SECURITIES AND EXCHANGE COMMISSION
MANAGEMENT INVESTMENT COMPANIES
3333 Piedmont Road, Suite 1500
Atlanta, GA 30305
(Name and Address of Agent for Service) | Copy to: | |
Julia Short RidgeWorth Funds 3333 Piedmont Road, Suite 1500 Atlanta, GA 30305 | W. John McGuire, Esq. Thomas S. Harman, Esq. Morgan, Lewis & Bockius LLP 1111 Pennsylvania Ave., NW Washington, DC 20004-2541 |
RidgeWorth Investments® is the trade name of RidgeWorth Capital Management, Inc. |
Letter to Shareholders | 1 | |||
Industry Allocations | 3 | |||
Schedules of Portfolio Investments | 5 | |||
Statements of Assets and Liabilities | 42 | |||
Statements of Operations | 45 | |||
Statements of Changes in Net Assets | 48 | |||
Financial Highlights | 57 | |||
Notes to Financial Statements | 65 | |||
Trustees and Officers of the RidgeWorth Funds | 84 | |||
Additional Information | 86 |
1
Sincerely, | ||
Ashi Parikh |
1 | For the period ended September 30, 2011, 19 of 35, 23 of 35, 28 of 35 and 13 of 24 of the RidgeWorth Funds (I Shares) beat their peer group medians for the 1-, 3-, 5- and 10-year periods, respectively. Lipper rankings are based on total return and do not reflect a sales charge. Past performance does not guarantee future results. |
2
(Unaudited)
Aggressive Growth Stock Fund | |||||
Information Technology | 38.2% | ||||
Consumer Discretionary | 25.1% | ||||
Health Care | 10.6% | ||||
Industrials | 9.1% | ||||
Energy | 8.1% | ||||
Financials | 5.6% | ||||
Telecommunication Services | 2.2% | ||||
Money Market Fund | 0.9% | ||||
Short-Term Investment | 0.2% | ||||
Emerging Growth Stock Fund | |||||
Information Technology | 33.1% | ||||
Consumer Discretionary | 24.1% | ||||
Health Care | 19.4% | ||||
Financials | 8.9% | ||||
Energy | 6.8% | ||||
Industrials | 5.5% | ||||
Short-Term Investment | 2.2% | ||||
International Equity Fund | |||||
Financials | 16.6% | ||||
Industrials | 14.2% | ||||
Energy | 13.1% | ||||
Materials | 11.1% | ||||
Consumer Discretionary | 10.2% | ||||
Telecommunication Services | 9.2% | ||||
Health Care | 8.3% | ||||
Consumer Staples | 6.8% | ||||
Utilities | 4.7% | ||||
Information Technology | 3.5% | ||||
Money Market Fund | 2.0% | ||||
Short-Term Investment | 0.3% | ||||
International Equity Index Fund | |||||
Financials | 19.8% | ||||
Industrials | 12.1% | ||||
Consumer Discretionary | 10.7% | ||||
Materials | 9.1% | ||||
Consumer Staples | 8.7% | ||||
Health Care | 7.3% | ||||
Energy | 7.2% | ||||
Telecommunication Services | 6.6% | ||||
Utilities | 6.0% | ||||
Information Technology | 5.3% | ||||
Exchange Traded Funds | 3.8% | ||||
Short-Term Investment | 3.4% | ||||
Large Cap Core Growth Stock Fund | |||||
Information Technology | 20.7% | ||||
Health Care | 17.5% | ||||
Consumer Discretionary | 15.2% | ||||
Consumer Staples | 13.3% | ||||
Energy | 10.6% | ||||
Financials | 10.0% | ||||
Industrials | 9.2% | ||||
Materials | 2.1% | ||||
Money Market Fund | 1.4% | ||||
Large Cap Growth Stock Fund | |||||
Information Technology | 31.0% | ||||
Consumer Discretionary | 16.5% | ||||
Industrials | 13.9% | ||||
Health Care | 11.2% | ||||
Consumer Staples | 9.8% | ||||
Energy | 9.4% | ||||
Financials | 3.7% | ||||
Materials | 3.4% | ||||
Money Market Fund | 1.1% | ||||
Large Cap Value Equity Fund | |||||
Financials | 19.1% | ||||
Health Care | 12.9% | ||||
Energy | 11.3% | ||||
Consumer Discretionary | 11.2% | ||||
Information Technology | 9.5% | ||||
Industrials | 9.1% | ||||
Consumer Staples | 8.2% | ||||
Utilities | 6.5% | ||||
Telecommunication Services | 4.6% | ||||
Money Market Fund | 4.2% | ||||
Materials | 2.7% | ||||
Short-Term Investment | 0.7% | ||||
3
(Unaudited)
Mid-Cap Value Equity Fund | |||||
Financials | 30.4% | ||||
Industrials | 10.6% | ||||
Energy | 10.3% | ||||
Consumer Discretionary | 10.1% | ||||
Information Technology | 8.2% | ||||
Materials | 7.6% | ||||
Short-Term Investment | 5.4% | ||||
Utilities | 5.4% | ||||
Health Care | 4.8% | ||||
Telecommunication Services | 3.5% | ||||
Consumer Staples | 2.8% | ||||
Money Market Fund | 0.9% | ||||
Select Large Cap Growth Stock Fund | |||||
Information Technology | 33.9% | ||||
Consumer Discretionary | 16.0% | ||||
Health Care | 12.5% | ||||
Consumer Staples | 11.7% | ||||
Energy | 9.4% | ||||
Industrials | 7.9% | ||||
Financials | 3.8% | ||||
Materials | 2.4% | ||||
Money Market Fund | 2.4% | ||||
Small Cap Growth Stock Fund | |||||
Information Technology | 21.6% | ||||
Health Care | 18.0% | ||||
Industrials | 16.8% | ||||
Consumer Discretionary | 15.4% | ||||
Short-Term Investment | 10.2% | ||||
Financials | 5.7% | ||||
Energy | 5.5% | ||||
Materials | 3.0% | ||||
Consumer Staples | 2.7% | ||||
Money Market Fund | 1.1% | ||||
Small Cap Value Equity Fund | |||||
Industrials | 27.3% | ||||
Financials | 23.1% | ||||
Consumer Discretionary | 14.4% | ||||
Materials | 10.5% | ||||
Information Technology | 6.6% | ||||
Health Care | 6.5% | ||||
Money Market Fund | 6.2% | ||||
Energy | 2.4% | ||||
Utilities | 2.0% | ||||
Consumer Staples | 1.0% | ||||
Aggressive Growth Allocation Strategy | |||||
Equity Funds | 79.5% | ||||
Exchange Traded Funds | 19.8% | ||||
Money Market Fund | 0.7% | ||||
Conservative Allocation Strategy | |||||
Fixed Income Funds | 64.9% | ||||
Equity Funds | 27.7% | ||||
Exchange Traded Funds | 5.6% | ||||
Money Market Fund | 1.8% | ||||
Growth Allocation Strategy | |||||
Equity Funds | 56.5% | ||||
Fixed Income Funds | 26.8% | ||||
Exchange Traded Funds | 15.6% | ||||
Money Market Fund | 1.1% | ||||
Moderate Allocation Strategy | |||||
Fixed Income Funds | 46.4% | ||||
Equity Funds | 41.0% | ||||
Exchange Traded Funds | 11.8% | ||||
Money Market Fund | 0.8% | ||||
4
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (99.2%) | ||||||||
Consumer Discretionary (25.2%) | ||||||||
Amazon.com, Inc.* | 27,200 | 5,881,456 | ||||||
Blue Nile, Inc.* | 38,500 | 1,358,280 | ||||||
Chipotle Mexican Grill, Inc.* | 4,500 | 1,363,275 | ||||||
Deckers Outdoor Corp.* | 24,000 | 2,238,240 | ||||||
Lululemon Athletica, Inc.* | 46,400 | 2,257,360 | ||||||
Netflix, Inc.* | 19,500 | 2,206,620 | ||||||
Nordstrom, Inc. | 36,700 | 1,676,456 | ||||||
Priceline.com, Inc.* | 6,200 | 2,786,652 | ||||||
Tesla Motors, Inc.* | 60,100 | 1,465,839 | ||||||
Vera Bradley, Inc.* | 28,800 | 1,038,240 | ||||||
22,272,418 | ||||||||
Energy (8.1%) | ||||||||
Berry Petroleum Co., Cl A | 48,500 | 1,715,930 | ||||||
Energy XXI Bermuda Ltd.* | 57,200 | 1,226,940 | ||||||
FMC Technologies, Inc.* | 27,700 | 1,041,520 | ||||||
Pioneer Natural Resources Co. | 12,600 | 828,702 | ||||||
SandRidge Energy, Inc.* | 94,000 | 522,640 | ||||||
Whiting Petroleum Corp.* | 52,400 | 1,838,192 | ||||||
7,173,924 | ||||||||
Financials (5.6%) | ||||||||
BlackRock, Inc. | 10,800 | 1,598,508 | ||||||
Financial Engines, Inc.* | 62,900 | 1,139,119 | ||||||
Green Dot Corp., Cl A* | 25,750 | 806,490 | ||||||
Portfolio Recovery Associates, Inc.* | 22,700 | 1,412,394 | ||||||
4,956,511 | ||||||||
Health Care (10.6%) | ||||||||
Celgene Corp.* | 29,400 | 1,820,448 | ||||||
Dendreon Corp.* | 46,900 | 422,100 | ||||||
HMS Holdings Corp.* | 44,500 | 1,085,355 | ||||||
Human Genome Sciences, Inc.* | 46,300 | 587,547 | ||||||
Intuitive Surgical, Inc.* | 5,500 | 2,003,540 | ||||||
MAKO Surgical Corp.* | 24,400 | 834,968 | ||||||
Salix Pharmaceuticals Ltd.* | 39,700 | 1,175,120 | ||||||
SXC Health Solutions Corp.* | 16,100 | 896,770 | ||||||
Vertex Pharmaceuticals, Inc.* | 13,000 | 579,020 | ||||||
9,404,868 | ||||||||
Industrials (9.1%) | ||||||||
Alaska Air Group, Inc.* | 16,500 | 928,785 | ||||||
Expeditors International of Washington, Inc. | 40,800 | 1,654,440 | ||||||
Joy Global, Inc. | 12,600 | 785,988 | ||||||
Polypore International, Inc.* | 20,700 | 1,169,964 | ||||||
Precision Castparts Corp. | 22,700 | 3,528,942 | ||||||
8,068,119 | ||||||||
Information Technology (38.3%) | ||||||||
Acme Packet, Inc.* | 58,400 | 2,487,256 | ||||||
Alliance Data Systems Corp.*(a) | 9,800 | 908,460 | ||||||
Altera Corp. | 56,600 | 1,784,598 | ||||||
Apple, Inc.* | 6,600 | 2,515,788 | ||||||
ARM Holdings PLC SP ADR | 19,200 | 489,600 | ||||||
Aruba Networks, Inc.* | 69,900 | 1,461,609 | ||||||
Baidu, Inc. SP ADR* | 9,000 | 962,190 | ||||||
Cognizant Technology Solutions Corp., Cl A* | 81,300 | 5,097,510 | ||||||
EMC Corp.* | 35,800 | 751,442 | ||||||
F5 Networks, Inc.* | 42,300 | 3,005,415 | ||||||
Google, Inc., Cl A* | 6,200 | 3,189,156 | ||||||
MercadoLibre, Inc. | 38,600 | 2,074,750 | ||||||
OpenTable, Inc.* | 45,000 | 2,070,450 | ||||||
QUALCOMM, Inc. | 82,400 | 4,007,112 | ||||||
Skyworks Solutions, Inc.* | 50,600 | 907,764 | ||||||
VeriFone Systems, Inc.* | 36,300 | 1,271,226 | ||||||
VistaPrint NV* | 20,000 | 540,600 | ||||||
Yandex NV Cl A*(a) | 19,800 | 404,118 | ||||||
33,929,044 | ||||||||
Telecommunication Services (2.3%) | ||||||||
NII Holdings, Inc.* | 39,900 | 1,075,305 | ||||||
tw telecom, Inc.* | 55,000 | 908,600 | ||||||
1,983,905 | ||||||||
Total Common Stocks (Cost $68,038,826) | 87,788,789 | |||||||
Short-Term Investment (0.2%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b) | 177,200 | 177,200 | ||||||
Total Short-Term Investment (Cost $177,200) | 177,200 | |||||||
Money Market Fund (0.9%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(c) | 822,109 | 822,109 | ||||||
Total Money Market Fund (Cost $822,109) | 822,109 | |||||||
Total Investments (Cost $69,038,135) — 100.3% | 88,788,098 | |||||||
Liabilities in excess of other assets — (0.3)% | (267,572 | ) | ||||||
Net Assets — 100.0% | $ | 88,520,526 | ||||||
* | Non-income producing security. |
(a) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $172,440. |
5
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Aggressive Growth Stock Fund — concluded
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
(c) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
SP ADR | — Sponsored American Depositary Receipt |
6
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (99.8%) | ||||||||
Consumer Discretionary (24.6%) | ||||||||
Blue Nile, Inc.* | 5,600 | 197,568 | ||||||
Chipotle Mexican Grill, Inc.* | 2,400 | 727,080 | ||||||
Deckers Outdoor Corp.* | 4,700 | 438,322 | ||||||
HomeAway, Inc.*(a) | 7,800 | 262,236 | ||||||
Lululemon Athletica, Inc.* | 12,000 | 583,800 | ||||||
Netflix, Inc.* | 4,100 | 463,956 | ||||||
Shutterfly, Inc.* | 8,300 | 341,794 | ||||||
Tesla Motors, Inc.* | 23,200 | 565,848 | ||||||
Vera Bradley, Inc.* | 14,100 | 508,305 | ||||||
4,088,909 | ||||||||
Energy (6.9%) | ||||||||
Berry Petroleum Co., Cl A | 12,200 | 431,636 | ||||||
Energy XXI Bermuda Ltd.* | 22,100 | 474,045 | ||||||
McMoRan Exploration Co.* | 24,800 | 246,264 | ||||||
1,151,945 | ||||||||
Financials (9.1%) | ||||||||
Financial Engines, Inc.* | 38,500 | 697,235 | ||||||
Green Dot Corp., Cl A* | 13,900 | 435,348 | ||||||
Portfolio Recovery Associates, Inc.* | 6,100 | 379,542 | ||||||
1,512,125 | ||||||||
Health Care (19.8%) | ||||||||
Dendreon Corp.* | 35,000 | 315,000 | ||||||
HMS Holdings Corp.* | 22,800 | 556,092 | ||||||
Human Genome Sciences, Inc.* | 16,300 | 206,847 | ||||||
Illumina, Inc.* | 5,600 | 229,152 | ||||||
IPC The Hospitalist Co.* | 7,300 | 260,537 | ||||||
MAKO Surgical Corp.* | 18,500 | 633,070 | ||||||
Nektar Therapeutics* | 15,800 | 76,630 | ||||||
Salix Pharmaceuticals Ltd.* | 11,000 | 325,600 | ||||||
SXC Health Solutions Corp.* | 10,500 | 584,850 | ||||||
Vertex Pharmaceuticals, Inc.* | 2,200 | 97,988 | ||||||
3,285,766 | ||||||||
Industrials (5.6%) | ||||||||
Alaska Air Group, Inc.* | 5,500 | 309,595 | ||||||
Polypore International, Inc.* | 11,000 | 621,720 | ||||||
931,315 | ||||||||
Information Technology (33.8%) | ||||||||
Acme Packet, Inc.* | 16,100 | 685,699 | ||||||
Alliance Data Systems Corp.* | 1,900 | 176,130 | ||||||
Aruba Networks, Inc.* | 30,000 | 627,300 | ||||||
BroadSoft, Inc.* | 18,100 | 549,335 | ||||||
F5 Networks, Inc.* | 9,000 | 639,450 | ||||||
IPG Photonics Corp.* | 5,500 | 238,920 | ||||||
MercadoLibre, Inc. | 9,300 | 499,875 | ||||||
Mitek Systems, Inc.*(a) | 15,100 | 139,675 | ||||||
OpenTable, Inc.* | 10,500 | 483,105 | ||||||
Skyworks Solutions, Inc.* | 27,600 | 495,144 | ||||||
VeriFone Systems, Inc.* | 16,000 | 560,320 | ||||||
Yandex NV Cl A* | 14,600 | 297,986 | ||||||
Zillow, Inc.* | 8,400 | 229,740 | ||||||
5,622,679 | ||||||||
Total Common Stocks (Cost $16,501,638) | 16,592,739 | |||||||
Short-Term Investment (2.3%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b) | 380,150 | 380,150 | ||||||
Total Short-Term Investment (Cost $380,150) | 380,150 | |||||||
Total Investments (Cost $16,881,788) — 102.1% | 16,972,889 | |||||||
Liabilities in excess of other assets — (2.1)% | (354,573 | ) | ||||||
Net Assets — 100.0% | $ | 16,618,316 | ||||||
* | Non-income producing security. |
(a) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $369,187. | |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
7
(Unaudited)
Shares | Value($) | |||||||
Foreign Common Stocks (96.1%) | ||||||||
Australia(a) (2.5%) | ||||||||
Australia & New Zealand Banking Group Ltd. | 129,215 | 2,398,384 | ||||||
Bendigo and Adelaide Bank Ltd. | 106,503 | 862,669 | ||||||
Coal & Allied Industries Ltd. | 4,696 | 558,979 | ||||||
National Australia Bank Ltd. | 57,262 | 1,216,322 | ||||||
5,036,354 | ||||||||
Austria(a) (0.6%) | ||||||||
Voestalpine AG | 45,132 | 1,304,642 | ||||||
Belgium(a) (1.8%) | ||||||||
Anheuser-Busch InBev NV | 70,397 | 3,736,611 | ||||||
Canada (0.8%) | ||||||||
Potash Corp. of Saskatchewan, Inc. | 36,205 | 1,564,780 | ||||||
China(a) (1.5%) | ||||||||
Bank of China Ltd. | 3,568,000 | 1,103,302 | ||||||
PetroChina Co. Ltd., Cl H | 1,668,061 | 2,016,336 | ||||||
3,119,638 | ||||||||
Colombia (0.1%) | ||||||||
Petrominerales Ltd.(b) | 11,372 | 223,555 | ||||||
Finland(a) (0.6%) | ||||||||
UPM-Kymmene Oyj | 98,649 | 1,114,440 | ||||||
France(a) (12.0%) | ||||||||
BNP Paribas | 21,913 | 863,868 | ||||||
Cap Gemini SA | 34,948 | 1,161,970 | ||||||
France Telecom SA | 106,988 | 1,751,057 | ||||||
Publicis Groupe SA | 70,387 | 2,937,702 | ||||||
Renault SA | 29,957 | 992,279 | ||||||
Sanofi-Aventis | 67,813 | 4,460,519 | ||||||
Total SA | 76,323 | 3,367,324 | ||||||
Valeo SA | 28,895 | 1,214,609 | ||||||
Veolia Environnement SA | 135,903 | 1,984,737 | ||||||
Vinci SA | 52,370 | 2,246,250 | ||||||
Vivendi SA | 161,744 | 3,293,093 | ||||||
24,273,408 | ||||||||
Germany(a) (9.9%) | ||||||||
Adidas AG | 29,668 | 1,805,474 | ||||||
Allianz SE | 31,298 | 2,933,536 | ||||||
BASF SE | 43,027 | 2,623,158 | ||||||
Deutsche Bank AG | 24,895 | 862,644 | ||||||
Deutsche Lufthansa AG | 123,784 | 1,604,769 | ||||||
E.ON AG | 36,733 | 796,961 | ||||||
Fresenius SE | 17,568 | 1,561,563 | ||||||
Infineon Technologies AG | 151,495 | 1,117,819 | ||||||
MAN SE | 20,045 | 1,553,815 | ||||||
Muenchener Rueckversicherungs AG | 11,805 | 1,466,142 | ||||||
Siemens AG | 42,634 | 3,835,797 | ||||||
20,161,678 | ||||||||
Hong Kong(a) (3.1%) | ||||||||
China Mobile Ltd. | 213,500 | 2,088,379 | ||||||
Digital China Holdings Ltd. | 1,590,000 | 2,069,083 | ||||||
Texwinca Holdings Ltd. | 2,041,721 | 2,091,728 | ||||||
6,249,190 | ||||||||
India(a) (0.5%) | ||||||||
IL&FS Transportation Networks Ltd. | 117,395 | 474,176 | ||||||
IRB Infrastructure Developers Ltd. | 183,257 | 604,803 | ||||||
1,078,979 | ||||||||
Ireland(a) (0.8%) | ||||||||
WPP PLC | 171,300 | 1,586,667 | ||||||
Italy(a) (1.2%) | ||||||||
Enel SpA | 556,385 | 2,456,000 | ||||||
Japan (18.9%) | ||||||||
FUJIFILM Holdings Corp.(a) | 43,000 | 999,341 | ||||||
Honda Motor Co. Ltd.(a) | 79,188 | 2,319,801 | ||||||
ITOCHU Corp.(a) | 463,180 | 4,426,069 | ||||||
JX Holdings, Inc.(a) | 604,500 | 3,392,868 | ||||||
LINTEC Corp.(a) | 56,900 | 1,129,088 | ||||||
Marubeni Corp.(a) | 684,000 | 3,819,427 | ||||||
Mitsubishi Gas Chemical Co., Inc.(a) | 237,000 | 1,454,943 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 717,602 | 3,293,545 | ||||||
Mitsui & Co. Ltd.(a) | 40,978 | 593,577 | ||||||
Nidec Corp.(a) | 13,700 | 1,103,353 | ||||||
NIPPON SHOKUBAI Co. Ltd.(a) | 316,000 | 3,916,350 | ||||||
Nippon Telegraph & Telephone Corp.(a) | 54,516 | 2,611,760 | ||||||
Okinawa Electric Power Co., Inc. (The)(a) | 18,200 | 813,474 | ||||||
Sumitomo Corp.(a) | 344,544 | 4,263,237 | ||||||
Sumitomo Mitsui Financial Group, Inc.(a) | 103,005 | 2,902,224 | ||||||
Takata Corp.(a) | 59,277 | 1,348,646 | ||||||
38,387,703 | ||||||||
Luxembourg(a) (0.2%) | ||||||||
AZ Electronic Materials SA | 107,457 | 369,354 | ||||||
Netherlands (4.8%) | ||||||||
ING Groep NV*(a) | 188,691 | 1,330,999 | ||||||
Koninklijke Ahold NV(a) | 214,569 | 2,523,369 | ||||||
Koninklijke DSM NV(a) | 32,495 | 1,412,836 | ||||||
Koninklijke KPN NV(a) | 166,058 | 2,187,154 |
8
(Unaudited)
Shares | Value($) | |||||||
Netherlands—continued | ||||||||
Royal Dutch Shell PLC ADR | 36,483 | 2,263,770 | ||||||
9,718,128 | ||||||||
Norway(a) (1.2%) | ||||||||
Telenor ASA | 163,071 | 2,515,079 | ||||||
Singapore(a) (1.1%) | ||||||||
United Overseas Bank Ltd. | 45,116 | 580,136 | ||||||
Venture Corp. Ltd. | 334,685 | 1,695,057 | ||||||
2,275,193 | ||||||||
South Korea(a) (2.8%) | ||||||||
Hyundai Motor Co. | 8,836 | 1,544,689 | ||||||
Korea Gas Corp. | 135,408 | 3,517,475 | ||||||
SKC Co. Ltd. | 17,102 | 563,215 | ||||||
5,625,379 | ||||||||
Spain(a) (1.6%) | ||||||||
Telefonica SA | 173,334 | 3,321,910 | ||||||
Sweden(a) (4.0%) | ||||||||
Alfa Laval AB | 96,572 | 1,520,288 | ||||||
Kinnevik Investment AB, Cl B | 187,343 | 3,466,478 | ||||||
Swedbank AB, Cl A | 275,469 | 3,041,494 | ||||||
8,028,260 | ||||||||
Switzerland(a) (4.0%) | ||||||||
ABB Ltd.* | 148,285 | 2,536,544 | ||||||
Roche Holding AG | 24,640 | 3,979,657 | ||||||
Xstrata PLC | 131,781 | 1,664,089 | ||||||
8,180,290 | ||||||||
Thailand (1.9%) | ||||||||
Bangkok Dusit Medical Services PCL | 824,400 | 1,697,333 | ||||||
Kasikornbank PCL(a) | 244,100 | 910,283 | ||||||
Krung Thai Bank PCL | 1,069,900 | 530,045 | ||||||
PTT PCL | 97,000 | 811,324 | ||||||
3,948,985 | ||||||||
Turkey(a) (0.7%) | ||||||||
Tofas Turk Otomobil Fabrikasi AS | 379,421 | 1,346,013 | ||||||
United Kingdom (19.5%) | ||||||||
3i Group PLC(a) | 160,354 | 466,182 | ||||||
Anglo American PLC(a) | 49,481 | 1,702,692 | ||||||
AstraZeneca PLC(a) | 111,639 | 4,954,479 | ||||||
Aviva PLC(a) | 378,326 | 1,779,219 | ||||||
BP PLC(a) | 124,521 | 746,588 | ||||||
BP PLC SP ADR | 119,044 | 4,293,917 | ||||||
British American Tobacco PLC(a) | 114,998 | 4,855,826 | ||||||
BT Group PLC(a) | 1,058,873 | 2,838,123 | ||||||
Legal & General Group PLC(a) | 1,197,864 | 1,789,037 | ||||||
Old Mutual PLC(a) | 910,666 | 1,477,696 | ||||||
Rio Tinto PLC SP ADR | 78,582 | 3,463,895 | ||||||
Royal Dutch Shell PLC, Cl A(a) | 110,471 | 3,413,222 | ||||||
Royal Dutch Shell PLC, Cl B(a) | 109,127 | 3,395,457 | ||||||
SABMiller PLC(a) | 80,145 | 2,615,053 | ||||||
Subsea 7 SA*(a) | 95,447 | 1,813,105 | ||||||
39,604,491 | ||||||||
Total Foreign Common Stocks (Cost $209,004,915) | 195,226,727 | |||||||
Foreign Preferred Stocks (0.6%) | ||||||||
Brazil (0.6%) | ||||||||
Telecomunicacoes de Sao Paulo SA, 10.81% | 43,106 | 1,141,699 | ||||||
Total Foreign Preferred Stocks (Cost $834,581) | 1,141,699 | |||||||
Short-Term Investment (0.3%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(c) | 664,950 | 664,950 | ||||||
Total Short-Term Investment (Cost $664,950) | 664,950 | |||||||
Money Market Fund (2.0%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(d) | 3,946,897 | 3,946,897 | ||||||
Total Money Market Fund (Cost $3,946,897) | 3,946,897 | |||||||
Total Investments (Cost $214,451,343) — 99.0% | 200,980,273 | |||||||
Other assets in excess of liabilities — 1.0% | 2,102,972 | |||||||
Net Assets — 100.0% | $ | 203,083,245 | ||||||
* | Non-income producing security. |
(a) | Valued at fair value using procedures approved by the Board (See Notes to Financial Statements). | |
(b) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $632,495. Due to sale activity on September 30, 2011, $622,050 of the collateral was returned to the securities lending agent on October 4, 2011. |
(c) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities |
9
(Unaudited)
that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
(d) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
ADR | — American Depositary Receipt |
PCL | — Public Company Limited | |
SP ADR | — Sponsored American Depositary Receipt |
10
(Unaudited)
Shares | Value($) | |||||||
Foreign Common Stocks (94.7%) | ||||||||
Australia (5.0%) | ||||||||
AGL Energy Ltd.(a) | 10,938 | 149,977 | ||||||
Alumina Ltd.(a) | 58,186 | 81,137 | ||||||
Amcor Ltd.(a) | 29,006 | 192,030 | ||||||
AMP Ltd.(a) | 67,128 | 252,137 | ||||||
Asciano Ltd.(a) | 70,139 | 96,636 | ||||||
ASX Ltd.(a) | 4,165 | 120,976 | ||||||
Australia & New Zealand Banking Group Ltd.(a) | 61,161 | 1,135,221 | ||||||
Bendigo and Adelaide Bank Ltd.(a) | 8,879 | 71,919 | ||||||
BGP Holdings PLC(a)(b) | 737,041 | — | ||||||
BHP Billiton Ltd.(a) | 75,942 | 2,514,472 | ||||||
BlueScope Steel Ltd.(a) | 43,222 | 29,803 | ||||||
Boral Ltd.(a) | 17,079 | 56,836 | ||||||
Brambles Ltd.(a) | 34,193 | 210,792 | ||||||
Caltex Australia Ltd.(a) | 3,251 | 33,507 | ||||||
CFS Retail Property Trust REIT(a) | 44,163 | 74,109 | ||||||
Coca-Cola Amatil Ltd.(a) | 13,307 | 152,443 | ||||||
Cochlear Ltd.(a) | 1,348 | 59,756 | ||||||
Commonwealth Bank of Australia(a) | 36,558 | 1,589,894 | ||||||
Computershare Ltd.(a) | 10,481 | 74,630 | ||||||
Crown Ltd.(a) | 10,639 | 81,048 | ||||||
CSL Ltd.(a) | 13,054 | 370,595 | ||||||
Dexus Property Group REIT(a) | 115,486 | 91,028 | ||||||
Echo Entertainment Group Ltd.* | 12,563 | 44,374 | ||||||
Fairfax Media Ltd.(a)(c) | 53,034 | 41,679 | ||||||
Fortescue Metals Group Ltd.(a) | 29,555 | 123,452 | ||||||
Foster’s Group Ltd.(a) | 46,765 | 237,461 | ||||||
Goodman Group(a) | 164,716 | 90,246 | ||||||
GPT Group REIT(a) | 41,637 | 125,233 | ||||||
Harvey Norman Holdings Ltd.(a) | 12,556 | 25,799 | ||||||
Iluka Resources Ltd.(a) | 9,660 | 113,067 | ||||||
Incitec Pivot Ltd.(a) | 37,817 | 117,168 | ||||||
Insurance Australia Group Ltd.(a) | 49,899 | 144,449 | ||||||
Leighton Holdings Ltd.(a) | 3,581 | 63,600 | ||||||
Lend Lease Group(a) | 12,666 | 85,065 | ||||||
Lynas Corp. Ltd.*(a) | 40,503 | 41,454 | ||||||
Macarthur Coal Ltd.(a) | 3,901 | 59,652 | ||||||
Macquarie Group Ltd.(a) | 8,135 | 175,927 | ||||||
MAp Group(a) | 8,836 | 27,360 | ||||||
Metcash Ltd.(a) | 18,113 | 71,402 | ||||||
Mirvac Group REIT(a) | 81,078 | 89,138 | ||||||
National Australia Bank Ltd.(a) | 51,073 | 1,084,859 | ||||||
Newcrest Mining Ltd.(a) | 18,288 | 602,793 | ||||||
OneSteel Ltd.(a) | 30,904 | 36,218 | ||||||
Orica Ltd.(a) | 8,635 | 193,788 | ||||||
Origin Energy Ltd.(a) | 25,068 | 320,771 | ||||||
OZ Minerals Ltd.(a) | 7,670 | 68,330 | ||||||
Paladin Energy Ltd.*(a) | 16,500 | 18,934 | ||||||
Qantas Airways Ltd.*(a) | 26,968 | 36,151 | ||||||
QBE Insurance Group Ltd.(a) | 24,775 | 304,243 | ||||||
QR National Ltd.(a) | 40,040 | 121,079 | ||||||
Ramsay Health Care Ltd.(a) | 3,074 | 56,119 | ||||||
Rio Tinto Ltd.(a) | 10,317 | 604,302 | ||||||
Santos Ltd.(a) | 20,425 | 221,048 | ||||||
Sims Metal Management Ltd. | 3,910 | 46,918 | ||||||
Sonic Healthcare Ltd.(a) | 8,736 | 95,487 | ||||||
SP Ausnet(a) | 32,991 | 29,629 | ||||||
Stockland REIT(a) | 56,563 | 157,442 | ||||||
Suncorp Group Ltd.(a) | 30,415 | 231,569 | ||||||
TABCORP Holdings Ltd.(a) | 16,256 | 40,058 | ||||||
Tatts Group Ltd.(a) | 30,466 | 65,182 | ||||||
Telstra Corp. Ltd.(a) | 104,740 | 311,939 | ||||||
Toll Holdings Ltd.(a) | 15,651 | 65,632 | ||||||
Transurban Group(a) | 30,781 | 160,035 | ||||||
Wesfarmers Ltd.(a) | 23,919 | 722,703 | ||||||
Wesfarmers Ltd. PPS(a) | 3,610 | 111,069 | ||||||
Westfield Group REIT(a) | 52,126 | 386,551 | ||||||
Westfield Retail Trust REIT(a) | 69,660 | 162,118 | ||||||
Westpac Banking Corp.(a) | 70,562 | 1,366,451 | ||||||
Woodside Petroleum Ltd.(a) | 14,871 | 460,758 | ||||||
Woolworths Ltd.(a) | 28,681 | 685,377 | ||||||
WorleyParsons Ltd.(a) | 4,589 | 114,503 | ||||||
17,997,528 | ||||||||
Austria(a) (1.2%) | ||||||||
Erste Group Bank AG | 36,237 | 924,187 | ||||||
Immofinanz AG*(c) | 179,827 | 508,393 | ||||||
OMV AG | 28,446 | 846,736 | ||||||
Raiffeisen Bank International AG(c) | 9,394 | 271,924 | ||||||
Telekom Austria AG | 64,041 | 646,328 | ||||||
Verbund AG | 12,836 | 369,422 | ||||||
Vienna Insurance Group | 7,316 | 278,131 | ||||||
Voestalpine AG | 20,870 | 603,295 | ||||||
4,448,416 | ||||||||
11
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Belgium(a) (1.9%) | ||||||||
Ageas | 168,830 | 290,746 | ||||||
Anheuser-Busch InBev NV | 61,099 | 3,243,081 | ||||||
Bekaert SA | 2,917 | 118,759 | ||||||
Belgacom SA | 11,667 | 351,129 | ||||||
Colruyt SA(c) | 5,799 | 240,908 | ||||||
Delhaize Group SA | 7,867 | 459,898 | ||||||
Dexia SA*(c) | 47,516 | 90,379 | ||||||
Groupe Bruxelles Lambert SA | 6,163 | 432,851 | ||||||
KBC Groep NV | 12,143 | 280,149 | ||||||
Mobistar SA | 2,290 | 130,729 | ||||||
Solvay SA | 4,467 | 420,618 | ||||||
UCB SA | 7,708 | 328,491 | ||||||
Umicore | 8,676 | 314,528 | ||||||
6,702,266 | ||||||||
Cayman Islands(a)(d) (0.0%) | ||||||||
Sands China Ltd.* | 31,687 | 74,138 | ||||||
Wynn Macau Ltd. | 21,016 | 49,434 | ||||||
123,572 | ||||||||
Cyprus(a) (0.1%) | ||||||||
Bank of Cyprus Public Co. Ltd. | 187,462 | 289,447 | ||||||
Denmark(a) (1.2%) | ||||||||
A.P. Moller — Maersk A/S, Cl B | 63 | 370,076 | ||||||
A.P. Moller — Maersk A/S, Cl A | 26 | 145,532 | ||||||
Carlsberg A/S, Cl B | 5,169 | 306,311 | ||||||
Coloplast A/S, Cl B | 1,038 | 149,577 | ||||||
Danske Bank A/S* | 31,750 | 444,061 | ||||||
DSV A/S | 9,628 | 173,230 | ||||||
Novo Nordisk A/S, Cl B | 19,737 | 1,968,453 | ||||||
Novozymes A/S, Cl B | 2,103 | 299,001 | ||||||
Pandora A/S(c) | 2,729 | 18,195 | ||||||
TDC A/S | 16,870 | 137,822 | ||||||
Tryg A/S | 1,149 | 60,414 | ||||||
Vestas Wind Systems A/S* | 9,291 | 150,573 | ||||||
William Demant Holding A/S* | 1,055 | 79,355 | ||||||
4,302,600 | ||||||||
Finland(a) (0.8%) | ||||||||
Elisa Oyj | 5,172 | 105,728 | ||||||
Fortum Oyj | 15,760 | 370,972 | ||||||
Kesko Oyj, Cl B | 2,446 | 75,256 | ||||||
Kone Oyj, Cl B | 5,606 | 266,639 | ||||||
Metso Oyj | 4,604 | 134,763 | ||||||
Neste Oil Oyj | 4,731 | 41,058 | ||||||
Nokia Oyj | 136,867 | 773,951 | ||||||
Nokian Renkaat Oyj | 3,893 | 116,548 | ||||||
Orion Oyj, Cl B | 3,384 | 68,141 | ||||||
Outokumpu Oyj(c) | 4,734 | 31,063 | ||||||
Pohjola Bank PLC | 5,024 | 52,852 | ||||||
Rautaruukki Oyj | 3,048 | 30,565 | ||||||
Sampo Oyj, Cl A | 15,065 | 378,395 | ||||||
Sanoma Oyj(c) | 2,969 | 34,904 | ||||||
Stora Enso Oyj | 20,953 | 122,641 | ||||||
UPM-Kymmene Oyj | 18,791 | 212,282 | ||||||
Wartsila Oyj | 6,026 | 142,986 | ||||||
2,958,744 | ||||||||
France(a) (9.4%) | ||||||||
Accor SA | 5,945 | 158,304 | ||||||
Aeroports de Paris | 1,406 | 105,757 | ||||||
Air France-KLM* | 5,587 | 40,835 | ||||||
Air Liquide SA* | 17,547 | 2,068,286 | ||||||
Air Liquide SA*(b) | 2,545 | 299,982 | ||||||
Alcatel-Lucent* | 94,060 | 272,727 | ||||||
Alstom | 8,268 | 272,335 | ||||||
Arkema SA | 2,258 | 130,758 | ||||||
Atos Origin SA | 2,047 | 88,349 | ||||||
AXA SA | 69,835 | 908,544 | ||||||
BNP Paribas | 39,237 | 1,546,825 | ||||||
Bouygues SA | 9,675 | 320,062 | ||||||
Bureau Veritas SA | 2,271 | 163,251 | ||||||
Cap Gemini SA | 6,038 | 200,755 | ||||||
Carrefour SA | 23,627 | 538,034 | ||||||
Casino Guichard-Perrachon SA | 2,260 | 176,405 | ||||||
Christian Dior SA | 2,234 | 250,123 | ||||||
CNP Assurances | 5,977 | 88,005 | ||||||
Compagnie de Saint — Gobain | 16,245 | 619,768 | ||||||
Compagnie Generale d’Optique Essilor International SA | 8,188 | 588,823 | ||||||
Compagnie Generale de Geophysique-Veritas* | 5,747 | 101,225 | ||||||
Compagnie Generale des Etablissements Michelin, Cl B | 7,080 | 423,440 | ||||||
Credit Agricole SA | 39,549 | 271,991 | ||||||
Danone SA | 23,705 | 1,457,224 | ||||||
Dassault Systemes SA | 2,410 | 170,182 | ||||||
Edenred | 6,452 | 153,705 | ||||||
Eiffage SA(c) | 1,655 | 51,049 | ||||||
Electricite de France | 9,764 | 282,775 | ||||||
Eramet | 215 | 29,684 | ||||||
Eurazeo | 1,254 | 52,668 | ||||||
European Aeronautic Defence and Space Co. | 16,470 | 462,953 |
12
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
France(a)—continued | ||||||||
Eutelsat Communications | 4,038 | 162,215 | ||||||
Fonciere Des Regions | 1,129 | 78,755 | ||||||
France Telecom SA | 75,968 | 1,243,357 | ||||||
GDF SUEZ | 50,243 | 1,492,803 | ||||||
Gecina SA | 896 | 78,318 | ||||||
Groupe Eurotunnel SA | 21,289 | 180,427 | ||||||
ICADE REIT | 952 | 74,381 | ||||||
Iliad SA | 779 | 87,026 | ||||||
Imerys | 1,385 | 69,282 | ||||||
JCDecaux SA* | 2,716 | 67,408 | ||||||
Klepierre | 4,257 | 119,329 | ||||||
L’Oreal SA | 9,732 | 949,383 | ||||||
Lagardere SCA | 4,849 | 119,108 | ||||||
Legrand SA | 7,952 | 247,899 | ||||||
LVMH Moet Hennessy Louis Vuitton SA | 10,000 | 1,320,004 | ||||||
Metropole Television SA | 2,377 | 38,539 | ||||||
Natixis | 35,703 | 112,313 | ||||||
Neopost SA | 1,313 | 96,276 | ||||||
Pernod-Ricard SA | 8,073 | 632,056 | ||||||
Peugeot SA | 6,095 | 129,664 | ||||||
PPR | 3,100 | 400,710 | ||||||
Publicis Groupe SA | 5,038 | 210,268 | ||||||
Renault SA | 7,786 | 257,899 | ||||||
Safran SA | 6,635 | 202,971 | ||||||
Sanofi-Aventis | 45,537 | 2,995,276 | ||||||
Schneider Electric SA | 19,488 | 1,042,910 | ||||||
Scor SE | 6,874 | 148,280 | ||||||
Societe BIC SA | 1,179 | 100,384 | ||||||
Societe Generale | 25,997 | 680,544 | ||||||
Societe Lafarge(b) | 12,479 | 434,687 | ||||||
Societe Television Francaise 1 | 4,861 | 60,432 | ||||||
Sodexo | 3,818 | 251,404 | ||||||
Suez Environnement SA | 10,822 | 150,610 | ||||||
Technip SA | 3,946 | 316,142 | ||||||
Thales SA | 4,064 | 127,030 | ||||||
Total SA | 85,749 | 3,783,193 | ||||||
Unibail-Rodamco | 3,718 | 663,428 | ||||||
Vallourec SA | 4,501 | 257,758 | ||||||
Veolia Environnement SA | 14,075 | 205,552 | ||||||
Vinci SA | 17,998 | 771,969 | ||||||
Vivendi SA | 50,171 | 1,021,477 | ||||||
Wendel SA | 1,324 | 82,974 | ||||||
33,759,265 | ||||||||
Germany (11.0%) | ||||||||
Adidas AG(a) | 12,726 | 774,453 | ||||||
Allianz SE(a) | 27,554 | 2,582,614 | ||||||
Axel Springer AG(a) | 2,453 | 84,428 | ||||||
BASF SE(a) | 55,295 | 3,371,082 | ||||||
Bayer AG(a) | 50,480 | 2,785,680 | ||||||
Bayerische Motoren Werke AG(a) | 19,825 | 1,309,663 | ||||||
Beiersdorf AG(a) | 6,180 | 330,689 | ||||||
Brenntag AG(a) | 2,063 | 178,964 | ||||||
Celesio AG(a) | 5,307 | 69,837 | ||||||
Commerzbank AG*(a) | 224,661 | 563,039 | ||||||
Continental AG*(a) | 4,847 | 279,769 | ||||||
Daimler AG(a) | 55,832 | 2,483,096 | ||||||
Deutsche Bank AG(a) | 57,302 | 1,985,589 | ||||||
Deutsche Boerse AG* | 12,094 | 611,661 | ||||||
Deutsche Lufthansa AG(a) | 14,179 | 183,820 | ||||||
Deutsche Post AG(a) | 51,804 | 663,236 | ||||||
Deutsche Telekom AG(a) | 172,156 | 2,020,741 | ||||||
E.ON AG(a) | 109,436 | 2,374,328 | ||||||
Fraport AG(a) | 2,257 | 132,900 | ||||||
Fresenius SE(a) | 6,885 | 611,985 | ||||||
GEA Group AG(a) | 10,395 | 242,647 | ||||||
Hannover Rueckversicherung AG(a) | 3,667 | 165,791 | ||||||
Heidelberg Cement AG(a) | 8,606 | 312,650 | ||||||
Henkel AG & Co. KGaA(a) | 8,021 | 351,540 | ||||||
Hochtief AG(a) | 2,574 | 160,774 | ||||||
Infineon Technologies AG(a) | 67,562 | 498,512 | ||||||
K+S AG(a) | 10,465 | 547,833 | ||||||
Kabel Deutschland Holding AG*(a) | 4,474 | 239,873 | ||||||
Lanxess AG(a) | 5,068 | 243,111 | ||||||
Linde AG(a) | 10,283 | 1,376,004 | ||||||
MAN SE(a) | 4,117 | 319,135 | ||||||
Merck KGaA(a) | 4,005 | 328,044 | ||||||
Metro AG(a) | 7,959 | 337,849 | ||||||
Muenchener Rueckversicherungs AG(a) | 11,564 | 1,436,211 | ||||||
RWE AG(a) | 25,610 | 944,706 | ||||||
Salzgitter AG(a) | 2,390 | 114,704 | ||||||
SAP AG(a) | 56,217 | 2,860,446 | ||||||
Siemens AG(a) | 49,865 | 4,486,372 | ||||||
Suedzucker AG(a) | 4,048 | 115,008 | ||||||
ThyssenKrupp AG(a) | 20,113 | 494,204 | ||||||
TUI AG*(a) | 9,441 | 48,538 | ||||||
United Internet AG(a) | 6,871 | 116,150 | ||||||
Volkswagen AG(a) | 1,758 | 216,601 | ||||||
Wacker Chemie AG(a)(c) | 947 | 84,075 | ||||||
�� | 39,438,352 | |||||||
13
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Greece(a) (0.8%) | ||||||||
Alpha Bank AE* | 120,640 | 210,442 | ||||||
Coca-Cola Hellenic Bottling Co. SA* | 43,421 | 765,277 | ||||||
EFG Eurobank Ergasias SA* | 70,781 | 86,633 | ||||||
Hellenic Telecommunications Organization SA | 56,536 | 240,322 | ||||||
National Bank of Greece SA* | 207,964 | 752,388 | ||||||
OPAP SA | 52,811 | 532,657 | ||||||
Public Power Corp. SA | 25,366 | 201,480 | ||||||
2,789,199 | ||||||||
Guernsey(a)(d) (0.0%) | ||||||||
Resolution Ltd. | 23,371 | 89,555 | ||||||
Hong Kong (0.9%) | ||||||||
AIA Group Ltd.(a) | 99,881 | 284,125 | ||||||
ASM Pacific Technology Ltd.(a) | 2,540 | 24,810 | ||||||
Bank of East Asia Ltd.(a) | 20,230 | 61,874 | ||||||
BOC Hong Kong Holdings Ltd.(a) | 48,528 | 103,464 | ||||||
Cathay Pacific Airways Ltd.(a) | 14,843 | 24,414 | ||||||
Cheung Kong (Holdings) Ltd.(a) | 17,239 | 187,427 | ||||||
Cheung Kong Infrastructure Holdings Ltd.(a) | 5,854 | 34,179 | ||||||
CLP Holdings Ltd.(a) | 24,866 | 223,547 | ||||||
Esprit Holdings Ltd.(a) | 15,901 | 19,358 | ||||||
Foxconn International Holdings Ltd.*(a)(c) | 28,624 | 14,787 | ||||||
Galaxy Entertainment Group Ltd.*(a) | 15,803 | 22,841 | ||||||
Hang Lung Group Ltd.(a) | 11,503 | 58,685 | ||||||
Hang Lung Properties Ltd.(a) | 31,935 | 96,032 | ||||||
Hang Seng Bank Ltd.(a) | 9,924 | 116,320 | ||||||
Henderson Land Development Co. Ltd.(a) | 14,358 | 64,553 | ||||||
Hong Kong & China Gas Co. Ltd. (The)(a) | 61,662 | 139,268 | ||||||
Hong Kong Electric Holdings Ltd.(a) | 18,200 | 140,061 | ||||||
Hong Kong Exchanges & Clearing Ltd.(a) | 13,339 | 193,831 | ||||||
Hopewell Holdings Ltd.(a) | 7,081 | 20,317 | ||||||
Hutchison Whampoa Ltd.(a) | 27,113 | 200,648 | ||||||
Hysan Development Co. Ltd.(a) | 8,257 | 24,701 | ||||||
Kerry Properties Ltd.(a) | 9,007 | 28,749 | ||||||
Li & Fung Ltd.(a) | 73,707 | 123,544 | ||||||
Lifestyle International Holdings Ltd.(a) | 7,393 | 18,511 | ||||||
Link REIT (The)(a) | 29,076 | 91,677 | ||||||
MTR Corp.(a) | 18,621 | 55,856 | ||||||
New World Development Ltd.(a) | 31,501 | 30,160 | ||||||
Newton Resources Ltd.* | 391 | 47 | ||||||
Noble Group Ltd.(a) | 79,598 | 79,412 | ||||||
NWS Holdings Ltd.(a) | 16,372 | 21,788 | ||||||
Orient Overseas International Ltd.(a) | 3,031 | 12,109 | ||||||
PCCW Ltd.(a) | 52,824 | 19,714 | ||||||
Shangri-La Asia Ltd.(a) | 18,968 | 36,217 | ||||||
Sino Land Co. Ltd.(a) | 32,366 | 42,989 | ||||||
SJM Holdings Ltd.(a) | 22,210 | 39,347 | ||||||
Sun Hung Kai Properties Ltd.(a) | 17,664 | 202,642 | ||||||
Swire Pacific Ltd.(a) | 9,132 | 94,413 | ||||||
Wharf Holdings Ltd. (The)(a) | 19,197 | 94,955 | ||||||
Wheelock & Co. Ltd.(a) | 12,192 | 36,073 | ||||||
Wing Hang Bank Ltd.(a) | 2,364 | 19,186 | ||||||
Yue Yuen Industrial (Holdings) Ltd.(a) | 9,544 | 24,805 | ||||||
3,127,436 | ||||||||
Ireland(a) (1.0%) | ||||||||
Anglo Irish Bank PLC*(b) | 8,839 | — | ||||||
Anglo Irish Bank PLC*(b)(c) | 143,993 | — | ||||||
CRH PLC | 100,270 | 1,549,655 | ||||||
Elan Corp. PLC* | 65,674 | 696,134 | ||||||
Experian PLC | 16,243 | 182,338 | ||||||
James Hardie Industries SE* | 10,193 | 55,735 | ||||||
Kerry Group PLC, Cl A | 20,532 | 718,117 | ||||||
Ryanair Holdings PLC | 51,193 | 226,162 | ||||||
WPP PLC | 20,829 | 192,929 | ||||||
3,621,070 | ||||||||
Israel (0.9%) | ||||||||
Bank Hapoalim BM(a) | 52,298 | 180,568 | ||||||
Bank Leumi Le-Israel BM(a) | 58,969 | 180,660 | ||||||
Bezeq Israeli Telecommunication Corp. Ltd.(a) | 83,551 | 156,334 | ||||||
Cellcom Israel Ltd.(a) | 2,649 | 54,080 | ||||||
Delek Group Ltd.(a) | 232 | 35,173 |
14
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Israel—continued | ||||||||
Elbit Systems Ltd.(a) | 1,174 | 45,714 | ||||||
Israel Chemicals Ltd.(a) | 21,595 | 245,930 | ||||||
Israel Corp. Ltd. (The)(a) | 114 | 72,998 | ||||||
Israel Discount Bank Ltd., Cl A*(a) | 39,355 | 57,725 | ||||||
Makhteshim-Agan Industries Ltd.*(a) | 11,338 | 62,048 | ||||||
Mizrahi Tefahot Bank Ltd.(a) | 6,033 | 49,557 | ||||||
NICE Systems Ltd.*(a) | 3,077 | 92,601 | ||||||
Partner Communications Co. Ltd.(a) | 4,130 | 39,136 | ||||||
Teva Pharmaceutical Industries Ltd.(a) | 46,836 | 1,735,282 | ||||||
Teva Pharmaceutical Industries Ltd. SP ADR | 3,301 | 122,863 | ||||||
3,130,669 | ||||||||
Italy(a) (6.8%) | ||||||||
A2A SpA | 129,105 | 160,610 | ||||||
Assicurazioni Generali SpA | 139,405 | 2,207,647 | ||||||
Atlantia SpA | 42,800 | 615,399 | ||||||
Autogrill SpA | 13,418 | 134,914 | ||||||
Banca Carige SpA(c) | 77,153 | 149,211 | ||||||
Banca Monte dei Paschi di Siena SpA | 290,740 | 161,461 | ||||||
Banco Popolare Scarl | 212,605 | 351,523 | ||||||
Enel Green Power SpA | 209,666 | 477,684 | ||||||
Enel SpA | 773,851 | 3,415,941 | ||||||
Eni SpA | 282,262 | 4,965,756 | ||||||
Exor SpA | 7,502 | 146,838 | ||||||
Fiat Industrial SpA* | 89,114 | 665,878 | ||||||
Fiat SpA | 88,904 | 479,997 | ||||||
Finmeccanica SpA | 47,802 | 330,752 | ||||||
Intesa Sanpaolo SpA | 1,205,719 | 1,890,859 | ||||||
Intesa Sanpaolo SpA — RSP | 111,753 | 143,651 | ||||||
Luxottica Group SpA | 13,833 | 351,569 | ||||||
Mediaset SpA | 84,385 | 265,779 | ||||||
Mediobanca SpA | 63,752 | 500,497 | ||||||
Parmalat SpA | 36,579 | 77,233 | ||||||
Pirelli & C SpA | 27,780 | 197,597 | ||||||
Prysmian SpA | 23,462 | 308,229 | ||||||
Saipem SpA | 31,132 | 1,092,651 | ||||||
Snam Rete Gas SpA | 189,824 | 876,344 | ||||||
Telecom Italia SpA | 1,119,811 | 1,216,685 | ||||||
Telecom Italia SpA | 716,213 | 696,537 | ||||||
Terna SpA | 142,249 | 527,495 | ||||||
UniCredit SpA | 1,609,531 | 1,706,697 | ||||||
Unione di Banche Italiane SpA | 94,011 | 348,026 | ||||||
24,463,460 | ||||||||
Japan (27.0%) | ||||||||
ABC-Mart, Inc.(a) | 1,223 | 47,012 | ||||||
ADVANTEST Corp.(a) | 6,756 | 72,824 | ||||||
AEON Co. Ltd.(a) | 27,505 | 372,050 | ||||||
AEON Credit Service Co. Ltd.(a) | 3,694 | 56,830 | ||||||
AEON Mall Co. Ltd.(a) | 3,444 | 78,668 | ||||||
Air Water, Inc.(a) | 6,830 | 84,421 | ||||||
Aisin Seiki Co. Ltd.(a) | 8,717 | 290,236 | ||||||
Ajinomoto Co., Inc.(a) | 29,926 | 353,512 | ||||||
Alfresa Holdings Corp.(a) | 1,729 | 72,290 | ||||||
All Nippon Airways Co. Ltd.(a)(c) | 38,235 | 119,663 | ||||||
Amada Co. Ltd.(a) | 15,807 | 103,978 | ||||||
Aozora Bank Ltd.(a)(c) | 25,660 | 59,080 | ||||||
Asahi Breweries Ltd.(a) | 17,721 | 375,497 | ||||||
Asahi Glass Co. Ltd.(a) | 46,262 | 451,666 | ||||||
Asahi Kasei Corp.(a) | 58,287 | 349,322 | ||||||
ASICS Corp.(a) | 6,821 | 93,137 | ||||||
Astellas Pharma, Inc.(a) | 20,529 | 774,906 | ||||||
Bank of Kyoto Ltd. (The)(a) | 14,469 | 128,823 | ||||||
Bank of Yokohama Ltd. (The)(a) | 56,660 | 284,133 | ||||||
Benesse Holdings, Inc.(a) | 3,186 | 141,140 | ||||||
Bridgestone Corp.(a) | 29,386 | 666,758 | ||||||
Brother Industries Ltd.(a) | 10,998 | 129,212 | ||||||
Canon, Inc.(a) | 51,905 | 2,356,800 | ||||||
Casio Computer Co. Ltd.(a) | 10,895 | 68,982 | ||||||
Central Japan Railway Co.(a) | 69 | 602,149 | ||||||
Chiba Bank Ltd. (The)(a) | 35,999 | 249,687 | ||||||
Chiyoda Corp.(a) | 7,179 | 69,989 | ||||||
Chubu Electric Power Co., Inc.(a) | 31,384 | 587,795 | ||||||
Chugai Pharmaceutical Co. Ltd.(a) | 10,263 | 173,860 | ||||||
Chugoku Bank Ltd. (The)(a) | 8,135 | 119,800 | ||||||
Chugoku Electric Power Co., Inc. (The)(a) | 13,689 | 240,770 | ||||||
Chuo Mitsui Trust Holdings, Inc.(a) | 141,910 | 469,707 | ||||||
Citizen Holdings Co. Ltd.(a) | 11,986 | 59,680 | ||||||
Coca-Cola West Co. Ltd.(a) | 2,785 | 53,422 | ||||||
Cosmo Oil Co. Ltd.(a) | 27,080 | 67,026 | ||||||
Credit Saison Co. Ltd.(a) | 6,825 | 131,591 | ||||||
Dai Nippon Printing Co. Ltd.(a) | 25,230 | 260,906 | ||||||
Dai-ichi Life Insurance Co. Ltd. (The)(a) | 414 | 427,934 | ||||||
Daicel Chemical Industries Ltd.(a) | 13,771 | 78,398 | ||||||
Daido Steel Co. Ltd.(a) | 12,950 | 77,451 |
15
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Japan—continued | ||||||||
Daihatsu Motor Co. Ltd.(a) | 8,899 | 161,473 | ||||||
Daiichi Sankyo Co. Ltd.(a) | 30,774 | 641,530 | ||||||
Daikin Industries Ltd.(a) | 10,385 | 297,450 | ||||||
Dainippon Sumitomo Pharma Co. Ltd.(a) | 7,183 | 78,942 | ||||||
Daito Trust Construction Co. Ltd.(a) | 3,363 | 308,317 | ||||||
Daiwa House Industry Co. Ltd.(a) | 22,232 | 284,666 | ||||||
Daiwa Securities Group, Inc.(a) | 77,323 | 288,744 | ||||||
DeNa Co. Ltd.(a) | 4,563 | 191,151 | ||||||
Denki Kagaku Kogyo Kabushiki Kaisha(a) | 22,384 | 85,341 | ||||||
DENSO Corp.(a) | 22,203 | 713,762 | ||||||
Dentsu, Inc.(a) | 8,119 | 257,231 | ||||||
East Japan Railway Co.(a) | 15,772 | 956,203 | ||||||
Eisai Co. Ltd.(a) | 11,477 | 463,080 | ||||||
Electric Power Development Co. Ltd.(a) | 5,420 | 160,160 | ||||||
Elpida Memory, Inc.*(a)(c) | 8,844 | 55,316 | ||||||
FamilyMart Co. Ltd.(a) | 2,862 | 109,307 | ||||||
FANUC LTD.(a) | 8,624 | 1,187,920 | ||||||
Fast Retailing Co. Ltd.(a) | 2,354 | 421,594 | ||||||
Fuji Electric Holdings Co. Ltd.(a)(c) | 25,146 | 65,094 | ||||||
Fuji Heavy Industries Ltd.(a) | 26,518 | 155,701 | ||||||
FUJIFILM Holdings Corp.(a) | 20,993 | 487,888 | ||||||
Fujitsu Ltd.(a) | 85,204 | 401,809 | ||||||
Fukuoka Financial Group, Inc.(a) | 36,254 | 151,693 | ||||||
Furukawa Electric Co. Ltd.(a) | 27,334 | 74,444 | ||||||
Gree, Inc.(a) | 4,198 | 128,028 | ||||||
GS Yuasa Corp.(a)(c) | 15,321 | 71,841 | ||||||
Gunma Bank Ltd. (The)(a) | 17,490 | 97,487 | ||||||
Hachijuni Bank Ltd. (The)(a) | 19,268 | 118,030 | ||||||
Hakuhodo DY Holdings, Inc.(a) | 1,058 | 61,378 | ||||||
Hamamatsu Photonics K.K.(a) | 3,120 | 125,755 | ||||||
Hino Motors Ltd.(a) | 11,909 | 70,856 | ||||||
Hirose Electric Co. Ltd.(a) | 1,495 | 138,980 | ||||||
Hiroshima Bank Ltd. (The)(a) | 22,713 | 112,416 | ||||||
Hisamitsu Pharmaceutical Co., Inc.(a) | 2,780 | 133,576 | ||||||
Hitachi Chemical Co. Ltd.(a) | 4,786 | 79,014 | ||||||
Hitachi Construction Machinery Co. Ltd.(a) | 4,893 | 81,924 | ||||||
Hitachi High-Technologies Corp.(a) | 2,738 | 54,943 | ||||||
Hitachi Ltd.(a) | 204,314 | 1,014,228 | ||||||
Hitachi Metals Ltd.(a) | 7,549 | 86,928 | ||||||
Hokkaido Electric Power Co., Inc.(a) | 8,512 | 125,473 | ||||||
Hokuhoku Financial Group, Inc.(a) | 58,719 | 128,298 | ||||||
Hokuriku Electric Power Co.(a) | 8,246 | 152,153 | ||||||
Honda Motor Co. Ltd.(a) | 75,303 | 2,205,991 | ||||||
Hoya Corp.(a) | 19,860 | 460,445 | ||||||
Ibiden Co. Ltd.(a) | 5,534 | 116,945 | ||||||
Idemitsu Kosan Co. Ltd.(a) | 1,024 | 91,731 | ||||||
IHI Corp.(a) | 60,016 | 132,313 | ||||||
Inpex Corp.(a) | 100 | 614,110 | ||||||
Isetan Mitsukoshi Holdings Ltd.(a) | 17,183 | 173,911 | ||||||
Isuzu Motors Ltd.(a) | 55,565 | 238,715 | ||||||
ITOCHU Corp.(a) | 69,719 | 666,223 | ||||||
Itochu Techno-Solutions Corp.(a) | 1,355 | 60,961 | ||||||
Iyo Bank Ltd. (The)(a) | 11,423 | 116,543 | ||||||
J. Front Retailing Co. Ltd.(a) | 21,755 | 103,257 | ||||||
Japan Petroleum Exploration Co.(a) | 1,322 | 48,055 | ||||||
Japan Prime Realty Investment Corp. REIT(a) | 30 | 77,035 | ||||||
Japan Real Estate Investment Corp. REIT(a) | 21 | 205,308 | ||||||
Japan Retail Fund Investment Corp. REIT(a) | 72 | 115,762 | ||||||
Japan Steel Works Ltd. (The)(a) | 14,640 | 87,327 | ||||||
Japan Tobacco, Inc.(a) | 205 | 958,899 | ||||||
JFE Holdings, Inc.(a) | 21,244 | 428,836 | ||||||
JGC Corp.(a) | 9,708 | 237,402 | ||||||
Joyo Bank Ltd. (The)(a) | 29,592 | 137,670 | ||||||
JS Group Corp.(a) | 12,512 | 350,271 | ||||||
JSR Corp.(a) | 8,257 | 142,068 | ||||||
JTEKT Corp.(a) | 10,046 | 120,211 | ||||||
Jupiter Telecommunications Co. Ltd.(a) | 80 | 86,561 | ||||||
JX Holdings, Inc.(a) | 105,207 | 590,494 | ||||||
Kajima Corp.(a) | 38,502 | 126,365 | ||||||
Kamigumi Co. Ltd.(a) | 11,563 | 103,212 |
16
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Japan—continued | ||||||||
Kaneka Corp.(a) | 13,076 | 73,970 | ||||||
Kansai Electric Power Co., Inc. (The)(a) | 35,017 | 605,142 | ||||||
Kansai Paint Co. Ltd.(a) | 10,377 | 99,440 | ||||||
Kao Corp.(a) | 24,639 | 686,303 | ||||||
Kawasaki Heavy Industries Ltd.(a) | 66,674 | 170,024 | ||||||
Kawasaki Kisen Kaisha Ltd.(a) | 33,829 | 70,352 | ||||||
KDDI Corp.(a) | 134 | 922,504 | ||||||
Keikyu Corp.(a)(c) | 21,975 | 202,879 | ||||||
Keio Corp.(a) | 26,210 | 187,511 | ||||||
Keisei Electric Railway Co. Ltd.(a) | 12,824 | 86,957 | ||||||
Keyence Corp.(a) | 1,786 | 488,746 | ||||||
Kikkoman Corp.(a) | 7,267 | 83,024 | ||||||
Kinden Corp.(a) | 6,098 | 52,725 | ||||||
Kintetsu Corp.(a)(c) | 74,601 | 281,269 | ||||||
Kirin Holdings Co. Ltd.(a) | 37,518 | 490,738 | ||||||
Kobe Steel Ltd.(a) | 114,382 | 190,930 | ||||||
Koito Manufacturing Co. Ltd.(a) | 4,484 | 70,938 | ||||||
Komatsu Ltd.(a) | 43,841 | 945,214 | ||||||
Konami Corp.(a) | 4,216 | 141,539 | ||||||
Konica Minolta Holdings, Inc.(a) | 21,881 | 150,032 | ||||||
Kubota Corp. | 53,126 | 433,246 | ||||||
Kuraray Co. Ltd.(a) | 15,602 | 212,781 | ||||||
Kurita Water Industries Ltd.(a) | 5,231 | 146,641 | ||||||
Kyocera Corp.(a) | 6,869 | 574,356 | ||||||
Kyowa Hakko Kirin Co. Ltd.(a) | 12,038 | 134,219 | ||||||
Kyushu Electric Power Co., Inc.(a) | 18,861 | 303,245 | ||||||
Lawson, Inc.(a) | 2,710 | 153,400 | ||||||
Mabuchi Motor Co. Ltd.(a) | 1,173 | 54,479 | ||||||
Makita Corp.(a) | 5,200 | 185,082 | ||||||
Marubeni Corp.(a) | 76,541 | 427,402 | ||||||
Marui Group Co. Ltd.(a) | 10,294 | 77,396 | ||||||
Maruichi Steel Tube Ltd.(a) | 2,162 | 51,053 | ||||||
Mazda Motor Corp.*(a)(c) | 70,162 | 141,920 | ||||||
McDonald’s Holdings Co. (Japan) Ltd.(a) | 3,125 | 83,348 | ||||||
Medipal Holdings Corp.(a) | 6,720 | 68,068 | ||||||
Meiji Holdings Co. Ltd.(a) | 3,208 | 152,229 | ||||||
Minebea Co. Ltd.(a) | 14,967 | 50,246 | ||||||
Miraca Holdings, Inc.(a) | 2,493 | 109,577 | ||||||
Mitsubishi Chemical Holdings Corp.(a) | 62,651 | 424,885 | ||||||
Mitsubishi Corp.(a) | 62,463 | 1,271,723 | ||||||
Mitsubishi Electric Corp.(a) | 87,740 | 777,188 | ||||||
Mitsubishi Estate Co. Ltd.(a) | 57,440 | 931,711 | ||||||
Mitsubishi Gas Chemical Co., Inc.(a) | 17,246 | 105,873 | ||||||
Mitsubishi Heavy Industries Ltd.(a) | 140,533 | 592,712 | ||||||
Mitsubishi Logistics Corp.(a) | 5,298 | 57,086 | ||||||
Mitsubishi Materials Corp.(a) | 52,417 | 127,637 | ||||||
Mitsubishi Motors Corp.*(a) | 178,041 | 235,976 | ||||||
Mitsubishi Tanabe Pharma Corp.(a) | 10,166 | 189,001 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 585,824 | 2,688,729 | ||||||
Mitsubishi UFJ Lease & Finance Co. Ltd.(a) | 2,664 | 106,345 | ||||||
Mitsui & Co. Ltd.(a) | 81,269 | 1,177,203 | ||||||
Mitsui Chemicals, Inc.(a) | 37,183 | 124,370 | ||||||
Mitsui Engineering & Shipbuilding Co. Ltd.(a) | 33,576 | 56,385 | ||||||
Mitsui Fudosan Co. Ltd.(a) | 38,194 | 603,358 | ||||||
Mitsui O.S.K. Lines Ltd.(a) | 52,908 | 203,849 | ||||||
Mizuho Financial Group, Inc.(a) | 969,014 | 1,419,010 | ||||||
MS&AD Insurance Group Holdings, Inc.(a) | 25,972 | 565,090 | ||||||
Murata Manufacturing Co. Ltd.(a) | 9,386 | 509,606 | ||||||
Nabtesco Corp.(a) | 4,254 | 80,403 | ||||||
Namco Bandai Holdings, Inc.(a) | 9,003 | 121,936 | ||||||
NEC Corp.*(a) | 122,648 | 249,164 | ||||||
NGK Insulators Ltd.(a) | 11,762 | 176,988 | ||||||
NGK Spark Plug Co. Ltd.(a) | 7,568 | 102,852 | ||||||
NHK Spring Co. Ltd.(a) | 6,813 | 60,198 | ||||||
Nidec Corp.(a) | 4,939 | 397,771 | ||||||
Nikon Corp.(a) | 15,432 | 364,025 | ||||||
Nintendo Co. Ltd.(a) | 4,751 | 698,100 | ||||||
Nippon Building Fund, Inc. REIT(a) | 25 | 258,807 | ||||||
Nippon Electric Glass Co. Ltd.(a) | 17,541 | 159,395 | ||||||
Nippon Express Co. Ltd.(a) | 39,069 | 166,648 | ||||||
Nippon Meat Packers, Inc.(a) | 8,001 | 103,975 | ||||||
Nippon Paper Group, Inc.(a) | 4,520 | 120,341 |
17
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Japan—continued | ||||||||
Nippon Sheet Glass Co. Ltd.(a) | 41,197 | 92,171 | ||||||
Nippon Steel Corp.(a) | 235,450 | 675,293 | ||||||
Nippon Telegraph & Telephone Corp.(a) | 21,984 | 1,053,212 | ||||||
Nippon Yusen Kabushiki Kaisha(a) | 69,966 | 189,777 | ||||||
Nishi-Nippon City Bank Ltd. (The)(a) | 31,627 | 97,195 | ||||||
Nissan Motor Co. Ltd.(a) | 114,018 | 1,008,835 | ||||||
Nisshin Seifun Group, Inc.(a) | 8,238 | 107,536 | ||||||
Nisshin Steel Co. Ltd.(a) | 32,288 | 57,628 | ||||||
Nissin Foods Holdings Co. Ltd.(a) | 2,607 | 104,896 | ||||||
Nitori Holdings Co. Ltd.(a) | 1,712 | 172,329 | ||||||
Nitto Denko Corp.(a) | 7,646 | 300,921 | ||||||
NKSJ Holdings, Inc.(a) | 16,853 | 374,115 | ||||||
NOK Corp.(a) | 4,740 | 85,753 | ||||||
Nomura Holdings, Inc.(a) | 163,784 | 597,305 | ||||||
Nomura Real Estate Holdings, Inc.(a) | 4,259 | 64,435 | ||||||
Nomura Real Estate Office Fund, Inc. REIT(a) | 12 | 73,179 | ||||||
Nomura Research Institute Ltd.(a) | 4,608 | 105,261 | ||||||
NSK Ltd.(a) | 19,323 | 142,004 | ||||||
NTN Corp.(a) | 21,962 | 102,996 | ||||||
NTT Data Corp.(a) | 58 | 179,014 | ||||||
NTT DoCoMo, Inc.(a) | 707 | 1,288,189 | ||||||
NTT Urban Development Corp.(a) | 53 | 38,514 | ||||||
Obayashi Corp.(a) | 29,583 | 146,124 | ||||||
Odakyu Electric Railway Co. Ltd.(a) | 28,207 | 268,113 | ||||||
OJI Paper Co. Ltd.(a) | 38,651 | 211,994 | ||||||
Olympus Corp.(a) | 9,684 | 298,885 | ||||||
Omron Corp.(a) | 9,300 | 182,638 | ||||||
Ono Pharmaceutical Co. Ltd.(a) | 3,855 | 230,007 | ||||||
Oracle Corp. Japan(a) | 1,685 | 59,322 | ||||||
Oriental Land Co. Ltd.(a) | 2,238 | 238,777 | ||||||
ORIX Corp.(a) | 4,840 | 379,879 | ||||||
Osaka Gas Co. Ltd.(a) | 88,408 | 367,301 | ||||||
Otsuka Corp.(a) | 742 | 51,147 | ||||||
Otsuka Holdings Co. Ltd.(a) | 11,495 | 314,920 | ||||||
Panasonic Corp.(a) | 101,644 | 982,413 | ||||||
Rakuten, Inc.(a) | 333 | 387,960 | ||||||
Resona Holdings, Inc.(a) | 86,839 | 414,320 | ||||||
Ricoh Co. Ltd.(a) | 31,418 | 263,323 | ||||||
Rinnai Corp.(a) | 1,500 | 125,228 | ||||||
Rohm Co. Ltd.(a) | 4,487 | 234,063 | ||||||
Sankyo Co. Ltd.(a) | 2,448 | 132,462 | ||||||
Santen Pharmaceutical Co. Ltd.(a) | 3,465 | 145,628 | ||||||
SBI Holdings, Inc.(a) | 928 | 80,186 | ||||||
Secom Co. Ltd.(a) | 9,666 | 466,216 | ||||||
Sega Sammy Holdings, Inc.(a) | 9,930 | 231,675 | ||||||
Seiko Epson Corp.(a) | 5,956 | 75,789 | ||||||
Sekisui Chemical Co. Ltd.(a) | 19,187 | 161,312 | ||||||
Sekisui House Ltd.(a) | 25,975 | 243,394 | ||||||
Seven & I Holdings Co. Ltd.(a) | 34,458 | 965,861 | ||||||
Seven Bank Ltd.(a) | 24 | 46,843 | ||||||
Sharp Corp.(a) | 45,876 | 385,414 | ||||||
Shikoku Electric Power Co., Inc.(a) | 8,645 | 237,663 | ||||||
Shimadzu Corp.(a) | 10,922 | 92,132 | ||||||
Shimamura Co. Ltd.(a) | 1,030 | 107,974 | ||||||
Shimano, Inc.(a) | 3,462 | 183,247 | ||||||
Shimizu Corp.(a) | 26,779 | 117,539 | ||||||
Shin-Etsu Chemical Co. Ltd.(a) | 18,864 | 925,347 | ||||||
Shinsei Bank Ltd.(a) | 64,015 | 71,953 | ||||||
Shionogi & Co. Ltd.(a) | 13,853 | 204,961 | ||||||
Shiseido Co. Ltd.(a) | 16,403 | 318,113 | ||||||
Shizuoka Bank Ltd. (The)(a) | 27,227 | 285,265 | ||||||
Showa Denko Kabushiki Kaisha(a) | 67,496 | 133,236 | ||||||
Showa Shell Sekiyu Kabushiki Kaisha(a) | 8,669 | 61,752 | ||||||
SMC Corp.(a) | 2,415 | 352,982 | ||||||
Softbank Corp.(a) | 40,345 | 1,180,496 | ||||||
Sojitz Corp.(a) | 58,690 | 107,221 | ||||||
Sony Corp.(a) | 46,395 | 888,092 | ||||||
Sony Financial Holdings, Inc.(a) | 8,201 | 125,210 | ||||||
Square Enix Holdings Co. Ltd.(a) | 2,879 | 51,842 | ||||||
Stanley Electric Co. Ltd.(a) | 6,690 | 101,092 | ||||||
Sumco Corp.*(a) | 5,301 | 49,504 | ||||||
Sumitomo Chemical Co. Ltd.(a) | 72,076 | 278,108 | ||||||
Sumitomo Corp.(a) | 52,068 | 644,267 | ||||||
Sumitomo Electric Industries Ltd.(a) | 34,185 | 401,482 | ||||||
Sumitomo Heavy Industries Ltd.(a) | 24,687 | 126,246 |
18
��
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Japan—continued | ||||||||
Sumitomo Metal Industries Ltd.(a) | 156,088 | 323,519 | ||||||
Sumitomo Metal Mining Co. Ltd.(a) | 23,703 | 313,833 | ||||||
Sumitomo Mitsui Financial Group, Inc.(a) | 62,216 | 1,752,971 | ||||||
Sumitomo Realty & Development Co. Ltd.(a) | 15,736 | 302,494 | ||||||
Sumitomo Rubber Industries Ltd.(a) | 7,868 | 100,604 | ||||||
Suruga Bank Ltd.(a) | 8,451 | 82,332 | ||||||
Suzuken Co. Ltd.(a) | 3,364 | 90,480 | ||||||
Suzuki Motor Corp.(a) | 15,699 | 346,052 | ||||||
Sysmex Corp.(a) | 3,332 | 119,883 | ||||||
T&D Holdings, Inc.(a) | 26,726 | 251,799 | ||||||
Taisei Corp.(a) | 47,704 | 131,329 | ||||||
Taisho Pharmaceutical Co. Ltd.(a) | 5,647 | 138,667 | ||||||
Taiyo Nippon Sanso Corp.(a) | 12,064 | 83,996 | ||||||
Takashimaya Co. Ltd.(a) | 12,513 | 91,254 | ||||||
Takeda Pharmaceutical Co. Ltd.(a) | 36,278 | 1,720,602 | ||||||
TDK Corp.(a) | 5,768 | 201,208 | ||||||
Teijin Ltd.(a) | 42,202 | 151,714 | ||||||
Terumo Corp.(a) | 7,655 | 398,399 | ||||||
THK Co. Ltd.(a) | 5,448 | 90,659 | ||||||
Tobu Railway Co. Ltd.(a)(c) | 45,830 | 215,876 | ||||||
Toho Co. Ltd.(a) | 5,241 | 91,544 | ||||||
Toho Gas Co. Ltd.(a) | 17,843 | 117,109 | ||||||
Tohoku Electric Power Co., Inc.(a) | 21,513 | 298,051 | ||||||
Tokio Marine Holdings, Inc.(a) | 33,215 | 841,767 | ||||||
Tokyo Electric Power Co., Inc. (The)*(a) | 69,059 | 208,776 | ||||||
Tokyo Electron Ltd.(a) | 7,885 | 357,662 | ||||||
Tokyo Gas Co. Ltd.(a) | 115,103 | 534,632 | ||||||
Tokyu Corp.(a) | 51,940 | 261,007 | ||||||
Tokyu Land Corp.(a) | 18,984 | 68,233 | ||||||
TonenGeneral Sekiyu Kabushiki Kaisha(a) | 13,223 | 151,938 | ||||||
Toppan Printing Co. Ltd.(a) | 25,351 | 184,639 | ||||||
Toray Industries, Inc.(a) | 67,003 | 469,231 | ||||||
Toshiba Corp.(a) | 185,922 | 758,459 | ||||||
Tosoh Corp.(a) | 22,787 | 71,404 | ||||||
TOTO Ltd.(a) | 13,861 | 122,263 | ||||||
Toyo Seikan Kaisha Ltd.(a) | 7,173 | 108,554 | ||||||
Toyo Suisan Kaisha Ltd.(a) | 4,080 | 111,894 | ||||||
Toyoda Gosei Co. Ltd.(a) | 2,928 | 55,750 | ||||||
Toyota Boshoku Corp.(a) | 2,977 | 42,544 | ||||||
Toyota Industries Corp.(a) | 8,206 | 239,323 | ||||||
Toyota Motor Corp.(a) | 127,309 | 4,364,046 | ||||||
Toyota Tsusho Corp.(a) | 9,675 | 165,525 | ||||||
Trend Micro, Inc.(a) | 4,719 | 147,588 | ||||||
Tsumura & Co.(a) | 2,680 | 85,449 | ||||||
Ube Industries Ltd.(a) | 46,321 | 153,936 | ||||||
Uni-Charm Corp.(a) | 5,252 | 251,904 | ||||||
Ushio, Inc.(a) | 4,750 | 72,315 | ||||||
USS Co. Ltd.(a) | 1,004 | 85,367 | ||||||
West Japan Railway Co.(a) | 7,800 | 334,355 | ||||||
Yahoo Japan Corp.(a) | 667 | 207,159 | ||||||
Yakult Honsha Co. Ltd.(a) | 4,410 | 137,596 | ||||||
Yamada Denki Co. Ltd.(a) | 3,699 | 257,263 | ||||||
Yamaguchi Financial Group, Inc.(a) | 9,991 | 100,976 | ||||||
Yamaha Corp.(a) | 7,211 | 78,029 | ||||||
Yamaha Motor Co. Ltd.*(a) | 12,618 | 166,585 | ||||||
Yamato Holdings Co. Ltd.(a) | 18,493 | 337,151 | ||||||
Yamato Kogyo Co. Ltd.(a) | 1,865 | 48,917 | ||||||
Yamazaki Baking Co. Ltd.(a) | 5,602 | 84,951 | ||||||
Yaskawa Electric Corp.(a) | 10,063 | 75,865 | ||||||
Yokogawa Electric Corp.*(a) | 9,582 | 90,638 | ||||||
96,660,657 | ||||||||
Jersey(a) (0.2%) | ||||||||
Petrofac Ltd. | 4,293 | 79,409 | ||||||
Randgold Resources Ltd. | 1,510 | 146,675 | ||||||
Shire PLC | 9,431 | 294,102 | ||||||
520,186 | ||||||||
Luxembourg(a) (0.5%) | ||||||||
ArcelorMittal | 34,698 | 554,363 | ||||||
Millicom International Cellular SA | 1,716 | 171,002 | ||||||
SES | 12,134 | 295,285 | ||||||
Tenaris SA | 55,946 | 704,725 | ||||||
1,725,375 | ||||||||
Mauritius(a)(d) (0.0%) | ||||||||
Essar Energy PLC* | 5,378 | 20,836 | ||||||
Golden Agri-Resources Ltd. | 140,525 | 65,030 | ||||||
85,866 | ||||||||
Netherlands (3.1%) | ||||||||
Aegon NV*(a) | 85,347 | 345,944 | ||||||
Akzo Nobel NV(a) | 11,451 | 505,303 | ||||||
ASML Holding NV(a) | 21,349 | 738,214 | ||||||
Corio NV REIT(a) | 2,939 | 135,420 | ||||||
Delta Lloyd NV(a) | 4,966 | 78,367 |
19
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Netherlands—continued | ||||||||
Fugro NV(a) | 3,317 | 167,281 | ||||||
Heineken Holding NV(a) | 5,757 | 222,175 | ||||||
Heineken NV(a) | 12,920 | 579,987 | ||||||
ING Groep NV*(a) | 189,747 | 1,338,447 | ||||||
Koninklijke Ahold NV(a) | 59,918 | 704,646 | ||||||
Koninklijke Boskalis Westminster NV(a) | 3,497 | 107,562 | ||||||
Koninklijke DSM NV(a) | 7,624 | 331,481 | ||||||
Koninklijke KPN NV(a) | 78,105 | 1,028,723 | ||||||
Koninklijke Philips Electronics NV(a) | 49,414 | 886,584 | ||||||
Koninklijke Vopak NV(a) | 3,494 | 166,994 | ||||||
QIAGEN NV*(a) | 14,357 | 199,404 | ||||||
Randstad Holding NV(a) | 5,837 | 186,087 | ||||||
Reed Elsevier NV(a) | 33,895 | 372,727 | ||||||
SBM Offshore NV(a) | 7,991 | 138,500 | ||||||
TNT Express NV* | 18,055 | 126,243 | ||||||
TNT NV(a) | 18,356 | 80,293 | ||||||
Unilever NV(a) | 80,960 | 2,562,656 | ||||||
Wolters Kluwer NV(a) | 14,875 | 241,400 | ||||||
11,244,438 | ||||||||
New Zealand(a) (0.7%) | ||||||||
Auckland International Airport Ltd. | 174,238 | 302,859 | ||||||
Contact Energy Ltd.* | 66,546 | 274,902 | ||||||
Fletcher Building Ltd. | 137,136 | 802,061 | ||||||
Sky City Entertainment Group Ltd. | 109,173 | 276,286 | ||||||
Telecom Corp. of New Zealand Ltd. | 394,427 | 784,009 | ||||||
2,440,117 | ||||||||
Norway (1.6%) | ||||||||
Aker Solutions ASA(a) | 12,083 | 115,747 | ||||||
DnB NOR ASA(a) | 71,766 | 715,232 | ||||||
Gjensidige Forsikring ASA(a) | 14,665 | 151,404 | ||||||
Kvaerner ASA* | 12,083 | 15,994 | ||||||
Norsk Hydro ASA(a) | 68,219 | 309,418 | ||||||
Orkla ASA(a) | 56,329 | 428,168 | ||||||
Renewable Energy Corp. ASA*(a)(c) | 37,370 | 32,688 | ||||||
Seadrill Ltd.(a) | 22,558 | 622,968 | ||||||
StatoilHydro ASA(a) | 85,424 | 1,833,017 | ||||||
Telenor ASA(a) | 58,496 | 902,196 | ||||||
Yara International ASA(a) | 14,391 | 549,025 | ||||||
5,675,857 | ||||||||
Portugal(a) (0.9%) | ||||||||
Banco Comercial Portugues SA*(c) | 435,716 | 112,747 | ||||||
Banco Espirito Santo SA(c) | 71,753 | 190,043 | ||||||
CIMPOR-Cimentos de Portugal SGPS SA | 26,560 | 177,363 | ||||||
EDP — Energias de Portugal SA | 262,633 | 808,906 | ||||||
Galp Energia SGPS SA | 32,695 | 597,076 | ||||||
Jeronimo Martins SGPS SA | 29,815 | 465,603 | ||||||
Portugal Telecom SGPS SA | 96,382 | 708,115 | ||||||
3,059,853 | ||||||||
Singapore(a) (0.9%) | ||||||||
Ascendas REIT | 36,653 | 56,520 | ||||||
CapitaLand Ltd. | 53,395 | 99,625 | ||||||
CapitaMall Trust REIT | 39,901 | 55,334 | ||||||
CapitaMalls Asia Ltd. | 27,618 | 25,451 | ||||||
City Developments Ltd. | 10,673 | 77,383 | ||||||
ComfortDelGro Corp. Ltd. | 39,404 | 39,127 | ||||||
Cosco Corp. (Singapore) Ltd.(c) | 21,348 | 14,893 | ||||||
DBS Group Holdings Ltd. | 36,475 | 327,073 | ||||||
Fraser and Neave Ltd. | 18,484 | 81,137 | ||||||
Genting Singapore PLC* | 126,031 | 146,340 | ||||||
Global Logistic Properties Ltd.* | 38,512 | 48,295 | ||||||
Jardine Cycle & Carriage Ltd. | 2,240 | 71,178 | ||||||
Keppel Corp. Ltd. | 29,216 | 171,330 | ||||||
Keppel Land Ltd. | 14,331 | 27,992 | ||||||
Neptune Orient Lines Ltd. | 18,505 | 15,257 | ||||||
Olam International Ltd. | 27,369 | 46,639 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 52,699 | 324,794 | ||||||
SembCorp Industries Ltd. | 20,678 | 53,371 | ||||||
SembCorp Marine Ltd. | 16,764 | 41,047 | ||||||
Singapore Airlines Ltd. | 11,241 | 97,324 | ||||||
Singapore Exchange Ltd. | 17,207 | 86,491 | ||||||
Singapore Press Holdings Ltd. | 32,433 | 92,733 | ||||||
Singapore Technologies Engineering Ltd. | 32,124 | 68,382 | ||||||
Singapore Telecommunications Ltd. | 166,345 | 400,980 | ||||||
StarHub Ltd. | 12,593 | 27,372 | ||||||
United Overseas Bank Ltd. | 25,857 | 332,489 | ||||||
UOL Group Ltd. | 9,866 | 31,094 | ||||||
Wilmar International Ltd. | 39,895 | 158,753 | ||||||
Yangzijiang Shipbuilding Holdings Ltd. | 39,380 | 26,300 | ||||||
3,044,704 | ||||||||
20
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Spain (5.7%) | ||||||||
Abertis Infraestructuras SA(a) | 24,005 | 369,173 | ||||||
Acciona SA(a) | 1,631 | 137,495 | ||||||
Acerinox SA(a)(c) | 6,481 | 72,832 | ||||||
Actividades de Construccion y Servicios SA(a) | 9,108 | 320,970 | ||||||
Amadeus IT Holding SA, Cl A*(a) | 15,862 | 253,424 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 277,716 | 2,299,392 | ||||||
Banco de Sabadell SA(a)(c) | 72,654 | 259,414 | ||||||
Banco Popular Espanol SA(a)(c) | 62,642 | 288,998 | ||||||
Banco Santander SA(a) | 549,212 | 4,490,298 | ||||||
Bankinter SA(a) | 13,615 | 73,944 | ||||||
Criteria Caixacorp SA(a) | 54,976 | 240,860 | ||||||
Distribuidora Internacional de Alimentacion SA* | 23,627 | 94,076 | ||||||
EDP Renovaveis SA*(a) | 29,144 | 158,698 | ||||||
Enagas(a) | 11,548 | 212,234 | ||||||
Ferrovial SA(a) | 23,705 | 270,231 | ||||||
Fomento de Construcciones y Contratas SA(a)(c) | 3,321 | 81,877 | ||||||
Gas Natural SDG SA(a) | 20,641 | 351,002 | ||||||
Grifols SA*(a)(c) | 9,000 | 167,836 | ||||||
Iberdrola SA(a) | 261,927 | 1,770,860 | ||||||
Inditex SA(a) | 14,196 | 1,211,845 | ||||||
Indra Sistemas SA(a)(c) | 6,436 | �� | 92,528 | |||||
Mapfre SA(a)(c) | 48,534 | 149,864 | ||||||
Mediaset Espana Comunication SA(a) | 10,818 | 61,497 | ||||||
Red Electrica Corporacion SA(a) | 6,963 | 317,296 | ||||||
Repsol YPF SA(a) | 51,265 | 1,353,333 | ||||||
Telefonica SA(a) | 266,646 | 5,110,215 | ||||||
Zardoya Otis SA(a) | 9,131 | 116,073 | ||||||
20,326,265 | ||||||||
Sweden(a) (1.6%) | ||||||||
Alfa Laval AB | 7,568 | 119,139 | ||||||
Assa Abloy AB, Cl B | 6,962 | 143,239 | ||||||
Atlas Copco AB, Cl A | 14,966 | 264,906 | ||||||
Atlas Copco AB, Cl B | 8,691 | 136,067 | ||||||
Boliden AB | 6,253 | 64,301 | ||||||
Electrolux AB, Cl B | 5,502 | 80,912 | ||||||
Getinge AB | 4,466 | 97,455 | ||||||
Hennes & Mauritz AB, Cl B | 23,182 | 694,112 | ||||||
Hexagon AB, Cl B | 5,699 | 74,106 | ||||||
Holmen AB | 1,180 | 29,312 | ||||||
Husqvarna AB, Cl B | 10,044 | 40,582 | ||||||
Industrivarden AB, C SHS | 2,638 | 27,622 | ||||||
Investor AB, Cl B | 10,203 | 179,548 | ||||||
Kinnevik Investment AB, Cl B | 4,652 | 86,078 | ||||||
Modern Times Group AB, Cl B | 1,086 | 43,518 | ||||||
Nordea Bank AB | 59,612 | 482,447 | ||||||
Ratos AB, B Shares | 4,328 | 49,686 | ||||||
Sandvik AB | 22,710 | 261,693 | ||||||
Scania AB | 7,154 | 102,212 | ||||||
Securitas AB, Cl B | 7,060 | 51,353 | ||||||
Skandinaviska Enskilda Banken AB, Cl A | 31,871 | 171,326 | ||||||
Skanska AB, Cl B | 9,013 | 124,771 | ||||||
SKF AB, Cl B | 8,748 | 164,830 | ||||||
SSAB AB, A Shares | 3,556 | 26,376 | ||||||
Svenska Cellulosa AB, Cl B | 13,055 | 158,958 | ||||||
Svenska Handelsbanken AB, Cl A | 11,116 | 282,859 | ||||||
Swedbank AB, Cl A | 18,255 | 201,556 | ||||||
Swedish Match AB | 5,013 | 165,435 | ||||||
Tele2 AB, Cl B | 7,144 | 129,396 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B | 66,926 | 642,624 | ||||||
TeliaSonera AB | 48,973 | 322,879 | ||||||
Volvo AB, Cl B | 30,825 | 302,818 | ||||||
5,722,116 | ||||||||
Switzerland (2.4%) | ||||||||
ABB Ltd.*(a) | 21,393 | 365,946 | ||||||
Actelion Ltd.*(a) | 1,090 | 36,212 | ||||||
Adecco SA*(a) | 1,299 | 51,199 | ||||||
Aryzta AG(a) | 844 | 36,649 | ||||||
Baloise Holding AG(a) | 470 | 34,419 | ||||||
Compagnie Financiere Richemont SA, Cl A(a) | 5,160 | 229,854 | ||||||
Credit Suisse Group AG*(a) | 11,231 | 293,817 | ||||||
GAM Holding AG*(a) | 2,109 | 26,397 | ||||||
Geberit AG*(a) | 385 | 71,086 | ||||||
Givaudan SA*(a) | 84 | 65,511 | ||||||
Glencore International PLC | 13,803 | 86,722 | ||||||
Holcim Ltd.*(a) | 2,424 | 128,636 | ||||||
Julius Baer Group Ltd.*(a) | 2,056 | 68,708 | ||||||
Kuehne + Nagel International AG(a) | 531 | 59,596 | ||||||
Lindt & Spruengli AG PC(a) | 9 | 26,181 | ||||||
Lindt & Spruengli AG RS(a) | 1 | 34,543 | ||||||
Lonza Group AG*(a) | 498 | 30,006 | ||||||
Nestle SA(a) | 34,510 | 1,899,868 | ||||||
Novartis AG(a) | 23,223 | 1,297,276 |
21
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
Switzerland—continued | ||||||||
Pargesa Holding SA(a) | 266 | 18,195 | ||||||
Roche Holding AG(a) | 7,007 | 1,131,715 | ||||||
Schindler Holding AG PC(a) | 476 | 50,458 | ||||||
Schindler Holding AG RS(a) | 211 | 22,999 | ||||||
SGS SA(a) | 54 | 82,037 | ||||||
Sika AG(a) | 21 | 37,181 | ||||||
Sonova Holding AG*(a) | 489 | 44,369 | ||||||
STMicroelectronics NV(a) | 25,965 | 169,684 | ||||||
Straumann Holding AG(a) | 78 | 12,205 | ||||||
Sulzer AG(a) | 237 | 24,355 | ||||||
Swatch Group AG (The) BS(a) | 307 | 101,010 | ||||||
Swatch Group AG (The) RS(a) | 432 | 25,748 | ||||||
Swiss Life Holding AG*(a) | 300 | 32,901 | ||||||
Swiss Re Ltd.* | 3,477 | 163,109 | ||||||
Swisscom AG(a) | 233 | 94,792 | ||||||
Syngenta AG*(a) | 921 | 239,338 | ||||||
Synthes, Inc.(a)(e) | 645 | 104,383 | ||||||
Transocean Ltd.(a) | 3,100 | 149,465 | ||||||
UBS AG*(a) | 35,887 | 410,496 | ||||||
Xstrata PLC(a) | 34,198 | 431,842 | ||||||
Zurich Financial Services AG*(a) | 1,436 | 299,125 | ||||||
8,488,033 | ||||||||
United Kingdom(a) (9.1%) | ||||||||
3i Group PLC | 16,376 | 47,608 | ||||||
Admiral Group PLC | 3,357 | 65,853 | ||||||
Aggreko PLC | 4,399 | 110,697 | ||||||
AMEC PLC | 5,458 | 68,868 | ||||||
Anglo American PLC | 21,619 | 743,932 | ||||||
Antofagasta PLC | 6,440 | 91,954 | ||||||
ARM Holdings PLC | 22,484 | 192,275 | ||||||
Associated British Foods PLC | 5,949 | 102,414 | ||||||
AstraZeneca PLC | 23,183 | 1,028,849 | ||||||
Autonomy Corp. PLC* | 3,809 | 150,703 | ||||||
Aviva PLC | 46,447 | 218,434 | ||||||
Babcock International Group PLC | 5,962 | 60,786 | ||||||
BAE Systems PLC | 57,095 | 235,812 | ||||||
Balfour Beatty PLC | 11,196 | 44,287 | ||||||
Barclays PLC | 196,015 | 480,699 | ||||||
BG Group PLC | 55,893 | 1,069,715 | ||||||
BHP Billiton PLC | 36,051 | 963,064 | ||||||
BP PLC | 310,404 | 1,861,082 | ||||||
British American Tobacco PLC | 33,076 | 1,396,644 | ||||||
British Land Co. PLC (The) REIT | 14,054 | 103,520 | ||||||
British Sky Broadcasting Group PLC | 19,004 | 195,725 | ||||||
BT Group PLC | 129,008 | 345,783 | ||||||
Bunzl PLC | 5,471 | 65,195 | ||||||
Burberry Group PLC | 7,128 | 129,439 | ||||||
Cairn Energy PLC* | 23,268 | 100,914 | ||||||
Capita Group PLC | 10,356 | 113,426 | ||||||
Capital Shopping Centres Group PLC REIT | 9,252 | 46,914 | ||||||
Carnival PLC | 3,051 | 95,102 | ||||||
Centrica PLC | 84,935 | 391,517 | ||||||
Cobham PLC | 19,162 | 51,870 | ||||||
Compass Group PLC | 30,904 | 249,321 | ||||||
Diageo PLC | 41,144 | 784,477 | ||||||
Eurasian Natural Resources Corp. | 4,317 | 38,260 | ||||||
Fresnillo PLC | 2,950 | 72,119 | ||||||
G4S PLC | 23,657 | 97,881 | ||||||
GlaxoSmithKline PLC | 86,741 | 1,789,908 | ||||||
Hammerson PLC REIT | 11,715 | 68,585 | ||||||
Home Retail Group PLC | 15,785 | 27,431 | ||||||
HSBC Holdings PLC | 293,794 | 2,250,255 | ||||||
ICAP PLC | 9,354 | 59,623 | ||||||
Imperial Tobacco Group PLC | 17,271 | 582,855 | ||||||
Inmarsat PLC | 7,777 | 59,227 | ||||||
InterContinental Hotels Group PLC | 4,799 | 77,819 | ||||||
International Consolidated Airlines Group SA* | 60,729 | 142,968 | ||||||
International Power PLC | 25,238 | 119,807 | ||||||
Intertek Group PLC | 2,661 | 76,532 | ||||||
Invensys PLC | 13,505 | 47,045 | ||||||
Investec PLC | 8,040 | 43,500 | ||||||
ITV PLC* | 62,227 | 56,915 | ||||||
J Sainsbury PLC | 20,528 | 87,410 | ||||||
Johnson Matthey PLC | 3,538 | 86,782 | ||||||
Kazakhmys PLC | 3,542 | 43,269 | ||||||
Kingfisher PLC | 39,561 | 151,911 | ||||||
Land Securities Group PLC REIT | 12,699 | 126,210 | ||||||
Legal & General Group PLC | 97,050 | 144,946 | ||||||
Lloyds Banking Group PLC* | 695,671 | 373,473 | ||||||
London Stock Exchange Group PLC | 2,496 | 31,401 | ||||||
Lonmin PLC | 2,694 | 43,742 | ||||||
Man Group PLC | 31,645 | 81,858 | ||||||
Marks & Spencer Group PLC | 26,802 | 130,514 |
22
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — continued
Shares | Value($) | |||||||
United Kingdom(a)—continued | ||||||||
National Grid PLC | 58,151 | 576,393 | ||||||
Next PLC | 3,020 | 118,399 | ||||||
Old Mutual PLC | 89,922 | 145,912 | ||||||
Pearson PLC | 13,323 | 235,006 | ||||||
Prudential PLC | 42,026 | 360,921 | ||||||
Reckitt Benckiser Group PLC | 10,222 | 517,929 | ||||||
Reed Elsevier PLC | 20,281 | 155,272 | ||||||
Rexam PLC | 14,565 | 70,039 | ||||||
Rio Tinto PLC | 23,913 | 1,060,497 | ||||||
Rolls-Royce Holdings PLC* | 31,193 | 286,749 | ||||||
Royal Bank of Scotland Group PLC (The)* | 295,941 | 105,872 | ||||||
Royal Dutch Shell PLC, Cl A | 59,013 | 1,823,325 | ||||||
Royal Dutch Shell PLC, Cl B | 44,536 | 1,385,726 | ||||||
RSA Insurance Group PLC | 58,303 | 100,337 | ||||||
SABMiller PLC | 15,722 | 512,994 | ||||||
Sage Group PLC (The) | 21,779 | 86,376 | ||||||
Schroders PLC | 1,909 | 37,841 | ||||||
Scottish & Southern Energy PLC | 15,299 | 307,007 | ||||||
Segro PLC | 12,314 | 42,007 | ||||||
Serco Group PLC | 8,303 | 65,684 | ||||||
Severn Trent PLC | 3,930 | 93,898 | ||||||
Smith & Nephew PLC | 14,857 | 133,645 | ||||||
Smiths Group PLC | 6,650 | 102,626 | ||||||
Standard Chartered PLC | 39,134 | 780,761 | ||||||
Standard Life PLC | 37,936 | 117,400 | ||||||
Subsea 7 SA* | 20,575 | 390,841 | ||||||
Tesco PLC | 134,433 | 787,451 | ||||||
TUI Travel PLC | 8,590 | 19,813 | ||||||
Tullow Oil PLC | 14,605 | 295,373 | ||||||
Unilever PLC | 21,472 | 672,592 | ||||||
United Utilities Group PLC | 11,263 | 109,022 | ||||||
Vedanta Resources PLC | 1,982 | 33,691 | ||||||
Vodafone Group PLC | 867,837 | 2,236,658 | ||||||
Weir Group PLC (The) | 3,364 | 80,373 | ||||||
Whitbread PLC | 2,928 | 71,796 | ||||||
WM Morrison Supermarkets PLC | 37,666 | 169,826 | ||||||
Wolseley PLC | 4,605 | 114,259 | ||||||
32,723,436 | ||||||||
Total Foreign Common Stocks (Cost $266,572,445) | 338,958,482 | |||||||
Foreign Preferred Stocks (0.9%) | ||||||||
Germany(a) (0.9%) | ||||||||
Bayerische Motoren Werke AG, 3.98% | 3,180 | 149,166 | ||||||
Fresenius Medical Care AG, 1.38% | 11,902 | 807,421 | ||||||
Henkel AG & Co. KGaA, 1.83% | 10,837 | 576,226 | ||||||
Porsche AG, 1.69% | 9,263 | 441,209 | ||||||
ProSiebenSat.1 Media AG, 8.82%* | 4,656 | 81,868 | ||||||
RWE AG, 13.74% | 2,394 | 82,766 | ||||||
Volkswagen AG, 2.38% | 8,670 | 1,144,166 | ||||||
3,282,822 | ||||||||
Total Foreign Preferred Stocks (Cost $1,906,922) | 3,282,822 | |||||||
Rights — Foreign(d) (0.0%) | ||||||||
Austria (0.0%) | ||||||||
IMMOEAST AG*(a)(b)(f) | 175,419 | — | ||||||
Spain (0.0%) | ||||||||
Banco Bilbao Vizcaya Argentaria SA, Expires 10/20/11*(g) | 277,716 | 40,928 | ||||||
CaixaBank, Expires 10/13/11*(h) | 54,976 | 4,493 | ||||||
45,421 | ||||||||
Total Rights — Foreign (Cost $45,817) | 45,421 | |||||||
Exchange Traded Funds (3.9%) | ||||||||
iShares MSCI Australia Index Fund(c) | 22,213 | 445,593 | ||||||
iShares MSCI Austria Investable Market Index Fund | 10,817 | 162,363 | ||||||
iShares MSCI Belgium Investable Market Index Fund | 13,119 | 144,309 | ||||||
iShares MSCI EAFE Index Fund | 88,870 | 4,243,542 | ||||||
iShares MSCI EMU Index Fund(c) | 123,371 | 3,370,496 | ||||||
iShares MSCI Germany Index Fund(c) | 32,500 | 594,425 | ||||||
iShares MSCI Italy Index Fund | 56,885 | 675,794 | ||||||
iShares MSCI Japan Index Fund(c) | 344,932 | 3,263,057 | ||||||
iShares MSCI Netherlands Investable Market Index Fund | 5,171 | 84,753 |
23
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
International Equity Index Fund — concluded
Shares | Value($) | |||||||
Exchange Traded Funds—continued | ||||||||
iShares MSCI Singapore Index Fund | 6,886 | 75,746 | ||||||
iShares MSCI Spain Index Fund(c) | 10,037 | 324,496 | ||||||
iShares MSCI Sweden Index Fund | 6,255 | 143,802 | ||||||
iShares MSCI United Kingdom Index Fund(c) | 35,916 | 530,479 | ||||||
Total Exchange Traded Funds (Cost $15,072,017) | 14,058,855 | |||||||
Units(d) (0.0%) | ||||||||
Singapore(a) (0.0%) | ||||||||
Hutchison Port Holdings Trust | 112,590 | 75,155 | ||||||
Total Units (Cost $93,610) | 75,155 | |||||||
Short-Term Investment (3.6%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(i) | 12,791,653 | 12,791,653 | ||||||
Total Short-Term Investment (Cost $12,791,653) | 12,791,653 | |||||||
Total Investments (Cost $296,482,464) — 103.1% | 369,212,388 | |||||||
Liabilities in excess of other assets — (3.1)% | (11,193.700 | ) | ||||||
Net Assets — 100.0% | $ | 358,018,688 | ||||||
* | Non-income producing security. |
(a) | Valued at fair value using procedures approved by the Board (See Notes to Financial Statements). | |
(b) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees (See Notes to Financial Statements). |
(c) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $12,370,807. |
(d) | Less than 0.05% of Net Assets. | |
(e) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 0.0% of net assets as of September 30, 2011. |
(f) | Escrowed rights that are not tradable. |
(g) | Bonus rights which entitle the holder 1 new share for every 56 old shares exercised. |
(h) | Bonus rights which entitle the holder 1 new share for every 54 old shares exercised. |
(i) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
BS | — Bearer Shares |
PC | — Participation Certificate | |
PPS | — Partially Protected Shares | |
RS | — Registered Shares | |
REIT | — Real Estate Investment Trust | |
RSP | — Retirement Savings Plan | |
SP ADR | — Sponsored American Depositary Receipt |
24
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (98.5%) | ||||||||
Consumer Discretionary (15.2%) | ||||||||
BorgWarner, Inc.* | 24,059 | 1,456,291 | ||||||
CBS Corp., Cl B | 83,235 | 1,696,329 | ||||||
Coach, Inc. | 22,677 | 1,175,349 | ||||||
DIRECTV, Cl A* | 4,736 | 200,096 | ||||||
Las Vegas Sands Corp.* | 33,397 | 1,280,441 | ||||||
Limited Brands, Inc. | 2,878 | 110,832 | ||||||
Macy’s, Inc. | 69,181 | 1,820,844 | ||||||
McDonald’s Corp. | 19,498 | 1,712,314 | ||||||
Priceline.com, Inc.* | 2,376 | 1,067,917 | ||||||
Ross Stores, Inc. | 19,056 | 1,499,517 | ||||||
Starwood Hotels & Resorts Worldwide, Inc. | 32,401 | 1,257,807 | ||||||
13,277,737 | ||||||||
Consumer Staples (13.3%) | ||||||||
Colgate-Palmolive Co. | 14,930 | 1,323,992 | ||||||
Costco Wholesale Corp. | 23,861 | 1,959,465 | ||||||
Hansen Natural Corp.* | 16,810 | 1,467,345 | ||||||
Kraft Foods, Inc., Cl A | 40,448 | 1,358,244 | ||||||
Mead Johnson Nutrition Co. | 17,559 | 1,208,586 | ||||||
Philip Morris International, Inc. | 32,228 | 2,010,383 | ||||||
Wal-Mart Stores, Inc. | 7,709 | 400,097 | ||||||
Walgreen Co. | 2,680 | 88,145 | ||||||
Whole Foods Market, Inc. | 28,275 | 1,846,640 | ||||||
11,662,897 | ||||||||
Energy (10.6%) | ||||||||
Apache Corp. | 14,907 | 1,196,138 | ||||||
Chevron Corp. | 26,688 | 2,469,174 | ||||||
ConocoPhillips | 27,165 | 1,720,088 | ||||||
Exxon Mobil Corp. | 714 | 51,858 | ||||||
Halliburton Co. | 42,695 | 1,303,051 | ||||||
National Oilwell Varco, Inc. | 28,051 | 1,436,772 | ||||||
Occidental Petroleum Corp. | 15,230 | 1,088,945 | ||||||
9,266,026 | ||||||||
Financials (9.9%) | ||||||||
Ameriprise Financial, Inc. | 28,606 | 1,125,932 | ||||||
BlackRock, Inc. | 9,051 | 1,339,639 | ||||||
Capital One Financial Corp. | 46,970 | 1,861,421 | ||||||
Goldman Sachs Group, Inc. (The) | 15,454 | 1,461,176 | ||||||
JPMorgan Chase & Co. | 46,154 | 1,390,158 | ||||||
Moody’s Corp. | 44,123 | 1,343,545 | ||||||
NASDAQ OMX Group, Inc. (The)* | 7,834 | 181,279 | ||||||
8,703,150 | ||||||||
Health Care (17.5%) | ||||||||
Agilent Technologies, Inc.* | 1,923 | 60,094 | ||||||
Allergan, Inc. | 16,220 | 1,336,204 | ||||||
AmerisourceBergen Corp. | 43,242 | 1,611,629 | ||||||
Baxter International, Inc. | 31,803 | 1,785,420 | ||||||
Eli Lilly & Co. | 12,907 | 477,172 | ||||||
Humana, Inc. | 19,182 | 1,395,107 | ||||||
Mylan, Inc.* | 101,673 | 1,728,441 | ||||||
Pfizer, Inc. | 97,710 | 1,727,513 | ||||||
Stryker Corp. | 27,403 | 1,291,503 | ||||||
Thermo Fisher Scientific, Inc.* | 31,445 | 1,592,375 | ||||||
UnitedHealth Group, Inc. | 45,302 | 2,089,328 | ||||||
WellPoint, Inc. | 2,847 | 185,852 | ||||||
15,280,638 | ||||||||
Industrials (9.2%) | ||||||||
Avery Dennison Corp. | 2,958 | 74,186 | ||||||
Caterpillar, Inc. | 14,645 | 1,081,387 | ||||||
CNH Global NV NYS* | 3,171 | 83,207 | ||||||
Danaher Corp. | 28,055 | 1,176,627 | ||||||
Deere & Co. | 17,347 | 1,120,096 | ||||||
Fluor Corp. | 3,449 | 160,551 | ||||||
General Electric Co. | 101,517 | 1,547,119 | ||||||
Goodrich Corp. | 13,904 | 1,677,935 | ||||||
Joy Global, Inc. | 17,364 | 1,083,166 | ||||||
8,004,274 | ||||||||
Information Technology (20.7%) | ||||||||
Accenture PLC, Cl A | 8,304 | 437,455 | ||||||
Altera Corp. | 41,072 | 1,295,000 | ||||||
Analog Devices, Inc. | 37,364 | 1,167,625 | ||||||
Apple, Inc.* | 9,389 | 3,578,899 | ||||||
ARM Holdings PLC SP ADR | 39,319 | 1,002,634 | ||||||
Baidu, Inc. SP ADR* | 7,284 | 778,732 | ||||||
Dell, Inc.* | 84,294 | 1,192,760 | ||||||
EMC Corp.* | 45,144 | 947,573 | ||||||
International Business Machines Corp. | 16,930 | 2,963,258 | ||||||
MasterCard, Inc., CL A | 3,661 | 1,161,124 | ||||||
Microsoft Corp. | 9,276 | 230,880 | ||||||
Oracle Corp. | 61,197 | 1,758,802 | ||||||
QUALCOMM, Inc. | 32,478 | 1,579,405 | ||||||
STMicroelectronics NV NYS | 4,408 | 28,652 | ||||||
18,122,799 | ||||||||
Materials (2.1%) | ||||||||
E.I. du Pont de Nemours & Co. | 39,260 | 1,569,222 | ||||||
Freeport-McMoRan Copper & Gold, Inc. | 5,623 | 171,220 | ||||||
International Paper Co. | 5,607 | 130,362 | ||||||
1,870,804 | ||||||||
Total Common Stocks (Cost $88,697,420) | 86,188,325 | |||||||
25
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Large Cap Core Growth Stock Fund — concluded
Shares | Value($) | |||||||
Money Market Fund (1.4%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(a) | 1,208,745 | 1,208,745 | ||||||
Total Money Market Fund (Cost $1,208,745) | 1,208,745 | |||||||
Total Investments (Cost $89,906,165) — 99.9% | 87,397,070 | |||||||
Other assets in excess of liabilities — 0.1% | 117,416 | |||||||
Net Assets — 100.0% | $ | 87,514,486 | ||||||
* | Non-income producing security. |
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
NYS | — New York Registered Shares |
SP ADR | — Sponsored American Depositary Receipt |
26
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (99.0%) | ||||||||
Consumer Discretionary (16.5%) | ||||||||
Abercrombie & Fitch Co., Cl A | 85,961 | 5,291,759 | ||||||
Amazon.com, Inc.* | 42,989 | 9,295,511 | ||||||
Bed Bath & Beyond, Inc.* | 126,051 | 7,223,983 | ||||||
BorgWarner, Inc.* | 96,911 | 5,866,023 | ||||||
Coach, Inc. | 148,942 | 7,719,664 | ||||||
Ctrip.com International Ltd. ADR* | 69,290 | 2,228,366 | ||||||
Kohl’s Corp. | 90,121 | 4,424,941 | ||||||
Las Vegas Sands Corp.* | 130,816 | 5,015,485 | ||||||
Macy’s, Inc. | 157,963 | 4,157,586 | ||||||
Priceline.com, Inc.* | 10,389 | 4,669,440 | ||||||
Scripps Networks Interactive, Inc., Cl A | 121,792 | 4,527,009 | ||||||
Viacom, Inc., Cl B | 80,998 | 3,137,863 | ||||||
63,557,630 | ||||||||
Consumer Staples (9.8%) | ||||||||
Colgate-Palmolive Co. | 72,040 | 6,388,507 | ||||||
Estee Lauder Cos., Inc. (The), Cl A | 55,372 | 4,863,877 | ||||||
Green Mountain Coffee Roasters, Inc.* | 63,617 | 5,912,564 | ||||||
Hansen Natural Corp.* | 89,139 | 7,780,943 | ||||||
Philip Morris International, Inc. | 205,231 | 12,802,310 | ||||||
37,748,201 | ||||||||
Energy (9.4%) | ||||||||
Cameron International Corp.* | 135,278 | 5,619,448 | ||||||
EOG Resources, Inc. | 50,668 | 3,597,935 | ||||||
Halliburton Co. | 167,580 | 5,114,542 | ||||||
National Oilwell Varco, Inc. | 74,772 | 3,829,822 | ||||||
Occidental Petroleum Corp. | 71,395 | 5,104,743 | ||||||
Peabody Energy Corp. | 90,031 | 3,050,250 | ||||||
Schlumberger Ltd. | 164,502 | 9,825,704 | ||||||
36,142,444 | ||||||||
Financials (3.8%) | ||||||||
Capital One Financial Corp. | 108,034 | 4,281,388 | ||||||
Goldman Sachs Group, Inc. (The) | 19,542 | 1,847,696 | ||||||
Hartford Financial Services Group, Inc. (The) | 223,502 | 3,607,322 | ||||||
T. Rowe Price Group, Inc. | 98,901 | 4,724,501 | ||||||
14,460,907 | ||||||||
Health Care (11.2%) | ||||||||
Alexion Pharmaceuticals, Inc.* | 122,646 | 7,856,703 | ||||||
Allergan, Inc. | 96,192 | 7,924,297 | ||||||
Cerner Corp.* | 64,788 | 4,439,274 | ||||||
Express Scripts, Inc.* | 100,257 | 3,716,527 | ||||||
Hospira, Inc.* | 78,993 | 2,922,741 | ||||||
Intuitive Surgical, Inc.* | 20,719 | 7,547,517 | ||||||
Mylan, Inc.* | 259,050 | 4,403,850 | ||||||
Thermo Fisher Scientific, Inc.* | 86,766 | 4,393,830 | ||||||
43,204,739 | ||||||||
Industrials (13.9%) | ||||||||
BE Aerospace, Inc.* | 120,732 | 3,997,436 | ||||||
Dover Corp. | 108,034 | 5,034,384 | ||||||
Emerson Electric Co. | 143,423 | 5,924,804 | ||||||
Fluor Corp. | 72,124 | 3,357,372 | ||||||
Honeywell International, Inc. | 174,365 | 7,656,367 | ||||||
J.B. Hunt Transport Services, Inc. | 144,505 | 5,219,521 | ||||||
Joy Global, Inc. | 61,154 | 3,814,787 | ||||||
Precision Castparts Corp. | 45,386 | 7,055,708 | ||||||
Union Pacific Corp. | 49,317 | 4,027,719 | ||||||
United Parcel Service, Inc., Cl B | 117,579 | 7,425,114 | ||||||
53,513,212 | ||||||||
Information Technology (31.0%) | ||||||||
Analog Devices, Inc. | 145,413 | 4,544,156 | ||||||
Apple, Inc.* | 76,278 | 29,075,648 | ||||||
ARM Holdings PLC SP ADR | 255,789 | 6,522,619 | ||||||
ASML Holding NV NYS | 113,101 | 3,906,509 | ||||||
Baidu, Inc. SP ADR* | 44,339 | 4,740,282 | ||||||
Broadcom Corp., Cl A* | 149,027 | 4,961,109 | ||||||
EMC Corp.* | 363,380 | 7,627,346 | ||||||
F5 Networks, Inc.* | 55,432 | 3,938,444 | ||||||
Google, Inc., Cl A* | 27,057 | 13,917,580 | ||||||
Juniper Networks, Inc.* | 189,294 | 3,267,214 | ||||||
Oracle Corp. | 436,059 | 12,532,336 | ||||||
QUALCOMM, Inc. | 187,300 | 9,108,399 | ||||||
Salesforce.com, Inc.* | 44,984 | 5,140,771 | ||||||
Visa, Inc., Cl A | 116,326 | 9,971,465 | ||||||
119,253,878 | ||||||||
Materials (3.4%) | ||||||||
International Paper Co. | 215,814 | 5,017,675 | ||||||
Praxair, Inc. | 84,785 | 7,925,702 | ||||||
12,943,377 | ||||||||
Total Common Stocks (Cost $277,369,992) | 380,824,388 | |||||||
27
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Large Cap Growth Stock Fund — concluded
Shares | Value($) | |||||||
Money Market Fund (1.1%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(a) | 4,172,607 | 4,172,607 | ||||||
Total Money Market Fund (Cost $4,172,607) | 4,172,607 | |||||||
Total Investments (Cost $281,542,599) — 100.1% | 384,996,995 | |||||||
Liabilities in excess of other assets — (0.1)% | (476,676 | ) | ||||||
Net Assets — 100.0% | $ | 384,520,319 | ||||||
* | Non-income producing security. |
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
ADR | — American Depositary Receipt | |
NYS | — New York Registered Shares | |
SP ADR | — Sponsored American Depositary Receipt |
28
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (94.8%) | ||||||||
Consumer Discretionary (11.2%) | ||||||||
Comcast Corp., Cl A | 1,716,101 | 35,866,511 | ||||||
Darden Restaurants, Inc. | 377,918 | 16,155,994 | ||||||
Honda Motor Co. Ltd. SP ADR | 558,100 | 16,268,615 | ||||||
International Game Technology | 881,800 | 12,812,554 | ||||||
Lowe’s Cos., Inc. | 2,181,500 | 42,190,210 | ||||||
Omnicom Group, Inc. | 246,000 | 9,062,640 | ||||||
Target Corp. | 254,750 | 12,492,940 | ||||||
Walt Disney Co. (The) | 796,950 | 24,036,012 | ||||||
Whirlpool Corp. | 208,250 | 10,393,758 | ||||||
179,279,234 | ||||||||
Consumer Staples (8.2%) | ||||||||
ConAgra Foods, Inc. | 1,398,850 | 33,880,147 | ||||||
CVS Caremark Corp. | 718,500 | 24,127,230 | ||||||
Kraft Foods, Inc., Cl A | 732,000 | 24,580,560 | ||||||
PepsiCo, Inc. | 405,600 | 25,106,640 | ||||||
Procter & Gamble Co. (The) | 379,100 | 23,951,538 | ||||||
131,646,115 | ||||||||
Energy (11.3%) | ||||||||
Chevron Corp. | 344,950 | 31,914,774 | ||||||
ConocoPhillips | 629,207 | 39,841,387 | ||||||
EOG Resources, Inc. | 225,150 | 15,987,901 | ||||||
Murphy Oil Corp. | 485,600 | 21,444,096 | ||||||
National Oilwell Varco, Inc. | 309,400 | 15,847,468 | ||||||
Occidental Petroleum Corp. | 501,500 | 35,857,250 | ||||||
QEP Resources, Inc. | 738,908 | 20,002,240 | ||||||
180,895,116 | ||||||||
Financials (19.0%) | ||||||||
Citigroup, Inc. | 718,060 | 18,396,697 | ||||||
Comerica, Inc. | 1,214,500 | 27,897,065 | ||||||
General Growth Properties, Inc., REIT | 1,354,100 | 16,384,610 | ||||||
JPMorgan Chase & Co. | 1,319,916 | 39,755,870 | ||||||
MetLife, Inc. | 944,000 | 26,441,440 | ||||||
Northern Trust Corp. | 669,900 | 23,433,102 | ||||||
PartnerRe Ltd. | 377,450 | 19,729,311 | ||||||
Prudential Financial, Inc. | 531,351 | 24,899,108 | ||||||
Realty Income Corp., REIT | 493,800 | 15,920,112 | ||||||
Travelers Cos., Inc. (The) | 690,800 | 33,662,684 | ||||||
U.S. Bancorp | 842,800 | 19,839,512 | ||||||
Wells Fargo & Co. | 1,638,000 | 39,508,560 | ||||||
305,868,071 | ||||||||
Health Care (12.8%) | ||||||||
Abbott Laboratories | 332,450 | 17,001,493 | ||||||
Baxter International, Inc. | 350,700 | 19,688,298 | ||||||
CIGNA Corp. | 563,400 | 23,628,996 | ||||||
Johnson & Johnson | 593,200 | 37,792,772 | ||||||
Medtronic, Inc. | 1,009,350 | 33,550,794 | ||||||
Merck & Co., Inc. | 1,018,250 | 33,306,958 | ||||||
Pfizer, Inc. | 2,350,400 | 41,555,072 | ||||||
206,524,383 | ||||||||
Industrials (9.1%) | ||||||||
Emerson Electric Co. | 853,750 | 35,268,412 | ||||||
Flowserve Corp. | 218,077 | 16,137,698 | ||||||
Ingersoll-Rand PLC | 498,300 | 13,997,247 | ||||||
Republic Services, Inc. | 1,143,000 | 32,072,580 | ||||||
Union Pacific Corp. | 244,850 | 19,996,900 | ||||||
United Parcel Service, Inc., Cl B | 449,836 | 28,407,143 | ||||||
145,879,980 | ||||||||
Information Technology (9.5%) | ||||||||
Cisco Systems, Inc. | 1,626,400 | 25,192,936 | ||||||
Corning, Inc. | 1,298,200 | 16,045,752 | ||||||
Harris Corp. | 614,725 | 21,005,153 | ||||||
Microsoft Corp. | 1,281,400 | 31,894,046 | ||||||
Texas Instruments, Inc. | 1,363,700 | 36,342,605 | ||||||
Xerox Corp. | 3,094,450 | 21,568,317 | ||||||
152,048,809 | ||||||||
Materials (2.7%) | ||||||||
Airgas, Inc. | 246,568 | 15,735,970 | ||||||
Ashland, Inc. | 369,950 | 16,329,593 | ||||||
Martin Marietta Materials, Inc.(a) | 178,800 | 11,303,736 | ||||||
43,369,299 | ||||||||
Telecommunication Services (4.6%) | ||||||||
AT&T, Inc. | 1,610,450 | 45,930,034 | ||||||
Windstream Corp. | 2,406,750 | 28,062,705 | ||||||
73,992,739 | ||||||||
Utilities (6.4%) | ||||||||
NextEra Energy, Inc. | 664,000 | 35,869,280 | ||||||
PG&E Corp. | 628,100 | 26,574,911 | ||||||
PPL Corp. | 1,432,450 | 40,882,123 | ||||||
103,326,314 | ||||||||
Total Common Stocks (Cost $1,641,016,587) | 1,522,830,060 | |||||||
29
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Large Cap Value Equity Fund — concluded
Shares | Value($) | |||||||
Short-Term Investment (0.7%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b) | 11,883,075 | 11,883,075 | ||||||
Total Short-Term Investment (Cost $11,883,075) | 11,883,075 | |||||||
Money Market Fund (4.1%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(c) | 66,301,545 | 66,301,545 | ||||||
Total Money Market Fund (Cost $66,301,545) | 66,301,545 | |||||||
Total Investments (Cost $1,719,201,207) — 99.6% | 1,601,014,680 | |||||||
Other assets in excess of liabilities — 0.4% | 6,054,747 | |||||||
Net Assets — 100.0% | $ | 1,607,069,427 | ||||||
(a) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $11,630,394. | |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
(c) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
REIT | — Real Estate Investment Trust | |
SP ADR | — Sponsored American Depositary Receipt |
30
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (98.6%) | ||||||||
Consumer Discretionary (10.6%) | ||||||||
Advance Auto Parts, Inc. | 4,300 | 249,830 | ||||||
American Eagle Outfitters, Inc. | 2,187,900 | 25,642,188 | ||||||
CBS Corp., Cl B | 15,220 | 310,184 | ||||||
Cooper Tire & Rubber Co. | 2,239,500 | 24,388,155 | ||||||
Darden Restaurants, Inc. | 304,200 | 13,004,550 | ||||||
Garmin Ltd.(a) | 544,700 | 17,305,119 | ||||||
International Game Technology | 1,391,900 | 20,224,307 | ||||||
J.C. Penney Co., Inc.(a) | 350,800 | 9,394,424 | ||||||
KB Home(a) | 2,227,700 | 13,054,322 | ||||||
M.D.C. Holdings, Inc.(a) | 551,800 | 9,347,492 | ||||||
Scripps Networks Interactive, Inc., Cl A | 7,114 | 264,427 | ||||||
Starwood Hotels & Resorts Worldwide, Inc. | 4,770 | 185,171 | ||||||
Time Warner Cable, Inc., Cl A | 471,300 | 29,536,371 | ||||||
Whirlpool Corp. | 352,100 | 17,573,311 | ||||||
180,479,851 | ||||||||
Consumer Staples (3.0%) | ||||||||
BJ’s Wholesale Club, Inc.* | 6,500 | 333,060 | ||||||
ConAgra Foods, Inc. | 1,633,100 | 39,553,682 | ||||||
Molson Coors Brewing Co., Cl B | 6,675 | 264,397 | ||||||
Safeway, Inc. | 665,400 | 11,065,602 | ||||||
51,216,741 | ||||||||
Energy (10.9%) | ||||||||
Arch Coal, Inc. | 2,172,900 | 31,680,882 | ||||||
Murphy Oil Corp. | 970,200 | 42,844,032 | ||||||
Noble Energy, Inc. | 257,700 | 18,245,160 | ||||||
QEP Resources, Inc. | 1,346,000 | 36,436,220 | ||||||
Seadrill Ltd. | 778,800 | 21,440,364 | ||||||
Tidewater, Inc. | 828,400 | 34,834,220 | ||||||
Williams Cos., Inc. (The) | 9,775 | 237,924 | ||||||
185,718,802 | ||||||||
Financials (32.0%) | ||||||||
Alexandria Real Estate Equities, Inc., REIT | 243,600 | 14,954,604 | ||||||
AllianceBernstein Holding LP(a) | 1,354,100 | 18,483,465 | ||||||
American Campus Communities, Inc., REIT | 438,000 | 16,297,980 | ||||||
Ameriprise Financial, Inc. | 5,309 | 208,962 | ||||||
Annaly Capital Management, Inc., REIT | 1,040,900 | 17,310,167 | ||||||
Assurant, Inc. | 817,500 | 29,266,500 | ||||||
BlackRock, Inc. | 665 | 98,427 | ||||||
CME Group, Inc. | 131,100 | 32,303,040 | ||||||
Comerica, Inc. | 2,586,600 | 59,414,202 | ||||||
Discover Financial Services | 14,470 | 331,942 | ||||||
Fifth Third Bancorp | 3,441,000 | 34,754,100 | ||||||
General Growth Properties, Inc., REIT | 1,572,900 | 19,032,090 | ||||||
Hancock Holding Co.(a) | 1,225,600 | 32,821,568 | ||||||
Hanover Insurance Group, Inc. (The) | 1,345,800 | 47,775,900 | ||||||
Host Hotels & Resorts, Inc., REIT | 1,157,500 | 12,663,050 | ||||||
Jones Lang LaSalle, Inc. | 215,000 | 11,139,150 | ||||||
KeyCorp | 26,935 | 159,724 | ||||||
Lazard Ltd., Cl A | 2,475,800 | 52,239,380 | ||||||
Lincoln National Corp. | 12,000 | 187,560 | ||||||
M&T Bank Corp. | 4,240 | 296,376 | ||||||
MB Financial, Inc. | 2,667,100 | 39,259,712 | ||||||
Northern Trust Corp. | 983,800 | 34,413,324 | ||||||
PartnerRe Ltd. | 667,600 | 34,895,452 | ||||||
Realty Income Corp., REIT | 543,200 | 17,512,768 | ||||||
Travelers Cos., Inc. (The) | 419,200 | 20,427,616 | ||||||
546,247,059 | ||||||||
Health Care (5.1%) | ||||||||
CIGNA Corp. | 625,500 | 26,233,470 | ||||||
Omnicare, Inc.(a) | 1,054,100 | 26,805,763 | ||||||
STERIS Corp. | 1,152,100 | 33,721,967 | ||||||
86,761,200 | ||||||||
Industrials (11.1%) | ||||||||
Bombardier, Inc., Cl B | 4,771,500 | 16,786,137 | ||||||
Dover Corp. | 5,240 | 244,184 | ||||||
Eaton Corp. | 5,510 | 195,605 | ||||||
Flowserve Corp. | 226,900 | 16,790,600 | ||||||
Ingersoll-Rand PLC | 535,200 | 15,033,768 | ||||||
Interface, Inc., Cl A | 1,290,185 | 15,301,594 | ||||||
ITT Corp. | 6,985 | 293,370 | ||||||
Parker Hannifin Corp. | 284,900 | 17,985,737 | ||||||
Regal-Beloit Corp. | 371,300 | 16,849,594 | ||||||
Republic Services, Inc. | 1,079,800 | 30,299,188 | ||||||
Rockwell Automation, Inc. | 319,100 | 17,869,600 | ||||||
Ryder System, Inc. | 7,420 | 278,324 | ||||||
Stanley Black & Decker, Inc. | 351,900 | 17,278,290 |
31
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Mid-Cap Value Equity Fund — concluded
Shares | Value($) | |||||||
Industrials—continued | ||||||||
Timken Co. (The) | 765,600 | 25,126,992 | ||||||
190,332,983 | ||||||||
Information Technology (8.6%) | ||||||||
Activision Blizzard, Inc. | 13,429 | 159,805 | ||||||
Analog Devices, Inc. | 8,900 | 278,125 | ||||||
Broadridge Financial Solutions, Inc. | 830,300 | 16,722,242 | ||||||
Harris Corp. | 1,169,300 | 39,954,981 | ||||||
Intersil Corp., Cl A | 2,865,800 | 29,489,082 | ||||||
Seagate Technology PLC | 3,060,000 | 31,456,800 | ||||||
Xerox Corp. | 4,164,800 | 29,028,656 | ||||||
147,089,691 | ||||||||
Materials (7.9%) | ||||||||
Agnico-Eagle Mines Ltd. | 3,565 | 212,189 | ||||||
Airgas, Inc. | 214,100 | 13,663,862 | ||||||
Ashland, Inc. | 972,600 | 42,930,564 | ||||||
Cabot Corp. | 213,200 | 5,283,096 | ||||||
Cytec Industries, Inc. | 520,800 | 18,300,912 | ||||||
Martin Marietta Materials, Inc.(a) | 268,900 | 16,999,858 | ||||||
Packaging Corp. of America | 657,400 | 15,317,420 | ||||||
Valspar Corp. (The) | 738,400 | 23,045,464 | ||||||
135,753,365 | ||||||||
Telecommunication Services (3.7%) | ||||||||
CenturyLink, Inc. | 1,060,100 | 35,110,512 | ||||||
Windstream Corp.(a) | 2,422,200 | 28,242,852 | ||||||
63,353,364 | ||||||||
Utilities (5.7%) | ||||||||
Black Hills Corp.(a) | 412,600 | 12,642,064 | ||||||
Edison International | 633,700 | 24,239,025 | ||||||
NextEra Energy, Inc. | 364,800 | 19,706,496 | ||||||
PG&E Corp. | 951,200 | 40,245,272 | ||||||
96,832,857 | ||||||||
Total Common Stocks (Cost $2,026,700,677) | 1,683,785,913 | |||||||
Short-Term Investment (5.7%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b) | 97,794,977 | 97,794,977 | ||||||
Total Short-Term Investment (Cost $97,794,977) | 97,794,977 | |||||||
Money Market Fund (0.9%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(c) | 15,942,221 | 15,942,221 | ||||||
Total Money Market Fund (Cost $15,942,221) | 15,942,221 | |||||||
Total Investments (Cost $2,140,437,875) — 105.2% | 1,797,523,111 | |||||||
Liabilities in excess of other assets — (5.2)% | (88,869,200 | ) | ||||||
Net Assets — 100.0% | $ | 1,708,653,911 | ||||||
* | Non-income producing security. |
(a) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $94,396,978. | |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
(c) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
REIT | — Real Estate Investment Trust |
32
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (97.6%) | ||||||||
Consumer Discretionary (16.0%) | ||||||||
Amazon.com, Inc.* | 2,348 | 507,708 | ||||||
BorgWarner, Inc.* | 16,704 | 1,011,093 | ||||||
Coach, Inc. | 26,454 | 1,371,111 | ||||||
Las Vegas Sands Corp.* | 28,983 | 1,111,208 | ||||||
Macy’s, Inc. | 58,325 | 1,535,114 | ||||||
Priceline.com, Inc.* | 3,015 | 1,355,122 | ||||||
Viacom, Inc., Cl B | 38,656 | 1,497,534 | ||||||
8,388,890 | ||||||||
Consumer Staples (11.7%) | ||||||||
Costco Wholesale Corp. | 15,950 | 1,309,814 | ||||||
Estee Lauder Cos., Inc. (The), Cl A | 14,468 | 1,270,869 | ||||||
Hansen Natural Corp.* | 12,887 | 1,124,906 | ||||||
Mead Johnson Nutrition Co. | 15,516 | 1,067,966 | ||||||
Whole Foods Market, Inc. | 20,938 | 1,367,461 | ||||||
6,141,016 | ||||||||
Energy (9.4%) | ||||||||
Apache Corp. | 10,339 | 829,601 | ||||||
Cameron International Corp.* | 16,425 | 682,295 | ||||||
Halliburton Co. | 33,200 | 1,013,264 | ||||||
Occidental Petroleum Corp. | 16,313 | 1,166,379 | ||||||
Schlumberger Ltd. | 21,012 | 1,255,047 | ||||||
4,946,586 | ||||||||
Financials (3.8%) | ||||||||
Capital One Financial Corp. | 23,860 | 945,572 | ||||||
Goldman Sachs Group, Inc. (The) | 11,306 | 1,068,982 | ||||||
2,014,554 | ||||||||
Health Care (12.5%) | ||||||||
Agilent Technologies, Inc.* | 30,618 | 956,812 | ||||||
Allergan, Inc. | 12,512 | 1,030,739 | ||||||
AmerisourceBergen Corp. | 43,446 | 1,619,232 | ||||||
Express Scripts, Inc.* | 20,794 | 770,834 | ||||||
Intuitive Surgical, Inc.* | 3,243 | 1,181,360 | ||||||
Pfizer, Inc. | 55,819 | 986,880 | ||||||
6,545,857 | ||||||||
Industrials (7.9%) | ||||||||
Joy Global, Inc. | 17,908 | 1,117,101 | ||||||
Precision Castparts Corp. | 9,867 | 1,533,924 | ||||||
Union Pacific Corp. | 18,317 | 1,495,949 | ||||||
4,146,974 | ||||||||
Information Technology (33.9%) | ||||||||
Analog Devices, Inc. | 54,833 | 1,713,531 | ||||||
Apple, Inc.* | 10,906 | 4,157,149 | ||||||
ARM Holdings PLC SP ADR | 31,507 | 803,429 | ||||||
ASML Holding NV NYS | 20,250 | 699,435 | ||||||
Baidu, Inc. SP ADR* | 6,943 | 742,276 | ||||||
Broadcom Corp., Cl A* | 31,961 | 1,063,982 | ||||||
EMC Corp.* | 72,592 | 1,523,706 | ||||||
F5 Networks, Inc.* | 17,460 | 1,240,533 | ||||||
Oracle Corp. | 64,758 | 1,861,145 | ||||||
QUALCOMM, Inc. | 44,243 | 2,151,537 | ||||||
Visa, Inc., Cl A | 21,099 | 1,808,606 | ||||||
17,765,329 | ||||||||
Materials (2.4%) | ||||||||
Praxair, Inc. | 13,327 | 1,245,808 | ||||||
Total Common Stocks (Cost $45,646,820) | 51,195,014 | |||||||
Money Market Fund (2.4%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(a) | 1,263,298 | 1,263,298 | ||||||
Total Money Market Fund (Cost $1,263,298) | 1,263,298 | |||||||
Total Investments (Cost $46,910,118) — 100.0% | 52,458,312 | |||||||
Liabilities in excess of other assets — (0.0)% | (4,427 | ) | ||||||
Net Assets — 100.0% | $ | 52,453,885 | ||||||
* | Non-income producing security. | |
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
NYS | — New York Registered Shares | |
SP ADR | — Sponsored American Depositary Receipt |
33
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (98.8%) | ||||||||
Consumer Discretionary (17.2%) | ||||||||
American Axle & Manufacturing Holdings, Inc.* | 262,933 | 2,006,179 | ||||||
ANN, Inc.* | 166,789 | 3,809,461 | ||||||
AscenaRetail Group, Inc.* | 134,313 | 3,635,853 | ||||||
Buffalo Wild Wings, Inc.* | 43,806 | 2,619,599 | ||||||
Chico’s FAS, Inc. | 176,974 | 2,022,813 | ||||||
Cooper Tire & Rubber Co. | 180,260 | 1,963,031 | ||||||
CROCS, Inc.* | 135,648 | 3,210,788 | ||||||
Deckers Outdoor Corp.* | 35,492 | 3,309,984 | ||||||
DSW, Inc., Cl A | 39,641 | 1,830,621 | ||||||
eLong, Inc. SP ADR* | 9,308 | 160,656 | ||||||
Hibbett Sports, Inc.* | 60,721 | 2,057,835 | ||||||
Life Time Fitness, Inc.*(a) | 87,288 | 3,216,563 | ||||||
Makemytrip Ltd.*(a) | 60,989 | 1,346,637 | ||||||
Modine Manufacturing Co.* | 230,684 | 2,089,997 | ||||||
Panera Bread Co., CL A* | 16,128 | 1,676,344 | ||||||
Ruby Tuesday, Inc.* | 292,284 | 2,092,754 | ||||||
Steven Madden Ltd.* | 111,610 | 3,359,461 | ||||||
Tenneco, Inc.* | 108,156 | 2,769,875 | ||||||
Ulta Salon Cosmetics & Fragrance, Inc.* | 36,673 | 2,282,161 | ||||||
Vera Bradley, Inc.*(a) | 29,607 | 1,067,332 | ||||||
Warnaco Group, Inc. (The)* | 77,201 | 3,558,194 | ||||||
50,086,138 | ||||||||
Consumer Staples (2.9%) | ||||||||
Diamond Foods, Inc.(a) | 49,209 | 3,926,386 | ||||||
Inter Parfums, Inc. | 103,872 | 1,604,822 | ||||||
Nu Skin Enterprises, Inc., Cl A | 75,540 | 3,060,881 | ||||||
8,592,089 | ||||||||
Energy (6.1%) | ||||||||
Basic Energy Services, Inc.* | 67,444 | 955,007 | ||||||
Berry Petroleum Co., Cl A | 30,743 | 1,087,687 | ||||||
Bill Barrett Corp.* | 23,534 | 852,872 | ||||||
Brigham Exploration Co.* | 61,413 | 1,551,292 | ||||||
Gulfport Energy Corp.* | 104,636 | 2,530,099 | ||||||
Kodiak Oil & Gas Corp.*(a) | 244,248 | 1,272,532 | ||||||
Lufkin Industries, Inc. | 46,210 | 2,458,834 | ||||||
Pioneer Drilling Co.* | 136,478 | 979,912 | ||||||
Stone Energy Corp.* | 59,931 | 971,482 | ||||||
Western Refining, Inc.*(a) | 152,450 | 1,899,527 | ||||||
World Fuel Services Corp. | 98,393 | 3,212,532 | ||||||
17,771,776 | ||||||||
Financials (6.3%) | ||||||||
Cardtronics, Inc.* | 192,980 | 4,423,102 | ||||||
Cathay General Bancorp | 120,684 | 1,373,384 | ||||||
Encore Capital Group, Inc.* | 126,258 | 2,758,737 | ||||||
Portfolio Recovery Associates, Inc.* | 58,518 | 3,640,990 | ||||||
Stifel Financial Corp.* | 114,468 | 3,040,270 | ||||||
World Acceptance Corp.*(a) | 55,371 | 3,098,007 | ||||||
18,334,490 | ||||||||
Health Care (20.1%) | ||||||||
Bio-Reference Laboratories, Inc.*(a) | 102,831 | 1,893,119 | ||||||
Catalyst Health Solutions, Inc.* | 54,538 | 3,146,297 | ||||||
Cubist Pharmaceuticals, Inc.* | 94,948 | 3,353,563 | ||||||
Endologix, Inc.* | 171,078 | 1,717,623 | ||||||
HealthSouth Corp.* | 123,655 | 1,846,169 | ||||||
Healthspring, Inc.* | 76,808 | 2,800,420 | ||||||
HeartWare International, Inc.*(a) | 24,253 | 1,562,136 | ||||||
HMS Holdings Corp.* | 162,539 | 3,964,326 | ||||||
ICON PLC SP ADR* | 93,397 | 1,501,824 | ||||||
Impax Laboratories, Inc.* | 110,029 | 1,970,619 | ||||||
Incyte Corp. Ltd.*(a) | 114,966 | 1,606,075 | ||||||
Medicines Co. (The)* | 115,983 | 1,725,827 | ||||||
Medicis Pharmaceutical Corp., CL A | 37,420 | 1,365,082 | ||||||
Medidata Solutions, Inc.* | 112,962 | 1,857,095 | ||||||
Merit Medical Systems, Inc.* | 117,106 | 1,538,773 | ||||||
Momenta Pharmaceuticals, Inc.* | 112,917 | 1,298,546 | ||||||
Neogen Corp.* | 63,120 | 2,191,526 | ||||||
NuVasive, Inc.*(a) | 80,874 | 1,380,519 | ||||||
Onyx Pharmaceuticals, Inc.* | 77,598 | 2,328,716 | ||||||
Par Pharmaceutical Cos., Inc.* | 45,518 | 1,211,689 | ||||||
PSS World Medical, Inc.* | 78,626 | 1,548,146 | ||||||
Quality Systems, Inc.(a) | 33,929 | 3,291,113 | ||||||
Questcor Pharmaceuticals, Inc.* | 129,123 | 3,519,893 | ||||||
Salix Pharmaceuticals Ltd.* | 37,126 | 1,098,930 | ||||||
SonoSite, Inc.* | 59,512 | 1,805,594 | ||||||
STERIS Corp. | 91,152 | 2,668,019 | ||||||
Team Health Holdings, Inc.* | 52,664 | 864,743 | ||||||
Viropharma, Inc.* | 100,053 | 1,807,958 | ||||||
West Pharmaceutical Services, Inc. | 41,010 | 1,521,471 | ||||||
58,385,811 | ||||||||
Industrials (18.7%) | ||||||||
AAR Corp. | 129,755 | 2,163,016 | ||||||
Acacia Research — Acacia Technologies* | 98,621 | 3,549,370 | ||||||
Actuant Corp. | 150,313 | 2,968,682 |
34
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Small Cap Growth Stock Fund — concluded
Shares | Value($) | |||||||
Industrials—continued | ||||||||
Alaska Air Group, Inc.* | 29,668 | 1,670,012 | ||||||
American Science & Engineering, Inc. | 20,104 | 1,227,349 | ||||||
Barnes Group, Inc. | 123,382 | 2,375,103 | ||||||
Corporate Executive Board Co. (The) | 39,329 | 1,172,004 | ||||||
EnPro Industries, Inc.* | 45,116 | 1,339,043 | ||||||
Forward Air Corp. | 110,584 | 2,814,363 | ||||||
General Cable Corp.* | 52,991 | 1,237,340 | ||||||
Hexcel Corp.* | 198,662 | 4,402,350 | ||||||
Higher One Holdings, Inc.*(a) | 142,520 | 2,318,800 | ||||||
Hub Group, Inc., Cl A* | 122,382 | 3,459,739 | ||||||
InnerWorkings, Inc.*(a) | 289,353 | 2,268,527 | ||||||
Kelly Services, Inc., Cl A | 76,592 | 873,149 | ||||||
Knight Transportation, Inc. | 133,883 | 1,781,983 | ||||||
MasTec, Inc.* | 166,868 | 2,938,545 | ||||||
MYR Group, Inc.* | 98,891 | 1,744,437 | ||||||
Raven Industries, Inc. | 29,791 | 1,435,926 | ||||||
Robbins & Myers, Inc. | 63,489 | 2,203,703 | ||||||
RSC Holdings, Inc.* | 367,158 | 2,617,837 | ||||||
Triumph Group, Inc. | 51,105 | 2,490,858 | ||||||
Valmont Industries, Inc. | 23,413 | 1,824,809 | ||||||
Woodward, Inc. | 128,317 | 3,515,886 | ||||||
54,392,831 | ||||||||
Information Technology (24.1%) | ||||||||
Anixter International, Inc. | 51,662 | 2,450,845 | ||||||
Ariba, Inc.* | 97,066 | 2,689,699 | ||||||
Aruba Networks, Inc.*(a) | 209,249 | 4,375,397 | ||||||
Bottomline Technologies, Inc.* | 92,647 | 1,865,911 | ||||||
BroadSoft, Inc.*(a) | 67,320 | 2,043,162 | ||||||
Cavium, Inc.* | 122,494 | 3,308,563 | ||||||
Cirrus Logic, Inc.* | 222,226 | 3,275,611 | ||||||
Coherent, Inc.* | 68,445 | 2,940,397 | ||||||
Concur Technologies, Inc.* | 86,036 | 3,202,260 | ||||||
Finisar Corp.* | 72,230 | 1,266,914 | ||||||
InterDigital, Inc.(a) | 26,391 | 1,229,293 | ||||||
MICROS Systems, Inc.* | 32,220 | 1,414,780 | ||||||
NETGEAR, Inc.* | 102,211 | 2,646,243 | ||||||
NetSuite, Inc.*(a) | 120,497 | 3,254,624 | ||||||
NIC, Inc. | 143,368 | 1,641,564 | ||||||
Omnivision Technologies, Inc.* | 123,072 | 1,727,931 | ||||||
OpenTable, Inc.*(a) | 34,148 | 1,571,149 | ||||||
OPNET Technologies, Inc. | 37,129 | 1,296,173 | ||||||
QLIK Technologies, Inc.* | 35,422 | 767,241 | ||||||
Responsys, Inc.* | 11,964 | 128,972 | ||||||
RightNow Technologies, Inc.* | 89,337 | 2,952,588 | ||||||
Sapient Corp. | 126,672 | 1,284,454 | ||||||
Semtech Corp.* | 109,743 | 2,315,577 | ||||||
SolarWinds, Inc.* | 131,642 | 2,898,757 | ||||||
Stratasys, Inc.*(a) | 70,014 | 1,298,060 | ||||||
SuccessFactors, Inc.* | 168,288 | 3,868,941 | ||||||
Taleo Corp., Cl A* | 136,309 | 3,505,867 | ||||||
Tech Data Corp.* | 53,238 | 2,301,479 | ||||||
TriQuint Semiconductor, Inc.* | 478,620 | 2,402,672 | ||||||
Ultimate Software Group, Inc.* | 52,786 | 2,466,162 | ||||||
VeriFone Systems, Inc.* | 49,019 | 1,716,645 | ||||||
70,107,931 | ||||||||
Materials (3.4%) | ||||||||
Buckeye Technologies, Inc. | 94,676 | 2,282,639 | ||||||
PolyOne Corp. | 260,914 | 2,794,389 | ||||||
Rock-Tenn Co., Cl A | 54,210 | 2,638,943 | ||||||
Zagg, Inc.*(a) | 206,583 | 2,049,303 | ||||||
9,765,274 | ||||||||
Total Common Stocks (Cost $279,886,003) | 287,436,340 | |||||||
Short-Term Investment (11.3%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(b) | 32,894,682 | 32,894,682 | ||||||
Total Short-Term Investment (Cost $32,894,682) | 32,894,682 | |||||||
Money Market Fund (1.3%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(c) | 3,705,400 | 3,705,400 | ||||||
Total Money Market Fund (Cost $3,705,400) | 3,705,400 | |||||||
Total Investments (Cost $316,486,085) — 111.4% | 324,036,422 | |||||||
Liabilities in excess of other assets — (11.4)% | (33,063,768 | ) | ||||||
Net Assets — 100.0% | $ | 290,972,654 | ||||||
* | Non-income producing security. |
(a) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $32,033,861. | |
(b) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
(c) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
SP ADR | — Sponsored American Depositary Receipt |
35
(Unaudited)
Shares | Value($) | |||||||
Common Stocks (94.4%) | ||||||||
Consumer Discretionary (14.5%) | ||||||||
Aaron’s, Inc. | 352,150 | 8,891,788 | ||||||
Brunswick Corp. | 218,400 | 3,066,336 | ||||||
Choice Hotels International, Inc. | 97,900 | 2,909,588 | ||||||
Cracker Barrel Old Country Store, Inc. | 209,700 | 8,404,776 | ||||||
Einstein Noah Restaurant Group, Inc. | 274,800 | 3,525,684 | ||||||
Gafisa SA ADR | 770,800 | 4,447,516 | ||||||
Guess?, Inc. | 834,354 | 23,770,745 | ||||||
Hillenbrand, Inc. | 122,900 | 2,261,360 | ||||||
Lithia Motors, Inc., Cl A | 250,700 | 3,605,066 | ||||||
M.D.C. Holdings, Inc. | 362,100 | 6,133,974 | ||||||
NutriSystem, Inc. | 328,650 | 3,979,952 | ||||||
Rent-A-Center, Inc. | 292,100 | 8,018,145 | ||||||
Scholastic Corp. | 406,950 | 11,406,808 | ||||||
Sonic Automotive, Inc., Cl A | 700,500 | 7,558,395 | ||||||
Thor Industries, Inc. | 493,800 | 10,937,670 | ||||||
Wendy’s Co. (The) | 3,566,000 | 16,367,940 | ||||||
Williams-Sonoma, Inc. | 272,500 | 8,390,275 | ||||||
Wolverine World Wide, Inc. | 386,050 | 12,836,162 | ||||||
146,512,180 | ||||||||
Consumer Staples (1.0%) | ||||||||
PriceSmart, Inc. | 7,000 | 436,240 | ||||||
WD-40 Co. | 240,650 | 9,587,496 | ||||||
10,023,736 | ||||||||
Energy (2.4%) | ||||||||
Bristow Group, Inc. | 258,100 | 10,951,183 | ||||||
Tidewater, Inc. | 320,600 | 13,481,230 | ||||||
24,432,413 | ||||||||
Financials (23.2%) | ||||||||
Advance America Cash Advance Centers, Inc. | 748,850 | 5,511,536 | ||||||
Banco Latinoamericano de Expectaciones SA, Ser E | 238,550 | 3,633,117 | ||||||
Bank of Hawaii Corp. | 140,800 | 5,125,120 | ||||||
Campus Crest Communities, Inc. REIT | 333,800 | 3,631,744 | ||||||
Cash America International, Inc. | 529,650 | 27,096,894 | ||||||
Cash Store Financial Services, Inc. (The) | 213,000 | 1,793,460 | ||||||
Compass Diversified Holdings | 559,600 | 6,815,928 | ||||||
E-House China Holdings Ltd. ADS | 767,300 | 4,442,667 | ||||||
Evercore Partners, Inc., Cl A | 311,150 | 7,094,220 | ||||||
Hancock Holding Co. | 590,574 | 15,815,572 | ||||||
Hanover Insurance Group, Inc. (The) | 592,450 | 21,031,975 | ||||||
HCC Insurance Holdings, Inc. | 947,300 | 25,624,465 | ||||||
JMP Group, Inc. | 628,700 | 3,652,747 | ||||||
LaSalle Hotel Properties, REIT | 459,000 | 8,812,800 | ||||||
Mid-America Apartment Communities, Inc., REIT | 192,000 | 11,562,240 | ||||||
Monmouth Real Estate Investment Corp., Cl A REIT | 114,700 | 909,571 | ||||||
National Retail Properties, Inc. REIT | 427,050 | 11,474,833 | ||||||
Oppenheimer Holdings, Inc., Cl A | 209,200 | 3,355,568 | ||||||
StanCorp Financial Group, Inc. | 614,800 | 16,950,036 | ||||||
Starwood Property Trust, Inc., REIT | 465,600 | 7,989,696 | ||||||
Summit Hotel Properties, Inc., REIT | 217,300 | 1,534,138 | ||||||
Tanger Factory Outlet Centers, Inc., REIT | 346,100 | 9,002,061 | ||||||
Tower Group, Inc. | 297,850 | 6,808,851 | ||||||
Trust Co Bank Corp. NY | 357,400 | 1,594,004 | ||||||
UMB Financial Corp. | 449,150 | 14,408,732 | ||||||
Washington Real Estate Investment Trust | 334,150 | 9,416,347 | ||||||
235,088,322 | ||||||||
Health Care (6.6%) | ||||||||
Cooper Cos., Inc. (The) | 464,996 | 36,804,434 | ||||||
Ensign Group, Inc. | 236,700 | 5,470,137 | ||||||
Landauer, Inc. | 124,900 | 6,187,546 | ||||||
Omnicare, Inc. | 313,000 | 7,959,590 | ||||||
STERIS Corp. | 357,557 | 10,465,693 | ||||||
66,887,400 | ||||||||
Industrials (27.5%) | ||||||||
A.O. Smith Corp. | 752,775 | 24,111,383 | ||||||
ABM Industries, Inc. | 517,600 | 9,865,456 | ||||||
Aceto Corp. | 155,300 | 821,537 | ||||||
Brink’s Co. (The) | 372,100 | 8,673,651 | ||||||
China Yuchai International Ltd. | 126,000 | 1,837,080 |
36
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Small Cap Value Equity Fund — concluded
Shares | Value($) | |||||||
Industrials—continued | ||||||||
CIRCOR International, Inc. | 199,600 | 5,862,252 | ||||||
Copa Holdings SA, Cl A | 376,107 | 23,044,076 | ||||||
Crane Co. | 252,700 | 9,018,863 | ||||||
Cubic Corp. | 76,050 | 2,971,274 | ||||||
GATX Corp. | 343,471 | 10,644,166 | ||||||
Gol Linhas Aereas Inteligentes SA ADR | 888,350 | 4,939,226 | ||||||
Grupo Aeroportuario del Pacifico SA de CV SP ADR | 359,976 | 11,954,803 | ||||||
Harsco Corp. | 421,000 | 8,163,190 | ||||||
Herman Miller, Inc. | 457,300 | 8,167,378 | ||||||
Interface, Inc., Cl A | 2,084,571 | 24,723,012 | ||||||
John Beam Technologies Corp. | 444,525 | 6,338,926 | ||||||
Lennox International, Inc. | 402,400 | 10,373,872 | ||||||
LSI Industries, Inc. | 177,265 | 1,104,361 | ||||||
Mine Safety Appliances Co. | 50,200 | 1,353,392 | ||||||
Nordson Corp. | 142,000 | 5,643,080 | ||||||
Progressive Waste Solutions Ltd. | 1,446,350 | 29,765,883 | ||||||
Regal-Beloit Corp. | 176,700 | 8,018,646 | ||||||
Robbins & Myers, Inc. | 214,800 | 7,455,708 | ||||||
Ryder System, Inc. | 247,400 | 9,279,974 | ||||||
Snap-on, Inc. | 467,150 | 20,741,460 | ||||||
Tennant Co. | 138,400 | 4,895,208 | ||||||
Viad Corp. | 464,200 | 7,882,116 | ||||||
Watsco, Inc. | 203,000 | 10,373,300 | ||||||
278,023,273 | ||||||||
Information Technology (6.6%) | ||||||||
Aixtron AG SP ADR | 1,096,220 | 15,917,114 | ||||||
Black Box Corp. | 292,550 | 6,245,943 | ||||||
Broadridge Financial Solutions, Inc. | 256,100 | 5,157,854 | ||||||
Cohu, Inc. | 326,953 | 3,230,296 | ||||||
Comtech Telecommunications Corp. | 345,600 | 9,707,904 | ||||||
Intersil Corp., Cl A | 1,640,940 | 16,885,273 | ||||||
Plantronics, Inc. | 356,950 | 10,155,227 | ||||||
67,299,611 | ||||||||
Materials (10.6%) | ||||||||
A. Schulman, Inc. | 395,100 | 6,712,749 | ||||||
Buckeye Technologies, Inc. | 362,600 | 8,742,286 | ||||||
Cabot Corp. | 292,100 | 7,238,238 | ||||||
Carpenter Technology Corp. | 238,300 | 10,697,287 | ||||||
Cytec Industries, Inc. | 191,200 | 6,718,768 | ||||||
Globe Specialty Metals, Inc. | 607,100 | 8,815,092 | ||||||
Haynes International, Inc. | 133,300 | 5,791,885 | ||||||
Olin Corp. | 795,500 | 14,326,955 | ||||||
Schnitzer Steel Industries, Inc., Cl A | 96,300 | 3,543,840 | ||||||
Sensient Technologies Corp. | 254,165 | 8,273,071 | ||||||
Valspar Corp. (The) | 848,650 | 26,486,366 | ||||||
107,346,537 | ||||||||
Utilities (2.0%) | ||||||||
Avista Corp. | 283,250 | 6,755,513 | ||||||
California Water Service Group | 431,200 | 7,636,552 | ||||||
Unisource Energy Corp. | 163,000 | 5,882,670 | ||||||
20,274,735 | ||||||||
Total Common Stocks (Cost $1,021,289,197) | 955,888,207 | |||||||
Money Market Fund (6.2%) | ||||||||
State Street Institutional Liquid Reserves Fund, Institutional Class, 0.09%(a) | 62,710,214 | 62,710,214 | ||||||
Total Money Market Fund (Cost $62,710,214) | 62,710,214 | |||||||
Total Investments (Cost $1,083,999,411) — 100.6% | 1,018,598,421 | |||||||
Liabilities in excess of other assets — (0.6)% | (6,207,949 | ) | ||||||
Net Assets — 100.0% | $ | 1,012,390,472 | ||||||
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
ADR | — American Depositary Receipt | |
ADS | — American Depositary Shares | |
REIT | — Real Estate Investment Trust | |
SP ADR | — Sponsored American Depositary Receipt |
37
(Unaudited)
Shares | Value($) | |||||||
Equity Funds(a) (79.9%) | ||||||||
RidgeWorth Aggressive Growth Stock Fund* | 70,072 | 882,206 | ||||||
RidgeWorth International Equity Fund | 101,390 | 931,769 | ||||||
RidgeWorth International Equity Index Fund | 87,928 | 941,708 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund | 209,246 | 2,385,402 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 230,168 | 2,278,663 | ||||||
RidgeWorth Large Cap Value Equity Fund | 338,458 | 3,736,580 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 199,143 | 1,877,915 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* | 83,301 | 2,213,307 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 77,658 | 1,033,623 | ||||||
RidgeWorth Small Cap Value Equity Fund | 90,073 | 1,059,264 | ||||||
Total Equity Funds (Cost $17,359,246) | 17,340,437 | |||||||
Exchange Traded Funds (19.8%) | ||||||||
iShares Dow Jones U.S. Real Estate Index Fund | 15,281 | 772,760 | ||||||
iShares MSCI Emerging Markets Index Fund | 28,207 | 989,220 | ||||||
iShares Russell 2000 Index Fund | 3,121 | 200,524 | ||||||
iShares S&P 500 Index Fund | 16,470 | 1,872,474 | ||||||
Market Vectors Gold Miners Fund | 8,595 | 474,358 | ||||||
Total Exchange Traded Funds (Cost $4,956,876) | 4,309,336 | |||||||
Money Market Fund (0.7%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) | 144,768 | 144,768 | ||||||
Total Money Market Fund (Cost $144,768) | 144,768 | |||||||
Total Investments (Cost $22,460,890) — 100.4% | 21,794,541 | |||||||
Liabilities in excess of other assets — (0.4)% | (86,097 | ) | ||||||
Net Assets — 100.0% | $ | 21,708,444 | ||||||
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in I Shares. | |
(b) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
38
(Unaudited)
Shares | Value($) | |||||||
Equity Funds(a) (27.3%) | ||||||||
RidgeWorth Aggressive Growth Stock Fund* | 27,290 | 343,579 | ||||||
RidgeWorth International Equity Fund | 40,314 | 370,482 | ||||||
RidgeWorth International Equity Index Fund | 34,230 | 366,601 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund | 168,628 | 1,922,355 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 138,495 | 1,371,098 | ||||||
RidgeWorth Large Cap Value Equity Fund | 182,043 | 2,009,751 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 89,541 | 844,376 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* | 32,145 | 854,092 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 30,486 | 405,768 | ||||||
RidgeWorth Small Cap Value Equity Fund | 35,317 | 415,329 | ||||||
Total Equity Funds (Cost $9,155,750) | 8,903,431 | |||||||
Fixed Income Funds(a) (63.9%) | ||||||||
RidgeWorth Corporate Bond Fund | 224,465 | 2,235,675 | ||||||
RidgeWorth High Income Fund | 198,300 | 1,279,033 | ||||||
RidgeWorth Intermediate Bond Fund | 845,440 | 9,113,839 | ||||||
RidgeWorth Seix Floating Rate High Income Fund | 71,257 | 604,969 | ||||||
RidgeWorth Seix High Yield Fund | 142,709 | 1,302,934 | ||||||
RidgeWorth Total Return Bond Fund | 509,556 | 5,594,929 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 74,490 | 751,605 | ||||||
Total Fixed Income Funds (Cost $20,427,100) | 20,882,984 | |||||||
Exchange Traded Funds (5.6%) | ||||||||
iShares Barclays 20+ Year Treasury Bond Fund | 4,201 | 507,481 | ||||||
iShares Barclays U.S. Treasury Inflation Protected Securities Fund | 255 | 29,146 | ||||||
iShares Dow Jones U.S. Real Estate Index Fund | 5,822 | 294,419 | ||||||
iShares MSCI Emerging Markets Index Fund | 10,755 | 377,178 | ||||||
iShares Russell 2000 Index Fund | 1,127 | 72,410 | ||||||
iShares S&P 500 Index Fund | 2,984 | 339,251 | ||||||
Market Vectors Gold Miners Fund | 3,511 | 193,772 | ||||||
Total Exchange Traded Funds (Cost $1,871,599) | 1,813,657 | |||||||
Money Market Fund (1.8%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) | 595,424 | 595,424 | ||||||
Total Money Market Fund (Cost $595,424) | 595,424 | |||||||
Total Investments (Cost $32,049,873) — 98.6% | 32,195,496 | |||||||
Other assets in excess of liabilities — 1.4% | 473,491 | |||||||
Net Assets — 100.0% | $ | 32,668,987 | ||||||
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in I Shares. | |
(b) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
39
(Unaudited)
Shares | Value($) | |||||||
Equity Funds(a) (56.7%) | ||||||||
RidgeWorth Aggressive Growth Stock Fund* | 131,055 | 1,649,977 | ||||||
RidgeWorth International Equity Fund | 189,813 | 1,744,383 | ||||||
RidgeWorth International Equity Index Fund | 164,475 | 1,761,527 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund | 339,456 | 3,869,803 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 492,576 | 4,876,506 | ||||||
RidgeWorth Large Cap Value Equity Fund | 683,600 | 7,546,942 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 346,824 | 3,270,554 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* | 154,542 | 4,106,190 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 145,055 | 1,930,680 | ||||||
RidgeWorth Small Cap Value Equity Fund | 168,229 | 1,978,375 | ||||||
Total Equity Funds (Cost $31,641,692) | 32,734,937 | |||||||
Fixed Income Funds(a) (26.9%) | ||||||||
RidgeWorth Corporate Bond Fund | 120,575 | 1,200,928 | ||||||
RidgeWorth High Income Fund | 166,073 | 1,071,169 | ||||||
RidgeWorth Intermediate Bond Fund | 627,604 | 6,765,572 | ||||||
RidgeWorth Seix Floating Rate High Income Fund | 50,332 | 427,319 | ||||||
RidgeWorth Seix High Yield Fund | 119,388 | 1,090,010 | ||||||
RidgeWorth Total Return Bond Fund | 439,401 | 4,824,628 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 15,579 | 157,188 | ||||||
Total Fixed Income Funds (Cost $14,855,146) | 15,536,814 | |||||||
Exchange Traded Funds (15.7%) | ||||||||
iShares Barclays 20+ Year Treasury Bond Fund | 2,518 | 304,174 | ||||||
iShares Barclays U.S. Treasury Inflation Protected Securities Fund | 354 | 40,462 | ||||||
iShares Dow Jones U.S. Real Estate Index Fund | 28,581 | 1,445,341 | ||||||
iShares MSCI Emerging Markets Index Fund | 52,320 | 1,834,863 | ||||||
iShares Russell 2000 Index Fund | 5,376 | 345,408 | ||||||
iShares S&P 500 Index Fund | 36,979 | 4,204,143 | ||||||
Market Vectors Gold Miners Fund | 15,843 | 874,375 | ||||||
Total Exchange Traded Funds (Cost $10,231,713) | 9,048,766 | |||||||
Money Market Fund (1.1%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) | 614,612 | 614,612 | ||||||
Total Money Market Fund (Cost $614,612) | 614,612 | |||||||
Total Investments (Cost $57,343,163) — 100.4% | 57,935,129 | |||||||
Liabilities in excess of other assets — (0.4)% | (216,066 | ) | ||||||
Net Assets — 100.0% | $ | 57,719,063 | ||||||
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in I Shares. | |
(b) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
40
(Unaudited)
Shares | Value($) | |||||||
Equity Funds(a) (41.1%) | ||||||||
RidgeWorth Aggressive Growth Stock Fund* | 211,170 | 2,658,633 | ||||||
RidgeWorth International Equity Fund | 305,963 | 2,811,796 | ||||||
RidgeWorth International Equity Index Fund | 265,037 | 2,838,544 | ||||||
RidgeWorth Large Cap Core Growth Stock Fund | 820,571 | 9,354,506 | ||||||
RidgeWorth Large Cap Growth Stock Fund | 872,427 | 8,637,030 | ||||||
RidgeWorth Large Cap Value Equity Fund | 1,197,253 | 13,217,676 | ||||||
RidgeWorth Mid-Cap Value Equity Fund | 559,303 | 5,274,223 | ||||||
RidgeWorth Select Large Cap Growth Stock Fund* | 248,998 | 6,615,869 | ||||||
RidgeWorth Small Cap Growth Stock Fund* | 234,027 | 3,114,893 | ||||||
RidgeWorth Small Cap Value Equity Fund | 271,398 | 3,191,644 | ||||||
Total Equity Funds (Cost $56,145,410) | 57,714,814 | |||||||
Fixed Income Funds(a) (46.6%) | ||||||||
RidgeWorth Corporate Bond Fund | 502,749 | 5,007,377 | ||||||
RidgeWorth High Income Fund | 690,276 | 4,452,282 | ||||||
RidgeWorth Intermediate Bond Fund | 2,376,432 | 25,617,935 | ||||||
RidgeWorth Seix Floating Rate High Income Fund | 234,675 | 1,992,391 | ||||||
RidgeWorth Seix High Yield Fund | 496,384 | 4,531,989 | ||||||
RidgeWorth Total Return Bond Fund | 1,902,767 | 20,892,386 | ||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 283,651 | 2,862,042 | ||||||
Total Fixed Income Funds (Cost $62,719,663) | 65,356,402 | |||||||
Exchange Traded Funds (11.8%) | ||||||||
iShares Barclays 20+ Year Treasury Bond Fund | 13,036 | 1,574,749 | ||||||
iShares Barclays U.S. Treasury Inflation Protected Securities Fund | 1,156 | 132,131 | ||||||
iShares Dow Jones U.S. Real Estate Index Fund | 46,060 | 2,329,254 | ||||||
iShares MSCI Emerging Markets Index Fund | 85,025 | 2,981,827 | ||||||
iShares Russell 2000 Index Fund | 9,397 | 603,757 | ||||||
iShares S&P 500 Index Fund | 65,703 | 7,469,774 | ||||||
Market Vectors Gold Miners Fund | 26,606 | 1,468,385 | ||||||
Total Exchange Traded Funds (Cost $18,215,881) | 16,559,877 | |||||||
Money Market Fund (0.8%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) | 1,154,135 | 1,154,135 | ||||||
Total Money Market Fund (Cost $1,154,135) | 1,154,135 | |||||||
Total Investments (Cost $138,235,089) — 100.3% | 140,785,228 | |||||||
Liabilities in excess of other assets — (0.3)% | (460,660 | ) | ||||||
Net Assets — 100.0% | $ | 140,324,568 | ||||||
* | Non-income producing security. |
(a) | Affiliated investment. Investment is in I Shares. | |
(b) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
41
(Unaudited)
�� | ||||||||||||||||||||
Large Cap | ||||||||||||||||||||
Aggressive | Emerging | International | Core | |||||||||||||||||
Growth Stock | Growth Stock | International | Equity Index | Growth Stock | ||||||||||||||||
Fund | Fund | Equity Fund | Fund | Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 69,038,135 | $ | 16,881,788 | $ | 214,451,343 | $ | 296,482,464 | $ | 89,906,165 | ||||||||||
Total Investments, at Value* | $ | 88,788,098 | $ | 16,972,889 | $ | 200,980,273 | $ | 369,212,388 | $ | 87,397,070 | ||||||||||
Dividends Receivable | 5,506 | 999 | 871,940 | 1,382,325 | 127,206 | |||||||||||||||
Foreign Currency, at Value (Cost $—, $—, $4,561,287, $144,850 and $—, respectively) | — | — | 4,482,076 | 143,373 | — | |||||||||||||||
Receivable for Capital Shares Issued | 447,459 | 21,656 | 7,539 | 622,391 | 107,547 | |||||||||||||||
Receivable for Investment Securities Sold | 196,871 | 4,240,188 | 2,473,556 | 4,683,372 | — | |||||||||||||||
Reclaims Receivable | — | — | 189,786 | 155,556 | — | |||||||||||||||
Prepaid Expenses and Other Assets | 19,287 | 17,885 | 13,215 | 20,436 | 26,578 | |||||||||||||||
Total Assets | 89,457,221 | 21,253,617 | 209,018,385 | 376,219,841 | 87,658,401 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | 656,197 | 28,484 | 2,120,144 | — | — | |||||||||||||||
Payable for Cash Overdraft | — | 4,189,128 | — | 4,150,518 | — | |||||||||||||||
Payable for Capital Shares Redeemed | 3,360 | 19,106 | 2,877,202 | 934,848 | 30,030 | |||||||||||||||
Payable Upon Return of Securities Loaned | 177,200 | 380,150 | 664,950 | 12,791,653 | — | |||||||||||||||
Investment Advisory Fees Payable | 87,092 | 16,387 | 207,963 | 154,570 | 65,853 | |||||||||||||||
Administration Fees Payable | 1,668 | 437 | 3,977 | 4,785 | 434 | |||||||||||||||
Fund Accounting Fees Payable | 1,523 | — | — | — | 11,315 | |||||||||||||||
Transfer Agency Fees Payable | — | — | 72 | 794 | 1,142 | |||||||||||||||
Compliance and Fund Services Fees Payable | 1,413 | 152 | 2,828 | 6,716 | 7,590 | |||||||||||||||
Distribution and Service Fees Payable | 839 | 1,212 | 1,389 | 664 | 16,629 | |||||||||||||||
Custodian Fees Payable | 619 | — | 43,205 | 131,143 | — | |||||||||||||||
Trustee Fees Payable | — | — | 294 | 581 | 2,433 | |||||||||||||||
Accrued Expenses | 6,784 | 245 | 13,116 | 24,881 | 8,489 | |||||||||||||||
Total Liabilities | 936,695 | 4,635,301 | 5,935,140 | 18,201,153 | 143,915 | |||||||||||||||
Total Net Assets | $ | 88,520,526 | $ | 16,618,316 | $ | 203,083,245 | $ | 358,018,688 | $ | 87,514,486 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 97,656,411 | $ | 39,290,870 | $ | 511,796,091 | $ | 295,749,963 | $ | 238,077,115 | ||||||||||
Accumulated Net Investment Income (Loss) | (598,811 | ) | (158,221 | ) | 4,891,136 | 10,492,718 | 24,716 | |||||||||||||
Accumulated Net Realized Loss from Investment and Foreign Currency Transactions | (28,287,037 | ) | (22,605,434 | ) | (300,065,344 | ) | (20,963,362 | ) | (148,078,250 | ) | ||||||||||
Net Unrealized Appreciation (Depreciation) on Investments and Foreign Currencies | 19,749,963 | 91,101 | (13,538,638 | ) | 72,739,369 | (2,509,095 | ) | |||||||||||||
Net Assets | $ | 88,520,526 | $ | 16,618,316 | $ | 203,083,245 | $ | 358,018,688 | $ | 87,514,486 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 85,378,373 | $ | 12,561,569 | $ | 197,743,971 | $ | 355,448,646 | $ | 58,137,135 | ||||||||||
A Shares | 3,142,153 | 4,056,747 | 5,339,274 | 2,570,042 | 13,953,683 | |||||||||||||||
C Shares | — | — | — | — | 15,423,668 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value) | ||||||||||||||||||||
I Shares | 6,780,234 | 1,108,294 | 21,508,823 | 33,193,384 | 5,101,346 | |||||||||||||||
A Shares | 255,461 | 367,109 | 588,149 | 242,494 | 1,212,584 | |||||||||||||||
C Shares | — | — | — | — | 1,384,026 | |||||||||||||||
Net Asset Value and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 12.59 | $ | 11.33 | $ | 9.19 | $ | 10.71 | $ | 11.40 | ||||||||||
A Shares | 12.30 | 11.05 | 9.08 | 10.60 | 11.51 | |||||||||||||||
C Shares(a) | — | — | — | — | 11.14 | |||||||||||||||
Offering Price Per Share (100%/(100%-maximum sales charge x net asset value) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
A Shares | $ | 13.05 | $ | 11.72 | $ | 9.63 | $ | 11.25 | $ | 12.21 | ||||||||||
Maximum Sales Charge — A Shares | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % |
* | Investments include securities on loan of $172,440, $369,187, $632,495, $12,370,807 and $—, respectively. |
(a) | Redemption price per share varies based on length of time shares are held. |
42
(Unaudited)
Large Cap | Large Cap | Mid-Cap | Select Large | Small Cap | ||||||||||||||||
Growth Stock | Value Equity | Value Equity | Cap Growth | Growth Stock | ||||||||||||||||
Fund | Fund | Fund | Stock Fund | Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 281,542,599 | $ | 1,719,201,207 | $ | 2,140,437,875 | $ | 46,910,118 | $ | 316,486,085 | ||||||||||
Total Investments, at Value* | $ | 384,996,995 | $ | 1,601,014,680 | $ | 1,797,523,111 | $ | 52,458,312 | $ | 324,036,422 | ||||||||||
Dividends Receivable | 375,413 | 3,418,648 | 4,444,693 | 52,038 | 53,922 | |||||||||||||||
Receivable for Capital Shares Issued | 520,911 | 11,386,764 | 9,420,757 | 608 | 1,059,956 | |||||||||||||||
Receivable for Investment Securities Sold | — | 79,068,503 | 21,171,113 | — | 105,785 | |||||||||||||||
Prepaid Expenses and Other Assets | 28,390 | 68,434 | 122,480 | 16,316 | 15,901 | |||||||||||||||
Total Assets | 385,921,709 | 1,694,957,029 | 1,832,682,154 | 52,527,274 | 325,271,986 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | — | 73,279,465 | 20,237,571 | — | — | |||||||||||||||
Payable for Cash Overdraft | — | — | — | — | 105,785 | |||||||||||||||
Payable for Capital Shares Redeemed | 986,736 | 1,522,836 | 4,220,629 | 8,826 | 954,025 | |||||||||||||||
Payable Upon Return of Securities Loaned | — | 11,883,075 | 97,794,977 | — | 32,894,682 | |||||||||||||||
Investment Advisory Fees Payable | 329,301 | 1,027,367 | 1,435,131 | 40,390 | 298,974 | |||||||||||||||
Administration Fees Payable | 6,830 | 24,993 | 31,028 | 973 | 5,356 | |||||||||||||||
Fund Accounting Fees Payable | 8,614 | 17,492 | 4,596 | 2,221 | 5,962 | |||||||||||||||
Transfer Agency Fees Payable | 6,506 | — | 6,026 | 1,797 | 1,845 | |||||||||||||||
Compliance and Fund Services Fees Payable | 6,536 | 18,592 | 10,875 | 1,518 | 5,221 | |||||||||||||||
Distribution and Service Fees Payable | 22,434 | 44,485 | 123,670 | 12,133 | 8,428 | |||||||||||||||
Custodian Fees Payable | 5,533 | 1,098 | 83,944 | — | — | |||||||||||||||
Trustee Fees Payable | 771 | — | — | 255 | — | |||||||||||||||
Accrued Expenses | 28,129 | 68,199 | 79,796 | 5,276 | 19,054 | |||||||||||||||
Total Liabilities | 1,401,390 | 87,887,602 | 124,028,243 | 73,389 | 34,299,332 | |||||||||||||||
Total Net Assets | $ | 384,520,319 | $ | 1,607,069,427 | $ | 1,708,653,911 | $ | 52,453,885 | $ | 290,972,654 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 292,818,979 | $ | 1,809,092,874 | $ | 1,960,073,040 | $ | 46,897,951 | $ | 303,142,907 | ||||||||||
Accumulated Net Investment Income (Loss) | (343,941 | ) | (36,658 | ) | 289,825 | (106,470 | ) | (1,386,825 | ) | |||||||||||
Accumulated Net Realized Gain (Loss) from Investment and Foreign Currency Transactions | (11,409,115 | ) | (83,800,262 | ) | 91,205,810 | 114,210 | (18,333,765 | ) | ||||||||||||
Net Unrealized Appreciation (Depreciation) on Investments | 103,454,396 | (118,186,527 | ) | (342,914,764 | ) | 5,548,194 | 7,550,337 | |||||||||||||
Net Assets | $ | 384,520,319 | $ | 1,607,069,427 | $ | 1,708,653,911 | $ | 52,453,885 | $ | 290,972,654 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 333,088,021 | $ | 1,458,154,379 | $ | 1,314,983,665 | $ | 38,370,616 | $ | 275,257,271 | ||||||||||
A Shares | 37,235,923 | 134,212,924 | 364,513,973 | 560,516 | 8,741,205 | |||||||||||||||
C Shares | 14,196,375 | 14,702,124 | 29,156,273 | 13,522,753 | 6,974,178 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value) | ||||||||||||||||||||
I Shares | 33,647,792 | 132,108,532 | 139,457,285 | 1,444,070 | 20,674,960 | |||||||||||||||
A Shares | 4,066,595 | 12,219,689 | 38,920,291 | 21,436 | 697,350 | |||||||||||||||
C Shares | 1,757,062 | 1,357,920 | 3,148,353 | 571,860 | 644,984 | |||||||||||||||
Net Asset Value and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 9.90 | $ | 11.04 | $ | 9.43 | $ | 26.57 | $ | 13.31 | ||||||||||
A Shares | 9.16 | 10.98 | 9.37 | 26.15 | 12.53 | |||||||||||||||
C Shares(a) | 8.08 | 10.83 | 9.26 | 23.65 | 10.81 | |||||||||||||||
Offering Price Per Share (100%/(100%-maximum sales charge x net asset value) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
A Shares | $ | 9.72 | $ | 11.65 | $ | 9.94 | $ | 27.75 | $ | 13.29 | ||||||||||
Maximum Sales Charge — A Shares | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % | 5.75 | % |
* | Investments include securities on loan of $—, $11,630,394, $94,396,978, $— and $32,033,861, respectively. |
(a) | Redemption price per share varies based on length of time shares are held. |
43
(Unaudited)
Aggressive | ||||||||||||||||||||
Small Cap | Growth | Conservative | Growth | Moderate | ||||||||||||||||
Value Equity | Allocation | Allocation | Allocation | Allocation | ||||||||||||||||
Fund | Strategy | Strategy | Strategy | Strategy | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 1,083,999,411 | $ | 22,460,890 | $ | 32,049,873 | $ | 57,343,163 | $ | 138,235,089 | ||||||||||
Investments, at Value | $ | 1,018,598,421 | $ | 4,454,104 | $ | 2,409,081 | $ | 9,663,378 | $ | 17,714,012 | ||||||||||
Investments in Affiliates, at Value | — | 17,340,437 | 29,786,415 | 48,271,751 | 123,071,216 | |||||||||||||||
Total Investments, at Value | 1,018,598,421 | 21,794,541 | 32,195,496 | 57,935,129 | 140,785,228 | |||||||||||||||
Dividends Receivable | 1,527,892 | — | 57,298 | 45,306 | 186,912 | |||||||||||||||
Receivable for Capital Shares Issued | 4,784,810 | 21,409 | 428,433 | 48,017 | 224,573 | |||||||||||||||
Reclaims Receivable | 81,389 | — | — | — | — | |||||||||||||||
Receivable from Adviser | — | 1,110 | 999 | — | — | |||||||||||||||
Prepaid Expenses and Other Assets | 62,027 | 12,189 | 13,660 | 11,814 | 13,602 | |||||||||||||||
Total Assets | 1,025,054,539 | 21,829,249 | 32,695,886 | 58,040,266 | 141,210,315 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | 9,900,617 | — | — | — | — | |||||||||||||||
Payable for Capital Shares Redeemed | 1,636,058 | 117,871 | 16,807 | 306,072 | 842,172 | |||||||||||||||
Investment Advisory Fees Payable | 945,470 | — | — | 3,692 | 9,618 | |||||||||||||||
Administration Fees Payable | 17,269 | 385 | 520 | 953 | 2,265 | |||||||||||||||
Fund Accounting Fees Payable | 8,622 | 196 | 330 | 1,035 | 2,130 | |||||||||||||||
Transfer Agency Fees Payable | — | — | — | — | 707 | |||||||||||||||
Compliance and Fund Services Fees Payable | 9,379 | 130 | 20 | 519 | 1,641 | |||||||||||||||
Distribution and Service Fees Payable | 53,089 | 1,539 | 9,222 | 4,506 | 15,024 | |||||||||||||||
Custodian Fees Payable | 55,432 | — | — | 92 | 717 | |||||||||||||||
Trustee Fees Payable | 1,533 | — | — | — | — | |||||||||||||||
Accrued Expenses | 36,598 | 684 | — | 4,334 | 11,473 | |||||||||||||||
Total Liabilities | 12,664,067 | 120,805 | 26,899 | 321,203 | 885,747 | |||||||||||||||
Total Net Assets | $ | 1,012,390,472 | $ | 21,708,444 | $ | 32,668,987 | $ | 57,719,063 | $ | 140,324,568 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 1,032,276,111 | $ | 23,559,201 | $ | 32,420,376 | $ | 59,529,332 | $ | 139,605,082 | ||||||||||
Accumulated Net Investment Income (Loss) | (141,790 | ) | 21,090 | 80,591 | 89,485 | 354,336 | ||||||||||||||
Accumulated Net Realized Gain (Loss) from Investment and Foreign Currency Transactions | 45,660,769 | (1,205,498 | ) | 22,397 | (2,491,720 | ) | (2,184,989 | ) | ||||||||||||
Net Unrealized Appreciation (Depreciation) on Investments and Foreign Currencies | (65,404,618 | ) | (666,349 | ) | 145,623 | 591,966 | 2,550,139 | |||||||||||||
Net Assets | $ | 1,012,390,472 | $ | 21,708,444 | $ | 32,668,987 | $ | 57,719,063 | $ | 140,324,568 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 870,978,033 | $ | 17,444,097 | $ | 15,418,184 | $ | 46,008,452 | $ | 113,061,890 | ||||||||||
A Shares | 113,369,645 | 3,584,020 | 8,083,423 | 9,265,993 | 13,737,307 | |||||||||||||||
C Shares | 28,042,794 | 680,327 | 9,167,380 | 2,444,618 | 13,525,371 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value) | ||||||||||||||||||||
I Shares | 74,058,406 | 2,527,200 | 1,338,775 | 5,060,818 | 11,759,670 | |||||||||||||||
A Shares | 9,784,088 | 522,623 | 702,011 | 1,022,630 | 1,431,255 | |||||||||||||||
C Shares | 2,521,049 | 100,883 | 801,138 | 272,861 | 1,417,026 | |||||||||||||||
Net Asset Value and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 11.76 | $ | 6.90 | $ | 11.52 | $ | 9.09 | $ | 9.61 | ||||||||||
A Shares | 11.59 | 6.86 | 11.51 | 9.06 | 9.60 | |||||||||||||||
C Shares(a) | 11.12 | 6.74 | 11.44 | 8.96 | 9.54 | |||||||||||||||
Offering Price Per Share (100%/(100%-maximum sales charge x net asset value) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
A Shares | $ | 12.30 | $ | 7.28 | $ | 12.08 | $ | 9.61 | $ | 10.19 | ||||||||||
Maximum Sales Charge — A Shares | 5.75 | % | 5.75 | % | 4.75 | % | 5.75 | % | 5.75 | % |
(a) | Redemption price per share varies based on length of time shares are held. |
44
(Unaudited)
Large Cap | ||||||||||||||||||||
Aggressive | Emerging | International | Core | |||||||||||||||||
Growth Stock | Growth Stock | International | Equity Index | Growth Stock | ||||||||||||||||
Fund | Fund | Equity Fund | Fund | Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Dividend Income | $ | 149,159 | $ | 10,344 | $ | 6,121,410 | $ | 12,013,268 | $ | 1,398,063 | ||||||||||
Net Income from Securities Lending | 2,965 | 14,918 | 267,859 | 585,109 | 5 | |||||||||||||||
Less: Foreign Taxes Withheld | — | — | (652,055 | ) | (1,380,864 | ) | (9,420 | ) | ||||||||||||
Total Investment Income | 152,124 | 25,262 | 5,737,214 | 11,217,513 | 1,388,648 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 682,843 | 157,248 | 1,418,499 | 1,099,955 | 806,358 | |||||||||||||||
Administration Fees | 6,350 | 1,462 | 12,618 | 22,505 | 9,705 | |||||||||||||||
Fund Accounting Fees | 8,257 | 1,433 | 16,471 | 31,499 | 25,047 | |||||||||||||||
Transfer Agency Fees | 9,415 | 3,904 | 11,771 | 13,205 | 42,665 | |||||||||||||||
Compliance & Fund Services Fees | 5,005 | 999 | 9,820 | 18,486 | 10,182 | |||||||||||||||
Distribution and Service Fees — A Shares | 5,345 | 6,295 | 10,109 | 5,499 | 21,106 | |||||||||||||||
Distribution and Service Fees — C Shares | — | — | — | — | 98,045 | |||||||||||||||
Shareholder Servicing Fees — I Shares | — | — | — | 29,184 | — | |||||||||||||||
Shareholder Servicing Fees — A Shares | — | — | — | 108 | — | |||||||||||||||
Custodian Fees | 8,001 | 7,097 | 104,646 | 369,208 | 12,674 | |||||||||||||||
Printing Fees | 5,121 | 2,336 | 10,794 | 15,122 | 10,186 | |||||||||||||||
Registration Fees | 14,011 | 13,513 | 13,399 | 14,161 | 19,146 | |||||||||||||||
Trustee Fees | 3,438 | 681 | 6,759 | 12,745 | 7,641 | |||||||||||||||
Other Fees | 7,861 | 1,618 | 19,090 | 38,965 | 23,006 | |||||||||||||||
Total Expenses | 755,647 | 196,586 | 1,633,976 | 1,670,642 | 1,085,761 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | (13,103 | ) | — | — | — | ||||||||||||||
Net Expenses | 755,647 | 183,483 | 1,633,976 | 1,670,642 | 1,085,761 | |||||||||||||||
Net Investment Income (Loss) | (603,523 | ) | (158,221 | ) | 4,103,238 | 9,546,871 | 302,887 | |||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment and Foreign Currency Transactions | 7,206,455 | (2,146,881 | ) | 6,798,782 | 26,349,688 | 33,192,929 | ||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) on: | ||||||||||||||||||||
Investments and Foreign Currencies | (37,819,760 | ) | (7,499,119 | ) | (64,311,935 | ) | (129,814,937 | ) | (55,620,358 | ) | ||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies | (30,613,305 | ) | (9,646,000 | ) | (57,513,153 | ) | (103,465,249 | ) | (22,427,429 | ) | ||||||||||
Change in Net Assets from Operations | $ | (31,216,828 | ) | $ | (9,804,221 | ) | $ | (53,409,915 | ) | $ | (93,918,378 | ) | $ | (22,124,542 | ) | |||||
45
(Unaudited)
Large Cap | Large Cap | Mid-Cap | Select Large | Small Cap | ||||||||||||||||
Growth Stock | Value Equity | Value Equity | Cap Growth | Growth Stock | ||||||||||||||||
Fund | Fund | Fund | Stock Fund | Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Dividend Income | $ | 2,136,506 | $ | 17,534,984 | $ | 24,466,808 | $ | 368,436 | $ | 766,698 | ||||||||||
Net Income from Securities Lending | 9,149 | 1,032 | 556,413 | — | 285,941 | |||||||||||||||
Less: Foreign Taxes Withheld | (10,249 | ) | (9,610 | ) | (27,488 | ) | (3,736 | ) | — | |||||||||||
Total Investment Income | 2,135,406 | 17,526,406 | 24,995,733 | 364,700 | 1,052,639 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 2,157,213 | 5,826,493 | 9,603,565 | 328,785 | 2,280,890 | |||||||||||||||
Administration Fees | 22,751 | 78,522 | 104,898 | 3,957 | 20,290 | |||||||||||||||
Fund Accounting Fees | 28,445 | 83,297 | 119,588 | 5,838 | 24,942 | |||||||||||||||
Transfer Agency Fees | 59,453 | 56,546 | 309,234 | 18,174 | 28,539 | |||||||||||||||
Compliance & Fund Services Fees | 16,788 | 51,173 | 75,876 | 3,314 | 15,277 | |||||||||||||||
Distribution and Service Fees — A Shares | 65,415 | 161,220 | 495,875 | 990 | 16,708 | |||||||||||||||
Distribution and Service Fees — C Shares | 83,417 | 87,295 | 153,490 | 82,320 | 43,671 | |||||||||||||||
Custodian Fees | 15,026 | 16,482 | 136,318 | 6,199 | 11,396 | |||||||||||||||
Printing Fees | 16,124 | 44,039 | 68,741 | 4,292 | 13,987 | |||||||||||||||
Registration Fees | 18,922 | 29,242 | 54,576 | 19,925 | 18,947 | |||||||||||||||
Trustee Fees | 11,537 | 35,121 | 52,013 | 2,322 | 10,481 | |||||||||||||||
Other Fees | 27,814 | 81,238 | 103,432 | 6,149 | 23,993 | |||||||||||||||
Total Expenses | 2,522,905 | 6,550,668 | 11,277,606 | 482,265 | 2,509,121 | |||||||||||||||
Less: Custodian Credits (Note 3) | — | (9 | ) | (124 | ) | — | (3 | ) | ||||||||||||
Net Expenses | 2,522,905 | 6,550,659 | 11,277,482 | 482,265 | 2,509,118 | |||||||||||||||
Net Investment Income (Loss) | (387,499 | ) | 10,975,747 | 13,718,251 | (117,565 | ) | (1,456,479 | ) | ||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment and Foreign Currency Transactions | 9,284,015 | (5,048,204 | ) | (76,695,152 | ) | 10,538,787 | 25,974,816 | |||||||||||||
Net Change in Unrealized Appreciation (Depreciation) on: | ||||||||||||||||||||
Investments | (72,993,323 | ) | (314,835,154 | ) | (513,871,102 | ) | (23,916,441 | ) | (115,504,765 | ) | ||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies | (63,709,308 | ) | (319,883,358 | ) | (590,566,254 | ) | (13,377,654 | ) | (89,529,949 | ) | ||||||||||
Change in Net Assets from Operations | $ | (64,096,807 | ) | $ | (308,907,611 | ) | $ | (576,848,003 | ) | $ | (13,495,219 | ) | $ | (90,986,428 | ) | |||||
46
(Unaudited)
Aggressive | ||||||||||||||||||||
Small Cap | Growth | Conservative | Growth | Moderate | ||||||||||||||||
Value Equity | Allocation | Allocation | Allocation | Allocation | ||||||||||||||||
Fund | Strategy | Strategy | Strategy | Strategy | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Dividend Income | $ | 12,329,584 | $ | 60,655 | $ | 28,520 | $ | 121,629 | $ | 202,767 | ||||||||||
Dividend Income from Affiliated Investment Companies | — | 60,533 | 352,780 | 412,638 | 1,387,495 | |||||||||||||||
Less: Foreign Taxes Withheld | (179,061 | ) | — | — | — | — | ||||||||||||||
Total Investment Income | 12,150,523 | 121,188 | 381,300 | 534,267 | 1,590,262 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 6,287,325 | 13,203 | 15,466 | 33,493 | 75,776 | |||||||||||||||
Administration Fees | 57,885 | 1,351 | 1,582 | 3,426 | 7,752 | |||||||||||||||
Fund Accounting Fees | 67,098 | 12,628 | 12,597 | 11,993 | 11,063 | |||||||||||||||
Transfer Agency Fees | 92,950 | 7,549 | 9,984 | 10,580 | 23,793 | |||||||||||||||
Compliance & Fund Services Fees | 41,376 | 1,181 | 1,131 | 2,731 | 5,536 | |||||||||||||||
Distribution and Service Fees — A Shares | 172,507 | 6,499 | 12,429 | 15,788 | 21,562 | |||||||||||||||
Distribution and Service Fees — C Shares | 161,463 | 4,551 | 40,577 | 14,408 | 73,358 | |||||||||||||||
Custodian Fees | 75,466 | 4,767 | 6,294 | 5,354 | 5,568 | |||||||||||||||
Printing Fees | 41,634 | 3,261 | 3,158 | 5,350 | 9,284 | |||||||||||||||
Registration Fees | 29,439 | 13,013 | 14,026 | 13,711 | 18,412 | |||||||||||||||
Trustee Fees | 28,432 | 810 | 774 | 1,878 | 3,806 | |||||||||||||||
Other Fees | 60,051 | 2,387 | 2,145 | 4,931 | 9,621 | |||||||||||||||
Total Expenses | 7,115,626 | 71,200 | 120,163 | 123,643 | 265,531 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | — | (33,745 | ) | (36,224 | ) | (26,462 | ) | (19,057 | ) | |||||||||||
Less: Custodian Credits (Note 3) | (23 | ) | — | (1 | ) | — | (3 | ) | ||||||||||||
Net Expenses | 7,115,603 | 37,455 | 83,938 | 97,181 | 246,471 | |||||||||||||||
Net Investment Income (Loss) | 5,034,920 | 83,733 | 297,362 | 437,086 | 1,343,791 | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment and Foreign Currency Transactions* | 29,996,171 | 779,229 | 281,932 | 2,010,492 | 3,238,551 | |||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) on: | ||||||||||||||||||||
Investments and Foreign Currencies* | (262,452,973 | ) | (6,155,310 | ) | (1,785,048 | ) | (11,583,786 | ) | (17,861,896 | ) | ||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Foreign Currencies | (232,456,802 | ) | (5,376,081 | ) | (1,503,116 | ) | (9,573,294 | ) | (14,623,345 | ) | ||||||||||
Change in Net Assets from Operations | $ | (227,421,882 | ) | $ | (5,292,348 | ) | $ | (1,205,754 | ) | $ | (9,136,208 | ) | $ | (13,279,554 | ) | |||||
* | Net realized gain (loss) from investment transactions and net change in unrealized appreciation (depreciation) on investments for the Allocation Strategy Funds are primarily attributable to the underlying investments in affiliated investment companies. |
47
Aggressive Growth Stock Fund | Emerging Growth Stock Fund | International Equity Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income (Loss) | $ | (603,523 | ) | $ | (1,027,278 | ) | $ | (158,221 | ) | $ | (204,471 | ) | $ | 4,103,238 | $ | 3,955,501 | ||||||||
Net Realized Gain (Loss) | 7,206,455 | 15,640,237 | (2,146,881 | ) | 6,770,396 | 6,798,782 | 32,012,925 | |||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | (37,819,760 | ) | 14,534,723 | (7,499,119 | ) | 401,220 | (64,311,935 | ) | (6,362,078 | ) | ||||||||||||||
Change in Net Assets from Operations | (31,216,828 | ) | 29,147,682 | (9,804,221 | ) | 6,967,145 | (53,409,915 | ) | 29,606,348 | |||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | — | — | — | — | — | (6,545,050 | ) | |||||||||||||||||
A Shares | — | — | — | — | — | (155,325 | ) | |||||||||||||||||
Total Dividends and Distributions | — | — | — | — | — | (6,700,375 | ) | |||||||||||||||||
Change in Net Assets from Capital Transactions | (18,424,066 | ) | (2,242,085 | ) | (1,862,475 | ) | 961,176 | (2,986,002 | ) | (45,350,643 | ) | |||||||||||||
Change in Net Assets | (49,640,894 | ) | 26,905,597 | (11,666,696 | ) | 7,928,321 | (56,395,917 | ) | (22,444,670 | ) | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 138,161,420 | 111,255,823 | 28,285,012 | 20,356,691 | 259,479,162 | 281,923,832 | ||||||||||||||||||
End of Period | $ | 88,520,526 | $ | 138,161,420 | $ | 16,618,316 | $ | 28,285,012 | $ | 203,083,245 | $ | 259,479,162 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (598,811 | ) | $ | 4,712 | $ | (158,221 | ) | $ | — | $ | 4,891,136 | $ | 787,898 | ||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 15,425,973 | $ | 43,997,207 | $ | 9,119,572 | $ | 13,664,392 | $ | 22,164,136 | $ | 20,102,610 | ||||||||||||
Dividends Reinvested | — | — | — | — | — | 5,497,158 | ||||||||||||||||||
Cost of Shares Redeemed | (34,398,168 | ) | (46,548,352 | ) | (15,050,665 | ) | (13,604,411 | ) | (24,711,219 | ) | (69,532,638 | ) | ||||||||||||
Change in Net Assets from I Shares | (18,972,195 | ) | (2,551,145 | ) | (5,931,093 | ) | 59,981 | (2,547,083 | ) | (43,932,870 | ) | |||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 961,385 | 740,720 | 6,331,045 | 1,445,445 | 186,219 | 125,177 | ||||||||||||||||||
Dividends Reinvested | — | — | — | — | — | 140,656 | ||||||||||||||||||
Cost of Shares Redeemed | (413,256 | ) | (431,660 | ) | (2,262,427 | ) | (544,250 | ) | (625,138 | ) | (1,683,606 | ) | ||||||||||||
Change in Net Assets from A Shares | 548,129 | 309,060 | 4,068,618 | 901,195 | (438,919 | ) | (1,417,773 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (18,424,066 | ) | $ | (2,242,085 | ) | $ | (1,862,475 | ) | $ | 961,176 | $ | (2,986,002 | ) | $ | (45,350,643 | ) | |||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 994,489 | 3,062,933 | 578,454 | 983,605 | 2,091,242 | 1,922,411 | ||||||||||||||||||
Reinvested | — | — | — | — | — | 502,024 | ||||||||||||||||||
Redeemed | (2,396,874 | ) | (3,338,193 | ) | (1,076,495 | ) | (1,140,500 | ) | (2,292,446 | ) | (6,268,436 | ) | ||||||||||||
Change in I Shares | (1,402,385 | ) | (275,260 | ) | (498,041 | ) | (156,895 | ) | (201,204 | ) | (3,844,001 | ) | ||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 65,011 | 53,089 | 415,116 | 107,024 | 16,502 | 11,726 | ||||||||||||||||||
Reinvested | — | — | — | — | — | 12,976 | ||||||||||||||||||
Redeemed | (28,183 | ) | (32,773 | ) | (162,859 | ) | (43,422 | ) | (57,264 | ) | (160,399 | ) | ||||||||||||
Change in A Shares | 36,828 | 20,316 | 252,257 | 63,602 | (40,762 | ) | (135,697 | ) | ||||||||||||||||
Change in Shares | (1,365,557 | ) | (254,944 | ) | (245,784 | ) | (93,293 | ) | (241,966 | ) | (3,979,698 | ) | ||||||||||||
48
International Equity Index Fund | Large Cap Core Growth Stock Fund | Large Cap Growth Stock Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 9,546,871 | $ | 17,901,739 | $ | 302,887 | $ | 4,765,044 | $ | (387,499 | ) | $ | (16,120 | ) | ||||||||||
Net Realized Gain | 26,349,688 | 84,686,322 | 33,192,929 | 90,385,173 | 9,284,015 | 40,170,412 | ||||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | (129,814,937 | ) | (41,902,710 | ) | (55,620,358 | ) | (49,450,668 | ) | (72,993,323 | ) | 44,588,719 | |||||||||||||
Change in Net Assets from Operations | (93,918,378 | ) | 60,685,351 | (22,124,542 | ) | 45,699,549 | (64,096,807 | ) | 84,743,011 | |||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | — | (16,414,741 | ) | (234,020 | ) | (4,721,931 | ) | — | (153,955 | ) | ||||||||||||||
A Shares | — | (146,072 | ) | (37,308 | ) | (176,290 | ) | — | — | |||||||||||||||
C Shares | — | — | (6,843 | ) | (56,647 | ) | — | — | ||||||||||||||||
Total Dividends and Distributions | — | (16,560,813 | ) | (278,171 | ) | (4,954,868 | ) | — | (153,955 | ) | ||||||||||||||
Change in Net Assets from Capital Transactions | (30,744,697 | ) | (407,022,963 | ) | (279,260,737 | ) | (122,025,379 | ) | (21,438,123 | ) | (120,961,551 | ) | ||||||||||||
Change in Net Assets | (124,663,075 | ) | (362,898,425 | ) | (301,663,450 | ) | (81,280,698 | ) | (85,534,930 | ) | (36,372,495 | ) | ||||||||||||
Net Assets: | �� | |||||||||||||||||||||||
Beginning of Period | 482,681,763 | 845,580,188 | 389,177,936 | 470,458,634 | 470,055,249 | 506,427,744 | ||||||||||||||||||
End of Period | $ | 358,018,688 | $ | 482,681,763 | $ | 87,514,486 | $ | 389,177,936 | $ | 384,520,319 | $ | 470,055,249 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | 10,492,718 | $ | 945,847 | $ | 24,716 | $ | — | $ | (343,941 | ) | $ | 43,558 | |||||||||||
49
International Equity Index Fund | Large Cap Core Growth Stock Fund | Large Cap Growth Stock Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 44,701,501 | $ | 124,713,492 | $ | 9,143,560 | $ | 66,380,358 | $ | 37,014,522 | $ | 51,374,296 | ||||||||||||
Issued-Merger | — | — | 14,633,746 | — | — | — | ||||||||||||||||||
Dividends Reinvested | — | 11,944,959 | 114,561 | 2,316,156 | — | 76,278 | ||||||||||||||||||
Cost of Shares Redeemed | (74,280,987 | ) | (541,866,977 | ) | (299,177,054 | ) | (180,485,647 | ) | (54,664,671 | ) | (163,186,418 | ) | ||||||||||||
Change in Net Assets from I Shares | (29,579,486 | ) | (405,208,526 | ) | (275,285,187 | ) | (111,789,133 | ) | (17,650,149 | ) | (111,735,844 | ) | ||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 41,766 | 489,612 | 78,851 | 279,138 | 481,800 | 737,945 | ||||||||||||||||||
Issued-Merger | — | — | 650,031 | — | — | — | ||||||||||||||||||
Dividends Reinvested | — | 131,439 | 33,498 | 156,941 | — | — | ||||||||||||||||||
Cost of Shares Redeemed | (1,206,977 | ) | (2,435,488 | ) | (2,063,268 | ) | (4,683,582 | ) | (3,265,932 | ) | (7,204,616 | ) | ||||||||||||
Change in Net Assets from A Shares | (1,165,211 | ) | (1,814,437 | ) | (1,300,888 | ) | (4,247,503 | ) | (2,784,132 | ) | (6,466,671 | ) | ||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | 63,646 | 153,806 | 142,753 | 127,834 | ||||||||||||||||||
Dividends Reinvested | — | — | 6,389 | 52,595 | — | — | ||||||||||||||||||
Cost of Shares Redeemed | — | — | (2,744,697 | ) | (6,195,144 | ) | (1,146,595 | ) | (2,886,870 | ) | ||||||||||||||
Change in Net Assets from C Shares | — | — | (2,674,662 | ) | (5,988,743 | ) | (1,003,842 | ) | (2,759,036 | ) | ||||||||||||||
Change in Net Assets from Capital Transactions | $ | (30,744,697 | ) | $ | (407,022,963 | ) | $ | (279,260,737 | ) | $ | (122,025,379 | ) | $ | (21,438,123 | ) | $ | (120,961,551 | ) | ||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 3,600,815 | 10,443,599 | 763,281 | 5,276,921 | 3,381,266 | 5,133,654 | ||||||||||||||||||
Issued-Merger | — | — | 1,051,260 | — | — | — | ||||||||||||||||||
Reinvested | — | 942,031 | 8,567 | 177,067 | — | 7,596 | ||||||||||||||||||
Redeemed | (5,786,195 | ) | (42,008,904 | ) | (21,093,444 | ) | (13,560,711 | ) | (4,880,590 | ) | (16,273,190 | ) | ||||||||||||
Change in I Shares | (2,185,380 | ) | (30,623,274 | ) | (19,270,336 | ) | (8,106,723 | ) | (1,499,324 | ) | (11,131,940 | ) | ||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 3,261 | 39,655 | 5,810 | 21,333 | 45,665 | 79,710 | ||||||||||||||||||
Issued-Merger | — | — | 46,231 | — | — | — | ||||||||||||||||||
Reinvested | — | 10,456 | 2,461 | 11,845 | — | — | ||||||||||||||||||
Redeemed | (93,643 | ) | (192,954 | ) | (150,150 | ) | (360,955 | ) | (311,085 | ) | (799,220 | ) | ||||||||||||
Change in A Shares | (90,382 | ) | (142,843 | ) | (95,648 | ) | (327,777 | ) | (265,420 | ) | (719,510 | ) | ||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | — | — | 4,737 | 11,193 | 15,674 | 15,469 | ||||||||||||||||||
Reinvested | — | — | 484 | 4,026 | — | — | ||||||||||||||||||
Redeemed | — | — | (205,601 | ) | (490,107 | ) | (124,437 | ) | (354,484 | ) | ||||||||||||||
Change in C Shares | — | — | (200,380 | ) | (474,888 | ) | (108,763 | ) | (339,015 | ) | ||||||||||||||
Change in Shares | (2,275,762 | ) | (30,766,117 | ) | (19,566,364 | ) | (8,909,388 | ) | (1,873,507 | ) | (12,190,465 | ) | ||||||||||||
50
Select Large Cap Growth | ||||||||||||||||||||||||
Large Cap Value Equity Fund | Mid-Cap Value Equity Fund | Stock Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income (Loss) | $ | 10,975,747 | $ | 18,533,121 | $ | 13,718,251 | $ | 11,212,321 | $ | (117,565 | ) | $ | (103,252 | ) | ||||||||||
Net Realized Gain (Loss) | (5,048,204 | ) | 221,241,701 | (76,695,152 | ) | 251,955,150 | 10,538,787 | 14,706,491 | ||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | (314,835,154 | ) | (41,725,373 | ) | (513,871,102 | ) | 50,851,614 | (23,916,441 | ) | (779,365 | ) | |||||||||||||
Change in Net Assets from Operations | (308,907,611 | ) | 198,049,449 | (576,848,003 | ) | 314,019,085 | (13,495,219 | ) | 13,823,874 | |||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (10,562,453 | ) | (17,587,600 | ) | (11,387,184 | ) | (10,296,537 | ) | — | — | ||||||||||||||
A Shares | (700,625 | ) | (574,211 | ) | (1,971,427 | ) | (856,271 | ) | — | — | ||||||||||||||
C Shares | (36,511 | ) | (85,269 | ) | (70,293 | ) | (20,910 | ) | — | — | ||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | — | — | (80,500,115 | ) | — | — | |||||||||||||||||
A Shares | — | — | — | (8,996,749 | ) | — | — | |||||||||||||||||
C Shares | — | — | — | (888,240 | ) | — | — | |||||||||||||||||
Total Dividends and Distributions | (11,299,589 | ) | (18,247,080 | ) | (13,428,904 | ) | (101,558,822 | ) | — | — | ||||||||||||||
Change in Net Assets from Capital Transactions | 479,573,836 | (74,690,034 | ) | 311,659,491 | 929,034,117 | (33,670,000 | ) | (47,588,628 | ) | |||||||||||||||
Change in Net Assets | 159,366,636 | 105,112,335 | (278,617,416 | ) | 1,141,494,380 | (47,165,219 | ) | (33,764,754 | ) | |||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 1,447,702,791 | 1,342,590,456 | 1,987,271,327 | 845,776,947 | 99,619,104 | 133,383,858 | ||||||||||||||||||
End of Period | $ | 1,607,069,427 | $ | 1,447,702,791 | $ | 1,708,653,911 | $ | 1,987,271,327 | $ | 52,453,885 | $ | 99,619,104 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (36,658 | ) | $ | 287,184 | $ | 289,825 | $ | 478 | $ | (106,470 | ) | $ | 11,095 | ||||||||||
51
Select Large Cap Growth | ||||||||||||||||||||||||
Large Cap Value Equity Fund | Mid-Cap Value Equity Fund | Stock Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 555,764,865 | $ | 321,185,385 | $ | 571,174,300 | $ | 1,150,808,147 | $ | 4,173,543 | $ | 8,000,956 | ||||||||||||
Issued-Merger | — | — | 18,547,460 | — | — | — | ||||||||||||||||||
Dividends Reinvested | 7,609,880 | 10,946,289 | 8,980,092 | 63,978,272 | — | — | ||||||||||||||||||
Cost of Shares Redeemed | (162,121,777 | ) | (442,428,785 | ) | (519,250,914 | ) | (493,907,359 | ) | (36,175,110 | ) | (52,663,974 | ) | ||||||||||||
Change in Net Assets from I Shares | 401,252,968 | (110,297,111 | ) | 79,450,938 | 720,879,060 | (32,001,567 | ) | (44,663,018 | ) | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 90,710,204 | 48,296,096 | 326,701,509 | 219,913,988 | 2,969 | 354,189 | ||||||||||||||||||
Issued-Merger | — | — | 5,590,801 | — | — | — | ||||||||||||||||||
Dividends Reinvested | 685,655 | 553,742 | 1,911,791 | 9,545,196 | — | — | ||||||||||||||||||
Cost of Shares Redeemed | (12,384,341 | ) | (9,797,187 | ) | (116,209,743 | ) | (37,698,704 | ) | (13,461 | ) | (24,962 | ) | ||||||||||||
Change in Net Assets from A Shares | 79,011,518 | 39,052,651 | 217,994,358 | 191,760,480 | (10,492 | ) | 329,227 | |||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 1,015,122 | 1,178,002 | 12,532,600 | 16,860,059 | 57,646 | 114,336 | ||||||||||||||||||
Issued-Merger | — | — | 3,865,760 | — | — | — | ||||||||||||||||||
Dividends Reinvested | 34,043 | 80,522 | 57,703 | 775,814 | — | — | ||||||||||||||||||
Cost of Shares Redeemed | (1,739,815 | ) | (4,704,098 | ) | (2,241,868 | ) | (1,241,296 | ) | (1,715,587 | ) | (3,369,173 | ) | ||||||||||||
Change in Net Assets from C Shares | (690,650 | ) | (3,445,574 | ) | 14,214,195 | 16,394,577 | (1,657,941 | ) | (3,254,837 | ) | ||||||||||||||
Change in Net Assets from Capital Transactions | $ | 479,573,836 | $ | (74,690,034 | ) | $ | 311,659,491 | $ | 929,034,117 | $ | (33,670,000 | ) | $ | (47,588,628 | ) | |||||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 44,248,921 | 25,896,955 | 48,182,618 | 100,626,262 | 136,157 | 270,695 | ||||||||||||||||||
Issued-Merger | — | — | 1,410,657 | — | — | — | ||||||||||||||||||
Reinvested | 637,154 | 896,990 | 824,007 | 5,498,170 | — | — | ||||||||||||||||||
Redeemed | (12,912,078 | ) | (36,725,407 | ) | (45,621,444 | ) | (43,346,685 | ) | (1,171,036 | ) | (1,898,162 | ) | ||||||||||||
Change in I Shares | 31,973,997 | (9,931,462 | ) | 4,795,838 | 62,777,747 | (1,034,879 | ) | (1,627,467 | ) | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 7,211,424 | 3,845,701 | 29,357,586 | 19,126,049 | 97 | 13,883 | ||||||||||||||||||
Issued-Merger | — | — | 428,187 | — | — | — | ||||||||||||||||||
Reinvested | 57,872 | 44,863 | 180,750 | 825,231 | — | — | ||||||||||||||||||
Redeemed | (1,020,220 | ) | (818,021 | ) | (11,030,937 | ) | (3,274,127 | ) | (434 | ) | (989 | ) | ||||||||||||
Change in A Shares | 6,249,076 | 3,072,543 | 18,935,586 | 16,677,153 | (337 | ) | 12,894 | |||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | 79,465 | 95,913 | 1,081,126 | 1,476,069 | 2,042 | 4,453 | ||||||||||||||||||
Issued-Merger | — | — | 299,574 | — | — | — | ||||||||||||||||||
Reinvested | 2,881 | 6,499 | 5,301 | 67,925 | — | — | ||||||||||||||||||
Redeemed | (138,778 | ) | (413,293 | ) | (200,866 | ) | (111,922 | ) | (60,553 | ) | (132,511 | ) | ||||||||||||
Change in C Shares | (56,432 | ) | (310,881 | ) | 1,185,135 | 1,432,072 | (58,511 | ) | (128,058 | ) | ||||||||||||||
Change in Shares | 38,166,641 | (7,169,800 | ) | 24,916,559 | 80,886,972 | (1,093,727 | ) | (1,742,631 | ) | |||||||||||||||
52
Aggressive Growth | ||||||||||||||||||||||||
Small Cap Growth Stock Fund | Small Cap Value Equity Fund | Allocation Strategy | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11* | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income (Loss) | $ | (1,456,479 | ) | $ | (3,140,169 | ) | $ | 5,034,920 | $ | 6,365,870 | $ | 83,733 | $ | 171,210 | ||||||||||
Net Realized Gain(a) | 25,974,816 | 73,370,253 | 29,996,171 | 79,677,549 | 779,229 | 323,437 | ||||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation)(a) | (115,504,765 | ) | 25,810,102 | (262,452,973 | ) | 113,112,070 | (6,155,310 | ) | 3,649,961 | |||||||||||||||
Change in Net Assets from Operations | (90,986,428 | ) | 96,040,186 | (227,421,882 | ) | 199,155,489 | (5,292,348 | ) | 4,144,608 | |||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | — | — | (4,739,576 | ) | (6,389,714 | ) | (72,566 | ) | (266,282 | ) | ||||||||||||||
A Shares | — | — | (408,550 | ) | (244,969 | ) | (8,500 | ) | (39,933 | ) | ||||||||||||||
C Shares | — | — | (19,199 | ) | (17,826 | ) | — | (8,536 | ) | |||||||||||||||
Total Dividends and Distributions | — | — | (5,167,325 | ) | (6,652,509 | ) | (81,066 | ) | (314,751 | ) | ||||||||||||||
Change in Net Assets from Capital Transactions | (48,311,026 | ) | (45,061,269 | ) | 107,535,539 | 297,024,427 | (1,156,348 | ) | (4,348,808 | ) | ||||||||||||||
Change in Net Assets | (139,297,454 | ) | 50,978,917 | (125,053,668 | ) | 489,527,407 | (6,529,762 | ) | (518,951 | ) | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 430,270,108 | 379,291,191 | 1,137,444,140 | 647,916,733 | 28,238,206 | 28,757,157 | ||||||||||||||||||
End of Period | $ | 290,972,654 | $ | 430,270,108 | $ | 1,012,390,472 | $ | 1,137,444,140 | $ | 21,708,444 | $ | 28,238,206 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (1,386,825 | ) | $ | 69,654 | $ | (141,790 | ) | $ | (9,385 | ) | $ | 21,090 | $ | 18,423 | |||||||||
* | Effective at the close of business on July 16, 2010, B Shares converted into A Shares for the Aggressive Growth Allocation Strategy and the Fund’s B Shares were no longer offered. |
(a) | Net realized gain (loss) from investments and net change in unrealized appreciation (depreciation) on investments for the Allocation Strategy Funds are primarily attributable to the underlying investments in affiliated investment companies. |
53
Aggressive Growth | ||||||||||||||||||||||||
Small Cap Growth Stock Fund | Small Cap Value Equity Fund | Allocation Strategy | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11* | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 76,083,360 | $ | 104,321,223 | $ | 227,111,918 | $ | 410,951,559 | $ | 2,290,331 | $ | 5,957,157 | ||||||||||||
Dividends Reinvested | — | — | 4,512,665 | 5,957,114 | 69,442 | 261,368 | ||||||||||||||||||
Cost of Shares Redeemed | (122,935,402 | ) | (145,942,149 | ) | (161,918,162 | ) | (202,512,836 | ) | (3,117,258 | ) | (9,074,496 | ) | ||||||||||||
Change in Net Assets from I Shares | (46,852,042 | ) | (41,620,926 | ) | 69,706,421 | 214,395,837 | (757,485 | ) | (2,855,971 | ) | ||||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 489,780 | 578,834 | 48,606,566 | 84,054,865 | 228,093 | 2,196,173 | ||||||||||||||||||
Dividends Reinvested | — | — | 373,422 | 216,783 | 8,011 | 36,162 | ||||||||||||||||||
Cost of Shares Redeemed | (1,361,320 | ) | (2,727,659 | ) | (13,847,472 | ) | (10,902,228 | ) | (425,935 | ) | (830,194 | ) | ||||||||||||
Change in Net Assets from A Shares | (871,540 | ) | (2,148,825 | ) | 35,132,516 | 73,369,420 | (189,831 | ) | 1,402,141 | |||||||||||||||
B Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | — | — | — | — | ||||||||||||||||||
Dividends Reinvested | — | — | — | — | — | — | ||||||||||||||||||
Cost of Shares Redeemed | — | — | — | — | — | (2,232,677 | ) | |||||||||||||||||
Change in Net Assets from B Shares | — | — | — | — | — | (2,232,677 | ) | |||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 233,109 | 538,625 | 5,810,712 | 12,211,739 | 14,351 | 82,396 | ||||||||||||||||||
Dividends Reinvested | — | — | 17,206 | 16,432 | — | 8,380 | ||||||||||||||||||
Cost of Shares Redeemed | (820,553 | ) | (1,830,143 | ) | (3,131,316 | ) | (2,969,001 | ) | (223,383 | ) | (753,077 | ) | ||||||||||||
Change in Net Assets from C Shares | (587,444 | ) | (1,291,518 | ) | 2,696,602 | 9,259,170 | (209,032 | ) | (662,301 | ) | ||||||||||||||
Change in Net Assets from Capital Transactions | $ | (48,311,026 | ) | $ | (45,061,269 | ) | $ | 107,535,539 | $ | 297,024,427 | $ | (1,156,348 | ) | $ | (4,348,808 | ) | ||||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 4,595,220 | 7,313,267 | 16,737,577 | 32,034,407 | 278,476 | 775,638 | ||||||||||||||||||
Reinvested | — | — | 339,971 | 467,939 | 9,151 | 32,982 | ||||||||||||||||||
Redeemed | (7,711,959 | ) | (10,476,015 | ) | (11,921,082 | ) | (15,691,201 | ) | (387,698 | ) | (1,188,744 | ) | ||||||||||||
Change in I Shares | (3,116,739 | ) | (3,162,748 | ) | 5,156,466 | 16,811,145 | (100,071 | ) | (380,124 | ) | ||||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 32,637 | 46,727 | 3,557,820 | 6,491,108 | 27,942 | 322,416 | ||||||||||||||||||
Reinvested | — | — | 28,551 | 17,069 | 1,059 | 4,542 | ||||||||||||||||||
Redeemed | (91,144 | ) | (205,317 | ) | (1,016,081 | ) | (832,159 | ) | (52,964 | ) | (110,866 | ) | ||||||||||||
Change in A Shares | (58,507 | ) | (158,590 | ) | 2,570,290 | 5,676,018 | (23,963 | ) | 216,092 | |||||||||||||||
B Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | — | — | — | — | ||||||||||||||||||
Dividends Reinvested | — | — | — | — | — | — | ||||||||||||||||||
Redeemed | — | — | — | — | — | (336,452 | ) | |||||||||||||||||
Change in B Shares | — | — | — | — | — | (336,452 | ) | |||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | 18,357 | 45,775 | 437,291 | 998,559 | 1,861 | 10,899 | ||||||||||||||||||
Reinvested | — | — | 1,288 | 1,371 | — | 1,068 | ||||||||||||||||||
Redeemed | (61,116 | ) | (161,942 | ) | (248,113 | ) | (247,356 | ) | (27,261 | ) | (98,473 | ) | ||||||||||||
Change in C Shares | (42,759 | ) | (116,167 | ) | 190,466 | 752,574 | (25,400 | ) | (86,506 | ) | ||||||||||||||
Change in Shares | (3,218,005 | ) | (3,437,505 | ) | 7,917,222 | 23,239,737 | (149,434 | ) | (586,990 | ) | ||||||||||||||
* | Effective at the close of business on July 16, 2010, B Shares converted into A Shares for the Aggressive Growth Allocation Strategy and the Fund’s B Shares were no longer offered. |
54
Conservative Allocation Strategy | Growth Allocation Strategy | Moderate Allocation Strategy | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11* | 09/30/11 | 03/31/11* | 09/30/11 | 03/31/11* | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income | $ | 297,362 | $ | 432,004 | $ | 437,086 | $ | 910,077 | $ | 1,343,791 | $ | 2,810,505 | ||||||||||||
Net Realized Gain(a) | 281,932 | 597,512 | 2,010,492 | 1,522,560 | 3,238,551 | 4,179,367 | ||||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation)(a) | (1,785,048 | ) | 750,671 | (11,583,786 | ) | 6,158,752 | (17,861,896 | ) | 9,094,035 | |||||||||||||||
Change in Net Assets from Operations | (1,205,754 | ) | 1,780,187 | (9,136,208 | ) | 8,591,389 | (13,279,554 | ) | 16,083,907 | |||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (147,106 | ) | (331,164 | ) | (345,693 | ) | (1,279,706 | ) | (1,051,188 | ) | (4,166,107 | ) | ||||||||||||
A Shares | (74,024 | ) | (243,950 | ) | (53,030 | ) | (201,741 | ) | (103,566 | ) | (388,692 | ) | ||||||||||||
B Shares | — | (12,153 | ) | — | (11,333 | ) | — | (27,414 | ) | |||||||||||||||
C Shares | (43,522 | ) | (184,958 | ) | (4,163 | ) | (42,171 | ) | (52,939 | ) | (360,920 | ) | ||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | (4,755 | ) | — | — | — | — | |||||||||||||||||
A Shares | — | (4,425 | ) | — | — | — | — | |||||||||||||||||
C Shares | — | (3,775 | ) | — | — | — | — | |||||||||||||||||
Total Dividends and Distributions | (264,652 | ) | (785,180 | ) | (402,886 | ) | (1,534,951 | ) | (1,207,693 | ) | (4,943,133 | ) | ||||||||||||
Change in Net Assets from Capital Transactions | 5,566,244 | 11,570,747 | (2,071,344 | ) | (7,783,632 | ) | 2,339,925 | (13,519,462 | ) | |||||||||||||||
Change in Net Assets | 4,095,838 | 12,565,754 | (11,610,438 | ) | (727,194 | ) | (12,147,322 | ) | (2,378,688 | ) | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 28,573,149 | 16,007,395 | 69,329,501 | 70,056,695 | 152,471,890 | 154,850,578 | ||||||||||||||||||
End of Period | $ | 32,668,987 | $ | 28,573,149 | $ | 57,719,063 | $ | 69,329,501 | $ | 140,324,568 | $ | 152,471,890 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | 80,591 | $ | 47,881 | $ | 89,485 | $ | 55,285 | $ | 354,336 | $ | 218,238 | ||||||||||||
* | Effective at the close of business on July 16, 2010, B Shares converted into A Shares for the Conservative Allocation Strategy, Growth Allocation Strategy and Moderate Allocation Strategy and those Funds’ B Shares were no longer offered. |
(a) | Net realized gain (loss) from investments and net change in unrealized appreciation (depreciation) on investments for the Allocation Strategy Funds are primarily attributable to the underlying investments in affiliated investment companies. |
55
Conservative Allocation Strategy | Growth Allocation Strategy | Moderate Allocation Strategy | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11* | 09/30/11 | 03/31/11* | 09/30/11 | 03/31/11* | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 8,760,322 | $ | 8,309,437 | $ | 6,045,819 | $ | 11,514,340 | $ | 16,123,452 | $ | 29,228,904 | ||||||||||||
Dividends Reinvested | 114,434 | 276,413 | 345,518 | 1,271,479 | 1,023,711 | 4,072,231 | ||||||||||||||||||
Cost of Shares Redeemed | (5,666,326 | ) | (2,379,050 | ) | (8,101,425 | ) | (17,519,111 | ) | (15,152,802 | ) | (44,547,348 | ) | ||||||||||||
Change in Net Assets from I Shares | 3,208,430 | 6,206,800 | (1,710,088 | ) | (4,733,292 | ) | 1,994,361 | (11,246,213 | ) | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 2,725,264 | 5,816,862 | 615,009 | 8,473,784 | 2,537,088 | 7,203,672 | ||||||||||||||||||
Dividends Reinvested | 66,643 | 204,083 | 50,341 | 191,261 | 96,409 | 361,161 | ||||||||||||||||||
Cost of Shares Redeemed | (2,701,979 | ) | (1,147,906 | ) | (818,048 | ) | (2,938,875 | ) | (1,950,564 | ) | (2,975,593 | ) | ||||||||||||
Change in Net Assets from A Shares | 89,928 | 4,873,039 | (152,698 | ) | 5,726,170 | 682,933 | 4,589,240 | |||||||||||||||||
B Shares: | ||||||||||||||||||||||||
Dividends Reinvested | — | 11,418 | — | 11,009 | — | 26,517 | ||||||||||||||||||
Cost of Shares Redeemed | — | (2,247,406 | ) | — | (8,305,688 | ) | — | (5,601,994 | ) | |||||||||||||||
Change in Net Assets from B Shares | — | (2,235,988 | ) | — | (8,294,679 | ) | — | (5,575,477 | ) | |||||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 2,806,199 | 3,439,252 | 109,010 | 157,486 | 893,280 | 1,014,384 | ||||||||||||||||||
Dividends Reinvested | 28,939 | 110,669 | 3,957 | 39,983 | 49,318 | 340,887 | ||||||||||||||||||
Cost of Shares Redeemed | (567,252 | ) | (823,025 | ) | (321,525 | ) | (679,300 | ) | (1,279,967 | ) | (2,642,283 | ) | ||||||||||||
Change in Net Assets from C Shares | 2,267,886 | 2,726,896 | (208,558 | ) | (481,831 | ) | (337,369 | ) | (1,287,012 | ) | ||||||||||||||
Change in Net Assets from Capital Transactions | $ | 5,566,244 | $ | 11,570,747 | $ | (2,071,344 | ) | $ | (7,783,632 | ) | $ | 2,339,925 | $ | (13,519,462 | ) | |||||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 733,388 | 699,638 | 588,445 | 1,194,841 | 1,553,184 | 2,911,964 | ||||||||||||||||||
Reinvested | 9,642 | 23,578 | 35,146 | 128,809 | 100,650 | 404,786 | ||||||||||||||||||
Redeemed | (473,117 | ) | (202,577 | ) | (801,943 | ) | (1,804,108 | ) | (1,478,832 | ) | (4,433,072 | ) | ||||||||||||
Change in I Shares | 269,913 | 520,639 | (178,352 | ) | (480,458 | ) | 175,002 | (1,116,322 | ) | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 227,554 | 501,233 | 59,843 | 940,794 | 248,799 | 747,072 | ||||||||||||||||||
Reinvested | 5,605 | 17,389 | 5,124 | 19,268 | 9,478 | 35,409 | ||||||||||||||||||
Redeemed | (225,105 | ) | (97,316 | ) | (81,118 | ) | (305,154 | ) | (189,291 | ) | (297,347 | ) | ||||||||||||
Change in A Shares | 8,054 | 421,306 | (16,151 | ) | 654,908 | 68,986 | 485,134 | |||||||||||||||||
B Shares: | ||||||||||||||||||||||||
Reinvested | — | 1,000 | — | 1,169 | — | 2,765 | ||||||||||||||||||
Redeemed | — | (198,101 | ) | — | (930,026 | ) | — | (594,894 | ) | |||||||||||||||
Change in B Shares | — | (197,101 | ) | — | (928,857 | ) | — | (592,129 | ) | |||||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | 236,905 | 295,340 | 10,806 | 16,230 | 86,357 | 101,947 | ||||||||||||||||||
Reinvested | 2,443 | 9,502 | 392 | 4,069 | 4,803 | 34,087 | ||||||||||||||||||
Redeemed | (47,422 | ) | (70,224 | ) | (32,715 | ) | (70,991 | ) | (123,532 | ) | (265,912 | ) | ||||||||||||
Change in C Shares | 191,926 | 234,618 | (21,517 | ) | (50,692 | ) | (32,372 | ) | (129,878 | ) | ||||||||||||||
Change in Shares | 469,893 | 979,462 | (216,020 | ) | (805,099 | ) | 211,616 | (1,353,195 | ) | |||||||||||||||
* | Effective at the close of business on July 16, 2010, B Shares converted into A Shares for the Conservative Allocation Strategy, Growth Allocation Strategy and Moderate Allocation Strategy and those Funds’ B Shares were no longer offered. |
56
Ratio | Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Aggressive Growth Stock Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $16.45 | $ | (0.07 | )(d) | $ | (3.79 | ) | $ | (3.86 | ) | $ | — | $ | — | $ | — | $ | — | $12.59 | (23.51 | )% | $85,378 | 1.21 | % | (0.96 | )% | 1.21 | % | 16 | % | ||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 12.86 | (0.12 | )(d) | 3.71 | 3.59 | — | — | — | — | 16.45 | 27.99 | (e) | 134,643 | 1.19 | (0.89 | ) | 1.19 | 53 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.73 | (0.08 | )(d) | 5.21 | 5.13 | — | — | — | — | 12.86 | 66.36 | 108,754 | 1.21 | (0.77 | ) | 1.21 | 27 | |||||||||||||||||||||||||||||||||||||||||||
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 | )(d) | (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 | )(d) | 0.49 | 0.40 | — | — | — | — | 12.64 | 3.27 | 323,303 | 1.17 | (0.79 | ) | 1.17 | 49 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 16.10 | (0.09 | )(d) | (3.71 | ) | (3.80 | ) | — | — | — | — | 12.30 | (23.60 | ) | 3,142 | 1.51 | (1.26 | ) | 1.51 | 16 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 12.62 | (0.16 | )(d) | 3.64 | 3.48 | — | — | — | — | 16.10 | 27.58 | 3,519 | 1.49 | (1.19 | ) | 1.49 | 53 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.61 | (0.13 | )(d) | 5.14 | 5.01 | — | — | — | — | 12.62 | 65.83 | 2,502 | 1.52 | (1.12 | ) | 1.52 | 27 | |||||||||||||||||||||||||||||||||||||||||||
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 | )(d) | (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 | )(d) | 0.49 | 0.37 | — | — | — | — | 12.53 | 3.04 | 553 | 1.47 | (1.10 | ) | 1.47 | 49 | |||||||||||||||||||||||||||||||||||||||||||
Emerging Growth Stock Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 16.46 | (0.08 | )(d) | (5.05 | ) | (5.13 | ) | — | — | — | — | 11.33 | (31.17 | ) | 12,562 | 1.24 | (1.06 | ) | 1.33 | 70 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.23 | (0.14 | )(d) | 5.37 | 5.23 | — | — | — | — | 16.46 | 46.57 | 26,439 | 1.23 | (1.12 | ) | 1.44 | 133 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.43 | (0.07 | )(d) | 4.87 | 4.80 | — | — | — | — | 11.23 | 74.65 | 19,793 | 1.20 | (0.82 | ) | 1.24 | 87 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 11.08 | (0.06 | )(d) | (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 | )(d) | (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 | )(d) | 0.24 | 0.14 | — | — | — | — | 12.97 | 1.09 | 111,078 | 1.17 | (0.85 | ) | 1.18 | 103 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 16.07 | (0.10 | )(d) | (4.92 | ) | (5.02 | ) | — | — | — | — | 11.05 | (31.24 | ) | 4,057 | 1.54 | (1.36 | ) | 1.66 | 70 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.99 | (0.18 | )(d) | 5.26 | 5.08 | — | — | — | — | 16.07 | 46.22 | 1,846 | 1.54 | (1.43 | ) | 1.74 | 133 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.31 | (0.11 | )(d) | 4.79 | 4.68 | — | — | — | — | 10.99 | 74.17 | 563 | 1.52 | (1.20 | ) | 1.64 | 87 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.92 | (0.09 | )(d) | (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 | )(d) | (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 | )(d) | 0.23 | 0.09 | — | — | — | — | 12.83 | 0.71 | 615 | 1.48 | (1.16 | ) | 1.49 | 103 | |||||||||||||||||||||||||||||||||||||||||||
International Equity Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 11.62 | 0.19 | (d) | (2.62 | ) | (2.43 | ) | — | — | — | — | 9.19 | (20.91 | ) | 197,744 | 1.32 | 3.34 | 1.32 | 41 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.71 | 0.16 | (d) | 1.02 | 1.18 | (0.27 | ) | — | — | (0.27 | ) | 11.62 | 11.29 | 252,253 | 1.27 | 1.49 | 1.27 | 80 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.38 | 0.11 | (d) | 4.28 | 4.39 | (0.06 | ) | — | — | (0.06 | ) | 10.71 | 68.80 | (e) | 273,819 | 1.25 | 1.17 | 1.30 | 95 | |||||||||||||||||||||||||||||||||||||||||
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 | (d) | (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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 11.49 | 0.17 | (d) | (2.58 | ) | (2.41 | ) | — | — | — | — | 9.08 | (20.97 | ) | 5,339 | 1.62 | 3.01 | 1.62 | 41 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.59 | 0.13 | (d) | 1.01 | 1.14 | (0.24 | ) | — | — | (0.24 | ) | 11.49 | 10.98 | 7,227 | 1.57 | 1.24 | 1.57 | 80 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.32 | 0.09 | (d) | 4.22 | 4.31 | (0.04 | ) | — | — | (0.04 | ) | 10.59 | 68.22 | (e) | 8,104 | 1.55 | 0.68 | 1.59 | 95 | |||||||||||||||||||||||||||||||||||||||||
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 | (d) | (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 |
57
Ratio | Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
International Equity Index Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $13.52 | $ | 0.28 | (d) | $ | (3.09 | ) | $ | (2.81 | ) | $ | — | $ | — | $ | — | $ | — | $10.71 | (20.78 | )% | $355,449 | 0.76 | % | 4.34 | % | 0.76 | % | 25 | % | ||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 12.72 | 0.33 | (d) | 0.86 | 1.19 | (0.39 | ) | — | — | (0.39 | ) | 13.52 | 9.55 | 478,223 | 0.66 | 2.65 | 0.66 | 43 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.75 | 0.34 | 4.03 | 4.37 | (0.40 | ) | — | — | (0.40 | ) | 12.72 | 49.93 | 839,582 | 0.64 | 2.46 | 0.64 | 36 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 13.40 | 0.28 | (d) | (3.08 | ) | (2.80 | ) | — | — | — | — | 10.60 | (20.90 | ) | 2,570 | 1.05 | 4.28 | 1.05 | 25 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 12.61 | 0.28 | (d) | 0.86 | 1.14 | (0.35 | ) | — | — | (0.35 | ) | 13.40 | 9.23 | 4,459 | 0.92 | 2.25 | 0.92 | 43 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.69 | 0.25 | 4.05 | 4.30 | (0.38 | ) | �� | — | — | (0.38 | ) | 12.61 | 49.46 | 5,998 | 0.94 | 1.72 | 0.94 | 36 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
Large Cap Core Growth Stock Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 14.28 | 0.03 | (d) | (2.87 | ) | (2.84 | ) | (0.04 | ) | — | — | (0.04 | ) | 11.40 | (19.92 | ) | 58,137 | 1.01 | 0.45 | 1.01 | 48 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 13.01 | 0.15 | (d) | 1.28 | 1.43 | (0.16 | ) | — | — | (0.16 | ) | 14.28 | 11.08 | 348,113 | 0.93 | 1.15 | 0.93 | 136 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.98 | 0.12 | 4.03 | 4.15 | (0.12 | ) | — | — | (0.12 | ) | 13.01 | 46.42 | 422,673 | 0.83 | 1.04 | 0.92 | 81 | |||||||||||||||||||||||||||||||||||||||||||
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 | ) | — | (f) | (1.73 | ) | (1.94 | ) | 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 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 14.43 | 0.01 | (d) | (2.90 | ) | (2.89 | ) | (0.03 | ) | — | — | (0.03 | ) | 11.51 | (20.06 | ) | 13,954 | 1.32 | 0.19 | 1.32 | 48 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 13.15 | 0.12 | (d) | 1.28 | 1.40 | (0.12 | ) | — | — | (0.12 | ) | 14.43 | 10.77 | 18,880 | 1.18 | 0.89 | 1.18 | 136 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.08 | 0.09 | 4.08 | 4.17 | (0.10 | ) | — | — | (0.10 | ) | 13.15 | 46.11 | 21,511 | 1.08 | 0.79 | 1.17 | 81 | |||||||||||||||||||||||||||||||||||||||||||
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 | ) | — | (f) | (1.73 | ) | (1.90 | ) | 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 | ||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 14.00 | (0.04 | )(d) | (2.82 | ) | (2.86 | ) | — (f | ) | — | — (f | ) | 11.14 | (20.40 | ) | 15,424 | 2.07 | (0.57 | ) | 2.07 | 48 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 12.76 | 0.02 | (d) | 1.25 | 1.27 | (0.03 | ) | — | — | (0.03 | ) | 14.00 | 9.99 | 22,185 | 1.93 | 0.13 | 1.93 | 136 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.84 | — | 3.97 | 3.97 | (0.05 | ) | — | — | (0.05 | ) | 12.76 | 44.99 | 26,275 | 1.83 | 0.04 | 1.92 | 81 | |||||||||||||||||||||||||||||||||||||||||||
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 | ) | — | (f) | (1.73 | ) | (1.78 | ) | 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 |
58
Ratio | Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Large Cap Growth Stock Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $11.55 | $ | (0.01 | )(d) | $ | (1.64 | ) | $ | (1.65 | ) | $ | — | $ | — | $ | — | $ | — | $9.90 | (14.29 | )% | $333,088 | 1.07 | % | (0.11 | )% | 1.07 | % | 9 | % | ||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.59 | 0.01 | (d) | 1.95 | 1.96 | — | (f) | — | — | — | 11.55 | 20.48 | 406,017 | 1.04 | 0.06 | 1.06 | 30 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.57 | 0.01 | 3.02 | 3.03 | (0.01 | ) | — | — | (0.01 | ) | 9.59 | 46.20 | 443,918 | 0.99 | 0.19 | 1.04 | 62 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.58 | 0.64 | (0.06 | ) | — | (0.55 | ) | (0.61 | ) | 12.86 | 5.08 | 1,105,504 | 0.98 | 0.48 | 0.98 | 79 | |||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.70 | (0.02 | )(d) | (1.52 | ) | (1.54 | ) | — | — | — | — | 9.16 | (14.39 | ) | 37,236 | 1.37 | (0.41 | ) | 1.37 | 9 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 8.91 | (0.02 | )(d) | 1.81 | 1.79 | — | — | — | — | 10.70 | 20.09 | 46,358 | 1.34 | (0.24 | ) | 1.36 | 30 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.11 | (0.01 | ) | 2.81 | 2.80 | — | — | — | — | 8.91 | 45.90 | 44,994 | 1.29 | (0.11 | ) | 1.34 | 62 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.56 | 0.58 | (0.04 | ) | — | (0.55 | ) | (0.59 | ) | 12.19 | 4.69 | 80,848 | 1.28 | 0.18 | 1.28 | 79 | |||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.48 | (0.05 | )(d) | (1.35 | ) | (1.40 | ) | — | — | — | — | 8.08 | (14.77 | ) | 14,196 | 2.07 | (1.11 | ) | 2.07 | 9 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 7.94 | (0.08 | )(d) | 1.62 | 1.54 | — | — | — | — | 9.48 | 19.40 | 17,680 | 2.04 | (0.94 | ) | 2.06 | 30 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 5.49 | (0.06 | ) | 2.51 | 2.45 | — | — | — | — | 7.94 | 44.63 | 17,516 | 1.99 | (0.81 | ) | 2.04 | 62 | |||||||||||||||||||||||||||||||||||||||||||
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 | )(d) | 0.52 | 0.46 | (0.01 | ) | — | (0.55 | ) | (0.56 | ) | 11.36 | 3.96 | 37,356 | 1.98 | (0.52 | ) | 1.98 | 79 | ||||||||||||||||||||||||||||||||||||||||
Large Cap Value Equity Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 13.47 | 0.09 | (d) | (2.43 | ) | (2.34 | ) | (0.09 | ) | — | — | (0.09 | ) | 11.04 | (17.43 | ) | 1,458,154 | 0.82 | 1.46 | 0.82 | 65 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.71 | 0.18 | (d) | 1.75 | 1.93 | (0.17 | ) | — | — | (0.17 | ) | 13.47 | 16.69 | 1,348,969 | 0.83 | 1.48 | 0.83 | 134 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.99 | 0.17 | 3.72 | 3.89 | (0.17 | ) | — | — | (0.17 | ) | 11.71 | 49.03 | 1,288,962 | 0.81 | 1.67 | 0.82 | 105 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 13.41 | 0.07 | (d) | (2.43 | ) | (2.36 | ) | (0.07 | ) | — | — | (0.07 | ) | 10.98 | (17.62 | ) | 134,213 | 1.12 | 1.19 | 1.12 | 65 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.66 | 0.15 | (d) | 1.74 | 1.89 | (0.14 | ) | — | — | (0.14 | ) | 13.41 | 16.37 | 80,048 | 1.13 | 1.20 | 1.13 | 134 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.96 | 0.14 | 3.71 | 3.85 | (0.15 | ) | — | — | (0.15 | ) | 11.66 | 48.59 | 33,805 | 1.11 | 1.37 | 1.12 | 105 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 13.21 | 0.03 | (d) | (2.38 | ) | (2.35 | ) | (0.03 | ) | — | — | (0.03 | ) | 10.83 | (17.83 | ) | 14,702 | 1.82 | 0.42 | 1.82 | 65 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.49 | 0.06 | (d) | 1.72 | 1.78 | (0.06 | ) | — | — | (0.06 | ) | 13.21 | 15.53 | 18,686 | 1.83 | 0.48 | 1.83 | 134 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.87 | 0.07 | 3.65 | 3.72 | (0.10 | ) | — | — | (0.10 | ) | 11.49 | 47.43 | 19,823 | 1.81 | 0.67 | 1.82 | 105 | |||||||||||||||||||||||||||||||||||||||||||
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 |
59
Ratio | Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Mid-Cap Value Equity Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $12.70 | $ | 0.08 | (d) | $ | (3.27 | ) | $ | (3.19 | ) | $ | (0.08 | ) | $ | — | $ | — | $ | (0.08 | ) | $9.43 | (25.22 | )% | $1,314,984 | 1.04 | % | 1.36 | % | 1.04 | % | 93 | % | ||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.17 | 0.10 | (d) | 2.26 | 2.36 | (0.09 | ) | — | (0.74 | ) | (0.83 | ) | 12.70 | 21.89 | 1,710,610 | 1.04 | 0.91 | 1.04 | 170 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.45 | 0.11 | 4.73 | 4.84 | (0.12 | ) | — | — | (0.12 | ) | 11.17 | 75.36 | 803,168 | 1.03 | 1.11 | 1.04 | 195 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.58 | 0.14 | (d) | (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 | (d) | (1.18 | ) | (0.99 | ) | (0.18 | )(g) | — | (2.27 | )(g) | (2.45 | )(g) | 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 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 12.62 | 0.07 | (d) | (3.26 | ) | (3.19 | ) | (0.06 | ) | — | — | (0.06 | ) | 9.37 | (25.32 | ) | 364,514 | 1.34 | 1.31 | 1.34 | 93 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.11 | 0.08 | (d) | 2.24 | 2.32 | (0.07 | ) | — | (0.74 | ) | (0.81 | ) | 12.62 | 21.55 | 252,165 | 1.35 | 0.70 | 1.35 | 170 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.42 | 0.09 | 4.70 | 4.79 | (0.10 | ) | — | — | (0.10 | ) | 11.11 | 74.87 | 36,756 | 1.32 | 0.70 | 1.34 | 195 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.53 | 0.12 | (d) | (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 | (d) | (1.14 | ) | (1.02 | ) | (0.15 | )(g) | — | (2.27 | )(g) | (2.42 | )(g) | 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 | ||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 12.48 | 0.03 | (d) | (3.23 | ) | (3.20 | ) | (0.02 | ) | — | — | (0.02 | ) | 9.26 | (25.63 | ) | 29,156 | 2.04 | 0.47 | 2.04 | 93 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.02 | — | (d) | 2.21 | 2.21 | (0.01 | ) | — | (0.74 | ) | (0.75 | ) | 12.48 | 20.71 | 24,496 | 2.04 | (0.04 | ) | 2.04 | 170 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.38 | 0.02 | 4.67 | 4.69 | (0.05 | ) | — | — | (0.05 | ) | 11.02 | 73.71 | 5,853 | 2.03 | 0.13 | 2.04 | 195 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.47 | 0.06 | (d) | (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 | (d) | (1.18 | ) | (1.11 | ) | (0.06 | )(g) | — | (2.27 | )(g) | (2.33 | )(g) | 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 | ||||||||||||||||||||||||||||||||||||||||||
Select Large Cap Growth Stock Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 32.51 | (0.01 | )(d) | (5.93 | ) | (5.94 | ) | — | — | — | — | 26.57 | (18.27 | ) | 38,371 | 1.03 | (0.09 | ) | 1.03 | 40 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 27.79 | 0.02 | (d) | 4.70 | 4.72 | — | — | — | — | 32.51 | 16.98 | 80,589 | 0.99 | 0.07 | 0.99 | 72 | ||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 19.74 | 0.04 | 8.03 | 8.07 | (0.02 | ) | — | (f) | — | (0.02 | ) | 27.79 | 40.93 | 114,100 | 0.96 | 0.18 | 0.96 | 65 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 28.32 | 0.09 | (8.60 | ) | (8.51 | ) | (0.06 | ) | (0.01 | ) | — | (0.07 | ) | 19.74 | (30.06 | ) | 95,540 | 0.95 | 0.45 | 0.96 | 65 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 26.92 | 0.08 | (d) | 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 | (d) | 0.99 | 1.14 | (0.05 | ) | — | — | (0.05 | ) | 26.92 | 4.42 | 98,027 | 0.97 | 0.59 | 0.98 | 160 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 32.04 | (0.06 | )(d) | (5.83 | ) | (5.89 | ) | — | — | — | — | 26.15 | (18.38 | ) | 561 | 1.34 | (0.38 | ) | 1.34 | 40 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 27.47 | (0.06 | )(d) | 4.63 | 4.57 | — | — | — | — | 32.04 | 16.64 | 698 | 1.29 | (0.21 | ) | 1.29 | 72 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 19.54 | (0.03 | ) | 7.97 | 7.94 | (0.01 | ) | — | (f) | — | (0.01 | ) | 27.47 | 40.65 | 244 | 1.25 | (0.10 | ) | 1.26 | 65 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 28.06 | 0.02 | (8.52 | ) | (8.50 | ) | (0.01 | ) | (0.01 | ) | — | (0.02 | ) | 19.54 | (30.28 | ) | 175 | 1.25 | 0.04 | 1.25 | 65 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 26.73 | — | (d) | 1.33 | 1.33 | — | — | — | — | 28.06 | 4.98 | 556 | 1.24 | — | 1.25 | 62 | ||||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 25.67 | 0.07 | (d) | 0.99 | 1.06 | — | — | — | — | 26.73 | 4.13 | 371 | 1.28 | 0.26 | 1.29 | 160 | ||||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 29.08 | (0.15 | )(d) | (5.28 | ) | (5.43 | ) | — | — | — | — | 23.65 | (18.67 | ) | 13,523 | 2.04 | (1.08 | ) | 2.04 | 40 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 25.10 | (0.23 | )(d) | 4.21 | 3.98 | — | — | — | — | 29.08 | 15.86 | 18,332 | 1.99 | (0.92 | ) | 1.99 | 72 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 17.99 | (0.19 | ) | 7.30 | 7.11 | — | — | (f) | — | — | 25.10 | 39.52 | 19,040 | 1.96 | (0.81 | ) | 1.96 | 65 | ||||||||||||||||||||||||||||||||||||||||||
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 | )(d) | 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 | )(d) | 0.93 | 0.82 | — | — | — | — | 24.93 | 3.40 | 32,895 | 1.98 | (0.44 | ) | 1.99 | 160 |
60
Ratio | Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Growth Stock Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $17.17 | $ | (0.06 | )(d) | $ | (3.80 | ) | $ | (3.86 | ) | $ | — | $ | — | $ | — | $ | — | $13.31 | (22.48 | )% | $275,257 | 1.23 | % | (0.70 | )% | 1.23 | % | 35 | % | ||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 13.32 | (0.11 | )(d) | 3.96 | 3.85 | — | — | — | — | 17.17 | 28.90 | 408,399 | 1.23 | (0.81 | ) | 1.23 | 112 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.52 | (0.09 | ) | 4.89 | 4.80 | — | — | — | — | 13.32 | 56.34 | 358,947 | 1.22 | (0.76 | ) | 1.22 | 103 | |||||||||||||||||||||||||||||||||||||||||||
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 | )(d) | (0.33 | ) | (0.44 | ) | — | (0.11 | ) | (6.53 | ) | (6.64 | ) | 13.53 | (7.09 | ) | 490,675 | 1.19 | (0.57 | ) | 1.20 | 126 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 23.65 | (0.11 | )(d) | (1.74 | ) | (1.85 | ) | — | — | (1.19 | ) | (1.19 | ) | 20.61 | (7.80 | ) | 845,570 | 1.16 | (0.51 | ) | 1.16 | 139 | ||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 16.19 | (0.08 | )(d) | (3.58 | ) | (3.66 | ) | — | — | — | — | 12.53 | (22.61 | ) | 8,741 | 1.54 | (1.00 | ) | 1.54 | 35 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 12.59 | (0.15 | )(d) | 3.75 | 3.60 | — | — | — | — | 16.19 | 28.59 | 12,235 | 1.53 | (1.11 | ) | 1.53 | 112 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.08 | (0.12 | ) | 4.63 | 4.51 | — | — | — | — | 12.59 | 55.82 | 11,517 | 1.52 | (1.06 | ) | 1.52 | 103 | |||||||||||||||||||||||||||||||||||||||||||
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 | )(d) | (0.28 | ) | (0.44 | ) | — | (0.11 | ) | (6.53 | ) | (6.64 | ) | 12.88 | (7.33 | ) | 16,490 | 1.49 | (0.87 | ) | 1.50 | 126 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 23.02 | (0.17 | )(d) | (1.70 | ) | (1.87 | ) | — | — | (1.19 | ) | (1.19 | ) | 19.96 | (8.06 | ) | 24,320 | 1.46 | (0.81 | ) | 1.46 | 139 | ||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 14.01 | (0.11 | )(d) | (3.09 | ) | (3.20 | ) | — | — | — | — | 10.81 | (22.84 | ) | 6,974 | 2.24 | (1.70 | ) | 2.24 | 35 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.98 | (0.21 | )(d) | 3.24 | 3.03 | — | — | — | — | 14.01 | 27.60 | 9,636 | 2.23 | (1.81 | ) | 2.23 | 112 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.10 | (0.17 | ) | 4.05 | 3.88 | — | — | — | — | 10.98 | 54.65 | 8,827 | 2.22 | (1.76 | ) | 2.22 | 103 | |||||||||||||||||||||||||||||||||||||||||||
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 | )(d) | (0.17 | ) | (0.44 | ) | — | (0.11 | ) | (6.53 | ) | (6.64 | ) | 11.38 | (7.98 | ) | 14,323 | 2.20 | (1.57 | ) | 2.21 | 126 | |||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2007 | 21.53 | (0.29 | )(d) | (1.59 | ) | (1.88 | ) | — | — | (1.19 | ) | (1.19 | ) | 18.46 | (8.68 | ) | 21,545 | 2.16 | (1.51 | ) | 2.16 | 139 | ||||||||||||||||||||||||||||||||||||||
Small Cap Value Equity Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 14.54 | 0.07 | (d) | (2.78 | ) | (2.71 | ) | (0.07 | ) | — | — | (0.07 | ) | 11.76 | (18.71 | ) | 870,978 | 1.20 | 0.95 | 1.20 | 14 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.76 | 0.10 | (d) | 2.79 | 2.89 | (0.11 | ) | — | — | (0.11 | ) | 14.54 | 24.68 | 1,002,005 | 1.21 | 0.82 | 1.21 | 72 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.57 | 0.11 | 4.20 | 4.31 | (0.12 | ) | — | — | (0.12 | ) | 11.76 | 57.15 | 612,490 | 1.21 | 1.29 | 1.21 | 62 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 14.33 | 0.04 | (d) | (2.73 | ) | (2.69 | ) | (0.05 | ) | — | — | (0.05 | ) | 11.59 | (18.83 | ) | 113,370 | 1.50 | 0.66 | 1.50 | 14 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.59 | 0.06 | (d) | 2.75 | 2.81 | (0.07 | ) | — | — | (0.07 | ) | 14.33 | 24.38 | 103,365 | 1.52 | 0.48 | 1.52 | 72 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.47 | 0.07 | 4.15 | 4.22 | (0.10 | ) | — | — | (0.10 | ) | 11.59 | 56.66 | 17,826 | 1.50 | 1.00 | 1.50 | 62 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 13.76 | — (d | )(f) | (2.63 | ) | (2.63 | ) | (0.01 | ) | — | — | (0.01 | ) | 11.12 | (19.14 | ) | 28,043 | 2.20 | (0.06 | ) | 2.20 | 14 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.15 | (0.02 | )(d) | 2.64 | 2.62 | (0.01 | ) | — | — | (0.01 | ) | 13.76 | 23.51 | 32,074 | 2.21 | (0.18 | ) | 2.21 | 72 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.20 | 0.02 | 3.97 | 3.99 | (0.04 | ) | — | — | (0.04 | ) | 11.15 | 55.48 | 17,601 | 2.21 | 0.30 | 2.21 | 62 | |||||||||||||||||||||||||||||||||||||||||||
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 |
61
Ratio | Ratio of | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Aggressive Growth Allocation Strategy(h) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $8.57 | $ | 0.03 | (d) | $ | (1.67 | ) | $ | (1.64 | ) | $ | (0.03 | ) | $ | — | $ | — | $ | (0.03 | ) | $6.90 | (19.19 | )% | $17,444 | 0.20 | % | 0.72 | % | 0.46 | % | 32 | % | ||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 7.43 | 0.05 | (d) | 1.18 | 1.23 | (0.09 | ) | — | — | (0.09 | ) | 8.57 | 16.73 | 22,524 | 0.20 | 0.71 | 0.52 | 19 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 5.06 | 0.10 | 2.36 | 2.46 | (0.09 | ) | — | — | (0.09 | ) | 7.43 | 48.74 | 22,335 | — | 1.41 | 0.33 | 23 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.37 | 0.11 | (3.68 | ) | (3.57 | ) | (0.13 | ) | — | (f) | (1.61 | ) | (1.74 | ) | 5.06 | (35.39 | ) | 13,411 | 0.20 | 1.32 | 0.23 | 25 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 13.00 | 0.14 | (d) | (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 | (d) | 1.05 | 1.17 | (0.25 | ) | — | (0.24 | ) | (0.49 | ) | 13.00 | 9.60 | 53,098 | 0.18 | 0.94 | 0.18 | 52 | |||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 8.52 | 0.02 | (d) | (1.66 | ) | (1.64 | ) | (0.02 | ) | — | — | (0.02 | ) | 6.86 | (19.31 | ) | 3,584 | 0.50 | 0.42 | 0.76 | 32 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 7.38 | 0.04 | (d) | 1.17 | 1.21 | (0.07 | ) | — | — | (0.07 | ) | 8.52 | 16.48 | 4,655 | 0.50 | 0.51 | 0.84 | 19 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 5.04 | 0.07 | 2.34 | 2.41 | (0.07 | ) | — | — | (0.07 | ) | 7.38 | 48.02 | 2,438 | — | 1.03 | 0.63 | 23 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.33 | 0.09 | (3.66 | ) | (3.57 | ) | (0.11 | ) | — | (f) | (1.61 | ) | (1.72 | ) | 5.04 | (35.50 | ) | 1,815 | 0.50 | 1.07 | 0.53 | 25 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.97 | 0.13 | (d) | (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 | (d) | 1.05 | 1.13 | (0.21 | ) | — | (0.24 | ) | (0.45 | ) | 12.97 | 9.31 | 3,040 | 0.48 | 0.63 | 0.48 | 52 | |||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 8.39 | (0.01 | )(d) | (1.64 | ) | (1.65 | ) | — | — | — | — | 6.74 | (19.67 | ) | 680 | 1.20 | (0.31 | ) | 1.46 | 32 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 7.30 | (0.02 | )(d) | 1.16 | 1.14 | (0.05 | ) | — | — | (0.05 | ) | 8.39 | 15.70 | 1,059 | 1.20 | (0.33 | ) | 1.52 | 19 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 5.00 | 0.03 | 2.32 | 2.35 | (0.05 | ) | — | — | (0.05 | ) | 7.30 | 47.14 | 1,554 | — | 0.37 | 1.33 | 23 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.29 | 0.03 | (3.65 | ) | (3.62 | ) | (0.06 | ) | — | (f) | (1.61 | ) | (1.67 | ) | 5.00 | (36.04 | ) | 1,076 | 1.20 | 0.39 | 1.23 | 25 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2008 | 12.98 | 0.04 | (d) | (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 | — | (d) | 1.04 | 1.04 | (0.15 | ) | — | (0.24 | ) | (0.39 | ) | 12.98 | 8.54 | 1,573 | 1.18 | (0.03 | ) | 1.18 | 52 | ||||||||||||||||||||||||||||||||||||||||
Conservative Allocation Strategy(h) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 12.07 | 0.14 | (d) | (0.57 | ) | (0.43 | ) | (0.12 | ) | — | — | (0.12 | ) | 11.52 | (3.59 | ) | 15,418 | 0.20 | 2.27 | 0.43 | 25 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.51 | 0.28 | (d) | 0.75 | 1.03 | (0.46 | ) | — | (0.01 | ) | (0.47 | ) | 12.07 | 9.15 | 12,897 | 0.20 | 2.41 | 0.66 | 28 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.81 | 0.27 | 1.72 | 1.99 | (0.28 | ) | — | (0.01 | ) | (0.29 | ) | 11.51 | 20.51 | 6,310 | 0.20 | 2.61 | 0.53 | 29 | ||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.30 | 0.75 | (0.48 | ) | — | (0.11 | ) | (0.59 | ) | 11.37 | 6.91 | 3,362 | 0.20 | 4.00 | 0.32 | 43 | |||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 12.06 | 0.12 | (d) | (0.57 | ) | (0.45 | ) | (0.10 | ) | — | — | �� | (0.10 | ) | 11.51 | (3.74 | ) | 8,083 | 0.50 | 1.96 | 0.74 | 25 | ||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.51 | 0.28 | (d) | 0.71 | 0.99 | (0.43 | ) | — | (0.01 | ) | (0.44 | ) | 12.06 | 8.73 | 8,371 | 0.50 | 2.35 | 0.96 | 28 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.81 | 0.23 | 1.74 | 1.97 | (0.26 | ) | — | (0.01 | ) | (0.27 | ) | 11.51 | 20.25 | 3,137 | 0.50 | 2.27 | 0.89 | 29 | ||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.32 | 0.73 | (0.45 | ) | — | (0.11 | ) | (0.56 | ) | 11.38 | 6.64 | 811 | 0.50 | 3.61 | 0.62 | 43 | |||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 11.99 | 0.08 | (d) | (0.57 | ) | (0.49 | ) | (0.06 | ) | — | — | (0.06 | ) | 11.44 | (4.07 | ) | 9,167 | 1.20 | 1.27 | 1.43 | 25 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.44 | 0.17 | (d) | 0.74 | 0.91 | (0.35 | ) | — | (0.01 | ) | (0.36 | ) | 11.99 | 8.07 | 7,305 | 1.20 | 1.47 | 1.65 | 28 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.77 | 0.16 | 1.71 | 1.87 | (0.19 | ) | — | (0.01 | ) | (0.20 | ) | 11.44 | 19.29 | 4,294 | 1.20 | 1.61 | 1.52 | 29 | ||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.31 | 0.65 | (0.37 | ) | — | (0.11 | ) | (0.48 | ) | 11.37 | 5.91 | 792 | 1.20 | 2.99 | 1.32 | 43 |
62
Ratio | Ratio | Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | of | of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Net | Expenses | Investment | Assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | Assets | to | Income to | (Excluding | |||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | End of | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | Period | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Growth Allocation Strategy(h) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $10.56 | $ | 0.07 | (d) | $ | (1.47 | ) | $ | (1.40 | ) | $ | (0.07 | ) | $ | — | $ | — | $ | (0.07 | ) | $9.09 | (13.34 | )% | $46,008 | 0.20 | % | 1.39 | % | 0.28 | % | 29 | % | ||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.52 | 0.14 | (d) | 1.13 | 1.27 | (0.23 | ) | — | — | (0.23 | ) | 10.56 | 13.58 | 55,332 | 0.20 | 1.44 | 0.31 | 25 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.02 | 0.15 | 2.50 | 2.65 | (0.15 | ) | — | — | (0.15 | ) | 9.52 | 37.92 | 54,407 | 0.19 | 1.70 | 0.24 | 21 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.82 | 1.07 | (0.35 | ) | — | (0.26 | ) | (0.61 | ) | 12.89 | 8.73 | 111,848 | 0.17 | 2.00 | 0.17 | 45 | |||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.53 | 0.06 | (d) | (1.48 | ) | (1.42 | ) | (0.05 | ) | — | — | (0.05 | ) | 9.06 | (13.51 | ) | 9,266 | 0.50 | 1.10 | 0.58 | 29 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.48 | 0.13 | (d) | 1.12 | 1.25 | (0.20 | ) | — | — | (0.20 | ) | 10.53 | 13.35 | 10,934 | 0.50 | 1.35 | 0.61 | 25 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.00 | 0.13 | 2.48 | 2.61 | (0.13 | ) | — | — | (0.13 | ) | 9.48 | 37.46 | 3,638 | 0.49 | 1.39 | 0.54 | 21 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.82 | 1.03 | (0.31 | ) | — | (0.26 | ) | (0.57 | ) | 12.87 | 8.44 | 6,778 | 0.47 | 1.71 | 0.47 | 45 | |||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.41 | 0.02 | (d) | (1.46 | ) | (1.44 | ) | (0.01 | ) | — | — | (0.01 | ) | 8.96 | (13.80 | ) | 2,445 | 1.20 | 0.38 | 1.28 | 29 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.38 | 0.04 | (d) | 1.12 | 1.16 | (0.13 | ) | — | — | (0.13 | ) | 10.41 | 12.50 | 3,063 | 1.20 | 0.43 | 1.31 | 25 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 6.94 | 0.07 | 2.46 | 2.53 | (0.09 | ) | — | — | (0.09 | ) | 9.38 | 36.53 | 3,234 | 1.19 | 0.69 | 1.24 | 21 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.80 | 0.93 | (0.23 | ) | — | (0.26 | ) | (0.49 | ) | 12.83 | 7.62 | 5,535 | 1.17 | 1.05 | 1.17 | 45 | |||||||||||||||||||||||||||||||||||||||||
Moderate Allocation Strategy(h) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.60 | 0.10 | (d) | (1.00 | ) | (0.90 | ) | (0.09 | ) | — | — | (0.09 | ) | 9.61 | (8.54 | ) | 113,062 | 0.20 | 1.90 | 0.23 | 25 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.84 | 0.20 | (d) | 0.90 | 1.10 | (0.34 | ) | — | — | (0.34 | ) | 10.60 | 11.45 | 122,804 | 0.20 | 2.00 | 0.23 | 33 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.76 | 0.20 | 2.09 | 2.29 | (0.21 | ) | — | — | (0.21 | ) | 9.84 | 29.66 | 125,016 | 0.19 | 2.22 | 0.21 | 21 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.55 | 0.86 | (0.37 | ) | — | (0.46 | ) | (0.83 | ) | 10.88 | 8.02 | 193,107 | 0.16 | 2.80 | 0.16 | 49 | |||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.58 | 0.08 | (d) | (0.99 | ) | (0.91 | ) | (0.07 | ) | — | — | (0.07 | ) | 9.60 | (8.60 | ) | 13,737 | 0.50 | 1.61 | 0.53 | 25 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.82 | 0.18 | (d) | 0.89 | 1.07 | (0.31 | ) | — | — | (0.31 | ) | 10.58 | 11.11 | 14,416 | 0.50 | 1.79 | 0.53 | 33 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.75 | 0.17 | 2.08 | 2.25 | (0.18 | ) | — | — | (0.18 | ) | 9.82 | 29.23 | 8,615 | 0.49 | 1.91 | 0.51 | 21 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.55 | 0.83 | (0.33 | ) | — | (0.46 | ) | (0.79 | ) | 10.88 | 7.77 | 11,069 | 0.46 | 2.53 | 0.46 | 49 | |||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.52 | 0.05 | (d) | (0.99 | ) | (0.94 | ) | (0.04 | ) | — | — | (0.04 | ) | 9.54 | (8.98 | ) | 13,525 | 1.20 | 0.89 | 1.23 | 25 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.77 | 0.09 | (d) | 0.90 | 0.99 | (0.24 | ) | — | — | (0.24 | ) | 10.52 | 10.29 | 15,252 | 1.20 | 0.95 | 1.23 | 33 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.72 | 0.11 | 2.07 | 2.18 | (0.13 | ) | — | — | (0.13 | ) | 9.77 | 28.31 | 15,431 | 1.19 | 1.21 | 1.21 | 21 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.52 | 0.75 | (0.25 | ) | — | (0.46 | ) | (0.71 | ) | 10.86 | 7.01 | 24,424 | 1.19 | 2.12 | 1.19 | 49 |
63
Ù | Unaudited. |
(a) | Total return excludes sales charge. Not annualized for periods less than one year. | |
(b) | Annualized for periods less than one year. | |
(c) | Not annualized for periods less than one year. | |
(d) | Per share data calculated using average shares outstanding method. | |
(e) | Net Asset Value (“NAV”) varies from NAV reported to shareholders at period end as these financial statements are prepared inclusive of trade date adjustments. | |
(f) | Rounds to less than $0.01 per share. | |
(g) | 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 has been revised to $(2.27) per share from $(2.22) per share. | |
(h) | The Fund and its shareholders indirectly bear a pro rata share of the fees and expenses incurred by the underlying funds in which the Fund is invested. The expense ratios do not include such expense. |
64
(Unaudited)
1. | Organization |
Number of | Number of | Dollar Amount | ||||||||||
Fund | B Shares Converted | A Shares Issued | of Conversion($) | |||||||||
Aggressive Growth Allocation Strategy | 311,668 | 304,663 | 2,057,603 | |||||||||
Conservative Allocation Strategy | 166,115 | 165,980 | 1,883,045 | |||||||||
Growth Allocation Strategy | 876,589 | 873,823 | 7,808,741 | |||||||||
Moderate Allocation Strategy | 555,122 | 552,349 | 5,218,704 |
65
(Unaudited)
2. | Significant Accounting Policies |
66
(Unaudited)
• | Level 1 — quoted prices in active markets for identical assets | |
• | Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | |
• | Level 3 — significant unobservable inputs (including each Fund’s own assumptions in determining the fair value of investments) |
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Prices($) | Inputs($) | Inputs($) | Total($) | |||||||||||||
Aggressive Growth Stock Fund | ||||||||||||||||
Common Stocks1 | 87,788,789 | — | — | 87,788,789 | ||||||||||||
Short-Term Investment | — | 177,200 | — | 177,200 | ||||||||||||
Money Market Fund | 822,109 | — | — | 822,109 | ||||||||||||
Total Investments | 88,610,898 | 177,200 | — | 88,788,098 | ||||||||||||
Emerging Growth Stock Fund | ||||||||||||||||
Common Stocks1 | 16,592,739 | — | — | 16,592,739 | ||||||||||||
Short-Term Investment | — | 380,150 | — | 380,150 | ||||||||||||
Total Investments | 16,592,739 | 380,150 | — | 16,972,889 | ||||||||||||
67
(Unaudited)
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Prices($) | Inputs($) | Inputs($) | Total($) | |||||||||||||
International Equity Fund | ||||||||||||||||
Foreign Common Stocks1 | 18,142,164 | 177,084,563 | — | 195,226,727 | ||||||||||||
Foreign Preferred Stocks1 | 1,141,699 | — | — | 1,141,699 | ||||||||||||
Short-Term Investment | — | 664,950 | — | 664,950 | ||||||||||||
Money Market Fund | 3,946,897 | — | — | 3,946,897 | ||||||||||||
Total Investments | 23,230,760 | 177,749,513 | — | 200,980,273 | ||||||||||||
International Equity Index Fund | ||||||||||||||||
Foreign Common Stocks1 | 6,733,374 | 332,225,108 | 0 | 2 | 338,958,482 | |||||||||||
Foreign Preferred Stocks1 | — | 3,282,822 | — | 3,282,822 | ||||||||||||
Rights — Foreign1 | 45,421 | — | 0 | 2 | 45,421 | |||||||||||
Exchange Traded Funds | 14,058,855 | — | — | 14,058,855 | ||||||||||||
Units | — | 75,155 | — | 75,155 | ||||||||||||
Short-Term Investment | — | 12,791,653 | — | 12,791,653 | ||||||||||||
Total Investments | 20,837,650 | 348,374,738 | 0 | 2 | 369,212,388 | |||||||||||
Large Cap Core Growth Stock Fund | ||||||||||||||||
Common Stocks1 | 86,188,325 | — | — | 86,188,325 | ||||||||||||
Money Market Fund | 1,208,745 | — | — | 1,208,745 | ||||||||||||
Total Investments | 87,397,070 | — | — | 87,397,070 | ||||||||||||
Large Cap Growth Stock Fund | ||||||||||||||||
Common Stocks1 | 380,824,388 | — | — | 380,824,388 | ||||||||||||
Money Market Fund | 4,172,607 | — | — | 4,172,607 | ||||||||||||
Total Investments | 384,996,995 | — | — | 384,996,995 | ||||||||||||
Large Cap Value Equity Fund | ||||||||||||||||
Common Stocks1 | 1,522,830,060 | — | — | 1,522,830,060 | ||||||||||||
Short-Term Investment | — | 11,883,075 | — | 11,883,075 | ||||||||||||
Money Market Fund | 66,301,545 | — | — | 66,301,545 | ||||||||||||
Total Investments | 1,589,131,605 | 11,883,075 | — | 1,601,014,680 | ||||||||||||
Mid-Cap Value Equity Fund | ||||||||||||||||
Common Stocks1 | 1,683,785,913 | — | — | 1,683,785,913 | ||||||||||||
Short-Term Investment | — | 97,794,977 | — | 97,794,977 | ||||||||||||
Money Market Fund | 15,942,221 | — | — | 15,942,221 | ||||||||||||
Total Investments | 1,699,728,134 | 97,794,977 | — | 1,797,523,111 | ||||||||||||
Select Large Cap Growth Stock Fund | ||||||||||||||||
Common Stocks1 | 51,195,014 | — | — | 51,195,014 | ||||||||||||
Money Market Fund | 1,263,298 | — | — | 1,263,298 | ||||||||||||
Total Investments | 52,458,312 | — | — | 52,458,312 | ||||||||||||
68
(Unaudited)
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Prices($) | Inputs($) | Inputs($) | Total($) | |||||||||||||
Small Cap Growth Stock Fund | ||||||||||||||||
Common Stocks1 | 287,436,340 | — | — | 287,436,340 | ||||||||||||
Short-Term Investment | — | 32,894,682 | — | 32,894,682 | ||||||||||||
Money Market Fund | 3,705,400 | — | — | 3,705,400 | ||||||||||||
Total Investments | 291,141,740 | 32,894,682 | — | 324,036,422 | ||||||||||||
Small Cap Value Equity Fund | ||||||||||||||||
Common Stocks1 | 955,888,207 | — | — | 955,888,207 | ||||||||||||
Money Market Fund | 62,710,214 | — | — | 62,710,214 | ||||||||||||
Total Investments | 1,018,598,421 | — | — | 1,018,598,421 | ||||||||||||
Aggressive Growth Allocation Strategy | ||||||||||||||||
Equity Funds | 17,340,437 | — | — | 17,340,437 | ||||||||||||
Exchange Traded Funds | 4,309,336 | — | — | 4,309,336 | ||||||||||||
Money Market Fund | 144,768 | — | — | 144,768 | ||||||||||||
Total Investments | 21,794,541 | — | — | 21,794,541 | ||||||||||||
Conservative Allocation Strategy | ||||||||||||||||
Equity Funds | 8,903,431 | — | — | 8,903,431 | ||||||||||||
Fixed Income Funds | 20,882,984 | — | — | 20,882,984 | ||||||||||||
Exchange Traded Funds | 1,813,657 | — | — | 1,813,657 | ||||||||||||
Money Market Fund | 595,424 | — | — | 595,424 | ||||||||||||
Total Investments | 32,195,496 | — | — | 32,195,496 | ||||||||||||
Growth Allocation Strategy | ||||||||||||||||
Equity Funds | 32,734,937 | — | — | 32,734,937 | ||||||||||||
Fixed Income Funds | 15,536,814 | — | — | 15,536,814 | ||||||||||||
Exchange Traded Funds | 9,048,766 | — | — | 9,048,766 | ||||||||||||
Money Market Fund | 614,612 | — | — | 614,612 | ||||||||||||
Total Investments | 57,935,129 | — | — | 57,935,129 | ||||||||||||
Moderate Allocation Strategy | ||||||||||||||||
Equity Funds | 57,714,814 | — | — | 57,714,814 | ||||||||||||
Fixed Income Funds | 65,356,402 | — | — | 65,356,402 | ||||||||||||
Exchange Traded Funds | 16,559,877 | — | — | 16,559,877 | ||||||||||||
Money Market Fund | 1,154,135 | — | — | 1,154,135 | ||||||||||||
Total Investments | 140,785,228 | — | — | 140,785,228 | ||||||||||||
1 | Please see the Schedule of Portfolio Investments for Sector or Country Classifications. |
2 | As of September 30, 2011, the securities designated as Level 3 were fair valued using significant unobservable inputs under procedures adopted by the Board. Such valuations were based on a review of inputs such as, but not limited to, similar securities, company specific financial information, and company specific news. For each of these securities there were no changes in the valuation techniques used since the March 31, 2011 annual report. The Level 3 securities comprised 0.0% of net assets of the Fund. As such, the Level 3 roll forward and change in unrealized appreciation (depreciation) of Level 3 securities held at period end have not been presented. |
69
(Unaudited)
70
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
JPMorgan U.S. Government Money Market Fund, Capital Shares, 0.01% | 100,012,610 | 100,012,610 | ||||||
Merrill Lynch Tri-Party Repurchase Agreement, 0.01%, dated 09/30/11 to be repurchased on 10/03/11, repurchase price $30,000,025 (collateralized by Federal Home Loan Bank; 0.23% due 08/28/12; total market value $30,612,245) | 30,000,000 | 30,000,000 | ||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00% | 188,505,226 | 188,505,226 | ||||||
Total Investments (Cost $318,517,836) | 318,517,836 | |||||||
Amount due to Lending Agent | (124,146 | ) | ||||||
Net Investment Value | 318,393,690 | |||||||
Fund | Fee($) | |||
Aggressive Growth Stock Fund | 531 | |||
Emerging Growth Stock Fund | 2,701 | |||
International Equity Fund | 48,560 | |||
International Equity Index Fund | 107,361 | |||
Large Cap Growth Stock Fund | 1,876 | |||
Large Cap Value Equity Fund | 325 | |||
Mid-Cap Value Equity Fund | 163,698 | |||
Small Cap Growth Stock Fund | 64,737 |
71
(Unaudited)
3. | Investment Adviser and Other Service Providers |
72
(Unaudited)
Advisory Fees | Net Annual | |||||||||||||||
Maximum Annual | Discounted Annual | Waived/Expenses | Fees | |||||||||||||
Fund | Advisory Fee(%)* | Advisory Fee(%)* | Reimbursed(%)* | Paid(%)* | ||||||||||||
Aggressive Growth Stock Fund | 1.10 | 1.10 | — | 1.10 | ||||||||||||
Emerging Growth Stock Fund | 1.10 | 1.10 | (0.09 | ) | 1.01 | |||||||||||
International Equity Fund | 1.15 | 1.15 | — | 1.15 | ||||||||||||
International Equity Index Fund | 0.50 | 0.50 | — | 0.50 | ||||||||||||
Large Cap Core Growth Stock Fund | 0.85 | 0.85 | — | 0.85 | ||||||||||||
Large Cap Growth Stock Fund | 0.97 | 0.97 | — | 0.97 | ||||||||||||
Large Cap Value Equity Fund | 0.80 | 0.76 | — | 0.76 | ||||||||||||
Mid-Cap Value Equity Fund | 1.00 | 0.94 | — | 0.94 | ||||||||||||
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 | 1.11 | — | 1.11 | ||||||||||||
Aggressive Growth Allocation Strategy | 0.10 | 0.10 | (0.26 | ) | — | |||||||||||
Conservative Allocation Strategy | 0.10 | 0.10 | (0.23 | ) | — | |||||||||||
Growth Allocation Strategy | 0.10 | 0.10 | (0.08 | ) | 0.02 | |||||||||||
Moderate Allocation Strategy | 0.10 | 0.10 | (0.03 | ) | 0.07 |
* | Aggregate annual fees paid to the Investment Adviser, who pays the applicable Subadviser a portion of the fees for its services to the Funds. |
Total Annual | ||||||||
Fund Operating | ||||||||
Fund | Expenses(%) | |||||||
Emerging Growth Stock Fund | I Shares | 1.24 | ||||||
Emerging Growth Stock Fund | A Shares | 1.54 | ||||||
Aggressive Growth Allocation Strategy | I Shares | 0.20 | ||||||
Aggressive Growth Allocation Strategy | A Shares | 0.50 | ||||||
Aggressive Growth Allocation Strategy | C Shares | 1.20 | ||||||
Conservative Allocation Strategy | I Shares | 0.20 | ||||||
Conservative Allocation Strategy | A Shares | 0.50 | ||||||
Conservative Allocation Strategy | C Shares | 1.20 | ||||||
Growth Allocation Strategy | I Shares | 0.20 | ||||||
Growth Allocation Strategy | A Shares | 0.50 | ||||||
Growth Allocation Strategy | C Shares | 1.20 | ||||||
Moderate Allocation Strategy | I Shares | 0.20 | ||||||
Moderate Allocation Strategy | A Shares | 0.50 | ||||||
Moderate Allocation Strategy | C Shares | 1.20 |
73
(Unaudited)
Expires | ||||||||||||||||
Fund | 2012($) | 2013($) | 2014($) | 2015($) | ||||||||||||
Emerging Growth Stock Fund | — | — | 19,328 | 13,103 | ||||||||||||
Aggressive Growth Allocation Strategy | 1,390 | 28,500 | 88,530 | 33,745 | ||||||||||||
Conservative Allocation Strategy | 12,480 | 39,210 | 93,778 | 36,224 | ||||||||||||
Growth Allocation Strategy | 4,520 | 21,194 | 73,522 | 26,462 | ||||||||||||
Moderate Allocation Strategy | — | 2,865 | 43,102 | 19,057 |
74
(Unaudited)
Board Approved | Board Approved | |||||||
and Charged | and Charged | |||||||
A Share | C Share | |||||||
Distribution | Distribution | |||||||
and Service | and Service | |||||||
Fund | Fee(%) | Fee(%) | ||||||
Aggressive Growth Stock Fund | 0.30 | N/A | ||||||
Emerging Growth Stock Fund | 0.30 | N/A | ||||||
International Equity Fund | 0.30 | N/A | ||||||
International Equity Index Fund | 0.30 | N/A | ||||||
Large Cap Core Growth Stock Fund | 0.25 | 1.00 | ||||||
Large Cap Growth Stock Fund | 0.30 | 1.00 | ||||||
Large Cap Value Equity Fund | 0.30 | 1.00 | ||||||
Mid-Cap Value Equity Fund | 0.30 | 1.00 | ||||||
Select Large Cap Growth Stock Fund | 0.30 | 1.00 | ||||||
Small Cap Growth Stock Fund | 0.30 | 1.00 | ||||||
Small Cap Value Equity Fund | 0.30 | 1.00 | ||||||
Aggressive Growth Allocation Strategy | 0.30 | 1.00 | ||||||
Conservative Allocation Strategy | 0.30 | 1.00 | ||||||
Growth Allocation Strategy | 0.30 | 1.00 | ||||||
Moderate Allocation Strategy | 0.30 | 1.00 |
Chairman($) | Trustee($) | |||||||
Annual Retainer | 105,000 | 84,000 | ||||||
Regular Meeting Fee | 7,875 | 6,300 | ||||||
Special Meeting Fee | 4,594 | 3,675 | ||||||
Committee Meeting Fee | 4,725 | 3,150 |
75
(Unaudited)
4. | Investment Transactions |
Sales and | ||||||||
Fund | Purchases($) | Maturities($) | ||||||
Aggressive Growth Stock Fund | 20,458,575 | 39,298,955 | ||||||
Emerging Growth Stock Fund | 20,301,616 | 19,057,274 | ||||||
International Equity Fund | 99,857,419 | 105,722,027 | ||||||
International Equity Index Fund | 111,088,628 | 131,866,158 | ||||||
Large Cap Core Growth Stock Fund | 88,096,027 | 373,682,209 | ||||||
Large Cap Growth Stock Fund | 41,244,207 | 65,275,998 | ||||||
Large Cap Value Equity Fund | 1,391,614,452 | 972,209,384 | ||||||
Mid-Cap Value Equity Fund | 2,165,181,877 | 1,826,063,765 | ||||||
Select Large Cap Growth Stock Fund | 30,953,507 | 64,882,745 | ||||||
Small Cap Growth Stock Fund | 139,341,134 | 188,903,877 | ||||||
Small Cap Value Equity Fund | 276,938,566 | 155,614,781 | ||||||
Aggressive Growth Allocation Strategy | 8,294,243 | 8,883,047 | ||||||
Conservative Allocation Strategy | 13,172,465 | 7,562,419 | ||||||
Growth Allocation Strategy | 19,204,461 | 20,348,929 | ||||||
Moderate Allocation Strategy | 42,100,066 | 37,293,874 |
5. | Federal Income Tax Information |
76
(Unaudited)
Aggregate Gross | Aggregate | Net Unrealized | ||||||||||||||
Unrealized | Gross Unrealized | Appreciation | ||||||||||||||
Fund | Cost($) | Appreciation($) | (Depreciation)($) | (Depreciation)($) | ||||||||||||
Aggressive Growth Stock Fund | 69,038,135 | 29,330,490 | (9,580,527 | ) | 19,749,963 | |||||||||||
Emerging Growth Stock | 16,881,788 | 2,756,864 | (2,665,763 | ) | 91,101 | |||||||||||
International Equity Fund | 214,451,343 | 12,220,292 | (25,691,362 | ) | (13,471,070 | ) | ||||||||||
International Equity Index Fund | 296,482,464 | 98,492,469 | (25,762,545 | ) | 72,729,924 | |||||||||||
Large Cap Core Growth Stock Fund | 89,906,165 | 9,983,580 | (12,492,675 | ) | (2,509,095 | ) | ||||||||||
Large Cap Growth Stock Fund | 281,542,599 | 119,384,556 | (15,930,160 | ) | 103,454,396 | |||||||||||
Large Cap Value Equity Fund | 1,719,201,207 | 39,246,185 | (157,432,712 | ) | (118,186,527 | ) | ||||||||||
Mid-Cap Value Equity Fund | 2,140,437,875 | 12,019,045 | (354,933,809 | ) | (342,914,764 | ) | ||||||||||
Select Large Cap Growth Stock | 46,910,118 | 10,282,316 | (4,734,122 | ) | 5,548,194 | |||||||||||
Small Cap Growth Stock Fund | 316,486,085 | 45,623,855 | (38,073,518 | ) | 7,550,337 | |||||||||||
Small Cap Value Equity Fund | 1,083,999,411 | 82,660,854 | (148,061,844 | ) | (65,400,990 | ) | ||||||||||
Aggressive Growth Allocation Strategy | 22,460,890 | 624,096 | (1,290,445 | ) | (666,349 | ) | ||||||||||
Conservative Allocation Strategy | 32,049,873 | 685,324 | (539,701 | ) | 145,623 | |||||||||||
Growth Allocation Strategy | 57,343,163 | 2,829,908 | (2,237,942 | ) | 591,966 | |||||||||||
Moderate Allocation Strategy | 138,235,089 | 6,073,731 | (3,523,592 | ) | 2,550,139 |
Distributions paid from | ||||||||||||||||
Net | Net Long | Total | ||||||||||||||
Investment | Term Capital | Return of | Distributions | |||||||||||||
Fund | Income**($) | Gains***($) | Capital($) | Paid*($) | ||||||||||||
International Equity Fund | 6,700,375 | — | — | 6,700,375 | ||||||||||||
International Equity Index Fund | 16,560,813 | — | — | 16,560,813 | ||||||||||||
Large Cap Core Growth Stock Fund | 4,954,668 | — | — | 4,954,668 | ||||||||||||
Large Cap Growth Stock Fund | 153,955 | — | — | 153,955 | ||||||||||||
Large Cap Value Equity Fund | 18,247,080 | — | — | 18,247,080 | ||||||||||||
Mid-Cap Value Equity Fund | 90,479,641 | 11,079,181 | — | 101,558,822 | ||||||||||||
Small Cap Value Equity Fund | 6,547,218 | 105,291 | — | 6,652,509 | ||||||||||||
Aggressive Growth Allocation Strategy | 314,752 | — | — | 314,752 | ||||||||||||
Conservative Allocation Strategy | 745,323 | 39,857 | — | 785,180 | ||||||||||||
Growth Allocation Strategy | 1,534,951 | — | — | 1,534,951 | ||||||||||||
Moderate Allocation Strategy | 4,943,133 | — | — | 4,943,133 |
* | Total distributions paid are recognized on a when declared basis for the year ended March 31, 2011. |
** | Net investment income includes taxable market discount income and net short-term capital gains, if any. |
*** | The Funds designate as a long-term capital gain dividend, pursuant to the Internal Revenue Code Section 852(b)(3), the amount necessary to reduce earnings and profits of the Funds related to net capital gain to zero for the tax year ended March 31,2011. |
77
(Unaudited)
Total | ||||||||||||||||||||||||||
Undistributed | 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 | — | — | — | (34,192,452 | ) | 56,273,395 | 22,080,943 | |||||||||||||||||||
Emerging Growth Stock Fund | — | — | — | (20,295,452 | ) | 7,427,119 | (12,868,333 | ) | ||||||||||||||||||
International Equity Fund | 787,898 | — | 787,898 | (295,788,564 | ) | 39,697,735 | (255,302,931 | ) | ||||||||||||||||||
International Equity Index Fund | 4,493,117 | — | 4,493,117 | (26,023,723 | ) | 177,717,709 | 156,187,103 | |||||||||||||||||||
Large Cap Core Growth Stock Fund | — | — | — | (179,010,277 | ) | 50,432,430 | (128,577,847 | ) | ||||||||||||||||||
Large Cap Growth Stock Fund | — | — | — | (16,801,578 | ) | 172,599,725 | 155,798,147 | |||||||||||||||||||
Large Cap Value Equity Fund | 287,184 | — | 287,184 | (72,834,987 | ) | 190,731,556 | 118,183,753 | |||||||||||||||||||
Mid-Cap Value Equity Fund | 147,052,819 | 25,657,958 | 172,710,777 | — | 156,314,309 | 329,025,086 | ||||||||||||||||||||
Select Large Cap Growth Stock Fund | — | — | — | (10,129,974 | ) | 29,181,127 | 19,051,153 | |||||||||||||||||||
Small Cap Growth Stock Fund | — | — | — | (42,720,623 | ) | 121,536,798 | 78,816,175 | |||||||||||||||||||
Small Cap Value Equity Fund | — | 18,527,748 | 18,527,748 | (331 | ) | 194,176,151 | 212,703,568 | |||||||||||||||||||
Aggressive Growth Allocation Strategy | 18,423 | — | 18,423 | (1,017,654 | ) | 4,521,888 | 3,522,657 | |||||||||||||||||||
Conservative Allocation Strategy | — | 167,493 | 167,493 | — | 1,551,524 | 1,719,017 | ||||||||||||||||||||
Growth Allocation Strategy | — | — | — | (2,884,094 | ) | 10,612,919 | 7,728,825 | |||||||||||||||||||
Moderate Allocation Strategy | — | — | — | (2,712,702 | ) | 17,919,435 | 15,206,733 |
* | As of March 31, 2011, 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) are 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. |
Expires | ||||||||
Fund | 2017($) | 2018($) | ||||||
Aggressive Growth Stock Fund | 291,957 | 33,900,495 | ||||||
Emerging Growth Stock Fund | — | 20,295,452 | ||||||
International Equity Fund | 64,442,199 | 231,346,365 | ||||||
International Equity Index Fund | — | 26,023,723 | ||||||
Large Cap Core Growth Stock Fund | 43,673,659 | 135,336,618 | ||||||
Large Cap Growth Stock Fund | 8,817,930 | 7,983,648 | ||||||
Large Cap Value Equity Fund | — | 72,834,987 | ||||||
Select Large Cap Growth Stock Fund | — | 10,129,974 | ||||||
Small Cap Growth Stock Fund | — | 42,720,623 | ||||||
Aggressive Growth Allocation Strategy | — | 1,017,654 | ||||||
Growth Allocation Strategy | — | 2,884,094 | ||||||
Moderate Allocation Strategy | — | 2,712,702 |
78
(Unaudited)
Fund | Amount($) | |||
Aggressive Growth Stock Fund | 15,399,953 | |||
Emerging Growth Stock Fund | 6,791,703 | |||
International Equity Fund | 25,202,347 | |||
International Equity Index Fund | 69,395,635 | |||
Large Cap Core Growth Stock Fund | 83,290,762 | |||
Large Cap Growth Stock Fund | 35,435,269 | |||
Large Cap Value Equity Fund | 214,167,687 | |||
Select Large Cap Growth Stock Fund | 14,896,018 | |||
Small Cap Growth Stock Fund | 70,669,173 | |||
Small Cap Value Equity Fund | 58,651,497 | |||
Aggressive Growth Allocation Strategy | 24,027 | |||
Growth Allocation Strategy | 698,907 | |||
Moderate Allocation Strategy | 1,780,792 |
6. | Risks |
7. | Investments in Affiliated Issuers |
79
(Unaudited)
Share | Share | |||||||||||||||||||||||||||
Balance at | Balance at | Value at | ||||||||||||||||||||||||||
March 31, | September 30, | September 30, | Dividend | Net Realized | ||||||||||||||||||||||||
Name of Affiliated Issuer | 2011 | Purchases | Sales | 2011 | 2011 | Income | Gain (Loss) | |||||||||||||||||||||
Aggressive Growth Allocation Strategy | ||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund | 70,255 | 1,901 | 2,084 | 70,072 | $ | 882,206 | $ | — | $ | 8,231 | ||||||||||||||||||
RidgeWorth International Equity 130/30 Fund** | 189,610 | — | 189,610 | — | — | — | 158,093 | |||||||||||||||||||||
RidgeWorth International Equity Fund | 36,479 | 64,911 | — | 101,390 | 931,769 | — | — | |||||||||||||||||||||
RidgeWorth International Equity Index Fund | 34,688 | 53,240 | — | 87,928 | 941,708 | — | — | |||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund*** | 144,517 | 208,316 | 143,587 | 209,246 | 2,385,402 | 485 | 227,787 | |||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund | 198,203 | 31,965 | — | 230,168 | 2,278,663 | — | — | |||||||||||||||||||||
RidgeWorth Large Cap Quantitative Equity Fund*** | 165,893 | 698 | 166,591 | — | — | 8,562 | — | |||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund | 340,393 | 13,273 | 15,208 | 338,458 | 3,736,580 | 30,437 | 8,427 | |||||||||||||||||||||
RidgeWorth Mid-Cap Core Equity Fund* | 94,710 | — | 94,710 | — | — | — | — | |||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund* | 97,693 | 111,733 | 10,283 | 199,143 | 1,877,915 | 15,124 | 8,808 | |||||||||||||||||||||
RidgeWorth Real Estate 130/30 Fund** | 124,829 | — | 124,829 | — | — | — | 217,255 | |||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund | 69,934 | 13,367 | — | 83,301 | 2,213,307 | — | — | |||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund | 78,139 | 2,312 | 2,793 | 77,658 | 1,033,623 | — | 2,653 | |||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund | 88,216 | 3,121 | 1,264 | 90,073 | 1,059,264 | 5,925 | 553 | |||||||||||||||||||||
RidgeWorth U.S. Equity 130/30 Fund** | 143,688 | — | 143,688 | — | — | — | 320,608 | |||||||||||||||||||||
Total | $ | 17,340,437 | $ | 60,533 | $ | 952,415 | ||||||||||||||||||||||
Conservative Allocation Strategy | ||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund | 19,748 | 7,542 | — | 27,290 | $ | 343,579 | $ | — | $ | — | ||||||||||||||||||
RidgeWorth Corporate Bond Fund | 138,572 | 87,787 | 1,894 | 224,465 | 2,235,675 | 38,447 | (1,152 | ) | ||||||||||||||||||||
RidgeWorth High Income Fund | 184,635 | 15,854 | 2,189 | 198,300 | 1,279,033 | 50,672 | (1,497 | ) | ||||||||||||||||||||
RidgeWorth Intermediate Bond Fund | 764,136 | 123,625 | 42,321 | 845,440 | 9,113,839 | 95,139 | (7,436 | ) | ||||||||||||||||||||
RidgeWorth International Equity 130/30 Fund** | 53,247 | — | 53,247 | — | — | — | — | |||||||||||||||||||||
RidgeWorth International Equity Fund | 10,351 | 29,963 | — | 40,314 | 370,482 | — | 34,806 | |||||||||||||||||||||
RidgeWorth International Equity Index Fund | 9,842 | 24,388 | — | 34,230 | 366,601 | — | — | |||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund*** | 52,812 | 168,199 | 52,383 | 168,628 | 1,922,355 | 369 | 149,662 | |||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund | 86,200 | 62,388 | 10,093 | 138,495 | 1,371,098 | — | (3,863 | ) | ||||||||||||||||||||
RidgeWorth Large Cap Quantitative Equity Fund*** | 46,562 | 1,295 | 47,857 | — | — | 2,460 | — | |||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund | 135,178 | 68,433 | 21,568 | 182,043 | 2,009,751 | 14,159 | (10,212 | ) | ||||||||||||||||||||
RidgeWorth Mid-Cap Core Equity Fund* | 26,638 | — | 26,638 | — | — | — | — | |||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund* | 27,271 | 62,270 | — | 89,541 | 844,376 | 5,712 | — | |||||||||||||||||||||
RidgeWorth Real Estate 130/30 Fund** | 34,552 | — | 34,552 | — | — | — | 41,439 | |||||||||||||||||||||
RidgeWorth Seix Floating Rate High Income Fund | 83,840 | 2,608 | 15,191 | 71,257 | 604,969 | 19,244 | (8,708 | ) | ||||||||||||||||||||
RidgeWorth Seix High Yield Fund | 132,877 | 11,408 | 1,576 | 142,709 | 1,302,934 | 50,102 | (1,798 | ) | ||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund | 30,481 | 3,275 | 1,611 | 32,145 | 854,092 | — | (2,255 | ) | ||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund | 22,050 | 8,436 | — | 30,486 | 405,768 | — | — | |||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund | 24,912 | 10,405 | — | 35,317 | 415,329 | 1,933 | — | |||||||||||||||||||||
RidgeWorth Total Return Bond Fund | 328,671 | 186,598 | 5,713 | 509,556 | 5,594,929 | 65,193 | (628 | ) | ||||||||||||||||||||
RidgeWorth U.S. Equity 130/30 Fund** | 40,193 | — | 40,193 | — | — | — | 71,559 | |||||||||||||||||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 130,053 | 121,782 | 177,345 | 74,490 | 751,605 | 9,350 | 2,373 | |||||||||||||||||||||
Total | $ | 29,786,415 | $ | 352,780 | $ | 262,290 | ||||||||||||||||||||||
80
(Unaudited)
Share | Share | |||||||||||||||||||||||||||
Balance at | Balance at | Value at | ||||||||||||||||||||||||||
March 31, | September 30, | September 30, | Dividend | Net Realized | ||||||||||||||||||||||||
Name of Affiliated Issuer | 2011 | Purchases | Sales | 2011 | 2011 | Income | Gain (Loss) | |||||||||||||||||||||
Growth Allocation Strategy | ||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund | 130,370 | 1,868 | 1,183 | 131,055 | $ | 1,649,977 | $ | — | $ | 4,712 | ||||||||||||||||||
RidgeWorth Corporate Bond Fund | 126,503 | 2,325 | 8,253 | 120,575 | 1,200,928 | 26,880 | (2,056 | ) | ||||||||||||||||||||
RidgeWorth High Income Fund | 170,283 | 5,328 | 9,538 | 166,073 | 1,071,169 | 45,846 | (5,023 | ) | ||||||||||||||||||||
RidgeWorth Intermediate Bond Fund | 515,477 | 210,783 | 98,656 | 627,604 | 6,765,572 | 65,531 | (12,371 | ) | ||||||||||||||||||||
RidgeWorth International Equity 130/30 Fund** | 351,522 | — | 351,522 | — | — | — | 292,763 | |||||||||||||||||||||
RidgeWorth International Equity Fund | 67,899 | 131,554 | 9,640 | 189,813 | 1,744,383 | — | (9,448 | ) | ||||||||||||||||||||
RidgeWorth International Equity Index Fund | 64,437 | 112,978 | 12,940 | 164,475 | 1,761,527 | — | (17,081 | ) | ||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund*** | 335,081 | 337,044 | 332,669 | 339,456 | 3,869,803 | 822 | 846,897 | |||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund | 367,834 | 124,742 | — | 492,576 | 4,876,506 | — | — | |||||||||||||||||||||
RidgeWorth Large Cap Quantitative Equity Fund*** | 307,946 | 1,296 | 309,242 | — | — | 15,893 | — | |||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund | 631,768 | 67,277 | 15,445 | 683,600 | 7,546,942 | 58,933 | 5,240 | |||||||||||||||||||||
RidgeWorth Mid-Cap Core Equity Fund* | 175,772 | — | 175,772 | — | — | — | — | |||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund* | 181,026 | 177,534 | 11,736 | 346,824 | 3,270,554 | 27,262 | 4,605 | |||||||||||||||||||||
RidgeWorth Real Estate 130/30 Fund** | 230,974 | — | 230,974 | — | — | — | 424,718 | |||||||||||||||||||||
RidgeWorth Seix Floating Rate High Income Fund | 89,388 | 1,956 | 41,012 | 50,332 | 427,319 | 19,550 | (25,215 | ) | ||||||||||||||||||||
RidgeWorth Seix High Yield Fund | 122,414 | 3,842 | 6,868 | 119,388 | 1,090,010 | 45,331 | (4,609 | ) | ||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund | 129,791 | 24,751 | — | 154,542 | 4,106,190 | — | — | |||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund | 145,281 | 2,262 | 2,488 | 145,055 | 1,930,680 | — | 2,364 | |||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund | 164,046 | 4,183 | — | 168,229 | 1,978,375 | 11,036 | — | |||||||||||||||||||||
RidgeWorth Total Return Bond Fund | 531,374 | 7,359 | 99,332 | 439,401 | 4,824,628 | 91,273 | 82,849 | |||||||||||||||||||||
RidgeWorth U.S. Equity 130/30 Fund** | 266,686 | — | 266,686 | — | — | — | 604,060 | |||||||||||||||||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 77,952 | 32,033 | 94,406 | 15,579 | 157,188 | 4,191 | 2,809 | |||||||||||||||||||||
Total | $ | 48,271,751 | $ | 412,638 | $ | 2,195,214 | ||||||||||||||||||||||
Moderate Allocation Strategy | ||||||||||||||||||||||||||||
RidgeWorth Aggressive Growth Stock Fund | 209,099 | 5,901 | 3,830 | 211,170 | $ | 2,658,633 | $ | — | $ | 23,335 | ||||||||||||||||||
RidgeWorth Corporate Bond Fund | 511,173 | 9,408 | 17,832 | 502,749 | 5,007,377 | 109,255 | (4,464 | ) | ||||||||||||||||||||
RidgeWorth High Income Fund | 689,293 | 21,590 | 20,607 | 690,276 | 4,452,282 | 186,581 | (12,883 | ) | ||||||||||||||||||||
RidgeWorth Intermediate Bond Fund | 2,118,119 | 526,919 | 268,606 | 2,376,432 | 25,617,935 | 258,706 | (32,469 | ) | ||||||||||||||||||||
RidgeWorth International Equity 130/30 Fund** | 563,608 | — | 563,608 | — | — | — | 487,518 | |||||||||||||||||||||
RidgeWorth International Equity Fund | 109,057 | 249,919 | 53,013 | 305,963 | 2,811,796 | — | (51,953 | ) | ||||||||||||||||||||
RidgeWorth International Equity Index Fund | 103,515 | 214,615 | 53,093 | 265,037 | 2,838,544 | — | (70,082 | ) | ||||||||||||||||||||
RidgeWorth Large Cap Core Growth Stock Fund*** | 540,702 | 817,431 | 537,562 | 820,571 | 9,354,506 | 1,880 | 1,457,454 | |||||||||||||||||||||
RidgeWorth Large Cap Growth Stock Fund | 589,850 | 282,577 | — | 872,427 | 8,637,030 | — | — | |||||||||||||||||||||
RidgeWorth Large Cap Quantitative Equity Fund*** | 493,478 | 2,077 | 495,555 | — | — | 25,468 | — | |||||||||||||||||||||
RidgeWorth Large Cap Value Equity Fund | 1,012,938 | 218,015 | 33,700 | 1,197,253 | 13,217,676 | 98,949 | 3,209 | |||||||||||||||||||||
RidgeWorth Mid-Cap Core Equity Fund* | 281,997 | — | 281,997 | — | — | — | — | |||||||||||||||||||||
RidgeWorth Mid-Cap Value Equity Fund* | 290,318 | 292,970 | 23,985 | 559,303 | 5,274,223 | 43,833 | 17,479 | |||||||||||||||||||||
RidgeWorth Real Estate 130/30 Fund** | 369,921 | — | 369,921 | — | — | — | 673,678 | |||||||||||||||||||||
RidgeWorth Seix Floating Rate High Income Fund | 360,957 | 7,870 | 134,152 | 234,675 | 1,992,391 | 78,423 | (77,017 | ) | ||||||||||||||||||||
RidgeWorth Seix High Yield Fund | 495,652 | 15,571 | 14,839 | 496,384 | 4,531,989 | 184,478 | (11,009 | ) | ||||||||||||||||||||
RidgeWorth Select Large Cap Growth Stock Fund | 208,127 | 40,871 | — | 248,998 | 6,615,869 | — | — | |||||||||||||||||||||
RidgeWorth Small Cap Growth Stock Fund | 233,166 | 7,147 | 6,286 | 234,027 | 3,114,893 | — | 5,972 | |||||||||||||||||||||
RidgeWorth Small Cap Value Equity Fund | 263,223 | 9,566 | 1,391 | 271,398 | 3,191,644 | 17,746 | 365 | |||||||||||||||||||||
RidgeWorth Total Return Bond Fund | 2,047,750 | 28,625 | 173,608 | 1,902,767 | 20,892,386 | 360,038 | 133,815 | |||||||||||||||||||||
RidgeWorth U.S. Equity 130/30 Fund** | 427,128 | — | 427,128 | — | — | — | 977,054 | |||||||||||||||||||||
RidgeWorth U.S. Government Securities Ultra-Short Bond Fund | 339,704 | 165,584 | 221,637 | 283,651 | 2,862,042 | 22,138 | 4,731 | |||||||||||||||||||||
Total | $ | 123,071,216 | $ | 1,387,495 | $ | 3,524,733 | ||||||||||||||||||||||
* | On April 29, 2011, RidgeWorth Mid-Cap Core Equity Fund reorganized into the RidgeWorth Mid-Cap Value Equity Fund. |
** | On May 27, 2011, the Fund liquidated. |
*** | On July 15, 2011, RidgeWorth Large Cap Quantitative Equity Fund reorganized into the RidgeWorth Large Cap Core Growth Stock Fund. |
81
(Unaudited)
8. | Reorganizations |
Appreciation | ||||||||||||||||
Shares | Shares | (Depreciation) | Net Assets | |||||||||||||
Prior to | Issued by the | Prior to | Prior to | |||||||||||||
Target Fund | Reorganization | Acquiring Fund | Reorganization($) | Reorganization($) | ||||||||||||
I Shares | 1,460,207 | 1,410,657 | 9,338,051 | 18,547,460 | ||||||||||||
A Shares | 466,642 | 428,187 | 926,302 | 5,590,801 | ||||||||||||
C Shares | 365,215 | 299,574 | (431,629 | ) | 3,865,760 |
Net Investment Income (Loss) | $ | 13,707,165 | ||
Net Realized and Unrealized Gains/Losses on Investments | $ | (589,477,292 | ) | |
Net Increase/Decrease in Net Assets resulting from Operations | $ | (575,770,127 | ) |
Appreciation | ||||||||||||||||
Shares | Shares | (Depreciation) | Net Assets | |||||||||||||
Prior to | Issued by the | Prior to | Prior to | |||||||||||||
Target Fund | Reorganization | Acquiring Fund | Reorganization($) | Reorganization($) | ||||||||||||
I Shares | 1,179,072 | 1,051,260 | 516,428 | 14,633,746 | ||||||||||||
A Shares | 52,925 | 46,231 | (98,497 | ) | 650,031 |
Net Investment Income (Loss) | $ | 343,075 | ||
Net Realized and Unrealized Gains/Losses on Investments | $ | (22,305,741 | ) | |
Net Increase/Decrease in Net Assets resulting from Operations | $ | (21,962,666 | ) |
82
(Unaudited)
9. | New Accounting Pronouncements |
10. | Subsequent Events |
83
(Unaudited)
Number of | ||||||||||
Term of | Portfolios in the | Other | ||||||||
Position | Office and | Principal | RidgeWorth Complex | Directorships | ||||||
Held with | Length of | Occupation(s) | Overseen by | Held By Trustee | ||||||
Name and Age | the Trust | Time Served | During the Past 5 Years | Trustees | During the Past 5 Years | |||||
Jeffrey M. Biggar Age: 61 | Trustee | Indefinite; since 2007 | Managing Director, Little Mountain Group, LLC (an independent Registered Investment Advisor consulting firm) (since 2011); Chief Operating Officer, Cedar Brook Financial Partners LLC (2008-2010); Chief Executive Officer and Senior Managing Director, Sterling (National City Corp.) (2000-2006). | 35 | GenSpring Trust | |||||
George C. Guynn Age: 68 | Trustee | Indefinite; since 2008 | Retired. President (1996-2006) and Chief Executive Officer (1995-2006) Federal Reserve Bank of Atlanta. | 35 | Genuine Parts Company; Oxford Industries; John Wieland Homes and Neighborhoods Inc.; Acuity Brands Inc.; GenSpring Trust | |||||
Sidney E. Harris Age: 62 | Trustee | Indefinite; since 2004 | Professor (since 1997), Dean (1997-2004), J. Mack Robinson College of Business, Georgia State University. | 35 | Total System Services, Inc.; GenSpring Trust | |||||
Warren Y. Jobe Age: 70 | Trustee | Indefinite; since 2004 | Retired. Executive Vice President and Chief Financial Officer, Georgia Power Company (1982-1998) and Senior Vice President, Southern Company (1998-2001). | 35 | WellPoint, Inc; UniSource Energy Corp. | |||||
Connie D. McDaniel Age: 53 | Trustee | Indefinite; since 2005 | Vice President, Chief of Internal Audit, Corporate Audit Department (since 2009); Vice President Global Finance Transformation (2007-2009); Vice President and Controller (1999-2007), The Coca-Cola Company. | 35 | None | |||||
Clarence H. Ridley Age: 69 | Trustee | Indefinite; since 2001 | Chairman Emeritus (since 2010); Chairman, Havertys Furniture Companies (2001-2010). | 35 | Crawford & Co.; Havertys Furniture Companies | |||||
84
(Unaudited)
Term of | ||||||
Office and | ||||||
Position(s) | Length of | |||||
Name, Address | Held with | Time | Principal Occupation(s) | |||
and Age | the Trust | Served | During the Past 5 Years | |||
Julia R. Short Age: 38 | President and Chief Executive Officer | One year; since 2007 | Managing Director, Product Manager, RidgeWorth Investments. (since 2004); Relationship Manager, SEI Investments (financial services) (1994-2004). | |||
Joseph M. O’Donnell Age: 56 | Executive Vice President and Chief Compliance Officer | One year; since April 2011 | Chief Compliance Officer of the ING Funds (2004-2011); Executive Vice President of the ING Funds (2004-2011); Chief Compliance Officer of ING Investments, LLC (2006-2008 and October 2009-2011); and Investment Advisor Chief Compliance Officer, Directed Services LLC (2006-2008 and 2009-2011). Formerly, Investment Advisor Chief Compliance Officer, ING Life Insurance and Annuity Company (2006). | |||
Cynthia L. Morse-Griffin Foreside Management Services, LLC Three Canal Plaza, Suite 100 Portland, ME 04101 Age: 35 | Treasurer; Chief Financial Officer and Chief Accounting Officer | One year; since 2010 | Fund Principal Financial Officer, Foreside Management Services, LLC (2008-present); Assistant Vice President, Citigroup Fund Services, LLC (2001-2008). | |||
Alan Otis State Street Bank and Trust Co. 4 Copley Place, 5th Fl. Boston, MA 02116 Age: 40 | Assistant Treasurer | One year; since 2010 | Vice President, State Street Bank and Trust Company (since 1995).* | |||
James Bacik State Street Bank and Trust Co. 4 Copley Place, 5th Fl. Boston, MA 02116 Age: 36 | Assistant Treasurer | One year; since 2010 | Assistant Vice President, State Street Bank and Trust Company (since 2001).* | |||
James M. Atwood Foreside Compliance Services, LLC Three Canal Plaza, Suite 100 Portland, ME 04101 Age: 45 | Anti-Money Laundering Officer and Identity Theft Prevention Officer | One year; since 2010 | Compliance Analyst, Foreside Compliance Services, LLC (since 2007); personal sabbatical (2004-2007); Attorney, Pierce Atwood (law firm) (2001-2004). | |||
Julie Tedesco State Street Bank and Trust Company Mailstop CPH 0326 4 Copley Place Boston, MA 02116 Age: 53 | Secretary and Chief Legal Officer | One year; since 2010 | Senior Vice President and Senior Managing Counsel, State Street Bank and Trust Company (since 2000).* | |||
Odeh Stevens State Street Bank and Trust Company Mailstop JHT 1732 200 Clarendon Street Boston, MA 02116 Age: 42 | Assistant Secretary | One year; since 2010 | Vice President and Counsel, State Street Bank and Trust Company (since 2005). Legal Product Manager, Fidelity Investments (2000-2005). | |||
* | During the period indicated the Officer has held various positions at State Street Bank and Trust Company and has provided his or her current title. |
85
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||||
Fund | Class | 04/01/11($) | 09/30/11($) | 04/01/11-09/30/11($) | 04/01/11-09/30/11(%) | |||||||||||||||
Aggressive Growth Stock Fund | I Shares | 1,000.00 | 764.90 | 5.34 | 1.21 | |||||||||||||||
A Shares | 1,000.00 | 764.00 | 6.66 | 1.51 | ||||||||||||||||
Emerging Growth Stock Fund | I Shares | 1,000.00 | 688.30 | 5.23 | 1.24 | |||||||||||||||
A Shares | 1,000.00 | 687.60 | 6.50 | 1.54 | ||||||||||||||||
International Equity Fund | I Shares | 1,000.00 | 790.90 | 5.91 | 1.32 | |||||||||||||||
A Shares | 1,000.00 | 790.30 | 7.25 | 1.62 | ||||||||||||||||
International Equity Index Fund | I Shares | 1,000.00 | 792.20 | 3.41 | 0.76 | |||||||||||||||
A Shares | 1,000.00 | 791.00 | 4.70 | 1.05 | ||||||||||||||||
Large Cap Core Growth Stock Fund | I Shares | 1,000.00 | 800.80 | 4.55 | 1.01 | |||||||||||||||
A Shares | 1,000.00 | 799.40 | 5.94 | 1.32 | ||||||||||||||||
C Shares | 1,000.00 | 796.00 | 9.29 | 2.07 | ||||||||||||||||
Large Cap Growth Stock Fund | I Shares | 1,000.00 | 857.10 | 4.97 | 1.07 | |||||||||||||||
A Shares | 1,000.00 | 856.10 | 6.36 | 1.37 | ||||||||||||||||
C Shares | 1,000.00 | 852.30 | 9.59 | 2.07 | ||||||||||||||||
Large Cap Value Equity Fund | I Shares | 1,000.00 | 825.70 | 3.74 | 0.82 | |||||||||||||||
A Shares | 1,000.00 | 823.80 | 5.11 | 1.12 | ||||||||||||||||
C Shares | 1,000.00 | 821.70 | 8.29 | 1.82 | ||||||||||||||||
Mid-Cap Value Equity Fund | I Shares | 1,000.00 | 747.80 | 4.54 | 1.04 | |||||||||||||||
A Shares | 1,000.00 | 746.80 | 5.85 | 1.34 | ||||||||||||||||
C Shares | 1,000.00 | 743.70 | 8.89 | 2.04 | ||||||||||||||||
Select Large Cap Growth Stock Fund | I Shares | 1,000.00 | 817.30 | 4.68 | 1.03 | |||||||||||||||
A Shares | 1,000.00 | 816.20 | 6.08 | 1.34 | ||||||||||||||||
C Shares | 1,000.00 | 813.30 | 9.25 | 2.04 | ||||||||||||||||
Small Cap Growth Stock Fund | I Shares | 1,000.00 | 775.20 | 5.46 | 1.23 | |||||||||||||||
A Shares | 1,000.00 | 773.90 | 6.83 | 1.54 | ||||||||||||||||
C Shares | 1,000.00 | 771.60 | 9.92 | 2.24 | ||||||||||||||||
Small Cap Value Equity Fund | I Shares | 1,000.00 | 812.90 | 5.44 | 1.20 | |||||||||||||||
A Shares | 1,000.00 | 811.70 | 6.79 | 1.50 | ||||||||||||||||
C Shares | 1,000.00 | 808.60 | 9.95 | 2.20 | ||||||||||||||||
Aggressive Growth Allocation Strategy | I Shares | 1,000.00 | 808.10 | 0.90 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 806.90 | 2.26 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 803.30 | 5.41 | 1.20 | ||||||||||||||||
Conservative Allocation Strategy | I Shares | 1,000.00 | 964.10 | 0.98 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 962.60 | 2.45 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 959.30 | 5.88 | 1.20 | ||||||||||||||||
Growth Allocation Strategy | I Shares | 1,000.00 | 866.60 | 0.93 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 864.90 | 2.33 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 862.00 | 5.59 | 1.20 | ||||||||||||||||
Moderate Allocation Strategy | I Shares | 1,000.00 | 914.60 | 0.96 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 914.00 | 2.39 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 910.20 | 5.73 | 1.20 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days (183) in the most recent fiscal half-year divided by the number of days in the fiscal year (366). |
** | Annualized. |
86
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||||
Fund | Class | 04/01/11($) | 09/30/11($) | 04/01/11-09/30/11($) | 04/01/11-09/30/11(%) | |||||||||||||||
Aggressive Growth Stock Fund | I Shares | 1,000.00 | 1,018.95 | 6.11 | 1.21 | |||||||||||||||
A Shares | 1,000.00 | 1,017.45 | 7.62 | 1.51 | ||||||||||||||||
Emerging Growth Stock Fund | I Shares | 1,000.00 | 1,018.80 | 6.26 | 1.24 | |||||||||||||||
A Shares | 1,000.00 | 1,017.30 | 7.77 | 1.54 | ||||||||||||||||
International Equity Fund | I Shares | 1,000.00 | 1,018.40 | 6.66 | 1.32 | |||||||||||||||
A Shares | 1,000.00 | 1,016.90 | 8.17 | 1.62 | ||||||||||||||||
International Equity Index Fund | I Shares | 1,000.00 | 1,021.20 | 3.84 | 0.76 | |||||||||||||||
A Shares | 1,000.00 | 1,019.75 | 5.30 | 1.05 | ||||||||||||||||
Large Cap Core Growth Stock Fund | I Shares | 1,000.00 | 1,019.95 | 5.10 | 1.01 | |||||||||||||||
A Shares | 1,000.00 | 1,018.40 | 6.66 | 1.32 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.65 | 10.43 | 2.07 | ||||||||||||||||
Large Cap Growth Stock Fund | I Shares | 1,000.00 | 1,019.65 | 5.40 | 1.07 | |||||||||||||||
A Shares | 1,000.00 | 1,018.15 | 6.91 | 1.37 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.65 | 10.43 | 2.07 | ||||||||||||||||
Large Cap Value Equity Fund | I Shares | 1,000.00 | 1,020.90 | 4.14 | 0.82 | |||||||||||||||
A Shares | 1,000.00 | 1,019.40 | 5.65 | 1.12 | ||||||||||||||||
C Shares | 1,000.00 | 1,015.90 | 9.17 | 1.82 | ||||||||||||||||
Mid-Cap Value Equity Fund | I Shares | 1,000.00 | 1,019.80 | 5.25 | 1.04 | |||||||||||||||
A Shares | 1,000.00 | 1,018.30 | 6.76 | 1.34 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.80 | 10.28 | 2.04 | ||||||||||||||||
Select Large Cap Growth Stock Fund | I Shares | 1,000.00 | 1,019.85 | 5.20 | 1.03 | |||||||||||||||
A Shares | 1,000.00 | 1,018.30 | 6.76 | 1.34 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.80 | 10.28 | 2.04 | ||||||||||||||||
Small Cap Growth Stock Fund | I Shares | 1,000.00 | 1,018.85 | 6.21 | 1.23 | |||||||||||||||
A Shares | 1,000.00 | 1,017.30 | 7.77 | 1.54 | ||||||||||||||||
C Shares | 1,000.00 | 1,013.80 | 11.28 | 2.24 | ||||||||||||||||
Small Cap Value Equity Fund | I Shares | 1,000.00 | 1,019.00 | 6.06 | 1.20 | |||||||||||||||
A Shares | 1,000.00 | 1,017.50 | 7.57 | 1.50 | ||||||||||||||||
C Shares | 1,000.00 | 1,014.00 | 11.08 | 2.20 | ||||||||||||||||
Aggressive Growth Allocation Strategy | I Shares | 1,000.00 | 1,024.00 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.50 | 2.53 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 1,019.00 | 6.06 | 1.20 | ||||||||||||||||
Conservative Allocation Strategy | I Shares | 1,000.00 | 1,024.00 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.50 | 2.53 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 1,019.00 | 6.06 | 1.20 | ||||||||||||||||
Growth Allocation Strategy | I Shares | 1,000.00 | 1,024.00 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.50 | 2.53 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 1,019.00 | 6.06 | 1.20 | ||||||||||||||||
Moderate Allocation Strategy | I Shares | 1,000.00 | 1,024.00 | 1.01 | 0.20 | |||||||||||||||
A Shares | 1,000.00 | 1,022.50 | 2.53 | 0.50 | ||||||||||||||||
C Shares | 1,000.00 | 1,019.00 | 6.06 | 1.20 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days (183) in the most recent fiscal half-year divided by the number of days in the fiscal year (366). |
** | Annualized. |
87
(Unaudited)
88
Investment Adviser: | ||
RidgeWorth Investments | ||
3333 Piedmont Road, NE, Suite 1500 | ||
Atlanta, Georgia 30305 | ||
www.ridgeworth.com | ||
Investment Subadvisers: | ||
Ceredex Value Advisors LLC | Silvant Capital Management LLC | |
Lincoln Plaza, Suite 1600 | 3333 Piedmont Road, NE, Suite 1500 | |
300 South Orange Avenue | Atlanta, GA 30305 | |
Orlando, Florida 32801 | www.silvantcapital.com | |
www.ceredexvalue.com | ||
Zevenbergen Capital Investments LLC | ||
Certium Asset Management LLC | 601 Union Street, Suite 4600 | |
3333 Piedmont Road, NE, Suite 1500 | Seattle, Washington 98101 | |
Atlanta, GA 30305 | www.zci.com | |
www.certiumllc.com |
Not FDIC Insured • No Bank Guarantee • May Lose Value | ||
RFSAR-EQ-0911 11/11 |
RidgeWorth Investments® is the trade name of RidgeWorth Capital Management, Inc. |
Letter to Shareholders | 1 | |||
Industry Allocations | 3 | |||
Schedules of Portfolio Investments | 5 | |||
Statements of Assets and Liabilities | 117 | |||
Statements of Operations | 121 | |||
Statements of Changes in Net Assets | 125 | |||
Financial Highlights | 138 | |||
Notes to Financial Statements | 148 | |||
Trustees and Officers of the RidgeWorth Funds | 173 | |||
Additional Information | 175 |
1
Sincerely, | ||
Ashi Parikh |
1 | For the period ended September 30, 2011, 19 of 35, 23 of 35, 28 of 35 and 13 of 24 of the RidgeWorth Funds (I Shares) beat their peer group medians for the 1-, 3-, 5- and 10-year periods, respectively. Lipper rankings are based on total return and do not reflect a sales charge. Past performance does not guarantee future results. |
2
(Unaudited)
Core Bond Fund† | |||||
U.S. Treasury Obligations | 29.7% | ||||
Corporate Bonds | 23.1% | ||||
U.S. Government Agency Mortgages | 22.0% | ||||
Money Market Fund | 16.9% | ||||
Collateralized Mortgage Obligations | 8.3% | ||||
Corporate Bond Fund | |||||
Corporate Bonds | 86.5% | ||||
Money Market Fund | 10.6% | ||||
U.S. Treasury Obligation | 2.9% | ||||
Georgia Tax-Exempt Bond Fund | |||||
Municipal Bonds | 95.2% | ||||
Money Market Fund | 4.8% | ||||
High Grade Municipal Bond Fund | |||||
Municipal Bonds | 90.3% | ||||
Money Market Fund | 9.7% | ||||
High Income Fund | |||||
Corporate Bonds | 78.6% | ||||
Short-Term Investment | 9.5% | ||||
Money Market Fund | 3.9% | ||||
Bank Loans | 3.2% | ||||
Preferred Stocks | 1.6% | ||||
Common Stocks | 1.1% | ||||
Convertible Preferred Stock | 1.1% | ||||
Warrants | 0.8% | ||||
U.S. Treasury Obligation | 0.1% | ||||
Convertible Corporate Bond | 0.1% | ||||
Intermediate Bond Fund | |||||
U.S. Treasury Obligations | 50.9% | ||||
Corporate Bonds | 33.3% | ||||
Money Market Fund | 7.1% | ||||
U.S. Government Agency Mortgages | 7.1% | ||||
Collateralized Mortgage Obligations | 1.6% | ||||
Investment Grade Tax-Exempt Bond Fund | |||||
Municipal Bonds | 90.4% | ||||
Money Market Fund | 9.6% | ||||
Limited Duration Fund | |||||
Collateralized Mortgage Obligations | 68.3% | ||||
Asset-Backed Securities | 30.1% | ||||
Money Market Fund | 1.6% | ||||
† | Formerly Investment Grade Bond Fund. |
Limited-Term Federal Mortgage Securities Fund | |||||
U.S. Government Agency Mortgages | 69.1% | ||||
Money Market Fund | 15.8% | ||||
Collateralized Mortgage Obligations | 15.1% | ||||
Maryland Municipal Bond Fund | |||||
Municipal Bonds | 96.2% | ||||
Money Market Fund | 3.8% | ||||
North Carolina Tax-Exempt Bond Fund | |||||
Municipal Bonds | 99.0% | ||||
Money Market Fund | 1.0% | ||||
Seix Floating Rate High Income Fund | |||||
Bank Loans | 88.8 | % | |||
Corporate Bonds | 5.7 | % | |||
Money Market Fund | 5.3 | % | |||
Preferred Stocks | 0.1 | % | |||
Convertible Preferred Stock | 0.1 | % | |||
Common Stock | — | * | |||
Warrants | — | * | |||
* | Less than 0.05% of Total Investments. |
Seix High Yield Fund | |||||
Corporate Bonds | 84.9% | ||||
Money Market Fund | 7.5% | ||||
Short-Term Investment | 6.7% | ||||
Convertible Preferred Stock | 0.5% | ||||
Preferred Stock | 0.2% | ||||
Bank Loans | 0.2% | ||||
Short-Term Bond Fund | |||||
Corporate Bonds | 43.4% | ||||
Collateralized Mortgage Obligations | 21.3% | ||||
U.S. Government Agency Mortgages | 14.6% | ||||
Asset-Backed Securities | 8.3% | ||||
U.S. Government Agencies | 6.1% | ||||
U.S. Treasury Obligation | 3.7% | ||||
Municipal Bond | 1.6% | ||||
Money Market Fund | 1.0% | ||||
Short-Term U.S. Treasury Securities Fund | |||||
U.S. Treasury Obligations | 96.1% | ||||
Money Market Fund | 3.9% | ||||
3
(Unaudited)
Total Return Bond Fund | |||||
U.S. Treasury Obligations | 32.5% | ||||
Corporate Bonds | 22.0% | ||||
U.S. Government Agency Mortgages | 21.2% | ||||
Collateralized Mortgage Obligations | 13.3% | ||||
Money Market Fund | 9.9% | ||||
Asset-Backed Securities | 1.1% | ||||
Ultra-Short Bond Fund | |||||
Corporate Bonds | 33.4% | ||||
Collateralized Mortgage Obligations | 26.9% | ||||
U.S. Government Agencies | 16.5% | ||||
Asset-Backed Securities | 10.1% | ||||
U.S. Government Agency Mortgages | 9.4% | ||||
Money Market Fund | 2.0% | ||||
Municipal Bond | 0.8% | ||||
Certificate of Deposit | 0.7% | ||||
U.S. Treasury Obligation | 0.2% | ||||
U.S. Government Securities Fund | |||||
U.S. Treasury Obligations | 95.3% | ||||
Money Market Fund | 4.7% | ||||
U.S. Government Securities Ultra-Short Bond Fund | |||||
U.S. Government Agency Mortgages | 63.7% | ||||
Collateralized Mortgage Obligations | 35.0% | ||||
Money Market Fund | 1.1% | ||||
Asset-Backed Security | 0.2% | ||||
Virginia Intermediate Municipal Bond Fund | |||||
Municipal Bonds | 98.6% | ||||
Money Market Fund | 1.4% | ||||
4
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations (9.7%) | ||||||||
Agency Collateralized CMO (6.7%) | ||||||||
Federal Home Loan Mortgage Corporation, Ser 3702, Cl MY, 4.000%, 08/15/30 | 2,410,790 | 2,582,594 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3788, Cl YB, 3.500%, 01/15/26 | 9,765,488 | 10,378,143 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3892, Cl EB, 3.500%, 07/15/26 | 295,486 | 314,227 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3907, Cl MD, 3.500%, 08/15/26 | 2,818,475 | 2,985,431 | ||||||
Federal National Mortgage Association, Ser 2011-46, Cl B, 3.000%, 05/25/26 | 4,925,000 | 5,050,501 | ||||||
Federal National Mortgage Association, Ser 2011-98, Cl FL, 0.566%, 10/25/26(a) | 1,098,000 | 1,097,657 | ||||||
Government National Mortgage Association, Ser 2011-104, Cl MY, 4.000%, 07/16/26 | 1,093,731 | 1,225,862 | ||||||
23,634,415 | ||||||||
Agency Collateralized PAC CMO (0.4%) | ||||||||
Federal Home Loan Mortgage Corporation, Ser 3903, Cl GB, 4.000%, 08/15/26 | 1,277,000 | 1,391,997 | ||||||
Commercial MBS (2.6%) | ||||||||
Banc of America Commercial Mortgage, Inc., Ser 2005-3, Cl A3B, 5.090%, 07/10/43(a) | 120,000 | 125,199 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2005-6, Cl AM, 5.194%, 09/10/47(a) | 159,000 | 160,461 | ||||||
GS Mortgage Securities Corp. II, Ser 2011-GC5, Cl A2, 2.999%, 08/10/44(a)(b) | 3,000,000 | 3,029,920 | ||||||
JP Morgan Chase Commercial Mortgage Securities Corp., Ser 2005-LDP3, Cl A4B, 4.996%, 08/15/42(a) | 2,065,000 | 2,074,648 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C3, Cl A5, 4.739%, 07/15/30 | 3,000,000 | 3,211,059 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A3, 5.611%, 11/15/30(a) | 555,000 | 566,967 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C20, Cl AMFX, 5.179%, 07/15/42(a) | 70,000 | 71,858 | ||||||
9,240,112 | ||||||||
Total Collateralized Mortgage Obligations (Cost $33,023,692) | 34,266,524 | |||||||
Corporate Bonds (27.0%) | ||||||||
Aerospace/Defense (0.5%) | ||||||||
Boeing Co. (The), 5.125%, 02/15/13 | 610,000 | 644,404 | ||||||
United Technologies Corp., 6.125%, 02/01/19 | 1,075,000 | 1,318,247 | ||||||
1,962,651 | ||||||||
Auto Manufacturers (0.2%) | ||||||||
Daimler Finance N.A. LLC, 3.875%, 09/15/21(c) | 584,000 | 569,708 | ||||||
Banks (1.4%) | ||||||||
Bank of Nova Scotia, 2.375%, 12/17/13 | 503,000 | 517,075 | ||||||
Bank of Nova Scotia, 3.400%, 01/22/15 | 540,000 | 568,274 | ||||||
HSBC Bank PLC, 3.100%, 05/24/16(c) | 407,000 | 404,629 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(c) | 772,000 | 783,374 | ||||||
JPMorgan Chase & Co., 4.400%, 07/22/20 | 1,033,000 | 1,045,125 | ||||||
JPMorgan Chase & Co., 6.300%, 04/23/19 | 245,000 | 277,176 | ||||||
Northern Trust Corp., 5.200%, 11/09/12 | 928,000 | 974,050 |
5
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Core Bond Fund† — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Banks—continued | ||||||||
Toronto-Dominion Bank (The), 2.500%, 07/14/16 | 309,000 | 317,164 | ||||||
4,886,867 | ||||||||
Beverages (0.3%) | ||||||||
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12 | 772,000 | 788,035 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 | 389,000 | 410,072 | ||||||
1,198,107 | ||||||||
Biotechnology (0.1%) | ||||||||
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100 | 198,000 | 205,003 | ||||||
Chemicals (1.1%) | ||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 | 721,000 | 753,147 | ||||||
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21 | 404,000 | 442,705 | ||||||
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13 | 559,000 | 599,797 | ||||||
Praxair, Inc., 1.750%, 11/15/12 | 1,171,000 | 1,185,365 | ||||||
Praxair, Inc., 4.625%, 03/30/15 | 900,000 | 993,119 | ||||||
3,974,133 | ||||||||
Computers (0.6%) | ||||||||
Hewlett-Packard Co., 4.375%, 09/15/21 | 1,077,000 | 1,094,107 | ||||||
Hewlett-Packard Co., 4.500%, 03/01/13 | 345,000 | 359,909 | ||||||
IBM Corp., 5.600%, 11/30/39 | 592,000 | 730,321 | ||||||
2,184,337 | ||||||||
Diversified Financial Services (3.4%) | ||||||||
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(c) | 665,000 | 668,800 | ||||||
CME Group, Inc., 5.400%, 08/01/13 | 573,000 | 613,288 | ||||||
CME Group, Inc., 5.750%, 02/15/14 | 514,000 | 564,504 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(c) | 906,000 | 992,376 | ||||||
ERAC USA Finance LLC, 5.600%, 05/01/15(c) | 931,000 | 1,032,793 | ||||||
ERAC USA Finance LLC, 5.800%, 10/15/12(c) | 592,000 | 616,851 | ||||||
Ford Motor Credit Co. LLC, 5.000%, 05/15/18 | 1,100,000 | 1,062,508 | ||||||
Jefferies Group, Inc., 8.500%, 07/15/19 | 629,000 | 699,562 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 | 961,000 | 1,061,400 | ||||||
MassMutual Global Funding LLC, 2.300%, 09/28/15(c) | 968,000 | 971,741 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 | 607,000 | 607,821 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN | 927,000 | 926,514 | ||||||
TIAA Global Markets, Inc., 5.125%, 10/10/12(c) | 848,000 | 880,099 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN | 360,000 | 377,719 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21(c) | 1,124,000 | 1,161,146 | ||||||
12,237,122 | ||||||||
Electric (1.2%) | ||||||||
Alabama Power Co., 5.800%, 11/15/13 | 553,000 | 608,257 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 | 292,000 | 290,680 | ||||||
Duke Energy Carolinas LLC, 4.300%, 06/15/20 | 215,000 | 237,490 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 | 600,000 | 676,550 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 313,000 | 344,171 | ||||||
MidAmerican Energy Holdings Co., 6.125%, 04/01/36 | 455,000 | 544,987 | ||||||
Public Service Co. of Colorado, Ser 17, 6.250%, 09/01/37 | 294,000 | 394,281 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 578,000 | 640,895 | ||||||
Wisconsin Power & Light Co., 6.375%, 08/15/37 | 317,000 | 419,042 | ||||||
4,156,353 | ||||||||
Electronics (0.1%) | ||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 | 272,000 | 275,790 | ||||||
6
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Core Bond Fund† — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Food (0.4%) | ||||||||
Kellogg Co., 4.250%, 03/06/13 | 525,000 | 548,728 | ||||||
Kraft Foods, Inc., 6.500%, 02/09/40 | 408,000 | 498,747 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 | 340,000 | 384,616 | ||||||
1,432,091 | ||||||||
Healthcare — Products (0.4%) | ||||||||
Becton Dickinson and Co., 3.250%, 11/12/20 | 234,000 | 239,602 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 | 597,000 | 708,906 | ||||||
Stryker Corp., 2.000%, 09/30/16 | 431,000 | 433,078 | ||||||
1,381,586 | ||||||||
Healthcare — Services (0.4%) | ||||||||
Roche Holdings, Inc., 7.000%, 03/01/39(c) | 1,040,000 | 1,487,302 | ||||||
Insurance (1.4%) | ||||||||
Berkshire Hathaway, Inc., 3.200%, 02/11/15 | 953,000 | 1,001,956 | ||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 | 626,000 | 660,019 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(c) | 450,000 | 428,384 | ||||||
Nationwide Financial Services, Inc., 5.375%, 03/25/21(c) | 1,728,000 | 1,690,012 | ||||||
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13 | 475,000 | 486,843 | ||||||
Progressive Corp. (The), 3.750%, 08/23/21 | 196,000 | 199,927 | ||||||
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(c) | 401,000 | 491,400 | ||||||
4,958,541 | ||||||||
Media (0.9%) | ||||||||
Comcast Corp., 6.450%, 03/15/37 | 257,000 | 295,647 | ||||||
NBC Universal Media LLC, 5.950%, 04/01/41 | 471,000 | 523,979 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 | 178,000 | 192,318 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 | 1,237,000 | 1,374,507 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 588,000 | 668,303 | ||||||
Time Warner, Inc., 6.200%, 03/15/40 | 164,000 | 180,911 | ||||||
3,235,665 | ||||||||
Mining (1.1%) | ||||||||
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20 | 215,000 | 233,075 | ||||||
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39 | 405,000 | 437,593 | ||||||
Barrick International Barbados Corp., 6.350%, 10/15/36(c) | 673,000 | 787,988 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21(c) | 1,825,000 | 1,810,469 | ||||||
Newmont Mining Corp., 6.250%, 10/01/39 | 669,000 | 755,859 | ||||||
4,024,984 | ||||||||
Miscellaneous Manufacturer (1.5%) | ||||||||
3M Co., 1.375%, 09/29/16 | 413,000 | 410,766 | ||||||
Danaher Corp., 3.900%, 06/23/21 | 463,000 | 497,986 | ||||||
General Electric Co., 5.000%, 02/01/13 | 1,277,000 | 1,337,440 | ||||||
General Electric Co., 5.250%, 12/06/17 | 385,000 | 427,760 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19 | 1,347,000 | 1,673,596 | ||||||
Siemens Financieringsmat, 6.125%, 08/17/26(c) | 788,000 | 966,454 | ||||||
5,314,002 | ||||||||
Office/Business Equipment (0.4%) | ||||||||
Xerox Corp., 5.500%, 05/15/12 | 418,000 | 429,572 | ||||||
Xerox Corp., 6.350%, 05/15/18 | 904,000 | 1,027,533 | ||||||
1,457,105 | ||||||||
Oil & Gas (0.9%) | ||||||||
Ensco PLC, 4.700%, 03/15/21 | 617,000 | 628,869 | ||||||
Shell International Finance BV, 6.375%, 12/15/38 | 1,491,000 | 2,031,692 |
7
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Core Bond Fund† — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas—continued | ||||||||
Statoil ASA, 3.125%, 08/17/17 | 245,000 | 259,512 | ||||||
Total Capital SA, 3.000%, 06/24/15 | 355,000 | 375,273 | ||||||
3,295,346 | ||||||||
Oil & Gas Services (0.6%) | ||||||||
Baker Hughes, Inc., 5.125%, 09/15/40 | 489,000 | 559,859 | ||||||
Schlumberger Investment SA, 3.300%, 09/14/21(c) | 685,000 | 685,683 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 | 445,000 | 452,878 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 | 370,000 | 387,787 | ||||||
2,086,207 | ||||||||
Pharmaceuticals (1.6%) | ||||||||
Abbott Laboratories, 5.600%, 11/30/17 | 1,001,000 | 1,189,604 | ||||||
Express Scripts, Inc., 5.250%, 06/15/12 | 817,000 | 838,913 | ||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 | 669,000 | 808,989 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 | 378,000 | 446,212 | ||||||
Sanofi-Aventis SA, 4.000%, 03/29/21 | 952,000 | 1,032,685 | ||||||
Schering-Plough Corp., 6.550%, 09/15/37 | 431,000 | 605,652 | ||||||
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36 | 213,000 | 264,624 | ||||||
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15 | 410,000 | 429,783 | ||||||
5,616,462 | ||||||||
Pipelines (2.0%) | ||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 | 495,000 | 556,843 | ||||||
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20 | 479,000 | 527,266 | ||||||
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @ 100 | 450,000 | 420,668 | ||||||
Energy Transfer Partners LP, 6.625%, 10/15/36 | 425,000 | 436,842 | ||||||
Enterprise Products Operating LLC, 5.250%, 01/31/20 | 878,000 | 964,876 | ||||||
Enterprise Products Operating LLC, Ser J, 5.750%, 03/01/35 | 585,000 | 608,020 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(c) | 935,000 | 982,431 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(c) | 285,000 | 319,674 | ||||||
TC Pipelines LP, 4.650%, 06/15/21 | 563,000 | 579,124 | ||||||
TransCanada PipeLines Ltd., 6.100%, 06/01/40 | 529,000 | 650,699 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 | 394,000 | 455,306 | ||||||
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100 | 707,000 | 701,514 | ||||||
7,203,263 | ||||||||
Real Estate Investment Trusts (1.3%) | ||||||||
BioMed Realty LP, 3.850%, 04/15/16 | 748,000 | 733,130 | ||||||
Digital Realty Trust LP, 4.500%, 07/15/15 | 1,824,000 | 1,861,487 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 | 257,000 | 270,385 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 | 1,481,000 | 1,598,707 | ||||||
4,463,709 | ||||||||
Retail (1.4%) | ||||||||
Family Dollar Stores, Inc., 5.000%, 02/01/21 | 313,000 | 306,634 | ||||||
Wal-Mart Stores, Inc., 5.250%, 09/01/35 | 193,000 | 221,470 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37 | 1,577,000 | 2,091,260 | ||||||
Walgreen Co., 4.875%, 08/01/13 | 447,000 | 480,255 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(c) | 1,668,000 | 1,791,597 | ||||||
4,891,216 | ||||||||
Semiconductors (0.7%) | ||||||||
Analog Devices Inc., 3.000%, 04/15/16 | 169,000 | 175,180 | ||||||
Intel Corp., 1.950%, 10/01/16 | 479,000 | 482,456 |
8
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Core Bond Fund† — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Semiconductors—continued | ||||||||
Intel Corp., 4.800%, 10/01/41 | 1,596,000 | 1,715,617 | ||||||
2,373,253 | ||||||||
Software (0.5%) | ||||||||
Fiserv, Inc., 4.750%, 06/15/21 | 611,000 | 636,116 | ||||||
Oracle Corp., 5.750%, 04/15/18 | 937,000 | 1,116,373 | ||||||
1,752,489 | ||||||||
Telecommunication Services (2.0%) | ||||||||
AT&T, Inc., 4.950%, 01/15/13 | 647,000 | 677,629 | ||||||
AT&T, Inc., 5.550%, 08/15/41 | 624,000 | 671,810 | ||||||
CC Holdings GS V LLC/ Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(c) | 1,082,000 | 1,152,330 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 | 428,000 | 468,250 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 | 418,000 | 481,943 | ||||||
Cisco Systems, Inc., 5.500%, 01/15/40 | 794,000 | 916,053 | ||||||
Juniper Networks, Inc., 3.100%, 03/15/16 | 137,000 | 140,157 | ||||||
Rogers Communications, Inc., 7.500%, 03/15/15 | 571,000 | 672,971 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 | 538,000 | 590,833 | ||||||
SBC Communications, Inc., 6.450%, 06/15/34 | 336,000 | 386,629 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 | 472,000 | 501,787 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 | 465,000 | 530,508 | ||||||
7,190,900 | ||||||||
Transportation (0.1%) | ||||||||
United Parcel Service, Inc., 3.125%, 01/15/21 | 392,000 | 409,254 | ||||||
Trucking & Leasing (0.3%) | ||||||||
Aviation Capital Group, 7.125%, 10/15/20(c) | 686,000 | 679,922 | ||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(c) | 499,000 | 480,093 | ||||||
1,160,015 | ||||||||
Water (0.2%) | ||||||||
Veolia Environment SA, 6.000%, 06/01/18 | 607,000 | 672,502 | ||||||
Total Corporate Bonds (Cost $88,153,540) | 96,055,963 | |||||||
U.S. Government Agency Mortgages (25.7%) | ||||||||
Federal Home Loan Mortgage Corporation (10.9%) | ||||||||
Pool #G01797, 5.500%, 12/01/33(b) | 12,391,461 | 13,497,785 | ||||||
Pool #A46278, 5.000%, 07/01/35(b) | 2,238,454 | 2,428,046 | ||||||
Pool #G02252, 5.500%, 07/01/36(b) | 10,033,229 | 10,911,763 | ||||||
Pool #G04997, 5.000%, 01/01/37(b) | 5,082,044 | 5,475,161 | ||||||
Pool #1B8740, 2.427%, 09/01/41(a) | 6,200,000 | 6,375,849 | ||||||
38,688,604 | ||||||||
Federal National Mortgage Association (13.7%) | ||||||||
2.740%, 11/01/18(b) | 4,400,000 | 4,433,000 | ||||||
Pool #468958, 3.770%, 09/01/21 | 7,428,000 | 7,920,499 | ||||||
Pool #469452, 3.380%, 11/01/21(b) | 3,500,000 | 3,552,223 | ||||||
Pool #735061, 6.000%, 11/01/34(b) | 4,457,342 | 4,938,178 | ||||||
Pool #735503, 6.000%, 04/01/35(b) | 2,158,675 | 2,396,265 | ||||||
Pool #735500, 5.500%, 05/01/35(b) | 2,971,199 | 3,243,899 | ||||||
Pool #888344, 5.000%, 10/01/35(b) | 2,283,087 | 2,464,973 | ||||||
Pool #878094, 6.000%, 04/01/36 | 3,992,241 | 4,452,846 | ||||||
Pool #190370, 6.000%, 06/01/36(b) | 5,879,792 | 6,475,488 | ||||||
3.000%, TBA, 15 Year Maturity(b) | 8,630,000 | 8,890,248 | ||||||
48,767,619 | ||||||||
9
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Core Bond Fund† — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Government National Mortgage Association (1.1%) | ||||||||
Pool #751387, 4.743%, 01/20/61 | 3,646,629 | 3,981,948 | ||||||
Total U.S. Government Agency Mortgages (Cost $90,816,728) | 91,438,171 | |||||||
U.S. Treasury Obligations (34.8%) | ||||||||
U.S. Treasury Bonds (5.2%) | ||||||||
4.375%, 05/15/41(d) | 14,245,000 | 18,402,831 | ||||||
U.S. Treasury Notes (29.6%) | ||||||||
0.750%, 11/30/11(d) | 30,000,000 | 30,032,820 | ||||||
0.875%, 02/29/12(d) | 25,845,000 | 25,928,738 | ||||||
1.250%, 10/31/15 | 21,500,000 | 21,955,198 | ||||||
1.750%, 05/31/16(d) | 18,019,000 | 18,738,318 | ||||||
2.125%, 08/15/21 | 8,393,000 | 8,541,220 | ||||||
105,196,294 | ||||||||
Total U.S. Treasury Obligations (Cost $121,790,635) | 123,599,125 | |||||||
Units (0.0%) | ||||||||
Commercial Services (0.0%) | ||||||||
Alion Science Technology Corp.*(e)(f) | 20 | — | ||||||
Total Units (Cost $1,341) | — | |||||||
Money Market Fund (19.8%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g) | 70,167,867 | 70,167,867 | ||||||
Total Money Market Fund (Cost $70,167,867) | 70,167,867 | |||||||
Total Investments (Cost $403,953,803) — 117.0% | 415,527,650 | |||||||
Liabilities in excess of other assets — (17.0)% | (60,494,745 | ) | ||||||
Net Assets — 100.0% | $ | 355,032,905 | ||||||
† | Formerly Investment Grade Bond Fund. | |
* | Non-income producing security. | |
(a) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. | |
(b) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(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 6.2% of net assets as of September 30, 2011. |
(d) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. | |
(e) | Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of September 30, 2011. |
(f) | Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock. |
(g) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
MTN | — Medium Term Note | |
TBA | — To Be Announced. Securities purchased on a forward commitment basis with an appropriate principal amount and no definitive maturity date. The actual principal and maturity date will be determined upon settlement date. |
10
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Corporate Bonds (87.0%) | ||||||||
Aerospace/Defense (1.2%) | ||||||||
United Technologies Corp., 5.700%, 04/15/40 | 757,000 | 923,089 | ||||||
Auto Manufacturers (0.8%) | ||||||||
Daimler Finance N.A. LLC, 3.875%, 09/15/21(a) | 614,000 | 598,974 | ||||||
Banks (5.3%) | ||||||||
HSBC Bank PLC, 3.100%, 05/24/16(a) | 416,000 | 413,576 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(a) | 585,000 | 593,619 | ||||||
JPMorgan Chase & Co., 4.400%, 07/22/20 | 1,382,000 | 1,398,222 | ||||||
Royal Bank of Canada, 2.100%, 07/29/13, MTN | 1,220,000 | 1,251,131 | ||||||
Toronto-Dominion Bank (The), 2.500%, 07/14/16 | 315,000 | 323,322 | ||||||
3,979,870 | ||||||||
Biotechnology (0.5%) | ||||||||
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100 | 361,000 | 373,767 | ||||||
Computers (1.9%) | ||||||||
Hewlett-Packard Co., 4.375%, 09/15/21 | 1,122,000 | 1,139,822 | ||||||
Hewlett-Packard Co., 6.125%, 03/01/14 | 259,000 | 283,145 | ||||||
1,422,967 | ||||||||
Cosmetics/Personal Care (1.0%) | ||||||||
Procter & Gamble Co. (The), 4.700%, 02/15/19 | 638,000 | 748,295 | ||||||
Diversified Financial Services (16.6%) | ||||||||
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(a) | 707,000 | 711,040 | ||||||
CME Group, Inc., 5.750%, 02/15/14 | 1,176,000 | 1,291,550 | ||||||
ERAC USA Finance LLC, 5.800%, 10/15/12(a) | 588,000 | 612,683 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(a) | 1,095,000 | 1,199,395 | ||||||
Jefferies Group, Inc., 5.875%, 06/08/14 | 802,000 | 841,442 | ||||||
Jefferies Group, Inc., 8.500%, 07/15/19 | 658,000 | 731,815 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 | 269,000 | 297,104 | ||||||
Lazard Group LLC, 6.850%, 06/15/17 | 1,545,000 | 1,701,198 | ||||||
MassMutual Global Funding LLC, 2.300%, 09/28/15(a) | 843,000 | 846,258 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 | 1,217,000 | 1,218,645 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN | 938,000 | 937,508 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN | 724,000 | 759,635 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21(a) | 1,389,000 | 1,434,904 | ||||||
12,583,177 | ||||||||
Electric (2.8%) | ||||||||
Alabama Power Co., 5.800%, 11/15/13 | 81,000 | 89,094 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 | 299,000 | 297,648 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 480,000 | 527,802 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 1,084,000 | 1,201,955 | ||||||
2,116,499 | ||||||||
Electronics (0.4%) | ||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 | 279,000 | 282,887 | ||||||
Food (1.0%) | ||||||||
Kraft Foods, Inc., 6.500%, 02/09/40 | 606,000 | 740,786 | ||||||
Healthcare — Products (0.6%) | ||||||||
Stryker Corp., 2.000%, 09/30/16 | 449,000 | 451,165 | ||||||
Insurance (4.2%) | ||||||||
Allied World Assurance Co. Holdings Ltd., 5.500%, 11/15/20 | 618,000 | 623,336 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(a) | 532,000 | 506,445 | ||||||
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13 | 636,000 | 651,857 | ||||||
Progressive Corp. (The), 3.750%, 08/23/21 | 199,000 | 202,987 | ||||||
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(a) | 994,000 | 1,218,085 | ||||||
3,202,710 | ||||||||
11
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Corporate Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Machinery-Construction & Mining (1.3%) | ||||||||
Caterpillar, Inc., 5.200%, 05/27/41 | 855,000 | 999,150 | ||||||
Media (5.4%) | ||||||||
Comcast Corp., 6.450%, 03/15/37 | 375,000 | 431,392 | ||||||
NBC Universal Media LLC, 5.950%, 04/01/41 | 962,000 | 1,070,208 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 | 24,000 | 25,930 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 912,000 | 1,036,551 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 | 968,000 | 1,075,605 | ||||||
Time Warner, Inc., 6.200%, 03/15/40 | 377,000 | 415,875 | ||||||
4,055,561 | ||||||||
Mining (4.0%) | ||||||||
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39 | 816,000 | 881,669 | ||||||
Barrick International Barbados Corp., 6.350%, 10/15/36(a) | 753,000 | 881,656 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21(a) | 1,272,000 | 1,261,872 | ||||||
3,025,197 | ||||||||
Miscellaneous Manufacturer (2.1%) | ||||||||
3M Co., 1.375%, 09/29/16 | 417,000 | 414,745 | ||||||
General Electric Co., 5.250%, 12/06/17 | 455,000 | 505,534 | ||||||
Siemens Financieringsmat, 6.125%, 08/17/26(a) | 567,000 | 695,405 | ||||||
1,615,684 | ||||||||
Oil & Gas (4.3%) | ||||||||
Ensco PLC, 4.700%, 03/15/21 | 757,000 | 771,562 | ||||||
Shell International Finance BV, 5.500%, 03/25/40 | 859,000 | 1,068,330 | ||||||
Statoil ASA, 3.125%, 08/17/17 | 1,344,000 | 1,423,612 | ||||||
3,263,504 | ||||||||
Oil & Gas Services (2.8%) | ||||||||
Baker Hughes, Inc., 5.125%, 09/15/40 | 526,000 | 602,220 | ||||||
Schlumberger Investment SA, 3.300%, 09/14/21(a) | 720,000 | 720,718 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 | 273,000 | 277,833 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 | 499,000 | 522,989 | ||||||
2,123,760 | ||||||||
Pharmaceuticals (1.7%) | ||||||||
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36 | 322,000 | 400,041 | ||||||
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15 | 823,000 | 862,711 | ||||||
1,262,752 | ||||||||
Pipelines (5.0%) | ||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 | 329,000 | 370,104 | ||||||
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20 | 355,000 | 390,771 | ||||||
Enbridge Energy Partners LP, 5.500%, 09/15/40, Callable 03/15/40 @ 100 | 714,000 | 729,650 | ||||||
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @ 100 | 722,000 | 674,938 | ||||||
Energy Transfer Partners LP, 6.625%, 10/15/36 | 583,000 | 599,244 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(a) | 251,000 | 263,733 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(a) | 39,000 | 43,745 | ||||||
TC Pipelines LP, 4.650%, 06/15/21 | 611,000 | 628,498 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 | 65,000 | 75,114 | ||||||
3,775,797 | ||||||||
Real Estate Investment Trusts (3.8%) | ||||||||
BioMed Realty LP, 3.850%, 04/15/16 | 648,000 | 635,118 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 | 994,000 | 1,045,769 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 | 1,116,000 | 1,204,697 | ||||||
2,885,584 | ||||||||
Retail (2.3%) | ||||||||
Family Dollar Stores, Inc., 5.000%, 02/01/21 | 566,000 | 554,489 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(a) | 1,102,000 | 1,183,657 | ||||||
1,738,146 | ||||||||
12
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Corporate Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Semiconductors (3.4%) | ||||||||
Analog Devices Inc., 3.000%, 04/15/16 | 237,000 | 245,667 | ||||||
Intel Corp., 1.950%, 10/01/16 | 497,000 | 500,586 | ||||||
Intel Corp., 4.800%, 10/01/41 | 1,664,000 | 1,788,713 | ||||||
2,534,966 | ||||||||
Telecommunication Services (12.1%) | ||||||||
AT&T, Inc., 5.550%, 08/15/41 | 636,000 | 684,729 | ||||||
British Telecommunications PLC, 5.950%, 01/15/18 | 470,000 | 522,664 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(a) | 1,884,000 | 2,006,460 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 | 784,000 | 857,729 | ||||||
CenturyLink, Inc., 6.450%, 06/15/21 | 777,000 | 719,981 | ||||||
Cisco Systems, Inc., 5.500%, 01/15/40 | 871,000 | 1,004,889 | ||||||
Juniper Networks, Inc., 4.600%, 03/15/21 | 247,000 | 254,088 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 | 1,171,000 | 1,285,995 | ||||||
SBC Communications, Inc., 6.450%, 06/15/34 | 313,000 | 360,163 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 | 1,155,000 | 1,317,714 | ||||||
Verizon Communications, Inc., 5.850%, 09/15/35 | 120,000 | 140,855 | ||||||
9,155,267 | ||||||||
Trucking & Leasing (2.5%) | ||||||||
Aviation Capital Group, 7.125%, 10/15/20(a) | 1,928,000 | 1,910,918 | ||||||
Total Corporate Bonds (Cost $61,771,083) | 65,770,472 | |||||||
U.S. Treasury Obligation (3.0%) | ||||||||
U.S. Treasury Note (3.0%) | ||||||||
2.125%, 08/15/21 | 2,202,000 | 2,240,887 | ||||||
Total U.S. Treasury Obligation (Cost $2,237,533) | 2,240,887 | |||||||
Money Market Fund (10.6%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b) | 8,042,223 | 8,042,223 | ||||||
Total Money Market Fund (Cost $8,042,223) | 8,042,223 | |||||||
Total Investments (Cost $72,050,839) — 100.6% | 76,053,582 | |||||||
Liabilities in excess of other assets — (0.6)% | (470,206 | ) | ||||||
Net Assets — 100.0% | $ | 75,583,376 | ||||||
(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 22.6% of net assets as of September 30, 2011. | |
(b) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
MTN | — Medium Term Note |
13
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (94.1%) | ||||||||
Georgia (85.7%) | ||||||||
Association County Commissioners of Georgia Leasing Program, Georgia Public Purpose Project, COP, 5.250%, 04/01/21, Callable 04/01/14 @ 102, XLCA | 2,680,000 | 2,864,866 | ||||||
Athens Housing Authority, RB, 5.000%, 06/15/39, Callable 06/15/19 @ 100 | 2,445,000 | 2,506,101 | ||||||
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/27 | 1,885,000 | 2,107,524 | ||||||
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/25, Callable 07/01/21 @ 100 | 1,750,000 | 1,987,160 | ||||||
Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/29, Callable 07/01/21 @ 100 | 1,690,000 | 1,860,538 | ||||||
Athens-Clarke County Unified Government Development Authority, Catholic Health East, RB, 6.250%, 11/15/32, Callable 05/15/19 @ 100 | 1,485,000 | 1,599,434 | ||||||
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.500%, 01/01/38, Callable 01/01/19 @ 100 | 4,000,000 | 4,416,600 | ||||||
Athens-Clarke County Unified Government Water & Sewerage, RB, 5.625%, 01/01/33, Callable 01/01/19 @ 100 | 3,000,000 | 3,344,040 | ||||||
Atlanta Airport Passenger Facility Charge, Ser B, RB, 5.000%, 01/01/21, Callable 01/01/20 @ 100 | 2,000,000 | 2,271,620 | ||||||
Atlanta Airport Project, Ser A, RB, 5.375%, 01/01/19, Callable 07/01/14 @ 100, AGM, AMT | 5,000,000 | 5,286,850 | ||||||
Atlanta Airport Project, Ser C, RB, 5.000%, 01/01/19 | 1,000,000 | 1,150,540 | ||||||
Carroll County Water Authority, Water & Sewer, RB, 5.250%, 07/01/22, Callable 07/01/15 @ 100, AGM | 1,000,000 | 1,110,780 | ||||||
Central Valdosta Development Authority, Lowndes County Judicial Project, RB, 5.250%, 06/01/21, Callable 06/01/13 @ 102, XLCA/County Guaranteed | 1,885,000 | 2,032,558 | ||||||
Cherokee County Georgia Resource Recovery Development Authority, Solid Waste Disposal, RB, 5.000%, 07/01/37, Callable 07/01/17 @ 100, AMBAC/County Guaranteed, AMT | 1,000,000 | 1,018,930 | ||||||
Cobb County Development Authority, Solid Waste Disposal, Georgia Waste Management Project, Ser A, RB, 5.000%, 04/01/33, Callable 04/01/16 @ 101, AMT | 1,000,000 | 974,290 | ||||||
DeKalb County Government Authority Water & Sewerage, Ser B, RB, 5.250%, 10/01/24 | 1,100,000 | 1,230,647 | ||||||
DeKalb County Government Authority Water & Sewerage, Ser B, RB, 5.250%, 10/01/32, Callable 10/01/26 @ 100 | 1,325,000 | 1,432,564 | ||||||
DeKalb County Hospital Authority, De Kalb Medical Center, Inc. Project, RB, 6.125%, 09/01/40, Callable 01/01/20 @ 100 | 4,080,000 | 4,151,196 | ||||||
DeKalb County Transportation, Parks and Greenspace, GO, 5.000%, 12/01/17, Callable 12/01/15 @ 100 | 3,820,000 | 4,098,898 |
14
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Georgia Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Georgia—continued | ||||||||
DeKalb Private Hospital Authority, Children’s Healthcare of Atlanta, Inc., RB, 5.000%, 11/15/29, Callable 11/15/19 @ 100 | 6,300,000 | 6,586,209 | ||||||
DeKalb Private Hospital Authority, Children’s Healthcare of Atlanta, Inc., RB, 5.250%, 11/15/39, Callable 11/15/19 @ 100 | 3,000,000 | 3,104,070 | ||||||
Douglasville-Douglas County Water & Sewer Authority, RB, 5.625%, 06/01/15, Callable 06/01/12 @ 100, AMBAC | 675,000 | 717,228 | ||||||
Downtown Smyrna Development Authority, RB, 5.250%, 02/01/28 | 1,000,000 | 1,177,810 | ||||||
Forsyth County, GO, 5.000%, 03/01/25, Callable 03/01/19 @ 100 | 6,825,000 | 7,797,494 | ||||||
Forsyth County School District, GO, 5.000%, 02/01/23, Callable 02/01/15 @ 100, NATL-RE | 3,000,000 | 3,302,340 | ||||||
Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.500%, 10/01/17, Callable 04/01/12 @ 100 | 1,750,000 | 1,773,117 | ||||||
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/22, Callable 05/01/14 @ 100, NATL-RE | 2,370,000 | 2,555,050 | ||||||
Fulton County Development Authority, Molecular Science Building Project, RB, 5.250%, 05/01/27, Callable 05/01/14 @ 100, NATL-RE | 3,375,000 | 3,501,934 | ||||||
Fulton County Development Authority, Robert Woodruff Arts Center, Inc., Ser B, RB, 5.250%, 03/15/24, Callable 03/15/19 @ 100 | 1,300,000 | 1,367,054 | ||||||
Georgia State, Ser C, GO, 5.000%, 07/01/29, Callable 07/01/21 @ 100 | 3,000,000 | 3,449,190 | ||||||
Georgia State Higher Education Facilities Authority, USG Real Estate Foundation I LLC, RB, 6.000%, 06/15/34, Callable 06/15/18 @ 100 | 1,065,000 | 1,156,537 | ||||||
Georgia State Road & Tollway Authority, Ser B, RB, 5.000%, 10/01/19, State Guaranteed | 4,450,000 | 5,480,798 | ||||||
Glynn County School District, GO, 4.000%, 09/01/15, State Aid Withholding | 720,000 | 807,422 | ||||||
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.000%, 08/01/20, Callable 08/01/18 @ 100 | 425,000 | 455,881 | ||||||
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.500%, 08/01/28, Callable 08/01/18 @ 100 | 1,800,000 | 1,847,250 | ||||||
Glynn-Brunswick Memorial Hospital Authority, SouthEast Health System, Ser A, RB, 5.625%, 08/01/34, Callable 08/01/18 @ 100 | 2,000,000 | 2,049,380 | ||||||
Gwinnett County Development Authority, Public Schools Project, COP, 5.250%, 01/01/21, Pre-refunded 01/01/14 @ 100, Callable 01/01/14 @ 100, NATL-RE | 2,910,000 | 3,221,312 |
15
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Georgia Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Georgia—continued | ||||||||
Gwinnett County School District, GO, 5.000%, 02/01/20 | 1,235,000 | 1,517,086 | ||||||
Gwinnett County School District, GO, 5.000%, 02/01/32, Callable 02/01/18 @ 100 | 4,745,000 | 5,126,498 | ||||||
Henry County Water & Sewerage Authority, RB, 6.150%, 02/01/20, AMBAC | 2,100,000 | 2,606,121 | ||||||
Lincoln County School District, GO, 5.500%, 04/01/37, Callable 04/01/19 @ 100, State Aid Withholding | 1,000,000 | 1,123,250 | ||||||
Metropolitan Atlanta Rapid Transit Authority, Ser B, RB, 4.500%, 07/01/30, Callable 07/01/17 @ 100, AGM | 2,395,000 | 2,415,405 | ||||||
Milledgeville & Baldwin County Development Authority, Georgia College & State University Foundation, RB, 6.000%, 09/01/33, Pre-refunded 09/01/14 @ 101 | 2,355,000 | 2,749,886 | ||||||
Municipal Electric Authority of Georgia, Ser A, RB, 5.000%, 01/01/21 | 1,000,000 | 1,160,500 | ||||||
Private Colleges & Universities Authority, Emory University, Ser C, RB, 5.250%, 09/01/39 | 3,500,000 | 3,849,195 | ||||||
Private Colleges & Universities Authority, Emory University, Ser B, RB, 5.000%, 09/01/29, Callable 09/01/19 @ 100 | 3,000,000 | 3,293,580 | ||||||
Richmond County Hospital Authority, University Health Services, Inc. Project, RB, 5.250%, 01/01/29, Callable 01/01/19 @ 100 | 2,250,000 | 2,271,420 | ||||||
Thomasville Hospital Authority, John D. Archhold Memorial Hospital, RB, 5.375%, 11/01/40, Callable 11/01/20 @ 100 | 3,510,000 | 3,543,731 | ||||||
Walton County School District, Ser A, GO, 5.000%, 08/01/21, Callable 08/01/15 @ 100, NATL-RE | 2,575,000 | 2,801,909 | ||||||
128,253,793 | ||||||||
Puerto Rico (8.4%) | ||||||||
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Ser CC, RB, 5.500%, 07/01/30 | 3,685,000 | 3,907,242 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/27, Callable 08/01/19 @ 100 | 1,965,000 | 2,081,249 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/57, Callable 08/01/17 @ 100 | 1,600,000 | 1,656,240 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.500%, 08/01/28, Callable 08/01/19 @ 100 | 2,300,000 | 2,445,636 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 6.000%, 08/01/42, Callable 08/01/19 @ 100 | 2,335,000 | 2,522,361 | ||||||
12,612,728 | ||||||||
Total Municipal Bonds (Cost $133,831,787) | 140,866,521 | |||||||
16
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Georgia Tax-Exempt Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Money Market Fund (4.7%) | ||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.03%(a) | 7,038,597 | 7,038,597 | ||||||
Total Money Market Fund (Cost $7,038,597) | 7,038,597 | |||||||
Total Investments (Cost $140,870,384) — 98.8% | 147,905,118 | |||||||
Other assets in excess of liabilities — 1.2% | 1,841,580 | |||||||
Net Assets — 100.0% | $ | 149,746,698 | ||||||
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
AGM | — Security guaranteed by Assured Guaranty Municipal Corporation | |
AMBAC | — Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | — Income subject to Alternative Minimum Tax | |
COP | — Certificate of Participation | |
GO | — General Obligation | |
NATL-RE | — Reinsurance provided by National Public Finance Guarantee Corporation | |
RB | — Revenue Bond | |
XLCA | — Security guaranteed by XL Capital Assurance, Inc. |
17
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (91.5%) | ||||||||
Alabama (4.5%) | ||||||||
Birmingham Special Care Facilities Financing Authority Health Care Facilities, Children’s Hospital of Alabama, RB, 6.000%, 06/01/39, Callable 06/01/19 @ 100, AGC | 2,000,000 | 2,202,980 | ||||||
Alaska (7.1%) | ||||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23, Callable 09/01/19 @ 100, AGC | 1,000,000 | 1,166,060 | ||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, Callable 09/01/19 @ 100, AGC(a) | 2,000,000 | 2,323,640 | ||||||
3,489,700 | ||||||||
California (7.5%) | ||||||||
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100(a) | 2,000,000 | 2,353,940 | ||||||
San Diego County Water Authority, Ser A, RB, 5.000%, 05/01/19 | 1,125,000 | 1,356,165 | ||||||
3,710,105 | ||||||||
District of Columbia (4.6%) | ||||||||
District of Columbia, Income Tax, Ser A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100 | 2,000,000 | 2,286,560 | ||||||
Florida (6.8%) | ||||||||
Florida State Board of Education, Lottery Revenue, Ser A, RB, 5.000%, 07/01/18 | 1,000,000 | 1,175,120 | ||||||
Miami Parking Facilities Authority, RB, 5.250%, 10/01/15, NATL-RE | 1,000,000 | 1,123,720 | ||||||
Osceola County Tourist Development Tax Authority, Ser A, RB, 5.500%, 10/01/15, Callable 10/01/12 @ 100, NATL-RE/FGIC | 1,000,000 | 1,045,020 | ||||||
3,343,860 | ||||||||
Georgia (7.8%) | ||||||||
Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.750%, 10/01/36, Callable 04/01/21 @ 100 | 1,250,000 | 1,364,688 | ||||||
Georgia State Road & Tollway Authority, Ser A, RB, 5.000%, 03/01/20 | 2,000,000 | 2,459,280 | ||||||
3,823,968 | ||||||||
Idaho (5.6%) | ||||||||
Idaho Health Facilities Authority, Ser A, RB, 6.750%, 11/01/37, Callable 11/01/18 @ 100 | 2,500,000 | 2,786,600 | ||||||
Illinois (2.2%) | ||||||||
University of Illinois, Auxiliary Facilities System, Ser A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100 | 1,000,000 | 1,088,800 | ||||||
Kansas (3.3%) | ||||||||
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38, Callable 11/15/19 @ 100(a) | 1,500,000 | 1,630,590 | ||||||
Maine (5.7%) | ||||||||
Maine State Turnpike Authority, RB, 6.000%, 07/01/38, Callable 07/01/19 @ 100(a) | 2,500,000 | 2,833,850 | ||||||
Maryland (2.2%) | ||||||||
Baltimore, Ser A, RB, 5.000%, 07/01/41, Callable 07/01/21 @ 100 | 1,000,000 | 1,096,120 | ||||||
Minnesota (2.3%) | ||||||||
Minnesota State, Ser A, GO, 5.000%, 10/01/27, Callable 10/01/21 @ 100(b) | 1,000,000 | 1,154,890 | ||||||
New Jersey (4.5%) | ||||||||
New Jersey State Transportation Trust Fund Authority, Transportation System, Ser A, RB, 6.000%, 12/15/38, Pre-refunded 12/15/18 @ 100 | 1,955,000 | 2,196,325 | ||||||
18
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Grade Municipal Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
New York (2.3%) | ||||||||
Erie County Industrial Development Agency, City School District Buffalo, Ser A, RB, 5.750%, 05/01/29, Callable 05/01/18 @ 100, BHAC | 1,000,000 | 1,126,280 | ||||||
Oregon (2.9%) | ||||||||
Washington County Clean Water Services, Sewer Revenue, Ser B, RB, 5.000%, 10/01/20 | 1,165,000 | 1,420,531 | ||||||
Texas (18.4%) | ||||||||
Allen Independent School District, GO, 5.000%, 02/15/41, Callable 02/15/21 @ 100, PSF-GTD | 1,750,000 | 1,909,932 | ||||||
Austin, Ser 2005, GO, 5.000%, 09/01/19, Callable 03/01/15 @ 100, NATL-RE | 1,000,000 | 1,111,770 | ||||||
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD | 4,000,000 | 4,908,440 | ||||||
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Ser B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100 | 1,000,000 | 1,133,710 | ||||||
9,063,852 | ||||||||
Washington (3.8%) | ||||||||
Seattle Washington Municipal Light & Power, RB, 5.750%, 04/01/29, Callable 04/01/19 @ 100, BHAC(a) | 1,635,000 | 1,888,736 | ||||||
Total Municipal Bonds (Cost $41,450,722) | 45,143,747 | |||||||
Money Market Fund (9.9%) | ||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.03%(c) | 4,858,598 | 4,858,598 | ||||||
Total Money Market Fund (Cost $4,858,598) | 4,858,598 | |||||||
Total Investments (Cost $46,309,320) — 101.4% | 50,002,345 | |||||||
Liabilities in excess of other assets — (1.4)% | (686,609 | ) | ||||||
Net Assets — 100.0% | $ | 49,315,736 | ||||||
(a) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. | |
(b) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(c) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
AGC | — Security guaranteed by Assured Guaranty Corporation | |
BHAC | — Security guaranteed by Berkshire Hathaway Assurance Corporation | |
FGIC | — Security guaranteed by Financial Guaranty Insurance Company | |
GO | — General Obligation | |
NATL-RE | — Reinsurance provided by National Public Finance Guarantee Corporation | |
PSF-GTD | — Security guaranteed by Permanent School Fund Guarantee Program | |
RB | — Revenue Bond |
19
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Bank Loans (3.4%) | ||||||||
Aerospace/Defense (0.3%) | ||||||||
Hawker Beechcraft Acquisition Co. LLC, 0.269%, 03/26/14(a)(b) | 56,001 | 38,436 | ||||||
Hawker Beechcraft Acquisition Co. LLC, Term Loan, 2.369%, 03/26/14(a)(b) | 905,621 | 621,573 | ||||||
Hawker Beechcraft Acquisition Co. LLC, Term Loan, 10.500%, 03/26/14(a)(b) | 790,000 | 678,081 | ||||||
1,338,090 | ||||||||
Diversified Financial Services (0.1%) | ||||||||
American Capital Holdings, Inc., Term Loan, 7.500%, 12/31/13(a)(b) | 598,044 | 586,083 | ||||||
Energy (2.2%) | ||||||||
Aventine Renewable Energy Holdings, Inc., Term Loan B, 10.500%, 12/21/15(b)(c)(d) | 10,825,728 | 9,678,200 | ||||||
Media (0.4%) | ||||||||
Tribune Co., Term Loan B, 5.250%, 06/04/14(a)(b)(e) | 3,000,000 | 1,575,000 | ||||||
Telecommunication Services (0.4%) | ||||||||
Intelsat Jackson Holdings SA, Tranche B Term Loan, 5.250%, 04/02/18(a)(b) | 1,995,000 | 1,900,238 | ||||||
Total Bank Loans (Cost $17,044,587) | 15,077,611 | |||||||
Corporate Bonds (83.7%) | ||||||||
Advertising (0.7%) | ||||||||
Affinion Group, Inc., 7.875%, 12/15/18, Callable 12/15/14 @ 103.94 | 1,230,000 | 947,101 | ||||||
Affinion Group, Inc., 11.500%, 10/15/15, Callable 11/17/11 @ 103.83 | 1,500,000 | 1,170,000 | ||||||
Checkout Holding Corp., 0.000%, 11/15/15, Callable 11/17/11 @ 65.82(a)(d) | 1,890,000 | 1,030,050 | ||||||
3,147,151 | ||||||||
Aerospace/Defense (0.9%) | ||||||||
Ducommun, Inc., 9.750%, 07/15/18, Callable 07/15/15 @ 104.88(a) | 1,080,000 | 1,080,000 | ||||||
Kratos Defense & Security Solutions, Inc., 10.000%, 06/01/17, Callable 06/01/14 @ 105 | 1,700,000 | 1,691,500 | ||||||
Triumph Group, Inc., 8.625%, 07/15/18, Callable 07/15/14 @ 104.31 | 1,200,000 | 1,278,000 | ||||||
4,049,500 | ||||||||
Airlines (2.8%) | ||||||||
Air Canada Inc., 9.250%, 08/01/15, Callable 08/01/12 @ 106.94(a) | 1,000,000 | 950,000 | ||||||
American Airlines, Inc., 7.500%, 03/15/16, Callable 03/15/13 @ 105.62(a)(f) | 6,665,000 | 5,598,600 | ||||||
Delta Air Lines, Inc., 9.500%, 09/15/14, Callable 11/17/11 @ 107.12(a) | 2,425,000 | 2,497,750 | ||||||
Delta Air Lines, Inc., 12.250%, 03/15/15, Callable 03/15/12 @ 108.81(a)(f) | 1,185,000 | 1,259,062 | ||||||
United Air Lines, Inc., 12.000%, 11/01/13, Callable 02/01/12 @ 109(a)(g) | 2,000,000 | 2,025,000 | ||||||
12,330,412 | ||||||||
Auto Manufacturers (1.3%) | ||||||||
Chrysler Group LLC, 8.000%, 06/15/19, Callable 06/15/15 @ 104(a)(f) | 6,000,000 | 4,680,000 | ||||||
Chrysler Group LLC, 8.250%, 06/15/21, Callable 06/15/16 @ 104.13(a) | 900,000 | 693,000 | ||||||
General Motors Liquidation Co., 7.200%, 01/15/49(e)(f)(h) | 17,182,000 | 185,566 |
20
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Auto Manufacturers—continued | ||||||||
General Motors Liquidation Co., 8.375%, 07/15/49(e)(f)(h) | 36,800,000 | 397,440 | ||||||
5,956,006 | ||||||||
Auto Parts & Equipment (1.7%) | ||||||||
Delphi Corp., 5.875%, 05/15/19, Callable 05/15/14 @ 104.41(a) | 2,120,000 | 1,971,600 | ||||||
Delphi Corp., 6.125%, 05/15/21, Callable 05/15/16 @ 103.06(a) | 1,885,000 | 1,753,050 | ||||||
Exide Technologies, 8.625%, 02/01/18, Callable 02/01/15 @ 104.31 | 1,190,000 | 1,106,700 | ||||||
Tower Automotive Holdings USA LLC / TA Holdings Finance, Inc., 10.625%, 09/01/17, Callable 09/01/14 @ 105.31(a) | 540,000 | 534,600 | ||||||
Visteon Corp., 6.750%, 04/15/19, Callable 04/15/14 @ 105.06(a) | 2,700,000 | 2,430,000 | ||||||
7,795,950 | ||||||||
Banks (2.9%) | ||||||||
CIT Group, Inc., 7.000%, 05/01/14, Callable 10/03/11 @ 102 | 44,879 | 45,776 | ||||||
CIT Group, Inc., 7.000%, 05/01/15, Callable 11/17/11 @ 102 | 550,000 | 545,875 | ||||||
CIT Group, Inc., 7.000%, 05/01/17, Callable 11/17/11 @ 102 | 10,490,000 | 10,175,300 | ||||||
Provident Funding Associates LP / PFG Finance Corp., 10.125%, 02/15/19, Callable 02/15/15 @ 105.06(a) | 1,645,000 | 1,422,925 | ||||||
Provident Funding Association LP, 10.250%, 04/15/17, Callable 04/15/14 @ 105.13(a) | 440,000 | 429,000 | ||||||
Regions Financial Corp., 5.750%, 06/15/15 | 630,000 | 604,800 | ||||||
13,223,676 | ||||||||
Building Materials (0.4%) | ||||||||
USG Corp., 8.375%, 10/15/18, Callable 10/15/14 @ 104.19(a) | 855,000 | 713,925 | ||||||
USG Corp., 9.750%, 01/15/18 | 1,135,000 | 912,256 | ||||||
1,626,181 | ||||||||
Chemicals (1.1%) | ||||||||
Chemtura Corp., 7.875%, 09/01/18, Callable 09/01/14 @ 103.94 | 680,000 | 666,400 | ||||||
INEOS Finance PLC, 9.000%, 05/15/15, Callable 05/15/13 @ 104.50(a) | 480,000 | 456,000 | ||||||
Kinove German Bondco GmbH, 9.625%, 06/15/18, Callable 06/15/14 @ 107.22(a) | 1,100,000 | 995,500 | ||||||
Rain CII Carbon LLC, 8.000%, 12/01/18, Callable 12/01/14 @ 104(a) | 1,500,000 | 1,500,000 | ||||||
Vertellus Specialties, Inc., 9.375%, 10/01/15, Callable 04/01/13 @ 104.69(a)(d)(f) | 1,500,000 | 1,312,500 | ||||||
4,930,400 | ||||||||
Coal (0.9%) | ||||||||
Arch Coal, Inc., 7.000%, 06/15/19, Callable 06/15/15 @ 103.50(a) | 2,220,000 | 2,109,000 | ||||||
Arch Coal, Inc., 7.250%, 06/15/21, Callable 06/15/16 @ 103.63(a) | 2,220,000 | 2,136,750 | ||||||
4,245,750 | ||||||||
Commercial Services (1.9%) | ||||||||
Avis Budget Car Rental LLC, 9.625%, 03/15/18, Callable 03/15/14 @ 104.81 | 660,000 | 653,400 | ||||||
Cenveo Corp., 7.875%, 12/01/13, Callable 11/14/11 @ 101.31(f) | 7,000,000 | 4,900,000 | ||||||
National Money Mart Co., 10.375%, 12/15/16, Callable 12/15/13 @ 105.19 | 155,000 | 158,875 |
21
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Commercial Services—continued | ||||||||
PHH Corp., 9.250%, 03/01/16 | 935,000 | 960,713 | ||||||
Speedy Cash, Inc., 10.750%, 05/15/18, Callable 05/15/15 @ 105.38(a) | 1,635,000 | 1,647,262 | ||||||
8,320,250 | ||||||||
Cosmetics/Personal Care (0.2%) | ||||||||
Revlon Consumer Products Corp., 9.750%, 11/15/15, Callable 11/15/12 @ 104.88 | 815,000 | 853,713 | ||||||
Diversified Financial Services (3.9%) | ||||||||
American General Finance Corp., Ser H, 5.375%, 10/01/12 | 205,000 | 188,600 | ||||||
Community Choice Financial, Inc., 10.750%, 05/01/19, Callable 05/01/15 @ 105.38(a) | 1,885,000 | 1,828,450 | ||||||
E*Trade Financial Corp., 6.750%, 06/01/16 | 530,000 | 528,675 | ||||||
E*Trade Financial Corp. PIK, 12.500%, 11/30/17, Callable 11/30/2012 @ 112.50 | 3,296,000 | 3,716,240 | ||||||
Icahn Enterprises Finance Corp., 8.000%, 01/15/18, Callable 01/15/14 @ 104 | 4,385,000 | 4,368,556 | ||||||
International Lease Finance Corp., 6.250%, 05/15/19 | 2,380,000 | 2,068,677 | ||||||
International Lease Finance Corp., 8.250%, 12/15/20(f) | 2,330,000 | 2,283,400 | ||||||
International Lease Finance Corp., 8.750%, 03/15/17(f) | 1,145,000 | 1,150,725 | ||||||
Northern Tier Energy LLC / Northern Tier Finance Corp., 10.500%, 12/01/17, Callable 12/01/13 @ 107.88(a) | 1,330,000 | 1,383,200 | ||||||
17,516,523 | ||||||||
Electric (7.7%) | ||||||||
Edison Mission Energy, 7.200%, 05/15/19 | 7,235,000 | 4,123,950 | ||||||
Edison Mission Energy, 7.750%, 06/15/16(f) | 8,150,000 | 5,460,500 | ||||||
Energy Future Holdings Corp., 10.000%, 01/15/20, Callable 01/15/15 @ 105 | 500,000 | 485,000 | ||||||
GenOn Energy, Inc., 9.500%, 10/15/18(f) | 1,950,000 | 1,833,000 | ||||||
GenOn Energy, Inc., 9.875%, 10/15/20, Callable 10/15/15 @ 104.94(f) | 3,315,000 | 3,099,525 | ||||||
Midwest Generation LLC, Ser B, 8.560%, 01/02/16 | 675,046 | 664,921 | ||||||
NRG Energy, Inc., 7.625%, 01/15/18(a) | 4,300,000 | 3,999,000 | ||||||
NRG Energy, Inc., 7.625%, 05/15/19, Callable 05/15/14 @ 103.81(a) | 2,375,000 | 2,161,250 | ||||||
NRG Energy, Inc., 7.875%, 05/15/21, Callable 05/15/16 @ 103.94(a) | 2,490,000 | 2,278,350 | ||||||
Texas Competitive Electric Holdings Co. LLC, 11.500%, 10/01/20, Callable 04/01/16 @ 105.75(a) | 12,895,000 | 10,316,000 | ||||||
34,421,496 | ||||||||
Electronics (0.1%) | ||||||||
Viasystems Group, Inc., 12.000%, 01/15/15, Callable 07/15/12 @ 106(a) | 250,000 | 267,500 | ||||||
Energy-Alternate Sources (0.3%) | ||||||||
First Wind Capital LLC, 10.250%, 06/01/18, Callable 06/01/14 @ 107.69(a) | 1,600,000 | 1,520,000 | ||||||
Engineering & Construction (0.2%) | ||||||||
Aguila 3 S.A., 7.875%, 01/31/18, Callable 01/31/14 @ 105.91(a) | 875,000 | 796,250 | ||||||
Entertainment (3.0%) | ||||||||
Diamond Resorts Corp., 12.000%, 08/15/18, Callable 08/15/14 @ 106 | 4,720,000 | 4,425,000 |
22
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Entertainment—continued | ||||||||
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19, Callable 07/01/15 @ 105.25(a) | 3,390,000 | 3,195,075 | ||||||
FireKeepers Development Authority, 13.875%, 05/01/15, Callable 05/01/12 @ 110.50(a) | 1,680,000 | 1,898,400 | ||||||
Marina District Finance Co., Inc., 9.500%, 10/15/15, Callable 10/15/13 @ 104.75(f) | 295,000 | 266,237 | ||||||
Marina District Finance Co., Inc., 9.875%, 08/15/18, Callable 08/15/14 @ 104.94(f) | 400,000 | 334,000 | ||||||
Pinnacle Entertainment, Inc., 8.750%, 05/15/20, Callable 05/15/15 @ 104.38(f) | 750,000 | 699,375 | ||||||
Regal Entertainment Group, 9.125%, 08/15/18, Callable 08/15/14 @ 104.56 | 2,500,000 | 2,475,000 | ||||||
13,293,087 | ||||||||
Environmental Control (0.2%) | ||||||||
EnergySolutions, Inc., 10.750%, 08/15/18, Callable 08/15/14 @ 105.38 | 1,100,000 | 1,100,000 | ||||||
Food (0.4%) | ||||||||
JBS USA Finance, Inc., 7.250%, 06/01/21, Callable 06/01/15 @ 105.44(a) | 1,905,000 | 1,571,625 | ||||||
Forest Products & Paper (0.1%) | ||||||||
Verso Paper Holdings LLC / Verso Paper, Inc., 8.750%, 02/01/19, Callable 02/01/15 @ 104.38 | 615,000 | 424,350 | ||||||
Gas (0.3%) | ||||||||
Sabine Pass LNG LP, 7.500%, 11/30/16 | 1,565,000 | 1,447,625 | ||||||
Healthcare — Products (1.2%) | ||||||||
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25(f) | 2,010,000 | 1,623,075 | ||||||
Rotech Healthcare, Inc., 10.750%, 10/15/15, Callable 04/15/13 @ 105.38 | 3,815,000 | 3,834,075 | ||||||
5,457,150 | ||||||||
Healthcare — Services (7.2%) | ||||||||
American Renal Holdings Co., Inc., 8.375%, 05/15/18, Callable 05/15/13 @ 104.19 | 2,335,000 | 2,346,675 | ||||||
Apria Healthcare Group, Inc., 11.250%, 11/01/14, Callable 11/01/11 @ 105.62 | 500,000 | 480,000 | ||||||
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 11/17/11 @ 104.44 | 8,360,000 | 8,213,700 | ||||||
Gentiva Health Services, Inc., 11.500%, 09/01/18, Callable 09/01/14 @ 105.75 | 145,000 | 115,275 | ||||||
HCA, Inc., 7.500%, 02/15/22 | 4,060,000 | 3,745,350 | ||||||
INC Research LLC, 11.500%, 07/15/19, Callable 07/15/15 @ 105.75(a) | 9,000,000 | 8,032,500 | ||||||
inVentiv Health, Inc., 10.000%, 08/15/18, Callable 08/15/14 @ 105(a)(d) | 790,000 | 695,200 | ||||||
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19(a) | 2,100,000 | 1,603,875 | ||||||
MedImpact Holdings, Inc., 10.500%, 02/01/18, Callable 02/01/15 @ 105.25(a)(d) | 7,270,000 | 6,779,275 | ||||||
32,011,850 | ||||||||
23
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Holding Companies-Divers (0.2%) | ||||||||
Atlantic Broadband Finance LLC, 9.375%, 01/15/14, Callable 11/17/11 @ 101.56 | 725,000 | 719,563 | ||||||
Household Products/Wares (0.6%) | ||||||||
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 9.875%, 08/15/19, Callable 08/15/15 @ 104.94(a) | 3,000,000 | 2,640,000 | ||||||
Insurance (1.3%) | ||||||||
American International Group, Inc., 8.175%, 05/15/68, Callable 05/15/38 @ 100(b) | 300,000 | 264,750 | ||||||
Genworth Financial, Inc., 6.150%, 11/15/66, Callable 11/15/16 @ 100(b) | 3,030,000 | 1,515,000 | ||||||
Hartford Financial Services Group, Inc., 8.125%, 06/15/68, Callable 06/15/18 @ 100(b)(f) | 540,000 | 507,600 | ||||||
Lincoln National Corp., 6.050%, 04/20/67, Callable 04/20/17 @ 100(b) | 425,000 | 344,250 | ||||||
MBIA, Inc., 5.700%, 12/01/34 | 2,025,000 | 1,197,022 | ||||||
MBIA, Inc., 6.625%, 10/01/28 | 2,650,000 | 1,833,901 | ||||||
5,662,523 | ||||||||
Internet (1.1%) | ||||||||
Equinix, Inc., 7.000%, 07/15/21, Callable 07/15/16 @ 103.50 | 2,085,000 | 2,077,181 | ||||||
UPC Holding BV, 9.875%, 04/15/18, Callable 04/15/14 @ 104.94(a) | 150,000 | 150,000 | ||||||
Zayo Group LLC, 10.250%, 03/15/17, Callable 03/15/13 @ 105.13 | 2,600,000 | 2,710,500 | ||||||
4,937,681 | ||||||||
Investment Companies (0.8%) | ||||||||
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62 | 2,640,000 | 2,719,200 | ||||||
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62(a) | 885,000 | 911,550 | ||||||
3,630,750 | ||||||||
Iron/Steel (0.9%) | ||||||||
APERAM, 7.375%, 04/01/16, Callable 10/01/13 @ 103.69(a) | 750,000 | 660,000 | ||||||
APERAM, 7.750%, 04/01/18, Callable 04/01/15 @ 103.88(a) | 750,000 | 652,500 | ||||||
JMC Steel Group, 8.250%, 03/15/18, Callable 03/15/14 @ 106.19(a) | 2,975,000 | 2,796,500 | ||||||
4,109,000 | ||||||||
Leisure Time (0.2%) | ||||||||
ClubCorp Club Operations, Inc., 10.000%, 12/01/18, Callable 12/01/14 @ 105 | 1,000,000 | 885,000 | ||||||
Lodging (1.6%) | ||||||||
Harrahs Operating, Inc., 10.000%, 12/15/18, Callable 12/15/13 @ 105.19(f) | 10,000,000 | 5,950,000 | ||||||
MCE Finance Ltd., 10.250%, 05/15/18, Callable 05/15/14 @ 105.13 | 675,000 | 715,500 | ||||||
Wynn Las Vegas LLC, 7.750%, 08/15/20, Callable 08/15/15 @ 103.88 | 590,000 | 619,500 | ||||||
7,285,000 | ||||||||
Machinery-Diversified (0.2%) | ||||||||
Manitowoc Co., Inc. (The), 8.500%, 11/01/20, Callable 11/01/15 @ 104.25 | 790,000 | 714,950 |
24
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Machinery-Diversified—continued | ||||||||
Terex Corp., 10.875%, 06/01/16, Callable 06/01/13 @ 105.44 | 200,000 | 212,000 | ||||||
926,950 | ||||||||
Media (1.0%) | ||||||||
CCO Holdings LLC / Cap Corp., 6.500%, 04/30/21, Callable 04/30/15 @ 104.88 | 1,755,000 | 1,658,475 | ||||||
CCO Holdings LLC / Cap Corp., 7.875%, 04/30/18, Callable 04/30/13 @ 105.91 | 735,000 | 747,863 | ||||||
Clear Channel Worldwide Holdings, Inc., Series REGS, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94 | 215,000 | 218,225 | ||||||
Insight Communications, Inc., 9.375%, 07/15/18, Callable 07/15/13 @ 107.03(a) | 1,330,000 | 1,489,600 | ||||||
Sirius XM Radio, Inc., 9.750%, 09/01/15, Callable 09/01/12 @ 104.88(a) | 450,000 | 487,125 | ||||||
4,601,288 | ||||||||
Mining (1.1%) | ||||||||
Consolidated Minerals Ltd., 8.875%, 05/01/16, Callable 05/01/14 @ 104.44(a) | 2,125,000 | 1,811,563 | ||||||
Novelis, Inc., 8.750%, 12/15/20, Callable 12/15/15 @ 104.38 | 1,210,000 | 1,185,800 | ||||||
Teck Cominco Ltd., 6.125%, 10/01/35 | 530,000 | 562,124 | ||||||
Thompson Creek Metals Co., Inc., 7.375%, 06/01/18, Callable 06/01/14 @ 105.53(a) | 790,000 | 711,000 | ||||||
Vulcan Materials Co., 7.500%, 06/15/21(f) | 940,000 | 876,938 | ||||||
5,147,425 | ||||||||
Miscellaneous Manufacturer (0.4%) | ||||||||
Amsted Industries, Inc., 8.125%, 03/15/18, Callable 03/15/14 @ 104.06(a) | 650,000 | 672,750 | ||||||
Griffon Corp., 7.125%, 04/01/18, Callable 04/01/14 @ 105.34 | 1,210,000 | 1,067,825 | ||||||
1,740,575 | ||||||||
Oil & Gas (5.8%) | ||||||||
CITGO Petroleum Corp., 11.500%, 07/01/17, Callable 07/01/14 @ 105.75(a) | 2,475,000 | 2,796,750 | ||||||
Coffeyville Resources LLC, 10.875%, 04/01/17, Callable 04/01/13 @ 108.16(a) | 2,300,000 | 2,564,500 | ||||||
Comstock Resources, Inc., 7.750%, 04/01/19, Callable 04/01/15 @ 103.88 | 2,160,000 | 2,019,600 | ||||||
Connacher Oil and Gas Ltd., 8.500%, 08/01/19, Callable 08/01/15 @ 104.25(a) | 4,500,000 | 3,465,000 | ||||||
Linn Energy LLC/Finance Corp., 6.500%, 05/15/19, Callable 05/15/15 @ 103.25(a) | 3,335,000 | 3,068,200 | ||||||
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20, Callable 04/15/15 @ 104.31 | 855,000 | 880,650 | ||||||
RDS Ultra-Deepwater Ltd., 11.875%, 03/15/17, Callable 03/15/14 @ 105.94(a) | 750,000 | 785,625 | ||||||
United Refining Co., 10.500%, 02/28/18, Callable 02/28/15 @ 105.25 | 11,010,000 | 10,349,400 | ||||||
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(a) | 40,000 | 43,200 | ||||||
25,972,925 | ||||||||
25
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas Services (1.8%) | ||||||||
American Petroleum Tankers LLC, 10.250%, 05/01/15, Callable 05/01/12 @ 105.13 | 453,000 | 447,337 | ||||||
Cie Generale de Geophysique — Veritas, 6.500%, 06/01/21, Callable 06/01/16 @ 103.25(a) | 4,500,000 | 4,050,000 | ||||||
Exterran Holdings, Inc., 7.250%, 12/01/18, Callable 12/01/13 @ 105.44(a) | 1,580,000 | 1,516,800 | ||||||
Oil States International, Inc., 6.500%, 06/01/19, Callable 06/01/14 @ 104.88(a) | 2,140,000 | 2,091,850 | ||||||
8,105,987 | ||||||||
Packaging & Containers (0.1%) | ||||||||
Plastipak Holdings, Inc., 10.625%, 08/15/19, Callable 08/15/14 @ 105.31(a) | 285,000 | 296,400 | ||||||
Smurfit-Stone Container Corp., 8.000%, 03/15/17(e) | 2,230,000 | 44,600 | ||||||
Smurfit-Stone Container Corp., 8.250%, 10/01/12 | 2,465,000 | 49,300 | ||||||
390,300 | ||||||||
Pharmaceuticals (2.5%) | ||||||||
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(a) | 10,920,000 | 9,609,600 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19, Callable 07/15/15 @ 103.50(a) | 675,000 | 677,531 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22, Callable 07/15/16 @ 103.63(a) | 940,000 | 942,350 | ||||||
11,229,481 | ||||||||
Pipelines (0.2%) | ||||||||
Genesis Energy LP, 7.875%, 12/15/18, Callable 12/15/14 @ 103.94(a) | 860,000 | 817,000 | ||||||
Real Estate Investment Trusts (0.5%) | ||||||||
Reckson Operating Partnership LP, 7.750%, 03/15/20 | 935,000 | 1,056,798 | ||||||
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38 | 1,145,000 | 1,139,275 | ||||||
2,196,073 | ||||||||
Retail (1.0%) | ||||||||
Gymboree Corp., 9.125%, 12/01/18, Callable 12/01/14 @ 104.56(f) | 1,690,000 | 1,250,600 | ||||||
Sears Holdings Corp., 6.625%, 10/15/18 | 3,725,000 | 3,073,125 | ||||||
4,323,725 | ||||||||
Semiconductors (0.8%) | ||||||||
Advanced Micro Devices, Inc., 8.125%, 12/15/17, Callable 12/15/13 @ 104.06 | 1,090,000 | 1,090,000 | ||||||
Freescale Semiconductor, Inc., 8.050%, 02/01/20, Callable 06/01/15 @ 104.03(f) | 1,370,000 | 1,239,850 | ||||||
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81(a)(d) | 1,400,000 | 1,197,000 | ||||||
3,526,850 | ||||||||
Shipbuilding (1.8%) | ||||||||
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18, Callable 03/15/15 @ 103.44(a) | 3,910,000 | 3,636,300 | ||||||
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21, Callable 03/15/16 @ 103.56(a) | 4,575,000 | 4,243,312 | ||||||
7,879,612 | ||||||||
Storage/Warehousing (0.2%) | ||||||||
Niska Gas Storage US LLC / Niska Gas Storage Canada ULC, 8.875%, 03/15/18, Callable 03/15/14 @ 104.44 | 1,100,000 | 1,089,000 | ||||||
26
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services (17.5%) | ||||||||
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(a) | 1,880,000 | 1,861,200 | ||||||
Cricket Communications, Inc., 7.750%, 10/15/20, Callable 10/15/15 @ 103.88(a) | 2,795,000 | 2,403,700 | ||||||
EH Holding Corp., 6.500%, 06/15/19(a) | 1,045,000 | 1,005,813 | ||||||
EH Holding Corp., 7.625%, 06/15/21(a) | 1,150,000 | 1,106,875 | ||||||
GeoEye, Inc., 8.625%, 10/01/16, Callable 10/01/13 @ 104.31 | 640,000 | 646,400 | ||||||
GeoEye, Inc., 9.625%, 10/01/15, Callable 10/01/13 @ 104.81 | 325,000 | 354,250 | ||||||
Global Crossing (UK) Finance PLC, 10.750%, 12/15/14, Callable 11/03/11 @ 103.58 | 895,000 | 903,950 | ||||||
Global Crossing Ltd., 9.000%, 11/15/19, Callable 11/15/14 @ 104.50(a) | 4,500,000 | 5,332,500 | ||||||
Global Crossing Ltd., 12.000%, 09/15/15, Callable 09/15/12 @ 106 | 370,000 | 419,488 | ||||||
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(a) | 625,000 | 553,125 | ||||||
Intelsat Bermuda Ltd., 11.250%, 02/04/17, Callable 02/15/13 @ 105.62 | 7,570,000 | 6,566,975 | ||||||
Intelsat Luxembourg SA, PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(a) | 3,685,000 | 3,169,100 | ||||||
Level 3 Financing, Inc., 8.125%, 07/01/19, Callable 07/01/15 @ 104.06(a) | 3,000,000 | 2,651,250 | ||||||
Level 3 Financing, Inc., 9.250%, 11/01/14, Callable 12/01/11 @ 102.31 | 1,291,000 | 1,274,862 | ||||||
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69(a) | 2,665,000 | 2,478,450 | ||||||
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105 | 2,150,000 | 2,064,000 | ||||||
Level 3 Financing, Inc., 11.875%, 02/01/19, Callable 02/01/15 @ 105.94(a) | 6,740,000 | 6,403,000 | ||||||
NII Capital Corp., 7.625%, 04/01/21, Callable 04/01/16 @ 103.81 | 1,280,000 | 1,270,400 | ||||||
Nortel Networks Ltd., 10.750%, 07/15/16, Callable 11/17/11 @ 105.38(e)(f) | 8,000,000 | 8,640,000 | ||||||
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44 | 980,000 | 1,029,000 | ||||||
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75(a)(f) | 1,405,000 | 1,355,825 | ||||||
Sprint Capital Corp., 6.875%, 11/15/28 | 3,545,000 | 2,649,887 | ||||||
Sprint Capital Corp., 6.900%, 05/01/19(g) | 6,459,000 | 5,554,740 | ||||||
Sprint Capital Corp., 8.750%, 03/15/32 | 240,000 | 208,500 | ||||||
Telcordia Technologies, Inc., 11.000%, 05/01/18, Callable 05/01/14 @ 105.50(a) | 4,700,000 | 5,851,500 | ||||||
Trilogy International Partners LLC, 10.250%, 08/15/16, Callable 08/15/13 @ 105.13(a)(d) | 5,105,000 | 5,002,900 | ||||||
US West Capital Funding, Inc., 6.875%, 07/15/28 | 1,635,000 | 1,414,275 | ||||||
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(a) | 4,518,962 | 3,524,790 | ||||||
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(a) | 3,000,000 | 2,561,250 |
27
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Wind Acquisition Finance SA, 11.750%, 07/15/17, Callable 07/15/13 @ 105.88(a) | 100,000 | 85,000 | ||||||
78,343,005 | ||||||||
Transportation (1.6%) | ||||||||
Aircastle Ltd., 9.750%, 08/01/18, Callable 08/01/14 @ 104.88 | 600,000 | 618,000 | ||||||
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(a) | 6,150,000 | 5,227,500 | ||||||
CMA CGM SA, 8.500%, 04/15/17, Callable 04/15/14 @ 104.25(a) | 2,275,000 | 921,375 | ||||||
Martin Midstream Partners LP, 8.875%, 04/01/18, Callable 04/01/14 @ 104.44 | 400,000 | 396,000 | ||||||
7,162,875 | ||||||||
Trucking & Leasing (1.1%) | ||||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(a) | 5,000,000 | 4,810,550 | ||||||
Total Corporate Bonds (Cost $406,475,605) | 374,439,583 | |||||||
Convertible Corporate Bond (0.1%) | ||||||||
Healthcare — Services (0.1%) | ||||||||
LifePoint Hospitals, Inc., 3.500%, 05/15/14 | 600,000 | 607,500 | ||||||
Total Convertible Corporate Bond (Cost $509,985) | 607,500 | |||||||
U.S. Treasury Obligation (0.2%) | ||||||||
U.S. Treasury Bill (0.2%) | ||||||||
0.012%, 12/01/11(g) | 700,000 | 699,986 | ||||||
Total U.S. Treasury Obligation (Cost $699,989) | 699,986 | |||||||
Preferred Stocks (1.7%) | ||||||||
Diversified Financial Services (1.7%) | ||||||||
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25 | 30,000 | 753,000 | ||||||
GMAC Capital Trust I, Ser 2, 8.125%, 02/15/40, Callable 02/15/16 @ 25 | 380,035 | 6,935,639 | ||||||
7,688,639 | ||||||||
Total Preferred Stocks (Cost $10,278,306) | 7,688,639 | |||||||
Convertible Preferred Stock (1.1%) | ||||||||
Auto Manufacturers (1.1%) | ||||||||
General Motors Co., Ser B, 4.750%, 12/01/13 | 145,300 | 5,097,124 | ||||||
Total Convertible Preferred Stock (Cost $6,974,464) | 5,097,124 | |||||||
Warrants (0.9%) | ||||||||
Auto Manufacturers (0.9%) | ||||||||
General Motors Co. Expires at 07/10/16 at 10.00 USD*(f) | 196,033 | 2,281,824 | ||||||
General Motors Co. Expires at 07/10/19 at 18.33 USD*(f) | 196,033 | 1,554,542 | ||||||
3,836,366 | ||||||||
Total Warrants (Cost $8,425,489) | 3,836,366 | |||||||
Units (0.0%) | ||||||||
Commercial Services (0.0%) | ||||||||
Alion Science Technology Corp.*(h)(i) | 200 | — | ||||||
Total Units (Cost $13,410) | — | |||||||
Common Stocks (1.2%) | ||||||||
Auto Manufacturers (1.2%) | ||||||||
Ford Motor Co.* | 118,279 | 1,143,758 | ||||||
General Motors Co.*(f) | 215,635 | 4,351,514 | ||||||
5,495,272 | ||||||||
Total Common Stocks (Cost $8,937,432) | 5,495,272 | |||||||
Short-Term Investment (10.2%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(j) | 45,288,781 | 45,288,781 | ||||||
Total Short-Term Investment (Cost $45,288,781) | 45,288,781 | |||||||
28
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
High Income Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Money Market Fund (4.2%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(k) | 18,611,544 | 18,611,544 | ||||||
Total Money Market Fund (Cost $18,611,544) | 18,611,544 | |||||||
Total Investments (Cost $523,259,592) — 106.7% | 476,842,406 | |||||||
Liabilities in excess of other assets — (6.7)% | (29,803,778 | ) | ||||||
Net Assets — 100.0% | $ | 447,038,628 | ||||||
* | Non-income producing security. |
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 45.6% of net assets as of September 30, 2011. | |
(b) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. |
(c) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(d) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. | |
(e) | Security is in default. | |
(f) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $44,023,786. |
(g) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(h) | Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.1% of net assets as of September 30, 2011. | |
(i) | Each unit consists of $1,000 principal amount of 12.00% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock. | |
(j) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). | |
(k) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
PIK | — Payment in-kind | |
ULC | — Unlimited Liability Company |
Upfront | ||||||||||||||||||||||||||
Payments | ||||||||||||||||||||||||||
Notional | Fixed | Expiration | Made | Unrealized | ||||||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | (Received)($) | Value($) | Depreciation($) | |||||||||||||||||||
CDX.NA.HY.16 | JPMorgan | 8,000,000 | 5.000 | 06/20/16 | 33,578 | (720,463 | ) | (754,041 | ) | |||||||||||||||||
29
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations (1.6%) | ||||||||
Agency Collateralized CMO (1.5%) | ||||||||
Federal National Mortgage Association, Ser 2011-46, Cl B, 3.000%, 05/25/26 | 17,592,000 | 18,040,286 | ||||||
Commercial MBS (0.1%) | ||||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A3, 5.611%, 11/15/30(b) | 1,753,000 | 1,790,798 | ||||||
Total Collateralized Mortgage Obligations (Cost $17,293,600) | 19,831,084 | |||||||
Corporate Bonds (34.4%) | ||||||||
Aerospace/Defense (0.6%) | ||||||||
Boeing Co. (The), 5.125%, 02/15/13 | 243,000 | 256,705 | ||||||
United Technologies Corp., 6.125%, 02/01/19 | 6,172,000 | 7,568,576 | ||||||
7,825,281 | ||||||||
Auto Manufacturers (0.2%) | ||||||||
Daimler Finance N.A. LLC, 3.875%, 09/15/21(c) | 2,873,000 | 2,802,692 | ||||||
Banks (1.9%) | ||||||||
Bank of Nova Scotia, 2.375%, 12/17/13 | 2,500,000 | 2,569,958 | ||||||
Bank of Nova Scotia, 3.400%, 01/22/15 | 3,264,000 | 3,434,903 | ||||||
HSBC Bank PLC, 3.100%, 05/24/16(c) | 2,057,000 | 2,045,016 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(c) | 3,280,000 | 3,328,324 | ||||||
JPMorgan Chase & Co., 4.400%, 07/22/20 | 5,068,000 | 5,127,488 | ||||||
JPMorgan Chase & Co., 6.300%, 04/23/19 | 901,000 | 1,019,327 | ||||||
Northern Trust Corp., 4.625%, 05/01/14 | 667,000 | 719,078 | ||||||
Northern Trust Corp., 5.200%, 11/09/12 | 2,995,000 | 3,143,621 | ||||||
Toronto-Dominion Bank (The), 2.500%, 07/14/16 | 1,698,000 | 1,742,861 | ||||||
23,130,576 | ||||||||
Beverages (0.5%) | ||||||||
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12 | 4,385,000 | 4,476,081 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 | 1,305,000 | 1,375,689 | ||||||
5,851,770 | ||||||||
Biotechnology (0.1%) | ||||||||
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100 | 1,128,000 | 1,167,893 | ||||||
Chemicals (1.5%) | ||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 | 1,300,000 | 1,357,963 | ||||||
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21 | 2,193,000 | 2,403,100 | ||||||
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13 | 2,664,000 | 2,858,424 | ||||||
Praxair, Inc., 1.750%, 11/15/12 | 7,212,000 | 7,300,470 | ||||||
Praxair, Inc., 4.625%, 03/30/15 | 3,631,000 | 4,006,685 | ||||||
17,926,642 | ||||||||
Computers (1.3%) | ||||||||
Hewlett-Packard Co., 4.375%, 09/15/21 | 5,321,000 | 5,405,519 | ||||||
Hewlett-Packard Co., 4.500%, 03/01/13 | 1,139,000 | 1,188,221 | ||||||
Hewlett-Packard Co., 6.125%, 03/01/14 | 157,000 | 171,636 | ||||||
IBM Corp., 7.625%, 10/15/18 | 7,221,000 | 9,577,183 | ||||||
16,342,559 | ||||||||
Diversified Financial Services (5.0%) | ||||||||
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(c) | 3,551,000 | 3,571,290 | ||||||
CME Group, Inc., 5.400%, 08/01/13 | 2,313,000 | 2,475,627 | ||||||
CME Group, Inc., 5.750%, 02/15/14 | 3,936,000 | 4,322,740 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(c) | 3,037,000 | 3,326,541 | ||||||
ERAC USA Finance LLC, 5.600%, 05/01/15(c) | 1,641,000 | 1,820,422 |
30
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Intermediate Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Financial Services—continued | ||||||||
ERAC USA Finance LLC, 5.800%, 10/15/12(c) | 2,096,000 | 2,183,986 | ||||||
Ford Motor Credit Co. LLC, 5.000%, 05/15/18 | 6,140,000 | 5,930,724 | ||||||
Jefferies Group, Inc., 5.875%, 06/08/14 | 2,050,000 | 2,150,817 | ||||||
Jefferies Group, Inc., 8.500%, 07/15/19 | 2,632,000 | 2,927,260 | ||||||
Lazard Group LLC, 6.850%, 06/15/17 | 405,000 | 445,945 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 | 2,745,000 | 3,031,784 | ||||||
MassMutual Global Funding LLC, 2.300%, 09/28/15(c) | 2,796,000 | 2,806,807 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 | 3,304,000 | 3,308,467 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN | 4,521,000 | 4,518,631 | ||||||
TIAA Global Markets, Inc., 5.125%, 10/10/12(c) | 4,019,000 | 4,171,131 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN | 1,932,000 | 2,027,091 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/21 @ 100(c) | 6,811,000 | 7,036,090 | ||||||
Woodside Finance Ltd., 8.125%, 03/01/14(c) | 3,378,000 | 3,821,525 | ||||||
59,876,878 | ||||||||
Electric (1.4%) | ||||||||
Alabama Power Co., 5.800%, 11/15/13 | 2,496,000 | 2,745,408 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 | 1,534,000 | 1,527,063 | ||||||
Duke Energy Carolinas LLC, 4.300%, 06/15/20 | 1,017,000 | 1,123,385 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 | 2,774,000 | 3,127,918 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 1,562,000 | 1,717,555 | ||||||
MidAmerican Energy Holdings Co., Ser D, 5.000%, 02/15/14 | 3,355,000 | 3,612,694 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 2,913,000 | 3,229,978 | ||||||
17,084,001 | ||||||||
Electronics (0.1%) | ||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 | 1,427,000 | 1,446,881 | ||||||
Food (0.7%) | ||||||||
Kellogg Co., 4.250%, 03/06/13 | 2,001,000 | 2,091,437 | ||||||
Kraft Foods, Inc., 5.375%, 02/10/20 | 3,962,000 | 4,483,879 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 | 1,763,000 | 1,994,348 | ||||||
8,569,664 | ||||||||
Healthcare — Products (0.5%) | ||||||||
Becton Dickinson and Co., 3.250%, 11/12/20 | 1,284,000 | 1,314,736 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 | 2,715,000 | 3,223,921 | ||||||
Stryker Corp., 2.000%, 09/30/16 | 2,110,000 | 2,120,175 | ||||||
6,658,832 | ||||||||
Healthcare — Services (1.0%) | ||||||||
Roche Holdings, Inc., 6.000%, 03/01/19(c) | 9,449,000 | 11,544,628 | ||||||
Insurance (1.7%) | ||||||||
Berkshire Hathaway, Inc., 3.200%, 02/11/15 | 5,660,000 | 5,950,760 | ||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 | 2,524,000 | 2,661,162 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(c) | 2,618,000 | 2,492,242 | ||||||
Nationwide Financial Services, Inc., 5.375%, 03/25/21(c) | 5,795,000 | 5,667,602 | ||||||
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13 | 2,186,000 | 2,240,501 |
31
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Intermediate Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Insurance—continued | ||||||||
Progressive Corp. (The), 3.750%, 08/23/21 | 995,000 | 1,014,935 | ||||||
20,027,202 | ||||||||
Media (1.4%) | ||||||||
Comcast Corp., 4.950%, 06/15/16 | 1,759,000 | 1,948,874 | ||||||
NBCUniversal Media LLC, 4.375%, 04/01/21 | 4,619,000 | 4,744,341 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 | 526,000 | 568,310 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 | 5,275,000 | 5,861,380 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 2,861,000 | 3,251,724 | ||||||
Time Warner, Inc., 4.875%, 03/15/20 | 616,000 | 655,289 | ||||||
17,029,918 | ||||||||
Mining (1.5%) | ||||||||
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20 | 4,050,000 | 4,390,483 | ||||||
Barrick International Barbados Corp., 5.750%, 10/15/16(c) | 1,925,000 | 2,197,540 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21(c) | 6,378,000 | 6,327,218 | ||||||
Newmont Mining Corp., 5.125%, 10/01/19 | 4,831,000 | 5,258,756 | ||||||
18,173,997 | ||||||||
Miscellaneous Manufacturer (1.5%) | ||||||||
3M Co., 1.375%, 09/29/16 | 2,005,000 | 1,994,155 | ||||||
Danaher Corp., 3.900%, 06/23/21, Callable 03/23/21 @ 100 | 2,569,000 | 2,763,124 | ||||||
General Electric Co., 5.000%, 02/01/13 | 2,913,000 | 3,050,872 | ||||||
General Electric Co., 5.250%, 12/06/17 | 1,788,000 | 1,986,583 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19 | 4,710,000 | 5,851,996 | ||||||
Siemens Financieringsmaatschappij NV, 5.750%, 10/17/16(c) | 2,283,000 | 2,660,905 | ||||||
18,307,635 | ||||||||
Office/Business Equipment (0.4%) | ||||||||
Xerox Corp., 5.500%, 05/15/12 | 1,972,000 | 2,026,595 | ||||||
Xerox Corp., 6.350%, 05/15/18 | 2,571,000 | 2,922,330 | ||||||
4,948,925 | ||||||||
Oil & Gas (0.6%) | ||||||||
Ensco PLC, 4.700%, 03/15/21 | 4,085,000 | 4,163,579 | ||||||
Statoil ASA, 3.125%, 08/17/17 | 881,000 | 933,186 | ||||||
Total Capital SA, 3.000%, 06/24/15 | 1,920,000 | 2,029,645 | ||||||
7,126,410 | ||||||||
Oil & Gas Services (0.6%) | ||||||||
Schlumberger Investment SA, 3.300%, 09/14/21(c) | 3,378,000 | 3,381,368 | ||||||
Weatherford International Ltd., 4.950%, 10/15/13 | 1,160,000 | 1,227,111 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 | 2,384,000 | 2,426,201 | ||||||
7,034,680 | ||||||||
Pharmaceuticals (2.4%) | ||||||||
Abbott Laboratories, 5.600%, 11/30/17 | 4,597,000 | 5,463,148 | ||||||
Express Scripts, Inc., 5.250%, 06/15/12 | 3,566,000 | 3,661,644 | ||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 | 3,182,000 | 3,847,840 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 | 2,269,000 | 2,678,450 | ||||||
Sanofi-Aventis SA, 4.000%, 03/29/21 | 5,105,000 | 5,537,664 | ||||||
Schering-Plough Corp., 6.000%, 09/15/17 | 3,425,000 | 4,174,606 | ||||||
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15 | 2,306,000 | 2,417,267 |
32
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Intermediate Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pharmaceuticals—continued | ||||||||
Teva Pharmaceutical Finance LLC, 5.550%, 02/01/16 | 736,000 | 842,072 | ||||||
28,622,691 | ||||||||
Pipelines (2.8%) | ||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 | 597,000 | 671,586 | ||||||
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20 | 1,783,000 | 1,962,662 | ||||||
Energy Transfer Partners LP, 4.650%, 06/01/21, Callable 03/01/21 @ 100 | 2,213,000 | 2,100,693 | ||||||
Energy Transfer Partners LP, 6.700%, 07/01/18 | 4,349,000 | 4,867,857 | ||||||
Enterprise Products Operating LLC, 5.250%, 01/31/20 | 5,477,000 | 6,018,938 | ||||||
Enterprise Products Operating LLC, Ser G, 5.600%, 10/15/14 | 3,436,000 | 3,760,709 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(c) | 2,458,000 | 2,582,692 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(c) | 374,000 | 419,502 | ||||||
TC Pipelines LP, 4.650%, 06/15/21 | 3,066,000 | 3,153,807 | ||||||
TransCanada PipeLines Ltd., 3.800%, 10/01/20 | 2,853,000 | 3,009,082 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 | 1,074,000 | 1,241,113 | ||||||
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100 | 3,836,000 | 3,806,237 | ||||||
33,594,878 | ||||||||
Real Estate Investment Trusts (1.3%) | ||||||||
BioMed Realty LP, 3.850%, 04/15/16, Callable 03/15/16 @ 100 | 2,529,000 | 2,478,726 | ||||||
Digital Realty Trust LP, 4.500%, 07/15/15 | 5,955,000 | 6,077,387 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 | 1,327,000 | 1,396,112 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 | 5,605,000 | 6,050,474 | ||||||
16,002,699 | ||||||||
Retail (1.3%) | ||||||||
Family Dollar Stores, Inc., 5.000%, 02/01/21 | 1,828,000 | 1,790,824 | ||||||
Wal-Mart Stores, Inc., 4.250%, 04/15/21 | 6,756,000 | 7,565,416 | ||||||
Walgreen Co., 4.875%, 08/01/13 | 2,212,000 | 2,376,562 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(c) | 3,403,000 | 3,655,159 | ||||||
15,387,961 | ||||||||
Semiconductors (0.3%) | ||||||||
Analog Devices Inc., 3.000%, 04/15/16 | 971,000 | 1,006,508 | ||||||
Intel Corp., 1.950%, 10/01/16 | 2,334,000 | 2,350,840 | ||||||
3,357,348 | ||||||||
Software (1.0%) | ||||||||
Fiserv, Inc., 4.750%, 06/15/21 | 3,403,000 | 3,542,884 | ||||||
Oracle Corp., 5.750%, 04/15/18 | 6,793,000 | 8,093,404 | ||||||
11,636,288 | ||||||||
Telecommunication Services (1.9%) | ||||||||
AT&T, Inc., 3.875%, 08/15/21 | 3,194,000 | 3,285,537 | ||||||
AT&T, Inc., 4.950%, 01/15/13 | 2,785,000 | 2,916,842 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(c) | 3,528,000 | 3,757,320 |
33
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Intermediate Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 | 2,155,000 | 2,357,661 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 | 2,034,000 | 2,345,147 | ||||||
Juniper Networks, Inc., 3.100%, 03/15/16 | 665,000 | 680,326 | ||||||
Rogers Communications, Inc., 7.500%, 03/15/15 | 1,207,000 | 1,422,551 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 | 2,883,000 | 3,166,116 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 | 2,453,000 | 2,607,804 | ||||||
22,539,304 | ||||||||
Transportation (0.2%) | ||||||||
United Parcel Service, Inc., 3.125%, 01/15/21 | 2,254,000 | 2,353,210 | ||||||
Trucking & Leasing (0.5%) | ||||||||
Aviation Capital Group, 7.125%, 10/15/20(c) | 3,574,000 | 3,542,334 | ||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(c) | 2,256,000 | 2,170,520 | ||||||
5,712,854 | ||||||||
Water (0.2%) | ||||||||
Veolia Environment SA, 6.000%, 06/01/18 | 2,630,000 | 2,913,806 | ||||||
Total Corporate Bonds (Cost $386,787,530) | 414,998,103 | |||||||
U.S. Government Agency Mortgages (7.3%) | ||||||||
Federal Home Loan Mortgage Corporation (3.1%) | ||||||||
3.000%, TBA, 15 Year Maturity(a) | 36,616,000 | 37,502,796 | ||||||
Federal National Mortgage Association (2.9%) | ||||||||
Pool #469387, 2.600%, 10/01/18(a) | 3,323,000 | 3,298,078 | ||||||
Pool #468958, 3.770%, 09/01/21 | 29,957,000 | 31,943,238 | ||||||
35,241,316 | ||||||||
Government National Mortgage Association (1.3%) | ||||||||
Pool #751387, 4.743%, 01/20/61 | 14,598,704 | 15,941,100 | ||||||
Total U.S. Government Agency Mortgages (Cost $85,874,975) | 88,685,212 | |||||||
U.S. Treasury Obligations (52.5%) | ||||||||
U.S. Treasury Notes (52.5%) | ||||||||
0.750%, 11/30/11 | 128,822,000 | 128,962,931 | ||||||
0.875%, 02/29/12 | 132,042,000 | 132,469,816 | ||||||
1.250%, 10/31/15(d) | 114,247,000 | 116,665,837 | ||||||
1.750%, 05/31/16 | 116,794,000 | 121,456,417 | ||||||
2.750%, 02/15/19 | 41,908,000 | 45,561,875 | ||||||
3.375%, 11/15/19 | 37,469,000 | 42,492,169 | ||||||
2.125%, 08/15/21 | 45,491,000 | 46,294,371 | ||||||
633,903,416 | ||||||||
Total U.S. Treasury Obligations (Cost $615,570,210) | 633,903,416 | |||||||
Units (0.0%) | ||||||||
Commercial Services (0.0%) | ||||||||
Alion Science Technology Corp.*(e)(f) | 65 | — | ||||||
Total Units (Cost $4,358) | — | |||||||
Money Market Fund (7.4%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g) | 88,873,481 | 88,873,481 | ||||||
Total Money Market Fund (Cost $88,873,481) | 88,873,481 | |||||||
Total Investments (Cost $1,194,404,154) — 103.2% | 1,246,291,296 | |||||||
Liabilities in excess of other assets — (3.2)% | (39,087,725 | ) | ||||||
Net Assets — 100.0% | $ | 1,207,203,571 | ||||||
* | Non-income producing security. |
(a) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. | |
(b) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. |
(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 7.2% of net assets as of September 30, 2011. |
34
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Intermediate Bond Fund — concluded
(d) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. | |
(e) | Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of September 30, 2011. |
(f) | Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock. |
(g) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
MTN | — Medium Term Note | |
TBA | — To Be Announced. Securities purchased on a forward commitment basis with an appropriate principal amount and no definitive maturity date. The actual principal and maturity date will be determined upon settlement date. |
35
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (93.8%) | ||||||||
Alabama (1.1%) | ||||||||
Birmingham Special Care Facilities Financing Authority Health Care Facilities, Children’s Hospital of Alabama, RB, 6.000%, 06/01/39, Callable 06/01/19 @ 100, AGC | 9,000,000 | 9,913,410 | ||||||
Alaska (5.3%) | ||||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23, Callable 09/01/19 @ 100, AGC | 18,000,000 | 20,989,080 | ||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28, Callable 09/01/19 @ 100, AGC | 15,500,000 | 18,008,210 | ||||||
Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/32, Callable 09/01/19 @ 100, AGC | 7,250,000 | 8,257,315 | ||||||
47,254,605 | ||||||||
California (13.1%) | ||||||||
California Health Facilities Financing Authority, Ser C, RB, 6.250%, 10/01/24, Callable 10/01/18 @ 100 | 3,500,000 | 4,124,120 | ||||||
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/33, Callable 10/01/18 @ 100 | 6,500,000 | 7,432,815 | ||||||
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/38, Callable 10/01/18 @ 100 | 100,000 | 133,395 | ||||||
California Health Facilities Financing Authority, Ser C, RB, 6.500%, 10/01/38, Callable 10/01/18 @ 100 | 5,400,000 | 6,080,562 | ||||||
California State, GO, 5.000%, 09/01/30, Callable 09/01/21 @ 100 | 12,605,000 | 13,217,477 | ||||||
California State, GO, 6.500%, 04/01/33, Callable 04/01/19 @ 100(a) | 24,500,000 | 28,835,765 | ||||||
Los Angeles California Community College District, Ser A, GO, 6.000%, 08/01/33, Callable 08/01/19 @ 100 | 10,000,000 | 11,536,900 | ||||||
Los Angeles California Wastewater System, Ser A, RB, 5.750%, 06/01/34, Callable 06/01/19 @ 100 | 5,000,000 | 5,686,600 | ||||||
Orange County Loma Ridge, COP, 6.000%, 06/01/21, Pre-refunded 06/01/19 @ 100, AMBAC | 895,000 | 1,081,536 | ||||||
Port of Oakland, Ser O, AMT, RB, 5.000%, 05/01/23, Callable 05/01/21 @ 100 | 5,250,000 | 5,514,967 | ||||||
San Diego County Water Authority, Ser A, RB, 5.000%, 05/01/22, Callable 05/01/21 @ 100 | 10,015,000 | 11,878,191 | ||||||
University of California, Ser O, RB, 5.750%, 05/15/27, Callable 05/15/19 @ 100 | 3,000,000 | 3,524,940 | ||||||
University of California, Ser O, RB, 5.750%, 05/15/28, Callable 05/15/19 @ 100 | 10,000,000 | 11,661,300 | ||||||
University of California, Ser O, RB, 5.750%, 05/15/29, Callable 05/15/19 @ 100 | 5,095,000 | 5,904,188 | ||||||
116,612,756 | ||||||||
36
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Investment Grade Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Connecticut (0.2%) | ||||||||
Connecticut State Health & Educational Facilities Authority, Ascension Health Credit Group, RB, 3.500%, 11/15/29, Mandatory Put 02/01/12 @ 100(b) | 1,395,000 | 1,409,954 | ||||||
District of Columbia (1.0%) | ||||||||
District of Columbia, Income Tax, Ser A, RB, 5.500%, 12/01/30, Callable 12/01/19 @ 100 | 8,000,000 | 9,146,240 | ||||||
Florida (7.6%) | ||||||||
Brevard County Utility Authority, RB, 5.250%, 03/01/13, Callable 03/01/12 @ 100, NATL-RE/FGIC | 1,000,000 | 1,020,710 | ||||||
Brevard County Utility Authority, RB, 5.250%, 03/01/14, Callable 03/01/12 @ 100, NATL-RE/FGIC | 1,000,000 | 1,020,710 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, GO, 9.125%, 06/01/14, ETM | 950,000 | 1,146,935 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser A, GO, 5.000%, 06/01/13 | 7,755,000 | 8,340,735 | ||||||
Florida State Board of Education, Capital Outlay, Public Education Project, Ser B, GO, 5.375%, 06/01/18, Callable 06/01/12 @ 101, NATL-RE/FGIC | 2,130,000 | 2,224,380 | ||||||
Florida State Board of Education, Lottery, Ser A, RB, 5.375%, 07/01/15, Economically defeased 07/01/12 @ 101, NATL-RE/FGIC | 3,500,000 | 3,663,415 | ||||||
Florida State Board of Education, Lottery Revenue, Capital Outlay, Public Education Project, Ser A, GO, 5.000%, 06/01/20, Callable 06/01/15 @ 101, NATL-RE FGIC | 5,320,000 | 5,991,650 | ||||||
Florida State Board of Education, Lottery Revenue, Ser A, RB, 5.000%, 07/01/15 | 6,210,000 | 7,059,776 | ||||||
Florida State Board of Education, Lottery Revenue, Ser A, RB, 5.000%, 07/01/18 | 11,530,000 | 13,549,134 | ||||||
Florida State Board of Education, Lottery Revenue, Ser A, RB, 5.000%, 07/01/21 | 3,090,000 | 3,626,208 | ||||||
Highlands County Health Facilities Authority, Adventist Health, Ser G, RB, 5.125%, 11/15/18, Callable 11/15/16 @ 100(b) | 2,900,000 | 3,264,414 | ||||||
Lee County Memorial Health Systems Hospital, Ser A, RB, 5.750%, 04/01/15, Callable 04/01/12 @ 100, AGM | 1,000,000 | 1,024,840 | ||||||
Miami-Dade County, Building Better Communities Program, Ser B, GO, 6.000%, 07/01/23, Callable 07/01/18 @ 100 | 2,000,000 | 2,284,060 | ||||||
Miami-Dade County, Building Better Communities Program, Ser B, GO, 6.125%, 07/01/25, Callable 07/01/18 @ 100 | 3,000,000 | 3,403,950 | ||||||
Polk County School District Sales Tax Authority, RB, 5.250%, 10/01/15, Callable 10/01/14 @ 100, AGM | 2,000,000 | 2,187,480 |
37
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Investment Grade Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Florida—continued | ||||||||
Tampa Bay Water Regional Water Supply Authority Utility System Revenue, Ser B, RB, 5.000%, 10/01/18 | 5,150,000 | 6,197,046 | ||||||
Tampa Sales Tax Authority, Ser A, RB, 5.375%, 10/01/14, Pre-refunded 10/01/2011 @ 101, AMBAC | 1,640,000 | 1,656,630 | ||||||
67,662,073 | ||||||||
Georgia (2.1%) | ||||||||
Fulton County Water & Sewer Revenue, RB, 5.000%, 01/01/19 | 3,500,000 | 4,143,230 | ||||||
Fulton County Water & Sewer Revenue, RB, 5.000%, 01/01/20 | 3,570,000 | 4,249,264 | ||||||
Georgia State, Ser C, GO, 5.500%, 07/01/15, Callable 07/01/14 @ 100 | 5,595,000 | 6,320,951 | ||||||
Henry County School District, GO, 5.000%, 08/01/13, NATL-RE/FGIC | 4,030,000 | 4,365,659 | ||||||
19,079,104 | ||||||||
Illinois (2.8%) | ||||||||
Chicago O’ Hare International Airport, AMT, RB, 5.000%, 01/01/17 | 3,645,000 | 4,035,890 | ||||||
Chicago O’ Hare International Airport, AMT, RB, 5.000%, 01/01/18 | 2,000,000 | 2,209,600 | ||||||
Chicago O’ Hare International Airport, Third Lien, Ser D, RB, 5.250%, 01/01/19, Callable 01/01/15 @ 100, NATL-RE, AMT | 7,680,000 | 8,157,389 | ||||||
Grundy Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/21, Callable 10/15/18 @ 100, AGS | 4,340,000 | 5,071,160 | ||||||
Illinois State Sales Tax, First Ser, RB, 5.000%, 06/15/22, Callable 06/15/13 @ 100(a) | 2,975,000 | 3,123,571 | ||||||
University of Illinois, Auxiliary Facilities System, Ser A, RB, 5.750%, 04/01/38, Callable 04/01/19 @ 100 | 2,000,000 | 2,177,600 | ||||||
24,775,210 | ||||||||
Kansas (3.4%) | ||||||||
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, Ser D, RB, 5.000%, 11/15/22, Callable 11/15/17 @ 100 | 2,000,000 | 2,196,160 | ||||||
Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38, Callable 11/15/19 @ 100(a) | 26,090,000 | 28,361,395 | ||||||
30,557,555 | ||||||||
Kentucky (0.4%) | ||||||||
Louisville & Jefferson County Regional Airport Authority System, Ser C, RB, 5.500%, 07/01/15, Callable 07/01/13 @ 100, AGM, AMT | 3,625,000 | 3,846,850 | ||||||
Maryland (10.5%) | ||||||||
Baltimore, Ser A, RB, 5.000%, 07/01/41, Callable 07/01/21 @ 100 | 4,750,000 | 5,206,570 | ||||||
Maryland State, Ser B, GO, 5.000%, 03/01/18 | 5,000,000 | 6,070,900 | ||||||
Maryland State, Ser B, GO, 5.000%, 03/15/18 | 15,055,000 | 18,293,029 | ||||||
Maryland State, Ser B, GO, 5.000%, 08/01/19 | 10,000,000 | 12,304,100 |
38
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Investment Grade Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Maryland—continued | ||||||||
Maryland State Department of Transportation, Consolidated Transportation, RB, 5.000%, 05/01/17, Callable 05/01/14 @ 100 | 4,500,000 | 4,973,490 | ||||||
Maryland State Department of Transportation, Consolidated Transportation, RB, 5.000%, 05/01/19(c) | 2,000,000 | 2,439,360 | ||||||
Montgomery County, Ser A, GO, 5.000%, 07/01/17 | 13,770,000 | 16,606,207 | ||||||
Montgomery County, Ser A, GO, 5.000%, 07/01/19 | 22,065,000 | 27,116,561 | ||||||
93,010,217 | ||||||||
Massachusetts (4.2%) | ||||||||
Boston, Ser A, GO, 5.000%, 04/01/15 | 4,585,000 | 5,264,314 | ||||||
Commonwealth of Massachusetts, Ser B, GO, 5.250%, 08/01/20 | 19,500,000 | 24,110,580 | ||||||
Massachusetts State, Consolidated Lien, Ser C, GO, 5.000%, 01/01/15 | 2,000,000 | 2,275,380 | ||||||
Massachusetts State, Consolidated Lien, Ser C, GO, 5.000%, 09/01/18, Callable 09/01/15 @ 100 | 5,310,000 | 6,015,433 | ||||||
37,665,707 | ||||||||
Michigan (0.6%) | ||||||||
Kent Hospital Finance Authority, Spectrum Health, Ser A, RB, 5.000%, 01/15/47, Mandatory Put 01/15/12 @ 100(b) | 2,000,000 | 2,027,000 | ||||||
Michigan Municipal Bond Authority, Clean Water State Revolving Fund, RB, 5.375%, 10/01/17, Callable 10/01/12 @ 100 | 3,300,000 | 3,451,503 | ||||||
5,478,503 | ||||||||
Minnesota (4.1%) | ||||||||
Minnesota Public Facilities Authority, Revolving Fund, Ser A, RB, 5.000%, 03/01/14 | 5,000,000 | 5,540,900 | ||||||
Minnesota State, Ser A, GO, 5.000%, 10/01/27, Callable 10/01/21 @ 100(c) | 9,250,000 | 10,682,733 | ||||||
Minnesota State, Ser B, GO, 5.000%, 10/01/19(c) | 8,000,000 | 9,766,400 | ||||||
Minnesota State, Ser B, GO, 5.000%, 10/01/28, Callable 10/01/21 @ 100(c) | 9,500,000 | 10,892,510 | ||||||
36,882,543 | ||||||||
Missouri (0.9%) | ||||||||
Missouri State Highways & Transit Commission State Road, Second Lien, RB, 5.250%, 05/01/20, Callable 05/01/17 @ 100 | 6,500,000 | 7,629,960 | ||||||
Nevada (0.6%) | ||||||||
Clark County School District, Ser A, GO, 5.000%, 06/15/13, AGM | 5,000,000 | 5,364,750 | ||||||
New Jersey (8.4%) | ||||||||
Garden State Preservation Trust, Open Space & Farmland Preservation, Ser A, RB, 5.800%, 11/01/18, Callable 11/01/15 @ 100, AGM(a) | 8,000,000 | 9,433,600 | ||||||
Garden State Preservation Trust, Open Space & Farmland Preservation, Ser A, RB, 5.800%, 11/01/20, Callable 11/01/15 @ 100, AGM(a) | 16,500,000 | 19,277,280 |
39
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Investment Grade Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
New Jersey—continued | ||||||||
New Jersey State Transportation Trust Fund Authority, Transportation System, Ser A, RB, 6.000%, 12/15/38, Pre-refunded 12/15/18 @ 100 | 7,710,000 | 8,661,722 | ||||||
New Jersey State Transportation Trust Fund Authority, Transportation System, Ser D, RB, 5.000%, 06/15/19, Callable 06/15/15 @ 100, AGM | 13,125,000 | 14,229,338 | ||||||
New Jersey Transportation Trust Fund Authority, Ser A, RB, 6.000%, 06/15/35, Callable 06/15/21 @ 100, ST APPROP | 5,305,000 | 6,155,975 | ||||||
New Jersey Transportation Trust Fund Authority, Ser B, RB, 5.250%, 12/15/17, Callable 12/15/15 @ 100, NATL-RE/FGIC | 15,000,000 | 16,896,300 | ||||||
74,654,215 | ||||||||
New Mexico (0.7%) | ||||||||
New Mexico Finance Authority, Public Project Revolving Fund, Ser C, RB, 5.000%, 06/01/21, Callable 06/01/14 @ 100, AMBAC | 5,595,000 | 6,097,263 | ||||||
New York (6.9%) | ||||||||
Buffalo School Improvements, Ser D, GO, 5.500%, 12/15/14, Callable 12/15/11 @ 100, FGIC/MBIA-RE | 1,075,000 | 1,086,922 | ||||||
Erie County Industrial Development Agency, City School District Buffalo, Ser A, RB, 5.750%, 05/01/29, Callable 05/01/18 @ 100, BHAC | 5,340,000 | 6,014,335 | ||||||
New York City Municipal Water Finance Authority, Water & Sewer System, Ser A, RB, 5.750%, 06/15/40, Callable 06/15/18 @ 100(a) | 15,330,000 | 17,513,299 | ||||||
New York City Transitional Finance Authority, Building Aid, Ser S-2, RB, 6.000%, 07/15/38, Callable 07/15/18 @ 100, State Aid Withholding | 7,500,000 | 8,560,950 | ||||||
New York Local Government Assistance Corp., Ser A, RB, 5.000%, 04/01/19, GO of Authority | 10,000,000 | 11,988,000 | ||||||
New York Local Government Assistance Corp., Ser B, RB, 5.000%, 04/01/14, GO of Authority | 8,925,000 | 9,917,906 | ||||||
New York State Thruway Authority, Ser B, RB, 5.000%, 04/01/18, Callable 10/01/15 @ 100, AMBAC | 5,700,000 | 6,437,865 | ||||||
61,519,277 | ||||||||
North Carolina (2.8%) | ||||||||
North Carolina State, GO, 5.000%, 05/01/16, Pre-refunded 05/01/13 @ 100 | 3,500,000 | 3,755,640 | ||||||
North Carolina State, Ser A, GO, 5.000%, 03/01/17 | 3,000,000 | 3,592,740 | ||||||
North Carolina State, Ser C, GO, 5.000%, 05/01/19 | 12,315,000 | 15,107,303 | ||||||
University of North Carolina, Chapel Hill, Ser A, RB, 5.000%, 02/01/14 | 1,885,000 | 2,051,464 | ||||||
24,507,147 | ||||||||
40
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Investment Grade Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Ohio (0.3%) | ||||||||
Cleveland Stadium Project, Ser A, COP, 5.000%, 11/15/16 | 2,200,000 | 2,463,978 | ||||||
Oregon (1.0%) | ||||||||
Oregon State Department of Transportation, Highway User Tax, Ser B, RB, 5.000%, 11/15/17, Callable 11/15/14 @ 100 | 2,500,000 | 2,807,700 | ||||||
Tri-County Metropolitan Transportation District, Refunding Limited Tax Pledge, Ser A, RB, 5.000%, 09/01/20, Callable 09/01/15 @ 100, AGM | 5,170,000 | 5,856,835 | ||||||
8,664,535 | ||||||||
Pennsylvania (3.4%) | ||||||||
Allegheny County Port Authority, RB, 5.750%, 03/01/29, Callable 03/01/21 @ 100 | 7,500,000 | 8,365,500 | ||||||
Easton Area School District, Ser 2006, GO, 7.750%, 04/01/25, Callable 04/01/16 @ 100, AGM | 8,790,000 | 10,428,456 | ||||||
University of Pittsburgh, Commonwealth System of Higher Education, Ser B, RB, 5.500%, 09/15/23, Callable 03/15/19 @ 100, GO of Authority | 6,750,000 | 8,090,010 | ||||||
University of Pittsburgh, Commonwealth System of Higher Education, Ser B, RB, 5.500%, 09/15/24, Callable 03/15/19 @ 100, GO of Authority | 2,500,000 | 2,979,825 | ||||||
29,863,791 | ||||||||
South Carolina (1.2%) | ||||||||
Beaufort County School District, Ser D, GO, 5.000%, 03/01/17, SCSDE | 6,500,000 | 7,727,135 | ||||||
South Carolina State Public Service Authority, Ser A, RB, 5.000%, 01/01/17, Callable 01/01/14 @ 100, AGM | 2,300,000 | 2,531,541 | ||||||
10,258,676 | ||||||||
Texas (5.8%) | ||||||||
Allen Independent School District, GO, 5.000%, 02/15/41, Callable 02/15/21 @ 100, PSF-GTD | 6,845,000 | 7,470,565 | ||||||
Austin, Ser 2005, GO, 5.000%, 09/01/19, Callable 03/01/15 @ 100, NATL-RE | 5,000,000 | 5,558,850 | ||||||
Dallas Independent School District, GO, 6.375%, 02/15/34, Callable 02/15/18 @ 100, PSF-GTD | 6,000,000 | 7,362,660 | ||||||
Frisco, GO, 5.000%, 02/15/19 | 5,000,000 | 6,017,950 | ||||||
Harris County Health Facilities Development Authority, Memorial Hermann Healthcare System, Ser B, RB, 7.125%, 12/01/31, Callable 12/01/18 @ 100 | 4,050,000 | 4,591,525 | ||||||
Lower Colorado River Authority, Ser A, RB, 5.875%, 05/15/15, Callable 11/14/11 @ 100, AGM | 1,185,000 | 1,190,036 | ||||||
North Harris County Regional Water Authority, RB, 5.250%, 12/15/18, Callable 12/15/14 @ 100, NATL-RE | 2,690,000 | 2,988,133 | ||||||
San Antonio Electric & Gas, RB, 5.000%, 02/01/24, Callable 02/01/15 @ 100 | 1,875,000 | 2,058,225 | ||||||
Texas State Public Finance Authority, Unemployment Comp., Ser A, RB, 5.000%, 01/01/15 | 5,000,000 | 5,685,000 |
41
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Investment Grade Tax-Exempt Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Texas—continued | ||||||||
Texas State Public Finance Authority, Charter School Finance Corp., Ser A, RB, 6.200%, 02/15/40, Callable 02/15/20 @ 100 | 2,850,000 | 2,915,066 | ||||||
Texas State University Systems Financing, RB, 5.000%, 03/15/18, Callable 03/15/15 @ 100, AGM | 5,035,000 | 5,653,902 | ||||||
51,491,912 | ||||||||
Virginia (2.5%) | ||||||||
Henrico County, Public Improvement Project, GO, 5.000%, 08/01/18 | 3,305,000 | 4,049,022 | ||||||
Henrico County, Public Improvement Project, GO, 5.000%, 08/01/20 | 3,305,000 | 4,095,258 | ||||||
Virginia College Building Authority Educational Facilities, 21st Century College & Equipment Program, Ser D, RB, 5.000%, 02/01/13 | 4,130,000 | 4,386,019 | ||||||
Virginia Port Authority, Commonwealth Port Fund Revenue, RB, 5.000%, 07/01/36, Callable 07/01/20 @ 100 | 2,445,000 | 2,657,788 | ||||||
Virginia State, Ser D, GO, 5.000%, 06/01/18 | 6,000,000 | 7,327,920 | ||||||
22,516,007 | ||||||||
Washington (2.9%) | ||||||||
Energy Northwest, Ser A, RB, 5.000%, 07/01/21(c) | 7,000,000 | 8,122,030 | ||||||
Pierce County School District No 10, Tacoma, GO, 5.000%, 12/01/16, Callable 12/01/13 @ 100, NATL-RE/FGIC | 5,200,000 | 5,654,272 | ||||||
Washington State, Ser A, GO, 5.000%, 07/01/19, Callable 07/01/14 @ 100 | 2,855,000 | 3,152,777 | ||||||
Washington State, Ser A, GO, 5.000%, 07/01/20, Callable 07/01/15 @ 100, AGM | 7,700,000 | 8,622,768 | ||||||
25,551,847 | ||||||||
Total Municipal Bonds (Cost $793,144,895) | 833,878,085 | |||||||
Money Market Fund (10.0%) | ||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.03%(d) | 88,630,256 | 88,630,256 | ||||||
Total Money Market Fund (Cost $88,630,256) | 88,630,256 | |||||||
Total Investments (Cost $881,775,151) — 103.8% | 922,508,341 | |||||||
Liabilities in excess of other assets — (3.8)% | (33,980,581 | ) | ||||||
Net Assets — 100.0% | $ | 888,527,760 | ||||||
(a) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. | |
(b) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. |
(c) | Denotes investment purchased on a when-issued or delayed-delivery basis. |
(d) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
AGC | — Security guaranteed by Assured Guaranty Corporation |
AGM | — Security guaranteed by Assured Guaranty Municipal Corporation | |
AMBAC | �� Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | — Income subject to Alternative Minimum Tax | |
BHAC | — Security guaranteed by Berkshire Hathaway Assurance Corporation | |
COP | — Certificate of Participation | |
ETM | — Escrowed to Maturity | |
FGIC | — Security guaranteed by Financial Guaranty Insurance Company | |
GO | — General Obligation | |
MBIA-RE | — Security guaranteed by Municipal Bond Insurance Association | |
NATL-RE | — Reinsurance provided by National Public Finance Guarantee Corporation |
42
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Investment Grade Tax-Exempt Bond Fund — concluded
PSF-GTD | — Security guaranteed by Permanent School Fund Guarantee Program | |
RB | — Revenue Bond | |
SCSDE | — Security guaranteed by South Carolina School Discount Enhancement | |
ST APPROP | — State Appropriation |
43
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (30.1%) | ||||||||
Automobiles (4.2%) | ||||||||
AmeriCredit Automobile Receivables Trust, Ser 2007-DF, Cl A4B, 1.022%, 06/06/14(a) | 770,867 | 771,691 | ||||||
Credit Card (16.3%) | ||||||||
Cabela’s Master Credit Card Trust, Ser 2010-2A, Cl A2, 0.929%, 09/17/18(a)(b) | 1,000,000 | 1,007,908 | ||||||
Discover Card Master Trust, Ser 2007-A2, Cl A2, 0.687%, 06/15/15(a) | 1,000,000 | 1,003,380 | ||||||
Penarth Master Issuer PLC, Ser 2011-1A, Cl A1, 0.880%, 05/18/15(a)(b) | 1,000,000 | 998,705 | ||||||
3,009,993 | ||||||||
Home Equity (4.2%) | ||||||||
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1, 0.381%, 03/20/36(a) | 836,716 | 768,288 | ||||||
Student Loan ABS (5.4%) | ||||||||
SLM Student Loan Trust, Ser 2006-5, Cl A4, 0.333%, 04/25/23(a) | 1,015,000 | 1,002,345 | ||||||
Total Asset-Backed Securities (Cost $5,561,759) | 5,552,317 | |||||||
Collateralized Mortgage Obligations (68.3%) | ||||||||
Agency Collateralized CMO (64.5%) | ||||||||
Federal Home Loan Mortgage Corporation, Ser 2589, Cl F, 0.430%, 03/17/33(a) | 1,108,775 | 1,109,274 | ||||||
Federal Home Loan Mortgage Corporation, Ser 2693, Cl BF, 0.629%, 07/15/22(a) | 1,078,122 | 1,080,002 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3877, Cl FN, REMIC, 0.529%, 02/15/25(a) | 2,029,987 | 2,029,978 | ||||||
Federal National Mortgage Association, Ser 2004-79, Cl FM, 0.535%, 11/25/24(a) | 2,444,397 | 2,443,754 | ||||||
Federal National Mortgage Association, Ser 2010-90, Cl MF, 0.635%, 04/25/28(a) | 2,259,148 | 2,256,542 | ||||||
Federal National Mortgage Association, Ser 2011-98, Cl FL, 0.566%, 10/25/26(a) | 3,000,000 | 2,999,063 | ||||||
11,918,613 | ||||||||
Commercial MBS (3.8%) | ||||||||
CDC Commercial Mortgage Trust, Ser 2002-FX1, Cl A2, 5.676%, 11/15/30 | 157,102 | 157,237 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2004-C2, Cl A3, 4.380%, 10/15/41 | 141,627 | 141,595 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A4, 4.529%, 01/12/37 | 397,372 | 397,078 | ||||||
695,910 | ||||||||
Total Collateralized Mortgage Obligations (Cost $12,552,985) | 12,614,523 | |||||||
Money Market Fund (1.6%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(c) | 299,934 | 299,934 | ||||||
Total Money Market Fund (Cost $299,934) | 299,934 | |||||||
Total Investments (Cost $18,414,678) — 100.0% | 18,466,774 | |||||||
Other assets in excess of liabilities — 0.0% | 7,450 | |||||||
Net Assets — 100.0% | $ | 18,474,224 | ||||||
(a) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 10.9% of net assets as of September 30, 2011. |
(c) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
44
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations (16.9%) | ||||||||
Agency Collateralized CMO (13.8%) | ||||||||
Federal Home Loan Mortgage Corporation, Ser 2945, Cl CZ, 5.000%, 03/15/35 | 769,002 | 866,232 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3774, Cl EW, 3.500%, 12/15/25 | 411,000 | 436,429 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3780, Cl CL, 3.500%, 12/15/25(a) | 1,464,695 | 1,551,706 | ||||||
Federal National Mortgage Association, Ser 2010-134, Cl EB, 4.000%, 12/25/25(a) | 1,215,442 | 1,344,430 | ||||||
Federal National Mortgage Association, Ser 2010-136, Cl FG, 0.735%, 12/25/30(b) | 1,199,527 | 1,202,753 | ||||||
Federal National Mortgage Association, Ser 2010-144, Cl YB, 3.000%, 12/25/25 | 500,000 | 511,331 | ||||||
Federal National Mortgage Association, Ser 2011-36, Cl DB, 3.000%, 05/25/26 | 849,584 | 873,184 | ||||||
6,786,065 | ||||||||
Agency Collateralized PAC CMO (2.1%) | ||||||||
Federal Home Loan Mortgage Corporation, Ser 3763, Cl VQ, 4.000%, 07/15/27 | 180,000 | 196,429 | ||||||
Federal National Mortgage Association, Ser 2011-8, Cl PV, 4.000%, 01/25/30 | 789,000 | 864,097 | ||||||
1,060,526 | ||||||||
Commercial MBS (1.0%) | ||||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl AM, 5.381%, 10/15/44(b) | 500,000 | 490,921 | ||||||
Total Collateralized Mortgage Obligations (Cost $7,503,795) | 8,337,512 | |||||||
U.S. Government Agency Mortgages (77.2%) | ||||||||
Federal Home Loan Mortgage Corporation (35.0%) | ||||||||
Pool #J14868, 4.000%, 03/01/26 | 1,955,742 | 2,060,715 | ||||||
Pool #J15870, 4.000%, 06/01/26(c) | 1,389,559 | 1,464,143 | ||||||
Pool #J16265, 4.000%, 08/01/26 | 742,995 | 782,875 | ||||||
Pool #C01785, 5.000%, 02/01/34(c) | 2,918,875 | 3,147,398 | ||||||
Pool #A46278, 5.000%, 07/01/35(c) | 525,388 | 569,888 | ||||||
Pool #G02109, 6.000%, 03/01/36 | 830,814 | 916,673 | ||||||
Pool #G02163, 5.000%, 04/01/36 | 1,086,906 | 1,170,982 | ||||||
Pool #G02162, 5.500%, 05/01/36 | 388,804 | 422,849 | ||||||
Pool #G04997, 5.000%, 01/01/37(c) | 1,799,821 | 1,939,045 | ||||||
Pool #G04337, 5.500%, 04/01/38(a) | 1,290,714 | 1,400,908 | ||||||
Pool #1B8266, 2.889%, 05/01/41(b) | 776,911 | 804,570 | ||||||
Pool #848553, 2.702%, 06/01/41(b) | 508,139 | 523,195 | ||||||
Pool #1B8553, 2.358%, 07/01/41(b) | 998,745 | 1,026,312 | ||||||
3.000%, TBA(c) | 1,000,000 | 1,024,219 | ||||||
17,253,772 | ||||||||
Federal National Mortgage Association (42.2%) | ||||||||
Pool #468219, 3.590%, 07/01/18 | 1,303,283 | 1,384,650 | ||||||
Pool #469000, 3.780%, 09/01/21(c) | 614,000 | 650,938 | ||||||
Pool #469017, 3.810%, 09/01/21 | 512,000 | 543,880 | ||||||
Pool #697146, 5.500%, 03/01/23 | 145,960 | 159,766 | ||||||
Pool #254793, 5.000%, 07/01/33 | 240,069 | 259,457 | ||||||
Pool #730727, 5.000%, 08/01/33 | 449,219 | 485,498 | ||||||
Pool #745350, 5.500%, 03/01/34(a) | 1,190,812 | 1,301,594 | ||||||
Pool #725703, 6.000%, 08/01/34(a) | 1,454,497 | 1,614,582 | ||||||
Pool #725773, 5.500%, 09/01/34(a) | 2,609,916 | 2,851,089 |
45
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Limited-Term Federal Mortgage Securities Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal National Mortgage Association—continued | ||||||||
Pool #735500, 5.500%, 05/01/35 | 470,740 | 513,945 | ||||||
Pool #888344, 5.000%, 10/01/35 | 651,042 | 702,908 | ||||||
Pool #255933, 5.500%, 11/01/35 | 630,904 | 688,809 | ||||||
Pool #745087, 5.500%, 12/01/35 | 373,707 | 408,006 | ||||||
Pool #AE0115, 5.500%, 12/01/35(a) | 1,565,045 | 1,711,675 | ||||||
Pool #745428, 5.500%, 01/01/36 | 390,966 | 426,849 | ||||||
Pool #256553, 6.000%, 01/01/37 | 526,108 | 579,409 | ||||||
Pool #889140, 5.500%, 05/01/37(a) | 491,651 | 541,231 | ||||||
Pool #889529, 6.000%, 03/01/38 | 829,526 | 922,899 | ||||||
Pool #995724, 6.000%, 04/01/39 | 1,172,444 | 1,304,417 | ||||||
3.000%, TBA, 15 Year Maturity(c) | 3,690,000 | 3,786,862 | ||||||
20,838,464 | ||||||||
Total U.S. Government Agency Mortgages (Cost $37,735,444) | 38,092,236 | |||||||
Money Market Fund (17.7%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d) | 8,738,136 | 8,738,136 | ||||||
Total Money Market Fund (Cost $8,738,136) | 8,738,136 | |||||||
Total Investments (Cost $53,977,375) — 111.8% | 55,167,884 | |||||||
Liabilities in excess of other assets — (11.8)% | (5,842,288 | ) | ||||||
Net Assets — 100.0% | $ | 49,325,596 | ||||||
(a) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. | |
(b) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. |
(c) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(d) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
TBA | — To Be Announced. Securities purchased on a forward commitment basis with an appropriate principal amount and no definitive maturity date. The actual principal and maturity date will be determined upon settlement date. |
46
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (95.6%) | ||||||||
Maryland (89.0%) | ||||||||
Baltimore, GO, 5.000%, 10/15/19 | 545,000 | 657,575 | ||||||
Baltimore, GO, 5.000%, 10/15/29, Callable 10/15/19 @ 100 | 500,000 | 555,870 | ||||||
Baltimore, Ser A, GO, 5.000%, 10/15/27, Callable 10/15/18 @ 100, AGM | 500,000 | 553,675 | ||||||
Baltimore Sewer Improvement, Wastewater Projects, Ser C, RB, 5.000%, 07/01/22, Callable 07/01/16 @ 100, AMBAC | 500,000 | 562,880 | ||||||
Baltimore Sewer Improvement, Wastewater Projects, Ser C, RB, 5.625%, 07/01/39, Callable 07/01/19 @ 100 | 215,000 | 242,815 | ||||||
Charles County, GO, 4.000%, 04/01/17 | 500,000 | 571,695 | ||||||
Frederick, GO, 5.000%, 03/01/27, Callable 03/01/19 @ 100 | 500,000 | 571,425 | ||||||
Frederick, GO, 5.000%, 03/01/34, Callable 03/01/19 @ 100 | 750,000 | 820,882 | ||||||
Frederick County, GO, 5.000%, 12/01/15 | 500,000 | 590,020 | ||||||
Frederick County, GO, 5.000%, 12/01/18 | 500,000 | 613,185 | ||||||
Harford County, GO, 5.000%, 07/15/25, Callable 07/15/15 @ 100 | 750,000 | 837,315 | ||||||
Howard County, GO, 5.000%, 02/15/15 | 1,000,000 | 1,144,790 | ||||||
Maryland Community Development Administration, Department of Housing & Community Development, RB, 5.000%, 09/01/27, Callable 03/01/17 @ 100, AMT | 500,000 | 506,370 | ||||||
Maryland Community Development Administration, Department of Housing & Community Development, Ser A-1, RB, 3.500%, 06/01/22, Callable 06/01/20 @ 100 | 500,000 | 528,065 | ||||||
Maryland Community Development Administration, Department of Housing & Community Development Residential, Ser B, RB, 5.250%, 09/01/35, Callable 03/01/20 @ 100 | 300,000 | 314,328 | ||||||
Maryland Environmental Service, RB, 5.000%, 11/01/22, Callable 11/01/20 @ 100 | 500,000 | 577,065 | ||||||
Maryland Health & Higher Educational Facilities Authority, RB, 5.750%, 07/01/34 | 750,000 | 794,122 | ||||||
Maryland Health & Higher Educational Facilities Authority, RB, 6.000%, 07/01/41, Callable 07/01/21 @ 100 | 500,000 | 536,980 | ||||||
Maryland Health & Higher Educational Facilities Authority, John Hopkins University, Ser A, RB, 5.250%, 07/01/38, Callable 07/01/18 @ 100 | 1,000,000 | 1,102,490 | ||||||
Maryland Health & Higher Educational Facilities Authority, Lifebridge Health, RB, 5.000%, 07/01/28, Callable 07/01/17 @ 100, AGM | 520,000 | 538,346 | ||||||
Maryland Health & Higher Educational Facilities Authority, University of Maryland Medical System, RB, 5.125%, 07/01/39, Callable 07/01/19 @ 100 | 500,000 | 512,985 | ||||||
Maryland State, GO, 5.250%, 03/01/17 | 590,000 | 713,941 | ||||||
Maryland State, Ser C, GO, 5.000%, 03/01/21, Callable 03/01/19 @ 100 | 500,000 | 598,940 |
47
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Maryland Municipal Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Maryland—continued | ||||||||
Maryland State Transportation Authority, Grant & Revenue Anticipation, RB, 5.250%, 03/01/20, Callable 03/01/19 @ 100 | 750,000 | 906,360 | ||||||
Maryland State Transportation Authority, Transportation Facilities Project, RB, 5.000%, 07/01/23, Callable 07/01/18 @ 100 | 500,000 | 570,700 | ||||||
Montgomery County Revenue Authority, Lease, College Arts Center Project, Ser A, RB, 5.000%, 05/01/28, Callable 05/01/15 @ 100 | 500,000 | 518,225 | ||||||
Montgomery County Revenue Authority, Transportation Fund Lease, Ser A, RB, 5.125%, 11/01/29, Callable 11/01/18 @ 100 | 250,000 | 271,550 | ||||||
Montgomery County, Department of Finance, Public Transport Equipment, COP, 4.000%, 05/01/17 | 500,000 | 555,395 | ||||||
Prince George’s County, COP, 5.000%, 10/01/23, Callable 10/01/20 @ 100 | 500,000 | 576,125 | ||||||
St. Mary’s County, Construction Public Improvement, GO, 4.000%, 07/15/18 | 375,000 | 432,173 | ||||||
Wicomico County, GO, 4.000%, 02/01/20 | 250,000 | 280,328 | ||||||
18,556,615 | ||||||||
New York (2.6%) | ||||||||
Monroe County Industrial Development Corp., Unity Hospital Rochester Project, RB, 5.500%, 08/15/40, FHA, Callable 02/15/21 @ 100 | 500,000 | 543,055 | ||||||
Puerto Rico (4.0%) | ||||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 6.375%, 08/01/39, Callable 08/01/19 @ 100 | 750,000 | 833,055 | ||||||
Total Municipal Bonds (Cost $18,444,989) | 19,932,725 | |||||||
Money Market Fund (3.8%) | ||||||||
Federated Tax-Free Obligations Fund, Institutional Class, 0.03%(a) | 790,832 | 790,832 | ||||||
Total Money Market Fund (Cost $790,832) | 790,832 | |||||||
Total Investments (Cost $19,235,821) — 99.4% | 20,723,557 | |||||||
Other assets in excess of liabilities — 0.6% | 115,470 | |||||||
Net Assets — 100.0% | $ | 20,839,027 | ||||||
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
AGM | — Security guaranteed by Assured Guaranty Municipal Corporation | |
AMBAC | — Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | — Income subject to Alternative Minimum Tax | |
COP | — Certificate of Participation | |
FHA | — Security guaranteed by Federal Housing Administration | |
GO | — General Obligation | |
RB | — Revenue Bond |
48
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (98.2%) | ||||||||
North Carolina (89.3%) | ||||||||
Cape Fear Public Utility Authority, Water & Sewer System, RB, 5.000%, 08/01/35, Callable 08/01/18 @ 100 | 1,855,000 | 1,985,499 | ||||||
Charlotte Water & Sewer System, RB, 5.000%, 07/01/21, Callable 07/01/18 @ 100 | 1,080,000 | 1,266,170 | ||||||
Charlotte-Mecklenburg Hospital Authority, Health Care Systems, Ser A, RB, 5.000%, 01/15/21, Callable 01/15/17 @ 100 | 1,000,000 | 1,091,010 | ||||||
Greensboro, Ser C, GO, 5.000%, 02/01/19 | 1,385,000 | 1,690,406 | ||||||
Greensboro, Enterprise System, Ser A, RB, 5.000%, 06/01/25, Callable 06/01/17 @ 100 | 1,605,000 | 1,780,683 | ||||||
Iredell County School Project, COP, 5.125%, 06/01/27, Callable 06/01/18 @ 100, AGM | 1,000,000 | 1,083,550 | ||||||
New Hanover County Hospital, New Hanover Regional Medical Center, Ser B, RB, 5.125%, 10/01/31, Callable 10/01/19 @ 100, AGM | 2,000,000 | 2,103,820 | ||||||
North Carolina Capital Facilities Finance Agency, RB, 5.250%, 03/01/33, Callable 03/01/21 @ 100 | 2,000,000 | 2,055,260 | ||||||
North Carolina Capital Facilities Finance Agency, Duke University Project, Ser A, RB, 5.250%, 07/01/42, Pre-refunded 10/01/12 @ 100 | 1,000,000 | 1,050,250 | ||||||
North Carolina Capital Facilities Finance Agency, Solid Waste Disposal, Duke Energy Carolina, Ser A, RB, 4.625%, 11/01/40, Callable 11/01/20 @ 100 | 1,500,000 | 1,507,125 | ||||||
North Carolina Eastern Municipal Power Agency, RB, 6.000%, 01/01/18, AMBAC | 1,010,000 | 1,220,555 | ||||||
North Carolina Eastern Municipal Power Agency, Power System, Ser C, RB, 5.375%, 01/01/16, Callable 01/01/13 @ 100 | 500,000 | 521,840 | ||||||
North Carolina Infrastructure Finance Corp., Ser A, COP, 5.000%, 02/01/15 | 2,290,000 | 2,601,097 | ||||||
North Carolina Medical Care Commission, RB, 5.000%, 10/01/20 | 1,215,000 | 1,398,234 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Ser A, RB, 6.125%, 10/01/39, Callable 10/01/14 @ 100 | 750,000 | 781,095 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Novant Health Obligations Group, Ser A, RB, 5.000%, 11/01/17, Callable 11/01/13 @ 100 | 1,290,000 | 1,340,246 | ||||||
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Ser D, RB, 6.000%, 12/01/29, Callable 10/01/18 @ 100 | 750,000 | 825,465 | ||||||
North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Ser D, RB, 6.250%, 12/01/33, Callable 12/01/18 @ 100 | 2,000,000 | 2,217,460 | ||||||
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Ser A, RB, 5.625%, 10/01/29, Callable 10/01/14 @ 100, AGM | 500,000 | 521,195 |
49
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
North Carolina—continued | ||||||||
North Carolina Medical Care Commission Health Care Facilities, Wake County Hospital System, Ser A, RB, 5.875%, 10/01/38, Callable 10/01/14 @ 100, AGM | 500,000 | 519,250 | ||||||
North Carolina Municipal Power Agency, No. 1 Catawba Electric, RB, ETM, 5.000%, 01/01/20, Sinkable @ 01/01/19 @ 100 | 1,600,000 | 1,922,384 | ||||||
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Ser A, RB, 5.000%, 01/01/30, Callable 01/01/19 @ 100 | 3,000,000 | 3,148,530 | ||||||
North Carolina Municipal Power Agency, No. 1 Catawba Electric, Ser A, RB, 5.250%, 01/01/15 | 1,000,000 | 1,129,140 | ||||||
North Carolina State, Ser C, GO, 5.000%, 05/01/20 | 2,000,000 | 2,469,400 | ||||||
North Carolina State Ports Authority Facilities, Ser A, RB, 5.250%, 02/01/40, Callable 02/01/20 @ 100 | 1,500,000 | 1,574,085 | ||||||
North State Carolina, Ser A, GO, 5.000%, 03/01/16 | 1,000,000 | 1,136,190 | ||||||
Wake County, Ser C, GO, 5.000%, 03/01/23 | 1,000,000 | 1,249,140 | ||||||
Wake County Industrial Facilities & Pollution Control Financing Authority, Carolina Power & Light Co. Project, RB, 5.375%, 02/01/17, Callable 02/01/12 @ 101 | 1,500,000 | 1,537,230 | ||||||
Winston-Salem North Carolina Water & Sewer System, RB, 5.000%, 06/01/39, Callable 06/01/19@ 100 | 2,000,000 | 2,203,000 | ||||||
43,929,309 | ||||||||
Puerto Rico (8.9%) | ||||||||
Puerto Rico Commonwealth Highway & Transportation Authority Highway, Ser CC, RB, 5.500%, 07/01/30 | 1,095,000 | 1,161,040 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/27, Callable 08/01/19 @ 100 | 550,000 | 582,538 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/57, Callable 08/01/17 @ 100 | 1,400,000 | 1,449,210 | ||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 6.000%, 08/01/42, Callable 08/01/19 @ 100 | 1,100,000 | 1,188,264 | ||||||
4,381,052 | ||||||||
Total Municipal Bonds (Cost $45,682,596) | 48,310,361 | |||||||
Money Market Fund (1.0%) | ||||||||
Federated Tax-Free Obligations Fund, Institutional Shares, 0.03%(a) | 512,600 | 512,600 | ||||||
Total Money Market Fund (Cost $512,600) | 512,600 | |||||||
Total Investments (Cost $46,195,196) — 99.2% | 48,822,961 | |||||||
Other assets in excess of liabilities — 0.8% | 382,833 | |||||||
Net Assets — 100.0% | $ | 49,205,794 | ||||||
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
AGM | — Security guaranteed by Assured Guaranty Municipal Corporation | |
AMBAC | — Security guaranteed by American Municipal Bond Assurance Corporation | |
COP | — Certificate of Participation | |
ETM | — Escrowed to Maturity | |
GO | — General Obligation | |
RB | — Revenue Bond |
50
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Bank Loans (90.2%) | ||||||||
Aerospace/Defense (2.6%) | ||||||||
AM General LLC, Term Loan, 3.220%, 09/30/13(a)(b) | 9,505,630 | 8,626,360 | ||||||
AM General LLC, 3.240%, 09/30/12(a)(b) | 587,040 | 532,738 | ||||||
DAE Aviation Holdings, Inc., Term Loan B2, 5.260%, 07/31/14(a)(b) | 10,436,653 | 9,784,362 | ||||||
DAE Aviation Holdings, Inc., Term Loan B1, 5.260%, 07/31/14(a)(b) | 10,890,312 | 10,209,667 | ||||||
Delos Aircraft, Inc., Term Loan B2, 7.000%, 03/17/16(a)(b) | 9,114,808 | 9,076,799 | ||||||
Hawker Beechcraft Acquisition Co. LLC, Term Loan, 10.500%, 03/26/14(a)(b) | 3,268,358 | 2,805,330 | ||||||
Huntington Ingalls Industries, Inc., Term Loan A, 2.750%, 03/30/16(a)(b) | 12,982,125 | 12,397,929 | ||||||
International Lease Finance Co. Revolver, 0.500%-0.790%, 10/13/11(a)(b) | 3,117,647 | 3,070,882 | ||||||
MacAndrews AMG Holdings LLC, Term Loan, 6.000%, 04/17/12(a)(b) | 21,315,405 | 20,249,635 | ||||||
Sequa Corp., Term Loan, 3.480%-3.500%, 12/03/14(a)(b) | 4,723,085 | 4,437,338 | ||||||
TASC, Inc., New Term Loan B, 4.500%, 12/18/15(a)(b) | 1,161,070 | 1,100,114 | ||||||
Transdigm, Inc., New Term Loan B, 4.000%, 02/14/17(a)(b) | 4,257,825 | 4,154,701 | ||||||
�� | ||||||||
86,445,855 | ||||||||
Auto Manufacturers (1.4%) | ||||||||
Autoparts Holding Ltd., New Term Loan B, 6.500%, 07/28/17(a)(b) | 4,630,000 | 4,606,850 | ||||||
Autoparts Holding Ltd., Term Loan, 10.500%, 01/29/18(a)(b) | 1,000,000 | 980,000 | ||||||
Chrysler Group LLC, Term Loan, 6.000%, 05/24/17(a)(b) | 10,538,588 | 9,161,089 | ||||||
Delphi Corp., Term Loan B, 3.500%, 03/31/17(a)(b) | 24,618,750 | 24,280,242 | ||||||
HHI Holdings LLC, New Term Loan B, 7.000%-7.750%, 03/21/17(a)(b) | 9,840,550 | 9,348,523 | ||||||
48,376,704 | ||||||||
Auto Parts & Equipment (1.6%) | ||||||||
Allison Transmission, Inc., Term Loan B, 2.980%, 08/07/14(a)(b) | 22,005,528 | 20,705,881 | ||||||
Metaldyne, Term Loan B 2011, 5.250%, 05/18/17(a)(b) | 3,586,975 | 3,470,398 | ||||||
Remy International, Inc., Term Loan B, 6.250%, 12/16/16(a)(b) | 6,937,575 | 6,668,744 | ||||||
Tenneco, Inc., Term Loan B, 4.740%, 06/03/15(a)(b) | 5,110,313 | 5,059,209 | ||||||
TI Automotive Ltd., Term Loan, 9.500%, 07/01/16(a)(b) | 6,062,374 | 6,032,063 | ||||||
Tomkins LLC, Term Loan B, 4.250%, 09/21/16(b) | 13,703,856 | 13,421,283 | ||||||
55,357,578 | ||||||||
Building Materials (0.3%) | ||||||||
Armstrong World Industries, Inc., New Term Loan B, 4.000%, 03/09/18(a)(b) | 5,207,092 | 5,057,388 | ||||||
Goodman Global Holdings, Inc., 1st Lien Term Loan, 5.750%, 10/28/16(a)(b) | 5,114,929 | 5,047,821 | ||||||
Goodman Global Holdings, Inc., 2nd Lien Term Loan, 9.000%, 10/30/17(a)(b) | 1,400,000 | 1,400,700 | ||||||
11,505,909 | ||||||||
51
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Chemicals (3.9%) | ||||||||
Ashland, Inc., Term Loan B, 3.750%, 08/23/18(a)(b) | 32,395,000 | 32,111,544 | ||||||
Chemtura Corp., Term Loan B, 5.500%, 08/27/16(a)(b) | 4,035,000 | 4,006,432 | ||||||
Houghton International, Inc., New Term Loan B, 6.750%, 01/29/16(a)(b) | 4,398,762 | 4,340,126 | ||||||
Huntsman International LLC, 1.770%, 04/21/14(a)(b) | 4,702,648 | 4,479,272 | ||||||
Huntsman International LLC, Term Loan B, 2.800%, 04/19/17(a)(b) | 7,573,385 | 7,123,753 | ||||||
INEOS U.S. Finance LLC, Term Loan B2, 7.501%, 12/16/13(a)(b) | 10,407,069 | 10,352,119 | ||||||
INEOS U.S. Finance LLC, Term Loan C2, 8.001%, 12/16/14(a)(b) | 8,498,235 | 8,495,855 | ||||||
MacDermid, Inc., 2.239%, 04/11/14(a)(b) | 2,876,314 | 2,765,576 | ||||||
Metokote Corp., Term Loan B, 9.000%, 11/27/11(a)(b) | 2,400,301 | 2,372,290 | ||||||
Momentive Specialty Chemicals, Inc., Term Loan C3, 2.250%, 05/03/13(b) | 1,762,355 | 1,612,555 | ||||||
Momentive Specialty Chemicals, Inc., Term Loan C5, 2.625%, 05/05/12(b) | 2,931,122 | 2,740,600 | ||||||
Momentive Specialty Chemicals, Inc., Term Loan C1, 4.000%, 05/05/15(b) | 3,230,015 | 3,025,458 | ||||||
Momentive Specialty Chemicals, Inc., Term Loan C2, 4.125%, 05/05/15(b) | 1,365,595 | 1,279,112 | ||||||
Nalco Co., Term Loan B1, 4.500%, 10/05/17(a)(b) | 4,514,400 | 4,484,515 | ||||||
Nexeo Solutions, LLC, Term Loan B, 5.000%, 09/08/17(a)(b) | 13,765,825 | 12,836,632 | ||||||
Omnova Solutions, Inc., Term Loan B, 5.750%, 05/31/17(a)(b) | 1,885,750 | 1,818,184 | ||||||
Styron S.A.R.L LLC, New Term Loan B, 6.000%, 08/02/17(a)(b) | 12,440,987 | 11,173,624 | ||||||
Univar, Inc., Term Loan B, 5.000%, 06/30/17(a)(b) | 19,440,923 | 18,191,844 | ||||||
133,209,491 | ||||||||
Commercial Services (2.9%) | ||||||||
Acosta, Inc., 4.750%, 03/01/18(a)(b) | 4,463,813 | 4,251,781 | ||||||
Booz Allen Hamilton, Inc., Term Loan B, 4.000%, 08/03/17(a)(b) | 2,208,900 | 2,190,257 | ||||||
Catalina Marketing Corp., 2.989%, 10/01/14(a)(b) | 8,257,250 | 7,767,017 | ||||||
Cengage Learning Acquisitions, Inc., 2.490%, 07/03/14(a)(b) | 10,102,120 | 7,867,026 | ||||||
Hertz Corp. (The), Term Loan B, 3.750%, 03/09/18(a)(b) | 4,830,725 | 4,578,320 | ||||||
Instant Web, Inc., Term Loan B, 3.610%, 08/07/14(a)(b) | 9,975,833 | 8,978,250 | ||||||
Instant Web, Inc., 3.610%, 08/07/14(a)(b) | 2,154,402 | 1,938,962 | ||||||
Kar Auction Services, Inc., Term Loan B, 5.000%, 05/19/17(a)(b) | 2,189,513 | 2,112,880 | ||||||
Merrill Communications LLC, 7.500%, 12/24/12(a)(b) | 2,824,065 | 2,709,351 | ||||||
Merrill Communications LLC, 2nd Lien Term Loan, 11.750%-14.000%, 11/15/13(a)(b) | 2,094,995 | 1,977,151 | ||||||
Moneygram International, Inc., Term Loan B, 4.500%, 11/17/17(a)(b) | 11,873,846 | 11,468,117 | ||||||
Trans Union LLC, New Term Loan B, 4.750%, 02/12/18(a)(b) | 4,641,675 | 4,519,831 | ||||||
Vertafore, Inc., Term Loan, 5.250%, 07/29/16(a)(b) | 1,446,359 | 1,389,416 | ||||||
Vertafore, Inc., 5.250%, 07/29/16(a)(b) | 4,431,519 | 4,257,050 | ||||||
Vertafore, Inc., 2nd Lien Term Loan, 9.750%, 10/27/17(a)(b) | 2,800,000 | 2,678,676 |
52
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Commercial Services—continued | ||||||||
Walter Industries, Inc., Term Loan B, 4.000%, 04/02/18(a)(b) | 21,413,800 | 20,637,550 | ||||||
Waste Industries USA, Inc., Term Loan B, 4.750%, 03/17/17(a)(b) | 6,965,000 | 6,529,687 | ||||||
95,851,322 | ||||||||
Computers (0.0%) | ||||||||
Network Solutions LLC, Term Loan B, 2.490%, 03/07/14(a)(b) | 1,412,136 | 1,390,954 | ||||||
Consumer Discretionary (0.1%) | ||||||||
Collective Brands Finance, Inc., 2.979%-3.042%, 08/18/14(a)(b) | 2,943,826 | 2,838,349 | ||||||
Consumer Staples (0.2%) | ||||||||
Revlon Consumer Products Corp., New Term Loan B, 4.750%, 11/17/17(a)(b) | 7,456,659 | 7,204,997 | ||||||
Diversified Financial Services (6.4%) | ||||||||
Affinion Group, Inc., Term Loan B, 5.000%, 10/10/16(a)(b) | 12,410,067 | 11,264,742 | ||||||
American Capital Holdings, Inc., Term Loan, 7.500%, 12/31/13(a)(b) | 2,392,656 | 2,344,803 | ||||||
BNY ConvergEx Group LLC, 5.250%, 12/19/16(a)(b)(c) | 10,895,951 | 10,768,795 | ||||||
BNY ConvergEx Group LLC, 5.250%, 12/19/16(a)(b)(c) | 4,571,987 | 4,518,632 | ||||||
BNY ConvergEx Group LLC, 2nd Lien Term Loan, 8.750%, 12/18/17(a)(b) | 2,631,015 | 2,613,466 | ||||||
BNY ConvergEx Group LLC, 2nd Lien Term Loan, 8.750%, 12/18/17(a)(b) | 1,103,985 | 1,096,621 | ||||||
CNO Financial Group, Inc., New Term Loan B, 6.250%, 09/30/16(a)(b) | 4,164,552 | 4,118,742 | ||||||
First Data Corp., Term Loan B1, 2.980%, 09/24/14(a)(b) | 9,450,071 | 8,192,078 | ||||||
First Data Corp., Term Loan B3, 2.980%, 09/24/14(a)(b) | 1,984,679 | 1,720,479 | ||||||
First Data Corp., Term Loan B2, 2.980%, 09/24/14(a)(b) | 21,154,010 | 18,337,988 | ||||||
Interactive Data Corp., New Term Loan B, 4.500%, 02/12/18(a)(b) | 11,775,825 | 11,255,687 | ||||||
International Lease Finance Corp., Term Loan B1, 6.750%, 03/17/15(a)(b) | 6,095,192 | 6,061,669 | ||||||
Mondrian Investment Partners Ltd , Term Loan, 5.500%, 07/12/18(a)(b) | 4,493,284 | 4,369,719 | ||||||
MSCI, Inc., Term Loan B1, 3.750%, 03/14/17(a)(b) | 11,604,499 | 11,511,662 | ||||||
NDS Finance Ltd., New Term Loan B, 4.000%, 03/12/18(a)(b) | 27,392,350 | 25,999,997 | ||||||
Nuveen Investments, Inc., 1st Lien Term Loan, 3.250%-3.370%, 11/13/14(a)(b) | 9,146,700 | 8,346,363 | ||||||
Nuveen Investments, Inc., 5.750%-5.870%, 05/12/17(a)(b) | 7,508,300 | 6,933,915 | ||||||
Peach Holdings, Inc., 10.750%, 11/21/13(a)(b) | 530,101 | 474,440 | ||||||
Springleaf Finance Corp., 5.500%, 05/10/17(a)(b)(d) | 52,660,000 | 45,498,240 | ||||||
SunGard Data Systems, Inc., 1.980%, 02/28/14(a)(b) | 3,373,848 | 3,247,329 | ||||||
SunGard Data Systems, Inc., 3.730%, 02/28/14(a)(b) | 3,000,000 | 2,925,000 | ||||||
VFH Parent LLC, 7.500%, 07/08/16(b)(c) | 25,745,000 | 25,144,369 | ||||||
216,744,736 | ||||||||
Electric (2.7%) | ||||||||
Aeroflex, Term Loan B, 4.250%, 05/09/18(a)(b) | 11,940,075 | 11,484,919 | ||||||
Calpine Corp., 4.500%, 04/02/18(a)(b) | 19,243,300 | 18,075,424 |
53
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Electric—continued | ||||||||
Equipower Resources Holdings LLC, Term Loan B, 5.750%, 01/26/18(a)(b) | 4,032,900 | 3,901,831 | ||||||
FirstLight Power Resources, Inc., Term Loan B, 2.750%, 11/01/13(a)(b) | 1,029,556 | 970,356 | ||||||
FirstLight Power Resources, Inc., 2nd Lien Term Loan, 4.750%, 05/01/14(a)(b) | 4,720,000 | 4,281,040 | ||||||
GenOn Energy, Inc., Term Loan B, 6.000%, 09/08/17(a)(b) | 7,528,950 | 7,374,607 | ||||||
MACH Gen LLC, Letter of Credit, 2.369%, 02/22/13(a)(b) | 1,067,597 | 966,175 | ||||||
NRG Energy, Inc., New Term Loan B, 4.000%, 06/11/18(a)(b) | 22,049,738 | 21,516,795 | ||||||
Texas Competitive Electric Holdings Co. LLC, 4.726%-4.772%, 10/10/17(a)(b)(c) | 35,491,642 | 23,618,623 | ||||||
92,189,770 | ||||||||
Electrical Components & Equipment (0.3%) | ||||||||
Rovi Solutions Corp., Term Loan A, 2.870%, 02/08/16(a)(b) | 5,355,000 | 5,267,981 | ||||||
Rovi Solutions Corp., Term Loan B, 4.000%, 02/07/18(a)(b) | 5,328,225 | 5,234,981 | ||||||
10,502,962 | ||||||||
Electronics (0.7%) | ||||||||
DG FastChannel, Inc., Term Loan B, 5.750%, 07/26/18(a)(b) | 11,999,925 | 11,819,926 | ||||||
Eagle Parent, Inc., 5.000%, 05/16/18(a)(b) | 5,730,638 | 5,339,063 | ||||||
Ipayment Inc., Term Loan B, 5.750%, 05/08/17(a)(b) | 6,436,127 | 6,243,043 | ||||||
Sophos Ltd., Incremental Term Loan B2, 7.630%, 06/15/16(a)(b) | 1,840,388 | 1,785,176 | ||||||
25,187,208 | ||||||||
Energy (2.4%) | ||||||||
Aventine Renewable Energy Holdings, Inc., Term Loan B, 10.500%, 12/21/15(b)(e) | 14,108,420 | 12,612,927 | ||||||
Brand Energy & Infrastructure Services, Inc., Revolver, 0.500%-2.250%, 02/05/13(a)(b) | 7,500,000 | 6,615,450 | ||||||
EnergySolutions LLC, 6.250%, 08/12/16(a)(b) | 2,816,464 | 2,760,135 | ||||||
Glenn Pool Oil, Term Loan, 4.500%, 05/02/16(a)(b) | 61,283,658 | 60,364,404 | ||||||
82,352,916 | ||||||||
Entertainment (2.7%) | ||||||||
AMC Networks Inc., Term Loan B, 4.000%, 12/31/18(a)(b) | 13,665,750 | 13,255,777 | ||||||
Caesars Entertainment Operating Co., Term Loan B2, 3.235%-3.253%, 01/28/15(a)(b) | 5,029,462 | 4,177,622 | ||||||
Caesars Entertainment Operating Co., Term Loan B1, 3.253%, 01/28/15(a)(b) | 6,785,000 | 5,644,849 | ||||||
Caesars Entertainment Operating Co., Term Loan B4, 9.500%, 10/31/16(a)(b) | 4,062,970 | 3,935,271 | ||||||
Carmike Cinemas, Inc., Term Loan B, 5.500%, 01/27/16(a)(b) | 5,295,813 | 5,156,798 | ||||||
CCM Merger, Inc., New Term Loan B, 7.000%, 03/01/17(a)(b) | 3,187,493 | 3,090,275 | ||||||
Cinedigm Digital Funding I LLC, 5.250%, 04/29/16(a)(b) | 4,135,217 | 3,928,456 | ||||||
Emmis Operating Co., First Lien, 11/01/13(a)(b)(f) | 1,910,780 | 1,760,306 | ||||||
Harrah’s Operating Company, Term Loan B3, 3.253%-3.369%, 01/28/15(a)(b) | 2,985,000 | 2,483,401 | ||||||
Hubbard Radio, Term Loan B, 5.250%, 04/28/17(a)(b) | 6,339,113 | 6,085,548 |
54
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Entertainment—continued | ||||||||
Hubbard Radio, 2nd Lien Term Loan, 8.750%, 04/30/18(a)(b) | 4,540,000 | 4,420,825 | ||||||
IMG Worldwide, Inc., New Term Loan B, 5.500%, 06/22/16(b)(e) | 14,685,098 | 14,024,269 | ||||||
Kasima, LLC, Term Loan B, 5.000%, 03/31/17(a)(b) | 11,940,000 | 11,462,400 | ||||||
Live Nation Entertainment, Inc., Term Loan B, 4.500%, 11/07/16(a)(b) | 3,285,162 | 3,177,014 | ||||||
Sea World Parks & Entertainment, Inc., Term Loan B, 4.000%, 08/17/17(a)(b) | 8,411,208 | 8,154,666 | ||||||
90,757,477 | ||||||||
Food (2.0%) | ||||||||
Aramark Corp., 2.110%, 01/27/14(a)(b) | 1,155,561 | 1,113,961 | ||||||
Aramark Corp., 2.240%, 01/27/14(a)(b) | 14,344,439 | 13,828,039 | ||||||
Burger King Corp., New Term Loan B, 4.500%, 10/19/16(a)(b) | 4,441,438 | 4,278,792 | ||||||
Dean Foods Co., Term Loan B, 1.870%, 04/02/14(a)(b) | 4,578,093 | 4,303,407 | ||||||
Del Monte Foods Co., 4.500%, 03/08/18(a)(b) | 5,279,738 | 4,908,086 | ||||||
DineEquity, Inc., New Term Loan B, 4.250%, 10/19/17(a)(b) | 2,616,999 | 2,528,387 | ||||||
Dunkin’ Brands, Inc., Term Loan B, 4.000%, 11/23/17(a)(b) | 16,212,692 | 15,667,135 | ||||||
JBS USA Holdings Inc., 4.250%, 05/25/18(a)(b) | 19,381,425 | 18,654,622 | ||||||
Windsor Quality Food Co. Ltd., New Term Loan B, 5.000%, 02/16/17(a)(b) | 3,457,025 | 3,331,708 | ||||||
68,614,137 | ||||||||
Forest Products & Paper (0.7%) | ||||||||
Rock-Tenn Co., Term Loan B, 3.500%, 03/28/18(a)(b) | 23,690,625 | 23,480,015 | ||||||
Health Care (10.9%) | ||||||||
Aptalis Pharma, Inc., Term Loan B, 5.500%, 02/10/17(b) | 12,584,900 | 11,118,759 | ||||||
Ardent Medical Services, Inc., 1st Lien Term Loan, 6.500%, 09/15/15(a)(b) | 8,003,125 | 7,743,023 | ||||||
Bausch & Lomb, Inc., Delayed Draw Term Loan, 3.489%, 04/24/15(a)(b) | 379,125 | 364,672 | ||||||
Bausch & Lomb, Inc., Term Loan, 3.489%-3.619%, 04/24/15(a)(b) | 1,555,556 | 1,496,258 | ||||||
Biomet, Inc., New Term Loan B, 3.235%-3.358%, 03/25/15(a)(b) | 4,858,305 | 4,630,304 | ||||||
CareStream Health, Inc., Term Loan B, 5.000%, 02/25/17(a)(b) | 26,853,746 | 22,460,204 | ||||||
Community Health Systems, Inc., 2.569%, 07/25/14(a)(b)(d) | 55,594,135 | 51,897,125 | ||||||
Community Health Systems, Inc., 2.569%, 07/25/14(a)(b) | 3,096,376 | 2,890,467 | ||||||
Community Health Systems, Inc., 3.819%, 01/25/17(a)(b) | 7,490,859 | 6,797,955 | ||||||
Convatec, Inc., 5.750%, 12/22/16(a)(b) | 6,069,138 | 5,780,853 | ||||||
CRC Health Corp., 4.869%, 11/16/15(a)(b) | 4,161,089 | 3,765,785 | ||||||
DaVita, Inc., 4.500%, 10/20/16(a)(b) | 6,510,800 | 6,421,276 | ||||||
Drumm Investors LLC, 5.000%, 05/04/18(b) | 29,329,083 | 25,589,625 | ||||||
Harlan Sprague Dawley, Inc., Term Loan B, 3.770%, 07/11/14(a)(b) | 4,767,230 | 4,226,150 | ||||||
HCA, Inc., Term Loan B2, 3.619%, 03/31/17(a)(b) | 10,000,000 | 9,392,500 | ||||||
HCA, Inc., Term Loan B3, 3.619%, 05/01/18(a)(b)(d) | 36,840,135 | 34,542,416 | ||||||
Health Management Associates, Inc., Term Loan B, 2.119%, 02/28/14(a)(b) | 5,710,329 | 5,362,171 |
55
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Health Care—continued | ||||||||
IASIS Healthcare LLC, 5.000%, 05/03/18(a)(b)(d) | 29,506,725 | 27,559,281 | ||||||
Inc. Research, Inc., Term Loan B, 7.000%, 07/13/18(a)(b) | 22,154,475 | 20,972,977 | ||||||
Inventiv Health, Inc., Combined Term Loan, 6.500%, 08/04/16(a)(b) | 4,448,914 | 4,232,030 | ||||||
MultiPlan, Inc., New Term Loan B, 4.750%, 08/26/17(a)(b) | 6,951,923 | 6,563,797 | ||||||
RPI Financial Trust, Term Loan Tranche 2, 4.000%, 05/09/18(b) | 76,907,250 | 76,105,876 | ||||||
Universal Health Services, Inc., New Term Loan B, 4.000%, 11/15/16(a)(b) | 12,835,423 | 12,427,385 | ||||||
Vanguard Health Holding Co. II LLC, Term Loan B, 5.000%, 01/29/16(a)(b) | 7,406,718 | 7,191,923 | ||||||
Warner Chilcott Co., LLC, New Term Loan B2, 4.250%, 03/15/18(a)(b) | 2,878,109 | 2,795,651 | ||||||
Warner Chilcott Corp., New Term Loan B1, 4.250%, 03/15/18(a)(b) | 5,756,217 | 5,591,302 | ||||||
WC Luxco S.A.R.L., New Term Loan B3, 4.250%, 03/15/18(b) | 3,957,399 | 3,844,020 | ||||||
371,763,785 | ||||||||
Healthcare — Services (1.1%) | ||||||||
Ardent Medical Services, Inc., Term Loan, 6.500%, 09/18/15(a)(b) | 2,880,000 | 2,779,200 | ||||||
Capsugel Healthcare Ltd., Term Loan, 5.250%, 08/01/18(a)(b) | 6,480,000 | 6,360,833 | ||||||
Endo Pharmaceuticals Holdings Inc., Term Loan B, 4.000%, 06/18/18(a)(b) | 15,252,005 | 15,170,255 | ||||||
Grifols Inc., Term Loan B, 6.000%, 06/01/17(a)(b) | 7,581,000 | 7,428,015 | ||||||
Valitas Health Services, Inc., Term Loan B, 5.750%, 05/18/17(a)(b) | 7,371,525 | 7,113,522 | ||||||
38,851,825 | ||||||||
Information Technology (1.7%) | ||||||||
Allen Systems Group, Inc., Add on Term Loan B, 6.500%, 11/20/15(a)(b) | 5,844,415 | 5,669,082 | ||||||
Aspect Software, Inc., New Term Loan B, 6.250%, 05/06/16(a)(b) | 3,875,876 | 3,815,334 | ||||||
CDWC LLC, 4.250%, 07/14/17(a)(b) | 11,094,363 | 9,846,247 | ||||||
Fidelity National Information Services, Inc., Term Loan B, 5.250%, 07/18/16(a)(b) | 3,786,700 | 3,774,091 | ||||||
Flexera Software, Inc., New Term Loan B, , 09/29/17(a)(b)(f) | 4,335,000 | 4,161,600 | ||||||
Flextronics International Ltd., Term Loan B, 2.471%, 10/01/12(a)(b) | 9,993,019 | 9,873,103 | ||||||
Flextronics International Ltd., Term Loan A, 2.472%-2.489%, 10/01/14(a)(b) | 1,902,383 | 1,834,620 | ||||||
Flextronics International Ltd., Term Loan A-1, 2.489%, 10/01/14(a)(b) | 449,374 | 433,367 | ||||||
Flextronics International Ltd., Term Loan A-2, 2.489%, 10/01/14(a)(b) | 745,617 | 719,058 | ||||||
Presidio, Inc., New Term Loan B, 7.250%, 03/31/17(a)(b) | 10,212,500 | 9,855,063 | ||||||
Verint Systems Inc., Term Loan, 4.500%, 10/27/17(a)(b) | 6,678,263 | 6,486,262 | ||||||
56,467,827 | ||||||||
Insurance (1.6%) | ||||||||
Asurion Corp., 1st Lien Term Loan, 5.500%, 05/24/18(a)(b) | 31,663,807 | 29,800,392 | ||||||
Asurion Corp., 2nd Lien Term Loan, 9.000%, 05/24/19(a)(b) | 9,605,000 | 9,115,145 | ||||||
Hub International Holdings, Inc., 2.869%, 06/13/14(a)(b) | 782,271 | 718,712 | ||||||
Hub International Holdings, Inc., Delayed Draw Term Loan, 2.869%, 06/13/14(a)(b) | 175,846 | 161,559 |
56
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Principal | ||||||||
Amount($) | Value($) | |||||||
Insurance—continued | ||||||||
Hub International Holdings, Inc., 6.750%, 06/13/14(a)(b) | 2,910,152 | 2,850,145 | ||||||
Sedgwick CMS Holdings, Inc., 5.000%, 12/30/16(a)(b) | 7,908,331 | 7,483,258 | ||||||
USI Holdings Corp., 7.000%, 05/05/14(a)(b) | 4,410,000 | 4,204,185 | ||||||
54,333,396 | ||||||||
Leisure Time (0.1%) | ||||||||
Clubcorp Operations, Inc., Term Loan B, 6.000%, 11/09/16(a)(b) | 3,794,259 | 3,623,518 | ||||||
Lodging (2.3%) | ||||||||
Ameristar Casinos, Inc., Term Loan B, 4.000%, 04/13/18(a)(b) | 7,208,775 | 6,955,747 | ||||||
Las Vegas Sands LLC, Term Loan B, 1.740%, 05/23/14(a)(b) | 8,553,060 | 8,150,040 | ||||||
Las Vegas Sands LLC, 1.740%, 05/23/14(a)(b) | 1,716,602 | 1,635,716 | ||||||
Las Vegas Sands LLC, 2.740%, 11/23/15(a)(b) | 4,669,535 | 4,338,138 | ||||||
Las Vegas Sands LLC, 2.740%, 11/23/16(a)(b)(c) | 2,732,512 | 2,538,585 | ||||||
Las Vegas Sands LLC, Term Loan B, 2.740%, 11/23/16(a)(b) | 13,599,804 | 12,634,626 | ||||||
MGM Mirage, Class E, 7.000%, 02/21/14(a)(b) | 2,636,596 | 2,479,719 | ||||||
MGM Mirage, Class C Term Loan, 7.000%, 02/21/14(a)(b) | 28,704,654 | 26,996,727 | ||||||
Seminole Tribe of Florida, Term Loan B3, 1.875%, 03/05/14(a)(b) | 1,889,253 | 1,780,621 | ||||||
Seminole Tribe of Florida, Term Loan B1, 1.875%, 03/05/14(a)(b) | 1,106,811 | 1,043,169 | ||||||
Seminole Tribe of Florida, Term Loan B2, 1.875%, 03/05/14(a)(b) | 3,993,730 | 3,764,090 | ||||||
VML U.S. Finance LLC, Term Loan B, 4.740%, 05/25/12(a)(b) | 2,303,181 | 2,284,618 | ||||||
VML U.S. Finance LLC, Term Loan B, 4.740%, 05/27/13(a)(b) | 3,987,410 | 3,955,271 | ||||||
78,557,067 | ||||||||
Machinery Diversified (0.5%) | ||||||||
Alliance Laundry Systems LLC, Term Loan B, 6.250%-6.750%, 09/30/16(a)(b) | 3,703,053 | 3,647,507 | ||||||
Milacron LLC, Term Loan B, 7.500%, 05/15/17(a)(b) | 9,875,000 | 9,603,438 | ||||||
NACCO Materials Handling Group, Inc., 1.989%-2.167%, 03/21/13(a)(b) | 3,316,250 | 3,200,181 | ||||||
16,451,126 | ||||||||
Media (9.1%) | ||||||||
Block Communications, Inc., 2.220%, 12/21/12(a)(b) | 961,735 | 937,691 | ||||||
CCO Holdings LLC, 3rd Lien Term Loan, 2.740%, 09/05/14(b)(d) | 36,174,084 | 34,274,945 | ||||||
Charter Communications Operating, LLC, 3.500%, 09/06/16(a)(b)(c) | 9,874,873 | 9,529,253 | ||||||
Clear Channel Communications, Inc., Term Loan 1, 3.880%, 01/29/16(a)(b) | 787,669 | 545,855 | ||||||
Clear Channel Communications, Inc., Term Loan B, 3.890%, 01/28/16(a)(b) | 13,555,348 | 9,459,057 | ||||||
Clear Channel Communications, Inc., Term Loan C, 3.890%, 01/28/16(a)(b) | 30,273,024 | 21,018,258 | ||||||
Clear Channel Communications, Inc., Term Loan 2, 3.890%, 01/29/16(a)(b) | 896,544 | 621,305 | ||||||
Entercom Communication LLC, Term Loan A, 1.362%-3.375%, 06/30/12(a)(b) | 4,702,477 | 4,479,109 |
57
(Unaudited)
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Principal | ||||||||
Amount($) | Value($) | |||||||
Media—continued | ||||||||
FoxCo Acquisition Sub LLC, Term Loan B, 4.750%, 07/14/15(a)(b) | 5,437,893 | 5,165,998 | ||||||
Getty Images, Inc., 5.250%, 11/07/16(a)(b) | 7,124,705 | 7,057,947 | ||||||
Gray Television, Inc., Term Loan B, 3.730%, 12/31/14(a)(b) | 19,829,346 | 18,862,665 | ||||||
Insight Midwest Holdings LLC, Term Loan A, 1.220%, 10/07/13(a)(b) | 11,813,515 | 11,592,012 | ||||||
Insight Midwest LP, 1.970%-2.000%, 04/07/14(a)(b)(c) | 11,836,176 | 11,592,114 | ||||||
Lamar Media Corp., Term Loan B, 4.000%, 12/30/16(a)(b) | 1,761,227 | 1,737,011 | ||||||
Media General, Inc., 4.734%-4.754%, 03/29/13(a)(b) | 19,463,081 | 15,765,095 | ||||||
Mediacom Broadband LLC, 4.500%, 10/23/17(b) | 4,596,813 | 4,409,125 | ||||||
Mediacom Illinois LLC, Term Loan D, 5.500%, 03/31/17(a)(b) | 3,559,669 | 3,468,470 | ||||||
Nielsen Finance LLC, Class A, 2.230%, 08/09/13(a)(b) | 3,384,417 | 3,274,423 | ||||||
Quebecor Media, Inc., Term Loan B, 2.249%, 01/17/13(a)(b) | 1,151,873 | 1,125,956 | ||||||
Radio One, Inc., Term Loan B, 7.500%, 03/23/16(a)(b) | 20,631,325 | 19,739,845 | ||||||
San Juan Cable Holdings, LLC, New Term Loan B, 6.000%, 06/09/17(a)(b) | 7,286,738 | 7,019,533 | ||||||
San Juan Cable, LLC, 2nd Lien Term Loan, 10.000%, 06/08/18(a)(b) | 11,745,000 | 11,304,562 | ||||||
Sinclair Television Group, Inc., New Term Loan B, 4.000%, 10/28/16(a)(b) | 4,357,219 | 4,286,415 | ||||||
Springboard Finance LLC, 7.000%, 02/23/15(a)(b) | 11,892,665 | 11,815,838 | ||||||
Summit Entertainment LLC, 7.500%, 09/07/19(a)(b) | 17,945,928 | 17,452,415 | ||||||
Syniverse Technologies, Inc., Term Loan B, 5.250%, 12/21/17(a)(b) | 10,185,636 | 10,007,387 | ||||||
Telesat Canada, Term Loan II, 3.240%, 10/31/14(a)(b) | 322,440 | 312,296 | ||||||
Telesat Canada, Term Loan I, 3.240%, 10/31/14(a)(b) | 3,753,676 | 3,635,585 | ||||||
Tribune Co., Term Loan B, 5.250%, 06/04/14(a)(b)(g)(h) | 5,000,000 | 2,625,000 | ||||||
Univision Communications, Inc., 2.239%-4.489%, 09/29/14(a)(b) | 26,106,616 | 23,691,754 | ||||||
Village Roadshow Ltd., Term Loan A2, 5.500%, 05/27/15(b)(e) | 26,772,900 | 26,170,510 | ||||||
Weather Channel Interactive, Inc. (The), New Term Loan B, 4.250%, 02/13/17(b) | 5,860,550 | 5,776,334 | ||||||
308,753,763 | ||||||||
Mining (1.0%) | ||||||||
American Rock Salt Holdings LLC, Term Loan, 5.500%, 04/25/17(a)(b) | 3,504,075 | 3,335,459 | ||||||
Fairmount Minerals Ltd., New Term Loan B, 5.250%, 03/15/17(a)(b) | 8,621,100 | 8,470,231 | ||||||
Novelis, Inc., 3.750%, 03/10/17(a)(b) | 21,874,700 | 21,245,802 | ||||||
33,051,492 | ||||||||
Miscellaneous Manufacturer (1.0%) | ||||||||
Clarke American Corp., Term Loan B, 2.739%-2.869%, 03/26/14(b) | 17,202,604 | 14,428,684 | ||||||
Manitowoc Co., Inc., New Term Loan B, 4.250%, 11/13/17(a)(b) | 4,458,825 | 4,311,149 | ||||||
Sensata Technologies, Term Loan, 4.000%, 05/11/18(a)(b) | 15,196,913 | 14,750,579 | ||||||
33,490,412 | ||||||||
58
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas (5.1%) | ||||||||
Alon USA Energy, Inc., 2.489%-2.573%, 08/02/13(b)(e) | 866,038 | 773,303 | ||||||
Alon USA Energy, Inc., 2.489%-2.573%, 08/02/13(b)(e) | 108,254 | 96,662 | ||||||
Big West Oil LLC, 7.000%, 03/31/16(a)(b) | 8,276,842 | 8,214,766 | ||||||
Buffalo Coast Terminals LLC, Term Loan B, 09/22/17(a)(b)(c)(f) | 2,405,000 | 2,405,000 | ||||||
CITGO Petroleum Corp., Term Loan B, 8.000%, 06/24/15(a)(b) | 2,342,857 | 2,349,886 | ||||||
CITGO Petroleum Corp., Term Loan C, 9.000%, 06/23/17(a)(b) | 3,950,000 | 4,009,250 | ||||||
EPCO Holdings, Inc., Term Loan A, 1.222%, 08/07/12(a)(b) | 6,545,455 | 6,370,887 | ||||||
Frac Tech International LLC, Term Loan B, 6.250%, 05/06/16(a)(b)(d) | 31,099,478 | 30,413,734 | ||||||
MEG Energy Corp., New Term Loan B, 4.000%, 03/16/18(a)(b) | 26,080,000 | 25,507,283 | ||||||
Obsidian Natural Gas Trust, 7.000%, 11/02/15(a)(b) | 37,232,975 | 37,232,975 | ||||||
Semgroup, Term Loan B, 5.750%, 06/15/18(a)(b) | 12,892,688 | 12,828,224 | ||||||
TPF Generation Holdings LLC, 2.370%, 12/15/11(a)(b) | 1,335,737 | 1,255,112 | ||||||
TPF Generation Holdings LLC, 2.370%, 12/13/13(a)(b) | 3,923,773 | 3,686,935 | ||||||
TPF Generation Holdings LLC, Term Loan B, 2.370%, 12/13/13(a)(b) | 7,304,254 | 6,863,369 | ||||||
TPF Generation Holdings LLC, 2nd Lien Term Loan C, 4.620%, 12/15/14(a)(b) | 10,250,000 | 9,186,562 | ||||||
Western Refining, Inc., New Term Loan B, 7.500%, 03/15/17(a)(b) | 20,477,100 | 20,286,868 | ||||||
171,480,816 | ||||||||
Packaging & Containers (0.7%) | ||||||||
Anchor Glass Container Corp., 1st Lien Term Loan, 6.000%, 03/02/16(a)(b) | 1,093,113 | 1,080,138 | ||||||
Reynolds Group Holdings, Inc., Term Loan E, 6.500%, 02/09/18(a)(b) | 5,208,825 | 5,045,476 | ||||||
Reynolds Group Holdings, Inc., Term Loan, 6.500%, 08/09/18(a)(b) | 12,585,000 | 12,193,481 | ||||||
Sealed Air Corp., Term Loan B, 1.000%, 09/21/18(a)(b)(c) | 4,630,000 | 4,627,407 | ||||||
22,946,502 | ||||||||
Real Estate (6.3%) | ||||||||
CB Richard Ellis Services, Inc., Term Loan A, 2.230%, 11/07/15(a)(b) | 19,560,000 | 19,022,100 | ||||||
CB Richard Ellis Services, Inc., New Term Loan C, 3.250%-3.49%, 03/05/18(a)(b) | 30,817,762 | 29,334,812 | ||||||
CB Richard Ellis Services, Inc., New Term Loan B, 3.480%, 11/06/16(a)(b) | 5,187,600 | 5,019,003 | ||||||
CB Richard Ellis Services, Inc., New Term Loan D, 3.730%-5.75%, 09/04/19(a)(b) | 44,867,550 | 42,736,341 | ||||||
Grizzly Ventures LLC, Term Loan B, 3.222%, 12/02/14(b) | 18,019,000 | 17,748,715 | ||||||
Istar Financial, Inc., Term Loan A1, 5.000%, 06/28/13(a)(b)(d) | 83,608,852 | 80,593,081 | ||||||
Istar Financial, Inc., Term Loan A2, 7.000%, 06/30/14(a)(b) | 17,600,000 | 16,561,600 | ||||||
Mattamy Funding Partnership, Term Loan B, 2.630%, 04/11/13(a)(b) | 2,869,293 | 2,582,364 | ||||||
Realogy Corp., 3.190%, 10/10/13(a)(b) | 222,052 | 199,154 | ||||||
Realogy Corp., 3.270%, 10/10/13(a)(b) | 1,762,948 | 1,581,153 | ||||||
215,378,323 | ||||||||
59
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Retail (4.0%) | ||||||||
Capital Automotive LP, New Term Loan B, 5.000%, 03/10/17(a)(b)(c) | 55,204,061 | 52,547,642 | ||||||
Dollar General Corp., Term Loan B2, 2.979%-2.989%, 07/07/14(a)(b) | 2,566,695 | 2,536,870 | ||||||
Dollar General Corp., Term Loan B, 2.979%-3.003%, 07/07/14(a)(b) | 3,914,783 | 3,876,026 | ||||||
Gymboree Corp., 5.000%, 02/23/18(a)(b) | 7,002,088 | 6,227,937 | ||||||
Harbor Freight Tools USA, Inc., 1st Lien Term Loan, 6.500%, 12/22/17(a)(b) | 7,395,455 | 7,284,523 | ||||||
Jo-Ann Stores, Inc., 4.750%, 03/16/18(a)(b) | 12,468,750 | 11,528,357 | ||||||
Leslie’s Poolmart, Inc., Term Loan B, 4.500%, 11/21/16(a)(b) | 9,339,425 | 8,810,160 | ||||||
Michaels Stores, Inc., Term Loan B1, 2.500%-2.625%, 10/31/13(a)(b) | 3,703,058 | 3,533,939 | ||||||
NBTY, Inc., New Term Loan B, 4.250%, 10/02/17(a)(b) | 10,456,411 | 10,111,873 | ||||||
PETCO Animal Supplies, Inc., 4.500%, 11/24/17(a)(b) | 16,602,300 | 15,676,722 | ||||||
Pilot Travel Centers LLC, New Term Loan B, 4.250%, 03/30/18(a)(b) | 13,177,125 | 12,973,934 | ||||||
Savers, Inc., New Term Loan B, 4.250%, 03/03/17(a)(b) | 1,990,000 | 1,953,523 | ||||||
137,061,506 | ||||||||
Semiconductors (0.8%) | ||||||||
Freescale Semiconductor, Inc., Term Loan B, 4.472%, 12/01/16(a)(b) | 17,817,817 | 16,273,547 | ||||||
Microsemi Corp., New Term Loan B, 4.000%, 11/02/17(a)(b)(c) | 9,257,556 | 9,176,553 | ||||||
25,450,100 | ||||||||
Telecommunication Services (8.2%) | ||||||||
Airvana, Inc., Term Loan B, 10.000%, 03/25/15(a)(b) | 9,280,071 | 9,295,569 | ||||||
Atlantic Broadband Finance LLC, New Term Loan B, 4.000%, 03/08/16(a)(b) | 5,145,364 | 4,875,232 | ||||||
Avaya, Inc., Term Loan B, 3.060%, 10/24/14(a)(b) | 14,341,357 | 12,896,466 | ||||||
BBHI Acquisition LLC, Term Loan B, 4.500%, 12/14/17(b) | 7,622,400 | 7,336,560 | ||||||
Bragg Communications, Inc., Term Loan B, 2.820%, 08/31/14(a)(b) | 2,778,665 | 2,702,252 | ||||||
Consolidated Communications, Inc., Term Loan B, 2.740%, 12/31/14(a)(b) | 5,115,000 | 4,603,500 | ||||||
Cumulus Media, Inc., Term Loan, 5.750%, 09/17/18(a)(b) | 41,645,000 | 39,159,210 | ||||||
Cumulus Media, Inc., 7.500%, 02/11/19(a)(b) | 2,330,000 | 2,196,025 | ||||||
Integra Telecom, Inc., New Term Loan B, 9.250%, 04/15/15(a)(b) | 7,356,875 | 6,937,533 | ||||||
Intelsat Jackson Holdings Ltd., 3.250%, 02/02/14(a)(b) | 22,550,000 | 20,990,216 | ||||||
Intelsat Jackson Holdings SA, Tranche B Term Loan, 5.250%, 04/02/18(a)(b)(d) | 57,625,575 | 54,888,360 | ||||||
Level 3 Financing Inc., Tranche A Term Loan, 5.750%, 09/03/18(a)(b) | 48,010,000 | 45,449,627 | ||||||
Level 3 Financing, Inc., Term Loan A, 2.490%-2.500%, 03/13/14(a)(b) | 7,730,000 | 7,196,630 | ||||||
Level 3 Financing, Inc., Term Loan, 11.500%, 03/13/14(a)(b) | 12,750,000 | 13,260,000 | ||||||
MetroPCS Wireless, Inc., New Term Loan B, 4.000%, 03/16/18(a)(b) | 25,340,056 | 24,237,764 | ||||||
Telcordia Technologies, Inc., Term Loan B, 6.750%, 04/09/16(a)(b) | 8,473,609 | 8,425,988 |
60
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Telx Group, Inc., Term Loan B, , 10/06/17(a)(b)(c) | 6,500,000 | 6,185,855 | ||||||
Tower Co. Finance LLC, Term Loan B, 5.250%, 02/02/17(a)(b) | 5,477,475 | 5,326,844 | ||||||
UPC Financing Partnership, Term Loan N, 1.970%, 12/31/14(a)(b) | 1,000,000 | 943,500 | ||||||
UPC Financing Partnership, Term Loan T, 3.720%, 12/30/16(a)(b) | 220,210 | 209,860 | ||||||
West Corp., Term Loan B2, 2.628%-2.744%, 10/24/13(a)(b) | 1,702,622 | 1,644,103 | ||||||
278,761,094 | ||||||||
Telecommunications (3.0%) | ||||||||
CommScope, Inc., New Term Loan B, 5.000%, 01/14/18(a)(b) | 4,979,975 | 4,877,288 | ||||||
Encompass Digital Media, Inc., Term Loan B, 7.750%, 02/25/16(a)(b) | 8,462,475 | 8,250,913 | ||||||
LightSquared LP, Term Loan B, 12.000%, 10/01/14(a)(b) | 16,375,476 | 7,825,185 | ||||||
PAETEC Holding Corp., 5.000%, 05/31/18(a)(b)(c) | 14,563,947 | 14,418,308 | ||||||
Vodafone Americas Finance, PIK Term Loan B, 6.250%, 07/11/16(b) | 46,455,000 | 46,222,725 | ||||||
Vodafone Americas Finance 2, PIK Term Loan, 6.880%, 08/11/15(b) | 18,766,918 | 18,766,918 | ||||||
100,361,337 | ||||||||
Textiles (0.2%) | ||||||||
Warnaco Inc., 3.750%, 06/15/18(a)(b) | 7,286,738 | 7,104,569 | ||||||
Transportation (0.2%) | ||||||||
Avis Budget Car Rental LLC, Term Loan, 09/21/18(a)(b)(c)(f) | 7,405,000 | 7,355,609 | ||||||
Utilities (1.5%) | ||||||||
Aes Corp., 4.250%, 06/01/18(a)(b) | 29,392,300 | 28,699,523 | ||||||
Astoria Generating Co. Acquisitions LLC, 2nd Lien Term Loan C, 4.010%, 08/23/13(a)(b) | 24,890,000 | 19,289,750 | ||||||
Calpine Corp., Term Loan B2, 4.500%, 04/02/18(a)(b) | 1,910,213 | 1,794,282 | ||||||
49,783,555 | ||||||||
Total Bank Loans (Cost $3,191,010,362) | 3,063,038,002 | |||||||
Corporate Bonds (5.8%) | ||||||||
Auto Manufacturers (0.0%) | ||||||||
General Motors Liquidation Co., 7.200%, 01/15/49(g)(i) | 10,000,000 | 108,000 | ||||||
General Motors Liquidation Co., 8.375%, 07/15/49(g)(i) | 10,000,000 | 108,000 | ||||||
216,000 | ||||||||
Auto Parts & Equipment (0.0%) | ||||||||
Delphi Corp., 6.125%, 05/15/21, Callable 05/15/16 @ 103.06(a) | 225,000 | 209,250 | ||||||
Electric (1.3%) | ||||||||
General Cable Corp., 2.621%, 04/01/15, Callable 10/31/11 @ 100(b)(d) | 5,133,000 | 4,825,020 | ||||||
Glenn Pool Oil & Gas Trust, 6.000%, 08/02/21(b) | 39,146,691 | 38,363,757 | ||||||
43,188,777 | ||||||||
Healthcare — Products (0.0%) | ||||||||
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25 | 485,000 | 391,638 | ||||||
61
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Healthcare — Services (0.0%) | ||||||||
inVentiv Health, Inc., 10.000%, 08/15/18, Callable 08/15/14 @ 105(a)(e) | 160,000 | 140,800 | ||||||
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19(a) | 420,000 | 320,775 | ||||||
MedImpact Holdings, Inc., 10.500%, 02/01/18, Callable 02/01/15 @ 105.25(a)(e) | 1,315,000 | 1,226,237 | ||||||
1,687,812 | ||||||||
Insurance (0.1%) | ||||||||
MBIA, Inc., 5.700%, 12/01/34 | 8,285,000 | 4,897,446 | ||||||
Media (0.0%) | ||||||||
Block Communications, Inc., 8.250%, 12/15/15, Callable 11/18/11 @ 104.13(a) | 100,000 | 100,250 | ||||||
Oil & Gas (0.3%) | ||||||||
SandRidge Energy, Inc., 3.871%, 04/01/14, Callable 11/18/11 @ 101(b) | 1,000,000 | 968,163 | ||||||
Western Refining, Inc., 10.750%, 06/15/14, Callable 12/15/2011 @ 105(a)(b) | 7,200,000 | 7,542,000 | ||||||
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(a) | 885,000 | 955,800 | ||||||
9,465,963 | ||||||||
Packaging & Containers (0.0%) | ||||||||
Smurfit-Stone Container Corp., 8.000%, 03/15/17(g) | 570,000 | 11,400 | ||||||
Smurfit-Stone Container Corp., 8.250%, 10/01/12 | 1,800,000 | 36,000 | ||||||
47,400 | ||||||||
Pharmaceuticals (0.1%) | ||||||||
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(a) | 3,600,000 | 3,168,000 | ||||||
Pipelines (0.1%) | ||||||||
Atlas Pipeline Partners LP, 8.750%, 06/15/18, Callable 06/15/13 @ 104.38(d) | 3,855,000 | 3,932,100 | ||||||
Real Estate Investment Trusts (0.4%) | ||||||||
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38 | 12,075,000 | 12,014,625 | ||||||
Semiconductors (0.0%) | ||||||||
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81(a)(e) | 205,000 | 175,275 | ||||||
Telecommunication Services (3.4%) | ||||||||
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(a)(d) | 550,000 | 544,500 | ||||||
Cricket Communications, Inc., 7.750%, 05/15/16, Callable 05/15/12 @ 105.81(d) | 3,000,000 | 3,011,250 | ||||||
Global Crossing (UK) Finance PLC, 10.750%, 12/15/14, Callable 11/03/11 @ 103.58(d) | 2,075,000 | 2,095,750 | ||||||
Global Crossing Ltd., 9.000%, 11/15/19, Callable 11/15/14 @ 104.50(a) | 450,000 | 533,250 | ||||||
Global Crossing Ltd., 12.000%, 09/15/15, Callable 09/15/12 @ 106(d) | 2,375,000 | 2,692,656 | ||||||
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(a) | 280,000 | 247,800 | ||||||
Intelsat Bermuda Ltd., 11.250%, 02/04/17, Callable 02/15/13 @ 105.62(d) | 1,800,000 | 1,561,500 | ||||||
Intelsat Bermuda Ltd. PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(d) | 3,900,017 | 3,354,015 |
62
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Intelsat Jackson Holdings SA, 7.500%, 04/01/21, Callable 04/01/16 @ 103.75(a) | 1,250,000 | 1,162,500 | ||||||
Intelsat Luxembourg SA, PIK, 11.500%, 02/04/17, Callable 02/15/13 @ 105.75(a) | 21,745,000 | 18,700,700 | ||||||
iPCS, Inc., 2.379%, 05/01/13, Callable 11/18/11 @ 100(b)(d) | 10,318,000 | 9,389,380 | ||||||
Level 3 Financing, Inc., 4.202%, 02/15/15, Callable 11/18/11 @ 100(b) | 500,000 | 420,000 | ||||||
Level 3 Financing, Inc., 8.125%, 07/01/19, Callable 07/01/15 @ 104.06(a) | 4,065,000 | 3,592,444 | ||||||
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69(a) | 330,000 | 306,900 | ||||||
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105(d) | 3,440,000 | 3,302,400 | ||||||
Level 3 Financing, Inc., 11.875%, 02/01/19, Callable 02/01/15 @ 105.94(a) | 2,880,000 | 2,736,000 | ||||||
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44(d) | 1,000,000 | 1,050,000 | ||||||
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75(a) | 5,000,000 | 4,825,000 | ||||||
Sprint Capital Corp., 6.875%, 11/15/28 | 2,000,000 | 1,495,000 | ||||||
Sprint Capital Corp., 8.750%, 03/15/32(d) | 4,500,000 | 3,909,375 | ||||||
Trilogy International Partners LLC, 10.250%, 08/15/16, Callable 08/15/13 @ 105.13(a)(e) | 7,958,000 | 7,798,840 | ||||||
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(a) | 15,816,959 | 12,337,228 | ||||||
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(a) | 26,765,000 | 22,850,619 | ||||||
Wind Acquisition Finance SA, 11.750%, 07/15/17, Callable 07/15/13 @ 105.88(a) | 3,850,000 | 3,272,500 | ||||||
Windstream Holding of the Midwest, Inc., 6.750%, 04/01/28(d) | 4,750,000 | 4,612,297 | ||||||
115,801,904 | ||||||||
Transportation (0.1%) | ||||||||
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(a) | 2,000,000 | 1,700,000 | ||||||
Total Corporate Bonds (Cost $215,438,419) | 196,996,440 | |||||||
Preferred Stocks (0.1%) | ||||||||
Diversified Financial Services (0.1%) | ||||||||
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25 | 13,520 | 339,352 | ||||||
GMAC Capital Trust I, Ser 2, 8.125%, 02/15/40, Callable 02/15/16 @ 25 | 186,000 | 3,394,500 | ||||||
3,733,852 | ||||||||
Total Preferred Stocks (Cost $4,988,000) | 3,733,852 | |||||||
Convertible Preferred Stock (0.1%) | ||||||||
Auto Manufacturers (0.1%) | ||||||||
General Motors Co., Ser B, 4.750%, 12/01/13 | 57,000 | 1,999,560 | ||||||
Total Convertible Preferred Stock (Cost $2,820,930) | 1,999,560 | |||||||
Common Stock (0.0%)(j) | ||||||||
Auto Manufacturers (0.0%)(j) | ||||||||
General Motors Co.* | 79,985 | 1,614,097 | ||||||
Total Common Stock (Cost $3,231,120) | 1,614,097 | |||||||
63
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Warrants (0.0%)(j) | ||||||||
Auto Manufacturers (0.0%)(j) | ||||||||
General Motors Co. Expires at 07/10/16 at 10.00 USD* | 72,714 | 846,391 | ||||||
General Motors Co. Expires at 07/10/19 at 18.33 USD* | 72,714 | 576,622 | ||||||
1,423,013 | ||||||||
Total Warrants (Cost $3,665,313) | 1,423,013 | |||||||
Money Market Fund (5.4%) | ||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(k) | 184,209,162 | 184,209,162 | ||||||
Total Money Market Fund (Cost $184,209,162) | 184,209,162 | |||||||
Total Investments (Cost $3,605,363,306) — 101.6% | 3,453,014,126 | |||||||
Liabilities in excess of other assets — (1.6)% | (56,027,912 | ) | ||||||
Net Assets — 100.0% | $ | 3,396,986,214 | ||||||
* | Non-income producing security. |
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 82.2% of net assets as of September 30, 2011. | |
(b) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. |
(c) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(d) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. | |
(e) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. | |
(f) | The security has not settled as of September 30, 2011 and thus does not have a rate in effect. The security does not have a stated settlement date and will receive a rate upon settling with the custodian. | |
(g) | Security is in default. | |
(h) | Bankrupt Issuer. |
(i) | Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of September 30, 2011. | |
(j) | Represents less than 0.05% of Net Assets. |
(k) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
PIK | — Payment in-kind |
Unrealized | ||||||||
Unfunded | Appreciation | |||||||
Borrower | Commitments($) | (Depreciation)($) | ||||||
Brand Energy & Infrastructure Services, Inc. | 7,500,000 | (819,931 | ) |
64
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Bank Loans (0.2%) | ||||||||
Telecommunication Services (0.2%) | ||||||||
Intelsat Jackson Holdings SA, Tranche B Term Loan, 5.250%, 04/02/18(a)(b) | 2,992,500 | 2,850,356 | ||||||
Level 3 Financing, Inc., Term Loan, 11.500%, 03/13/14(a)(b) | 1,000,000 | 1,040,000 | ||||||
3,890,356 | ||||||||
Total Bank Loans (Cost $3,973,634) | 3,890,356 | |||||||
Corporate Bonds (89.2%) | ||||||||
Advertising (0.6%) | ||||||||
Affinion Group, Inc., 7.875%, 12/15/18, Callable 12/15/14 @ 103.94 | 6,305,000 | 4,854,850 | ||||||
Checkout Holding Corp., 0.000%, 11/15/15, Callable 11/17/11 @ 65.82(a)(c) | 5,850,000 | 3,188,250 | ||||||
Lamar Media Corp., 7.875%, 04/15/18, Callable 04/15/14 @ 103.94 | 2,175,000 | 2,175,000 | ||||||
10,218,100 | ||||||||
Aerospace/Defense (1.3%) | ||||||||
BE Aerospace, Inc., 6.875%, 10/01/20, Callable 10/01/15 @ 103.44 | 2,210,000 | 2,303,925 | ||||||
Ducommun, Inc., 9.750%, 07/15/18, Callable 07/15/15 @ 104.88(a) | 2,255,000 | 2,255,000 | ||||||
Kratos Defense & Security Solutions, Inc., 10.000%, 06/01/17, Callable 06/01/14 @ 105 | 7,430,000 | 7,392,850 | ||||||
Spirit AeroSystems, Inc., 6.750%, 12/15/20, Callable 12/15/15 @ 103.38 | 4,830,000 | 4,817,925 | ||||||
Spirit AeroSystems, Inc., 7.500%, 10/01/17, Callable 10/01/13 @ 103.75 | 1,075,000 | 1,112,625 | ||||||
Triumph Group, Inc., 8.000%, 11/15/17, Callable 11/15/13 @ 104 | 2,770,000 | 2,887,725 | ||||||
Triumph Group, Inc., 8.625%, 07/15/18, Callable 07/15/14 @ 104.31 | 1,455,000 | 1,549,575 | ||||||
22,319,625 | ||||||||
Airlines (0.9%) | ||||||||
American Airlines, Inc., 7.500%, 03/15/16, Callable 03/15/13 @ 105.62(a)(d) | 11,320,000 | 9,508,800 | ||||||
Delta Air Lines, Inc., 12.250%, 03/15/15, Callable 03/15/12 @ 108.81(a)(d) | 3,610,000 | 3,835,625 | ||||||
Delta Air Lines, Inc., Ser 2007-1, Cl C, 8.954%, 08/10/14 | 1,536,392 | 1,513,346 | ||||||
14,857,771 | ||||||||
Auto Manufacturers (0.8%) | ||||||||
Chrysler Group LLC, 8.000%, 06/15/19, Callable 06/15/15 @ 104(a)(d) | 3,250,000 | 2,535,000 | ||||||
Chrysler Group LLC, 8.250%, 06/15/21, Callable 06/15/16 @ 104.13(a) | 5,350,000 | 4,119,500 | ||||||
Ford Motor Co., 7.450%, 07/16/31(d) | 6,000,000 | 6,773,280 | ||||||
13,427,780 | ||||||||
Auto Parts & Equipment (1.9%) | ||||||||
Accuride Corp., 9.500%, 08/01/18, Callable 08/01/14 @ 104.75 | 2,785,000 | 2,562,200 | ||||||
AFFINIA Group, Inc., 10.750%, 08/15/16, Callable 08/15/12 @ 108.06(a) | 1,854,000 | 1,891,080 |
65
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Auto Parts & Equipment—continued | ||||||||
Cooper-Standard Automotive, Inc., 8.500%, 05/01/18, Callable 05/01/14 @ 104.25 | 4,990,000 | 5,089,800 | ||||||
Delphi Corp., 5.875%, 05/15/19, Callable 05/15/14 @ 104.41(a) | 3,000,000 | 2,790,000 | ||||||
Exide Technologies, 8.625%, 02/01/18, Callable 02/01/15 @ 104.31 | 5,510,000 | 5,124,300 | ||||||
Lear Corp., 7.875%, 03/15/18, Callable 03/15/14 @ 103.94 | 1,280,000 | 1,318,400 | ||||||
Lear Corp., 8.125%, 03/15/20, Callable 03/15/15 @ 104.06 | 1,280,000 | 1,344,000 | ||||||
Tower Automotive Holdings USA LLC / TA Holdings Finance, Inc., 10.625%, 09/01/17, Callable 09/01/14 @ 105.31(a) | 2,272,000 | 2,249,280 | ||||||
TRW Automotive, Inc., 8.875%, 12/01/17, Callable 12/01/13 @ 104.44(a) | 2,790,000 | 2,971,350 | ||||||
Visteon Corp., 6.750%, 04/15/19, Callable 04/15/14 @ 105.06(a) | 7,625,000 | 6,862,500 | ||||||
32,202,910 | ||||||||
Banks (6.4%) | ||||||||
Ally Financial, Inc., 7.500%, 09/15/20 | 17,011,000 | 15,394,955 | ||||||
Ally Financial, Inc., 8.000%, 11/01/31 | 22,120,000 | 19,410,300 | ||||||
Ally Financial, Inc., 8.300%, 02/12/15 | 4,202,000 | 4,154,728 | ||||||
CIT Group, Inc., 7.000%, 05/01/15, Callable 11/17/11 @ 102(d) | 8,350,000 | 8,287,375 | ||||||
CIT Group, Inc., 7.000%, 05/01/16, Callable 11/17/11 @ 102 | 15,610,000 | 15,141,700 | ||||||
CIT Group, Inc., 7.000%, 05/01/17, Callable 11/17/11 @ 102(d) | 23,905,000 | 23,187,850 | ||||||
Provident Funding Associates LP/PFG Finance Corp., 10.125%, 02/15/19, Callable 02/15/15 @ 105.06(a) | 2,685,000 | 2,322,525 | ||||||
Provident Funding Association LP, 10.250%, 04/15/17, Callable 04/15/14 @ 105.13(a) | 3,455,000 | 3,368,625 | ||||||
Regions Bank, 6.450%, 06/26/37 | 2,825,000 | 2,373,000 | ||||||
Regions Bank, 7.500%, 05/15/18 | 2,050,000 | 2,026,937 | ||||||
Regions Financial Corp., 5.750%, 06/15/15 | 6,026,000 | 5,784,960 | ||||||
Regions Financial Corp., 7.750%, 11/10/14 | 4,745,000 | 4,733,137 | ||||||
106,186,092 | ||||||||
Beverages (0.1%) | ||||||||
Cott Beverages, Inc., 8.125%, 09/01/18, Callable 09/01/14 @ 104.06 | 1,500,000 | 1,530,000 | ||||||
Building Materials (1.4%) | ||||||||
Associated Materials LLC, 9.125%, 11/01/17, Callable 11/01/13 @ 106.84(d) | 2,335,000 | 1,891,350 | ||||||
Building Materials Corp. of America, 6.750%, 05/01/21, Callable 05/01/16 @ 103.38(a) | 2,590,000 | 2,460,500 | ||||||
Texas Industries, Inc., 9.250%, 08/15/20, Callable 08/15/15 @ 104.63 | 2,020,000 | 1,570,550 | ||||||
USG Corp., 8.375%, 10/15/18, Callable 10/15/14 @ 104.19(a) | 11,650,000 | 9,727,750 | ||||||
USG Corp., 9.750%, 08/01/14(a) | 5,845,000 | 5,552,750 | ||||||
USG Corp., 9.750%, 01/15/18 | 1,715,000 | 1,378,431 | ||||||
22,581,331 | ||||||||
66
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Chemicals (1.9%) | ||||||||
Georgia Gulf Corp., 9.000%, 01/15/17, Callable 01/15/14 @ 104.50(a) | 4,210,000 | 4,252,100 | ||||||
Huntsman International LLC, 5.500%, 06/30/16, Callable 11/17/11 @ 100 | 2,505,000 | 2,335,913 | ||||||
Huntsman International LLC, 8.625%, 03/15/21, Callable 09/15/15 @ 104.31(d) | 1,055,000 | 1,010,163 | ||||||
INEOS Finance PLC, 9.000%, 05/15/15, Callable 05/15/13 @ 104.50(a) | 1,775,000 | 1,686,250 | ||||||
Kinove German Bondco GmbH, 9.625%, 06/15/18, Callable 06/15/14 @ 107.22(a) | 3,450,000 | 3,122,250 | ||||||
Nova Chemicals Corp., 8.625%, 11/01/19, Callable 11/01/14 @ 104.31 | 2,845,000 | 3,079,712 | ||||||
Oxea Finance & Cy SCA, 9.500%, 07/15/17, Callable 07/15/13 @ 107.12(a) | 2,664,000 | 2,590,740 | ||||||
Rain CII Carbon LLC, 8.000%, 12/01/18, Callable 12/01/14 @ 104(a) | 4,610,000 | 4,610,000 | ||||||
Solutia, Inc., 7.875%, 03/15/20, Callable 03/15/15 @ 103.94(d) | 3,025,000 | 3,183,812 | ||||||
TPC Group LLC, 8.250%, 10/01/17, Callable 10/01/13 @ 106.19(a) | 2,000,000 | 1,960,000 | ||||||
Vertellus Specialties, Inc., 9.375%, 10/01/15, Callable 04/01/13 @ 104.69(a)(c)(d) | 3,265,000 | 2,856,875 | ||||||
30,687,815 | ||||||||
Coal (0.4%) | ||||||||
Arch Coal, Inc., 7.000%, 06/15/19, Callable 06/15/15 @ 103.50(a) | 2,055,000 | 1,952,250 | ||||||
Arch Coal, Inc., 7.250%, 06/15/21, Callable 06/15/16 @ 103.63(a) | 2,905,000 | 2,796,063 | ||||||
Penn Virginia Resource Partners LP, 8.250%, 04/15/18, Callable 04/15/14 @ 104.13 | 2,635,000 | 2,503,250 | ||||||
7,251,563 | ||||||||
Commercial Services (2.1%) | ||||||||
Avis Budget Car Rental LLC, 9.625%, 03/15/18, Callable 03/15/14 @ 104.81 | 3,855,000 | 3,816,450 | ||||||
Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 8.250%, 01/15/19, Callable 10/15/14 @ 104.13 | 4,945,000 | 4,524,675 | ||||||
Cenveo Corp., 8.875%, 02/01/18, Callable 02/01/14 @ 104.44(d) | 3,095,000 | 2,437,313 | ||||||
Hertz Corp., 7.500%, 10/15/18, Callable 10/15/14 @ 103.75(a) | 2,580,000 | 2,463,900 | ||||||
Hertz Corp., 8.875%, 01/01/14, Callable 11/17/11 @ 102.22(d) | 295,000 | 295,000 | ||||||
Iron Mountain, Inc., 7.750%, 10/01/19, Callable 10/01/15 @ 103.88 | 4,135,000 | 4,103,987 | ||||||
Live Nation Entertainment, Inc., 8.125%, 05/15/18, Callable 05/15/14 @ 104.06(a) | 3,235,000 | 3,105,600 | ||||||
National Money Mart Co., 10.375%, 12/15/16, Callable 12/15/13 @ 105.19 | 2,975,000 | 3,049,375 | ||||||
PHH Corp., 9.250%, 03/01/16 | 2,455,000 | 2,522,512 |
67
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Commercial Services—continued | ||||||||
Speedy Cash, Inc., 10.750%, 05/15/18, Callable 05/15/15 @ 105.38(a) | 1,920,000 | 1,934,400 | ||||||
United Rentals NA, Inc., 9.250%, 12/15/19, Callable 12/15/14 @ 104.63(e) | 5,616,000 | 5,826,600 | ||||||
34,079,812 | ||||||||
Computers (0.6%) | ||||||||
Seagate HDD Cayman, 6.875%, 05/01/20, Callable 05/01/15 @ 103.44 | 1,610,000 | 1,481,200 | ||||||
Seagate HDD Cayman, 7.000%, 11/01/21, Callable 05/01/16 @ 103.50(a) | 3,845,000 | 3,537,400 | ||||||
Seagate HDD Cayman, 7.750%, 12/15/18, Callable 12/15/14 @ 103.88(a) | 4,500,000 | 4,410,000 | ||||||
Seagate Technology International Co. Ltd., 10.000%, 05/01/14, Callable 05/01/13 @ 105(a) | 532,000 | 595,840 | ||||||
�� | ||||||||
10,024,440 | ||||||||
Cosmetics/Personal Care (0.4%) | ||||||||
Revlon Consumer Products Corp., 9.750%, 11/15/15, Callable 11/15/12 @ 104.88 | 6,795,000 | 7,117,763 | ||||||
Diversified Financial Services (4.4%) | ||||||||
American General Finance Corp., Ser H, 5.375%, 10/01/12 | 2,613,000 | 2,403,960 | ||||||
American General Finance Corp., Ser H, 5.750%, 09/15/16 | 2,575,000 | 1,879,750 | ||||||
American General Finance Corp., Ser I, 5.400%, 12/01/15 | 1,640,000 | 1,197,200 | ||||||
Bank of America Corp., 8.000%, 01/30/18(b)(d)(f) | 4,445,000 | 3,778,917 | ||||||
CEMEX Finance LLC, 9.500%, 12/14/16, Callable 12/14/13 @ 104.75(a)(d) | 3,800,000 | 2,755,000 | ||||||
Citigroup Capital XXI, 8.300%, 12/21/57, Callable 12/21/37 @ 100(b) | 1,460,000 | 1,430,800 | ||||||
Community Choice Financial, Inc., 10.750%, 05/01/19, Callable 05/01/15 @ 105.38(a) | 3,970,000 | 3,850,900 | ||||||
E*Trade Financial Corp., 6.750%, 06/01/16 | 2,075,000 | 2,069,812 | ||||||
Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 1,800,000 | 2,042,014 | ||||||
General Motors Financial Co., Inc., 6.750%, 06/01/18(a) | 5,290,000 | 5,184,200 | ||||||
ILFC E-Capital Trust I, 4.770%, 12/21/65, Callable 11/17/11 @ 100(a)(b) | 12,420,000 | 8,634,384 | ||||||
ILFC E-Capital Trust II, 6.250%, 12/21/65, Callable 12/21/15 @ 100(a)(b) | 2,490,000 | 1,842,600 | ||||||
International Lease Finance Corp., 6.250%, 05/15/19 | 6,365,000 | 5,532,407 | ||||||
International Lease Finance Corp., 8.250%, 12/15/20(d) | 2,380,000 | 2,332,400 | ||||||
International Lease Finance Corp., 8.625%, 09/15/15 | 2,230,000 | 2,213,275 | ||||||
International Lease Finance Corp., 8.750%, 03/15/17(d) | 4,325,000 | 4,346,625 | ||||||
International Lease Finance Corp., 5.650%, 06/01/14, MTN | 1,320,000 | 1,224,300 |
68
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Diversified Financial Services—continued | ||||||||
Northern Tier Energy LLC / Northern Tier Finance Corp., 10.500%, 12/01/17, Callable 12/01/13 @ 107.88(a) | 5,020,000 | 5,220,800 | ||||||
Springleaf Finance Corp., 6.900%, 12/15/17 | 12,975,000 | 9,342,000 | ||||||
SquareTwo Financial Corp., 11.625%, 04/01/17, Callable 04/01/14 @ 105.80 | 1,270,000 | 1,206,500 | ||||||
SunGard Data Systems, Inc., 7.375%, 11/15/18, Callable 11/15/13 @ 105.53 | 2,375,000 | 2,208,750 | ||||||
SunGard Data Systems, Inc., 7.625%, 11/15/20, Callable 11/15/15 @ 103.81 | 1,750,000 | 1,627,500 | ||||||
72,324,094 | ||||||||
Electric (8.0%) | ||||||||
AES Corp. (The), 7.750%, 10/15/15 | 485,000 | 492,275 | ||||||
AES Corp. (The), 8.000%, 10/15/17 | 4,225,000 | 4,246,125 | ||||||
AES Corp. (The), 9.750%, 04/15/16 | 2,750,000 | 2,956,250 | ||||||
AES Ironwood LLC, 8.857%, 11/30/25 | 3,227,160 | 3,299,772 | ||||||
Calpine Corp., 7.500%, 02/15/21, Callable 11/01/15 @ 103.75(a) | 2,100,000 | 2,005,500 | ||||||
Calpine Corp., 7.875%, 01/15/23, Callable 01/15/17 @ 103.94(a) | 5,855,000 | 5,650,075 | ||||||
Edison Mission Energy, 7.000%, 05/15/17 | 2,740,000 | 1,630,300 | ||||||
Edison Mission Energy, 7.200%, 05/15/19 | 8,710,000 | 4,964,700 | ||||||
Edison Mission Energy, 7.500%, 06/15/13(d) | 6,087,000 | 5,660,910 | ||||||
Edison Mission Energy, 7.750%, 06/15/16(d) | 1,045,000 | 700,150 | ||||||
Elwood Energy LLC, 8.159%, 07/05/26 | 2,298,528 | 2,252,557 | ||||||
Energy Future Holdings Corp., 10.000%, 01/15/20, Callable 01/15/15 @ 105 | 3,000,000 | 2,910,000 | ||||||
GenOn Energy, Inc., 9.500%, 10/15/18(d) | 5,315,000 | 4,996,100 | ||||||
GenOn Energy, Inc., 9.875%, 10/15/20, Callable 10/15/15 @ 104.94(d) | 13,200,000 | 12,342,000 | ||||||
Midwest Generation LLC, Ser B, 8.560%, 01/02/16 | 5,564,190 | 5,480,727 | ||||||
NRG Energy, Inc., 7.625%, 01/15/18(a) | 2,135,000 | 1,985,550 | ||||||
NRG Energy, Inc., 7.625%, 05/15/19, Callable 05/15/14 @ 103.81(a) | 12,240,000 | 11,138,400 | ||||||
NRG Energy, Inc., 7.875%, 05/15/21, Callable 05/15/16 @ 103.94(a) | 28,910,000 | 26,452,650 | ||||||
NRG Energy, Inc., 8.250%, 09/01/20, Callable 09/01/15 @ 104.13 | 2,000,000 | 1,890,000 | ||||||
NRG Energy, Inc., 8.500%, 06/15/19, Callable 06/15/14 @ 104.25 | 2,935,000 | 2,832,275 | ||||||
Texas Competitive Electric Holdings Co. LLC, 11.500%, 10/01/20, Callable 04/01/16 @ 105.75(a)(d) | 35,835,000 | 28,668,000 | ||||||
132,554,316 | ||||||||
Electronics (0.4%) | ||||||||
Jabil Circuit, Inc., 8.250%, 03/15/18 | 3,460,000 | 3,918,450 | ||||||
Viasystems Group, Inc., 12.000%, 01/15/15, Callable 07/15/12 @ 106(a) | 1,410,000 | 1,508,700 | ||||||
5,427,150 | ||||||||
69
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Energy-Alternate Sources (0.6%) | ||||||||
Covanta Holding Corp., 7.250%, 12/01/20, Callable 12/01/15 @ 103.63 | 4,610,000 | 4,601,144 | ||||||
First Wind Capital LLC, 10.250%, 06/01/18, Callable 06/01/14 @ 107.69(a) | 5,075,000 | 4,821,250 | ||||||
9,422,394 | ||||||||
Engineering & Construction (0.5%) | ||||||||
Abengoa Finance SAU, 8.875%, 11/01/17(a) | 2,575,000 | 2,356,125 | ||||||
Aguila 3 S.A., 7.875%, 01/31/18, Callable 01/31/14 @ 105.91(a) | 2,900,000 | 2,639,000 | ||||||
Dycom Investments, Inc., 7.125%, 01/15/21, Callable 01/15/16 @ 103.56 | 2,570,000 | 2,480,050 | ||||||
7,475,175 | ||||||||
Entertainment (2.4%) | ||||||||
Cinemark USA, Inc., 7.375%, 06/15/21, Callable 06/15/16 @ 103.69(d) | 1,590,000 | 1,502,550 | ||||||
Cinemark USA, Inc., 8.625%, 06/15/19, Callable 06/15/14 @ 104.31 | 610,000 | 628,300 | ||||||
Diamond Resorts Corp., 12.000%, 08/15/18, Callable 08/15/14 @ 106 | 9,745,000 | 9,135,937 | ||||||
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19, Callable 07/01/15 @ 105.25(a) | 8,365,000 | 7,884,012 | ||||||
FireKeepers Development Authority, 13.875%, 05/01/15, Callable 05/01/12 @ 110.50(a) | 5,450,000 | 6,158,500 | ||||||
Marina District Finance Co., Inc., 9.500%, 10/15/15, Callable 10/15/13 @ 104.75(d) | 650,000 | 586,625 | ||||||
Marina District Finance Co., Inc., 9.875%, 08/15/18, Callable 08/15/14 @ 104.94(d) | 2,480,000 | 2,070,800 | ||||||
Pinnacle Entertainment, Inc., 8.750%, 05/15/20, Callable 05/15/15 @ 104.38(d) | 3,780,000 | 3,524,850 | ||||||
Regal Entertainment Group, 9.125%, 08/15/18, Callable 08/15/14 @ 104.56 | 4,090,000 | 4,049,100 | ||||||
Speedway Motorsports, Inc., 8.750%, 06/01/16, Callable 06/01/13 @ 104.38 | 2,395,000 | 2,496,788 | ||||||
38,037,462 | ||||||||
Environmental Control (0.3%) | ||||||||
Darling International, Inc., 8.500%, 12/15/18, Callable 12/15/14 @ 104.25 | 2,330,000 | 2,510,575 | ||||||
EnergySolutions, Inc., 10.750%, 08/15/18, Callable 08/15/14 @ 105.38 | 2,060,000 | 2,060,000 | ||||||
4,570,575 | ||||||||
Food (0.6%) | ||||||||
JBS USA Finance, Inc., 7.250%, 06/01/21, Callable 06/01/15 @ 105.44(a) | 6,765,000 | 5,581,125 | ||||||
Stater Brothers Holdings, Inc., 7.750%, 04/15/15, Callable 11/17/11 @ 103.88 | 4,790,000 | 4,885,800 | ||||||
10,466,925 | ||||||||
70
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Forest Products&Paper (0.3%) | ||||||||
Longview Fibre Paper & Packaging, Inc., 8.000%, 06/01/16, Callable 06/01/13 @ 104(a) | 3,575,000 | 3,467,750 | ||||||
Verso Paper Holdings LLC / Verso Paper, Inc., 8.750%, 02/01/19, Callable 02/01/15 @ 104.38(d) | 1,375,000 | 948,750 | ||||||
4,416,500 | ||||||||
Gas (0.2%) | ||||||||
Sabine Pass LNG LP, 7.500%, 11/30/16 | 2,785,000 | 2,576,125 | ||||||
Hand/Machine Tools (0.2%) | ||||||||
Thermadyne Holdings Corp., 9.000%, 12/15/17, Callable 12/15/13 @ 106.75 | 3,080,000 | 3,018,400 | ||||||
Healthcare — Products (1.1%) | ||||||||
Accellent, Inc., 8.375%, 02/01/17, Callable 02/01/13 @ 106.28 | 1,720,000 | 1,638,300 | ||||||
Biomet, Inc., 10.000%, 10/15/17, Callable 10/15/12 @ 105 | 3,935,000 | 4,053,050 | ||||||
Rotech Healthcare, Inc., 10.500%, 03/15/18, Callable 03/15/15 @ 105.25(d) | 2,090,000 | 1,687,675 | ||||||
Rotech Healthcare, Inc., 10.750%, 10/15/15, Callable 04/15/13 @ 105.38 | 2,465,000 | 2,477,325 | ||||||
Universal Hospital Services, Inc., PIK, 8.500%, 06/01/15, Callable 10/03/11 @ 104.25 | 8,615,000 | 8,388,856 | ||||||
18,245,206 | ||||||||
Healthcare — Services (3.9%) | ||||||||
American Renal Holdings Co., Inc., 8.375%, 05/15/18, Callable 05/15/13 @ 104.19 | 1,715,000 | 1,723,575 | ||||||
Apria Healthcare Group, Inc., 11.250%, 11/01/14, Callable 11/01/11 @ 105.62 | 5,925,000 | 5,688,000 | ||||||
Community Health Systems, Inc., 8.875%, 07/15/15, Callable 11/17/11 @ 104.44 | 17,120,000 | 16,820,400 | ||||||
GCB US Oncology, Inc. Escrow, 0.000%, 08/15/17(d) | 3,420,000 | 25,650 | ||||||
Gentiva Health Services, Inc., 11.500%, 09/01/18, Callable 09/01/14 @ 105.75 | 1,515,000 | 1,204,425 | ||||||
HCA, Inc., 7.500%, 02/15/22 | 32,400,000 | 29,889,000 | ||||||
Kindred Healthcare, Inc., 8.250%, 06/01/19, Callable 06/01/14 @ 106.19(a) | 5,880,000 | 4,490,850 | ||||||
Vanguard Health Holding Co. II LLC / Vanguard Holding Co. II, Inc., 7.750%, 02/01/19, Callable 02/01/14 @ 105.81 | 6,135,000 | 5,467,819 | ||||||
65,309,719 | ||||||||
Home Builders (0.4%) | ||||||||
KB Home, 9.100%, 09/15/17 | 3,180,000 | 2,703,000 | ||||||
Standard Pacific Corp., 8.375%, 05/15/18 | 3,705,000 | 3,149,250 | ||||||
5,852,250 | ||||||||
71
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Household Products/Wares (0.9%) | ||||||||
ACCO Brands Corp., 10.625%, 03/15/15, Callable 09/15/12 @ 105.31 | 1,555,000 | 1,671,625 | ||||||
Jarden Corp., 7.500%, 01/15/20, Callable 01/15/15 @ 103.75 | 4,450,000 | 4,500,063 | ||||||
Reynolds Group Holdings, 6.875%, 02/15/21, Callable 02/15/16 @ 103.44(a) | 4,575,000 | 4,117,500 | ||||||
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Luxembourg I SA, 7.875%, 08/15/19, Callable 08/15/15 @ 103.94(a) | 4,775,000 | 4,607,875 | ||||||
14,897,063 | ||||||||
Insurance (3.4%) | ||||||||
American General Institutional Capital, Ser B, 8.125%, 03/15/46(a) | 2,750,000 | 2,543,750 | ||||||
American International Group, Inc., 8.175%, 05/15/68, Callable 05/15/38 @ 100(b) | 15,475,000 | 13,656,687 | ||||||
Fairfax Financial Holdings Ltd., 7.375%, 04/15/18 | 274,000 | 296,721 | ||||||
Genworth Financial, Inc., 6.150%, 11/15/66, Callable 11/15/16 @ 100(b) | 9,575,000 | 4,787,500 | ||||||
Genworth Financial, Inc., 7.625%, 09/24/21 | 745,000 | 642,060 | ||||||
Hartford Financial Services Group, Inc., 8.125%, 06/15/38, Callable 06/15/18 @ 100(b)(d) | 5,177,000 | 4,866,380 | ||||||
ING Capital Funding Trust III, Ser 9, 3.846%, 12/31/11(b)(f) | 4,815,000 | 3,601,124 | ||||||
ING Groep NV, 5.775%, 12/08/15(b)(f) | 4,830,000 | 3,537,975 | ||||||
Liberty Mutual Group, Inc., 7.000%, 03/15/37, Callable 03/15/17 @ 100(a)(b) | 2,730,000 | 2,306,850 | ||||||
Liberty Mutual Group, Inc., 7.800%, 03/15/37(a) | 2,900,000 | 2,537,500 | ||||||
Liberty Mutual Group, Inc., 10.750%, 06/15/58, Callable 06/15/38 @ 100(a)(b) | 2,740,000 | 3,260,600 | ||||||
Lincoln National Corp., 6.050%, 04/20/67, Callable 04/20/17 @ 100(b) | 2,155,000 | 1,745,550 | ||||||
Lincoln National Corp., 7.000%, 05/17/66, Callable 05/17/16 @ 100(b) | 1,220,000 | 1,049,200 | ||||||
MBIA, Inc., 5.700%, 12/01/34 | 12,040,000 | 7,117,109 | ||||||
White Mountains Re Group Ltd., 7.506%, 06/30/17(a)(b)(f) | 5,190,000 | 4,762,707 | ||||||
56,711,713 | ||||||||
Internet (0.8%) | ||||||||
Equinix, Inc., 7.000%, 07/15/21, Callable 07/15/16 @ 103.50 | 5,535,000 | 5,514,244 | ||||||
UPC Holding BV, 9.875%, 04/15/18, Callable 04/15/14 @ 104.94(a) | 3,600,000 | 3,600,000 | ||||||
Zayo Group LLC, 10.250%, 03/15/17, Callable 03/15/13 @ 105.13 | 3,720,000 | 3,878,100 | ||||||
12,992,344 | ||||||||
Investment Companies (0.5%) | ||||||||
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62 | 7,185,000 | 7,400,550 |
72
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Investment Companies—continued | ||||||||
Offshore Group Investments Ltd., 11.500%, 08/01/15, Callable 02/01/13 @ 108.62(a) | 1,440,000 | 1,483,200 | ||||||
8,883,750 | ||||||||
Iron/Steel (0.7%) | ||||||||
APERAM, 7.375%, 04/01/16, Callable 10/01/13 @ 103.69(a) | 2,700,000 | 2,376,000 | ||||||
APERAM, 7.750%, 04/01/18, Callable 04/01/15 @ 103.88(a) | 2,550,000 | 2,218,500 | ||||||
JMC Steel Group, 8.250%, 03/15/18, Callable 03/15/14 @ 106.19(a) | 7,445,000 | 6,998,300 | ||||||
11,592,800 | ||||||||
Leisure Time (0.4%) | ||||||||
ClubCorp Club Operations, Inc., 10.000%, 12/01/18, Callable 12/01/14 @ 105 | 7,085,000 | 6,270,225 | ||||||
Lodging (0.4%) | ||||||||
Harrahs Operating, Inc., 11.250%, 06/01/17, Callable 06/01/13 @ 105.62 | 2,320,000 | 2,340,300 | ||||||
MCE Finance Ltd., 10.250%, 05/15/18, Callable 05/15/14 @ 105.13 | 1,910,000 | 2,024,600 | ||||||
Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp., 8.625%, 04/15/16, Callable 10/15/13 @ 104.31(a) | 1,610,000 | 1,585,850 | ||||||
5,950,750 | ||||||||
Machinery-Diversified (0.5%) | ||||||||
Manitowoc Co., Inc. (The), 8.500%, 11/01/20, Callable 11/01/15 @ 104.25 | 4,305,000 | 3,896,025 | ||||||
Terex Corp., 8.000%, 11/15/17, Callable 11/15/12 @ 104(d) | 220,000 | 194,700 | ||||||
Terex Corp., 10.875%, 06/01/16, Callable 06/01/13 @ 105.44 | 4,364,000 | 4,625,840 | ||||||
8,716,565 | ||||||||
Media (4.4%) | ||||||||
Allbritton Communications Co., 8.000%, 05/15/18, Callable 05/15/14 @ 104 | 2,240,000 | 2,105,600 | ||||||
Block Communications, Inc., 8.250%, 12/15/15, Callable 11/18/11 @ 104.13(a) | 3,050,000 | 3,057,625 | ||||||
Cablevision Systems Corp., 7.750%, 04/15/18 | 1,180,000 | 1,191,800 | ||||||
CCO Holdings LLC, 7.250%, 10/30/17, Callable 10/30/13 @ 105.44 | 5,000,000 | 5,000,000 | ||||||
CCO Holdings LLC / Cap Corp., 6.500%, 04/30/21, Callable 04/30/15 @ 104.88 | 10,520,000 | 9,941,400 | ||||||
CCO Holdings LLC / Cap Corp., 7.875%, 04/30/18, Callable 04/30/13 @ 105.91 | 2,690,000 | 2,737,075 | ||||||
CCO Holdings LLC / Cap Corp., 8.125%, 04/30/20, Callable 04/30/15 @ 104.06 | 2,190,000 | 2,277,600 | ||||||
CCO Holdings LLC / CCO Holdings Capital Corp., 7.000%, 01/15/19, Callable 01/15/14 @ 105.25(a) | 4,985,000 | 4,822,987 | ||||||
Clear Channel Worldwide Holdings, Inc., Ser B, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94 | 395,000 | 403,888 |
73
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Media—continued | ||||||||
Clear Channel Worldwide Holdings, Inc., Series REGS, 9.250%, 12/15/17, Callable 12/15/12 @ 106.94 | 2,200,000 | 2,233,000 | ||||||
DISH DBS Corp., 7.875%, 09/01/19 | 3,575,000 | 3,646,500 | ||||||
Echostar DBS Corp., 7.125%, 02/01/16 | 3,800,000 | 3,847,500 | ||||||
Echostar DBS Corp., 7.750%, 05/31/15 | 3,430,000 | 3,515,750 | ||||||
Entravision Communications Corp., 8.750%, 08/01/17, Callable 08/01/13 @ 106.56(d) | 2,360,000 | 2,212,500 | ||||||
Insight Communications, Inc., 9.375%, 07/15/18, Callable 07/15/13 @ 107.03(a) | 3,850,000 | 4,312,000 | ||||||
Mediacom LLC/Capital Corp., 9.125%, 08/15/19, Callable 08/15/14 @ 104.56 | 1,145,000 | 1,139,275 | ||||||
Nexstar Broadcasting, Inc. / Mission Broadcasting, Inc., 8.875%, 04/15/17, Callable 04/15/14 @ 104.44 | 1,975,000 | 1,950,312 | ||||||
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 11/17/11 @ 103.88 | 3,095,000 | 3,095,000 | ||||||
Quebecor Media, Inc., 7.750%, 03/15/16, Callable 11/17/11 @ 103.88 | 705,000 | 703,238 | ||||||
Salem Communications Corp., 9.625%, 12/15/16, Callable 12/15/13 @ 104.81 | 2,719,000 | 2,719,000 | ||||||
Sinclair Television Group, Inc., 9.250%, 11/01/17, Callable 11/01/13 @ 104.63(a) | 2,690,000 | 2,824,500 | ||||||
Sirius XM Radio, Inc., 7.625%, 11/01/18, Callable 11/01/14 @ 103.81(a) | 2,910,000 | 2,939,100 | ||||||
Sirius XM Radio, Inc., 9.750%, 09/01/15, Callable 09/01/12 @ 104.88(a) | 3,130,000 | 3,388,225 | ||||||
Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 8.125%, 12/01/17, Callable 12/01/12 @ 108.12(a) | 1,900,000 | 1,900,000 | ||||||
Univision Communications, Inc., 7.875%, 11/01/20, Callable 11/01/15 @ 103.94(a) | 1,650,000 | 1,546,875 | ||||||
73,510,750 | ||||||||
Metal Fabricate/Hardware (0.1%) | ||||||||
Mueller Water Products, Inc., 8.750%, 09/01/20, Callable 09/01/15 @ 104.38 | 2,335,000 | 2,299,975 | ||||||
Mining (1.3%) | ||||||||
Compass Minerals International, Inc., 8.000%, 06/01/19, Callable 06/01/14 @ 104 | 3,065,000 | 3,202,925 | ||||||
Consolidated Minerals Ltd., 8.875%, 05/01/16, Callable 05/01/14 @ 104.44(a)(d) | 4,450,000 | 3,793,625 | ||||||
Novelis, Inc., 8.375%, 12/15/17, Callable 12/15/13 @ 106.28 | 785,000 | 777,150 | ||||||
Novelis, Inc., 8.750%, 12/15/20, Callable 12/15/15 @ 104.38 | 2,900,000 | 2,842,000 | ||||||
Quadra FNX Mining Ltd., 7.750%, 06/15/19, Callable 06/15/15 @ 103.88(a) | 4,565,000 | 4,416,638 | ||||||
Teck Cominco Ltd., 6.125%, 10/01/35 | 920,000 | 975,762 |
74
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Mining—continued | ||||||||
Thompson Creek Metals Co., Inc., 7.375%, 06/01/18, Callable 06/01/14 @ 105.53(a) | 3,385,000 | 3,046,500 | ||||||
Vulcan Materials Co., 7.500%, 06/15/21(d) | 3,345,000 | 3,120,594 | ||||||
22,175,194 | ||||||||
Miscellaneous Manufacturer (0.6%) | ||||||||
Amsted Industries, Inc., 8.125%, 03/15/18, Callable 03/15/14 @ 104.06(a) | 3,935,000 | 4,072,725 | ||||||
Griffon Corp., 7.125%, 04/01/18, Callable 04/01/14 @ 105.34 | 3,415,000 | 3,013,737 | ||||||
Koppers, Inc., 7.875%, 12/01/19, Callable 12/01/14 @ 103.94 | 857,000 | 889,138 | ||||||
Polymer Group, Inc., 7.750%, 02/01/19, Callable 02/01/15 @ 103.88(a) | 2,695,000 | 2,688,263 | ||||||
10,663,863 | ||||||||
Office Furnishings (0.1%) | ||||||||
Interface, Inc., 7.625%, 12/01/18, Callable 12/01/14 @ 103.81 | 1,800,000 | 1,800,000 | ||||||
Oil & Gas (4.3%) | ||||||||
Chesapeake Energy Corp., 6.500%, 08/15/17 | 1,295,000 | 1,340,325 | ||||||
Chesapeake Energy Corp., 6.625%, 08/15/20 | 7,000,000 | 7,210,000 | ||||||
Chesapeake Energy Corp., 6.875%, 11/15/20(d) | 1,530,000 | 1,598,850 | ||||||
Chesapeake Energy Corp., 7.250%, 12/15/18(d) | 3,105,000 | 3,306,825 | ||||||
CITGO Petroleum Corp., 11.500%, 07/01/17, Callable 07/01/14 @ 105.75(a) | 2,910,000 | 3,288,300 | ||||||
Coffeyville Resources LLC, 10.875%, 04/01/17, Callable 04/01/13 @ 108.16(a) | 3,015,000 | 3,361,725 | ||||||
Comstock Resources, Inc., 7.750%, 04/01/19, Callable 04/01/15 @ 103.88 | 4,780,000 | 4,469,300 | ||||||
Concho Resources, Inc., 7.000%, 01/15/21, Callable 01/15/16 @ 103.50 | 3,495,000 | 3,477,525 | ||||||
Connacher Oil and Gas Ltd., 8.500%, 08/01/19, Callable 08/01/15 @ 104.25(a)(d) | 5,420,000 | 4,173,400 | ||||||
Linn Energy LLC/Finance Corp., 6.500%, 05/15/19, Callable 05/15/15 @ 103.25(a) | 4,450,000 | 4,094,000 | ||||||
Linn Energy LLC/Finance Corp., 8.625%, 04/15/20, Callable 04/15/15 @ 104.31 | 1,565,000 | 1,611,950 | ||||||
Penn Virginia Corp., 10.375%, 06/15/16, Callable 06/15/13 @ 105.19 | 1,795,000 | 1,880,262 | ||||||
Plains Exploration & Production Co., 7.625%, 06/01/18, Callable 06/01/13 @ 103.81 | 2,510,000 | 2,572,750 | ||||||
Plains Exploration & Production Co., 8.625%, 10/15/19, Callable 10/15/14 @ 104.31 | 2,095,000 | 2,252,125 | ||||||
Range Resources Corp., 7.250%, 05/01/18, Callable 05/01/13 @ 103.63 | 2,130,000 | 2,268,450 | ||||||
RDS Ultra-Deepwater Ltd., 11.875%, 03/15/17, Callable 03/15/14 @ 105.94(a) | 3,895,000 | 4,080,012 |
75
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas—continued | ||||||||
Sabine Pass LNG LP, 7.250%, 11/30/13 | 1,845,000 | 1,785,038 | ||||||
SandRidge Energy, Inc., 8.750%, 01/15/20, Callable 01/15/15 @ 104.38 | 6,825,000 | 6,688,500 | ||||||
United Refining Co., 10.500%, 02/28/18, Callable 02/28/15 @ 105.25 | 8,430,000 | 7,924,200 | ||||||
Western Refining, Inc., 11.250%, 06/15/17, Callable 06/15/13 @ 105.62(a) | 3,795,000 | 4,098,600 | ||||||
71,482,137 | ||||||||
Oil & Gas Services (1.7%) | ||||||||
American Petroleum Tankers LLC, 10.250%, 05/01/15, Callable 05/01/12 @ 105.13 | 3,571,000 | 3,526,363 | ||||||
Cie Generale de Geophysique — Veritas, 6.500%, 06/01/21, Callable 06/01/16 @ 103.25(a) | 8,000,000 | 7,200,000 | ||||||
Geokinetics Holdings, Inc., 9.750%, 12/15/14, Callable 12/15/11 @ 104.88 | 6,145,000 | 4,839,188 | ||||||
Oil States International, Inc., 6.500%, 06/01/19, Callable 06/01/14 @ 104.88(a) | 11,185,000 | 10,933,337 | ||||||
Thermon Industries, Inc., 9.500%, 05/01/17, Callable 05/01/14 @ 104.75 | 1,741,000 | 1,810,640 | ||||||
28,309,528 | ||||||||
Packaging & Containers (0.6%) | ||||||||
Graphic Packaging International, Inc., 9.500%, 06/15/17, Callable 06/15/13 @ 104.75 | 2,175,000 | 2,327,250 | ||||||
Plastipak Holdings, Inc., 10.625%, 08/15/19, Callable 08/15/14 @ 105.31(a) | 2,010,000 | 2,090,400 | ||||||
Sealed Air Corp., 8.125%, 09/15/19, Callable 09/15/15 @ 104.06(a)(g) | 2,775,000 | 2,802,750 | ||||||
Sealed Air Corp., 8.375%, 09/15/21, Callable 09/15/16 @ 104.19(a)(g) | 2,775,000 | 2,802,750 | ||||||
10,023,150 | ||||||||
Pharmaceuticals (2.2%) | ||||||||
ConvaTec Healthcare, 10.500%, 12/15/18, Callable 12/15/14 @ 105.25(a) | 8,750,000 | 7,700,000 | ||||||
Elan Financial PLC/Elan Financial Corp., 8.750%, 10/15/16, Callable 10/15/12 @ 108.75 | 3,700,000 | 3,829,500 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19, Callable 07/15/15 @ 103.50(a) | 3,195,000 | 3,206,981 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.000%, 12/15/20, Callable 12/15/15 @ 103.50(a) | 2,610,000 | 2,616,525 | ||||||
Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22, Callable 07/15/16 @ 103.63(a) | 4,460,000 | 4,471,150 | ||||||
Lantheus Medical Imaging, Inc., 9.750%, 05/15/17, Callable 05/15/14 @ 104.88 | 5,395,000 | 4,909,450 | ||||||
Omnicare, Inc., 6.125%, 06/01/13, Callable 10/03/11 @ 100(d) | 187,000 | 187,225 |
76
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Pharmaceuticals—continued | ||||||||
Valeant Pharmaceuticals International, 6.500%, 07/15/16, Callable 07/15/13 @ 103.25(a) | 2,490,000 | 2,315,700 | ||||||
Valeant Pharmaceuticals International, 6.875%, 12/01/18, Callable 12/01/14 @ 103.44(a) | 4,025,000 | 3,642,625 | ||||||
Valeant Pharmaceuticals International, 7.000%, 10/01/20, Callable 10/01/15 @ 103.50(a) | 3,900,000 | 3,451,500 | ||||||
36,330,656 | ||||||||
Pipelines (2.0%) | ||||||||
Atlas Pipeline Partners LP, 8.750%, 06/15/18, Callable 06/15/13 @ 104.38 | 3,335,000 | 3,401,700 | ||||||
Copano Energy LLC / Copano Energy Finance Corp., 7.125%, 04/01/21, Callable 04/01/16 @ 103.56 | 3,475,000 | 3,396,812 | ||||||
El Paso Corp., 6.500%, 09/15/20 | 6,885,000 | 7,352,478 | ||||||
El Paso Corp., 7.000%, 06/15/17 | 1,540,000 | 1,725,057 | ||||||
El Paso Corp., Ser G, 8.050%, 10/15/30, MTN | 1,320,000 | 1,541,528 | ||||||
Genesis Energy LP, 7.875%, 12/15/18, Callable 12/15/14 @ 103.94(a) | 2,325,000 | 2,208,750 | ||||||
MarkWest Energy Partners LP, 6.750%, 11/01/20, Callable 11/01/15 @ 103.38 | 7,600,000 | 7,714,000 | ||||||
MarkWest Energy Partners LP, Ser B, 8.750%, 04/15/18, Callable 04/15/13 @ 104.38 | 235,000 | 250,275 | ||||||
Targa Resources Partners LP, 8.250%, 07/01/16, Callable 07/01/12 @ 104.13 | 4,790,000 | 4,981,600 | ||||||
32,572,200 | ||||||||
Real Estate Investment Trusts (1.6%) | ||||||||
DuPont Fabros Technology LP, 8.500%, 12/15/17, Callable 12/15/13 @ 104.25 | 3,080,000 | 3,187,800 | ||||||
Host Hotels & Resorts LP, 9.000%, 05/15/17, Callable 05/15/13 @ 104.50(d) | 1,115,000 | 1,204,200 | ||||||
MPT Operating Partnership LP/MPT Finance Corp., 6.875%, 05/01/21, Callable 05/01/16 @ 103.44(a) | 10,830,000 | 10,288,500 | ||||||
Reckson Operating Partnership LP, 7.750%, 03/15/20 | 6,005,000 | 6,787,241 | ||||||
Rouse Co. LP (The), 6.750%, 11/09/15, Callable 05/09/13 @ 103.38 | 5,100,000 | 5,074,500 | ||||||
26,542,241 | ||||||||
Retail (3.0%) | ||||||||
Ferrellgas LP / Ferrellgas Finance Corp., 6.500%, 05/01/21, Callable 05/01/16 @ 103.25 | 2,775,000 | 2,358,750 | ||||||
Ferrellgas Partners LP, 9.125%, 10/01/17, Callable 10/01/13 @ 104.56 | 2,095,000 | 2,115,950 | ||||||
Limited Brands, Inc., 6.625%, 04/01/21 | 2,900,000 | 2,921,750 | ||||||
Limited Brands, Inc., 7.000%, 05/01/20 | 2,520,000 | 2,646,000 |
77
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Retail—continued | ||||||||
Macy’s Retail Holdings, Inc., 8.125%, 07/15/15 | 3,490,000 | 4,063,250 | ||||||
Phillips-Van Heusen Corp., 7.375%, 05/15/20, Callable 05/15/15 @ 103.69 | 2,005,000 | 2,090,213 | ||||||
QVC, Inc., 7.500%, 10/01/19, Callable 10/01/14 @ 103.75(a) | 1,600,000 | 1,704,000 | ||||||
Rite Aid Corp., 7.500%, 03/01/17, Callable 03/01/12 @ 103.75(d) | 3,615,000 | 3,452,325 | ||||||
Roadhouse Financing, Inc., 10.750%, 10/15/17, Callable 10/15/13 @ 108.06(c) | 2,735,000 | 2,536,712 | ||||||
Sears Holdings Corp., 6.625%, 10/15/18 | 24,125,000 | 19,903,125 | ||||||
Toys “R” Us Property Co. LLC, 10.750%, 07/15/17, Callable 07/15/13 @ 105.38 | 5,415,000 | 5,726,362 | ||||||
49,518,437 | ||||||||
Semiconductors (0.7%) | ||||||||
Advanced Micro Devices, Inc., 7.750%, 08/01/20, Callable 08/01/15 @ 103.88(d) | 4,115,000 | 4,032,700 | ||||||
Freescale Semiconductor, Inc., 9.250%, 04/15/18, Callable 04/15/14 @ 104.63(a) | 5,035,000 | 5,173,463 | ||||||
MEMC Electronic Materials, Inc., 7.750%, 04/01/19, Callable 04/01/14 @ 105.81(a)(c) | 3,025,000 | 2,586,375 | ||||||
11,792,538 | ||||||||
Shipbuilding (0.9%) | ||||||||
Huntington Ingalls Industries, Inc., 6.875%, 03/15/18, Callable 03/15/15 @ 103.44(a) | 8,110,000 | 7,542,300 | ||||||
Huntington Ingalls Industries, Inc., 7.125%, 03/15/21, Callable 03/15/16 @ 103.56(a) | 8,500,000 | 7,883,750 | ||||||
15,426,050 | ||||||||
Storage/Warehousing (0.4%) | ||||||||
Niska Gas Storage US LLC / Niska Gas Storage Canada ULC, 8.875%, 03/15/18, Callable 03/15/14 @ 104.44 | 6,045,000 | 5,984,550 | ||||||
Telecommunication Services (12.8%) | ||||||||
Avaya, Inc., 7.000%, 04/01/19, Callable 04/01/15 @ 103.50(a) | 5,340,000 | 4,539,000 | ||||||
Cequel Communications Holdings I LLC, 8.625%, 11/15/17, Callable 11/15/12 @ 106.47(a) | 6,440,000 | 6,375,600 | ||||||
Cricket Communications, Inc., 7.750%, 05/15/16, Callable 05/15/12 @ 105.81 | 1,535,000 | 1,540,756 | ||||||
DigitalGlobe, Inc., 10.500%, 05/01/14, Callable 05/01/12 @ 105.25 | 3,590,000 | 3,966,950 | ||||||
EH Holding Corp., 6.500%, 06/15/19(a) | 6,745,000 | 6,492,063 | ||||||
EH Holding Corp., 7.625%, 06/15/21(a) | 2,735,000 | 2,632,438 | ||||||
Frontier Communications Corp., 7.875%, 04/15/15 | 6,000,000 | 6,015,000 | ||||||
Frontier Communications Corp., 8.250%, 05/01/14 | 900,000 | 928,125 | ||||||
GeoEye, Inc., 8.625%, 10/01/16, Callable 10/01/13 @ 104.31 | 2,055,000 | 2,075,550 |
78
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Global Crossing (UK) Finance PLC, 10.750%, 12/15/14, Callable 11/03/11 @ 103.58 | 4,772,000 | 4,819,720 | ||||||
Global Crossing Ltd., 12.000%, 09/15/15, Callable 09/15/12 @ 106 | 9,535,000 | 10,810,306 | ||||||
Inmarsat Finance PLC, 7.375%, 12/01/17, Callable 12/01/13 @ 103.69(a)(d) | 1,780,000 | 1,784,450 | ||||||
Integra Telecom, Inc., 10.750%, 04/15/16, Callable 04/15/13 @ 105.38(a) | 3,400,000 | 3,009,000 | ||||||
Intelsat Jackson Holdings SA, 7.500%, 04/01/21, Callable 04/01/16 @ 103.75(a) | 14,340,000 | 13,336,200 | ||||||
Intelsat Jackson Holdings SA, 8.500%, 11/01/19, Callable 11/01/14 @ 104.25 | 850,000 | 830,875 | ||||||
Level 3 Financing, Inc., 9.250%, 11/01/14, Callable 12/01/11 @ 102.31 | 4,338,000 | 4,283,775 | ||||||
Level 3 Financing, Inc., 9.375%, 04/01/19, Callable 04/01/15 @ 104.69(a) | 5,865,000 | 5,454,450 | ||||||
Level 3 Financing, Inc., 10.000%, 02/01/18, Callable 02/01/14 @ 105(e) | 9,210,000 | 8,841,600 | ||||||
MetroPCS Wireless, Inc., 6.625%, 11/15/20, Callable 11/15/15 @ 103.31 | 2,640,000 | 2,323,200 | ||||||
MetroPCS Wireless, Inc., 7.875%, 09/01/18, Callable 09/01/14 @ 103.94 | 1,860,000 | 1,804,200 | ||||||
Nextel Communications, Inc., Ser D, 7.375%, 08/01/15, Callable 10/28/11 @ 100 | 3,395,000 | 3,216,763 | ||||||
Nextel Communications, Inc., Ser E, 6.875%, 10/31/13, Callable 10/28/11 @ 100.86 | 6,855,000 | 6,666,487 | ||||||
NII Capital Corp., 7.625%, 04/01/21, Callable 04/01/16 @ 103.81 | 4,440,000 | 4,406,700 | ||||||
NII Capital Corp., 8.875%, 12/15/19, Callable 12/15/14 @ 104.44 | 3,825,000 | 3,987,563 | ||||||
PAETEC Holding Corp., 8.875%, 06/30/17, Callable 06/30/13 @ 104.44 | 7,510,000 | 7,885,500 | ||||||
Qwest Capital Funding, Inc., 7.750%, 02/15/31 | 5,220,000 | 4,854,600 | ||||||
Satmex Escrow SA de CV, 9.500%, 05/15/17, Callable 05/15/14 @ 104.75(a)(d) | 4,725,000 | 4,559,625 | ||||||
Sprint Capital Corp., 6.875%, 11/15/28 | 11,095,000 | 8,293,512 | ||||||
Sprint Capital Corp., 8.750%, 03/15/32 | 15,780,000 | 13,708,875 | ||||||
Sprint Nextel Corp., 8.375%, 08/15/17 | 6,500,000 | 6,045,000 | ||||||
US West Capital Funding, Inc., 6.875%, 07/15/28 | 5,940,000 | 5,138,100 | ||||||
US West Communications, 7.250%, 10/15/35, Callable 10/15/15 @ 101.94 | 5,485,000 | 5,265,600 | ||||||
ViaSat, Inc., 8.875%, 09/15/16, Callable 09/15/12 @ 106.66 | 4,985,000 | 5,059,775 | ||||||
West Corp., 8.625%, 10/01/18, Callable 10/01/14 @ 104.31 | 2,690,000 | 2,616,025 | ||||||
Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17, Callable 07/15/13 @ 106.12(a) | 16,837,891 | 13,133,555 |
79
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Telecommunication Services—continued | ||||||||
Wind Acquisition Finance SA, 7.250%, 02/15/18, Callable 11/15/13 @ 105.44(a) | 15,355,000 | 13,109,331 | ||||||
Wind Acquisition Finance SA, 11.750%, 07/15/17, Callable 07/15/13 @ 105.88(a) | 3,460,000 | 2,941,000 | ||||||
Windstream Corp., 7.500%, 04/01/23, Callable 04/01/16 @ 103.75 | 10,025,000 | 9,348,312 | ||||||
212,099,581 | ||||||||
Textiles (0.2%) | ||||||||
Mohawk Industries, Inc., 6.875%, 01/15/16 | 3,605,000 | 3,722,163 | ||||||
Transportation (2.6%) | ||||||||
Aircastle Ltd., 9.750%, 08/01/18, Callable 08/01/14 @ 104.88 | 3,200,000 | 3,296,000 | ||||||
AMGH Merger Sub, Inc., 9.250%, 11/01/18, Callable 11/01/14 @ 104.63(a) | 1,970,000 | 1,970,000 | ||||||
CHC Helicopter SA, 9.250%, 10/15/20, Callable 04/15/15 @ 104.63(a) | 17,875,000 | 15,193,750 | ||||||
CMA CGM SA, 8.500%, 04/15/17, Callable 04/15/14 @ 104.25(a) | 7,900,000 | 3,199,500 | ||||||
Martin Midstream Partners LP, 8.875%, 04/01/18, Callable 04/01/14 @ 104.44 | 4,380,000 | 4,336,200 | ||||||
Navios Maritime Acquisition Corp. / Navios Acquisition Finance US Inc., 8.625%, 11/01/17, Callable 11/01/13 @ 104.31 | 3,945,000 | 3,284,212 | ||||||
Navios Maritime Holdings, Inc. / Navios Maritime Finance II US, Inc., 8.125%, 02/15/19, Callable 02/15/15 @ 104.06(a)(d) | 4,205,000 | 3,511,175 | ||||||
RailAmerica, Inc., 9.250%, 07/01/17, Callable 07/01/13 @ 104.63 | 4,382,000 | 4,743,515 | ||||||
Teekay Corp., 8.500%, 01/15/20 | 2,570,000 | 2,460,775 | ||||||
United Maritime Group LLC/Finance Corp., 11.750%, 06/15/15, Callable 12/15/12 @ 105.88 | 1,445,000 | 1,459,450 | ||||||
43,454,577 | ||||||||
Total Corporate Bonds (Cost $1,534,834,063) | 1,475,904,093 | |||||||
Preferred Stock (0.3%) | ||||||||
Diversified Financial Services (0.3%) | ||||||||
Citigroup Capital XII, 8.500%, 03/30/40, Callable 03/30/15 @ 25 | 163,060 | 4,092,806 | ||||||
Total Preferred Stock (Cost $4,076,500) | 4,092,806 | |||||||
Convertible Preferred Stock (0.5%) | ||||||||
Auto Manufacturers (0.5%) | ||||||||
General Motors Co., Ser B, 4.750%, 12/01/13 | 254,395 | 8,924,177 | ||||||
Total Convertible Preferred Stock (Cost $12,149,068) | 8,924,177 | |||||||
Units (0.0%) | ||||||||
Commercial Services (0.0%) | ||||||||
Alion Science Technology Corp.*(h)(i) | 1,395 | — | ||||||
Total Units (Cost $93,535) | — | |||||||
80
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Short-Term Investment (7.0%) | ||||||||
RidgeWorth Funds Securities Lending Joint Account(j) | 116,538,315 | 116,538,315 | ||||||
Total Short-Term Investment (Cost $116,538,315) | 116,538,315 | |||||||
Money Market Fund (7.9%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(k) | 130,717,900 | 130,717,900 | ||||||
Total Money Market Fund (Cost $130,717,900) | 130,717,900 | |||||||
Total Investments (Cost $1,802,383,015) — 105.1% | 1,740,067,647 | |||||||
Liabilities in excess of other assets — (5.1)% | (84,718,543 | ) | ||||||
Net Assets — 100.0% | $ | 1,655,349,104 | ||||||
* | Non-income producing security. |
(a) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 33.5% of net assets as of September 30, 2011. | |
(b) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. |
(c) | The Fund’s adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees. |
(d) | The security or a partial position of the security was on loan as of September 30, 2011. The total value of securities on loan as of September 30, 2011 was $113,829,746. | |
(e) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(f) | Perpetual maturity. |
(g) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
(h) | Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of September 30, 2011. |
(i) | Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock. | |
(j) | Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2011 (See Notes to Financial Statements). |
(k) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
MTN | — Medium Term Note | |
PIK | — Payment in-kind | |
ULC | — Unlimited Liability Company |
81
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (8.3%) | ||||||||
Automobiles (2.8%) | ||||||||
Ford Credit Auto Owner Trust, Ser 2009-D, Cl A3, 2.170%, 10/15/13 | 715,897 | 721,097 | ||||||
Honda Auto Receivables Owner Trust, Ser 2009-3, Cl A3, 2.310%, 05/15/13 | 1,454,384 | 1,462,837 | ||||||
Honda Auto Receivables Owner Trust, Ser 2010-2, Cl A3, 1.340%, 03/18/14 | 2,070,920 | 2,081,604 | ||||||
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A3, 1.040%, 09/15/15 | 1,300,000 | 1,306,581 | ||||||
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A4, 1.650%, 02/15/17 | 1,140,000 | 1,160,984 | ||||||
Nissan Auto Lease Trust, Ser 2009-B, Cl A3, 2.070%, 01/15/15 | 34,346 | 34,365 | ||||||
World Omni Auto Receivables Trust, Ser 2011-A, Cl A3, 1.110%, 05/15/15 | 1,875,000 | 1,879,612 | ||||||
8,647,080 | ||||||||
Credit Card (4.5%) | ||||||||
American Express Credit Account Master Trust, Ser 2007-7, Cl A, 0.269%, 02/17/15(a) | 3,560,000 | 3,558,736 | ||||||
Chase Issuance Trust, Ser 2005-A2, Cl A2, 0.299%, 12/15/14(a) | 5,825,000 | 5,822,540 | ||||||
Discover Card Master Trust, Ser 2008-A4, Cl A4, 5.650%, 12/15/15 | 4,340,000 | 4,705,262 | ||||||
14,086,538 | ||||||||
Other (1.0%) | ||||||||
GE Equipment Transportation LLC, Ser 2011-1, Cl A3, 1.000%, 10/20/14 | 1,385,000 | 1,385,980 | ||||||
John Deere Owner Trust, Ser 2011-A, Cl A3, 1.290%, 01/15/16 | 1,555,000 | 1,568,105 | ||||||
2,954,085 | ||||||||
Total Asset-Backed Securities (Cost $25,576,017) | 25,687,703 | |||||||
Collateralized Mortgage Obligations (21.2%) | ||||||||
Banc of America Commercial Mortgage, Inc., Ser 2004-1, Cl A4, 4.760%, 11/10/39 | 1,495,000 | 1,563,734 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2005-2, Cl AM, 4.913%, 07/10/43(a) | 2,105,000 | 2,020,335 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2004-C1, Cl A3, 5.251%, 04/15/40(a) | 2,720,053 | 2,818,691 | ||||||
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4, 6.975%, 01/17/32(a) | 4,598,581 | 4,763,495 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl A2, 6.096%, 07/16/34(b) | 65,557 | 66,043 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2004-1, Cl 4A1, 5.000%, 02/25/19 | 2,150,063 | 2,186,017 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2004-C5, Cl A3, 4.499%, 11/15/37 | 3,100,000 | 3,100,146 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2005-C5, Cl AM, 5.100%, 08/15/38(a) | 2,095,000 | 2,145,194 | ||||||
FDIC Structured Sale Guaranteed Notes, Ser 2010-L2A, Cl A, 3.000%, 09/30/19(b) | 2,102,817 | 2,114,801 | ||||||
Federal National Mortgage Association, Ser 2009-37, Cl HA, 4.000%, 04/25/19 | 2,347,651 | 2,486,088 |
82
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Short-Term Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
Federal National Mortgage Association, Ser 2011-38, Cl AH, 2.750%, 05/25/20 | 5,996,217 | 6,211,736 | ||||||
First Horizon Mortgage Pass-Through Trust, Ser 2004-AR4, Cl 2A1, 2.723%, 08/25/34(a) | 1,265,504 | 1,081,733 | ||||||
GE Capital Commercial Mortgage Corp., Ser 2004-C2, Cl A3, 4.641%, 03/10/40 | 1,146,594 | 1,172,071 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2003-C2, Cl A2, 5.638%, 05/10/40(a) | 5,555,000 | 5,911,698 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2005-GG3, Cl A2, 4.305%, 08/10/42 | 1,328,606 | 1,328,367 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP1, Cl A2, 4.625%, 03/15/46 | 1,615,519 | 1,631,241 | ||||||
LB Commercial Conduit Mortgage Trust, Ser 1998-C1, Cl D, 6.980%, 02/18/30 | 900,458 | 917,496 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2004-C4, Cl A4, 5.497%, 06/15/29(a) | 4,575,000 | 4,913,358 | ||||||
MASTR Alternative Loans Trust, Ser 2004-5, Cl 4A1, 5.500%, 07/25/19 | 2,281,040 | 2,311,667 | ||||||
Merrill Lynch Mortgage Trust, Ser 2004-BPC1, Cl A3, 4.467%, 10/12/41(a) | 581,366 | 583,909 | ||||||
Merrill Lynch Mortgage Trust, Ser 2005-CIP1, Cl AM, 5.107%, 07/12/38(a) | 1,585,000 | 1,562,027 | ||||||
NCUA Guaranteed Notes, Ser 2010-C1, Cl A1, 1.600%, 10/29/20 | 1,222,069 | 1,234,264 | ||||||
Provident Funding Mortgage Loan Trust, Ser 2004-1, Cl 1A1, 2.631%, 04/25/34(a) | 781,855 | 729,505 | ||||||
Residential Funding Mortgage Securities I, Ser 2004-S3, Cl A1, 4.750%, 03/25/19 | 1,066,187 | 1,091,641 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C16, Cl A2, 4.380%, 10/15/41 | 3,941,551 | 3,942,347 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C22, Cl A4, 5.444%, 12/15/44(a) | 3,800,000 | 4,136,916 | ||||||
Washington Mutual Mortgage Pass-Through Certificates, Ser 2003-S12, Cl 2A, 4.750%, 11/25/18 | 764,706 | 786,275 | ||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2007-16, Cl 1A1, 6.000%, 12/28/37 | 2,897,868 | 2,999,442 | ||||||
Total Collateralized Mortgage Obligations (Cost $65,615,138) | 65,810,237 | |||||||
Corporate Bonds (43.0%) | ||||||||
Auto Manufacturers (0.7%) | ||||||||
Daimler Finance North America LLC, 1.950%, 03/28/14(b) | 1,810,000 | 1,795,279 | ||||||
Kia Motors Corp., 3.625%, 06/14/16(b) | 500,000 | 497,357 | ||||||
2,292,636 | ||||||||
Banks (12.8%) | ||||||||
Bank of America Corp., 3.625%, 03/17/16 | 860,000 | 782,868 | ||||||
Bank of Montreal, 1.750%, 04/29/14, MTN | 1,680,000 | 1,700,807 | ||||||
Bank of Nova Scotia, 2.250%, 01/22/13 | 2,155,000 | 2,195,684 | ||||||
Bank of Nova Scotia, 2.375%, 12/17/13 | 1,625,000 | 1,670,472 | ||||||
Barclays Bank PLC, 5.200%, 07/10/14 | 1,760,000 | 1,799,915 |
83
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Short-Term Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Banks—continued | ||||||||
BB&T Corp., 5.700%, 04/30/14, MTN | 3,765,000 | 4,109,370 | ||||||
Capital One Financial Corp., 7.375%, 05/23/14 | 1,500,000 | 1,675,485 | ||||||
Commonwealth Bank of Australia, 3.500%, 03/19/15(b) | 1,035,000 | 1,060,137 | ||||||
Fifth Third Bancorp, 3.625%, 01/25/16 | 1,480,000 | 1,504,584 | ||||||
National City Bank, 6.200%, 12/15/11 | 5,347,000 | 5,393,808 | ||||||
PNC Funding Corp., 5.400%, 06/10/14 | 990,000 | 1,076,096 | ||||||
Royal Bank of Canada, 2.300%, 07/20/16, MTN | 4,250,000 | 4,296,640 | ||||||
Toronto-Dominion Bank (The), 1.375%, 07/14/14 | 1,360,000 | 1,372,126 | ||||||
US Bancorp, 4.200%, 05/15/14 | 2,115,000 | 2,269,791 | ||||||
Wells Fargo & Co., 3.625%, 04/15/15 | 2,245,000 | 2,337,635 | ||||||
Westpac Banking Corp., 2.250%, 11/19/12 | 1,455,000 | 1,474,354 | ||||||
Westpac Banking Corp., 4.200%, 02/27/15 | 4,790,000 | 5,021,764 | ||||||
39,741,536 | ||||||||
Beverages (1.3%) | ||||||||
Anheuser-Busch InBev Worldwide, Inc., 3.625%, 04/15/15 | 1,870,000 | 2,002,172 | ||||||
Dr Pepper Snapple Group, Inc., 2.350%, 12/21/12 | 1,300,000 | 1,319,596 | ||||||
PepsiCo, Inc., 2.500%, 05/10/16 | 605,000 | 626,365 | ||||||
3,948,133 | ||||||||
Chemicals (0.5%) | ||||||||
Dow Chemical Co. (The), 4.850%, 08/15/12 | 1,540,000 | 1,585,589 | ||||||
Diversified Financial Services (10.9%) | ||||||||
American Express Credit Corp., Ser C, 5.875%, 05/02/13 | 2,010,000 | 2,131,617 | ||||||
American Honda Finance Corp., 1.850%, 09/19/14(b) | 1,780,000 | 1,782,647 | ||||||
BlackRock, Inc., 2.250%, 12/10/12 | 2,685,000 | 2,726,690 | ||||||
Citigroup, Inc., 5.500%, 04/11/13 | 3,110,000 | 3,200,893 | ||||||
General Electric Capital Corp., 2.100%, 01/07/14 | 3,035,000 | 3,053,125 | ||||||
General Electric Capital Corp., 4.875%, 03/04/15 | 3,855,000 | 4,116,473 | ||||||
Goldman Sachs Group, Inc. (The), 3.700%, 08/01/15 | 1,735,000 | 1,698,707 | ||||||
Goldman Sachs Group, Inc. (The), 5.150%, 01/15/14 | 1,730,000 | 1,791,189 | ||||||
JPMorgan Chase & Co., 3.150%, 07/05/16 | 1,875,000 | 1,862,824 | ||||||
JPMorgan Chase & Co., 5.750%, 01/02/13 | 3,145,000 | 3,295,010 | ||||||
Merrill Lynch & Co., Inc., Ser C, 5.000%, 02/03/14, MTN | 1,455,000 | 1,425,920 | ||||||
Morgan Stanley, 4.200%, 11/20/14 | 3,780,000 | 3,696,738 | ||||||
TD AMERITRADE Holding Corp., 4.150%, 12/01/14 | 995,000 | 1,056,691 | ||||||
Woodside Finance Ltd., 4.500%, 11/10/14(b) | 1,800,000 | 1,911,148 | ||||||
33,749,672 | ||||||||
Electric (1.4%) | ||||||||
Dominion Resources, Inc., Ser B, 6.250%, 06/30/12 | 1,385,000 | 1,437,079 | ||||||
Duke Energy Corp., 6.300%, 02/01/14 | 1,765,000 | 1,956,824 | ||||||
PSEG Power LLC, 6.950%, 06/01/12 | 1,020,000 | 1,058,477 | ||||||
4,452,380 | ||||||||
Electronics (0.3%) | ||||||||
Thermo Fisher Scientific, Inc., 2.150%, 12/28/12 | 300,000 | 304,932 | ||||||
Thermo Fisher Scientific, Inc., 3.200%, 03/01/16 | 705,000 | 740,559 | ||||||
1,045,491 | ||||||||
Food (0.6%) | ||||||||
General Mills, Inc., 5.200%, 03/17/15 | 1,450,000 | 1,625,660 | ||||||
Kraft Foods, Inc., 5.625%, 11/01/11 | 131,000 | 131,416 | ||||||
1,757,076 | ||||||||
84
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Short-Term Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Insurance (2.7%) | ||||||||
Berkshire Hathaway Finance Corp., 5.000%, 08/15/13 | 1,635,000 | 1,755,146 | ||||||
MetLife, Inc., 5.500%, 06/15/14 | 2,715,000 | 2,972,865 | ||||||
New York Life Global Funding, 3.000%, 05/04/15(b) | 1,530,000 | 1,590,368 | ||||||
Prudential Financial, Inc., 5.150%, 01/15/13, MTN | 2,000,000 | 2,074,922 | ||||||
8,393,301 | ||||||||
Iron/Steel (0.2%) | ||||||||
ArcelorMittal, 3.750%, 03/01/16 | 740,000 | 680,432 | ||||||
Machinery-Construction & Mining (0.8%) | ||||||||
Caterpillar, Inc., 1.375%, 05/27/14 | 2,475,000 | 2,491,518 | ||||||
Media (1.9%) | ||||||||
Comcast Corp., 5.300%, 01/15/14 | 1,915,000 | 2,076,049 | ||||||
DIRECTV Holdings LLC, 7.625%, 05/15/16 | 1,170,000 | 1,257,750 | ||||||
Time Warner Cable, Inc., 5.400%, 07/02/12 | 1,870,000 | 1,930,134 | ||||||
Time Warner, Inc., 3.150%, 07/15/15 | 615,000 | 636,101 | ||||||
5,900,034 | ||||||||
Mining (1.1%) | ||||||||
Rio Tinto Alcan, Inc., 4.875%, 09/15/12 | 1,230,000 | 1,268,998 | ||||||
Rio Tinto Finance USA Ltd., 8.950%, 05/01/14 | 1,755,000 | 2,075,430 | ||||||
3,344,428 | ||||||||
Miscellaneous Manufacturer (0.3%) | ||||||||
Ingersoll-Rand Global Holding Co. Ltd., 6.000%, 08/15/13 | 985,000 | 1,063,115 | ||||||
Pharmaceuticals (0.6%) | ||||||||
McKesson Corp., 5.250%, 03/01/13 | 850,000 | 899,622 | ||||||
McKesson Corp., 6.500%, 02/15/14 | 850,000 | 949,937 | ||||||
1,849,559 | ||||||||
Pipelines (2.4%) | ||||||||
Energy Transfer Partners LP, 5.650%, 08/01/12 | 1,400,000 | 1,443,008 | ||||||
Enterprise Products Operating LLC, Ser G, 5.600%, 10/15/14 | 710,000 | 777,096 | ||||||
Enterprise Products Operating LLC, Ser M, 5.650%, 04/01/13 | 1,250,000 | 1,322,209 | ||||||
Kinder Morgan Energy Partners LP, 7.125%, 03/15/12 | 1,640,000 | 1,682,069 | ||||||
Plains All American Pipeline LP, 4.250%, 09/01/12 | 1,945,000 | 1,999,460 | ||||||
Williams Partners LP, 3.800%, 02/15/15 | 260,000 | 271,270 | ||||||
7,495,112 | ||||||||
Retail (0.5%) | ||||||||
Wal-Mart Stores, Inc., 1.500%, 10/25/15 | 1,690,000 | 1,704,110 | ||||||
Semiconductors (0.8%) | ||||||||
Intel Corp., 1.950%, 10/01/16 | 1,215,000 | 1,223,766 | ||||||
Texas Instruments, Inc., 1.375%, 05/15/14 | 1,170,000 | 1,182,680 | ||||||
2,406,446 | ||||||||
Telecommunication Services (2.4%) | ||||||||
New Cingular Wireless Services, Inc., 8.125%, 05/01/12 | 4,185,000 | 4,353,894 | ||||||
Verizon Communications, Inc., 1.950%, 03/28/14 | 2,080,000 | 2,128,911 | ||||||
Verizon Communications, Inc., 3.000%, 04/01/16 | 845,000 | 883,772 | ||||||
7,366,577 | ||||||||
Toys/Games/Hobbies (0.5%) | ||||||||
Mattel, Inc., 5.625%, 03/15/13 | 1,550,000 | 1,644,364 | ||||||
Transportation (0.3%) | ||||||||
Union Pacific Corp., 6.500%, 04/15/12 | 760,000 | 781,636 | ||||||
Total Corporate Bonds (Cost $132,337,153) | 133,693,145 | |||||||
85
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Short-Term Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bond (1.6%) | ||||||||
New Jersey (1.6%) | ||||||||
New Jersey Economic Development Authority, RB, BAB, 1.347%, 06/15/13(a) | 4,930,000 | 4,947,501 | ||||||
Total Municipal Bond (Cost $4,930,000) | 4,947,501 | |||||||
U.S. Government Agencies (6.0%) | ||||||||
Federal Agricultural Mortgage Corp. (1.4%) | ||||||||
2.000%, 07/27/16 | 4,305,000 | 4,375,581 | ||||||
Federal Home Loan Mortgage Corp. (2.7%) | ||||||||
0.700%, 07/25/13 | 5,700,000 | 5,704,902 | ||||||
1.350%, 01/06/15 | 2,935,000 | 2,941,392 | ||||||
8,646,294 | ||||||||
Federal National Mortgage Association (1.9%) | ||||||||
1.250%, 07/18/14 | 5,775,000 | 5,785,372 | ||||||
Total U.S. Government Agencies (Cost $18,720,772) | 18,807,247 | |||||||
U.S. Government Agency Mortgages (14.5%) | ||||||||
Federal Home Loan Mortgage Corporation (1.6%) | ||||||||
Pool #847276, 2.637%, 04/01/34(a) | 587,418 | 616,896 | ||||||
Pool #1B7142, 4.519%, 09/01/36(a) | 1,087,849 | 1,146,310 | ||||||
Pool #1G1676, 5.477%, 04/01/37(a) | 2,958,730 | 3,186,226 | ||||||
4,949,432 | ||||||||
Federal National Mortgage Association (12.9%) | ||||||||
Pool #555162, 4.826%, 01/01/13 | 1,198,174 | 1,234,922 | ||||||
Pool #555290, 4.927%, 02/01/13 | 2,494,809 | 2,557,610 | ||||||
Pool #873294, 5.100%, 02/01/13 | 7,115,000 | 7,425,218 | ||||||
Pool #735065, 4.484%, 08/01/13 | 2,368,721 | 2,441,861 | ||||||
Pool #555910, 4.919%, 10/01/13 | 2,525,635 | 2,651,414 | ||||||
Pool #958368, 4.710%, 03/01/14 | 5,309,221 | 5,663,637 | ||||||
Pool #725877, 5.381%, 09/01/14 | 3,703,294 | 3,993,007 | ||||||
Pool #466534, 2.040%, 11/01/15 | 3,605,000 | 3,670,322 | ||||||
Pool #466598, 2.180%, 11/01/15 | 2,055,000 | 2,099,894 | ||||||
Pool #745889, 5.970%, 08/01/16 | 4,794,343 | 5,488,717 | ||||||
Pool #555844, 2.384%, 10/01/33(a) | 351,373 | 369,392 | ||||||
Pool #822302, 2.587%, 05/01/35(a) | 2,435,585 | 2,568,561 | ||||||
40,164,555 | ||||||||
Total U.S. Government Agency Mortgages (Cost $43,707,222) | 45,113,987 | |||||||
U.S. Treasury Obligation (3.7%) | ||||||||
U.S. Treasury Note (3.7%) | ||||||||
0.500%, 08/15/14 | 11,490,000 | 11,519,644 | ||||||
Total U.S. Treasury Obligation (Cost $11,528,164) | 11,519,644 | |||||||
Money Market Fund (1.0%) | ||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(c) | 3,128,890 | 3,128,890 | ||||||
Total Money Market Fund (Cost $3,128,890) | 3,128,890 | |||||||
Total Investments (Cost $305,543,356) — 99.3% | 308,708,354 | |||||||
Other assets in excess of liabilities — 0.7% | 2,195,797 | |||||||
Net Assets — 100.0% | $ | 310,904,151 | ||||||
(a) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 3.5% of net assets as of September 30, 2011. |
(c) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
BAB | — Build America Bonds | |
MTN | — Medium Term Note | |
RB | — Revenue Bond |
86
(Unaudited)
Notional | Expiration | Number of | Unrealized | |||||||||||||||
Description | Position | Amount($) | Date | Contracts | Appreciation($) | |||||||||||||
U.S. Treasury 5 Year Note | Short | (7,371,354 | ) | December 2011 | 60 | 22,291 | ||||||||||||
87
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Obligations (96.2%) | ||||||||
U.S. Treasury Notes (96.2%) | ||||||||
1.750%, 11/15/11 | 1,065,000 | 1,067,121 | ||||||
4.625%, 02/29/12 | 1,440,000 | 1,466,663 | ||||||
1.000%, 04/30/12 | 1,420,000 | 1,427,214 | ||||||
1.750%, 08/15/12 | 2,160,000 | 2,189,363 | ||||||
4.125%, 08/31/12 | 1,440,000 | 1,491,637 | ||||||
1.375%, 01/15/13 | 2,480,000 | 2,516,523 | ||||||
3.125%, 04/30/13 | 1,580,000 | 1,651,408 | ||||||
1.125%, 06/15/13 | 3,525,000 | 3,575,795 | ||||||
2.000%, 11/30/13 | 1,745,000 | 1,807,848 | ||||||
2.375%, 02/28/15 | 720,000 | 764,496 | ||||||
2.500%, 04/30/15 | 1,080,000 | 1,153,491 | ||||||
1.750%, 07/31/15 | 295,000 | 307,422 | ||||||
19,418,981 | ||||||||
�� | ||||||||
Total U.S. Treasury Obligations (Cost $19,093,101) | 19,418,981 | |||||||
Money Market Fund (3.9%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a) | 794,821 | 794,821 | ||||||
Total Money Market Fund (Cost $794,821) | 794,821 | |||||||
Total Investments (Cost $19,887,922) — 100.1% | 20,213,802 | |||||||
Liabilities in excess of other assets — (0.1)% | (28,580 | ) | ||||||
Net Assets — 100.0% | $ | 20,185,222 | ||||||
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
88
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (1.2%) | ||||||||
Home Equity (0.6%) | ||||||||
HSBC Home Equity Loan Trust, Ser 2005-1, Cl M, 0.743%, 01/20/34(a) | 1,809,188 | 1,519,944 | ||||||
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1, 0.363%, 03/20/36(a) | 3,645,506 | 3,347,372 | ||||||
4,867,316 | ||||||||
Manufactured Housing (0.6%) | ||||||||
Newcastle Investment Trust, Ser 2010-MH1, Cl M1, 6.000%, 07/10/35(b) | 4,160,000 | 4,360,206 | ||||||
Total Asset-Backed Securities (Cost $9,231,101) | 9,227,522 | |||||||
Collateralized Mortgage Obligations (14.4%) | ||||||||
Agency Collateralized CMO (9.6%) | ||||||||
Federal Home Loan Mortgage Corporation, Ser 3703, Cl CF, 0.407%, 11/15/23(a) | 1,559,056 | 1,553,864 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3768, Cl CB, 3.500%, 12/15/25 | 2,022,874 | 2,129,045 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3774, Cl EW, 3.500%, 12/15/25 | 2,243,855 | 2,382,685 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3800, Cl BE, 3.500%, 02/15/26 | 2,699,707 | 2,844,142 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3800, Cl CB, 3.500%, 02/15/26 | 2,382,000 | 2,516,457 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3806, Cl L, 3.500%, 02/15/26 | 6,609,442 | 7,014,329 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3810, Cl QB, 3.500%, 02/15/26 | 3,938,394 | 4,160,266 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3814, Cl B, 3.000%, 02/15/26 | 4,614,025 | 4,747,258 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3816, Cl GL, 3.000%, 02/15/26 | 2,865,000 | 2,942,173 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3826, Cl BK, 3.000%, 03/15/26 | 6,680,591 | 6,871,725 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3829, Cl BE, 3.500%, 03/15/26 | 3,173,000 | 3,354,391 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3877, Cl LM, 3.500%, 06/15/26 | 1,367,000 | 1,437,516 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3907, Cl FM, 0.557%, 05/15/26(a) | 4,924,062 | 4,931,105 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3907, Cl MF, 0.557%, 08/15/26(a) | 2,818,763 | 2,821,358 | ||||||
Federal National Mortgage Association, Ser 2010-144, Cl YB, 3.000%, 12/25/25 | 6,365,471 | 6,509,725 | ||||||
Federal National Mortgage Association, Ser 2011-36, Cl DB, 3.000%, 05/25/26 | 5,692,120 | 5,850,237 | ||||||
Federal National Mortgage Association, Ser 2011-44, Cl EB, 3.000%, 05/25/26 | 4,869,000 | 4,998,702 | ||||||
Federal National Mortgage Association, Ser 2011-45, Cl ZA, 4.000%, 05/25/31 | 3,904,428 | 4,042,638 | ||||||
Federal National Mortgage Association, Ser 2011-46, Cl B, 3.000%, 05/25/26 | 645,000 | 661,436 | ||||||
Federal National Mortgage Association, Ser 2011-98, Cl FL, 0.566%, 10/25/26(c) | 2,560,896 | 2,560,096 |
89
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Agency Collateralized CMO—continued | ||||||||
Government National Mortgage Association, Ser 2011-17, Cl B, 4.000%, 02/16/26 | 900,232 | 1,006,212 | ||||||
75,335,360 | ||||||||
Agency Collateralized PAC CMO (0.9%) | ||||||||
Federal Home Loan Mortgage Corporation, Ser 3745, Cl VE, 4.000%, 09/15/29 | 1,630,994 | 1,780,023 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3762, Cl BV, 4.000%, 10/15/29 | 1,513,000 | 1,658,559 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3763, Cl VQ, 4.000%, 07/15/27 | 929,000 | 1,013,791 | ||||||
Federal National Mortgage Association, Ser 2011-8, Cl PV, 4.000%, 01/25/30 | 726,000 | 795,101 | ||||||
Government National Mortgage Association, Ser 2010-167, Cl VA, 4.250%, 11/20/29 | 1,630,000 | 1,807,123 | ||||||
7,054,597 | ||||||||
Commercial MBS (3.9%) | ||||||||
Americold LLC Trust, Ser 2010-ARTA, Cl A2FX, 4.954%, 01/14/29(b) | 2,662,000 | 2,790,950 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2005-3, Cl A3B, 5.090%, 07/10/43(a) | 3,902,000 | 4,071,039 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2005-6, Cl AM, 5.368%, 09/10/47(a) | 3,321,000 | 3,351,523 | ||||||
GS Mortgage Securities Corp. II, Ser 2011- GC5, Cl A2, 2.999%, 08/10/44(b)(c) | 1,814,000 | 1,832,092 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl AM, 5.263%, 11/15/40(a) | 2,673,000 | 2,695,531 | ||||||
Morgan Stanley Reremic Trust, Ser 2010- HQ4B, Cl A7A, 4.970%, 04/16/40(a)(b) | 2,700,000 | 2,814,053 | ||||||
RBSCF Trust, Ser 2010-RR3, Cl MS4A, 4.970%, 04/16/40(a)(b) | 5,030,000 | 5,267,205 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C20, Cl AMFX, 5.179%, 07/15/42(a) | 4,590,000 | 4,711,832 | ||||||
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl AM, 5.381%, 10/15/44(a) | 3,142,000 | 3,084,948 | ||||||
30,619,173 | ||||||||
Total Collateralized Mortgage Obligations (Cost $102,115,896) | 113,009,130 | |||||||
Corporate Bonds (23.9%) | ||||||||
Aerospace/Defense (0.5%) | ||||||||
Boeing Co. (The), 5.125%, 02/15/13 | 1,339,000 | 1,414,519 | ||||||
United Technologies Corp., 6.125%, 02/01/19 | 2,249,000 | 2,757,895 | ||||||
4,172,414 | ||||||||
Auto Manufacturers (0.1%) | ||||||||
Daimler Finance N.A. LLC, 3.875%, 09/15/21(b) | 1,219,000 | 1,189,169 | ||||||
Banks (0.9%) | ||||||||
Bank of Nova Scotia, 2.375%, 12/17/13 | 1,119,000 | 1,150,313 | ||||||
Bank of Nova Scotia, 3.400%, 01/22/15 | 1,257,000 | 1,322,816 | ||||||
HSBC Bank PLC, 3.100%, 05/24/16(b) | 856,000 | 851,013 | ||||||
HSBC Bank PLC, 3.500%, 06/28/15(b) | 1,402,000 | 1,422,655 | ||||||
Northern Trust Corp., 5.200%, 11/09/12 | 1,783,000 | 1,871,478 | ||||||
Toronto-Dominion Bank (The), 2.500%, 07/14/16 | 654,000 | 671,279 | ||||||
7,289,554 | ||||||||
90
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Beverages (0.3%) | ||||||||
Anheuser-Busch InBev Worldwide, Inc., 3.000%, 10/15/12 | 1,740,000 | 1,776,141 | ||||||
Diageo Capital PLC, 5.200%, 01/30/13 | 825,000 | 869,689 | ||||||
2,645,830 | ||||||||
Biotechnology (0.1%) | ||||||||
Life Technologies Corp., 5.000%, 01/15/21, Callable 10/15/20 @ 100 | 438,000 | 453,490 | ||||||
Chemicals (1.0%) | ||||||||
Air Products & Chemicals, Inc., 4.150%, 02/01/13 | 864,000 | 902,523 | ||||||
E.I. du Pont de Nemours & Co., 4.250%, 04/01/21 | 831,000 | 910,614 | ||||||
E.I. du Pont de Nemours & Co., 5.000%, 07/15/13 | 1,182,000 | 1,268,265 | ||||||
Praxair, Inc., 1.750%, 11/15/12 | 2,959,000 | 2,995,298 | ||||||
Praxair, Inc., 4.625%, 03/30/15 | 1,613,000 | 1,779,891 | ||||||
7,856,591 | ||||||||
Computers (0.6%) | ||||||||
Hewlett-Packard Co., 4.375%, 09/15/21 | 2,289,000 | 2,325,358 | ||||||
Hewlett-Packard Co., 4.500%, 03/01/13 | 694,000 | 723,991 | ||||||
IBM Corp., 5.600%, 11/30/39 | 1,187,000 | 1,464,344 | ||||||
4,513,693 | ||||||||
Diversified Financial Services (3.3%) | ||||||||
ABB Treasury Center USA, Inc., 4.000%, 06/15/21(b) | 1,351,000 | 1,358,720 | ||||||
CME Group, Inc., 5.400%, 08/01/13 | 1,230,000 | 1,316,481 | ||||||
CME Group, Inc., 5.750%, 02/15/14 | 1,179,000 | 1,294,845 | ||||||
ERAC USA Finance LLC, 5.250%, 10/01/20(b) | 1,317,000 | 1,442,560 | ||||||
ERAC USA Finance LLC, 5.600%, 05/01/15(b) | 1,066,000 | 1,182,553 | ||||||
ERAC USA Finance LLC, 5.800%, 10/15/12(b) | 1,428,000 | 1,487,945 | ||||||
Ford Motor Credit Co. LLC, 5.000%, 05/15/18 | 2,343,000 | 2,263,141 | ||||||
Jefferies Group, Inc., 8.500%, 07/15/19 | 927,000 | 1,030,992 | ||||||
JPMorgan Chase & Co., 4.400%, 07/22/20 | 1,837,000 | 1,858,563 | ||||||
JPMorgan Chase & Co., 6.300%, 04/23/19 | 823,000 | 931,084 | ||||||
Lazard Group LLC, 7.125%, 05/15/15 | 1,781,000 | 1,967,070 | ||||||
MassMutual Global Funding LLC, 2.300%, 09/28/15(b) | 1,174,000 | 1,178,538 | ||||||
NASDAQ OMX Group, Inc. (The), 5.550%, 01/15/20 | 1,288,000 | 1,289,741 | ||||||
PACCAR Financial Corp., 1.550%, 09/29/14, MTN | 2,059,000 | 2,057,921 | ||||||
TIAA Global Markets, Inc., 5.125%, 10/10/12(b) | 1,572,000 | 1,631,505 | ||||||
Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN | 863,000 | 905,476 | ||||||
Woodside Finance Ltd., 4.600%, 05/10/21, Callable 02/10/21 @ 100(b) | 2,418,000 | 2,497,910 | ||||||
25,695,045 | ||||||||
Electric (1.1%) | ||||||||
Alabama Power Co., 5.800%, 11/15/13 | 1,024,000 | 1,126,321 | ||||||
Dominion Resources, Inc., 1.950%, 08/15/16 | 622,000 | 619,187 | ||||||
Duke Energy Carolinas LLC, 4.300%, 06/15/20 | 386,000 | 426,378 | ||||||
Exelon Generation Co. LLC, 6.200%, 10/01/17 | 1,190,000 | 1,341,825 | ||||||
Georgia Power Co., 6.000%, 11/01/13 | 704,000 | 774,109 | ||||||
MidAmerican Energy Holdings Co., 6.125%, 04/01/36 | 1,055,000 | 1,263,651 | ||||||
Public Service Co. of Colorado, Ser 17, 6.250%, 09/01/37 | 670,000 | 898,532 | ||||||
Southern California Edison Co., 5.750%, 03/15/14 | 1,083,000 | 1,200,847 | ||||||
Wisconsin Power & Light Co., 6.375%, 08/15/37 | 642,000 | 848,659 | ||||||
8,499,509 | ||||||||
Electronics (0.1%) | ||||||||
Thermo Fisher Scientific, Inc., 2.250%, 08/15/16 | 584,000 | 592,136 | ||||||
91
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Food (0.4%) | ||||||||
Kellogg Co., 4.250%, 03/06/13 | 1,045,000 | 1,092,230 | ||||||
Kraft Foods, Inc., 6.500%, 02/09/40 | 940,000 | 1,149,074 | ||||||
Kroger Co. (The), 7.500%, 01/15/14 | 678,000 | 766,970 | ||||||
3,008,274 | ||||||||
Healthcare — Products (0.4%) | ||||||||
Becton Dickinson and Co., 3.250%, 11/12/20 | 509,000 | 521,184 | ||||||
Covidien International Finance SA, 6.000%, 10/15/17 | 1,290,000 | 1,531,808 | ||||||
Stryker Corp., 2.000%, 09/30/16 | 916,000 | 920,417 | ||||||
2,973,409 | ||||||||
Healthcare — Services (0.3%) | ||||||||
Roche Holdings, Inc., 7.000%, 03/01/39(b) | 1,853,000 | 2,649,972 | ||||||
Insurance (1.2%) | ||||||||
Berkshire Hathaway, Inc., 3.200%, 02/11/15 | 2,266,000 | 2,382,407 | ||||||
Berkshire Hathaway, Inc., 4.600%, 05/15/13 | 1,441,000 | 1,519,308 | ||||||
Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b) | 986,000 | 938,637 | ||||||
Nationwide Financial Services, Inc., 5.375%, 03/25/21(b) | 2,212,000 | 2,163,371 | ||||||
OneBeacon U.S. Holdings, Inc., 5.875%, 05/15/13 | 706,000 | 723,602 | ||||||
Progressive Corp. (The), 3.750%, 08/23/21 | 395,000 | 402,914 | ||||||
Teachers Insurance & Annuity Association of America, 6.850%, 12/16/39(b) | 944,000 | 1,156,813 | ||||||
9,287,052 | ||||||||
Media (0.9%) | ||||||||
Comcast Corp., 6.450%, 03/15/37 | 670,000 | 770,754 | ||||||
NBC Universal Media LLC, 5.950%, 04/01/41 | 1,133,000 | 1,260,442 | ||||||
Thomson Reuters Corp., 5.950%, 07/15/13 | 293,000 | 316,568 | ||||||
Time Warner Cable, Inc., 5.850%, 05/01/17 | 2,802,000 | 3,113,476 | ||||||
Time Warner Cable, Inc., 8.250%, 02/14/14 | 1,092,000 | 1,241,133 | ||||||
Time Warner, Inc., 6.200%, 03/15/40 | 403,000 | 444,556 | ||||||
7,146,929 | ||||||||
Mining (0.9%) | ||||||||
Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20 | 455,000 | 493,252 | ||||||
Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39 | 1,006,000 | 1,086,959 | ||||||
Barrick International Barbados Corp., 6.350%, 10/15/36(b) | 975,000 | 1,141,586 | ||||||
Kinross Gold Corp., 5.125%, 09/01/21(b) | 2,647,000 | 2,625,925 | ||||||
Newmont Mining Corp., 6.250%, 10/01/39 | 1,812,000 | 2,047,259 | ||||||
7,394,981 | ||||||||
Miscellaneous Manufacturer (1.2%) | ||||||||
3M Co., 1.375%, 09/29/16 | 915,000 | 910,051 | ||||||
Danaher Corp., 3.900%, 06/23/21, Callable 03/23/21 @ 100 | 984,000 | 1,058,355 | ||||||
General Electric Co., 5.000%, 02/01/13 | 3,036,000 | 3,179,694 | ||||||
General Electric Co., 5.250%, 12/06/17 | 821,000 | 912,183 | ||||||
Illinois Tool Works, Inc., 6.250%, 04/01/19 | 1,865,000 | 2,317,191 | ||||||
Siemens Financieringsmat, 6.125%, 08/17/26(b) | 982,000 | 1,204,388 | ||||||
9,581,862 | ||||||||
Office/Business Equip (0.3%) | ||||||||
Xerox Corp., 5.500%, 05/15/12 | 915,000 | 940,332 | ||||||
Xerox Corp., 6.350%, 05/15/18 | 1,176,000 | 1,336,701 | ||||||
2,277,033 | ||||||||
Oil & Gas (0.9%) | ||||||||
Ensco PLC, 4.700%, 03/15/21 | 1,462,000 | 1,490,123 | ||||||
Shell International Finance BV, 6.375%, 12/15/38 | 2,997,000 | 4,083,823 |
92
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Oil & Gas—continued | ||||||||
Statoil ASA, 3.125%, 08/17/17 | 380,000 | 402,509 | ||||||
Total Capital SA, 3.000%, 06/24/15 | 861,000 | 910,169 | ||||||
6,886,624 | ||||||||
Oil & Gas Services (0.6%) | ||||||||
Baker Hughes, Inc., 5.125%, 09/15/40 | 1,101,000 | 1,260,541 | ||||||
Schlumberger Investment SA, 3.300%, 09/14/21, Callable 06/14/21 @ 100(b) | 1,428,000 | 1,429,424 | ||||||
Weatherford International Ltd., 5.125%, 09/15/20 | 899,000 | 914,914 | ||||||
Weatherford International Ltd., 6.500%, 08/01/36 | 851,000 | 891,911 | ||||||
4,496,790 | ||||||||
Pharmaceuticals (1.5%) | ||||||||
Abbott Laboratories, 5.600%, 11/30/17 | 2,182,000 | 2,593,124 | ||||||
Express Scripts, Inc., 5.250%, 06/15/12 | 1,586,000 | 1,628,538 | ||||||
GlaxoSmithKline Capital, Inc., 5.650%, 05/15/18 | 1,421,000 | 1,718,347 | ||||||
Novartis Securities Investment Ltd., 5.125%, 02/10/19 | 767,000 | 905,408 | ||||||
Sanofi-Aventis SA, 4.000%, 03/29/21 | 1,949,000 | 2,114,184 | ||||||
Schering-Plough Corp., 6.550%, 09/15/37 | 1,058,000 | 1,486,729 | ||||||
Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36 | 547,000 | 679,574 | ||||||
Teva Pharmaceutical Finance II/III, 3.000%, 06/15/15 | 921,000 | 965,439 | ||||||
12,091,343 | ||||||||
Pipelines (1.6%) | ||||||||
El Paso Natural Gas Co., 5.950%, 04/15/17 | 527,000 | 592,841 | ||||||
El Paso Pipeline Partners Operating Co. LLC, 6.500%, 04/01/20 | 734,000 | 807,961 | ||||||
Energy Transfer Partners LP, 6.050%, 06/01/41, Callable 12/01/40 @ 100 | 973,000 | 909,577 | ||||||
Energy Transfer Partners LP, 6.625%, 10/15/36 | 831,000 | 854,154 | ||||||
Enterprise Products Operating LLC, 5.250%, 01/31/20 | 2,358,000 | 2,591,319 | ||||||
Enterprise Products Operating LLC, Ser J, 5.750%, 03/01/35 | 883,000 | 917,746 | ||||||
Rockies Express Pipeline LLC, 6.850%, 07/15/18(b) | 1,028,000 | 1,080,149 | ||||||
Southern Natural Gas Co., 5.900%, 04/01/17(b) | 339,000 | 380,244 | ||||||
TC Pipelines LP, 4.650%, 06/15/21 | 1,167,000 | 1,200,422 | ||||||
TransCanada PipeLines Ltd., 6.100%, 06/01/40 | 1,066,000 | 1,311,238 | ||||||
Transcontinental Gas Pipe Line Co. LLC, 6.050%, 06/15/18 | 365,000 | 421,794 | ||||||
Williams Partners LP, 4.125%, 11/15/20, Callable 08/15/20 @ 100 | 1,455,000 | 1,443,711 | ||||||
12,511,156 | ||||||||
Real Estate Investment Trusts (0.9%) | ||||||||
BioMed Realty LP, 3.850%, 04/15/16, Callable 03/15/16 @ 100 | 978,000 | 958,558 | ||||||
Digital Realty Trust LP, 4.500%, 07/15/15 | 2,551,000 | 2,603,428 | ||||||
Digital Realty Trust LP, 5.875%, 02/01/20 | 551,000 | 579,697 | ||||||
Healthcare Realty Trust, Inc., 6.500%, 01/17/17 | 2,448,000 | 2,642,562 | ||||||
6,784,245 | ||||||||
Retail (1.2%) | ||||||||
Family Dollar Stores, Inc., 5.000%, 02/01/21 | 670,000 | 656,374 | ||||||
Wal-Mart Stores, Inc., 5.250%, 09/01/35 | 398,000 | 456,710 | ||||||
Wal-Mart Stores, Inc., 6.500%, 08/15/37 | 3,912,000 | 5,187,703 | ||||||
Walgreen Co., 4.875%, 08/01/13 | 889,000 | 955,137 | ||||||
Wesfarmers Ltd., 6.998%, 04/10/13(b) | 1,821,000 | 1,955,935 | ||||||
9,211,859 | ||||||||
93
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Semiconductors (0.6%) | ||||||||
Analog Devices Inc., 3.000%, 04/15/16 | 362,000 | 375,238 | ||||||
Intel Corp., 1.950%, 10/01/16 | 1,045,000 | 1,052,540 | ||||||
Intel Corp., 4.800%, 10/01/41 | 3,458,000 | 3,717,170 | ||||||
5,144,948 | ||||||||
Software (0.5%) | ||||||||
Fiserv, Inc., 4.750%, 06/15/21 | 1,288,000 | 1,340,945 | ||||||
Oracle Corp., 5.750%, 04/15/18 | 2,183,000 | 2,600,898 | ||||||
3,941,843 | ||||||||
Telecommunication Services (1.9%) | ||||||||
AT&T, Inc., 4.950%, 01/15/13 | 1,367,000 | 1,431,714 | ||||||
AT&T, Inc., 5.550%, 08/15/41 | 1,318,000 | 1,418,983 | ||||||
CC Holdings GS V LLC/Crown Castle GS III Corp., 7.750%, 05/01/17, Callable 05/01/13 @ 103.88(b) | 1,395,000 | 1,485,675 | ||||||
Cellco Partnership/Verizon Wireless Capital LLC, 5.550%, 02/01/14 | 784,000 | 857,729 | ||||||
Cisco Systems, Inc., 5.500%, 02/22/16 | 1,011,000 | 1,165,656 | ||||||
Cisco Systems, Inc., 5.500%, 01/15/40 | 1,945,000 | 2,243,983 | ||||||
Juniper Networks, Inc., 3.100%, 03/15/16 | 330,000 | 337,606 | ||||||
Rogers Communications, Inc., 7.500%, 03/15/15 | 940,000 | 1,107,869 | ||||||
SBC Communications, Inc., 5.100%, 09/15/14 | 1,372,000 | 1,506,733 | ||||||
SBC Communications, Inc., 6.450%, 06/15/34 | 675,000 | 776,710 | ||||||
Verizon Communications, Inc., 5.250%, 04/15/13 | 985,000 | 1,047,161 | ||||||
Verizon Communications, Inc., 5.550%, 02/15/16 | 1,171,000 | 1,335,968 | ||||||
14,715,787 | ||||||||
Transportation (0.1%) | ||||||||
United Parcel Service, Inc., 3.125%, 01/15/21 | 853,000 | 890,545 | ||||||
Trucking & Leasing (0.3%) | ||||||||
Aviation Capital Group, 7.125%, 10/15/20(b) | 1,566,000 | 1,552,125 | ||||||
Aviation Capital Group Corp., 6.750%, 04/06/21(b) | 607,000 | 584,001 | ||||||
2,136,126 | ||||||||
Water (0.2%) | ||||||||
Veolia Environment SA, 6.000%, 06/01/18 | 1,284,000 | 1,422,558 | ||||||
Total Corporate Bonds (Cost $171,916,782) | 187,460,767 | |||||||
U.S. Government Agency Mortgages (23.0%) | ||||||||
Federal Home Loan Mortgage Corporation (5.1%) | ||||||||
Pool #G01740, 5.500%, 12/01/34 | 2,124,389 | 2,313,393 | ||||||
Pool #G02162, 5.500%, 05/01/36 | 3,144,527 | 3,419,869 | ||||||
Pool #G02252, 5.500%, 07/01/36(c) | 2,212,134 | 2,405,834 | ||||||
Pool #G02424, 5.500%, 12/01/36 | 883,158 | 960,490 | ||||||
Pool #G04997, 5.000%, 01/01/37(c) | 11,853,978 | 12,770,932 | ||||||
Pool #G05521, 5.500%, 05/01/37 | 1,660,190 | 1,821,384 | ||||||
Pool #G04337, 5.500%, 04/01/38 | 1,787,394 | 1,939,992 | ||||||
Pool #1B8266, 2.889%, 05/01/41(a) | 5,012,715 | 5,191,171 | ||||||
Pool #848553, 2.702%, 06/01/41(a) | 2,596,182 | 2,673,105 | ||||||
Pool #1B8553, 2.358%, 07/01/41(a) | 5,019,691 | 5,158,242 | ||||||
Pool #1B8740, 2.427%, 09/01/41(a) | 1,134,550 | 1,166,729 | ||||||
39,821,141 | ||||||||
Federal National Mortgage Association (16.8%) | ||||||||
Pool #468958, 3.770%, 09/01/21(a)(c) | 800,000 | 853,042 | ||||||
Pool #469000, 3.780%, 09/01/21(a)(c) | 3,779,000 | 4,006,340 | ||||||
Pool #469242, 3.790%, 09/01/21(a) | 1,644,000 | 1,744,364 | ||||||
Pool #469017, 3.810%, 09/01/21(a) | 670,000 | 711,718 | ||||||
Pool #469452, 3.38%, 11/01/21(c) | 3,743,700 | 3,799,560 |
94
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal National Mortgage Association—continued | ||||||||
Pool #469252, 3.480%, 11/01/21(c) | 3,200,000 | 3,288,000 | ||||||
Pool #725773, 5.500%, 09/01/34 | 7,267,186 | 7,938,719 | ||||||
Pool #735061, 6.000%, 11/01/34(c) | 2,205,272 | 2,443,165 | ||||||
Pool #735141, 5.500%, 01/01/35 | 2,421,196 | 2,644,930 | ||||||
Pool #735500, 5.500%, 05/01/35(c) | 6,685,891 | 7,299,531 | ||||||
Pool #888344, 5.000%, 10/01/35 | 4,818,552 | 5,202,430 | ||||||
Pool #190363, 5.500%, 11/01/35 | 4,461,738 | 4,871,241 | ||||||
Pool #AE0115, 5.500%, 12/01/35 | 7,449,223 | 8,147,143 | ||||||
Pool #745087, 5.500%, 12/01/35 | 687,994 | 751,139 | ||||||
Pool #745428, 5.500%, 01/01/36 | 5,559,467 | 6,069,721 | ||||||
Pool #310011, 6.000%, 06/01/36(c) | 606,561 | 670,351 | ||||||
Pool #190370, 6.000%, 06/01/36 | 16,907,957 | 18,620,945 | ||||||
Pool #888173, 5.500%, 11/01/36 | 3,059,424 | 3,340,221 | ||||||
Pool #889140, 5.500%, 05/01/37 | 7,775,946 | 8,560,101 | ||||||
Pool #976965, 6.000%, 02/01/38(c) | 3,409,826 | 3,803,235 | ||||||
Pool #889529, 6.000%, 03/01/38 | 4,013,087 | 4,464,810 | ||||||
Pool #889990, 5.500%, 09/01/38 | 3,797,039 | 4,179,946 | ||||||
Pool #AE0694, 6.000%, 01/01/39 | 2,635,663 | 2,932,340 | ||||||
Pool #995724, 6.000%, 04/01/39 | 10,462,358 | 11,640,028 | ||||||
3.000%, TBA, 15 Year Maturity(c) | 6,314,000 | 6,504,406 | ||||||
3.000%, TBA, 15 Year Maturity(c) | 6,901,000 | 7,082,151 | ||||||
131,569,577 | ||||||||
Government National Mortgage Association (1.1%) | ||||||||
Pool #751387, 4.743%, 01/20/61 | 8,185,778 | 8,938,486 | ||||||
Total U.S. Government Agency Mortgages (Cost $176,528,066) | 180,329,204 | |||||||
U.S. Treasury Obligations (35.2%) | ||||||||
U.S. Treasury Bond (4.3%) | ||||||||
4.375%, 05/15/41(d) | 26,367,000 | 34,063,000 | ||||||
U.S. Treasury Notes (30.9%) | ||||||||
0.750%, 11/30/11(d) | 82,730,000 | 82,820,507 | ||||||
0.875%, 02/29/12 | 58,987,000 | 59,178,118 | ||||||
1.250%, 10/31/15 | 10,779,000 | 11,007,213 | ||||||
1.750%, 05/31/16 | 38,285,000 | 39,813,337 | ||||||
2.125%, 08/15/21 | 48,962,000 | 49,826,669 | ||||||
242,645,844 | ||||||||
Total U.S. Treasury Obligations (Cost $271,470,494) | 276,708,844 | |||||||
Units (0.0%) | ||||||||
Commercial Services (0.0%) | ||||||||
Alion Science Technology Corp.*(e)(f) | 35 | — | ||||||
Total Units (Cost $2,347) | — | |||||||
Money Market Fund (10.8%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g) | 84,640,082 | 84,640,082 | ||||||
Total Money Market Fund (Cost $84,640,082) | 84,640,082 | |||||||
Total Investments (Cost $815,904,768) — 108.5% | 851,375,549 | |||||||
Liabilities in excess of other assets — (8.5)% | (66,780,390 | ) | ||||||
Net Assets — 100.0% | $ | 784,595,159 | ||||||
* | Non-income producing security. | |
(a) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 6.6% of net assets as of September 30, 2011. |
(c) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. |
95
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — continued
(d) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. | |
(e) | Valued at fair value using procedures approved by the Board. Fair valued securities held by the Fund represent 0.0% of net assets as of September 30, 2011. |
(f) | Each unit consists of $1,000 principal amount of 12.000% senior secured notes due on November 1, 2014 and one warrant to purchase 1.9439 shares of common stock. |
(g) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
MTN | — Medium Term Note | |
TBA | — To Be Announced. Securities purchased on a forward commitment basis with an appropriate principal amount and no definitive maturity date. The actual principal and maturity date will be determined upon settlement date. |
Fixed | ||||||||||||||||||||||||||||||||
Variable | Rate | Upfront | ||||||||||||||||||||||||||||||
Rate | Received | Floating | Payments | Unrealized | ||||||||||||||||||||||||||||
Notional | Paid by the | by the | Rate | Expiration | Made | Appreciation | ||||||||||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Fund(%) | Fund(%) | Index | Date | (Received)($) | Value($) | (Depreciation)($) | |||||||||||||||||||||||
New Zealand Dollar | Morgan Stanley | 92,000,000 | 2.950 | 3.035 | 3 Month New Zealand LIBOR | 09/13/12 | — | 60,237 | 60,237 | |||||||||||||||||||||||
Upfront | Unrealized | |||||||||||||||||||||||||
Notional | Fixed | Expiration | Payments Made | Appreciation | ||||||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | (Received)($) | Value($) | (Depreciation)($) | |||||||||||||||||||
Republic of Turkey 5 Year | JPMorgan | 16,680,000 | 1.000 | 09/20/16 | 1,184,577 | 1,429,960 | 245,383 | |||||||||||||||||||
Upfront | Unrealized | |||||||||||||||||||||||||
Notional | Fixed | Expiration | Payments Made | Appreciation | ||||||||||||||||||||||
Underlying Instrument | Counterparty | Amount($) | Rate(%) | Date | (Received)($) | Value($) | (Depreciation)($) | |||||||||||||||||||
CDX.NA.HY.17 | JPMorgan | 77,000,000 | 5.000 | 12/20/16 | (9,036,438 | ) | (9,355,551 | ) | (319,113 | ) | ||||||||||||||||
96
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Total Return Bond Fund — concluded
Contract | ||||||||||||||||||||||
Amount | Contract | Unrealized | ||||||||||||||||||||
Delivery | in Local | Value | Market | Appreciation | ||||||||||||||||||
Currency | Counterparty | Date | Currency | in USD($) | Value($) | (Depreciation)($) | ||||||||||||||||
Short: | ||||||||||||||||||||||
Euro | JPMorgan | 10/12/11 | 5,399,957 | 7,500,000 | 7,234,159 | 265,841 | ||||||||||||||||
Euro | JPMorgan | 10/24/11 | 17,040,988 | 23,160,000 | 22,827,252 | 332,748 | ||||||||||||||||
Euro | Morgan Stanley | 10/11/11 | 10,500,000 | 14,275,012 | 14,066,638 | 208,374 | ||||||||||||||||
Swiss Franc | Morgan Stanley | 10/11/11 | 12,637,705 | 14,669,760 | 13,944,587 | 725,173 | ||||||||||||||||
Total Short Contracts | $ | 59,604,772 | $ | 58,072,636 | $ | 1,532,136 | ||||||||||||||||
Contract | ||||||||||||||||||||||
Amount | Contract | Unrealized | ||||||||||||||||||||
Delivery | in Local | Value | Market | Appreciation | ||||||||||||||||||
Currency | Counterparty | Date | Currency | in USD($) | Value($) | (Depreciation)($) | ||||||||||||||||
Long: | ||||||||||||||||||||||
Euro | JPMorgan | 10/12/11 | 5,399,957 | 7,448,322 | 7,234,159 | (214,163 | ) | |||||||||||||||
Euro | JPMorgan | 10/24/11 | 17,040,988 | 22,991,666 | 22,827,253 | (164,413 | ) | |||||||||||||||
Euro | Morgan Stanley | 10/11/11 | 10,500,000 | 14,669,760 | 14,066,638 | (603,122 | ) | |||||||||||||||
Swiss Franc | Morgan Stanley | 10/11/11 | 12,637,705 | 14,075,284 | 13,944,587 | (130,697 | ) | |||||||||||||||
Total Long Contracts | $ | 59,185,032 | $ | 58,072,637 | $ | (1,112,395 | ) | |||||||||||||||
97
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Securities (10.4%) | ||||||||
Automobiles (3.0%) | ||||||||
Ford Credit Auto Owner Trust, Ser 2009-D, Cl A3, 2.170%, 10/15/13 | 79,544 | 80,122 | ||||||
Harley-Davidson Motorcycle Trust, Ser 2009-4, Cl A3, 1.870%, 02/15/14 | 721,278 | 723,934 | ||||||
Honda Auto Receivables Owner Trust, Ser 2009-3, Cl A3, 2.310%, 05/15/13 | 386,291 | 388,536 | ||||||
Honda Auto Receivables Owner Trust, Ser 2010-2, Cl A3, 1.340%, 03/18/14 | 205,183 | 206,242 | ||||||
Hyundai Auto Receivables Trust, Ser 2011-A, Cl A2, 0.690%, 11/15/13 | 1,000,000 | 1,000,197 | ||||||
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A3, 1.040%, 09/15/15 | 520,000 | 522,632 | ||||||
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A4, 1.650%, 02/15/17 | 455,000 | 463,375 | ||||||
Nissan Auto Lease Trust, Ser 2009-B, Cl A3, 2.070%, 01/15/15 | 6,896 | 6,900 | ||||||
World Omni Auto Receivables Trust, Ser 2011-A, Cl A3, 1.110%, 05/15/15 | 555,000 | 556,365 | ||||||
3,948,303 | ||||||||
Credit Card (5.2%) | ||||||||
American Express Credit Account Master Trust, Ser 2009-1, Cl A, 1.579%, 12/15/14(a) | 1,100,000 | 1,108,692 | ||||||
American Express Credit Account Master Trust, Ser 2010-1, Cl A, 0.479%, 11/16/15(a) | 1,185,000 | 1,187,704 | ||||||
Chase Issuance Trust, Ser 2005-A2, Cl A2, 0.299%, 12/15/14(a) | 905,000 | 904,618 | ||||||
Chase Issuance Trust, Ser 2007-A16, Cl A16, 0.647%, 06/16/14(a) | 340,000 | 340,383 | ||||||
Discover Card Master Trust, Ser 2008-A4, Cl A4, 5.650%, 12/15/15 | 890,000 | 964,904 | ||||||
Discover Card Master Trust, Ser 2009-A1, Cl A1, 1.529%, 12/15/14(a) | 2,412,000 | 2,432,957 | ||||||
6,939,258 | ||||||||
Other (2.2%) | ||||||||
GE Equipment Transportation LLC, Ser 2011-1, Cl A2, 0.770%, 10/21/13 | 1,840,000 | 1,839,346 | ||||||
John Deere Owner Trust, Ser 2011-A, Cl A2, 0.640%, 06/16/14 | 1,085,000 | 1,084,592 | ||||||
2,923,938 | ||||||||
Total Asset-Backed Securities (Cost $13,778,461) | 13,811,499 | |||||||
Certificate of Deposit (0.8%) | ||||||||
Banks (0.8%) | ||||||||
Deutsche Bank NY, 0.550%, 01/19/12 | 1,005,000 | 1,005,525 | ||||||
Total Certificate of Deposit (Cost $1,005,525) | 1,005,525 | |||||||
Collateralized Mortgage Obligations (29.5%) | ||||||||
Banc of America Commercial Mortgage, Inc., Ser 2003-1, Cl A1, 3.878%, 09/11/36 | 64,427 | 64,420 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2004-1, Cl A4, 4.760%, 11/10/39 | 320,000 | 334,712 | ||||||
Banc of America Commercial Mortgage, Inc., Ser 2004-6, Cl AJ, 4.870%, 12/10/42 | 1,535,000 | 1,406,269 | ||||||
Banc of America Mortgage Securities, Inc., Ser 2003-F, Cl 1A1, 2.748%, 07/25/33(a) | 478,653 | 420,755 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 1999-C1, Cl B, 6.200%, 02/14/31(a) | 568,504 | 579,140 | ||||||
Bear Stearns Commercial Mortgage Securities, Ser 2007-T28, Cl A2, 5.588%, 10/11/12 | 1,080,000 | 1,099,872 |
98
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(Unaudited)
Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
Citigroup Commercial Mortgage Trust, Ser 2004-C1, Cl A3, 5.251%, 04/15/40(a)(b) | 1,009,152 | 1,045,747 | ||||||
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4, 6.975%, 01/17/32(a) | 894,859 | 926,951 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl A2, 6.096%, 07/16/34(c) | 16,568 | 16,691 | ||||||
Countrywide Home Loan Mortgage Pass-Through Certificates, Ser 2003-15, Cl 1A1, 0.735%, 06/25/18(a) | 741,683 | 700,278 | ||||||
CS First Boston Mortgage Securities Corp., Ser 2004-1, Cl 4A1, 5.000%, 02/25/19 | 210,092 | 213,606 | ||||||
FDIC Structured Sale Guaranteed Notes, Ser 2010-L2A, Cl A, 3.000%, 09/30/19(c) | 426,740 | 429,172 | ||||||
Federal Home Loan Mortgage Corporation, Ser 2892, Cl F, 0.529%, 01/15/19(a) | 186,468 | 186,594 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3136, Cl KF, 0.529%, 04/15/36(a) | 1,826,670 | 1,823,465 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3200, Cl FP, 0.429%, 08/15/36(a) | 739,644 | 735,653 | ||||||
Federal National Mortgage Association, Ser 2002-M2, Cl C, 4.717%, 08/25/12 | 816,455 | 833,317 | ||||||
Federal National Mortgage Association, Ser 2003-129, Cl GA, 4.680%, 04/25/30 | 1,157,434 | 1,179,427 | ||||||
Federal National Mortgage Association, Ser 2003-63, Cl FE, 0.635%, 10/25/31(a) | 573,839 | 573,204 | ||||||
Federal National Mortgage Association, Ser 2005-42, Cl PF, 0.435%, 05/25/35(a) | 483,374 | 481,448 | ||||||
Federal National Mortgage Association, Ser 2005-92, Cl UF, 0.585%, 10/25/25(a) | 431,094 | 429,832 | ||||||
Federal National Mortgage Association, Ser 2007-102, Cl FA, 0.805%, 11/25/37(a) | 1,318,634 | 1,324,165 | ||||||
Federal National Mortgage Association, Ser 2007-109, Cl NF, 0.785%, 12/25/37(a) | 1,311,676 | 1,316,398 | ||||||
Federal National Mortgage Association, Ser 2007-30, Cl WF, 0.475%, 04/25/37(a) | 2,166,853 | 2,153,500 | ||||||
Federal National Mortgage Association, Ser 2007-54, Cl KF, 0.545%, 06/25/37(a) | 691,950 | 689,047 | ||||||
Federal National Mortgage Association, Ser 2009-37, Cl HA, 4.000%, 04/25/19 | 181,754 | 192,471 | ||||||
Federal National Mortgage Association, Ser 2010-134, Cl BF, 0.665%, 10/25/40(a) | 1,981,416 | 1,980,109 | ||||||
Federal National Mortgage Association, Ser 2011-M1, Cl FA, 0.685%, 06/25/21(a) | 3,865,560 | 3,789,029 | ||||||
First Horizon Mortgage Pass-Through Trust, Ser 2004-AR4, Cl 2A1, 2.723%, 08/25/34(a) | 402,660 | 344,188 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2003-C2, Cl A2, 5.638%, 05/10/40(a) | 790,000 | 840,728 | ||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2004-C2, Cl A2, 4.760%, 08/10/38 | 334,604 | 334,408 |
99
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Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
GMAC Commercial Mortgage Securities, Inc., Ser 2004-C3, Cl A4, 4.547%, 12/10/41 | 445,581 | 447,585 | ||||||
Government National Mortgage Association, Ser 2005-50, Cl A, 4.015%, 10/16/26 | 881,791 | 902,918 | ||||||
Government National Mortgage Association, Ser 2005-67, Cl B, 4.751%, 10/16/26(a) | 896,409 | 904,822 | ||||||
Government National Mortgage Association, Ser 2010-66, Cl A, 1.869%, 09/16/27 | 393,159 | 396,442 | ||||||
Greenwich Capital Commercial Funding Corp., Ser 2005-GG3, Cl A2, 4.305%, 08/10/42 | 474,818 | 474,732 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A4, 4.529%, 01/12/37 | 376,341 | 376,063 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CBX, Cl A5, 4.654%, 01/12/37(b) | 1,500,000 | 1,525,538 | ||||||
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP1, Cl A2, 4.625%, 03/15/46 | 865,179 | 873,599 | ||||||
LB Commercial Conduit Mortgage Trust, Ser 1998-C1, Cl D, 6.980%, 02/18/30 | 146,324 | 149,093 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A3, 4.071%, 09/15/26 | 92,968 | 93,558 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2003-C7, Cl A3, 4.559%, 09/15/27(a) | 870,000 | 870,530 | ||||||
Merrill Lynch Mortgage Trust, Ser 2004-BPC1, Cl A3, 4.467%, 10/12/41(a) | 208,608 | 209,520 | ||||||
Morgan Stanley Capital I, Ser 2004-IQ7, Cl A4, 5.546%, 06/15/38(a) | 540,000 | 577,772 | ||||||
Morgan Stanley Capital I, Ser 2006-HQ8, Cl A3, 5.651%, 03/12/44(a) | 723,549 | 727,091 | ||||||
Provident Funding Mortgage Loan Trust, Ser 2004-1, Cl 1A1, 2.631%, 04/25/34(a) | 250,081 | 233,336 | ||||||
Thornburg Mortgage Securities Trust, Ser 2006-6, Cl A1, 0.345%, 11/25/46(a) | 441,278 | 439,097 | ||||||
Washington Mutual Mortgage Pass-Through Certificates, Ser 2003-S12, Cl 2A, 4.750%, 11/25/18 | 188,209 | 193,518 | ||||||
Wellington Sarm, 0.990%, 11/04/21(d) | 2,785,000 | 2,785,000 | ||||||
Wells Fargo Mortgage Backed Securities Trust, Ser 2007-16, Cl 1A1, 6.000%, 12/28/37 | 708,148 | 732,969 | ||||||
Total Collateralized Mortgage Obligations (Cost $39,636,149) | 39,357,779 | |||||||
Corporate Bonds (32.1%) | ||||||||
Auto Manufacturers (0.5%) | ||||||||
Daimler Finance North America LLC, 1.950%, 03/28/14(c) | 615,000 | 609,998 | ||||||
Banks (7.8%) | ||||||||
Bank of America Corp., 0.837%, 09/11/12(a) | 330,000 | 323,929 | ||||||
Bank of America Corp., 1.796%, 07/11/14(a) | 755,000 | 671,978 | ||||||
Bank of America Corp., 1.673%, 01/30/14, MTN(a) | 245,000 | 221,905 | ||||||
Bank of Montreal, 0.723%, 04/29/14, MTN(a) | 205,000 | 204,882 | ||||||
Bank of New York Mellon Corp. (The), 0.534%, 01/31/14, MTN(a) | 735,000 | 733,275 | ||||||
Bank of New York Mellon Corp. (The), 5.125%, 08/27/13, MTN | 520,000 | 559,699 |
100
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Banks—continued | ||||||||
Bank of Nova Scotia, 2.250%, 01/22/13 | 440,000 | 448,307 | ||||||
Bank of Nova Scotia, 2.375%, 12/17/13 | 280,000 | 287,835 | ||||||
Barclays Bank PLC, 5.200%, 07/10/14 | 780,000 | 797,690 | ||||||
BB&T Corp., 3.850%, 07/27/12, MTN | 1,150,000 | 1,176,089 | ||||||
Capital One Financial Corp., 1.400%, 07/15/14(a) | 615,000 | 612,804 | ||||||
Royal Bank of Canada, 0.550%, 04/17/14(a) | 1,230,000 | 1,225,002 | ||||||
State Street Corp., 0.353%, 04/30/12(a) | 400,000 | 399,941 | ||||||
Toronto-Dominion Bank (The), 0.549%, 07/14/14(a) | 255,000 | 255,132 | ||||||
Wachovia Corp., 5.500%, 05/01/13, MTN | 1,400,000 | 1,487,714 | ||||||
Westpac Banking Corp., 0.552%, 10/21/11(a)(c) | 700,000 | 700,034 | ||||||
Westpac Banking Corp., 2.250%, 11/19/12 | 290,000 | 293,858 | ||||||
10,400,074 | ||||||||
Beverages (1.5%) | ||||||||
Anheuser-Busch InBev Worldwide, Inc., 1.500%, 07/14/14 | 250,000 | 251,780 | ||||||
Anheuser-Busch InBev Worldwide, Inc., 2.500%, 03/26/13 | 295,000 | 301,401 | ||||||
Dr Pepper Snapple Group, Inc., 2.350%, 12/21/12 | 565,000 | 573,517 | ||||||
PepsiCo, Inc., 0.355%, 05/10/13(a) | 890,000 | 890,053 | ||||||
2,016,751 | ||||||||
Chemicals (0.5%) | ||||||||
Dow Chemical Co. (The), 4.850%, 08/15/12 | 590,000 | 607,466 | ||||||
Cosmetics/Personal Care (0.3%) | ||||||||
Procter & Gamble Co. (The), 0.326%, 11/14/12(a) | 410,000 | 410,780 | ||||||
Diversified Financial Services (10.0%) | ||||||||
American Express Credit Corp., 1.208%, 06/24/14(a) | 735,000 | 727,968 | ||||||
BlackRock, Inc., 0.608%, 05/24/13(a) | 1,210,000 | 1,209,026 | ||||||
BlackRock, Inc., 2.250%, 12/10/12 | 640,000 | 649,937 | ||||||
Caterpillar Financial Services Corp., 5.750%, 02/15/12 | 1,185,000 | 1,207,442 | ||||||
Citigroup, Inc., 5.500%, 04/11/13 | 1,280,000 | 1,317,409 | ||||||
General Electric Capital Corp., 1.096%, 01/07/14(a) | 1,675,000 | 1,653,567 | ||||||
Goldman Sachs Group, Inc. (The), 1.269%, 02/07/14(a) | 1,265,000 | 1,212,131 | ||||||
Goldman Sachs Group, Inc. (The), 5.150%, 01/15/14 | 205,000 | 212,251 | ||||||
John Deere Capital Corp., 0.551%, 03/03/14(a) | 785,000 | 780,988 | ||||||
JPMorgan Chase & Co., 5.750%, 01/02/13 | 1,005,000 | 1,052,936 | ||||||
JPMorgan Chase & Co., 1.097%, 05/02/14, MTN(a) | 1,105,000 | 1,088,253 | ||||||
MassMutual Global Funding II, 0.629%, 01/14/14(a)(c) | 1,160,000 | 1,160,234 | ||||||
Morgan Stanley, 1.853%, 01/24/14(a) | 985,000 | 918,987 | ||||||
Woodside Finance Ltd., 4.500%, 11/10/14(c) | 160,000 | 169,880 | ||||||
13,361,009 | ||||||||
Electric (1.9%) | ||||||||
Dominion Resources, Inc., Ser B, 6.250%, 06/30/12 | 380,000 | 394,289 | ||||||
Duke Energy Corp., 6.300%, 02/01/14 | 550,000 | 609,775 | ||||||
Midamerican Energy Holdings Co., 5.875%, 10/01/12 | 475,000 | 497,952 | ||||||
Peco Energy Co., 4.750%, 10/01/12 | 420,000 | 435,230 | ||||||
PSEG Power LLC, 6.950%, 06/01/12 | 585,000 | 607,068 | ||||||
2,544,314 | ||||||||
Electronics (0.6%) | ||||||||
Thermo Fisher Scientific, Inc., 2.150%, 12/28/12 | 760,000 | 772,495 | ||||||
101
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Food (0.6%) | ||||||||
General Mills, Inc., 5.650%, 09/10/12 | 610,000 | 636,897 | ||||||
Kraft Foods, Inc., 5.625%, 11/01/11 | 103,000 | 103,327 | ||||||
740,224 | ||||||||
Insurance (3.8%) | ||||||||
Allstate Life Global Funding Trusts, 5.375%, 04/30/13, MTN | 1,105,000 | 1,171,088 | ||||||
Berkshire Hathaway, Inc., 0.708%, 02/11/13(a) | 865,000 | 866,637 | ||||||
Hartford Financial Services Group, Inc., 5.250%, 10/15/11 | 535,000 | 535,634 | ||||||
MetLife Institutional Funding II, 1.145%, 04/04/14(a)(c) | 1,025,000 | 1,023,743 | ||||||
MetLife, Inc., 5.500%, 06/15/14 | 220,000 | 240,895 | ||||||
MetLife, Inc., 6.125%, 12/01/11 | 280,000 | 282,238 | ||||||
New York Life Global Funding, 4.650%, 05/09/13(c) | 120,000 | 126,706 | ||||||
Prudential Financial, Inc., 2.750%, 01/14/13, MTN | 760,000 | 766,705 | ||||||
5,013,646 | ||||||||
Iron/Steel (0.3%) | ||||||||
ArcelorMittal, 5.375%, 06/01/13 | 455,000 | 464,285 | ||||||
Media (0.6%) | ||||||||
DIRECTV Holdings LLC, 7.625%, 05/15/16, Callable 05/15/2012 @ 103.81 | 230,000 | 247,250 | ||||||
Time Warner Cable, Inc., 5.400%, 07/02/12 | 505,000 | 521,239 | ||||||
768,489 | ||||||||
Mining (0.6%) | ||||||||
Rio Tinto Alcan, Inc., 4.875%, 09/15/12 | 745,000 | 768,621 | ||||||
Pharmaceuticals (0.4%) | ||||||||
McKesson Corp., 5.250%, 03/01/13 | 285,000 | 301,638 | ||||||
McKesson Corp., 6.500%, 02/15/14 | 200,000 | 223,515 | ||||||
525,153 | ||||||||
Pipelines (1.0%) | ||||||||
Enterprise Products Operating LLC, Ser M, 5.650%, 04/01/13 | 605,000 | 639,949 | ||||||
Kinder Morgan Energy Partners LP, 7.125%, 03/15/12 | 150,000 | 153,848 | ||||||
Plains All American Pipeline LP, 4.250%, 09/01/12 | 545,000 | 560,260 | ||||||
1,354,057 | ||||||||
Telecommunication Services (1.0%) | ||||||||
New Cingular Wireless Services, Inc., 8.125%, 05/01/12 | 850,000 | 884,303 | ||||||
Verizon Communications, Inc., 0.856%, 03/28/14(a) | 470,000 | 471,315 | ||||||
1,355,618 | ||||||||
Toys/Games/Hobbies (0.3%) | ||||||||
Mattel, Inc., 5.625%, 03/15/13 | 370,000 | 392,526 | ||||||
Transportation (0.4%) | ||||||||
Union Pacific Corp., 6.500%, 04/15/12 | 585,000 | 601,654 | ||||||
Total Corporate Bonds (Cost $43,035,874) | 42,707,160 | |||||||
Municipal Bond (0.8%) | ||||||||
New Jersey (0.8%) | ||||||||
New Jersey Economic Development Authority, RB, BAB, 1.347%, 06/15/13(a) | 1,106,000 | 1,109,926 | ||||||
Total Municipal Bond (Cost $1,105,839) | 1,109,926 | |||||||
U.S. Government Agencies (16.8%) | ||||||||
Federal Home Loan Mortgage Corp. (8.1%) | ||||||||
0.500%, 02/08/13 | 3,000,000 | 2,999,484 | ||||||
0.700%, 07/25/13 | 2,650,000 | 2,652,279 | ||||||
0.600%, 08/22/13 | 1,500,000 | 1,498,921 | ||||||
0.500%, 08/23/13 | 1,300,000 | 1,297,178 | ||||||
0.500%, 09/06/13 | 1,350,000 | 1,347,897 | ||||||
1.000%, 08/27/14 | 1,000,000 | 1,010,913 | ||||||
10,806,672 | ||||||||
Federal National Mortgage Association (8.7%) | ||||||||
1.000%, 11/29/13 | 1,500,000 | 1,501,419 | ||||||
1.375%, 01/27/14 | 1,785,000 | 1,790,168 | ||||||
1.250%, 07/18/14 | 3,930,000 | 3,937,058 | ||||||
1.625%, 08/08/14 | 2,335,000 | 2,343,796 |
102
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Ultra-Short Bond Fund — continued
�� | ||||||||
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal National Mortgage Association—continued | ||||||||
0.875%, 08/28/14 | 2,000,000 | 2,012,324 | ||||||
11,584,765 | ||||||||
Total U.S. Government Agencies (Cost $22,415,877) | 22,391,437 | |||||||
U.S. Government Agency Mortgages (9.6%) | ||||||||
Federal Home Loan Mortgage Corporation (1.5%) | ||||||||
Pool #847276, 2.637%, 04/01/34(a) | 81,479 | 85,568 | ||||||
Pool #1H2581, 2.491%, 01/01/36(a)(b) | 309,008 | 324,196 | ||||||
Pool #848154, 2.750%, 06/01/36(a) | 119,286 | 126,909 | ||||||
Pool #1B7142, 4.519%, 09/01/36(a) | 122,051 | 128,610 | ||||||
Pool #848153, 2.562%, 10/01/36(a) | 707,664 | 748,528 | ||||||
Pool #1Q0853, 5.735%, 01/01/37(a) | 211,150 | 222,612 | ||||||
Pool #1G1676, 5.477%, 04/01/37(a) | 333,190 | 358,809 | ||||||
1,995,232 | ||||||||
Federal National Mortgage Association (8.1%) | ||||||||
Pool #545471, 5.867%, 02/01/12 | 115,612 | 115,523 | ||||||
Pool #384762, 6.005%, 02/01/12 | 516,544 | 516,120 | ||||||
Pool #545527, 6.195%, 02/01/12 | 279,705 | 279,480 | ||||||
Pool #375493, 6.925%, 11/01/12 | 190,223 | 195,590 | ||||||
Pool #555162, 4.826%, 01/01/13 | 466,734 | 481,049 | ||||||
Pool #745503, 5.370%, 02/01/13 | 230,763 | 238,184 | ||||||
Pool #873590, 5.470%, 04/01/13 | 147,522 | 153,951 | ||||||
Pool #555910, 4.919%, 10/01/13 | 209,123 | 219,538 | ||||||
Pool #958368, 4.710%, 03/01/14 | 581,302 | 620,106 | ||||||
Pool #AD0172, 0.990%, 04/01/16 | 223,180 | 240,966 | ||||||
Pool #995511, 5.500%, 12/01/18 | 601,274 | 652,441 | ||||||
Pool #995426, 5.500%, 09/01/21 | 700,995 | 761,086 | ||||||
Pool #635082, 2.374%, 05/01/32(a) | 126,328 | 132,479 | ||||||
Pool #555844, 2.365%, 10/01/33(a) | 244,009 | 256,523 | ||||||
Pool #822302, 2.587%, 05/01/35(a) | 412,811 | 435,350 | ||||||
Pool #995540, 2.402%, 01/01/36(a)(b) | 1,606,340 | 1,692,407 | ||||||
Pool #995542, 2.382%, 02/01/36(a)(b) | 616,178 | 648,258 | ||||||
Pool #AD0379, 2.639%, 06/01/36(a) | 507,164 | 534,779 | ||||||
Pool #AD0382, 3.258%, 01/01/37(a) | 995,247 | 1,057,946 | ||||||
Pool #AD0380, 2.496%, 10/01/37(a)(b) | 863,082 | 908,233 | ||||||
Pool #AD0383, 5.565%, 11/01/37(a) | 646,869 | 689,267 | ||||||
10,829,276 | ||||||||
Total U.S. Government Agency Mortgages (Cost $12,412,334) | 12,824,508 | |||||||
U.S. Treasury Obligation (0.2%) | ||||||||
U.S. Treasury Note (0.2%) | ||||||||
0.500%, 08/15/14 | 290,000 | 290,748 | ||||||
Total U.S. Treasury Obligation (Cost $291,399) | 290,748 | |||||||
Money Market Fund (2.1%) | ||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(e) | 2,743,757 | 2,743,757 | ||||||
Total Money Market Fund (Cost $2,743,757) | 2,743,757 | |||||||
Total Investments (Cost $136,425,215) — 102.3% | 136,242,339 | |||||||
Liabilities in excess of other assets — (2.3)% | (3,061,129 | ) | ||||||
Net Assets — 100.0% | $ | 133,181,210 | ||||||
(a) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. | |
(b) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(c) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 3.2% of net assets as of September 30, 2011. |
103
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Ultra-Short Bond Fund — concluded
(d) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. | |
(e) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
BAB | — Build America Bonds | |
MTN | — Medium Term Note | |
RB | — Revenue Bond |
104
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
U.S. Treasury Obligations (95.6%) | ||||||||
U.S. Treasury Bonds (19.1%) | ||||||||
7.125%, 02/15/23 | 1,111,000 | 1,675,875 | ||||||
6.875%, 08/15/25 | 1,209,000 | 1,852,415 | ||||||
4.500%, 02/15/36 | 2,150,000 | 2,783,915 | ||||||
4.375%, 05/15/41 | 2,874,000 | 3,712,863 | ||||||
10,025,068 | ||||||||
U.S. Treasury Notes (76.5%) | ||||||||
0.750%, 11/30/11 | 10,000,000 | 10,010,940 | ||||||
2.375%, 09/30/14 | 3,179,000 | 3,362,040 | ||||||
1.750%, 07/31/15 | 7,935,000 | 8,269,143 | ||||||
1.500%, 06/30/16 | 5,500,000 | 5,651,690 | ||||||
1.875%, 08/31/17 | 6,170,000 | 6,409,087 | ||||||
2.750%, 02/15/19 | 6,040,000 | 6,566,616 | ||||||
40,269,516 | ||||||||
Total U.S. Treasury Obligations (Cost $47,383,536) | 50,294,584 | |||||||
Money Market Fund (4.7%) | ||||||||
State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a) | 2,507,654 | 2,507,654 | ||||||
Total Money Market Fund (Cost $2,507,654) | 2,507,654 | |||||||
Total Investments (Cost $49,891,190) — 100.3% | 52,802,238 | |||||||
Liabilities in excess of other assets — (0.3)% | (174,120 | ) | ||||||
Net Assets — 100.0% | $ | 52,628,118 | ||||||
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
105
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Asset-Backed Security (0.2%) | ||||||||
Student Loan (0.2%) | ||||||||
SMS Student Loan Trust, Ser 1999-B, Cl A2, 0.493%, 04/30/29(a) | 3,284,764 | 3,274,885 | ||||||
Total Asset-Backed Security (Cost $3,260,180) | 3,274,885 | |||||||
Collateralized Mortgage Obligations (36.8%) | ||||||||
FDIC Structured Sale Guaranteed Notes, Ser 2010-L2A, Cl A, 3.000%, 09/30/19(b) | 3,722,744 | 3,743,960 | ||||||
FDIC Structured Sale Guaranteed Notes, Ser 2011-C1, Cl A, 1.840%, 04/25/31(b)(c) | 28,755,934 | 29,118,221 | ||||||
Federal Home Loan Bank, Ser Y2-2015, Cl 1, 2.600%, 04/20/15 | 6,359,597 | 6,578,606 | ||||||
Federal Home Loan Mortgage Corporation, Ser 2575, Cl FG, 0.629%, 05/15/32(a) | 2,242,107 | 2,242,824 | ||||||
Federal Home Loan Mortgage Corporation, Ser 2840, Cl LJ, 4.250%, 11/15/17 | 948,825 | 968,898 | ||||||
Federal Home Loan Mortgage Corporation, Ser 2877, Cl WF, 0.629%, 10/15/34(a) | 4,848,192 | 4,845,267 | ||||||
Federal Home Loan Mortgage Corporation, Ser 2892, Cl F, 0.529%, 01/15/19(a) | 2,546,181 | 2,547,907 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3000, Cl FG, 0.529%, 07/15/25(a) | 6,069,646 | 6,053,252 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3135, Cl FC, 0.529%, 04/15/26(a) | 4,780,926 | 4,782,172 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3200, Cl FP, 0.429%, 08/15/36(a)(c) | 10,847,253 | 10,788,711 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3232, Cl KF, 0.679%, 10/15/36(a)(c) | 8,783,436 | 8,783,398 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3264, Cl FB, 0.599%, 01/15/37(a) | 5,154,100 | 5,142,313 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3320, Cl FC, 0.399%, 05/15/37(a)(c) | 10,495,177 | 10,458,717 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3450, Cl AF, 0.939%, 05/15/38(a)(c) | 5,770,894 | 5,816,224 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3511, Cl FA, 1.229%, 02/15/39(a)(c) | 21,538,562 | 21,855,164 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3574, Cl MA, 4.000%, 09/15/21 | 9,595,509 | 10,096,015 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3593, Cl F, 0.686%, 03/15/36(a) | 9,514,960 | 9,641,973 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3609, Cl FA, 0.889%, 12/15/39(a)(c) | 10,140,255 | 10,215,310 | ||||||
Federal Home Loan Mortgage Corporation, Ser 3812, Cl BE, 2.750%, 09/15/18 | 15,789,980 | 16,366,303 | ||||||
Federal National Mortgage Association, Ser 2002-M2, Cl C, 4.717%, 08/25/12 | 16,162,583 | 16,496,384 | ||||||
Federal National Mortgage Association, Ser 2003-129, Cl GA, 4.680%, 04/25/30 | 4,871,472 | 4,964,035 | ||||||
Federal National Mortgage Association, Ser 2003-32, Cl VT, 6.000%, 09/25/15 | 3,435,485 | 3,479,000 |
106
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
U.S. Government Securities Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
Federal National Mortgage Association, Ser 2003-63, Cl FE, 0.635%, 10/25/31(a) | 8,320,136 | 8,310,934 | ||||||
Federal National Mortgage Association, Ser 2003-73, Cl DF, 0.685%, 10/25/32(a) | 8,333,198 | 8,335,146 | ||||||
Federal National Mortgage Association, Ser 2005-40, Cl FB, 0.485%, 05/25/35(a) | 3,194,592 | 3,185,213 | ||||||
Federal National Mortgage Association, Ser 2005-42, Cl PF, 0.435%, 05/25/35(a) | 6,872,440 | 6,845,058 | ||||||
Federal National Mortgage Association, Ser 2005-57, Cl EG, 0.535%, 03/25/35(a) | 5,226,698 | 5,215,623 | ||||||
Federal National Mortgage Association, Ser 2005-92, Cl UF, 0.585%, 10/25/25(a) | 5,131,408 | 5,116,379 | ||||||
Federal National Mortgage Association, Ser 2006-123, Cl PF, 0.495%, 01/25/37(a)(c) | 13,377,160 | 13,306,408 | ||||||
Federal National Mortgage Association, Ser 2006-79, Cl GF, 0.635%, 08/25/36(a)(c) | 29,188,610 | 29,165,679 | ||||||
Federal National Mortgage Association, Ser 2006-84, Cl FQ, 0.785%, 09/25/36(a)(c) | 11,356,614 | 11,395,715 | ||||||
Federal National Mortgage Association, Ser 2007-102, Cl FA, 0.805%, 11/25/37(a)(c) | 9,498,823 | 9,538,662 | ||||||
Federal National Mortgage Association, Ser 2007-109, Cl NF, 0.785%, 12/25/37(a)(c) | 17,983,846 | 18,048,584 | ||||||
Federal National Mortgage Association, Ser 2007-2, Cl FM, 0.485%, 02/25/37(a) | 5,085,795 | 5,060,693 | ||||||
Federal National Mortgage Association, Ser 2007-30, Cl WF, 0.475%, 04/25/37(a) | 22,349,545 | 22,211,816 | ||||||
Federal National Mortgage Association, Ser 2007-4, Cl DF, 0.680%, 02/25/37(a)(c) | 4,404,068 | 4,403,293 | ||||||
Federal National Mortgage Association, Ser 2007-54, Cl KF, 0.545%, 06/25/37(a) | 8,932,448 | 8,894,975 | ||||||
Federal National Mortgage Association, Ser 2007-88 CI JF, 0.785%, 04/25/37(a)(c) | 8,859,244 | 8,888,425 | ||||||
Federal National Mortgage Association, Ser 2008-12, Cl FE, 0.835%, 01/25/33(a) | 4,474,951 | 4,484,398 | ||||||
Federal National Mortgage Association, Ser 2008-18, Cl FE, 0.965%, 03/25/38(a)(c) | 10,158,927 | 10,253,790 | ||||||
Federal National Mortgage Association, Ser 2010-134, Cl BF, 0.665%, 10/25/40(a) | 21,287,625 | 21,273,583 | ||||||
Federal National Mortgage Association, Ser 2010-42, Cl AF, 0.835%, 05/25/40(a) | 20,124,626 | 20,221,830 | ||||||
Federal National Mortgage Association, Ser 2011-38, Cl AH, 2.750%, 05/25/20 | 7,586,959 | 7,859,654 | ||||||
Federal National Mortgage Association, Ser 2011-M1, Cl FA, 0.685%, 06/25/21(a)(c) | 49,245,187 | 48,270,216 | ||||||
Government National Mortgage Association, Ser 2002-56, Cl C, 5.677%, 07/16/27 | 9,673,527 | 10,009,760 | ||||||
Government National Mortgage Association, Ser 2004-67, Cl C, 4.712%, 05/16/25 | 454,389 | 454,723 |
107
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
U.S. Government Securities Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Collateralized Mortgage Obligations—continued | ||||||||
Government National Mortgage Association, Ser 2005-67, Cl B, 4.751%, 10/16/26(a) | 3,280,824 | 3,311,617 | ||||||
Government National Mortgage Association, Ser 2010-66, Cl A, 1.869%, 09/16/27 | 13,054,761 | 13,163,795 | ||||||
Government National Mortgage Association, Ser 2010-97, Cl A, 2.321%, 01/16/32 | 3,509,717 | 3,585,418 | ||||||
NCUA Guaranteed Notes, Ser 2010-C1, Cl A1, 1.600%, 10/29/20 | 4,173,479 | 4,215,127 | ||||||
NCUA Guaranteed Notes, Ser 2010-R2, Cl 1A, 0.594%, 11/06/17(a) | 5,146,587 | 5,148,183 | ||||||
NCUA Guaranteed Notes, Ser 2011-C1, Cl 2A, 0.754%, 03/09/21(a)(c) | 35,007,644 | 35,095,163 | ||||||
NCUA Guaranteed Notes, Ser 2011-R1, Cl 1A, 0.674%, 01/08/20(a) | 15,043,290 | 15,087,969 | ||||||
NCUA Guaranteed Notes, Ser 2011-R2, Cl 1A, 0.641%, 02/06/20(a) | 1,618,126 | 1,619,647 | ||||||
NCUA Guaranteed Notes, Ser 2011-R4, Cl 1A, 0.604%, 03/06/20(a)(d) | 29,291,082 | 29,291,082 | ||||||
NCUA Guaranteed Notes, Ser 2011-R6, Cl 1A, 0.604%, 05/07/20(a) | 24,171,308 | 24,171,308 | ||||||
Total Collateralized Mortgage Obligations (Cost $618,166,687) | 620,424,520 | |||||||
U.S. Government Agency Mortgages (66.8%) | ||||||||
Federal Home Loan Mortgage Corporation (21.3%) | ||||||||
Pool #972122, 2.225%, 06/01/33(a) | 55,590 | 56,356 | ||||||
Pool #847615, 2.629%, 07/01/33(a) | 8,757,981 | 9,229,590 | ||||||
Pool #781028, 2.474%, 11/01/33(a) | 5,255,576 | 5,448,090 | ||||||
Pool #847276, 2.637%, 04/01/34(a) | 509,728 | 535,307 | ||||||
Pool #847522, 2.745%, 05/01/34(a) | 233,849 | 248,190 | ||||||
Pool #847308, 2.552%, 07/01/34(a) | 377,592 | 397,576 | ||||||
Pool #1G0077, 2.486%, 02/01/35(a) | 177,872 | 186,837 | ||||||
Pool # 847404, 4.597%, 04/01/35(a) | 5,834,141 | 6,118,808 | ||||||
Pool #1B2282, 5.091%, 07/01/35(a) | 3,757,762 | 3,976,776 | ||||||
Pool #1H2511, 4.940%, 08/01/35(a) | 11,165,783 | 11,817,632 | ||||||
Pool #1L0256, 2.497%, 11/01/35(a) | 7,638,370 | 7,971,819 | ||||||
Pool #1H2581, 2.491%, 01/01/36(a) | 8,748,236 | 9,178,239 | ||||||
Pool #848154, 2.750%, 06/01/36(a) | 10,376,305 | 11,039,362 | ||||||
Pool #1N0169, 2.000%, 07/01/36(a) | 540,126 | 569,285 | ||||||
Pool #1Q0852, 2.508%, 07/01/36(a) | 14,995,734 | 15,786,730 | ||||||
Pool #1Q0140, 2.467%, 08/01/36(a) | 3,229,157 | 3,408,866 | ||||||
Pool #1B7142, 4.519%, 09/01/36(a) | 1,399,875 | 1,475,105 | ||||||
Pool #1J0129, 5.452%, 09/01/36(a) | 1,514,055 | 1,596,420 | ||||||
Pool #848153, 2.562%, 10/01/36(a) | 3,060,372 | 3,237,095 | ||||||
Pool #848569, 5.088%, 11/01/36(a) | 40,163,239 | 42,406,670 | ||||||
Pool #848133, 5.305%, 11/01/36(a) | 4,131,100 | 4,398,667 | ||||||
Pool #1G2555, 6.020%, 11/01/36(a) | 6,436,526 | 6,716,746 | ||||||
Pool #1G2585, 3.001%, 12/01/36(a) | 213,595 | 225,899 | ||||||
Pool #1Q0853, 5.735%, 01/01/37(a) | 16,071,503 | 16,943,994 | ||||||
Pool #1J0331, 2.679%, 03/01/37(a) | 1,080,379 | 1,149,472 | ||||||
Pool #1G1676, 5.477%, 04/01/37(a) | 335,856 | 361,680 | ||||||
Pool #1Q1195, 2.698%, 05/01/37(a) | 25,913,882 | 27,332,848 | ||||||
Pool #848048, 5.361%, 05/01/37(a) | 4,672,071 | 4,968,088 | ||||||
Pool #1J0533, 2.617%, 07/01/37(a) | 41,774 | 44,353 | ||||||
Pool #1N1664, 5.913%, 07/01/37(a) | 10,715,974 | 11,399,348 |
108
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
U.S. Government Securities Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal Home Loan Mortgage Corporation—continued | ||||||||
Pool #1J0681, 5.951%, 10/01/37(a) | 10,733,095 | 11,514,436 | ||||||
Pool #1Q0652, 5.552%, 02/01/38(a) | 4,794,680 | 5,093,736 | ||||||
Pool #1Q1266, 4.278%, 11/01/38(a) | 97,470,404 | 102,686,628 | ||||||
Pool #1Q1039, 5.151%, 03/01/39(a) | 6,813,981 | 7,299,795 | ||||||
Pool #1Q1016, 4.929%, 04/01/39(a) | 7,264,426 | 7,724,105 | ||||||
Pool #1B4755, 3.488%, 06/01/40(a) | 15,461,519 | 16,187,916 | ||||||
358,732,464 | ||||||||
Federal National Mortgage Association (45.5%) | ||||||||
Pool #545210, 5.926%, 10/01/11 | 34,384 | 34,358 | ||||||
Pool #545209, 6.135%, 10/01/11 | 43,595 | 43,559 | ||||||
Pool #545269, 5.748%, 11/01/11 | 113,517 | 113,429 | ||||||
Pool #545261, 5.805%, 11/01/11 | 1,642,970 | 1,641,803 | ||||||
Pool #545320, 5.823%, 11/01/11 | 339,785 | 339,559 | ||||||
Pool #545322, 5.987%, 11/01/11 | 217,742 | 215,143 | ||||||
Pool #760657, 4.630%, 12/01/11 | 1,413,099 | 1,412,743 | ||||||
Pool #545378, 5.426%, 12/01/11 | 202,916 | 202,802 | ||||||
Pool #545316, 5.624%, 12/01/11 | 34,823 | 34,801 | ||||||
Pool #384553, 5.850%, 12/01/11 | 4,721,075 | 4,717,528 | ||||||
Pool #545321, 5.257%, 01/01/12 | 85,225 | 85,177 | ||||||
Pool #545387, 5.915%, 01/01/12 | 1,071,337 | 1,070,529 | ||||||
Pool #384569, 6.200%, 01/01/12 | 1,275,000 | 1,273,961 | ||||||
Pool #874333, 5.620%, 02/01/12 | 6,915,000 | 6,911,245 | ||||||
Pool #545471, 5.867%, 02/01/12 | 3,143,891 | 3,141,475 | ||||||
Pool #384762, 6.005%, 02/01/12 | 2,915,408 | 2,913,018 | ||||||
Pool #545423, 6.035%, 02/01/12 | 942,564 | 941,804 | ||||||
Pool #545425, 6.162%, 02/01/12 | 2,748,638 | 2,746,432 | ||||||
Pool #545527, 6.195%, 02/01/12 | 3,986,405 | 3,983,200 | ||||||
Pool #874381, 5.470%, 03/01/12 | 1,000,000 | 986,571 | ||||||
Pool #545547, 6.024%, 03/01/12 | 261,875 | 263,576 | ||||||
Pool #760762, 4.890%, 04/01/12 | 3,825,000 | 3,838,618 | ||||||
Pool #545685, 5.723%, 04/01/12 | 1,130,937 | 1,142,288 | ||||||
Pool #545708, 6.062%, 05/01/12 | 887,231 | 886,529 | ||||||
Pool #385082, 6.180%, 05/01/12 | 4,378,434 | 4,392,182 | ||||||
Pool #385007, 6.470%, 05/01/12 | 253,850 | 254,711 | ||||||
Pool #385234, 6.060%, 06/01/12 | 980,000 | 986,764 | ||||||
Pool #385284, 5.610%, 07/01/12 | 109,340 | 110,483 | ||||||
Pool #385290, 5.780%, 07/01/12 | 1,426,596 | 1,469,971 | ||||||
Pool #545745, 6.092%, 07/01/12 | 566,026 | 571,912 | ||||||
Pool #385278, 6.110%, 07/01/12 | 1,913,356 | 1,934,095 | ||||||
Pool #555088, 6.317%, 08/01/12 | 493,146 | 496,774 | ||||||
Pool #385520, 5.410%, 09/01/12 | 298,659 | 303,833 | ||||||
Pool #385395, 5.530%, 09/01/12 | 1,753,331 | 1,784,094 | ||||||
Pool #545987, 5.835%, 09/01/12 | 657,949 | 672,277 | ||||||
Pool #545892, 5.209%, 10/01/12 | 558,824 | 570,375 | ||||||
Pool #375459, 6.775%, 10/01/12 | 2,334,113 | 2,390,596 | ||||||
Pool #313755, 7.000%, 10/01/12 | 18,850 | 19,057 | ||||||
Pool #545978, 4.768%, 11/01/12 | 1,456,459 | 1,482,818 | ||||||
Pool #545938, 5.111%, 11/01/12 | 1,322,568 | 1,353,469 | ||||||
Pool #385578, 5.450%, 11/01/12 | 2,270,000 | 2,311,535 | ||||||
Pool #375493, 6.925%, 11/01/12 | 1,807,118 | 1,858,106 |
109
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
U.S. Government Securities Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal National Mortgage Association—continued | ||||||||
Pool #555058, 4.719%, 12/01/12 | 1,893,167 | 1,927,598 | ||||||
Pool #873198, 5.150%, 12/01/12 | 1,384,844 | 1,402,217 | ||||||
Pool #555162, 4.826%, 01/01/13 | 2,959,096 | 3,049,851 | ||||||
Pool #385683, 4.830%, 02/01/13 | 4,293,392 | 4,437,353 | ||||||
Pool #385921, 4.830%, 02/01/13 | 191,053 | 196,884 | ||||||
Pool #555191, 4.856%, 02/01/13 | 1,589,925 | 1,643,917 | ||||||
Pool #555264, 4.959%, 02/01/13 | 1,256,247 | 1,288,136 | ||||||
Pool #873294, 5.100%, 02/01/13 | 2,680,000 | 2,796,849 | ||||||
Pool #385998, 4.635%, 03/01/13 | 385,406 | 397,690 | ||||||
Pool #555317, 4.871%, 04/01/13 | 3,107,212 | 3,222,492 | ||||||
Pool #873590, 5.470%, 04/01/13 | 363,886 | 379,745 | ||||||
Pool #555435, 4.494%, 05/01/13 | 139,643 | 143,988 | ||||||
Pool #555505, 4.663%, 05/01/13 | 138,701 | 142,559 | ||||||
Pool #386210, 4.080%, 06/01/13 | 4,292,919 | 4,442,690 | ||||||
Pool #386287, 4.115%, 06/01/13 | 8,593,757 | 8,977,931 | ||||||
Pool #873612, 5.770%, 06/01/13 | 1,265,770 | 1,331,313 | ||||||
Pool #386314, 3.790%, 07/01/13 | 3,996,474 | 4,132,908 | ||||||
Pool #386424, 4.190%, 07/01/13 | 337,996 | 352,684 | ||||||
Pool #386380, 4.210%, 07/01/13 | 360,060 | 373,978 | ||||||
Pool #735065, 4.484%, 08/01/13 | 424,249 | 437,348 | ||||||
Pool #360500, 6.255%, 09/01/13 | 1,000,000 | 1,090,120 | ||||||
Pool #555910, 4.919%, 10/01/13 | 6,058,906 | 6,360,646 | ||||||
Pool #555806, 5.159%, 10/01/13 | 3,402,205 | 3,607,688 | ||||||
Pool #555850, 4.817%, 11/01/13 | 660,589 | 698,509 | ||||||
Pool #380935, 6.250%, 12/01/13 | 641,109 | 670,217 | ||||||
Pool #AD0192, 4.722%, 01/01/14 | 3,046,305 | 3,218,045 | ||||||
Pool #386742, 4.870%, 01/01/14 | 4,846,517 | 5,159,408 | ||||||
Pool #386802, 4.900%, 01/01/14 | 5,186,195 | 5,507,672 | ||||||
Pool #958216, 5.370%, 01/01/14 | 2,974,258 | 3,191,039 | ||||||
Pool #958368, 4.710%, 03/01/14 | 13,455,193 | 14,353,392 | ||||||
Pool #386925, 4.360%, 04/01/14 | 437,831 | 463,740 | ||||||
Pool #958806, 3.850%, 05/01/14 | 967,257 | 1,020,643 | ||||||
Pool #958789, 3.920%, 06/01/14 | 8,428,931 | 8,915,133 | ||||||
Pool #462846, 4.150%, 07/01/14 | 1,549,514 | 1,647,573 | ||||||
Pool #735028, 5.734%, 09/01/14 | 4,135,635 | 4,527,863 | ||||||
Pool #375190, 7.440%, 11/01/14 | 3,135,554 | 3,180,399 | ||||||
Pool #387302, 4.700%, 03/01/15 | 501,005 | 542,639 | ||||||
Pool #735387, 4.893%, 04/01/15 | 188,941 | 207,591 | ||||||
Pool #375103, 7.660%, 05/01/15 | 1,224,957 | 1,263,499 | ||||||
Pool #735675, 4.988%, 06/01/15 | 4,804,306 | 5,253,008 | ||||||
Pool #387486, 4.700%, 07/01/15 | 721,676 | 740,221 | ||||||
Pool #735953, 4.997%, 08/01/15 | 24,130 | 26,462 | ||||||
Pool #462011, 5.155%, 08/01/15 | 85,628 | 93,806 | ||||||
Pool #465821, 2.900%, 09/01/15 | 1,082,782 | 1,131,909 | ||||||
Pool #462018, 5.365%, 09/01/15 | 408,718 | 448,420 | ||||||
Pool #466534, 2.040%, 11/01/15 | 625,000 | 636,325 | ||||||
Pool #462085, 5.315%, 11/01/15 | 3,722,898 | 4,184,923 | ||||||
Pool #387740, 5.245%, 12/01/15 | 1,191,904 | 1,318,319 | ||||||
Pool #745504, 5.152%, 02/01/16 | 9,149,577 | 10,265,245 | ||||||
Pool #745530, 5.273%, 04/01/16 | 88,072 | 98,946 |
110
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
U.S. Government Securities Ultra-Short Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal National Mortgage Association—continued | ||||||||
Pool #380240, 6.590%, 05/01/16 | 908,256 | 952,470 | ||||||
Pool #468647, 2.260%, 07/01/16 | 17,930,000 | 18,243,881 | ||||||
Pool #745764, 5.725%, 07/01/16 | 469,869 | 521,632 | ||||||
Pool #468795, 2.470%, 08/01/16 | 15,200,000 | 15,550,015 | ||||||
Pool #463420, 4.050%, 09/01/16 | 6,534,319 | 6,943,160 | ||||||
Pool #735745, 4.989%, 01/01/17 | 82,606 | 89,330 | ||||||
Pool #545414, 5.500%, 01/01/17 | 1,109,857 | 1,204,302 | ||||||
Pool #888969, 5.932%, 11/01/17 | 3,164,287 | 3,479,854 | ||||||
Pool #931675, 5.500%, 01/01/18 | 4,120,031 | 4,470,633 | ||||||
Pool #469178, 0.650%, 09/01/18(a) | 14,750,000 | 14,788,099 | ||||||
Pool #469482, 1.070%, 10/01/18(a)(d) | 13,420,000 | 13,420,000 | ||||||
Pool #995511, 5.500%, 12/01/18 | 8,283,943 | 8,988,882 | ||||||
Pool #466804, 0.771%, 12/01/20(a) | 13,370,000 | 13,368,120 | ||||||
Pool #995426, 5.500%, 09/01/21 | 9,649,473 | 10,476,645 | ||||||
Pool #469386, 0.850%, 10/26/21(d) | 30,015,000 | 30,033,759 | ||||||
Pool # 469334, 0.660%, 10/31/21(d) | 12,790,000 | 12,774,012 | ||||||
Pool #469408, 0.990%, 11/04/21(d) | 35,335,000 | 35,335,000 | ||||||
Pool #995434, 5.000%, 09/01/23 | 6,603,239 | 7,144,519 | ||||||
Pool #635082, 2.374%, 05/01/32(a) | 143,728 | 150,726 | ||||||
Pool #604921, 2.221%, 10/01/32(a) | 118,632 | 123,527 | ||||||
Pool #671993, 2.244%, 12/01/32(a) | 16,100 | 16,790 | ||||||
Pool #AE0044, 5.127%, 03/01/33(a) | 3,719,822 | 3,966,288 | ||||||
Pool #689966, 2.385%, 04/01/33(a) | 1,129,171 | 1,185,742 | ||||||
Pool #555468, 2.302%, 05/01/33(a) | 331,306 | 347,325 | ||||||
Pool #711466, 2.755%, 05/01/33(a) | 33,490 | 33,716 | ||||||
Pool #733703, 2.357%, 08/01/33(a) | 4,411,413 | 4,624,285 | ||||||
Pool #555756, 4.583%, 08/01/33(a) | 3,721,591 | 4,041,463 | ||||||
Pool #555844, 2.384%, 10/01/33(a) | 378,911 | 398,343 | ||||||
Pool #725126, 2.714%, 12/01/33(a) | 2,903,508 | 3,040,132 | ||||||
Pool #793025, 1.941%, 07/01/34(a) | 738,134 | 776,268 | ||||||
Pool #801510, 1.907%, 08/01/34(a) | 2,005,150 | 2,087,588 | ||||||
Pool #725799, 2.371%, 08/01/34(a) | 3,610,196 | 3,793,224 | ||||||
Pool #794939, 1.885%, 10/01/34(a) | 29,724 | 30,538 | ||||||
Pool #813565, 2.253%, 12/01/34(a) | 6,068,958 | 6,355,099 | ||||||
Pool #745707, 2.555%, 12/01/34(a) | 16,321,251 | 17,204,834 | ||||||
Pool #AD0064, 2.001%, 01/01/35(a) | 18,277,519 | 19,153,886 | ||||||
Pool #805338, 2.327%, 01/01/35(a) | 348,346 | 363,595 | ||||||
Pool #809384, 2.340%, 01/01/35(a) | 428,496 | 447,549 | ||||||
Pool #888785, 2.401%, 01/01/35(a) | 7,014,708 | 7,371,213 | ||||||
Pool #813718, 2.426%, 01/01/35(a) | 13,448,576 | 14,066,748 | ||||||
Pool #809772, 2.403%, 02/01/35(a)(c) | 435,466 | 456,280 | ||||||
Pool #820598, 1.884%, 03/01/35(a) | 939,419 | 971,833 | ||||||
Pool #814686, 2.274%, 03/01/35(a) | 259,938 | 261,399 | ||||||
Pool #735545, 2.597%, 03/01/35(a) | 5,490,486 | 5,778,006 | ||||||
Pool #822302, 2.587%, 05/01/35(a) | 1,114,039 | 1,174,863 | ||||||
Pool #821373, 5.268%, 06/01/35(a) | 1,988,080 | 2,109,730 | ||||||
Pool #735766, 4.780%, 07/01/35(a) | 2,117,524 | 2,238,855 | ||||||
Pool #735810, 2.935%, 08/01/35(a) | 1,798,497 | 1,902,482 | ||||||
Pool #829334, 2.431%, 09/01/35(a) | 140,193 | 147,882 | ||||||
Pool #817467, 5.132%, 09/01/35(a) | 4,771,469 | 5,069,078 |
111
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
U.S. Government Securities Ultra-Short Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Federal National Mortgage Association—continued | ||||||||
Pool #AL0505, 2.561%, 11/01/35(a) | 20,348,616 | 21,382,904 | ||||||
Pool #847978, 5.117%, 11/01/35(a) | 6,758,524 | 7,210,398 | ||||||
Pool #AD0377, 1.964%, 01/01/36(a) | 3,659,159 | 3,834,205 | ||||||
Pool #995540, 2.414%, 01/01/36(a)(c) | 9,935,508 | 10,467,851 | ||||||
Pool #995542, 2.406%, 02/01/36(a) | 4,866,029 | 5,119,373 | ||||||
Pool #AD0906, 2.665%, 04/01/36(a) | 6,967,727 | 7,321,588 | ||||||
Pool #AD0379, 2.674%, 06/01/36(a) | 8,155,468 | 8,599,529 | ||||||
Pool #AE0329, 4.776%, 06/01/36(a) | 3,809,206 | 3,954,417 | ||||||
Pool #884751, 2.365%, 08/01/36(a) | 7,370,679 | 7,745,310 | ||||||
Pool #884743, 2.385%, 08/01/36(a) | 8,714,590 | 9,187,468 | ||||||
Pool #888398, 2.538%, 09/01/36(a) | 9,031,244 | 9,515,849 | ||||||
Pool #888859, 2.666%, 10/01/36(a)(c) | 1,574,465 | 1,661,780 | ||||||
Pool #745975, 3.992%, 11/01/36(a) | 4,873,971 | 5,149,630 | ||||||
Pool #903166, 5.937%, 11/01/36(a) | 3,766,821 | 3,936,082 | ||||||
Pool #AD0376, 2.525%, 12/01/36(a) | 8,101,013 | 8,514,159 | ||||||
Pool #905857, 2.765%, 12/01/36(a) | 263,399 | 279,983 | ||||||
Pool #909313, 5.661%, 12/01/36(a) | 1,127,597 | 1,199,714 | ||||||
Pool #888180, 2.431%, 01/01/37(a) | 3,268,467 | 3,416,421 | ||||||
Pool #906326, 5.551%, 01/01/37(a) | 9,272,205 | 9,860,484 | ||||||
Pool #906216, 5.964%, 01/01/37(a) | 3,217,489 | 3,433,196 | ||||||
Pool #535990, 2.475%, 04/01/37(a) | 1,063,377 | 1,123,409 | ||||||
Pool #AA3518, 2.362%, 05/01/37(a) | 15,350,637 | 16,162,940 | ||||||
Pool #AD0908, 2.972%, 07/01/37(a) | 8,548,465 | 9,033,158 | ||||||
Pool #AD0381, 3.940%, 07/01/37(a) | 6,543,288 | 6,900,130 | ||||||
Pool #995059, 5.469%, 08/01/37(a) | 3,324,336 | 3,528,951 | ||||||
Pool #AD0380, 2.540%, 10/01/37(a) | 13,454,693 | 14,158,556 | ||||||
Pool #AE0332, 5.483%, 11/01/37(a) | 12,340,831 | 13,137,014 | ||||||
Pool #AL0324, 2.733%, 04/01/38(a) | 13,542,543 | 14,287,328 | ||||||
Pool #976778, 4.479%, 04/01/38(a) | 11,020,799 | 11,742,882 | ||||||
Pool #AE0107, 5.345%, 10/01/38(a) | 7,437,652 | 7,957,713 | ||||||
Pool #AE0279, 4.709%, 11/01/38(a) | 3,196,106 | 3,417,211 | ||||||
Pool #725874, 2.461%, 09/01/39(a) | 133,933 | 140,884 | ||||||
Pool #AE0066, 2.768%, 09/01/39(a) | 32,853,990 | 34,683,003 | ||||||
768,341,851 | ||||||||
Total U.S. Government Agency Mortgages (Cost $1,110,671,523) | 1,127,074,315 | |||||||
Money Market Fund (1.1%) | ||||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(e) | 18,615,579 | 18,615,579 | ||||||
Total Money Market Fund (Cost $18,615,579) | 18,615,579 | |||||||
Total Investments (Cost $1,750,713,969) — 104.9% | 1,769,389,299 | |||||||
Liabilities in excess of other assets — (4.9)% | (82,869,881 | ) | ||||||
Net Assets — 100.0% | $ | 1,686,519,418 | ||||||
(a) | Variable or floating rate security. Rate disclosed is as of September 30, 2011. | |
(b) | Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 2.0% of net assets as of September 30, 2011. |
(c) | All or a portion of this security has been segregated in connection with obligations for when-issued or delayed-delivery purchase commitments. |
(d) | All or a portion of this security has been purchased on a when-issued or delayed-delivery basis. | |
(e) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
112
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Municipal Bonds (97.9%) | ||||||||
District of Columbia (4.4%) | ||||||||
Metropolitan Washington D.C. Airports Authority, Airport System, Ser A, RB, 5.000%, 10/01/29, Callable 10/01/20 @ 100 | 2,500,000 | 2,693,325 | ||||||
Metropolitan Washington D.C. Airports Authority, Airport System, Ser B, RB, 5.000%, 10/01/26, Callable 10/01/19 @ 100, BHAC | 2,175,000 | 2,372,468 | ||||||
Washington D.C. Metropolitan Area Transit Authority, Gross Revenue, Ser A, RB, 5.125%, 07/01/32, Callable 07/01/19 @ 100 | 2,000,000 | 2,152,740 | ||||||
7,218,533 | ||||||||
Puerto Rico (1.4%) | ||||||||
Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Ser A, RB, 5.250%, 08/01/27, Callable 08/01/19 @ 100 | 2,100,000 | 2,224,236 | ||||||
Virginia (92.1%) | ||||||||
Arlington County, GO, 5.000%, 03/15/15 | 4,500,000 | 5,179,365 | ||||||
Bedford County Economic Development Authority, Public Facilities Lease, RB, 5.250%, 05/01/24, Callable 05/10/16 @ 100, NATL-RE | 2,890,000 | 3,108,831 | ||||||
Chesapeake Water & Sewer, GO, 5.000%, 12/01/19, Callable 12/01/14 @ 101 | 2,465,000 | 2,770,660 | ||||||
Fairfax County Economic Development Authority, RB, 5.000%, 08/01/22, Callable 08/01/20 @ 100 | 3,700,000 | 4,259,033 | ||||||
Fairfax County Economic Development Authority, Lease Revenue, RB, 5.000%, 05/15/18 | 1,770,000 | 2,094,052 | ||||||
Fauquier County, GO, 5.000%, 07/01/19, Callable 07/01/16 @ 100, NATL-RE | 2,100,000 | 2,400,615 | ||||||
Greater Richmond Convention Center Authority, Hotel Tax, RB, 5.000%, 06/15/16, Callable 06/15/15 @ 100, NATL-RE | 2,855,000 | 3,172,761 | ||||||
Hampton, Ser A, GO, 5.000%, 01/15/20, Callable 01/15/19 @ 100 | 1,000,000 | 1,197,700 | ||||||
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/23, Callable 04/01/18 @ 100 | 1,060,000 | 1,205,390 | ||||||
Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/24, Callable 04/01/18 @ 100 | 2,425,000 | 2,736,321 | ||||||
Hanover County Development Authority, Regional Medical Care Project, RB, 6.375%, 08/15/18, NATL-RE | 5,495,000 | 6,180,501 | ||||||
Henrico County Economic Development Authority, Residential Care Facilities, Ser A, RB, 6.500%, 06/01/22, Callable 06/01/12 @ 100, MSF | 980,000 | 987,732 | ||||||
Henry County Public Service Authority, Water & Sewer, RB, 5.250%, 11/15/13, MSF, AGM | 1,500,000 | 1,646,880 | ||||||
James City County Economic Development Authority, Public Facility Project, RB, 5.000%, 06/15/21, Callable 06/15/17 @ 100, AGM | 2,215,000 | 2,473,934 | ||||||
Loudoun County Industrial Development Authority, Ser A, RB, 5.000%, 06/01/31 | 2,000,000 | 2,177,380 | ||||||
Loudoun County Industrial Development Authority, Public Safety Facilities Lease, Ser A, RB, 5.250%, 12/15/17, Callable 06/15/14 @ 100, AGM | 1,110,000 | 1,229,858 |
113
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Virginia Intermediate Municipal Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/21 | 2,460,000 | 3,036,034 | ||||||
Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/25, Callable 01/01/15 @ 100 | 1,000,000 | 1,105,980 | ||||||
Loudoun County, Public Improvement, GO, 5.000%, 06/01/14 | 3,500,000 | 3,917,900 | ||||||
New Kent County Economic Development Authority, School & Governmental Projects, RB, 5.000%, 02/01/18, Callable 02/01/17 @ 100, AGM | 2,225,000 | 2,562,154 | ||||||
Newport News, GO, 5.250%, 07/01/15 | 3,000,000 | 3,497,400 | ||||||
Peninsula Ports Authority, Residential Care Facility, Ser A, RB, 7.375%, 12/01/23, Prerefunded 12/01/13 @ 100 | 3,520,000 | 4,020,579 | ||||||
Pittsylvania County, GO, 5.000%, 03/01/21, Callable 03/01/20 @ 100 | 1,000,000 | 1,175,780 | ||||||
Pittsylvania County, Ser B, GO, 5.000%, 03/01/22, Callable 03/01/20 @ 100 | 1,000,000 | 1,165,200 | ||||||
Portsmouth, Ser B, GO, 5.250%, 07/15/24, Callable 07/15/19 @ 100 | 1,000,000 | 1,178,670 | ||||||
Portsmouth, Ser D, GO, 5.000%, 07/15/23, Callable 07/15/20 @ 100 | 1,250,000 | 1,483,513 | ||||||
Powhatan County, GO, 5.000%, 01/15/32, Callable 01/15/20 @ 100 | 1,580,000 | 1,730,147 | ||||||
Richmond, GO, 5.000%, 07/15/24, Callable 07/15/16 @ 100, AGM | 1,435,000 | 1,577,481 | ||||||
Richmond, Ser B, GO, 5.000%, 07/15/18 | 2,000,000 | 2,434,500 | ||||||
Richmond Industrial Development Authority, Government Facilities, RB, 5.000%, 07/15/18, AMBAC | 1,795,000 | 1,954,145 | ||||||
Richmond Industrial Development Authority, Student Housing, RB, 5.450%, 01/01/21, Callable 01/01/13 @ 100 | 1,000,000 | 1,021,560 | ||||||
Roanoke, GO, 5.000%, 10/01/18 | 2,450,000 | 2,973,173 | ||||||
Roanoke, Ser B, GO, 5.000%, 02/01/24, Callable 02/01/15 @ 101 | 2,500,000 | 2,709,625 | ||||||
Roanoke Industrial Development Authority, Carilion Health System, Ser A, RB, 5.500%, 07/01/21, Callable 07/01/12 @ 100, NATL-RE | 1,000,000 | 1,026,670 | ||||||
Smyth County Industrial Development Authority, Mountain States Health Alliance, RB, 5.000%, 07/01/23, Callable 07/01/20 @ 100 | 1,000,000 | 1,032,850 | ||||||
Stafford County & Staunton Industrial Development Authority, Ser B, RB, 5.000%, 08/01/25, 08/01/17 @ 100, XLCA | 2,500,000 | 2,623,525 | ||||||
Stafford County & Staunton Industrial Development Authority, Ser C, RB, 5.250%, 02/01/20, 02/01/17 @ 100, XLCA | 2,165,000 | 2,402,436 | ||||||
Tobacco Settlement Financing Corp., RB, 5.500%, 06/01/26, Prerefunded 06/01/15 @ 100, MSF | 4,940,000 | 5,492,687 | ||||||
Virginia Beach, Public Improvement, Ser C, GO, 5.000%, 09/15/16 | 2,325,000 | 2,768,935 | ||||||
Virginia College Building Authority, Educational Facilities Project, Ser B, RB, 5.000%, 03/01/21 | 1,250,000 | 1,521,925 |
114
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Virginia Intermediate Municipal Bond Fund — continued
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Virginia College Building Authority, Educational Facilities Project, Washington & Lee University, RB, 5.375%, 01/01/21, Sinkable 01/01/16 @ 100, MSF | 3,950,000 | 4,710,335 | ||||||
Virginia College Building Authority, Public Higher Educational Financing Program, Ser A, RB, 5.000%, 09/01/17, Callable 09/01/16 @ 100 | 3,000,000 | 3,492,540 | ||||||
Virginia College Building Authority, Public Higher Educational Financing Program, Ser A, RB, 5.000%, 09/01/27, Callable 09/01/18 @ 100 | 5,000,000 | 5,554,550 | ||||||
Virginia Housing Development Authority, Commonwealth Mortgage, Ser A-1, RB, 3.650%, 01/01/18, GO | 1,205,000 | 1,286,157 | ||||||
Virginia Housing Development Authority, Commonwealth Mortgage, Ser E, RB, 6.000%, 07/01/25, Callable 07/01/18 @ 100, GO | 2,450,000 | 2,685,665 | ||||||
Virginia Polytechnic Institute & State University, Ser D, RB, 5.125%, 06/01/21, Callable 06/01/14 @ 101, AMBAC | 2,095,000 | 2,307,098 | ||||||
Virginia Public Building Authority Facilities, Ser B, RB, 5.000%, 08/01/20, Callable 08/01/19 @ 100 | 4,000,000 | 4,834,000 | ||||||
Virginia Public School Authority, School Financing, RB, 5.000%, 07/15/26, Callable 07/15/18 @ 100 | 2,000,000 | 2,227,140 | ||||||
Virginia Resources Authority, Clean Water State Revolving Fund, Ser B, RB, 5.000%, 10/01/30, Callable 10/01/20 @ 100 | 2,000,000 | 2,305,020 | ||||||
Virginia Resources Authority, Clean Water State Revolving Fund, RB, 5.000%, 10/01/20, Callable 10/01/17 @ 100 | 2,000,000 | 2,319,400 | ||||||
Virginia Resources Authority, Clean Water State Revolving Fund, RB, 5.000%, 10/01/27, Callable 10/01/19 @ 100 | 2,065,000 | 2,406,386 | ||||||
Virginia Resources Authority, Ser B, AMT, RB, 4.000%, 08/01/17 | 1,085,000 | 1,201,421 | ||||||
Virginia Resources Authority, Ser B, AMT, RB, 4.000%, 08/01/18 | 1,130,000 | 1,250,402 | ||||||
Virginia Resources Authority Clean Water, Revolving Fund, RB, 5.000%, 10/01/16 | 2,030,000 | 2,413,792 | ||||||
Virginia Resources Authority Clean Water, Revolving Fund, Ser C, RB, 5.000%, 11/01/20 | 2,085,000 | 2,525,143 | ||||||
Virginia Resources Authority Infrastructure, Pooled Financing Program, Ser A, RB, 5.000%, 11/01/18 | 2,775,000 | 3,379,728 | ||||||
Virginia State, Ser A, GO, 5.000%, 06/01/19, Prerefunded 06/01/14 @ 100 | 3,170,000 | 3,551,636 | ||||||
Western Regional Jail Authority, Jail Facilities, RB, 4.750%, 06/01/23, Callable 06/01/17 @ 100, NATL-RE | 1,000,000 | 1,082,490 |
115
RIDGEWORTH FUNDS September 30, 2011
(Unaudited)
Virginia Intermediate Municipal Bond Fund — concluded
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
Virginia—continued | ||||||||
Winchester, GO, 5.000%, 11/01/18, Callable 11/01/15 @ 100, NATL-RE/FGIC | 2,000,000 | 2,352,280 | ||||||
149,119,065 | ||||||||
Total Municipal Bonds (Cost $147,391,204) | 158,561,834 | |||||||
Money Market Fund (1.3%) | ||||||||
Federated Virginia Municipal Cash Trust, Institutional Shares, 0.01%(a) | 2,201,809 | 2,201,809 | ||||||
Total Money Market Fund (Cost $2,201,809) | 2,201,809 | |||||||
Total Investments (Cost $149,593,013) — 99.2% | 160,763,643 | |||||||
Other assets in excess of liabilities — 0.8% | 1,222,657 | |||||||
Net Assets — 100.0% | $ | 161,986,300 | ||||||
(a) | Rate disclosed, the 7 day net yield, is as of September 30, 2011. |
AGM | — Security guaranteed by Assured Guaranty Municipal Corporation | |
AMBAC | — Security guaranteed by American Municipal Bond Assurance Corporation | |
AMT | — Income subject to Alternative Minimum Tax | |
FGIC | — Security guaranteed by Financial Guaranty Insurance Company | |
GO | — General Obligation | |
MSF | — Mandatory Sinking Fund | |
NATL-RE | — Reinsurance provided by National Public Finance Guarantee Corporation | |
RB | — Revenue Bond | |
XLCA | — Security guaranteed by XL Capital Assurance, Inc. |
116
(Unaudited)
Georgia Tax- | High Grade | |||||||||||||||||||
Corporate Bond | Exempt Bond | Municipal Bond | High Income | |||||||||||||||||
Core Bond Fund† | Fund | Fund | Fund | Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 403,953,803 | $ | 72,050,839 | $ | 140,870,384 | $ | 46,309,320 | $ | 523,259,592 | ||||||||||
Total Investments, at Value* | $ | 415,527,650 | $ | 76,053,582 | $ | 147,905,118 | $ | 50,002,345 | $ | 476,842,406 | ||||||||||
Cash | 3,563 | — | — | — | 51,131 | |||||||||||||||
Interest and Dividends Receivable | 2,069,608 | 795,254 | 1,759,092 | 627,151 | 10,232,385 | |||||||||||||||
Receivable for Capital Shares Issued | 1,023,963 | 1,097,404 | 561,876 | 35,773 | 1,528,834 | |||||||||||||||
Receivable for Investment Securities Sold | 55,643,436 | — | — | — | 11,158,406 | |||||||||||||||
Interest Receivable on Open Swap Agreements | — | — | — | — | 12,222 | |||||||||||||||
Prepaid Expenses and Other Assets | 27,502 | 16,552 | 14,631 | 2,245 | 71,381 | |||||||||||||||
Total Assets | 474,295,722 | 77,962,792 | 150,240,717 | 50,667,514 | 499,896,765 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | 51,279,885 | 2,244,018 | — | 1,165,590 | 3,590,000 | |||||||||||||||
Payable for Investment Securities Purchased on a When-Issued Basis | 65,697,693 | — | — | — | — | |||||||||||||||
Unrealized Depreciation on Swap Agreements, at Value | — | — | — | — | 720,463 | |||||||||||||||
Payable for Capital Shares Redeemed | 2,031,536 | 44,067 | 4,500 | 37,150 | 2,353,659 | |||||||||||||||
Payable Upon Return of Securities Loaned | — | — | — | — | 45,288,781 | |||||||||||||||
Income Distributions Payable | 63,716 | 41,740 | 403,863 | 119,916 | 631,582 | |||||||||||||||
Investment Advisory Fees Payable | 134,306 | 23,241 | 67,008 | 22,585 | 235,675 | |||||||||||||||
Administration Fees Payable | 4,359 | 870 | 2,130 | 874 | 8,487 | |||||||||||||||
Fund Accounting Fees Payable | 6,044 | 1,949 | 2,550 | 467 | — | |||||||||||||||
Transfer Agency Fees Payable | 4,966 | 126 | 96 | — | — | |||||||||||||||
Compliance and Fund Services Fees Payable | 4,363 | 926 | 1,880 | 386 | 1,904 | |||||||||||||||
Distribution and Service Fees Payable | 7,207 | 14,300 | 508 | 883 | 26,773 | |||||||||||||||
Shareholder Servicing Fees Payable | — | 2,366 | — | — | 813 | |||||||||||||||
Custodian Fees Payable | 15,188 | 679 | 1,177 | 230 | — | |||||||||||||||
Trustee Fees Payable | 399 | — | 27 | — | — | |||||||||||||||
Accrued Expenses | 13,155 | 5,134 | 10,280 | 3,697 | — | |||||||||||||||
Total Liabilities | 119,262,817 | 2,379,416 | 494,019 | 1,351,778 | 52,858,137 | |||||||||||||||
Total Net Assets | $ | 355,032,905 | $ | 75,583,376 | $ | 149,746,698 | $ | 49,315,736 | $ | 447,038,628 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 322,904,663 | $ | 66,251,356 | $ | 149,354,088 | $ | 45,676,645 | $ | 486,182,840 | ||||||||||
Accumulated Net Investment Income (Loss) | (887,682 | ) | (325,032 | ) | 190,860 | (7,122 | ) | (79,456 | ) | |||||||||||
Accumulated Net Realized Gain (Loss) from Investments, Swap and Foreign Currency Transactions | 21,442,077 | 5,654,309 | (6,832,984 | ) | (46,812 | ) | 8,106,471 | |||||||||||||
Net Unrealized Appreciation (Depreciation) on Investments and Swaps | 11,573,847 | 4,002,743 | 7,034,734 | 3,693,025 | (47,171,227 | ) | ||||||||||||||
Net Assets | $ | 355,032,905 | $ | 75,583,376 | $ | 149,746,698 | $ | 49,315,736 | $ | 447,038,628 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 329,745,431 | $ | 55,361,596 | $ | 145,587,026 | $ | 42,149,572 | $ | 353,527,940 | ||||||||||
A Shares | 19,004,238 | 2,590,560 | 4,159,672 | 7,166,164 | 77,633,253 | |||||||||||||||
C Shares | — | 17,631,220 | — | — | — | |||||||||||||||
R Shares | 6,283,236 | — | — | — | 15,877,435 | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value) | ||||||||||||||||||||
I Shares | 28,024,421 | 5,559,917 | 14,125,565 | 3,618,909 | 54,842,111 | |||||||||||||||
A Shares | 1,615,299 | 258,983 | 402,954 | 615,007 | 12,036,624 | |||||||||||||||
C Shares | — | 1,770,809 | — | — | — | |||||||||||||||
R Shares | 533,655 | — | — | — | 2,461,899 | |||||||||||||||
Net Asset Value and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 11.77 | $ | 9.96 | $ | 10.31 | $ | 11.65 | $ | 6.45 | ||||||||||
A Shares | 11.77 | 10.00 | 10.32 | 11.65 | 6.45 | |||||||||||||||
C Shares(a) | — | 9.96 | — | — | — | |||||||||||||||
R Shares | 11.77 | — | — | — | 6.45 | |||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge x net asset value) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
A Shares | $ | 12.36 | $ | 10.50 | $ | 10.83 | $ | 12.23 | $ | 6.77 | ||||||||||
Maximum Sales Charge — A Shares | 4.75 | % | 4.75 | % | 4.75 | % | 4.75 | % | 4.75 | % |
† | Formerly Investment Grade Bond Fund. |
* | Investments include securities on loan of $—, $—, $—, $— and $44,023,786, respectively. |
(a) | Redemption price per share varies based on length of time shares are held. |
117
(Unaudited)
Investment Grade | Limited-Term | Maryland | ||||||||||||||||||
Intermediate | Tax-Exempt | Limited | Federal Mortgage | Municipal | ||||||||||||||||
Bond Fund | Bond Fund | Duration Fund | Securities Fund | Bond Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 1,194,404,154 | $ | 881,775,151 | $ | 18,414,678 | $ | 53,977,375 | $ | 19,235,821 | ||||||||||
Total Investments, at Value | $ | 1,246,291,296 | $ | 922,508,341 | $ | 18,466,774 | $ | 55,167,884 | $ | 20,723,557 | ||||||||||
Interest and Dividends Receivable | 7,969,540 | 9,591,631 | 6,510 | 158,400 | 224,782 | |||||||||||||||
Foreign Currency, at Value (Cost $4, $—, $—, $— and $—, respectively) | 4 | — | — | — | — | |||||||||||||||
Receivable for Capital Shares Issued | 612,306 | 955,571 | — | 39,277 | 446 | |||||||||||||||
Receivable for Investment Securities Sold | — | 3,242,400 | — | 4,717 | — | |||||||||||||||
Receivable for Investment Securities Sold on a When-Issued Basis | — | — | — | 10,952,124 | — | |||||||||||||||
Prepaid Expenses and Other Assets | 29,545 | 51,021 | 8,812 | 20,757 | 10,919 | |||||||||||||||
Total Assets | 1,254,902,691 | 936,348,964 | 18,482,096 | 66,343,159 | 20,959,704 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | 2,731,826 | 44,963,873 | — | — | — | |||||||||||||||
Payable for Investment Securities Purchased on a When-Issued Basis | 40,788,138 | — | — | 16,918,655 | — | |||||||||||||||
Payable for Capital Shares Redeemed | 2,691,040 | 1,645,188 | — | 40,886 | 62,489 | |||||||||||||||
Income Distributions Payable | 1,070,148 | 761,740 | 3,466 | 29,685 | 48,040 | |||||||||||||||
Investment Advisory Fees Payable | 239,597 | 353,046 | 1,513 | 18,631 | 7,700 | |||||||||||||||
Administration Fees Payable | 18,058 | 12,857 | 347 | 914 | 343 | |||||||||||||||
Fund Accounting Fees Payable | 21,124 | 23,051 | 134 | 34 | 169 | |||||||||||||||
Transfer Agency Fees Payable | 5,119 | 4,673 | — | — | — | |||||||||||||||
Compliance and Fund Services Fees Payable | 15,707 | 14,509 | 136 | 111 | 166 | |||||||||||||||
Distribution and Service Fees Payable | 3,879 | 8,609 | — | 7,584 | 502 | |||||||||||||||
Shareholder Servicing Fees Payable | 19,770 | — | — | — | — | |||||||||||||||
Custodian Fees Payable | 20,681 | 2,809 | 544 | — | — | |||||||||||||||
Trustee Fees Payable | 2,327 | 2,568 | — | — | — | |||||||||||||||
Accrued Expenses | 71,706 | 28,281 | 1,732 | 1,063 | 1,268 | |||||||||||||||
Total Liabilities | 47,699,120 | 47,821,204 | 7,872 | 17,017,563 | 120,677 | |||||||||||||||
Total Net Assets | $ | 1,207,203,571 | $ | 888,527,760 | $ | 18,474,224 | $ | 49,325,596 | $ | 20,839,027 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 1,125,474,775 | $ | 841,791,712 | $ | 19,962,140 | $ | 64,540,759 | $ | 19,138,963 | ||||||||||
Accumulated Net Investment Income (Loss) | (2,921,878 | ) | (224,178 | ) | 7,897 | (275,098 | ) | (42,051 | ) | |||||||||||
Accumulated Net Realized Gain (Loss) from Investments and Swap Transactions | 32,763,532 | 6,227,036 | (1,547,909 | ) | (16,130,574 | ) | 254,379 | |||||||||||||
Net Unrealized Appreciation on Investments | 51,887,142 | 40,733,190 | 52,096 | 1,190,509 | 1,487,736 | |||||||||||||||
Net Assets | $ | 1,207,203,571 | $ | 888,527,760 | $ | 18,474,224 | $ | 49,325,596 | $ | 20,839,027 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 1,189,252,024 | $ | 853,270,610 | $ | 18,474,224 | $ | 33,110,150 | $ | 16,821,153 | ||||||||||
A Shares | 17,243,827 | 35,257,150 | — | 8,779,238 | 4,017,874 | |||||||||||||||
C Shares | — | — | — | 7,436,208 | — | |||||||||||||||
R Shares | 707,720 | — | — | — | — | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value) | ||||||||||||||||||||
I Shares | 110,332,042 | 69,521,554 | 1,892,165 | 2,992,533 | 1,563,825 | |||||||||||||||
A Shares | 1,599,293 | 2,869,300 | — | 794,980 | 373,533 | |||||||||||||||
C Shares | — | — | — | 672,038 | — | |||||||||||||||
R Shares | 65,654 | — | — | — | — | |||||||||||||||
Net Asset Value and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 10.78 | $ | 12.27 | $ | 9.76 | $ | 11.06 | $ | 10.76 | ||||||||||
A Shares | 10.78 | 12.29 | — | 11.04 | 10.76 | |||||||||||||||
C Shares(a) | — | — | — | 11.07 | — | |||||||||||||||
R Shares | 10.78 | — | — | — | — | |||||||||||||||
Offering Price per Share (100%/ (100%-maximum sales charge x net asset value) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
A Shares | $ | 11.32 | $ | 12.90 | $ | — | $ | 11.32 | $ | 11.30 | ||||||||||
Maximum Sales Charge — A Shares | 4.75 | % | 4.75 | % | — | 2.50 | % | 4.75 | % |
(a) | Redemption price per share varies based on length of time shares are held. |
118
(Unaudited)
North Carolina | Seix Floating | Short-Term U.S. | ||||||||||||||||||
Tax-Exempt | Rate High | Seix High Yield | Short-Term | Treasury | ||||||||||||||||
Bond Fund | Income Fund | Fund | Bond Fund | Securities Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 46,195,196 | $ | 3,605,363,306 | $ | 1,802,383,015 | $ | 305,543,356 | $ | 19,887,922 | ||||||||||
Total Investments, at Value* | $ | 48,822,961 | $ | 3,453,014,126 | $ | 1,740,067,647 | $ | 308,708,354 | $ | 20,213,802 | ||||||||||
Cash | — | 2,187,551 | — | — | — | |||||||||||||||
Cash Collateral on Deposit at Broker | — | — | — | 1,164,576 | — | |||||||||||||||
Interest and Dividends Receivable | 656,037 | 16,293,214 | 37,231,250 | 1,984,466 | 93,486 | |||||||||||||||
Receivable for Capital Shares Issued | 248 | 3,588,950 | 5,048,782 | 166,620 | 2,167 | |||||||||||||||
Receivable for Investment Securities Sold | — | 22,885,569 | 4,322,651 | 157,950 | — | |||||||||||||||
Receivable for Investment Securities Sold on a When-Issued Basis | — | 45,182,773 | — | — | — | |||||||||||||||
Receivable for Futures Variation Margin | — | — | — | 22,500 | — | |||||||||||||||
Prepaid Expenses and Other Assets | 13,489 | 881,005 | 76,374 | 22,675 | 15,825 | |||||||||||||||
Total Assets | 49,492,735 | 3,544,033,188 | 1,786,746,704 | 312,227,141 | 20,325,280 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | — | 78,955,460 | 2,200,000 | — | — | |||||||||||||||
Payable for Investment Securities Purchased on a When-Issued Basis | — | 48,749,799 | 5,550,000 | — | — | |||||||||||||||
Payable for Capital Shares Redeemed | 125,482 | 11,335,424 | 570,457 | 813,809 | 122,540 | |||||||||||||||
Payable Upon Return of Securities Loaned | — | — | 116,538,315 | — | — | |||||||||||||||
Income Distributions Payable | 133,699 | 6,637,736 | 5,885,280 | 360,379 | 4,224 | |||||||||||||||
Investment Advisory Fees Payable | 22,547 | 1,191,330 | 591,541 | 103,279 | 2,668 | |||||||||||||||
Administration Fees Payable | 726 | 63,411 | 25,949 | 4,535 | 261 | |||||||||||||||
Fund Accounting Fees Payable | 449 | — | 15,874 | 7,787 | 516 | |||||||||||||||
Transfer Agency Fees Payable | — | — | — | 23 | — | |||||||||||||||
Compliance and Fund Services Fees Payable | 404 | 14,203 | 15,519 | 5,210 | 392 | |||||||||||||||
Distribution and Service Fees Payable | 94 | 37,242 | 4,665 | 3,294 | 7,225 | |||||||||||||||
Custodian Fees Payable | 398 | 62,369 | — | 2,242 | 150 | |||||||||||||||
Trustee Fees Payable | — | — | — | 788 | 3 | |||||||||||||||
Accrued Expenses | 3,142 | — | — | 21,644 | 2,079 | |||||||||||||||
Total Liabilities | 286,941 | 147,046,974 | 131,397,600 | 1,322,990 | 140,058 | |||||||||||||||
Total Net Assets | $ | 49,205,794 | $ | 3,396,986,214 | $ | 1,655,349,104 | $ | 310,904,151 | $ | 20,185,222 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 47,854,404 | $ | 3,625,001,284 | $ | 1,737,355,439 | $ | 314,470,649 | $ | 19,592,535 | ||||||||||
Accumulated Net Investment Income (Loss) | (63,096 | ) | 11,043,125 | 367,014 | 148,359 | 66 | ||||||||||||||
Accumulated Net Realized Gain (Loss) from Investments and Futures Transactions | (1,213,279 | ) | (86,709,015 | ) | (20,057,981 | ) | (6,902,146 | ) | 266,741 | |||||||||||
Net Unrealized Appreciation (Depreciation) on Investments and Futures | 2,627,765 | (152,349,180 | ) | (62,315,368 | ) | 3,187,289 | 325,880 | |||||||||||||
Net Assets | $ | 49,205,794 | $ | 3,396,986,214 | $ | 1,655,349,104 | $ | 310,904,151 | $ | 20,185,222 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 48,444,733 | $ | 3,316,907,747 | $ | 1,635,634,272 | $ | 303,274,420 | $ | 8,466,232 | ||||||||||
A Shares | 761,061 | 51,414,287 | 17,237,452 | 4,472,806 | 3,579,940 | |||||||||||||||
C Shares | — | 28,664,180 | — | 3,156,925 | 8,139,050 | |||||||||||||||
R Shares | — | — | 2,477,380 | — | — | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value) | ||||||||||||||||||||
I Shares | 4,712,550 | 390,628,313 | 179,175,014 | 30,569,590 | 833,770 | |||||||||||||||
A Shares | 74,221 | 6,055,867 | 1,931,568 | 449,573 | 352,902 | |||||||||||||||
C Shares | — | 3,375,038 | — | 317,427 | 803,097 | |||||||||||||||
R Shares | — | — | 271,515 | — | — | |||||||||||||||
Net Asset Value and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 10.28 | $ | 8.49 | $ | 9.13 | $ | 9.92 | $ | 10.15 | ||||||||||
A Shares | 10.25 | 8.49 | 8.92 | 9.95 | 10.14 | |||||||||||||||
C Shares(a) | — | 8.49 | — | 9.95 | 10.13 | |||||||||||||||
R Shares | — | — | 9.12 | — | — | |||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge x net asset value) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
A Shares | $ | 10.76 | $ | 8.71 | $ | 9.36 | $ | 10.21 | $ | 10.40 | ||||||||||
Maximum Sales Charge — A Shares | 4.75 | % | 2.50 | % | 4.75 | % | 2.50 | % | 2.50 | % |
* | Investments include securities on loan of $—, $—, $113,829,746, $— and $—, respectively. |
(a) | Redemption price per share varies based on length of time shares are held. |
119
(Unaudited)
Virginia | ||||||||||||||||||||
U.S. Government | Intermediate | |||||||||||||||||||
Total Return | Ultra-Short | U.S. Government | Securities Ultra- | Municipal Bond | ||||||||||||||||
Bond Fund | Bond Fund | Securities Fund | Short Bond Fund | Fund | ||||||||||||||||
Assets: | ||||||||||||||||||||
Total Investments, at Cost | $ | 815,904,768 | $ | 136,425,215 | $ | 49,891,190 | $ | 1,750,713,969 | $ | 149,593,013 | ||||||||||
Total Investments, at Value | $ | 851,375,549 | $ | 136,242,339 | $ | 52,802,238 | $ | 1,769,389,299 | $ | 160,763,643 | ||||||||||
Cash | 1,043,948 | — | — | 1,341,645 | 347 | |||||||||||||||
Cash Collateral on Deposit at Broker | — | — | — | 7,317,896 | — | |||||||||||||||
Interest and Dividends Receivable | 4,536,653 | 523,699 | 181,298 | 4,899,544 | 1,939,228 | |||||||||||||||
Unrealized Appreciation on Swap Agreements, at Value | 1,490,197 | — | — | — | — | |||||||||||||||
Foreign Currency, at Value (Cost $5, $—, $—, $— and $—, respectively) | 4 | — | — | — | — | |||||||||||||||
Closed Swap Agreements, at Value | 2,528,612 | — | — | — | — | |||||||||||||||
Receivable for Capital Shares Issued | 1,809,916 | 13,734 | 55,659 | 2,706,437 | 133 | |||||||||||||||
Receivable for Investment Securities Sold | 6,822,441 | 29,334 | — | 9,105,489 | — | |||||||||||||||
Receivable for Investment Securities Sold on a When-Issued Basis | 25,721,470 | — | — | — | — | |||||||||||||||
Unrealized Appreciation on Forward Foreign Currency Contracts | 1,532,136 | — | — | — | — | |||||||||||||||
Prepaid Expenses and Other Assets | 183,240 | 20,868 | 18,915 | 83,679 | 16,536 | |||||||||||||||
Total Assets | 897,044,166 | 136,829,974 | 53,058,110 | 1,794,843,989 | 162,719,887 | |||||||||||||||
Liabilities: | ||||||||||||||||||||
Payable for Investment Securities Purchased | 32,995,373 | 245,836 | — | 3,333,266 | — | |||||||||||||||
Payable for Investment Securities Purchased on a When-Issued Basis | 67,050,665 | 3,222,999 | — | 96,017,115 | — | |||||||||||||||
Unrealized Depreciation on Swap Agreements, at Value | 9,355,551 | — | — | — | — | |||||||||||||||
Payable for Capital Shares Redeemed | 1,173,667 | 98,203 | 390,191 | 8,346,465 | 244,194 | |||||||||||||||
Income Distributions Payable | 556,022 | 53,443 | 10,021 | 297,221 | 396,124 | |||||||||||||||
Unrealized Depreciation on Forward Foreign Currency Contracts | 1,112,395 | — | — | — | — | |||||||||||||||
Investment Advisory Fees Payable | 152,265 | 23,681 | 21,662 | 261,377 | 73,931 | |||||||||||||||
Administration Fees Payable | 11,890 | 2,168 | 1,013 | 26,384 | 2,506 | |||||||||||||||
Fund Accounting Fees Payable | 10,399 | 795 | 533 | 20,401 | 2,638 | |||||||||||||||
Transfer Agency Fees Payable | — | — | — | 2,878 | 91 | |||||||||||||||
Compliance and Fund Services Fees Payable | 8,017 | 884 | 454 | 16,646 | 2,014 | |||||||||||||||
Distribution and Service Fees Payable | 6,492 | — | 2,630 | — | 1,586 | |||||||||||||||
Custodian Fees Payable | 15,885 | 755 | 60 | 2,360 | 576 | |||||||||||||||
Trustee Fees Payable | 386 | — | — | 458 | — | |||||||||||||||
Accrued Expenses | — | — | 3,428 | — | 9,927 | |||||||||||||||
Total Liabilities | 112,449,007 | 3,648,764 | 429,992 | 108,324,571 | 733,587 | |||||||||||||||
Total Net Assets | $ | 784,595,159 | $ | 133,181,210 | $ | 52,628,118 | $ | 1,686,519,418 | $ | 161,986,300 | ||||||||||
Net Assets Consist of: | ||||||||||||||||||||
Capital | $ | 731,382,868 | $ | 137,775,235 | $ | 46,910,795 | $ | 1,686,238,862 | $ | 149,202,159 | ||||||||||
Accumulated Net Investment Income (Loss) | (3,955,073 | ) | (102,635 | ) | 293 | (4,394,989 | ) | 37,816 | ||||||||||||
Accumulated Net Realized Gain (Loss) from Investments, Futures, Swap and Foreign Currency Transactions | 21,290,550 | (4,308,514 | ) | 2,805,982 | (13,999,785 | ) | 1,575,695 | |||||||||||||
Net Unrealized Appreciation (Depreciation) on Investments, Swaps and Foreign Currencies | 35,876,814 | (182,876 | ) | 2,911,048 | 18,675,330 | 11,170,630 | ||||||||||||||
Net Assets | $ | 784,595,159 | $ | 133,181,210 | $ | 52,628,118 | $ | 1,686,519,418 | $ | 161,986,300 | ||||||||||
Net Assets: | ||||||||||||||||||||
I Shares | $ | 755,459,588 | $ | 133,181,210 | $ | 47,966,792 | $ | 1,686,519,418 | $ | 149,302,641 | ||||||||||
A Shares | 23,764,173 | — | 2,008,827 | — | 12,683,659 | |||||||||||||||
C Shares | — | — | 2,652,499 | — | — | |||||||||||||||
R Shares | 5,371,398 | — | — | — | — | |||||||||||||||
Shares Outstanding (unlimited number of shares authorized, no par value) | ||||||||||||||||||||
I Shares | 68,795,558 | 13,493,359 | 5,134,708 | 167,104,342 | 14,037,438 | |||||||||||||||
A Shares | 2,097,955 | — | 215,030 | — | 1,192,866 | |||||||||||||||
C Shares | — | — | 283,940 | — | — | |||||||||||||||
R Shares | 489,106 | — | — | — | — | |||||||||||||||
Net Asset Value and Redemption Price Per Share: | ||||||||||||||||||||
I Shares | $ | 10.98 | $ | 9.87 | $ | 9.34 | $ | 10.09 | $ | 10.64 | ||||||||||
A Shares | 11.33 | — | 9.34 | — | 10.63 | |||||||||||||||
C Shares(a) | — | — | 9.34 | — | — | |||||||||||||||
R Shares | 10.98 | — | — | — | — | |||||||||||||||
Offering Price per Share (100%/(100%-maximum sales charge x net asset value) of net asset value adjusted to the nearest cent): | ||||||||||||||||||||
A Shares | $ | 11.90 | $ | — | $ | 9.81 | $ | — | $ | 11.16 | ||||||||||
Maximum Sales Charge — A Shares | 4.75 | % | — | 4.75 | % | — | 4.75 | % |
(a) | Redemption price per share varies based on length of time shares are held. |
120
(Unaudited)
Georgia Tax- | High Grade | |||||||||||||||||||
Corporate Bond | Exempt Bond | Municipal Bond | High Income | |||||||||||||||||
Core Bond Fund† | Fund | Fund | Fund | Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Interest Income | $ | 5,287,995 | $ | 1,732,205 | $ | 3,371,362 | $ | 1,054,223 | $ | 20,337,186 | ||||||||||
Dividend Income | 4 | 7 | 1,947 | 2,304 | 516,547 | |||||||||||||||
Net Income from Securities Lending | 3,494 | – | – | – | 138,407 | |||||||||||||||
Total Investment Income | 5,291,493 | 1,732,212 | 3,373,309 | 1,056,527 | 20,992,140 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 792,446 | 139,933 | 432,680 | 143,773 | 1,535,784 | |||||||||||||||
Administration Fees | 16,213 | 3,579 | 8,048 | 2,674 | 26,233 | |||||||||||||||
Fund Accounting Fees | 20,278 | 5,275 | 10,633 | 3,450 | 28,534 | |||||||||||||||
Transfer Agency Fees | 22,483 | 16,386 | 3,604 | 3,275 | 55,352 | |||||||||||||||
Compliance & Fund Services Fees | 11,853 | 2,850 | 6,242 | 2,012 | 18,070 | |||||||||||||||
Distribution and Service Fees — A Shares | 27,877 | 3,294 | 3,237 | 5,857 | 132,142 | |||||||||||||||
Distribution and Service Fees — C Shares | – | 81,862 | – | – | – | |||||||||||||||
Distribution and Service Fees — R Shares | 15,735 | – | – | – | 40,966 | |||||||||||||||
Shareholder Servicing Fees — I Shares | 9,408 | 6,647 | – | – | – | |||||||||||||||
Shareholder Servicing Fees — A Shares | 1,572 | 437 | – | – | – | |||||||||||||||
Shareholder Servicing Fees — R Shares | 7,042 | – | – | – | 17,526 | |||||||||||||||
Custodian Fees | 34,520 | 4,490 | 5,313 | 4,010 | 16,234 | |||||||||||||||
Printing Fees | 10,228 | 3,679 | 4,807 | 2,503 | 15,893 | |||||||||||||||
Registration Fees | 19,198 | 18,260 | 7,173 | 12,551 | 28,812 | |||||||||||||||
Trustee Fees | 8,167 | 1,990 | 4,295 | 1,390 | 12,423 | |||||||||||||||
Other Fees | 22,527 | 7,483 | 12,347 | 3,914 | 23,499 | |||||||||||||||
Total Expenses | 1,019,547 | 296,165 | 498,379 | 185,409 | 1,951,468 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | – | – | – | (11,053 | ) | – | ||||||||||||||
Less: Custodian Credits (Note 3) | (394 | ) | (10 | ) | (24 | ) | – | (95 | ) | |||||||||||
Net Expenses | 1,019,153 | 296,155 | 498,355 | 174,356 | 1,951,373 | |||||||||||||||
Net Investment Income (Loss) | 4,272,340 | 1,436,057 | 2,874,954 | 882,171 | 19,040,767 | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps and Foreign Currencies: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment and Foreign Currency Transactions | 21,119,162 | 3,689,570 | 730,875 | 939,858 | 2,810,559 | |||||||||||||||
Credit Default Swap Agreements | (43,963 | ) | – | – | – | (114,686 | ) | |||||||||||||
Interest Rate Swap Agreements | 448,825 | – | – | – | – | |||||||||||||||
Forward Foreign Currency Contracts | (48,410 | ) | – | – | – | – | ||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) on: | ||||||||||||||||||||
Investments and Foreign Currencies | (306,655 | ) | (1,092,275 | ) | 8,314,891 | 2,425,605 | (65,198,930 | ) | ||||||||||||
Credit Default Swap Agreements | 16,433 | – | – | – | (732,568 | ) | ||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Swaps and Foreign Currencies | 21,185,392 | 2,597,295 | 9,045,766 | 3,365,463 | (63,235,625 | ) | ||||||||||||||
Change in Net Assets from Operations | $ | 25,457,732 | $ | 4,033,352 | $ | 11,920,720 | $ | 4,247,634 | $ | (44,194,858 | ) | |||||||||
† | Formerly Investment Grade Bond Fund. |
121
(Unaudited)
Investment Grade | Limited-Term | Maryland | ||||||||||||||||||
Intermediate | Tax-Exempt | Limited | Federal Mortgage | Municipal | ||||||||||||||||
Bond Fund | Bond Fund | Duration Fund | Securities Fund | Bond Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Interest Income | $ | 16,306,367 | $ | 14,119,555 | $ | 98,298 | $ | 431,961 | $ | 459,530 | ||||||||||
Dividend Income | 11 | 31,208 | – | 33 | 12 | |||||||||||||||
Net Income from Securities Lending | 11,030 | – | – | – | – | |||||||||||||||
Total Investment Income | 16,317,408 | 14,150,763 | 98,298 | 431,994 | 459,542 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 1,529,564 | 2,212,388 | 10,505 | 113,904 | 65,437 | |||||||||||||||
Administration Fees | 65,282 | 46,328 | 1,075 | 2,330 | 1,217 | |||||||||||||||
Fund Accounting Fees | 83,287 | 64,105 | 1,354 | 2,271 | 1,683 | |||||||||||||||
Transfer Agency Fees | 45,089 | 68,462 | 626 | 7,745 | 2,014 | |||||||||||||||
Compliance & Fund Services Fees | 49,029 | 34,811 | 809 | 1,415 | 993 | |||||||||||||||
Distribution and Service Fees — A Shares | 15,891 | 50,323 | – | 6,425 | 3,048 | |||||||||||||||
Distribution and Service Fees — C Shares | – | – | – | 37,376 | – | |||||||||||||||
Distribution and Service Fees — R Shares | 2,175 | – | – | – | – | |||||||||||||||
Shareholder Servicing Fees — I Shares | 288,826 | 128,412 | – | 63 | – | |||||||||||||||
Shareholder Servicing Fees — A Shares | 3,441 | 782 | – | 135 | – | |||||||||||||||
Shareholder Servicing Fees — R Shares | 1,060 | – | – | – | – | |||||||||||||||
Custodian Fees | 38,878 | 10,540 | 3,780 | 4,519 | 3,125 | |||||||||||||||
Printing Fees | 40,566 | 25,022 | 1,615 | 2,355 | 1,817 | |||||||||||||||
Registration Fees | 25,499 | 17,810 | 3,742 | 17,318 | 6,544 | |||||||||||||||
Trustee Fees | 33,767 | 24,414 | 557 | 973 | 684 | |||||||||||||||
Other Fees | 89,406 | 65,271 | 1,502 | 2,560 | 2,085 | |||||||||||||||
Total Expenses | 2,311,760 | 2,748,668 | 25,565 | 199,389 | 88,647 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | – | – | – | (5,446 | ) | (3,764 | ) | |||||||||||||
Less: Custodian Credits (Note 3) | (372 | ) | – | (9 | ) | – | (2 | ) | ||||||||||||
Net Expenses | 2,311,388 | 2,748,668 | 25,556 | 193,943 | 84,881 | |||||||||||||||
Net Investment Income (Loss) | 14,006,020 | 11,402,095 | 72,742 | 238,051 | 374,661 | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Swaps: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investments | 35,398,308 | 13,706,441 | 10,456 | 1,147,843 | 235,565 | |||||||||||||||
Credit Default Swap Agreements | (176,889 | ) | – | – | – | – | ||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) on: | ||||||||||||||||||||
Investments | 17,357,339 | 33,418,448 | (32,562 | ) | 1,003,720 | 1,139,371 | ||||||||||||||
Credit Default Swap Agreements | 66,581 | – | – | – | – | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Swaps | 52,645,339 | 47,124,889 | (22,106 | ) | 2,151,563 | 1,374,936 | ||||||||||||||
Change in Net Assets from Operations | $ | 66,651,359 | $ | 58,526,984 | $ | 50,636 | $ | 2,389,614 | $ | 1,749,597 | ||||||||||
122
(Unaudited)
North Carolina | Seix Floating | Short-Term U.S. | ||||||||||||||||||
Tax-Exempt | Rate High | Seix High Yield | Short-Term | Treasury | ||||||||||||||||
Bond Fund | Income Fund | Fund | Bond Fund | Securities Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Interest Income | $ | 1,045,287 | $ | 121,039,652 | $ | 68,304,634 | $ | 4,178,043 | $ | 224,484 | ||||||||||
Dividend Income | 555 | 255,274 | 429,824 | 122 | – | |||||||||||||||
Net Income from Securities Lending | – | – | 328,579 | – | – | |||||||||||||||
Total Investment Income | 1,045,842 | 121,294,926 | 69,063,037 | 4,178,165 | 224,484 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 142,855 | 7,728,616 | 3,660,561 | 658,661 | 53,123 | |||||||||||||||
Administration Fees | 2,657 | 190,957 | 88,201 | 16,845 | 1,359 | |||||||||||||||
Fund Accounting Fees | 3,347 | 171,769 | 108,555 | 25,942 | 2,256 | |||||||||||||||
Transfer Agency Fees | 1,433 | 512,458 | 373,054 | 12,062 | 6,009 | |||||||||||||||
Compliance & Fund Services Fees | 2,000 | 117,500 | 66,749 | 14,465 | 1,264 | |||||||||||||||
Distribution and Service Fees — A Shares | 551 | 109,130 | 34,842 | 3,054 | 3,784 | |||||||||||||||
Distribution and Service Fees — C Shares | – | 134,517 | – | 13,873 | 38,803 | |||||||||||||||
Distribution and Service Fees — R Shares | – | – | 7,432 | – | – | |||||||||||||||
Shareholder Servicing Fees — I Shares | – | 379,258 | 22,621 | 351 | 5 | |||||||||||||||
Shareholder Servicing Fees — A Shares | – | 5,674 | 173 | 228 | 178 | |||||||||||||||
Shareholder Servicing Fees — R Shares | – | – | 3,720 | – | – | |||||||||||||||
Custodian Fees | 3,896 | 297,121 | 20,294 | 9,536 | 3,847 | |||||||||||||||
Printing Fees | 2,746 | 80,359 | 54,074 | 10,383 | 2,578 | |||||||||||||||
Registration Fees | 5,942 | 42,462 | 35,320 | 20,756 | 19,139 | |||||||||||||||
Trustee Fees | 1,376 | 79,763 | 45,774 | 10,004 | 877 | |||||||||||||||
Other Fees | 3,745 | 152,212 | 108,006 | 28,332 | 2,746 | |||||||||||||||
Total Expenses | 170,548 | 10,001,796 | 4,629,376 | 824,492 | 135,968 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | – | – | – | – | (20,796 | ) | ||||||||||||||
Less: Custodian Credits (Note 3) | – | (63 | ) | (285 | ) | (34 | ) | (5 | ) | |||||||||||
Net Expenses | 170,548 | 10,001,733 | 4,629,091 | 824,458 | 115,167 | |||||||||||||||
Net Investment Income (Loss) | 875,294 | 111,293,193 | 64,433,946 | 3,353,707 | 109,317 | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Futures: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investments | 348,701 | (30,048,488 | ) | 22,327,796 | 1,942,435 | 258,618 | ||||||||||||||
Futures Contracts | – | – | – | (1,896,423 | ) | – | ||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) on: | ||||||||||||||||||||
Investments | 2,665,854 | (218,668,117 | ) | (183,701,092 | ) | (880,895 | ) | (94,551 | ) | |||||||||||
Futures Contracts | – | – | – | 16,276 | – | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments and Futures | 3,014,555 | (248,716,605 | ) | (161,373,296 | ) | (818,607 | ) | 164,067 | ||||||||||||
Change in Net Assets from Operations | $ | 3,889,849 | $ | (137,423,412 | ) | $ | (96,939,350 | ) | $ | 2,535,100 | $ | 273,384 | ||||||||
123
(Unaudited)
Virginia | ||||||||||||||||||||
U.S. Government | Intermediate | |||||||||||||||||||
Total Return | Ultra-Short | U.S. Government | Securities Ultra- | Municipal Bond | ||||||||||||||||
Bond Fund | Bond Fund | Securities Fund | Short Bond Fund | Fund | ||||||||||||||||
Investment Income: | ||||||||||||||||||||
Interest Income | $ | 11,426,936 | $ | 772,290 | $ | 570,655 | $ | 6,751,700 | $ | 3,334,144 | ||||||||||
Dividend Income | 59 | 881 | – | 1,405 | 27 | |||||||||||||||
Net Income from Securities Lending | 4,428 | – | – | – | – | |||||||||||||||
Total Investment Income | 11,431,423 | 773,171 | 570,655 | 6,753,105 | 3,334,171 | |||||||||||||||
Expenses: | ||||||||||||||||||||
Investment Advisory Fees | 884,955 | 137,831 | 128,586 | 1,566,029 | 480,897 | |||||||||||||||
Administration Fees | 36,772 | 6,409 | 2,631 | 84,740 | 8,945 | |||||||||||||||
Fund Accounting Fees | 43,785 | 7,022 | 3,347 | 100,339 | 11,214 | |||||||||||||||
Transfer Agency Fees | 61,792 | 5,192 | 6,517 | 88,147 | 5,743 | |||||||||||||||
Compliance & Fund Services Fees | 25,979 | 4,390 | 1,962 | 59,675 | 6,678 | |||||||||||||||
Distribution and Service Fees — A Shares | 25,030 | – | 2,954 | – | 9,708 | |||||||||||||||
Distribution and Service Fees — C Shares | – | – | 12,536 | – | – | |||||||||||||||
Distribution and Service Fees — R Shares | 10,338 | – | – | – | – | |||||||||||||||
Shareholder Servicing Fees — I Shares | 50,439 | 3,483 | 70 | 670,834 | – | |||||||||||||||
Shareholder Servicing Fees — A Shares | 1,526 | – | 181 | – | – | |||||||||||||||
Shareholder Servicing Fees — R Shares | 1,256 | – | – | – | – | |||||||||||||||
Custodian Fees | 38,001 | 6,754 | 3,794 | 19,552 | 4,573 | |||||||||||||||
Printing Fees | 19,383 | 3,890 | 2,668 | 47,185 | 5,042 | |||||||||||||||
Registration Fees | 22,873 | 11,025 | 17,385 | 24,429 | 8,644 | |||||||||||||||
Trustee Fees | 17,864 | 3,000 | 1,355 | 41,129 | 4,589 | |||||||||||||||
Other Fees | 45,548 | 7,098 | 4,174 | 99,039 | 12,171 | |||||||||||||||
Total Expenses | 1,285,541 | 196,094 | 188,160 | 2,801,098 | 558,204 | |||||||||||||||
Less: Investment Advisory Fees Waived/Expenses Reimbursed | – | – | (10 | ) | – | – | ||||||||||||||
Less: Custodian Credits (Note 3) | (419 | ) | (16 | ) | (1 | ) | (106 | ) | (4 | ) | ||||||||||
Net Expenses | 1,285,122 | 196,078 | 188,149 | 2,800,992 | 558,200 | |||||||||||||||
Net Investment Income (Loss) | 10,146,301 | 577,093 | 382,506 | 3,952,113 | 2,775,971 | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Futures, Swaps and Foreign Currencies: | ||||||||||||||||||||
Net Realized Gain (Loss) from: | ||||||||||||||||||||
Investment and Foreign Currency Transactions | 19,612,430 | 52,952 | 1,844,358 | 4,662,264 | 1,350,917 | |||||||||||||||
Futures Contracts | – | – | – | (1,734,354 | ) | – | ||||||||||||||
Credit Default Swap Agreements | 1,315,548 | – | – | – | – | |||||||||||||||
Interest Rate Swap Agreements | 1,201,878 | – | – | – | – | |||||||||||||||
Forward Foreign Currency Contracts | (159,014 | ) | – | – | – | – | ||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) on: | ||||||||||||||||||||
Investments and Foreign Currencies | 18,651,463 | (780,832 | ) | 2,210,730 | 5,607,441 | 5,797,150 | ||||||||||||||
Credit Default Swap Agreements | (41,222 | ) | – | – | – | – | ||||||||||||||
Interest Rate Swap Contracts | 60,237 | – | – | – | – | |||||||||||||||
Forward Foreign Currency Contracts | 419,741 | – | – | – | – | |||||||||||||||
Net Realized and Unrealized Gain (Loss) on Investments, Futures, Swaps and Foreign Currencies | 41,061,061 | (727,880 | ) | 4,055,088 | 8,535,351 | 7,148,067 | ||||||||||||||
Change in Net Assets from Operations | $ | 51,207,362 | $ | (150,787 | ) | $ | 4,437,594 | $ | 12,487,464 | $ | 9,924,038 | |||||||||
124
Core Bond Fund† | Corporate Bond Fund | Georgia Tax-Exempt Bond Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income | $ | 4,272,340 | $ | 12,014,783 | $ | 1,436,057 | $ | 6,194,619 | $ | 2,874,954 | $ | 8,181,686 | ||||||||||||
Net Realized Gain (Loss) | 21,475,614 | 11,603,833 | 3,689,570 | 12,194,305 | 730,875 | (2,937,784 | ) | |||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | (290,222 | ) | (7,707,931 | ) | (1,092,275 | ) | (5,381,982 | ) | 8,314,891 | (7,494,157 | ) | |||||||||||||
Change in Net Assets from Operations | 25,457,732 | 15,910,685 | 4,033,352 | 13,006,942 | 11,920,720 | (2,250,255 | ) | |||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (3,951,515 | ) | (7,713,607 | ) | (1,116,146 | ) | (5,359,494 | ) | (2,799,454 | ) | (7,862,131 | ) | ||||||||||||
A Shares | (222,693 | ) | (470,866 | ) | (44,366 | ) | (177,839 | ) | (75,457 | ) | (321,223 | ) | ||||||||||||
C Shares | — | — | (275,481 | ) | (657,880 | ) | — | — | ||||||||||||||||
R Shares | (62,977 | ) | (125,675 | ) | — | — | — | — | ||||||||||||||||
Tax Return of Capital: | ||||||||||||||||||||||||
I Shares | — | (2,939,328 | ) | — | — | — | — | |||||||||||||||||
A Shares | — | (205,858 | ) | — | — | — | — | |||||||||||||||||
R Shares | — | (64,015 | ) | — | — | — | — | |||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | (15,435,382 | ) | — | (1,929,031 | ) | — | — | ||||||||||||||||
A Shares | — | (1,016,483 | ) | — | (103,214 | ) | — | — | ||||||||||||||||
C Shares | — | — | — | (429,724 | ) | — | — | |||||||||||||||||
R Shares | — | (318,076 | ) | — | — | — | — | |||||||||||||||||
Total Dividends and Distributions | (4,237,185 | ) | (28,289,290 | ) | (1,435,993 | ) | (8,657,182 | ) | (2,874,911 | ) | (8,183,354 | ) | ||||||||||||
Change in Net Assets from Capital Transactions | 12,145,710 | (74,593,811 | ) | (8,536,560 | ) | (103,975,535 | ) | (24,850,618 | ) | (40,055,865 | ) | |||||||||||||
Change in Net Assets | 33,366,257 | (86,972,416 | ) | (5,939,201 | ) | (99,625,775 | ) | (15,804,809 | ) | (50,489,474 | ) | |||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 321,666,648 | 408,639,064 | 81,522,577 | 181,148,352 | 165,551,507 | 216,040,981 | ||||||||||||||||||
End of Period | $ | 355,032,905 | $ | 321,666,648 | $ | 75,583,376 | $ | 81,522,577 | $ | 149,746,698 | $ | 165,551,507 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (887,682 | ) | $ | (922,837 | ) | $ | (325,032 | ) | $ | (325,096 | ) | $ | 190,860 | $ | 190,817 | ||||||||
† | Formerly Investment Grade Bond Fund. |
125
Core Bond Fund† | Corporate Bond Fund | Georgia Tax-Exempt Bond Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 69,854,974 | $ | 79,442,338 | $ | 11,067,831 | $ | 28,969,465 | $ | 16,922,931 | $ | 51,331,434 | ||||||||||||
Dividends Reinvested | 3,505,135 | 23,760,673 | 885,876 | 3,645,141 | 149,952 | 441,558 | ||||||||||||||||||
Cost of Shares Redeemed | (59,111,408 | ) | (167,960,176 | ) | (21,639,998 | ) | (131,523,496 | ) | (40,289,209 | ) | (87,539,240 | ) | ||||||||||||
Change in Net Assets from I Shares | 14,248,701 | (64,757,165 | ) | (9,686,291 | ) | (98,908,890 | ) | (23,216,326 | ) | (35,766,248 | ) | |||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 2,210,566 | 5,510,073 | 780,702 | 1,356,806 | 78,986 | 395,821 | ||||||||||||||||||
Dividends Reinvested | 193,952 | 1,466,370 | 29,292 | 179,896 | 49,037 | 134,885 | ||||||||||||||||||
Cost of Shares Redeemed | (3,721,688 | ) | (14,039,099 | ) | (491,701 | ) | (3,906,253 | ) | (1,762,315 | ) | (4,820,323 | ) | ||||||||||||
Change in Net Assets from A Shares | (1,317,170 | ) | (7,062,656 | ) | 318,293 | (2,369,551 | ) | (1,634,292 | ) | (4,289,617 | ) | |||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | 1,825,436 | 373,228 | — | — | ||||||||||||||||||
Dividends Reinvested | — | — | 201,670 | 799,831 | — | — | ||||||||||||||||||
Cost of Shares Redeemed | — | — | (1,195,668 | ) | (3,870,153 | ) | — | — | ||||||||||||||||
Change in Net Assets from C Shares | — | — | 831,438 | (2,697,094 | ) | — | — | |||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 229,494 | 227,363 | — | — | — | — | ||||||||||||||||||
Dividends Reinvested | 55,087 | 461,690 | — | — | — | — | ||||||||||||||||||
Cost of Shares Redeemed | (1,070,402 | ) | (3,463,043 | ) | — | — | — | — | ||||||||||||||||
Change in Net Assets from R Shares | (785,821 | ) | (2,773,990 | ) | — | — | — | — | ||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 12,145,710 | $ | (74,593,811 | ) | $ | (8,536,560 | ) | $ | (103,975,535 | ) | $ | (24,850,618 | ) | $ | (40,055,865 | ) | |||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 6,053,813 | 6,811,422 | 1,112,545 | 2,932,417 | 1,673,587 | 5,044,818 | ||||||||||||||||||
Reinvested | 309,295 | 2,110,160 | 90,004 | 373,525 | 14,887 | 43,334 | ||||||||||||||||||
Redeemed | (5,232,155 | ) | (14,634,211 | ) | (2,223,352 | ) | (13,107,846 | ) | (3,998,939 | ) | (8,782,333 | ) | ||||||||||||
Change in I Shares | 1,130,953 | (5,712,629 | ) | (1,020,803 | ) | (9,801,904 | ) | (2,310,465 | ) | (3,694,181 | ) | |||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 193,054 | 473,963 | 77,700 | 137,716 | 7,702 | 38,485 | ||||||||||||||||||
Reinvested | 17,132 | 130,170 | 2,965 | 18,211 | 4,861 | 13,183 | ||||||||||||||||||
Redeemed | (329,613 | ) | (1,216,167 | ) | (49,718 | ) | (395,340 | ) | (179,488 | ) | (476,359 | ) | ||||||||||||
Change in A Shares | (119,427 | ) | (612,034 | ) | 30,947 | (239,413 | ) | (166,925 | ) | (424,691 | ) | |||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | — | — | 184,184 | 37,348 | — | — | ||||||||||||||||||
Reinvested | — | — | 20,503 | 82,087 | — | — | ||||||||||||||||||
Redeemed | — | — | (121,793 | ) | (392,435 | ) | — | — | ||||||||||||||||
Change in C Shares | — | — | 82,894 | (273,000 | ) | — | — | |||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Issued | 19,929 | 19,477 | — | — | — | — | ||||||||||||||||||
Reinvested | 4,871 | 41,025 | — | — | — | — | ||||||||||||||||||
Redeemed | (94,921 | ) | (298,499 | ) | — | — | — | — | ||||||||||||||||
Change in R Shares | (70,121 | ) | (237,997 | ) | — | — | — | — | ||||||||||||||||
Change in Shares | 941,405 | (6,562,660 | ) | (906,962 | ) | (10,314,317 | ) | (2,477,390 | ) | (4,118,872 | ) | |||||||||||||
† | Formerly Investment Grade Bond Fund. |
126
High Grade Municipal Bond Fund | High Income Fund | Intermediate Bond Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income | $ | 882,171 | $ | 2,364,204 | $ | 19,040,767 | $ | 17,420,463 | $ | 14,006,020 | $ | 41,880,438 | ||||||||||||
Net Realized Gain | 939,858 | 841,212 | 2,695,873 | 10,449,286 | 35,221,419 | 32,194,679 | ||||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | 2,425,605 | (2,160,581 | ) | (65,931,498 | ) | 9,265,626 | 17,423,920 | (14,616,206 | ) | |||||||||||||||
Change in Net Assets from Operations | 4,247,634 | 1,044,835 | (44,194,858 | ) | 37,135,375 | 66,651,359 | 59,458,911 | |||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (754,984 | ) | (2,094,288 | ) | (15,335,053 | ) | (14,896,170 | ) | (13,859,886 | ) | (35,298,486 | ) | ||||||||||||
A Shares | (127,442 | ) | (269,944 | ) | (3,184,566 | ) | (1,439,817 | ) | (121,805 | ) | (267,883 | ) | ||||||||||||
R Shares | — | — | (559,085 | ) | (1,048,221 | ) | (6,530 | ) | (16,224 | ) | ||||||||||||||
Tax Return of Capital: | ||||||||||||||||||||||||
I Shares | — | — | — | — | — | (4,359,053 | ) | |||||||||||||||||
A Shares | — | — | — | — | — | (37,176 | ) | |||||||||||||||||
R Shares | — | — | — | — | — | (2,865 | ) | |||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | — | — | (553,824 | ) | — | (41,037,265 | ) | ||||||||||||||||
A Shares | — | — | — | (56,403 | ) | — | (362,944 | ) | ||||||||||||||||
R Shares | — | — | — | (39,752 | ) | — | (24,992 | ) | ||||||||||||||||
Total Dividends and Distributions | (882,426 | ) | (2,364,232 | ) | (19,078,704 | ) | (18,034,187 | ) | (13,988,221 | ) | (81,406,888 | ) | ||||||||||||
Change in Net Assets from Capital Transactions | (9,658,086 | ) | (3,880,407 | ) | 29,399,635 | 293,561,886 | (165,200,228 | ) | (230,486,295 | ) | ||||||||||||||
Change in Net Assets | (6,292,878 | ) | (5,199,804 | ) | (33,873,927 | ) | 312,663,074 | (112,537,090 | ) | (252,434,272 | ) | |||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 55,608,614 | 60,808,418 | 480,912,555 | 168,249,481 | 1,319,740,661 | 1,572,174,933 | ||||||||||||||||||
End of Period | $ | 49,315,736 | $ | 55,608,614 | $ | 447,038,628 | $ | 480,912,555 | $ | 1,207,203,571 | $ | 1,319,740,661 | ||||||||||||
Accumulated Net Investment Loss, End of Period | $ | (7,122 | ) | $ | (6,867 | ) | $ | (79,456 | ) | $ | (41,519 | ) | $ | (2,921,878 | ) | $ | (2,939,677 | ) | ||||||
127
High Grade Municipal Bond Fund | High Income Fund | Intermediate Bond Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 2,413,425 | $ | 10,961,520 | $ | 225,915,207 | $ | 390,768,633 | $ | 107,441,986 | $ | 395,572,820 | ||||||||||||
Dividends Reinvested | 82,609 | 275,054 | 12,089,694 | 10,236,084 | 6,329,909 | 40,471,135 | ||||||||||||||||||
Cost of Shares Redeemed | (10,895,625 | ) | (17,631,023 | ) | (229,947,862 | ) | (170,553,968 | ) | (282,624,518 | ) | (667,636,938 | ) | ||||||||||||
Change in Net Assets from I Shares | (8,399,591 | ) | (6,394,449 | ) | 8,057,039 | 230,450,749 | (168,852,623 | ) | (231,592,983 | ) | ||||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 178,355 | 3,735,696 | 91,190,091 | 78,667,020 | 8,135,195 | 7,439,874 | ||||||||||||||||||
Dividends Reinvested | 37,758 | 91,703 | 2,454,087 | 943,773 | 90,515 | 600,079 | ||||||||||||||||||
Cost of Shares Redeemed | (1,474,608 | ) | (1,313,357 | ) | (74,501,743 | ) | (14,814,462 | ) | (4,343,973 | ) | (6,775,822 | ) | ||||||||||||
Change in Net Assets from A Shares | (1,258,495 | ) | 2,514,042 | 19,142,435 | 64,796,331 | 3,881,737 | 1,264,131 | |||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | 5,584,812 | 2,107,525 | 58,911 | 214,890 | ||||||||||||||||||
Dividends Reinvested | — | — | 400,252 | 740,047 | 6,523 | 43,932 | ||||||||||||||||||
Cost of Shares Redeemed | — | — | (3,784,903 | ) | (4,532,766 | ) | (294,776 | ) | (416,265 | ) | ||||||||||||||
Change in Net Assets from R Shares | — | — | 2,200,161 | (1,685,194 | ) | (229,342 | ) | (157,443 | ) | |||||||||||||||
Change in Net Assets from Capital Transactions | $ | (9,658,086 | ) | $ | (3,880,407 | ) | $ | 29,399,635 | $ | 293,561,886 | $ | (165,200,228 | ) | $ | (230,486,295 | ) | ||||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 214,411 | 975,559 | 31,421,599 | 55,337,099 | 10,136,221 | 36,955,330 | ||||||||||||||||||
Reinvested | 7,301 | 24,404 | 1,713,582 | 1,461,445 | 597,407 | 3,850,153 | ||||||||||||||||||
Redeemed | (971,923 | ) | (1,583,414 | ) | (32,469,168 | ) | (24,512,746 | ) | (26,627,704 | ) | (62,702,334 | ) | ||||||||||||
Change in I Shares | (750,211 | ) | (583,451 | ) | 666,013 | 32,285,798 | (15,894,076 | ) | (21,896,851 | ) | ||||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 15,589 | 329,246 | 12,662,037 | 11,084,549 | 755,223 | 698,083 | ||||||||||||||||||
Reinvested | 3,331 | 8,125 | 347,649 | 132,945 | 8,540 | 57,041 | ||||||||||||||||||
Redeemed | (128,469 | ) | (115,303 | ) | (10,650,230 | ) | (2,104,104 | ) | (413,534 | ) | (637,864 | ) | ||||||||||||
Change in A Shares | (109,549 | ) | 222,068 | 2,359,456 | 9,113,390 | 350,229 | 117,260 | |||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Issued | — | — | 784,814 | 300,427 | 5,494 | 20,206 | ||||||||||||||||||
Reinvested | — | — | 56,859 | 107,100 | 616 | 4,176 | ||||||||||||||||||
Redeemed | — | — | (529,633 | ) | (644,903 | ) | (27,540 | ) | (38,975 | ) | ||||||||||||||
Change in R Shares | — | — | 312,040 | (237,376 | ) | (21,430 | ) | (14,593 | ) | |||||||||||||||
Change in Shares | (859,760 | ) | (361,383 | ) | 3,337,509 | 41,161,812 | (15,565,277 | ) | (21,794,184 | ) | ||||||||||||||
128
Investment Grade Tax-Exempt | Limited-Term Federal | |||||||||||||||||||||||
Bond Fund | Limited Duration Fund | Mortgage Securities Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income | $ | 11,402,095 | $ | 30,932,714 | $ | 72,742 | $ | 241,165 | $ | 238,051 | $ | 446,810 | ||||||||||||
Net Realized Gain | 13,706,441 | 9,395,394 | 10,456 | 95,300 | 1,147,843 | 1,203,002 | ||||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | 33,418,448 | (18,311,258 | ) | (32,562 | ) | (43,342 | ) | 1,003,720 | (270,211 | ) | ||||||||||||||
Change in Net Assets from Operations | 58,526,984 | 22,016,850 | 50,636 | 293,123 | 2,389,614 | 1,379,601 | ||||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (11,023,329 | ) | (30,314,385 | ) | (62,083 | ) | (184,605 | ) | (363,985 | ) | (493,330 | ) | ||||||||||||
A Shares | (378,871 | ) | (688,859 | ) | — | — | (66,225 | ) | (64,930 | ) | ||||||||||||||
C Shares | — | — | — | — | (48,478 | ) | (128,682 | ) | ||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | (26,421,509 | ) | — | — | — | — | |||||||||||||||||
A Shares | — | (722,951 | ) | — | — | — | — | |||||||||||||||||
Total Dividends and Distributions | (11,402,200 | ) | (58,147,704 | ) | (62,083 | ) | (184,605 | ) | (478,688 | ) | (686,942 | ) | ||||||||||||
Change in Net Assets from Capital Transactions | (257,458,053 | ) | 72,675,572 | (3,397,239 | ) | (708,230 | ) | 6,594,575 | 8,265,675 | |||||||||||||||
Change in Net Assets | (210,333,269 | ) | 36,544,718 | (3,408,686 | ) | (599,712 | ) | 8,505,501 | 8,958,334 | |||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 1,098,861,029 | 1,062,316,311 | 21,882,910 | 22,482,622 | 40,820,095 | 31,861,761 | ||||||||||||||||||
End of Period | $ | 888,527,760 | $ | 1,098,861,029 | $ | 18,474,224 | $ | 21,882,910 | $ | 49,325,596 | $ | 40,820,095 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (224,178 | ) | $ | (224,073 | ) | $ | 7,897 | $ | (2,762 | ) | $ | (275,098 | ) | $ | (34,461 | ) | |||||||
129
Investment Grade Tax-Exempt | Limited-Term Federal | |||||||||||||||||||||||
Bond Fund | Limited Duration Fund | Mortgage Securities Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 142,920,901 | $ | 384,066,926 | $ | 26 | $ | 344,822 | $ | 8,571,544 | $ | 24,912,909 | ||||||||||||
Dividends Reinvested | 5,807,531 | 25,727,641 | 42,377 | 128,216 | 208,111 | 284,907 | ||||||||||||||||||
Cost of Shares Redeemed | (408,541,802 | ) | (345,053,160 | ) | (3,439,642 | ) | (1,181,268 | ) | (7,552,494 | ) | (16,136,100 | ) | ||||||||||||
Change in Net Assets from I Shares | (259,813,370 | ) | 64,741,407 | (3,397,239 | ) | (708,230 | ) | 1,227,161 | 9,061,716 | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 6,516,175 | 13,282,124 | — | — | 9,457,677 | 1,114,896 | ||||||||||||||||||
Dividends Reinvested | 186,228 | 806,996 | — | — | 36,563 | 50,949 | ||||||||||||||||||
Cost of Shares Redeemed | (4,347,086 | ) | (6,154,955 | ) | — | — | (3,862,162 | ) | (895,056 | ) | ||||||||||||||
Change in Net Assets from A Shares | 2,355,317 | 7,934,165 | — | — | 5,632,078 | 270,789 | ||||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | — | — | 171,920 | 431,555 | ||||||||||||||||||
Dividends Reinvested | — | — | — | — | 38,724 | 104,825 | ||||||||||||||||||
Cost of Shares Redeemed | — | — | — | — | (475,308 | ) | (1,603,210 | ) | ||||||||||||||||
Change in Net Assets from C Shares | — | — | — | — | (264,664 | ) | (1,066,830 | ) | ||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (257,458,053 | ) | $ | 72,675,572 | $ | (3,397,239 | ) | $ | (708,230 | ) | $ | 6,594,575 | $ | 8,265,675 | |||||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 11,875,823 | 31,783,246 | 3 | 35,439 | 785,039 | 2,353,588 | ||||||||||||||||||
Reinvested | 482,236 | 2,163,748 | 4,343 | 13,880 | 19,156 | 26,814 | ||||||||||||||||||
Redeemed | (34,473,732 | ) | (28,902,762 | ) | (353,492 | ) | (121,579 | ) | (693,359 | ) | (1,521,505 | ) | ||||||||||||
Change in I Shares | (22,115,673 | ) | 5,044,232 | (349,146 | ) | (72,260 | ) | 110,836 | 858,897 | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 541,532 | 1,088,856 | — | — | 872,570 | 105,324 | ||||||||||||||||||
Reinvested | 15,440 | 67,890 | — | — | 3,376 | 4,802 | ||||||||||||||||||
Redeemed | (361,469 | ) | (511,322 | ) | — | — | (357,538 | ) | (84,307 | ) | ||||||||||||||
Change in A Shares | 195,503 | 645,424 | — | — | 518,408 | 25,819 | ||||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | — | — | — | — | 15,818 | 40,759 | ||||||||||||||||||
Reinvested | — | — | — | — | 3,568 | 10,945 | ||||||||||||||||||
Redeemed | — | — | — | — | (43,542 | ) | (150,662 | ) | ||||||||||||||||
Change in C Shares | — | — | — | — | (24,156 | ) | (98,958 | ) | ||||||||||||||||
Change in Shares | (21,920,170 | ) | 5,689,656 | (349,146 | ) | (72,260 | ) | 605,088 | 785,758 | |||||||||||||||
130
Maryland Municipal Bond | North Carolina Tax-Exempt | Seix Floating Rate High | ||||||||||||||||||||||
Fund | Bond Fund | Income Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income | $ | 374,661 | $ | 947,604 | $ | 875,294 | $ | 2,008,080 | $ | 111,293,193 | $ | 116,431,543 | ||||||||||||
Net Realized Gain (Loss) | 235,565 | 320,579 | 348,701 | (608,280 | ) | (30,048,488 | ) | 7,476,770 | ||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | 1,139,371 | (1,014,635 | ) | 2,665,854 | (1,559,089 | ) | (218,668,117 | ) | 20,777,605 | |||||||||||||||
Change in Net Assets from Operations | 1,749,597 | 253,548 | 3,889,849 | (159,289 | ) | (137,423,412 | ) | 144,685,918 | ||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (312,951 | ) | (797,003 | ) | (863,648 | ) | (1,981,645 | ) | (98,046,373 | ) | (101,712,626 | ) | ||||||||||||
A Shares | (61,710 | ) | (151,358 | ) | (11,846 | ) | (26,415 | ) | (1,854,495 | ) | (1,957,964 | ) | ||||||||||||
C Shares | — | — | — | — | (594,478 | ) | (599,499 | ) | ||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | (69,476 | ) | — | — | — | — | |||||||||||||||||
A Shares | — | (13,891 | ) | — | — | — | — | |||||||||||||||||
Total Dividends and Distributions | (374,661 | ) | (1,031,728 | ) | (875,494 | ) | (2,008,060 | ) | (100,495,346 | ) | (104,270,089 | ) | ||||||||||||
Change in Net Assets from Capital Transactions | (5,917,590 | ) | (3,372,420 | ) | (5,874,037 | ) | 1,603,377 | 464,539,972 | 1,926,941,512 | |||||||||||||||
Change in Net Assets | (4,542,654 | ) | (4,150,600 | ) | (2,859,682 | ) | (563,972 | ) | 226,621,214 | 1,967,357,341 | ||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 25,381,681 | 29,532,281 | 52,065,476 | 52,629,448 | 3,170,365,000 | 1,203,007,659 | ||||||||||||||||||
End of Period | $ | 20,839,027 | $ | 25,381,681 | $ | 49,205,794 | $ | 52,065,476 | $ | 3,396,986,214 | $ | 3,170,365,000 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (42,051 | ) | $ | (42,051 | ) | $ | (63,096 | ) | $ | (62,896 | ) | $ | 11,043,125 | $ | 245,278 | ||||||||
131
Maryland Municipal Bond | North Carolina Tax-Exempt | Seix Floating Rate High | ||||||||||||||||||||||
Fund | Bond Fund | Income Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 1,417,219 | $ | 3,573,867 | $ | 4,666,940 | $ | 15,482,768 | $ | 1,569,366,389 | $ | 2,419,810,602 | ||||||||||||
Dividends Reinvested | 5,304 | 21,542 | �� | 26,833 | 39,225 | 50,619,003 | 57,050,080 | |||||||||||||||||
Cost of Shares Redeemed | (7,044,109 | ) | (5,978,288 | ) | (10,593,838 | ) | (13,876,329 | ) | (1,150,365,597 | ) | (610,584,939 | ) | ||||||||||||
Change in Net Assets from I Shares | (5,621,586 | ) | (2,382,879 | ) | (5,900,065 | ) | 1,645,664 | 469,619,795 | 1,866,275,743 | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | 108,231 | 29,091 | 1,000 | 23,782,956 | 55,681,682 | ||||||||||||||||||
Dividends Reinvested | 52,750 | 137,943 | 6,167 | 13,933 | 940,251 | 878,190 | ||||||||||||||||||
Cost of Shares Redeemed | (348,754 | ) | (1,235,715 | ) | (9,230 | ) | (57,220 | ) | (37,969,342 | ) | (10,427,483 | ) | ||||||||||||
Change in Net Assets from A Shares | (296,004 | ) | (989,541 | ) | 26,028 | (42,287 | ) | (13,246,135 | ) | 46,132,389 | ||||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | — | — | 10,199,664 | 15,703,200 | ||||||||||||||||||
Dividends Reinvested | — | — | — | — | 308,519 | 359,692 | ||||||||||||||||||
Cost of Shares Redeemed | — | — | — | — | (2,341,871 | ) | (1,529,512 | ) | ||||||||||||||||
Change in Net Assets from C Shares | — | — | — | — | 8,166,312 | 14,533,380 | ||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | (5,917,590 | ) | $ | (3,372,420 | ) | $ | (5,874,037 | ) | $ | 1,603,377 | $ | 464,539,972 | $ | 1,926,941,512 | |||||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 136,354 | 339,374 | 468,136 | 1,545,026 | 175,657,772 | 271,072,736 | ||||||||||||||||||
Reinvested | 505 | 2,061 | 2,674 | 3,919 | 5,745,259 | 6,437,266 | ||||||||||||||||||
Redeemed | (670,557 | ) | (565,240 | ) | (1,055,010 | ) | (1,404,397 | ) | (132,315,881 | ) | (69,288,751 | ) | ||||||||||||
Change in I Shares | (533,698 | ) | (223,805 | ) | (584,200 | ) | 144,548 | 49,087,150 | 208,221,251 | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | — | 10,017 | 2,920 | 150 | 2,652,956 | 6,221,395 | ||||||||||||||||||
Reinvested | 5,014 | 13,133 | 615 | 1,590 | 106,439 | 98,889 | ||||||||||||||||||
Redeemed | (33,300 | ) | (117,459 | ) | (910 | ) | (5,865 | ) | (4,376,826 | ) | (1,181,149 | ) | ||||||||||||
Change in A Shares | (28,286 | ) | (94,309 | ) | 2,625 | (4,125 | ) | (1,617,431 | ) | 5,139,135 | ||||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | — | — | — | — | 1,144,315 | 1,757,450 | ||||||||||||||||||
Reinvested | — | — | — | — | 35,017 | 40,555 | ||||||||||||||||||
Redeemed | — | — | — | — | (270,091 | ) | (173,476 | ) | ||||||||||||||||
Change in C Shares | — | — | — | — | 909,241 | 1,624,529 | ||||||||||||||||||
Change in Shares | (561,984 | ) | (318,114 | ) | (581,575 | ) | 140,423 | 48,378,960 | 214,984,915 | |||||||||||||||
132
Short-Term U.S. Treasury | ||||||||||||||||||||||||
Seix High Yield Fund | Short-Term Bond Fund | Securities Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income | $ | 64,433,946 | $ | 131,473,779 | $ | 3,353,707 | $ | 10,302,814 | $ | 109,317 | $ | 406,005 | ||||||||||||
Net Realized Gain | 22,327,796 | 86,285,535 | 46,012 | 3,943,193 | 258,618 | 257,592 | ||||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | (183,701,092 | ) | 15,464,724 | (864,619 | ) | (2,479,092 | ) | (94,551 | ) | (255,369 | ) | |||||||||||||
Change in Net Assets from Operations | (96,939,350 | ) | 233,224,038 | 2,535,100 | 11,766,915 | 273,384 | 408,228 | |||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (63,107,578 | ) | (129,551,254 | ) | (3,354,115 | ) | (10,404,219 | ) | (83,987 | ) | (331,426 | ) | ||||||||||||
A Shares | (987,428 | ) | (1,560,281 | ) | (28,487 | ) | (60,481 | ) | (20,274 | ) | (58,653 | ) | ||||||||||||
C Shares | — | — | (14,906 | ) | (31,616 | ) | (5,170 | ) | (15,590 | ) | ||||||||||||||
R Shares | (99,895 | ) | (357,956 | ) | — | — | — | — | ||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | — | — | — | — | (400,767 | ) | |||||||||||||||||
A Shares | — | — | — | — | — | (85,833 | ) | |||||||||||||||||
C Shares | — | — | — | — | — | (121,663 | ) | |||||||||||||||||
Total Dividends and Distributions | (64,194,901 | ) | (131,469,491 | ) | (3,397,508 | ) | (10,496,316 | ) | (109,431 | ) | (1,013,932 | ) | ||||||||||||
Change in Net Assets from Capital Transactions | 53,252,302 | (96,926,912 | ) | (43,722,673 | ) | (141,337,415 | ) | (16,114,353 | ) | (9,028,138 | ) | |||||||||||||
Change in Net Assets | (107,881,949 | ) | 4,827,635 | (44,585,081 | ) | (140,066,816 | ) | (15,950,400 | ) | (9,633,842 | ) | |||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 1,763,231,053 | 1,758,403,418 | 355,489,232 | 495,556,048 | 36,135,622 | 45,769,464 | ||||||||||||||||||
End of Period | $ | 1,655,349,104 | $ | 1,763,231,053 | $ | 310,904,151 | $ | 355,489,232 | $ | 20,185,222 | $ | 36,135,622 | ||||||||||||
Accumulated Net Investment Income, End of Period | $ | 367,014 | $ | 127,969 | $ | 148,359 | $ | 192,160 | $ | 66 | $ | 180 | ||||||||||||
133
Short-Term U.S. Treasury | ||||||||||||||||||||||||
Seix High Yield Fund | Short-Term Bond Fund | Securities Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 625,739,353 | $ | 926,437,979 | $ | 34,899,988 | $ | 106,943,572 | $ | 883,752 | $ | 7,095,246 | ||||||||||||
Dividends Reinvested | 28,958,141 | 73,852,098 | 988,970 | 2,556,562 | 28,718 | 308,816 | ||||||||||||||||||
Cost of Shares Redeemed | (584,911,636 | ) | (1,099,468,059 | ) | (81,939,545 | ) | (250,008,190 | ) | (15,418,881 | ) | (17,649,190 | ) | ||||||||||||
Change in Net Assets from I Shares | 69,785,858 | (99,177,982 | ) | (46,050,587 | ) | (140,508,056 | ) | (14,506,411 | ) | (10,245,128 | ) | |||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 20,834,742 | 47,735,490 | 2,063,463 | 721,095 | 317,819 | 909,185 | ||||||||||||||||||
Dividends Reinvested | 664,867 | 957,365 | 22,882 | 47,352 | 9,036 | 62,871 | ||||||||||||||||||
Cost of Shares Redeemed | (37,435,234 | ) | (43,135,960 | ) | (242,019 | ) | (1,523,139 | ) | (2,335,840 | ) | (1,165,603 | ) | ||||||||||||
Change in Net Assets from A Shares | (15,935,625 | ) | 5,556,895 | 1,844,326 | (754,692 | ) | (2,008,985 | ) | (193,547 | ) | ||||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | 686,448 | 230,440 | 1,251,914 | 2,719,630 | ||||||||||||||||||
Dividends Reinvested | — | — | 12,189 | 27,737 | 4,495 | 119,607 | ||||||||||||||||||
Cost of Shares Redeemed | — | — | (215,049 | ) | (332,844 | ) | (855,366 | ) | (1,428,700 | ) | ||||||||||||||
Change in Net Assets from C Shares | — | — | 483,588 | (74,667 | ) | 401,043 | 1,410,537 | |||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 61,900 | 103,788 | — | — | — | — | ||||||||||||||||||
Dividends Reinvested | 57,925 | 150,144 | — | — | — | — | ||||||||||||||||||
Cost of Shares Redeemed | (717,756 | ) | (3,559,757 | ) | — | — | — | — | ||||||||||||||||
Change in Net Assets from R Shares | (597,931 | ) | (3,305,825 | ) | — | — | — | — | ||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 53,252,302 | $ | (96,926,912 | ) | $ | (43,722,673 | ) | $ | (141,337,415 | ) | $ | (16,114,353 | ) | $ | (9,028,138 | ) | |||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 64,463,097 | 95,517,054 | 3,494,630 | 10,711,040 | 86,967 | 688,561 | ||||||||||||||||||
Reinvested | 2,946,087 | 7,657,526 | 99,077 | 255,779 | 2,829 | 30,270 | ||||||||||||||||||
Redeemed | (59,467,938 | ) | (114,149,062 | ) | (8,207,993 | ) | (25,038,673 | ) | (1,520,742 | ) | (1,716,304 | ) | ||||||||||||
Change in I Shares | 7,941,246 | (10,974,482 | ) | (4,614,286 | ) | (14,071,854 | ) | (1,430,946 | ) | (997,473 | ) | |||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 2,139,820 | 5,030,456 | 206,730 | 72,079 | 31,387 | 89,422 | ||||||||||||||||||
Reinvested | 68,436 | 100,602 | 2,288 | 4,724 | 891 | 6,171 | ||||||||||||||||||
Redeemed | (3,856,487 | ) | (4,620,045 | ) | (24,171 | ) | (152,190 | ) | (230,569 | ) | (114,108 | ) | ||||||||||||
Change in A Shares | (1,648,231 | ) | 511,013 | 184,847 | (75,387 | ) | (198,291 | ) | (18,515 | ) | ||||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | — | — | 68,593 | 23,065 | 123,520 | 264,590 | ||||||||||||||||||
Reinvested | — | — | 1,218 | 2,768 | 444 | 11,801 | ||||||||||||||||||
Redeemed | — | — | (21,476 | ) | (33,243 | ) | (84,512 | ) | (139,659 | ) | ||||||||||||||
Change in C Shares | — | — | 48,335 | (7,410 | ) | 39,452 | 136,732 | |||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Issued | 6,108 | 10,594 | — | — | — | — | ||||||||||||||||||
Reinvested | 5,896 | 15,561 | — | — | — | — | ||||||||||||||||||
Redeemed | (72,341 | ) | (365,575 | ) | — | — | — | — | ||||||||||||||||
Change in R Shares | (60,337 | ) | (339,420 | ) | — | — | — | — | ||||||||||||||||
Change in Shares | 6,232,678 | (10,802,889 | ) | (4,381,104 | ) | (14,154,651 | ) | (1,589,785 | ) | (879,256 | ) | |||||||||||||
134
U.S. Government Securities | ||||||||||||||||||||||||
Total Return Bond Fund | Ultra-Short Bond Fund | Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Operations: | ||||||||||||||||||||||||
Net Investment Income | $ | 10,146,301 | $ | 23,230,565 | $ | 577,093 | $ | 1,399,591 | $ | 382,506 | $ | 1,319,049 | ||||||||||||
Net Realized Gain | 21,970,842 | 20,285,626 | 52,952 | 159,271 | 1,844,358 | 1,998,942 | ||||||||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | 19,090,219 | (6,205,000 | ) | (780,832 | ) | 330,956 | 2,210,730 | (10,682 | ) | |||||||||||||||
Change in Net Assets from Operations | 51,207,362 | 37,311,191 | (150,787 | ) | 1,889,818 | 4,437,594 | 3,307,309 | |||||||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||||||||||
Net Investment Income: | ||||||||||||||||||||||||
I Shares | (11,619,601 | ) | (18,081,663 | ) | (695,774 | ) | (1,635,244 | ) | (363,132 | ) | (1,247,976 | ) | ||||||||||||
A Shares | (309,193 | ) | (342,771 | ) | — | — | (12,146 | ) | (42,329 | ) | ||||||||||||||
C Shares | — | — | — | — | (6,822 | ) | (29,566 | ) | ||||||||||||||||
R Shares | (57,430 | ) | (32,248 | ) | — | — | — | — | ||||||||||||||||
Tax Return of Capital: | ||||||||||||||||||||||||
I Shares | — | (5,872,669 | ) | — | — | — | — | |||||||||||||||||
A Shares | — | (116,870 | ) | — | — | — | — | |||||||||||||||||
R Shares | — | (12,537 | ) | — | — | — | — | |||||||||||||||||
Net Realized Gains: | ||||||||||||||||||||||||
I Shares | — | (28,505,006 | ) | — | — | — | (2,207,739 | ) | ||||||||||||||||
A Shares | — | (748,225 | ) | — | — | — | (87,679 | ) | ||||||||||||||||
C Shares | — | — | — | — | — | (103,759 | ) | |||||||||||||||||
R Shares | — | (75,970 | ) | — | — | — | — | |||||||||||||||||
Total Dividends and Distributions | (11,986,224 | ) | (53,787,959 | ) | (695,774 | ) | (1,635,244 | ) | (382,100 | ) | (3,719,048 | ) | ||||||||||||
Change in Net Assets from Capital Transactions | 40,008,617 | (11,995,625 | ) | 18,232,344 | 23,012,354 | (4,567,783 | ) | (23,709,981 | ) | |||||||||||||||
Change in Net Assets | 79,229,755 | (28,472,393 | ) | 17,385,783 | 23,266,928 | (512,289 | ) | (24,121,720 | ) | |||||||||||||||
Net Assets: | ||||||||||||||||||||||||
Beginning of Period | 705,365,404 | 733,837,797 | 115,795,427 | 92,528,499 | 53,140,407 | 77,262,127 | ||||||||||||||||||
End of Period | $ | 784,595,159 | $ | 705,365,404 | $ | 133,181,210 | $ | 115,795,427 | $ | 52,628,118 | $ | 53,140,407 | ||||||||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (3,955,073 | ) | $ | (2,115,150 | ) | $ | (102,635 | ) | $ | 16,046 | $ | 293 | $ | (113 | ) | ||||||||
135
U.S. Government Securities | ||||||||||||||||||||||||
Total Return Bond Fund | Ultra-Short Bond Fund | Fund | ||||||||||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||||||||
(Unaudited) | (Unaudited) | (Unaudited) | ||||||||||||||||||||||
Capital Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | $ | 165,167,578 | $ | 361,727,753 | $ | 45,860,554 | $ | 108,470,280 | $ | 9,358,338 | $ | 14,812,948 | ||||||||||||
Dividends Reinvested | 7,929,613 | 34,441,375 | 388,795 | 871,383 | 271,734 | 2,386,116 | ||||||||||||||||||
Cost of Shares Redeemed | (140,463,909 | ) | (420,286,864 | ) | (28,017,005 | ) | (86,329,309 | ) | (13,943,389 | ) | (40,163,264 | ) | ||||||||||||
Change in Net Assets from I Shares | 32,633,282 | (24,117,736 | ) | 18,232,344 | 23,012,354 | (4,313,317 | ) | (22,964,200 | ) | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 8,160,187 | 17,407,960 | — | — | 199,250 | 547,859 | ||||||||||||||||||
Dividends Reinvested | 285,305 | 1,144,845 | — | — | 9,469 | 105,460 | ||||||||||||||||||
Cost of Shares Redeemed | (3,379,931 | ) | (8,648,965 | ) | — | — | (445,781 | ) | (853,074 | ) | ||||||||||||||
Change in Net Assets from A Shares | 5,065,561 | 9,903,840 | — | — | (237,062 | ) | (199,755 | ) | ||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | — | — | — | — | 189,977 | 110,854 | ||||||||||||||||||
Dividends Reinvested | — | — | — | — | 6,050 | 120,943 | ||||||||||||||||||
Cost of Shares Redeemed | — | — | — | — | (213,431 | ) | (777,823 | ) | ||||||||||||||||
Change in Net Assets from C Shares | — | — | — | — | (17,404 | ) | (546,026 | ) | ||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Proceeds from Shares Issued | 2,914,728 | 2,481,501 | — | — | — | — | ||||||||||||||||||
Dividends Reinvested | 57,234 | 119,808 | — | — | — | — | ||||||||||||||||||
Cost of Shares Redeemed | (662,188 | ) | (383,038 | ) | — | — | — | — | ||||||||||||||||
Change in Net Assets from R Shares | 2,309,774 | 2,218,271 | — | — | — | — | ||||||||||||||||||
Change in Net Assets from Capital Transactions | $ | 40,008,617 | $ | (11,995,625 | ) | $ | 18,232,344 | $ | 23,012,354 | $ | (4,567,783 | ) | $ | (23,709,981 | ) | |||||||||
Shares Transactions: | ||||||||||||||||||||||||
I Shares: | ||||||||||||||||||||||||
Issued | 15,353,035 | 33,464,356 | 4,619,487 | 10,917,003 | 1,033,589 | 1,643,887 | ||||||||||||||||||
Reinvested | 741,292 | 3,265,628 | 39,190 | 87,700 | 30,401 | 271,019 | ||||||||||||||||||
Redeemed | (13,158,572 | ) | (39,231,404 | ) | (2,822,052 | ) | (8,689,313 | ) | (1,561,211 | ) | (4,489,408 | ) | ||||||||||||
Change in I Shares | 2,935,755 | (2,501,420 | ) | 1,836,625 | 2,315,390 | (497,221 | ) | (2,574,502 | ) | |||||||||||||||
A Shares: | ||||||||||||||||||||||||
Issued | 735,568 | 1,551,432 | — | — | 21,649 | 60,432 | ||||||||||||||||||
Reinvested | 25,862 | 105,553 | — | — | 1,061 | 11,977 | ||||||||||||||||||
Redeemed | (303,102 | ) | (799,449 | ) | — | — | (49,870 | ) | (94,259 | ) | ||||||||||||||
Change in A Shares | 458,328 | 857,536 | — | — | (27,160 | ) | (21,850 | ) | ||||||||||||||||
C Shares: | ||||||||||||||||||||||||
Issued | — | — | — | — | 20,909 | 11,843 | ||||||||||||||||||
Reinvested | — | — | — | — | 682 | 13,809 | ||||||||||||||||||
Redeemed | — | — | — | — | (24,052 | ) | (85,927 | ) | ||||||||||||||||
Change in C Shares | — | — | — | — | (2,461 | ) | (60,275 | ) | ||||||||||||||||
R Shares: | ||||||||||||||||||||||||
Issued | 273,897 | 229,853 | — | — | — | — | ||||||||||||||||||
Reinvested | 5,342 | 11,402 | — | — | — | — | ||||||||||||||||||
Redeemed | (61,795 | ) | (36,519 | ) | — | — | — | — | ||||||||||||||||
Change in R Shares | 217,444 | 204,736 | — | — | — | — | ||||||||||||||||||
Change in Shares | 3,611,527 | (1,439,148 | ) | 1,836,625 | 2,315,390 | (526,842 | ) | (2,656,627 | ) | |||||||||||||||
136
U.S. Government Securities | Virginia Intermediate | |||||||||||||||
Ultra-Short Bond Fund | Municipal Bond Fund | |||||||||||||||
04/01/11- | 04/01/10- | 04/01/11- | 04/01/10- | |||||||||||||
09/30/11 | 03/31/11 | 09/30/11 | 03/31/11 | |||||||||||||
(Unaudited) | (Unaudited) | |||||||||||||||
Operations: | ||||||||||||||||
Net Investment Income | $ | 3,952,113 | $ | 11,270,394 | $ | 2,775,971 | $ | 6,537,287 | ||||||||
Net Realized Gain | 2,927,910 | 3,105,494 | 1,350,917 | 1,096,469 | ||||||||||||
Net Change in Unrealized Appreciation (Depreciation) | 5,607,441 | 10,267,889 | 5,797,150 | (3,123,520 | ) | |||||||||||
Change in Net Assets from Operations | 12,487,464 | 24,643,777 | 9,924,038 | 4,510,236 | ||||||||||||
Dividends and Distributions to Shareholders: | ||||||||||||||||
Net Investment Income: | ||||||||||||||||
I Shares | (9,433,452 | ) | (24,487,223 | ) | (2,580,035 | ) | (6,109,440 | ) | ||||||||
A Shares | — | — | (196,708 | ) | (428,739 | ) | ||||||||||
Net Realized Gains: | ||||||||||||||||
I Shares | — | — | — | (1,195,380 | ) | |||||||||||
A Shares | — | — | — | (85,539 | ) | |||||||||||
Total Dividends and Distributions | (9,433,452 | ) | (24,487,223 | ) | (2,776,743 | ) | (7,819,098 | ) | ||||||||
Change in Net Assets from Capital Transactions | 34,672,693 | 307,644,225 | (23,168,451 | ) | (24,457,023 | ) | ||||||||||
Change in Net Assets | 37,726,705 | 307,800,779 | (16,021,156 | ) | (27,765,885 | ) | ||||||||||
Net Assets: | ||||||||||||||||
Beginning of Period | 1,648,792,713 | 1,340,991,934 | 178,007,456 | 205,773,341 | ||||||||||||
End of Period | $ | 1,686,519,418 | $ | 1,648,792,713 | �� | $ | 161,986,300 | $ | 178,007,456 | |||||||
Accumulated Net Investment Income (Loss), End of Period | $ | (4,394,989 | ) | $ | 1,086,350 | $ | 37,816 | $ | 38,588 | |||||||
Capital Transactions: | ||||||||||||||||
I Shares: | ||||||||||||||||
Proceeds from Shares Issued | $ | 595,953,274 | $ | 1,363,673,677 | $ | 6,176,286 | $ | 22,185,284 | ||||||||
Dividends Reinvested | 7,629,150 | 19,505,615 | 93,929 | 702,540 | ||||||||||||
Cost of Shares Redeemed | (568,909,731 | ) | (1,075,535,067 | ) | (29,125,168 | ) | (45,838,199 | ) | ||||||||
Change in Net Assets from I Shares | 34,672,693 | 307,644,225 | (22,854,953 | ) | (22,950,375 | ) | ||||||||||
A Shares: | ||||||||||||||||
Proceeds from Shares Issued | — | — | 1,030,567 | 2,197,507 | ||||||||||||
Dividends Reinvested | — | — | 79,055 | 239,221 | ||||||||||||
Cost of Shares Redeemed | — | — | (1,423,120 | ) | (3,943,376 | ) | ||||||||||
Change in Net Assets from A Shares | — | — | (313,498 | ) | (1,506,648 | ) | ||||||||||
Change in Net Assets from Capital Transactions | $ | 34,672,693 | $ | 307,644,225 | $ | (23,168,451 | ) | $ | (24,457,023 | ) | ||||||
Shares Transactions: | ||||||||||||||||
I Shares: | ||||||||||||||||
Issued | 59,010,521 | 135,317,992 | 591,203 | 2,120,519 | ||||||||||||
Reinvested | 755,498 | 1,935,548 | 8,950 | 68,187 | ||||||||||||
Redeemed | (56,342,180 | ) | (106,750,074 | ) | (2,771,775 | ) | (4,413,447 | ) | ||||||||
Change in I Shares | 3,423,839 | 30,503,466 | (2,171,622 | ) | (2,224,741 | ) | ||||||||||
A Shares: | ||||||||||||||||
Issued | — | — | 98,294 | 209,358 | ||||||||||||
Reinvested | — | — | 7,543 | 22,918 | ||||||||||||
Redeemed | — | — | (134,528 | ) | (381,164 | ) | ||||||||||
Change in A Shares | — | — | (28,691 | ) | (148,888 | ) | ||||||||||
Change in Shares | 3,423,839 | 30,503,466 | (2,200,313 | ) | (2,373,629 | ) | ||||||||||
137
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Core Bond Fund* | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 11.00 | $ | 0.15 | (d) | $ | 0.77 | $ | 0.92 | $ | (0.15 | ) | $ | — | $ | — | $ | (0.15 | ) | $ | 11.77 | 8.45 | % | $ | 329,745 | 0.61 | % | 2.73 | % | 0.61 | % | 142 | % | |||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.42 | 0.36 | (d) | 0.09 | 0.45 | (0.25 | ) | (0.10 | ) | (0.52 | ) | (0.87 | ) | 11.00 | 3.91 | 295,931 | 0.60 | 3.11 | 0.60 | 121 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.93 | 0.43 | 0.46 | 0.89 | (0.39 | ) | — | (0.01 | ) | (0.40 | ) | 11.42 | 8.26 | 372,232 | 0.57 | 3.89 | 0.57 | 99 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 11.00 | 0.14 | (d) | 0.77 | 0.91 | (0.14 | ) | — | — | (0.14 | ) | 11.77 | 8.19 | 19,004 | 0.92 | 2.42 | 0.92 | 142 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.42 | 0.35 | (d) | 0.06 | 0.41 | (0.21 | ) | (0.10 | ) | (0.52 | ) | (0.83 | ) | 11.00 | 3.61 | 19,087 | 0.87 | 3.03 | 0.87 | 121 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.93 | 0.41 | 0.45 | 0.86 | (0.36 | ) | — | (0.01 | ) | (0.37 | ) | 11.42 | 7.91 | 26,790 | 0.89 | 3.59 | 0.89 | 99 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
R Shares(f) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 11.01 | 0.11 | (d) | 0.76 | 0.87 | (0.11 | ) | — | — | (0.11 | ) | 11.77 | 7.97 | 6,283 | 1.33 | 2.02 | 1.33 | 142 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.42 | 0.31 | (d) | 0.08 | 0.39 | (0.18 | ) | (0.10 | ) | (0.52 | ) | (0.80 | ) | 11.01 | 3.41 | 6,648 | 1.20 | 2.71 | 1.20 | 121 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.93 | 0.37 | 0.45 | 0.82 | (0.32 | ) | — | (0.01 | ) | (0.33 | ) | 11.42 | 7.54 | 9,616 | 1.23 | 3.23 | 1.23 | 99 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
Corporate Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.59 | 0.21 | (d) | 0.37 | 0.58 | (0.21 | ) | — | — | (0.21 | ) | 9.96 | 6.13 | 55,362 | 0.61 | 4.34 | 0.61 | 51 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.63 | 0.45 | (d) | 0.20 | 0.65 | (0.45 | ) | — | (0.24 | ) | (0.69 | ) | 9.59 | 6.92 | 63,132 | 0.52 | 4.56 | 0.52 | 47 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.53 | 0.46 | (d) | 1.09 | 1.55 | (0.45 | ) | — | — | (0.45 | ) | 9.63 | 18.49 | 157,739 | 0.50 | 4.86 | 0.50 | 75 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.60 | 0.49 | (d) | (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 | (d) | (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 | (d) | 0.31 | 0.81 | (0.40 | ) | (0.17 | ) | — | (0.57 | ) | 9.88 | 8.66 | 86,812 | 0.71 | 5.20 | 0.73 | 397 | |||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.64 | 0.20 | (d) | 0.36 | 0.56 | (0.20 | ) | — | — | (0.20 | ) | 10.00 | 5.84 | 2,591 | 0.93 | 4.04 | 0.93 | 51 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.67 | 0.42 | (d) | 0.21 | 0.63 | (0.42 | ) | — | (0.24 | ) | (0.66 | ) | 9.64 | 6.67 | 2,198 | 0.83 | 4.25 | 0.83 | 47 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.57 | 0.43 | (d) | 1.10 | 1.53 | (0.43 | ) | — | — | (0.43 | ) | 9.67 | 18.05 | 4,524 | 0.80 | 4.52 | 0.80 | 75 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.64 | 0.45 | (d) | (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 | (d) | (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 | (d) | 0.30 | 0.79 | (0.39 | ) | (0.16 | ) | — | (0.55 | ) | 9.92 | 8.31 | 1,144 | 1.01 | 5.10 | 1.03 | 397 | |||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.59 | 0.17 | (d) | 0.37 | 0.54 | (0.17 | ) | — | — | (0.17 | ) | 9.96 | 5.62 | 17,631 | 1.58 | 3.37 | 1.58 | 51 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.63 | 0.36 | (d) | 0.20 | 0.56 | (0.36 | ) | — | (0.24 | ) | (0.60 | ) | 9.59 | 5.87 | 16,193 | 1.50 | 3.64 | 1.50 | 47 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 8.53 | 0.36 | 1.10 | 1.46 | (0.36 | ) | — | — | (0.36 | ) | 9.63 | 17.32 | 18,885 | 1.50 | 3.89 | 1.50 | 75 | |||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.61 | 0.40 | (d) | (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 | (d) | (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 | (d) | 0.28 | 0.71 | (0.34 | ) | (0.14 | ) | — | (0.48 | ) | 9.88 | 7.48 | 32,864 | 1.71 | 4.43 | 1.73 | 397 |
138
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Georgia Tax-Exempt Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 9.73 | $ | 0.18 | (d) | $ | 0.58 | $ | 0.76 | $ | (0.18 | ) | $ | — | $ | — | $ | (0.18 | ) | $ | 10.31 | 7.91 | % | $ | 145,587 | 0.63 | % | 3.66 | % | 0.63 | % | 30 | % | |||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.23 | 0.39 | (d) | (0.50 | ) | (0.11 | ) | (0.39 | ) | — | — | (0.39 | ) | 9.73 | (1.19 | ) | 159,996 | 0.61 | 3.81 | 0.61 | 44 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.81 | 0.39 | 0.42 | 0.81 | (0.39 | ) | — | — | (0.39 | ) | 10.23 | 8.32 | 205,856 | 0.60 | 3.80 | 0.60 | 45 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.75 | 0.18 | (d) | 0.57 | 0.75 | (0.18 | ) | — | — | (0.18 | ) | 10.32 | 7.71 | 4,160 | 0.78 | 3.50 | 0.78 | 30 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.24 | 0.37 | (d) | (0.49 | ) | (0.12 | ) | (0.37 | ) | — | — | (0.37 | ) | 9.75 | (1.24 | ) | 5,557 | 0.76 | 3.64 | 0.76 | 44 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.83 | 0.36 | 0.42 | 0.78 | (0.37 | ) | — | — | (0.37 | ) | 10.24 | 8.03 | 10,184 | 0.75 | 3.56 | 0.75 | 45 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
High Grade Municipal Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.92 | 0.19 | (d) | 0.73 | 0.92 | (0.19 | ) | — | — | (0.19 | ) | 11.65 | 8.41 | 42,150 | 0.64 | 3.40 | 0.68 | 90 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.15 | 0.44 | (d) | (0.23 | ) | 0.21 | (0.44 | ) | — | — | (0.44 | ) | 10.92 | 1.82 | 47,695 | 0.65 | 3.90 | 0.71 | 122 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.49 | 0.42 | 0.66 | 1.08 | (0.42 | ) | — | — | (0.42 | ) | 11.15 | 10.43 | 55,203 | 0.64 | 3.83 | 0.66 | 123 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.92 | 0.18 | (d) | 0.73 | 0.91 | (0.18 | ) | — | — | (0.18 | ) | 11.65 | 8.43 | 7,166 | 0.80 | 3.26 | 0.84 | 90 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.15 | 0.42 | (d) | (0.23 | ) | 0.19 | (0.42 | ) | — | — | (0.42 | ) | 10.92 | 1.66 | 7,914 | 0.80 | 3.72 | 0.87 | 122 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.49 | 0.40 | 0.66 | 1.06 | (0.40 | ) | — | — | (0.40 | ) | 11.15 | 10.26 | 5,605 | 0.79 | 3.66 | 0.81 | 123 | |||||||||||||||||||||||||||||||||||||||||||
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 |
139
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
High Income Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 7.29 | $ | 0.27 | (d) | $ | (0.84 | ) | $ | (0.57 | ) | $ | (0.27 | ) | $ | — | $ | — | $ | (0.27 | ) | $ | 6.45 | (7.98 | )% | $ | 353,528 | 0.69 | % | 7.50 | % | 0.69 | % | 72 | % | |||||||||||||||||||||||||
Year Ended March 31, 2011 | 6.77 | 0.50 | (d) | 0.54 | 1.04 | (0.50 | ) | — | (0.02 | ) | (0.52 | ) | 7.29 | 15.83 | (e) | 394,690 | 0.70 | 7.10 | 0.70 | 269 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 4.67 | 0.55 | 2.09 | 2.64 | (0.54 | ) | — | — | (0.54 | ) | 6.77 | 58.65 | 148,252 | 0.70 | 8.97 | 0.72 | 466 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 7.29 | 0.26 | (d) | (0.84 | ) | (0.58 | ) | (0.26 | ) | — | — | (0.26 | ) | 6.45 | (8.24 | ) | 77,633 | 0.99 | 7.21 | 0.99 | 72 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 6.78 | 0.47 | (d) | 0.54 | 1.01 | (0.48 | ) | — | (0.02 | ) | (0.50 | ) | 7.29 | 15.47 | 70,552 | 1.00 | 6.62 | 1.00 | 269 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 4.68 | 0.53 | 2.09 | 2.62 | (0.52 | ) | — | — | (0.52 | ) | 6.78 | 58.07 | 3,822 | 0.99 | 8.67 | 1.01 | 466 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
R Shares(f) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 7.29 | 0.24 | (d) | (0.84 | ) | (0.60 | ) | (0.24 | ) | — | — | (0.24 | ) | 6.45 | (8.43 | ) | 15,877 | 1.40 | 6.81 | 1.40 | 72 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 6.78 | 0.45 | (d) | 0.53 | 0.98 | (0.45 | ) | — | (0.02 | ) | (0.47 | ) | 7.29 | 15.07 | 15,671 | 1.40 | 6.54 | 1.40 | 269 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 4.67 | 0.51 | 2.10 | 2.61 | (0.50 | ) | — | — | (0.50 | ) | 6.78 | 57.86 | 16,176 | 1.35 | 8.68 | 1.38 | 466 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
Intermediate Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.35 | 0.12 | (d) | 0.43 | 0.55 | (0.12 | ) | — | — | (0.12 | ) | 10.78 | 5.30 | 1,189,252 | 0.36 | 2.20 | 0.36 | 66 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.53 | 0.29 | (d) | 0.11 | 0.40 | (0.25 | ) | (0.03 | ) | (0.30 | ) | (0.58 | ) | 10.35 | 3.75 | 1,305,914 | 0.34 | 2.73 | 0.34 | 128 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.27 | 0.34 | (d) | 0.27 | 0.61 | (0.30 | ) | — | (0.05 | ) | (0.35 | ) | 10.53 | 6.08 | 1,559,191 | 0.31 | 3.24 | 0.31 | 122 | |||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.11 | 0.57 | (0.46 | ) | — | — | (0.46 | ) | 9.96 | 5.97 | 94,136 | 0.31 | 4.67 | 0.31 | 225 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.35 | 0.10 | (d) | 0.43 | 0.53 | (0.10 | ) | — | — | (0.10 | ) | 10.78 | 5.16 | 17,244 | 0.62 | 1.92 | 0.62 | 66 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.53 | 0.28 | (d) | 0.09 | 0.37 | (0.22 | ) | (0.03 | ) | (0.30 | ) | (0.55 | ) | 10.35 | 3.49 | 12,926 | 0.60 | 2.62 | 0.60 | 128 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.27 | 0.31 | (d) | 0.28 | 0.59 | (0.28 | ) | — | (0.05 | ) | (0.33 | ) | 10.53 | 5.83 | 11,916 | 0.55 | 2.96 | 0.55 | 122 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 10.29 | 0.41 | (d) | 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 | (d) | 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 | (d) | 0.10 | 0.54 | (0.44 | ) | — | — | (0.44 | ) | 9.95 | 5.62 | 105 | 0.58 | 4.72 | 0.58 | 225 | ||||||||||||||||||||||||||||||||||||||||||
R Shares(g) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.35 | 0.08 | (d) | 0.43 | 0.51 | (0.08 | ) | — | — | (0.08 | ) | 10.78 | 4.93 | 708 | 1.06 | 1.50 | 1.06 | 66 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.53 | 0.23 | (d) | 0.09 | 0.32 | (0.17 | ) | (0.03 | ) | (0.30 | ) | (0.50 | ) | 10.35 | 3.03 | 901 | 1.10 | 2.13 | 1.10 | 128 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.27 | 0.27 | (d) | 0.28 | 0.55 | (0.24 | ) | — | (0.05 | ) | (0.29 | ) | 10.53 | 5.47 | 1,068 | 0.91 | 2.56 | 0.91 | 122 | |||||||||||||||||||||||||||||||||||||||||
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 17, 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 | (d) | 0.12 | 0.48 | (0.38 | ) | — | — | (0.38 | ) | 9.95 | 4.92 | 1 | 1.31 | 3.61 | 1.31 | 225 |
140
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 11.65 | $ | 0.15 | (d) | $ | 0.62 | $ | 0.77 | $ | (0.15 | ) | $ | — | $ | — | $ | (0.15 | ) | $ | 12.27 | 6.66 | % | $ | 853,271 | 0.60 | % | 2.53 | % | 0.60 | % | 86 | % | |||||||||||||||||||||||||||
Year Ended March 31, 2011 | 11.99 | 0.33 | (d) | (0.06 | ) | 0.27 | (0.33 | ) | — | (0.28 | ) | (0.61 | ) | 11.65 | 2.22 | 1,067,672 | 0.57 | 2.71 | 0.57 | 159 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 11.60 | 0.37 | 0.56 | 0.93 | (0.37 | ) | — | (0.17 | ) | (0.54 | ) | 11.99 | 8.15 | 1,037,972 | 0.55 | 3.08 | 0.56 | 169 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 11.66 | 0.14 | (d) | 0.63 | 0.77 | (0.14 | ) | — | — | (0.14 | ) | 12.29 | 6.60 | 35,257 | 0.87 | 2.26 | 0.87 | 86 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 12.00 | 0.29 | (d) | (0.06 | ) | 0.23 | (0.29 | ) | — | (0.28 | ) | (0.57 | ) | 11.66 | 1.93 | 31,189 | 0.85 | 2.42 | 0.85 | 159 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 11.61 | 0.34 | 0.56 | 0.90 | (0.34 | ) | — | (0.17 | ) | (0.51 | ) | 12.00 | 7.82 | 24,344 | 0.84 | 2.74 | 0.85 | 169 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
Limited Duration Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.76 | 0.03 | (d) | — | 0.03 | (0.03 | ) | — | — | (0.03 | ) | 9.76 | 0.30 | 18,474 | 0.24 | 0.69 | 0.24 | 42 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.71 | 0.10 | (d) | 0.03 | 0.13 | (0.08 | ) | — | — | (0.08 | ) | 9.76 | 1.37 | 21,883 | 0.22 | 1.11 | 0.22 | 76 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.52 | 0.08 | 0.18 | 0.26 | (0.07 | ) | — | — | (0.07 | ) | 9.71 | 2.69 | 22,482 | 0.23 | 0.82 | 0.23 | 124 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
Limited-Term Federal Mortgage Securities Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.59 | 0.07 | (d) | 0.52 | 0.59 | (0.12 | ) | — | — | (0.12 | ) | 11.06 | 5.74 | 33,110 | 0.66 | 1.25 | 0.68 | 198 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.38 | 0.19 | (d) | 0.30 | 0.49 | (0.28 | ) | — | — | (0.28 | ) | 10.59 | 4.73 | 30,522 | 0.65 | 1.77 | 0.80 | 452 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.19 | 0.31 | 0.23 | 0.54 | (0.35 | ) | — | — | (0.35 | ) | 10.38 | 5.41 | 20,998 | 0.62 | 3.25 | 0.66 | 435 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 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 | (d) | 0.09 | 0.52 | (0.46 | ) | — | — | (0.46 | ) | 9.94 | 5.33 | 422,749 | 0.55 | 4.32 | 0.55 | 90 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.57 | 0.05 | (d) | 0.53 | 0.58 | (0.11 | ) | — | — | (0.11 | ) | 11.04 | 5.55 | 8,779 | 0.86 | 0.93 | 0.89 | 198 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.36 | 0.17 | (d) | 0.30 | 0.47 | (0.26 | ) | — | — | (0.26 | ) | 10.57 | 4.53 | 2,924 | 0.85 | 1.63 | 1.01 | 452 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.17 | 0.30 | 0.22 | 0.52 | (0.33 | ) | — | — | (0.33 | ) | 10.36 | 5.21 | 2,598 | 0.82 | 2.91 | 0.88 | 435 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 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 | (d) | 0.08 | 0.49 | (0.44 | ) | — | — | (0.44 | ) | 9.92 | 5.03 | 3,540 | 0.75 | 4.12 | 0.75 | 90 | ||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.59 | 0.01 | (d) | 0.54 | 0.55 | (0.07 | ) | — | — | (0.07 | ) | 11.07 | 5.21 | 7,436 | 1.66 | 0.26 | 1.68 | 198 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.38 | 0.09 | (d) | 0.29 | 0.38 | (0.17 | ) | — | — | (0.17 | ) | 10.59 | 3.69 | 7,375 | 1.66 | 0.82 | 1.82 | 452 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.19 | 0.22 | 0.22 | 0.44 | (0.25 | ) | — | — | (0.25 | ) | 10.38 | 4.36 | 8,265 | 1.62 | 2.15 | 1.67 | 435 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 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 | (d) | 0.08 | 0.41 | (0.36 | ) | — | — | (0.36 | ) | 9.94 | 4.18 | 14,530 | 1.55 | 3.30 | 1.55 | 90 |
141
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Maryland Municipal Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 10.16 | $ | 0.17 | (d) | $ | 0.60 | $ | 0.77 | $ | (0.17 | ) | $ | — | $ | — | $ | (0.17 | ) | $ | 10.76 | 7.60 | % | $ | 16,821 | 0.69 | % | 3.17 | % | 0.72 | % | 6 | % | |||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.48 | 0.35 | (d) | (0.29 | ) | 0.06 | (0.35 | ) | — | (0.03 | ) | (0.38 | ) | 10.16 | 0.53 | 21,302 | 0.68 | 3.32 | 0.68 | 33 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.04 | 0.37 | 0.44 | 0.81 | (0.37 | ) | — | — | (0.37 | ) | 10.48 | 8.18 | 24,332 | 0.65 | 3.58 | 0.65 | 35 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.11 | 0.49 | (0.38 | ) | — | (0.04 | ) | (0.42 | ) | 10.21 | 4.93 | 29,513 | 0.63 | 3.75 | 0.63 | 57 | |||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.16 | 0.16 | (d) | 0.60 | 0.76 | (0.16 | ) | — | — | (0.16 | ) | 10.76 | 7.52 | 4,018 | 0.84 | 3.04 | 0.88 | 6 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.48 | 0.33 | (d) | (0.29 | ) | 0.04 | (0.33 | ) | — | (0.03 | ) | (0.36 | ) | 10.16 | 0.38 | 4,081 | 0.83 | 3.18 | 0.83 | 33 | ||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2010# | 10.29 | 0.24 | 0.19 | 0.43 | (0.24 | ) | — | — | (0.24 | ) | 10.48 | 4.18 | 5,200 | 0.81 | 3.38 | 0.81 | 35 | |||||||||||||||||||||||||||||||||||||||||||
Period Ended March 31, 2009## | 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 | (d) | 0.10 | 0.48 | (0.37 | ) | — | (0.04 | ) | (0.41 | ) | 10.22 | 4.77 | 45 | 0.78 | 3.69 | 0.78 | 57 | |||||||||||||||||||||||||||||||||||||||||
North Carolina Tax-Exempt Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.70 | 0.17 | (d) | 0.58 | 0.75 | (0.17 | ) | — | — | (0.17 | ) | 10.28 | 7.78 | 48,445 | 0.65 | 3.37 | 0.65 | 11 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.07 | 0.36 | (d) | (0.37 | ) | (0.01 | ) | (0.36 | ) | — | — | (0.36 | ) | 9.70 | (0.14 | ) | 51,372 | 0.64 | 3.61 | 0.64 | 49 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.63 | 0.37 | 0.44 | 0.81 | (0.37 | ) | — | — | (0.37 | ) | 10.07 | 8.53 | 51,866 | 0.62 | 3.72 | 0.62 | 65 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.15 | 0.50 | (0.35 | ) | — | — | (0.35 | ) | 10.05 | 5.17 | 44,130 | 0.59 | 3.54 | 0.59 | 84 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.67 | 0.16 | (d) | 0.58 | 0.74 | (0.16 | ) | — | — | (0.16 | ) | 10.25 | 7.71 | 761 | 0.81 | 3.22 | 0.81 | 11 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.04 | 0.35 | (d) | (0.37 | ) | (0.02 | ) | (0.35 | ) | — | — | (0.35 | ) | 9.67 | (0.30 | ) | 693 | 0.79 | 3.47 | 0.79 | 49 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.61 | 0.36 | 0.43 | 0.79 | (0.36 | ) | — | — | (0.36 | ) | 10.04 | 8.28 | 762 | 0.77 | 3.57 | 0.77 | 65 | |||||||||||||||||||||||||||||||||||||||||||
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 | (d) | 0.15 | 0.49 | (0.34 | ) | — | — | (0.34 | ) | 10.03 | 5.02 | 896 | 0.75 | 3.46 | 0.75 | 84 |
142
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Seix Floating Rate High Income Fund(h) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 9.01 | $ | 0.26 | (d) | $ | (0.54 | ) | $ | (0.28 | ) | $ | (0.24 | ) | $ | — | $ | — | $ | (0.24 | ) | $ | 8.49 | (3.20 | )% | $ | 3,316,908 | 0.52 | % | 5.98 | % | 0.52 | % | 37 | % | |||||||||||||||||||||||||
Year Ended March 31, 2011 | 8.80 | 0.59 | (d) | 0.15 | 0.74 | (0.53 | ) | — | — | (0.53 | ) | 9.01 | 8.64 | 3,078,972 | 0.51 | 6.62 | 0.51 | 104 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.37 | 0.53 | 1.40 | 1.93 | (0.50 | ) | — | — | (0.50 | ) | 8.80 | 26.68 | 1,173,308 | 0.50 | 7.08 | 0.50 | 117 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.01 | 0.25 | (d) | (0.54 | ) | (0.29 | ) | (0.23 | ) | — | — | (0.23 | ) | 8.49 | (3.34 | ) | 51,414 | 0.81 | 5.68 | 0.81 | 37 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 8.80 | 0.55 | (d) | 0.16 | 0.71 | (0.50 | ) | — | — | (0.50 | ) | 9.01 | 8.29 | 69,159 | 0.84 | 6.22 | 0.84 | 104 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.38 | 0.50 | 1.39 | 1.89 | (0.47 | ) | — | — | (0.47 | ) | 8.80 | 26.11 | 22,298 | 0.81 | 6.81 | 0.81 | 117 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||
Year 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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.02 | 0.22 | (d) | (0.55 | ) | (0.33 | ) | (0.20 | ) | — | — | (0.20 | ) | 8.49 | (3.77 | ) | 28,664 | 1.50 | 5.00 | 1.50 | 37 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 8.81 | 0.50 | (d) | 0.15 | 0.65 | (0.44 | ) | — | — | (0.44 | ) | 9.02 | 7.57 | 22,234 | 1.50 | 5.65 | 1.50 | 104 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.37 | 0.45 | 1.41 | 1.86 | (0.42 | ) | — | — | (0.42 | ) | 8.81 | 25.59 | 7,402 | 1.49 | 6.35 | 1.49 | 117 | |||||||||||||||||||||||||||||||||||||||||||
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 High Yield Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.07 | 0.37 | (d) | (0.94 | ) | (0.57 | ) | (0.37 | ) | — | — | (0.37 | ) | 9.13 | (5.88 | ) | 1,635,634 | 0.53 | 7.48 | 0.53 | 46 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.46 | 0.77 | (d) | 0.61 | 1.38 | (0.77 | ) | — | — | (0.77 | ) | 10.07 | 15.24 | 1,724,652 | 0.51 | 7.96 | 0.51 | 119 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.75 | 0.77 | 1.70 | 2.47 | (0.76 | ) | — | — | (0.76 | ) | 9.46 | 32.91 | 1,723,678 | 0.48 | 8.54 | 0.49 | 116 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.84 | 0.35 | (d) | (0.92 | ) | (0.57 | ) | (0.35 | ) | — | — | (0.35 | ) | 8.92 | (6.01 | ) | 17,237 | 0.77 | 7.11 | 0.77 | 46 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.25 | 0.73 | (d) | 0.60 | 1.33 | (0.74 | ) | — | — | (0.74 | ) | 9.84 | 14.99 | 35,238 | 0.77 | 7.74 | 0.77 | 119 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.58 | 0.74 | 1.67 | 2.41 | (0.74 | ) | — | — | (0.74 | ) | 9.25 | 32.81 | 28,378 | 0.75 | 8.51 | 0.75 | 116 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
R Shares(f) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.07 | 0.33 | (d) | (0.95 | ) | (0.62 | ) | (0.33 | ) | — | — | (0.33 | ) | 9.12 | (6.33 | ) | 2,477 | 1.28 | 6.75 | 1.28 | 46 | |||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.45 | 0.71 | (d) | 0.62 | 1.33 | (0.71 | ) | — | — | (0.71 | ) | 10.07 | 14.61 | 3,341 | 1.20 | 7.43 | 1.20 | 119 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 7.75 | 0.71 | 1.69 | 2.40 | (0.70 | ) | — | — | (0.70 | ) | 9.45 | 31.92 | 6,347 | 1.14 | 7.92 | 1.14 | 116 | |||||||||||||||||||||||||||||||||||||||||||
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 |
143
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Short-Term Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 9.95 | $ | 0.10 | (d) | $ | (0.03 | ) | $ | 0.07 | $ | (0.10 | ) | $ | — | $ | — | $ | (0.10 | ) | $ | 9.92 | 0.74 | % | $ | 303,274 | 0.49 | % | 2.05 | % | 0.49 | % | 37 | % | ||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.94 | 0.21 | (d) | 0.02 | 0.23 | (0.22 | ) | — | — | (0.22 | ) | 9.95 | 2.28 | 350,162 | 0.48 | 2.12 | 0.48 | 189 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.40 | 0.30 | 0.53 | 0.83 | (0.29 | ) | — | — | (0.29 | ) | 9.94 | 8.91 | (e) | 489,413 | 0.46 | 3.00 | 0.46 | 122 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.87 | 0.40 | (0.47 | ) | (0.07 | ) | (0.40 | ) | — | — | (0.40 | ) | 9.40 | (0.70 | )(e) | 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 | (d) | 0.07 | 0.50 | (0.43 | ) | — | — | (0.43 | ) | 9.78 | 5.23 | 426,757 | 0.46 | 4.38 | 0.46 | 104 | ||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.98 | 0.09 | (d) | (0.03 | ) | 0.06 | (0.09 | ) | — | — | (0.09 | ) | 9.95 | 0.63 | 4,473 | 0.70 | 1.84 | 0.70 | 37 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.96 | 0.19 | (d) | 0.03 | 0.22 | (0.20 | ) | — | — | (0.20 | ) | 9.98 | 2.18 | 2,642 | 0.67 | 1.94 | 0.67 | 189 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.42 | 0.28 | 0.53 | 0.81 | (0.27 | ) | — | — | (0.27 | ) | 9.96 | 8.65 | (e) | 3,389 | 0.68 | 2.78 | 0.68 | 122 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.89 | 0.38 | (0.47 | ) | (0.09 | ) | (0.38 | ) | — | — | (0.38 | ) | 9.42 | (0.90 | )(e) | 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 | (d) | 0.08 | 0.49 | (0.41 | ) | — | — | (0.41 | ) | 9.81 | 5.11 | 3,742 | 0.66 | 4.15 | 0.66 | 104 | ||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.98 | 0.05 | (d) | (0.03 | ) | 0.02 | (0.05 | ) | — | — | (0.05 | ) | 9.95 | 0.24 | 3,157 | 1.49 | 1.05 | 1.49 | 37 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.96 | 0.11 | (d) | 0.03 | 0.14 | (0.12 | ) | — | — | (0.12 | ) | 9.98 | 1.36 | 2,685 | 1.47 | 1.12 | 1.47 | 189 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.42 | 0.20 | 0.53 | 0.73 | (0.19 | ) | — | — | (0.19 | ) | 9.96 | 7.81 | (e) | 2,754 | 1.46 | 2.03 | 1.46 | 122 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2009 | 9.89 | 0.30 | (0.47 | ) | (0.17 | ) | (0.30 | ) | — | — | (0.30 | ) | 9.42 | (1.69 | )(e) | 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 | (d) | 0.08 | 0.41 | (0.33 | ) | — | — | (0.33 | ) | 9.81 | 4.29 | 4,501 | 1.46 | 3.33 | 1.46 | 104 | ||||||||||||||||||||||||||||||||||||||||||
Short-Term U.S. Treasury Securities Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.10 | 0.06 | (d) | 0.05 | 0.11 | (0.06 | ) | — | — | (0.06 | ) | 10.15 | 1.06 | 8,466 | 0.55 | 1.15 | 0.69 | 10 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.27 | 0.13 | (d) | (0.01 | ) | 0.12 | (0.13 | ) | — | (0.16 | ) | (0.29 | ) | 10.10 | 1.16 | 22,875 | 0.53 | 1.23 | 0.62 | 36 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.33 | 0.14 | (0.03 | ) | 0.11 | (0.14 | ) | — | (0.03 | ) | (0.17 | ) | 10.27 | 1.03 | 33,504 | 0.49 | 1.29 | 0.54 | 147 | |||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.09 | 0.05 | (d) | 0.05 | 0.10 | (0.05 | ) | — | — | (0.05 | ) | 10.14 | 0.97 | 3,580 | 0.73 | 0.96 | 0.90 | 10 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.26 | 0.11 | (d) | (0.01 | ) | 0.10 | (0.11 | ) | — | (0.16 | ) | (0.27 | ) | 10.09 | 0.98 | 5,562 | 0.71 | 1.05 | 0.80 | 36 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.32 | 0.12 | (0.03 | ) | 0.09 | (0.12 | ) | — | (0.03 | ) | (0.15 | ) | 10.26 | 0.85 | 5,839 | 0.67 | 1.20 | 0.71 | 147 | |||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.08 | 0.01 | (d) | 0.05 | 0.06 | (0.01 | ) | — | — | (0.01 | ) | 10.13 | 0.56 | 8,139 | 1.54 | 0.13 | 1.72 | 10 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.25 | 0.02 | (d) | (0.01 | ) | 0.01 | (0.02 | ) | — | (0.16 | ) | (0.18 | ) | 10.08 | 0.16 | 7,699 | 1.53 | 0.21 | 1.62 | 36 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.31 | 0.03 | (0.03 | ) | — | (0.03 | ) | — | (0.03 | ) | (0.06 | ) | 10.25 | 0.04 | 6,426 | 1.49 | 0.33 | 1.55 | 147 | |||||||||||||||||||||||||||||||||||||||||
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 |
144
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
Total Return Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 10.40 | $ | 0.15 | (d) | $ | 0.61 | $ | 0.76 | $ | (0.18 | ) | $ | — | $ | — | $ | (0.18 | ) | $ | 10.98 | 7.35 | % | $ | 755,460 | 0.35 | % | 2.83 | % | 0.35 | % | 98 | % | |||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.60 | 0.33 | (d) | 0.22 | 0.55 | (0.27 | ) | (0.08 | ) | (0.40 | ) | (0.75 | ) | 10.40 | 5.20 | 684,952 | 0.33 | 3.05 | 0.33 | 294 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.26 | 0.40 | 0.43 | 0.83 | (0.36 | ) | — | (0.13 | ) | (0.49 | ) | 10.60 | 8.17 | 724,588 | 0.31 | 3.72 | 0.31 | 326 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.73 | 0.14 | (d) | 0.63 | 0.77 | (0.17 | ) | — | — | (0.17 | ) | 11.33 | 7.23 | 23,764 | 0.60 | 2.58 | 0.60 | 98 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.92 | 0.33 | (d) | 0.21 | 0.54 | (0.25 | ) | (0.08 | ) | (0.40 | ) | (0.73 | ) | 10.73 | 4.93 | 17,589 | 0.58 | 2.94 | 0.58 | 294 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.57 | 0.38 | 0.43 | 0.81 | (0.33 | ) | — | (0.13 | ) | (0.46 | ) | 10.92 | 7.75 | 8,540 | 0.55 | 3.14 | 0.55 | 326 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
R Shares(g) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.40 | 0.12 | (d) | 0.61 | 0.73 | (0.15 | ) | — | — | (0.15 | ) | 10.98 | 7.06 | 5,371 | 0.89 | 2.26 | 0.89 | 98 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.60 | 0.30 | (d) | 0.19 | 0.49 | (0.21 | ) | (0.08 | ) | (0.40 | ) | (0.69 | ) | 10.40 | 4.63 | 2,825 | 0.89 | 2.74 | 0.89 | 294 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.26 | 0.35 | 0.42 | 0.77 | (0.30 | ) | — | (0.13 | ) | (0.43 | ) | 10.60 | 7.61 | 710 | 0.82 | 3.11 | 0.82 | 326 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
Ultra-Short Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 9.93 | 0.05 | (d) | (0.05 | ) | — | (0.06 | ) | — | — | (0.06 | ) | 9.87 | (0.05 | ) | 133,181 | 0.31 | 0.92 | 0.31 | 40 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 9.91 | 0.13 | (d) | 0.04 | 0.17 | (0.15 | ) | — | — | (0.15 | ) | 9.93 | 1.76 | 115,795 | 0.32 | 1.31 | 0.32 | 229 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 9.52 | 0.25 | 0.39 | 0.64 | (0.25 | ) | — | — | (0.25 | ) | 9.91 | 6.82 | 92,528 | 0.34 | 2.51 | 0.37 | 130 | |||||||||||||||||||||||||||||||||||||||||||
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 |
145
Ratio of | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net | Ratio of | Ratio of | Expenses to | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Realized | Net | Net | Average Net | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
and | Distributions | Net | Expenses | Investment | Assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net Asset | Net | Unrealized | Dividends | Distributions | from | Total | Asset | to | Income to | (Excluding | ||||||||||||||||||||||||||||||||||||||||||||||||||
Value, | Investment | Gains | from Net | from Tax | Realized | Dividends | Value, | Net Assets | Average | Average | Waivers | Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||
Beginning | Income | (Losses) on | Total from | Investment | Return of | Capital | and | End of | Total | End of | Net | Net | and | Turnover | ||||||||||||||||||||||||||||||||||||||||||||||
of Period | (Loss) | Investments | Operations | Income | Capital | Gains | Distributions | Period | Return(a) | Period (000) | Assets(b) | Assets(b) | Reimbursements)(b) | Rate(c) | ||||||||||||||||||||||||||||||||||||||||||||||
U.S. Government Securities Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | $ | 8.63 | $ | 0.07 | (d) | $ | 0.71 | $ | 0.78 | $ | (0.07 | ) | $ | — | $ | — | $ | (0.07 | ) | $ | 9.34 | 9.06 | % | $ | 47,967 | 0.67 | % | 1.55 | % | 0.67 | % | 36 | % | |||||||||||||||||||||||||||
Year Ended March 31, 2011 | 8.76 | 0.18 | (d) | 0.22 | 0.40 | (0.18 | ) | — | (0.35 | ) | (0.53 | ) | 8.63 | 4.50 | 48,580 | 0.62 | 2.02 | 0.62 | 92 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 11.11 | 0.26 | (0.37 | ) | (0.11 | ) | (0.27 | ) | — | (1.97 | ) | (2.24 | ) | 8.76 | (1.07 | ) | 71,910 | 0.58 | 2.35 | 0.58 | 85 | |||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 8.63 | 0.06 | (d) | 0.70 | 0.76 | (0.05 | ) | — | — | (0.05 | ) | 9.34 | 8.89 | 2,009 | 0.99 | 1.24 | 0.99 | 36 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 8.76 | 0.15 | (d) | 0.22 | 0.37 | (0.15 | ) | — | (0.35 | ) | (0.50 | ) | 8.63 | 4.18 | 2,089 | 0.93 | 1.71 | 0.93 | 92 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 11.11 | 0.21 | (0.35 | ) | (0.14 | ) | (0.24 | ) | — | (1.97 | ) | (2.21 | ) | 8.76 | (1.38 | ) | 2,314 | 0.89 | 1.98 | 0.89 | 85 | |||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
C Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 8.63 | 0.02 | (d) | 0.71 | 0.73 | (0.02 | ) | — | — | (0.02 | ) | 9.34 | 8.52 | 2,652 | 1.67 | 0.55 | 1.67 | 36 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 8.76 | 0.09 | (d) | 0.22 | 0.31 | (0.09 | ) | — | (0.35 | ) | (0.44 | ) | 8.63 | 3.46 | 2,471 | 1.62 | 1.02 | 1.62 | 92 | |||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 11.11 | 0.14 | (0.35 | ) | (0.21 | ) | (0.17 | ) | — | (1.97 | ) | (2.14 | ) | 8.76 | (2.05 | ) | 3,038 | 1.58 | 1.28 | 1.58 | 85 | |||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.07 | 0.02 | (d) | 0.06 | 0.08 | (0.06 | ) | — | — | (0.06 | ) | 10.09 | 0.77 | 1,686,519 | 0.34 | 0.48 | 0.34 | 33 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.07 | 0.07 | (d) | 0.09 | 0.16 | (0.16 | ) | — | — | (0.16 | ) | 10.07 | 1.61 | 1,648,792 | 0.33 | 0.73 | 0.33 | 229 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.03 | 0.30 | 0.06 | 0.36 | (0.32 | ) | — | — | (0.32 | ) | 10.07 | 3.62 | 1,340,992 | 0.29 | 2.15 | 0.29 | 119 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
Virginia Intermediate Municipal Bond Fund | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
I Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.21 | 0.17 | (d) | 0.43 | 0.60 | (0.17 | ) | — | — | (0.17 | ) | 10.64 | 5.88 | 149,303 | 0.63 | 3.19 | 0.63 | 8 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.39 | 0.34 | (d) | (0.11 | ) | 0.23 | (0.34 | ) | — | (0.07 | ) | (0.41 | ) | 10.21 | 2.15 | 165,536 | 0.62 | 3.23 | 0.62 | 17 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.22 | 0.37 | 0.19 | 0.56 | (0.37 | ) | — | (0.02 | ) | (0.39 | ) | 10.39 | 5.58 | 191,537 | 0.61 | 3.56 | 0.61 | 33 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
A Shares | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period Ended September 30, 2011Ù | 10.21 | 0.16 | (d) | 0.42 | 0.58 | (0.16 | ) | — | — | (0.16 | ) | 10.63 | 5.70 | 12,684 | 0.78 | 3.04 | 0.78 | 8 | ||||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2011 | 10.39 | 0.32 | (d) | (0.11 | ) | 0.21 | (0.32 | ) | — | (0.07 | ) | (0.39 | ) | 10.21 | 2.00 | 12,471 | 0.77 | 3.09 | 0.77 | 17 | ||||||||||||||||||||||||||||||||||||||||
Year Ended March 31, 2010 | 10.22 | 0.35 | 0.20 | 0.55 | (0.36 | ) | — | (0.02 | ) | (0.38 | ) | 10.39 | 5.44 | 14,236 | 0.75 | 3.35 | 0.75 | 33 | ||||||||||||||||||||||||||||||||||||||||||
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 |
146
Ù | Unaudited. | |
* | Formerly Investment Grade Bond Fund. | |
** | The Georgia Tax-Exempt Bond Fund’s net expense ratio and gross expense ratio includes interest expense of 0.09% incurred during the year ended March 31, 2009 with respect to investments in certain inverse floating rate securities. | |
# | Prior to August 1, 2009, there were no assets in Class A during the current period. Effective at the close of business July 31, 2009, Class A received assets from the conversion from Class C. The net asset value shown for the beginning of the period reflects the initial converted net asset value from Class C and the amounts shown thereafter reflect operations for Class A from August 1, 2009 through March 31, 2010. | |
## | 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. | |
(a) | Total return excludes sales charge. Not annualized for periods less than one year. | |
(b) | Annualized for periods less than one year. | |
(c) | Not annualized for periods less than one year. | |
(d) | Per share data calculated using average shares outstanding method. | |
(e) | Net Asset Value (“NAV”) varies from NAV reported to shareholders on March 31, 2011, as these financial statements are prepared inclusive of trade date adjustments. | |
(f) | Effective at the close of business on July 31, 2009, C shares converted to R shares and C shares are no longer available for purchase. The data prior to such date reflects that of C shares. | |
(g) | Effective at the close of business on February 12, 2009, C shares converted to R shares and C shares are no longer available for purchase. The data prior to such date reflects that of C shares. | |
(h) | The following table details the commencement of operations of certain classes of the indicated fund: |
Fund | Class | Commencement Date | ||||||
Seix Floating Rate High Income Fund | A Shares | May 8, 2006 | ||||||
Seix Floating Rate High Income Fund | C Shares | August 3, 2007 |
147
(Unaudited)
1. | Organization |
2. | Significant Accounting Policies |
148
(Unaudited)
149
(Unaudited)
• | Level 1 — quoted prices in active markets for identical assets | |
• | Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) | |
• | Level 3 — significant unobservable inputs (including each Fund’s own assumptions in determining the fair value of investments) |
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Core Bond Fund† | Prices($) | Inputs($) | Inputs($) | Total($) | ||||||||||||
Collateralized Mortgage Obligations | — | 34,266,524 | — | 34,266,524 | ||||||||||||
Corporate Bonds1 | — | 96,055,963 | — | 96,055,963 | ||||||||||||
U.S. Government Agency Mortgages | — | 91,438,171 | — | 91,438,171 | ||||||||||||
U.S. Treasury Obligations | — | 123,599,125 | — | 123,599,125 | ||||||||||||
Units1 | — | — | 0 | 4 | 0 | |||||||||||
Money Market Fund | 70,167,867 | — | — | 70,167,867 | ||||||||||||
Total Investments | 70,167,867 | 345,359,783 | 0 | 4 | 415,527,650 | |||||||||||
Corporate Bond Fund | ||||||||||||||||
Corporate Bonds1 | — | 65,770,472 | — | 65,770,472 | ||||||||||||
U.S. Treasury Obligation | — | 2,240,887 | — | 2,240,887 | ||||||||||||
Money Market Fund | 8,042,223 | — | — | 8,042,223 | ||||||||||||
Total Investments | 8,042,223 | 68,011,359 | — | 76,053,582 | ||||||||||||
150
(Unaudited)
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Georgia Tax-Exempt Bond Fund | Prices($) | Inputs($) | Inputs($) | Total($) | ||||||||||||
Municipal Bonds2 | — | 140,866,521 | — | 140,866,521 | ||||||||||||
Money Market Fund | 7,038,597 | — | — | 7,038,597 | ||||||||||||
Total Investments | 7,038,597 | 140,866,521 | — | 147,905,118 | ||||||||||||
High Grade Municipal Bond Fund | ||||||||||||||||
Municipal Bonds2 | — | 45,143,747 | — | 45,143,747 | ||||||||||||
Money Market Fund | 4,858,598 | — | — | 4,858,598 | ||||||||||||
Total Investments | 4,858,598 | 45,143,747 | — | 50,002,345 | ||||||||||||
High Income Fund | ||||||||||||||||
Bank Loans1 | — | 15,077,611 | — | 15,077,611 | ||||||||||||
Corporate Bonds1 | — | 373,856,577 | 583,006 | 5 | 374,439,583 | |||||||||||
Convertible Corporate Bond1 | — | 607,500 | — | 607,500 | ||||||||||||
U.S. Treasury Obligation | — | 699,986 | — | 699,986 | ||||||||||||
Preferred Stocks1 | 7,688,639 | — | — | 7,688,639 | ||||||||||||
Convertible Preferred Stock1 | 5,097,124 | — | — | 5,097,124 | ||||||||||||
Warrants1 | 3,836,366 | — | — | 3,836,366 | ||||||||||||
Units1 | — | — | 0 | 4 | 0 | |||||||||||
Common Stocks1 | 5,495,272 | — | — | 5,495,272 | ||||||||||||
Short-Term Investment | — | 45,288,781 | — | 45,288,781 | ||||||||||||
Money Market Fund | 18,611,544 | — | — | 18,611,544 | ||||||||||||
Total Investments | 40,728,945 | 435,530,455 | 583,006 | 476,842,406 | ||||||||||||
Intermediate Bond Fund | ||||||||||||||||
Collateralized Mortgage Obligations | — | 19,831,084 | — | 19,831,084 | ||||||||||||
Corporate Bonds1 | — | 414,998,103 | — | 414,998,103 | ||||||||||||
U.S. Government Agency Mortgages | — | 88,685,212 | — | 88,685,212 | ||||||||||||
U.S. Treasury Obligations | — | 633,903,416 | — | 633,903,416 | ||||||||||||
Units1 | — | — | 0 | 4 | 0 | |||||||||||
Money Market Fund | 88,873,481 | — | — | 88,873,481 | ||||||||||||
Total Investments | 88,873,481 | 1,157,417,815 | 0 | 4 | 1,246,291,296 | |||||||||||
Investment Grade Tax-Exempt Bond Fund | ||||||||||||||||
Municipal Bonds2 | — | 833,878,085 | — | 833,878,085 | ||||||||||||
Money Market Fund | 88,630,256 | — | — | 88,630,256 | ||||||||||||
Total Investments | 88,630,256 | 833,878,085 | — | 922,508,341 | ||||||||||||
151
(Unaudited)
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Limited Duration Fund | Prices($) | Inputs($) | Inputs($) | Total($) | ||||||||||||
Asset-Backed Securities1 | — | 5,552,317 | — | 5,552,317 | ||||||||||||
Collateralized Mortgage Obligations | — | 12,614,523 | — | 12,614,523 | ||||||||||||
Money Market Fund | 299,934 | — | — | 299,934 | ||||||||||||
Total Investments | 299,934 | 18,166,840 | — | 18,466,774 | ||||||||||||
Limited-Term Federal Mortgage Securities Fund | ||||||||||||||||
Collateralized Mortgage Obligations | — | 8,337,512 | — | 8,337,512 | ||||||||||||
U.S. Government Agency Mortgages | — | 38,092,236 | — | 38,092,236 | ||||||||||||
Money Market Fund | 8,738,136 | — | — | 8,738,136 | ||||||||||||
Total Investments | 8,738,136 | 46,429,748 | — | 55,167,884 | ||||||||||||
Maryland Municipal Bond Fund | ||||||||||||||||
Municipal Bonds2 | — | 19,932,725 | — | 19,932,725 | ||||||||||||
Money Market Fund | 790,832 | — | — | 790,832 | ||||||||||||
Total Investments | 790,832 | 19,932,725 | — | 20,723,557 | ||||||||||||
North Carolina Tax-Exempt Bond Fund | ||||||||||||||||
Municipal Bonds2 | — | 48,310,361 | — | 48,310,361 | ||||||||||||
Money Market Fund | 512,600 | — | — | 512,600 | ||||||||||||
Total Investments | 512,600 | 48,310,361 | — | 48,822,961 | ||||||||||||
Seix Floating Rate High Income Fund | ||||||||||||||||
Bank Loans1 | — | 3,063,038,002 | — | 3,063,038,002 | ||||||||||||
Corporate Bonds1 | — | 196,780,440 | 216,000 | 5 | 196,996,440 | |||||||||||
Preferred Stocks1 | 3,733,852 | — | — | 3,733,852 | ||||||||||||
Convertible Preferred Stock1 | 1,999,560 | — | — | 1,999,560 | ||||||||||||
Common Stock1 | 1,614,097 | — | — | 1,614,097 | ||||||||||||
Warrants1 | 1,423,013 | — | — | 1,423,013 | ||||||||||||
Money Market Fund | 184,209,162 | — | — | 184,209,162 | ||||||||||||
Total Investments | 192,979,684 | 3,259,818,442 | 216,000 | 5 | 3,453,014,126 | |||||||||||
Seix High Yield Fund | ||||||||||||||||
Bank Loans1 | — | 3,890,356 | — | 3,890,356 | ||||||||||||
Corporate Bonds1 | — | 1,475,904,093 | — | 1,475,904,093 | ||||||||||||
Preferred Stock1 | 4,092,806 | — | — | 4,092,806 | ||||||||||||
Convertible Preferred Stock1 | 8,924,177 | — | — | 8,924,177 | ||||||||||||
Units1 | — | — | 0 | 4 | 0 | |||||||||||
Short-Term Investment | — | 116,538,315 | — | 116,538,315 | ||||||||||||
Money Market Fund | 130,717,900 | — | — | 130,717,900 | ||||||||||||
Total Investments | 143,734,883 | 1,596,332,764 | 0 | 4 | 1,740,067,647 | |||||||||||
152
(Unaudited)
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Short-Term Bond Fund | Prices($) | Inputs($) | Inputs($) | Total($) | ||||||||||||
Asset-Backed Securities1 | — | 25,687,703 | — | 25,687,703 | ||||||||||||
Collateralized Mortgage Obligations | — | 65,810,237 | — | 65,810,237 | ||||||||||||
Corporate Bonds1 | — | 133,693,145 | — | 133,693,145 | ||||||||||||
Municipal Bond2 | — | 4,947,501 | — | 4,947,501 | ||||||||||||
U.S. Government Agencies | — | 18,807,247 | — | 18,807,247 | ||||||||||||
U.S. Government Agency Mortgages | — | 45,113,987 | — | 45,113,987 | ||||||||||||
U.S. Treasury Obligation | — | 11,519,644 | — | 11,519,644 | ||||||||||||
Money Market Fund | 3,128,890 | — | — | 3,128,890 | ||||||||||||
Total Investments | 3,128,890 | 305,579,464 | — | 308,708,354 | ||||||||||||
Other Financial Instruments3 | ||||||||||||||||
Futures Contracts | 22,291 | — | — | 22,291 | ||||||||||||
Short-Term U.S. Treasury Securities Fund | ||||||||||||||||
U.S. Treasury Obligations | — | 19,418,981 | — | 19,418,981 | ||||||||||||
Money Market Fund | 794,821 | — | — | 794,821 | ||||||||||||
Total Investments | 794,821 | 19,418,981 | — | 20,213,802 | ||||||||||||
Total Return Bond Fund | ||||||||||||||||
Asset-Backed Securities1 | — | 9,227,522 | — | 9,227,522 | ||||||||||||
Collateralized Mortgage Obligations | — | 113,009,130 | — | 113,009,130 | ||||||||||||
Corporate Bonds1 | — | 187,460,767 | — | 187,460,767 | ||||||||||||
U.S. Government Agency Mortgages | — | 180,329,204 | — | 180,329,204 | ||||||||||||
U.S. Treasury Obligations | — | 276,708,844 | — | 276,708,844 | ||||||||||||
Units1 | — | — | 0 | 4 | 0 | |||||||||||
Money Market Fund | 84,640,082 | — | — | 84,640,082 | ||||||||||||
Total Investments | 84,640,082 | 766,735,467 | 0 | 4 | 851,375,549 | |||||||||||
Other Financial Instruments3 | ||||||||||||||||
Interest Rate Swap Agreements | — | 60,237 | — | 60,237 | ||||||||||||
Credit Default Swap Agreements — Buy Protection | — | 1,429,960 | — | 1,429,960 | ||||||||||||
Forward Foreign Currency Contracts | — | 1,532,136 | — | 1,532,136 | ||||||||||||
Total Other Financial Instruments | — | 3,022,333 | — | 3,022,333 | ||||||||||||
153
(Unaudited)
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
Ultra-Short Bond Fund | Prices($) | Inputs($) | Inputs($) | Total($) | ||||||||||||
Asset-Backed Securities1 | — | 13,811,499 | — | 13,811,499 | ||||||||||||
Certificate of Deposit1 | — | 1,005,525 | — | 1,005,525 | ||||||||||||
Collateralized Mortgage Obligations | — | 39,357,779 | — | 39,357,779 | ||||||||||||
Corporate Bonds1 | — | 42,707,160 | — | 42,707,160 | ||||||||||||
Municipal Bond2 | — | 1,109,926 | — | 1,109,926 | ||||||||||||
U.S. Government Agencies | — | 22,391,437 | — | 22,391,437 | ||||||||||||
U.S. Government Agency Mortgages | — | 12,824,508 | — | 12,824,508 | ||||||||||||
U.S. Treasury Obligation | — | 290,748 | — | 290,748 | ||||||||||||
Money Market Fund | 2,743,757 | — | — | 2,743,757 | ||||||||||||
Total Investments | 2,743,757 | 133,498,582 | — | 136,242,339 | ||||||||||||
U.S. Government Securities Fund | ||||||||||||||||
U.S. Treasury Obligations | — | 50,294,584 | — | 50,294,584 | ||||||||||||
Money Market Fund | 2,507,654 | — | — | 2,507,654 | ||||||||||||
Total Investments | 2,507,654 | 50,294,584 | — | 52,802,238 | ||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | ||||||||||||||||
Asset-Backed Security1 | — | 3,274,885 | — | 3,274,885 | ||||||||||||
Collateralized Mortgage Obligations | — | 620,424,520 | — | 620,424,520 | ||||||||||||
U.S. Government Agency Mortgages | — | 1,127,074,315 | — | 1,127,074,315 | ||||||||||||
Money Market Fund | 18,615,579 | — | — | 18,615,579 | ||||||||||||
Total Investments | 18,615,579 | 1,750,773,720 | — | 1,769,389,299 | ||||||||||||
Virginia Intermediate Municipal Bond Fund | ||||||||||||||||
Municipal Bonds2 | — | 158,561,834 | — | 158,561,834 | ||||||||||||
Money Market Fund | 2,201,809 | — | — | 2,201,809 | ||||||||||||
Total Investments | 2,201,809 | 158,561,834 | — | 160,763,643 | ||||||||||||
Level 2— | ||||||||||||||||
Other | Level 3— | |||||||||||||||
Level 1— | Significant | Significant | ||||||||||||||
Quoted | Observable | Unobservable | ||||||||||||||
High Income Fund | Prices($) | Inputs($) | Inputs($) | Total($) | ||||||||||||
Other Financial Instruments3 | ||||||||||||||||
Credit Default Swap Agreement — Sell Protection | — | (720,463 | ) | — | (720,463 | ) | ||||||||||
Total Return Bond | ||||||||||||||||
Other Financial Instruments3 | ||||||||||||||||
Credit Default Swap Agreements — Sell Protection | — | (9,355,551 | ) | — | (9,355,551 | ) | ||||||||||
Forward Foreign Currency Contracts | — | (1,112,395 | ) | — | (1,112,395 | ) | ||||||||||
Total Other Financial Instruments | — | (10,467,946 | ) | — | (10,467,946 | ) | ||||||||||
154
(Unaudited)
1 | Please see the Schedule of Portfolio Investments for Sector or Country Classifications. |
2 | Please see the Schedule of Portfolio Investments for State Classification. |
3 | Other Financial Instruments are derivative instruments not reflected in the value of Total Investments in the Schedules of Portfolio Investments, such as credit default swaps, forward foreign currency contracts and futures, which are valued at the unrealized appreciation (depreciation) on the instrument. |
4 | As of September 30, 2011, the securities designated as Level 3 were fair valued using significant unobservable inputs under procedures adopted by the Board. Such valuations were based on a review of inputs such as, but not limited to, similar securities, company specific financial information, and company specific news. For each of these securities there were no changes in the valuation techniques used since the March 31, 2011 annual report. The Level 3 securities comprised 0.0% of net assets of each Fund. As such, the Level 3 roll forward and change in unrealized appreciation (depreciation) of Level 3 securities held at period end have not been presented. |
5 | As of September 30, 2011, the securities designated as Level 3 were fair valued using significant unobservable inputs under procedures adopted by the Board. Such valuations were based on quotations from principal market makers. The Level 3 roll forward and change in unrealized appreciation (depreciation) of these Level 3 securities held at period end is presented below. |
Net Change | ||||||||||||||||||||||||||||||||||||||||
In Unrealized | ||||||||||||||||||||||||||||||||||||||||
Appreciation | ||||||||||||||||||||||||||||||||||||||||
(Depreciation) | ||||||||||||||||||||||||||||||||||||||||
from | ||||||||||||||||||||||||||||||||||||||||
Change in | Investments | |||||||||||||||||||||||||||||||||||||||
Balance | Accrued | Realized | Unrealized | Transfers | Balance | Still Held | ||||||||||||||||||||||||||||||||||
as of | Discounts | Gain | Appreciation | Transfers | out | as of | as of | |||||||||||||||||||||||||||||||||
3/31/2011 | (Premiums) | (Loss) | (Depreciation) | Purchases | Sales | into Level 3 | of Level 3 | 9/30/2011 | 9/30/2011 | |||||||||||||||||||||||||||||||
High Income Fund | ||||||||||||||||||||||||||||||||||||||||
Corporate Bonds | $ | — | $ | — | $ | — | $ | 130,773 | $ | 539,820 | $ | (87,587 | ) | $ | — | $ | — | $ | 583,006 | $ | 130,773 | |||||||||||||||||||
Seix Floating Rate High Income Fund | ||||||||||||||||||||||||||||||||||||||||
Corporate Bonds | $ | — | $ | — | $ | — | $ | 49,290 | $ | 200,000 | $ | (33,290 | ) | $ | — | $ | — | $ | 216,000 | $ | 49,290 | |||||||||||||||||||
† | Formerly Investment Grade Bond Fund. |
155
(Unaudited)
156
(Unaudited)
157
(Unaudited)
Foreign | Interest | |||||||||||||||||||
Credit | Equity | Exchange | Rate | |||||||||||||||||
Risk | Risk | Risk | Risk | Total | ||||||||||||||||
Core Bond Fund** | ||||||||||||||||||||
Realized Gain (Loss)# | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | — | $ | (48,410 | ) | $ | — | $ | (48,410 | ) | ||||||||
Swap Agreements | (43,963 | ) | — | — | 448,825 | 404,862 | ||||||||||||||
Total Value | $ | (43,963 | ) | $ | — | $ | (48,410 | ) | $ | 448,825 | $ | 356,452 | ||||||||
Change in Appreciation (Depreciation)## | ||||||||||||||||||||
Swap Agreements | $ | 16,433 | $ | — | $ | — | $ | — | $ | 16,433 | ||||||||||
Total Change in Appreciation (Depreciation) | $ | 16,433 | $ | — | $ | — | $ | — | $ | 16,433 | ||||||||||
Number of Contracts, Notional Amounts or Shares† | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | — | $ | 16,594,765 | $ | — | $ | 16,594,765 | ||||||||||
Swap Agreements | $ | 4,265,000 | $ | — | $ | — | $ | 40,094,784 | $ | 44,359,784 | ||||||||||
High Income Fund | ||||||||||||||||||||
Liability Derivatives | ||||||||||||||||||||
Swap Agreements | $ | (720,463 | ) | $ | — | $ | — | $ | — | $ | (720,463 | ) | ||||||||
Total Value | $ | (720,463 | ) | $ | — | $ | — | $ | — | $ | (720,463 | ) | ||||||||
Realized Gain (Loss)# | ||||||||||||||||||||
Swap Agreements | $ | (114,686 | ) | $ | — | $ | — | $ | — | $ | (114,686 | ) | ||||||||
Total Realized Gain (Loss) | $ | (114,686 | ) | $ | — | $ | — | $ | — | $ | (114,686 | ) | ||||||||
Change in Appreciation (Depreciation)## | ||||||||||||||||||||
Swap Agreements | $ | (732,568 | ) | $ | — | $ | — | $ | — | $ | (732,568 | ) | ||||||||
Total Change in Appreciation (Depreciation) | $ | (732,568 | ) | $ | — | $ | — | $ | — | $ | (732,568 | ) | ||||||||
Number of Contracts, Notional Amounts or Shares† | ||||||||||||||||||||
Swap Agreements | $ | 12,333,333 | $ | — | $ | — | $ | — | $ | 12,333,333 | ||||||||||
Intermediate Bond Fund | ||||||||||||||||||||
Realized Gain (Loss)# | ||||||||||||||||||||
Swap Agreements | $ | (176,889 | ) | $ | — | $ | — | $ | — | $ | (176,889 | ) | ||||||||
Total Realized Gain (Loss) | (176,889 | ) | — | — | — | (176,889 | ) | |||||||||||||
Change in Appreciation (Depreciation)## | ||||||||||||||||||||
Swap Agreements | $ | 66,581 | $ | — | $ | — | $ | — | $ | 66,581 | ||||||||||
Total Change in Appreciation (Depreciation) | 66,581 | — | — | — | 66,581 | |||||||||||||||
Number of Contracts, Notional Amounts or Shares† | ||||||||||||||||||||
Swap Agreements | $ | 17,300,000 | $ | — | $ | — | $ | — | $ | 17,300,000 | ||||||||||
Short Term Bond Fund | ||||||||||||||||||||
Asset Derivatives | ||||||||||||||||||||
Futures ContractsÙÙ | $ | — | $ | — | $ | — | $ | 22,291 | $ | 22,291 | ||||||||||
Total Value | $ | — | $ | — | $ | — | $ | 22,291 | $ | 22,291 | ||||||||||
Realized Gain (Loss)# | ||||||||||||||||||||
Futures Contracts | $ | — | $ | — | $ | — | $ | (1,896,423 | ) | $ | (1,896,423 | ) | ||||||||
Total Realized Gain (Loss) | $ | — | $ | — | $ | — | $ | (1,896,423 | ) | $ | (1,896,423 | ) | ||||||||
Change in Appreciation (Depreciation)## | ||||||||||||||||||||
Futures Contracts | $ | — | $ | — | $ | — | $ | 16,276 | $ | 16,276 | ||||||||||
Total Change in Appreciation (Depreciation) | $ | — | $ | — | $ | — | $ | 16,276 | $ | 16,276 | ||||||||||
Number of Contracts, Notional Amounts or Shares† | ||||||||||||||||||||
Futures Contracts | — | — | — | 220 | 220 | |||||||||||||||
Total Return Bond Fund | ||||||||||||||||||||
Asset Derivatives | ||||||||||||||||||||
Forward Foreign Currency Contracts* | $ | — | $ | — | $ | 1,532,136 | $ | — | $ | 1,532,136 | ||||||||||
Swap Agreements* | 1,429,960 | — | — | 60,237 | 1,490,197 | |||||||||||||||
Total Value | $ | 1,429,960 | $ | — | $ | 1,532,136 | $ | 60,237 | $ | 3,022,333 | ||||||||||
158
(Unaudited)
Foreign | Interest | |||||||||||||||||||
Credit | Equity | Exchange | Rate | |||||||||||||||||
Risk | Risk | Risk | Risk | Total | ||||||||||||||||
Liability Derivatives | ||||||||||||||||||||
Forward Foreign Currency ContractsÙ | $ | — | $ | — | $ | (1,112,395 | ) | $ | — | $ | (1,112,395 | ) | ||||||||
Swap AgreementsÙ | (9,355,551 | ) | — | — | — | (9,355,551 | ) | |||||||||||||
Total Value | $ | (9,355,551 | ) | $ | — | $ | (1,112,395 | ) | $ | — | $ | (10,467,946 | ) | |||||||
Realized Gain (Loss)# | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | — | $ | (159,014 | ) | $ | — | $ | (159,014 | ) | ||||||||
Swap Agreements | 1,315,548 | — | — | 1,201,878 | 2,517,426 | |||||||||||||||
Total Realized Gain (Loss) | $ | 1,315,548 | $ | — | $ | (159,014 | ) | $ | 1,201,878 | $ | 2,358,412 | |||||||||
Change in Appreciation (Depreciation)## | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | — | $ | 419,741 | $ | — | $ | 419,741 | ||||||||||
Swap Agreements | (41,222 | ) | — | — | 60,237 | 19,015 | ||||||||||||||
Total Change in Appreciation (Depreciation) | $ | (41,222 | ) | $ | — | $ | 419,741 | $ | 60,237 | $ | 438,756 | |||||||||
Number of Contracts, Notional Amounts or Shares† | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | — | $ | 22,041,638 | $ | — | $ | 22,041,638 | ||||||||||
Swap Agreements | 52,848,000 | — | — | 84,986,997 | 137,834,997 | |||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | ||||||||||||||||||||
Realized Gain (Loss)# | ||||||||||||||||||||
Futures Contracts | $ | — | $ | — | $ | — | $ | (1,734,354 | ) | $ | (1,734,354 | ) | ||||||||
Total Realized Gain (Loss) | $ | — | $ | — | $ | — | $ | (1,734,354 | ) | $ | (1,734,354 | ) | ||||||||
Number of Contracts, Notional Amounts or Shares† | ||||||||||||||||||||
Futures Contracts | — | — | — | 1,000 | 1,000 |
* | Statements of Assets and Liabilities location: Investments, at value, Receivables from: open forward foreign currency contracts, or open swap agreements, at value, as applicable. |
** | Formerly Investment Grade Bond Fund. |
Ù | Statements of Assets and Liabilities location: Payables for: open forward foreign currency contracts, or open swap agreements, at value, as applicable. |
ÙÙ | Cumulative appreciation (depreciation) on futures contracts is reported in “Futures Contracts” below. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities. |
# | Statements of Operations location: Amounts are included in net realized gain (loss) on: investment transactions, futures contracts, swap agreements, or foreign currency transactions, as applicable. |
## | Statements of Operations location: Amounts are included in net change in unrealized appreciation (depreciation) on: investment transactions, futures contracts, swap agreements, or translation of assets and liabilities in foreign currencies, as applicable. |
† | Amount(s) disclosed represent the average number of contracts for futures contracts, notional amounts for forward currency contracts and swap agreements, which is indicative of volume of this derivative type, for the months that the Fund held such derivatives during the period ended September 30, 2011. |
159
(Unaudited)
Shares or | ||||||||
Principal | ||||||||
Amount($) | Value($) | |||||||
JPMorgan U.S. Government Money Market Fund, Capital Shares, 0.01% | 100,012,610 | 100,012,610 | ||||||
Merrill Lynch Tri-Party Repurchase Agreement, 0.01%, dated 09/30/11 to be repurchased on 10/03/11, repurchase price $30,000,025 (collateralized by Federal Home Loan Bank; 0.23%, due 08/28/12, total market value $30,612,245) | 30,000,000 | 30,000,000 | ||||||
State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00% | 188,505,226 | 188,505,226 | ||||||
Total Investments (Cost $318,517,836) | 318,517,836 | |||||||
Amount due to Lending Agent | (124,146 | ) | ||||||
Net Investment Value | 318,393,690 | |||||||
Fund | Fee($) | |||
Core Bond Fund | 2,500 | |||
High Income Fund | 20,430 | |||
Intermediate Bond Fund | 4,971 | |||
Seix High Yield Fund | 62,277 | |||
Total Return Bond Fund | 9,484 |
160
(Unaudited)
161
(Unaudited)
3. | Investment Adviser and Other Service Providers |
Advisory Fees | Net Annual | |||||||||||||||
Maximum Annual | Discounted Annual | Waived/Expenses | Fees | |||||||||||||
Fund | Advisory Fee(%)* | Advisory Fee(%)* | Reimbursed(%)* | Paid(%)* | ||||||||||||
Core Bond Fund**† | 0.50 | 0.50 | — | 0.50 | ||||||||||||
Corporate Bond Fund | 0.40 | 0.40 | — | 0.40 | ||||||||||||
Georgia Tax-Exempt Bond Fund | 0.55 | 0.55 | — | 0.55 | ||||||||||||
High Grade Municipal Bond Fund | 0.55 | 0.55 | (0.04 | ) | 0.51 | |||||||||||
High Income Fund | 0.60 | 0.60 | — | 0.60 | ||||||||||||
Intermediate Bond Fund | 0.25 | 0.24 | — | 0.24 | ||||||||||||
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 | (0.02 | ) | 0.48 | |||||||||||
Maryland Municipal Bond Fund | 0.55 | 0.55 | (0.03 | ) | 0.52 | |||||||||||
North Carolina Tax-Exempt Bond Fund | 0.55 | 0.55 | — | 0.55 | ||||||||||||
Seix Floating Rate High Income Fund | 0.45 | 0.41 | — | 0.41 | ||||||||||||
Seix High Yield Fund | 0.45 | 0.42 | — | 0.42 | ||||||||||||
Short-Term Bond Fund | 0.40 | 0.40 | — | 0.40 | ||||||||||||
Short-Term U.S. Treasury Securities Fund | 0.40 | 0.40 | (0.16 | ) | 0.24 | |||||||||||
Total Return Bond Fund | 0.25 | 0.25 | — | 0.25 | ||||||||||||
Ultra-Short Bond Fund | 0.22 | 0.22 | — | 0.22 | ||||||||||||
U.S. Government Securities Fund | 0.50 | 0.50 | (0.00 | ) | 0.50 | |||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 0.20 | 0.19 | — | 0.19 | ||||||||||||
Virginia Intermediate Municipal Bond Fund | 0.55 | 0.55 | — | 0.55 |
* | Aggregate annual fees paid to the Investment Adviser, who pays the applicable Subadviser a portion of the fees for its services to the Funds. |
** | Effective October 1, 2011, the Fund’s advisory fee changed to 0.25%. |
† | Formerly Investment Grade Bond Fund. |
162
(Unaudited)
Total Annual | ||||||||
Fund Operating | ||||||||
Fund | Expenses(%) | |||||||
High Grade Municipal Bond Fund | I Shares | 0.65 | ||||||
High Grade Municipal Bond Fund | A Shares | 0.80 | ||||||
Limited-Term Federal Mortgage Securities Fund | I Shares | 0.66 | ||||||
Limited-Term Federal Mortgage Securities Fund | A Shares | 0.86 | ||||||
Limited-Term Federal Mortgage Securities Fund | C Shares | 1.66 | ||||||
Maryland Municipal Bond Fund | I Shares | 0.65 | ||||||
Maryland Municipal Bond Fund | A Shares | 0.80 | ||||||
Short-Term U.S. Treasury Securities Fund | I Shares | 0.55 | ||||||
Short-Term U.S. Treasury Securities Fund | A Shares | 0.73 | ||||||
Short-Term U.S. Treasury Securities Fund | C Shares | 1.55 |
Expires | ||||||||
Fund | 2014($) | 2015($) | ||||||
High Grade Municipal Bond Fund | 32,038 | 11,053 | ||||||
Limited-Term Federal Mortgage Securities Fund* | — | 2,779 | ||||||
Short-Term U.S. Treasury Securities Fund | 18,813 | 20,353 | ||||||
Maryland Municipal Bond Fund* | — | 3,764 |
* | Contractual Expense Caps For the Limited-Term Federal Mortgage Securities Fund and Maryland Municipal Bond Fund became effective August 1, 2011. |
163
(Unaudited)
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(%) | |||||||||
Core Bond Fund† | 0.30 | N/A | 0.50 | |||||||||
Corporate Bond Fund | 0.30 | 1.00 | N/A | |||||||||
Georgia Tax-Exempt Bond Fund | 0.15 | N/A | N/A | |||||||||
High Grade Municipal Bond Fund | 0.15 | N/A | N/A | |||||||||
High Income Fund | 0.30 | N/A | 0.50 | |||||||||
Intermediate Bond Fund | 0.25 | N/A | 0.50 | |||||||||
Investment Grade Tax-Exempt Bond Fund | 0.30 | N/A | N/A | |||||||||
Limited-Term Federal Mortgage Securities Fund | 0.20 | 1.00 | N/A | |||||||||
Maryland Municipal Bond Fund | 0.15 | N/A | N/A | |||||||||
North Carolina Tax-Exempt Bond Fund | 0.15 | N/A | N/A | |||||||||
Seix Floating Rate High Income Fund | 0.30 | 1.00 | N/A | |||||||||
Seix High Yield Fund | 0.25 | N/A | 0.50 | |||||||||
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 | N/A | N/A |
† | Formerly Investment Grade Bond Fund. |
164
(Unaudited)
Chairman($) | Trustee($) | |||||||
Annual Retainer | 105,000 | 84,000 | ||||||
Regular Meeting Fee | 7,875 | 6,300 | ||||||
Special Meeting Fee | 4,594 | 3,675 | ||||||
Committee Meeting Fee | 4,725 | 3,150 |
165
(Unaudited)
4. | Investment Transactions |
Sales and | ||||||||
Fund | Purchases($) | Maturities($) | ||||||
Core Bond Fund† | 67,341,334 | 105,453,665 | ||||||
Corporate Bond Fund | 31,583,497 | 45,301,759 | ||||||
Georgia Tax-Exempt Bond Fund | 44,689,820 | 71,169,366 | ||||||
High Grade Municipal Bond Fund | 40,615,373 | 47,081,876 | ||||||
High Income Fund | 374,877,953 | 331,271,427 | ||||||
Intermediate Bond Fund | 96,728,028 | 125,505,198 | ||||||
Investment Grade Tax-Exempt Bond Fund | 707,330,613 | 854,205,380 | ||||||
Limited Duration Fund | 8,506,050 | 7,136,634 | ||||||
Limited-Term Federal Mortgage Securities Fund | 2,963,487 | 1,426,114 | ||||||
Maryland Municipal Bond Fund | 1,382,689 | 6,328,972 | ||||||
North Carolina Tax-Exempt Bond Fund | 5,642,930 | 9,261,277 | ||||||
Seix Floating Rate High Income Fund | 1,787,019,902 | 1,299,813,661 | ||||||
Seix High Yield Fund | 777,228,164 | 745,213,033 | ||||||
Short-Term Bond Fund | 53,551,793 | 67,343,782 | ||||||
Total Return Bond Fund | 115,197,071 | 134,385,154 | ||||||
Ultra-Short Bond Fund | 39,891,834 | 22,349,834 | ||||||
U.S. Government Securities Ultra-Short Bond Fund | 202,705,842 | 24,609,809 | ||||||
Virginia Intermediate Municipal Bond Fund | 12,600,979 | 32,900,117 |
† | Formerly Investment Grade Bond Fund. |
Sales and | ||||||||
Fund | Purchases($) | Maturities($) | ||||||
Core Bond Fund† | 312,095,956 | 293,379,482 | ||||||
Corporate Bond Fund | 2,237,533 | — | ||||||
Intermediate Bond Fund | 538,471,382 | 684,421,270 | ||||||
Limited Duration Fund | — | 4,636,015 | ||||||
Limited-Term Federal Mortgage Securities Fund | 88,321,383 | 83,955,659 | ||||||
Short-Term Bond Fund | 70,931,295 | 47,678,798 | ||||||
Short-Term U.S. Treasury Securities Fund | 2,531,063 | 9,315,632 | ||||||
Total Return Bond Fund | 517,264,475 | 592,038,264 | ||||||
Ultra-Short Bond Fund | 37,884,830 | 24,805,418 | ||||||
U.S. Government Securities Fund | 16,351,903 | 29,898,807 | ||||||
U.S. Government Securities Ultra-Short Bond Fund | 569,430,509 | 493,119,429 |
† | Formerly Investment Grade Bond Fund. |
5. | Federal Income Tax Information |
166
(Unaudited)
Aggregate Gross | Aggregate Gross | Net Unrealized | ||||||||||||||
Unrealized | Unrealized | Appreciation | ||||||||||||||
Fund | Cost($) | Appreciation($) | (Depreciation)($) | (Depreciation)($) | ||||||||||||
Core Bond Fund† | 403,953,803 | 12,025,144 | (451,297 | ) | 11,573,847 | |||||||||||
Corporate Bond Fund | 72,050,839 | 4,232,510 | (229,767 | ) | 4,002,743 | |||||||||||
Georgia Tax-Exempt Bond Fund | 140,870,384 | 7,395,306 | (360,572 | ) | 7,034,734 | |||||||||||
High Grade Municipal Bond Fund | 46,309,320 | 3,723,065 | (30,040 | ) | 3,693,025 | |||||||||||
High Income Fund | 523,259,592 | 5,616,600 | (52,033,786 | ) | (46,417,186 | ) | ||||||||||
Intermediate Bond Fund | 1,194,404,154 | 52,917,760 | (1,030,618 | ) | 51,887,142 | |||||||||||
Investment Grade Tax-Exempt Bond Fund | 881,775,151 | 41,580,114 | (846,924 | ) | 40,733,190 | |||||||||||
Limited Duration Fund | 18,414,678 | 75,620 | (23,524 | ) | 52,096 | |||||||||||
Limited-Term Federal Mortgage Securities Fund | 53,977,375 | 1,278,502 | (87,993 | ) | 1,190,509 | |||||||||||
Maryland Municipal Bond Fund | 19,235,821 | 1,487,736 | — | 1,487,736 | ||||||||||||
North Carolina Tax-Exempt Bond Fund | 46,195,196 | 2,660,182 | (32,417 | ) | 2,627,765 | |||||||||||
Seix Floating Rate High Income Fund | 3,605,363,306 | 8,046,694 | (160,395,874 | ) | (152,349,180 | ) | ||||||||||
Seix High Yield Fund | 1,802,383,015 | 30,808,681 | (93,124,049 | ) | (62,315,368 | ) | ||||||||||
Short-Term Bond Fund | 305,543,356 | 4,373,156 | (1,208,158 | ) | 3,164,998 | |||||||||||
Short-Term U.S. Treasury Securities Fund | 19,887,922 | 325,880 | — | 325,880 | ||||||||||||
Total Return Bond Fund | 815,904,768 | 36,222,156 | (751,375 | ) | 35,470,781 | |||||||||||
Ultra-Short Bond Fund | 136,425,215 | 687,192 | (870,068 | ) | (182,876 | ) | ||||||||||
U.S. Government Securities Fund | 49,891,190 | 2,911,690 | (642 | ) | 2,911,048 | |||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 1,750,713,969 | 20,362,034 | (1,686,704 | ) | 18,675,330 | |||||||||||
Virginia Intermediate Municipal Bond Fund | 149,593,013 | 11,170,630 | — | 11,170,630 |
† | Formerly Investment Grade Bond Fund. |
167
(Unaudited)
Distributions paid from | ||||||||||||||||||||
Net | Net Long | Total | ||||||||||||||||||
Investment | Term Capital | Tax-Exempt | Return of | Distributions | ||||||||||||||||
Fund | Income($)* | Gains($)** | Distributions($)*** | Capital($) | Paid($)**** | |||||||||||||||
Core Bond Fund† | 16,077,502 | 9,001,391 | — | 3,210,196 | 28,289,089 | |||||||||||||||
Corporate Bond Fund | 5,841,880 | 2,815,302 | — | — | 8,657,182 | |||||||||||||||
Georgia Tax-Exempt Bond Fund | 1,156 | — | 8,182,198 | — | 8,183,354 | |||||||||||||||
High Grade Municipal Bond Fund | 123,953 | — | 2,240,279 | — | 2,364,232 | |||||||||||||||
High Income Fund | 17,460,959 | 573,631 | — | — | 18,034,590 | |||||||||||||||
Intermediate Bond Fund | 52,826,654 | 24,181,141 | — | 4,399,093 | 81,406,888 | |||||||||||||||
Investment Grade Tax-Exempt Bond Fund | 22,599,106 | 4,892,648 | 30,655,850 | — | 58,147,604 | |||||||||||||||
Limited Duration Fund | 184,605 | — | — | — | 184,605 | |||||||||||||||
Limited-Term Federal Mortgage Securities Fund | 686,942 | — | — | — | 686,942 | |||||||||||||||
Maryland Municipal Bond Fund | 587 | 82,367 | 947,774 | — | 1,030,728 | |||||||||||||||
North Carolina Tax-Exempt Bond Fund | 7,703 | — | 2,000,357 | — | 2,008,060 | |||||||||||||||
Seix Floating Rate High Income Fund | 104,270,132 | — | — | — | 104,270,132 | |||||||||||||||
Seix High Yield Fund | 131,469,591 | — | — | — | 131,469,591 | |||||||||||||||
Short-Term Bond Fund | 10,496,316 | — | — | — | 10,496,316 | |||||||||||||||
Short-Term U.S. Treasury Securities Fund | 790,496 | 223,436 | — | — | 1,013,932 | |||||||||||||||
Total Return Bond Fund | 39,193,984 | 8,591,898 | — | 6,002,077 | 53,787,959 | |||||||||||||||
Ultra-Short Bond Fund | 1,635,244 | — | — | — | 1,635,244 | |||||||||||||||
U.S. Government Securities Fund | 1,409,262 | 2,309,786 | — | — | 3,719,048 | |||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 24,487,223 | — | — | — | 24,487,223 | |||||||||||||||
Virginia Intermediate Municipal Bond Fund | 96,868 | 1,193,044 | 6,529,486 | — | 7,819,398 |
* | Net investment income includes taxable market discount income and net short-term capital gains, if any. |
** | The Funds designate as a long-term capital gain dividend, pursuant to the Internal Revenue Code Section 852(b)(3), the amount necessary to reduce earnings and profits of the Funds related to net capital gain to zero for the tax year ended March 31, 2011. |
*** | The Funds hereby designate these amounts as Exempt Interest Dividends. |
**** | Total distributions paid differ from the Statements of Changes in Net Assets because for tax purposes dividends are recognized when actually paid. |
† | Formerly Investment Grade Bond Fund. |
168
(Unaudited)
Total | ||||||||||||||||||||||||||||
Undistributed | Accumulated | Unrealized | Accumulated | |||||||||||||||||||||||||
Tax Exempt | Ordinary | Long Term | Accumulated | Capital and | Appreciation | Earnings | ||||||||||||||||||||||
Fund | Income($) | Income($) | Capital Gains($) | Earnings($) | Other Losses($)* | (Depreciation)($)** | (Deficit)($) | |||||||||||||||||||||
Core Bond Fund† | — | — | — | — | — | 11,846,965 | 11,846,965 | |||||||||||||||||||||
Corporate Bond Fund | — | — | 1,982,695 | 1,982,695 | — | 5,077,062 | 7,059,757 | |||||||||||||||||||||
Georgia Tax-Exempt Bond Fund | 734,269 | — | — | 734,269 | (7,563,859 | ) | (1,280,157 | ) | (8,109,747 | ) | ||||||||||||||||||
High Grade Municipal Bond Fund | 158,115 | — | — | 158,115 | (986,670 | ) | 1,267,419 | 438,864 | ||||||||||||||||||||
High Income Fund | — | 6,713,471 | 1,104,740 | 7,818,211 | — | 18,697,681 | 26,515,892 | |||||||||||||||||||||
Intermediate Bond Fund | — | — | — | — | — | 32,071,915 | 32,071,915 | |||||||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | 1,918,040 | — | — | 1,918,040 | (7,479,405 | ) | 7,314,742 | 1,753,377 | ||||||||||||||||||||
Limited Duration Fund | — | 10,547 | — | 10,547 | (1,558,365 | ) | 84,658 | (1,463,160 | ) | |||||||||||||||||||
Limited-Term Federal Mortgage Securities Fund | — | 38,439 | — | 38,439 | (17,243,346 | ) | 151,718 | (17,053,189 | ) | |||||||||||||||||||
Maryland Municipal Bond Fund | 23,231 | — | 18,814 | 42,045 | — | 348,365 | 390,410 | |||||||||||||||||||||
North Carolina Tax-Exempt Bond Fund | 87,832 | — | — | 87,832 | (1,561,980 | ) | (38,089 | ) | (1,512,237 | ) | ||||||||||||||||||
Seix Floating Rate High Income Fund | — | 17,428,773 | — | 17,428,773 | (53,470,611 | ) | 61,377,475 | 25,335,637 | ||||||||||||||||||||
Seix High Yield Fund | — | 10,769,253 | — | 10,769,253 | (42,069,879 | ) | 121,033,574 | 89,732,948 | ||||||||||||||||||||
Short-Term Bond Fund | — | 786,037 | — | 786,037 | (6.923,357 | ) | 4,027,107 | (2,110,213 | ) | |||||||||||||||||||
Short-Term U.S Treasury Securities Fund | — | 28,802 | 8,116 | 36,918 | — | 420,061 | 456,979 | |||||||||||||||||||||
Total Return Bond Fund | — | — | — | — | (605,350 | ) | 16,744,161 | 16,138,811 | ||||||||||||||||||||
Ultra-Short Bond Fund | — | 147,221 | — | 147,221 | (4,361,466 | ) | 597,956 | (3,616,289 | ) | |||||||||||||||||||
U.S. Government Securities Fund | — | 817,405 | 228,948 | 1,046,353 | — | 700,318 | 1,746,671 | |||||||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | — | 2,722,583 | — | 2,722,583 | (16,901,757 | ) | 13,041,951 | (1,137,223 | ) | |||||||||||||||||||
Virginia Intermediate Municipal Bond Fund | 507,548 | — | 224,778 | 732,326 | — | 5,391,423 | 6,123,749 |
* | As of March 31, 2011, the Fund 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. |
** | 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. |
† | Formerly Investment Grade Bond Fund. |
169
(Unaudited)
Expires | ||||||||||||||||||||||||||||||||
Fund | 2012($) | 2013($) | 2014($) | 2015($) | 2016($) | 2017($) | 2018($) | 2019($) | ||||||||||||||||||||||||
Georgia Tax-Exempt Bond Fund | — | — | — | — | 91,136 | 2,203,117 | 1,455,046 | — | ||||||||||||||||||||||||
High Grade Municipal Bond Fund | — | — | — | — | — | 986,670 | — | — | ||||||||||||||||||||||||
Limited Duration Fund | — | — | — | — | — | 456,500 | 1,101,865 | — | ||||||||||||||||||||||||
Limited-Term Federal Mortgage Securities Fund | 1,719,512 | 3,272,116 | 5,208,560 | 4,062,767 | 2,980,391 | — | — | — | ||||||||||||||||||||||||
North Carolina Tax-Exempt Bond Fund | — | — | — | — | 263,852 | 612,831 | — | — | ||||||||||||||||||||||||
Seix Floating Rate High Income Fund | — | — | — | — | — | 24,483,267 | 28,987,344 | — | ||||||||||||||||||||||||
Seix High Yield Fund | — | — | — | — | — | 10,912,234 | 31,157,645 | — | ||||||||||||||||||||||||
Short-Term Bond Fund | 22,176 | 353,325 | 46,842 | 1,052,320 | — | 887,687 | 4,561,007 | — | ||||||||||||||||||||||||
Ultra-Short Bond Fund | 494,460 | 548,433 | 572,772 | 667,058 | — | 202,726 | 1,362,740 | 451,224 | ||||||||||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | 296,564 | 393,173 | 272,349 | 150,450 | — | — | 699,858 | 10,094,590 |
Fund | Amount($) | |||
Corporate Bond Fund | 7,260,870 | |||
Georgia Tax-Exempt Bond Fund | 834,175 | |||
High Grade Municipal Bond Fund | 841,212 | |||
High Income Fund | 4,123,143 | |||
Limited Duration Fund | 121,982 | |||
Limited-Term Federal Mortgage Securities Fund | 972,854 | |||
Maryland Municipal Bond Fund | 219,019 | |||
North Carolina Tax-Exempt Bond Fund | 77,016 | |||
Seix Floating Rate High Income Fund | 16,386,787 | |||
Seix High Yield Fund | 84,226,217 | |||
Short-Term Bond Fund | 3,739,272 |
170
(Unaudited)
Fund | Amount($) | |||
Georgia Tax-Exempt Bond Fund | 3,814,560 | |||
Investment Grade Tax-Exempt Bond Fund | 7,479,405 | |||
North Carolina Tax-Exempt Bond Fund | 685,297 | |||
Total Return Bond Fund | 605,350 | |||
Ultra-Short Bond Fund | 62,053 | |||
U.S. Government Securities Ultra-Short-Bond Fund | 4,994,773 |
6. | Risks |
171
(Unaudited)
7. | New Accounting Pronouncements |
8. | Subsequent Events |
172
(Unaudited)
Number of | ||||||||||
Term of | Portfolios in the | Other | ||||||||
Position | Office and | Principal | RidgeWorth Complex | Directorships | ||||||
Held with | Length of | Occupation(s) | Overseen by | Held By Trustee | ||||||
Name and Age | the Trust | Time Served | During the Past 5 Years | Trustees | During the Past 5 Years | |||||
Jeffrey M. Biggar Age: 61 | Trustee | Indefinite; since 2007 | Managing Director, Little Mountain Group, LLC (an independent Registered Investment Advisor consulting firm) (since 2011); Chief Operating Officer, Cedar Brook Financial Partners LLC (2008-2010); Chief Executive Officer and Senior Managing Director, Sterling (National City Corp.) (2000-2006). | 35 | GenSpring Trust | |||||
George C. Guynn Age: 68 | Trustee | Indefinite; since 2008 | Retired. President (1996-2006) and Chief Executive Officer (1995-2006) Federal Reserve Bank of Atlanta. | 35 | Genuine Parts Company; Oxford Industries; John Wieland Homes and Neighborhoods Inc.; Acuity Brands Inc.; GenSpring Trust | |||||
Sidney E. Harris Age: 62 | Trustee | Indefinite; since 2004 | Professor (since 1997), Dean (1997-2004), J. Mack Robinson College of Business, Georgia State University. | 35 | Total System Services, Inc.; GenSpring Trust | |||||
Warren Y. Jobe Age: 70 | Trustee | Indefinite; since 2004 | Retired. Executive Vice President and Chief Financial Officer, Georgia Power Company (1982-1998) and Senior Vice President, Southern Company (1998-2001). | 35 | WellPoint, Inc; UniSource Energy Corp. | |||||
Connie D. McDaniel Age: 53 | Trustee | Indefinite; since 2005 | Vice President, Chief of Internal Audit, Corporate Audit Department (since 2009); Vice President Global Finance Transformation (2007-2009); Vice President and Controller (1999-2007), The Coca-Cola Company. | 35 | None | |||||
Clarence H. Ridley Age: 69 | Trustee | Indefinite; since 2001 | Chairman Emeritus (since 2010); Chairman, Havertys Furniture Companies (2001-2010). | 35 | Crawford & Co.; Havertys Furniture Companies | |||||
173
(Unaudited)
Term of | ||||||
Position(s) | Office and | |||||
Held with | Length of | Principal Occupation(s) | ||||
Name, Address and Age | the Trust | Time Served | During the Past 5 Years | |||
Julia R. Short Age: 38 | President and Chief Executive Officer | One year; since 2007 | Managing Director, Product Manager, RidgeWorth Investments. (since 2004); Relationship Manager, SEI Investments (financial services) (1994-2004). | |||
Joseph M. O’Donnell Age: 56 | Executive Vice President and Chief Compliance Officer | One year; since April 2011 | Chief Compliance Officer of the ING Funds (2004-2011); Executive Vice President of the ING Funds (2004-2011); Chief Compliance Officer of ING Investments, LLC (2006-2008 and October 2009-2011); and Investment Advisor Chief Compliance Officer, Directed Services LLC (2006-2008 and 2009-2011). Formerly, Investment Advisor Chief Compliance Officer, ING Life Insurance and Annuity Company (2006). | |||
Cynthia L. Morse-Griffin Foreside Management Services, LLC Three Canal Plaza, Suite 100 Portland, ME 04101 Age: 35 | Treasurer; Chief Financial Officer and Chief Accounting Officer | One year; since 2010 | Fund Principal Financial Officer, Foreside Management Services, LLC (2008-present); Assistant Vice President, Citigroup Fund Services, LLC (2001-2008). | |||
Alan Otis State Street Bank and Trust Co. 4 Copley Place, 5th Fl. Boston, MA 02116 Age: 40 | Assistant Treasurer | One year; since 2010 | Vice President, State Street Bank and Trust Company (since 1995).* | |||
James Bacik State Street Bank and Trust Co. 4 Copley Place, 5th Fl. Boston, MA 02116 Age: 36 | Assistant Treasurer | One year; since 2010 | Assistant Vice President, State Street Bank and Trust Company (since 2001).* | |||
James M. Atwood Foreside Compliance Services, LLC Three Canal Plaza, Suite 100 Portland, ME 04101 Age: 45 | Anti-Money Laundering Officer and Identity Theft Prevention Officer | One year; since 2010 | Compliance Analyst, Foreside Compliance Services, LLC (since 2007); personal sabbatical (2004-2007); Attorney, Pierce Atwood (law firm) (2001-2004). | |||
Julie Tedesco State Street Bank and Trust Company Mailstop CPH 0326 4 Copley Place Boston, MA 02116 Age: 53 | Secretary and Chief Legal Officer | One year; since 2010 | Senior Vice President and Senior Managing Counsel, State Street Bank and Trust Company (since 2000).* | |||
Odeh Stevens State Street Bank and Trust Company Mailstop JHT 1732 200 Clarendon Street Boston, MA 02116 Age: 42 | Assistant Secretary | One year; since 2010 | Vice President and Counsel, State Street Bank and Trust Company (since 2005). Legal Product Manager, Fidelity Investments (2000-2005). | |||
* | During the period indicated the Officer has held various positions at State Street Bank and Trust Company and has provided his or her current title. |
174
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||||
Fund | Class | 04/01/11($) | 09/30/11($) | 04/01/11-09/30/11($) | 04/01/11-09/30/11(%) | |||||||||||||||
Core Bond Fund† | I Shares | 1,000.00 | 1,084.50 | 3.18 | 0.61 | |||||||||||||||
A Shares | 1,000.00 | 1,081.90 | 4.79 | 0.92 | ||||||||||||||||
R Shares | 1,000.00 | 1,079.70 | 6.92 | 1.33 | ||||||||||||||||
Corporate Bond Fund | I Shares | 1,000.00 | 1,061.30 | 3.14 | 0.61 | |||||||||||||||
A Shares | 1,000.00 | 1,058.40 | 4.79 | 0.93 | ||||||||||||||||
C Shares | 1,000.00 | 1,056.20 | 8.12 | 1.58 | ||||||||||||||||
Georgia Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,079.10 | 3.27 | 0.63 | |||||||||||||||
A Shares | 1,000.00 | 1,077.10 | 4.05 | 0.78 | ||||||||||||||||
High Grade Municipal Bond Fund | I Shares | 1,000.00 | 1,084.10 | 3.33 | 0.64 | |||||||||||||||
A Shares | 1,000.00 | 1,084.30 | 4.17 | 0.80 | ||||||||||||||||
High Income Fund | I Shares | 1,000.00 | 920.20 | 3.31 | 0.69 | |||||||||||||||
A Shares | 1,000.00 | 917.60 | 4.75 | 0.99 | ||||||||||||||||
R Shares | 1,000.00 | 915.70 | 6.70 | 1.40 | ||||||||||||||||
Intermediate Bond Fund | I Shares | 1,000.00 | 1,053.00 | 1.85 | 0.36 | |||||||||||||||
A Shares | 1,000.00 | 1,051.60 | 3.18 | 0.62 | ||||||||||||||||
R Shares | 1,000.00 | 1,049.30 | 5.43 | 1.06 | ||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,066.60 | 3.10 | 0.60 | |||||||||||||||
A Shares | 1,000.00 | 1,066.00 | 4.49 | 0.87 | ||||||||||||||||
Limited Duration Fund | I Shares | 1,000.00 | 1,003.00 | 1.20 | 0.24 | |||||||||||||||
Limited-Term Federal Mortgage Securities Fund | I Shares | 1,000.00 | 1,057.40 | 3.39 | 0.66 | |||||||||||||||
A Shares | 1,000.00 | 1,055.50 | 4.42 | 0.86 | ||||||||||||||||
C Shares | 1,000.00 | 1,052.10 | 8.52 | 1.66 | ||||||||||||||||
Maryland Municipal Bond Fund | I Shares | 1,000.00 | 1,076.00 | 3.58 | 0.69 | |||||||||||||||
A Shares | 1,000.00 | 1,075.20 | 4.36 | 0.84 | ||||||||||||||||
North Carolina Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,077.80 | 3.38 | 0.65 | |||||||||||||||
A Shares | 1,000.00 | 1,077.10 | 4.21 | 0.81 | ||||||||||||||||
Seix Floating Rate High Income Fund | I Shares | 1,000.00 | 968.00 | 2.56 | 0.52 | |||||||||||||||
A Shares | 1,000.00 | 966.60 | 3.98 | 0.81 | ||||||||||||||||
C Shares | 1,000.00 | 962.30 | 7.36 | 1.50 | ||||||||||||||||
Seix High Yield Fund | I Shares | 1,000.00 | 941.20 | 2.57 | 0.53 | |||||||||||||||
A Shares | 1,000.00 | 939.90 | 3.73 | 0.77 | ||||||||||||||||
R Shares | 1,000.00 | 936.70 | 6.20 | 1.28 | ||||||||||||||||
Short-Term Bond Fund | I Shares | 1,000.00 | 1,007.40 | 2.46 | 0.49 | |||||||||||||||
A Shares | 1,000.00 | 1,006.30 | 3.51 | 0.70 | ||||||||||||||||
C Shares | 1,000.00 | 1,002.40 | 7.46 | 1.49 |
175
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||||
Fund | Class | 04/01/11($) | 09/30/11($) | 04/01/11-09/30/11($) | 04/01/11-09/30/11(%) | |||||||||||||||
Short-Term U.S. Treasury Securities Fund | I Shares | 1,000.00 | 1,010.60 | 2.76 | 0.55 | |||||||||||||||
A Shares | 1,000.00 | 1,009.70 | 3.67 | 0.73 | ||||||||||||||||
C Shares | 1,000.00 | 1,005.60 | 7.72 | 1.54 | ||||||||||||||||
Total Return Bond Fund | I Shares | 1,000.00 | 1,073.50 | 1.81 | 0.35 | |||||||||||||||
A Shares | 1,000.00 | 1,072.30 | 3.11 | 0.60 | ||||||||||||||||
R Shares | 1,000.00 | 1,070.60 | 4.61 | 0.89 | ||||||||||||||||
Ultra-Short Bond Fund | I Shares | 1,000.00 | 999.50 | 1.55 | 0.31 | |||||||||||||||
U.S. Government Securities Fund | I Shares | 1,000.00 | 1,090.60 | 3.50 | 0.67 | |||||||||||||||
A Shares | 1,000.00 | 1,088.90 | 5.17 | 0.99 | ||||||||||||||||
C Shares | 1,000.00 | 1,085.20 | 8.71 | 1.67 | ||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | I Shares | 1,000.00 | 1,007.70 | 1.71 | 0.34 | |||||||||||||||
Virginia Intermediate Municipal Bond Fund | I Shares | 1,000.00 | 1,058.80 | 3.24 | 0.63 | |||||||||||||||
A Shares | 1,000.00 | 1,057.00 | 4.01 | 0.78 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days (183) in the most recent fiscal half-year divided by the number of days in the fiscal year (366). |
** | Annualized. |
† | Formerly Investment Grade Bond Fund. |
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||||
Fund | Class | 04/01/11($) | 09/30/11($) | 04/01/11-09/30/11($) | 04/01/11-09/30/11(%) | |||||||||||||||
Core Bond Fund† | I Shares | 1,000.00 | 1,021.95 | 3.08 | 0.61 | |||||||||||||||
A Shares | 1,000.00 | 1,020.40 | 4.65 | 0.92 | ||||||||||||||||
R Shares | 1,000.00 | 1,018.35 | 6.71 | 1.33 | ||||||||||||||||
Corporate Bond Fund | I Shares | 1,000.00 | 1,021.95 | 3.08 | 0.61 | |||||||||||||||
A Shares | 1,000.00 | 1,020.35 | 4.70 | 0.93 | ||||||||||||||||
C Shares | 1,000.00 | 1,017.10 | 7.97 | 1.58 | ||||||||||||||||
Georgia Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,021.85 | 3.18 | 0.63 | |||||||||||||||
A Shares | 1,000.00 | 1,021.10 | 3.94 | 0.78 | ||||||||||||||||
High Grade Municipal Bond Fund | I Shares | 1,000.00 | 1,021.80 | 3.23 | 0.64 | |||||||||||||||
A Shares | 1,000.00 | 1,021.00 | 4.04 | 0.80 | ||||||||||||||||
High Income Fund | I Shares | 1,000.00 | 1,021.55 | 3.49 | 0.69 | |||||||||||||||
A Shares | 1,000.00 | 1,020.05 | 5.00 | 0.99 | ||||||||||||||||
R Shares | 1,000.00 | 1,018.00 | 7.06 | 1.40 | ||||||||||||||||
Intermediate Bond Fund | I Shares | 1,000.00 | 1,023.20 | 1.82 | 0.36 | |||||||||||||||
A Shares | 1,000.00 | 1,021.90 | 3.13 | 0.62 | ||||||||||||||||
R Shares | 1,000.00 | 1,019.70 | 5.35 | 1.06 | ||||||||||||||||
Investment Grade Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,022.00 | 3.03 | 0.60 | |||||||||||||||
A Shares | 1,000.00 | 1,020.65 | 4.39 | 0.87 | ||||||||||||||||
Limited Duration Fund | I Shares | 1,000.00 | 1,023.80 | 1.21 | 0.24 |
176
(Unaudited)
Beginning | Ending | Expenses Paid | Expense Ratio | |||||||||||||||||
Account Value | Account Value | During Period* | During Period** | |||||||||||||||||
Fund | Class | 04/01/11($) | 09/30/11($) | 04/01/11-09/30/11($) | 04/01/11-09/30/11(%) | |||||||||||||||
Limited-Term Federal Mortgage Securities Fund | I Shares | 1,000.00 | 1,021.70 | 3.34 | 0.66 | |||||||||||||||
A Shares | 1,000.00 | 1,020.70 | 4.34 | 0.86 | ||||||||||||||||
C Shares | 1,000.00 | 1,016.70 | 8.37 | 1.66 | ||||||||||||||||
Maryland Municipal Bond Fund | I Shares | 1,000.00 | 1,021.55 | 3.49 | 0.69 | |||||||||||||||
A Shares | 1,000.00 | 1,020.80 | 4.24 | 0.84 | ||||||||||||||||
North Carolina Tax-Exempt Bond Fund | I Shares | 1,000.00 | 1,021.75 | 3.29 | 0.65 | |||||||||||||||
A Shares | 1,000.00 | 1,020.95 | 4.09 | 0.81 | ||||||||||||||||
Seix Floating Rate High Income Fund | I Shares | 1,000.00 | 1,022.40 | 2.63 | 0.52 | |||||||||||||||
A Shares | 1,000.00 | 1,020.95 | 4.09 | 0.81 | ||||||||||||||||
C Shares | 1,000.00 | 1,017.50 | 7.57 | 1.50 | ||||||||||||||||
Seix High Yield Fund | I Shares | 1,000.00 | 1,022.35 | 2.68 | 0.53 | |||||||||||||||
A Shares | 1,000.00 | 1,021.15 | 3.89 | 0.77 | ||||||||||||||||
R Shares | 1,000.00 | 1,018.60 | 6.46 | 1.28 | ||||||||||||||||
Short-Term Bond Fund | I Shares | 1,000.00 | 1,022.50 | 2.48 | 0.49 | |||||||||||||||
A Shares | 1,000.00 | 1,021.50 | 3.54 | 0.70 | ||||||||||||||||
C Shares | 1,000.00 | 1,017.55 | 7.52 | 1.49 | ||||||||||||||||
Short-Term U.S. Treasury Securities Fund | I Shares | 1,000.00 | 1,022.25 | 2.78 | 0.55 | |||||||||||||||
A Shares | 1,000.00 | 1,021.35 | 3.69 | 0.73 | ||||||||||||||||
C Shares | 1,000.00 | 1,017.30 | 7.77 | 1.54 | ||||||||||||||||
Total Return Bond Fund | I Shares | 1,000.00 | 1,023.25 | 1.77 | 0.35 | |||||||||||||||
A Shares | 1,000.00 | 1,022.00 | 3.03 | 0.60 | ||||||||||||||||
R Shares | 1,000.00 | 1,020.55 | 4.50 | 0.89 | ||||||||||||||||
Ultra-Short Bond Fund | I Shares | 1,000.00 | 1,023.45 | 1.57 | 0.31 | |||||||||||||||
U.S. Government Securities Fund | I Shares | 1,000.00 | 1,021.65 | 3.39 | 0.67 | |||||||||||||||
A Shares | 1,000.00 | 1,020.05 | 5.00 | 0.99 | ||||||||||||||||
C Shares | 1,000.00 | 1,016.65 | 8.42 | 1.67 | ||||||||||||||||
U.S. Government Securities Ultra-Short Bond Fund | I Shares | 1,000.00 | 1,023.30 | 1.72 | 0.34 | |||||||||||||||
Virginia Intermediate Municipal Bond Fund | I Shares | 1,000.00 | 1,021.85 | 3.18 | 0.63 | |||||||||||||||
A Shares | 1,000.00 | 1,021.10 | 3.94 | 0.78 |
* | Expenses are equal to the average account value times the Fund’s annualized expense ratio multiplied by the number of days (183) in the most recent fiscal half-year divided by the number of days in the fiscal year (366). |
** | Annualized. |
† | Formerly Investment Grade Bond Fund. |
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Investment Adviser: | ||
RidgeWorth Investments | ||
3333 Piedmont Road, NE, Suite 1500 | ||
Atlanta, GA 30305 | ||
www.ridgeworth.com | ||
Investment Subadvisers: | ||
Seix Investment Advisors LLC | ||
10 Mountainview Road, Suite C-200 | ||
Upper Saddle River, NJ 07458 | ||
www.seixadvisors.com | ||
StableRiver Capital Management LLC | ||
3333 Piedmont Road, NE, Suite 1500 | ||
Atlanta, GA 30305 | ||
www.stableriver.com |
Not FDIC Insured • No Bank Guarantee • May Lose Value | ||
RFSAR-FI-0911 11/11 |
(a) | Schedule of Investments is included as a part of the reports to shareholders filed under Item 1 of this Form N-CSR. |
(b) | Not applicable. |
(a) | (1 | ) | Not applicable. | |||
(2 | ) | The certifications required by Rule 30a-2(a) of the 1940 Act are attached hereto. | ||||
(3 | ) | Not applicable. |
By: | /s/ Julia Short | |||
President | ||||
Date: | December 6, 2011 |
By: | /s/ Julia Short | |||
President | ||||
Date: | December 6, 2011 | |||
By: | /s/ Cynthia L. Morse-Griffin | |||
Treasurer | ||||
Date: | December 6, 2011 |