SECURITIES AND EXCHANGE COMMISSION
MANAGEMENT INVESTMENT COMPANIES
Citi Fund Services Ohio, Inc., 3435 Stelzer Road Columbus, Ohio | 43219 | |
(Address of principal executive offices) | (Zip code) | |
Citi Fund Services Ohio, Inc., 3435 Stelzer Road Columbus, Ohio | 43219 | |
![(GRAPHIC)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618452.gif)
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Equity Funds: | ||||
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Asset Allocation Funds: | ||||
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Schedules of Portfolio Investments | 43 | |||
Statements of Assets and Liabilities | 95 | |||
Statements of Operations | 99 | |||
Statements of Cash Flows | 103 | |||
Statements of Changes in Net Assets | 104 | |||
Financial Highlights | 114 | |||
Notes to Financial Statements | 125 | |||
Report of Independent Registered Public Accounting Firm | 145 | |||
Other Federal Tax Information | 146 | |||
Trustees and Officers of the RidgeWorth Funds | 147 | |||
Additional Information | 149 |
1
![]() | ![]() | |
David Eidson | Ashi Parikh | |
Chairman and CEO | President and CIO | |
RidgeWorth Capital Management, Inc. | RidgeWorth Capital Management, Inc. |
1 | The S&P 500 Index is an unmanaged index that is widely regarded as a gauge of the U.S. equities market, this index includes 500 leading companies in leading industries of the U.S. economy. Although the S&P 500 focuses on the large cap segment of the market, with approximately 75% coverage of U.S. equities, it is also an ideal proxy for the total market. | |
2 | For the period ended March 31, 2009, 37 out of 49 (1 year), 35 out of 46 (3 years), 34 out of 44 (5 years) and 23 out of 31 (10 years) Funds’ I Shares beat their respective Lipper peer group averages. Lipper rankings are based on total return and do not include a sales charge. | |
3 | Gross Domestic Product is the monetary value of all the goods and services produced by an economy over a specified period. It includes consumption, government purchases, investments, and exports minus imports. |
2
• | Nancy Zevenbergen, CFA, CIC | |
• | Brooke de Boutray, CFA, CIC | |
• | Leslie Tubbs, CFA, CIC |
1 | Portfolio composition subject to change. |
3
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618410.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Since | ||||||||||||||||||||||
Aggressive Growth Stock Fund | Inception Date | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 02/23/04 | -34.06 | % | -12.82 | % | -3.97 | % | -4.14 | % | ||||||||||||
with sales charge* | -37.83 | % | -14.52 | % | -5.10 | % | -5.25 | % | ||||||||||||||
C Shares | without CDSC | 02/23/04 | -34.46 | % | -13.43 | % | -4.63 | % | -4.79 | % | ||||||||||||
with CDSC* | -35.10 | % | -13.43 | % | -4.63 | % | -4.79 | % | ||||||||||||||
I Shares | 02/23/04 | -33.89 | % | -12.57 | % | -3.71 | % | -3.86 | % | |||||||||||||
Russell 3000® Growth Index | -34.42 | % | -11.70 | % | -4.44 | % | -4.69 | %** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.46 | % | ||
C Shares | 2.16 | % | ||
I Shares | 1.16 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
** | The performance return and the hypothetical $10,000 investment for the Russell 3000® Growth Index is for the period from 2/29/04 to 3/31/09. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618411.gif)
2 | Portfolio Composition is subject to change |
4
• | Nancy Zevenbergen, CFA, CIC | |
• | Brooke de Boutray, CFA, CIC | |
• | Leslie Tubbs, CFA, CIC |
1 | Portfolio composition subject to change. |
5
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618412.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Since | ||||||||||||||||||||||
Emerging Growth Stock Fund | Inception Date | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 02/23/04 | -39.80 | % | -17.22 | % | -6.00 | % | -6.18 | % | ||||||||||||
with sales charge* | -43.28 | % | -18.85 | % | -7.11 | % | -7.27 | % | ||||||||||||||
C Shares | without CDSC | 02/27/04 | -40.27 | % | -17.84 | % | -6.63 | % | -7.06 | % | ||||||||||||
with CDSC* | -40.84 | % | -17.84 | % | -6.63 | % | -7.06 | % | ||||||||||||||
I Shares | 02/23/04 | -39.58 | % | -16.97 | % | -5.70 | % | -5.87 | % | |||||||||||||
Russell Midcap® Growth Index | -39.58 | % | -14.89 | % | -3.91 | % | -3.88 | %** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.47 | % | ||
C Shares | 2.17 | % | ||
I Shares | 1.17 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
** | The performance return and the hypothetical $10,000 investment for the Russell Midcap® Growth Index is for the period from 2/29/04 to 3/31/09. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618413.gif)
2 | Portfolio Composition is subject to change |
6
• | Neal Kochen, CFA | |
• | Vincent Fioramonti, CFA |
1 | Portfolio composition subject to change. | |
2 | Alpha measures a fund’s risk-adjusted performance and represents the difference between a fund’s actual performance and its expected performance given its level of risk as measured by beta. Beta is a means of measuring the volatility of a security or portfolio of securities in comparison with the market as a whole. A beta of 1 indicates that the security will move with the market; greater than 1 indicates that it is more volatile than the market, and less than 1 indicates that it is less volatile than the market. |
7
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618414.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Since | ||||||||||||||||||||||
International Equity 130/30 Fund | Inception Date | 1 Year | Inception | |||||||||||||||||||
A Shares* | without sales charge | 12/26/07 | -52.89 | % | -50.69 | % | ||||||||||||||||
with sales charge** | -55.60 | % | -52.95 | % | ||||||||||||||||||
C Shares* | without CDSC | 12/26/07 | -53.08 | % | -50.85 | % | ||||||||||||||||
with CDSC** | -53.55 | % | -50.85 | % | ||||||||||||||||||
I Shares | 12/26/07 | -52.80 | % | -50.62 | % | |||||||||||||||||
FTSE All World Index ex-U.S. | -46.11 | % | -43.09 | %*** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 2.71 | % | ||
C Shares | 3.41 | % | ||
I Shares | 2.41 | % |
* | The A Shares and C Shares were offered beginning on July 2, 2008 and August 21, 2008, respectively. The performance shown prior to such dates is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect A Share or C Share expenses. If it had been, performance would have been lower. | |
** | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
*** | The performance return and the hypothetical $10,000 investment for the FTSE All World Index ex-U.S. Index is for the period from 12/26/07 to 3/31/09. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618415.gif)
2 | Portfolio Composition is subject to change |
8
• | Chad Deakins, CFA |
1 | Portfolio composition subject to change. |
9
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618416.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
International Equity Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||||||
A Shares | without sales charge | -50.84 | % | -17.86 | % | -4.88 | % | -2.42 | % | |||||||||||||
with sales charge* | -53.67 | % | -19.46 | % | -6.00 | % | -2.99 | % | ||||||||||||||
C Shares | without CDSC | -51.20 | % | -18.48 | % | -5.57 | % | -3.09 | % | |||||||||||||
with CDSC* | -51.67 | % | -18.48 | % | -5.57 | % | -3.09 | % | ||||||||||||||
I Shares | -50.68 | % | -17.64 | % | -4.62 | % | -2.09 | % | ||||||||||||||
MSCI EAFE Index | -46.51 | % | -14.47 | % | -2.18 | % | -0.84 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.52 | % | ||
C Shares | 2.22 | % | ||
I Shares | 1.22 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618417.gif)
2 | Portfolio Composition is subject to change |
10
• | Chad Deakins,CFA | |
• | Matthew Welden |
1 | Portfolio composition subject to change. | |
2 | The P/E Ratio, or Price-to-Earnings Ratio, is a valuation ratio of a company’s current share price to its per-share earnings. A high P/E means high projected earnings in the future. |
11
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618418.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
International Equity Index Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||||||
A Shares | without sales charge | -48.04 | % | -15.22 | % | -2.84 | % | -1.66 | % | |||||||||||||
with sales charge* | -51.03 | % | -16.88 | % | -3.99 | % | -2.24 | % | ||||||||||||||
C Shares | without CDSC | -48.38 | % | -15.83 | % | -3.52 | % | -2.32 | % | |||||||||||||
with CDSC* | -48.88 | % | -15.83 | % | -3.52 | % | -2.32 | % | ||||||||||||||
I Shares | -47.89 | % | -15.00 | % | -2.56 | % | -1.28 | % | ||||||||||||||
MSCI EAFE Index (GDP Weighted) Net Dividend | -48.38 | % | -15.10 | % | -2.25 | % | -0.49 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.90 | % | ||
C Shares | 1.60 | % | ||
I Shares | 0.60 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618419.gif)
2 | Portfolio Composition is subject to change |
12
• | Jeffrey E. Markunas, CFA |
1 | Portfolio composition subject to change. |
13
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618420.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Large Cap Core Equity Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | -36.02 | % | -13.73 | % | -4.07 | % | -1.05 | % | |||||||||
with sales charge* | -39.71 | % | -15.42 | % | -5.20 | % | -1.63 | % | ||||||||||
C Shares | without CDSC | -36.51 | % | -14.38 | % | -4.80 | % | -1.79 | % | |||||||||
with CDSC* | -37.14 | % | -14.38 | % | -4.80 | % | -1.79 | % | ||||||||||
I Shares | -35.88 | % | -13.51 | % | -3.85 | % | -0.84 | % | ||||||||||
S&P 500 Index | -38.06 | % | -13.05 | % | -4.76 | % | -3.00 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.11 | % | ||
C Shares | 1.86 | % | ||
I Shares | 0.86 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618421.gif)
2 | Portfolio Composition is subject to change |
14
• Michael A. Sansoterra
1 | Portfolio composition subject to change. | |
2 | The Gross Domestic Product (“GDP”) measures the market value of the goods and services produced by labor and property in the United States. | |
3 | Alpha measures a fund’s risk-adjusted performance and represents the difference between a fund’s actual performance and its expected performance given its level of risk as measured by beta. |
15
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618422.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Large Cap Growth Stock Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | -33.40 | % | -11.12 | % | -5.70 | % | -3.54 | % | |||||||||
with sales charge* | -37.25 | % | -12.85 | % | -6.81 | % | -4.11 | % | ||||||||||
C Shares | without CDSC | -33.77 | % | -11.72 | % | -6.26 | % | -4.05 | % | |||||||||
with CDSC* | -34.42 | % | -11.72 | % | -6.26 | % | -4.05 | % | ||||||||||
I Shares | -33.16 | % | -10.84 | % | -5.32 | % | -3.03 | % | ||||||||||
Russell 1000® Growth Index | -34.28 | % | -11.28 | % | -4.38 | % | -5.26 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.31 | % | ||
C Shares | 2.01 | % | ||
I Shares | 1.01 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618423.gif)
2 | Portfolio Composition is subject to change |
16
1 | Portfolio composition subject to change. | |
2 | Alpha measures a fund’s risk-adjusted performance and represents the difference between a fund’s actual performance and its expected performance given its level of risk as measured by beta. |
17
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618424.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Since | ||||||||||||||||||||||
Large Cap Quantitative Equity Fund | Inception Date | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 10/08/03 | -37.10 | % | -14.88 | % | -4.90 | % | -2.61 | % | ||||||||||||
with sales charge* | -40.72 | % | -16.54 | % | -6.01 | % | -3.66 | % | ||||||||||||||
C Shares | without CDSC | 10/13/03 | -37.55 | % | -15.49 | % | -5.59 | % | -3.77 | % | ||||||||||||
with CDSC* | -38.17 | % | -15.49 | % | -5.59 | % | -3.77 | % | ||||||||||||||
I Shares | 08/07/03 | -36.93 | % | -14.65 | % | -4.65 | % | -0.05 | % | |||||||||||||
S&P 500 Index | -38.06 | % | -13.05 | % | -4.76 | % | -2.02 | %** | ||||||||||||||
-1.81 | %*** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.19 | % | ||
C Shares | 1.94 | % | ||
I Shares | 0.94 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
** | The performance return for the S&P 500 Index is for the period from 9/30/03 to 3/31/09 | |
*** | The performance return and the hypothetical $10,000 investment for the S&P 500 Index is for the period from 7/31/03 to 3/31/09. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618425.gif)
2 | Portfolio Composition is subject to change |
18
1 | Portfolio composition subject to change. |
19
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618426.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Large Cap Value Equity Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | -33.83 | % | -11.05 | % | -2.66 | % | 0.01 | % | |||||||||
with sales charge* | -37.63 | % | -12.78 | % | -3.81 | % | -0.57 | % | ||||||||||
C Shares | without CDSC | -34.28 | % | -11.64 | % | -3.31 | % | -0.69 | % | |||||||||
with CDSC* | -34.93 | % | -11.64 | % | -3.31 | % | -0.69 | % | ||||||||||
I Shares | -33.65 | % | -10.76 | % | -2.35 | % | 0.37 | % | ||||||||||
Russell 1000® Value Index | -42.42 | % | -15.40 | % | -4.94 | % | -0.62 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.13 | % | ||
C Shares | 1.83 | % | ||
I Shares | 0.83 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618427.gif)
2 | Portfolio Composition is subject to change |
20
1 | Portfolio composition subject to change. |
21
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618428.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Mid-Cap Core Equity Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | -40.41 | % | -16.32 | % | -4.49 | % | -1.31 | % | |||||||||
with sales charge* | -43.82 | % | -17.96 | % | -5.61 | % | -1.89 | % | ||||||||||
C Shares | without CDSC | -40.84 | % | -16.91 | % | -5.13 | % | -1.95 | % | |||||||||
with CDSC* | -41.39 | % | -16.91 | % | -5.13 | % | -1.95 | % | ||||||||||
I Shares | -40.27 | % | -16.09 | % | -4.19 | % | -0.93 | % | ||||||||||
Russell Midcap® Index | -40.81 | % | -15.53 | % | -3.53 | % | 2.27 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.37 | % | ||
C Shares | 2.07 | % | ||
I Shares | 1.07 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618429.gif)
2 | Portfolio Composition is subject to change |
22
1 | Portfolio composition subject to change. |
23
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618430.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Since | ||||||||||||||||||||||
Mid-Cap Value Equity Fund | Inception Date | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 10/27/03 | -31.64 | % | -10.36 | % | -0.71 | % | 2.26 | % | ||||||||||||
with sales charge* | -35.56 | % | -12.11 | % | -1.88 | % | 1.15 | % | ||||||||||||||
C Shares | without CDSC | 11/30/01 | -32.09 | % | -11.00 | % | -1.28 | % | 0.65 | % | ||||||||||||
with CDSC* | -32.76 | % | -11.00 | % | -1.28 | % | 0.65 | % | ||||||||||||||
I Shares | 11/30/01 | -31.46 | % | -10.10 | % | -0.37 | % | 1.49 | % | |||||||||||||
Russell Midcap® Value Index | -42.51 | % | -16.68 | % | -3.81 | % | -0.87 | %** | ||||||||||||||
1.64 | %*** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.36 | % | ||
C Shares | 2.06 | % | ||
I Shares | 1.06 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
** | The performance return for the Russell Midcap® Value Index is for the period from 10/27/03 to 3/31/09. | |
*** | The performance return and the hypothetical $10,000 investment for the Russell Midcap® Value Index is for the period from 11/30/01 to 3/31/09. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618431.gif)
2 | Portfolio Composition is subject to change |
24
• Kevin Means, CFA
1 | Portfolio composition subject to change. | |
2 | Alpha measures a fund’s risk-adjusted performance and represents the difference between a fund’s actual performance and its expected performance given its level of risk as measured by beta. Beta is a means of measuring the volatility of a security or portfolio of securities in comparison with the market as a whole. A beta of 1 indicates that the security will move with the market; greater than 1 indicates that it is more volatile than the market, and less than 1 indicates that it is less volatile than the market. |
25
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618432.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||
Since | ||||||||||||||
Real Estate 130/30 Fund* | Inception Date | 1 Year | Inception | |||||||||||
C Shares* | without CDSC | 12/26/07 | -57.07 | % | -47.41 | % | ||||||||
with CDSC** | -57.48 | % | -47.41 | % | ||||||||||
I Shares* | 12/26/07 | -56.69 | % | -47.03 | % | |||||||||
FTSE NAREIT Equity REIT Index† | -58.16 | % | -49.56 | %† |
Prospectus Expense Ratio1 | Gross | |||
C Shares | 3.80 | % | ||
I Shares | 2.80 | % |
* | The Real Estate 130/30 Fund (I Shares) began operations on 12/26/07. C Shares began on 5/6/08 and the performance shown prior to such date is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect C Share expenses. If it had been, performance would have been lower. A Shares are available for investment, although no assets were in this share class as of 3/31/09. | |
** | Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The performance return and the hypothetical $10,000 investment for the FTSE NAREIT Equity REIT Index is for the period from 12/26/07 to 3/31/09. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618433.gif)
2 | Portfolio Composition is subject to change |
26
• Joe Ransom, CFA
• Michael A. Sansoterra
1 | Portfolio composition subject to change. | |
2 | The Gross Domestic Product (“GDP”) measures the market value of the goods and services produced by labor and property in the United States. Alpha measures a fund’s risk-adjusted performance and represents the difference between a fund’s actual performance and its expected performance given its level of risk as measured by beta. |
27
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618434.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Select Large Cap Growth Stock Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares† | without sales charge | -30.28 | % | -8.66 | % | -3.49 | % | -4.09 | % | |||||||||
with sales charge* | -34.28 | % | -10.45 | % | -4.62 | % | -4.66 | % | ||||||||||
C Shares | without CDSC | -30.75 | % | -9.30 | % | -4.15 | % | -4.91 | % | |||||||||
with CDSC* | -31.45 | % | -9.30 | % | -4.15 | % | -4.91 | % | ||||||||||
I Shares | -30.06 | % | -8.38 | % | -3.17 | % | -3.92 | % | ||||||||||
Russell 1000® Growth Index | -34.28 | % | -11.28 | % | -4.38 | % | -5.26 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.25 | % | ||
C Shares | 1.95 | % | ||
I Shares | 0.95 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
† | The A Shares were offered beginning on October 14, 2003. The performance shown prior to such date is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect A Share expenses. If it had been, performance would have been lower. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618435.gif)
2 | Portfolio Composition is subject to change |
28
1 | Beta is a means of measuring the volatility of a security or portfolio of securities in comparison with the market as a whole. A beta of 1 indicates that the security will move with the market; greater than 1 indicates that it is more volatile than the market, and less than 1 indicates that it is less volatile than the market. | |
2 | Portfolio composition subject to change. | |
3 | Alpha measures a fund’s risk-adjusted performance and represents the difference between a fund’s actual performance and its expected performance given its level of risk as measured by beta. |
29
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618436.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Small Cap Growth Stock Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares† | without sales charge | -37.27 | % | -18.85 | % | -6.57 | % | 2.55 | % | |||||||||
with sales charge* | -40.89 | % | -20.43 | % | -7.67 | % | 1.94 | % | ||||||||||
C Shares | without CDSC | -37.61 | % | -19.37 | % | -7.17 | % | 1.85 | % | |||||||||
with CDSC* | -38.23 | % | -19.37 | % | -7.17 | % | 1.85 | % | ||||||||||
I Shares | -37.03 | % | -18.59 | % | -6.25 | % | 2.88 | % | ||||||||||
Russell 2000® Growth Index | -36.36 | % | -16.20 | % | -5.37 | % | -1.60 | % |
�� | ||||
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.50 | % | ||
C Shares | 2.20 | % | ||
I Shares | 1.20 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The A Shares were offered beginning on December 10, 1999. The performance shown prior to then is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect A Share expenses. If it had been, performance would have been lower. | |
1 | Additional information pertaining to the March 31,2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618437.gif)
2 | Portfolio Composition is subject to change |
30
1 | Portfolio composition subject to change. |
31
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618438.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Small Cap Value Equity Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares† | without sales charge | -29.83 | % | -12.68 | % | 0.16 | % | 8.65 | % | |||||||||
with sales charge* | -33.84 | % | -14.39 | % | -1.01 | % | 8.00 | % | ||||||||||
C Shares | without CDSC | -30.14 | % | -12.81 | % | 0.06 | % | 8.06 | % | |||||||||
with CDSC* | -30.82 | % | -12.81 | % | 0.06 | % | 8.06 | % | ||||||||||
I Shares | -29.61 | % | -12.45 | % | 0.43 | % | 8.84 | % | ||||||||||
Russell 2000® Value Index | -38.89 | % | -17.54 | % | -5.30 | % | 4.87 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.50 | % | ||
C Shares | 2.20 | % | ||
I Shares | 1.20 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
† | The A Shares were offered beginning October 9, 2003. The performance shown prior to such date is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect A Share expenses. If it had been, performance would have been lower. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618439.gif)
2 | Portfolio Composition is subject to change |
32
1 | Portfolio composition subject to change. | |
2 | Beta is a means of measuring the volatility of a security or portfolio of securities in comparison with the market as a whole. A beta of 1 indicates that the security will move with the market; greater than 1 indicates that it is more volatile than the market, and less than 1 indicates that it is less volatile than the market. |
33
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618440.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||
Since | ||||||||||||
U.S. Equity 130/30 Fund* | Inception Date | 1 Year | Inception | |||||||||
I Shares | 12/26/07 | -34.69 | % | -35.72 | % | |||||||
S&P 500 Index | -38.06 | % | -37.08 | %** |
Prospectus Expense Ratio1 | Gross | |||
I Shares | 1.71 | % |
* | A Shares and C Shares are available for investment, although no assets were in these share classes as of 3/31/09. | |
** | The performance return and the hypothetical $10,000 investment for the S&P 500 Index is for the period from 12/26/07 to 3/31/09. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618441.gif)
2 | Portfolio Composition is subject to change |
34
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618442.gif)
1 | Portfolio Composition is subject to change |
35
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618443.gif)
Life Vision | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||
Aggressive Growth Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares† | without sales charge | -35.50 | % | -12.47 | % | -3.91 | % | -0.52 | % | |||||||||
with sales charge* | -39.20 | % | -14.18 | % | -5.04 | % | -1.11 | % | ||||||||||
B Shares† | without CDSC | -35.88 | % | -12.92 | % | -4.37 | % | -0.83 | % | |||||||||
with CDSC* | -38.31 | % | -13.63 | % | -4.60 | % | -0.83 | % | ||||||||||
C Shares† | without CDSC | -36.04 | % | -13.12 | % | -4.42 | % | -0.77 | % | |||||||||
with CDSC* | -36.52 | % | -13.12 | % | -4.42 | % | -0.77 | % | ||||||||||
I Shares | -35.39 | % | -12.25 | % | -3.65 | % | -0.37 | % | ||||||||||
Russell 3000® Index | -38.20 | % | -13.55 | % | -4.59 | % | -2.25 | % | ||||||||||
MSCI EAFE Index | -46.51 | % | -14.47 | % | -2.18 | % | -0.84 | % | ||||||||||
Hybrid 85/15 Blend Index (85% of the Russell 3000® Index and 15% of the MSCI EAFE Index) | -39.48 | % | -13.65 | % | -4.20 | % | -2.00 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.37 | % | ||
B Shares | 1.82 | % | ||
C Shares | 2.07 | % | ||
I Shares | 1.07 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75%, Class B Share performance reflects the maximum applicable CDSC (contingent deferred sales charge) and Class C Share performance reflects the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The A Shares, B Shares and C Shares were offered beginning on October 16, 2003, March 11, 2003, and April 1, 2005, respectively. The performance shown prior to such dates is based on performance of the I Shares of the Fund, and has not been adjusted to reflect A Share, B Share or C Share expenses. If it had been, performance would have been lower. | |
Class B Shares are closed to new investors. | ||
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
36
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618444.gif)
1 | Portfolio Composition is subject to change |
37
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618445.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Life Vision | Since | |||||||||||||||||||||
Conservative Fund | Inception Date† | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares† | without sales charge | 03/11/03 | -6.42 | % | 0.84 | % | 1.94 | % | 3.61 | % | ||||||||||||
with sales charge* | -10.83 | % | -0.78 | % | 0.96 | % | 2.78 | % | ||||||||||||||
B Shares | without CDSC | 03/11/03 | -6.77 | % | 0.38 | % | 1.51 | % | 3.21 | % | ||||||||||||
with CDSC* | -11.18 | % | -0.79 | % | 1.17 | % | 3.21 | % | ||||||||||||||
C Shares† | without CDSC | 03/11/03 | -7.08 | % | 0.14 | % | 1.49 | % | 3.25 | % | ||||||||||||
with CDSC* | -7.96 | % | 0.14 | % | 1.49 | % | 3.25 | % | ||||||||||||||
I Shares† | 03/11/03 | -6.06 | % | 1.14 | % | 2.26 | % | 3.89 | % | |||||||||||||
Barclays Capital U.S. Aggregate Bond Index | 3.13 | % | 5.78 | % | 4.13 | % | 4.27 | %1 | ||||||||||||||
Russell 3000® Index | -38.20 | % | -13.55 | % | -4.59 | % | 1.64 | %1 | ||||||||||||||
MSCI EAFE Index | -46.51 | % | -14.47 | % | -2.18 | % | 5.48 | %1 | ||||||||||||||
Hybrid 80/17/3 Blend Index (80% of the Barclays Capital U.S. Aggregate Bond Index, 17% of the Russell 3000® Index and 3% of the MSCI EAFE Index) | -6.68 | % | 1.85 | % | 2.61 | % | 4.05 | %1 |
Prospectus Expense Ratio2 | Gross | |||
A Shares | 1.07 | % | ||
B Shares | 1.52 | % | ||
C Shares | 1.77 | % | ||
I Shares | 0.77 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75%, Class B Share performance reflects the maximum applicable CDSC (contingent deferred sales charge) and Class C Share performance reflects the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The A Shares, C Shares and I Shares were offered beginning on November 11, 2003, April 1, 2005, and November 6, 2003, respectively. The performance shown prior to such dates is based on performance of the B Shares of the Fund, and has not been adjusted to reflect A Share, C Share or I Share expenses. If it had been, performance for C Shares would have been lower. | |
Class B Shares are closed to new investors. | ||
1 | The performance returns and the hypothetical $10,000 investments for the Barclays Capital U.S. Aggregate Bond Index, Russell 3000® Index, MSCI EAFE Index and Hybrid 80/17/3 Blend Indices are for the period from 2/28/03 to 3/31/09. | |
2 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
38
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618446.gif)
1 | Portfolio Composition is subject to change |
39
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618447.gif)
Life Vision | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||||
Growth and Income Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||||
A Shares† | without sales charge | -25.21 | % | -7.52 | % | -1.55 | % | 1.54 | % | |||||||||||
with sales charge* | -29.52 | % | -9.34 | % | -2.72 | % | 0.95 | % | ||||||||||||
B Shares† | without CDSC | -25.56 | % | -7.93 | % | -1.99 | % | 1.26 | % | |||||||||||
with CDSC* | -28.66 | % | -8.83 | % | -2.27 | % | 1.26 | % | ||||||||||||
C Shares† | without CDSC | -25.88 | % | -8.24 | % | -2.14 | % | 1.24 | % | |||||||||||
with CDSC* | -26.49 | % | -8.24 | % | -2.14 | % | 1.24 | % | ||||||||||||
I Shares | -25.01 | % | -7.26 | % | -1.23 | % | 1.71 | % | ||||||||||||
Barclays Capital U.S. Aggregate Bond Index | 3.13 | % | 5.78 | % | 4.13 | % | 5.70 | % | ||||||||||||
Russell 3000® Index | -38.20 | % | -13.55 | % | -4.59 | % | -2.25 | % | ||||||||||||
MSCI EAFE Index | -46.51 | % | -14.47 | % | -2.18 | % | -0.84 | % | ||||||||||||
Hybrid 55/35/10 Blend Index (55% of the Russell 3000® Index, 35% of the Barclays Capital U.S. Aggregate Bond Index and 10% of the MSCI EAFE Index) | -26.38 | % | -6.92 | % | -1.07 | % | 0.97 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.21 | % | ||
B Shares | 1.66 | % | ||
C Shares | 1.91 | % | ||
I Shares | 0.91 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75%, Class B Share performance reflects the maximum applicable CDSC (contingent deferred sales charge) and Class C Share performance reflects the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The A Shares, B Shares and C Shares were offered beginning on November 5, 2003, March 11, 2003, and April 5, 2005, respectively. The performance shown prior to such dates is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect A Share, B Share or C Share expenses. If it had been, performance would have been lower. | |
Class B Shares are closed to new investors. | ||
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
40
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618448.gif)
1 | Portfolio Composition is subject to change |
41
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618449.gif)
Life Vision | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||
Moderate Growth Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares† | without sales charge | -17.72 | % | -3.94 | % | 0.03 | % | 2.26 | % | |||||||||
with sales charge* | -22.43 | % | -5.81 | % | -1.15 | % | 1 .65 | % | ||||||||||
B Shares† | without CDSC | -18.14 | % | -4.36 | % | -0.43 | % | 1 .95 | % | |||||||||
with CDSC* | -21.87 | % | -5.41 | % | -0.73 | % | 1 .95 | % | ||||||||||
C Shares† | without CDSC | -18.34 | % | -4.61 | % | -0.54 | % | 1.98 | % | |||||||||
with CDSC* | -19.09 | % | -4.61 | % | -0.54 | % | 1.98 | % | ||||||||||
I Shares | -17.47 | % | -3.66 | % | 0.31 | % | 2.42 | % | ||||||||||
Barclays Capital U.S. Bond Aggregate Index | 3.13 | % | 5.78 | % | 4.13 | % | 5.70 | % | ||||||||||
Russell 3000® Index | -38.20 | % | -13.55 | % | -4.59 | % | -2.25 | % | ||||||||||
MSCI EAFE Index | -46.51 | % | -14.47 | % | -2.18 | % | -0.84 | % | ||||||||||
Hybrid 50/42/8 Blend Index (50% Barclays Capital U.S. Aggregate Bond Index, 42% of the Russell 3000® Index and 8% of the MSCI EAFE Index) | -20.21 | % | -4.01 | % | 0.20 | % | 2.15 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.09 | % | ||
B Shares | 1.54 | % | ||
C Shares | 1.79 | % | ||
I Shares | 0.79 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 5.75%, Class B Share performance reflects the maximum applicable CDSC (contingent deferred sales charge) and Class C Share performance reflects the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The A Shares, B Shares and C Shares were offered beginning on October 10, 2003, March 11, 2003 and April 5, 2005, respectively. The performance shown prior to such dates is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect A Share, B Share or C Share expenses. If it had been, performance would have been lower. | |
Class B Shares are closed to new investors. | ||
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
42
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (99.7%) | ||||||||
Consumer Discretionary (17.0%) | ||||||||
Amazon.com, Inc.*(a) | 67,200 | 4,935 | ||||||
Best Buy Co., Inc.(a) | 51,800 | 1,966 | ||||||
Blue Nile, Inc.* | 139,100 | 4,194 | ||||||
Coach, Inc.*(a) | 182,200 | 3,043 | ||||||
D.R. Horton, Inc. | 51,000 | 495 | ||||||
Huron Consulting Group, Inc.* | 56,300 | 2,389 | ||||||
Nordstrom, Inc. | 156,200 | 2,616 | ||||||
Urban Outfitters, Inc.*(a) | 96,000 | 1,572 | ||||||
VistaPrint Ltd.* | 179,300 | 4,929 | ||||||
26,139 | ||||||||
Consumer Staples (1.2%) | ||||||||
Costco Wholesale Corp. | 41,500 | 1,922 | ||||||
Financials (11.3%) | ||||||||
Alliance Data Systems Corp.* | 130,900 | 4,837 | ||||||
BlackRock, Inc.(a) | 57,900 | 7,529 | ||||||
Greenhill & Co., Inc. | 23,600 | 1,743 | ||||||
MSCI, Inc., Cl A*(a) | 68,500 | 1,158 | ||||||
Portfolio Recovery Associates, Inc.* | 79,600 | 2,137 | ||||||
17,404 | ||||||||
Health Care (21.3%) | ||||||||
Alcon, Inc. | 21,900 | 1,991 | ||||||
Celgene Corp.*(a) | 87,600 | 3,890 | ||||||
Covance, Inc.*(a) | 82,300 | 2,932 | ||||||
Gilead Sciences, Inc.*(a) | 192,900 | 8,935 | ||||||
Hologic, Inc.*(a) | 196,100 | 2,567 | ||||||
IDEXX Laboratories, Inc.*(a) | 64,500 | 2,231 | ||||||
Intuitive Surgical, Inc.*(a) | 19,800 | 1,888 | ||||||
Medco Health Solutions, Inc.* | 99,500 | 4,113 | ||||||
Psychiatric Solutions, Inc.* | 270,900 | 4,261 | ||||||
32,808 | ||||||||
Industrials (5.9%) | ||||||||
First Solar, Inc.* | 59,600 | 7,909 | ||||||
Itron, Inc.*(a) | 23,200 | 1,099 | ||||||
9,008 | ||||||||
Information Technology (36.3%) | ||||||||
Apple, Inc.*(a) | 88,500 | 9,303 | ||||||
Baidu, Inc. ADR*(a) | 8,000 | 1,413 | ||||||
Cisco Systems, Inc.* | 189,800 | 3,183 | ||||||
Cognizant Technology Solutions Corp., Cl A* | 314,300 | 6,534 | ||||||
Energy Conversion Devices, Inc.* | 85,200 | 1,131 | ||||||
F5 Networks, Inc.* | 215,300 | 4,511 | ||||||
Google, Inc., Cl A*(a) | 26,700 | 9,293 | ||||||
MEMC Electronic Materials, Inc.*(a) | 156,600 | 2,582 | ||||||
Paychex, Inc. | 141,400 | 3,630 | ||||||
QUALCOMM, Inc. | 257,500 | 10,018 | ||||||
SunPower Corp., Cl A* | 175,700 | 4,178 | ||||||
55,776 | ||||||||
Telecommunication Services (6.7%) | ||||||||
American Tower Corp., Cl A*(a) | 144,000 | 4,382 | ||||||
NII Holdings, Inc.*(a) | 195,000 | 2,925 | ||||||
tw telecom, Inc.*(a) | 335,800 | 2,938 | ||||||
10,245 | ||||||||
Total Common Stocks | 153,302 | |||||||
Short-Term Investment (31.9%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 49,001 | 49,001 | ||||||
Total Short-Term Investment | 49,001 | |||||||
Total Investments (Cost $230,930)(d) — 131.6% | 202,303 | |||||||
Liabilities in excess of other assets — (31.6)% | (48,583 | ) | ||||||
Net Assets — 100.0% | $ | 153,720 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $47,893. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
43
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (98.6%) | ||||||||
Consumer Discretionary (22.7%) | ||||||||
Blue Nile, Inc.* | 80,000 | 2,412 | ||||||
Coach, Inc.*(a) | 69,900 | 1,167 | ||||||
hhgregg, Inc.* | 19,900 | 282 | ||||||
Huron Consulting Group, Inc.* | 20,000 | 849 | ||||||
J. Crew Group, Inc.*(a) | 37,700 | 497 | ||||||
J.C. Penney Co., Inc. | 59,200 | 1,188 | ||||||
KB Home | 99,300 | 1,309 | ||||||
Lululemon Athletica, Inc.*(a) | 166,400 | 1,441 | ||||||
MercadoLibre, Inc.*(a) | 40,400 | 749 | ||||||
Priceline.com, Inc.*(a) | 7,300 | 575 | ||||||
Quanta Services, Inc.* | 42,100 | 903 | ||||||
Strayer Education, Inc.(a) | 6,900 | 1,241 | ||||||
VistaPrint Ltd.* | 88,000 | 2,419 | ||||||
15,032 | ||||||||
Energy (0.6%) | ||||||||
Ormat Technologies, Inc.(a) | 15,700 | 431 | ||||||
Financials (17.4%) | ||||||||
Alliance Data Systems Corp.* | 68,400 | 2,527 | ||||||
BlackRock, Inc.(a) | 22,400 | 2,913 | ||||||
eHealth, Inc.* | 38,637 | 619 | ||||||
Euronet Worldwide, Inc.*(a) | 52,600 | 687 | ||||||
Greenhill & Co., Inc. | 14,500 | 1,071 | ||||||
IntercontinentalExchange, Inc.* | 13,900 | 1,035 | ||||||
Portfolio Recovery Associates, Inc.* | 55,300 | 1,484 | ||||||
Stifel Financial Corp.*(a) | 27,300 | 1,182 | ||||||
11,518 | ||||||||
Health Care (14.4%) | ||||||||
Amylin Pharmaceuticals, Inc.*(a) | 24,800 | 291 | ||||||
Covance, Inc.* | 36,000 | 1,283 | ||||||
HMS Holdings Corp.* | 44,500 | 1,464 | ||||||
Hologic, Inc.* | 86,400 | 1,131 | ||||||
IDEXX Laboratories, Inc.*(a) | 29,600 | 1,024 | ||||||
Illumina, Inc.*(a) | 25,700 | 957 | ||||||
Intuitive Surgical, Inc.*(a) | 11,000 | 1,049 | ||||||
Psychiatric Solutions, Inc.* | 109,600 | 1,724 | ||||||
United Therapeutics Corp.*(a) | 9,700 | 641 | ||||||
9,564 | ||||||||
Industrials (8.8%) | ||||||||
American Superconductor Corp.* | 57,700 | 999 | ||||||
First Solar, Inc.* | 25,400 | 3,370 | ||||||
Itron, Inc.*(a) | 30,500 | 1,444 | ||||||
5,813 | ||||||||
Information Technology (29.0%) | ||||||||
Baidu, Inc. ADR*(a) | 7,200 | 1,272 | ||||||
Cognizant Technology Solutions Corp., Cl A* | 111,500 | 2,318 | ||||||
Data Domain, Inc.* | 81,300 | 1,022 | ||||||
Energy Conversion Devices, Inc.* | 71,900 | 954 | ||||||
F5 Networks, Inc.* | 150,700 | 3,158 | ||||||
IHS, Inc., Cl A*(a) | 39,000 | 1,606 | ||||||
MEMC Electronic Materials, Inc.*(a) | 118,600 | 1,956 | ||||||
Omniture, Inc.*(a) | 130,200 | 1,717 | ||||||
Paychex, Inc. | 59,800 | 1,535 | ||||||
Starent Networks Corp.*(a) | 92,000 | 1,454 | ||||||
SunPower Corp., Cl A* | 92,300 | 2,195 | ||||||
19,187 | ||||||||
Telecommunication Services (5.7%) | ||||||||
NII Holdings, Inc.* | 61,800 | 927 | ||||||
SBA Communications Corp., Cl A*(a) | 69,800 | 1,626 | ||||||
tw telecom, Inc.* | 138,900 | 1,216 | ||||||
3,769 | ||||||||
Total Common Stocks | 65,314 | |||||||
Short-Term Investment (32.0%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 21,167 | 21,167 | ||||||
Total Short-Term Investment | 21,167 | |||||||
44
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Money Market Fund (1.5%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 961,510 | 962 | ||||||
Total Money Market Fund | 962 | |||||||
Total Investments (Cost $110,891)(d) — 132.1% | 87,443 | |||||||
Liabilities in excess of other assets — (32.1)% | (21,247 | ) | ||||||
Net Assets — 100.0% | $ | 66,196 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $20,666. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
45
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Long Positions (129.4%) | ||||||||
Common Stocks (1.2%) | ||||||||
AbitibiBowater, Inc.* | 133,300 | 73 | ||||||
Companhia Energetica de Minas Gerais SA SP ADR | 45,700 | 675 | ||||||
Innospec, Inc. | 26,021 | 98 | ||||||
Total Common Stocks | 846 | |||||||
Foreign Common Stocks (126.5%) | ||||||||
Australia (5.4%) | ||||||||
Amcor Ltd. | 164,588 | 509 | ||||||
AWB Ltd. Cl B | 220,300 | 188 | ||||||
BlueScope Steel Ltd. | 94,858 | 169 | ||||||
Centennial Coal Co. Ltd. | 52,105 | 73 | ||||||
CSL Ltd. | 28,999 | 655 | ||||||
Insurance Australia Group Ltd. | 178,385 | 434 | ||||||
Lion Nathan Ltd. | 83,902 | 471 | ||||||
OneSteel Ltd. | 445,436 | 697 | ||||||
Straits Resources Ltd. | 22,400 | 20 | ||||||
Tatts Group Ltd. | 279,670 | 539 | ||||||
3,755 | ||||||||
Austria (2.6%) | ||||||||
Telekom Austria AG | 33,800 | 512 | ||||||
voestalpine AG | 39,400 | 516 | ||||||
Wienerberger AG | 96,900 | 763 | ||||||
1,791 | ||||||||
Belgium (1.6%) | ||||||||
Solvay SA | 8,000 | 561 | ||||||
Umicore | 28,500 | 526 | ||||||
1,087 | ||||||||
Bermuda (2.0%) | ||||||||
Allied World Assurance Co. Holdings Ltd. | 12,100 | 460 | ||||||
Arch Capital Group Ltd.* | 11,300 | 609 | ||||||
IPC Holdings Ltd. | 12,400 | 335 | ||||||
1,404 | ||||||||
British Virgin Islands (0.5%) | ||||||||
Nam Tai Electronics, Inc. | 95,200 | 354 | ||||||
Brazil (3.8%) | ||||||||
Braskem SA SP ADR* | 82,800 | 340 | ||||||
CNOOC Ltd. ADR | 6,900 | 694 | ||||||
Methanex Corp. | 91,500 | 714 | ||||||
Ultrapar Participacoes SA SP ADR | 8,000 | 189 | ||||||
Tim Participacoes S.A. ADR | 41,700 | 518 | ||||||
Votorantim Celulose e Papel SA SP ADR* | 49,800 | 218 | ||||||
2,673 | ||||||||
Canada (6.6%) | ||||||||
BCE, Inc. | 35,100 | 699 | ||||||
Bombardier, Inc. Cl B | 211,000 | 492 | ||||||
Brookfield Properties Corp. | 61,200 | 354 | ||||||
Fairfax Financial Holdings Ltd. | 2,100 | 547 | ||||||
Harvest Energy Trust | 135,700 | 489 | ||||||
Loblaw Cos. Ltd. | 17,100 | 426 | ||||||
Lundin Mining Corp. | 85,900 | 136 | ||||||
Magna International, Inc. | 20,700 | 551 | ||||||
Teck Cominco Ltd., Cl B | 80,400 | 446 | ||||||
Transcanada Corp. | 17,800 | 421 | ||||||
4,561 | ||||||||
Cayman Islands (0.5%) | ||||||||
Mindray Medical International Ltd. ADR | 19,700 | 365 | ||||||
China (0.5%) | ||||||||
China Life Insurance Co. Ltd. ADR | 7,100 | 350 | ||||||
Denmark (2.2%) | ||||||||
A.P. Moller-Maersk A/S | 160 | 702 | ||||||
D/S Norden A/S | 15,100 | 422 | ||||||
H. Lundbeck A/S | 23,700 | 404 | ||||||
1,528 | ||||||||
Finland (1.5%) | ||||||||
Sampo PLC, Cl A | 36,960 | 546 | ||||||
Stora Enso Oyj* | 56,700 | 201 | ||||||
UPM-Kymmene Oyj | 54,000 | 312 | ||||||
1,059 | ||||||||
France (11.0%) | ||||||||
Atos Origin SA | 12,500 | 321 | ||||||
Capgemini SA | 14,500 | 466 | ||||||
Christian Dior SA | 8,000 | 439 | ||||||
Compagnie de Saint-Gobain | 15,900 | 446 | ||||||
Compagnie Generale des Etablissements Michelin, Cl B | 8,900 | 330 | ||||||
Derichebourg SA | 75,791 | 166 | ||||||
Electricite de France | 24,900 | 977 | ||||||
Etablissements Maurel et Prom | 54,400 | 736 | ||||||
European Aeronautic Defence & Space Co. | 68,500 | 797 | ||||||
Klepierre | 30,500 | 537 |
46
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
France—continued | ||||||||
Lagardere SCA | 23,869 | 670 | ||||||
Pinault-Printemps-Redoute SA | 7,800 | 500 | ||||||
Societe BIC | 13,400 | 659 | ||||||
Veolia Environnement | 29,900 | 624 | ||||||
7,668 | ||||||||
Germany (13.0%) | ||||||||
Allianz SE | 351 | 30 | ||||||
BASF SE | 18,000 | 549 | ||||||
Bayer AG | 12,900 | 627 | ||||||
Bilfinger Berger AG | 14,444 | 550 | ||||||
Deutsche Bank AG | 11,600 | 472 | ||||||
Deutsche Lufthansa AG | 55,590 | 606 | ||||||
Fraport AG | 15,000 | 481 | ||||||
Fresenius SE | 17,300 | 659 | ||||||
Hannover Rueckversicherung AG | 1,267 | 40 | ||||||
Heidelberger Druckmaschinen AG | 63,200 | 311 | ||||||
Infineon Technologies AG* | 3,423 | 4 | ||||||
K+S AG | 4,850 | 227 | ||||||
Leoni AG | 39,700 | 361 | ||||||
MAN AG | 17,615 | 767 | ||||||
MLP AG | 51,700 | 536 | ||||||
MPC Muenchmeyer Peterson Capital AG | 7,800 | 50 | ||||||
MTU Aero Engines Holding AG | 27,900 | 649 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 6,900 | 843 | ||||||
Rhoen-Klinikum AG | 17,800 | 339 | ||||||
ThyssenKrupp AG | 25,200 | 445 | ||||||
TUI AG | 87,000 | 468 | ||||||
9,014 | ||||||||
Greece (1.8%) | ||||||||
Alpha Bank A.E. | 78,600 | 520 | ||||||
OPAP SA | 27,400 | 721 | ||||||
1,241 | ||||||||
Hong Kong (2.9%) | ||||||||
China Mobile Ltd. SP ADR | 14,200 | 618 | ||||||
Guangdong Investment Ltd. | 788,000 | 317 | ||||||
Hong Kong Electric Holdings Ltd. | 125,500 | 745 | ||||||
Ping An Insurance (Group) Co. of China Ltd. | 62,000 | 370 | ||||||
2,050 | ||||||||
Ireland (2.5%) | ||||||||
ICON PLC SP ADR* | 45,500 | 735 | ||||||
Kerry Group PLC | 36,900 | 747 | ||||||
Ryanair Holdings PLC SP ADR* | 11,800 | 273 | ||||||
1,755 | ||||||||
Israel (0.7%) | ||||||||
NICE Systems Ltd. SP ADR* | 20,300 | 505 | ||||||
Italy (6.7%) | ||||||||
Banco Popolare Scarl | 147,800 | 680 | ||||||
Eni SpA SP ADR | 23,100 | 885 | ||||||
EXOR SpA* | 25,670 | 259 | ||||||
Finmeccanica SpA | 38,900 | 484 | ||||||
Fondiaria-Sai SpA | 29,000 | 339 | ||||||
Intesa Sanpaolo SpA | 184,900 | 509 | ||||||
Mediaset SpA | 148,000 | 660 | ||||||
Pirelli & C. Real Estate SpA | 8,733 | 37 | ||||||
Recordati SpA | 67,200 | 366 | ||||||
Terna SpA | 144,800 | 451 | ||||||
4,670 | ||||||||
Japan (22.6%) | ||||||||
ACOM Co. Ltd. | 1,450 | 41 | ||||||
Alfresa Holdings Corp. | 11,500 | 416 | ||||||
Capcom Co. Ltd. | 19,800 | 349 | ||||||
Circle K Sunkus Co. Ltd. | 20,200 | 286 | ||||||
Daiei, Inc. (The)* | 222,050 | 678 | ||||||
Fast Retailing Co. Ltd. | 1,200 | 136 | ||||||
Hitachi Ltd. | 194,000 | 521 | ||||||
Hokuriku Electric Power Co. | 37,100 | 888 | ||||||
Hosiden Corp. | 27,000 | 264 | ||||||
Ines Corp. | 3,500 | 19 | ||||||
IT Holdings Corp. | 43,300 | 496 | ||||||
Itochu Techno-Solutions Corp. | 65,000 | 314 | ||||||
Itoham Foods, Inc. | 28,958 | 83 | ||||||
JFE Shoji Holdings, Inc. | 129,000 | 339 | ||||||
Kao Corp. | 37,000 | 717 | ||||||
KDDI Corp. | 85 | 397 | ||||||
Kinden Corp. | 63,000 | 509 | ||||||
Kissei Pharmaceutical Co. Ltd. | 12,000 | 233 | ||||||
Lawson, Inc. | 11,600 | 478 | ||||||
Marubeni Corp. | 211,000 | 650 | ||||||
Mitsui Chemicals, Inc. | 109,000 | 263 | ||||||
Mitsui Sumitomo Insurance Group Holdings, Inc. | 18,000 | 414 | ||||||
Nihon Kohden Corp. | 3,600 | 44 | ||||||
Nippon Meat Packers, Inc. | 74,000 | 766 | ||||||
Nippon Oil Corp. | 94,000 | 463 | ||||||
Nippon Paper Group, Inc. | 10,000 | 242 |
47
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Japan—continued | ||||||||
Nippon Telegraph & Telephone Corp. | 10,200 | 384 | ||||||
NIPRO Corp. | 30,000 | 465 | ||||||
NTT DoMoCo, Inc. SP ADR* | 31,800 | 434 | ||||||
Promise Co. Ltd. | 32,150 | 501 | ||||||
Rakuten, Inc. | 1,027 | 490 | ||||||
ROHM Co. Ltd. | 10,100 | 499 | ||||||
Saizeriya Co. Ltd. | 36,200 | 368 | ||||||
Shimano, Inc. | 9,500 | 285 | ||||||
Shionogi & Co. Ltd. | 3,000 | 51 | ||||||
Showa Shell Sekiyu KK | 77,100 | 698 | ||||||
Teijin Ltd. | 126,000 | 271 | ||||||
Toagosei Co. Ltd. | 24,000 | 53 | ||||||
Tokuyama Corp. | 86,000 | 543 | ||||||
Toray Industries, Inc. | 33,000 | 132 | ||||||
Toyota Tsusho Corp. | 51,300 | 490 | ||||||
15,670 | ||||||||
Luxembourg (1.8%) | ||||||||
SES | 39,000 | 745 | ||||||
Tenaris SA ADR | 24,300 | 490 | ||||||
1,235 | ||||||||
Mexico (1.7%) | ||||||||
Coca-Cola FEMSA, SAB de CV SP ADR | 19,500 | 664 | ||||||
Grupo Aeroportuario del Pacifico SA de CV ADR | 26,900 | 491 | ||||||
1,155 | ||||||||
Netherlands (3.7%) | ||||||||
Akzo Nobel NV | 17,600 | 666 | ||||||
Koninklijke Ahold NV | 76,400 | 837 | ||||||
OPG Groep NV | 26,700 | 245 | ||||||
SBM Offshore NV | 42,800 | 570 | ||||||
TPG NV | 14,500 | 248 | ||||||
2,566 | ||||||||
Norway (1.5%) | ||||||||
Norske Skogindustrier ASA | 163,500 | 618 | ||||||
PA Resources AB* | 29,800 | 54 | ||||||
Storebrand ASA | 10,737 | 34 | ||||||
Yara International ASA | 16,100 | 353 | ||||||
1,059 | ||||||||
Papua New Guinea (0.7%) | ||||||||
Oil Search Ltd. | 141,400 | 517 | ||||||
Portugal (1.3%) | ||||||||
Portugal Telecom SGPS SA | 77,600 | 601 | ||||||
PT Multimedia-Servicos de Telecomunicacoes e Multimedia, SGPS, SA | 61,390 | 327 | ||||||
928 | ||||||||
Russian Federation (1.9%) | ||||||||
Gazprom SP ADR | 31,400 | 468 | ||||||
Mechel ADR | 115,300 | 481 | ||||||
Vimpel-Communications SP ADR | 53,300 | 348 | ||||||
1,297 | ||||||||
Singapore (0.1%) | ||||||||
Keppel Land Ltd. | 38,000 | 36 | ||||||
South Africa (1.6%) | ||||||||
Barloworld Ltd. | 110,458 | 374 | ||||||
Sappi Ltd. | 209,748 | 405 | ||||||
Tiger Brands Ltd. | 23,100 | 330 | ||||||
1,109 | ||||||||
Sweden (0.7%) | ||||||||
Husqvarna AB, Cl B | 51,800 | 210 | ||||||
Ratos AB, Cl B | 20,400 | 311 | ||||||
521 | ||||||||
Switzerland (1.3%) | ||||||||
BKW FMB Energie AG | 4,419 | 319 | ||||||
Schindler Holding AG | 12,900 | 609 | ||||||
928 | ||||||||
Taiwan (0.2%) | ||||||||
Chunghwa Telecom Co. Ltd. ADR | 7,740 | 141 | ||||||
United Kingdom (21.6%) | ||||||||
Amlin PLC | 129,000 | 637 | ||||||
AstraZeneca PLC SP ADR | 18,400 | 652 | ||||||
Beazley Group PLC | 144,200 | 178 | ||||||
BP PLC SP ADR | 20,900 | 838 | ||||||
Brit Insurance Holdings PLC | 185,300 | 480 | ||||||
Britvic PLC | 222,300 | 721 | ||||||
Bunzl PLC | 60,100 | 471 | ||||||
Cable & Wireless PLC | 221,700 | 444 | ||||||
Cobham PLC | 188,800 | 465 | ||||||
Compass Group PLC | 61,400 | 281 | ||||||
Diageo PLC ADR | 19,900 | 890 | ||||||
easyJet PLC* | 59,010 | 236 | ||||||
GAME Group PLC | 104,787 | 227 | ||||||
GlaxoSmithKline PLC SP ADR | 30,700 | 954 | ||||||
Imperial Tobacco Group PLC | 17,200 | 387 |
48
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
United Kingdom—continued | ||||||||
Informa PLC | 65,327 | 246 | ||||||
International Power PLC | 228,700 | 691 | ||||||
Invensys PLC* | 206,500 | 493 | ||||||
J Sainsbury PLC | 96,500 | 433 | ||||||
Jardine Lloyd Thompson Group PLC | 53,776 | 338 | ||||||
Man Group PLC | 169,000 | 530 | ||||||
Marks & Spencer Group PLC | 86,723 | 368 | ||||||
Mondi PLC | 100,400 | 213 | ||||||
Rio Tinto PLC SP ADR | 4,100 | 550 | ||||||
Royal Dutch Shell PLC ADR | 13,900 | 616 | ||||||
Unilever PLC SP ADR | 36,700 | 695 | ||||||
United Utilities Group PLC | 68,900 | 478 | ||||||
Vedanta Resources PLC | 75,523 | 732 | ||||||
WH Smith PLC | 121,600 | 620 | ||||||
Xstrata PLC | 16,700 | 112 | ||||||
14,976 | ||||||||
Total Foreign Common Stocks | 87,968 | |||||||
Rights — Foreign (0.0%) | ||||||||
United Kingdom (0.0%) | ||||||||
Beazley Group PLC | 68,305 | — | ||||||
Total Rights — Foreign | — | |||||||
Short-Term Investment (1.7%) | ||||||||
Brown Brothers Harriman & Co., Cayman Islands Cash Sweep, 0.080%, 04/01/09(a) | 1,159,991 | 1,160 | ||||||
Total Short-Term Investment | 1,160 | |||||||
Total Investments — 129.4% | ||||||||
Total Long Positions (Cost $103,983)(b) | 89,974 | |||||||
Other assets in excess of liabilities — 0.6% | 446 | |||||||
Short Positions (see summary below) — (30.0)% | (20,885 | ) | ||||||
Net Assets — 100.0% | $ | 69,535 | ||||||
Short Positions ((30.0)%) | ||||||||
Foreign Common Stocks Sold Short ((30.0)%) | ||||||||
Austria ((0.7)%) | ||||||||
Oesterreichische Elektrizitaetswirtschafts AG, Cl A | (13,500 | ) | (513 | ) | ||||
Belgium ((1.3)%) | ||||||||
Anheuser-Busch InBev NV | (16,809 | ) | (463 | ) | ||||
UCB SA | (14,800 | ) | (437 | ) | ||||
(900 | ) | |||||||
Canada ((2.8)%) | ||||||||
Enbridge, Inc. | (20,300 | ) | (585 | ) | ||||
Groupe Aeroplan, Inc. | (22,400 | ) | (139 | ) | ||||
Rogers Communications, Inc., Cl B | (31,300 | ) | (715 | ) | ||||
Toronto-Dominion Bank | (13,822 | ) | (477 | ) | ||||
(1,916 | ) | |||||||
Denmark ((1.2)%) | ||||||||
Carlsberg A/S, Cl B | (10,700 | ) | (439 | ) | ||||
Coloplast A/S, Cl B | (6,000 | ) | (369 | ) | ||||
(808 | ) | |||||||
Finland ((0.7)%) | ||||||||
Nokia Corp. SP ADR | (41,300 | ) | (482 | ) | ||||
France ((1.0)%) | ||||||||
Compagnie Generale de Geophysique-Veritas* | (57,600 | ) | (669 | ) | ||||
Germany ((3.6)%) | ||||||||
Beiersdorf AG | (11,300 | ) | (507 | ) | ||||
Deutsche Postbank AG | (25,400 | ) | (403 | ) | ||||
E.ON AG | (17,000 | ) | (476 | ) | ||||
Metro AG | (14,200 | ) | (468 | ) | ||||
RWE AG | (9,600 | ) | (677 | ) | ||||
(2,531 | ) | |||||||
Italy ((0.4)%) | ||||||||
Fiat SpA | (40,460 | ) | (283 | ) | ||||
Japan ((6.9)%) | ||||||||
Canon, Inc. SP ADR | (16,700 | ) | (485 | ) | ||||
DENSO Corp. | (9,400 | ) | (185 | ) | ||||
Dentsu, Inc. | (18,100 | ) | (274 | ) | ||||
Inpex Corp. | (62 | ) | (428 | ) | ||||
NGK Spark Plug Co. Ltd. | (41,000 | ) | (345 | ) | ||||
Olympus Corp. | (30,000 | ) | (479 | ) | ||||
Sony Corp. SP ADR | (34,300 | ) | (707 | ) | ||||
Terumo Corp. | (15,500 | ) | (568 | ) | ||||
Tokyo Electron Ltd. | (13,000 | ) | (478 | ) | ||||
Tokyu Corp. | (26,000 | ) | (108 | ) | ||||
Trend Micro, Inc. | (18,000 | ) | (504 | ) | ||||
West Japan Railway Co. | (82 | ) | (258 | ) | ||||
Yamaha Motor Co. Ltd. | (2,700 | ) | (24 | ) | ||||
(4,843 | ) | |||||||
Jersey ((0.7)%) | ||||||||
Experian PLC | (75,400 | ) | (472 | ) | ||||
Netherlands ((0.6)%) | ||||||||
ASML Holding NV | (25,200 | ) | (447 | ) | ||||
49
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
International Equity 130/30 Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
South Africa ((0.4)%) | ||||||||
AngloGold Ashanti Ltd. | (7,400 | ) | (272 | ) | ||||
South Korea ((0.9)%) | ||||||||
Korea Electric Power Corp. SP ADR* | (69,500 | ) | (636 | ) | ||||
Spain ((2.5)%) | ||||||||
Iberdrola Renovables SA* | (116,891 | ) | (485 | ) | ||||
Iberdrola SA | (65,000 | ) | (456 | ) | ||||
Industria de Diseno Textil SA | (3,088 | ) | (120 | ) | ||||
Union Fenosa SA | (27,400 | ) | (655 | ) | ||||
(1,716 | ) | |||||||
Sweden ((2.9)%) | ||||||||
Boliden AB | (89,000 | ) | (459 | ) | ||||
Getinge AB, Cl B | (24,300 | ) | (236 | ) | ||||
Securitas AB | (117,500 | ) | (858 | ) | ||||
Skanska AB, Cl B | (53,300 | ) | (461 | ) | ||||
(2,014 | ) | |||||||
Switzerland ((2.0)%) | ||||||||
ABB Ltd. SP ADR | (53,500 | ) | (746 | ) | ||||
Roche Holding AG | (4,700 | ) | (645 | ) | ||||
(1,391 | ) | |||||||
United Kingdom ((1.4)%) | ||||||||
Cadbury PLC SP ADR | (15,300 | ) | (464 | ) | ||||
Redrow PLC* | (2,289 | ) | (5 | ) | ||||
Wellstream Holdings PLC | (43,800 | ) | (271 | ) | ||||
WPP PLC | (44,688 | ) | (252 | ) | ||||
(992 | ) | |||||||
Total Foreign Common Stocks Sold Short | (20,885 | ) | ||||||
Total Investment Securities Sold Short (Proceeds $21,180) | (20,885 | ) | ||||||
* | Non-income producing security. | |
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Represents cost for financial reporting purposes. |
ADR — | American Depositary Receipt |
Long Positions: | ||||||
Industrials | 21.4 | % | ||||
Financials | 17.8 | |||||
Materials | 16.6 | |||||
Consumer Discretionary | 14.9 | |||||
Consumer Staples | 12.7 | |||||
Energy | 11.0 | |||||
Health Care | 9.5 | |||||
Utilities | 8.9 | |||||
Telecommunication Services | 8.0 | |||||
Information Technology | 6.0 | |||||
Short-Term Investment | 1.7 | |||||
Transportation | 0.9 | |||||
Short Positions: | ||||||
Industrials | (6.2 | ) | ||||
Utilities | (5.6 | ) | ||||
Health Care | (3.8 | ) | ||||
Consumer Staples | (3.3 | ) | ||||
Information Technology | (2.7 | ) | ||||
Consumer Discretionary | (2.6 | ) | ||||
Energy | (1.9 | ) | ||||
Financials | (1.3 | ) | ||||
Materials | (1.1 | ) | ||||
Telecommunication Services | (1.0 | ) | ||||
Transportation | (0.5 | ) |
50
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Foreign Common Stocks (95.2%) | ||||||||
Australia (9.5%) | ||||||||
BHP Billiton Ltd. | 178,787 | 3,966 | ||||||
BlueScope Steel Ltd. | 797,836 | 1,425 | ||||||
Caltex Australia Ltd. | 429,842 | 2,662 | ||||||
Centennial Coal Co. Ltd.(a) | 266,431 | 372 | ||||||
Downer EDI Ltd. | 399,074 | 1,234 | ||||||
Macquarie Group Ltd.(a) | 138,686 | 2,608 | ||||||
Macquarie Infrastructure Group(a) | 1,636,845 | 1,673 | ||||||
National Australia Bank Ltd.(a) | 172,998 | 2,417 | ||||||
Qantas Airways Ltd. | 1,486,032 | 1,802 | ||||||
18,159 | ||||||||
Austria (1.3%) | ||||||||
OMV AG | 76,908 | 2,575 | ||||||
Belgium (0.5%) | ||||||||
Anheuser-Busch InBev NV | 37,684 | 1,039 | ||||||
Bermuda (0.3%) | ||||||||
Texwinca Holdings Ltd. | 1,024,000 | 527 | ||||||
Canada (0.4%) | ||||||||
Research In Motion Ltd.* | 17,840 | 768 | ||||||
Cayman Islands (0.4%) | ||||||||
Country Garden Holdings Co. | 2,570,290 | 680 | ||||||
China (1.1%) | ||||||||
Sinopec Shanghai Petrochemical Co. Ltd., Ser H | 8,140,054 | 2,006 | ||||||
Denmark (0.3%) | ||||||||
Novo Nordisk A/S, Cl B | 11,936 | 572 | ||||||
Finland (0.9%) | ||||||||
Rautaruukki Oyj(a) | 112,071 | 1,795 | ||||||
France (13.1%) | ||||||||
BNP Paribas | 69,251 | 2,863 | ||||||
Capgemini SA | 20,972 | 675 | ||||||
Compagnie Generale de Geophysique-Veritas* | 116,160 | 1,350 | ||||||
Credit Agricole SA | 107,211 | 1,184 | ||||||
France Telecom SA | 166,688 | 3,797 | ||||||
PSA Peugeot Citroen SA | 45,831 | 867 | ||||||
Publicis Groupe(a) | 78,677 | 2,019 | ||||||
Sanofi-Aventis | 60,244 | 3,392 | ||||||
Societe Generale | 46,898 | 1,838 | ||||||
Total SA | 36,406 | 1,810 | ||||||
UbiSoft Entertainment SA* | 40,443 | 739 | ||||||
Vinci SA | 42,577 | 1,581 | ||||||
Vivendi | 116,482 | 3,083 | ||||||
25,198 | ||||||||
Germany (5.2%) | ||||||||
Adidas AG | 24,214 | 806 | ||||||
Allianz SE | 33,583 | 2,837 | ||||||
MAN AG(a) | 20,475 | 892 | ||||||
SAP AG(a) | 20,724 | 740 | ||||||
Siemens AG | 42,687 | 2,452 | ||||||
ThyssenKrupp AG | 130,829 | 2,311 | ||||||
10,038 | ||||||||
Greece (0.9%) | ||||||||
Public Power Corp. SA | 99,662 | 1,801 | ||||||
Hong Kong (2.0%) | ||||||||
China Resources Land Ltd. | 414,011 | 641 | ||||||
Industrial & Commercial Bank of China Ltd. | 2,529,028 | 2,689 | ||||||
Sino-Ocean Land Holdings Ltd. | 609,500 | 401 | ||||||
3,731 | ||||||||
Italy (0.4%) | ||||||||
Intesa Sanpaolo SpA | 272,624 | 751 | ||||||
Japan (21.6%) | ||||||||
Aisin Seiki Co. Ltd. | 81,300 | 1,270 | ||||||
Daiichi Sankyo Co. Ltd. | 106,311 | 1,770 | ||||||
East Japan Railway Co. | 73,324 | 3,801 | ||||||
Electric Power Development Co. Ltd. | 94,416 | 2,786 | ||||||
Hitachi High-Technologies Corp. | 120,541 | 1,684 | ||||||
Honda Motor Co. Ltd. | 19,240 | 450 | ||||||
Itochu Techno-Solutions Corp. | 762,000 | 3,680 | ||||||
KOSE Corp.(a) | 35,507 | 656 | ||||||
Matsushita Electric Industrial Co. Ltd. | 53,427 | 577 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 322,681 | 1,552 | ||||||
Mitsui & Co. Ltd. | 81,962 | 817 | ||||||
Nintendo Co. Ltd. | 1,786 | 513 | ||||||
Nippon Telegraph & Telephone Corp. | 136,714 | 5,154 | ||||||
ORIX Corp.(a) | 64,218 | 2,057 | ||||||
SAN-A Co. Ltd. | 12,200 | 340 | ||||||
Shin-Etsu Chemical Co. Ltd. | 51,300 | 2,472 |
51
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Japan—continued | ||||||||
Sumitomo Mitsui Financial Group, Inc. | 39,995 | 1,378 | ||||||
Takata Corp.(a) | 278,256 | 2,260 | ||||||
Takeda Pharmaceutical Co. Ltd. | 24,925 | 856 | ||||||
Tokai Rubber Industries Ltd. | 260,043 | 2,021 | ||||||
Tokuyama Corp. | 288,000 | 1,819 | ||||||
Tokyo Electric Power Co., Inc. (The) | 38,625 | 960 | ||||||
Toyoda Gosei Co. Ltd. | 132,900 | 1,991 | ||||||
Yamada Denki Co. Ltd. | 14,450 | 564 | ||||||
41,428 | ||||||||
Luxembourg (1.6%) | ||||||||
ArcelorMittal(a) | 148,701 | 3,017 | ||||||
Mauritius (0.8%) | ||||||||
Golden Agri-Resources Ltd. | 8,057,920 | 1,457 | ||||||
Netherlands (2.7%) | ||||||||
ING Groep NV | 185,410 | 1,022 | ||||||
Koninklijke Ahold NV | 236,614 | 2,593 | ||||||
Royal Philips Electronics NV(a) | 101,312 | 1,491 | ||||||
5,106 | ||||||||
Singapore (3.5%) | ||||||||
SIA Engineering Co. Ltd. | 904,000 | 1,112 | ||||||
Singapore Petroleum Co. Ltd. | 1,300,000 | 2,445 | ||||||
Venture Corp. Ltd. | 964,897 | 3,198 | ||||||
6,755 | ||||||||
Spain (2.5%) | ||||||||
Telefonica SA | 243,747 | 4,863 | ||||||
Sweden (1.4%) | ||||||||
Alfa Laval AB(a) | 147,275 | 1,116 | ||||||
H&M Hennes & Mauritz AB(a) | 43,407 | 1,632 | ||||||
2,748 | ||||||||
Switzerland (10.0%) | ||||||||
ABB Ltd. | 131,995 | 1,843 | ||||||
Nestle SA | 153,358 | 5,186 | ||||||
Novartis AG | 138,273 | 5,235 | ||||||
Roche Holding AG | 30,355 | 4,167 | ||||||
Swiss Re(a) | 70,020 | 1,147 | ||||||
UBS AG* | 170,121 | 1,600 | ||||||
19,178 | ||||||||
United Kingdom (14.8%) | ||||||||
Aviva PLC | 431,190 | 1,338 | ||||||
BAE Systems PLC | 511,856 | 2,456 | ||||||
Barclays PLC | 775,736 | 1,647 | ||||||
British American Tobacco PLC | 107,729 | 2,493 | ||||||
Cadbury PLC | 91,253 | 690 | ||||||
Centrica PLC | 109,297 | 357 | ||||||
G4S PLC | 595,024 | 1,655 | ||||||
GAME Group PLC | 329,595 | 713 | ||||||
GlaxoSmithKline PLC | 36,909 | 576 | ||||||
HSBC Holdings PLC | 420,042 | 2,380 | ||||||
Royal Bank of Scotland Group PLC (The)* | 2,908,216 | 1,022 | ||||||
Royal Dutch Shell PLC ADR | 11,945 | 529 | ||||||
Royal Dutch Shell PLC, Cl A | 157,069 | 3,540 | ||||||
Royal Dutch Shell PLC, Cl B | 161,507 | 3,547 | ||||||
SABMiller PLC | 96,356 | 1,434 | ||||||
William Morrison Supermarkets PLC | 336,877 | 1,235 | ||||||
Xstrata PLC | 399,971 | 2,678 | ||||||
28,290 | ||||||||
Total Foreign Common Stocks | 182,482 | |||||||
Exchange Traded Fund (0.5%) | ||||||||
iShares MSCI Brazil Index Fund | 24,506 | 922 | ||||||
Total Exchange Traded Fund | 922 | |||||||
Rights — Foreign (0.0%) | ||||||||
Belgium (0.0%) | ||||||||
Fortis(a)(b) | 866,146 | — | ||||||
United Kingdom (0.0%) | ||||||||
Royal Bank of Scotland Group PLC (The)(b) | 1,246,378 | — | ||||||
Total Rights — Foreign | — | |||||||
Short-Term Investments (10.1%) | ||||||||
Brown Brothers Harriman & Co., Cayman Islands Cash Sweep, 0.080%, 04/01/09(c) | 1,435,272 | 1,435 |
52
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
International Equity Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Short-Term Investments—continued | ||||||||
RidgeWorth Funds Securities Lending Joint Account(d)(e) | 18,012 | 18,012 | ||||||
Total Short-Term Investments | 19,447 | |||||||
Total Investments (Cost $252,317)(f) — 105.8% | 202,851 | |||||||
Liabilities in excess of other assets — (5.8)% | (11,063 | ) | ||||||
Net Assets — 100.0% | $ | 191,788 | ||||||
* | Non-income producing security. |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $17,118. | |
(b) | Market value is zero. | |
(c) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(d) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(e) | Affiliate investment. |
(f) | Represents cost for financial reporting purposes. |
ADR | — American Depositary Receipt |
Financials | 18.2 | % | |||
Industrials | 14.0 | ||||
Materials | 11.4 | ||||
Consumer Discretionary | 10.8 | ||||
Short-Term Investments | 10.1 | ||||
Energy | 9.7 | ||||
Health Care | 8.6 | ||||
Consumer Staples | 8.4 | ||||
Telecommunication Services | 7.2 | ||||
Information Technology | 4.3 | ||||
Utilities | 3.1 |
53
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Foreign Common Stocks (90.7%) | ||||||||
Australia (4.1%) | ||||||||
AGL Energy Ltd. | 37,839 | 394 | ||||||
Alumina Ltd. | 73,085 | 65 | ||||||
Amcor Ltd. | 57,458 | 178 | ||||||
AMP Ltd. | 122,850 | 401 | ||||||
Aristocrat Leisure Ltd.(a) | 22,940 | 54 | ||||||
ASX Ltd. | 12,613 | 257 | ||||||
Australia & New Zealand Banking Group Ltd.(a) | 136,062 | 1,490 | ||||||
AXA Asia Pacific Holdings Ltd. | 55,129 | 130 | ||||||
BHP Billiton Ltd. | 225,816 | 5,009 | ||||||
BlueScope Steel Ltd. | 54,642 | 98 | ||||||
Boral Ltd.(a) | 49,835 | 125 | ||||||
Brambles Ltd. | 97,269 | 325 | ||||||
Coca-Cola Amatil Ltd. | 40,211 | 242 | ||||||
Commonwealth Bank of Australia | 96,727 | 2,335 | ||||||
Computershare Ltd. | 40,452 | 247 | ||||||
CSL Ltd. | 44,228 | 999 | ||||||
CSR Ltd. | 65,260 | 54 | ||||||
Fairfax Media Ltd.(a) | 191,191 | 135 | ||||||
Fortescue Metals Group Ltd.*(a) | 94,289 | 167 | ||||||
Foster’s Group Ltd. | 161,554 | 568 | ||||||
GPT Group | 152,022 | 46 | ||||||
Incitec Pivot Ltd. | 133,769 | 197 | ||||||
Insurance Australia Group Ltd. | 166,320 | 405 | ||||||
Leighton Holdings Ltd.(a) | 10,196 | 137 | ||||||
Lend Lease Corp. Ltd. | 32,208 | 145 | ||||||
Lion Nathan Ltd. | 21,945 | 123 | ||||||
Macquarie Goodman Group | 192,407 | 43 | ||||||
Macquarie Group Ltd.(a) | 19,698 | 370 | ||||||
Macquarie Infrastructure Group(a) | 175,253 | 179 | ||||||
Mirvac Group Ltd. REIT | 81,818 | 48 | ||||||
National Australia Bank Ltd.(a) | 123,958 | 1,732 | ||||||
Newcrest Mining Ltd. | 34,314 | 781 | ||||||
OneSteel Ltd. | 71,958 | 113 | ||||||
Orica Ltd. | 20,061 | 206 | ||||||
Origin Energy Ltd. | 74,215 | 764 | ||||||
OZ Minerals Ltd. | 208,238 | 80 | ||||||
Perpetual Ltd.(a) | 3,613 | 68 | ||||||
QBE Insurance Group Ltd. | 65,237 | 874 | ||||||
Rio Tinto Group Ltd.(a) | 17,689 | 696 | ||||||
Santos Ltd. | 49,299 | 577 | ||||||
Sims Metal Management Ltd.(a) | 12,147 | 142 | ||||||
Sonic Healthcare Ltd. | 30,962 | 238 | ||||||
Stockland Trust Group | 108,463 | 233 | ||||||
Suncorp-Metway Ltd. | 77,252 | 322 | ||||||
TABCORP Holdings Ltd.(a) | 49,920 | 226 | ||||||
Telstra Corp. Ltd. | 299,034 | 667 | ||||||
Toll Holdings Ltd. | 47,681 | 207 | ||||||
Transurban Group | 84,833 | 275 | ||||||
Wesfarmers Ltd.(a) | 67,432 | 884 | ||||||
Wesfarmers Ltd. PPS | 10,196 | 135 | ||||||
Westfield Group REIT | 132,249 | 919 | ||||||
Westpac Banking Corp. | 172,992 | 2,296 | ||||||
Woodside Petroleum Ltd. | 36,642 | 970 | ||||||
Woolworths Ltd. | 83,326 | 1,449 | ||||||
WorleyParsons Ltd. | 12,014 | 150 | ||||||
29,970 | ||||||||
Austria (0.9%) | ||||||||
Erste Group Bank AG(a) | 52,159 | 883 | ||||||
Oesterreichische Elektrizitaeswirtschafts AG(a) | 22,144 | 841 | ||||||
OMV AG | 46,839 | 1,568 | ||||||
Raiffeisen International Bank-Holding AG(a) | 13,829 | 390 | ||||||
Strabag SE | 17,512 | 344 | ||||||
Telekom Austria AG | 93,900 | 1,422 | ||||||
Vienna Insurance Group | 9,930 | 285 | ||||||
Voestalpine AG | 33,228 | 435 | ||||||
Wienerberger AG | 22,537 | 178 | ||||||
6,346 | ||||||||
Belgium (1.6%) | ||||||||
Anheuser-Busch InBev NV | 141,470 | 3,899 | ||||||
Belgacom | 30,369 | 952 | ||||||
Colruyt SA | 3,081 | 707 | ||||||
Compagnie Nationale a Portefeuille | 8,310 | 386 | ||||||
Delhaize Group | 19,285 | 1,250 | ||||||
Dexia SA(a) | 90,885 | 314 | ||||||
Fortis | 427,693 | 786 | ||||||
Groupe Bruxelles Lambert SA | 13,677 | 929 | ||||||
KBC Bank & Insurance Holding Co. NV | 26,933 | 436 | ||||||
Mobistar SA | 6,406 | 405 | ||||||
Solvay SA | 10,086 | 707 | ||||||
UCB SA(a) | 20,061 | 591 | ||||||
Umicore | 25,580 | 472 | ||||||
11,834 | ||||||||
Denmark (1.2%) | ||||||||
A.P. Moller-Maersk A/S | 155 | 680 | ||||||
A.P. Moller-Maersk A/S, Cl A | 88 | 381 |
54
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Denmark—continued | ||||||||
Carlsberg A/S, Cl B(a) | 10,593 | 435 | ||||||
Coloplast A/S, Cl B | 4,119 | 253 | ||||||
Danisco A/S | 7,709 | 231 | ||||||
Danske Bank A/S* | 58,291 | 491 | ||||||
DSV A/S(a) | 28,902 | 212 | ||||||
FLS Industries A/S(a) | 7,968 | 203 | ||||||
Jyske Bank A/S* | 8,154 | 186 | ||||||
Novo Nordisk A/S, Cl B(a) | 65,727 | 3,148 | ||||||
Novozymes A/S, Cl B(a) | 7,388 | 534 | ||||||
Topdanmark A/S* | 2,630 | 259 | ||||||
Trygvesta A/S(a) | 4,722 | 239 | ||||||
Vestas Wind Systems A/S* | 27,386 | 1,202 | ||||||
William Demant Holding* | 3,704 | 149 | ||||||
8,603 | ||||||||
Finland (0.8%) | ||||||||
Fortum Corp. | 34,979 | 667 | ||||||
Kone Oyj, Cl B | 12,590 | 261 | ||||||
Metso Corp.(a) | 10,952 | 129 | ||||||
Neste Oil Oyj* | 10,485 | 140 | ||||||
Nokia Corp., Cl A | 256,141 | 3,021 | ||||||
Nokian Renkaat Oyj(a) | 8,667 | 102 | ||||||
Outokumpu Oyj(a) | 10,721 | 116 | ||||||
Rautaruukki Oyj | 7,601 | 122 | ||||||
Sampo PLC, Cl A | 36,753 | 543 | ||||||
Stora Enso Oyj*(a) | 42,376 | 150 | ||||||
UPM-Kymmene Oyj(a) | 41,652 | 241 | ||||||
Wartsila Corp.(a) | 7,244 | 153 | ||||||
5,645 | ||||||||
France (10.3%) | ||||||||
Accor(a) | 21,457 | 747 | ||||||
Aeroports De Paris | 3,930 | 209 | ||||||
Air France — KLM | 19,219 | 171 | ||||||
Air Liquide SA | 27,465 | 2,234 | ||||||
Alcatel* | 284,825 | 536 | ||||||
Alstom | 24,242 | 1,255 | ||||||
Atos Origin SA | 9,775 | 251 | ||||||
AXA ADR(a) | 161,642 | 1,943 | ||||||
BNP Paribas | 90,286 | 3,732 | ||||||
Bouygues SA | 25,026 | 895 | ||||||
Capgemini SA | 17,578 | 566 | ||||||
Carrefour SA(a) | 69,693 | 2,722 | ||||||
Casino Guichard-Perrachon SA | 5,905 | 385 | ||||||
Christian Dior SA | 5,807 | 318 | ||||||
CNP Assurances SA | 3,746 | 236 | ||||||
Compagnie de Saint-Gobain(a) | 37,240 | 1,045 | ||||||
Compagnie Generale de Geophysique-Veritas* | 20,837 | 242 | ||||||
Compagnie Generale des Etablissements Michelin, Cl B | 14,718 | 546 | ||||||
Credit Agricole SA | 101,060 | 1,116 | ||||||
Dassault Systemes SA(a) | 8,068 | 314 | ||||||
Eiffage SA | 4,535 | 211 | ||||||
Electricite de France | 21,258 | 834 | ||||||
Eramet | 576 | 127 | ||||||
Essilor International SA | 25,846 | 999 | ||||||
Eurazeo | 3,376 | 90 | ||||||
European Aeronautic Defence & Space Co.(a) | 38,695 | 450 | ||||||
France Telecom SA | 200,302 | 4,563 | ||||||
GDF SUEZ(a) | 118,749 | 4,078 | ||||||
Gecina SA | 1,706 | 65 | ||||||
Groupe Danone | 47,903 | 2,333 | ||||||
Hermes International(a) | 6,605 | 768 | ||||||
ICADE | 2,711 | 192 | ||||||
Imerys | 3,656 | 134 | ||||||
Klepierre(a) | 9,531 | 168 | ||||||
L’Oreal SA(a) | 26,866 | 1,849 | ||||||
Lafarge SA | 11,349 | 511 | ||||||
Lagardere SCA(a) | 15,893 | 446 | ||||||
Legrand SA(a) | 10,551 | 183 | ||||||
LVMH Moet Hennessy Louis Vuitton SA | 23,874 | 1,500 | ||||||
M6 Metropole Television | 6,871 | 112 | ||||||
Natixis | 121,387 | 206 | ||||||
Neopost SA | 4,499 | 349 | ||||||
PagesJaunes SA(a) | 13,211 | 112 | ||||||
Pernod Ricard(a) | 19,257 | 1,074 | ||||||
Pinault-Printemps-Redoute SA(a) | 8,135 | 522 | ||||||
PSA Peugeot Citroen SA | 19,307 | 365 | ||||||
Publicis Groupe(a) | 17,512 | 449 | ||||||
Renault SA | 19,374 | 399 | ||||||
Safran SA | 23,364 | 218 | ||||||
Sanofi-Aventis | 116,399 | 6,553 | ||||||
Schneider Electric SA | 22,832 | 1,520 | ||||||
Scor SE | 23,519 | 484 | ||||||
Societe BIC | 3,657 | 180 | ||||||
Societe Generale | 50,164 | 1,966 | ||||||
Societe Television Francaise 1 | 12,568 | 99 | ||||||
Sodexho Alliance SA | 12,901 | 588 | ||||||
Suez Environnement SA* | 33,428 | 492 | ||||||
Technip SA | 14,541 | 514 | ||||||
Thales | 12,147 | 461 | ||||||
Total SA | 235,193 | 11,693 | ||||||
Unibail-Rodamco | 9,391 | 1,330 | ||||||
Valeo SA(a) | 7,448 | 109 |
55
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
France—continued | ||||||||
Vallourec SA | 5,719 | 530 | ||||||
Veolia Environnement | 41,297 | 862 | ||||||
Vinci SA | 44,888 | 1,667 | ||||||
Vivendi | 129,057 | 3,416 | ||||||
Wendel(a) | 3,679 | 97 | ||||||
Zodiac Aerospace(a) | 5,918 | 150 | ||||||
75,481 | ||||||||
Germany (12.1%) | ||||||||
Adidas AG | 35,622 | 1,186 | ||||||
Allianz SE | 77,474 | 6,544 | ||||||
BASF SE | 150,049 | 4,578 | ||||||
Bayer AG(a) | 132,603 | 6,447 | ||||||
Bayerische Motoren Werke AG | 9,142 | 159 | ||||||
Bayerische Motoren Werke AG | 57,944 | 1,670 | ||||||
Beiersdorf AG | 17,933 | 804 | ||||||
Celesio AG | 17,512 | 323 | ||||||
Commerzbank AG(a) | 121,906 | 666 | ||||||
Daimler AG | 148,276 | 3,823 | ||||||
Deutsche Bank AG(a) | 91,040 | 3,739 | ||||||
Deutsche Boerse AG(a) | 33,893 | 2,049 | ||||||
Deutsche Lufthansa AG | 40,565 | 442 | ||||||
Deutsche Post AG | 147,788 | 1,594 | ||||||
Deutsche Postbank AG(a) | 13,521 | 215 | ||||||
Deutsche Telekom AG | 487,145 | 6,063 | ||||||
E.ON AG | 321,667 | 8,995 | ||||||
Fraport AG | 7,018 | 225 | ||||||
Fresenius SE | 5,009 | 191 | ||||||
GEA Group AG | 26,345 | 281 | ||||||
Hamburger Hafen und Logistik AG | 4,982 | 122 | ||||||
Hannover Rueckversicherung AG | 10,600 | 338 | ||||||
HeidelbergCement AG(a) | 4,256 | 139 | ||||||
Henkel AG & KGaA. Vorzug | 32,053 | 868 | ||||||
Henkel KGaA | 21,967 | 551 | ||||||
Hochtief AG | 6,960 | 262 | ||||||
K+S AG(a) | 25,403 | 1,186 | ||||||
Linde AG(a) | 22,034 | 1,499 | ||||||
MAN AG(a) | 16,691 | 727 | ||||||
Merck KGaA*(a) | 12,280 | 1,083 | ||||||
METRO AG | 20,099 | 663 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 35,024 | 4,280 | ||||||
Puma AG Rudolf Dassler Sport | 1,197 | 182 | ||||||
Q-Cells SE*(a) | 9,642 | 194 | ||||||
RWE AG | 76,676 | 5,410 | ||||||
Salzgitter AG | 6,783 | 383 | ||||||
SAP AG(a) | 148,697 | 5,310 | ||||||
Siemens AG | 149,273 | 8,574 | ||||||
Solarworld AG(a) | 18,310 | 384 | ||||||
ThyssenKrupp AG | 63,309 | 1,118 | ||||||
TUI AG(a) | 36,376 | 196 | ||||||
United Internet AG | 23,674 | 201 | ||||||
Volkswagen AG(a) | 15,295 | 4,673 | ||||||
Wacker Chemie AG(a) | 2,682 | 224 | ||||||
88,561 | ||||||||
Greece (0.9%) | ||||||||
Alpha Bank A.E | 71,071 | 470 | ||||||
Coca-Cola Hellenic Bottling Co. SA | 35,775 | 513 | ||||||
EFG Eurobank Ergasias SA | 59,183 | 341 | ||||||
Hellenic Petroleum SA | 31,235 | 298 | ||||||
Hellenic Telecommunications Organization SA | 49,899 | 745 | ||||||
Marfin Investment Group SA | 134,204 | 485 | ||||||
National Bank of Greece SA | 80,399 | 1,219 | ||||||
OPAP SA | 46,682 | 1,229 | ||||||
Piraeus Bank SA | 60,793 | 404 | ||||||
Public Power Corp. SA | 23,519 | 425 | ||||||
Titan Cement Co. SA | 14,277 | 303 | ||||||
6,432 | ||||||||
Hong Kong (0.9%) | ||||||||
Bank of East Asia Ltd. | 80,782 | 156 | ||||||
BOC Hong Kong Holdings Ltd. | 193,980 | 198 | ||||||
Cheung Kong (Holdings) Ltd. | 73,177 | 630 | ||||||
CLP Holdings Ltd. | 105,595 | 726 | ||||||
Esprit Holdings Ltd. | 58,729 | 299 | ||||||
Foxconn International Holdings Ltd.* | 115,219 | 49 | ||||||
Hang Lung Properties Ltd. | 119,673 | 281 | ||||||
Hang Seng Bank Ltd. | 39,826 | 401 | ||||||
Henderson Land Development Co. Ltd. | 52,013 | 198 | ||||||
Hong Kong & China Gas Co. Ltd. (The) | 226,133 | 357 | ||||||
Hong Kong Electric Holdings Ltd. | 78,545 | 466 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 54,522 | 515 | ||||||
Hutchison Whampoa Ltd. | 115,268 | 565 | ||||||
Li & Fung Ltd.(a) | 127,365 | 299 | ||||||
Link REIT (The) | 116,503 | 230 | ||||||
New World Development Co. Ltd. | 131,321 | 131 |
56
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Hong Kong—continued | ||||||||
Sun Hung Kai Properties Ltd. | 73,839 | 661 | ||||||
Swire Pacific Ltd. | 41,754 | 279 | ||||||
Wharf Holdings Ltd. (The) | 82,833 | 206 | ||||||
6,647 | ||||||||
Ireland (0.6%) | ||||||||
Anglo Irish Bank Corp. PLC(a) | 143,993 | 42 | ||||||
Anglo Irish Bank Corp. PLC | 8,839 | 2 | ||||||
CRH PLC | 111,882 | 2,410 | ||||||
Elan Corp. PLC*(a) | 96,959 | 680 | ||||||
Kerry Group PLC | 29,681 | 601 | ||||||
Ryanair Holdings PLC* | 42,457 | 163 | ||||||
Ryanair Holdings PLC* | 41,224 | 159 | ||||||
4,057 | ||||||||
Italy (8.1%) | ||||||||
A2A SpA | 405,237 | 615 | ||||||
Alleanza Assicurazioni SpA | 129,988 | 733 | ||||||
Assicurazioni Generali SpA | 263,035 | 4,507 | ||||||
Autogrill SpA | 30,191 | 174 | ||||||
Autostrade SpA | 70,314 | 1,063 | ||||||
Banca Carige SpA(a) | 233,375 | 766 | ||||||
Banca Monte dei Paschi di Siena SpA(a) | 719,944 | 997 | ||||||
Banca Popolare di Milano Scarl SpA | 127,172 | 633 | ||||||
Banco Popolare Scarl | 203,583 | 936 | ||||||
Bulgari SpA(a) | 44,600 | 196 | ||||||
Enel SpA(a) | 1,085,015 | 5,207 | ||||||
Eni SpA(a) | 673,881 | 13,087 | ||||||
EXOR SpA*(a) | 19,108 | 193 | ||||||
Fiat SpA(a) | 190,947 | 1,337 | ||||||
Finmeccanica SpA | 113,518 | 1,413 | ||||||
Fondiaria-Sai SpA | 22,122 | 259 | ||||||
Intesa Sanpaolo | 233,287 | 439 | ||||||
Intesa Sanpaolo SpA | 1,981,411 | 5,455 | ||||||
Italcementi SpA(a) | 22,322 | 226 | ||||||
Italcementi SpA | 31,477 | 166 | ||||||
Lottomatica SpA | 17,999 | 296 | ||||||
Luxottica Group SpA(a) | 45,021 | 699 | ||||||
Mediaset SpA(a) | 241,511 | 1,077 | ||||||
MEDIOBANCA — Banca di Credito Finanziario SpA | 142,822 | 1,212 | ||||||
Mediolanum SpA | 59,806 | 207 | ||||||
Parmalat SpA | 475,685 | 980 | ||||||
Pirelli & C. SpA | 775,894 | 181 | ||||||
Prysmian SpA | 34,891 | 348 | ||||||
Saipem SpA | 83,503 | 1,486 | ||||||
Snam Rete Gas SpA | 219,842 | 1,180 | ||||||
Telecom Italia RNC SpA | 1,576,639 | 1,605 | ||||||
Telecom Italia SpA | 2,589,146 | 3,340 | ||||||
Terna SpA | 388,922 | 1,211 | ||||||
UniCredito Italiano SpA | 3,052,240 | 5,036 | ||||||
Unione di Banche Italiane Scpa | 172,903 | 1,905 | ||||||
Unipol Gruppo Finanziario SpA | 190,226 | 169 | ||||||
59,334 | ||||||||
Japan (21.3%) | ||||||||
77 Bank Ltd. | 43,936 | 216 | ||||||
Acom Co. Ltd.(a) | 5,922 | 166 | ||||||
Advantest Corp. | 16,790 | 248 | ||||||
AEON Co. Ltd. | 74,206 | 483 | ||||||
AEON Credit Service Co. Ltd. | 10,576 | 96 | ||||||
Aisin Seiki Co. Ltd. | 19,868 | 310 | ||||||
Ajinomoto Co., Inc. | 85,146 | 598 | ||||||
All Nippon Airways Co. Ltd.(a) | 72,000 | 281 | ||||||
Alps Electric Co. Ltd. | 24,049 | 82 | ||||||
Amada Co. Ltd. | 42,316 | 221 | ||||||
Asahi Breweries Ltd. | 41,947 | 498 | ||||||
Asahi Glass Co. Ltd. | 104,634 | 549 | ||||||
Asahi Kasei Corp. | 126,917 | 455 | ||||||
Astellas Pharma, Inc. | 47,217 | 1,441 | ||||||
Bank of Kyoto Ltd. (The)(a) | 42,242 | 355 | ||||||
Bank of Yokohama Ltd. (The) | 148,369 | 627 | ||||||
Benesse Corp. | 9,304 | 340 | ||||||
Bridgestone Corp. | 59,720 | 850 | ||||||
Canon, Inc. | 103,011 | 2,935 | ||||||
Casio Computer Co. Ltd. | 24,143 | 169 | ||||||
Central Japan Railway Co. | 155 | 868 | ||||||
Chiba Bank Ltd. (The) | 83,675 | 410 | ||||||
Chubu Electric Power Co., Inc. | 66,125 | 1,450 | ||||||
Chugai Pharmaceutical Co. Ltd. | 29,244 | 491 | ||||||
Chugoku Electric Power Co., Inc. (The) | 31,326 | 677 | ||||||
Citizen Holdings Co. Ltd. | 40,565 | 164 | ||||||
Credit Saison Co. Ltd.(a) | 16,803 | 162 | ||||||
Dai Nippon Printing Co. Ltd. | 62,736 | 570 | ||||||
Daiichi Sankyo Co. Ltd. | 68,183 | 1,135 | ||||||
Daikin Industries Ltd. | 27,630 | 748 | ||||||
Dainippon Ink & Chemicals, Inc. | 73,096 | 106 | ||||||
Daito Trust Construction Co. Ltd. | 9,420 | 314 | ||||||
Daiwa House Industry Co. Ltd. | 52,614 | 421 |
57
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Japan—continued | ||||||||
Daiwa Securities Group, Inc. | 150,218 | 650 | ||||||
Denki Kagaku Kogyo Kabushiki Kaisha | 52,096 | 93 | ||||||
DENSO Corp. | 46,325 | 914 | ||||||
Dentsu, Inc.(a) | 24,321 | 368 | ||||||
Dowa Mining Co. Ltd.(a) | 30,713 | 114 | ||||||
East Japan Railway Co. | 31,499 | 1,633 | ||||||
Eisai Co. Ltd. | 27,244 | 793 | ||||||
Electric Power Development Co. Ltd. | 15,738 | 464 | ||||||
Elpida Memory, Inc.*(a) | 12,609 | 87 | ||||||
FANUC Ltd. | 17,866 | 1,197 | ||||||
Fast Retailing Co. Ltd. | 5,232 | 590 | ||||||
Fuji Electic Holdings Co. Ltd. | 83,487 | 98 | ||||||
Fuji Photo Film Co. Ltd. | 45,076 | 968 | ||||||
Fujitsu Ltd. | 178,477 | 658 | ||||||
Fukuoka Financial Group, Inc. | 96,887 | 293 | ||||||
Furukawa Electric Co. Ltd. (The) | 82,536 | 232 | ||||||
Gunma Bank Ltd. (The) | 52,922 | 283 | ||||||
Hankyu Hanshin Holdings, Inc. | 145,718 | 658 | ||||||
Hirose Electric Co. Ltd. | 4,164 | 398 | ||||||
Hitachi Chemical Co. Ltd. | 13,519 | 161 | ||||||
Hitachi Construction Machinery Co. Ltd.(a) | 13,055 | 167 | ||||||
Hitachi Ltd. | 336,557 | 905 | ||||||
Hokkaido Electric Power Co., Inc. | 22,990 | 460 | ||||||
Hokuhoku Financial Group, Inc. | 135,245 | 245 | ||||||
Hokuriku Electric Power Co. | 22,252 | 533 | ||||||
Honda Motor Co. Ltd. | 160,651 | 3,758 | ||||||
Hoya Corp. | 41,958 | 818 | ||||||
Ibiden Co. Ltd. | 14,748 | 352 | ||||||
Inpex Holdings, Inc. | 89 | 614 | ||||||
Isetan Mitsukoshi Holdings Ltd. | 41,714 | 319 | ||||||
Ishikawajima-Harima Heavy Industries Co. Ltd.* | 136,327 | 154 | ||||||
Isuzu Motors Ltd. | 135,986 | 164 | ||||||
Itochu Techno-Solutions Corp. | 147,098 | 710 | ||||||
J. Front Retailing Co. Ltd. | 64,223 | 221 | ||||||
Japan Real Estate Investment Corp. REIT | 44 | 336 | ||||||
Japan Retail Fund Investment Corp. REIT | 44 | 167 | ||||||
Japan Steel Works Ltd. (The) | 30,047 | 281 | ||||||
Japan Tobacco, Inc. | 443 | 1,172 | ||||||
JFE Holdings, Inc. | 51,477 | 1,116 | ||||||
JGC Corp. | 20,743 | 234 | ||||||
Joyo Bank Ltd. (The)(a) | 83,526 | 383 | ||||||
JS Group Corp. | 31,689 | 354 | ||||||
JSR Corp. | 17,790 | 206 | ||||||
Kajima Corp. | 94,859 | 232 | ||||||
Kamigumi Co. Ltd. | 31,408 | 208 | ||||||
Kaneka Corp. | 33,382 | 163 | ||||||
Kansai Electric Power Co., Inc. (The) | 75,495 | 1,632 | ||||||
Kansai Paint Co. Ltd. | 31,150 | 172 | ||||||
Kao Corp. | 52,490 | 1,018 | ||||||
Kawasaki Heavy Industries Ltd.(a) | 166,214 | 329 | ||||||
Kawasaki Kisen Kaisha Ltd. | 84,623 | 261 | ||||||
KDDI Corp. | 288 | 1,344 | ||||||
Keihin Electric Express Railway Co. Ltd.(a) | 42,378 | 305 | ||||||
Keio Electric Railway Co. Ltd. | 62,692 | 355 | ||||||
Keyence Corp. | 3,367 | 629 | ||||||
Kintetsu Corp.(a) | 167,563 | 694 | ||||||
Kirin Holdings Co. Ltd. | 72,923 | 768 | ||||||
Kobe Steel Ltd. | 272,384 | 347 | ||||||
Komatsu Ltd. | 85,928 | 929 | ||||||
Konami Corp. | 11,478 | 171 | ||||||
Konica Minolta Holdings, Inc. | 58,446 | 495 | ||||||
Kubota Corp. | 104,475 | 565 | ||||||
Kuraray Co. Ltd. | 36,476 | 308 | ||||||
Kurita Water Industries Ltd. | 12,557 | 240 | ||||||
Kyocera Corp. | 15,708 | 1,028 | ||||||
Kyowa Hakko Kogyo Co. Ltd. | 21,027 | 176 | ||||||
Kyushu Electric Power Co., Inc. | 39,869 | 890 | ||||||
Lawson, Inc. | 8,466 | 349 | ||||||
Leopalace21 Corp. | 16,778 | 99 | ||||||
Mabuchi Motor Co. Ltd. | 4,204 | 169 | ||||||
Makita Corp. | 13,652 | 303 | ||||||
Marubeni Corp. | 167,314 | 516 | ||||||
MARUI Co. Ltd. | 30,579 | 162 | ||||||
Matsushita Electric Industrial Co. Ltd. | 183,298 | 1,980 | ||||||
Matsushita Electric Works Ltd. | 42,049 | 304 | ||||||
Mazda Motor Corp. | 117,615 | 195 | ||||||
Minebea Co. Ltd. | 42,087 | 152 | ||||||
Mitisubishi Motors Corp.*(a) | 394,606 | 498 | ||||||
Mitsubishi Chemical Holdings Corp. | 115,495 | 392 |
58
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Japan—continued | ||||||||
Mitsubishi Corp. | 133,339 | 1,731 | ||||||
Mitsubishi Electric Corp. | 178,534 | 796 | ||||||
Mitsubishi Estate Co. Ltd. | 115,792 | 1,289 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 42,319 | 180 | ||||||
Mitsubishi Heavy Industries Ltd. | 326,112 | 982 | ||||||
Mitsubishi Logistics Corp. | 20,961 | 202 | ||||||
Mitsubishi Materials Corp. | 127,915 | 343 | ||||||
Mitsubishi Rayon Co. Ltd.(a) | 52,736 | 101 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 1,082,272 | 5,205 | ||||||
Mitsui & Co. Ltd. | 178,409 | 1,777 | ||||||
Mitsui Chemicals, Inc. | 85,370 | 206 | ||||||
Mitsui Engineering & Shipbuilding Co. Ltd.(a) | 93,996 | 156 | ||||||
Mitsui Fudosan Co. Ltd. | 83,728 | 903 | ||||||
Mitsui Mining & Smelting Co. Ltd. | 65,873 | 108 | ||||||
Mitsui O.S.K. Lines Ltd. | 115,053 | 559 | ||||||
Mitsui Sumitomo Insurance Group Holdings, Inc. | 37,876 | 871 | ||||||
Mitsui Trust Holdings, Inc. | 116,446 | 353 | ||||||
Mizuho Financial Group, Inc.(a) | 946,063 | 1,797 | ||||||
Murata Manufacturing Co. Ltd. | 22,104 | 844 | ||||||
Namco Bandai Holdings, Inc. | 26,250 | 261 | ||||||
NEC Corp. | 209,256 | 558 | ||||||
NGK Insulators Ltd. | 31,700 | 482 | ||||||
NGK Spark Plug Co. Ltd. | 21,741 | 183 | ||||||
Nidec Corp. | 12,735 | 566 | ||||||
Nikon Corp. | 31,185 | 348 | ||||||
Nintendo Co. Ltd. | 9,404 | 2,703 | ||||||
Nippon Building Fund, Inc. | 66 | 564 | ||||||
Nippon Electric Glass Co. Ltd. | 31,755 | 220 | ||||||
Nippon Express Co. Ltd. | 93,043 | 290 | ||||||
Nippon Meat Packers, Inc. | 21,245 | 220 | ||||||
Nippon Mining Holdings, Inc. | 111,056 | 438 | ||||||
Nippon Oil Corp. | 147,991 | 728 | ||||||
Nippon Paper Group, Inc. | 10,369 | 250 | ||||||
Nippon Sheet Glass Co. Ltd. | 62,410 | 153 | ||||||
Nippon Steel Corp.(a) | 504,731 | 1,341 | ||||||
Nippon Telegraph & Telephone Corp. | 50,588 | 1,907 | ||||||
Nippon Yusen Kabushiki Kaisha | 137,084 | 522 | ||||||
NIPPONKOA Insurance Co. Ltd.(a) | 73,651 | 421 | ||||||
Nissan Chemical Industries Ltd. | 20,572 | 171 | ||||||
Nissan Motor Co. Ltd. | 219,139 | 775 | ||||||
Nisshin Seifun Group, Inc. | 20,417 | 217 | ||||||
Nisshin Steel Co. Ltd. | 83,390 | 139 | ||||||
Nissin Food Products Co. Ltd. | 9,393 | 275 | ||||||
Nitto Denko Corp. | 16,758 | 339 | ||||||
NOK Corp. | 15,673 | 133 | ||||||
Nomura Holdings, Inc. | 166,745 | 834 | ||||||
Nomura Research Institute Ltd. | 11,495 | 178 | ||||||
NSK Ltd. | 41,631 | 159 | ||||||
NTN Corp. | 41,946 | 117 | ||||||
NTT Data Corp. | 155 | 418 | ||||||
NTT DoCoMo, Inc. | 1,529 | 2,066 | ||||||
Obayashi Corp. | 73,356 | 354 | ||||||
Odakyu Electric Railway Co. Ltd. | 72,441 | 559 | ||||||
Oji Paper Co. Ltd. | 92,704 | 375 | ||||||
Olympus Corp.(a) | 20,772 | 332 | ||||||
OMRON Corp. | 22,030 | 258 | ||||||
Ono Pharmaceutical Co. Ltd. | 12,530 | 546 | ||||||
Onward Kashiyama Co. Ltd. | 10,795 | 70 | ||||||
Oriental Land Co. Ltd.(a) | 7,354 | 467 | ||||||
ORIX Corp.(a) | 9,114 | 292 | ||||||
Osaka Gas Co. Ltd. | 209,231 | 651 | ||||||
Promise Co. Ltd.(a) | 7,670 | 120 | ||||||
Rakuten, Inc.(a) | 665 | 317 | ||||||
Resona Holdings, Inc.(a) | 50,343 | 666 | ||||||
Ricoh Co. Ltd. | 62,620 | 736 | ||||||
ROHM Co. Ltd. | 10,449 | 516 | ||||||
Sankyo Co. Ltd. | 6,203 | 268 | ||||||
SANYO Electric Co. Ltd.* | 211,815 | 312 | ||||||
SBI Holdings, Inc. | 2,150 | 221 | ||||||
Secom Co. Ltd. | 23,152 | 849 | ||||||
Sega Sammy Holdings, Inc.(a) | 19,928 | 174 | ||||||
Seiko Epson Corp. | 14,530 | 196 | ||||||
Sekisui Chemical Co. Ltd. | 52,378 | 259 | ||||||
Sekisui House Ltd. | 40,347 | 303 | ||||||
Seven & I Holdings Co. Ltd. | 79,671 | 1,739 | ||||||
Sharp Corp.(a) | 94,002 | 737 | ||||||
Shikoku Electric Power Co., Inc. | 20,876 | 556 | ||||||
Shimamura Co. Ltd. | 3,160 | 168 | ||||||
Shimano, Inc.(a) | 8,490 | 254 | ||||||
Shimizu Corp. | 62,532 | 258 | ||||||
Shin-Etsu Chemical Co. Ltd. | 39,944 | 1,925 | ||||||
Shinsei Bank Ltd. | 136,645 | 137 | ||||||
Shionogi & Co. Ltd. | 31,369 | 534 |
59
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Japan—continued | ||||||||
Shiseido Co. Ltd.(a) | 31,242 | 453 | ||||||
Shizuoka Bank Ltd. (The) | 73,062 | 653 | ||||||
Showa Denko KK | 115,035 | 141 | ||||||
Showa Shell Sekiyu KK | 19,924 | 180 | ||||||
SMC Corp. | 5,242 | 501 | ||||||
Softbank Corp.(a) | 78,605 | 998 | ||||||
Sojitz Corp. | 138,349 | 164 | ||||||
Sompo Japan Insurance, Inc. | 93,816 | 479 | ||||||
Sony Corp. | 98,846 | 1,995 | ||||||
Sony Financial Holdings, Inc. | 110 | 292 | ||||||
Stanley Electric Co. Ltd. | 19,953 | 221 | ||||||
Sumitomo Chemical Co. Ltd. | 168,396 | 567 | ||||||
Sumitomo Corp. | 112,572 | 959 | ||||||
Sumitomo Electric Industries Ltd. | 72,303 | 600 | ||||||
Sumitomo Heavy Industries Ltd. | 63,069 | 207 | ||||||
Sumitomo Metal Industries Ltd. | 366,909 | 730 | ||||||
Sumitomo Metal Mining Co. Ltd. | 52,235 | 497 | ||||||
Sumitomo Mitsui Financial Group, Inc.(a) | 66,309 | 2,285 | ||||||
Sumitomo Realty & Development Co. Ltd. | 41,963 | 459 | ||||||
Sumitomo Trust & Banking Co. Ltd. (The) | 158,382 | 597 | ||||||
Suruga Bank Ltd. | 31,587 | 259 | ||||||
Suzuken Co. Ltd. | 9,450 | 246 | ||||||
Suzuki Motor Corp. | 38,835 | 639 | ||||||
T&D Holdings, Inc. | 20,537 | 489 | ||||||
Taiheiyo Cement Corp. | 100,369 | 146 | ||||||
Taisei Corp. | 93,982 | 179 | ||||||
Taisho Pharmaceutical Co. Ltd. | 10,795 | 199 | ||||||
Takashimaya Co. Ltd. | 29,849 | 170 | ||||||
Takeda Pharmaceutical Co. Ltd. | 78,479 | 2,696 | ||||||
Takefuji Corp.(a) | 15,095 | 70 | ||||||
TDK Corp. | 14,770 | 545 | ||||||
Teijin Ltd. | 84,019 | 181 | ||||||
Terumo Corp. | 18,934 | 694 | ||||||
THK Co. Ltd. | 13,121 | 175 | ||||||
Tobu Railway Co. Ltd.(a) | 106,451 | 537 | ||||||
Toho Co. Ltd. | 14,961 | 208 | ||||||
Tohoku Electric Power Co., Inc. | 44,311 | 969 | ||||||
Tokio Marine Holdings, Inc. | 65,041 | 1,574 | ||||||
Tokyo Electric Power Co., Inc. (The) | 119,881 | 2,980 | ||||||
Tokyo Electron Ltd. | 18,823 | 692 | ||||||
Tokyo Gas Co. Ltd. | 231,568 | 807 | ||||||
Tokyu Corp. | 127,197 | 530 | ||||||
Tokyu Land Corp. | 62,723 | 171 | ||||||
TonenGeneral Sekiyu KK(a) | 31,823 | 310 | ||||||
Toppan Printing Co. Ltd. | 51,069 | 345 | ||||||
Toray Industries, Inc.(a) | 148,187 | 591 | ||||||
Toshiba Corp.(a) | 317,726 | 815 | ||||||
Tosoh Corp. | 62,575 | 118 | ||||||
TOTO Ltd. | 31,662 | 157 | ||||||
Toyo Seikan Kaisha Ltd. | 16,804 | 243 | ||||||
Toyota Industries Corp. | 15,598 | 330 | ||||||
Toyota Motor Corp. | 268,176 | 8,454 | ||||||
Toyota Tsusho Corp. | 26,370 | 252 | ||||||
Trend Micro, Inc. | 10,402 | 291 | ||||||
Ube Industries Ltd. | 127,587 | 229 | ||||||
Uni-Charm Corp. | 5,342 | 324 | ||||||
UNY Co. Ltd. | 21,245 | 165 | ||||||
Ushio, Inc. | 15,102 | 211 | ||||||
USS Co. Ltd. | 3,002 | 130 | ||||||
West Japan Railway Co. | 155 | 489 | ||||||
Yahoo Japan Corp.(a) | 1,529 | 400 | ||||||
Yakult Honsha Co. Ltd.(a) | 12,158 | 215 | ||||||
Yamada Denki Co. Ltd. | 10,132 | 395 | ||||||
Yamaha Corp. | 17,780 | 172 | ||||||
Yamaha Motor Co. Ltd. | 25,552 | 226 | ||||||
Yamato Transport Co. Ltd. | 41,820 | 392 | ||||||
Yokogawa Electric Corp. | 29,075 | 116 | ||||||
156,167 | ||||||||
Jersey (0.1%) | ||||||||
Shire Ltd. | 42,915 | 531 | ||||||
United Business Media Ltd. | 13,012 | 80 | ||||||
611 | ||||||||
Luxembourg (0.3%) | ||||||||
ArcelorMittal(a) | 96,648 | 1,961 | ||||||
Millicom International Cellular SA | 7,754 | 292 | ||||||
Reinet Investments SCA* | 1,037 | 9 | ||||||
2,262 | ||||||||
�� | ||||||||
Netherlands (2.8%) | ||||||||
Aegon NV | 174,544 | 678 | ||||||
Akzo Nobel NV | 30,723 | 1,163 | ||||||
ASML Holding NV(a) | 62,045 | 1,100 | ||||||
Corio NV(a) | 6,940 | 287 | ||||||
Fugro NV | 10,263 | 327 | ||||||
Heineken Holding NV | 12,258 | 298 | ||||||
Heineken NV | 32,630 | 928 |
60
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Netherlands—continued | ||||||||
ING Groep NV | 237,676 | 1,310 | ||||||
Koninklijke (Royal) KPN NV | 230,494 | 3,080 | ||||||
Koninklijke Ahold NV | 165,633 | 1,815 | ||||||
Koninklijke DSM NV(a) | 20,018 | 527 | ||||||
Randstad Holding NV | 16,891 | 287 | ||||||
Reed Elsevier NV | 92,725 | 993 | ||||||
Royal Philips Electronics NV(a) | 122,872 | 1,808 | ||||||
SBM Offshore NV | 24,915 | 332 | ||||||
SNS Reaal | 22,468 | 79 | ||||||
TPG NV | 47,216 | 808 | ||||||
Unilever NV | 214,666 | 4,235 | ||||||
Wolters Kluwer NV | 44,445 | 721 | ||||||
20,776 | ||||||||
New Zealand (0.5%) | ||||||||
Auckland International Airport Ltd. | 706,777 | 689 | ||||||
Contact Energy Ltd. | 202,895 | 662 | ||||||
Fletcher Building Ltd. | 279,217 | 955 | ||||||
Sky City Entertainment Group Ltd. | 337,162 | 540 | ||||||
Telecom Corp. of New Zealand Ltd. | 918,008 | 1,194 | ||||||
4,040 | ||||||||
Norway (1.1%) | ||||||||
Aker Kvaerner ASA(a) | 27,244 | 176 | ||||||
DnB NOR ASA | 113,238 | 510 | ||||||
Norske Skogindustrier ASA | 102,863 | 389 | ||||||
Orkla ASA | 144,791 | 996 | ||||||
Renewable Energy Corp. ASA*(a) | 25,606 | 222 | ||||||
SeaDrill Ltd.(a) | 58,782 | 572 | ||||||
StatoilHydro ASA(a) | 214,898 | 3,804 | ||||||
Telenor ASA | 136,917 | 785 | ||||||
Yara International ASA | 32,573 | 714 | ||||||
8,168 | ||||||||
Portugal (1.1%) | ||||||||
Banco Comercial Portugues SA* | 1,001,667 | 822 | ||||||
Banco Espirito Santo SA | 98,156 | 382 | ||||||
Brisa-Auto-estradas de Portugal SA | 132,249 | 914 | ||||||
CIMPOR-Cimentos de Portugal, SGPS, SA | 119,480 | 595 | ||||||
Energias de Portugal SA | 752,065 | 2,610 | ||||||
Portugal Telecom SGPS SA | 265,717 | 2,058 | ||||||
PT Multimedia-Servicos de Telecomunicacoes e Multimedia, SGPS, SA | 76,405 | 407 | ||||||
7,788 | ||||||||
Singapore (0.7%) | ||||||||
Capitaland Ltd. | 204,273 | 313 | ||||||
City Developments Ltd.(a) | 42,171 | 142 | ||||||
DBS Group Holdings Ltd. | 141,908 | 789 | ||||||
Jardine Cycle & Carriage Ltd. | 22,000 | 171 | ||||||
Keppel Corp. Ltd. | 93,608 | 309 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 208,419 | 663 | ||||||
Singapore Airlines Ltd. | 50,665 | 333 | ||||||
Singapore Exchange Ltd.(a) | 71,850 | 241 | ||||||
Singapore Press Holdings Ltd. | 115,515 | 192 | ||||||
Singapore Telecommunications Ltd.(a) | 606,460 | 1,009 | ||||||
United Overseas Bank Ltd. | 104,946 | 671 | ||||||
UOL Group Ltd. | 52,360 | 64 | ||||||
4,897 | ||||||||
Spain (6.4%) | ||||||||
Abertis Infraestructuras SA | 46,680 | 730 | ||||||
Acciona SA(a) | 5,031 | 518 | ||||||
Acerinox SA(a) | 25,558 | 297 | ||||||
Actividades de Construccion y Servicios SA (ACS)(a) | 31,323 | 1,300 | ||||||
Banco Bilbao Vizcaya Argentaria SA(a) | 525,804 | 4,268 | ||||||
Banco de Sabadell SA(a) | 174,056 | 874 | ||||||
Banco Popular Espanol SA(a) | 144,020 | 913 | ||||||
Banco Santander Central Hispano SA | 1,307,441 | 9,014 | ||||||
Bankinter SA(a) | 46,839 | 496 | ||||||
Cintra Concesiones de Infraestructuras de Transporte SA(a) | 37,240 | 167 | ||||||
Corporacion Mapfre | 110,392 | 242 | ||||||
Criteria Caixacorp SA | 138,256 | 446 | ||||||
Enagas | 36,686 | 520 | ||||||
Fomento de Construcciones y Contratas SA(a) | 6,583 | 201 | ||||||
Gamesa Corporacion Tecnologica SA | 28,418 | 365 | ||||||
Gas Natural SDG SA(a) | 21,524 | 294 | ||||||
Grifols SA | 23,297 | 336 |
61
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Spain—continued | ||||||||
Grupo Ferrovial SA(a) | 10,108 | 216 | ||||||
Iberdrola Renovables* | 175,275 | 726 | ||||||
Iberdrola SA | 563,045 | 3,949 | ||||||
Iberia Lineas Aereas de Espana SA | 99,372 | 209 | ||||||
Indra Sistemas SA | 20,581 | 397 | ||||||
Industria de Diseno Textil SA | 37,409 | 1,458 | ||||||
Red Electrica Corporacion | 21,901 | 855 | ||||||
Repsol YPF SA | 125,909 | 2,179 | ||||||
Sacyr Vallehermoso Group SA(a) | 13,618 | 105 | ||||||
Telefonica SA(a) | 675,255 | 13,473 | ||||||
Union Fenosa SA | 64,196 | 1,535 | ||||||
Zardoya Otis SA(a) | 25,758 | 471 | ||||||
46,554 | ||||||||
Sweden (1.7%) | ||||||||
Alfa Laval AB(a) | 36,924 | 280 | ||||||
ASSA ABLOY AB, Ser B(a) | 31,013 | 291 | ||||||
Atlas Copco AB, Cl A | 56,640 | 426 | ||||||
Atlas Copco AB, Cl B(a) | 29,417 | 201 | ||||||
Electrolux AB, Ser B(a) | 29,862 | 234 | ||||||
Getinge AB, Cl B(a) | 24,138 | 234 | ||||||
H&M Hennes & Mauritz AB(a) | 42,434 | 1,596 | ||||||
Husqvarna AB, Cl B(a) | 20,335 | 82 | ||||||
Investor AB, Cl B(a) | 39,876 | 506 | ||||||
Lundin Petroleum AB*(a) | 23,005 | 125 | ||||||
Modern Times Group MTG AB, Cl B | 4,446 | 76 | ||||||
Nordea Bank AB(a) | 177,976 | 888 | ||||||
Sandvik AB(a) | 92,672 | 531 | ||||||
Scania AB(a) | 26,226 | 214 | ||||||
Securitas AB, Cl B(a) | 36,789 | 269 | ||||||
Skandinaviska Enskilda Banken AB(a) | 44,107 | 139 | ||||||
Skanska AB, Cl B(a) | 39,869 | 345 | ||||||
SKF AB, Cl B(a) | 38,477 | 334 | ||||||
SSAB Svenskt Stal AB, Ser A(a) | 18,899 | 161 | ||||||
Svenska Cellulosa AB, Cl B(a) | 37,329 | 284 | ||||||
Svenska Handelsbanken AB, Cl A(a) | 39,849 | 565 | ||||||
Swedbank AB, Cl A(a) | 35,966 | 120 | ||||||
Swedish Match AB | 29,918 | 433 | ||||||
Tele2 AB, Cl B(a) | 33,544 | 284 | ||||||
Telefonaktiebolaget LM Ericsson | 276,700 | 2,273 | ||||||
TeliaSonera AB(a) | 183,240 | 883 | ||||||
Volvo AB, Cl B(a) | 87,998 | 468 | ||||||
12,242 | ||||||||
Switzerland (2.1%) | ||||||||
ABB Ltd. | 68,540 | 957 | ||||||
Adecco SA | 3,724 | 116 | ||||||
Compagnie Financiere Richemont SA, Cl A | 17,512 | 274 | ||||||
Credit Suisse Group | 34,802 | 1,060 | ||||||
Holcim Ltd. | 7,302 | 260 | ||||||
Julius Baer Holding AG | 7,910 | 195 | ||||||
Nestle SA | 113,473 | 3,837 | ||||||
Nobel Biocare Holding AG | 4,921 | 84 | ||||||
Novartis AG | 74,592 | 2,824 | ||||||
Roche Holding AG | 21,524 | 2,955 | ||||||
STMicroelectronics NV | 88,868 | 447 | ||||||
Swiss Re | 11,598 | 190 | ||||||
Swisscom AG | 900 | 253 | ||||||
Syngenta AG | 3,302 | 666 | ||||||
UBS AG* | 93,526 | 879 | ||||||
Zurich Financial Services AG | 4,278 | 677 | ||||||
15,674 | ||||||||
United Kingdom (11.1%) | ||||||||
3i Group PLC | 20,593 | 80 | ||||||
AMEC PLC | 22,002 | 168 | ||||||
Anglo American PLC | 76,809 | 1,307 | ||||||
Antofagasta PLC | 28,928 | 209 | ||||||
Associated British Foods PLC | 24,760 | 227 | ||||||
AstraZeneca PLC | 90,131 | 3,169 | ||||||
Aviva PLC | 131,074 | 407 | ||||||
BAE Systems PLC | 212,405 | 1,019 | ||||||
Barclays PLC | 460,966 | 979 | ||||||
BG Group PLC | 212,583 | 3,217 | ||||||
BHP Billiton PLC | 133,335 | 2,649 | ||||||
BP PLC | 1,153,667 | 7,804 | ||||||
British American Tobacco PLC | 115,424 | 2,671 | ||||||
British Land Co. PLC (The) | 60,871 | 315 | ||||||
British Sky Broadcasting Group PLC | 73,772 | 459 | ||||||
BT Group PLC | 448,153 | 503 | ||||||
Bunzl PLC | 25,811 | 202 | ||||||
Burberry Group PLC | 22,876 | 92 | ||||||
Cable & Wireless PLC | 183,965 | 368 | ||||||
Cadbury PLC | 90,257 | 682 | ||||||
Cairn Energy PLC* | 8,490 | 265 | ||||||
Capita Group PLC | 47,947 | 467 | ||||||
Carnival PLC | 12,169 | 277 | ||||||
Centrica PLC | 328,605 | 1,074 |
62
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
United Kingdom—continued | ||||||||
Compass Group PLC | 125,621 | 575 | ||||||
CRH PLC | 22,295 | 485 | ||||||
Daily Mail & General Trust PLC | 15,251 | 51 | ||||||
Diageo PLC | 149,960 | 1,692 | ||||||
Eurasian Natural Resources Corp. | 18,443 | 119 | ||||||
Experian PLC | 68,939 | 432 | ||||||
FirstGroup PLC | 31,832 | 122 | ||||||
Friends Provident PLC | 161,322 | 160 | ||||||
G4S PLC | 93,168 | 259 | ||||||
GlaxoSmithKline PLC | 317,123 | 4,947 | ||||||
Hammerson PLC(a) | 56,082 | 205 | ||||||
Hays PLC | 75,368 | 79 | ||||||
Home Retail Group PLC | 67,382 | 217 | ||||||
HSBC Holdings PLC | 725,996 | 4,114 | ||||||
ICAP PLC | 36,575 | 160 | ||||||
Imperial Tobacco Group PLC | 62,843 | 1,413 | ||||||
InterContinental Hotels Group PLC | 17,999 | 137 | ||||||
International Power PLC | 100,858 | 305 | ||||||
Invensys PLC* | 51,028 | 122 | ||||||
ITV PLC | 200,457 | 55 | ||||||
J Sainsbury PLC | 70,979 | 319 | ||||||
Johnson Matthey PLC | 14,630 | 221 | ||||||
Kazakhmys PLC | 13,100 | 70 | ||||||
Kingfisher PLC | 160,091 | 344 | ||||||
Land Securities Group PLC | 30,835 | 193 | ||||||
Legal & General Group PLC | 252,639 | 156 | ||||||
Liberty International PLC(a) | 13,100 | 73 | ||||||
Lloyds Banking Group PLC | 549,634 | 557 | ||||||
Lonmin PLC | 8,312 | 170 | ||||||
Man Group PLC | 104,008 | 326 | ||||||
Man Group PLC — Deferred Shares*(c) | 88,581 | — | ||||||
Marks & Spencer Group PLC | 105,330 | 447 | ||||||
National Grid PLC | 148,098 | 1,138 | ||||||
Next PLC | 15,222 | 289 | ||||||
Old Mutual PLC | 269,109 | 200 | ||||||
Pearson PLC | 61,270 | 617 | ||||||
Prudential PLC | 134,355 | 650 | ||||||
Reckitt Benckiser Group PLC | 37,262 | 1,400 | ||||||
Reed Elsevier PLC | 80,964 | 582 | ||||||
Rexam PLC | 32,430 | 126 | ||||||
Rio Tinto PLC | 61,026 | 2,057 | ||||||
Rolls-Royce PLC | 120,389 | 508 | ||||||
Royal Bank of Scotland Group PLC (The)* | 1,192,615 | 419 | ||||||
Royal Dutch Shell PLC, Cl A | 218,435 | 4,923 | ||||||
Royal Dutch Shell PLC, Cl B | 166,098 | 3,648 | ||||||
RSA Insurance Group PLC | 207,839 | 388 | ||||||
SABMiller PLC | 58,951 | 877 | ||||||
Sage Group PLC (The) | 103,740 | 252 | ||||||
Scottish & Southern Energy PLC | 57,767 | 919 | ||||||
Segro PLC | 22,410 | 7 | ||||||
Severn Trent PLC | 18,611 | 264 | ||||||
Smith & Nephew PLC | 58,964 | 365 | ||||||
Smiths Group PLC | 25,536 | 245 | ||||||
Standard Chartered PLC | 117,929 | 1,466 | ||||||
Standard Life PLC | 155,702 | 371 | ||||||
Tate & Lyle PLC | 32,652 | 122 | ||||||
Tesco PLC | 478,810 | 2,290 | ||||||
Thomson Reuters PLC | 13,898 | 311 | ||||||
Tomkins PLC | 71,710 | 125 | ||||||
Tullow Oil PLC | 58,432 | 673 | ||||||
Unilever PLC | 78,626 | 1,487 | ||||||
United Utilities Group PLC | 52,358 | 363 | ||||||
Vedanta Resources PLC | 9,243 | 90 | ||||||
Vodafone Group PLC | 3,175,356 | 5,593 | ||||||
Whitbread PLC | 10,307 | 116 | ||||||
William Morrison Supermarkets PLC | 152,731 | 560 | ||||||
Wolseley PLC* | 44,023 | 146 | ||||||
WPP PLC | 70,290 | 396 | ||||||
Xstrata PLC | 122,650 | 821 | ||||||
81,939 | ||||||||
Total Foreign Common Stocks | 664,028 | |||||||
Foreign Preferred Stocks (0.7%) | ||||||||
Germany (0.6%) | ||||||||
Fresenius AG, 1.510% | 16,381 | 750 | ||||||
Fresenius Medical Care AG, 1.230% | 36,841 | 1,431 | ||||||
Porsche AG, 5.000%(a) | 15,836 | 759 | ||||||
RWE AG, 1.750% | 6,140 | 388 | ||||||
Volkswagen AG, 1.210% | 18,310 | 1,054 | ||||||
4,382 | ||||||||
Italy (0.1%) | ||||||||
Compagnia Assicuratrice Unipol SpA, 0.125% | 237,986 | 140 | ||||||
Total Foreign Preferred Stocks | 4,522 | |||||||
Exchange Traded Funds (5.3%) | ||||||||
iShares MSCI EAFE Index Fund(a) | 711,465 | 26,744 | ||||||
iShares MSCI Germany Index Fund(a) | 318,993 | 4,772 | ||||||
iShares MSCI Italy Index Fund | 175,500 | 2,218 |
63
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
International Equity Index Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Exchange Traded Funds—continued | ||||||||
iShares MSCI Japan Index Fund(a) | 366,374 | 2,898 | ||||||
iShares MSCI Spain Index Fund(a) | 74,974 | 2,252 | ||||||
Total Exchange Traded Funds | 38,884 | |||||||
Rights — Foreign (0.1%) | ||||||||
Australia (0.0%) | ||||||||
Fairfax Media Ltd.(b) | 70,257 | — | ||||||
Belgium (0.0%) | ||||||||
Fortis(a)(b) | 246,479 | — | ||||||
Japan (0.0%) | ||||||||
Dowa Mining Rights(c)(d)(e) | 500 | — | ||||||
Portugal (0.0%) | ||||||||
Banco Espirito Santo SA | 98,156 | 157 | ||||||
Spain (0.0%) | ||||||||
Mapfre SA(a) | 110,392 | 1 | ||||||
Sweden (0.1%) | ||||||||
Nordea Bank AB(a) | 1,957,736 | 224 | ||||||
United Kingdom (0.0%) | ||||||||
Royal Bank of Scotland Group PLC (The)(b) | 511,120 | — | ||||||
Segro PLC | 268,920 | 18 | ||||||
18 | ||||||||
Total Rights — Foreign | 400 | |||||||
Short-Term Investments (19.9%) | ||||||||
Brown Brothers Harriman & Co., Cayman Islands Cash Sweep, 0.080%, 04/01/09(f) | 12,078,627 | 12,079 | ||||||
RidgeWorth Funds Securities Lending Joint Account(g)(h) | 133,571 | 133,571 | ||||||
Total Short-Term Investments | 145,650 | |||||||
Total Investments (Cost $986,193)(i) — 116.7% | 853,484 | |||||||
Liabilities in excess of other assets — (16.7)% | (121,850 | ) | ||||||
Net Assets — 100.0% | $ | 731,634 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $127,282. | |
(b) | Market value is zero. | |
(c) | Valued at fair value using methods determined by Board. Fair valued securities held by the Fund represent 0.00% of net assets as of March 31, 2009. | |
(d) | Fair value is zero. | |
(e) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the Fund as of March 31, 2009 are identified below (in thousands): |
Percent of | ||||||||||||||||||||
Issue | Acquisition | Cost | Value | Net Assets | ||||||||||||||||
Description | Date | ($) | Shares | ($) | (%) | |||||||||||||||
Dowa Mining Rights | 5/18/2007 | — | 500 | — | — |
(f) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. |
(g) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(h) | Affiliate investment. |
(i) | Represents cost for financial reporting purposes. |
ADR | — American Depositary Receipt |
PPS | — Partially Protected Shares | |
REIT | — Real Estate Investment Trust |
Short-Term Investments | 19.9 | % | |||
Financials | 19.5 | ||||
Industrials | 11.1 | ||||
Consumer Discretionary | 10.2 | ||||
Energy | 8.4 | ||||
Utilities | 8.2 | ||||
Materials | 8.1 | ||||
Telecommunication Services | 7.6 | ||||
Consumer Staples | 7.3 | ||||
Health Care | 5.8 | ||||
Exchange Traded Funds | 5.3 | ||||
Information Technology | 4.9 | ||||
Transportation | 0.4 |
64
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (95.4%) | ||||||||
Consumer Discretionary (7.6%) | ||||||||
Burger King Holdings, Inc.(a) | 192,000 | 4,406 | ||||||
Home Depot, Inc. (The)(a) | 253,000 | 5,961 | ||||||
Johnson Controls, Inc.(a) | 189,000 | 2,268 | ||||||
McDonald’s Corp. | 84,000 | 4,584 | ||||||
Target Corp.(a) | 170,000 | 5,846 | ||||||
Time Warner, Inc. | 132,333 | 2,554 | ||||||
Walt Disney Co. (The) | 270,000 | 4,903 | ||||||
30,522 | ||||||||
Consumer Staples (12.4%) | ||||||||
Cadbury PLC SP ADR | 148,000 | 4,484 | ||||||
Campbell Soup Co.(a) | 139,000 | 3,803 | ||||||
CVS Caremark Corp. | 212,000 | 5,828 | ||||||
Dr Pepper Snapple Group, Inc.* | 282,000 | 4,769 | ||||||
Kellogg Co. | 108,000 | 3,956 | ||||||
Kraft Foods, Inc.(a) | 214,000 | 4,770 | ||||||
PepsiCo, Inc. | 124,000 | 6,384 | ||||||
Philip Morris International, Inc. | 149,000 | 5,301 | ||||||
Procter & Gamble Co. (The) | 96,000 | 4,521 | ||||||
Wal-Mart Stores, Inc. | 110,000 | 5,731 | ||||||
49,547 | ||||||||
Energy (12.3%) | ||||||||
Anadarko Petroleum Corp. | 145,000 | 5,639 | ||||||
Cameron International Corp.* | 127,000 | 2,785 | ||||||
Chevron Corp. | 189,000 | 12,708 | ||||||
Devon Energy Corp. | 96,000 | 4,290 | ||||||
Exxon Mobil Corp.(a) | 195,000 | 13,280 | ||||||
Halliburton Co.(a) | 325,000 | 5,028 | ||||||
Marathon Oil Corp. | 205,000 | 5,389 | ||||||
49,119 | ||||||||
Financials (12.0%) | ||||||||
Berkshire Hathaway, Inc., Cl B*(a) | 2,800 | 7,896 | ||||||
Goldman Sachs Group, Inc. (The)(a) | 28,000 | 2,968 | ||||||
Invesco Ltd. | 331,000 | 4,588 | ||||||
JPMorgan Chase & Co. | 338,000 | 8,984 | ||||||
MetLife, Inc.(a) | 206,000 | 4,691 | ||||||
NASDAQ OMX Group, Inc. (The)*(a) | 136,000 | 2,663 | ||||||
PNC Financial Services Group, Inc. | 67,257 | 1,970 | ||||||
State Street Corp. | 136,000 | 4,186 | ||||||
Travelers Cos., Inc. (The) | 167,000 | 6,787 | ||||||
Wells Fargo & Co.(a) | 242,000 | 3,446 | ||||||
48,179 | ||||||||
Health Care (12.7%) | ||||||||
Amgen, Inc.* | 108,000 | 5,348 | ||||||
Bristol-Myers Squibb Co. | 291,000 | 6,379 | ||||||
C.R. Bard, Inc. | 28,000 | 2,232 | ||||||
Covidien Ltd. | 99,000 | 3,291 | ||||||
Express Scripts, Inc.*(a) | 87,000 | 4,017 | ||||||
Johnson & Johnson | 108,000 | 5,681 | ||||||
Medtronic, Inc. | 164,000 | 4,833 | ||||||
Pfizer, Inc. | 356,000 | 4,849 | ||||||
Teva Pharmaceutical Industries Ltd. ADR | 127,000 | 5,721 | ||||||
Thermo Fisher Scientific, Inc.* | 133,000 | 4,744 | ||||||
UnitedHealth Group, Inc. | 167,000 | 3,495 | ||||||
50,590 | ||||||||
Industrials (9.2%) | ||||||||
Cooper Industries Ltd., Cl A | 74,000 | 1,914 | ||||||
Danaher Corp.(a) | 93,000 | 5,043 | ||||||
Eaton Corp. | 105,000 | 3,870 | ||||||
Emerson Electric Co. | 198,000 | 5,659 | ||||||
General Electric Co. | 192,000 | 1,941 | ||||||
Goodrich Corp. | 133,000 | 5,039 | ||||||
Raytheon Co. | 96,000 | 3,738 | ||||||
Tyco International Ltd.(a) | 183,000 | 3,580 | ||||||
United Technologies Corp. | 139,000 | 5,974 | ||||||
36,758 | ||||||||
Information Technology (19.9%) | ||||||||
Accenture Ltd., Cl A(a) | 177,000 | 4,866 | ||||||
Adobe Systems, Inc.*(a) | 198,000 | 4,235 | ||||||
Agilent Technologies, Inc.* | 289,000 | 4,442 | ||||||
Altera Corp.(a) | 282,000 | 4,949 | ||||||
BMC Software, Inc.* | 59,000 | 1,947 | ||||||
Cisco Systems, Inc.* | 446,000 | 7,480 | ||||||
Google, Inc., Cl A*(a) | 22,000 | 7,657 | ||||||
Intel Corp.(a) | 345,000 | 5,192 | ||||||
International Business Machines Corp. | 64,000 | 6,201 | ||||||
Microsoft Corp. | 390,000 | 7,164 | ||||||
Oracle Corp.*(a) | 418,000 | 7,553 | ||||||
QUALCOMM, Inc.(a) | 195,000 | 7,588 | ||||||
Symantec Corp.*(a) | 400,000 | 5,976 |
65
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Large Cap Core Equity Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Information Technology—continued | ||||||||
Western Union Co. | 338,000 | 4,249 | ||||||
79,499 | ||||||||
Materials (3.6%) | ||||||||
Barrick Gold Corp. | 160,000 | 5,187 | ||||||
Freeport-McMoRan Copper & Gold, Inc.(a) | 75,000 | 2,858 | ||||||
Praxair, Inc.(a) | 93,000 | 6,258 | ||||||
14,303 | ||||||||
Telecommunication Services (3.4%) | ||||||||
AT&T, Inc. | 437,000 | 11,012 | ||||||
Telephone & Data Systems, Inc. | 105,000 | 2,784 | ||||||
13,796 | ||||||||
Utilities (2.3%) | ||||||||
Edison International | 220,000 | 6,338 | ||||||
NRG Energy, Inc.* | 156,000 | 2,746 | ||||||
9,084 | ||||||||
Total Common Stocks | 381,397 | |||||||
Exchange Traded Fund (0.6%) | ||||||||
Financial Select Sector SPDR Fund(a) | 251,000 | 2,211 | ||||||
Total Exchange Traded Fund | 2,211 | |||||||
Short-Term Investment (22.3%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 89,356 | 89,356 | ||||||
Total Short-Term Investment | 89,356 | |||||||
Money Market Fund (3.2%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 12,884,138 | 12,884 | ||||||
Total Money Market Fund | 12,884 | |||||||
Total Investments (Cost $525,478)(d) — 121.5% | 485,848 | |||||||
Liabilities in excess of other assets — (21.5)% | (85,985 | ) | ||||||
Net Assets — 100.0% | $ | 399,863 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $87,041. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
ADR | — American Depositary Receipt |
66
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (96.2%) | ||||||||
Consumer Discretionary (12.0%) | ||||||||
Apollo Group, Inc., Cl A*(a) | 50,800 | 3,979 | ||||||
Best Buy Co., Inc.(a) | 242,700 | 9,213 | ||||||
DIRECTV Group, Inc. (The)*(a) | 316,400 | 7,211 | ||||||
Kohl’s Corp.*(a) | 146,100 | 6,183 | ||||||
Lowe’s Cos., Inc. | 392,600 | 7,165 | ||||||
McDonald’s Corp. | 216,250 | 11,801 | ||||||
NIKE, Inc., Cl B(a) | 106,450 | 4,991 | ||||||
O’Reilly Automotive, Inc.* | 72,200 | 2,527 | ||||||
Target Corp.(a) | 159,811 | 5,496 | ||||||
58,566 | ||||||||
Consumer Staples (13.9%) | ||||||||
Colgate-Palmolive Co.(a) | 140,421 | 8,282 | ||||||
Costco Wholesale Corp. | 146,195 | 6,772 | ||||||
CVS Caremark Corp. | 271,200 | 7,455 | ||||||
General Mills, Inc. | 38,600 | 1,925 | ||||||
Kroger Co. (The)(a) | 120,100 | 2,549 | ||||||
PepsiCo, Inc. | 252,754 | 13,012 | ||||||
Philip Morris International, Inc. | 313,800 | 11,165 | ||||||
TJX Cos., Inc. (The)(a) | 157,700 | 4,043 | ||||||
Wal-Mart Stores, Inc. | 244,900 | 12,759 | ||||||
67,962 | ||||||||
Energy (8.3%) | ||||||||
Cameron International Corp.*(a) | 220,500 | 4,836 | ||||||
Exxon Mobil Corp.(a) | 149,090 | 10,153 | ||||||
Occidental Petroleum Corp.(a) | 190,000 | 10,574 | ||||||
Schlumberger Ltd.(a) | 117,162 | 4,759 | ||||||
Southwestern Energy Co.* | 154,500 | 4,587 | ||||||
Transocean Ltd.* | 97,252 | 5,722 | ||||||
40,631 | ||||||||
Financials (4.1%) | ||||||||
Charles Schwab Corp. (The)(a) | 454,000 | 7,037 | ||||||
Morgan Stanley | 103,200 | 2,350 | ||||||
Northern Trust Corp. | 57,400 | 3,434 | ||||||
Visa, Inc., Cl A(a) | 133,716 | 7,434 | ||||||
20,255 | ||||||||
Health Care (13.7%) | ||||||||
Allergan, Inc. | 157,875 | 7,540 | ||||||
Amgen, Inc.* | 118,100 | 5,848 | ||||||
Baxter International, Inc. | 230,968 | 11,830 | ||||||
Becton, Dickinson & Co. | 131,600 | 8,849 | ||||||
Covance, Inc.* | 47,060 | 1,677 | ||||||
Express Scripts, Inc.*(a) | 164,980 | 7,617 | ||||||
Gilead Sciences, Inc.*(a) | 295,975 | 13,710 | ||||||
Intuitive Surgical, Inc.*(a) | 35,900 | 3,423 | ||||||
Thermo Fisher Scientific, Inc.* | 177,800 | 6,342 | ||||||
66,836 | ||||||||
Industrials (8.9%) | ||||||||
Caterpillar, Inc.(a) | 97,500 | 2,726 | ||||||
Emerson Electric Co. | 239,479 | 6,844 | ||||||
First Solar, Inc.*(a) | 26,900 | 3,570 | ||||||
Honeywell International, Inc. | 218,471 | 6,087 | ||||||
Illinois Tool Works, Inc.(a) | 108,300 | 3,341 | ||||||
Raytheon Co. | 154,749 | 6,026 | ||||||
Union Pacific Corp. | 164,400 | 6,758 | ||||||
United Parcel Service, Inc., Cl B | 81,500 | 4,011 | ||||||
Waste Management, Inc.(a) | 162,300 | 4,155 | ||||||
43,518 | ||||||||
Information Technology (30.8%) | ||||||||
Adobe Systems, Inc.*(a) | 288,975 | 6,181 | ||||||
Analog Devices, Inc. | 167,000 | 3,218 | ||||||
Apple, Inc.*(a) | 132,695 | 13,949 | ||||||
Baidu, Inc. ADR*(a) | 23,600 | 4,168 | ||||||
Cisco Systems, Inc.* | 535,018 | 8,972 | ||||||
EMC Corp.*(a) | 592,000 | 6,749 | ||||||
Google, Inc., Cl A*(a) | 46,953 | 16,342 | ||||||
Hewlett-Packard Co.(a) | 215,879 | 6,921 | ||||||
Intel Corp.(a) | 824,030 | 12,402 | ||||||
International Business Machines Corp. | 171,512 | 16,618 | ||||||
Juniper Networks, Inc.*(a) | 197,200 | 2,970 | ||||||
McAfee, Inc.*(a) | 178,900 | 5,993 | ||||||
Microsoft Corp.(a) | 860,322 | 15,804 | ||||||
Oracle Corp.*(a) | 851,333 | 15,384 | ||||||
QUALCOMM, Inc.(a) | 382,500 | 14,883 | ||||||
150,554 | ||||||||
Materials (4.0%) | ||||||||
Monsanto Co.(a) | 125,500 | 10,429 | ||||||
Praxair, Inc. | 136,705 | 9,199 | ||||||
19,628 | ||||||||
Transportation (0.5%) | ||||||||
J.B. Hunt Transport Services, Inc.(a) | 98,700 | 2,380 | ||||||
Total Common Stocks | 470,330 | |||||||
67
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Large Cap Growth Stock Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Short-Term Investment (28.0%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 136,846 | 136,846 | ||||||
Total Short-Term Investment | 136,846 | |||||||
Money Market Fund (3.7%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 18,021,623 | 18,022 | ||||||
Total Money Market Fund | 18,022 | |||||||
Total Investments (Cost $668,866)(d) — 127.9% | 625,198 | |||||||
Liabilities in excess of other assets — (27.9)% | (136,365 | ) | ||||||
Net Assets — 100.0% | $ | 488,833 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $133,378. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
ADR | — American Depositary Receipt |
68
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (99.3%) | ||||||||
Consumer Discretionary (10.6%) | ||||||||
Advance Auto Parts, Inc. | 4,762 | 196 | ||||||
Apollo Group, Inc., Cl A* | 3,227 | 253 | ||||||
Ball Corp. | 8,256 | 358 | ||||||
Comcast Corp., Cl A | 35,357 | 482 | ||||||
D.R. Horton, Inc. | 23,504 | 228 | ||||||
Darden Restaurants, Inc. | 7,774 | 266 | ||||||
Family Dollar Stores, Inc. | 7,294 | 243 | ||||||
Gap, Inc. (The) | 20,234 | 263 | ||||||
H&R Block, Inc. | 11,899 | 216 | ||||||
Interpublic Group of Cos., Inc.* | 51,154 | 211 | ||||||
ITT Educational Services, Inc.* | 1,606 | 195 | ||||||
Liberty Media Corp.- Entertainment, Ser A* | 10,314 | 206 | ||||||
McDonald’s Corp. | 11,778 | 643 | ||||||
Pitney Bowes, Inc. | 17,352 | 405 | ||||||
Polo Ralph Lauren Corp. | 5,679 | 240 | ||||||
Priceline.com, Inc.* | 2,075 | 164 | ||||||
Pulte Homes, Inc. | 21,863 | 239 | ||||||
Ross Stores, Inc. | 5,912 | 212 | ||||||
SAIC, Inc.* | 25,320 | 473 | ||||||
5,493 | ||||||||
Consumer Staples (13.0%) | ||||||||
Archer-Daniels-Midland Co. | 28,403 | 789 | ||||||
Brown-Forman Corp., Cl B | 14,585 | 566 | ||||||
Dean Foods Co.* | 30,496 | 552 | ||||||
Dollar Tree, Inc.* | 4,374 | 195 | ||||||
H.J. Heinz Co. | 20,934 | 692 | ||||||
Hershey Co. (The) | 18,913 | 657 | ||||||
Lorillard, Inc. | 11,964 | 739 | ||||||
Procter & Gamble Co. (The) | 22,560 | 1,062 | ||||||
Safeway, Inc. | 35,603 | 719 | ||||||
SYSCO Corp. | 32,899 | 750 | ||||||
6,721 | ||||||||
Energy (11.9%) | ||||||||
Anadarko Petroleum Corp. | 14,193 | 552 | ||||||
Axis Capital Holdings Ltd. | 10,572 | 238 | ||||||
Chevron Corp. | 15,454 | 1,039 | ||||||
Exxon Mobil Corp. | 38,572 | 2,627 | ||||||
FMC Technologies, Inc.* | 13,718 | 430 | ||||||
Noble Corp. | 16,988 | 409 | ||||||
Sunoco, Inc. | 12,029 | 319 | ||||||
Tesoro Corp. | 26,069 | 351 | ||||||
UGI Corp. | 9,020 | 213 | ||||||
6,178 | ||||||||
Financials (9.6%) | ||||||||
AFLAC, Inc. | 17,716 | 343 | ||||||
Annaly Capital Management, Inc. REIT | 17,284 | 240 | ||||||
Arch Capital Group Ltd.* | 4,289 | 231 | ||||||
Assurant, Inc. | 12,842 | 280 | ||||||
Cincinnati Financial Corp. | 12,423 | 284 | ||||||
Everest Re Group Ltd. | 3,591 | 254 | ||||||
Federated Investors, Inc., Cl B | 13,569 | 302 | ||||||
Fidelity National Financial, Inc., Cl A | 13,944 | 272 | ||||||
First Horizon National Corp. | 28,337 | 304 | ||||||
Morgan Stanley | 20,649 | 470 | ||||||
New York Community Bancorp, Inc. | 24,484 | 274 | ||||||
Northern Trust Corp. | 5,876 | 352 | ||||||
Plum Creek Timber Co., Inc. | 10,534 | 306 | ||||||
Public Storage REIT | 5,435 | 300 | ||||||
Torchmark Corp. | 12,305 | 323 | ||||||
Travelers Cos., Inc. (The) | 10,783 | 438 | ||||||
4,973 | ||||||||
Health Care (16.5%) | ||||||||
AmerisourceBergen Corp. | 15,630 | 510 | ||||||
Amgen, Inc.* | 17,219 | 853 | ||||||
Biogen Idec, Inc.* | 12,259 | 643 | ||||||
Forest Laboratories, Inc.* | 24,139 | 530 | ||||||
Johnson & Johnson | 30,292 | 1,594 | ||||||
McKesson Corp. | 13,209 | 463 | ||||||
Mylan, Inc.* | 40,259 | 540 | ||||||
Omnicare, Inc. | 19,992 | 490 | ||||||
Pharmaceutical Product Development, Inc. | 19,488 | 462 | ||||||
Quest Diagnostics, Inc. | 11,031 | 524 | ||||||
ResMed, Inc.* | 12,974 | 458 | ||||||
Schering-Plough Corp. | 39,141 | 922 | ||||||
Watson Pharmaceuticals, Inc.* | 18,209 | 566 | ||||||
8,555 | ||||||||
Industrials (7.3%) | ||||||||
Equifax, Inc. | 15,119 | 370 | ||||||
Flowserve Corp. | 6,815 | 382 | ||||||
Fluor Corp. | 10,988 | 380 | ||||||
General Dynamics Corp. | 10,066 | 419 | ||||||
Goodrich Corp. | 10,111 | 383 | ||||||
ITT Corp. | 9,766 | 376 | ||||||
Jacobs Engineering Group, Inc.* | 10,599 | 410 | ||||||
L-3 Communications Holdings, Inc. | 5,490 | 372 |
69
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Industrials—continued | ||||||||
Pall Corp. | 14,064 | 287 | ||||||
URS Corp.* | 10,458 | 422 | ||||||
3,801 | ||||||||
Information Technology (18.2%) | ||||||||
Accenture Ltd., Cl A | 16,349 | 449 | ||||||
Automatic Data Processing, Inc. | 17,658 | 621 | ||||||
BMC Software, Inc.* | 17,007 | 561 | ||||||
CA, Inc. | 30,029 | 529 | ||||||
Computer Sciences Corp.* | 14,485 | 534 | ||||||
Compuware Corp.* | 82,625 | 544 | ||||||
Dun & Bradstreet Corp. (The) | 4,487 | 345 | ||||||
EMC Corp.* | 60,705 | 692 | ||||||
Hewitt Associates, Inc., Cl A* | 16,326 | 486 | ||||||
IHS, Inc., Cl A* | 8,590 | 354 | ||||||
International Business Machines Corp. | 15,318 | 1,484 | ||||||
Lender Processing Services, Inc. | 17,464 | 535 | ||||||
Marvel Technology Group Ltd.* | 63,704 | 584 | ||||||
QLogic Corp.* | 51,725 | 575 | ||||||
Red Hat, Inc.* | 33,814 | 603 | ||||||
Synopsys, Inc.* | 25,432 | 527 | ||||||
9,423 | ||||||||
Materials (3.6%) | ||||||||
CF Industries Holdings, Inc. | 5,417 | 385 | ||||||
FMC Corp. | 7,984 | 344 | ||||||
Pactiv Corp.* | 23,546 | 344 | ||||||
Peabody Energy Corp. | 18,369 | 460 | ||||||
Terra Industries, Inc. | 12,505 | 351 | ||||||
1,884 | ||||||||
Telecommunication Services (4.0%) | ||||||||
American Tower Corp., Cl A* | 5,383 | 164 | ||||||
AT&T, Inc. | 47,505 | 1,197 | ||||||
Verizon Communications, Inc. | 23,906 | 722 | ||||||
2,083 | ||||||||
Transportation (0.8%) | ||||||||
Norfolk Southern Corp. | 12,750 | 430 | ||||||
Utilities (3.8%) | ||||||||
CMS Energy Corp. | 20,810 | 246 | ||||||
DPL, Inc. | 10,258 | 231 | ||||||
Exelon Corp. | 9,505 | 432 | ||||||
NRG Energy, Inc.* | 11,269 | 198 | ||||||
NSTAR | 6,801 | 217 | ||||||
PG&E Corp. | 8,215 | 314 | ||||||
Sempra Energy | 7,152 | 331 | ||||||
1,969 | ||||||||
Total Common Stocks | 51,510 | |||||||
Money Market Fund (0.7%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(a) | 375,549 | 376 | ||||||
Total Money Market Fund | 376 | |||||||
Total Investments (Cost $54,082)(b) — 100.0% | 51,886 | |||||||
Other assets in excess of liabilities — 0.0% | 16 | |||||||
Net Assets — 100.0% | $ | 51,902 | ||||||
* | Non-income producing security. | |
(a) | Affiliate investment. | |
(b) | Represents cost for financial reporting purposes. |
REIT | — Real Estate Investment Trust |
70
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (93.4%) | ||||||||
Consumer Discretionary (7.5%) | ||||||||
Home Depot, Inc. (The)(a) | 875,150 | 20,619 | ||||||
J.C. Penney Co., Inc.(a) | 880,500 | 17,672 | ||||||
Lowe’s Cos., Inc. | 522,750 | 9,540 | ||||||
Mattel, Inc. | 1,361,750 | 15,701 | ||||||
Time Warner Cable, Inc. | 139,999 | 3,472 | ||||||
Time Warner, Inc.(a) | 557,744 | 10,764 | ||||||
77,768 | ||||||||
Consumer Staples (13.2%) | ||||||||
Campbell Soup Co.(a) | 712,650 | 19,498 | ||||||
Colgate-Palmolive Co. | 201,000 | 11,855 | ||||||
ConAgra Foods, Inc.(a) | 1,254,900 | 21,170 | ||||||
CVS Caremark Corp.(a) | 447,600 | 12,305 | ||||||
Estee Lauder Cos., Inc., Cl A (The)(a) | 425,200 | 10,481 | ||||||
Molson Coors Brewing Co., Cl B(a) | 307,950 | 10,557 | ||||||
PepsiCo, Inc.(a) | 379,800 | 19,552 | ||||||
Procter & Gamble Co. (The) | 247,550 | 11,657 | ||||||
Sara Lee Corp.(a) | 2,482,350 | 20,057 | ||||||
137,132 | ||||||||
Energy (15.2%) | ||||||||
Chevron Corp.(a) | 394,750 | 26,543 | ||||||
ConocoPhillips(a) | 397,957 | 15,584 | ||||||
Devon Energy Corp. | 474,900 | 21,223 | ||||||
Exxon Mobil Corp.(a) | 430,000 | 29,283 | ||||||
Marathon Oil Corp. | 763,600 | 20,075 | ||||||
Talisman Energy, Inc. | 1,714,200 | 17,999 | ||||||
Tidewater, Inc.(a) | 156,331 | 5,805 | ||||||
XTO Energy, Inc. | 693,200 | 21,226 | ||||||
157,738 | ||||||||
Financials (14.0%) | ||||||||
Charles Schwab Corp. (The)(a) | 1,567,500 | 24,296 | ||||||
Franklin Resources, Inc.(a) | 684,200 | 36,858 | ||||||
JPMorgan Chase & Co.(a) | 1,591,516 | 42,302 | ||||||
Morgan Stanley(a) | 512,900 | 11,679 | ||||||
Travelers Cos., Inc. (The) | 745,350 | 30,291 | ||||||
145,426 | ||||||||
Health Care (8.6%) | ||||||||
Beckman Coulter, Inc.(a) | 215,900 | 11,013 | ||||||
Bristol-Myers Squibb Co.(a) | 468,500 | 10,270 | ||||||
Cardinal Health, Inc. | 278,213 | 8,758 | ||||||
Johnson & Johnson(a) | 457,500 | 24,064 | ||||||
Merck & Co., Inc. | 710,150 | 18,997 | ||||||
Wyeth | 387,800 | 16,691 | ||||||
89,793 | ||||||||
Industrials (11.3%) | ||||||||
3M Co.(a) | 447,200 | 22,235 | ||||||
Cummins, Inc. | 620,000 | 15,779 | ||||||
Emerson Electric Co. | 540,904 | 15,459 | ||||||
Parker Hannifin Corp.(a) | 477,750 | 16,234 | ||||||
Southwest Airlines Co.(a) | 1,462,100 | 9,255 | ||||||
United Parcel Service, Inc., Cl B(a) | 377,750 | 18,593 | ||||||
United Technologies Corp.(a) | 471,450 | 20,263 | ||||||
117,818 | ||||||||
Information Technology (8.3%) | ||||||||
Harris Corp. | 543,296 | 15,723 | ||||||
Intel Corp.(a) | 1,200,650 | 18,070 | ||||||
Microsoft Corp. | 1,047,850 | 19,249 | ||||||
Nokia Corp. ADR(a) | 814,250 | 9,502 | ||||||
Texas Instruments, Inc.(a) | 1,088,050 | 17,964 | ||||||
Tyco Electronics Ltd.(a) | 558,500 | 6,166 | ||||||
86,674 | ||||||||
Materials (5.7%) | ||||||||
Air Products & Chemicals, Inc.(a) | 260,800 | 14,670 | ||||||
E.I. du Pont de Nemours & Co.(a) | 491,950 | 10,985 | ||||||
Ecolab, Inc. | 411,100 | 14,277 | ||||||
PPG Industries, Inc.(a) | 294,000 | 10,849 | ||||||
Sonoco Products Co. | 376,032 | 7,889 | ||||||
58,670 | ||||||||
Telecommunication Services (5.2%) | ||||||||
AT&T, Inc.(a) | 1,073,450 | 27,051 | ||||||
Verizon Communications, Inc.(a) | 884,260 | 26,704 | ||||||
53,755 | ||||||||
Utilities (4.4%) | ||||||||
Edison International | 363,500 | 10,472 | ||||||
Entergy Corp. | 147,100 | 10,016 | ||||||
Public Service Enterprise Group, Inc. | 354,750 | 10,455 |
71
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Utilities—continued | ||||||||
Questar Corp. | 483,764 | 14,237 | ||||||
45,180 | ||||||||
Total Common Stocks | 969,954 | |||||||
Short-Term Investment (23.5%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 243,940 | 243,940 | ||||||
Total Short-Term Investment | 243,940 | |||||||
Money Market Fund (6.9%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 71,339,961 | 71,340 | ||||||
Total Money Market Fund | 71,340 | |||||||
Total Investments (Cost $1,434,400)(d) — 123.8% | 1,285,234 | |||||||
Liabilities in excess of other assets — (23.8)% | (246,831 | ) | ||||||
Net Assets — 100.0% | $ | 1,038,403 | ||||||
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $236,305. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
ADR | — American Depositary Receipt |
72
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (96.7%) | ||||||||
Consumer Discretionary (16.0%) | ||||||||
Advance Auto Parts, Inc.(a) | 29,330 | 1,205 | ||||||
American Eagle Outfitters, Inc.(a) | 91,045 | 1,114 | ||||||
BorgWarner, Inc.(a) | 29,054 | 590 | ||||||
Burger King Holdings, Inc. | 49,055 | 1,126 | ||||||
Darden Restaurants, Inc.(a) | 31,990 | 1,096 | ||||||
J. Crew Group, Inc.*(a) | 72,675 | 958 | ||||||
Jack in the Box, Inc.*(a) | 52,435 | 1,221 | ||||||
Liberty Media Corp.- Entertainment, Ser A* | 26,359 | 526 | ||||||
Mattel, Inc. | 66,117 | 762 | ||||||
McGraw-Hill Cos., Inc. (The) | 15,475 | 354 | ||||||
Mohawk Industries, Inc.*(a) | 24,710 | 738 | ||||||
Nordstrom, Inc.(a) | 47,798 | 801 | ||||||
Omnicom Group, Inc.(a) | 28,555 | 668 | ||||||
Ross Stores, Inc.(a) | 28,740 | 1,031 | ||||||
Scripps Networks Interactive, Inc., Cl A(a) | 36,640 | 825 | ||||||
13,015 | ||||||||
Consumer Staples (7.5%) | ||||||||
Cadbury PLC SP ADR | 23,720 | 719 | ||||||
Campbell Soup Co. | 17,025 | 466 | ||||||
Church & Dwight Co., Inc.(a) | 21,613 | 1,129 | ||||||
Clorox Co. (The)(a) | 20,532 | 1,057 | ||||||
Dr Pepper Snapple Group, Inc.* | 64,570 | 1,092 | ||||||
J. M. Smucker Co. (The) | 25,835 | 963 | ||||||
Lorillard, Inc. | 10,520 | 649 | ||||||
6,075 | ||||||||
Energy (8.1%) | ||||||||
Anadarko Petroleum Corp. | 22,060 | 858 | ||||||
Arch Coal, Inc. | 26,870 | 359 | ||||||
Cameron International Corp.* | 39,883 | 875 | ||||||
Cimarex Energy Co.(a) | 23,755 | 437 | ||||||
Core Laboratories NV | 10,082 | 737 | ||||||
Diamond Offshore Drilling, Inc.(a) | 12,315 | 774 | ||||||
Murphy Oil Corp. | 18,910 | 847 | ||||||
Noble Energy, Inc. | 24,135 | 1,300 | ||||||
Spectra Energy Corp. | 27,505 | 389 | ||||||
6,576 | ||||||||
Financials (13.9%) | ||||||||
Ameriprise Financial, Inc. | 21,440 | 439 | ||||||
Arch Capital Group Ltd.*(a) | 15,510 | 835 | ||||||
Discover Financial Services(a) | 103,450 | 653 | ||||||
Equity Residential REIT | 16,225 | 298 | ||||||
HCP, Inc. REIT(a) | 13,640 | 244 | ||||||
Hudson City Bancorp, Inc. | 40,495 | 473 | ||||||
Invesco Ltd. | 71,205 | 987 | ||||||
Jones Lang LaSalle, Inc.(a) | 18,995 | 442 | ||||||
M&T Bank Corp.(a) | 19,152 | 866 | ||||||
Markel Corp.* | 2,994 | 850 | ||||||
NASDAQ OMX Group, Inc. (The)* | 28,735 | 563 | ||||||
Northern Trust Corp. | 16,840 | 1,007 | ||||||
Progressive Corp. (The)* | 49,080 | 660 | ||||||
Public Storage REIT(a) | 5,815 | 321 | ||||||
Raymond James Financial, Inc.(a) | 40,275 | 793 | ||||||
SL Green Realty Corp. REIT(a) | 19,225 | 208 | ||||||
StanCorp Financial Group, Inc. | 26,835 | 611 | ||||||
T. Rowe Price Group, Inc.(a) | 29,385 | 848 | ||||||
Weingarten Realty Investors REIT(a) | 19,210 | 183 | ||||||
11,281 | ||||||||
Health Care (9.1%) | ||||||||
Becton, Dickinson & Co. | 9,360 | 629 | ||||||
C.R. Bard, Inc. | 11,440 | 912 | ||||||
Cephalon, Inc.*(a) | 15,685 | 1,068 | ||||||
Endo Pharmaceuticals Holdings, Inc.*(a) | 42,970 | 760 | ||||||
Express Scripts, Inc.*(a) | 21,050 | 972 | ||||||
Laboratory Corp. of America Holdings*(a) | 19,045 | 1,114 | ||||||
Thermo Fisher Scientific, Inc.* | 27,752 | 990 | ||||||
Universal Health Services, Inc., Cl B | 24,710 | 947 | ||||||
7,392 | ||||||||
Industrials (10.8%) | ||||||||
Cooper Industries Ltd., Cl A | 13,205 | 341 | ||||||
Copart, Inc.*(a) | 36,412 | 1,080 | ||||||
CSX Corp. | 19,797 | 512 | ||||||
Curtiss-Wright Corp.(a) | 33,148 | 930 | ||||||
Dover Corp.(a) | 33,624 | 887 | ||||||
Eaton Corp. | 26,693 | 984 | ||||||
Fluor Corp.(a) | 13,085 | 452 | ||||||
Goodrich Corp. | 26,958 | 1,021 | ||||||
L-3 Communications Holdings, Inc. | 14,778 | 1,002 |
73
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Mid-Cap Core Equity Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Industrials—continued | ||||||||
PACCAR, Inc. | 22,771 | 587 | ||||||
Rockwell Automation, Inc.(a) | 42,157 | 921 | ||||||
8,717 | ||||||||
Information Technology (16.6%) | ||||||||
Adobe Systems, Inc.* | 37,847 | 810 | ||||||
Agilent Technologies, Inc.* | 52,095 | 801 | ||||||
Altera Corp.(a) | 52,560 | 922 | ||||||
Amdocs Ltd.* | 45,540 | 843 | ||||||
Analog Devices, Inc. | 29,880 | 576 | ||||||
BMC Software, Inc.* | 46,546 | 1,535 | ||||||
Harris Corp. | 30,605 | 886 | ||||||
Juniper Networks, Inc.*(a) | 68,140 | 1,026 | ||||||
NCR Corp.* | 67,041 | 533 | ||||||
Polycom, Inc.*(a) | 50,575 | 778 | ||||||
Sybase, Inc.*(a) | 47,170 | 1,429 | ||||||
Symantec Corp.*(a) | 73,590 | 1,099 | ||||||
Teradata Corp.* | 56,322 | 914 | ||||||
Western Union Co. | 45,790 | 576 | ||||||
Xilinx, Inc.(a) | 39,000 | 747 | ||||||
13,475 | ||||||||
Materials (5.1%) | ||||||||
Air Products & Chemicals, Inc. | 18,055 | 1,015 | ||||||
Albemarle Corp.(a) | 45,334 | 987 | ||||||
FMC Corp. | 21,457 | 926 | ||||||
Packaging Corp. of America | 41,427 | 539 | ||||||
Steel Dynamics, Inc.(a) | 72,041 | 635 | ||||||
4,102 | ||||||||
Telecommunication Services (1.8%) | ||||||||
NTELOS Holdings Corp.(a) | 43,218 | 784 | ||||||
Telephone & Data Systems, Inc. | 26,430 | 701 | ||||||
1,485 | ||||||||
Utilities (7.8%) | ||||||||
Edison International | 33,715 | 971 | ||||||
MDU Resources Group, Inc. | 56,520 | 912 | ||||||
OGE Energy Corp. | 43,720 | 1,041 | ||||||
ONEOK, Inc. | 34,305 | 776 | ||||||
Pepco Holdings, Inc.(a) | 40,635 | 507 | ||||||
PG&E Corp.(a) | 26,600 | 1,017 | ||||||
Xcel Energy, Inc. | 59,070 | 1,101 | ||||||
6,325 | ||||||||
Total Common Stocks | 78,443 | |||||||
Exchange Traded Fund (0.5%) | ||||||||
SPDR KBW Regional Banking ETF | 20,440 | 394 | ||||||
Total Exchange Traded Fund | 394 | |||||||
Short-Term Investment (32.9%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 26,685 | 26,685 | ||||||
Total Short-Term Investment | 26,685 | |||||||
Money Market Fund (2.3%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 1,867,299 | 1,867 | ||||||
Total Money Market Fund | 1,867 | |||||||
Total Investments (Cost $130,954)(d) — 132.4% | 107,389 | |||||||
Liabilities in excess of other assets — (32.4)% | (26,253 | ) | ||||||
Net Assets — 100.0% | $ | 81,136 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $25,973. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
ADR | — American Depositary Receipt | |
ETF | — Exchange Traded Fund | |
REIT | — Real Estate Investment Trust |
74
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (94.0%) | ||||||||
Consumer Discretionary (6.7%) | ||||||||
Gap, Inc. (The)(a) | 332,600 | 4,320 | ||||||
Harman International Industries, Inc.(a) | 262,000 | 3,545 | ||||||
Lowe’s Cos., Inc. | 174,000 | 3,176 | ||||||
Mattel, Inc. | 413,500 | 4,768 | ||||||
15,809 | ||||||||
Consumer Staples (15.5%) | ||||||||
Campbell Soup Co.(a) | 183,300 | 5,015 | ||||||
ConAgra Foods, Inc.(a) | 278,000 | 4,690 | ||||||
Estee Lauder Cos., Inc., Cl A (The)(a) | 209,800 | 5,172 | ||||||
Molson Coors Brewing Co., Cl B | 140,300 | 4,809 | ||||||
Pepsi Bottling Group, Inc. (The) | 200,000 | 4,428 | ||||||
Safeway, Inc.(a) | 281,600 | 5,686 | ||||||
Sara Lee Corp. | 780,100 | 6,303 | ||||||
SYSCO Corp. | 25,100 | 572 | ||||||
36,675 | ||||||||
Energy (12.5%) | ||||||||
Noble Energy, Inc.(a) | 111,100 | 5,986 | ||||||
Talisman Energy, Inc. | 550,000 | 5,775 | ||||||
Tidewater, Inc.(a) | 126,300 | 4,689 | ||||||
Williams Cos., Inc. (The) | 556,500 | 6,333 | ||||||
XTO Energy, Inc. | 217,100 | 6,648 | ||||||
29,431 | ||||||||
Financials (18.6%) | ||||||||
Charles Schwab Corp. (The)(a) | 441,000 | 6,834 | ||||||
Cullen/Frost Bankers, Inc. | 71,900 | 3,375 | ||||||
Franklin Resources, Inc. | 165,400 | 8,910 | ||||||
Hanover Insurance Group, Inc. (The)(a) | 170,500 | 4,914 | ||||||
HCC Insurance Holdings, Inc.(a) | 69,100 | 1,741 | ||||||
Lazard Ltd., Cl A(a) | 161,400 | 4,745 | ||||||
Marsh & McLennan Cos., Inc. | 186,700 | 3,781 | ||||||
Morgan Stanley | 72,100 | 1,642 | ||||||
People’s United Financial, Inc. | 191,800 | 3,447 | ||||||
Platinum Underwriters Holdings Ltd. | 123,700 | 3,508 | ||||||
PNC Financial Services Group, Inc. | 34,900 | 1,022 | ||||||
43,919 | ||||||||
Health Care (6.1%) | ||||||||
Beckman Coulter, Inc. | 95,800 | 4,887 | ||||||
Cardinal Health, Inc. | 163,900 | 5,160 | ||||||
Perrigo Co. | 24,000 | 596 | ||||||
STERIS Corp. | 166,300 | 3,871 | ||||||
14,514 | ||||||||
Industrials (3.5%) | ||||||||
Cummins, Inc. | 102,800 | 2,616 | ||||||
Emerson Electric Co. | 21,700 | 620 | ||||||
Southwest Airlines Co. | 785,900 | 4,975 | ||||||
8,211 | ||||||||
Information Technology (8.6%) | ||||||||
Harris Corp. | 117,815 | 3,409 | ||||||
Intersil Corp., Cl A(a) | 363,900 | 4,185 | ||||||
Paychex, Inc.(a) | 193,800 | 4,975 | ||||||
Seagate Technology(a) | 771,200 | 4,635 | ||||||
Tyco Electronics Ltd.(a) | 279,100 | 3,081 | ||||||
20,285 | ||||||||
Materials (9.5%) | ||||||||
Ecolab, Inc. | 130,700 | 4,539 | ||||||
Lubrizol Corp. (The) | 179,500 | 6,105 | ||||||
PPG Industries, Inc. | 35,100 | 1,295 | ||||||
Sonoco Products Co. | 256,200 | 5,375 | ||||||
Weyerhaeuser Co.(a) | 182,100 | 5,021 | ||||||
22,335 | ||||||||
Transportation (1.8%) | ||||||||
FedEx Corp. | 95,900 | 4,267 | ||||||
Utilities (11.2%) | ||||||||
Allegheny Energy, Inc. | 226,500 | 5,248 | ||||||
American Electric Power Co., Inc.(a) | 118,700 | 2,998 | ||||||
Edison International | 184,100 | 5,304 | ||||||
Entergy Corp. | 79,900 | 5,441 | ||||||
Sempra Energy(a) | 61,500 | 2,844 | ||||||
TECO Energy, Inc.(a) | 404,500 | 4,510 | ||||||
26,345 | ||||||||
Total Common Stocks | 221,791 | |||||||
75
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Mid-Cap Value Equity Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Short-Term Investment (13.0%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 30,558 | 30,558 | ||||||
Total Short-Term Investment | 30,558 | |||||||
Money Market Fund (5.5%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 13,065,331 | 13,065 | ||||||
Total Money Market Fund | 13,065 | |||||||
Total Investments (Cost $299,584)(d) — 112.5% | 265,414 | |||||||
Liabilities in excess of other assets — (12.5)% | (29,518 | ) | ||||||
Net Assets — 100.0% | $ | 235,896 | ||||||
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $29,672. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
76
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Long Positions (129.1%) | ||||||||
Common Stocks (128.9%) | ||||||||
Casinos & Gaming (0.7%) | ||||||||
Monarch Casino & Resort, Inc.* | 6,600 | 34 | ||||||
Diversified (8.6%) | ||||||||
Cornell Companies, Inc.* | 2,300 | 38 | ||||||
DuPont Fabros Technology, Inc. | 8,500 | 58 | ||||||
Fidelity National Financial, Inc., Cl A | 1,800 | 35 | ||||||
First American Corp. | 800 | 21 | ||||||
Investors Real Estate Trust | 7,400 | 73 | ||||||
PS Business Parks, Inc. REIT | 2,700 | 100 | ||||||
Vornado Realty Trust REIT | 2,008 | 67 | ||||||
392 | ||||||||
Health Care (18.9%) | ||||||||
HCP, Inc. REIT | 14,100 | 252 | ||||||
Health Care REIT, Inc. | 4,000 | 122 | ||||||
National Health Investors, Inc. REIT | 1,300 | 35 | ||||||
Nationwide Health Properties, Inc. | 4,200 | 93 | ||||||
OMEGA Healthcare Investors, Inc. | 4,600 | 65 | ||||||
Skilled Healthcare Group, Inc. Cl A* | 2,400 | 20 | ||||||
Sun Healthcare Group, Inc.* | 2,200 | 19 | ||||||
Universal Health Realty Income Trust REIT | 3,500 | 102 | ||||||
Universal Health Services, Inc., Cl B | 900 | 34 | ||||||
Ventas, Inc. REIT | 5,300 | 120 | ||||||
862 | ||||||||
Heavy Construction (4.9%) | ||||||||
Granite Construction, Inc. | 2,000 | 75 | ||||||
Insituform Technologies, Inc., Cl A* | 1,500 | 23 | ||||||
Michael Baker Corp.* | 3,100 | 81 | ||||||
Perini Corp.* | 2,700 | 33 | ||||||
The Shaw Group, Inc.* | 400 | 11 | ||||||
223 | ||||||||
Homebuilders (2.2%) | ||||||||
M/I Homes, Inc. | 3,400 | 24 | ||||||
Sun Communities, Inc. | 6,300 | 75 | ||||||
99 | ||||||||
Hotels & Leisure Properties (3.7%) | ||||||||
Entertainment Properties Trust REIT | 2,100 | 33 | ||||||
Hersha Hospitality Trust REIT | 43,600 | 83 | ||||||
Hospitality Properties Trust REIT | 4,400 | 53 | ||||||
169 | ||||||||
Industrial (14.7%) | ||||||||
Comfort Systems USA, Inc. | 3,200 | 33 | ||||||
First Potomac Realty Trust REIT | 8,000 | 59 | ||||||
Pike Electric Corp.* | 2,500 | 23 | ||||||
ProLogis REIT | 14,300 | 93 | ||||||
Public Storage REIT | 6,600 | 365 | ||||||
U-Store-It Trust REIT | 41,200 | 83 | ||||||
URS Corp.* | 400 | 16 | ||||||
672 | ||||||||
Land & Forest Products (7.9%) | ||||||||
Plum Creek Timber Co., Inc. | 8,200 | 238 | ||||||
Rayonier, Inc. REIT | 4,100 | 124 | ||||||
362 | ||||||||
Mortgage (7.7%) | ||||||||
American Capital Agency Corp. REIT | 5,000 | 85 | ||||||
Anworth Mortgage Asset Corp. REIT | 16,300 | 100 | ||||||
Hatteras Financial Corp. | 4,000 | 100 | ||||||
MFA Financial, Inc. REIT | 11,700 | 69 | ||||||
354 | ||||||||
Office (23.6%) | ||||||||
BioMed Realty Trust, Inc. REIT | 2,400 | 16 | ||||||
Boston Properties, Inc. REIT | 3,600 | 126 | ||||||
Brandywine Realty Trust REIT | 16,100 | 46 | ||||||
Corporate Office Properties Trust REIT | 3,100 | 77 | ||||||
Digital Reality Trust, Inc. REIT | 5,500 | 182 | ||||||
Douglas Emmett, Inc. REIT | 6,200 | 46 | ||||||
Franklin Street Properties Corp. | 1,800 | 22 | ||||||
Highwoods Properties, Inc. REIT | 8,100 | 174 | ||||||
HRPT Properties Trust REIT | 6,700 | 21 | ||||||
Lexington Realty Trust REIT | 46,500 | 111 | ||||||
Liberty Property Trust REIT | 9,000 | 170 | ||||||
Mack-Cali Realty Corp. REIT | 4,300 | 85 | ||||||
1,076 | ||||||||
77
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Real Estate 130/30 Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Real Estate Services (1.2%) | ||||||||
Getty Realty Corp. REIT | 2,300 | 42 | ||||||
SBA Communications Corp., Cl A* | 500 | 12 | ||||||
54 | ||||||||
Residential (14.9%) | ||||||||
Alexander’s Inc. | 100 | 17 | ||||||
American Campus Communities, Inc. REIT | 2,200 | 38 | ||||||
Associated Estates Realty Corp. REIT | 2,200 | 13 | ||||||
AvalonBay Communities, Inc. REIT | 3,300 | 155 | ||||||
BRE Properties, Inc. REIT | 1,900 | 37 | ||||||
Camden Property Trust REIT | 1,000 | 22 | ||||||
Equity Lifestyle Properties, Inc. REIT | 4,400 | 168 | ||||||
Equity Residential REIT | 4,000 | 73 | ||||||
Essex Property Trust, Inc. REIT | 700 | 40 | ||||||
Home Properties, Inc. REIT | 2,300 | 71 | ||||||
Mid-America Apartment Communities, Inc. REIT | 1,400 | 43 | ||||||
UDR, Inc. REIT | 443 | 4 | ||||||
681 | ||||||||
Retail (19.9%) | ||||||||
Federal Realty Investment Trust REIT | 2,700 | 124 | ||||||
Inland Real Estate Corp. REIT | 9,300 | 66 | ||||||
National Retail Properties, Inc. REIT | 12,100 | 191 | ||||||
Simon Property Group, Inc. REIT | 9,174 | 318 | ||||||
Tanger Factory Outlet Centers, Inc. REIT | 4,500 | 139 | ||||||
The Macerich Co. REIT | 6,200 | 39 | ||||||
Urstadt Biddle Properties, Cl A REIT | 2,300 | 31 | ||||||
908 | ||||||||
Total Common Stocks | 5,886 | |||||||
Short-Term Investment (0.2%) | ||||||||
Brown Brothers Harriman & Co., Cayman Islands Cash Sweep, 0.080%, 04/01/09(a) | 10,371 | 10 | ||||||
Total Short-Term Investment | 10 | |||||||
Total Investments — 128.9% | ||||||||
Total Long Positions (Cost $6,543)(b) | 5,896 | |||||||
Other assets in excess of liabilities — 0.8% | 38 | |||||||
Short Positions (see summary below) — (29.9)% | (1,365 | ) | ||||||
Net Assets — 100.0% | $ | 4,569 | ||||||
Short Positions ((29.9)%) | ||||||||
Common Stocks Sold Short ((29.9)%) | ||||||||
Casinos & Gaming ((0.4)%) | ||||||||
Las Vegas Sands Corp.* | (6,300 | ) | (19 | ) | ||||
Diversified ((9.4)%) | ||||||||
Capital Source, Inc. REIT | (28,000 | ) | (34 | ) | ||||
Colonial Properties Trust REIT | (12,400 | ) | (47 | ) | ||||
Duke Realty Corp. | (7,900 | ) | (43 | ) | ||||
Tejon Ranch Co.* | (2,500 | ) | (52 | ) | ||||
The Geo Group, Inc.* | (1,600 | ) | (21 | ) | ||||
Washington Real Estate Investment Trust REIT | (6,800 | ) | (117 | ) | ||||
Winthrop Realty Trust | (16,600 | ) | (115 | ) | ||||
(429 | ) | |||||||
Health Care ((3.0)%) | ||||||||
Cogdell Spencer, Inc. | (2,300 | ) | (12 | ) | ||||
Community Health Systems, Inc.* | (700 | ) | (11 | ) | ||||
Healthcare Realty Trust, Inc. REIT | (3,300 | ) | (49 | ) | ||||
HEALTHSOUTH Corp.* | (2,700 | ) | (24 | ) | ||||
LTC Properties, Inc. REIT | (1,700 | ) | (30 | ) | ||||
Psychiatric Solutions, Inc.* | (800 | ) | (12 | ) | ||||
(138 | ) | |||||||
Heavy Construction ((0.5)%) | ||||||||
Foster Wheeler AG* | (700 | ) | (12 | ) | ||||
Quanta Services, Inc.* | (500 | ) | (11 | ) | ||||
(23 | ) | |||||||
Homebuilders ((3.4)%) | ||||||||
KB Home | (1,900 | ) | (25 | ) | ||||
M.D.C. Holdings, Inc. | (1,700 | ) | (53 | ) | ||||
Pulte Homes, Inc. | (2,100 | ) | (23 | ) | ||||
The Ryland Group, Inc. | (1,400 | ) | (23 | ) | ||||
Toll Brothers, Inc.* | (1,800 | ) | (33 | ) | ||||
(157 | ) | |||||||
Hotels & Leisure Properties ((2.8)%) | ||||||||
Ashford Hospitality Trust | (24,900 | ) | (38 | ) | ||||
International Speedway Corp., Cl A | (500 | ) | (11 | ) | ||||
LaSalle Hotel Properties REIT | (2,700 | ) | (16 | ) | ||||
Marriott International, Inc., Cl A | (2,400 | ) | (39 | ) |
78
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Real Estate 130/30 Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Hotels & Leisure Properties—continued | ||||||||
Starwood Hotels & Resorts Worldwide, Inc. | (1,700 | ) | (22 | ) | ||||
(126 | ) | |||||||
Industrial ((0.4)%) | ||||||||
DCT Industrial Trust, Inc. REIT | (6,400 | ) | (20 | ) | ||||
Mortgage ((2.1)%) | ||||||||
Chimera Investment Corp. REIT | (17,600 | ) | (59 | ) | ||||
KKR Financial Holdings LLC | (41,100 | ) | (37 | ) | ||||
(96 | ) | |||||||
Office ((0.3)%) | ||||||||
Kilroy Realty Corp. | (800 | ) | (14 | ) | ||||
Real Estate Services ((3.5)%) | ||||||||
Corrections Corp. of America* | (900 | ) | (11 | ) | ||||
CoStar Group, Inc.* | (1,300 | ) | (39 | ) | ||||
Extra Space Storage, Inc. | (14,800 | ) | (82 | ) | ||||
Jones Lang LaSalle, Inc. | (1,100 | ) | (26 | ) | ||||
(158 | ) | |||||||
Residential ((0.9)%) | ||||||||
Post Properties, Inc. | (2,000 | ) | (20 | ) | ||||
UDR, Inc. REIT | (2,400 | ) | (21 | ) | ||||
(41 | ) | |||||||
Retail ((3.2)%) | ||||||||
Acadia Realty Trust REIT | (1,100 | ) | (12 | ) | ||||
Equity One, Inc. REIT | (1,300 | ) | (16 | ) | ||||
Kite Realty Group Trust REIT | (11,600 | ) | (28 | ) | ||||
Pennsylvania REIT | (8,600 | ) | (31 | ) | ||||
Potlatch Corp. | (800 | ) | (19 | ) | ||||
Ramco-Gershenson Properties Trust REIT | (4,100 | ) | (26 | ) | ||||
Taubman Centers, Inc. REIT | (700 | ) | (12 | ) | ||||
(144 | ) | |||||||
Total Common Stocks Sold Short | (1,365 | ) | ||||||
Total Investment Securities Sold Short (Proceeds $1,419) | (1,365 | ) | ||||||
* | Non-income producing security. | |
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Represents cost for financial reporting purposes. |
REIT | — Real Estate Investment Trust |
79
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (95.1%) | ||||||||
Consumer Discretionary (10.9%) | ||||||||
Best Buy Co., Inc.(a) | 51,120 | 1,941 | ||||||
Coach, Inc.*(a) | 66,780 | 1,115 | ||||||
DIRECTV Group, Inc. (The)*(a) | 136,850 | 3,119 | ||||||
Kohl’s Corp.*(a) | 58,740 | 2,486 | ||||||
Lowe’s Cos., Inc. | 96,130 | 1,754 | ||||||
McDonald’s Corp. | 31,580 | 1,723 | ||||||
12,138 | ||||||||
Consumer Staples (10.9%) | ||||||||
Colgate-Palmolive Co. | 63,400 | 3,739 | ||||||
Costco Wholesale Corp. | 38,760 | 1,795 | ||||||
CVS Caremark Corp. | 93,790 | 2,578 | ||||||
PepsiCo, Inc. | 77,420 | 3,986 | ||||||
12,098 | ||||||||
Energy (7.4%) | ||||||||
Cameron International Corp.* | 93,790 | 2,057 | ||||||
Halliburton Co. | 111,640 | 1,727 | ||||||
Occidental Petroleum Corp.(a) | 48,580 | 2,704 | ||||||
Southwestern Energy Co.* | 56,900 | 1,689 | ||||||
8,177 | ||||||||
Financials (5.8%) | ||||||||
Charles Schwab Corp. (The) | 141,070 | 2,187 | ||||||
Goldman Sachs Group, Inc. (The)(a) | 23,635 | 2,506 | ||||||
T. Rowe Price Group, Inc.(a) | 58,950 | 1,701 | ||||||
6,394 | ||||||||
Health Care (18.1%) | ||||||||
Amgen, Inc.* | 72,970 | 3,613 | ||||||
Baxter International, Inc. | 68,855 | 3,527 | ||||||
Becton, Dickinson & Co. | 58,135 | 3,909 | ||||||
Express Scripts, Inc.* | 53,635 | 2,476 | ||||||
Gilead Sciences, Inc.*(a) | 69,740 | 3,230 | ||||||
Thermo Fisher Scientific, Inc.* | 93,260 | 3,327 | ||||||
20,082 | ||||||||
Industrials (6.8%) | ||||||||
Illinois Tool Works, Inc. | 38,000 | 1,172 | ||||||
Union Pacific Corp. | 57,420 | 2,361 | ||||||
United Technologies Corp. | 44,020 | 1,892 | ||||||
Waste Management, Inc.(a) | 84,695 | 2,168 | ||||||
7,593 | ||||||||
Information Technology (28.5%) | ||||||||
Analog Devices, Inc. | 75,600 | 1,457 | ||||||
Apple, Inc.*(a) | 33,500 | 3,521 | ||||||
Cisco Systems, Inc.* | 165,320 | 2,772 | ||||||
EMC Corp.*(a) | 166,150 | 1,894 | ||||||
Google, Inc., Cl A*(a) | 13,442 | 4,679 | ||||||
Intel Corp.(a) | 268,056 | 4,034 | ||||||
International Business Machines Corp. | 36,938 | 3,580 | ||||||
Juniper Networks, Inc.*(a) | 92,830 | 1,398 | ||||||
Oracle Corp.* | 229,198 | 4,142 | ||||||
QUALCOMM, Inc. | 105,750 | 4,115 | ||||||
31,592 | ||||||||
Materials (6.7%) | ||||||||
Monsanto Co. | 49,765 | 4,136 | ||||||
Praxair, Inc. | 49,120 | 3,305 | ||||||
7,441 | ||||||||
Total Common Stocks | 105,515 | |||||||
Short-Term Investment (26.1%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 28,924 | 28,924 | ||||||
Total Short-Term Investment | 28,924 | |||||||
Money Market Fund (4.9%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 5,458,487 | 5,458 | ||||||
Total Money Market Fund | 5,458 | |||||||
Total Investments (Cost $152,217)(d) — 126.1% | 139,897 | |||||||
Liabilities in excess of other assets — (26.1)% | (28,945 | ) | ||||||
Net Assets — 100.0% | $ | 110,952 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $28,231. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
80
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (96.7%) | ||||||||
Consumer Discretionary (18.9%) | ||||||||
Aeropostale, Inc.*(a) | 73,394 | 1,949 | ||||||
American Public Education, Inc.* | 22,430 | 943 | ||||||
Beacon Roofing Supply, Inc.*(a) | 138,680 | 1,857 | ||||||
BorgWarner, Inc.(a) | 55,320 | 1,123 | ||||||
Buffalo Wild Wings, Inc.* | 18,160 | 664 | ||||||
Burger King Holdings, Inc. | 68,650 | 1,576 | ||||||
Capella Education Co.*(a) | 30,610 | 1,622 | ||||||
Choice Hotels International, Inc. | 76,760 | 1,982 | ||||||
CKE Restaurants, Inc. | 125,770 | 1,056 | ||||||
Corinthian Colleges, Inc.*(a) | 105,120 | 2,045 | ||||||
Dress Barn, Inc. (The)*(a) | 195,817 | 2,407 | ||||||
FTI Consulting, Inc.*(a) | 44,028 | 2,179 | ||||||
Group 1 Automotive, Inc.(a) | 91,330 | 1,276 | ||||||
Hanesbrands, Inc.*(a) | 73,140 | 700 | ||||||
Hibbett Sports, Inc.*(a) | 75,430 | 1,450 | ||||||
Huron Consulting Group, Inc.*(a) | 59,338 | 2,518 | ||||||
Jack in the Box, Inc.*(a) | 76,648 | 1,785 | ||||||
John Wiley & Sons, Inc., Cl A | 32,371 | 964 | ||||||
Life Time Fitness, Inc.*(a) | 154,880 | 1,945 | ||||||
McCormick & Schmick’s Seafood Restaurants, Inc.* | 120,090 | 471 | ||||||
Navigant Consulting, Inc.*(a) | 174,836 | 2,285 | ||||||
Netflix, Inc.*(a) | 61,773 | 2,651 | ||||||
PetSmart, Inc.(a) | 102,670 | 2,152 | ||||||
Steven Madden Ltd.*(a) | 63,860 | 1,199 | ||||||
Tractor Supply Co.*(a) | 87,240 | 3,146 | ||||||
TrueBlue, Inc.* | 181,270 | 1,496 | ||||||
VistaPrint Ltd.*(a) | 121,770 | 3,347 | ||||||
Wabash National Corp.(a) | 226,753 | 279 | ||||||
Warnaco Group, Inc., (The)* | 74,800 | 1,795 | ||||||
Wendy’s/Arby’s Group, Inc., Cl A(a) | 478,130 | 2,405 | ||||||
WMS Industries, Inc.*(a) | 66,960 | 1,400 | ||||||
Wolverine World Wide, Inc. | 113,930 | 1,775 | ||||||
54,442 | ||||||||
Consumer Staples (4.2%) | ||||||||
BJ’s Wholesale Club, Inc.*(a) | 36,354 | 1,163 | ||||||
CEC Entertainment, Inc.* | 75,630 | 1,957 | ||||||
Chattem, Inc.*(a) | 43,105 | 2,416 | ||||||
Flowers Foods, Inc.(a) | 89,605 | 2,104 | ||||||
Nash Finch Co.(a) | 52,280 | 1,469 | ||||||
Spartan Stores, Inc.(a) | 104,690 | 1,613 | ||||||
Ulta Salon, Cosmetics & Fragrance, Inc.* | 197,600 | 1,308 | ||||||
12,030 | ||||||||
Energy (5.7%) | ||||||||
Arena Resources, Inc.*(a) | 89,030 | 2,268 | ||||||
Atwood Oceanics, Inc.* | 48,032 | 797 | ||||||
Berry Petroleum Co., Cl A | 147,500 | 1,617 | ||||||
CARBO Ceramics, Inc.(a) | 32,580 | 927 | ||||||
Comstock Resources, Inc.*(a) | 62,890 | 1,874 | ||||||
Concho Resources, Inc.* | 43,100 | 1,103 | ||||||
Core Laboratories NV | 24,906 | 1,822 | ||||||
Dril-Quip, Inc.* | 96,553 | 2,964 | ||||||
Goodrich Pertoleum Corp.*(a) | 71,170 | 1,378 | ||||||
McMoRan Exploration Co.*(a) | 255,350 | 1,200 | ||||||
PetroQuest Energy, Inc.*(a) | 221,583 | 532 | ||||||
16,482 | ||||||||
Financials (5.3%) | ||||||||
Corporate Office Properties Trust REIT(a) | 33,720 | 837 | ||||||
EZCORP, Inc., Cl A* | 98,060 | 1,134 | ||||||
Hanover Insurance Group, Inc. (The) | 55,097 | 1,588 | ||||||
Navigators Group, Inc., (The)* | 49,880 | 2,353 | ||||||
NewAlliance Bancshares, Inc. | 110,618 | 1,299 | ||||||
Portfolio Recovery Associates, Inc.*(a) | 83,250 | 2,234 | ||||||
Stifel Financial Corp.*(a) | 14,980 | 649 | ||||||
SWS Group, Inc. | 97,720 | 1,518 | ||||||
Tanger Factory Outlet Centers, Inc. REIT(a) | 21,089 | 651 | ||||||
Texas Capital Bancshares, Inc.* | 64,351 | 725 | ||||||
TNS, Inc.* | 135,772 | 1,111 |
81
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Small Cap Growth Stock Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Financials—continued | ||||||||
Tower Group, Inc. | 54,560 | 1,344 | ||||||
15,443 | ||||||||
Health Care (22.8%) | ||||||||
Alexion Pharmaceuticals, Inc.*(a) | 132,048 | 4,973 | ||||||
Alkermes, Inc.*(a) | 172,666 | 2,094 | ||||||
Alliance Imaging, Inc.* | 231,149 | 1,572 | ||||||
AMAG Pharmaceuticals, Inc.*(a) | 28,784 | 1,058 | ||||||
American Medical Systems Holdings, Inc.*(a) | 193,120 | 2,153 | ||||||
athenahealth, Inc.*(a) | 19,840 | 478 | ||||||
Auxilium Pharmaceuticals, Inc.*(a) | 37,710 | 1,045 | ||||||
Bio-Reference Laboratories, Inc.* | 49,100 | 1,027 | ||||||
Catalyst Health Solutions, Inc.* | 112,288 | 2,226 | ||||||
Cubist Pharmaceuticals, Inc.* | 112,590 | 1,842 | ||||||
Cypress Bioscience, Inc.*(a) | 297,410 | 2,115 | ||||||
Enzon Pharmaceuticals, Inc.*(a) | 232,260 | 1,410 | ||||||
Genoptix, Inc.*(a) | 68,314 | 1,864 | ||||||
Haemonetics Corp.* | 55,476 | 3,056 | ||||||
ICU Medical, Inc.* | 39,390 | 1,265 | ||||||
InterMune, Inc.*(a) | 56,570 | 930 | ||||||
Isis Pharmaceuticals, Inc.*(a) | 143,270 | 2,150 | ||||||
Medical Action Industries, Inc.* | 87,958 | 729 | ||||||
MEDNAX, Inc.* | 29,520 | 870 | ||||||
Meridian Bioscience, Inc.(a) | 130,724 | 2,369 | ||||||
Merit Medical Systems, Inc.* | 33,280 | 406 | ||||||
Myriad Genetics, Inc.*(a) | 33,600 | 1,528 | ||||||
Neogen Corp.*(a) | 63,803 | 1,393 | ||||||
NuVasive, Inc.*(a) | 80,352 | 2,521 | ||||||
OSI Pharmaceuticals, Inc.*(a) | 92,059 | 3,522 | ||||||
PAREXEL International Corp.* | 165,435 | 1,610 | ||||||
Perrigo Co.(a) | 77,070 | 1,914 | ||||||
Phase Forward, Inc.* | 56,653 | 725 | ||||||
Progenics Pharmaceuticals, Inc.*(a) | 201,634 | 1,329 | ||||||
PSS World Medical, Inc.* | 58,110 | 834 | ||||||
Psychiatric Solutions, Inc.*(a) | 143,546 | 2,258 | ||||||
Questcor Pharmaceuticals, Inc.*(a) | 228,510 | 1,124 | ||||||
Savient Pharmaceuticals, Inc.*(a) | 118,866 | 588 | ||||||
Sirona Dental Systems, Inc.*(a) | 39,680 | 568 | ||||||
SonoSite, Inc.* | 22,370 | 400 | ||||||
STERIS Corp.(a) | 103,656 | 2,413 | ||||||
Sun Healthcare Group, Inc.*(a) | 109,400 | 923 | ||||||
Theravance, Inc.*(a) | 44,210 | 752 | ||||||
United Therapeutics Corp.*(a) | 41,868 | 2,767 | ||||||
XenoPort, Inc.*(a) | 106,370 | 2,059 | ||||||
Zoll Medical Corp.*(a) | 70,740 | 1,016 | ||||||
65,876 | ||||||||
Industrials (10.0%) | ||||||||
A.O. Smith Corp.(a) | 44,630 | 1,124 | ||||||
American Ecology Corp. | 78,020 | 1,088 | ||||||
Applied Industrial Technologies, Inc.(a) | 67,460 | 1,138 | ||||||
Con-way, Inc.(a) | 88,250 | 1,582 | ||||||
Copart, Inc.*(a) | 65,900 | 1,955 | ||||||
EnergySolutions, Inc. | 249,180 | 2,155 | ||||||
Hexcel Corp.* | 196,940 | 1,294 | ||||||
Hub Group, Inc., Cl A* | 79,530 | 1,352 | ||||||
ICF International, Inc.*(a) | 57,590 | 1,323 | ||||||
InnerWorkings, Inc.*(a) | 343,145 | 1,465 | ||||||
Kansas City Southern*(a) | 86,750 | 1,103 | ||||||
MasTec, Inc.* | 107,160 | 1,296 | ||||||
MSC Industrial Direct Co., Inc., Cl A | 21,830 | 678 | ||||||
Orion Marine Group, Inc.*(a) | 67,780 | 888 | ||||||
Regal Orbital Sciences Corp.*(a) | 50,807 | 604 | ||||||
Regal-Beloit Corp.(a) | 31,930 | 978 | ||||||
Stanley, Inc.* | 49,600 | 1,259 | ||||||
Sterling Construction Co., Inc.* | 49,840 | 889 |
82
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Small Cap Growth Stock Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Industrials—continued | ||||||||
Teledyne Technologies, Inc.* | 48,380 | 1,291 | ||||||
Wabtec Corp.(a) | 34,800 | 918 | ||||||
Waste Connections, Inc.* | 92,500 | 2,377 | ||||||
Watson Wyatt Worldwide, Inc., Cl A | 40,710 | 2,010 | ||||||
28,767 | ||||||||
Information Technology (22.9%) | ||||||||
Analogic Corp. | 27,250 | 873 | ||||||
Ariba, Inc.*(a) | 420,593 | 3,672 | ||||||
Arris Group, Inc.*(a) | 205,590 | 1,515 | ||||||
AsiaInfo Holdings, Inc.*(a) | 239,066 | 4,028 | ||||||
Belden, Inc. | 88,400 | 1,106 | ||||||
Blackboard, Inc.*(a) | 90,090 | 2,859 | ||||||
Comtech Telecommunications Corp.*(a) | 48,182 | 1,193 | ||||||
Concour Technologies, Inc.*(a) | 91,860 | 1,763 | ||||||
CyberSource Corp.*(a) | 302,278 | 4,477 | ||||||
Dionex Corp.*(a) | 47,681 | 2,253 | ||||||
Double-Take Software, Inc.*(a) | 280,901 | 1,899 | ||||||
Energy Conversion Devices, Inc.*(a) | 77,030 | 1,022 | ||||||
eResearchTechnology, Inc.*(a) | 281,677 | 1,482 | ||||||
F5 Networks, Inc.* | 68,510 | 1,435 | ||||||
Informatica Corp.*(a) | 281,441 | 3,732 | ||||||
InterDigital, Inc.*(a) | 70,760 | 1,827 | ||||||
j2 Global Communications, Inc.*(a) | 149,874 | 3,281 | ||||||
Lawson Software, Inc.* | 366,390 | 1,557 | ||||||
ManTech International Corp., Cl A*(a) | 65,637 | 2,750 | ||||||
MICROS Systems, Inc.*(a) | 67,508 | 1,266 | ||||||
NCI, Inc., Cl A* | 31,080 | 808 | ||||||
Netlogic Microsystems, Inc.*(a) | 75,160 | 2,065 | ||||||
Nuance Communications, Inc.*(a) | 106,580 | 1,157 | ||||||
Omniture, Inc.*(a) | 272,075 | 3,589 | ||||||
Perot Systems Corp., Cl A* | 188,263 | 2,425 | ||||||
PMC-Sierra, Inc.*(a) | 270,200 | 1,724 | ||||||
Polycom, Inc.*(a) | 116,154 | 1,788 | ||||||
Sohu.com, Inc.*(a) | 15,090 | 623 | ||||||
SPSS, Inc.*(a) | 58,147 | 1,653 | ||||||
Sybase, Inc.*(a) | 160,897 | 4,874 | ||||||
Tessera Technologies, Inc.* | 108,615 | 1,452 | ||||||
66,148 | ||||||||
Materials (4.5%) | ||||||||
American Vanguard Corp.(a) | 135,873 | 1,753 | ||||||
Astec Industries, Inc.*(a) | 52,650 | 1,381 | ||||||
Calgon Carbon Corp.*(a) | 89,010 | 1,261 | ||||||
Compass Minerals International, Inc.(a) | 22,690 | 1,279 | ||||||
Greif, Inc., Cl A | 35,189 | 1,172 | ||||||
Rock-Tenn Co., Cl A(a) | 80,146 | 2,168 | ||||||
Silgan Holdings, Inc.(a) | 52,843 | 2,776 | ||||||
Titan Machinery, Inc.* | 137,020 | 1,232 | ||||||
13,022 | ||||||||
Telecommunication Services (1.4%) | ||||||||
Riverbed Technology, Inc.*(a) | 173,720 | 2,272 | ||||||
Tekelec*(a) | 132,190 | 1,749 | ||||||
4,021 | ||||||||
Transportation (1.0%) | ||||||||
Hornbeck Offshore Services, Inc.*(a) | 91,193 | 1,390 | ||||||
Marten Transport, Ltd.* | 74,160 | 1,385 | ||||||
2,775 | ||||||||
Total Common Stocks | 279,006 | |||||||
Warrants (0.0%) | ||||||||
Health Care (0.0%) | ||||||||
Drugmax, Inc.(b)(c)(d) | 1,301,500 | — | ||||||
Telecommunication Services (0.0%) | ||||||||
Sunair Services Corp.(b)(c)(d) | 350,000 | — | ||||||
Total Warrants | — | |||||||
Short-Term Investment (39.5%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(e)(f) | 114,015 | 114,015 | ||||||
Total Short-Term Investment | 114,015 | |||||||
83
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Small Cap Growth Stock Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Money Market Fund (2.9%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(f) | 8,263,475 | 8,263 | ||||||
Total Money Market Fund | 8,263 | |||||||
Total Investments (Cost $436,444)(g) — 139.1% | 401,284 | |||||||
Liabilities in excess of other assets — (39.1)% | (112,875 | ) | ||||||
Net Assets — 100.0% | $ | 288,409 | ||||||
* | Non-income producing security. | |
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $110,657. | |
(b) | Valued at fair value using methods determined by the Board. Fair valued securities held by the Fund represent 0.00% of net assets as of March 31, 2009. | |
(c) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the Fund as of March 31, 2009 are identified below (in thousands): |
Percent of | ||||||||||||||||||||
Issue | Acquisition | Cost | Value | Net Assets | ||||||||||||||||
Description | Date | ($) | Shares | ($) | (%) | |||||||||||||||
Drugmax, Inc. Warrants | 9/27/2005 | — | 1,302 | — | — | |||||||||||||||
Sunair Services Corp. Warrants | 12/15/2005 | — | 350 | — | — |
(d) | Fair value is zero. | |
(e) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). |
(f) | Affiliate investment. |
(g) | Represents cost for financial reporting purposes. |
REIT | — Real Estate Investment Trust |
84
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Common Stocks (98.4%) | ||||||||
Consumer Discretionary (24.0%) | ||||||||
ABM Industries, Inc.(a) | 454,938 | 7,461 | ||||||
Advance Auto Parts, Inc. | 154,200 | 6,335 | ||||||
bebe Stores, Inc.(a) | 751,334 | 5,011 | ||||||
Burger King Holdings, Inc. | 56,000 | 1,285 | ||||||
CKE Restaurants, Inc.(a) | 934,435 | 7,849 | ||||||
Guess?, Inc. | 581,104 | 12,250 | ||||||
Interface, Inc., Cl A(a) | 2,076,921 | 6,211 | ||||||
Movado Group, Inc. | 169,126 | 1,275 | ||||||
PRIMEDIA, Inc.(a) | 370,514 | 915 | ||||||
Ritchie Bros. Auctioneers, Inc.(a) | 445,844 | 8,288 | ||||||
Scholastic Corp.(a) | 345,400 | 5,205 | ||||||
Sotheby’s, Cl A(a) | 543,000 | 4,887 | ||||||
Stage Stores, Inc.(a) | 219,954 | 2,217 | ||||||
Thor Industries, Inc.(a) | 260,300 | 4,066 | ||||||
Washington Post Co. (The), Cl B | 13,735 | 4,905 | ||||||
Williams-Sonoma, Inc.(a) | 88,500 | 892 | ||||||
79,052 | ||||||||
Consumer Staples (0.5%) | ||||||||
PriceSmart, Inc. | 82,800 | 1,491 | ||||||
Energy (5.5%) | ||||||||
Arch Coal, Inc. | 124,200 | 1,660 | ||||||
CARBO Ceramics, Inc.(a) | 173,600 | 4,937 | ||||||
Core Laboratories NV | 75,900 | 5,553 | ||||||
Holly Corp. | 123,200 | 2,612 | ||||||
Tidewater, Inc. | 86,900 | 3,227 | ||||||
17,989 | ||||||||
Financials (19.6%) | ||||||||
Banco Latinoamericano de Exportaciones SA, Ser E | 132,800 | 1,244 | ||||||
Bank of Hawaii Corp.(a) | 84,900 | 2,800 | ||||||
Cash America International, Inc. | 226,800 | 3,552 | ||||||
City National Corp.(a) | 30,300 | 1,023 | ||||||
Cullen/ Frost Bankers, Inc. | 151,600 | 7,116 | ||||||
Evercore Partners, Inc., Cl A(a) | 273,000 | 4,218 | ||||||
Glacier Bancorp, Inc.(a) | 222,906 | 3,502 | ||||||
HCC Insurance Holdings, Inc.(a) | 508,850 | 12,818 | ||||||
IPC Holdings Ltd.(a) | 112,300 | 3,037 | ||||||
Lazard Ltd., Cl A(a) | 146,200 | 4,298 | ||||||
Raymond James Financial, Inc.(a) | 330,411 | 6,509 | ||||||
UMB Financial Corp. | 157,800 | 6,705 | ||||||
Washington Federal, Inc.(a) | 55,100 | 732 | ||||||
Washington Real Estate Investment Trust(a) | 186,900 | 3,234 | ||||||
Wesco Financial Corp. | 13,164 | 3,633 | ||||||
64,421 | ||||||||
Health Care (16.4%) | ||||||||
Aceto Corp. | 238,100 | 1,419 | ||||||
Beckman Coulter, Inc. | 43,500 | 2,219 | ||||||
Cooper Cos., Inc. (The)(a) | 598,496 | 15,824 | ||||||
Ensign Group, Inc. | 148,600 | 2,297 | ||||||
Meridian Bioscience, Inc. | 90,400 | 1,638 | ||||||
Perrigo Co.(a) | 347,900 | 8,638 | ||||||
Pharmaceutical Product Development, Inc.(a) | 116,000 | 2,752 | ||||||
STERIS Corp.(a) | 372,157 | 8,664 | ||||||
Techne Corp.(a) | 44,200 | 2,418 | ||||||
Teleflex, Inc. | 209,000 | 8,170 | ||||||
54,039 | ||||||||
Industrials (20.2%) | ||||||||
Brink’s Co. (The) | 287,300 | 7,602 | ||||||
CAE, Inc. | 171,200 | 1,042 | ||||||
Comfort Systems USA, Inc.(a) | 134,200 | 1,392 | ||||||
Cubic Corp. | 191,300 | 4,846 | ||||||
Donaldson Co., Inc.(a) | 168,700 | 4,528 | ||||||
Forward Air Corp.(a) | 35,000 | 568 | ||||||
Grupo Aeroportuario del Centro Norte SAB de CV ADR(a) | 47,200 | 343 | ||||||
Grupo Aeroportuario del Pacifico SA de CV ADR(a) | 510,576 | 9,318 | ||||||
Heartland Express, Inc.(a) | 185,100 | 2,741 | ||||||
Herman Miller, Inc.(a) | 304,100 | 3,242 | ||||||
Kaydon Corp.(a) | 125,200 | 3,422 | ||||||
KBR, Inc. | 273,500 | 3,777 | ||||||
KMG Chemicals, Inc. | 67,900 | 343 | ||||||
Knight Transportation, Inc.(a) | 183,700 | 2,785 | ||||||
LSI Industries, Inc. | 127,100 | 657 | ||||||
Manpower, Inc. | 111,700 | 3,522 | ||||||
Multi-Color Corp.(a) | 175,175 | 2,142 | ||||||
Pall Corp. | 118,500 | 2,421 | ||||||
Robbins & Myers, Inc.(a) | 64,700 | 981 | ||||||
Tomkins PLC ADR | 326,703 | 2,238 | ||||||
UTI Worldwide, Inc. | 299,800 | 3,583 |
85
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Small Cap Value Equity Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Industrials—continued | ||||||||
Watson Wyatt Worldwide, Inc., Cl A(a) | 104,100 | 5,139 | ||||||
66,632 | ||||||||
Information Technology (3.2%) | ||||||||
Advantest Corp., ADR | 235,800 | 3,554 | ||||||
Cohu, Inc.(a) | 243,753 | 1,755 | ||||||
Intersil Corp., Cl A | 324,100 | 3,727 | ||||||
Keithley Instruments, Inc. | 213,600 | 724 | ||||||
Quality Systems, Inc.(a) | 17,700 | 801 | ||||||
10,561 | ||||||||
Materials (8.2%) | ||||||||
Airgas, Inc. | 101,800 | 3,442 | ||||||
AptarGroup, Inc.(a) | 46,600 | 1,451 | ||||||
Bemis Co., Inc.(a) | 191,186 | 4,009 | ||||||
Cliffs Natural Resources, Inc.(a) | 41,600 | 755 | ||||||
Nalco Holding Co.(a) | 332,100 | 4,341 | ||||||
Olin Corp.(a) | 246,500 | 3,518 | ||||||
Packaging Corp. of America | 297,300 | 3,871 | ||||||
Sensient Technologies Corp. | 132,900 | 3,123 | ||||||
Valspar Corp. (The) | 128,044 | 2,557 | ||||||
27,067 | ||||||||
Telecommunication Services (0.8%) | ||||||||
Alaska Communications Systems Group, Inc.(a) | 382,400 | 2,562 | ||||||
Total Common Stocks | 323,814 | |||||||
Short-Term Investment (26.1%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 86,138 | 86,138 | ||||||
Total Short-Term Investment | 86,138 | |||||||
Money Market Fund (1.7%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(c) | 5,726,067 | 5,726 | ||||||
Total Money Market Fund | 5,726 | |||||||
Total Investments (Cost $497,341)(d) — 126.2% | 415,678 | |||||||
Liabilities in excess of other assets — (26.2)% | (86,202 | ) | ||||||
Net Assets — 100.0% | $ | 329,476 | ||||||
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $83,764. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(c) | Affiliate investment. | |
(d) | Represents cost for financial reporting purposes. |
ADR | — American Depositary Receipt |
86
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Long Positions (129.0%) | ||||||||
Common Stocks (128.6%) | ||||||||
Consumer Discretionary (13.9%) | ||||||||
Apollo Group, Inc., Cl A* | 200 | 16 | ||||||
AutoZone, Inc.* | 200 | 32 | ||||||
Ball Corp. | 400 | 17 | ||||||
Best Buy Co., Inc. | 1,100 | 42 | ||||||
Carnival Corp. | 1,200 | 26 | ||||||
Comcast Corp., Cl A | 2,100 | 29 | ||||||
DIRECTV Group, Inc. (The)* | 2,200 | 50 | ||||||
eBay, Inc.* | 1,100 | 14 | ||||||
FGX International Holdings Ltd.* | 1,600 | 19 | ||||||
GameStop Corp., Cl A* | 1,200 | 34 | ||||||
Jos. A. Bank Clothiers, Inc.* | 500 | 14 | ||||||
Kimberly-Clark Corp. | 400 | 18 | ||||||
Landry’s Restaurants, Inc. | 2,900 | 15 | ||||||
Leggett & Platt, Inc. | 2,100 | 27 | ||||||
McDonald’s Corp. | 600 | 33 | ||||||
Time Warner Cable, Inc. | 159 | 4 | ||||||
Time Warner, Inc. | 633 | 12 | ||||||
Vector Group Ltd. | 1,200 | 15 | ||||||
Wausau Paper Corp. | 5,000 | 26 | ||||||
Whirlpool Corp. | 500 | 15 | ||||||
458 | ||||||||
Consumer Staples (13.3%) | ||||||||
Altria Group, Inc. | 1,000 | 16 | ||||||
Archer-Daniels-Midland Co. | 2,200 | 61 | ||||||
BJ’s Wholesale Club, Inc.* | 1,200 | 38 | ||||||
CVS Caremark Corp. | 900 | 25 | ||||||
Del Monte Foods Co. | 2,100 | 15 | ||||||
Hershey Co. (The) | 900 | 31 | ||||||
Kraft Foods, Inc. | 700 | 16 | ||||||
Kroger Co. (The) | 600 | 13 | ||||||
Lancaster Colony Corp. | 700 | 29 | ||||||
Pepsi Bottling Group, Inc. (The) | 1,000 | 22 | ||||||
PepsiCo, Inc. | 600 | 31 | ||||||
Philip Morris International, Inc. | 700 | 25 | ||||||
Procter & Gamble Co. (The) | 800 | 38 | ||||||
Reynolds American, Inc. | 400 | 14 | ||||||
SYSCO Corp. | 700 | 16 | ||||||
Wal-Mart Stores, Inc. | 900 | 47 | ||||||
437 | ||||||||
Diversified Operations (2.2%) | ||||||||
BWAY Holding Co.* | 4,100 | 32 | ||||||
Moody’s Corp. | 1,700 | 39 | ||||||
71 | ||||||||
Energy (14.2%) | ||||||||
Chevron Corp. | 1,000 | 67 | ||||||
ConocoPhillips | 1,000 | 39 | ||||||
Devon Energy Corp. | 400 | 18 | ||||||
Encore Acquisition Co.* | 100 | 2 | ||||||
Exxon Mobil Corp. | 2,300 | 157 | ||||||
Linn Energy LLC | 1,200 | 18 | ||||||
Noble Corp. | 700 | 17 | ||||||
Occidental Petroleum Corp. | 300 | 17 | ||||||
Schlumberger Ltd. | 400 | 16 | ||||||
SEACOR Holdings, Inc.* | 300 | 17 | ||||||
Sunoco Logistics Partners LP | 300 | 15 | ||||||
Sunoco, Inc. | 400 | 11 | ||||||
Tesoro Corp. | 900 | 12 | ||||||
Tidewater, Inc. | 400 | 15 | ||||||
Transocean Ltd.* | 300 | 18 | ||||||
Valero Energy Corp. | 600 | 11 | ||||||
Williams Pipeline Partners LP | 1,100 | 18 | ||||||
468 | ||||||||
Financials (24.1%) | ||||||||
AFLAC, Inc. | 900 | 18 | ||||||
American Physicians Capital, Inc. | 400 | 16 | ||||||
Arch Capital Group Ltd.* | 400 | 22 | ||||||
Bank of Hawaii Corp. | 700 | 23 | ||||||
Brown & Brown, Inc. | 800 | 15 | ||||||
Capitol Federal Financial | 300 | 11 | ||||||
Charles Schwab Corp. (The) | 1,600 | 25 | ||||||
Chubb Corp. (The) | 500 | 21 | ||||||
Cullen/ Frost Bankers, Inc. | 500 | 24 | ||||||
Employers Holdings, Inc. | 2,000 | 19 | ||||||
EZCORP, Inc., Cl A* | 2,600 | 30 | ||||||
Financial Federal Corp. | 800 | 17 | ||||||
First Financial Bankshares, Inc. | 1,000 | 48 | ||||||
FirstMerit Corp. | 900 | 17 | ||||||
FPIC Insurance Group, Inc.* | 400 | 15 | ||||||
Goldman Sachs Group, Inc. (The) | 300 | 32 | ||||||
Greenhill & Co., Inc. | 600 | 44 | ||||||
Infinity Property & Casualty Corp. | 300 | 10 | ||||||
IPC Holdings Ltd. | 1,000 | 27 | ||||||
JPMorgan Chase & Co. | 900 | 24 | ||||||
Medallion Financial Corp. | 3,000 | 22 | ||||||
Morgan Stanley | 800 | 18 | ||||||
Odyssey Re Holdings Corp. | 900 | 34 | ||||||
optionsXpress Holdings, Inc. | 1,000 | 11 | ||||||
Park National Corp. | 300 | 17 | ||||||
Prospect Capital Corp. | 1,500 | 13 |
87
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
U.S. Equity 130/30 Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Financials—continued | ||||||||
Prosperity Bancshares, Inc. | 2,100 | 57 | ||||||
Republic Bancorp, Inc., Cl A | 700 | 13 | ||||||
RLI Corp. | 600 | 30 | ||||||
TFS Financial Corp. | 2,800 | 34 | ||||||
TNS, Inc.* | 1,000 | 8 | ||||||
Travelers Cos., Inc. (The) | 500 | 20 | ||||||
W.P. Carey & Co. LLC | 1,000 | 22 | ||||||
Wells Fargo & Co. | 1,500 | 21 | ||||||
Willis Group Holdings Ltd. | 800 | 18 | ||||||
796 | ||||||||
Health Care (16.1%) | ||||||||
Abbott Laboratories | 500 | 24 | ||||||
Aceto Corp. | 1,600 | 10 | ||||||
American Science & Engineering, Inc. | 200 | 11 | ||||||
Amgen, Inc.* | 600 | 30 | ||||||
ArthroCare Corp.* | 2,900 | 14 | ||||||
Baxter International, Inc. | 300 | 15 | ||||||
Bristol-Myers Squibb Co. | 700 | 15 | ||||||
Celgene Corp.* | 100 | 4 | ||||||
Eli Lilly & Co. | 900 | 30 | ||||||
Express Scripts, Inc.* | 300 | 14 | ||||||
Genzyme Corp.* | 600 | 36 | ||||||
Gilead Sciences, Inc.* | 400 | 19 | ||||||
Haemonetics Corp.* | 300 | 16 | ||||||
Humana, Inc.* | 1,000 | 26 | ||||||
Johnson & Johnson | 1,100 | 58 | ||||||
Magellan Health Services, Inc.* | 500 | 18 | ||||||
Medtronic, Inc. | 1,300 | 38 | ||||||
Perrigo Co. | 800 | 20 | ||||||
Pfizer, Inc. | 2,800 | 38 | ||||||
St. Jude Medical, Inc.* | 900 | 33 | ||||||
UnitedHealth Group, Inc. | 1,300 | 27 | ||||||
Watson Pharmaceuticals, Inc.* | 800 | 25 | ||||||
Wyeth | 200 | 9 | ||||||
530 | ||||||||
Industrials (7.6%) | ||||||||
Coeur d’Alene Mines Corp.* | 24,300 | 23 | ||||||
Electro Rent Corp. | 4,100 | 40 | ||||||
Emerson Electric Co. | 600 | 17 | ||||||
General Electric Co. | 2,300 | 23 | ||||||
Hawk Corp., Cl A* | 1,200 | 14 | ||||||
Illinois Tool Works, Inc. | 600 | 19 | ||||||
Ingersoll-Rand Co. Ltd., Cl A | 500 | 7 | ||||||
Jacobs Engineering Group, Inc.* | 400 | 15 | ||||||
LaBarge, Inc.* | 1,300 | 11 | ||||||
Lockheed Martin Corp. | 200 | 14 | ||||||
Measurement Specialties, Inc.* | 300 | 1 | ||||||
Middleby Corp. (The)* | 600 | 19 | ||||||
Pall Corp. | 800 | 16 | ||||||
Southwest Airlines Co. | 900 | 6 | ||||||
Standex International Corp. | 1,300 | 12 | ||||||
Toro Co. (The) | 600 | 14 | ||||||
251 | ||||||||
Information Technology (24.0%) | ||||||||
Acxiom Corp. | 5,200 | 39 | ||||||
Apple, Inc.* | 400 | 42 | ||||||
Autodesk, Inc.* | 2,100 | 35 | ||||||
Brocade Communication Systems, Inc.* | 4,000 | 14 | ||||||
Cadence Design Systems, Inc.* | 6,200 | 26 | ||||||
Cisco Systems, Inc.* | 1,500 | 25 | ||||||
Computer Sciences Corp.* | 500 | 18 | ||||||
Data Domain, Inc.* | 2,800 | 35 | ||||||
Dun & Bradstreet Corp. (The) | 200 | 15 | ||||||
Entegris, Inc.* | 6,600 | 6 | ||||||
Fairchild Semiconductor International, Inc.* | 6,000 | 22 | ||||||
Global Payments, Inc. | 1,000 | 33 | ||||||
Google, Inc., Cl A* | 100 | 35 | ||||||
Harris Corp. | 600 | 17 | ||||||
Hewlett-Packard Co. | 1,600 | 51 | ||||||
iGATE Corp. | 1,300 | 4 | ||||||
IHS, Inc., Cl A* | 400 | 17 | ||||||
Intel Corp. | 3,200 | 48 | ||||||
International Business Machines Corp. | 400 | 39 | ||||||
Lexmark International, Inc., Cl A* | 2,300 | 39 | ||||||
Methode Electronics, Inc. | 3,100 | 11 | ||||||
Micron Technology, Inc.* | 4,400 | 18 | ||||||
Microsoft Corp. | 3,400 | 63 | ||||||
Monotype Imaging Holdings, Inc.* | 500 | 2 | ||||||
National Semiconductor Corp. | 1,600 | 17 | ||||||
QUALCOMM, Inc. | 500 | 20 | ||||||
RealNetworks, Inc.* | 2,200 | 5 | ||||||
Silicon Image, Inc.* | 7,800 | 19 | ||||||
Symantec Corp.* | 2,900 | 43 | ||||||
United Online, Inc. | 5,000 | 22 | ||||||
Xerox Corp. | 2,200 | 10 | ||||||
790 | ||||||||
88
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
U.S. Equity 130/30 Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Materials (6.9%) | ||||||||
A. Schulman, Inc. | 1,100 | 15 | ||||||
CF Industries Holdings, Inc. | 200 | 14 | ||||||
FMC Corp. | 400 | 17 | ||||||
Freeport-McMoRan Copper & Gold, Inc. | 300 | 12 | ||||||
Innophos Holdings, Inc. | 100 | 1 | ||||||
Monsanto Co. | 400 | 33 | ||||||
Newmont Mining Corp. | 700 | 31 | ||||||
Packaging Corp. of America | 1,600 | 21 | ||||||
PolyOne Corp.* | 8,100 | 19 | ||||||
Praxair, Inc. | 300 | 20 | ||||||
Sigma-Aldrich Corp. | 800 | 30 | ||||||
Simspon Manufacturing Co., Inc. | 700 | 13 | ||||||
226 | ||||||||
Telecommunication Services (3.1%) | ||||||||
AT&T, Inc. | 1,400 | 35 | ||||||
General Communication, Inc., Cl A* | 2,900 | 20 | ||||||
Hughes Communications, Inc.* | 100 | 1 | ||||||
Qwest Communications International, Inc. | 4,500 | 16 | ||||||
Verizon Communications, Inc. | 1,000 | 30 | ||||||
102 | ||||||||
Transportation (1.0%) | ||||||||
FedEx Corp. | 400 | 18 | ||||||
Norfolk Southern Corp. | 500 | 17 | ||||||
35 | ||||||||
Utilities (2.2%) | ||||||||
Edison International | 700 | 20 | ||||||
Exelon Corp. | 400 | 18 | ||||||
Public Service Enterprise Group, Inc. | 1,200 | 36 | ||||||
74 | ||||||||
Total Common Stocks | 4,238 | |||||||
Short-Term Investment (0.4%) | ||||||||
Brown Brothers Harriman & Co., Cayman Islands Cash Sweep, 0.080%, 04/01/09(a) | 12,936 | 13 | ||||||
Total Short-Term Investment | 13 | |||||||
Total Investments — 129.0% | ||||||||
Total Long Positions (Cost $4,463)(b) | 4,251 | |||||||
Other assets in excess of liabilities — 0.6% | 19 | |||||||
Short Positions (see summary below) — (29.6)% | (976 | ) | ||||||
Net Assets — 100.0% | $ | 3,294 | ||||||
Short Positions ((29.6)%) | ||||||||
Common Stocks Sold Short ((29.6)%) | ||||||||
Consumer Discretionary ((0.4)%) | ||||||||
Haverty Furniture Cos., Inc. | (1,200 | ) | (13 | ) | ||||
Consumer Staples ((3.7)%) | ||||||||
Central European Distribution Corp.* | (1,100 | ) | (12 | ) | ||||
Hain Celestial Group Inc. (The)* | (2,200 | ) | (31 | ) | ||||
Ruddick Corp. | (1,000 | ) | (22 | ) | ||||
Sanderson Farms, Inc. | (500 | ) | (19 | ) | ||||
Smithfield Foods, Inc.* | (4,200 | ) | (39 | ) | ||||
(123 | ) | |||||||
Diversified Operations ((1.0)%) | ||||||||
MAXIMUS, Inc. | (800 | ) | (32 | ) | ||||
Energy ((1.5)%) | ||||||||
Alpha Natural Resources, Inc.* | (900 | ) | (16 | ) | ||||
Concho Resources, Inc.* | (600 | ) | (15 | ) | ||||
Dawson Geophysical Co.* | (1,400 | ) | (19 | ) | ||||
(50 | ) | |||||||
Financials ((8.4)%) | ||||||||
Bancorp Rhode Island, Inc. | (400 | ) | (7 | ) | ||||
Berkshire Hills Bancorp, Inc. | (1,400 | ) | (32 | ) | ||||
Duff & Phelps Corp., Cl A* | (1,000 | ) | (16 | ) | ||||
Evercore Partners, Inc., Cl A | (1,200 | ) | (19 | ) | ||||
Everest Re Group Ltd. | (300 | ) | (21 | ) | ||||
Financial Institutions, Inc. | (1,100 | ) | (8 | ) | ||||
Hilltop Holdings, Inc.* | (1,500 | ) | (17 | ) | ||||
Markel Corp.* | (100 | ) | (28 | ) | ||||
NYMAGIC, Inc. | (1,600 | ) | (20 | ) | ||||
Old Republic International Corp. | (2,500 | ) | (27 | ) | ||||
Peoples Bancorp, Inc. | (300 | ) | (4 | ) | ||||
Piper Jaffray Cos., Inc.* | (700 | ) | (18 | ) | ||||
Selective Insurance Group, Inc. | (1,300 | ) | (16 | ) | ||||
Unitrin, Inc. | (600 | ) | (8 | ) | ||||
Universal American Financial Corp.* | (1,800 | ) | (15 | ) | ||||
Westfield Financial, Inc. | (500 | ) | (5 | ) | ||||
White Mountains Insurance Group Ltd. | (100 | ) | (17 | ) | ||||
(278 | ) | |||||||
89
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
U.S. Equity 130/30 Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Health Care ((1.4)%) | ||||||||
CardioNet, Inc.* | (600 | ) | (17 | ) | ||||
Medical Action Industries, Inc.* | (3,400 | ) | (28 | ) | ||||
(45 | ) | |||||||
Industrials ((3.0)%) | ||||||||
AVX Corp. | (1,400 | ) | (13 | ) | ||||
Energizer Holdings, Inc.* | (300 | ) | (15 | ) | ||||
FreightCar America, Inc. | (300 | ) | (5 | ) | ||||
GeoEye, Inc.* | (800 | ) | (16 | ) | ||||
Herley Industries, Inc.* | (1,300 | ) | (15 | ) | ||||
Lifeway Foods, Inc.* | (2,000 | ) | (16 | ) | ||||
OYO Geospace Corp.* | (1,500 | ) | (20 | ) | ||||
(100 | ) | |||||||
Information Technology ((6.0)%) | ||||||||
Anixter International, Inc.* | (500 | ) | (16 | ) | ||||
AsiaInfo Holdings, Inc.* | (2,300 | ) | (39 | ) | ||||
DST Systems, Inc.* | (800 | ) | (28 | ) | ||||
EPIQ Systems, Inc.* | (1,000 | ) | (18 | ) | ||||
ePlus, Inc.* | (1,300 | ) | (15 | ) | ||||
NCI, Inc., Cl A* | (600 | ) | (16 | ) | ||||
Pegasystems, Inc. | (2,100 | ) | (39 | ) | ||||
Starent Networks Corp.* | (200 | ) | (3 | ) | ||||
Supertex, Inc.* | (1,000 | ) | (23 | ) | ||||
(197 | ) | |||||||
Materials ((2.7)%) | ||||||||
OM Group, Inc.* | (1,000 | ) | (19 | ) | ||||
Sensient Technologies Corp. | (1,500 | ) | (35 | ) | ||||
Terra Industries, Inc. | (600 | ) | (17 | ) | ||||
WD-40 Co. | (700 | ) | (17 | ) | ||||
(88 | ) | |||||||
Telecommunication Services ((1.2)%) | ||||||||
Shenandoah Telecommunications Co. | (1,300 | ) | (30 | ) | ||||
TeleCommunication Systems, Inc., Cl A* | (1,000 | ) | (9 | ) | ||||
(39 | ) | |||||||
Utilities ((0.3)%) | ||||||||
Black Hills Corp. | (600 | ) | (11 | ) | ||||
Total Common Stocks Sold Short | (976 | ) | ||||||
Total Investment Securities Sold Short (Proceeds $954) | (976 | ) | ||||||
* | Non-income producing security. | |
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Represents cost for financial reporting purposes. |
90
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Equity Funds (95.6%)(a) | ||||||||
RidgeWorth Aggressive Growth Stock Fund | 65,489 | 506 | ||||||
RidgeWorth International Equity Index Fund | 205,430 | 1,797 | ||||||
RidgeWorth Large Cap Core Equity Fund | 367,422 | 3,299 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 308,304 | 2,026 | ||||||
RidgeWorth Large Cap Quantitative Equity Fund | 258,392 | 1,866 | ||||||
RidgeWorth Large Cap Value Equity Fund | 453,585 | 3,624 | ||||||
RidgeWorth Mid-Cap Core Equity Fund | 118,225 | 738 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 78,240 | 505 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund | 95,052 | 1,876 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 74,281 | 633 | ||||||
RidgeWorth Small Cap Value Equity Fund | 71,316 | 540 | ||||||
Total Equity Funds | 17,410 | |||||||
Exchange Traded Funds (2.1%) | ||||||||
iShares MSCI Emerging Markets Index Fund | 8,010 | 199 | ||||||
iShares S&P 500 Index Fund | 2,184 | 174 | ||||||
Total Exchange Traded Funds | 373 | |||||||
Money Market Fund (2.4%)(a) | ||||||||
RidgeWorth Prime Quality Money Market Fund | 444,003 | 444 | ||||||
Total Money Market Fund | 444 | |||||||
Total Investments (Cost $25,542)(b) — 100.1% | 18,227 | |||||||
Liabilities in excess of other assets — (0.1)% | (13 | ) | ||||||
Net Assets — 100.0% | $ | 18,214 | ||||||
* | Non-income producing security. | |
(a) | Affiliate investment. Investment is in I Shares. | |
(b) | Represents cost for financial reporting purposes. |
91
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Equity Funds (22.9%)(a) | ||||||||
RidgeWorth Aggressive Growth Stock Fund | 7,798 | 60 | ||||||
RidgeWorth International Equity Index Fund | 25,284 | 221 | ||||||
RidgeWorth Large Cap Core Equity Fund | 45,866 | 412 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 37,688 | 248 | ||||||
RidgeWorth Large Cap Quantitative Equity Fund | 32,110 | 232 | ||||||
RidgeWorth Large Cap Value Equity Fund | 56,722 | 453 | ||||||
RidgeWorth Mid-Cap Core Equity Fund | 14,753 | 92 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 10,062 | 65 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund | 11,518 | 227 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 9,265 | 79 | ||||||
RidgeWorth Small Cap Value Equity Fund | 8,606 | 65 | ||||||
Total Equity Funds | 2,154 | |||||||
Fixed Income Funds (67.3%)(a) | ||||||||
RidgeWorth Seix Floating Rate High Income Fund | 44,782 | 330 | ||||||
RidgeWorth Seix High Yield Fund | 51,512 | 399 | ||||||
RidgeWorth Total Return Bond Fund | 494,801 | 5,077 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 50,605 | 507 | ||||||
Total Fixed Income Funds | 6,313 | |||||||
Exchange Traded Funds (5.0%) | ||||||||
iShares MSCI Emerging Markets Index Fund | 1,075 | 27 | ||||||
iShares S&P 500 Index Fund | 5,562 | 443 | ||||||
Total Exchange Traded Funds | 470 | |||||||
Money Market Fund (4.3%)(a) | ||||||||
RidgeWorth Prime Quality Money Market Fund | 403,011 | 403 | ||||||
Total Money Market Fund | 403 | |||||||
Total Investments (Cost $9,900)(b) — 99.5% | 9,340 | |||||||
Other assets in excess of liabilities — 0.5% | 47 | |||||||
Net Assets — 100.0% | $ | 9,387 | ||||||
* | Non-income producing security. | |
(a) | Affiliate investment. Investment is in I Shares. | |
(b) | Represents cost for financial reporting purposes. |
92
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Equity Funds (73.3%)(a) | ||||||||
RidgeWorth Aggressive Growth Stock Fund | 144,262 | 1,115 | ||||||
RidgeWorth International Equity Index Fund | 458,975 | 4,016 | ||||||
RidgeWorth Large Cap Core Equity Fund | 834,220 | 7,491 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 695,898 | 4,572 | ||||||
RidgeWorth Large Cap Quantitative Equity Fund | 588,060 | 4,246 | ||||||
RidgeWorth Large Cap Value Equity Fund | 1,033,645 | 8,259 | ||||||
RidgeWorth Mid-Cap Core Equity Fund | 267,781 | 1,671 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 177,355 | 1,144 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund | 213,503 | 4,215 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 169,310 | 1,443 | ||||||
RidgeWorth Small Cap Value Equity Fund | 162,050 | 1,227 | ||||||
Total Equity Funds | 39,399 | |||||||
Fixed Income Funds (24.9%)(a) | ||||||||
RidgeWorth Seix Floating Rate High Income Fund | 95,128 | 701 | ||||||
RidgeWorth Seix High Yield Fund | 117,990 | 914 | ||||||
RidgeWorth Total Return Bond Fund | 1,041,458 | 10,685 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 106,136 | 1,065 | ||||||
Total Fixed Income Funds | 13,365 | |||||||
Exchange Traded Fund (0.8%) | ||||||||
iShares MSCI Emerging Markets Index Fund | 18,377 | 456 | ||||||
Total Exchange Traded Fund | 456 | |||||||
Money Market Fund (1.1%)(a) | ||||||||
RidgeWorth Prime Quality Money Market Fund | 595,370 | 595 | ||||||
Total Money Market Fund | 595 | |||||||
Total Investments (Cost $69,012)(b) — 100.1% | 53,815 | |||||||
Liabilities in excess of other assets — (0.1)% | (67 | ) | ||||||
Net Assets — 100.0% | $ | 53,748 | ||||||
* | Non-income producing security. | |
(a) | Affiliate investment. Investment is in I Shares. | |
(b) | Represents cost for financial reporting purposes. |
93
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Equity Funds (48.8%)(a) | ||||||||
RidgeWorth Aggressive Growth Stock Fund | 229,245 | 1,772 | ||||||
RidgeWorth International Equity Index Fund | 736,948 | 6,448 | ||||||
RidgeWorth Large Cap Core Equity Fund | 1,316,071 | 11,818 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 1,101,769 | 7,239 | ||||||
RidgeWorth Large Cap Quantitative Equity Fund | 921,880 | 6,656 | ||||||
RidgeWorth Large Cap Value Equity Fund | 1,627,256 | 13,002 | ||||||
RidgeWorth Mid-Cap Core Equity Fund | 426,019 | 2,658 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 282,575 | 1,823 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund | 340,431 | 6,720 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 278,039 | 2,369 | ||||||
RidgeWorth Small Cap Value Equity Fund | 261,712 | 1,981 | ||||||
Total Equity Funds | 62,486 | |||||||
Fixed Income Funds (47.0%)(a) | ||||||||
RidgeWorth Seix Floating Rate High Income Fund | 434,398 | 3,202 | ||||||
RidgeWorth Seix High Yield Fund | 502,724 | 3,896 | ||||||
RidgeWorth Total Return Bond Fund | 4,697,771 | 48,199 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 479,645 | 4,811 | ||||||
Total Fixed Income Funds | 60,108 | |||||||
Exchange Traded Funds (2.5%) | ||||||||
iShares MSCI Emerging Markets Index Fund | 28,959 | 718 | ||||||
iShares S&P 500 Index Fund | 30,680 | 2,443 | ||||||
Total Exchange Traded Funds | 3,161 | |||||||
Money Market Fund (1.5%)(a) | ||||||||
RidgeWorth Prime Quality Money Market Fund | 1,896,834 | 1,897 | ||||||
Total Money Market Fund | 1,897 | |||||||
Total Investments (Cost $152,122)(b) — 99.8% | 127,652 | |||||||
Other assets in excess of liabilities — 0.2% | 228 | |||||||
Net Assets — 100.0% | $ | 127,880 | ||||||
* | Non-income producing security. | |
(a) | Affiliate investment. Investment is in I Shares. | |
(b) | Represents cost for financial reporting purposes. |
94
Aggressive | Emerging | International | International | |||||||||||||||||
Growth | Growth | Equity | International | Equity | ||||||||||||||||
Stock Fund | Stock Fund | 130/30 Fund | Equity Fund | Index Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 230,930 | $ | 110,891 | $ | 103,983 | $ | 252,317 | $ | 986,193 | ||||||||||
Investments, at Value* | $ | 153,302 | $ | 65,314 | $ | 89,974 | $ | 184,839 | $ | 719,913 | ||||||||||
Investments in Affiliates, at Value | 49,001 | 22,129 | — | 18,012 | 133,571 | |||||||||||||||
Total Investments | 202,303 | 87,443 | 89,974 | 202,851 | 853,484 | |||||||||||||||
Cash | — | — | — | 5 | — | |||||||||||||||
Foreign Currency, at Value (Cost $—, $—, $299, $3,375 and $8,183, respectively) | — | — | 318 | 3,356 | 8,329 | |||||||||||||||
Interest and Dividends Receivable | 12 | 12 | 392 | 1,323 | 3,044 | |||||||||||||||
Receivable for Capital Shares Issued | 408 | 48 | 57 | 94 | 923 | |||||||||||||||
Receivable for Investment Securities Sold | 1,524 | 893 | 2,982 | 5,931 | — | |||||||||||||||
Reclaims Receivable | — | — | 76 | 340 | 222 | |||||||||||||||
Prepaid Expenses | 12 | 10 | 25 | 16 | 12 | |||||||||||||||
Total Assets | 204,259 | 88,406 | 93,824 | 213,916 | 866,014 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Fund Overdraft | 933 | — | — | — | — | |||||||||||||||
Payable for Investment Securities Purchased | 354 | 932 | 3,192 | 3,582 | — | |||||||||||||||
Payable for Investment Securities Sold Short, at Value (Proceeds $—, $—, $21,180, $— and $—, respectively) | — | — | 20,885 | — | — | |||||||||||||||
Dividends Payable for Securities Sold Short | — | — | 31 | — | — | |||||||||||||||
Payable for Capital Shares Redeemed | 89 | 41 | 50 | 215 | 339 | |||||||||||||||
Payable Upon Return of Securities Loaned | 49,001 | 21,167 | — | 18,012 | 133,571 | |||||||||||||||
Investment Advisory Fees Payable | 136 | 57 | 74 | 180 | 281 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 4 | 2 | 10 | 11 | 24 | |||||||||||||||
Compliance Services Fees Payable | 3 | 1 | 2 | 9 | 9 | |||||||||||||||
Distribution and Service Fees Payable | 1 | — | — | 3 | 2 | |||||||||||||||
Custodian Fees Payable | 4 | 2 | 27 | 73 | 99 | |||||||||||||||
Trustee Fees Payable | 1 | 1 | 1 | 3 | 5 | |||||||||||||||
Accrued Expenses | 13 | 7 | 17 | 40 | 50 | |||||||||||||||
Total Liabilities | 50,539 | 22,210 | 24,289 | 22,128 | 134,380 | |||||||||||||||
Net Assets | $ | 153,720 | $ | 66,196 | $ | 69,535 | $ | 191,788 | $ | 731,634 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 227,004 | $ | 122,635 | $ | 140,169 | $ | 584,927 | $ | 965,419 | ||||||||||
Accumulated Net Investment Income (Loss) | (1 | ) | (4 | ) | 50 | 1,467 | 993 | |||||||||||||
Accumulated Net Realized Loss from Investment and Foreign Currency Transactions | (44,656 | ) | (32,987 | ) | (56,989 | ) | (345,081 | ) | (102,218 | ) | ||||||||||
Net Unrealized Depreciation on Investments and Foreign Currencies | (28,627 | ) | (23,448 | ) | (13,695 | ) | (49,525 | ) | (132,560 | ) | ||||||||||
Net Assets | $ | 153,720 | $ | 66,196 | $ | 69,535 | $ | 191,788 | $ | 731,634 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 152,030 | $ | 66,005 | $ | 69,523 | $ | 185,862 | $ | 726,931 | ||||||||||
A Shares | 416 | 150 | 10 | 3,580 | 2,533 | |||||||||||||||
C Shares | 1,274 | 41 | 2 | 2,346 | 2,170 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||
I Shares | 19,661 | 10,273 | 17,052 | 29,148 | 83,042 | |||||||||||||||
A Shares | 55 | 24 | 2 | 567 | 291 | |||||||||||||||
C Shares | 174 | 7 | — | 397 | 256 | |||||||||||||||
Net Asset Value and Redemption Price Per Share:(a) | ||||||||||||||||||||
I Shares | $ | 7.73 | $ | 6.43 | $ | 4.08 | $ | 6.38 | $ | 8.75 | ||||||||||
A Shares | 7.61 | 6.31 | 4.08 | 6.32 | 8.69 | |||||||||||||||
C Shares(b) | 7.34 | 6.08 | 4.07 | 5.92 | 8.47 | |||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
I Shares | $ | 7.73 | $ | 6.43 | $ | 4.08 | $ | 6.38 | $ | 8.75 | ||||||||||
A Shares | 8.07 | 6.70 | 4.33 | 6.71 | 9.22 | |||||||||||||||
C Shares | 7.34 | 6.08 | 4.07 | 5.92 | 8.47 | |||||||||||||||
Maximum Sales Charge — A Shares | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % |
* | Investments include securities on loan of $47,893, $20,666, $—, $17,118 and $127,282, respectively. |
(a) | Per Share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
(b) | Redemption price per share varies based on length of time shares are held. |
95
Large Cap | Large Cap | Large Cap | Large Cap | Mid-Cap | ||||||||||||||||
Core | Growth | Quantitative | Value | Core | ||||||||||||||||
Equity Fund | Stock Fund | Equity Fund | Equity Fund | Equity Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 525,478 | $ | 668,866 | $ | 54,082 | $ | 1,434,400 | $ | 130,954 | ||||||||||
Investments, at Value* | $ | 383,608 | $ | 470,330 | $ | 51,510 | $ | 969,954 | $ | 78,837 | ||||||||||
Investments in Affiliates, at Value | 102,240 | 154,868 | 376 | 315,280 | 28,552 | |||||||||||||||
Total Investments | 485,848 | 625,198 | 51,886 | 1,285,234 | 107,389 | |||||||||||||||
Dividends Receivable | 472 | 555 | 63 | 1,469 | 157 | |||||||||||||||
Receivable for Capital Shares Issued | 618 | 721 | — | 1,116 | 273 | |||||||||||||||
Receivable for Investment Securities Sold | 3,174 | — | — | 3,648 | 235 | |||||||||||||||
Prepaid Expenses | 12 | 11 | 7 | 23 | 6 | |||||||||||||||
Total Assets | 490,124 | 626,485 | 51,956 | 1,291,490 | 108,060 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | — | — | — | 7,934 | 107 | |||||||||||||||
Payable for Capital Shares Redeemed | 534 | 417 | — | 426 | 34 | |||||||||||||||
Payable Upon Return of Securities Loaned | 89,356 | 136,846 | — | 243,940 | 26,685 | |||||||||||||||
Investment Advisory Fees Payable | 274 | 296 | 34 | 644 | 66 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 14 | 17 | 2 | 24 | 5 | |||||||||||||||
Compliance Services Fees Payable | 9 | 6 | 1 | 13 | 2 | |||||||||||||||
Distribution and Service Fees Payable | 21 | 20 | — | 18 | 4 | |||||||||||||||
Custodian Fees Payable | 5 | 4 | 6 | 8 | 6 | |||||||||||||||
Trustee Fees Payable | 3 | 3 | 1 | 8 | 1 | |||||||||||||||
Accrued Expenses | 45 | 43 | 10 | 72 | 14 | |||||||||||||||
Total Liabilities | 90,261 | 137,652 | 54 | 253,087 | 26,924 | |||||||||||||||
Net Assets | $ | 399,863 | $ | 488,833 | $ | 51,902 | $ | 1,038,403 | $ | 81,136 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 738,944 | $ | 621,159 | $ | 98,320 | $ | 1,576,667 | $ | 128,285 | ||||||||||
Accumulated Net Investment Income | 140 | 95 | 39 | 194 | 2 | |||||||||||||||
Accumulated Net Realized Loss from Investment Transactions | (299,591 | ) | (88,753 | ) | (44,261 | ) | (389,292 | ) | (23,586 | ) | ||||||||||
Net Unrealized Depreciation on Investments | (39,630 | ) | (43,668 | ) | (2,196 | ) | (149,166 | ) | (23,565 | ) | ||||||||||
Net Assets | $ | 399,863 | $ | 488,833 | $ | 51,902 | $ | 1,038,403 | $ | 81,136 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 361,038 | $ | 439,356 | $ | 51,282 | $ | 998,608 | $ | 74,341 | ||||||||||
A Shares | 17,254 | 35,431 | 268 | 24,385 | 3,592 | |||||||||||||||
C Shares | 21,571 | 14,046 | 352 | 15,410 | 3,203 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||
I Shares | 40,197 | 66,868 | 7,106 | 124,952 | 11,908 | |||||||||||||||
A Shares | 1,900 | 5,796 | 37 | 3,063 | 608 | |||||||||||||||
C Shares | 2,439 | 2,560 | 51 | 1,959 | 608 | |||||||||||||||
Net Asset Value and Redemption Price Per Share:(a) | ||||||||||||||||||||
I Shares | $ | 8.98 | $ | 6.57 | $ | 7.22 | $ | 7.99 | $ | 6.24 | ||||||||||
A Shares | 9.08 | 6.11 | 7.15 | 7.96 | 5.91 | |||||||||||||||
C Shares(b) | 8.84 | 5.49 | 6.90 | 7.87 | 5.27 | |||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
I Shares | $ | 8.98 | $ | 6.57 | $ | 7.22 | $ | 7.99 | $ | 6.24 | ||||||||||
A Shares | 9.63 | 6.48 | 7.59 | 8.45 | 6.27 | |||||||||||||||
C Shares | 8.84 | 5.49 | 6.90 | 7.87 | 5.27 | |||||||||||||||
Maximum Sales Charge — A Shares | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % |
* | Investments include securities on loan of $87,041, $133,378, $—, $236,305 and $25,973, respectively. |
(a) | Per Share amounts may not recalculate due to rounding of net assets and/or shares outstanding. | |
(b) | Redemption price per share varies based on length of time shares are held. |
96
Mid-Cap | Real | Select Large | Small Cap | Small Cap | ||||||||||||||||
Value | Estate | Cap Growth | Growth | Value | ||||||||||||||||
Equity Fund | 130/30 Fund | Stock Fund | Stock Fund | Equity Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 299,584 | $ | 6,543 | $ | 152,217 | $ | 436,444 | $ | 497,341 | ||||||||||
Investments, at Value* | $ | 221,791 | $ | 5,896 | $ | 105,515 | $ | 279,006 | $ | 323,814 | ||||||||||
Investments in Affiliates, at Value | 43,623 | — | 34,382 | 122,278 | 91,864 | |||||||||||||||
Total Investments | 265,414 | 5,896 | 139,897 | 401,284 | 415,678 | |||||||||||||||
Dividends Receivable | 355 | 47 | 68 | 146 | 588 | |||||||||||||||
Receivable for Capital Shares Issued | 328 | — | 27 | 520 | 182 | |||||||||||||||
Receivable for Investment Securities Sold | 2,982 | 306 | — | 2,617 | — | |||||||||||||||
Prepaid Expenses | 13 | 22 | 9 | 13 | 19 | |||||||||||||||
Total Assets | 269,092 | 6,271 | 140,001 | 404,580 | 416,467 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | 2,291 | 323 | — | 1,497 | — | |||||||||||||||
Payable for Investment Securities Sold Short, at Value (Proceeds $—, $1,419, $—, $—, and $—, respectively) | — | 1,365 | — | — | — | |||||||||||||||
Payable for Capital Shares Redeemed | 117 | — | 17 | 313 | 502 | |||||||||||||||
Payable Upon Return of Securities Loaned | 30,558 | — | 28,924 | 114,015 | 86,138 | |||||||||||||||
Dividends Payable for Securities Sold Short | — | 5 | — | — | — | |||||||||||||||
Investment Advisory Fees Payable | 185 | 1 | 74 | 267 | 288 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 6 | — | 5 | 12 | 9 | |||||||||||||||
Compliance Services Fees Payable | 4 | — | 1 | 6 | 5 | |||||||||||||||
Distribution and Service Fees Payable | 2 | — | 12 | 7 | 9 | |||||||||||||||
Custodian Fees Payable | 6 | 1 | 2 | 10 | 5 | |||||||||||||||
Trustee Fees Payable | 2 | — | 1 | 3 | 2 | |||||||||||||||
Accrued Expenses | 25 | 7 | 13 | 41 | 33 | |||||||||||||||
Total Liabilities | 33,196 | 1,702 | 29,049 | 116,171 | 86,991 | |||||||||||||||
Net Assets | $ | 235,896 | $ | 4,569 | $ | 110,952 | $ | 288,409 | $ | 329,476 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 384,394 | $ | 7,684 | $ | 200,845 | $ | 463,266 | $ | 508,594 | ||||||||||
Accumulated Net Investment Income (Loss) | 82 | — | — | (4 | ) | 286 | ||||||||||||||
Accumulated Net Realized Loss from Investment Transactions | (114,410 | ) | (2,522 | ) | (77,573 | ) | (139,693 | ) | (97,741 | ) | ||||||||||
Net Unrealized Depreciation on Investments | (34,170 | ) | (593 | ) | (12,320 | ) | (35,160 | ) | (81,663 | ) | ||||||||||
Net Assets | $ | 235,896 | $ | 4,569 | $ | 110,952 | $ | 288,409 | $ | 329,476 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 231,035 | $ | 4,567 | $ | 95,540 | $ | 273,548 | $ | 316,142 | ||||||||||
A Shares | 2,912 | — | 175 | 8,294 | 2,243 | |||||||||||||||
C Shares | 1,949 | 2 | 15,237 | 6,567 | 11,091 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||
I Shares | 35,799 | 1,094 | 4,839 | 32,102 | 41,760 | |||||||||||||||
A Shares | 453 | — | 9 | 1,026 | 300 | |||||||||||||||
C Shares | 305 | 1 | 847 | 925 | 1,540 | |||||||||||||||
Net Asset Value and Redemption Price Per Share:(a) | ||||||||||||||||||||
I Shares | $ | 6.45 | $ | 4.17 | $ | 19.74 | $ | 8.52 | $ | 7.57 | ||||||||||
A Shares | 6.42 | N/A | 19.54 | 8.08 | 7.47 | |||||||||||||||
C Shares(b) | 6.38 | 4.16 | 17.99 | 7.10 | 7.20 | |||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
I Shares | $ | 6.45 | $ | 4.17 | $ | 19.74 | $ | 8.52 | $ | 7.57 | ||||||||||
A Shares | 6.81 | N/A | 20.73 | 8.57 | 7.93 | |||||||||||||||
C Shares | 6.38 | 4.16 | 17.99 | 7.10 | 7.20 | |||||||||||||||
Maximum Sales Charge — A Shares | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % |
* | Investments include securities on loan of $29,672, $—, $28,231, $110,657, and $83,764, respectively. |
(a) | Per Share amounts may not recalculate due to rounding of net assets and/or shares outstanding. | |
(b) | Redemption price per share varies based on length of time shares are held. |
97
Life Vision | Life Vision | Life Vision | Life Vision | |||||||||||||||||
U.S. Equity | Aggressive | Conservative | Growth and | Moderate | ||||||||||||||||
130/30 Fund | Growth Fund | Fund | Income Fund | Growth Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 4,463 | $ | 25,542 | $ | 9,900 | $ | 69,012 | $ | 152,122 | ||||||||||
Investments, at Value | $ | 4,251 | $ | 373 | $ | 470 | $ | 456 | $ | 3,161 | ||||||||||
Investments in Affiliates, at Value | — | 17,854 | 8,870 | 53,359 | 124,491 | |||||||||||||||
Total Investments | 4,251 | 18,227 | 9,340 | 53,815 | 127,652 | |||||||||||||||
Dividends Receivable | 6 | — | 27 | 58 | 256 | |||||||||||||||
Receivable for Capital Shares Issued | — | 8 | 86 | 17 | 44 | |||||||||||||||
Receivable from Adviser | 1 | — | 1 | — | — | |||||||||||||||
Prepaid Expenses | 22 | 3 | 3 | 6 | 14 | |||||||||||||||
Total Assets | 4,280 | 18,238 | 9,457 | 53,896 | 127,966 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Sold Short, at Value (Proceeds $954, $—, $—, $—, and $—, respectively) | 976 | — | — | — | — | |||||||||||||||
Payable for Capital Shares Redeemed | — | 12 | 62 | 122 | 37 | |||||||||||||||
Investment Advisory Fees Payable | — | — | — | 2 | 6 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 1 | 1 | — | 3 | 6 | |||||||||||||||
Compliance Services Fees Payable | — | — | — | 1 | 2 | |||||||||||||||
Distribution and Service Fees Payable | — | 2 | 4 | 8 | 16 | |||||||||||||||
Custodian Fees Payable | 2 | 2 | 2 | 2 | 2 | |||||||||||||||
Trustee Fees Payable | — | — | — | — | 1 | |||||||||||||||
Accrued Expenses | 7 | 7 | 2 | 10 | 16 | |||||||||||||||
Total Liabilities | 986 | 24 | 70 | 148 | 86 | |||||||||||||||
Net Assets | $ | 3,294 | $ | 18,214 | $ | 9,387 | $ | 53,748 | $ | 127,880 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 5,454 | $ | 27,276 | $ | 10,454 | $ | 71,730 | $ | 157,960 | ||||||||||
Accumulated Net Investment Income | 3 | — | 17 | 15 | 142 | |||||||||||||||
Accumulated Net Realized Loss from Investment Transactions | (1,929 | ) | (1,747 | ) | (524 | ) | (2,800 | ) | (5,752 | ) | ||||||||||
Net Unrealized Depreciation on Investments | (234 | ) | (7,315 | ) | (560 | ) | (15,197 | ) | (24,470 | ) | ||||||||||
Net Assets | $ | 3,294 | $ | 18,214 | $ | 9,387 | $ | 53,748 | $ | 127,880 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 3,294 | $ | 13,411 | $ | 3,778 | $ | 40,472 | $ | 103,606 | ||||||||||
A Shares | — | 1,815 | 584 | 2,776 | 5,845 | |||||||||||||||
B Shares | — | 1,912 | 3,052 | 7,656 | 6,024 | |||||||||||||||
C Shares | — | 1,076 | 1,973 | 2,844 | 12,405 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||
I Shares | 581 | 2,649 | 385 | 5,765 | 13,343 | |||||||||||||||
A Shares | — | 360 | 59 | 396 | 754 | |||||||||||||||
B Shares | — | 387 | 311 | 1,095 | 780 | |||||||||||||||
C Shares | — | 215 | 202 | 410 | 1,607 | |||||||||||||||
Net Asset Value and Redemption Price Per Share:(a) | ||||||||||||||||||||
I Shares | $ | 5.67 | $ | 5.06 | $ | 9.81 | $ | 7.02 | $ | 7.76 | ||||||||||
A Shares | N/A | 5.04 | 9.81 | 7.00 | 7.75 | |||||||||||||||
B Shares(b) | N/A | 4.94 | 9.80 | 6.99 | 7.72 | |||||||||||||||
C Shares(b) | N/A | 5.00 | 9.77 | 6.94 | 7.72 | |||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
I Shares | $ | 5.67 | $ | 5.06 | $ | 9.81 | $ | 7.02 | $ | 7.76 | ||||||||||
A Shares | N/A | 5.35 | 10.30 | 7.43 | 8.22 | |||||||||||||||
B Shares | N/A | 4.94 | 9.80 | 6.99 | 7.72 | |||||||||||||||
C Shares | N/A | 5.00 | 9.77 | 6.94 | 7.72 | |||||||||||||||
Maximum Sales Charge — A Shares | 5.75 | % | 5.75 | % | 4.75 | % | 5.75 | % | 5.75 | % |
(a) | Per Share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
(b) | Redemption price per share varies based on length of time shares are held. |
98
Aggressive | Emerging | International | International | |||||||||||||||||
Growth | Growth | Equity | International | Equity | ||||||||||||||||
Stock Fund | Stock Fund | 130/30 Fund | Equity Fund | Index Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Interest Income | $ | — | $ | — | $ | 5 | $ | 95 | $ | 33 | ||||||||||
Dividend Income | 788 | 254 | 2,965 | 29,514 | 34,275 | |||||||||||||||
Dividend Income from Affiliated Investment Companies | 40 | 49 | — | — | — | |||||||||||||||
Net Income from Securities Lending | 277 | 198 | — | 1,702 | 2,240 | |||||||||||||||
Less: Foreign Taxes Withheld | — | — | (197 | ) | (3,033 | ) | (3,578 | ) | ||||||||||||
Total Investment Income | 1,105 | 501 | 2,773 | 28,278 | 32,970 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 2,724 | 1,128 | 962 | 7,630 | 3,809 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 69 | 28 | 69 | 227 | 293 | |||||||||||||||
Compliance Services Fees | 6 | 2 | 2 | 18 | 17 | |||||||||||||||
Distribution and Service Fees — A Shares | 2 | 1 | — | 23 | 13 | |||||||||||||||
Distribution and Service Fees — C Shares | 20 | 1 | — | 44 | 43 | |||||||||||||||
Dividend Expense on Securities Sold Short | — | — | 1,008 | — | — | |||||||||||||||
Custodian Fees | 13 | 7 | 117 | 401 | 493 | |||||||||||||||
Printing Fees | 15 | 6 | 4 | 31 | 36 | |||||||||||||||
Professional Fees | 9 | 3 | 7 | 34 | 23 | |||||||||||||||
Registration Fees | 31 | 24 | 45 | 34 | 32 | |||||||||||||||
Trustee Fees | 6 | 2 | 2 | 20 | 16 | |||||||||||||||
Other Fees | 11 | 4 | 4 | 34 | 24 | |||||||||||||||
Total Expenses | 2,906 | 1,206 | 2,220 | 8,496 | 4,799 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | — | (26 | ) | — | (9 | ) | |||||||||||||
Less: Administration Fees Waived | (3 | ) | (1 | ) | (16 | ) | (9 | ) | (10 | ) | ||||||||||
Net Expenses | 2,903 | 1,205 | 2,178 | 8,487 | 4,780 | |||||||||||||||
Net Investment Income (Loss) | (1,798 | ) | (704 | ) | 595 | 19,791 | 28,190 | |||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment and Foreign Currency Transactions | (39,836 | ) | (31,321 | ) | (74,378 | ) | (339,550 | ) | (66,455 | ) | ||||||||||
Securities Sold Short | — | — | 17,626 | — | — | |||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on: | ||||||||||||||||||||
Investments and Foreign Currencies | (52,815 | ) | (20,743 | ) | (13,786 | ) | (154,998 | ) | (434,336 | ) | ||||||||||
Securities Sold Short | — | — | 311 | — | — | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies | (92,651 | ) | (52,064 | ) | (70,227 | ) | (494,548 | ) | (500,791 | ) | ||||||||||
Change in Net Assets from Operations | $ | (94,449 | ) | $ | (52,768 | ) | $ | (69,632 | ) | $ | (474,757 | ) | $ | (472,601 | ) | |||||
99
Large Cap | Large Cap | Large Cap | Large Cap | Mid-Cap | ||||||||||||||||
Core | Growth | Quantitative | Value | Core | ||||||||||||||||
Equity Fund | Stock Fund | Equity Fund | Equity Fund | Equity Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Dividend Income | $ | 18,824 | $ | 7,559 | $ | 1,761 | $ | 34,511 | $ | 2,501 | ||||||||||
Dividend Income from Affiliated Investment | ||||||||||||||||||||
Companies | 222 | 365 | 14 | 1,617 | 28 | |||||||||||||||
Net Income from Securities Lending | 844 | 637 | — | 1,228 | 254 | |||||||||||||||
Total Investment Income | 19,890 | 8,561 | 1,775 | 37,356 | 2,783 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 7,393 | 5,399 | 798 | 8,679 | 1,391 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 258 | 192 | 29 | 311 | 49 | |||||||||||||||
Compliance Services Fees | 14 | 13 | 6 | 26 | 3 | |||||||||||||||
Distribution and Service Fees — A Shares | 66 | 153 | 1 | 110 | 19 | |||||||||||||||
Distribution and Service Fees — C Shares | 340 | 210 | 6 | 227 | 53 | |||||||||||||||
Custodian Fees | 23 | 18 | 30 | 33 | 15 | |||||||||||||||
Printing Fees | 35 | 35 | 4 | 59 | 8 | |||||||||||||||
Professional Fees | 21 | 17 | 6 | 33 | 4 | |||||||||||||||
Registration Fees | 39 | 35 | 28 | 35 | 34 | |||||||||||||||
Trustee Fees | 18 | 13 | 2 | 25 | 3 | |||||||||||||||
Other Fees | 36 | 40 | 6 | 35 | 13 | |||||||||||||||
Total Expenses | 8,243 | 6,125 | 916 | 9,573 | 1,592 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | (117 | ) | (5 | ) | — | — | |||||||||||||
Less: Administration Fees Waived | (66 | ) | (68 | ) | (11 | ) | (15 | ) | (7 | ) | ||||||||||
Net Expenses | 8,177 | 5,940 | 900 | 9,558 | 1,585 | |||||||||||||||
Net Investment Income (Loss) | 11,713 | 2,621 | 875 | 27,798 | 1,198 | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments: | ||||||||||||||||||||
Net Realized Gain (Loss) from Investment Transactions | (249,651 | ) | (83,514 | ) | (30,101 | ) | (350,018 | ) | (22,234 | ) | ||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments | (170,157 | ) | (116,311 | ) | 244 | (142,544 | ) | (41,706 | ) | |||||||||||
Net Realized and Unrealized Gain (Loss) on Investments | (419,808 | ) | (199,825 | ) | (29,857 | ) | (492,562 | ) | (63,940 | ) | ||||||||||
Change in Net Assets from Operations | $ | (408,095 | ) | $ | (197,204 | ) | $ | (28,982 | ) | $ | (464,764 | ) | $ | (62,742 | ) | |||||
100
Mid-Cap | Real | Select Large | Small Cap | Small Cap | ||||||||||||||||
Value | Estate | Cap Growth | Growth | Value | ||||||||||||||||
Equity Fund | 130/30 Fund | Stock Fund | Stock Fund | Equity Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Dividend Income | $ | 6,421 | $ | 254 | $ | 1,340 | $ | 1,707 | $ | 9,838 | ||||||||||
Dividend Income from Affiliated Investment Companies | 187 | — | 92 | 261 | 294 | |||||||||||||||
Net Income from Securities Lending | 630 | — | 99 | 1,956 | 1,362 | |||||||||||||||
Less: Foreign Taxes Withheld | — | — | — | — | (6 | ) | ||||||||||||||
Total Investment Income | 7,238 | 254 | 1,531 | 3,924 | 11,488 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 2,557 | 58 | 936 | 4,983 | 4,684 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 75 | 5 | 48 | 138 | 122 | |||||||||||||||
Compliance Services Fees | 7 | — | 3 | 10 | 11 | |||||||||||||||
Distribution and Service Fees — A Shares | 15 | — | 1 | 39 | 10 | |||||||||||||||
Distribution and Service Fees — C Shares | 30 | — | 207 | 109 | 112 | |||||||||||||||
Dividend Expense on Securities Sold Short | — | 98 | — | — | — | |||||||||||||||
Custodian Fees | 18 | 11 | 6 | 28 | 21 | |||||||||||||||
Printing Fees | 17 | — | 8 | 24 | 31 | |||||||||||||||
Professional Fees | 9 | 6 | 4 | 13 | 14 | |||||||||||||||
Registration Fees | 34 | 45 | 28 | 36 | 38 | |||||||||||||||
Trustee Fees | 7 | — | 3 | 10 | 10 | |||||||||||||||
Other Fees | 12 | 5 | 18 | 19 | 35 | |||||||||||||||
Total Expenses | 2,781 | 228 | 1,262 | 5,409 | 5,088 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | (62 | ) | (3 | ) | — | (9 | ) | ||||||||||||
Less: Administration Fees Waived | (3 | ) | (1 | ) | (6 | ) | (18 | ) | (22 | ) | ||||||||||
Net Expenses | 2,778 | 165 | 1,253 | 5,391 | 5,057 | |||||||||||||||
Net Investment Income (Loss) | 4,460 | 89 | 278 | (1,467 | ) | 6,431 | ||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment Transactions | (87,838 | ) | (4,127 | ) | (14,703 | ) | (114,186 | ) | (95,887 | ) | ||||||||||
Securities Sold Short | — | 1,101 | — | — | — | |||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on: | ||||||||||||||||||||
Investments | (13,072 | ) | (691 | ) | (22,976 | ) | (68,531 | ) | (48,980 | ) | ||||||||||
Securities Sold Short | — | (31 | ) | — | — | — | ||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments | (100,910 | ) | (3,748 | ) | (37,679 | ) | (182,717 | ) | (144,867 | ) | ||||||||||
Change in Net Assets from Operations | $ | (96,450 | ) | $ | (3,659 | ) | $ | (37,401 | ) | $ | (184,184 | ) | $ | (138,436 | ) | |||||
101
Life Vision | Life Vision | Life Vision | Life Vision | |||||||||||||||||
U.S. Equity | Aggressive | Conservative | Growth and | Moderate | ||||||||||||||||
130/30 Fund | Growth Fund | Fund | Income Fund | Growth Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Dividend Income | $ | 100 | $ | 9 | $ | 4 | $ | 16 | $ | 42 | ||||||||||
Dividend Income from Affiliated Investment Companies | — | 387 | 426 | 1,876 | 4,922 | |||||||||||||||
Total Investment Income | 100 | 396 | 430 | 1,892 | 4,964 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 42 | 26 | 10 | 73 | 150 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 11 | 11 | 4 | 30 | 59 | |||||||||||||||
Compliance Services Fees | — | 1 | — | 2 | 4 | |||||||||||||||
Distribution and Service Fees — A Shares | — | 7 | 2 | 12 | 22 | |||||||||||||||
Distribution and Service Fees — B Shares | — | 24 | 30 | 84 | 63 | |||||||||||||||
Distribution and Service Fees — C Shares | — | 14 | 9 | 42 | 167 | |||||||||||||||
Dividend Expense on Securities Sold Short | 27 | — | — | — | — | |||||||||||||||
Custodian Fees | 15 | 5 | 8 | 7 | 8 | |||||||||||||||
Printing Fees | — | 3 | 2 | 10 | 22 | |||||||||||||||
Professional Fees | 7 | 1 | — | 4 | 7 | |||||||||||||||
Registration Fees | 45 | 9 | 8 | 12 | 34 | |||||||||||||||
Trustee Fees | — | 1 | — | 2 | 4 | |||||||||||||||
Other Fees | 1 | 4 | 4 | 9 | 22 | |||||||||||||||
Total Expenses | 148 | 106 | 77 | 287 | 562 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | (74 | ) | (3 | ) | (14 | ) | (4 | ) | (6 | ) | ||||||||||
Less: Administration Fees Waived | (1 | ) | (4 | ) | (2 | ) | (5 | ) | (9 | ) | ||||||||||
Net Expenses | 73 | 99 | 61 | 278 | 547 | |||||||||||||||
Net Investment Income (Loss) | 27 | 297 | 369 | 1,614 | 4,417 | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment Transactions* | (2,223 | ) | (834 | ) | (356 | ) | (1,049 | ) | (2,262 | ) | ||||||||||
Securities Sold Short | 547 | — | — | — | — | |||||||||||||||
Capital Gain Received from Investments in Affiliated Investment Companies | — | 92 | 10 | 203 | 291 | |||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on: | ||||||||||||||||||||
Investments* | 145 | (10,097 | ) | (733 | ) | (20,909 | ) | (30,770 | ) | |||||||||||
Securities Sold Short | (5 | ) | — | — | — | — | ||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments | (1,536 | ) | (10,839 | ) | (1,079 | ) | (21,755 | ) | (32,741 | ) | ||||||||||
Change in Net Assets from Operations | $ | (1,509 | ) | $ | (10,542 | ) | $ | (710 | ) | $ | (20,141 | ) | $ | (28,324 | ) | |||||
* | Net realized gain (loss) from investment transactions and net change in unrealized appreciation/depreciation on investments for the Life Vision Funds are primarily attributable to the underlying investments in affiliated investment companies. |
102
International | Real Estate | U.S. Equity | ||||||||||
Equity 130/30 | 130/30 | 130/30 | ||||||||||
Fund | Fund | Fund | ||||||||||
Cash Flow from Operating Activities: | ||||||||||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ | (69,632 | ) | $ | (3,659 | ) | $ | (1,509 | ) | |||
Adjustments to Reconcile Net Increase (Decrease) in Net Assets resulting from Operations to Net Cash Used in Operating Activities: | ||||||||||||
Purchases of Investments | (792,813 | ) | (32,803 | ) | (16,875 | ) | ||||||
Proceeds from Investment Securities Sold | 620,683 | 28,767 | 16,237 | |||||||||
Proceeds from Investment Securities Sold Short | 202,935 | 9,016 | 5,297 | |||||||||
Purchases to Cover Securities Sold Short | (165,385 | ) | (8,114 | ) | (5,095 | ) | ||||||
Net Realized (Gain)/Loss from Investments | 56,752 | 3,026 | 1,676 | |||||||||
Change in Net Unrealized Appreciation/Depreciation from Investments | 13,475 | 722 | (140 | ) | ||||||||
Change in Assets and Liabilities: | ||||||||||||
Decrease (Increase) in Assets: | ||||||||||||
Foreign Currency | (678 | ) | — | — | ||||||||
Interest and Dividends Receivable | (376 | ) | (10 | ) | — | |||||||
Reclaims Receivable | (76 | ) | — | — | ||||||||
Receivable for Investment Securities Sold | (2,073 | ) | (306 | ) | 282 | |||||||
Receivable from Adviser | 49 | 9 | 10 | |||||||||
Receivable for Capital Shares Issued | (57 | ) | — | — | ||||||||
Prepaid Expenses | 4 | 7 | 7 | |||||||||
(Decrease) Increase in Liabilities: | ||||||||||||
Payable for Investment Securities Purchased | 2,234 | 323 | (291 | ) | ||||||||
Dividends Payable for Securities Sold Short | 25 | 1 | (1 | ) | ||||||||
Payable for Capital Shares Redeemed | 50 | — | — | |||||||||
Investment Advisory Fees Payable | 71 | (3 | ) | 1 | ||||||||
Administration, Fund Accounting Fees Payable and Transfer Agent Fees Payable | 1 | (1 | ) | — | ||||||||
Compliance Service Fees Payable | 2 | — | — | |||||||||
Custodian Fees Payable | (2 | ) | (1 | ) | (4 | ) | ||||||
Trustee Fees Payable | 1 | — | — | |||||||||
Accrued Expenses | 16 | 6 | 6 | |||||||||
Net Cash Used in Operating Activities | (134,794 | ) | (3,020 | ) | (399 | ) | ||||||
Cash Flow from Financing Activities: | ||||||||||||
Proceeds from Shares Issued | 152,894 | 3,059 | 423 | |||||||||
Cost from Shares Redeemed | (17,755 | ) | (2 | ) | (1 | ) | ||||||
Dividends and Distributions to Shareholders | (315 | ) | (2 | ) | — | |||||||
Payable for Fund Overdraft | (30 | ) | (35 | ) | (23 | ) | ||||||
Net Cash Provided by Financing Activities | 134,794 | 3,020 | 399 | |||||||||
Net Increase in Cash | — | — | — | |||||||||
Cash at beginning of period | — | — | — | |||||||||
Cash at end of period | $ | — | $ | — | $ | — | ||||||
103
Aggressive Growth | Emerging Growth | International | International | |||||||||||||||||||||||||||||
Stock Fund | Stock Fund | Equity 130/30 Fund | Equity Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 12/26/07*- | 04/01/08- | 04/01/07- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | (1,798 | ) | $ | (2,469 | ) | $ | (704 | ) | $ | (929 | ) | $ | 595 | $ | (7 | ) | $ | 19,791 | $ | 24,670 | |||||||||||
Net Realized Gain (Loss) from Investment and Foreign Currency Transactions | (39,836 | ) | 31,134 | (31,321 | ) | 13,996 | (56,752 | ) | (430 | ) | (339,550 | ) | 103,684 | |||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments and Foreign Currencies | (52,815 | ) | (35,691 | ) | (20,743 | ) | (20,002 | ) | (13,475 | ) | (220 | ) | (154,998 | ) | (166,780 | ) | ||||||||||||||||
Change in Net Assets from Operations | (94,449 | ) | (7,026 | ) | (52,768 | ) | (6,935 | ) | (69,632 | ) | (657 | ) | (474,757 | ) | (38,426 | ) | ||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | — | (350 | ) | — | (16,480 | ) | (25,075 | ) | |||||||||||||||||||||
A Shares | — | — | — | — | — | — | (132 | ) | (306 | ) | ||||||||||||||||||||||
C Shares | — | — | — | — | — | — | (51 | ) | (106 | ) | ||||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | (4,869 | ) | (10,251 | ) | (3,009 | ) | (12,358 | ) | — | — | (14,078 | ) | (159,154 | ) | ||||||||||||||||||
A Shares | (12 | ) | (30 | ) | (11 | ) | (84 | ) | — | — | (135 | ) | (2,105 | ) | ||||||||||||||||||
C Shares | (38 | ) | (96 | ) | (2 | ) | (12 | ) | — | — | (87 | ) | (1,108 | ) | ||||||||||||||||||
Total Dividends and Distributions | (4,919 | ) | (10,377 | ) | (3,022 | ) | (12,454 | ) | (350 | ) | — | (30,963 | ) | (187,854 | ) | |||||||||||||||||
Change in Net Assets from Capital Transactions | (57,007 | ) | 106 | 4,558 | 25,025 | 135,174 | 5,000 | (411,014 | ) | 146,586 | ||||||||||||||||||||||
Change in Net Assets | (156,375 | ) | (17,297 | ) | (51,232 | ) | 5,636 | 65,192 | 4,343 | (916,734 | ) | (79,694 | ) | |||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 310,095 | 327,392 | 117,428 | 111,792 | 4,343 | — | 1,108,522 | 1,188,216 | ||||||||||||||||||||||||
End of Period | $ | 153,720 | $ | 310,095 | $ | 66,196 | $ | 117,428 | $ | 69,535 | $ | 4,343 | $ | 191,788 | $ | 1,108,522 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (1 | ) | $ | (5 | ) | $ | (4 | ) | $ | (8 | ) | $ | 50 | $ | (11 | ) | $ | 1,467 | $ | 1 | |||||||||||
* | Commencement of Operations. |
104
Aggressive Growth | Emerging Growth | International | International | |||||||||||||||||||||||||||||
Stock Fund | Stock Fund | Equity 130/30 Fund | Equity Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 12/26/07*- | 04/01/08- | 04/01/07- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 53,115 | $ | 120,674 | $ | 42,280 | $ | 64,236 | $ | 152,857 | $ | 5,000 | $ | 118,540 | $ | 340,421 | ||||||||||||||||
Dividends Reinvested | 2,447 | 5,115 | 953 | 3,633 | 35 | — | 12,140 | 74,643 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (111,911 | ) | (125,214 | ) | (38,361 | ) | (43,040 | ) | (17,740 | ) | — | (537,071 | ) | (269,376 | ) | |||||||||||||||||
Change in Net Assets from I Shares | (56,349 | ) | 575 | 4,872 | 24,829 | 135,152 | 5,000 | (406,391 | ) | 145,688 | ||||||||||||||||||||||
A Shares**: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 72 | 981 | 23 | 563 | 34 | — | 395 | 6,187 | ||||||||||||||||||||||||
Dividends Reinvested | 10 | 25 | 10 | 66 | — | — | 233 | 2,020 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (330 | ) | (547 | ) | (321 | ) | (451 | ) | (15 | ) | — | (4,055 | ) | (7,093 | ) | |||||||||||||||||
Change in Net Assets from A Shares | (248 | ) | 459 | (288 | ) | 178 | 19 | — | (3,427 | ) | 1,114 | |||||||||||||||||||||
C Shares**: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 24 | 50 | — | 47 | 3 | — | 120 | 501 | ||||||||||||||||||||||||
Dividends Reinvested | 35 | 91 | 1 | 11 | — | — | 135 | 1,187 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (469 | ) | (1,069 | ) | (27 | ) | (40 | ) | — | — | (1,451 | ) | (1,904 | ) | ||||||||||||||||||
Change in Net Assets from C Shares | (410 | ) | (928 | ) | (26 | ) | 18 | 3 | — | (1,196 | ) | (216 | ) | |||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (57,007 | ) | $ | 106 | $ | 4,558 | $ | 25,025 | $ | 135,174 | $ | 5,000 | $ | (411,014 | ) | $ | 146,586 | ||||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 5,055 | 8,851 | 4,697 | 4,764 | 20,197 | 500 | 10,294 | 21,017 | ||||||||||||||||||||||||
Reinvested | 329 | 353 | 152 | 255 | 8 | — | 1,677 | 4,740 | ||||||||||||||||||||||||
Redeemed | (11,216 | ) | (9,286 | ) | (5,105 | ) | (3,057 | ) | (3,653 | ) | — | (61,938 | ) | (15,914 | ) | |||||||||||||||||
Change in I Shares | (5,832 | ) | (82 | ) | (256 | ) | 1,962 | 16,552 | 500 | (49,967 | ) | 9,843 | ||||||||||||||||||||
A Shares**: | ||||||||||||||||||||||||||||||||
Issued | 10 | 70 | 2 | 38 | 4 | — | 37 | 359 | ||||||||||||||||||||||||
Reinvested | 1 | 2 | 2 | 5 | — | — | 33 | 130 | ||||||||||||||||||||||||
Redeemed | (31 | ) | (41 | ) | (38 | ) | (33 | ) | (2 | ) | — | (406 | ) | (443 | ) | |||||||||||||||||
Change in A Shares | (20 | ) | 31 | (34 | ) | 10 | 2 | — | (336 | ) | 46 | |||||||||||||||||||||
C Shares**: | ||||||||||||||||||||||||||||||||
Issued | 2 | 4 | — | 3 | — | — | 13 | 32 | ||||||||||||||||||||||||
Reinvested | 5 | 7 | — | 1 | — | — | 20 | 82 | ||||||||||||||||||||||||
Redeemed | (49 | ) | (83 | ) | (2 | ) | (3 | ) | — | — | (159 | ) | (126 | ) | ||||||||||||||||||
Change in C Shares | (42 | ) | (72 | ) | (2 | ) | 1 | — | — | (126 | ) | (12 | ) | |||||||||||||||||||
Change in Shares | (5,894 | ) | (123 | ) | (292 | ) | 1,973 | 16,554 | 500 | (50,429 | ) | 9,877 | ||||||||||||||||||||
* | Commencement of Operations. |
** | Commencement of Operations was 07/02/08 and 08/21/08, for International Equity 130/30 Fund A Shares and C Shares, respectively. |
105
International Equity | Large Cap Core | Large Cap Growth | Large Cap Quantitative | |||||||||||||||||||||||||||||
Index Fund | Equity Fund | Stock Fund | Equity Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/30/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 28,190 | $ | 29,187 | $ | 11,713 | $ | 18,810 | $ | 2,621 | $ | 3,360 | $ | 875 | $ | 1,747 | ||||||||||||||||
Net Realized Gain (Loss) from Investment and Foreign Currency Transactions | (66,455 | ) | 27,147 | (249,651 | ) | 23,357 | (83,514 | ) | 123,995 | (30,101 | ) | (5,691 | ) | |||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments and Foreign Currencies | (434,336 | ) | (79,504 | ) | (170,157 | ) | (186,337 | ) | (116,311 | ) | (89,661 | ) | 244 | (10,191 | ) | |||||||||||||||||
Change in Net Assets from Operations | (472,601 | ) | (23,170 | ) | (408,095 | ) | (144,170 | ) | (197,204 | ) | 37,694 | (28,982 | ) | (14,135 | ) | |||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (28,597 | ) | (27,049 | ) | (11,052 | ) | (18,214 | ) | (2,391 | ) | (3,174 | ) | (828 | ) | (1,790 | ) | ||||||||||||||||
A Shares | (166 | ) | (166 | ) | (325 | ) | (438 | ) | (109 | ) | (208 | ) | (3 | ) | (4 | ) | ||||||||||||||||
C Shares | (149 | ) | (113 | ) | (189 | ) | (163 | ) | (21 | ) | (50 | ) | (2 | ) | — | |||||||||||||||||
Tax Return of Capital | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | (31 | ) | — | — | — | (11 | ) | ||||||||||||||||||||||
A Shares | — | — | — | (1 | ) | — | — | — | — | |||||||||||||||||||||||
C Shares | — | — | — | (1 | ) | — | — | — | — | |||||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | (139,555 | ) | (3,045 | ) | (157,411 | ) | — | (29,674 | ) | ||||||||||||||||||||
A Shares | — | — | — | (4,238 | ) | (282 | ) | (19,487 | ) | — | (126 | ) | ||||||||||||||||||||
C Shares | — | — | — | (5,769 | ) | (124 | ) | (9,172 | ) | — | (145 | ) | ||||||||||||||||||||
Total Dividends and Distributions | (28,912 | ) | (27,328 | ) | (11,566 | ) | (168,410 | ) | (5,972 | ) | (189,502 | ) | (833 | ) | (31,750 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | 262,410 | 13,287 | (502,124 | ) | (36,057 | ) | (35,348 | ) | (344,543 | ) | (156,013 | ) | (27,710 | ) | ||||||||||||||||||
Change in Net Assets | (239,103 | ) | (37,211 | ) | (921,785 | ) | (348,637 | ) | (238,524 | ) | (496,351 | ) | (185,828 | ) | (73,595 | ) | ||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 970,737 | 1,007,948 | 1,321,648 | 1,670,285 | 727,357 | 1,223,708 | 237,730 | 311,325 | ||||||||||||||||||||||||
End of Period | $ | 731,634 | $ | 970,737 | $ | 399,863 | $ | 1,321,648 | $ | 488,833 | $ | 727,357 | $ | 51,902 | $ | 237,730 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | 993 | $ | 1,665 | $ | 140 | $ | (7 | ) | $ | 95 | $ | (5 | ) | $ | 39 | $ | (3 | ) | |||||||||||||
106
International Equity | Large Cap Core | Large Cap Growth | ||||||||||||||||||||||||||||||
Index Fund | Equity Fund | Stock Fund | Large Cap Quantitative Equity Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 529,140 | $ | 325,920 | $ | 157,702 | $ | 403,254 | $ | 211,667 | $ | 285,723 | $ | 11,973 | $ | 77,243 | ||||||||||||||||
Dividends Reinvested | 17,665 | 15,453 | 4,476 | 74,869 | 2,644 | 98,027 | 534 | 13,737 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (282,555 | ) | (327,766 | ) | (648,003 | ) | (501,360 | ) | (233,668 | ) | (730,987 | ) | (167,787 | ) | (118,727 | ) | ||||||||||||||||
Change in Net Assets from I Shares | 264,250 | 13,607 | (485,825 | ) | (23,237 | ) | (19,357 | ) | (347,237 | ) | (155,280 | ) | (27,747 | ) | ||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 399 | 3,254 | 639 | 7,608 | 1,115 | 4,566 | — | 709 | ||||||||||||||||||||||||
Dividends Reinvested | 130 | 123 | 290 | 4,160 | 378 | 19,005 | 3 | 122 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (1,189 | ) | (2,833 | ) | (7,405 | ) | (14,301 | ) | (11,919 | ) | (20,085 | ) | (369 | ) | (742 | ) | ||||||||||||||||
Change in Net Assets from A Shares | (660 | ) | 544 | (6,476 | ) | (2,533 | ) | (10,426 | ) | 3,486 | (366 | ) | 89 | |||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 428 | 728 | 288 | 1,045 | 262 | 686 | 9 | 29 | ||||||||||||||||||||||||
Dividends Reinvested | 142 | 107 | 179 | 5,630 | 140 | 8,871 | 2 | 138 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (1,750 | ) | (1,699 | ) | (10,290 | ) | (16,962 | ) | (5,967 | ) | (10,349 | ) | (378 | ) | (219 | ) | ||||||||||||||||
Change in Net Assets from C Shares | (1,180 | ) | (864 | ) | (9,823 | ) | (10,287 | ) | (5,565 | ) | (792 | ) | (367 | ) | (52 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 262,410 | $ | 13,287 | $ | (502,124 | ) | $ | (36,057 | ) | $ | (35,348 | ) | $ | (344,543 | ) | $ | (156,013 | ) | $ | (27,710 | ) | ||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 50,092 | 16,896 | 12,910 | 23,698 | 29,088 | 23,966 | 1,124 | 5,798 | ||||||||||||||||||||||||
Reinvested | 1,756 | 786 | 416 | 4,573 | 390 | 8,602 | 60 | 1,056 | ||||||||||||||||||||||||
Redeemed | (22,588 | ) | (17,256 | ) | (60,168 | ) | (28,621 | ) | (26,260 | ) | (54,888 | ) | (14,455 | ) | (8,425 | ) | ||||||||||||||||
Change in I Shares | 29,260 | 426 | (46,842 | ) | (350 | ) | 3,218 | (22,320 | ) | (13,271 | ) | (1,571 | ) | |||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 31 | 166 | 54 | 424 | 146 | 372 | — | 51 | ||||||||||||||||||||||||
Reinvested | 13 | 6 | 27 | 251 | 62 | 1,790 | — | 9 | ||||||||||||||||||||||||
Redeemed | (96 | ) | (149 | ) | (636 | ) | (829 | ) | (1,546 | ) | (1,658 | ) | (35 | ) | (56 | ) | ||||||||||||||||
Change in A Shares | (52 | ) | 23 | (555 | ) | (154 | ) | (1,338 | ) | 504 | (35 | ) | 4 | |||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | 39 | 38 | 24 | 61 | 34 | 62 | 1 | 3 | ||||||||||||||||||||||||
Reinvested | 15 | 6 | 19 | 350 | 26 | 924 | — | 11 | ||||||||||||||||||||||||
Redeemed | (157 | ) | (93 | ) | (907 | ) | (1,006 | ) | (839 | ) | (934 | ) | (38 | ) | (18 | ) | ||||||||||||||||
Change in C Shares | (103 | ) | (49 | ) | (864 | ) | (595 | ) | (779 | ) | 52 | (37 | ) | (4 | ) | |||||||||||||||||
Change in Shares | 29,105 | 400 | (48,261 | ) | (1,099 | ) | 1,101 | (21,764 | ) | (13,343 | ) | (1,571 | ) | |||||||||||||||||||
107
Large Cap Value | Mid-Cap Core | Mid-Cap Value | Real Estate | |||||||||||||||||||||||||||||
Equity Fund | Equity Fund | Equity Fund | 130/30 Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 12/26/07*- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 27,798 | $ | 20,543 | $ | 1,198 | $ | 1,561 | $ | 4,460 | $ | 4,510 | $ | 89 | $ | 22 | ||||||||||||||||
Net Realized Gain (Loss) from Investment Transactions | (350,018 | ) | 38,999 | (22,234 | ) | 22,544 | (87,838 | ) | 1,206 | (3,026 | ) | 22 | ||||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments | (142,544 | ) | (135,590 | ) | (41,706 | ) | (43,429 | ) | (13,072 | ) | (33,320 | ) | (722 | ) | 129 | |||||||||||||||||
Change in Net Assets from Operations | (464,764 | ) | (76,048 | ) | (62,742 | ) | (19,324 | ) | (96,450 | ) | (27,604 | ) | (3,659 | ) | 173 | |||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (26,780 | ) | (19,035 | ) | (1,090 | ) | (1,662 | ) | (4,291 | ) | (4,406 | ) | (91 | ) | (34 | ) | ||||||||||||||||
A Shares | (747 | ) | (943 | ) | (40 | ) | (47 | ) | (58 | ) | (74 | ) | — | — | ||||||||||||||||||
C Shares | (309 | ) | (339 | ) | (20 | ) | (12 | ) | (18 | ) | (30 | ) | — | — | ||||||||||||||||||
Tax Return of Capital | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | — | — | — | (a) | (23 | ) | — | ||||||||||||||||||||||
A Shares | — | — | — | — | — | — | (a) | — | — | |||||||||||||||||||||||
C Shares | — | — | — | — | — | — | (a) | — | — | |||||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | — | (103,923 | ) | (5,269 | ) | (23,007 | ) | — | (49,371 | )(b) | (76 | ) | — | |||||||||||||||||||
A Shares | — | (6,143 | ) | (287 | ) | (1,059 | ) | — | (1,240 | )(b) | — | — | ||||||||||||||||||||
C Shares | — | (3,763 | ) | (262 | ) | (1,008 | ) | — | (902 | )(b) | — | — | ||||||||||||||||||||
Total Dividends and Distributions | (27,836 | ) | (134,146 | ) | (6,968 | ) | (26,795 | ) | (4,367 | ) | (56,023 | ) | (190 | ) | (34 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | 555,783 | 189,310 | (50,619 | ) | (109,019 | ) | 66,912 | 64,848 | 3,245 | 5,034 | ||||||||||||||||||||||
Change in Net Assets | 63,183 | (20,884 | ) | (120,329 | ) | (155,138 | ) | (33,905 | ) | (18,779 | ) | (604 | ) | 5,173 | ||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 975,220 | 996,104 | 201,465 | 356,603 | 269,801 | 288,580 | 5,173 | — | ||||||||||||||||||||||||
End of Period | $ | 1,038,403 | $ | 975,220 | $ | 81,136 | $ | 201,465 | $ | 235,896 | $ | 269,801 | $ | 4,569 | $ | 5,173 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | 194 | $ | 232 | $ | 2 | $ | 26 | $ | 82 | $ | 145 | $ | — | $ | — | ||||||||||||||||
* | Commencement of Operations. |
(a) | Amounts are revised from prior financial statements which disclosed $(1,122), $(28) and $(21) for I Shares, A Shares and C Shares, respectively. | |
(b) | Amounts are revised from prior financial statements which disclosed $(48,249), $(1,212) and $(881) for I Shares, A Shares and C Shares, respectively. |
108
Large Cap Value | Mid-Cap Core | Mid-Cap Value | Real Estate | |||||||||||||||||||||||||||||
Equity Fund | Equity Fund | Equity Fund | 130/30 Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 12/26/07*- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 754,480 | $ | 355,893 | $ | 15,260 | $ | 41,538 | $ | 141,200 | $ | 127,267 | $ | 3,054 | $ | 5,000 | ||||||||||||||||
Dividends Reinvested | 13,952 | 94,656 | 4,962 | 15,639 | 1,982 | 27,334 | 188 | 34 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (200,154 | ) | (252,509 | ) | (67,839 | ) | (163,505 | ) | (71,913 | ) | (95,646 | ) | (2 | ) | — | |||||||||||||||||
Change in Net Assets from I Shares | 568,278 | 198,040 | (47,617 | ) | (106,328 | ) | 71,269 | 58,955 | 3,240 | 5,034 | ||||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 1,097 | 3,635 | 169 | 1,225 | 919 | 8,394 | — | — | ||||||||||||||||||||||||
Dividends Reinvested | 711 | 6,747 | 307 | 1,030 | 52 | 1,122 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (9,725 | ) | (14,704 | ) | (2,156 | ) | (3,319 | ) | (4,308 | ) | (2,786 | ) | — | — | ||||||||||||||||||
Change in Net Assets from A Shares | (7,917 | ) | (4,322 | ) | (1,680 | ) | (1,064 | ) | (3,337 | ) | 6,730 | — | — | |||||||||||||||||||
C Shares**: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 247 | 705 | 112 | 78 | 82 | 321 | 5 | — | ||||||||||||||||||||||||
Dividends Reinvested | 292 | 3,958 | 259 | 970 | 17 | 888 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (5,117 | ) | (9,071 | ) | (1,693 | ) | (2,675 | ) | (1,119 | ) | (2,046 | ) | — | — | ||||||||||||||||||
Change in Net Assets from C Shares | (4,578 | ) | (4,408 | ) | (1,322 | ) | (1,627 | ) | (1,020 | ) | (837 | ) | 5 | — | ||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 555,783 | $ | 189,310 | $ | (50,619 | ) | $ | (109,019 | ) | $ | 66,912 | $ | 64,848 | $ | 3,245 | $ | 5,034 | ||||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 71,004 | 23,915 | 1,794 | 3,029 | 17,733 | 10,739 | 557 | 500 | ||||||||||||||||||||||||
Reinvested | 1,435 | 6,778 | 750 | 1,236 | 266 | 2,480 | 34 | 3 | ||||||||||||||||||||||||
Redeemed | (20,239 | ) | (17,007 | ) | (7,116 | ) | (11,826 | ) | (9,143 | ) | (7,708 | ) | — | — | ||||||||||||||||||
Change in I Shares | 52,200 | 13,686 | (4,572 | ) | (7,561 | ) | 8,856 | 5,511 | 591 | 503 | ||||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 113 | 242 | 20 | 90 | 117 | 689 | — | — | ||||||||||||||||||||||||
Reinvested | 72 | 485 | 50 | 86 | 7 | 103 | — | — | ||||||||||||||||||||||||
Redeemed | (974 | ) | (1,012 | ) | (267 | ) | (258 | ) | (486 | ) | (236 | ) | — | — | ||||||||||||||||||
Change in A Shares | (789 | ) | (285 | ) | (197 | ) | (82 | ) | (362 | ) | 556 | — | — | |||||||||||||||||||
C Shares**: | ||||||||||||||||||||||||||||||||
Issued | 24 | 50 | 17 | 7 | 10 | 24 | 1 | — | ||||||||||||||||||||||||
Reinvested | 31 | 289 | 47 | 90 | 3 | 82 | — | — | ||||||||||||||||||||||||
Redeemed | (509 | ) | (621 | ) | (213 | ) | (232 | ) | (136 | ) | (164 | ) | — | — | ||||||||||||||||||
Change in C Shares | (454 | ) | (282 | ) | (149 | ) | (135 | ) | (123 | ) | (58 | ) | 1 | — | ||||||||||||||||||
Change in Shares | 50,957 | 13,119 | (4,918 | ) | (7,778 | ) | 8,371 | 6,009 | 592 | 503 | ||||||||||||||||||||||
* | Commencement of Operations. |
** | Commencement of operations was 05/05/08 for Real Estate 130/30 Fund C Shares. |
109
Select Large Cap | Small Cap Growth | Small Cap Value | U.S. Equity | |||||||||||||||||||||||||||||
Growth Stock Fund | Stock Fund | Equity Fund | 130/30 Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 12/26/07*- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 278 | $ | 40 | $ | (1,467 | ) | $ | (4,166 | ) | $ | 6,431 | $ | 7,624 | $ | 27 | $ | 6 | ||||||||||||||
Net Realized Gain (Loss) from Investment Transactions | (14,703 | ) | 7,032 | (114,186 | ) | 116,819 | (95,887 | ) | 82,203 | (1,676 | ) | (251 | ) | |||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments | (22,976 | ) | (646 | ) | (68,531 | ) | (129,557 | ) | (48,980 | ) | (150,184 | ) | 140 | (374 | ) | |||||||||||||||||
Change in Net Assets from Operations | (37,401 | ) | 6,426 | (184,184 | ) | (16,904 | ) | (138,436 | ) | (60,357 | ) | (1,509 | ) | (619 | ) | |||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (278 | ) | (93 | ) | — | — | (6,421 | ) | (6,867 | ) | (26 | ) | (6 | ) | ||||||||||||||||||
A Shares | — | — | — | — | (51 | ) | (59 | ) | — | — | ||||||||||||||||||||||
C Shares | — | — | — | — | (183 | ) | (288 | ) | — | — | ||||||||||||||||||||||
Tax Return of Capital: | ||||||||||||||||||||||||||||||||
I Shares | (29 | ) | — | — | (2,930 | ) | — | — | — | — | ||||||||||||||||||||||
A Shares | — | — | — | (111 | ) | — | — | — | — | |||||||||||||||||||||||
C Shares | — | — | — | (104 | ) | — | — | — | — | |||||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | (175,625 | ) | (6,363 | ) | (149,092 | ) | — | — | |||||||||||||||||||||
A Shares | — | — | — | (6,621 | ) | (58 | ) | (1,715 | ) | — | — | |||||||||||||||||||||
C Shares | — | — | — | (6,200 | ) | (261 | ) | (7,950 | ) | — | — | |||||||||||||||||||||
Total Dividends and Distributions | (307 | ) | (93 | ) | — | (191,591 | ) | (13,337 | ) | (165,971 | ) | (26 | ) | (6 | ) | |||||||||||||||||
Change in Net Assets from Capital Transactions | 24,804 | (13,770 | ) | (48,895 | ) | (161,452 | ) | (15,305 | ) | 5,345 | 448 | 5,006 | ||||||||||||||||||||
Change in Net Assets | (12,904 | ) | (7,437 | ) | (233,079 | ) | (369,947 | ) | (167,078 | ) | (220,983 | ) | (1,087 | ) | 4,381 | |||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 123,856 | 131,293 | 521,488 | 891,435 | 496,554 | 717,537 | 4,381 | — | ||||||||||||||||||||||||
End of Period | $ | 110,952 | $ | 123,856 | $ | 288,409 | $ | 521,488 | $ | 329,476 | $ | 496,554 | $ | 3,294 | $ | 4,381 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | — | $ | — | $ | (4 | ) | $ | (4 | ) | $ | 286 | $ | 510 | $ | 3 | $ | 1 | ||||||||||||||
* | Commencement of Operations. |
110
Select Large Cap | Small Cap | Small Cap Value | U.S. Equity | |||||||||||||||||||||||||||||
Growth Stock Fund | Growth Stock Fund | Equity Fund | 130/30 Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 12/26/07*- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 58,405 | $ | 53,342 | $ | 130,179 | $ | 193,813 | $ | 109,452 | $ | 105,880 | $ | 423 | $ | 5,000 | ||||||||||||||||
Dividends Reinvested | 135 | 37 | — | 160,171 | 11,304 | 134,794 | 26 | 6 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (29,528 | ) | (59,313 | ) | (172,923 | ) | (515,343 | ) | (129,771 | ) | (233,111 | ) | (1 | ) | — | |||||||||||||||||
Change in Net Assets from I Shares | 29,012 | (5,934 | ) | (42,744 | ) | (161,359 | ) | (9,015 | ) | 7,563 | 448 | 5,006 | ||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 371 | 577 | 537 | 2,216 | 306 | 974 | — | — | ||||||||||||||||||||||||
Dividends Reinvested | — | — | — | 6,316 | 81 | 1,521 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (544 | ) | (369 | ) | (3,477 | ) | (8,658 | ) | (1,646 | ) | (2,820 | ) | — | — | ||||||||||||||||||
Change in Net Assets from A Shares | (173 | ) | 208 | (2,940 | ) | (126 | ) | (1,259 | ) | (325 | ) | — | — | |||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 194 | 166 | 219 | 224 | 258 | 299 | — | — | ||||||||||||||||||||||||
Dividends Reinvested | — | — | — | 6,017 | 419 | 7,562 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (4,229 | ) | (8,210 | ) | (3,430 | ) | (6,208 | ) | (5,708 | ) | (9,754 | ) | — | — | ||||||||||||||||||
Change in Net Assets from C Shares | (4,035 | ) | (8,044 | ) | (3,211 | ) | 33 | (5,031 | ) | (1,893 | ) | — | — | |||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 24,804 | $ | (13,770 | ) | $ | (48,895 | ) | $ | (161,452 | ) | $ | (15,305 | ) | $ | 5,345 | $ | 448 | $ | 5,006 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 2,623 | 1,794 | 11,194 | 10,325 | 11,948 | 7,204 | 76 | 500 | ||||||||||||||||||||||||
Reinvested | 6 | 1 | — | 10,017 | 1,357 | 10,699 | 4 | 1 | ||||||||||||||||||||||||
Redeemed | (1,205 | ) | (2,021 | ) | (15,349 | ) | (25,118 | ) | (13,557 | ) | (14,777 | ) | — | — | ||||||||||||||||||
Change in I Shares | 1,424 | (226 | ) | (4,155 | ) | (4,776 | ) | (252 | ) | 3,126 | 80 | 501 | ||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 13 | 19 | 49 | 114 | 35 | 58 | — | — | ||||||||||||||||||||||||
Reinvested | — | — | — | 415 | 10 | 123 | — | — | ||||||||||||||||||||||||
Redeemed | (24 | ) | (13 | ) | (303 | ) | (468 | ) | (188 | ) | (182 | ) | — | — | ||||||||||||||||||
Change in A Shares | (11 | ) | 6 | (254 | ) | 61 | (143 | ) | (1 | ) | — | — | ||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | 10 | 6 | 20 | 16 | 34 | 19 | — | — | ||||||||||||||||||||||||
Reinvested | — | — | — | 446 | 53 | 630 | — | — | ||||||||||||||||||||||||
Redeemed | (187 | ) | (302 | ) | (354 | ) | (370 | ) | (635 | ) | (666 | ) | — | — | ||||||||||||||||||
Change in C Shares | (177 | ) | (296 | ) | (334 | ) | 92 | (548 | ) | (17 | ) | — | — | |||||||||||||||||||
Change in Shares | 1,236 | (516 | ) | (4,743 | ) | (4,623 | ) | (943 | ) | 3,108 | 80 | 501 | ||||||||||||||||||||
* | Commencement of Operations. |
111
Life Vision | Life Vision Growth | Life Vision Moderate | ||||||||||||||||||||||||||||||
Life Vision Aggressive Growth Fund | Conservative Fund | and Income Fund | Growth Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 298 | $ | 486 | $ | 369 | $ | 366 | $ | 1,614 | $ | 2,241 | $ | 4,417 | $ | 5,975 | ||||||||||||||||
Net Realized Gain (Loss) from Investment Transactions* | (835 | ) | 5,236 | (356 | ) | (129 | ) | (1,049 | ) | 6,410 | (2,262 | ) | 2,423 | |||||||||||||||||||
Capital Gain Received from Investments in Affiliated Investment Companies | 92 | 3,409 | 10 | 254 | 203 | 6,168 | 291 | 9,266 | ||||||||||||||||||||||||
Net Change in Unrealized Appreciation/ Depreciation on Investments* | (10,097 | ) | (9,753 | ) | (733 | ) | (223 | ) | (20,909 | ) | (15,273 | ) | (30,770 | ) | (15,461 | ) | ||||||||||||||||
Change in Net Assets from Operations | (10,542 | ) | (622 | ) | (710 | ) | 268 | (20,141 | ) | (454 | ) | (28,324 | ) | 2,203 | ||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (307 | ) | (1,202 | ) | (214 | ) | (167 | ) | (1,496 | ) | (2,935 | ) | (4,363 | ) | (6,115 | ) | ||||||||||||||||
A Shares | (35 | ) | (113 | ) | (28 | ) | (23 | ) | (95 | ) | (195 | ) | (253 | ) | (342 | ) | ||||||||||||||||
B Shares | (30 | ) | (153 | ) | (157 | ) | (153 | ) | (225 | ) | (483 | ) | (246 | ) | (367 | ) | ||||||||||||||||
C Shares | (11 | ) | (55 | ) | (41 | ) | (24 | ) | (75 | ) | (170 | ) | (451 | ) | (633 | ) | ||||||||||||||||
Tax Return of Capital: | ||||||||||||||||||||||||||||||||
I Shares | (2 | ) | — | — | — | — | — | — | — | |||||||||||||||||||||||
A Shares | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||
B Shares | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||
C Shares | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | (3,205 | ) | (4,823 | ) | (54 | ) | (69 | ) | (6,627 | ) | (5,689 | ) | (6,073 | ) | (2,580 | ) | ||||||||||||||||
A Shares | (446 | ) | (495 | ) | (8 | ) | (8 | ) | (458 | ) | (426 | ) | (388 | ) | (158 | ) | ||||||||||||||||
B Shares | (546 | ) | (726 | ) | (47 | ) | (66 | ) | (1,294 | ) | (1,189 | ) | (408 | ) | (185 | ) | ||||||||||||||||
C Shares | (256 | ) | (265 | ) | (10 | ) | (10 | ) | (501 | ) | (446 | ) | (830 | ) | (341 | ) | ||||||||||||||||
Total Dividends and Distributions | (4,838 | ) | (7,832 | ) | (559 | ) | (520 | ) | (10,771 | ) | (11,533 | ) | (13,012 | ) | (10,721 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | (4,226 | ) | (17,012 | ) | (927 | ) | 2,217 | (9,998 | ) | (34,482 | ) | (18,191 | ) | (45,398 | ) | |||||||||||||||||
Change in Net Assets | (19,606 | ) | (25,466 | ) | (2,196 | ) | 1,965 | (40,910 | ) | (46,469 | ) | (59,527 | ) | (53,916 | ) | |||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 37,820 | 63,286 | 11,583 | 9,618 | 94,658 | 141,127 | 187,407 | 241,323 | ||||||||||||||||||||||||
End of Period | $ | 18,214 | $ | 37,820 | $ | 9,387 | $ | 11,583 | $ | 53,748 | $ | 94,658 | $ | 127,880 | $ | 187,407 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | — | $ | 87 | $ | 17 | $ | 88 | $ | 15 | $ | 292 | $ | 142 | $ | 1,038 | ||||||||||||||||
* | Net realized gain (loss) on securities sold and net change in unrealized appreciation/depreciation on investments for the Life Vision Funds are primarily attributable to the underlying investments in affiliated investment companies. |
112
Life Vision | Life Vision Growth | Life Vision Moderate | ||||||||||||||||||||||||||||||
Life Vision Aggressive Growth Fund | Conservative Fund | and Income Fund | Growth Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 4,221 | $ | 9,620 | $ | 1,245 | $ | 3,889 | $ | 9,748 | $ | 17,783 | $ | 25,338 | $ | 33,653 | ||||||||||||||||
Dividends Reinvested | 3,393 | 5,872 | 262 | 229 | 8,108 | 8,615 | 10,135 | 8,405 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (11,697 | ) | (33,930 | ) | (2,303 | ) | (2,189 | ) | (24,373 | ) | (60,094 | ) | (47,452 | ) | (80,892 | ) | ||||||||||||||||
Change in Net Assets from I Shares | (4,083 | ) | (18,438 | ) | (796 | ) | 1,929 | (6,517 | ) | (33,696 | ) | (11,979 | ) | (38,834 | ) | |||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 107 | 691 | 168 | 158 | 99 | 1,659 | 354 | 1,012 | ||||||||||||||||||||||||
Dividends Reinvested | 470 | 594 | 23 | 23 | 535 | 612 | 605 | 475 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (296 | ) | (480 | ) | (197 | ) | (319 | ) | (1,241 | ) | (3,332 | ) | (1,633 | ) | (3,453 | ) | ||||||||||||||||
Change in Net Assets from A Shares | 281 | 805 | (6 | ) | (138 | ) | (607 | ) | (1,061 | ) | (674 | ) | (1,966 | ) | ||||||||||||||||||
B Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | — | 18 | 119 | 678 | 74 | 42 | 72 | 196 | ||||||||||||||||||||||||
Dividends Reinvested | 570 | 869 | 188 | 191 | 1,430 | 1,571 | 622 | 534 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (1,170 | ) | (896 | ) | (1,663 | ) | (507 | ) | (3,438 | ) | (2,194 | ) | (2,907 | ) | (2,329 | ) | ||||||||||||||||
Change in Net Assets from B Shares | (600 | ) | (9 | ) | (1,356 | ) | 362 | (1,934 | ) | (581 | ) | (2,213 | ) | (1,599 | ) | |||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 235 | 657 | 1,453 | 336 | 138 | 1,296 | 762 | 1,418 | ||||||||||||||||||||||||
Dividends Reinvested | 267 | 320 | 38 | 28 | 554 | 587 | 1,225 | 933 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (326 | ) | (347 | ) | (260 | ) | (300 | ) | (1,632 | ) | (1,027 | ) | (5,312 | ) | (5,350 | ) | ||||||||||||||||
Change in Net Assets from C Shares | 176 | 630 | 1,231 | 64 | (940 | ) | 856 | (3,325 | ) | (2,999 | ) | |||||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (4,226 | ) | $ | (17,012 | ) | $ | (927 | ) | $ | 2,217 | $ | (9,998 | ) | $ | (34,482 | ) | $ | (18,191 | ) | $ | (45,398 | ) | |||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 562 | 749 | 119 | 342 | 1,109 | 1,377 | 2,867 | 3,060 | ||||||||||||||||||||||||
Reinvested | 619 | 486 | 25 | 20 | 1,078 | 679 | 1,214 | 757 | ||||||||||||||||||||||||
Redeemed | (1,281 | ) | (2,570 | ) | (225 | ) | (192 | ) | (2,586 | ) | (4,571 | ) | (4,970 | ) | (7,331 | ) | ||||||||||||||||
Change in I Shares | (100 | ) | (1,335 | ) | (81 | ) | 170 | (399 | ) | (2,515 | ) | (889 | ) | (3,514 | ) | |||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 15 | 52 | 15 | 15 | 10 | 124 | 38 | 91 | ||||||||||||||||||||||||
Reinvested | 87 | 49 | 2 | 2 | 70 | 48 | 73 | 43 | ||||||||||||||||||||||||
Redeemed | (38 | ) | (39 | ) | (18 | ) | (28 | ) | (130 | ) | (253 | ) | (189 | ) | (319 | ) | ||||||||||||||||
Change in A Shares | 64 | 62 | (1 | ) | (11 | ) | (50 | ) | (81 | ) | (78 | ) | (185 | ) | ||||||||||||||||||
B Shares: | ||||||||||||||||||||||||||||||||
Issued | — | 2 | 10 | 60 | 7 | 3 | 7 | 17 | ||||||||||||||||||||||||
Reinvested | 108 | 73 | 18 | 17 | 192 | 125 | 75 | 48 | ||||||||||||||||||||||||
Redeemed | (160 | ) | (70 | ) | (159 | ) | (44 | ) | (376 | ) | (174 | ) | (324 | ) | (215 | ) | ||||||||||||||||
Change in B Shares | (52 | ) | 5 | (131 | ) | 33 | (177 | ) | (46 | ) | (242 | ) | (150 | ) | ||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | 28 | 51 | 148 | 30 | 13 | 100 | 84 | 130 | ||||||||||||||||||||||||
Reinvested | 50 | 27 | 4 | 2 | 75 | 47 | 148 | 84 | ||||||||||||||||||||||||
Redeemed | (35 | ) | (27 | ) | (26 | ) | (26 | ) | (176 | ) | (81 | ) | (599 | ) | (488 | ) | ||||||||||||||||
Change in C Shares | 43 | 51 | 126 | 6 | (88 | ) | 66 | (367 | ) | (274 | ) | |||||||||||||||||||||
Change in Shares | (45 | ) | (1,217 | ) | (87 | ) | 198 | (714 | ) | (2,576 | ) | (1,576 | ) | (4,123 | ) | |||||||||||||||||
113
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Aggressive Growth Stock Fund(4) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 12.03 | $ | (0.09 | ) | $ | (3.99 | ) | $ | (4.08 | ) | $ | — | $ | (0.22 | ) | $ | (0.22 | ) | $ | 7.73 | (33.89 | )% | $ | 152,030 | 1.16 | % | (0.72 | )% | 1.16 | % | 27 | % | ||||||||||||||||||||||
Year Ended March 31, 2008 | 12.64 | (0.09 | )(a) | (0.11 | ) | (0.20 | ) | — | (0.41 | ) | (0.41 | ) | 12.03 | (2.12 | ) | 306,709 | 1.16 | (0.70 | ) | 1.16 | 59 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.24 | (0.09 | )(a) | 0.49 | 0.40 | — | — | — | 12.64 | 3.27 | 323,303 | 1.17 | (0.79 | ) | 1.17 | 49 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.89 | (0.07 | )(a) | 2.42 | 2.35 | — | — | — | 12.24 | 23.77 | 254,412 | 1.19 | (0.61 | ) | 1.23 | 30 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.00 | (0.06 | )(a) | (0.05 | ) | (0.11 | ) | — | — | — | 9.89 | (1.10 | ) | 58,988 | 1.22 | (0.79 | ) | 1.45 | 42 | ||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.00 | (0.02 | )(a) | 0.02 | — | — | — | — | 10.00 | 0.00 | 20,501 | 1.22 | (0.74 | ) | 1.61 | 2 | |||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.88 | (0.12 | ) | (3.93 | ) | (4.05 | ) | — | (0.22 | ) | (0.22 | ) | 7.61 | (34.06 | ) | 416 | 1.46 | (1.01 | ) | 1.46 | 27 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.53 | (0.13 | )(a) | (0.11 | ) | (0.24 | ) | — | (0.41 | ) | (0.41 | ) | 11.88 | (2.46 | ) | 893 | 1.46 | (0.99 | ) | 1.46 | 59 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.16 | (0.12 | )(a) | 0.49 | 0.37 | — | — | — | 12.53 | 3.04 | 553 | 1.47 | (1.10 | ) | 1.47 | 49 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.84 | (0.10 | )(a) | 2.42 | 2.32 | — | — | — | 12.16 | 23.58 | 331 | 1.50 | (0.94 | ) | 1.55 | 30 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.99 | (0.09 | )(a) | (0.06 | ) | (0.15 | ) | — | — | — | 9.84 | (1.50 | ) | 140 | 1.58 | (1.14 | ) | 5.56 | 42 | ||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.00 | (0.03 | )(a) | 0.02 | (0.01 | ) | — | — | — | 9.99 | (0.10 | ) | 49 | 1.65 | (1.25 | ) | 11.29 | (b) | 2 | ||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.54 | (0.19 | ) | (3.79 | ) | (3.98 | ) | — | (0.22 | ) | (0.22 | ) | 7.34 | (34.46 | ) | 1,274 | 2.16 | (1.72 | ) | 2.16 | 27 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.27 | (0.22 | )(a) | (0.10 | ) | (0.32 | ) | — | (0.41 | ) | (0.41 | ) | 11.54 | (3.17 | ) | 2,493 | 2.16 | (1.71 | ) | 2.16 | 59 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.00 | (0.20 | )(a) | 0.47 | 0.27 | — | — | — | 12.27 | 2.25 | 3,536 | 2.16 | (1.78 | ) | 2.16 | 49 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.78 | (0.17 | )(a) | 2.39 | 2.22 | — | — | — | 12.00 | 22.70 | 5,223 | 2.17 | (1.63 | ) | 2.27 | 30 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.97 | (0.15 | )(a) | (0.04 | ) | (0.19 | ) | — | — | — | 9.78 | (1.91 | ) | 5,795 | 2.19 | (1.75 | ) | 2.56 | 42 | ||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.00 | (0.04 | )(a) | 0.01 | (0.03 | ) | — | — | — | 9.97 | (0.30 | ) | 65 | 2.10 | (1.69 | ) | 8.78 | (b) | 2 | ||||||||||||||||||||||||||||||||||||
Emerging Growth Stock Fund(4) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.08 | (0.06 | )(a) | (4.33 | ) | (4.39 | ) | — | (0.26 | ) | (0.26 | ) | 6.43 | (39.58 | ) | 66,005 | 1.17 | (0.68 | ) | 1.17 | 71 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.97 | (0.10 | )(a) | (0.41 | ) | (0.51 | ) | — | (1.38 | ) | (1.38 | ) | 11.08 | (6.29 | ) | 116,703 | 1.17 | (0.71 | ) | 1.17 | 117 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.83 | (0.10 | )(a) | 0.24 | 0.14 | — | — | — | 12.97 | 1.09 | 111,078 | 1.17 | (0.85 | ) | 1.18 | 103 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.38 | (0.09 | )(a) | 3.54 | 3.45 | — | — | — | 12.83 | 36.78 | 48,369 | 1.20 | (0.84 | ) | 1.24 | 107 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.60 | (0.08 | )(a) | (0.14 | ) | (0.22 | ) | — | — | — | 9.38 | (2.29 | ) | 20,494 | 1.23 | (1.03 | ) | 1.51 | 64 | ||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.00 | (0.03 | )(a) | (0.37 | ) | (0.40 | ) | — | — | — | 9.60 | (4.00 | ) | 12,891 | 1.22 | (1.04 | ) | 1.69 | 11 | ||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.92 | (0.09 | )(a) | (4.26 | ) | (4.35 | ) | — | (0.26 | ) | (0.26 | ) | 6.31 | (39.80 | ) | 150 | 1.47 | (1.00 | ) | 1.47 | 71 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.83 | (0.14 | )(a) | (0.39 | ) | (0.53 | ) | — | (1.38 | ) | (1.38 | ) | 10.92 | (6.52 | ) | 632 | 1.47 | (1.01 | ) | 1.47 | 117 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.74 | (0.14 | )(a) | 0.23 | 0.09 | — | — | — | 12.83 | 0.71 | 615 | 1.48 | (1.16 | ) | 1.49 | 103 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.34 | (0.13 | )(a) | 3.53 | 3.40 | — | — | — | 12.74 | 36.30 | 227 | 1.51 | (1.16 | ) | 1.55 | 107 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.59 | (0.11 | )(a) | (0.14 | ) | (0.25 | ) | — | — | — | 9.34 | (2.61 | ) | 86 | 1.59 | (1.40 | ) | 6.91 | 64 | ||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.00 | (0.04 | )(a) | (0.37 | ) | (0.41 | ) | — | — | — | 9.59 | (4.10 | ) | 39 | 1.65 | (1.46 | ) | 13.36 | (b) | 11 | |||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.62 | (0.15 | )(a) | (4.13 | ) | (4.28 | ) | — | (0.26 | ) | (0.26 | ) | 6.08 | (40.27 | ) | 41 | 2.17 | (1.68 | ) | 2.17 | 71 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.59 | (0.23 | )(a) | (0.36 | ) | (0.59 | ) | — | (1.38 | ) | (1.38 | ) | 10.62 | (7.14 | ) | 93 | 2.17 | (1.71 | ) | 2.17 | 117 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.59 | (0.22 | )(a) | 0.22 | — | — | — | — | 12.59 | 0.00 | 99 | 2.17 | (1.84 | ) | 2.18 | 103 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.29 | (0.20 | )(a) | 3.50 | 3.30 | — | — | — | 12.59 | 35.52 | 107 | 2.17 | (1.82 | ) | 2.21 | 107 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.58 | (0.15 | )(a) | (0.14 | ) | (0.29 | ) | — | — | — | 9.29 | (3.03 | ) | 34 | 2.11 | (1.92 | ) | 13.65 | 64 | ||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.14 | (0.05 | )(a) | (0.51 | ) | (0.56 | ) | — | — | — | 9.58 | (5.52 | ) | 34 | 2.11 | (1.95 | ) | 18.36 | (b) | 11 |
114
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
International Equity 130/30 Fund(4)(6) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 8.69 | $ | 0.04 | (a) | $ | (4.63 | ) | $ | (4.59 | ) | $ | (0.02 | ) | $ | — | $ | (0.02 | ) | $ | 4.08 | (52.80 | )% | $ | 69,523 | 2.82 | % | 0.77 | % | 2.87 | % | 491 | % | ||||||||||||||||||||||
Period Ended March 31, 2008 | 10.00 | (0.01 | ) | (1.30 | ) | (1.31 | ) | — | — | — | 8.69 | (13.10 | ) | 4,343 | 3.29 | (0.58 | ) | 7.38 | (b) | 120 | |||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2009 | 8.09 | — | (a) | (4.00 | ) | (4.00 | ) | (0.01 | ) | — | (0.01 | ) | 4.08 | (49.40 | ) | 10 | 3.13 | (0.12 | ) | 3.17 | 491 | ||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2009 | 7.34 | (0.01 | )(a) | (3.25 | ) | (3.26 | ) | (0.01 | ) | — | (0.01 | ) | 4.07 | (44.45 | ) | 2 | 4.14 | (0.49 | ) | 4.19 | 491 | ||||||||||||||||||||||||||||||||||
International Equity Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 13.77 | 0.35 | (7.28 | ) | (6.93 | ) | (0.25 | ) | (0.21 | ) | (0.46 | ) | 6.38 | (50.68 | ) | 185,862 | 1.24 | 2.93 | 1.25 | 193 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 16.83 | 0.34 | (a) | (0.76 | ) | (0.42 | ) | (0.34 | ) | (2.30 | ) | (2.64 | ) | 13.77 | (4.16 | ) | 1,089,572 | 1.21 | 2.06 | 1.21 | 141 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 14.49 | 0.20 | 2.41 | 2.61 | (0.27 | ) | — | (0.27 | ) | 16.83 | 18.21 | 1,165,510 | 1.22 | 1.31 | 1.22 | 81 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.77 | 0.16 | 2.72 | 2.88 | (0.16 | ) | — | (0.16 | ) | 14.49 | 24.47 | # | 926,845 | 1.31 | 1.40 | 1.32 | 59 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.15 | 0.06 | 1.67 | 1.73 | (0.11 | ) | — | (0.11 | ) | 11.77 | 17.09 | 480,731 | 1.38 | 0.85 | 1.38 | 39 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.00 | 0.10 | (a) | 2.19 | 2.29 | (0.14 | ) | — | (0.14 | ) | 10.15 | 28.64 | 332,180 | 1.41 | 1.08 | 1.41 | 58 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 13.61 | 0.33 | (7.21 | ) | (6.88 | ) | (0.20 | ) | (0.21 | ) | (0.41 | ) | 6.32 | (50.84 | ) | 3,580 | 1.54 | 2.71 | 1.54 | 193 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 16.67 | 0.28 | (a) | (0.74 | ) | (0.46 | ) | (0.30 | ) | (2.30 | ) | (2.60 | ) | 13.61 | (4.45 | ) | 12,288 | 1.51 | 1.70 | 1.51 | 141 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 14.34 | 0.16 | 2.40 | 2.56 | (0.23 | ) | — | (0.23 | ) | 16.67 | 18.00 | 14,277 | 1.52 | 1.05 | 1.52 | 81 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.64 | 0.11 | 2.70 | 2.81 | (0.11 | ) | — | (0.11 | ) | 14.34 | 24.15 | # | 11,805 | 1.62 | 1.14 | 1.63 | 59 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.03 | 0.01 | 1.67 | 1.68 | (0.07 | ) | — | (0.07 | ) | 11.64 | 16.78 | 8,480 | 1.72 | 0.47 | 1.75 | 39 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 7.92 | 0.04 | (a) | 2.17 | 2.21 | (0.10 | ) | — | (0.10 | ) | 10.03 | 29.97 | 7,056 | 1.83 | 0.46 | 2.06 | 58 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 12.74 | 0.21 | (6.70 | ) | (6.49 | ) | (0.12 | ) | (0.21 | ) | (0.33 | ) | 5.92 | (51.20 | ) | 2,346 | 2.23 | 1.98 | 2.24 | 193 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 15.76 | 0.17 | (a) | (0.70 | ) | (0.53 | ) | (0.19 | ) | (2.30 | ) | (2.49 | ) | 12.74 | (5.09 | ) | 6,662 | 2.21 | 1.07 | 2.21 | 141 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.58 | 0.05 | 2.25 | 2.30 | (0.12 | ) | — | (0.12 | ) | 15.76 | 16.97 | 8,429 | 2.22 | 0.35 | 2.22 | 81 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.01 | — | 2.57 | 2.57 | — | — | — | 13.58 | 23.34 | # | 8,584 | 2.31 | 0.51 | 2.32 | 59 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.49 | (0.02 | )(a) | 1.54 | 1.52 | — | — | — | 11.01 | 16.03 | 8,248 | 2.40 | (0.21 | ) | 2.45 | 39 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 7.50 | (0.01 | )(a) | 2.06 | 2.05 | (0.06 | ) | — | (0.06 | ) | 9.49 | 27.32 | 7,606 | 2.53 | (0.15 | ) | 2.86 | 58 |
115
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
International Equity Index Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 17.82 | $ | 0.60 | $ | (9.05 | ) | $ | (8.45 | ) | $ | (0.62 | ) | $ | — | $ | (0.62 | ) | $ | 8.75 | (47.89 | )% | $ | 726,931 | 0.61 | % | 3.63 | % | 0.61 | % | 47 | % | |||||||||||||||||||||||
Year Ended March 31, 2008 | 18.64 | 0.53 | (0.86 | ) | (0.33 | ) | (0.49 | ) | — | (0.49 | ) | 17.82 | (2.03 | ) | 958,514 | 0.59 | 2.74 | 0.59 | 13 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 15.81 | 0.35 | 2.84 | 3.19 | (0.36 | ) | — | (0.36 | ) | 18.64 | 20.27 | 994,685 | 0.61 | 1.99 | 0.61 | 8 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.83 | 0.25 | 2.94 | 3.19 | (0.21 | ) | — | (0.21 | ) | 15.81 | 25.06 | # | 774,008 | 0.76 | 1.84 | 0.78 | 7 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.11 | 0.08 | (a) | 1.88 | 1.96 | (0.24 | ) | — | (0.24 | ) | 12.83 | 17.68 | 517,993 | 0.97 | 0.81 | 1.06 | 21 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.39 | 0.14 | (a) | 2.71 | 2.85 | (0.13 | ) | — | (0.13 | ) | 11.11 | 34.07 | 351,163 | 0.98 | 1.38 | 1.07 | 10 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 17.67 | 0.52 | (8.93 | ) | (8.41 | ) | (0.57 | ) | — | (0.57 | ) | 8.69 | (48.04 | ) | 2,533 | 0.91 | 3.48 | 0.91 | 47 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 18.49 | 0.46 | (0.84 | ) | (0.38 | ) | (0.44 | ) | — | (0.44 | ) | 17.67 | (2.29 | ) | 6,052 | 0.89 | 2.40 | 0.89 | 13 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 15.66 | 0.28 | 2.84 | 3.12 | (0.29 | ) | — | (0.29 | ) | 18.49 | 20.03 | 5,921 | 0.91 | 1.69 | 0.91 | 8 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.69 | 0.25 | 2.87 | 3.12 | (0.15 | ) | — | (0.15 | ) | 15.66 | 24.74 | # | 8,666 | 1.09 | 1.58 | 1.12 | 7 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.93 | 0.04 | (a) | 1.84 | 1.88 | (0.12 | ) | — | (0.12 | ) | 12.69 | 17.22 | 7,600 | 1.36 | 0.38 | 1.45 | 21 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.28 | 0.07 | (a) | 2.68 | 2.75 | (0.10 | ) | — | (0.10 | ) | 10.93 | 33.26 | 15,037 | 1.49 | 0.73 | 1.61 | 10 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 17.18 | 0.36 | (8.61 | ) | (8.25 | ) | (0.46 | ) | — | (0.46 | ) | 8.47 | (48.38 | ) | 2,170 | 1.61 | 2.80 | 1.61 | 47 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 17.99 | 0.33 | (0.84 | ) | (0.51 | ) | (0.30 | ) | — | (0.30 | ) | 17.18 | (3.01 | ) | 6,171 | 1.60 | 1.77 | 1.60 | 13 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 15.29 | 0.21 | 2.71 | 2.92 | (0.22 | ) | — | (0.22 | ) | 17.99 | 19.13 | 7,342 | 1.61 | 0.99 | 1.61 | 8 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.37 | 0.07 | 2.87 | 2.94 | (0.02 | ) | — | (0.02 | ) | 15.29 | 23.79 | # | 5,991 | 1.77 | 0.94 | 1.80 | 7 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.69 | (0.02 | )(a) | 1.80 | 1.78 | (0.10 | ) | — | (0.10 | ) | 12.37 | 16.62 | 5,763 | 1.99 | (0.24 | ) | 2.12 | 21 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.10 | 0.02 | (a) | 2.62 | 2.64 | (0.05 | ) | — | (0.05 | ) | 10.69 | 32.60 | 5,208 | 2.14 | 0.25 | 2.54 | 10 | ||||||||||||||||||||||||||||||||||||||
Large Cap Core Equity Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 14.25 | 0.19 | (5.28 | ) | (5.09 | ) | (0.18 | ) | — | (0.18 | ) | 8.98 | (35.88 | ) | 361,038 | 0.87 | 1.35 | 0.88 | 89 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 17.79 | 0.21 | (1.81 | ) | (1.60 | ) | (0.21 | )(c) | (1.73 | ) | (1.94 | )(c) | 14.25 | (10.32 | ) | 1,239,965 | 0.86 | 1.23 | 0.86 | 78 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 17.20 | 0.25 | 1.87 | 2.12 | (0.26 | ) | (1.27 | ) | (1.53 | ) | 17.79 | 12.51 | 1,554,971 | 0.85 | 1.41 | 0.85 | 58 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 16.07 | 0.18 | 1.83 | 2.01 | (0.18 | ) | (0.70 | ) | (0.88 | ) | 17.20 | 12.76 | 1,396,362 | 0.90 | 1.15 | 0.90 | 55 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 14.72 | 0.17 | 1.74 | 1.91 | (0.18 | ) | (0.38 | ) | (0.56 | ) | 16.07 | 12.98 | 1,010,717 | 0.96 | 1.23 | 0.96 | 44 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 12.21 | 0.14 | (a) | 2.50 | 2.64 | (0.13 | ) | — | (0.13 | ) | 14.72 | 21.76 | 782,665 | 1.00 | 1.03 | 1.00 | 51 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 14.40 | 0.14 | (5.31 | ) | (5.17 | ) | (0.15 | ) | — | (0.15 | ) | 9.08 | (36.02 | ) | 17,254 | 1.12 | 1.13 | 1.12 | 89 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 17.97 | 0.17 | (1.84 | ) | (1.67 | ) | (0.17 | )(c) | (1.73 | ) | (1.90 | )(c) | 14.40 | (10.60 | ) | 35,341 | 1.11 | 0.97 | 1.11 | 78 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 17.36 | 0.20 | 1.89 | 2.09 | (0.21 | ) | (1.27 | ) | (1.48 | ) | 17.97 | 12.25 | 46,878 | 1.10 | 1.19 | 1.10 | 58 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 16.21 | 0.14 | 1.85 | 1.99 | (0.14 | ) | (0.70 | ) | (0.84 | ) | 17.36 | 12.50 | 45,851 | 1.15 | 0.90 | 1.15 | 55 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 14.83 | 0.14 | 1.77 | 1.91 | (0.15 | ) | (0.38 | ) | (0.53 | ) | 16.21 | 12.86 | 44,743 | 1.18 | 0.97 | 1.23 | 44 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 12.31 | 0.12 | (a) | 2.51 | 2.63 | (0.11 | ) | — | (0.11 | ) | 14.83 | 21.45 | 45,808 | 1.18 | 0.84 | 1.36 | 51 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 14.03 | 0.05 | (5.17 | ) | (5.12 | ) | (0.07 | ) | — | (0.07 | ) | 8.84 | (36.51 | ) | 21,571 | 1.87 | 0.38 | 1.87 | 89 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 17.56 | 0.04 | (1.79 | ) | (1.75 | ) | (0.05 | )(c) | (1.73 | ) | (1.78 | )(c) | 14.03 | (11.27 | ) | 46,342 | 1.86 | 0.23 | 1.86 | 78 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 17.00 | 0.08 | 1.84 | 1.92 | (0.09 | ) | (1.27 | ) | (1.36 | ) | 17.56 | 11.40 | 68,436 | 1.85 | 0.42 | 1.85 | 58 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 15.89 | 0.02 | 1.81 | 1.83 | (0.02 | ) | (0.70 | ) | (0.72 | ) | 17.00 | 11.69 | 78,348 | 1.90 | 0.15 | 1.90 | 55 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 14.54 | 0.03 | 1.74 | 1.77 | (0.04 | ) | (0.38 | ) | (0.42 | ) | 15.89 | 12.12 | 88,741 | 1.93 | 0.23 | 1.99 | 44 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 12.08 | 0.01 | (a) | 2.47 | 2.48 | (0.02 | ) | — | (0.02 | ) | 14.54 | 20.58 | 97,899 | 1.93 | 0.09 | 2.17 | 51 |
116
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Large Cap Growth Stock Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 9.95 | $ | 0.04 | $ | (3.33 | ) | $ | (3.29 | ) | $ | (0.04 | ) | $ | (0.05 | ) | $ | (0.09 | ) | $ | 6.57 | (33.16 | )% | $ | 439,356 | 0.99 | % | 0.54 | % | 1.03 | % | 85 | % | ||||||||||||||||||||||
Year Ended March 31, 2008 | 12.86 | 0.05 | 0.49 | 0.54 | (0.05 | ) | (3.40 | ) | (3.45 | ) | 9.95 | 0.92 | 633,291 | 1.00 | 0.45 | 1.01 | 109 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.83 | 0.06 | (a) | 0.58 | 0.64 | (0.06 | ) | (0.55 | ) | (0.61 | ) | 12.86 | 5.08 | 1,105,504 | 0.98 | 0.48 | 0.98 | 79 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.22 | 0.03 | (a) | 0.86 | 0.89 | (0.02 | ) | (0.26 | ) | (0.28 | ) | 12.83 | 7.33 | 1,296,236 | 1.06 | 0.22 | 1.07 | 74 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 12.33 | 0.03 | (a) | 0.07 | 0.10 | (0.03 | ) | (0.18 | ) | (0.21 | ) | 12.22 | 0.76 | 1,493,213 | 1.19 | 0.31 | 1.21 | 72 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 11.02 | (0.03 | )(a) | 1.34 | 1.31 | — | — | — | 12.33 | 11.89 | 1,248,636 | 1.23 | (0.25 | ) | 1.24 | 106 | |||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.27 | 0.02 | (3.11 | ) | (3.09 | ) | (0.02 | ) | (0.05 | ) | (0.07 | ) | 6.11 | (33.40 | ) | 35,431 | 1.30 | 0.19 | 1.33 | 85 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.19 | 0.02 | 0.49 | 0.51 | (0.03 | ) | (3.40 | ) | (3.43 | ) | 9.27 | 0.68 | 66,115 | 1.30 | 0.16 | 1.31 | 109 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.20 | 0.02 | (a) | 0.56 | 0.58 | (0.04 | ) | (0.55 | ) | (0.59 | ) | 12.19 | 4.69 | 80,848 | 1.28 | 0.18 | 1.28 | 79 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.66 | (0.03 | )(a) | 0.83 | 0.80 | — | (0.26 | ) | (0.26 | ) | 12.20 | 6.97 | 104,733 | 1.50 | (0.22 | ) | 1.50 | 74 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.82 | (0.04 | )(a) | 0.06 | 0.02 | — | (0.18 | ) | (0.18 | ) | 11.66 | 0.15 | 126,895 | 1.86 | (0.38 | ) | 1.90 | 72 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.63 | (0.10 | )(a) | 1.29 | 1.19 | — | — | — | 11.82 | 11.19 | 145,883 | 1.88 | (0.91 | ) | 2.00 | 106 | |||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 8.37 | (0.04 | ) | (2.78 | ) | (2.82 | ) | (0.01 | ) | (0.05 | ) | (0.06 | ) | 5.49 | (33.77 | ) | 14,046 | 2.00 | (0.52 | ) | 2.03 | 85 | |||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.36 | (0.06 | ) | 0.48 | 0.42 | (0.01 | ) | (3.40 | ) | (3.41 | ) | 8.37 | (0.08 | ) | 27,949 | 2.00 | (0.54 | ) | 2.01 | 109 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.46 | (0.06 | )(a) | 0.52 | 0.46 | (0.01 | ) | (0.55 | ) | (0.56 | ) | 11.36 | 3.96 | 37,356 | 1.98 | (0.52 | ) | 1.98 | 79 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.04 | (0.09 | )(a) | 0.77 | 0.68 | — | (0.26 | ) | (0.26 | ) | 11.46 | 6.27 | 51,883 | 2.07 | (0.79 | ) | 2.08 | 74 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.22 | (0.07 | )(a) | 0.07 | — | — | (0.18 | ) | (0.18 | ) | 11.04 | (0.02 | ) | 75,786 | 2.21 | (0.74 | ) | 2.24 | 72 | ||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.15 | (0.15 | )(a) | 1.22 | 1.07 | — | — | — | 11.22 | 10.54 | 100,472 | 2.35 | (1.38 | ) | 2.43 | 106 | |||||||||||||||||||||||||||||||||||||||
Large Cap Quantitative Equity Fund(4) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.58 | 0.11 | (4.37 | ) | (4.26 | ) | (0.10 | ) | — | (0.10 | ) | 7.22 | (36.93 | ) | 51,282 | 0.95 | 0.94 | 0.97 | 500 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 14.08 | 0.09 | (a) | (0.85 | ) | (0.76 | ) | (0.09 | )(c) | (1.65 | ) | (1.74 | )(c) | 11.58 | (6.68 | ) | 235,925 | 0.92 | 0.63 | 0.92 | 399 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.75 | 0.07 | (a) | 0.69 | 0.76 | (0.06 | ) | (0.37 | ) | (0.43 | ) | 14.08 | 5.63 | 309,126 | 0.92 | 0.48 | 0.92 | 450 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 13.25 | 0.01 | (a) | 1.55 | 1.56 | — | (1.06 | ) | (1.06 | ) | 13.75 | 12.17 | 284,727 | 0.99 | 0.07 | 1.02 | 432 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 12.08 | (0.02 | )(a) | 1.91 | 1.89 | — | (0.72 | ) | (0.72 | ) | 13.25 | 15.84 | 93,204 | 1.11 | (0.19 | ) | 1.26 | 346 | |||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.00 | (0.02 | )(a) | 2.35 | 2.33 | — | (0.25 | ) | (0.25 | ) | 12.08 | 23.43 | 66,812 | 1.13 | (0.22 | ) | 1.33 | 344 | |||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.47 | 0.08 | (4.32 | ) | (4.24 | ) | (0.08 | ) | — | (0.08 | ) | 7.15 | (37.10 | ) | 268 | 1.21 | 0.69 | 1.22 | 500 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 13.97 | 0.05 | (a) | (0.84 | ) | (0.79 | ) | (0.06 | )(c) | (1.65 | ) | (1.71 | )(c) | 11.47 | (6.96 | ) | 830 | 1.17 | 0.37 | 1.17 | 399 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.65 | 0.03 | (a) | 0.69 | 0.72 | (0.03 | ) | (0.37 | ) | (0.40 | ) | 13.97 | 5.38 | 944 | 1.17 | 0.24 | 1.17 | 450 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 13.18 | (0.02 | )(a) | 1.55 | 1.53 | — | (1.06 | ) | (1.06 | ) | 13.65 | 11.90 | 1,181 | 1.23 | (0.17 | ) | 1.27 | 432 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 12.05 | (0.05 | )(a) | 1.90 | 1.85 | — | (0.72 | ) | (0.72 | ) | 13.18 | 15.54 | 407 | 1.39 | (0.47 | ) | 2.37 | 346 | |||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 11.35 | (0.05 | )(a) | 1.00 | 0.95 | — | (0.25 | ) | (0.25 | ) | 12.05 | 8.48 | 155 | 1.55 | (0.67 | ) | 10.70 | (b) | 344 | ||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.10 | — | (4.16 | ) | (4.16 | ) | (0.04 | ) | — | (0.04 | ) | 6.90 | (37.55 | ) | 352 | 1.96 | (0.01 | ) | 1.98 | 500 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 13.61 | (0.05 | )(a) | (0.81 | ) | (0.86 | ) | — | (c) | (1.65 | ) | (1.65 | )(c) | 11.10 | (7.62 | ) | 975 | 1.92 | (0.38 | ) | 1.92 | 399 | |||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.37 | (0.07 | )(a) | 0.68 | 0.61 | — | (0.37 | ) | (0.37 | ) | 13.61 | 4.60 | 1,255 | 1.92 | (0.54 | ) | 1.92 | 450 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 13.03 | (0.13 | )(a) | 1.53 | 1.40 | — | (1.06 | ) | (1.06 | ) | 13.37 | 11.11 | 1,518 | 2.00 | (0.97 | ) | 2.05 | 432 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 12.00 | (0.13 | )(a) | 1.88 | 1.75 | — | (0.72 | ) | (0.72 | ) | 13.03 | 14.76 | 1,458 | 2.13 | (1.22 | ) | 2.39 | 346 | |||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 11.64 | (0.11 | )(a) | 0.72 | 0.61 | — | (0.25 | ) | (0.25 | ) | 12.00 | 5.34 | 1,573 | 2.30 | (1.42 | ) | 3.09 | 344 |
117
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Large Cap Value Equity Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 12.35 | $ | 0.25 | $ | (4.36 | ) | $ | (4.11 | ) | $ | (0.25 | ) | $ | — | $ | (0.25 | ) | $ | 7.99 | (33.65 | )% | $ | 998,608 | 0.82 | % | 2.50 | % | 0.82 | % | 114 | % | |||||||||||||||||||||||
Year Ended March 31, 2008 | 15.13 | 0.28 | (1.16 | ) | (0.88 | ) | (0.28 | ) | (1.62 | ) | (1.90 | ) | 12.35 | (7.07 | ) | 898,491 | 0.83 | 1.93 | 0.83 | 116 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.85 | 0.23 | 1.85 | 2.08 | (0.23 | ) | (0.57 | ) | (0.80 | ) | 15.13 | 15.26 | 893,491 | 0.83 | 1.62 | 0.83 | 95 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.59 | 0.23 | 1.26 | 1.49 | (0.23 | ) | — | (0.23 | ) | 13.85 | 11.93 | 766,547 | 0.85 | 1.74 | 0.86 | 104 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.47 | 0.15 | 1.15 | 1.30 | (0.18 | ) | — | (0.18 | ) | 12.59 | 11.42 | 792,677 | 0.86 | 1.52 | 0.86 | 87 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.73 | 0.15 | (a) | 1.74 | 1.89 | (0.15 | ) | — | (0.15 | ) | 11.47 | 19.58 | 715,928 | 0.90 | 1.40 | 0.90 | 67 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 12.30 | 0.24 | (4.36 | ) | (4.12 | ) | (0.22 | ) | — | (0.22 | ) | 7.96 | (33.83 | ) | 24,385 | 1.12 | 2.17 | 1.12 | 114 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 15.08 | 0.24 | (1.16 | ) | (0.92 | ) | (0.24 | ) | (1.62 | ) | (1.86 | ) | 12.30 | (7.37 | ) | 47,400 | 1.13 | 1.63 | 1.13 | 116 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.82 | 0.19 | 1.83 | 2.02 | (0.19 | ) | (0.57 | ) | (0.76 | ) | 15.08 | 14.81 | 62,390 | 1.13 | 1.32 | 1.13 | 95 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.56 | 0.19 | 1.26 | 1.45 | (0.19 | ) | — | (0.19 | ) | 13.82 | 11.61 | 67,845 | 1.16 | 1.43 | 1.17 | 104 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.43 | 0.11 | 1.16 | 1.27 | (0.14 | ) | — | (0.14 | ) | 12.56 | 11.18 | 75,462 | 1.20 | 1.18 | 1.20 | 87 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.70 | 0.11 | (a) | 1.73 | 1.84 | (0.11 | ) | — | (0.11 | ) | 11.43 | 19.10 | 73,257 | 1.28 | 1.01 | 1.31 | 67 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 12.16 | 0.16 | (4.31 | ) | (4.15 | ) | (0.14 | ) | — | (0.14 | ) | 7.87 | (34.28 | ) | 15,410 | 1.82 | 1.46 | 1.82 | 114 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 14.92 | 0.14 | (1.14 | ) | (1.00 | ) | (0.14 | ) | (1.62 | ) | (1.76 | ) | 12.16 | (7.93 | ) | 29,329 | 1.83 | 0.92 | 1.83 | 116 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.68 | 0.09 | 1.81 | 1.90 | (0.09 | ) | (0.57 | ) | (0.66 | ) | 14.92 | 14.04 | 40,223 | 1.83 | 0.62 | 1.83 | 95 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.43 | 0.09 | 1.25 | 1.34 | (0.09 | ) | — | (0.09 | ) | 13.68 | 10.86 | 44,257 | 1.85 | 0.74 | 1.86 | 104 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.31 | 0.03 | 1.15 | 1.18 | (0.06 | ) | — | (0.06 | ) | 12.43 | 10.46 | 53,147 | 1.88 | 0.49 | 1.89 | 87 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.60 | 0.03 | (a) | 1.72 | 1.75 | (0.04 | ) | — | (0.04 | ) | 11.31 | 18.27 | 57,403 | 2.02 | 0.27 | 2.07 | 67 | ||||||||||||||||||||||||||||||||||||||
Mid-Cap Core Equity Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.26 | 0.09 | (4.60 | ) | (4.51 | ) | (0.08 | ) | (0.43 | ) | (0.51 | ) | 6.24 | (40.27 | ) | 74,341 | 1.09 | 0.91 | 1.09 | 52 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 13.89 | 0.08 | (a) | (1.28 | ) | (1.20 | ) | (0.09 | ) | (1.34 | ) | (1.43 | ) | 11.26 | (9.73 | ) | 185,543 | 1.07 | 0.56 | 1.07 | 58 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.67 | 0.06 | 1.21 | 1.27 | (0.06 | ) | (0.99 | ) | (1.05 | ) | 13.89 | 9.59 | 333,976 | 1.07 | 0.43 | 1.07 | 189 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.03 | 0.07 | 2.26 | 2.33 | (0.07 | ) | (0.62 | ) | (0.69 | ) | 13.67 | 19.68 | 410,459 | 1.12 | 0.63 | 1.13 | 138 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.32 | 0.07 | 1.70 | 1.77 | (0.06 | ) | — | (0.06 | ) | 12.03 | 17.17 | 214,660 | 1.20 | 0.64 | 1.22 | 68 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.74 | 0.06 | (a) | 1.57 | 1.63 | (0.05 | ) | — | (0.05 | ) | 10.32 | 18.70 | 177,128 | 1.23 | 0.64 | 1.26 | 126 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.70 | 0.06 | (4.36 | ) | (4.30 | ) | (0.06 | ) | (0.43 | ) | (0.49 | ) | 5.91 | (40.41 | ) | 3,592 | 1.39 | 0.63 | 1.39 | 52 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 13.28 | 0.04 | (a) | (1.22 | ) | (1.18 | ) | (0.06 | ) | (1.34 | ) | (1.40 | ) | 10.70 | (10.02 | ) | 8,614 | 1.37 | 0.29 | 1.37 | 58 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.12 | 0.02 | 1.16 | 1.18 | (0.03 | ) | (0.99 | ) | (1.02 | ) | 13.28 | 9.28 | 11,773 | 1.37 | 0.12 | 1.37 | 189 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.57 | 0.03 | 2.17 | 2.20 | (0.03 | ) | (0.62 | ) | (0.65 | ) | 13.12 | 19.32 | 16,009 | 1.47 | 0.25 | 1.48 | 138 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.92 | 0.02 | 1.64 | 1.66 | (0.01 | ) | — | (0.01 | ) | 11.57 | 16.79 | 14,556 | 1.63 | 0.21 | 1.68 | 68 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.42 | 0.02 | (a) | 1.51 | 1.53 | (0.03 | ) | — | (0.03 | ) | 9.92 | 18.16 | 17,125 | 1.68 | 0.20 | 1.87 | 126 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.66 | (0.01 | ) | (3.92 | ) | (3.93 | ) | (0.03 | ) | (0.43 | ) | (0.46 | ) | 5.27 | (40.84 | ) | 3,203 | 2.09 | (0.08 | ) | 2.09 | 52 | |||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.16 | (0.05 | )(a) | (1.09 | ) | (1.14 | ) | (0.02 | ) | (1.34 | ) | (1.36 | ) | 9.66 | (10.62 | ) | 7,308 | 2.07 | (0.41 | ) | 2.07 | 58 | |||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.15 | (0.01 | ) | 1.01 | 1.00 | — | (0.99 | ) | (0.99 | ) | 12.16 | 8.51 | 10,854 | 2.07 | (0.58 | ) | 2.07 | 189 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.81 | — | 1.96 | 1.96 | — | (0.62 | ) | (0.62 | ) | 12.15 | 18.44 | 13,499 | 2.13 | (0.42 | ) | 2.14 | 138 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.30 | 0.01 | 1.50 | 1.51 | — | — | — | 10.81 | 16.24 | 14,557 | 2.21 | (0.37 | ) | 2.28 | 68 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 7.92 | (0.04 | )(a) | 1.43 | 1.39 | (0.01 | ) | — | (0.01 | ) | 9.30 | 17.51 | 15,998 | 2.28 | (0.41 | ) | 2.54 | 126 |
118
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Mid-Cap Value Equity Fund(4) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 9.58 | $ | 0.14 | (a) | $ | (3.13 | ) | $ | (2.99 | ) | $ | (0.14 | ) | $ | — | $ | (0.14 | ) | $ | 6.45 | (31.46 | )% | $ | 231,035 | 1.07 | % | 1.76 | % | 1.07 | % | 213 | % | ||||||||||||||||||||||
Year Ended March 31, 2008 | 13.02 | 0.19 | (a) | (1.18 | ) | (0.99 | ) | (0.18 | )(d) | (2.27 | )(d) | (2.45 | )(d) | 9.58 | (9.75 | ) | 257,978 | 1.06 | 1.52 | 1.06 | 221 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.14 | 0.14 | 2.04 | 2.18 | (0.13 | ) | (2.17 | ) | (2.30 | ) | 13.02 | 17.47 | 278,949 | 1.06 | 1.08 | 1.06 | 196 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.27 | 0.13 | 2.15 | 2.28 | (0.13 | ) | (1.28 | ) | (1.41 | ) | 13.14 | 19.49 | 243,534 | 1.13 | 1.03 | 1.16 | 169 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.95 | 0.11 | 1.33 | 1.44 | (0.12 | ) | — | (0.12 | ) | 12.27 | 13.25 | 209,088 | 1.22 | 1.19 | 1.32 | 117 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.62 | 0.05 | (a) | 2.33 | 2.38 | (0.05 | ) | — | (0.05 | ) | 10.95 | 27.71 | 147,185 | 1.26 | 0.53 | 1.36 | 95 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.53 | 0.12 | (a) | (3.12 | ) | (3.00 | ) | (0.11 | ) | — | (0.11 | ) | 6.42 | (31.64 | ) | 2,912 | 1.37 | 1.36 | 1.37 | 213 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.97 | 0.12 | (a) | (1.14 | ) | (1.02 | ) | (0.15 | )(d) | (2.27 | )(d) | (2.42 | )(d) | 9.53 | (10.03 | ) | 7,774 | 1.36 | 1.04 | 1.36 | 221 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.10 | 0.11 | 2.03 | 2.14 | (0.10 | ) | (2.17 | ) | (2.27 | ) | 12.97 | 17.11 | 3,362 | 1.36 | 0.78 | 1.36 | 196 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.24 | 0.09 | 2.14 | 2.23 | (0.09 | ) | (1.28 | ) | (1.37 | ) | 13.10 | 19.09 | 2,435 | 1.46 | 0.72 | 1.49 | 169 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.94 | 0.08 | 1.31 | 1.39 | (0.09 | ) | — | (0.09 | ) | 12.24 | 12.73 | 1,724 | 1.62 | 0.74 | 1.93 | 117 | |||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 9.39 | 0.02 | (a) | 1.55 | 1.57 | (0.02 | ) | — | (0.02 | ) | 10.94 | 16.73 | 610 | 1.60 | 0.24 | 4.23 | 95 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.47 | 0.06 | (a) | (3.10 | ) | (3.04 | ) | (0.05 | ) | — | (0.05 | ) | 6.38 | (32.09 | ) | 1,949 | 2.07 | 0.72 | 2.07 | 213 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.91 | 0.07 | (a) | (1.18 | ) | (1.11 | ) | (0.06 | )(d) | (2.27 | )(d) | (2.33 | )(d) | 9.47 | (10.72 | ) | 4,049 | 2.06 | 0.57 | 2.06 | 221 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 13.06 | 0.02 | 2.01 | 2.03 | (0.01 | ) | (2.17 | ) | (2.18 | ) | 12.91 | 16.27 | 6,269 | 2.06 | 0.07 | 2.06 | 196 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 12.21 | 0.02 | 2.13 | 2.15 | (0.02 | ) | (1.28 | ) | (1.30 | ) | 13.06 | 18.47 | 6,366 | 2.03 | 0.13 | 2.17 | 169 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.90 | 0.04 | 1.32 | 1.36 | (0.05 | ) | — | (0.05 | ) | 12.21 | 12.47 | 6,888 | 1.91 | 0.54 | 2.39 | 117 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.58 | (0.01 | )(a) | 2.33 | 2.32 | — | — | — | 10.90 | 27.06 | 7,880 | 1.90 | (0.11 | ) | 2.74 | 95 | |||||||||||||||||||||||||||||||||||||||
Real Estate 130/30 Fund(4)(6) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.28 | 0.20 | (5.94 | ) | (5.74 | ) | (0.22 | )(e) | (0.15 | ) | (0.37 | )(e) | 4.17 | (56.69 | ) | 4,567 | 3.53 | 1.92 | 4.87 | 404 | |||||||||||||||||||||||||||||||||||
Period Ended March 31, 2008 | 10.00 | 0.10 | 0.25 | 0.35 | (0.07 | ) | — | (0.07 | ) | 10.28 | 3.47 | 5,173 | 2.48 | 1.74 | 3.42 | (b) | 70 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2009 | 10.80 | 0.12 | (6.44 | ) | (6.32 | ) | (0.17 | )(e) | (0.15 | ) | (0.32 | )(e) | 4.16 | (59.14 | ) | 2 | 4.54 | 1.01 | 5.98 | 404 |
119
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Select Large Cap Growth Stock Fund(4) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 28.32 | $ | 0.09 | $ | (8.60 | ) | $ | (8.51 | ) | $ | (0.07 | )(e) | $ | — | $ | (0.07 | )(e) | $ | 19.74 | (30.06 | )% | $ | 95,540 | 0.95 | % | 0.45 | % | 0.96 | % | 65 | % | |||||||||||||||||||||||
Year Ended March 31, 2008 | 26.92 | 0.08 | (a) | 1.35 | 1.43 | (0.03 | ) | — | (0.03 | ) | 28.32 | 5.30 | 96,704 | 0.94 | 0.28 | 0.95 | 62 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 25.83 | 0.15 | (a) | 0.99 | 1.14 | (0.05 | ) | — | (0.05 | ) | 26.92 | 4.42 | 98,027 | 0.97 | 0.59 | 0.98 | 160 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 24.14 | — | 1.82 | 1.82 | (0.13 | ) | — | (0.13 | ) | 25.83 | 7.54 | 74,481 | 1.07 | 0.21 | 1.08 | 82 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 23.31 | 0.10 | (a) | 0.77 | 0.87 | (0.04 | ) | — | (0.04 | ) | 24.14 | 3.74 | 98,982 | 1.22 | 0.52 | 1.25 | 51 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 20.78 | (0.06 | )(a) | 2.59 | 2.53 | — | — | — | 23.31 | 12.18 | 144,732 | 1.25 | (0.28 | ) | 1.25 | 49 | |||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 28.06 | 0.02 | (8.52 | ) | (8.50 | ) | (0.02 | )(e) | — | (0.02 | )(e) | 19.54 | (30.28 | ) | 175 | 1.25 | 0.04 | 1.25 | 65 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 26.73 | — | (a) | 1.33 | 1.33 | — | — | — | 28.06 | 4.98 | 556 | 1.24 | — | 1.25 | 62 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 25.67 | 0.07 | (a) | 0.99 | 1.06 | — | — | — | 26.73 | 4.13 | 371 | 1.28 | 0.26 | 1.29 | 160 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 24.02 | (0.05 | ) | 1.78 | 1.73 | (0.08 | ) | — | (0.08 | ) | 25.67 | 7.21 | 468 | 1.39 | (0.11 | ) | 1.41 | 82 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 23.26 | 0.03 | (a) | 0.77 | 0.80 | (0.04 | ) | — | (0.04 | ) | 24.02 | 3.42 | 667 | 1.62 | 0.13 | 2.00 | 51 | ||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 22.32 | (0.10 | )(a) | 1.04 | 0.94 | — | — | — | 23.26 | 4.21 | 365 | 1.65 | (0.71 | ) | 4.48 | (b) | 49 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 25.98 | (0.14 | ) | (7.85 | ) | (7.99 | ) | — | — | — | 17.99 | (30.75 | ) | 15,237 | 1.95 | (0.59 | ) | 1.95 | 65 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 24.93 | (0.20 | )(a) | 1.25 | 1.05 | — | — | — | 25.98 | 4.21 | 26,596 | 1.95 | (0.74 | ) | 1.95 | 62 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 24.11 | (0.11 | )(a) | 0.93 | 0.82 | — | — | — | 24.93 | 3.40 | 32,895 | 1.98 | (0.44 | ) | 1.99 | 160 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 22.67 | (0.11 | ) | 1.57 | 1.46 | (0.02 | ) | — | (0.02 | ) | 24.11 | 6.46 | 48,412 | 2.07 | (0.80 | ) | 2.08 | 82 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 22.04 | (0.09 | )(a) | 0.72 | 0.63 | — | — | — | 22.67 | 2.86 | 67,950 | 2.23 | (0.47 | ) | 2.28 | 51 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 19.85 | (0.29 | )(a) | 2.48 | 2.19 | — | — | — | 22.04 | 11.03 | 92,966 | 2.31 | (1.34 | ) | 2.41 | 49 | |||||||||||||||||||||||||||||||||||||||
Small Cap Growth Stock Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 13.53 | (0.04 | ) | (4.97 | ) | (5.01 | ) | — | — | — | 8.52 | (37.03 | ) | 273,548 | 1.21 | (0.30 | ) | 1.21 | 157 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 20.61 | (0.11 | )(a) | (0.33 | ) | (0.44 | ) | — | (6.64 | )(c) | (6.64 | )(c) | 13.53 | (7.09 | ) | 490,675 | 1.19 | (0.57 | ) | 1.20 | 126 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 23.65 | (0.11 | )(a) | (1.74 | ) | (1.85 | ) | — | (1.19 | ) | (1.19 | ) | 20.61 | (7.80 | ) | 845,570 | 1.16 | (0.51 | ) | 1.16 | 139 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 19.99 | (0.14 | )(a) | 5.46 | 5.32 | — | (1.66 | ) | (1.66 | ) | 23.65 | 27.55 | 1,641,681 | 1.17 | (0.66 | ) | 1.18 | 98 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 20.25 | (0.08 | )(a) | 2.27 | 2.19 | — | (2.45 | ) | (2.45 | ) | 19.99 | 10.60 | 940,775 | 1.22 | (0.46 | ) | 1.22 | 70 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 15.19 | (0.16 | )(a) | 5.22 | 5.06 | — | — | — | 20.25 | 33.31 | 789,650 | 1.25 | (0.83 | ) | 1.25 | 107 | |||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 12.88 | (0.08 | ) | (4.72 | ) | (4.80 | ) | — | — | — | 8.08 | (37.27 | ) | 8,294 | 1.51 | (0.60 | ) | 1.51 | 157 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 19.96 | (0.16 | )(a) | (0.28 | ) | (0.44 | ) | — | (6.64 | )(c) | (6.64 | )(c) | 12.88 | (7.33 | ) | 16,490 | 1.49 | (0.87 | ) | 1.50 | 126 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 23.02 | (0.17 | )(a) | (1.70 | ) | (1.87 | ) | — | (1.19 | ) | (1.19 | ) | 19.96 | (8.06 | ) | 24,320 | 1.46 | (0.81 | ) | 1.46 | 139 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 19.56 | (0.21 | )(a) | 5.33 | 5.12 | — | (1.66 | ) | (1.66 | ) | 23.02 | 27.13 | ## | 59,896 | 1.51 | (1.00 | ) | 1.54 | 98 | ||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 19.92 | (0.14 | )(a) | 2.23 | 2.09 | — | (2.45 | ) | (2.45 | ) | 19.56 | 10.26 | 38,954 | 1.61 | (0.84 | ) | 1.73 | 70 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 15.00 | (0.22 | )(a) | 5.14 | 4.92 | — | — | — | 19.92 | 32.80 | 40,590 | 1.61 | (1.20 | ) | 1.88 | 107 | |||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.38 | (0.15 | ) | (4.13 | ) | (4.28 | ) | — | — | — | 7.10 | (37.61 | ) | 6,567 | 2.21 | (1.30 | ) | 2.21 | 157 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 18.46 | (0.27 | )(a) | (0.17 | ) | (0.44 | ) | — | (6.64 | )(c) | (6.64 | )(c) | 11.38 | (7.98 | ) | 14,323 | 2.20 | (1.57 | ) | 2.21 | 126 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 21.53 | (0.29 | )(a) | (1.59 | ) | (1.88 | ) | — | (1.19 | ) | (1.19 | ) | 18.46 | (8.68 | ) | 21,545 | 2.16 | (1.51 | ) | 2.16 | 139 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 18.51 | (0.33 | )(a) | 5.01 | 4.68 | — | (1.66 | ) | (1.66 | ) | 21.53 | 26.27 | ## | 36,242 | 2.18 | (1.67 | ) | 2.18 | 98 | ||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 19.06 | (0.23 | )(a) | 2.13 | 1.90 | — | (2.45 | ) | (2.45 | ) | 18.51 | 9.71 | 35,322 | 2.22 | (1.46 | ) | 2.24 | 70 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 14.45 | (0.34 | )(a) | 4.95 | 4.61 | — | — | — | 19.06 | 31.90 | 40,354 | 2.31 | (1.90 | ) | 2.40 | 107 |
120
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Small Cap Value Equity Fund(4) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 11.17 | $ | 0.16 | $ | (3.44 | ) | $ | (3.28 | ) | $ | (0.16 | ) | $ | (0.16 | ) | $ | (0.32 | ) | $ | 7.57 | (29.61 | )% | $ | 316,142 | 1.21 | % | 1.61 | % | 1.22 | % | 71 | % | ||||||||||||||||||||||
Year Ended March 31, 2008 | 17.35 | 0.18 | (1.65 | ) | (1.47 | ) | (0.17 | ) | (4.54 | ) | (4.71 | ) | 11.17 | (11.23 | ) | 469,424 | 1.19 | 1.20 | 1.19 | 75 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 20.93 | 0.10 | 1.25 | 1.35 | (0.11 | ) | (4.82 | ) | (4.93 | ) | 17.35 | 7.41 | 674,619 | 1.18 | 0.55 | 1.18 | 62 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 19.86 | 0.10 | 5.39 | 5.49 | (0.10 | ) | (4.32 | ) | (4.42 | ) | 20.93 | 30.70 | 762,709 | 1.20 | 0.48 | 1.20 | 58 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 18.26 | 0.04 | (a) | 3.15 | 3.19 | (0.06 | ) | (1.53 | ) | (1.59 | ) | 19.86 | 17.57 | 726,904 | 1.21 | 0.22 | 1.21 | 17 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 13.73 | 0.06 | (a) | 4.53 | 4.59 | (0.06 | ) | — | (0.06 | ) | 18.26 | 33.56 | 682,567 | 1.25 | 0.38 | 1.25 | 44 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.03 | 0.13 | (3.40 | ) | (3.27 | ) | (0.13 | ) | (0.16 | ) | (0.29 | ) | 7.47 | (29.83 | ) | 2,243 | 1.49 | 1.34 | 1.50 | 71 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 17.20 | 0.14 | (1.63 | ) | (1.49 | ) | (0.14 | ) | (4.54 | ) | (4.68 | ) | 11.03 | (11.48 | ) | 4,887 | 1.44 | 0.94 | 1.44 | 75 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 20.79 | 0.05 | 1.24 | 1.29 | (0.06 | ) | (4.82 | ) | (4.88 | ) | 17.20 | 7.17 | 7,629 | 1.44 | 0.28 | 1.44 | 62 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 19.75 | 0.06 | 5.36 | 5.42 | (0.06 | ) | (4.32 | ) | (4.38 | ) | 20.79 | 30.44 | 5,317 | 1.45 | 0.22 | 1.48 | 58 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 18.18 | (0.01 | )(a) | 3.13 | 3.12 | (0.02 | ) | (1.53 | ) | (1.55 | ) | 19.75 | 17.26 | 4,616 | 1.47 | (0.05 | ) | 1.61 | 17 | ||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 15.75 | 0.03 | (a) | 2.41 | 2.44 | (0.01 | ) | — | (0.01 | ) | 18.18 | 15.51 | 4,088 | 1.55 | 0.30 | 2.15 | 44 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.65 | 0.09 | (3.28 | ) | (3.19 | ) | (0.10 | ) | (0.16 | ) | (0.26 | ) | 7.20 | (30.14 | ) | 11,091 | 1.89 | 0.94 | 1.89 | 71 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 16.76 | 0.14 | (1.57 | ) | (1.43 | ) | (0.14 | ) | (4.54 | ) | (4.68 | ) | 10.65 | (11.41 | ) | 22,243 | 1.44 | 0.94 | 1.45 | 75 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 20.39 | 0.05 | 1.20 | 1.25 | (0.06 | ) | (4.82 | ) | (4.88 | ) | 16.76 | 7.10 | 35,289 | 1.43 | 0.30 | 1.43 | 62 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 19.45 | 0.06 | 5.26 | 5.32 | (0.06 | ) | (4.32 | ) | (4.38 | ) | 20.39 | 30.41 | 45,388 | 1.45 | 0.23 | 1.70 | 58 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 17.91 | (0.01 | )(a) | 3.09 | 3.08 | (0.01 | ) | (1.53 | ) | (1.54 | ) | 19.45 | 17.27 | 43,664 | 1.50 | (0.07 | ) | 2.25 | 17 | ||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 13.55 | (0.10 | )(a) | 4.46 | 4.36 | — | — | — | 17.91 | 32.20 | 46,192 | 2.26 | (0.64 | ) | 2.45 | 44 | |||||||||||||||||||||||||||||||||||||||
U.S. Equity 130/30 Fund(4)(6) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 8.75 | 0.05 | (3.08 | ) | (3.03 | ) | (0.05 | ) | — | (0.05 | ) | 5.67 | (34.69 | ) | 3,294 | 1.93 | 0.72 | 3.92 | 312 | ||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2008 | 10.00 | 0.01 | (1.25 | ) | (1.24 | ) | (0.01 | ) | — | (0.01 | ) | 8.75 | (12.39 | ) | 4,381 | 1.96 | 0.48 | 3.49 | 87 | ||||||||||||||||||||||||||||||||||||
Life Vision Aggressive Growth Fund(4)(5) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.37 | 0.11 | (3.68 | ) | (3.57 | ) | (0.13 | )(e) | (1.61 | ) | (1.74 | )(e) | 5.06 | (35.39 | ) | 13,411 | 0.20 | 1.32 | 0.23 | 25 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 13.00 | 0.14 | (a) | (0.46 | ) | (0.32 | ) | (0.41 | ) | (1.90 | ) | (2.31 | ) | 10.37 | (4.59 | ) | 28,514 | 0.19 | 1.04 | 0.20 | 46 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.32 | 0.12 | (a) | 1.05 | 1.17 | (0.25 | ) | (0.24 | ) | (0.49 | ) | 13.00 | 9.60 | 53,098 | 0.18 | 0.94 | 0.18 | 52 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.07 | 0.07 | (a) | 1.45 | 1.52 | (0.14 | ) | (0.13 | ) | (0.27 | ) | 12.32 | 13.90 | 52,765 | 0.21 | 0.66 | 0.26 | 31 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.25 | 0.09 | 0.85 | 0.94 | (0.12 | ) | — | (0.12 | ) | 11.07 | 9.15 | 43,283 | 0.21 | 0.98 | 0.34 | 29 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.55 | 0.04 | (a) | 1.70 | 1.74 | (0.04 | )(f) | — | (0.04 | )(f) | 10.25 | 20.34 | 38,468 | 0.25 | 0.39 | 0.39 | 44 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.33 | 0.09 | (3.66 | ) | (3.57 | ) | (0.11 | )(e) | (1.61 | ) | (1.72 | )(e) | 5.04 | (35.50 | ) | 1,815 | 0.50 | 1.07 | 0.53 | 25 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.97 | 0.13 | (a) | (0.49 | ) | (0.36 | ) | (0.38 | ) | (1.90 | ) | (2.28 | ) | 10.33 | (4.88 | ) | 3,067 | 0.49 | 0.94 | 0.50 | 46 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.29 | 0.08 | (a) | 1.05 | 1.13 | (0.21 | ) | (0.24 | ) | (0.45 | ) | 12.97 | 9.31 | 3,040 | 0.48 | 0.63 | 0.48 | 52 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.05 | 0.04 | (a) | 1.44 | 1.48 | (0.11 | ) | (0.13 | ) | (0.24 | ) | 12.29 | 13.50 | 2,619 | 0.52 | 0.42 | 0.62 | 31 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.23 | 0.06 | 0.85 | 0.91 | (0.09 | ) | — | (0.09 | ) | 11.05 | 8.90 | 2,080 | 0.55 | 0.86 | 1.01 | 29 | |||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 9.46 | (0.01 | )(a) | 0.81 | 0.80 | (0.03 | ) | — | (0.03 | ) | 10.23 | 8.43 | 867 | 0.51 | (0.24 | ) | 5.15 | 44 |
121
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Life Vision Aggressive Growth Fund(4)(5) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
B Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 10.19 | $ | 0.04 | $ | (3.61 | ) | $ | (3.57 | ) | $ | (0.07 | )(e) | $ | (1.61 | ) | $ | (1.68 | )(e) | $ | 4.94 | (35.88 | )% | $ | 1,912 | 0.95 | % | 0.54 | % | 0.98 | % | 25 | % | ||||||||||||||||||||||
Year Ended March 31, 2008 | 12.84 | 0.06 | (a) | (0.46 | ) | (0.40 | ) | (0.35 | ) | (1.90 | ) | (2.25 | ) | 10.19 | (5.25 | ) | 4,472 | 0.94 | 0.41 | 0.95 | 46 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.19 | 0.03 | (a) | 1.02 | 1.05 | (0.16 | ) | (0.24 | ) | (0.40 | ) | 12.84 | 8.71 | 5,575 | 0.93 | 0.18 | 0.93 | 52 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 10.98 | (0.02 | )(a) | 1.45 | 1.43 | (0.09 | ) | (0.13 | ) | (0.22 | ) | 12.19 | 13.10 | 5,756 | 0.99 | (0.14 | ) | 1.10 | 31 | ||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.18 | 0.03 | 0.83 | 0.86 | (0.06 | ) | — | (0.06 | ) | 10.98 | 8.44 | 5,452 | 1.03 | 0.19 | 1.40 | 29 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 8.53 | (0.04 | )(a) | 1.70 | 1.66 | (0.01 | ) | — | (0.01 | ) | 10.18 | 19.49 | 4,367 | 1.00 | (0.36 | ) | 1.95 | 44 | |||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.29 | 0.03 | (3.65 | ) | (3.62 | ) | (0.06 | )(e) | (1.61 | ) | (1.67 | )(e) | 5.00 | (36.04 | ) | 1,076 | 1.20 | 0.39 | 1.23 | 25 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.98 | 0.04 | (a) | (0.49 | ) | (0.45 | ) | (0.34 | ) | (1.90 | ) | (2.24 | ) | 10.29 | (5.56 | ) | 1,767 | 1.19 | 0.27 | 1.21 | 46 | ||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.33 | — | (a) | 1.04 | 1.04 | (0.15 | ) | (0.24 | ) | (0.39 | ) | 12.98 | 8.54 | 1,573 | 1.18 | (0.03 | ) | 1.18 | 52 | ||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006† | 11.07 | 0.01 | (a) | 1.46 | 1.47 | (0.08 | ) | (0.13 | ) | (0.21 | ) | 12.33 | 13.40 | 1,146 | 1.17 | 0.03 | 1.22 | 31 | |||||||||||||||||||||||||||||||||||||
Life Vision Conservative Fund(4)(5) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.11 | 0.44 | (1.10 | ) | (0.66 | ) | (0.50 | ) | (0.14 | ) | (0.64 | ) | 9.81 | (6.06 | ) | 3,778 | 0.20 | 4.08 | 0.36 | 48 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.37 | 0.44 | (0.10 | ) | 0.34 | (0.44 | ) | (0.16 | ) | (0.60 | ) | 11.11 | 3.02 | 5,177 | 0.18 | 3.98 | 0.30 | 47 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.21 | 0.45 | (a) | 0.30 | 0.75 | (0.48 | ) | (0.11 | ) | (0.59 | ) | 11.37 | 6.91 | 3,362 | 0.20 | 4.00 | 0.32 | 43 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.09 | 0.34 | 0.20 | 0.54 | (0.36 | ) | (0.06 | ) | (0.42 | ) | 11.21 | 4.96 | 3,066 | 0.20 | 3.33 | 0.56 | 29 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.87 | 0.27 | 0.29 | 0.56 | (0.30 | ) | (0.04 | ) | (0.34 | ) | 11.09 | 5.18 | 414 | 0.17 | 3.18 | 1.52 | 121 | ||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.71 | 0.15 | (a) | 0.14 | 0.29 | (0.13 | ) | — | (0.13 | ) | 10.87 | 2.68 | 30 | 0.25 | 2.41 | 85.33 | (b) | 138 | |||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.12 | 0.41 | (1.11 | ) | (0.70 | ) | (0.47 | ) | (0.14 | ) | (0.61 | ) | 9.81 | (6.42 | ) | 584 | 0.50 | 3.81 | 0.67 | 48 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.38 | 0.44 | (0.13 | ) | 0.31 | (0.41 | ) | (0.16 | ) | (0.57 | ) | 11.12 | 2.75 | 663 | 0.49 | 3.63 | 0.61 | 47 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.21 | 0.41 | (a) | 0.32 | 0.73 | (0.45 | ) | (0.11 | ) | (0.56 | ) | 11.38 | 6.64 | 811 | 0.50 | 3.61 | 0.62 | 43 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.09 | 0.30 | 0.20 | 0.50 | (0.32 | ) | (0.06 | ) | (0.38 | ) | 11.21 | 4.63 | 1,324 | 0.53 | 2.85 | 0.83 | 29 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.86 | 0.23 | 0.30 | 0.53 | (0.26 | ) | (0.04 | ) | (0.30 | ) | 11.09 | 4.88 | 606 | 0.56 | 2.50 | 1.51 | 121 | ||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.68 | 0.12 | (a) | 0.18 | 0.30 | (0.12 | ) | — | (0.12 | ) | 10.86 | 2.82 | 474 | 0.57 | 2.06 | 4.00 | 138 | ||||||||||||||||||||||||||||||||||||||
B Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.10 | 0.38 | (1.12 | ) | (0.74 | ) | (0.42 | ) | (0.14 | ) | (0.56 | ) | 9.80 | (6.77 | ) | 3,052 | 0.95 | 3.31 | 1.11 | 48 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.38 | 0.38 | (0.12 | ) | 0.26 | (0.38 | ) | (0.16 | ) | (0.54 | ) | 11.10 | 2.23 | 4,903 | 0.93 | 3.20 | 1.06 | 47 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.22 | 0.36 | (a) | 0.31 | 0.67 | (0.40 | ) | (0.11 | ) | (0.51 | ) | 11.38 | 6.12 | 4,653 | 0.95 | 3.23 | 1.07 | 43 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.09 | 0.25 | 0.21 | 0.46 | (0.27 | ) | (0.06 | ) | (0.33 | ) | 11.22 | 4.23 | 5,189 | 0.97 | 2.34 | 1.19 | 29 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.86 | 0.19 | 0.30 | 0.49 | (0.22 | ) | (0.04 | ) | (0.26 | ) | 11.09 | 4.50 | 5,635 | 0.96 | 2.11 | 1.67 | 121 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.43 | 0.17 | (a) | 0.39 | 0.56 | (0.13 | ) | — | (0.13 | ) | 10.86 | 5.38 | 5,012 | 0.95 | 1.54 | 1.81 | 138 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.09 | 0.31 | (1.08 | ) | (0.77 | ) | (0.41 | ) | (0.14 | ) | (0.55 | ) | 9.77 | (7.08 | ) | 1,973 | 1.20 | 3.17 | 1.37 | 48 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.37 | 0.34 | (0.11 | ) | 0.23 | (0.35 | ) | (0.16 | ) | (0.51 | ) | 11.09 | 2.03 | 840 | 1.18 | 2.94 | 1.31 | 47 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.20 | 0.34 | (a) | 0.31 | 0.65 | (0.37 | ) | (0.11 | ) | (0.48 | ) | 11.37 | 5.91 | 792 | 1.20 | 2.99 | 1.32 | 43 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006† | 11.08 | 0.26 | 0.20 | 0.46 | (0.28 | ) | (0.06 | ) | (0.34 | ) | 11.20 | 4.22 | 835 | 1.03 | 2.39 | 1.59 | 29 |
122
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Life Vision Growth and Income Fund(4)(5) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 11.31 | $ | 0.23 | $ | (2.99 | ) | $ | (2.76 | ) | $ | (0.26 | ) | $ | (1.27 | ) | $ | (1.53 | ) | $ | 7.02 | (25.01 | )% | $ | 40,472 | 0.20 | % | 2.41 | % | 0.21 | % | 28 | % | ||||||||||||||||||||||
Year Ended March 31, 2008 | 12.89 | 0.28 | (0.44 | ) | (0.16 | ) | (0.45 | ) | (0.97 | ) | (1.42 | ) | 11.31 | (2.16 | ) | 69,704 | 0.17 | 2.02 | 0.17 | 50 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.43 | 0.25 | (a) | 0.82 | 1.07 | (0.35 | ) | (0.26 | ) | (0.61 | ) | 12.89 | 8.73 | 111,848 | 0.17 | 2.00 | 0.17 | 45 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.41 | 0.17 | (a) | 1.08 | 1.25 | (0.23 | ) | — | (0.23 | ) | 12.43 | 11.05 | 97,964 | 0.19 | 1.46 | 0.24 | 34 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.76 | 0.14 | 0.69 | 0.83 | (0.18 | ) | — | (0.18 | ) | 11.41 | 7.77 | 87,520 | 0.22 | 1.60 | 0.33 | 59 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.33 | 0.14 | (a) | 1.43 | 1.57 | (0.14 | ) | — | (0.14 | ) | 10.76 | 16.92 | 75,083 | 0.25 | 1.38 | 0.36 | 97 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.28 | 0.20 | (2.98 | ) | (2.78 | ) | (0.23 | ) | (1.27 | ) | (1.50 | ) | 7.00 | (25.21 | ) | 2,776 | 0.49 | 2.07 | 0.50 | 28 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.87 | 0.20 | (0.40 | ) | (0.20 | ) | (0.42 | ) | (0.97 | ) | (1.39 | ) | 11.28 | (2.47 | ) | 5,031 | 0.47 | 1.62 | 0.47 | 50 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.41 | 0.21 | (a) | 0.82 | 1.03 | (0.31 | ) | (0.26 | ) | (0.57 | ) | 12.87 | 8.44 | 6,778 | 0.47 | 1.71 | 0.47 | 45 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.39 | 0.15 | (a) | 1.06 | 1.21 | (0.19 | ) | — | (0.19 | ) | 12.41 | 10.73 | 5,737 | 0.51 | 1.24 | 0.58 | 34 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.75 | 0.11 | 0.68 | 0.79 | (0.15 | ) | — | (0.15 | ) | 11.39 | 7.37 | 3,575 | 0.57 | 1.33 | 0.91 | 59 | |||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.18 | 0.06 | (a) | 0.58 | 0.64 | (0.07 | ) | — | (0.07 | ) | 10.75 | 6.32 | 1,426 | 0.56 | 1.04 | 1.95 | 97 | ||||||||||||||||||||||||||||||||||||||
B Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.27 | 0.16 | (2.98 | ) | (2.82 | ) | (0.19 | ) | (1.27 | ) | (1.46 | ) | 6.99 | (25.56 | ) | 7,656 | 0.94 | 1.62 | 0.95 | 28 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.87 | 0.17 | (0.43 | ) | (0.26 | ) | (0.37 | ) | (0.97 | ) | (1.34 | ) | 11.27 | (2.89 | ) | 14,339 | 0.92 | 1.35 | 0.92 | 50 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.41 | 0.16 | (a) | 0.82 | 0.98 | (0.26 | ) | (0.26 | ) | (0.52 | ) | 12.87 | 7.95 | 16,966 | 0.92 | 1.24 | 0.92 | 45 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 11.39 | 0.08 | (a) | 1.08 | 1.16 | (0.14 | ) | — | (0.14 | ) | 12.41 | 10.21 | 17,829 | 0.96 | 0.71 | 1.07 | 34 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.74 | 0.06 | 0.69 | 0.75 | (0.10 | ) | — | (0.10 | ) | 11.39 | 7.00 | 16,641 | 1.01 | 0.83 | 1.34 | 59 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.34 | 0.07 | (a) | 1.42 | 1.49 | (0.09 | ) | — | (0.09 | ) | 10.74 | 15.99 | 13,060 | 1.00 | 0.63 | 1.61 | 97 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.22 | 0.14 | (2.98 | ) | (2.84 | ) | (0.17 | ) | (1.27 | ) | (1.44 | ) | 6.94 | (25.88 | ) | 2,844 | 1.19 | 1.37 | 1.20 | 28 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.83 | 0.15 | (0.44 | ) | (0.29 | ) | (0.35 | ) | (0.97 | ) | (1.32 | ) | 11.22 | (3.14 | ) | 5,584 | 1.17 | 1.12 | 1.17 | 50 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 12.39 | 0.13 | (a) | 0.80 | 0.93 | (0.23 | ) | (0.26 | ) | (0.49 | ) | 12.83 | 7.62 | 5,535 | 1.17 | 1.05 | 1.17 | 45 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006† | 11.41 | 0.11 | (a) | 1.02 | 1.13 | (0.15 | ) | — | (0.15 | ) | 12.39 | 9.94 | 2,820 | 1.15 | 0.89 | 1.20 | 34 | ||||||||||||||||||||||||||||||||||||||
Life Vision Moderate Growth Fund(4)(5) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.38 | 0.29 | (2.07 | ) | (1.78 | ) | (0.34 | ) | (0.50 | ) | (0.84 | ) | 7.76 | (17.47 | ) | 103,606 | 0.20 | 3.11 | 0.21 | 31 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.88 | 0.31 | (0.25 | ) | 0.06 | (0.39 | ) | (0.17 | ) | (0.56 | ) | 10.38 | 0.30 | 147,784 | 0.17 | 2.87 | 0.17 | 40 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.85 | 0.31 | (a) | 0.55 | 0.86 | (0.37 | ) | (0.46 | ) | (0.83 | ) | 10.88 | 8.02 | 193,107 | 0.16 | 2.80 | 0.16 | 49 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 10.49 | 0.24 | (a) | 0.64 | 0.88 | (0.28 | ) | (0.24 | ) | (0.52 | ) | 10.85 | 8.48 | 158,301 | 0.18 | 2.17 | 0.22 | 34 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.06 | 0.18 | 0.52 | 0.70 | (0.22 | ) | (0.05 | ) | (0.27 | ) | 10.49 | 6.98 | 132,522 | 0.21 | 2.10 | 0.32 | 83 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.02 | 0.16 | (a) | 1.04 | 1.20 | (0.16 | ) | — | (0.16 | ) | 10.06 | 13.35 | 121,659 | 0.25 | 1.65 | 0.36 | 109 | ||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.37 | 0.25 | (2.06 | ) | (1.81 | ) | (0.31 | ) | (0.50 | ) | (0.81 | ) | 7.75 | (17.72 | ) | 5,845 | 0.50 | 2.81 | 0.51 | 31 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.88 | 0.28 | (0.25 | ) | 0.03 | (0.37 | ) | (0.17 | ) | (0.54 | ) | 10.37 | (0.02 | ) | 8,632 | 0.47 | 2.59 | 0.48 | 40 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.84 | 0.28 | (a) | 0.55 | 0.83 | (0.33 | ) | (0.46 | ) | (0.79 | ) | 10.88 | 7.77 | 11,069 | 0.46 | 2.53 | 0.46 | 49 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 10.48 | 0.20 | (a) | 0.64 | 0.84 | (0.24 | ) | (0.24 | ) | (0.48 | ) | 10.84 | 8.16 | 5,821 | 0.47 | 1.92 | 0.59 | 34 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.05 | 0.15 | 0.52 | 0.67 | (0.19 | ) | (0.05 | ) | (0.24 | ) | 10.48 | 6.74 | 8,161 | 0.47 | 1.91 | 0.87 | 83 | ||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 9.58 | 0.10 | (a) | 0.45 | 0.55 | (0.08 | ) | — | (0.08 | ) | 10.05 | 5.79 | 3,541 | 0.55 | 1.49 | 1.27 | 109 |
123
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | (Loss) | Waivers, | ||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | Turnover | ||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | ||||||||||||||||||||||||||||||||||||||||||
Life Vision Moderate Growth Fund(4)(5) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
B Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 10.34 | $ | 0.22 | $ | (2.07 | ) | $ | (1.85 | ) | $ | (0.27 | ) | $ | (0.50 | ) | $ | (0.77 | ) | $ | 7.72 | (18.14 | )% | $ | 6,024 | 0.95 | % | 2.31 | % | 0.95 | % | 31 | % | ||||||||||||||||||||||
Year Ended March 31, 2008 | 10.86 | 0.23 | (0.25 | ) | (0.02 | ) | (0.33 | ) | (0.17 | ) | (0.50 | ) | 10.34 | (0.46 | ) | 10,572 | 0.92 | 2.13 | 0.93 | 40 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.82 | 0.22 | (a) | 0.56 | 0.78 | (0.28 | ) | (0.46 | ) | (0.74 | ) | 10.86 | 7.36 | 12,723 | 0.91 | 2.03 | 0.91 | 49 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006† | 10.46 | 0.16 | (a) | 0.64 | 0.80 | (0.20 | ) | (0.24 | ) | (0.44 | ) | 10.82 | 7.60 | 14,073 | 0.92 | 1.41 | 1.06 | 34 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.03 | 0.11 | 0.52 | 0.63 | (0.15 | ) | (0.05 | ) | (0.20 | ) | 10.46 | 6.28 | 14,797 | 0.92 | 1.37 | 1.35 | 83 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.00 | 0.09 | (a) | 1.04 | 1.13 | (0.10 | ) | — | (0.10 | ) | 10.03 | 12.66 | 13,236 | 1.00 | 0.91 | 1.56 | 109 | ||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.34 | 0.20 | (2.07 | ) | (1.87 | ) | (0.25 | ) | (0.50 | ) | (0.75 | ) | 7.72 | (18.34 | ) | 12,405 | 1.20 | 2.08 | 1.20 | 31 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.86 | 0.20 | (0.25 | ) | (0.05 | ) | (0.30 | ) | (0.17 | ) | (0.47 | ) | 10.34 | (0.66 | ) | 20,419 | 1.17 | 1.87 | 1.17 | 40 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.82 | 0.23 | (a) | 0.52 | 0.75 | (0.25 | ) | (0.46 | ) | (0.71 | ) | 10.86 | 7.01 | 24,424 | 1.19 | 2.12 | 1.19 | 49 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006† | 10.49 | 0.15 | (a) | 0.62 | 0.77 | (0.20 | ) | (0.24 | ) | (0.44 | ) | 10.82 | 7.40 | 1,674 | 1.13 | 1.43 | 1.19 | 34 |
124
(1) | Total return excludes sales charge. Not annualized for periods less than one year. |
(2) | Annualized for periods less than one year. | |
(3) | Not annualized for periods less than a year. | |
(4) | The following table details the commencement of operations of certain classes of each respective fund. |
Fund | Class | Commencement Date | ||||||
Aggressive Growth Stock Fund | I Shares | February 23, 2004 | ||||||
Aggressive Growth Stock Fund | A Shares | February 23, 2004 | ||||||
Aggressive Growth Stock Fund | C Shares | February 23, 2004 | ||||||
Emerging Growth Stock Fund | I Shares | February 23, 2004 | ||||||
Emerging Growth Stock Fund | A Shares | February 23, 2004 | ||||||
Emerging Growth Stock Fund | C Shares | February 27, 2004 | ||||||
International Equity 130/30 Fund | I Shares | December 26, 2007 | ||||||
International Equity 130/30 Fund | A Shares | July 2, 2008 | ||||||
International Equity 130/30 Fund | C Shares | August 21, 2008 | ||||||
Large Cap Quantitative Equity Fund | I Shares | August 7, 2003 | ||||||
Large Cap Quantitative Equity Fund | A Shares | October 8, 2003 | ||||||
Large Cap Quantitative Equity Fund | C Shares | October 13, 2003 | ||||||
Mid-Cap Value Equity Fund | A Shares | October 27, 2003 | ||||||
Real Estate 130/30 Fund | I Shares | December 26, 2007 | ||||||
Real Estate 130/30 Fund | C Shares | May 5, 2008 | ||||||
Select Large Cap Growth Stock Fund | A Shares | October 14, 2003 | ||||||
Small Cap Value Equity Fund | A Shares | October 9, 2003 | ||||||
U.S. Equity 130/30 Fund | I Shares | December 26, 2007 | ||||||
Life Vision Aggressive Growth Fund | A Shares | October 16, 2003 | ||||||
Life Vision Aggressive Growth Fund | C Shares | April 1, 2005 | ||||||
Life Vision Conservative Fund | I Shares | November 6, 2003 | ||||||
Life Vision Conservative Fund | A Shares | November 11, 2003 | ||||||
Life Vision Conservative Fund | C Shares | April 1, 2005 | ||||||
Life Vision Growth and Income Fund | A Shares | November 5, 2003 | ||||||
Life Vision Growth and Income Fund | C Shares | April 5, 2005 | ||||||
Life Vision Moderate Growth Fund | A Shares | October 10, 2003 | ||||||
Life Vision Moderate Growth Fund | C Shares | April 5, 2005 |
(5) | The Life Vision Funds and its shareholders indirectly bear a pro rata share of the expenses of the underlying funds. The expense ratios do not include such expenses. | |
(6) | The Ratio of Expenses to Average Net Assets and Ratio of Net Expenses to Average Net Assets include annualized dividend expense from securities sold short for the fiscal periods ending March 31, 2009 and March 31, 2008 as follows: |
2009 | 2008 | |||||||
International Equity 130/30 Fund — I Shares | 1.31 | % | 1.74 | % | ||||
International Equity 130/30 Fund — A Shares | 1.31 | % | N/A | |||||
International Equity 130/30 Fund — C Shares | 1.62 | % | N/A | |||||
Real Estate 130/30 Fund — I Shares | 2.11 | % | 1.03 | % | ||||
Real Estate 130/30 Fund — C Share | 1.65 | % | N/A | |||||
U.S. Equity Fund 130/30 — I Shares | 0.70 | % | 0.66 | % |
(a) | Per share data calculated using average shares outstanding method. | |
(b) | Ratio reflects the impact of the initial low level of average net assets associated with commencement of operations. | |
(c) | The Large Cap Core Equity Fund, Large Cap Quantitative Equity Fund and Small Cap Growth Stock Fund include per share distributions from tax return of capital of $—, $— and $(0.11), respectively. | |
(d) | Amended from prior Financial Highlights that included a $(0.05) tax return of Capital in the “Dividends from Net Investment Income” column, and was footnoted, as such, in the Notes to Financial Highlights. It was subsequently determined that there was not a return of capital and that the $(0.05) distribution was from realized capital gains and therefore the Distributions from Realized Capital Gains are revised to $(2.27) per share from $(2.22) per share. | |
(e) | The Real Estate 130/30 Fund, Select Large Cap Growth Fund, and the Life Vision Aggressive Growth Fund include per share distributions from tax return of capital of $(0.04), $(0.01) and $—, respectively. |
125
(f) | The Life Vision Aggressive Growth Fund includes per share distribution from tax return of capital of $(0.03). | |
# | The Fund had a voluntary reimbursement by the Investment Adviser and affiliates that had no effect on total returns for the period. | |
## | The Fund’s total return includes the effect of an asset valuation adjustment as of March 31, 2006. Excluding this effect, total return would have been 27.08% and 26.21% for the A Shares and C Shares respectively. There was no effect to the total return in I Shares. | |
† | Net Investment Income (Loss), Net Realized and Unrealized Gains (Losses) on Investments and the Ratio of Net Investment Income (Loss) to Average Net Assets have been adjusted due to the reclassification of short-term gains from Net Investment Income to Net Realized and Unrealized Gains (Losses) on Investments. |
126
1. | Organization |
2. | Significant Accounting Policies |
127
128
• | Level 1 — quoted prices in active markets for identical assets. | |
• | Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayments speeds, credit risk, etc.) | |
• | Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments.) |
LEVEL 2 — Other | ||||||||||||||||||||||||
Significant | LEVEL 3 — Significant | |||||||||||||||||||||||
LEVEL 1 — Quoted Prices | Observable Inputs | Unobservable Inputs | Total | |||||||||||||||||||||
Investments | Securities | Investments | Investments | Investments | Securities | |||||||||||||||||||
in Securities | Sold Short | in Securities | in Securities | in Securities | Sold Short | |||||||||||||||||||
Fund | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||
Aggressive Growth Stock Fund | 153,302 | — | 49,001 | — | 202,303 | — | ||||||||||||||||||
Emerging Growth Stock Fund | 66,276 | — | 21,167 | — | 87,443 | — | ||||||||||||||||||
International Equity 130/30 Fund | 88,814 | (20,885 | ) | 1,160 | — | 89,974 | (20,885 | ) | ||||||||||||||||
International Equity Fund | 183,404 | — | 19,447 | — | 202,851 | — | ||||||||||||||||||
International Equity Index Fund | 707,434 | — | 146,050 | — | 853,484 | — | ||||||||||||||||||
Large Cap Core Equity Fund | 396,492 | — | 89,356 | — | 485,848 | — | ||||||||||||||||||
Large Cap Growth Stock Fund | 488,352 | — | 136,846 | — | 625,198 | — | ||||||||||||||||||
Large Cap Quantitative Equity Fund | 51,886 | — | — | — | 51,886 | — | ||||||||||||||||||
Large Cap Value Equity Fund | 1,041,294 | — | 243,940 | — | 1,285,234 | — | ||||||||||||||||||
Mid-Cap Core Equity Fund | 80,704 | — | 26,685 | — | 107,389 | — | ||||||||||||||||||
Mid-Cap Value Equity Fund | 234,856 | — | 30,558 | — | 265,414 | — | ||||||||||||||||||
Real Estate 130/30 Fund | 5,886 | (1,365 | ) | 10 | — | 5,896 | (1,365 | ) | ||||||||||||||||
Select Large Cap Growth Stock Fund | 110,973 | — | 28,924 | — | 139,897 | — | ||||||||||||||||||
Small Cap Growth Stock Fund | 287,269 | — | 114,015 | — | 401,284 | — | ||||||||||||||||||
Small Cap Value Equity Fund | 329,540 | — | 86,138 | — | 415,678 | — | ||||||||||||||||||
U.S. Equity 130/30 Fund | 4,238 | (976 | ) | 13 | — | 4,251 | (976 | ) | ||||||||||||||||
Life Vision Aggressive Growth Fund | 18,227 | — | — | — | 18,227 | — | ||||||||||||||||||
Life Vision Conservative Fund | 9,340 | — | — | — | 9,340 | — | ||||||||||||||||||
Life Vision Growth and Income Fund | 53,815 | — | — | — | 53,815 | — | ||||||||||||||||||
Life Vision Moderate Growth Fund | 127,652 | — | — | — | 127,652 | — |
129
130
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Abbey National Treasury Services PLC, 1.581%, 08/13/09(a) | 40,238 | 40,181 | ||||||
American Honda Finance Corp., 1.290%, 07/14/09(a)(b) | 60,358 | 60,295 | ||||||
Barclays Bank PLC, 1.130%, 05/27/09(a) | 60,358 | 60,328 | ||||||
Commonwealth Bank of Australia, 1.313%, 07/16/09, MTN(a)(b) | 80,477 | 80,298 | ||||||
DnB Nor Bank ASA, 1.504%, 06/08/09(a) | 40,238 | 40,240 | ||||||
Goldman Sachs Group, Inc., 1.317%, 06/23/09(a) | 25,551 | 25,382 | ||||||
HSBC USA, Inc., 1.638%, 08/14/09(a) | 40,238 | 40,232 | ||||||
IBM International Group Capital, 1.470%, 09/25/09(a)(b) | 40,238 | 40,235 | ||||||
ING Bank NV, 1.670%, 06/15/09(a)(b) | 64,382 | 64,389 | ||||||
Met Life Global Funding I, 1.706%, 06/12/09, MTN(a)(b) | 80,477 | 79,736 | ||||||
Monumental Global Funding, 1.638%, 08/17/09(a)(b) | 80,477 | 80,466 | ||||||
New York Life Global Funding, 1.366%, 09/04/09, MTN(a)(b) | 40,238 | 40,235 | ||||||
Pacific Life Global Funding, 1.279%, 07/24/09(a)(b) | 8,048 | 7,895 | ||||||
Societe Generale, 1.676%, 09/04/09(a)(b) | 80,477 | 80,473 | ||||||
Westpac Banking Corp., 0.935%, 06/01/09(a) | 80,477 | 80,409 | ||||||
BNP Paribas Time Deposit, 0.240%(a) | 7,193 | 7,193 | ||||||
Calyon Time Deposit, 0.313%(a) | 5,433 | 5,433 | ||||||
Societe Generale Time Deposit, 0.250%(a) | 7,004 | 7,004 | ||||||
Bank of America Repurchase Agreement, 0.110%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $50,000 (collateralized by FHLB; 1.050%, due 03/05/10; total market value $51,000) | 50,000 | 50,000 | ||||||
Wells Fargo Repurchase Agreement, 0.180%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $10,000 (collateralized by FHLB; 4.375%-5.000%, due 10/05/11-09/14/12; total market value $10,202) | 10,000 | 10,000 | ||||||
Dreyfus Government Cash Money Market Fund | 138,750,000 | 138,750 | ||||||
Dreyfus Government Prime Cash Management Fund | 78,750,000 | 78,750 | ||||||
Goldman Sachs Financial Square Funds — Government Fund | 148,750,000 | 148,750 | ||||||
Goldman Sachs Financial Square Funds — Federal Fund | 168,750,000 | 168,750 | ||||||
JPMorgan U.S. Government Money Market Fund | 150,000,000 | 150,000 | ||||||
RidgeWorth Institutional U.S. Government Securities Money Market Fund(c) | 75,000,000 | 75,000 | ||||||
Total Investments (Cost $1,661,903) | 1,660,424 | |||||||
Payable to Participating Funds | 1,463 | |||||||
Amount due to Lending Agent | (13,348 | ) | ||||||
Net Assets | 1,648,539 | |||||||
(a) | Variable or floating rate security. Rate disclosed is as of March 31, 2009. |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Joint Account’s adviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 32.4% of net assets as of March 31, 2009. |
(c) | Affiliate investment. |
FHLB | Federal Home Loan Bank |
131
Fund | Fee($) | |||
Aggressive Growth Stock Fund | 49 | |||
Emerging Growth Stock Fund | 35 | |||
International Equity Fund | 300 | |||
International Equity Index Fund | 393 | |||
Large Cap Core Equity Fund | 159 | |||
Large Cap Growth Stock Fund | 116 | |||
Large Cap Value Equity Fund | 224 | |||
Mid-Cap Core Equity Fund | 46 | |||
Mid-Cap Value Equity Fund | 113 | |||
Select Large Cap Growth Stock Fund | 18 | |||
Small Cap Growth Stock Fund | 347 | |||
Small Cap Value Equity Fund | 242 |
132
133
3. | Agreements and Other Transactions with Affiliates |
134
Maximum | Discounted | Net | ||||||||||||||
Annual | Annual | Advisory Fees | Annual | |||||||||||||
Advisory | Advisory | Waived/Expenses | Fees | |||||||||||||
Fund | Fee(%)* | Fee(%)* | Reimbursed(%)* | Paid(%)* | ||||||||||||
Aggressive Growth Stock Fund | 1.10 | 1.10 | — | 1.10 | ||||||||||||
Emerging Growth Stock Fund | 1.10 | 1.10 | — | 1.10 | ||||||||||||
International Equity 130/30 Fund | 1.25 | 1.25 | (0.03 | ) | 1.22 | |||||||||||
International Equity Fund | 1.15 | 1.13 | — | 1.13 | ||||||||||||
International Equity Index Fund | 0.50 | 0.49 | — | 0.49 | ||||||||||||
Large Cap Core Equity Fund | 0.85 | 0.83 | — | 0.83 | ||||||||||||
Large Cap Growth Stock Fund | 0.97 | 0.96 | (0.02 | ) | 0.94 | |||||||||||
Large Cap Quantitative Equity Fund | 0.85 | 0.85 | (0.01 | ) | 0.84 | |||||||||||
Large Cap Value Equity Fund | 0.80 | 0.77 | — | 0.77 | ||||||||||||
Mid-Cap Core Equity Fund | 1.00 | 1.00 | — | 1.00 | ||||||||||||
Mid-Cap Value Equity Fund | 1.00 | 1.00 | — | 1.00 | ||||||||||||
Real Estate 130/30 Fund | 1.25 | 1.25 | (1.33 | ) | — | |||||||||||
Select Large Cap Growth Stock Fund | 0.85 | 0.85 | — | 0.85 | ||||||||||||
Small Cap Growth Stock Fund | 1.15 | 1.15 | — | 1.15 | ||||||||||||
Small Cap Value Equity Fund | 1.15 | 1.15 | — | 1.15 | ||||||||||||
U.S. Equity 130/30 Fund | 1.10 | 1.10 | (1.96 | ) | — | |||||||||||
Life Vision Aggressive Growth fund | 0.10 | 0.10 | (0.01 | ) | 0.09 | |||||||||||
Life Vision Conservative Fund | 0.10 | 0.10 | (0.14 | ) | — | |||||||||||
Life Vision Growth and Income Fund | 0.10 | 0.10 | (0.01 | ) | 0.09 | |||||||||||
Life Vision Moderate Growth Fund | 0.10 | 0.10 | — | 0.10 |
* | Aggregate annual fees paid to the Investment Adviser, who pays the applicable subadviser a portion of the fees to serve as the Fund’s Subadviser. |
135
Total | ||||||||
Operating | ||||||||
Fund | Expenses(%) | |||||||
International Equity 130/30 Fund | I Shares | 1.55 | ||||||
International Equity 130/30 Fund | A Shares | 1.85 | ||||||
International Equity 130/30 Fund | C Shares | 2.55 | ||||||
Real Estate 130/30 Fund | I Shares | 1.45 | ||||||
Real Estate 130/30 Fund | C Shares | 2.45 | ||||||
U.S. Equity 130/30 Fund | I Shares | 1.30 | ||||||
Life Vision Aggressive Growth Fund | I Shares | 0.20 | ||||||
Life Vision Aggressive Growth Fund | A Shares | 0.50 | ||||||
Life Vision Aggressive Growth Fund | B Shares | 0.95 | ||||||
Life Vision Aggressive Growth Fund | C Shares | 1.20 | ||||||
Life Vision Conservative Fund | I Shares | 0.20 | ||||||
Life Vision Conservative Fund | A Shares | 0.50 | ||||||
Life Vision Conservative Fund | B Shares | 0.95 | ||||||
Life Vision Conservative Fund | C Shares | 1.20 | ||||||
Life Vision Growth and Income Fund | I Shares | 0.20 | ||||||
Life Vision Growth and Income Fund | A Shares | 0.50 | ||||||
Life Vision Growth and Income Fund | B Shares | 0.95 | ||||||
Life Vision Growth and Income Fund | C Shares | 1.20 | ||||||
Life Vision Moderate Growth Fund | I Shares | 0.20 | ||||||
Life Vision Moderate Growth Fund | A Shares | 0.50 | ||||||
Life Vision Moderate Growth Fund | B Shares | 0.95 | ||||||
Life Vision Moderate Growth Fund | C Shares | 1.20 |
136
Amount($) | ||||
International Equity 130/30 Fund | 49 | |||
Real Estate 130/30 Fund | 71 | |||
U.S. Equity 130/30 Fund | 91 | |||
Life Vision Aggressive Growth Fund | 1 | |||
Life Vision Conservative Fund | 29 | |||
Life Vision Growth and Income Fund | 4 |
Board | Board | Board | ||||||||||
Approved | Approved | Approved | ||||||||||
and Charged | and Charged | and Charged | ||||||||||
A Share | B Share | C Share | ||||||||||
Distribution | Distribution | Distribution | ||||||||||
and Service | and Service | and Service | ||||||||||
Fund | Fee(%) | Fee(%) | Fee(%) | |||||||||
Aggressive Growth Stock Fund | 0.30 | N/A | 1.00 | |||||||||
Emerging Growth Stock Fund | 0.30 | N/A | 1.00 | |||||||||
International Equity 130/30 Fund | 0.30 | N/A | 1.00 | |||||||||
International Equity Fund | 0.30 | N/A | 1.00 | |||||||||
International Equity Index Fund | 0.30 | N/A | 1.00 | |||||||||
Large Cap Core Equity Fund | 0.25 | N/A | 1.00 | |||||||||
Large Cap Growth Stock Fund | 0.30 | N/A | 1.00 |
137
Board | Board | Board | ||||||||||
Approved | Approved | Approved | ||||||||||
and Charged | and Charged | and Charged | ||||||||||
A Share | B Share | C Share | ||||||||||
Distribution | Distribution | Distribution | ||||||||||
and Service | and Service | and Service | ||||||||||
Fund | Fee(%) | Fee(%) | Fee(%) | |||||||||
Large Cap Quantitative Equity Fund | 0.25 | N/A | 1.00 | |||||||||
Large Cap Value Equity Fund | 0.30 | N/A | 1.00 | |||||||||
Mid-Cap Core Equity Fund | 0.30 | N/A | 1.00 | |||||||||
Mid-Cap Value Equity Fund | 0.30 | N/A | 1.00 | |||||||||
Real Estate 130/30 Fund | 0.30 | N/A | 1.00 | |||||||||
Select Large Cap Growth Stock Fund | 0.30 | N/A | 1.00 | |||||||||
Small Cap Growth Stock Fund | 0.30 | N/A | 1.00 | |||||||||
Small Cap Value Equity Fund | 0.30 | N/A | 1.00 | |||||||||
U.S. Equity 130/30 Fund | 0.30 | N/A | 1.00 | |||||||||
Life Vision Aggressive Growth fund | 0.30 | 0.75 | 1.00 | |||||||||
Life Vision Conservative Fund | 0.30 | 0.75 | 1.00 | |||||||||
Life Vision Growth and Income Fund | 0.30 | 0.75 | 1.00 | |||||||||
Life Vision Moderate Growth Fund | 0.30 | 0.75 | 1.00 |
Chairman($) | Trustee($) | |||||||
Annual Retainer | 93,750 | 75,000 | ||||||
Regular Meeting Fee | 7,750 | 6,000 | ||||||
Special Meeting Fee | 4,375 | 3,500 | ||||||
Committee Meeting Fee | 4,500 | 3,000 |
Chairman($) | Trustee($) | |||||||
Annual Retainer | 75,000 | 60,000 | ||||||
Regular Meeting Fee | 8,750 | 7,000 | ||||||
Special Meeting Fee | 4,375 | 3,500 | ||||||
Committee Meeting Fee | 4,500 | 3,000 |
138
4. | Investment Transactions |
Sales and | ||||||||
Fund | Purchases($) | Maturities($) | ||||||
Aggressive Growth Stock Fund | 66,349 | 129,782 | ||||||
Emerging Growth Stock Fund | 73,812 | 71,318 | ||||||
International Equity 130/30 Fund | 653,650 | 482,351 | ||||||
International Equity Fund | 1,284,770 | 1,692,177 | ||||||
International Equity Index Fund | 609,313 | 362,571 | ||||||
Large Cap Core Equity Fund | 782,352 | 1,277,497 | ||||||
Large Cap Growth Stock Fund | 471,679 | 501,538 | ||||||
Large Cap Quantitative Equity Fund | 479,149 | 632,909 | ||||||
Large Cap Value Equity Fund | 1,738,576 | 1,208,191 | ||||||
Mid-Cap Core Equity Fund | 72,230 | 127,705 | ||||||
Mid-Cap Value Equity Fund | 596,342 | 530,368 | ||||||
Real Estate 130/30 Fund | 29,532 | 24,951 | ||||||
Select Large Cap Growth Stock Fund | 93,004 | 69,489 | ||||||
Small Cap Growth Stock Fund | 671,461 | 718,264 | ||||||
Small Cap Value Equity Fund | 282,291 | 293,266 | ||||||
U.S. Equity 130/30 Fund | 16,189 | 15,552 | ||||||
Life Vision Aggressive Growth fund | 6,248 | 12,595 | ||||||
Life Vision Conservative Fund | 4,681 | 5,642 | ||||||
Life Vision Growth and Income Fund | 19,584 | 32,680 | ||||||
Life Vision Moderate Growth Fund | 44,797 | 60,727 |
5. | Federal Tax Information |
139
Net Unrealized | ||||||||||||||||
Tax Unrealized | Tax Unrealized | Appreciation/ | ||||||||||||||
Fund | Tax Cost($) | Appreciation($) | (Depreciation)($) | (Depreciation)($) | ||||||||||||
Aggressive Growth Stock Fund | 232,967 | 20,020 | (50,684 | ) | (30,664 | ) | ||||||||||
Emerging Growth Stock Fund | 112,487 | 4,194 | (29,238 | ) | (25,044 | ) | ||||||||||
International Equity 130/30 Fund | 85,661 | 5,021 | (21,593 | ) | (16,572 | ) | ||||||||||
International Equity Fund | 286,202 | 11,219 | (94,570 | ) | (83,351 | ) | ||||||||||
International Equity Index Fund | 1,018,410 | 54,191 | (219,117 | ) | (164,926 | ) | ||||||||||
Large Cap Core Equity Fund | 541,245 | 41,091 | (96,488 | ) | (55,397 | ) | ||||||||||
Large Cap Growth Stock Fund | 681,739 | 30,447 | (86,988 | ) | (56,541 | ) | ||||||||||
Large Cap Quantitative Equity Fund | 57,354 | 3,028 | (8,496 | ) | (5,468 | ) | ||||||||||
Large Cap Value Equity Fund | 1,463,662 | 26,559 | (204,987 | ) | (178,428 | ) | ||||||||||
Mid-Cap Core Equity Fund | 132,389 | 4,218 | (29,218 | ) | (25,000 | ) | ||||||||||
Mid Cap Value Equity Fund | 309,558 | 5,659 | (49,803 | ) | (44,144 | ) | ||||||||||
Real Estate 130/30 Fund | 6,064 | 284 | (1,817 | ) | (1,533 | ) | ||||||||||
Select Large Cap Growth Stock Fund | 152,937 | 4,736 | (17,776 | ) | (13,040 | ) | ||||||||||
Small Cap Growth Stock Fund | 449,061 | 19,743 | (67,520 | ) | (47,777 | ) | ||||||||||
Small Cap Value Equity Fund | 500,845 | 18,321 | (103,488 | ) | (85,167 | ) | ||||||||||
U.S. Equity 130/30 Fund | 3,612 | 274 | (611 | ) | (337 | ) | ||||||||||
Life Vision Aggressive Growth Fund | 26,742 | — | (8,515 | ) | (8,515 | ) | ||||||||||
Life Vision Conservative Fund | 10,345 | 178 | (1,183 | ) | (1,005 | ) | ||||||||||
Life Vision Growth and Income Fund | 71,090 | 423 | (17,698 | ) | (17,275 | ) | ||||||||||
Life Vision Moderate Growth Fund | 156,328 | 1,638 | (30,314 | ) | (28,676 | ) |
140
Distributions Paid From | ||||||||||||||||||
Net | Net Long | Total | ||||||||||||||||
Investment | Term Capital | Return of | Distributions | |||||||||||||||
Fund | Income($) | Gains($) | Capital($) | Paid($)* | ||||||||||||||
Aggressive Growth Stock Fund | — | 4,919 | — | 4,919 | ||||||||||||||
Emerging Growth Stock Fund | 1,204 | 1,818 | — | 3,022 | ||||||||||||||
Internaional Equity 130/30 Fund | 350 | — | — | 350 | ||||||||||||||
International Equity Fund | 16,663 | 14,300 | — | 30,963 | ||||||||||||||
International Equity Index Fund | 28,912 | — | — | 28,912 | ||||||||||||||
Large Cap Core Equity Fund | 11,566 | — | — | 11,566 | ||||||||||||||
Large Cap Growth Stock Fund | 2,520 | 3,451 | — | 5,971 | ||||||||||||||
Large Cap Quantitative Equity Fund | 833 | — | — | 833 | ||||||||||||||
Large Cap Value Equity Fund | 27,836 | — | — | 27,836 | ||||||||||||||
Mid-Cap Core Equity Fund | 1,150 | 5,818 | — | 6,968 | ||||||||||||||
Mid-Cap Value Equity Fund | 4,367 | — | — | 4,367 | ||||||||||||||
Real Estate 130/30 Fund | 140 | 27 | 23 | 190 | ||||||||||||||
Select Large Cap Growth Stock Fund | 278 | — | 29 | 307 | ||||||||||||||
Small Cap Growth Stock Fund | — | — | — | — | ||||||||||||||
Small Cap Value Equity Fund | 6,655 | 6,682 | — | 13,337 | ||||||||||||||
U.S. Equity 130/30 Fund | 26 | — | — | 26 | ||||||||||||||
Life Vision Aggressive Growth Fund | 455 | 4,381 | 2 | 4,838 | ||||||||||||||
Life Vision Conservative Fund | 440 | 119 | — | 559 | ||||||||||||||
Life Vision Growth and Income Fund | 1,937 | 8,834 | — | 10,771 | ||||||||||||||
Life Vision Moderate Growth Fund | 5,922 | 7,089 | — | 13,011 |
* | Total distributions paid may differ from the Statement of Changes in Net Assets because for tax purposes dividends are recognized when actually paid. |
141
Distributions Paid From | ||||||||||||||||
Net | Net Long | Total | ||||||||||||||
Investment | Term Capital | Return of | Distributions | |||||||||||||
Fund | Income($) | Gains($) | Capital($) | Paid($)* | ||||||||||||
Aggressive Growth Stock Fund | — | 10,377 | — | 10,377 | ||||||||||||
Emerging Growth Stock Fund | 7,505 | 4,949 | — | 12,454 | ||||||||||||
International Equity Fund | 47,522 | 140,332 | — | 187,854 | ||||||||||||
International Equity Index Fund | 27,328 | — | — | 27,328 | ||||||||||||
Large Cap Core Equity Fund | 41,636 | 126,741 | 33 | 168,410 | ||||||||||||
Large Cap Growth Stock Fund | 17,744 | 171,758 | — | 189,502 | ||||||||||||
Large Cap Quantitative Equity Fund | 25,830 | 5,909 | 11 | 31,750 | ||||||||||||
Large Cap Value Equity Fund | 85,646 | 48,500 | — | 134,146 | ||||||||||||
Mid-Cap Core Equity Fund | 10,768 | 16,027 | — | 26,795 | ||||||||||||
Mid-Cap Value Equity Fund | 48,819 | (a) | 7,204 | (a) | — | (a) | 56,023 | |||||||||
Real Estate 130/30 Fund | 34 | — | — | 34 | ||||||||||||
Select Large Cap Growth Stock Fund | 93 | — | — | 93 | ||||||||||||
Small Cap Growth Stock Fund | 52,514 | 135,932 | 3,145 | 191,591 | ||||||||||||
Small Cap Value Equity Fund | 43,916 | 122,055 | — | 165,971 | ||||||||||||
U.S. Equity 130/30 Fund | 6 | — | — | 6 | ||||||||||||
Life Vision Aggressive Growth Fund | 2,669 | 5,163 | — | 7,832 | ||||||||||||
Life Vision Conservative Fund | 418 | 102 | — | 520 | ||||||||||||
Life Vision Growth and Income Fund | 5,334 | 6,199 | — | 11,533 | ||||||||||||
Life Vision Moderate Growth Fund | 9,354 | 1,367 | — | 10,721 |
* | Total distributions paid may differ from the Statement of Changes in Net Assets because, for tax purposes, dividends are recognized when actually paid. |
(a) | Revised from prior financial statements which disclosed $1,171 as distributions from return of capital and $6,221 as distributions from net long term capital gains and $48,631 as distributions from net investment income. The fund filed amended tax returns, as appropriate. |
142
Total | ||||||||||||||||||||||||
Undistributed | Accumulated | Unrealized | Accumulated | |||||||||||||||||||||
Ordinary | Long Term | Accumulated | Capital and | Appreciation/ | Earnings | |||||||||||||||||||
Fund | Income($) | Capital Gains($) | Earnings($) | Other Losses($)** | (Depreciation)($)*** | (Deficit)($) | ||||||||||||||||||
Aggressive Growth Stock Fund | — | — | — | (42,615 | ) | (30,664 | ) | (73,279 | ) | |||||||||||||||
Emerging Growth Stock Fund | — | — | — | (31,391 | ) | (25,044 | ) | (56,435 | ) | |||||||||||||||
Internaional Equity 130/30 Fund | 79 | — | 79 | (54,161 | ) | (16,552 | ) | (70,634 | ) | |||||||||||||||
International Equity Fund | 1,474 | — | 1,474 | (311,197 | ) | (83,410 | ) | (393,133 | ) | |||||||||||||||
International Equity Index Fund | 4,896 | — | 4,896 | (73,900 | ) | (164,776 | ) | (233,780 | ) | |||||||||||||||
Large Cap Core Equity Fund | 147 | — | 147 | (283,823 | ) | (55,397 | ) | (339,073 | ) | |||||||||||||||
Large Cap Growth Stock Fund | 100 | — | 100 | (75,880 | ) | (56,541 | ) | (132,321 | ) | |||||||||||||||
Large Cap Quantitative Equity Fund | 40 | — | 40 | (40,989 | ) | (5,468 | ) | (46,417 | ) | |||||||||||||||
Large Cap Value Equity Fund | 202 | — | 202 | (360,033 | ) | (178,428 | ) | (538,259 | ) | |||||||||||||||
Mid-Cap Core Equity Fund | 2 | — | 2 | (22,150 | ) | (25,000 | ) | (47,148 | ) | |||||||||||||||
Mid-Cap Value Equity Fund | 84 | — | 84 | (104,437 | ) | (44,144 | ) | (148,497 | ) | |||||||||||||||
Real Estate 130/30 Fund | — | — | — | (1,575 | ) | (1,533 | ) | (3,108 | ) | |||||||||||||||
Select Large Cap Growth Stock Fund | — | — | — | (76,852 | ) | (13,040 | ) | (89,892 | ) | |||||||||||||||
Small Cap Growth Stock Fund | — | — | — | (127,076 | ) | (47,777 | ) | (174,853 | ) | |||||||||||||||
Small Cap Value Equity Fund | 288 | — | 288 | (94,236 | ) | (85,167 | ) | (179,115 | ) | |||||||||||||||
U.S. Equity 130/30 Fund | 3 | — | 3 | (1,826 | ) | (337 | ) | (2,160 | ) | |||||||||||||||
Life Vision Aggressive Growth Fund | — | — | — | (547 | ) | (8,515 | ) | (9,062 | ) | |||||||||||||||
Life Vision Conservative Fund | 16 | — | 16 | (78 | ) | (1,005 | ) | (1,067 | ) | |||||||||||||||
Life Vision Growth and Income Fund | 17 | — | 17 | (723 | ) | (17,275 | ) | (17,981 | ) | |||||||||||||||
Life Vision Moderate Growth Fund | 144 | — | 144 | (1,547 | ) | (28,676 | ) | (30,079 | ) |
** | As of the latest tax year end of March 31, 2009, the following Funds had net capital loss carryovers to offset future net capital gains, if any, to the extent provided by the Treasury regulations (in thousands). To the extent that these carryovers are used to offset future gains, it is probable that the gains so offset will not be distributed to shareholders: |
Expires | ||||||||||||||||||||
Fund | 2010($) | 2011($) | 2012($) | 2013($) | 2017($) | |||||||||||||||
Aggressive Growth Stock Fund | 1,276 | # | — | — | — | 15,692 | ||||||||||||||
Emerging Growth Stock Fund | — | — | — | — | 6,205 | |||||||||||||||
International Equity 130/30 Fund | — | — | — | — | 19,845 | |||||||||||||||
International Equity Fund | — | — | — | — | 89,645 | |||||||||||||||
International Equity Index Fund | — | 6,883 | 9,214 | 3,137 | 28,998 | |||||||||||||||
Large Cap Core Equity Fund | — | — | — | — | 126,964 | |||||||||||||||
Large Cap Growth Stock Fund | — | — | — | — | 44,253 | |||||||||||||||
Large Cap Quantitative Equity Fund | — | — | — | — | 18,994 | |||||||||||||||
Large Cap Value Equity Fund | — | — | — | — | 164,462 | |||||||||||||||
Mid-Cap Core Equity Fund | — | — | — | — | 1,704 | |||||||||||||||
Mid-Cap Value Equity Fund | — | — | — | — | 65,503 | |||||||||||||||
Real Estate 130/30 Fund | — | — | — | — | 290 | * | ||||||||||||||
Select Large Cap Growth Stock Fund | 52,653 | 9,527 | — | — | 4,517 | |||||||||||||||
Small Cap Growth Stock Fund | — | — | — | — | 23,892 | |||||||||||||||
Small Cap Value Equity Fund | — | — | — | — | 15,804 | |||||||||||||||
U.S. Equity 130/30 Fund | — | — | — | — | 705 | |||||||||||||||
Life Vision Conservative Fund | — | — | — | — | 75 | |||||||||||||||
Life Vision Moderate Growth Fund | — | — | — | — | 714 |
143
# | As of March 31, 2008, the Fund had capital loss carryforwards, subject to certain limitations on availability to offset future capital gains, if any, as the successor of a merger. |
* | As of March 31, 2009, the Fund had capital loss carryforwards and Post October Losses subject to certain limitations on availability to offset future capital gains, if any, as the result of a change of control, as defined in the Internal Revenue Code. |
*** | The differences between book-basis and tax-basis unrealized appreciation/(depreciation) is attributable primarily to: tax deferral of losses on wash sales, the difference between book and tax amortization methods for premium and market discount, the realization for tax purposes of unrealized gains/losses on investments in passive foreign investment companies, and the return of capital adjustments from real estate investment trusts. |
6. | Risks |
144
RidgeWorth Funds:
145
(Unaudited)
Dividend | ||||
Received | ||||
Deduction(%) | ||||
Emerging Growth Stock Fund | 1.54 | |||
International Equity 130/30 Fund | 32.52 | |||
Large Cap Core Equity Fund | 100.00 | |||
Large Cap Growth Stock Fund | 100.00 | |||
Large Cap Quantitative Equity Fund | 100.00 | |||
Large Cap Value Equity Fund | 99.40 | |||
Mid-Cap Core Equity Fund | 100.00 | |||
Mid-Cap Value Equity Fund | 94.60 | |||
Real Estate 130/30 Fund | 7.30 | |||
Select Large Cap Growth Stock Fund | 100.00 | |||
Small Cap Value Equity Fund | 68.95 | |||
U.S. Equity 130/30 Fund | 100.00 | |||
Life Vision Aggressive Growth Fund | 60.16 | |||
Life Vision Conservative Fund | 5.90 | |||
Life Vision Growth and Income Fund | 28.71 | |||
Life Vision Moderate Growth Fund | 14.18 |
Qualified | ||||
Dividend | ||||
Income(%) | ||||
Emerging Growth Stock Fund | 1.48 | |||
International Equity 130/30 Fund | 100.00 | |||
International Equity Fund | 35.29 | |||
International Equity Index Fund | 5.36 | |||
Large Cap Core Equity Fund | 100.00 | |||
Large Cap Growth Stock Fund | 100.00 | |||
Large Cap Quantitative Equity Fund | 100.00 | |||
Large Cap Value Equity Fund | 98.99 | |||
Mid-Cap Core Equity Fund | 100.00 | |||
Mid-Cap Value Equity Fund | 100.00 | |||
Real Estate 130/30 Fund | 65.28 | |||
Select Large Cap Growth Stock Fund | 100.00 | |||
Small Cap Value Equity Fund | 90.85 | |||
U.S. Equity 130/30 Fund | 100.00 | |||
Life Vision Aggressive Growth Fund | 63.04 | |||
Life Vision Conservative Fund | 6.30 | |||
Life Vision Growth and Income Fund | 30.07 | |||
Life Vision Moderate Growth Fund | 15.16 |
146
(Unaudited)
Name, Business | Term of | Number of | ||||||||
Address, State of | Position | Office and | Principal | Portfolios in | Other | |||||
Residence and | Held With | Length of | Occupation(s) | Fund Complex | Directorships | |||||
Date of Birth | Trust | Time Served | During the Past 5 Years | Overseen | Held | |||||
INDEPENDENT TRUSTEES: | ||||||||||
Jeffrey Biggar 3435 Stelzer Road Columbus, OH 43219 (Ohio) DOB 02/50 | Trustee | Indefinite; since January 2007 | Chief Operating Officer, Cedar Brook Financial Partners LLC (March 2008-present). Retired (2006- March 2008). Chief Executive Officer and Senior Managing Director, Sterling (National City Corp.) (2000-2006) | 55 | GenSpring Trust | |||||
George C. Guynn 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 12/42 | Trustee | Indefinite; since January 2008 | Retired. President (1996-October 2006) and Chief Executive Officer (1995-October 2006) Federal Reserve Bank of Atlanta | 55 | Genuine Parts Company; Oxford Industries; John Weiland Homes and Neighborhoods, Inc.: Acuity Brands, Inc.; GenSpring Trust; | |||||
Sidney E. Harris 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 07/49 | Trustee | Indefinite; since November 2004 | Professor (since 1997) and Dean (1997-2004), J. Mack Robinson College of Business, Georgia State University. | 55 | Total System Services, Inc.; GenSpring Trust | |||||
Warren Y. Jobe 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 11/40 | Trustee | Indefinite; since November 2004 | Retired. Executive Vice President, Georgia Power Company and Senior Vice President, Southern Company (1998-2001) | 55 | WellPoint, Inc.; UniSource Energy Corp.; GenSpring Trust | |||||
Connie D. McDaniel 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 04/58 | Trustee | Indefinite; since May 2005 | Vice President Global Finance Transformation (since 2007), Vice President and Controller (1999-2007), The Coca-Cola Company | 55 | None | |||||
Clarence H. Ridley* 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 06/42 | Trustee | Indefinite; since November 2001 | Chairman, Haverty Furniture Companies | 55 | Crawford & Co.; Haverty Furniture Companies | |||||
Charles D. Winslow 3435 Stelzer Road Columbus, OH 43219 (Florida) DOB 07/35 | Trustee | Indefinite; since November 2004 | Retired. Formerly Partner, Accenture (consulting) | 55 | None | |||||
* | Prior to May 12, 2008, Mr. Ridley was deemed to be an “interested person” of the Trust. |
147
(Unaudited)
Term of | ||||||
Name, Address and | Position(s) | Office and Length of | Principal Occupation(s) | |||
Date of Birth | Held with Trust | Time Served | During the Past 5 Years | |||
OFFICERS: | ||||||
Julia R. Short 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 11/72 | President and Chief Executive Officer | One year; since July 2007 | Managing Director, Product Manager, RidgeWorth Capital Management, Inc. (since 2004); Relationship Manager, SEI Investments (Financial Services) (1994-2004) | |||
Patrick A. Paparelli 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 09/61 | Vice President; Chief Compliance Officer | One year; since May 2008 | Managing Director, Director of Legal and Compliance (since 2001) and Chief Compliance Officer (since July 2004), RidgeWorth Investments. | |||
Diana Hanlin 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 05/67 | Vice President; Deputy Chief Compliance Officer | One year; since June 2008 | Director, RidgeWorth Capital Management, Inc. (since May 2008); Employee of BB&T Asset Management, Inc. (2007 — May 2008); Employee of BISYS Fund Services Ohio, Inc. (1996-2007). | |||
Martin R. Dean 3435 Stelzer Road Columbus, OH 43219 DOB 11/63 | Treasurer; Chief Financial Officer; Chief Accounting Officer | One year; since March 2007 | Senior Vice President, Financial Administration, Citi Fund Services Ohio, Inc. | |||
Katherine A. Reilly 3435 Stelzer Road Columbus, OH 43219 DOB 07/65 | Secretary; Chief Legal Officer | One year; since May 2009 | Vice President (since July 2007), Assistant Counsel (January 2006-July 2007), Regulatory Administration, Citi Fund Services Ohio, Inc.; Employee of CitiStreet LLC (June 2004-May 2005); Employee of Fidelity Investments (1987- 2001). | |||
148
(Unaudited)
149
(Unaudited)
150
(Unaudited)
Beginning | Ending | Expenses | Expense Ratio | |||||||||||||||||
Account Value | Account Value | Paid During Period* | During Period** | |||||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||||
Aggressive Growth Stock Fund | I Shares | 1,000.00 | 702.00 | 5.01 | 1.18 | |||||||||||||||
A Shares | 1,000.00 | 701.30 | 6.28 | 1.48 | ||||||||||||||||
C Shares | 1,000.00 | 699.00 | 9.23 | 2.18 | ||||||||||||||||
Emerging Growth Stock Fund | I Shares | 1,000.00 | 641.90 | 4.87 | 1.19 | |||||||||||||||
A Shares | 1,000.00 | 640.80 | 6.10 | 1.49 | ||||||||||||||||
C Shares | 1,000.00 | 637.50 | 8.94 | 2.19 | ||||||||||||||||
International Equity 130/30 Fund*** | I Shares | 1,000.00 | 679.10 | 6.36 | 1.52 | |||||||||||||||
A Shares | 1,000.00 | 677.80 | 7.61 | 1.82 | ||||||||||||||||
C Shares | 1,000.00 | 675.00 | 10.44 | 2.50 | ||||||||||||||||
International Equity Fund | I Shares | 1,000.00 | 645.60 | 5.21 | 1.27 | |||||||||||||||
A Shares | 1,000.00 | 644.60 | 6.31 | 1.54 | ||||||||||||||||
C Shares | 1,000.00 | 642.20 | 9.13 | 2.23 | ||||||||||||||||
International Equity Index Fund | I Shares | 1,000.00 | 666.20 | 2.58 | 0.62 | |||||||||||||||
A Shares | 1,000.00 | 665.30 | 3.86 | 0.93 | ||||||||||||||||
C Shares | 1,000.00 | 663.30 | 6.76 | 1.63 | ||||||||||||||||
Large Cap Core Equity Fund | I Shares | 1,000.00 | 714.40 | 3.76 | 0.88 | |||||||||||||||
A Shares | 1,000.00 | 713.50 | 4.78 | 1.12 | ||||||||||||||||
C Shares | 1,000.00 | 710.60 | 7.98 | 1.87 | ||||||||||||||||
Large Cap Growth Stock Fund | I Shares | 1,000.00 | 757.40 | 4.25 | 0.97 | |||||||||||||||
A Shares | 1,000.00 | 755.70 | 5.60 | 1.28 | ||||||||||||||||
C Shares | 1,000.00 | 754.20 | 8.66 | 1.98 | ||||||||||||||||
Large Cap Quantitative Equity Fund | I Shares | 1,000.00 | 702.70 | 4.12 | 0.97 | |||||||||||||||
A Shares | 1,000.00 | 701.20 | 5.17 | 1.22 | ||||||||||||||||
C Shares | 1,000.00 | 699.20 | 8.35 | 1.97 | ||||||||||||||||
Large Cap Value Equity Fund | I Shares | 1,000.00 | 723.20 | 3.57 | 0.83 | |||||||||||||||
A Shares | 1,000.00 | 722.10 | 4.85 | 1.13 | ||||||||||||||||
C Shares | 1,000.00 | 719.90 | 7.85 | 1.83 | ||||||||||||||||
Mid-Cap Core Equity Fund | I Shares | 1,000.00 | 666.00 | 4.57 | 1.10 | |||||||||||||||
A Shares | 1,000.00 | 665.40 | 5.81 | 1.40 | ||||||||||||||||
C Shares | 1,000.00 | 662.90 | 8.75 | 2.11 | ||||||||||||||||
Mid-Cap Value Equity Fund | I Shares | 1,000.00 | 721.60 | 4.64 | 1.08 | |||||||||||||||
A Shares | 1,000.00 | 720.50 | 5.92 | 1.38 | ||||||||||||||||
C Shares | 1,000.00 | 717.70 | 8.91 | 2.08 |
151
(Unaudited)
Beginning | Ending | Expenses | Expense Ratio | |||||||||||||||||
Account Value | Account Value | Paid During Period* | During Period** | |||||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||||
Real Estate 130/30 Fund*** | I Shares | 1,000.00 | 449.50 | 5.06 | 1.40 | |||||||||||||||
C Shares | 1,000.00 | 447.30 | 8.66 | 2.40 | ||||||||||||||||
Select Large Cap Growth Stock Fund | I Shares | 1,000.00 | 778.00 | 4.21 | 0.95 | |||||||||||||||
A Shares | 1,000.00 | 776.70 | 5.58 | 1.26 | ||||||||||||||||
C Shares | 1,000.00 | 774.10 | 8.63 | 1.95 | ||||||||||||||||
Small Cap Growth Stock Fund | I Shares | 1,000.00 | 648.40 | 4.97 | 1.21 | |||||||||||||||
A Shares | 1,000.00 | 647.40 | 6.20 | 1.51 | ||||||||||||||||
C Shares | 1,000.00 | 646.00 | 9.11 | 2.22 | ||||||||||||||||
Small Cap Value Equity Fund | I Shares | 1,000.00 | 696.60 | 5.16 | 1.22 | |||||||||||||||
A Shares | 1,000.00 | 695.40 | 6.42 | 1.52 | ||||||||||||||||
C Shares | 1,000.00 | 693.30 | 9.37 | 2.22 | ||||||||||||||||
U.S Equity 130/30 Fund*** | I Shares | 1,000.00 | 722.00 | 4.85 | 1.13 | |||||||||||||||
Life Vision Aggressive Growth Fund | I Shares | 1,000.00 | 720.20 | 0.86 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 719.70 | 2.14 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 717.50 | 4.07 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 716.40 | 5.14 | 1.20 | ||||||||||||||||
Life Vision Conservative Fund | I Shares | 1,000.00 | 969.70 | 0.98 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 967.50 | 2.45 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 965.40 | 4.66 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 964.20 | 5.83 | 1.19 | ||||||||||||||||
Life Vision Growth and Income Fund | I Shares | 1,000.00 | 811.40 | 0.90 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 809.90 | 2.26 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 808.20 | 4.28 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 806.10 | 5.40 | 1.20 | ||||||||||||||||
Life Vision Moderate Growth Fund | I Shares | 1,000.00 | 874.10 | 0.93 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 872.80 | 2.33 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 871.50 | 4.43 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 869.60 | 5.59 | 1.20 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days in the most recent fiscal half-year divided by the number of days in the fiscal year. |
** | Annualized. |
*** | Excludes impact of dividend expense and transaction costs on securities sold short. |
152
(Unaudited)
Beginning | Ending Account | Expenses Paid | Expense Ratio During | |||||||||||||||||
Account Value | Value | During Period* | Period** | |||||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||||
Aggressive Growth Stock Fund | I Shares | 1,000.00 | 1,019.05 | 5.94 | 1.18 | |||||||||||||||
A Shares | 1,000.00 | 1,017.55 | 7.44 | 1.48 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.06 | 10.95 | 2.18 | ||||||||||||||||
Emerging Growth Stock Fund | I Shares | 1,000.00 | 1,019.00 | 5.99 | 1.19 | |||||||||||||||
A Shares | 1,000.00 | 1,017.50 | 7.49 | 1.49 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.01 | 11.00 | 2.19 | ||||||||||||||||
International Equity 130/30 Fund*** | I Shares | 1,000.00 | 1,017.35 | 7.64 | 1.52 | |||||||||||||||
A Shares | 1,000.00 | 1,015.86 | 9.15 | 1.82 | ||||||||||||||||
C Shares | 1,000.00 | 1,012.47 | 12.54 | 2.50 | ||||||||||||||||
International Equity Fund | I Shares | 1,000.00 | 1,018.60 | 6.39 | 1.27 | |||||||||||||||
A Shares | 1,000.00 | 1,017.25 | 7.75 | 1.54 | ||||||||||||||||
C Shares | 1,000.00 | 1,013.81 | 11.20 | 2.23 | ||||||||||||||||
International Equity Index Fund | I Shares | 1,000.00 | 1,021.84 | 3.13 | 0.62 | |||||||||||||||
A Shares | 1,000.00 | 1,020.29 | 4.68 | 0.93 | ||||||||||||||||
C Shares | 1,000.00 | 1,016.80 | 8.20 | 1.63 | ||||||||||||||||
Large Cap Core Equity Fund | I Shares | 1,000.00 | 1,020.54 | 4.43 | 0.88 | |||||||||||||||
A Shares | 1,000.00 | 1,019.35 | 5.64 | 1.12 | ||||||||||||||||
C Shares | 1,000.00 | 1,015.61 | 9.40 | 1.87 | ||||||||||||||||
Large Cap Growth Stock Fund | I Shares | 1,000.00 | 1,020.09 | 4.89 | 0.97 | |||||||||||||||
A Shares | 1,000.00 | 1,018.55 | 6.44 | 1.28 | ||||||||||||||||
C Shares | 1,000.00 | 1,015.06 | 9.95 | 1.98 | ||||||||||||||||
Large Cap Quantitative Equity Fund | I Shares | 1,000.00 | 1,020.09 | 4.89 | 0.97 | |||||||||||||||
A Shares | 1,000.00 | 1,018.85 | 6.14 | 1.22 | ||||||||||||||||
C Shares | 1,000.00 | 1,015.11 | 9.90 | 1.97 | ||||||||||||||||
Large Cap Value Equity Fund | I Shares | 1,000.00 | 1,020.79 | 4.18 | 0.83 | |||||||||||||||
A Shares | 1,000.00 | 1,019.30 | 5.69 | 1.13 | ||||||||||||||||
C Shares | 1,000.00 | 1,015.81 | 9.20 | 1.83 | ||||||||||||||||
Mid-Cap Core Equity Fund | I Shares | 1,000.00 | 1,019.45 | 5.54 | 1.10 | |||||||||||||||
A Shares | 1,000.00 | 1,017.95 | 7.04 | 1.40 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.41 | 10.60 | 2.11 | ||||||||||||||||
Mid-Cap Value Equity Fund | I Shares | 1,000.00 | 1,019.55 | 5.44 | 1.08 | |||||||||||||||
A Shares | 1,000.00 | 1,018.05 | 6.94 | 1.38 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.56 | 10.45 | 2.08 | ||||||||||||||||
Real Estate 130/30 Fund*** | I Shares | 1,000.00 | 1,017.95 | 7.04 | 1.40 | |||||||||||||||
C Shares | 1,000.00 | 1,012.96 | 12.04 | 2.40 | ||||||||||||||||
Select Large Cap Growth Stock Fund | I Shares | 1,000.00 | 1,020.19 | 4.78 | 0.95 | |||||||||||||||
A Shares | 1,000.00 | 1,018.65 | 6.34 | 1.26 | ||||||||||||||||
C Shares | 1,000.00 | 1,015.21 | 9.80 | 1.95 | ||||||||||||||||
Small Cap Growth Stock Fund | I Shares | 1,000.00 | 1,018.90 | 6.09 | 1.21 | |||||||||||||||
A Shares | 1,000.00 | 1,017.40 | 7.59 | 1.51 | ||||||||||||||||
C Shares | �� | 1,000.00 | 1,013.86 | 11.15 | 2.22 | |||||||||||||||
Small Cap Value Equity Fund | I Shares | 1,000.00 | 1,018.85 | 6.14 | 1.22 | |||||||||||||||
A Shares | 1,000.00 | 1,017.35 | 7.64 | 1.52 | ||||||||||||||||
C Shares | 1,000.00 | 1,013.86 | 11.15 | 2.22 | ||||||||||||||||
U.S Equity 130/30 Fund*** | I Shares | 1,000.00 | 1,019.30 | 5.69 | 1.13 | |||||||||||||||
Life Vision Aggressive Growth Fund | I Shares | 1,000.00 | 1,023.93 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.39 | 2.52 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 1,020.14 | 4.78 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 1,018.90 | 6.04 | 1.20 |
153
(Unaudited)
Beginning | Ending Account | Expenses Paid | Expense Ratio During | |||||||||||||||||
Account Value | Value | During Period* | Period** | |||||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||||
Life Vision Conservative Fund | I Shares | 1,000.00 | 1,023.93 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.44 | 2.52 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 1,020.19 | 4.78 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 1,019.00 | 5.99 | 1.19 | ||||||||||||||||
Life Vision Growth and Income Fund | I Shares | 1,000.00 | 1,023.88 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.39 | 2.52 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 1,020.14 | 4.78 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 1,018.90 | 5.99 | 1.20 | ||||||||||||||||
Life Vision Moderate Growth Fund | I Shares | 1,000.00 | 1,023.93 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.44 | 2.52 | 0.50 | ||||||||||||||||
B Shares | 1,000.00 | 1,020.19 | 4.78 | 0.95 | ||||||||||||||||
C Shares | 1,000.00 | 1,018.95 | 6.04 | 1.20 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days in the most recent fiscal half-year divided by the number of days in the fiscal year. |
** | Annualized. |
*** | Excludes impact of dividend expense and transaction costs on securities sold short. |
154
(Unaudited)
# of Shares | % of Outstanding Shares | % of Shares Present | ||||||||||
For | 19,476,636.48 | 83.25 | % | 99.98 | % | |||||||
Against | 2,610.00 | 0.01 | % | 0.01 | % | |||||||
Abstain | 1407.00 | 0.00 | % | 0.01 | % | |||||||
Total | 19,480,653.48 | 83.26 | % | 100 | % |
# of Shares | % of Outstanding Shares | % of Shares Present | ||||||||||
For | 11,362,915.13 | 97.38 | % | 99.99 | % | |||||||
Against | 739.71 | 0.00 | % | 0.01 | % | |||||||
Abstain | 0 | 0.00 | % | 0.00 | % | |||||||
Total | 11,363,654.84 | 97.38 | % | 100 | % |
155
Investment Adviser: | ||
RidgeWorth Investments | ||
50 Hurt Plaza, Suite 1400 | ||
Atlanta, Georgia 30303 | ||
www.ridgeworth.com | ||
Investment Subadvisers: | ||
Alpha Equity Management LLC | IronOak Advisors LLC | |
90 State House Square, Suite 1100 | 919 East Main Street, 15th Floor | |
Hartford, CT 06103 | Richmond, VA 23219 | |
www.alphaequityllc.com | www.ironoakadvisors.com | |
Ceredex Value Advisors LLC | Silvant Capital Management LLC | |
Lincoln Plaza, Suite 1600 | 50 Hurt Plaza, Suite 1500 | |
300 South Orange Avenue | Atlanta, GA 30303 | |
Orlando, FL32801 | www.silvantcapital.com | |
www.ceredexvalue.com | ||
Zevenbergen Capital Investments LLC | ||
Certium Asset Management LLC | 601 Union Street, Suite 4600 | |
50 Hurt Plaza, Suite 1400 | Seattle, Washington 98101 | |
Atlanta, GA 30303 | www.zci.com | |
www.certiumllc.com |
prospectus for each Fund described. An investor should consider the
Fund’s investment objectives, risks, charges and expenses carefully
before investing or sending money. This and other important information
about RidgeWorth Funds can be found in the Fund’s prospectus. For
additional information, please call 1-888-784-3863, or visit
www.ridgeworthfunds.com. Please read the prospectus carefully before
investing.
Not FDIC Insured • No Bank Guarantee • May Lose Value |
![(RIDGEWORTH LOGO)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618450.gif)
![(IMAGE)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618451.gif)
![(RIDGEWORTH LOGO)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618300a.gif)
1 | ||||
Management Discussion of Fund Performance | ||||
Fixed Income Funds: | ||||
3 | ||||
5 | ||||
7 | ||||
9 | ||||
11 | ||||
13 | ||||
15 | ||||
17 | ||||
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21 | ||||
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25 | ||||
27 | ||||
29 | ||||
31 | ||||
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35 | ||||
37 | ||||
39 | ||||
41 | ||||
43 | ||||
Money Market Funds: | ||||
45 | ||||
46 | ||||
47 | ||||
48 | ||||
49 | ||||
Schedules of Portfolio Investments | 51 | |||
Statements of Assets and Liabilities | 168 | |||
Statements of Operations | 172 | |||
Statements of Changes in Net Assets | 176 | |||
Financial Highlights | 190 | |||
Notes to Financial Statements | 202 | |||
Report of Independent Registered Public Accounting Firm | 225 | |||
Trustees and Officers of the RidgeWorth Funds | 226 | |||
Additional Information | 228 |
1
![]() | ![]() | |
David Eidson | Ashi Parikh | |
Chairman and CEO | President and CIO | |
RidgeWorth Capital Management, Inc. | RidgeWorth Capital Management, Inc. |
1 | The S&P 500 Index is an unmanaged index that is widely regarded as a gauge of the U.S. equities market, this index includes 500 leading companies in leading industries of the U.S. economy. Although the S&P 500 focuses on the large cap segment of the market, with approximately 75% coverage of U.S. equities, it is also an ideal proxy for the total market. | |
2 | For the period ended March 31, 2009, 37 out of 49 (1 year), 35 out of 46 (3 years), 34 out of 44 (5 years) and 23 out of 31 (10 years) Funds’ I Shares beat their respective Lipper peer group averages. Lipper rankings are based on total return and do not include a sales charge. | |
3 | Gross Domestic Product is the monetary value of all the goods and services produced by an economy over a specified period. It includes consumption, government purchases, investments, and exports minus imports. |
2
• | James F. Keegan | |
• | Adrien Webb, CFA |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618308.gif)
1 | Portfolio composition is subject to change |
3
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618309.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Since | ||||||||||||||||||||||
Corporate Bond Fund | Inception Date | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 10/08/03 | -4.37 | % | 2.21 | % | 2.49 | % | 3.29 | % | ||||||||||||
with sales charge* | -8.91 | % | 0.58 | % | 1.50 | % | 2.37 | % | ||||||||||||||
C Shares | without CDSC | 11/30/01 | -5.16 | % | 1.47 | % | 1.84 | % | 3.33 | % | ||||||||||||
with CDSC* | -6.05 | % | 1.47 | % | 1.84 | % | 3.33 | % | ||||||||||||||
I Shares | 11/30/01 | -4.10 | % | 2.53 | % | 2.77 | % | 4.11 | % | |||||||||||||
Barclays Capital Corporate Bond Index | -6.63 | % | 0.95 | % | 1.08 | % | 3.52 | % | ||||||||||||||
Merrill Lynch AAA U.S. Treasury/Agency Master Index | 7.18 | % | 8.18 | % | 5.31 | % | 5.73 | % | ||||||||||||||
Merrill Lynch U.S. High Yield Master II Index | -20.28 | % | -4.96 | % | -0.32 | % | 3.14 | % | ||||||||||||||
Merrill Lynch Global Government Bond II ex U.S. Index | 5.74 | % | 5.76 | % | 5.10 | % | 4.84 | % | ||||||||||||||
Strategic Income Hybrid Index (34/33/33) | -2.56 | % | 2.56 | % | 3.00 | % | 4.41 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.02 | % | ||
C Shares | 1.72 | % | ||
I Shares | 0.72 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
4
• | Chris Carter, CFA |
1 | The Lipper Georgia Municipal Debt Funds Average is an average of managed mutual funds that limit their assets to those securities which are exempt from taxation in Georgia (double tax-exempt) or city (triple tax-exempt). |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618310.gif)
2 | Portfolio composition is subject to change |
5
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618311.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Georgia Tax-Exempt Bond Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 2.27 | % | 2.49 | % | 2.37 | % | 3.56 | % | |||||||||
with sales charge* | -2.61 | % | 0.83 | % | 1.38 | % | 3.06 | % | ||||||||||
C Shares | without CDSC | 1.41 | % | 1.62 | % | 1.58 | % | 2.92 | % | |||||||||
with CDSC* | 0.43 | % | 1.62 | % | 1.58 | % | 2.92 | % | ||||||||||
I Shares | 2.43 | % | 2.64 | % | 2.53 | % | 3.75 | % | ||||||||||
Barclays Capital Municipal Bond Index | 2.27 | % | 3.19 | % | 3.21 | % | 4.60 | % | ||||||||||
Barclays Capital 10 Year Municipal Bond Index | 4.65 | % | 4.70 | % | 3.84 | % | 4.98 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.75 | % | ||
C Shares | 1.60 | % | ||
I Shares | 0.60 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
6
• | Ronald Schwartz, CFA |
1 | The Lipper Insured Municipal Debt Funds Average is an average of managed mutual funds that invest at least 65% of their assets in municipal debt issues insured as to timely payment. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618312.gif)
2 | Portfolio composition is subject to change |
7
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618313.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
High Grade Municipal Bond Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 0.56 | % | 2.41 | % | 2.09 | % | 3.68 | % | |||||||||
with sales charge* | -4.22 | % | 0.77 | % | 1.10 | % | 3.18 | % | ||||||||||
C Shares | without CDSC | -0.29 | % | 1.54 | % | 1.28 | % | 3.03 | % | |||||||||
with CDSC* | -1.26 | % | 1.54 | % | 1.28 | % | 3.03 | % | ||||||||||
I Shares | 0.72 | % | 2.60 | % | 2.25 | % | 3.89 | % | ||||||||||
Barclays Capital Municipal Bond Index | 2.27 | % | 3.19 | % | 3.21 | % | 4.60 | % | ||||||||||
Barclays Capital 10 Year Municipal Bond Index | 4.65 | % | 4.70 | % | 3.84 | % | 4.98 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.83 | % | ||
C Shares | 1.68 | % | ||
I Shares | 0.68 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
8
• | Michael McEachern, CFA | |
• | Brian Nold |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618314.gif)
1 | Portfolio composition is subject to change |
9
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618315.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||||||
Since | ||||||||||||||||||||||||||
High Income Fund | Inception Date | 1 Year | 3 Year | 5 Year | 10 Year | Inception | ||||||||||||||||||||
A Shares | without sales charge | 10/27/03 | -19.60 | % | -4.10 | % | 0.22 | % | N/A | 1.42 | % | |||||||||||||||
with sales charge* | -23.43 | % | -5.65 | % | -0.75 | % | N/A | 0.51 | % | |||||||||||||||||
C Shares | without CDSC | 05/04/94 | -20.20 | % | -4.78 | % | -0.40 | % | 1.24 | % | 2.86 | % | ||||||||||||||
with CDSC* | -20.93 | % | -4.78 | % | -0.40 | % | 1.24 | % | 2.86 | % | ||||||||||||||||
I Shares | 10/03/01 | -19.40 | % | -3.82 | % | 0.51 | % | N/A | 3.70 | % | ||||||||||||||||
Barclays Capital U.S. Corporate | 1.06 | %2 | ||||||||||||||||||||||||
High Yield Bond Index | -19.31 | % | -4.66 | % | -0.10 | % | 2.58 | % | 4.88 | %2 | ||||||||||||||||
4.25 | %2 |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 1.01 | % | ||
C Shares | 1.71 | % | ||
I Shares | 0.71 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
2 | The Since Inception total returns for the Barclays Capital U.S. Corporate High Yield Bond Index are from 10/27/03, 4/29/94, 10/03/01, respectively. |
10
• Adrien Webb, CFA
• Perry Troisi
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618316.gif)
1 | Portfolio composition is subject to change |
11
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618317.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
Inception | Since | |||||||||||||||||||||
Intermediate Bond Fund | Date† | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 06/30/99 | 6.54 | % | 6.84 | % | 4.38 | % | 5.53 | % | ||||||||||||
with sales charge* | 1.51 | % | 5.13 | % | 3.37 | % | 5.00 | % | ||||||||||||||
I Shares | 06/30/99 | 6.83 | % | 7.12 | % | 4.65 | % | 5.67 | % | |||||||||||||
R Shares^ | without CDSC | 06/30/99 | 5.84 | % | 5.70 | % | 3.54 | % | 5.09 | % | ||||||||||||
Barclays Capital Intermediate Government/Credit Index | 1.96 | % | 5.62 | % | 3.70 | % | 5.63 | %** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.55 | % | ||
I Shares | 0.30 | % | ||
R Shares | 1.05 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75%. | |
^ | Effective February 13, 2009, C Shares converted to R Shares. | |
† | A Shares and R Shares were offered beginning on 10/11/04. The performance shown prior to 10/11/04 for A Shares and R Shares is based on the performance of the Class I Shares of the Seix Intermediate Bond Fund, an open-end investment company that was the predecessor fund to the Intermediate Bond Fund. Performance of R Shares for the period beginning on 10/16/07 through 1/17/08 is based on the performance of I Shares. During this period R Shares did not have any shareholders. Historical performance based on the predecessor fund or on the I Shares has not been adjusted to reflect A Share or R Share expenses. If it had been, the performance would have been lower. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
** | The performance return and the hypothetical $10,000 investment for the Barclays Capital Intermediate Government/Credit Index is for the period from 6/30/99 to 3/31/09. |
12
• Adrien Webb, CFA
• Perry Troisi
• Michael Rieger
• Seth Antiles, PH. D.
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618318.gif)
1 | Portfolio composition is subject to change |
13
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618319.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Investment Grade Bond Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 6.46 | % | 6.36 | % | 4.33 | % | 4.82 | % | |||||||||
with sales charge* | 1.36 | % | 4.65 | % | 3.32 | % | 4.31 | % | ||||||||||
C Shares | without CDSC | 5.62 | % | 5.62 | % | 3.64 | % | 4.23 | % | |||||||||
with CDSC* | 4.62 | % | 5.62 | % | 3.64 | % | 4.23 | % | ||||||||||
I Shares | 6.78 | % | 6.68 | % | 4.68 | % | 5.20 | % | ||||||||||
Barclays Capital U.S. Government/ Credit Index | 1.78 | % | 5.47 | % | 3.74 | % | 5.64 | % | ||||||||||
Barclays Capital U.S. Aggregate Bond Index2 | 3.13 | % | 5.78 | % | 4.13 | % | 5.70 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.86 | % | ||
C Shares | 1.56 | % | ||
I Shares | 0.56 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
2 | The Fund’s primary index is the Barclays Capital U.S. Government/Credit Index, however to provide a broader market comparative we have also listed the Barclays Capital U.S. Aggregate Bond Index. |
14
1 | The Lipper Intermediate Municipal Debt Funds Average is an average of managed mutual funds that invest in municipal debt issues with dollar-weighted average maturities of five- to ten-years. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618320.gif)
2 | Portfolio composition is subject to change |
15
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618321.gif)
Investment Grade | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||
Tax-Exempt Bond Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 3.81 | % | 4.14 | % | 3.21 | % | 4.50 | % | |||||||||
with sales charge* | -1.14 | % | 2.46 | % | 2.20 | % | 3.99 | % | ||||||||||
C Shares | without CDSC | 3.18 | % | 3.45 | % | 2.57 | % | 3.92 | % | |||||||||
with CDSC* | 2.18 | % | 3.45 | % | 2.57 | % | 3.92 | % | ||||||||||
I Shares | 4.12 | % | 4.45 | % | 3.56 | % | 4.89 | % | ||||||||||
Barclays Capital Municipal Bond 1-15 Year Blend Index | 4.75 | % | 4.71 | % | 3.69 | % | 4.73 | % | ||||||||||
Barclays Capital 5 Year Municipal Bond Index | 6.04 | % | 5.50 | % | 3.76 | % | 4.68 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.89 | % | ||
C Shares | 1.59 | % | ||
I Shares | 0.59 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
16
• Adrien Webb, CFA
• James F. Keegan
• Michael Rieger
• Seth Antiles, PH. D.
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618322.gif)
1 | Portfolio composition is subject to change |
17
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618323.gif)
Average Annual Total Returns as of 3/31/09† | ||||||||||||||||||||
Since | ||||||||||||||||||||
Limited Duration Fund | Inception Date | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||
I Shares | 10/25/02 | -1.38 | % | 2.48 | % | 2.52 | % | 2.18 | % | |||||||||||
Merrill Lynch 3 Month U.S. Treasury Bill Index | 1.21 | % | 3.63 | % | 3.21 | % | 2.76 | %* |
Prospectus Expense Ratio1 | Gross | |||
I Shares | 0.19 | % |
† | The I Shares were offered beginning on 10/11/04. The performance shown prior to such date is based on the performance of the Seix Limited Duration Fund, an open-end investment company that was the predecessor fund to the Limited Duration Fund. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
* | The performance return and the hypothetical $10,000 investment for the Merrill Lynch 3 Month U.S. Treasury Bill Index is for the period from 10/31/02 to 3/31/09. |
18
• Perry Troisi
• Adrien Webb, CFA
• Michael Rieger
• Seth Antiles, PH. D.
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618324.gif)
1 | Portfolio composition is subject to change |
19
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618325.gif)
Limited-Term Federal Mortgage | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||
Securities Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 7.29 | % | 5.73 | % | 3.82 | % | 4.47 | % | |||||||||
with sales charge* | 4.65 | % | 4.85 | % | 3.29 | % | 4.21 | % | ||||||||||
C Shares | without CDSC | 6.42 | % | 4.87 | % | 3.07 | % | 3.94 | % | |||||||||
with CDSC* | 5.42 | % | 4.87 | % | 3.07 | % | 3.94 | % | ||||||||||
I Shares | 7.48 | % | 5.96 | % | 4.03 | % | 4.72 | % | ||||||||||
Barclays Capital Mortgage Backed Securities Index | 8.09 | % | 7.61 | % | 5.60 | % | 6.17 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.84 | % | ||
C Shares | 1.64 | % | ||
I Shares | 0.64 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 2.50% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
20
1 | The Lipper Maryland Municipal Debt Funds Average is an average of managed mutual funds that limit their assets to those securities that are exempt from taxation in Maryland (double tax-exempt) or city (triple tax-exempt). |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618326.gif)
2 | Portfolio composition is subject to change |
21
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618327.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Maryland Municipal Bond Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
C Shares | without CDSC | 2.75 | % | 2.55 | % | 2.08 | % | 3.16 | % | |||||||||
with CDSC* | 1.75 | % | 2.55 | % | 2.08 | % | 3.16 | % | ||||||||||
I Shares | 3.79 | % | 3.59 | % | 3.10 | % | 4.14 | % | ||||||||||
Barclays Capital Municipal Bond Index | 2.27 | % | 3.19 | % | 3.21 | % | 4.60 | % | ||||||||||
Barclays Capital 10 Year Municipal Bond Index | 4.65 | % | 4.70 | % | 3.84 | % | 4.98 | % |
Prospectus Expense Ratio1 | Gross | |||
C Shares | 1.64 | % | ||
I Shares | 0.64 | % |
* | Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
A Shares are available for investment, although no assets were in this share class as of 3/31/09. |
22
1 | The Lipper North Carolina Municipal Debt Funds Average is an average of managed mutual funds that limit their assets to those securities that are exempt from taxation in North Carolina (double tax exempt) or city (triple tax exempt). |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618328.gif)
2 | Portfolio composition is subject to change |
23
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618329.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||||
North Carolina | Since | |||||||||||||||||||||
Tax-Exempt Bond Fund | Inception Date† | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 01/08/04 | 2.84 | % | 2.60 | % | 2.55 | % | 2.69 | % | ||||||||||||
with sales charge* | -2.02 | % | 0.96 | % | 1.56 | % | 1.74 | % | ||||||||||||||
I Shares | 01/08/04 | 2.88 | % | 2.75 | % | 2.56 | % | 2.70 | % | |||||||||||||
Barclays Capital Municipal Bond Index | 2.27 | % | 3.19 | % | 3.21 | % | 3.39 | %1 | ||||||||||||||
Barclays Capital 10 Year Municipal Bond Index | 4.65 | % | 4.70 | % | 3.84 | % | 3.97 | %1 |
Prospectus Expense Ratio2 | Gross | |||
A Shares | 0.76 | % | ||
I Shares | 0.61 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% . | |
† | The I Shares and A Shares were offered beginning on 3/21/05. The performance shown prior to such date is based on the performance of the CCMI Tax-Exempt North Carolina Bond Fund, the predecessor fund. The historical performance has not been adjusted to reflect A Share expenses. If it had been, the performance would have been lower. | |
1 | The performance return and the hypothetical $10,000 investment for the Barclays Capital Municipal Bond Index and the Barclays Capital 10 Year Municipal Bond Index is for the period from 12/31/03 to 3/31/09. | |
2 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
C Shares are available for investment, although no assets were in this share class as of 3/31/09. |
24
• Michael McEachern, CFA
1 | Beta is a means of measuring the volatility of a security or portfolio of securities in comparison with the market as a whole. A beta of 1 indicates that the security will move with the market; greater than 1 indicates that it is more volatile than the market, and less than 1 indicates that it is less volatile than the market. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618330.gif)
2 | Portfolio composition is subject to change |
25
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618331.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Since | ||||||||||||||||||
Seix Floating Rate High Income Fund | Inception Date† | 1 Year | 3 Year | Inception | ||||||||||||||
A Shares | without sales charge | 03/01/06 | -11.82 | % | -3.24 | % | -3.15 | % | ||||||||||
with sales charge* | -14.04 | % | -4.07 | % | -3.95 | % | ||||||||||||
C Shares | without CDSC | 03/01/06 | -12.55 | % | -3.53 | % | -3.43 | % | ||||||||||
with CDSC* | -13.38 | % | -3.53 | % | -3.43 | % | ||||||||||||
I Shares | 03/01/06 | -11.67 | % | -3.00 | % | -2.91 | % | |||||||||||
CSFB Leveraged Loan Index | -19.00 | % | -6.49 | % | -6.10 | %** | ||||||||||||
CSFB Institutional Leveraged Loan Index | -9.54 | % | -2.57 | % | -2.26 | %** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.81 | % | ||
C Shares | 1.51 | % | ||
I Shares | 0.51 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 2.50% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The A Shares and C Shares were offered beginning on 5/8/06 and 8/2/07, respectively. The performance shown prior to such dates is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect A Share or C Share expenses. If it had been, the performance would have been lower. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
** | The performance return and the hypothetical $10,000 investment for the CSFB Leveraged Loan Index and the CSFB Institutional Leveraged Loan Index is for the period from 3/1/06 to 3/31/09. |
26
• Adrien Webb, CFA
• James F. Keegan
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618332.gif)
1 | Portfolio composition is subject to change |
27
![(PERFORMANCE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618333.gif)
Aggregate Total Returns as of | ||||||||||||
3/31/09 | ||||||||||||
Since | ||||||||||||
Seix Global Strategy Fund | Inception Date | 6 Month | Inception | |||||||||
I Shares | 09/08/08 | 5.32 | % | 5.68 | % | |||||||
JP Morgan Emerging Markets Bond+ Index | -2.39 | % | -8.94 | %* |
Prospectus Expense Ratio1 | Gross | |||||||||||
I Shares | 0.83 | % |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
* | The performance return and the hypothetical $10,000 investment for the JP Morgan Emerging Markets Bond+ Index is for the period from 8/31/08 to 3/31/09. |
28
• Michael Kirkpatrick
• Brian Nold
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618334.gif)
1 | Portfolio composition is subject to change |
29
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618335.gif)
Average Annual Total Returns as of 3/31/09† | ||||||||||||||||||||||
Since | ||||||||||||||||||||||
Seix High Yield Fund | Inception Date† | 1 Year | 3 Year | 5 Year | Inception | |||||||||||||||||
A Shares | without sales charge | 12/29/00 | -13.14 | % | -2.79 | % | 0.12 | % | 4.12 | % | ||||||||||||
with sales charge* | -17.29 | % | -4.36 | % | -0.85 | % | 3.50 | % | ||||||||||||||
C Shares | without CDSC | 12/29/00 | -14.01 | % | -3.67 | % | -0.61 | % | 3.75 | % | ||||||||||||
with CDSC* | -14.81 | % | -3.67 | % | -0.61 | % | 3.75 | % | ||||||||||||||
I Shares | 12/29/00 | -13.15 | % | -2.73 | % | 0.23 | % | 4.28 | % | |||||||||||||
Merrill Lynch U.S. High Yield BB/B Rated Constrained Index | -16.64 | % | -3.45 | % | 0.41 | % | 3.89 | %** |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.75 | % | ||
C Shares | 1.50 | % | ||
I Shares | 0.50 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The I Shares, A Shares and C Shares were offered beginning on 10/11/04. The performance shown prior to such date is based on the performance of the Class I Shares of the Seix High Yield Fund, an open-end investment company that was the predecessor fund to the Seix High Yield Fund. The historical performance has not been adjusted to reflect A Share or C Share expenses. If it had been, the performance would have been lower. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
** | The performance return and the hypothetical $10,000 investment for the Merrill Lynch U.S. High Yield BB/B Rated Constrained Index is for the period from 12/31/00 to 3/31/09. |
30
• Robert W. Corner
1 | Lipper Short Investment Grade Debt Funds average is an average of managed mutual funds that invest at least 65% of their assets in investment-grade debt issues (rated in top four grades) with dollar-weighted average maturities of less than three years. | |
2 | The Gross Domestic Product (“GDP”) measures the market value of the goods and services produced by labor and property in the United States. The Consumer Price Index (CPI) is a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618336.gif)
3 | Portfolio composition is subject to change |
31
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618337.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Short-Term Bond Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | -1.11 | % | 3.06 | % | 2.35 | % | 3.27 | % | |||||||||
with sales charge* | -3.55 | % | 2.19 | % | 1.82 | % | 3.00 | % | ||||||||||
C Shares | without CDSC | -2.00 | % | 2.21 | % | 1.65 | % | 2.73 | % | |||||||||
with CDSC* | -2.95 | % | 2.21 | % | 1.65 | % | 2.73 | % | ||||||||||
I Shares | without load | -1.02 | % | 3.23 | % | 2.56 | % | 3.46 | % | |||||||||
Citigroup 1-3 Year Government/Credit Index | 2.89 | % | 5.46 | % | 3.74 | % | 4.84 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.66 | % | ||
C Shares | 1.46 | % | ||
I Shares | 0.46 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 2.50% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
32
• Chad K. Stephens
1 | The Gross Domestic Product (“GDP”) measures the market value of the goods and services produced by labor and property in the United States. The Consumer Price Index (CPI) is a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618338.gif)
2 | Portfolio composition is subject to change |
33
![(PERFORMANCE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618339.gif)
Short-Term U.S. Treasury | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||
Securities Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 3.31 | % | 5.36 | % | 3.35 | % | 3.76 | % | |||||||||
with sales charge* | 0.76 | % | 4.48 | % | 2.83 | % | 3.50 | % | ||||||||||
C Shares | without CDSC | 2.38 | % | 4.51 | % | 2.66 | % | 3.32 | % | |||||||||
with CDSC* | 1.38 | % | 4.51 | % | 2.66 | % | 3.32 | % | ||||||||||
I Shares | 3.50 | % | 5.54 | % | 3.53 | % | 3.95 | % | ||||||||||
Citigroup 1-3 Year Treasury Index | 3.52 | % | 5.81 | % | 3.84 | % | 4.64 | % | ||||||||||
Citigroup 6 Month U.S. Treasury Bill Index2 | 1.72 | % | 3.76 | % | 3.28 | % | 3.39 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.67 | % | ||
C Shares | 1.49 | % | ||
I Shares | 0.49 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 2.50% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
2 | The Fund’s primary index is the Citigroup 1-3 Year Treasury Index, however to provide a broader market comparative we have also listed an additional index. |
34
• James F. Keegan | ||
• Adrien Webb, CFA | ||
• Perry Troisi | ||
• Michael Rieger | ||
• Seth Antiles, PH. D. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618340.gif)
1 | Portfolio composition is subject to change |
35
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618341.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
Total Return Bond Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 6.51 | % | 6.20 | % | 4.24 | % | 5.20 | % | |||||||||
with sales charge* | 1.44 | % | 4.48 | % | 3.22 | % | 4.68 | % | ||||||||||
I Shares | 6.89 | % | 6.59 | % | 4.62 | % | 5.45 | % | ||||||||||
R Shares^ | 5.90 | % | 5.56 | % | 3.76 | % | 5.02 | % | ||||||||||
Barclays Capital U.S. Aggregate Bond Index | 3.13 | % | 5.78 | % | 4.13 | % | 5.70 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.55 | % | ||
I Shares | 0.30 | % | ||
R Shares | 1.05 | % |
* ^ | Class A Share performance reflects the maximum front-end sales charge of 4.75%. Effective February 13, 2009, C Shares converted to R Shares. | |
† | The I Shares and R Shares were offered beginning on 10/11/04. The performance shown prior to such date is based on the performance of the Class I Shares of the Seix Core Bond Fund, the predecessor fund to the Total Return Bond Fund. The A Shares were offered beginning on 10/11/04. The performance shown from 1/25/02 to such date is based on the performance of the Class P Shares of the Seix Core Bond Fund. The performance shown prior to 1/25/02 is based on the performance of the Class I Shares of the Seix Core Bond Fund. The historical performance has not been adjusted to reflect A Share or R Share expenses. If it had been, the performance would have been lower. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
36
• H. Rick Nelson
• Chad K. Stephens
1 | Ultra Short Obligation Funds Average is an average of managed mutual funds that invests at least 65% of their assets in investment-grade debt issues, or better, and maintain a portfolio dollar-weighted average maturity between 91 days and 365 days.. | |
2 | The Gross Domestic Product (“GDP”) measures the market value of the goods and services produced by labor and property in the United States. The Consumer Price Index (CPI) is a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618342.gif)
3 | Portfolio composition is subject to change |
37
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618343.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||||
Ultra-Short Bond Fund | Inception Date | 1 Year | 3 Year | 5 Year | Since Inception | |||||||||||||||
I Shares | 04/15/02 | -0.13 | % | 3.04 | % | 2.66 | % | 2.59 | % | |||||||||||
Citigroup 6 Month U.S. Treasury Bill Index | 1.72 | % | 3.76 | % | 3.28 | % | 2.74 | %* |
Prospectus Expense Ratio1 | Gross | |||
I Shares | 0.33 | % |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
* | The performance return and the hypothetical $10,000 investment for the Citigroup 6 Month U.S. Treasury Bill Index is for the period from 3/31/02 to 3/31/09. |
38
• James F. Keegan |
• Adrien Webb, CFA |
• Perry Troisi |
• Michael Rieger |
• Seth Antiles, PH. D. |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618344.gif)
1 | Portfolio composition is subject to change |
39
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618345.gif)
Average Annual Total Returns as of 3/31/09 | ||||||||||||||||||
U.S. Government Securities Fund | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||
A Shares | without sales charge | 8.17 | % | 7.14 | % | 4.66 | % | 5.12 | % | |||||||||
with sales charge* | 3.01 | % | 5.41 | % | 3.65 | % | 4.61 | % | ||||||||||
C Shares | without CDSC | 7.42 | % | 6.39 | % | 3.97 | % | 4.50 | % | |||||||||
with CDSC* | 6.42 | % | 6.39 | % | 3.97 | % | 4.50 | % | ||||||||||
I Shares | 8.49 | % | 7.46 | % | 5.00 | % | 5.49 | % | ||||||||||
Barclays Capital U.S. Government Bond Index | 6.95 | % | 8.09 | % | 5.24 | % | 6.21 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.85 | % | ||
C Shares | 1.55 | % | ||
I Shares | 0.55 | % |
* | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
40
• | Robert W. Corner | |
• | H. Rick Nelson | |
• | Chad K. Stephens |
1 | The Gross Domestic Product (“GDP”) measures the market value of the goods and services produced by labor and property in the United States. The Consumer Price Index (CPI) is a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services. |
as a percentage of Investments
![(CHARTS LOGO)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618346.gif)
2 | Portfolio composition is subject to change |
41
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618347.gif)
U.S. Government Securities | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||||
Ultra-Short Bond Fund | Inception Date | 1 Year | 3 Year | 5 Year | Since Inception | |||||||||||||||
I Shares | 04/11/02 | 4.29 | % | 5.07 | % | 3.87 | % | 3.41 | % | |||||||||||
Citigroup 6 Month U.S. Treasury Bill Index | 1.72 | % | 3.76 | % | 3.28 | % | 2.74 | %* |
Prospectus Expense Ratio1 | Gross | |||
I Shares | 0.33 | % |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. | |
* | The performance return and the hypothetical $10,000 investment for the Citigroup 6 Month U.S. Treasury Bill Index is for the period from 3/31/02 to 3/31/09. |
42
• | George E. Calvert, Jr. |
1 | The Lipper Other Single States Intermediate Municipal Debt Funds Average is an average of managed mutual funds that limit their assets to those securities that are exempt from taxation in a specified state (double tax-exempt) or city (triple tax-exempt). |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618348.gif)
2 | Portfolio composition is subject to change |
43
![(LINE GRAPH)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618349.gif)
Virginia Intermediate | Average Annual Total Returns as of 3/31/09 | |||||||||||||||||||
Municipal Bond Fund† | 1 Year | 3 Year | 5 Year | 10 Year | ||||||||||||||||
A Shares | without sales charge | 4.85 | % | 4.24 | % | 3.26 | % | 3.95 | % | |||||||||||
with sales charge** | -0.10 | % | 2.56 | % | 2.26 | % | 3.44 | % | ||||||||||||
C Shares | without CDSC | 3.97 | % | 3.36 | % | 2.68 | % | 3.67 | % | |||||||||||
with CDSC** | 2.97 | % | 3.36 | % | 2.68 | % | 3.67 | % | ||||||||||||
I Shares | 5.01 | % | 4.40 | % | 3.39 | % | 4.03 | % | ||||||||||||
Barclays Capital Municipal Bond 1-15 Year Blend Index | 4.75 | % | 4.71 | % | 3.69 | % | 4.73 | % | ||||||||||||
Barclays Capital 5 Year Municipal Bond Index | 6.04 | % | 5.50 | % | 3.76 | % | 4.68 | % |
Prospectus Expense Ratio1 | Gross | |||
A Shares | 0.75 | % | ||
C Shares | 1.60 | % | ||
I Shares | 0.60 | % |
** | Class A Share performance reflects the maximum front-end sales charge of 4.75% and Class C Shares reflect the maximum CDSC (contingent deferred sales charge) of 1.00% in year one only. | |
† | The C Shares were offered beginning on 9/1/05. The C Shares performance before such date is based on the performance of the I Shares of the Fund, and has not been adjusted to reflect C Share expenses. If it had been, performance would have been lower. | |
1 | Additional information pertaining to the March 31, 2009 expense ratios can be found in the financial highlights. |
44
• | Michael G. Sebesta, CFA, | |
• | Kimberly C. Maichle, CFA | |
• | E. Dean Speer, CFA, CPA | |
• | Sonny Surkin | |
• | J.P. Yarusinski, CFA |
Yields (as of March 31, 2009) | A Shares | C Shares | I Shares | |||||||||
7 Day Average Yield | 0.03 | % | 0.02 | % | 0.18 | % | ||||||
7 Day Effective Yield | 0.03 | % | 0.02 | % | 0.18 | % | ||||||
30 Day Average Yield | 0.03 | % | 0.02 | % | 0.18 | % |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618350.gif)
1 | Portfolio composition is subject to change |
45
• | Michael G. Sebesta, CFA | |
• | Greg Hallman | |
• | Chris D. Carter, CFA |
Yields (as of March 31, 2009) | A Shares | I Shares | ||||||
7 Day Average Yield | 0.02 | % | 0.17 | % | ||||
7 Day Effective Yield | 0.02 | % | 0.17 | % | ||||
30 Day Average Yield | 0.02 | % | 0.17 | % |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618351.gif)
1 | Portfolio composition is subject to change |
46
• | Michael G. Sebesta, CFA | |
• | E. Dean Speer, CFA, CPA | |
• | Kimberly C. Maichle, CFA | |
• | Sonny Surkin | |
• | J.P. Yarusinski, CFA |
Yields (as of March 31, 2009) | A Shares | I Shares | ||||||
7 Day Average Yield | 0.02 | % | 0.15 | % | ||||
7 Day Effective Yield | 0.02 | % | 0.15 | % | ||||
30 Day Average Yield | 0.02 | % | 0.15 | % |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618352.gif)
1 | Portfolio composition is subject to change |
47
• | Michael G. Sebesta, CFA | |
• | E. Dean Speer, CFA, CPA | |
• | Kimberly C. Maichle, CFA | |
• | Sonny Surkin | |
• | J.P. Yarusinski, CFA |
Yields (as of March 31, 2009) | A Shares | I Shares | ||||||
7 Day Average Yield | 0.02 | % | 0.09 | % | ||||
7 Day Effective Yield | 0.02 | % | 0.09 | % | ||||
30 Day Average Yield | 0.02 | % | 0.11 | % |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618353.gif)
1 | Portfolio composition is subject to change |
48
• | Michael G. Sebesta, CFA | |
• | Greg Hallman | |
• | Chris D. Carter, CFA |
Yields (as of March 31, 2009) | A Shares | I Shares | ||||||
7 Day Average Yield | 0.02 | % | 0.17 | % | ||||
7 Day Effective Yield | 0.02 | % | 0.17 | % | ||||
30 Day Average Yield | 0.03 | % | 0.18 | % |
as a percentage of Investments
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3618354.gif)
1 | Portfolio composition is subject to change |
49
50
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Bank Loan (0.8%) | ||||||||
Diversified Financial Services (0.8%) | ||||||||
East Valley Tourist Development Authority, 7.996%, 08/06/14(a)(b) | 1,100 | 495 | ||||||
Total Bank Loans | 495 | |||||||
Corporate Bonds (75.9%) | ||||||||
Aerospace/Defense (0.1%) | ||||||||
Boeing Co. (The), 5.125%, 02/15/13 | 86 | 89 | ||||||
Banks (1.2%) | ||||||||
Bank of New York Mellon, Ser G, MTN, 4.950%, 11/01/12 | 491 | 501 | ||||||
Bank of New York Mellon, Ser G, MTN, 4.500%, 04/01/13 | 239 | 237 | ||||||
738 | ||||||||
Beverages (3.6%) | ||||||||
Anheuser-Busch InBev NV, 8.200%, 01/15/39(c) | 777 | 762 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 | 94 | 95 | ||||||
PepsiCo, Inc., 7.900%, 11/01/18 | 608 | 747 | ||||||
SABMiller PLC, 6.200%, 07/01/11(c) | 547 | 552 | ||||||
2,156 | ||||||||
Building Materials (0.7%) | ||||||||
Lafarge SA, 6.150%, 07/15/11 | 278 | 244 | ||||||
Lafarge SA, 7.125%, 07/15/36 | 317 | 184 | ||||||
428 | ||||||||
Commercial Services (0.8%) | ||||||||
Local Insight Regatta Holdings, Inc., 11.000%, 12/01/17, Callable 12/01/12 @ 105.50(b) | 120 | 28 | ||||||
Xerox Corp., 5.500%, 05/15/12 | 251 | 217 | ||||||
Xerox Corp., 6.350%, 05/15/18 | 345 | 257 | ||||||
502 | ||||||||
Computers (0.4%) | ||||||||
Hewlett-Packard Co., 4.500%, 03/01/13 | 45 | 46 | ||||||
Hewlett-Packard Co., 6.125%, 03/01/14 | 170 | 181 | ||||||
227 | ||||||||
Consumer Staples (2.0%) | ||||||||
Kellogg Co., 4.250%, 03/06/13 | 295 | 299 | ||||||
Kimberly-Clark Corp., 7.500%, 11/01/18 | 179 | 212 | ||||||
Kraft Foods, Inc., 6.125%, 08/23/18 | 463 | 464 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 | 229 | 254 | ||||||
1,229 | ||||||||
Diversified Financial Services (18.2%) | ||||||||
BP Capital Markets PLC, 5.250%, 11/07/13 | 1,185 | 1,268 | ||||||
CME Group, Inc., 5.400%, 08/01/13 | 459 | 466 | ||||||
CME Group, Inc., 5.750%, 02/15/14(d) | 1,030 | 1,062 | ||||||
Credit Suisse (USA), Inc., 6.125%, 11/15/11 | 355 | 362 | ||||||
Credit Suisse (USA), Inc., 6.500%, 01/15/12 | 234 | 239 | ||||||
Fund American Cos., Inc., 5.875%, 05/15/13 | 788 | 605 | ||||||
Goldman Sachs Group, Inc., 6.150%, 04/01/18 | 793 | 724 | ||||||
Goldman Sachs Group, Inc., 7.500%, 02/15/19 | 587 | 586 | ||||||
International Lease Finance Corp., Ser Q, 5.250%, 01/10/13 | 198 | 106 | ||||||
International Lease Finance Corp., Ser R, 5.625%, 09/20/13 | 620 | 347 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 | 916 | 761 | ||||||
Morgan Stanley, Ser F, MTN, 6.625%, 04/01/18 | 833 | 794 | ||||||
NYSE Euronext, 4.800%, 06/28/13 | 546 | 545 | ||||||
Rio Tinto Finance (USA) Ltd., 5.875%, 07/15/13 | 268 | 240 | ||||||
Rio Tinto Finance (USA) Ltd., 7.125%, 07/15/28 | 1,255 | 1,030 | ||||||
TIAA Global Markets, 5.125%, 10/10/12(c) | 482 | 477 | ||||||
Woodside Finance Ltd., 8.750%, 03/01/19(c) | 1,372 | 1,351 | ||||||
10,963 | ||||||||
Diversified Minerals (2.1%) | ||||||||
BHP Billiton Finance USA Ltd., 6.500%, 04/01/19 | 1,237 | 1,253 | ||||||
Diversified Operations (1.6%) | ||||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19(c) | 925 | 933 | ||||||
Electric (8.0%) | ||||||||
Alabama Power Co., 5.800%, 11/15/13 | 87 | 93 | ||||||
Duke Energy Carolinas LLC, Ser C, 7.000%, 11/15/18 | 147 | 169 |
51
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Electric—continued | ||||||||
E.ON International Finance B.V., 5.800%, 04/30/18(c) | 1,057 | 1,040 | ||||||
Enel Finance International, 6.800%, 09/15/37(c) | 405 | 333 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 | 412 | 368 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 252 | 273 | ||||||
MidAmerican Energy Holdings Co., 6.125%, 04/01/36(d) | 359 | 318 | ||||||
Nevada Power Co., Ser L, 5.875%, 01/15/15 | 107 | 101 | ||||||
Nevada Power Co., Ser R, 6.750%, 07/01/37 | 292 | 247 | ||||||
Oncor Electric Delivery Co., 7.000%, 05/01/32 | 238 | 214 | ||||||
Pacific Gas & Electric Co., 8.250%, 10/15/18 | 22 | 26 | ||||||
Pacific Gas & Electric Co., 6.050%, 03/01/34 | 423 | 414 | ||||||
Public Service Colorado, Ser 17, 6.250%, 09/01/37 | 226 | 235 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 459 | 496 | ||||||
Virginia Electric & Power Co., 8.875%, 11/15/38 | 377 | 461 | ||||||
Wisconsin Power & Light Co., 6.375%, 08/15/37 | 49 | 48 | ||||||
4,836 | ||||||||
Health Care (2.5%) | ||||||||
Pfizer, Inc., 6.200%, 03/15/19 | 1,408 | 1,501 | ||||||
Insurance (0.9%) | ||||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 | 534 | 541 | ||||||
Materials (0.2%) | ||||||||
Nucor Corp., 5.850%, 06/01/18 | 100 | 100 | ||||||
Media (3.4%) | ||||||||
News America Holdings, Inc., 6.200%, 12/15/34 | 189 | 136 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 | 24 | 23 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 461 | 482 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 | 1,266 | 1,135 | ||||||
Time Warner, Inc., 6.500%, 11/15/36 | 232 | 191 | ||||||
Viacom, Inc., 6.125%, 10/05/17 | 93 | 79 | ||||||
2,046 | ||||||||
Metals (1.4%) | ||||||||
ArcelorMittal, 6.125%, 06/01/18 | 470 | 340 | ||||||
Barrick Gold Corp., 6.950%, 04/01/19(d) | 486 | 488 | ||||||
828 | ||||||||
Miscellaneous Manufacturer (2.7%) | ||||||||
General Electric Co., 5.000%, 02/01/13 | 1,102 | 1,102 | ||||||
General Electric Co., 5.250%, 12/06/17 | 280 | 259 | ||||||
Siemens Financierings NV, 6.125%, 08/17/26(c) | 290 | 286 | ||||||
1,647 | ||||||||
Oil & Gas (5.9%) | ||||||||
Apache Corp., 6.000%, 01/15/37 | 246 | 237 | ||||||
Halliburton Co., 6.150%, 09/15/19 | 459 | 466 | ||||||
Shell International Finance BV, 6.375%, 12/15/38 | 341 | 359 | ||||||
Smith International, Inc., 9.750%, 03/15/19 | 1,293 | 1,351 | ||||||
Transocean, Inc., 6.000%, 03/15/18 | 147 | 139 | ||||||
Transocean, Inc., 6.800%, 03/15/38 | 327 | 287 | ||||||
Weatherford International Ltd., 9.625%, 03/01/19 | 505 | 522 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 | 274 | 193 | ||||||
3,554 | ||||||||
Pharmaceuticals (5.4%) | ||||||||
Covidien International Finance SA, 6.000%, 10/15/17 | 102 | 103 | ||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 | 848 | 870 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19(d) | 430 | 437 | ||||||
Roche Holdings, Inc., 7.000%, 03/01/39(c)(d) | 1,007 | 1,054 | ||||||
Schering-Plough Corp., 6.550%, 09/15/37 | 608 | 618 | ||||||
Teva Pharmaceutical Finance LLC, 6.150%, 02/01/36 | 182 | 168 | ||||||
3,250 | ||||||||
Pipelines (4.3%) | ||||||||
CenterPoint Energy Resources Corp., Ser B, 7.875%, 04/01/13(d) | 473 | 484 | ||||||
El Paso Natural Gas, 5.950%, 04/15/17 | 34 | 30 |
52
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Corporate Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pipelines—continued | ||||||||
Energy Transfer Partners, 7.500%, 07/01/38 | 531 | 437 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(c) | 78 | 76 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(c) | 26 | 23 | ||||||
Trans-Canada Pipelines, 6.200%, 10/15/37 | 100 | 85 | ||||||
Trans-Canada Pipelines, 7.625%, 01/15/39 | 1,005 | 994 | ||||||
Transcontinental Gas Pipeline Corp., 6.050%, 06/15/18 | 27 | 25 | ||||||
Williams Cos., Inc., 8.750%, 01/15/20(c) | 412 | 410 | ||||||
2,564 | ||||||||
Retail (1.0%) | ||||||||
Tesco PLC, 5.500%, 11/15/17(c) | 205 | 202 | ||||||
Tesco PLC, 6.150%, 11/15/37(c) | 222 | 201 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37 | 211 | 219 | ||||||
622 | ||||||||
Software (1.6%) | ||||||||
Intuit, Inc., 5.750%, 03/15/17 | 19 | 17 | ||||||
Oracle Corp., 5.750%, 04/15/18 | 898 | 937 | ||||||
954 | ||||||||
Telecommunication Services (7.9%) | ||||||||
AT&T, Inc., 4.950%, 01/15/13 | 434 | 440 | ||||||
AT&T, Inc., 5.100%, 09/15/14 | 442 | 443 | ||||||
AT&T, Inc., 6.450%, 06/15/34 | 270 | 243 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 | 577 | 610 | ||||||
Comcast Corp., 6.450%, 03/15/37 | 240 | 210 | ||||||
Rogers Wireless, Inc., 7.500%, 03/15/15 | 104 | 108 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 | 175 | 179 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 | 380 | 374 | ||||||
Verizon Communications, Inc., 8.950%, 03/01/39 | 386 | 444 | ||||||
Verizon Wireless Capital LLC, 5.550%, 02/01/14(c) | 663 | 664 | ||||||
Vodafone Group PLC, 5.500%, 06/15/11 | 1,028 | 1,064 | ||||||
4,779 | ||||||||
Total Corporate Bonds | 45,740 | |||||||
U.S. Treasury Obligations (7.5%) | ||||||||
U.S. Treasury Bills (1.6%) | ||||||||
0.089%, 04/09/09(e) | 961 | 961 | ||||||
U.S. Treasury Bond (2.5%) | ||||||||
4.500%, 05/15/38 | 1,315 | 1,536 | ||||||
U.S. Treasury Notes (3.4%) | ||||||||
4.000%, 08/31/09 | 2,000 | 2,029 | ||||||
Total U.S. Treasury Obligations | 4,526 | |||||||
Short-Term Investments (13.7%) | ||||||||
Brown Brothers Harriman & Co., Cayman Islands Cash Sweep, 0.080%, 04/01/09(a) | 5,698,320 | 5,698 | ||||||
RidgeWorth Funds Securities Lending Joint Account(f)(g) | 2,539 | 2,539 | ||||||
Total Short-Term Investments | 8,237 | |||||||
Total Investments (Cost $59,693)(h) — 97.9% | 58,998 | |||||||
Other assets in excess of liabilities — 2.1% | 1,235 | |||||||
Net Assets — 100.0% | $ | 60,233 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the Fund as of March 31, 2009 are identified below (in thousands): |
Issue | Acquisition | Cost | Par | Value | Percentage of | |||||||||||||||
Description | Date | ($) | ($) | ($) | Net Assets(%) | |||||||||||||||
East Valley Tourist | ||||||||||||||||||||
Development | ||||||||||||||||||||
Authority | 08/06/07 | 1,089 | 1,100 | 495 | 0.82 | |||||||||||||||
Local Insight Regatta | ||||||||||||||||||||
Holdings, Inc. | 12/19/08 | 120 | 120 | 28 | 0.05 |
(c) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 13.9% of net assets as of March 31, 2009. | |
(d) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $2,471. | |
(e) | Rate represents the effective yield at purchase. | |
(f) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(g) | Affiliate investment. | |
(h) | Represents cost for financial reporting purposes. | |
MTN | Medium Term Note |
53
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (95.3%) | ||||||||
Georgia (93.5%) | ||||||||
Association County Commissioners of Georgia Leasing Program, Georgia Public Purpose Project, COP, 5.250%, 04/01/21, Callable 04/01/14 @ 102, XLCA | 2,680 | 2,696 | ||||||
Athens Housing Authority, Student Housing Lease Project, RB, 5.250%, 12/01/21, Callable 12/01/12 @ 100, AMBAC | 1,000 | 1,035 | ||||||
Athens-Clarke County Unified Government Development Authority, Catholic Health East, RB, 6.250%, 11/15/32, Callable 05/15/19 @ 100 | 1,500 | 1,471 | ||||||
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.625%, 01/01/33, Callable 01/01/19 @ 100 | 3,000 | 3,122 | ||||||
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.500%, 01/01/38, Callable 01/01/19 @ 100 | 4,000 | 4,112 | ||||||
Atlanta Airport Passenger Facility Charge, Ser J, RB, 5.000%, 01/01/34, Callable 01/01/15 @ 100, FSA | 10,500 | 10,123 | ||||||
Atlanta Airport Project, Ser A, RB, AMT, 5.375%, 01/01/19, Callable 07/01/14 @ 100, FSA | 5,000 | 4,920 | ||||||
Atlanta Airport Project, Ser B, RB, AMT, 6.000%, 01/01/18, Callable 01/01/10 @ 101, FGIC | 2,150 | 2,157 | ||||||
Augusta Water & Sewer Authority, RB, 5.000%, 10/01/30, Callable 10/01/17 @ 101, FSA | 1,750 | 1,745 | ||||||
Augusta Water & Sewer Authority, RB, 5.250%, 10/01/34, Callable 10/01/14 @ 100, FSA | 2,000 | 2,016 | ||||||
Augusta Water & Sewer Authority, RB, 5.250%, 10/01/39, Callable 10/01/14 @ 100, FSA | 5,000 | 5,031 | ||||||
Barrow County, GO, 4.500%, 10/01/11, FGIC | 1,255 | 1,327 | ||||||
Bartow County, GO, 4.500%, 08/01/13, MBIA | 3,000 | 3,205 | ||||||
Brunswick Water & Sewer, Refunding & Improvement Project, RB, 6.100%, 10/01/14, MBIA | 1,000 | 1,119 | ||||||
Bulloch County School District, Sales Tax, GO, 5.000%, 05/01/12, State Aid Withholding | 2,000 | 2,209 | ||||||
Burke County Development Authority, Pollution Control, Georgia Power Co., Plant Vogtle Project, RB, 3.750%, 10/01/32 | 1,500 | 1,502 | ||||||
Burke County Development Authority, Pollution Control, Georgia Power Co., Plant Vogtle Project, RB, 5.050%, 11/01/48 | 1,000 | 1,037 | ||||||
Carroll County Water Authority, Water & Sewer, RB, 5.250%, 07/01/22, Callable 07/01/15 @ 100, FSA | 1,000 | 1,044 | ||||||
Carrollton Payroll Development Authority, UWG Campus Center, RB, 5.250%, 08/01/27, Callable 08/01/14 @ 100, MBIA | 1,000 | 1,013 | ||||||
Central Valdosta Development Authority, Lowndes County Judicial Project, RB, 5.250%, 06/01/21, Callable 06/01/13 @ 102, XLCA | 1,885 | 1,957 | ||||||
Cherokee County Georgia Resource Recovery Development Authority, Solid Waste Disposal, RB, AMT, 5.000%, 07/01/37, Callable 07/01/17 @ 100, AMBAC | 1,000 | 841 | ||||||
Cobb County Development Authority, Kennesaw State University Project, RB, 5.000%, 07/15/29, Callable 07/15/14 @ 100, MBIA | 2,250 | 2,137 |
54
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Georgia—continued | ||||||||
Cobb County Development Authority, Kennesaw State University Project, Ser A, RB, 5.000%, 07/15/29, Callable 07/15/14 @ 100, MBIA | 1,285 | 1,285 | ||||||
Cobb County Development Authority, Solid Waste Disposal, Georgia Waste Management Project, Ser A, RB, AMT, 5.000%, 04/01/33, Callable 04/01/16 @ 101 | 1,000 | 724 | ||||||
Cobb-Marietta County, Coliseum & Exhibit Hall Project, RB, 5.500%, 10/01/12, MBIA | 940 | 989 | ||||||
College Park Business & Industrial Development Authority, Civic Center Project, RB, 5.750%, 09/01/20, Prerefunded 09/01/10 @ 102, AMBAC | 3,000 | 3,260 | ||||||
Coweta County Development Authority, Newnan Water, Sewer & Light Commission, RB, 5.000%, 07/01/25, Callable 07/01/15 @ 100, MBIA | 1,000 | 1,012 | ||||||
Dalton Building Authority, Public School System Project, RB, 4.000%, 03/01/11, State Aid Withholding | 2,895 | 3,043 | ||||||
Douglasville-Douglas County Water & Sewer Authority, RB, 5.625%, 06/01/15, Callable 06/01/09 @ 100, AMBAC | 1,225 | 1,318 | ||||||
Downtown Smyrna Development Authority, RB, 5.250%, 02/01/28 | 1,000 | 1,032 | ||||||
Forsyth County Hospital Authority, Baptist Health Care System Project, RB, 6.375%, 10/01/28, ETM | 1,000 | 1,162 | ||||||
Forsyth County School District, GO, 5.000%, 02/01/23, Callable 02/01/15 @ 100, MBIA | 3,000 | 3,146 | ||||||
Forsyth County Water & Sewer Authority, RB, 5.000%, 04/01/28, Callable 04/01/13 @ 100 | 1,700 | 1,726 | ||||||
Forsyth County, Ser A, GO, 5.000%, 03/01/25, Callable 03/01/19 @ 100 | 6,825 | 7,246 | ||||||
Fulton County Development Authority, Cauley Creek Water Facilities, Ser A, RB, AMT, 5.500%, 02/01/17, Callable 02/01/11 @ 100, AMBAC | 1,310 | 1,292 | ||||||
Fulton County Development Authority, Georgia Technology Foundation, Ser A, RB, 5.000%, 11/01/31, Callable 05/01/12 @ 100 | 1,000 | 1,002 | ||||||
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/22, Callable 05/01/14 @ 100, MBIA | 2,370 | 2,457 | ||||||
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/27, Callable 05/01/14 @ 100, MBIA | 3,375 | 3,432 | ||||||
Fulton County Development Authority, Molecular Science Building Project, RB, 5.000%, 05/01/34, Callable 05/01/14 @ 100, MBIA | 1,000 | 979 | ||||||
Fulton County Water & Sewer, RB, 5.000%, 01/01/16, Callable 07/01/09 @ 100.50, FGIC | 1,630 | 1,650 | ||||||
Fulton County Water & Sewer, RB, 5.000%, 01/01/24, Callable 01/01/14 @ 100, FGIC | 2,000 | 2,030 | ||||||
Fulton County Water & Sewer, RB, 5.000%, 01/01/30, Callable 01/01/14 @ 100, FGIC | 2,425 | 2,382 | ||||||
Fulton County Water & Sewer, RB, 5.250%, 01/01/35, Callable 01/01/14 @ 100, FGIC | 2,400 | 2,401 | ||||||
Georgia Municipal Electric Authority, RB, 8.000%, 01/01/15, Callable 06/01/09 @ 100, ETM | 1,900 | 2,408 |
55
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Georgia—continued | ||||||||
Georgia State Higher Education Facilities Authority, USG Real Estate Foundation I LLC, RB, 6.000%, 06/15/34, Callable 06/15/18 @ 100 | 1,065 | 1,022 | ||||||
Georgia State Private College & Universities Facilities Authority, Mercer University Project, RB, 6.400%, 11/01/11, MBIA, ETM | 1,065 | 1,150 | ||||||
Georgia State Road & Tollway Authority, Federal Highway Grant, RAN, 5.000%, 06/01/14, MBIA | 3,000 | 3,383 | ||||||
Georgia State Road & Tollway Authority, Federal Highway Grant, RAN, 5.000%, 06/01/18, Callable 06/01/16 @ 100, MBIA | 2,650 | 2,938 | ||||||
Georgia State Road & Tollway Authority, Federal Highway Reimbursement, Ser A, RB, 5.000%, 06/01/20, Callable 06/01/18 @ 100, FSA | 1,130 | 1,218 | ||||||
Georgia State Road & Tollway Authority, RB, 5.000%, 10/01/23, Callable 10/01/13 @ 100, State Guaranteed | 1,500 | 1,566 | ||||||
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.500%, 08/01/28, Callable 08/01/18 @ 100 | 1,800 | 1,611 | ||||||
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.625%, 08/01/34, Callable 08/01/18 @ 100 | 2,000 | 1,731 | ||||||
Gwinnett County Development Authority, Public Schools Project, COP, 5.250%, 01/01/21, Prerefunded 01/01/14 @ 100, MBIA | 2,910 | 3,336 | ||||||
Gwinnett County School District, GO, 5.000%, 02/01/26, Callable 02/01/18 @ 100 | 3,500 | 3,691 | ||||||
Gwinnett County School District, GO, 5.000%, 02/01/36, Callable 02/01/18 @ 100 | 820 | 832 | ||||||
Henry County Water & Sewer Authority, RB, 6.150%, 02/01/20, AMBAC | 2,100 | 2,354 | ||||||
Henry County Water & Sewer Authority, Refunding & Improvements, Ser A, RB, 5.375%, 02/01/13, MBIA | 1,290 | 1,453 | ||||||
Laurens County Georgia Public Facilities Authority, RB, 5.000%, 07/01/11, MBIA | 1,000 | 1,063 | ||||||
Lincoln County School District, GO, 5.500%, 04/01/37, Callable 04/01/19 @ 100, State Aid Withholding | 1,000 | 1,031 | ||||||
Metropolitan Atlanta Rapid Transit Authority, Ser E, RB, 7.000%, 07/01/11, ETM | 3,415 | 3,724 | ||||||
Milledgeville-Baldwin County Development Authority, Georgia College & State University Foundation, RB, 6.000%, 09/01/33, Prerefunded 09/01/14 @ 101 | 2,355 | 2,847 | ||||||
Municipal Electric Authority of Georgia, Combustion, Ser A, RB, 5.000%, 11/01/24, Callable 11/01/09 @ 100, MBIA | 2,000 | 1,981 | ||||||
Newnan Hospital Authority, Newnan Hospital Project, RB, 5.500%, 01/01/16, Callable 01/01/13 @ 100, MBIA | 1,435 | 1,435 | ||||||
Newnan Hospital Authority, Newnan Hospital Project, RB, 5.500%, 01/01/17, Callable 01/01/13 @ 100, MBIA | 2,220 | 2,221 | ||||||
Oconee County Industrial Development Authority, OIIT Project, RB, 5.250%, 07/01/23, Callable 07/01/13 @ 100, XLCA | 1,295 | 1,303 | ||||||
Paulding County School District, GO, 6.000%, 02/01/10, MBIA | 385 | 396 | ||||||
Private Colleges & Universities Authority, Emory University, Ser C, RB, 5.000%, 09/01/38, Callable 09/01/18 @ 100 | 10,000 | 9,939 | ||||||
Upper Oconee Basin Water Authority, RB, 5.000%, 07/01/26, Callable 07/01/15 @ 100, MBIA | 2,000 | 1,957 |
56
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Georgia—continued | ||||||||
Valdosta & Lowndes County Hospital Authority, South Georgia Medical Center Project, RB, 5.250%, 10/01/27, Callable 10/01/12 @ 101, AMBAC | 2,110 | 1,868 | ||||||
Washington County Georgia School District, GO, 4.250%, 12/01/10, State Aid Withholding | 1,665 | 1,756 | ||||||
159,601 | ||||||||
Puerto Rico (1.8%) | ||||||||
Puerto Rico Electric Power Authority, Ser SS, RB, 5.000%, 07/01/24, Callable 07/01/15 @ 100, MBIA | 1,000 | 856 | ||||||
Puerto Rico Municipal Finance Agency, Ser A, GO, 5.000%, 08/01/30, Callable 08/01/15 @ 100, FSA | 2,300 | 2,160 | ||||||
3,016 | ||||||||
Total Municipal Bonds | 162,617 | |||||||
Money Market Funds (4.2%) | ||||||||
Federated Tax-Free Obligations Fund | 4,650,665 | 4,651 | ||||||
SEI Tax Exempt Trust, Institutional Tax Free Fund | 2,522,052 | 2,522 | ||||||
Total Money Market Funds | 7,173 | |||||||
Total Investments (Cost $169,974)(a) — 99.5% | 169,790 | |||||||
Other assets in excess of liabilities — 0.5% | 827 | |||||||
Net Assets — 100.0% | $ | 170,617 | ||||||
(a) | Represents cost for financial reporting purposes. |
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | Alternative Minimum Tax Paper | |
COP | Certificate of Participation | |
ETM | Escrowed to Maturity | |
FGIC | Security guaranteed by Financial Guaranty Insurance Company | |
FSA | Security guaranteed by Financial Security Assurance | |
GO | General Obligation | |
MBIA | Security guaranteed by Municipal Bond Insurance Association | |
RAN | Revenue Anticipation Note | |
RB | Revenue Bond | |
XLCA | Security guaranteed by XL Capital Assurance, Inc. |
57
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (97.7%) | ||||||||
Alabama (3.4%) | ||||||||
Jefferson County Sewer, Ser B-8, RB, 5.250%, 02/01/11, Callable 02/01/10 @ 100, FSA | 3,000 | 2,768 | ||||||
Alaska (2.6%) | ||||||||
Matanuska-Susitna Boro Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, Callable 09/01/19 @ 100, Assured Guaranty | 2,000 | 2,127 | ||||||
California (2.6%) | ||||||||
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100 | 2,000 | 2,105 | ||||||
Colorado (6.9%) | ||||||||
Denver City & County Airport, Ser A, RB, AMT, 5.500%, 11/15/14, Callable 11/15/11 @ 100, FGIC/FSA-CR | 4,500 | 4,564 | ||||||
University of Colorado Enterprise System, Ser A, RB, 5.125%, 06/01/29, Callable 06/01/19 @ 100 | 1,000 | 1,014 | ||||||
5,578 | ||||||||
District of Columbia (3.8%) | ||||||||
District of Columbia, Income Tax, Ser A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100 | 2,000 | 2,067 | ||||||
District of Columbia, Income Tax, Ser B, RB, 5.250%, 12/01/29, Callable 12/01/19 @ 100 | 1,000 | 1,017 | ||||||
3,084 | ||||||||
Florida (11.2%) | ||||||||
Broward County School Board, Ser A, COP, 5.000%, 07/01/16, FSA | 2,725 | 2,929 | ||||||
Greater Orlando Aviation Authority, Airport Facilities, RB, AMT, 5.500%, 10/01/17, FGIC | 1,810 | 1,781 | ||||||
Miami Parking Facilities Authority, RB, 5.250%, 10/01/15, MBIA | 1,000 | 1,083 | ||||||
Osceola County Tourist Development Tax Authority, Ser A, RB, 5.500%, 10/01/15, Callable 10/01/12 @ 100, FGIC | 1,000 | 1,047 | ||||||
Pensacola Airport Authority, Ser A, RB, AMT, 6.250%, 10/01/09, MBIA | 505 | 514 | ||||||
Pensacola Airport Authority, Ser A, RB, AMT, 6.000%, 10/01/12, Callable 10/01/09 @ 101, MBIA | 1,075 | 1,098 | ||||||
Tampa Guaranteed Entitlement Authority, RB, 6.000%, 10/01/18, AMBAC | 500 | 587 | ||||||
9,039 | ||||||||
Idaho (3.2%) | ||||||||
Idaho Health Facilities Authority, Ser A, RB, 6.750%, 11/01/37, Callable 11/01/18 @ 100 | 2,500 | 2,538 | ||||||
Illinois (18.9%) | ||||||||
Chicago Housing Authority, Capital Program, RB, 5.000%, 07/01/23, Callable 07/01/16 @ 100, FSA | 5,000 | 4,962 | ||||||
Chicago Transit Authority Capital Grant Receipts, RB, 5.250%, 06/01/25, Callable 06/01/18 @ 100, Assured Guaranty | 2,000 | 2,068 | ||||||
Grundy, Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/20, Callable 10/15/18 @ 100, Assured Guaranty | 3,500 | 3,954 | ||||||
Illinois State Toll Highway Authority, Ser A, RB, 5.000%, 01/01/18, Callable 07/01/15 @ 100, FSA | 3,000 | 3,216 | ||||||
University of Illinois, Auxiliary Facilities System, Ser A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100 | 1,000 | 1,035 | ||||||
15,235 | ||||||||
Maine (3.3%) | ||||||||
Maine State Turnpike Authority, RB, 6.000%, 07/01/38, Callable 07/01/19 @ 100 | 2,500 | 2,627 | ||||||
Massachusetts (4.2%) | ||||||||
Massachusetts State, Ser B, GO, 5.250%, 08/01/21, IBC/MBIA-RE | 3,000 | 3,414 | ||||||
58
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
High Grade Municipal Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
New Jersey (8.6%) | ||||||||
New Jersey Sports & Exposition Authority, Ser B, RB, 5.000%, 09/01/16 | 3,485 | 3,796 | ||||||
New Jersey State Transportation Trust Fund Authority, Ser A, RB, 6.000%, 12/15/38, Callable 12/15/18 @ 100 | 3,000 | 3,146 | ||||||
6,942 | ||||||||
Pennsylvania (2.7%) | ||||||||
Pennsylvania State, Second Ser, GO, 5.000%, 01/01/22, Callable 01/01/16 @ 100 | 2,000 | 2,139 | ||||||
Texas (22.2%) | ||||||||
Austin Texas Water & Wastewater System, Ser A, RB, 5.000%, 11/15/27, Callable 11/15/19 @ 100 | 1,965 | 1,986 | ||||||
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD | 4,000 | 4,437 | ||||||
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Ser B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100 | 1,000 | 1,037 | ||||||
Plano Independent School District, Ser A, GO, 5.000%, 02/15/28, Callable 02/15/18 @ 100 | 1,875 | 1,919 | ||||||
Texas State Transportation Commission, RB, 5.000%, 04/01/24, Callable 04/01/17 @ 100 | 4,000 | 4,192 | ||||||
Texas Tech University, Ser 12, RB, 5.250%, 02/15/38, Callable 02/15/19 @ 100 | 2,000 | 1,973 | ||||||
University of Houston, RB, 5.000%, 02/15/21, Callable 02/15/19 @ 100 | 2,165 | 2,317 | ||||||
17,861 | ||||||||
Washington (4.1%) | ||||||||
King County Washington, GO, 5.000%, 01/01/27, Callable 01/01/19 @ 100 | 1,500 | 1,536 | ||||||
Seattle Washington Municipal Light & Power, RB, 5.750%, 04/01/29, Callable 04/01/19 @ 100, BHAC | 1,635 | 1,767 | ||||||
3,303 | ||||||||
Total Municipal Bonds | 78,760 | |||||||
Money Market Funds (6.1%) | ||||||||
Federated Tax-Free Obligations Fund | 1,649,883 | 1,650 | ||||||
SEI Tax Exempt Trust, Institutional Tax Free Fund | 3,280,155 | 3,280 | ||||||
Total Money Market Funds | 4,930 | |||||||
Total Investments (Cost $82,550)(a) — 103.8% | 83,690 | |||||||
Liabilities in excess of other assets — (3.8)% | (3,090 | ) | ||||||
Net Assets — 100.0% | $ | 80,600 | ||||||
(a) | Represents cost for financial reporting purposes. |
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | Alternative Minimum Tax Paper | |
BHAC | Security guaranteed by Berkshire Hathaway Assurance Corporation | |
COP | Certificate of Participation | |
FGIC | Security guaranteed by Financial Guaranty Insurance Company | |
FSA | Security guaranteed by Financial Security Assurance | |
FSA-CR | Security has been secondarily guaranteed by FSA | |
GO | General Obligation | |
IBC | Insurance Bond Certificate | |
MBIA | Security guaranteed by Municipal Bond Insurance Association | |
MBIA-RE | Reinsurance provided by MBIA | |
PSF-GTD | Security guaranteed by Permanent School Fund Guarantee Program | |
RB | Revenue Bond |
59
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Bank Loans (9.8%) | ||||||||
Diversified Financial Services (3.1%) | ||||||||
Clarke American Corp., 3.398%, 04/01/14(a)(b) | 845 | 504 | ||||||
East Valley Tourist Development Authority, 7.996%, 08/06/14(a)(c) | 1,400 | 630 | ||||||
1,134 | ||||||||
Electric (1.1%) | ||||||||
NRG Energy, Inc., 2.720%, 02/01/13(a)(b) | 165 | 148 | ||||||
NRG Energy, Inc., 2.720%, 02/01/13(a)(b) | 310 | 278 | ||||||
426 | ||||||||
Health Care (3.8%) | ||||||||
Mylan, Inc., 4.367%, 10/02/14(a)(b) | 742 | 687 | ||||||
Talecris Biotherapeutics, Inc., 4.740%, 12/06/13(a)(b) | 798 | 727 | ||||||
1,414 | ||||||||
Telecommunication Services (1.8%) | ||||||||
Wind Acquisition Holdings, 8.393%, 12/07/11(a)(b) | 952 | 666 | ||||||
Total Bank Loans | 3,640 | |||||||
Corporate Bonds (84.8%) | ||||||||
Advertising (2.5%) | ||||||||
Lamar Media Corp., 9.750%, 04/01/14(b)(d) | 210 | 204 | ||||||
TL Acquisitions, Inc., 10.500%, 01/15/15, Callable 07/15/11 @ 105.25(b) | 1,450 | 743 | ||||||
947 | ||||||||
Building (2.5%) | ||||||||
Centex Corp., 6.500%, 05/01/16 | 245 | 189 | ||||||
D.R. Horton, Inc., 5.250%, 02/15/15 | 135 | 103 | ||||||
D.R. Horton, Inc., 6.500%, 04/15/16 | 115 | 90 | ||||||
K. Hovnanian Enterprises, Inc., 11.500%, 05/01/13, Callable 11/01/10 @ 102 | 445 | 310 | ||||||
Pulte Homes, Inc., 5.250%, 01/15/14 | 65 | 55 | ||||||
Texas Industries, Inc., 7.250%, 07/15/13, Callable 07/15/09 @ 103.63(b) | 225 | 170 | ||||||
917 | ||||||||
Commercial Services (2.4%) | ||||||||
Atlantic Broadband, Inc., 9.375%, 01/15/14, Callable 05/11/09 @ 104.69 | 675 | 533 | ||||||
Hertz Corp., 8.875%, 01/01/14, Callable 01/01/10 @ 104.44 | 210 | 128 | ||||||
Local Insight Regatta Holdings, Inc., 11.000%, 12/01/17, Callable 12/01/12 @ 105.50(c) | 155 | 36 | ||||||
Seitel Acquisition Corp., 9.750%, 02/15/14, Callable 02/15/11 @ 104.88 | 195 | 86 | ||||||
United Rentals NA, Inc., 6.500%, 02/15/12, Callable 05/14/09 @ 103.25(d) | 135 | 108 | ||||||
891 | ||||||||
Diversified Financial Services (7.0%) | ||||||||
Ford Motor Credit Co. LLC, 8.625%, 11/01/10 | 450 | 358 | ||||||
Ford Motor Credit Co. LLC, 7.000%, 10/01/13 | 43 | 29 | ||||||
Ford Motor Credit Co. LLC, 8.000%, 12/15/16(d) | 590 | 388 | ||||||
Fresenius US Finance II, Inc., 9.000%, 07/15/15(b) | 570 | 593 | ||||||
Level 3 Financing, Inc., 12.250%, 03/15/13, Callable 03/15/10 @ 106.13(d) | 250 | 187 | ||||||
Level 3 Financing, Inc., 8.750%, 02/15/17, Callable 02/15/12 @ 104.38(d) | 1,030 | 659 | ||||||
Nielsen Finance LLC, 10.000%, 08/01/14, Callable 08/01/10 @ 105 | 250 | 215 | ||||||
NSG Holdings LLC, 7.750%, 12/15/25(b) | 200 | 158 | ||||||
2,587 | ||||||||
Diversified Minerals (3.0%) | ||||||||
CII Carbon LLC, 11.125%, 11/15/15, Callable 11/15/11 @ 105.56(b) | 325 | 192 | ||||||
FMG Finance Property Ltd., 10.625%, 09/01/16(b) | 1,105 | 928 | ||||||
1,120 | ||||||||
Electric (14.0%) | ||||||||
AES Corp. (The), 9.500%, 06/01/09 | 250 | 250 | ||||||
AES Corp. (The), 9.750%, 04/15/16(b) | 650 | 611 | ||||||
Dynegy, Inc., 7.750%, 06/01/19(d) | 500 | 325 | ||||||
Energy Future Holdings Corp., 10.875%, 11/01/17, Callable 11/01/12 @ 105.44(d) | 305 | 197 |
60
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Electric—continued | ||||||||
Inergy LP/Inergy Finance Corp., 8.750%, 03/01/15, Callable 03/01/13 @ 104.38(b) | 600 | 579 | ||||||
IPALCO Enterprises, Inc., 7.250%, 04/01/16(b) | 135 | 119 | ||||||
Mirant Americas Generation LLC, 8.300%, 05/01/11 | 840 | 815 | ||||||
NiSource Finance Corp., 10.750%, 03/15/16 | 200 | 202 | ||||||
NRG Energy, Inc., 7.375%, 02/01/16, Callable 02/01/11 @ 103.69 | 110 | 102 | ||||||
NRG Energy, Inc., 7.375%, 01/15/17, Callable 01/15/12 @ 103.69 | 430 | 400 | ||||||
Reliant Energy, Inc., 6.750%, 12/15/14, Callable 12/15/09 @ 103.38(d) | 1,100 | 1,012 | ||||||
Sithe/Independence Funding, Ser A, 9.000%, 12/30/13 | 211 | 193 | ||||||
Texas Competitive Electric Holdings Co. LLC, Ser A, 10.250%, 11/01/15, Callable 11/01/11 @ 105.13 | 765 | 383 | ||||||
5,188 | ||||||||
Entertainment (0.4%) | ||||||||
Scientific Games Corp., 7.875%, 06/15/16, Callable 06/15/12 @ 103.94(b) | 155 | 134 | ||||||
Food (1.1%) | ||||||||
Smithfield Foods, Inc., 7.750%, 07/01/17 | 375 | 233 | ||||||
Smithfield Foods, Inc., Ser B, 8.000%, 10/15/09(d) | 175 | 174 | ||||||
407 | ||||||||
Health Care (15.0%) | ||||||||
Axcan Intermediate Holdings, Inc., 12.750%, 03/01/16, Callable 03/01/11 @ 106.94 | 1,075 | 1,003 | ||||||
Bausch & Lomb, Inc., 9.875%, 11/01/15, Callable 11/01/11 @ 104.94(b) | 90 | 72 | ||||||
Biomet, Inc., 10.000%, 10/15/17, Callable 10/15/12 @ 105(d) | 155 | 153 | ||||||
Biomet, Inc., 11.625%, 10/15/17, Callable 10/15/12 @ 105.81 | 650 | 574 | ||||||
Boston Scientific Corp., 6.000%, 06/15/11 | 135 | 131 | ||||||
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 07/15/11 @ 104.44(d) | 425 | 402 | ||||||
HCA, Inc., 9.250%, 11/15/16, Callable 11/15/11 @ 104.63(d) | 620 | 564 | ||||||
HCA, Inc., 9.875%, 02/15/17, Callable 02/15/13 @ 104.94(b)(d) | 500 | 472 | ||||||
Health Management Associates, Inc., 6.125%, 04/15/16 | 220 | 180 | ||||||
LifePoint Hospitals, Inc., 3.500%, 05/15/14 | 600 | 426 | ||||||
Omnicare, Inc., 6.125%, 06/01/13, Callable 06/01/09 @ 102.04 | 55 | 49 | ||||||
Tenet Healthcare Corp., 7.375%, 02/01/13 | 450 | 358 | ||||||
U.S. Oncology, Inc., 9.000%, 08/15/12, Callable 08/15/09 @ 102.25 | 145 | 141 | ||||||
Universal Hospital Services, Inc., 5.943%, 06/01/15, Callable 06/01/09 @ 102(a) | 1,025 | 743 | ||||||
Universal Hospital Services, Inc. (PIK), 8.500%, 06/01/15, Callable 06/01/11 @ 104.25 | 360 | 320 | ||||||
5,588 | ||||||||
Insurance (0.5%) | ||||||||
Crum & Forster Holdings Corp., 7.750%, 05/01/17, Callable 05/01/12 @ 103.88 | 260 | 203 | ||||||
Lodging (0.6%) | ||||||||
Wynn Las Vegas LLC, 6.625%, 12/01/14, Callable 12/01/09 @ 103.31(d) | 300 | 226 | ||||||
Machinery Diversified (2.0%) | ||||||||
Chart Industries, Inc., 9.125%, 10/15/15, Callable 10/15/10 @ 104.56 | 870 | 635 | ||||||
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104 | 135 | 109 | ||||||
744 | ||||||||
Media (6.8%) | ||||||||
Kabel Deutschland GmbH, 10.625%, 07/01/14, Callable 07/01/09 @ 105.31 | 1,010 | 1,020 | ||||||
Mediacom Broadband LLC, 8.500%, 10/15/15, Callable 10/15/10 @ 104.25(d) | 720 | 648 |
61
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Media—continued | ||||||||
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 03/15/11 @ 103.88 | 200 | 152 | ||||||
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 03/15/11 @ 103.88 | 130 | 99 | ||||||
Time Warner Cable, Inc., 8.250%, 04/01/19 | 500 | 514 | ||||||
Videotron, 9.125%, 04/15/18, Callable 04/15/13 @ 104.56(b) | 80 | 81 | ||||||
2,514 | ||||||||
Metals (0.4%) | ||||||||
Crown Americas, Inc., 7.750%, 11/15/15, Callable 11/15/10 @ 103.88 | 155 | 156 | ||||||
Miscellaneous Manufacturer (0.6%) | ||||||||
Koppers, Inc., 9.875%, 10/15/13, Callable 05/14/09 @ 104.94 | 239 | 219 | ||||||
Oil & Gas (9.3%) | ||||||||
Atlas Energy Resources LLC, 10.750%, 02/01/18, Callable 02/01/13 @ 105.38(b) | 115 | 84 | ||||||
Chesapeake Energy Corp., 6.250%, 01/15/18, Callable 07/15/10 @ 103.13 | 299 | 233 | ||||||
Cie Generale De Geophysique, 7.500%, 05/15/15, Callable 05/15/10 @ 103.75(d) | 205 | 162 | ||||||
Cie Generale De Geophysique, 7.750%, 05/15/17, Callable 05/15/12 @ 103.88 | 85 | 65 | ||||||
Linn Energy LLC, 9.875%, 07/01/18, Callable 07/01/13 @ 104.94(b) | 290 | 238 | ||||||
Mariner Energy, Inc., 8.000%, 05/15/17, Callable 05/15/12 @ 104 | 130 | 86 | ||||||
Newfield Exploration Co., 7.125%, 05/15/18, Callable 05/15/13 @ 103.56(d) | 155 | 137 | ||||||
Petrohawk Energy Corp., 7.875%, 06/01/15, Callable 06/01/12 @ 103.94(b) | 280 | 246 | ||||||
Sabine Pass LNG LP, 7.500%, 11/30/16 | 1,365 | 915 | ||||||
Sunoco, Inc., 9.625%, 04/15/15 | 750 | 772 | ||||||
Valero Energy Corp., 9.375%, 03/15/19 | 500 | 516 | ||||||
3,454 | ||||||||
Pipelines (3.4%) | ||||||||
Copano Energy LLC, 8.125%, 03/01/16, Callable 03/01/11 @ 104.06 | 170 | 143 | ||||||
El Paso Corp., MTN, 8.250%, 02/15/16 | 400 | 374 | ||||||
Targa Resources, Inc., 8.500%, 11/01/13, Callable 11/01/09 @ 104.25 | 1,190 | 738 | ||||||
1,255 | ||||||||
Telecommunication Services (11.6%) | ||||||||
Cricket Communications, Inc., 9.375%, 11/01/14, Callable 11/01/10 @ 104.69 | 590 | 562 | ||||||
FairPoint Communications, Inc., 13.125%, 04/01/18, Callable 04/01/13 @ 106.56(b) | 1,005 | 191 | ||||||
Intelsat Jackson Holdings Ltd., 9.500%, 06/15/16, Callable 06/15/11 @ 104.75(b) | 200 | 188 | ||||||
Intelsat Subsidiary Holding Co., Ltd., 8.500%, 01/15/13, Callable 05/15/09 @ 104.25(b) | 950 | 896 | ||||||
Qwest Capital Funding, Inc., 7.000%, 08/03/09 | 325 | 324 | ||||||
Sprint Capital Corp., 7.625%, 01/30/11 | 360 | 333 | ||||||
Sprint Capital Corp., 8.375%, 03/15/12 | 100 | 90 | ||||||
Sprint Capital Corp., 6.900%, 05/01/19 | 315 | 222 | ||||||
Sprint Capital Corp., 8.750%, 03/15/32 | 240 | 161 | ||||||
Sprint Nextel Corp., 6.000%, 12/01/16(d) | 390 | 279 | ||||||
Telcordia Technologies, Inc., 4.844%, 07/15/12, Callable 07/15/09 @ 101(a)(b)(d) | 925 | 504 | ||||||
West Corp., 9.500%, 10/15/14, Callable 10/15/10 @ 104.75 | 250 | 174 | ||||||
Wind Acquisition Finance SA, 10.750%, 12/01/15, Callable 12/01/10 @ 105.38(b)(d) | 375 | 371 | ||||||
4,295 | ||||||||
Transportation (1.7%) | ||||||||
Bristow Group, Inc., 7.500%, 09/15/17, Callable 09/15/12 @ 103.75 | 425 | 319 | ||||||
Expedia, Inc., 8.500%, 07/01/16, Callable 07/01/12 @ 104.25(b) | 120 | 102 |
62
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Transportation—continued | ||||||||
Kansas City Southern de Mexico, 12.500%, 04/01/16, Callable 04/01/13 @ 106.25(b) | 225 | 215 | ||||||
636 | ||||||||
Total Corporate Bonds | 31,481 | |||||||
U.S. Treasury Obligations (1.6%) | ||||||||
U.S. Treasury Notes (1.6%) | ||||||||
4.000%, 06/15/09 | 590 | 595 | ||||||
Total U.S. Treasury Obligations | 595 | |||||||
Short-Term Investment (17.7%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(e)(f) | 6,554 | 6,554 | ||||||
Total Short-Term Investment | 6,554 | |||||||
Money Market Fund (1.3%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(f) | 476,395 | 476 | ||||||
Total Money Market Fund | 476 | |||||||
Total Investments (Cost $47,795)(g) — 115.2% | 42,746 | |||||||
Liabilities in excess of other assets — (15.2)% | (5,642 | ) | ||||||
Net Assets — 100.0% | $ | 37,104 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 29.9% of net assets as of March 31, 2009. |
(c) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the Fund as of March 31, 2009 are identified below (in thousands): |
Issue | Acquisition | Cost | Par | Value | Percent of | |||||||||||||||
Description | Date | ($) | ($) | ($) | Net Assets(%) | |||||||||||||||
East Valley Tourist Development Authority | 08/06/07 | 1,386 | 1,400 | 630 | 1.70 | |||||||||||||||
Local Insight Regatta Holdings, Inc. | 12/19/08 | 155 | 155 | 36 | 0.10 |
(d) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $6,414. | |
(e) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). |
(f) | Affiliate investment. |
(g) | Represents cost for financial reporting purposes. |
MTN | Medium Term Note | |
PIK | Payment in-kind |
Implied Credit | ||||||||||||||||||||||
Notional | Fixed | Spread as of | Expiration | |||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | 03/31/09(%) | Date | Value($) | ||||||||||||||||
North America High Yield CDX Indices, Series 11 | JPMorgan | (970 | ) | 5.00 | 15.88 | 12/20/13 | (303 | ) | ||||||||||||||
North America High Yield CDX Indices, Series 11 | Barclays Bank PLC | (485 | ) | 5.00 | 15.88 | 12/20/13 | (152 | ) | ||||||||||||||
(455 | ) | |||||||||||||||||||||
63
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (1.4%) | ||||||||
Automobiles ABS (0.4%) | ||||||||
Capital One Prime Auto Receivables Trust, Ser 2006-2, Cl A4, 5.022%, 07/15/12 | 2,725 | 2,740 | ||||||
Honda Auto Receivables Owner Trust, Ser 2006-3, Cl A4, 5.014%, 04/15/12 | 1,785 | 1,817 | ||||||
USAA Auto Owner Trust, Ser 2006-4, Cl A4, 4.900%, 10/15/12 | 53 | 54 | ||||||
4,611 | ||||||||
Credit Card ABS (0.5%) | ||||||||
American Express Issuance Trust, Ser 2008-2, Cl A, 4.020%, 01/18/11 | 5,040 | 5,009 | ||||||
Home Equity ABS (0.1%) | ||||||||
CitiFinancial Mortgage Securities, Inc., Ser 2003-1, Cl AF5, 4.282%, 01/25/33(a) | 1,258 | 884 | ||||||
Utility ABS (0.4%) | ||||||||
Atlantic City Electric Transition Funding LLC, Ser 2002-1, Cl A4, 5.550%, 10/20/23 | 1,591 | 1,667 | ||||||
CNH Equipment Trust, Ser 2008-A, Cl A4A, 5.012%, 08/15/14 | 1,861 | 1,844 | ||||||
Massachusetts RRB Special Purpose Trust, Ser 2005-1, Cl A4, 4.400%, 03/15/15 | 1,348 | 1,397 | ||||||
4,908 | ||||||||
Total Asset-Backed Securities | 15,412 | |||||||
Collateralized Mortgage Obligations (2.8%) | ||||||||
Asset Securitization Corp., Ser 1996-MD6, Cl A7, 7.744%, 11/13/29(a) | 2,407 | 2,640 | ||||||
Bear Stearns Commercial Mortgage Securities, Inc., Ser 2001-TOP2, Cl A2, 6.480%, 02/15/35 | 2,473 | 2,483 | ||||||
Chase Commercial Mortgage Securities Corp., Ser 2000-3, Cl A2, 7.319%, 10/15/32 | 1,225 | 1,238 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2001-CF2, Cl A4, 6.613%, 02/15/34 | 1,093 | 1,103 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2002-CP5, Cl A1, 4.174%, 12/15/35 | 6,313 | 6,104 | ||||||
GE Capital Commercial Mortgage Corp., Ser 2000-1, Cl A2, 6.496%, 01/15/33 | 2,746 | 2,771 | ||||||
GE Capital Commercial Mortgage Corp., Ser 2003-C1, Cl A4, 4.899%, 01/10/38 | 1,231 | 1,102 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2000-C1, Cl A2, 7.724%, 03/15/33 | 1,871 | 1,884 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2001-C1, Cl A2, 6.465%, 04/15/34 | 2,318 | 2,314 | ||||||
JPMorgan Chase Commercial Mortgage Finance Co., Ser 2000-C10, Cl A2, 7.371%, 08/15/32 | 2,455 | 2,477 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2000-C5, Cl A2, 6.619%, 12/15/26 | 1,591 | 1,593 | ||||||
Morgan Stanley Dean Witter Capital I, Ser 2000-1345, Cl A2, 7.459%, 09/03/15(a)(b) | 4,565 | 4,852 | ||||||
Total Collateralized Mortgage Obligations | 30,561 | |||||||
Corporate Bonds (38.8%) | ||||||||
Advertising (0.0%) | ||||||||
Lamar Media Corp., 9.750%, 04/01/14(b)(c) | 210 | 204 | ||||||
Aerospace/Defense (0.8%) | ||||||||
General Dynamics Corp., 5.250%, 02/01/14 | 2,101 | 2,241 | ||||||
Transdigm, Inc., 7.750%, 07/15/14, Callable 07/15/09 @ 105.81 | 175 | 163 |
64
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Aerospace/Defense—continued | ||||||||
United Technologies Corp., 6.125%, 02/01/19 | 5,683 | 6,118 | ||||||
8,522 | ||||||||
Banks (0.7%) | ||||||||
Bank of America Corp., 5.375%, 09/11/12 | 3,145 | 2,905 | ||||||
Bank of New York Mellon, Ser G, MTN, 4.950%, 11/01/12 | 3,118 | 3,182 | ||||||
Bank of New York Mellon, Ser G, MTN, 4.500%, 04/01/13(c) | 1,522 | 1,508 | ||||||
7,595 | ||||||||
Beverages (1.2%) | ||||||||
Anheuser-Busch InBev NV, 7.750%, 01/15/19(b) | 4,124 | 4,112 | ||||||
Constellation Brands, Inc., Ser B, 8.125%, 01/15/12, Callable 01/15/10 @ 100(c) | 220 | 220 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 | 1,579 | 1,604 | ||||||
PepsiCo, Inc., 7.900%, 11/01/18(c) | 2,900 | 3,563 | ||||||
SABMiller PLC, 6.200%, 07/01/11(b) | 3,406 | 3,435 | ||||||
12,934 | ||||||||
Building (0.0%) | ||||||||
Centex Corp., 6.500%, 05/01/16 | 190 | 146 | ||||||
D.R. Horton, Inc., 6.500%, 04/15/16 | 190 | 149 | ||||||
Pulte Homes, Inc., 5.250%, 01/15/14 | 175 | 147 | ||||||
442 | ||||||||
Building Materials (0.4%) | ||||||||
Lafarge SA, 6.150%, 07/15/11 | 1,923 | 1,692 | ||||||
Lafarge SA, 6.500%, 07/15/16 | 3,461 | 2,527 | ||||||
4,219 | ||||||||
Chemicals (0.3%) | ||||||||
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13 | 2,992 | 3,099 | ||||||
Huntsman International LLC, 11.625%, 10/15/10, Callable 10/15/09 @ 100 | 150 | 148 | ||||||
Mosaic Co., 7.375%, 12/01/14, Callable 12/01/10 @ 103.69(b) | 150 | 147 | ||||||
3,394 | ||||||||
Coal (0.0%) | ||||||||
Peabody Energy Corp., 7.375%, 11/01/16 | 225 | 223 | ||||||
Commercial Services (1.0%) | ||||||||
Corrections Corp. of America, 7.500%, 05/01/11, Callable 05/01/09 @ 100 | 365 | 366 | ||||||
ERAC USA Finance Co., 5.800%, 10/15/12(b) | 2,286 | 1,782 | ||||||
ERAC USA Finance Co., 5.600%, 05/01/15(b) | 1,902 | 1,244 | ||||||
Hertz Corp., 8.875%, 01/01/14, Callable 01/01/10 @ 104.44 | 325 | 197 | ||||||
Iron Mountain, Inc., 8.625%, 04/01/13, Callable 06/01/09 @ 100 | 300 | 300 | ||||||
United Rentals NA, Inc., 6.500%, 02/15/12, Callable 02/15/10 @ 100(c) | 230 | 184 | ||||||
Veolia Environnement, 6.000%, 06/01/18(c) | 3,075 | 2,911 | ||||||
Xerox Corp., 5.500%, 05/15/12(c) | 1,569 | 1,359 | ||||||
Xerox Corp., 6.350%, 05/15/18 | 2,706 | 2,016 | ||||||
10,359 | ||||||||
Computers (1.0%) | ||||||||
Hewlett-Packard Co., 4.500%, 03/01/13 | 1,473 | 1,515 | ||||||
IBM Corp., 7.625%, 10/15/18(c) | 7,604 | 8,723 | ||||||
10,238 | ||||||||
Consumer Staples (1.6%) | ||||||||
Del Monte Corp., 8.625%, 12/15/12, Callable 12/15/09 @ 101.44 | 200 | 201 | ||||||
Kellogg Co., 4.250%, 03/06/13 | 2,233 | 2,264 | ||||||
Kimberly-Clark Corp., 7.500%, 11/01/18(c) | 1,277 | 1,509 | ||||||
Kraft Foods, Inc., 6.125%, 08/23/18(c) | 2,812 | 2,819 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 | 1,699 | 1,885 |
65
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Consumer Staples—continued | ||||||||
Procter & Gamble Co., 4.600%, 01/15/14 | 4,746 | 5,023 | ||||||
Smithfield Foods, Inc., 7.750%, 07/01/17 | 65 | 40 | ||||||
Smithfield Foods, Inc., Ser B, 7.750%, 05/15/13 | 300 | 201 | ||||||
Stater Brothers Holdings, Inc., 7.750%, 04/15/15, Callable 04/15/11 @ 103.88 | 310 | 298 | ||||||
Tyson Foods, Inc., 10.500%, 03/01/14(b)(c) | 150 | 153 | ||||||
Walgreen Co., 4.875%, 08/01/13 | 2,328 | 2,467 | ||||||
16,860 | ||||||||
Diversified Financial Services (8.4%) | ||||||||
ABX Financing Co., 5.750%, 10/15/16(b) | 1,760 | 1,701 | ||||||
AIG SunAmerica Global Financing VI, 6.300%, 05/10/11(b) | 3,395 | 2,588 | ||||||
BP Capital Markets PLC, 5.250%, 11/07/13 | 6,999 | 7,491 | ||||||
CME Group, Inc., 5.400%, 08/01/13 | 3,214 | 3,260 | ||||||
CME Group, Inc., 5.750%, 02/15/14 | 3,027 | 3,120 | ||||||
Credit Suisse (USA), Inc., 6.125%, 11/15/11 | 2,886 | 2,939 | ||||||
Credit Suisse (USA), Inc., 6.500%, 01/15/12 | 1,504 | 1,537 | ||||||
Fresenius US Finance II, Inc., 9.000%, 07/15/15(b) | 150 | 156 | ||||||
Fund American Cos., Inc., 5.875%, 05/15/13 | 3,259 | 2,502 | ||||||
General Electric Capital Corp., Ser A, 5.450%, 01/15/13(c) | 6,027 | 5,804 | ||||||
Goldman Sachs Group, Inc., 6.150%, 04/01/18 | 5,629 | 5,142 | ||||||
Goldman Sachs Group, Inc., 7.500%, 02/15/19(c) | 2,125 | 2,120 | ||||||
International Lease Finance Corp., 6.375%, 03/25/13 | 3,456 | 1,910 | ||||||
International Lease Finance Corp., Ser Q, 5.250%, 01/10/13 | 1,417 | 756 | ||||||
International Lease Finance Corp., Ser R, 5.625%, 09/15/10 | 1,971 | 1,455 | ||||||
International Lease Finance Corp., Ser R, 5.625%, 09/20/13 | 595 | 333 | ||||||
Jefferies Group, Inc., 5.875%, 06/08/14 | 2,896 | 2,301 | ||||||
JPMorgan Chase & Co., 6.000%, 01/15/18(c) | 6,083 | 6,144 | ||||||
Lazard Group LLC, 7.125%, 05/15/15(c) | 3,760 | 3,124 | ||||||
Level 3 Financing, Inc., 12.250%, 03/15/13, Callable 03/15/10 @ 106.13(c) | 213 | 160 | ||||||
Merrill Lynch & Co., Inc., MTN, 6.150%, 04/25/13 | 94 | 79 | ||||||
Merrill Lynch & Co., Inc., Ser C, MTN, 6.050%, 08/15/12 | 3,317 | 2,846 | ||||||
Morgan Stanley, Ser F, MTN, 6.625%, 04/01/18(c) | 5,270 | 5,025 | ||||||
Northern Trust Co., 5.200%, 11/09/12 | 3,566 | 3,627 | ||||||
NYSE Euronext, 4.800%, 06/28/13 | 3,649 | 3,645 | ||||||
Rio Tinto Finance (USA) Ltd., 5.875%, 07/15/13 | 5,523 | 4,953 | ||||||
Rio Tinto Finance (USA) Ltd., 6.500%, 07/15/18 | 4,219 | 3,692 | ||||||
SunGard Data Systems, Inc., 9.125%, 08/15/13, Callable 08/15/09 @ 104.56 | 365 | 318 | ||||||
TIAA Global Markets, 5.125%, 10/10/12(b)(c) | 3,575 | 3,539 | ||||||
Woodside Finance Ltd., 8.750%, 03/01/19(b) | 7,590 | 7,473 | ||||||
89,740 | ||||||||
Diversified Minerals (0.3%) | ||||||||
BHP Billiton Finance USA Ltd., 6.500%, 04/01/19 | 2,686 | 2,721 | ||||||
FMG Finance Property Ltd., 10.625%, 09/01/16(b) | 375 | 315 | ||||||
3,036 | ||||||||
Diversified Operations (0.6%) | ||||||||
Freeport-McMoRan Copper & Gold, Inc., 8.375%, 04/01/17, Callable 04/01/12 @ 104.19(c) | 435 | 407 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19(b) | 5,208 | 5,250 |
66
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Operations—continued | ||||||||
Leucadia National Corp., 8.125%, 09/15/15 | 300 | 237 | ||||||
5,894 | ||||||||
Electric (3.9%) | ||||||||
AES Corp. (The), 7.750%, 03/01/14(c) | 300 | 268 | ||||||
AES Corp. (The), 9.750%, 04/15/16(b) | 265 | 249 | ||||||
AES Corp. (The), 8.000%, 10/15/17(c) | 375 | 322 | ||||||
Alabama Power Co., 5.800%, 11/15/13 | 3,301 | 3,545 | ||||||
Baldor Electric Co., 8.625%, 02/15/17, Callable 02/15/12 @ 104.31 | 160 | 127 | ||||||
CenterPoint Energy, Inc., Ser A-4, 5.170%, 08/01/19 | 1,799 | 1,881 | ||||||
CMS Energy Corp., 6.300%, 02/01/12 | 475 | 450 | ||||||
Duke Energy Carolinas LLC, Ser C, 7.000%, 11/15/18 | 1,144 | 1,314 | ||||||
E.ON International Finance B.V., 5.800%, 04/30/18(b) | 6,905 | 6,792 | ||||||
Edison Mission Energy, 7.500%, 06/15/13 | 350 | 276 | ||||||
Enel Finance International, 5.700%, 01/15/13(b)(c) | 6,885 | 6,959 | ||||||
Energy Future Holdings Corp., 10.875%, 11/01/17, Callable 11/01/12 @ 105.44(c) | 850 | 548 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 | 3,317 | 2,966 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 1,691 | 1,833 | ||||||
Inergy LP/Inergy Finance Corp., 8.750%, 03/01/15, Callable 03/01/13 @ 104.38(b) | 150 | 145 | ||||||
MidAmerican Energy Holdings Co., Ser D, 5.000%, 02/15/14 | 4,660 | 4,664 | ||||||
Mirant North America LLC, 7.375%, 12/31/13, Callable 12/31/09 @ 103.69 | 985 | 891 | ||||||
Nevada Power Co., Ser L, 5.875%, 01/15/15 | 670 | 635 | ||||||
NRG Energy, Inc., 7.375%, 02/01/16, Callable 02/01/11 @ 103.69(c) | 960 | 893 | ||||||
Oncor Electric Delivery Co., 6.375%, 01/15/15 | 2,152 | 2,110 | ||||||
Pacific Gas & Electric Co., 8.250%, 10/15/18 | 810 | 955 | ||||||
Reliant Energy, Inc., 6.750%, 12/15/14, Callable 12/15/09 @ 103.38 | 595 | 547 | ||||||
Sithe/Independence Funding, Ser A, 9.000%, 12/30/13 | 253 | 232 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 3,322 | 3,592 | ||||||
42,194 | ||||||||
Electronics (0.0%) | ||||||||
Flextronics International Ltd., 6.500%, 05/15/13, Callable 05/15/09 @ 102.17(c) | 175 | 156 | ||||||
Jabil Circuit, Inc., 8.250%, 03/15/18 | 200 | 149 | ||||||
305 | ||||||||
Entertainment (0.1%) | ||||||||
Echostar DBS Corp., 6.625%, 10/01/14 | 520 | 465 | ||||||
Videotron Ltee, 6.875%, 01/15/14, Callable 01/15/10 @ 102.29 | 300 | 284 | ||||||
749 | ||||||||
Forest Products & Paper (0.1%) | ||||||||
Georgia-Pacific LLC, 8.125%, 05/15/11(c) | 510 | 507 | ||||||
Health Care (0.6%) | ||||||||
Biomet, Inc., 10.000%, 10/15/17, Callable 10/15/12 @ 105(c) | 445 | 441 | ||||||
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 07/15/11 @ 104.44(c) | 895 | 846 | ||||||
HCA, Inc., 9.125%, 11/15/14, Callable 11/15/10 @ 104.56(c) | 375 | 352 | ||||||
HCA, Inc., 9.250%, 11/15/16, Callable 11/15/11 @ 104.63(c) | 500 | 455 | ||||||
HCA, Inc., 9.875%, 02/15/17, Callable 02/15/13 @ 104.94(b)(c) | 105 | 99 | ||||||
Pfizer, Inc., 6.200%, 03/15/19 | 3,918 | 4,175 |
67
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Health Care—continued | ||||||||
Tenet Healthcare Corp., 7.375%, 02/01/13 | 485 | 386 | ||||||
6,754 | ||||||||
Industrials (0.1%) | ||||||||
Ingersoll-Rand Global Holding Co. Ltd., 9.500%, 04/15/14 | 130 | 130 | ||||||
L-3 Communications Holdings, Inc., 7.625%, 06/15/12, Callable 06/15/09 @ 101.27 | 380 | 381 | ||||||
511 | ||||||||
Insurance (0.4%) | ||||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13(c) | 3,506 | 3,554 | ||||||
MetLife, Inc., Ser A, 6.817%, 08/15/18(c) | 1,246 | 1,070 | ||||||
4,624 | ||||||||
Lodging (0.0%) | ||||||||
Wynn Las Vegas LLC, 6.625%, 12/01/14, Callable 12/01/09 @ 103.31(c) | 300 | 226 | ||||||
Machinery Diversified (0.0%) | ||||||||
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104 | 400 | 324 | ||||||
Materials (0.1%) | ||||||||
Nucor Corp., 5.850%, 06/01/18 | 633 | 632 | ||||||
Steel Dynamics, Inc., 7.750%, 04/15/16, Callable 04/15/12 @ 103.88(b) | 355 | 243 | ||||||
875 | ||||||||
Media (1.5%) | ||||||||
CSC Holdings, Inc., 8.500%, 04/15/14(b) | 610 | 601 | ||||||
DirecTV Holdings LLC, 7.625%, 05/15/16, Callable 05/15/12 @ 103.81(c) | 585 | 573 | ||||||
Kabel Deutschland GmbH, 10.625%, 07/01/14, Callable 07/01/09 @ 105.31 | 375 | 379 | ||||||
Mediacom Broadband LLC, 8.500%, 10/15/15, Callable 10/15/10 @ 104.25(c) | 495 | 445 | ||||||
News America Holdings, Inc., 9.250%, 02/01/13 | 2,391 | 2,537 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13(c) | 798 | 779 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 3,440 | 3,596 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 | 5,954 | 5,338 | ||||||
Time Warner Cable, Inc., 8.250%, 04/01/19 | 125 | 128 | ||||||
Time Warner, Inc., 5.500%, 11/15/11 | 1,306 | 1,289 | ||||||
Viacom, Inc., 6.125%, 10/05/17 | 766 | 652 | ||||||
�� | ||||||||
16,317 | ||||||||
Metals (0.4%) | ||||||||
ArcelorMittal, 6.125%, 06/01/18(c) | 3,705 | 2,680 | ||||||
Barrick Gold Corp., 6.950%, 04/01/19(c) | 1,399 | 1,405 | ||||||
Crown Americas, Inc., 7.750%, 11/15/15, Callable 11/15/10 @ 103.88 | 145 | 146 | ||||||
4,231 | ||||||||
Miscellaneous Manufacturer (1.0%) | ||||||||
General Electric Co., 5.000%, 02/01/13(c) | 3,085 | 3,085 | ||||||
General Electric Co., 5.250%, 12/06/17(c) | 1,870 | 1,729 | ||||||
Siemens Financierings NV, 5.750%, 10/17/16(b) | 2,570 | 2,604 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(b) | 3,603 | 3,416 | ||||||
10,834 | ||||||||
Oil & Gas (2.8%) | ||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 | 1,714 | 1,702 | ||||||
Cameron International Corp., 6.375%, 07/15/18 | 1,215 | 1,056 | ||||||
Chesapeake Energy Corp., 9.500%, 02/15/15(c) | 690 | 671 | ||||||
Enterprise Products Operating LP, Ser B, 5.600%, 10/15/14 | 3,418 | 3,160 | ||||||
Forest Oil Corp., 8.500%, 02/15/14(b) | 325 | 301 | ||||||
Halliburton Co., 6.150%, 09/15/19(c) | 2,540 | 2,581 | ||||||
Newfield Exploration Co., 7.125%, 05/15/18, Callable 05/15/13 @ 103.56 | 175 | 155 |
68
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas—continued | ||||||||
Petrohawk Energy Corp., 9.125%, 07/15/13, Callable 07/15/10 @ 104.56 | 350 | 336 | ||||||
Pioneer Natural Resources Co., 6.650%, 03/15/17 | 200 | 152 | ||||||
Plains Exploration & Production Co., 7.625%, 06/01/18, Callable 06/01/13 @ 103.81 | 200 | 162 | ||||||
Praxair, Inc., 4.625%, 03/30/15 | 4,265 | 4,427 | ||||||
Range Resources Corp., 7.500%, 05/15/16, Callable 05/15/11 @ 103.75 | 425 | 392 | ||||||
SandRidge Energy, Inc., 8.000%, 06/01/18, Callable 06/01/13 @ 104(b) | 300 | 220 | ||||||
Smith International, Inc., 9.750%, 03/15/19 | 7,666 | 8,008 | ||||||
Sunoco, Inc., 9.625%, 04/15/15 | 490 | 504 | ||||||
Tesoro Corp., 6.625%, 11/01/15, Callable 11/01/10 @ 103.31 | 195 | 154 | ||||||
Transocean, Inc., 6.000%, 03/15/18 | 2,990 | 2,817 | ||||||
Weatherford International Ltd., 4.950%, 10/15/13 | 535 | 471 | ||||||
Weatherford International Ltd., 9.625%, 03/01/19 | 2,507 | 2,593 | ||||||
29,862 | ||||||||
Packaging & Containers (0.0%) | ||||||||
Graphic Packaging International, Inc., 9.500%, 08/15/13, Callable 08/15/09 @ 103.17 | 225 | 161 | ||||||
Rock-Tenn Co., 9.250%, 03/15/16, Callable 03/15/12 @ 104.63 | 210 | 209 | ||||||
370 | ||||||||
Pharmaceuticals (3.6%) | ||||||||
Abbott Laboratories, 5.600%, 11/30/17(c) | 4,824 | 5,098 | ||||||
Astrazeneca PLC, 5.900%, 09/15/17(c) | 7,948 | 8,416 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 | 2,858 | 2,899 | ||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 | 3,847 | 3,946 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 | 2,278 | 2,313 | ||||||
Roche Holdings, Inc., 6.000%, 03/01/19(b) | 10,785 | 11,100 | ||||||
Schering-Plough, 6.000%, 09/15/17 | 4,142 | 4,270 | ||||||
Teva Pharmaceutical Finance LLC, 5.550%, 02/01/16 | 823 | 857 | ||||||
38,899 | ||||||||
Pipelines (1.8%) | ||||||||
CenterPoint Energy Resources Corp., Ser B, 7.875%, 04/01/13 | 2,503 | 2,563 | ||||||
Copano Energy LLC, 8.125%, 03/01/16, Callable 03/01/11 @ 104.06 | 185 | 156 | ||||||
Dynegy Holdings, Inc., 7.500%, 06/01/15 | 450 | 307 | ||||||
El Paso Corp., 7.875%, 06/15/12(c) | 400 | 381 | ||||||
El Paso Corp., MTN, 8.250%, 02/15/16 | 425 | 397 | ||||||
El Paso Natural Gas, 5.950%, 04/15/17 | 590 | 518 | ||||||
Energy Transfer Partners, 6.700%, 07/01/18 | 4,889 | 4,425 | ||||||
Energy Transfer Partners, 9.700%, 03/15/19(c) | 150 | 159 | ||||||
Kinder Morgan Energy Partners, 9.000%, 02/01/19 | 135 | 144 | ||||||
Knight, Inc., 6.500%, 09/01/12 | 355 | 331 | ||||||
MarkWest Energy Partners LP, Ser B, 8.750%, 04/15/18, Callable 04/15/13 @ 104.38 | 440 | 307 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b) | 2,597 | 2,551 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(b) | 495 | 432 | ||||||
TransCanada Pipelines Ltd., 7.125%, 01/15/19(c) | 2,811 | 2,933 | ||||||
Transcontinental Gas Pipeline Corp., 6.050%, 06/15/18 | 888 | 832 | ||||||
Williams Cos., Inc., 8.750%, 01/15/20(b) | 2,324 | 2,313 |
69
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pipelines—continued | ||||||||
Williams Partners LP, 7.250%, 02/01/17 | 250 | 213 | ||||||
18,962 | ||||||||
Real Estate (0.0%) | ||||||||
American Real Estate Partners LP, 7.125%, 02/15/13, Callable 02/15/10 @ 101.78(c) | 390 | 310 | ||||||
REITs (0.0%) | ||||||||
Host Marriott LP, 7.125%, 11/01/13, Callable 11/01/09 @ 102.38(c) | 275 | 222 | ||||||
Omega Healthcare Investors, Inc., 7.000%, 04/01/14, Callable 04/01/09 @ 103.50 | 175 | 161 | ||||||
383 | ||||||||
Retail (1.2%) | ||||||||
Tesco PLC, 5.500%, 11/15/17(b)(c) | 3,306 | 3,254 | ||||||
Wal-Mart Stores, Inc., 5.800%, 02/15/18(c) | 8,582 | 9,382 | ||||||
12,636 | ||||||||
Semiconductors (0.0%) | ||||||||
Amkor Technologies, Inc., 9.250%, 06/01/16, Callable 06/01/11 @ 104.63 | 80 | 62 | ||||||
Software (0.5%) | ||||||||
Intuit, Inc., 5.750%, 03/15/17 | 658 | 573 | ||||||
Oracle Corp., 5.750%, 04/15/18 | 4,095 | 4,274 | ||||||
4,847 | ||||||||
Telecommunication Services (3.2%) | ||||||||
AT&T, Inc., 4.950%, 01/15/13 | 3,008 | 3,051 | ||||||
AT&T, Inc., 5.100%, 09/15/14 | 3,036 | 3,046 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 | 3,143 | 3,326 | ||||||
Citizens Communications Co., 9.250%, 05/15/11 | 375 | 381 | ||||||
Comcast Corp., 4.950%, 06/15/16 | 1,606 | 1,457 | ||||||
Cricket Communications, Inc., 9.375%, 11/01/14, Callable 11/01/10 @ 104.69 | 175 | 167 | ||||||
Crown Castle International Corp., 9.000%, 01/15/15, Callable 01/15/13 @ 105.62(c) | 150 | 150 | ||||||
Inmarsat Finance II PLC, 10.375%, 11/15/12, Callable 11/15/09 @ 103.46 | 400 | 410 | ||||||
Intelsat Subsidiary Holding Co., Ltd., 8.500%, 01/15/13, Callable 01/15/10@ 102.13(b) | 625 | 589 | ||||||
MetroPCS Wireless, Inc., 9.250%, 11/01/14, Callable 11/01/10 @ 104.63(b) | 325 | 314 | ||||||
Nordic Telephone Co. Holdings, 8.875%, 05/01/16, Callable 05/01/11 @ 104.44(b) | 175 | 164 | ||||||
NTL Cable PLC, 8.750%, 04/15/14, Callable 04/15/09 @ 104.38 | 400 | 378 | ||||||
Qwest Communications International, Inc., 7.250%, 02/15/11, Callable 02/15/10 @ 100 | 615 | 593 | ||||||
Rogers Wireless, Inc., 7.500%, 03/15/15 | 1,464 | 1,517 | ||||||
Sprint Capital Corp., 7.625%, 01/30/11(c) | 760 | 703 | ||||||
Sprint Nextel Corp., 6.000%, 12/01/16 | 80 | 57 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 | 2,581 | 2,635 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 | 1,542 | 1,517 | ||||||
Verizon Communications, Inc., 8.750%, 11/01/18 | 5,065 | 5,795 | ||||||
Verizon Wireless Capital LLC, 5.550%, 02/01/14(b) | 3,472 | 3,475 | ||||||
Vodafone Group PLC, 5.500%, 06/15/11(c) | 4,148 | 4,295 | ||||||
Wind Acquisition Finance SA, 10.750%, 12/01/15, Callable 12/01/10 @ 105.38(b) | 300 | 297 | ||||||
Windstream Corp., 8.625%, 08/01/16, Callable 08/01/11 @ 104.31 | 460 | 452 | ||||||
34,769 | ||||||||
70
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Transportation (1.2%) | ||||||||
Expedia, Inc., 8.500%, 07/01/16, Callable 07/01/12 @ 104.25(b) | 100 | 85 | ||||||
Kansas City Southern de Mexico, 12.500%, 04/01/16, Callable 04/01/13 @ 106.25(b) | 195 | 186 | ||||||
Paccar, Inc., 6.375%, 02/15/12 | 3,550 | 3,679 | ||||||
Union Pacific Corp., 7.875%, 01/15/19(c) | 7,849 | 8,656 | ||||||
12,606 | ||||||||
Total Corporate Bonds | 415,817 | |||||||
U.S. Government Agency Mortgages (19.4%) | ||||||||
Fannie Mae (6.8%) | ||||||||
5.725%, 03/01/12 | 200 | 212 | ||||||
6.260%, 05/01/12 | 297 | 319 | ||||||
6.000%, 02/01/23 | 9,496 | 9,953 | ||||||
4.500%, 01/01/24 | 1,886 | 1,944 | ||||||
5.000%, 12/01/24 | 15,638 | 16,172 | ||||||
5.000%, 07/01/28 | 7,422 | 7,692 | ||||||
5.000%, 05/01/38 | 35,452 | 36,622 | ||||||
72,914 | ||||||||
Freddie Mac (12.5%) | ||||||||
5.500%, 10/01/22 | 28,954 | 30,228 | ||||||
5.500%, 01/01/24 | 40,762 | 42,546 | ||||||
5.000%, 02/01/24 | 19,496 | 20,236 | ||||||
5.000%, 02/01/24 | 39,772 | 41,285 | ||||||
134,295 | ||||||||
Ginnie Mae (0.1%) | ||||||||
4.449%, 03/16/25 | 273 | 277 | ||||||
4.811%, 05/16/27 | 361 | 370 | ||||||
5.381%, 02/16/31(a) | 400 | 426 | ||||||
5.260%, 03/16/37(a) | 400 | 422 | ||||||
1,495 | ||||||||
Total U.S. Government Agency Mortgages | 208,704 | |||||||
U.S. Treasury Obligations (32.3%) | ||||||||
U.S. Treasury Notes (32.3%) | ||||||||
4.375%, 12/15/10(c) | 5,302 | 5,632 | ||||||
4.875%, 04/30/11(c) | 94,084 | 101,956 | ||||||
1.375%, 03/15/12 | 18,720 | 18,850 | ||||||
3.125%, 09/30/13(c) | 168,130 | 180,057 | ||||||
4.000%, 08/15/18 | 17,107 | 19,010 | ||||||
3.750%, 11/15/18 | 19,604 | 21,370 | ||||||
Total U.S. Treasury Obligations | 346,875 | |||||||
Short-Term Investment (11.6%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(d)(e) | 124,942 | 124,942 | ||||||
Total Short-Term Investment | 124,942 | |||||||
Money Market Fund (5.1%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(e) | 54,945,063 | 54,945 | ||||||
Total Money Market Fund | 54,945 | |||||||
Total Investments (Cost $1,188,701)(f) — 111.4% | 1,197,256 | |||||||
Liabilities in excess of other assets — (11.4)% | (122,593 | ) | ||||||
Net Assets — 100.0% | $ | 1,074,663 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 7.8% of net assets as of March 31, 2009. |
(c) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $122,320. |
(d) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(e) | Affiliate investment. |
(f) | Represents cost for financial reporting purposes. |
MTN | Medium Term Note |
REIT | Real Estate Investment Trust |
71
Notional | Fixed | Expiration | ||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | Value($) | |||||||||||||
Emerging Markets CDX Indices, Series 11 | Barclays Bank PLC | 9,640 | 5.00 | 06/20/14 | 504 | |||||||||||||
Emerging Markets CDX Indices, Series 11 | JPMorgan | 10,325 | 5.00 | 06/20/14 | 539 | |||||||||||||
Emerging Markets CDX Indices, Series 11 | Barclays Bank PLC | 11,035 | 5.00 | 06/20/14 | 577 | |||||||||||||
1,620 | ||||||||||||||||||
Notional | Fixed | Expiration | ||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | Value($) | |||||||||||||
Fixed 10-Year New Zealand, the Fund receives fixed 5.65%, pays 3 month new Zealand Bank Bill Mid (New Zealand) | UBS AG | 650 | 5.65 | 03/30/19 | (4 | ) | ||||||||||||
Fixed 26X1 TIIE, the Fund receives fixed 6.68%, pays 28 day TIIE (Mexico) | JPMorgan | 5,763 | 6.68 | 03/29/11 | 23 | |||||||||||||
Fixed DI 01/02/12, the Fund receives fixed 10.57%, pays CETIP Interbank Dep Rate (Brazil) | Barclays Bank PLC | 3,729 | 10.57 | 01/02/12 | (16 | ) | ||||||||||||
3 | ||||||||||||||||||
Contract Amount | Contract | Unrealized | ||||||||||||||||||
Delivery | in Local | Value | Market | Appreciation | ||||||||||||||||
Currency | Date | Currency | in USD($) | Value($) | (Depreciation)($) | |||||||||||||||
Short: | ||||||||||||||||||||
Australian Dollar | 04/09/09 | 482 | 342 | 335 | 7 | |||||||||||||||
Australian Dollar | 04/22/09 | 687 | 440 | 476 | (36 | ) | ||||||||||||||
Australian Dollar | 06/03/09 | 12,646 | 8,100 | 8,750 | (649 | ) | ||||||||||||||
Australian Dollar | 04/22/09 | 756 | 485 | 524 | (39 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 3,210 | 2,060 | 2,221 | (161 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 203 | 130 | 140 | (10 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 6,031 | 3,864 | 4,173 | (309 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 382 | 245 | 264 | (19 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 5,433 | 3,507 | 3,758 | (251 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 5,433 | 3,509 | 3,758 | (249 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 759 | 487 | 525 | (38 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 759 | 490 | 525 | (35 | ) | ||||||||||||||
Australian Dollar | 06/16/09 | 12,512 | 8,222 | 8,653 | (431 | ) | ||||||||||||||
Australian Dollar | 06/16/09 | 380 | 249 | 262 | (13 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 717 | 489 | 496 | (7 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 11,556 | 7,889 | 7,989 | (100 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 1,433 | 978 | 991 | (13 | ) | ||||||||||||||
Australian Dollar | 06/25/09 | 715 | 495 | 494 | 1 | |||||||||||||||
Australian Dollar | 06/29/09 | 1,425 | 993 | 985 | 8 | |||||||||||||||
Brazilian Real | 06/22/09 | 2,279 | 989 | 963 | 26 | |||||||||||||||
British Pound | 04/20/09 | 307 | 453 | 440 | 13 | |||||||||||||||
British Pound | 06/16/09 | 178 | 249 | 255 | (6 | ) | ||||||||||||||
British Pound | 06/16/09 | 178 | 249 | 255 | (6 | ) | ||||||||||||||
Euro | 05/04/09 | 284 | 362 | 378 | (16 | ) | ||||||||||||||
Euro | 06/22/09 | 363 | 493 | 482 | 11 | |||||||||||||||
Euro | 06/30/09 | 5,998 | 8,110 | 7,969 | 140 | |||||||||||||||
Euro | 06/30/09 | 370 | 500 | 491 | 9 | |||||||||||||||
Euro | 05/04/09 | 285 | 364 | 378 | (14 | ) | ||||||||||||||
Euro | 07/02/09 | 188 | 250 | 250 | — | |||||||||||||||
Israel Shekel | 05/19/09 | 1,993 | 480 | 473 | 7 | |||||||||||||||
Japanese Yen | 04/08/09 | 81,137 | 865 | 820 | 45 | |||||||||||||||
Japanese Yen | 05/18/09 | 42,178 | 470 | 426 | 44 | |||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 7,631 | 488 | 533 | (45 | ) | ||||||||||||||
Norwegian Krone | 06/24/09 | 3,159 | 493 | 469 | 24 | |||||||||||||||
Polish Zloty | 05/13/09 | 1,673 | 470 | 481 | (11 | ) | ||||||||||||||
Polish Zloty | 05/20/09 | 1,858 | 480 | 534 | (54 | ) | ||||||||||||||
Polish Zloty | 05/26/09 | 872 | 240 | 251 | (11 | ) | ||||||||||||||
Polish Zloty | 05/26/09 | 880 | 240 | 253 | (13 | ) | ||||||||||||||
Turkish Lira | 04/16/09 | 744 | 445 | 447 | (2 | ) | ||||||||||||||
Turkish Lira | 04/27/09 | 753 | 450 | 451 | (1 | ) | ||||||||||||||
Turkish Lira | 05/13/09 | 803 | 470 | 479 | (9 | ) | ||||||||||||||
Turkish Lira | 05/20/09 | 836 | 480 | 497 | (17 | ) | ||||||||||||||
Turkish Lira | 06/24/09 | 847 | 495 | 500 | (5 | ) | ||||||||||||||
Total Short Contracts | $ | 61,559 | $ | 63,794 | $ | (2,235 | ) | |||||||||||||
Long: | ||||||||||||||||||||
Australian Dollar | 04/09/09 | 482 | 345 | 335 | (10 | ) | ||||||||||||||
Australian Dollar | 04/22/09 | 687 | 450 | 476 | 26 | |||||||||||||||
Australian Dollar | 04/22/09 | 756 | 480 | 524 | 44 | |||||||||||||||
Australian Dollar | 06/03/09 | 12,646 | 8,030 | 8,751 | 721 | |||||||||||||||
Australian Dollar | 06/09/09 | 6,031 | 3,828 | 4,173 | 345 | |||||||||||||||
Australian Dollar | 06/09/09 | 382 | 242 | 264 | 22 | |||||||||||||||
Australian Dollar | 06/09/09 | 3,210 | 2,044 | 2,221 | 177 |
72
Contract Amount | Contract | Unrealized | ||||||||||||||||||
Delivery | in Local | Value | Market | Appreciation | ||||||||||||||||
Currency | Date | Currency | in USD($) | Value($) | (Depreciation)($) | |||||||||||||||
Australian Dollar | 06/09/09 | 203 | 129 | 140 | 11 | |||||||||||||||
Australian Dollar | 06/12/09 | 10,866 | 6,980 | 7,516 | 536 | |||||||||||||||
Australian Dollar | 06/12/09 | 1,518 | 975 | 1,050 | 75 | |||||||||||||||
Australian Dollar | 06/16/09 | 12,512 | 8,075 | 8,653 | 578 | |||||||||||||||
Australian Dollar | 06/16/09 | 380 | 245 | 263 | 18 | |||||||||||||||
Australian Dollar | 06/23/09 | 11,556 | 7,900 | 7,989 | 89 | |||||||||||||||
Australian Dollar | 06/23/09 | 717 | 490 | 496 | 6 | |||||||||||||||
Australian Dollar | 06/23/09 | 1,433 | 985 | 991 | 6 | |||||||||||||||
Australian Dollar | 06/25/09 | 715 | 500 | 494 | (6 | ) | ||||||||||||||
Australian Dollar | 06/29/09 | 1,425 | 995 | 985 | (10 | ) | ||||||||||||||
Brazilian Real | 06/22/09 | 2,279 | 980 | 964 | (16 | ) | ||||||||||||||
British Pound | 04/20/09 | 307 | 445 | 440 | (5 | ) | ||||||||||||||
British Pound | 06/16/09 | 356 | 490 | 510 | 20 | |||||||||||||||
Euro | 05/04/09 | 285 | 365 | 378 | 13 | |||||||||||||||
Euro | 05/04/09 | 284 | 365 | 378 | 13 | |||||||||||||||
Euro | 06/22/09 | 363 | 490 | 482 | (8 | ) | ||||||||||||||
Euro | 06/30/09 | 2,999 | 3,997 | 3,985 | (12 | ) | ||||||||||||||
Euro | 06/30/09 | 2,999 | 3,994 | 3,985 | (9 | ) | ||||||||||||||
Euro | 06/30/09 | 185 | 246 | 245 | (1 | ) | ||||||||||||||
Euro | 06/30/09 | 185 | 246 | 246 | — | |||||||||||||||
Israel Shekel | 05/19/09 | 976 | 234 | 232 | (2 | ) | ||||||||||||||
Israel Shekel | 05/19/09 | 1,017 | 242 | 241 | (1 | ) | ||||||||||||||
Japanese Yen | 04/08/09 | 81,137 | 877 | 820 | (57 | ) | ||||||||||||||
Japanese Yen | 05/18/09 | 20,192 | 209 | 204 | (5 | ) | ||||||||||||||
Japanese Yen | 05/18/09 | 21,986 | 226 | 222 | (4 | ) | ||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 7,631 | 490 | 532 | 42 | |||||||||||||||
Norwegian Krone | 06/24/09 | 3,159 | 495 | 469 | (26 | ) | ||||||||||||||
Polish Zloty | 05/13/09 | 1,673 | 439 | 481 | 42 | |||||||||||||||
Polish Zloty | 05/20/09 | 1,858 | 498 | 534 | 36 | |||||||||||||||
Polish Zloty | 05/26/09 | 872 | 238 | 251 | 13 | |||||||||||||||
Polish Zloty | 05/26/09 | 880 | 239 | 253 | 14 | |||||||||||||||
Turkish Lira | 04/16/09 | 744 | 436 | 447 | 11 | |||||||||||||||
Turkish Lira | 04/27/09 | 753 | 451 | 451 | — | |||||||||||||||
Turkish Lira | 05/13/09 | 803 | 464 | 479 | 15 | |||||||||||||||
Turkish Lira | 05/20/09 | 409 | 237 | 244 | 7 | |||||||||||||||
Turkish Lira | 05/20/09 | 427 | 247 | 254 | 7 | |||||||||||||||
Turkish Lira | 06/24/09 | 847 | 501 | 500 | (1 | ) | ||||||||||||||
Total Long Contracts | $ | 60,834 | $ | 63,548 | $ | 2,714 | ||||||||||||||
73
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (1.8%) | ||||||||
Automobiles ABS (0.6%) | ||||||||
Capital One Prime Auto Receivables Trust, Ser 2006-2, Cl A4, 5.022%, 07/15/12 | 1,271 | 1,278 | ||||||
Honda Auto Receivables Owner Trust, Ser 2006-3, Cl A4, 5.014%, 04/15/12 | 1,210 | 1,232 | ||||||
2,510 | ||||||||
Credit Card ABS (0.6%) | ||||||||
American Express Issuance Trust, Ser 2008-2, Cl A, 4.020%, 01/18/11 | 2,428 | 2,412 | ||||||
Home Equity ABS (0.1%) | ||||||||
CitiFinancial Mortgage Securities, Inc., Ser 2003-1, Cl AF5, 4.282%, 01/25/33(a) | 872 | 613 | ||||||
Utility ABS (0.5%) | ||||||||
Atlantic City Electric Transition Funding LLC, Ser 2002-1, Cl A4, 5.550%, 10/20/23 | 659 | 691 | ||||||
CNH Equipment Trust, Ser 2008-A, Cl A4A, 5.012%, 08/15/14 | 865 | 857 | ||||||
Massachusetts RRB Special Purpose Trust, Ser 2005-1, Cl A4, 4.400%, 03/15/15 | 627 | 650 | ||||||
2,198 | ||||||||
Total Asset-Backed Securities | 7,733 | |||||||
Collateralized Mortgage Obligations (3.0%) | ||||||||
Asset Securitization Corp., Ser 1996-MD6, Cl A7, 7.744%, 11/13/29(a) | 1,168 | 1,281 | ||||||
Bear Stearns Commercial Mortgage Securities, Inc., Ser 2001-TOP2, Cl A2, 6.480%, 02/15/35 | 1,098 | 1,103 | ||||||
Chase Commercial Mortgage Securities Corp., Ser 2000-3, Cl A2, 7.319%, 10/15/32 | 907 | 917 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2001-CF2, Cl A4, 6.613%, 02/15/34 | 733 | 740 | ||||||
GE Capital Commercial Mortgage Corp., Ser 2000-1, Cl A2, 6.496%, 01/15/33 | 2,033 | 2,051 | ||||||
GE Capital Commercial Mortgage Corp., Ser 2003-C1, Cl A4, 4.899%, 01/10/38 | 593 | 531 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2001-C1, Cl A2, 6.465%, 04/15/34 | 982 | 981 | ||||||
JPMorgan Chase Commercial Mortgage Finance Co., Ser 2000-C10, Cl A2, 7.371%, 08/15/32 | 1,731 | 1,746 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2000-C5, Cl A2, 6.619%, 12/15/26 | 1,131 | 1,132 | ||||||
Morgan Stanley Dean Witter Capital I, Ser 2000-1345, Cl A2, 7.459%, 09/03/15(b)(a) | 2,026 | 2,153 | ||||||
Total Collateralized Mortgage Obligations | 12,635 | |||||||
Corporate Bonds (50.1%) | ||||||||
Advertising (0.0%) | ||||||||
Lamar Media Corp., 9.750%, 04/01/14(b)(c) | 90 | 88 | ||||||
Aerospace/Defense (1.4%) | ||||||||
Boeing Co. (The), 5.125%, 02/15/13(c) | 1,419 | 1,461 | ||||||
General Dynamics Corp., 5.250%, 02/01/14(c) | 1,093 | 1,166 | ||||||
Transdigm, Inc., 7.750%, 07/15/14, Callable 07/15/09 @ 105.81 | 75 | 70 | ||||||
United Technologies Corp., 6.125%, 02/01/19 | 2,956 | 3,182 | ||||||
5,879 | ||||||||
Banks (0.9%) | ||||||||
Bank of America Corp., 5.375%, 09/11/12 | 1,020 | 942 | ||||||
Bank of New York Mellon, Ser G, MTN, 4.950%, 11/01/12 | 1,848 | 1,886 | ||||||
Bank of New York Mellon, Ser G, MTN, 4.500%, 04/01/13(c) | 814 | 807 | ||||||
3,635 | ||||||||
Beverages (1.4%) | ||||||||
Anheuser-Busch InBev NV, 8.200%, 01/15/39(b) | 1,249 | 1,226 | ||||||
Constellation Brands, Inc., Ser B, 8.125%, 01/15/12, Callable 01/15/10 @ 100(c) | 95 | 95 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 | 943 | 958 | ||||||
PepsiCo, Inc., 7.900%, 11/01/18(c) | 1,438 | 1,767 |
74
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Beverages—continued | ||||||||
SABMiller PLC, 6.200%, 07/01/11(b) | 1,853 | 1,868 | ||||||
5,914 | ||||||||
Building (0.0%) | ||||||||
Centex Corp., 6.500%, 05/01/16 | 80 | 61 | ||||||
D.R. Horton, Inc., 6.500%, 04/15/16 | 80 | 63 | ||||||
Pulte Homes, Inc., 5.250%, 01/15/14 | 75 | 63 | ||||||
187 | ||||||||
Building Materials (0.5%) | ||||||||
Lafarge SA, 6.150%, 07/15/11 | 993 | 874 | ||||||
Lafarge SA, 7.125%, 07/15/36 | 1,325 | 768 | ||||||
Martin Marietta Materials, Inc., 6.250%, 05/01/37 | 836 | 539 | ||||||
2,181 | ||||||||
Chemicals (0.7%) | ||||||||
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13(c) | 1,537 | 1,592 | ||||||
Huntsman International LLC, 11.625%, 10/15/10, Callable 10/15/09 @ 100 | 65 | 64 | ||||||
Mosaic Co., 7.375%, 12/01/14, Callable 12/01/10 @ 103.69(b) | 65 | 64 | ||||||
Potash Corp. of Saskatchewan, Inc., 5.875%, 12/01/36 | 1,363 | 1,227 | ||||||
2,947 | ||||||||
Coal (0.0%) | ||||||||
Peabody Energy Corp., 7.375%, 11/01/16 | 95 | 94 | ||||||
Commercial Services (1.3%) | ||||||||
Corrections Corp. of America, 7.500%, 05/01/11, Callable 05/01/09 @ 100 | 155 | 155 | ||||||
ERAC USA Finance Co., 5.800%, 10/15/12(b) | 1,225 | 955 | ||||||
ERAC USA Finance Co., 5.600%, 05/01/15(b) | 1,148 | 751 | ||||||
Hertz Corp., 8.875%, 01/01/14, Callable 01/01/10 @ 104.44 | 140 | 85 | ||||||
Iron Mountain, Inc., 8.625%, 04/01/13, Callable 06/01/09 @ 100 | 130 | 130 | ||||||
United Rentals NA, Inc., 6.500%, 02/15/12, Callable 02/15/10 @ 100 | 100 | 80 | ||||||
Veolia Environnement, 6.000%, 06/01/18(c) | 1,582 | 1,498 | ||||||
Xerox Corp., 5.500%, 05/15/12 | 908 | 786 | ||||||
Xerox Corp., 6.350%, 05/15/18 | 1,417 | 1,056 | ||||||
5,496 | ||||||||
Computers (1.2%) | ||||||||
Hewlett-Packard Co., 4.500%, 03/01/13(c) | 804 | 827 | ||||||
IBM Corp., 7.625%, 10/15/18 | 3,740 | 4,290 | ||||||
5,117 | ||||||||
Consumer Staples (2.0%) | ||||||||
Del Monte Corp., 8.625%, 12/15/12, Callable 12/15/09 @ 101.44 | 85 | 85 | ||||||
Kellogg Co., 4.250%, 03/06/13 | 1,190 | 1,207 | ||||||
Kimberly-Clark Corp., 7.500%, 11/01/18(c) | 629 | 743 | ||||||
Kraft Foods, Inc., 6.125%, 08/23/18(c) | 1,440 | 1,443 | ||||||
Kroger Co. (The), 7.500%, 01/15/14(c) | 831 | 922 | ||||||
Procter & Gamble Co., 4.600%, 01/15/14(c) | 2,468 | 2,612 | ||||||
Smithfield Foods, Inc., 7.750%, 07/01/17 | 25 | 16 | ||||||
Smithfield Foods, Inc., Ser B, 7.750%, 05/15/13 | 130 | 87 | ||||||
Stater Brothers Holdings, Inc., 7.750%, 04/15/15, Callable 04/15/11 @ 103.88 | 135 | 130 | ||||||
Tyson Foods, Inc., 10.500%, 03/01/14(b)(c) | 65 | 66 | ||||||
Walgreen Co., 4.875%, 08/01/13 | 1,200 | 1,272 | ||||||
8,583 | ||||||||
Diversified Financial Services (10.1%) | ||||||||
ABX Financing Co., 6.350%, 10/15/36(b) | 873 | 733 | ||||||
AIG SunAmerica Global Financing VI, 6.300%, 05/10/11(b) | 1,708 | 1,302 | ||||||
BP Capital Markets PLC, 5.250%, 11/07/13(c) | 3,453 | 3,696 | ||||||
CME Group, Inc., 5.400%, 08/01/13(c) | 1,648 | 1,672 | ||||||
CME Group, Inc., 5.750%, 02/15/14 | 1,478 | 1,523 | ||||||
Credit Suisse (USA), Inc., 6.125%, 11/15/11 | 1,320 | 1,344 | ||||||
Credit Suisse (USA), Inc., 6.500%, 01/15/12 | 692 | 707 |
75
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Financial Services—continued | ||||||||
Fresenius US Finance II, Inc., 9.000%, 07/15/15(b) | 65 | 68 | ||||||
Fund American Cos., Inc., 5.875%, 05/15/13 | 2,245 | 1,724 | ||||||
General Electric Capital Corp., Ser A, 5.450%, 01/15/13(c) | 1,563 | 1,505 | ||||||
Goldman Sachs Group, Inc., 6.150%, 04/01/18 | 3,103 | 2,834 | ||||||
Goldman Sachs Group, Inc., 7.500%, 02/15/19(c) | 1,061 | 1,059 | ||||||
HSBC Holdings PLC, 7.625%, 05/17/32 | 774 | 637 | ||||||
International Lease Finance Corp., 6.375%, 03/25/13 | 1,732 | 957 | ||||||
International Lease Finance Corp., Ser Q, 5.250%, 01/10/13 | 679 | 362 | ||||||
International Lease Finance Corp., Ser R, 5.625%, 09/15/10 | 1,377 | 1,017 | ||||||
International Lease Finance Corp., Ser R, 5.625%, 09/20/13 | 456 | 255 | ||||||
JPMorgan Chase & Co., 6.000%, 01/15/18(c) | 3,353 | 3,387 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 | 2,326 | 1,933 | ||||||
Level 3 Financing, Inc., 12.250%, 03/15/13, Callable 03/15/10 @ 106.13(c) | 91 | 68 | ||||||
Merrill Lynch & Co., Inc., MTN, 6.150%, 04/25/13 | 2,137 | 1,796 | ||||||
Merrill Lynch & Co., Inc., Ser C, MTN, 6.050%, 08/15/12 | 809 | 694 | ||||||
Morgan Stanley, Ser F, MTN, 6.625%, 04/01/18 | 2,175 | 2,074 | ||||||
Northern Trust Co., 5.200%, 11/09/12 | 2,158 | 2,195 | ||||||
NYSE Euronext, 4.800%, 06/28/13 | 1,863 | 1,861 | ||||||
Rio Tinto Finance (USA) Ltd., 5.875%, 07/15/13 | 1,101 | 987 | ||||||
Rio Tinto Finance (USA) Ltd., 7.125%, 07/15/28 | 1,873 | 1,538 | ||||||
SunGard Data Systems, Inc., 9.125%, 08/15/13, Callable 08/15/09 @ 104.56 | 155 | 135 | ||||||
TIAA Global Markets, 5.125%, 10/10/12(b) | 1,515 | 1,500 | ||||||
Woodside Finance Ltd., 8.750%, 03/01/19(b)(c) | 3,558 | 3,503 | ||||||
43,066 | ||||||||
Diversified Minerals (0.3%) | ||||||||
BHP Billiton Finance USA Ltd., 6.500%, 04/01/19 | 1,202 | 1,218 | ||||||
FMG Finance Property Ltd., 10.625%, 09/01/16(b) | 160 | 134 | ||||||
1,352 | ||||||||
Diversified Operations (0.6%) | ||||||||
Freeport-McMoRan Copper & Gold, Inc., 8.375%, 04/01/17, Callable 04/01/12 @ 104.19(c) | 185 | 173 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19(b) | 2,320 | 2,339 | ||||||
Leucadia National Corp., 8.125%, 09/15/15 | 130 | 103 | ||||||
2,615 | ||||||||
Electric (5.4%) | ||||||||
AES Corp. (The), 7.750%, 03/01/14 | 125 | 112 | ||||||
AES Corp. (The), 9.750%, 04/15/16(b) | 110 | 103 | ||||||
AES Corp. (The), 8.000%, 10/15/17(c) | 160 | 137 | ||||||
Alabama Power Co., 5.800%, 11/15/13 | 1,594 | 1,712 | ||||||
Baldor Electric Co., 8.625%, 02/15/17, Callable 02/15/12 @ 104.31 | 70 | 55 | ||||||
CenterPoint Energy, Inc., Ser A-4, 5.170%, 08/01/19 | 1,353 | 1,415 | ||||||
CMS Energy Corp., 6.300%, 02/01/12 | 205 | 194 | ||||||
Duke Energy Carolinas LLC, Ser C, 7.000%, 11/15/18 | 561 | 644 | ||||||
E.ON International Finance B.V., 5.800%, 04/30/18(b) | 3,659 | 3,599 | ||||||
Edison Mission Energy, 7.500%, 06/15/13 | 150 | 118 | ||||||
Enel Finance International, 6.800%, 09/15/37(b) | 1,497 | 1,230 | ||||||
Energy Future Holdings Corp., 10.875%, 11/01/17, Callable 11/01/12 @ 105.44(c) | 360 | 232 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 | 1,441 | 1,288 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 815 | 883 |
76
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Electric—continued | ||||||||
Inergy LP/Inergy Finance Corp., 8.750%, 03/01/15, Callable 03/01/13 @ 104.38(b) | 65 | 63 | ||||||
MidAmerican Energy Holdings Co., 6.125%, 04/01/36 | 1,303 | 1,156 | ||||||
Mirant North America LLC, 7.375%, 12/31/13, Callable 12/31/09 @ 103.69 | 415 | 376 | ||||||
Nevada Power Co., Ser L, 5.875%, 01/15/15 | 456 | 432 | ||||||
Nevada Power Co., Ser R, 6.750%, 07/01/37(c) | 974 | 822 | ||||||
NRG Energy, Inc., 7.375%, 02/01/16, Callable 02/01/11 @ 103.69 | 410 | 381 | ||||||
Oncor Electric Delivery Co., 7.000%, 05/01/32 | 856 | 769 | ||||||
Pacific Gas & Electric Co., 8.250%, 10/15/18 | 403 | 475 | ||||||
Pacific Gas & Electric Co., 6.050%, 03/01/34 | 1,411 | 1,381 | ||||||
Public Service Colorado, Ser 17, 6.250%, 09/01/37(c) | 780 | 810 | ||||||
Reliant Energy, Inc., 6.750%, 12/15/14, Callable 12/15/09 @ 103.38 | 255 | 235 | ||||||
Sithe/Independence Funding, Ser A, 9.000%, 12/30/13 | 105 | 97 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 1,664 | 1,799 | ||||||
Virginia Electric & Power Co., 8.875%, 11/15/38(c) | 1,379 | 1,686 | ||||||
Wisconsin Power & Light Co., 6.375%, 08/15/37 | 793 | 773 | ||||||
22,977 | ||||||||
Electronics (0.0%) | ||||||||
Flextronics International Ltd., 6.500%, 05/15/13, Callable 05/15/09 @ 102.17 | 75 | 67 | ||||||
Jabil Circuit, Inc., 8.250%, 03/15/18 | 85 | 63 | ||||||
130 | ||||||||
Entertainment (0.1%) | ||||||||
Echostar DBS Corp., 6.625%, 10/01/14 | 220 | 197 | ||||||
Videotron Ltee, 6.875%, 01/15/14, Callable 01/15/10 @ 102.29 | 130 | 123 | ||||||
320 | ||||||||
Forest Products & Paper (0.1%) | ||||||||
Georgia-Pacific LLC, 8.125%, 05/15/11(c) | 220 | 219 | ||||||
Health Care (0.7%) | ||||||||
Biomet, Inc., 10.000%, 10/15/17, Callable 10/15/12 @ 105(c) | 190 | 188 | ||||||
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 07/15/11 @ 104.44(c) | 380 | 359 | ||||||
HCA, Inc., 9.125%, 11/15/14, Callable 11/15/10 @ 104.56(c) | 160 | 150 | ||||||
HCA, Inc., 9.250%, 11/15/16, Callable 11/15/11 @ 104.63(c) | 215 | 196 | ||||||
HCA, Inc., 9.875%, 02/15/17, Callable 02/15/13 @ 104.94(b)(c) | 40 | 38 | ||||||
Pfizer, Inc., 6.200%, 03/15/19 | 1,765 | 1,881 | ||||||
Tenet Healthcare Corp., 7.375%, 02/01/13 | 210 | 167 | ||||||
2,979 | ||||||||
Industrials (0.1%) | ||||||||
Ingersoll-Rand Global Holding Co. Ltd., 9.500%, 04/15/14 | 55 | 55 | ||||||
L-3 Communications Holdings, Inc., 7.625%, 06/15/12, Callable 06/15/09 @ 101.27 | 165 | 165 | ||||||
220 | ||||||||
Insurance (0.6%) | ||||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13(c) | 1,800 | 1,825 | ||||||
MetLife, Inc., Ser A, 6.817%, 08/15/18(c) | 649 | 557 | ||||||
2,382 | ||||||||
Lodging (0.0%) | ||||||||
Wynn Las Vegas LLC, 6.625%, 12/01/14, Callable 12/01/09 @ 103.31(c) | 130 | 98 | ||||||
Machinery Diversified (0.0%) | ||||||||
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104 | 170 | 138 | ||||||
Materials (0.1%) | ||||||||
Nucor Corp., 5.850%, 06/01/18 | 321 | 321 | ||||||
Steel Dynamics, Inc., 7.750%, 04/15/16, Callable 04/15/12 @ 103.88(b) | 155 | 106 | ||||||
427 | ||||||||
77
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Media (1.8%) | ||||||||
CSC Holdings, Inc., 8.500%, 04/15/14(b) | 260 | 256 | ||||||
DirecTV Holdings LLC, 7.625%, 05/15/16, Callable 05/15/12 @ 103.81(c) | 250 | 245 | ||||||
Kabel Deutschland GmbH, 10.625%, 07/01/14, Callable 07/01/09 @ 105.31 | 160 | 162 | ||||||
Mediacom Broadband LLC, 8.500%, 10/15/15, Callable 10/15/10 @ 104.25 | 210 | 189 | ||||||
News America Holdings, Inc., 6.200%, 12/15/34(c) | 679 | 488 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13(c) | 403 | 394 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 1,690 | 1,767 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17(c) | 3,560 | 3,191 | ||||||
Time Warner Cable, Inc., 8.250%, 04/01/19 | 55 | 56 | ||||||
Time Warner, Inc., 6.500%, 11/15/36(c) | 840 | 691 | ||||||
Viacom, Inc., 6.125%, 10/05/17 | 325 | 277 | ||||||
7,716 | ||||||||
Metals (0.5%) | ||||||||
ArcelorMittal, 6.125%, 06/01/18 | 1,895 | 1,371 | ||||||
Barrick Gold Corp., 6.950%, 04/01/19(c) | 627 | 630 | ||||||
Crown Americas, Inc., 7.750%, 11/15/15, Callable 11/15/10 @ 103.88 | 60 | 60 | ||||||
2,061 | ||||||||
Miscellaneous Manufacturer (1.8%) | ||||||||
General Electric Co., 5.000%, 02/01/13 | 3,672 | 3,672 | ||||||
General Electric Co., 5.250%, 12/06/17 | 1,107 | 1,024 | ||||||
Siemens Financierings NV, 6.125%, 08/17/26(b)(c) | 1,006 | 990 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(b)(c) | 1,917 | 1,818 | ||||||
7,504 | ||||||||
Oil & Gas (4.5%) | ||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 | 967 | 960 | ||||||
Apache Corp., 6.000%, 01/15/37 | 823 | 794 | ||||||
Cameron International Corp., 6.375%, 07/15/18 | 615 | 534 | ||||||
Chesapeake Energy Corp., 9.500%, 02/15/15(c) | 295 | 287 | ||||||
Enterprise Products Operating LP, Ser B, 5.750%, 03/01/35(c) | 993 | 727 | ||||||
Forest Oil Corp., 8.500%, 02/15/14(b) | 140 | 130 | ||||||
Halliburton Co., 6.150%, 09/15/19(c) | 1,155 | 1,174 | ||||||
Newfield Exploration Co., 7.125%, 05/15/18, Callable 05/15/13 @ 103.56 | 75 | 66 | ||||||
Petrohawk Energy Corp., 9.125%, 07/15/13, Callable 07/15/10 @ 104.56 | 150 | 144 | ||||||
Pioneer Natural Resources Co., 6.650%, 03/15/17 | 85 | 65 | ||||||
Plains Exploration & Production Co., 7.625%, 06/01/18, Callable 06/01/13 @ 103.81 | 85 | 69 | ||||||
Praxair, Inc., 4.625%, 03/30/15(c) | 2,311 | 2,399 | ||||||
Range Resources Corp., 7.500%, 05/15/16, Callable 05/15/11 @ 103.75 | 180 | 166 | ||||||
SandRidge Energy, Inc., 8.000%, 06/01/18, Callable 06/01/13 @ 104(b) | 130 | 96 | ||||||
Shell International Finance BV, 6.375%, 12/15/38 | 4,002 | 4,214 | ||||||
Smith International, Inc., 9.750%, 03/15/19 | 3,080 | 3,217 | ||||||
Sunoco, Inc., 9.625%, 04/15/15 | 210 | 216 | ||||||
Tesoro Corp., 6.625%, 11/01/15, Callable 11/01/10 @ 103.31 | 80 | 63 | ||||||
Transocean, Inc., 6.000%, 03/15/18 | 599 | 564 | ||||||
Transocean, Inc., 6.800%, 03/15/38(c) | 1,284 | 1,128 | ||||||
Weatherford International Ltd., 9.625%, 03/01/19 | 1,280 | 1,324 | ||||||
Weatherford International, Ltd., 6.500%, 08/01/36 | 916 | 645 | ||||||
18,982 | ||||||||
78
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Packaging & Containers (0.0%) | ||||||||
Graphic Packaging International, Inc., 9.500%, 08/15/13, Callable 08/15/09 @ 103.17 | 95 | 68 | ||||||
Rock-Tenn Co., 9.250%, 03/15/16, Callable 03/15/12 @ 104.63 | 90 | 90 | ||||||
158 | ||||||||
Pharmaceuticals (3.5%) | ||||||||
Abbott Laboratories, 5.600%, 11/30/17(c) | 2,955 | 3,123 | ||||||
AstraZeneca PLC, 6.450%, 09/15/37 | 2,430 | 2,520 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 | 1,760 | 1,785 | ||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 | 1,975 | 2,026 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 | 1,112 | 1,129 | ||||||
Roche Holdings, Inc., 7.000%, 03/01/39(b)(c) | 2,601 | 2,722 | ||||||
Schering-Plough Corp., 6.550%, 09/15/37 | 1,184 | 1,204 | ||||||
Teva Pharmaceutical Finance LLC, 6.150%, 02/01/36 | 613 | 565 | ||||||
15,074 | ||||||||
Pipelines (2.4%) | ||||||||
CenterPoint Energy Resources Corp., Ser B, 7.875%, 04/01/13 | 1,191 | 1,219 | ||||||
Copano Energy LLC, 8.125%, 03/01/16, Callable 03/01/11 @ 104.06 | 80 | 68 | ||||||
Dynegy Holdings, Inc., 7.500%, 06/01/15 | 190 | 130 | ||||||
El Paso Corp., 7.875%, 06/15/12(c) | 170 | 162 | ||||||
El Paso Corp., MTN, 8.250%, 02/15/16 | 180 | 168 | ||||||
El Paso Natural Gas, 5.950%, 04/15/17 | 650 | 571 | ||||||
Energy Transfer Partners, 9.700%, 03/15/19(c) | 65 | 69 | ||||||
Energy Transfer Partners, 7.500%, 07/01/38 | 1,774 | 1,460 | ||||||
Kinder Morgan Energy Partners, 9.000%, 02/01/19 | 60 | 64 | ||||||
Knight, Inc., 6.500%, 09/01/12 | 155 | 145 | ||||||
MarkWest Energy Partners LP, Ser B, 8.750%, 04/15/18, Callable 04/15/13 @ 104.38 | 185 | 129 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b) | 1,316 | 1,293 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(b) | 445 | 388 | ||||||
Trans-Canada Pipelines, 6.200%, 10/15/37 | 1,610 | 1,363 | ||||||
Trans-Canada Pipelines, 7.625%, 01/15/39(c) | 1,562 | 1,544 | ||||||
Transcontinental Gas Pipeline Corp., 6.050%, 06/15/18 | 460 | 431 | ||||||
Williams Cos., Inc., 8.750%, 01/15/20(b) | 1,087 | 1,082 | ||||||
Williams Partners LP, 7.250%, 02/01/17 | 105 | 89 | ||||||
10,375 | ||||||||
Real Estate (0.0%) | ||||||||
American Real Estate Partners LP, 7.125%, 02/15/13, Callable 02/15/10 @ 101.78(c) | 160 | 127 | ||||||
REITs (0.0%) | ||||||||
Host Marriott LP, 7.125%, 11/01/13, Callable 11/01/09 @ 102.38 | 115 | 93 | ||||||
Omega Healthcare Investors, Inc., 7.000%, 04/01/14, Callable 04/01/09 @ 103.50 | 75 | 69 | ||||||
162 | ||||||||
Retail (1.7%) | ||||||||
Tesco PLC, 5.500%, 11/15/17(b)(c) | 2,060 | 2,027 | ||||||
Wal-Mart Stores, Inc., 5.250%, 09/01/35(c) | 492 | 442 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37(c) | 4,505 | 4,684 | ||||||
7,153 | ||||||||
Semiconductors (0.0%) | ||||||||
Amkor Technologies, Inc., 9.250%, 06/01/16, Callable 06/01/11 @ 104.63 | 30 | 23 | ||||||
Software (0.6%) | ||||||||
Intuit, Inc., 5.750%, 03/15/17 | 373 | 325 | ||||||
Oracle Corp., 5.750%, 04/15/18(c) | 2,178 | 2,273 | ||||||
2,598 | ||||||||
Telecommunication Services (4.3%) | ||||||||
AT&T, Inc., 4.950%, 01/15/13 | 1,738 | 1,763 | ||||||
AT&T, Inc., 5.100%, 09/15/14 | 1,548 | 1,553 | ||||||
AT&T, Inc., 6.450%, 06/15/34 | 947 | 853 |
79
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Cisco Systems, Inc., 5.500%, 02/22/16(c) | 1,913 | 2,024 | ||||||
Citizens Communications Co., 9.250%, 05/15/11 | 160 | 162 | ||||||
Comcast Corp., 6.450%, 03/15/37 | 856 | 748 | ||||||
Cricket Communications, Inc., 9.375%, 11/01/14, Callable 11/01/10 @ 104.69 | 75 | 72 | ||||||
Crown Castle International Corp., 9.000%, 01/15/15, Callable 01/15/13 @ 105.62(c) | 65 | 65 | ||||||
Inmarsat Finance II PLC, 10.375%, 11/15/12, Callable 01/15/09 @ 103.46 | 170 | 174 | ||||||
Intelsat Subsidiary Holding Co., Ltd., 8.500%, 01/15/13, Callable 01/15/10 @ 102.13(b) | 265 | 250 | ||||||
MetroPCS Wireless, Inc., 9.250%, 11/01/14, Callable 11/01/10 @ 104.63(b) | 140 | 135 | ||||||
Nordic Telephone Co. Holdings, 8.875%, 05/01/16, Callable 05/01/11 @ 104.44(b) | 75 | 70 | ||||||
NTL Cable PLC, 8.750%, 04/15/14, Callable 04/15/09 @ 104.38 | 175 | 165 | ||||||
Qwest Communications International, Inc., 7.250%, 02/15/11, Callable 02/15/10 @ 100 | 260 | 251 | ||||||
Rogers Wireless, Inc., 7.500%, 03/15/15 | 890 | 922 | ||||||
Sprint Capital Corp., 7.625%, 01/30/11(c) | 320 | 296 | ||||||
Sprint Nextel Corp., 6.000%, 12/01/16 | 35 | 25 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 | 1,266 | 1,292 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 | 1,337 | 1,316 | ||||||
Verizon Communications, Inc., 8.950%, 03/01/39 | 1,422 | 1,634 | ||||||
Verizon Wireless Capital LLC, 5.550%, 02/01/14(b) | 1,714 | 1,716 | ||||||
Vodafone Group PLC, 5.500%, 06/15/11(c) | 2,464 | 2,551 | ||||||
Wind Acquisition Finance SA, 10.750%, 12/01/15, Callable 12/01/10 @ 105.38(b) | 125 | 124 | ||||||
Windstream Corp., 8.625%, 08/01/16, Callable 08/01/11 @ 104.31 | 195 | 192 | ||||||
18,353 | ||||||||
Transportation (1.5%) | ||||||||
Expedia, Inc., 8.500%, 07/01/16, Callable 07/01/12 @ 104.25(b) | 40 | 34 | ||||||
Kansas City Southern de Mexico, 12.500%, 04/01/16, Callable 04/01/13 @ 106.25(b) | 100 | 96 | ||||||
Paccar, Inc., 6.375%, 02/15/12 | 1,752 | 1,815 | ||||||
Union Pacific Corp., 7.875%, 01/15/19 | 3,921 | 4,324 | ||||||
6,269 | ||||||||
Total Corporate Bonds | 213,599 | |||||||
U.S. Government Agency (0.2%) | ||||||||
Freddie Mac (0.2%) | ||||||||
4.050%, 11/17/09 | 700 | 714 | ||||||
Total U.S. Government Agency | 714 | |||||||
U.S. Government Agency Mortgages (22.6%) | ||||||||
Fannie Mae (9.9%) | ||||||||
6.000%, 02/01/23 | 8,403 | 8,807 | ||||||
4.500%, 01/01/24 | 876 | 903 | ||||||
5.000%, 07/01/28 | 6,572 | 6,811 | ||||||
5.000%, 05/01/38 | 24,985 | 25,809 | ||||||
42,330 | ||||||||
Freddie Mac (12.7%) | ||||||||
5.500%, 10/01/22 | 10,992 | 11,475 | ||||||
5.500%, 01/01/24 | 15,471 | 16,148 | ||||||
5.000%, 02/01/24 | 8,188 | 8,499 | ||||||
5.000%, 02/01/24 | 17,245 | 17,901 | ||||||
54,023 | ||||||||
Ginnie Mae (0.0%) | ||||||||
7.000%, 04/15/13 | 95 | 100 | ||||||
7.000%, 08/15/14 | 74 | 78 | ||||||
7.000%, 05/15/31 | 43 | 47 | ||||||
225 | ||||||||
Total U.S. Government Agency Mortgages | 96,578 | |||||||
U.S. Treasury Obligations (19.6%) | ||||||||
U.S. Treasury Bonds (5.5%) | ||||||||
6.875%, 08/15/25 | 12,605 | 18,069 | ||||||
4.375%, 02/15/38 | 4,952 | 5,625 | ||||||
23,694 | ||||||||
80
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Notes (14.1%) | ||||||||
1.375%, 03/15/12 | 5,860 | 5,901 | ||||||
3.125%, 09/30/13(c) | 38,200 | 40,909 | ||||||
4.000%, 08/15/18 | 8,862 | 9,848 | ||||||
3.750%, 11/15/18 | 3,179 | 3,465 | ||||||
60,123 | ||||||||
Total U.S. Treasury Obligations | 83,817 | |||||||
Short-Term Investment (17.2%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(d)(e) | 73,200 | 73,200 | ||||||
Total Short-Term Investment | 73,200 | |||||||
Money Market Fund (1.5%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(e) | 6,333,302 | 6,333 | ||||||
Total Money Market Fund | 6,333 | |||||||
Total Investments (Cost $491,251)(f) — 116.0% | 494,609 | |||||||
Liabilities in excess of other assets — (16.0)% | (68,140 | ) | ||||||
Net Assets — 100.0% | $ | 426,469 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 8.2% of net assets as of March 31, 2009. |
(c) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $71,609. |
(d) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(e) | Affiliate investment. |
(f) | Represents cost for financial reporting purposes. |
MTN | Medium Term Note |
REIT | Real Estate Investment Trust |
Notional | Fixed | Expiration | ||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | Value ($) | |||||||||||||
Emerging Markets CDX Indices, Series 11 | Barclays Bank PLC | 3,985 | 5.00 | 06/20/14 | 208 | |||||||||||||
Emerging Markets CDX Indices, Series 11 | JPMorgan | 4,270 | 5.00 | 06/20/14 | 223 | |||||||||||||
Emerging Markets CDX Indices, Series 11 | Barclays Bank PLC | 4,555 | 5.00 | 06/20/14 | 239 | |||||||||||||
670 | ||||||||||||||||||
Notional | Fixed | Expiration | ||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | Value($) | |||||||||||||
Fixed 10-Year New Zealand, the Fund receives fixed 5.65%, pays 3 month new Zealand Bank Bill Mid (New Zealand) | UBS AG | 282 | 5.65 | 03/30/19 | (2 | ) | ||||||||||||
Fixed 26X1 TIIE, the Fund receives fixed 6.68%, pays 28 day TIIE (Mexico) | JPMorgan | 2,506 | 6.68 | 03/29/11 | 10 | |||||||||||||
Fixed DI 01/02/12, the Fund receives fixed 10.57%, pays CETIP Interbank Dep Rate (Brazil) | Barclays Bank PLC | 1,603 | 10.57 | 01/02/12 | (7 | ) | ||||||||||||
1 | ||||||||||||||||||
81
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Investment Grade Bond Fund — concluded
Contract | ||||||||||||||||||||||||
Amount | Contract | Unrealized | ||||||||||||||||||||||
Delivery | in Local | Value in | Market | Appreciation/ | ||||||||||||||||||||
Currency | Date | Currency | USD($) | Value($) | (Depreciation)($) | |||||||||||||||||||
Short: | ||||||||||||||||||||||||
Australian Dollar | 04/09/09 | 230 | 164 | 160 | 4 | |||||||||||||||||||
Australian Dollar | 04/22/09 | 320 | 205 | 222 | (17 | ) | ||||||||||||||||||
Australian Dollar | 04/22/09 | 331 | 212 | 229 | (17 | ) | ||||||||||||||||||
Australian Dollar | 06/03/09 | 5,496 | 3,523 | 3,804 | (283 | ) | ||||||||||||||||||
Australian Dollar | 06/09/09 | 88 | 57 | 61 | (4 | ) | ||||||||||||||||||
Australian Dollar | 06/09/09 | 1,363 | 875 | 943 | (68 | ) | ||||||||||||||||||
Australian Dollar | 06/09/09 | 165 | 106 | 114 | (8 | ) | ||||||||||||||||||
Australian Dollar | 06/09/09 | 2,561 | 1,641 | 1,772 | (131 | ) | ||||||||||||||||||
Australian Dollar | 06/12/09 | 331 | 214 | 229 | (15 | ) | ||||||||||||||||||
Australian Dollar | 06/12/09 | 331 | 214 | 229 | (15 | ) | ||||||||||||||||||
Australian Dollar | 06/12/09 | 2,273 | 1,467 | 1,572 | (105 | ) | ||||||||||||||||||
Australian Dollar | 06/12/09 | 2,273 | 1,468 | 1,572 | (104 | ) | ||||||||||||||||||
Australian Dollar | 06/16/09 | 163 | 107 | 113 | (6 | ) | ||||||||||||||||||
Australian Dollar | 06/16/09 | 5,245 | 3,447 | 3,629 | (182 | ) | ||||||||||||||||||
Australian Dollar | 06/23/09 | 315 | 214 | 217 | (3 | ) | ||||||||||||||||||
Australian Dollar | 06/23/09 | 626 | 427 | 432 | (5 | ) | ||||||||||||||||||
Australian Dollar | 06/23/09 | 4,747 | 3,240 | 3,281 | (41 | ) | ||||||||||||||||||
Australian Dollar | 06/25/09 | 311 | 215 | 215 | — | |||||||||||||||||||
Australian Dollar | 06/29/09 | 616 | 430 | 426 | 4 | |||||||||||||||||||
Brazilian Real | 06/22/09 | 977 | 424 | 413 | 11 | |||||||||||||||||||
British Pound | 04/20/09 | 145 | 214 | 208 | 6 | |||||||||||||||||||
British Pound | 06/16/09 | 76 | 106 | 109 | (3 | ) | ||||||||||||||||||
British Pound | 06/16/09 | 76 | 106 | 109 | (3 | ) | ||||||||||||||||||
Euro | 05/04/09 | 133 | 169 | 176 | (7 | ) | ||||||||||||||||||
Euro | 06/22/09 | 159 | 217 | 212 | 5 | |||||||||||||||||||
Euro | 06/30/09 | 159 | 215 | 211 | 4 | |||||||||||||||||||
Euro | 06/30/09 | 2,426 | 3,280 | 3,223 | 59 | |||||||||||||||||||
Euro | 05/04/09 | 133 | 169 | 176 | (7 | ) | ||||||||||||||||||
Euro | 07/02/09 | 83 | 110 | 110 | — | |||||||||||||||||||
Israeli Shekel | 05/19/09 | 872 | 210 | 207 | 3 | |||||||||||||||||||
Japanese Yen | 04/08/09 | 38,458 | 410 | 389 | 21 | |||||||||||||||||||
Japanese Yen | 05/18/09 | 18,845 | 210 | 191 | 19 | |||||||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 3,270 | 209 | 228 | (19 | ) | ||||||||||||||||||
Norwegian Krone | 06/24/09 | 1,372 | 214 | 204 | 10 | |||||||||||||||||||
Polish Zloty | 05/13/09 | 747 | 210 | 215 | (5 | ) | ||||||||||||||||||
Polish Zloty | 05/20/09 | 813 | 210 | 234 | (24 | ) | ||||||||||||||||||
Polish Zloty | 05/26/09 | 382 | 105 | 110 | (5 | ) | ||||||||||||||||||
Polish Zloty | 05/26/09 | 385 | 105 | 111 | (6 | ) | ||||||||||||||||||
Turkish Lira | 04/16/09 | 351 | 210 | 211 | (1 | ) | ||||||||||||||||||
Turkish Lira | 04/27/09 | 343 | 205 | 205 | — | |||||||||||||||||||
Turkish Lira | 05/13/09 | 359 | 210 | 214 | (4 | ) | ||||||||||||||||||
Turkish Lira | 05/20/09 | 366 | 210 | 218 | (8 | ) | ||||||||||||||||||
Turkish Lira | 06/24/09 | 368 | 215 | 217 | (2 | ) | ||||||||||||||||||
Total Short Contracts | $ | 26,169 | $ | 27,121 | $ | (952 | ) | |||||||||||||||||
Long: | ||||||||||||||||||||||||
Australian Dollar | 04/09/09 | 230 | 165 | 160 | (5 | ) | ||||||||||||||||||
Australian Dollar | 04/22/09 | 320 | 210 | 222 | 12 | |||||||||||||||||||
Australian Dollar | 04/22/09 | 331 | 210 | 229 | 19 | |||||||||||||||||||
Australian Dollar | 06/03/09 | 5,496 | 3,490 | 3,804 | 314 | |||||||||||||||||||
Australian Dollar | 06/09/09 | 165 | 105 | 114 | 9 | |||||||||||||||||||
Australian Dollar | 06/09/09 | 2,561 | 1,625 | 1,772 | 147 | |||||||||||||||||||
Australian Dollar | 06/09/09 | 88 | 56 | 61 | 5 | |||||||||||||||||||
Australian Dollar | 06/09/09 | 1,363 | 868 | 943 | 75 | |||||||||||||||||||
Australian Dollar | 06/12/09 | 662 | 425 | 458 | 33 | |||||||||||||||||||
Australian Dollar | 06/12/09 | 4,545 | 2,920 | 3,144 | 224 | |||||||||||||||||||
Australian Dollar | 06/16/09 | 163 | 105 | 113 | 8 | |||||||||||||||||||
Australian Dollar | 06/16/09 | 5,245 | 3,385 | 3,627 | 242 | |||||||||||||||||||
Australian Dollar | 06/23/09 | 315 | 215 | 217 | 2 | |||||||||||||||||||
Australian Dollar | 06/23/09 | 626 | 430 | 432 | 2 | |||||||||||||||||||
Australian Dollar | 06/23/09 | 4,747 | 3,245 | 3,281 | 36 | |||||||||||||||||||
Australian Dollar | 06/29/09 | 616 | 430 | 426 | (4 | ) | ||||||||||||||||||
Australian Dollar | 06/25/09 | 311 | 217 | 214 | (3 | ) | ||||||||||||||||||
Brazilian Real | 06/22/09 | 977 | 420 | 413 | (7 | ) | ||||||||||||||||||
British Pound | 04/20/09 | 145 | 210 | 208 | (2 | ) | ||||||||||||||||||
British Pound | 06/16/09 | 152 | 210 | 219 | 9 | |||||||||||||||||||
Euro | 05/04/09 | 133 | 170 | 176 | 6 | |||||||||||||||||||
Euro | 05/04/09 | 133 | 170 | 176 | 6 | |||||||||||||||||||
Euro | 06/22/09 | 159 | 215 | 212 | (3 | ) | ||||||||||||||||||
Euro | 06/30/09 | 80 | 106 | 106 | — | |||||||||||||||||||
Euro | 06/30/09 | 80 | 106 | 106 | — | |||||||||||||||||||
Euro | 06/30/09 | 1,213 | 1,616 | 1,611 | (5 | ) | ||||||||||||||||||
Euro | 06/30/09 | 1,213 | 1,615 | 1,611 | (4 | ) | ||||||||||||||||||
Israeli Shekel | 05/19/09 | 436 | 104 | 103 | (1 | ) | ||||||||||||||||||
Israeli Shekel | 05/19/09 | 436 | 103 | 103 | — | |||||||||||||||||||
Japanese Yen | 04/08/09 | 38,458 | 416 | 389 | (27 | ) | ||||||||||||||||||
Japanese Yen | 05/18/09 | 9,423 | 97 | 95 | (2 | ) | ||||||||||||||||||
Japanese Yen | 05/18/09 | 9,423 | 97 | 95 | (2 | ) | ||||||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 3,270 | 210 | 228 | 18 | |||||||||||||||||||
Norwegian Krone | 06/24/09 | 1,372 | 215 | 204 | (11 | ) | ||||||||||||||||||
Polish Zloty | 05/13/09 | 747 | 196 | 215 | 19 | |||||||||||||||||||
Polish Zloty | 05/20/09 | 813 | 218 | 234 | 16 | |||||||||||||||||||
Polish Zloty | 05/26/09 | 382 | 104 | 109 | 5 | |||||||||||||||||||
Polish Zloty | 05/26/09 | 385 | 105 | 111 | 6 | |||||||||||||||||||
Turkish Lira | 04/16/09 | 351 | 206 | 211 | 5 | |||||||||||||||||||
Turkish Lira | 04/27/09 | 343 | 205 | 205 | — | |||||||||||||||||||
Turkish Lira | 05/13/09 | 359 | 207 | 214 | 7 | |||||||||||||||||||
Turkish Lira | 05/20/09 | 183 | 106 | 109 | 3 | |||||||||||||||||||
Turkish Lira | 05/20/09 | 183 | 106 | 109 | 3 | |||||||||||||||||||
Turkish Lira | 06/24/09 | 368 | 217 | 217 | — | |||||||||||||||||||
Total Long Contracts | $ | 25,851 | $ | 27,006 | $ | 1,155 | ||||||||||||||||||
82
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (92.9%) | ||||||||
Alabama (2.3%) | ||||||||
Alabama Public School & College Authority, Capital Improvements, Ser C, RB, 5.750%, 07/01/17, Callable 07/01/09 @ 101.50 | 3,950 | 4,049 | ||||||
Alabama Water Pollution Control Authority, RB, 5.750%, 08/15/12, Callable 08/15/09 @ 100, AMBAC | 5,205 | 5,270 | ||||||
Auburn University, Ser A, RB, 6.000%, 06/01/16, Callable 06/01/11 @ 100, MBIA | 4,060 | 4,373 | ||||||
Huntsville, Ser A, GO, 5.625%, 05/01/16, Callable 05/01/12 @ 102 | 2,375 | 2,647 | ||||||
Huntsville, Ser A, GO, 5.750%, 05/01/19, Callable 05/01/12 @ 102 | 2,800 | 3,102 | ||||||
19,441 | ||||||||
Alaska (0.9%) | ||||||||
Matunuska-Susitna Boro Alaska Lease, RB, 6.000%, 09/01/32, Callable 09/01/19 @ 100, Assured Guaranty | 7,250 | 7,622 | ||||||
Arizona (1.7%) | ||||||||
Arizona Water Infrastructure Finance Authority, Water Quality, Ser A, RB, 5.625%, 10/01/12, Callable 10/01/09 @ 101 | 3,280 | 3,376 | ||||||
Phoenix, Ser B, GO, 5.000%, 07/01/20, Callable 07/01/17 @ 100 | 8,000 | 8,793 | ||||||
Salt River Project Agricultural Improvement & Power District Electric System, Ser A, RB, 5.000%, 01/01/20, Callable 01/01/18 @ 100 | 2,000 | 2,171 | ||||||
14,340 | ||||||||
California (9.7%) | ||||||||
California Health Facilities Financing Authority, Ser C, RB, 6.250%, 10/01/24, Callable 10/01/18 @ 100 | 3,500 | 3,711 | ||||||
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/33, Callable 10/01/18 @ 100 | 6,500 | 6,776 | ||||||
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/38, Callable 10/01/18 @ 100 | 5,500 | 5,729 | ||||||
California State, GO, 5.750%, 04/01/27, Callable 04/01/19 @ 100 | 7,000 | 7,042 | ||||||
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100 | 24,500 | 25,788 | ||||||
Fresno Unified School District, Ser A, GO, 6.550%, 08/01/20, Callable 02/01/13 @ 103, MBIA | 1,000 | 1,150 | ||||||
Los Angeles California Community College District, Ser A, GO, 6.000%, 08/01/33, Callable 08/01/19 @ 100 | 10,000 | 10,502 | ||||||
Los Angeles California Wastewater System, Ser A, RB, 5.750%, 06/01/34, Callable 06/01/19 @ 100 | 5,000 | 5,149 | ||||||
Orange County, Loma Ridge/Data Center Project, COP, 6.000%, 06/01/21, Prerefunded 06/01/19 @ 100, AMBAC | 1,075 | 1,292 | ||||||
University of California, Ser O, RB, 5.750%, 05/15/27, Callable 05/15/19 @ 100 | 3,000 | 3,177 | ||||||
University of California, Ser O, RB, 5.750%, 05/15/28, Callable 05/15/19 @ 100 | 10,000 | 10,505 | ||||||
80,821 | ||||||||
Colorado (0.9%) | ||||||||
Denver City & County Airport, Ser A, RB, AMT, 5.500%, 11/15/14, Callable 11/15/11 @ 100, FGIC/FSA-CR | 5,000 | 5,071 | ||||||
Douglas County School District No. RE1, Douglas & Ebert Counties, GO, 5.750%, 12/15/20, Callable 12/15/14 @ 100, FGIC/MBIA-RE | 2,540 | 2,846 | ||||||
7,917 | ||||||||
83
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Connecticut (0.2%) | ||||||||
Connecticut State Health & Educational Facilities Authority, Ascension Health Credit Group, Ser B, RB, 3.500%, 11/15/29, Mandatory Put 02/01/12 @ 100 | 1,500 | 1,504 | ||||||
District of Columbia (3.6%) | ||||||||
District of Columbia, Income Tax, Ser A, RB, 5.250%, 12/01/26, Callable 12/01/19 @ 100 | 12,365 | 12,772 | ||||||
District of Columbia, Income Tax, Ser A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100 | 8,000 | 8,267 | ||||||
District of Columbia, Income Tax, Ser B, RB, 5.000%, 12/01/25, Callable 12/01/19 @ 100 | 3,605 | 3,665 | ||||||
District of Columbia, Income Tax, Ser B, RB, 5.250%, 12/01/29, Callable 12/01/19 @ 100 | 5,000 | 5,085 | ||||||
29,789 | ||||||||
Florida (9.6%) | ||||||||
Brevard County Utility Authority, RB, 5.250%, 03/01/13, Callable 03/01/12 @ 100, FGIC/MBIA-RE | 1,000 | 1,077 | ||||||
Brevard County Utility Authority, RB, 5.250%, 03/01/14, Callable 03/01/12 @ 100, FGIC/MBIA-RE | 1,000 | 1,073 | ||||||
Broward County School Board, Ser A, COP, 5.000%, 07/01/16, FSA | 5,000 | 5,375 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, GO, 9.125%, 06/01/14, ETM | 950 | 1,251 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser B, GO, 5.250%, 06/01/11, Callable 06/01/09 @ 100 | 1,000 | 1,006 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser B, GO, 5.375%, 06/01/18, Callable 06/01/12 @ 101, FGIC/MBIA-RE | 2,130 | 2,285 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser D, GO, 5.375%, 06/01/15, Callable 06/01/12 @ 100 | 1,535 | 1,675 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser D, GO, 5.625%, 06/01/15, Callable 06/01/10 @ 101 | 1,235 | 1,303 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser D, GO, 5.000%, 06/01/21, Callable 06/01/18 @ 101 | 5,635 | 6,005 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser D, GO, 5.000%, 06/01/21, Callable 06/01/15 @ 101 | 3,000 | 3,147 | ||||||
Florida State Board of Education, Lottery, Ser A, RB, 5.375%, 07/01/15, Callable 07/01/12 @ 101, FGIC | 3,500 | 3,690 | ||||||
Florida State Board of Education, Lottery, Ser A, RB, 5.000%, 07/01/18 | 2,000 | 2,065 | ||||||
Florida State Board of Education, Lottery, Ser A, RB, 5.000%, 07/01/19, Callable 07/01/18 @ 101 | 4,550 | 4,639 |
84
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Florida—continued | ||||||||
Florida State Department of Transportation, GO, 5.000%, 07/01/18, Callable 07/01/12 @ 101 | 8,840 | 9,272 | ||||||
Florida State Division of Bond Finance, Department of Environmental Protection & Preservation, Ser 2000-A, RB, 5.375%, 07/01/11, Callable 07/01/09 @ 101, FGIC | 2,130 | 2,171 | ||||||
Florida State Municipal Power Agency, Ser A, RB, 5.250%, 10/01/19, FSA-CR | 3,000 | 3,325 | ||||||
Florida State Municipal Power Agency, Ser A, RB, 5.250%, 10/01/23, Callable 10/01/18 @ 100, AGC-ICC | 10,560 | 10,960 | ||||||
Jacksonville Sales Tax, RB, 5.500%, 10/01/13, Callable 10/01/11 @ 100, AMBAC | 1,435 | 1,544 | ||||||
Jacksonville Sales Tax, RB, 5.500%, 10/01/14, Callable 10/01/11 @ 100, AMBAC | 1,200 | 1,292 | ||||||
Jacksonville Sales Tax, RB, 5.500%, 10/01/15, Callable 10/01/11 @ 100, AMBAC | 1,550 | 1,668 | ||||||
Lee County Memorial Health Systems Hospital, Ser A, RB, 5.750%, 04/01/15, Callable 04/01/12 @ 100, FSA | 1,000 | 1,069 | ||||||
Lee County Transportation Facility Authority, Ser A, RB, 5.500%, 10/01/13, Callable 10/01/11 @ 100, AMBAC | 2,000 | 2,153 | ||||||
Miami-Dade County Water & Sewer, Ser C, RB, 5.000%, 10/01/12, BHAC | 2,535 | 2,790 | ||||||
Orlando Utilities Commission, RB, 5.250%, 10/01/19, Callable 10/01/11 @ 101 | 2,500 | 2,640 | ||||||
Palm Beach County School Board, Ser B, COP, 5.000%, 08/01/25, Mandatory Put 08/01/11 @ 100, FGIC | 3,000 | 3,038 | ||||||
Polk County School District Sales Tax Authority, RB, 5.250%, 10/01/15, Callable 10/01/14 @ 100, FSA | 2,000 | 2,211 | ||||||
Tampa Sales Tax Authority, Ser A, RB, 5.375%, 10/01/14, Callable 10/01/11 @ 101, AMBAC | 1,640 | 1,775 | ||||||
80,499 | ||||||||
Georgia (0.6%) | ||||||||
Carroll County, GO, 4.500%, 07/01/10, Assured Guaranty | 2,500 | 2,613 | ||||||
Georgia State, Ser B, GO, 5.000%, 07/01/17, Callable 07/01/15 @ 100 | 2,000 | 2,253 | ||||||
4,866 | ||||||||
Illinois (6.3%) | ||||||||
Chicago Transit Authority, Capital Grant Receipts, Ser A, RB, 5.250%, 06/01/23, Callable 06/01/18 @ 100, Assured Guaranty | 5,000 | 5,270 | ||||||
Grundy Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/21, Callable 10/15/18 @ 100, Assured Guaranty | 8,600 | 9,607 | ||||||
Illinois State Sales Tax, First Ser, RB, 5.000%, 06/15/22, Callable 06/15/13 @ 100 | 13,975 | 14,576 | ||||||
Illinois State Sales Tax, Ser X, RB, 5.500%, 06/15/13, Callable 06/15/09 @ 100 | 3,390 | 3,415 | ||||||
Illinois State Toll Highway Authority, RB, 5.000%, 01/01/19, Callable 07/01/15 @ 100, FSA | 6,400 | 6,787 | ||||||
Illinois State Toll Highway Authority, Ser A, RB, 5.000%, 01/01/18, Callable 07/01/15 @ 100, FSA | 7,460 | 7,996 | ||||||
Illinois State Toll Highway Authority, Ser A-1, RB, 5.000%, 01/01/20, Callable 07/01/16 @ 100, FSA | 2,500 | 2,645 | ||||||
University of Illinois, Auxiliary Facilities System, Ser A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100 | 2,000 | 2,069 | ||||||
52,365 | ||||||||
85
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Indiana (1.6%) | ||||||||
Indiana Health Facility Financing Authority, Ascension Health Credit Group, Ser A-1, RB, 3.625%, 11/15/36, Mandatory Put 08/01/11 @ 100 | 13,000 | 13,084 | ||||||
Maryland (2.5%) | ||||||||
Maryland State & Local Facilities, Second Ser, GO, 5.000%, 07/15/09 | 8,055 | 8,161 | ||||||
Maryland State & Local Facilities, Second Ser, GO, 5.000%, 08/01/18, Callable 08/01/13 @ 100 | 7,005 | 7,568 | ||||||
Maryland State Department of Transportation, Consolidated Transportation, RB, 5.000%, 05/01/17, Callable 05/01/14 @ 100 | 4,500 | 4,873 | ||||||
20,602 | ||||||||
Massachusetts (5.2%) | ||||||||
Massachusetts State Water Resources Authority, Ser B, RB, 5.000%, 08/01/22, Callable 08/01/19 @ 100 | 1,400 | 1,518 | ||||||
Massachusetts State, Consolidated Lien, Ser C, GO, 5.000%, 09/01/18, Callable 09/01/15 @ 100 | 5,310 | 5,827 | ||||||
Massachusetts State, Ser A, GO, 5.250%, 08/01/20, FSA | 9,530 | 10,956 | ||||||
Massachusetts State, Ser B, GO, 5.250%, 08/01/21 | 15,000 | 17,069 | ||||||
Massachusetts State, Ser B, GO, 5.250%, 08/01/21, IBC/MBIA-RE | 7,000 | 7,966 | ||||||
43,336 | ||||||||
Michigan (1.0%) | ||||||||
Detroit Sewer Disposal System, Senior Lien, Ser C, RB, 5.000%, 07/01/18, Callable 07/01/16 @ 100, FGIC/AGC-ICC | 2,500 | 2,559 | ||||||
Kent Hospital Finance Authority, Spectrum Health, Ser A, RB, 5.000%, 01/15/47, Mandatory Put 01/15/12 @ 100 | 2,500 | 2,551 | ||||||
Michigan Municipal Bond Authority, Clean Water State Revolving Fund, RB, 5.375%, 10/01/17, Callable 10/01/12 @ 100 | 3,300 | 3,608 | ||||||
8,718 | ||||||||
New Jersey (6.2%) | ||||||||
Garden State Preservation Trust, Open Space & Farmland Preservation, Ser A, RB, 5.800%, 11/01/18, Callable 11/01/15 @ 100, FSA | 8,000 | 9,226 | ||||||
Garden State Preservation Trust, Open Space & Farmland Preservation, Ser A, RB, 5.800%, 11/01/20, Callable 11/01/15 @ 100, FSA | 10,000 | 11,384 | ||||||
New Jersey Economic Development Authority, School Facility Construction, Ser T-3, RB, 5.000%, 09/01/20, Mandatory Put 09/01/14 @ 100, FSA | 5,000 | 5,521 | ||||||
New Jersey Sports & Exposition Authority, Ser B, RB, 5.000%, 09/01/16 | 7,000 | 7,625 | ||||||
New Jersey State Transportation Trust Fund Authority, Ser A, RB, 5.875%, 12/15/38, Callable 12/15/18 @ 100 | 5,525 | 5,742 | ||||||
New Jersey State Transportation Trust Fund Authority, Ser A, RB, 6.000%, 12/15/38, Callable 12/15/18 @ 100 | 11,835 | 12,410 | ||||||
51,908 | ||||||||
New York (12.5%) | ||||||||
Buffalo School Improvements, Ser D, GO, 5.500%, 12/15/14, Callable 12/15/11 @ 100, FGIC/MBIA-RE | 1,075 | 1,139 | ||||||
New York City Municipal Water Finance Authority Water & Sewer System, Ser A, RB, 5.750%, 06/15/40, Callable 06/15/18 @ 100 | 15,485 | 16,303 |
86
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
New York—continued | ||||||||
New York City Transitional Finance Authority, Building Aid, Ser S-2, RB, 6.000%, 07/15/38, Callable 07/15/18 @ 100, State Aid Withholding | 7,500 | 7,720 | ||||||
New York City Transitional Finance Authority, Future Tax, Ser A, RB, 5.500%, 11/01/26, Callable 11/01/11 @ 100 | 2,000 | 2,112 | ||||||
New York State Dormitory Authority, State Personal Income Tax, Ser A, RB, 5.000%, 03/15/20, Callable 03/15/18 @ 100 | 5,570 | 6,000 | ||||||
New York State Dormitory Authority, State Personal Income Tax, Ser C, RB, 5.000%, 12/15/26, Callable 12/15/16 @ 100 | 10,000 | 10,133 | ||||||
New York State Thruway Authority, Highway & Bridge Trust Fund, Ser B, RB, 5.000%, 04/01/20, Callable 10/01/17 @ 100 | 10,645 | 11,256 | ||||||
New York State Thruway Authority, Second General Highway & Bridge Trust Fund, Ser A-1, RB, 5.000%, 04/01/25, Callable 04/01/19 @ 100 | 5,000 | 5,038 | ||||||
New York State Thruway Authority, Second General Highway & Bridge Trust Fund, Ser B, RB, 5.000%, 04/01/23, Callable 10/01/18 @ 100 | 3,415 | 3,470 | ||||||
New York State Urban Development Corporation, Ser D, RB, 5.000%, 01/01/16 | 14,000 | 15,235 | ||||||
Tobacco Settlement Financing Corp., Ser A-1, RB, 5.250%, 06/01/13, Callable 06/01/09 @ 100 | 4,445 | 4,451 | ||||||
Tobacco Settlement Financing Corp., Ser A-1, RB, 5.500%, 06/01/14, Callable 06/01/09 @ 100 | 3,750 | 3,759 | ||||||
Tobacco Settlement Financing Corp., Ser B-1C, RB, 5.250%, 06/01/12, Callable 06/01/09 @ 100 | 1,995 | 1,998 | ||||||
Triborough Bridge & Tunnel Authority, Ser B, RB, 5.250%, 11/15/17, Callable 11/15/12 @ 100 | 11,000 | 11,929 | ||||||
Triborough Bridge & Tunnel Authority, Ser C, RB, 5.000%, 11/15/20, Callable 11/15/18 @ 100 | 3,780 | 4,080 | ||||||
104,623 | ||||||||
North Carolina (0.4%) | ||||||||
North Carolina State, GO, 5.000%, 05/01/16, Callable 05/01/13 @ 100 | 3,500 | 3,806 | ||||||
Oregon (1.9%) | ||||||||
Portland Community College District, GO, 5.000%, 06/15/19 | 3,455 | 3,909 | ||||||
Portland Community College District, GO, 5.000%, 06/15/23, Callable 06/15/19 @ 100 | 11,495 | 12,346 | ||||||
16,255 | ||||||||
Pennsylvania (3.4%) | ||||||||
Allegheny County Hospital Development Authority, University Pittsburgh Medical Center, Ser B, RB, 5.000%, 06/15/18, Callable 06/15/14 @ 100 | 5,000 | 5,066 | ||||||
Easton Area School District, Ser 2006, GO, 7.750%, 04/01/25, Callable 04/01/16 @ 100, FSA | 8,790 | 10,477 | ||||||
Pennsylvania State, Second Ser, GO, 5.000%, 01/01/22, Callable 01/01/16 @ 100 | 2,000 | 2,139 | ||||||
University of Pittsburgh, Commonwealth System of Higher Education, Ser B, RB, 5.500%, 09/15/23, Callable 03/15/19 @ 100, General Obligation of University | 7,500 | 8,090 |
87
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pennsylvania—continued | ||||||||
University of Pittsburgh, Commonwealth System of Higher Education, Ser B, RB, 5.500%, 09/15/24, Callable 03/15/19 @ 100, General Obligation of University | 2,500 | 2,676 | ||||||
28,448 | ||||||||
South Carolina (0.3%) | ||||||||
South Carolina State Public Service Authority, Ser A, RB, 5.000%, 01/01/17, Callable 01/01/14 @ 100, FSA | 2,300 | 2,468 | ||||||
Tennessee (0.6%) | ||||||||
Metropolitan Government Nashville & Davidson County Health & Educational Facilities, Vanderbilt University, Ser B, RB, 5.500%, 10/01/29, Callable 10/01/19 @ 100, General Obligation of University | 5,000 | 5,227 | ||||||
Texas (15.0%) | ||||||||
Austin Texas Water & Wastewater System, Ser A, RB, 5.000%, 11/15/27, Callable 11/15/19 @ 100 | 10,000 | 10,106 | ||||||
Corpus Christi Independent School District, School Building, GO, 5.000%, 08/15/18 | 6,435 | 7,064 | ||||||
Corpus Christi Independent School District, School Building, GO, 5.000%, 08/15/20, Callable 08/15/19 @ 100 | 5,000 | 5,377 | ||||||
Corpus Christi Independent School District, School Building, GO, 5.000%, 08/15/23, Callable 08/15/19 @ 100 | 6,365 | 6,621 | ||||||
Dallas Civic Center Convention Complex, Refunding & Improvement, RB, 5.000%, 08/15/22, Callable 08/15/19 @ 100, Assured Guaranty | 7,030 | 7,134 | ||||||
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD | 6,000 | 6,655 | ||||||
Dallas, GO, 5.000%, 02/15/18, Callable 05/13/09 @ 100 | 5,000 | 5,007 | ||||||
Garland Texas, Ser A, GO, 5.000%, 02/15/22, Callable 02/15/18 @ 100 | 4,265 | 4,510 | ||||||
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Ser B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100 | 4,050 | 4,200 | ||||||
Lewisville Independent School District, School Building, GO, 5.000%, 08/15/18 | 2,000 | 2,214 | ||||||
Lewisville Independent School District, School Building, GO, 5.000%, 08/15/22, Callable 02/15/19 @ 100 | 2,000 | 2,163 | ||||||
Lower Colorado River Authority, Ser A, RB, 5.875%, 05/15/15, Callable 05/15/09 @ 101, FSA | 5,500 | 5,578 | ||||||
North Harris County Regional Water Authority, RB, 5.250%, 12/15/18, Callable 12/15/14 @ 100, MBIA | 2,690 | 2,893 | ||||||
North Texas Tollway Authority, Ser H, RB, 5.000%, 01/01/42, Mandatory Put 01/01/13 @ 100 | 10,000 | 10,226 | ||||||
North Texas Tollway Authority, Ser L-2, RB, 6.000%, 01/01/38, Mandatory Put 01/01/13 @ 100 | 10,000 | 10,556 | ||||||
Plano Independent School District, Ser A, GO, 5.000%, 02/15/28, Callable 02/15/18 @ 100 | 3,500 | 3,583 | ||||||
San Antonio Electric & Gas, Ser A, RB, 5.250%, 02/01/25, Callable 02/01/19 @ 100 | 5,000 | 5,222 | ||||||
Texas State Transportation Commission, RB, 5.000%, 04/01/24, Callable 04/01/17 @ 100 | 7,000 | 7,336 | ||||||
Texas State University Systems Financing, RB, 5.000%, 03/15/18, Callable 03/15/15 @ 100, FSA | 5,035 | 5,429 |
88
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Investment Grade Tax-Exempt Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Texas—continued | ||||||||
Texas Tech University, Refunding & Improvement, Twelfth Ser, RB, 5.000%, 02/15/20, Callable 02/15/19 @ 100 | 3,000 | 3,172 | ||||||
Texas Tech University, Refunding & Improvement, Twelfth Ser, RB, 5.000%, 02/15/21, Callable 02/15/19 @ 100 | 2,205 | 2,299 | ||||||
Texas Tech University, Refunding & Improvement, Twelfth Ser, RB, 5.000%, 02/15/24, Callable 02/15/19 @ 100 | 2,000 | 2,036 | ||||||
University of Houston, RB, 5.000%, 02/15/20, Callable 02/15/19 @ 100 | 2,200 | 2,387 | ||||||
University of Houston, RB, 5.000%, 02/15/25, Callable 02/15/19 @ 100 | 3,235 | 3,318 | ||||||
125,086 | ||||||||
Virginia (1.0%) | ||||||||
Virginia College Building Authority Educational Facilities, 21st Century College & Equipments, Ser A, RB, 5.000%, 02/01/21, Callable 02/01/14 @ 100 | 8,225 | 8,700 | ||||||
Washington (3.5%) | ||||||||
Energy Northwest Electric, Ser B, RB, 6.000%, 07/01/17, Callable 07/01/12 @ 100, MBIA | 2,450 | 2,715 | ||||||
King County, GO, 5.000%, 01/01/28, Callable 01/01/19 @ 100 | 10,260 | 10,330 | ||||||
Pierce County School District No. 10, Tacoma, GO, 5.000%, 12/01/16, Callable 12/01/13 @ 100, FGIC/MBIA-RE | 5,200 | 5,696 | ||||||
Seattle Municipal Light & Power, RB, 5.000%, 04/01/10 | 2,160 | 2,249 | ||||||
Washington State, Ser A, GO, 5.000%, 07/01/20, Callable 07/01/15 @ 100, FSA | 7,700 | 8,272 | ||||||
29,262 | ||||||||
West Virginia (2.0%) | ||||||||
West Virginia School Building Authority, Excess Lottery, RB, 5.250%, 07/01/20, Callable 07/01/18 @ 100 | 5,000 | 5,516 | ||||||
West Virginia School Building Authority, Excess Lottery, RB, 5.250%, 07/01/21, Callable 07/01/18 @ 100 | 5,520 | 6,022 | ||||||
West Virginia School Building Authority, Excess Lottery, RB, 5.250%, 07/01/22, Callable 07/01/18 @ 100 | 4,810 | 5,193 | ||||||
16,731 | ||||||||
Total Municipal Bonds | 777,418 | |||||||
Money Market Funds (14.4%) | ||||||||
Federated Tax-Free Obligations Fund | 60,272,894 | 60,273 | ||||||
SEI Tax Exempt Trust, Institutional Tax Free Fund | 60,000,000 | 60,000 | ||||||
Total Money Market Funds | 120,273 | |||||||
Total Investments (Cost $882,525)(a) — 107.3% | 897,691 | |||||||
Liabilities in excess of other assets — (7.3)% | (61,277 | ) | ||||||
Net Assets — 100.0% | $ | 836,414 | ||||||
(a) | Represents cost for financial reporting purposes. |
AGC-ICC | Secondarily guaranteed by Assured Guaranty Corporation | |
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | Alternative Minimum Tax Paper | |
BHAC | Security guaranteed by Berkshire Hathaway Assurance Corporation | |
COP | Certificate of Participation | |
ETM | Escrowed to Maturity | |
FGIC | Security guaranteed by Financial Guaranty Insurance Company | |
FSA | Security guaranteed by Financial Security Assurance | |
FSA-CR | Security has been secondarily guaranteed by FSA | |
GO | General Obligation | |
IBC | Insurance Bond Certificate | |
MBIA | Security guaranteed by Municipal Bond Insurance Association | |
MBIA-RE | Reinsurance provided by MBIA | |
PSF-GTD | Security guaranteed by Permanent School Fund Guarantee Program | |
RB | Revenue Bond |
89
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (32.6%) | ||||||||
Automobiles ABS (9.2%) | ||||||||
Capital Auto Receivables Asset Trust, Ser 2007-SN1, Cl A4, 0.656%, 02/15/11(a) | 2,000 | 1,794 | ||||||
Harley-Davidson Motorcycle Trust, Ser 2006-3, Cl A3, 5.240%, 01/15/12 | 1,027 | 1,022 | ||||||
2,816 | ||||||||
Diversified Financial Services (21.7%) | ||||||||
College Loan Corporation Trust, Ser 2003-2, Cl A3, 1.359%, 07/25/13(a) | 339 | 339 | ||||||
Collegiate Funding Services Education Loan Trust, Ser 2005-A, Cl A2, 1.322%, 12/28/21(a) | 1,391 | 1,353 | ||||||
Goal Capital Funding Trust, Ser 2006-1, Cl A1, 1.249%, 08/25/20(a) | 518 | 509 | ||||||
Nelnet Student Loan Trust, Ser 2005-3, Cl A, 1.277%, 06/22/17(a) | 1,573 | 1,547 | ||||||
Pennsylvania Higher Education Assistance, Ser 2005-1, Cl A1, 1.189%, 07/25/16(a) | 986 | 986 | ||||||
SLC Student Loan Trust, Ser 2006-1, Cl A3, 1.350%, 09/15/17(a) | 2,000 | 1,950 | ||||||
6,684 | ||||||||
Home Equity ABS (1.7%) | ||||||||
Guarantor Trust, Ser 2002-T10, Cl A1, 0.762%, 06/25/32(a) | 638 | 534 | ||||||
Total Asset-Backed Securities | 10,034 | |||||||
Collateralized Mortgage Obligations (14.7%) | ||||||||
Chase Commercial Mortgage Securities Corp., Ser 2000-2, Cl A1, 7.543%, 07/15/32 | 237 | 236 | ||||||
Fannie Mae, Ser 2003-121, Cl FC, 0.922%, 02/25/28(a) | 293 | 290 | ||||||
Fannie Mae, Ser 2003-29, Cl FP, 0.822%, 05/25/28(a) | 910 | 908 | ||||||
Fannie Mae, Ser 2003-8, Cl FB, 0.872%, 03/25/16(a) | 2,007 | 2,001 | ||||||
Freddie Mac, Ser 2630, Cl FJ, 0.906%, 06/15/18(a) | 536 | 533 | ||||||
Freddie Mac, Ser 2885, Cl PB, 4.500%, 08/15/14 | 268 | 268 | ||||||
Superannuation Members Home Loans Global Fund, Ser 4A, Cl A, 1.618%, 10/09/29(a) | 355 | 309 | ||||||
Total Collateralized Mortgage Obligations | 4,545 | |||||||
Money Market Fund (52.7%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(b) | 16,237,070 | 16,237 | ||||||
Total Money Market Fund | 16,237 | |||||||
Total Investments (Cost $31,238)(c) — 100.0% | 30,816 | |||||||
Other assets in excess of liabilities — 0.0% | 10 | |||||||
Net Assets — 100.0% | $ | 30,826 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Affiliate investment. |
(c) | Represents cost for financial reporting purposes. |
90
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (0.7%) | ||||||||
Atlantic City Electric Transition Funding LLC, Ser 2002-1, Cl A4, 5.550%, 10/20/21 | 165 | 172 | ||||||
CenterPoint Energy Transition Bond Co. LLC, Ser 2005-A, Cl A2, 4.970%, 08/01/14 | 189 | 197 | ||||||
Total Asset-Backed Securities | 369 | |||||||
Collateralized Mortgage Obligations (7.3%) | ||||||||
CS First Boston Mortgage Securities Corp., Ser 2001-CK1, Cl A3, 6.380%, 12/18/35 | 520 | 512 | ||||||
Fannie Mae, Ser 2004-17, Cl CJ, 4.000%, 04/25/19 | 507 | 523 | ||||||
Freddie Mac, Ser 2688, Cl DG, 4.500%, 10/15/23 | 1,000 | 1,061 | ||||||
Freddie Mac, Ser 3349, Cl HE, 5.500%, 07/15/36 | 814 | 855 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A3, 5.643%, 11/15/30(a) | 777 | 681 | ||||||
Total Collateralized Mortgage Obligations | 3,632 | |||||||
U.S. Government Agency Mortgages (88.1%) | ||||||||
Fannie Mae (57.1%) | ||||||||
6.000%, 04/19/16 | 3,000 | 3,140 | ||||||
5.500%, 12/01/16 | 1,812 | 1,903 | ||||||
6.000%, 06/01/22 | 196 | 205 | ||||||
5.500%, 11/01/23 | 5,446 | 5,684 | ||||||
5.500%, 05/01/26 | 2,021 | 2,107 | ||||||
5.000%, 11/01/28 | 1,894 | 1,963 | ||||||
5.000%, 11/01/33 | 4,805 | 4,963 | ||||||
6.000%, 04/01/36 | 496 | 518 | ||||||
6.500%, 10/01/37 | 4,078 | 4,301 | ||||||
6.500%, 05/13/38 | 1,513 | 1,587 | ||||||
6.500%, 01/13/39 | 1,946 | 2,059 | ||||||
28,430 | ||||||||
Freddie Mac (23.3%) | ||||||||
5.500%, 12/01/22 | 3,605 | 3,763 | ||||||
4.500%, 04/17/23 | 1,900 | 1,955 | ||||||
5.000%, 02/01/24 | 2,949 | 3,061 | ||||||
5.500%, 08/01/28 | 2,723 | 2,836 | ||||||
11,615 | ||||||||
Ginnie Mae (7.7%) | ||||||||
6.500%, 08/15/36 | 982 | 1,032 | ||||||
5.500%, 07/15/38 | 2,709 | 2,823 | ||||||
3,855 | ||||||||
Total U.S. Government Agency Mortgages | 43,900 | |||||||
Money Market Fund (12.7%) | ||||||||
RidgeWorth Institutional U.S. Government Securities Money Market Fund(b) | 6,307,525 | 6,308 | ||||||
Total Money Market Fund | 6,308 | |||||||
Total Investments (Cost $52,712)(c) — 108.8% | 54,209 | |||||||
Liabilities in excess of other assets — (8.8)% | (4,375 | ) | ||||||
Net Assets — 100.0% | $ | 49,834 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Affiliate investment. |
(c) | Represents cost for financial reporting purposes. |
91
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (95.6%) | ||||||||
Maryland (94.8%) | ||||||||
Anne Arundel County Special Obligation, Arundel Mills Project, RB, 5.125%, 07/01/22, Callable 07/01/14 @ 100, County Guaranteed | 1,000 | 1,066 | ||||||
Baltimore County, Catholic Health Initiatives, Ser A, RB, 5.000%, 09/01/21, Callable 09/01/16 @ 100 | 550 | 555 | ||||||
Baltimore Sewer Improvement, Wastewater Projects, Ser C, RB, 5.000%, 07/01/22, Callable 07/01/16 @ 100, AMBAC | 1,000 | 1,038 | ||||||
Baltimore, Ser A, GO, 5.000%, 10/15/27, Callable 10/15/18 @ 100, FSA | 500 | 515 | ||||||
Charles County, GO, 5.000%, 03/01/16 | 1,000 | 1,148 | ||||||
Frederick County, GO, 5.000%, 12/01/15 | 1,075 | 1,239 | ||||||
Frederick, GO, 5.000%, 03/01/27, Callable 03/01/19 @ 100 | 500 | 522 | ||||||
Frederick, Ser A, GO, 5.000%, 03/01/34, Callable 03/01/19 @ 100 | 750 | 756 | ||||||
Harford County, GO, 5.000%, 07/15/25, Callable 07/15/15 @ 100 | 1,000 | 1,043 | ||||||
Howard County, GO, 5.000%, 02/15/15 | 1,000 | 1,146 | ||||||
Maryland, GO, 5.000%, 02/15/19, Callable 02/15/15 @ 100 | 1,000 | 1,097 | ||||||
Maryland Community Development Administration, Department of Housing & Community Development, RB, AMT, 5.000%, 09/01/27, Callable 03/01/17 @ 100 | 1,000 | 926 | ||||||
Maryland Community Development Administration, Department of Housing & Community Development, Ser F, RB, 5.700%, 09/01/28, Callable 11/01/18 @ 100 | 300 | 307 | ||||||
Maryland Economic Development Corp., Department of Transportation Headquarters, RB, 5.375%, 06/01/19, Callable 06/01/12 @ 100.50 | 1,000 | 1,074 | ||||||
Maryland Economic Development Corp., Student Housing, Towson University Project, Ser A, RB, 5.250%, 07/01/37, Callable 07/01/17 @ 100 | 500 | 317 | ||||||
Maryland Economic Development Corp., University of Maryland College Park Project, RB, 5.750%, 06/01/18, Prerefunded 06/01/13 @ 100 | 475 | 553 | ||||||
Maryland Health & Higher Educational Facilities Authority, Board of Child Care, RB, 5.500%, 07/01/13, Callable 07/01/12 @ 100 | 500 | 532 | ||||||
Maryland Health & Higher Educational Facilities Authority, Calvert Health System, RB, 5.500%, 07/01/36, Callable 07/01/14 @ 100 | 1,000 | 872 | ||||||
Maryland Health & Higher Educational Facilities Authority, Catholic Health Initiatives, Ser A, RB, 6.000%, 12/01/24, Callable 06/01/10 @ 101, ETM | 250 | 266 | ||||||
Maryland Health & Higher Educational Facilities Authority, Goucher College, RB, 5.375%, 07/01/25, Callable 07/01/14 @ 100 | 565 | 547 | ||||||
Maryland Health & Higher Educational Facilities Authority, Johns Hopkins University, Ser A, RB, 5.250%, 07/01/38, Callable 07/01/18 @ 100 | 1,250 | 1,274 | ||||||
Maryland Health & Higher Educational Facilities Authority, Lifebridge Health, RB, 5.000%, 07/01/22, Callable 07/01/17 @ 100, Assured Guaranty | 300 | 304 | ||||||
Maryland Health & Higher Educational Facilities Authority, Lifebridge Health, RB, 5.000%, 07/01/28, Callable 07/01/17 @ 100, Assured Guaranty | 500 | 479 | ||||||
Maryland Health & Higher Educational Facilities Authority, Lifebridge Health, Ser A, RB, 5.125%, 07/01/34, Prerefunded 07/01/14 @ 100 | 1,000 | 1,138 |
92
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Maryland—continued | ||||||||
Maryland Health & Higher Educational Facilities Authority, Peninsula Regional Medical Center, RB, 5.000%, 07/01/20, Callable 07/01/16 @ 100 | 700 | 685 | ||||||
Maryland Health & Higher Educational Facilities Authority, Peninsula Regional Medical Center, RB, 5.000%, 07/01/26, Callable 07/01/16 @ 100 | 500 | 448 | ||||||
Maryland Health & Higher Educational Facilities Authority, Western Maryland Health System, Ser A, RB, 5.000%, 07/01/15, MBIA/FHA | 1,000 | 1,034 | ||||||
Maryland State Transportation Authority, Grant & Revenue Anticipation, RB, 5.250%, 03/01/18 | 500 | 583 | ||||||
Maryland State Transportation Authority, Grant & Revenue Anticipation, RB, 5.000%, 03/01/19, Callable 03/01/17 @ 100 | 500 | 559 | ||||||
Maryland State Transportation Authority, Grant & Revenue Anticipation, RB, 5.250%, 03/01/20, Callable 03/01/19 @ 100 | 750 | 860 | ||||||
Maryland State Transportation Authority, RB, 5.000%, 07/01/22, Callable 07/01/17 @ 100, FSA | 1,000 | 1,082 | ||||||
Maryland State Transportation Authority, Transportation Facilities Project, RB, 5.000%, 07/01/23, Callable 07/01/18 @ 100 | 1,000 | 1,075 | ||||||
Montgomery County Economic Development, Trinity Health Care Group, RB, 5.500%, 12/01/16, Callable 12/01/11 @ 100 | 1,000 | 1,081 | ||||||
Montgomery County Housing Opportunities Commission, Ser A, RB, 4.450%, 07/01/17, Callable 01/01/11 @ 100 | 75 | 76 | ||||||
Montgomery County Housing Opportunities Commission, Ser A, RB, 6.000%, 07/01/20, Callable 07/01/10 @ 100 | 1,020 | 1,035 | ||||||
Montgomery County Revenue Authority, Lease, College Arts Center Project, Ser A, RB, 5.000%, 05/01/28, Callable 05/01/15 @ 100 | 1,000 | 977 | ||||||
Montgomery County Revenue Authority, Transportation Fund Lease, Ser A, RB, 5.125%, 11/01/29, Callable 11/01/18 @ 100 | 250 | 254 | ||||||
Northeast Waste Disposal Authority, Solid Waste Revenue, RB, AMT, 5.500%, 04/01/11 | 220 | 227 | ||||||
Talbot County, GO, 5.375%, 03/15/17, Callable 03/15/12 @ 101 | 1,000 | 1,091 | ||||||
29,781 | ||||||||
Puerto Rico (0.8%) | ||||||||
Puerto Rico Commonwealth, Ser A, GO, 5.500%, 07/01/19, MBIA | 250 | 238 | ||||||
Total Municipal Bonds | 30,019 | |||||||
Money Market Funds (3.7%) | ||||||||
Federated Maryland Municipal Cash Trust | 665,602 | 666 | ||||||
Federated Tax-Free Obligations Fund | 496,828 | 497 | ||||||
Total Money Market Funds | 1,163 | |||||||
Total Investments (Cost $30,756)(a) — 99.3% | 31,182 | |||||||
Other assets in excess of liabilities — 0.7% | 235 | |||||||
Net Assets — 100.0% | $ | 31,417 | ||||||
(a) | Represents cost for financial reporting purposes. |
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | Alternative Minimum Tax Paper | |
ETM | Escrowed to Maturity | |
FHA | Security guaranteed by Federal Housing Administration | |
FSA | Security guaranteed by Financial Security Assurance | |
GO | General Obligation | |
MBIA | Security guaranteed by Municipal Bond Insurance Association | |
RB | Revenue Bond |
93
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (97.6%) | ||||||||
North Carolina (95.8%) | ||||||||
Appalachian State University, Procurement Services Building, RB, 5.000%, 07/15/30, Callable 07/15/15 @ 100, MBIA | 500 | 480 | ||||||
Cape Fear Public Utility Authority, Water & Sewer System, RB, 5.000%, 08/01/21, Callable 08/01/18 @ 100 | 600 | 647 | ||||||
Cape Fear Public Utility Authority, Water & Sewer System, RB, 5.000%, 08/01/35, Callable 08/01/18 @ 100 | 1,520 | 1,509 | ||||||
Charlotte Airport, Ser B, RB, AMT, 6.000%, 07/01/24, Callable 07/01/09 @ 101, MBIA | 1,000 | 1,003 | ||||||
Charlotte, Convention Facilities Project, COP, 5.000%, 12/01/25, Callable 12/01/15 @ 100 | 1,000 | 1,019 | ||||||
Charlotte, Convention Facilities Project, Ser A, COP, 5.500%, 08/01/19, Callable 08/01/13 @ 101 | 1,000 | 1,103 | ||||||
Charlotte-Mecklenburg Hospital Authority Health Care System, Ser A, RB, 5.000%, 01/15/21, Callable 01/15/17 @ 100 | 1,000 | 1,008 | ||||||
Dare County, COP, 5.000%, 06/01/23, Callable 12/01/12 @ 100, AMBAC | 830 | 842 | ||||||
Greensboro, Enterprise System, Ser A, RB, 5.000%, 06/01/25, Callable 06/01/17 @ 100 | 1,605 | 1,672 | ||||||
Iredell County Public Facilities Project, COP, 5.250%, 10/01/20, Callable 10/01/13 @ 100, AMBAC | 500 | 516 | ||||||
Johnston Memorial Hospital Authority Mortgage, RB, 5.000%, 10/01/36, Callable 04/01/18 @ 100, FSA/FHA | 1,000 | 847 | ||||||
Lenoir County North Carolina, GO, 5.000%, 02/01/21, Callable 02/01/17 @ 100, FSA | 500 | 546 | ||||||
North Carolina Capital Facilities Finance Agency, Duke University Project, Ser A, RB, 5.250%, 07/01/42, Prerefunded 10/01/12 @ 100 | 3,000 | 3,404 | ||||||
North Carolina Eastern Municipal Power Agency, Power System, Ser C, RB, 5.375%, 01/01/16, Callable 01/01/13 @ 100 | 500 | 509 | ||||||
North Carolina Housing Finance Agency, Homeownership, Ser 27-A, RB, AMT, 5.550%, 07/01/38, Callable 07/01/18 @ 100 | 500 | 479 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Ser A, RB, 6.125%, 10/01/39, Callable 10/01/14 @ 100 | 750 | 751 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Ser A, RB, 5.625%, 10/01/29, Callable 10/01/14 @ 100, Assured Guaranty | 500 | 503 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Ser A, RB, 5.875%, 10/01/38, Callable 10/01/14 @ 100, Assured Guaranty | 500 | 506 | ||||||
North Carolina Medical Care Commission Health System, RB, 5.000%, 10/01/25, Callable 10/01/17 @ 100, FSA | 1,000 | 980 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, Novant Health Obligations Group, Ser A, RB, 5.000%, 11/01/17, Callable 11/01/13 @ 100 | 1,290 | 1,312 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, University Health Systems, Ser D, RB, 6.250%, 12/01/33, Callable 12/01/18 @ 100 | 2,000 | 2,054 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, University Health Systems, Ser E-1, RB, 5.750%, 12/01/36 | 1,000 | 1,018 | ||||||
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Ser A, RB, 5.250%, 01/01/15 | 1,000 | 1,062 |
94
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
North Carolina—continued | ||||||||
North Carolina State Education Assistance Authority, Ser Q-2, RB, AMT, 1.100%, 07/01/36, Guaranteed Student Loans(a)(b) | 950 | 950 | ||||||
North Carolina State Grant Anticipation, RB, 5.000%, 03/01/14, MBIA | 2,000 | 2,217 | ||||||
North Carolina State Grant Anticipation, RB, 5.000%, 03/01/15, MBIA | 1,000 | 1,112 | ||||||
North Carolina State Grant Anticipation, RB, 5.000%, 03/01/16, MBIA | 750 | 842 | ||||||
North Carolina State, Ser B, COP, 5.000%, 06/01/21, Callable 06/01/14 @ 100 | 1,000 | 1,037 | ||||||
Onslow County Hospital Authority, Onslow Memorial Hospital Project, RB, 5.125%, 04/01/18, Callable 10/01/16 @ 100, MBIA/FHA | 500 | 483 | ||||||
Raleigh Durham Airport Authority, RB, AMT, 5.000%, 05/01/12, MBIA/FGIC | 1,000 | 1,044 | ||||||
Raleigh Durham Airport Authority, Ser A, RB, 5.000%, 05/01/30, Callable 05/01/15 @ 100, AMBAC | 2,000 | 1,855 | ||||||
Raleigh North Carolina Combined Enterprise System, RB, 5.000%, 03/01/31, Callable 03/01/14 @ 100 | 1,000 | 1,012 | ||||||
Raleigh North Carolina Combined Enterprise System, Ser A, RB, 5.000%, 03/01/31, Callable 03/01/16 @ 100 | 1,000 | 1,016 | ||||||
Rockingham County, COP, 5.000%, 04/01/18, Callable 04/01/12 @ 101, AMBAC | 500 | 520 | ||||||
Salisbury Enterprise System, RB, 5.000%, 02/01/20, Callable 02/01/12 @ 101, FSA | 500 | 525 | ||||||
University of North Carolina at Chapel Hill, RB, 5.000%, 12/01/31, Callable 12/01/17 @ 100 | 1,270 | 1,289 | ||||||
Wake County Hospital, RB, 5.125%, 10/01/13, Callable 10/01/13 @ 100, MBIA, ETM | 350 | 401 | ||||||
Wake County Industrial Facilities & Pollution Control Financing Authority, Carolina Power & Light Co. Project, RB, 5.375%, 02/01/17, Callable 02/01/12 @ 101 | 1,000 | 1,028 | ||||||
Winston-Salem North Carolina Water & Sewer System, RB, 5.000%, 06/01/28, Callable 06/01/19 @ 100 | 250 | 259 | ||||||
Winston-Salem North Carolina Water & Sewer System, RB, 5.000%, 06/01/39, Callable 06/01/19 @ 100 | 3,000 | 3,009 | ||||||
42,369 | ||||||||
Puerto Rico (1.8%) | ||||||||
Puerto Rico Sales Tax Financing Corporation Sales Tax, Ser A, RB, 5.250%, 08/01/57, Callable 08/01/17 @ 100 | 1,000 | 815 | ||||||
Total Municipal Bonds | 43,184 | |||||||
Money Market Funds (3.3%) | ||||||||
Federated Tax-Free Obligations Fund | 517,793 | 518 | ||||||
SEI Tax Exempt Trust, Institutional Tax Free Fund | 922,762 | 923 | ||||||
Total Money Market Funds | 1,441 | |||||||
Total Investments (Cost $44,452)(c) — 100.9% | 44,625 | |||||||
Liabilities in excess of other assets — (0.9)% | (406 | ) | ||||||
Net Assets — 100.0% | $ | 44,219 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the Fund as of March 31, 2009 are identified below (in thousands): |
Issue | Acquisition | Cost | Par | Value | Percentage of | |||||||||||||||
Description | Date | ($) | ($) | ($) | Net Assets(%) | |||||||||||||||
North Carolina State | ||||||||||||||||||||
Education Assistance | ||||||||||||||||||||
Authority | 12/10/07 | 950 | 950 | 950 | 2.15 |
(c) | Represents cost for financial reporting purposes. |
95
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
North Carolina Tax-Exempt Bond Fund — concluded
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | Alternative Minimum Tax Paper | |
COP | Certificate of Participation | |
ETM | Escrowed to Maturity | |
FGIC | Security guaranteed by Financial Guaranty Insurance Company | |
FHA | Security guaranteed by Federal Housing Administration | |
FSA | Security guaranteed by Financial Security Assurance | |
GO | General Obligation | |
MBIA | Security guaranteed by Municipal Bond Insurance Association | |
RB | Revenue Bond |
96
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Bank Loans (86.4%) | ||||||||
Advertising (0.1%) | ||||||||
Valassis Communications, Inc., 2.270%, 03/02/14(a)(b) | 344 | 271 | ||||||
Valassis Communications, Inc., 2.270%, 03/02/14(a)(b) | 114 | 90 | ||||||
361 | ||||||||
Aerospace/Defense (0.6%) | ||||||||
AM General Corp., 3.523%, 09/30/12(a)(b) | 158 | 137 | ||||||
AM General Corp., 4.149%, 09/30/12(a)(b) | 3,604 | 3,153 | ||||||
3,290 | ||||||||
Beverages (0.3%) | ||||||||
Constellation Brands, Inc., 2.734%, 06/01/13(a)(b) | 1,535 | 1,438 | ||||||
Chemicals (3.4%) | ||||||||
Columbian Chemicals Co., 4.470%, 02/11/13(a)(b) | 4,295 | 2,148 | ||||||
Compass Minerals International, Inc., 2.417%, 12/22/12(a)(b) | 2,398 | 2,158 | ||||||
DaVita, Inc., 2.372%, 10/05/12(a)(b) | 5,000 | 4,622 | ||||||
Huntsman International LLC, 2.268%, 08/16/12(a)(b) | 3,438 | 2,242 | ||||||
Ineos Group Holdings PLC, 7.001%, 12/14/12(a)(b) | 1,488 | 554 | ||||||
Ineos Group Holdings PLC, 7.501%, 12/14/13(a)(b) | 5,540 | 2,091 | ||||||
Ineos Group Holdings PLC, 8.001%, 12/14/14(a)(b) | 905 | 329 | ||||||
Lucite International Ltd., 3.430%, 07/03/13(a)(b) | 720 | 565 | ||||||
Lucite International Ltd., 3.430%, 07/03/13(a)(b) | 255 | 200 | ||||||
Macdermid Holdings LLC, 2.518%, 04/11/14(a)(b) | 2,200 | 1,276 | ||||||
Rockwood Specialties Group, Inc., 2.268%, 07/30/12(a)(b) | 2,923 | 2,587 | ||||||
Solutia, Inc., 8.500%, 02/28/14(a)(b) | 980 | 647 | ||||||
19,419 | ||||||||
Coal (0.3%) | ||||||||
Alpha Natural Resources, Inc., 2.750%, 10/26/12(a)(b) | 1,839 | 1,655 | ||||||
Commercial Services (4.7%) | ||||||||
Astoria Generating Co. LLC, 2.281%, 08/13/13(a)(b) | 3,143 | 2,817 | ||||||
BNY ConvergEx Group, 3.520%, 10/02/13(a)(b) | 2,000 | 1,725 | ||||||
Dresser, Inc., 3.456%, 05/04/14(a)(b) | 3,178 | 2,336 | ||||||
Dresser, Inc., 6.988%, 05/04/15(a)(b) | 1,250 | 488 | ||||||
H3C Holdings Ltd., 4.794%, 09/28/12(a)(b) | 2,160 | 1,663 | ||||||
Live Nation, Inc., 4.174%, 06/21/13(a)(b) | 3,768 | 2,732 | ||||||
Live Nation, Inc., 4.470%, 06/21/13(a)(b) | 2,454 | 1,767 | ||||||
Merrill Corp., 3.497%, 05/15/11(a)(c) | 1,364 | 893 | ||||||
Merrill Corp., 7.756%, 10/01/13(a)(c) | 2,000 | 800 | ||||||
National Money Mart Co., 3.970%, 10/30/12(a)(b) | 1,124 | 562 | ||||||
National Money Mart Co., 3.970%, 10/30/12(a)(b) | 826 | 413 | ||||||
Quintiles Transnational Corp., 2.957%, 03/21/13(a)(b) | 970 | 851 | ||||||
QVC, Inc., 1.408%, 10/04/11(a)(b) | 10,000 | 8,000 | ||||||
Sedgwick CMS Holdings, Inc., 2.768%, 01/31/13(a)(b) | 1,887 | 1,529 | ||||||
26,576 | ||||||||
Computers (0.4%) | ||||||||
Kronos, Inc., 3.470%, 06/12/14(a)(b) | 949 | 667 | ||||||
Network Solutions LLC, 3.194%, 03/07/14(a)(b) | 2,168 | 1,376 | ||||||
2,043 | ||||||||
Diversified Financial Services (3.5%) | ||||||||
Clarke American Corp., 3.398%, 04/01/14(a)(b) | 3,430 | 2,044 | ||||||
East Valley Tourist Development Authority, 7.996%, 08/06/14(a)(c) | 3,000 | 1,350 | ||||||
Level 3 Communications, Inc., 3.309%, 03/01/14(a)(b) | 5,000 | 3,753 | ||||||
Peach Holdings, Inc., 5.147%, 11/21/13(a)(b) | 2,700 | 756 | ||||||
RiskMetrics Group, Inc., 3.220%, 01/11/14(a)(b) | 4,000 | 3,605 | ||||||
TD AMERITRADE Holding Corp., 2.060%, 12/31/12(a)(b) | 6,665 | 6,198 |
97
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Financial Services—continued | ||||||||
VNU, Inc., 2.533%, 08/09/13(a)(b) | 2,338 | 1,816 | ||||||
19,522 | ||||||||
Diversified Operations (0.7%) | ||||||||
Aramark Corp., 3.095%, 01/27/14(a)(b) | 1,881 | 1,635 | ||||||
Aramark Corp., 3.334%, 01/27/14(a)(b) | 119 | 104 | ||||||
McJunkin Red Man Corp., 3.768%, 01/31/14(a)(b) | 4,500 | 2,475 | ||||||
4,214 | ||||||||
Electric (4.7%) | ||||||||
Calpine Corp., 3.108%, 03/29/14(a)(b) | 3,988 | 2,672 | ||||||
FirstLight Power Resources, Inc., 3.750%, 10/19/13(a)(b) | 820 | 714 | ||||||
Mirant North America LLC, 6.595%, 01/03/13(a)(b) | 2,000 | 1,816 | ||||||
NRG Energy, Inc., 2.720%, 02/01/13(a)(b) | 5,267 | 4,725 | ||||||
NRG Energy, Inc., 2.720%, 02/01/13(a)(b) | 9,739 | 8,738 | ||||||
TXU Energy Co. LLC, 1.500%, 10/10/14(a)(b) | 462 | 294 | ||||||
TXU Energy Co. LLC, 4.033%, 10/10/14(a)(b) | 982 | 642 | ||||||
TXU Energy Co. LLC, 4.304%, 10/10/14(a)(b) | 5,538 | 3,516 | ||||||
TXU Energy Co. LLC, 4.033%, 10/27/14(a)(b) | 5,495 | 3,613 | ||||||
26,730 | ||||||||
Energy (1.4%) | ||||||||
Covanta Energy Corp., 2.063%, 02/09/14(a)(b) | 3,233 | 2,826 | ||||||
Covanta Energy Group, 2.925%, 02/09/14(a)(b) | 1,624 | 1,420 | ||||||
Longview Power LLC, 3.500%, 02/27/14(a)(b) | 333 | 233 | ||||||
Longview Power LLC, 3.625%, 02/27/14(a)(b) | 1,167 | 817 | ||||||
Longview Power LLC, 3.625%, 02/27/14(a)(b) | 1,000 | 700 | ||||||
MACH Gen LLC, 3.468%, 02/22/13(a)(b) | 1,068 | 769 | ||||||
NE Energy, 5.966%, 10/19/11(a)(b) | 1,000 | 630 | ||||||
NE Energy, 3.750%, 10/19/13(a)(b) | 106 | 92 | ||||||
NSG Holdings LLC, 2.820%, 06/15/14(a)(b) | 321 | 284 | ||||||
NSG Holdings LLC, 2.820%, 06/15/14(a)(b) | 51 | 45 | ||||||
7,816 | ||||||||
Entertainment (3.3%) | ||||||||
Carmike Cinemas, Inc., 5.190%, 05/19/12(a)(b) | 819 | 649 | ||||||
Carmike Cinemas, Inc., 6.130%, 05/19/12(a)(b) | 2,323 | 1,841 | ||||||
Cedar Fair LP, 2.522%, 08/30/12(a)(b) | 3,316 | 2,753 | ||||||
Cinemark, Inc., 2.381%, 10/04/13(a)(b) | 3,922 | 3,586 | ||||||
Rainbow National Services, 1.556%, 06/28/13(a)(b) | 6,612 | 6,016 | ||||||
Regal Cinemas, Inc., 4.970%, 02/26/13(a)(b) | 3,873 | 3,602 | ||||||
18,447 | ||||||||
Food (2.7%) | ||||||||
Wm. Wrigley Jr. Co., 6.500%, 08/15/14(a)(b) | 15,435 | 15,274 | ||||||
Forest Products & Paper (2.4%) | ||||||||
Georgia-Pacific Corp., 2.965%, 01/27/11(a)(b) | 3,151 | 2,972 | ||||||
Georgia-Pacific Corp., 3.258%, 12/20/12(a)(b) | 12,248 | 10,833 | ||||||
13,805 | ||||||||
Health Care (15.2%) | ||||||||
Applera Corp. – Applied Biosystems Group, 5.250%, 09/22/15(a)(b) | 3,487 | 3,445 | ||||||
Axcan Intermediate Holdings, 4.229%, 02/18/14(a)(b) | 1,900 | 1,786 | ||||||
Beverly Enterprises, Inc., 3.268%, 04/07/11(a)(b) | 2,138 | 1,839 | ||||||
Biomet, Inc., 4.155%, 03/25/15(a)(b) | 4,985 | 4,484 | ||||||
Capella Healthcare, Inc., 5.750%, 03/02/15(a)(b) | 2,940 | 2,381 | ||||||
Carestream Health, Inc., 2.897%, 04/30/13(a)(b) | 1,676 | 1,334 | ||||||
Carestream Health, Inc., 6.052%, 10/30/13(a)(b) | 1,000 | 341 | ||||||
Community Health Systems, 2.768%, 07/25/14(a)(b) | 807 | 695 | ||||||
Community Health Systems, 3.441%, 07/25/14(a)(b) | 15,820 | 13,642 |
98
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Health Care—continued | ||||||||
CRC Health Corp., 3.470%, 02/06/13(a)(b) | 2,910 | 1,921 | ||||||
Harlan Sprague Dawley, Inc., 3.059%, 07/11/14(a)(b) | 7,912 | 5,565 | ||||||
HCA, Inc., 3.220%, 11/17/12(a)(b) | 4,483 | 3,867 | ||||||
HCA, Inc., 3.470%, 11/06/13(a)(b) | 12,218 | 10,341 | ||||||
Health Management Associates, 2.970%, 02/28/14(a)(b) | 4,475 | 3,610 | ||||||
Iasis Healthcare Corp., 2.518%, 03/15/14(a)(b) | 256 | 215 | ||||||
Iasis Healthcare Corp., 2.518%, 03/15/14(a)(b) | 2,754 | 2,317 | ||||||
Iasis Healthcare Corp., 2.518%, 03/15/14(a)(b) | 953 | 802 | ||||||
IM US Holdings LLC, 2.795%, 06/26/14(a)(b) | 2,992 | 2,605 | ||||||
Invacare Corp., 3.342%, 02/12/13(a)(b) | 724 | 619 | ||||||
LifePoint Hospitals, Inc., 2.885%, 04/15/12(a)(b) | 2,115 | 1,943 | ||||||
Multiplan, Inc., 5.000%, 04/12/13(a)(b) | 1,254 | 1,030 | ||||||
Multiplan, Inc., 5.000%, 04/12/13(a)(b) | 753 | 618 | ||||||
Mylan, Inc., 4.367%, 10/02/14(a)(b) | 3,182 | 2,946 | ||||||
National Mentor Holdings, Inc., 2.448%, 06/28/13(a)(b) | 110 | 69 | ||||||
National Mentor Holdings, Inc., 3.220%, 06/28/13(a)(b) | 1,838 | 1,179 | ||||||
Royalty Pharma, 3.470%, 04/16/13(a)(b) | 5,885 | 5,439 | ||||||
Sun Healthcare Group, Inc., 3.220%, 04/12/14(a)(b) | 322 | 272 | ||||||
Sun Healthcare Group, Inc., 3.263%, 04/12/14(a)(b) | 1,540 | 1,303 | ||||||
Talecris Biotherapeutics, Inc., 4.740%, 12/06/13(a)(b) | 6,064 | 5,519 | ||||||
Vanguard Health Systems, Inc., 2.771%, 09/23/11(a)(b) | 3,891 | 3,544 | ||||||
85,671 | ||||||||
Information Technology (1.1%) | ||||||||
Audatex Holding GmbH, 3.125%, 05/15/14(a)(b)(d) | 495 | 431 | ||||||
Flextronics International Ltd., 3.685%, 10/01/12(a)(b) | 5,633 | 4,295 | ||||||
Flextronics International Ltd., 3.685%, 10/01/14(a)(b)(d) | 455 | 294 | ||||||
Flextronics International Ltd., 3.458%, 10/01/14(a)(b)(d) | 1,435 | 927 | ||||||
Flextronics International Ltd., 2.768%, 10/01/14(a)(b) | 765 | 494 | ||||||
6,441 | ||||||||
Insurance (0.1%) | ||||||||
Hub International Ltd., 3.720%, 06/12/14(a)(b) | 803 | 565 | ||||||
Hub International Ltd., 3.720%, 06/12/15(a)(b) | 180 | 127 | ||||||
692 | ||||||||
Investment Company (0.3%) | ||||||||
USPF Holdings LLC, 2.306%, 04/11/14(a)(b) | 1,842 | 1,565 | ||||||
Lodging (1.4%) | ||||||||
Cannery Casino Resorts LLC, 2.762%, 05/18/13(a)(b) | 1,791 | 1,433 | ||||||
Cannery Casino Resorts LLC, 2.773%, 05/18/13(a)(b) | 2,166 | 1,733 | ||||||
Kerzner International Ltd., 4.104%, 08/31/13(a)(b) | 1,292 | 420 | ||||||
Kerzner International Ltd., 4.220%, 08/31/13(a)(b) | 2,271 | 738 | ||||||
Kerzner International Ltd., 4.313%, 08/31/13(a)(b) | 213 | 69 | ||||||
Metro-Goldwyn-Mayer, Inc., 3.768%, 04/08/12(a)(b) | 2,927 | 1,291 | ||||||
Metro-Goldwyn-Mayer, Inc., 3.768%, 04/08/12(a)(b) | 3,234 | 1,439 | ||||||
MGM Mirage, Inc., 4.404%, 11/22/09(a)(b) | 2,738 | 986 | ||||||
8,109 | ||||||||
Machinery Diversified (0.3%) | ||||||||
NACCO Materials Handling Group, Inc., 3.646%, 02/24/13(a)(b) | 3,404 | 1,532 | ||||||
Media (8.7%) | ||||||||
Block Communications, Inc., 3.220%, 12/19/12(a)(b) | 987 | 819 | ||||||
Cablevision Systems Corp., 2.306%, 03/21/12(a)(b) | 1,995 | 1,812 | ||||||
Cablevision Systems Corp., 1.556%, 12/13/13(a)(b) | 7,203 | 6,623 | ||||||
DIRECTV Holdings LLC, 2.018%, 03/30/10(a)(b) | 990 | 931 | ||||||
DIRECTV Holdings LLC, 5.250%, 03/01/13(a)(b) | 6,474 | 6,193 |
99
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Media—continued | ||||||||
Getty Images, Inc., 7.244%, 07/02/15(a)(b) | 4,491 | 4,304 | ||||||
Insight Midwest Holdings LLC, 2.250%, 10/06/13(a)(b) | 11,818 | 10,636 | ||||||
Mediacom LLC, 1.970%, 01/31/15(a)(b) | 9,976 | 8,467 | ||||||
Quebecor Media, Inc., 3.094%, 01/17/13(a)(b) | 2,910 | 2,514 | ||||||
San Juan Cable LLC, 2.510%, 10/31/12(a)(b) | 968 | 687 | ||||||
Telesat Holdings, Inc., 4.160%, 10/16/14(a)(b) | 5,034 | 4,391 | ||||||
Telesat Holdings, Inc., 4.220%, 10/16/14(a)(b) | 432 | 377 | ||||||
WideOpenWest Finance LLC, 3.019%, 06/30/14(a)(b) | 2,000 | 1,353 | ||||||
49,107 | ||||||||
Miscellaneous Manufacturer (2.6%) | ||||||||
Activant Solutions Holdings, Inc., 3.438%, 05/01/13(a)(b) | 3,570 | 1,999 | ||||||
Bombardier, Inc., 3.691%, 06/28/13(a)(b) | 4,380 | 1,737 | ||||||
EPCO Holdings, Inc., 1.520%, 08/07/12(a)(b) | 10,000 | 8,200 | ||||||
John Maneely Co., 4.436%, 12/06/13(a)(b) | 2,548 | 1,544 | ||||||
Zuffa, Inc., 2.563%, 06/21/15(a)(b) | 1,965 | 1,440 | ||||||
14,920 | ||||||||
Oil & Gas (5.9%) | ||||||||
Alon Refining Krotz Springs, Inc., 10.750%, 07/03/14(a)(c) | 1,750 | 1,050 | ||||||
Atlas Pipeline Partners LP, 3.270%, 07/27/14(a)(b) | 2,213 | 1,870 | ||||||
ATP Oil & Gas Corp., 8.500%, 07/15/14(a)(b) | 2,526 | 1,295 | ||||||
ATP Oil & Gas Corp., 8.500%, 07/15/14(a)(b) | 716 | 367 | ||||||
Enterprise GP Holdings LP, 3.302%, 10/27/14(a)(b) | 10,890 | 10,155 | ||||||
Niska Gas Storage, 2.306%, 05/01/13(a)(b) | 335 | 285 | ||||||
Niska Gas Storage, 2.314%, 05/01/13(a)(b) | 495 | 421 | ||||||
Niska Gas Storage, 2.314%, 05/01/13(a)(b) | 4,808 | 4,086 | ||||||
Petroleum Geo-Services ASA, 2.970%, 06/29/15(a)(b) | 12,115 | 8,784 | ||||||
TPF Generation Holdings LLC, 3.459%, 12/15/11(a)(b) | 276 | 248 | ||||||
TPF Generation Holdings LLC, 2.518%, 12/15/13(a)(b) | 2,578 | 2,330 | ||||||
TPF Generation Holdings LLC, 3.220%, 12/15/13(a)(b) | 543 | 489 | ||||||
Vulcan Energy Corp., 5.500%, 09/13/11(a)(b) | 1,919 | 1,689 | ||||||
33,069 | ||||||||
Packaging & Containers (0.4%) | ||||||||
Anchor Glass Container Corp., 6.750%, 06/20/14(a)(b) | 1,246 | 1,115 | ||||||
Graphic Packaging Holding Co., 3.129%, 05/16/14(a)(b) | 1,700 | 1,446 | ||||||
2,561 | ||||||||
Pipelines (2.6%) | ||||||||
Energy Transfer Equity LP, 2.991%, 02/08/12(a)(b) | 12,250 | 10,933 | ||||||
Targa Resources, Inc., 2.527%, 10/31/12(a)(b) | 2,862 | 2,315 | ||||||
Targa Resources, Inc., 3.220%, 10/31/12(a)(b) | 1,654 | 1,260 | ||||||
14,508 | ||||||||
Real Estate (0.2%) | ||||||||
Mattamy Group, 3.563%, 04/11/13(a)(b) | 1,945 | 875 | ||||||
Retail (3.3%) | ||||||||
Capital Automotive LP, 2.250%, 12/16/10(a)(b) | 5,519 | 2,815 | ||||||
Capital Automotive LP, 5.000%, 06/30/12(a)(b)(d) | 980 | 573 | ||||||
Dollar General Corp., 3.776%, 07/04/14(a)(b) | 4,000 | 3,535 | ||||||
Gregg Appliances, Inc., 2.533%, 07/25/13(a)(b) | 893 | 544 | ||||||
Petco Animal Supplies, Inc., 3.219%, 10/26/13(a)(b) | 935 | 813 | ||||||
Sports Authority, Inc. (The), 3.227%, 04/06/13(a)(b) | 2,918 | 856 | ||||||
SUPERVALU, Inc., 1.393%, 06/02/11(a)(b) | 10,389 | 9,411 | ||||||
18,547 | ||||||||
Telecommunication Services (15.2%) | ||||||||
Asurion Corp., 3.813%, 07/03/14(a)(b) | 3,000 | 2,520 | ||||||
Bresnan Communications LLC, 5.020%, 09/29/13(a)(b) | 1,500 | 1,303 | ||||||
Centennial Communications Corp., 3.223%, 02/04/11(a)(b) | 8,720 | 8,582 |
100
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Cequel Communications LLC, 2.521%, 10/01/13(a)(b) | 4,421 | 3,823 | ||||||
Cequel Communications LLC, 4.996%, 05/05/14(a)(b) | 1,000 | 658 | ||||||
FairPoint Communications, Inc., 5.750%, 04/01/16(a)(b) | 6,185 | 2,757 | ||||||
Intelsat Corp. (PanAmSat), 3.925%, 07/03/13(a)(b) | 1,973 | 1,725 | ||||||
Intelsat Corp. (PanAmSat), 3.925%, 07/03/13(a)(b) | 1,973 | 1,725 | ||||||
Intelsat Corp. (PanAmSat), 3.925%, 07/03/13(a)(b) | 1,973 | 1,724 | ||||||
Intelsat Jackson Holdings Ltd., 4.435%, 01/01/14(a)(b) | 8,000 | 5,820 | ||||||
Leap Wireless International, Inc., 5.750%, 06/16/13(a)(b) | 3,990 | 3,757 | ||||||
MCC Iowa LLC, 2.220%, 01/31/15(a)(b) | 1,955 | 1,681 | ||||||
MetroPCS Wireless, Inc., 3.213%, 11/03/13(a)(b) | 4,987 | 4,529 | ||||||
Optasite, Inc., 2.206%, 11/01/10(a)(b) | 20,000 | 18,000 | ||||||
Qwest Services Corp., 6.950%, 07/18/10(a)(b) | 3,600 | 3,560 | ||||||
Sorenson Communications, Inc., 3.018%, 08/01/13(a)(b) | 3,797 | 3,327 | ||||||
Stratos Global Corp., 3.720%, 02/13/12(a)(b) | 261 | 235 | ||||||
Stratos Global Corp., 3.720%, 02/13/12(a)(b) | 2,649 | 2,384 | ||||||
Telcordia Technologies, Inc., 6.087%, 03/08/11(a)(b) | 4,400 | 2,860 | ||||||
UPC Financing Partnership, 2.247%, 12/31/14(a)(b) | 4,000 | 3,500 | ||||||
Virgin Media Investment Holdings Ltd., 4.625%, 09/03/12(a)(b) | 2,411 | 2,212 | ||||||
West Corp., 2.890%, 10/23/13(a)(b) | 2,408 | 1,788 | ||||||
Wind Acquisition Holdings, 8.393%, 12/07/11(a)(b) | 1,904 | 1,333 | ||||||
Wind Acquisition Holdings, 0.000%, 08/04/14(a)(b)(e) | 1,000 | 860 | ||||||
Wind Acquisition Holdings, 0.000%, 08/04/14(a)(b)(e) | 1,000 | 855 | ||||||
Wind Acquisition Holdings, 7.991%, 11/26/14(a)(b) | 2,500 | 2,153 | ||||||
Windstream Corp., 2.590%, 07/17/13(a)(b) | 1,970 | 1,807 | ||||||
85,478 | ||||||||
Transportation (0.3%) | ||||||||
Volnay Acquisition (Compagnie Generale), 4.594%, 01/12/14(a)(b) | 2,107 | 1,828 | ||||||
Utilities (0.3%) | ||||||||
AES Corp. (The), 5.081%, 07/10/10(a)(b) | 1,833 | 1,677 | ||||||
Total Bank Loans | 487,170 | |||||||
Corporate Bonds (5.8%) | ||||||||
Advertising (0.2%) | ||||||||
Lamar Media Corp., 9.750%, 04/01/14(b) | 1,000 | 974 | ||||||
Commercial Services (0.1%) | ||||||||
United Rentals NA, Inc., 6.500%, 02/15/12, Callable 06/01/09 @ 103.25 | 1,000 | 800 | ||||||
Consumer Staples (0.2%) | ||||||||
Smithfield Foods, Inc., Ser B, 8.000%, 10/15/09 | 1,000 | 995 | ||||||
Diversified Financial Services (0.4%) | ||||||||
Level 3 Financing, Inc., 12.250%, 03/15/13, Callable 03/15/10 @ 106.13 | 3,000 | 2,250 | ||||||
Energy (0.2%) | ||||||||
El Paso Corp., 6.750%, 05/15/09 | 1,000 | 997 | ||||||
Environmental Control (0.6%) | ||||||||
Allied Waste North America, Inc., Ser B, 5.750%, 02/15/11 | 3,700 | 3,612 | ||||||
Health Care (0.2%) | ||||||||
HCA, Inc., 8.750%, 09/01/10 | 1,100 | 1,095 | ||||||
Media (0.2%) | ||||||||
Mediacom Broadband LLC, 9.500%, 01/15/13, Callable 06/01/09 @ 100 | 500 | 468 | ||||||
Time Warner Cable, Inc., 8.250%, 04/01/19 | 500 | 514 | ||||||
982 | ||||||||
Oil & Gas (0.8%) | ||||||||
SandRidge Energy, Inc., 5.060%, 04/01/14, Callable 04/01/09 @ 103(a) | 1,000 | 601 | ||||||
SandRidge Energy, Inc., 8.625%, 04/01/15, Callable 04/01/11 @ 104.31 | 3,000 | 1,950 | ||||||
Sunoco, Inc., 9.625%, 04/15/15 | 1,500 | 1,543 |
101
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas—continued | ||||||||
Valero Energy Corp., 9.375%, 03/15/19 | 500 | 516 | ||||||
4,610 | ||||||||
Retail (0.2%) | ||||||||
SUPERVALU, Inc., 7.875%, 08/01/09 | 1,000 | 1,001 | ||||||
Telecommunication Services (2.5%) | ||||||||
Centennial Communications Corp., 7.209%, 01/01/13, Callable 06/01/09 @ 102 | 7,500 | 7,500 | ||||||
FairPoint Communications, Inc., 13.125%, 04/01/18, Callable 04/01/13 @ 106.56(b) | 800 | 152 | ||||||
Qwest Capital Funding, Inc., 7.000%, 08/03/09 | 1,000 | 998 | ||||||
Sprint Nextel Corp., 1.632%, 06/28/10(a) | 5,000 | 4,627 | ||||||
Sprint Nextel Corp., 6.000%, 12/01/16 | 1,000 | 715 | ||||||
13,992 | ||||||||
Utilities (0.2%) | ||||||||
AES Corp. (The), 9.750%, 04/15/16(b) | 1,500 | 1,410 | ||||||
Total Corporate Bonds | 32,718 | |||||||
U.S. Treasury Obligation (0.8%) | ||||||||
U.S. Treasury Bill (0.8%) | ||||||||
0.234%, 07/02/09(f) | 4,500 | 4,498 | ||||||
Total U.S. Treasury Obligation | 4,498 | |||||||
Money Market Fund (10.3%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(g) | 57,821,338 | 57,821 | ||||||
Total Money Market Fund | 57,821 | |||||||
Total Investments (Cost $656,967)(h) — 103.3% | 582,207 | |||||||
Liabilities in excess of other assets — (3.3)% | (18,804 | ) | ||||||
Net Assets — 100.0% | $ | 563,403 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 87.2% of net assets as of March 31, 2009. |
(c) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the Fund as of March 31, 2009 are identified below (in thousands): |
Issue | Acquisition | Cost | Par | Value | Percent of | |||||||||||||||
Description | Date | ($) | ($) | ($) | Net Assets(%) | |||||||||||||||
Merrill Corp. | 04/10/06 | 1,388 | 1,364 | 893 | 0.16 | |||||||||||||||
Merrill Corp. | 11/15/06 | 2,000 | 2,000 | 800 | 0.14 | |||||||||||||||
Alon Refining | 07/02/08 | 1,684 | 1,750 | 1,050 | 0.19 | |||||||||||||||
East Valley Tourist | ||||||||||||||||||||
Development | ||||||||||||||||||||
Authority | 08/06/07 | 2,970 | 3,000 | 1,350 | 0.24 |
(d) | Variable or Floating Rate Security. This security settled subsequent to March 31, 2009 and thus the rate disclosed is the rate at settlement. | |
(e) | This security has not settled as of March 31, 2009 and thus does not have a rate in effect. The security does not have a stated settlement date and will receive a rate upon settling with the custodian. |
(f) | Rate represents the effective yield at purchase. |
(g) | Affiliate investment. |
(h) | Represents cost for financial reporting purposes. |
Unfunded | ||||||||
Unrealized | Appreciation/ | |||||||
Borrower | Commitments($) | (Depreciation)($) | ||||||
Brand Services | 7,500 | (3,094 | ) | |||||
Calpine Corp. | 1,513 | (499 | ) | |||||
MGM Mirage, Inc. | 262 | (168 | ) | |||||
Telcordia Technologies, Inc. | 600 | (210 | ) | |||||
(3,971 | ) | |||||||
�� |
102
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Seix Floating Rate High Income Fund — concluded
Implied Credit | ||||||||||||||||||||||
Notional | Fixed | Spread as of | Expiration | |||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | 03/31/09(%) | Date | Value($) | ||||||||||||||||
North America High Yield CDX Indices, Series 11 | JPMorgan | (4,850 | ) | 5.00 | 15.88 | 12/20/13 | (1,517 | ) | ||||||||||||||
(1,517 | ) | |||||||||||||||||||||
103
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Obligations (97.1%) | ||||||||
U.S. Treasury Bills(a) (97.1%) | ||||||||
0.097%, 04/09/09 | 5,694 | 5,694 | ||||||
0.050%, 04/16/09 | 90 | 90 | ||||||
0.006%, 04/23/09 | 4,343 | 4,343 | ||||||
Total U.S. Treasury Obligations | 10,127 | |||||||
Money Market Fund (0.5%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(b) | 54,159 | 54 | ||||||
Total Money Market Fund | 54 | |||||||
Total Investments (Cost $10,181)(c) — 97.6% | 10,181 | |||||||
Other assets in excess of liabilities — 2.4% | 246 | |||||||
Net Assets — 100.0% | $ | 10,427 | ||||||
(a) | Rate represents the effective yield at purchase. | |
(b) | Affiliate investment. |
(c) | Represents cost for financial reporting purposes. |
Notional | Fixed | Expiration | ||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | Value($) | |||||||||||||
Fixed 10-Year New Zealand, the Fund receives fixed 5.65%, pays 3 month new Zealand Bank Bill Mid (New Zealand) | UBS AG | 690 | 5.65 | 03/30/19 | (4 | ) | ||||||||||||
Fixed 26X1 TIIE, the Fund receives fixed 6.68%, pays 28 day TIIE (Mexico) | JPMorgan | 6,087 | 6.68 | 03/29/11 | 24 | |||||||||||||
Fixed DI 01/02/12, the Fund receives fixed 10.57%, pays CETIP Interbank Dep Rate (Brazil) | Barclays Bank PLC | 3,925 | 10.57 | 01/02/12 | (17 | ) | ||||||||||||
3 | ||||||||||||||||||
Contract | ||||||||||||||||||||
Amount | Contract | Unrealized | ||||||||||||||||||
Delivery | in Local | Value | Market | Appreciation | ||||||||||||||||
Currency | Date | Currency | in USD($) | Value($) | (Depreciation)($) | |||||||||||||||
Short: | ||||||||||||||||||||
Australian Dollar | 04/09/09 | 300 | 213 | 208 | 5 | |||||||||||||||
Australian Dollar | 04/22/09 | 814 | 522 | 564 | (42 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 220 | 141 | 152 | (11 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 414 | 265 | 286 | (21 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 817 | 527 | 565 | (38 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 817 | 528 | 565 | (37 | ) | ||||||||||||||
Australian Dollar | 06/16/09 | 411 | 270 | 284 | (14 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 768 | 523 | 531 | (8 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 1,535 | 1,048 | 1,063 | (15 | ) | ||||||||||||||
Australian Dollar | 06/25/09 | 758 | 525 | 524 | 1 | |||||||||||||||
Australian Dollar | 06/29/09 | 1,511 | 1,053 | 1,044 | 9 | |||||||||||||||
Brazilian Real | 06/22/09 | 2,441 | 1,062 | 1,032 | 30 | |||||||||||||||
British Pound | 04/20/09 | 183 | 269 | 262 | 7 | |||||||||||||||
British Pound | 06/16/09 | 190 | 266 | 273 | (7 | ) | ||||||||||||||
British Pound | 06/16/09 | 190 | 267 | 273 | (6 | ) | ||||||||||||||
Euro | 05/04/09 | 164 | 209 | 218 | (9 | ) | ||||||||||||||
Euro | 05/04/09 | 164 | 209 | 218 | (9 | ) | ||||||||||||||
Euro | 06/22/09 | 385 | 523 | 512 | 11 | |||||||||||||||
Euro | 06/30/09 | 388 | 525 | 516 | 9 | |||||||||||||||
Euro | 07/02/09 | 200 | 265 | 265 | — | |||||||||||||||
Israeli Shekel | 05/19/09 | 1,080 | 260 | 256 | 4 | |||||||||||||||
Japanese Yen | 04/08/09 | 50,183 | 535 | 507 | 28 | |||||||||||||||
Japanese Yen | 05/18/09 | 23,332 | 260 | 236 | 24 | |||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 8,176 | 523 | 571 | (48 | ) | ||||||||||||||
Norwegian Krone | 06/24/09 | 3,351 | 523 | 497 | 26 | |||||||||||||||
Polish Zloty | 05/13/09 | 925 | 260 | 266 | (6 | ) | ||||||||||||||
Polish Zloty | 05/20/09 | 1,006 | 260 | 289 | (29 | ) |
104
Contract | ||||||||||||||||||||
Amount | Contract | Unrealized | ||||||||||||||||||
Delivery | in Local | Value | Market | Appreciation | ||||||||||||||||
Currency | Date | Currency | in USD($) | Value($) | (Depreciation)($) | |||||||||||||||
Polish Zloty | 05/26/09 | 945 | 260 | 272 | (12 | ) | ||||||||||||||
Polish Zloty | 05/26/09 | 953 | 260 | 274 | (14 | ) | ||||||||||||||
Turkish Lira | 04/16/09 | 443 | 265 | 266 | (1 | ) | ||||||||||||||
Turkish Lira | 04/27/09 | 443 | 265 | 265 | — | |||||||||||||||
Turkish Lira | 05/13/09 | 444 | 260 | 265 | (5 | ) | ||||||||||||||
Turkish Lira | 05/20/09 | 453 | 260 | 269 | (9 | ) | ||||||||||||||
Turkish Lira | 06/24/09 | 907 | 530 | 535 | (5 | ) | ||||||||||||||
Total Short Contracts | $ | 13,931 | $ | 14,123 | $ | (192 | ) | |||||||||||||
Long: | ||||||||||||||||||||
Australian Dollar | 04/09/09 | 300 | 215 | 209 | (6 | ) | ||||||||||||||
Australian Dollar | 04/22/09 | 404 | 265 | 281 | 16 | |||||||||||||||
Australian Dollar | 04/22/09 | 409 | 260 | 284 | 24 | |||||||||||||||
Australian Dollar | 06/09/09 | 414 | 262 | 286 | 24 | |||||||||||||||
Australian Dollar | 06/09/09 | 220 | 140 | 152 | 12 | |||||||||||||||
Australian Dollar | 06/12/09 | 1,634 | 1,050 | 1,131 | 81 | |||||||||||||||
Australian Dollar | 06/16/09 | 411 | 265 | 284 | 19 | |||||||||||||||
Australian Dollar | 06/23/09 | 768 | 525 | 531 | 6 | |||||||||||||||
Australian Dollar | 06/23/09 | 1,535 | 1,055 | 1,061 | 6 | |||||||||||||||
Australian Dollar | 06/25/09 | 758 | 530 | 524 | (6 | ) | ||||||||||||||
Australian Dollar | 06/29/09 | 1,511 | 1,055 | 1,044 | (11 | ) | ||||||||||||||
Brazilian Real | 06/22/09 | 2,441 | 1,050 | 1,032 | (18 | ) | ||||||||||||||
British Pound | 04/20/09 | 183 | 265 | 262 | (3 | ) | ||||||||||||||
British Pound | 06/16/09 | 381 | 525 | 547 | 22 | |||||||||||||||
Euro | 05/04/09 | 164 | 210 | 218 | 8 | |||||||||||||||
Euro | 05/04/09 | 164 | 210 | 217 | 7 | |||||||||||||||
Euro | 06/22/09 | 385 | 520 | 512 | (8 | ) | ||||||||||||||
Euro | 06/30/09 | 194 | 259 | 258 | (1 | ) | ||||||||||||||
Euro | 06/30/09 | 194 | 259 | 258 | (1 | ) | ||||||||||||||
Israeli Shekel | 05/19/09 | 1,080 | 257 | 256 | (1 | ) | ||||||||||||||
Japanese Yen | 04/08/09 | 50,183 | 542 | 507 | (35 | ) | ||||||||||||||
Japanese Yen | 05/18/09 | 23,332 | 240 | 236 | (4 | ) | ||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 8,176 | 525 | 570 | 45 | |||||||||||||||
Norwegian Krone | 06/24/09 | 3,351 | 525 | 497 | (28 | ) | ||||||||||||||
Polish Zloty | 05/13/09 | 925 | 243 | 266 | 23 | |||||||||||||||
Polish Zloty | 05/20/09 | 1,006 | 270 | 289 | 19 | |||||||||||||||
Polish Zloty | 05/26/09 | 945 | 258 | 272 | 14 | |||||||||||||||
Polish Zloty | 05/26/09 | 953 | 259 | 274 | 15 | |||||||||||||||
Turkish Lira | 04/16/09 | 443 | 259 | 266 | 7 | |||||||||||||||
Turkish Lira | 04/27/09 | 443 | 266 | 265 | (1 | ) | ||||||||||||||
Turkish Lira | 05/13/09 | 444 | 257 | 265 | 8 | |||||||||||||||
Turkish Lira | 05/20/09 | 453 | 262 | 269 | 7 | |||||||||||||||
Turkish Lira | 06/24/09 | 907 | 536 | 535 | (1 | ) | ||||||||||||||
Total Long Contracts | 13,619 | 13,858 | 239 | |||||||||||||||||
105
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Bank Loans (1.4%) | ||||||||
Diversified Financial Services (0.6%) | ||||||||
East Valley Tourist Development Authority, 7.996%, 08/06/14(a)(b) | 11,500 | 5,175 | ||||||
Diversified Operations (0.2%) | ||||||||
McJunkin Red Man Corp., 3.768%, 01/31/14(a)(c) | 3,500 | 1,925 | ||||||
Electric (0.4%) | ||||||||
Calpine Corp., 3.108%, 03/29/14(a)(c) | 3,625 | 2,428 | ||||||
NRG Energy, Inc., 2.720%, 02/01/13(a)(c) | 330 | 296 | ||||||
NRG Energy, Inc., 2.720%, 02/01/13(a)(c) | 618 | 555 | ||||||
3,279 | ||||||||
Health Care (0.2%) | ||||||||
Talecris Biotherapeutics, Inc., 4.740%, 12/06/13(a)(c) | 2,000 | 1,820 | ||||||
Total Bank Loans | 12,199 | |||||||
Corporate Bonds (89.6%) | ||||||||
Advertising (0.7%) | ||||||||
Affinion Group, Inc., 10.125%, 10/15/13, Callable 10/15/09 @ 105.06 | 1,510 | 1,148 | ||||||
Lamar Media Corp., 9.750%, 04/01/14(c)(d) | 4,720 | 4,596 | ||||||
5,744 | ||||||||
Aerospace/Defense (0.5%) | ||||||||
Moog, Inc., 7.250%, 06/15/18, Callable 06/15/13 @ 103.63(c) | 1,170 | 1,079 | ||||||
Transdigm, Inc., 7.750%, 07/15/14, Callable 07/15/09 @ 105.81(d) | 3,155 | 2,942 | ||||||
4,021 | ||||||||
Beverages (0.5%) | ||||||||
Constellation Brands, Inc., 8.375%, 12/15/14(d) | 3,795 | 3,814 | ||||||
Building (1.2%) | ||||||||
Centex Corp., 6.500%, 05/01/16 | 2,965 | 2,283 | ||||||
D.R. Horton, Inc., 5.250%, 02/15/15 | 2,010 | 1,540 | ||||||
D.R. Horton, Inc., 6.500%, 04/15/16 | 1,820 | 1,429 | ||||||
K. Hovnanian Enterprises, Inc., 11.500%, 05/01/13, Callable 11/01/10 @ 102 | 1,125 | 783 | ||||||
Nortek, Inc., 10.000%, 12/01/13, Callable 06/01/11 @ 105 | 2,075 | 866 | ||||||
Pulte Homes, Inc., 5.250%, 01/15/14(d) | 1,045 | 878 | ||||||
Texas Industries, Inc., 7.250%, 07/15/13, Callable 07/15/09 @ 103.63(c) | 3,040 | 2,295 | ||||||
10,074 | ||||||||
Chemicals (0.9%) | ||||||||
Huntsman International LLC, 11.625%, 10/15/10, Callable 10/15/09 @ 100 | 4,985 | 4,935 | ||||||
Mosaic Co., 7.375%, 12/01/14, Callable 12/01/10 @ 103.69(c) | 990 | 970 | ||||||
Mosaic Co., 7.625%, 12/01/16, Callable 12/01/11 @ 103.81(c)(d) | 130 | 128 | ||||||
Reichhold Industries, Inc., 9.000%, 08/15/14, Callable 08/15/10 @ 104.50(c) | 2,310 | 970 | ||||||
7,003 | ||||||||
Coal (0.7%) | ||||||||
Peabody Energy Corp., 7.375%, 11/01/16(d) | 6,020 | 5,960 | ||||||
Commercial Services (3.3%) | ||||||||
Corrections Corp. of America, 7.500%, 05/01/11, Callable 05/01/09 @ 100 | 3,005 | 3,012 | ||||||
DI Finance/DynCorp International, Ser B, 9.500%, 02/15/13, Callable 02/15/10 @ 012.38 | 2,303 | 2,171 | ||||||
Hertz Corp., 8.875%, 01/01/14, Callable 01/01/10 @ 104.44(d) | 7,415 | 4,495 | ||||||
Iron Mountain, Inc., 8.625%, 04/01/13, Callable 04/01/09 @ 100(d) | 2,870 | 2,870 | ||||||
Iron Mountain, Inc., 7.750%, 01/15/15, Callable 06/01/09 @ 102.58 | 1,535 | 1,516 | ||||||
Iron Mountain, Inc., 8.000%, 06/15/20, Callable 06/15/13 @ 104.00 | 3,225 | 2,999 | ||||||
Lender Process Services, 8.125%, 07/01/16, Callable 07/01/11 @ 106.09 | 4,260 | 4,228 |
106
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Commercial Services—continued | ||||||||
Local Insight Regatta Holdings, Inc., 11.000%, 12/01/17, Callable 12/01/12 @ 105.50(b) | 1,650 | 384 | ||||||
Seitel Acquisition Corp., 9.750%, 02/15/14, Callable 02/15/11 @ 104.88 | 775 | 343 | ||||||
United Rentals NA, Inc., 6.500%, 02/15/12, Callable 02/15/10 @ 100(d) | 5,624 | 4,499 | ||||||
26,517 | ||||||||
Consumer Staples (3.1%) | ||||||||
Del Monte Corp., 8.625%, 12/15/12, Callable 12/15/09 @ 101.44(d) | 4,627 | 4,650 | ||||||
Smithfield Foods, Inc., 7.000%, 08/01/11(d) | 1,820 | 1,401 | ||||||
Smithfield Foods, Inc., 7.750%, 07/01/17 | 2,680 | 1,662 | ||||||
Smithfield Foods, Inc., Ser B, 8.000%, 10/15/09(d) | 1,350 | 1,343 | ||||||
Smithfield Foods, Inc., Ser B, 7.750%, 05/15/13 | 2,600 | 1,742 | ||||||
Stater Brothers Holdings, Inc., 7.750%, 04/15/15, Callable 04/15/11 @ 103.88(d) | 6,290 | 6,038 | ||||||
Tyson Foods, Inc., 10.500%, 03/01/14(c)(d) | 7,880 | 8,038 | ||||||
24,874 | ||||||||
Diversified Financial Services (2.2%) | ||||||||
Firekeepers Development Authority, 13.875%, 05/01/15, Callable 05/01/12 @ 110.50(c) | 4,170 | 2,544 | ||||||
Fresenius US Finance II, Inc., 9.000%, 07/15/15(c) | 3,070 | 3,193 | ||||||
NSG Holdings LLC, 7.750%, 12/15/25(c) | 715 | 565 | ||||||
SLM Corp., 5.125%, 08/27/12, MTN | 1,815 | 978 | ||||||
SLM Corp., 8.450%, 06/15/18, MTN | 4,435 | 2,395 | ||||||
SunGard Data Systems, Inc., 9.125%, 08/15/13, Callable 08/15/09 @ 104.56 | 9,350 | 8,134 | ||||||
17,809 | ||||||||
Diversified Minerals (1.2%) | ||||||||
CII Carbon LLC, 11.125%, 11/15/15, Callable 11/15/11 @ 105.56(c) | 5,000 | 2,950 | ||||||
FMG Finance Property Ltd., 10.000%, 09/01/13(c) | 5,125 | 4,356 | ||||||
FMG Finance Property Ltd., 10.625%, 09/01/16(c) | 3,115 | 2,617 | ||||||
9,923 | ||||||||
Diversified Operations (2.3%) | ||||||||
Freeport-McMoRan Copper & Gold, Inc., 8.250%, 04/01/15, Callable 04/01/11 @ 104.13(d) | 4,035 | 3,863 | ||||||
Freeport-McMoRan Copper & Gold, Inc., 8.375%, 04/01/17, Callable 04/01/12 @ 104.19(d) | 8,490 | 7,938 | ||||||
Leucadia National Corp., 7.000%, 08/15/13 | 1,890 | 1,550 | ||||||
Leucadia National Corp., 8.125%, 09/15/15 | 1,500 | 1,187 | ||||||
Leucadia National Corp., 7.125%, 03/15/17, Callable 03/15/12 @ 103.56 | 5,995 | 4,107 | ||||||
18,645 | ||||||||
Electric (12.9%) | ||||||||
AES Corp. (The), 8.750%, 05/15/13, Callable 05/15/09 @ 102.92(c) | 1 | 1 | ||||||
AES Corp. (The), 7.750%, 03/01/14(d) | 2,810 | 2,515 | ||||||
AES Corp. (The), 7.750%, 10/15/15 | 485 | 423 | ||||||
AES Corp. (The), 9.750%, 04/15/16(c) | 7,105 | 6,679 | ||||||
AES Corp. (The), 8.000%, 10/15/17(d) | 6,115 | 5,244 | ||||||
Baldor Electric Co., 8.625%, 02/15/17, Callable 02/15/12 @ 104.31 | 215 | 170 | ||||||
CMS Energy Corp., 7.750%, 08/01/10 | 395 | 392 | ||||||
CMS Energy Corp., 8.500%, 04/15/11(d) | 500 | 503 |
107
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Electric—continued | ||||||||
CMS Energy Corp., 6.300%, 02/01/12(d) | 3,375 | 3,194 | ||||||
Edison Mission Energy, 7.500%, 06/15/13 | 2,287 | 1,807 | ||||||
Edison Mission Energy, 7.200%, 05/15/19(d) | 1,000 | 695 | ||||||
Elwood Energy LLC, 8.159%, 07/05/26 | 2,843 | 2,169 | ||||||
Energy Future Holdings Corp., 10.875%, 11/01/17, Callable 11/01/12 @ 105.44(d) | 13,070 | 8,430 | ||||||
General Cable Corp., 3.810%, 04/01/15, Callable 04/01/09 @ 102(a) | 2,720 | 1,924 | ||||||
Homer City Funding LLC, 8.137%, 10/01/19 | 1,272 | 1,043 | ||||||
Inergy LP/Inergy Finance, 8.250%, 03/01/16, Callable 03/01/11 @ 104.13(d) | 1,950 | 1,853 | ||||||
Inergy LP/Inergy Finance Corp., 8.750%, 03/01/15, Callable 03/01/13 @ 104.38(c)(d) | 1,950 | 1,882 | ||||||
IPALCO Enterprises, Inc., 7.250%, 04/01/16(c) | 1,870 | 1,655 | ||||||
Midwest Generation LLC, Ser A, 8.300%, 07/02/09 | 612 | 602 | ||||||
Midwest Generation LLC, Ser B, 8.560%, 01/02/16 | 4,527 | 4,199 | ||||||
Mirant Americas Generation LLC, 8.300%, 05/01/11 | 5,280 | 5,122 | ||||||
Mirant Mid-Atlantic LLC, Ser B, 9.125%, 06/30/17 | 4,204 | 3,889 | ||||||
Mirant Mid-Atlantic LLC, Ser C, 10.060%, 12/30/28 | 2,436 | 2,314 | ||||||
Mirant North America LLC, 7.375%, 12/31/13, Callable 12/31/09 @ 103.69 | 4,658 | 4,215 | ||||||
NiSource Finance Corp., 10.750%, 03/15/16 | 2,335 | 2,364 | ||||||
NRG Energy, Inc., 7.375%, 02/01/16, Callable 02/01/11 @ 103.69 | 19,225 | 17,879 | ||||||
NRG Energy, Inc., 7.375%, 01/15/17, Callable 01/15/12 @ 103.69 | 3,855 | 3,585 | ||||||
Orion Power Holdings, Inc., 12.000%, 05/01/10 | 1,900 | 1,959 | ||||||
Reliant Energy, Inc., 6.750%, 12/15/14, Callable 12/15/09 @ 103.38(d) | 8,483 | 7,804 | ||||||
Sithe/Independence Funding, Ser A, 9.000%, 12/30/13 | 6,062 | 5,564 | ||||||
Texas Competitive Electric Holdings Co. LLC, Ser A, 10.250%, 11/01/15, Callable 11/01/11 @ 105.13(d)(e) | 4,435 | 2,218 | ||||||
Texas Competitive Electric Holdings Co. LLC, Ser B, 10.250%, 11/01/15, Callable 11/01/11 @ 105.13(d)(e) | 3,925 | 1,963 | ||||||
104,256 | ||||||||
Electronics (0.5%) | ||||||||
Flextronics International Ltd., 6.500%, 05/15/13, Callable 05/15/09 @ 102.17(d) | 1,435 | 1,277 | ||||||
Jabil Circuit, Inc., 8.250%, 03/15/18 | 3,460 | 2,578 | ||||||
3,855 | ||||||||
Entertainment (0.9%) | ||||||||
Echostar DBS Corp., 6.625%, 10/01/14(d) | 4,755 | 4,256 | ||||||
Penn National Gaming, Inc., 6.750%, 03/01/15, Callable 03/01/10 @ 103.38 | 1,375 | 1,169 | ||||||
Scientific Games Corp., 7.875%, 06/15/16, Callable 06/15/12 @ 103.94(c) | 2,035 | 1,760 | ||||||
7,185 | ||||||||
Forest Products & Paper (1.8%) | ||||||||
Georgia-Pacific LLC, 8.125%, 05/15/11(d) | 9,554 | 9,494 | ||||||
Georgia-Pacific LLC, 9.500%, 12/01/11 | 2,975 | 2,971 |
108
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Forest Products & Paper—continued | ||||||||
Rock-Tenn Co., 9.250%, 03/15/16, Callable 03/15/12 @ 104.63 | 1,720 | 1,716 | ||||||
14,181 | ||||||||
Health Care (9.7%) | ||||||||
Axcan Intermediate Holdings, Inc., 9.250%, 03/01/15, Callable 03/01/11 @ 106.94 | 2,250 | 2,177 | ||||||
Bausch & Lomb, Inc., 9.875%, 11/01/15, Callable 11/01/11 @ 104.94(c)(d) | 1,330 | 1,057 | ||||||
Biomet, Inc., 10.000%, 10/15/17, Callable 10/15/12 @ 105(d) | 10,445 | 10,341 | ||||||
Boston Scientific Corp., 6.000%, 06/15/11 | 2,020 | 1,959 | ||||||
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 07/15/11 @ 104.44(d) | 19,080 | 18,031 | ||||||
Elan Finance PLC/Elan Finance Corp., 8.875%, 12/01/13, Callable 12/01/10 @ 104.44 | 905 | 724 | ||||||
HCA, Inc., 9.125%, 11/15/14, Callable 11/15/10 @ 104.56(d) | 11,940 | 11,224 | ||||||
HCA, Inc., 9.250%, 11/15/16, Callable 11/15/11 @ 104.63(d) | 7,960 | 7,244 | ||||||
HCA, Inc., 9.875%, 02/15/17, Callable 02/15/13 @ 104.94(c)(d) | 2,605 | 2,462 | ||||||
Health Management Associates, Inc., 6.125%, 04/15/16(d) | 3,950 | 3,229 | ||||||
Omnicare, Inc., 6.125%, 06/01/13, Callable 06/01/09 @ 102.04 | 855 | 767 | ||||||
Psychiatric Solutions, Inc., 7.750%, 07/15/15, Callable 07/15/10 @ 103.88(d) | 1,120 | 1,011 | ||||||
Tenet Healthcare Corp., 7.375%, 02/01/13 | 7,860 | 6,249 | ||||||
Tenet Healthcare Corp., 9.875%, 07/01/14(d) | 3,650 | 2,847 | ||||||
Tenet Healthcare Corp., 9.250%, 02/01/15(d) | 2,555 | 1,967 | ||||||
U.S. Oncology, Inc., 9.000%, 08/15/12, Callable 08/15/09 @ 102.25(d) | 2,450 | 2,376 | ||||||
Universal Hospital Services, Inc., 5.943%, 06/01/15, Callable 06/01/09 @ 102(a) | 780 | 565 | ||||||
Universal Hospital Services, Inc. (PIK), 8.500%, 06/01/15, Callable 06/01/11 @ 104.25 | 4,855 | 4,321 | ||||||
78,551 | ||||||||
Industrials (1.7%) | ||||||||
Ingersoll-Rand Global Holding Co. Ltd., 9.500%, 04/15/14 | 3,455 | 3,455 | ||||||
L-3 Communications Holdings, Inc., 7.625%, 06/15/12, Callable 06/15/09 @ 101.27 | 5,955 | 5,977 | ||||||
L-3 Communications Holdings, Inc., Ser B, 6.375%, 10/15/15, Callable 10/15/10 @ 103.19(d) | 4,971 | 4,685 | ||||||
14,117 | ||||||||
Insurance (1.1%) | ||||||||
AFC Capital Trust I, Ser B, 8.207%, 02/03/27(d) | 3,287 | 2,169 | ||||||
Crum & Forster Holdings Corp., 7.750%, 05/01/17, Callable 05/01/12 @ 103.88 | 5,325 | 4,154 | ||||||
Fairfax Financial Holdings, 7.750%, 06/15/17, Callable 06/15/12 @ 103.88 | 3,075 | 2,675 | ||||||
Fairfax Financial Holdings, 7.375%, 04/15/18(d) | 274 | 242 | ||||||
9,240 | ||||||||
Lodging (0.8%) | ||||||||
Wynn Las Vegas LLC, 6.625%, 12/01/14, Callable 12/01/09 @ 103.31(d) | 8,255 | 6,233 | ||||||
Machinery Diversified (0.7%) | ||||||||
Case Corp., 7.250%, 01/15/16 | 1,375 | 1,004 | ||||||
Chart Industries, Inc., 9.125%, 10/15/15, Callable 10/15/10 @ 104.56 | 1,700 | 1,241 |
109
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Machinery Diversified—continued | ||||||||
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104(d) | 4,510 | 3,653 | ||||||
5,898 | ||||||||
Materials (0.8%) | ||||||||
Steel Dynamics, Inc., 7.750%, 04/15/16, Callable 04/15/12 @ 103.88(c) | 9,505 | 6,511 | ||||||
Media (7.7%) | ||||||||
Block Communications, Inc., 8.250%, 12/15/15, Callable 12/15/10 @ 104.13(c) | 975 | 724 | ||||||
CSC Holdings, Inc., 8.500%, 04/15/14(c)(d) | 6,855 | 6,752 | ||||||
CSC Holdings, Inc., 8.500%, 06/15/15, Callable 06/15/12 @ 104.25(c)(d) | 4,640 | 4,536 | ||||||
CSC Holdings, Inc., 7.625%, 07/15/18 | 2,725 | 2,452 | ||||||
DirecTV Holdings LLC, 8.375%, 03/15/13, Callable 03/15/10@ 101.34 | 7,520 | 7,605 | ||||||
DirecTV Holdings LLC, 7.625%, 05/15/16, Callable 05/15/12 @ 103.81(d) | 4,005 | 3,925 | ||||||
EchoStar DBS Corp., 6.375%, 10/01/11 | 441 | 426 | ||||||
EchoStar DBS Corp., 7.750%, 05/31/15 | 2,300 | 2,116 | ||||||
EchoStar DBS Corp., 7.125%, 02/01/16 | 3,320 | 2,971 | ||||||
Kabel Deutschland GmbH, 10.625%, 07/01/14, Callable 07/01/09 @ 105.31 | 8,685 | 8,772 | ||||||
Mediacom Broadband LLC, 9.500%, 01/15/13, Callable 06/01/09 @ 100(d) | 3,315 | 3,099 | ||||||
Mediacom Broadband LLC, 8.500%, 10/15/15, Callable 10/15/10 @ 104.25(d) | 8,770 | 7,893 | ||||||
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 03/15/11 @ 103.88 | 705 | 536 | ||||||
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 03/15/11 @ 103.88 | 3,250 | 2,470 | ||||||
Rogers Cable, Inc., 8.750%, 05/01/32 | 1,400 | 1,499 | ||||||
Time Warner Cable, Inc., 8.250%, 04/01/19 | 3,260 | 3,350 | ||||||
Videotron, 9.125%, 04/15/18, Callable 04/15/13 @ 104.56(c) | 2,865 | 2,911 | ||||||
62,037 | ||||||||
Metals (0.5%) | ||||||||
Owens-Brockway Glass Containers, Inc., 8.250%, 05/15/13, Callable 05/15/09 @ 102.75 | 3,715 | 3,734 | ||||||
Oil & Gas (10.7%) | ||||||||
Atlas Energy Resources LLC, 10.750%, 02/01/18, Callable 02/01/13 @ 105.38(c) | 5,000 | 3,650 | ||||||
Chesapeake Energy Corp., 7.625%, 07/15/13(d) | 5,690 | 5,235 | ||||||
Chesapeake Energy Corp., 7.500%, 09/15/13, Callable 09/15/09 @ 102.50(d) | 340 | 311 | ||||||
Chesapeake Energy Corp., 7.500%, 06/15/14, Callable 06/15/09 @ 103.75(d) | 2,170 | 1,958 | ||||||
Chesapeake Energy Corp., 9.500%, 02/15/15(d) | 8,080 | 7,858 | ||||||
Chesapeake Energy Corp., 6.250%, 01/15/18, Callable 07/15/10 @ 103.13(d) | 640 | 499 | ||||||
Chesapeake Energy Corp., 7.250%, 12/15/18 | 2,025 | 1,663 | ||||||
Cie Generale De Geophysique, 7.500%, 05/15/15, Callable 05/15/10 @ 103.75(d) | 4,755 | 3,756 | ||||||
Cie Generale De Geophysique, 7.750%, 05/15/17, Callable 05/15/12 @ 103.88 | 415 | 317 | ||||||
Cimarex Energy Co., 7.125%, 05/01/17, Callable 05/01/12 @ 103.56 | 1,995 | 1,606 | ||||||
Forest Oil Corp., 8.500%, 02/15/14(c)(d) | 3,645 | 3,381 | ||||||
Forest Oil Corp., 7.250%, 06/15/19, Callable 06/15/12 @ 103.63(c) | 3,960 | 3,128 | ||||||
Forest Oil Corp., 7.250%, 06/15/19, Callable 06/15/12 @ 103.63 | 1,000 | 790 |
110
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas—continued | ||||||||
Frontier Oil Corp., 8.500%, 09/15/16, Callable 09/15/12 @ 104.25 | 595 | 586 | ||||||
Linn Energy LLC, 9.875%, 07/01/18, Callable 07/01/13 @ 104.94(c)(d) | 4,285 | 3,514 | ||||||
Mariner Energy, Inc., 8.000%, 05/15/17, Callable 05/15/12 @ 104 | 2,110 | 1,393 | ||||||
Newfield Exploration Co., 6.625%, 04/15/16, Callable 04/15/11 @ 103.31(d) | 1,225 | 1,096 | ||||||
Newfield Exploration Co., 7.125%, 05/15/18, Callable 05/15/13 @ 103.56(d) | 1,920 | 1,699 | ||||||
Petrohawk Energy Corp., 9.125%, 07/15/13, Callable 07/15/10 @ 104.56(d) | 3,230 | 3,101 | ||||||
Petrohawk Energy Corp., 7.875%, 06/01/15, Callable 06/01/12 @ 103.94(c) | 2,395 | 2,108 | ||||||
Pioneer Natural Resources Co., 6.650%, 03/15/17 | 2,915 | 2,211 | ||||||
Plains Exploration & Production Co., 7.625%, 06/01/18, Callable 06/01/13 @ 103.81(d) | 2,510 | 2,033 | ||||||
Quicksilver Resources, Inc., 7.125%, 04/01/16, Callable 04/01/11 @ 103.56 | 2,700 | 1,283 | ||||||
Range Resources Corp., 7.500%, 05/15/16, Callable 05/15/11 @ 103.75(d) | 1,390 | 1,282 | ||||||
Range Resources Corp., 7.250%, 05/01/18, Callable 05/01/13 @ 103.63(d) | 2,130 | 1,906 | ||||||
Sabine Pass LNG LP, 7.250%, 11/30/13(d) | 1,845 | 1,301 | ||||||
Sabine Pass LNG LP, 7.500%, 11/30/16 | 985 | 660 | ||||||
SandRidge Energy, Inc., 8.625%, 04/01/15, Callable 04/01/11 @ 104.31 | 70 | 46 | ||||||
SandRidge Energy, Inc., 8.000%, 06/01/18, Callable 06/01/13 @ 104(c) | 5,985 | 4,399 | ||||||
Sunoco, Inc., 9.625%, 04/15/15 | 12,610 | 12,983 | ||||||
Targa Resources Partners LP, 8.250%, 07/01/16, Callable 07/01/12 @ 104.13(c)(d) | 4,790 | 3,473 | ||||||
Tesoro Corp., 6.625%, 11/01/15, Callable 11/01/10 @ 103.31 | 4,680 | 3,697 | ||||||
Valero Energy Corp., 9.375%, 03/15/19 | 3,510 | 3,624 | ||||||
86,547 | ||||||||
Packaging & Containers (0.8%) | ||||||||
Crown Americas, Inc., 7.625%, 11/15/13, Callable 11/15/09 @ 103.81(d) | 1,925 | 1,932 | ||||||
Crown Americas, Inc., 7.750%, 11/15/15, Callable 11/15/10 @ 103.88(d) | 900 | 904 | ||||||
Graphic Packaging International, Inc., 9.500%, 08/15/13, Callable 08/15/09 @ 103.17(d) | 1,720 | 1,230 | ||||||
Silgan Holdings, Inc., 6.750%, 11/15/13, Callable 11/15/09 @ 102.25(d) | 3,000 | 2,820 | ||||||
6,886 | ||||||||
Pipelines (5.9%) | ||||||||
Atlas Pipeline Partners LP, 8.750%, 06/15/18, Callable 06/15/13 @ 104.38 | 3,335 | 1,868 | ||||||
Colorado Interstate Gas Co., 6.800%, 11/15/15 | 3,672 | 3,442 | ||||||
Copano Energy LLC, 8.125%, 03/01/16, Callable 03/01/11 @ 104.06 | 2,085 | 1,762 | ||||||
Copano Energy LLC, 7.750%, 06/01/18, Callable 06/01/13 @ 103.88(c) | 1,450 | 1,153 | ||||||
Dynegy Holdings, Inc., 7.500%, 06/01/15(d) | 2,630 | 1,795 | ||||||
Dynegy Holdings, Inc., 7.750%, 06/01/19(d) | 8,570 | 5,570 | ||||||
El Paso Corp., 7.000%, 06/15/17(d) | 4,240 | 3,611 | ||||||
El Paso Corp., 7.250%, 06/01/18 | 2,935 | 2,495 | ||||||
El Paso Corp., MTN, 8.250%, 02/15/16(d) | 5,550 | 5,189 | ||||||
Energy Transfer Partners, 9.700%, 03/15/19(d) | 430 | 457 |
111
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pipelines—continued | ||||||||
Kinder Morgan Energy Partners, 9.000%, 02/01/19 | 2,625 | 2,806 | ||||||
Kinder Morgan Finance, 5.700%, 01/05/16 | 3,500 | 2,940 | ||||||
Knight, Inc., 6.500%, 09/01/12 | 2,075 | 1,935 | ||||||
MarkWest Energy Partners LP, Ser B, 8.750%, 04/15/18, Callable 04/15/13 @ 104.38 | 8,485 | 5,918 | ||||||
Tennessee Gas Pipeline, 7.500%, 04/01/17 | 2,500 | 2,408 | ||||||
Transcontinental Gas Pipe Line Corp., Ser B, 8.875%, 07/15/12 | 325 | 331 | ||||||
Williams Partners LP, 7.500%, 06/15/11 | 4,000 | 3,780 | ||||||
47,460 | ||||||||
Real Estate (0.7%) | ||||||||
American Real Estate Partners LP, 8.125%, 06/01/12, Callable 06/01/09 @ 102.03 | 1,450 | 1,232 | ||||||
American Real Estate Partners LP, 7.125%, 02/15/13, Callable 02/15/10 @ 101.78(d) | 5,880 | 4,675 | ||||||
5,907 | ||||||||
REITs (1.2%) | ||||||||
Host Marriott LP, 7.125%, 11/01/13, Callable 11/01/09 @ 102.38(d) | 5,480 | 4,425 | ||||||
Host Marriott LP, 6.750%, 06/01/16, Callable 06/01/11 @ 103.33(d) | 4,540 | 3,314 | ||||||
Omega Healthcare Investors, Inc., 7.000%, 04/01/14, Callable 04/01/09 @ 103.50 | 2,268 | 2,087 | ||||||
9,826 | ||||||||
Semiconductors (0.2%) | ||||||||
Amkor Technologies, Inc., 9.250%, 06/01/16, Callable 06/01/11 @ 104.63 | 2,095 | 1,613 | ||||||
Avago Technologies Finance Ltd., 6.761%, 06/01/13, Callable 12/01/09 @ 100(a) | 501 | 402 | ||||||
2,015 | ||||||||
Telecommunication Services (13.4%) | ||||||||
Citizens Communications Co., 9.250%, 05/15/11(d) | 4,060 | 4,121 | ||||||
Cricket Communications, Inc., 10.000%, 07/15/15, Callable 07/15/12 @ 105(c) | 1,500 | 1,444 | ||||||
Cricket Communications, Inc., 9.375%, 11/01/14, Callable 11/01/10 @ 104.69 | 1,845 | 1,757 | ||||||
Crown Castle International Corp., 9.000%, 01/15/15, Callable 01/15/13 @ 105.62(d) | 3,755 | 3,764 | ||||||
FairPoint Communications, Inc., 13.125%, 04/01/18, Callable 04/01/13 @ 106.56(c) | 810 | 154 | ||||||
Inmarsat Finance II PLC, 10.375%, 11/15/12, Callable 01/15/09 @ 103.46(d) | 5,615 | 5,755 | ||||||
Inmarsat Group Ltd., 7.625%, 06/30/12, Callable 05/11/09 @ 102.54(d) | 4,179 | 4,059 | ||||||
Intelsat Corp., 9.250%, 08/15/14, Callable 08/15/09 @ 104.63(c) | 1,000 | 940 | ||||||
Intelsat Corp., 9.250%, 06/15/16, Callable 06/15/11 @ 104.63(c)(d) | 1,495 | 1,383 | ||||||
Intelsat Jackson Holdings Ltd., 9.500%, 06/15/16, Callable 06/15/11 @ 104.75(c)(d) | 4,505 | 4,235 | ||||||
Intelsat Subsidiary Holding Co. Ltd., Ser B, 8.875%, 01/15/15, Callable 01/15/10 @ 104.44(c)(d) | 1,145 | 1,062 |
112
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Intelsat Subsidiary Holding Co., Ltd., 8.500%, 01/15/13, Callable 01/15/10@ 102.13(c) | 8,205 | 7,733 | ||||||
Level 3 Financing, Inc., 12.250%, 03/15/13, Callable 03/15/10 @ 106.13(d) | 5,385 | 4,039 | ||||||
MetroPCS Wireless, Inc., 9.250%, 11/01/14, Callable 11/01/10 @ 104.63 | 65 | 63 | ||||||
MetroPCS Wireless, Inc., 9.250%, 11/01/14, Callable 11/01/10 @ 104.63(c) | 6,230 | 6,012 | ||||||
Nordic Telephone Co. Holdings, 8.875%, 05/01/16, Callable 05/01/11 @ 104.44(c) | 1,275 | 1,192 | ||||||
NTL Cable PLC, 8.750%, 04/15/14, Callable 05/15/09 @ 104.38 | 5,674 | 5,362 | ||||||
Qwest Capital Funding, Inc., 7.000%, 08/03/09(d) | 4,910 | 4,898 | ||||||
Qwest Communications International, Inc., 7.250%, 02/15/11, Callable 02/15/10 @ 100 | 6,065 | 5,853 | ||||||
Qwest Corp., 4.570%, 06/15/13(a)(d) | 2,100 | 1,801 | ||||||
Rainbow National Services LLC, 8.750%, 09/01/12, Callable 05/04/09 @ 104.38(c) | 300 | 300 | ||||||
Rainbow National Services LLC, 10.375%, 09/01/14, Callable 09/01/09 @ 105.19(c) | 1,525 | 1,556 | ||||||
Rogers Wireless, Inc., 9.625%, 05/01/11 | 1,118 | 1,164 | ||||||
Sprint Capital Corp., 7.625%, 01/30/11(d) | 7,850 | 7,261 | ||||||
Sprint Capital Corp., 8.375%, 03/15/12 | 1,000 | 900 | ||||||
Sprint Capital Corp., 6.900%, 05/01/19 | 3,875 | 2,732 | ||||||
Sprint Capital Corp., 8.750%, 03/15/32 | 6,685 | 4,479 | ||||||
Sprint Nextel Corp., 1.632%, 06/28/10(a)(d) | 3,785 | 3,503 | ||||||
Sprint Nextel Corp., 6.000%, 12/01/16(d) | 1,200 | 858 | ||||||
Telcordia Technologies, Inc., 4.844%, 07/15/12, Callable 07/15/09 @ 101(a)(c)(d) | 3,200 | 1,744 | ||||||
Valor Telecommunications Enterprise LLC, 7.750%, 02/15/15, Callable 02/15/10 @ 103.88 | 2,580 | 2,509 | ||||||
Virgin Media Finance PLC, 9.125%, 08/15/16, Callable 08/15/11 @ 104.56 | 6,850 | 6,370 | ||||||
Wind Acquisition Finance SA, 10.750%, 12/01/15, Callable 12/01/10 @ 105.38(c) | 5,475 | 5,420 | ||||||
Windstream Corp., 8.625%, 08/01/16, Callable 08/01/11 @ 104.31 | 4,097 | 4,025 | ||||||
108,448 | ||||||||
Transportation (1.0%) | ||||||||
Bristow Group, Inc., 7.500%, 09/15/17, Callable 09/15/12 @ 103.75(d) | 1,870 | 1,403 | ||||||
Expedia, Inc., 8.500%, 07/01/16, Callable 07/01/12 @ 104.25(c) | 2,480 | 2,108 | ||||||
Kansas City Southern de Mexico, 12.500%, 04/01/16, Callable 04/01/13 @ 106.25(c) | 4,955 | 4,732 | ||||||
8,243 | ||||||||
Total Corporate Bonds | 725,514 | |||||||
U.S. Treasury Obligation (1.0%) | ||||||||
U.S. Treasury Bill (1.0%) | ||||||||
0.222%, 07/02/09(f) | 7,950 | 7,946 | ||||||
Total U.S. Treasury Obligation | 7,946 | |||||||
Short-Term Investment (30.8%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(g)(h) | 249,070 | 249,070 | ||||||
Total Short-Term Investment | 249,070 | |||||||
113
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Money Market Fund (8.3%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(h) | 67,436,445 | 67,436 | ||||||
Total Money Market Fund | 67,436 | |||||||
Total Investments (Cost $1,133,880)(i) — 131.1% | 1,062,165 | |||||||
Liabilities in excess of other assets — (31.1)% | (252,546 | ) | ||||||
Net Assets — 100.0% | $ | 809,619 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the Fund as of March 31, 2009 are identified below (in thousands): |
Issue | Acquisition | Percentage of | ||||||||||||||||||
Description | Date | Cost($) | Par($) | Value($) | Net Assets(%) | |||||||||||||||
East Valley Tourist Development Authority | 08/06/07 | 11,385 | 11,500 | 5,175 | 0.64 | |||||||||||||||
Local Insight Regatta Holdings, Inc. | 12/19/08 | 1,650 | 1,650 | 384 | 0.05 |
(c) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 17.9% of net assets as of March 31, 2009. |
(d) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $243,510. | |
(e) | Step bond. |
(f) | Rate represents the effective yield at purchase. |
(g) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). |
(h) | Affiliate investment. |
(i) | Represents cost for financial reporting purposes. |
MTN | Medium Term Note | |
PIK | Payment in-kind |
REIT | Real Estate Investment Trust |
Unrealized | ||||||||
Unfunded | Appreciation/ | |||||||
Borrower | Commitments($) | (Depreciation)($) | ||||||
Calpine Corp. | 1,375 | (454 | ) | |||||
(454 | ) | |||||||
114
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Seix High Yield Fund — concluded
Implied Credit | ||||||||||||||||||||||
Notional | Fixed | Spread as of | Expiration | |||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | 03/31/09(%) | Date | Value($) | ||||||||||||||||
North America High Yield CDX Indices, Series 11 | Deutsche Bank | (7,760 | ) | 5.00 | 15.88 | 12/20/13 | (2,427 | ) | ||||||||||||||
North America High Yield CDX Indices, Series 11 | JPMorgan | (11,640 | ) | 5.00 | 15.88 | 12/20/13 | (3,640 | ) | ||||||||||||||
North America High Yield CDX Indices, Series 11 | Deutsche Bank | (4,850 | ) | 5.00 | 15.88 | 12/20/13 | (1,516 | ) | ||||||||||||||
(7,583 | ) | |||||||||||||||||||||
115
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (0.1%) | ||||||||
Automobiles (0.1%) | ||||||||
Capital One Prime Auto Receivable Trust, Ser 2006-1, Cl A3, 4.990%, 09/15/10 | 267 | 269 | ||||||
Total Asset-Backed Securities | 269 | |||||||
Collateralized Mortgage Obligations (19.3%) | ||||||||
Adjustable Rate Mortgage Trust, Ser 2005-1, Cl 2A22, 4.576%, 05/25/35(a) | 1,640 | 918 | ||||||
Adjustable Rate Mortgage Trust, Ser 2005-4, Cl 3A1, 4.945%, 08/25/35(a) | 3,645 | 2,742 | ||||||
Banc of America Alternative Loan Trust, Ser 2005-4, Cl CB7, 5.250%, 01/25/21 | 4,198 | 3,747 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2004-2, Cl A2, 3.520%, 11/10/38 | 134 | 134 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2004-5, Cl A3, 4.561%, 11/10/41 | 2,300 | 1,932 | ||||||
Bear Stearns Alternative-A Trust, Ser 2005-9, Cl 25A1, 5.678%, 11/25/35(a) | 2,241 | 1,191 | ||||||
Bear Stearns Alternative-A Trust, Ser 2006-2, Cl 23A1, 5.827%, 03/25/36(a) | 3,037 | 1,168 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2004-ESA, Cl C, 4.937%, 05/14/16(b) | 3,000 | 3,008 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A1, 4.940%, 10/12/42 | 826 | 823 | ||||||
Citicorp Mortgage Securities, Inc., Ser 2005-5, Cl 2A3, 5.000%, 08/25/20 | 4,387 | 4,198 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2004-C3, Cl A3, 4.302%, 07/15/36 | 3,288 | 3,272 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2005-C1, Cl A2, 4.609%, 02/15/38 | 2,245 | 2,135 | ||||||
Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust, Ser 2005-1, Cl 2A1, 5.651%, 02/25/20(a) | 3,524 | 3,018 | ||||||
First Horizon Alternative Mortgage Securities, Ser 2005-AA7, Cl 2A1, 5.400%, 09/25/35(a) | 1,886 | 857 | ||||||
First Horizon Mortgage Pass-Through Trust, Ser 2004-AR4, Cl 2A1, 4.374%, 08/25/34(a) | 2,263 | 1,811 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2004-GG1, Cl A3, 4.344%, 06/10/36 | 761 | 759 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2005-GG3, Cl A2, 4.305%, 08/10/42 | 4,765 | 4,589 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2005-GG5, Cl A2, 5.117%, 04/10/37 | 2,000 | 1,793 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP1, Cl A2, 4.625%, 03/15/46 | 3,680 | 3,467 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C1, Cl A2, 4.310%, 02/15/30 | 4,500 | 4,265 | ||||||
MASTR Alternative Loans Trust, Ser 2004-5, Cl 4A1, 5.500%, 07/25/19(a) | 3,818 | 3,407 | ||||||
Morgan Stanley Capital I, Ser 2006-HQ8, Cl A1, 5.195%, 03/12/44 | 501 | 499 | ||||||
Provident Funding Mortgage Loan Trust, Ser 2004-1, Cl 1A1, 4.299%, 04/25/34(a) | 1,410 | 1,171 | ||||||
Residential Accredit Loans, Inc., Ser 2003-QS17, Cl CB3, 5.500%, 09/25/33 | 1,283 | 1,278 | ||||||
Residential Funding Mortgage Securities I, Ser 2004-S3, Cl A1, 4.750%, 03/25/19 | 3,054 | 2,769 | ||||||
SunTrust Adjustable Rate Mortgage Loan Trust, Ser 2007-S1, Cl 1A, 4.983%, 01/25/37(a) | 2,356 | 1,779 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C16, Cl A2, 4.380%, 10/15/41 | 2,156 | 2,078 |
116
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2006-16, Cl A12, 5.000%, 11/25/36 | 1,619 | 1,442 | ||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2006-AR8, Cl 2A4, 5.240%, 04/25/36(a) | 2,886 | 1,735 | ||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2006-AR8, Cl 3A1, 5.237%, 04/25/36(a) | 3,605 | 2,187 | ||||||
Total Collateralized Mortgage Obligations | 64,172 | |||||||
Corporate Bonds (44.4%) | ||||||||
Aerospace/Defense (1.1%) | ||||||||
Honeywell International, Inc., 3.875%, 02/15/14 | 2,215 | 2,234 | ||||||
Raytheon Co., 4.850%, 01/15/11 | 1,250 | 1,293 | ||||||
3,527 | ||||||||
Auto Parts & Equipment (0.3%) | ||||||||
Johnson Controls, Inc., 5.250%, 01/15/11(c) | 1,100 | 1,066 | ||||||
Banks (9.0%) | ||||||||
Bank of America Corp., 7.400%, 01/15/11 | 920 | 858 | ||||||
Bank of America Corp., Ser L, 3.125%, 06/15/12, MTN(c) | 2,775 | 2,871 | ||||||
Bank of New York Mellon Corp. (The), Ser F, 4.950%, 01/14/11, MTN(c) | 1,715 | 1,758 | ||||||
Deutsche Bank AG, 4.875%, 05/20/13 | 2,325 | 2,280 | ||||||
JPMorgan Chase & Co., 6.750%, 02/01/11 | 4,555 | 4,643 | ||||||
PNC Funding Corp., 1.875%, 06/22/11 | 1,650 | 1,659 | ||||||
U.S. Banccorp, Ser P, 4.500%, 07/29/10, MTN | 3,515 | 3,535 | ||||||
Wachovia Corp., 5.300%, 10/15/11(c) | 3,465 | 3,421 | ||||||
Wachovia Corp., Ser G, 5.500%, 05/01/13, MTN | 2,900 | 2,674 | ||||||
Wells Fargo & Co., 3.000%, 12/09/11 | 6,035 | 6,238 | ||||||
29,937 | ||||||||
Beverages (1.0%) | ||||||||
Diageo Capital PLC, 7.375%, 01/15/14 | 1,000 | 1,099 | ||||||
PepsiCo, Inc., 3.750%, 03/01/14 | 2,270 | 2,302 | ||||||
3,401 | ||||||||
Consumer Staples (1.1%) | ||||||||
Avon Products, Inc., 7.150%, 11/15/09 | 1,085 | 1,108 | ||||||
Kellogg Co., Ser B, 6.600%, 04/01/11 | 2,235 | 2,391 | ||||||
3,499 | ||||||||
Diversified Financial Services (18.0%) | ||||||||
Allstate Life Global Funding Trust, 5.375%, 04/30/13, MTN(c) | 1,190 | 1,151 | ||||||
American Express Credit Co., Ser C, 5.875%, 05/02/13, MTN | 3,995 | 3,507 | ||||||
American Honda Finance Corp., 4.625%, 04/02/13, MTN(b) | 2,000 | 1,798 | ||||||
BHP Billiton Finance USA Ltd., 5.125%, 03/29/12 | 1,130 | 1,149 | ||||||
Caterpillar Financial Services Corp., 5.750%, 02/15/12, MTN(c) | 3,520 | 3,519 | ||||||
Caterpillar Financial Services Corp., 6.125%, 02/17/14 | 2,400 | 2,331 | ||||||
Citigroup, Inc., 6.500%, 01/18/11(c) | 1,900 | 1,816 | ||||||
CME Group, Inc., 5.400%, 08/01/13 | 2,000 | 2,029 | ||||||
Credit Suisse (USA), Inc., 5.250%, 03/02/11(c) | 3,395 | 3,433 | ||||||
General Electric Capital Corp., Ser A, 5.200%, 02/01/11, MTN | 2,900 | 2,889 | ||||||
General Electric Capital Corp., Ser A, 6.000%, 06/15/12, MTN | 2,875 | 2,835 | ||||||
Goldman Sachs Group, Inc. (The), 6.875%, 01/15/11 | 4,425 | 4,472 | ||||||
Goldman Sachs Group, Inc. (The), 1.625%, 07/15/11(c) | 2,750 | 2,752 | ||||||
ING USA Global Trust, 4.500%, 10/01/10 | 2,500 | 2,467 | ||||||
International Lease Finance Corp., 5.750%, 06/15/11(c) | 1,895 | 1,231 | ||||||
JPMorgan Chase & Co., 1.650%, 02/23/11 | 4,000 | 4,017 |
117
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Financial Services—continued | ||||||||
Lehman Brothers Holdings, Inc., 5.625%, 01/24/13(d) | 1,375 | 165 | ||||||
Lehman Brothers Holdings, Inc., Ser G, 4.250%, 01/27/10, MTN(d) | 3,050 | 389 | ||||||
Merrill Lynch & Co., Ser C, 5.450%, 02/05/13(c) | 1,920 | 1,574 | ||||||
MetLife Global Funding I, 5.125%, 04/10/13(b) | 3,000 | 2,740 | ||||||
Morgan Stanley, 4.000%, 01/15/10(c) | 4,470 | 4,438 | ||||||
Morgan Stanley, 3.250%, 12/01/11(c) | 6,000 | 6,227 | ||||||
Prudential Financial, Inc., Ser D, 5.150%, 01/15/13, MTN(c) | 4,020 | 2,988 | ||||||
59,917 | ||||||||
Electric (2.0%) | ||||||||
Alabama Power Co., 5.800%, 11/15/13 | 2,000 | 2,148 | ||||||
American Electric Power Co., Inc., Ser C, 5.375%, 03/15/10 | 1,395 | 1,409 | ||||||
PacifiCorp, 6.900%, 11/15/11 | 1,415 | 1,506 | ||||||
Public Service Co. of Colorado, 7.875%, 10/01/12 | 1,345 | 1,505 | ||||||
6,568 | ||||||||
Health Care (0.8%) | ||||||||
Abbott Laboratories, 5.150%, 11/30/12 | 2,545 | 2,765 | ||||||
Industrials (1.6%) | ||||||||
Dover Corp., 6.500%, 02/15/11 | 3,385 | 3,592 | ||||||
Ingersoll-Rand Global Holding Co. Ltd., 6.000%, 08/15/13 | 1,100 | 1,070 | ||||||
Ingersoll-Rand Global Holding Co. Ltd., 9.500%, 04/15/14 | 565 | 565 | ||||||
5,227 | ||||||||
Information Technology (0.7%) | ||||||||
Hewlett-Packard Co., 4.250%, 02/24/12(c) | 2,165 | 2,224 | ||||||
Media (1.3%) | ||||||||
Comcast Cable Communication, Inc., 6.750%, 01/30/11(c) | 1,418 | 1,467 | ||||||
Cox Communications, Inc., 7.750%, 11/01/10 | 1,495 | 1,522 | ||||||
Time Warner, Inc., 6.750%, 04/15/11 | 1,155 | 1,173 | ||||||
4,162 | ||||||||
Oil & Gas (1.3%) | ||||||||
Devon Energy Corp., 5.625%, 01/15/14 | 1,500 | 1,521 | ||||||
Enterprise Products Partners LP, Ser B, 4.625%, 10/15/09(c) | 740 | 736 | ||||||
XTO Energy, Inc., 5.000%, 08/01/10 | 2,020 | 2,011 | ||||||
4,268 | ||||||||
Pharmaceuticals (1.6%) | ||||||||
Eli Lilly & Co., 3.550%, 03/06/12(c) | 1,635 | 1,670 | ||||||
Pfizer, Inc., 4.450%, 03/15/12 | 3,645 | 3,744 | ||||||
5,414 | ||||||||
Pipelines (1.5%) | ||||||||
CenterPoint Energy Resources Corp., 7.750%, 02/15/11(c) | 1,450 | 1,473 | ||||||
DCP Midstream LLC, 7.875%, 08/16/10 | 1,405 | 1,424 | ||||||
ONEOK Partners LP, 7.100%, 03/15/11 | 886 | 888 | ||||||
Rockies Express Pipeline LLC, 6.250%, 07/15/13(b) | 1,250 | 1,227 | ||||||
5,012 | ||||||||
REITs (0.2%) | ||||||||
Simon Property Group LP, 5.300%, 05/30/13(c) | 870 | 710 | ||||||
Retail (0.2%) | ||||||||
CVS Caremark Corp., 2.793%, 09/10/10(a) | 825 | 801 | ||||||
Telecommunication Services (2.1%) | ||||||||
AT&T, Inc., 4.850%, 02/15/14(c) | 1,125 | 1,136 | ||||||
Rogers Wireless, Inc., 9.625%, 05/01/11 | 1,868 | 1,945 | ||||||
SBC Communications, Inc., 4.125%, 09/15/09 | 915 | 923 | ||||||
Verizon Wireless Capital LLC, 5.550%, 02/01/14(b) | 3,000 | 3,003 | ||||||
7,007 | ||||||||
Transportation (0.6%) | ||||||||
Union Pacific Corp., 6.650%, 01/15/11 | 1,900 | 1,981 | ||||||
Total Corporate Bonds | 147,486 | |||||||
U.S. Government Agencies (7.4%) | ||||||||
Fannie Mae (1.6%) | ||||||||
3.375%, 05/19/11 | 5,275 | 5,493 | ||||||
Federal Home Loan Bank (2.1%) | ||||||||
1.625%, 01/21/11 | 6,850 | 6,897 | ||||||
118
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Short-Term Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Freddie Mac (3.7%) | ||||||||
3.125%, 10/25/10 | 12,000 | 12,354 | ||||||
Total U.S. Government Agencies | 24,744 | |||||||
U.S. Government Agency Mortgages (10.3%) | ||||||||
Fannie Mae (6.1%) | ||||||||
6.955%, 10/01/10(a) | 2,907 | 3,032 | ||||||
7.010%, 12/01/10(a) | 4,079 | 4,282 | ||||||
5.620%, 02/01/12 | 3,995 | 4,234 | ||||||
4.826%, 01/01/13 | 1,136 | 1,188 | ||||||
6.000%, 12/25/30 | 2,610 | 2,701 | ||||||
4.866%, 09/01/33(a) | 364 | 370 | ||||||
4.857%, 10/01/33(a) | 545 | 552 | ||||||
4.677%, 05/01/35(a) | 3,945 | 4,006 | ||||||
20,365 | ||||||||
Freddie Mac (4.1%) | ||||||||
3.750%, 12/15/11 | 790 | 795 | ||||||
5.591%, 01/25/12(a) | 1,767 | 1,833 | ||||||
4.500%, 08/15/19 | 71 | 74 | ||||||
4.500%, 10/15/28 | 1,831 | 1,855 | ||||||
4.284%, 03/01/34(a) | 1,076 | 1,088 | ||||||
4.686%, 04/01/34(a) | 827 | 836 | ||||||
6.203%, 09/01/36(a) | 2,578 | 2,681 | ||||||
5.512%, 04/01/37(a) | 4,524 | 4,699 | ||||||
13,861 | ||||||||
Ginnie Mae (0.1%) | ||||||||
5.988%, 02/16/24(a) | 175 | 178 | ||||||
Total U.S. Government Agency Mortgages | 34,404 | |||||||
U.S. Treasury Obligations (11.6%) | ||||||||
U.S. Treasury Notes (11.6%) | ||||||||
4.125%, 08/15/10 | 2,350 | 2,466 | ||||||
2.375%, 08/31/10 | 8,910 | 9,128 | ||||||
0.875%, 02/28/11 | 800 | 802 | ||||||
4.500%, 02/28/11(c) | 15,897 | 17,012 | ||||||
1.375%, 02/15/12 | 9,140 | 9,214 | ||||||
Total U.S. Treasury Obligations | 38,622 | |||||||
Short-Term Investment (9.8%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(e)(f) | 32,601 | 32,601 | ||||||
Total Short-Term Investment | 32,601 | |||||||
Money Market Funds (6.5%) | ||||||||
Federated Government Obligations Money Market Fund | 12,349,245 | 12,349 | ||||||
RidgeWorth Institutional Cash Management Money Market Fund(f) | 9,121,861 | 9,122 | ||||||
Total Money Market Funds | 21,471 | |||||||
Total Investments (Cost $380,181)(g) — 109.4% | 363,769 | |||||||
Liabilities in excess of other assets — (9.4)% | (31,305 | ) | ||||||
Net Assets — 100.0% | $ | 332,464 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 3.6% of net assets as of March 31, 2009. | |
(c) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $31,866. | |
(d) | Security in default. | |
(e) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(f) | Affiliate investment. | |
(g) | Represents cost for financial reporting purposes. | |
MTN | Medium Term Note | |
REIT | Real Estate Investment Trust |
Unrealized | ||||||||||||||||||||
Notional | Expiration | Appreciation | ||||||||||||||||||
Description | Type | Amount($) | Month | Contracts | (Depreciation)($) | |||||||||||||||
U.S. 2YR Note | Long | 5,447 | 06/09 | 25 | 37 | |||||||||||||||
U.S. 5YR Note | Short | (31,354 | ) | 06/09 | 264 | (648 | ) | |||||||||||||
(611 | ) | |||||||||||||||||||
119
Notional | Fixed | Expiration | ||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | Value($) | |||||||||||||||
Merrill Lynch & Co., Inc. | Barclays Bank PLC | 5,000 | 1.06 | 09/20/17 | 1,121 | |||||||||||||||
1,121 | ||||||||||||||||||||
Implied Credit | ||||||||||||||||||||||||
Notional | Fixed | Spread as of | Expiration | |||||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | 03/31/09(%) | Date | Value($) | ||||||||||||||||||
Merrill Lynch & Co., Inc. | Barclays Bank PLC | (8,500 | ) | 0.95 | 6.20 | 09/20/12 | (1,262 | ) | ||||||||||||||||
(1,262 | ) | |||||||||||||||||||||||
120
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Obligations (99.8%) | ||||||||
U.S. Treasury Notes (99.8%) | ||||||||
4.875%, 08/15/09 | 1,500 | 1,525 | ||||||
2.125%, 01/31/10 | 4,900 | 4,963 | ||||||
2.375%, 08/31/10(a) | 27,480 | 28,154 | ||||||
4.500%, 11/15/10 | 8,500 | 9,033 | ||||||
4.500%, 02/28/11 | 18,700 | 20,012 | ||||||
1.750%, 11/15/11 | 8,500 | 8,665 | ||||||
4.625%, 02/29/12 | 11,900 | 13,101 | ||||||
Total U.S. Treasury Obligations | 85,453 | |||||||
Short-Term Investment (7.3%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 6,263 | 6,263 | ||||||
Total Short-Term Investment | 6,263 | |||||||
Money Market Fund (0.4%) | ||||||||
Federated U.S. Treasury Cash Reserves Fund | 326,212 | 326 | ||||||
Total Money Market Fund | 326 | |||||||
Total Investments (Cost $90,201)(d) — 107.5% | 92,042 | |||||||
Liabilities in excess of other assets — (7.5)% | (6,383 | ) | ||||||
Net Assets — 100.0% | $ | 85,659 | ||||||
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $6,158. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). |
(c) | Affiliate investment. |
(d) | Represents cost for financial reporting purposes. |
121
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (1.2%) | ||||||||
Automobiles ABS (0.6%) | ||||||||
Capital One Prime Auto Receivables Trust, Ser 2006-2, Cl A4, 5.022%, 07/15/12 | 1,812 | 1,821 | ||||||
Honda Auto Receivables Owner Trust, Ser 2006-3, Cl A4, 5.110%, 04/15/12 | 1,985 | 2,022 | ||||||
3,843 | ||||||||
Home Equity ABS (0.2%) | ||||||||
Chase Funding Mortgage Loan Asset-Backed, Ser 2002-2, Cl 1A6, 5.214%, 08/25/13 | 286 | 239 | ||||||
CitiFinancial Mortgage Securities, Inc., Ser 2003-1, Cl AF5, 4.282%, 01/25/33(a) | 1,009 | 709 | ||||||
�� | ||||||||
948 | ||||||||
Utility ABS (0.4%) | ||||||||
Atlantic City Electric Transition Funding LLC, Ser 2002-1, Cl A4, 5.550%, 10/20/23 | 928 | 972 | ||||||
CNH Equipment Trust, Ser 2008-A, Cl A4A, 5.012%, 08/15/14 | 1,351 | 1,339 | ||||||
2,311 | ||||||||
Total Asset-Backed Securities | 7,102 | |||||||
Collateralized Mortgage Obligations (10.1%) | ||||||||
Asset Securitization Corp., Ser 1996-MD6, Cl A7, 7.744%, 11/13/29(a) | 1,625 | 1,783 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2005-6, Cl A4, 5.180%, 09/10/47(a) | 3,500 | 2,691 | ||||||
Bear Stearns Commercial Mortgage Securities Trust, Ser 2007-PW17, Cl A3, 5.736%, 06/11/50 | 1,965 | 1,410 | ||||||
Bear Stearns Commercial Mortgage Securities, Inc., Ser 2001-TOP2, Cl A2, 6.480%, 02/15/35 | 1,462 | 1,468 | ||||||
Chase Commercial Mortgage Securities Corp., Ser 2000-3, Cl A2, 7.319%, 10/15/32 | 1,431 | 1,446 | ||||||
Citigroup/Deutsche Bank Commercial Mortgage Trust, Ser 2005-CD1, Cl A4, 5.225%, 07/15/44(a) | 1,910 | 1,535 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2001-CF2, Cl A4, 6.613%, 02/15/34 | 1,217 | 1,228 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2001-CK1, Cl A3, 6.380%, 12/18/35 | 3,994 | 3,934 | ||||||
Fannie Mae, Ser 2004-17, Cl CJ, 4.000%, 04/25/19 | 6,948 | 7,167 | ||||||
Fannie Mae, Ser 2007-77, Cl TD, 5.500%, 01/25/36 | 338 | 349 | ||||||
Fannie Mae, Ser 2007-79, Cl TD, 5.000%, 01/25/34 | 1,865 | 1,939 | ||||||
Freddie Mac, Ser 3347, Cl AK, 5.000%, 07/15/37 | 4,343 | 4,486 | ||||||
Freddie Mac, Ser 3349, Cl HE, 5.500%, 07/15/36 | 3,500 | 3,677 | ||||||
GE Capital Commercial Mortgage Corp., Ser 2000-1, Cl A2, 6.496%, 01/15/33 | 2,894 | 2,921 | ||||||
GE Capital Commercial Mortgage Corp., Ser 2003-C1, Cl A4, 4.899%, 01/10/38 | 930 | 833 | ||||||
Ginnie Mae, Ser 2007-27, Cl NV, 5.500%, 04/20/36 | 2,130 | 2,232 | ||||||
Ginnie Mae, Ser 2007-41, Cl PB, 5.500%, 09/20/36 | 2,337 | 2,452 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2001-C1, Cl A2, 6.465%, 04/15/34 | 1,599 | 1,597 | ||||||
JPMorgan Chase Commercial Mortgage Finance Co., Ser 2000-C10, Cl A2, 7.371%, 08/15/32 | 2,787 | 2,812 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., Ser 2005-LDP4, Cl A4, 4.918%, 10/15/42(a) | 1,207 | 934 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., Ser 2005-LDP5, Cl A4, 5.179%, 12/15/44(a) | 3,368 | 2,596 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2000-C5, Cl A2, 6.619%, 12/15/26 | 1,854 | 1,857 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A3, 5.477%, 11/15/30(a) | 566 | 497 |
122
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A4, 5.197%, 11/15/30(a) | 2,558 | 2,005 | ||||||
Morgan Stanley Dean Witter Capital I, Ser 2000-1345, Cl A2, 7.459%, 09/03/15(b)(a) | 2,783 | 2,958 | ||||||
Specialty Underwriting & Residential Finance, Ser 2004-AA1, Cl 1A1, 5.000%, 10/25/34 | 486 | 455 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl A4, 5.041%, 10/15/44(a) | 4,681 | 3,717 | ||||||
Total Collateralized Mortgage Obligations | 60,979 | |||||||
Corporate Bonds (31.0%) | ||||||||
Advertising (0.0%) | ||||||||
Lamar Media Corp., 9.750%, 04/01/14(b)(c) | 120 | 117 | ||||||
Aerospace/Defense (0.8%) | ||||||||
Boeing Co. (The), 5.125%, 02/15/13(c) | 1,208 | 1,244 | ||||||
General Dynamics Corp., 5.250%, 02/01/14(c) | 820 | 875 | ||||||
Transdigm, Inc., 7.750%, 07/15/14, Callable 07/15/09 @ 105.81 | 100 | 93 | ||||||
United Technologies Corp., 6.125%, 02/01/19 | 2,201 | 2,369 | ||||||
4,581 | ||||||||
Banks (0.4%) | ||||||||
Bank of America Corp., 5.375%, 09/11/12 | 545 | 503 | ||||||
Bank of New York Mellon, Ser G, MTN, 4.950%, 11/01/12 | 1,479 | 1,510 | ||||||
Bank of New York Mellon, Ser G, MTN, 4.500%, 04/01/13 | 660 | 654 | ||||||
2,667 | ||||||||
Beverages (0.8%) | ||||||||
Anheuser-Busch InBev NV, 8.200%, 01/15/39(b) | 968 | 950 | ||||||
Constellation Brands, Inc., Ser B, 8.125%, 01/15/12, Callable 01/15/10 @ 100(c) | 125 | 125 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 | 760 | 772 | ||||||
PepsiCo, Inc., 7.900%, 11/01/18(c) | 1,101 | 1,353 | ||||||
SABMiller PLC, 6.200%, 07/01/11(b) | 1,761 | 1,775 | ||||||
4,975 | ||||||||
Building (0.0%) | ||||||||
Centex Corp., 6.500%, 05/01/16 | 105 | 81 | ||||||
D.R. Horton, Inc., 6.500%, 04/15/16 | 105 | 82 | ||||||
Pulte Homes, Inc., 5.250%, 01/15/14 | 100 | 84 | ||||||
247 | ||||||||
Building Materials (0.3%) | ||||||||
Lafarge SA, 6.150%, 07/15/11 | 865 | 761 | ||||||
Lafarge SA, 7.125%, 07/15/36 | 1,277 | 741 | ||||||
Martin Marietta Materials, Inc., 6.250%, 05/01/37 | 758 | 488 | ||||||
1,990 | ||||||||
Chemicals (0.4%) | ||||||||
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13(c) | 1,220 | 1,264 | ||||||
Huntsman International LLC, 11.625%, 10/15/10, Callable 10/15/09 @ 100 | 85 | 84 | ||||||
Mosaic Co., 7.375%, 12/01/14, Callable 12/01/10 @ 103.69(b) | 90 | 88 | ||||||
Potash Corp. of Saskatchewan, Inc., 5.875%, 12/01/36(c) | 1,233 | 1,110 | ||||||
2,546 | ||||||||
Coal (0.0%) | ||||||||
Peabody Energy Corp., 7.375%, 11/01/16 | 130 | 129 | ||||||
Commercial Services (0.8%) | ||||||||
Corrections Corp. of America, 7.500%, 05/01/11, Callable 05/01/09 @ 100 | 205 | 206 | ||||||
ERAC USA Finance Co., 5.800%, 10/15/12(b) | 1,281 | 999 | ||||||
ERAC USA Finance Co., 5.600%, 05/01/15(b) | 1,017 | 665 | ||||||
Hertz Corp., 8.875%, 01/01/14, Callable 01/01/10 @ 104.44 | 185 | 112 | ||||||
Iron Mountain, Inc., 8.625%, 04/01/13, Callable 06/01/09 @ 100 | 170 | 170 |
123
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Commercial Services—continued | ||||||||
United Rentals NA, Inc., 6.500%, 02/15/12, Callable 02/15/10 @ 100(c) | 135 | 108 | ||||||
Veolia Environnement, 6.000%, 06/01/18(c) | 1,378 | 1,304 | ||||||
Xerox Corp., 5.500%, 05/15/12(c) | 775 | 671 | ||||||
Xerox Corp., 6.350%, 05/15/18 | 1,150 | 857 | ||||||
5,092 | ||||||||
Computers (0.7%) | ||||||||
Hewlett-Packard Co., 4.500%, 03/01/13(c) | 654 | 672 | ||||||
IBM Corp., 7.625%, 10/15/18(c) | 2,879 | 3,303 | ||||||
3,975 | ||||||||
Consumer Staples (1.1%) | ||||||||
Del Monte Corp., 8.625%, 12/15/12, Callable 12/15/09 @ 101.44 | 115 | 115 | ||||||
Kellogg Co., 4.250%, 03/06/13 | 991 | 1,005 | ||||||
Kimberly-Clark Corp., 7.500%, 11/01/18(c) | 480 | 567 | ||||||
Kraft Foods, Inc., 6.125%, 08/23/18(c) | 1,190 | 1,193 | ||||||
Kroger Co. (The), 7.500%, 01/15/14(c) | 625 | 693 | ||||||
Procter & Gamble Co., 4.600%, 01/15/14(c) | 1,837 | 1,944 | ||||||
Smithfield Foods, Inc., 7.750%, 07/01/17 | 40 | 25 | ||||||
Smithfield Foods, Inc., Ser B, 7.750%, 05/15/13 | 170 | 114 | ||||||
Stater Brothers Holdings, Inc., 7.750%, 04/15/15, Callable 04/15/11 @ 103.88 | 180 | 173 | ||||||
Tyson Foods, Inc., 10.500%, 03/01/14(b)(c) | 90 | 92 | ||||||
Walgreen Co., 4.875%, 08/01/13(c) | 919 | 974 | ||||||
6,895 | ||||||||
Diversified Financial Services (5.9%) | ||||||||
ABX Financing Co., 6.350%, 10/15/36(b) | 875 | 735 | ||||||
AEP Texas Central Transition Funding, Ser A-3, 5.090%, 07/01/17 | 1,710 | 1,796 | ||||||
AIG SunAmerica Global Financing VI, 6.300%, 05/10/11(b) | 1,312 | 1,000 | ||||||
BP Capital Markets PLC, 5.250%, 11/07/13(c) | 2,622 | 2,808 | ||||||
CME Group, Inc., 5.400%, 08/01/13(c) | 1,272 | 1,290 | ||||||
CME Group, Inc., 5.750%, 02/15/14(c) | 1,118 | 1,152 | ||||||
Credit Suisse (USA), Inc., 6.125%, 11/15/11 | 982 | 1,000 | ||||||
Credit Suisse (USA), Inc., 6.500%, 01/15/12 | 633 | 647 | ||||||
Fresenius US Finance II, Inc., 9.000%, 07/15/15(b) | 85 | 88 | ||||||
Fund American Cos., Inc., 5.875%, 05/15/13 | 2,090 | 1,605 | ||||||
General Electric Capital Corp., Ser A, 5.450%, 01/15/13(c) | 1,097 | 1,057 | ||||||
Goldman Sachs Group, Inc., 6.150%, 04/01/18 | 2,382 | 2,176 | ||||||
Goldman Sachs Group, Inc., 7.500%, 02/15/19 | 794 | 792 | ||||||
HSBC Holdings PLC, 7.625%, 05/17/32 | 615 | 506 | ||||||
International Lease Finance Corp., 6.375%, 03/25/13 | 1,329 | 734 | ||||||
International Lease Finance Corp., Ser Q, 5.250%, 01/10/13 | 691 | 369 | ||||||
International Lease Finance Corp., Ser R, 5.625%, 09/15/10 | 1,221 | 901 | ||||||
International Lease Finance Corp., Ser R, 5.625%, 09/20/13 | 379 | 212 | ||||||
JPMorgan Chase & Co., 6.000%, 01/15/18(c) | 2,515 | 2,540 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 | 2,084 | 1,732 | ||||||
Level 3 Financing, Inc., 12.250%, 03/15/13, Callable 03/15/10 @ 106.13(c) | 121 | 91 | ||||||
Merrill Lynch & Co., Inc., MTN, 6.150%, 04/25/13 | 1,831 | 1,539 | ||||||
Merrill Lynch & Co., Inc., Ser C, MTN, 6.050%, 08/15/12 | 623 | 535 | ||||||
Morgan Stanley, Ser F, MTN, 6.625%, 04/01/18(c) | 1,634 | 1,558 | ||||||
Northern Trust Co., 5.200%, 11/09/12 | 1,722 | 1,751 | ||||||
NYSE Euronext, 4.800%, 06/28/13 | 1,537 | 1,535 |
124
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Financial Services—continued | ||||||||
Rio Tinto Finance (USA) Ltd., 5.875%, 07/15/13 | 877 | 786 | ||||||
Rio Tinto Finance (USA) Ltd., 7.125%, 07/15/28 | 1,762 | 1,447 | ||||||
SunGard Data Systems, Inc., 9.125%, 08/15/13, Callable 08/15/09 @ 104.56 | 210 | 183 | ||||||
TIAA Global Markets, 5.125%, 10/10/12(b) | 1,572 | 1,556 | ||||||
Woodside Finance Ltd., 8.750%, 03/01/19(b)(c) | 2,654 | 2,613 | ||||||
36,734 | ||||||||
Diversified Minerals (0.2%) | ||||||||
BHP Billiton Finance USA Ltd., 6.500%, 04/01/19 | 969 | 982 | ||||||
FMG Finance Property Ltd., 10.625%, 09/01/16(b) | 215 | 180 | ||||||
1,162 | ||||||||
Diversified Operations (0.4%) | ||||||||
Freeport-McMoRan Copper & Gold, Inc., 8.375%, 04/01/17, Callable 04/01/12 @ 104.19(c) | 250 | 234 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19(b) | 1,867 | 1,882 | ||||||
Leucadia National Corp., 8.125%, 09/15/15 | 170 | 134 | ||||||
2,250 | ||||||||
Electric (3.7%) | ||||||||
AES Corp. (The), 7.750%, 03/01/14(c) | 165 | 148 | ||||||
AES Corp. (The), 9.750%, 04/15/16(b) | 150 | 141 | ||||||
AES Corp. (The), 8.000%, 10/15/17(c) | 215 | 184 | ||||||
Alabama Power Co., 5.800%, 11/15/13 | 1,207 | 1,296 | ||||||
Baldor Electric Co., 8.625%, 02/15/17, Callable 02/15/12 @ 104.31 | 95 | 75 | ||||||
CenterPoint Energy, Inc., Ser A-4, 5.170%, 08/01/19 | 2,774 | 2,900 | ||||||
CMS Energy Corp., 6.300%, 02/01/12 | 270 | 256 | ||||||
Duke Energy Carolinas LLC, Ser C, 7.000%, 11/15/18(c) | 426 | 489 | ||||||
E.ON International Finance B.V., 5.800%, 04/30/18(b)(c) | 2,962 | 2,914 | ||||||
Edison Mission Energy, 7.500%, 06/15/13 | 200 | 158 | ||||||
Enel Finance International, 6.800%, 09/15/37(b) | 1,313 | 1,079 | ||||||
Energy Future Holdings Corp., 10.875%, 11/01/17, Callable 11/01/12 @ 105.44(c) | 485 | 313 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 | 1,308 | 1,170 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 694 | 752 | ||||||
Inergy LP/Inergy Finance Corp., 8.750%, 03/01/15, Callable 03/01/13 @ 104.38(b) | 85 | 82 | ||||||
MidAmerican Energy Holdings Co., 6.125%, 04/01/36(c) | 1,158 | 1,027 | ||||||
Mirant North America LLC, 7.375%, 12/31/13, Callable 12/31/09 @ 103.69 | 560 | 507 | ||||||
Nevada Power Co., Ser L, 5.875%, 01/15/15 | 388 | 368 | ||||||
Nevada Power Co., Ser R, 6.750%, 07/01/37(c) | 875 | 739 | ||||||
NRG Energy, Inc., 7.375%, 02/01/16, Callable 02/01/11 @ 103.69(c) | 550 | 512 | ||||||
Oncor Electric Delivery Co., 7.000%, 05/01/32 | 812 | 729 | ||||||
Pacific Gas & Electric Co., 8.250%, 10/15/18 | 305 | 359 | ||||||
Pacific Gas & Electric Co., 6.050%, 03/01/34(c) | 1,336 | 1,307 | ||||||
Public Service Colorado, Ser 17, 6.250%, 09/01/37(c) | 735 | 763 | ||||||
Reliant Energy, Inc., 6.750%, 12/15/14, Callable 12/15/09 @ 103.38 | 335 | 308 | ||||||
Sithe/Independence Funding, Ser A, 9.000%, 12/30/13 | 147 | 135 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 1,268 | 1,371 | ||||||
Virginia Electric & Power Co., 8.875%, 11/15/38(c) | 1,048 | 1,281 | ||||||
Wisconsin Power & Light Co., 6.375%, 08/15/37 | 752 | 733 | ||||||
22,096 | ||||||||
125
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Electronics (0.0%) | ||||||||
Flextronics International Ltd., 6.500%, 05/15/13, Callable 05/15/09 @ 102.17 | 100 | 89 | ||||||
Jabil Circuit, Inc., 8.250%, 03/15/18 | 115 | 86 | ||||||
175 | ||||||||
Entertainment (0.1%) | ||||||||
Echostar DBS Corp., 6.625%, 10/01/14 | 295 | 264 | ||||||
Videotron Ltee, 6.875%, 01/15/14, Callable 01/15/10 @ 102.29 | 170 | 161 | ||||||
425 | ||||||||
Forest Products & Paper (0.1%) | ||||||||
Georgia-Pacific LLC, 8.125%, 05/15/11(c) | 295 | 293 | ||||||
Health Care (0.5%) | ||||||||
Biomet, Inc., 10.000%, 10/15/17, Callable 10/15/12 @ 105(c) | 250 | 247 | ||||||
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 07/15/11 @ 104.44(c) | 510 | 482 | ||||||
HCA, Inc., 9.125%, 11/15/14, Callable 11/15/10 @ 104.56(c) | 215 | 202 | ||||||
HCA, Inc., 9.250%, 11/15/16, Callable 11/15/11 @ 104.63(c) | 285 | 259 | ||||||
HCA, Inc., 9.875%, 02/15/17, Callable 02/15/13 @ 104.94(b)(c) | 60 | 57 | ||||||
Pfizer, Inc., 6.200%, 03/15/19 | 1,414 | 1,507 | ||||||
Tenet Healthcare Corp., 7.375%, 02/01/13 | 280 | 223 | ||||||
2,977 | ||||||||
Industrials (0.1%) | ||||||||
Ingersoll-Rand Global Holding Co. Ltd., 9.500%, 04/15/14 | 70 | 70 | ||||||
L-3 Communications Holdings, Inc., 7.625%, 06/15/12, Callable 06/15/09 @ 101.27 | 220 | 221 | ||||||
291 | ||||||||
Insurance (0.3%) | ||||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 | 1,490 | 1,510 | ||||||
MetLife, Inc., Ser A, 6.817%, 08/15/18(c) | 481 | 413 | ||||||
1,923 | ||||||||
Lodging (0.0%) | ||||||||
Wynn Las Vegas LLC, 6.625%, 12/01/14, Callable 12/01/09 @ 103.31(c) | 170 | 128 | ||||||
Machinery Diversified (0.0%) | ||||||||
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104 | 230 | 186 | ||||||
Materials (0.3%) | ||||||||
Nucor Corp., 5.850%, 06/01/18 | 265 | 265 | ||||||
Steel Dynamics, Inc., 7.750%, 04/15/16, Callable 04/15/12 @ 103.88(b) | 205 | 140 | ||||||
405 | ||||||||
Media (1.2%) | ||||||||
CSC Holdings, Inc., 8.500%, 04/15/14(b) | 335 | 330 | ||||||
DirecTV Holdings LLC, 7.625%, 05/15/16, Callable 05/15/12 @ 103.81(c) | 335 | 328 | ||||||
Kabel Deutschland GmbH, 10.625%, 07/01/14, Callable 07/01/09 @ 105.31 | 215 | 217 | ||||||
Mediacom Broadband LLC, 8.500%, 10/15/15, Callable 10/15/10 @ 104.25 | 285 | 257 | ||||||
News America Holdings, Inc., 6.200%, 12/15/34(c) | 734 | 528 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13(c) | 320 | 313 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 1,280 | 1,338 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17(c) | 3,077 | 2,759 | ||||||
Time Warner Cable, Inc., 8.250%, 04/01/19 | 70 | 72 | ||||||
Time Warner, Inc., 6.500%, 11/15/36(c) | 725 | 596 | ||||||
Viacom, Inc., 6.125%, 10/05/17 | 306 | 260 | ||||||
6,998 | ||||||||
Metals (0.3%) | ||||||||
ArcelorMittal, 6.125%, 06/01/18(c) | 1,566 | 1,133 | ||||||
Barrick Gold Corp., 6.950%, 04/01/19(c) | 502 | 504 |
126
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Metals—continued | ||||||||
Crown Americas, Inc., 7.750%, 11/15/15, Callable 11/15/10 @ 103.88 | 95 | 96 | ||||||
1,733 | ||||||||
Miscellaneous Manufacturer (1.1%) | ||||||||
General Electric Co., 5.000%, 02/01/13(c) | 3,333 | 3,333 | ||||||
General Electric Co., 5.250%, 12/06/17(c) | 900 | 832 | ||||||
Siemens Financierings NV, 6.125%, 08/17/26(b) | 889 | 876 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(b)(c) | 1,634 | 1,549 | ||||||
6,590 | ||||||||
Oil & Gas (2.7%) | ||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 | 834 | 828 | ||||||
Apache Corp., 6.000%, 01/15/37 | 695 | 670 | ||||||
Cameron International Corp., 6.375%, 07/15/18 | 515 | 447 | ||||||
Chesapeake Energy Corp., 9.500%, 02/15/15(c) | 390 | 379 | ||||||
Enterprise Products Operating LP, Ser B, 5.750%, 03/01/35(c) | 889 | 651 | ||||||
Forest Oil Corp., 8.500%, 02/15/14(b) | 185 | 172 | ||||||
Halliburton Co., 6.150%, 09/15/19(c) | 887 | 901 | ||||||
Newfield Exploration Co., 7.125%, 05/15/18, Callable 05/15/13 @ 103.56 | 100 | 89 | ||||||
Petrohawk Energy Corp., 9.125%, 07/15/13, Callable 07/15/10 @ 104.56 | 200 | 192 | ||||||
Pioneer Natural Resources Co., 6.650%, 03/15/17 | 115 | 87 | ||||||
Plains Exploration & Production Co., 7.625%, 06/01/18, Callable 06/01/13 @ 103.81 | 115 | 93 | ||||||
Praxair, Inc., 4.625%, 03/30/15 | 1,897 | 1,969 | ||||||
Range Resources Corp., 7.500%, 05/15/16, Callable 05/15/11 @ 103.75 | 245 | 226 | ||||||
SandRidge Energy, Inc., 8.000%, 06/01/18, Callable 06/01/13 @ 104(b) | 170 | 125 | ||||||
Shell International Finance BV, 6.375%, 12/15/38 | 3,290 | 3,465 | ||||||
Smith International, Inc., 9.750%, 03/15/19 | 2,467 | 2,577 | ||||||
Sunoco, Inc., 9.625%, 04/15/15 | 280 | 288 | ||||||
Tesoro Corp., 6.625%, 11/01/15, Callable 11/01/10 @ 103.31 | 110 | 87 | ||||||
Transocean, Inc., 6.000%, 03/15/18 | 492 | 464 | ||||||
Transocean, Inc., 6.800%, 03/15/38(c) | 1,107 | 973 | ||||||
Weatherford International Ltd., 9.625%, 03/01/19 | 986 | 1,020 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 | 833 | 586 | ||||||
16,289 | ||||||||
Packaging & Containers (0.0%) | ||||||||
Graphic Packaging International, Inc., 9.500%, 08/15/13, Callable 08/15/09 @ 103.17 | 130 | 93 | ||||||
Rock-Tenn Co., 9.250%, 03/15/16, Callable 03/15/12 @ 104.63 | 120 | 120 | ||||||
213 | ||||||||
Pharmaceuticals (2.1%) | ||||||||
Abbott Laboratories, 5.600%, 11/30/17(c) | 2,393 | 2,529 | ||||||
AstraZeneca PLC, 6.450%, 09/15/37 | 2,285 | 2,370 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 | 1,417 | 1,437 | ||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 | 1,559 | 1,599 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19(c) | 842 | 855 | ||||||
Roche Holdings, Inc., 7.000%, 03/01/39(b)(c) | 1,942 | 2,032 | ||||||
Schering-Plough Corp., 6.550%, 09/15/37 | 1,066 | 1,084 | ||||||
Teva Pharmaceutical Finance LLC, 6.150%, 02/01/36 | 601 | 555 | ||||||
12,461 | ||||||||
127
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pipelines (1.6%) | ||||||||
CenterPoint Energy Resources Corp., Ser B, 7.875%, 04/01/13 | 1,390 | 1,423 | ||||||
Copano Energy LLC, 8.125%, 03/01/16, Callable 03/01/11 @ 104.06 | 110 | 93 | ||||||
Dynegy Holdings, Inc., 7.500%, 06/01/15 | 260 | 178 | ||||||
El Paso Corp., 7.875%, 06/15/12(c) | 230 | 219 | ||||||
El Paso Corp., MTN, 8.250%, 02/15/16 | 245 | 229 | ||||||
El Paso Natural Gas, 5.950%, 04/15/17 | 476 | 418 | ||||||
Energy Transfer Partners, 9.700%, 03/15/19(c) | 85 | 90 | ||||||
Energy Transfer Partners, 7.500%, 07/01/38 | 1,440 | 1,185 | ||||||
Kinder Morgan Energy Partners, 9.000%, 02/01/19 | 80 | 86 | ||||||
Knight, Inc., 6.500%, 09/01/12 | 202 | 188 | ||||||
MarkWest Energy Partners LP, Ser B, 8.750%, 04/15/18, Callable 04/15/13 @ 104.38 | 250 | 174 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b) | 1,107 | 1,088 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(b) | 397 | 346 | ||||||
Trans-Canada Pipelines, 6.200%, 10/15/37 | 1,460 | 1,236 | ||||||
Trans-Canada Pipelines, 7.625%, 01/15/39(c) | 1,202 | 1,189 | ||||||
Transcontinental Gas Pipeline Corp., 6.050%, 06/15/18 | 393 | 368 | ||||||
Williams Cos., Inc., 8.750%, 01/15/20(b) | 822 | 818 | ||||||
Williams Partners LP, 7.250%, 02/01/17 | 145 | 123 | ||||||
9,451 | ||||||||
Real Estate (0.0%) | ||||||||
American Real Estate Partners LP, 7.125%, 02/15/13, Callable 02/15/10 @ 101.78(c) | 220 | 175 | ||||||
REITs (0.0%) | ||||||||
Host Marriott LP, 7.125%, 11/01/13, Callable 11/01/09 @ 102.38(c) | 160 | 129 | ||||||
Omega Healthcare Investors, Inc., 7.000%, 04/01/14, Callable 04/01/09 @ 103.50 | 100 | 92 | ||||||
221 | ||||||||
Retail (1.1%) | ||||||||
Tesco PLC, 5.500%, 11/15/17(b)(c) | 1,847 | 1,817 | ||||||
Wal-Mart Stores, Inc., 5.250%, 09/01/35(c) | 428 | 385 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37(c) | 4,296 | 4,467 | ||||||
6,669 | ||||||||
Semiconductors (0.0%) | ||||||||
Amkor Technologies, Inc., 9.250%, 06/01/16, Callable 06/01/11 @ 104.63 | 45 | 35 | ||||||
Software (0.4%) | ||||||||
Intuit, Inc., 5.750%, 03/15/17 | 316 | 275 | ||||||
Oracle Corp., 5.750%, 04/15/18 | 1,775 | 1,853 | ||||||
2,128 | ||||||||
Telecommunication Services (2.8%) | ||||||||
AT&T, Inc., 4.950%, 01/15/13 | 1,412 | 1,432 | ||||||
AT&T, Inc., 5.100%, 09/15/14 | 1,507 | 1,512 | ||||||
AT&T, Inc., 6.450%, 06/15/34(c) | 740 | 666 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16(c) | 1,714 | 1,814 | ||||||
Citizens Communications Co., 9.250%, 05/15/11 | 215 | 218 | ||||||
Comcast Corp., 6.450%, 03/15/37 | 735 | 642 | ||||||
Cricket Communications, Inc., 9.375%, 11/01/14, Callable 11/01/10 @ 104.69 | 100 | 95 | ||||||
Crown Castle International Corp., 9.000%, 01/15/15, Callable 01/15/13 @ 105.62(c) | 85 | 85 | ||||||
Inmarsat Finance II PLC, 10.375%, 11/15/12, Callable 11/15/09 @ 103.46 | 230 | 236 | ||||||
Intelsat Subsidiary Holding Co., Ltd., 8.500%, 01/15/13, Callable 01/15/10@ 102.13(b) | 355 | 335 |
128
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
MetroPCS Wireless, Inc., 9.250%, 11/01/14, Callable 11/01/10 @ 104.63(b) | 185 | 179 | ||||||
Nordic Telephone Co. Holdings, 8.875%, 05/01/16, Callable 05/01/11 @ 104.44(b) | 100 | 94 | ||||||
NTL Cable PLC, 8.750%, 04/15/14, Callable 04/15/09 @ 104.38 | 225 | 213 | ||||||
Qwest Communications International, Inc., 7.250%, 02/15/11, Callable 02/15/10 @ 101 | 350 | 338 | ||||||
Rogers Wireless, Inc., 7.500%, 03/15/15 | 805 | 834 | ||||||
Sprint Capital Corp., 7.625%, 01/30/11(c) | 435 | 402 | ||||||
Sprint Nextel Corp., 6.000%, 12/01/16 | 40 | 29 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13(c) | 1,018 | 1,039 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 | 1,284 | 1,263 | ||||||
Verizon Communications, Inc., 8.950%, 03/01/39 | 1,325 | 1,523 | ||||||
Verizon Wireless Capital LLC, 5.550%, 02/01/14(b) | 1,283 | 1,284 | ||||||
Vodafone Group PLC, 5.500%, 06/15/11 | 2,218 | 2,296 | ||||||
Wind Acquisition Finance SA, 10.750%, 12/01/15, Callable 12/01/10 @ 105.38(b) | 175 | 173 | ||||||
Windstream Corp., 8.625%, 08/01/16, Callable 08/01/11 @ 104.31 | 265 | 260 | ||||||
16,962 | ||||||||
Transportation (0.8%) | ||||||||
Expedia, Inc., 8.500%, 07/01/16, Callable 07/01/12 @ 104.25(b) | 55 | 47 | ||||||
Kansas City Southern de Mexico, 12.500%, 04/01/16, Callable 04/01/13 @ 106.25(b) | 100 | 95 | ||||||
Paccar, Inc., 6.375%, 02/15/12 | 1,275 | 1,321 | ||||||
Union Pacific Corp., 7.875%, 01/15/19 | 3,030 | 3,342 | ||||||
4,805 | ||||||||
Total Corporate Bonds | 186,989 | |||||||
U.S. Government Agency Mortgages (46.9%) | ||||||||
Fannie Mae (26.0%) | ||||||||
5.500%, 07/01/19 | 46 | 48 | ||||||
5.500%, 09/01/19 | 2,047 | 2,141 | ||||||
5.500%, 12/01/19 | 114 | 119 | ||||||
4.500%, 12/01/20 | 7,972 | 8,216 | ||||||
6.000%, 03/01/21 | 1,225 | 1,284 | ||||||
6.000%, 08/01/21 | 362 | 380 | ||||||
5.000%, 01/01/22 | 3,404 | 3,538 | ||||||
6.000%, 06/01/22 | 7,133 | 7,475 | ||||||
6.000%, 02/01/23 | 6,726 | 7,050 | ||||||
4.500%, 01/01/24 | 2,269 | 2,339 | ||||||
5.000%, 07/01/28 | 5,261 | 5,452 | ||||||
6.000%, 10/01/28 | 5,298 | 5,552 | ||||||
5.000%, 11/01/28 | 19,836 | 20,557 | ||||||
4.500%, 09/01/33 | 2,601 | 2,660 | ||||||
5.000%, 11/01/33 | 20,321 | 20,991 | ||||||
4.500%, 03/01/34 | 7,211 | 7,377 | ||||||
5.500%, 09/01/34 | 11,825 | 12,310 | ||||||
6.000%, 10/01/35 | 2,416 | 2,526 | ||||||
6.000%, 12/01/35 | 537 | 561 | ||||||
5.411%, 04/01/36(a) | 1,832 | 1,862 | ||||||
6.000%, 04/01/36 | 5,866 | 6,137 | ||||||
5.397%, 06/25/36 | 2,009 | 2,072 | ||||||
5.646%, 12/01/36(a) | 4,346 | 4,513 | ||||||
5.397%, 01/01/37(a) | 4,170 | 4,306 | ||||||
5.575%, 01/01/37(a) | 3,401 | 3,521 | ||||||
6.500%, 10/01/37 | 9,590 | 10,113 | ||||||
6.000%, 02/01/38 | 5,786 | 6,049 | ||||||
5.000%, 05/01/38 | 7,990 | 8,254 | ||||||
6.500%, 01/13/39 | 235 | 249 | ||||||
157,652 | ||||||||
Freddie Mac (18.3%) | ||||||||
5.500%, 12/01/18 | 73 | 76 | ||||||
4.500%, 06/01/19 | 493 | 510 | ||||||
4.500%, 07/01/19 | 6,808 | 7,042 | ||||||
4.500%, 02/01/20 | 812 | 841 | ||||||
5.500%, 04/01/22 | 12,433 | 12,978 | ||||||
5.500%, 07/01/22 | 2,269 | 2,368 | ||||||
5.500%, 10/01/22 | 13,729 | 14,333 | ||||||
5.500%, 11/01/22 | 2,909 | 3,037 | ||||||
5.500%, 12/01/22 | 13,467 | 14,057 | ||||||
5.000%, 02/01/24 | 23,114 | 23,994 | ||||||
5.000%, 02/01/24 | 11,697 | 12,142 | ||||||
5.500%, 11/15/28 | 2,196 | 2,238 | ||||||
5.500%, 05/15/29 | 2,143 | 2,191 | ||||||
5.500%, 01/15/30 | 3,370 | 3,472 | ||||||
6.000%, 09/01/34 | 6,561 | 6,882 | ||||||
6.500%, 02/01/38 | 3,153 | 3,327 | ||||||
109,488 | ||||||||
129
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Ginnie Mae (2.6%) | ||||||||
5.500%, 01/15/39 | 14,901 | 15,529 | ||||||
Total U.S. Government Agency Mortgages | 282,669 | |||||||
U.S. Treasury Obligations (8.9%) | ||||||||
U.S. Treasury Bonds (2.7%) | ||||||||
6.875%, 08/15/25 | 7,813 | 11,200 | ||||||
4.375%, 02/15/38 | 4,621 | 5,249 | ||||||
16,449 | ||||||||
U.S. Treasury Notes (6.2%) | ||||||||
4.875%, 04/30/11 | 8,646 | 9,369 | ||||||
1.375%, 03/15/12 | 8,800 | 8,861 | ||||||
3.125%, 09/30/13 | 12,493 | 13,379 | ||||||
3.750%, 11/15/18 | 5,394 | 5,880 | ||||||
37,489 | ||||||||
Total U.S. Treasury Obligations | 53,938 | |||||||
Short-Term Investment (6.4%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(d)(e) | 38,407 | 38,407 | ||||||
Total Short-Term Investment | 38,407 | |||||||
Money Market Fund (3.6%) | ||||||||
RidgeWorth Institutional Cash Management Money Market Fund(e) | 21,567,682 | 21,568 | ||||||
Total Money Market Fund | 21,568 | |||||||
Total Investments (Cost $645,063)(f) — 108.1% | 651,652 | |||||||
Liabilities in excess of other assets — (8.1)% | (48,550 | ) | ||||||
Net Assets — 100.0% | $ | 603,102 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 5.2% of net assets as of March 31, 2009. |
(c) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $37,536. |
(d) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). | |
(e) | Affiliate investment. |
(f) | Represents cost for financial reporting purposes. |
MTN | Medium Term Note | |
REIT | Real Estate Investment Trust |
Underlying Instrument | Counterparty | Notional Amount($) | Fixed Rate(%) | Expiration Date | Value($) | |||||||||||||
Emerging Markets CDX Indices, Series 11 | Barclays Bank PLC | 5,605 | 5.00 | 06/20/14 | 293 | |||||||||||||
Emerging Markets CDX Indices, Series 11 | JPMorgan | 6,005 | 5.00 | 06/20/14 | 313 | |||||||||||||
Emerging Markets CDX Indices, Series 11 | Barclays Bank PLC | 6,410 | 5.00 | 06/20/14 | 335 | |||||||||||||
941 | ||||||||||||||||||
Underlying Instrument | Counterparty | Notional Amount($) | Fixed Rate(%) | Expiration Date | Value($) | |||||||||||||
Fixed 10-Year New Zealand, the Fund receives fixed 5.65%, pays 3 month new Zealand Bank Bill Mid (New Zealand) | UBS AG | 374 | 5.65 | 03/30/19 | (2 | ) | ||||||||||||
Fixed 26X1 TIIE, the Fund receives fixed 6.68%, pays 28 day TIIE (Mexico) | JPMorgan | 3,302 | 6.68 | 03/29/11 | 13 | |||||||||||||
Fixed DI 01/02/12, the Fund receives fixed 10.57%, pays CETIP Interbank Dep Rate (Brazil) | Barclays Bank PLC | 2,126 | 10.57 | 01/02/12 | (9 | ) | ||||||||||||
2 | ||||||||||||||||||
130
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Total Return Bond Fund — concluded
Amount | Contract | Unrealized | ||||||||||||||||||
Delivery | in Local | Value | Market | Appreciation/ | ||||||||||||||||
Currency | Date | Currency | in USD($) | Value($) | (Depreciation)($) | |||||||||||||||
Short: | ||||||||||||||||||||
Australian Dollar | 04/09/09 | 314 | 223 | 218 | 5 | |||||||||||||||
Australian Dollar | 04/22/09 | 435 | 279 | 302 | (23 | ) | ||||||||||||||
Australian Dollar | 06/03/09 | 7,370 | 4,721 | 5,101 | (380 | ) | ||||||||||||||
Australian Dollar | 04/22/09 | 441 | 283 | 306 | (23 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 1,833 | 1,176 | 1,268 | (92 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 119 | 77 | 83 | (6 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 3,443 | 2,206 | 2,382 | (176 | ) | ||||||||||||||
Australian Dollar | 06/09/09 | 225 | 144 | 156 | (12 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 3,067 | 1,979 | 2,121 | (142 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 3,067 | 1,981 | 2,121 | (140 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 444 | 286 | 307 | (21 | ) | ||||||||||||||
Australian Dollar | 06/12/09 | 444 | 287 | 307 | (20 | ) | ||||||||||||||
Australian Dollar | 06/16/09 | 7,182 | 4,720 | 4,967 | (247 | ) | ||||||||||||||
Australian Dollar | 06/16/09 | 217 | 143 | 150 | (7 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 417 | 284 | 288 | (4 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 6,751 | 4,608 | 4,667 | (59 | ) | ||||||||||||||
Australian Dollar | 06/23/09 | 822 | 561 | 568 | (7 | ) | ||||||||||||||
Australian Dollar | 06/25/09 | 412 | 285 | 285 | — | |||||||||||||||
Australian Dollar | 06/29/09 | 816 | 569 | 564 | 5 | |||||||||||||||
Brazilian Real | 06/22/09 | 1,325 | 575 | 560 | 15 | |||||||||||||||
British Pound | 04/20/09 | 197 | 290 | 282 | 8 | |||||||||||||||
British Pound | 06/16/09 | 103 | 145 | 149 | (4 | ) | ||||||||||||||
British Pound | 06/16/09 | 103 | 145 | 149 | (4 | ) | ||||||||||||||
Euro | 05/04/09 | 175 | 223 | 233 | (10 | ) | ||||||||||||||
Euro | 06/22/09 | 211 | 287 | 281 | 6 | |||||||||||||||
Euro | 06/30/09 | 3,450 | 4,665 | 4,584 | 81 | |||||||||||||||
Euro | 06/30/09 | 211 | 285 | 280 | 5 | |||||||||||||||
Euro | 05/04/09 | 176 | 224 | 233 | (9 | ) | ||||||||||||||
Euro | 07/02/09 | 109 | 145 | 145 | — | |||||||||||||||
Israeli Shekel | 05/19/09 | 1,163 | 280 | 276 | 4 | |||||||||||||||
Japanese Yen | 04/08/09 | 52,059 | 555 | 526 | 29 | |||||||||||||||
Japanese Yen | 05/18/09 | 25,127 | 280 | 254 | 26 | |||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 4,438 | 284 | 310 | (26 | ) | ||||||||||||||
Norwegian Krone | 06/24/09 | 1,819 | 284 | 270 | 14 | |||||||||||||||
Polish Zloty | 05/13/09 | 997 | 280 | 286 | (6 | ) | ||||||||||||||
Polish Zloty | 05/20/09 | 1,084 | 280 | 311 | (31 | ) | ||||||||||||||
Polish Zloty | 05/26/09 | 509 | 140 | 146 | (6 | ) | ||||||||||||||
Polish Zloty | 05/26/09 | 513 | 140 | 146 | (6 | ) | ||||||||||||||
Turkish Lira | 04/16/09 | 477 | 285 | 286 | (1 | ) | ||||||||||||||
Turkish Lira | 04/27/09 | 469 | 280 | 281 | (1 | ) | ||||||||||||||
Turkish Lira | 05/13/09 | 478 | 280 | 285 | (5 | ) | ||||||||||||||
Turkish Lira | 05/20/09 | 488 | 280 | 290 | (10 | ) | ||||||||||||||
Turkish Lira | 06/24/09 | 488 | 285 | 288 | (3 | ) | ||||||||||||||
Total Short Contracts | $ | 35,729 | $ | 37,012 | $ | (1,283 | ) | |||||||||||||
Long: | ||||||||||||||||||||
Australian Dollar | 04/09/09 | 314 | 225 | 218 | (7 | ) | ||||||||||||||
Australian Dollar | 04/22/09 | 435 | 285 | 302 | 17 | |||||||||||||||
Australian Dollar | 04/22/09 | 441 | 280 | 306 | 26 | |||||||||||||||
Australian Dollar | 06/03/09 | 7,370 | 4,680 | 5,099 | 419 | |||||||||||||||
Australian Dollar | 06/09/09 | 3,443 | 2,185 | 2,382 | 197 | |||||||||||||||
Australian Dollar | 06/09/09 | 225 | 142 | 155 | 13 | |||||||||||||||
Australian Dollar | 06/09/09 | 1,833 | 1,167 | 1,268 | 101 | |||||||||||||||
Australian Dollar | 06/09/09 | 119 | 76 | 83 | 7 | |||||||||||||||
Australian Dollar | 06/12/09 | 6,133 | 3,940 | 4,243 | 303 | |||||||||||||||
Australian Dollar | 06/12/09 | 887 | 570 | 614 | 44 | |||||||||||||||
Australian Dollar | 06/16/09 | 7,182 | 4,635 | 4,967 | 332 | |||||||||||||||
Australian Dollar | 06/16/09 | 217 | 140 | 150 | 10 | |||||||||||||||
Australian Dollar | 06/23/09 | 6,751 | 4,615 | 4,667 | 52 | |||||||||||||||
Australian Dollar | 06/23/09 | 417 | 285 | 288 | 3 | |||||||||||||||
Australian Dollar | 06/23/09 | 822 | 565 | 568 | 3 | |||||||||||||||
Australian Dollar | 06/25/09 | 412 | 288 | 284 | (4 | ) | ||||||||||||||
Australian Dollar | 06/29/09 | 816 | 570 | 564 | (6 | ) | ||||||||||||||
Brazilian Real | 06/22/09 | 1,325 | 570 | 561 | (9 | ) | ||||||||||||||
British Pound | 04/20/09 | 197 | 285 | 282 | (3 | ) | ||||||||||||||
British Pound | 06/16/09 | 207 | 285 | 297 | 12 | |||||||||||||||
Euro | 05/04/09 | 176 | 225 | 233 | 8 | |||||||||||||||
Euro | 05/04/09 | 175 | 225 | 233 | 8 | |||||||||||||||
Euro | 06/22/09 | 211 | 285 | 280 | (5 | ) | ||||||||||||||
Euro | 06/30/09 | 1,725 | 2,299 | 2,292 | (7 | ) | ||||||||||||||
Euro | 06/30/09 | 1,725 | 2,297 | 2,292 | (5 | ) | ||||||||||||||
Euro | 06/30/09 | 105 | 140 | 140 | — | |||||||||||||||
Euro | 06/30/09 | 105 | 140 | 140 | — | |||||||||||||||
Israeli Shekel | 05/19/09 | 581 | 139 | 138 | (1 | ) | ||||||||||||||
Israeli Shekel | 05/19/09 | 581 | 138 | 138 | — | |||||||||||||||
Japanese Yen | 04/08/09 | 52,059 | 563 | 526 | (37 | ) | ||||||||||||||
Japanese Yen | 05/18/09 | 12,564 | 130 | 127 | (3 | ) | ||||||||||||||
Japanese Yen | 05/18/09 | 12,564 | 129 | 127 | (2 | ) | ||||||||||||||
Mexican Nuevo Peso | 06/12/09 | 4,438 | 285 | 310 | 25 | |||||||||||||||
Norwegian Krone | 06/24/09 | 1,819 | 285 | 270 | (15 | ) | ||||||||||||||
Polish Zloty | 05/13/09 | 997 | 261 | 286 | 25 | |||||||||||||||
Polish Zloty | 05/20/09 | 1,084 | 290 | 311 | 21 | |||||||||||||||
Polish Zloty | 05/26/09 | 509 | 139 | 146 | 7 | |||||||||||||||
Polish Zloty | 05/26/09 | 513 | 139 | 147 | 8 | |||||||||||||||
Turkish Lira | 04/16/09 | 477 | 279 | 286 | 7 | |||||||||||||||
Turkish Lira | 04/27/09 | 469 | 281 | 281 | — | |||||||||||||||
Turkish Lira | 05/13/09 | 478 | 276 | 285 | 9 | |||||||||||||||
Turkish Lira | 05/20/09 | 244 | 141 | 145 | 4 | |||||||||||||||
Turkish Lira | 05/20/09 | 244 | 141 | 145 | 4 | |||||||||||||||
Turkish Lira | 06/24/09 | 488 | 288 | 288 | — | |||||||||||||||
Total Long Contracts | $ | 35,303 | $ | 36,864 | $ | 1,561 | ||||||||||||||
131
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (3.7%) | ||||||||
Automobiles (2.1%) | ||||||||
BMW Vehicle Owner Trust, Ser 2006-A, Cl A3, 5.130%, 09/27/10 | 132 | 132 | ||||||
Daimler Chrysler Auto Trust, Ser 2006-D, Cl A3, 4.980%, 02/08/11 | 331 | 333 | ||||||
Honda Auto Receivables Owner Trust, Ser 2006-2, Cl A3, 5.300%, 07/21/10 | 75 | 75 | ||||||
Volkswagen Auto Loan Enhanced Trust, Ser 2008-1, Cl A2, 3.710%, 04/20/11(a) | 592 | 594 | ||||||
1,134 | ||||||||
Diversified Financial Services (1.3%) | ||||||||
Bank of America Credit Card Trust, Ser 2007-A7, Cl A7, 0.556%, 08/15/12(a) | 750 | 728 | ||||||
Home Equity ABS (0.3%) | ||||||||
Residential Funding Mortgage Securities, Ser 2006-HSA1, Cl A1, 0.632%, 02/25/36(a) | 178 | 157 | ||||||
Total Asset-Backed Securities | 2,019 | |||||||
Collateralized Mortgage Obligations (18.3%) | ||||||||
Adjustable Rate Mortgage Trust, Ser 2005-4, Cl 3A1, 4.945%, 08/25/35(a) | 314 | 236 | ||||||
Adjustable Rate Mortgage Trust, Ser 2005-7, Cl 7A21, 0.772%, 10/25/35(a) | 265 | 153 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2004-2, Cl A2, 3.520%, 11/10/38 | 48 | 48 | ||||||
Banc of America Mortgage Securities, Ser 2003-F, Cl 1A1, 5.137%, 07/25/33(a) | 752 | 592 | ||||||
Bear Stearns Alternative-A Trust, Ser 2005-9, Cl 25A1, 5.678%, 11/25/35(a) | 481 | 255 | ||||||
Bear Stearns Alternative-A Trust, Ser 2006-2, Cl 23A1, 5.827%, 03/25/36(a) | 559 | 215 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A1, 4.940%, 10/12/42 | 345 | 343 | ||||||
Citicorp Mortgage Securities, Inc., Ser 2005-5, Cl 2A3, 5.000%, 08/25/20 | 185 | 177 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2004-C3, Cl A3, 4.221%, 07/15/36 | 699 | 696 | ||||||
Fannie Mae, Ser 2003-35, Cl KA, 4.000%, 04/25/17 | 442 | 451 | ||||||
First Horizon Alternative Mortgage Securities, Ser 2005-AA7, Cl 2A1, 5.400%, 09/25/35(a) | 463 | 211 | ||||||
First Horizon Mortgage Pass-Through Trust, Ser 2004-AR4, Cl 2A1, 4.374%, 08/25/34(a) | 720 | 576 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2004-C2, Cl A2, 4.760%, 08/10/38 | 275 | 262 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2004-GG1, Cl A3, 4.404%, 06/10/36 | 169 | 169 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2005-GG3, Cl A2, 4.305%, 08/10/42 | 495 | 477 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2005-GG5, Cl A2, 5.117%, 04/10/37 | 225 | 202 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A3, 4.184%, 01/12/37 | 349 | 339 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP1, Cl A1, 4.116%, 03/15/46 | 6 | 6 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A3, 4.071%, 09/15/26 | 590 | 574 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C1, Cl A2, 4.310%, 02/15/30 | 500 | 474 | ||||||
Morgan Stanley Capital I, Ser 2006-HQ8, Cl A1, 5.195%, 03/12/44 | 278 | 276 | ||||||
Provident Funding Mortgage Loan Trust, Ser 2004-1, Cl 1A1, 3.869%, 04/25/34(a) | 451 | 375 | ||||||
SunTrust Adjustable Rate Mortgage Loan Trust, Ser 2007-S1, Cl 1A, 4.983%, 01/25/37(a) | 1,555 | 1,175 | ||||||
Thornburg Mortgage Securities Trust, Ser 2006-6, Cl A1, 0.632%, 11/25/46(a) | 322 | 276 |
132
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR10, Cl 2A14, 4.108%, 06/25/35 | 755 | 752 | ||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2006-AR8, Cl 2A4, 5.240%, 04/25/36(a) | 660 | 396 | ||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2006-AR8, Cl 3A1, 5.237%, 04/25/36(a) | 640 | 388 | ||||||
Total Collateralized Mortgage Obligations | 10,094 | |||||||
Corporate Bonds (35.6%) | ||||||||
Aerospace/Defense (0.8%) | ||||||||
Raytheon Co., 4.850%, 01/15/11 | 175 | 181 | ||||||
United Technologies Corp., 4.375%, 05/01/10 | 250 | 256 | ||||||
437 | ||||||||
Auto Parts & Equipment (0.3%) | ||||||||
Johnson Controls, Inc., 5.250%, 01/15/11(b) | 150 | 145 | ||||||
Banks (11.0%) | ||||||||
American Express Bank, 0.581%, 04/26/10(a) | 750 | 703 | ||||||
Bank of America Corp., 1.401%, 08/13/10(a) | 850 | 796 | ||||||
Bank of America Corp., 7.400%, 01/15/11 | 145 | 135 | ||||||
Bank of America Corp., Ser L, 3.125%, 06/15/12, MTN | 205 | 212 | ||||||
Bank of New York Mellon Corp., Ser G, 1.247%, 06/29/10, MTN(a) | 1,000 | 970 | ||||||
JPMorgan Chase & Co., 6.750%, 02/01/11 | 265 | 270 | ||||||
PNC Funding Corp., 1.875%, 06/22/11 | 175 | 176 | ||||||
U.S. Bancorp, Ser P, 1.625%, 02/04/10, MTN(a) | 825 | 827 | ||||||
UBS AG Stamford, 1.115%, 07/23/09(a) | 760 | 756 | ||||||
Wachovia Corp., 5.300%, 10/15/11 | 290 | 286 | ||||||
Wachovia Corp., Ser G, 1.229%, 07/26/10(a) | 850 | 798 | ||||||
Wells Fargo & Co., 3.000%, 12/09/11 | 120 | 124 | ||||||
6,053 | ||||||||
Consumer Staples (0.5%) | ||||||||
Kellogg Co., Ser B, 6.600%, 04/01/11 | 250 | 267 | ||||||
Diversified Financial Services (13.3%) | ||||||||
Allstate Life Global Funding Trust, 1.861%, 02/26/10, MTN(a) | 925 | 890 | ||||||
BHP Billiton Finance USA Ltd., 5.125%, 03/29/12 | 120 | 122 | ||||||
BP Capital Markets PLC, 3.125%, 03/10/12 | 200 | 201 | ||||||
Caterpillar Financial Services Corp., 1.691%, 02/08/10, MTN(a) | 650 | 637 | ||||||
Caterpillar Financial Services Corp., 5.750%, 02/15/12, MTN | 225 | 225 | ||||||
Citigroup, Inc., 6.500%, 01/18/11 | 200 | 191 | ||||||
CME Group, Inc., 1.886%, 08/06/10(a) | 770 | 752 | ||||||
Credit Suisse (USA), Inc., 5.250%, 03/02/11 | 350 | 354 | ||||||
General Electric Capital Corp., Ser A, 5.200%, 02/01/11, MTN | 380 | 378 | ||||||
Goldman Sachs Group, Inc. (The), 6.875%, 01/15/11 | 265 | 268 | ||||||
Goldman Sachs Group, Inc. (The), 1.625%, 07/15/11 | 275 | 275 | ||||||
Goldman Sachs Group, Inc. (The), Ser B, 1.332%, 06/28/10(a) | 1,125 | 1,072 | ||||||
International Lease Finance Corp., Ser Q, 5.450%, 03/24/11(b) | 200 | 135 | ||||||
JPMorgan Chase & Co., 1.256%, 01/17/11(a) | 430 | 410 | ||||||
JPMorgan Chase & Co., 1.650%, 02/23/11 | 400 | 402 | ||||||
JPMorgan Chase & Co., 2.200%, 06/15/12 | 200 | 202 | ||||||
Lehman Brothers Holdings, Inc., 0.000%, 04/12/09(a)(c) | 850 | 102 | ||||||
Lehman Brothers Holdings, Inc., Ser G, 4.250%, 01/27/10, MTN(c) | 300 | 38 | ||||||
Merrill Lynch & Co., Inc., Ser C, 1.291%, 05/08/09(a) | 650 | 646 | ||||||
7,300 | ||||||||
133
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Industrials (1.1%) | ||||||||
Dover Corp., 6.500%, 02/15/11 | 225 | 239 | ||||||
Ingersoll-Rand Global Holding Co., Ltd., 2.731%, 08/13/10(a) | 425 | 395 | ||||||
634 | ||||||||
Information Technology (0.3%) | ||||||||
Hewlett-Packard Co., 4.250%, 02/24/12 | 190 | 195 | ||||||
Insurance (1.7%) | ||||||||
Met Life Global Funding I, 1.972%, 06/25/10(a)(d) | 1,000 | 916 | ||||||
Media (1.1%) | ||||||||
Comcast Cable Communication, Inc., 6.750%, 01/30/11 | 250 | 259 | ||||||
Cox Communications, Inc., 7.750%, 11/01/10 | 175 | 178 | ||||||
Time Warner, Inc., 6.750%, 04/15/11 | 170 | 172 | ||||||
609 | ||||||||
Oil & Gas (0.7%) | ||||||||
Enterprise Products Partners LP, Ser B, 4.625%, 10/15/09 | 195 | 194 | ||||||
XTO Energy, Inc., 5.000%, 08/01/10 | 200 | 199 | ||||||
393 | ||||||||
Pharmaceuticals (0.2%) | ||||||||
Eli Lilly & Co., 3.550%, 03/06/12 | 140 | 143 | ||||||
Pipelines (0.4%) | ||||||||
CenterPoint Energy Resources Corp., 7.750%, 02/15/11 | 125 | 127 | ||||||
DCP Midstream LLC, 7.875%, 08/16/10 | 124 | 126 | ||||||
253 | ||||||||
Retail (0.4%) | ||||||||
CVS Caremark Corp., 2.793%, 09/10/10(a) | 215 | 209 | ||||||
Telecommunication Services (2.0%) | ||||||||
AT&T, Inc., 1.334%, 02/05/10(a)(b) | 675 | 673 | ||||||
Rogers Wireless, Inc., 9.625%, 05/01/11 | 230 | 240 | ||||||
Verizon Communications, Inc., 7.250%, 12/01/10(b) | 175 | 185 | ||||||
1,098 | ||||||||
Transportation (0.4%) | ||||||||
Union Pacific Corp., 6.650%, 01/15/11 | 200 | 209 | ||||||
Utilities (1.4%) | ||||||||
American Electric Power Co., Inc., Ser C, 5.375%, 03/15/10 | 200 | 202 | ||||||
Southern Co., Ser 08-A, 1.951%, 08/20/10(a) | 555 | 554 | ||||||
756 | ||||||||
Total Corporate Bonds | 19,617 | |||||||
U.S. Government Agencies (3.1%) | ||||||||
Fannie Mae (1.0%) | ||||||||
2.000%, 03/02/11, Callable 03/02/10 @ 100 | 550 | 551 | ||||||
Federal Home Loan Bank (0.7%) | ||||||||
1.625%, 01/21/11 | 395 | 397 | ||||||
Freddie Mac (1.4%) | ||||||||
3.125%, 10/25/10 | 750 | 773 | ||||||
Total U.S. Government Agencies | 1,721 | |||||||
U.S. Government Agency Mortgages (29.0%) | ||||||||
Fannie Mae (18.4%) | ||||||||
6.792%, 07/01/09 | 442 | 442 | ||||||
4.303%, 05/01/32(a) | 137 | 138 | ||||||
4.800%, 01/01/33(a) | 367 | 373 | ||||||
5.028%, 01/01/33(a) | 194 | 199 | ||||||
4.866%, 09/01/33(a) | 249 | 253 | ||||||
4.857%, 10/01/33(a) | 379 | 383 | ||||||
4.677%, 05/01/35(a) | 669 | 679 | ||||||
4.784%, 11/01/35(a) | 1,526 | 1,554 | ||||||
4.450%, 01/01/36(a) | 2,624 | 2,641 | ||||||
4.630%, 02/01/36(a) | 1,201 | 1,225 | ||||||
4.232%, 06/01/36(a) | 547 | 561 | ||||||
5.397%, 11/01/37(a) | 928 | 957 | ||||||
3.935%, 12/01/40(a) | 736 | 722 | ||||||
10,127 | ||||||||
Freddie Mac (8.3%) | ||||||||
3.750%, 12/15/11 | 243 | 245 | ||||||
4.375%, 04/15/15 | 281 | 286 | ||||||
4.000%, 05/15/15 | 734 | 740 | ||||||
5.000%, 09/15/15 | 141 | 142 | ||||||
5.500%, 04/15/26 | 188 | 192 | ||||||
5.335%, 08/01/33(a) | 269 | 277 | ||||||
4.284%, 03/01/34(a) | 517 | 522 | ||||||
4.686%, 04/01/34(a) | 115 | 116 | ||||||
6.070%, 02/01/35(a) | 384 | 390 | ||||||
5.217%, 03/01/35(a) | 762 | 785 | ||||||
6.203%, 09/01/36(a) | 359 | 374 | ||||||
5.512%, 04/01/37(a) | 509 | 529 | ||||||
4,598 | ||||||||
134
RIDGEWORTH FUNDS March 31, 2008 (Amounts in thousands, except Shares)
Ultra-Short Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Ginnie Mae (2.3%) | ||||||||
5.988%, 02/16/24(a) | 84 | 85 | ||||||
3.701%, 06/16/25 | 1,159 | 1,169 | ||||||
1,254 | ||||||||
Total U.S. Government Agency Mortgages | 15,979 | |||||||
U.S. Treasury Obligations (1.6%) | ||||||||
U.S. Treasury Notes (1.6%) | ||||||||
4.500%, 02/28/11 | 415 | 444 | ||||||
1.375%, 02/15/12 | 400 | 403 | ||||||
Total U.S. Treasury Obligations | 847 | |||||||
Short-Term Investment (1.8%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(e)(f) | 1,019 | 1,019 | ||||||
Total Short-Term Investment | 1,019 | |||||||
Money Market Funds (8.3%) | ||||||||
Federated Government Obligations Money Market Fund | 2,400,801 | 2,401 | ||||||
RidgeWorth Institutional Cash Management Money Market Fund(f) | 2,162,846 | 2,163 | ||||||
Total Money Market Funds | 4,564 | |||||||
Total Investments (Cost $59,393)(g) — 101.4% | 55,860 | |||||||
Liabilities in excess of other assets — (1.4)% | (772 | ) | ||||||
Net Assets — 100.0% | $ | 55,088 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $998. |
(c) | Security in default. |
(d) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 1.7% of net assets as of March 31, 2009. | |
(e) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). |
(f) | Affiliate investment. |
(g) | Represents cost for financial reporting purposes. |
MTN | Medium Term Note |
135
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Obligations (97.6%) | ||||||||
U.S. Treasury Bonds (17.2%) | ||||||||
8.000%, 11/15/21 | 12,600 | 18,644 | ||||||
7.125%, 02/15/23(a) | 16,396 | 23,077 | ||||||
6.875%, 08/15/25 | 8,445 | 12,106 | ||||||
5.000%, 05/15/37 | 4,840 | 6,021 | ||||||
59,848 | ||||||||
U.S. Treasury Notes (80.4%) | ||||||||
4.375%, 12/15/10(a) | 47,936 | 50,919 | ||||||
4.875%, 04/30/11 | 41,090 | 44,528 | ||||||
4.625%, 02/29/12(a) | 22,830 | 25,135 | ||||||
2.750%, 02/28/13(a) | 39,920 | 42,066 | ||||||
3.125%, 09/30/13 | 20,180 | 21,612 | ||||||
4.250%, 08/15/14(a) | 24,000 | 27,165 | ||||||
5.125%, 05/15/16(a) | 45,900 | 54,756 | ||||||
3.750%, 11/15/18(a) | 12,908 | 14,071 | ||||||
280,252 | ||||||||
Total U.S. Treasury Obligations | 340,100 | |||||||
Short-Term Investment (38.8%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b)(c) | 135,039 | 135,039 | ||||||
Total Short-Term Investment | 135,039 | |||||||
Money Market Fund (1.6%) | ||||||||
RidgeWorth Institutional U.S. Government Securities Money Market Fund(c) | 5,598,277 | 5,598 | ||||||
Total Money Market Fund | 5,598 | |||||||
Total Investments (Cost $457,966)(d) — 138.0% | 480,737 | |||||||
Liabilities in excess of other assets — (38.0)% | (132,407 | ) | ||||||
Net Assets — 100.0% | $ | 348,330 | ||||||
(a) | This security or a partial position of the security was on loan as of March 31, 2009. The total value of securities on loan as of March 31, 2009, in thousands, was $132,590. | |
(b) | This security was purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before March 31, 2009 (See Note 2 in the Notes to Financial Statements). |
(c) | Affiliate investment. |
(d) | Represents cost for financial reporting purposes. |
136
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Government Agency Mortgages (87.6%) | ||||||||
Fannie Mae (73.1%) | ||||||||
6.792%, 07/01/09 | 965 | 964 | ||||||
5.159%, 11/01/10 | 687 | 695 | ||||||
6.200%, 01/01/11(a) | 378 | 395 | ||||||
6.320%, 01/01/11(a) | 592 | 616 | ||||||
6.524%, 02/01/11(a) | 573 | 600 | ||||||
6.280%, 05/01/11(a) | 694 | 732 | ||||||
6.555%, 04/01/12(a) | 494 | 534 | ||||||
7.000%, 10/01/12 | 281 | 291 | ||||||
4.303%, 05/01/32(a) | 156 | 157 | ||||||
4.673%, 10/01/32 | 169 | 172 | ||||||
5.434%, 12/01/32 | 34 | 35 | ||||||
4.800%, 01/01/33(a) | 281 | 286 | ||||||
5.028%, 01/01/33(a) | 318 | 326 | ||||||
4.744%, 04/01/33(a) | 1,228 | 1,218 | ||||||
4.520%, 05/01/33(a) | 471 | 479 | ||||||
6.255%, 05/01/33 | 36 | 37 | ||||||
4.866%, 09/01/33(a) | 108 | 110 | ||||||
4.857%, 10/01/33(a) | 391 | 395 | ||||||
5.210%, 10/01/33(a) | 1,733 | 1,780 | ||||||
4.765%, 07/01/34(a) | 1,100 | 1,122 | ||||||
4.663%, 08/01/34(a) | 75 | 75 | ||||||
4.783%, 08/01/34(a) | 4,031 | 4,054 | ||||||
4.828%, 01/01/35(a) | 124 | 125 | ||||||
4.519%, 03/01/35(a) | 1,531 | 1,539 | ||||||
4.677%, 05/01/35(a) | 970 | 985 | ||||||
4.893%, 08/01/35(a) | 1,343 | 1,369 | ||||||
4.519%, 09/01/35(a) | 301 | 307 | ||||||
4.704%, 09/01/35(a) | 41 | 42 | ||||||
4.784%, 11/01/35(a) | 10,806 | 11,003 | ||||||
4.450%, 01/01/36(a) | 6,803 | 6,846 | ||||||
4.630%, 02/01/36(a) | 5,933 | 6,051 | ||||||
4.232%, 06/01/36(a) | 782 | 801 | ||||||
4.518%, 06/01/36(a) | 3,456 | 3,503 | ||||||
5.576%, 12/01/36(a) | 531 | 547 | ||||||
5.436%, 01/01/37(a) | 1,139 | 1,169 | ||||||
5.224%, 04/01/37(a) | 1,371 | 1,407 | ||||||
4.915%, 10/01/37(a) | 8,654 | 8,855 | ||||||
5.397%, 11/01/37(a) | 2,256 | 2,326 | ||||||
4.080%, 09/01/39(a) | 232 | 234 | ||||||
3.935%, 12/01/40(a) | 4,172 | 4,094 | ||||||
66,276 | ||||||||
Freddie Mac (13.7%) | ||||||||
5.500%, 05/15/09 | 146 | 146 | ||||||
5.250%, 08/15/11 | 677 | 687 | ||||||
3.750%, 12/15/11 | 104 | 104 | ||||||
4.000%, 05/15/15 | 417 | 421 | ||||||
5.000%, 09/15/15 | 47 | 47 | ||||||
4.883%, 06/01/33 | 87 | 86 | ||||||
5.335%, 08/01/33(a) | 269 | 277 | ||||||
4.284%, 03/01/34(a) | 286 | 289 | ||||||
4.686%, 04/01/34(a) | 72 | 73 | ||||||
3.540%, 05/01/34(a) | 1,074 | 1,059 | ||||||
5.110%, 05/01/34(a) | 332 | 339 | ||||||
4.118%, 07/01/34(a) | 542 | 557 | ||||||
4.494%, 08/01/34(a) | 662 | 674 | ||||||
5.002%, 10/01/34(a) | 832 | 852 | ||||||
6.047%, 02/01/35(a) | 252 | 256 | ||||||
6.070%, 02/01/35(a) | 355 | 360 | ||||||
5.217%, 03/01/35(a) | 1,680 | 1,730 | ||||||
4.451%, 04/01/35(a) | 250 | 256 | ||||||
5.399%, 09/01/35(a) | 1,618 | 1,656 | ||||||
6.203%, 09/01/36(a) | 725 | 754 | ||||||
5.017%, 10/01/36(a) | 1,205 | 1,233 | ||||||
5.512%, 04/01/37(a) | 513 | 533 | ||||||
5.439%, 07/01/37 | 89 | 91 | ||||||
12,480 | ||||||||
Ginnie Mae (0.8%) | ||||||||
5.988%, 02/16/24(a) | 21 | 21 | ||||||
3.701%, 06/16/25 | 696 | 701 | ||||||
722 | ||||||||
Total U.S. Government Agency Mortgages | 79,478 | |||||||
Money Market Funds (11.8%) | ||||||||
Federated Government Obligations Money Market Fund | 5,705,600 | 5,705 | ||||||
RidgeWorth Institutional U.S. Government Securities Money Market Fund(b) | 4,989,585 | 4,990 | ||||||
Total Money Market Funds | 10,695 | |||||||
Total Investments (Cost $89,803)(c) — 99.4% | 90,173 | |||||||
Other assets in excess of liabilities — 0.6% | 502 | |||||||
Net Assets — 100.0% | $ | 90,675 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Affiliate investment. |
(c) | Represents cost for financial reporting purposes. |
137
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (97.2%) | ||||||||
District of Columbia (1.5%) | ||||||||
Metropolitan Washington DC Airports Authority, Airport System, Ser A, RB, AMT, 5.500%, 10/01/27, Callable 10/01/11 @ 101, MBIA | 1,000 | 943 | ||||||
Metropolitan Washington DC Airports Authority, Airport System, Ser B, RB, 5.000%, 10/01/26, Callable 10/01/19 @ 100, BHAC | 2,000 | 2,006 | ||||||
2,949 | ||||||||
Virginia (95.7%) | ||||||||
Amherst County Service Authority, RB, 6.000%, 12/15/30, Callable 12/15/10 @ 102 | 1,000 | 990 | ||||||
Arlington County Industrial Development Authority Lease, Capital Project, RB, 5.000%, 08/01/13 | 1,370 | 1,529 | ||||||
Arlington County Industrial Development Authority, Hospital Facilities, RB, 5.500%, 07/01/17, Prerefunded 07/01/11 @ 101 | 1,225 | 1,351 | ||||||
Arlington County Industrial Development Authority, Resource Recovery, Ser B, RB, AMT, 5.250%, 01/01/10, Callable 06/01/09 @ 100.50, FSA | 1,000 | 1,021 | ||||||
Arlington County Industrial Development Authority, Resource Recovery, Ser B, RB, AMT, 5.375%, 01/01/11, Callable 06/01/09 @ 100.50, FSA | 2,785 | 2,861 | ||||||
Arlington County, GO, 5.000%, 03/15/15 | 4,500 | 5,168 | ||||||
Bedford County Economic Development Authority, Public Facilities Lease, RB, 5.250%, 05/01/24, Callable 05/01/16 @ 100, MBIA | 2,890 | 2,955 | ||||||
Bristol Utility System, RB, 5.250%, 07/15/23, Callable 07/15/13 @ 100, MBIA | 1,000 | 1,015 | ||||||
Chesapeake Water & Sewer, GO, 5.000%, 12/01/19, Callable 12/01/14 @ 101 | 2,465 | 2,670 | ||||||
Fairfax County Economic Development Authority, Residential Care Facilities, Goodwin House, Inc., RB, 4.700%, 10/01/24, Callable 10/01/17 @ 100 | 250 | 177 | ||||||
Fairfax County Economic Development Authority, Resource Recovery, Ser A, RB, AMT, 6.100%, 02/01/11, AMBAC | 1,000 | 1,036 | ||||||
Fairfax County Redevelopment & Housing Authority, Affordable Housing, Ser A, RB, BAN, 4.000%, 03/01/13, Callable 03/01/11 @ 100 | 1,725 | 1,766 | ||||||
Fairfax County, Ser B, GO, 5.000%, 10/01/12 | 3,250 | 3,660 | ||||||
Fauquier County,, GO, 5.000%, 07/01/19, Callable 07/01/16 @ 100, MBIA | 2,100 | 2,339 | ||||||
Greater Richmond Convention Center Authority, Hotel Tax, RB, 5.000%, 06/15/16, Callable 06/15/15 @ 100, MBIA | 2,855 | 2,965 | ||||||
Hampton Golf Course, RB, 6.000%, 12/01/12 | 559 | 600 | ||||||
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/23, Callable 04/01/18 @ 100 | 1,060 | 1,132 | ||||||
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/24, Callable 04/01/18 @ 100 | 2,425 | 2,561 | ||||||
Hampton, Ser A, GO, 5.500%, 07/15/18, Callable 07/15/12 @ 101 | 1,275 | 1,392 | ||||||
Hampton, Ser A, GO, 5.000%, 04/01/22, Callable 04/01/15 @ 100, FGIC | 1,000 | 1,046 | ||||||
Hanover County Industrial Development Authority, Regional Medical Care Project, RB, 6.375%, 08/15/18, MBIA | 6,100 | 7,017 |
138
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Henrico County Economic Development Authority, Beth Sholom Assisted Living Project, Ser A, RB, 5.850%, 07/20/19, Callable 07/20/09 @ 102, GNMA | 400 | 408 | ||||||
Henrico County Economic Development Authority, Public Facilities Lease, RB, 6.125%, 11/01/17, Callable 11/01/09 @ 102 | 1,280 | 1,340 | ||||||
Henrico County Economic Development Authority, Residential Care Facilities, Ser A, RB, 6.500%, 06/01/22, Callable 06/01/12 @ 100 | 1,040 | 892 | ||||||
Henrico County Economic Development Authority, Residential Care Facilities, Westminster Canterbury, RB, 5.000%, 10/01/21, Callable 10/01/11 @ 100 | 1,375 | 1,144 | ||||||
Henrico County Economic Development Authority, Ser A, RB, 5.900%, 07/20/29, Callable 07/20/09 @ 102, GNMA | 500 | 501 | ||||||
Henry County Public Service Authority, Water & Sewer, RB, 5.250%, 11/15/13, FSA | 1,500 | 1,686 | ||||||
Isle Wight County, Ser B, GO, 5.500%, 07/01/20, Callable 01/01/19 @ 100 | 420 | 461 | ||||||
Isle Wight County, Ser B, GO, 5.250%, 07/01/22, Callable 01/01/19 @ 100 | 685 | 725 | ||||||
Isle Wight County, Ser B, GO, 5.375%, 07/01/23, Callable 01/01/19 @ 100 | 675 | 714 | ||||||
James City County Economic Development Authority, Public Facility Project, RB, 5.000%, 06/15/21, Callable 06/15/17 @ 100, FSA | 2,215 | 2,357 | ||||||
Loudoun County Industrial Development Authority, Loudoun Hospital Center, RB, 6.000%, 06/01/22, Prerefunded 06/01/12 @ 101 | 1,040 | 1,200 | ||||||
Loudoun County Industrial Development Authority, Public Safety Facilities Lease, Ser A, RB, 5.250%, 12/15/17, Callable 06/15/14 @ 100, FSA | 1,110 | 1,228 | ||||||
Loudoun County Industrial Development Authority, Residential Care Facilities, Ser A, RB, 6.000%, 08/01/24, Callable 08/01/14 @ 100 | 1,500 | 1,173 | ||||||
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/25, Callable 01/01/15 @ 100 | 3,165 | 3,288 | ||||||
Loudoun County, Ser B, GO, 5.000%, 06/01/14 | 3,500 | 3,999 | ||||||
Montgomery County Industrial Development Authority, RB, 5.500%, 01/15/18, Callable 01/15/12 @ 101, AMBAC | 1,865 | 1,987 | ||||||
New Kent County Economic Development Authority, School & Governmental Projects, RB, 5.000%, 02/01/18, Callable 02/01/17 @ 100, FSA | 2,225 | 2,422 | ||||||
Newport News, Ser B, GO, 5.250%, 07/01/15 | 3,000 | 3,465 | ||||||
Orange County Economic Development Authority Lease, RB, 4.750%, 02/01/22, Callable 02/01/17 @ 100, Assured Guaranty | 2,000 | 2,044 | ||||||
Peninsula Ports Authority, Residential Care Facility, Ser A, RB, 7.375%, 12/01/23, Prerefunded 12/01/13 @ 100 | 3,520 | 4,330 | ||||||
Pittsylvania County, Ser B, GO, 5.625%, 03/01/15, Callable 03/01/11 @ 102, MBIA | 1,000 | 1,084 | ||||||
Portsmouth, Ser A, GO, 5.000%, 04/01/14, MBIA | 2,005 | 2,234 | ||||||
Portsmouth, Ser A, GO, 5.000%, 07/01/15, MBIA | 2,285 | 2,563 | ||||||
Portsmouth, Ser B, GO, 5.250%, 07/15/24, Callable 07/15/19 @ 100 | 1,000 | 1,063 | ||||||
Rappahannock Regional Jail Authority, Grant Anticipation Notes, RB, 4.250%, 12/01/09, Callable 06/01/09 @ 100 | 500 | 501 |
139
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Richmond Industrial Development Authority, Government Facilities, RB, 5.000%, 07/15/18, AMBAC | 1,795 | 1,845 | ||||||
Richmond Industrial Development Authority, Student Housing, RB, 5.450%, 01/01/21, Callable 01/01/11 @ 102 | 1,000 | 1,009 | ||||||
Richmond, GO, 5.500%, 01/15/18, Callable 01/15/11 @ 101, FSA | 3,755 | 3,962 | ||||||
Richmond, GO, 5.000%, 07/15/24, Callable 07/15/16 @ 100, FSA | 1,435 | 1,515 | ||||||
Riverside Regional Jail Authority, RB, 4.250%, 07/01/10, Callable 07/01/09 @ 100 | 1,475 | 1,487 | ||||||
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.750%, 07/01/13, Callable 07/01/12 @ 100, MBIA | 500 | 531 | ||||||
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.750%, 07/01/14, Callable 07/01/12 @ 100, MBIA | 2,000 | 2,097 | ||||||
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.500%, 07/01/16, Callable 07/01/12 @ 100, MBIA | 1,000 | 1,030 | ||||||
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.500%, 07/01/18, Callable 07/01/12 @ 100, MBIA | 2,000 | 2,045 | ||||||
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.500%, 07/01/21, Callable 07/01/12 @ 100, MBIA | 1,000 | 1,011 | ||||||
Roanoke, Ser B, GO, 5.000%, 02/01/24, Callable 02/01/15 @ 101 | 2,500 | 2,649 | ||||||
Spotsylvania County Water & Sewer, RB, 5.000%, 06/01/26, FSA | 2,000 | 2,053 | ||||||
Stafford County & Staunton Industrial Development Authority, RB, 5.000%, 08/01/23, Callable 08/01/18 @ 100, XLCA | 1,025 | 1,030 | ||||||
Stafford County & Staunton Industrial Development Authority, Ser B, RB, 5.000%, 08/01/25, Callable 08/01/17 @ 100, XLCA | 3,330 | 3,286 | ||||||
Stafford County & Staunton Industrial Development Authority, Ser C, RB, 5.250%, 02/01/20, Callable 02/01/17 @ 100, XLCA | 2,165 | 2,266 | ||||||
Suffolk Industrial Development Authority, Retirement Facilities, First Mortgage — Lake Prince Center, RB, 5.150%, 09/01/24, Callable 09/01/16 @ 100 | 1,750 | 1,289 | ||||||
Tobacco Settlement Financing Corp., RB, 4.000%, 06/01/13, Prerefunded 06/01/09 @ 100 | 320 | 322 | ||||||
Tobacco Settlement Financing Corp., RB, 5.250%, 06/01/19, Prerefunded 06/01/12 @ 100 | 2,300 | 2,419 | ||||||
Tobacco Settlement Financing Corp., RB, 5.500%, 06/01/26, Prerefunded 06/01/15 @ 100 | 4,905 | 5,483 | ||||||
Virginia Beach Development Authority, Ser A, RB, 5.375%, 08/01/16, Callable 08/01/12 @ 100 | 1,650 | 1,783 | ||||||
Virginia Beach, Ser B, GO, 5.000%, 05/01/13 | 2,500 | 2,824 | ||||||
Virginia Beach, Ser C, GO, 5.000%, 09/15/16 | 2,325 | 2,695 | ||||||
Virginia College Building Authority, Educational Facilities Project, Ser A, RB, 5.000%, 02/01/15, Callable 02/01/14 @ 100 | 5,000 | 5,569 | ||||||
Virginia College Building Authority, Educational Facilities Project, Washington & Lee University, RB, 5.375%, 01/01/21, Callable 01/01/16 @ 100 | 3,090 | 3,576 |
140
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Virginia College Building Authority, Public Higher Educational Financing Program, Ser A, RB, 5.000%, 09/01/17, Callable 09/01/16 @ 100 | 3,000 | 3,382 | ||||||
Virginia College Building Authority, Public Higher Educational Financing Program, Ser B, RB, 5.000%, 09/01/13 | 3,000 | 3,395 | ||||||
Virginia Commonwealth Transportation Board, Northern Virginia Transportation District, Ser A, RB, 5.000%, 05/15/14 | 3,000 | 3,407 | ||||||
Virginia Commonwealth Transportation Board, Ser A, RB, 5.375%, 05/15/12, Callable 05/15/11 @ 100 | 1,000 | 1,077 | ||||||
Virginia Housing Development Authority, Multifamily, Ser E, RB, AMT, 5.350%, 11/01/11, Callable 05/01/09 @ 101 | 1,250 | 1,265 | ||||||
Virginia Housing Development Authority, Multifamily, Ser H, RB, AMT, 5.625%, 11/01/18, Callable 11/01/09 @ 100 | 3,500 | 3,441 | ||||||
Virginia Housing Development Authority, Multifamily, Ser I, RB, AMT, 4.875%, 11/01/12, Callable 05/01/09 @ 101 | 1,950 | 1,971 | ||||||
Virginia Polytechnic Institute & State University, Ser D, RB, 5.125%, 06/01/21, Callable 06/01/14 @ 101, AMBAC | 2,095 | 2,251 | ||||||
Virginia Public School Authority, 1997, Ser A, RB, 2.500%, 08/01/13 | 725 | 744 | ||||||
Virginia Public School Authority, 1997, Ser A, RB, 5.000%, 08/01/24, Callable 08/01/14 @ 100 | 1,000 | 1,042 | ||||||
Virginia Public School Authority, Special Obligation, RB, 5.000%, 07/15/26, Callable 07/15/18 @ 100 | 2,000 | 2,087 | ||||||
Virginia Resources Authority, Senior Infrastructure, Ser B, RB, 5.000%, 11/01/26, Callable 11/01/14 @ 100 | 2,185 | 2,247 | ||||||
Virginia Resources Authority Infrastructure, Pooled Financing Program, Ser B, RB, 5.000%, 11/01/21, Callable 11/01/17 @ 100 | 1,230 | 1,353 | ||||||
Virginia Resources Authority, Clean Water State Revolving Fund, RB, 5.000%, 10/01/16 | 2,030 | 2,341 | ||||||
Virginia State Housing Development Authority, Commonwealth Mortgage, Ser E, RB, 6.000%, 07/01/25, Callable 07/01/18 @ 100, GO of Authority | 2,500 | 2,610 | ||||||
Virginia State, Ser A, GO, 5.000%, 06/01/19, Callable 06/01/14 @ 100 | 3,170 | 3,443 | ||||||
Western Regional Jail Authority, Jail Facilities, RB, 4.125%, 12/01/09, Callable 06/01/09 @ 100 | 750 | 752 | ||||||
Western Regional Jail Authority, Jail Facilities, RB, 4.750%, 06/01/23, Callable 06/01/17 @ 100, MBIA | 2,255 | 2,301 | ||||||
Winchester, GO, 5.000%, 11/01/18, Callable 11/01/15 @ 100, FGIC | 2,000 | 2,177 | ||||||
York County Industrial Development Authority, Pollution Control Project, RB, 5.500%, 07/01/09, Callable 05/11/09 @ 100 | 740 | 742 | ||||||
183,864 | ||||||||
Total Municipal Bonds | 186,813 | |||||||
Money Market Fund (2.9%) | ||||||||
Federated Virginia Municipal Cash Trust, Institutional Class | 5,540,684 | 5,541 | ||||||
Total Money Market Fund | 5,541 | |||||||
Total Investments (Cost $186,518)(a) — 100.1% | 192,354 | |||||||
Liabilities in excess of other assets — (0.1)% | (268 | ) | ||||||
Net Assets — 100.0% | $ | 192,086 | ||||||
(a) | Represents cost for financial reporting purposes. |
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation |
141
RIDGEWORTH FUNDS March 31, 2008 (Amounts in thousands, except Shares)
Virginia Intermediate Municipal Bond Fund — concluded
AMT | Alternative Minimum Tax Paper | |
BHAC | Security guaranteed by Berkshire Hathaway Assurance Corporation | |
FGIC | Security guaranteed by Financial Guaranty Insurance Company | |
FSA | Security guaranteed by Financial Security Assurance | |
GNMA | Security guaranteed by Government National Mortgage Association | |
GO | General Obligation | |
MBIA | Security guaranteed by Municipal Bond Insurance Association | |
RB | Revenue Bond | |
XLCA | Security guaranteed by XL Capital Assurance, Inc. |
142
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Certificates of Deposit (16.7%) | ||||||||
Banks (12.4%) | ||||||||
Abbey National LLC, 0.340%, 05/22/09 | 50,000 | 50,000 | ||||||
Bank of America Corp., 0.500%, 06/11/09(a) | 70,000 | 70,000 | ||||||
Bank of Nova Scotia, 0.700%, 05/26/09 | 45,300 | 45,301 | ||||||
BNP Paribas, 0.960%, 05/12/09 | 40,000 | 40,000 | ||||||
BNP Paribas, 0.970%, 05/22/09 | 25,000 | 25,000 | ||||||
BNP Paribas, 1.040%, 06/10/09 | 50,000 | 50,000 | ||||||
BNP Paribas, 0.970%, 06/26/09 | 37,500 | 37,500 | ||||||
Chase Bank USA N.A., 0.550%, 06/17/09 | 31,500 | 31,500 | ||||||
Lloyds TSB Bank PLC, 0.940%, 05/19/09 | 55,400 | 55,400 | ||||||
Lloyds TSB Bank PLC, 1.140%, 06/22/09 | 56,200 | 56,200 | ||||||
Rabobank, 0.700%, 05/27/09 | 37,570 | 37,571 | ||||||
Rabobank, 0.750%, 06/26/09 | 36,500 | 36,501 | ||||||
Rabobank, 0.740%, 07/28/09 | 22,500 | 22,500 | ||||||
Royal Bank of Canada, 0.550%, 06/10/09 | 22,500 | 22,500 | ||||||
Royal Bank of Canada, 0.690%, 07/02/09 | 70,000 | 70,000 | ||||||
Royal Bank of Scotland, 1.040%, 05/18/09 | 32,500 | 32,500 | ||||||
Royal Bank of Scotland, 1.370%, 06/16/09 | 37,500 | 37,500 | ||||||
Societe Generale, 0.850%, 07/22/09 | 35,000 | 35,000 | ||||||
Toronto-Dominion Bank, 0.500%, 05/04/09 | 70,000 | 70,000 | ||||||
Toronto-Dominion Bank, 0.620%, 06/02/09 | 80,000 | 80,001 | ||||||
904,974 | ||||||||
Diversified Financial Services (4.3%) | ||||||||
Barclays Bank PLC, 1.150%, 04/28/09 | 40,000 | 40,000 | ||||||
Barclays Bank PLC, 1.550%, 06/10/09 | 38,300 | 38,300 | ||||||
Barclays Bank PLC, 1.150%, 06/15/09 | 37,500 | 37,500 | ||||||
Calyon North America, Inc., 0.980%, 05/14/09 | 40,000 | 40,000 | ||||||
Calyon North America, Inc., 1.100%, 05/18/09 | 35,000 | 35,000 | ||||||
Calyon North America, Inc., 0.820%, 06/22/09 | 38,000 | 38,000 | ||||||
UBS AG, 1.245%, 04/29/09 | 40,000 | 40,000 | ||||||
UBS AG, 1.305%, 05/27/09 | 45,000 | 45,000 | ||||||
313,800 | ||||||||
Total Certificates of Deposit | 1,218,774 | |||||||
Commercial Paper (31.3%) | ||||||||
Banks (8.1%) | ||||||||
Australia & New Zealand Banking Group, 0.802%, 05/07/09(a)(c) | 27,500 | 27,478 | ||||||
Australia & New Zealand Banking Group, 0.691%, 05/26/09(a)(c) | 46,000 | 45,951 | ||||||
Australia & New Zealand Banking Group, 0.701%, 06/08/09(a)(c) | 40,000 | 39,947 | ||||||
Bank of Nova Scotia, 0.541%, 04/30/09(c) | 37,625 | 37,609 | ||||||
Bank of Nova Scotia, 0.711%, 05/13/09(c) | 30,000 | 29,975 | ||||||
HSBC Bank USA, 0.400%, 04/02/09(c) | 55,000 | 54,999 | ||||||
National Australia Bank Ltd., 0.450%, 04/06/09(a)(c) | 35,000 | 34,998 | ||||||
National Australia Bank Ltd., 0.591%, 04/20/09(a)(c) | 17,500 | 17,495 | ||||||
National Australia Bank Ltd., 0.671%, 05/08/09(a)(c) | 40,000 | 39,972 | ||||||
National Australia Bank Ltd., 0.691%, 05/11/09(a)(c) | 17,500 | 17,487 | ||||||
Royal Bank of Canada, 0.431%, 05/04/09(c) | 55,000 | 54,978 | ||||||
Societe Generale, 0.741%, 05/06/09(c) | 37,500 | 37,473 | ||||||
Societe Generale, 1.023%, 06/03/09(c) | 35,000 | 34,938 | ||||||
Societe Generale, 1.044%, 06/30/09(c) | 43,000 | 42,888 | ||||||
State Street Corp., 0.550%, 04/07/09(c) | 50,000 | 49,995 |
143
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Banks—continued | ||||||||
State Street Corp., 0.580%, 04/14/09(c) | 25,000 | 24,995 | ||||||
591,178 | ||||||||
Diversified Financial Services (18.7%) | ||||||||
Alcon Capital Corp., 0.340%, 04/20/09(a)(c) | 16,000 | 15,997 | ||||||
Alcon Capital Corp., 0.180%, 05/12/09(a)(c) | 16,930 | 16,926 | ||||||
Allianz Finance Corp., 0.400%, 04/01/09(a)(c) | 40,000 | 40,000 | ||||||
Allianz Finance Corp., 0.500%, 05/11/09(a)(c) | 35,000 | 34,981 | ||||||
ASB Finance Corp., 1.550%, 07/13/09(a)(b) | 50,000 | 50,000 | ||||||
BP Capital Markets PLC, 0.401%, 06/22/09(a)(c) | 19,500 | 19,482 | ||||||
CBA Delaware Finance, Inc., 0.490%, 05/11/09(c) | 31,500 | 31,483 | ||||||
European Investment Bank, 0.300%, 04/09/09(c) | 19,250 | 19,249 | ||||||
European Investment Bank, 0.280%, 07/01/09(c) | 50,000 | 49,965 | ||||||
Falcon Asset Securitization Corp., 0.450%, 04/03/09(a)(c) | 33,000 | 32,999 | ||||||
Falcon Asset Securitization Corp., 0.400%, 04/24/09(a)(c) | 40,000 | 39,990 | ||||||
ING (U.S.) Funding LLC, 0.400%, 04/08/09(c) | 35,000 | 34,997 | ||||||
ING (U.S.) Funding LLC, 0.440%, 04/22/09(c) | 35,000 | 34,991 | ||||||
JPMorgan Chase & Co., 0.350%, 04/01/09(a)(c) | 31,000 | 31,000 | ||||||
JPMorgan Chase & Co., 0.551%, 05/20/09(a)(c) | 50,000 | 49,963 | ||||||
KfW, 0.290%, 05/19/09(a)(c) | 62,000 | 61,976 | ||||||
KfW, 0.410%, 05/28/09(a)(c) | 50,000 | 49,967 | ||||||
KfW, 0.551%, 07/01/09(a)(c) | 32,000 | 31,955 | ||||||
Market Street Funding Corp., 0.450%, 04/03/09(a)(c) | 26,000 | 25,999 | ||||||
Market Street Funding Corp., 0.500%, 04/08/09(a)(c) | 33,000 | 32,997 | ||||||
Market Street Funding Corp., 0.400%, 04/16/09(a)(c) | 32,500 | 32,495 | ||||||
Nestle Capital Corp., 0.350%, 06/17/09(a)(c) | 35,000 | 34,974 | ||||||
Novartis Finance, 0.190%, 04/09/09(a)(c) | 41,000 | 40,998 | ||||||
Old Line Funding LLC, 0.450%, 04/02/09(a)(c) | 54,433 | 54,432 | ||||||
Old Line Funding LLC, 0.450%, 04/15/09(a)(c) | 20,000 | 19,996 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/02/09(a)(c) | 12,700 | 12,700 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/09/09(a)(c) | 28,653 | 28,650 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/14/09(a)(c) | 33,000 | 32,995 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/16/09(a)(c) | 13,000 | 12,998 | ||||||
Park Avenue Receivables Corp., 0.400%, 04/22/09(a)(c) | 22,000 | 21,995 | ||||||
Procter & Gamble International Funding SCA, 0.551%, 06/03/09(a)(c) | 37,000 | 36,964 | ||||||
Procter & Gamble International Funding SCA, 0.390%, 06/08/09(a)(c) | 37,000 | 36,973 | ||||||
Siemens Capital Co. LLC, 0.280%, 04/02/09(a)(c) | 37,500 | 37,500 | ||||||
Southern Funding Corp., 0.310%, 04/16/09(a)(c) | 12,000 | 11,998 | ||||||
Total Capital, 0.601%, 06/03/09(a)(c) | 36,500 | 36,462 | ||||||
UBS Finance Delaware LLC, 1.302%, 05/13/09(c) | 30,000 | 29,955 | ||||||
Unilever Capital Corp., 0.280%, 05/18/09(a)(c) | 13,000 | 12,995 | ||||||
Unilever Capital Corp., 0.290%, 05/28/09(a)(c) | 13,000 | 12,994 | ||||||
Unilever Capital Corp., 0.290%, 06/01/09(a)(c) | 13,000 | 12,994 | ||||||
Unilever Capital Corp., 0.210%, 06/15/09(a)(c) | 19,000 | 18,992 | ||||||
Westpac Banking Corp., 3.455%, 06/18/09(a) | 50,000 | 50,001 | ||||||
Westpac Banking Corp., 0.702%, 06/30/09(a)(c) | 60,000 | 59,895 | ||||||
1,354,873 | ||||||||
144
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Health Care (2.2%) | ||||||||
Abbott Laboratories, 0.310%, 05/04/09(a)(c) | 24,000 | 23,993 | ||||||
Abbott Laboratories, 0.120%, 05/05/09(a)(c) | 40,000 | 39,995 | ||||||
Pfizer, Inc., 0.310%, 05/05/09(a)(c) | 12,500 | 12,496 | ||||||
Pfizer, Inc., 0.360%, 06/11/09(a)(c) | 12,000 | 11,992 | ||||||
Roche Holdings, Inc., 0.300%, 05/15/09(a)(c) | 19,500 | 19,493 | ||||||
Roche Holdings, Inc., 0.300%, 05/19/09(a)(c) | 16,250 | 16,244 | ||||||
Roche Holdings, Inc., 0.350%, 06/16/09(a)(c) | 37,000 | 36,973 | ||||||
161,186 | ||||||||
Industrials (1.1%) | ||||||||
Emerson Electric Co., 0.330%, 05/11/09(a)(c) | 10,000 | 9,996 | ||||||
Emerson Electric Co., 0.300%, 05/13/09(a)(c) | 13,000 | 12,995 | ||||||
Emerson Electric Co., 0.300%, 05/19/09(a)(c) | 20,000 | 19,992 | ||||||
Emerson Electric Co., 0.320%, 05/20/09(a)(c) | 14,000 | 13,994 | ||||||
Illinois Tool Works, Inc., 0.400%, 04/02/09(a)(c) | 14,000 | 14,000 | ||||||
Illinois Tool Works, Inc., 0.380%, 04/06/09(a)(c) | 10,000 | 10,000 | ||||||
80,977 | ||||||||
Oil & Gas (1.2%) | ||||||||
ConocoPhillips, 0.250%, 04/20/09(a)(c) | 70,000 | 69,991 | ||||||
Shell International Finance BV, 0.400%, 06/24/09(a)(c) | 17,000 | 16,984 | ||||||
86,975 | ||||||||
Total Commercial Paper | 2,275,189 | |||||||
Corporate Bonds (9.8%) | ||||||||
Banks (3.7%) | ||||||||
Commonwealth Bank of Australia, 1.406%, 06/04/09(a)(b) | 71,000 | 71,000 | ||||||
International Bank for Reconstruction & Development, 1.186%, 02/08/10(b) | 80,000 | 80,031 | ||||||
Rabobank, 1.255%, 08/04/09, MTN(a)(b) | 50,000 | 50,000 | ||||||
Wells Fargo Bank N.A., 0.656%, 08/19/09(b) | 70,000 | 70,000 | ||||||
271,031 | ||||||||
Diversified Financial Services (3.1%) | ||||||||
American Honda Finance Corp., 1.565%, 04/02/09, MTN(a)(b) | 50,000 | 50,000 | ||||||
Credit Suisse (USA), Inc., 0.483%, 06/05/09(b) | 20,000 | 19,933 | ||||||
Toyota Motor Credit Corp., 0.584%, 09/11/09, MTN(b) | 50,000 | 50,000 | ||||||
Toyota Motor Credit Corp., Ser B, 1.181%, 06/02/09, MTN(b) | 71,700 | 71,701 | ||||||
Westpac Banking Corp., 1.451%, 05/26/09(b) | 38,000 | 37,998 | ||||||
229,632 | ||||||||
Insurance (2.2%) | ||||||||
New York Life Global Funding, 1.331%, 05/13/09, MTN(a)(b) | 100,000 | 100,000 | ||||||
New York Life Global Funding, 1.366%, 09/04/09, MTN(a)(b) | 58,500 | 58,500 | ||||||
158,500 | ||||||||
Oil & Gas (0.8%) | ||||||||
BP AMI Leasing, Inc., 1.236%, 06/26/09(a)(b) | 57,000 | 57,001 | ||||||
Total Corporate Bonds | 716,164 | |||||||
Master Notes (1.0%) | ||||||||
Promissory Note (1.0%) | ||||||||
SunTrust Bank, Inc. Promissory Note, 1.256%, 09/30/09(b)(d)(e) | 70,000 | 70,000 | ||||||
Total Master Notes | 70,000 | |||||||
U.S. Government Agencies (23.6%) | ||||||||
Fannie Mae (4.1%) | ||||||||
0.270%, 04/15/09(c) | 55,000 | 54,994 | ||||||
0.162%, 05/18/09(c) | 50,000 | 49,990 | ||||||
0.421%, 09/23/09(c) | 24,450 | 24,400 | ||||||
3.875%, 12/10/09 | 16,350 | 16,688 | ||||||
0.949%, 02/03/10(c) | 75,000 | 74,397 | ||||||
1.244%, 07/13/10(b) | 75,000 | 74,940 | ||||||
295,409 | ||||||||
145
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal Home Loan Bank (8.5%) | ||||||||
0.183%, 04/06/09(c) | 80,000 | 79,998 | ||||||
2.650%, 06/04/09 | 25,000 | 24,994 | ||||||
0.960%, 01/13/10(b) | 23,500 | 23,495 | ||||||
0.506%, 01/19/10(b) | 135,375 | 135,125 | ||||||
1.211%, 02/19/10(b) | 22,000 | 22,024 | ||||||
0.840%, 03/11/10(b) | 36,500 | 36,496 | ||||||
0.890%, 03/11/10(b) | 80,000 | 80,000 | ||||||
0.957%, 03/23/10(b) | 65,000 | 65,000 | ||||||
0.947%, 04/01/10(b) | 75,000 | 75,000 | ||||||
0.877%, 04/05/10(b) | 75,000 | 75,000 | ||||||
617,132 | ||||||||
Freddie Mac (11.0%) | ||||||||
0.223%, 04/01/09(c) | 82,000 | 82,000 | ||||||
0.290%, 04/03/09(c) | 26,000 | 26,000 | ||||||
0.200%, 04/13/09(c) | 70,621 | 70,616 | ||||||
0.375%, 04/27/09(c) | 50,000 | 49,986 | ||||||
0.602%, 09/14/09(c) | 75,000 | 74,792 | ||||||
0.714%, 09/21/09(c) | 117,900 | 117,562 | ||||||
1.087%, 09/25/09(b) | 80,000 | 80,120 | ||||||
0.735%, 10/23/09(c) | 75,000 | 74,692 | ||||||
1.250%, 12/17/09, Callable 06/17/09 @ 100 , MTN | 13,000 | 13,018 | ||||||
3.125%, 02/04/10 | 16,500 | 16,786 | ||||||
1.250%, 03/12/10, Callable 05/18/09 @ 100 , MTN | 115,000 | 114,993 | ||||||
1.250%, 03/18/10, Callable 09/18/09 @ 100 , MTN | 80,000 | 80,000 | ||||||
800,565 | ||||||||
Total U.S. Government Agencies | 1,713,106 | |||||||
Repurchase Agreements (1.2%) | ||||||||
Bank of America Securities, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $27,239 (collateralized by U.S. Government Agencies; DN, due 09/24/10-05/15/16; total market value $27,784) | 27,239 | 27,239 | ||||||
BNP Paribas, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $32,711 (collateralized by U.S. Government Agencies; DN-5.750%, due 04/01/09-03/03/23; total market value $33,370) | 32,711 | 32,711 | ||||||
Deutsche Bank, 0.190%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $1,598 (collateralized by FNMA; 5.380%, due 10/29/15; total market value $1,630) | 1,598 | 1,598 | ||||||
HSBC Securities, Inc., 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $26,583 (collateralized by FHLMC; DN, due 01/04/10; total market value $27,118) | 26,583 | 26,583 | ||||||
UBS Warburg LLC, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $2,350 (collateralized by FHLMC; 2.500%, due 01/07/14; total market value $2,398) | 2,350 | 2,350 | ||||||
Total Repurchase Agreements | 90,481 | |||||||
Money Market Funds (13.6%) | ||||||||
Dreyfus Cash Management | 250,000,000 | 250,000 | ||||||
Federated Prime Cash Obligations Fund | 250,000,000 | 250,000 | ||||||
Federated Prime Obligations Fund | 250,000,000 | 250,000 | ||||||
Goldman Sachs Financial Square Fund — Prime Obligations Fund | 4,500,000 | 4,500 | ||||||
JPMorgan Prime Money Market Fund | 232,500,000 | 232,500 | ||||||
Total Money Market Funds | 987,000 | |||||||
146
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Prime Quality Money Market Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Time Deposits (6.4%) | ||||||||
BNP Paribas, 0.230%, 04/01/09(b) | 167,277 | 167,277 | ||||||
Calyon, 0.313%, 04/01/09(b) | 111,701 | 111,701 | ||||||
Societe Generale, 0.250%, 04/01/09(b) | 183,920 | 183,920 | ||||||
Total Time Deposits | 462,898 | |||||||
Total Investments (Cost $7,533,612)(f) — 103.6% | 7,533,612 | |||||||
Liabilities in excess of other assets — (3.6)% | (260,318 | ) | ||||||
Net Assets — 100.0% | $ | 7,273,294 | ||||||
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 29.7% of net assets as of March 31, 2009. | |
(b) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. |
(c) | Rate represents the effective yield at purchase. |
(d) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. The illiquid securities held by the fund as of March 31, 2009 are identified below (in thousands): |
Issue | Acquisition | Cost | Par | Value | Percentage of | |||||||||||||||
Description | Date | ($) | ($) | ($) | Net Assets(%) | |||||||||||||||
SunTrust Banks, Inc. | 09/19/08 | 70,000 | 70,000 | 70,000 | 0.96 |
(e) | Affiliate investment. |
(f) | Aggregate cost for federal income tax and financial reporting purposes is the same. |
DN | Discount Note | |
FHLMC | Federal Home Loan Mortgage Corporation | |
FNMA | Federal National Mortgage Association | |
MTN | Medium Term Note |
147
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (97.7%) | ||||||||
Alabama (1.7%) | ||||||||
Birmingham Medical Clinic Board, University of Alabama Health Services Foundation P.C., RB, 0.530%, 10/01/28, LOC: | ||||||||
Southtrust Bank N.A.(a) | 13,250 | 13,250 | ||||||
Decatur Educational Building Authority, St. Ann’s School Project, RB, 0.620%, 12/01/27, LOC: | ||||||||
Southtrust Bank N.A.(a) | 2,440 | 2,440 | ||||||
Lower Alabama Gas, District Gas Supply, Class A, RB, 0.710%, 11/01/09, LOC: | ||||||||
Societe Generale(a)(b) | 2,217 | 2,217 | ||||||
West Jefferson Industrial Development Board Pollution Control, Power Co. Project, RB, 0.700%, 06/01/28(a) | 15,000 | 15,000 | ||||||
32,907 | ||||||||
Arizona (0.3%) | ||||||||
JPMorgan Chase Putters/ Drivers Trust Various States, Ser 3307, RB, 0.470%, 01/01/33, LOC: | ||||||||
JPMorgan Chase Bank(a)(b) | 3,300 | 3,300 | ||||||
Salt River Project Agricultural Improvement & Power District Electric Systems, Ser C, RB, 5.500%, 01/01/10 | 3,000 | 3,113 | ||||||
6,413 | ||||||||
Arkansas (0.2%) | ||||||||
Sheridan IDR, Kohler Project, RB, 0.570%, 08/01/09, LOC: Wachovia Bank N.A.(a) | 3,250 | 3,250 | ||||||
California (0.3%) | ||||||||
Los Angeles Unified School District, Tax & Revenue Anticipation Notes, Ser A, GO, 3.000%, 07/30/09 | 6,000 | 6,029 | ||||||
Colorado (3.6%) | ||||||||
Castle Rock, COP, 0.550%, 09/01/37, LOC: Wells Fargo Bank N.A.(a) | 15,000 | 15,000 | ||||||
Colorado Educational & Cultural Facilities Authority, National Jewish BD Program, RB, 0.500%, 09/01/35, LOC: U.S. Bank N.A.(a) | 30,590 | 30,590 | ||||||
Colorado Educational & Cultural Facilities Authority, National Jewish BD Program, RB, 0.500%, 07/01/36, LOC: JPMorgan Chase Bank(a) | 8,120 | 8,120 | ||||||
Colorado Educational & Cultural Facilities Authority, National Jewish Federation, Ser A13, RB, 0.350%, 05/01/38, LOC: Bank of America N.A.(a) | 14,800 | 14,800 | ||||||
68,510 | ||||||||
Delaware (0.9%) | ||||||||
Delaware State Economic Development Authority, Peninsula United, Ser A, RB, 0.360%, 05/15/37, LOC: PNC Bank N.A.(a) | 17,000 | 17,000 | ||||||
District of Columbia (3.6%) | ||||||||
District of Columbia, Abraham & Laura Lisner Home For Aged Women, RB, 0.550%, 07/01/22, LOC: Bank of America N.A.(a) | 3,000 | 3,000 | ||||||
District of Columbia, American Educational Research Association, RB, 0.570%, 07/01/37, LOC: | ||||||||
Wachovia Bank N.A.(a) | 7,250 | 7,250 | ||||||
District of Columbia, Center for Strategic & International Studies, Inc., RB, 0.490%, 03/01/38, LOC: PNC Bank N.A.(a) | 6,730 | 6,730 | ||||||
District of Columbia, Howard Road Academy Public Charter School, Inc., RB, 0.550%, 12/01/24, LOC: | ||||||||
Bank of America N.A.(a) | 2,205 | 2,205 |
148
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
District of Columbia—continued | ||||||||
District of Columbia, The Pew Charitable Trusts, Ser A, RB, 0.490%, 04/01/38, LOC: PNC Bank N.A.(a) | 47,000 | 47,000 | ||||||
District of Columbia, Thurgood Marshall Center Trust, RB, 0.550%, 11/01/27, LOC: Branch Banking & Trust Co.(a) | 2,970 | 2,970 | ||||||
69,155 | ||||||||
Florida (3.3%) | ||||||||
De Soto County Industrial Development, Tremron Project, RB, 0.700%, 11/01/15, LOC: Branch Banking & Trust Co.(a) | 2,800 | 2,800 | ||||||
Jacksonville Economic Development Commission, Goodwill Industries of North Florida Project, RB, 0.620%, 07/01/23, LOC: | ||||||||
Southtrust Bank N.A.(a) | 3,415 | 3,415 | ||||||
Jacksonville Health Facilities Authority, Southern Baptist Hospital of Florida, Inc., Ser E, RB, 0.500%, 08/15/27, LOC: Branch Banking & Trust Co.(a) | 7,000 | 7,000 | ||||||
Miami-Dade County Industrial Development Authority, Gulliver Schools Project, RB, 0.570%, 09/01/29, LOC: Bank of America N.A.(a) | 6,550 | 6,550 | ||||||
North Broward Hospital District, Ser A, RB, 0.410%, 01/15/31, LOC: TD Bank N.A.(a) | 17,000 | 17,000 | ||||||
Palm Beach County IDR, Boca Raton Jewish Community Day School, Inc., RB, 0.570%, 09/01/20, LOC: Wachovia Bank N.A.(a) | 2,515 | 2,515 | ||||||
Palm Beach County, Caron Foundation of Florida, Inc. Project, RB, 0.570%, 01/01/28, LOC: Wachovia Bank N.A.(a) | 9,215 | 9,215 | ||||||
Santa Rosa County Health Facilities Authority, Baptist Hospital, Inc. Project, RB, 0.550%, 10/01/21, LOC: Bank of America N.A.(a) | 6,400 | 6,400 | ||||||
Sarasota County Public Hospital District, Sarasota Memorial Hospital, Ser A, RB, 0.300%, 07/01/37, LOC: Northern Trust Co.(a) | 8,875 | 8,875 | ||||||
63,770 | ||||||||
Georgia (3.3%) | ||||||||
Columbia County Development Authority, Augusta Preparatory Day School, Inc., RB, 0.570%, 08/01/18, LOC: Wachovia Bank N.A.(a)(b) | 2,700 | 2,700 | ||||||
Columbia County Elderly Authority Residential Care Facilities, Resource Center on Aging, RB, 0.570%, 01/01/21, LOC: Wachovia Bank N.A.(a) | 5,460 | 5,460 | ||||||
Fayette County Development Authority Educational Facilities, Catholic School Properties, Inc. Project, RB, 0.480%, 04/01/24, LOC: Wachovia Bank N.A.(a) | 13,250 | 13,250 | ||||||
Fulton County Development Authority Educational Facilities, Catholic School Properties, Inc., RB, 0.470%, 04/01/24, LOC: | ||||||||
Wachovia Bank N.A.(a)(b) | 6,830 | 6,830 | ||||||
Fulton County Development Authority, Kings Ridge Christian School, RB, 0.550%, 05/01/26, LOC: Branch Banking & Trust Co.(a) | 3,000 | 3,000 | ||||||
Glynn-Brunswick Memorial Hospital Authority, Kings Bay Community Hospital, Inc., Ser B, RB, 0.500%, 08/01/38, LOC: Branch Banking & Trust Co.(a) | 10,000 | 10,000 |
149
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Georgia—continued | ||||||||
Gwinnett County School District, GO, 5.000%, 02/01/10 | 11,500 | 11,911 | ||||||
Lowndes County, Sales Tax, GO, 3.500%, 04/01/09, FSA | 6,480 | 6,480 | ||||||
Toombs County Hospital Authority, Meadows Regional Medical Center Project, RB, 0.550%, 12/01/17, LOC: Branch Banking & Trust Co.(a) | 3,600 | 3,600 | ||||||
63,231 | ||||||||
Hawaii (1.2%) | ||||||||
Hawaii Pacific Health Special Purpose, Department of Budget & Finance, Ser B, RB, 0.580%, 07/01/33, LOC: Bank of Nova Scotia(a) | 4,750 | 4,750 | ||||||
Hawaii Pacific Health Special Purpose, Department of Budget & Finance, Ser B-2, RB, 0.580%, 07/01/33, LOC: Bank of Nova Scotia(a) | 18,450 | 18,450 | ||||||
23,200 | ||||||||
Illinois (10.5%) | ||||||||
Illinois Development Finance Authority, RB, 0.550%, 01/01/29, LOC: Bank of America N.A.(a) | 6,629 | 6,629 | ||||||
Illinois Educational Facilities Authority, ACI/Cultural Pooled Financing, RB, 0.550%, 07/01/29, LOC: Bank of America N.A.(a) | 10,300 | 10,300 | ||||||
Illinois Educational Facilities Authority, Art Institute of Chicago, RB, 0.500%, 03/01/27, LOC: Northern Trust Co.(a) | 14,800 | 14,800 | ||||||
Illinois Educational Facilities Authority, Field Museum Natural History, RB, 0.450%, 11/01/25, LOC: | ||||||||
Northern Trust Co.(a)(b) | 8,300 | 8,300 | ||||||
Illinois Educational Facilities Authority, Museum of Science & Industry Project, RB, 0.530%, 11/01/15, LOC: Northern Trust Co.(a) | 3,300 | 3,300 | ||||||
Illinois Finance Authority, Art Institute of Chicago, Ser B-2, RB, 0.500%, 09/01/38, LOC: Northern Trust Co.(a) | 3,000 | 3,000 | ||||||
Illinois Finance Authority, Elmhurst College, RB, 0.550%, 02/01/42, LOC: | ||||||||
Bank of America N.A.(a) | 5,000 | 5,000 | ||||||
Illinois Finance Authority, Elmhurst Memorial Healthcare, Ser B, RB, 0.500%, 01/01/48, LOC: | ||||||||
JPMorgan Chase Bank(a) | 18,750 | 18,750 | ||||||
Illinois Finance Authority, Northwestern University, Subser B, RB, 0.580%, 12/01/34(a) | 5,500 | 5,500 | ||||||
Illinois Finance Authority, RB, 0.550%, 05/18/09, LOC: JPMorgan Chase Bank | 36,000 | 36,000 | ||||||
Illinois Finance Authority, Resurrection Health, Ser C, RB, 0.450%, 05/15/35, LOC: LaSalle Bank N.A.(a) | 32,560 | 32,560 | ||||||
Illinois Finance Authority, Ser B, RB, 0.330%, 05/15/35, LOC: JPMorgan Chase Bank(a) | 54,080 | 54,079 | ||||||
Illinois Finance Authority, University of Chicago Medical Center, Ser A-1, RB, 0.450%, 08/15/26, LOC: Wells Fargo Bank N.A.(a) | 4,500 | 4,500 | ||||||
202,718 | ||||||||
150
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Indiana (3.0%) | ||||||||
Crawfordville IDR, National Service Industrial, Inc. Project, RB, 0.570%, 06/01/21, LOC: Wachovia Bank N.A.(a)(b) | 4,000 | 4,000 | ||||||
Indiana Development Finance Authority, Indianapolis Museum of Art, RB, 0.500%, 02/01/37, LOC: JPMorgan Chase Bank(a) | 20,300 | 20,300 | ||||||
Indiana Health Facility Financing Authority, Ascension, Ser E6, RB, 0.600%, 11/15/39(a) | 19,000 | 19,000 | ||||||
Indiana Transportation Finance Authority, Airport Facilities Lease, Ser A, RB, 6.000%, 11/01/09, AMBAC | 3,805 | 3,920 | ||||||
Marion Economic Development, Wesleyan University Project, RB, 0.550%, 06/01/36, LOC: | ||||||||
Bank of America N.A.(a) | 10,000 | 10,000 | ||||||
57,220 | ||||||||
Iowa (0.5%) | ||||||||
Iowa Financing Authority, Diocese of Sioux City Project, RB, 0.470%, 03/01/19, LOC: Wells Fargo Bank N.A.(a) | 5,515 | 5,515 | ||||||
Webster County Educational Facilities, St. Edmond Project, RB, 0.470%, 07/01/20, LOC: Wells Fargo Bank N.A.(a) | 4,830 | 4,830 | ||||||
10,345 | ||||||||
Kentucky (1.5%) | ||||||||
Boyle County College, Centre College Project, Ser A, RB, 0.490%, 06/01/37, LOC: | ||||||||
PNC Bank N.A.(a) | 24,000 | 24,000 | ||||||
Simpson County Hospital, The Medical Center at Franklin, Inc., RB, 0.550%, 06/01/36, LOC: Branch Banking & Trust Co.(a) | 4,520 | 4,520 | ||||||
28,520 | ||||||||
Louisiana (0.9%) | ||||||||
East Baton Rouge Parish Industrial Development Board, Inc., RB, 0.550%, 02/01/28, LOC: Bank of America N.A.(a) | 13,600 | 13,600 | ||||||
Louisiana Local Government Environmental Facilities and Community Development, SRL Holdings LLC Project, RB, 0.550%, 02/01/32, LOC: Branch Banking & Trust Co.(a) | 3,680 | 3,680 | ||||||
17,280 | ||||||||
Maryland (3.1%) | ||||||||
Maryland State Economic Development Corp., YMCA of Central Maryland, Inc. Project, RB, 0.550%, 04/01/28, LOC: Branch Banking & Trust Co.(a) | 3,300 | 3,300 | ||||||
Maryland State Health & Higher Education Facilities Authority, Howard County General Hospital, RB, 0.430%, 07/01/46, LOC: PNC Bank N.A.(a) | 8,000 | 8,000 | ||||||
Maryland State Health & Higher Education Facilities Authority, Johns Hopkins Health System, Ser A, RB, 0.430%, 05/15/27, LOC: | ||||||||
PNC Bank N.A.(a) | 5,000 | 5,000 | ||||||
Maryland State Health & Higher Education Facilities Authority, Mercy Medical Center, RB, 0.350%, 07/01/34, LOC: Bank of America N.A.(a) | 20,000 | 20,000 | ||||||
Maryland State Health & Higher Education Facilities Authority, Severn School, Inc., RB, 0.490%, 07/01/36, LOC: PNC Bank N.A.(a) | 7,500 | 7,500 |
151
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Maryland—continued | ||||||||
Maryland State Health & Higher Education Facilities Authority, Upper Chesapeake Hospital, Ser B, RB, 0.470%, 01/01/43, LOC: Branch Banking & Trust Co.(a) | 6,055 | 6,055 | ||||||
Montgomery County Economic Development, American Gastroenterological Association, RB, 0.570%, 03/01/32, LOC: Wachovia Bank N.A.(a) | 2,410 | 2,410 | ||||||
Montgomery County Housing Opportunities Commission Housing, Ser A, RB, 2.000%, 01/01/10, County Guaranteed FHA | 7,000 | 7,050 | ||||||
59,315 | ||||||||
Massachusetts (3.0%) | ||||||||
Massachusetts Bay Transportation Authority Sales Tax, Ser A, RB, 2.000%, 07/01/30(a) | 9,000 | 9,104 | ||||||
Massachusetts School Building Authority, RB, 0.400%, 04/15/09, LOC: Bank of Nova Scotia | 13,385 | 13,385 | ||||||
Massachusetts School Building Authority, RB, 0.500%, 06/02/09 | 25,315 | 25,315 | ||||||
Massachusetts State Health & Educational Facilities Authority, Capital Asset Program, Ser M-2, RB, 0.450%, 07/01/31, LOC: Fleet National Bank(a) | 8,000 | 8,000 | ||||||
Massachusetts State Industrial Finance Agency, Automatic Data Processing, Inc., RB, 1.050%, 12/01/19(a) | 1,000 | 1,000 | ||||||
56,804 | ||||||||
Michigan (2.7%) | ||||||||
Board of Trustees of Michigan State University, RB, 0.400%, 04/02/09 | 12,500 | 12,500 | ||||||
Michigan State Hospital Finance Authority, Ascension Health Credit, Ser A, RB, 6.250%, 11/15/15, Prerefunded 11/15/09 @ 101, MBIA | 20,000 | 20,759 | ||||||
Michigan State Hospital Finance Authority, Ascension Health Credit, Ser A, RB, 6.125%, 11/15/23, Prerefunded 11/15/09 @ 101, MBIA | 17,850 | 18,421 | ||||||
51,680 | ||||||||
Minnesota (1.9%) | ||||||||
Minnesota State Higher Education Facilities Authority, William Mitchell, Ser 5-S, RB, 0.470%, 10/01/33, LOC: U.S. Bank N.A.(a) | 10,140 | 10,140 | ||||||
Robbinsdale, North Memorial, Ser A-3, RB, 0.420%, 05/01/33, LOC: | ||||||||
Wells Fargo Bank N.A.(a) | 9,500 | 9,500 | ||||||
Rochester Health Care Facilities, Mayo Clinic, Ser D, RB, 0.700%, 11/15/38(a) | 7,800 | 7,800 | ||||||
Rochester Health Care Facilities, RB, 0.600%, 08/04/09 | 10,000 | 10,000 | ||||||
37,440 | ||||||||
Mississippi (0.7%) | ||||||||
Mississippi Business Finance Corp., Horn Island Realty LLC, RB, 0.570%, 04/01/29, LOC: Wachovia Bank N.A.(a) | 7,410 | 7,410 | ||||||
Newton IDR, La-Z-Boy Chair Co. Project, RB, 0.620%, 06/01/09, Wachovia Bank & Trust(a)(b) | 5,350 | 5,350 | ||||||
12,760 | ||||||||
Missouri (2.5%) | ||||||||
Kansas City, Streetlight Project, Ser A, GO, 5.750%, 02/01/14, Prerefunded 02/01/10 @ 101 | 4,315 | 4,543 |
152
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Missouri—continued | ||||||||
Missouri Development Finance Authority, RB, 0.550%, 04/21/09, LOC: | ||||||||
U.S. Bank N.A. | 23,000 | 23,000 | ||||||
Missouri Development Finance Authority, RB, 0.550%, 04/21/09, LOC: | ||||||||
U.S. Bank N.A. | 20,280 | 20,280 | ||||||
47,823 | ||||||||
Nebraska (0.3%) | ||||||||
Madison County Hospital Authority No. 001, Faith Regional Health Services, Ser B, RB, 0.520%, 07/01/33, LOC: U.S. Bank N.A.(a) | 5,000 | 5,000 | ||||||
New York (0.8%) | ||||||||
New York City Transitional Finance Authority, Ser A, 6.000%, 08/15/17, Prerefunded 08/15/09 @ 101 | 8,915 | 9,146 | ||||||
New York, Ser J, GO, 5.125%, 05/15/29, Prerefunded 05/15/09 @ 101, MBIA | 5,665 | 5,745 | ||||||
14,891 | ||||||||
North Carolina (6.7%) | ||||||||
Board of Governors, University of North Carolina, RB, 0.350%, 07/14/09 | 20,000 | 20,000 | ||||||
Charlotte Certificates of Participation, Facility Equipment Acquisition Project, Ser B, COP, 5.000%, 03/01/10 | 3,895 | 4,044 | ||||||
Guilford County Industrial Facilities & Pollution Control Financing, YMCA of Greensboro, Inc. Project, RB, 0.550%, 02/01/23, LOC: Branch Banking & Trust Co.(a) | 3,700 | 3,700 | ||||||
Mecklenburg County, Ser A, GO, 2.000%, 02/01/26(a) | 9,000 | 9,053 | ||||||
Moore County Industrial Facilities & Pollution Control Financing Authority, Procedure Farms, Inc. Project, RB, 0.550%, 06/01/10, LOC: | ||||||||
Rabobank Nederland(a) | 5,350 | 5,350 | ||||||
North Carolina Capital Facilities Finance Agency, Aquarium Society Project, RB, 0.550%, 06/01/26, LOC: Bank of America N.A.(a) | 6,635 | 6,635 | ||||||
North Carolina Capital Facilities Finance Agency, Educational Facilities, Countryside Montessori School, RB, 0.570%, 03/01/33, LOC: | ||||||||
Wachovia Bank N.A.(a) | 7,500 | 7,500 | ||||||
North Carolina Capital Facilities Finance Agency, Educational Facilities, High Point University Project, RB, 0.550%, 12/01/29, LOC: Branch Banking & Trust Co.(a) | 6,100 | 6,100 | ||||||
North Carolina Educational Facilities Finance Agency, Davidson College, Ser B, RB, 0.500%, 12/01/20(a) | 4,820 | 4,820 | ||||||
North Carolina Educational Facilities Finance Agency, Gardner-Webb University, RB, 0.500%, 07/01/17, LOC: Wachovia Bank N.A.(a)(b) | 2,600 | 2,600 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, Aston Park Health Care Center Project, RB, 0.570%, 02/01/22, LOC: Wachovia Bank N.A.(a) | 2,900 | 2,900 |
153
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
North Carolina—continued | ||||||||
North Carolina Medical Care Commission, Health Care Facilities, Deerfield Episcopal Retirement Community, Inc., Ser B, RB, 0.550%, 11/01/14, LOC: Branch Banking & Trust Co.(a) | 5,000 | 5,000 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, Friends Homes Project, RB, 0.550%, 09/01/33, LOC: Bank of America N.A.(a) | 6,370 | 6,370 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, Lutheran Services for the Aging Project, RB, 0.470%, 03/01/28, LOC: Branch Banking & Trust Co.(a) | 15,010 | 15,010 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, University Health Systems of Eastern Carolina, Inc., Ser B-2, RB, 0.450%, 12/01/36, LOC: Branch Banking & Trust Co.(a) | 5,000 | 5,000 | ||||||
North Carolina Medical Care Commission, Health Care Facilities, Wake Forest University Health Sciences Corp., Ser B, RB, 0.450%, 07/01/34, LOC: Branch Banking & Trust Co.(a) | 11,730 | 11,730 | ||||||
North Carolina Medical Care Commission, Westcare Health Systems Obligation, Ser A, RB, 0.550%, 09/01/22, LOC: Branch Banking & Trust Co.(a) | 4,190 | 4,190 | ||||||
Wake County, GO, 5.000%, 03/01/10 | 8,500 | 8,846 | ||||||
128,848 | ||||||||
Ohio (1.2%) | ||||||||
Cleveland-Cuyahoga County Port Authority, Carnegie/89th Garage Project, RB, 0.400%, 01/01/37, LOC: JPMorgan Chase Bank(a) | 15,000 | 15,000 | ||||||
Hamilton County Health Care Facilities, Deaconess Long Term Care, Ser A, RB, 0.470%, 05/15/30, LOC: | ||||||||
JPMorgan Chase Bank(a) | 5,985 | 5,985 | ||||||
Ohio State Higher Educational Capital Facilities, Ser A, GO, 5.200%, 02/01/10 | 2,385 | 2,478 | ||||||
23,463 | ||||||||
Oregon (1.5%) | ||||||||
Clackamas County Hospital Facility Authority, Legacy Health System, Ser A, RB, 0.410%, 06/01/37, LOC: | ||||||||
U.S. Bank N.A.(a) | 13,700 | 13,700 | ||||||
Oregon State Facilities Authority, Peacehealth Bellevue WA, Ser C, RB, 0.320%, 05/01/47, LOC: | ||||||||
Wells Fargo Bank N.A.(a) | 10,000 | 10,000 | ||||||
Salem Hospital Facility Authority, Salem Hospital Project, Ser B, RB, 0.300%, 08/15/34, LOC: U.S. Bank N.A.(a) | 6,000 | 6,000 | ||||||
29,700 | ||||||||
Pennsylvania (6.4%) | ||||||||
Adams County Industrial Development Authority, Brethren Home Community Project, RB, 0.550%, 06/01/32, LOC: PNC Bank N.A.(a) | 7,800 | 7,800 | ||||||
Allegheny County Industrial Development Authority Health Care, Vincentian Collaborative, Ser A, RB, 0.490%, 06/01/38, LOC: | ||||||||
PNC Bank N.A.(a) | 4,300 | 4,300 |
154
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pennsylvania—continued | ||||||||
Beaver County Industrial Development Authority Pollution Control, Electric Co. Project, Ser B, RB, AMT, 0.470%, 07/15/21, LOC: Bank of Nova Scotia(a) | 8,500 | 8,500 | ||||||
Doylestown Hospital Authority Revenue, Ser B, RB, 0.490%, 07/01/37, LOC: PNC Bank N.A.(a) | 11,700 | 11,700 | ||||||
Huntingdon County General Authority College, Juniata College Project, Ser A, RB, 0.490%, 05/01/26, LOC: | ||||||||
PNC Bank N.A.(a) | 5,000 | 5,000 | ||||||
Luzerne County, Convention Center Authority, Hotel Room Rent Tax, Ser A, RB, 0.490%, 09/01/28, LOC: PNC Bank N.A.(a) | 2,485 | 2,485 | ||||||
Montgomery County Industrial Development Authority, RB, 0.570%, 07/08/09 | 19,000 | 19,000 | ||||||
Montgomery County Industrial Development Authority, RB, 0.600%, 08/05/09 | 12,100 | 12,100 | ||||||
Philadelphia School District, Subser D-1, GO, 0.490%, 09/01/21, LOC: State Aid Withholding(a) | 13,000 | 13,000 | ||||||
Philadelphia School District, Subser D-2, GO, 0.490%, 09/01/11, LOC: State Aid Withholding(a) | 4,550 | 4,550 | ||||||
Southeastern Transportation Authority, RB, 0.490%, 03/01/22, LOC: PNC Bank N.A.(a) | 25,900 | 25,900 | ||||||
Washington County Hospital Authority, Hospital Project, Ser B, RB, 0.490%, 07/01/37, LOC: Wachovia Bank N.A.(a) | 9,500 | 9,500 | ||||||
123,835 | ||||||||
South Carolina (3.8%) | ||||||||
Beaufort County School District, BAN, GO, 1.650%, 04/10/09, SCSDE | 21,465 | 21,465 | ||||||
Greer Combined Utility System Revenue, Ser A 30, RB, 0.550%, 09/01/32, AMBAC(a)(b) | 19,475 | 19,475 | ||||||
South Carolina Educational Facilities Authority for Private Nonprofit Institutions, Claflin University, RB, 0.550%, 10/01/33, LOC: Bank of America N.A.(a) | 4,740 | 4,740 | ||||||
South Carolina Educational Facilities Authority, Charleston Southern University Project, RB, 0.550%, 04/01/28, LOC: | ||||||||
Bank of America N.A.(a) | 5,160 | 5,160 | ||||||
South Carolina Jobs-Economic Development Authority, Hammond School Project, RB, 0.470%, 06/01/30, LOC: | ||||||||
Wells Fargo Bank N.A.(a) | 3,860 | 3,860 | ||||||
South Carolina Jobs-Economic Development Authority, USC Development Foundation Project, RB, 0.550%, 12/01/10, LOC: Branch Banking & Trust Co.(a) | 6,000 | 6,000 | ||||||
South Carolina Jobs-Economic Development Authority, YMCA of Beaufort County Project, RB, 0.550%, 12/01/24, LOC: Branch Banking & Trust Co.(a) | 3,015 | 3,015 | ||||||
South Carolina Jobs-Economic Development Hospital Authority, Tuomey Regional Medical Center, RB, 0.500%, 11/01/25, LOC: Wachovia Bank N.A.(a) | 6,440 | 6,440 |
155
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
South Carolina—continued | ||||||||
University of South Carolina Development Foundation, RB, 0.550%, 12/01/10, LOC: Branch Banking & Trust Co.(a) | 3,970 | 3,970 | ||||||
74,125 | ||||||||
Tennessee (4.3%) | ||||||||
Blount County Public Building Authority, Local Government Public Improvement, Ser E-5-A, RB, 0.470%, 06/01/30, LOC: Branch Banking & Trust Co.(a) | 8,000 | 8,000 | ||||||
Blount County Public Building Authority, Local Government Public Improvement, Ser E-5-B, RB, 0.470%, 06/01/42, LOC: Branch Banking & Trust Co.(a) | 9,470 | 9,470 | ||||||
Bristol Health & Educational Facilities Board, King College Project, RB, 0.550%, 05/01/21, LOC: | ||||||||
Bank of America N.A.(a) | 7,400 | 7,400 | ||||||
Chattanooga Industrial Development Board, Tennessee Aquarium Project, RB, 0.550%, 04/01/24, LOC: Bank of America N.A.(a) | 4,950 | 4,950 | ||||||
Clarksville Public Building Authority, RB, 0.550%, 10/01/25, LOC: Bank of America N.A.(a) | 11,955 | 11,955 | ||||||
Dayton Industrial Development Board, IDR, La-Z-Boy Chair Co. Project, RB, 0.620%, 06/01/11, LOC: Wachovia Bank N.A.(a)(b) | 4,350 | 4,350 | ||||||
Knox County Health Educational & Housing Facilities Board, Baptist Hospital System Project, RB, 0.550%, 04/01/27, LOC: LaSalle Bank N.A.(a) | 12,700 | 12,700 | ||||||
Montgomery County Public Building Authority Pooled Financing Government Obligation, RB, 0.550%, 03/01/25, LOC: Bank of America N.A.(a) | 2,600 | 2,600 | ||||||
Sumner County, School Capital Outlay Notes, 4.000%, 06/01/09 | 5,600 | 5,633 | ||||||
Vanderbilt University Medical Center, RB, 0.390%, 04/02/09 | 16,575 | 16,575 | ||||||
83,633 | ||||||||
Texas (5.7%) | ||||||||
Alamo Heights Higher Educational Facilities Corp., Higher Educational, University Incarnate, Ser A, RB, 0.550%, 04/01/19, LOC: JPMorgan Chase Bank(a) | 10,065 | 10,065 | ||||||
Brazos Harbor Industrial Development Corp., Port Facilities, American Rice, Inc. Project, Ser A, RB, 0.500%, 12/01/25, LOC: HSBC Bank USA N.A.(a) | 13,300 | 13,300 | ||||||
Harris County Cultural Educational Facilities Finance Corp. Special Facilities, Texas Medical Center, Subser B-1, RB, 0.400%, 09/01/31, LOC: | ||||||||
JPMorgan Chase Bank(a) | 17,000 | 17,000 | ||||||
Harris County Health Facilities Development Corp. Hospital, Baylor College Medicine, Ser B, 0.450%, 11/15/47, LOC: | ||||||||
Northern Trust Co.(a) | 5,000 | 5,000 | ||||||
Houston, Tax & Revenue Anticipation Notes, GO, 3.000%, 06/30/09 | 15,000 | 15,045 | ||||||
San Antonio Educational Facilities Corp., University of the Incarnate Word Project, RB, 0.450%, 12/01/27, LOC: JPMorgan Chase Bank(a) | 9,750 | 9,750 |
156
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Texas—continued | ||||||||
Texas A & M University, RB, 0.350%, 06/03/09 | 20,000 | 20,000 | ||||||
Texas State, Public Financing Authority, Ser A, GO, 5.000%, 10/01/09 | 5,000 | 5,112 | ||||||
Texas State, Tax & Revenue Anticipation Notes, 3.000%, 08/28/09 | 15,000 | 15,083 | ||||||
110,355 | ||||||||
Utah (0.8%) | ||||||||
Emery County Pollution Control, PacifiCorp, RB, 0.540%, 11/01/24, LOC: | ||||||||
Wells Fargo Bank N.A.(a) | 5,000 | 5,000 | ||||||
Jordanelle Special Service District Special Assessment, Tuhaye Project, RB, 0.470%, 09/01/25, LOC: Wells Fargo Bank N.A.(a) | 4,162 | 4,162 | ||||||
West Valley City, IDR, Johnson Matthey, Inc. Project, RB, 0.550%, 12/01/11, LOC: | ||||||||
HSBC Bank USA N.A.(a) | 6,700 | 6,700 | ||||||
15,862 | ||||||||
Vermont (0.3%) | ||||||||
Vermont Educational & Health Buildings Financing Agency, North Country Hospital and Health Center, Inc., Ser A, RB, 0.400%, 10/01/34, LOC: | ||||||||
TD Banknorth N.A.(a) | 5,235 | 5,235 | ||||||
Virginia (7.4%) | ||||||||
Albemarle County Economic Development Authority Hospital, Martha Jefferson Hospital, Ser A, RB, 0.500%, 10/01/48, LOC: Branch Banking & Trust Co.(a) | 6,000 | 6,000 | ||||||
Chesapeake Bay Bridge & Tunnel District, Ser A, RB, 0.500%, 05/28/21, LOC: Branch Banking & Trust Co.(a) | 8,700 | 8,700 | ||||||
Fairfax County Industrial Development Authority, Ser 2008A-2, RB, 1.600%, 05/15/35, LIQ FAC: Inova Health System(a) | 20,130 | 20,130 | ||||||
Fairfax County Industrial Development Authority, Ser 2008B-2, RB, 1.600%, 05/15/26, LIQ FAC: Inova Health System(a) | 12,955 | 12,955 | ||||||
Henrico County Economic Development Authority, Residential Care Facility, Westminster Canterbury, Ser B, RB, 0.550%, 10/01/35, LOC: Branch Banking & Trust Co.(a) | 7,970 | 7,970 | ||||||
JPMorgan Chase Putters/ Drivers Trust Various States, Ser 3303, GO, 0.470%, 10/01/16, LOC: | ||||||||
St Aid Withholding(a)(b) | 3,320 | 3,320 | ||||||
Norfolk Economic Development Authority, Bon Secours Health Systems, Inc., Ser D-2, RB, 0.500%, 11/01/25, LOC: Bank of America N.A.(a) | 4,700 | 4,700 | ||||||
Norfolk Economic Development Authority, Hospital Facilities, Sentara Healthcare, Ser B, RB, 0.700%, 11/01/34(a) | 19,000 | 19,000 | ||||||
Rockingham County Industrial Development Authority, Sunnyside Presbyterian Project, RB, 0.550%, 12/01/33, LOC: Branch Banking & Trust Co.(a) | 11,880 | 11,880 | ||||||
University of Virginia, RB, 0.400%, 06/10/09 | 10,000 | 10,000 | ||||||
University of Virginia, RB, 0.400%, 06/17/09 | 10,000 | 10,000 | ||||||
Virginia Biotechnology Research Park Authority, United Network of Organ Sharing Project, RB, 0.500%, 04/01/27, LOC: | ||||||||
Wachovia Bank N.A.(a) | 8,050 | 8,050 |
157
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Virginia Commonwealth University Health System Authority, Ser A, RB, 0.330%, 07/01/37, LOC: Branch Banking & Trust Co.(a) | 8,500 | 8,500 | ||||||
Virginia Commonwealth University Health System Authority, Ser B, RB, 0.350%, 07/01/37, LOC: Branch Banking & Trust Co.(a) | 10,500 | 10,500 | ||||||
141,705 | ||||||||
Washington (3.0%) | ||||||||
Bremerton, Kitsap Regional Conference, RB, 0.570%, 12/01/28, LOC: Bank of America N.A.(a) | 5,005 | 5,005 | ||||||
Snohomish County Housing Authority, Autumn Chase Apartments Project, RB, 0.550%, 07/01/36, LOC: | ||||||||
Bank of America N.A.(a) | 4,605 | 4,605 | ||||||
Washington Public Power Supply System, Nuclear Power Project No. 1, Ser 1A-1, RB, 0.620%, 07/01/17, LOC: Bank of America N.A.(a) | 2,955 | 2,955 | ||||||
Washington Public Power Supply System, Nuclear Power Project No. 1, Ser 1A-3, RB, 0.450%, 07/01/17, LOC: Morgan Guaranty Trust(a) | 7,890 | 7,890 | ||||||
Washington State Higher Educational Facilities Authority, Seattle Pacific University, RB, 0.450%, 10/01/30, LOC: | ||||||||
U.S. Bank N.A.(a) | 18,835 | 18,835 | ||||||
Washington State Housing Finance Commission, Nonprofit Housing, Rockwood Retirement Program, RB, 0.650%, 01/01/30, LOC: | ||||||||
Wells Fargo Bank N.A.(a) | 13,775 | 13,775 | ||||||
Washington State Housing Finance Commission, Nonprofit, Evergreen School Project, RB, 0.470%, 07/01/28, LOC: Wells Fargo Bank N.A.(a) | 4,670 | 4,670 | ||||||
57,735 | ||||||||
West Virginia (0.3%) | ||||||||
West Virginia Economic Development Authority Pollution Control, Ohio Power Co., Ser B, RB, 0.450%, 07/01/14, LOC: | ||||||||
Royal Bank of Scotland(a) | 6,665 | 6,665 | ||||||
Wisconsin (6.5%) | ||||||||
Wisconsin State Health & Educational Facilities Authority, Gundersen Lutheran Medical Center, Inc., Ser B, RB, 0.420%, 05/01/33, LOC: Wells Fargo Bank N.A.(a) | 23,900 | 23,900 | ||||||
Wisconsin State Health & Educational Facilities Authority, RB, 0.700%, 04/08/09 | 20,000 | 20,000 | ||||||
Wisconsin State Health & Educational Facilities Authority, RB, 1.000%, 05/19/09, LOC: JPMorgan Chase Bank | 34,500 | 34,500 | ||||||
Wisconsin State Health & Educational Facilities Authority, RB, 0.550%, 07/09/09, LOC: U.S. Bank N.A. | 20,000 | 20,000 | ||||||
Wisconsin State Health & Educational Facilities Authority, RB, 0.500%, 06/01/37, LOC: JPMorgan Chase Bank(a) | 14,000 | 14,000 | ||||||
Wisconsin State Health & Educational Facilities Authority, Ser B, RB, 0.550%, 05/18/09 | 10,450 | 10,450 |
158
RIDGEWORTH FUNDS March 31, 2008 (Amounts in thousands, except Shares)
Tax-Exempt Money Market Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Wisconsin—continued | ||||||||
Wisconsin State Health & Educational Facilities Authority, Wheaton Franciscan Services, Ser B, RB, 0.410%, 08/15/33, LOC: U.S. Bank N.A.(a) | 2,350 | 2,350 | ||||||
125,200 | ||||||||
Total Municipal Bonds | 1,881,622 | |||||||
Money Market Funds (1.5%) | ||||||||
Dreyfus Tax-Exempt Cash Management Fund | 25,888,399 | 25,888 | ||||||
Goldman Sachs Financial Square Tax Free Money Market Fund | 3,869,628 | 3,870 | ||||||
Total Money Market Funds | 29,758 | |||||||
Total Investments (Cost $1,911,380)(c) — 99.2% | 1,911,380 | |||||||
Other assets in excess of liabilities — 0.8% | 16,156 | |||||||
Net Assets — 100.0% | $ | 1,927,536 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 3.2% of net assets as of March 31, 2009. |
(c) | Aggregate cost for federal income tax and financial reporting purposes is the same. |
AMBAC | Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | Alternative Minimum Tax Paper | |
BAN | Bond Anticipation Note | |
COP | Certificate of Participation | |
FHA | Security guaranteed by Federal Housing Administration | |
FSA | Security guaranteed by Financial Security Assurance | |
GO | General Obligation | |
IDR | Industrial Development Revenue | |
LIQ FAC | Liquid Facilities | |
LOC | Letter of Credit | |
MBIA | Security guaranteed by Municipal Bond Insurance Association | |
RB | Revenue Bond | |
SCSDE | Security guaranteed by South Carolina School Discount Enhancement |
159
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Government Agencies (63.9%) | ||||||||
Fannie Mae (20.7%) | ||||||||
0.250%, 04/01/09(a) | 20,205 | 20,205 | ||||||
0.270%, 04/08/09(a) | 17,500 | 17,499 | ||||||
1.410%, 05/13/09(a) | 25,000 | 24,959 | ||||||
0.381%, 05/20/09(a) | 17,500 | 17,491 | ||||||
0.380%, 05/27/09(a) | 10,000 | 9,994 | ||||||
1.817%, 05/28/09(a) | 26,000 | 25,926 | ||||||
0.320%, 06/08/09(a) | 23,000 | 22,986 | ||||||
0.321%, 06/10/09(a) | 10,000 | 9,994 | ||||||
1.770%, 07/01/09(a) | 25,000 | 24,889 | ||||||
0.501%, 07/22/09(a) | 15,000 | 14,977 | ||||||
0.501%, 09/09/09(a) | 37,500 | 37,420 | ||||||
0.441%, 09/16/09(a) | 12,500 | 12,474 | ||||||
1.171%, 02/08/10(b) | 5,000 | 5,004 | ||||||
1.244%, 07/13/10(b) | 10,000 | 9,992 | ||||||
253,810 | ||||||||
Federal Farm Credit Bank (0.7%) | ||||||||
0.473%, 07/28/09(b) | 8,000 | 8,000 | ||||||
Federal Home Loan Bank (23.2%) | ||||||||
0.325%, 04/01/09(a) | 25,000 | 25,000 | ||||||
0.345%, 04/06/09(a) | 13,750 | 13,749 | ||||||
1.842%, 05/04/09(a) | 10,000 | 9,983 | ||||||
0.390%, 05/06/09(a) | 15,000 | 14,994 | ||||||
2.480%, 05/07/09 | 5,800 | 5,799 | ||||||
1.816%, 05/15/09(a) | 27,740 | 27,713 | ||||||
0.380%, 05/18/09(a) | 25,000 | 24,988 | ||||||
0.360%, 06/01/09(a) | 25,000 | 24,985 | ||||||
0.330%, 06/02/09(a) | 15,000 | 14,992 | ||||||
2.650%, 06/04/09 | 5,825 | 5,824 | ||||||
3.000%, 06/24/09 | 5,800 | 5,800 | ||||||
3.000%, 06/30/09 | 5,800 | 5,799 | ||||||
0.451%, 07/01/09(a) | 10,000 | 9,989 | ||||||
1.194%, 01/11/10(b) | 10,000 | 10,006 | ||||||
0.506%, 01/19/10(b) | 13,000 | 12,976 | ||||||
1.171%, 02/10/10(b) | 26,200 | 26,198 | ||||||
1.050%, 02/23/10 | 4,000 | 3,996 | ||||||
0.890%, 03/11/10(b) | 12,500 | 12,500 | ||||||
0.957%, 03/23/10(b) | 12,000 | 12,000 | ||||||
1.116%, 03/26/10(b) | 16,000 | 16,019 | ||||||
283,310 | ||||||||
Freddie Mac (19.3%) | ||||||||
2.550%, 04/21/09 | 14,870 | 14,870 | ||||||
1.176%, 04/22/09(a) | 45,000 | 44,981 | ||||||
0.300%, 05/06/09(a) | 35,000 | 34,990 | ||||||
0.340%, 06/15/09(a) | 10,000 | 9,993 | ||||||
0.401%, 07/06/09(a) | 25,000 | 24,973 | ||||||
0.310%, 07/28/09(a) | 12,000 | 11,988 | ||||||
0.341%, 08/17/09(a) | 8,000 | 7,990 | ||||||
0.320%, 08/24/09(a) | 8,000 | 7,990 | ||||||
0.431%, 09/15/09(a) | 10,000 | 9,980 | ||||||
0.441%, 09/28/09(a) | 23,500 | 23,448 | ||||||
1.085%, 02/04/10(b) | 15,000 | 15,000 | ||||||
1.050%, 02/05/10, Callable 05/05/09 @ 100 | 15,000 | 15,000 | ||||||
1.000%, 02/11/10, Callable 08/11/09 @ 100 | 7,500 | 7,500 | ||||||
1.250%, 03/09/10, Callable 05/12/09 @ 100 | 7,500 | 7,500 | ||||||
236,203 | ||||||||
Total U.S. Government Agencies | 781,323 | |||||||
Repurchase Agreements (20.0%) | ||||||||
Bank of America Securities, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $48,274 (collateralized by U.S. Government Agencies; DN-5.750%, due 09/15/10-01/15/30; total market value $49,240) | 48,274 | 48,274 | ||||||
BNP Paribas, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $81,027 (collateralized by U.S. Government Agencies; 3.750%-6.000%, due 04/28/10-09/10/27; total market value $82,648) | 81,027 | 81,027 | ||||||
Deutsche Bank, 0.190%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $12,174 (collateralized by FNMA; 5.080%, due 05/14/10; total market value $12,418) | 12,174 | 12,174 | ||||||
HSBC Securities, Inc., 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $93,303 (collateralized by FHLMC; DN, due 01/04/10; total market value $95,173) | 93,303 | 93,303 |
160
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Repurchase Agreements—continued | ||||||||
UBS Warburg LLC, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $9,807 (collateralized by FHLMC; 2.500%, due 01/07/14; total market value $10,004) | 9,807 | 9,807 | ||||||
Total Repurchase Agreements | 244,585 | |||||||
Money Market Funds (16.1%) | ||||||||
Dreyfus Government Cash Money Market Fund | 47,500,000 | 47,500 | ||||||
Federated Government Obligations Money Market Fund | 60,000,000 | 60,000 | ||||||
Federated Government Obligations Tax-Managed Fund | 60,000,000 | 60,000 | ||||||
Goldman Sachs Financial Square Funds — Government Fund | 30,000,000 | 30,000 | ||||||
Total Money Market Funds | 197,500 | |||||||
Total Investments (Cost $1,223,408)(c) — 100.0% | 1,223,408 | |||||||
Other assets in excess of liabilities — 0.0% | 64 | |||||||
Net Assets — 100.0% | $ | 1,223,472 | ||||||
(a) | Rate represents the effective yield at purchase. | |
(b) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. |
(c) | Aggregate cost for federal income tax and financial reporting purposes is the same. |
DN | Discount Note | |
FHLMC | Federal Home Loan Mortgage Corporation | |
FNMA | Federal National Mortgage Association |
161
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Obligations (47.9%) | ||||||||
U.S. Treasury Bills(a) (44.5%) | ||||||||
0.501%, 04/23/09 | 40,400 | 40,388 | ||||||
0.898%, 04/29/09 | 49,000 | 48,967 | ||||||
0.803%, 05/07/09 | 40,000 | 39,967 | ||||||
0.823%, 05/14/09 | 50,000 | 49,951 | ||||||
0.873%, 05/15/09 | 75,000 | 74,942 | ||||||
2.135%, 06/04/09 | 28,000 | 27,885 | ||||||
0.230%, 06/18/09 | 28,000 | 27,986 | ||||||
0.431%, 06/24/09 | 25,000 | 24,975 | ||||||
0.165%, 06/25/09 | 15,000 | 14,994 | ||||||
0.220%, 07/02/09 | 62,500 | 62,463 | ||||||
0.225%, 07/09/09 | 28,000 | 27,983 | ||||||
0.210%, 07/23/09 | 28,000 | 27,982 | ||||||
0.325%, 07/30/09 | 67,500 | 67,436 | ||||||
0.416%, 08/06/09 | 58,000 | 57,943 | ||||||
0.431%, 08/13/09 | 25,000 | 24,960 | ||||||
0.396%, 09/15/09 | 33,200 | 33,140 | ||||||
0.617%, 11/19/09 | 16,000 | 15,937 | ||||||
667,899 | ||||||||
U.S. Treasury Notes (3.4%) | ||||||||
4.875%, 06/30/09 | 25,000 | 25,280 | ||||||
4.625%, 07/31/09 | 25,000 | 25,352 | ||||||
50,632 | ||||||||
Total U.S. Treasury Obligations | 718,531 | |||||||
Repurchase Agreements (42.5%) | ||||||||
Bank of America Securities, 0.100%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $114,566 (collateralized by U.S. Treasury Note; 1.500%, due 10/31/10; total market value $116,856) | 114,565 | 114,565 | ||||||
BNP Paribas, 0.100%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $127,055 (collateralized by U.S. Treasury Obligations; 1.250%-8.125%, due 08/15/09-05/15/30; total market value $129,596) | 127,054 | 127,054 | ||||||
Deutsche Bank AG, 0.140%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $13,105 (collateralized by U.S. Treasury Note; 4.000%, due 08/15/18; total market value $13,367) | 13,105 | 13,105 | ||||||
Dresdner Bank AG, 0.190%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $85,288 (collateralized by U.S. Treasury Obligations; 2.375%-11.750%, due 11/15/14-05/15/16; total market value $86,995) | 85,288 | 85,288 | ||||||
Greenwich Capital Markets, Inc., 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $65,719 (collateralized by U.S. Treasury Note; 4.750%, due 02/15/10; total market value $67,034) | 65,718 | 65,718 | ||||||
HSBC Securities, Inc., 0.130%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $176,802 (collateralized by U.S. Treasury Obligations; 2.125%-3.500%, due 01/31/10-02/15/39; total market value $180,341) | 176,801 | 176,801 | ||||||
JPMorgan Chase & Co., 0.120%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $45,000 (collateralized by U.S. Treasury Notes; 3.125%-4.000%, due 09/30/09-11/30/09; total market value $45,901) | 45,000 | 45,000 |
162
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Repurchase Agreements—continued | ||||||||
UBS Warburg LLC, 0.120%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $9,854 (collateralized by U.S. Treasury Bond; 6.125%, due 11/15/27; total market value $10,051) | 9,854 | 9,854 | ||||||
Total Repurchase Agreements | 637,385 | |||||||
Money Market Funds (9.6%) | ||||||||
Federated Treasury Obligations Fund | 72,315,016 | 72,315 | ||||||
Goldman Sachs Financial Square Funds — Treasury Obligations Fund | 72,500,000 | 72,500 | ||||||
Total Money Market Funds | 144,815 | |||||||
Total Investments (Cost $1,500,731)(b) — 100.0% | 1,500,731 | |||||||
Liabilities in excess of other assets — 0.0% | (47 | ) | ||||||
Net Assets — 100.0% | $ | 1,500,684 | ||||||
(a) | Rate represents the effective yield at purchase. | |
(b) | Aggregate cost for federal income tax and financial reporting purposes is the same. |
163
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (95.2%) | ||||||||
Virginia (95.2%) | ||||||||
Alexandria Industrial Development Authority, Educational Facilities, Alexandria County Day School Project, RB, 0.490%, 06/01/25, LOC: | ||||||||
PNC Bank N.A.(a) | 3,800 | 3,800 | ||||||
Alexandria Industrial Development Authority, Pooled Loan Program, Ser A, RB, 0.550%, 07/01/26, LOC: | ||||||||
Bank of America N.A.(a) | 2,710 | 2,710 | ||||||
Arlington County, Ballston Public Parking Project, RB, 0.430%, 08/01/17, LOC: | ||||||||
Citibank N.A.(a) | 6,000 | 6,000 | ||||||
Charlottesville Industrial Development Authority, Seminole, Ser A, RB, 0.470%, 12/01/13, Callable 05/08/09 @ 100, LOC: Branch Banking & Trust Co.(a) | 3,085 | 3,085 | ||||||
Chesterfield County Health Center Commission, Residential Care Facilities, Lucy Corr Village, Ser B, RB, 0.550%, 12/01/12, LOC: Branch Banking & Trust Co.(a) | 3,100 | 3,100 | ||||||
Clarke County Industrial Development Authority, Educational Facilities, Powhatan School District Project, RB, 0.550%, 09/01/22, LOC: Branch Banking & Trust Co.(a) | 1,310 | 1,310 | ||||||
Fairfax County Economic Development Authority, Flint Hill School Project, RB, 0.550%, 09/01/21, LOC: First Union National Bank(a)(b) | 4,035 | 4,035 | ||||||
Fairfax County Economic Development Authority, Greenspring Village, Inc., Ser A, RB, 7.500%, 10/01/29, Prerefunded 10/01/09 @ 102 | 3,150 | 3,290 | ||||||
Fairfax County Economic Development Authority, Public Broadcasting Services Project, RB, 0.500%, 07/01/40, LOC: | ||||||||
Bank of America N.A.(a) | 19,500 | 19,500 | ||||||
Fairfax County Industrial Development Authority, Fairfax Hospital, Ser D, RB, 0.550%, 10/01/25, LIQ FAC: Inova Health System(a) | 2,900 | 2,900 | ||||||
Fairfax County Industrial Development Authority, Ser 2008B-2, RB, 1.600%, 05/15/26, LIQ FAC: Inova Health System(a) | 2,000 | 2,000 | ||||||
Fairfax County Industrial Development Authority, Ser 2008C-4, RB, 1.600%, 04/15/35, LIQ FAC: Inova Health System(a) | 5,000 | 5,000 | ||||||
Fairfax County Water Authority, Municipal Trade Receipts Project, Ser SGB-40A, RB, 0.590%, 04/01/30, LOC: | ||||||||
Societe Generale(a)(b) | 7,850 | 7,850 | ||||||
Fairfax County, Ser A, GO, 4.500%, 04/01/09 | 11,730 | 11,730 | ||||||
Fairfax County, Ser A, GO, 5.000%, 10/01/09 | 4,630 | 4,708 | ||||||
Fairfax County, Ser B, GO, 5.000%, 10/01/09 | 4,680 | 4,759 | ||||||
Fauquier County Industrial Development Authority, Wakefield School, Inc., RB, 0.440%, 04/01/38, LOC: | ||||||||
PNC Bank N.A.(a) | 9,000 | 9,000 | ||||||
Greene County Industrial Development Authority, Blue Ridge School Project, RB, 0.550%, 06/01/26, LOC: Branch Banking & Trust Co.(a) | 5,260 | 5,260 | ||||||
Hampton Redevelopment & Housing Authority, Multifamily Housing, Shoreline Apartments Project, RB, 0.550%, 12/01/19, FHLMC(a) | 2,080 | 2,080 |
164
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Hanover County Economic Development Authority, Bon Secours-Maria Manor Nursing Care Center, Inc., Ser D-2, RB, 0.400%, 11/01/25, LOC: | ||||||||
U.S. Bank N.A.(a) | 6,900 | 6,900 | ||||||
Hanover County Industrial Development Authority, Residential Care Facility, Covenant Woods Project, RB, 0.550%, 07/01/29, LOC: Branch Banking & Trust Co.(a)(b) | 15,700 | 15,700 | ||||||
Harrisonburg Redevelopment & Housing Authority, Multifamily Housing, Stoney Ridge/Dale Forest, RB, 0.250%, 08/01/32, FHLMC(a) | 5,810 | 5,810 | ||||||
Henrico County Economic Development Authority, Residential Care Facility, Westminster Canterbury, RB, 0.550%, 10/01/37, LOC: Branch Banking & Trust Co.(a) | 8,400 | 8,400 | ||||||
Henrico County Economic Development Authority, Residential Care Facility, Westminster Canterbury, Ser B, RB, 0.550%, 10/01/35, LOC: Branch Banking & Trust Co.(a) | 7,000 | 7,000 | ||||||
Henrico County Economic Development Authority, Steward School Project, RB, 0.550%, 07/01/33, LOC: Branch Banking & Trust Co.(a) | 2,400 | 2,400 | ||||||
Loudoun County Industrial Development Authority, Day School, Inc., RB, 0.440%, 03/01/38, LOC: | ||||||||
PNC Bank N.A.(a) | 15,985 | 15,985 | ||||||
Loudoun County Industrial Development Authority, Howard Hughes Medical Institute Project, Ser A, RB, 0.290%, 02/15/38(a) | 13,040 | 13,040 | ||||||
Loudoun County Industrial Development Authority, Howard Hughes Medical Institute Project, Ser B, RB, 0.290%, 02/15/38(a) | 26,405 | 26,405 | ||||||
Loudoun County Industrial Development Authority, Howard Hughes Medical Institute Project, Ser C, RB, 0.350%, 02/15/38(a) | 4,300 | 4,300 | ||||||
Loudoun County Industrial Development Authority, Howard Hughes Medical Institute Project, Ser D, RB, 0.350%, 02/15/38(a) | 26,550 | 26,551 | ||||||
Loudoun County Industrial Development Authority, Howard Hughes Medical Institute Project, Ser F, RB, 0.250%, 02/15/38(a) | 6,100 | 6,100 | ||||||
Loudoun County, Ser A, GO, 5.000%, 05/01/09 | 2,000 | 2,006 | ||||||
Louisa County Industrial Development Authority, Pooled Financing Project, RB, 0.550%, 01/01/20, LOC: Bank of America N.A.(a)(b) | 800 | 800 | ||||||
Lynchburg Industrial Development Authority, Aerofin Corp. Project, RB, AMT, 0.790%, 03/01/29, LOC: PNC Bank N.A.(a) | 2,075 | 2,075 | ||||||
Lynchburg Industrial Development Authority, Educational Facilities, Randolph Macon Project, RB, 0.570%, 09/01/23, LOC: | ||||||||
Wachovia Bank N.A.(a) | 7,545 | 7,545 | ||||||
Newport News Industrial Development Authority, CNU Warwick LLC Student Housing Project, RB, 0.550%, 11/01/28, LOC: | ||||||||
Bank of America N.A.(a) | 8,880 | 8,880 | ||||||
Newport News Redevelopment & Housing Authority, Multifamily Housing, Springhouse Apartments Project, RB, 0.550%, 09/01/26, FHLMC(a) | 3,400 | 3,400 |
165
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Newport News, Ser A, GO, 5.000%, 06/01/09 | 1,630 | 1,639 | ||||||
Norfolk Economic Development Authority, Hospital Facilities, Sentara Healthcare, Ser B, RB, 0.700%, 11/01/34(a) | 5,000 | 5,000 | ||||||
Norfolk Economic Development Authority, Hospital Facilities, Sentara Healthcare, Ser C, RB, 0.300%, 11/01/34(a) | 6,000 | 6,000 | ||||||
Norfolk Redevelopment & Housing Authority, Student Housing I LLC Project, Ser E2F, RB, 0.550%, 07/01/34, LOC: | ||||||||
Bank of America N.A.(a) | 8,460 | 8,460 | ||||||
Peninsula Ports Authority, Riverside Health Systems Project, RB, 0.750%, 07/01/37(a) | 17,200 | 17,200 | ||||||
Pulaski County Industrial Development Authority, Pulaski Furniture Corp. Project, RB, 0.550%, 08/01/19, LOC: | ||||||||
Bank of America N.A.(a)(b) | 7,425 | 7,425 | ||||||
Rappahannock Regional Jail Authority, Regional Facility, Grant Anticipation Notes, RB, 4.250%, 12/01/09, Callable 06/01/09 @ 100 | 1,000 | 1,003 | ||||||
Roanoke, GO, 6.000%, 10/01/19, Prerefunded 10/01/09 @ 102 | 3,310 | 3,448 | ||||||
Salem Industrial Development Authority, Multifamily Housing, Oak Park Preservation LP, RB, 0.580%, 08/15/43, FNMA(a) | 2,740 | 2,740 | ||||||
Surry County Industrial Development Authority, Windsor Mill Project, RB, AMT, 0.620%, 02/01/32, LOC: Wells Fargo Bank N.A.(a) | 1,050 | 1,050 | ||||||
Tazewell County Industrial Development Authority, Jennmar Corp. of Virginia, Inc., RB, AMT, 0.790%, 02/01/17, LOC: | ||||||||
PNC Bank N.A.(a) | 4,950 | 4,950 | ||||||
Virginia Beach Development Authority, Ocean Ranch Project, RB, 0.550%, 07/01/17, LOC: Branch Banking & Trust Co.(a)(b) | 1,630 | 1,630 | ||||||
Virginia Beach Development Authority, Wesleyan College Project, RB, 0.550%, 07/01/33, LOC: | ||||||||
Bank of America N.A.(a) | 14,265 | 14,265 | ||||||
Virginia Commonwealth Transportation Board, Federal Highway Reimbursement Notes, RB, 5.000%, 10/01/09 | 7,500 | 7,644 | ||||||
Virginia Commonwealth Transportation Board, Ser SG 134, RB, 0.550%, 05/15/22, Callable 05/15/09 @ 101, LOC: Societe Generale(a)(b) | 10,235 | 10,235 | ||||||
Virginia Commonwealth University Health System Authority, Ser C, RB, 0.600%, 07/01/37, LOC: Branch Banking & Trust Co.(a) | 10,000 | 10,000 | ||||||
Virginia Housing Development Authority, Commonwealth Mortgage, Ser C07, RB, AMT, 0.750%, 07/01/17, GO of Authority(a)(b) | 685 | 685 | ||||||
Virginia Small Business Financing Authority, Hampton University, Ser A, RB, 0.490%, 12/01/38, LOC: PNC Bank N.A.(a) | 5,000 | 5,000 | ||||||
Virginia Small Business Financing Authority, National Capital Area Council, RB, 0.570%, 03/01/31, LOC: | ||||||||
Wachovia Bank N.A.(a) | 6,145 | 6,145 | ||||||
Virginia State Public Building Authority, Public Facilities, RB, 5.000%, 08/01/09 | 12,505 | 12,648 | ||||||
Virginia State Public Building Authority, Public Facilities, Ser B, RB, 5.000%, 08/01/09 | 4,580 | 4,632 |
166
RIDGEWORTH FUNDS March 31, 2009 (Amounts in thousands, except Shares)
Virginia Tax-Free Money Market Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Virginia State Public Building Authority, Public Facilities, Ser B, RB, 5.000%, 08/01/09 | 1,200 | 1,214 | ||||||
Virginia State Public School Authority, 1997 Resolution, Ser B, RB, 5.000%, 08/01/09 | 7,440 | 7,524 | ||||||
Virginia State Public School Authority, 1997 Resolution, Ser B, RB, 5.000%, 08/01/09 | 1,465 | 1,481 | ||||||
Virginia State Public School Authority, 1997 Resolution, Ser B, RB, 5.500%, 08/01/09 | 6,640 | 6,727 | ||||||
Virginia State Public School Authority, Ser VII, RB, 5.000%, 04/15/09 | 2,885 | 2,888 | ||||||
Williamsburg Industrial Development Authority, Colonial Williamsburg Foundation, RB, 0.550%, 12/01/18, LOC: | ||||||||
Bank of America N.A.(a)(b) | 250 | 250 | ||||||
Winchester Industrial Development Authority, Residential Care Facilities, Westminster-Canterbury, Ser B, RB, 0.550%, 01/01/35, LOC: Branch Banking & Trust Co.(a) | 1,900 | 1,900 | ||||||
Total Municipal Bonds | 419,197 | |||||||
Money Market Funds (4.5%) | ||||||||
Federated Tax-Free Obligations Fund | 8,765,488 | 8,765 | ||||||
Federated Virginia Municipal Cash Trust, Institutional Class | 10,897,504 | 10,898 | ||||||
Total Money Market Funds | 19,663 | |||||||
Total Investments (Cost $438,860)(c) — 99.7% | 438,860 | |||||||
Other assets in excess of liabilities — 0.3% | 1,378 | |||||||
Net Assets — 100.0% | $ | 440,238 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 11.0% of net assets as of March 31, 2009. |
(c) | Aggregate cost for federal income tax and financial reporting purposes is the same. |
AMT | Alternative Minimum Tax Paper | |
FHLMC | Security guaranteed by Federal Home Loan Mortgage Corporation | |
FNMA | Security guaranteed by Federal National Mortgage Association | |
GO | General Obligation | |
LIQ FAC | Liquid Facilities | |
LOC | Letter of Credit | |
RB | Revenue Bond |
167
Georgia | High | Investment | ||||||||||||||||||||||||||
Tax- | Grade | Investment | Grade | |||||||||||||||||||||||||
Corporate | Exempt | Municipal | High | Intermediate | Grade | Tax- | ||||||||||||||||||||||
Bond | Bond | Bond | Income | Bond | Bond | Exempt Bond | ||||||||||||||||||||||
Fund | Fund | Fund | Fund | Fund | Fund | Fund | ||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||
Total Investments, at Cost | $ | 59,693 | $ | 169,974 | $ | 82,550 | $ | 47,795 | $ | 1,188,701 | $ | 491,251 | $ | 882,525 | ||||||||||||||
Investments, at Value* | $ | 56,459 | $ | 169,790 | $ | 83,690 | $ | 35,716 | $ | 1,017,369 | $ | 415,076 | $ | 897,691 | ||||||||||||||
Investments in Affiliates, at Value and Cost | 2,539 | — | — | 7,030 | 179,887 | 79,533 | — | |||||||||||||||||||||
Total Investments | 58,998 | 169,790 | 83,690 | 42,746 | 1,197,256 | 494,609 | 897,691 | |||||||||||||||||||||
Cash | 467 | — | — | — | — | — | — | |||||||||||||||||||||
Interest and Dividends Receivable | 760 | 2,206 | 1,075 | 987 | 10,175 | 4,295 | 9,180 | |||||||||||||||||||||
Receivable for Capital Shares Issued | 5,078 | 383 | 171 | 334 | 15,847 | 1,963 | 2,808 | |||||||||||||||||||||
Receivable for Investment Securities Sold | 2,069 | — | 2,697 | 10,345 | 1,007 | 435 | 15,518 | |||||||||||||||||||||
Appreciated Credit Default Swap Agreements, at Value (Cost $—, $—, $—, $—, $2,101, $868 and $—) | — | — | — | — | 1,620 | 670 | — | |||||||||||||||||||||
Appreciated Interest Rate Swap Agreements, at Value (Cost $—, $—, $—, $—, $—, $— and $—) | — | — | — | — | 23 | 10 | — | |||||||||||||||||||||
Unrealized Appreciation on Forward Foreign Currency Contracts | — | — | — | — | 3,222 | 1,377 | — | |||||||||||||||||||||
Prepaid Expenses | 9 | 4 | 16 | 13 | 24 | 13 | 16 | |||||||||||||||||||||
Total Assets | 67,381 | 172,383 | 87,649 | 54,425 | 1,229,174 | 503,372 | 925,213 | |||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||
Income Distributions Payable | 218 | 563 | 256 | 314 | 3,434 | 1,656 | 2,213 | |||||||||||||||||||||
Payable for Investment Securities Purchased | 4,225 | 1,029 | 6,329 | 9,942 | 21,070 | 285 | 85,950 | |||||||||||||||||||||
Payable for Capital Shares Redeemed | 101 | 75 | 408 | 22 | 2,029 | 345 | 244 | |||||||||||||||||||||
Depreciated Credit Default Swap Agreements, at Value (Proceeds $—, $—, $—, $314, $—, $— and $—) | — | — | — | 455 | — | — | — | |||||||||||||||||||||
Depreciated Interest Rate Swap Agreements, at Value (Proceeds $—, $—, $—, $—, $—, $— and $—) | — | — | — | — | 20 | 9 | — | |||||||||||||||||||||
Unrealized Depreciation on Forward Foreign Currency Contracts | — | — | — | — | 2,743 | 1,174 | — | |||||||||||||||||||||
Payable Upon Return of Securities Loaned | 2,539 | — | — | 6,554 | 124,942 | 73,200 | — | |||||||||||||||||||||
Investment Advisory Fees Payable | 29 | 80 | 38 | 13 | 210 | 179 | 343 | |||||||||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 4 | 4 | 2 | 3 | 21 | 10 | 18 | |||||||||||||||||||||
Compliance Services Fees Payable | 1 | 2 | 2 | 1 | 7 | 4 | 3 | |||||||||||||||||||||
Distribution and Service Fees Payable | 16 | 4 | 4 | 10 | 1 | 16 | 8 | |||||||||||||||||||||
Custodian Fees Payable | 2 | 2 | 2 | 2 | 5 | 5 | 2 | |||||||||||||||||||||
Trustee Fees Payable | 1 | 1 | 1 | — | 4 | 2 | 2 | |||||||||||||||||||||
Accrued Expenses | 12 | 6 | 7 | 5 | 25 | 18 | 16 | |||||||||||||||||||||
Total Liabilities | 7,148 | 1,766 | 7,049 | 17,321 | 154,511 | 76,903 | 88,799 | |||||||||||||||||||||
Net Assets | $ | 60,233 | $ | 170,617 | $ | 80,600 | $ | 37,104 | $ | 1,074,663 | $ | 426,469 | $ | 836,414 | ||||||||||||||
Net Assets Consist of: | ||||||||||||||||||||||||||||
Capital | $ | 75,346 | $ | 176,319 | $ | 83,512 | $ | 56,144 | $ | 1,059,073 | $ | 425,629 | $ | 828,952 | ||||||||||||||
Accumulated Net Investment Income (Loss) | (1,098 | ) | 190 | (7 | ) | (50 | ) | (2,926 | ) | (1,684 | ) | (154 | ) | |||||||||||||||
Accumulated Net Realized Gain (Loss) from Investment, Swap and Foreign Currency Transactions | (13,320 | ) | (5,708 | ) | (4,045 | ) | (13,800 | ) | 9,960 | (840 | ) | (7,550 | ) | |||||||||||||||
Net Unrealized Appreciation/Depreciation on Investments, Swaps and Foreign Currencies | (695 | ) | (184 | ) | 1,140 | (5,190 | ) | 8,556 | 3,364 | 15,166 | ||||||||||||||||||
Net Assets | $ | 60,233 | $ | 170,617 | $ | 80,600 | $ | 37,104 | $ | 1,074,663 | $ | 426,469 | $ | 836,414 | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||
I Shares | $ | 39,881 | $ | 163,761 | $ | 74,586 | $ | 23,995 | $ | 1,071,496 | $ | 389,205 | $ | 817,297 | ||||||||||||||
A Shares | 2,181 | 2,747 | 1,900 | 860 | 2,624 | 25,996 | 13,819 | |||||||||||||||||||||
C Shares | 18,171 | 4,109 | 4,114 | 12,249 | — | 11,268 | 5,298 | |||||||||||||||||||||
R Shares(c) | — | — | — | — | 543 | — | — | |||||||||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||||||||||
I Shares | 4,675 | 16,687 | 7,112 | 5,134 | 104,320 | 35,613 | 70,452 | |||||||||||||||||||||
A Shares | 254 | 280 | 181 | 184 | 256 | 2,379 | 1,190 | |||||||||||||||||||||
C Shares | 2,129 | 418 | 391 | 2,620 | — | 1,031 | 457 | |||||||||||||||||||||
R Shares(c) | — | — | — | — | 53 | — | — | |||||||||||||||||||||
Net Asset Value and Redemption Price Per Share:(a) | ||||||||||||||||||||||||||||
I Shares | $ | 8.53 | $ | 9.81 | $ | 10.49 | $ | 4.67 | $ | 10.27 | $ | 10.93 | $ | 11.60 | ||||||||||||||
A Shares | 8.57 | 9.83 | 10.49 | 4.68 | 10.27 | 10.93 | 11.61 | |||||||||||||||||||||
C Shares(b) | 8.53 | 9.82 | 10.51 | 4.67 | N/A | 10.93 | 11.60 | |||||||||||||||||||||
R Shares(c) | N/A | N/A | N/A | N/A | 10.27 | N/A | N/A | |||||||||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||||||||||
I Shares | $ | 8.53 | $ | 9.81 | $ | 10.49 | $ | 4.67 | $ | 10.27 | $ | 10.93 | 11.60 | |||||||||||||||
A Shares | 9.00 | 10.32 | 11.01 | 4.91 | 10.78 | 11.48 | 12.19 | |||||||||||||||||||||
C Shares | 8.53 | 9.82 | 10.51 | 4.67 | N/A | 10.93 | 11.60 | |||||||||||||||||||||
R Shares(c) | N/A | N/A | N/A | N/A | 10.27 | N/A | N/A | |||||||||||||||||||||
Maximum Sales Charge — A Shares | 4.75 | % | 4.75 | % | 4.75 | % | 4.75 | % | 4.75 | % | 4.75 | % | 4.75 | % |
* | Investments include securities on loan of $2,471, $—, $—, $6,414, $122,320, $71,609 and $—, respectively. |
The Strategic Income Fund changed its name to the Corporate Bond Fund effective after the close of business on March 31, 2009. |
(a) | Per Share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
(b) | Redemption price per share varies based on length of time shares are held. |
(c) | Effective February 13, 2009, C Shares converted to R Shares for the Intermediate Bond Fund. |
168
Seix | ||||||||||||||||||||||||||||
North | Floating | |||||||||||||||||||||||||||
Limited-Term | Maryland | Carolina | Rate | Seix | ||||||||||||||||||||||||
Limited | Federal | Municipal | Tax-Exempt | High | Seix Global | High | ||||||||||||||||||||||
Duration | Mortgage | Bond | Bond | Income | Strategy | Yield | ||||||||||||||||||||||
Fund | Securities Fund | Fund | Fund | Fund | Fund | Fund | ||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||
Total Investments, at Cost | $ | 31,238 | $ | 52,712 | $ | 30,756 | $ | 44,452 | $ | 656,967 | $ | 10,181 | $ | 1,133,880 | ||||||||||||||
Investments, at Value* | $ | 14,579 | $ | 47,901 | $ | 31,182 | $ | 44,625 | $ | 524,386 | $ | 10,127 | $ | 745,659 | ||||||||||||||
Investments in Affiliates, at Value and Cost | 16,237 | 6,308 | — | — | 57,821 | 54 | 316,506 | |||||||||||||||||||||
Total Investments | 30,816 | 54,209 | 31,182 | 44,625 | 582,207 | 10,181 | 1,062,165 | |||||||||||||||||||||
Cash | — | — | — | — | 6 | — | 15 | |||||||||||||||||||||
Interest and Dividends Receivable | 20 | 194 | 328 | 592 | 2,265 | — | 18,886 | |||||||||||||||||||||
Receivable for Capital Shares Issued | 18 | 153 | 23 | 4 | 3,367 | — | 6,660 | |||||||||||||||||||||
Receivable for Investment Securities Sold | — | 4,624 | — | 548 | 26,318 | 391 | 2,475 | |||||||||||||||||||||
Appreciated Interest Rate Swap Agreements, at Value (Cost $—, $—, $—, $—, $—, $— and $—) | — | — | — | — | — | 24 | — | |||||||||||||||||||||
Unrealized Appreciation on Forward Foreign Currency Contracts | — | — | — | — | — | 513 | — | |||||||||||||||||||||
Prepaid Expenses | 5 | 5 | 3 | 3 | 35 | 16 | 19 | |||||||||||||||||||||
Total Assets | 30,859 | 59,185 | 31,536 | 45,772 | 614,198 | 11,125 | 1,090,220 | |||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||
Income Distributions Payable | 24 | 163 | 94 | 141 | 2,582 | — | 5,944 | |||||||||||||||||||||
Payable for Investment Securities Purchased | — | 8,935 | — | 1,272 | 41,878 | 197 | 16,648 | |||||||||||||||||||||
Payable for Capital Shares Redeemed | — | 207 | — | 115 | 504 | — | 543 | |||||||||||||||||||||
Depreciated Credit Default Swap Agreements, at Value (Proceeds $—, $—, $—, $—, $1,456, $— and $7,221) | — | — | — | — | 1,517 | — | 7,583 | |||||||||||||||||||||
Depreciated Interest Rate Swap Agreements, at Value (Proceeds $—, $—, $—, $—, $—, $— and $—) | — | — | — | — | — | 21 | — | |||||||||||||||||||||
Unrealized Depreciation on Unfunded Transactions | — | — | — | — | 3,971 | — | 454 | |||||||||||||||||||||
Unrealized Depreciation on Forward Foreign Currency Contracts | — | — | — | — | — | 466 | — | |||||||||||||||||||||
Payable Upon Return of Securities Loaned | — | — | — | — | — | — | 249,070 | |||||||||||||||||||||
Investment Advisory Fees Payable | 3 | 21 | 15 | 21 | 206 | — | 277 | |||||||||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 1 | 3 | 1 | 1 | 18 | — | 24 | |||||||||||||||||||||
Compliance Services Fees Payable | 1 | 1 | — | — | 20 | 1 | 7 | |||||||||||||||||||||
Distribution and Service Fees Payable | — | 8 | 5 | — | 2 | — | 7 | |||||||||||||||||||||
Custodian Fees Payable | 3 | 3 | 1 | 1 | 11 | 4 | 5 | |||||||||||||||||||||
Trustee Fees Payable | — | 1 | — | — | 10 | 1 | 4 | |||||||||||||||||||||
Accrued Expenses | 1 | 9 | 3 | 2 | 76 | 8 | 35 | |||||||||||||||||||||
Total Liabilities | 33 | 9,351 | 119 | 1,553 | 50,795 | 698 | 280,601 | |||||||||||||||||||||
Net Assets | $ | 30,826 | $ | 49,834 | $ | 31,417 | $ | 44,219 | $ | 563,403 | $ | 10,427 | $ | 809,619 | ||||||||||||||
Net Assets Consist of: | ||||||||||||||||||||||||||||
Capital | $ | 32,930 | $ | 68,432 | $ | 31,670 | $ | 45,881 | $ | 735,898 | $ | 10,157 | $ | 1,060,572 | ||||||||||||||
Accumulated Net Investment Income (Loss) | 1 | (43 | ) | (40 | ) | (63 | ) | (98 | ) | (47 | ) | (814 | ) | |||||||||||||||
Accumulated Net Realized Loss from Investment, Swap and Foreign Currency Transactions | (1,683 | ) | (20,052 | ) | (639 | ) | (1,772 | ) | (93,605 | ) | 268 | (177,608 | ) | |||||||||||||||
Net Unrealized Appreciation/Depreciation on Investments, Swaps and Foreign Currencies | (422 | ) | 1,497 | 426 | 173 | (78,792 | ) | 49 | (72,531 | ) | ||||||||||||||||||
Net Assets | $ | 30,826 | $ | 49,834 | $ | 31,417 | $ | 44,219 | $ | 563,403 | $ | 10,427 | $ | 809,619 | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||
I Shares | $ | 30,826 | $ | 39,135 | $ | 26,064 | $ | 43,660 | $ | 557,347 | $ | 10,427 | $ | 786,029 | ||||||||||||||
A Shares | — | 2,143 | — | 559 | 5,513 | — | 18,530 | |||||||||||||||||||||
C Shares | — | 8,556 | 5,353 | — | 543 | — | 5,060 | |||||||||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||||||||||
I Shares | 3,237 | 3,841 | 2,596 | 4,533 | 75,612 | 999 | 101,434 | |||||||||||||||||||||
A Shares | — | 211 | — | 58 | 748 | — | 2,446 | |||||||||||||||||||||
C Shares | — | 840 | 532 | — | 74 | — | 653 | |||||||||||||||||||||
Net Asset Value and Redemption Price Per Share:(a) | ||||||||||||||||||||||||||||
I Shares | $ | 9.52 | $ | 10.19 | $ | 10.04 | $ | 9.63 | $ | 7.37 | $ | 10.44 | $ | 7.75 | ||||||||||||||
A Shares | N/A | 10.17 | N/A | 9.61 | 7.38 | N/A | 7.58 | |||||||||||||||||||||
C Shares(b) | N/A | 10.19 | 10.06 | N/A | 7.37 | N/A | 7.75 | |||||||||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||||||||||
I Shares | $ | 9.52 | $ | 10.19 | $ | 10.04 | $ | 9.63 | $ | 7.37 | $ | 10.44 | $ | 7.75 | ||||||||||||||
A Shares | N/A | 10.43 | N/A | 10.09 | 7.57 | N/A | 7.96 | |||||||||||||||||||||
C Shares | N/A | 10.19 | 10.06 | N/A | 7.37 | N/A | 7.75 | |||||||||||||||||||||
Maximum Sales Charge — A Shares | N/A | 2.50 | % | 4.75 | % | 4.75 | % | 2.50 | % | N/A | 4.75 | % |
* | Investments include securities on loan of $—, $—, $—, $—, $—, $— and $243,510, respectively. |
(a) | Per Share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
(b) | Redemption price per share varies based on length of time shares are held. |
169
U.S. | ||||||||||||||||||||||||||||
Government | Virginia | |||||||||||||||||||||||||||
Short-Term | Total | U.S. | Securities | Intermediate | ||||||||||||||||||||||||
Short-Term | U.S. Treasury | Return | Ultra-Short | Government | Ultra-Short | Municipal | ||||||||||||||||||||||
Bond | Securities | Bond | Bond | Securities | Bond | Bond | ||||||||||||||||||||||
Fund | Fund | Fund | Fund | Fund | Fund | Fund | ||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||
Total Investments, at Cost | $ | 380,181 | $ | 90,201 | $ | 645,063 | $ | 59,393 | $ | 457,966 | $ | 89,803 | $ | 186,518 | ||||||||||||||
Investments, at Value* | $ | 322,046 | $ | 85,779 | $ | 591,677 | $ | 52,678 | $ | 340,100 | $ | 85,183 | $ | 192,354 | ||||||||||||||
Investments in Affiliates, at Value and Cost | 41,723 | 6,263 | 59,975 | 3,182 | 140,637 | 4,990 | — | |||||||||||||||||||||
Total Investments | 363,769 | 92,042 | 651,652 | 55,860 | 480,737 | 90,173 | 192,354 | |||||||||||||||||||||
Segregated Cash at Broker for Futures Contracts | 5,277 | — | — | — | — | — | — | |||||||||||||||||||||
Interest and Dividends Receivable | 2,834 | 417 | 5,019 | 259 | 3,615 | 356 | 2,454 | |||||||||||||||||||||
Receivable for Capital Shares Issued | 700 | 52 | 1,622 | 584 | 794 | 287 | 155 | |||||||||||||||||||||
Receivable for Investment Securities Sold | 6,938 | — | 15,283 | 848 | — | 149 | — | |||||||||||||||||||||
Appreciated Credit Default Swap Agreements, at Value (Cost $—, $—, $1,221, $—, $—, $— and $—) | 1,121 | — | 941 | — | — | — | — | |||||||||||||||||||||
Appreciated Interest Rate Swap Agreements, at Value (Cost $—, $—, $—, $—, $—, $— and $—) | — | — | 13 | — | — | — | — | |||||||||||||||||||||
Unrealized Appreciation on Forward Foreign Currency Contracts | — | — | 1,863 | — | — | — | — | |||||||||||||||||||||
Unrealized Appreciation on Futures Contracts | 37 | — | — | — | — | — | — | |||||||||||||||||||||
Reclaims Receivable | — | — | 2 | — | — | — | — | |||||||||||||||||||||
Prepaid Expenses | 25 | 21 | 7 | 7 | 10 | 7 | 5 | |||||||||||||||||||||
Total Assets | 380,701 | 92,532 | 676,402 | 57,558 | 485,156 | 90,972 | 194,968 | |||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||
Payable for Fund Overdraft | 2,412 | — | — | — | — | — | — | |||||||||||||||||||||
Income Distributions Payable | 1,029 | 113 | 2,418 | 152 | 851 | 265 | 586 | |||||||||||||||||||||
Payable for Investment Securities Purchased | 9,608 | — | 30,648 | 1,252 | — | — | 2,000 | |||||||||||||||||||||
Payable for Capital Shares Redeemed | 533 | 452 | 42 | 39 | 715 | 12 | 177 | |||||||||||||||||||||
Depreciated Credit Default Swap Agreements, at Value (Proceeds $—, $—, $—, $—, $—, $— and $—) | 1,262 | — | — | — | — | — | — | |||||||||||||||||||||
Depreciated Interest Rate Swap Agreements, at Value (Proceeds $—, $—, $—, $—, $—, $— and $—) | — | — | 11 | — | — | — | — | |||||||||||||||||||||
Unrealized Depreciation on Forward Foreign Currency Contracts | — | — | 1,585 | — | — | — | — | |||||||||||||||||||||
Unrealized Depreciation on Futures Contracts | 648 | — | — | — | — | — | — | |||||||||||||||||||||
Payable Upon Return of Securities Loaned | 32,601 | 6,263 | 38,407 | 1,019 | 135,039 | — | — | |||||||||||||||||||||
Investment Advisory Fees Payable | 112 | 30 | 123 | 6 | 149 | 8 | 90 | |||||||||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 8 | 2 | 14 | 1 | 9 | 2 | 5 | |||||||||||||||||||||
Compliance Services Fees Payable | 4 | — | 8 | — | 10 | 1 | 3 | |||||||||||||||||||||
Distribution and Service Fees Payable | 3 | 9 | — | — | 4 | — | 3 | |||||||||||||||||||||
Custodian Fees Payable | 5 | 1 | 10 | 1 | 6 | 5 | 3 | |||||||||||||||||||||
Trustee Fees Payable | 2 | — | 5 | — | 6 | 1 | 2 | |||||||||||||||||||||
Accrued Expenses | 10 | 3 | 29 | — | 37 | 3 | 13 | |||||||||||||||||||||
Total Liabilities | 48,237 | 6,873 | 73,300 | 2,470 | 136,826 | 297 | 2,882 | |||||||||||||||||||||
Net Assets | $ | 332,464 | $ | 85,659 | $ | 603,102 | $ | 55,088 | $ | 348,330 | $ | 90,675 | $ | 192,086 | ||||||||||||||
Net Assets Consist of: | ||||||||||||||||||||||||||||
Capital | $ | 361,807 | $ | 84,397 | $ | 597,124 | $ | 61,307 | $ | 317,085 | $ | 91,435 | $ | 186,298 | ||||||||||||||
Accumulated Net Investment Income (Loss) | 22 | — | (1,964 | ) | 25 | 378 | 14 | (22 | ) | |||||||||||||||||||
Accumulated Net Realized Gain (Loss) from Investment, Swap, Futures and Foreign Currency Transactions | (12,201 | ) | (579 | ) | 1,353 | (2,711 | ) | 8,096 | (1,144 | ) | (26 | ) | ||||||||||||||||
Net Unrealized Appreciation/Depreciation on Investments, Swaps, Futures and Foreign Currencies | (17,164 | ) | 1,841 | 6,589 | (3,533 | ) | 22,771 | 370 | 5,836 | |||||||||||||||||||
Net Assets | $ | 332,464 | $ | 85,659 | $ | 603,102 | $ | 55,088 | $ | 348,330 | $ | 90,675 | $ | 192,086 | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||
I Shares | $ | 326,801 | $ | 61,692 | $ | 602,267 | $ | 55,088 | $ | 341,727 | $ | 90,675 | $ | 181,882 | ||||||||||||||
A Shares | 2,715 | 16,854 | 510 | — | 2,954 | — | 7,619 | |||||||||||||||||||||
C Shares | 2,948 | 7,113 | — | — | 3,649 | — | 2,585 | |||||||||||||||||||||
R Shares(c) | — | — | 325 | — | — | — | — | |||||||||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||||||||||
I Shares | 34,775 | 5,974 | 58,686 | 5,789 | 30,752 | 9,041 | 17,790 | |||||||||||||||||||||
A Shares | 288 | 1,634 | 48 | — | 266 | — | 745 | |||||||||||||||||||||
C Shares | 313 | 690 | — | — | 328 | — | 253 | |||||||||||||||||||||
R Shares(c) | — | — | 32 | — | — | — | — | |||||||||||||||||||||
Net Asset Value and Redemption Price Per Share:(a) | ||||||||||||||||||||||||||||
I Shares | $ | 9.40 | $ | 10.33 | $ | 10.26 | $ | 9.52 | $ | 11.11 | $ | 10.03 | $ | 10.22 | ||||||||||||||
A Shares | 9.42 | 10.32 | 10.57 | N/A | 11.11 | N/A | 10.22 | |||||||||||||||||||||
C Shares(b) | 9.42 | 10.31 | N/A | N/A | 11.11 | N/A | 10.22 | |||||||||||||||||||||
R Shares(c) | N/A | N/A | 10.26 | N/A | N/A | N/A | N/A | |||||||||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||||||||||
I Shares | $ | 9.40 | $ | 10.33 | $ | 10.26 | $ | 9.52 | $ | 11.11 | $ | 10.03 | $ | 10.22 | ||||||||||||||
A Shares | 9.66 | 10.58 | 11.10 | N/A | 11.66 | N/A | 10.73 | |||||||||||||||||||||
C Shares | 9.42 | 10.31 | N/A | N/A | 11.11 | N/A | 10.22 | |||||||||||||||||||||
R Shares(c) | N/A | N/A | 10.26 | N/A | N/A | N/A | N/A | |||||||||||||||||||||
Maximum Sales Charge — A Shares | 2.50 | % | 2.50 | % | 4.75 | % | N/A | 4.75 | % | N/A | 4.75 | % |
* | Investments include securities on loan of $31,866, $6,158, $37,536, $998, $132,590, $— and $—, respectively. |
(a) | Per Share amounts may not recalculate due to rounding of net assets and/or shares outstanding. |
(b) | Redemption price per share varies based on length of time shares are held. |
(c) | Effective February 13, 2009, C Shares converted to R Shares for the Total Return Bond Fund. |
170
U.S. | ||||||||||||||||||||
Prime | Government | U.S. | Virginia | |||||||||||||||||
Quality | Tax-Exempt | Securities | Treasury | Tax-Free | ||||||||||||||||
Money | Money | Money | Money | Money | ||||||||||||||||
Market | Market | Market | Market | Market | ||||||||||||||||
Fund | Fund | Fund | Fund | Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 7,533,612 | $ | 1,911,380 | $ | 1,223,408 | $ | 1,500,731 | $ | 438,860 | ||||||||||
Investments, at Value | $ | 7,373,131 | $ | 1,911,380 | $ | 978,823 | $ | 863,346 | $ | 438,860 | ||||||||||
Investments in Affiliates, at Value and Cost | 70,000 | — | — | — | — | |||||||||||||||
Repurchase Agreements, at Value and Cost | 90,481 | — | 244,585 | 637,385 | — | |||||||||||||||
Total Investments | 7,533,612 | 1,911,380 | 1,223,408 | 1,500,731 | 438,860 | |||||||||||||||
Interest and Dividends Receivable | 5,484 | 4,084 | 711 | 529 | 1,597 | |||||||||||||||
Receivable for Capital Shares Issued | 176 | 7 | 7 | 7 | 12 | |||||||||||||||
Receivable for Investment Securities Sold | — | 32,004 | — | — | — | |||||||||||||||
Receivable from Administrator | 181 | 20 | — | — | 9 | |||||||||||||||
Prepaid Treasury Guarantee Program Fee | 300 | 66 | — | — | 22 | |||||||||||||||
Prepaid Expenses | 63 | 19 | 20 | 11 | 10 | |||||||||||||||
Total Assets | 7,539,816 | 1,947,580 | 1,224,146 | 1,501,278 | 440,510 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Income Distributions Payable | 642 | 236 | 120 | 129 | 40 | |||||||||||||||
Payable for Investment Securities Purchased | 261,941 | 19,001 | — | — | — | |||||||||||||||
Investment Advisory Fees Payable | 3,015 | 603 | 434 | 347 | 150 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | — | — | 25 | 32 | — | |||||||||||||||
Compliance Services Fees Payable | 68 | 27 | 9 | 11 | 9 | |||||||||||||||
Distribution and Service Fees Payable | 505 | 48 | 40 | 21 | 32 | |||||||||||||||
Custodian Fees Payable | 20 | 7 | 3 | 3 | 3 | |||||||||||||||
Trustee Fees Payable | 39 | 17 | 6 | 7 | 5 | |||||||||||||||
Accrued Expenses | 292 | 105 | 37 | 44 | 33 | |||||||||||||||
Total Liabilities | 266,522 | 20,044 | 674 | 594 | 272 | |||||||||||||||
Net Assets | $ | 7,273,294 | $ | 1,927,536 | $ | 1,223,472 | $ | 1,500,684 | $ | 440,238 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 7,277,762 | $ | 1,927,578 | $ | 1,223,501 | $ | 1,500,768 | $ | 439,991 | ||||||||||
Accumulated Net Investment Income (Loss) | 32 | 31 | (7 | ) | 80 | 112 | ||||||||||||||
Accumulated Net Realized Gain (Loss) from Investment Transactions | (4,500 | ) | (73 | ) | (22 | ) | (164 | ) | 135 | |||||||||||
Net Assets | $ | 7,273,294 | $ | 1,927,536 | $ | 1,223,472 | $ | 1,500,684 | $ | 440,238 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 3,448,997 | $ | 1,568,626 | $ | 879,234 | $ | 1,238,400 | $ | 202,553 | ||||||||||
A Shares | 3,822,051 | 358,910 | 344,238 | 262,284 | 237,685 | |||||||||||||||
C Shares | 2,246 | — | — | — | — | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||||||
I Shares | 3,450,798 | 1,568,629 | 879,254 | 1,238,484 | 202,447 | |||||||||||||||
A Shares | 3,824,715 | 358,949 | 344,248 | 262,284 | 237,543 | |||||||||||||||
C Shares | 2,249 | — | — | — | — | |||||||||||||||
Net Asset Value, Offering and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||||
A Shares | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | |||||||||||||||
C Shares(a) | 1.00 | N/A | N/A | N/A | N/A |
(a) | Redemption price per share varies based on length of time shares are held. |
171
Georgia | High | Investment | ||||||||||||||||||||||||||
Tax- | Grade | Investment | Grade | |||||||||||||||||||||||||
Corporate | Exempt | Municipal | High | Intermediate | Grade | Tax-Exempt | ||||||||||||||||||||||
Bond | Bond | Bond | Income | Bond | Bond | Bond | ||||||||||||||||||||||
Fund | Fund | Fund | Fund | Fund | Fund | Fund | ||||||||||||||||||||||
Investment Income: | ||||||||||||||||||||||||||||
Interest Income | $ | 4,292 | $ | 7,966 | $ | 5,148 | $ | 4,481 | $ | 36,173 | $ | 18,851 | $ | 24,901 | ||||||||||||||
Dividend Income | — | 125 | 202 | — | — | — | 1,363 | |||||||||||||||||||||
Dividend Income from Affiliated Investment Companies | 2 | — | 8 | 73 | 676 | 349 | — | |||||||||||||||||||||
Net Income from Securities Lending | 150 | — | — | 16 | 2,766 | 868 | — | |||||||||||||||||||||
Total Investment Income | 4,444 | 8,091 | 5,358 | 4,570 | 39,615 | 20,068 | 26,264 | |||||||||||||||||||||
Expenses: | ||||||||||||||||||||||||||||
Investment Advisory Fees | 442 | 989 | 703 | 267 | 2,134 | 2,029 | 3,364 | |||||||||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 37 | 49 | 35 | 27 | 234 | 126 | 200 | |||||||||||||||||||||
Compliance Services Fees | 2 | 4 | 3 | 1 | 19 | 10 | 15 | |||||||||||||||||||||
Distribution and Service Fees — A Shares | 3 | 6 | 3 | 7 | 2 | 49 | 37 | |||||||||||||||||||||
Distribution and Service Fees — C Shares | 216 | 44 | 45 | 162 | — | 77 | 56 | |||||||||||||||||||||
Distribution and Service Fees — R Shares(a) | — | — | — | — | 1 | — | — | |||||||||||||||||||||
Custodian Fees | 13 | 7 | 8 | 9 | 28 | 22 | 18 | |||||||||||||||||||||
Printing Fees | 5 | 6 | 5 | 4 | 32 | 17 | 27 | |||||||||||||||||||||
Registration Fees | 26 | 10 | 30 | 20 | 19 | 30 | 47 | |||||||||||||||||||||
Trustees’ Fees | 2 | 4 | 3 | 1 | 18 | 10 | 14 | |||||||||||||||||||||
Interest Expense | — | 154 | — | — | — | — | — | |||||||||||||||||||||
Other Fees | 16 | 9 | 9 | 10 | 51 | 31 | 48 | |||||||||||||||||||||
Total Expenses | 762 | 1,282 | 844 | 508 | 2,538 | 2,401 | 3,826 | |||||||||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | (2 | ) | — | (18 | ) | — | — | — | |||||||||||||||||||
Less: Administration Fees Waived | (1 | ) | (16 | ) | (2 | ) | (10 | ) | (12 | ) | (5 | ) | (9 | ) | ||||||||||||||
Net Expenses | 761 | 1,264 | 842 | 480 | 2,526 | 2,396 | 3,817 | |||||||||||||||||||||
Net Investment Income | 3,683 | 6,827 | 4,516 | 4,090 | 37,089 | 17,672 | 22,447 | |||||||||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps and Foreign Currencies: | ||||||||||||||||||||||||||||
Net Realized Gain (Loss) from Investment, Swap and Foreign Currency Transactions | (6,405 | ) | (4,161 | ) | (3,464 | ) | (9,785 | ) | 23,897 | 10,134 | (6,773 | ) | ||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on | ||||||||||||||||||||||||||||
Investments, Swaps and Foreign Currencies | (365 | ) | 525 | 319 | (3,305 | ) | (3,770 | ) | (1,699 | ) | 10,053 | |||||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps and Foreign Currencies | (6,770 | ) | (3,636 | ) | (3,145 | ) | (13,090 | ) | 20,127 | 8,435 | 3,280 | |||||||||||||||||
Change in Net Assets from Operations | $ | (3,087 | ) | $ | 3,191 | $ | 1,371 | $ | (9,000 | ) | $ | 57,216 | $ | 26,107 | $ | 25,727 | ||||||||||||
(a) | Effective February 13, 2009, C Shares converted to R Shares for the Intermediate Bond Fund and amounts prior to such date are disclosed as R Shares. |
172
Limited-Term | North | Seix | ||||||||||||||||||||||||||
Federal | Carolina | Floating | Seix | Seix | ||||||||||||||||||||||||
Limited | Mortgage | Maryland | Tax-Exempt | Rate High | Global | High | ||||||||||||||||||||||
Duration | Securities | Municipal | Bond | Income | Strategy | Yield | ||||||||||||||||||||||
Fund | Fund | Bond Fund | Fund | Fund | Fund(a) | Fund | ||||||||||||||||||||||
Investment Income: | ||||||||||||||||||||||||||||
Interest Income | $ | 711 | $ | 3,385 | $ | 1,604 | $ | 1,908 | $ | 36,770 | $ | 57 | $ | 66,564 | ||||||||||||||
Dividend Income | — | — | 16 | 50 | — | — | — | |||||||||||||||||||||
Dividend Income from Affiliated Investment Companies | 289 | 93 | — | — | 878 | 17 | 715 | |||||||||||||||||||||
Net Income from Securities Lending | — | — | — | — | — | —— | 521 | |||||||||||||||||||||
Total Investment Income | 1,000 | 3,478 | 1,620 | 1,958 | 37,648 | 74 | 67,800 | |||||||||||||||||||||
Expenses: | ||||||||||||||||||||||||||||
Investment Advisory Fees | 38 | 352 | 205 | 251 | 2,470 | 29 | 3,158 | |||||||||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 14 | 23 | 12 | 13 | 147 | 2 | 251 | |||||||||||||||||||||
Compliance Services Fees | 1 | 2 | 1 | 1 | 8 | 1 | 18 | |||||||||||||||||||||
Distribution and Service Fees — A Shares | — | 4 | — | 1 | 18 | — | 45 | |||||||||||||||||||||
Distribution and Service Fees — C Shares | — | 93 | 56 | — | 3 | — | 35 | |||||||||||||||||||||
Custodian Fees | 8 | 8 | 4 | 3 | 10 | 7 | 27 | |||||||||||||||||||||
Organizational Costs | — | — | — | — | 6 | — | ||||||||||||||||||||||
Printing Fees | 2 | 4 | 1 | 1 | 16 | — | 37 | |||||||||||||||||||||
Registration Fees | 5 | 28 | 7 | 7 | 42 | 24 | 40 | |||||||||||||||||||||
Trustees’ Fees | 1 | 2 | 1 | 1 | 8 | — | 17 | |||||||||||||||||||||
Other Fees | 4 | 7 | 4 | 3 | 26 | 1 | 63 | |||||||||||||||||||||
Total Expenses | 73 | 523 | 291 | 281 | 2,748 | 70 | 3,691 | |||||||||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | — | — | — | — | (35 | ) | — | ||||||||||||||||||||
Less: Administration Fees Waived | (1 | ) | (1 | ) | — | (1 | ) | (7 | ) | (1 | ) | (38 | ) | |||||||||||||||
Net Expenses | 72 | 522 | 291 | 280 | 2,741 | 34 | 3,653 | |||||||||||||||||||||
Net Investment Income | 928 | 2,956 | 1,329 | 1,678 | 34,907 | 40 | 64,147 | |||||||||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps and Foreign Currencies: | ||||||||||||||||||||||||||||
Net Realized Gain (Loss) from Investment, Swap and Foreign Currency Transactions | (1,722 | ) | 717 | (522 | ) | (1,029 | ) | (68,652 | ) | 298 | (111,315 | ) | ||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments, Swaps and Foreign Currencies | 170 | 489 | 147 | 521 | (26,992 | ) | 49 | (48,929 | ) | |||||||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps and Foreign Currencies | (1,552 | ) | 1,206 | (375 | ) | (508 | ) | (95,644 | ) | 347 | (160,244 | ) | ||||||||||||||||
Change in Net Assets from Operations | $ | (624 | ) | $ | 4,162 | $ | 954 | $ | 1,170 | $ | (60,737 | ) | $ | 387 | $ | (96,097 | ) | |||||||||||
173
U.S. | ||||||||||||||||||||||||||||
Government | Virginia | |||||||||||||||||||||||||||
Short-Term | Total | U.S. | Securities | Intermediate | ||||||||||||||||||||||||
Short-Term | U.S. Treasury | Return | Ultra-Short | Government | Ultra-Short | Municipal | ||||||||||||||||||||||
Bond | Securities | Bond | Bond | Securities | Bond | Bond | ||||||||||||||||||||||
Fund | Fund | Fund | Fund | Fund | Fund | Fund | ||||||||||||||||||||||
Investment Income: | ||||||||||||||||||||||||||||
Interest Income | $ | 16,407 | $ | 2,337 | $ | 29,029 | $ | 3,032 | $ | 14,205 | $ | 3,557 | $ | 8,590 | ||||||||||||||
Dividend Income | 11 | 12 | — | 63 | — | 48 | 66 | |||||||||||||||||||||
Dividend Income from Affiliated Investment Companies | 210 | — | 489 | 56 | 353 | 10 | — | |||||||||||||||||||||
Net Income from Securities Lending | 279 | 321 | 434 | 3 | 2,027 | 4 | — | |||||||||||||||||||||
Total Investment Income | 16,907 | 2,670 | 29,952 | 3,154 | 16,585 | 3,619 | 8,656 | |||||||||||||||||||||
Expenses: | ||||||||||||||||||||||||||||
Investment Advisory Fees | 1,450 | 335 | 1,441 | 163 | 2,275 | 169 | 1,130 | |||||||||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 107 | 26 | 168 | 33 | 122 | 29 | 56 | |||||||||||||||||||||
Compliance Services Fees | 8 | 2 | 15 | 2 | 15 | 2 | 5 | |||||||||||||||||||||
Distribution and Service Fees — A Shares | 7 | 27 | 1 | — | 9 | — | 11 | |||||||||||||||||||||
Distribution and Service Fees — C Shares | 31 | 79 | — | — | 39 | — | 28 | |||||||||||||||||||||
Distribution and Service Fees — R Shares(a) | — | — | 1 | — | — | — | — | |||||||||||||||||||||
Custodian Fees | 26 | 4 | 37 | 27 | 17 | 24 | 9 | |||||||||||||||||||||
Printing Fees | 14 | 4 | 25 | 3 | 23 | 3 | 7 | |||||||||||||||||||||
Registration Fees | 26 | 23 | 10 | 14 | 29 | 13 | 12 | |||||||||||||||||||||
Trustees’ Fees | 8 | 2 | 15 | 2 | 14 | 2 | 5 | |||||||||||||||||||||
Other Fees | 21 | 8 | 39 | 22 | 35 | 26 | 12 | |||||||||||||||||||||
Total Expenses | 1,698 | 510 | 1,752 | 266 | 2,578 | 268 | 1,275 | |||||||||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | — | — | (22 | ) | — | (20 | ) | — | |||||||||||||||||||
Less: Administration Fees Waived | (5 | ) | (1 | ) | (8 | ) | (17 | ) | (6 | ) | (12 | ) | (3 | ) | ||||||||||||||
Net Expenses | 1,693 | 509 | 1,744 | 227 | 2,572 | 236 | 1,272 | |||||||||||||||||||||
Net Investment Income | 15,214 | 2,161 | 28,208 | 2,927 | 14,013 | 3,383 | 7,384 | |||||||||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps, Futures and Foreign Currencies: | ||||||||||||||||||||||||||||
Net Realized Gain (Loss) from Investment, Swap, Futures and Foreign Currency Transactions | (3,389 | ) | 1,604 | 3,981 | (471 | ) | 14,621 | 249 | 407 | |||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on | ||||||||||||||||||||||||||||
Investments, Swaps, Futures and Foreign Currencies | (17,601 | ) | (807 | ) | 3,974 | (3,009 | ) | 7,137 | (43 | ) | 1,349 | |||||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps, Futures and Foreign Currencies | (20,990 | ) | 797 | 7,955 | (3,480 | ) | 21,758 | 206 | 1,756 | |||||||||||||||||||
Change in Net Assets from Operations | $ | (5,776 | ) | $ | 2,958 | $ | 36,163 | $ | (553 | ) | $ | 35,771 | $ | 3,589 | $ | 9,140 | ||||||||||||
(a) | Effective February 13, 2009, C Shares converted to R Shares for the Total Return Bond Fund and amounts prior to such date are disclosed as R Shares. |
174
U.S. | ||||||||||||||||||||
Government | ||||||||||||||||||||
Prime Quality | Tax-Exempt | Securities | U.S. Treasury | Virginia Tax- | ||||||||||||||||
Money | Money | Money | Money | Free Money | ||||||||||||||||
Market Fund | Market Fund | Market Fund | Market Fund | Market Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Interest Income | $ | 168,886 | $ | 31,818 | $ | 28,872 | $ | 17,116 | $ | 10,249 | ||||||||||
Interest Recovery Payments by Affiliate | 469 | — | — | — | — | |||||||||||||||
Interest Income From Affiliated Investments | 2,230 | — | — | — | — | |||||||||||||||
Dividend Income | 17,909 | 2,213 | 2,086 | 219 | 680 | |||||||||||||||
Total Investment Income | 189,494 | 34,031 | 30,958 | 17,335 | 10,929 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 42,246 | 8,885 | 9,034 | 8,672 | 2,471 | |||||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 2,222 | 533 | 426 | 405 | 171 | |||||||||||||||
Compliance Services Fees | 221 | 55 | 42 | 30 | 17 | |||||||||||||||
Distribution and Service Fees — A Shares | 7,823 | 740 | 515 | 385 | 542 | |||||||||||||||
Distribution and Service Fees — C Shares | 7 | — | — | — | — | |||||||||||||||
Treasury Guarantee Program Fee | 1,916 | 421 | — | — | 141 | |||||||||||||||
Custodian Fees | 134 | 31 | 25 | 13 | 13 | |||||||||||||||
Printing Fees | 632 | 88 | 62 | 47 | 29 | |||||||||||||||
Registration Fees | �� | 45 | 26 | 24 | 18 | 24 | ||||||||||||||
Trustee Fees | 213 | 52 | 45 | 27 | 17 | |||||||||||||||
Other Fees | 548 | 105 | 111 | 80 | 33 | |||||||||||||||
Total Expenses | 56,007 | 10,936 | 10,284 | 9,677 | 3,458 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | (97 | ) | (261 | ) | (174 | ) | (2,683 | ) | (32 | ) | ||||||||||
Less: Administration Fees Waived | (394 | ) | (104 | ) | (22 | ) | (165 | ) | (33 | ) | ||||||||||
Less: Distribution and Service Fees Waived — A Shares | — | — | (6 | ) | (19 | ) | — | |||||||||||||
Net Expenses | 55,516 | 10,571 | 10,082 | 6,810 | 3,393 | |||||||||||||||
Net Investment Income | 133,978 | 23,460 | 20,876 | 10,525 | 7,536 | |||||||||||||||
Net Realized Gain (Loss) on Investments: | ||||||||||||||||||||
Net Realized Gain (Loss) from Investment Transactions | (51,237 | ) | 39 | (11 | ) | 17 | 179 | |||||||||||||
Net Increase from Payments by Affiliate | 49,000 | — | — | — | — | |||||||||||||||
Net Realized Gain (Loss) on Investments | (2,237 | ) | 39 | (11 | ) | 17 | 179 | |||||||||||||
Change in Net Assets from Operations | $ | 131,741 | $ | 23,499 | $ | 20,865 | $ | 10,542 | $ | 7,715 | ||||||||||
175
Georgia Tax-Exempt | High Grade Municipal | |||||||||||||||||||||||||||||||
Corporate Bond Fund | Bond Fund | Bond Fund | High Income Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 3,683 | $ | 6,126 | $ | 6,827 | $ | 6,172 | $ | 4,516 | $ | 5,869 | $ | 4,090 | $ | 5,041 | ||||||||||||||||
Net Realized Gain (Loss) from Investment and Swap Transactions | (6,405 | ) | (1,084 | ) | (4,161 | ) | (1,435 | ) | (3,464 | ) | (581 | ) | (9,785 | ) | (4,003 | ) | ||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments and Swaps | (365 | ) | (1,934 | ) | 525 | (3,963 | ) | 319 | (969 | ) | (3,305 | ) | (3,721 | ) | ||||||||||||||||||
Change in Net Assets from Operations | (3,087 | ) | �� | 3,108 | 3,191 | 774 | 1,371 | 4,319 | (9,000 | ) | (2,683 | ) | ||||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (3,756 | ) | (4,654 | ) | (6,567 | ) | (5,445 | ) | (4,326 | ) | (5,652 | ) | (2,492 | ) | (3,235 | ) | ||||||||||||||||
A Shares | (73 | ) | (75 | ) | (137 | ) | (150 | ) | (72 | ) | (78 | ) | (181 | ) | (65 | ) | ||||||||||||||||
C Shares | (1,393 | ) | (1,517 | ) | (123 | ) | (150 | ) | (118 | ) | (139 | ) | (1,372 | ) | (1,813 | ) | ||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | — | (415 | ) | — | (687 | ) | |||||||||||||||||||||||
A Shares | — | — | — | — | (6 | ) | — | (18 | ) | |||||||||||||||||||||||
C Shares | — | — | — | — | (14 | ) | — | (430 | ) | |||||||||||||||||||||||
Total Dividends and Distributions | (5,222 | ) | (6,246 | ) | (6,827 | ) | (5,745 | ) | (4,516 | ) | (6,304 | ) | (4,045 | ) | (6,248 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | (20,042 | ) | (29,098 | ) | (4,427 | ) | 31,066 | (97,741 | ) | 10,196 | (1,831 | ) | (11,258 | ) | ||||||||||||||||||
Change in Net Assets | (28,351 | ) | (32,236 | ) | (8,063 | ) | 26,095 | (100,886 | ) | 8,211 | (14,876 | ) | (20,189 | ) | ||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 88,584 | 120,820 | 178,680 | 152,585 | 181,486 | 173,275 | 51,980 | 72,169 | ||||||||||||||||||||||||
End of Period | $ | 60,233 | $ | 88,584 | $ | 170,617 | $ | 178,680 | $ | 80,600 | $ | 181,486 | $ | 37,104 | $ | 51,980 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (1,098 | ) | $ | 763 | $ | 190 | $ | 190 | $ | (7 | ) | $ | (7 | ) | $ | (50 | ) | $ | (45 | ) | |||||||||||
176
Corporate | ||||||||||||||||||||||||||||||||
Bond Fund | Georgia Tax-Exempt Bond Fund | High Grade Municipal Bond Fund | High Income Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 9,351 | $ | 16,903 | $ | 58,367 | $ | 64,102 | $ | 25,580 | $ | 56,199 | $ | 16,852 | $ | 17,711 | ||||||||||||||||
Dividends Reinvested | 351 | 489 | 394 | 396 | 396 | 569 | 1,399 | 1,788 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (26,710 | ) | (39,353 | ) | (60,976 | ) | (32,853 | ) | (122,409 | ) | (44,618 | ) | (17,073 | ) | (26,276 | ) | ||||||||||||||||
Change in Net Assets from I Shares | (17,008 | ) | (21,961 | ) | (2,215 | ) | 31,645 | (96,433 | ) | 12,150 | 1,178 | (6,777 | ) | |||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 1,620 | 798 | 81 | 2,715 | 19 | 645 | 6,632 | 1,127 | ||||||||||||||||||||||||
Dividends Reinvested | 39 | 50 | 53 | 64 | 34 | 47 | 69 | 50 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (561 | ) | (740 | ) | (1,455 | ) | (2,083 | ) | (540 | ) | (1,069 | ) | (6,437 | ) | (697 | ) | ||||||||||||||||
Change in Net Assets from A Shares | 1,098 | 108 | (1,321 | ) | 696 | (487 | ) | (377 | ) | 264 | 480 | |||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 703 | 345 | 12 | 2 | 13 | 3 | 369 | 498 | ||||||||||||||||||||||||
Dividends Reinvested | 984 | 1,072 | 108 | 130 | 65 | 93 | 916 | 1,522 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (5,819 | ) | (8,662 | ) | (1,011 | ) | (1,407 | ) | (899 | ) | (1,673 | ) | (4,558 | ) | (6,981 | ) | ||||||||||||||||
Change in Net Assets from C Shares | (4,132 | ) | (7,245 | ) | (891 | ) | (1,275 | ) | (821 | ) | (1,577 | ) | (3,273 | ) | (4,961 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (20,042 | ) | $ | (29,098 | ) | $ | (4,427 | ) | $ | 31,066 | $ | (97,741 | ) | $ | 10,196 | $ | (1,831 | ) | $ | (11,258 | ) | ||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 1,062 | 1,733 | 5,981 | 6,331 | 2,396 | 5,186 | 3,036 | 2,494 | ||||||||||||||||||||||||
Reinvested | 39 | 50 | 40 | 39 | 38 | 52 | 265 | 260 | ||||||||||||||||||||||||
Redeemed | (2,944 | ) | (4,051 | ) | (6,364 | ) | (3,246 | ) | (11,437 | ) | (4,110 | ) | (2,945 | ) | (3,793 | ) | ||||||||||||||||
Change in I Shares | (1,843 | ) | (2,268 | ) | (343 | ) | 3,124 | (9,003 | ) | 1,128 | 356 | (1,039 | ) | |||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 184 | 83 | 8 | 268 | 2 | 60 | 1,032 | 159 | ||||||||||||||||||||||||
Reinvested | 4 | 5 | 5 | 6 | 3 | 4 | 14 | 7 | ||||||||||||||||||||||||
Redeemed | (61 | ) | (76 | ) | (151 | ) | (206 | ) | (50 | ) | (98 | ) | (994 | ) | (102 | ) | ||||||||||||||||
Change in A Shares | 127 | 12 | (138 | ) | 68 | (45 | ) | (34 | ) | 52 | 64 | |||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | 77 | 35 | 1 | — | 1 | — | 65 | 70 | ||||||||||||||||||||||||
Reinvested | 108 | 110 | 11 | 13 | 6 | 9 | 171 | 221 | ||||||||||||||||||||||||
Redeemed | (635 | ) | (891 | ) | (103 | ) | (139 | ) | (85 | ) | (154 | ) | (825 | ) | (1,003 | ) | ||||||||||||||||
Change in C Shares | (450 | ) | (746 | ) | (91 | ) | (126 | ) | (78 | ) | (145 | ) | (589 | ) | (712 | ) | ||||||||||||||||
Change in Shares | (2,166 | ) | (3,002 | ) | (572 | ) | 3,066 | (9,126 | ) | 949 | (181 | ) | (1,687 | ) | ||||||||||||||||||
177
Investment Grade Tax-Exempt | ||||||||||||||||||||||||||||||||||||||||
Intermediate Bond Fund | Investment Grade Bond Fund | Bond Fund | Limited Duration Fund | |||||||||||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 37,089 | $ | 26,334 | $ | 17,672 | $ | 18,964 | $ | 22,447 | $ | 16,752 | $ | 928 | $ | 2,222 | ||||||||||||||||||||||||
Net Realized Gain (Loss) from Investment, Swap and Foreign Currency Transactions | 23,897 | 8,553 | 10,134 | 4,673 | (6,773 | ) | 3,587 | (1,722 | ) | (16 | ) | |||||||||||||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments, Swaps and Foreign Currencies | (3,770 | ) | 12,231 | (1,699 | ) | 4,363 | 10,053 | 3,642 | 170 | (590 | ) | |||||||||||||||||||||||||||||
Change in Net Assets from Operations | 57,216 | 47,118 | 26,107 | 28,000 | 25,727 | 23,981 | (624 | ) | 1,616 | |||||||||||||||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||||||||||
I Shares | (39,598 | ) | (26,458 | ) | (18,421 | ) | (18,159 | ) | (21,948 | ) | (16,266 | ) | (877 | ) | (2,185 | ) | ||||||||||||||||||||||||
A Shares | (30 | ) | (32 | ) | (751 | ) | (708 | ) | (371 | ) | (336 | ) | — | — | ||||||||||||||||||||||||||
C Shares | — | — | (291 | ) | (323 | ) | (128 | ) | (151 | ) | — | — | ||||||||||||||||||||||||||||
R Shares(a) | (5 | ) | — | — | — | — | — | — | — | |||||||||||||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||||||||||
I Shares | (18,779 | ) | (646 | ) | — | — | (4,229 | ) | (1,323 | ) | — | — | ||||||||||||||||||||||||||||
A Shares | (11 | ) | (1 | ) | — | — | (77 | ) | (28 | ) | — | — | ||||||||||||||||||||||||||||
C Shares | — | — | — | — | (34 | ) | (16 | ) | — | — | ||||||||||||||||||||||||||||||
R Shares(a) | (2 | ) | — | — | — | — | — | — | — | |||||||||||||||||||||||||||||||
Total Dividends and Distributions | (58,425 | ) | (27,137 | ) | (19,463 | ) | (19,190 | ) | (26,787 | ) | (18,120 | ) | (877 | ) | (2,185 | ) | ||||||||||||||||||||||||
Change in Net Assets from Capital Transactions | 262,145 | 699,504 | 12,511 | (21,242 | ) | 274,299 | 127,864 | (11,182 | ) | 3,787 | ||||||||||||||||||||||||||||||
Change in Net Assets | 260,936 | 719,485 | 19,155 | (12,432 | ) | 273,239 | 133,725 | (12,683 | ) | 3,218 | ||||||||||||||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||||||||||
Beginning of Period | 813,727 | 94,242 | 407,314 | 419,746 | 563,175 | 429,450 | 43,509 | 40,291 | ||||||||||||||||||||||||||||||||
End of Period | $ | 1,074,663 | $ | 813,727 | $ | 426,469 | $ | 407,314 | $ | 836,414 | $ | 563,175 | $ | 30,826 | $ | 43,509 | ||||||||||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (2,926 | ) | $ | 1,528 | $ | (1,684 | ) | $ | 952 | $ | (154 | ) | $ | (154 | ) | $ | 1 | $ | — | ||||||||||||||||||||
(a) | Effective February 13, 2009, C Shares converted to R Shares for the Intermediate Bond Fund and amounts prior to such date are disclosed as R Shares. |
178
Investment Grade Tax-Exempt | ||||||||||||||||||||||||||||||||
Intermediate Bond Fund | Investment Grade Bond Fund | Bond Fund | Limited Duration Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 498,506 | $ | 768,551 | $ | 150,548 | $ | 126,591 | $ | 600,939 | $ | 250,079 | $ | 1,357 | $ | 14,306 | ||||||||||||||||
Dividends Reinvested | 12,619 | 4,243 | 12,309 | 10,207 | 10,405 | 6,421 | 579 | 1,558 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (251,401 | ) | (73,892 | ) | (165,010 | ) | (154,150 | ) | (339,364 | ) | (126,339 | ) | (13,118 | ) | (12,077 | ) | ||||||||||||||||
Change in Net Assets from I Shares | 259,724 | 698,902 | (2,153 | ) | (17,352 | ) | 271,980 | 130,161 | (11,182 | ) | 3,787 | |||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 2,286 | 1,931 | 16,461 | 3,215 | 6,643 | 585 | — | — | ||||||||||||||||||||||||
Dividends Reinvested | 29 | 23 | 677 | 628 | 239 | 247 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (428 | ) | (1,360 | ) | (5,947 | ) | (6,229 | ) | (3,887 | ) | (1,795 | ) | — | — | ||||||||||||||||||
Change in Net Assets from A Shares | 1,887 | 594 | 11,191 | (2,386 | ) | 2,995 | (963 | ) | — | — | ||||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | 5,016 | 304 | 217 | 9 | — | — | ||||||||||||||||||||||||
Dividends Reinvested | — | — | 257 | 287 | 125 | 129 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | — | — | (1,800 | ) | (2,095 | ) | (1,018 | ) | (1,472 | ) | — | — | ||||||||||||||||||||
Change in Net Assets from C Shares | — | — | 3,473 | (1,504 | ) | (676 | ) | (1,334 | ) | — | — | |||||||||||||||||||||
R Shares:(a) | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 544 | 9 | — | — | — | — | — | — | ||||||||||||||||||||||||
Dividends Reinvested | 6 | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (16 | ) | (1 | ) | — | — | — | — | — | — | ||||||||||||||||||||||
Change in Net Assets from R Shares | 534 | 8 | — | — | — | — | — | — | ||||||||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 262,145 | $ | 699,504 | $ | 12,511 | $ | (21,242 | ) | $ | 274,299 | $ | 127,864 | $ | (11,182 | ) | $ | 3,787 | ||||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 48,849 | 76,482 | 14,077 | 11,942 | 52,023 | 21,771 | 139 | 1,434 | ||||||||||||||||||||||||
Reinvested | 1,246 | 420 | 1,152 | 965 | 915 | 559 | 60 | 156 | ||||||||||||||||||||||||
Redeemed | (24,778 | ) | (7,350 | ) | (15,461 | ) | (14,624 | ) | (29,626 | ) | (10,982 | ) | (1,372 | ) | (1,215 | ) | ||||||||||||||||
Change in I Shares | 25,317 | 69,552 | (232 | ) | (1,717 | ) | 23,312 | 11,348 | (1,173 | ) | 375 | |||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 223 | 194 | 1,523 | 306 | 572 | 51 | — | — | ||||||||||||||||||||||||
Reinvested | 3 | 2 | 63 | 59 | 21 | 22 | — | — | ||||||||||||||||||||||||
Redeemed | (42 | ) | (135 | ) | (556 | ) | (591 | ) | (340 | ) | (157 | ) | — | — | ||||||||||||||||||
Change in A Shares | 184 | 61 | 1,030 | (226 | ) | 253 | (84 | ) | — | — | ||||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | — | — | 460 | 29 | 18 | 1 | — | — | ||||||||||||||||||||||||
Reinvested | — | — | 24 | 27 | 11 | 11 | — | — | ||||||||||||||||||||||||
Redeemed | — | — | (170 | ) | (198 | ) | (89 | ) | (128 | ) | — | — | ||||||||||||||||||||
Change in C Shares | — | — | 314 | (142 | ) | (60 | ) | (116 | ) | — | — | |||||||||||||||||||||
R Shares:(a) | ||||||||||||||||||||||||||||||||
Issued | 53 | 1 | — | — | — | — | — | — | ||||||||||||||||||||||||
Reinvested | 1 | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Redeemed | (2 | ) | — | — | — | — | — | — | — | |||||||||||||||||||||||
Change in R Shares | 52 | 1 | — | — | — | — | — | — | ||||||||||||||||||||||||
Change in Shares | 25,553 | 69,614 | 1,112 | (2,085 | ) | 23,505 | 11,148 | (1,173 | ) | 375 | ||||||||||||||||||||||
(a) | Effective February 13, 2009, C Shares converted to R Shares for the Intermediate Bond Fund and amounts prior to such date are disclosed as R Shares. |
179
Limited-Term Federal | North Carolina | |||||||||||||||||||||||||||||||
Mortgage | Maryland Municipal | Tax-Exempt | Seix Floating Rate | |||||||||||||||||||||||||||||
Securities Fund | Bond Fund | Bond Fund | High Income Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 2,956 | $ | 7,027 | $ | 1,329 | $ | 1,386 | $ | 1,678 | $ | 1,575 | $ | 34,907 | $ | 49,636 | ||||||||||||||||
Net Realized Gain (Loss) from Investment and Swap Transactions | 717 | (1,816 | ) | (522 | ) | (116 | ) | (1,029 | ) | (609 | ) | (68,652 | ) | (25,168 | ) | |||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments and Swaps | 489 | 1,945 | 147 | (574 | ) | 521 | (889 | ) | (26,992 | ) | (53,643 | ) | ||||||||||||||||||||
Change in Net Assets from Operations | 4,162 | 7,156 | 954 | 696 | 1,170 | 77 | (60,737 | ) | (29,175 | ) | ||||||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (2,769 | ) | (6,967 | ) | (1,174 | ) | (1,217 | ) | (1,656 | ) | (1,546 | ) | (34,483 | ) | (48,930 | ) | ||||||||||||||||
A Shares | (101 | ) | (152 | ) | (1 | ) | (2 | ) | (22 | ) | (29 | ) | (366 | ) | (637 | ) | ||||||||||||||||
C Shares | (342 | ) | (505 | ) | (153 | ) | (167 | ) | — | — | (15 | ) | (9 | ) | ||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | (19 | ) | — | — | — | (1,465 | ) | ||||||||||||||||||||||
A Shares | — | — | — | — | — | — | — | (17 | ) | |||||||||||||||||||||||
C Shares | — | — | — | (3 | ) | — | — | — | (1 | ) | ||||||||||||||||||||||
Total Dividends and Distributions | (3,212 | ) | (7,624 | ) | (1,328 | ) | (1,408 | ) | (1,678 | ) | (1,575 | ) | (34,864 | ) | (51,059 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | (50,222 | ) | (341,245 | ) | (12,260 | ) | 8,332 | 921 | 276 | 98,989 | 47,072 | |||||||||||||||||||||
Change in Net Assets | (49,272 | ) | (341,713 | ) | (12,634 | ) | 7,620 | 413 | (1,222 | ) | 3,388 | (33,162 | ) | |||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 99,106 | 440,819 | 44,051 | 36,431 | 43,806 | 45,028 | 560,015 | 593,177 | ||||||||||||||||||||||||
End of Period | $ | 49,834 | $ | 99,106 | $ | 31,417 | $ | 44,051 | $ | 44,219 | $ | 43,806 | $ | 563,403 | $ | 560,015 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (43 | ) | $ | 130 | $ | (40 | ) | $ | (41 | ) | $ | (63 | ) | $ | (63 | ) | $ | (98 | ) | $ | (85 | ) | |||||||||
180
Limited-Term Federal | ||||||||||||||||||||||||||||||||
Mortgage | Maryland Municipal | Seix Floating Rate High | ||||||||||||||||||||||||||||||
Securities Fund | Bond Fund | North Carolina Tax-Exempt Bond Fund | Income Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 4,943 | $ | 16,759 | $ | 4,375 | $ | 17,043 | $ | 17,596 | $ | 14,056 | $ | 401,972 | $ | 415,063 | ||||||||||||||||
Dividends Reinvested | 990 | 2,221 | 27 | 38 | 20 | 15 | 24,530 | 39,426 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (53,140 | ) | (355,644 | ) | (16,116 | ) | (7,852 | ) | (16,499 | ) | (13,687 | ) | (327,938 | ) | (405,010 | ) | ||||||||||||||||
Change in Net Assets from I Shares | (47,207 | ) | (336,664 | ) | (11,714 | ) | 9,229 | 1,117 | 384 | 98,564 | 49,479 | |||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 433 | 946 | — | 294 | — | 601 | 1,140 | 8,633 | ||||||||||||||||||||||||
Dividends Reinvested | 82 | 132 | 1 | 2 | 13 | 9 | 43 | 214 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (1,091 | ) | (1,943 | ) | (45 | ) | (293 | ) | (209 | ) | (716 | ) | (1,132 | ) | (11,489 | ) | ||||||||||||||||
Change in Net Assets from A Shares | (576 | ) | (865 | ) | (44 | ) | 3 | (196 | ) | (106 | ) | 51 | (2,642 | ) | ||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 37 | 41 | 22 | 7 | — | — | 425 | 268 | ||||||||||||||||||||||||
Dividends Reinvested | 286 | 426 | 123 | 136 | — | — | 9 | 6 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (2,762 | ) | (4,183 | ) | (647 | ) | (1,043 | ) | — | (2 | ) | (60 | ) | (39 | ) | |||||||||||||||||
Change in Net Assets from C Shares | (2,439 | ) | (3,716 | ) | (502 | ) | (900 | ) | — | (2 | ) | 374 | 235 | |||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (50,222 | ) | $ | (341,245 | ) | $ | (12,260 | ) | $ | 8,332 | $ | 921 | $ | 276 | $ | 98,989 | $ | 47,072 | |||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 498 | 1,694 | 437 | 1,680 | 1,833 | 1,427 | 50,915 | 43,054 | ||||||||||||||||||||||||
Reinvested | 100 | 224 | 3 | 4 | 2 | 1 | 3,012 | 4,143 | ||||||||||||||||||||||||
Redeemed | (5,383 | ) | (35,833 | ) | (1,643 | ) | (777 | ) | (1,737 | ) | (1,383 | ) | (40,485 | ) | (43,415 | ) | ||||||||||||||||
Change in I Shares | (4,785 | ) | (33,915 | ) | (1,203 | ) | 907 | 98 | 45 | 13,442 | 3,782 | |||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 44 | 96 | — | 30 | — | 61 | 150 | 888 | ||||||||||||||||||||||||
Reinvested | 8 | 13 | — | — | 2 | 1 | 5 | 22 | ||||||||||||||||||||||||
Redeemed | (110 | ) | (197 | ) | (5 | ) | (29 | ) | (22 | ) | (73 | ) | (147 | ) | (1,203 | ) | ||||||||||||||||
Change in A Shares | (58 | ) | (88 | ) | (5 | ) | 1 | (20 | ) | (11 | ) | 8 | (293 | ) | ||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | 4 | 4 | 3 | 1 | — | — | 56 | 27 | ||||||||||||||||||||||||
Reinvested | 29 | 43 | 12 | 13 | — | — | 1 | 1 | ||||||||||||||||||||||||
Redeemed | (280 | ) | (421 | ) | (66 | ) | (103 | ) | — | — | (7 | ) | (4 | ) | ||||||||||||||||||
Change in C Shares | (247 | ) | (374 | ) | (51 | ) | (89 | ) | — | — | 50 | 24 | ||||||||||||||||||||
Change in Shares | (5,090 | ) | (34,377 | ) | (1,259 | ) | 819 | 78 | 34 | 13,500 | 3,513 | |||||||||||||||||||||
181
Seix Global | Short-Term U.S. | |||||||||||||||||||||||||||
Strategy Fund | Seix High Yield Fund | Short-Term Bond Fund | Treasury Securities Fund | |||||||||||||||||||||||||
09/08/08* - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | ||||||||||||||||||||||
03/31/09 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 40 | $ | 64,147 | $ | 67,016 | $ | 15,214 | $ | 17,192 | $ | 2,161 | $ | 2,916 | ||||||||||||||
Net Realized Gain (Loss) from Investment, Swap, Futures and Foreign Currency Transactions | 298 | (111,315 | ) | (49,258 | ) | (3,389 | ) | 2,527 | 1,604 | 286 | ||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments, Swaps, Futures and Foreign Currencies | 49 | (48,929 | ) | (39,042 | ) | (17,601 | ) | 523 | (807 | ) | 2,596 | |||||||||||||||||
Change in Net Assets from Operations | 387 | (96,097 | ) | (21,284 | ) | (5,776 | ) | 20,242 | 2,958 | 5,798 | ||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||
I Shares | (59 | ) | (62,007 | ) | (65,571 | ) | (14,875 | ) | (16,862 | ) | (1,670 | ) | (2,447 | ) | ||||||||||||||
A Shares | — | (1,603 | ) | (1,990 | ) | (131 | ) | (162 | ) | (349 | ) | (157 | ) | |||||||||||||||
C Shares | — | (278 | ) | (312 | ) | (99 | ) | (139 | ) | (141 | ) | (312 | ) | |||||||||||||||
Tax Return of Capital | ||||||||||||||||||||||||||||
I Shares | — | — | — | — | — | — | — | |||||||||||||||||||||
A Shares | — | — | — | — | — | — | — | |||||||||||||||||||||
C Shares | — | — | — | — | — | — | — | |||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||
I Shares | (61 | ) | — | — | — | — | — | — | ||||||||||||||||||||
A Shares | — | — | — | — | — | — | — | |||||||||||||||||||||
C Shares | — | — | — | — | — | — | — | |||||||||||||||||||||
Total Dividends and Distributions | (120 | ) | (63,888 | ) | (67,873 | ) | (15,105 | ) | (17,163 | ) | (2,160 | ) | (2,916 | ) | ||||||||||||||
Change in Net Assets from Capital Transactions | 10,160 | 280,871 | (373,448 | ) | (44,558 | ) | (40,176 | ) | 9,806 | 1,362 | ||||||||||||||||||
Change in Net Assets | 10,427 | 120,886 | (462,605 | ) | (65,439 | ) | (37,097 | ) | 10,604 | 4,244 | ||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||
Beginning of Period | — | 688,733 | 1,151,338 | 397,903 | 435,000 | 75,055 | 70,811 | |||||||||||||||||||||
End of Period | $ | 10,427 | $ | 809,619 | $ | 688,733 | $ | 332,464 | $ | 397,903 | $ | 85,659 | $ | 75,055 | ||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (47 | ) | $ | (814 | ) | $ | (782 | ) | $ | 22 | $ | 26 | $ | — | $ | (1 | ) | ||||||||||
182
Seix Global | Short-Term U.S. | |||||||||||||||||||||||||||||||
Strategy Fund | Seix High Yield Fund | Short-Term Bond Fund | Treasury Securities Fund | |||||||||||||||||||||||||||||
09/08/08* - | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | ||||||||||||||||||||||||||
03/31/09 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | ||||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 15,991 | $ | 520,611 | $ | 227,317 | $ | 153,005 | $ | 143,037 | $ | 20,259 | $ | 20,010 | ||||||||||||||||||
Dividends Reinvested | 34 | 49,264 | 56,687 | 4,267 | 4,166 | 410 | 394 | |||||||||||||||||||||||||
Cost of Shares Redeemed | (5,865 | ) | (291,411 | ) | (651,781 | ) | (200,576 | ) | (186,315 | ) | (21,786 | ) | (15,806 | ) | ||||||||||||||||||
Change in Net Assets from I Shares | 10,160 | 278,464 | (367,777 | ) | (43,304 | ) | (39,112 | ) | (1,117 | ) | 4,598 | |||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | — | 14,251 | 1,675 | 663 | 1,760 | 30,304 | 402 | |||||||||||||||||||||||||
Dividends Reinvested | — | 1,436 | 1,895 | 93 | 120 | 214 | 121 | |||||||||||||||||||||||||
Cost of Shares Redeemed | — | (15,114 | ) | (8,751 | ) | (1,636 | ) | (1,886 | ) | (17,832 | ) | (850 | ) | |||||||||||||||||||
Change in Net Assets from A Shares | — | 573 | (5,181 | ) | (880 | ) | (6 | ) | 12,686 | (327 | ) | |||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | — | 2,236 | 200 | 157 | 123 | 804 | 318 | |||||||||||||||||||||||||
Dividends Reinvested | — | 117 | 125 | 91 | 127 | 125 | 274 | |||||||||||||||||||||||||
Cost of Shares Redeemed | — | (519 | ) | (815 | ) | (622 | ) | (1,308 | ) | (2,692 | ) | (3,501 | ) | |||||||||||||||||||
Change in Net Assets from C Shares | — | 1,834 | (490 | ) | (374 | ) | (1,058 | ) | (1,763 | ) | (2,909 | ) | ||||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 10,160 | $ | 280,871 | $ | (373,448 | ) | $ | (44,558 | ) | $ | (40,176 | ) | $ | 9,806 | $ | 1,362 | |||||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 1,561 | 62,079 | 21,570 | 15,955 | 14,543 | 1,986 | 2,003 | |||||||||||||||||||||||||
Reinvested | 3 | 5,831 | 5,468 | 447 | 423 | 40 | 39 | |||||||||||||||||||||||||
Redeemed | (565 | ) | (34,320 | ) | (62,214 | ) | (21,218 | ) | (18,997 | ) | (2,133 | ) | (1,588 | ) | ||||||||||||||||||
Change in I Shares | 999 | 33,590 | (35,176 | ) | (4,816 | ) | (4,031 | ) | (107 | ) | 454 | |||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | — | 1,908 | 164 | 68 | 179 | 2,971 | 40 | |||||||||||||||||||||||||
Reinvested | — | 171 | 188 | 10 | 12 | 21 | 12 | |||||||||||||||||||||||||
Redeemed | — | (1,898 | ) | (871 | ) | (171 | ) | (192 | ) | (1,729 | ) | (85 | ) | |||||||||||||||||||
Change in A Shares | — | 181 | (519 | ) | (93 | ) | (1 | ) | 1,263 | (33 | ) | |||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | — | 284 | 20 | 16 | 13 | 79 | 31 | |||||||||||||||||||||||||
Reinvested | — | 14 | 12 | 10 | 13 | 12 | 28 | |||||||||||||||||||||||||
Redeemed | — | (56 | ) | (80 | ) | (65 | ) | (133 | ) | (264 | ) | (353 | ) | |||||||||||||||||||
Change in C Shares | — | 242 | (48 | ) | (39 | ) | (107 | ) | (173 | ) | (294 | ) | ||||||||||||||||||||
Change in Shares | 999 | 34,013 | (35,743 | ) | (4,948 | ) | (4,139 | ) | 983 | 127 | ||||||||||||||||||||||
183
U.S. Government | U.S. Government | |||||||||||||||||||||||||||||||
Total Return Bond Fund | Ultra-Short Bond Fund | Securities Fund | Securities Ultra-Short Bond Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 28,208 | $ | 32,003 | $ | 2,927 | $ | 3,949 | $ | 14,013 | $ | 27,683 | $ | 3,383 | $ | 1,866 | ||||||||||||||||
Net Realized Gain (Loss) from Investment, Swap and Foreign Currency Transactions | 3,981 | 5,965 | (471 | ) | 100 | 14,621 | 4,039 | 249 | 123 | |||||||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments, Swaps and Foreign Currencies | 3,974 | 3,710 | (3,009 | ) | (864 | ) | 7,137 | 13,983 | (43 | ) | 267 | |||||||||||||||||||||
Change in Net Assets from Operations | 36,163 | 41,678 | (553 | ) | 3,185 | 35,771 | 45,705 | 3,589 | 2,256 | |||||||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (29,484 | ) | (32,040 | ) | (2,897 | ) | (3,946 | ) | (14,149 | ) | (27,304 | ) | (3,540 | ) | (1,928 | ) | ||||||||||||||||
A Shares | (15 | ) | (13 | ) | — | — | (88 | ) | (164 | ) | — | — | ||||||||||||||||||||
C Shares | — | — | — | — | (85 | ) | (177 | ) | — | — | ||||||||||||||||||||||
R Shares(a) | (3 | ) | (1 | ) | — | — | — | — | — | — | ||||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | — | (1,046 | ) | — | — | — | |||||||||||||||||||||||
A Shares | — | — | — | — | (8 | ) | — | — | — | |||||||||||||||||||||||
C Shares | — | — | — | — | (9 | ) | — | — | — | |||||||||||||||||||||||
R Shares(a) | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Total Dividends and Distributions | (29,502 | ) | (32,054 | ) | (2,897 | ) | (3,946 | ) | (15,385 | ) | (27,645 | ) | (3,540 | ) | (1,928 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | (34,319 | ) | 19,107 | (29,354 | ) | 3,007 | (171,744 | ) | (61,398 | ) | 27,722 | 28,165 | ||||||||||||||||||||
Change in Net Assets | (27,658 | ) | 28,731 | (32,804 | ) | 2,246 | (151,358 | ) | (43,338 | ) | 27,771 | 28,493 | ||||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 630,760 | 602,029 | 87,892 | 85,646 | 499,688 | 543,026 | 62,904 | 34,411 | ||||||||||||||||||||||||
End of Period | $ | 603,102 | $ | 630,760 | $ | 55,088 | $ | 87,892 | $ | 348,330 | $ | 499,688 | $ | 90,675 | $ | 62,904 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (1,964 | ) | $ | 1,245 | $ | 25 | $ | 40 | $ | 378 | $ | 302 | $ | 14 | $ | 30 | |||||||||||||||
(a) | Effective February 13, 2009, C Shares converted to R Shares for the Total Return Bond Fund and amounts prior to such date are disclosed as R Shares. |
184
U.S. Government | U.S. Government | |||||||||||||||||||||||||||||||
Total Return Bond Fund | Ultra-Short Bond Fund | Securities Fund | Securities Ultra-Short Bond Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 146,066 | $ | 190,795 | $ | 21,364 | $ | 50,129 | $ | 135,953 | $ | 221,770 | $ | 132,347 | $ | 41,205 | ||||||||||||||||
Dividends Reinvested | 13,775 | 14,034 | 1,186 | 1,395 | 2,820 | 3,769 | 1,905 | 901 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (194,681 | ) | (185,673 | ) | (51,904 | ) | (48,517 | ) | (309,089 | ) | (286,437 | ) | (106,530 | ) | (13,941 | ) | ||||||||||||||||
Change in Net Assets from I Shares | (34,840 | ) | 19,156 | (29,354 | ) | 3,007 | (170,316 | ) | (60,898 | ) | 27,722 | 28,165 | ||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 474 | 29 | — | — | 1,107 | 3,457 | — | — | ||||||||||||||||||||||||
Dividends Reinvested | 11 | 9 | — | — | 70 | 125 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (247 | ) | (97 | ) | — | — | (1,846 | ) | (3,065 | ) | — | — | ||||||||||||||||||||
Change in Net Assets from A Shares | 238 | (59 | ) | — | — | (669 | ) | 517 | — | — | ||||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | — | — | 348 | 40 | — | — | ||||||||||||||||||||||||
Dividends Reinvested | — | — | — | — | 84 | 158 | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | — | — | — | — | (1,191 | ) | (1,215 | ) | — | — | ||||||||||||||||||||||
Change in Net Assets from C Shares | — | — | — | — | (759 | ) | (1,017 | ) | — | — | ||||||||||||||||||||||
R Shares:(a) | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 316 | 9 | — | — | — | — | — | — | ||||||||||||||||||||||||
Dividends Reinvested | 3 | 1 | — | — | — | — | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (36 | ) | — | — | — | — | — | — | — | |||||||||||||||||||||||
Change in Net Assets from R Shares | 283 | 10 | — | — | — | — | — | — | ||||||||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (34,319 | ) | $ | 19,107 | $ | (29,354 | ) | $ | 3,007 | $ | (171,744 | ) | $ | (61,398 | ) | $ | 27,722 | $ | 28,165 | ||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 14,428 | 19,247 | 2,178 | 5,013 | 12,641 | 21,457 | 13,258 | 4,124 | ||||||||||||||||||||||||
Reinvested | 1,376 | 1,406 | 123 | 140 | 262 | 364 | 191 | 90 | ||||||||||||||||||||||||
Redeemed | (19,527 | ) | (18,646 | ) | (5,378 | ) | (4,852 | ) | (28,605 | ) | (27,370 | ) | (10,682 | ) | (1,397 | ) | ||||||||||||||||
Change in I Shares | (3,723 | ) | 2,007 | (3,077 | ) | 301 | (15,702 | ) | (5,549 | ) | 2,767 | 2,817 | ||||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 45 | 2 | — | — | 102 | 337 | — | — | ||||||||||||||||||||||||
Reinvested | 1 | 1 | — | — | 6 | 12 | — | — | ||||||||||||||||||||||||
Redeemed | (24 | ) | (9 | ) | — | — | (172 | ) | (296 | ) | — | — | ||||||||||||||||||||
Change in A Shares | 22 | (6 | ) | — | — | (64 | ) | 53 | — | — | ||||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | — | — | — | — | 31 | 4 | — | — | ||||||||||||||||||||||||
Reinvested | — | — | — | — | 8 | 15 | — | — | ||||||||||||||||||||||||
Redeemed | — | — | — | — | (110 | ) | (118 | ) | — | — | ||||||||||||||||||||||
Change in C Shares | — | �� | — | — | (71 | ) | (99 | ) | — | — | ||||||||||||||||||||||
R Shares:(a) | ||||||||||||||||||||||||||||||||
Issued | 32 | 1 | — | — | — | — | — | — | ||||||||||||||||||||||||
Reinvested | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Redeemed | (4 | ) | — | — | — | — | — | — | — | |||||||||||||||||||||||
Change in R Shares | 28 | 1 | — | — | — | — | — | — | ||||||||||||||||||||||||
Change in Shares | (3,673 | ) | 2,002 | (3,077 | ) | 301 | (15,837 | ) | (5,595 | ) | 2,767 | 2,817 | ||||||||||||||||||||
(a) | Effective February 13, 2009, C Shares converted to R Shares for the Total Return Bond Fund and amounts prior to such date are disclosed as R Shares. |
185
U.S. Government | ||||||||||||||||||||||||||||||||
Prime Quality Money | Tax-Exempt Money | Securities Money | ||||||||||||||||||||||||||||||
Virginia Intermediate Municipal Bond Fund | Market Fund | Market Fund | Market Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 7,384 | $ | 7,819 | $ | 133,978 | $ | 430,271 | $ | 23,460 | $ | 56,139 | $ | 20,876 | $ | 45,412 | ||||||||||||||||
Net Realized Gain (Loss) from Investment Transactions | 407 | (348 | ) | (2,237 | ) | (2,263 | ) | 39 | 51 | (11 | ) | 2 | ||||||||||||||||||||
Net Change in Unrealized Appreciation/Depreciation on Investments | 1,349 | (139 | ) | — | — | — | — | — | — | |||||||||||||||||||||||
Change in Net Assets from Operations | 9,140 | 7,332 | 131,741 | 428,008 | 23,499 | 56,190 | 20,865 | 45,414 | ||||||||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
I Shares | (7,062 | ) | (7,529 | ) | (54,927 | ) | (159,091 | ) | (18,169 | ) | (38,714 | ) | (17,574 | ) | (34,341 | ) | ||||||||||||||||
A Shares | (248 | ) | (207 | ) | (79,009 | ) | (271,012 | ) | (5,291 | ) | (17,424 | ) | (3,302 | ) | (11,103 | ) | ||||||||||||||||
C Shares | (74 | ) | (83 | ) | (43 | ) | (168 | ) | — | — | — | — | ||||||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||||||||||
I Shares | — | — | — | — | — | (195 | ) | — | — | |||||||||||||||||||||||
A Shares | — | — | — | — | — | (83 | ) | — | — | |||||||||||||||||||||||
C Shares | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||
Total Dividends and Distributions | (7,384 | ) | (7,819 | ) | (133,979 | ) | (430,271 | ) | (23,460 | ) | (56,416 | ) | (20,876 | ) | (45,444 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | (23,510 | ) | (9,265 | ) | (3,086,726 | ) | 1,194,783 | (236,408 | ) | 412,027 | (1,218,461 | ) | 1,492,880 | |||||||||||||||||||
Change in Net Assets | (21,754 | ) | (9,752 | ) | (3,088,964 | ) | 1,192,520 | (236,369 | ) | 411,801 | (1,218,472 | ) | 1,492,850 | |||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 213,840 | 223,592 | 10,362,258 | 9,169,738 | 2,163,905 | 1,752,104 | 2,441,944 | 949,094 | ||||||||||||||||||||||||
End of Period | $ | 192,086 | $ | 213,840 | $ | 7,273,294 | $ | 10,362,258 | $ | 1,927,536 | $ | 2,163,905 | $ | 1,223,472 | $ | 2,441,944 | ||||||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (22 | ) | $ | (21 | ) | $ | 32 | $ | 33 | $ | 31 | $ | 27 | $ | (7 | ) | $ | (18 | ) | ||||||||||||
186
U.S. Government | ||||||||||||||||||||||||||||||||
Prime Quality | Tax-Exempt | Securities Money | ||||||||||||||||||||||||||||||
Virginia Intermediate Municipal Bond Fund | Money Market Fund | Money Market Fund | Market Fund | |||||||||||||||||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 32,923 | $ | 35,802 | $ | 3,429,318 | $ | 5,562,214 | $ | 1,956,240 | $ | 2,388,440 | $ | 1,037,897 | $ | 2,368,401 | ||||||||||||||||
Dividends Reinvested | 157 | 162 | 6,464 | 18,302 | 8 | 8 | 96 | 328 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (57,330 | ) | (45,889 | ) | (3,820,825 | ) | (4,993,485 | ) | (1,961,208 | ) | (1,972,418 | ) | (2,267,104 | ) | (951,500 | ) | ||||||||||||||||
Change in Net Assets from I Shares | (24,250 | ) | (9,925 | ) | (385,043 | ) | 587,031 | (4,960 | ) | 416,030 | (1,229,111 | ) | 1,417,229 | |||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 1,775 | 2,525 | 1,122,176 | 2,874,940 | 454,595 | 724,129 | 367,755 | 411,165 | ||||||||||||||||||||||||
Dividends Reinvested | 146 | 106 | 78,978 | 270,896 | 5,291 | 17,508 | 3,302 | 11,103 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (642 | ) | (1,792 | ) | (3,900,955 | ) | (2,538,480 | ) | (691,334 | ) | (745,640 | ) | (360,407 | ) | (346,617 | ) | ||||||||||||||||
Change in Net Assets from A Shares | 1,279 | 839 | (2,699,801 | ) | 607,356 | (231,448 | ) | (4,003 | ) | 10,650 | 75,651 | |||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 115 | 100 | 724 | 1,253 | — | — | — | — | ||||||||||||||||||||||||
Dividends Reinvested | 51 | 60 | 38 | 144 | — | — | — | — | ||||||||||||||||||||||||
Cost of Shares Redeemed | (705 | ) | (339 | ) | (2,644 | ) | (1,001 | ) | — | — | — | — | ||||||||||||||||||||
Change in Net Assets from C Shares | (539 | ) | (179 | ) | (1,882 | ) | 396 | — | — | — | — | |||||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (23,510 | ) | $ | (9,265 | ) | $ | (3,086,726 | ) | $ | 1,194,783 | $ | (236,408 | ) | $ | 412,027 | $ | (1,218,461 | ) | $ | 1,492,880 | |||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||||||||||
Issued | 3,256 | 3,549 | 3,429,318 | 5,562,214 | 1,956,240 | 2,388,440 | 1,037,897 | 2,368,401 | ||||||||||||||||||||||||
Reinvested | 16 | 16 | 6,464 | 18,302 | 8 | 8 | 96 | 328 | ||||||||||||||||||||||||
Redeemed | (5,744 | ) | (4,555 | ) | (3,820,825 | ) | (4,993,485 | ) | (1,961,208 | ) | (1,972,418 | ) | (2,267,104 | ) | (951,500 | ) | ||||||||||||||||
Change in I Shares | (2,472 | ) | (990 | ) | (385,043 | ) | 587,031 | (4,960 | ) | 416,030 | (1,229,111 | ) | 1,417,229 | |||||||||||||||||||
A Shares: | ||||||||||||||||||||||||||||||||
Issued | 177 | 249 | 1,122,176 | 2,874,940 | 454,595 | 724,129 | 367,755 | 411,165 | ||||||||||||||||||||||||
Reinvested | 14 | 11 | 78,978 | 270,896 | 5,291 | 17,508 | 3,302 | 11,103 | ||||||||||||||||||||||||
Redeemed | (63 | ) | (177 | ) | (3,900,955 | ) | (2,538,480 | ) | (691,334 | ) | (745,640 | ) | (360,407 | ) | (346,617 | ) | ||||||||||||||||
Change in A Shares | 128 | 83 | (2,699,801 | ) | 607,356 | (231,448 | ) | (4,003 | ) | 10,650 | 75,651 | |||||||||||||||||||||
C Shares: | ||||||||||||||||||||||||||||||||
Issued | 12 | 10 | 724 | 1,253 | — | — | — | — | ||||||||||||||||||||||||
Reinvested | 5 | 6 | 38 | 144 | — | — | — | — | ||||||||||||||||||||||||
Redeemed | (71 | ) | (34 | ) | (2,644 | ) | (1,001 | ) | — | — | — | — | ||||||||||||||||||||
Change in C Shares | (54 | ) | (18 | ) | (1,882 | ) | 396 | — | — | — | — | |||||||||||||||||||||
Change in Shares | (2,398 | ) | (925 | ) | (3,086,726 | ) | 1,194,783 | (236,408 | ) | 412,027 | (1,218,461 | ) | 1,492,880 | |||||||||||||||||||
187
U.S. Treasury | Virginia Tax-Free | |||||||||||||||
Money Market Fund | Money Market Fund | |||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||
Operations: | ||||||||||||||||
Net Investment Income (Loss) | $ | 10,525 | $ | 40,159 | $ | 7,536 | $ | 19,247 | ||||||||
Net Realized Gain (Loss) from Investment Transactions | 17 | 31 | 179 | 147 | ||||||||||||
Change in Net Assets from Operations | 10,542 | 40,190 | 7,715 | 19,394 | ||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||
Net Investment Income: | ||||||||||||||||
I Shares | (9,740 | ) | (38,384 | ) | (3,301 | ) | (8,010 | ) | ||||||||
A Shares | (785 | ) | (1,775 | ) | (4,235 | ) | (11,237 | ) | ||||||||
Net Realized Gains: | ||||||||||||||||
I Shares | — | — | — | (36 | ) | |||||||||||
A Shares | — | — | — | (56 | ) | |||||||||||
Total Dividends and Distributions | (10,525 | ) | (40,159 | ) | (7,536 | ) | (19,339 | ) | ||||||||
Change in Net Assets from Capital Transactions | 268,873 | 175,144 | (273,120 | ) | 104,392 | |||||||||||
Change in Net Assets | 268,890 | 175,175 | (272,941 | ) | 104,447 | |||||||||||
Net Assets: | ||||||||||||||||
Beginning of Period | 1,231,794 | 1,056,619 | 713,179 | 608,732 | ||||||||||||
End of Period | $ | 1,500,684 | $ | 1,231,794 | $ | 440,238 | $ | 713,179 | ||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | 80 | $ | 80 | $ | 112 | $ | 13 | ||||||||
188
U.S. Treasury | Virginia Tax-Free | |||||||||||||||
Money Market Fund | Money Market Fund | |||||||||||||||
04/01/08 - | 04/01/07 - | 04/01/08 - | 04/01/07 - | |||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||
Capital Transactions: | ||||||||||||||||
I Shares: | ||||||||||||||||
Proceeds from Shares Issued | $ | 2,518,636 | $ | 3,607,616 | $ | 377,366 | $ | 520,612 | ||||||||
Dividends Reinvested | 112 | 337 | 586 | 1,179 | ||||||||||||
Cost of Shares Redeemed | (2,410,700 | ) | (3,502,714 | ) | (470,414 | ) | (457,068 | ) | ||||||||
Change in Net Assets from I Shares | 108,048 | 105,239 | (92,462 | ) | 64,723 | |||||||||||
A Shares: | ||||||||||||||||
Proceeds from Shares Issued | 1,054,362 | 365,712 | 363,635 | 482,660 | ||||||||||||
Dividends Reinvested | 785 | 1,775 | 4,232 | 11,293 | ||||||||||||
Cost of Shares Redeemed | (894,322 | ) | (297,582 | ) | (548,525 | ) | (454,284 | ) | ||||||||
Change in Net Assets from A Shares | 160,825 | 69,905 | (180,658 | ) | 39,669 | |||||||||||
Change in Net Assets from Capital Transactions | $ | 268,873 | $ | 175,144 | $ | (273,120 | ) | $ | 104,392 | |||||||
Share Transactions: | ||||||||||||||||
I Shares: | ||||||||||||||||
Issued | 2,518,636 | 3,607,616 | 377,366 | 520,612 | ||||||||||||
Reinvested | 112 | 337 | 586 | 1,179 | ||||||||||||
Redeemed | (2,410,700 | ) | (3,502,714 | ) | (470,414 | ) | (457,068 | ) | ||||||||
Change in I Shares | 108,048 | 105,239 | (92,462 | ) | 64,723 | |||||||||||
A Shares: | ||||||||||||||||
Issued | 1,054,362 | 365,712 | 363,635 | 482,660 | ||||||||||||
Reinvested | 785 | 1,775 | 4,232 | 11,293 | ||||||||||||
Redeemed | (894,322 | ) | (297,582 | ) | (548,525 | ) | (454,284 | ) | ||||||||
Change in A Shares | 160,825 | 69,905 | (180,658 | ) | 39,669 | |||||||||||
Change in Shares | 268,873 | 175,144 | (273,120 | ) | 104,392 | |||||||||||
189
Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||||
Corporate Bond Fund(4) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 9.60 | $ | 0.49 | (a) | $ | (0.86 | ) | $ | (0.37 | ) | $ | (0.70 | ) | $ | — | $ | — | $ | (0.70 | ) | $ | 8.53 | (4.10 | )% | $ | 39,881 | 0.73 | 5.29 | % | 0.74 | % | 357 | % | |||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.88 | 0.60 | (a) | (0.27 | ) | 0.33 | (0.61 | ) | — | — | (0.61 | ) | 9.60 | 3.43 | 62,581 | 0.69 | 6.16 | 0.71 | 439 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.64 | 0.50 | (a) | 0.31 | 0.81 | (0.40 | ) | (0.17 | ) | — | (0.57 | ) | 9.88 | 8.66 | 86,812 | 0.71 | 5.20 | 0.73 | 397 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.24 | 0.43 | (a) | (0.41 | ) | 0.02 | (0.44 | ) | — | (0.18 | ) | (0.62 | ) | 9.64 | 0.19 | 243,001 | 0.76 | 4.35 | 0.79 | 317 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.81 | 0.39 | (a) | 0.49 | 0.88 | (0.39 | ) | — | (0.06 | ) | (0.45 | ) | 10.24 | 9.10 | 196,921 | 0.86 | 4.55 | 0.96 | 305 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.99 | 0.55 | (a) | (0.14 | ) | 0.41 | (0.53 | ) | — | (0.06 | ) | (0.59 | ) | 9.81 | 4.15 | 98,570 | 0.90 | 5.53 | 1.00 | 95 | |||||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.64 | 0.45 | (a) | (0.85 | ) | (0.40 | ) | (0.67 | ) | — | — | (0.67 | ) | 8.57 | (4.37 | ) | 2,181 | 1.03 | 4.96 | 1.03 | 357 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.92 | 0.57 | (a) | (0.27 | ) | 0.30 | (0.58 | ) | — | — | (0.58 | ) | 9.64 | 3.10 | 1,226 | 0.99 | 5.84 | 1.00 | 439 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.68 | 0.49 | (a) | 0.30 | 0.79 | (0.39 | ) | (0.16 | ) | — | (0.55 | ) | 9.92 | 8.31 | 1,144 | 1.01 | 5.10 | 1.03 | 397 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.27 | 0.41 | (a) | (0.41 | ) | — | (0.41 | ) | — | (0.18 | ) | (0.59 | ) | 9.68 | (0.01 | ) | 1,740 | 1.10 | 4.08 | 1.16 | 317 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.82 | 0.39 | (a) | 0.49 | 0.88 | (0.37 | ) | — | (0.06 | ) | (0.43 | ) | 10.27 | 9.04 | 3,795 | 1.15 | 4.59 | 1.37 | 305 | ||||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 9.93 | 0.33 | (a) | (0.07 | ) | 0.26 | (0.31 | ) | — | (0.06 | ) | (0.37 | ) | 9.82 | 2.59 | 4,181 | 1.15 | 5.15 | 1.60 | 95 | |||||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.61 | 0.40 | (a) | (0.87 | ) | (0.47 | ) | (0.61 | ) | — | — | (0.61 | ) | 8.53 | (5.16 | ) | 18,171 | 1.73 | 4.32 | 1.74 | 357 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.88 | 0.50 | (a) | (0.26 | ) | 0.24 | (0.51 | ) | — | — | (0.51 | ) | 9.61 | 2.50 | 24,777 | 1.70 | 5.17 | 1.71 | 439 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.65 | 0.43 | (a) | 0.28 | 0.71 | (0.34 | ) | (0.14 | ) | — | (0.48 | ) | 9.88 | 7.48 | 32,864 | 1.71 | 4.43 | 1.73 | 397 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.24 | 0.35 | (a) | (0.41 | ) | (0.06 | ) | (0.35 | ) | — | (0.18 | ) | (0.53 | ) | 9.65 | (0.57 | ) | 46,679 | 1.63 | 3.53 | 1.83 | 317 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.81 | 0.37 | (a) | 0.46 | 0.83 | (0.34 | ) | — | (0.06 | ) | (0.40 | ) | 10.24 | 8.60 | 79,792 | 1.42 | 4.34 | 1.98 | 305 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 9.99 | 0.50 | (a) | (0.14 | ) | 0.36 | (0.48 | ) | — | (0.06 | ) | (0.54 | ) | 9.81 | 3.59 | 117,216 | 1.43 | 4.98 | 2.03 | 95 | |||||||||||||||||||||||||||||||||||||||
Georgia Tax-Exempt Bond Fund | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.95 | 0.37 | (0.14 | ) | 0.23 | (0.37 | ) | — | — | (0.37 | ) | 9.81 | 2.43 | 163,761 | 0.67 | 3.82 | 0.68 | 63 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.25 | 0.39 | (0.33 | ) | 0.06 | (0.36 | ) | — | — | (0.36 | ) | 9.95 | 0.60 | 169,453 | 0.59 | 3.83 | 0.60 | 30 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.16 | 0.37 | 0.13 | 0.50 | (0.40 | ) | — | (0.01 | ) | (0.41 | ) | 10.25 | 4.95 | 142,485 | 0.60 | 3.71 | 0.60 | 61 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.21 | 0.36 | (a) | (0.04 | ) | 0.32 | (0.36 | ) | — | (0.01 | ) | (0.37 | ) | 10.16 | 3.19 | 115,929 | 0.64 | 3.53 | 0.66 | 43 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.24 | 0.28 | 0.20 | 0.48 | (0.27 | ) | — | (0.24 | ) | (0.51 | ) | 10.21 | 4.73 | 96,503 | 0.67 | 3.31 | 0.71 | 52 | |||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.89 | 0.34 | (a) | (0.58 | ) | (0.24 | ) | (0.34 | ) | — | (0.07 | ) | (0.41 | ) | 10.24 | (2.18 | ) | 98,113 | 0.71 | 3.26 | 0.76 | 100 | |||||||||||||||||||||||||||||||||||||
A Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.97 | 0.37 | (0.15 | ) | 0.22 | (0.36 | ) | — | — | (0.36 | ) | 9.83 | 2.27 | 2,747 | 0.82 | 3.66 | 0.83 | 63 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.26 | 0.38 | (0.32 | ) | 0.06 | (0.35 | ) | — | — | (0.35 | ) | 9.97 | 0.54 | 4,164 | 0.74 | 3.63 | 0.75 | 30 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.18 | 0.35 | 0.12 | 0.47 | (0.38 | ) | — | (0.01 | ) | (0.39 | ) | 10.26 | 4.68 | 3,592 | 0.75 | 3.56 | 0.75 | 61 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.22 | 0.35 | (a) | (0.03 | ) | 0.32 | (0.35 | ) | — | (0.01 | ) | (0.36 | ) | 10.18 | 3.12 | 3,711 | 0.79 | 3.38 | 0.81 | 43 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.25 | 0.27 | 0.20 | 0.47 | (0.26 | ) | — | (0.24 | ) | (0.50 | ) | 10.22 | 4.57 | 2,660 | 0.86 | 3.12 | 0.99 | 52 | |||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.90 | 0.32 | (a) | (0.58 | ) | (0.26 | ) | (0.32 | ) | — | (0.07 | ) | (0.39 | ) | 10.25 | (2.39 | ) | 2,735 | 0.92 | 3.06 | 1.36 | 100 | |||||||||||||||||||||||||||||||||||||
C Shares | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.96 | 0.28 | (0.14 | ) | 0.14 | (0.28 | ) | — | — | (0.28 | ) | 9.82 | 1.41 | 4,109 | 1.67 | 2.81 | 1.68 | 63 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.25 | 0.28 | (0.31 | ) | (0.03 | ) | (0.26 | ) | — | — | (0.26 | ) | 9.96 | (0.31 | ) | 5,063 | 1.59 | 2.75 | 1.60 | 30 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.17 | 0.26 | 0.12 | 0.38 | (0.29 | ) | — | (0.01 | ) | (0.30 | ) | 10.25 | 3.81 | 6,508 | 1.60 | 2.74 | 1.60 | 61 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.22 | 0.27 | (a) | (0.04 | ) | 0.23 | (0.27 | ) | — | (0.01 | ) | (0.28 | ) | 10.17 | 2.25 | 9,567 | 1.57 | 2.61 | 1.67 | 43 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.25 | 0.22 | 0.20 | 0.42 | (0.21 | ) | — | (0.24 | ) | (0.45 | ) | 10.22 | 4.09 | 10,664 | 1.42 | 2.56 | 1.73 | 52 | |||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.90 | 0.27 | (a) | (0.58 | ) | (0.31 | ) | (0.27 | ) | — | (0.07 | ) | (0.34 | ) | 10.25 | (2.87 | ) | 13,351 | 1.42 | 2.55 | 1.84 | 100 |
190
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
High Grade Municipal Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 10.80 | $ | 0.38 | $ | (0.31 | ) | $ | 0.07 | $ | (0.38 | ) | $ | — | $ | (0.38 | ) | $ | 10.49 | 0.72 | % | $ | 74,586 | 0.62 | % | 3.57 | % | 0.62 | % | 209 | % | |||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.92 | 0.37 | (0.09 | ) | 0.28 | (0.37 | ) | (0.03 | ) | (0.40 | ) | 10.80 | 2.58 | 173,975 | 0.66 | 3.40 | 0.66 | 183 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.82 | 0.37 | 0.12 | 0.49 | (0.37 | ) | (0.02 | ) | (0.39 | ) | 10.92 | 4.54 | 163,707 | 0.60 | 3.37 | 0.61 | 128 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.90 | 0.34 | (0.03 | ) | 0.31 | (0.34 | ) | (0.05 | ) | (0.39 | ) | 10.82 | 2.90 | 165,341 | 0.63 | 3.13 | 0.65 | 90 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.93 | 0.26 | 0.10 | 0.36 | (0.26 | ) | (0.13 | ) | (0.39 | ) | 10.90 | 3.31 | 157,500 | 0.67 | 2.84 | 0.71 | 66 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 11.69 | 0.32 | (a) | (0.56 | ) | (0.24 | ) | (0.32 | ) | (0.20 | ) | (0.52 | ) | 10.93 | (2.07 | ) | 165,065 | 0.71 | 2.82 | 0.75 | 56 | |||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.80 | 0.37 | (0.31 | ) | 0.06 | (0.37 | ) | — | (0.37 | ) | 10.49 | 0.56 | 1,900 | 0.78 | 3.47 | 0.78 | 209 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.93 | 0.35 | (0.10 | ) | 0.25 | (0.35 | ) | (0.03 | ) | (0.38 | ) | 10.80 | 2.33 | 2,442 | 0.81 | 3.26 | 0.81 | 183 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.83 | 0.35 | 0.12 | 0.47 | (0.35 | ) | (0.02 | ) | (0.37 | ) | 10.93 | 4.38 | 2,844 | 0.75 | 3.23 | 0.76 | 128 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.91 | 0.33 | (0.03 | ) | 0.30 | (0.33 | ) | (0.05 | ) | (0.38 | ) | 10.83 | 2.73 | 5,077 | 0.80 | 2.98 | 0.81 | 90 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.93 | 0.25 | 0.11 | 0.36 | (0.25 | ) | (0.13 | ) | (0.38 | ) | 10.91 | 3.24 | 6,129 | 0.86 | 2.65 | 0.94 | 66 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 11.69 | 0.30 | (a) | (0.56 | ) | (0.26 | ) | (0.30 | ) | (0.20 | ) | (0.50 | ) | 10.93 | (2.28 | ) | 5,906 | 0.92 | 2.62 | 1.13 | 56 | |||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.82 | 0.28 | (0.31 | ) | (0.03 | ) | (0.28 | ) | — | (0.28 | ) | 10.51 | (0.29 | ) | 4,114 | 1.63 | 2.61 | 1.63 | 209 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.95 | 0.26 | (0.10 | ) | 0.16 | (0.26 | ) | (0.03 | ) | (0.29 | ) | 10.82 | 1.46 | 5,069 | 1.66 | 2.40 | 1.66 | 183 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.85 | 0.26 | 0.12 | 0.38 | (0.26 | ) | (0.02 | ) | (0.28 | ) | 10.95 | 3.49 | 6,724 | 1.60 | 2.37 | 1.61 | 128 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.93 | 0.24 | (0.03 | ) | 0.21 | (0.24 | ) | (0.05 | ) | (0.29 | ) | 10.85 | 1.95 | 8,783 | 1.56 | 2.22 | 1.66 | 90 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.96 | 0.19 | 0.10 | 0.29 | (0.19 | ) | (0.13 | ) | (0.32 | ) | 10.93 | 2.66 | 12,347 | 1.42 | 2.09 | 1.73 | 66 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 11.71 | 0.24 | (a) | (0.55 | ) | (0.31 | ) | (0.24 | ) | (0.20 | ) | (0.44 | ) | 10.96 | (2.68 | ) | 19,952 | 1.42 | 2.14 | 1.81 | 56 | |||||||||||||||||||||||||||||||||||
High Income Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 6.40 | 0.54 | (1.74 | ) | (1.20 | ) | (0.53 | ) | — | (0.53 | ) | 4.67 | (19.40 | ) | 23,995 | 0.70 | 9.67 | 0.76 | 368 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 7.36 | 0.57 | (0.82 | ) | (0.25 | ) | (0.58 | ) | (0.13 | ) | (0.71 | ) | 6.40 | (3.68 | ) | 30,587 | 0.70 | 8.23 | 0.71 | 403 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 6.97 | 0.58 | 0.39 | 0.97 | (0.58 | ) | — | (0.58 | ) | 7.36 | 14.58 | 42,809 | 0.70 | 8.11 | 0.71 | 379 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 7.38 | 0.55 | (0.03 | ) | 0.52 | (0.55 | ) | (0.38 | ) | (0.93 | ) | 6.97 | 7.53 | 36,764 | 0.72 | 7.64 | 0.82 | 208 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 7.38 | 0.46 | 0.21 | 0.67 | (0.46 | ) | (0.21 | ) | (0.67 | ) | 7.38 | 9.31 | 51,318 | 0.73 | 7.47 | 0.87 | 191 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 7.16 | 0.62 | (a) | 0.22 | 0.84 | (0.62 | ) | — | (0.62 | ) | 7.38 | 11.94 | 71,314 | 0.76 | 8.27 | 0.91 | 49 | |||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 6.41 | 0.52 | (1.74 | ) | (1.22 | ) | (0.51 | ) | — | (0.51 | ) | 4.68 | (19.60 | ) | 860 | 0.99 | 8.33 | 1.04 | 368 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 7.37 | 0.55 | (0.82 | ) | (0.27 | ) | (0.56 | ) | (0.13 | ) | (0.69 | ) | 6.41 | (3.96 | ) | 847 | 1.00 | 7.95 | 1.02 | 403 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 6.98 | 0.56 | 0.39 | 0.95 | (0.56 | ) | — | (0.56 | ) | 7.37 | 14.22 | 498 | 1.00 | 7.86 | 1.01 | 379 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 7.39 | 0.53 | (0.03 | ) | 0.50 | (0.53 | ) | (0.38 | ) | (0.91 | ) | 6.98 | 7.20 | 403 | 1.03 | 7.36 | 1.13 | 208 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 7.38 | 0.44 | 0.22 | 0.66 | (0.44 | ) | (0.21 | ) | (0.65 | ) | 7.39 | 9.17 | 739 | 1.03 | 7.34 | 1.39 | 191 | |||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 7.39 | 0.35 | (a) | (0.01 | ) | 0.34 | (0.35 | ) | — | (0.35 | ) | 7.38 | 4.61 | 1,508 | 1.10 | 7.80 | 1.88 | 49 | ||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 6.40 | 0.49 | (1.74 | ) | (1.25 | ) | (0.48 | ) | — | (0.48 | ) | 4.67 | (20.20 | ) | 12,249 | 1.70 | 8.54 | 1.76 | 368 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 7.36 | 0.50 | (0.82 | ) | (0.32 | ) | (0.51 | ) | (0.13 | ) | (0.64 | ) | 6.40 | (4.63 | ) | 20,546 | 1.71 | 7.24 | 1.72 | 403 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 6.97 | 0.51 | 0.39 | 0.90 | (0.51 | ) | — | (0.51 | ) | 7.36 | 13.45 | 28,862 | 1.70 | 7.11 | 1.71 | 379 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 7.38 | 0.49 | (0.03 | ) | 0.46 | (0.49 | ) | (0.38 | ) | (0.87 | ) | 6.97 | 6.57 | 36,062 | 1.62 | 6.78 | 1.83 | 208 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 7.38 | 0.42 | 0.21 | 0.63 | (0.42 | ) | (0.21 | ) | (0.63 | ) | 7.38 | 8.69 | 52,847 | 1.40 | 6.78 | 1.88 | 191 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 7.16 | 0.57 | (a) | 0.22 | 0.79 | (0.57 | ) | — | (0.57 | ) | 7.38 | 11.23 | 75,693 | 1.40 | 7.62 | 1.98 | 49 |
191
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
Intermediate Bond Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 10.29 | $ | 0.43 | $ | 0.24 | $ | 0.67 | $ | (0.46 | ) | $ | (0.23 | ) | $ | (0.69 | ) | $ | 10.27 | 6.83 | % | $ | 1,071,496 | 0.29 | % | 4.24 | % | 0.29 | % | 217 | % | |||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.96 | 0.50 | 0.33 | 0.83 | (0.49 | ) | (0.01 | ) | (0.50 | ) | 10.29 | 8.57 | 812,982 | 0.29 | 4.80 | 0.30 | 254 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.85 | 0.46 | (a) | 0.11 | 0.57 | (0.46 | ) | — | (0.46 | ) | 9.96 | 5.97 | 94,136 | 0.31 | 4.67 | 0.31 | 225 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.08 | 0.38 | (0.21 | ) | 0.17 | (0.39 | ) | (0.01 | ) | (0.40 | ) | 9.85 | 1.76 | 78,187 | 0.31 | 3.88 | 0.31 | 154 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.37 | 0.14 | (0.21 | ) | (0.07 | ) | (0.14 | ) | (0.08 | ) | (0.22 | ) | 10.08 | (0.75 | ) | 47,981 | 0.29 | 3.25 | 0.29 | 94 | ||||||||||||||||||||||||||||||||||||
Year Ended October 31, 2004†† | 10.23 | 0.34 | 0.14 | 0.48 | (0.34 | ) | — | (0.34 | ) | 10.37 | 4.73 | 35,848 | 0.45 | 3.25 | 0.59 | 130 | ||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.29 | 0.41 | 0.23 | 0.64 | (0.43 | ) | (0.23 | ) | (0.66 | ) | 10.27 | 6.54 | 2,624 | 0.54 | 3.89 | 0.54 | 217 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.95 | 0.47 | 0.34 | 0.81 | (0.46 | ) | (0.01 | ) | (0.47 | ) | 10.29 | 8.39 | 736 | 0.55 | 4.60 | 0.55 | 254 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.85 | 0.44 | (a) | 0.10 | 0.54 | (0.44 | ) | — | (0.44 | ) | 9.95 | 5.62 | 105 | 0.58 | 4.72 | 0.58 | 225 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.08 | 0.39 | (0.25 | ) | 0.14 | (0.36 | ) | (0.01 | ) | (0.37 | ) | 9.85 | 1.39 | 4 | 0.56 | 3.83 | 0.57 | 154 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.36 | 0.13 | (0.21 | ) | (0.08 | ) | (0.12 | ) | (0.08 | ) | (0.20 | ) | 10.08 | (0.82 | ) | 1 | 0.63 | 2.84 | 0.63 | 94 | ||||||||||||||||||||||||||||||||||||
Period Ended October 31, 2004†† | 10.32 | 0.02 | 0.04 | 0.06 | (0.02 | ) | — | (0.02 | ) | 10.36 | 0.53 | 1 | 0.71 | 2.58 | 0.71 | 130 | ||||||||||||||||||||||||||||||||||||||||
R Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.29 | 0.36 | 0.22 | 0.58 | (0.37 | ) | (0.23 | ) | (0.60 | ) | 10.27 | 5.84 | 543 | 1.02 | 3.33 | 1.02 | 217 | |||||||||||||||||||||||||||||||||||||||
Period from January 18, 2008 through March 31, 2008* | 10.32 | 0.07 | (0.03 | ) | 0.04 | (0.07 | ) | — | (0.07 | ) | 10.29 | 0.40 | 9 | 1.28 | 3.62 | 1.28 | 254 | |||||||||||||||||||||||||||||||||||||||
Period from April 1, 2007 through October 15, 2007* | 9.95 | 0.21 | 0.01 | 0.22 | (0.21 | ) | — | (0.21 | ) | 9.96 | 2.21 | 1 | 1.43 | 3.86 | 1.43 | 254 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.85 | 0.36 | (a) | 0.12 | 0.48 | (0.38 | ) | — | (0.38 | ) | 9.95 | 4.92 | 1 | 1.31 | 3.61 | 1.31 | 225 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.08 | 0.28 | (0.21 | ) | 0.07 | (0.29 | ) | (0.01 | ) | (0.30 | ) | 9.85 | 0.74 | 68 | 1.24 | 2.86 | 1.25 | 154 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.36 | 0.11 | (0.21 | ) | (0.10 | ) | (0.10 | ) | (0.08 | ) | (0.18 | ) | 10.08 | (0.96 | ) | 1 | 0.91 | 2.47 | 1.36 | 94 | ||||||||||||||||||||||||||||||||||||
Period Ended October 31, 2004†† | 10.32 | 0.01 | 0.04 | 0.05 | (0.01 | ) | — | (0.01 | ) | 10.36 | 0.51 | 1 | 1.00 | 2.22 | 1.41 | 130 | ||||||||||||||||||||||||||||||||||||||||
Investment Grade Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.74 | 0.46 | 0.24 | 0.70 | (0.51 | ) | — | (0.51 | ) | 10.93 | 6.78 | 389,205 | 0.56 | 4.38 | 0.56 | 208 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.49 | 0.50 | 0.26 | 0.76 | (0.51 | ) | — | (0.51 | ) | 10.74 | 7.47 | 385,110 | 0.56 | 4.82 | 0.56 | 227 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.40 | 0.49 | 0.10 | 0.59 | (0.50 | ) | — | (0.50 | ) | 10.49 | 5.79 | 394,196 | 0.55 | 4.70 | 0.55 | 240 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.51 | 0.42 | (0.11 | ) | 0.31 | (0.42 | ) | — | (0.42 | ) | 10.40 | 2.94 | 480,024 | 0.65 | 3.91 | 0.65 | 171 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.31 | 0.29 | 0.19 | 0.48 | (0.28 | ) | — | (0.28 | ) | 10.51 | 4.71 | 602,995 | 0.78 | 3.31 | 0.80 | 268 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.94 | 0.35 | (a) | (0.60 | ) | (0.25 | ) | (0.38 | ) | — | (0.38 | ) | 10.31 | (2.31 | ) | 578,345 | 0.82 | 3.29 | 0.84 | 119 | ||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.74 | 0.43 | 0.24 | 0.67 | (0.48 | ) | — | (0.48 | ) | 10.93 | 6.46 | 25,996 | 0.86 | 4.10 | 0.86 | 208 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.49 | 0.47 | 0.26 | 0.73 | (0.48 | ) | — | (0.48 | ) | 10.74 | 7.15 | 14,495 | 0.86 | 4.54 | 0.86 | 227 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.40 | 0.46 | 0.10 | 0.56 | (0.47 | ) | — | (0.47 | ) | 10.49 | 5.48 | 16,526 | 0.85 | 4.40 | 0.85 | 240 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.50 | 0.38 | (0.10 | ) | 0.28 | (0.38 | ) | — | (0.38 | ) | 10.40 | 2.69 | 20,210 | 1.00 | 3.57 | 1.00 | 171 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.31 | 0.26 | 0.18 | 0.44 | (0.25 | ) | — | (0.25 | ) | 10.50 | 4.24 | 23,687 | 1.21 | 2.90 | 1.26 | 268 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.94 | 0.31 | (a) | (0.60 | ) | (0.29 | ) | (0.34 | ) | — | (0.34 | ) | 10.31 | (2.70 | ) | 31,263 | 1.22 | 2.90 | 1.38 | 119 | ||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.75 | 0.37 | 0.22 | 0.59 | (0.41 | ) | — | (0.41 | ) | 10.93 | 5.62 | 11,268 | 1.55 | 3.37 | 1.55 | 208 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.50 | 0.40 | 0.26 | 0.66 | (0.41 | ) | — | (0.41 | ) | 10.75 | 6.40 | 7,709 | 1.56 | 3.83 | 1.56 | 227 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.40 | 0.38 | 0.11 | 0.49 | (0.39 | ) | — | (0.39 | ) | 10.50 | 4.84 | 9,024 | 1.55 | 3.69 | 1.55 | 240 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.51 | 0.31 | (0.11 | ) | 0.20 | (0.31 | ) | — | (0.31 | ) | 10.40 | 1.94 | 13,580 | 1.63 | 2.93 | 1.66 | 171 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.31 | 0.21 | 0.19 | 0.40 | (0.20 | ) | — | (0.20 | ) | 10.51 | 3.90 | 17,923 | 1.71 | 2.39 | 1.84 | 268 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.95 | 0.25 | (a) | (0.60 | ) | (0.35 | ) | (0.29 | ) | — | (0.29 | ) | 10.31 | (3.27 | ) | 24,327 | 1.71 | 2.40 | 2.00 | 119 |
192
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 11.59 | $ | 0.38 | $ | 0.08 | $ | 0.46 | $ | (0.38 | ) | $ | (0.07 | ) | $ | (0.45 | ) | $ | 11.60 | 4.12 | % | $ | 817,297 | 0.54 | % | 3.30 | % | 0.55 | % | 221 | % | |||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.47 | 0.38 | 0.15 | 0.53 | (0.38 | ) | (0.03 | ) | (0.41 | ) | 11.59 | 4.73 | 546,323 | 0.57 | 3.32 | 0.57 | 189 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.38 | 0.38 | 0.12 | 0.50 | (0.37 | ) | (0.04 | ) | (0.41 | ) | 11.47 | 4.51 | 410,473 | 0.55 | 3.28 | 0.55 | 214 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.45 | 0.33 | 0.01 | 0.34 | (0.33 | ) | (0.08 | ) | (0.41 | ) | 11.38 | 2.92 | 300,986 | 0.64 | 2.84 | 0.64 | 237 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 11.44 | 0.23 | 0.20 | 0.43 | (0.24 | ) | (0.18 | ) | (0.42 | ) | 11.45 | 3.74 | 259,542 | 0.77 | 2.36 | 0.80 | 178 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 12.01 | 0.27 | (a) | (0.32 | ) | (0.05 | ) | (0.27 | ) | (0.25 | ) | (0.52 | ) | 11.44 | (0.45 | ) | 205,266 | 0.81 | 2.33 | 0.84 | 242 | |||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.60 | 0.34 | 0.08 | 0.42 | (0.34 | ) | (0.07 | ) | (0.41 | ) | 11.61 | 3.81 | 13,819 | 0.84 | 2.97 | 0.84 | 221 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.48 | 0.35 | 0.15 | 0.50 | (0.35 | ) | (0.03 | ) | (0.38 | ) | 11.60 | 4.41 | 10,869 | 0.87 | 3.02 | 0.87 | 189 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.39 | 0.34 | 0.13 | 0.47 | (0.34 | ) | (0.04 | ) | (0.38 | ) | 11.48 | 4.20 | 11,723 | 0.85 | 2.97 | 0.85 | 214 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.46 | 0.29 | 0.01 | 0.30 | (0.29 | ) | (0.08 | ) | (0.37 | ) | 11.39 | 2.57 | 16,182 | 0.99 | 2.49 | 0.99 | 237 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 11.46 | 0.19 | 0.19 | 0.38 | (0.20 | ) | (0.18 | ) | (0.38 | ) | 11.46 | 3.28 | 17,430 | 1.20 | 1.93 | 1.26 | 178 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 12.03 | 0.23 | (a) | (0.33 | ) | (0.10 | ) | (0.22 | ) | (0.25 | ) | (0.47 | ) | 11.46 | (0.85 | ) | 19,086 | 1.22 | 1.92 | 1.36 | 242 | |||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.58 | 0.26 | 0.09 | 0.35 | (0.26 | ) | (0.07 | ) | (0.33 | ) | 11.60 | 3.18 | 5,298 | 1.54 | 2.29 | 1.54 | 221 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 11.46 | 0.26 | 0.16 | 0.42 | (0.27 | ) | (0.03 | ) | (0.30 | ) | 11.58 | 3.69 | 5,983 | 1.57 | 2.33 | 1.57 | 189 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 11.37 | 0.26 | 0.13 | 0.39 | (0.26 | ) | (0.04 | ) | (0.30 | ) | 11.46 | 3.48 | 7,254 | 1.55 | 2.27 | 1.55 | 214 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 11.44 | 0.21 | 0.01 | 0.22 | (0.21 | ) | (0.08 | ) | (0.29 | ) | 11.37 | 1.92 | 10,284 | 1.65 | 1.85 | 1.67 | 237 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 11.44 | 0.14 | 0.19 | 0.33 | (0.15 | ) | (0.18 | ) | (0.33 | ) | 11.44 | 2.86 | 15,612 | 1.70 | 1.43 | 1.82 | 178 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 12.01 | 0.17 | (a) | (0.32 | ) | (0.15 | ) | (0.17 | ) | (0.25 | ) | (0.42 | ) | 11.44 | (1.33 | ) | 22,969 | 1.70 | 1.45 | 1.92 | 242 | |||||||||||||||||||||||||||||||||||
Limited Duration Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.87 | 0.23 | (0.37 | ) | (0.14 | ) | (0.21 | ) | — | (0.21 | ) | 9.52 | (1.38 | ) | 30,826 | 0.19 | 2.43 | 0.19 | 44 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.98 | 0.50 | (0.12 | ) | 0.38 | (0.49 | ) | — | (0.49 | ) | 9.87 | 3.90 | 43,509 | 0.17 | 5.01 | 0.17 | 132 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.99 | 0.51 | (0.02 | ) | 0.49 | (0.50 | ) | — | (0.50 | ) | 9.98 | 5.04 | 40,291 | 0.14 | 5.03 | 0.14 | 185 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.98 | 0.35 | 0.02 | 0.37 | (0.36 | ) | — | (0.36 | ) | 9.99 | 3.73 | 58,887 | 0.15 | 3.39 | 0.15 | 94 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 9.98 | 0.08 | — | 0.08 | (0.08 | ) | — | (0.08 | ) | 9.98 | 0.84 | 83,315 | 0.16 | 2.12 | 0.16 | 12 | ||||||||||||||||||||||||||||||||||||||||
Year Ended October 31, 2004†† | 9.98 | 0.11 | — | 0.11 | (0.11 | ) | — | (0.11 | ) | 9.98 | 1.09 | 129,259 | 0.20 | 1.04 | 0.26 | 101 |
193
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
Limited-Term Federal Mortgage Securities Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 9.93 | $ | 0.43 | $ | 0.29 | $ | 0.72 | $ | (0.46 | ) | $ | — | $ | (0.46 | ) | $ | 10.19 | 7.48 | % | $ | 39,135 | 0.60 | % | 4.34 | % | 0.60 | % | 337 | % | ||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.94 | 0.46 | (a) | 0.03 | 0.49 | (0.50 | ) | — | (0.50 | ) | 9.93 | 5.08 | 85,638 | 0.58 | 4.63 | 0.58 | 154 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.88 | 0.43 | (a) | 0.09 | 0.52 | (0.46 | ) | — | (0.46 | ) | 9.94 | 5.33 | 422,749 | 0.55 | 4.32 | 0.55 | 90 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.09 | 0.35 | (0.15 | ) | 0.20 | (0.41 | ) | — | (0.41 | ) | 9.88 | 2.04 | 369,991 | 0.61 | 3.41 | 0.63 | 81 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.18 | 0.31 | (0.08 | ) | 0.23 | (0.32 | ) | — | (0.32 | ) | 10.09 | 2.26 | 407,543 | 0.66 | 3.60 | 0.71 | 41 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.59 | 0.24 | (a) | (0.36 | ) | (0.12 | ) | (0.29 | ) | — | (0.29 | ) | 10.18 | (1.10 | ) | 435,446 | 0.70 | 2.32 | 0.75 | 146 | ||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.91 | 0.41 | 0.29 | 0.70 | (0.44 | ) | — | (0.44 | ) | 10.17 | 7.29 | 2,143 | 0.81 | 4.14 | 0.81 | 337 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.92 | 0.44 | (a) | 0.03 | 0.47 | (0.48 | ) | — | (0.48 | ) | 9.91 | 4.88 | 2,670 | 0.78 | 4.46 | 0.78 | 154 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.87 | 0.41 | (a) | 0.08 | 0.49 | (0.44 | ) | — | (0.44 | ) | 9.92 | 5.03 | 3,540 | 0.75 | 4.12 | 0.75 | 90 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.07 | 0.30 | (0.11 | ) | 0.19 | (0.39 | ) | — | (0.39 | ) | 9.87 | 1.93 | 4,398 | 0.83 | 3.21 | 0.85 | 81 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.16 | 0.29 | (0.08 | ) | 0.21 | (0.30 | ) | — | (0.30 | ) | 10.07 | 2.07 | 5,854 | 0.90 | 3.47 | 1.00 | 41 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.57 | 0.21 | (a) | (0.35 | ) | (0.14 | ) | (0.27 | ) | — | (0.27 | ) | 10.16 | (1.36 | ) | 9,495 | 0.96 | 2.06 | 1.17 | 146 | ||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.93 | 0.33 | 0.29 | 0.62 | (0.36 | ) | — | (0.36 | ) | 10.19 | 6.42 | 8,556 | 1.60 | 3.33 | 1.60 | 337 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.94 | 0.36 | (a) | 0.03 | 0.39 | (0.40 | ) | — | (0.40 | ) | 9.93 | 4.04 | 10,798 | 1.58 | 3.65 | 1.59 | 154 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.89 | 0.33 | (a) | 0.08 | 0.41 | (0.36 | ) | — | (0.36 | ) | 9.94 | 4.18 | 14,530 | 1.55 | 3.30 | 1.55 | 90 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.10 | 0.23 | (0.12 | ) | 0.11 | (0.32 | ) | — | (0.32 | ) | 9.89 | 1.14 | 20,112 | 1.50 | 2.54 | 1.65 | 81 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.18 | 0.25 | (0.07 | ) | 0.18 | (0.26 | ) | — | (0.26 | ) | 10.10 | 1.81 | 34,924 | 1.31 | 3.04 | 1.74 | 41 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.59 | 0.17 | (a) | (0.35 | ) | (0.18 | ) | (0.23 | ) | — | (0.23 | ) | 10.18 | (1.71 | ) | 70,000 | 1.31 | 1.68 | 1.82 | 146 | ||||||||||||||||||||||||||||||||||||
Maryland Municipal Bond Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.04 | 0.37 | — | 0.37 | (0.37 | ) | — | (0.37 | ) | 10.04 | 3.79 | 26,064 | 0.63 | 3.71 | 0.63 | 26 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.21 | 0.37 | (0.16 | ) | 0.21 | (0.37 | ) | (0.01 | ) | (0.38 | ) | 10.04 | 2.07 | 38,138 | 0.62 | 3.66 | 0.62 | 23 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.14 | 0.38 | (a) | 0.11 | 0.49 | (0.38 | ) | (0.04 | ) | (0.42 | ) | 10.21 | 4.93 | 29,513 | 0.63 | 3.75 | 0.63 | 57 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.27 | 0.38 | (0.04 | ) | 0.34 | (0.38 | ) | (0.09 | ) | (0.47 | ) | 10.14 | 3.34 | 32,699 | 0.66 | 3.68 | 0.68 | 55 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.27 | 0.30 | 0.10 | 0.40 | (0.31 | ) | (0.09 | ) | (0.40 | ) | 10.27 | 3.87 | 31,046 | 0.64 | 3.49 | 0.72 | 30 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.94 | 0.36 | (a) | (0.47 | ) | (0.11 | ) | (0.36 | ) | (0.20 | ) | (0.56 | ) | 10.27 | (1.06 | ) | 29,735 | 0.72 | 3.39 | 0.80 | 15 | |||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2009(b) | 10.05 | 0.27 | (0.25 | ) | 0.02 | (0.27 | ) | — | (0.27 | ) | 9.80 | 0.22 | — | 0.78 | 3.58 | 0.78 | 26 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.22 | 0.36 | (0.16 | ) | 0.20 | (0.36 | ) | (0.01 | ) | (0.37 | ) | 10.05 | 1.91 | 45 | 0.79 | 3.65 | 0.79 | 23 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.15 | 0.38 | (a) | 0.10 | 0.48 | (0.37 | ) | (0.04 | ) | (0.41 | ) | 10.22 | 4.77 | 45 | 0.78 | 3.69 | 0.78 | 57 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006 | 10.32 | 0.30 | (0.07 | ) | 0.23 | (0.31 | ) | (0.09 | ) | (0.40 | ) | 10.15 | 2.25 | 502 | 0.77 | 3.54 | 0.78 | 55 | ||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.06 | 0.27 | — | 0.27 | (0.27 | ) | — | (0.27 | ) | 10.06 | 2.75 | 5,353 | 1.62 | 2.71 | 1.63 | 26 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.23 | 0.27 | (0.16 | ) | 0.11 | (0.27 | ) | (0.01 | ) | (0.28 | ) | 10.06 | 1.05 | 5,868 | 1.63 | 2.67 | 1.63 | 23 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.16 | 0.28 | (a) | 0.11 | 0.39 | (0.28 | ) | (0.04 | ) | (0.32 | ) | 10.23 | 3.88 | 6,873 | 1.63 | 2.75 | 1.63 | 57 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.29 | 0.28 | (0.04 | ) | 0.24 | (0.28 | ) | (0.09 | ) | (0.37 | ) | 10.16 | 2.30 | 9,333 | 1.67 | 2.69 | 1.70 | 55 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.29 | 0.21 | 0.10 | 0.31 | (0.22 | ) | (0.09 | ) | (0.31 | ) | 10.29 | 3.03 | 13,197 | 1.63 | 2.50 | 1.74 | 30 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.96 | 0.26 | (a) | (0.47 | ) | (0.21 | ) | (0.26 | ) | (0.20 | ) | (0.46 | ) | 10.29 | (1.97 | ) | 18,897 | 1.64 | 2.46 | 1.82 | 15 |
194
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
North Carolina Tax-Exempt Bond Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 9.71 | $ | 0.35 | $ | (0.08 | ) | $ | 0.27 | $ | (0.35 | ) | $ | — | $ | (0.35 | ) | $ | 9.63 | 2.88 | % | $ | 43,660 | 0.61 | % | 3.66 | % | 0.61 | % | 74 | % | |||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.05 | 0.37 | (0.34 | ) | 0.03 | (0.37 | ) | — | (0.37 | ) | 9.71 | 0.26 | 43,046 | 0.61 | 3.69 | 0.61 | 76 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.90 | 0.35 | (a) | 0.15 | 0.50 | (0.35 | ) | — | (0.35 | ) | 10.05 | 5.17 | 44,130 | 0.59 | 3.54 | 0.59 | 84 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.87 | 0.31 | 0.03 | 0.34 | (0.31 | ) | — | (0.31 | ) | 9.90 | 3.51 | 41,276 | 0.68 | 3.14 | 0.70 | 85 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.76 | 0.25 | 0.14 | 0.39 | (0.25 | ) | (0.03 | ) | (0.28 | ) | 9.87 | 3.97 | 40,798 | 0.75 | 2.78 | 0.82 | 32 | |||||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 10.00 | 0.09 | (0.24 | ) | (0.15 | ) | (0.09 | ) | — | �� | (0.09 | ) | 9.76 | (1.52 | ) | 32,757 | 0.75 | 2.45 | 2.30 | 20 | ||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.68 | 0.33 | (0.06 | ) | 0.27 | (0.34 | ) | — | (0.34 | ) | 9.61 | 2.84 | 559 | 0.76 | 3.53 | 0.76 | 74 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.03 | 0.34 | (0.34 | ) | — | (0.35 | ) | — | (0.35 | ) | 9.68 | 0.01 | 760 | 0.77 | 3.57 | 0.77 | 76 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.88 | 0.34 | (a) | 0.15 | 0.49 | (0.34 | ) | — | (0.34 | ) | 10.03 | 5.02 | 896 | 0.75 | 3.46 | 0.75 | 84 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.87 | 0.37 | 0.01 | 0.38 | (0.37 | ) | — | (0.37 | ) | 9.88 | 3.85 | 110 | 0.66 | 2.47 | 0.67 | 85 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.97 | 0.01 | (0.10 | ) | (0.09 | ) | (0.01 | ) | — | (0.01 | ) | 9.87 | (0.89 | ) | — | — | 3.84 | — | 32 | |||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008(c) | 10.04 | 0.02 | (0.01 | ) | 0.01 | (0.02 | ) | — | (0.02 | ) | 10.03 | 0.12 | — | 1.62 | 2.62 | 1.62 | 76 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.89 | 0.25 | (a) | 0.15 | 0.40 | (0.25 | ) | — | (0.25 | ) | 10.04 | 4.14 | 2 | 1.59 | 2.56 | 1.59 | 84 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.87 | 0.30 | 0.02 | 0.32 | (0.30 | ) | — | (0.30 | ) | 9.89 | 3.23 | 2 | 1.58 | 2.18 | 1.58 | 85 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.97 | 0.01 | (0.10 | ) | (0.09 | ) | (0.01 | ) | — | (0.01 | ) | 9.87 | (0.90 | ) | — | — | 3.70 | — | 32 | |||||||||||||||||||||||||||||||||||||
Seix Floating Rate High Income Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 8.90 | 0.52 | (1.53 | ) | (1.01 | ) | (0.52 | ) | — | (0.52 | ) | 7.37 | (11.67 | ) | 557,347 | 0.49 | 6.31 | 0.49 | 226 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.98 | 0.70 | (1.06 | ) | (0.36 | ) | (0.70 | ) | (0.02 | ) | (0.72 | ) | 8.90 | (3.85 | ) | 553,208 | 0.51 | 7.34 | 0.51 | 134 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.96 | 0.69 | 0.03 | 0.72 | (0.70 | ) | — | (0.70 | ) | 9.98 | 7.47 | 582,861 | 0.51 | 7.03 | 0.51 | 148 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006 | 10.00 | 0.04 | (0.04 | ) | — | (0.04 | ) | — | (0.04 | ) | 9.96 | 0.02 | 106,405 | 0.56 | 5.24 | 0.80 | 9 | |||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 8.90 | 0.50 | (1.52 | ) | (1.02 | ) | (0.50 | ) | — | (0.50 | ) | 7.38 | (11.82 | ) | 5,513 | 0.79 | 6.08 | 0.79 | 226 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.99 | 0.67 | (1.07 | ) | (0.40 | ) | (0.67 | ) | (0.02 | ) | (0.69 | ) | 8.90 | (4.25 | ) | 6,591 | 0.82 | 7.01 | 0.82 | 134 | ||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2007 | 9.94 | 0.60 | 0.06 | 0.66 | (0.61 | ) | — | (0.61 | ) | 9.99 | 6.87 | 10,310 | 0.79 | 6.83 | 0.79 | 148 | ||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 8.90 | 0.44 | (1.53 | ) | (1.09 | ) | (0.44 | ) | — | (0.44 | ) | 7.37 | (12.55 | ) | 543 | 1.49 | 5.27 | 1.49 | 226 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2008 | 9.52 | 0.40 | (0.61 | ) | (0.21 | ) | (0.39 | ) | (0.02 | ) | (0.41 | ) | 8.90 | (2.31 | ) | 216 | 1.49 | 6.43 | 1.49 | 134 | ||||||||||||||||||||||||||||||||||||
Seix Global Strategy Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2009 | 10.00 | 0.05 | 0.52 | 0.57 | (0.07 | ) | (0.06 | ) | (0.13 | ) | 10.44 | 5.68 | 10,427 | 0.69 | 0.82 | 1.44 | 741 |
195
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
Seix High Yield Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 9.77 | $ | 0.78 | $ | (2.03 | ) | $ | (1.25 | ) | $ | (0.77 | ) | $ | — | $ | (0.77 | ) | $ | 7.75 | (13.15 | )% | $ | 786,029 | 0.50 | % | 8.99 | % | 0.51 | % | 114 | % | ||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.84 | 0.80 | (1.06 | ) | (0.26 | ) | (0.81 | ) | — | (0.81 | ) | 9.77 | (2.50 | ) | 663,081 | 0.49 | 7.70 | 0.50 | 117 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.69 | 0.74 | 0.15 | 0.89 | (0.74 | ) | — | (0.74 | ) | 10.84 | 8.68 | 1,116,851 | 0.48 | 6.92 | 0.48 | 130 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.94 | 0.68 | (0.10 | ) | 0.58 | (0.68 | ) | (0.15 | ) | (0.83 | ) | 10.69 | 5.37 | 1,217,679 | 0.49 | 6.20 | 0.50 | 95 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.42 | 0.29 | (0.35 | ) | (0.06 | ) | (0.29 | ) | (0.13 | ) | (0.42 | ) | 10.94 | (0.53 | ) | 1,391,879 | 0.51 | 6.22 | 0.57 | 42 | ||||||||||||||||||||||||||||||||||||
Year Ended October 31, 2004†† | 11.09 | 0.72 | 0.35 | 1.07 | (0.72 | ) | (0.02 | ) | (0.74 | ) | 11.42 | 9.97 | 1,689,327 | 0.55 | 6.48 | 0.64 | 73 | |||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.55 | 0.75 | (1.97 | ) | (1.22 | ) | (0.75 | ) | — | (0.75 | ) | 7.58 | (13.14 | ) | 18,530 | 0.76 | 8.84 | 0.77 | 114 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.60 | 0.77 | (1.04 | ) | (0.27 | ) | (0.78 | ) | — | (0.78 | ) | 9.55 | (2.65 | ) | 21,640 | 0.75 | 7.68 | 0.75 | 117 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.45 | 0.72 | 0.15 | 0.87 | (0.72 | ) | — | (0.72 | ) | 10.60 | 8.61 | 29,517 | 0.74 | 6.82 | 0.74 | 130 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.70 | 0.65 | (0.10 | ) | 0.55 | (0.65 | ) | (0.15 | ) | (0.80 | ) | 10.45 | 5.22 | 36,291 | 0.73 | 5.94 | 0.73 | 95 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.18 | 0.28 | (0.35 | ) | (0.07 | ) | (0.28 | ) | (0.13 | ) | (0.41 | ) | 10.70 | (0.64 | ) | 9,706 | 0.78 | 6.12 | 0.85 | 42 | ||||||||||||||||||||||||||||||||||||
Year Ended October 31, 2004†† | 10.75 | 0.56 | 0.45 | 1.01 | (0.56 | ) | (0.02 | ) | (0.58 | ) | 11.18 | 9.73 | 15,975 | 0.80 | 6.22 | 0.88 | 73 | |||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.77 | 0.70 | (2.03 | ) | (1.33 | ) | (0.69 | ) | — | (0.69 | ) | 7.75 | (14.01 | ) | 5,060 | 1.50 | 7.90 | 1.50 | 114 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.83 | 0.70 | (1.05 | ) | (0.35 | ) | (0.71 | ) | — | (0.71 | ) | 9.77 | (3.40 | ) | 4,012 | 1.50 | 6.75 | 1.50 | 117 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.68 | 0.63 | 0.15 | 0.78 | (0.63 | ) | — | (0.63 | ) | 10.83 | 7.62 | 4,970 | 1.48 | 5.92 | 1.48 | 130 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.93 | 0.58 | (0.10 | ) | 0.48 | (0.58 | ) | (0.15 | ) | (0.73 | ) | 10.68 | 4.45 | 5,814 | 1.39 | 5.25 | 1.48 | 95 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 11.42 | 0.26 | (0.36 | ) | (0.10 | ) | (0.26 | ) | (0.13 | ) | (0.39 | ) | 10.93 | (0.89 | ) | 3,260 | 1.41 | 5.46 | 1.54 | 42 | ||||||||||||||||||||||||||||||||||||
Period Ended October 31, 2004†† | 11.32 | 0.04 | 0.10 | 0.14 | (0.04 | ) | — | (0.04 | ) | 11.42 | 1.20 | 1 | 1.18 | 6.29 | 1.41 | 73 | ||||||||||||||||||||||||||||||||||||||||
Short-Term Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.87 | 0.40 | (0.47 | )(d) | (0.07 | ) | (0.40 | ) | — | (0.40 | ) | 9.40 | (0.70 | )(d) | 326,801 | 0.46 | 4.20 | 0.46 | 122 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.78 | 0.45 | 0.09 | 0.54 | (0.45 | ) | — | (0.45 | ) | 9.87 | 5.63 | 390,659 | 0.45 | 4.58 | 0.46 | 152 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.71 | 0.43 | (a) | 0.07 | 0.50 | (0.43 | ) | — | (0.43 | ) | 9.78 | 5.23 | 426,757 | 0.46 | 4.38 | 0.46 | 104 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.73 | 0.32 | (0.01 | ) | 0.31 | (0.33 | ) | — | (0.33 | ) | 9.71 | 3.24 | 281,282 | 0.55 | 3.32 | 0.57 | 94 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.84 | 0.20 | (0.11 | ) | 0.09 | (0.20 | ) | — | (0.20 | ) | 9.73 | 0.96 | 288,502 | 0.66 | 2.48 | 0.71 | 64 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.04 | 0.24 | (a) | (0.19 | ) | 0.05 | (0.25 | ) | — | (0.25 | ) | 9.84 | 0.45 | 282,188 | 0.70 | 2.42 | 0.75 | 66 | ||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.89 | 0.38 | (0.47 | )(d) | (0.09 | ) | (0.38 | ) | — | (0.38 | ) | 9.42 | (0.90 | )(d) | 2,715 | 0.66 | 4.00 | 0.66 | 122 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.81 | 0.43 | 0.08 | 0.51 | (0.43 | ) | — | (0.43 | ) | 9.89 | 5.30 | 3,767 | 0.65 | 4.38 | 0.66 | 152 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.73 | 0.41 | (a) | 0.08 | 0.49 | (0.41 | ) | — | (0.41 | ) | 9.81 | 5.11 | 3,742 | 0.66 | 4.15 | 0.66 | 104 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.75 | 0.30 | (0.01 | ) | 0.29 | (0.31 | ) | — | (0.31 | ) | 9.73 | 3.01 | 5,062 | 0.77 | 3.09 | 0.79 | 94 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.87 | 0.19 | (0.12 | ) | 0.07 | (0.19 | ) | — | (0.19 | ) | 9.75 | 0.67 | 5,783 | 0.89 | 2.26 | 1.00 | 64 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.07 | 0.22 | (a) | (0.20 | ) | 0.02 | (0.22 | ) | — | (0.22 | ) | 9.87 | 0.24 | 5,880 | 0.91 | 2.21 | 1.21 | 66 | ||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.89 | 0.30 | (0.47 | )(d) | (0.17 | ) | (0.30 | ) | — | (0.30 | ) | 9.42 | (1.69 | )(d) | 2,948 | 1.45 | 3.20 | 1.46 | 122 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.81 | 0.35 | 0.08 | 0.43 | (0.35 | ) | — | (0.35 | ) | 9.89 | 4.46 | 3,477 | 1.46 | 3.58 | 1.46 | 152 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.73 | 0.33 | (a) | 0.08 | 0.41 | (0.33 | ) | — | (0.33 | ) | 9.81 | 4.29 | 4,501 | 1.46 | 3.33 | 1.46 | 104 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.75 | 0.24 | (0.01 | ) | 0.23 | (0.25 | ) | — | (0.25 | ) | 9.73 | 2.34 | 9,559 | 1.42 | 2.44 | 1.59 | 94 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.86 | 0.16 | (0.11 | ) | 0.05 | (0.16 | ) | — | (0.16 | ) | 9.75 | 0.46 | 15,114 | 1.26 | 1.88 | 1.74 | 64 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.06 | 0.19 | (a) | (0.20 | ) | (0.01 | ) | (0.19 | ) | — | (0.19 | ) | 9.86 | (0.11 | ) | 23,528 | 1.26 | 1.87 | 1.87 | 66 |
196
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
Short-Term U.S. Treasury Securities Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 10.26 | $ | 0.28 | $ | 0.07 | $ | 0.35 | $ | (0.28 | ) | $ | (0.28 | ) | $ | 10.33 | 3.50 | % | $ | 61,692 | 0.48 | % | 2.74 | % | 0.48 | % | 144 | % | ||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.86 | 0.42 | 0.40 | 0.82 | (0.42 | ) | — | (0.42 | ) | 10.26 | 8.56 | 62,416 | 0.48 | 4.24 | 0.49 | 66 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.80 | 0.39 | 0.06 | 0.45 | (0.39 | ) | — | (0.39 | ) | 9.86 | 4.64 | 55,459 | 0.48 | 3.93 | 0.48 | 87 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.91 | 0.28 | (0.11 | ) | 0.17 | (0.28 | ) | — | (0.28 | ) | 9.80 | 1.70 | 54,991 | 0.58 | 2.79 | 0.63 | 151 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.11 | 0.14 | (0.11 | ) | 0.03 | (0.14 | ) | (0.09 | ) | (0.23 | ) | 9.91 | 0.35 | 69,935 | 0.65 | 1.68 | 0.71 | 82 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.36 | 0.14 | (a) | (0.13 | ) | 0.01 | (0.14 | ) | (0.12 | ) | (0.26 | ) | 10.11 | 0.11 | 92,371 | 0.70 | 1.36 | 0.76 | 131 | |||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.25 | 0.26 | 0.07 | 0.33 | (0.26 | ) | — | (0.26 | ) | 10.32 | 3.31 | 16,854 | 0.65 | 2.30 | 0.66 | 144 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.85 | 0.41 | 0.40 | 0.81 | (0.41 | ) | — | (0.41 | ) | 10.25 | 8.37 | 3,800 | 0.66 | 4.07 | 0.67 | 66 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.79 | 0.37 | 0.06 | 0.43 | (0.37 | ) | — | (0.37 | ) | 9.85 | 4.46 | 3,974 | 0.66 | 3.75 | 0.66 | 87 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.90 | 0.26 | (0.11 | ) | 0.15 | (0.26 | ) | — | (0.26 | ) | 9.79 | 1.52 | 4,336 | 0.76 | 2.60 | 0.82 | 151 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.10 | 0.13 | (0.11 | ) | 0.02 | (0.13 | ) | (0.09 | ) | (0.22 | ) | 9.90 | 0.21 | 6,349 | 0.84 | 1.47 | 0.95 | 82 | ||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.35 | 0.12 | (a) | (0.13 | ) | (0.01 | ) | (0.12 | ) | (0.12 | ) | (0.24 | ) | 10.10 | (0.06 | ) | 12,823 | 0.86 | 1.20 | 1.06 | 131 | |||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.25 | 0.18 | 0.06 | 0.24 | (0.18 | ) | — | (0.18 | ) | 10.31 | 2.38 | 7,113 | 1.48 | 1.79 | 1.48 | 144 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.84 | 0.32 | 0.41 | 0.73 | (0.32 | ) | — | (0.32 | ) | 10.25 | 7.60 | 8,839 | 1.48 | 3.27 | 1.50 | 66 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.78 | 0.29 | 0.06 | 0.35 | (0.29 | ) | — | (0.29 | ) | 9.84 | 3.62 | 11,378 | 1.48 | 2.90 | 1.48 | 87 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.89 | 0.20 | (0.11 | ) | 0.09 | (0.20 | ) | — | (0.20 | ) | 9.78 | 0.88 | 19,958 | 1.39 | 1.99 | 1.65 | 151 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.09 | 0.10 | (0.11 | ) | (0.01 | ) | (0.10 | ) | (0.09 | ) | (0.19 | ) | 9.89 | (0.03 | ) | 33,796 | 1.12 | 1.22 | 1.74 | 82 | ||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.34 | 0.10 | (a) | (0.13 | ) | (0.03 | ) | (0.10 | ) | (0.12 | ) | (0.22 | ) | 10.09 | (0.30 | ) | 62,232 | 1.11 | 0.97 | 1.82 | 131 |
197
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
Total Return Bond Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 10.10 | $ | 0.49 | $ | 0.18 | $ | 0.67 | $ | (0.51 | ) | $ | — | $ | (0.51 | ) | $ | 10.26 | 6.89 | % | $ | 602,267 | 0.30 | % | 4.85 | % | 0.30 | % | 199 | % | ||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.96 | 0.51 | 0.14 | 0.65 | (0.51 | ) | — | (0.51 | ) | 10.10 | 6.74 | 630,451 | 0.30 | 5.14 | 0.30 | 248 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.86 | 0.48 | 0.11 | 0.59 | (0.49 | ) | — | (0.49 | ) | 9.96 | 6.16 | 601,676 | 0.30 | 4.97 | 0.30 | 310 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.12 | 0.41 | (0.24 | ) | 0.17 | (0.42 | ) | (0.01 | ) | (0.43 | ) | 9.86 | 1.68 | 497,730 | 0.29 | 4.01 | 0.29 | 236 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.30 | 0.15 | (0.14 | ) | 0.01 | (0.14 | ) | (0.05 | ) | (0.19 | ) | 10.12 | 0.09 | 176,537 | 0.37 | 3.12 | 0.37 | 150 | ||||||||||||||||||||||||||||||||||||||
Year Ended October 31, 2004†† | 10.31 | 0.31 | 0.23 | 0.54 | (0.32 | ) | (0.23 | ) | (0.55 | ) | 10.30 | 5.49 | 56,019 | 0.45 | 3.03 | 0.59 | 330 | |||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.40 | 0.46 | 0.19 | 0.65 | (0.48 | ) | — | (0.48 | ) | 10.57 | 6.51 | 510 | 0.54 | 4.51 | 0.54 | 199 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.26 | 0.49 | 0.14 | 0.63 | (0.49 | ) | — | (0.49 | ) | 10.40 | 6.28 | 269 | 0.54 | 4.76 | 0.54 | 248 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.15 | 0.46 | 0.12 | 0.58 | (0.47 | ) | — | (0.47 | ) | 10.26 | 5.82 | 324 | 0.54 | 4.57 | 0.54 | 310 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.41 | 0.38 | (0.24 | ) | 0.14 | (0.39 | ) | (0.01 | ) | (0.40 | ) | 10.15 | 1.38 | 493 | 0.56 | 3.67 | 0.56 | 236 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.60 | 0.12 | (a) | (0.13 | ) | (0.01 | ) | (0.13 | ) | (0.05 | ) | (0.18 | ) | 10.41 | (0.11 | ) | 267 | 0.62 | 2.78 | 0.62 | 150 | |||||||||||||||||||||||||||||||||||
Year Ended October 31, 2004†† | 10.49 | 0.18 | 0.35 | 0.53 | (0.19 | ) | (0.23 | ) | (0.42 | ) | 10.60 | 5.22 | 417 | 0.70 | 2.80 | 0.83 | 330 | |||||||||||||||||||||||||||||||||||||||
R Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.10 | 0.39 | 0.19 | 0.58 | (0.42 | ) | — | (0.42 | ) | 10.26 | 5.90 | 325 | 1.10 | 4.01 | 1.10 | 199 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.96 | 0.41 | 0.14 | 0.55 | (0.41 | ) | — | (0.41 | ) | 10.10 | 5.68 | 40 | 1.30 | 4.13 | 1.30 | 248 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.86 | 0.38 | 0.11 | 0.49 | (0.39 | ) | — | (0.39 | ) | 9.96 | 5.10 | 29 | 1.30 | 3.96 | 1.30 | 310 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.12 | 0.32 | (0.24 | ) | 0.08 | (0.33 | ) | (0.01 | ) | (0.34 | ) | 9.86 | 0.76 | 28 | 1.24 | 3.10 | 1.27 | 236 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005 | 10.30 | 0.11 | (0.13 | ) | (0.02 | ) | (0.11 | ) | (0.05 | ) | (0.16 | ) | 10.12 | (0.17 | ) | 1 | 1.01 | 2.50 | 1.37 | 150 | ||||||||||||||||||||||||||||||||||||
Period Ended October 31, 2004†† | 10.25 | 0.01 | 0.06 | 0.07 | (0.02 | ) | — | (0.02 | ) | 10.30 | 0.65 | 1 | 1.10 | 2.71 | 1.41 | 330 | ||||||||||||||||||||||||||||||||||||||||
Ultra-Short Bond Fund(e) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.91 | 0.39 | (0.40 | ) | (0.01 | ) | (0.38 | ) | — | (0.38 | ) | 9.52 | (0.13 | ) | 55,088 | 0.31 | 3.95 | 0.36 | 88 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.00 | 0.47 | (0.09 | ) | 0.38 | (0.47 | ) | — | (0.47 | ) | 9.91 | 3.89 | 87,892 | 0.30 | 4.72 | 0.33 | 126 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.96 | 0.48 | 0.05 | 0.53 | (0.49 | ) | — | (0.49 | ) | 10.00 | 5.44 | 85,646 | 0.28 | 4.58 | 0.28 | 96 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.00 | 0.36 | (0.04 | ) | 0.32 | (0.36 | ) | — | (0.36 | ) | 9.96 | 3.23 | 245,257 | 0.30 | 3.61 | 0.37 | 114 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.05 | 0.15 | (0.05 | ) | 0.10 | (0.15 | ) | — | (0.15 | ) | 10.00 | 1.22 | 74,259 | 0.31 | 1.89 | 0.81 | 44 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.10 | 0.15 | (a) | (0.05 | ) | 0.10 | (0.15 | ) | — | (0.15 | ) | 10.05 | 1.01 | 112,453 | 0.31 | 1.50 | 0.86 | 83 | ||||||||||||||||||||||||||||||||||||||
U.S. Government Securities Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.59 | 0.33 | 0.56 | 0.89 | (0.34 | ) | (0.03 | ) | (0.37 | ) | 11.11 | 8.49 | 341,727 | 0.55 | 3.09 | 0.56 | 130 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.29 | 0.50 | 0.30 | 0.80 | (0.50 | ) | — | (0.50 | ) | 10.59 | 8.04 | 491,970 | 0.55 | 4.89 | 0.55 | 134 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.19 | 0.47 | 0.11 | 0.58 | (0.48 | ) | — | (0.48 | ) | 10.29 | 5.86 | 535,056 | 0.55 | 4.70 | 0.55 | 131 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.42 | 0.37 | (0.20 | ) | 0.17 | (0.40 | ) | — | (0.40 | ) | 10.19 | 1.66 | 316,475 | 0.65 | 3.63 | 0.65 | 118 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.35 | 0.29 | 0.09 | 0.38 | (0.31 | ) | — | (0.31 | ) | 10.42 | 3.74 | 319,058 | 0.77 | 3.41 | 0.80 | 64 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.93 | 0.31 | (a) | (0.50 | ) | (0.19 | ) | (0.35 | ) | (0.04 | ) | (0.39 | ) | 10.35 | (1.77 | ) | 298,997 | 0.81 | 2.95 | 0.84 | 240 | |||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.59 | 0.29 | 0.56 | 0.85 | (0.30 | ) | (0.03 | ) | (0.33 | ) | 11.11 | 8.17 | 2,954 | 0.85 | 2.78 | 0.86 | 130 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.29 | 0.47 | 0.30 | 0.77 | (0.47 | ) | — | (0.47 | ) | 10.59 | 7.72 | 3,496 | 0.85 | 4.61 | 0.85 | 134 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.19 | 0.44 | 0.11 | 0.55 | (0.45 | ) | — | (0.45 | ) | 10.29 | 5.54 | 2,849 | 0.85 | 4.40 | 0.85 | 131 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.41 | 0.32 | (0.17 | ) | 0.15 | (0.37 | ) | — | (0.37 | ) | 10.19 | 1.43 | 3,032 | 0.99 | 3.31 | 0.99 | 118 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.35 | 0.26 | 0.08 | 0.34 | (0.28 | ) | — | (0.28 | ) | 10.41 | 3.32 | 3,080 | 1.17 | 3.17 | 1.28 | 64 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.93 | 0.27 | (a) | (0.50 | ) | (0.23 | ) | (0.31 | ) | (0.04 | ) | (0.35 | ) | 10.35 | (2.17 | ) | 8,484 | 1.22 | 2.54 | 1.52 | 240 |
198
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | Portfolio | |||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | Turnover | |||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | Rate(3) | |||||||||||||||||||||||||||||||||||||||||||
U.S. Government Securities Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 10.59 | $ | 0.22 | $ | 0.56 | $ | 0.78 | $ | (0.23 | ) | $ | (0.03 | ) | $ | (0.26 | ) | $ | 11.11 | 7.42 | % | $ | 3,649 | 1.55 | % | 2.08 | % | 1.55 | % | 130 | % | |||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.29 | 0.40 | 0.30 | 0.70 | (0.40 | ) | — | (0.40 | ) | 10.59 | 6.97 | 4,222 | 1.55 | 3.90 | 1.55 | 134 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.19 | 0.37 | 0.11 | 0.48 | (0.38 | ) | — | (0.38 | ) | 10.29 | 4.81 | 5,121 | 1.55 | 3.67 | 1.55 | 131 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.41 | 0.27 | (0.19 | ) | 0.08 | (0.30 | ) | — | (0.30 | ) | 10.19 | 0.76 | 7,909 | 1.66 | 2.60 | 1.68 | 118 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.35 | 0.21 | 0.08 | 0.29 | (0.23 | ) | — | (0.23 | ) | 10.41 | 2.83 | 12,229 | 1.74 | 2.50 | 1.85 | 64 | ||||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.93 | 0.22 | (a) | (0.50 | ) | (0.28 | ) | (0.26 | ) | (0.04 | ) | (0.30 | ) | 10.35 | (2.67 | ) | 18,993 | 1.73 | 2.04 | 1.97 | 240 | |||||||||||||||||||||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund(e) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.03 | 0.41 | 0.01 | 0.42 | (0.42 | ) | — | (0.42 | ) | 10.03 | 4.29 | 90,675 | 0.28 | 4.00 | 0.32 | 92 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 9.95 | 0.43 | 0.10 | 0.53 | (0.45 | ) | — | (0.45 | ) | 10.03 | 5.41 | 62,904 | 0.28 | 4.33 | 0.33 | 140 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 9.85 | 0.42 | 0.11 | 0.53 | (0.43 | ) | — | (0.43 | ) | 9.95 | 5.50 | 34,411 | 0.29 | 4.23 | 0.33 | 141 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 9.90 | 0.36 | (0.06 | ) | 0.30 | (0.35 | ) | — | (0.35 | ) | 9.85 | 3.12 | 42,616 | 0.29 | 3.41 | 0.47 | 126 | |||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 9.95 | 0.20 | (0.05 | ) | 0.15 | (0.20 | ) | — | (0.20 | ) | 9.90 | 1.36 | 49,623 | 0.18 | 2.02 | 0.71 | 42 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.00 | 0.15 | (a) | (0.05 | ) | 0.10 | (0.15 | ) | — | (0.15 | ) | 9.95 | 1.01 | 77,360 | 0.24 | 1.25 | 0.77 | 109 | ||||||||||||||||||||||||||||||||||||||
Virginia Intermediate Municipal Bond Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.09 | 0.36 | 0.13 | 0.49 | (0.36 | ) | — | (0.36 | ) | 10.22 | 5.01 | 181,882 | 0.60 | 3.61 | 0.60 | 20 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.11 | 0.37 | (0.02 | ) | 0.35 | (0.37 | ) | — | (0.37 | ) | 10.09 | 3.51 | 204,507 | 0.60 | 3.65 | 0.60 | 28 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.01 | 0.36 | 0.10 | 0.46 | (0.36 | ) | — | (0.36 | ) | 10.11 | 4.67 | 214,908 | 0.59 | 3.59 | 0.60 | 54 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.11 | 0.34 | (0.03 | ) | 0.31 | (0.34 | ) | (0.07 | ) | (0.41 | ) | 10.01 | 3.05 | 169,743 | 0.65 | 3.33 | 0.66 | 54 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.15 | 0.28 | 0.05 | 0.33 | (0.28 | ) | (0.09 | ) | (0.37 | ) | 10.11 | 3.21 | 176,959 | 0.71 | 3.23 | 0.71 | 46 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.68 | 0.34 | (a) | (0.44 | ) | (0.10 | ) | (0.34 | ) | (0.09 | ) | (0.43 | ) | 10.15 | (1.00 | ) | 181,558 | 0.75 | 3.23 | 0.75 | 26 | |||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.09 | 0.35 | 0.13 | 0.48 | (0.35 | ) | — | (0.35 | ) | 10.22 | 4.85 | 7,619 | 0.75 | 3.46 | 0.75 | 20 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.11 | 0.35 | (0.02 | ) | 0.33 | (0.35 | ) | — | (0.35 | ) | 10.09 | 3.36 | 6,232 | 0.75 | 3.50 | 0.75 | 28 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.01 | 0.35 | 0.10 | 0.45 | (0.35 | ) | — | (0.35 | ) | 10.11 | 4.52 | 5,395 | 0.74 | 3.43 | 0.75 | 54 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 10.11 | 0.33 | (0.03 | ) | 0.30 | (0.33 | ) | (0.07 | ) | (0.40 | ) | 10.01 | 2.92 | 5,480 | 0.79 | 3.22 | 0.82 | 54 | ||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 10.15 | 0.27 | 0.05 | 0.32 | (0.27 | ) | (0.09 | ) | (0.36 | ) | 10.11 | 3.14 | 7,143 | 0.80 | 3.16 | 0.90 | 46 | |||||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 10.68 | 0.33 | (a) | (0.44 | ) | (0.11 | ) | (0.33 | ) | (0.09 | ) | (0.42 | ) | 10.15 | (1.04 | ) | 10,566 | 0.79 | 3.19 | 1.04 | 26 | |||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.09 | 0.26 | 0.13 | 0.39 | (0.26 | ) | — | (0.26 | ) | 10.22 | 3.97 | 2,585 | 1.60 | 2.61 | 1.60 | 20 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 10.11 | 0.27 | (0.02 | ) | 0.25 | (0.27 | ) | — | (0.27 | ) | 10.09 | 2.48 | 3,101 | 1.60 | 2.65 | 1.60 | 28 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 10.01 | 0.26 | 0.10 | 0.36 | (0.26 | ) | — | (0.26 | ) | 10.11 | 3.64 | 3,289 | 1.60 | 2.63 | 1.61 | 54 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006 | 10.27 | 0.14 | (0.19 | ) | (0.05 | ) | (0.14 | ) | (0.07 | ) | (0.21 | ) | 10.01 | (0.52 | ) | 9 | 1.62 | 2.35 | 1.62 | 54 |
199
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | ||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | ||||||||||||||||||||||||||||||||||||||||
Prime Quality Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 1.00 | $ | 0.02 | $ | — | $ | 0.02 | $ | (0.02 | ) | $ | — | $ | (0.02 | ) | $ | 1.00 | 1.55 | %(f) | $ | 3,448,997 | 0.55 | % | 1.55 | %(f) | 0.55 | % | ||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.46 | (g) | 3,834,993 | 0.52 | 4.34 | (g) | 0.52 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 4.83 | 3,248,781 | 0.53 | 4.73 | 0.53 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.25 | 2,976,881 | 0.58 | 3.19 | 0.61 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.13 | 3,173,794 | 0.60 | 1.34 | 0.71 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.52 | 3,477,598 | 0.63 | 0.52 | 0.74 | |||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.40 | (f) | 3,822,051 | 0.69 | 1.51 | (f) | 0.70 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.30 | (g) | 6,523,136 | 0.67 | 4.21 | (g) | 0.67 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 4.67 | 5,917,224 | 0.68 | 4.59 | 0.68 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.08 | 4,011,561 | 0.74 | 3.16 | 0.76 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.96 | 2,124,606 | 0.80 | 1.17 | 0.91 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.34 | 1,851,615 | 0.81 | 0.34 | 0.95 | |||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.31 | (f) | 2,246 | 0.78 | 1.45 | (f) | 0.79 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.20 | (g) | 4,129 | 0.77 | 4.11 | (g) | 0.77 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.57 | 3,733 | 0.78 | 4.47 | 0.78 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.01 | 3,991 | 0.82 | 2.81 | 1.10 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.94 | 10,093 | 0.83 | 0.99 | 1.48 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.22 | 25,444 | 0.93 | 0.21 | 1.59 | |||||||||||||||||||||||||||||||||||||||
Tax-Exempt Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.20 | 1,568,626 | 0.48 | 1.18 | 0.50 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.94 | 1,573,560 | 0.48 | 2.85 | 0.48 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.15 | 1,157,688 | 0.48 | 3.10 | 0.48 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.02 | — | 0.02 | (0.02 | ) | — | (0.02 | ) | 1.00 | 2.27 | 1,172,717 | 0.50 | 2.25 | 0.53 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.90 | 936,272 | 0.51 | 1.04 | 0.61 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.48 | 978,548 | 0.55 | 0.46 | 0.64 | |||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.05 | 358,910 | 0.63 | 1.07 | 0.65 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.78 | 590,345 | 0.63 | 2.75 | 0.63 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.00 | 594,416 | 0.63 | 2.95 | 0.63 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.02 | — | 0.02 | (0.02 | ) | — | (0.02 | ) | 1.00 | 2.12 | 671,164 | 0.65 | 2.10 | 0.68 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.78 | 402,333 | 0.65 | 0.92 | 0.75 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.35 | 274,543 | 0.67 | 0.34 | 0.80 | |||||||||||||||||||||||||||||||||||||||
U.S. Government Securities Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.16 | 879,234 | 0.57 | 1.32 | 0.58 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.12 | 2,108,351 | 0.58 | 3.71 | 0.58 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 4.62 | 691,145 | 0.59 | 4.56 | 0.59 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.07 | 413,893 | 0.62 | 2.99 | 0.65 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.03 | 517,253 | 0.62 | 1.24 | 0.71 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.43 | 615,324 | 0.66 | 0.43 | 0.75 |
200
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Net | Average | |||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Investment | Net Assets | |||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Income | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | from | Total | Asset | to | to | Waivers, | |||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | Reimbursements | ||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | and Expense | ||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | ||||||||||||||||||||||||||||||||||||||||
U.S. Government Securities Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 1.00 | $ | 0.01 | $ | — | $ | 0.01 | $ | (0.01 | ) | $ | — | $ | (0.01 | ) | $ | 1.00 | 1.01 | % | $ | 344,238 | 0.72 | % | 0.96 | % | 0.74 | % | ||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 3.96 | 333,593 | 0.74 | 3.86 | 0.74 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.46 | 257,949 | 0.74 | 4.37 | 0.74 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.91 | 253,648 | 0.77 | 2.91 | 0.80 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.89 | 230,041 | 0.78 | 1.06 | 0.88 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.28 | 234,100 | 0.80 | 0.28 | 0.92 | |||||||||||||||||||||||||||||||||||||||
U.S. Treasury Money Market Fund(4) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.75 | 1,238,400 | 0.41 | 0.72 | 0.58 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 3.67 | 1,130,334 | 0.58 | 3.57 | 0.59 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 4.61 | 1,025,065 | 0.58 | 4.50 | 0.58 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.99 | 1,650,172 | 0.60 | 2.98 | 0.63 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.99 | 1,407,783 | 0.62 | 1.19 | 0.71 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.37 | 1,233,565 | 0.66 | 0.32 | 0.75 | |||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.61 | 262,284 | 0.48 | 0.31 | 0.73 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.52 | 101,460 | 0.73 | 3.03 | 0.74 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.45 | 31,554 | 0.73 | 4.41 | 0.73 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.84 | 12,366 | 0.75 | 3.12 | 0.76 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.88 | 303 | 0.75 | 0.97 | 1.48 | |||||||||||||||||||||||||||||||||||||
Period Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.15 | 401 | 0.75 | 0.21 | 3.17 | (h) | ||||||||||||||||||||||||||||||||||||||
Virginia Tax-Free Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.25 | 202,553 | 0.46 | 1.28 | 0.47 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.97 | 294,937 | 0.44 | 2.91 | 0.45 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | �� | — | (0.03 | ) | 1.00 | 3.14 | 230,191 | 0.45 | 3.09 | 0.45 | ||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.02 | — | 0.02 | (0.02 | ) | — | (0.02 | ) | 1.00 | 2.33 | 226,319 | 0.46 | 2.28 | 0.46 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.94 | 177,377 | 0.46 | 1.07 | 0.46 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.56 | 173,959 | 0.50 | 0.51 | 0.50 | |||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.09 | 237,685 | 0.61 | 1.17 | 0.62 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.82 | 418,242 | 0.59 | 2.75 | 0.60 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 2.98 | 378,541 | 0.60 | 2.94 | 0.60 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.02 | — | 0.02 | (0.02 | ) | — | (0.02 | ) | 1.00 | 2.16 | 303,752 | 0.62 | 2.12 | 0.68 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005† | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.77 | 197,380 | 0.66 | 0.92 | 0.86 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | — | — | — | — | — | — | 1.00 | 0.38 | 118,339 | 0.67 | 0.34 | 0.90 |
201
(1) | Total return excludes sales charge. Not annualized for periods less than one year. | |
(2) | Annualized for periods less than one year. | |
(3) | Not annualized for periods less than one year. | |
(4) | The following table details the commencement of operations of certain classes of each respective fund. |
Fund | Class | Commencement Date | ||
Corporate Bond Fund | A Shares | October 8, 2003 | ||
High Income Fund | A Shares | October 27, 2003 | ||
Intermediate Bond Fund | A Shares | October 11, 2004 | ||
Intermediate Bond Fund | C Shares | October 11, 2004 | ||
Maryland Municipal Bond Fund | A Shares | April 13, 2005 | ||
North Carolina Tax-Exempt Bond Fund | I Shares | January 8, 2004 | ||
North Carolina Tax-Exempt Bond Fund | A Shares | March 21, 2005 | ||
North Carolina Tax-Exempt Bond Fund | C Shares | March 21, 2005 | ||
Seix Floating Rate High Income Fund | I Shares | March 2, 2006 | ||
Seix Floating Rate High Income Fund | A Shares | May 8, 2006 | ||
Seix Floating Rate High Income Fund | C Shares | August 3, 2007 | ||
Seix Global Strategy Fund | I Shares | September 8, 2008 | ||
Seix High Yield Fund | C Shares | October 11, 2004 | ||
Total Return Bond Fund | C Shares | October 11, 2004 | ||
Virginia Intermediate Municipal Bond Fund | C Shares | September 1, 2005 | ||
U.S. Treasury Money Market Fund | A Shares | November 12, 2003 |
(a) | Per share data was calculated using the average shares method. | |
(b) | Class A was operational during a portion of the year only. Amounts reflect performance for the period of time the class had operations, which was 280 days during the period for Maryland Municipal Bond Fund. The net asset value, end of period, presented for Maryland Municipal Bond Fund A Shares was as of January 6, 2009, the last day the class had shareholders. | |
(c) | Class C was operational during a portion of the year only. Amounts reflect performance for the period of time the class had operations, which was 25 days during the period for North Carolina Tax-Exempt Bond Fund. The net asset value, end of period, presented for North Carolina Tax-Exempt Bond Fund C Shares was as of April 25, 2007, the last day the class had shareholders. | |
(d) | The total return shown is based on the ending net asset value calculated in accordance with accounting principles generally accepted in the United States of America (“GAAP”) and differs from the total return shown based on the net asset value calculated for shareholder transactions. | |
(e) | Financial Highlights per share amounts for the Ultra-Short Bond Fund and the U.S. Government Securities Ultra-Short Bond Fund have been adjusted for a 5:1 reverse stock split and 4.974874:1 reverse stock split, respectively which occurred on April 1, 2005, for the periods ended March 31, 2005, May 31, 2004 and May 31, 2003. | |
(f) | During the year ended March 31, 2009 the Fund received certain payments by an affiliate. These payments had no impact to the ratio of net investment income to average net assets. Absent these payments, the total return would have been 0.55%, 0.40% and 0.31% for I Shares, A Shares and C Shares, respectively. | |
(g) | During the year ended March 31, 2008, the Fund received certain payments by an affiliate. Absent these payments, the ratio of net investment income to average net assets would have been 4.14% for I Shares, 4.01% for A Shares and 3.91% for C Shares. There was no impact to the total return as a result of these payments. | |
(h) | Ratio reflects the impact of the initial low level of average net assets associated with commencement of operations. | |
* | Amended from prior periods’ financial highlights. There were no shareholders in the class for the period from October 16, 2007 through January 17, 2008. The financial highlight information presented is for two separate periods of time when shareholders were invested in the class. | |
The Georgia Tax-Exempt Bond Fund’s net expense ratio and gross expense ratio includes interest expense of 0.09% incurred during the most recent fiscal year with respect to investments in certain inverse floating rate securities. | ||
Effective February 13, 2009, C Shares converted to R Shares. | ||
† | Effective June 1, 2004, the Funds adopted a change in the amortization and accretion methodology on fixed income securities. The cumulative effect of this change in methodology was immaterial to all Funds except for the Funds noted below: |
Change to Net | ||||||||||||||||||||
Change to Net | Realized and | Change to Ratio of Net Investment | ||||||||||||||||||
Investment | Unrealized Gains | Income to Average Net Assets | ||||||||||||||||||
Income Per Share($) | (Losses) Per Share($) | I Shares(%) | A Shares(%) | C Shares(%) | ||||||||||||||||
Corporate Bond Fund | 0.01 | (0.01 | ) | 0.22 | 0.14 | 0.13 | ||||||||||||||
Georgia Tax-Exempt Bond Fund | 0.01 | (0.01 | ) | 0.16 | 0.14 | 0.14 | ||||||||||||||
Investment Grade Bond Fund | 0.01 | (0.01 | ) | 0.18 | 0.14 | 0.14 | ||||||||||||||
Investment Grade Tax-Exempt Bond Fund | (0.01 | ) | 0.01 | (0.08 | ) | (0.07 | ) | (0.06 | ) | |||||||||||
Limited-Term Federal Mortgage Securities Fund | 0.04 | (0.04 | ) | 0.47 | 0.42 | 0.36 | ||||||||||||||
Maryland Municipal Bond Fund | (0.01 | ) | 0.01 | (0.07 | ) | (0.06 | ) | — | ||||||||||||
North Carolina Tax-Exempt Bond Fund | (0.02 | ) | 0.02 | (0.20 | ) | — | — | |||||||||||||
Short-Term Bond Fund | 0.01 | (0.01 | ) | 0.08 | 0.07 | 0.06 | ||||||||||||||
U.S. Government Securities Fund | 0.02 | (0.02 | ) | 0.23 | 0.11 | 0.17 | ||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 0.01 | (0.01 | ) | 0.24 | — | — |
†† | Effective November 1, 2003, these Funds adopted a change in the amortization and accretion methodology on fixed income securities. The cumulative effect of this change in methodology was immaterial to all Funds except for the Fund noted below: |
Change to Net | ||||||||||||||||||||
Change to Net | Realized and | Change to Ratio of Net Investment | ||||||||||||||||||
Investment | Unrealized Gains | Income to Average Net Assets | ||||||||||||||||||
Income Per Share($) | (Losses) Per Share($) | I Shares(%) | A Shares(%) | C Shares(%) | ||||||||||||||||
Seix High Yield Fund | 0.01 | (0.01 | ) | 0.06 | 0.05 | 0.84 |
202
1. | Organization |
2. | Significant Accounting Policies |
203
204
• | Level 1 — quoted prices in active markets for identical assets. | |
• | Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayments speeds, credit risk, etc.) | |
• | Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments.) |
LEVEL 2 — Other Significant | LEVEL 3 — Significant | |||||||||||||||||||||||||||||||
LEVEL 1 — Quoted Prices | Observable Inputs | Unobservable Inputs | Total | |||||||||||||||||||||||||||||
Other | Other | Other | Other | |||||||||||||||||||||||||||||
Investments | Financial | Investments | Financial | Investments | Financial | Investments | Financial | |||||||||||||||||||||||||
in Securities | Investments | in Securities | Investments | in Securities | Investments | in Securities | Investments | |||||||||||||||||||||||||
Fund | ($) | ($)* | ($) | ($)* | ($) | ($)* | ($) | ($)* | ||||||||||||||||||||||||
Corporate Bond Fund | — | — | 58,998 | — | — | — | 58,998 | — | ||||||||||||||||||||||||
Georgia Tax-Exempt Bond Fund | 7,173 | 162,617 | 169,790 | |||||||||||||||||||||||||||||
High Grade Municipal Bond Fund | 4,930 | — | 78,760 | — | — | — | 83,690 | — | ||||||||||||||||||||||||
High Income Fund | 476 | — | 42,270 | (455 | ) | — | — | 42,746 | (455 | ) | ||||||||||||||||||||||
Intermediate Bond Fund | 54,945 | — | 1,142,311 | 2,102 | — | — | 1,197,256 | 2,102 | ||||||||||||||||||||||||
Investment Grade Bond Fund | 6,333 | — | 488,276 | 874 | — | — | 494,609 | 874 | ||||||||||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | 120,273 | — | 777,418 | — | — | — | 897,691 | — | ||||||||||||||||||||||||
Limited Duration Fund | 16,237 | — | 14,579 | — | — | — | 30,816 | — | ||||||||||||||||||||||||
Limited-Term Federal Mortgage Securities Fund | 6,308 | — | 47,901 | — | — | — | 54,209 | — | ||||||||||||||||||||||||
Maryland Municipal Bond Fund | 1,163 | — | 30,019 | — | — | — | 31,182 | — | ||||||||||||||||||||||||
North Carolina Tax-Exempt Bond Fund | 1,441 | — | 43,184 | — | — | — | 44,625 | — | ||||||||||||||||||||||||
Seix Floating Rate High Income Fund | 57,821 | — | 524,386 | (1,517 | ) | — | — | 582,207 | (1,517 | ) | ||||||||||||||||||||||
Seix Global Strategy Fund | 54 | — | 10,127 | 50 | — | — | 10,181 | 50 | ||||||||||||||||||||||||
Seix High Yield Fund | 67,436 | — | 994,729 | (7,583 | ) | — | — | 1,062,165 | (7,583 | ) | ||||||||||||||||||||||
Short-Term Bond Fund | 21,471 | (611 | ) | 342,298 | (141 | ) | — | — | 363,769 | (752 | ) | |||||||||||||||||||||
Short-Term U.S. Treasury Securities Fund | 326 | — | 91,716 | — | — | — | 92,042 | — | ||||||||||||||||||||||||
Total Return Bond Fund | 21,568 | — | 630,084 | 1,221 | — | — | 651,652 | 1,221 | ||||||||||||||||||||||||
Ultra-Short Bond Fund | 4,564 | — | 51,296 | — | — | — | 55,860 | — | ||||||||||||||||||||||||
U.S. Government Securities Fund | 5,598 | — | 475,139 | — | — | — | 480,737 | — | ||||||||||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 10,695 | — | 79,478 | — | — | — | 90,173 | — | ||||||||||||||||||||||||
Virginia Intermediate Municipal Bond Fund | 5,541 | — | 186,813 | — | — | — | 192,354 | — | ||||||||||||||||||||||||
Prime Quality Money Market Fund | 987,000 | — | 6,546,612 | — | — | — | 7,533,612 | — | ||||||||||||||||||||||||
Tax-Exempt Money Market Fund | 29,758 | — | 1,881,622 | — | — | — | 1,911,380 | — | ||||||||||||||||||||||||
U.S. Government Securities Money Market Fund | 197,500 | — | 1,025,908 | — | — | — | 1,223,408 | — | ||||||||||||||||||||||||
U.S. Treasury Money Market Fund | 144,815 | — | 1,355,916 | — | — | — | 1,500,731 | — | ||||||||||||||||||||||||
Virginia Tax-Free Money Market Fund | 19,663 | — | 419,197 | — | — | — | 438,860 | — |
* | Other financial instruments are derivative instruments not reflected in the Schedules of Portfolio Investments, such as futures, forwards, and swap contracts, which are valued at the unrealized appreciation/(depreciation) on the investment. |
205
206
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Abbey National Treasury Services PLC, 1.581%, 08/13/09(a) | 40,238 | 40,181 | ||||||
American Honda Finance Corp., 1.290%, 07/14/09(a)(b) | 60,358 | 60,295 | ||||||
Barclays Bank PLC, 1.130%, 05/27/09(a) | 60,358 | 60,328 | ||||||
Commonwealth Bank of Australia, 1.313%, 07/16/09, MTN(a)(b) | 80,477 | 80,298 | ||||||
DnB Nor Bank ASA, 1.504%, 06/08/09(a) | 40,238 | 40,240 | ||||||
Goldman Sachs Group, Inc., 1.317%, 06/23/09(a) | 25,551 | 25,382 | ||||||
HSBC USA, Inc., 1.638%, 08/14/09(a) | 40,238 | 40,232 | ||||||
IBM International Group Capital, 1.470%, 09/25/09(a)(b) | 40,238 | 40,235 | ||||||
ING Bank NV, 1.670%, 06/15/09(a)(b) | 64,382 | 64,389 | ||||||
Met Life Global Funding I, 1.706%, 06/12/09, MTN(a)(b) | 80,477 | 79,736 | ||||||
Monumental Global Funding, 1.638%, 08/17/09(a)(b) | 80,477 | 80,466 | ||||||
New York Life Global Funding, 1.366%, 09/04/09, MTN(a)(b) | 40,238 | 40,235 | ||||||
Pacific Life Global Funding, 1.279%, 07/24/09(a)(b) | 8,048 | 7,895 | ||||||
Societe Generale, 1.676%, 09/04/09(a)(b) | 80,477 | 80,473 | ||||||
Westpac Banking Corp., 0.935%, 06/01/09(a) | 80,477 | 80,409 | ||||||
BNP Paribas Time Deposit, 0.240%(a) | 7,193 | 7,193 | ||||||
Calyon Time Deposit, 0.313%(a) | 5,433 | 5,433 | ||||||
Societe Generale Time Deposit, 0.250%(a) | 7,004 | 7,004 | ||||||
Bank of America Repurchase Agreement, 0.110%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $50,000 (collateralized by FHLB; 1.050%, due 03/05/10; total market value $51,000) | 50,000 | 50,000 | ||||||
Wells Fargo Repurchase Agreement, 0.180%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $10,000 (collateralized by FHLB; 4.375%-5.000%, due 10/05/11-09/14/12; total market value $10,202) | 10,000 | 10,000 | ||||||
Dreyfus Government Cash Money Market Fund | 138,750,000 | 138,750 | ||||||
Dreyfus Government Prime Cash Management Fund | 78,750,000 | 78,750 | ||||||
Goldman Sachs Financial Square Funds — Government Fund | 148,750,000 | 148,750 | ||||||
Goldman Sachs Financial Square Funds — Federal Fund | 168,750,000 | 168,750 | ||||||
JPMorgan U.S. Government Money Market Fund | 150,000,000 | 150,000 | ||||||
RidgeWorth Institutional U.S. Government Securities Money Market Fund(c) | 75,000,000 | 75,000 | ||||||
Total Investments (Cost $1,661,903) | 1,660,424 | |||||||
Payable to Participating Funds | 1,463 | |||||||
Amount due to Lending Agent | (13,348 | ) | ||||||
Net Assets | 1,648,539 | |||||||
(a) | Variable or floating rate security. Rate disclosed is as of March 31, 2009. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Joint Account’s adviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 32.4% of net assets as of March 31, 2009. | |
(c) | Affiliate investment. |
FHLB | Federal Home Loan Bank |
MTN | Medium Term Note |
207
Fund | Fee($) | |||
Corporate Bond Fund | 26 | |||
High Income Fund | 3 | |||
Intermediate Bond Fund | 481 | |||
Investment Grade Bond Fund | 152 | |||
Limited-Term Federal Mortgage Securities Fund | — | |||
Seix High Yield Fund | 93 | |||
Short-Term Bond Fund | 49 | |||
Short-Term U.S. Treasury Securities Fund | 56 | |||
Total Return Bond Fund | 75 | |||
Ultra-Short Bond Fund | 1 | |||
U.S. Government Securities Fund | 356 | |||
U.S. Government Securities Ultra-Short Bond Fund | 1 |
208
209
210
3. | Agreements and Other Transactions with Affiliates |
211
Maximum | Discounted | Advisory Fees | Net | |||||||||||||
Annual | Annual | Waived/Expenses | Annual | |||||||||||||
Fund | Advisory Fee($) | Advisory Fee(%) | Reimbursed(%) | Fees Paid(%) | ||||||||||||
Corporate Bond Fund* | 0.60 | 0.60 | — | 0.60 | ||||||||||||
Georgia Tax-Exempt Bond Fund | 0.55 | 0.55 | — | 0.55 | ||||||||||||
High Grade Municipal Bond Fund | 0.55 | 0.55 | — | 0.55 | ||||||||||||
High Income Fund | 0.60 | 0.60 | (0.04 | ) | 0.56 | |||||||||||
Intermediate Bond Fund | 0.25 | 0.24 | — | 0.24 | ||||||||||||
Investment Grade Bond Fund | 0.50 | 0.50 | — | 0.50 | ||||||||||||
Investment Grade Tax-Exempt Bond Fund | 0.50 | 0.49 | — | 0.49 | ||||||||||||
Limited Duration Fund | 0.10 | 0.10 | — | 0.10 | ||||||||||||
Limited-Term Federal Mortgage Securities Fund | 0.50 | 0.50 | — | 0.50 | ||||||||||||
Maryland Municipal Bond Fund | 0.55 | 0.55 | — | 0.55 | ||||||||||||
North Carolina Tax-Exempt Bond Fund | 0.55 | 0.55 | — | 0.55 | ||||||||||||
Seix Floating Rate High Income Fund | 0.45 | 0.45 | — | 0.45 | ||||||||||||
Seix Global Strategy Fund | 0.60 | 0.60 | (0.72 | ) | — | |||||||||||
Seix High Yield Fund | 0.45 | 0.44 | — | 0.44 | ||||||||||||
Short-Term Bond Fund | 0.40 | 0.40 | — | 0.40 | ||||||||||||
Short-Term U.S. Treasury Securities Fund | 0.40 | 0.40 | — | 0.40 | ||||||||||||
Total Return Bond Fund | 0.25 | 0.25 | — | 0.25 | ||||||||||||
Ultra-Short Bond Fund | 0.22 | 0.22 | (0.03 | ) | 0.19 | |||||||||||
U.S. Government Securities Fund | 0.50 | 0.50 | — | 0.50 | ||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 0.20 | 0.20 | (0.02 | ) | 0.18 | |||||||||||
Virginia Intermediate Municipal Bond Fund | 0.55 | 0.55 | — | 0.55 | ||||||||||||
Prime Quality Money Market Fund | 0.55 | 0.48 | — | 0.48 | ||||||||||||
Tax-Exempt Money Market Fund | 0.45 | 0.44 | (0.01 | ) | 0.43 | |||||||||||
U.S. Government Securities Money Market Fund | 0.55 | 0.54 | (0.01 | ) | 0.53 | |||||||||||
U.S. Treasury Money Market Fund | 0.55 | 0.54 | (0.17 | ) | 0.37 | |||||||||||
Virginia Tax-Free Money Market Fund | 0.40 | 0.40 | (0.01 | ) | 0.39 |
* | Effective April 1, 2009, the maximum annual advisory fee for the Corporate Bond Fund will be 0.40%. The 0.60% was the rate in effect for the Strategic Income Fund prior to close of business March 31, 2009. |
Total Operating | ||||||||
Expenses(%) | ||||||||
Seix Floating Rate High Income Fund | I Shares | 0.55 | ||||||
Seix Floating Rate High Income Fund | A Shares | 0.85 | ||||||
Seix Floating Rate High Income Fund | C Shares | 1.55 |
212
Fund | Amount | |||
Prime Quality Money Market Fund | 97 | |||
Tax Exempt Money Market Fund | 260 | |||
U.S. Government Money Market Fund | 180 | |||
U.S. Treasury Money Market Fund | 2,702 | |||
Virginia Tax-Free Money Market Fund | 32 |
213
214
Board | Board | Board | ||||||||||
Approved | Approved | Approved | ||||||||||
and Charged | and Charged | and Charged | ||||||||||
A Share | C Share | R Share | ||||||||||
Distribution | Distribution | Distribution | ||||||||||
and Service | and Service | and Service | ||||||||||
Fund | Fee(%) | Fee(%) | Fee(%) | |||||||||
Corporate Bond Fund | 0.30 | 1.00 | N/A | |||||||||
Georgia Tax-Exempt Bond Fund | 0.15 | 1.00 | N/A | |||||||||
High Grade Municipal Bond Fund | 0.15 | 1.00 | N/A | |||||||||
High Income Fund | 0.30 | 1.00 | N/A | |||||||||
Intermediate Bond Fund* | 0.25 | N/A | 0.50 | |||||||||
Investment Grade Bond Fund | 0.30 | 1.00 | N/A | |||||||||
Investment Grade Tax-Exempt Bond Fund | 0.30 | 1.00 | N/A | |||||||||
Limited-Term Federal Mortgage Securities Fund | 0.20 | 1.00 | N/A | |||||||||
Maryland Municipal Bond Fund | 0.15 | 1.00 | N/A | |||||||||
North Carolina Tax-Exempt Bond Fund | 0.15 | 1.00 | N/A | |||||||||
Seix Floating Rate High Income Fund | 0.30 | 1.00 | N/A | |||||||||
Seix Global Strategy Fund | 0.30 | 1.00 | N/A | |||||||||
Seix High Yield Fund | 0.25 | 1.00 | N/A | |||||||||
Short-Term Bond Fund | 0.20 | 1.00 | N/A | |||||||||
Short-Term U.S. Treasury Securities Fund | 0.18 | 1.00 | N/A | |||||||||
Total Return Bond Fund* | 0.25 | N/A | 0.50 | |||||||||
U.S. Government Securities Fund | 0.30 | 1.00 | N/A | |||||||||
Virginia Intermediate Municipal Bond Fund | 0.15 | 1.00 | N/A | |||||||||
Prime Quality Money Market Fund | 0.15 | 0.25 | N/A | |||||||||
Tax-Exempt Money Market Fund | 0.15 | N/A | N/A | |||||||||
U.S. Government Securities Money Market Fund | 0.15 | N/A | N/A | |||||||||
U.S. Treasury Money Market Fund | 0.15 | N/A | N/A | |||||||||
Virginia Tax-Free Money Market Fund | 0.15 | N/A | N/A |
* | Prior to the conversion of C Shares to R Shares on February 13, 2009, the C Share Distribution and Service Fee was 1.00% of average daily net assets. |
215
Chairman($) | Trustee($) | |||||||
Annual Retainer | 93,750 | 75,000 | ||||||
Regular Meeting Fee | 7,750 | 6,000 | ||||||
Special Meeting Fee | 4,375 | 3,500 | ||||||
Committee Meeting Fee | 4,500 | 3,000 |
Chairman($) | Trustee($) | |||||||
Annual Retainer | 75,000 | 60,000 | ||||||
Regular Meeting Fee | 8,750 | 7,000 | ||||||
Special Meeting Fee | 4,375 | 3,500 | ||||||
Committee Meeting Fee | 4,500 | 3,000 |
Fees($) | ||||
Prime Quality Money Market Fund | 41 | |||
U.S. Government Securities Money Market Fund | 255 | |||
U.S. Treasury Money Market Fund | 232 |
216
4. | Investment Transactions |
Sales and | ||||||||
Fund | Purchases($) | Maturities($) | ||||||
Corporate Bond Fund | 138,088 | 133,574 | ||||||
Georgia Tax-Exempt Bond Fund | 111,430 | 110,877 | ||||||
High Grade Municipal Bond Fund | 253,060 | 341,238 | ||||||
High Income Fund | 140,821 | 142,711 | ||||||
Intermediate Bond Fund | 349,162 | 273,966 | ||||||
Investment Grade Bond Fund | 143,165 | 257,531 | ||||||
Investment Grade Tax-Exempt Bond Fund | 1,598,379 | 1,339,746 | ||||||
Limited Duration Fund | 3,679 | 23,580 | ||||||
Limited-Term Federal Mortgage Securities Fund | 1,544 | 4,312 | ||||||
Maryland Municipal Bond Fund | 9,402 | 21,511 | ||||||
North Carolina Tax-Exempt Bond Fund | 33,091 | 32,033 | ||||||
Seix Floating Rate High Income Fund | 1,143,915 | 1,128,686 | ||||||
Seix Global Strategy Fund | 6,948 | 6,716 | ||||||
Seix High Yield Fund | 785,872 | 661,265 | ||||||
Short-Term Bond Fund | 280,314 | 191,193 | ||||||
Total Return Bond Fund | 179,715 | 205,139 | ||||||
Ultra-Short Bond Fund | 21,792 | 28,003 | ||||||
U.S. Government Securities Fund | — | 26,211 | ||||||
Virginia Intermediate Municipal Bond Fund | 40,124 | 66,392 |
Sales and | ||||||||
Fund | Purchases($) | Maturities($) | ||||||
Corporate Bond Fund | 89,528 | 112,450 | ||||||
Intermediate Bond Fund | 1,684,353 | 1,538,332 | ||||||
Investment Grade Bond Fund | 678,433 | 541,265 | ||||||
Limited Duration Fund | 5,847 | 3,918 | ||||||
Limited-Term Federal Mortgage Securities Fund | 234,267 | 281,494 | ||||||
Seix High Yield Fund | 24,879 | 24,998 | ||||||
Short-Term Bond Fund | 204,827 | 258,324 | ||||||
Short-Term U.S. Treasury Securities Fund | 131,747 | 114,613 | ||||||
Total Return Bond Fund | 962,618 | 924,156 | ||||||
Ultra-Short Bond Fund | 34,318 | 50,669 | ||||||
U.S. Government Securities Fund | 565,520 | 679,427 | ||||||
U.S. Government Securities Ultra-Short Bond Fund | 101,861 | 68,744 |
5. | Temporary Guarantee Program for Money Market Funds |
217
6. | Federal Tax Information |
Net Unrealized | ||||||||||||||||
Tax Unrealized | Tax Unrealized | Appreciation/ | ||||||||||||||
Fund | Tax Cost($) | Appreciation($) | (Depreciation)($) | (Depreciation)($) | ||||||||||||
Corporate Bond Fund | 59,694 | 319 | (1,015 | ) | (696 | ) | ||||||||||
Georgia Tax-Exempt Bond Fund | 169,975 | 3,583 | (3,768 | ) | (185 | ) | ||||||||||
High Grade Municipal Bond Fund | 82,550 | 1,930 | (790 | ) | 1,140 | |||||||||||
High Income Fund | 48,940 | 647 | (6,841 | ) | (6,194 | ) | ||||||||||
Intermediate Bond Fund | 1,189,833 | 23,506 | (16,083 | ) | 7,423 | |||||||||||
Investment Grade Bond Fund | 492,028 | 13,550 | (10,969 | ) | 2,581 | |||||||||||
Investment Grade Tax-Exempt Bond Fund | 882,541 | 17,060 | (1,910 | ) | 15,150 | |||||||||||
Limited Duration Fund | 31,238 | 6 | (428 | ) | (422 | ) | ||||||||||
Limited-Term Federal Mortgage Securities Fund | 52,712 | 1,505 | (8 | ) | 1,497 | |||||||||||
Maryland Municipal Bond Fund | 30,754 | 1,078 | (650 | ) | 428 | |||||||||||
North Carolina Tax-Exempt Bond Fund | 44,452 | 971 | (798 | ) | 173 | |||||||||||
Seix Floating Rate High Income Fund | 659,578 | 6,694 | (84,065 | ) | (77,371 | ) | ||||||||||
Seix Global Strategy Fund | 10,181 | — | — | — | ||||||||||||
Seix High Yield Fund | 1,138,918 | 11,272 | (88,025 | ) | (76,753 | ) | ||||||||||
Short-Term Bond Fund | 380,221 | 3,341 | (19,793 | ) | (16,452 | ) | ||||||||||
Short-Term U.S. Treasury Securities Fund | 90,202 | 1,841 | (1 | ) | 1,840 | |||||||||||
Total Return Bond Fund | 645,531 | 18,942 | (12,821 | ) | 6,121 | |||||||||||
Ultra-Short Bond Fund | 59,395 | 361 | (3,896 | ) | (3,535 | ) | ||||||||||
U.S. Government Securities Fund | 458,264 | 23,158 | (685 | ) | 22,473 | |||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 89,835 | 610 | (272 | ) | 338 | |||||||||||
Virginia Intermediate Municipal Bond Fund | 186,505 | 7,720 | (1,871 | ) | 5,849 | |||||||||||
Prime Quality Money Market Fund | 7,533,612 | — | — | — | ||||||||||||
Tax-Exempt Money Market Fund | 1,911,380 | — | — | — | ||||||||||||
U.S. Government Securities Money Market Fund | 1,223,408 | — | — | — | ||||||||||||
U.S. Treasury Money Market Fund | 1,500,737 | — | (6 | ) | (6 | ) | ||||||||||
Virginia Tax-Free Money Market Fund | 438,860 | — | — | — |
218
Distributions Paid From | ||||||||||||||||||||
Net | Net Long | Total | ||||||||||||||||||
Investment | Term Capital | Total Taxable | Tax-Exempt | Distributions | ||||||||||||||||
Fund | Income($) | Gains($) | Distributions($) | Distributions($) | Paid($)* | |||||||||||||||
Corporate Bond Fund | 5,431 | — | 5,431 | — | 5,431 | |||||||||||||||
Georgia Tax-Exempt Bond Fund | 3 | — | 3 | 6,804 | 6,807 | |||||||||||||||
High Grade Municipal Bond Fund | 24 | — | 24 | 4,770 | 4,794 | |||||||||||||||
High Income Fund | 4,071 | — | 4,071 | — | 4,071 | |||||||||||||||
Intermediate Bond Fund | 58,043 | — | 58,043 | — | 58,043 | |||||||||||||||
Investment Grade Bond Fund | 19,358 | — | 19,358 | — | 19,358 | |||||||||||||||
Investment Grade Tax-Exempt Bond Fund | 4,233 | 273 | 4,506 | 21,605 | 26,111 | |||||||||||||||
Limited Duration Fund | 991 | — | 991 | — | 991 | |||||||||||||||
Limited-Term Federal Mortgage Securities Fund | 3,470 | — | 3,470 | — | 3,470 | |||||||||||||||
Maryland Municipal Bond Fund | — | — | — | 1,364 | 1,364 | |||||||||||||||
North Carolina Tax-Exempt Bond Fund | 3 | — | 3 | 1,663 | 1,666 | |||||||||||||||
Seix Floating Rate High Income Fund | 35,584 | — | 35,584 | — | 35,584 | |||||||||||||||
Seix Global Strategy Fund | 120 | — | 120 | — | 120 | |||||||||||||||
Seix High Yield Fund | 62,443 | — | 62,443 | — | 62,443 | |||||||||||||||
Short-Term Bond Fund | 15,523 | — | 15,523 | — | 15,523 | |||||||||||||||
Short-Term U.S. Treasury Securities Fund | 2,297 | — | 2,297 | — | 2,297 | |||||||||||||||
Total Return Bond Fund | 29,622 | — | 29,622 | — | 29,622 | |||||||||||||||
Ultra-Short Bond Fund | 3,066 | — | 3,066 | — | 3,066 | |||||||||||||||
U.S. Government Securities Fund | 15,377 | 1,063 | 16,440 | — | 16,440 | |||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 3,501 | — | 3,501 | — | 3,501 | |||||||||||||||
Virginia Intermediate Municipal Bond Fund | 4 | — | 4 | 7,441 | 7,445 | |||||||||||||||
Prime Quality Money Market Fund | 157,821 | — | 157,821 | — | 157,821 | |||||||||||||||
Tax-Exempt Money Market Fund | 1 | 3 | 4 | 26,714 | 26,718 | |||||||||||||||
U.S. Government Securities Money Market Fund | 25,343 | — | 25,343 | — | 25,343 | |||||||||||||||
U.S. Treasury Money Market Fund | 11,665 | — | 11,665 | — | 11,665 | |||||||||||||||
Virginia Tax-Free Money Market Fund | 45 | 54 | 99 | 8,644 | 8,743 |
* | Total distributions paid differ from the Statement of Changes in Net Assets because for tax purposes dividends are recognized when actually paid. |
Amounts designated as “—” are $0 or have been rounded to $0. |
219
Distributions Paid From | ||||||||||||||||||||
Net | Net Long | Total | ||||||||||||||||||
Investment | Term Capital | Total Taxable | Tax-Exempt | Distributions | ||||||||||||||||
Fund | Income($) | Gains($) | Distributions($) | Distributions($) | Paid($)* | |||||||||||||||
Corporate Bond Fund | 6,662 | — | 6,662 | — | 6,662 | |||||||||||||||
Georgia Tax-Exempt Bond Fund | — | — | — | 5,742 | 5,742 | |||||||||||||||
High Grade Municipal Bond Fund | 311 | 166 | 477 | 5,796 | 6,273 | |||||||||||||||
High Income Fund | 6,414 | — | 6,414 | — | 6,414 | |||||||||||||||
Intermediate Bond Fund | 24,492 | — | 24,492 | — | 24,492 | |||||||||||||||
Investment Grade Bond Fund | 19,532 | — | 19,532 | — | 19,532 | |||||||||||||||
Investment Grade Tax-Exempt Bond Fund | 907 | 508 | 1,415 | 16,360 | 17,775 | |||||||||||||||
Limited Duration Fund | 2,231 | — | 2,231 | — | 2,231 | |||||||||||||||
Limited-Term Federal Mortgage Securities Fund | 8,959 | — | 8,959 | — | 8,959 | |||||||||||||||
Maryland Municipal Bond Fund | 9 | 13 | 22 | 1,367 | 1,389 | |||||||||||||||
North Carolina Tax-Exempt Bond Fund | — | — | — | 1,584 | 1,584 | |||||||||||||||
Seix Floating Rate High Income Fund | 51,505 | — | 51,505 | — | 51,505 | |||||||||||||||
Seix High Yield Fund | 70,546 | — | 70,546 | — | 70,546 | |||||||||||||||
Short-Term Bond Fund | 17,409 | — | 17,409 | — | 17,409 | |||||||||||||||
Short-Term U.S. Treasury Securities Fund | 2,917 | — | 2,917 | — | 2,917 | |||||||||||||||
Total Return Bond Fund | 32,188 | — | 32,188 | — | 32,188 | |||||||||||||||
Ultra-Short Bond Fund | 4,059 | — | 4,059 | — | 4,059 | |||||||||||||||
U.S. Government Securities Fund | 28,044 | — | 28,044 | — | 28,044 | |||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 1,831 | — | 1,831 | — | 1,831 | |||||||||||||||
Virginia Intermediate Municipal Bond Fund | 2 | — | 2 | 7,867 | 7,869 | |||||||||||||||
Prime Quality Money Market Fund | 442,352 | — | 442,352 | — | 442,352 | |||||||||||||||
Tax-Exempt Money Market Fund | 106 | 172 | 278 | 57,336 | 57,614 | |||||||||||||||
U.S. Government Securities Money Market Fund | 44,648 | — | 44,648 | — | 44,648 | |||||||||||||||
U.S. Treasury Money Market Fund | 42,981 | — | 42,981 | — | 42,981 | |||||||||||||||
Virginia Tax-Free Money Market Fund | 67 | 25 | 92 | 19,529 | 19,621 |
* | Total distributions paid differ from the Statement of Changes in Net Assets because for tax purposes dividends are recognized when actually paid. |
220
Undistributed | Accumulated | Total | ||||||||||||||||||||||||||||||
Long Term | Capital and | Unrealized | Accumulated | |||||||||||||||||||||||||||||
Tax Exempt | Ordinary | Capital | Accumulated | Distributions | Other | Appreciation/ | Earnings | |||||||||||||||||||||||||
Fund | Income($) | Income($) | Gains($) | Earnings($) | Payable($) | Losses($)** | (Depreciation)($)*** | (Deficit)($) | ||||||||||||||||||||||||
Corporate Bond Fund | — | 219 | — | 219 | (218 | ) | (14,417 | ) | (696 | ) | (15,112 | ) | ||||||||||||||||||||
Georgia Tax-Exempt Bond Fund | 755 | — | — | 755 | (563 | ) | (5,708 | ) | (185 | ) | (5,701 | ) | ||||||||||||||||||||
High Grade Municipal Bond Fund | 250 | — | — | 250 | (256 | ) | (4,045 | ) | 1,140 | (2,911 | ) | |||||||||||||||||||||
High Income Fund | — | 120 | — | 120 | (314 | ) | (12,656 | ) | (6,189 | ) | (19,039 | ) | ||||||||||||||||||||
Intermediate Bond Fund | — | 10,631 | 1,023 | 11,654 | (3,434 | ) | — | 7,372 | 15,592 | |||||||||||||||||||||||
Investment Grade Bond Fund | — | 361 | — | 361 | (1,656 | ) | (423 | ) | 2,560 | 842 | ||||||||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | 2,062 | — | — | 2,062 | (2,213 | ) | (7,535 | ) | 15,150 | 7,464 | ||||||||||||||||||||||
Limited Duration Fund | — | 25 | — | 25 | (24 | ) | (1,683 | ) | (422 | ) | (2,104 | ) | ||||||||||||||||||||
Limited-Term Federal Mortgage Securities Fund | — | 121 | — | 121 | (163 | ) | (20,052 | ) | 1,497 | (18,597 | ) | |||||||||||||||||||||
Maryland Municipal Bond Fund | 52 | — | — | 52 | (94 | ) | (639 | ) | 428 | (253 | ) | |||||||||||||||||||||
North Carolina Tax-Exempt Bond Fund | 78 | — | — | 78 | (141 | ) | (1,772 | ) | 173 | (1,662 | ) | |||||||||||||||||||||
Seix Floating Rate High Income Fund | — | 2,830 | — | 2,830 | (2,582 | ) | (91,399 | ) | (81,341 | ) | (172,492 | ) | ||||||||||||||||||||
Seix Global Strategy Fund | — | 268 | — | 268 | — | — | 2 | 270 | ||||||||||||||||||||||||
Seix High Yield Fund | — | 4,731 | — | 4,731 | (5,944 | ) | (172,571 | ) | (77,165 | ) | (250,949 | ) | ||||||||||||||||||||
Short-Term Bond Fund | — | 910 | — | 910 | (1,029 | ) | (12,772 | ) | (16,452 | ) | (29,343 | ) | ||||||||||||||||||||
Short-Term U.S. Treasury Securities Fund | — | 111 | — | 111 | (113 | ) | (576 | ) | 1,840 | 1,262 | ||||||||||||||||||||||
Total Return Bond Fund | — | 3,267 | — | 3,267 | (2,418 | ) | (960 | ) | 6,092 | 5,981 | ||||||||||||||||||||||
Ultra-Short Bond Fund | — | 178 | — | 178 | (152 | ) | (2,710 | ) | (3,535 | ) | (6,219 | ) | ||||||||||||||||||||
U.S. Government Securities Fund | — | 6,403 | 3,223 | 9,626 | (851 | ) | — | 22,473 | 31,248 | |||||||||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | — | 279 | — | 279 | (265 | ) | (1,112 | ) | 338 | (760 | ) | |||||||||||||||||||||
Virginia Intermediate Municipal Bond Fund | 552 | — | — | 552 | (586 | ) | (26 | ) | 5,849 | 5,789 | ||||||||||||||||||||||
Prime Quality Money Market Fund | — | 720 | — | 720 | (642 | ) | (4,501 | ) | — | (4,423 | ) | |||||||||||||||||||||
Tax-Exempt Money Market Fund | 276 | — | — | 276 | (236 | ) | (73 | ) | — | (33 | ) | |||||||||||||||||||||
U.S. Government Securities Money Market Fund | — | 119 | — | 119 | (120 | ) | (23 | ) | — | (24 | ) | |||||||||||||||||||||
U.S. Treasury Money Market Fund | — | 214 | — | 214 | (129 | ) | (158 | ) | (6 | ) | (79 | ) | ||||||||||||||||||||
Virginia Tax-Free Money Market Fund | 155 | 125 | 10 | 290 | (40 | ) | — | — | 250 |
** | As of the latest tax year end of March 31, 2009, the following Funds had net capital loss carryovers to offset future net capital gains, if any, to the extent provided by the Treasury regulations (in thousands). To the extent that these carryovers are used to offset future gains, it is probable that the gains so offset will not be distributed to shareholders. |
221
Expires | ||||||||||||||||||||||||||||
Fund | 2011($) | 2012($) | 2013($) | 2014($) | 2015($) | 2016($) | 2017($) | |||||||||||||||||||||
Corporate Bond Fund | — | — | — | — | 4,212 | 813 | 570 | |||||||||||||||||||||
Georgia Tax-Exempt Bond Fund | — | — | — | — | 102 | 823 | 2,203 | |||||||||||||||||||||
High Grade Municipal Bond Fund | — | — | — | — | — | 569 | 1,863 | |||||||||||||||||||||
High Income Fund | — | — | — | — | — | 1,188 | 4,325 | |||||||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | — | — | — | — | — | — | 5,746 | |||||||||||||||||||||
Limited Duration Fund | — | — | — | — | 11 | — | 568 | |||||||||||||||||||||
Limited-Term Federal Mortgage Securities Fund | — | 4,528 | 3,272 | 5,209 | 4,063 | 2,980 | — | |||||||||||||||||||||
Maryland Municipal Bond Fund | — | — | — | — | — | 53 | 212 | |||||||||||||||||||||
North Carolina Tax-Exempt Bond Fund | — | — | — | 130 | — | 496 | 613 | |||||||||||||||||||||
Seix Floating Rate High Income Fund | — | — | — | — | — | 2,142 | 35,827 | |||||||||||||||||||||
Seix High Yield Fund | — | — | — | 5,154 | 11,772 | 15,837 | 62,376 | |||||||||||||||||||||
Short-Term Bond Fund | 7,468 | 22 | 353 | 47 | 1,052 | — | 888 | |||||||||||||||||||||
Short-Term U.S. Treasury Securities Fund | — | — | — | — | 576 | — | — | |||||||||||||||||||||
Ultra-Short Bond Fund | — | 494 | 548 | 573 | 667 | — | 203 | |||||||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | — | 297 | 393 | 272 | 150 | — | — | |||||||||||||||||||||
Virginia Intermediate Municipal Bond Fund | — | — | — | — | — | 26 | — | |||||||||||||||||||||
Prime Quality Money Market Fund | — | — | — | — | — | 26 | 3,265 | |||||||||||||||||||||
Tax-Exempt Money Market Fund | — | — | — | — | — | — | 48 | |||||||||||||||||||||
U.S. Treasury Money Market Fund | — | — | 92 | 42 | 5 | — | — |
*** | The differences between book-basis and tax-basis unrealized appreciation/(depreciation) is attributable primarily to: tax deferral of losses on wash sales, the difference between book and tax amortization methods for premium and market discount. |
7. | Risks |
222
223
8. | Subsequent Events |
224
225
(Unaudited)
Number of | ||||||||||
Name, Business | Principal | Portfolios in | ||||||||
Address, State of | Position | Term of | Occupation(s) | Fund | Other | |||||
Residence and | Held With | Office and Length | During the | Complex | Directorships | |||||
Date of Birth | Trust | of Time Served | Past 5 Years | Overseen | Held | |||||
INDEPENDENT TRUSTEES: | ||||||||||
Jeffrey Biggar 3435 Stelzer Road Columbus, OH 43219 (Ohio) DOB 02/50 | Trustee | Indefinite; since January 2007 | Chief Operating Officer, Cedar Brook Financial Partners LLC (March 2008-present). Retired (2006- March 2008). Chief Executive Officer and Senior Managing Director, Sterling (National City Corp.) (2000-2006) | 55 | GenSpring Trust | |||||
George C. Guynn 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 12/42 | Trustee | Indefinite; since January 2008 | Retired. President (1996-October 2006) and Chief Executive Officer (1995-October 2006) Federal Reserve Bank of Atlanta | 55 | Genuine Parts Company; Oxford Industries; John Weiland Homes and Neighborhoods, Inc.: Acuity Brands, Inc.; GenSpring Trust | |||||
Sidney E. Harris 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 07/49 | Trustee | Indefinite; since November 2004 | Professor (since 1997) and Dean (1997-2004), J. Mack Robinson College of Business, Georgia State University. | 55 | Total System Services, Inc.; GenSpring Trust | |||||
Warren Y. Jobe 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 11/40 | Trustee | Indefinite; since November 2004 | Retired. Executive Vice President, Georgia Power Company and Senior Vice President, Southern Company (1998-2001) | 55 | WellPoint, Inc.; UniSource Energy Corp.; GenSpring Trust | |||||
Connie D. McDaniel 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 04/58 | Trustee | Indefinite; since May 2005 | Vice President Global Finance Transformation (since 2007), Vice President and Controller (1999-2007), The Coca-Cola Company | 55 | None | |||||
Clarence H. Ridley* 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 06/42 | Trustee | Indefinite; since November 2001 | Chairman, Haverty Furniture Companies | 55 | Crawford & Co.; Haverty Furniture Companies | |||||
Charles D. Winslow 3435 Stelzer Road Columbus, OH 43219 (Florida) DOB 07/35 | Trustee | Indefinite; since November 2004 | Retired. Formerly Partner, Accenture (consulting) | 55 | None | |||||
* | Prior to May 12, 2008, Mr. Ridley was deemed to be an “interested person” of the Trust. |
226
(Unaudited)
Term of | ||||||
Office and | ||||||
Position(s) | Length of | |||||
Name, Address | Held with | Time | Principal Occupation(s) | |||
and Date of Birth | Trust | Served | During the Past 5 Years | |||
OFFICERS: | ||||||
Julia R. Short 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 11/72 | President and Chief Executive Officer | One year; since July 2007 | Managing Director, Product Manager, RidgeWorth Capital Management, Inc. (since 2004); Relationship Manager, SEI Investments (Financial Services) (1994-2004) | |||
Patrick A. Paparelli 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 09/61 | Vice President; Chief Compliance Officer | One year; since May 2008 | Managing Director, Director of Legal and Compliance (since 2001) and Chief Compliance Officer (since July 2004), RidgeWorth Investments. | |||
Diana Hanlin 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 05/67 | Vice President; Deputy Chief Compliance Officer | One year; since June 2008 | Director, RidgeWorth Capital Management, Inc. (since May 2008); Employee of BB&T Asset Management, Inc. (2007 — May 2008); Employee of BISYS Fund Services Ohio, Inc. (1996-2007). | |||
Martin R. Dean 3435 Stelzer Road Columbus, OH 43219 DOB 11/63 | Treasurer; Chief Financial Officer; Chief Accounting Officer | One year; since March 2007 | Senior Vice President, Financial Administration, Citi Fund Services Ohio, Inc. | |||
. | ||||||
Katherine A. Reilly 3435 Stelzer Road Columbus, OH 43219 DOB 07/65 | Secretary; Chief Legal Officer | One year; since May 2009 | Vice President (since July 2007), Assistant Counsel (January 2006-July 2007), Regulatory Administration, Citi Fund Services Ohio, Inc.; Employee of CitiStreet LLC (June 2004-May 2005); Employee of Fidelity Investments (1987- 2001). | |||
227
(Unaudited)
228
(Unaudited)
229
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||
Corporate Bond Fund | I Shares | 1,000.00 | 964.80 | 3.62 | 0.74 | |||||||||||||
A Shares | 1,000.00 | 963.50 | 4.99 | 1.02 | ||||||||||||||
C Shares | 1,000.00 | 960.00 | 8.50 | 1.74 | ||||||||||||||
Georgia Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,054.30 | 3.07 | 0.60 | |||||||||||||
A Shares | 1,000.00 | 1,054.50 | 3.84 | 0.75 | ||||||||||||||
C Shares | 1,000.00 | 1,049.00 | 8.17 | 1.60 | ||||||||||||||
High Grade Muncipal Bond Fund | I Shares | 1,000.00 | 1,038.50 | 3.30 | 0.65 | |||||||||||||
A Shares | 1,000.00 | 1,036.80 | 4.06 | 0.80 | ||||||||||||||
C Shares | 1,000.00 | 1,032.30 | 8.31 | 1.64 | ||||||||||||||
High Income Fund | I Shares | 1,000.00 | 842.90 | 3.26 | 0.71 | |||||||||||||
A Shares | 1,000.00 | 843.40 | 4.60 | 1.00 | ||||||||||||||
C Shares | 1,000.00 | 838.70 | 7.84 | 1.71 | ||||||||||||||
Intermediate Bond Fund | I Shares | 1,000.00 | 1,075.30 | 1.50 | 0.29 | |||||||||||||
A Shares | 1,000.00 | 1,075.00 | 2.79 | 0.54 | ||||||||||||||
R Shares | 1,000.00 | 1,070.70 | 4.96 | 0.96 | ||||||||||||||
Investment Grade Bond Fund | I Shares | 1,000.00 | 1,083.50 | 2.91 | 0.56 | |||||||||||||
A Shares | 1,000.00 | 1,081.80 | 4.46 | 0.86 | ||||||||||||||
C Shares | 1,000.00 | 1,077.00 | 8.03 | 1.55 | ||||||||||||||
Investment Grade Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,063.30 | 2.83 | 0.55 | |||||||||||||
A Shares | 1,000.00 | 1,061.70 | 4.32 | 0.84 | ||||||||||||||
C Shares | 1,000.00 | 1,059.00 | 7.96 | 1.55 | ||||||||||||||
Limited Duration Fund | I Shares | 1,000.00 | 987.40 | 0.99 | 0.20 | |||||||||||||
Limited-Term Federal Mortgage Securities Fund | I Shares | 1,000.00 | 1,062.50 | 3.09 | 0.60 | |||||||||||||
A Shares | 1,000.00 | 1,061.60 | 4.16 | 0.81 | ||||||||||||||
C Shares | 1,000.00 | 1,057.30 | 8.21 | 1.60 | ||||||||||||||
Maryland Municipal Bond Fund | I Shares | 1,000.00 | 1,060.30 | 3.29 | 0.64 | |||||||||||||
A Shares(a) | 1,000.00 | 1,024.70 | 2.12 | 0.78 | ||||||||||||||
C Shares | 1,000.00 | 1,055.00 | 8.40 | 1.64 | ||||||||||||||
North Carolina Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,058.50 | 3.18 | 0.62 | |||||||||||||
A Shares | 1,000.00 | 1,057.90 | 3.95 | 0.77 | ||||||||||||||
Seix Floating Rate High Income Fund | I Shares | 1,000.00 | 881.00 | 2.30 | 0.49 | |||||||||||||
A Shares | 1,000.00 | 880.90 | 3.70 | 0.79 | ||||||||||||||
C Shares | 1,000.00 | 876.60 | 6.97 | 1.49 | ||||||||||||||
Seix Global Strategy Fund | I Shares | 1,000.00 | 1,053.20 | 3.48 | 0.68 | |||||||||||||
Seix High Yield Fund | I Shares | 1,000.00 | 908.00 | 2.38 | 0.50 | |||||||||||||
A Shares | 1,000.00 | 908.30 | 3.66 | 0.77 | ||||||||||||||
C Shares | 1,000.00 | 903.50 | 7.12 | 1.50 |
230
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||
Short-Term Bond Fund | I Shares | 1,000.00 | 1,010.20 | 2.31 | 0.46 | |||||||||||||
A Shares | 1,000.00 | 1,009.20 | 3.31 | 0.66 | ||||||||||||||
C Shares | 1,000.00 | 1,004.10 | 7.29 | 1.46 | ||||||||||||||
Short-Term U.S. Treasury Securities Fund | I Shares | 1,000.00 | 1,027.50 | 2.43 | 0.48 | |||||||||||||
A Shares | 1,000.00 | 1,026.60 | 3.28 | 0.65 | ||||||||||||||
C Shares | 1,000.00 | 1,022.40 | 7.46 | 1.48 | ||||||||||||||
Total Return Bond Fund | I Shares | 1,000.00 | 1,077.20 | 1.55 | 0.30 | |||||||||||||
A Shares | 1,000.00 | 1,075.60 | 2.79 | 0.54 | ||||||||||||||
R Shares | 1,000.00 | 1,072.50 | 5.17 | 1.00 | ||||||||||||||
Ultra-Short Bond Fund | I Shares | 1,000.00 | 1,005.20 | 1.55 | 0.31 | |||||||||||||
U.S. Government Securities Fund | I Shares | 1,000.00 | 1,070.20 | 2.89 | 0.56 | |||||||||||||
A Shares | 1,000.00 | 1,068.60 | 4.44 | 0.86 | ||||||||||||||
C Shares | 1,000.00 | 1,064.90 | 8.03 | 1.56 | ||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | I Shares | 1,000.00 | 1,027.10 | 1.42 | 0.28 | |||||||||||||
Virginia Intermediate Municipal Bond Fund | I Shares | 1,000.00 | 1,064.20 | 3.09 | 0.60 | |||||||||||||
A Shares | 1,000.00 | 1,063.40 | 3.86 | 0.75 | ||||||||||||||
C Shares | 1,000.00 | 1,059.00 | 8.21 | 1.60 | ||||||||||||||
Prime Quality Money Market Fund | I Shares | 1,000.00 | 1,004.50 | 2.85 | 0.57 | |||||||||||||
A Shares | 1,000.00 | 1,003.80 | 3.60 | 0.72 | ||||||||||||||
C Shares | 1,000.00 | 1,003.40 | 4.00 | 0.80 | ||||||||||||||
Tax-Exempt Money Market Fund | I Shares | 1,000.00 | 1,003.90 | 2.45 | 0.49 | |||||||||||||
A Shares | 1,000.00 | 1,003.10 | 3.20 | 0.64 | ||||||||||||||
U.S. Government Securities Money Market Fund | I Shares | 1,000.00 | 1,003.10 | 2.85 | 0.57 | |||||||||||||
A Shares | 1,000.00 | 1,002.30 | 3.54 | 0.71 | ||||||||||||||
U.S. Treasury Money Market Fund | I Shares | 1,000.00 | 1,000.80 | 1.35 | 0.27 | |||||||||||||
A Shares | 1,000.00 | 1,000.10 | 2.04 | 0.41 | ||||||||||||||
Virginia Tax-Free Money Market Fund | I Shares | 1,000.00 | 1,003.80 | 2.40 | 0.48 | |||||||||||||
A Shares | 1,000.00 | 1,003.00 | 3.15 | 0.63 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days in the most recent fiscal half-year divided by the number of days in the fiscal year. |
** | Annualized. |
(a) | Information shown reflects values for the period from October 1, 2008 to January 6, 2009 and has been calculated using expense ratios and rates of return for the same period. Maryland Municipal Bond Fund A Shares was not operational from January 7, 2009 to March 31, 2009. |
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||
Corporate Bond Fund | I Shares | 1,000.00 | 1,021.24 | 3.73 | 0.74 | |||||||||||||
A Shares | 1,000.00 | 1,019.85 | 5.14 | 1.02 | ||||||||||||||
C Shares | 1,000.00 | 1,016.26 | 8.75 | 1.74 |
231
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||
Georgia Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,021.94 | 3.02 | 0.60 | |||||||||||||
A Shares | 1,000.00 | 1,021.19 | 3.78 | 0.75 | ||||||||||||||
C Shares | 1,000.00 | 1,016.95 | 8.05 | 1.60 | ||||||||||||||
High Grade Muncipal Bond Fund | I Shares | 1,000.00 | 1,021.69 | 3.28 | 0.65 | |||||||||||||
A Shares | 1,000.00 | 1,020.94 | 4.03 | 0.80 | ||||||||||||||
C Shares | 1,000.00 | 1,016.75 | 8.25 | 1.64 | ||||||||||||||
High Income Fund | I Shares | 1,000.00 | 1,021.39 | 3.58 | 0.71 | |||||||||||||
A Shares | 1,000.00 | 1,019.95 | 5.04 | 1.00 | ||||||||||||||
C Shares | 1,000.00 | 1,016.40 | 8.60 | 1.71 | ||||||||||||||
Intermediate Bond Fund | I Shares | 1,000.00 | 1,023.49 | 1.46 | 0.29 | |||||||||||||
A Shares | 1,000.00 | 1,022.24 | 2.72 | 0.54 | ||||||||||||||
R Shares | 1,000.00 | 1,020.14 | 4.84 | 0.96 | ||||||||||||||
Investment Grade Bond Fund | I Shares | 1,000.00 | 1,022.14 | 2.82 | 0.56 | |||||||||||||
A Shares | 1,000.00 | 1,020.64 | 4.33 | 0.86 | ||||||||||||||
C Shares | 1,000.00 | 1,017.20 | 7.80 | 1.55 | ||||||||||||||
Investment Grade Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,022.19 | 2.77 | 0.55 | |||||||||||||
A Shares | 1,000.00 | 1,020.74 | 4.23 | 0.84 | ||||||||||||||
C Shares | 1,000.00 | 1,017.20 | 7.80 | 1.55 | ||||||||||||||
Limited Duration Fund | I Shares | 1,000.00 | 1,023.93 | 1.01 | 0.20 | |||||||||||||
Limited-Term Federal Mortgage Securities Fund | I Shares | 1,000.00 | 1,021.94 | 3.02 | 0.60 | |||||||||||||
A Shares | 1,000.00 | 1,020.89 | 4.08 | 0.81 | ||||||||||||||
C Shares | 1,000.00 | 1,016.95 | 8.05 | 1.60 | ||||||||||||||
Maryland Municipal Bond Fund | I Shares | 1,000.00 | 1,021.74 | 3.23 | 0.64 | |||||||||||||
A Shares(a) | 1,000.00 | 1,011.68 | 2.17 | 0.78 | ||||||||||||||
C Shares | 1,000.00 | 1,016.75 | 8.25 | 1.64 | ||||||||||||||
North Carolina Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,021.84 | 3.13 | 0.62 | |||||||||||||
A Shares | 1,000.00 | 1,021.09 | 3.88 | 0.77 | ||||||||||||||
Seix Floating Rate High Income Fund | I Shares | 1,000.00 | 1,022.49 | 2.47 | 0.49 | |||||||||||||
A Shares | 1,000.00 | 1,020.99 | 3.98 | 0.79 | ||||||||||||||
C Shares | 1,000.00 | 1,017.50 | 7.49 | 1.49 | ||||||||||||||
Seix Global Strategy Fund | I Shares | 1,000.00 | 1,021.54 | 3.43 | 0.68 | |||||||||||||
Seix High Yield Fund | I Shares | 1,000.00 | 1,022.44 | 2.52 | 0.50 | |||||||||||||
A Shares | 1,000.00 | 1,021.09 | 3.88 | 0.77 | ||||||||||||||
C Shares | 1,000.00 | 1,017.45 | 7.54 | 1.50 | ||||||||||||||
Short-Term Bond Fund | I Shares | 1,000.00 | 1,022.64 | 2.32 | 0.46 | |||||||||||||
A Shares | 1,000.00 | 1,021.64 | 3.33 | 0.66 | ||||||||||||||
C Shares | 1,000.00 | 1,017.65 | 7.34 | 1.46 | ||||||||||||||
Short-Term U.S. Treasury Securities Fund | I Shares | 1,000.00 | 1,022.54 | 2.42 | 0.48 | |||||||||||||
A Shares | 1,000.00 | 1,021.69 | 3.28 | 0.65 | ||||||||||||||
C Shares | 1,000.00 | 1,017.55 | 7.44 | 1.48 | ||||||||||||||
Total Return Bond Fund | I Shares | 1,000.00 | 1,023.44 | 1.51 | 0.30 | |||||||||||||
A Shares | 1,000.00 | 1,022.24 | 2.72 | 0.54 | ||||||||||||||
R Shares | 1,000.00 | 1,019.95 | 5.04 | 1.00 | ||||||||||||||
Ultra-Short Bond Fund | I Shares | 1,000.00 | 1,023.39 | 1.56 | 0.31 | |||||||||||||
U.S. Government Securities Fund | I Shares | 1,000.00 | 1,022.14 | 2.82 | 0.56 | |||||||||||||
A Shares | 1,000.00 | 1,020.64 | 4.33 | 0.86 | ||||||||||||||
C Shares | 1,000.00 | 1,017.15 | 7.85 | 1.56 | ||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | I Shares | 1,000.00 | 1,023.54 | 1.41 | 0.28 | |||||||||||||
Virginia Intermediate Municipal Bond Fund | I Shares | 1,000.00 | 1,021.94 | 3.02 | 0.60 | |||||||||||||
A Shares | 1,000.00 | 1,021.19 | 3.78 | 0.75 | ||||||||||||||
C Shares | 1,000.00 | 1,016.95 | 8.05 | 1.60 | ||||||||||||||
Prime Quality Money Market Fund | I Shares | 1,000.00 | 1,022.09 | 2.87 | 0.57 | |||||||||||||
A Shares | 1,000.00 | 1,021.34 | 3.63 | 0.72 | ||||||||||||||
C Shares | 1,000.00 | 1,020.94 | 4.03 | 0.80 |
232
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||
10/01/08($) | 03/31/09($) | 10/01/08-03/31/09($) | 10/01/08-03/31/09(%) | |||||||||||||||
Tax-Exempt Money Market Fund | I Shares | 1,000.00 | 1,022.49 | 2.47 | 0.49 | |||||||||||||
A Shares | 1,000.00 | 1,021.74 | 3.23 | 0.64 | ||||||||||||||
U.S. Government Securities Money Market Fund | I Shares | 1,000.00 | 1,022.09 | 2.87 | 0.57 | |||||||||||||
A Shares | 1,000.00 | 1,021.39 | 3.58 | 0.71 | ||||||||||||||
U.S. Treasury Money Market Fund | I Shares | 1,000.00 | 1,023.59 | 1.36 | 0.27 | |||||||||||||
A Shares | 1,000.00 | 1,022.89 | 2.07 | 0.41 | ||||||||||||||
Virginia Tax-Free Money Market Fund | I Shares | 1,000.00 | 1,022.54 | 2.42 | 0.48 | |||||||||||||
A Shares | 1,000.00 | 1,021.79 | 3.18 | 0.63 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days in the most recent fiscal half-year divided by the number of days in the fiscal year. |
** | Annualized. |
(a) | Information shown reflects values for the period from October 1, 2008 to January 6, 2009 and has been calculated using expense ratios for the same period. Maryland Municipal Bond Fund A Shares was not operational from January 7, 2009 to March 31, 2009. |
233
50 Hurt Plaza, Suite 1400
Atlanta, GA 30303
www.ridgeworth.com
10 Mountainview Road, Suite C-200
Upper Saddle River, NJ 07458
www.seixadvisors.com
50 Hurt Plaza, Suite 1300
Atlanta, GA 30303
www.stableriver.com
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RIDGEWORTH INVESTMENTS Collective Strength Individual Insight. 2009 ANNUAL REPORT INSTITUTIONAL MONEY MARKET FUNDS MARCH 31, 2009 |
RIDGEWORTH FUNDS March 31, 2009
1 | ||||
Management Discussion of Fund Performance | ||||
3 | ||||
4 | ||||
5 | ||||
6 | ||||
Schedules of Portfolio Investments | 8 | |||
Statements of Assets and Liabilities | 19 | |||
Statements of Operations | 20 | |||
Statements of Changes in Net Assets | 21 | |||
Financial Highlights | 22 | |||
Notes to Financial Statements | 24 | |||
Report of Independent Registered Public Accounting Firm | 32 | |||
Trustees and Officers of the RidgeWorth Funds | 33 | |||
Additional Information | 35 |
1
![]() | ![]() | |
David Eidson | Ashi Parikh | |
Chairman and CEO | President and CIO | |
RidgeWorth Capital Management, Inc. | RidgeWorth Capital Management, Inc. |
1 | The S&P 500 Index is an unmanaged index that is widely regarded as a gauge of the U.S. equities market, this index includes 500 leading companies in leading industries of the U.S. economy. Although the S&P 500 focuses on the large cap segment of the market, with approximately 75% coverage of U.S. equities, it is also an ideal proxy for the total market. | |
2 | For the period ended March 31, 2009, 37 out of 49 (1 year), 35 out of 46 (3 years), 34 out of 44 (5 years) and 23 out of 31 (10 years) Funds’ I Shares beat their respective Lipper peer group averages. Lipper rankings are based on total return and do not include a sales charge. | |
3 | Gross Domestic Product is the monetary value of all the goods and services produced by an economy over a specified period. It includes consumption, government purchases, investments, and exports minus imports. |
2
• Michael G. Sebesta, CFA | ||
• E. Dean Speer, CFA, CPA | ||
• Kimberly C. Maichle, CFA | ||
• Sonny Surkin | ||
• J.P. Yarusinski, CFA |
Institutional | ||||
Yields (as of March 31, 2009) | Shares | |||
7 Day Average Yield | 0.51 | % | ||
7 Day Effective Yield | 0.51 | % | ||
30 Day Average Yield | 0.51 | % |
% of Portfolio
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3622004.gif)
1 | Portfolio composition is subject to change |
3
Institutional | ||||
Yields (as of March 31, 2009) | Shares | |||
7 Day Average Yield | 0.47 | % | ||
7 Day Effective Yield | 0.48 | % | ||
30 Day Average Yield | 0.49 | % |
% of Portfolio
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3622005.gif)
1 | Portfolio composition is subject to change |
4
• | Michael G. Sebesta, CFA | |
• | E. Dean Speer, CFA, CPA | |
• | Kimberly C. Maichle, CFA | |
• | Sonny Surkin | |
• | J.P. Yarusinski, CFA |
Institutional | ||||
Yields (as of March 31, 2009) | Shares | |||
7 Day Average Yield | 0.33 | % | ||
7 Day Effective Yield | 0.33 | % | ||
30 Day Average Yield | 0.34 | % |
% of Portfolio
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3622006.gif)
1 | Portfolio composition is subject to change |
5
• | Michael G. Sebesta, CFA | |
• | E. Dean Speer, CFA, CPA | |
• | Kimberly C. Maichle, CFA | |
• | Sonny Surkin | |
• | J.P. Yarusinski, CFA |
Institutional | Corporate Trust | |||||||
Yields (as of March 31, 2009) | Shares | Shares | ||||||
7 Day Average Yield | 0.15 | % | 0.02 | % | ||||
7 Day Effective Yield | 0.15 | % | 0.02 | % | ||||
30 Day Average Yield | 0.24 | % | 0.02 | % |
% of Portfolio
![(PIE CHART)](https://capedge.com/proxy/N-CSR/0000950123-09-013016/l36220l3622007.gif)
1 | Portfolio composition is subject to change |
6
7
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Certificates of Deposit (16.3%) | ||||||||
Banks (11.9%) | ||||||||
Abbey National LLC, 0.340%, 05/22/09 | 24,000 | 24,000 | ||||||
Bank of America Corp., 0.500%, 06/11/09(a) | 30,000 | 30,000 | ||||||
Bank of Nova Scotia, 0.700%, 05/26/09 | 20,000 | 20,000 | ||||||
BNP Paribas, 0.960%, 05/12/09 | 15,000 | 15,000 | ||||||
BNP Paribas, 0.970%, 05/22/09 | 17,000 | 17,000 | ||||||
BNP Paribas, 1.040%, 06/10/09 | 25,000 | 25,000 | ||||||
BNP Paribas, 0.970%, 06/26/09 | 19,000 | 19,000 | ||||||
Chase Bank USA N.A., 0.550%, 06/17/09 | 12,000 | 12,000 | ||||||
Lloyds TSB Bank PLC, 0.940%, 05/19/09 | 27,000 | 27,000 | ||||||
Lloyds TSB Bank PLC, 1.140%, 06/22/09 | 25,000 | 25,000 | ||||||
Rabobank, 0.700%, 05/27/09 | 18,000 | 18,000 | ||||||
Rabobank, 0.750%, 06/26/09 | 20,000 | 20,001 | ||||||
Rabobank, 0.740%, 07/28/09 | 10,500 | 10,500 | ||||||
Royal Bank of Canada, 0.550%, 06/10/09 | 8,000 | 8,000 | ||||||
Royal Bank of Canada, 0.690%, 07/02/09 | 30,000 | 30,000 | ||||||
Royal Bank of Scotland, 1.040%, 05/18/09 | 17,500 | 17,500 | ||||||
Royal Bank of Scotland, 1.370%, 06/16/09 | 17,200 | 17,200 | ||||||
Societe Generale, 0.850%, 07/22/09 | 17,500 | 17,500 | ||||||
Toronto-Dominion Bank, 0.500%, 05/04/09 | 30,000 | 30,000 | ||||||
Toronto-Dominion Bank, 0.620%, 06/02/09 | 40,000 | 40,001 | ||||||
422,702 | ||||||||
Diversified Financial Services (4.4%) | ||||||||
Barclays Bank PLC, 1.150%, 04/28/09 | 20,000 | 20,000 | ||||||
Barclays Bank PLC, 1.550%, 06/10/09 | 17,500 | 17,500 | ||||||
Barclays Bank PLC, 1.150%, 06/15/09 | 18,000 | 18,000 | ||||||
Calyon North America, Inc., 0.980%, 05/14/09 | 20,000 | 20,000 | ||||||
Calyon North America, Inc., 1.100%, 05/18/09 | 17,900 | 17,900 | ||||||
Calyon North America, Inc., 0.820%, 06/22/09 | 17,000 | 17,000 | ||||||
UBS AG, 1.245%, 04/29/09 | 26,000 | 26,000 | ||||||
UBS AG, 1.305%, 05/27/09 | 19,000 | 19,000 | ||||||
155,400 | ||||||||
Total Certificates of Deposit | 578,102 | |||||||
Commercial Paper (32.1%) | ||||||||
Banks (8.1%) | ||||||||
Australia & New Zealand Banking Group, 0.802%, 05/07/09(a)(b) | 13,710 | 13,699 | ||||||
Australia & New Zealand Banking Group, 0.691%, 05/26/09(a)(b) | 24,000 | 23,975 | ||||||
Australia & New Zealand Banking Group, 0.701%, 06/08/09(a)(b) | 16,000 | 15,979 | ||||||
Bank of Nova Scotia, 0.541%, 04/30/09(b) | 19,000 | 18,992 | ||||||
Bank of Nova Scotia, 0.711%, 05/13/09(b) | 18,000 | 17,985 | ||||||
HSBC Bank USA, 0.400%, 04/02/09(b) | 25,000 | 25,000 | ||||||
National Australia Bank Ltd., 0.450%, 04/06/09(a)(b) | 15,000 | 14,999 | ||||||
National Australia Bank Ltd., 0.591%, 04/20/09(a)(b) | 10,000 | 9,997 | ||||||
National Australia Bank Ltd., 0.671%, 05/08/09(a)(b) | 20,000 | 19,986 | ||||||
National Australia Bank Ltd., 0.691%, 05/11/09(a)(b) | 7,500 | 7,494 | ||||||
Royal Bank of Canada, 0.431%, 05/04/09(b) | 30,000 | 29,988 | ||||||
Societe Generale, 0.741%, 05/06/09(b) | 20,000 | 19,985 | ||||||
Societe Generale, 1.023%, 06/03/09(b) | 17,500 | 17,469 | ||||||
Societe Generale, 1.044%, 06/30/09(b) | 17,000 | 16,956 | ||||||
State Street Corp., 0.550%, 04/07/09(b) | 24,000 | 23,998 |
8
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Banks—continued | ||||||||
State Street Corp., 0.580%, 04/14/09(b) | 12,000 | 11,997 | ||||||
288,499 | ||||||||
Diversified Financial Services (19.1%) | ||||||||
Alcon Capital Corp., 0.340%, 04/20/09(a)(b) | 9,000 | 8,998 | ||||||
Alcon Capital Corp., 0.180%, 05/12/09(a)(b) | 7,500 | 7,498 | ||||||
Allianz Finance Corp., 0.400%, 04/01/09(a)(b) | 5,000 | 5,000 | ||||||
Allianz Finance Corp., 0.500%, 04/06/09(a)(b) | 12,100 | 12,099 | ||||||
Allianz Finance Corp., 0.500%, 05/11/09(a)(b) | 19,000 | 18,989 | ||||||
ASB Finance Corp., 1.550%, 07/13/09(a)(c) | 20,000 | 20,000 | ||||||
BP Capital Markets PLC, 0.401%, 06/22/09(a)(b) | 8,000 | 7,993 | ||||||
CBA Delaware Finance, Inc., 0.490%, 05/11/09(b) | 23,500 | 23,487 | ||||||
European Investment Bank, 0.300%, 04/09/09(b) | 9,000 | 8,999 | ||||||
European Investment Bank, 0.280%, 07/01/09(b) | 25,000 | 24,982 | ||||||
Falcon Asset Securitization Corp., 0.450%, 04/03/09(a)(b) | 17,000 | 17,000 | ||||||
Falcon Asset Securitization Corp., 0.400%, 04/24/09(a)(b) | 17,000 | 16,996 | ||||||
ING (U.S.) Funding LLC, 0.400%, 04/08/09(b) | 17,000 | 16,999 | ||||||
ING (U.S.) Funding LLC, 0.440%, 04/22/09(b) | 10,000 | 9,997 | ||||||
JPMorgan Chase & Co., 0.350%, 04/01/09(a)(b) | 16,000 | 16,000 | ||||||
JPMorgan Chase & Co., 0.551%, 05/20/09(a)(b) | 25,000 | 24,981 | ||||||
KfW, 0.290%, 05/19/09(a)(b) | 33,000 | 32,988 | ||||||
KfW, 0.410%, 05/28/09(a)(b) | 20,000 | 19,987 | ||||||
KfW, 0.551%, 07/01/09(a)(b) | 18,000 | 17,975 | ||||||
Market Street Funding Corp., 0.450%, 04/03/09(a)(b) | 14,000 | 14,000 | ||||||
Market Street Funding Corp., 0.500%, 04/08/09(a)(b) | 13,500 | 13,499 | ||||||
Market Street Funding Corp., 0.400%, 04/16/09(a)(b) | 17,500 | 17,497 | ||||||
Nestle Capital Corp., 0.350%, 06/17/09(a)(b) | 15,000 | 14,989 | ||||||
Novartis Finance, 0.200%, 04/03/09(a)(b) | 13,414 | 13,414 | ||||||
Novartis Finance, 0.180%, 04/06/09(a)(b) | 13,200 | 13,200 | ||||||
Novartis Finance, 0.190%, 04/09/09(a)(b) | 8,000 | 8,000 | ||||||
Old Line Funding LLC, 0.450%, 04/02/09(a)(b) | 32,238 | 32,238 | ||||||
Old Line Funding LLC, 0.450%, 04/15/09(a)(b) | 10,503 | 10,501 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/02/09(a)(b) | 6,644 | 6,644 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/09/09(a)(b) | 18,000 | 17,998 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/14/09(a)(b) | 17,000 | 16,997 | ||||||
Park Avenue Receivables Corp., 0.450%, 04/16/09(a)(b) | 8,022 | 8,021 | ||||||
Park Avenue Receivables Corp., 0.400%, 04/22/09(a)(b) | 3,000 | 2,999 | ||||||
Procter & Gamble International Funding SCA, 0.551%, 06/03/09(a)(b) | 23,000 | 22,978 | ||||||
Procter & Gamble International Funding SCA, 0.390%, 06/08/09(a)(b) | 13,000 | 12,990 | ||||||
Siemens Capital Co. LLC, 0.280%, 04/02/09(a)(b) | 13,500 | 13,500 | ||||||
Southern Funding Corp., 0.280%, 04/09/09(a)(b) | 8,600 | 8,600 | ||||||
Southern Funding Corp., 0.310%, 04/16/09(a)(b) | 6,600 | 6,599 | ||||||
Total Capital, 0.601%, 06/03/09(a)(b) | 16,500 | 16,483 | ||||||
UBS Finance Delaware LLC, 1.302%, 05/13/09(b) | 12,000 | 11,982 | ||||||
Unilever Capital Corp., 0.280%, 05/18/09(a)(b) | 7,000 | 6,997 | ||||||
Unilever Capital Corp., 0.300%, 05/27/09(a)(b) | 6,175 | 6,172 | ||||||
Unilever Capital Corp., 0.290%, 05/28/09(a)(b) | 7,000 | 6,997 | ||||||
Unilever Capital Corp., 0.290%, 06/01/09(a)(b) | 7,000 | 6,997 | ||||||
Unilever Capital Corp., 0.210%, 06/15/09(a)(b) | 6,000 | 5,997 | ||||||
Westpac Banking Corp., 3.455%, 06/18/09(a)(b) | 20,000 | 20,000 |
9
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Financial Services—continued | ||||||||
Westpac Banking Corp., 0.702%, 06/30/09(a)(b) | 30,000 | 29,948 | ||||||
677,205 | ||||||||
Health Care (2.4%) | ||||||||
Abbott Laboratories, 0.310%, 05/04/09(a)(b) | 13,000 | 12,996 | ||||||
Abbott Laboratories, 0.120%, 05/05/09(a)(b) | 22,000 | 21,998 | ||||||
Pfizer, Inc., 0.310%, 05/05/09(a)(b) | 6,000 | 5,998 | ||||||
Pfizer, Inc., 0.360%, 06/11/09(a)(b) | 6,000 | 5,996 | ||||||
Roche Holdings, Inc., 0.300%, 05/15/09(a)(b) | 10,250 | 10,246 | ||||||
Roche Holdings, Inc., 0.300%, 05/19/09(a)(b) | 8,750 | 8,746 | ||||||
Roche Holdings, Inc., 0.350%, 06/16/09(a)(b) | 18,000 | 17,987 | ||||||
83,967 | ||||||||
Industrials (1.4%) | ||||||||
Emerson Electric Co., 0.330%, 05/11/09(a)(b) | 4,835 | 4,833 | ||||||
Emerson Electric Co., 0.300%, 05/13/09(a)(b) | 7,000 | 6,998 | ||||||
Emerson Electric Co., 0.300%, 05/19/09(a)(b) | 10,000 | 9,996 | ||||||
Emerson Electric Co., 0.320%, 05/20/09(a)(b) | 9,239 | 9,235 | ||||||
Illinois Tool Works, Inc., 0.400%, 04/02/09(a)(b) | 6,000 | 6,000 | ||||||
Illinois Tool Works, Inc., 0.380%, 04/06/09(a)(b) | 4,559 | 4,559 | ||||||
Illinois Tool Works, Inc., 0.481%, 05/01/09(a)(b) | 6,790 | 6,787 | ||||||
48,408 | ||||||||
Oil & Gas (1.1%) | ||||||||
ConocoPhillips, 0.250%, 04/20/09(a)(b) | 30,000 | 29,996 | ||||||
Shell International Finance BV, 0.400%, 06/24/09(a)(b) | 8,000 | 7,992 | ||||||
37,988 | ||||||||
Total Commercial Paper | 1,136,067 | |||||||
Corporate Bonds (8.8%) | ||||||||
Banks (3.3%) | ||||||||
Commonwealth Bank of Australia, 1.406%, 06/04/09(a)(c) | 29,000 | 29,000 | ||||||
International Bank for Reconstruction & Development, 1.186%, 02/08/10(c) | 40,000 | 40,015 | ||||||
Rabobank, 1.255%, 08/04/09, MTN(a)(c) | 20,000 | 20,000 | ||||||
Wells Fargo Bank N.A., 0.656%, 08/19/09(c) | 30,000 | 30,000 | ||||||
119,015 | ||||||||
Diversified Financial Services (2.8%) | ||||||||
American Honda Finance Corp., 1.565%, 04/02/09, MTN(a)(c) | 20,000 | 20,000 | ||||||
Credit Suisse (USA), Inc., 0.483%, 06/05/09(c) | 10,000 | 9,967 | ||||||
Toyota Motor Credit Corp., 0.584%, 09/11/09, MTN(c) | 20,000 | 20,000 | ||||||
Toyota Motor Credit Corp., Ser B, 1.181%, 06/02/09, MTN(c) | 30,000 | 30,001 | ||||||
Westpac Banking Corp., 1.451%, 05/26/09(c) | 19,000 | 18,999 | ||||||
98,967 | ||||||||
Insurance (1.9%) | ||||||||
New York Life Global Funding, 1.331%, 05/13/09, MTN(a)(c) | 38,000 | 38,000 | ||||||
New York Life Global Funding, 1.366%, 09/04/09, MTN(a)(c) | 29,000 | 29,000 | ||||||
67,000 | ||||||||
Oil & Gas (0.8%) | ||||||||
BP AMI Leasing, Inc., 1.236%, 06/26/09(a)(c) | 28,000 | 28,000 | ||||||
Total Corporate Bonds | 312,982 | |||||||
U.S. Government Agencies (27.0%) | ||||||||
Fannie Mae (5.8%) | ||||||||
0.297%, 04/03/09(b) | 40,000 | 39,999 | ||||||
0.270%, 04/15/09(b) | 25,617 | 25,614 | ||||||
0.162%, 05/18/09(b) | 50,000 | 49,990 | ||||||
0.421%, 09/23/09(b) | 11,688 | 11,664 | ||||||
3.875%, 12/10/09 | 9,100 | 9,288 | ||||||
0.949%, 02/03/10(b) | 35,000 | 34,719 | ||||||
1.244%, 07/13/10(c) | 35,000 | 34,972 | ||||||
206,246 | ||||||||
Federal Home Loan Bank (8.4%) | ||||||||
0.183%, 04/06/09(b) | 40,000 | 39,999 | ||||||
2.650%, 06/04/09 | 10,000 | 9,998 | ||||||
0.960%, 01/13/10(c) | 13,000 | 12,997 | ||||||
0.506%, 01/19/10(c) | 65,000 | 64,880 | ||||||
1.211%, 02/19/10(c) | 7,500 | 7,509 |
10
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal Home Loan Bank—continued | ||||||||
0.840%, 03/11/10(c) | 17,500 | 17,498 | ||||||
0.890%, 03/11/10(c) | 40,000 | 40,000 | ||||||
0.957%, 03/23/10(c) | 37,000 | 37,000 | ||||||
0.948%, 04/01/10(c) | 35,000 | 35,000 | ||||||
0.892%, 04/05/10(c) | 35,000 | 35,000 | ||||||
299,881 | ||||||||
Freddie Mac (12.8%) | ||||||||
0.203%, 04/01/09(b) | 14,800 | 14,800 | ||||||
0.230%, 04/02/09(b) | 25,000 | 25,000 | ||||||
0.081%, 04/08/09(b) | 22,250 | 22,250 | ||||||
0.190%, 04/13/09(b) | 31,220 | 31,218 | ||||||
0.375%, 04/27/09(b) | 28,640 | 28,632 | ||||||
0.173%, 05/12/09(b) | 55,243 | 55,232 | ||||||
0.602%, 09/14/09(b) | 35,000 | 34,903 | ||||||
0.714%, 09/21/09(b) | 55,500 | 55,342 | ||||||
1.087%, 09/25/09(c) | 40,000 | 40,060 | ||||||
0.735%, 10/23/09(b) | 35,000 | 34,856 | ||||||
1.250%, 12/17/09, Callable 06/17/09 @ 100, MTN | 7,000 | 7,010 | ||||||
3.125%, 02/04/10 | 8,500 | 8,647 | ||||||
1.250%, 03/12/10, Callable 05/18/09 @ 100, MTN | 55,000 | 54,996 | ||||||
1.250%, 03/18/10, Callable 09/18/09 @ 100, MTN | 40,000 | 40,000 | ||||||
452,946 | ||||||||
Total U.S. Government Agencies | 959,073 | |||||||
Short-Term Investment (0.3%) | ||||||||
Brown Brothers Harriman & Co., Cayman Islands Cash Sweep, 0.080%, 04/01/09(c) | 8,994 | 8,994 | ||||||
Total Short-Term Investment | 8,994 | |||||||
Money Market Funds (9.6%) | ||||||||
Dreyfus Cash Management Fund | 147,000,000 | 147,000 | ||||||
Goldman Sachs Financial Square Fund — Prime Obligations Fund | 5,000,000 | 5,000 | ||||||
JPMorgan Prime Money Market Fund | 190,000,000 | 190,000 | ||||||
Total Money Market Funds | 342,000 | |||||||
Time Deposits (9.5%) | ||||||||
Banks (9.5%) | ||||||||
Barclays Bank, 0.030%, 04/01/09(c) | 50,000 | 50,000 | ||||||
BNP Paribas, 0.250%, 04/01/09(c) | 84,215 | 84,215 | ||||||
Calyon, 0.310%, 04/01/09(c) | 101,042 | 101,042 | ||||||
Societe Generale, 0.250%, 04/01/09(c) | 101,224 | 101,225 | ||||||
Total Time Deposits | 336,482 | |||||||
Total Investments (Cost $3,673,700)(d) — 103.6% | 3,673,700 | |||||||
Liabilities in excess of other assets — (3.6)% | (127,617 | ) | ||||||
Net Assets — 100.0% | $ | 3,546,083 | ||||||
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 29.6% of net assets as of March 31, 2009. | |
(b) | Rate represents the effective yield at purchase. |
(c) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. |
(d) | Aggregate cost for federal income tax and financial reporting purposes is substantially the same. |
MTN | — Medium Term Note |
11
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (98.6%) | ||||||||
Alabama (2.9%) | ||||||||
West Jefferson Industrial Development Board Pollution Control, Power Co. Project, RB, 0.700%, 06/01/28(a) | 2,290 | 2,290 | ||||||
Arkansas (4.2%) | ||||||||
West Memphis Public Facilities Board Multifamily, Housing Meadows Apartments Project, RB, AMT, 0.700%, 12/01/34, FHLMC(a) | 3,350 | 3,350 | ||||||
California (2.5%) | ||||||||
Los Angeles Unified School District, Tax & Revenue Anticipation Notes, Ser A, GO, 3.000%, 07/30/09 | 2,000 | 2,009 | ||||||
Colorado (4.1%) | ||||||||
Denver City & County Airport, Ser C, RB, AMT, 0.600%, 11/15/25, LOC: | ||||||||
Lloyds TSB Bank PLC(a) | 3,250 | 3,250 | ||||||
Florida (12.2%) | ||||||||
Alachua County Housing Finance Authority Multifamily, University Cove Apartments Project, RB, AMT, 0.630%, 06/15/34, FNMA(a) | 3,510 | 3,510 | ||||||
Florida Housing Finance Corp. Multifamily, Housing Falls of Venice Project, RB, AMT, 0.900%, 12/01/31, FNMA(a) | 3,980 | 3,980 | ||||||
Palm Beach County, Raymond F. Kravis Center Project, RB, 0.470%, 07/01/32, LOC: | ||||||||
Northern Trust Co.(a) | 2,200 | 2,200 | ||||||
9,690 | ||||||||
Georgia (3.4%) | ||||||||
Glynn-Brunswick Memorial Hospital Authority, Kings Bay Community Hospital, Inc., Ser B, RB, 0.500%, 08/01/38, LOC: | ||||||||
Branch Banking & Trust Co.(a) | 1,690 | 1,690 | ||||||
Gwinnett County School District, GO, 5.000%, 02/01/10 | 1,000 | 1,037 | ||||||
2,727 | ||||||||
Hawaii (1.1%) | ||||||||
Hawaii Pacific Health Special Purpose, Department of Budget & Finance, Ser B, RB, 0.580%, 07/01/33, LOC: | ||||||||
Bank of Nova Scotia(a) | 870 | 870 | ||||||
Illinois (4.1%) | ||||||||
Illinois Finance Authority, Northwestern University, Sub-ser B, RB, 0.580%, 12/01/34(a) | 500 | 500 | ||||||
Illinois Finance Authority, RB, 0.550%, 05/18/09, LOC: | ||||||||
JPMorgan Chase Bank | 1,410 | 1,410 | ||||||
Savanna Industrial Development, Metform Corp., Project, Ser B, RB, AMT, 1.650%, 06/01/09, LOC: | ||||||||
JPMorgan Chase Bank(a) | 1,400 | 1,400 | ||||||
3,310 | ||||||||
Indiana (5.7%) | ||||||||
Indiana Health Facility Financing Authority, Ascension, Ser E6, RB, 0.600%, 11/15/39(a) | 1,000 | 1,000 | ||||||
Indiana State Development Finance Authority Environmental, PSI Energy, Inc., Project, Ser A, RB, AMT, 0.750%, 08/01/39, LOC: | ||||||||
Barclays Bank PLC(a) | 2,500 | 2,500 | ||||||
Indiana Transportation Finance Authority, Airport Facilities Lease, Ser A, RB, 6.000%, 11/01/09, AMBAC | 1,000 | 1,030 | ||||||
4,530 | ||||||||
Kentucky (1.3%) | ||||||||
Kentucky Housing Corp., Ser B, RB, AMT, 3.700%, 07/01/09 | 1,000 | 1,006 | ||||||
Maryland (3.8%) | ||||||||
Maryland State Industrial Development Financing Authority, Economic Development , Hardwire LLC Project, RB, AMT, 0.800%, 11/01/27, LOC: | ||||||||
Bank of America N.A.(a) | 3,000 | 3,000 | ||||||
Massachusetts (5.0%) | ||||||||
Massachusetts Bay Transportation Authority Sales Tax, Ser A, RB, 2.000%, 07/01/30(a) | 1,000 | 1,011 | ||||||
Massachusetts Development Finance Agency Solid Waste Disposal, Wheelabrator Millbury Project, RB, AMT, 0.400%, 05/01/27, LOC: | ||||||||
JPMorgan Chase Bank(a) | 3,000 | 3,000 | ||||||
4,011 | ||||||||
12
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Minnesota (0.4%) | ||||||||
Rochester Health Care Facilities, Mayo Clinic, Ser D, RB, 0.700%, 11/15/38(a) | 300 | 300 | ||||||
Mississippi (3.8%) | ||||||||
Mississippi Business Finance Corp., Industrial Development, Central Baking Co., RB, AMT, 0.800%, 11/01/25, LOC: | ||||||||
Bank of America N.A.(a) | 3,000 | 3,000 | ||||||
Missouri (2.5%) | ||||||||
Missouri State Health, 0.450%, 04/02/09 | 2,000 | 2,000 | ||||||
Montana (3.7%) | ||||||||
Great Falls Multifamily, Autumn Run Apartments Project, RB, AMT, 0.630%, 01/01/38, LOC: | ||||||||
U.S. Bank N.A.(a) | 2,980 | 2,980 | ||||||
New Mexico (2.4%) | ||||||||
Albuquerque Health Research Facilities, Lovelace Respiratory Research Institute, Ser A, RB, 0.470%, 09/01/25, LOC: | ||||||||
Wells Fargo Bank N.A.(a) | 1,920 | 1,920 | ||||||
North Carolina (1.3%) | ||||||||
Mecklenburg County, Ser A, GO, 2.000%, 02/01/26(a) | 1,000 | 1,006 | ||||||
Oregon (6.7%) | ||||||||
Medford Hospital Facilities Authority, Rogue Valley Manor Project, RB, 0.500%, 08/15/37, LOC: Bank of America N.A.(a) | 2,375 | 2,375 | ||||||
Oregon State Housing & Community Services Department Housing Development, Redwood Park Apartments, Ser F, RB, AMT, 0.700%, 10/15/38, FNMA(a) | 3,000 | 3,000 | ||||||
5,375 | ||||||||
Pennsylvania (8.0%) | ||||||||
Beaver County Industrial Development Authority Pollution Control, Electric Co. Project, Ser B, RB, AMT, 0.580%, 11/01/25, LOC: | ||||||||
Bank of Nova Scotia(a) | 1,000 | 1,000 | ||||||
Montgomery County Industrial Development Authority, RB, 0.570%, 07/08/09 | 1,400 | 1,400 | ||||||
Pennsylvania Economic Development Financing Authority Exempt Facilities, Water Co. Project, Ser A, RB, AMT, 0.690%, 10/01/29, LOC: | ||||||||
PNC Bank N.A.(a) | 2,000 | 2,000 | ||||||
Philadelphia Airport, Ser C, RB, AMT, 0.550%, 06/15/25, LOC: | ||||||||
TD Bank N.A.(a) | 2,000 | 2,000 | ||||||
6,400 | ||||||||
Texas (2.6%) | ||||||||
Lower Neches Valley Authority, Industrial Development Corp. Exempt Facilities, Mobil Oil Refining Corp. Project, RB, AMT, 0.250%, 04/01/29(a) | 1,600 | 1,600 | ||||||
Texas State, Tax & Revenue Anticipation Notes, 3.000%, 08/28/09 | 500 | 503 | ||||||
2,103 | ||||||||
Virginia (10.5%) | ||||||||
Fairfax County Industrial Development Authority, Ser 2008C-3, RB, 1.600%, 04/15/35, LIQ FAC: Invoa Health System(a) | 1,485 | 1,485 | ||||||
King George County Industrial Development Authority, Exempt Facility, Birchwood Power Partners, Ser B, RB, AMT, 0.400%, 12/01/24, LOC: Bank of Nova Scotia(a) | 2,000 | 2,000 | ||||||
Norfolk Economic Development Authority, Hospital Facilities, Sentara Healthcare, Ser B, RB, 0.700%, 11/01/34(a) | 1,000 | 1,000 | ||||||
Prince William County Industrial Development Authority, Mediatech, Inc., RB, AMT, 0.700%, 11/01/32, LOC: Branch Banking & Trust(a) | 3,855 | 3,856 | ||||||
8,341 | ||||||||
Washington (3.8%) | ||||||||
Washington State Housing Finance Commission Multifamily, Merrill Gardens Tacoma, Ser A, RB, AMT, 0.650%, 09/15/40, LOC: | ||||||||
Bank of America N.A.(a) | 3,000 | 3,000 | ||||||
13
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Wisconsin (2.6%) | ||||||||
Wisconsin State Health & Educational Facilities Authority, RB, 0.700%, 04/08/09 | 1,605 | 1,605 | ||||||
Wisconsin State Health & Educational Facilities Authority, RB, 1.000%, 05/19/09, LOC: JPMorgan Chase Bank | 500 | 500 | ||||||
2,105 | ||||||||
Total Municipal Bonds | 78,573 | |||||||
Money Market Funds (2.5%) | ||||||||
Dreyfus Tax-Exempt Cash Management Fund | 2,002,066 | 2,002 | ||||||
Fidelity Institutional Tax-Exempt Portfolio | 25,513 | 26 | ||||||
Total Money Market Funds | 2,028 | |||||||
Total Investments (Cost $80,601)(b) — 101.1% | 80,601 | |||||||
Liabilities in excess of other assets — (1.1)% | (869 | ) | ||||||
Net Assets — 100.0% | $ | 79,732 | ||||||
(a) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. | |
(b) | Aggregate cost for federal income tax and financial reporting purposes is substantially the same. |
AMBAC | — Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | — Alternative Minimum Tax Paper | |
FHLMC | — Security guaranteed by Federal Home Loan Mortgage Corporation | |
FNMA | — Security guaranteed by Federal National Mortgage Association | |
GO | — General Obligation | |
LIQ FAC | — Liquid Facilities | |
LOC | — Letter of Credit | |
RB | — Revenue Bond |
14
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Government Agencies (57.5%) | ||||||||
Fannie Mae (20.9%) | ||||||||
0.300%, 04/01/09(a) | 52,700 | 52,700 | ||||||
0.180%, 04/08/09(a) | 60,043 | 60,041 | ||||||
1.510%, 04/20/09(a) | 41,500 | 41,479 | ||||||
1.460%, 05/13/09(a) | 50,000 | 49,915 | ||||||
0.310%, 05/20/09(a) | 60,335 | 60,310 | ||||||
1.817%, 05/28/09(a) | 54,000 | 53,846 | ||||||
0.320%, 06/08/09(a) | 42,000 | 41,975 | ||||||
0.411%, 06/10/09(a) | 25,000 | 24,980 | ||||||
0.238%, 06/26/09(a) | 12,000 | 11,993 | ||||||
0.501%, 07/22/09(a) | 20,000 | 19,969 | ||||||
0.441%, 08/05/09(a) | 50,000 | 49,923 | ||||||
0.501%, 09/09/09(a) | 95,000 | 94,798 | ||||||
0.441%, 09/16/09(a) | 35,000 | 34,928 | ||||||
1.171%, 02/08/10(b) | 25,000 | 25,021 | ||||||
1.244%, 07/13/10(b) | 25,000 | 24,980 | ||||||
646,858 | ||||||||
Federal Farm Credit Bank (0.6%) | ||||||||
0.473%, 07/28/09(b) | 17,000 | 17,000 | ||||||
Federal Home Loan Bank (17.1%) | ||||||||
0.325%, 04/01/09(a) | 46,860 | 46,860 | ||||||
0.345%, 04/06/09(a) | 32,500 | 32,498 | ||||||
1.842%, 05/04/09(a) | 30,000 | 29,950 | ||||||
2.480%, 05/07/09 | 11,800 | 11,798 | ||||||
0.170%, 05/08/09(a) | 8,600 | 8,599 | ||||||
1.816%, 05/15/09(a) | 17,260 | 17,222 | ||||||
0.380%, 05/18/09(a) | 42,000 | 41,979 | ||||||
0.360%, 06/01/09(a) | 72,500 | 72,458 | ||||||
0.330%, 06/02/09(a) | 31,000 | 30,982 | ||||||
2.650%, 06/04/09 | 5,875 | 5,874 | ||||||
3.000%, 06/24/09 | 12,500 | 12,499 | ||||||
3.000%, 06/30/09 | 12,700 | 12,699 | ||||||
0.451%, 07/01/09(a) | 20,000 | 19,977 | ||||||
1.194%, 01/11/10(b) | 10,000 | 10,006 | ||||||
0.506%, 01/19/10(b) | 32,000 | 31,941 | ||||||
1.171%, 02/10/10(b) | 61,050 | 61,045 | ||||||
1.050%, 02/23/10 | 17,000 | 16,984 | ||||||
0.890%, 03/11/10(b) | 32,500 | 32,500 | ||||||
0.957%, 03/23/10(b) | 32,000 | 32,000 | ||||||
527,871 | ||||||||
Freddie Mac (18.9%) | ||||||||
0.190%, 04/13/09(a) | 48,000 | 47,997 | ||||||
0.200%, 04/20/09(a) | 45,500 | 45,495 | ||||||
2.550%, 04/21/09 | 35,000 | 35,000 | ||||||
0.381%, 04/22/09(a) | 50,000 | 49,989 | ||||||
0.220%, 05/06/09(a) | 50,000 | 49,989 | ||||||
0.325%, 06/09/09(a) | 20,000 | 19,988 | ||||||
1.668%, 06/22/09(a) | 20,000 | 19,925 | ||||||
0.401%, 07/06/09(a) | 61,500 | 61,430 | ||||||
0.310%, 07/28/09(a) | 40,000 | 39,959 | ||||||
0.341%, 08/17/09(a) | 17,000 | 16,978 | ||||||
0.320%, 08/24/09(a) | 14,000 | 13,982 | ||||||
0.431%, 09/15/09(a) | 18,430 | 18,393 | ||||||
0.693%, 09/21/09(a) | 33,000 | 32,892 | ||||||
0.441%, 09/28/09(a) | 25,000 | 24,945 | ||||||
1.085%, 02/04/10(b) | 35,000 | 35,000 | ||||||
1.050%, 02/05/10, Callable 05/05/09 @ 100 | 35,000 | 35,000 | ||||||
1.000%, 02/11/10, Callable 08/11/09 @100 | 17,500 | 17,500 | ||||||
1.250%, 03/09/10, Callable 05/12/09 @100 | 17,500 | 17,500 | ||||||
581,962 | ||||||||
Total U.S. Government Agencies | 1,773,691 | |||||||
Repurchase Agreements (28.0%) | ||||||||
Bank of America Securities, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $166,929 (collateralized by U.S. Government Agencies; 2.000%-4.500%, due 02/25/11-01/15/13; total market value $170,268) | 166,929 | 166,929 | ||||||
BNP Paribas, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $314,629 (collateralized by U.S. Government Agencies; DN-5.870%, due 05/20/09-01/22/37; total market value $320,921) | 314,628 | 314,628 | ||||||
Deutsche Bank, 0.190%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $14,389 (collateralized by FHLB; DN, due 04/13/09; total market value $14,677) | 14,389 | 14,389 | ||||||
HSBC Securities, Inc., 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $359,795 (collateralized by U.S. Government Agencies; DN, due 01/04/10-01/06/10; total market value $366,991) | 359,794 | 359,794 |
15
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Repurchase Agreements—continued | ||||||||
UBS Warburg LLC, 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $5,663 (collateralized by FNMA; 2.500%, due 01/07/14; total market value $5,781) | 5,663 | 5,663 | ||||||
Total Repurchase Agreements | 861,403 | |||||||
Money Market Funds (14.5%) | ||||||||
Dreyfus Government Cash Money Market Fund | 119,500,000 | 119,500 | ||||||
Federated Government Obligations Money Market Fund | 144,441,768 | 144,442 | ||||||
Federated Government Obligations Tax-Managed Fund | 112,000,000 | 112,000 | ||||||
Goldman Sachs Financial Square Funds – Government Fund | 69,600,000 | 69,600 | ||||||
Total Money Market Funds | 445,542 | |||||||
Total Investments (Cost $3,080,636)(c) — 100.0% | 3,080,636 | |||||||
Other assets in excess of liabilities — 0.0% | 268 | |||||||
Net Assets — 100.0% | $ | 3,080,904 | ||||||
(a) | Rate represents the effective yield at purchase. | |
(b) | Variable or Floating Rate Security. Rate disclosed is as of March 31, 2009. |
(c) | Aggregate cost for federal income tax and financial reporting purposes is substantially the same. |
DN | — Discount Note | |
FHLB | — Federal Home Loan Bank | |
FNMA | — Federal National Mortgage Association |
16
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Obligations (48.8%) | ||||||||
U.S. Treasury Bills(a) (43.9%) | ||||||||
0.502%, 04/23/09 | 76,600 | 76,577 | ||||||
0.898%, 04/29/09 | 78,000 | 77,948 | ||||||
0.804%, 05/07/09 | 80,000 | 79,934 | ||||||
0.824%, 05/14/09 | 100,000 | 99,902 | ||||||
0.874%, 05/15/09 | 150,000 | 149,884 | ||||||
2.135%, 06/04/09 | 50,000 | 49,794 | ||||||
0.130%, 06/11/09 | 150,000 | 149,960 | ||||||
0.230%, 06/18/09 | 50,000 | 49,975 | ||||||
0.431%, 06/24/09 | 75,000 | 74,925 | ||||||
0.164%, 06/25/09 | 35,000 | 34,986 | ||||||
0.220%, 07/02/09 | 150,000 | 149,911 | ||||||
0.225%, 07/09/09 | 50,000 | 49,969 | ||||||
0.210%, 07/23/09 | 50,000 | 49,967 | ||||||
0.324%, 07/30/09 | 75,000 | 74,919 | ||||||
0.416%, 08/06/09 | 50,000 | 49,946 | ||||||
0.432%, 08/13/09 | 50,000 | 49,920 | ||||||
0.396%, 09/15/09 | 69,300 | 69,174 | ||||||
0.618%, 11/19/09 | 31,000 | 30,877 | ||||||
1,368,568 | ||||||||
U.S. Treasury Notes (4.9%) | ||||||||
4.875%, 06/30/09 | 75,000 | 75,841 | ||||||
4.625%, 07/31/09 | 75,000 | 76,057 | ||||||
151,898 | ||||||||
Total U.S. Treasury Obligations | 1,520,466 | |||||||
Repurchase Agreements (43.4%) | ||||||||
Bank of America Securities, 0.100%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $158,688 (collateralized by U.S. Treasury Note; 4.625%, due 02/15/17; total market value $161,861) | 158,687 | 158,687 | ||||||
Barclays Bank PLC, 0.180%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $150,001 (collateralized by U.S. Treasury Note; 1.875%, due 02/28/14; total market value $153,000) | 150,000 | 150,000 | ||||||
BNP Paribas, 0.100%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $332,900 (collateralized by U.S. Treasury Bill; DN, due 06/11/09; total market value $339,557) | 332,898 | 332,898 | ||||||
Deutsche Bank AG, 0.140%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $15,605 (collateralized by U.S. Treasury Note; 4.25%, due 11/15/13; total market value $15,917) | 15,605 | 15,605 | ||||||
Dresdner Bank AG, 0.190%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $138,400 (collateralized by U.S. Treasury Obligations; DN-7.625%, due 08/31/12-02/15/39; total market value $141,172) | 138,400 | 138,400 | ||||||
Greenwich Capital Markets, Inc., 0.150%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $145,780 (collateralized by U.S. Treasury Obligations; 4.000%-4.750%, due 02/15/10-11/15/12; total market value $148,698) | 145,780 | 145,780 | ||||||
HSBC Securities, Inc., 0.130%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $303,471 (collateralized by U.S. Treasury Obligations; 2.000%-9.000%, due 08/31/09- 02/15/39; total market value $309,541) | 303,470 | 303,470 |
17
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Repurchase Agreements—continued | ||||||||
JPMorgan Chase & Co., 0.120%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $98,000 (collateralized by U.S. Treasury Note; 3.125%, due 11/30/09; total market value $99,962) | 98,000 | 98,000 | ||||||
UBS Warburg LLC, 0.120%, dated 03/31/09 to be repurchased on 04/01/09, repurchase price $12,170 (collateralized by U.S. Treasury Bond; 6.125%, due 11/15/27; total market value $12,414) | 12,170 | 12,170 | ||||||
Total Repurchase Agreements | 1,355,010 | |||||||
Money Market Funds (7.8%) | ||||||||
Federated Treasury Obligations Fund | 135,582,897 | 135,583 | ||||||
Goldman Sachs Financial Square Funds – Treasury Obligations Fund | 107,500,000 | 107,500 | ||||||
Total Money Market Funds | 243,083 | |||||||
Total Investments (Cost $3,118,559)(b) — 100.0% | 3,118,559 | |||||||
Other assets in excess of liabilities — 0.0% | 409 | |||||||
Net Assets — 100.0% | $ | 3,118,968 | ||||||
(a) | Rate represents the effective yield at purchase. | |
(b) | Aggregate cost for federal income tax and financial reporting purposes is substantially the same. |
DN | — Discount Note |
18
Institutional | Institutional | Institutional | Institutional | |||||||||||||
Cash Management | Municipal Cash | U.S. Government | U.S. Treasury | |||||||||||||
Money | Reserve Money | Securities Money | Securities Money | |||||||||||||
Market Fund | Market Fund | Market Fund | Market Fund | |||||||||||||
Assets: | ||||||||||||||||
Total Investments, at Cost | $ | 3,673,700 | $ | 80,601 | $ | 3,080,636 | $ | 3,118,559 | ||||||||
Investments, at Value | $ | 3,673,700 | $ | 80,601 | $ | 2,219,233 | $ | 1,763,549 | ||||||||
Repurchase Agreements, at Value and Cost | — | — | 861,403 | 1,355,010 | ||||||||||||
Total Investments | 3,673,700 | 80,601 | 3,080,636 | 3,118,559 | ||||||||||||
Interest and Dividends Receivable | 2,432 | 150 | 1,532 | 1,547 | ||||||||||||
Receivable for Capital Shares Issued | 102 | — | 131 | 41 | ||||||||||||
Prepaid Treasury Guarantee Program Fee | 132 | 2 | — | — | ||||||||||||
Prepaid Expenses and Other Assets | 16 | 23 | 23 | 19 | ||||||||||||
Total Assets | 3,676,382 | 80,776 | 3,082,322 | 3,120,166 | ||||||||||||
Liabilities: | ||||||||||||||||
Income Distributions Payable | 1,547 | 35 | 942 | 541 | ||||||||||||
Payable for Investment Securities Purchased | 127,970 | 1,000 | — | — | ||||||||||||
Investment Advisory Fees Payable | 372 | 9 | 395 | 369 | ||||||||||||
Administration, Fund Accounting and Transfer Agency Fees Payable | 77 | — | 63 | 63 | ||||||||||||
Compliance Services Fees Payable | 64 | — | 4 | 29 | ||||||||||||
Shareholder Services Fees Payable — Corporate Trust Shares | — | — | — | 94 | ||||||||||||
Custodian Fees Payable | 23 | — | 1 | 6 | ||||||||||||
Trustee Fees Payable | 38 | — | 3 | 19 | ||||||||||||
Other Accrued Expenses | 208 | — | 10 | 77 | ||||||||||||
Total Liabilities | 130,299 | 1,044 | 1,418 | 1,198 | ||||||||||||
Net Assets | $ | 3,546,083 | $ | 79,732 | $ | 3,080,904 | $ | 3,118,968 | ||||||||
Net Assets Consist of: | ||||||||||||||||
Capital | $ | 3,547,694 | $ | 79,733 | $ | 3,080,939 | $ | 3,119,029 | ||||||||
Accumulated Net Investment Income | 57 | 1 | 16 | 126 | ||||||||||||
Accumulated Net Realized Gain (Loss) from Investment Transactions | (1,668 | ) | (2 | ) | (51 | ) | (187 | ) | ||||||||
Net Assets | $ | 3,546,083 | $ | 79,732 | $ | 3,080,904 | $ | 3,118,968 | ||||||||
Net Assets: | ||||||||||||||||
Institutional Shares | $ | 3,546,083 | $ | 79,732 | $ | 3,080,904 | $ | 2,629,798 | ||||||||
Corporate Trust Shares | — | — | — | 489,170 | ||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value): | ||||||||||||||||
Institutional Shares | 3,547,695 | 79,733 | 3,080,939 | 2,629,768 | ||||||||||||
Corporate Trust Shares | — | — | — | 489,261 | ||||||||||||
Net Asset Value, Offering and Redemption Price Per Share: | ||||||||||||||||
Institutional Shares | $ | 1.00 | $ | 1.00 | $ | 1.00 | $ | 1.00 | ||||||||
Corporate Trust Shares | N/A | N/A | N/A | 1.00 |
19
Institutional | Institutional | Institutional | Institutional | |||||||||||||
Cash Management | Municipal Cash | U.S. Government | U.S. Treasury | |||||||||||||
Money | Reserve Money | Securities Money | Securities Money | |||||||||||||
Market Fund | Market Fund | Market Fund | Market Fund | |||||||||||||
Investment Income: | ||||||||||||||||
Interest Income | $ | 76,385 | $ | 1,433 | $ | 40,281 | $ | 32,007 | ||||||||
Dividend Income | 2,398 | — | 2,325 | 622 | ||||||||||||
Interest Income from Affiliated Investments | 112 | — | — | — | ||||||||||||
Total Investment Income | 78,895 | 1,433 | 42,606 | 32,629 | ||||||||||||
Expenses: | ||||||||||||||||
Investment Advisory Fees | 4,738 | 120 | 3,900 | 4,517 | ||||||||||||
Administration, Fund Accounting and Transfer Agency Fees | 988 | 23 | 682 | 797 | ||||||||||||
Compliance Services Fees | 91 | 1 | 50 | 75 | ||||||||||||
Shareholder Services Fees — Corporate Trust Shares | — | — | — | 1,692 | ||||||||||||
Custodian Fees | 97 | 4 | 21 | 29 | ||||||||||||
Treasury Guarantee Program Fee | 842 | 12 | — | — | ||||||||||||
Registration Fees | 55 | 10 | 20 | 25 | ||||||||||||
Trustee Fees | 87 | 1 | 45 | 68 | ||||||||||||
Other Fees | 326 | 18 | 148 | 206 | ||||||||||||
Total Expenses | 7,224 | 189 | 4,866 | 7,409 | ||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | (155 | ) | (14 | ) | — | (69 | ) | |||||||||
Less: Administration Fees Waived | (285 | ) | (11 | ) | (36 | ) | (153 | ) | ||||||||
Less: Shareholder Services Fees Waived — Corporate Trust Shares | — | — | — | (162 | ) | |||||||||||
Net Expenses | 6,784 | 164 | 4,830 | 7,025 | ||||||||||||
Net Investment Income (Loss) | 72,111 | 1,269 | 37,776 | 25,604 | ||||||||||||
Net Realized Gain (Loss) on Investments: | ||||||||||||||||
Net Realized Gain (Loss) from Investment Transactions | (1,081 | ) | 1 | (50 | ) | 29 | ||||||||||
Net Realized Gain (Loss) on Investments | (1,081 | ) | 1 | (50 | ) | 29 | ||||||||||
Change in Net Assets from Operations | $ | 71,030 | $ | 1,270 | $ | 37,726 | $ | 25,633 | ||||||||
20
Institutional | Institutional Municipal | Institutional | Institutional | |||||||||||||||||||||||||||||
Cash Management | Cash Reserve | U.S. Government Securities | U.S. Treasury Securities | |||||||||||||||||||||||||||||
Money Market Fund | Money Market Fund | Money Market Fund | Money Market Fund | |||||||||||||||||||||||||||||
04/01/08- | 04/01/07- | 04/01/08 - | 04/01/07- | 04/01/08- | 04/01/07- | 04/01/08- | 04/01/07- | |||||||||||||||||||||||||
03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | 03/31/09 | 03/31/08 | |||||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||||||||||
Net Investment Income | $ | 72,111 | $ | 181,114 | $ | 1,269 | $ | 2,193 | $ | 37,776 | $ | 56,090 | $ | 25,604 | $ | 94,445 | ||||||||||||||||
Net Realized Gain (Loss) on Investments | (1,081 | ) | (381 | ) | 1 | — | (50 | ) | 3 | 29 | 62 | |||||||||||||||||||||
Change in Net Assets from Operations | 71,030 | 180,733 | 1,270 | 2,193 | 37,726 | 56,093 | 25,633 | 94,507 | ||||||||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||||||||||
Institutional Shares | (72,111 | ) | (181,114 | ) | (1,269 | ) | (2,193 | ) | (37,776 | ) | (56,090 | ) | (20,025 | ) | (44,043 | ) | ||||||||||||||||
Corporate Trust Shares | — | — | — | — | — | — | (5,579 | ) | (50,402 | ) | ||||||||||||||||||||||
Total Dividends and Distributions | (72,111 | ) | (181,114 | ) | (1,269 | ) | (2,193 | ) | (37,776 | ) | (56,090 | ) | (25,604 | ) | (94,445 | ) | ||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||||||||||
Institutional Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | 9,774,264 | 12,512,899 | 138,381 | 593,656 | 6,649,775 | 5,835,055 | 8,904,580 | 6,471,190 | ||||||||||||||||||||||||
Reinvestment of Cash Dividends | 13,964 | 73,980 | — | — | 7,567 | 17,177 | 5,047 | 16,944 | ||||||||||||||||||||||||
Cost of Shares Redeemed | (10,336,524 | ) | (12,320,098 | ) | (189,813 | ) | (578,975 | ) | (5,964,086 | ) | (4,353,750 | ) | (8,098,817 | ) | (5,385,015 | ) | ||||||||||||||||
Change in Net Assets from Institutional Shares | (548,296 | ) | 266,781 | (51,432 | ) | 14,681 | 693,256 | 1,498,482 | 810,810 | 1,103,119 | ||||||||||||||||||||||
Corporate Trust Shares: | ||||||||||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | — | — | — | — | 631,229 | 1,167,614 | ||||||||||||||||||||||||
Cost of Shares Redeemed | — | — | — | — | — | — | (1,471,272 | ) | (1,104,807 | ) | ||||||||||||||||||||||
Change in Net Assets from Corporate Trust Shares | — | — | — | — | — | — | (840,043 | ) | 62,807 | |||||||||||||||||||||||
Change in Net Assets from Capital Transactions | (548,296 | ) | 266,781 | (51,432 | ) | 14,681 | 693,256 | 1,498,482 | (29,233 | ) | 1,165,926 | |||||||||||||||||||||
Change in Net Assets | (549,377 | ) | 266,400 | (51,431 | ) | 14,681 | 693,206 | 1,498,485 | (29,204 | ) | 1,165,988 | |||||||||||||||||||||
Net Assets: | ||||||||||||||||||||||||||||||||
Beginning of Period | 4,095,460 | 3,829,060 | 131,163 | 116,482 | 2,387,698 | 889,213 | 3,148,172 | 1,982,184 | ||||||||||||||||||||||||
End of Period | $ | 3,546,083 | $ | 4,095,460 | $ | 79,732 | $ | 131,163 | $ | 3,080,904 | $ | 2,387,698 | $ | 3,118,968 | $ | 3,148,172 | ||||||||||||||||
Accumulated Net Investment Income, End of Period | $ | 57 | $ | 57 | $ | 1 | $ | 1 | $ | 16 | $ | 15 | $ | 126 | $ | 126 | ||||||||||||||||
Share Transactions: | ||||||||||||||||||||||||||||||||
Institutional Shares: | ||||||||||||||||||||||||||||||||
Issued | 9,774,264 | 12,512,899 | 138,381 | 593,656 | 6,649,775 | 5,835,055 | 8,904,580 | 6,471,190 | ||||||||||||||||||||||||
Reinvested | 13,964 | 73,980 | — | — | 7,567 | 17,177 | 5,047 | 16,944 | ||||||||||||||||||||||||
Redeemed | (10,336,524 | ) | (12,320,098 | ) | (189,813 | ) | (578,975 | ) | (5,964,086 | ) | (4,353,750 | ) | (8,098,817 | ) | (5,385,015 | ) | ||||||||||||||||
Change in Institutional Shares | (548,296 | ) | 266,781 | (51,432 | ) | 14,681 | 693,256 | 1,498,482 | 810,810 | 1,103,119 | ||||||||||||||||||||||
Corporate Trust Shares: | ||||||||||||||||||||||||||||||||
Issued | — | — | — | — | — | — | 631,229 | 1,167,614 | ||||||||||||||||||||||||
Redeemed | — | — | — | — | — | — | (1,471,272 | ) | (1,104,807 | ) | ||||||||||||||||||||||
Change in Corporate Trust Shares | — | — | — | — | — | — | (840,043 | ) | 62,807 | |||||||||||||||||||||||
Change in Shares | (548,296 | ) | 266,781 | (51,432 | ) | 14,681 | 693,256 | 1,498,482 | (29,233 | ) | 1,165,926 | |||||||||||||||||||||
21
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Expenses to | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Ratio of | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||
and | Ratio of | Net | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||
Unrealized | Distributions | Net | Net | Investment | Waivers, | |||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Gains | Dividends | from | Total | Asset | Expenses to | Income to | Reimbursements, | ||||||||||||||||||||||||||||||||||||||||||||
Value, | Net | (Losses) | from Net | Realized | Dividends | Value, | Net Assets, | Average | Average | and | ||||||||||||||||||||||||||||||||||||||||||
Beginning | Investment | on | Total From | Investment | Capital | and | End of | Total | End of | Net | Net | Expense | ||||||||||||||||||||||||||||||||||||||||
of Period | Income | Investments | Operations | Income | Gains | Distributions | Period | Return(1) | Period (000) | Assets(2) | Assets(2) | Offset)(2) | ||||||||||||||||||||||||||||||||||||||||
Institutional Cash Management Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Institutional Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | $ | 1.00 | $ | 0.02 | $ | — | $ | 0.02 | $ | (0.02 | ) | $ | — | $ | (0.02 | ) | $ | 1.00 | 1.85 | % | $ | 3,546,083 | 0.18 | %* | 1.87 | % | 0.19 | %* | ||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 4.75 | ** | 4,095,460 | 0.16 | 4.62 | ** | 0.17 | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 5.17 | 3,829,060 | 0.16 | 5.06 | 0.16 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 3.62 | 2,975,521 | 0.17 | 3.60 | 0.19 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005(3) | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.43 | 2,591,527 | 0.19 | 1.71 | 0.26 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.86 | 2,368,849 | 0.25 | 0.86 | 0.29 | |||||||||||||||||||||||||||||||||||||
Institutional Municipal Cash Reserve Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Institutional Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.02 | — | 0.02 | (0.02 | ) | — | (0.02 | ) | 1.00 | 1.61 | 79,732 | 0.21 | * | 1.59 | 0.24 | * | |||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.26 | 131,163 | 0.20 | 3.06 | 0.22 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.42 | 116,482 | 0.20 | 3.35 | 0.23 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2006(4) | 1.00 | 0.02 | — | 0.02 | (0.02 | ) | — | (0.02 | ) | 1.00 | 1.79 | 125,982 | 0.19 | 2.78 | 0.23 | |||||||||||||||||||||||||||||||||||||
Institutional U.S. Government Securities Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Institutional Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.02 | — | 0.02 | (0.02 | ) | — | (0.02 | ) | 1.00 | 1.51 | 3,080,904 | 0.18 | 1.40 | 0.18 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.54 | 2,387,698 | 0.18 | 4.15 | 0.19 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 5.04 | 889,213 | 0.19 | 4.93 | 0.19 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.51 | 951,775 | 0.21 | 3.48 | 0.21 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005(3) | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.36 | 894,653 | 0.25 | 1.63 | 0.26 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.82 | 858,260 | 0.27 | 0.82 | 0.29 | |||||||||||||||||||||||||||||||||||||
Institutional U.S. Treasury Securities Money Market Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Institutional Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.99 | 2,629,798 | 0.17 | 0.81 | 0.18 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 4.09 | 1,818,974 | 0.18 | 3.73 | 0.18 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 5.03 | 715,831 | 0.18 | 4.93 | 0.18 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.41 | 901,777 | 0.20 | 3.45 | 0.20 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005(3) | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.31 | 697,095 | 0.25 | 1.62 | 0.26 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.77 | 420,948 | 0.26 | 0.71 | 0.29 | |||||||||||||||||||||||||||||||||||||
Corporate Trust Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.77 | 489,170 | 0.40 | 0.82 | 0.43 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 1.00 | 0.04 | — | 0.04 | (0.04 | ) | — | (0.04 | ) | 1.00 | 3.83 | 1,329,198 | 0.43 | 3.76 | 0.43 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 1.00 | 0.05 | — | 0.05 | (0.05 | ) | — | (0.05 | ) | 1.00 | 4.77 | 1,266,353 | 0.43 | 4.67 | 0.43 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2006 | 1.00 | 0.03 | — | 0.03 | (0.03 | ) | — | (0.03 | ) | 1.00 | 3.17 | 2,068,462 | 0.44 | 3.14 | 0.44 | |||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2005(3) | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 1.14 | 1,825,373 | 0.44 | 1.38 | 0.45 | |||||||||||||||||||||||||||||||||||||
Year Ended May 31, 2004 | 1.00 | 0.01 | — | 0.01 | (0.01 | ) | — | (0.01 | ) | 1.00 | 0.57 | 1,378,551 | 0.46 | 0.51 | 0.49 |
22
(1) | Not annualized for periods less than one year. | |
(2) | Annualized for periods less than one year. | |
(3) | Effective June 1, 2004, these Funds adopted a change in the amortization and accretion methodology on fixed income securities. The cumulative effect of this change in methodology was immaterial to all Funds. The Funds changed fiscal year end from May 31 to March 31. | |
(4) | Commenced operations on August 2, 2005. | |
* | The Institutional Cash Management Money Market Fund and the Institutional Municipal Cash Reserve Money Market Funds’ net and gross expense ratios include expenses of 0.02% and 0.02%, respectively, related to the Funds’ participation in the U.S. Department of the Treasury’s Temporary Guarantee Program for money market funds. (See note 4 in the Notes to Financial Statements) | |
** | During the year ended March 31, 2008, the Fund received certain payments by an affiliate. Absent these payments, the total return and ratio of net investment income to average net assets would have been 3.65% and 4.52% respectively. |
23
1. | Organization |
2. | Significant Accounting Policies |
• | Level 1 — quoted prices in active markets for identical assets. | |
• | Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayments speeds, credit risk, etc.) | |
• | Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments.) |
24
LEVEL 2 - | LEVEL 3 - | |||||||||||||||
LEVEL 1 - | Other Significant | Significant | ||||||||||||||
Quoted Prices | Observable Inputs | Unobservable Inputs | Total | |||||||||||||
Investments in | Investments in | Investments in | Investments in | |||||||||||||
Fund | Securities ($) | Securities ($) | Securities ($) | Securities ($) | ||||||||||||
Institutional Cash Management Money Market Fund | 342,000 | 3,331,700 | — | 3,673,700 | ||||||||||||
Institutional Municipal Cash Reserve Money Market Fund | 2,028 | 78,573 | — | 80,601 | ||||||||||||
Institutional U.S. Government Securities Money Market Fund | 445,542 | 2,635,094 | — | 3,080,636 | ||||||||||||
Institutional U.S. Treasury Securities Money Market Fund | 243,083 | 2,875,476 | — | 3,118,559 |
25
3. | Agreements and Other Transactions with Affiliates |
Maximum | Discounted | Advisory Fees | Net | |||||||||||||
Annual | Annual | Waived or | Annual | |||||||||||||
Fund | Advisory Fee(%)* | Advisory Fee(%)* | Reimbursed(%)* | Fees Paid(%)* | ||||||||||||
Institutional Cash Management Money Market Fund | 0.13 | 0.12 | — | 0.12 | ||||||||||||
Institutional Municipal Cash Reserve Money Market Fund | 0.15 | 0.15 | (0.02 | ) | 0.13 | |||||||||||
Institutional U.S. Government Securities Money Market Fund | 0.15 | 0.14 | — | 0.14 | ||||||||||||
Institutional U.S. Treasury Securities Money Market Fund | 0.15 | 0.14 | — | 0.14 |
* | Aggregate annual fees paid to the Investment Adviser, who pays the subadviser a portion of the fees to serve as the Fund’s Subadviser. |
26
Total Operating | ||||
Fund | Expenses(%) | |||
Institutional Cash Management Money Market Fund | 0.17 | |||
Institutional Municipal Cash Reserve Money Market Fund | 0.20 | |||
Institutional U.S. Government Securities Money Market Fund | 0.20 | |||
Institutional U.S. Treasury Securities Money Market Fund, Institutional Shares | 0.20 | |||
Institutional U.S. Treasury Securities Money Market Fund, Corporate Trust Shares | 0.45 |
Fund | Amount($) | |||
Institutional Municipal Cash Reserve Money Market Fund | 32 |
Fund | Amount($) | |||
Institutional Cash Management Money Market Fund | 389 | |||
Institutional Municipal Cash Reserve Money Market Fund | 8 | |||
Institutional U.S. Treasury Securities Money Market Fund | 231 |
27
28
Chairman($) | Trustee($) | |||||||
Annual Retainer | 93,750 | 75,000 | ||||||
Regular Meeting Fee | 7,750 | 6,000 | ||||||
Special Meeting Fee | 4,375 | 3,500 | ||||||
Committee Meeting Fee | 4,500 | 3,000 |
Chairman($) | Trustee($) | |||||||
Annual Retainer | 75,000 | 60,000 | ||||||
Regular Meeting Fee | 8,750 | 7,000 | ||||||
Special Meeting Fee | 4,375 | 3,500 | ||||||
Committee Meeting Fee | 4,500 | 3,000 |
Fund | Fee($) | |||
Institutional U.S. Government Securities Money Market Fund | 248 | |||
Institutional U.S. Treasury Securities Money Market Fund | 423 |
4. | Temporary Guarantee Program for Money Market Funds |
29
5. | Federal Tax Information |
Distributions Paid From | ||||||||||||
Net Investment | Tax-Exempt | Total Distributions | ||||||||||
Fund | Income($) | Income($) | Paid($)* | |||||||||
Institutional Cash Management Money Market Fund | 81,988 | — | 81,988 | |||||||||
Institutional Municipal Cash Reserve Money Market Fund | — | 1,488 | 1,488 | |||||||||
Institutional U.S. Government Securities Money Market Fund | 42,319 | — | 42,319 | |||||||||
Institutional U.S. Treasury Securities Money Market Fund | 28,913 | — | 28,913 |
* | Total distributions paid differ from the Statement of Changes in Net Assets because for tax purposes dividends are recognized when actually paid. |
Distributions Paid From | ||||||||||||
Net Investment | Tax-Exempt | Total Distributions | ||||||||||
Fund | Income($) | Income($) | Paid($)* | |||||||||
Institutional Cash Management Money Market Fund | 186,098 | — | 186,098 | |||||||||
Institutional Municipal Cash Reserve Money Market Fund | — | 2,260 | 2,260 | |||||||||
Institutional U.S. Government Securities Money Market Fund | 54,464 | — | 54,464 | |||||||||
Institutional U.S. Treasury Securities Money Market Fund | 98,859 | — | 98,859 |
* | Total distributions paid differ from the Statement of Changes in Net Assets because for tax purposes dividends are recognized when actually paid. |
30
Total | ||||||||||||||||||||||||||||
Undistributed | Accumulated | Unrealized | Accumulated | |||||||||||||||||||||||||
Ordinary | Tax-Exempt | Accumulated | Distributions | Capital and | Appreciation | Earnings | ||||||||||||||||||||||
Fund | Income($) | Income($) | Earnings($) | Payable($) | Other Losses($)** | (Depreciation)($) | (Deficit)($) | |||||||||||||||||||||
Institutional Cash Management Money Market Fund | 1,621 | — | 1,621 | (1,547 | ) | (1,668 | ) | — | (1,594 | ) | ||||||||||||||||||
Institutional Municipal Cash Reserve Money Market Fund | — | 36 | 36 | (35 | ) | (1 | ) | — | — | |||||||||||||||||||
Institutional U.S. Government Securities Money Market Fund | 987 | — | 987 | (942 | ) | (75 | ) | — | (30 | ) | ||||||||||||||||||
Institutional U.S. Treasury Securities Money Market Fund | 680 | — | 680 | (541 | ) | (180 | ) | (8 | ) | (49 | ) |
** | As of the latest tax year end of March 31, 2009, the following Funds had net capital loss carryovers to offset future net capital gains, if any, to the extent provided by the Treasury regulations. To the extent that these carryovers are used to offset future gains, it is probable that the gains so offset will not be distributed to shareholders (in thousands): |
Expires | ||||||||||||||||||||
Fund | 2013($) | 2014($) | 2015($) | 2016($) | 2017($) | |||||||||||||||
Institutional Cash Management Money Market Fund | — | — | 101 | — | 1,203 | |||||||||||||||
Institutional Municipal Cash Reserve Money Market Fund | — | — | 1 | — | — | |||||||||||||||
Institutional U.S. Government Securities Money Market Fund | — | — | — | — | — | |||||||||||||||
Institutional U.S. Treasury Securities Money Market Fund | 15 | 110 | 12 | — | — |
6. | Risks |
31
RidgeWorth Funds:
32
(Unaudited)
Number of | ||||||||||
Name, Business | Term of | Portfolios | ||||||||
Address, State of | Position | Office and | Principal | in Fund | Other | |||||
Residence and | Held With | Length of | Occupation(s) | Complex | Directorships | |||||
Date of Birth | Trust | Time Served | During the Past 5 Years | Overseen | Held | |||||
INDEPENDENT TRUSTEES: | ||||||||||
Jeffrey Biggar 3435 Stelzer Road Columbus, OH 43219 (Ohio) DOB 02/50 | Trustee | Indefinite; since January 2007 | Chief Operating Officer, Cedar Brook Financial Partners LLC (March 2008-present). Retired (2006- March 2008). Chief Executive Officer and Senior Managing Director, Sterling (National City Corp.) (2000-2006) | 55 | GenSpring Trust | |||||
George C. Guynn 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 12/42 | Trustee | Indefinite; since January 2008 | Retired. President (1996-October 2006) and Chief Executive Officer (1995-October 2006) Federal Reserve Bank of Atlanta | 55 | Genuine Parts Company; Oxford Industries; John Weiland Homes and Neighborhoods, Inc.; Acuity Brands, Inc.; GenSpring Trust | |||||
Sidney E. Harris 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 07/49 | Trustee | Indefinite; since November 2004 | Professor (since 1997) and Dean (1997-2004), J. Mack Robinson College of Business, Georgia State University. | 55 | Total System Services, Inc.; GenSpring Trust | |||||
Warren Y. Jobe 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 11/40 | Trustee | Indefinite; since November 2004 | Retired. Executive Vice President, Georgia Power Company and Senior Vice President, Southern Company (1998-2001) | 55 | WellPoint, Inc.; UniSource Energy Corp.; GenSpring Trust | |||||
Connie D. McDaniel 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 04/58 | Trustee | Indefinite; since May 2005 | Vice President Global Finance Transformation (since 2007), Vice President and Controller (1999-2007), The Coca-Cola Company | 55 | None | |||||
Clarence H. Ridley* 3435 Stelzer Road Columbus, OH 43219 (Georgia) DOB 06/42 | Trustee | Indefinite; since November 2001 | Chairman, Haverty Furniture Companies | 55 | Crawford & Co.; Haverty Furniture Companies | |||||
Charles D. Winslow 3435 Stelzer Road Columbus, OH 43219 (Florida) DOB 07/35 | Trustee | Indefinite; since November 2004 | Retired. Formerly Partner, Accenture (consulting) | 55 | None | |||||
* | Prior to May 12, 2008, Mr. Ridley was deemed to be an “interested person” of the Trust. |
33
(Unaudited)
Term of | ||||||
Position(s) | Office and | |||||
Name, Address and | Held with | Length of | Principal Occupation(s) | |||
Date of Birth | Trust | Time Served | During the Past 5 Years | |||
OFFICERS | ||||||
Julia R. Short 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 11/72 | President and Chief Executive Officer | One year; since July 2007 | Managing Director, Product Manager, RidgeWorth Capital Management, Inc. (since 2004); Relationship Manager, SEI Investments (Financial Services) (1994-2004) | |||
Patrick A. Paparelli 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 09/61 | Vice President; Chief Compliance Officer | One year; since May 2008 | Managing Director, Director of Legal and Compliance (since 2001) and Chief Compliance Officer (since July 2004), RidgeWorth Investments. | |||
Diana Hanlin 50 Hurt Plaza Suite 1400 Atlanta, GA 30303 DOB 05/67 | Vice President; Deputy Chief Compliance Officer | One year; since June 2008 | Director, RidgeWorth Capital Management, Inc. (since May 2008); Employee of BB&T Asset Management, Inc. (2007 - May 2008); Employee of BISYS Fund Services Ohio, Inc. (1996-2007). | |||
Martin R. Dean 3435 Stelzer Road Columbus, OH 43219 DOB 11/63 | Treasurer; Chief Financial Officer; Chief Accounting Officer | One year; since March 2007 | Senior Vice President, Financial Administration, Citi Fund Services Ohio, Inc. | |||
Katherine A. Reilly 3435 Stelzer Road Columbus, OH 43219 DOB 07/65 | Secretary; Chief Legal Officer | One year; since May 2009 | Vice President (since July 2007), Assistant Counsel (January 2006-July 2007), Regulatory Administration, Citi Fund Services Ohio, Inc.; Employee of CitiStreet LLC (June 2004-May 2005); Employee of Fidelity Investments (1987- 2001). | |||
34
(Unaudited)
35
(Unaudited)
36
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||
Fund | Class | 10/01/08($) | 03/31/09($) | 10/01/08 - 03/31/09($) | 10/01/08 - 03/31/09(%) | |||||||||||||
Institutional Cash Management Money Market Fund | Institutional Shares | 1,000.00 | 1,005.90 | 0.95 | 0.19 | |||||||||||||
Institutional Municipal Cash Reserve Money Market Fund | Institutional Shares | 1,000.00 | 1,005.70 | 1.05 | 0.21 | |||||||||||||
Institutional U.S. Government Securities Money Market Fund | Institutional Shares | 1,000.00 | 1,004.30 | 0.90 | 0.18 | |||||||||||||
Institutional U.S. Treasury Securities Money Market Fund | Institutional Shares | 1,000.00 | 1,001.20 | 0.85 | 0.17 | |||||||||||||
Corporate Trust Shares | 1,000.00 | 1,000.20 | 1.85 | 0.37 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days in the most recent fiscal half-year divided by the number of days in the fiscal year. |
** | Annualized. |
37
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||
Fund | Class | 10/01/08($) | 03/31/09($) | 10/01/08 - 03/31/09($) | 10/01/08 - 03/31/09(%) | |||||||||||||
Institutional Cash Management Money Market Fund | Institutional Shares | 1,000.00 | 1,023.98 | 0.96 | 0.19 | |||||||||||||
Institutional Municipal Cash Reserve Money Market Fund | Institutional Shares | 1,000.00 | 1,023.88 | 1.06 | 0.21 | |||||||||||||
Institutional U.S. Government Securities Money Market Fund | Institutional Shares | 1,000.00 | 1,024.03 | 0.91 | 0.18 | |||||||||||||
Institutional U.S. Treasury Securities Money Market Fund | Institutional Shares | 1,000.00 | 1,024.08 | 0.86 | 0.17 | |||||||||||||
Corporate Trust Shares | 1,000.00 | 1,023.09 | 1.87 | 0.37 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days in the most recent fiscal half-year divided by the number of days in the fiscal year. |
** | Annualized. |
38
50 Hurt Plaza, Suite 1400
Atlanta,GA 30303
www.ridgeworth.com
50 Hurt Plaza, Suite 1300
Atlanta,GA 30303
www.stableriver.com
1-888-784-3863, or visit www.ridgeworthfunds.com. Please read the prospectus carefully before investing.
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Current Year | Previous Year | |||||||
(a) Audit Fees | $ | 746,758 | $ | 751,863 | ||||
(b) Audit-Related Fees | $ | 109,670 | (1) | $ | 111,170 | (1) | ||
(c) Tax Fees | $ | 0 | $ | 0 | ||||
(d) All Other Fees | $ | 0 | $ | 0 |
Current Year | Previous Year | |||
$2,760,658 (1) | $996,749 (1) |
(1) | Non-audit services relate principally to certain technical accounting advice on financial products of SunTrust Banks, Inc.; tax compliance services; review of certain registration statements and regulatory filings; issuance of comfort letters and consents; agreed-upon procedures engagements; regulation AB procedures. |