ||||||
Materials Select Sector SPDR Fund |
2,509 | 94,188 | ||||||
Technology Select Sector SPDR Fund |
18,260 | 528,627 | ||||||
Utilities Select Sector SPDR Fund |
517 | 18,069 | ||||||
|
|
|||||||
Total Exchange Traded Funds (Cost $16,052,390) |
|
17,783,978 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Money Market Fund 1.4% |
| |||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) |
2,333,262 | 2,333,262 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $2,333,262) |
|
2,333,262 | ||||||
|
|
|||||||
Total Investments (Cost $160,758,888) 100.1% |
172,680,688 | |||||||
Liabilities in Excess of Other Assets (0.1)% |
(119,598 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 172,561,090 | ||||||
|
|
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in each Funds I Shares. |
(b) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
MSCI | Morgan Stanley Capital International |
SPDR | Standard & Poors Depositary Receipt |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Core Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Asset-Backed Securities 1.0% |
||||||||
Credit Card 0.3% |
||||||||
Cabelas Master Credit Card Trust, Series 2012-1A, Cl A1, 1.630%, 02/18/20(a) |
1,282,000 | 1,314,336 | ||||||
|
|
|||||||
Home Equity 0.3% |
||||||||
Ameriquest Mortgage Securities, Inc., Series 2005-R5, Cl M1, 0.640%, 07/25/35(b) |
1,857,000 | 1,809,878 | ||||||
|
|
|||||||
Other 0.4% |
||||||||
Dominos Pizza Master Issuer LLC, Series 2012-1A, Cl A2, 5.216%, 01/25/42(a) |
1,959,703 | 2,202,265 | ||||||
|
|
|||||||
Total Asset-Backed Securities (Cost $4,932,407) |
5,326,479 | |||||||
|
|
|||||||
Collateralized Mortgage Obligations 7.8% |
||||||||
Agency Collateralized Mortgage Obligations 5.1% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 3768, Cl CB, 3.500%, 12/15/25 |
36,000 | 38,964 | ||||||
Series 3774, Cl EW, 3.500%, 12/15/25 |
39,000 | 42,220 | ||||||
Series 3788, Cl YB, 3.500%, 01/15/26 |
9,765,488 | 10,571,463 | ||||||
Series 3800, Cl CB, 3.500%, 02/15/26 |
42,000 | 45,739 | ||||||
Series 3806, Cl L, 3.500%, 02/15/26 |
399,000 | 434,215 | ||||||
Series 3825, Cl CB, REMIC, 3.500%, 03/15/26 |
23,000 | 24,859 | ||||||
Series 3829, Cl BE, 3.500%, 03/15/26 |
58,000 | 62,761 | ||||||
Series 3877, Cl LM, 3.500%, 06/15/26 |
26,000 | 28,389 | ||||||
Series 3907, Cl MD, 3.500%, 08/15/26 |
2,818,475 | 3,073,009 | ||||||
Series 3950, Cl YB, 3.000%, 11/15/26 |
626,000 | 670,948 | ||||||
Series 3980, Cl LG, 3.000%, 01/15/27 |
2,536,000 | 2,732,819 | ||||||
Series 4065, Cl CL, 3.000%, 06/15/27 |
838,000 | 889,182 | ||||||
Series 4077, Cl B, 3.000%, 07/15/27 |
731,000 | 774,911 | ||||||
|
|
|||||||
19,389,479 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2010-144, Cl YB, 3.000%, 12/25/25 |
279,000 | 300,856 | ||||||
Series 2011-36, Cl DB, 3.000%, 05/25/26 |
241,000 | 257,404 | ||||||
Series 2011-44, Cl EB, 3.000%, 05/25/26 |
154,000 | 164,617 | ||||||
Series 2011-46, Cl B, 3.000%, 05/25/26 |
4,925,000 | 5,223,933 | ||||||
Series 2012-100, Cl EW, REMIC, 3.000%, 09/25/27 |
500,941 | 516,259 | ||||||
Series 2012-17, Cl BC, 3.500%, 03/25/27 |
1,379,000 | 1,504,820 | ||||||
|
|
|||||||
7,967,889 | ||||||||
|
|
|||||||
27,357,368 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Securities 2.7% |
||||||||
Banc of America Commercial Mortgage, Inc. |
||||||||
Series 2005-3, Cl A3B, 5.090%, 07/10/43(b) |
402,000 | 423,235 | ||||||
Series 2005-6, Cl AM, 5.189%, 09/10/47(b) |
199,000 | 219,826 | ||||||
|
|
|||||||
643,061 | ||||||||
|
|
|||||||
DBUBS Mortgage Trust |
||||||||
Series 2011-LC3A, Cl A2, 3.642%, 08/10/44 |
1,784,000 | 1,940,999 | ||||||
|
|
|||||||
GS Mortgage Securities Corp. II |
See Notes to Schedules of Portfolio Investments.
Series 2012-ALOH, Cl A, 3.551%, 04/10/34(a) |
4,015,000 | 4,337,123 | ||||||
Series 2012-BWTR, Cl B, 3.255%, 11/05/34(a) |
1,195,000 | 1,214,057 | ||||||
|
|
|||||||
5,551,180 | ||||||||
|
|
|||||||
JP Morgan Chase Commercial Mortgage Securities Corp. |
||||||||
Series 2005-LDP3, Cl A4B, 4.996%, 08/15/42(b) |
2,295,000 | 2,499,886 | ||||||
|
|
|||||||
LB-UBS Commercial Mortgage Trust |
||||||||
Series 2006-C1, Cl AM, 5.217%, 02/15/31(b) |
1,391,000 | 1,533,648 | ||||||
|
|
|||||||
Merrill Lynch Mortgage Trust |
||||||||
Series 2005-LC1, Cl AM, 5.310%, 01/12/44(b) |
1,146,000 | 1,266,503 | ||||||
|
|
|||||||
RBSCF Trust |
||||||||
Series 2010-RR3, Cl MS4A, 4.970%, 04/16/40(a)(b) |
364,000 | 382,170 | ||||||
|
|
|||||||
Wachovia Bank Commercial Mortgage Trust |
||||||||
Series 2005-C20, Cl AMFX, 5.179%, 07/15/42(b) |
170,000 | 186,222 | ||||||
Series 2005-C21, Cl AM, 5.240%, 10/15/44(b) |
628,000 | 692,726 | ||||||
|
|
|||||||
878,948 | ||||||||
|
|
|||||||
14,696,395 | ||||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $39,483,413) |
42,053,763 | |||||||
|
|
|||||||
Corporate Bonds 22.3% |
||||||||
Aerospace/Defense 0.4% |
||||||||
Boeing Co. (The), 5.125%, 02/15/13 |
720,000 | 723,977 | ||||||
United Technologies Corp., 3.100%, 06/01/22 |
1,406,000 | 1,488,937 | ||||||
|
|
|||||||
2,212,914 | ||||||||
|
|
|||||||
Auto Manufacturers 0.3% |
||||||||
Daimler Finance N.A. LLC, 3.875%, 09/15/21(a) |
584,000 | 630,005 | ||||||
Volkswagen International Finance, 2.375%, 03/22/17(a) |
923,000 | 950,671 | ||||||
|
|
|||||||
1,580,676 | ||||||||
|
|
|||||||
Banks 0.5% |
||||||||
HSBC Bank PLC, 3.100%, 05/24/16(a) |
407,000 | 430,309 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(a) |
1,047,000 | 1,110,554 | ||||||
Wells Fargo & Co., 1.250%, 02/13/15, MTN |
1,469,000 | 1,482,776 | ||||||
|
|
|||||||
3,023,639 | ||||||||
|
|
|||||||
Beverages 0.6% |
||||||||
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 07/15/22 |
1,807,000 | 1,818,312 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 |
488,000 | 489,795 | ||||||
SABMiller Holdings, Inc., 2.450%, 01/15/17(a) |
913,000 | 951,706 | ||||||
|
|
|||||||
3,259,813 | ||||||||
|
|
|||||||
Biotechnology 0.1% |
||||||||
Life Technologies Corp., 5.000%, 01/15/21 |
286,000 | 322,297 | ||||||
|
|
|||||||
Chemicals 0.4% |
||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 |
851,000 | 853,523 | ||||||
Praxair, Inc., 4.625%, 03/30/15 |
1,033,000 | 1,124,683 | ||||||
|
|
|||||||
1,978,206 | ||||||||
|
|
|||||||
Commercial Services 0.6% |
||||||||
ERAC USA Finance LLC, 2.750%, 03/15/17(a) |
615,000 | 641,926 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(a) |
1,040,000 | 1,189,309 | ||||||
ERAC USA Finance LLC, 5.600%, 05/01/15(a) |
1,099,000 | 1,202,973 | ||||||
|
|
|||||||
3,034,208 | ||||||||
|
|
|||||||
Computers 0.6% |
||||||||
IBM Corp., 0.875%, 10/31/14 |
2,132,000 | 2,149,966 |
See Notes to Schedules of Portfolio Investments.
IBM Corp., 4.000%, 06/20/42 |
919,000 | 972,638 | ||||||
|
|
|||||||
3,122,604 | ||||||||
|
|
|||||||
Diversified Financial Services 2.4% |
||||||||
American Express Credit Corp., 2.375%, 03/24/17, MTN |
807,000 | 844,378 | ||||||
CME Group, Inc., 5.400%, 08/01/13 |
573,000 | 589,329 | ||||||
CME Group, Inc., 5.750%, 02/15/14 |
514,000 | 542,812 | ||||||
Ford Motor Credit Co. LLC, 5.000%, 05/15/18 |
1,527,000 | 1,684,947 | ||||||
General Electric Capital Corp., Series A, 7.125%(b)(c) |
600,000 | 678,174 | ||||||
General Electric Capital Corp., Series B, 6.250%(b)(c) |
2,100,000 | 2,286,858 | ||||||
John Deere Capital Corp., 1.250%, 12/02/14, MTN |
804,000 | 814,684 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 |
961,000 | 1,068,327 | ||||||
MassMutual Global Funding LLC, 2.000%, 04/05/17(a) |
772,000 | 795,398 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 |
822,000 | 895,432 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN |
1,064,000 | 1,081,438 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN |
452,000 | 479,304 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21(a) |
1,327,000 | 1,462,587 | ||||||
|
|
|||||||
13,223,668 | ||||||||
|
|
|||||||
Electric 0.7% |
||||||||
Alabama Power Co., 5.800%, 11/15/13 |
553,000 | 577,974 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 |
421,000 | 432,654 | ||||||
Duke Energy Carolinas LLC, 4.300%, 06/15/20 |
310,000 | 353,454 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 |
708,000 | 836,088 | ||||||
Georgia Power Co., 6.000%, 11/01/13 |
313,000 | 326,884 | ||||||
MidAmerican Energy Holdings Co., 6.125%, 04/01/36 |
616,000 | 777,602 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 |
578,000 | 613,525 | ||||||
|
|
|||||||
3,918,181 | ||||||||
|
|
|||||||
Electronics 0.1% |
||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 |
341,000 | 353,068 | ||||||
|
|
|||||||
Food 0.2% |
||||||||
Kellogg Co., 4.250%, 03/06/13 |
620,000 | 624,112 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 |
427,000 | 456,745 | ||||||
|
|
|||||||
1,080,857 | ||||||||
|
|
|||||||
Healthcare - Products 0.4% |
||||||||
Becton Dickinson and Co., 3.250%, 11/12/20 |
337,000 | 361,747 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 |
809,000 | 979,909 | ||||||
Stryker Corp., 2.000%, 09/30/16 |
584,000 | 608,107 | ||||||
|
|
|||||||
1,949,763 | ||||||||
|
|
|||||||
Healthcare - Services 0.4% |
||||||||
Roche Holdings, Inc., 7.000%, 03/01/39(a) |
1,408,000 | 2,121,484 | ||||||
|
|
|||||||
Household Products/Wares 0.1% |
||||||||
Clorox Co. (The), 3.050%, 09/15/22 |
586,000 | 604,190 | ||||||
|
|
|||||||
Insurance 1.0% |
||||||||
Berkshire Hathaway, Inc., 3.200%, 02/11/15 |
1,291,000 | 1,359,143 | ||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 |
738,000 | 749,440 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(a) |
531,000 | 548,862 | ||||||
Nationwide Financial Services, Inc., 5.375%, 03/25/21(a) |
2,039,000 | 2,175,430 | ||||||
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(a) |
543,000 | 736,457 | ||||||
|
|
|||||||
5,569,332 | ||||||||
|
|
|||||||
Internet 0.1% |
||||||||
eBay, Inc., 2.600%, 07/15/22 |
674,000 | 680,901 | ||||||
|
|
|||||||
Machinery-Diversified 0.2% |
||||||||
Deere & Co., 3.900%, 06/09/42 |
1,311,000 | 1,339,905 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Media 1.0% |
||||||||
Comcast Corp., 3.125%, 07/15/22 |
951,000 | 990,785 | ||||||
Comcast Corp., 4.650%, 07/15/42 |
991,000 | 1,044,576 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 |
178,000 | 183,006 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 |
1,676,000 | 1,979,889 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 |
694,000 | 751,775 | ||||||
Time Warner, Inc., 6.200%, 03/15/40 |
236,000 | 289,009 | ||||||
|
|
|||||||
5,239,040 | ||||||||
|
|
|||||||
Mining 1.1% |
||||||||
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20 |
310,000 | 347,528 | ||||||
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39 |
549,000 | 634,061 | ||||||
Barrick International Barbados Corp., 6.350%, 10/15/36(a) |
794,000 | 935,406 | ||||||
BHP Billiton Finance USA Ltd., 1.125%, 11/21/14 |
832,000 | 842,032 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21 |
2,154,000 | 2,210,043 | ||||||
Newmont Mining Corp., 6.250%, 10/01/39 |
907,000 | 1,092,340 | ||||||
|
|
|||||||
6,061,410 | ||||||||
|
|
|||||||
Miscellaneous Manufacturer 0.9% |
||||||||
3M Co., 1.375%, 09/29/16 |
559,000 | 570,482 | ||||||
General Electric Co., 4.125%, 10/09/42 |
675,000 | 694,337 | ||||||
General Electric Co., 5.250%, 12/06/17 |
521,000 | 614,337 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19 |
1,347,000 | 1,677,318 | ||||||
Siemens Financieringsmat, 6.125%, 08/17/26(a) |
929,000 | 1,221,530 | ||||||
|
|
|||||||
4,778,004 | ||||||||
|
|
|||||||
Office/Business Equipment 0.3% |
||||||||
Xerox Corp., 6.350%, 05/15/18 |
1,225,000 | 1,412,794 | ||||||
|
|
|||||||
Oil & Gas 1.2% |
||||||||
BP Capital Markets PLC, 2.248%, 11/01/16 |
1,046,000 | 1,088,242 | ||||||
Ensco PLC, 4.700%, 03/15/21 |
836,000 | 940,798 | ||||||
Phillips 66, 4.300%, 04/01/22(a) |
967,000 | 1,080,544 | ||||||
Shell International Finance BV, 6.375%, 12/15/38 |
2,020,000 | 2,838,031 | ||||||
Statoil ASA, 3.125%, 08/17/17 |
354,000 | 385,282 | ||||||
|
|
|||||||
6,332,897 | ||||||||
|
|
|||||||
Oil & Gas Services 0.6% |
||||||||
Baker Hughes, Inc., 5.125%, 09/15/40 |
662,000 | 796,788 | ||||||
Schlumberger Investment SA, 3.300%, 09/14/21(a) |
927,000 | 987,164 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 |
603,000 | 664,500 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 |
534,000 | 594,651 | ||||||
|
|
|||||||
3,043,103 | ||||||||
|
|
|||||||
Pharmaceuticals 0.6% |
||||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 |
907,000 | 1,104,766 | ||||||
Merck & Co., Inc, 6.550%, 09/15/37 |
584,000 | 836,931 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 |
512,000 | 611,929 | ||||||
Watson Pharmaceuticals, 3.250%, 10/01/22 |
606,000 | 618,634 | ||||||
|
|
|||||||
3,172,260 | ||||||||
|
|
|||||||
Pipelines 1.9% |
||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 |
621,000 | 717,984 | ||||||
Energy Transfer Partners LP, 6.050%, 06/01/41 |
531,000 | 604,138 | ||||||
Energy Transfer Partners LP, 6.625%, 10/15/36 |
576,000 | 676,352 | ||||||
Enterprise Products Operating LLC, 5.250%, 01/31/20 |
1,189,000 | 1,412,865 | ||||||
Enterprise Products Operating LLC, Series J, 5.750%, 03/01/35 |
690,000 | 786,561 | ||||||
Kinder Morgan Energy Partners LP, 5.000%, 08/15/42 |
2,290,000 | 2,426,892 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(a) |
413,000 | 485,285 | ||||||
TC Pipelines LP, 4.650%, 06/15/21 |
664,000 | 706,058 | ||||||
TransCanada PipeLines Ltd., 6.100%, 06/01/40 |
716,000 | 954,161 |
See Notes to Schedules of Portfolio Investments.
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 |
394,000 | 482,478 | ||||||
Williams Partners LP, 4.125%, 11/15/20 |
957,000 | 1,039,185 | ||||||
|
|
|||||||
10,291,959 | ||||||||
|
|
|||||||
Real Estate Investment Trusts 1.0% |
||||||||
BioMed Realty LP, 3.850%, 04/15/16 |
883,000 | 931,297 | ||||||
Digital Realty Trust LP, 4.500%, 07/15/15 |
1,824,000 | 1,940,747 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 |
257,000 | 293,650 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 |
2,010,000 | 2,298,230 | ||||||
|
|
|||||||
5,463,924 | ||||||||
|
|
|||||||
Retail 1.4% |
||||||||
AutoZone, Inc., 3.700%, 04/15/22 |
813,000 | 854,708 | ||||||
Macys Retail Holdings, Inc., 4.300%, 02/15/43 |
1,150,000 | 1,118,948 | ||||||
Wal-Mart Stores, Inc., 5.250%, 09/01/35 |
278,000 | 337,713 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37 |
2,136,000 | 3,003,632 | ||||||
Walgreen Co., 4.875%, 08/01/13 |
528,000 | 541,025 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(a) |
1,668,000 | 1,695,594 | ||||||
|
|
|||||||
7,551,620 | ||||||||
|
|
|||||||
Semiconductors 0.6% |
||||||||
Analog Devices, Inc., 3.000%, 04/15/16 |
212,000 | 224,839 | ||||||
Intel Corp., 1.950%, 10/01/16 |
649,000 | 670,485 | ||||||
Intel Corp., 4.800%, 10/01/41 |
2,163,000 | 2,380,613 | ||||||
|
|
|||||||
3,275,937 | ||||||||
|
|
|||||||
Software 0.4% |
||||||||
Fiserv, Inc., 4.750%, 06/15/21 |
721,000 | 794,962 | ||||||
Oracle Corp., 5.750%, 04/15/18 |
1,270,000 | 1,545,597 | ||||||
|
|
|||||||
2,340,559 | ||||||||
|
|
|||||||
Telecommunication Services 1.9% |
||||||||
AT&T, Inc., 4.350%, 06/15/45(a) |
636,000 | 638,859 | ||||||
AT&T, Inc., 5.550%, 08/15/41 |
845,000 | 1,014,105 | ||||||
CC Holdings GS V LLC, 3.849%, 04/15/23(a) |
750,000 | 762,983 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17(a) |
1,082,000 | 1,148,868 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 |
508,000 | 533,270 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 |
566,000 | 646,969 | ||||||
Cisco Systems, Inc., 5.500%, 01/15/40 |
1,076,000 | 1,367,537 | ||||||
Juniper Networks, Inc., 3.100%, 03/15/16 |
172,000 | 178,289 | ||||||
Rogers Communications, Inc., 7.500%, 03/15/15 |
774,000 | 881,523 | ||||||
SBA Tower Trust, 2.933%, 12/15/42(a) |
1,200,000 | 1,248,880 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 |
729,000 | 783,091 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 |
557,000 | 564,625 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 |
630,000 | 717,404 | ||||||
|
|
|||||||
10,486,403 | ||||||||
|
|
|||||||
Transportation 0.1% |
||||||||
United Parcel Service, Inc., 3.125%, 01/15/21 |
531,000 | 571,202 | ||||||
|
|
|||||||
Trucking & Leasing 0.2% |
||||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(a) |
499,000 | 515,816 | ||||||
Aviation Capital Group Corp., 7.125%, 10/15/20(a) |
686,000 | 722,461 | ||||||
|
|
|||||||
1,238,277 | ||||||||
|
|
|||||||
Total Corporate Bonds (Cost $110,900,000) |
120,635,095 | |||||||
|
|
|||||||
U.S. Government Agency Mortgages 23.1% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Pool #J16712, 3.000%, 10/01/26 |
1,131,269 | 1,189,647 | ||||||
Pool #J18446, 3.000%, 03/01/27 |
2,920,518 | 3,083,094 | ||||||
Pool #J18800, 3.000%, 04/01/27 |
1,353,495 | 1,428,839 |
See Notes to Schedules of Portfolio Investments.
Pool #J19119, 2.500%, 05/01/27 |
953,010 | 996,391 | ||||||
Pool #J19132, 3.000%, 05/01/27 |
2,368,428 | 2,500,271 | ||||||
Pool #J19310, 3.000%, 06/01/27 |
1,407,921 | 1,485,855 | ||||||
Pool #G14517, 2.500%, 07/01/27 |
1,596,495 | 1,675,904 | ||||||
Pool #J20064, 2.500%, 08/01/27 |
1,442,452 | 1,508,114 | ||||||
Pool #J20257, 3.000%, 08/01/27 |
2,370,934 | 2,502,175 | ||||||
Pool #J20420, 2.500%, 09/01/27 |
649,107 | 678,655 | ||||||
Pool #J20405, 2.500%, 09/01/27 |
1,810,580 | 1,892,999 | ||||||
Pool #J20739, 2.500%, 10/01/27 |
1,697,161 | 1,776,804 | ||||||
Pool #J20922, 2.500%, 10/01/27 |
732,910 | 767,304 | ||||||
Pool #J20729, 2.500%, 10/01/27 |
216,802 | 227,585 | ||||||
Pool #J20766, 2.500%, 10/01/27 |
2,750,014 | 2,875,197 | ||||||
Pool #J20737, 2.500%, 10/01/27 |
8,897,438 | 9,302,457 | ||||||
Pool #J20738, 2.500%, 10/01/27 |
3,481,823 | 3,641,135 | ||||||
Pool #J20958, 2.500%, 11/01/27 |
672,605 | 703,223 | ||||||
Pool #J21113, 2.500%, 11/01/27 |
1,192,744 | 1,248,716 | ||||||
Pool #J21155, 2.500%, 11/01/27 |
784,519 | 820,415 | ||||||
Pool #J21147, 2.500%, 11/01/27 |
364,401 | 381,501 | ||||||
Pool #J21297, 2.500%, 11/01/27 |
1,178,796 | 1,232,732 | ||||||
Pool #J21295, 2.500%, 12/01/27 |
802,609 | 840,273 | ||||||
Pool #A12413, 5.000%, 08/01/33 |
365,460 | 396,911 | ||||||
Pool #G05052, 5.000%, 10/01/33 |
213,161 | 231,506 | ||||||
Pool #G01797, 5.500%, 12/01/33 |
7,575,409 | 8,252,210 | ||||||
Pool #G01779, 5.000%, 04/01/35 |
431,043 | 465,983 | ||||||
Pool #A46278, 5.000%, 07/01/35 |
1,398,095 | 1,542,882 | ||||||
Pool #G01837, 5.000%, 07/01/35 |
2,982,024 | 3,220,021 | ||||||
Pool #G02162, 5.500%, 05/01/36 |
1,495,536 | 1,618,401 | ||||||
Pool #G02252, 5.500%, 07/01/36 |
5,251,164 | 5,682,570 | ||||||
Pool #Z40004, 6.000%, 08/01/36 |
521,673 | 567,058 | ||||||
Pool #G02424, 5.500%, 12/01/36 |
729,698 | 789,646 | ||||||
Pool #G04997, 5.000%, 01/01/37 |
939,197 | 1,014,154 | ||||||
Pool #G05254, 5.000%, 01/01/37 |
1,270,593 | 1,371,999 | ||||||
Pool #G03296, 6.000%, 09/01/37 |
715,904 | 790,715 | ||||||
Pool #G05326, 5.000%, 02/01/38 |
1,184,982 | 1,279,556 | ||||||
Pool #G03871, 5.500%, 02/01/38 |
2,090,722 | 2,314,752 | ||||||
Pool #G04337, 5.500%, 04/01/38 |
141,934 | 153,328 | ||||||
Pool #G06079, 6.000%, 07/01/39 |
3,122,719 | 3,403,173 | ||||||
Pool #1B8740, 2.410%, 09/01/41(b) |
2,961,732 | 3,078,463 | ||||||
|
|
|||||||
78,932,614 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Pool #AM2137, 1.950%, 08/01/20(d) |
549,000 | 553,804 | ||||||
Pool #AM0738, 2.290%, 09/01/20 |
2,219,412 | 2,282,899 | ||||||
Pool #AM1003, 2.150%, 12/01/20 |
609,323 | 619,855 | ||||||
Pool #471145, 3.150%, 04/01/22 |
1,540,196 | 1,660,877 | ||||||
Pool #471783, 2.790%, 07/01/22 |
1,388,030 | 1,459,594 | ||||||
Pool #AM0137, 2.690%, 08/01/22 |
1,068,897 | 1,117,345 | ||||||
Pool #AM0418, 2.720%, 08/01/22 |
894,356 | 938,920 | ||||||
Pool #AJ1910, 2.500%, 05/01/27 |
1,626,402 | 1,702,978 | ||||||
Pool #AO3012, 2.500%, 05/01/27 |
931,532 | 976,047 | ||||||
Pool #AO4429, 2.500%, 08/01/27 |
4,474,681 | 4,700,047 | ||||||
Pool #AP4725, 3.000%, 08/01/27 |
433,733 | 460,177 | ||||||
Pool #AP1220, 2.500%, 09/01/27 |
1,507,305 | 1,578,274 | ||||||
Pool #AP7520, 3.000%, 09/01/27 |
783,335 | 833,052 | ||||||
Pool #AI9132, 3.000%, 09/01/27 |
346,237 | 366,265 | ||||||
Pool #AP1221, 2.500%, 10/01/27 |
925,127 | 968,686 | ||||||
Pool #AP9774, 2.500%, 10/01/27 |
3,317,533 | 3,476,066 | ||||||
Pool #AM1589, 2.420%, 12/01/27 |
549,000 | 559,341 | ||||||
Pool #725773, 5.500%, 09/01/34 |
89,026 | 97,397 | ||||||
Pool #735036, 5.500%, 12/01/34 |
338,951 | 370,822 |
See Notes to Schedules of Portfolio Investments.
Pool #827943, 5.000%, 05/01/35 |
407,094 | 443,093 | ||||||
Pool #735500, 5.500%, 05/01/35 |
1,837,048 | 2,007,488 | ||||||
Pool #357829, 6.000%, 06/01/35 |
1,000,432 | 1,092,537 | ||||||
Pool #888344, 5.000%, 10/01/35 |
2,643,684 | 2,870,375 | ||||||
Pool #888632, 5.000%, 04/01/36 |
144,213 | 156,759 | ||||||
Pool #878094, 6.000%, 04/01/36 |
2,867,592 | 3,230,874 | ||||||
Pool #190370, 6.000%, 06/01/36 |
2,203,563 | 2,412,484 | ||||||
Pool #889505, 6.000%, 08/01/36(d) |
799,597 | 881,030 | ||||||
Pool #AD0784, 6.000%, 05/01/37 |
876,663 | 959,780 | ||||||
Pool #995082, 5.500%, 08/01/37 |
1,280,581 | 1,400,993 | ||||||
Pool #889529, 6.000%, 03/01/38 |
64,765 | 72,322 | ||||||
Pool #995724, 6.000%, 04/01/39 |
264,397 | 294,603 | ||||||
Pool #AD0439, 6.000%, 07/01/39 |
604,972 | 664,901 | ||||||
Pool #AD7136, 5.000%, 07/01/40 |
464,740 | 505,752 | ||||||
|
|
|||||||
41,715,437 | ||||||||
|
|
|||||||
Government National Mortgage Association |
||||||||
Pool #778065, 3.000%, 08/15/27(d) |
1,767,304 | 1,888,383 | ||||||
Pool #AB2768, 3.000%, 08/15/27 |
1,292,520 | 1,381,071 | ||||||
Pool #AA8346, 3.000%, 11/15/27 |
1,216,598 | 1,299,948 | ||||||
|
|
|||||||
4,569,402 | ||||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $123,226,440) |
125,217,453 | |||||||
|
|
|||||||
U.S. Treasury Obligations 42.5% |
||||||||
U.S. Treasury Bond 3.6% |
||||||||
2.750%, 08/15/42 |
20,052,000 | 19,362,712 | ||||||
|
|
|||||||
U.S. Treasury Notes 38.9% |
||||||||
0.625%, 02/28/13 |
37,467,000 | 37,499,184 | ||||||
0.375%, 11/15/15 |
52,312,000 | 52,361,069 | ||||||
1.750%, 05/31/16(e) |
34,284,000 | 35,813,375 | ||||||
1.000%, 03/31/17 |
47,205,000 | 48,049,545 | ||||||
0.625%, 08/31/17 |
23,787,000 | 23,764,688 | ||||||
1.625%, 11/15/22 |
13,423,000 | 13,276,179 | ||||||
|
|
|||||||
210,764,040 | ||||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $229,923,638) |
230,126,752 | |||||||
|
|
|||||||
Preferred Stocks 1.1% |
||||||||
Banks 0.7% |
||||||||
PNC Financial Services Group, Inc., Series P, 6.125%(b)(c) |
52,675 | 1,459,624 | ||||||
US Bancorp, Series F, 6.500%(b)(c) |
32,175 | 921,492 | ||||||
US Bancorp, Series G, 6.000%(b)(c) |
46,675 | 1,294,765 | ||||||
|
|
|||||||
3,675,881 | ||||||||
|
|
|||||||
Electric 0.1% |
||||||||
SCE Trust I, 5.625%(c) |
25,675 | 662,415 | ||||||
|
|
|||||||
Insurance 0.3% |
||||||||
Arch Capital Group Ltd., Series C, 6.750%(c) |
19,775 | 530,563 | ||||||
Reinsurance Group of America, Inc., 6.200%(b) |
30,625 | 830,244 | ||||||
|
|
|||||||
1,360,807 | ||||||||
|
|
|||||||
Real Estate Investment Trust 0.0%(f) |
||||||||
Public Storage, Series U, 5.625%(c) |
8,700 | 226,026 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $5,568,369) |
5,925,129 | |||||||
|
|
See Notes to Schedules of Portfolio Investments.
Money Market Fund 7.4% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g) |
40,045,716 | 40,045,716 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $40,045,716) |
40,045,716 | |||||||
|
|
|||||||
Total Investments (Cost $554,079,983) 105.2% |
569,330,387 | |||||||
Liabilities in Excess of Other Assets (5.2)% |
(28,063,544 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 541,266,843 | ||||||
|
|
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 6.6% of net assets as of December 31, 2012. |
(b) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(c) | Security is perpetual in nature and has no stated maturity. |
(d) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(e) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(f) | Less than 0.05% of Net Assets. |
(g) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations | ||
LP |
Limited Partnership | |
MTN |
Medium Term Note | |
REMIC |
Real Estate Mortgage Investment Conduit |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Corporate Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Corporate Bonds 89.4% |
||||||||
Aerospace/Defense 0.9% |
||||||||
United Technologies Corp., 4.500%, 06/01/42 |
648,000 | 720,032 | ||||||
|
|
|||||||
Auto Manufacturers 1.1% |
||||||||
Volkswagen International Finance, 2.375%, 03/22/17(a) |
791,000 | 814,714 | ||||||
|
|
|||||||
Banks 2.9% |
||||||||
HSBC Bank PLC, 3.100%, 05/24/16(a) |
416,000 | 439,824 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(a) |
585,000 | 620,510 | ||||||
Wells Fargo & Co., 1.250%, 02/13/15, MTN |
1,176,000 | 1,187,029 | ||||||
|
|
|||||||
2,247,363 | ||||||||
|
|
|||||||
Beverages 2.2% |
||||||||
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 07/15/22 |
654,000 | 658,094 | ||||||
SABMiller Holdings, Inc., 2.450%, 01/15/17(a) |
978,000 | 1,019,462 | ||||||
|
|
|||||||
1,677,556 | ||||||||
|
|
|||||||
Biotechnology 0.5% |
||||||||
Life Technologies Corp., 5.000%, 01/15/21 |
361,000 | 406,816 | ||||||
|
|
|||||||
Commercial Services 1.6% |
||||||||
ERAC USA Finance LLC, 2.750%, 03/15/17(a) |
611,000 | 637,751 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(a) |
518,000 | 592,367 | ||||||
|
|
|||||||
1,230,118 | ||||||||
|
|
|||||||
Cosmetics/Personal Care 0.4% |
||||||||
Colgate-Palmolive Co., 0.600%, 11/15/14, MTN |
319,000 | 320,179 | ||||||
|
|
|||||||
Diversified Financial Services 15.8% |
||||||||
American Express Credit Corp., 2.375%, 03/24/17, MTN |
691,000 | 723,005 | ||||||
CME Group, Inc., 5.750%, 02/15/14 |
1,176,000 | 1,241,920 | ||||||
Ford Motor Credit Co. LLC, 5.000%, 05/15/18 |
1,070,000 | 1,180,677 | ||||||
General Electric Capital Corp., Series A, 7.125%(b)(c) |
600,000 | 678,174 | ||||||
General Electric Capital Corp., Series B, 6.250%(b)(c) |
1,700,000 | 1,851,266 | ||||||
John Deere Capital Corp., 1.250%, 12/02/14, MTN |
633,000 | 641,411 | ||||||
Lazard Group LLC, 6.850%, 06/15/17 |
810,000 | 936,212 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 |
269,000 | 299,043 | ||||||
MassMutual Global Funding LLC, 2.000%, 04/05/17(a) |
650,000 | 669,700 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 |
645,000 | 702,620 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN |
938,000 | 953,373 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN |
724,000 | 767,735 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21(a) |
1,389,000 | 1,530,922 | ||||||
|
|
|||||||
12,176,058 | ||||||||
|
|
|||||||
Electric 1.2% |
||||||||
Alabama Power Co., 5.800%, 11/15/13 |
81,000 | 84,658 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 |
299,000 | 307,277 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 |
429,000 | 506,612 | ||||||
|
|
|||||||
898,547 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Electronics 0.4% |
||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 |
279,000 | 288,874 | ||||||
|
|
|||||||
Healthcare - Products 1.8% |
||||||||
Covidien International Finance SA, 3.200%, 06/15/22 |
852,000 | 891,956 | ||||||
Stryker Corp., 2.000%, 09/30/16 |
449,000 | 467,535 | ||||||
|
|
|||||||
1,359,491 | ||||||||
|
|
|||||||
Healthcare - Services 0.5% |
||||||||
UnitedHealth Group, Inc., 1.400%, 10/15/17 |
400,000 | 400,626 | ||||||
|
|
|||||||
Household Products/Wares 0.6% |
||||||||
Clorox Co. (The), 3.050%, 09/15/22 |
480,000 | 494,900 | ||||||
|
|
|||||||
Insurance 4.6% |
||||||||
Allied World Assurance Co. Holdings Ltd., 5.500%, 11/15/20 |
300,000 | 332,534 | ||||||
Berkshire Hathaway, Inc., 3.200%, 02/11/15 |
1,282,000 | 1,349,668 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(a) |
532,000 | 549,896 | ||||||
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(a) |
994,000 | 1,348,137 | ||||||
|
|
|||||||
3,580,235 | ||||||||
|
|
|||||||
Internet 0.7% |
||||||||
eBay, Inc., 2.600%, 07/15/22 |
571,000 | 576,847 | ||||||
|
|
|||||||
Machinery-Construction & Mining 1.0% |
||||||||
Caterpillar, Inc., 3.803%, 08/15/42 |
759,000 | 756,165 | ||||||
|
|
|||||||
Machinery-Diversified 0.5% |
||||||||
Deere & Co., 3.900%, 06/09/42 |
356,000 | 363,849 | ||||||
|
|
|||||||
Media 4.2% |
||||||||
Comcast Corp., 3.125%, 07/15/22 |
558,000 | 581,344 | ||||||
Comcast Corp., 4.650%, 07/15/42 |
843,000 | 888,575 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 |
24,000 | 24,675 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 |
612,000 | 722,967 | ||||||
Time Warner, Inc., 6.200%, 03/15/40 |
377,000 | 461,680 | ||||||
Walt Disney Co. (The), 3.750%, 06/01/21, MTN |
532,000 | 587,850 | ||||||
|
|
|||||||
3,267,091 | ||||||||
|
|
|||||||
Mining 6.3% |
||||||||
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39 |
816,000 | 942,430 | ||||||
Barrick International Barbados Corp., 6.350%, 10/15/36(a) |
753,000 | 887,104 | ||||||
BHP Billiton Finance USA Ltd., 1.125%, 11/21/14 |
661,000 | 668,970 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21 |
1,272,000 | 1,305,095 | ||||||
Newmont Mining Corp., 6.250%, 10/01/39 |
910,000 | 1,095,953 | ||||||
|
|
|||||||
4,899,552 | ||||||||
|
|
|||||||
Miscellaneous Manufacturer 2.0% |
||||||||
3M Co., 1.375%, 09/29/16 |
417,000 | 425,565 | ||||||
General Electric Co., 4.125%, 10/09/42 |
551,000 | 566,785 | ||||||
General Electric Co., 5.250%, 12/06/17 |
455,000 | 536,513 | ||||||
|
|
|||||||
1,528,863 | ||||||||
|
|
|||||||
Office/Business Equipment 0.5% |
||||||||
Xerox Corp., 2.950%, 03/15/17 |
355,000 | 364,238 | ||||||
|
|
|||||||
Oil & Gas 4.2% |
||||||||
BP Capital Markets PLC, 2.248%, 11/01/16 |
839,000 | 872,882 | ||||||
Ensco PLC, 4.700%, 03/15/21 |
748,000 | 841,767 | ||||||
Phillips 66, 4.300%, 04/01/22(a) |
595,000 | 664,864 | ||||||
Shell International Finance BV, 2.375%, 08/21/22 |
359,000 | 360,680 | ||||||
Shell International Finance BV, 3.625%, 08/21/42 |
503,000 | 498,556 | ||||||
|
|
|||||||
3,238,749 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Oil & Gas Services 2.1% |
||||||||
Baker Hughes, Inc., 5.125%, 09/15/40 |
642,000 | 772,716 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 |
273,000 | 300,843 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 |
499,000 | 555,675 | ||||||
|
|
|||||||
1,629,234 | ||||||||
|
|
|||||||
Pharmaceuticals 0.7% |
||||||||
Watson Pharmaceuticals, 3.250%, 10/01/22 |
494,000 | 504,299 | ||||||
|
|
|||||||
Pipelines 9.5% |
||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 |
329,000 | 380,381 | ||||||
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20 |
355,000 | 432,862 | ||||||
Enbridge Energy Partners LP, 5.500%, 09/15/40 |
714,000 | 791,959 | ||||||
Energy Transfer Partners LP, 6.050%, 06/01/41 |
722,000 | 821,445 | ||||||
Energy Transfer Partners LP, 6.625%, 10/15/36 |
583,000 | 684,572 | ||||||
Kinder Morgan Energy Partners LP, 5.000%, 08/15/42 |
1,601,000 | 1,696,705 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(a) |
39,000 | 45,826 | ||||||
TC Pipelines LP, 4.650%, 06/15/21 |
712,000 | 757,098 | ||||||
TransCanada PipeLines Ltd., 6.100%, 06/01/40 |
805,000 | 1,072,765 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 |
65,000 | 79,597 | ||||||
Williams Partners LP, 4.125%, 11/15/20 |
509,000 | 552,712 | ||||||
|
|
|||||||
7,315,922 | ||||||||
|
|
|||||||
Real Estate Investment Trusts 3.3% |
||||||||
BioMed Realty LP, 3.850%, 04/15/16 |
648,000 | 683,443 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 |
890,000 | 1,016,920 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 |
735,000 | 840,398 | ||||||
|
|
|||||||
2,540,761 | ||||||||
|
|
|||||||
Retail 3.7% |
||||||||
AutoZone, Inc., 3.700%, 04/15/22 |
522,000 | 548,779 | ||||||
Macys Retail Holdings, Inc., 4.300%, 02/15/43 |
678,000 | 659,693 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37 |
385,000 | 541,385 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(a) |
1,102,000 | 1,120,230 | ||||||
|
|
|||||||
2,870,087 | ||||||||
|
|
|||||||
Semiconductors 1.6% |
||||||||
Analog Devices, Inc., 3.000%, 04/15/16 |
237,000 | 251,353 | ||||||
Intel Corp., 1.950%, 10/01/16 |
497,000 | 513,453 | ||||||
Intel Corp., 4.800%, 10/01/41 |
402,000 | 442,444 | ||||||
|
|
|||||||
1,207,250 | ||||||||
|
|
|||||||
Telecommunication Services 12.1% |
||||||||
AT&T, Inc., 4.350%, 06/15/45(a) |
411,000 | 412,848 | ||||||
AT&T, Inc., 5.550%, 08/15/41 |
636,000 | 763,279 | ||||||
CC Holdings GS V LLC, 3.849%, 04/15/23(a) |
588,000 | 598,179 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17(a) |
1,884,000 | 2,000,431 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 |
784,000 | 822,999 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 |
605,000 | 691,548 | ||||||
Cisco Systems, Inc., 5.500%, 01/15/40 |
846,000 | 1,075,220 | ||||||
Juniper Networks, Inc., 4.600%, 03/15/21 |
247,000 | 261,762 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 |
1,171,000 | 1,257,887 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 |
1,155,000 | 1,315,241 | ||||||
Verizon Communications, Inc., 5.850%, 09/15/35 |
120,000 | 150,743 | ||||||
|
|
|||||||
9,350,137 | ||||||||
|
|
|||||||
Trucking & Leasing 2.5% |
||||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(a) |
613,000 | 633,658 |
See Notes to Schedules of Portfolio Investments.
Aviation Capital Group Corp., 7.125%, 10/15/20(a) |
1,233,000 | 1,298,534 | ||||||
|
|
|||||||
1,932,192 | ||||||||
|
|
|||||||
Total Corporate Bonds (Cost $64,560,563) |
68,960,745 | |||||||
|
|
|||||||
Preferred Stocks 6.5% |
||||||||
Banks 4.0% |
||||||||
PNC Financial Services Group, Inc., Series P, 6.125%(b)(c) |
45,825 | 1,269,811 | ||||||
US Bancorp, Series F, 6.500%(b)(c) |
29,250 | 837,720 | ||||||
US Bancorp, Series G, 6.000%(b)(c) |
35,175 | 975,754 | ||||||
|
|
|||||||
3,083,285 | ||||||||
|
|
|||||||
Electric 0.8% |
||||||||
SCE Trust I, 5.625%(c) |
23,950 | 617,910 | ||||||
|
|
|||||||
Insurance 1.5% |
||||||||
Arch Capital Group Ltd., Series C, 6.750%(c) |
16,650 | 446,720 | ||||||
Reinsurance Group of America, Inc., 6.200%(b) |
25,275 | 685,205 | ||||||
|
|
|||||||
1,131,925 | ||||||||
|
|
|||||||
Real Estate Investment Trust 0.2% |
||||||||
Public Storage, Series U, 5.625%(c) |
7,875 | 204,593 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $4,711,253) |
5,037,713 | |||||||
|
|
|||||||
Money Market Fund 3.8% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d) |
2,940,823 | 2,940,823 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $2,940,823) |
2,940,823 | |||||||
|
|
|||||||
Total Investments (Cost $72,212,639) 99.7% |
76,939,281 | |||||||
Other Assets in Excess of Liabilities 0.3% |
226,569 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 77,165,850 | ||||||
|
|
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 20.6% of net assets as of December 31, 2012. |
(b) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(c) | Security is perpetual in nature and has no stated maturity. |
(d) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
LP | Limited Partnership | |
MTN | Medium Term Note |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Georgia Tax-Exempt Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Municipal Bonds 96.4% |
||||||||
Georgia 89.8% |
||||||||
Association County Commissioners of Georgia Leasing Program, Georgia Public Purpose Project, COP, 5.250%, 04/01/21, Pre-refunded 04/01/2014 @ 102, XLCA |
2,680,000 | 2,897,187 | ||||||
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/27 |
1,885,000 | 2,235,327 | ||||||
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/29 |
1,690,000 | 1,991,479 | ||||||
Athens-Clarke County Unified Government Development Authority, Catholic Health East, RB, 6.250%, 11/15/32 |
1,455,000 | 1,673,628 | ||||||
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.500%, 01/01/38(a) |
4,000,000 | 4,635,760 | ||||||
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.625%, 01/01/33(a) |
3,000,000 | 3,552,360 | ||||||
Atlanta Airport Passenger Facility Charge, Series B, RB, 5.000%, 01/01/21 |
2,000,000 | 2,401,680 | ||||||
Atlanta Airport Project, Series A, RB, 5.375%, 01/01/19, AGM, AMT(a) |
5,000,000 | 5,265,650 | ||||||
Atlanta Airport Project, Series B, RB, 5.000%, 01/01/42 |
2,500,000 | 2,805,850 | ||||||
Atlanta Airport Project, Series C, RB, 5.000%, 01/01/19 |
1,000,000 | 1,195,670 | ||||||
Burke County Development Authority, Georgia Power Company, RB, 1.400%, 11/01/48(b) |
1,890,000 | 1,909,902 | ||||||
Carroll County Water Authority, Water & Sewerage, RB, 5.250%, 07/01/22, Pre-refunded 07/01/2015 @ 100, AGM |
150,000 | 167,441 | ||||||
Carroll County Water Authority, Water & Sewerage, RB, 5.250%, 07/01/22, AGM |
850,000 | 930,894 | ||||||
Cherokee County Board of Education, GO, 5.000%, 08/01/33, State Aid Withholding |
2,000,000 | 2,360,180 | ||||||
Cherokee County Georgia Resource Recovery Development Authority, Solid Waste Disposal, RB, 5.000%, 07/01/37, AMBAC/County Guaranteed, AMT |
1,000,000 | 1,062,810 | ||||||
Clarke County Hospital Authority, Athens Regional Medical Center, RB, 5.000%, 01/01/32 |
1,180,000 | 1,348,929 | ||||||
Cobb County Hospital Authority, RB, 5.250%, 04/01/21, Pre-refunded 04/01/2013 @ 103, AMBAC |
1,000,000 | 1,037,550 | ||||||
Cobb County Kennestone Hospital Authority, RB, 5.000%, 04/01/29 |
2,165,000 | 2,552,925 | ||||||
Cobb County Kennestone Hospital Authority, RB, 5.250%, 04/01/41 |
1,000,000 | 1,117,570 | ||||||
DeKalb County Government Authority Water & Sewerage, Series B, RB, 5.250%, 10/01/24 |
1,100,000 | 1,414,072 | ||||||
DeKalb County Government Authority Water & Sewerage, Series B, RB, 5.250%, 10/01/32, AGM |
2,725,000 | 3,432,601 | ||||||
DeKalb Private Hospital Authority, Childrens Healthcare of Atlanta, Inc., RB, 5.000%, 11/15/29(a) |
6,300,000 | 7,027,272 | ||||||
DeKalb Private Hospital Authority, Childrens Healthcare of Atlanta, Inc., RB, 5.250%, 11/15/39(a) |
3,000,000 | 3,320,040 | ||||||
Douglas County, GO, 5.000%, 08/01/13 |
3,895,000 | 4,003,398 | ||||||
Douglasville-Douglas County Water & Sewer Authority, RB, 5.625%, 06/01/15, AMBAC |
475,000 | 496,831 | ||||||
Downtown Smyrna Development Authority, RB, 5.250%, 02/01/28 |
1,000,000 | 1,222,160 | ||||||
Forsyth County, GO, 5.000%, 03/01/25(a) |
6,825,000 | 8,160,175 | ||||||
Forsyth County School District, GO, 5.000%, 02/01/23, NATL-RE |
3,000,000 | 3,255,600 | ||||||
Forsyth County Water & Sewerage Authority, RB, 5.000%, 04/01/31, County Guaranteed |
645,000 | 791,596 | ||||||
Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.000%, 10/01/42(a) |
5,025,000 | 5,616,392 |
See Notes to Schedules of Portfolio Investments.
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/22, NATL-RE(a) |
2,370,000 | 2,500,018 | ||||||
Fulton County Development Authority, Robert Woodruff Arts Center, Inc., Series B, RB, 5.250%, 03/15/24 |
1,300,000 | 1,475,760 | ||||||
Georgia State, Series B, GO, 5.750%, 08/01/15 |
1,700,000 | 1,931,302 | ||||||
Georgia State, Series F, GO, 5.000%, 12/01/13 |
2,250,000 | 2,348,707 | ||||||
Georgia State, Series F, GO, 5.000%, 12/01/15 |
1,030,000 | 1,164,889 | ||||||
Georgia State, Series G, GO, 5.000%, 11/01/16 |
1,500,000 | 1,749,090 | ||||||
Georgia State Higher Education Facilities Authority, USG Real Estate Foundation I LLC, RB, 6.000%, 06/15/34 |
1,065,000 | 1,225,826 | ||||||
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Series A, RB, 5.500%, 08/01/28 |
1,800,000 | 2,020,842 | ||||||
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Series A, RB, 5.625%, 08/01/34 |
2,000,000 | 2,247,220 | ||||||
Greene County Development Authority, RB, 5.000%, 11/15/37(c) |
555,000 | 593,795 | ||||||
Gwinnett County Development Authority, Public Schools Project, COP, 5.250%, 01/01/21, Pre-refunded 01/01/2014 @ 100, NATL-RE |
2,910,000 | 3,053,434 | ||||||
Gwinnett County School District, GO, 5.000%, 02/01/20 |
1,235,000 | 1,551,382 | ||||||
Henry County Water & Sewerage Authority, RB, 6.150%, 02/01/20, AMBAC |
2,100,000 | 2,687,055 | ||||||
Houston County School District, Sales Tax, GO, 4.000%, 09/01/14, State Aid Withholding |
985,000 | 1,044,120 | ||||||
Lincoln County School District, GO, 5.500%, 04/01/37, State Aid Withholding |
1,000,000 | 1,167,510 | ||||||
Milledgeville & Baldwin County Development Authority, Georgia College & State University Foundation, RB, 6.000%, 09/01/33, Pre-refunded 09/01/2014 @ 101 |
2,355,000 | 2,594,574 | ||||||
Municipal Electric Authority of Georgia, Series A, RB, 4.000%, 11/01/15 |
1,800,000 | 1,959,084 | ||||||
Municipal Electric Authority of Georgia, Series A, RB, 5.000%, 01/01/21 |
2,030,000 | 2,456,462 | ||||||
Municipal Electric Authority of Georgia, Series B, RB, 4.000%, 01/01/16 |
755,000 | 821,312 | ||||||
Private Colleges & Universities Authority, Emory University, Series B, RB, 5.000%, 09/01/29 |
3,000,000 | 3,512,040 | ||||||
Private Colleges & Universities Authority, Emory University, Series C, RB, 5.250%, 09/01/39 |
3,500,000 | 4,085,970 | ||||||
Richmond County Hospital Authority, University Health Services, Inc. Project, RB, 5.250%, 01/01/29 |
2,250,000 | 2,471,647 | ||||||
Thomasville Hospital Authority, John D. Archhold Memorial Hospital, RB, 5.375%, 11/01/40 |
2,510,000 | 2,770,161 | ||||||
Valdosta Board of Education, Sales Tax, GO, 3.000%, 02/01/15, State Aid Withholding |
1,180,000 | 1,238,788 | ||||||
Valdosta Board of Education, Sales Tax, GO, 4.000%, 02/01/16, State Aid Withholding |
2,340,000 | 2,571,590 | ||||||
Walton County School District, GO, 4.000%, 08/01/16, State Aid Withholding |
980,000 | 1,090,181 | ||||||
Walton County School District, Series A, GO, 5.000%, 08/01/21, Pre-refunded 08/01/2015 @ 100, NATL-RE(a) |
2,575,000 | 2,867,443 | ||||||
|
|
|||||||
135,083,131 | ||||||||
|
|
|||||||
North Carolina 0.7% |
||||||||
North Carolina State Capital Facilities Finance Agency, Educational Facilities, RB, 5.000%, 05/01/32 |
970,000 | 1,057,494 | ||||||
|
|
|||||||
Puerto Rico 4.2% |
||||||||
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Series CC, RB, 5.500%, 07/01/30 |
2,560,000 | 2,671,565 | ||||||
Puerto Rico Electric Power Authority, RB, 5.125%, 07/01/29, Pre-refunded 07/01/2013 @ 100 |
1,100,000 | 1,126,895 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.500%, 08/01/28, Pre-refunded 08/01/2019 @ 100 |
20,000 | 25,773 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 6.000%, 08/01/42 |
2,335,000 | 2,496,885 | ||||||
|
|
|||||||
6,321,118 | ||||||||
|
|
|||||||
Virginia 1.7% |
||||||||
Virginia Small Business Financing Authority, AMT, RB, 5.000%, 07/01/34 |
1,770,000 | 1,813,825 |
See Notes to Schedules of Portfolio Investments.
Virginia Small Business Financing Authority, AMT, RB, 5.000%, 01/01/40 |
735,000 | 750,487 | ||||||
|
|
|||||||
2,564,312 | ||||||||
|
|
|||||||
Total Municipal Bonds (Cost $133,870,443) |
145,026,055 | |||||||
|
|
|||||||
Money Market Fund 3.0% |
||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(d) |
4,601,376 | 4,601,376 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $4,601,376) |
4,601,376 | |||||||
|
|
|||||||
Total Investments (Cost $138,471,819) 99.4% |
149,627,431 | |||||||
Other Assets in Excess of Liabilities 0.6% |
829,380 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 150,456,811 | ||||||
|
|
(a) | All or a portion of this security has been segregated, or otherwise earmarked, 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, 2012. |
(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, 2012. |
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, 2012
(Unaudited)
High Grade Municipal Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Municipal Bonds 89.4% |
||||||||
Alabama 4.0% |
||||||||
Birmingham Special Care Facilities Financing Authority Health Care Facilities, Childrens Hospital of Alabama, RB, 6.000%, 06/01/39, AGC |
2,000,000 | 2,331,280 | ||||||
|
|
|||||||
Alaska 4.2% |
||||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, |
2,000,000 | 2,464,620 | ||||||
|
|
|||||||
California 6.7% |
||||||||
California State, GO, 5.250%, 03/01/30 |
1,225,000 | 1,416,884 | ||||||
California State, GO, 6.500%, 04/01/33(a) |
2,000,000 | 2,490,280 | ||||||
|
|
|||||||
3,907,164 | ||||||||
|
|
|||||||
District of Columbia 4.2% |
||||||||
District of Columbia, Income Tax, Series A, RB, 5.500%, 12/01/30 |
2,000,000 | 2,447,140 | ||||||
|
|
|||||||
Florida 2.5% |
||||||||
Miami-Dade County FL Aviation Revenue, Series A, AMT, RB, 5.000%, 10/01/22 |
1,250,000 | 1,481,700 | ||||||
|
|
|||||||
Georgia 6.6% |
||||||||
Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.750%, 10/01/36 |
1,250,000 | 1,465,600 | ||||||
Municipal Electric Authority of Georgia, RB, 3.375%, 01/01/31 |
2,410,000 | 2,415,928 | ||||||
|
|
|||||||
3,881,528 | ||||||||
|
|
|||||||
Idaho 5.1% |
||||||||
Idaho Health Facilities Authority, Series A, RB, 6.750%, 11/01/37 |
2,500,000 | 2,954,125 | ||||||
|
|
|||||||
Illinois 9.6% |
||||||||
Chicago, IL OHare International Airport Revenue, Series A, AMT, RB, 5.000%, 01/01/20 |
2,000,000 | 2,343,080 | ||||||
Illinois State, Series B, RB, 5.000%, 06/15/19 |
1,925,000 | 2,122,062 | ||||||
University of Illinois, Auxiliary Facilities System, Series A, RB, 5.750%, 04/01/38 |
1,000,000 | 1,139,710 | ||||||
|
|
|||||||
5,604,852 | ||||||||
|
|
|||||||
Kansas 3.0% |
||||||||
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38(a) |
1,500,000 | 1,752,360 | ||||||
|
|
|||||||
Maine 5.2% |
||||||||
Maine State Turnpike Authority, RB, 6.000%, 07/01/38(a) |
2,500,000 | 3,058,900 | ||||||
|
|
|||||||
Maryland 3.8% |
||||||||
Baltimore County, GO, 5.000%, 08/01/15 |
2,000,000 | 2,233,640 | ||||||
|
|
|||||||
Nevada 2.9% |
||||||||
Las Vegas Valley Water District, Series B, GO, 5.000%, 06/01/37 |
1,500,000 | 1,721,925 | ||||||
|
|
|||||||
New Jersey 4.0% |
||||||||
New Jersey State Transportation Trust Fund Authority, Transportation System, Series A, RB, 6.000%, 12/15/38 |
1,955,000 | 2,318,337 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
New York 2.0% |
||||||||
Erie County Industrial Development Agency, City School District Buffalo, Series A, RB, 5.750%, 05/01/29, BHAC |
1,000,000 | 1,176,590 | ||||||
|
|
|||||||
North Carolina 3.2% |
||||||||
North Carolina Municipal Power Agency No 1, Series B, RB, 5.000%, 01/01/23 |
1,550,000 | 1,880,057 | ||||||
|
|
|||||||
South Carolina 3.8% |
||||||||
South Carolina Jobs-Economic Development Authority, RB, 5.000%, 11/01/28(b) |
2,000,000 | 2,210,860 | ||||||
|
|
|||||||
Texas 12.4% |
||||||||
Austin, Series 2005, GO, 5.000%, 09/01/19, NATL-RE |
1,000,000 | 1,096,430 | ||||||
Dallas Independent School District, GO, 6.375%, 02/15/34, PSF-GTD(a) |
4,000,000 | 4,884,960 | ||||||
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Series B, RB, 7.125%, 12/01/31 |
1,000,000 | 1,269,900 | ||||||
|
|
|||||||
7,251,290 | ||||||||
|
|
|||||||
Washington 6.2% |
||||||||
Central Puget Sound Regional Transit Authority, Series A, RB, 5.000%, 11/01/23, Pre-refunded 05/01/2015 @ 100, AMBAC |
1,500,000 | 1,657,365 | ||||||
Seattle Washington Municipal Light & Power, RB, 5.750%, 04/01/29, BHAC(a) |
1,635,000 | 1,982,781 | ||||||
|
|
|||||||
3,640,146 | ||||||||
|
|
|||||||
Total Municipal Bonds (Cost $47,099,988) |
52,316,514 | |||||||
|
|
|||||||
Money Market Fund 13.8% |
||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(c) |
8,099,788 | 8,099,788 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $8,099,788) |
8,099,788 | |||||||
|
|
|||||||
Total Investments (Cost $55,199,776) 103.2% |
60,416,302 | |||||||
Liabilities in Excess of Other Assets (3.2)% |
(1,878,944 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 58,537,358 | ||||||
|
|
(a) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(b) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
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 | |
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, 2012
(Unaudited)
High Income Fund
Shares or Principal Amount($) |
Value($) | |||||||
Bank Loans 1.5% |
||||||||
Commercial Services 0.1% |
||||||||
Walter Energy, Inc., Term Loan B, 5.750%, 04/02/18(a)(b) |
1,099,717 | 1,104,753 | ||||||
|
|
|||||||
Energy 0.4% |
||||||||
Aventine Renewable Energy Holdings, Inc., Term Loan B, 15.000%, 12/21/15(a)(c)(d) |
5,044,649 | 3,733,040 | ||||||
|
|
|||||||
Health Care 0.0%(e) |
||||||||
Community Health Systems, Inc., Extended Term Loan, 3.811%, 01/25/17(a)(b) |
105,909 | 106,478 | ||||||
|
|
|||||||
Mining 0.1% |
||||||||
FMG America Finance, Inc., Term Loan, 5.250%, 10/18/17(a)(b) |
448,875 | 452,242 | ||||||
|
|
|||||||
Oil & Gas 0.4% |
||||||||
Energy Transfer Equity, L.P., New Term Loan B, 3.750%, 03/24/17(a)(b) |
2,705,000 | 2,722,582 | ||||||
Frac Tech International LLC, Term Loan B, 8.500%, 05/06/16(a)(b) |
449,044 | 371,809 | ||||||
|
|
|||||||
3,094,391 | ||||||||
|
|
|||||||
Real Estate 0.2% |
||||||||
Istar Financial, Inc., Add on Term Loan A1, 5.250%, 03/18/16(a)(b) |
2,062,970 | 2,078,442 | ||||||
|
|
|||||||
Telecommunication Services 0.3% |
||||||||
Cequel Communications LLC, Term Loan B, 4.000%, 02/14/19(a)(b) |
1,543,338 | 1,549,464 | ||||||
Level 3 Financing, Inc., 2019 Term Loan B, 5.250%, 08/01/19(a)(b) |
965,000 | 973,145 | ||||||
|
|
|||||||
2,522,609 | ||||||||
|
|
|||||||
Total Bank Loans (Cost $14,196,215) |
13,091,955 | |||||||
|
|
|||||||
Corporate Bonds 86.1% |
||||||||
Aerospace/Defense 1.1% |
||||||||
BE Aerospace, Inc., 5.250%, 04/01/22 |
4,295,000 | 4,552,700 | ||||||
Silver II Borrower/Silver II US Holdings LLC, 7.750%, 12/15/20(b) |
5,170,000 | 5,350,950 | ||||||
|
|
|||||||
9,903,650 | ||||||||
|
|
|||||||
Airlines 1.8% |
||||||||
Air Canada, Inc., 9.250%, 08/01/15(b)(f) |
13,135,000 | 13,726,075 | ||||||
United Air Lines, Inc., 12.000%, 11/01/13(b)(g) |
2,000,000 | 2,015,000 | ||||||
|
|
|||||||
15,741,075 | ||||||||
|
|
|||||||
Apparel 0.3% |
||||||||
Wolverine World Wide, Inc., 6.125%, 10/15/20(b) |
2,760,000 | 2,898,000 | ||||||
|
|
|||||||
Auto Manufacturers 0.0%(e) |
||||||||
General Motors Co. Escrow, 7.200% (a)(c)(d)(f)(h)(i) |
17,182,000 | | ||||||
General Motors Co. Escrow, 8.375% (a)(c)(d)(f)(h)(i) |
36,800,000 | | ||||||
|
|
|||||||
| ||||||||
|
|
|||||||
Banks 3.0% |
||||||||
Ally Financial, Inc., 7.500%, 09/15/20(g) |
4,490,000 | 5,421,675 | ||||||
Ally Financial, Inc., 8.000%, 11/01/31(g) |
7,345,000 | 9,300,606 | ||||||
CIT Group, Inc., 5.000%, 05/15/17 |
1,500,000 | 1,590,000 | ||||||
HBOS PLC, 6.000%, 11/01/33(b) |
1,465,000 | 1,323,877 | ||||||
Lloyds Banking Group PLC, 6.267% (a)(b)(i) |
2,000,000 | 1,530,000 | ||||||
Lloyds Banking Group PLC, 6.413% (a)(b)(i) |
1,745,000 | 1,526,875 |
See Notes to Schedules of Portfolio Investments.
Lloyds Banking Group PLC, 6.657% (a)(b)(i) |
1,635,000 | 1,451,062 | ||||||
Provident Funding Associates LP/PFG Finance Corp., 10.125%, 02/15/19(b) |
1,645,000 | 1,735,475 | ||||||
RBS Capital Trust II, 6.425% (a)(i) |
1,590,000 | 1,383,300 | ||||||
Royal Bank of Scotland Group PLC, 7.648% (a)(i) |
815,000 | 823,150 | ||||||
Royal Bank of Scotland Group PLC, Series U, 7.640% (a)(i) |
400,000 | 360,000 | ||||||
|
|
|||||||
26,446,020 | ||||||||
|
|
|||||||
Building Materials 0.9% |
||||||||
Cemex Finance LLC, 9.375%, 10/12/22(b) |
2,825,000 | 3,178,125 | ||||||
Masco Corp., 5.950%, 03/15/22 |
2,640,000 | 2,926,419 | ||||||
USG Corp., 8.375%, 10/15/18(b) |
855,000 | 949,050 | ||||||
USG Corp., 9.750%, 01/15/18 |
1,135,000 | 1,285,387 | ||||||
|
|
|||||||
8,338,981 | ||||||||
|
|
|||||||
Chemicals 0.8% |
||||||||
Ineos Finance PLC, 7.500%, 05/01/20(b) |
3,985,000 | 4,174,288 | ||||||
Kinove German Bondco GmbH, 9.625%, 06/15/18(b) |
988,000 | 1,079,390 | ||||||
Nufarm Australia Ltd., 6.375%, 10/15/19(b) |
1,630,000 | 1,703,350 | ||||||
|
|
|||||||
6,957,028 | ||||||||
|
|
|||||||
Coal 0.6% |
||||||||
Arch Coal, Inc., 7.000%, 06/15/19(f) |
2,220,000 | 2,064,600 | ||||||
Peabody Energy Corp., 6.250%, 11/15/21(f) |
3,005,000 | 3,192,813 | ||||||
|
|
|||||||
5,257,413 | ||||||||
|
|
|||||||
Commercial Services 5.3% |
||||||||
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 9.625%, 03/15/18 |
660,000 | 735,900 | ||||||
Cenveo Corp., 11.500%, 05/15/17 |
5,815,000 | 4,920,944 | ||||||
FTI Consulting, Inc., 6.000%, 11/15/22(b) |
2,045,000 | 2,116,575 | ||||||
Harland Clarke Holdings Corp., 9.750%, 08/01/18(b) |
11,170,000 | 10,862,825 | ||||||
Lender Processing Services, Inc., 5.750%, 04/15/23 |
2,835,000 | 2,941,312 | ||||||
Live Nation Entertainment, Inc., 7.000%, 09/01/20(b) |
1,245,000 | 1,299,469 | ||||||
Monitronics International, Inc., 9.125%, 04/01/20 |
3,755,000 | 3,867,650 | ||||||
Prospect Medical Holdings, Inc., 8.375%, 05/01/19(b) |
4,577,000 | 4,817,292 | ||||||
ServiceMaster Co., 8.000%, 02/15/20 |
4,920,000 | 5,129,100 | ||||||
Speedy Cash, Inc., 10.750%, 05/15/18(b)(f) |
2,955,000 | 3,147,075 | ||||||
UR Financing Escrow Corp., 7.375%, 05/15/20(b) |
4,315,000 | 4,735,712 | ||||||
UR Financing Escrow Corp., 7.625%, 04/15/22(b) |
2,135,000 | 2,385,863 | ||||||
|
|
|||||||
46,959,717 | ||||||||
|
|
|||||||
Computers 1.2% |
||||||||
j2 Global, Inc., 8.000%, 08/01/20 |
4,020,000 | 4,180,800 | ||||||
NCR Corp., 4.625%, 02/15/21(b) |
4,505,000 | 4,505,000 | ||||||
NCR Corp., 5.000%, 07/15/22(b) |
2,285,000 | 2,322,131 | ||||||
|
|
|||||||
11,007,931 | ||||||||
|
|
|||||||
Diversified Financial Services 4.1% |
||||||||
Aircastle Ltd., 6.750%, 04/15/17 |
3,090,000 | 3,306,300 | ||||||
Aircastle Ltd., 7.625%, 04/15/20 |
3,055,000 | 3,413,962 | ||||||
CNG Holdings, Inc., 9.375%, 05/15/20(b) |
2,740,000 | 2,781,100 | ||||||
Community Choice Financial, Inc., 10.750%, 05/01/19 |
2,585,000 | 2,488,062 | ||||||
Icahn Enterprises Finance Corp., 8.000%, 01/15/18 |
4,630,000 | 4,971,462 | ||||||
International Lease Finance Corp., 8.250%, 12/15/20 |
1,405,000 | 1,675,463 | ||||||
International Lease Finance Corp., 8.750%, 03/15/17 |
7,430,000 | 8,581,650 | ||||||
Nationstar Mortgage LLC/Nationstar Capital Corp., 7.875%, 10/01/20(b) |
1,910,000 | 2,015,050 | ||||||
Nationstar Mortgage LLC/Nationstar Capital Corp., 9.625%, 05/01/19(b) |
1,645,000 | 1,842,400 | ||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp., 5.625%, 03/15/20(b) |
2,015,000 | 2,110,713 | ||||||
Serta Simmons Holdings LLC, 8.125%, 10/01/20(b) |
3,420,000 | 3,420,000 | ||||||
|
|
|||||||
36,606,162 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Electric 2.2% |
||||||||
Calpine Corp., 7.250%, 10/15/17(b) |
1,895,000 | 2,018,175 | ||||||
Energy Future Holdings Corp., 10.000%, 01/15/20 |
2,145,000 | 2,397,038 | ||||||
GenOn Energy, Inc., 9.500%, 10/15/18(f) |
3,630,000 | 4,283,400 | ||||||
GenOn Energy, Inc., 9.875%, 10/15/20 |
810,000 | 935,550 | ||||||
Midwest Generation LLC, Series B, 8.560%, 01/02/16(c)(f) |
5,312,265 | 5,152,897 | ||||||
NRG Energy, Inc., 7.625%, 05/15/19 |
2,375,000 | 2,541,250 | ||||||
NRG Energy, Inc., 7.875%, 05/15/21 |
2,290,000 | 2,541,900 | ||||||
|
|
|||||||
19,870,210 | ||||||||
|
|
|||||||
Electrical Components & Equipment 0.4% |
||||||||
General Cable Corp., 5.750%, 10/01/22(b) |
1,830,000 | 1,894,050 | ||||||
GrafTech International Ltd., 6.375%, 11/15/20(b) |
1,450,000 | 1,502,563 | ||||||
|
|
|||||||
3,396,613 | ||||||||
|
|
|||||||
Electronics 0.8% |
||||||||
313 Group, Inc., 6.375%, 12/01/19(b) |
3,970,000 | 3,935,262 | ||||||
313 Group, Inc., 8.750%, 12/01/20(b) |
3,445,000 | 3,384,713 | ||||||
|
|
|||||||
7,319,975 | ||||||||
|
|
|||||||
Energy-Alternate Sources 0.2% |
||||||||
First Wind Capital LLC, 10.250%, 06/01/18(b) |
1,600,000 | 1,644,000 | ||||||
|
|
|||||||
Engineering & Construction 0.4% |
||||||||
Aguila 3 SA, 7.875%, 01/31/18(b) |
3,225,000 | 3,418,500 | ||||||
|
|
|||||||
Entertainment 2.2% |
||||||||
Carmike Cinemas, Inc., 7.375%, 05/15/19 |
1,310,000 | 1,414,800 | ||||||
Cinemark USA, Inc., 5.125%, 12/15/22(b) |
795,000 | 804,938 | ||||||
Diamond Resorts Corp., 12.000%, 08/15/18(g) |
11,325,000 | 12,259,312 | ||||||
Pinnacle Entertainment, Inc., 7.750%, 04/01/22(f) |
1,170,000 | 1,246,050 | ||||||
Pinnacle Entertainment, Inc., 8.750%, 05/15/20(f) |
750,000 | 810,000 | ||||||
Scientific Games International, Inc., 6.250%, 09/01/20(b) |
2,650,000 | 2,736,125 | ||||||
|
|
|||||||
19,271,225 | ||||||||
|
|
|||||||
Environmental Control 1.0% |
||||||||
Clean Harbors, Inc., 5.125%, 06/01/21(b) |
1,100,000 | 1,138,500 | ||||||
Clean Harbors, Inc., 5.250%, 08/01/20 |
2,155,000 | 2,246,588 | ||||||
Heckmann Corp., 9.875%, 04/15/18(f) |
3,720,000 | 3,840,900 | ||||||
Heckmann Corp., 9.875%, 04/15/18(b) |
1,435,000 | 1,470,875 | ||||||
|
|
|||||||
8,696,863 | ||||||||
|
|
|||||||
Food 0.4% |
||||||||
Post Holdings, Inc., 7.375%, 02/15/22(b) |
3,445,000 | 3,774,428 | ||||||
|
|
|||||||
Forest Products & Paper 0.5% |
||||||||
Verso Paper Holdings LLC/Verso Paper, Inc., 11.750%, 01/15/19(f) |
6,625,000 | 4,703,750 | ||||||
|
|
|||||||
Gas 0.5% |
||||||||
Sabine Pass LNG LP, 6.500%, 11/01/20(b) |
2,230,000 | 2,269,025 | ||||||
Sabine Pass LNG LP, 7.500%, 11/30/16 |
1,565,000 | 1,725,413 | ||||||
|
|
|||||||
3,994,438 | ||||||||
|
|
|||||||
Healthcare - Products 2.0% |
||||||||
Biomet, Inc., 6.500%, 08/01/20(b) |
5,825,000 | 6,189,062 | ||||||
Kinetic Concepts, Inc./KCI USA, Inc., 10.500%, 11/01/18(b) |
3,880,000 | 4,069,150 | ||||||
Physio-Control International, Inc., 9.875%, 01/15/19(b) |
6,450,000 | 7,078,875 | ||||||
|
|
|||||||
17,337,087 | ||||||||
|
|
|||||||
Healthcare - Services 4.3% |
||||||||
CDRT Holding Corp., PIK, 9.250%, 10/01/17(b) |
7,530,000 | 7,680,600 | ||||||
CHS/Community Health Systems, Inc., 5.125%, 08/15/18 |
4,275,000 | 4,456,688 | ||||||
CHS/Community Health Systems, Inc., 7.125%, 07/15/20 |
3,000,000 | 3,202,500 |
See Notes to Schedules of Portfolio Investments.
Fresenius Medical Care US Finance II, Inc., 5.875%, 01/31/22(b) |
2,000,000 | 2,170,000 | ||||||
HCA, Inc., 4.750%, 05/01/23 |
4,765,000 | 4,848,387 | ||||||
HCA, Inc., 6.250%, 02/15/21(j) |
5,145,000 | 5,273,625 | ||||||
INC Research LLC, 11.500%, 07/15/19(b) |
2,435,000 | 2,520,225 | ||||||
MedImpact Holdings, Inc., 10.500%, 02/01/18(b) |
4,375,000 | 4,850,781 | ||||||
Tenet Healthcare Corp., 6.250%, 11/01/18 |
3,240,000 | 3,555,900 | ||||||
|
|
|||||||
38,558,706 | ||||||||
|
|
|||||||
Holding Companies-Diversified 1.0% |
||||||||
MMI International Ltd., 8.000%, 03/01/17(b) |
3,840,000 | 4,070,400 | ||||||
WaveDivision Escrow LLC/WaveDivision Escrow Corp., 8.125%, 09/01/20(b) |
4,285,000 | 4,434,975 | ||||||
|
|
|||||||
8,505,375 | ||||||||
|
|
|||||||
Home Builders 0.2% |
||||||||
Brookfield Residential Properties, Inc., 6.500%, 12/15/20(b) |
1,115,000 | 1,142,875 | ||||||
KB Home, 7.500%, 09/15/22 |
850,000 | 926,500 | ||||||
|
|
|||||||
2,069,375 | ||||||||
|
|
|||||||
Household Products/Wares 0.8% |
||||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer |
||||||||
Luxembourg I SA, 7.875%, 08/15/19 |
4,875,000 | 5,423,438 | ||||||
Spectrum Brands Escrow Corp., 6.375%, 11/15/20(b) |
710,000 | 745,500 | ||||||
Spectrum Brands Escrow Corp., 6.625%, 11/15/22(b) |
710,000 | 761,475 | ||||||
|
|
|||||||
6,930,413 | ||||||||
|
|
|||||||
Housewares 0.7% |
||||||||
Libbey Glass, Inc., 6.875%, 05/15/20 |
6,125,000 | 6,584,375 | ||||||
|
|
|||||||
Insurance 1.6% |
||||||||
A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC, 7.875%, 12/15/20(b) |
4,010,000 | 4,010,000 | ||||||
Assured Guaranty US Holdings, Inc., Series A, 6.400%, 12/15/66(a), Series A |
2,370,000 | 2,038,200 | ||||||
Genworth Financial, Inc., 6.150%, 11/15/66(a) |
1,975,000 | 1,466,437 | ||||||
MBIA, Inc., 6.625%, 10/01/28(f) |
2,650,000 | 1,908,000 | ||||||
Onex USI Aquisition Corp., 7.750%, 01/15/21(b) |
5,100,000 | 5,023,500 | ||||||
|
|
|||||||
14,446,137 | ||||||||
|
|
|||||||
Internet 0.9% |
||||||||
CyrusOne LP/CyrusOne Finance Corp., 6.375%, 11/15/22(b) |
790,000 | 823,575 | ||||||
Mood Media Corp., 9.250%, 10/15/20(b) |
2,355,000 | 2,481,581 | ||||||
Zayo Escrow Corp., 8.125%, 01/01/20 |
4,175,000 | 4,644,688 | ||||||
|
|
|||||||
7,949,844 | ||||||||
|
|
|||||||
Investment Companies 0.5% |
||||||||
Offshore Group Investments Ltd., 11.500%, 08/01/15 |
4,335,000 | 4,725,150 | ||||||
|
|
|||||||
Iron/Steel 0.3% |
||||||||
APERAM, 7.375%, 04/01/16(b) |
750,000 | 699,375 | ||||||
APERAM, 7.750%, 04/01/18(b) |
750,000 | 660,000 | ||||||
JMC Steel Group, 8.250%, 03/15/18(b) |
1,610,000 | 1,682,450 | ||||||
|
|
|||||||
3,041,825 | ||||||||
|
|
|||||||
Leisure Time 0.3% |
||||||||
ClubCorp Club Operations, Inc., 10.000%, 12/01/18 |
640,000 | 712,000 | ||||||
Viking Cruises Ltd., 8.500%, 10/15/22(b) |
1,505,000 | 1,625,400 | ||||||
|
|
|||||||
2,337,400 | ||||||||
|
|
|||||||
Lodging 1.8% |
||||||||
Boyd Gaming Corp., 9.000%, 07/01/20(b) |
1,695,000 | 1,669,575 | ||||||
Caesars Entertainment Corp., 8.500%, 02/15/20(b) |
3,930,000 | 3,900,525 | ||||||
Chester Downs & Marina LLC, 9.250%, 02/01/20(b)(f) |
1,080,000 | 1,061,100 | ||||||
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19(b) |
4,490,000 | 4,849,200 | ||||||
MGM Resorts International, 6.750%, 10/01/20(b) |
1,640,000 | 1,674,850 |
See Notes to Schedules of Portfolio Investments.
MGM Resorts International, 7.625%, 01/15/17 |
2,325,000 | 2,487,750 | ||||||
|
|
|||||||
15,643,000 | ||||||||
|
|
|||||||
Machinery-Diversified 0.3% |
||||||||
Dematic SA/DH Services Luxembourg Sarl, 7.750%, 12/15/20(b) |
1,385,000 | 1,385,000 | ||||||
Manitowoc Co., Inc. (The), 8.500%, 11/01/20(f) |
790,000 | 886,775 | ||||||
|
|
|||||||
2,271,775 | ||||||||
|
|
|||||||
Media 6.1% |
||||||||
Block Communications, Inc., 7.250%, 02/01/20(b) |
2,690,000 | 2,858,125 | ||||||
CCO Holdings LLC/Cap Corp., 5.125%, 02/15/23 |
2,870,000 | 2,862,825 | ||||||
CCO Holdings LLC/Cap Corp., 5.250%, 09/30/22 |
5,400,000 | 5,467,500 | ||||||
CCO Holdings LLC/Cap Corp., 6.500%, 04/30/21(j) |
1,875,000 | 2,022,656 | ||||||
CCO Holdings LLC/Cap Corp., 7.375%, 06/01/20 |
585,000 | 649,350 | ||||||
Cequel Communications Holdings I LLC, 6.375%, 09/15/20(b) |
1,200,000 | 1,249,500 | ||||||
Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22(b) |
2,560,000 | 2,630,400 | ||||||
Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22(b) |
6,930,000 | 7,189,875 | ||||||
Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20, Series B |
1,895,000 | 1,909,213 | ||||||
Entravision Communications Corp., 8.750%, 08/01/17 |
5,667,000 | 6,148,695 | ||||||
LIN Television Corp., 6.375%, 01/15/21(b) |
1,195,000 | 1,254,750 | ||||||
Mediacom Broadband LLC/Mediacom Broadband Corp., 6.375%, 04/01/23(b)(j) |
3,675,000 | 3,739,312 | ||||||
Sirius XM Radio, Inc., 5.250%, 08/15/22(b) |
2,005,000 | 2,025,050 | ||||||
Univision Communications, Inc., 6.750%, 09/15/22(b) |
11,685,000 | 12,064,762 | ||||||
Videotron Ltee., 5.000%, 07/15/22 |
1,985,000 | 2,081,769 | ||||||
|
|
|||||||
54,153,782 | ||||||||
|
|
|||||||
Mining 3.4% |
||||||||
Aleris International, Inc., 7.875%, 11/01/20(b) |
2,150,000 | 2,150,000 | ||||||
FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19(b)(f) |
7,880,000 | 8,392,200 | ||||||
HudBay Minerals, Inc., 9.500%, 10/01/20(b) |
1,625,000 | 1,718,438 | ||||||
Inmet Mining Corp., 7.500%, 06/01/21(b) |
6,525,000 | 6,769,687 | ||||||
Inmet Mining Corp., 8.750%, 06/01/20(b)(g) |
7,945,000 | 8,679,912 | ||||||
New Gold, Inc., 6.250%, 11/15/22(b) |
1,265,000 | 1,309,275 | ||||||
Vulcan Materials Co., 7.500%, 06/15/21 |
940,000 | 1,071,600 | ||||||
|
|
|||||||
30,091,112 | ||||||||
|
|
|||||||
Miscellaneous Manufacturer 0.1% |
||||||||
Bombardier, Inc., 5.750%, 03/15/22(b)(f) |
1,065,000 | 1,094,288 | ||||||
|
|
|||||||
Oil & Gas 9.9% |
||||||||
Antero Resources Finance Corp., 6.000%, 12/01/20(b) |
1,260,000 | 1,275,750 | ||||||
Chesapeake Energy Corp., 6.625%, 08/15/20(f) |
2,935,000 | 3,147,787 | ||||||
Chesapeake Energy Corp., 6.875%, 11/15/20 |
310,000 | 335,963 | ||||||
CITGO Petroleum Corp., 11.500%, 07/01/17(b) |
4,155,000 | 4,799,025 | ||||||
CVR Refining LLC/Coffeyville Finance, Inc., 6.500%, 11/01/22(b) |
1,160,000 | 1,154,200 | ||||||
Endeavour International Corp., 12.000%, 03/01/18(b) |
2,625,000 | 2,743,125 | ||||||
EP Energy LLC/Everest Acquisition Finance, Inc., 6.875%, 05/01/19 |
1,775,000 | 1,925,875 | ||||||
Halcon Resources Corp., 8.875%, 05/15/21(b) |
3,925,000 | 4,160,500 | ||||||
Hercules Offshore, Inc., 7.125%, 04/01/17(b) |
4,954,000 | 5,189,315 | ||||||
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20 |
855,000 | 931,950 | ||||||
MEG Energy Corp., 6.375%, 01/30/23(b) |
2,880,000 | 3,002,400 | ||||||
Oasis Petroleum, Inc., 6.875%, 01/15/23 |
2,470,000 | 2,649,075 | ||||||
Offshore Group Investment Ltd., 7.500%, 11/01/19(b) |
3,925,000 | 3,964,250 | ||||||
Plains Exploration & Production Co., 6.125%, 06/15/19 |
4,395,000 | 4,790,550 | ||||||
Plains Exploration & Production Co., 6.625%, 05/01/21 |
3,330,000 | 3,667,162 | ||||||
Plains Exploration & Production Co., 6.875%, 02/15/23 |
12,160,000 | 13,892,800 | ||||||
SandRidge Energy, Inc., 7.500%, 03/15/21(g) |
10,860,000 | 11,620,200 | ||||||
Seadrill Ltd., 5.625%, 09/15/17(b) |
2,000,000 | 1,985,000 | ||||||
United Refining Co., 10.500%, 02/28/18(g) |
13,204,000 | 14,326,340 | ||||||
WPX Energy, Inc., 6.000%, 01/15/22 |
2,000,000 | 2,155,000 | ||||||
|
|
|||||||
87,716,267 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Oil & Gas Services 1.3% |
||||||||
American Petroleum Tankers LLC, 10.250%, 05/01/15 |
453,000 | 473,385 | ||||||
Cie Generale de Geophysique - Veritas, 6.500%, 06/01/21 |
5,100,000 | 5,457,000 | ||||||
Hiland Partners LP/Hiland Partners Finance Corp., 7.250%, 10/01/20(b) |
1,220,000 | 1,305,400 | ||||||
Oil States International, Inc., 5.125%, 01/15/23(b) |
2,375,000 | 2,407,656 | ||||||
Oil States International, Inc., 6.500%, 06/01/19 |
2,140,000 | 2,279,100 | ||||||
|
|
|||||||
11,922,541 | ||||||||
|
|
|||||||
Packaging & Containers 0.1% |
||||||||
Sealed Air Corp., 6.500%, 12/01/20(b)(f) |
970,000 | 1,047,600 | ||||||
|
|
|||||||
Pharmaceuticals 1.1% |
||||||||
ConvaTec Healthcare, 10.500%, 12/15/18(b)(g) |
8,920,000 | 9,834,300 | ||||||
Valeant Pharmaceuticals International, 6.500%, 07/15/16(b) |
275,000 | 289,094 | ||||||
|
|
|||||||
10,123,394 | ||||||||
|
|
|||||||
Pipelines 0.5% |
||||||||
Access Midstream Partners LP/ACMP Finance Corp., 4.875%, 05/15/23 |
2,155,000 | 2,187,325 | ||||||
Eagle Rock Energy Partners LP/Eagle Rock Energy Finance Corp., 8.375%, 06/01/19(b) |
2,405,000 | 2,453,100 | ||||||
|
|
|||||||
4,640,425 | ||||||||
|
|
|||||||
Real Estate Investment Trusts 0.3% |
||||||||
Felcor Lodging LP, 5.625%, 03/01/23(b) |
2,395,000 | 2,383,025 | ||||||
|
|
|||||||
Retail 4.2% |
||||||||
AmeriGas Finance LLC/AmeriGas Finance Corp., 6.750%, 05/20/20 |
2,500,000 | 2,743,750 | ||||||
AmeriGas Finance LLC/AmeriGas Finance Corp., 7.000%, 05/20/22 |
2,320,000 | 2,581,000 | ||||||
Claires Stores, Inc., 9.000%, 03/15/19(b) |
1,410,000 | 1,512,225 | ||||||
Dufry Finance SCA, 5.500%, 10/15/20(b) |
1,625,000 | 1,681,875 | ||||||
Landrys Holdings II, Inc., 10.250%, 01/01/18(b) |
4,845,000 | 4,820,775 | ||||||
Landrys, Inc., 9.375%, 05/01/20(b) |
4,205,000 | 4,436,275 | ||||||
Limited Brands, Inc., 5.625%, 02/15/22 |
1,800,000 | 1,957,500 | ||||||
Party City Holdings, Inc., 8.875%, 08/01/20(b) |
2,905,000 | 3,115,612 | ||||||
Penske Automotive Group, Inc., 5.750%, 10/01/22(b) |
1,400,000 | 1,442,000 | ||||||
PVH Corp., 4.500%, 12/15/22 |
1,115,000 | 1,126,150 | ||||||
Sally Holdings LLC/Sally Capital, Inc., 5.750%, 06/01/22 |
5,675,000 | 6,157,375 | ||||||
Sears Holdings Corp., 6.625%, 10/15/18(f) |
3,155,000 | 2,871,050 | ||||||
Toys R Us, Inc., 7.375%, 10/15/18 |
1,400,000 | 1,274,000 | ||||||
Toys R Us, Inc., 10.375%, 08/15/17 |
1,175,000 | 1,224,938 | ||||||
|
|
|||||||
36,944,525 | ||||||||
|
|
|||||||
Shipbuilding 0.6% |
||||||||
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18 |
1,425,000 | 1,549,688 | ||||||
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21(f) |
3,270,000 | 3,556,125 | ||||||
|
|
|||||||
5,105,813 | ||||||||
|
|
|||||||
Software 0.6% |
||||||||
First Data Corp., 6.750%, 11/01/20(b) |
5,065,000 | 5,115,650 | ||||||
|
|
|||||||
Storage/Warehousing 0.7% |
||||||||
Niska Gas Storage US LLC/Niska Gas Storage Canada ULC, 8.875%, 03/15/18 |
5,825,000 | 5,985,188 | ||||||
|
|
|||||||
Telecommunication Services 13.2% |
||||||||
Consolidated Communications Finance Co., 10.875%, 06/01/20(b) |
820,000 | 902,000 | ||||||
GeoEye, Inc., 8.625%, 10/01/16 |
640,000 | 697,600 | ||||||
GeoEye, Inc., 9.625%, 10/01/15 |
115,000 | 127,075 | ||||||
Integra Telecom, Inc., 10.750%, 04/15/16(b)(j) |
9,487,000 | 9,913,915 | ||||||
Intelsat Jackson Holdings SA, 7.250%, 10/15/20(b) |
4,280,000 | 4,643,800 | ||||||
Level 3 Financing, Inc., 8.125%, 07/01/19 |
5,985,000 | 6,523,650 | ||||||
Level 3 Financing, Inc., 8.625%, 07/15/20 |
5,620,000 | 6,238,200 | ||||||
NII Capital Corp., 7.625%, 04/01/21 |
3,995,000 | 3,026,213 | ||||||
Nortel Networks Ltd., 10.750%, 07/15/16(c)(g) |
14,610,000 | 16,764,975 | ||||||
Sable International Finance Ltd., 8.750%, 02/01/20(b)(f) |
1,770,000 | 2,026,650 |
See Notes to Schedules of Portfolio Investments.
Satmex Escrow SA de CV, 9.500%, 05/15/17(g) |
11,270,000 | 11,833,500 | ||||||
SBA Telecommunications, Inc., 5.750%, 07/15/20(b) |
4,415,000 | 4,690,937 | ||||||
Sprint Capital Corp., 6.875%, 11/15/28 |
3,545,000 | 3,686,800 | ||||||
Sprint Capital Corp., 6.900%, 05/01/19(g) |
10,364,000 | 11,296,760 | ||||||
Sprint Nextel Corp., 7.000%, 08/15/20(g) |
9,000,000 | 9,832,500 | ||||||
Trilogy International Partners LLC, 10.250%, 08/15/16(b)(f) |
7,855,000 | 6,912,400 | ||||||
TW Telecom Holdings, Inc., 5.375%, 10/01/22(b) |
3,985,000 | 4,174,287 | ||||||
UPCB Finance V Ltd., 7.250%, 11/15/21(b) |
3,300,000 | 3,630,000 | ||||||
US West Capital Funding, Inc., 6.875%, 07/15/28 |
1,635,000 | 1,666,423 | ||||||
ViaSat Inc., 6.875%, 06/15/20(b) |
1,475,000 | 1,541,375 | ||||||
ViaSat, Inc., 6.875%, 06/15/20 |
2,470,000 | 2,581,150 | ||||||
West Corp., 7.875%, 01/15/19 |
755,000 | 781,425 | ||||||
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17(b) |
2,455,549 | 2,365,956 | ||||||
Wind Acquisition Finance SA, 7.250%, 02/15/18(b) |
1,775,000 | 1,797,188 | ||||||
|
|
|||||||
117,654,779 | ||||||||
|
|
|||||||
Transportation 1.0% |
||||||||
Bristow Group, Inc., 6.250%, 10/15/22 |
2,005,000 | 2,145,350 | ||||||
CHC Helicopter SA, 9.250%, 10/15/20 |
6,250,000 | 6,578,125 | ||||||
|
|
|||||||
8,723,475 | ||||||||
|
|
|||||||
Trucking & Leasing 0.6% |
||||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(b) |
5,000,000 | 5,168,500 | ||||||
|
|
|||||||
Total Corporate Bonds (Cost $725,096,143) |
764,476,805 | |||||||
|
|
|||||||
Convertible Corporate Bonds 0.7% |
||||||||
Airlines 0.5% |
||||||||
AMR Corp., 6.250%, 10/15/14(c) |
5,030,000 | 4,350,950 | ||||||
|
|
|||||||
Auto Parts & Equipment 0.2% |
||||||||
Meritor, Inc., 4.625%, 03/01/26(a)(f) |
2,145,000 | 2,001,553 | ||||||
|
|
|||||||
Total Convertible Corporate Bonds (Cost $5,297,748) |
6,352,503 | |||||||
|
|
|||||||
Preferred Stock 0.4% |
||||||||
Diversified Financial Services 0.4% |
||||||||
GMAC Capital Trust I, Series 2, 8.125%(a) |
121,110 | 3,227,582 | ||||||
|
|
|||||||
Total Preferred Stock (Cost $3,027,750) |
3,227,582 | |||||||
|
|
|||||||
Convertible Preferred Stock 0.8% |
||||||||
Auto Manufacturers 0.8% |
||||||||
General Motors Co., Series B, 4.750%, 12/01/13(f) |
166,615 | 7,352,720 | ||||||
|
|
|||||||
Total Convertible Preferred Stock (Cost $5,993,656) |
7,352,720 | |||||||
|
|
|||||||
Common Stock 0.1% |
||||||||
Energy-Alternate Sources 0.1% |
||||||||
Aventine Renewable Energy Holdings, Inc., *(c)(d)(h) |
52,979 | 794,685 | ||||||
|
|
|||||||
Total Common Stock (Cost $0) |
794,685 | |||||||
|
|
|||||||
Short-Term Investment 6.1% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(k) |
54,561,311 | 54,561,311 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $54,561,311) |
54,561,311 | |||||||
|
|
|||||||
Money Market Fund 8.3% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(l) |
73,732,078 | 73,732,078 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $73,732,078) |
73,732,078 | |||||||
|
|
See Notes to Schedules of Portfolio Investments.
Total Investments (Cost$881,904,901) 104.0% |
923,589,639 | |||
Liabilities in Excess of Other Assets (4.0)% |
(35,365,225 | ) | ||
|
|
|||
Net Assets 100.0% |
$ | 888,224,414 | ||
|
|
* | Non-income producing security. |
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 43.8% of net assets as of December 31, 2012. |
(c) | Security is in default. |
(d) | The Funds investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. |
(e) | Less than 0.05% of Net Assets. |
(f) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was 52,717,149. |
(g) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(h) | Valued at fair value using procedures approved by the Board of Trustees (See Note 2(a)). |
(i) | Security is perpetual in nature and has no stated maturity. |
(j) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(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, 2012 (See Note 2(i)). |
(l) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
LP |
Limited Partnership | |
PIK |
Payment in-kind | |
ULC |
Unlimited Liability Company |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Intermediate Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Collateralized Mortgage Obligations 1.9% |
||||||||
Agency Collateralized Mortgage Obligations 1.7% |
||||||||
Federal National Mortgage Association |
||||||||
Series 2011-46, Cl B, 3.000%, 05/25/26 |
10,687,000 | 11,335,669 | ||||||
Series 2012-142, Cl AC, REMIC, 2.000%, 12/25/42 |
6,899,000 | 7,027,832 | ||||||
|
|
|||||||
18,363,501 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Security 0.2% |
||||||||
LB-UBS Commercial Mortgage Trust |
||||||||
Series 2005-C7, Cl A3, 5.455%, 11/15/30(a) |
1,753,000 | 1,817,794 | ||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $18,481,258) |
20,181,295 | |||||||
|
|
|||||||
Corporate Bonds 28.6% |
||||||||
Aerospace/Defense 0.4% |
||||||||
Boeing Co. (The), 5.125%, 02/15/13 |
243,000 | 244,342 | ||||||
United Technologies Corp., 3.100%, 06/01/22 |
4,049,000 | 4,287,842 | ||||||
|
|
|||||||
4,532,184 | ||||||||
|
|
|||||||
Auto Manufacturers 0.5% |
||||||||
Daimler Finance N.A. LLC, 3.875%, 09/15/21(b) |
1,994,000 | 2,151,077 | ||||||
Volkswagen International Finance, 2.375%, 03/22/17(b) |
2,645,000 | 2,724,297 | ||||||
|
|
|||||||
4,875,374 | ||||||||
|
|
|||||||
Banks 0.8% |
||||||||
HSBC Bank PLC, 3.100%, 05/24/16(b) |
1,546,000 | 1,634,539 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(b) |
2,102,000 | 2,229,594 | ||||||
Northern Trust Corp., 4.625%, 05/01/14 |
667,000 | 702,895 | ||||||
Wells Fargo & Co., 1.250%, 02/13/15, MTN |
3,369,000 | 3,400,594 | ||||||
|
|
|||||||
7,967,622 | ||||||||
|
|
|||||||
Beverages 0.8% |
||||||||
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 07/15/22 |
3,840,000 | 3,864,038 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 |
1,305,000 | 1,309,800 | ||||||
SABMiller Holdings, Inc., 2.450%, 01/15/17(b) |
3,278,000 | 3,416,971 | ||||||
|
|
|||||||
8,590,809 | ||||||||
|
|
|||||||
Biotechnology 0.1% |
||||||||
Life Technologies Corp., 5.000%, 01/15/21 |
848,000 | 955,622 | ||||||
|
|
|||||||
Chemicals 0.4% |
||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 |
1,300,000 | 1,303,855 | ||||||
Praxair, Inc., 4.625%, 03/30/15 |
2,150,000 | 2,340,821 | ||||||
|
|
|||||||
3,644,676 | ||||||||
|
|
|||||||
Commercial Services 0.6% |
||||||||
ERAC USA Finance LLC, 2.750%, 03/15/17(b) |
1,853,000 | 1,934,128 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(b) |
1,949,000 | 2,228,810 | ||||||
ERAC USA Finance LLC, 5.600%, 05/01/15(b) |
1,401,000 | 1,533,545 | ||||||
|
|
|||||||
5,696,483 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Computers 1.0% |
||||||||
IBM Corp., 0.875%, 10/31/14 |
5,473,000 | 5,519,121 | ||||||
IBM Corp., 1.250%, 02/06/17 |
4,512,000 | 4,559,642 | ||||||
|
|
|||||||
10,078,763 | ||||||||
|
|
|||||||
Diversified Financial Services 3.9% |
||||||||
American Express Credit Corp., 2.375%, 03/24/17, MTN |
1,973,000 | 2,064,383 | ||||||
CME Group, Inc., 5.400%, 08/01/13 |
2,135,000 | 2,195,841 | ||||||
CME Group, Inc., 5.750%, 02/15/14 |
2,522,000 | 2,663,368 | ||||||
Ford Motor Credit Co. LLC, 5.000%, 05/15/18 |
4,264,000 | 4,705,051 | ||||||
General Electric Capital Corp., Series A, 7.125% (a)(c) |
1,605,000 | 1,814,115 | ||||||
General Electric Capital Corp., Series B, 6.250% (a)(c) |
6,000,000 | 6,533,880 | ||||||
John Deere Capital Corp., 1.250%, 12/02/14, MTN |
2,050,000 | 2,077,240 | ||||||
Lazard Group LLC, 6.850%, 06/15/17 |
405,000 | 468,106 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 |
2,034,000 | 2,261,163 | ||||||
MassMutual Global Funding LLC, 2.000%, 04/05/17(b) |
2,146,000 | 2,211,041 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 |
1,957,000 | 2,131,827 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN |
2,899,000 | 2,946,512 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN |
1,239,000 | 1,313,846 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21(b) |
4,034,000 | 4,446,178 | ||||||
Woodside Finance Ltd., 8.125%, 03/01/14(b) |
3,118,000 | 3,364,213 | ||||||
|
|
|||||||
41,196,764 | ||||||||
|
|
|||||||
Electric 1.2% |
||||||||
Alabama Power Co., 5.800%, 11/15/13 |
1,994,000 | 2,084,051 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 |
1,153,000 | 1,184,916 | ||||||
Duke Energy Carolinas LLC, 4.300%, 06/15/20 |
764,000 | 871,092 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 |
1,781,000 | 2,103,210 | ||||||
Georgia Power Co., 6.000%, 11/01/13 |
1,442,000 | 1,505,964 | ||||||
MidAmerican Energy Holdings Co., Series D, 5.000%, 02/15/14 |
2,682,000 | 2,808,462 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 |
2,151,000 | 2,283,207 | ||||||
|
|
|||||||
12,840,902 | ||||||||
|
|
|||||||
Electronics 0.1% |
||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 |
1,073,000 | 1,110,975 | ||||||
|
|
|||||||
Food 0.3% |
||||||||
Kellogg Co., 4.250%, 03/06/13 |
1,847,000 | 1,859,249 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 |
1,302,000 | 1,392,698 | ||||||
|
|
|||||||
3,251,947 | ||||||||
|
|
|||||||
Healthcare - Products 0.4% |
||||||||
Becton Dickinson and Co., 3.250%, 11/12/20 |
893,000 | 958,576 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 |
1,608,000 | 1,947,704 | ||||||
Stryker Corp., 2.000%, 09/30/16 |
1,249,000 | 1,300,559 | ||||||
|
|
|||||||
4,206,839 | ||||||||
|
|
|||||||
Healthcare - Services 0.8% |
||||||||
Roche Holdings, Inc., 6.000%, 03/01/19(b) |
6,557,000 | 8,162,108 | ||||||
|
|
|||||||
Household Products/Wares 0.1% |
||||||||
Clorox Co. (The), 3.050%, 09/15/22 |
1,347,000 | 1,388,812 | ||||||
|
|
|||||||
Insurance 1.2% |
||||||||
Berkshire Hathaway, Inc., 3.200%, 02/11/15 |
3,353,000 | 3,529,981 | ||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 |
2,330,000 | 2,366,120 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b) |
1,939,000 | 2,004,224 | ||||||
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b) |
3,965,000 | 4,230,298 | ||||||
|
|
|||||||
12,130,623 | ||||||||
|
|
|||||||
Internet 0.2% |
||||||||
eBay, Inc., 2.600%, 07/15/22 |
1,634,000 | 1,650,730 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Machinery-Diversified 0.4% |
||||||||
Deere & Co., 2.600%, 06/08/22 |
4,509,000 | 4,565,818 | ||||||
|
|
|||||||
Media 1.5% |
||||||||
CC Holdings GS V LLC, 3.849%, 04/15/23(b) |
2,006,000 | 2,040,726 | ||||||
Comcast Corp., 3.125%, 07/15/22 |
2,097,000 | 2,184,728 | ||||||
Comcast Corp., 4.950%, 06/15/16 |
1,221,000 | 1,376,340 | ||||||
NBCUniversal Media LLC, 4.375%, 04/01/21 |
2,736,000 | 3,073,464 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 |
526,000 | 540,794 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 |
3,125,000 | 3,691,619 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 |
2,112,000 | 2,287,822 | ||||||
Time Warner, Inc., 4.875%, 03/15/20 |
534,000 | 623,740 | ||||||
|
|
|||||||
15,819,233 | ||||||||
|
|
|||||||
Mining 1.4% |
||||||||
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20 |
2,400,000 | 2,690,542 | ||||||
Barrick International Barbados Corp., 5.750%, 10/15/16(b) |
1,447,000 | 1,659,898 | ||||||
BHP Billiton Finance USA Ltd., 1.125%, 11/21/14 |
2,134,000 | 2,159,732 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21(d) |
4,349,000 | 4,462,152 | ||||||
Newmont Mining Corp., 3.500%, 03/15/22 |
3,109,000 | 3,206,511 | ||||||
|
|
|||||||
14,178,835 | ||||||||
|
|
|||||||
Miscellaneous Manufacturer 1.1% |
||||||||
3M Co., 1.375%, 09/29/16 |
1,187,000 | 1,211,381 | ||||||
General Electric Co., 2.700%, 10/09/22 |
3,124,000 | 3,184,315 | ||||||
General Electric Co., 5.250%, 12/06/17 |
1,148,000 | 1,353,663 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19 |
3,020,000 | 3,760,580 | ||||||
Siemens Financieringsmaatschappij NV, 5.750%, 10/17/16(b) |
1,976,000 | 2,290,559 | ||||||
|
|
|||||||
11,800,498 | ||||||||
|
|
|||||||
Office/Business Equipment 0.2% |
||||||||
Xerox Corp., 6.350%, 05/15/18 |
1,899,000 | 2,190,119 | ||||||
|
|
|||||||
Oil & Gas 0.8% |
||||||||
BP Capital Markets PLC, 2.248%, 11/01/16 |
2,512,000 | 2,613,445 | ||||||
Ensco PLC, 4.700%, 03/15/21 |
2,419,000 | 2,722,239 | ||||||
Phillips 66, 4.300%, 04/01/22(b) |
2,065,000 | 2,307,470 | ||||||
Statoil ASA, 3.125%, 08/17/17 |
763,000 | 830,423 | ||||||
|
|
|||||||
8,473,577 | ||||||||
|
|
|||||||
Oil & Gas Services 0.5% |
||||||||
Schlumberger Investment SA, 3.300%, 09/14/21(b) |
2,001,000 | 2,130,869 | ||||||
Weatherford International Ltd., 4.950%, 10/15/13 |
1,160,000 | 1,193,692 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 |
1,656,000 | 1,824,896 | ||||||
|
|
|||||||
5,149,457 | ||||||||
|
|
|||||||
Pharmaceuticals 0.8% |
||||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 |
1,884,000 | 2,294,795 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 |
1,344,000 | 1,606,314 | ||||||
Schering-Plough Corp., Inc., 6.000%, 09/15/17 |
2,196,000 | 2,691,373 | ||||||
Watson Pharmaceuticals, 3.250%, 10/01/22 |
1,507,000 | 1,538,418 | ||||||
|
|
|||||||
8,130,900 | ||||||||
|
|
|||||||
Pipelines 3.1% |
||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 |
597,000 | 690,236 | ||||||
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20 |
1,145,000 | 1,396,132 | ||||||
Energy Transfer Partners LP, 4.650%, 06/01/21 |
1,536,000 | 1,687,651 | ||||||
Energy Transfer Partners LP, 6.700%, 07/01/18 |
3,486,000 | 4,200,313 | ||||||
Enterprise Products Operating LLC, 5.250%, 01/31/20 |
5,056,000 | 6,007,943 | ||||||
Enterprise Products Operating LLC, Series G, 5.600%, 10/15/14 |
2,202,000 | 2,383,788 | ||||||
Kinder Morgan Energy Partners LP, 3.450%, 02/15/23 |
6,830,000 | 7,034,217 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(b) |
374,000 | 439,459 |
See Notes to Schedules of Portfolio Investments.
TC Pipelines LP, 4.650%, 06/15/21 |
2,097,000 | 2,229,824 | ||||||
TransCanada PipeLines Ltd., 3.800%, 10/01/20 |
1,829,000 | 2,040,979 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 |
1,074,000 | 1,315,183 | ||||||
Williams Partners LP, 4.125%, 11/15/20 |
2,461,000 | 2,672,346 | ||||||
|
|
|||||||
32,098,071 | ||||||||
|
|
|||||||
Real Estate Investment Trusts 1.1% |
||||||||
BioMed Realty LP, 3.850%, 04/15/16 |
1,621,000 | 1,709,662 | ||||||
Digital Realty Trust LP, 4.500%, 07/15/15 |
4,074,000 | 4,334,760 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 |
922,000 | 1,053,484 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 |
4,150,000 | 4,745,102 | ||||||
|
|
|||||||
11,843,008 | ||||||||
|
|
|||||||
Retail 2.1% |
||||||||
AutoZone, Inc., 3.700%, 04/15/22 |
1,937,000 | 2,036,370 | ||||||
Macys Retail Holdings, Inc., 2.875%, 02/15/23 |
9,148,000 | 8,958,023 | ||||||
Wal-Mart Stores, Inc., 4.250%, 04/15/21 |
4,331,000 | 5,029,742 | ||||||
Walgreen Co., 4.875%, 08/01/13 |
2,042,000 | 2,092,374 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(b) |
3,403,000 | 3,459,296 | ||||||
|
|
|||||||
21,575,805 | ||||||||
|
|
|||||||
Semiconductors 0.2% |
||||||||
Analog Devices, Inc., 3.000%, 04/15/16 |
841,000 | 891,932 | ||||||
Intel Corp., 1.950%, 10/01/16 |
1,382,000 | 1,427,750 | ||||||
|
|
|||||||
2,319,682 | ||||||||
|
|
|||||||
Software 0.7% |
||||||||
Fiserv, Inc., 4.750%, 06/15/21 |
2,183,000 | 2,406,939 | ||||||
Oracle Corp., 5.750%, 04/15/18 |
4,024,000 | 4,897,228 | ||||||
|
|
|||||||
7,304,167 | ||||||||
|
|
|||||||
Telecommunication Services 1.4% |
||||||||
AT&T, Inc., 3.875%, 08/15/21 |
2,047,000 | 2,281,398 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17(b) |
3,055,000 | 3,243,799 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 |
1,591,000 | 1,670,143 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 |
1,204,000 | 1,376,238 | ||||||
Juniper Networks, Inc., 3.100%, 03/15/16 |
665,000 | 689,314 | ||||||
Rogers Communications, Inc., 7.500%, 03/15/15 |
1,045,000 | 1,190,169 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 |
1,848,000 | 1,985,120 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 |
2,264,000 | 2,294,994 | ||||||
|
|
|||||||
14,731,175 | ||||||||
|
|
|||||||
Transportation 0.1% |
||||||||
United Parcel Service, Inc., 3.125%, 01/15/21 |
1,336,000 | 1,437,149 | ||||||
|
|
|||||||
Trucking & Leasing 0.4% |
||||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(b) |
1,810,000 | 1,870,997 | ||||||
Aviation Capital Group Corp., 7.125%, 10/15/20(b) |
2,483,000 | 2,614,971 | ||||||
|
|
|||||||
4,485,968 | ||||||||
|
|
|||||||
Total Corporate Bonds (Cost $276,646,746) |
298,384,695 | |||||||
|
|
|||||||
U.S. Government Agency Mortgages 5.6% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Pool #J18984, 3.000%, 04/01/27 |
4,765,740 | 5,031,033 | ||||||
Pool #J18800, 3.000%, 04/01/27 |
2,477,438 | 2,615,349 | ||||||
Pool #J19310, 3.000%, 06/01/27 |
10,003,356 | 10,557,083 | ||||||
Pool #J19417, 3.000%, 06/01/27 |
15,573,883 | 16,440,830 | ||||||
Pool #J19597, 3.000%, 07/01/27 |
873,643 | 922,003 | ||||||
|
|
|||||||
35,566,298 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
See Notes to Schedules of Portfolio Investments.
Pool #AM0067, 2.740%, 08/01/22 |
6,521,000 | 6,839,403 | ||||||
Pool #AP1217, 2.500%, 07/01/27 |
4,431,377 | 4,640,021 | ||||||
Pool #AB5887, 2.500%, 08/01/27 |
11,297,339 | 11,857,499 | ||||||
|
|
|||||||
23,336,923 | ||||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $57,911,744) |
58,903,221 | |||||||
|
|
|||||||
U.S. Treasury Obligations 59.6% |
||||||||
U.S. Treasury Notes 59.6% |
||||||||
0.625%, 02/28/13 |
16,850,000 | 16,864,474 | ||||||
0.500%, 10/15/14 |
134,271,000 | 134,879,382 | ||||||
0.375%, 03/15/15 |
146,997,000 | 147,295,551 | ||||||
1.750%, 05/31/16 |
107,813,000 | 112,622,430 | ||||||
1.000%, 03/31/17(e) |
66,209,000 | 67,393,545 | ||||||
0.625%, 08/31/17 |
66,815,000 | 66,752,328 | ||||||
2.125%, 08/15/21 |
15,392,000 | 16,180,840 | ||||||
1.625%, 11/15/22 |
61,346,000 | 60,674,997 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $618,751,918) |
622,663,547 | |||||||
|
|
|||||||
Preferred Stocks 1.7% |
||||||||
Banks 1.0% |
||||||||
PNC Financial Services Group, Inc., Series P, 6.125%(a)(c) |
155,500 | 4,308,905 | ||||||
US Bancorp, Series G, 6.000%(c) |
234,400 | 6,502,256 | ||||||
|
|
|||||||
10,811,161 | ||||||||
|
|
|||||||
Electric 0.2% |
||||||||
SCE Trust I, 5.625%(c) |
73,875 | 1,905,975 | ||||||
|
|
|||||||
Insurance 0.4% |
||||||||
Arch Capital Group Ltd., Series C, 6.750%(c) |
55,475 | 1,488,394 | ||||||
Reinsurance Group of America, Inc., 6.200% |
89,875 | 2,436,511 | ||||||
|
|
|||||||
3,924,905 | ||||||||
|
|
|||||||
Real Estate Investment Trust 0.1% |
||||||||
Public Storage, Series U, 5.625%(c) |
23,125 | 600,788 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $16,238,411) |
17,242,829 | |||||||
|
|
|||||||
Short-Term Investment 0.5% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(f) |
4,596,121 | 4,596,121 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $4,596,121) |
4,596,121 | |||||||
|
|
|||||||
Money Market Fund 4.7% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g) |
49,503,854 | 49,503,854 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $49,503,854) |
49,503,854 | |||||||
|
|
|||||||
Total Investments (Cost $1,042,130,052) 102.6% |
1,071,475,562 | |||||||
Liabilities in Excess of Other Assets (2.6)% |
(27,070,488 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 1,044,405,074 | ||||||
|
|
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 6.2% of net assets as of December 31, 2012. |
(c) | Security is perpetual in nature and has no stated maturity. |
(d) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was 4,417,520. |
See Notes to Schedules of Portfolio Investments.
(e) | All or a portion of this security has been segregated, or otherwise earmarked, 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, 2012 (See Note 2(i)). |
(g) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
LP | Limited Partnership | |
MTN | Medium Term Note | |
REMIC | Real Estate Mortgage Investment Conduit |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Investment Grade Tax-Exempt Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Municipal Bonds 95.5% |
||||||||
Alabama 1.0% |
||||||||
Birmingham Special Care Facilities Financing Authority Health Care Facilities, Childrens Hospital of Alabama, RB, 6.000%, 06/01/39, AGC(a) |
9,000,000 | 10,490,760 | ||||||
|
|
|||||||
Alaska 4.9% |
||||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23, AGC(a) |
18,000,000 | 21,972,600 | ||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, AGC(a) |
15,500,000 | 19,100,805 | ||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/32, AGC |
7,250,000 | 8,807,300 | ||||||
|
|
|||||||
49,880,705 | ||||||||
|
|
|||||||
California 15.5% |
||||||||
California Health Facilities Financing Authority, Series C, RB, 6.250%, 10/01/24 |
3,500,000 | 4,310,285 | ||||||
California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/33 |
6,500,000 | 7,784,010 | ||||||
California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/38(a) |
5,400,000 | 6,466,716 | ||||||
California State, GO, 5.000%, 09/01/25 |
2,410,000 | 2,791,238 | ||||||
California State, GO, 5.000%, 09/01/26 |
4,000,000 | 4,616,560 | ||||||
California State, GO, 5.000%, 09/01/27 |
7,720,000 | 8,878,772 | ||||||
California State, GO, 5.250%, 03/01/30(a) |
15,000,000 | 17,349,600 | ||||||
California State, GO, 5.500%, 04/01/19 |
2,620,000 | 3,255,822 | ||||||
California State, GO, 6.500%, 04/01/33(a) |
24,500,000 | 30,505,930 | ||||||
California State Department of Water Resources, RB, 5.000%, 12/01/13(b) |
2,320,000 | 2,398,509 | ||||||
California State Department of Water Resources, RB, 5.000%, 12/01/14(b) |
3,000,000 | 3,232,380 | ||||||
California State Department of Water Resources, RB, 5.000%, 12/01/18 |
2,000,000 | 2,428,520 | ||||||
California State Department of Water Resources, RB, 5.000%, 12/01/20(b) |
2,000,000 | 2,505,220 | ||||||
California State Department of Water Resources, RB, 5.000%, 12/01/22(b) |
6,880,000 | 8,759,134 | ||||||
Contra Costa Transportation Authority, Series B, RB, 5.000%, 03/01/22 |
1,350,000 | 1,651,603 | ||||||
Contra Costa Transportation Authority, Series B, RB, 5.000%, 03/01/23 |
1,500,000 | 1,814,835 | ||||||
Contra Costa Transportation Authority, Series B, RB, 5.000%, 03/01/24 |
1,500,000 | 1,801,455 | ||||||
Los Angeles California Community College District, Series A, GO, 6.000%, 08/01/33(a) |
10,000,000 | 12,455,700 | ||||||
Los Angeles California Wastewater System, Series A, RB, 5.750%, 06/01/34 |
5,000,000 | 6,096,850 | ||||||
San Francisco City & County Airports Commission, AMT, RB, 5.750%, 05/01/24, AGM |
5,000,000 | 5,788,450 | ||||||
University of California, Series O, RB, 5.750%, 05/15/27 |
3,000,000 | 3,677,910 | ||||||
University of California, Series O, RB, 5.750%, 05/15/28(a) |
10,000,000 | 12,259,700 | ||||||
University of California, Series O, RB, 5.750%, 05/15/29(a) |
5,095,000 | 6,232,663 | ||||||
|
|
|||||||
157,061,862 | ||||||||
|
|
|||||||
District of Columbia 1.0% |
||||||||
District of Columbia, Income Tax, Series A, RB, 5.500%, 12/01/30(a) |
8,000,000 | 9,788,560 | ||||||
|
|
|||||||
Florida 3.4% |
||||||||
Florida State Board of Education, Capital Outlay, Public Education Project, GO, 9.125%, 06/01/14, ETM(a) |
950,000 | 1,053,996 | ||||||
Florida State Board of Education, Lottery Revenue, Capital Outlay, Public Education Project, Series A, GO, 5.000%, 06/01/20, NATL-RE/FGIC |
5,320,000 | 5,918,074 | ||||||
Florida State Board of Governors, Series A, RB, 5.000%, 10/01/19 |
2,175,000 | 2,629,292 | ||||||
Florida State Board of Governors, Series A, RB, 5.000%, 10/01/20 |
2,285,000 | 2,780,274 | ||||||
Florida State Board of Governors, Series A, RB, 5.000%, 10/01/21 |
2,410,000 | 2,950,274 |
See Notes to Schedules of Portfolio Investments.
Highlands County Health Facilities Authority, Adventist Health, Series G, RB, 5.125%, |
2,900,000 | 3,293,327 | ||||||
Miami-Dade County, Building Better Communities Program, Series B, GO, 6.000%, 07/01/23 |
2,000,000 | 2,447,720 | ||||||
Miami-Dade County, Building Better Communities Program, Series B, GO, 6.125%, 07/01/25 |
3,000,000 | 3,668,250 | ||||||
Miami-Dade County FL Aviation Revenue, Series A, AMT, RB, 5.000%, 10/01/20 |
1,885,000 | 2,229,635 | ||||||
Miami-Dade County FL Aviation Revenue, Series A, AMT, RB, 5.000%, 10/01/21 |
1,750,000 | 2,068,465 | ||||||
Miami-Dade County FL Aviation Revenue, Series A, AMT, RB, 5.000%, 10/01/22 |
1,500,000 | 1,778,040 | ||||||
Polk County School District Sales Tax Authority, RB, 5.250%, 10/01/15, AGM |
2,000,000 | 2,136,940 | ||||||
Tampa, RB, 5.000%, 09/01/21 |
1,605,000 | 1,907,591 | ||||||
|
|
|||||||
34,861,878 | ||||||||
|
|
|||||||
Georgia 3.0% |
||||||||
Fulton County Water & Sewer Revenue, RB, 5.000%, 01/01/19 |
3,500,000 | 4,258,695 | ||||||
Georgia State, Series A, GO, 5.000%, 01/01/19(b) |
8,080,000 | 9,978,800 | ||||||
Georgia State, Series B, GO, 5.000%, 07/01/17(a) |
5,000,000 | 5,556,350 | ||||||
Georgia State Road & Tollway Authority, Series A, RB, 5.000%, 03/01/21, ST GTD |
5,325,000 | 6,787,192 | ||||||
Henry County School District, GO, 5.000%, 08/01/13, NATL-RE/FGIC |
4,030,000 | 4,141,187 | ||||||
|
|
|||||||
30,722,224 | ||||||||
|
|
|||||||
Illinois 2.4% |
||||||||
Chicago Board of Education, Series B, GO, 5.000%, 12/01/34 |
2,000,000 | 2,193,240 | ||||||
Chicago IL O Hare International Airport Revenue, Series D, RB, 5.250%, 01/01/19, NATL-RE, AMT(a) |
7,680,000 | 8,223,283 | ||||||
Chicago, IL OHare International Airport Revenue, Series A, RB, 5.000%, 01/01/20 |
3,000,000 | 3,514,620 | ||||||
Grundy Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/21, AGC |
4,340,000 | 5,205,309 | ||||||
Illinois State Sales Tax, First Series, RB, 5.000%, 06/15/22(a) |
2,975,000 | 3,035,095 | ||||||
University of Illinois, Auxiliary Facilities System, Series A, RB, 5.750%, 04/01/38 |
2,000,000 | 2,279,420 | ||||||
|
|
|||||||
24,450,967 | ||||||||
|
|
|||||||
Kansas 3.2% |
||||||||
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38(a) |
26,090,000 | 30,479,382 | ||||||
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, Series D, RB, 5.000%, 11/15/22 |
2,000,000 | 2,275,560 | ||||||
|
|
|||||||
32,754,942 | ||||||||
|
|
|||||||
Maryland 6.2% |
||||||||
Baltimore County, GO, 5.000%, 08/01/15 |
5,410,000 | 6,041,996 | ||||||
Maryland State, GO, 4.500%, 08/01/20 |
20,250,000 | 24,982,020 | ||||||
Maryland State Department of Transportation, Consolidated Transportation, RB, 5.000%, 05/01/17, Pre-refunded 05/01/14 @ 100 |
4,500,000 | 4,775,985 | ||||||
Maryland State Department of Transportation, RB, 5.000%, 02/15/19 |
9,000,000 | 10,783,260 | ||||||
Washington Suburban Sanitary Commission, GO, 5.000%, 06/01/21 |
12,500,000 | 16,030,875 | ||||||
|
|
|||||||
62,614,136 | ||||||||
|
|
|||||||
Massachusetts 4.9% |
||||||||
Commonwealth of Massachusetts, Series B, GO, 5.000%, 06/01/24(a) |
14,990,000 | 18,276,258 | ||||||
Massachusetts School Building Authority, Series A, RB, 5.000%, 08/15/22, Pre-refunded 08/15/15 @ 100, AGM |
5,000,000 | 5,581,600 | ||||||
Massachusetts School Building Authority, Series A, RB, 5.000%, 08/15/22 |
13,540,000 | 17,290,851 | ||||||
Massachusetts State, Consolidated Lien, Series C, GO, 5.000%, 01/01/15 |
2,000,000 | 2,179,300 | ||||||
Massachusetts State, Consolidated Lien, Series C, GO, 5.000%, 09/01/18 |
5,310,000 | 5,926,597 | ||||||
|
|
|||||||
49,254,606 | ||||||||
|
|
|||||||
Michigan 2.2% |
||||||||
Michigan Finance Authority, RB, 5.000%, 07/01/21 |
10,000,000 | 11,802,300 | ||||||
Michigan Municipal Bond Authority, RB, 5.000%, 10/01/17(a) |
9,270,000 | 10,378,692 | ||||||
|
|
|||||||
22,180,992 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Minnesota 4.1% |
||||||||
Minnesota State, Series A, GO, 5.000%, 08/01/21 |
19,000,000 | 24,401,700 | ||||||
Minnesota State, Series B, GO, 5.000%, 08/01/20 |
6,700,000 | 8,501,697 | ||||||
Minnesota State, Series B, RB, 5.000%, 03/01/20 |
7,190,000 | 8,961,256 | ||||||
|
|
|||||||
41,864,653 | ||||||||
|
|
|||||||
Mississippi 0.3% |
||||||||
Mississippi State, Series F, GO, 5.000%, 11/01/21 |
2,205,000 | 2,796,624 | ||||||
|
|
|||||||
Missouri 3.1% |
||||||||
Missouri State Board of Public Buildings, Series A, RB, 5.000%, 10/01/21 |
18,875,000 | 23,675,290 | ||||||
Missouri State Highways & Transit Commission State Road, Second Lien, RB, 5.250%, 05/01/20 |
6,500,000 | 7,671,950 | ||||||
|
|
|||||||
31,347,240 | ||||||||
|
|
|||||||
New Jersey 7.9% |
||||||||
Monmouth County Improvement Authority, RB, 4.000%, 12/01/19 |
1,800,000 | 2,140,542 | ||||||
New Jersey Economic Development Authority, RB, 5.000%, 09/01/20, ST APPROP |
4,000,000 | 4,843,560 | ||||||
New Jersey Higher Education Student Assistance Authority, AMT, RB, 4.000%, 12/01/17 |
3,100,000 | 3,348,341 | ||||||
New Jersey Higher Education Student Assistance Authority, AMT, Series 1A, RB, 4.000%, 12/01/19 |
5,000,000 | 5,397,650 | ||||||
New Jersey Higher Education Student Assistance Authority, AMT, Series 1A, RB, 5.000%, 12/01/20 |
9,775,000 | 11,204,985 | ||||||
New Jersey State Transportation Trust Fund Authority, Transportation System, Series A, RB, 6.000%, 12/15/38 |
7,710,000 | 9,142,903 | ||||||
New Jersey State Transportation Trust Fund Authority, Transportation System, Series D, RB, 5.000%, 06/15/19, AGM(a) |
13,125,000 | 14,364,131 | ||||||
New Jersey State Turnpike Authority, Series B, RB, 5.000%, 01/01/21 |
5,000,000 | 6,066,800 | ||||||
New Jersey Transportation Trust Fund Authority, Series A, RB, 6.000%, 06/15/35, ST APPROP |
5,305,000 | 6,512,418 | ||||||
New Jersey Transportation Trust Fund Authority, Series B, RB, 5.250%, 12/15/17, NATL-RE/FGIC(a) |
15,000,000 | 17,008,200 | ||||||
|
|
|||||||
80,029,530 | ||||||||
|
|
|||||||
New Mexico 0.6% |
||||||||
New Mexico Finance Authority, Public Project Revolving Fund, Series C, RB, 5.000%, 06/01/21, AMBAC |
5,595,000 | 5,918,055 | ||||||
|
|
|||||||
New York 10.4% |
||||||||
Erie County Industrial Development Agency, City School District Buffalo, Series A, RB, 5.750%, 05/01/29, BHAC |
5,340,000 | 6,282,991 | ||||||
Erie County Industrial Development Agency, RB, 5.000%, 05/01/19, State Aid Withholding |
2,000,000 | 2,416,980 | ||||||
Nassau County, Series A, GO, 5.000%, 04/01/19 |
7,740,000 | 9,253,480 | ||||||
Nassau County, Series A, GO, 5.000%, 04/01/21 |
8,155,000 | 9,845,205 | ||||||
New York City, GO, 5.000%, 08/01/23 |
5,000,000 | 6,065,550 | ||||||
New York City, GO, 5.000%, 08/15/23, Pre-refunded 08/15/2014 @ 100 |
13,730,000 | 14,759,475 | ||||||
New York City Municipal Water Finance Authority, Water & Sewer System, Series A, RB, 5.750%, 06/15/40(a) |
15,330,000 | 18,304,633 | ||||||
New York City Transitional Finance Authority, Building Aid, Series S-2, RB, 6.000%, 07/15/38, State Aid Withholding(a) |
7,500,000 | 8,790,525 | ||||||
New York City Transitional Finance Authority Future Tax Secured Revenue, RB, 5.000%, 02/01/28 |
5,000,000 | 5,787,000 | ||||||
New York City Transitional Finance Authority Future Tax Secured Revenue, Series E, RB, 5.000%, 11/01/20 |
5,000,000 | 6,255,800 | ||||||
New York Municipal Bond Bank Agency, RB, 5.000%, 12/01/19, State Aid Withholding |
2,000,000 | 2,449,880 | ||||||
New York Municipal Bond Bank Agency, RB, 5.000%, 12/01/20, State Aid Withholding |
2,950,000 | 3,639,444 | ||||||
New York State Thruway Authority, Series B, RB, 5.000%, 04/01/18, AMBAC |
5,700,000 | 6,381,720 |
See Notes to Schedules of Portfolio Investments.
Port Authority of New York & New Jersey, AMT, RB, 3.000%, 10/01/14, GO of Authority |
4,765,000 | 4,951,836 | ||||||
|
|
|||||||
105,184,519 | ||||||||
|
|
|||||||
North Carolina 1.7% |
||||||||
North Carolina State, Series A, GO, 5.000%, 03/01/17 |
3,000,000 | 3,529,080 | ||||||
Raleigh, Series B, GO, 5.000%, 04/01/20 |
4,700,000 | 5,920,731 | ||||||
Raleigh, Series B, GO, 5.000%, 04/01/21 |
4,700,000 | 5,997,247 | ||||||
University of North Carolina, Chapel Hill, Series A, RB, 5.000%, 02/01/14 |
1,885,000 | 1,968,317 | ||||||
|
|
|||||||
17,415,375 | ||||||||
|
|
|||||||
Ohio 0.6% |
||||||||
Ohio State, RB, 5.000%, 12/15/20 |
2,000,000 | 2,504,000 | ||||||
Ohio State, RB, 5.000%, 12/15/21 |
2,750,000 | 3,468,878 | ||||||
|
|
|||||||
5,972,878 | ||||||||
|
|
|||||||
Oregon 0.8% |
||||||||
Oregon State Department of Transportation, Highway User Tax, Series B, RB, 5.000%, 11/15/17, Pre-refunded 11/15/14 @ 100 |
2,500,000 | 2,716,750 | ||||||
Tri-County Metropolitan Transportation District, Refunding Limited Tax Pledge, Series A, RB, 5.000%, 09/01/20, AGM |
5,170,000 | 5,725,310 | ||||||
|
|
|||||||
8,442,060 | ||||||||
|
|
|||||||
Pennsylvania 5.3% |
||||||||
Allegheny County Port Authority, RB, 5.750%, 03/01/29 |
7,500,000 | 8,935,875 | ||||||
Easton Area School District, Series 2006, GO, 7.750%, 04/01/25, AGM |
3,980,000 | 4,736,041 | ||||||
Pennsylvania Economic Development Financing Authority, RB, 5.000%, 07/01/21 |
7,500,000 | 8,855,100 | ||||||
Pennsylvania Economic Development Financing Authority, RB, 5.000%, 01/01/22 |
3,000,000 | 3,486,030 | ||||||
Pennsylvania Economic Development Financing Authority, RB, 5.000%, 07/01/22 |
14,485,000 | 16,441,344 | ||||||
University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/23, GO of University |
6,750,000 | 8,227,980 | ||||||
University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/24, GO of University |
2,500,000 | 3,033,800 | ||||||
|
|
|||||||
53,716,170 | ||||||||
|
|
|||||||
South Carolina 0.2% |
||||||||
South Carolina State Public Service Authority, Series A, RB, 5.000%, 01/01/17, Pre-refunded 01/01/14 @ 100, AGM |
2,300,000 | 2,408,100 | ||||||
|
|
|||||||
Tennessee 0.5% |
||||||||
Knoxville, GO, 5.000%, 05/01/19 |
4,430,000 | 5,471,050 | ||||||
|
|
|||||||
Texas 8.6% |
||||||||
Austin, Series 2005, GO, 5.000%, 09/01/19, NATL-RE |
5,000,000 | 5,482,150 | ||||||
City Public Service Board of San Antonio, RB, 5.000%, 02/01/21 |
10,000,000 | 12,591,100 | ||||||
Dallas Independent School District, GO, 6.375%, 02/15/34, PSF-GTD(a) |
6,000,000 | 7,327,440 | ||||||
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Series B, RB, 7.125%, 12/01/31 |
4,050,000 | 5,143,095 | ||||||
Houston Higher Education Finance Corp., Series A, RB, 4.000%, 02/15/22 |
1,000,000 | 1,055,940 | ||||||
Lower Colorado River Authority, Series A, RB, 5.000%, 05/15/20(b) |
7,225,000 | 8,753,738 | ||||||
Lower Colorado River Authority, Series A, RB, 5.000%, 05/15/21 |
1,500,000 | 1,826,535 | ||||||
Lower Colorado River Authority, Series A, RB, 5.875%, 05/15/15, AGM |
1,185,000 | 1,190,238 | ||||||
Lower Colorado River Authority, Series B, RB, 5.000%, 05/15/21 |
3,485,000 | 4,243,650 | ||||||
North Harris County Regional Water Authority, RB, 5.250%, 12/15/18, NATL-RE |
2,690,000 | 2,899,551 | ||||||
San Antonio Electric & Gas, RB, 5.000%, 02/01/24, Pre-refunded 02/01/15 @ 100 |
1,875,000 | 2,049,919 | ||||||
Texas State, RB, 2.500%, 08/30/13 |
20,240,000 | 20,549,874 | ||||||
Texas State Public Finance Authority, Unemployment Comp., Series A, RB, 5.000%, 01/01/15 |
5,000,000 | 5,448,250 | ||||||
Texas State Public Finance Authority, Charter School Finance Corp., Series A, RB, 6.200%, 02/15/40 |
2,850,000 | 3,376,224 |
See Notes to Schedules of Portfolio Investments.
Texas State University Systems Financing, RB, 5.000%, 03/15/18, AGM |
5,035,000 | 5,516,144 | ||||||
|
|
|||||||
87,453,848 | ||||||||
|
|
|||||||
Virginia 1.4% |
||||||||
Norfolk, Series C, GO, 5.000%, 04/01/23 |
5,875,000 | 6,736,334 | ||||||
Virginia State, Series D, GO, 5.000%, 06/01/18 |
6,000,000 | 7,311,900 | ||||||
|
|
|||||||
14,048,234 | ||||||||
|
|
|||||||
Washington 2.3% |
||||||||
Central Puget Sound Regional Transit Authority, Series A, RB, 5.000%, 11/01/23, Pre-refunded 05/01/15 @ 100, AMBAC(a) |
6,000,000 | 6,629,460 | ||||||
Pierce County School District No. 10, Tacoma, GO, 5.000%, 12/01/16, Pre-refunded 12/01/2013 @ 100, NATL-RE/FGIC |
5,200,000 | 5,424,848 | ||||||
Washington State, Series A, GO, 5.000%, 07/01/19, Pre-refunded 07/01/14 @ 100 |
2,855,000 | 3,055,678 | ||||||
Washington State, Series A, GO, 5.000%, 07/01/20, Pre-refunded 07/01/15 @ 100, AGM |
7,700,000 | 8,563,863 | ||||||
|
|
|||||||
23,673,849 | ||||||||
|
|
|||||||
Total Municipal Bonds (Cost $913,586,745) |
969,803,817 | |||||||
|
|
|||||||
Money Market Fund 6.0% |
||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(d) |
60,920,025 | 60,920,025 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $60,920,025) |
60,920,025 | |||||||
|
|
|||||||
Total Investments (Cost $974,506,770) 101.5% |
1,030,723,842 | |||||||
Liabilities in Excess of Other Assets (1.5)% |
(15,037,418 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 1,015,686,424 | ||||||
|
|
(a) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(b) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(c) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(d) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
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 | |
ST APPROP | State Appropriation |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Limited Duration Fund
Shares or Principal Amount($) |
Value($) | |||||||
Asset-Backed Security 6.5% |
||||||||
Home Equity 6.5% |
||||||||
HSBC Home Equity Loan Trust, Series 2006-2, Cl A1, 0.361%, 03/20/36(a) |
693,283 | 683,506 | ||||||
|
|
|||||||
Total Asset-Backed Security (Cost $662,380) |
683,506 | |||||||
|
|
|||||||
Collateralized Mortgage Obligations 77.7% |
||||||||
Agency Collateralized Mortgage Obligations 69.5% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 2589, Cl F, 0.409%, 03/17/33(a) |
882,184 | 881,021 | ||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2004-79, Cl FM, 0.510%, 11/25/24(a) |
1,636,565 | 1,641,483 | ||||||
Series 2010-136, Cl FG, 0.710%, 12/25/30(a) |
1,217,711 | 1,224,517 | ||||||
Series 2010-90, Cl MF, 0.610%, 04/25/28(a) |
1,125,404 | 1,128,123 | ||||||
Series 2011-98, Cl FL, 0.510%, 10/25/26(a) |
2,386,079 | 2,392,583 | ||||||
|
|
|||||||
6,386,706 | ||||||||
|
|
|||||||
7,267,727 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Securities 8.2% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series KF01, Cl A, 0.565%, 04/25/19(a) |
852,013 | 855,647 | ||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $8,072,286) |
8,123,374 | |||||||
|
|
|||||||
U.S. Government Agency Mortgages 4.0% |
||||||||
Academic Loan Funding Trust |
||||||||
Series 2012-1A, Cl A1, 1.010%, 12/27/22(a)(b) |
411,371 | 414,917 | ||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $410,641) |
414,917 | |||||||
|
|
|||||||
Money Market Fund 11.8% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(c) |
1,238,500 | 1,238,500 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $1,238,500) |
1,238,500 | |||||||
|
|
|||||||
Total Investments (Cost $10,383,807) 100.0% |
10,460,297 | |||||||
Liabilities in Excess of Other Assets (0.0)% (d) |
(1,160 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 10,459,137 | ||||||
|
|
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 4.0% of net assets as of December 31, 2012. |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
(d) | Less than 0.05% of Net Assets. |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Limited-Term Federal Mortgage Securities Fund
Shares or Principal Amount($) |
Value($) | |||||||
Collateralized Mortgage Obligations 16.9% |
||||||||
Agency Collateralized Mortgage Obligations 13.4% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 3774, Cl EW, 3.500%, 12/15/25 |
549,000 | 594,329 | ||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2010-144, Cl YB, 3.000%, 12/25/25 |
386,000 | 416,238 | ||||||
Series 2011-36, Cl DB, 3.000%, 05/25/26(a) |
1,512,584 | 1,615,543 | ||||||
|
|
|||||||
2,031,781 | ||||||||
|
|
|||||||
2,626,110 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Securities 3.5% |
||||||||
Banc of America Commercial Mortgage, Inc. |
||||||||
Series 2005-6, Cl AM, 5.189%, 09/10/47(b) |
39,000 | 43,082 | ||||||
|
|
|||||||
Wachovia Bank Commercial Mortgage Trust |
||||||||
Series 2005-C21, Cl AM, 5.240%, 10/15/44(b) |
583,000 | 643,088 | ||||||
|
|
|||||||
686,170 | ||||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $3,044,427) |
|
3,312,280 | ||||||
|
|
|||||||
U.S. Government Agency Mortgages 79.1% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Pool #J13180, 3.500%, 10/01/25 |
1,346,366 | 1,415,816 | ||||||
Pool #J18114, 3.000%, 02/01/27(a) |
880,436 | 929,446 | ||||||
Pool #J19132, 3.000%, 05/01/27 |
365,639 | 385,993 | ||||||
Pool #J20738, 2.500%, 10/01/27 |
144,663 | 151,282 | ||||||
Pool #C01785, 5.000%, 02/01/34(a) |
963,028 | 1,045,907 | ||||||
Pool #A34054, 6.000%, 04/01/35 |
206,976 | 226,793 | ||||||
Pool #A46278, 5.000%, 07/01/35 |
328,147 | 362,130 | ||||||
Pool #G02109, 6.000%, 03/01/36 |
511,308 | 559,945 | ||||||
Pool #G02163, 5.000%, 04/01/36 |
210,723 | 227,541 | ||||||
Pool #G03092, 5.500%, 07/01/37 |
406,497 | 443,608 | ||||||
Pool #G04337, 5.500%, 04/01/38(a) |
870,131 | 939,985 | ||||||
Pool #G06079, 6.000%, 07/01/39 |
493,806 | 538,155 | ||||||
|
|
|||||||
7,226,601 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Pool #AM2137, 1.950%, 08/01/20(c) |
634,000 | 639,548 | ||||||
Pool #AJ1910, 2.500%, 05/01/27 |
356,773 | 373,571 | ||||||
Pool #AP7520, 3.000%, 09/01/27 |
946,118 | 1,006,167 | ||||||
Pool #AP6649, 3.000%, 10/01/27 |
603,655 | 640,459 | ||||||
Pool #655219, 3.500%, 08/01/32 |
126,874 | 138,149 | ||||||
Pool #730727, 5.000%, 08/01/33 |
305,690 | 339,353 | ||||||
Pool #725773, 5.500%, 09/01/34 |
635,945 | 695,742 | ||||||
Pool #AE0115, 5.500%, 12/01/35 |
479,150 | 527,005 | ||||||
Pool #995082, 5.500%, 08/01/37 |
172,632 | 188,864 | ||||||
Pool #889529, 6.000%, 03/01/38 |
570,719 | 637,314 | ||||||
Pool #995724, 6.000%, 04/01/39 |
518,352 | 577,573 |
See Notes to Schedules of Portfolio Investments.
2.500%, TBA, 15 Year Maturity(c) |
1,000,000 | 1,045,625 | ||||||
|
|
|||||||
6,809,370 | ||||||||
|
|
|||||||
Government National Mortgage Association |
||||||||
Pool #798919, 3.500%, 04/15/27 |
383,439 | 411,853 | ||||||
Pool #AB1393, 3.000%, 08/15/27 |
24,507 | 26,217 | ||||||
Pool #711679, 3.000%, 10/15/27 |
247,834 | 264,813 | ||||||
Pool #AA8346, 3.000%, 11/15/27 |
746,074 | 797,188 | ||||||
|
|
|||||||
1,500,071 | ||||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $15,201,358) |
|
15,536,042 | ||||||
|
|
|||||||
Money Market Fund 12.4% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d) |
2,428,445 | 2,428,445 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $2,428,445) |
|
2,428,445 | ||||||
|
|
|||||||
Total Investments (Cost $20,674,230) 108.4% |
21,276,767 | |||||||
Liabilities in Excess of Other Assets (8.4)% |
(1,646,049 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 19,630,718 | ||||||
|
|
(a) | All or a portion of this security has been segregated, or otherwise earmarked, 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, 2012. |
(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, 2012. |
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, 2012
(Unaudited)
North Carolina Tax-Exempt Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Municipal Bonds 95.0% |
| |||||||
North Carolina 89.6% |
| |||||||
Buncombe County, Series A, RB, 3.000%, 06/01/13 |
1,370,000 | 1,385,440 | ||||||
Cape Fear Public Utility Authority, Water & Sewer System, RB, 5.000%, 08/01/35 |
1,855,000 | 2,131,710 | ||||||
Charlotte Douglas Airport Revenue, Series B, 5.000%, 07/01/36 |
1,000,000 | 1,098,660 | ||||||
Charlotte Water & Sewer System, RB, 5.000%, 07/01/21 |
1,080,000 | 1,292,263 | ||||||
Durham, GO, 4.000%, 06/01/17 |
1,165,000 | 1,330,512 | ||||||
Durham, Series A, GO, 4.000%, 07/01/16 |
710,000 | 794,270 | ||||||
Forsyth County, GO, 4.000%, 02/01/15 |
1,300,000 | 1,397,032 | ||||||
Greensboro, Series C, GO, 5.000%, 02/01/19 |
1,385,000 | 1,711,749 | ||||||
Greensboro NC Combined Water & Sewer System Revenue, Series A, RB, 4.000%, 06/01/14 |
1,495,000 | 1,572,695 | ||||||
Greensboro, Enterprise System, Series A, RB, 5.000%, 06/01/25 |
1,605,000 | 1,847,435 | ||||||
Guilford County, GO, 4.000%, 10/01/14 |
1,825,000 | 1,940,449 | ||||||
Iredell County School Project, COP, 5.125%, 06/01/27, AGM |
1,000,000 | 1,122,910 | ||||||
Nash Health Care Systems Health Care Facilities, RB, 5.000%, 11/01/41 |
1,650,000 | 1,800,216 | ||||||
New Hanover County Hospital, New Hanover Regional Medical Center, Series B, RB, 5.125%, 10/01/31, AGM |
2,000,000 | 2,222,980 | ||||||
North Carolina Capital Facilities Finance Agency, RB, 5.250%, 03/01/33 |
2,000,000 | 2,224,120 | ||||||
North Carolina Eastern Municipal Power Agency, RB, 6.000%, 01/01/18, AMBAC |
1,010,000 | 1,229,241 | ||||||
North Carolina Eastern Municipal Power Agency, Series D, RB, 5.000%, 01/01/16 |
750,000 | 840,818 | ||||||
North Carolina Infrastructure Finance Corp., Series A, COP, 5.000%, 02/01/15 |
1,000,000 | 1,090,290 | ||||||
North Carolina Medical Care Commission, Series A, RB, 5.000%, 10/01/38 |
2,890,000 | 3,185,069 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Series A, RB, 6.125%, 10/01/39, Pre-refunded 10/01/2014 @ 100 |
750,000 | 825,218 | ||||||
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, |
750,000 | 883,140 | ||||||
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, |
2,000,000 | 2,382,180 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Series A, RB, 5.625%, 10/01/29, Pre-refunded 10/01/2014 @ 100, AGM |
500,000 | 545,785 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Series A, RB, 5.875%, 10/01/38, Pre-refunded 10/01/2014 @ 100, AGM |
500,000 | 547,965 | ||||||
North Carolina Municipal Power Agency, No. 1 Catawba Electric, RB, ETM, 5.000%, 01/01/20 |
1,600,000 | 2,000,944 | ||||||
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Series A, RB, 5.000%, 01/01/30 |
3,000,000 | 3,390,480 | ||||||
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Series A, RB, 5.250%, 01/01/15 |
1,000,000 | 1,093,570 | ||||||
North Carolina State, Series A, GO, 5.000%, 03/01/16 |
1,000,000 | 1,096,010 | ||||||
North Carolina State, Series C, GO, 5.000%, 05/01/20 |
1,000,000 | 1,264,670 | ||||||
North Carolina State Ports Authority Facilities, Series A, RB, 5.250%, 02/01/40 |
1,500,000 | 1,690,350 | ||||||
Winston-Salem North Carolina Water & Sewer System, RB, 5.000%, 06/01/39 |
1,000,000 | 1,156,320 | ||||||
|
|
|||||||
47,094,491 | ||||||||
|
|
|||||||
Puerto Rico 3.7% |
||||||||
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Series CC, RB, 5.500%, 07/01/30 |
720,000 | 751,378 |
See Notes to Schedules of Portfolio Investments.
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 6.000%, 08/01/42 |
1,100,000 | 1,176,263 | ||||||
|
|
|||||||
1,927,641 | ||||||||
|
|
|||||||
Virginia 1.7% |
||||||||
Virginia Small Business Financing Authority, AMT, RB, 5.000%, 07/01/34 |
630,000 | 645,599 | ||||||
Virginia Small Business Financing Authority, AMT, RB, 5.000%, 01/01/40 |
265,000 | 270,583 | ||||||
|
|
|||||||
916,182 | ||||||||
|
|
|||||||
Total Municipal Bonds (Cost $46,248,671) |
|
49,938,314 | ||||||
|
|
|||||||
Money Market Fund 3.7% |
||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(a) |
1,929,664 | 1,929,664 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $1,929,664) |
|
1,929,664 | ||||||
Total Investments (Cost $48,178,335) 98.7% |
51,867,978 | |||||||
Other Assets in Excess of Liabilities 1.3% |
682,636 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 52,550,614 | ||||||
|
|
(a) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
AGM |
Security guaranteed by Assured Guaranty Municipal Corporation | |
AMBAC |
Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT |
Income subject to Alternative Minimum Tax | |
COP |
Certificate of Participation | |
ETM |
Escrowed to Maturity | |
GO |
General Obligation | |
RB |
Revenue Bond |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Seix Floating Rate High Income Fund
Shares or Principal Amount($) |
Value($) | |||||||
Bank Loans 89.8% |
||||||||
Aerospace/Defense 2.9% |
||||||||
AM General LLC, Term Loan, 3.207%, 09/30/13(a)(b) |
20,649,605 | 20,030,117 | ||||||
AWAS Finance Luxembourg 2012 S.A., New Term Loan, 4.750%, 07/16/18(a)(b) |
4,615,974 | 4,646,762 | ||||||
Consolidated Precision Products Corp., 1st Lien Term Loan, 12/20/19(a)(c)(d) |
9,960,000 | 9,984,900 | ||||||
DAE Aviation Holdings, Inc., Term Loan B, 6.250%, 10/29/18(a)(b) |
12,700,966 | 12,827,976 | ||||||
DAE Aviation Holdings, Inc., New Term Loan B2, 6.250%, 11/02/18(a)(b) |
5,757,771 | 5,815,349 | ||||||
DigitalGlobe, Inc., Term Loan B, 5.750%, 10/07/18(a)(b) |
20,329,650 | 20,367,870 | ||||||
Fly Funding II S.A.R.L., Term Loan B, 5.750%, 08/08/18(a)(b) |
7,332,188 | 7,350,518 | ||||||
Hamilton Sundstrand Industrial, 1st Lien Term Loan, 5.000%, 12/13/19(a)(b) |
9,055,000 | 9,134,231 | ||||||
Huntington Ingalls Industries, Inc., Term Loan A, 2.750%, 03/30/16(a)(b) |
12,149,937 | 12,149,937 | ||||||
Six3 Systems, Inc., Term Loan B, 7.000%, 10/04/19(a)(b) |
7,380,000 | 7,343,100 | ||||||
Transdigm, Inc., New Term Loan B, 4.000%, 02/14/17(a)(b) |
4,204,200 | 4,223,792 | ||||||
Transdigm, Inc., Add-On Term Loan B2, 4.000%, 02/14/17(a)(b) |
9,523,842 | 9,583,366 | ||||||
WESCO Distribution Inc., Term Loan B, 4.500%, 12/12/19(a)(b) |
6,340,000 | 6,365,106 | ||||||
|
|
|||||||
129,823,024 | ||||||||
|
|
|||||||
Auto Manufacturers 0.7% |
||||||||
Delphi Corp., Term Loan B, 3.500%, 03/31/17(a)(b) |
23,421,900 | 23,519,569 | ||||||
Navistar International Corp., Term Loan B, 7.000%, 08/17/17(a)(b) |
6,510,000 | 6,526,275 | ||||||
|
|
|||||||
30,045,844 | ||||||||
|
|
|||||||
Auto Parts & Equipment 1.2% |
||||||||
Allison Transmission, Inc., Non Extended Term Loan B1, 2.710%, 08/07/14(a)(b) |
5,032,129 | 5,049,943 | ||||||
Allison Transmission, Inc., Term Loan B3, 4.250%, 08/23/19(a)(b) |
18,029,788 | 18,162,126 | ||||||
HHI Holdings LLC, 1st Lien Term Loan, 6.000%, 10/03/18(a)(b) |
6,610,000 | 6,676,100 | ||||||
Metaldyne Co. LLC, New Term Loan B, 6.000%, 12/18/18(a)(b) |
2,000,000 | 2,011,660 | ||||||
Remy International, Inc., Term Loan B, 6.250%, 12/16/16(a)(b) |
6,686,597 | 6,720,031 | ||||||
Tomkins LLC, New Term Loan B, 4.250%, 09/29/16(a)(b) |
15,777,105 | 15,852,677 | ||||||
|
|
|||||||
54,472,537 | ||||||||
|
|
|||||||
Chemicals 2.9% |
||||||||
Ascend Performance Materials LLC, Term Loan B, 6.750%, 04/10/18(a)(b) |
3,996,502 | 3,971,524 | ||||||
Ashland, Inc., Term Loan B, 3.750%, 08/23/18(a)(b) |
21,726,558 | 21,943,823 | ||||||
Houghton International, Inc., New Term Loan B, 12/16/19(a)(b)(c)(d) |
2,000,000 | 2,016,260 | ||||||
Huntsman International LLC, Extended Term Loan B, 2.757%, 04/19/17(a)(b) |
7,421,918 | 7,419,617 | ||||||
Ineos US Finance LLC, 6 year Term Loan, 6.500%, 05/04/18(a)(b)(e) |
41,670,113 | 42,075,146 | ||||||
Momentive Specialty Chemicals, Inc., Term Loan C3 Credit Linked Deposit, |
1,743,607 | 1,673,863 | ||||||
Momentive Specialty Chemicals, Inc., Extended Term Loan C-5B, 4.063%, 05/05/15(a)(b) |
152,387 | 149,530 | ||||||
Momentive Specialty Chemicals, Inc., Extended Term Loan C-4B, 4.125%, 05/05/15(a)(b) |
400,958 | 393,440 | ||||||
Nexeo Solutions LLC, Term Loan B, 5.000%, 09/08/17(a)(b) |
5,088,189 | 4,989,630 | ||||||
PolyOne Corp., Term Loan, 5.000%, 12/20/17(a)(b) |
2,861,100 | 2,874,690 | ||||||
PQ Corp., 1st Lien Term Loan, 5.250%, 05/08/17(a)(b) |
13,880,000 | 13,947,457 | ||||||
Taminco Global Chemical Corp., Term Loan B1, 5.250%, 02/15/19(a)(b) |
4,540,688 | 4,563,391 | ||||||
Trinseo Materials Operating S.C.A., New Term Loan B, 8.000%, 08/02/17(a)(b)(d) |
13,565,267 | 13,194,393 | ||||||
Univar, Inc., Term Loan B, 5.000%, 06/30/17(a)(b) |
8,762,284 | 8,725,483 | ||||||
|
|
|||||||
127,938,247 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Commercial Services 4.2% |
| |||||||
ADS Waste Holdings, Inc., Term Loan B, 5.250%, 10/09/19(a)(b) |
28,255,000 | 28,572,869 | ||||||
AlixPartners LLP, Term Loan B2, 6.500%, 06/28/19(a)(b) |
8,671,425 | 8,768,979 | ||||||
Corporate Executive Board Co. (The), Term Loan B, 5.000%, 07/02/19(a)(b) |
3,735,000 | 3,751,359 | ||||||
Dematic S.A., Term Loan, 12/11/19(a)(c)(d) |
10,865,000 | 10,865,000 | ||||||
Genpact International, Inc., Term Loan B, 4.250%, 08/30/19(a)(b) |
14,009,888 | 14,106,275 | ||||||
Harland Clarke Holdings Corp., Extended Term Loan B2, 5.462%, 06/30/17(a)(b) |
26,869,011 | 24,867,269 | ||||||
Hertz Corp. (The), Term Loan B, 3.750%, 03/09/18(a)(b) |
11,682,098 | 11,708,850 | ||||||
Hertz Corp. (The), Add-On Term Loan B, 3.750%, 03/11/18(a)(b) |
15,890,000 | 15,929,725 | ||||||
Infor (US), Inc., Term Loan B2, 5.250%, 04/05/18(a)(b) |
21,151,888 | 21,325,545 | ||||||
Instant Web, Inc., Term Loan B, 3.587%, 08/07/14(a)(b) |
9,768,190 | 7,497,086 | ||||||
Merrill Communications LLC, 2nd Lien Term Loan, 16.000%, 11/15/13(a)(b) |
2,183,210 | 2,095,882 | ||||||
Vertafore, Inc., Term Loan, 5.250%, 07/29/16(a)(b) |
5,803,894 | 5,842,606 | ||||||
Walter Energy, Inc., Term Loan B, 5.750%, 04/02/18(a)(b) |
5,314,676 | 5,339,017 | ||||||
Web.com Group, Inc., Term Loan B, 5.500%, 10/27/17(a)(b) |
10,882,725 | 10,930,391 | ||||||
West Corp., Term Loan B6, 5.750%, 06/29/18(a)(b) |
13,726,025 | 13,921,484 | ||||||
|
|
|||||||
185,522,337 | ||||||||
|
|
|||||||
Consumer Discretionary 0.3% |
||||||||
Collective Brands Finance, Inc., Term Loan, 7.250%, 10/09/19(a)(b) |
9,100,000 | 9,202,375 | ||||||
Spectrum Brands, Inc., New Term Loan, 4.500%, 12/17/19(a)(b) |
3,635,000 | 3,667,933 | ||||||
|
|
|||||||
12,870,308 | ||||||||
|
|
|||||||
Consumer Staples 0.8% |
||||||||
Serta Simmons Holdings LLC, Term Loan, 5.000%, 10/01/19(a)(b) |
37,200,000 | 37,230,876 | ||||||
|
|
|||||||
Diversified Financial Services 5.1% |
||||||||
Acosta, Inc., Term Loan D, 5.000%, 03/02/18(a)(b) |
7,166,871 | 7,229,582 | ||||||
Affinion Group, Inc., Term Loan B, 6.500%, 07/16/15(a)(b) |
14,885,817 | 13,634,515 | ||||||
American Capital Holdings, Inc., New Term Loan, 5.500%, 08/22/16(a)(b) |
10,300,000 | 10,403,000 | ||||||
Asset Acceptance Capital Corp., New Term Loan B, 8.750%, 11/14/17(a)(b) |
2,375,000 | 2,391,340 | ||||||
BNY ConvergEx Group LLC, Eze Term Loan, 5.250%, 12/16/16(a)(b) |
4,514,406 | 4,333,829 | ||||||
BNY ConvergEx Group LLC, Top Borrower Term Loan, 5.250%, 12/19/16(a)(b) |
9,946,848 | 9,548,974 | ||||||
BNY ConvergEx Group LLC, Top Borrower 2nd Lien, 8.750%, 12/18/17(a)(b) |
2,631,015 | 2,474,812 | ||||||
BNY ConvergEx Group LLC, Eze 2nd Lien Term Loan, 8.750%, 12/18/17(a)(b) |
1,103,985 | 1,038,441 | ||||||
Delos Aircraft, Inc., Term Loan 2, 4.750%, 04/12/16(a)(b) |
9,330,000 | 9,399,975 | ||||||
First Data Corp., Non-Extended Term Loan B3, 2.961%, 09/24/14(a)(b) |
221,181 | 220,874 | ||||||
First Data Corp., Non-Extended Term Loan B2, 2.961%, 09/24/14(a)(b) |
1,338,797 | 1,336,936 | ||||||
First Data Corp., Non-Extended Term Loan B1, 2.961%, 09/24/14(a)(b) |
604,232 | 603,392 | ||||||
First Data Corp., 2018 Add-on Term Loan, 5.211%, 09/24/18(a)(b) |
7,760,000 | 7,599,290 | ||||||
Getty Images, Inc., Term Loan B, 4.750%, 10/18/19(a)(b) |
7,890,000 | 7,890,000 | ||||||
Interactive Data Corp., New Term Loan B, 4.500%, 02/12/18(a)(b) |
11,338,572 | 11,383,360 | ||||||
Lawson Software, Inc., Term Loan B1, 5.750%, 10/18/16(a)(b) |
5,759,875 | 5,844,487 | ||||||
MIP Delaware LLC, Term Loan, 5.500%, 07/12/18(a)(b) |
3,853,681 | 3,869,751 | ||||||
Nuveen Investments, Inc., Extended Term Loan, 5.810%-5.813%, 05/12/17(a)(b) |
7,508,300 | 7,536,456 | ||||||
Nuveen Investments, Inc., Extended 1st Lien TL, 5.810%-5.813%, 05/13/17(a)(b) |
8,711,700 | 8,742,191 | ||||||
Oberthur Technologies Holding SAS, Term Loan B, 6.252%, 03/30/19(a)(b) |
7,377,925 | 7,304,146 | ||||||
Residential Capital LLC, DIP Term Loan A1, 5.000%, 11/18/13(a)(b) |
11,885,000 | 11,903,541 | ||||||
Residential Capital LLC, DIP Term Loan A2, 6.750%, 11/18/13(a)(b) |
1,905,000 | 1,918,106 | ||||||
Springleaf Financial Funding Co., Term Loan, 5.500%, 05/10/17(a)(b)(e) |
43,330,000 | 43,043,589 | ||||||
SunGard Data Systems, Inc., Term Loan B, 3.835%-3.937%, 02/26/16(a)(b) |
1,289,215 | 1,291,510 | ||||||
SunGard Data Systems, Inc., Term Loan C, 3.963%, 02/28/17(a)(b)(d) |
7,586,449 | 7,617,250 | ||||||
SunGard Data Systems, Inc., Term Loan D, 4.500%, 12/11/19(a)(b) |
18,110,000 | 18,245,825 | ||||||
TCW Group, Inc. (The), Term Loan B, 12/20/19(a)(c)(d) |
8,145,000 | 8,145,000 | ||||||
Transfirst Holdings, Inc., 1st Lien Term Loan, 12/05/17(a)(b)(c)(d) |
2,000,000 | 2,000,000 | ||||||
VFH Parent LLC, Term Loan, 7.500%, 07/08/16(a)(b) |
7,845,311 | 7,840,447 | ||||||
|
|
|||||||
224,790,619 | ||||||||
|
|
|||||||
Electric 1.6% |
||||||||
Calpine Corp., New Term Loan, 4.500%, 04/02/18(a)(b) |
14,343,956 | 14,467,027 | ||||||
Calpine Corp., Term Loan B2, 4.500%, 04/02/18(a)(b) |
1,886,275 | 1,902,459 |
See Notes to Schedules of Portfolio Investments.
Calpine Corp., Term Loan B3, 4.500%, 10/09/19(a)(b) |
21,306,600 | 21,478,757 | ||||||
NRG Energy, Inc., New Term Loan B, 4.000%, 07/02/18(a)(b) |
7,847,003 | 7,923,668 | ||||||
Texas Competitive Electric Holdings Co. LLC, Non-Extended Term Loan, 3.713%-3.810%, 10/10/14(a)(b) |
3,930,000 | 2,956,107 | ||||||
Texas Competitive Electric Holdings Co. LLC, Extended Term Loan, |
32,671,642 | 21,703,446 | ||||||
|
|
|||||||
70,431,464 | ||||||||
|
|
|||||||
Electronics 0.3% |
||||||||
Blackboard, Inc., Term Loan B, 10/04/18(a)(b)(c)(d) |
8,335,000 | 8,410,515 | ||||||
Ceridian Corp., Extended Term Loan, 5.959%, 05/09/17(a)(b) |
6,000,000 | 5,983,920 | ||||||
|
|
|||||||
14,394,435 | ||||||||
|
|
|||||||
Energy 2.3% |
||||||||
Aventine Renewable Energy Holdings, Inc., Term Loan B, 15.000%, 12/21/15(a)(f)(g) |
6,574,341 | 4,865,013 | ||||||
Chesapeake Energy Corp., New Unsecured Term Loan, 5.750%, 12/01/17(a)(b)(d) |
46,020,000 | 46,031,505 | ||||||
Glenn Pool Oil & Gas Trust, Term Loan, 4.500%, 05/02/16(a)(b) |
41,494,482 | 41,494,482 | ||||||
Progressive Waste Solutions Ltd., Term Loan B, 3.500%, 10/24/19(a)(b) |
6,980,000 | 7,023,625 | ||||||
99,414,625 | ||||||||
Entertainment 3.7% |
||||||||
Barrington Broadcasting Group LLC, Term Loan B, 7.500%-10.250%, 06/14/17(a)(b) |
2,634,324 | 2,647,496 | ||||||
Caesars Entertainment Operating Co., Term Loan B1, 01/28/15(a)(c)(d) |
2,785,000 | 2,737,878 | ||||||
Caesars Entertainment Operating Co., Term Loan B2, 3.210%, 01/28/15(a)(b)(d) |
27,269,471 | 26,808,071 | ||||||
Caesars Entertainment Operating Co., Term Loan B3, 3.210%-3.311%, 01/28/15(a)(b)(d) |
18,734,691 | 18,417,700 | ||||||
Caesars Entertainment Operating Co., Extended Term Loan B6, 5.460%, 01/26/18(a)(b) |
14,762,220 | 13,156,829 | ||||||
CCM Merger, Inc., New Term Loan B, 6.000%, 03/01/17(a)(b) |
7,127,788 | 7,136,555 | ||||||
Cinedigm Digital Funding I LLC, Term Loan, 5.250%, 04/29/16(a)(b) |
2,836,637 | 2,836,637 | ||||||
Cinemark USA, Inc., New Term Loan, 12/13/19(a)(b)(c)(d) |
8,420,000 | 8,411,243 | ||||||
Hubbard Radio LLC, Term Loan B, 5.250%, 04/28/17(a)(b) |
5,125,141 | 5,163,579 | ||||||
Hubbard Radio LLC, 2nd Lien Term Loan, 8.750%, 04/30/18(a)(b) |
1,690,000 | 1,715,350 | ||||||
IMG Worldwide, Inc., New Term Loan B, 5.500%, 06/16/16(a)(g) |
14,501,074 | 14,537,327 | ||||||
Kasima LLC, Term Loan B, 5.000%, 03/31/17(a)(b) |
11,790,000 | 11,790,000 | ||||||
Live Nation Entertainment, Inc., Term Loan B, 4.500%, 11/07/16(a)(b) |
5,074,127 | 5,124,868 | ||||||
Mediacom Illinois LLC, Term Loan C, 1.700%, 01/30/15(a)(b) |
4,705,662 | 4,688,016 | ||||||
MGM Resorts International, Term Loan B, 4.250%, 12/20/19(a)(b) |
9,165,000 | 9,254,359 | ||||||
Peninsula Gaming LLC, Term Loan, 5.750%, 11/14/17(a)(b) |
5,675,000 | 5,738,844 | ||||||
Regent Seven Seas Cruises, Inc., Term Loan B, 6.250%, 12/21/18(a)(b) |
7,258,125 | 7,348,851 | ||||||
SeaWorld Parks & Entertainment, Inc., Term Loan B, 4.000%, 08/17/17(a)(b) |
10,707,801 | 10,774,618 | ||||||
WaveDivision Holdings LLC, New Term Loan B, 5.500%, 08/09/19(a)(b) |
3,715,000 | 3,749,735 | ||||||
|
|
|||||||
162,037,956 | ||||||||
|
|
|||||||
Food 2.0% |
||||||||
AdvancePierre Foods, Inc., Term Loan, 5.750%, 07/10/17(a)(b) |
4,650,000 | 4,696,500 | ||||||
Aramark Corp., Non-Extended Synthetic LOC, 2.084%, 01/27/14(a)(b) |
484,590 | 483,379 | ||||||
Aramark Corp., Extended Term Loan C, 3.462%-3.561%, 07/26/16(a)(b)(d) |
14,594,049 | 14,601,784 | ||||||
Blue Buffalo Co., Ltd., Term Loan B, 6.500%, 08/08/19(a)(b) |
8,249,325 | 8,294,036 | ||||||
Brasa Holdings, Inc., 1st Lien Term Loan, 7.500%, 07/19/19(a)(b) |
4,124,663 | 4,145,286 | ||||||
Burger King Corp., New Term Loan B, 3.750%, 09/27/19(a)(b) |
4,084,763 | 4,098,038 | ||||||
Dunkin Brands, Inc., New Term Loan B2, 4.000%-5.250%, 11/23/17(a)(b) |
15,839,846 | 15,950,408 | ||||||
Landrys, Inc., Term Loan B, 6.500%, 04/24/18(a)(b) |
19,315,645 | 19,500,689 | ||||||
OSI Restaurant Partners, LLC, New Term Loan B, 4.750%-5.750%, 10/24/19(a)(b) |
3,650,000 | 3,683,434 | ||||||
Pinnacle Foods Finance LLC, Term Loan E, 4.750%, 10/17/18(a)(b) |
3,682,175 | 3,707,140 | ||||||
Wendys International, Inc., Term Loan B, 4.750%, 05/15/19(a)(b) |
9,201,938 | 9,291,104 | ||||||
|
|
|||||||
88,451,798 | ||||||||
|
|
|||||||
Health Care 9.2% |
||||||||
Alkermes, Inc., 2016 Term Loan, 4.000%, 09/18/16(a)(b) |
3,594,500 | 3,630,445 | ||||||
Alkermes, Inc., 2019 Term Loan, 4.500%, 09/18/19(a)(b) |
3,630,900 | 3,658,132 | ||||||
Aptalis Pharma, Inc., Term Loan B, 5.500%, 02/10/17(a)(b) |
10,669,843 | 10,714,336 |
See Notes to Schedules of Portfolio Investments.
Aptalis Pharma, Inc., Term Loan B2, 5.500%, 02/10/17(a)(b)(d) |
10,323,228 | 10,366,276 | ||||||
Ardent Medical Services, Inc., Term Loan, 05/23/18(a)(c)(d) |
10,910,000 | 10,991,825 | ||||||
Ardent Medical Services, Inc., 1st Lien Term Loan, 7.250%, 09/15/15(a)(b) |
10,654,035 | 10,667,352 | ||||||
AssuraMed Holding, Inc., 1st Lien Term Loan, 5.500%, 10/24/19(a)(b) |
7,400,000 | 7,469,412 | ||||||
Bausch & Lomb, Inc., Term Loan B, 5.250%, 05/17/19(a)(b) |
23,990,447 | 24,161,739 | ||||||
Biomet Inc., Extended Term Loan B, 07/25/17(a)(b)(c)(d) |
4,533,638 | 4,555,671 | ||||||
Community Health Systems, Inc., Extended Term Loan, 3.811%, 01/25/17(a)(b) |
10,881,212 | 10,939,645 | ||||||
Convatec, Inc., Term Loan, 5.000%, 12/22/16(a)(b) |
8,709,339 | 8,803,661 | ||||||
DaVita, Inc., Term Loan B2, 4.000%, 11/01/19(a)(b)(d) |
28,430,000 | 28,580,963 | ||||||
Drumm Investors LLC, Term Loan, 5.000%, 05/04/18(a)(b) |
14,268,049 | 13,352,468 | ||||||
Harlan Sprague Dawley, Inc., Term Loan B, 3.760%, 07/11/14(a)(b) |
4,699,109 | 4,182,207 | ||||||
HCA, Inc., Extended Term Loan B3, 3.462%, 05/01/18(a)(b)(e) |
36,840,135 | 36,916,763 | ||||||
HCA, Inc., Extended Term Loan B2, 3.561%, 03/31/17(a)(b) |
12,000,000 | 12,028,080 | ||||||
Hologic, Inc., Term Loan A, 3.212%, 08/01/17(a)(b) |
4,754,813 | 4,760,756 | ||||||
Hologic, Inc., Term Loan B, 4.500%, 08/01/19(a)(b) |
13,955,025 | 14,109,507 | ||||||
Iasis Healthcare LLC, Term Loan, 5.000%, 05/03/18(a)(b)(e) |
21,340,545 | 21,373,836 | ||||||
IMS Health, Inc., New Term Loan B, 4.500%, 08/25/17(a)(b) |
4,553,382 | 4,584,664 | ||||||
Inc Research, Inc., Term Loan B, 7.000%, 07/12/18(a)(b) |
21,932,375 | 22,042,037 | ||||||
MedAssets, Inc., Term Loan B, 4.000%, 11/30/19(a)(b) |
2,500,000 | 2,498,750 | ||||||
Onex Carestream Finance LP, Term Loan B, 5.000%, 02/25/17(a)(b) |
23,890,098 | 23,778,054 | ||||||
Patheon, Inc., Term Loan, 12/06/18(a)(b)(c)(d) |
9,055,000 | 9,009,725 | ||||||
RPI Finance Trust, New Term Loan Tranche 2, 3.500%, 05/09/18(a)(b)(e) |
69,126,272 | 69,644,719 | ||||||
RPI Finance Trust, Incremental Tranche 2, 4.000%, 11/09/18(a)(b) |
7,291,125 | 7,364,036 | ||||||
Sage Products, Inc., Term Loan, 5.250%, 12/17/19(a)(b) |
4,525,000 | 4,547,625 | ||||||
Universal Health Services, Inc., New Term Loan B, 3.750%, 11/15/16(a)(b) |
5,605,921 | 5,636,305 | ||||||
Vanguard Health Holding Co. II LLC, Term Loan B, 5.000%, 01/29/16(a)(b) |
4,539,595 | 4,581,224 | ||||||
Warner Chilcott Co. LLC, New Term Loan B2, 4.250%, 03/15/18(a)(b) |
2,211,346 | 2,228,860 | ||||||
Warner Chilcott Corp., New Term Loan B1, 4.250%, 03/15/18(a)(b) |
4,422,693 | 4,457,721 | ||||||
Warner Chilcott Corp., Incremental Term Loan B1, 4.250%, 03/15/18(a)(b) |
1,679,610 | 1,692,913 | ||||||
WC Luxco S.A.R.L., New Term Loan B3, 4.250%, 03/15/18(a)(b) |
3,040,601 | 3,064,683 | ||||||
|
|
|||||||
406,394,390 | ||||||||
|
|
|||||||
Healthcare - Services 1.0% |
||||||||
Par Pharmaceutical Cos., Inc., Term Loan B, 5.000%, 09/30/19(a)(b) |
15,880,200 | 15,850,504 | ||||||
Regionalcare Hospital Partners, Inc., Term Loan B, 8.000%, 11/02/18(a)(b) |
9,186,559 | 9,186,559 | ||||||
Valeant Pharmaceuticals International, Inc., Series D Tranche B, 4.250%, 02/13/19(a)(b) |
4,550,000 | 4,575,162 | ||||||
Valeant Pharmaceuticals International, Inc., Series C Tranche B, 4.250%, 12/11/19(a)(b) |
16,480,000 | 16,558,939 | ||||||
|
|
|||||||
46,171,164 | ||||||||
|
|
|||||||
Information Technology 2.1% |
||||||||
CDW LLC, Extended Term Loan, 4.000%, 07/14/17(a)(b) |
17,811,421 | 17,713,458 | ||||||
CompuCom Systems, Inc., New Term Loan, 6.500%, 10/02/18(a)(b) |
9,305,000 | 9,335,986 | ||||||
Flexera Software, Inc., 1st Lien Term Loan, 7.500%, 09/29/17(a)(b) |
2,410,936 | 2,422,991 | ||||||
Flextronics International Ltd., Sr TL Tranche A DD A-2, 2.462%, 10/01/14(a)(b) |
735,933 | 736,117 | ||||||
Flextronics International Ltd., Delayed Draw A-1A Term Loan, 2.462%, 10/01/14(a)(b) |
443,523 | 443,633 | ||||||
Flextronics International Ltd., Term Loan A, 2.462%, 10/01/14(a)(b) |
11,457,061 | 11,459,925 | ||||||
Presidio, Inc., New Term Loan B, 5.750%, 03/31/17(a)(b) |
11,805,413 | 11,805,413 | ||||||
Riverbed Technology, Inc., Term Loan, 12/13/19(a)(b)(c)(d) |
9,115,000 | 9,187,191 | ||||||
Shield Finance Co., S.A.R.L., New Term Loan B, 6.500%, 05/10/19(a)(b) |
9,293,300 | 9,281,683 | ||||||
Southern Graphics, Inc., Term Loan, 5.000%, 10/17/19(a)(b) |
7,280,000 | 7,280,000 | ||||||
SS&C Technologies, Inc., Term Loan B-1, 5.000%, 06/07/19(a)(b) |
5,815,751 | 5,888,448 | ||||||
SS&C Technologies, Inc., Term Loan B-2, 5.000%, 06/07/19(a)(b) |
601,629 | 609,150 | ||||||
Verint Systems, Inc., Term Loan, 4.500%, 10/27/17(a)(b) |
4,624,675 | 4,646,365 | ||||||
|
|
|||||||
90,810,360 | ||||||||
|
|
|||||||
Insurance 2.3% |
||||||||
Asurion LLC, Term Loan B1, 4.750%, 07/18/17(a)(b) |
3,875,000 | 3,896,157 | ||||||
Asurion LLC, New 1st Lien Term Loan, 5.500%, 05/24/18(a)(b)(e) |
40,258,066 | 40,630,453 | ||||||
Asurion LLC, New 2nd Lien Term Loan, 9.000%, 05/24/19(a)(b) |
2,184,713 | 2,245,711 | ||||||
CNO Financial Group, Inc., New Term Loan B1, 4.250%, 09/28/16(a)(b) |
3,586,250 | 3,606,441 | ||||||
Compass Investors Inc., Term Loan, 5.250%, 12/27/19(a)(b)(d) |
12,675,000 | 12,632,792 |
See Notes to Schedules of Portfolio Investments.
Lonestar Intermediate Super Holdings LLC, Term Loan B, 11.000%, 09/02/19(a)(b) |
27,625,000 | 29,282,500 | ||||||
Sedgwick CMS Holdings, Inc., New Term Loan, 5.000%, 12/30/16(a)(b) |
6,901,634 | 6,915,920 | ||||||
|
|
|||||||
99,209,974 | ||||||||
|
|
|||||||
Leisure Time 0.1% |
||||||||
ClubCorp Club Operations, Inc., Term Loan B, 5.000%, 11/30/16(a)(b) |
3,625,751 | 3,666,540 | ||||||
|
|
|||||||
Lodging 1.2% |
||||||||
Las Vegas Sands LLC, Delayed Draw Term Loan, 1.760%, 05/23/14(a)(b) |
2,619,652 | 2,621,958 | ||||||
Las Vegas Sands LLC, Extended Delayed Draw Term Loan, 2.760%, 11/23/16(a)(b) |
2,875,747 | 2,879,715 | ||||||
Las Vegas Sands LLC, Extended Delayed Draw Term Loan 2, 2.760%, 11/23/15(a)(b) |
3,961,915 | 3,967,383 | ||||||
Las Vegas Sands LLC, Extended Term Loan B, 2.760%, 11/23/16(a)(b) |
14,308,256 | 14,328,001 | ||||||
Las Vegas Sands LLC, Term Loan B, 1.760%, 05/23/14(a)(b) |
12,533,960 | 12,544,990 | ||||||
Penn National Gaming, Inc., New Term Loan B, 3.750%, 07/16/18(a)(b) |
4,179,447 | 4,188,600 | ||||||
Seminole Tribe of Florida, Delayed Draw Term Loan B1, 1.811%, 03/05/14(a)(b)(c)(d) |
1,608,982 | 1,612,328 | ||||||
Seminole Tribe of Florida, Delayed Draw Term Loan B2, 1.811%, 03/05/14(a)(b)(c)(d) |
9,464,842 | 9,484,529 | ||||||
Seminole Tribe of Florida, Delayed Draw Term Loan B3, 1.811%, 03/05/14(a)(b)(c)(d) |
1,940,140 | 1,944,175 | ||||||
|
|
|||||||
53,571,679 | ||||||||
|
|
|||||||
Machinery-Diversified 1.1% |
||||||||
Alliance Laundry Systems LLC, 1st Lien Term Loan, 12/10/18(a)(b)(c)(d) |
5,435,000 | 5,475,762 | ||||||
Alliance Laundry Systems LLC, 2nd Lien Term Loan, 12/10/19(a)(b)(c)(d) |
3,000,000 | 3,030,000 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan 2 Canadian, 10/16/16(a)(b)(c)(d) |
795,484 | 787,728 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan B2 US, 10/16/16(a)(b)(c)(d) |
3,314,516 | 3,282,200 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan B1 US, 10/16/18(a)(b)(c)(d) |
2,940,212 | 2,904,194 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan 1 Canadian, 10/23/18(a)(b)(c)(d) |
705,651 | 697,006 | ||||||
NACCO Materials Handling Group, Inc., Term Loan B, 5.000%, 05/02/17(a)(b) |
6,279,000 | 6,279,000 | ||||||
Schaeffler AG, USD Term Loan B2, 6.000%, 01/27/17(a)(b)(d) |
24,055,000 | 24,310,705 | ||||||
|
|
|||||||
46,766,595 | ||||||||
|
|
|||||||
Media 8.3% |
||||||||
Alpha D2 Ltd., Extended Term Loan B2, 6.000%, 04/30/19(a)(b) |
7,603,818 | 7,705,253 | ||||||
CCO Holdings LLC, 3rd Lien Term Loan, 2.712%, 09/05/14(a)(b)(e) |
38,974,084 | 38,894,967 | ||||||
Charter Communications Operating LLC, Extended Term Loan C, 3.470%, 09/06/16(a)(b) |
5,067,678 | 5,086,023 | ||||||
Charter Communications Operating LLC, Term Loan D, 4.000%, 05/15/19(a)(b) |
9,200,475 | 9,271,779 | ||||||
Clear Channel Communications, Inc., Term Loan A, 3.609%, 07/30/14(a)(b)(d)(e) |
55,114,808 | 53,480,103 | ||||||
Clear Channel Communications, Inc., Term Loan B, 3.862%, 01/29/16(a)(b) |
11,541,222 | 9,512,506 | ||||||
Clear Channel Communications, Inc., Term Loan C, 3.862%, 01/29/16(a)(b)(d)(e) |
34,974,060 | 28,136,631 | ||||||
EMI Music Publishing Ltd., Term Loan B, 5.500%, 06/29/18(a)(b) |
9,248,525 | 9,352,571 | ||||||
Mediacom Broadband LLC, Term Loan F, 4.500%, 10/23/17(a)(b) |
4,538,625 | 4,544,298 | ||||||
Mediacom Communications Corp., Term Loan G, 4.000%, 01/08/20(a)(b) |
26,254,200 | 26,243,173 | ||||||
Radio One, Inc., Term Loan B, 7.500%, 03/31/16(a)(b) |
11,831,188 | 11,969,258 | ||||||
San Juan Cable Holdings LLC, New Term Loan B, 6.000%, 06/09/17(a)(b) |
7,195,425 | 7,225,430 | ||||||
San Juan Cable Holdings LLC, New 2nd Lien Term Loan, 10.000%, 06/08/18(a)(b) |
11,745,000 | 11,960,286 | ||||||
Syniverse Holdings, Inc., New Term Loan, 5.000%, 04/23/19(a)(b) |
13,671,300 | 13,773,835 | ||||||
Tribune Co., Exit Term Loan, 12/17/19(a)(b)(c)(d) |
45,275,000 | 45,161,813 | ||||||
Univision Communications, Inc., Initial Term Loan, 2.212%, 09/29/14(a)(b) |
14,316,804 | 14,290,032 | ||||||
Univision Communications, Inc., Extended Term Loan, 4.462%, 03/31/17(a)(b) |
4,420,980 | 4,344,320 | ||||||
Van Wagner Communications LLC, New Term Loan B, 8.250%, 08/03/18(a)(b) |
15,920,000 | 16,065,986 | ||||||
Village Roadshow Films (BVI) Ltd., Term Loan B, 4.750%, 11/21/17(a)(b) |
33,645,000 | 33,813,225 | ||||||
Weather Channel, New Term Loan B, 4.250%, 02/13/17(a)(b) |
3,908,932 | 3,945,246 | ||||||
WideOpenWest Finance LLC, New 1st Lien Term Loan, 6.250%, 07/17/18(a)(b) |
8,296,629 | 8,381,504 | ||||||
|
|
|||||||
363,158,239 | ||||||||
|
|
|||||||
Metals 0.4% |
||||||||
Arch Coal, Inc., Term Loan B, 5.750%, 05/16/18(a)(b) |
10,914,165 | 11,011,411 | ||||||
Atlas Iron Ltd., Term Loan B, 12/07/17(a)(b)(c)(d) |
5,435,000 | 5,367,062 | ||||||
|
|
|||||||
16,378,473 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Mining 2.9% |
| |||||||
FMG America Finance, Inc., Term Loan, 5.250%, 10/18/17(a)(b)(d) |
106,243,725 | 107,040,553 | ||||||
Novelis, Inc., Term Loan, 4.000%, 03/10/17(a)(b) |
19,046,897 | 19,208,796 | ||||||
|
|
|||||||
126,249,349 | ||||||||
|
|
|||||||
Miscellaneous Manufacturer 1.3% |
||||||||
Boomerang Tube, LLC, Term Loan, 11.000%-11.750%, 10/02/17(a)(b) |
18,461,313 | 18,184,393 | ||||||
Clarke American Corp., Non Extended Term Loan B1, 2.712%, 06/30/14(a)(b) |
9,893,653 | 9,529,665 | ||||||
Manitowoc Co., Inc. (The), New Term Loan B, 4.250%, 11/13/17(a)(b) |
905,175 | 909,982 | ||||||
QS0001 Corp., 1st Lien Term Loan, 5.000%, 11/01/18(a)(b) |
4,565,000 | 4,602,113 | ||||||
Sensata Technologies Finance Co. LLC, Term Loan, 3.750%, 05/11/18(a)(b) |
15,006,475 | 15,070,553 | ||||||
Wabash National Corp., Term Loan B, 6.000%, 05/02/19(a)(b) |
10,099,197 | 10,208,572 | ||||||
|
|
|||||||
58,505,278 | ||||||||
|
|
|||||||
Oil & Gas 5.5% |
||||||||
Alon USA Energy, Inc., Term Loan, 11/09/18(a)(b)(c)(d) |
11,825,000 | 11,869,344 | ||||||
Citgo Petroleum Corp., Term Loan B, 8.000%, 06/24/15(a)(b) |
1,942,857 | 1,950,629 | ||||||
Citgo Petroleum Corp., Term Loan C, 9.000%, 06/23/17(a)(b) |
3,414,286 | 3,451,262 | ||||||
Energy Transfer Equity, L.P., New Term Loan B, 3.750%, 03/24/17(a)(b)(e) |
71,975,000 | 72,442,837 | ||||||
EP Energy LLC, Incremental Term Loan, 4.500%, 04/26/19(a)(b) |
13,880,000 | 13,909,703 | ||||||
Frac Tech International LLC, Term Loan B, 8.500%, 05/06/16(a)(b)(e) |
27,067,896 | 22,412,218 | ||||||
MEG Energy Corp., New Term Loan B, 4.000%, 03/16/18(a)(b) |
25,754,000 | 25,941,747 | ||||||
Obsidian Holdings LLC, Tranche A, 6.750%, 11/02/15(a)(b) |
2,488,411 | 2,469,748 | ||||||
Obsidian Natural Gas Trust, Term Loan, 7.000%, 11/02/15(a)(b) |
24,090,754 | 24,331,661 | ||||||
Plains Exploration & Production, 7 year Term Loan, 4.000%, 11/30/19(a)(b) |
36,515,000 | 36,629,292 | ||||||
TPF Generation Holdings LLC, Synthetic Letter of Credit, 2.211%, 12/13/13(a)(b) |
1,230,023 | 1,226,948 | ||||||
Vantage Drilling Co., Term Loan, 6.250%, 10/26/17(a)(b) |
27,566,063 | 27,445,599 | ||||||
|
|
|||||||
244,080,988 | ||||||||
|
|
|||||||
Packaging & Containers 1.0% |
||||||||
Berry Plastics Holding Corp., Term Loan C, 2.212%, 04/03/15(a)(b)(d) |
13,431,261 | 13,345,973 | ||||||
BWAY Corp., Term Loan B, 4.500%, 08/07/17(a)(b) |
2,740,000 | 2,759,180 | ||||||
Consolidated Container Co. LLC, Term Loan Reprice, 5.000%, 07/03/19(a)(b) |
4,578,525 | 4,582,325 | ||||||
Reynolds Group Holdings, Inc., New Dollar Term Loan, 4.750%, 09/28/18(a)(b) |
18,453,750 | 18,654,527 | ||||||
Sealed Air Corp., New Term Loan, 4.000%, 10/03/18(a)(b) |
2,690,938 | 2,727,453 | ||||||
|
|
|||||||
42,069,458 | ||||||||
|
|
|||||||
Real Estate 5.1% |
||||||||
Alliant Holdings I, Inc., New Term Loan B, 11/30/19(a)(b)(c)(d) |
10,870,000 | 10,880,870 | ||||||
CB Richard Ellis Services, Inc., Term Loan A, 2.460%, 11/07/15(a)(b) |
16,843,333 | 16,780,171 | ||||||
CB Richard Ellis Services, Inc., Term Loan C, 3.462%, 03/05/18(a)(b) |
30,431,575 | 30,416,359 | ||||||
CB Richard Ellis Services, Inc., Term Loan D, 3.710%-5.750%, 09/04/19(a)(b)(e) |
53,203,740 | 53,192,567 | ||||||
Grizzly Ventures LLC, Term Loan B, 3.213%, 12/02/14(a)(b) |
17,217,333 | 17,217,333 | ||||||
Istar Financial, Inc., Add on Term Loan A1, 5.250%, 03/18/16(a)(b)(e) |
17,474,514 | 17,605,573 | ||||||
Istar Financial, Inc., Term Loan, 5.750%, 09/28/17(a)(b) |
59,134,552 | 59,528,980 | ||||||
Istar Financial, Inc., Add on Term Loan A2, 7.000%, 03/17/17(a)(b)(d) |
5,590,000 | 5,855,525 | ||||||
Realogy Corp., Letter of Credit, 3.415%, 10/10/13(a)(b) |
172,132 | 165,462 | ||||||
Realogy Corp., Extended Term Loan, 4.461%, 10/10/16(a)(b) |
12,795,971 | 12,822,587 | ||||||
Realogy Corp., Extended Letter of Credit, 4.464%, 10/10/16(a)(b) |
1,026,617 | 1,028,752 | ||||||
|
|
|||||||
225,494,179 | ||||||||
|
|
|||||||
Retail 4.1% |
||||||||
Academy, Ltd., New Term Loan, 4.750%, 08/03/18(a)(b) |
6,379,013 | 6,412,056 | ||||||
Ascena Retail Group, Inc., Term Loan B, 4.750%, 06/14/18(a)(b) |
5,124,238 | 5,154,112 | ||||||
Capital Automotive L.P., New Term Loan B, 5.250%, 03/10/17(a)(b)(e) |
56,330,981 | 56,777,123 | ||||||
Evergreen Acqco 1 LP, New Term Loan, 5.000%, 07/09/19(a)(b) |
6,428,888 | 6,444,960 | ||||||
Harbor Freight Tools USA, Inc., Term Loan B, 5.500%, 11/14/17(a)(b) |
4,563,563 | 4,609,198 | ||||||
HMK Intermediate Holdings LLC, Term Loan, 7.250%, 03/29/19(a)(b) |
9,200,475 | 9,223,476 | ||||||
J Crew Group, Inc., New Term Loan B, 4.500%, 03/07/18(a)(b) |
7,314,245 | 7,331,653 | ||||||
Jo-Ann Stores, Inc., Term Loan, 4.750%, 03/16/18(a)(b) |
9,781,805 | 9,808,314 | ||||||
NBTY, Inc., Term Loan B1, 4.250%, 10/02/17(a)(b) |
9,075,518 | 9,156,018 |
See Notes to Schedules of Portfolio Investments.
Party City Holdings, Inc., New Term Loan B, 5.750%, 07/26/19(a)(b) |
14,009,888 | 14,152,088 | ||||||
Petco Animal Supplies, Inc., New Term Loan, 4.500%, 11/24/17(a)(b) |
12,669,600 | 12,753,346 | ||||||
Phillips-Van Heusen Corp., Term Loan B, 12/19/19(a)(c)(d) |
17,745,000 | 17,828,756 | ||||||
Pilot Travel Centers LLC, Term Loan B2, 4.250%, 08/07/19(a)(b) |
5,586,000 | 5,611,584 | ||||||
Smart & Final Stores LLC, New 1st Lien Term Loan, 5.750%, 11/15/19(a)(b) |
5,455,000 | 5,448,181 | ||||||
Toys R Us-Delaware, Inc., Term Loan B3, 5.250%, 05/25/18(a)(b) |
8,597,900 | 8,216,411 | ||||||
|
|
|||||||
178,927,276 | ||||||||
|
|
|||||||
Semiconductors 0.3% |
||||||||
Freescale Semiconductor, Inc., Extended Term Loan B, 4.464%, 12/01/16(a)(b) |
5,597,817 | 5,471,866 | ||||||
Microsemi Corp., Repriced Term Loan, 4.000%, 02/02/18(a)(b) |
5,947,770 | 5,987,442 | ||||||
Semtech Corp., Term Loan B, 4.250%, 03/20/17(a)(b) |
3,701,400 | 3,729,161 | ||||||
|
|
|||||||
15,188,469 | ||||||||
|
|
|||||||
Software 0.4% |
||||||||
Genesys Telecom Holdings, U.S., Inc., Term Loan B, 6.750%, 01/31/19(a)(b) |
6,619,975 | 6,673,795 | ||||||
Sophia, L.P., Term Loan B, 6.250%, 07/19/18(a)(b) |
10,341,835 | 10,453,010 | ||||||
VeriFone, Inc., New Term Loan B, 4.250%, 12/28/18(a)(b) |
1,139,664 | 1,139,094 | ||||||
|
|
|||||||
18,265,899 | ||||||||
|
|
|||||||
Telecommunication Services 10.5% |
||||||||
Airvana, Inc., Term Loan B, 10.000%, 03/25/15(a)(b) |
977,439 | 979,276 | ||||||
Atlantic Broadband Finance, LLC, New Term Loan B, 4.500%, 11/29/19(a)(b) |
3,315,000 | 3,340,691 | ||||||
Avaya, Inc., Non Extended Term Loan B1, 3.062%, 10/24/14(a)(b) |
6,994,984 | 6,840,884 | ||||||
BBHI Acquisition LLC, Term Loan B, 4.500%, 12/14/17(a)(b) |
4,838,824 | 4,857,986 | ||||||
Cequel Communications LLC, Term Loan B, 4.000%, 02/14/19(a)(b)(e) |
38,736,877 | 38,890,662 | ||||||
Consolidated Communications, Inc., Term Loan B3, 5.250%, 12/31/18(a)(b) |
7,730,000 | 7,713,071 | ||||||
Cricket Communications, Inc., Term Loan, 4.750%, 10/10/19(a)(b) |
4,610,000 | 4,629,224 | ||||||
Crown Castle International Corp., Term Loan B, 4.000%, 01/31/19(a)(b) |
22,101,556 | 22,202,781 | ||||||
CSC Holdings, Inc., Extended Term Loan A4, 2.460%, 12/30/16(a)(b) |
4,260,000 | 4,235,505 | ||||||
Cumulus Media Holdings, Inc., 2nd Lien Term Loan, 7.500%, 09/16/19(a)(b)(d) |
13,680,000 | 14,073,300 | ||||||
Entercom Radio LLC, Term Loan B, 5.000%, 11/23/18(a)(b) |
4,276,567 | 4,301,970 | ||||||
Gray Television, Inc., New Term Loan B, 4.750%, 10/15/19(a)(b) |
16,662,117 | 16,759,257 | ||||||
Integra Telecom, Inc., New Term Loan B, 9.250%, 04/15/15(a)(b) |
12,029,449 | 12,024,397 | ||||||
Intelsat Jackson Holdings Ltd., Term Loan, 3.210%, 02/03/14(a)(b) |
22,765,000 | 22,712,868 | ||||||
Intelsat Jackson Holdings Ltd., Term Loan B1, 4.500%, 04/02/18(a)(b) |
59,601,701 | 60,061,230 | ||||||
Kabel Deutschland GMBH, Term Loan F, 4.250%, 02/01/19(a)(b) |
17,285,000 | 17,400,291 | ||||||
Level 3 Financing, Inc., Term Loan, 4.750%, 08/01/19(a)(b) |
74,405,000 | 74,715,269 | ||||||
Level 3 Financing, Inc., Term Loan B, 5.250%, 08/01/19(a)(b) |
29,765,000 | 30,016,217 | ||||||
LIN Television Corp., Term Loan B, 12/21/18(a)(b)(c)(d) |
5,435,000 | 5,457,664 | ||||||
MetroPCS Wireless, Inc., New Term Loan B3, 4.000%, 03/16/18(a)(b) |
13,868,294 | 13,881,330 | ||||||
Mission Broadcasting, Inc., Mission Term Loan B, 1.750%-4.500%, 12/03/19(a)(b) |
809,714 | 817,811 | ||||||
Nexstar Broadcasting, Inc., Term Loan, 4.500%, 12/03/19(a)(b) |
1,915,286 | 1,934,439 | ||||||
NTELOS Inc., Term Loan A, 4.500%, 08/20/15(a)(b) |
1,995,000 | 1,950,113 | ||||||
NTELOS Inc., New Term Loan B, 5.750%, 11/07/19(a)(b) |
6,349,088 | 6,095,124 | ||||||
Peak Ten, Inc., New Term Loan B, 7.250%, 10/29/19(a)(b) |
9,250,000 | 9,296,250 | ||||||
Telx Group, Inc., Term Loan B, 6.250%, 09/26/17(a)(b) |
7,396,836 | 7,456,972 | ||||||
UPC Financing Partnership, Term Loan T, 3.714%, 12/30/16(a)(b) |
220,210 | 220,234 | ||||||
WMG Acquisition Corp., Term Loan, 5.250%, 11/01/18(a)(b) |
6,475,000 | 6,543,829 | ||||||
Zayo Group, LLC, REFI Term Loan B, 5.250%, 07/02/19(a)(b) |
61,839,624 | 62,516,150 | ||||||
|
|
|||||||
461,924,795 | ||||||||
|
|
|||||||
Telecommunications 2.9% |
||||||||
Cumulus Media Holdings Inc., First Lien Term Loan, 4.500%, 09/16/19(a)(b) |
27,812,769 | 27,873,679 | ||||||
Fibertech Networks LLC, New Term Loan, 5.750%, 11/26/19(a)(b)(c)(d) |
3,685,000 | 3,708,031 | ||||||
Lightsquared L.P., Term Loan B, 0.000%, 10/01/14(a)(b)(f)(h) |
7,236,851 | 6,341,291 | ||||||
SBA Finance, Add on Term Loan, 3.750%, 09/27/19(a)(b) |
4,650,000 | 4,667,437 | ||||||
Vodafone Americas Finance 2, PIK Term Loan B, 6.250%, 07/11/16(a)(g) |
47,906,719 | 49,224,154 | ||||||
Vodafone Americas Finance 2, PIK Term Loan, 6.875%, 08/11/15(a)(g) |
30,445,923 | 31,054,842 |
See Notes to Schedules of Portfolio Investments.
Windstream Corp., Term Loan B3, 4.000%, 08/08/19(a)(b) |
5,572,000 | 5,603,370 | ||||||
|
|
|||||||
128,472,804 | ||||||||
|
|
|||||||
Textiles 0.2% |
||||||||
Warnaco, Inc., Term Loan, 3.750%, 06/15/18(a)(b) |
4,354,269 | 4,339,769 | ||||||
Wolverine Worldwide, Inc., Term Loan B, 4.000%, 07/31/19(a)(b) |
2,653,706 | 2,670,292 | ||||||
|
|
|||||||
7,010,061 | ||||||||
|
|
|||||||
Transportation 0.9% |
||||||||
August LuxUK Holding Co., S.A.R.L., Luxco Term Loan, 6.250%, 04/27/18(a)(b) |
2,624,488 | 2,650,733 | ||||||
August LuxUK Holding Co., S.A.R.L., Luxco 2nd Lien Term Loan, 10.500%, 04/29/19(a)(b) |
1,130,000 | 1,135,650 | ||||||
August U.S. Holding Co., Inc., Term Loan B, 6.250%, 04/27/18(a)(b) |
2,018,875 | 2,039,064 | ||||||
August U.S. Holding Co., Inc., 2nd Lien Term Loan, 10.500%, 04/29/19(a)(b) |
870,000 | 874,350 | ||||||
Avis Budget Car Rental LLC, Term Loan C, 4.250%, 03/15/19(a)(b) |
9,319,035 | 9,374,949 | ||||||
Delta Air Lines, Inc., Term Loan B1, 5.250%, 10/18/18(a)(b) |
13,690,000 | 13,789,253 | ||||||
FleetPride Corp., 1st Lien Term Loan, 5.250%, 11/20/19(a)(b) |
7,275,000 | 7,277,255 | ||||||
Goodyear Tire & Rubber Co. (The), New 2nd Lien Term Loan, 4.750%, 04/30/19(a)(b) |
2,805,000 | 2,820,343 | ||||||
|
|
|||||||
39,961,597 | ||||||||
|
|
|||||||
Utilities 1.0% |
||||||||
AES Corp., New Term Loan, 4.250%, 06/01/18(a)(b) |
20,575,586 | 20,778,050 | ||||||
Astoria Generating Co. Acquisitions, LLC, New Term Loan, 8.500%, 10/26/17(a)(b) |
6,475,000 | 6,489,828 | ||||||
NGPL PipeCo LLC, Term Loan B, 6.750%, 09/15/17(a)(b) |
14,411,250 | 14,717,489 | ||||||
|
|
|||||||
41,985,367 | ||||||||
|
|
|||||||
Total Bank Loans (Cost $3,910,075,647) |
|
3,951,687,004 | ||||||
|
|
|||||||
Corporate Bonds 4.2% |
||||||||
Auto Manufacturers 0.0%(i) |
||||||||
General Motors Co. Escrow, 7.200%(a)(f)(g)(j)(k) |
10,000,000 | | ||||||
General Motors Co. Escrow, 8.375%(a)(f)(g)(j)(k) |
10,000,000 | | ||||||
|
|
|||||||
| ||||||||
|
|
|||||||
Commercial Services 0.1% |
||||||||
Harland Clarke Holdings Corp., 9.750%, 08/01/18(b) |
3,715,000 | 3,612,837 | ||||||
|
|
|||||||
Electric 1.0% |
||||||||
General Cable Corp., 2.683%, 04/01/15(a)(e) |
5,133,000 | 5,068,838 | ||||||
Glenn Pool Oil & Gas Trust, 6.000%, 08/02/21 |
35,929,355 | 37,186,882 | ||||||
|
|
|||||||
42,255,720 | ||||||||
|
|
|||||||
Entertainment 0.0%(i) |
||||||||
Diamond Resorts Corp., 12.000%, 08/15/18 |
1,000,000 | 1,082,500 | ||||||
|
|
|||||||
Holding Companies-Diversified 0.1% |
||||||||
WaveDivision Escrow LLC/WaveDivision Escrow Corp., 8.125%, 09/01/20(b) |
2,195,000 | 2,271,825 | ||||||
|
|
|||||||
Home Builders 0.0%(i) |
||||||||
Brookfield Residential Properties, Inc., 6.500%, 12/15/20(b) |
170,000 | 174,250 | ||||||
|
|
|||||||
Insurance 0.0%(i) |
||||||||
Onex USI Aquisition Corp., 7.750%, 01/15/21(b) |
490,000 | 482,650 | ||||||
|
|
|||||||
Internet 0.1% |
||||||||
Zayo Escrow Corp., 8.125%, 01/01/20 |
1,475,000 | 1,640,938 | ||||||
Zayo Escrow Corp., 10.125%, 07/01/20 |
2,365,000 | 2,690,187 | ||||||
|
|
|||||||
4,331,125 | ||||||||
|
|
|||||||
Media 0.2% |
||||||||
Clear Channel Communications, Inc., 9.000%, 12/15/19(b) |
10,353,000 | 9,472,995 | ||||||
|
|
|||||||
Mining 0.0%(i) |
||||||||
Inmet Mining Corp., 8.750%, 06/01/20(b) |
1,170,000 | 1,278,225 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Oil & Gas 0.0%(i) |
| |||||||
Antero Resources Finance Corp., 6.000%, 12/01/20(b) |
330,000 | 334,125 | ||||||
|
|
|||||||
Oil & Gas Services 0.0%(i) |
||||||||
Oil States International, Inc., 5.125%, 01/15/23(b) |
295,000 | 299,056 | ||||||
|
|
|||||||
Pipelines 0.1% |
||||||||
Atlas Pipeline Partners LP, 8.750%, 06/15/18(e) |
3,855,000 | 4,105,575 | ||||||
|
|
|||||||
Retail 0.0%(i) |
||||||||
Landrys Holdings II, Inc., 10.250%, 01/01/18(b) |
625,000 | 621,875 | ||||||
|
|
|||||||
Telecommunication Services 2.6% |
||||||||
Cricket Communications, Inc., 7.750%, 05/15/16(e) |
3,000,000 | 3,176,250 | ||||||
Integra Telecom, Inc., 10.750%, 04/15/16(b) |
2,280,000 | 2,382,600 | ||||||
Intelsat Bermuda Ltd. PIK, 11.500%, 02/04/17(e) |
25,645,017 | 27,247,831 | ||||||
Intelsat Jackson Holdings SA, 7.250%, 10/15/20(b) |
3,750,000 | 4,068,750 | ||||||
Intelsat Jackson Holdings SA, 7.500%, 04/01/21 |
1,250,000 | 1,378,125 | ||||||
iPCS, Inc., 2.438%, 05/01/13(a)(e) |
10,318,000 | 10,292,205 | ||||||
Level 3 Financing, Inc., 4.469%, 02/15/15(e) |
500,000 | 499,400 | ||||||
Level 3 Financing, Inc., 8.125%, 07/01/19 |
4,065,000 | 4,430,850 | ||||||
Level 3 Financing, Inc., 10.000%, 02/01/18 |
3,440,000 | 3,835,600 | ||||||
Satmex Escrow SA de CV, 9.500%, 05/15/17 |
6,000,000 | 6,300,000 | ||||||
Sprint Capital Corp., 6.875%, 11/15/28 |
2,000,000 | 2,080,000 | ||||||
Sprint Capital Corp., 8.750%, 03/15/32(e) |
1,700,000 | 2,078,250 | ||||||
Sprint Nextel Corp., 7.000%, 03/01/20(b) |
265,000 | 308,063 | ||||||
Sprint Nextel Corp., 7.000%, 08/15/20 |
5,680,000 | 6,205,400 | ||||||
Sprint Nextel Corp., 11.500%, 11/15/21 |
2,280,000 | 3,100,800 | ||||||
Trilogy International Partners LLC, 10.250%, 08/15/16(b) |
7,958,000 | 7,003,040 | ||||||
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17(b) |
14,502,561 | 13,991,420 | ||||||
Wind Acquisition Finance SA, 7.250%, 02/15/18(b) |
9,940,000 | 10,064,250 | ||||||
Windstream Holding of the Midwest, Inc., 6.750%, 04/01/28(e) |
4,750,000 | 4,898,480 | ||||||
|
|
|||||||
113,341,314 | ||||||||
|
|
|||||||
Total Corporate Bonds (Cost $176,767,481) |
|
183,664,072 | ||||||
|
|
|||||||
Preferred Stocks 0.1% |
||||||||
Diversified Financial Services 0.1% |
||||||||
GMAC Capital Trust I, Series 2, 8.125%(a) |
94,025 | 2,505,766 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $2,350,625) |
|
2,505,766 | ||||||
|
|
|||||||
Common Stock 0.0%(i) |
||||||||
Energy-Alternate Sources 0.0%(i) |
||||||||
Aventine Renewable Energy Holdings, Inc. 0.00%*(f)(g)(j) |
69,044 | 1,035,660 | ||||||
|
|
|||||||
Total Common Stock (Cost $0) |
|
1,035,660 | ||||||
|
|
|||||||
Money Market Fund 9.3% |
||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional |
409,739,832 | 409,739,832 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $409,739,832) |
|
409,739,832 | ||||||
|
|
|||||||
Total Investments (Cost $4,498,933,585) 103.4% |
4,548,632,334 | |||||||
Liabilities in Excess of Other Assets (3.4)% |
(151,510,101 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 4,397,122,233 | ||||||
|
|
* | Non-income producing security. |
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
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 Funds adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 87.5% of net assets as of December 31, 2012. |
(c) | The security does not have a stated settlement date and will receive a rate upon settling with the custodian. |
(d) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(e) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(f) | Security is in default. |
(g) | The Funds adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. |
(h) | Bankrupt Issuer |
(i) | Less than 0.05% of Net Assets. |
(j) | Valued at fair value using procedures approved by the Board of Trustees. (See Note 2(a)). |
(k) | Security is perpetual in nature and has no stated maturity. |
(l) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
LP | Limited Partnership | |
PIK | Payment in-kind |
As of Decemeber 31, 2012, the Fund had the following unfunded loan commitment:
Borrower |
Unfunded Commitment |
Unrealized Appreciation |
||||||
Mission Broadcasting, Inc. |
$ | 467,143 | $ | 12,126 |
The commitment is available until the maturity date of the respective security.
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Seix High Yield Fund
Shares or Principal Amount($) |
Value($) | |||||||
Bank Loans 3.9% |
| |||||||
Aerospace/Defense 0.3% |
| |||||||
DigitalGlobe, Inc., Term Loan B, 5.750%, 10/07/18(a)(b) |
6,381,654 | 6,393,652 | ||||||
|
|
|||||||
Chemicals 0.1% |
||||||||
Trinseo Materials Operating S.C.A., New Term Loan B, 8.000%, 08/02/17(a)(b) |
2,365,000 | 2,300,341 | ||||||
|
|
|||||||
Commercial Services 0.3% |
||||||||
Walter Energy, Inc., Term Loan B, 5.750%, 04/02/18(a)(b) |
5,384,381 | 5,409,042 | ||||||
|
|
|||||||
Entertainment 0.1% |
||||||||
Caesars Entertainment Operating Co., Term Loan B2, 3.210%, 01/28/15(a)(b) |
2,915,000 | 2,865,678 | ||||||
|
|
|||||||
Health Care 0.0%(c) |
||||||||
Community Health Systems, Inc., Extended Term Loan, 3.810%, 01/25/17(a)(b) |
845,273 | 849,813 | ||||||
|
|
|||||||
Information Technology 0.5% |
||||||||
CDW LLC, Extended Term Loan, 4.000%, 07/14/17(a)(b) |
10,790,000 | 10,730,655 | ||||||
|
|
|||||||
Insurance 0.1% |
||||||||
Asurion LLC, New 1st Lien Term Loan, 5.500%, 05/24/18(a)(b) |
1,380,000 | 1,392,765 | ||||||
|
|
|||||||
Media 0.2% |
||||||||
Charter Communications Operating LLC, Term Loan D, 4.000%, 05/15/19(a)(b) |
4,704,450 | 4,740,909 | ||||||
|
|
|||||||
Mining 0.1% |
||||||||
FMG America Finance, Inc., Term Loan, 5.250%, 10/18/17(a)(b) |
1,117,200 | 1,125,579 | ||||||
|
|
|||||||
Oil & Gas 0.7% |
||||||||
Energy Transfer Equity, LP, New Term Loan B, 3.750%, 03/24/17(a)(b) |
10,890,000 | 10,960,785 | ||||||
Frac Tech International LLC, Term Loan B, 8.500%, 05/06/16(a)(b)(d) |
4,615,188 | 3,821,376 | ||||||
|
|
|||||||
14,782,161 | ||||||||
|
|
|||||||
Real Estate 0.1% |
||||||||
Istar Financial, Inc., Add on Term Loan A1, 5.250%, 03/18/16(a)(b) |
2,285,860 | 2,303,003 | ||||||
|
|
|||||||
Semiconductors 0.1% |
||||||||
Freescale Semiconductor, Inc., Extended Term Loan B, 4.460%, 12/01/16(a)(b) |
1,535,000 | 1,500,463 | ||||||
|
|
|||||||
Telecommunication Services 1.3% |
||||||||
Avaya, Inc., Non Extended Term Loan B1, 3.060%, 10/24/14(a)(b) |
2,316,641 | 2,265,605 | ||||||
Cequel Communications LLC, Term Loan B, 4.000%, 02/14/19(a)(b) |
11,969,550 | 12,017,069 | ||||||
Crown Castle International Corp., Term Loan B, 4.000%, 01/31/19(a)(b) |
5,954,887 | 5,982,161 | ||||||
Level 3 Financing, Inc., Term Loan B, 5.250%, 08/01/19(a)(b) |
6,605,000 | 6,660,746 | ||||||
|
|
|||||||
26,925,581 | ||||||||
|
|
|||||||
Total Bank Loans (Cost $81,097,674) |
|
81,319,642 | ||||||
|
|
|||||||
Corporate Bonds 86.6% |
||||||||
Advertising 0.2% |
||||||||
Affinion Group, Inc., 7.875%, 12/15/18 |
5,435,000 | 4,144,188 | ||||||
|
|
|||||||
Aerospace/Defense 0.7% |
||||||||
BE Aerospace, Inc., 5.250%, 04/01/22 |
8,630,000 | 9,147,800 | ||||||
Ducommun, Inc., 9.750%, 07/15/18 |
3,230,000 | 3,472,250 |
See Notes to Schedules of Portfolio Investments.
Triumph Group, Inc., 8.000%, 11/15/17 |
2,770,000 | 2,991,600 | ||||||
|
|
|||||||
15,611,650 | ||||||||
|
|
|||||||
Airlines 0.7% |
||||||||
Air Canada, Inc., 9.250%, 08/01/15(b)(e) |
11,740,000 | 12,268,300 | ||||||
Continental Airlines Pass Thru Certificate, Series 2012-B, C1 B, 6.250%, 04/11/20 |
1,960,000 | 2,077,600 | ||||||
|
|
|||||||
14,345,900 | ||||||||
|
|
|||||||
Apparel 0.2% |
||||||||
Wolverine World Wide, Inc., 6.125%, 10/15/20(b) |
4,100,000 | 4,305,000 | ||||||
|
|
|||||||
Auto Parts & Equipment 0.5% |
||||||||
AFFINIA Group, Inc., 10.750%, 08/15/16(b) |
1,648,000 | 1,786,020 | ||||||
Cooper-Standard Automotive, Inc., 8.500%, 05/01/18 |
8,893,000 | 9,559,975 | ||||||
|
|
|||||||
11,345,995 | ||||||||
|
|
|||||||
Banks 5.5% |
||||||||
Ally Financial, Inc., 4.625%, 06/26/15 |
5,000,000 | 5,212,380 | ||||||
Ally Financial, Inc., 5.500%, 02/15/17(f) |
3,625,000 | 3,877,891 | ||||||
Ally Financial, Inc., 7.500%, 09/15/20(f) |
13,841,000 | 16,713,007 | ||||||
Ally Financial, Inc., 8.000%, 11/01/31 |
13,755,000 | 17,417,269 | ||||||
CIT Group, Inc., 4.250%, 08/15/17 |
7,205,000 | 7,419,291 | ||||||
CIT Group, Inc., 4.750%, 02/15/15(b) |
5,670,000 | 5,896,800 | ||||||
CIT Group, Inc., 5.000%, 05/15/17 |
6,425,000 | 6,810,500 | ||||||
CIT Group, Inc., 5.250%, 03/15/18 |
3,540,000 | 3,787,800 | ||||||
CIT Group, Inc., 6.625%, 04/01/18(b) |
6,630,000 | 7,491,900 | ||||||
HBOS PLC, 6.000%, 11/01/33(b) |
4,025,000 | 3,637,272 | ||||||
Lloyds Banking Group PLC, 6.267%(a)(b)(e)(g) |
5,045,000 | 3,859,425 | ||||||
Lloyds Banking Group PLC, 6.413%(a)(b)(g) |
4,410,000 | 3,858,750 | ||||||
Lloyds Banking Group PLC, 6.657%(a)(b)(g) |
4,210,000 | 3,736,375 | ||||||
Provident Funding Associates LP/PFG Finance Corp., 10.125%, 02/15/19(b) |
2,685,000 | 2,832,675 | ||||||
Provident Funding Association LP, 10.250%, 04/15/17(b) |
3,455,000 | 3,809,137 | ||||||
RBS Capital Trust II, 6.425%(a)(g) |
4,145,000 | 3,606,150 | ||||||
Regions Bank, 6.450%, 06/26/37 |
2,825,000 | 2,977,663 | ||||||
Regions Bank, 7.500%, 05/15/18 |
2,050,000 | 2,472,813 | ||||||
Regions Financial Corp., 5.750%, 06/15/15 |
6,026,000 | 6,515,612 | ||||||
Royal Bank of Scotland Group PLC, 7.648%(a)(g) |
2,075,000 | 2,095,750 | ||||||
Royal Bank of Scotland Group PLC, Series U, 7.640%(a)(g) |
800,000 | 720,000 | ||||||
|
|
|||||||
114,748,460 | ||||||||
|
|
|||||||
Beverages 0.1% |
||||||||
Cott Beverages, Inc., 8.125%, 09/01/18 |
1,500,000 | 1,657,500 | ||||||
|
|
|||||||
Building Materials 1.8% |
||||||||
Building Materials Corp. of America, 6.750%, 05/01/21(b) |
2,885,000 | 3,187,925 | ||||||
Cemex Finance LLC, 9.375%, 10/12/22(b) |
5,575,000 | 6,271,875 | ||||||
Masco Corp., 5.950%, 03/15/22 |
5,540,000 | 6,141,046 | ||||||
USG Corp., 8.375%, 10/15/18(b) |
11,650,000 | 12,931,500 | ||||||
USG Corp., 9.750%, 08/01/14(b) |
5,845,000 | 6,487,950 | ||||||
USG Corp., 9.750%, 01/15/18 |
1,715,000 | 1,942,237 | ||||||
|
|
|||||||
36,962,533 | ||||||||
|
|
|||||||
Chemicals 1.2% |
||||||||
Huntsman International LLC, 5.500%, 06/30/16(e) |
1,568,000 | 1,569,960 | ||||||
Huntsman International LLC, 8.625%, 03/15/21(e) |
1,055,000 | 1,205,338 | ||||||
Ineos Finance PLC, 7.500%, 05/01/20(b) |
4,100,000 | 4,294,750 | ||||||
Ineos Finance PLC, 9.000%, 05/15/15(b) |
1,775,000 | 1,885,938 | ||||||
Kinove German Bondco GmbH, 9.625%, 06/15/18(b) |
3,647,000 | 3,984,347 | ||||||
LyondellBasell Industries, 6.000%, 11/15/21 |
2,025,000 | 2,374,312 | ||||||
Nova Chemicals Corp., 8.625%, 11/01/19 |
2,845,000 | 3,229,075 | ||||||
Nufarm Australia Ltd., 6.375%, 10/15/19(b) |
3,865,000 | 4,038,925 |
See Notes to Schedules of Portfolio Investments.
Oxea Finance & Cy SCA, 9.500%, 07/15/17(b) |
2,405,000 | 2,633,475 | ||||||
|
|
|||||||
25,216,120 | ||||||||
|
|
|||||||
Coal 0.8% |
||||||||
Arch Coal, Inc., 7.000%, 06/15/19(e) |
9,075,000 | 8,439,750 | ||||||
Arch Coal, Inc., 7.250%, 06/15/21(e) |
865,000 | 797,962 | ||||||
Peabody Energy Corp., 6.250%, 11/15/21 |
6,780,000 | 7,203,750 | ||||||
|
|
|||||||
16,441,462 | ||||||||
|
|
|||||||
Commercial Services 4.6% |
||||||||
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.250%, 01/15/19 |
4,945,000 | 5,464,225 | ||||||
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 9.625%, 03/15/18 |
3,855,000 | 4,298,325 | ||||||
FTI Consulting, Inc., 6.000%, 11/15/22(b) |
3,750,000 | 3,881,250 | ||||||
Harland Clarke Holdings Corp., 9.750%, 08/01/18(b) |
7,395,000 | 7,191,637 | ||||||
Hertz Corp., 7.500%, 10/15/18 |
2,580,000 | 2,850,900 | ||||||
Iron Mountain, Inc., 7.750%, 10/01/19 |
4,135,000 | 4,662,213 | ||||||
Iron Mountain, Inc., 8.000%, 06/15/20 |
1,515,000 | 1,602,113 | ||||||
Lender Processing Services, Inc., 5.750%, 04/15/23 |
5,760,000 | 5,976,000 | ||||||
Live Nation Entertainment, Inc., 7.000%, 09/01/20(b) |
2,475,000 | 2,583,281 | ||||||
Live Nation Entertainment, Inc., 8.125%, 05/15/18(b) |
3,465,000 | 3,733,538 | ||||||
National Money Mart Co., 10.375%, 12/15/16 |
2,720,000 | 3,005,600 | ||||||
Prospect Medical Holdings, Inc., 8.375%, 05/01/19(b) |
10,375,000 | 10,919,687 | ||||||
ServiceMaster Co., 8.000%, 02/15/20(f) |
11,365,000 | 11,848,012 | ||||||
Speedy Cash, Inc., 10.750%, 05/15/18(b)(e) |
4,986,000 | 5,310,090 | ||||||
United Rentals NA, Inc., 7.375%, 05/15/20(b)(f) |
5,605,000 | 6,151,488 | ||||||
United Rentals NA, Inc., 7.625%, 04/15/22(b)(f) |
11,110,000 | 12,415,425 | ||||||
United Rentals NA, Inc., 9.250%, 12/15/19(f) |
2,616,000 | 2,982,240 | ||||||
|
|
|||||||
94,876,024 | ||||||||
|
|
|||||||
Computers 1.4% |
||||||||
j2 Global, Inc., 8.000%, 08/01/20 |
5,565,000 | 5,787,600 | ||||||
NCR Corp., 4.625%, 02/15/21(b) |
10,685,000 | 10,685,000 | ||||||
NCR Corp., 5.000%, 07/15/22(b) |
5,095,000 | 5,177,794 | ||||||
Seagate HDD Cayman, 6.875%, 05/01/20 |
1,610,000 | 1,712,637 | ||||||
Seagate HDD Cayman, 7.750%, 12/15/18 |
1,320,000 | 1,450,350 | ||||||
Seagate Technology International Co. Ltd., 10.000%, 05/01/14(b) |
532,000 | 572,565 | ||||||
SunGard Data Systems, Inc., 7.375%, 11/15/18 |
1,375,000 | 1,472,969 | ||||||
SunGard Data Systems, Inc., 7.625%, 11/15/20 |
1,540,000 | 1,682,450 | ||||||
|
|
|||||||
28,541,365 | ||||||||
|
|
|||||||
Cosmetics/Personal Care 0.3% |
||||||||
Revlon Consumer Products Corp., 9.750%, 11/15/15 |
7,065,000 | 7,435,913 | ||||||
|
|
|||||||
Diversified Financial Services 3.9% |
||||||||
Aircastle Ltd., 6.750%, 04/15/17 |
9,270,000 | 9,918,900 | ||||||
Aircastle Ltd., 7.625%, 04/15/20 |
9,545,000 | 10,666,537 | ||||||
Aircastle Ltd., 9.750%, 08/01/18 |
3,200,000 | 3,616,000 | ||||||
CNG Holdings, Inc., 9.375%, 05/15/20(b) |
5,565,000 | 5,648,475 | ||||||
Community Choice Financial, Inc., 10.750%, 05/01/19 |
3,970,000 | 3,821,125 | ||||||
General Motors Financial Co., Inc., 6.750%, 06/01/18 |
3,290,000 | 3,774,232 | ||||||
Icahn Enterprises Finance Corp., 8.000%, 01/15/18 |
6,320,000 | 6,786,100 | ||||||
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 7.750%, 01/15/16 |
2,195,000 | 2,274,569 | ||||||
ILFC E-Capital Trust I, 4.540%, 12/21/65(a)(b)(e) |
12,420,000 | 9,423,054 | ||||||
ILFC E-Capital Trust II, 6.250%, 12/21/65(a)(b) |
2,490,000 | 2,128,950 | ||||||
International Lease Finance Corp., 6.250%, 05/15/19 |
945,000 | 1,006,425 | ||||||
International Lease Finance Corp., 8.625%, 09/15/15 |
2,230,000 | 2,505,963 | ||||||
International Lease Finance Corp.,5.650%, 06/01/14, MTN |
1,320,000 | 1,373,618 | ||||||
Nationstar Mortgage LLC/Nationstar Capital Corp., 7.875%, 10/01/20(b) |
4,860,000 | 5,127,300 | ||||||
Nationstar Mortgage LLC/Nationstar Capital Corp., 9.625%, 05/01/19(b) |
2,965,000 | 3,335,625 | ||||||
Nationstar Mortgage LLC/Nationstar Capital Corp., 9.625%, 05/01/19(b) |
2,950,000 | 3,304,000 | ||||||
Neuberger Berman Group LLC/Neuberger Berman Finance Corp., 5.875%, 03/15/22(b) |
1,030,000 | 1,091,800 |
See Notes to Schedules of Portfolio Investments.
SquareTwo Financial Corp., 11.625%, 04/01/17(e) |
5,570,000 | 5,277,575 | ||||||
|
|
|||||||
81,080,248 | ||||||||
|
|
|||||||
Electric 3.3% |
||||||||
AES Corp. (The), 7.750%, 10/15/15 |
485,000 | 544,412 | ||||||
AES Corp. (The), 8.000%, 10/15/17 |
4,225,000 | 4,879,875 | ||||||
AES Corp. (The), 9.750%, 04/15/16 |
2,750,000 | 3,286,250 | ||||||
AES Ironwood LLC, 8.857%, 11/30/25 |
3,052,122 | 3,578,613 | ||||||
Calpine Corp., 7.500%, 02/15/21(b) |
4,140,000 | 4,574,700 | ||||||
Calpine Corp., 7.875%, 01/15/23(b) |
5,679,000 | 6,417,270 | ||||||
Energy Future Holdings Corp., 10.000%, 01/15/20 |
9,370,000 | 10,470,975 | ||||||
GenOn Energy, Inc., 9.500%, 10/15/18 |
490,000 | 578,200 | ||||||
GenOn Energy, Inc., 9.875%, 10/15/20(e) |
11,324,000 | 13,079,220 | ||||||
NRG Energy, Inc., 7.625%, 05/15/19 |
10,180,000 | 10,892,600 | ||||||
NRG Energy, Inc., 7.875%, 05/15/21 |
4,955,000 | 5,500,050 | ||||||
NRG Energy, Inc., 8.250%, 09/01/20 |
2,000,000 | 2,240,000 | ||||||
NRG Energy, Inc., 8.500%, 06/15/19 |
2,935,000 | 3,228,500 | ||||||
|
|
|||||||
69,270,665 | ||||||||
|
|
|||||||
Electrical Components & Equipment 0.4% |
||||||||
General Cable Corp., 5.750%, 10/01/22(b) |
4,605,000 | 4,766,175 | ||||||
GrafTech International Ltd., 6.375%, 11/15/20(b) |
3,750,000 | 3,885,938 | ||||||
|
|
|||||||
8,652,113 | ||||||||
|
|
|||||||
Electronics 0.7% |
||||||||
313 Group, Inc., 6.375%, 12/01/19(b) |
9,720,000 | 9,634,950 | ||||||
Jabil Circuit, Inc., 8.250%, 03/15/18 |
3,460,000 | 4,203,900 | ||||||
|
|
|||||||
13,838,850 | ||||||||
|
|
|||||||
Energy-Alternate Sources 0.2% |
||||||||
First Wind Capital LLC, 10.250%, 06/01/18(b) |
5,075,000 | 5,214,563 | ||||||
|
|
|||||||
Engineering & Construction 0.4% |
||||||||
Aguila 3 SA, 7.875%, 01/31/18(b) |
6,275,000 | 6,651,500 | ||||||
Dycom Investments, Inc., 7.125%, 01/15/21 |
2,570,000 | 2,717,775 | ||||||
|
|
|||||||
9,369,275 | ||||||||
|
|
|||||||
Entertainment 2.0% |
||||||||
Carmike Cinemas, Inc., 7.375%, 05/15/19 |
2,960,000 | 3,196,800 | ||||||
Cinemark USA, Inc., 5.125%, 12/15/22(b) |
1,950,000 | 1,974,375 | ||||||
Cinemark USA, Inc., 7.375%, 06/15/21 |
1,590,000 | 1,756,950 | ||||||
Diamond Resorts Corp., 12.000%, 08/15/18 |
18,349,000 | 19,862,793 | ||||||
Pinnacle Entertainment, Inc., 7.750%, 04/01/22(e) |
2,130,000 | 2,268,450 | ||||||
Pinnacle Entertainment, Inc., 8.750%, 05/15/20(e) |
3,780,000 | 4,082,400 | ||||||
Scientific Games International, Inc., 6.250%, 09/01/20(b) |
5,190,000 | 5,358,675 | ||||||
Speedway Motorsports, Inc., 8.750%, 06/01/16 |
2,395,000 | 2,559,656 | ||||||
|
|
|||||||
41,060,099 | ||||||||
|
|
|||||||
Environmental Control 0.9% |
||||||||
Clean Harbors, Inc., 5.125%, 06/01/21(b) |
2,595,000 | 2,685,825 | ||||||
Clean Harbors, Inc., 5.250%, 08/01/20 |
3,120,000 | 3,252,600 | ||||||
Covanta Holding Corp., 7.250%, 12/01/20 |
4,610,000 | 5,079,284 | ||||||
Darling International, Inc., 8.500%, 12/15/18 |
2,330,000 | 2,676,588 | ||||||
Heckmann Corp., 9.875%, 04/15/18(b)(e) |
4,130,000 | 4,233,250 | ||||||
|
|
|||||||
17,927,547 | ||||||||
|
|
|||||||
Food 0.6% |
||||||||
Post Holdings, Inc., 7.375%, 02/15/22(b) |
6,135,000 | 6,721,659 | ||||||
Stater Brothers Holdings, Inc., 7.750%, 04/15/15(f) |
4,790,000 | 4,885,800 | ||||||
|
|
|||||||
11,607,459 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Forest Products&Paper 0.2% |
| |||||||
Longview Fibre Paper & Packaging, Inc., 8.000%, 06/01/16(b)(e) |
3,575,000 | 3,753,750 | ||||||
|
|
|||||||
Gas 0.6% |
||||||||
Sabine Pass LNG LP, 6.500%, 11/01/20(b) |
5,775,000 | 5,876,063 | ||||||
Sabine Pass LNG LP, 7.500%, 11/30/16 |
6,185,000 | 6,818,962 | ||||||
|
|
|||||||
12,695,025 | ||||||||
|
|
|||||||
Healthcare - Products 1.2% |
||||||||
Biomet, Inc., 6.500%, 08/01/20(b) |
8,295,000 | 8,813,438 | ||||||
Kinetic Concepts, Inc./KCI USA, Inc., 10.500%, 11/01/18(b) |
11,770,000 | 12,343,787 | ||||||
Physio-Control International, Inc., 9.875%, 01/15/19(b) |
3,250,000 | 3,566,875 | ||||||
|
|
|||||||
24,724,100 | ||||||||
|
|
|||||||
Healthcare - Services 3.8% |
||||||||
CHS/Community Health Systems, Inc., 5.125%, 08/15/18 |
4,755,000 | 4,957,087 | ||||||
CHS/Community Health Systems, Inc., 7.125%, 07/15/20 |
5,000,000 | 5,337,500 | ||||||
CHS/Community Health Systems, Inc., 8.000%, 11/15/19 |
695,000 | 752,338 | ||||||
DaVita, Inc., 5.750%, 08/15/22 |
11,845,000 | 12,481,669 | ||||||
Fresenius Medical Care US Finance II, Inc., 5.625%, 07/31/19(b)(f) |
3,115,000 | 3,344,731 | ||||||
Fresenius Medical Care US Finance II, Inc., 5.875%, 01/31/22(b)(f) |
3,115,000 | 3,379,775 | ||||||
HCA, Inc., 4.750%, 05/01/23 |
6,205,000 | 6,313,587 | ||||||
HCA, Inc., 5.875%, 03/15/22 |
9,585,000 | 10,423,687 | ||||||
HCA, Inc., 6.250%, 02/15/21 |
2,740,000 | 2,808,500 | ||||||
HCA, Inc., 7.500%, 02/15/22 |
9,215,000 | 10,551,175 | ||||||
Kindred Healthcare, Inc., 8.250%, 06/01/19(e) |
4,275,000 | 4,157,438 | ||||||
Tenet Healthcare Corp., 6.250%, 11/01/18 |
6,920,000 | 7,594,700 | ||||||
Vanguard Health Holding Co. II LLC/Vanguard Holding Co. II, Inc., 7.750%, 02/01/19(e) |
6,135,000 | 6,349,725 | ||||||
|
|
|||||||
78,451,912 | ||||||||
|
|
|||||||
Holding Companies-Diversified 0.3% |
||||||||
MMI International Ltd., 8.000%, 03/01/17(b) |
6,045,000 | 6,407,700 | ||||||
|
|
|||||||
Home Builders 0.7% |
||||||||
Brookfield Residential Properties, Inc., 6.500%, 12/15/20(b) |
2,665,000 | 2,731,625 | ||||||
KB Home, 7.500%, 09/15/22 |
2,775,000 | 3,024,750 | ||||||
KB Home, 9.100%, 09/15/17 |
3,180,000 | 3,696,750 | ||||||
Standard Pacific Corp., 8.375%, 05/15/18(f) |
5,300,000 | 6,148,000 | ||||||
|
|
|||||||
15,601,125 | ||||||||
|
|
|||||||
Household Products/Wares 0.8% |
||||||||
Jarden Corp., 7.500%, 01/15/20 |
4,450,000 | 4,883,875 | ||||||
Reynolds Group Holdings, 6.875%, 02/15/21 |
1,825,000 | 1,966,438 | ||||||
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Luxembourg I SA, 7.875%, 08/15/19 |
7,845,000 | 8,727,562 | ||||||
Spectrum Brands Escrow Corp., 6.625%, 11/15/22(b) |
1,900,000 | 2,037,750 | ||||||
|
|
|||||||
17,615,625 | ||||||||
|
|
|||||||
Housewares 0.2% |
||||||||
Libbey Glass, Inc., 6.875%, 05/15/20 |
4,525,000 | 4,864,375 | ||||||
|
|
|||||||
Insurance 2.3% |
||||||||
American General Institutional Capital, Series B, 8.125%, 03/15/46(b) |
2,750,000 | 3,437,500 | ||||||
American International Group, Inc., 8.175%, 05/15/68(a) |
17,060,000 | 22,220,650 | ||||||
Assured Guaranty Municipal Holdings, Inc., 6.400%, 12/15/66(a)(b) |
4,100,000 | 3,280,000 | ||||||
Assured Guaranty US Holdings, Inc., Series A, 6.400%, 12/15/66(a) |
7,037,000 | 6,051,820 | ||||||
Fairfax Financial Holdings Ltd., 7.375%, 04/15/18 |
274,000 | 312,360 | ||||||
Genworth Financial, Inc., 6.150%, 11/15/66(a) |
4,605,000 | 3,419,212 | ||||||
Genworth Financial, Inc., 7.625%, 09/24/21(e) |
745,000 | 822,159 | ||||||
Liberty Mutual Group, Inc., 7.000%, 03/07/67(a)(b)(e) |
2,730,000 | 2,712,938 |
See Notes to Schedules of Portfolio Investments.
White Mountains Re Group Ltd., 7.506%(a)(b)(g) |
5,270,000 | 5,438,535 | ||||||
|
|
|||||||
47,695,174 | ||||||||
|
|
|||||||
Internet 1.1% |
||||||||
CyrusOne LP/CyrusOne Finance Corp., 6.375%, 11/15/22(b) |
2,045,000 | 2,131,913 | ||||||
Equinix, Inc., 7.000%, 07/15/21 |
3,130,000 | 3,474,300 | ||||||
Mood Media Corp., 9.250%, 10/15/20(b) |
5,775,000 | 6,085,406 | ||||||
Zayo Escrow Corp., 8.125%, 01/01/20 |
10,215,000 | 11,364,187 | ||||||
|
|
|||||||
23,055,806 | ||||||||
|
|
|||||||
Investment Companies 0.4% |
||||||||
Offshore Group Investments Ltd., 11.500%, 08/01/15 |
7,375,000 | 8,038,750 | ||||||
|
|
|||||||
Iron/Steel 0.6% |
||||||||
APERAM, 7.375%, 04/01/16(b) |
2,700,000 | 2,517,750 | ||||||
APERAM, 7.750%, 04/01/18(b) |
2,550,000 | 2,244,000 | ||||||
JMC Steel Group, 8.250%, 03/15/18(b) |
6,855,000 | 7,163,475 | ||||||
|
|
|||||||
11,925,225 | ||||||||
|
|
|||||||
Leisure Time 0.4% |
||||||||
ClubCorp Club Operations, Inc., 10.000%, 12/01/18 |
4,545,000 | 5,056,312 | ||||||
Viking Cruises Ltd., 8.500%, 10/15/22(b) |
4,015,000 | 4,336,200 | ||||||
|
|
|||||||
9,392,512 | ||||||||
|
|
|||||||
Lodging 1.9% |
||||||||
Ameristar Casinos, Inc., 7.500%, 04/15/21 |
1,210,000 | 1,311,338 | ||||||
Boyd Gaming Corp., 9.000%, 07/01/20(b) |
5,540,000 | 5,456,900 | ||||||
Chester Downs & Marina LLC, 9.250%, 02/01/20(b)(e) |
2,195,000 | 2,156,587 | ||||||
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19(b) |
8,790,000 | 9,493,200 | ||||||
Harrahs Operating, Inc., 11.250%, 06/01/17 |
5,000,000 | 5,356,250 | ||||||
Marina District Finance Co., Inc., 9.875%, 08/15/18(e) |
2,440,000 | 2,342,400 | ||||||
MGM Resorts International, 6.750%, 10/01/20(b) |
4,195,000 | 4,284,144 | ||||||
MGM Resorts International, 7.625%, 01/15/17 |
8,185,000 | 8,757,950 | ||||||
|
|
|||||||
39,158,769 | ||||||||
|
|
|||||||
Machinery-Diversified 0.3% |
||||||||
Manitowoc Co., Inc. (The), 8.500%, 11/01/20 |
4,805,000 | 5,393,613 | ||||||
|
|
|||||||
Media 5.8% |
||||||||
Block Communications, Inc., 7.250%, 02/01/20(b) |
3,260,000 | 3,463,750 | ||||||
Cablevision Systems Corp., 7.750%, 04/15/18 |
1,180,000 | 1,312,750 | ||||||
Cablevision Systems Corp., 8.000%, 04/15/20(e) |
4,490,000 | 5,056,863 | ||||||
CCO Holdings LLC/Cap Corp., 5.125%, 02/15/23 |
6,295,000 | 6,279,262 | ||||||
CCO Holdings LLC/Cap Corp., 7.375%, 06/01/20 |
3,965,000 | 4,401,150 | ||||||
CCO Holdings LLC/Cap Corp., 8.125%, 04/30/20 |
2,190,000 | 2,452,800 | ||||||
Cequel Communications Holdings I LLC, 6.375%, 09/15/20(b) |
2,845,000 | 2,962,356 | ||||||
Clear Channel Worldwide Holdings, Inc., Series A, 6.500%, 11/15/22(b) |
6,395,000 | 6,570,862 | ||||||
Clear Channel Worldwide Holdings, Inc., Series B, 6.500%, 11/15/22(b) |
17,255,000 | 17,902,062 | ||||||
Clear Channel Worldwide Holdings, Inc., Series B, 7.625%, 03/15/20 |
3,365,000 | 3,390,238 | ||||||
DISH DBS Corp., 5.875%, 07/15/22 |
9,585,000 | 10,303,875 | ||||||
Echostar DBS Corp., 7.125%, 02/01/16 |
4,085,000 | 4,575,200 | ||||||
Echostar DBS Corp., 7.750%, 05/31/15 |
3,430,000 | 3,837,313 | ||||||
Entravision Communications Corp., 8.750%, 08/01/17 |
4,054,000 | 4,398,590 | ||||||
LIN Television Corp., 6.375%, 01/15/21(b) |
2,375,000 | 2,493,750 | ||||||
Mediacom Broadband LLC/Mediacom Broadband Corp., 6.375%, 04/01/23(b) |
7,235,000 | 7,361,612 | ||||||
Mediacom LLC/Capital Corp., 9.125%, 08/15/19 |
1,145,000 | 1,268,088 | ||||||
Nexstar Broadcasting, Inc./Mission Broadcasting, Inc., 8.875%, 04/15/17 |
1,975,000 | 2,167,563 | ||||||
Sinclair Television Group, Inc., 9.250%, 11/01/17(b) |
2,690,000 | 2,959,000 | ||||||
Sirius XM Radio, Inc., 5.250%, 08/15/22(b) |
3,870,000 | 3,908,700 | ||||||
Sirius XM Radio, Inc., 7.625%, 11/01/18(b) |
2,910,000 | 3,244,650 | ||||||
Univision Communications, Inc., 6.750%, 09/15/22(b) |
14,245,000 | 14,707,962 |
See Notes to Schedules of Portfolio Investments.
Videotron Ltee., 5.000%, 07/15/22 |
5,815,000 | 6,098,481 | ||||||
|
|
|||||||
121,116,877 | ||||||||
|
|
|||||||
Mining 3.1% |
||||||||
Aleris International, Inc., 7.875%, 11/01/20(b) |
5,390,000 | 5,390,000 | ||||||
FMG Resources August 2006 Pty Ltd., 6.875%, 02/01/18(b)(e) |
1,170,000 | 1,208,025 | ||||||
FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19(b)(e) |
18,045,000 | 19,217,925 | ||||||
HudBay Minerals, Inc., 9.500%, 10/01/20(b) |
4,155,000 | 4,393,912 | ||||||
Inmet Mining Corp., 7.500%, 06/01/21(b) |
3,305,000 | 3,428,937 | ||||||
Inmet Mining Corp., 8.750%, 06/01/20(b) |
18,450,000 | 20,156,625 | ||||||
New Gold, Inc., 6.250%, 11/15/22(b) |
3,055,000 | 3,161,925 | ||||||
Novelis, Inc., 8.375%, 12/15/17 |
785,000 | 865,463 | ||||||
Novelis, Inc., 8.750%, 12/15/20 |
2,900,000 | 3,233,500 | ||||||
Vulcan Materials Co., 7.500%, 06/15/21 |
3,345,000 | 3,813,300 | ||||||
|
|
|||||||
64,869,612 | ||||||||
|
|
|||||||
Miscellaneous Manufacturer 1.0% |
||||||||
Amsted Industries, Inc., 8.125%, 03/15/18(b) |
3,935,000 | 4,210,450 | ||||||
Bombardier, Inc., 5.750%, 03/15/22(b)(e) |
9,890,000 | 10,161,975 | ||||||
Bombardier, Inc., 7.750%, 03/15/20(b) |
1,180,000 | 1,339,300 | ||||||
Polymer Group, Inc., 7.750%, 02/01/19 |
5,260,000 | 5,641,350 | ||||||
|
|
|||||||
21,353,075 | ||||||||
|
|
|||||||
Oil & Gas 7.8% |
||||||||
Antero Resources Finance Corp., 6.000%, 12/01/20(b) |
3,295,000 | 3,336,188 | ||||||
Chesapeake Energy Corp., 6.500%, 08/15/17(e) |
1,295,000 | 1,405,075 | ||||||
Chesapeake Energy Corp., 6.875%, 11/15/20(e) |
2,060,000 | 2,232,525 | ||||||
Chesapeake Energy Corp., 7.250%, 12/15/18(e) |
3,105,000 | 3,384,450 | ||||||
CITGO Petroleum Corp., 11.500%, 07/01/17(b) |
2,910,000 | 3,361,050 | ||||||
Coffeyville Resources LLC, 10.875%, 04/01/17(b)(e) |
3,015,000 | 3,316,500 | ||||||
CVR Refining LLC/Coffeyville Finance, Inc., 6.500%, 11/01/22(b) |
1,475,000 | 1,467,625 | ||||||
EP Energy LLC/Everest Acquisition Finance, Inc., 6.875%, 05/01/19 |
4,610,000 | 5,001,850 | ||||||
Hercules Offshore, Inc., 7.125%, 04/01/17(b) |
5,075,000 | 5,316,062 | ||||||
Linn Energy LLC / Linn Energy Finance Corp., 6.500%, 05/15/19 |
4,450,000 | 4,494,500 | ||||||
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20 |
4,865,000 | 5,302,850 | ||||||
MEG Energy Corp., 6.375%, 01/30/23(b) |
8,210,000 | 8,558,925 | ||||||
Oasis Petroleum, Inc., 6.875%, 01/15/23 |
7,165,000 | 7,684,462 | ||||||
Offshore Group Investment Ltd., 7.500%, 11/01/19(b)(e) |
9,315,000 | 9,408,150 | ||||||
Plains Exploration & Production Co., 6.125%, 06/15/19 |
6,630,000 | 7,226,700 | ||||||
Plains Exploration & Production Co., 6.625%, 05/01/21 |
8,685,000 | 9,564,356 | ||||||
Plains Exploration & Production Co., 6.875%, 02/15/23 |
15,650,000 | 17,880,125 | ||||||
Plains Exploration & Production Co., 7.625%, 06/01/18 |
2,510,000 | 2,641,775 | ||||||
Plains Exploration & Production Co., 8.625%, 10/15/19 |
2,095,000 | 2,383,063 | ||||||
Range Resources Corp., 5.000%, 08/15/22 |
2,880,000 | 3,009,600 | ||||||
Range Resources Corp., 7.250%, 05/01/18 |
2,130,000 | 2,236,500 | ||||||
RDS Ultra-Deepwater Ltd., 11.875%, 03/15/17(b) |
2,000,000 | 2,250,000 | ||||||
SandRidge Energy, Inc., 7.500%, 03/15/21 |
11,420,000 | 12,219,400 | ||||||
SandRidge Energy, Inc., 8.000%, 06/01/18(b) |
3,685,000 | 3,906,100 | ||||||
SandRidge Energy, Inc., 8.750%, 01/15/20 |
6,825,000 | 7,473,375 | ||||||
Seadrill Ltd., 5.625%, 09/15/17(b) |
4,675,000 | 4,639,938 | ||||||
United Refining Co., 10.500%, 02/28/18 |
8,670,000 | 9,406,950 | ||||||
Western Refining, Inc., 11.250%, 06/15/17(b) |
3,795,000 | 4,150,781 | ||||||
WPX Energy, Inc., 6.000%, 01/15/22 |
7,735,000 | 8,334,462 | ||||||
|
|
|||||||
161,593,337 | ||||||||
|
|
|||||||
Oil & Gas Services 1.6% |
||||||||
American Petroleum Tankers LLC, 10.250%, 05/01/15 |
3,571,000 | 3,731,695 | ||||||
Cie Generale de Geophysique - Veritas, 6.500%, 06/01/21 |
8,000,000 | 8,560,000 | ||||||
Hiland Partners LP/Hiland Partners Finance Corp., 7.250%, 10/01/20(b) |
3,190,000 | 3,413,300 | ||||||
Oil States International, Inc., 5.125%, 01/15/23(b) |
5,520,000 | 5,595,900 |
See Notes to Schedules of Portfolio Investments.
Oil States International, Inc., 6.500%, 06/01/19 |
11,185,000 | 11,912,025 | ||||||
|
|
|||||||
33,212,920 | ||||||||
|
|
|||||||
Packaging & Containers 1.1% |
||||||||
Ball Corp., 5.000%, 03/15/22 |
4,240,000 | 4,536,800 | ||||||
Graphic Packaging International, Inc., 9.500%, 06/15/17 |
2,175,000 | 2,349,000 | ||||||
Plastipak Holdings, Inc., 10.625%, 08/15/19(b) |
2,010,000 | 2,296,425 | ||||||
Sealed Air Corp., 6.500%, 12/01/20(b)(e) |
3,025,000 | 3,267,000 | ||||||
Sealed Air Corp., 8.125%, 09/15/19(b) |
5,095,000 | 5,731,875 | ||||||
Sealed Air Corp., 8.375%, 09/15/21(b) |
5,060,000 | 5,781,050 | ||||||
|
|
|||||||
23,962,150 | ||||||||
|
|
|||||||
Pharmaceuticals 1.2% |
||||||||
ConvaTec Healthcare, 10.500%, 12/15/18(b) |
4,850,000 | 5,347,125 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19 |
3,195,000 | 3,406,669 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.000%, 12/15/20 |
2,610,000 | 2,782,912 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22 |
4,460,000 | 4,783,350 | ||||||
Valeant Pharmaceuticals International, 6.500%, 07/15/16(b) |
4,000,000 | 4,205,000 | ||||||
Valeant Pharmaceuticals International, 7.000%, 10/01/20(b) |
3,900,000 | 4,241,250 | ||||||
|
|
|||||||
24,766,306 | ||||||||
|
|
|||||||
Pipelines 1.2% |
||||||||
Access Midstream Partners LP/ACMP Finance Corp., 4.875%, 05/15/23 |
4,420,000 | 4,486,300 | ||||||
Atlas Pipeline Partners LP, 8.750%, 06/15/18 |
3,335,000 | 3,551,775 | ||||||
Atlas Pipeline Partners LP/Atlas Pipeline Finance Corp., 6.625%, 10/01/20(b) |
2,865,000 | 2,965,275 | ||||||
Eagle Rock Energy Partners LP/Eagle Rock Energy Finance Corp., 8.375%, 06/01/19(b) |
3,495,000 | 3,564,900 | ||||||
El Paso Corp., 6.500%, 09/15/20 |
6,885,000 | 7,774,081 | ||||||
El Paso Corp., 7.000%, 06/15/17 |
1,540,000 | 1,759,200 | ||||||
|
|
|||||||
24,101,531 | ||||||||
|
|
|||||||
Real Estate 0.2% |
||||||||
Toys R Us Property Co. LLC, 10.750%, 07/15/17 |
3,280,000 | 3,534,200 | ||||||
|
|
|||||||
Real Estate Investment Trust 1.6% |
||||||||
Felcor Lodging LP, 5.625%, 03/01/23(b) |
5,485,000 | 5,457,575 | ||||||
Host Hotels & Resorts LP, 9.000%, 05/15/17 |
1,115,000 | 1,193,050 | ||||||
MPT Operating Partnership LP/MPT Finance Corp., 6.375%, 02/15/22 |
2,640,000 | 2,772,000 | ||||||
MPT Operating Partnership LP/MPT Finance Corp., 6.875%, 05/01/21 |
7,550,000 | 8,191,750 | ||||||
Reckson Operating Partnership LP, 7.750%, 03/15/20 |
6,005,000 | 7,466,689 | ||||||
Rouse Co. LP (The), 6.750%, 11/09/15 |
7,120,000 | 7,467,100 | ||||||
|
|
|||||||
32,548,164 | ||||||||
|
|
|||||||
Retail 3.8% |
||||||||
AmeriGas Finance LLC/AmeriGas Finance Corp., 7.000%, 05/20/22 |
4,645,000 | 5,167,563 | ||||||
AutoNation, Inc., 5.500%, 02/01/20 |
4,636,000 | 4,977,905 | ||||||
Claires Stores, Inc., 9.000%, 03/15/19(b)(e) |
4,200,000 | 4,504,500 | ||||||
Dufry Finance SCA, 5.500%, 10/15/20(b) |
4,200,000 | 4,347,000 | ||||||
JC Penney Corp., Inc., 5.650%, 06/01/20(e) |
2,305,000 | 1,999,588 | ||||||
JC Penney Corp., Inc., 5.750%, 02/15/18(e) |
2,070,000 | 1,821,600 | ||||||
JC Penney Corp., Inc., 6.375%, 10/15/36 |
4,135,000 | 3,101,250 | ||||||
Limited Brands, Inc., 5.625%, 02/15/22 |
7,220,000 | 7,851,750 | ||||||
Limited Brands, Inc., 6.625%, 04/01/21 |
2,900,000 | 3,320,500 | ||||||
Limited Brands, Inc., 7.000%, 05/01/20 |
2,520,000 | 2,898,000 | ||||||
Penske Automotive Group, Inc., 5.750%, 10/01/22(b) |
3,830,000 | 3,944,900 | ||||||
Phillips-Van Heusen Corp., 7.375%, 05/15/20 |
2,005,000 | 2,248,106 | ||||||
PVH Corp., 4.500%, 12/15/22 |
2,630,000 | 2,656,300 | ||||||
QVC, Inc., 7.500%, 10/01/19(b) |
1,600,000 | 1,765,310 | ||||||
Rite Aid Corp., 7.500%, 03/01/17(e) |
6,000,000 | 6,165,000 | ||||||
Sally Holdings LLC/Sally Capital, Inc., 6.875%, 11/15/19 |
5,925,000 | 6,547,125 | ||||||
Sears Holdings Corp., 6.625%, 10/15/18(e) |
13,335,000 | 12,134,850 | ||||||
Toys R Us, Inc., 7.375%, 10/15/18 |
3,010,000 | 2,739,100 |
See Notes to Schedules of Portfolio Investments.
Toys R Us, Inc., 10.375%, 08/15/17 |
410,000 | 427,425 | ||||||
|
|
|||||||
78,617,772 | ||||||||
|
|
|||||||
Semiconductors 0.2% |
||||||||
Freescale Semiconductor, Inc., 9.250%, 04/15/18(b)(e) |
3,035,000 | 3,315,738 | ||||||
|
|
|||||||
Shipbuilding 0.7% |
||||||||
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18 |
5,995,000 | 6,519,563 | ||||||
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21 |
7,225,000 | 7,857,187 | ||||||
|
|
|||||||
14,376,750 | ||||||||
|
|
|||||||
Software 0.5% |
||||||||
First Data Corp., 6.750%, 11/01/20(b) |
10,015,000 | 10,115,150 | ||||||
|
|
|||||||
Storage/Warehousing 0.4% |
||||||||
Niska Gas Storage US LLC/Niska Gas Storage Canada ULC, 8.875%, 03/15/18 |
8,859,000 | 9,102,623 | ||||||
|
|
|||||||
Telecommunication Services 9.9% |
||||||||
Consolidated Communications Finance Co., 10.875%, 06/01/20(b) |
2,190,000 | 2,409,000 | ||||||
Cricket Communications, Inc., 7.750%, 05/15/16 |
1,535,000 | 1,625,181 | ||||||
GeoEye, Inc., 8.625%, 10/01/16 |
2,055,000 | 2,239,950 | ||||||
Hughes Satellite Systems Corp., 6.500%, 06/15/19 |
2,735,000 | 3,015,338 | ||||||
Hughes Satellite Systems Corp., 7.625%, 06/15/21 |
1,270,000 | 1,444,625 | ||||||
Inmarsat Finance PLC, 7.375%, 12/01/17(b) |
5,890,000 | 6,331,750 | ||||||
Integra Telecom, Inc., 10.750%, 04/15/16(b) |
13,012,000 | 13,597,540 | ||||||
Intelsat Jackson Holdings SA, 7.250%, 04/01/19 |
4,000,000 | 4,300,000 | ||||||
Intelsat Jackson Holdings SA, 7.250%, 10/15/20 |
5,000,000 | 5,437,500 | ||||||
Intelsat Jackson Holdings SA, 7.500%, 04/01/21 |
4,340,000 | 4,784,850 | ||||||
Intelsat Jackson Holdings SA, 8.500%, 11/01/19(e) |
850,000 | 952,000 | ||||||
Level 3 Financing, Inc., 8.125%, 07/01/19 |
4,010,000 | 4,370,900 | ||||||
Level 3 Financing, Inc., 8.625%, 07/15/20 |
4,065,000 | 4,512,150 | ||||||
Level 3 Financing, Inc., 9.375%, 04/01/19 |
7,000,000 | 7,822,500 | ||||||
NII Capital Corp., 7.625%, 04/01/21(f) |
8,338,000 | 6,316,035 | ||||||
NII Capital Corp., 8.875%, 12/15/19 |
3,825,000 | 3,040,875 | ||||||
PAETEC Holding Corp., 8.875%, 06/30/17 |
3,005,000 | 3,222,863 | ||||||
Sable International Finance Ltd., 8.750%, 02/01/20(b)(e) |
3,515,000 | 4,024,675 | ||||||
Satmex Escrow SA de CV, 9.500%, 05/15/17 |
5,875,000 | 6,168,750 | ||||||
SBA Telecommunications, Inc., 5.750%, 07/15/20(b) |
9,125,000 | 9,695,313 | ||||||
Sprint Capital Corp., 6.875%, 11/15/28(f) |
11,095,000 | 11,538,800 | ||||||
Sprint Capital Corp., 6.900%, 05/01/19(f) |
4,168,000 | 4,543,120 | ||||||
Sprint Capital Corp., 8.750%, 03/15/32(f) |
8,005,000 | 9,786,112 | ||||||
Sprint Nextel Corp., 6.000%, 12/01/16(f) |
9,430,000 | 10,255,125 | ||||||
Sprint Nextel Corp., 7.000%, 08/15/20(f) |
11,155,000 | 12,186,837 | ||||||
Sprint Nextel Corp., 8.375%, 08/15/17(f) |
4,000,000 | 4,650,000 | ||||||
Sprint Nextel Corp., 11.500%, 11/15/21 |
65,000 | 88,400 | ||||||
TW Telecom Holdings, Inc., 5.375%, 10/01/22(b) |
5,730,000 | 6,002,175 | ||||||
UPC Holding BV, 9.875%, 04/15/18(b)(e) |
3,600,000 | 4,068,000 | ||||||
UPCB Finance V Ltd., 7.250%, 11/15/21(b) |
2,100,000 | 2,310,000 | ||||||
US West Capital Funding, Inc., 6.875%, 07/15/28 |
5,940,000 | 6,054,161 | ||||||
US West Communications, 7.250%, 10/15/35 |
5,485,000 | 5,799,291 | ||||||
ViaSat Inc., 6.875%, 06/15/20(b) |
4,130,000 | 4,315,850 | ||||||
ViaSat, Inc., 6.875%, 06/15/20 |
5,130,000 | 5,360,850 | ||||||
West Corp., 7.875%, 01/15/19 |
2,250,000 | 2,328,750 | ||||||
West Corp., 8.625%, 10/01/18 |
2,690,000 | 2,817,775 | ||||||
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17(b) |
8,134,329 | 7,837,539 | ||||||
Wind Acquisition Finance SA, 7.250%, 02/15/18(b) |
10,405,000 | 10,535,062 | ||||||
|
|
|||||||
205,789,642 | ||||||||
|
|
|||||||
Textiles 0.2% |
||||||||
Mohawk Industries, Inc., 6.375%, 01/15/16 |
3,605,000 | 4,055,625 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Transportation 1.1% |
| |||||||
Bristow Group, Inc., 6.250%, 10/15/22 |
3,325,000 | 3,557,750 | ||||||
CHC Helicopter SA, 9.250%, 10/15/20 |
18,125,000 | 19,076,562 | ||||||
|
|
|||||||
22,634,312 | ||||||||
|
|
|||||||
Total Corporate Bonds (Cost $1,664,919,797) |
|
1,801,492,174 | ||||||
|
|
|||||||
U.S. Treasury Obligations 0.1% |
||||||||
U.S. Treasury Bill 0.1% |
||||||||
0.000%, 01/10/13(f) |
800,000 | 799,994 | ||||||
0.000%, 01/31/13(f) |
500,000 | 499,989 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $1,299,990) |
|
1,299,983 | ||||||
|
|
|||||||
Convertible Preferred Stock 0.5% |
||||||||
Auto Manufacturers 0.5% |
||||||||
General Motors Co., Series B, 4.750%, 12/01/13(e) |
256,940 | 11,338,762 | ||||||
|
|
|||||||
Total Convertible Preferred Stock (Cost $10,925,846) |
|
11,338,762 | ||||||
|
|
|||||||
Short-Term Investment 6.1% |
||||||||
RidgeWorth Funds Securities Lending Joint Account(h) |
126,467,233 | 126,467,233 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $126,467,233) |
|
126,467,233 | ||||||
|
|
|||||||
Money Market Fund 7.6% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.01%(i) |
157,608,573 | 157,608,573 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $157,608,573) |
|
157,608,573 | ||||||
|
|
|||||||
Total Investments (Cost $2,042,319,113) 104.8% |
2,179,526,367 | |||||||
Liabilities in Excess of Other Assets (4.8)% |
(100,789,021 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 2,078,737,346 | ||||||
|
|
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 38.2% of net assets as of December 31, 2012. |
(c) | Less than 0.05% of Net Assets. |
(d) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(e) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $123,644,330. |
(f) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(g) | Security is perpetual in nature and has no stated maturity. |
(h) | 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, 2012 (See Note 2 (i)). |
(i) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
LP | Limited Partnership | |
MTN | Medium Term Note | |
PIK | Payment in-kind | |
ULC | Unlimited Liability Company |
See Notes to Schedules of Portfolio Investments.
Credit Default Swap Agreement Buy Protection
At December 31, 2012, the Funds open swap agreement was as follows:
Underlying Instrument |
Counterparty | Notional Amount |
Fixed Rate |
Expiration Date |
Implied
Credit Spread* |
Upfront Payments Made |
Value | Unrealized Appreciation |
||||||||||||||||||||||||
CDX.NA.HY.18 |
JPMorgan | $ | 19,800,000 | 5.000 | % | 06/20/17 | 4.626 | % | $ | (389,487 | ) | $ | (286,262 | ) | $ | 103,225 |
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.
The value column indicates the impact each respective swap agreement has on the Funds net assets at December 31, 2012.
* | Implied credit spreads serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular reference entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entitys credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
At December 31, 2012, liquid assets totaling $347,995 have been designated as collateral for open credit default swap agreements.
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Short-Term Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Asset-Backed Securities 7.3% |
| |||||||
Automobiles 5.5% |
| |||||||
Bank of America Auto Trust, Series 2012-1, Cl A3, 0.780%, 06/15/16 |
1,000,000 | 1,004,434 | ||||||
Ford Credit Auto Owner Trust, Series 2012-A, Cl A3, 0.840%, 08/15/16 |
1,525,000 | 1,532,956 | ||||||
Harley-Davidson Motorcycle Trust, Series 2011-2, Cl A3, 1.110%, 09/15/16 |
2,855,000 | 2,875,539 | ||||||
Hyundai Auto Receivables Trust, Series 2011-B, Cl A4, 1.650%, 02/15/17 |
1,180,000 | 1,203,521 | ||||||
Volkswagen Auto Loan Enhanced Trust, Series 2012-1, Cl A3, 0.850%, 08/22/16 |
1,295,000 | 1,302,590 | ||||||
|
|
|||||||
7,919,040 | ||||||||
|
|
|||||||
Other 1.8% |
||||||||
GE Equipment Transportation LLC, Series 2011-1, Cl A3, 1.000%, 10/20/14 |
1,158,308 | 1,160,728 | ||||||
John Deere Owner Trust, Series 2011-A, Cl A3, 1.290%, 01/15/16 |
1,395,754 | 1,403,041 | ||||||
|
|
|||||||
2,563,769 | ||||||||
|
|
|||||||
Total Asset-Backed Securities (Cost $10,409,321) |
|
10,482,809 | ||||||
|
|
|||||||
Collateralized Mortgage Obligations 22.0% |
||||||||
Agency Collateralized Mortgage Obligations 5.6% |
||||||||
Federal National Mortgage Association | ||||||||
Series 2009-37, Cl HA, 4.000%, 04/25/19 |
1,373,536 | 1,449,963 | ||||||
Series 2011-38, Cl AH, 2.750%, 05/25/20 |
3,571,625 | 3,689,717 | ||||||
Series 2012-M9, Cl ASQ2, 1.513%, 12/25/17 |
2,850,000 | 2,910,574 | ||||||
|
|
|||||||
8,050,254 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Securities 15.4% |
||||||||
Banc of America Commercial Mortgage, Inc. | ||||||||
Series 2004-1, Cl A4, 4.760%, 11/10/39 |
1,285,000 | 1,327,390 | ||||||
Series 2004-3, Cl A5, 5.555%, 06/10/39(a) |
3,719,561 | 3,945,305 | ||||||
Series 2005-2, Cl AM, 4.913%, 07/10/43(a) |
2,105,000 | 2,272,867 | ||||||
|
|
|||||||
7,545,562 | ||||||||
|
|
|||||||
Citigroup Commercial Mortgage Trust | ||||||||
Series 2004-C1, Cl A3, 5.251%, 04/15/40(a) |
1,868,159 | 1,887,444 | ||||||
|
|
|||||||
Commercial Mortgage Pass-Through Certificates | ||||||||
Series 2001-J2A, Cl A2, 6.096%, 07/16/34(b) |
12,159 | 12,156 | ||||||
|
|
|||||||
CS First Boston Mortgage Securities Corp. | ||||||||
Series 2004-C5, Cl A3, 4.499%, 11/15/37 |
1,505,009 | 1,504,634 | ||||||
Series 2005-C5, Cl AM, 5.100%, 08/15/38(a) |
2,095,000 | 2,300,333 | ||||||
|
|
|||||||
3,804,967 | ||||||||
|
|
|||||||
GE Capital Commercial Mortgage Corp. | ||||||||
Series 2004-C2, Cl A3, 4.641%, 03/10/40 |
393,726 | 398,876 | ||||||
|
|
|||||||
JPMorgan Chase Commercial Mortgage Securities | ||||||||
Series 2005-LDP1, Cl A2, 4.625%, 03/15/46 |
901,582 | 903,113 | ||||||
|
|
|||||||
LB-UBS Commercial Mortgage Trust | ||||||||
Series 2004-C4, Cl A4, 5.542%, 06/15/29(a) |
2,370,000 | 2,518,315 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Wachovia Bank Commercial Mortgage Trust | ||||||||
Series 2005-C16, Cl A2, 4.380%, 10/15/41 |
645,168 | 644,900 | ||||||
Series 2005-C22, Cl A4, 5.298%, 12/15/44(a) |
3,800,000 | 4,237,437 | ||||||
|
|
|||||||
4,882,337 | ||||||||
|
|
|||||||
21,952,770 | ||||||||
|
|
|||||||
Whole Loan Collateral Mortgage Obligation 1.0% |
||||||||
FDIC Structured Sale Guaranteed Notes | ||||||||
Series 2010-L2A, Cl A, 3.000%, 09/30/19(b) |
1,406,264 | 1,442,739 | ||||||
|
|
|||||||
Total Collateralized Mortgage Obligation (Cost $30,496,235) |
|
31,445,763 | ||||||
|
|
|||||||
Corporate Bonds 43.9% |
||||||||
Auto Manufacturers 2.4% |
||||||||
Daimler Finance North America LLC, 1.650%, 04/10/15(b) |
1,800,000 | 1,822,079 | ||||||
Kia Motors Corp., 3.625%, 06/14/16(b) |
500,000 | 524,120 | ||||||
Volkswagen International Finance, 0.912%, 11/20/14(a)(b) |
1,020,000 | 1,019,623 | ||||||
|
|
|||||||
3,365,822 | ||||||||
|
|
|||||||
Banks 11.7% |
||||||||
American Express Centurion Bank, 0.875%, 11/13/15 |
835,000 | 834,386 | ||||||
Bank of Montreal, 0.800%, 11/06/15, MTN |
1,640,000 | 1,637,653 | ||||||
Bank of Nova Scotia, 0.810%, 02/10/14 |
1,705,000 | 1,710,054 | ||||||
Branch Banking & Trust Co., 0.630%, 09/13/16(a) |
1,630,000 | 1,604,640 | ||||||
Capital One Financial Corp., 7.375%, 05/23/14 |
920,000 | 1,000,802 | ||||||
Commonwealth Bank of Australia, 1.950%, 03/16/15 |
1,550,000 | 1,590,519 | ||||||
Fifth Third Bank, 0.421%, 05/17/13(a) |
1,405,000 | 1,404,656 | ||||||
Goldman Sachs Group, Inc. (The), 3.300%, 05/03/15 |
1,490,000 | 1,552,963 | ||||||
JPMorgan Chase & Co., 3.150%, 07/05/16 |
1,505,000 | 1,594,472 | ||||||
PNC Funding Corp., 5.400%, 06/10/14 |
1,265,000 | 1,349,217 | ||||||
Wells Fargo & Co., 3.676%, 06/15/16 |
2,195,000 | 2,373,023 | ||||||
|
|
|||||||
16,652,385 | ||||||||
|
|
|||||||
Beverages 1.5% |
||||||||
Anheuser-Busch InBev Worldwide, Inc., 0.800%, 07/15/15 |
1,290,000 | 1,293,375 | ||||||
Dr. Pepper Snapple Group, Inc., 2.900%, 01/15/16 |
840,000 | 885,087 | ||||||
|
|
|||||||
2,178,462 | ||||||||
|
|
|||||||
Chemicals 0.7% |
||||||||
Dow Chemical Co. (The), 5.900%, 02/15/15 |
920,000 | 1,014,970 | ||||||
|
|
|||||||
Commercial Services 0.2% |
||||||||
ERAC USA Finance LLC, 1.400%, 04/15/16(b) |
335,000 | 337,246 | ||||||
|
|
|||||||
Computers 0.6% |
||||||||
Hewlett-Packard Co., 1.250%, 09/13/13 |
860,000 | 859,990 | ||||||
|
|
|||||||
Diversified Financial Services 7.4% |
||||||||
Caterpillar Financial Services Corp., 4.625%, 06/01/15 |
990,000 | 1,081,464 | ||||||
Citigroup, Inc., 5.500%, 04/11/13 |
1,610,000 | 1,626,588 | ||||||
General Electric Capital Corp., 1.000%, 12/11/15 |
1,130,000 | 1,134,547 | ||||||
General Electric Capital Corp., 4.875%, 03/04/15, MTN |
740,000 | 801,361 | ||||||
Hyundai Capital America, 1.625%, 10/02/15(b) |
805,000 | 809,837 | ||||||
Merrill Lynch & Co., Inc., Series C, 5.000%, 02/03/14, Series C, MTN |
1,485,000 | 1,545,361 | ||||||
Morgan Stanley, 4.200%, 11/20/14 |
1,430,000 | 1,492,048 | ||||||
TD AMERITRADE Holding Corp., 4.150%, 12/01/14 |
1,140,000 | 1,214,956 | ||||||
Woodside Finance Ltd., 4.500%, 11/10/14(b) |
795,000 | 840,885 | ||||||
|
|
|||||||
10,547,047 | ||||||||
|
|
|||||||
Electric 1.7% |
||||||||
Dominion Resources, Inc., Series A, 1.400%, 09/15/17, Series A |
1,005,000 | 1,005,176 | ||||||
Duke Energy Corp., 6.300%, 02/01/14 |
765,000 | 810,476 |
See Notes to Schedules of Portfolio Investments.
NextEra Energy Capital Holdings, Inc., 1.611%, 06/01/14 |
655,000 | 662,058 | ||||||
|
|
|||||||
2,477,710 | ||||||||
|
|
|||||||
Food 0.6% |
||||||||
General Mills, Inc., 5.200%, 03/17/15 |
450,000 | 494,228 | ||||||
Kraft Foods Group, Inc., 1.625%, 06/04/15(b) |
410,000 | 417,285 | ||||||
|
|
|||||||
911,513 | ||||||||
|
|
|||||||
Healthcare - Services 0.2% |
||||||||
UnitedHealth Group, Inc., 1.875%, 11/15/16 |
340,000 | 350,129 | ||||||
|
|
|||||||
Holding Companies-Diversified 0.8% |
||||||||
EnCana Holdings Finance Corp., 5.800%, 05/01/14 |
1,120,000 | 1,190,547 | ||||||
|
|
|||||||
Housewares 0.2% |
||||||||
Newell Rubbermaid, Inc., 2.050%, 12/01/17 |
210,000 | 212,793 | ||||||
|
|
|||||||
Insurance 3.9% |
||||||||
Berkley (WR) Corporation, 5.875%, 02/15/13 |
1,000,000 | 1,005,924 | ||||||
Berkshire Hathaway Finance Corp., 1.600%, 05/15/17 |
625,000 | 637,049 | ||||||
MetLife, Inc., 6.750%, 06/01/16 |
880,000 | 1,042,225 | ||||||
Metropolitan Life Global Funding I, 1.700%, 06/29/15(b) |
1,145,000 | 1,168,802 | ||||||
Prudential Covered Trust 2012-1, 2.997%, 09/30/15(b) |
1,648,250 | 1,709,255 | ||||||
|
|
|||||||
5,563,255 | ||||||||
|
|
|||||||
Internet 0.6% |
||||||||
Amazon.com, Inc., 0.650%, 11/27/15 |
800,000 | 799,518 | ||||||
|
|
|||||||
Media 2.0% |
||||||||
CBS Corp., 1.950%, 07/01/17 |
255,000 | 259,791 | ||||||
Comcast Corp., 5.300%, 01/15/14 |
915,000 | 960,003 | ||||||
Time Warner Cable, Inc., 6.200%, 07/01/13 |
710,000 | 729,489 | ||||||
Viacom, Inc., 1.250%, 02/27/15 |
885,000 | 893,640 | ||||||
|
|
|||||||
2,842,923 | ||||||||
|
|
|||||||
Mining 1.3% |
||||||||
Rio Tinto Alcan, Inc., 5.200%, 01/15/14 |
1,745,000 | 1,822,349 | ||||||
|
|
|||||||
Oil & Gas 0.8% |
||||||||
Devon Energy Corp., 1.875%, 05/15/17 |
390,000 | 397,577 | ||||||
Petrohawk Energy Corp., 7.250%, 08/15/18 |
695,000 | 784,618 | ||||||
|
|
|||||||
1,182,195 | ||||||||
|
|
|||||||
Oil & Gas Services 0.7% |
||||||||
National Oilwell Varco, Inc., 1.350%, 12/01/17 |
1,010,000 | 1,016,428 | ||||||
|
|
|||||||
Pharmaceuticals 0.9% |
||||||||
McKesson Corp., 0.950%, 12/04/15 |
305,000 | 305,429 | ||||||
McKesson Corp., 6.500%, 02/15/14 |
850,000 | 904,723 | ||||||
|
|
|||||||
1,210,152 | ||||||||
|
|
|||||||
Pipelines 1.1% |
||||||||
Enterprise Products Operating LLC, Series M, 5.650%, 04/01/13 |
1,250,000 | 1,263,939 | ||||||
Williams Partners LP, 3.800%, 02/15/15 |
260,000 | 274,920 | ||||||
|
|
|||||||
1,538,859 | ||||||||
|
|
|||||||
Semiconductors 0.6% |
||||||||
Intel Corp., 1.350%, 12/15/17 |
895,000 | 894,741 | ||||||
|
|
|||||||
Telecommunication Services 3.7% |
||||||||
AT&T, Inc., 2.500%, 08/15/15 |
1,840,000 | 1,918,344 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 |
2,260,000 | 2,372,421 | ||||||
Corning, Inc., 1.450%, 11/15/17 |
1,000,000 | 1,003,934 | ||||||
|
|
|||||||
5,294,699 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Transportation 0.3% |
| |||||||
Burlington Northern Santa Fe LLC, 7.000%, 02/01/14 |
420,000 | 448,353 | ||||||
|
|
|||||||
Total Corporate Bonds (Cost $61,849,298) |
|
62,712,086 | ||||||
|
|
|||||||
Municipal Bond 1.9% |
||||||||
New Jersey 1.9% |
||||||||
New Jersey Economic Development Authority, RB, BAB, 1.308%, 06/15/13(a) |
2,675,000 | 2,680,725 | ||||||
|
|
|||||||
Total Municipal Bond (Cost $2,675,000) |
|
2,680,725 | ||||||
|
|
|||||||
U.S. Government Agency Mortgages 15.7% |
||||||||
Federal Home Loan Mortgage Corporation | ||||||||
Pool #847276, 2.524%, 04/01/34(a) |
434,532 | 460,715 | ||||||
Pool #1B7142, 2.958%, 09/01/36(a) |
851,869 | 913,489 | ||||||
|
|
|||||||
1,374,204 | ||||||||
|
|
|||||||
Federal National Mortgage Association | ||||||||
Pool #555162, 4.820%, 01/01/13 |
64,544 | 64,600 | ||||||
Pool #555290, 4.827%, 02/01/13 |
695,632 | 696,214 | ||||||
Pool #873294, 5.100%, 02/01/13 |
1,037,680 | 1,041,015 | ||||||
Pool #735065, 4.460%, 08/01/13 |
1,126,756 | 1,127,751 | ||||||
Pool #555910, 4.920%, 10/01/13 |
2,335,090 | 2,342,390 | ||||||
Pool #725877, 5.250%, 09/01/14 |
292,777 | 305,987 | ||||||
Pool #466534, 2.040%, 11/01/15 |
3,605,000 | 3,738,387 | ||||||
Pool #466598, 2.180%, 11/01/15 |
2,055,000 | 2,134,278 | ||||||
Pool #462085, 5.315%, 11/01/15 |
1,664,922 | 1,849,294 | ||||||
Pool #745889, 5.970%, 08/01/16 |
4,717,687 | 5,360,317 | ||||||
Pool #555844, 2.290%, 10/01/33(a) |
311,855 | 332,447 | ||||||
Pool #822302, 2.939%, 05/01/35(a) |
1,938,753 | 2,067,286 | ||||||
|
|
|||||||
21,059,966 | ||||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $21,509,220) |
|
22,434,170 | ||||||
|
|
|||||||
U.S. Treasury Obligations 2.8% |
||||||||
U.S. Treasury Notes 2.8% |
||||||||
0.750%, 10/31/17 |
75,000 | 75,246 | ||||||
0.625%, 11/30/17 |
3,970,000 | 3,956,665 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $4,047,298) |
|
4,031,911 | ||||||
|
|
|||||||
Money Market Fund 5.5% |
||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.04%(c) |
7,858,097 | 7,858,097 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $7,858,097) |
|
7,858,097 | ||||||
|
|
|||||||
Total Investments (Cost $138,844,469) 99.1% |
141,645,561 | |||||||
Other Assets in Excess of Liabilities 0.9% |
1,356,329 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 143,001,890 | ||||||
|
|
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 7.1% of net assets as of December 31, 2012. |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
See Notes to Schedules of Portfolio Investments.
BAB | Build America Bonds | |
LP | Limited Partnership | |
MTN | Medium Term Note | |
RB | Revenue Bond |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Short-Term Municipal Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Municipal Bonds 88.1% |
| |||||||
California 4.3% |
| |||||||
Contra Costa Transportation Authority, Series B, RB, 5.000%, 03/01/22 |
400,000 | 489,364 | ||||||
|
|
|||||||
Florida 10.7% |
||||||||
Martin County Consolidated Utilities System Revenue, RB, 5.000%, 10/01/28, Pre-refunded 10/01/2013 @ 100, AMBAC |
500,000 | 517,630 | ||||||
Miami-Dade County FL Aviation Revenue, Series A, AMT, RB, 5.000%, 10/01/20 |
200,000 | 236,566 | ||||||
Tampa, RB, 5.000%, 09/01/19 |
400,000 | 471,072 | ||||||
|
|
|||||||
1,225,268 | ||||||||
|
|
|||||||
Hawaii 3.8% |
||||||||
Hawaii State, GO, 5.000%, 05/01/15 |
400,000 | 441,308 | ||||||
|
|
|||||||
Illinois 5.5% |
||||||||
Illinois State, Series B, RB, 5.000%, 06/15/19 |
575,000 | 633,863 | ||||||
|
|
|||||||
Kansas 4.4% |
||||||||
Kansas Development Finance Authority, RB, 5.000%, 06/01/13 |
500,000 | 509,770 | ||||||
|
|
|||||||
Maryland 9.0% |
||||||||
Baltimore County, GO, 5.000%, 08/01/15 |
400,000 | 446,728 | ||||||
Maryland State Transportation Authority, Transportation Facilities Project, RB, 5.000%, 07/01/23 |
500,000 | 585,510 | ||||||
|
|
|||||||
1,032,238 | ||||||||
|
|
|||||||
Michigan 6.9% |
||||||||
Michigan Finance Authority, Series B, RB, 5.000%, 07/01/23 |
750,000 | 798,795 | ||||||
|
|
|||||||
Nebraska 4.4% |
||||||||
Nebraska Public Power District, Series B, RB, 5.000%, 01/01/13 |
500,000 | 500,000 | ||||||
|
|
|||||||
New Jersey 7.9% |
||||||||
New Jersey Higher Education Student Assistance Authority, AMT, RB, 4.000%, 12/01/17 |
400,000 | 432,044 | ||||||
New Jersey State Turnpike Authority, Series B, RB, 5.000%, 01/01/19 |
400,000 | 476,500 | ||||||
|
|
|||||||
908,544 | ||||||||
|
|
|||||||
New York 3.8% |
||||||||
New York State Dormitory Authority, Series A, RB, 5.000%, 03/15/15 |
400,000 | 439,744 | ||||||
|
|
|||||||
Ohio 8.6% |
||||||||
Columbus, Series A, GO, 3.000%, 02/15/14 |
450,000 | 463,680 | ||||||
Ohio State Water Development Authority, RB, 4.750%, 12/01/22, Pre-refunded 06/01/2014 @ 100 |
500,000 | 531,075 | ||||||
|
|
|||||||
994,755 | ||||||||
|
|
|||||||
Oklahoma 3.7% |
||||||||
Oklahoma City, GO, 4.000%, 03/01/15 |
400,000 | 430,432 | ||||||
|
|
|||||||
Pennsylvania 4.4% |
||||||||
Pennsylvania Economic Development Financing Authority, RB, 5.000%, 07/01/22 |
450,000 | 510,777 | ||||||
|
|
|||||||
Tennessee 3.6% |
||||||||
Hamilton County, Series A, GO, 4.000%, 01/01/14 |
400,000 | 415,012 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Texas 7.1% |
| |||||||
Dallas, GO, 5.000%, 02/15/13 |
300,000 | 301,764 | ||||||
Lower Colorado River Authority, RB, 5.000%, 05/15/13 |
500,000 | 508,830 | ||||||
|
|
|||||||
810,594 | ||||||||
|
|
|||||||
Total Municipal Bonds (Cost $10,041,914) |
|
10,140,464 | ||||||
|
|
|||||||
Money Market Fund 10.2% |
||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(a) |
1,173,872 | 1,173,872 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $1,173,872) |
|
1,173,872 | ||||||
|
|
|||||||
Total Investments (Cost $11,215,786) 98.3% |
11,314,336 | |||||||
Other Assets in Excess of Liabilities 1.7% |
196,504 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 11,510,840 | ||||||
|
|
(a) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | Income subject to Alternative Minimum Tax | |
GO | General Obligation | |
RB | Revenue Bond |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Short-Term U.S. Treasury Securities Fund
Shares or Principal Amount($) |
Value($) | |||||||
U.S. Treasury Obligations 99.3% |
| |||||||
U.S. Treasury Notes 99.3% |
| |||||||
3.125%, 04/30/13 |
630,000 | 636,226 | ||||||
1.125%, 06/15/13 |
3,125,000 | 3,139,160 | ||||||
2.000%, 11/30/13 |
1,170,000 | 1,189,286 | ||||||
0.375%, 11/15/14 |
1,000,000 | 1,002,344 | ||||||
2.375%, 02/28/15 |
720,000 | 752,400 | ||||||
2.500%, 04/30/15 |
3,205,000 | 3,368,256 | ||||||
1.750%, 07/31/15 |
1,795,000 | 1,860,629 | ||||||
0.750%, 06/30/17 |
1,425,000 | 1,433,462 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $13,257,471) |
|
13,381,763 | ||||||
|
|
|||||||
Money Market Fund 1.4% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a) |
188,775 | 188,775 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $188,775) |
|
188,775 | ||||||
|
|
|||||||
Total Investments (Cost $13,446,246) 100.7% |
13,570,538 | |||||||
Liabilities in Excess of Other Assets (0.7)% |
(93,430 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 13,477,108 | ||||||
|
|
(a) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Total Return Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Asset-Backed Securities 1.7% |
| |||||||
Credit Card 0.2% |
| |||||||
Cabelas Master Credit Card Trust, Series 2012-1A, Cl A1, 1.630%, 02/18/20(a) |
3,117,000 | 3,195,620 | ||||||
|
|
|||||||
Home Equity 0.7% |
||||||||
Ameriquest Mortgage Securities, Inc., Series 2005-R5, Cl M1, 0.640%, 07/25/35(b) |
4,743,812 | 4,623,438 | ||||||
HSBC Home Equity Loan Trust, Series 2005-1, Cl M, 0.741%, 01/20/34(b) |
1,937,441 | 1,876,065 | ||||||
HSBC Home Equity Loan Trust, Series 2006-2, Cl A1, 0.361%, 03/20/36(b) |
3,569,875 | 3,519,532 | ||||||
|
|
|||||||
10,019,035 | ||||||||
|
|
|||||||
Manufactured Housing 0.4% |
||||||||
Newcastle Investment Trust, Series 2010-MH1, Cl M1, 6.000%, 07/19/19(a) |
4,660,000 | 4,921,840 | ||||||
|
|
|||||||
Other 0.4% |
||||||||
Dominos Pizza Master Issuer LLC, Series 2012-1A, Cl A2, 5.216%, 01/25/42(a) |
4,660,968 | 5,237,879 | ||||||
|
|
|||||||
Total Asset-Backed Securities (Cost $21,959,709) |
|
23,374,374 | ||||||
|
|
|||||||
Collateralized Mortgage Obligations 9.8% |
||||||||
Agency Collateralized Mortgage Obligations 5.4% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 3768, Cl CB, 3.500%, 12/15/25 |
2,366,874 | 2,561,734 | ||||||
Series 3774, Cl EW, 3.500%, 12/15/25 |
2,443,855 | 2,645,637 | ||||||
Series 3775, Cl EM, 3.500%, 11/15/25 |
4,282,530 | 4,720,453 | ||||||
Series 3800, Cl CB, 3.500%, 02/15/26 |
2,820,000 | 3,071,059 | ||||||
Series 3806, Cl L, 3.500%, 02/15/26 |
8,118,442 | 8,834,951 | ||||||
Series 3825, Cl CB, 3.500%, 03/15/26 |
133,000 | 143,750 | ||||||
Series 3829, Cl BE, 3.500%, 03/15/26 |
3,634,000 | 3,932,290 | ||||||
Series 3841, Cl GW, 3.500%, 04/15/26 |
150,000 | 161,483 | ||||||
Series 3877, Cl LM, 3.500%, 06/15/26 |
1,412,000 | 1,541,757 | ||||||
Series 3942, Cl KB, 3.000%, 10/15/26 |
4,411,556 | 4,724,013 | ||||||
Series 3950, Cl YB,, 3.000%, 11/15/26 |
1,418,603 | 1,520,461 | ||||||
Series 3978, Cl B, 3.000%, 12/15/26 |
4,636,000 | 4,968,485 | ||||||
Series 4034, Cl B, 3.500%, 04/15/27 |
1,653,521 | 1,791,279 | ||||||
Series 4065, Cl CL, 3.000%, 06/15/27 |
1,902,575 | 2,018,777 | ||||||
Series 4077, Cl B,, 3.000%, 07/15/27 |
1,718,283 | 1,821,500 | ||||||
|
|
|||||||
44,457,629 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2010-144, Cl YB, 3.000%, 12/25/25 |
6,445,471 | 6,950,396 | ||||||
Series 2011-124, Cl BC, 3.500%, 12/25/21 |
2,183,370 | 2,414,185 | ||||||
Series 2011-36, Cl DB, 3.000%, 05/25/26 |
5,892,120 | 6,293,185 | ||||||
Series 2011-44, Cl EB, 3.000%, 05/25/26 |
5,208,000 | 5,567,060 | ||||||
Series 2011-46, Cl B, 3.000%, 05/25/26 |
1,766,000 | 1,873,191 | ||||||
Series 2012-17, Cl BC, 3.500%, 03/25/27 |
4,687,240 | 5,114,904 | ||||||
|
|
|||||||
28,212,921 | ||||||||
|
|
|||||||
72,670,550 | ||||||||
|
|
|||||||
Agency Collateralized Planned Amortization Class Mortgage Obligations 0.6% |
||||||||
Federal Home Loan Mortgage Corporation |
See Notes to Schedules of Portfolio Investments.
Series 3769, Cl PN, 3.500%, 12/15/25 |
1,335,000 | 1,448,160 | ||||||
Series 3959, Cl PB, 3.000%, 11/15/26 |
4,683,638 | 5,018,017 | ||||||
|
|
|||||||
6,466,177 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2011-89, Cl BT, 3.500%, 09/25/26 |
600,000 | 642,466 | ||||||
|
|
|||||||
7,108,643 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Securities 3.8% |
||||||||
Banc of America Commercial Mortgage, Inc. |
||||||||
Series 2005-3, Cl A3B, 5.090%, 07/10/43(b) |
3,987,000 | 4,197,605 | ||||||
Series 2005-6, Cl AM, 5.189%, 09/10/47(b) |
3,377,000 | 3,730,410 | ||||||
|
|
|||||||
7,928,015 | ||||||||
|
|
|||||||
GS Mortgage Securities Corp. II |
||||||||
Series 2012-ALOH, Cl A, 3.551%, 04/10/34(a) |
8,355,000 | 9,025,322 | ||||||
Series 2012-BWTR, Cl A, 2.954%, 11/05/34(a) |
1,700,000 | 1,726,899 | ||||||
Series 2012-BWTR, Cl B, 3.255%, 11/05/34(a) |
2,890,000 | 2,936,087 | ||||||
|
|
|||||||
13,688,308 | ||||||||
|
|
|||||||
JP Morgan Chase Commercial Mortgage Securities Corp. |
||||||||
Series 2005-LDP3, Cl A4B, 4.996%, 08/15/42(b) |
1,796,000 | 1,956,338 | ||||||
Series 2010-C2, Cl C, 5.526%, 11/15/43(a)(b) |
2,247,000 | 2,555,877 | ||||||
|
|
|||||||
4,512,215 | ||||||||
|
|
|||||||
LB-UBS Commercial Mortgage Trust |
||||||||
Series 2005-C3, Cl AM, 4.794%, 07/15/40 |
2,100,000 | 2,261,490 | ||||||
Series 2006-C1, Cl AM, 5.217%, 02/15/31(b) |
3,315,000 | 3,654,957 | ||||||
|
|
|||||||
5,916,447 | ||||||||
|
|
|||||||
Merrill Lynch Mortgage Trust |
||||||||
Series 2005-LC1, Cl AM, 5.310%, 01/12/44(b) |
391,000 | 432,114 | ||||||
|
|
|||||||
Morgan Stanley Capital I Trust 2011-C2 |
||||||||
Series 2011-C2, Cl A3, 4.210%, 06/15/44(a) |
2,893,000 | 3,261,684 | ||||||
|
|
|||||||
Morgan Stanley Reremic Trust |
||||||||
Series 2010-HQ4B, Cl A7A, 4.970%, 04/16/40(a) |
3,500,000 | 3,674,685 | ||||||
|
|
|||||||
RBSCF Trust |
||||||||
Series 2010-RR3, Cl MS4A, 4.970%, 04/16/40(a)(b) |
5,960,000 | 6,257,505 | ||||||
|
|
|||||||
Wachovia Bank Commercial Mortgage Trust |
||||||||
Series 2005-C20, Cl AMFX, 5.179%, 07/15/42(b) |
2,175,000 | 2,382,543 | ||||||
Series 2005-C21, Cl AM, 5.240%, 10/15/44(b) |
3,142,000 | 3,465,836 | ||||||
|
|
|||||||
5,848,379 | ||||||||
|
|
|||||||
51,519,352 | ||||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $121,498,675) |
131,298,545 | |||||||
|
|
|||||||
Bank Loans 5.7% |
||||||||
Aerospace/Defense 0.2% |
||||||||
AM General LLC, Term Loan, 3.207%, 09/30/13(a)(b) |
144,778 | 140,435 | ||||||
AWAS Finance Luxembourg 2012 S.A., New Term Loan, 4.750%, 07/16/18(a)(b) |
94,102 | 94,730 | ||||||
Consolidated Precision Products Corp., 1st Lien Term Loan, 12/20/19(b)(c)(d) |
175,000 | 175,438 | ||||||
DAE Aviation Holdings, Inc., Term Loan B, 6.250%, 10/29/18(a)(b) |
133,839 | 135,177 | ||||||
DAE Aviation Holdings, Inc., New Term Loan B2, 6.250%, 11/02/18(a)(b) |
60,674 | 61,280 | ||||||
Fly Funding II S.A.R.L., Term Loan B, 5.750%, 08/08/18(a)(b) |
148,125 | 148,495 | ||||||
Hamilton Sundstrand Industrial, 1st Lien Term Loan, 5.000%, 12/13/19(a)(b) |
160,000 | 161,400 | ||||||
Huntington Ingalls Industries, Inc., Term Loan A, 2.750%, 03/30/16(a)(b) |
960,526 | 960,526 |
See Notes to Schedules of Portfolio Investments.
Six3 Systems, Inc., Term Loan B, 7.000%, 10/04/19(a)(b) |
145,000 | 144,275 | ||||||
WESCO Distribution Inc., Term Loan B, 4.500%, 12/12/19(a)(b) |
115,000 | 115,456 | ||||||
|
|
|||||||
2,137,212 | ||||||||
|
|
|||||||
Auto Manufacturers 0.1% |
||||||||
Delphi Corp., Term Loan B, 3.500%, 03/31/17(a)(b) |
1,000,000 | 1,004,170 | ||||||
Navistar International Corp., Term Loan B, 7.000%, 08/17/17(a)(b) |
130,000 | 130,325 | ||||||
|
|
|||||||
1,134,495 | ||||||||
|
|
|||||||
Auto Parts & Equipment 0.2% |
||||||||
Allison Transmission, Inc., Extended Term Loan B2, 3.710%, 08/07/17(a)(b) |
1,500,449 | 1,508,567 | ||||||
HHI Holdings LLC, 1st Lien Term Loan, 6.000%, 10/03/18(a)(b) |
70,000 | 70,700 | ||||||
Tomkins LLC, New Term Loan B, 4.250%, 09/29/16(a)(b) |
496,203 | 498,579 | ||||||
|
|
|||||||
2,077,846 | ||||||||
|
|
|||||||
Chemicals 0.2% |
||||||||
Ascend Performance Materials LLC, Term Loan B, 6.750%, 04/10/18(a)(b) |
62,705 | 62,314 | ||||||
Ashland, Inc., Term Loan B, 3.750%, 08/23/18(a)(b) |
370,467 | 374,171 | ||||||
Huntsman International LLC, Term Loan B, 2.757%, 04/19/17(a)(b) |
494,949 | 494,796 | ||||||
Ineos US Finance LLC, 6 year Term Loan, 6.500%, 05/04/18(a)(b) |
888,288 | 896,922 | ||||||
Nexeo Solutions LLC, Term Loan B, 5.000%, 09/08/17(a)(b) |
183,247 | 179,697 | ||||||
PQ Corp., 1st Lien Term Loan, 5.250%, 05/08/17(a)(b) |
145,000 | 145,705 | ||||||
Taminco Global Chemical Corp., Term Loan B1, 5.250%, 02/15/19(a)(b) |
99,250 | 99,746 | ||||||
Trinseo Materials Operating S.C.A., New Term Loan B, 8.000%, 08/02/17(a)(b)(c) |
313,949 | 305,366 | ||||||
|
|
|||||||
2,558,717 | ||||||||
|
|
|||||||
Commercial Services 0.2% |
||||||||
ADS Waste Holdings, Inc., Term Loan B, 5.250%, 10/09/19(a)(b) |
145,000 | 146,631 | ||||||
AlixPartners LLP, Term Loan B2, 6.500%, 06/28/19(a)(b) |
179,100 | 181,115 | ||||||
Corporate Executive Board Co. (The), Term Loan B, 5.000%, 07/02/19(a)(b) |
75,000 | 75,329 | ||||||
Dematic S.A., Term Loan, 12/11/19(b)(c)(d) |
195,000 | 195,000 | ||||||
Genpact International, Inc., Term Loan B, 4.250%, 08/30/19(a)(b) |
284,288 | 286,243 | ||||||
Harland Clarke Holdings Corp., Extended Term Loan B2, 5.462%, 06/30/17(a)(b) |
156,462 | 144,806 | ||||||
Hertz Corp. (The), Add-On Term Loan B, 3.750%, 03/11/18(a)(b) |
130,000 | 130,325 | ||||||
Hertz Corp. (The), Term Loan B, 3.750%, 03/09/18(a)(b) |
496,212 | 497,349 | ||||||
Infor (US), Inc., Term Loan B2, 5.250%, 04/05/18(a)(b) |
294,263 | 296,678 | ||||||
Walter Energy, Inc., Term Loan B, 5.750%, 04/02/18(a)(b) |
422,968 | 424,905 | ||||||
Web.com Group, Inc., Term Loan B, 5.500%, 10/27/17(a)(b) |
204,488 | 205,383 | ||||||
West Corp., Term Loan B6, 5.750%, 06/29/18(a)(b) |
278,600 | 282,567 | ||||||
|
|
|||||||
2,866,331 | ||||||||
|
|
|||||||
Consumer Discretionary 0.0%(e) |
||||||||
Collective Brands Finance, Inc., Term Loan, 7.250%, 10/09/19(a)(b) |
180,000 | 182,025 | ||||||
Spectrum Brands, Inc., New Term Loan, 4.500%, 12/17/19(a)(b) |
70,000 | 70,634 | ||||||
|
|
|||||||
252,659 | ||||||||
|
|
|||||||
Consumer Staples 0.0%(e) |
||||||||
Serta Simmons Holdings LLC, Term Loan, 5.000%, 10/01/19(a)(b) |
385,000 | 385,320 | ||||||
|
|
|||||||
Diversified Financial Services 0.2% |
||||||||
Acosta, Inc., Term Loan D, 5.000%, 03/02/18(a)(b) |
54,863 | 55,343 | ||||||
Affinion Group, Inc., Term Loan B, 6.500%, 07/16/15(a)(b) |
496,180 | 454,471 | ||||||
American Capital Holdings, Inc., New Term Loan, 5.500%, 08/22/16(a)(b) |
210,000 | 212,100 | ||||||
First Data Corp., Non-Extended Term Loan B2, 2.960%, 09/24/14(a)(b) |
6,959 | 6,950 | ||||||
First Data Corp., 2018 Add-on Term Loan, 5.210%, 09/24/18(a)(b) |
25,000 | 24,482 | ||||||
Getty Images, Inc., Term Loan B, 4.750%, 10/18/19(a)(b) |
85,000 | 85,000 | ||||||
Nuveen Investments, Inc., Extended 1st Lien TL, 5.810%-5.813%, 05/13/17(a)(b) |
50,000 | 50,175 | ||||||
Oberthur Technologies Holding SAS, Term Loan B, 6.250%, 03/30/19(a)(b) |
164,175 | 162,533 | ||||||
Springleaf Financial Funding Co., Term Loan, 5.500%, 05/10/17(a)(b) |
950,000 | 943,720 | ||||||
SunGard Data Systems, Inc., Term Loan D, 4.500%, 12/11/19(a)(b) |
325,000 | 327,438 |
See Notes to Schedules of Portfolio Investments.
TCW Group, Inc. (The), Term Loan B, 12/20/19(b)(c)(d) |
145,000 | 145,000 | ||||||
|
|
|||||||
2,467,212 | ||||||||
|
|
|||||||
Electric 0.1% |
||||||||
Calpine Corp., New Term Loan, 4.500%, 04/02/18(a)(b) |
992,424 | 1,000,939 | ||||||
Calpine Corp., Term Loan B3, 4.500%, 10/09/19(a)(b) |
234,413 | 236,307 | ||||||
NRG Energy, Inc., New Term Loan B, 4.000%, 07/02/18(a)(b) |
496,222 | 501,070 | ||||||
|
|
|||||||
1,738,316 | ||||||||
|
|
|||||||
Electronics 0.0%(e) |
||||||||
Blackboard, Inc., Term Loan B, 10/04/18(a)(b)(c)(d) |
164,724 | 166,216 | ||||||
|
|
|||||||
Energy 0.0%(e) |
||||||||
Chesapeake Energy Corp., New Unsecured Term Loan, 5.750%, 12/01/17(a)(b)(c) |
395,000 | 395,099 | ||||||
Progressive Waste Solutions Ltd., Term Loan B, 3.500%, 10/24/19(a)(b) |
50,000 | 50,312 | ||||||
|
|
|||||||
445,411 | ||||||||
|
|
|||||||
Entertainment 0.2% |
||||||||
Caesars Entertainment Operating Co., Term Loan B1, 01/28/15(b)(c)(d) |
50,000 | 49,154 | ||||||
Caesars Entertainment Operating Co., Term Loan B2, 3.210%, 01/28/15(a)(b)(c) |
720,000 | 707,818 | ||||||
Caesars Entertainment Operating Co., Term Loan B3, 3.210%, 01/28/15(a)(b)(c) |
229,339 | 225,458 | ||||||
CCM Merger, Inc., New Term Loan B, 6.000%, 03/01/17(a)(b) |
147,111 | 147,292 | ||||||
Cinemark USA, Inc., New Term Loan, 3.210%, 12/13/19(a)(b)(c)(d) |
150,000 | 149,844 | ||||||
Live Nation Entertainment, Inc., Term Loan B, 4.500%, 11/07/16(a)(b) |
34,821 | 35,170 | ||||||
Mediacom Illinois LLC, Term Loan C, 1.700%, 01/30/15(a)(b) |
74,603 | 74,323 | ||||||
MGM Resorts International, Term Loan B, 4.250%, 12/27/19(a)(b) |
165,000 | 166,609 | ||||||
Peninsula Gaming LLC, Term Loan, 5.750%, 11/14/17(a)(b) |
115,000 | 116,294 | ||||||
Regent Seven Seas Cruises, Inc., Term Loan B, 6.250%, 12/21/18(a)(b) |
148,125 | 149,976 | ||||||
SeaWorld Parks & Entertainment, Inc., Term Loan B, 4.000%, 08/17/17(a)(b) |
481,299 | 484,303 | ||||||
WaveDivision Holdings LLC, New Term Loan B, 5.500%, 08/09/19(a)(b) |
75,000 | 75,701 | ||||||
|
|
|||||||
2,381,942 | ||||||||
|
|
|||||||
Food 0.1% |
||||||||
AdvancePierre Foods, Inc., Term Loan, 5.750%, 07/10/17(a)(b) |
50,000 | 50,500 | ||||||
Aramark Corp., Non-Extended Synthetic LOC, 2.080%, 01/27/14(a)(b) |
39,441 | 39,342 | ||||||
Aramark Corp., Extended Term Loan C, 3.462%-3.561%, 07/26/16(a)(b) |
460,559 | 460,803 | ||||||
Blue Buffalo Co., Ltd., Term Loan B, 6.500%, 08/08/19(a)(b) |
164,588 | 165,480 | ||||||
Brasa Holdings, Inc., 1st Lien Term Loan, 7.500%, 07/18/19(a)(b) |
79,800 | 80,199 | ||||||
Burger King Corp., New Term Loan B, 3.750%, 09/27/19(a)(b) |
79,800 | 80,059 | ||||||
Landrys, Inc., Term Loan B, 6.500%, 04/24/18(a)(b) |
401,265 | 405,109 | ||||||
OSI Restaurant Partners, LLC, New Term Loan B, 5.750%, 10/24/19(a)(b) |
70,000 | 70,641 | ||||||
Wendys International, Inc., Term Loan B, 4.750%, 05/15/19(a)(b) |
189,525 | 191,362 | ||||||
|
|
|||||||
1,543,495 | ||||||||
|
|
|||||||
Health Care 0.6% |
||||||||
Alkermes, Inc., 2016 Term Loan, 4.000%, 09/18/16(a)(b) |
69,125 | 69,816 | ||||||
Alkermes, Inc., 2019 Term Loan, 4.500%, 09/18/19(a)(b) |
69,825 | 70,349 | ||||||
Aptalis Pharma, Inc., Term Loan B, 5.500%, 02/10/17(a)(b) |
496,203 | 498,272 | ||||||
Ardent Medical Services, Inc., Term Loan, 6.750%, 05/23/18(b)(c)(d) |
205,000 | 206,537 | ||||||
AssuraMed Holding, Inc., 1st Lien Term Loan, 5.500%, 10/24/19(a)(b) |
80,000 | 80,750 | ||||||
Bausch & Lomb, Inc., Term Loan B, 5.250%, 05/17/19(a)(b) |
512,014 | 515,669 | ||||||
Biomet Inc., Extended Term Loan B, 07/25/17(a)(b)(c)(d) |
79,800 | 80,188 | ||||||
Community Health Systems, Inc., Extended Term Loan, 3.810%, 01/25/17(a)(b) |
119,897 | 120,541 | ||||||
Convatec, Inc., Term Loan, 5.000%, 12/22/16(a)(b) |
30,000 | 30,325 | ||||||
DaVita, Inc., Term Loan B2, 4.000%, 11/01/19(a)(b) |
570,000 | 573,027 | ||||||
Drumm Investors LLC, Term Loan, 5.000%, 05/04/18(a)(b) |
381,719 | 357,224 | ||||||
HCA, Inc., Extended Term Loan B2, 3.560%, 03/31/17(a)(b) |
500,000 | 501,170 | ||||||
Hologic, Inc., Term Loan A, 3.210%, 08/01/17(a)(b) |
98,750 | 98,873 | ||||||
Hologic, Inc., Term Loan B, 4.500%, 08/01/19(a)(b) |
279,300 | 282,392 | ||||||
IMS Health, Inc., New Term Loan B, 4.500%, 08/25/17(a)(b) |
84,784 | 85,366 | ||||||
Inc Research, Inc., Term Loan B, 7.000%, 07/12/18(a)(b) |
497,481 | 499,969 |
See Notes to Schedules of Portfolio Investments.
Onex Carestream Finance LP, Term Loan B, 5.000%, 02/25/17(a)(b) |
892,390 | 888,205 | ||||||
Patheon, Inc., Term Loan, 12/06/18(a)(b)(c)(d) |
165,000 | 164,175 | ||||||
RPI Finance Trust, Incremental Tranche 2, 4.000%, 11/09/18(a)(b) |
153,655 | 155,191 | ||||||
RPI Finance Trust, New Term Loan Tranche 2, 3.500%, 05/09/18(a)(b) |
1,931,699 | 1,946,186 | ||||||
Sage Products, Inc., Term Loan 5.250%, 12/17/19(a)(b) |
80,000 | 80,400 | ||||||
Warner Chilcott Co. LLC, New Term Loan B2, 4.250%, 03/15/18(a)(b) |
104,394 | 105,221 | ||||||
Warner Chilcott Corp., Incremental Term Loan B1, 4.250%, 03/15/18(a)(b) |
79,292 | 79,920 | ||||||
Warner Chilcott Corp., New Term Loan B1, 4.250%, 03/15/18(a)(b) |
208,788 | 210,441 | ||||||
WC Luxco S.A.R.L., New Term Loan B3, 4.250%, 03/15/18(a)(b) |
143,542 | 144,678 | ||||||
|
|
|||||||
7,844,885 | ||||||||
|
|
|||||||
Healthcare - Services 0.0%(e) |
||||||||
Par Pharmaceutical Cos., Inc., Term Loan B, 5.000%, 09/30/19(a)(b) |
314,213 | 313,625 | ||||||
Valeant Pharmaceuticals International, Inc., Series D Tranche B, 4.250%, 02/13/19(a)(b) |
90,000 | 90,498 | ||||||
Valeant Pharmaceuticals International, Inc., Series C Tranche B, 4.250%, 12/11/19(a)(b) |
85,000 | 85,407 | ||||||
|
|
|||||||
489,530 | ||||||||
|
|
|||||||
Information Technology 0.2% |
||||||||
CDW LLC, Extended Term Loan, 4.000%, 07/14/17(a)(b) |
1,000,000 | 994,500 | ||||||
CompuCom Systems, Inc., New Term Loan, 6.500%, 10/02/18(a)(b) |
95,000 | 95,317 | ||||||
Flextronics International Ltd., Term Loan A, 2.460%, 10/01/14(a)(b) |
695,023 | 695,197 | ||||||
Riverbed Technology, Inc., Term Loan, 12/13/19(a)(b)(c)(d) |
160,000 | 161,267 | ||||||
Shield Finance Co., S.A.R.L., New Term Loan B, 6.500%, 05/10/19(a)(b) |
199,000 | 198,751 | ||||||
Southern Graphics, Inc., Term Loan, 5.000%, 10/17/19(a)(b) |
145,000 | 145,000 | ||||||
SS&C Technologies, Inc., Term Loan B-1, 5.000%, 06/07/19(a)(b) |
119,955 | 121,455 | ||||||
SS&C Technologies, Inc., Term Loan B-2, 5.000%, 06/07/19(a)(b) |
12,409 | 12,564 | ||||||
|
|
|||||||
2,424,051 | ||||||||
|
|
|||||||
Insurance 0.1% |
||||||||
Asurion LLC, New 1st Lien Term Loan, 5.500%, 05/24/18(a)(b) |
1,065,000 | 1,074,851 | ||||||
CNO Financial Group, Inc., New Term Loan B1, 4.250%, 09/28/16(a)(b) |
33,250 | 33,437 | ||||||
Compass Investors Inc., Term Loan, 5.250%, 12/27/19(a)(b)(c)(d) |
225,000 | 224,251 | ||||||
|
|
|||||||
1,332,539 | ||||||||
|
|
|||||||
Leisure Time 0.0%(e) |
||||||||
ClubCorp Club Operations, Inc., Term Loan B, 5.000%, 11/30/16(a)(b) |
69,822 | 70,607 | ||||||
|
|
|||||||
Lodging 0.0%(e) |
||||||||
Las Vegas Sands LLC, Delayed Draw Term Loan, 1.760%, 05/23/14(a)(b) |
16,091 | 16,105 | ||||||
Las Vegas Sands LLC, Term Loan B, 1.760%, 05/23/14(a)(b) |
78,432 | 78,501 | ||||||
Las Vegas Sands LLC, Extended Delayed Draw Term Loan, 2.760%, 11/23/16(a)(b) |
6,660 | 6,670 | ||||||
Las Vegas Sands LLC, Extended Term Loan B, 2.760%, 11/23/16(a)(b) |
33,139 | 33,185 | ||||||
Penn National Gaming, Inc., New Term Loan B, 3.750%, 07/16/18(a)(b) |
44,887 | 44,985 | ||||||
Seminole Tribe of Florida, Delayed Draw Term Loan B3, 1.810%, 03/05/14(a)(b) |
12,674 | 12,700 | ||||||
Seminole Tribe of Florida, Delayed Draw Term Loan B1, 1.810%, 03/05/14(a)(b) |
9,674 | 9,694 | ||||||
Seminole Tribe of Florida, Delayed Draw Term Loan B2, 1.810%, 03/05/14(a)(b) |
34,941 | 35,014 | ||||||
|
|
|||||||
236,854 | ||||||||
|
|
|||||||
Machinery-Diversified 0.1% |
||||||||
Alliance Laundry Systems LLC, 1st Lien Term Loan, 12/10/18(a)(b)(c)(d) |
100,000 | 100,750 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan 2 Canadian, 10/16/16(a)(b)(c)(d) |
15,484 | 15,333 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan B2 US, 10/16/16(a)(b)(c)(d) |
64,516 | 63,887 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan B1 US, 10/16/18(a)(b)(c)(d) |
56,452 | 55,760 | ||||||
Brand Energy & Infrastructure Services, Inc., Term Loan 1 Canadian, 10/23/18(a)(b)(c)(d) |
13,548 | 13,382 | ||||||
Schaeffler AG, USD Term Loan B2, 01/27/17(a)(b)(c)(d) |
1,000,000 | 1,010,630 | ||||||
|
|
|||||||
1,259,742 | ||||||||
|
|
|||||||
Media 0.5% |
||||||||
Alpha D2 Ltd., Extended Term Loan B2, 6.000%, 04/29/19(a)(b) |
158,104 | 160,213 | ||||||
CCO Holdings LLC, 3rd Lien Term Loan, 2.712%, 09/05/14(a)(b) |
55,000 | 54,888 | ||||||
Charter Communications Operating LLC, Term Loan D, 4.000%, 05/15/19(a)(b) |
1,980,013 | 1,995,358 |
See Notes to Schedules of Portfolio Investments.
Mediacom Broadband LLC, Term Loan F, 4.500%, 10/23/17(a)(b) |
496,183 | 496,804 | ||||||
Mediacom Communications Corp., Term Loan G, 4.000%, 01/08/20(a)(b) |
528,675 | 528,453 | ||||||
San Juan Cable Holdings LLC, New Term Loan B, 6.000%, 06/09/17(a)(b) |
496,222 | 498,291 | ||||||
Syniverse Holdings, Inc., New Term Loan, 5.000%, 04/23/19(a)(b) |
283,575 | 285,702 | ||||||
Tribune Co., Exit Term Loan, 12/17/19(a)(b)(c)(d) |
810,000 | 807,975 | ||||||
Univision Communications, Inc., Initial Term Loan, 2.210%, 09/29/14(a)(b) |
399,727 | 398,979 | ||||||
Van Wagner Communications LLC, New Term Loan B, 8.250%, 08/03/18(a)(b) |
320,000 | 322,934 | ||||||
Village Roadshow Films (BVI) Ltd., Term Loan B, 4.750%, 11/21/17(a)(b) |
630,000 | 633,150 | ||||||
WideOpenWest Finance LLC, New 1st Lien Term Loan, 6.250%, 07/17/18(a)(b) |
168,913 | 170,641 | ||||||
|
|
|||||||
6,353,388 | ||||||||
|
|
|||||||
Metals 0.0%(e) |
||||||||
Arch Coal, Inc., Term Loan B, 5.750%, 05/16/18(a)(b) |
223,875 | 225,870 | ||||||
Atlas Iron Ltd., Term Loan B, 8.750%, 12/07/17(a)(b)(c)(d) |
100,000 | 98,750 | ||||||
|
|
|||||||
324,620 | ||||||||
|
|
|||||||
Mining 0.2% |
||||||||
FMG America Finance, Inc., Term Loan, 5.250%, 10/18/17(a)(b)(c) |
2,084,775 | 2,100,411 | ||||||
Novelis, Inc., Term Loan, 4.000%, 03/10/17(a)(b) |
828,333 | 835,374 | ||||||
|
|
|||||||
2,935,785 | ||||||||
|
|
|||||||
Miscellaneous Manufacturer 0.1% |
||||||||
Boomerang Tube, LLC, Term Loan, 11.000%-11.75%, 10/02/17(a)(b) |
153,063 | 150,767 | ||||||
Clarke American Corp., Non Extended Term Loan B1, 2.710%, 06/30/14(a)(b) |
99,941 | 96,264 | ||||||
QS0001 Corp., 1st Lien Term Loan, 5.000%, 11/01/18(a)(b) |
85,000 | 85,691 | ||||||
Sensata Technologies Finance Co. LLC, Term Loan, 3.750%, 05/11/18(a)(b) |
496,222 | 498,340 | ||||||
Wabash National Corp., Term Loan B, 6.000%, 05/02/19(a)(b) |
218,151 | 220,514 | ||||||
|
|
|||||||
1,051,576 | ||||||||
|
|
|||||||
Oil & Gas 0.4% |
||||||||
Alon USA Energy, Inc., Term Loan, 11/09/18(a)(b)(c)(d) |
220,000 | 220,825 | ||||||
Energy Transfer Equity, L.P., New Term Loan B, 3.750%, 03/24/17(a)(b) |
3,000,000 | 3,019,500 | ||||||
EP Energy LLC, Incremental Term Loan, 4.500%, 04/26/19(a)(b) |
145,000 | 145,310 | ||||||
Frac Tech International LLC, Term Loan B, 8.500%, 05/06/16(a)(b) |
847,253 | 701,526 | ||||||
MEG Energy Corp., New Term Loan B, 4.000%, 03/16/18(a)(b) |
992,462 | 999,697 | ||||||
Plains Exploration & Production, 7 year Term Loan, 4.000%, 11/30/19(a)(b) |
685,000 | 687,144 | ||||||
Vantage Drilling Co., Term Loan, 6.250%, 10/26/17(a)(b) |
192,563 | 191,721 | ||||||
|
|
|||||||
5,965,723 | ||||||||
|
|
|||||||
Packaging & Containers 0.1% |
||||||||
Berry Plastics Holding Corp., Term Loan C, 2.210%, 04/03/15(a)(b)(c) |
580,683 | 576,996 | ||||||
BWAY Corp., Term Loan B, 4.500%, 08/07/17(a)(b) |
50,000 | 50,350 | ||||||
Consolidated Container Co. LLC, Term Loan Reprice, 5.000%, 07/03/19(a)(b) |
94,763 | 94,841 | ||||||
Reynolds Group Holdings, Inc., New Dollar Term Loan, 4.750%, 09/28/18(a)(b) |
234,413 | 236,963 | ||||||
Sealed Air Corp., New Term Loan, 4.000%, 10/03/18(a)(b) |
49,375 | 50,045 | ||||||
|
|
|||||||
1,009,195 | ||||||||
|
|
|||||||
Real Estate 0.3% |
||||||||
Alliant Holdings I, Inc., New Term Loan B, 12/20/19(a)(b)(c)(d) |
195,000 | 195,195 | ||||||
CB Richard Ellis Services, Inc., Term Loan D, 3.710%, 09/04/19(a)(b) |
989,950 | 989,742 | ||||||
Istar Financial, Inc., Add on Term Loan A2, 03/17/17(a)(b)(c)(d) |
15,000 | 15,713 | ||||||
Istar Financial, Inc., Add on Term Loan A1, 5.250%, 03/18/16(a)(b) |
826,278 | 832,475 | ||||||
Istar Financial, Inc., Term Loan, 5.750%, 09/28/17(a)(b) |
1,157,651 | 1,165,373 | ||||||
Realogy Corp., Extended Term Loan, 4.460%, 10/10/16(a)(b) |
347,681 | 348,404 | ||||||
Realogy Corp., Extended Letter of Credit, 4.464%, 10/10/16(a)(b) |
25,149 | 25,201 | ||||||
|
|
|||||||
3,572,103 | ||||||||
|
|
|||||||
Retail 0.3% |
||||||||
Academy, Ltd., New Term Loan, 4.750%, 08/03/18(a)(b) |
119,700 | 120,320 | ||||||
Ascena Retail Group, Inc., Term Loan B, 4.750%, 06/14/18(a)(b) |
107,046 | 107,670 | ||||||
Capital Automotive L.P., New Term Loan B, 5.250%, 03/10/17(a)(b) |
860,446 | 867,261 |
See Notes to Schedules of Portfolio Investments.
Evergreen Acqco 1 LP, New Term Loan, 5.000%, 07/09/19(a)(b) |
124,688 | 124,999 | ||||||
Harbor Freight Tools USA, Inc., Term Loan B, 5.500%, 11/14/17(a)(b) |
99,750 | 100,747 | ||||||
J Crew Group, Inc., New Term Loan B, 4.500%, 03/07/18(a)(b) |
496,222 | 497,403 | ||||||
Jo-Ann Stores, Inc., Term Loan, 4.750%, 03/16/18(a)(b) |
401,632 | 402,720 | ||||||
Party City Holdings, Inc., New Term Loan B, 5.750%, 07/26/19(a)(b) |
284,288 | 287,173 | ||||||
Petco Animal Supplies, Inc., New Term Loan, 4.500%, 11/24/17(a)(b) |
500,000 | 503,305 | ||||||
Phillips-Van Heusen Corp., Term Loan B, 12/19/19(b)(c)(d) |
315,000 | 316,487 | ||||||
Pilot Travel Centers LLC, Term Loan B2, 4.250%, 08/07/19(a)(b) |
109,725 | 110,227 | ||||||
Smart & Final Stores LLC, New 1st Lien Term Loan, 5.750%, 11/15/19(a)(b) |
100,000 | 99,875 | ||||||
Toys R Us-Delaware, Inc., Term Loan B3, 5.250%, 05/25/18(a)(b) |
287,876 | 275,103 | ||||||
|
|
|||||||
3,813,290 | ||||||||
|
|
|||||||
Semiconductors 0.0%(e) |
||||||||
Freescale Semiconductor, Inc., Extended Term Loan B, 4.460%, 12/01/16(a)(b) |
160,000 | 156,400 | ||||||
|
|
|||||||
Telecommunication Services 0.9% |
||||||||
Avaya, Inc., Non Extended Term Loan B1, 3.060%, 10/24/14(a)(b) |
212,364 | 207,686 | ||||||
Cequel Communications LLC, Term Loan B, 4.000%, 02/14/19(a)(b) |
1,087,011 | 1,091,327 | ||||||
Consolidated Communications, Inc., Term Loan B3, 5.250%, 12/31/18(a)(b) |
145,000 | 144,683 | ||||||
Cricket Communications, Inc., Term Loan, 4.750%, 10/10/19(a)(b) |
35,000 | 35,146 | ||||||
Crown Castle International Corp., Term Loan B, 4.000%, 01/31/19(a)(b) |
1,087,004 | 1,091,982 | ||||||
CSC Holdings, Inc., Incremental B-2 Term Loan, 1.960%, 03/29/16(a)(b) |
617,150 | 619,946 | ||||||
CSC Holdings, Inc., Extended Term Loan A4, 2.460%, 12/30/16(a)(b) |
385,000 | 382,786 | ||||||
Gray Television, Inc., New Term Loan B, 4.750%, 10/15/19(a)(b) |
327,748 | 329,659 | ||||||
Integra Telecom, Inc., New Term Loan B, 9.250%, 04/15/15(a)(b) |
496,183 | 495,975 | ||||||
Intelsat Jackson Holdings Ltd., Term Loan, 3.210%, 02/03/14(a)(b) |
2,000,000 | 1,995,420 | ||||||
Intelsat Jackson Holdings Ltd., Term Loan B1, 4.500%, 04/02/18(a)(b) |
375,000 | 377,891 | ||||||
Kabel Deutschland GMBH, Term Loan F, 4.250%, 02/01/19(a)(b) |
1,000,000 | 1,006,670 | ||||||
Level 3 Financing, Inc., Term Loan, 4.750%, 08/01/19(a)(b) |
380,000 | 381,585 | ||||||
Level 3 Financing, Inc., Term Loan B, 5.250%, 08/01/19(a)(b) |
1,610,000 | 1,623,588 | ||||||
LIN Television Corp., Term Loan B, 12/21/18(a)(b)(c)(d) |
95,000 | 95,396 | ||||||
MetroPCS Wireless, Inc., New Term Loan B3, 4.000%, 03/16/18(a)(b) |
496,209 | 496,675 | ||||||
Mission Broadcasting, Inc., Mission Term Loan B, 4.500%, 12/03/19(a)(b) |
14,857 | 15,006 | ||||||
Nexstar Broadcasting, Inc., Term Loan, 4.500%, 12/03/19(a)(b) |
35,143 | 35,494 | ||||||
NTELOS Inc., New Term Loan B, 5.750%, 11/07/19(a)(b) |
119,700 | 114,912 | ||||||
Peak Ten, Inc., New Term Loan B, 7.250%, 10/29/19(a)(b) |
95,000 | 95,475 | ||||||
UPC Financing Partnership, Term Loan T, 3.710%, 12/30/16(a)(b) |
485,660 | 485,713 | ||||||
WMG Acquisition Corp., Term Loan, 5.250%, 11/01/18(a)(b) |
70,000 | 70,744 | ||||||
Zayo Group, LLC, REFI Term Loan B, 5.250%, 07/02/19(a)(b) |
384,035 | 388,236 | ||||||
|
|
|||||||
11,581,995 | ||||||||
|
|
|||||||
Telecommunications 0.3% |
||||||||
Cumulus Media Holdings Inc., First Lien Term Loan, 09/17/18(a)(b)(c)(d) |
663,338 | 664,790 | ||||||
Fibertech Networks LLC, New Term Loan, 11/26/19(a)(b)(c)(d) |
65,000 | 65,406 | ||||||
SBA Finance, Add on Term Loan, 3.750%, 09/27/19(a)(b) |
45,000 | 45,169 | ||||||
Vodafone Americas Finance 2, PIK Term Loan, 6.880%, 08/11/15(b)(f) |
3,000,000 | 3,060,000 | ||||||
Windstream Corp., Term Loan B3, 4.000%, 08/08/19(a)(b) |
109,450 | 110,066 | ||||||
|
|
|||||||
3,945,431 | ||||||||
|
|
|||||||
Transportation 0.0% |
||||||||
August LuxUK Holding Co., S.A.R.L., Luxco Term Loan, 6.250%, 04/27/18(a)(b) |
56,380 | 56,944 | ||||||
August U.S. Holding Co., Inc., Term Loan B, 6.250%, 04/27/18(a)(b) |
43,370 | 43,804 | ||||||
Avis Budget Car Rental LLC, Term Loan C, 4.250%, 03/15/19(a)(b) |
59,849 | 60,208 | ||||||
Delta Air Lines, Inc., Term Loan B1, 5.250%, 10/18/18(a)(b) |
255,000 | 256,849 | ||||||
FleetPride Corp., 1st Lien Term Loan, 5.250%, 11/20/19(a)(b) |
135,000 | 135,042 | ||||||
|
|
|||||||
552,847 | ||||||||
|
|
|||||||
Utilities 0.1% |
||||||||
AES Corp., New Term Loan, 4.250%, 06/01/18(a)(b) |
701,882 | 708,789 | ||||||
Astoria Generating Co. Acquisitions, LLC, New Term Loan, 8.500%, 10/26/17(a)(b) |
120,000 | 120,275 |
See Notes to Schedules of Portfolio Investments.
NGPL PipeCo LLC, Term Loan B, 6.750%, 09/15/17(a)(b) |
298,929 | 305,280 | ||||||
|
|
|||||||
1,134,344 | ||||||||
|
|
|||||||
Total Bank Loans (Cost $75,534,550) |
76,210,077 | |||||||
|
|
|||||||
Corporate Bonds 20.8% |
||||||||
Aerospace/Defense 0.4% |
||||||||
Boeing Co. (The), 5.125%, 02/15/13 |
1,802,000 | 1,811,952 | ||||||
United Technologies Corp., 3.100%, 06/01/22 |
3,331,000 | 3,527,489 | ||||||
|
|
|||||||
5,339,441 | ||||||||
|
|
|||||||
Auto Manufacturers 0.3% |
||||||||
Daimler Finance N.A. LLC, 3.875%, 09/15/21(a) |
1,932,000 | 2,084,193 | ||||||
Volkswagen International Finance, 2.375%, 03/22/17(a) |
2,282,000 | 2,350,415 | ||||||
|
|
|||||||
4,434,608 | ||||||||
|
|
|||||||
Banks 0.5% |
||||||||
HSBC Bank PLC, 3.100%, 05/24/16(a) |
1,206,000 | 1,275,068 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(a) |
2,196,000 | 2,329,299 | ||||||
Wells Fargo & Co., 1.250%, 02/13/15, MTN |
3,679,000 | 3,713,502 | ||||||
|
|
|||||||
7,317,869 | ||||||||
|
|
|||||||
Beverages 0.7% |
||||||||
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 07/15/22 |
4,337,000 | 4,364,150 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 |
1,123,000 | 1,127,130 | ||||||
SABMiller Holdings, Inc., 2.450%, 01/15/17(a) |
3,215,000 | 3,351,300 | ||||||
|
|
|||||||
8,842,580 | ||||||||
|
|
|||||||
Biotechnology 0.0%(e) |
||||||||
Life Technologies Corp., 5.000%, 01/15/21 |
493,000 | 555,568 | ||||||
|
|
|||||||
Chemicals 0.3% |
||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 |
1,162,000 | 1,165,445 | ||||||
Praxair, Inc., 4.625%, 03/30/15 |
2,271,000 | 2,472,561 | ||||||
|
|
|||||||
3,638,006 | ||||||||
|
|
|||||||
Commercial Services 0.4% |
||||||||
ERAC USA Finance LLC, 2.750%, 03/15/17(a) |
1,483,000 | 1,547,929 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(a) |
1,663,000 | 1,901,750 | ||||||
ERAC USA Finance LLC, 5.600%, 05/01/15(a) |
1,184,000 | 1,296,015 | ||||||
|
|
|||||||
4,745,694 | ||||||||
|
|
|||||||
Computers 0.6% |
||||||||
IBM Corp., 0.875%, 10/31/14 |
6,104,000 | 6,155,438 | ||||||
IBM Corp., 4.000%, 06/20/42 |
2,300,000 | 2,434,240 | ||||||
|
|
|||||||
8,589,678 | ||||||||
|
|
|||||||
Diversified Financial Services 2.4% |
||||||||
American Express Credit Corp., 2.375%, 03/24/17, MTN |
2,003,000 | 2,095,773 | ||||||
CME Group, Inc., 5.400%, 08/01/13 |
1,230,000 | 1,265,051 | ||||||
CME Group, Inc., 5.750%, 02/15/14 |
1,428,000 | 1,508,045 | ||||||
Ford Motor Credit Co. LLC, 5.000%, 05/15/18 |
3,287,000 | 3,626,994 | ||||||
General Electric Capital Corp., Series A, 7.125%, 06/15/22(b)(g) |
1,400,000 | 1,582,406 | ||||||
General Electric Capital Corp., Series B, 6.250%, 12/15/22(b)(g) |
4,700,000 | 5,118,206 | ||||||
John Deere Capital Corp., 1.250%, 12/02/14, MTN |
2,195,000 | 2,224,167 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 |
1,781,000 | 1,979,908 | ||||||
MassMutual Global Funding LLC, 2.000%, 04/05/17(a) |
1,894,000 | 1,951,403 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 |
2,187,000 | 2,382,374 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN |
2,900,000 | 2,947,528 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN |
970,000 | 1,028,596 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21(a) |
3,559,000 | 3,922,644 | ||||||
|
|
|||||||
31,633,095 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Electric 0.6% |
||||||||
Alabama Power Co., 5.800%, 11/15/13 |
1,240,000 | 1,296,000 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 |
699,000 | 718,349 | ||||||
Duke Energy Carolinas LLC, 4.300%, 06/15/20 |
525,000 | 598,591 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 |
1,601,000 | 1,890,645 | ||||||
Georgia Power Co., 6.000%, 11/01/13 |
704,000 | 735,228 | ||||||
MidAmerican Energy Holdings Co., 6.125%, 04/01/36 |
1,792,000 | 2,262,115 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 |
1,083,000 | 1,149,564 | ||||||
|
|
|||||||
8,650,492 | ||||||||
|
|
|||||||
Electronics 0.1% |
||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 |
925,000 | 957,737 | ||||||
|
|
|||||||
Food 0.2% |
||||||||
Kellogg Co., 4.250%, 03/06/13 |
1,406,000 | 1,415,325 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 |
763,000 | 816,150 | ||||||
|
|
|||||||
2,231,475 | ||||||||
|
|
|||||||
Healthcare - Products 0.4% |
||||||||
Becton Dickinson and Co., 3.250%, 11/12/20 |
573,000 | 615,077 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 |
2,189,000 | 2,651,446 | ||||||
Stryker Corp., 2.000%, 09/30/16 |
1,433,000 | 1,492,154 | ||||||
|
|
|||||||
4,758,677 | ||||||||
|
|
|||||||
Healthcare - Services 0.4% |
||||||||
Roche Holdings, Inc., 7.000%, 03/01/39(a) |
3,147,000 | 4,741,698 | ||||||
|
|
|||||||
Household Products/Wares 0.1% |
||||||||
Clorox Co. (The), 3.050%, 09/15/22 |
1,334,000 | 1,375,409 | ||||||
|
|
|||||||
Insurance 0.9% |
||||||||
Berkshire Hathaway, Inc., 3.200%, 02/11/15 |
3,848,000 | 4,051,109 | ||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 |
1,601,000 | 1,625,819 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(a) |
1,189,000 | 1,228,995 | ||||||
Nationwide Financial Services, Inc., 5.375%, 03/25/21(a) |
2,977,000 | 3,176,191 | ||||||
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(a) |
1,608,000 | 2,180,890 | ||||||
|
|
|||||||
12,263,004 | ||||||||
|
|
|||||||
Internet 0.1% |
||||||||
eBay, Inc., 2.600%, 07/15/22 |
1,502,000 | 1,517,379 | ||||||
|
|
|||||||
Machinery-Diversified 0.2% |
||||||||
Deere & Co., 3.900%, 06/09/42 |
3,171,000 | 3,240,914 | ||||||
|
|
|||||||
Media 1.0% |
||||||||
Comcast Corp., 3.125%, 07/15/22 |
2,312,000 | 2,408,722 | ||||||
Comcast Corp., 4.650%, 07/15/42 |
3,020,000 | 3,183,270 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 |
293,000 | 301,241 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 |
4,758,000 | 5,620,711 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 |
1,468,000 | 1,590,210 | ||||||
Time Warner, Inc., 6.200%, 03/15/40 |
492,000 | 602,510 | ||||||
|
|
|||||||
13,706,664 | ||||||||
|
|
|||||||
Mining 1.0% |
||||||||
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20 |
721,000 | 808,284 | ||||||
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39 |
1,708,000 | 1,972,634 | ||||||
Barrick International Barbados Corp., 6.350%, 10/15/36(a) |
1,083,000 | 1,275,875 | ||||||
BHP Billiton Finance USA Ltd., 1.125%, 11/21/14 |
2,260,000 | 2,287,251 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21(h) |
3,194,000 | 3,277,101 | ||||||
Newmont Mining Corp., 6.250%, 10/01/39 |
3,075,000 | 3,703,358 | ||||||
|
|
|||||||
13,324,503 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Miscellaneous Manufacturer 0.6% |
| |||||||
3M Co., 1.375%, 09/29/16 |
1,432,000 | 1,461,413 | ||||||
General Electric Co., 4.125%, 10/09/42 |
1,654,000 | 1,701,384 | ||||||
General Electric Co., 5.250%, 12/06/17 |
1,394,000 | 1,643,734 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19 |
1,865,000 | 2,322,344 | ||||||
Siemens Financieringsmat, 6.125%, 08/17/26(a) |
1,091,000 | 1,434,542 | ||||||
|
|
|||||||
8,563,417 | ||||||||
|
|
|||||||
Office/Business Equipment 0.2% |
||||||||
Xerox Corp., 6.350%, 05/15/18 |
1,996,000 | 2,301,989 | ||||||
|
|
|||||||
Oil & Gas 1.2% |
||||||||
BP Capital Markets PLC, 2.248%, 11/01/16 |
3,026,000 | 3,148,202 | ||||||
Ensco PLC, 4.700%, 03/15/21 |
2,483,000 | 2,794,261 | ||||||
Phillips 66, 4.300%, 04/01/22(a) |
2,371,000 | 2,649,401 | ||||||
Shell International Finance BV, 6.375%, 12/15/38 |
5,089,000 | 7,149,872 | ||||||
Statoil ASA, 3.125%, 08/17/17 |
427,000 | 464,732 | ||||||
|
|
|||||||
16,206,468 | ||||||||
|
|
|||||||
Oil & Gas Services 0.6% |
||||||||
Baker Hughes, Inc., 5.125%, 09/15/40 |
1,869,000 | 2,249,541 | ||||||
Schlumberger Investment SA, 3.300%, 09/14/21(a) |
2,234,000 | 2,378,991 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 |
1,527,000 | 1,682,739 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 |
1,465,000 | 1,631,392 | ||||||
|
|
|||||||
7,942,663 | ||||||||
|
|
|||||||
Pharmaceuticals 0.6% |
||||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 |
2,412,000 | 2,937,922 | ||||||
Merck & Co., Inc, 6.550%, 09/15/37 |
1,797,000 | 2,575,284 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 |
1,305,000 | 1,559,702 | ||||||
Watson Pharmaceuticals, 3.250%, 10/01/22 |
1,464,000 | 1,494,522 | ||||||
|
|
|||||||
8,567,430 | ||||||||
|
|
|||||||
Pipelines 1.8% |
||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 |
593,000 | 685,611 | ||||||
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20 |
961,000 | 1,171,775 | ||||||
Energy Transfer Partners LP, 6.050%, 06/01/41 |
1,081,000 | 1,229,893 | ||||||
Energy Transfer Partners LP, 6.625%, 10/15/36 |
1,299,000 | 1,525,316 | ||||||
Enterprise Products Operating LLC, 5.250%, 01/31/20 |
4,001,000 | 4,754,308 | ||||||
Enterprise Products Operating LLC, Series J, 5.750%, 03/01/35 |
1,187,000 | 1,353,112 | ||||||
Kinder Morgan Energy Partners LP, 5.000%, 08/15/42 |
5,022,000 | 5,322,205 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(a) |
382,000 | 448,859 | ||||||
TC Pipelines LP, 4.650%, 06/15/21 |
1,639,000 | 1,742,814 | ||||||
TransCanada PipeLines Ltd., 6.100%, 06/01/40 |
1,811,000 | 2,413,388 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 |
365,000 | 446,966 | ||||||
Williams Partners LP, 4.125%, 11/15/20 |
2,472,000 | 2,684,291 | ||||||
|
|
|||||||
23,778,538 | ||||||||
|
|
|||||||
Real Estate Investment Trust 0.6% |
||||||||
BioMed Realty LP, 3.850%, 04/15/16 |
1,088,000 | 1,147,509 | ||||||
Digital Realty Trust LP, 4.500%, 07/15/15 |
2,551,000 | 2,714,279 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 |
667,000 | 762,119 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 |
3,431,000 | 3,922,999 | ||||||
|
|
|||||||
8,546,906 | ||||||||
|
|
|||||||
Retail 1.3% |
||||||||
AutoZone, Inc., 3.700%, 04/15/22 |
2,030,000 | 2,134,141 | ||||||
Macys Retail Holdings, Inc., 4.300%, 02/15/43 |
2,864,000 | 2,786,666 | ||||||
Wal-Mart Stores, Inc., 5.250%, 09/01/35 |
588,000 | 714,301 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37 |
6,644,000 | 9,342,759 | ||||||
Walgreen Co., 4.875%, 08/01/13 |
1,196,000 | 1,225,504 |
See Notes to Schedules of Portfolio Investments.
Wesfarmers Ltd., 6.998%, 04/10/13(a) |
1,821,000 | 1,851,125 | ||||||
|
|
|||||||
18,054,496 | ||||||||
|
|
|||||||
Semiconductors 0.6% |
||||||||
Analog Devices, Inc., 3.000%, 04/15/16 |
407,000 | 431,649 | ||||||
Intel Corp., 1.950%, 10/01/16 |
1,635,000 | 1,689,125 | ||||||
Intel Corp., 4.800%, 10/01/41 |
5,873,000 | 6,463,865 | ||||||
|
|
|||||||
8,584,639 | ||||||||
|
|
|||||||
Software 0.5% |
||||||||
Fiserv, Inc., 4.750%, 06/15/21 |
1,431,000 | 1,577,796 | ||||||
Oracle Corp., 5.750%, 04/15/18 |
3,705,000 | 4,509,004 | ||||||
|
|
|||||||
6,086,800 | ||||||||
|
|
|||||||
Telecommunication Services 1.9% |
||||||||
AT&T, Inc., 4.350%, 06/15/45(a) |
1,525,000 | 1,531,856 | ||||||
AT&T, Inc., 5.550%, 08/15/41 |
2,238,000 | 2,685,878 | ||||||
CC Holdings GS V LLC, 3.849%, 04/15/23(a) |
1,928,000 | 1,961,376 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17(a) |
1,395,000 | 1,481,211 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 |
874,000 | 917,476 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 |
1,582,000 | 1,808,313 | ||||||
Cisco Systems, Inc., 5.500%, 01/15/40 |
3,302,000 | 4,196,660 | ||||||
Juniper Networks, Inc., 3.100%, 03/15/16 |
372,000 | 385,602 | ||||||
Rogers Communications, Inc., 7.500%, 03/15/15 |
1,470,000 | 1,674,210 | ||||||
SBA Tower Trust, 2.933%, 12/15/42(a) |
2,692,000 | 2,801,653 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 |
2,147,000 | 2,306,305 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 |
1,325,000 | 1,343,139 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 |
1,832,000 | 2,086,166 | ||||||
|
|
|||||||
25,179,845 | ||||||||
|
|
|||||||
Transportation 0.1% |
||||||||
United Parcel Service, Inc., 3.125%, 01/15/21 |
1,447,000 | 1,556,552 | ||||||
|
|
|||||||
Trucking & Leasing 0.2% |
||||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(a) |
607,000 | 627,456 | ||||||
Aviation Capital Group Corp., 7.125%, 10/15/20(a) |
1,566,000 | 1,649,233 | ||||||
|
|
|||||||
2,276,689 | ||||||||
|
|
|||||||
Total Corporate Bonds (Cost $259,136,924) |
|
279,510,923 | ||||||
|
|
|||||||
U.S. Government Agency Mortgages 23.5% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Pool #J16712, 3.000%, 10/01/26 |
2,769,253 | 2,912,158 | ||||||
Pool #J18446, 3.000%, 03/01/27 |
6,584,153 | 6,950,671 | ||||||
Pool #J18800, 3.000%, 04/01/27 |
11,391,355 | 12,025,473 | ||||||
Pool #J19119, 2.500%, 05/01/27 |
2,168,843 | 2,267,570 | ||||||
Pool #J19132, 3.000%, 05/01/27 |
5,315,671 | 5,611,576 | ||||||
Pool #J19300, 3.000%, 06/01/27 |
2,843,660 | 3,001,068 | ||||||
Pool #G14517, 2.500%, 07/01/27 |
3,705,897 | 3,890,227 | ||||||
Pool #E09006, 2.500%, 08/01/27 |
702,325 | 734,295 | ||||||
Pool #J20064, 2.500%, 08/01/27 |
3,273,116 | 3,422,111 | ||||||
Pool #J20172, 2.500%, 08/01/27 |
4,607,164 | 4,816,886 | ||||||
Pool #J20257, 3.000%, 08/01/27 |
5,451,114 | 5,752,855 | ||||||
Pool #J20405, 2.500%, 09/01/27 |
4,091,479 | 4,277,727 | ||||||
Pool #J20420, 2.500%, 09/01/27 |
1,475,500 | 1,542,666 | ||||||
Pool #J20642, 2.500%, 10/01/27 |
1,386,926 | 1,450,060 | ||||||
Pool #J20729, 2.500%, 10/01/27 |
2,723,151 | 2,858,599 | ||||||
Pool #J20766, 2.500%, 10/01/27 |
2,643,247 | 2,763,570 | ||||||
Pool #J20737, 2.500%, 10/01/27 |
20,692,673 | 21,634,621 | ||||||
Pool #J20738, 2.500%, 10/01/27 |
8,085,599 | 8,455,558 | ||||||
Pool #J20739, 2.500%, 10/01/27 |
3,989,424 | 4,176,637 |
See Notes to Schedules of Portfolio Investments.
Pool #J20922, 2.500%, 10/01/27 |
1,721,949 | 1,802,755 | ||||||
Pool #J20958, 2.500%, 11/01/27 |
1,051,902 | 1,099,786 | ||||||
Pool #J21113, 2.500%, 11/01/27 |
2,803,528 | 2,935,089 | ||||||
Pool #J21155, 2.500%, 11/01/27 |
1,845,119 | 1,929,543 | ||||||
Pool #J21147, 2.500%, 11/01/27 |
858,137 | 898,407 | ||||||
Pool #J21297, 2.500%, 11/01/27 |
2,770,296 | 2,897,052 | ||||||
Pool #J21295, 2.500%, 12/01/27 |
1,886,819 | 1,975,362 | ||||||
Pool #A12413, 5.000%, 08/01/33 |
820,802 | 891,441 | ||||||
Pool #G05052, 5.000%, 10/01/33 |
470,096 | 510,553 | ||||||
Pool #G01797, 5.500%, 12/01/33 |
622,288 | 677,885 | ||||||
Pool #G01779, 5.000%, 04/01/35 |
943,657 | 1,020,151 | ||||||
Pool #G01837, 5.000%, 07/01/35 |
6,704,089 | 7,239,147 | ||||||
Pool #A39731, 5.000%, 11/01/35 |
1,673,990 | 1,807,592 | ||||||
Pool #G02162, 5.500%, 05/01/36 |
6,779,045 | 7,335,974 | ||||||
Pool #G02252, 5.500%, 07/01/36 |
1,226,790 | 1,327,577 | ||||||
Pool #Z40004, 6.000%, 08/01/36 |
1,550,817 | 1,685,736 | ||||||
Pool #G02424, 5.500%, 12/01/36 |
522,758 | 565,705 | ||||||
Pool #G04997, 5.000%, 01/01/37 |
2,212,155 | 2,388,709 | ||||||
Pool #G05521, 5.500%, 05/01/37 |
976,506 | 1,065,654 | ||||||
Pool #G03156, 5.500%, 08/01/37 |
74,571 | 80,558 | ||||||
Pool #G05326, 5.000%, 02/01/38 |
8,618,048 | 9,305,860 | ||||||
Pool #G04337, 5.500%, 04/01/38 |
1,204,966 | 1,301,700 | ||||||
Pool #G07135, 6.000%, 10/01/38 |
6,946,069 | 7,569,900 | ||||||
Pool #G06079, 6.000%, 07/01/39 |
4,337,364 | 4,726,905 | ||||||
Pool #1B8740, 2.410%, 09/01/41(b) |
619,360 | 643,771 | ||||||
|
|
|||||||
162,227,140 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Pool #AM2137, 1.950%, 08/01/20(c) |
1,329,000 | 1,340,629 | ||||||
Pool #AM1003, 2.150%, 12/01/20 |
1,387,357 | 1,411,338 | ||||||
Pool #AM0392, 2.140%, 01/01/21 |
2,556,586 | 2,617,126 | ||||||
Pool #471145, 3.150%, 04/01/22 |
3,473,380 | 3,745,533 | ||||||
Pool #471235, 3.120%, 05/01/22 |
84,903 | 91,583 | ||||||
Pool #471783, 2.790%, 07/01/22 |
3,086,278 | 3,245,402 | ||||||
Pool #AM0137, 2.690%, 08/01/22 |
2,350,578 | 2,457,120 | ||||||
Pool #AM0418, 2.720%, 08/01/22 |
1,966,391 | 2,064,373 | ||||||
Pool #AM0463, 2.720%, 09/01/22 |
1,676,985 | 1,754,076 | ||||||
Pool #AM0061, 3.100%, 07/01/24 |
496,821 | 523,826 | ||||||
Pool #AK4110, 3.000%, 02/01/27 |
872,725 | 922,388 | ||||||
Pool #AO3012, 2.500%, 05/01/27 |
2,161,495 | 2,264,785 | ||||||
Pool #AO4398, 2.500%, 07/01/27 |
1,743,103 | 1,831,983 | ||||||
Pool #AK4136, 2.500%, 08/01/27 |
412,244 | 432,684 | ||||||
Pool #AP4725, 3.000%, 08/01/27 |
1,006,845 | 1,068,231 | ||||||
Pool #AP1220, 2.500%, 09/01/27 |
3,502,795 | 3,667,719 | ||||||
Pool #AP7520, 3.000%, 09/01/27 |
2,648,251 | 2,816,333 | ||||||
Pool #AI9132, 3.000%, 09/01/27 |
812,401 | 859,393 | ||||||
Pool #AP1221, 2.500%, 10/01/27 |
2,148,399 | 2,249,552 | ||||||
Pool #AP9774, 2.500%, 10/01/27 |
7,689,512 | 8,056,967 | ||||||
Pool #AI9138, 3.000%, 10/01/27 |
1,922,404 | 2,033,603 | ||||||
Pool #AQ7339, 2.500%, 11/01/27 |
3,980,341 | 4,167,749 | ||||||
Pool #AM1589, 2.420%, 12/01/27 |
1,287,000 | 1,311,242 | ||||||
Pool #725773, 5.500%, 09/01/34 |
4,948,087 | 5,413,352 | ||||||
Pool #255458, 5.500%, 11/01/34 |
576,227 | 630,409 | ||||||
Pool #735036, 5.500%, 12/01/34 |
4,621,635 | 5,056,204 | ||||||
Pool #827943, 5.000%, 05/01/35 |
999,799 | 1,088,211 | ||||||
Pool #735500, 5.500%, 05/01/35 |
4,133,787 | 4,517,317 | ||||||
Pool #843434, 5.500%, 05/01/35 |
903,801 | 993,304 | ||||||
Pool #357829, 6.000%, 06/01/35 |
2,458,628 | 2,684,981 | ||||||
Pool #357937, 6.000%, 07/01/35 |
3,994,098 | 4,397,042 | ||||||
Pool #888344, 5.000%, 10/01/35 |
6,623,609 | 7,191,571 |
See Notes to Schedules of Portfolio Investments.
Pool #190363, 5.500%, 11/01/35 |
4,424,252 | 4,834,731 | ||||||
Pool #AE0115, 5.500%, 12/01/35 |
5,313,441 | 5,844,116 | ||||||
Pool #745428, 5.500%, 01/01/36 |
6,906,529 | 7,547,312 | ||||||
Pool #190370, 6.000%, 06/01/36 |
8,387,324 | 9,182,532 | ||||||
Pool #888173, 5.500%, 11/01/36 |
1,941,798 | 2,121,957 | ||||||
Pool #888415, 5.000%, 12/01/36 |
1,585,870 | 1,721,856 | ||||||
Pool #995082, 5.500%, 08/01/37 |
3,130,155 | 3,424,481 | ||||||
Pool #889529, 6.000%, 03/01/38 |
2,761,029 | 3,083,201 | ||||||
Pool #995724, 6.000%, 04/01/39 |
4,598,481 | 5,123,849 | ||||||
Pool #AD0439, 6.000%, 07/01/39 |
2,048,568 | 2,251,500 | ||||||
Pool #AD7136, 5.000%, 07/01/40 |
1,110,328 | 1,208,313 | ||||||
Pool #AJ9537, 2.713%, 11/01/41(b) |
2,763,290 | 2,848,268 | ||||||
|
|
|||||||
132,098,142 | ||||||||
|
|
|||||||
Government National Mortgage Association |
||||||||
Pool #778065, 3.000%, 08/15/27(c) |
5,142,625 | 5,494,948 | ||||||
Pool #AB1392, 3.000%, 08/15/27 |
1,248,895 | 1,334,457 | ||||||
Pool #AB2768, 3.000%, 08/15/27 |
3,040,025 | 3,248,298 | ||||||
Pool #799709, 3.000%, 09/15/27 |
2,430,118 | 2,596,607 | ||||||
Pool #AA6920, 3.000%, 10/15/27 |
3,348,971 | 3,578,410 | ||||||
Pool #AA8346, 3.000%, 11/15/27 |
5,758,814 | 6,153,353 | ||||||
|
|
|||||||
22,406,073 | ||||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $311,124,426) |
|
316,731,355 | ||||||
|
|
|||||||
U.S. Treasury Obligations 34.6% |
||||||||
U.S. Treasury Bonds 3.2% |
||||||||
2.750%, 08/15/42 |
44,106,000 | 42,589,856 | ||||||
|
|
|||||||
U.S. Treasury Notes 31.4% |
||||||||
0.375%, 11/15/15 |
114,332,000 | 114,439,244 | ||||||
1.750%, 05/31/16(i) |
113,906,000 | 118,987,233 | ||||||
1.000%, 03/31/17 |
90,344,000 | 91,960,345 | ||||||
0.625%, 08/31/17 |
59,958,000 | 59,901,759 | ||||||
1.625%, 11/15/22 |
38,712,000 | 38,288,568 | ||||||
|
|
|||||||
423,577,149 | ||||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $465,100,966) |
|
466,167,005 | ||||||
|
|
|||||||
Preferred Stocks 1.1% |
||||||||
Banks 0.7% |
||||||||
PNC Financial Services Group, Inc., Series P, 6.125% .(g) |
129,775 | 3,596,065 | ||||||
US Bancorp, Series F, 6.500%(g) |
83,700 | 2,397,168 | ||||||
US Bancorp, Series G, 6.000%(g) |
98,725 | 2,738,632 | ||||||
|
|
|||||||
8,731,865 | ||||||||
|
|
|||||||
Electric 0.2% |
||||||||
SCE Trust I, 5.625%(g) |
85,325 | 2,201,385 | ||||||
|
|
|||||||
Insurance 0.2% |
||||||||
Arch Capital Group Ltd., Series C, 6.750%(g) |
48,575 | 1,303,267 | ||||||
Reinsurance Group of America, Inc., 6.200%(g) |
71,100 | 1,927,521 | ||||||
|
|
|||||||
3,230,788 | ||||||||
|
|
|||||||
Real Estate Investment Trust 0.0%(e) |
||||||||
Public Storage, Series U, 5.625%(g) |
21,000 | 545,580 | ||||||
|
|
|||||||
Total Preferred Stocks (Cost $13,836,072) |
|
14,709,618 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Short-Term Investment 0.0%(e) |
| |||||||
RidgeWorth Funds Securities Lending Joint Account, (j) |
401,914 | 401,914 | ||||||
|
|
|||||||
Total Short-Term Investment (Cost $401,914) |
|
401,914 | ||||||
|
|
|||||||
Money Market Fund 7.0% |
||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(k) |
94,378,486 | 94,378,486 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $94,378,486) |
|
94,378,486 | ||||||
|
|
|||||||
Total Investments (Cost $1,362,971,722) 104.2% |
1,402,782,297 | |||||||
Liabilities in Excess of Other Assets (4.2)% |
(56,472,635 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 1,346,309,662 | ||||||
|
|
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 12.5% of net assets as of December 31, 2012. |
(b) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(c) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(d) | The security does not have a stated settlement date and will receive a rate upon settling with the custodian. |
(e) | Less than 0.05% of Net Assets. |
(f) | The Funds investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. |
(g) | Security is perpetual in nature and has no stated maturity. |
(h) | The security or a partial position of the security was on loan as of December 31, 2012. The total value of securities on loan as of December 31, 2012 was $393,490. |
(i) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(j) | 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, 2012 (See Note 2 (i)). |
(k) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
LP | Limited Partnership | |
MTN | Medium Term Note | |
PIK | Payment in-kind |
Credit Default Swap Agreement Buy Protection
At December 31, 2012, the Funds open swap agreement was as follows:
Underlying Instrument |
Counterparty |
Notional Amount |
Fixed Rate |
Expiration Date |
Implied Credit Spread* |
Upfront Payments Made |
Value | Unrealized Depreciation |
||||||||||||||||||||||
Merrill Lynch & Co., Inc. |
CS First Boston | $ | 10,000,000 | 1.000 | % | 12/20/17 | 1.278 | % | $ | 344,577 | $ | 132,757 | $ | (211,820 | ) |
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.
The value column indicates the impact each respective swap agreement has on the Funds net assets at December 31, 2012.
* | Implied credit spreads serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular reference entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entitys credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
See Notes to Schedules of Portfolio Investments.
Forward Foreign Currency Contracts
At December 31, 2012, the Funds 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: |
| |||||||||||||||||||||||||
Brazilian Real |
JPMorgan | 01/03/13 | 40,184,705 | $ | 19,455,195 | $ | 19,626,229 | $(171,035) | ||||||||||||||||||
Euro |
JPMorgan | 01/07/13 | 20,474,245 | 26,810,000 | 27,025,917 | (215,917) | ||||||||||||||||||||
South African Rand |
JPMorgan | 01/03/13 | 59,590,900 | 6,731,115 | 7,029,301 | (298,186) | ||||||||||||||||||||
Swedish Krona |
JPMorgan | 01/03/13 | 107,316,270 | 16,249,700 | 16,502,198 | (252,498) | ||||||||||||||||||||
Turkish Lira |
JPMorgan | 01/07/13 | 29,296,302 | 16,284,770 | 16,411,352 | (126,581) | ||||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
Total Short Contracts |
$ | 85,530,780 | $ | 86,594,997 | $(1,064,217) | |||||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
Long: |
||||||||||||||||||||||||||
Brazilian Real |
JPMorgan | 01/03/13 | 40,184,705 | 19,080,811 | 19,626,229 | 545,418 | ||||||||||||||||||||
Brazilian Real |
JPMorgan | 02/04/13 | 62,809,164 | 30,150,323 | 30,546,976 | 396,653 | ||||||||||||||||||||
Euro |
JPMorgan | 01/07/13 | 20,474,245 | 26,782,749 | 27,025,917 | 243,168 | ||||||||||||||||||||
Mexican Peso |
JPMorgan | 02/21/13 | 348,535,031 | 27,254,851 | 26,843,839 | (411,012) | ||||||||||||||||||||
South African Rand |
JPMorgan | 01/03/13 | 59,590,900 | 6,700,000 | 7,029,301 | 329,301 | ||||||||||||||||||||
South African Rand |
JPMorgan | 01/14/13 | 47,939,530 | 5,500,000 | 5,646,328 | 146,328 | ||||||||||||||||||||
Swedish Krona |
JPMorgan | 01/03/13 | 107,316,270 | 16,100,000 | 16,502,198 | 402,198 | ||||||||||||||||||||
Swedish Krona |
JPMorgan | 01/10/13 | 108,019,036 | 16,315,000 | 16,607,537 | 292,537 | ||||||||||||||||||||
Turkish Lira |
JPMorgan | 01/07/13 | 29,296,302 | 16,315,000 | 16,411,352 | 96,352 | ||||||||||||||||||||
Turkish Lira |
JPMorgan | 02/08/13 | 29,296,302 | 16,221,651 | 16,342,468 | 120,817 | ||||||||||||||||||||
|
|
|
|
|
|
|
||||||||||||||||||||
Total Long Contracts |
$ | 180,420,385 | $ | 182,582,145 | $ | 2,161,760 | ||||||||||||||||||||
|
|
|
|
|
|
|
As of December 31, 2012, the Fund had the following unfunded loan commitment:
Borrower |
Unfunded Commitment |
Unrealized Appreciation |
||||||
Mission Broadcasting, Inc. |
$ | 8,571 | $ | 223 |
The commitment is available until the maturity date of the respective security.
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Ultra-Short Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Asset-Backed Securities 2.7% |
||||||||
Automobiles 2.7% |
||||||||
Ford Credit Auto Owner Trust, Series 2012-A, Cl A2, 0.620%, 09/15/14 |
260,692 | 260,846 | ||||||
Harley-Davidson Motorcycle Trust, Series 2011-2, Cl A2, 0.710%, 05/15/15 |
268,389 | 268,657 | ||||||
Honda Auto Receivables Owner Trust, Series 2010-2, Cl A3, 1.340%, 03/18/14 |
36,123 | 36,210 | ||||||
Hyundai Auto Receivables Trust, Series 2011-B, Cl A4, 1.650%, 02/15/17 |
1,370,000 | 1,397,308 | ||||||
Volkswagen Auto Loan Enhanced Trust, Series 2012-1, Cl A2, 0.610%, 10/20/14 |
419,104 | 419,499 | ||||||
World Omni Auto Receivables Trust, Series 2011-A, Cl A3, 1.110%, 05/15/15 |
418,918 | 420,554 | ||||||
|
|
|||||||
Total Asset-Backed Securities (Cost $2,799,616) |
2,803,074 | |||||||
|
|
|||||||
Collateralized Mortgage Obligations 25.1% |
||||||||
Agency Collateralized Mortgage Obligations 9.4% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 3598, Cl DA, 2.750%, 11/15/14 |
265,348 | 266,964 | ||||||
Series 3792, Cl DF, REMIC, 0.606%, 11/15/40(a) |
2,220,033 | 2,236,814 | ||||||
|
|
|||||||
2,503,778 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2005-92, Cl UF, 0.560%, 10/25/25(a) |
316,330 | 317,080 | ||||||
Series 2007-109, Cl NF, 0.760%, 12/25/37(a) |
1,003,637 | 1,015,067 | ||||||
Series 2007-54, Cl KF, 0.520%, 06/25/37(a) |
590,176 | 590,791 | ||||||
Series 2009-37, Cl HA, 4.000%, 04/25/19 |
106,338 | 112,255 | ||||||
Series 2010-134, Cl BF, 0.640%, 10/25/40(a) |
1,507,270 | 1,515,645 | ||||||
Series 2011-M1, Cl FA, 0.660%, 06/25/21(a) |
2,309,651 | 2,331,761 | ||||||
Series 2012-M9, Cl ASQ2, 1.513%, 12/25/17 |
350,000 | 357,439 | ||||||
|
|
|||||||
6,240,038 | ||||||||
|
|
|||||||
Government National Mortgage Association |
||||||||
Series 2010-66, Cl A, 1.869%, 09/16/27 |
212,182 | 213,541 | ||||||
|
|
|||||||
NCUA Guaranteed Notes |
||||||||
Series 2011-R1, Cl 1A, 0.657%, 01/08/20(a) |
869,121 | 869,938 | ||||||
|
|
|||||||
9,827,295 | ||||||||
|
|
|||||||
Agency Collateralized Planned Amortization Class Mortgage Obligations 0.8% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 3200, Cl FP, 0.406%, 08/15/36(a) |
565,939 | 565,133 | ||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2005-42, Cl PF, 0.410%, 05/25/35(a) |
311,142 | 311,283 | ||||||
|
|
|||||||
876,416 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Securities 14.2% |
||||||||
Banc of America Commercial Mortgage, Inc. |
||||||||
Series 2004-1, Cl A4, 4.760%, 11/10/39 |
330,000 | 340,886 | ||||||
Series 2004-3, Cl A5, 5.555%, 06/10/39(a) |
1,314,021 | 1,393,770 | ||||||
Series 2004-6, Cl AJ, 4.870%, 12/10/42(a) |
1,535,000 | 1,610,818 | ||||||
|
|
|||||||
3,345,474 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Citigroup Commercial Mortgage Trust |
||||||||
Series 2004-C1, Cl A3, 5.251%, 04/15/40(a) |
693,096 | 700,250 | ||||||
|
|
|||||||
Citigroup/Deutsche Bank Commercial Mortgage Trust |
||||||||
Series 2005-CD1, Cl A4, 5.219%, 07/15/44(a) |
290,000 | 321,832 | ||||||
|
|
|||||||
Commercial Mortgage Asset Trust |
||||||||
Series 1999-C1, Cl A4, 6.975%, 01/17/32(a) |
418,957 | 420,691 | ||||||
Series 1999-C1, Cl B, 7.230%, 01/17/32(a) |
1,460,000 | 1,506,903 | ||||||
|
|
|||||||
1,927,594 | ||||||||
|
|
|||||||
Commercial Mortgage Pass-Through Certificates |
||||||||
Series 2001-J2A, Cl A2, 6.096%, 07/16/34(b) |
3,073 | 3,072 | ||||||
|
|
|||||||
Credit Suisse First Boston Mortgage Securities Corp. |
||||||||
Series 2003-CK2, Cl A4, 4.801%, 03/15/36 |
238,875 | 238,677 | ||||||
|
|
|||||||
FDIC Structured Sale Guaranteed Notes |
||||||||
Series 2011-C1, Cl A, 1.840%, 04/25/31(a)(b) |
1,485,246 | 1,504,909 | ||||||
|
|
|||||||
GMAC Commercial Mortgage Securities, Inc. |
||||||||
Series 2003-C1, Cl A2, 4.079%, 05/10/36 |
629,338 | 631,221 | ||||||
Series 2004-C3, Cl A4, 4.547%, 12/10/41 |
464,445 | 464,208 | ||||||
|
|
|||||||
1,095,429 | ||||||||
|
|
|||||||
JP Morgan Chase Commercial Mortgage Securities Corp. |
||||||||
Series 2004-CB8, Cl A4, 4.404%, 01/12/39 |
1,519,100 | 1,572,780 | ||||||
|
|
|||||||
JPMorgan Chase Commercial Mortgage Securities |
||||||||
Series 2004-CBX, Cl A5, 4.654%, 01/12/37 |
1,209,739 | 1,226,509 | ||||||
Series 2005-LDP1, Cl A2, 4.625%, 03/15/46 |
482,835 | 483,655 | ||||||
|
|
|||||||
1,710,164 | ||||||||
|
|
|||||||
LB Commercial Mortgage Trust |
||||||||
Series 1998-C4, Cl G, 5.600%, 10/15/35(b) |
1,438,057 | 1,479,391 | ||||||
|
|
|||||||
LB-UBS Commercial Mortgage Trust |
||||||||
Series 2003-C7, Cl A3, 4.559%, 09/15/27(a) |
296,071 | 295,913 | ||||||
|
|
|||||||
Morgan Stanley Capital I |
||||||||
Series 2004-IQ7, Cl A4, 5.396%, 06/15/38(a) |
516,153 | 538,522 | ||||||
|
|
|||||||
14,734,007 | ||||||||
|
|
|||||||
Whole Loan Collateral Mortgage Obligations 0.7% |
||||||||
Banc of America Mortgage Securities, Inc. |
||||||||
Series 2003-F, Cl 1A1, 2.998%, 07/25/33(a) |
404,552 | 400,804 | ||||||
|
|
|||||||
FDIC Structured Sale Guaranteed Notes |
||||||||
Series 2010-L2A, Cl A, 3.000%, 09/30/19(b) |
285,383 | 292,785 | ||||||
|
|
|||||||
693,589 | ||||||||
|
|
|||||||
Total Collateralized Mortgage Obligations (Cost $25,869,980) |
26,131,307 | |||||||
|
|
|||||||
Corporate Bonds 49.3% |
||||||||
Auto Manufacturers 3.2% |
||||||||
Daimler Finance North America LLC, 03/15/13(b) |
810,000 | 809,386 | ||||||
Daimler Finance North America LLC, 1.000%, 05/24/13(b) |
350,000 | 349,292 | ||||||
Daimler Finance North America LLC, 1.650%, 04/10/15(b) |
1,000,000 | 1,012,266 | ||||||
Volkswagen International Finance, 0.912%, 11/20/14(a)(b) |
1,150,000 | 1,149,574 | ||||||
|
|
|||||||
3,320,518 | ||||||||
|
|
|||||||
Banks 13.9% |
||||||||
American Express Centurion Bank, 0.760%, 11/13/15, Series FRN(a) |
1,310,000 | 1,308,152 |
See Notes to Schedules of Portfolio Investments.
Bank of America Corp., 1.733%, 01/30/14, MTN(a) |
670,000 | 675,595 | ||||||
Bank of Montreal, 0.800%, 11/06/15, MTN |
345,000 | 344,506 | ||||||
Bank of Montreal, 0.780%, 09/11/15, MTN(a) |
1,395,000 | 1,400,817 | ||||||
Bank of New York Mellon Corp. (The), 5.125%, 08/27/13, MTN |
520,000 | 536,089 | ||||||
Bank of Nova Scotia, 0.810%, 02/10/14 |
405,000 | 406,200 | ||||||
BB&T Corp., 1.013%, 04/28/14(a) |
285,000 | 286,791 | ||||||
Branch Banking & Trust Co., 0.630%, 09/13/16(a) |
400,000 | 393,777 | ||||||
Capital One Financial Corp., 1.454%, 07/15/14, Series FRN(a) |
690,000 | 697,444 | ||||||
Fifth Third Bank, 0.421%, 05/17/13(a) |
1,485,000 | 1,484,636 | ||||||
Goldman Sachs Group, Inc. (The), 1.312%, 11/21/14, MTN(a) |
1,250,000 | 1,253,490 | ||||||
JPMorgan Chase & Co., 3.150%, 07/05/16 |
670,000 | 709,832 | ||||||
PNC Funding Corp., 5.400%, 06/10/14 |
1,365,000 | 1,455,875 | ||||||
Royal Bank of Canada, 0.630%, 04/17/14, Series 1, MTN(a) |
1,230,000 | 1,232,456 | ||||||
Royal Bank of Canada, 1.013%, 10/30/14(a) |
625,000 | 630,734 | ||||||
Toronto-Dominion Bank (The), 0.640%, 07/14/14(a) |
255,000 | 255,867 | ||||||
Wells Fargo & Co., 3.676%, 06/15/16 |
1,340,000 | 1,448,679 | ||||||
|
|
|||||||
14,520,940 | ||||||||
|
|
|||||||
Beverages 2.2% |
||||||||
Anheuser-Busch InBev Worldwide, Inc., 1.500%, 07/14/14 |
750,000 | 760,833 | ||||||
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 03/26/13 |
295,000 | 296,362 | ||||||
Coca-Cola Refreshments USA, Inc., 5.000%, 08/15/13 |
1,155,000 | 1,187,971 | ||||||
|
|
|||||||
2,245,166 | ||||||||
|
|
|||||||
Chemicals 1.8% |
||||||||
Dow Chemical Co. (The), 5.900%, 02/15/15 |
405,000 | 446,807 | ||||||
Ecolab, Inc., 2.375%, 12/08/14 |
485,000 | 500,635 | ||||||
Sherwin-Williams Co. (The), 3.125%, 12/15/14 |
920,000 | 962,930 | ||||||
|
|
|||||||
1,910,372 | ||||||||
|
|
|||||||
Commercial Services 0.2% |
||||||||
ERAC USA Finance LLC, 1.400%, 04/15/16(b) |
165,000 | 166,106 | ||||||
|
|
|||||||
Computers 0.6% |
||||||||
Hewlett-Packard Co., 1.250%, 09/13/13 |
625,000 | 624,993 | ||||||
|
|
|||||||
Diversified Financial Services 9.2% |
||||||||
American Honda Finance Corp., 0.708%, 06/18/14(a)(b) |
975,000 | 978,173 | ||||||
Caterpillar Financial Services Corp., 4.625%, 06/01/15 |
675,000 | 737,362 | ||||||
Caterpillar Financial Services Corp., 6.125%, 02/17/14, MTN |
605,000 | 645,019 | ||||||
Citigroup, Inc., 5.500%, 04/11/13 |
1,592,000 | 1,608,402 | ||||||
General Electric Capital Corp., 0.551%, 01/08/16, MTN(a) |
1,250,000 | 1,235,516 | ||||||
Hyundai Capital America, 1.625%, 10/02/15(b) |
400,000 | 402,404 | ||||||
JPMorgan Chase & Co., 1.058%, 05/02/14, MTN(a) |
1,105,000 | 1,112,578 | ||||||
MassMutual Global Funding II, 0.685%, 01/14/14(a)(b) |
1,410,000 | 1,413,755 | ||||||
Morgan Stanley, 1.902%, 01/24/14(a) |
670,000 | 674,321 | ||||||
TD AMERITRADE Holding Corp., 4.150%, 12/01/14 |
310,000 | 330,383 | ||||||
Woodside Finance Ltd., 4.500%, 11/10/14(b) |
455,000 | 481,261 | ||||||
|
|
|||||||
9,619,174 | ||||||||
|
|
|||||||
Electric 1.2% |
||||||||
Duke Energy Indiana, Inc., 5.000%, 09/15/13 |
525,000 | 541,605 | ||||||
NextEra Energy Capital Holdings, Inc., 1.611%, 06/01/14 |
165,000 | 166,778 | ||||||
NextEra Energy Capital Holdings, Inc., 2.550%, 11/15/13 |
500,000 | 507,897 | ||||||
|
|
|||||||
1,216,280 | ||||||||
|
|
|||||||
Food 0.8% |
||||||||
General Mills, Inc., 5.200%, 03/17/15 |
485,000 | 532,667 | ||||||
Kraft Foods Group, Inc., 1.625%, 06/04/15(b) |
260,000 | 264,620 | ||||||
|
|
|||||||
797,287 | ||||||||
|
|
See Notes to Schedules of Portfolio Investments.
Gas 0.4% |
||||||||
Sempra Energy, 2.000%, 03/15/14 |
405,000 | 411,128 | ||||||
|
|
|||||||
Healthcare - Products 0.8% |
||||||||
St Jude Medical, Inc., 2.200%, 09/15/13 |
813,000 | 822,975 | ||||||
|
|
|||||||
Healthcare - Services 1.0% |
||||||||
UnitedHealth Group, Inc., 4.875%, 04/01/13 |
560,000 | 565,888 | ||||||
WellPoint, Inc., 5.000%, 12/15/14 |
470,000 | 507,630 | ||||||
|
|
|||||||
1,073,518 | ||||||||
|
|
|||||||
Holding Companies-Diversified 0.6% |
||||||||
EnCana Holdings Finance Corp., 5.800%, 05/01/14 |
560,000 | 595,273 | ||||||
|
|
|||||||
Insurance 5.1% |
||||||||
Allstate Corp. (The), 5.000%, 08/15/14 |
644,000 | 688,748 | ||||||
Allstate Life Global Funding Trusts, 5.375%, 04/30/13, MTN |
1,250,000 | 1,270,695 | ||||||
Berkley (WR) Corporation, 5.875%, 02/15/13 |
475,000 | 477,814 | ||||||
MetLife, Inc., 2.375%, 02/06/14 |
1,260,000 | 1,283,587 | ||||||
Metropolitan Life Global Funding I, 1.700%, 06/29/15(b) |
220,000 | 224,573 | ||||||
New York Life Global Funding, 4.650%, 05/09/13(b) |
120,000 | 121,679 | ||||||
Prudential Covered Trust 2012-1, 2.997%, 09/30/15(b) |
1,154,250 | 1,196,971 | ||||||
|
|
|||||||
5,264,067 | ||||||||
|
|
|||||||
Internet 0.5% |
||||||||
Amazon.com, Inc., 0.650%, 11/27/15 |
480,000 | 479,711 | ||||||
|
|
|||||||
Media 1.8% |
||||||||
Comcast Corp., 5.300%, 01/15/14 |
585,000 | 613,773 | ||||||
Historic TW, Inc., 9.125%, 01/15/13 |
200,000 | 200,547 | ||||||
Time Warner Cable, Inc., 6.200%, 07/01/13 |
305,000 | 313,372 | ||||||
Time Warner Cable, Inc., 7.500%, 04/01/14 |
115,000 | 124,609 | ||||||
Viacom, Inc., 1.250%, 02/27/15 |
645,000 | 651,297 | ||||||
|
|
|||||||
1,903,598 | ||||||||
|
|
|||||||
Mining 1.4% |
||||||||
BHP Billiton Finance USA Ltd., 1.000%, 02/24/15 |
225,000 | 226,667 | ||||||
Rio Tinto Alcan, Inc., 5.200%, 01/15/14 |
1,230,000 | 1,284,521 | ||||||
|
|
|||||||
1,511,188 | ||||||||
|
|
|||||||
Pharmaceuticals 1.1% |
||||||||
McKesson Corp., 0.950%, 12/04/15 |
185,000 | 185,260 | ||||||
McKesson Corp., 6.500%, 02/15/14 |
865,000 | 920,689 | ||||||
|
|
|||||||
1,105,949 | ||||||||
|
|
|||||||
Pipelines 0.7% |
||||||||
Enterprise Products Operating LLC, Series M, 5.650%, 04/01/13 |
750,000 | 758,363 | ||||||
|
|
|||||||
Retail 0.6% |
||||||||
Nordstrom, Inc., 6.750%, 06/01/14 |
615,000 | 667,140 | ||||||
|
|
|||||||
Telecommunication Services 1.5% |
||||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 |
1,480,000 | 1,553,621 | ||||||
|
|
|||||||
Transportation 0.7% |
||||||||
Burlington Northern Santa Fe LLC, 4.300%, 07/01/13 |
435,000 | 443,059 | ||||||
Burlington Northern Santa Fe LLC, 7.000%, 02/01/14 |
285,000 | 304,240 | ||||||
|
|
|||||||
747,299 | ||||||||
|
|
|||||||
Total Corporate Bonds (Cost $51,162,942) |
51,314,666 | |||||||
|
|
|||||||
Municipal Bond 1.9% |
||||||||
New Jersey 1.9% |
||||||||
New Jersey Economic Development Authority, RB, BAB, 1.308%, 06/15/13(a) |
1,923,000 | 1,927,115 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
Total Municipal Bond (Cost $1,923,778) |
1,927,115 | |||||||
|
|
|||||||
U.S. Government Agency Mortgages 19.9% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Pool #847276, 2.524%, 04/01/34(a) |
66,348 | 70,346 | ||||||
Pool #1B7142, 2.958%, 09/01/36(a) |
95,019 | 101,892 | ||||||
Pool #1Q1404, 2.638%, 01/01/37(a) |
1,049,602 | 1,118,288 | ||||||
Pool #848852, 2.895%, 08/01/37(a) |
1,729,260 | 1,842,598 | ||||||
|
|
|||||||
3,133,124 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Pool #555162, 4.820%, 01/01/13 |
25,142 | 25,164 | ||||||
Pool #873590, 5.470%, 04/01/13 |
145,151 | 145,278 | ||||||
Pool #360500, 6.255%, 09/01/13 |
2,900,000 | 2,987,607 | ||||||
Pool #555910, 4.920%, 10/01/13 |
1,309,903 | 1,313,998 | ||||||
Pool #387206, 5.500%, 01/01/15 |
1,272,994 | 1,360,976 | ||||||
Pool #AD0172, 4.757%, 04/01/16 |
221,307 | 243,643 | ||||||
Pool #745935, 5.682%, 08/01/16 |
1,569,744 | 1,762,625 | ||||||
Pool #745889, 5.970%, 08/01/16 |
288,250 | 327,514 | ||||||
Pool #469408, 0.962%, 11/01/18(a) |
2,785,000 | 2,778,658 | ||||||
Pool #MA1241, 2.500%, 11/01/22 |
2,519,622 | 2,644,553 | ||||||
Pool #635082, 2.249%, 05/01/32(a) |
120,507 | 125,648 | ||||||
Pool #555844, 2.290%, 10/01/33(a) |
216,566 | 230,866 | ||||||
Pool #822302, 2.939%, 05/01/35(a) |
328,602 | 350,388 | ||||||
Pool #995542, 2.653%, 02/01/36(a) |
579,466 | 615,080 | ||||||
Pool #AL0968, 2.784%, 12/01/36(a) |
509,002 | 543,311 | ||||||
Pool #AD0380, 2.704%, 10/01/37(a) |
713,707 | 757,474 | ||||||
Pool #AL0966, 2.736%, 11/01/37(a) |
519,807 | 553,947 | ||||||
Pool #AL0967, 2.758%, 04/01/38(a) |
796,259 | 849,714 | ||||||
|
|
|||||||
17,616,444 | ||||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $20,563,379) |
20,749,568 | |||||||
|
|
|||||||
Money Market Fund 0.4% |
||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.04%(c) |
459,956 | 459,956 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $459,956) |
459,956 | |||||||
|
|
|||||||
Total Investments (Cost $102,779,651) 99.3% |
103,385,686 | |||||||
Other Assets in Excess of Liabilities 0.7% |
711,614 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 104,097,300 | ||||||
|
|
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 11.4% of net assets as of December 31, 2012. |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
BAB | Build America Bonds | |
MTN | Medium Term Note | |
RB | Revenue Bond | |
REMIC | Real Estate Mortgage Investment Conduct |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
U.S. Government Securities Fund
Shares or Principal Amount($) |
Value($) | |||||||
U.S. Treasury Obligations 98.4% |
| |||||||
U.S. Treasury Bonds 16.1% |
| |||||||
7.125%, 02/15/23 |
1,111,000 | 1,675,179 | ||||||
6.875%, 08/15/25 |
154,000 | 237,184 | ||||||
6.000%, 02/15/26 |
296,000 | 428,321 | ||||||
4.500%, 02/15/36 |
1,720,000 | 2,263,682 | ||||||
2.750%, 08/15/42 |
2,149,000 | 2,075,128 | ||||||
|
|
|||||||
6,679,494 | ||||||||
|
|
|||||||
U.S. Treasury Notes 82.3% |
| |||||||
0.625%, 02/28/13 |
1,715,000 | 1,716,473 | ||||||
0.500%, 10/15/14 |
8,710,000 | 8,749,465 | ||||||
0.375%, 03/15/15 |
4,800,000 | 4,809,749 | ||||||
1.500%, 06/30/16 |
7,230,000 | 7,494,343 | ||||||
1.000%, 03/31/17 |
5,131,000 | 5,222,799 | ||||||
2.625%, 08/15/20 |
5,570,000 | 6,116,556 | ||||||
|
|
|||||||
34,109,385 | ||||||||
|
|
|||||||
Total U.S. Treasury Obligations (Cost $39,756,219) |
|
40,788,879 | ||||||
|
|
|||||||
Money Market Fund 2.1% |
| |||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a) |
862,781 | 862,781 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $862,781) |
|
862,781 | ||||||
|
|
|||||||
Total Investments (Cost $40,619,000) 100.5% |
41,651,660 | |||||||
Liabilities in Excess of Other Assets (0.5)% |
(209,108 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 41,442,552 | ||||||
|
|
(a) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
U.S. Government Securities Ultra-Short Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Asset-Backed Security 0.1% |
| |||||||
Student Loan Asset Backed Security 0.1% |
| |||||||
SMS Student Loan Trust, Series 1999-B, Cl A2, 0.553%, 04/30/29(a) |
2,335,905 | 2,331,435 | ||||||
|
|
|||||||
Total Asset-Backed Security (Cost $2,329,369) |
|
2,331,435 | ||||||
|
|
|||||||
Collateralized Mortgage Obligations 26.6% |
| |||||||
Agency Collateralized Mortgage Obligations 19.9% |
| |||||||
Federal Home Loan Bank |
||||||||
Series Y2-2015, Cl 1, 2.600%, 04/20/15 |
3,819,449 | 3,918,667 | ||||||
|
|
|||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 2840, Cl LJ, 4.250%, 11/15/17 |
232,505 | 233,809 | ||||||
Series 3000, Cl FG, 0.509%, 07/15/25(a) |
4,148,749 | 4,157,208 | ||||||
Series 3065, Cl DF, REMIC, 0.589%, 04/15/35(a) |
44,342,674 | 44,548,424 | ||||||
Series 3135, Cl FC, 0.509%, 04/15/26(a) |
3,417,468 | 3,425,946 | ||||||
Series 3232, Cl KF, 0.659%, 10/15/36(a)(b) |
5,647,906 | 5,693,620 | ||||||
Series 3264, Cl FB, 0.579%, 01/15/37(a) |
3,328,799 | 3,346,119 | ||||||
Series 3320, Cl FC, 0.379%, 05/15/37(a)(b) |
8,137,434 | 8,140,575 | ||||||
Series 3450, Cl AF, 0.919%, 05/15/38(a)(b) |
3,459,522 | 3,491,668 | ||||||
Series 3511, Cl FA, 1.209%, 02/15/39(a)(b) |
13,821,500 | 14,016,286 | ||||||
Series 3574, Cl MA, 4.000%, 09/15/21 |
4,794,266 | 4,950,549 | ||||||
Series 3593, Cl F, 0.712%, 03/15/36(a) |
7,626,045 | 7,700,903 | ||||||
Series 3792, Cl DF, REMIC, 0.609%, 11/15/40(a) |
5,705,246 | 5,748,372 | ||||||
Series 3812, Cl BE, 2.750%, 09/15/18 |
9,189,359 | 9,489,153 | ||||||
|
|
|||||||
114,942,632 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2005-40, Cl FB, 0.460%, 05/25/35(a) |
3,025,093 | 3,032,036 | ||||||
Series 2005-92, Cl UF, 0.560%, 10/25/25(a) |
3,765,339 | 3,774,275 | ||||||
Series 2006-84, Cl FQ, 0.760%, 09/25/36(a)(b) |
6,985,462 | 7,052,061 | ||||||
Series 2007-102, Cl FA, 0.780%, 11/25/37(a)(b) |
8,130,404 | 8,220,806 | ||||||
Series 2007-109, Cl NF, 0.760%, 12/25/37(a)(b) |
13,760,450 | 13,917,154 | ||||||
Series 2007-2, Cl FM, 0.460%, 02/25/37(a) |
3,272,586 | 3,275,498 | ||||||
Series 2007-30, Cl WF, 0.450%, 04/25/37(a) |
17,594,500 | 17,637,659 | ||||||
Series 2007-4, Cl DF, 0.655%, 02/25/37(a)(b) |
2,660,454 | 2,678,188 | ||||||
Series 2007-54, Cl KF, 0.520%, 06/25/37(a) |
7,618,630 | 7,626,569 | ||||||
Series 2007-88, CI JF, 0.760%, 04/25/37(a)(b) |
10,344,298 | 10,487,225 | ||||||
Series 2008-18, Cl FE, 0.940%, 03/25/38(a)(b) |
5,732,248 | 5,782,026 | ||||||
Series 2009-37, Cl HA, 4.000%, 04/25/19 |
338,215 | 357,034 | ||||||
Series 2010-134, Cl BF, 0.640%, 10/25/40(a) |
16,193,568 | 16,283,556 | ||||||
Series 2010-42, Cl AF, 0.810%, 05/25/40(a) |
11,346,271 | 11,443,203 | ||||||
Series 2011-38, Cl AH, 2.750%, 05/25/20 |
6,901,105 | 7,129,283 | ||||||
Series 2011-M1, Cl FA, 0.660%, 06/25/21(a)(b) |
49,486,054 | 49,959,784 | ||||||
Series 2012-142, Cl AC, REMIC, 2.000%, 12/25/42 |
10,000,000 | 10,186,740 | ||||||
Series 2012-M11, Cl FA, 0.712%, 08/25/19(a) |
21,707,429 | 21,910,502 | ||||||
Series 2012-M9, Cl ASQ2, 1.513%, 12/25/17 |
6,770,081 | 6,913,972 | ||||||
|
|
|||||||
207,667,571 | ||||||||
|
|
|||||||
Government National Mortgage Association |
See Notes to Schedules of Portfolio Investments.
Series 2010-66, Cl A, 1.869%, 09/16/27 |
7,045,455 | 7,090,581 | ||||||
Series 2010-97, Cl A, 2.321%, 01/16/32 |
2,687,273 | 2,730,046 | ||||||
|
|
|||||||
9,820,627 | ||||||||
|
|
|||||||
Mortgage-Linked Amortizing Notes |
||||||||
Series 2012-1, Cl A10, 2.060%, 01/15/22 |
20,111,250 | 20,582,839 | ||||||
|
|
|||||||
NCUA Guaranteed Notes |
||||||||
Series 2010-R1, Cl 1A, 0.663%, 10/07/20(a) |
14,149,495 | 14,202,556 | ||||||
Series 2010-R1, Cl 2A, 1.840%, 10/07/20 |
6,136,055 | 6,236,724 | ||||||
Series 2010-R2, Cl 1A, 0.583%, 11/06/17(a) |
13,265,915 | 13,294,967 | ||||||
Series 2011-C1, Cl 2A, 0.743%, 03/09/21(a)(b) |
29,479,395 | 29,562,143 | ||||||
Series 2011-R1, Cl 1A, 0.663%, 01/08/20(a) |
13,565,331 | 13,578,083 | ||||||
Series 2011-R2, Cl 1A, 0.613%, 02/06/20(a) |
1,414,913 | 1,418,012 | ||||||
Series 2011-R4, Cl 1A, 0.563%, 03/06/20(a) |
28,065,383 | 28,067,067 | ||||||
Series 2011-R6, Cl 1A, 0.593%, 05/07/20(a) |
12,542,629 | 12,584,146 | ||||||
|
|
|||||||
118,943,698 | ||||||||
|
|
|||||||
475,876,034 | ||||||||
|
|
|||||||
Agency Collateralized Planned Amortization Class Mortgage Obligations 3.3% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series 3200, Cl FP, 0.409%, 08/15/36(a)(b) |
8,381,742 | 8,369,798 | ||||||
Series 4080, Cl NF, REMIC, 0.459%, 05/15/32(a) |
16,126,550 | 16,183,331 | ||||||
|
|
|||||||
24,553,129 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2003-73, Cl DF, 0.660%, 10/25/32(a) |
4,754,612 | 4,777,268 | ||||||
Series 2005-42, Cl PF, 0.410%, 05/25/35(a) |
4,423,707 | 4,425,715 | ||||||
Series 2005-57, Cl EG, 0.510%, 03/25/35(a) |
3,946,555 | 3,952,392 | ||||||
Series 2006-123, Cl PF, 0.470%, 01/25/37(a)(b) |
10,789,134 | 10,810,173 | ||||||
Series 2006-79, Cl GF, 0.610%, 08/25/36(a)(b) |
23,829,092 | 24,052,442 | ||||||
Series 2008-24, Cl PF, REMIC, 0.860%, 02/25/38(a) |
4,738,834 | 4,800,638 | ||||||
|
|
|||||||
52,818,628 | ||||||||
|
|
|||||||
Government National Mortgage Association |
||||||||
Series 2009-69, Cl PV, REMIC, 4.000%, 08/20/39 |
3,103,041 | 3,288,339 | ||||||
|
|
|||||||
80,660,096 | ||||||||
|
|
|||||||
Commercial Mortgage Backed Securities 3.3% |
||||||||
FDIC Structured Sale Guaranteed Notes |
||||||||
Series 2011-C1, Cl A, 1.840%, 04/25/31(a)(b)(c)(d) |
32,892,884 | 33,328,353 | ||||||
|
|
|||||||
Federal Home Loan Mortgage Corporation |
||||||||
Series KF01, Cl A, 0.562%, 04/25/19(a) |
18,625,942 | 18,705,400 | ||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Series 2012-M17, Cl ASQ2, 0.953%, 11/25/15 |
26,000,000 | 26,243,568 | ||||||
|
|
|||||||
78,277,321 | ||||||||
|
|
|||||||
Whole Loan Collateral Mortgage Obligation 0.1% |
||||||||
FDIC Structured Sale Guaranteed Notes |
||||||||
Series 2010-L2A, Cl A, 3.000%, 09/30/19(c)(d) |
2,489,594 | 2,554,168 | ||||||
|
|
|||||||
Total Collateralized Mortgage Obligation (Cost $632,959,189) |
|
637,367,619 | ||||||
|
|
|||||||
U.S. Government Agency Mortgages 72.3% |
||||||||
Federal Home Loan Mortgage Corporation |
||||||||
Pool #G14516, 3.500%, 05/01/27(b) |
16,521,241 | 17,373,462 | ||||||
Pool #972122, 2.100%, 06/01/33(a) |
43,302 | 43,995 | ||||||
Pool #847615, 2.536%, 07/01/33(a)(b) |
7,153,307 | 7,650,670 |
See Notes to Schedules of Portfolio Investments.
Pool #781028, 2.349%, 11/01/33(a) |
4,634,261 | 4,936,334 | ||||||
Pool #847276, 2.524%, 04/01/34(a) |
450,799 | 477,963 | ||||||
Pool #1B8683, 2.956%, 04/01/34(a)(b) |
23,579,251 | 25,138,331 | ||||||
Pool #848744, 2.811%, 05/01/34(a) |
31,509,450 | 33,508,997 | ||||||
Pool #847308, 2.438%, 07/01/34(a) |
307,690 | 327,280 | ||||||
Pool #1B1889, 2.872%, 07/01/34(a)(b) |
30,646,795 | 32,649,559 | ||||||
Pool #848736, 2.810%, 05/01/35(a)(b) |
51,365,364 | 54,602,929 | ||||||
Pool #848797, 2.799%, 07/01/35(a) |
6,961,080 | 7,416,027 | ||||||
Pool #1L0256, 2.381%, 11/01/35(a)(b) |
6,233,534 | 6,636,009 | ||||||
Pool #1Q0025, 2.747%, 02/01/36(a) |
6,243,242 | 6,620,581 | ||||||
Pool #1H2602, 2.350%, 03/01/36(a) |
6,294,188 | 6,666,158 | ||||||
Pool #1N0169, 2.365%, 07/01/36(a) |
788,551 | 836,930 | ||||||
Pool #1Q1407, 2.382%, 07/01/36(a)(b) |
19,091,116 | 20,326,600 | ||||||
Pool #848747, 2.933%, 07/01/36(a) |
30,529,047 | 32,738,535 | ||||||
Pool #1B7142, 2.958%, 09/01/36(a) |
1,450,903 | 1,555,855 | ||||||
Pool #848795, 2.898%, 10/01/36(a) |
3,160,074 | 3,379,184 | ||||||
Pool #848569, 2.734%, 11/01/36(a)(b) |
25,466,944 | 27,060,506 | ||||||
Pool #848133, 3.686%, 11/01/36(a) |
2,427,449 | 2,591,527 | ||||||
Pool #1G2585, 3.199%, 12/01/36(a) |
177,410 | 189,646 | ||||||
Pool #1Q1404, 2.713%, 01/01/37(a) |
20,087,686 | 21,402,229 | ||||||
Pool #1J0331, 2.998%, 03/01/37(a) |
976,733 | 1,047,332 | ||||||
Pool #1Q1195, 2.676%, 05/01/37(a)(b) |
26,044,397 | 27,780,436 | ||||||
Pool #848796, 2.859%, 05/01/37(a)(b) |
50,164,542 | 53,522,004 | ||||||
Pool #1Q1282, 2.500%, 07/01/37(a) |
5,675,518 | 6,020,592 | ||||||
Pool #1N1664, 2.764%, 07/01/37(a) |
5,996,516 | 6,407,744 | ||||||
Pool #1J0533, 2.899%, 07/01/37(a) |
36,251 | 38,901 | ||||||
Pool #848852, 2.895%, 08/01/37(a) |
36,946,069 | 39,367,552 | ||||||
Pool #1Q0652, 4.010%, 02/01/38(a) |
3,667,243 | 3,892,667 | ||||||
Pool #1Q1405, 4.336%, 04/01/39(a) |
8,172,803 | 8,704,873 | ||||||
Pool #1Q1420, 3.403%, 09/01/39(a) |
28,977,828 | 30,907,079 | ||||||
Pool #1B4755, 3.496%, 06/01/40(a)(b) |
9,886,522 | 10,441,181 | ||||||
|
|
|||||||
502,259,668 | ||||||||
|
|
|||||||
Federal National Mortgage Association |
||||||||
Pool #555162, 4.820%, 01/01/13 |
242,191 | 242,404 | ||||||
Pool #555191, 4.731%, 02/01/13 |
267,550 | 267,786 | ||||||
Pool #555264, 4.903%, 02/01/13 |
129,873 | 129,827 | ||||||
Pool #873294, 5.100%, 02/01/13 |
390,862 | 392,118 | ||||||
Pool #385998, 4.635%, 03/01/13 |
373,316 | 373,650 | ||||||
Pool #555317, 4.822%, 04/01/13 |
1,250,795 | 1,251,887 | ||||||
Pool #873590, 5.470%, 04/01/13 |
358,040 | 358,353 | ||||||
Pool #555435, 4.557%, 05/01/13 |
114,262 | 114,363 | ||||||
Pool #555505, 4.636%, 05/01/13 |
224,736 | 224,261 | ||||||
Pool #386210, 4.080%, 06/01/13 |
4,157,355 | 4,161,161 | ||||||
Pool #386287, 4.115%, 06/01/13 |
8,323,725 | 8,416,639 | ||||||
Pool #555648, 4.579%, 06/01/13 |
81,785 | 81,857 | ||||||
Pool #873612, 5.770%, 06/01/13 |
1,313,120 | 1,314,273 | ||||||
Pool #386314, 3.790%, 07/01/13 |
3,913,983 | 3,912,821 | ||||||
Pool #386424, 4.190%, 07/01/13 |
256,270 | 257,700 | ||||||
Pool #461110, 4.616%, 07/01/13 |
815,771 | 838,181 | ||||||
Pool #386441, 4.220%, 08/01/13 |
117,008 | 117,665 | ||||||
Pool #735065, 4.463%, 08/01/13 |
220,306 | 220,501 | ||||||
Pool #360500, 6.255%, 09/01/13 |
36,285,000 | 37,381,151 | ||||||
Pool #555910, 4.915%, 10/01/13(b) |
5,601,796 | 5,619,308 | ||||||
Pool #555806, 5.140%, 10/01/13 |
2,600,402 | 2,627,607 | ||||||
Pool #555850, 4.813%, 11/01/13 |
525,856 | 532,868 | ||||||
Pool #725324, 5.390%, 11/01/13 |
1,095,629 | 1,095,170 | ||||||
Pool #AD0192, 4.719%, 01/01/14 |
2,969,029 | 2,998,056 | ||||||
Pool #386742, 4.870%, 01/01/14 |
4,718,182 | 4,844,564 | ||||||
Pool #386802, 4.900%, 01/01/14 |
4,970,041 | 5,069,178 |
See Notes to Schedules of Portfolio Investments.
Pool #958216, 5.370%, 01/01/14 |
2,928,970 | 2,995,236 | ||||||
Pool #958368, 4.710%, 03/01/14 |
13,213,859 | 13,571,134 | ||||||
Pool #386925, 4.360%, 04/01/14 |
424,819 | 437,493 | ||||||
Pool #958806, 3.850%, 05/01/14 |
948,006 | 976,853 | ||||||
Pool #958789, 3.920%, 06/01/14 |
8,264,223 | 8,541,499 | ||||||
Pool #462846, 4.150%, 07/01/14 |
1,804,820 | 1,874,036 | ||||||
Pool #AD0173, 3.925%, 08/01/14 |
1,652,847 | 1,710,008 | ||||||
Pool #735028, 5.754%, 09/01/14 |
5,222,205 | 5,511,309 | ||||||
Pool #735387, 4.907%, 04/01/15 |
141,757 | 153,252 | ||||||
Pool #387352, 5.160%, 04/01/15 |
228,773 | 245,624 | ||||||
Pool #735953, 4.997%, 08/01/15 |
23,537 | 25,785 | ||||||
Pool #462011, 5.155%, 08/01/15 |
116,859 | 126,018 | ||||||
Pool #465949, 2.040%, 09/01/15 |
9,759,565 | 9,862,710 | ||||||
Pool #465821, 2.900%, 09/01/15 |
1,060,245 | 1,112,973 | ||||||
Pool #387590, 4.900%, 09/01/15 |
1,992,881 | 2,152,142 | ||||||
Pool #462018, 5.365%, 09/01/15 |
446,535 | 482,781 | ||||||
Pool #466111, 2.030%, 10/01/15 |
11,310,000 | 11,462,342 | ||||||
Pool #465951, 2.040%, 10/01/15 |
6,729,003 | 6,819,864 | ||||||
Pool #465952, 2.040%, 10/01/15 |
8,507,053 | 8,621,924 | ||||||
Pool #466109, 2.190%, 10/01/15 |
12,961,583 | 12,960,135 | ||||||
Pool #466534, 2.040%, 11/01/15 |
1,240,000 | 1,285,881 | ||||||
Pool #745100, 4.849%, 11/01/15 |
7,177,984 | 7,795,755 | ||||||
Pool #462085, 5.315%, 11/01/15 |
4,522,144 | 5,022,921 | ||||||
Pool #387740, 5.245%, 12/01/15 |
1,168,618 | 1,275,510 | ||||||
Pool #467123, 2.760%, 01/01/16 |
12,500,000 | 13,156,123 | ||||||
Pool #467141, 2.780%, 01/01/16 |
6,936,370 | 7,307,604 | ||||||
Pool #467080, 3.090%, 01/01/16 |
15,070,000 | 15,988,559 | ||||||
Pool #745504, 5.152%, 02/01/16(b) |
13,184,774 | 14,691,276 | ||||||
Pool #745530, 5.272%, 04/01/16 |
129,124 | 144,004 | ||||||
Pool #467607, 3.090%, 05/01/16 |
5,027,341 | 5,356,145 | ||||||
Pool #745727, 5.261%, 05/01/16 |
4,799,388 | 5,236,534 | ||||||
Pool #380240, 6.590%, 05/01/16 |
872,297 | 884,648 | ||||||
Pool #468647, 2.260%, 07/01/16(b) |
17,930,000 | 18,758,818 | ||||||
Pool #462237, 5.525%, 07/01/16 |
159,510 | 176,616 | ||||||
Pool #745764, 5.724%, 07/01/16 |
461,005 | 522,336 | ||||||
Pool #468795, 2.470%, 08/01/16 |
15,200,000 | 16,024,781 | ||||||
Pool #463420, 4.050%, 09/01/16 |
6,421,345 | 6,746,034 | ||||||
Pool #888015, 5.539%, 11/01/16 |
559,380 | 623,486 | ||||||
Pool #469673, 2.080%, 12/01/16 |
5,135,000 | 5,364,569 | ||||||
Pool #470340, 2.090%, 01/01/17 |
4,592,940 | 4,802,265 | ||||||
Pool #735745, 4.992%, 01/01/17 |
79,779 | 84,989 | ||||||
Pool #888969, 5.932%, 11/01/17 |
3,027,778 | 3,455,123 | ||||||
Pool #467288, 2.800%, 03/01/18 |
966,307 | 1,041,948 | ||||||
Pool #469334, 0.642%, 10/01/18(a) |
12,790,000 | 12,765,179 | ||||||
Pool #469482, 1.042%, 10/01/18(a) |
13,420,000 | 13,389,569 | ||||||
Pool #469408, 0.962%, 11/01/18(a)(b) |
38,075,000 | 37,988,291 | ||||||
Pool #AM1828, 0.508%, 12/01/19(a) |
17,500,000 | 17,520,976 | ||||||
Pool #466804, 0.792%, 12/01/20(a) |
13,370,000 | 13,354,610 | ||||||
Pool #470556, 0.912%, 12/01/20(a) |
21,070,000 | 21,044,501 | ||||||
Pool #469386, 0.832%, 10/01/21(a)(b) |
30,015,000 | 30,012,860 | ||||||
Pool #469856, 1.002%, 12/01/21(a)(b) |
17,690,000 | 17,750,912 | ||||||
Pool #AM0400, 0.692%, 08/01/22(a) |
17,500,000 | 17,504,023 | ||||||
Pool #AM1102, 0.507%, 10/01/22(a) |
26,750,000 | 26,750,601 | ||||||
Pool #AM1444, 0.477%, 11/01/22(a) |
13,257,173 | 13,247,972 | ||||||
Pool #MA1241, 2.500%, 11/01/22 |
14,490,279 | 15,208,755 | ||||||
Pool #AM1796, 0.507%, 12/01/22(a) |
19,940,000 | 19,941,709 | ||||||
Pool #AM2292, 0.560%, 01/01/23(e) |
37,800,000 | 37,823,625 | ||||||
Pool #AP6765, 2.500%, 09/01/27 |
5,595,536 | 5,855,495 | ||||||
Pool #AP6769, 2.500%, 09/01/27 |
2,995,999 | 3,135,188 | ||||||
Pool #AP6771, 2.500%, 10/01/27 |
3,008,673 | 3,148,451 |
See Notes to Schedules of Portfolio Investments.
2.500%, TBA, 15 Year Maturity, 2.500%, 01/01/28,TBA(e) |
90,000,000 | 94,106,250 | ||||||
Pool #635082, 2.249%, 05/01/32(a) |
137,105 | 142,955 | ||||||
Pool #604921, 2.202%, 10/01/32(a) |
113,208 | 120,829 | ||||||
Pool #671993, 2.482%, 12/01/32(a) |
14,679 | 14,886 | ||||||
Pool #AE0044, 4.981%, 03/01/33(a) |
2,814,187 | 3,032,601 | ||||||
Pool #689966, 2.260%, 04/01/33(a) |
1,004,606 | 1,071,386 | ||||||
Pool #555468, 2.572%, 05/01/33(a) |
258,737 | 274,110 | ||||||
Pool #711466, 2.880%, 05/01/33(a) |
32,147 | 32,107 | ||||||
Pool #733703, 2.720%, 08/01/33(a) |
4,093,126 | 4,354,667 | ||||||
Pool #555756, 4.612%, 08/01/33(a) |
2,888,615 | 3,076,359 | ||||||
Pool #555844, 2.290%, 10/01/33(a) |
351,147 | 374,333 | ||||||
Pool #386320, 4.550%, 10/01/33 |
182,097 | 186,813 | ||||||
Pool #725126, 2.963%, 12/01/33(a) |
2,497,835 | 2,654,261 | ||||||
Pool #793025, 2.304%, 07/01/34(a) |
681,377 | 729,257 | ||||||
Pool #AL0222, 2.328%, 07/01/34(a) |
19,520,271 | 20,723,282 | ||||||
Pool #801510, 2.267%, 08/01/34(a) |
1,814,402 | 1,920,442 | ||||||
Pool #794939, 1.760%, 10/01/34(a) |
28,584 | 29,466 | ||||||
Pool #745707, 2.745%, 12/01/34(a) |
14,353,990 | 15,333,737 | ||||||
Pool #809384, 2.215%, 01/01/35(a) |
411,415 | 429,098 | ||||||
Pool #805338, 2.260%, 01/01/35(a) |
167,491 | 176,371 | ||||||
Pool #813718, 2.305%, 01/01/35(a) |
12,756,201 | 13,591,269 | ||||||
Pool #AD0064, 2.306%, 01/01/35(a) |
16,617,788 | 17,733,934 | ||||||
Pool #809772, 2.278%, 02/01/35(a)(b) |
298,293 | 312,654 | ||||||
Pool #814686, 2.101%, 03/01/35(a) |
207,244 | 212,443 | ||||||
Pool #820598, 2.202%, 03/01/35(a) |
812,360 | 851,688 | ||||||
Pool #735545, 2.479%, 03/01/35(a) |
4,616,741 | 4,921,252 | ||||||
Pool #995609, 2.913%, 04/01/35(a) |
3,673,429 | 3,925,184 | ||||||
Pool #822302, 2.939%, 05/01/35(a) |
1,667,766 | 1,778,334 | ||||||
Pool #821373, 2.629%, 06/01/35(a) |
1,250,761 | 1,313,823 | ||||||
Pool #735766, 2.227%, 07/01/35(a) |
1,180,992 | 1,271,445 | ||||||
Pool #735810, 3.219%, 08/01/35(a) |
1,675,162 | 1,783,682 | ||||||
Pool #817467, 2.287%, 09/01/35(a) |
4,107,720 | 4,400,396 | ||||||
Pool #829334, 2.666%, 09/01/35(a) |
106,735 | 113,465 | ||||||
Pool #AL0505, 2.719%, 11/01/35(a) |
16,609,635 | 17,649,107 | ||||||
Pool #995540, 2.308%, 01/01/36(a)(b) |
11,180,667 | 11,901,258 | ||||||
Pool #AD0377, 2.313%, 01/01/36(a) |
3,331,769 | 3,547,639 | ||||||
Pool #888722, 2.698%, 01/01/36(a) |
3,340,594 | 3,493,750 | ||||||
Pool #995542, 2.653%, 02/01/36(a) |
6,860,872 | 7,282,551 | ||||||
Pool #AL2202, 2.800%, 06/01/36(a) |
16,495,655 | 17,632,586 | ||||||
Pool #AL0854, 2.829%, 06/01/36(a) |
10,295,322 | 10,967,989 | ||||||
Pool #AL1535, 2.970%, 06/01/36(a)(b) |
26,707,850 | 28,623,671 | ||||||
Pool #AE0329, 3.140%, 06/01/36(a) |
2,762,870 | 2,953,791 | ||||||
Pool #888859, 2.799%, 10/01/36(a)(b) |
1,272,851 | 1,356,827 | ||||||
Pool #745975, 2.268%, 11/01/36(a) |
3,788,039 | 4,047,649 | ||||||
Pool #903166, 2.417%, 11/01/36(a) |
3,337,093 | 3,558,487 | ||||||
Pool #AA3517, 2.620%, 11/01/36(a) |
9,725,508 | 10,339,496 | ||||||
Pool #917290, 2.718%, 11/01/36(a) |
4,266,388 | 4,533,213 | ||||||
Pool #909313, 2.301%, 12/01/36(a) |
1,682,620 | 1,781,959 | ||||||
Pool #AL0968, 2.784%, 12/01/36(a) |
26,632,287 | 28,427,433 | ||||||
Pool #905857, 2.884%, 12/01/36(a) |
218,904 | 235,163 | ||||||
Pool #906216, 2.625%, 01/01/37(a) |
2,592,366 | 2,773,390 | ||||||
Pool #888180, 2.638%, 01/01/37(a) |
3,887,521 | 4,106,626 | ||||||
Pool #535990, 2.390%, 04/01/37(a) |
913,615 | 977,843 | ||||||
Pool #AA3518, 2.616%, 05/01/37(a) |
12,658,524 | 13,426,568 | ||||||
Pool #AL0872, 2.227%, 07/01/37(a) |
5,195,114 | 5,532,511 | ||||||
Pool #AL0960, 2.760%, 07/01/37(a)(b) |
28,100,075 | 29,838,408 | ||||||
Pool #995059, 3.347%, 08/01/37(a) |
2,642,997 | 2,801,712 | ||||||
Pool #AL1306, 2.830%, 09/01/37(a) |
11,768,990 | 12,548,092 | ||||||
Pool #AE0427, 2.649%, 10/01/37(a) |
9,758,923 | 10,392,353 | ||||||
Pool #AD0380, 2.704%, 10/01/37(a) |
13,576,752 | 14,409,309 |
See Notes to Schedules of Portfolio Investments.
Pool #AL0966, 2.736%, 11/01/37(a) |
8,250,899 | 8,792,803 | ||||||
Pool #AE0332, 2.760%, 11/01/37(a) |
8,924,301 | 9,452,314 | ||||||
Pool #AL0967, 2.758%, 04/01/38(a) |
25,229,456 | 26,923,181 | ||||||
Pool #AL0270, 3.419%, 08/01/38(a) |
21,752,722 | 22,850,246 | ||||||
Pool #AE0107, 3.681%, 10/01/38(a) |
5,250,959 | 5,620,401 | ||||||
Pool #AE0279, 4.339%, 11/01/38(a) |
2,294,940 | 2,457,974 | ||||||
Pool #AE0057, 3.349%, 02/01/39(a) |
9,217,962 | 9,879,412 | ||||||
Pool #AL1303, 3.685%, 02/01/39(a)(b) |
22,708,339 | 23,949,527 | ||||||
Pool #AE0066, 2.291%, 09/01/39(a)(b) |
26,379,754 | 28,026,054 | ||||||
Pool #725874, 2.351%, 09/01/39(a) |
111,349 | 118,189 | ||||||
Pool #AM2224, 0.541%, 01/01/63(e) |
15,127,000 | 15,136,454 | ||||||
|
|
|||||||
1,224,013,824 | ||||||||
|
|
|||||||
NCUA Guaranteed Notes Trust 2010-A1 |
||||||||
Series 2010-A1, Cl A, 0.563%, 12/07/20(a) |
2,819,392 | 2,827,850 | ||||||
|
|
|||||||
Total U.S. Government Agency Mortgages (Cost $1,707,440,231) |
|
1,729,101,342 | ||||||
|
|
|||||||
Money Market Fund 6.4% |
||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, |
152,900,409 | 152,900,409 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $152,900,409) |
|
152,900,409 | ||||||
|
|
|||||||
Total Investments (Cost $2,495,629,198) 105.4% |
2,521,700,805 | |||||||
Liabilities in Excess of Other Assets (5.4)% |
(128,337,504 | ) | ||||||
|
|
|||||||
Net Assets 100.0% |
$ | 2,393,363,301 | ||||||
|
|
(a) | Variable or floating rate security. Rate disclosed is as of December 31, 2012. |
(b) | All or a portion of this security has been segregated, or otherwise earmarked, 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 Funds investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 1.5% of net assets as of December 31, 2012. |
(d) | The Funds investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. |
(e) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(f) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
Investment Abbreviations
REMIC | Real Estate Mortgage Investment Conduit | |
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. |
Open Futures Contracts
At December 31, 2012, the Funds open futures contract was as follows:
Description |
Position | Notional Amount |
Expiration Date |
Number of Contracts |
Unrealized Appreciation |
|||||||||||||||
U.S. Treasury 5 Year Note |
Short | $ | (80,390,959 | ) | March 2013 | 645 | $ | 143,888 | ||||||||||||
|
|
See Notes to Schedules of Portfolio Investments.
SCHEDULES OF PORTFOLIO INVESTMENTS
RIDGEWORTH FUNDS December 31, 2012
(Unaudited)
Virginia Intermediate Municipal Bond Fund
Shares or Principal Amount($) |
Value($) | |||||||
Municipal Bonds 97.8% |
| |||||||
District of Columbia 5.0% |
| |||||||
Metropolitan Washington D.C. Airports Authority, Airport System, Series A, RB, 5.000%, 10/01/29 |
2,500,000 | 2,876,925 | ||||||
Metropolitan Washington D.C. Airports Authority, Airport System, Series B, RB, 5.000%, 10/01/26, BHAC |
2,175,000 | 2,513,647 | ||||||
Washington D.C. Metropolitan Area Transit Authority, Gross Revenue, Series A, RB, 5.125%, 07/01/32 |
2,000,000 | 2,274,600 | ||||||
|
|
|||||||
7,665,172 | ||||||||
|
|
|||||||
North Carolina 0.7% |
| |||||||
North Carolina State Capital Facilities Finance Agency, Educational Facilities, RB, 5.000%, 05/01/32 |
1,030,000 | 1,122,906 | ||||||
|
|
|||||||
Virginia 92.1% |
| |||||||
Arlington County, GO, 5.000%, 03/15/15, State Aid Withholding(a) |
4,500,000 | 4,953,015 | ||||||
Bedford County Economic Development Authority, Public Facilities Lease, RB, 5.250%, 05/01/24, NATL-RE(a) |
1,890,000 | 2,131,240 | ||||||
Fairfax County Economic Development Authority, 5.000%, 04/01/36 |
1,500,000 | 1,693,065 | ||||||
Fairfax County Economic Development Authority, RB, 5.000%, 08/01/22(a) |
3,700,000 | 4,471,598 | ||||||
Fairfax County Economic Development Authority, RB, 5.000%, 04/01/31 |
1,885,000 | 2,163,320 | ||||||
Fairfax County Economic Development Authority, RB, 5.000%, 04/01/32 |
1,840,000 | 2,105,162 | ||||||
Fairfax County Economic Development Authority, Lease Revenue, RB, 5.000%, 05/15/18 |
2,860,000 | 3,419,788 | ||||||
Fairfax County Industrial Development Authority, RB, 5.000%, 05/15/37 |
1,000,000 | 1,135,190 | ||||||
Fauquier County, GO, 5.000%, 07/01/19, Pre-refunded 07/01/2016 @ 100, NATL-RE |
2,100,000 | 2,420,334 | ||||||
Greater Richmond Convention Center Authority, Hotel Tax, RB, 5.000%, 06/15/16, NATL-RE |
2,855,000 | 3,116,318 | ||||||
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/23 |
1,060,000 | 1,245,235 | ||||||
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/24 |
2,425,000 | 2,840,742 | ||||||
Hanover County Development Authority, Regional Medical Care Project, RB, 6.375%, 08/15/18, NATL-RE(a) |
4,845,000 | 5,390,789 | ||||||
Henrico County Economic Development Authority, RB, 3.000%, 06/01/18 |
1,790,000 | 1,809,654 | ||||||
Henrico County Economic Development Authority, RB, 5.000%, 06/01/25 |
770,000 | 829,275 | ||||||
Henrico County Economic Development Authority, RB, 5.000%, 11/01/30(b) |
850,000 | 933,003 | ||||||
Isle County Wight, GO, 5.000%, 07/01/37, State Aid Withholding |
1,200,000 | 1,407,948 | ||||||
James City County Economic Development Authority, Public Facility Project, RB, 5.000%, 06/15/21, AGM |
2,215,000 | 2,571,836 | ||||||
Loudoun County Industrial Development Authority, Series A, RB, 5.000%, 06/01/31 |
2,000,000 | 2,319,720 | ||||||
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/21 |
2,460,000 | 3,128,038 | ||||||
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/25, Pre-refunded 01/01/2015 @ 100 |
1,000,000 | 1,090,280 | ||||||
Loudoun County, Public Improvement, GO, 5.000%, 06/01/14 |
3,500,000 | 3,732,890 | ||||||
New Kent County Economic Development Authority, School & Governmental Projects, RB, 5.000%, 02/01/18, AGM |
2,225,000 | 2,561,865 | ||||||
Newport News, GO, 5.250%, 07/01/15, State Aid Withholding(a) |
3,000,000 | 3,351,210 | ||||||
Norfolk Economic Development Authority, Health Care Facilities, Series B, RB, 5.000%, 11/01/25 |
1,000,000 | 1,201,260 | ||||||
Norfolk Economic Development Authority, Health Care Facilities, Series B, RB, 5.000%, 11/01/36 |
2,000,000 | 2,279,840 |
See Notes to Schedules of Portfolio Investments.
Pittsylvania County, GO, 5.000%, 03/01/21 |
1,000,000 | 1,214,780 | ||||||
Pittsylvania County, Series B, GO, 5.000%, 03/01/22 |
1,000,000 | 1,200,750 | ||||||
Portsmouth, Series B, GO, 5.250%, 07/15/24 |
1,000,000 | 1,200,150 | ||||||
Portsmouth, Series D, GO, 5.000%, 07/15/23 |
1,250,000 | 1,519,713 | ||||||
Powhatan County, GO, 5.000%, 01/15/32 |
1,580,000 | 1,816,984 | ||||||
Richmond, GO, 5.000%, 07/15/24, Pre-refunded 07/15/2016 @ 100, AGM |
1,435,000 | 1,657,856 | ||||||
Richmond, Series A, GO, 5.000%, 03/01/18, State Aid Withholding |
1,205,000 | 1,447,145 | ||||||
Richmond, Series B, GO, 5.000%, 07/15/17, State Aid Withholding |
2,000,000 | 2,364,900 | ||||||
Richmond, Series B, GO, 5.000%, 07/15/18 |
2,000,000 | 2,424,680 | ||||||
Richmond Industrial Development Authority, Government Facilities, RB, 5.000%, 07/15/18, AMBAC |
1,795,000 | 2,000,294 | ||||||
Roanoke, GO, 5.000%, 10/01/18 |
2,450,000 | 2,982,458 | ||||||
Roanoke, Series B, GO, 5.000%, 02/01/24, Pre-refunded 02/01/2015 @ 101, State Aid Withholding |
2,500,000 | 2,759,625 | ||||||
Roanoke Economic Development Authority, Hospital Revenue, RB, 5.000%, 07/01/27 |
1,000,000 | 1,151,760 | ||||||
Smyth County Industrial Development Authority, Mountain States Health Alliance, RB, 5.000%, 07/01/23 |
1,000,000 | 1,106,550 | ||||||
Tobacco Settlement Financing Corp., RB, 5.500%, 06/01/26, MSF(a) |
4,420,000 | 4,750,616 | ||||||
Virginia Beach, Public Improvement, Series C, GO, 5.000%, 09/15/16 |
2,325,000 | 2,696,070 | ||||||
Virginia College Building Authority, RB, 5.000%, 09/01/19 |
1,000,000 | 1,233,600 | ||||||
Virginia College Building Authority, Educational Facilities Project, Series B, RB, 5.000%, 03/01/21 |
1,250,000 | 1,574,563 | ||||||
Virginia College Building Authority, Educational Facilities Project, Washington & Lee University, RB, 5.375%, 01/01/21, MSF(a) |
3,950,000 | 4,751,257 | ||||||
Virginia College Building Authority, Public Higher Educational Financing Program, Series A, RB, 5.000%, 09/01/17, State Aid Withholding(a) |
3,000,000 | 3,443,010 | ||||||
Virginia College Building Authority, Public Higher Educational Financing Program, Series A, RB, 5.000%, 09/01/27(a) |
4,000,000 | 4,693,600 | ||||||
Virginia Commonwealth University, Health System Authority, RB, 5.000%, 07/01/30 |
1,460,000 | 1,672,941 | ||||||
Virginia Housing Development Authority, Commonwealth Mortgage, Series A-1, RB, 3.650%, 01/01/18, GO of Authority |
1,205,000 | 1,322,644 | ||||||
Virginia Housing Development Authority, Commonwealth Mortgage, Series E, RB, 6.000%, 07/01/25, GO of Authority(a) |
2,310,000 | 2,638,828 | ||||||
Virginia Public Building Authority Facilities, Series A, RB, 5.000%, 08/01/26 |
2,500,000 | 3,030,425 | ||||||
Virginia Public Building Authority Facilities, Series B, RB, 5.000%, 08/01/20, ST APPROP(a) |
4,000,000 | 4,931,080 | ||||||
Virginia Public School Authority, School Financing, RB, 5.000%, 07/15/26, State Aid Withholding |
2,000,000 | 2,352,180 | ||||||
Virginia Resources Authority Clean Water, Revolving Fund, RB, 5.000%, 10/01/16 |
2,030,000 | 2,354,130 | ||||||
Virginia Resources Authority Infrastructure, Pooled Financing Program, Series A, RB, 5.000%, 11/01/18(a) |
2,775,000 | 3,398,848 | ||||||
Virginia Small Business Financing Authority, AMT, RB, 5.000%, 07/01/34 |
3,000,000 | 3,074,280 | ||||||
Virginia State, Series A, GO, 5.000%, 06/01/19, Pre-refunded 06/01/2014 @ 100(a) |
3,170,000 | 3,381,946 | ||||||
Winchester, GO, 5.000%, 11/01/18, Pre-refunded 11/01/2015 @ 100, NATL-RE/FGIC |
2,000,000 | 2,254,080 | ||||||
|
|
|||||||
142,704,358 | ||||||||
|
|
|||||||
Total Municipal Bonds (Cost $139,849,030) |
|
151,492,436 | ||||||
|
|
|||||||
Money Market Fund 1.7% |
||||||||
Federated Virginia Municipal Cash Trust, Institutional Share, 0.01%(c) |
2,680,948 | 2,680,948 | ||||||
|
|
|||||||
Total Money Market Fund (Cost $2,680,948) |
|
2,680,948 | ||||||
|
|
|||||||
Total Investments (Cost $142,529,978) 99.5% |
154,173,384 | |||||||
Other Assets in Excess of Liabilities 0.5% |
749,949 | |||||||
|
|
|||||||
Net Assets 100.0% |
$ | 154,923,333 | ||||||
|
|
See Notes to Schedules of Portfolio Investments.
(a) | All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(b) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(c) | Rate disclosed, the 7 day net yield, is as of December 31, 2012. |
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 | |
ST APPROP | State Appropriation |
See Notes to Schedules of Portfolio Investments.
Notes to Schedules of Portfolio Investments
1. Organization
The RidgeWorth Funds (the Trust) is organized as a Massachusetts business trust and 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, 2012: Aggressive 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, North Carolina Tax-Exempt Bond Fund, Seix Floating Rate High Income Fund, Seix High Yield Fund, Short-Term Bond Fund, Short-Term Municipal 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). RidgeWorth Investments (the Investment Adviser), a partially-owned subsidiary of SunTrust Banks, Inc. (SunTrust), serves as the investment adviser to the Funds.
The Trusts 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 Trusts 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 are significant accounting policies consistently followed by the Funds 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. These estimates could cause actual results to differ.
(a) Investment Valuation Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The prices are provided by independent pricing vendors approved by the Board of Trustees of the Trust (the Board). Debt securities are valued at the last quoted bid price provided by independent pricing vendors approved by the Board, that are based on transactions in debt obligations, quotations from bond dealers, market transactions in comparable securities and various other relationships between securities.
The Funds, in accordance with GAAP, have adopted Financial Accounting Standards Board Codification Topic 820 (ASC Topic 820). ASC Topic 820 establishes a single definition of fair value, creates a three-tier hierarchy as a framework for measuring fair value based on inputs used to value the Funds investments, and requires additional disclosure about fair value. The hierarchy of inputs is summarized below:
| Level 1 quoted prices in active markets for identical investments |
| Level 2 other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| Level 3 significant unobservable inputs (including the Funds 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.
The Funds use valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.
The independent pricing vendor may value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations, and/or other methodologies designed to identify the market value for such securities and such securities are considered Level 2 in the fair value hierarchy. Publicly-traded foreign government debt securities are typically traded internationally in the over-the-counter market and are valued at the bid prices as of the close of business of that market and such securities are considered Level 2 in the fair value hierarchy. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded and such securities may be considered Level 1 in the fair value hierarchy.
When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before each Fund calculates its net asset value, each of the Funds values these securities as determined in accordance with the Pricing and Valuation Procedures approved by the Board. The 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 fair valued in accordance with Pricing and Valuation Procedures include, but are not limited to: the securitys trading has been halted or suspended; the security has been de-listed from a national exchange; the securitys primary trading market is temporarily closed at a time when under normal conditions it would be open; or the securitys primary pricing source is not able or willing to provide a price. When a security is fair valued in accordance with the Pricing and Valuation Procedures, the Committee determines the value after taking into consideration relevant information reasonably available to the Committee. Short-term obligations with maturities of 60 days or less are valued at amortized cost, which approximates fair value and such securities are considered Level 2. Certain of the Funds hold securities or other assets that are denominated in a foreign currency. The Funds will normally use the currency exchange rates as of 4:00 p.m. (Eastern Time) when valuing such assets. Under the Pricing and Valuation Procedures, such securities may be considered Level 2 or Level 3 in the fair value hierarchy.
The assets of Aggressive Growth Allocation Strategy, Conservative Allocation Strategy, Growth Allocation Strategy and Moderate Allocation Strategy consist of investments in other Funds, which are valued at their respective daily net asset values.
The following is a summary of the inputs used in valuing the Funds assets and liabilities carried at fair value as of December 31, 2012:
Aggressive Growth Stock Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 64,453,253 | $ | | $ | | $ | 64,453,253 | ||||||||
Short-Term Investment |
| 1,366,841 | | 1,366,841 | ||||||||||||
Money Market Fund |
99,003 | | | 99,003 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
64,552,256 | 1,366,841 | | 65,919,097 | ||||||||||||
|
|
|
|
|
|
|
|
International Equity Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 21,858,083 | $ | 248,696,005 | $ | | $ | 270,554,088 | ||||||||
Preferred Stocks1 |
560,143 | 4,113,101 | | 4,673,244 | ||||||||||||
Short-Term Investment |
| 8,904,575 | | 8,904,575 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
22,418,226 | 261,713,681 | | 284,131,907 | ||||||||||||
|
|
|
|
|
|
|
|
International Equity Index Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 182,286 | $ | 309,064,794 | $ | 0 | 2 | $ | 309,247,080 | |||||||
Preferred Stocks1 |
| 3,126,061 | | 3,126,061 | ||||||||||||
Rights1 |
30,120 | | 0 | 2 | 30,120 | |||||||||||
Exchange Traded Funds |
14,097,877 | | | 14,097,877 | ||||||||||||
Trust |
| 69,304 | | 69,304 | ||||||||||||
Short-Term Investment |
| 13,204,113 | | 13,204,113 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
14,310,283 | 325,464,272 | 0 | 2 | 339,774,555 | |||||||||||
|
|
|
|
|
|
|
|
|||||||||
Large Cap Core Growth Stock Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 57,951,371 | $ | | $ | | $ | 57,951,371 | ||||||||
Money Market Fund |
1,681 | | | 1,681 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
57,953,052 | | | 57,953,052 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Large Cap Growth Stock Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 258,471,483 | $ | | $ | | $ | 258,471,483 | ||||||||
Short-Term Investment |
| 4,241,692 | | 4,241,692 | ||||||||||||
Money Market Fund |
2,127,116 | | | 2,127,116 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
260,598,599 | 4,241,692 | | 264,840,291 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Large Cap Value Equity Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 1,699,788,484 | $ | | $ | | $ | 1,699,788,484 | ||||||||
Short-Term Investment |
| 32,525,750 | | 32,525,750 | ||||||||||||
Money Market Fund |
22,013,439 | | | 22,013,439 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
1,721,801,923 | 32,525,750 | | 1,754,327,673 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Mid-Cap Value Equity Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 2,161,982,888 | $ | | $ | | $ | 2,161,982,888 | ||||||||
Short-Term Investment |
| 51,588,850 | | 51,588,850 | ||||||||||||
Money Market Fund |
89,600,201 | | | 89,600,201 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
2,251,583,089 | 51,588,850 | | 2,303,171,939 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Select Large Cap Growth Stock Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 35,985,715 | $ | | $ | | $ | 35,985,715 | ||||||||
Short-Term Investment |
| 769,860 | | 769,860 | ||||||||||||
Money Market Fund |
606,718 | | | 606,718 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
36,592,433 | 769,860 | | 37,362,293 | ||||||||||||
|
|
|
|
|
|
|
|
Small Cap Growth Stock Fund |
Level 1
- Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 237,260,968 | $ | | $ | | $ | 237,260,968 | ||||||||
Short-Term Investment |
| 29,304,690 | | 29,304,690 | ||||||||||||
Money Market Fund |
6,585,935 | | | 6,585,935 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
243,846,903 | 29,304,690 | | 273,151,593 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Small Cap Value Equity Fund |
Level 1
- Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Common Stocks1 |
$ | 1,444,031,631 | $ | | $ | | $ | 1,444,031,631 | ||||||||
Money Market Fund |
8,337,066 | | | 8,337,066 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
1,452,368,697 | | | 1,452,368,697 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Aggressive Growth Allocation Strategy |
Level 1
- Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Equity Funds |
$ | 14,562,412 | $ | | $ | | $ | 14,562,412 | ||||||||
Fixed Income Funds |
3,649,456 | | | 3,649,456 | ||||||||||||
Exchange Traded Funds |
3,071,888 | | | 3,071,888 | ||||||||||||
Money Market Fund |
336,839 | | | 336,839 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
21,620,595 | | | 21,620,595 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Conservative Allocation Strategy |
Level 1
- Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Equity Funds |
$ | 15,394,903 | $ | | $ | | $ | 15,394,903 | ||||||||
Fixed Income Funds |
40,383,363 | | | 40,383,363 | ||||||||||||
Exchange Traded Funds |
4,785,239 | | | 4,785,239 | ||||||||||||
Money Market Fund |
708,397 | | | 708,397 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
61,271,902 | | | 61,271,902 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Growth Allocation Strategy |
Level 1
- Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Equity Funds |
$ | 37,368,930 | $ | | $ | | $ | 37,368,930 | ||||||||
Fixed Income Funds |
17,482,614 | | | 17,482,614 | ||||||||||||
Exchange Traded Funds |
8,349,412 | | | 8,349,412 | ||||||||||||
Money Market Fund |
798,663 | | | 798,663 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
63,999,619 | | | 63,999,619 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Moderate Allocation Strategy |
Level 1
- Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Equity Funds |
$ | 72,259,974 | $ | | $ | | $ | 72,259,974 | ||||||||
Fixed Income Funds |
80,303,474 | | | 80,303,474 | ||||||||||||
Exchange Traded Funds |
17,783,978 | | | 17,783,978 | ||||||||||||
Money Market Fund |
2,333,262 | | | 2,333,262 | ||||||||||||
|
|
|
|
|
|
|
|
Total Investments |
172,680,688 | | | 172,680,688 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Core Bond Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Asset-Backed Securities1 |
$ | | $ | 5,326,479 | $ | | $ | 5,326,479 | ||||||||
Collateralized Mortgage Obligations1 |
| 42,053,763 | | 42,053,763 | ||||||||||||
Corporate Bonds1 |
| 120,635,095 | | 120,635,095 | ||||||||||||
U.S. Government Agency Mortgages1 |
| 125,217,453 | | 125,217,453 | ||||||||||||
U.S. Treasury Obligations |
| 230,126,752 | | 230,126,752 | ||||||||||||
Preferred Stocks1 |
5,925,129 | | | 5,925,129 | ||||||||||||
Money Market Fund |
40,045,716 | | | 40,045,716 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
45,970,845 | 523,359,542 | | 569,330,387 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Corporate Bond Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Corporate Bonds1 |
$ | | $ | 68,960,745 | $ | | $ | 68,960,745 | ||||||||
Preferred Stocks1 |
5,037,713 | | | 5,037,713 | ||||||||||||
Money Market Fund |
2,940,823 | | | 2,940,823 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
7,978,536 | 68,960,745 | | 76,939,281 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Georgia Tax-Exempt Bond Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Municipal Bonds2 |
$ | | $ | 145,026,055 | $ | | $ | 145,026,055 | ||||||||
Money Market Fund |
4,601,376 | | | 4,601,376 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
4,601,376 | 145,026,055 | | 149,627,431 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
High Grade Municipal Bond Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Municipal Bonds2 |
$ | | $ | 52,316,514 | $ | | $ | 52,316,514 | ||||||||
Money Market Fund |
8,099,788 | | | 8,099,788 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
8,099,788 | 52,316,514 | | 60,416,302 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
High Income Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Bank Loans1 |
$ | | $ | 13,091,955 | $ | | $ | 13,091,955 | ||||||||
Corporate Bonds1 |
| 764,476,805 | 0 | 4 | 764,476,805 | |||||||||||
Convertible Corporate Bond1 |
| 6,352,503 | | 6,352,503 | ||||||||||||
Preferred Stock1 |
3,227,582 | | | 3,227,582 | ||||||||||||
Convertible Preferred Stock1 |
7,352,720 | | | 7,352,720 | ||||||||||||
Common Stock1 |
| 794,685 | | 794,685 | ||||||||||||
Short Term Investment |
| 54,561,311 | | 54,561,311 |
Money Market Fund |
73,732,078 | | | 73,732,078 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
84,312,380 | 839,277,259 | 0 | 4 | 923,589,639 | |||||||||||
|
|
|
|
|
|
|
|
|||||||||
Intermediate Bond Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Collateralized Mortgage Obligations1 |
$ | | $ | 20,181,295 | $ | | $ | 20,181,295 | ||||||||
Corporate Bonds1 |
| 298,384,695 | | 298,384,695 | ||||||||||||
U.S. Government Agency Mortgages1 |
| 58,903,221 | | 58,903,221 | ||||||||||||
U.S. Treasury Obligations1 |
| 622,663,547 | | 622,663,547 | ||||||||||||
Preferred Stocks |
17,242,829 | | | 17,242,829 | ||||||||||||
Short-Term Investment |
| 4,596,121 | | 4,596,121 | ||||||||||||
Money Market Fund |
49,503,854 | | | 49,503,854 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
66,746,683 | 1,004,728,879 | | 1,071,475,562 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Investment Grade Tax-Exempt Bond Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Municipal Bonds2 |
$ | | $ | 969,803,817 | $ | | $ | 969,803,817 | ||||||||
Money Market Fund |
60,920,025 | | | 60,920,025 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
60,920,025 | 969,803,817 | | 1,030,723,842 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Limited Duration Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Asset-Backed Security1 |
$ | | $ | 683,506 | $ | | $ | 683,506 | ||||||||
Collateralized Mortgage Obligations1 |
| 8,123,374 | | 8,123,374 | ||||||||||||
U.S. Government Agency Mortgages1 |
| 414,917 | | 414,917 | ||||||||||||
Money Market Fund |
1,238,500 | | | 1,238,500 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
1,238,500 | 9,221,797 | | 10,460,297 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
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 |
$ | | $ | 3,312,280 | $ | | $ | 3,312,280 | ||||||||
U.S. Government Agency Mortgages1 |
| 15,536,042 | | 15,536,042 | ||||||||||||
Money Market Fund |
2,428,445 | | | 2,428,445 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
2,428,445 | 18,848,322 | | 21,276,767 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
North Carolina Tax-Exempt Bond Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||||||
Municipal Bonds2 |
$ | | $ | 49,938,314 | $ | | $ | 49,938,314 | ||||||||
Money Market Fund |
1,929,664 | | | 1,929,664 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
1,929,664 | 49,938,314 | | 51,867,978 | ||||||||||||
|
|
|
|
|
|
|
|
Seix Floating Rate High Income Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Bank Loans1 |
$ | | $ | 3,951,687,004 | $ | | $ | 3,951,687,004 | ||||||||
Corporate Bonds1 |
| 183,664,072 | 0 | 4 | 183,664,072 | |||||||||||
Preferred Stock1 |
2,505,766 | | | 2,505,766 | ||||||||||||
Common Stock1 |
| 1,035,660 | | 1,035,660 | ||||||||||||
Money Market Fund |
409,739,832 | | | 409,739,832 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
412,245,598 | 4,136,386,736 | 0 | 4 | 4,548,632,334 | |||||||||||
|
|
|
|
|
|
|
|
|||||||||
Seix High Yield Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Bank Loans1 |
$ | | $ | 81,319,642 | $ | | $ | 81,319,642 | ||||||||
Corporate Bonds1 |
| 1,801,492,174 | | 1,801,492,174 | ||||||||||||
U.S. Treasury Obligations |
| 1,299,983 | | 1,299,983 | ||||||||||||
Convertible Preferred Stock1 |
11,338,762 | | | 11,338,762 | ||||||||||||
Short-Term Investment |
| 126,467,233 | | 126,467,233 | ||||||||||||
Money Market Fund |
157,608,573 | | | 157,608,573 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
168,947,335 | 2,010,579,032 | | 2,179,526,367 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Short-Term Bond Fund |
Level 1
- Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Asset-Backed Securities1 |
$ | | $ | 10,482,809 | $ | | $ | 10,482,809 | ||||||||
Collateralized Mortgage Obligations1 |
| 31,445,763 | | 31,445,763 | ||||||||||||
Corporate Bonds1 |
| 62,712,086 | | 62,712,086 | ||||||||||||
Municipal Bonds2 |
| 2,680,725 | | 2,680,725 | ||||||||||||
U.S. Government Agency Mortgages1 |
| 22,434,170 | | 22,434,170 | ||||||||||||
U.S. Treasury Obligations1 |
| 4,031,911 | | 4,031,911 | ||||||||||||
Money Market Fund |
7,858,097 | | | 7,858,097 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
7,858,097 | 133,787,464 | | 141,645,561 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Short-Term Municipal Bond Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Municipal Bonds2 |
$ | | $ | 10,140,464 | $ | | $ | 10,140,464 | ||||||||
Money Market Fund |
1,173,872 | | | 1,173,872 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
1,173,872 | 10,140,464 | | 11,314,336 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
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 Obligations1 |
$ | | $ | 13,381,763 | $ | | $ | 13,381,763 | ||||||||
Money Market Fund |
188,775 | | | 188,775 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
188,775 | 13,381,763 | | 13,570,538 | ||||||||||||
|
|
|
|
|
|
|
|
Total Return Bond Fund |
Level 1 - Quoted Prices |
Level 2
- Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Asset-Backed Securities1 |
$ | | $ | 23,374,374 | $ | | $ | 23,374,374 | ||||||||
Collateralized Mortgage Obligations1 |
| 131,298,545 | | 131,298,545 | ||||||||||||
Bank Loans1 |
| 76,210,077 | | 76,210,077 | ||||||||||||
Corporate Bonds1 |
| 279,510,923 | | 279,510,923 | ||||||||||||
U.S. Government Agency Mortgages1 |
| 316,731,355 | | 316,731,355 | ||||||||||||
U.S. Treasury Obligations1 |
| 466,167,005 | | 466,167,005 | ||||||||||||
Preferred Stocks1 |
14,709,618 | | | 14,709,618 | ||||||||||||
Short-Term Investment |
| 401,914 | | 401,914 | ||||||||||||
Money Market Fund |
94,378,486 | | | 94,378,486 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
109,088,104 | 1,293,694,193 | | 1,402,782,297 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Other Financial Intruments3 |
||||||||||||||||
Credit Default Swap Agreements Buy Protection Credit Risk |
| 132,757 | | 132,757 | ||||||||||||
Forward Foreign Currency Contracts Foreign Currency Risk |
| 2,572,772 | | 2,572,772 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
109,088,104 | 1,296,399,722 | | 1,405,487,826 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Ultra-Short Bond Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Asset-Backed Securities1 |
$ | | $ | 2,803,074 | $ | | $ | 2,803,074 | ||||||||
Collateralized Mortgage Obligations1 |
| 26,131,307 | | 26,131,307 | ||||||||||||
Corporate Bonds1 |
| 51,314,666 | | 51,314,666 | ||||||||||||
Municipal Bond2 |
| 1,927,115 | | 1,927,115 | ||||||||||||
U.S. Government Agency Mortgages1 |
| 20,749,568 | | 20,749,568 | ||||||||||||
Money Market Fund |
459,956 | | | 459,956 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
459,956 | 102,925,730 | | 103,385,686 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
U.S. Government Securities Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
U.S. Treasury Obligations1 |
$ | | $ | 40,788,879 | $ | | $ | 40,788,879 | ||||||||
Money Market Fund |
862,781 | | | 862,781 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
862,781 | 40,788,879 | | 41,651,660 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
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 |
$ | | $ | 2,331,435 | $ | | $ | 2,331,435 | ||||||||
Collateralized Mortgage Obligations1 |
| 637,367,619 | | 637,367,619 | ||||||||||||
U.S. Government Agency Mortgages1 |
| 1,729,101,342 | | 1,729,101,342 | ||||||||||||
Money Market Fund |
152,900,409 | | | 152,900,409 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
152,900,409 | 2,368,800,396 | | 2,521,700,805 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Open Futures Contracts |
143,888 | | | 143,888 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
153,044,297 | 2,368,800,396 | | 2,521,844,693 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Virginia Intermediate Municipal Bond Fund |
Level 1 - Quoted Prices |
Level 2 - Other Significant Observable Inputs |
Level 3
- Significant Unobservable Inputs |
Total | ||||||||||||
Municipal Bonds2 |
$ | | $ | 151,492,436 | $ | | $ | 151,492,436 | ||||||||
Money Market Fund |
2,680,948 | | | 2,680,948 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments |
2,680,948 | 151,492,436 | | 154,173,384 | ||||||||||||
|
|
|
|
|
|
|
|
LIABILITIES VALUATION INPUT
Quoted Prices in Active Markets for Identical Assets (Level 1) |
Significant Other Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
Seix High Yield Fund |
||||||||||||||||
Other Financial Instruments3 |
||||||||||||||||
Credit Default Swap Agreement Buy Proctection Credit Risk |
$ | | $ | (286,262 | ) | $ | | $ | (286,262 | ) | ||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
| (286,262 | ) | | (286,262 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Return Bond Fund |
||||||||||||||||
Other Financial Instruments3 |
||||||||||||||||
Forward Foreign Currency Contracts Foreign Currency Risk |
$ | | $ | (1,475,229 | ) | $ | | $ | (1,475,229 | ) | ||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
| (1,475,229 | ) | | (1,475,229 | ) | ||||||||||
|
|
|
|
|
|
|
|
1 | Please see the Schedules for Sector or Country Classification. |
2 | Please see the Schedules for State Classification. |
3 | Other Financial Instruments are derivative instruments not reflected in the value of Total Investments in the Schedules, 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, 2012 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. Level 3 roll forwards and change in unrealized appreciation (depreciation) of these Level 3 securities held at fiscal year end is presented below. |
The following is a reconciliation of investments as of December 31, 2012 in which significant unobservable inputs (Level 3) were used in determining fair value:
Balance as of 3/31/2012 |
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 12/31/2012 |
Net Change in Unrealized Appreciation (Depreciation) from Investments Still Held as of 12/31/2012 |
|||||||||||||||||||||||||||||||
High Income Fund |
||||||||||||||||||||||||||||||||||||||||
Corporate Bonds |
||||||||||||||||||||||||||||||||||||||||
Auto Manufacturers |
$ | 539,820 | $ | | $ | | $ | (213,686 | ) | $ | | $ | (326,134 | ) | $ | | $ | | $ | | $ | | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Seix Floating Rate High Income Fund |
||||||||||||||||||||||||||||||||||||||||
Corporate Bonds |
||||||||||||||||||||||||||||||||||||||||
Auto Manufacturers |
$ | 200,000 | $ | | $ | | $ | (79,817 | ) | $ | | $ | (120,183 | ) | $ | | $ | | $ | | $ | | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The Funds policy is to disclose 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 Pricing and Valuation Procedures. This may result in movements between Level 1 and Level 2 throughout the period. At December 31, 2012, securities valued at $191,712,661 and $305,674,379 were transferred from Level 1 to Level 2 pursuant to the
Funds Pricing and Valuation Procedures for the International Equity Fund and the International Equity Index Fund, respectively.
(b) Security Transactions Security transactions are accounted for on a trade date basis for financial reporting purposes.
(c) Foreign Currency Translation Investment securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts based upon prevailing exchange rates, as of the close of regular trading on the New York Stock Exchange (usually 4:00 p.m. Eastern Time), on the date of valuation.
(d) Derivative Instruments Certain Funds may enter into derivative contracts for purposes of pursuing their investment objective, to use as a substitute for a purchase or sale of a position in the underlying assets and/or as part of a strategy designed to reduce exposure to other risks. Open derivative positions at December 31, 2012 are included within each applicable Funds Schedules.
(e) Securities Traded on a To-Be-Announced Basis Certain Funds may trade securities on a to-be-announced (TBA) basis. In a TBA transaction, the Fund commits to purchasing or selling securities which have not yet been issued by the issuer and for which specific information, such as the face amount, maturity date and underlying pool of investments in U.S. government agency mortgage pass-through securities, is not announced. Securities purchased on a TBA basis are not settled until they are delivered to the Fund. Beginning on the date the Fund enters into a TBA transaction, cash, U.S. government securities or other liquid high-grade debt obligations are segregated in an amount equal in value to the purchase price of the TBA security. These securities are subject to market fluctuations and their current value is determined in the same manner as for other securities.
(f) Forward Foreign Currency Contracts Certain Funds may enter into forward foreign currency contracts to hedge against foreign currency exchange rate risk on non-U.S. dollar denominated securities or to facilitate settlement of a foreign currency denominated portfolio transaction. A forward foreign currency contract is an agreement between two parties to buy and sell a currency at a set price with delivery and settlement at a future date. The contract is marked-to-market daily and the change in value is recorded by the Fund as an unrealized gain or loss. When a forward foreign currency contract is closed, through either delivery or offset by entering into another forward foreign currency contract, the Fund recognizes a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value of the contract at the time it is closed.
Forward foreign currency contracts involve elements of market risk in excess of the amounts reflected on the Statements of Assets and Liabilities within the Funds annual and semi-annual reports. The Funds bear the risk of an unfavorable change in the foreign exchange rate underlying the forward foreign currency contract. Risks may also arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of their contracts.
(g) Futures Contracts Certain Funds may enter into futures contracts to gain exposure to, or hedge against, changes in interest rates or gain exposure to, or hedge against, changes in certain asset classes. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.
Upon entering into a futures contract, the Fund is required to deposit cash or cash equivalents with a broker in an amount equal to a certain percentage of the contract amount. This is known as the initial margin and subsequent payments (variation margin) are made or received by the Fund each day, depending on the daily fluctuation in the value of the contract. For certain futures, including foreign denominated futures, variation margin is not settled daily, but is recorded as a net variation margin payable or receivable. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Futures contracts involve, to varying degrees, risk of loss in excess of the amounts reflected in the Statements of Assets and Liabilities within the Funds annual and semi-annual reports. In addition, there is the risk that the Funds may not be able to enter into a closing transaction because of an illiquid secondary market.
(h) Swap Contracts Certain Funds may invest in swap contracts for the purpose of managing exposure to interest rate, credit or market risk, or for other purposes. The use of swaps contracts involves risks that are different from those associated with ordinary portfolio transactions.
Swap contracts are marked-to-market daily using an independent pricing vendor. Gains or losses are realized upon termination of the swap contract. Collateral, in the form of restricted cash or securities, may be required to be held in segregated accounts with the Funds custodian in compliance with the terms of the swap contracts. These risks
include changes in the returns of the underlying instruments, failure of the counterparties to perform under the contracts terms, and the possible lack of liquidity with respect to the swap contracts.
Credit Default Swaps
Certain Funds enter into credit default swap (CDS) contracts for investment purposes, to manage its credit risk or to add leverage. CDS contracts involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the event of a default by a third party, typically corporate or sovereign issuers, on a specified obligation, or in the event of a write-down, principal shortfall, interest shortfall or default of all or part of the referenced entities comprising a credit index. The Funds may use a CDS contract to provide protection against defaults of the issuers (i.e., to reduce risk where the Funds have exposure to an issuer) or to take an active long or short position with respect to the likelihood of a particular issuers default.
As a seller of protection, the Funds generally receive an upfront payment or a stream of payments throughout the term of the swap provided that there is no credit event. These amounts of potential payments will be partially offset by any recovery of values from the respective referenced obligations. As a seller of protection, a Fund effectively adds leverage to its portfolio because, in addition to its total net assets, a Fund is subject to investment exposure on the notional amount of the swap. As a buyer of protection, a Fund generally receives an amount up to the notional value of the swap if a credit event occurs.
The Funds maximum risk of loss from counterparty risk, as the protection buyer, is the fair value of the swap contract (this risk is mitigated by the posting of collateral by the counterparty to the Fund to cover the Funds exposure to the counterparty). As the protection seller, the Funds maximum risk is the notional amount of the contract. CDS contracts are considered to have credit risk-related contingent features since they require payment by the protection seller to the protection buyer upon the occurrence of a defined credit event.
Implied spreads are the theoretical prices a lender receives for credit default protection. When spreads rise, market perceived credit risk rises and when spreads fall, market perceived credit risk falls. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to enter into the contract. Wider credit spreads and decreasing market values, when compared to the notional amount of the swap, represent a deterioration of the referenced entitys credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. Credit spreads utilized in determining the period end market value of CDS contracts on corporate or sovereign issues are disclosed on the Schedules and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for credit derivatives. For CDS contracts on asset-backed securities and credit indices, the quoted market prices and resulting values, particularly in relation to the notional amount of the contract as well as the annual payment rate, serve as an indication of the current status of the payment/performance risk.
Entering into a CDS contract involves, to varying degrees, elements of credit, market and documentation risk. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contract may default on its obligation to perform or disagree as to the meaning of the contractual terms in the contract, and that there are unfavorable changes in net interest rates.
Interest Rate Swaps
Certain Funds may enter into interest rate swap (IRS) contracts to manage exposure to interest rate risk. IRS contracts are agreements between two parties to exchange cash flows based on a notional principal amount. The Fund may elect to pay a fixed rate and receive a floating rate, or, receive a fixed rate and pay a floating rate on a notional principal amount. IRS contracts are marked-to-market daily based upon quotations from market makers. When a swap contract is terminated early, the Fund records a realized gain or loss equal to the difference between the original cost and the settlement amount of the closing transaction. The risks of IRS contracts include changes in market conditions that will affect the value of the contract or changes in the present value of the future cash flow streams and the possible inability of the counterparty to fulfill its obligations under the contract. The Funds maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contracts remaining life, to the extent that that amount is positive. This risk is mitigated by the posting of collateral by the counterparty to the Fund to cover the Funds exposure to the counterparty.
(i) Securities Lending Each Fund may lend portfolio securities to brokers, dealers and other financial organizations
that meet capital and other credit requirements or other criteria established by the Board. These loans may not exceed either (i) 50% of the sum of the market value of all securities of the Fund and the market value of securities purchased with cash collateral or (ii) 33.33% of the total market value of all securities of the Fund. No Fund will lend portfolio securities to its investment adviser, subadviser, or its affiliates unless it has applied for and received specific authority to do so from the Securities and Exchange Commission. Loans of portfolio securities are required to be fully collateralized by cash, letters of credit or U.S. government securities. The initial value of the collateral must be at least 102% of the market value of the securities loaned, if the securities loaned are U.S. securities (105% for non-U.S. securities); and maintained in an amount equal to at least 100% (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 days market fluctuations and the current days 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 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 cash collateral received is aggregated in a joint account by the Funds, providing the Investment Adviser a pool of cash to invest in short-term investments that have a remaining maturity of 397 days or less. At December 31, 2012, 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, 2012 owned a pro-rata portion of the assets and liabilities listed below:
Shares | Value | |||||||
JPMorgan U.S. Government Money Market Fund, Capital Shares, 0.01% |
93,301,145 | $ | 93,301,145 | |||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.04% |
240,929,790 | 240,929,790 | ||||||
|
|
|||||||
Total Investments (Cost $334,230,935) |
334,230,935 | |||||||
Amount due to Lending Agent |
(48,235 | ) | ||||||
|
|
|||||||
Net Investment Value |
$ | 334,182,700 | ||||||
|
|
(j) Repurchase Agreements The Funds may purchase instruments from financial institutions, such as banks and broker-dealers, subject to the sellers 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.
(k) 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. The Funds re-characterize distributions received from REIT investments based on information provided by the REITs into the following categories: ordinary income, long-term capital gains, and return of capital. If information is not available on a timely basis from the REITs, the re-characterization will be estimated based on available information which may include the previous years allocation. If new or additional information becomes available from the REITs at a later date, a re-characterization will be made in the following year.
(l) 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 borrowers discretion. Therefore, a Fund must have funds sufficient to cover its contractual obligation. At December 31, 2012, Seix Floating Rate High Income Fund and Total Return Bond Fund had unfunded loan commitments.
(m) Restricted Securities Certain Funds investments are restricted as to resale. As of December 31, 2012, 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 Funds Schedules.
(n) When-Issued Securities and Forward Commitments 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 at a fixed price. 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 Funds net asset value if the Fund makes such investments while remaining substantially fully invested. A Fund records when-issued securities on trade date and will segregate or earmark liquid assets in an amount at least equal in value to its commitments to purchase when-issued and forward commitment securities or engage in other appropriate measures to cover its obligation. When-issued securities and the segregated liquid assets associated with such investments are presented within the Funds Schedules.
(o) Credit and Market Risk Certain Funds investments in securities that are collateralized by residential real estate mortgages are subject to certain credit and liquidity risks. When market conditions result in an increase in default rates of the underlying mortgages and the foreclosure values of underlying real estate properties are materially below the outstanding amount of these underlying mortgages, collection of the full amount of accrued interest and principal on these investments may be doubtful. Such market conditions may significantly impair the value and liquidity of these investments and may result in a lack of correlation between their credit ratings and values.
(p) Foreign Investment 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 Funds investments in emerging market countries, which may be magnified by currency fluctuations relative to the U.S. dollar. Please refer to each Funds prospectus for additional risks that may be associated with the Funds.
(q) Counterparty Risk and Credit-Risk-Related Contingent Features of Derivative Instruments Certain Funds may invest in certain securities or engage in other transactions where the Funds are exposed to counterparty credit risk in addition to broader market risks. The Funds may invest in securities of issuers, which may also be considered counterparties as trading partners in other transactions. This may increase the risk of loss in the event of default or bankruptcy by the counterparty or if the counterparty otherwise fails to meet its contractual obligations. The Funds investment adviser attempts to mitigate counterparty risk by (i) periodically assessing the creditworthiness of its trading partners, (ii) monitoring and/or limiting the amount of its net exposure to each individual counterparty based on its assessment and (iii) requiring collateral from the counterparty for certain transactions. Market events and changes in overall economic conditions may impact the assessment of such counterparty risk by the investment manager. In addition, declines in the values of underlying collateral received may expose the Funds to increased risk of loss.
(r) Other Risks Certain Funds may 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. A Funds concentration of investments in securities of issuers located in a specific region or state, subjects that Fund to the economic and government policies of the region or state, and may increase risk versus that of a fund whose investments are more diversified. Please refer to each Funds prospectus for additional risks that may be associated with the Funds.
3. Federal Income Tax Basis of Investments
As of December 31, 2012 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 | Aggregate Gross Unrealized Appreciation |
Aggregate Gross Unrealized Depreciation |
Net Unrealized Appreciation (Depreciation) |
||||||||||||
Aggressive Growth Stock Fund |
$ | 38,282,454 | $ | 29,294,113 | $ | (1,657,470 | ) | $ | 27,636,643 | |||||||
International Equity Fund |
242,927,615 | 44,051,885 | (2,847,593 | ) | 41,204,292 | |||||||||||
International Equity Index Fund |
219,050,805 | 132,943,059 | (12,219,309 | ) | 120,723,750 | |||||||||||
Large Cap Core Growth Stock Fund |
46,613,128 | 11,886,492 | (546,568 | ) | 11,339,924 | |||||||||||
Large Cap Growth Stock Fund |
154,424,361 | 113,576,292 | (3,160,362 | ) | 110,415,930 | |||||||||||
Large Cap Value Equity Fund |
1,489,262,646 | 275,075,253 | (10,010,226 | ) | 265,065,027 | |||||||||||
Mid-Cap Value Equity Fund |
2,093,844,257 | 244,897,114 | (35,569,432 | ) | 209,327,682 | |||||||||||
Select Large Cap Growth Stock |
30,057,562 | 7,936,949 | (632,218 | ) | 7,304,731 | |||||||||||
Small Cap Growth Stock Fund |
233,858,402 | 52,018,131 | (12,724,940 | ) | 39,293,191 | |||||||||||
Small Cap Value Equity Fund |
1,248,363,425 | 271,833,887 | (67,828,615 | ) | 204,005,272 | |||||||||||
Aggressive Growth Allocation Strategy |
19,400,690 | 2,550,156 | (330,251 | ) | 2,219,905 | |||||||||||
Conservative Allocation Strategy |
59,581,998 | 2,478,018 | (788,114 | ) | 1,689,904 | |||||||||||
Growth Allocation Strategy |
57,669,310 | 7,036,745 | (706,436 | ) | 6,330,309 | |||||||||||
Moderate Allocation Strategy |
160,758,888 | 14,191,270 | (2,269,470 | ) | 11,921,800 | |||||||||||
Core Bond Fund |
554,079,983 | 16,147,105 | (896,701 | ) | 15,250,404 | |||||||||||
Corporate Bond Fund |
72,212,639 | 4,874,357 | (147,715 | ) | 4,726,642 | |||||||||||
Georgia Tax-Exempt Bond Fund |
138,471,819 | 11,357,199 | (201,587 | ) | 11,155,612 | |||||||||||
High Grade Municipal Bond Fund |
55,199,776 | 5,233,305 | (16,779 | ) | 5,216,526 | |||||||||||
High Income Fund |
881,904,901 | 46,352,992 | (4,668,254 | ) | 41,684,738 | |||||||||||
Intermediate Bond Fund |
1,042,130,052 | 30,523,704 | (1,178,194 | 29,345,510 | ||||||||||||
Investment Grade Tax-Exempt Bond Fund |
974,506,770 | 57,099,993 | (882,921 | ) | 56,217,072 | |||||||||||
Limited Duration Fund |
10,383,807 | 76,490 | 0 | 76,490 | ||||||||||||
Limited-Term Federal Mortgage Securities Fund |
20,674,230 | 605,165 | (2,628 | ) | 602,537 | |||||||||||
North Carolina Tax-Exempt Bond Fund |
48,178,335 | 3,753,361 | (63,718 | ) | 3,689,643 | |||||||||||
Seix Floating Rate High Income Fund |
4,498,933,585 | 68,185,660 | (18,486,911 | ) | 49,698,749 | |||||||||||
Seix High Yield Fund |
2,042,319,113 | 144,526,587 | (7,319,333 | ) | 137,207,254 | |||||||||||
Short-Term Bond Fund |
138,844,469 | 2,837,569 | (36,477 | ) | 2,801,092 | |||||||||||
Short-Term Municipal Bond Fund |
11,215,786 | 110,166 | (11,616 | ) | 98,550 | |||||||||||
Short-Term U.S. Treasury Securities Fund |
13,446,246 | 124,292 | 0 | 124,292 | ||||||||||||
Total Return Bond Fund |
1,362,971,722 | 42,189,823 | (2,379,248 | ) | 39,810,575 | |||||||||||
Ultra-Short Bond Fund |
102,779,651 | 651,600 | (45,565 | ) | 606,035 | |||||||||||
U.S. Government Securities Fund |
40,619,000 | 1,102,386 | (69,726 | ) | 1,032,660 | |||||||||||
U.S. Government Securities Ultra-Short Bond Fund |
2,495,629,198 | 27,100,044 | (1,028,437 | ) | 26,071,607 | |||||||||||
Virginia Intermediate Municipal Bond Fund |
142,529,978 | 11,765,924 | (122,518 | ) | 11,643,406 |
4. Investments in Affiliated Issuers
Affiliated holdings are holdings in 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 investments listed beneath its name below. Investments in affiliated issuers during the period ended December 31, 2012, were as follows:
Name of Affiliated Issuer |
Share Balance at March 31, 2012 |
Purchases | Sales | Share Balance at December 31, 2012 |
Value at December 31, 2012 |
Dividend Income |
Realized Gain Distributions |
Net Realized Gain (Loss) |
||||||||||||||||||||||||
Aggressive Growth Allocation Strategy |
||||||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund |
58,984 | 1,548 | 57,815 | 2,717 | $ | 39,589 | $ | | $ | | $ | 258,708 | ||||||||||||||||||||
RidgeWorth Corporate Bond Fund |
| 37,391 | 29,102 | 8,289 | 77,829 | 4,600 | 10,709 | (8,771 | ) | |||||||||||||||||||||||
RidgeWorth High Income Fund |
| 34,955 | | 34,955 | 251,675 | 5,905 | | | ||||||||||||||||||||||||
RidgeWorth Intermediate Bond Fund |
| 121,101 | 52,857 | 68,244 | 704,274 | 8,039 | 31,236 | (11,978 | ) | |||||||||||||||||||||||
RidgeWorth International Equity Fund |
134,752 | 5,595 | 31,517 | 108,830 | 1,234,130 | 23,148 | | (45,151 | ) | |||||||||||||||||||||||
RidgeWorth International Equity Index Fund |
42,588 | 230 | 40,546 | 2,272 | 26,809 | 861 | 500 | 112,272 | ||||||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund |
19,637 | 541 | 16,667 | 3,511 | 51,583 | 332 | | 94,670 | ||||||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund |
312,005 | 183,606 | 58,043 | 437,568 | 4,187,522 | 3,077 | 909,383 | 27,974 | ||||||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund |
365,675 | 14,667 | 83,547 | 296,795 | 4,217,459 | 69,179 | | 77,695 | ||||||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund |
186,519 | 11,660 | 47,870 | 150,309 | 1,766,129 | 21,738 | 4,895 | 19,289 | ||||||||||||||||||||||||
RidgeWorth Seix Floating Rate High Income Fund |
| 8,672 | | 8,672 | 77,871 | 1,570 | | | ||||||||||||||||||||||||
RidgeWorth Seix High Yield Fund |
| 26,020 | | 26,020 | 264,359 | 6,398 | | | ||||||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund |
72,234 | 18,516 | 29,133 | 61,617 | 1,565,697 | | 423,761 | (4,762 | ) | |||||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund |
65,338 | 8,257 | 25,449 | 48,146 | 735,185 | | 99,686 | 71,344 | ||||||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund |
80,398 | 4,568 | 31,543 | 53,423 | 738,309 | 12,968 | 20,586 | 33,020 | ||||||||||||||||||||||||
RidgeWorth Total Return Bond Fund |
| 192,337 | | 192,337 | 2,090,708 | 14,262 | 31,586 | | ||||||||||||||||||||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
| 22,871 | 4,902 | 17,969 | 182,740 | 670 | | 98 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total |
$ | 18,211,868 | $ | 172,747 | 1,532,342 | $ | 624,408 | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||
Conservative Allocation Strategy |
| |||||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund |
34,502 | 203 | 32,211 | 2,494 | $ | 36,343 | | | $ | 27,128 | ||||||||||||||||||||||
RidgeWorth Corporate Bond Fund |
399,052 | 24,458 | 337,076 | 86,434 | 811,619 | 91,500 | 129,916 | (76,175 | ) | |||||||||||||||||||||||
RidgeWorth High Income Fund |
312,910 | 30,342 | 25,586 | 317,666 | 2,287,192 | 103,836 | | (14,378 | ) | |||||||||||||||||||||||
RidgeWorth Intermediate Bond Fund |
1,283,517 | 52,419 | 443,802 | 892,134 | 9,206,822 | 164,727 | 361,231 | (213,494 | ) | |||||||||||||||||||||||
RidgeWorth International Equity Fund |
119,564 | 3,068 | 9,128 | 113,504 | 1,287,138 | 23,195 | | (23,534 | ) | |||||||||||||||||||||||
RidgeWorth International Equity Index Fund |
34,303 | 222 | 30,798 | 3,727 | 43,977 | 1,412 | 820 | 18,212 | ||||||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund |
14,086 | 139 | 11,053 | 3,172 | 46,598 | 300 | | 54,970 | ||||||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund |
340,816 | 184,871 | 56,247 | 469,440 | 4,492,544 | 3,703 | 1,094,480 | (12,116 | ) | |||||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund |
303,899 | 49,165 | 43,862 | 309,202 | 4,393,761 | 63,277 | | (33,953 | ) | |||||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund |
171,419 | 3,814 | 13,180 | 162,053 | 1,904,127 | 21,792 | 5,277 | (33,568 | ) | |||||||||||||||||||||||
RidgeWorth Seix Floating Rate High Income Fund |
95,875 | 3,814 | 7,822 | 91,867 | 824,963 | 30,543 | | (4,146 | ) | |||||||||||||||||||||||
RidgeWorth Seix High Yield Fund |
228,754 | 42,419 | 18,717 | 252,456 | 2,564,957 | 110,265 | | (12,439 | ) | |||||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund |
46,118 | 22,204 | 3,526 | 64,796 | 1,646,471 | | 345,187 | (5,116 | ) | |||||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund |
53,100 | 7,310 | 9,879 | 50,531 | 771,602 | | 104,624 | (697 | ) | |||||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund |
65,426 | 3,020 | 12,560 | 55,886 | 772,342 | 12,386 | 21,535 | (7,531 | ) | |||||||||||||||||||||||
RidgeWorth Total Return Bond Fund |
988,955 | 1,174,656 | 90,984 | 2,072,627 | 22,529,453 | 210,948 | 305,242 | (5,942 | ) | |||||||||||||||||||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
261,098 | 1,717 | 50,587 | 212,228 | 2,158,357 | 15,745 | | 1,930 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total |
$ | 55,778,266 | $ | 853,629 | $ | 2,368,312 | $ | (340,849 | ) | |||||||||||||||||||||||
|
|
|
|
|
|
|
|
Growth Allocation Strategy |
||||||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund |
129,023 | 220 | 124,369 | 4,874 | $ | 71,013 | $ | | $ | | $ | 579,085 | ||||||||||||||||||||
RidgeWorth Corporate Bond Fund |
131,474 | 12,191 | 107,312 | 36,353 | 341,353 | 31,459 | 27,537 | (22,762 | ) | |||||||||||||||||||||||
RidgeWorth High Income Fund |
173,470 | 12,534 | | 186,004 | 1,339,226 | 2,108 | | | ||||||||||||||||||||||||
RidgeWorth Intermediate Bond Fund |
651,423 | 22,660 | 291,910 | 382,173 | 3,944,025 | 84,616 | 141,813 | (74,098 | ) | |||||||||||||||||||||||
RidgeWorth International Equity Fund |
302,580 | 6,109 | 24,936 | 283,753 | 3,217,758 | 57,986 | | (33,710 | ) | |||||||||||||||||||||||
RidgeWorth International Equity Index Fund |
98,718 | 225 | 95,153 | 3,790 | 44,720 | 1,436 | 834 | 169,001 | ||||||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund |
36,529 | 162 | 29,624 | 7,067 | 103,816 | 669 | | 180,719 | ||||||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund |
739,646 | 464,392 | 93,128 | 1,110,910 | 10,631,406 | 7,931 | 2,343,845 | (6,180 | ) | |||||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund |
856,761 | 28,413 | 117,545 | 767,629 | 10,908,015 | 170,370 | | 127,417 | ||||||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund |
380,007 | 6,871 | | 386,878 | 4,545,821 | 52,101 | 12,599 | | ||||||||||||||||||||||||
RidgeWorth Seix Floating Rate High Income Fund |
51,439 | 2,164 | | 53,603 | 481,354 | 17,449 | | | ||||||||||||||||||||||||
RidgeWorth Seix High Yield Fund |
123,150 | 12,086 | | 135,236 | 1,373,994 | 62,471 | | | ||||||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund |
156,674 | 42,008 | 39,841 | 158,841 | 4,036,151 | | 1,058,431 | (177,101 | ) | |||||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund |
136,340 | 17,350 | 29,171 | 124,519 | 1,901,403 | | 257,818 | 39,701 | ||||||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund |
167,652 | 6,700 | 36,231 | 138,121 | 1,908,827 | 31,449 | 53,224 | 2,075 | ||||||||||||||||||||||||
RidgeWorth Total Return Bond Fund |
425,766 | 463,484 | | 889,250 | 9,666,150 | 104,663 | 150,880 | | ||||||||||||||||||||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
32,860 | 229 | | 33,089 | 336,512 | 2,108 | | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total |
$ | 54,851,544 | $ | 626,816 | $ | 4,046,981 | $ | 784,147 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Moderate Allocation Strategy |
||||||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund |
225,271 | 6,055 | 219,465 | 11,861 | $ | 172,808 | $ | | $ | | $ | 690,354 | ||||||||||||||||||||
RidgeWorth Corporate Bond Fund |
572,586 | 45,930 | 451,908 | 166,608 | 1,564,448 | 142,060 | 164,077 | (130,878 | ) | |||||||||||||||||||||||
RidgeWorth High Income Fund |
781,935 | 59,530 | 36,656 | 804,809 | 5,794,625 | 272,396 | | (7,698 | ) | |||||||||||||||||||||||
RidgeWorth Intermediate Bond Fund |
2,703,723 | 167,614 | 1,127,924 | 1,743,413 | 17,992,017 | 370,456 | 738,993 | (546,038 | ) | |||||||||||||||||||||||
RidgeWorth International Equity Fund |
521,778 | 25,359 | | 547,137 | 6,204,533 | 111,809 | | | ||||||||||||||||||||||||
RidgeWorth International Equity Index Fund |
173,746 | 1,404 | 157,104 | 18,046 | 212,941 | 6,839 | 3,971 | 246,680 | ||||||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund |
63,307 | 1,965 | 49,202 | 16,070 | 236,068 | 1,521 | | 275,641 | ||||||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund |
1,325,098 | 797,398 | | 2,122,496 | 20,312,286 | 16,744 | 4,948,509 | | ||||||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund |
1,496,149 | 130,795 | 120,693 | 1,506,251 | 21,403,832 | 332,130 | | 49,386 | ||||||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund |
668,249 | 74,870 | | 743,119 | 8,731,644 | 98,443 | 24,200 | | ||||||||||||||||||||||||
RidgeWorth Seix Floating Rate High Income Fund |
259,639 | 16,606 | | 276,245 | 2,480,680 | 89,753 | | | ||||||||||||||||||||||||
RidgeWorth Seix High Yield Fund |
554,601 | 42,064 | 25,988 | 570,677 | 5,798,073 | 271,586 | | (7,520 | ) | |||||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund |
255,580 | 71,224 | 21,786 | 305,018 | 7,750,499 | | 1,624,911 | 2,168 | ||||||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund |
230,143 | 39,641 | 33,389 | 236,395 | 3,609,748 | | 501,168 | 21,801 | ||||||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund |
283,014 | 20,241 | 40,909 | 262,346 | 3,625,615 | 59,527 | 103,632 | 2,184 | ||||||||||||||||||||||||
RidgeWorth Total Return Bond Fund |
2,029,716 | 2,093,662 | | 4,123,378 | 44,821,124 | 438,588 | 618,540 | | ||||||||||||||||||||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund |
196,300 | 5,501 | 19,647 | 182,154 | 1,852,507 | 12,626 | | 974 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Total |
$ | 152,563,448 | $ | 2,224,478 | $ | 8,728,001 | $ | 597,054 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
5. Subsequent Events
At a meeting held on November 15, 2012, the Board approved the reorganization of the RidgeWorth Large Cap Core Growth Stock Fund (the Target Fund) into the RidgeWorth Large Cap Growth Stock Fund (the Acquiring Fund), a separate series of the Trust. The reorganization was effective at the close of business on March 1, 2013. Each shareholder of the A and I Shares of the Target Fund became a shareholder of the Acquiring Fund, and received corresponding A and I Shares of the Acquiring Fund in an amount equal in value to the shares of the Fund the shareholder had immediately before the reorganization.
Item 2. Controls and Procedures.
(a) The registrants principal executive officer and principal financial officer have concluded, based on their evaluation of the registrants 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 Commissions rules and forms.
(b) There were no changes in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants 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 Short | |
Julia Short | ||
President and Chief Executive Officer | ||
Date: | February 28, 2013 |
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 Short | |
Julia Short | ||
President and Chief Executive Officer | ||
Date: | February 28, 2013 | |
By: | /s/ Denise R. Lewis | |
Denise R. Lewis | ||
Treasurer and Chief Financial Officer | ||
Date: | February 28, 2013 |
Exhibit 3(a)(1)
CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002:
I, Julia Short, President and Chief Executive Officer of RidgeWorth Funds, certify that:
1. | I have reviewed this report on Form N-Q of RidgeWorth Funds; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | February 28, 2013 | |
By: | /s/ Julia Short | |
Julia Short | ||
President and Chief Executive Officer |
Exhibit 3(a)(2)
CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002:
I, Denise R. Lewis, Treasurer and Chief Financial Officer of RidgeWorth Funds, certify that:
1. | I have reviewed this report on Form N-Q of RidgeWorth Funds; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | February 28, 2013 | |
By: | /s/ Denise R. Lewis | |
Denise R. Lewis | ||
Treasurer and Chief Financial Officer |