N-Q 1 d674662dnq.htm RIDGEWORTH FUNDS RIDGEWORTH FUNDS

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

 

 

FORM N-Q

 

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS

OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-06557

 

 

RidgeWorth Funds

(Exact name of registrant as specified in charter)

 

 

RidgeWorth Capital Management, Inc.

3333 Piedmont Road, Suite 1500

Atlanta, GA 30305

(Address of principal executive offices)(Zip code)

 

 

Julia Short

President

RidgeWorth Funds

3333 Piedmont Road, Suite 1500

Atlanta, GA 30305

(Name and Address of Agent for Service)

 

 

Copies to:

W. John McGuire, Esq.

Bingham McCutchen LLP

2020 K Street, NW

Washington, DC 20006

  

Thomas S. Harman, Esq.

Bingham McCutchen LLP

2020 K Street, NW

Washington, DC 20006

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

Date of fiscal year end: March 31

Date of reporting period: December 31, 2013

 

 

 

Item 1. Schedule of Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Aggressive Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 97.4%

  

Consumer Discretionary 27.2%

  

Amazon.com, Inc.*

      5,700         2,273,103   

Chipotle Mexican Grill, Inc.*

      1,100         586,058   

HomeAway, Inc.*

      19,400         793,072   

Lululemon Athletica, Inc.*

      12,200         720,166   

Michael Kors Holdings Ltd.*

      11,100         901,209   

Netflix, Inc.*

      5,250         1,932,892   

Priceline.com, Inc.*

      1,550         1,801,720   

Tesla Motors, Inc.*

      18,600         2,797,068   

Vince Holding Corp.*

      15,900         487,653   

Vipshop Holdings Ltd.*

      6,900         577,392   
     

 

 

  
        12,870,333   
     

 

 

  

Energy 5.6%

      

Atwood Oceanics, Inc.*

      8,000         427,120   

Dresser-Rand Group, Inc.*

      12,700         757,301   

FMC Technologies, Inc.*

      7,000         365,470   

Pioneer Natural Resources Co.

      6,000         1,104,420   
     

 

 

  
        2,654,311   
     

 

 

  

Financials 9.3%

      

Charles Schwab Corp. (The)

      41,700         1,084,200   

Financial Engines, Inc.

      10,300         715,644   

First Republic Bank

      17,700         926,595   

Portfolio Recovery Associates, Inc.*

      31,900         1,685,596   
     

 

 

  
        4,412,035   
     

 

 

  

Health Care 11.6%

      

Catamaran Corp.*

      24,350         1,156,138   

Celgene Corp.*

      6,100         1,030,656   

Gilead Sciences, Inc.*

      13,100         984,465   

IPC The Hospitalist Co.*

      5,050         299,920   

Medidata Solutions, Inc.*

      17,200         1,041,804   

Salix Pharmaceuticals Ltd.*

      7,700         692,538   

Vertex Pharmaceuticals, Inc.*

      4,000         297,200   
     

 

 

  
        5,502,721   
     

 

 

  

Industrials 9.1%

      

BE Aerospace, Inc.*

      15,000         1,305,450   

Chart Industries, Inc.*

      6,500         621,660   

PACCAR, Inc.

      14,200         840,214   

Precision Castparts Corp.

      5,600         1,508,080   
     

 

 

  
        4,275,404   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Information Technology 34.6%

  

Alliance Data Systems Corp.*

      4,550         1,196,331   

Cognizant Technology Solutions Corp., Cl A*

      11,900         1,201,662   

eBay, Inc.*

      15,800         867,262   

F5 Networks, Inc.*

      8,400         763,224   

Facebook, Inc., Cl A*

      36,050         1,970,493   

Google, Inc., Cl A*

      1,800         2,017,278   

LinkedIn Corp., Cl A*

      7,300         1,582,859   

MercadoLibre, Inc.

      10,000         1,077,900   

Mitek Systems, Inc.*

      32,200         191,268   

Pandora Media, Inc.*

      33,050         879,130   

QUALCOMM, Inc.

      11,200         831,600   

Rocket Fuel, Inc.*

      5,550         341,270   

ServiceNow, Inc.*

      5,500         308,055   

Splunk, Inc.*

      6,500         446,355   

Workday, Inc., Cl A*

      2,150         178,794   

Xoom Corp.*

      8,200         224,434   

Yelp, Inc.*

      14,300         985,985   

Zillow, Inc.*

      16,300         1,332,199   
     

 

 

  
        16,396,099   
     

 

 

  

Total Common Stocks (Cost $28,885,877)

  

      46,110,903   
     

 

 

  

Money Market Fund 1.0%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(a)

      486,223         486,223   
     

 

 

  

Total Money Market Fund (Cost $486,223)

  

      486,223   
     

 

 

  

Total Investments

(Cost $29,372,100) — 98.4%

         46,597,126   

Other Assets in Excess of Liabilities — 1.6%

         772,660   
     

 

 

  

Net Assets — 100.0%

       $ 47,369,786   
     

 

 

  

 

* Non-income producing security.
(a) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

International Equity Fund

 

     Shares      Value($)  

Common Stocks 95.4%

  

Australia 2.0%

  

Flight Centre Travel Group Ltd.

      7,367         312,784   

Fortescue Metals Group Ltd.

      58,713         305,112   
     

 

 

  
        617,896   
     

 

 

  

Austria 2.3%

      

OMV AG

      8,287         396,621   

Voestalpine AG

      6,149         295,479   
     

 

 

  
        692,100   
     

 

 

  

Belgium 4.3%

      

Ageas

      15,660         666,770   

Anheuser-Busch InBev NV

      5,976         635,168   
     

 

 

  
        1,301,938   
     

 

 

  

China 1.0%

      

Agricultural Bank of China Ltd., H Shares

      635,000         312,001   
     

 

 

  

Denmark 1.3%

      

A.P. Moller—Maersk A/S, Cl B

      37         401,540   
     

 

 

  

France 16.9%

      

AXA SA

      27,881         775,172   

BNP Paribas

      11,987         934,187   

Cap Gemini SA

      5,359         362,205   

Publicis Groupe SA

      7,063         646,249   

Renault SA

      5,009         402,772   

Sanofi-Aventis

      3,138         332,923   

Total SA

      5,046         309,117   

Valeo SA

      4,612         510,306   

Vinci SA

      7,750         508,775   

Vivendi SA

      13,987         368,579   
     

 

 

  
        5,150,285   
     

 

 

  

Germany 16.2%

      

Adidas AG

      3,658         466,193   

Allianz SE

      1,928         345,734   

BASF SE

      5,985         638,019   

Continental AG

      1,848         405,241   

Deutsche Lufthansa AG*

      17,526         371,784   

Deutsche Post AG

      15,726         573,308   

Fresenius SE

      2,549         391,343   

Hannover Rueckversicherung AG

      3,887         333,567   

Infineon Technologies AG

      31,989         341,496   

SAP AG

      4,814         412,655   

Siemens AG

      4,827         659,335   
     

 

 

  
        4,938,675   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Hong Kong 1.0%

  

New World Development Co. Ltd.

      246,000         311,533   
     

 

 

  

Hungary 0.9%

      

OTP Bank PLC

      13,863         263,044   
     

 

 

  

Italy 2.1%

      

Intesa Sanpaolo SpA

      126,741         312,797   

Unipol Gruppo Finanziario SpA

      57,424         343,168   
     

 

 

  
        655,965   
     

 

 

  

Japan 20.9%

      

Aozora Bank Ltd.

      101,000         285,804   

Canon, Inc.

      8,353         264,130   

Daicel Corp.

      38,979         316,836   

Hino Motors Ltd.

      19,000         298,053   

Honda Motor Co. Ltd.

      11,204         460,672   

ITOCHU Corp.

      69,805         861,045   

JFE Holdings, Inc.

      11,500         273,222   

Marubeni Corp.

      17,749         127,417   

Mitsubishi UFJ Financial Group, Inc.

      97,186         640,462   

Mitsui & Co. Ltd.

      20,616         286,796   

Resona Holdings, Inc.

      73,300         373,078   

Sekisui Chemical Co. Ltd.

      25,431         311,518   

Sumitomo Corp.

      51,666         648,094   

Sumitomo Mitsui Financial Group, Inc.

      12,461         641,331   

Toyota Motor Corp.

      7,049         429,727   

Unipres Corp.

      9,706         181,751   
     

 

 

  
        6,399,936   
     

 

 

  

Netherlands 3.2%

      

Koninklijke Ahold NV

      31,538         566,198   

LyondellBasell Industries NV, Cl A

      5,160         414,245   
     

 

 

  
        980,443   
     

 

 

  

Norway 1.6%

      

Telenor ASA

      20,107         479,362   
     

 

 

  

Russia 1.0%

      

Sberbank of Russia SP ADR

      23,731         298,536   
     

 

 

  

Switzerland 7.1%

      

Credit Suisse Group AG*

      21,018         642,521   

Roche Holding AG

      2,100         586,649   

Swiss Life Holding AG*

      2,165         449,479   

Swiss Re Ltd.*

      5,357         492,732   
     

 

 

  
        2,171,381   
     

 

 

  

Taiwan 1.0%

      

Hon Hai Precision Industry Co. Ltd.

      111,000         298,324   
     

 

 

  

United Kingdom 12.6%

      

AstraZeneca PLC

      9,433         558,358   

Barclays PLC

      119,677         538,948   

 

See Notes to Schedules of Portfolio Investments.

Bodycote PLC

      32,460         360,139   

British American Tobacco PLC

      12,004         643,650   

BT Group PLC

      129,789         815,422   

SABMiller PLC

      8,423         432,530   

WPP PLC

      22,457         513,190   
     

 

 

  
        3,862,237   
     

 

 

  

Total Common Stocks (Cost $19,895,121)

  

      29,135,196   
     

 

 

  

Preferred Stock 1.8%

      

Germany 1.8%

      

Volkswagen AG, 1.78%

      1,991         559,171   
     

 

 

  

Total Preferred Stock (Cost $324,499)

  

      559,171   
     

 

 

  

Money Market Fund 2.3%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(a)

      690,228         690,228   
     

 

 

  

Total Money Market Fund (Cost $690,228)

  

      690,228   
     

 

 

  

Total Investments

(Cost $20,909,848) — 99.5%

         30,384,595   

Other Assets in Excess of Liabilities — 0.5%

         149,133   
     

 

 

  

Net Assets — 100.0%

       $ 30,533,728   
     

 

 

  

 

* Non-income producing security.
(a) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

 

SP ADR    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

International Equity Index Fund

 

     Shares      Value($)  

Common Stocks 97.9%

      

Australia 5.6%

      

AGL Energy Ltd.

      1,726         23,163   

ALS Ltd.

      1,077         8,472   

Alumina Ltd.*

      7,921         7,886   

Amcor Ltd.

      3,785         35,655   

AMP Ltd.

      9,191         36,027   

APA Group

      2,595         13,902   

Asciano Ltd.

      3,059         15,733   

ASX Ltd.

      550         18,053   

Aurizon Holdings Ltd.

      6,368         27,748   

Australia & New Zealand Banking Group Ltd.

      8,605         247,636   

Bendigo and Adelaide Bank Ltd.

      1,279         13,419   

BGP Holdings PLC*(a)(b)

      737,041         —     

BHP Billiton Ltd.

      9,967         338,093   

Boral Ltd.

      2,405         10,243   

Brambles Ltd.

      4,882         39,886   

Caltex Australia Ltd.

      424         7,591   

CFS Retail Property Trust REIT

      6,653         11,554   

Coca-Cola Amatil Ltd.

      1,793         19,260   

Cochlear Ltd.

      180         9,470   

Commonwealth Bank of Australia

      5,047         350,603   

Computershare Ltd.

      1,482         15,059   

Crown Ltd.

      1,256         18,897   

CSL Ltd.

      1,563         96,241   

Dexus Property Group REIT

      15,175         13,617   

Echo Entertainment Group Ltd.

      2,461         5,406   

Federation Centres Ltd., REIT

      4,478         9,356   

Flight Centre Travel Group Ltd.

      174         7,388   

Fortescue Metals Group Ltd.

      4,883         25,375   

Goodman Group

      5,373         22,692   

GPT Group REIT

      5,548         16,843   

Harvey Norman Holdings Ltd.

      1,667         4,704   

Iluka Resources Ltd.

      1,314         10,125   

Incitec Pivot Ltd.

      5,109         12,226   

Insurance Australia Group Ltd.

      6,521         33,888   

Leighton Holdings Ltd.

      531         7,638   

Lend Lease Group

      1,712         17,029   

Macquarie Group Ltd.

      905         44,398   

Metcash Ltd.

      2,763         7,796   

Mirvac Group REIT

      11,487         17,231   

National Australia Bank Ltd.

      7,345         228,427   

Newcrest Mining Ltd.

      2,403         16,736   

 

See Notes to Schedules of Portfolio Investments.

Orica Ltd.

      1,151         24,522   

Origin Energy Ltd.

      3,432         43,117   

Orora Ltd.*

      4,037         4,181   

Qantas Airways Ltd.*

      3,455         3,378   

QBE Insurance Group Ltd.

      3,753         38,571   

Ramsay Health Care Ltd.

      413         15,953   

Recall Holdings Ltd.*

      1,041         3,774   

Rio Tinto Ltd.

      1,367         83,220   

Santos Ltd.

      3,016         39,398   

Seek Ltd.

      1,007         12,058   

Sonic Healthcare Ltd.

      1,181         17,484   

SP Ausnet

      5,282         5,872   

Stockland REIT

      6,907         22,264   

Suncorp Group Ltd.

      4,036         47,209   

Sydney Airport

      1,542         5,232   

TABCORP Holdings Ltd.

      2,303         7,465   

Tatts Group Ltd.

      4,354         12,052   

Telstra Corp. Ltd.

      13,658         64,025   

Toll Holdings Ltd.

      2,138         10,843   

Transurban Group

      4,414         26,958   

Treasury Wine Estates Ltd.

      2,031         8,741   

Wesfarmers Ltd.

      3,119         122,649   

Westfield Group REIT

      6,638         59,804   

Westfield Retail Trust REIT

      9,579         25,403   

Westpac Banking Corp.

      9,733         281,402   

Whitehaven Coal Ltd.*

      1,750         2,985   

Woodside Petroleum Ltd.

      2,067         71,795   

Woolworths Ltd.

      3,899         117,846   

WorleyParsons Ltd.

      650         9,634   
     

 

 

  
        3,053,301   
     

 

 

  

Austria 1.6%

      

Andritz AG

      1,685         105,680   

Erste Group Bank AG

      5,384         187,613   

Immofinanz AG*

      22,197         102,846   

OMV AG

      3,408         163,109   

Raiffeisen Bank International AG

      1,132         39,898   

Telekom Austria AG

      5,125         38,806   

Verbund AG

      1,576         33,638   

Vienna Insurance Group

      889         44,303   

Voestalpine AG

      2,593         124,602   
     

 

 

  
        840,495   
     

 

 

  

Belgium 1.9%

      

Ageas

      1,560         66,422   

Anheuser-Busch InBev NV

      5,322         565,657   

Belgacom SA

      1,029         30,442   

Colruyt SA

      512         28,583   

Delhaize Group SA

      689         40,947   

Groupe Bruxelles Lambert SA

      546         50,123   

KBC Groep NV

      1,550         87,959   

 

See Notes to Schedules of Portfolio Investments.

Solvay SA

      400         63,282   

Telenet Group Holding NV

      347         20,706   

UCB SA

      744         55,413   

Umicore

      771         36,015   
     

 

 

  
        1,045,549   
     

 

 

  

Cayman Islands 0.1%

      

Sands China Ltd.

      3,307         27,124   

Wynn Macau Ltd.

      2,130         9,669   
     

 

 

  
        36,793   
     

 

 

  

China 0.0%(c)

      

AAC Technologies Holdings, Inc.

      1,009         4,899   
     

 

 

  

Denmark 1.3%

      

A.P. Moller - Maersk A/S, Cl B

      6         65,115   

A.P. Moller - Maersk A/S, Cl A

      3         30,925   

Carlsberg A/S, Cl B

      490         54,216   

Coloplast A/S, Cl B

      506         33,498   

Danske Bank A/S*

      3,149         72,239   

DSV A/S

      855         28,034   

Novo Nordisk A/S, Cl B

      1,844         338,009   

Novozymes A/S, Cl B

      1,049         44,279   

TDC A/S

      3,375         32,737   

Tryg A/S

      113         10,930   

William Demant Holding A/S*

      120         11,662   
     

 

 

  
        721,644   
     

 

 

  

Finland 1.2%

      

Elisa Oyj

      744         19,713   

Fortum Oyj

      2,322         53,122   

Kesko Oyj, Cl B

      334         12,314   

Kone Oyj, Cl B

      1,630         73,550   

Metso Oyj

      669         28,549   

Neste Oil Oyj

      671         13,265   

Nokia Oyj*

      19,577         156,745   

Nokian Renkaat Oyj

      589         28,255   

Orion Oyj, Cl B

      513         14,411   

Pohjola Bank PLC

      725         14,582   

Sampo Oyj, Cl A

      2,079         102,162   

Stora Enso Oyj

      2,881         28,913   

UPM-Kymmene Oyj

      2,754         46,525   

Wartsila Oyj

      930         45,764   
     

 

 

  
        637,870   
     

 

 

  

France 10.4%

      

Accor SA

      711         33,550   

Aeroports de Paris

      133         15,095   

Air Liquide SA

      1,394         197,142   

Alstom

      963         35,074   

Arkema SA

      280         32,661   

Atos Origin SA

      249         22,536   

AXA SA

      7,991         222,173   

 

See Notes to Schedules of Portfolio Investments.

BNP Paribas

      4,433         345,479   

Bouygues SA

      868         32,742   

Bureau Veritas SA

      988         28,876   

Cap Gemini SA

      642         43,392   

Carrefour SA

      2,690         106,615   

Casino Guichard-Perrachon SA

      252         29,041   

Christian Dior SA

      244         46,104   

CNP Assurances

      718         14,718   

Compagnie de Saint - Gobain

      1,778         97,779   

Compagnie Generale d’Optique Essilor International SA

      910         96,746   

Compagnie Generale de Geophysique-Veritas*

      709         12,270   

Compagnie Generale des Etablissements Michelin

      815         86,612   

Credit Agricole SA*

      4,457         57,054   

Danone SA

      2,548         183,396   

Dassault Systemes SA

      279         34,632   

Edenred

      908         30,391   

Electricite de France

      1,073         37,914   

Eurazeo

      171         13,404   

European Aeronautic Defence and Space Co.

      2,596         199,315   

Eutelsat Communications

      639         19,924   

Fonciere Des Regions

      130         11,222   

France Telecom SA

      8,271         102,406   

GDF SUEZ

      5,920         139,224   

Gecina SA

      98         12,947   

Groupe Eurotunnel SA

      2,454         25,792   

Groupe Fnac*

      42         1,377   

ICADE REIT

      105         9,775   

Iliad SA

      103         21,099   

Imerys

      152         13,218   

JCDecaux SA

      298         12,286   

Klepierre

      445         20,621   

L’Oreal SA

      1,078         189,380   

Lafarge SA

      834         62,495   

Lagardere SCA

      498         18,511   

Legrand SA

      1,116         61,503   

LVMH Moet Hennessy Louis Vuitton SA

      1,134         206,862   

Natixis

      4,131         24,289   

Pernod-Ricard SA

      948         107,998   

PPR

      338         71,445   

Publicis Groupe SA

      797         72,924   

Remy Cointreau SA

      114         9,565   

Renault SA

      859         69,072   

Rexel SA

      669         17,556   

Safran SA

      1,116         77,547   

Sanofi-Aventis

      5,359         568,557   

Schneider Electric SA

      2,354         205,314   

Scor SE

      686         25,070   

Societe BIC SA

      130         15,928   

Societe Generale SA

      3,133         181,971   

Sodexo

      421         42,650   

 

See Notes to Schedules of Portfolio Investments.

Suez Environnement SA

      1,254         22,470   

Technip SA

      455         43,728   

Thales SA

      407         26,204   

Total SA

      9,368         573,883   

Unibail-Rodamco SE, REIT

      424         108,639   

Vallourec SA

      474         25,822   

Veolia Environnement SA

      1,513         24,675   

Vinci SA

      2,068         135,761   

Vivendi SA

      5,313         140,006   

Wendel SA

      144         20,989   

Zodiac Aerospace

      153         27,100   
     

 

 

  
        5,622,516   
     

 

 

  

Germany 13.6%

      

Adidas AG

      1,347         171,668   

Allianz SE

      2,911         522,007   

Axel Springer AG

      256         16,447   

BASF SE

      5,916         630,663   

Bayer AG

      5,350         750,351   

Bayerische Motoren Werke AG

      2,130         249,715   

Beiersdorf AG

      650         65,849   

Brenntag AG

      332         61,545   

Celesio AG

      549         17,371   

Commerzbank AG*

      6,223         100,249   

Continental AG

      708         155,255   

Daimler AG

      6,153         532,428   

Deutsche Bank AG

      6,558         312,832   

Deutsche Boerse AG

      1,242         102,859   

Deutsche Lufthansa AG*

      1,480         31,396   

Deutsche Post AG

      5,832         212,612   

Deutsche Telekom AG

      18,066         308,928   

E.ON AG

      11,583         213,764   

Fraport AG

      238         17,808   

Fresenius Medical Care AG

      1,364         97,069   

Fresenius SE

      804         123,437   

GEA Group AG

      1,178         56,072   

Hannover Rueckversicherung AG

      389         33,382   

Heidelberg Cement AG

      906         68,738   

Henkel AG & Co. KGaA

      836         86,992   

Hochtief AG

      199         16,990   

Hugo Boss AG

      205         29,189   

Infineon Technologies AG

      6,951         74,205   

K+S AG(d)

      1,109         34,136   

Kabel Deutschland Holding AG

      159         20,609   

Lanxess AG

      535         35,678   

Linde AG

      1,192         249,337   

MAN SE

      228         27,994   

Merck KGaA

      417         74,720   

Metro AG

      835         40,435   

Muenchener Rueckversicherungs AG

      1,154         254,247   

Osram Licht AG*

      505         28,484   

 

See Notes to Schedules of Portfolio Investments.

ProSiebenSat.1 Media AG

      1,200         59,430   

RWE AG

      3,148         115,218   

SAP AG

      5,926         507,976   

Siemens AG

      5,100         696,625   

Suedzucker AG

      526         14,197   

Telefonica Deutschland Holding AG

      1,796         14,825   

ThyssenKrupp AG*

      2,483         60,427   

United Internet AG

      687         29,223   

Volkswagen AG

      190         51,466   
     

 

 

  
        7,374,848   
     

 

 

  

Guernsey 0.0%(c)

      

Resolution Ltd.

      2,452         14,374   
     

 

 

  

Hong Kong 0.9%

      

AIA Group Ltd.

      16,481         82,678   

ASM Pacific Technology Ltd.

      328         2,741   

Bank of East Asia Ltd.

      1,676         7,100   

BOC Hong Kong Holdings Ltd.

      5,064         16,228   

Cathay Pacific Airways Ltd.

      1,616         3,426   

Cheung Kong (Holdings) Ltd.

      1,903         30,063   

Cheung Kong Infrastructure Holdings Ltd.

      855         5,414   

CLP Holdings Ltd.

      2,421         19,139   

First Pacific Co. Ltd.

      2,882         3,278   

Galaxy Entertainment Group Ltd.*

      2,879         25,822   

Hang Lung Properties Ltd.

      3,064         9,720   

Hang Seng Bank Ltd.

      1,047         16,986   

Henderson Land Development Co. Ltd.

      1,454         8,297   

HKT Trust / HKT Ltd.

      3,074         3,041   

Hong Kong & China Gas Co. Ltd. (The)

      7,849         18,038   

Hong Kong Electric Holdings Ltd.

      1,900         15,118   

Hong Kong Exchanges & Clearing Ltd.

      1,496         24,926   

Hopewell Holdings Ltd.

      779         2,642   

Hutchison Whampoa Ltd.

      2,918         39,700   

Hysan Development Co. Ltd.

      874         3,765   

Kerry Logistics Network Ltd.*

      473         671   

Kerry Properties Ltd.

      887         3,077   

Li & Fung Ltd.

      8,009         10,349   

Link REIT (The)

      3,132         15,227   

MTR Corp.

      1,983         7,506   

New World Development Co. Ltd.

      5,143         6,513   

Noble Group Ltd.

      11,058         9,376   

NWS Holdings Ltd.

      1,996         3,043   

Orient Overseas International Ltd.

      301         1,514   

PCCW Ltd.

      5,474         2,450   

Shangri-La Asia Ltd.

      2,143         4,184   

Sino Land Co. Ltd.

      4,066         5,558   

SJM Holdings Ltd.

      2,657         8,875   

Sun Hung Kai Properties Ltd.

      2,183         27,702   

Swire Pacific Ltd.

      930         10,932   

Swire Properties Ltd.

      1,602         4,049   

 

See Notes to Schedules of Portfolio Investments.

Wharf Holdings Ltd. (The)

      2,073         15,826   

Wheelock & Co. Ltd.

      1,253         5,761   

Yue Yuen Industrial (Holdings) Ltd.

      1,016         3,393   
     

 

 

  
        484,128   
     

 

 

  

Ireland 1.0%

      

Bank of Ireland*

      300,724         104,254   

CRH PLC

      9,619         242,161   

Experian PLC

      1,829         33,740   

Irish Bank Resolution Corp. Ltd.*(a)(b)(d)

      8,839         —     

Irish Bank Resolution Corp. Ltd.*(a)(b)

      131,459         —     

James Hardie Industries SE

      1,384         15,991   

Kerry Group PLC, Cl A

      1,984         137,834   

Ryanair Holdings PLC*

      2,064         17,789   
     

 

 

  
        551,769   
     

 

 

  

Israel 0.9%

      

Bank Hapoalim BM

      8,161         45,718   

Bank Leumi Le-Israel BM*

      9,682         39,542   

Bezeq Israeli Telecommunication Corp. Ltd.

      14,743         24,989   

Delek Group Ltd.

      33         12,603   

Israel Chemicals Ltd.

      3,444         28,697   

Israel Corp. Ltd. (The)*

      23         12,103   

Mizrahi Tefahot Bank Ltd.

      968         12,669   

NICE Systems Ltd.

      451         18,471   

Teva Pharmaceutical Industries Ltd.

      6,805         272,043   

Teva Pharmaceutical Industries Ltd. SP ADR

      329         13,186   
     

 

 

  
        480,021   
     

 

 

  

Italy 7.7%

      

Assicurazioni Generali SpA

      18,113         426,098   

Atlantia SpA(d)

      5,134         115,195   

Banca Monte dei Paschi di Siena SpA*

      99,660         24,048   

Enel Green Power SpA

      27,146         68,378   

Enel SpA

      100,169         437,385   

Eni SpA

      38,863         935,082   

Exor SpA

      995         39,573   

Fiat SpA*

      13,578         111,048   

Finmeccanica SpA*

      6,278         47,545   

Intesa Sanpaolo SpA

      180,340         445,080   

Luxottica Group SpA

      2,573         137,870   

Mediobanca SpA*

      8,015         70,127   

Pirelli & C SpA

      3,691         63,878   

Prysmian SpA

      3,162         81,388   

Saipem SpA

      4,109         87,957   

Snam Rete Gas SpA

      31,474         176,053   

Telecom Italia SpA

      156,088         154,820   

Telecom Italia SpA

      93,476         73,170   

Terna SpA

      23,385         116,844   

UniCredit SpA

      67,326         498,297   

Unione di Banche Italiane ScpA

      13,289         90,238   
     

 

 

  
        4,200,074   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Japan 22.9%

  

ABC-Mart, Inc.

      121         5,280   

Acom Co. Ltd.*

      1,781         6,038   

ADVANTEST Corp.

      681         8,452   

AEON Co. Ltd.

      2,728         36,914   

AEON Credit Service Co. Ltd.

      299         8,007   

AEON Mall Co. Ltd.

      330         9,247   

Air Water, Inc.

      678         9,168   

Aisin Seiki Co. Ltd.

      871         35,316   

Ajinomoto Co., Inc.

      2,742         39,629   

Alfresa Holdings Corp.

      187         9,269   

All Nippon Airways Co. Ltd.(d)

      5,273         10,515   

Amada Co. Ltd.

      1,623         14,287   

Aozora Bank Ltd.

      4,875         13,795   

Asahi Breweries Ltd.

      1,759         49,508   

Asahi Glass Co. Ltd.

      4,584         28,468   

Asahi Kasei Corp.

      5,737         44,889   

ASICS Corp.

      728         12,409   

Astellas Pharma, Inc.

      1,921         113,644   

Bank of Kyoto Ltd. (The)

      1,465         12,214   

Bank of Yokohama Ltd. (The)

      5,358         29,815   

Benesse Holdings, Inc.

      326         13,079   

Bridgestone Corp.

      2,956         111,717   

Brother Industries Ltd.

      1,073         14,642   

Calbee, Inc.

      281         6,818   

Canon, Inc.

      5,153         162,943   

Casio Computer Co. Ltd.

      1,015         12,404   

Central Japan Railway Co.

      656         77,118   

Chiba Bank Ltd. (The)

      3,382         22,769   

Chiyoda Corp.

      711         10,303   

Chubu Electric Power Co., Inc.

      2,928         37,785   

Chugai Pharmaceutical Co. Ltd.

      1,018         22,475   

Chugoku Bank Ltd. (The)

      744         9,439   

Chugoku Electric Power Co., Inc. (The)

      1,349         20,957   

Chuo Mitsui Trust Holdings, Inc.

      14,155         74,465   

Citizen Holdings Co. Ltd.

      1,202         10,113   

Coca-Cola West Co. Ltd.

      279         5,900   

Credit Saison Co. Ltd.

      717         18,832   

Dai Nippon Printing Co. Ltd.

      2,548         27,002   

Dai-ichi Life Insurance Co. Ltd. (The)

      3,938         65,702   

Daicel Corp.

      1,328         10,794   

Daido Steel Co. Ltd.

      1,284         6,365   

Daihatsu Motor Co. Ltd.

      874         14,789   

Daiichi Sankyo Co. Ltd.

      3,062         55,913   

Daikin Industries Ltd.

      1,067         66,365   

Dainippon Sumitomo Pharma Co. Ltd.

      724         11,309   

Daito Trust Construction Co. Ltd.

      330         30,803   

Daiwa House Industry Co. Ltd.

      2,318         44,793   

 

See Notes to Schedules of Portfolio Investments.

Daiwa Securities Group, Inc.

      7,552         75,298   

DeNa Co. Ltd.

      481         10,103   

DENSO Corp.

      2,210         116,470   

Dentsu, Inc.

      822         33,564   

Don Quijote Co. Ltd.

      247         14,941   

East Japan Railway Co.

      1,531         121,829   

Eisai Co. Ltd.

      1,146         44,345   

Electric Power Development Co. Ltd.

      531         15,455   

FamilyMart Co. Ltd.

      267         12,182   

FANUC Ltd.

      872         159,396   

Fast Retailing Co. Ltd.

      242         99,732   

Fuji Electric Holdings Co. Ltd.

      2,545         11,890   

Fuji Heavy Industries Ltd.

      2,669         76,413   

FUJIFILM Holdings Corp.

      2,106         59,614   

Fujitsu Ltd.*

      8,466         43,733   

Fukuoka Financial Group, Inc.

      3,517         15,396   

Gree, Inc.

      482         4,755   

GungHo Online Entertainment, Inc.*

      1,900         13,658   

Gunma Bank Ltd. (The)

      1,727         9,626   

Hachijuni Bank Ltd. (The)

      1,895         11,031   

Hakuhodo DY Holdings, Inc.

      1,031         7,979   

Hamamatsu Photonics K.K.

      325         12,977   

Hankyu Hanshin Holdings, Inc.

      5,200         28,047   

Hino Motors Ltd.

      1,176         18,448   

Hirose Electric Co. Ltd.

      138         19,630   

Hiroshima Bank Ltd. (The)

      2,275         9,397   

Hisamitsu Pharmaceutical Co., Inc.

      281         14,142   

Hitachi Chemical Co. Ltd.

      474         7,548   

Hitachi Construction Machinery Co. Ltd.

      489         10,425   

Hitachi High-Technologies Corp.

      282         7,072   

Hitachi Ltd.

      21,963         166,010   

Hitachi Metals Ltd.

      750         10,583   

Hokkaido Electric Power Co., Inc.*

      833         9,563   

Hokuhoku Financial Group, Inc.

      5,375         10,718   

Hokuriku Electric Power Co.

      766         10,380   

Honda Motor Co. Ltd.

      7,244         297,849   

Hoya Corp.

      1,977         54,855   

Hulic Co. Ltd.

      1,216         17,955   

Ibiden Co. Ltd.

      515         9,614   

Idemitsu Kosan Co. Ltd.

      404         9,180   

IHI Corp.

      6,000         25,866   

Inpex Corp.

      4,126         52,814   

Isetan Mitsukoshi Holdings Ltd.

      1,616         22,941   

Isuzu Motors Ltd.

      5,398         33,523   

ITOCHU Corp.

      6,843         84,408   

Itochu Techno-Solutions Corp.

      114         4,617   

Iyo Bank Ltd. (The)

      1,179         11,543   

J. Front Retailing Co. Ltd.

      2,193         16,576   

Japan Airlines Co. Ltd.

      273         13,454   

Japan Exchange Group, Inc.

      1,125         31,931   

 

See Notes to Schedules of Portfolio Investments.

Japan Petroleum Exploration Co.

      131         4,957   

Japan Prime Realty Investment Corp. REIT

      4         12,800   

Japan Real Estate Investment Corp. REIT

      6         32,134   

Japan Retail Fund Investment Corp. REIT

      11         22,374   

Japan Steel Works Ltd. (The)

      1,435         8,012   

Japan Tobacco, Inc.

      4,998         162,313   

JFE Holdings, Inc.

      2,234         53,076   

JGC Corp.

      942         36,898   

Joyo Bank Ltd. (The)

      3,089         15,752   

JS Group Corp.

      1,210         33,125   

JSR Corp.

      812         15,699   

JTEKT Corp.

      934         15,876   

JX Holdings, Inc.

      10,205         52,425   

Kajima Corp.

      3,844         14,418   

Kamigumi Co. Ltd.

      1,060         9,703   

Kaneka Corp.

      1,273         8,341   

Kansai Electric Power Co., Inc. (The)*

      3,200         36,737   

Kansai Paint Co. Ltd.

      1,054         15,563   

Kao Corp.

      2,393         75,214   

Kawasaki Heavy Industries Ltd.

      6,458         27,044   

KDDI Corp.

      2,446         150,277   

Keikyu Corp.

      2,131         17,544   

Keio Corp.

      2,629         17,500   

Keisei Electric Railway Co. Ltd.

      1,255         11,524   

Keyence Corp.

      208         88,880   

Kikkoman Corp.

      718         13,540   

Kinden Corp.

      605         6,319   

Kintetsu Corp.

      7,387         25,884   

Kirin Holdings Co. Ltd.

      3,947         56,707   

Kobe Steel Ltd.*

      11,325         19,357   

Koito Manufacturing Co. Ltd.

      440         8,386   

Komatsu Ltd.

      4,245         86,142   

Konami Corp.

      458         10,564   

Konica Minolta Holdings, Inc.

      2,175         21,665   

Kubota Corp.

      4,627         76,406   

Kuraray Co. Ltd.

      1,567         18,644   

Kurita Water Industries Ltd.

      513         10,629   

Kyocera Corp.

      1,406         70,093   

Kyowa Hakko Kirin Co. Ltd.

      1,048         11,534   

Kyushu Electric Power Co., Inc.*

      1,940         24,722   

Lawson, Inc.

      298         22,270   

M3, Inc.

      4         10,009   

Mabuchi Motor Co. Ltd.

      113         6,706   

Makita Corp.

      511         26,785   

Marubeni Corp.

      7,503         53,863   

Marui Group Co. Ltd.

      1,015         10,294   

Maruichi Steel Tube Ltd.

      214         5,397   

Mazda Motor Corp.*

      12,266         63,363   

McDonald’s Holdings Co. (Japan) Ltd.

      303         7,731   

Medipal Holdings Corp.

      612         8,066   

 

See Notes to Schedules of Portfolio Investments.

Meiji Holdings Co. Ltd.

      279         17,909   

Miraca Holdings, Inc.

      254         11,963   

Mitsubishi Chemical Holdings Corp.

      6,160         28,428   

Mitsubishi Corp.

      6,388         122,349   

Mitsubishi Electric Corp.

      8,782         110,077   

Mitsubishi Estate Co. Ltd.

      5,687         169,838   

Mitsubishi Gas Chemical Co., Inc.

      1,758         12,921   

Mitsubishi Heavy Industries Ltd.

      13,797         85,290   

Mitsubishi Logistics Corp.

      560         8,833   

Mitsubishi Materials Corp.

      5,079         18,713   

Mitsubishi Motors Corp.*(d)

      1,893         20,294   

Mitsubishi Tanabe Pharma Corp.

      1,022         14,227   

Mitsubishi UFJ Financial Group, Inc.

      56,914         375,067   

Mitsubishi UFJ Lease & Finance Co. Ltd.

      2,647         16,212   

Mitsui & Co. Ltd.

      7,897         109,858   

Mitsui Chemicals, Inc.

      3,716         8,963   

Mitsui Fudosan Co. Ltd.

      3,806         136,793   

Mitsui O.S.K. Lines Ltd.

      4,934         22,208   

Mizuho Financial Group, Inc.

      104,097         225,374   

MS&AD Insurance Group Holdings, Inc.

      2,303         61,714   

Murata Manufacturing Co. Ltd.

      922         81,773   

Nabtesco Corp.

      496         11,422   

Namco Bandai Holdings, Inc.

      808         17,908   

NEC Corp.

      10,630         23,923   

Nexon Co. Ltd.

      495         4,569   

NGK Insulators Ltd.

      1,228         23,298   

NGK Spark Plug Co. Ltd.

      814         19,247   

NHK Spring Co. Ltd.

      721         8,120   

Nidec Corp.

      463         45,284   

Nikon Corp.

      1,550         29,569   

Nintendo Co. Ltd.

      484         64,389   

Nippon Building Fund, Inc. REIT

      6         34,868   

Nippon Electric Glass Co. Ltd.

      1,696         8,890   

Nippon Express Co. Ltd.

      3,622         17,506   

Nippon Meat Packers, Inc.

      780         13,377   

Nippon Steel Corp.

      34,544         115,464   

Nippon Telegraph & Telephone Corp.

      1,741         93,572   

Nippon Yusen Kabushiki Kaisha

      7,342         23,425   

Nishi-Nippon City Bank Ltd. (The)

      3,078         8,272   

Nissan Motor Co. Ltd.

      11,298         94,838   

Nisshin Seifun Group, Inc.

      938         9,682   

Nissin Foods Holdings Co. Ltd.

      268         11,299   

Nitori Holdings Co. Ltd.

      158         14,958   

Nitto Denko Corp.

      751         31,627   

NKSJ Holdings, Inc.

      1,511         41,954   

NOK Corp.

      434         7,088   

Nomura Holdings, Inc.

      16,501         126,762   

Nomura Real Estate Holdings, Inc.

      564         12,682   

Nomura Real Estate Office Fund, Inc. REIT

      2         9,287   

Nomura Research Institute Ltd.

      461         14,512   

 

See Notes to Schedules of Portfolio Investments.

NSK Ltd.

      2,130         26,456   

NTT Data Corp.

      586         21,590   

NTT DoCoMo, Inc.

      6,703         109,797   

NTT Urban Development Corp.

      563         6,463   

Obayashi Corp.

      2,952         16,791   

Odakyu Electric Railway Co. Ltd.

      2,848         25,719   

OJI Paper Co. Ltd.

      3,628         18,569   

Olympus Corp.*

      904         28,585   

Omron Corp.

      930         41,020   

Ono Pharmaceutical Co. Ltd.

      375         32,796   

Oracle Corp. Japan

      174         6,353   

Oriental Land Co. Ltd.

      229         32,988   

ORIX Corp.

      5,012         87,904   

Osaka Gas Co. Ltd.

      8,521         33,417   

Otsuka Corp.

      73         9,296   

Otsuka Holdings Co. Ltd.

      1,649         47,602   

Panasonic Corp.

      10,033         116,612   

Park24 Co. Ltd.

      445         8,379   

Rakuten, Inc.

      3,301         49,024   

Resona Holdings, Inc.

      8,572         43,629   

Ricoh Co. Ltd.

      3,046         32,337   

Rinnai Corp.

      149         11,588   

Rohm Co. Ltd.

      439         21,343   

Sankyo Co. Ltd.

      245         11,283   

Sanrio Co. Ltd.

      203         8,530   

Santen Pharmaceutical Co. Ltd.

      338         15,743   

SBI Holdings, Inc.

      920         13,890   

Secom Co. Ltd.

      954         57,434   

Sega Sammy Holdings, Inc.

      848         21,556   

Sekisui Chemical Co. Ltd.

      1,936         23,715   

Sekisui House Ltd.

      2,461         34,353   

Seven & I Holdings Co. Ltd.

      3,425         135,946   

Seven Bank Ltd.

      2,707         10,565   

Sharp Corp.*

      4,667         14,802   

Shikoku Electric Power Co., Inc.*

      812         12,144   

Shimadzu Corp.

      1,077         9,358   

Shimamura Co. Ltd.

      102         9,550   

Shimano, Inc.

      359         30,783   

Shimizu Corp.

      2,688         13,554   

Shin-Etsu Chemical Co. Ltd.

      1,867         108,854   

Shinsei Bank Ltd.

      7,499         18,301   

Shionogi & Co. Ltd.

      1,357         29,380   

Shiseido Co. Ltd.

      1,636         26,270   

Shizuoka Bank Ltd. (The)

      2,570         27,381   

Showa Denko Kabushiki Kaisha

      6,804         9,627   

Showa Shell Sekiyu Kabushiki Kaisha

      857         8,691   

SMC Corp.

      224         56,367   

Softbank Corp.

      4,313         376,789   

Sojitz Corp.

      5,688         10,100   

Sony Corp.

      4,599         79,743   

 

See Notes to Schedules of Portfolio Investments.

Sony Financial Holdings, Inc.

      790         14,358   

Stanley Electric Co. Ltd.

      651         14,886   

Sumco Corp.

      529         4,662   

Sumitomo Chemical Co. Ltd.

      6,771         26,490   

Sumitomo Corp.

      5,115         64,162   

Sumitomo Electric Industries Ltd.

      3,428         57,095   

Sumitomo Heavy Industries Ltd.

      2,514         11,554   

Sumitomo Metal Mining Co. Ltd.

      2,379         31,107   

Sumitomo Mitsui Financial Group, Inc.

      5,674         292,024   

Sumitomo Realty & Development Co. Ltd.

      1,624         80,653   

Sumitomo Rubber Industries Ltd.

      778         11,037   

Suntory Beverage & Food Ltd.

      271         8,634   

Suruga Bank Ltd.

      821         14,703   

Suzuken Co. Ltd.

      322         10,411   

Suzuki Motor Corp.

      1,658         44,524   

Sysmex Corp.

      329         19,401   

T&D Holdings, Inc.

      2,633         36,729   

Taiheiyo Cement Corp.

      5,343         20,497   

Taisei Corp.

      4,405         19,994   

Taisho Pharmaceutical Holdings Co. Ltd.

      143         9,818   

Taiyo Nippon Sanso Corp.

      1,100         7,813   

Takashimaya Co. Ltd.

      1,204         11,970   

Takeda Pharmaceutical Co. Ltd.

      3,589         164,438   

TDK Corp.

      560         26,801   

Teijin Ltd.

      4,251         9,446   

Terumo Corp.

      691         33,267   

THK Co. Ltd.

      518         12,907   

Tobu Railway Co. Ltd.

      4,643         22,485   

Toho Co. Ltd.

      516         11,333   

Toho Gas Co. Ltd.

      1,861         9,048   

Tohoku Electric Power Co., Inc.*

      2,057         23,107   

Tokio Marine Holdings, Inc.

      3,148         105,073   

Tokyo Electric Power Co., Inc. (The)*

      6,574         32,274   

Tokyo Electron Ltd.

      781         42,717   

Tokyo Gas Co. Ltd.

      11,129         54,741   

Tokyo Tatemono Co. Ltd.

      1,871         20,751   

Tokyu Corp.

      5,168         33,420   

Tokyu Fudosan Holdings Corp.*

      1,875         17,627   

TonenGeneral Sekiyu KK

      1,285         11,775   

Toppan Printing Co. Ltd.

      2,544         20,316   

Toray Industries, Inc.

      6,672         46,123   

Toshiba Corp.

      18,293         76,778   

TOTO Ltd.

      1,352         21,401   

Toyo Seikan Kaisha Ltd.

      744         15,960   

Toyo Suisan Kaisha Ltd.

      404         12,123   

Toyoda Gosei Co. Ltd.

      297         6,901   

Toyota Boshoku Corp.

      299         3,728   

Toyota Industries Corp.

      742         33,433   

Toyota Motor Corp.

      12,312         750,575   

Toyota Tsusho Corp.

      967         23,902   

 

See Notes to Schedules of Portfolio Investments.

Trend Micro, Inc.

      479         16,738   

Tsumura & Co.

      275         7,280   

Ube Industries Ltd.

      4,587         9,800   

Uni-Charm Corp.

      519         29,570   

United Urban Investment Corp., REIT

      12         17,241   

USS Co. Ltd.

      1,003         13,753   

West Japan Railway Co.

      767         33,212   

Yahoo Japan Corp.

      6,657         36,980   

Yakult Honsha Co. Ltd.

      399         20,119   

Yamada Denki Co. Ltd.

      4,182         13,661   

Yamaguchi Financial Group, Inc.

      962         8,897   

Yamaha Corp.

      718         11,379   

Yamaha Motor Co. Ltd.

      1,273         19,063   

Yamato Holdings Co. Ltd.

      1,677         33,855   

Yamato Kogyo Co. Ltd.

      190         6,062   

Yamazaki Baking Co. Ltd.

      502         5,143   

Yaskawa Electric Corp.

      976         15,412   

Yokogawa Electric Corp.

      977         14,983   

Yokohama Rubber Co. Ltd. (The)

      935         9,172   
     

 

 

  
        12,432,051   
     

 

 

  

Jersey 0.1%

      

Petrofac Ltd.

      470         9,526   

Randgold Resources Ltd.

      153         9,603   

Shire PLC

      1,010         47,700   
     

 

 

  
        66,829   
     

 

 

  

Luxembourg 0.6%

      

ArcelorMittal

      4,457         79,525   

Millicom International Cellular SA

      168         16,730   

RTL Group SA

      263         33,630   

SES

      1,356         43,894   

Tenaris SA

      7,326         160,045   
     

 

 

  
        333,824   
     

 

 

  

Macau 0.0%(c)

      

MGM China Holdings Ltd.

      1,301         5,562   
     

 

 

  

Mauritius 0.0%(c)

      

Golden Agri-Resources Ltd.

      19,382         8,370   
     

 

 

  

Netherlands 3.6%

      

Aegon NV

      8,703         82,157   

Akzo Nobel NV

      1,169         90,606   

ASML Holding NV

      1,755         164,273   

CNH Industrial NV*

      14,634         166,794   

Corio NV REIT

      331         14,833   

Delta Lloyd NV

      903         22,410   

Fugro NV

      346         20,618   

Gemalto NV

      390         42,927   

Heineken Holding NV

      495         31,314   

Heineken NV

      1,131         76,364   

ING Groep NV*

      18,781         260,954   

 

See Notes to Schedules of Portfolio Investments.

Koninklijke Ahold NV

      4,943         88,741   

Koninklijke Boskalis Westminster NV

      373         19,707   

Koninklijke DSM NV

      757         59,527   

Koninklijke KPN NV*

      15,794         50,908   

Koninklijke Philips Electronics NV

      4,694         172,061   

Koninklijke Vopak NV

      346         20,239   

QIAGEN NV*

      1,523         35,482   

Randstad Holding NV

      592         38,400   

Reed Elsevier NV

      3,383         71,671   

TNT Express NV

      1,747         16,218   

Unilever NV

      8,020         322,994   

Wolters Kluwer NV

      1,481         42,266   

Ziggo NV

      835         38,137   
     

 

 

  
        1,949,601   
     

 

 

  

New Zealand 0.6%

      

Auckland International Airport Ltd.

      24,394         70,818   

Contact Energy Ltd.

      8,488         35,810   

Fletcher Building Ltd.

      16,354         114,456   

Sky City Entertainment Group Ltd.

      13,301         40,801   

Telecom Corp. of New Zealand Ltd.

      45,560         86,365   
     

 

 

  
        348,250   
     

 

 

  

Norway 1.8%

      

Aker Solutions ASA

      1,560         27,881   

DnB NOR ASA

      9,275         165,917   

Gjensidige Forsikring ASA

      1,899         36,225   

Norsk Hydro ASA

      8,836         39,436   

Orkla ASA

      7,252         56,578   

Seadrill Ltd.

      3,564         145,491   

StatoilHydro ASA

      10,492         254,286   

Telenor ASA

      6,738         160,638   

Yara International ASA

      1,826         78,576   
     

 

 

  
        965,028   
     

 

 

  

Portugal 0.8%

      

Banco Espirito Santo SA*

      35,100         50,170   

EDP - Energias de Portugal SA

      39,830         146,300   

Galp Energia SGPS SA

      5,322         87,235   

Jeronimo Martins SGPS SA

      4,887         95,568   

Portugal Telecom SGPS SA

      12,677         55,110   
     

 

 

  
        434,383   
     

 

 

  

Singapore 0.9%

      

Ascendas REIT

      5,364         9,351   

CapitaCommercial Trust, REIT

      5,238         6,019   

CapitaLand Ltd.

      6,741         16,185   

CapitaMall Trust REIT

      6,365         9,608   

CapitaMalls Asia Ltd.

      3,584         5,566   

City Developments Ltd.

      1,077         8,193   

ComfortDelGro Corp. Ltd.

      5,293         8,431   

DBS Group Holdings Ltd.

      4,499         60,964   

 

See Notes to Schedules of Portfolio Investments.

Genting Singapore PLC

      16,064         19,031   

Global Logistic Properties Ltd.

      8,133         18,625   

Jardine Cycle & Carriage Ltd.

      281         8,005   

Keppel Corp. Ltd.

      3,795         33,651   

Keppel Land Ltd.

      1,830         4,843   

Keppel REIT

      315         296   

Olam International Ltd.

      3,855         4,689   

Oversea-Chinese Banking Corp. Ltd.

      6,788         54,866   

SembCorp Industries Ltd.

      2,587         11,255   

SembCorp Marine Ltd.

      2,199         7,754   

Singapore Airlines Ltd.

      1,420         11,714   

Singapore Exchange Ltd.

      2,256         12,979   

Singapore Press Holdings Ltd.

      4,201         13,715   

Singapore Technologies Engineering Ltd.

      4,063         12,750   

Singapore Telecommunications Ltd.

      20,967         60,810   

StarHub Ltd.

      1,583         5,381   

United Overseas Bank Ltd.

      3,347         56,334   

UOL Group Ltd.

      1,216         5,965   

Wilmar International Ltd.

      5,047         13,678   

Yangzijiang Shipbuilding Holdings Ltd.

      5,046         4,738   
     

 

 

  
        485,396   
     

 

 

  

Spain 6.1%

      

Abertis Infraestructuras SA

      2,797         62,142   

Acciona SA

      197         11,319   

Actividades de Construccion y Servicios SA

      1,081         37,208   

Amadeus IT Holding SA, Cl A

      2,903         124,223   

Banco Bilbao Vizcaya Argentaria SA

      43,475         535,167   

Banco de Sabadell SA

      20,316         52,991   

Banco Popular Espanol SA*

      9,620         58,032   

Banco Santander SA

      87,673         784,700   

Bankia SA*

      30,746         52,195   

Criteria Caixacorp SA

      12,675         66,051   

Distribuidora Internacional de Alimentacion SA

      4,665         41,715   

Enagas

      1,458         38,100   

Ferrovial SA

      3,078         59,557   

Gas Natural SDG SA

      2,672         68,720   

Grifols SA

      1,138         54,426   

Iberdrola SA

      35,931         229,109   

Inditex SA

      1,665         274,407   

Mapfre SA

      5,873         25,151   

Red Electrica Corporacion SA(d)

      827         55,179   

Repsol YPF SA*

      6,359         160,265   

Telefonica SA

      30,755         500,734   

Zardoya Otis SA

      1,177         21,292   
     

 

 

  
        3,312,683   
     

 

 

  

Sweden 2.1%

      

Alfa Laval AB

      838         21,498   

Assa Abloy AB, Cl B

      891         47,072   

Atlas Copco AB, Cl A

      1,789         49,594   

 

See Notes to Schedules of Portfolio Investments.

Atlas Copco AB, Cl B

      1,041         26,414   

Boliden AB

      729         11,158   

Electrolux AB, Cl B

      641         16,793   

Elekta AB, B SHS

      983         15,031   

Getinge AB

      534         18,265   

Hennes & Mauritz AB, Cl B

      2,530         116,512   

Hexagon AB, Cl B

      632         19,976   

Husqvarna AB, Cl B

      1,076         6,477   

Industrivarden AB, Cl C

      315         5,990   

Investor AB, Cl B

      1,214         41,770   

Kinnevik Investment AB, Cl B

      549         25,428   

Lundin Petroleum AB*

      594         11,581   

Nordea Bank AB

      7,012         94,466   

Ratos AB, B Shares

      512         4,629   

Sandvik AB

      2,840         40,049   

Scania AB

      853         16,697   

Securitas AB, Cl B

      835         8,873   

Skandinaviska Enskilda Banken AB, Cl A

      4,046         53,344   

Skanska AB, Cl B

      1,013         20,695   

SKF AB, Cl B

      1,045         27,409   

Svenska Cellulosa AB, Cl B

      1,554         47,839   

Svenska Handelsbanken AB, Cl A

      1,325         65,098   

Swedbank AB, Cl A

      2,413         67,905   

Swedish Match AB

      549         17,643   

Tele2 AB, B SHS

      849         9,616   

Telefonaktiebolaget LM Ericsson, Cl B

      8,106         98,933   

TeliaSonera AB

      6,342         52,802   

Volvo AB, Cl B

      4,006         52,599   
     

 

 

  
        1,112,156   
     

 

 

  

Switzerland 2.8%

      

ABB Ltd.*

      2,493         65,619   

Actelion Ltd.*

      123         10,390   

Adecco SA*

      151         11,951   

Aryzta AG*

      99         7,591   

Baloise Holding AG

      55         7,004   

Banque Cantonale Vaudoise

      4         2,181   

Barry Callebaut AG*

      2         2,507   

Cie Financiere Richemont SA

      593         59,031   

Coca-Cola HBC AG*

      366         10,679   

Credit Suisse Group AG*

      1,699         51,938   

EMS-Chemie Holding AG

      11         3,909   

Geberit AG

      46         13,949   

Givaudan SA*

      11         15,710   

Glencore Xstrata PLC

      18,086         93,652   

Holcim Ltd.*

      261         19,530   

Julius Baer Group Ltd.*

      255         12,246   

Kuehne + Nagel International AG

      62         8,139   

Lindt & Spruengli AG PC

      1         4,508   

Lonza Group AG

      61         5,785   

Nestle SA

      3,545         259,502   

 

See Notes to Schedules of Portfolio Investments.

Novartis AG

      2,608         208,160   

Pargesa Holding SA

      31         2,499   

Partners Group Holding AG

      21         5,600   

Roche Holding AG

      797         222,647   

Schindler Holding AG PC

      56         8,243   

Schindler Holding AG RS

      25         3,688   

SGS SA

      8         18,403   

Sika AG

      3         10,664   

Sonova Holding AG

      57         7,668   

STMicroelectronics NV

      2,843         22,841   

Sulzer AG

      30         4,839   

Swatch Group AG (The) BS

      37         24,451   

Swatch Group AG (The) RS

      50         5,627   

Swiss Life Holding AG*

      38         7,889   

Swiss Prime Site AG

      63         4,877   

Swiss Re Ltd.*

      399         36,700   

Swisscom AG

      27         14,253   

Syngenta AG

      106         42,207   

Transocean Ltd.

      409         19,917   

UBS AG

      4,131         78,355   

Wolseley PLC

      480         27,224   

Zurich Insurance Group AG

      169         48,973   
     

 

 

  
        1,491,546   
     

 

 

  

United Kingdom 9.3%

      

3i Group PLC

      1,759         11,217   

Aberdeen Asset Management PLC

      1,736         14,374   

Admiral Group PLC

      348         7,549   

Aggreko PLC

      488         13,811   

AMEC PLC

      539         9,711   

Anglo American PLC

      2,522         55,127   

Antofagasta PLC

      715         9,756   

ARM Holdings PLC

      2,528         46,007   

Associated British Foods PLC

      646         26,155   

AstraZeneca PLC

      2,259         133,715   

Aviva PLC

      5,332         39,706   

Babcock International Group PLC

      653         14,652   

BAE Systems PLC

      5,878         42,341   

Barclays PLC

      22,109         99,565   

BG Group PLC

      6,157         132,289   

BHP Billiton PLC

      3,822         118,290   

BP PLC

      34,682         280,295   

British American Tobacco PLC

      3,493         187,293   

British Land Co. PLC (The) REIT

      1,696         17,665   

British Sky Broadcasting Group PLC

      1,904         26,611   

BT Group PLC

      14,263         89,610   

Bunzl PLC

      603         14,479   

Burberry Group PLC

      801         20,108   

Capita Group PLC

      1,187         20,403   

Capital Shopping Centres Group PLC REIT

      1,210         6,209   

Carnival PLC

      333         13,791   

 

See Notes to Schedules of Portfolio Investments.

Centrica PLC

      9,405         54,152   

Cobham PLC

      1,952         8,873   

Compass Group PLC

      3,313         53,106   

Croda International PLC

      246         10,009   

Diageo PLC

      4,542         150,427   

Direct Line Insurance Group PLC

      1,494         6,175   

easyJet PLC

      288         7,325   

Fresnillo PLC

      325         4,012   

G4S PLC

      2,554         11,102   

GKN PLC

      2,954         18,261   

GlaxoSmithKline PLC

      8,879         236,942   

Hammerson PLC REIT

      1,291         10,732   

Hargreaves Lansdown PLC

      387         8,677   

HSBC Holdings PLC

      32,687         358,544   

ICAP PLC

      995         7,441   

IMI PLC

      582         14,697   

Imperial Tobacco Group PLC

      1,775         68,721   

Inmarsat PLC

      812         10,165   

InterContinental Hotels Group PLC

      487         16,234   

International Consolidated Airlines Group SA*

      7,076         47,105   

Intertek Group PLC

      292         15,222   

Invensys PLC

      1,152         9,700   

Investec PLC

      1,041         7,544   

ITV PLC

      6,726         21,608   

J Sainsbury PLC

      2,222         13,430   

Johnson Matthey PLC

      372         20,205   

Kingfisher PLC

      4,294         27,355   

Land Securities Group PLC REIT

      1,416         22,592   

Legal & General Group PLC

      10,701         39,463   

Lloyds Banking Group PLC*

      82,739         108,075   

London Stock Exchange Group PLC

      320         9,183   

Marks & Spencer Group PLC

      2,921         20,925   

Meggitt PLC

      1,420         12,404   

Melrose Industries PLC

      2,293         11,608   

National Grid PLC

      6,632         86,540   

Next PLC

      293         26,443   

Old Mutual PLC

      8,856         27,732   

Pearson PLC

      1,480         32,865   

Persimmon PLC

      549         11,264   

Prudential PLC

      4,628         102,694   

Reckitt Benckiser Group PLC

      1,170         92,863   

Reed Elsevier PLC

      2,161         32,171   

Rexam PLC

      1,432         12,580   

Rio Tinto PLC

      2,300         129,857   

Rolls-Royce Holdings PLC

      3,404         71,870   

Royal Bank of Scotland Group PLC*

      3,851         21,561   

Royal Dutch Shell PLC, Cl B

      4,731         178,622   

Royal Dutch Shell PLC, Cl A

      6,828         244,567   

RSA Insurance Group PLC

      6,512         9,856   

SABMiller PLC

      1,736         89,145   

 

See Notes to Schedules of Portfolio Investments.

Sage Group PLC (The)

      2,044         13,664   

Schroders PLC

      186         8,002   

Scottish & Southern Energy PLC

      1,736         39,384   

Segro PLC

      1,345         7,439   

Serco Group PLC

      903         7,465   

Severn Trent PLC

      432         12,197   

Smith & Nephew PLC

      1,639         23,368   

Smiths Group PLC

      713         17,474   

Standard Chartered PLC

      4,367         98,349   

Standard Life PLC

      4,268         25,415   

Subsea 7 SA

      2,505         47,950   

Tate & Lyle PLC

      845         11,320   

Tesco PLC

      14,575         80,697   

Travis Perkins PLC

      444         13,764   

TUI Travel PLC

      810         5,541   

Tullow Oil PLC

      1,645         23,291   

Unilever PLC

      2,323         95,477   

United Utilities Group PLC

      1,235         13,733   

Vedanta Resources PLC

      169         2,612   

Vodafone Group PLC

      88,545         347,504   

Weir Group PLC (The)

      385         13,592   

Whitbread PLC

      325         20,187   

William Hill PLC

      1,562         10,396   

WM Morrison Supermarkets PLC

      3,995         17,267   

WPP PLC

      2,289         52,308   
     

 

 

  
        5,071,769   
     

 

 

  

United States 0.1%

      

Perrigo Co. PLC

      433         66,395   
     

 

 

  

Total Common Stocks (Cost $28,225,427)

  

      53,152,124   
     

 

 

  

Preferred Stocks 1.0%

      

Germany 1.0%

      

Bayerische Motoren Werke AG, 4.08%

      345         29,469   

Fuchs Petrolub AG, (Preference Shares)

      230         22,478   

Henkel AG & Co. KGaA, 1.13%

      1,147         133,035   

Porsche AG, 2.67%

      985         102,524   

RWE AG, 8.62%

      252         8,060   

Volkswagen AG, 1.78%

      930         261,190   
     

 

 

  

Total Preferred Stocks (Cost $111,768)

  

      556,756   
     

 

 

  

Rights 0.0%(c)

      

Austria 0.0%(a)(b)

      

IMMOEAST AG*

      175,419         —     
     

 

 

  

Spain 0.0%(c)

      

Repsol SA*

      6,359         4,339   
     

 

 

  

Total Rights (Cost $4,147)

  

      4,339   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Exchange Traded Funds 1.3%

  

iShares MSCI Australia Index Fund

      724         17,644   

iShares MSCI Austria Investable Market Index Fund

      489         9,687   

iShares MSCI Belgium Investable Market Index Fund

      373         6,113   

iShares MSCI Denmark Capped ETF

      148         6,660   

iShares MSCI EAFE Fund

      3,981         266,966   

iShares MSCI EMU Index Fund

      3,179         131,547   

iShares MSCI France ETF

      424         12,063   

iShares MSCI Germany Index Fund

      1,525         48,434   

iShares MSCI Ireland Capped ETF

      143         5,127   

iShares MSCI Italy Index Fund

      3,302         51,478   

iShares MSCI Japan Index Fund

      7,738         93,862   

iShares MSCI Netherlands Investable Market Index Fund

      181         4,693   

iShares MSCI New Zealand Capped ETF

      104         3,886   

iShares MSCI Norway Capped ETF

      311         9,613   

iShares MSCI Singapore Index Fund

      164         2,160   

iShares MSCI Spain Index Fund

      727         28,040   

iShares MSCI Sweden Index Fund

      143         5,124   

iShares MSCI United Kingdom Index Fund

      366         7,642   
     

 

 

  

Total Exchange Traded Funds (Cost $628,451)

  

      710,739   
     

 

 

  

Trust 0.0%(c)

      

Singapore 0.0%(c)

      

Hutchison Port Holdings Trust

      13,744         9,277   
     

 

 

  

Total Trust (Cost $10,359)

  

      9,277   
     

 

 

  

Short-Term Investment 0.4%

      

RidgeWorth Funds Securities Lending Joint Account(f)

      228,220         228,220   
     

 

 

  

Total Short-Term Investment (Cost $228,220)

  

      228,220   
     

 

 

  

Money Market Fund 0.1%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(g)

      16,202         16,202   
     

 

 

  

Total Money Market Fund (Cost $16,202)

  

      16,202   
     

 

 

  

Total Investments

(Cost $29,224,574) — 100.7%

         54,677,657   

Liabilities in Excess of Other Assets — (0.7)%

         (394,188 ) 
     

 

 

  

Net Assets — 100.0%

       $ 54,283,469   
     

 

 

  

 

* Non-income producing security.
(a) Valued at fair value using procedures approved by the Board (See Notes to Schedules of Portfolio Investments).
(b) The Fund’s investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(c) Less than 0.05% of Net Assets.
(d) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $216,806.
(e) Escrowed rights that are not tradable.
(f) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2 (i)).
(g) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

See Notes to Schedules of Portfolio Investments.

Investment Abbreviations

 

BS    – Bearer Shares
ETF    – Exchange Traded Fund
MSCI    – Morgan Stanley Capital International
PC    – Participation Certificate
REIT    – Real Estate Investment Trust
RS    – Registered Shares
SP ADR    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Large Cap Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 99.6%

  

Consumer Discretionary 22.2%

  

Amazon.com, Inc.*

      19,906         7,938,314   

BorgWarner, Inc.

      75,942         4,245,917   

Chipotle Mexican Grill, Inc.*

      5,434         2,895,127   

DR Horton, Inc.*

      171,834         3,835,335   

Home Depot, Inc. (The)

      33,360         2,746,862   

Johnson Controls, Inc.

      61,925         3,176,753   

Las Vegas Sands Corp.

      58,407         4,606,560   

Michael Kors Holdings Ltd.*

      58,044         4,712,592   

Netflix, Inc.*

      7,249         2,668,864   

Priceline.com, Inc.*

      5,719         6,647,766   

Scripps Networks Interactive, Cl A

      41,635         3,597,680   

Starbucks Corp.

      84,755         6,643,945   

Under Armour, Inc., Cl A*

      35,828         3,127,784   

VF Corp.

      69,424         4,327,892   

Viacom, Inc., Cl B

      43,921         3,836,060   
     

 

 

  
        65,007,451   
     

 

 

  

Consumer Staples 7.6%

      

Colgate-Palmolive Co.

      76,770         5,006,172   

Costco Wholesale Corp.

      48,765         5,803,522   

Estee Lauder Cos., Inc. (The), Cl A

      58,968         4,441,470   

Philip Morris International, Inc.

      81,676         7,116,430   
     

 

 

  
        22,367,594   
     

 

 

  

Energy 4.6%

      

EOG Resources, Inc.

      24,698         4,145,313   

Phillips 66

      29,479         2,273,715   

Schlumberger Ltd.

      78,790         7,099,767   
     

 

 

  
        13,518,795   
     

 

 

  

Financials 5.1%

      

Discover Financial Services

      56,469         3,159,440   

Genworth Financial, Inc., Cl A*

      267,940         4,161,108   

Morgan Stanley

      127,474         3,997,585   

T. Rowe Price Group, Inc.

      43,275         3,625,147   
     

 

 

  
        14,943,280   
     

 

 

  

Health Care 15.2%

      

Alexion Pharmaceuticals, Inc.*

      59,093         7,862,915   

Biogen Idec, Inc.*

      28,617         8,005,606   

Cerner Corp.*(a)

      63,029         3,513,236   

Express Scripts Holding Co.*

      80,303         5,640,483   

Gilead Sciences, Inc.*

      136,372         10,248,356   

HCA Holdings, Inc.*

      33,423         1,594,611   

Mylan, Inc.*

      175,026         7,596,128   
     

 

 

  
        44,461,335   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Industrials 13.8%

  

BE Aerospace, Inc.*

      30,921         2,691,055   

Cummins, Inc.

      38,813         5,471,468   

Fluor Corp.

      40,590         3,258,971   

Fortune Brands Home & Security, Inc.

      97,186         4,441,400   

HD Supply Holdings, Inc.*

      82,424         1,979,000   

Honeywell International, Inc.

      62,091         5,673,255   

J.B. Hunt Transport Services, Inc.

      41,939         3,241,885   

Precision Castparts Corp.

      18,085         4,870,290   

Union Pacific Corp.

      23,313         3,916,584   

United Parcel Service, Inc., Cl B

      47,172         4,956,834   
     

 

 

  
        40,500,742   
     

 

 

  

Information Technology 29.5%

      

Analog Devices, Inc.

      71,567         3,644,907   

Apple, Inc.

      32,284         18,114,875   

ARM Holdings PLC SP ADR

      68,434         3,746,077   

ASML Holding NV NYS

      17,651         1,653,899   

Broadcom Corp., Cl A

      79,458         2,355,930   

Cognizant Technology Solutions Corp., Cl A*

      36,564         3,692,233   

Facebook, Inc., Cl A*

      121,573         6,645,180   

Google, Inc., Cl A*

      14,929         16,731,079   

LinkedIn Corp., Cl A*

      11,307         2,451,697   

QUALCOMM, Inc.

      99,802         7,410,298   

Salesforce.com, Inc.*

      79,563         4,391,082   

Splunk, Inc.*

      37,624         2,583,640   

Twitter, Inc.*(a)

      1,597         101,649   

Visa, Inc., Cl A

      33,116         7,374,271   

Workday, Inc., Cl A*

      29,704         2,470,185   

Xilinx, Inc.

      72,255         3,317,950   
     

 

 

  
        86,684,952   
     

 

 

  

Materials 1.6%

      

Monsanto Co.

      40,253         4,691,487   
     

 

 

  

Total Common Stocks (Cost $169,814,904)

  

      292,175,636   
     

 

 

  

Short-Term Investment 0.2%

      

RidgeWorth Funds Securities Lending Joint Account(b)

      599,925         599,925   
     

 

 

  

Total Short-Term Investment (Cost $599,925)

  

      599,925   
     

 

 

  

Money Market Fund 1.0%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(c)

      3,070,515         3,070,515   
     

 

 

  

Total Money Market Fund (Cost $3,070,515)

  

      3,070,515   
     

 

 

  

Total Investments

(Cost $173,485,344) — 100.8%

         295,846,076   

Liabilities in Excess of Other Assets — (0.8)%

         (2,488,716 ) 
     

 

 

  

Net Assets — 100.0%

       $ 293,357,360   
     

 

 

  

 

 

See Notes to Schedules of Portfolio Investments.

* Non-income producing security.
(a) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $591,561.
(b) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2(i)).
(c) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

Investment Abbreviations

 

NYS

    – New York Registered Shares

SP ADR

    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Large Cap Value Equity Fund

 

     Shares      Value($)  

Common Stocks 98.0%

  

Consumer Discretionary 6.6%

  

Comcast Corp., Cl A

      731,950         38,035,782   

DR Horton, Inc.*

      579,916         12,943,725   

Johnson Controls, Inc.

      408,950         20,979,135   

Pearson PLC SP ADR(a)

      957,209         21,441,482   

Walt Disney Co. (The)

      395,650         30,227,660   

WPP PLC SP ADR(a)

      141,646         16,269,459   
     

 

 

  
        139,897,243   
     

 

 

  

Consumer Staples 7.7%

      

Bunge Ltd.

      124,650         10,235,012   

Coca-Cola Co. (The)

      919,200         37,972,152   

Ingredion, Inc.

      319,183         21,851,268   

Mondelez International, Inc., Cl A

      594,150         20,973,495   

Philip Morris International, Inc.

      376,302         32,787,193   

Procter & Gamble Co. (The)

      488,850         39,797,278   
     

 

 

  
        163,616,398   
     

 

 

  

Energy 11.5%

      

Chevron Corp.

      422,700         52,799,457   

ConocoPhillips

      471,700         33,325,605   

Exxon Mobil Corp.

      650,050         65,785,060   

Occidental Petroleum Corp.

      504,177         47,947,233   

Phillips 66

      144,350         11,133,716   

Schlumberger Ltd.

      358,950         32,344,984   
     

 

 

  
        243,336,055   
     

 

 

  

Financials 25.0%

      

American Campus Communities, Inc., REIT

      478,600         15,415,706   

American Tower Corp., REIT

      475,300         37,938,446   

Ameriprise Financial, Inc.

      190,050         21,865,253   

Aon PLC

      251,650         21,110,919   

BlackRock, Inc.

      65,725         20,799,991   

Citigroup, Inc.

      1,013,900         52,834,329   

Franklin Resources, Inc.

      611,350         35,293,235   

JPMorgan Chase & Co.

      812,050         47,488,684   

MetLife, Inc.

      491,850         26,520,552   

Prudential Financial, Inc.

      177,450         16,364,439   

Realty Income Corp., REIT(a)

      280,462         10,469,646   

Simon Property Group, Inc., REIT

      279,087         42,465,878   

T. Rowe Price Group, Inc.

      583,600         48,888,172   

Travelers Cos., Inc. (The)

      339,200         30,711,168   

U.S. Bancorp

      1,369,750         55,337,900   

Wells Fargo & Co.

      1,010,000         45,854,000   
     

 

 

  
        529,358,318   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Health Care 14.1%

  

Agilent Technologies, Inc.

      501,650         28,689,364   

Baxter International, Inc.

      545,850         37,963,867   

Cigna Corp.

      594,450         52,002,486   

Johnson & Johnson

      428,550         39,250,894   

Medtronic, Inc.

      173,600         9,962,904   

Merck & Co., Inc.

      1,171,100         58,613,555   

Pfizer, Inc.

      1,659,600         50,833,548   

Zoetis, Inc.

      633,650         20,714,019   
     

 

 

  
        298,030,637   
     

 

 

  

Industrials 17.5%

      

ADT Corp. (The)(a)

      531,250         21,499,688   

Caterpillar, Inc.

      379,650         34,476,016   

Cummins, Inc.

      197,350         27,820,430   

FedEx Corp.

      74,200         10,667,734   

Flowserve Corp.

      425,575         33,548,077   

Fluor Corp.

      386,500         31,032,085   

General Dynamics Corp.

      236,100         22,559,355   

General Electric Co.

      1,682,650         47,164,679   

Pentair Ltd.

      276,900         21,506,823   

Rockwell Collins, Inc.

      293,750         21,714,000   

Tyco International Ltd.

      523,450         21,482,388   

Union Pacific Corp.

      189,230         31,790,640   

United Parcel Service, Inc., Cl B

      101,594         10,675,498   

United Technologies Corp.

      290,500         33,058,900   
     

 

 

  
        368,996,313   
     

 

 

  

Information Technology 8.3%

      

Cisco Systems, Inc.

      2,508,250         56,310,212   

Intel Corp.

      497,200         12,907,312   

Maxim Integrated Products, Inc.

      1,108,950         30,950,795   

Microsoft Corp.

      286,007         10,705,242   

NetApp, Inc.

      642,400         26,428,336   

Texas Instruments, Inc.

      865,750         38,015,082   
     

 

 

  
        175,316,979   
     

 

 

  

Materials 1.0%

      

Airgas, Inc.

      97,600         10,916,560   

Ashland, Inc.

      105,106         10,199,486   
     

 

 

  
        21,116,046   
     

 

 

  

Telecommunication Services 1.8%

      

AT&T, Inc.

      827,950         29,110,722   

Verizon Communications, Inc.

      201,200         9,886,968   
     

 

 

  
        38,997,690   
     

 

 

  

Utilities 4.5%

      

Duke Energy Corp.

      707,278         48,809,255   

NextEra Energy, Inc.

      409,150         35,031,423   

NRG Energy, Inc.

      359,779         10,332,853   
     

 

 

  
        94,173,531   
     

 

 

  

Total Common Stocks (Cost $1,558,124,343)

  

      2,072,839,210   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Short-Term Investment 1.5%

  

RidgeWorth Funds Securities Lending Joint Account(b)

      32,322,475         32,322,475   
     

 

 

  

Total Short-Term Investment (Cost $32,322,475)

  

      32,322,475   
     

 

 

  

Money Market Fund 2.0%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(c)

      41,158,511         41,158,511   
     

 

 

  

Total Money Market Fund (Cost $41,158,511)

  

      41,158,511   
     

 

 

  

Total Investments

(Cost $1,631,605,329) — 101.5%

         2,146,320,196   

Liabilities in Excess of Other Assets — (1.5)%

         (31,135,699 ) 
     

 

 

  

Net Assets — 100.0%

       $ 2,115,184,497   
     

 

 

  

 

* Non-income producing security.
(a) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $31,407,653.
(b) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2(i)).
(c) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

Investment Abbreviations

 

REIT    – Real Estate Investment Trust
SP ADR    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Mid-Cap Value Equity Fund

 

     Shares      Value($)  

Common Stocks 96.5%

  

Consumer Discretionary 4.5%

  

Johnson Controls, Inc.

      725,000         37,192,500   

Kohl’s Corp.

      690,000         39,157,500   

M.D.C. Holdings, Inc.

      1,450,000         46,748,000   

Pearson PLC SP ADR

      1,880,000         42,112,000   
     

 

 

  
        165,210,000   
     

 

 

  

Consumer Staples 2.4%

      

Clorox Co. (The)

      200,000         18,552,000   

Coty, Inc., Cl A

      1,950,000         29,737,500   

Ingredion, Inc.

      575,000         39,364,500   
     

 

 

  
        87,654,000   
     

 

 

  

Energy 9.2%

      

Baker Hughes, Inc.

      1,070,000         59,128,200   

Energy XXI Bermuda Ltd.(a)

      1,475,000         39,913,500   

HollyFrontier Corp.

      585,000         29,068,650   

Noble Energy, Inc.

      820,000         55,850,200   

Seadrill Ltd.(a)

      1,225,000         50,323,000   

Tidewater, Inc.

      815,000         48,305,050   

Valero Energy Corp.

      1,100,000         55,440,000   
     

 

 

  
        338,028,600   
     

 

 

  

Financials 31.8%

      

Alexandria Real Estate Equities, Inc., REIT

      865,000         55,031,300   

Allstate Corp. (The)

      765,000         41,723,100   

American Campus Communities, Inc., REIT

      1,550,000         49,925,500   

American Realty Capital Properties, Inc., REIT(a)

      4,600,000         59,156,000   

Ameriprise Financial, Inc.

      220,000         25,311,000   

Aon PLC

      400,000         33,556,000   

BankUnited, Inc.

      835,000         27,488,200   

BB&T Corp.

      1,475,000         55,047,000   

Chubb Corp. (The)

      425,000         41,067,750   

Comerica, Inc.

      775,000         36,843,500   

DDR Corp., REIT

      2,500,000         38,425,000   

Digital Realty Trust, Inc., REIT(a)

      900,000         44,208,000   

Equity Residential, REIT

      825,000         42,792,750   

Hartford Financial Services Group, Inc. (The)

      2,750,000         99,632,500   

Health Care REIT, Inc.

      1,380,000         73,926,600   

Invesco Ltd.

      1,750,000         63,700,000   

Lazard Ltd., Cl A

      1,480,000         67,073,600   

Mid-America Apartment Communities, Inc., REIT

      925,000         56,184,500   

Prologis, Inc., REIT

      1,500,000         55,425,000   

Regions Financial Corp.

      5,700,000         56,373,000   

 

See Notes to Schedules of Portfolio Investments.

Reinsurance Group of America, Inc.

      385,000         29,802,850   

T. Rowe Price Group, Inc.

      925,000         77,487,250   

Taubman Centers, Inc., REIT

      655,000         41,867,600   
     

 

 

  
        1,172,048,000   
     

 

 

  

Health Care 8.3%

      

Agilent Technologies, Inc.

      950,000         54,330,500   

Cigna Corp.

      1,000,000         87,480,000   

Hill-Rom Holdings, Inc.

      635,000         26,250,900   

STERIS Corp.

      1,650,000         79,282,500   

Zoetis, Inc.

      1,750,000         57,207,500   
     

 

 

  
        304,551,400   
     

 

 

  

Industrials 14.0%

      

ADT Corp. (The)

      1,000,000         40,470,000   

Alaska Air Group, Inc.

      485,000         35,584,450   

Crane Co.

      450,000         30,262,500   

Cummins, Inc.

      450,000         63,436,500   

Embraer SA ADR

      944,200         30,384,356   

Fluor Corp.

      570,000         45,765,300   

Ingersoll-Rand PLC

      600,000         36,960,000   

Joy Global, Inc.(a)

      285,000         16,669,650   

Kennametal, Inc.

      725,000         37,750,750   

Manitowoc Co., Inc. (The)

      1,750,000         40,810,000   

Pentair Ltd.

      280,000         21,747,600   

Rockwell Automation, Inc.

      115,000         13,588,400   

Timken Co. (The)

      465,000         25,607,550   

Triumph Group, Inc.

      535,000         40,697,450   

Tyco International Ltd.

      900,000         36,936,000   
     

 

 

  
        516,670,506   
     

 

 

  

Information Technology 7.6%

      

Harris Corp.

      265,000         18,499,650   

Intersil Corp., Cl A

      8,000,000         91,760,000   

Maxim Integrated Products, Inc.

      2,650,000         73,961,500   

NetApp, Inc.

      2,300,000         94,622,000   
     

 

 

  
        278,843,150   
     

 

 

  

Materials 9.1%

      

Allegheny Technologies, Inc.

      1,560,000         55,582,800   

Ashland, Inc.

      425,000         41,242,000   

Axiall Corp.

      715,000         33,919,600   

Cabot Corp.

      720,000         37,008,000   

Martin Marietta Materials, Inc.

      575,000         57,465,500   

Mosaic Co. (The)

      760,000         35,925,200   

Rock Tenn Co., Cl A

      390,000         40,953,900   

Sherwin-Williams Co. (The)

      175,000         32,112,500   
     

 

 

  
        334,209,500   
     

 

 

  

Utilities 9.6%

      

American Electric Power Co., Inc.

      1,085,000         50,712,900   

American Water Works Co., Inc.

      1,350,000         57,051,000   

CenterPoint Energy, Inc.

      1,850,000         42,883,000   

 

See Notes to Schedules of Portfolio Investments.

Entergy Corp.

      610,000         38,594,700   

NRG Energy, Inc.

      2,650,000         76,108,000   

Pinnacle West Capital Corp.

      760,000         40,219,200   

Public Service Enterprise Group, Inc.

      1,450,000         46,458,000   
     

 

 

  
        352,026,800   
     

 

 

  

Total Common Stocks (Cost $3,037,017,295)

  

      3,549,241,956   
     

 

 

  

Short-Term Investment 4.8%

      

RidgeWorth Funds Securities Lending Joint Account(b)

      174,954,500         174,954,500   
     

 

 

  

Total Short-Term Investment (Cost $174,954,500)

  

      174,954,500   
     

 

 

  

Money Market Fund 3.3%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(c)

      120,798,657         120,798,657   
     

 

 

  

Total Money Market Fund (Cost $120,798,657)

  

      120,798,657   
     

 

 

  

Total Investments

(Cost $3,332,770,452) — 104.6%

         3,844,995,113   

Liabilities in Excess of Other Assets — (4.6)%

         (167,405,057 ) 
     

 

 

  

Net Assets — 100.0%

       $ 3,677,590,056   
     

 

 

  

 

(a) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $172,265,976.
(b) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2 (i)).
(c) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

 

ADR    – American Depositary Receipt
REIT    – Real Estate Investment Trust
SP ADR    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Select Large Cap Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 99.1%

  

Consumer Discretionary 21.4%

  

Amazon.com, Inc.*

      1,415         564,288   

Bed Bath & Beyond, Inc.*

      5,998         481,639   

Johnson Controls, Inc.

      14,869         762,780   

Las Vegas Sands Corp.

      11,798         930,508   

Lowe’s Cos., Inc.

      16,876         836,206   

NIKE, Inc., CL B

      4,760         374,326   

Priceline.com, Inc.*

      830         964,792   

VF Corp.

      12,750         794,835   
     

 

 

  
        5,709,374   
     

 

 

  

Consumer Staples 9.1%

      

Costco Wholesale Corp.

      4,150         493,891   

Estee Lauder Cos., Inc. (The), Cl A

      10,466         788,299   

Mead Johnson Nutrition Co.

      7,685         643,696   

Whole Foods Market, Inc.

      8,476         490,167   
     

 

 

  
        2,416,053   
     

 

 

  

Energy 5.1%

      

EOG Resources, Inc.

      3,518         590,461   

Halliburton Co.

      15,271         775,003   
     

 

 

  
        1,365,464   
     

 

 

  

Financials 5.8%

      

American Express Co.

      6,578         596,822   

Morgan Stanley

      30,239         948,295   
     

 

 

  
        1,545,117   
     

 

 

  

Health Care 15.5%

      

Alexion Pharmaceuticals, Inc.*

      5,098         678,340   

Biogen Idec, Inc.*

      3,650         1,021,087   

Gilead Sciences, Inc.*

      12,638         949,746   

McKesson Corp.

      4,674         754,384   

Mylan, Inc.*

      16,515         716,751   
     

 

 

  
        4,120,308   
     

 

 

  

Industrials 14.9%

      

Cummins, Inc.

      5,651         796,621   

Fluor Corp.

      9,895         794,470   

Precision Castparts Corp.

      3,243         873,340   

United Parcel Service, Inc., Cl B

      7,619         800,605   

W.W. Grainger, Inc.

      2,765         706,236   
     

 

 

  
        3,971,272   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Information Technology 24.6%

  

Analog Devices, Inc.

      13,651         695,245   

Apple, Inc.

      2,645         1,484,136   

ARM Holdings PLC SP ADR

      9,039         494,795   

ASML Holding NV NYS

      6,401         599,774   

Google, Inc., Cl A*

      1,541         1,727,014   

Visa, Inc., Cl A

      5,037         1,121,639   

Xilinx, Inc.

      9,280         426,138   
     

 

 

  
        6,548,741   
     

 

 

  

Materials 2.7%

      

Monsanto Co.

      6,251         728,554   
     

 

 

  

Total Common Stocks (Cost $16,132,410)

  

      26,404,883   
     

 

 

  

Money Market Fund 0.5%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(a)

      137,402         137,402   
     

 

 

  

Total Money Market Fund (Cost $137,402)

  

      137,402   
     

 

 

  

Total Investments

(Cost $16,269,812) — 99.6%

         26,542,285   

Other Assets in Excess of Liabilities — 0.4%

         106,448   
     

 

 

  

Net Assets — 100.0%

       $ 26,648,733   
     

 

 

  

 

* Non-income producing security.
(a) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

 

NYS    – New York Registered Shares
SP ADR    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Small Cap Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 100.1%

  

Consumer Discretionary 15.2%

  

American Axle & Manufacturing Holdings, Inc.*

      114,566         2,342,875   

Asbury Automotive Group, Inc.*

      27,401         1,472,530   

Beazer Homes USA, Inc.*

      60,392         1,474,773   

Buffalo Wild Wings, Inc.*

      9,853         1,450,362   

Capella Education Co.

      31,673         2,104,354   

Carmike Cinemas, Inc.*

      33,322         927,684   

Five Below, Inc.*(a)

      21,381         923,659   

G-III Apparel Group Ltd.*

      32,332         2,385,778   

HomeAway, Inc.*

      22,951         938,237   

ITT Educational Services, Inc.*(a)

      23,773         798,297   

Krispy Kreme Doughnuts, Inc.*

      68,141         1,314,440   

LIN Media LLC*

      79,209         2,274,090   

Movado Group, Inc.

      21,273         936,225   

Nexstar Broadcasting Group, Inc.

      45,924         2,559,344   

Orient-Express Hotels Ltd.*

      78,544         1,186,800   

Restoration Hardware Holdings, Inc.*

      14,016         943,277   

Ryland Group, Inc. (The)

      11,571         502,297   

Shutterfly, Inc.*

      39,377         2,005,471   

Steven Madden Ltd.*

      51,112         1,870,188   

Tenneco, Inc.*

      36,935         2,089,413   

Zale Corp.*

      57,376         904,819   
     

 

 

  
        31,404,913   
     

 

 

  

Consumer Staples 2.7%

      

Hain Celestial Group, Inc. (The)*

      30,932         2,808,007   

United Natural Foods, Inc.*

      35,491         2,675,666   
     

 

 

  
        5,483,673   
     

 

 

  

Energy 3.3%

      

Helix Energy Solutions Group, Inc.*

      57,900         1,342,122   

Hornbeck Offshore Services, Inc.*

      31,563         1,553,847   

Kodiak Oil & Gas Corp.*

      241,178         2,703,605   

RigNet, Inc.*

      27,728         1,329,003   
     

 

 

  
        6,928,577   
     

 

 

  

Financials 14.3%

      

Cardtronics, Inc.*

      60,970         2,649,147   

Cathay General Bancorp

      74,841         2,000,500   

eHealth, Inc.*

      36,829         1,712,180   

Encore Capital Group, Inc.*

      47,550         2,389,863   

Financial Engines, Inc.

      30,410         2,112,887   

Hanmi Financial Corp.

      63,417         1,388,198   

Hilltop Holdings, Inc.*

      63,795         1,475,578   

 

See Notes to Schedules of Portfolio Investments.

MB Financial, Inc.

      72,705         2,333,103   

MGIC Investment Corp.*

      398,947         3,367,113   

Portfolio Recovery Associates, Inc.*

      54,081         2,857,640   

PrivateBancorp, Inc.

      84,190         2,435,617   

Radian Group, Inc.(a)

      84,933         1,199,254   

Stifel Financial Corp.*

      53,072         2,543,210   

Texas Capital Bancshares, Inc.*

      18,302         1,138,384   
     

 

 

  
        29,602,674   
     

 

 

  

Health Care 17.2%

      

ABIOMED, Inc.*(a)

      60,542         1,618,893   

Acadia Healthcare Co., Inc.*

      48,500         2,295,505   

Air Methods Corp.*

      32,893         1,918,649   

Align Technology, Inc.*

      36,741         2,099,748   

AVANIR Pharmaceuticals, Inc.*(a)

      266,768         896,341   

Celldex Therapeutics, Inc.*

      29,472         713,517   

Endologix, Inc.*

      119,512         2,084,289   

Exelixis, Inc.*(a)

      177,699         1,089,295   

HealthSouth Corp.

      54,752         1,824,337   

HeartWare International, Inc.*

      21,592         2,028,784   

HMS Holdings Corp.*

      41,328         939,385   

ICON PLC*

      48,105         1,943,923   

Impax Laboratories, Inc.*

      36,813         925,479   

Keryx Biopharmaceuticals, Inc.*(a)

      95,627         1,238,370   

LifePoint Hospitals, Inc.*

      26,700         1,410,828   

Medicines Co. (The)*

      52,926         2,044,002   

Medidata Solutions, Inc.*

      49,778         3,015,054   

Neogen Corp.*

      12,290         561,653   

NPS Pharmaceuticals, Inc.*

      53,633         1,628,298   

NuVasive, Inc.*

      48,019         1,552,454   

Questcor Pharmaceuticals, Inc.(a)

      27,874         1,517,739   

Team Health Holdings, Inc.*

      50,067         2,280,552   
     

 

 

  
        35,627,095   
     

 

 

  

Industrials 18.7%

      

AAR Corp.

      46,852         1,312,324   

Astronics Corp.*

      12,446         634,746   

Chart Industries, Inc.*

      13,903         1,329,683   

Corporate Executive Board Co. (The)

      24,084         1,864,824   

EMCOR Group, Inc.

      17,035         722,965   

H&E Equipment Services, Inc.*

      67,274         1,993,329   

HEICO Corp.

      35,517         2,058,210   

InnerWorkings, Inc.*(a)

      125,242         975,635   

JetBlue Airways Corp.*(a)

      110,719         946,647   

Kforce, Inc.

      107,473         2,198,898   

MasTec, Inc.*

      47,407         1,551,157   

Mueller Water Products, Inc., Cl A

      242,813         2,275,158   

Polypore International, Inc.*(a)

      32,137         1,250,129   

Powell Industries, Inc.

      26,540         1,777,915   

Power Solutions International, Inc.*

      10,436         783,744   

Proto Labs, Inc.*(a)

      17,984         1,280,101   

 

See Notes to Schedules of Portfolio Investments.

Rexnord Corp.*

      69,429         1,875,277   

Simpson Manufacturing Co., Inc.

      83,157         3,054,357   

Spirit Airlines, Inc.*

      43,205         1,961,939   

Steelcase, Inc., CL A

      76,825         1,218,444   

Taser International, Inc.*

      73,943         1,174,215   

Terex Corp.

      20,115         844,629   

Trimas Corp.*

      45,046         1,796,885   

TrueBlue, Inc.*

      54,568         1,406,763   

Universal Forest Products, Inc.

      47,590         2,481,343   
     

 

 

  
        38,769,317   
     

 

 

  

Information Technology 22.7%

      

Aspen Technology, Inc.*

      67,720         2,830,696   

Bottomline Technologies, Inc.*

      73,358         2,652,625   

CommVault Systems, Inc.*

      33,836         2,533,640   

Cornerstone OnDemand, Inc.*

      40,407         2,155,309   

CoStar Group, Inc.*

      9,146         1,688,169   

Covisint Corp.*

      21,291         267,202   

Ellie Mae, Inc.*

      69,020         1,854,567   

Euronet Worldwide, Inc.*

      19,083         913,122   

Guidewire Software, Inc.*

      28,952         1,420,675   

Heartland Payment Systems, Inc.

      55,033         2,742,845   

Imperva, Inc.*

      26,901         1,294,745   

Infoblox, Inc.*

      66,942         2,210,425   

Integrated Device Technology, Inc.*

      159,804         1,628,403   

Jive Software, Inc.*(a)

      50,304         565,920   

Marketo, Inc.*(a)

      20,788         770,611   

MAXIMUS, Inc.

      22,036         969,364   

Move, Inc.*

      73,661         1,177,839   

OpenTable, Inc.*

      16,425         1,303,652   

Proofpoint, Inc.*

      20,695         686,453   

PROS Holdings, Inc.*

      55,286         2,205,911   

QLIK Technologies, Inc.*

      68,421         1,822,051   

Qualys, Inc.*

      33,977         785,209   

SciQuest, Inc.*

      23,386         666,033   

Stratasys Ltd.*(a)

      15,477         2,084,752   

Synaptics, Inc.*(a)

      36,245         1,877,853   

Trulia, Inc.*(a)

      46,552         1,641,889   

Ultimate Software Group, Inc.*

      18,095         2,772,516   

Universal Display Corp.*

      28,846         991,149   

Yelp, Inc.*

      17,085         1,178,011   

Zillow, Inc.*(a)

      14,182         1,159,095   
     

 

 

  
        46,850,731   
     

 

 

  

Materials 4.0%

      

Flotek Industries, Inc.*

      91,061         1,827,594   

HB Fuller Co.

      46,605         2,425,324   

Headwaters, Inc.*

      134,880         1,320,475   

LSB Industries, Inc.*

      29,929         1,227,688   

US Silica Holdings, Inc.(a)

      42,371         1,445,275   
     

 

 

  
        8,246,356   
     

 

 

  

 

 

See Notes to Schedules of Portfolio Investments.

Telecommunication Services 2.0%

  

8x8, Inc.*

      181,891         1,848,013   

Cogent Communications Group, Inc.

      54,390         2,197,900   
     

 

 

  
        4,045,913   
     

 

 

  

Total Common Stocks (Cost $144,042,994)

  

      206,959,249   
     

 

 

  

Short-Term Investment 8.9%

      

RidgeWorth Funds Securities Lending Joint Account(b)

      18,522,607         18,522,607   
     

 

 

  

Total Short-Term Investment (Cost $18,522,607)

  

      18,522,607   
     

 

 

  

Money Market Fund 0.3%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(c)

      559,731         559,731   
     

 

 

  

Total Money Market Fund (Cost $559,731)

  

      559,731   
     

 

 

  

Total Investments

(Cost $163,125,332) — 109.3%

         226,041,587   

Liabilities in Excess of Other Assets — (9.3)%

         (19,293,549 ) 
     

 

 

  

Net Assets — 100.0%

       $ 206,748,038   
     

 

 

  

 

* Non-income producing security.
(a) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $18,177,656.
(b) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2(i)).
(c) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Small Cap Value Equity Fund

 

     Shares      Value($)  

Common Stocks 99.5%

  

Consumer Discretionary 21.5%

  

AMC Entertainment Holdings, Inc., CL A*

      984,479         20,231,043   

Arcos Dorados Holdings, Inc., Cl A

      2,524,600         30,598,152   

Brunswick Corp.

      373,700         17,212,622   

Chico’s FAS, Inc.

      1,735,600         32,698,704   

CST Brands, Inc.

      245,600         9,018,432   

Destination Maternity Corp.

      158,729         4,742,823   

Einstein Noah Restaurant Group, Inc.

      149,400         2,166,300   

Guess?, Inc.

      1,760,854         54,709,734   

HSN, Inc.

      987,300         61,508,790   

Lithia Motors, Inc., Cl A

      320,800         22,269,936   

Meredith Corp.

      603,900         31,282,020   

NutriSystem, Inc.

      449,650         7,392,246   

Scholastic Corp.

      528,700         17,981,087   

Sonic Automotive, Inc., Cl A

      796,200         19,490,976   

Sotheby’s

      329,900         17,550,680   

Thor Industries, Inc.

      669,600         36,982,008   
     

 

 

  
        385,835,553   
     

 

 

  

Consumer Staples 3.5%

      

Casey’s General Stores, Inc.

      126,600         8,893,650   

Harris Teeter Supermarkets, Inc.

      545,700         26,930,295   

WD-40 Co.

      349,250         26,081,990   
     

 

 

  
        61,905,935   
     

 

 

  

Energy 7.2%

      

Bristow Group, Inc.

      533,600         40,052,016   

CARBO Ceramics, Inc.

      485,200         56,540,356   

LinnCo LLC

      443,472         13,663,372   

Patterson-UTI Energy, Inc.

      772,700         19,564,764   
     

 

 

  
        129,820,508   
     

 

 

  

Financials 22.6%

      

Alexander & Baldwin, Inc.

      57,426         2,396,387   

American Realty Capital Properties, Inc., REIT

      1,306,500         16,801,590   

Banco Latinoamericano de Expectaciones SA, Cl E

      249,750         6,997,995   

Bank of Hawaii Corp.

      402,600         23,809,764   

Campus Crest Communities, Inc. REIT

      1,037,800         9,765,698   

Cash America International, Inc.

      989,050         37,880,615   

CubeSmart, REIT

      2,205,646         35,157,997   

Evercore Partners, Inc., Cl A

      557,450         33,324,361   

Hanover Insurance Group, Inc. (The)

      672,250         40,140,047   

HCC Insurance Holdings, Inc.

      864,200         39,874,188   

Horace Mann Educators Corp.

      591,400         18,652,756   

 

See Notes to Schedules of Portfolio Investments.

JMP Group, Inc.

      561,400         4,154,360   

Monmouth Real Estate Investment Corp., Cl A REIT

      107,000         972,630   

National Retail Properties, Inc. REIT

      162,250         4,921,043   

Oppenheimer Holdings, Inc., Cl A

      189,100         4,685,898   

Parkway Properties, Inc., REIT

      700,900         13,520,361   

Protective Life Corp.

      318,600         16,140,276   

StanCorp Financial Group, Inc.

      979,300         64,878,625   

Trust Co Bank Corp. NY

      396,300         2,845,434   

UMB Financial Corp.

      465,050         29,893,414   
     

 

 

  
        406,813,439   
     

 

 

  

Health Care 4.4%

      

Ensign Group, Inc.

      192,300         8,513,121   

Landauer, Inc.

      275,200         14,478,272   

STERIS Corp.

      812,253         39,028,756   

Teleflex, Inc.

      179,645         16,861,480   
     

 

 

  
        78,881,629   
     

 

 

  

Industrials 25.0%

      

A.O. Smith Corp.

      782,725         42,220,187   

ABM Industries, Inc.

      629,800         18,005,982   

Barnes Group, Inc.

      140,600         5,386,386   

China Yuchai International Ltd.

      114,200         2,383,354   

CLARCOR, Inc.

      497,200         31,994,820   

Corrections Corp. of America

      502,648         16,119,921   

EMCOR Group, Inc.

      536,300         22,760,572   

Granite Construction, Inc.

      259,300         9,070,314   

Great Lakes Dredge & Dock Corp.*

      1,048,600         9,647,120   

Grupo Aeroportuario del Pacifico SA de CV SP ADR

      252,076         13,415,485   

Grupo Aeroportuario del Sureste SAB de CV ADR

      46,900         5,845,147   

Harsco Corp.

      257,200         7,209,316   

Herman Miller, Inc.

      1,229,700         36,300,744   

Interface, Inc.

      2,163,271         47,505,431   

Knoll, Inc.

      852,100         15,601,951   

Lennox International, Inc.

      117,124         9,962,567   

Luxfer Holdings PLC ADR

      174,300         3,635,898   

Macquarie Infrastructure Co. LLC

      322,300         17,542,789   

Manitowoc Co., Inc. (The)

      644,100         15,020,412   

Mine Safety Appliances Co.

      369,256         18,909,600   

Mueller Water Products, Inc., Cl A

      1,669,700         15,645,089   

Progressive Waste Solutions Ltd.

      1,974,424         48,866,994   

Ritchie Bros Auctioneers, Inc.

      449,100         10,297,863   

Sun Hydraulics Corp.

      69,500         2,837,685   

Tennant Co.

      148,300         10,056,223   

Viad Corp.

      504,300         14,009,454   
     

 

 

  
        450,251,304   
     

 

 

  

Information Technology 9.3%

      

Black Box Corp.

      258,950         7,716,710   

Daktronics, Inc.

      755,900         11,852,512   

DST Systems, Inc.

      106,760         9,687,402   

Fair Isaac Corp.

      628,300         39,482,372   

 

See Notes to Schedules of Portfolio Investments.

FEI Co.

      358,700         32,053,432   

FLIR Systems, Inc.

      1,020,900         30,729,090   

Plantronics, Inc.

      779,350         36,200,808   
     

 

 

  
        167,722,326   
     

 

 

  

Materials 5.4%

      

A. Schulman, Inc.

      456,300         16,089,138   

Cabot Corp.

      802,200         41,233,080   

Carpenter Technology Corp.

      365,600         22,740,320   

Globe Specialty Metals, Inc.

      199,400         3,591,194   

Haynes International, Inc.

      159,900         8,832,876   

Hecla Mining Co.

      1,557,400         4,796,792   
     

 

 

  
        97,283,400   
     

 

 

  

Utilities 0.6%

      

Avista Corp.

      58,350         1,644,887   

California Water Service Group

      426,500         9,839,355   
     

 

 

  
        11,484,242   
     

 

 

  

Total Common Stocks (Cost $1,273,585,067)

  

      1,789,998,336   
     

 

 

  

Money Market Fund 0.8%

      

State Street Institutional Liquid Reserves Fund, Institutional Class, 0.06%(a)

      13,630,690         13,630,690   
     

 

 

  

Total Money Market Fund (Cost $13,630,690)

         13,630,690   
     

 

 

  

Total Investments

(Cost $1,287,215,757) — 100.3%

         1,803,629,026   

Liabilities in Excess of Other Assets — (0.3)%

         (5,329,465 ) 
     

 

 

  

Net Assets — 100.0%

       $ 1,798,299,561   
     

 

 

  

 

* Non-income producing security.
(a) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

 

ADR    – American Depositary Receipt
REIT    – Real Estate Investment Trust
SP ADR    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Aggressive Growth Allocation Strategy

 

     Shares      Value($)  

Equity Funds 73.8%(a)

  

RidgeWorth International Equity Fund

      116,349         1,427,599   

RidgeWorth International Equity Index Fund

      5,009         27,848   

RidgeWorth Large Cap Growth Stock Fund*

      620,345         5,967,722   

RidgeWorth Large Cap Value Equity Fund

      262,920         4,403,915   

RidgeWorth Mid-Cap Value Equity Fund

      135,998         1,853,651   

RidgeWorth Select Large Cap Growth Stock Fund*

      5,760         166,131   

RidgeWorth Small Cap Growth Stock Fund*

      49,050         851,510   

RidgeWorth Small Cap Value Equity Fund

      43,985         786,009   
     

 

 

  

Total Equity Funds (Cost $12,352,051)

  

      15,484,385   
     

 

 

  

Fixed Income Funds 9.9%(a)

      

RidgeWorth Corporate Bond Fund

      482         4,128   

RidgeWorth High Income Fund

      18,532         131,949   

RidgeWorth Intermediate Bond Fund

      151         1,459   

RidgeWorth Seix Floating Rate High Income Fund

      14,972         135,647   

RidgeWorth Seix High Yield Fund

      14,505         141,861   

RidgeWorth Total Return Bond Fund

      152,925         1,567,485   

RidgeWorth U.S. Government Securities Ultra-Short Bond Fund

      8,199         82,895   
     

 

 

  

Total Fixed Income Funds (Cost $2,153,999)

  

      2,065,424   
     

 

 

  

Exchange Traded Funds 15.5%

      

Consumer Discretionary Select Sector SPDR Fund

      1,181         78,926   

Consumer Staples Select Sector SPDR Fund

      1,015         43,625   

Energy Select Sector SPDR Fund

      891         78,862   

Financial Select Sector SPDR Fund

      5,276         115,333   

Health Care Select Sector SPDR Fund

      1,761         97,630   

Industrial Select Sector SPDR Fund

      1,500         78,390   

iShares Barclays 20+ Year Treasury Bond Fund

      737         75,071   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      29         3,187   

iShares Core S&P 500 Fund

      9,981         1,852,973   

iShares Core Total U.S. Bond Market Fund

      1,741         185,295   

iShares Dow Jones U.S. Real Estate Index Fund

      229         14,447   

iShares MSCI EAFE Fund

      2,193         147,062   

iShares MSCI Emerging Markets Index Fund

      6,088         254,296   

iShares Russell 2000 Index Fund

      330         38,052   

Market Vectors Gold Miners Fund

      281         5,935   

Materials Select Sector SPDR Fund

      571         26,392   

Technology Select Sector SPDR Fund

      4,132         147,678   

Utilities Select Sector SPDR Fund

      116         4,404   
     

 

 

  

Total Exchange Traded Funds (Cost $2,371,185)

  

      3,247,558   
     

 

 

  

 

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.9%

  

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)

      194,559         194,559   
     

 

 

  

Total Money Market Fund (Cost $194,559)

  

      194,559   
     

 

 

  

Total Investments

(Cost $17,071,794) — 100.1%

         20,991,926   

Liabilities in Excess of Other Assets — (0.1)%

         (12,088 ) 
     

 

 

  

Net Assets — 100.0%

       $ 20,979,838   
     

 

 

  

 

* Non-income producing security.
(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

 

MSCI    – Morgan Stanley Capital International
SPDR    – Standard & Poor’s Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Conservative Allocation Strategy

 

     Shares      Value($)  

Equity Funds 32.0%(a)

  

RidgeWorth International Equity Fund

      135,520         1,662,831   

RidgeWorth International Equity Index Fund

      8,364         46,506   

RidgeWorth Large Cap Growth Stock Fund*

      678,596         6,528,096   

RidgeWorth Large Cap Value Equity Fund

      328,438         5,501,339   

RidgeWorth Mid-Cap Value Equity Fund

      165,709         2,258,617   

RidgeWorth Select Large Cap Growth Stock Fund*

      33,742         973,115   

RidgeWorth Small Cap Growth Stock Fund*

      58,954         1,023,443   

RidgeWorth Small Cap Value Equity Fund

      53,457         955,284   
     

 

 

  

Total Equity Funds (Cost $16,283,452)

  

      18,949,231   
     

 

 

  

Fixed Income Funds 57.5%(a)

      

RidgeWorth Corporate Bond Fund

      9,928         85,087   

RidgeWorth High Income Fund

      296,168         2,108,716   

RidgeWorth Intermediate Bond Fund

      1,332         12,894   

RidgeWorth Seix Floating Rate High Income Fund

      230,348         2,086,951   

RidgeWorth Seix High Yield Fund

      223,025         2,181,180   

RidgeWorth Total Return Bond Fund

      2,562,152         26,262,062   

RidgeWorth U.S. Government Securities Ultra-Short Bond Fund

      126,927         1,283,233   
     

 

 

  

Total Fixed Income Funds (Cost $34,908,572)

  

      34,020,123   
     

 

 

  

Exchange Traded Funds 9.6%

      

Consumer Discretionary Select Sector SPDR Fund

      1,223         81,733   

Consumer Staples Select Sector SPDR Fund

      1,057         45,430   

Energy Select Sector SPDR Fund

      956         84,616   

Financial Select Sector SPDR Fund

      5,637         123,225   

Health Care Select Sector SPDR Fund

      1,901         105,391   

Industrial Select Sector SPDR Fund

      1,574         82,257   

iShares Barclays 20+ Year Treasury Bond Fund

      10,624         1,082,161   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      309         33,959   

iShares Core S&P 500 Fund

      11,839         2,197,910   

iShares Core Total U.S. Bond Market Fund

      9,610         1,022,792   

iShares Dow Jones U.S. Real Estate Index Fund

      304         19,179   

iShares MSCI EAFE Fund

      4,036         270,654   

iShares MSCI Emerging Markets Index Fund

      6,737         281,405   

iShares Russell 2000 Index Fund

      528         60,884   

Market Vectors Gold Miners Fund

      235         4,963   

Materials Select Sector SPDR Fund

      584         26,993   

Technology Select Sector SPDR Fund

      4,483         160,222   

Utilities Select Sector SPDR Fund

      171         6,493   
     

 

 

  

Total Exchange Traded Funds (Cost $4,826,678)

  

      5,690,267   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.9%

  

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)

      509,592         509,592   
     

 

 

  

Total Money Market Fund (Cost $509,592)

  

      509,592   
     

 

 

  

Total Investments

(Cost $56,528,294) — 100.0%

         59,169,213   

Liabilities in Excess of Other Assets — (0.0)%(c)

         (14,886 ) 
     

 

 

  

Net Assets — 100.0%

       $ 59,154,327   
     

 

 

  

 

* Non-income producing security.
(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.
(c) Less than 0.05% of Net Assets.

 

Investment Abbreviations

 

MSCI

    – Morgan Stanley Capital International

SPDR

    – Standard & Poor’s Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Growth Allocation Strategy

 

     Shares      Value($)  

Equity Funds 65.4%(a)

  

RidgeWorth International Equity Fund

      301,971         3,705,180   

RidgeWorth International Equity Index Fund

      7,110         39,531   

RidgeWorth Large Cap Growth Stock Fund*

      1,569,938         15,102,807   

RidgeWorth Large Cap Value Equity Fund

      741,476         12,419,726   

RidgeWorth Mid-Cap Value Equity Fund

      378,039         5,152,675   

RidgeWorth Select Large Cap Growth Stock Fund*

      67,521         1,947,306   

RidgeWorth Small Cap Growth Stock Fund*

      134,836         2,340,751   

RidgeWorth Small Cap Value Equity Fund

      122,119         2,182,273   
     

 

 

  

Total Equity Funds (Cost $34,087,786)

  

      42,890,249   
     

 

 

  

Fixed Income Funds 19.7%(a)

      

RidgeWorth Corporate Bond Fund

      1,244         10,659   

RidgeWorth High Income Fund

      103,441         736,498   

RidgeWorth Intermediate Bond Fund

      163         1,573   

RidgeWorth Seix Floating Rate High Income Fund

      87,901         796,386   

RidgeWorth Seix High Yield Fund

      90,795         887,977   

RidgeWorth Total Return Bond Fund

      970,607         9,948,720   

RidgeWorth U.S. Government Securities Ultra-Short Bond Fund

      51,673         522,417   
     

 

 

  

Total Fixed Income Funds (Cost $12,777,136)

  

      12,904,230   
     

 

 

  

Exchange Traded Funds 14.5%

      

Consumer Discretionary Select Sector SPDR Fund

      3,137         209,646   

Consumer Staples Select Sector SPDR Fund

      2,883         123,911   

Energy Select Sector SPDR Fund

      2,472         218,797   

Financial Select Sector SPDR Fund

      14,677         320,839   

Health Care Select Sector SPDR Fund

      4,975         275,814   

Industrial Select Sector SPDR Fund

      4,173         218,081   

iShares Barclays 20+ Year Treasury Bond Fund

      4,161         423,839   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      352         38,685   

iShares Core S&P 500 Fund

      27,138         5,038,170   

iShares Core Total U.S. Bond Market Fund

      5,045         536,939   

iShares Dow Jones U.S. Real Estate Index Fund

      659         41,576   

iShares MSCI EAFE Fund

      11,386         763,545   

iShares MSCI Emerging Markets Index Fund

      15,929         665,354   

iShares Russell 2000 Index Fund

      1,309         150,941   

Market Vectors Gold Miners Fund

      816         17,234   

Materials Select Sector SPDR Fund

      1,435         66,326   

Technology Select Sector SPDR Fund

      11,554         412,940   

Utilities Select Sector SPDR Fund

      416         15,796   
     

 

 

  

Total Exchange Traded Funds (Cost $7,334,057)

  

      9,538,433   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 1.2%

  

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)

      767,835         767,835   
     

 

 

  

Total Money Market Fund (Cost $767,835)

  

      767,835   
     

 

 

  

Total Investments

(Cost $54,966,814) — 100.8%

         66,100,747   

Liabilities in Excess of Other Assets — (0.8)%

         (543,357 ) 
     

 

 

  

Net Assets — 100.0%

       $ 65,557,390   
     

 

 

  

 

* Non-income producing security.
(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

Investment Abbreviations

 

MSCI

    – Morgan Stanley Capital International

SPDR

    – Standard & Poor’s Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Moderate Allocation Strategy

 

     Shares      Value($)  

Equity Funds 48.7%(a)

  

RidgeWorth International Equity Fund

      564,361         6,924,707   

RidgeWorth International Equity Index Fund

      13,499         75,055   

RidgeWorth Large Cap Growth Stock Fund*

      2,891,466         27,815,902   

RidgeWorth Large Cap Value Equity Fund

      1,358,878         22,761,208   

RidgeWorth Mid-Cap Value Equity Fund

      690,994         9,418,252   

RidgeWorth Select Large Cap Growth Stock Fund*

      118,307         3,411,972   

RidgeWorth Small Cap Growth Stock Fund*

      243,069         4,219,678   

RidgeWorth Small Cap Value Equity Fund

      219,977         3,930,990   
     

 

 

  

Total Equity Funds (Cost $63,955,079)

  

      78,557,764   
     

 

 

  

Fixed Income Funds 38.9%(a)

      

RidgeWorth Corporate Bond Fund

      3,563         30,532   

RidgeWorth High Income Fund

      521,414         3,712,471   

RidgeWorth Intermediate Bond Fund

      1,348         13,050   

RidgeWorth Seix Floating Rate High Income Fund

      416,741         3,775,674   

RidgeWorth Seix High Yield Fund

      431,268         4,217,796   

RidgeWorth Total Return Bond Fund

      4,755,991         48,748,905   

RidgeWorth U.S. Government Securities Ultra-Short Bond Fund

      228,873         2,313,903   
     

 

 

  

Total Fixed Income Funds (Cost $62,704,862)

  

      62,812,331   
     

 

 

  

Exchange Traded Funds 11.7%

      

Consumer Discretionary Select Sector SPDR Fund

      4,971         332,212   

Consumer Staples Select Sector SPDR Fund

      4,473         192,250   

Energy Select Sector SPDR Fund

      4,016         355,456   

Financial Select Sector SPDR Fund

      23,499         513,688   

Health Care Select Sector SPDR Fund

      7,917         438,918   

Industrial Select Sector SPDR Fund

      6,690         349,619   

iShares Barclays 20+ Year Treasury Bond Fund

      18,708         1,905,597   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      1,274         140,013   

iShares Core S&P 500 Fund

      50,610         9,395,747   

iShares Core Total U.S. Bond Market Fund

      15,425         1,641,683   

iShares Dow Jones U.S. Real Estate Index Fund

      1,239         78,169   

iShares MSCI EAFE Fund

      18,257         1,224,314   

iShares MSCI Emerging Markets Index Fund

      28,598         1,194,538   

iShares Russell 2000 Index Fund

      3,161         364,495   

Market Vectors Gold Miners Fund

      484         10,222   

Materials Select Sector SPDR Fund

      2,567         118,647   

Technology Select Sector SPDR Fund

      18,703         668,445   

Utilities Select Sector SPDR Fund

      534         20,276   
     

 

 

  

Total Exchange Traded Funds (Cost $14,579,256)

  

      18,944,289   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 1.0%

  

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)

      1,600,376         1,600,376   
     

 

 

  

Total Money Market Fund (Cost $1,600,376)

  

      1,600,376   
     

 

 

  

Total Investments

(Cost $142,839,573) — 100.3%

         161,914,760   

Liabilities in Excess of Other Assets — (0.3)%

         (522,847 ) 
     

 

 

  

Net Assets — 100.0%

       $ 161,391,913   
     

 

 

  

 

* Non-income producing security.
(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

Investment Abbreviations

 

MSCI

    – Morgan Stanley Capital International

SPDR

    – Standard & Poor’s Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Core Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 3.0%

      

Credit Card 1.4%

      

Capital One Multi-Asset Execution Trust, Series 2006-B1, Cl B1, 0.447%, 01/15/19(a)

      823,000         814,206   

Citibank Credit Card Issuance Trust, Series 2013-A11, Cl A11, 0.408%, 02/07/18(a)

      2,256,000         2,256,623   
     

 

 

  
        3,070,829   
     

 

 

  

Home Equity 0.8%

      

Ameriquest Mortgage Securities, Inc., Series 2005-R5, Cl M1, 0.595%, 07/25/35(a)

      1,857,000         1,825,073   
     

 

 

  

Other 0.8%

      

Domino’s Pizza Master Issuer LLC, Series 2012-1A, Cl A2, 5.216%, 01/25/42(b)

      1,668,034         1,768,017   
     

 

 

  

Total Asset-Backed Securities (Cost $6,508,690)

         6,663,919   
     

 

 

  

Collateralized Mortgage Obligations 7.9%

      

Agency Collateralized Mortgage Obligations 5.4%

      

Federal Home Loan Mortgage Corporation

      

Series 3768, Cl CB, 3.500%, 12/15/25

      36,000         35,755   

Series 3788, Cl YB, 3.500%, 01/15/26

      5,200,000         5,224,081   

Series 3800, Cl CB, 3.500%, 02/15/26

      42,000         41,314   

Series 3806, Cl L, 3.500%, 02/15/26

      399,000         393,574   

Series 3877, Cl LM, 3.500%, 06/15/26

      26,000         25,576   

Series 3950, Cl YB, 3.000%, 11/15/26

      626,000         578,989   

Series 3980, Cl LG, 3.000%, 01/15/27

      2,536,000         2,298,559   

Series 4065, Cl CL, 3.000%, 06/15/27

      838,000         749,969   

Series 4077, Cl B, 3.000%, 07/15/27

      731,000         654,893   
     

 

 

  
        10,002,710   
     

 

 

  

Federal National Mortgage Association

      

Series 2012-100, Cl EW, REMIC, 3.000%, 09/25/27

      500,941         439,421   

Series 2012-17, Cl BC, 3.500%, 03/25/27

      1,379,000         1,321,959   
     

 

 

  
        1,761,380   
     

 

 

  
        11,764,090   
     

 

 

  

Commercial Mortgage Backed Securities 2.5%

      

GS Mortgage Securities Corp. II

      

Series 2012-ALOH, Cl A, 3.551%, 04/10/34(b)

      746,000         733,478   

Series 2012-BWTR, Cl B, 3.255%, 11/05/34(b)

      1,195,000         1,099,651   
     

 

 

  
        1,833,129   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Corp.

      

Series 2010-C2, Cl C, 5.508%, 11/15/43(a)(b)

      906,000         981,892   
     

 

 

  

Merrill Lynch Mortgage Trust

      

Series 2005-LC1, Cl AM, 5.308%, 01/12/44(a)

      1,146,000         1,222,981   
     

 

 

  

OBP Depositor LLC Trust

      

Series 2010-OBP, Cl A, 4.646%, 07/15/45(b)

      866,000         939,145   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

WFRBS Commercial Mortgage Trust

      

Series 2011-C2, Cl B, 5.174%, 02/15/44(a)(b)

      478,000         513,450   
     

 

 

  
        5,490,597   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $18,257,766)

         17,254,687   
     

 

 

  

Corporate Bonds 25.3%

      

Agriculture 0.4%

      

Japan Tobacco, Inc., 2.100%, 07/23/18(b)

      893,000         890,531   
     

 

 

  

Airlines 0.6%

      

American Airlines Pass Through Trust, 4.950%, 07/15/24(b)

      1,370,000         1,428,225   
     

 

 

  

Auto Manufacturers 0.4%

      

Daimler Finance N.A. LLC, 3.875%, 09/15/21(b)

      434,000         437,993   

Volkswagen International Finance, 2.375%, 03/22/17(b)

      490,000         502,695   
     

 

 

  
        940,688   
     

 

 

  

Banks 4.8%

      

BNP Paribas SA, 2.400%, 12/12/18, MTN

      822,000         822,523   

Citigroup, Inc., 2.500%, 09/26/18

      1,063,000         1,068,365   

Citigroup, Inc., 6.675%, 09/13/43

      319,000         367,050   

Fifth Third Bank, 1.450%, 02/28/18

      885,000         862,356   

Goldman Sachs Group, Inc. (The), 2.900%, 07/19/18

      993,000         1,010,550   

HSBC Bank PLC, 3.500%, 06/28/15(b)

      575,000         599,338   

Huntington National Bank (The), 1.300%, 11/20/16

      602,000         602,091   

JPMorgan Chase & Co., 1.625%, 05/15/18

      1,110,000         1,086,912   

KeyBank NA, 1.650%, 02/01/18

      831,000         817,219   

Lloyds Bank PLC, 2.300%, 11/27/18

      304,000         303,211   

Morgan Stanley, 5.000%, 11/24/25

      1,267,000         1,270,788   

PNC Bank NA, 0.800%, 01/28/16

      888,000         885,920   

Wells Fargo & Co., 1.250%, 02/13/15, MTN

      757,000         763,250   
     

 

 

  
        10,459,573   
     

 

 

  

Beverages 0.3%

      

SABMiller Holdings, Inc., 2.450%, 01/15/17(b)

      683,000         699,382   
     

 

 

  

Chemicals 0.4%

      

Dow Chemical Co. (The), 4.375%, 11/15/42

      277,000         243,215   

Praxair, Inc., 4.625%, 03/30/15

      532,000         558,896   
     

 

 

  
        802,111   
     

 

 

  

Commercial Services 0.8%

      

ERAC USA Finance LLC, 2.750%, 03/15/17(b)

      334,000         343,544   

ERAC USA Finance LLC, 5.250%, 10/01/20(b)

      516,000         567,337   

ERAC USA Finance LLC, 5.600%, 05/01/15(b)

      757,000         804,013   
     

 

 

  
        1,714,894   
     

 

 

  

Computers 0.5%

      

Apple, Inc., 3.850%, 05/04/43

      237,000         197,996   

IBM Corp., 0.875%, 10/31/14

      993,000         997,013   
     

 

 

  
        1,195,009   
     

 

 

  

Diversified Financial Services 3.2%

      

American Express Credit Corp., 2.375%, 03/24/17, MTN

      327,000         336,116   

CME Group, Inc., 5.750%, 02/15/14

      384,000         386,251   

Ford Motor Credit Co. LLC, 4.375%, 08/06/23

      349,000         350,870   

Ford Motor Credit Co. LLC, 5.000%, 05/15/18

      942,000         1,049,302   

General Electric Capital Corp., Series B, 6.250%, 12/15/22, Series B(a)(c)

      864,000         892,080   

General Electric Capital Corp., Series C, 5.250%, 06/15/23, Series C(a)(c)

      600,000         564,000   

John Deere Capital Corp., 1.250%, 12/02/14, MTN

      524,000         528,629   

 

See Notes to Schedules of Portfolio Investments.

Lazard Group LLC, 4.250%, 11/14/20

      848,000         846,160   

MassMutual Global Funding LLC, 2.000%, 04/05/17(b)

      476,000         477,399   

PACCAR Financial Corp., 1.550%, 09/29/14, MTN

      693,000         698,816   

Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN

      310,000         322,382   

Woodside Finance Ltd., 4.600%, 05/10/21(b)

      492,000         515,228   
     

 

 

  
        6,967,233   
     

 

 

  

Electric 0.4%

      

Dominion Resources, Inc., 1.950%, 08/15/16

      251,000         255,153   

Exelon Generation Co. LLC, 6.200%, 10/01/17

      286,000         323,193   

MidAmerican Energy Holdings Co., 6.125%, 04/01/36

      228,000         259,023   
     

 

 

  
        837,369   
     

 

 

  

Electronics 0.4%

      

Agilent Technologies, Inc., 3.875%, 07/15/23

      848,000         803,745   
     

 

 

  

Healthcare - Products 0.1%

      

Becton Dickinson and Co., 3.250%, 11/12/20

      150,000         149,760   
     

 

 

  

Healthcare - Services 0.3%

      

Howard Hughes Medical Institute, 3.500%, 09/01/23

      415,000         408,094   

WellPoint, Inc., 5.100%, 01/15/44

      202,000         200,313   
     

 

 

  
        608,407   
     

 

 

  

Insurance 1.6%

      

Allstate Corp. (The), 5.750%, 08/15/53(a)

      497,000         500,728   

American International Group, Inc., 5.850%, 01/16/18, MTN

      718,000         823,582   

Arch Capital Group US, Inc., 5.144%, 11/01/43

      411,000         410,956   

Berkshire Hathaway, Inc., 3.200%, 02/11/15

      665,000         685,414   

Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)

      288,000         292,009   

Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)

      835,000         895,251   
     

 

 

  
        3,607,940   
     

 

 

  

Internet 0.1%

      

eBay, Inc., 4.000%, 07/15/42

      131,000         110,938   
     

 

 

  

Media 0.3%

      

Comcast Corp., 4.650%, 07/15/42

      368,000         342,463   

Time Warner, Inc., 4.900%, 06/15/42

      317,000         300,925   
     

 

 

  
        643,388   
     

 

 

  

Mining 2.5%

      

Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20

      185,000         187,346   

Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39

      1,331,000         1,151,640   

Barrick International Barbados Corp., 6.350%, 10/15/36(b)

      685,000         613,856   

Barrick North America Finance LLC, 5.750%, 05/01/43

      163,000         146,570   

BHP Billiton Finance USA Ltd., 1.125%, 11/21/14

      542,000         545,902   

Kinross Gold Corp., 5.125%, 09/01/21(d)

      1,237,000         1,181,735   

Newmont Mining Corp., 6.250%, 10/01/39

      1,857,000         1,642,554   
     

 

 

  
        5,469,603   
     

 

 

  

Miscellaneous Manufacturer 0.3%

      

3M Co., 1.375%, 09/29/16

      250,000         253,719   

General Electric Co., 4.125%, 10/09/42

      250,000         230,965   

General Electric Co., 5.250%, 12/06/17

      233,000         263,742   
     

 

 

  
        748,426   
     

 

 

  

Oil & Gas 0.3%

      

BP Capital Markets PLC, 2.248%, 11/01/16

      387,000         400,491   

Ensco PLC, 4.700%, 03/15/21

      310,000         327,900   
     

 

 

  
        728,391   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Oil & Gas Services 0.5%

  

Schlumberger Investment SA, 3.300%, 09/14/21(b)

      375,000         372,824   

Weatherford International Ltd., 5.125%, 09/15/20

      224,000         240,634   

Weatherford International Ltd., 5.950%, 04/15/42

      319,000         319,619   

Weatherford International Ltd., 6.500%, 08/01/36

      197,000         205,469   
     

 

 

  
        1,138,546   
     

 

 

  

Pharmaceuticals 0.7%

  

Express Scripts Holding Co., 2.650%, 02/15/17

      347,000         357,644   

Mylan, Inc., 1.800%, 06/24/16(b)

      265,000         270,156   

Novartis Securities Investment Ltd., 5.125%, 02/10/19

      208,000         235,533   

Perrigo Co. PLC, 5.300%, 11/15/43(b)

      343,000         336,670   

Zoetis, Inc., 4.700%, 02/01/43

      267,000         249,554   
     

 

 

  
        1,449,557   
     

 

 

  

Pipelines 0.7%

  

Enterprise Products Operating LLC, 4.850%, 03/15/44

      476,000         447,631   

Kinder Morgan Energy Partners LP, 5.000%, 08/15/42

      849,000         784,102   

TC Pipelines LP, 4.650%, 06/15/21

      325,000         328,860   
     

 

 

  
        1,560,593   
     

 

 

  

Real Estate Investment Trust 0.9%

  

American Tower Corp., 3.500%, 01/31/23

      374,000         340,992   

American Tower Corp., 5.000%, 02/15/24

      726,000         731,368   

Digital Realty Trust LP, 4.500%, 07/15/15

      778,000         809,251   

Digital Realty Trust LP, 5.875%, 02/01/20

      154,000         163,834   
     

 

 

  
        2,045,445   
     

 

 

  

Retail 0.8%

  

AutoZone, Inc., 3.700%, 04/15/22

      301,000         290,430   

Macy’s Retail Holdings, Inc., 4.300%, 02/15/43

      426,000         359,521   

Wal-Mart Stores, Inc., 1.125%, 04/11/18

      1,147,000         1,113,164   
     

 

 

  
        1,763,115   
     

 

 

  

Semiconductors 1.0%

  

Analog Devices, Inc., 3.000%, 04/15/16

      169,000         176,163   

Intel Corp., 1.950%, 10/01/16

      290,000         298,119   

Intel Corp., 4.250%, 12/15/42

      140,000         123,734   

Intel Corp., 4.800%, 10/01/41

      802,000         782,138   

TSMC Global Ltd., 1.625%, 04/03/18(b)

      857,000         820,694   
     

 

 

  
        2,200,848   
     

 

 

  

Software 0.4%

  

Fidelity National Information Services, Inc., 3.500%, 04/15/23

      416,000         379,189   

Oracle Corp., 1.200%, 10/15/17

      228,000         224,365   

Oracle Corp., 2.375%, 01/15/19

      281,000         283,516   
     

 

 

  
        887,070   
     

 

 

  

Telecommunication Services 2.5%

  

AT&T, Inc., 2.375%, 11/27/18

      855,000         855,734   

AT&T, Inc., 4.350%, 06/15/45

      368,000         311,546   

CC Holdings GS V LLC/Crown Castle GS III Corp., 3.849%, 04/15/23

      914,000         855,598   

Cisco Systems, Inc., 5.500%, 02/22/16

      294,000         323,439   

Cisco Systems, Inc., 5.500%, 01/15/40

      399,000         422,155   

Softbank Corp., 4.500%, 04/15/20(b)

      940,000         916,500   

Verizon Communications, Inc., 6.550%, 09/15/43

      1,452,000         1,698,781   
     

 

 

  
        5,383,753   
     

 

 

  

Transportation 0.1%

  

United Parcel Service, Inc., 3.125%, 01/15/21

      197,000         197,236   
     

 

 

  

Total Corporate Bonds (Cost $55,297,938)

         55,431,776   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Municipal Bond 0.9%

      

New York 0.9%

      

Utility Debt Securitization Authority, Series T, RB, 2.937%, 06/15/23

      1,918,000         1,893,545   
     

 

 

  

Total Municipal Bond (Cost $1,917,943)

         1,893,545   
     

 

 

  

U.S. Government Agency Mortgages 30.8%

      

Federal Home Loan Mortgage Corporation

      

Pool #J14244, 3.000%, 01/01/26

      801,526         818,088   

Pool #J14245, 3.000%, 01/01/26

      441,106         450,290   

Pool #J17791, 3.000%, 01/01/27

      1,132,142         1,154,767   

Pool #J18800, 3.000%, 04/01/27

      1,102,366         1,124,346   

Pool #G14517, 2.500%, 07/01/27

      1,404,325         1,394,164   

Pool #J19638, 2.500%, 07/01/27

      186,453         185,075   

Pool #J19620, 2.500%, 07/01/27

      155,240         154,092   

Pool #J20118, 2.500%, 08/01/27

      710,997         705,436   

Pool #E04075, 2.500%, 08/01/27

      1,342,605         1,332,244   

Pool #J20729, 2.500%, 10/01/27

      203,562         202,111   

Pool #G14599, 2.500%, 11/01/27

      1,202,736         1,193,402   

Pool #J22862, 2.000%, 03/01/28

      124,971         120,400   

Pool #J22831, 2.500%, 03/01/28

      559,488         555,026   

Pool #J22836, 2.500%, 03/01/28

      1,312,594         1,302,162   

Pool #J23427, 2.500%, 04/01/28

      278,184         276,080   

Pool #J23430, 2.500%, 04/01/28

      413,912         410,605   

Pool #J23429, 2.500%, 04/01/28

      775,268         769,043   

Pool #G18469, 2.000%, 06/01/28

      258,342         248,871   

Pool #D99439, 3.500%, 06/01/32

      305,404         311,282   

Pool #G30614, 3.500%, 12/01/32

      1,916,410         1,953,183   

Pool #A12413, 5.000%, 08/01/33

      217,546         235,605   

Pool #G05052, 5.000%, 10/01/33

      134,221         145,153   

Pool #G01779, 5.000%, 04/01/35

      275,335         297,963   

Pool #G01837, 5.000%, 07/01/35

      1,088,652         1,177,673   

Pool #A37619, 4.500%, 09/01/35

      37,123         39,326   

Pool #G05254, 5.000%, 01/01/37

      748,827         808,446   

Pool #G04997, 5.000%, 01/01/37

      73,024         78,857   

Pool #G03296, 6.000%, 09/01/37

      523,877         585,548   

Pool #G05326, 5.000%, 02/01/38

      360,314         389,264   

Pool #G04337, 5.500%, 04/01/38

      84,181         91,746   

Pool #G08347, 4.500%, 06/01/39

      285,908         303,484   

Pool #G08353, 4.500%, 07/01/39

      1,772,674         1,877,299   

Pool #G06079, 6.000%, 07/01/39

      132,889         146,622   

Pool #A87874, 4.000%, 08/01/39

      368,995         380,177   

Pool #A89148, 4.000%, 10/01/39

      544,387         559,543   

Pool #G08372, 4.500%, 11/01/39

      951,381         1,007,423   

Pool #G06990, 5.500%, 08/01/40

      1,431,235         1,559,866   

Pool #A93996, 4.500%, 09/01/40

      412,911         437,493   

Pool #A97047, 4.500%, 02/01/41

      430,849         456,579   
     

 

 

  
        25,238,734   
     

 

 

  

Federal National Mortgage Association

      

Pool #AB9086, 2.500%, 04/01/23

      1,869,295         1,908,507   

Pool #AM3353, 2.450%, 05/01/23

      165,283         154,698   

Pool #AM3691, 2.540%, 06/01/23

      340,169         319,373   

Pool #AM3851, 3.020%, 07/01/23

      1,249,000         1,193,284   

Pool #AM3951, 3.220%, 07/01/23

      213,720         210,397   

Pool #AM3972, 3.000%, 08/01/23

      756,158         731,903   

 

See Notes to Schedules of Portfolio Investments.

Pool #932871, 3.000%, 01/01/26

      190,417         194,569   

Pool #AJ8325, 3.000%, 12/01/26

      356,523         364,232   

Pool #AL3274, 3.000%, 05/01/27

      1,198,653         1,226,476   

Pool #AB6472, 2.000%, 10/01/27

      505,906         487,963   

Pool #AP9623, 2.000%, 10/01/27

      397,909         383,797   

Pool #AB6644, 2.500%, 10/01/27

      2,807,970         2,788,590   

Pool #AB6480, 2.500%, 10/01/27

      708,492         703,603   

Pool #AQ4497, 2.500%, 11/01/27

      270,699         268,831   

Pool #AB7081, 2.500%, 11/01/27

      225,417         223,860   

Pool #AL2716, 2.000%, 12/01/27

      421,198         406,259   

Pool #AB7142, 2.500%, 12/01/27

      347,975         345,573   

Pool #AB7158, 2.500%, 12/01/27

      484,480         481,133   

Pool #AR1524, 2.000%, 01/01/28

      1,091,282         1,052,577   

Pool #AQ9956, 2.000%, 01/01/28

      1,021,428         985,200   

Pool #AB7707, 2.000%, 01/01/28

      363,981         351,072   

Pool #AR6867, 2.000%, 02/01/28

      1,250,933         1,206,566   

Pool #AB7795, 2.500%, 02/01/28

      2,366,993         2,345,312   

Pool #AS0001, 2.000%, 07/01/28

      1,345,342         1,297,627   

Pool #AL4042, 2.000%, 08/01/28

      2,299,997         2,218,422   

Pool #AS0338, 2.000%, 08/01/28

      372,410         359,202   

Pool #MA0481, 4.500%, 08/01/30

      1,237,840         1,318,940   

Pool #AB1763, 4.000%, 11/01/30

      183,198         191,515   

Pool #MA0587, 4.000%, 12/01/30

      620,910         648,492   

Pool #MA0804, 4.000%, 07/01/31

      502,369         524,792   

Pool #MA0949, 3.500%, 01/01/32

      309,949         315,607   

Pool #AO3244, 3.500%, 08/01/32

      521,135         530,702   

Pool #AP9592, 3.500%, 10/01/32

      1,283,083         1,306,617   

Pool #AB7691, 3.500%, 01/01/33

      663,494         675,668   

Pool #AB8428, 3.500%, 02/01/33

      1,364,091         1,389,094   

Pool #745044, 4.500%, 08/01/35

      345,956         367,345   

Pool #878094, 6.000%, 04/01/36

      1,660,797         1,847,209   

Pool #190370, 6.000%, 06/01/36

      955,608         1,062,821   

Pool #AI7951, 4.500%, 08/01/36

      417,766         442,609   

Pool #890547, 4.000%, 11/01/36

      1,014,453         1,044,742   

Pool #995082, 5.500%, 08/01/37

      805,674         886,530   

Pool #890248, 6.000%, 08/01/37

      156,912         176,114   

Pool #889529, 6.000%, 03/01/38

      33,118         36,844   

Pool #932441, 4.000%, 01/01/40

      1,347,384         1,387,259   

Pool #AC9564, 4.500%, 02/01/40

      383,126         407,132   

Pool #AB1343, 4.500%, 08/01/40

      947,440         1,008,943   

Pool #AB2694, 4.500%, 04/01/41

      485,265         520,206   

Pool #AB3274, 4.500%, 07/01/41

      1,830,245         1,944,416   

Pool #AL1627, 4.500%, 09/01/41

      218,581         232,131   
     

 

 

  
     40,474,754   
     

 

 

  

SLM Student Loan Trust

      

Series 2013-6, Cl A1, 0.449%, 02/25/19(a)

      1,829,000         1,829,044   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $67,616,779)

  

      67,542,532   
     

 

 

  

Preferred Stocks 0.5%

      

Banks 0.3%

      

PNC Financial Services Group, Inc., Series P, 6.125%(a)(c)

      10,350         261,338   

US Bancorp, Series F, 6.500%(a)(c)

      11,925         313,627   
     

 

 

  
        574,965   
     

 

 

  

Insurance 0.2%

      

Arch Capital Group Ltd., Series C, 6.750%(c)

      10,175         233,313   

Reinsurance Group of America, Inc., 6.200%(a)

      6,075         147,440   
     

 

 

  
        380,753   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Real Estate Investment Trust 0.0%(e)

      

Public Storage, Series U, 5.625%(c)

      5,175         104,587   
     

 

 

  

Total Preferred Stocks (Cost $1,094,059)

         1,060,305   
     

 

 

  

U.S. Treasury Obligations 28.8%

      

U.S. Treasury Bond 3.9%

      

3.625%, 08/15/43

      9,147,000         8,638,198   
     

 

 

  

U.S. Treasury Notes 24.9%

      

0.750%, 06/15/14

      12,681,000         12,717,661   

0.375%, 11/15/15

      19,266,000         19,277,290   

0.500%, 06/15/16

      3,206,000         3,202,743   

1.375%, 07/31/18

      2,634,000         2,610,336   

2.750%, 11/15/23(d)

      16,981,000         16,612,189   
     

 

 

  
        54,420,219   
     

 

 

  

Total U.S. Treasury Obligations (Cost $63,570,326)

         63,058,417   
     

 

 

  

Foreign Government Bond 0.5%

      

Sovereign 0.5%

      

Mexico Government International Bond, 4.000%, 10/02/23

      1,206,000         1,193,940   
     

 

 

  

Total Foreign Government Bond (Cost $1,191,635)

         1,193,940   
     

 

 

  

Short-Term Investment 2.4%

      

RidgeWorth Funds Securities Lending Joint Account(f)

      5,244,000         5,244,000   
     

 

 

  

Total Short-Term Investment (Cost $5,244,000)

         5,244,000   
     

 

 

  

Money Market Fund 3.5%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g)

      7,740,169         7,740,169   
     

 

 

  

Total Money Market Fund (Cost $7,740,169)

         7,740,169   
     

 

 

  

Total Investments

(Cost $228,439,305) — 103.6%

         227,083,290   

Liabilities in Excess of Other Assets — (3.6)%

         (7,800,072 ) 
     

 

 

  

Net Assets — 100.0%

       $ 219,283,218   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 8.1% of net assets as of December 31, 2013.
(c) Security is perpetual in nature and has no stated maturity.
(d) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was 5,109,709.
(e) Less than 0.05% of Net Assets.
(f) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2 (i)).
(g) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

MTN

    – Medium Term Note

RB

    – Revenue Bond

REMIC

    – Real Estate Mortgage Investment Conduit

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Corporate Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Corporate Bonds 92.1%

      

Airlines 2.1%

      

American Airlines Pass Through Trust, 4.950%, 07/15/24(a)

      1,205,000         1,256,212   
     

 

 

  

Auto Manufacturers 2.2%

      

General Motors Co., 6.250%, 10/02/43(a)

      875,000         908,906   

Volkswagen International Finance, 2.375%, 03/22/17(a)

      425,000         436,012   
     

 

 

  
        1,344,918   
     

 

 

  

Banks 17.4%

      

BNP Paribas SA, 2.400%, 12/12/18, MTN

      993,000         993,632   

Citigroup, Inc., 2.500%, 09/26/18

      1,373,000         1,379,929   

Citigroup, Inc., 6.675%, 09/13/43

      411,000         472,908   

Fifth Third Bank, 1.450%, 02/28/18

      849,000         827,277   

Goldman Sachs Group, Inc. (The), 2.900%, 07/19/18

      1,383,000         1,407,443   

Huntington National Bank (The), 1.300%, 11/20/16

      680,000         680,103   

JPMorgan Chase & Co., 1.625%, 05/15/18

      1,434,000         1,404,173   

KeyBank NA, 1.650%, 02/01/18

      592,000         582,182   

Lloyds Bank PLC, 2.300%, 11/27/18

      343,000         342,110   

Morgan Stanley, 5.000%, 11/24/25

      1,646,000         1,650,922   

PNC Bank NA, 0.800%, 01/28/16

      722,000         720,308   
     

 

 

  
        10,460,987   
     

 

 

  

Beverages 1.0%

      

SABMiller Holdings, Inc., 2.450%, 01/15/17(a)

      592,000         606,200   
     

 

 

  

Chemicals 0.7%

      

Dow Chemical Co. (The), 4.375%, 11/15/42

      479,000         420,577   
     

 

 

  

Commercial Services 2.1%

      

ERAC USA Finance LLC, 2.750%, 03/15/17(a)

      611,000         628,459   

ERAC USA Finance LLC, 2.800%, 11/01/18(a)

      610,000         616,427   
     

 

 

  
        1,244,886   
     

 

 

  

Computers 0.5%

      

Apple, Inc., 3.850%, 05/04/43

      365,000         304,930   
     

 

 

  

Diversified Financial Services 11.3%

      

Ford Motor Credit Co. LLC, 4.375%, 08/06/23

      320,000         321,715   

Ford Motor Credit Co. LLC, 5.000%, 05/15/18

      1,070,000         1,191,882   

General Electric Capital Corp., Series B, 6.250%(b)(c)

      1,700,000         1,755,250   

General Electric Capital Corp., Series C, 5.250%(b)(c)

      300,000         282,000   

Lazard Group LLC, 4.250%, 11/14/20

      1,099,000         1,096,615   

Lazard Group LLC, 6.850%, 06/15/17

      810,000         913,279   

MassMutual Global Funding LLC, 2.000%, 04/05/17(a)

      650,000         651,910   

Woodside Finance Ltd., 4.600%, 05/10/21(a)

      572,000         599,005   
     

 

 

  
        6,811,656   
     

 

 

  

Electric 1.9%

      

Dominion Resources, Inc., 1.950%, 08/15/16

      299,000         303,947   

Exelon Generation Co. LLC, 6.200%, 10/01/17

      429,000         484,790   

Pacific Gas & Electric Co., 5.125%, 11/15/43

      349,000         360,397   
     

 

 

  
        1,149,134   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Electronics 2.5%

  

Agilent Technologies, Inc., 3.875%, 07/15/23

      1,182,000         1,120,315   

Thermo Fisher Scientific, Inc., 5.300%, 02/01/44

      402,000         406,492   
     

 

 

  
        1,526,807   
     

 

 

  

Healthcare—Services 0.6%

      

WellPoint, Inc., 5.100%, 01/15/44

      392,000         388,726   
     

 

 

  

Insurance 5.2%

      

Allied World Assurance Co. Holdings Ltd., 5.500%, 11/15/20

      300,000         324,451   

Allstate Corp. (The), 5.750%, 08/15/53(b)

      656,000         660,920   

American International Group, Inc., 5.850%, 01/16/18, MTN

      958,000         1,098,874   

Arch Capital Group US, Inc., 5.144%, 11/01/43

      495,000         494,947   

Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(a)

      532,000         539,406   
     

 

 

  
        3,118,598   
     

 

 

  

Media 1.3%

      

Comcast Corp., 4.650%, 07/15/42

      418,000         388,992   

Time Warner, Inc., 4.900%, 06/15/42

      411,000         390,159   
     

 

 

  
        779,151   
     

 

 

  

Mining 5.6%

      

Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39

      444,000         384,168   

Barrick International Barbados Corp., 6.350%, 10/15/36(a)

      753,000         674,794   

Barrick North America Finance LLC, 5.750%, 05/01/43

      301,000         270,660   

Kinross Gold Corp., 5.125%, 09/01/21

      1,272,000         1,215,171   

Newmont Mining Corp., 6.250%, 10/01/39

      910,000         804,913   
     

 

 

  
        3,349,706   
     

 

 

  

Miscellaneous Manufacturer 0.8%

      

General Electric Co., 5.250%, 12/06/17

      455,000         515,034   
     

 

 

  

Oil & Gas 2.7%

      

BP Capital Markets PLC, 2.248%, 11/01/16

      839,000         868,249   

Ensco PLC, 4.700%, 03/15/21

      748,000         791,190   
     

 

 

  
        1,659,439   
     

 

 

  

Oil & Gas Services 2.1%

      

Weatherford International Ltd., 5.125%, 09/15/20

      273,000         293,273   

Weatherford International Ltd., 5.950%, 04/15/42

      444,000         444,861   

Weatherford International Ltd., 6.500%, 08/01/36

      499,000         520,452   
     

 

 

  
        1,258,586   
     

 

 

  

Pharmaceuticals 4.2%

      

AstraZeneca PLC, 1.950%, 09/18/19

      1,253,000         1,217,437   

Express Scripts Holding Co., 2.650%, 02/15/17

      659,000         679,215   

Perrigo Co. PLC, 5.300%, 11/15/43(a)

      386,000         378,876   

Zoetis, Inc., 4.700%, 02/01/43

      270,000         252,358   
     

 

 

  
        2,527,886   
     

 

 

  

Pipelines 4.1%

      

Enterprise Products Operating LLC, 4.850%, 03/15/44

      617,000         580,227   

Kinder Morgan Energy Partners LP, 5.000%, 08/15/42

      1,258,000         1,161,839   

TC Pipelines LP, 4.650%, 06/15/21

      712,000         720,456   
     

 

 

  
        2,462,522   
     

 

 

  

Real Estate Investment Trust 4.6%

      

American Tower Corp., 3.500%, 01/31/23

      925,000         843,364   

American Tower Corp., 5.000%, 02/15/24

      965,000         972,135   

Digital Realty Trust LP, 5.875%, 02/01/20

      890,000         946,832   
     

 

 

  
        2,762,331   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Retail 5.4%

      

AutoZone, Inc., 3.700%, 04/15/22

      522,000         503,670   

Best Buy Co., Inc., 5.000%, 08/01/18

      1,631,000         1,708,473   

Macy’s Retail Holdings, Inc., 4.300%, 02/15/43

      446,000         376,400   

Wesfarmers Ltd., 1.874%, 03/20/18(a)

      658,000         645,336   
     

 

 

  
        3,233,879   
     

 

 

  

Semiconductors 3.6%

      

Analog Devices, Inc., 3.000%, 04/15/16

      237,000         247,045   

Intel Corp., 4.250%, 12/15/42

      955,000         844,040   

Intel Corp., 4.800%, 10/01/41

      402,000         392,045   

TSMC Global Ltd., 1.625%, 04/03/18(a)

      731,000         700,032   
     

 

 

  
        2,183,162   
     

 

 

  

Software 1.0%

      

Fidelity National Information Services, Inc., 3.500%, 04/15/23

      643,000         586,103   
     

 

 

  

Telecommunication Services 9.2%

      

AT&T, Inc., 2.375%, 11/27/18

      1,111,000         1,111,953   

AT&T, Inc., 4.350%, 06/15/45

      406,000         343,717   

CC Holdings GS V LLC/Crown Castle GS III Corp., 3.849%, 04/15/23

      1,186,000         1,110,218   

Softbank Corp., 4.500%, 04/15/20(a)

      783,000         763,425   

Verizon Communications, Inc., 6.550%, 09/15/43

      1,882,000         2,201,863   
     

 

 

  
        5,531,176   
     

 

 

  

Total Corporate Bonds (Cost $55,891,341)

  

      55,482,606   
     

 

 

  

Preferred Stocks 3.3%

      

Banks 1.9%

      

PNC Financial Services Group, Inc., Series P, 6.125%(b)(c)

      14,050         354,762   

US Bancorp, Series F, 6.500%(b)(c)

      29,250         769,275   
     

 

 

  
        1,124,037   
     

 

 

  

Insurance 1.1%

      

Arch Capital Group Ltd., Series C, 6.750%(c)

      16,650         381,784   

Reinsurance Group of America, Inc., 6.200%(b)

      12,250         297,308   
     

 

 

  
        679,092   
     

 

 

  

Real Estate Investment Trust 0.3%

      

Public Storage, Series U, 5.625%(c)

      7,875         159,154   
     

 

 

  

Total Preferred Stocks (Cost $2,006,264)

  

      1,962,283   
     

 

 

  

Money Market Fund 3.7%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d)

      2,241,460         2,241,460   
     

 

 

  

Total Money Market Fund (Cost $2,241,460)

  

      2,241,460   
     

 

 

  

Total Investments

(Cost $60,139,065) — 99.1%

         59,686,349   

Other Assets in Excess of Liabilities — 0.9%

         522,076   
     

 

 

  

Net Assets — 100.0%

       $ 60,208,425   
     

 

 

  

 

(a) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 15.6% of net assets as of December 31, 2013.
(b) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(c) Security is perpetual in nature and has no stated maturity.
(d) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

MTN – Medium Term Note

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Georgia Tax-Exempt Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 96.5%

      

Alabama 0.5%

      

Birmingham, Series A, GO, 0.000%, 03/01/32(a)

      640,000         556,423   
     

 

 

  

California 5.3%

      

California State, GO, 5.000%, 02/01/20

      1,910,000         2,228,836   

California State, GO, 5.000%, 02/01/38

      4,000,000         4,082,560   
     

 

 

  
        6,311,396   
     

 

 

  

Georgia 86.5%

      

Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/27

      1,885,000         2,044,019   

Athens-Clarke County Unified Government Development Authority, RB, 5.250%, 07/01/29

      1,690,000         1,808,773   

Athens-Clarke County Unified Government Development Authority, Catholic Health East, RB, 6.250%, 11/15/32

      1,440,000         1,561,219   

Athens-Clarke County Unified Government Water & Sewerage, RB, 5.500%, 01/01/38(b)

      4,000,000         4,354,400   

Athens-Clarke County Unified Government Water & Sewerage, RB, 5.625%, 01/01/33(b)

      3,000,000         3,313,260   

Atlanta Airport Passenger Facility Charge, Series B, RB, 5.000%, 01/01/21

      2,000,000         2,256,780   

Atlanta Airport Project, Series B, RB, 5.000%, 01/01/42

      4,235,000         4,262,739   

Atlanta GA Department of Aviation, Series C, AMT, RB, 5.000%, 01/01/30

      1,500,000         1,534,740   

Burke County Development Authority, RB, 1.200%, 10/01/32(c)

      2,500,000         2,503,450   

Carroll County Water Authority, Water & Sewerage, RB, 5.250%, 07/01/22, Pre-refunded 07/01/2015 @ 100, AGM

      150,000         160,964   

Carroll County Water Authority, Water & Sewerage, RB, 5.250%, 07/01/22, AGM

      850,000         901,748   

Cherokee County Board of Education, GO, 5.000%, 08/01/33, State Aid Withholding

      2,000,000         2,129,080   

Cherokee County Georgia Resource Recovery Development Authority, Solid Waste Disposal, RB, 5.000%, 07/01/37, AMBAC/ County Guaranteed, AMT

      1,000,000         1,001,910   

Clarke County Hospital Authority, Athens Regional Medical Center, RB, 5.000%, 01/01/32

      1,180,000         1,199,446   

Cobb County Kennestone Hospital Authority, RB, 5.250%, 04/01/41

      1,000,000         1,015,570   

College Park Business & Industrial Development Authority, RB, 5.250%, 09/01/19, AMBAC

      565,000         625,308   

DeKalb County, Water & Sewerage Revenue, Series A, RB, 5.000%, 10/01/22

      1,000,000         1,137,530   

DeKalb County, Water & Sewerage Revenue, Series A, RB, 5.250%, 10/01/23

      1,500,000         1,708,680   

DeKalb Private Hospital Authority, Children’s Healthcare of Atlanta, Inc., RB, 5.000%,
11/15/29(b)

      6,300,000         6,513,192   

DeKalb Private Hospital Authority, Children’s Healthcare of Atlanta, Inc., RB, 5.250%,
11/15/39(b)

      3,000,000         3,037,590   

Douglasville-Douglas County Water & Sewer Authority, RB, 5.625%, 06/01/15, AMBAC

      255,000         263,836   

Downtown Smyrna Development Authority, RB, 5.250%, 02/01/28

      1,000,000         1,115,680   

Forsyth County, GO, 5.000%, 03/01/25

      6,825,000         7,736,069   

Forsyth County Water & Sewerage Authority, RB, 5.000%, 04/01/31, County Guaranteed

      645,000         710,164   

Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.000%,
10/01/42(b)

      3,025,000         3,039,671   

 

See Notes to Schedules of Portfolio Investments.

Fulton County Development Authority, Robert Woodruff Arts Center, Inc., Series B, RB, 5.250%, 03/15/24

      1,300,000         1,392,612   

Fulton County Water & Sewerage Revenue, RB, 5.000%, 01/01/29

      975,000         1,064,252   

Georgia State, Series D, GO, 5.000%, 02/01/22

      2,590,000         3,072,569   

Georgia State Higher Education Facilities Authority, USG Real Estate Foundation I LLC, RB, 6.000%, 06/15/34

      1,065,000         1,173,822   

Georgia State Road & Tollway Authority, Series A, RB, 5.000%, 06/01/19

      1,750,000         2,039,223   

Georgia State Road & Tollway Authority, Series A, RB, 5.000%, 03/01/21, ST GTD

      1,175,000         1,385,266   

Georgia State Road & Tollway Authority, Series B, RB, 5.000%, 10/01/22, ST GTD

      1,615,000         1,908,898   

Greene County Development Authority, RB, 5.000%, 11/15/37

      1,955,000         1,936,056   

Gwinnett County School District, GO, 5.000%, 02/01/20

      1,235,000         1,460,795   

Gwinnett County School District, GO, 5.000%, 02/01/20

      1,495,000         1,768,331   

Gwinnett County School District, GO, 5.000%, 02/01/22

      2,000,000         2,367,820   

Henry County Water & Sewerage Authority, RB, 6.150%, 02/01/20, AMBAC

      2,100,000         2,536,317   

Jackson County School District, GO, 5.000%, 03/01/19, State Aid Withholding

      3,890,000         4,554,023   

Lincoln County School District, GO, 5.500%, 04/01/37, State Aid Withholding

      1,000,000         1,082,630   

Milledgeville & Baldwin County Development Authority, Georgia College & State University Foundation, RB, 6.000%, 09/01/33, Pre-refunded 09/01/2014 @ 101

      2,355,000         2,469,900   

Municipal Electric Authority of Georgia, Series A, RB, 5.000%, 01/01/21

      3,845,000         4,379,340   

Newton County School District, Series A, RB, 5.000%, 04/01/21

      1,200,000         1,404,756   

Private Colleges & Universities Authority, Series A, RB, 5.000%, 10/01/43

      3,000,000         3,146,100   

Private Colleges & Universities Authority, Emory University, Series C, RB, 5.250%, 09/01/39

      2,000,000         2,104,800   

Richmond County Hospital Authority, University Health Services, Inc. Project, RB, 5.250%, 01/01/29

      2,250,000         2,329,897   

Savannah Hospital Authority, Series A, RB, 5.500%, 07/01/31

      900,000         930,951   

Thomasville Hospital Authority, John D. Archhold Memorial Hospital, RB, 5.375%, 11/01/40

      2,510,000         2,539,116   
     

 

 

  
        102,983,292   
     

 

 

  

North Carolina 2.4%

      

North Carolina State Capital Facilities Finance Agency, Educational Facilities, RB, 5.000%, 05/01/32

      970,000         953,927   

North Carolina State, Series C, GO, 5.000%, 05/01/21

      1,600,000         1,898,352   
     

 

 

  
        2,852,279   
     

 

 

  

Puerto Rico 0.0%(c)

      

Puerto Rico Sales Tax Financing Corp., Sales Tax Revenue, Series A, RB, 5.500%, 08/01/28, Pre-refunded 08/01/2019 @ 100

      20,000         24,197   
     

 

 

  

South Carolina 1.8%

      

South Carolina State Public Service Authority, Series A, RB, 5.750%, 12/01/43

      2,000,000         2,169,800   
     

 

 

  

Total Municipal Bonds (Cost $112,362,307)

         114,897,387   
     

 

 

  

Money Market Fund 3.6%

      

Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(d)

      4,257,686         4,257,686   
     

 

 

  

Total Money Market Fund (Cost $4,257,686)

         4,257,686   
     

 

 

  

Total Investments

(Cost $116,619,993) — 100.1%

         119,155,073   

Liabilities in Excess of Other Assets — (0.1)%

         (78,041 ) 
     

 

 

  

Net Assets — 100.0%

       $ 119,077,032   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of December 31, 2013.
(b) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(c) Less than 0.05% of Net Assets.
(d) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

See Notes to Schedules of Portfolio Investments.

Investment Abbreviations

AGM

    – Security guaranteed by Assured Guaranty Municipal Corporation

AMBAC

    – Security guaranteed by American Municipal Bond Assurance Corporation

AMT

    – Income subject to Alternative Minimum Tax

GO

    – General Obligation

RB

    – Revenue Bond
ST GTD    – State Guaranteed

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

High Grade Municipal Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 94.8%

      

Alabama 8.1%

      

Birmingham, Series A, GO, 0.000%, 03/01/37(a)

      2,000,000         1,692,640   

Birmingham Special Care Facilities Financing Authority Health Care Facilities, Children’s Hospital of Alabama, RB, 6.000%, 06/01/39, AGC

      2,000,000         2,227,920   
     

 

 

  
        3,920,560   
     

 

 

  

Alaska 4.8%

      

Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28,
AGC(b)

      2,000,000         2,333,120   
     

 

 

  

California 4.9%

      

California State, GO, 6.500%, 04/01/33(b)

      2,000,000         2,362,060   
     

 

 

  

Connecticut 4.4%

      

Connecticut State Special Tax Revenue, Series A, RB, 5.000%, 10/01/32

      2,000,000         2,131,740   
     

 

 

  

District of Columbia 4.6%

      

District of Columbia, Income Tax, Series A, RB, 5.500%, 12/01/30

      2,000,000         2,224,920   
     

 

 

  

Georgia 4.9%

      

Fulton County Development Authority, Georgia Tech Athletic Association, RB, 5.750%, 10/01/36

      1,250,000         1,347,250   

Private Colleges & Universities Authority, Series A, RB, 5.000%, 10/01/43

      1,000,000         1,048,700   
     

 

 

  
        2,395,950   
     

 

 

  

Idaho 5.5%

      

Idaho Health Facilities Authority, Series A, RB, 6.750%, 11/01/37

      2,500,000         2,683,350   
     

 

 

  

Illinois 2.3%

      

University of Illinois, Auxiliary Facilities System, Series A, RB, 5.750%, 04/01/38

      1,000,000         1,092,730   
     

 

 

  

Kansas 3.3%

      

Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38(b)

      1,500,000         1,599,705   
     

 

 

  

Louisiana 1.1%

      

Louisiana State Transportation Authority, Series A, RB, 5.000%, 08/15/38

      500,000         516,170   
     

 

 

  

Maine 5.8%

      

Maine State Turnpike Authority, RB, 6.000%, 07/01/38(b)

      2,500,000         2,833,650   
     

 

 

  

Maryland 7.2%

      

Baltimore, Series B, RB, 5.000%, 07/01/42

      1,000,000         1,038,280   

Baltimore, Series C, RB, 5.000%, 07/01/32

      1,300,000         1,394,094   

Baltimore County, GO, 5.000%, 08/01/15

      1,000,000         1,074,920   
     

 

 

  
        3,507,294   
     

 

 

  

Massachusetts 3.5%

      

Commonwealth of Massachusetts, Series A, GO, 5.000%, 04/01/25

      1,500,000         1,679,085   
     

 

 

  

New Jersey 4.5%

      

New Jersey State Transportation Trust Fund Authority, Transportation System, Series A, RB, 6.000%, 12/15/38

      1,955,000         2,186,139   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

New York 5.9%

      

Erie County Industrial Development Agency, City School District Buffalo, Series A, RB, 5.750%, 05/01/29, BHAC

      1,000,000         1,119,410   

New York State Dormitory Authority, Series A, RB, 5.000%, 07/01/43

      715,000         729,636   

Port Authority of New York & New Jersey, Series 179, RB, 5.000%, 12/01/43

      1,000,000         1,030,720   
     

 

 

  
        2,879,766   
     

 

 

  

Texas 14.8%

      

Austin, Series 2005, GO, 5.000%, 09/01/19, NATL-RE

      1,000,000         1,055,260   

Dallas Independent School District, GO, 6.375%, 02/15/34, PSF-GTD(b)

      4,000,000         4,631,240   

Texas State, GO, 5.000%, 04/01/28

      1,350,000         1,504,953   
     

 

 

  
        7,191,453   
     

 

 

  

Washington 3.8%

      

Seattle Washington Municipal Light & Power, RB, 5.750%, 04/01/29, BHAC(b)

      1,635,000         1,820,720   
     

 

 

  

Wisconsin 5.4%

      

Wisconsin State, Series 1, GO, 5.000%, 05/01/17(c)

      2,335,000         2,637,219   
     

 

 

  

Total Municipal Bonds (Cost $43,442,738)

  

      45,995,631   
     

 

 

  

Money Market Fund 9.5%

      

Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(d)

      4,597,934         4,597,934   

Total Money Market Fund (Cost $4,597,934)

  

      4,597,934   

Total Investments

(Cost $48,040,672) — 104.3%

  

  

      50,593,565   

Liabilities in Excess of Other Assets — (4.3)%

  

      (2,072,097 ) 
     

 

 

  

Net Assets — 100.0%

       $ 48,521,468   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of December 31, 2013.
(b) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(d) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

AGC

   – Security guaranteed by Assured Guaranty Corporation

BHAC

   – Security guaranteed by Berkshire Hathaway Assurance Corporation

GO

   – General Obligation

NATL-RE

   – Reinsurance provided by National Public Finance Guarantee Corporation

PSF-GTD

   – Security guaranteed by Permanent School Fund Guarantee Program

RB

   – Revenue Bond

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

High Income Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Bank Loans 4.4%

      

Chemicals 0.3%

      

Ineos US Finance LLC, 6 Year Term Loan, 4.000%, 05/04/18(a)(b)

      2,911,592         2,918,871   
     

 

 

  

Commercial Services 0.1%

      

Walter Energy, Inc., Term Loan B, 6.750%, 04/02/18(a)(b)

      953,846         934,368   
     

 

 

  

Energy 0.3%

      

Aventine Renewable Energy Holdings, Inc., Extended PIK Term Loan B, 0.000%,
09/22/17(b)(c)(d)(e)

      5,856,718         2,694,090   
     

 

 

  

Food 0.3%

      

Darling International, Inc., Bridge Term Loan, 10/10/14(b)(e)(f)

      2,715,000         2,715,000   
     

 

 

  

Health Care 0.0%(g)

      

Community Health Systems, Inc., Extended Term Loan, 3.737%–3.747%, 01/25/17(a)(b)

      105,909         106,686   
     

 

 

  

Insurance 0.3%

      

Asurion LLC, New Term Loan B1, 4.500%, 05/24/19(a)(b)(e)

      2,396,842         2,395,044   
     

 

 

  

Lodging 0.2%

      

Scientific Games International, Inc., New Term Loan B, 4.250%, 10/18/20(a)(b)

      1,275,000         1,275,319   
     

 

 

  

Media 0.5%

      

Clear Channel Communications, Inc., Term Loan D, 6.920%, 01/30/19(a)(e)

      4,620,000         4,406,325   
     

 

 

  

Packaging & Containers 0.3%

      

Berry Plastics Holding Corp., Term Loan D, 3.500%, 02/07/20(a)(b)(e)

      2,818,700         2,806,946   
     

 

 

  

Retail 1.0%

      

JC Penney Corp., Inc., 1st Lien Term Loan, 6.000%, 05/22/18(a)(b)(e)

      2,383,025         2,328,215   

Sears Holding Corp., Term Loan, 5.500%, 06/30/18(a)(b)

      4,785,000         4,811,270   

Toys ‘R’ Us-Delaware, Inc., New Term Loan, 6.000%, 09/01/16(a)(b)

      1,764,794         1,589,568   
     

 

 

  
        8,729,053   
     

 

 

  

Semiconductors 0.4%

      

Freescale Semiconductor, Inc., Term Loan B4, 5.000%, 02/28/20(a)(b)

      3,850,900         3,887,330   
     

 

 

  

Telecommunication Services 0.7%

      

Alcatel-Lucent USA, Inc., USD Term Loan C, 5.750%, 01/30/19(a)(b)(e)

      1,282,050         1,286,537   

Cequel Communications LLC, Term Loan B, 3.500%, 02/14/19(a)(b)(e)

      1,527,788         1,529,056   

Level 3 Financing, Inc., New 2019 Term Loan B, 4.000%, 08/01/19(a)(b)

      965,000         969,420   

Virgin Media Investment Holdings Ltd., USD Term Loan B, 3.500%, 06/08/20(a)(b)

      2,585,000         2,588,877   
     

 

 

  
        6,373,890   
     

 

 

  

Total Bank Loans (Cost $42,367,718)

         39,242,922   
     

 

 

  

Corporate Bonds 88.5%

      

Aerospace/Defense 0.2%

      

BE Aerospace, Inc., 5.250%, 04/01/22

      1,945,000         1,974,175   
     

 

 

  

Agriculture 0.2%

      

Pinnacle Operating Corp., 9.000%, 11/15/20(b)

      2,105,000         2,233,931   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Airlines 1.6%

      

Air Canada, 6.750%, 10/01/19(b)

      3,360,000         3,544,800   

Air Canada, 8.750%, 04/01/20(b)

      7,950,000         8,446,875   

American Airlines, 2013-2 Class B, 5.600%, 01/15/22(b)

      2,230,000         2,252,300   
     

 

 

  
        14,243,975   
     

 

 

  

Auto Manufacturers 1.2%

      

General Motors Co., 3.500%, 10/02/18(b)(d)

      6,190,000         6,329,275   

General Motors Co., 6.250%, 10/02/43(b)(d)

      3,970,000         4,123,838   

General Motors Co. Escrow, 7.200%(c)(d)(i)

      17,182,000         —     

General Motors Co. Escrow, 8.375%(c)(d)(i)

      36,800,000         —     
     

 

 

  
        10,453,113   
     

 

 

  

Auto Parts & Equipment 0.4%

      

Schaeffler Holding Finance BV, PIK, 6.875%, 08/15/18(b)

      3,300,000         3,498,000   
     

 

 

  

Banks 1.7%

      

Ally Financial, Inc., 7.500%, 09/15/20(h)

      4,490,000         5,230,850   

Ally Financial, Inc., 8.000%, 11/01/31(h)

      5,790,000         6,926,288   

Provident Funding Associates LP/PFG Finance Corp., 6.750%, 06/15/21(b)

      1,105,000         1,099,475   

Provident Funding Associates LP/PFG Finance Corp., 10.125%, 02/15/19(b)

      1,645,000         1,793,050   
     

 

 

  
        15,049,663   
     

 

 

  

Building Materials 1.8%

      

Cemex Finance LLC, 9.375%, 10/12/22(b)

      5,600,000         6,314,000   

Cemex SAB de CV, 7.250%, 01/15/21(b)

      2,600,000         2,691,000   

Masco Corp., 5.950%, 03/15/22

      2,640,000         2,791,800   

US Concrete, Inc., 8.500%, 12/01/18(b)

      1,330,000         1,359,925   

USG Corp., 5.875%, 11/01/21(b)

      1,730,000         1,799,200   

USG Corp., 9.750%, 01/15/18

      1,135,000         1,342,138   
     

 

 

  
        16,298,063   
     

 

 

  

Chemicals 0.3%

      

Kinove German Bondco GmbH, 9.625%, 06/15/18(b)

      988,000         1,091,740   

Nufarm Australia Ltd., 6.375%, 10/15/19(b)(i)

      1,685,000         1,743,975   
     

 

 

  
        2,835,715   
     

 

 

  

Coal 0.6%

      

Natural Resource Partners LP, 9.125%, 10/01/18(b)

      1,862,000         1,903,895   

Peabody Energy Corp., 6.250%, 11/15/21(i)

      3,005,000         3,035,050   
     

 

 

  
        4,938,945   
     

 

 

  

Commercial Services 4.0%

      

Cenveo Corp., 11.500%, 05/15/17(i)

      3,310,000         3,260,350   

FTI Consulting, Inc., 6.000%, 11/15/22

      2,045,000         2,070,563   

Harland Clarke Holdings Corp., 9.750%, 08/01/18(b)

      13,287,000         14,399,786   

Lender Processing Services, Inc., 5.750%, 04/15/23

      2,835,000         2,934,225   

Live Nation Entertainment, Inc., 7.000%, 09/01/20(b)

      1,245,000         1,350,825   

Prospect Medical Holdings, Inc., 8.375%, 05/01/19(b)(i)

      4,577,000         4,908,832   

RR Donnelley & Sons Co., 6.500%, 11/15/23

      2,615,000         2,641,150   

TMS International Corp., 7.625%, 10/15/21(b)

      4,350,000         4,621,875   
     

 

 

  
        36,187,606   
     

 

 

  

Computers 0.9%

      

j2 Global, Inc., 8.000%, 08/01/20

      3,020,000         3,261,600   

NCR Escrow Corp., 5.875%, 12/15/21(b)

      1,810,000         1,843,937   

NCR Escrow Corp., 6.375%, 12/15/23(b)

      2,695,000         2,752,269   
     

 

 

  
        7,857,806   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Diversified Financial Services 3.7%

  

Aircastle Ltd., 7.625%, 04/15/20

      1,205,000         1,352,613   

CNG Holdings, Inc., 9.375%, 05/15/20(b)

      2,740,000         2,520,800   

Community Choice Financial, Inc., 10.750%, 05/01/19

      2,585,000         2,164,938   

Denali Borrower LLC/Denali Finance Corp., 5.625%, 10/15/20(b)(i)

      4,505,000         4,465,581   

Icahn Enterprises Finance Corp., 8.000%, 01/15/18(i)

      1,630,000         1,695,200   

Icahn Enterprises LP/Icahn Enterprises Finance Corp., 6.000%, 08/01/20(b)(i)

      2,625,000         2,703,750   

International Lease Finance Corp., 6.250%, 05/15/19

      3,585,000         3,880,762   

International Lease Finance Corp., 8.250%, 12/15/20

      1,405,000         1,643,850   

Jefferies Finance LLC/JFIN Co-Issuer Corp., 7.375%, 04/01/20(b)

      2,610,000         2,714,400   

Jefferies LoanCore LLC/JLC Finance Corp., 6.875%, 06/01/20(b)

      720,000         712,800   

Nationstar Mortgage LLC/Nationstar Capital Corp., 6.500%, 07/01/21

      2,345,000         2,233,612   

Nationstar Mortgage LLC/Nationstar Capital Corp., 6.500%, 06/01/22

      2,340,000         2,193,750   

SLM Corp., 4.875%, 06/17/19, MTN

      2,600,000         2,590,778   

SLM Corp., 5.500%, 01/15/19, MTN

      2,090,000         2,168,902   
     

 

 

  
        33,041,736   
     

 

 

  

Electric 2.0%

      

Calpine Corp., 5.875%, 01/15/24(b)

      1,715,000         1,676,413   

Calpine Corp., 6.000%, 01/15/22(b)

      2,225,000         2,280,625   

Dynegy, Inc., 5.875%, 06/01/23(b)

      6,387,000         6,035,715   

GenOn Energy, Inc., 9.500%, 10/15/18

      3,630,000         4,110,975   

NRG Energy, Inc., 7.625%, 05/15/19

      3,195,000         3,378,712   
     

 

 

  
        17,482,440   
     

 

 

  

Electrical Components & Equipment 0.2%

      

GrafTech International Ltd., 6.375%, 11/15/20

      1,450,000         1,486,250   
     

 

 

  

Electronics 0.5%

      

APX Group, Inc., 6.375%, 12/01/19

      4,425,000         4,491,375   
     

 

 

  

Energy-Alternate Sources 0.2%

      

First Wind Capital LLC, 10.250%, 06/01/18(b)

      1,600,000         1,752,000   
     

 

 

  

Engineering & Construction 0.8%

      

Aguila 3 SA, 7.875%, 01/31/18(b)

      6,485,000         6,874,100   
     

 

 

  

Entertainment 2.4%

      

Carmike Cinemas, Inc., 7.375%, 05/15/19

      1,310,000         1,427,900   

Diamond Resorts Corp., 12.000%, 08/15/18

      5,555,000         6,138,275   

Gibson Brands, Inc., 8.875%, 08/01/18(b)(i)

      1,412,000         1,489,660   

GLP Capital LP/GLP Financing II, Inc., 4.375%, 11/01/18(b)

      3,080,000         3,149,300   

GLP Capital LP/GLP Financing II, Inc., 4.875%, 11/01/20(b)

      7,095,000         7,095,000   

Mohegan Tribal Gaming Authority, 9.750%, 09/01/21(b)(i)

      2,230,000         2,402,825   
     

 

 

  
        21,702,960   
     

 

 

  

Environmental Control 1.4%

      

Clean Harbors, Inc., 5.125%, 06/01/21

      1,100,000         1,111,000   

Darling Escrow Corp., 5.375%, 01/15/22(b)(e)

      1,645,000         1,657,338   

Nuverra Environmental Solutions, Inc., 9.875%, 04/15/18(i)

      7,450,000         7,263,750   

Tervita Corp., 10.875%, 02/15/18(b)

      2,545,000         2,589,537   
     

 

 

  
        12,621,625   
     

 

 

  

Food 2.5%

      

Hawk Acquisition Sub, Inc., 4.250%, 10/15/20(b)

      13,460,000         13,022,550   

Post Holdings, Inc., 6.750%, 12/01/21(b)

      3,945,000         4,083,075   

Post Holdings, Inc., 7.375%, 02/15/22

      3,445,000         3,686,150   

Post Holdings, Inc., 7.375%, 02/15/22(b)

      1,680,000         1,797,600   
     

 

 

  
        22,589,375   
     

 

 

  

Forest Products & Paper 0.7%

      

Resolute Forest Products, Inc., 5.875%, 05/15/23(b)

      1,274,000         1,178,450   

Verso Paper Holdings LLC/Verso Paper, Inc., 11.750%, 01/15/19(i)

      6,625,000         5,035,000   
     

 

 

  
        6,213,450   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Gas 0.3%

  

Sabine Pass LNG LP, 6.500%, 11/01/20

      2,230,000         2,313,625   

Sabine Pass LNG LP, 7.500%, 11/30/16

      565,000         638,450   
     

 

 

  
        2,952,075   
     

 

 

  

Healthcare - Products 0.9%

      

Kinetic Concepts, Inc./KCI USA, Inc., 10.500%, 11/01/18

      1,355,000         1,558,250   

Physio-Control International, Inc., 9.875%, 01/15/19(b)

      6,127,000         6,862,240   
     

 

 

  
        8,420,490   
     

 

 

  

Healthcare - Services 0.9%

      

MedImpact Holdings, Inc., 10.500%, 02/01/18(b)

      5,600,000         6,146,000   

Tenet Healthcare Corp., 6.000%, 10/01/20(b)

      2,160,000         2,254,500   
     

 

 

  
        8,400,500   
     

 

 

  

Holding Companies-Diversified 0.4%

      

Nielsen Co. Luxembourg SARL(The), 5.500%, 10/01/21(b)

      3,335,000         3,385,025   
     

 

 

  

Home Builders 0.5%

      

Allegion US Holding Co., 5.750%, 10/01/21(b)

      666,000         692,640   

Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.125%, 07/01/22(b)

      1,695,000         1,703,475   

KB Home, 7.500%, 09/15/22

      850,000         894,625   

Taylor Morrison Communities, Inc./Monarch Communities, Inc., 5.250%, 04/15/21(b)

      1,605,000         1,560,863   
     

 

 

  
        4,851,603   
     

 

 

  

Household Products/Wares 0.6%

      

Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Luxembourg I SA, 7.875%, 08/15/19

      4,875,000         5,386,875   
     

 

 

  

Housewares 0.5%

      

Libbey Glass, Inc., 6.875%, 05/15/20

      3,978,000         4,296,240   
     

 

 

  

Insurance 1.1%

      

Assured Guaranty Municipal Holdings, Inc., 6.400%, 12/15/66(a)(b)(i)

      3,560,000         2,794,600   

Assured Guaranty US Holdings, Inc., Series A, 6.400%, 12/15/66, Series A(a)(i)

      2,370,000         2,061,900   

Genworth Financial, Inc., 6.150%, 11/15/66(a)

      1,125,000         995,625   

MBIA, Inc., 5.700%, 12/01/34

      105,000         87,413   

MBIA, Inc., 6.625%, 10/01/28

      4,300,000         3,956,000   
     

 

 

  
        9,895,538   
     

 

 

  

Internet 0.8%

      

Mood Media Corp., 9.250%, 10/15/20(b)(i)

      2,010,000         1,773,825   

Pacnet Ltd., 9.000%, 12/12/18(b)

      800,000         815,000   

Zayo Escrow Corp., 8.125%, 01/01/20(i)

      4,175,000         4,571,625   
     

 

 

  
        7,160,450   
     

 

 

  

Iron/Steel 0.2%

      

JMC Steel Group, 8.250%, 03/15/18(b)

      1,610,000         1,626,100   
     

 

 

  

Leisure Time 0.2%

      

Viking Cruises Ltd., 8.500%, 10/15/22(b)

      1,505,000         1,700,650   
     

 

 

  

Lodging 3.3%

      

Caesars Entertainment Operating Co., Inc., 8.500%, 02/15/20

      9,665,000         9,302,562   

Caesars Entertainment Operating Co., Inc., 9.000%, 02/15/20

      1,700,000         1,653,250   

Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19(b)

      4,005,000         4,045,050   

Golden Nugget Escrow, Inc., 8.500%, 12/01/21(b)

      2,490,000         2,514,900   

Paris Las Vegas Holding, 11.000%, 10/01/21(b)(i)

      11,365,000         11,649,125   
     

 

 

  
        29,164,887   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Machinery-Diversified 0.1%

  

Manitowoc Co., Inc. (The), 8.500%, 11/01/20

      790,000         896,650   
     

 

 

  

Media 6.7%

      

Block Communications, Inc., 7.250%, 02/01/20(b)

      2,690,000         2,851,400   

CCO Holdings LLC/Cap Corp., 5.125%, 02/15/23

      2,870,000         2,661,925   

CCO Holdings LLC/Cap Corp., 5.250%, 09/30/22(h)

      5,920,000         5,527,800   

CCO Holdings LLC/Cap Corp., 5.750%, 09/01/23(b)

      2,565,000         2,430,337   

CCO Holdings LLC/Cap Corp., 5.750%, 01/15/24

      6,970,000         6,586,650   

Clear Channel Communications, Inc., 9.000%, 03/01/21

      2,145,000         2,166,450   

Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22

      2,560,000         2,595,200   

Clear Channel Worldwide Holdings, Inc., Series B, 6.500%, 11/15/22, Series B

      3,500,000         3,574,375   

DISH DBS Corp., 5.000%, 03/15/23

      7,890,000         7,357,425   

DISH DBS Corp., 5.125%, 05/01/20

      1,910,000         1,914,775   

DISH DBS Corp., 5.875%, 07/15/22

      9,765,000         9,765,000   

LIN Television Corp., 6.375%, 01/15/21

      1,195,000         1,242,800   

McGraw-Hill Global Education Holdings LLC/McGraw-Hill Global Education Finance, 9.750%, 04/01/21(b)(i)

      825,000         911,625   

Nexstar Broadcasting, Inc., 6.875%, 11/15/20

      1,780,000         1,904,600   

Townsquare Radio LLC/Townsquare Radio, Inc., 9.000%, 04/01/19(b)

      1,870,000         2,024,275   

Univision Communications, Inc., 5.125%, 05/15/23(b)(i)

      1,545,000         1,543,069   

Univision Communications, Inc., 6.750%, 09/15/22(b)

      4,340,000         4,752,300   
     

 

 

  
        59,810,006   
     

 

 

  

Metal Fabricate/Hardware 0.2%

      

Wise Metals Group LLC/Wise Alloys Finance Corp., 8.750%, 12/15/18(b)

      1,420,000         1,494,550   
     

 

 

  

Mining 2.1%

      

Century Aluminum Co., 7.500%, 06/01/21(b)(i)

      1,555,000         1,516,125   

FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22(b)(i)

      3,460,000         3,771,400   

FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19(b)(i)

      6,115,000         6,864,087   

Inmet Mining Corp., 8.750%, 06/01/20(b)

      5,220,000         5,663,700   

Vulcan Materials Co., 7.500%, 06/15/21

      940,000         1,071,600   
     

 

 

  
        18,886,912   
     

 

 

  

Miscellaneous Manufacturer 0.7%

      

Bombardier, Inc., 5.750%, 03/15/22(b)

      1,065,000         1,057,013   

Bombardier, Inc., 6.125%, 01/15/23(b)(h)

      4,830,000         4,793,775   
     

 

 

  
        5,850,788   
     

 

 

  

Oil & Gas 9.2%

      

Atlas Energy Holdings Operating Co. LLC/Atlas Resource Finance Corp., 7.750%, 01/15/21(b)

      2,525,000         2,424,000   

Atlas Resource Escrow Corp., 9.250%, 08/15/21(b)(i)

      4,513,000         4,614,542   

Aurora USA Oil & Gas, Inc., 9.875%, 02/15/17(b)

      2,010,000         2,155,725   

Chesapeake Energy Corp., 6.625%, 08/15/20((i)

      2,085,000         2,329,987   

CITGO Petroleum Corp., 11.500%, 07/01/17(b)

      4,155,000         4,549,725   

Halcon Resources Corp., 8.875%, 05/15/21

      9,515,000         9,610,150   

Halcon Resources Corp., 9.250%, 02/15/22(b)

      805,000         819,088   

Halcon Resources Corp., 9.750%, 07/15/20

      2,832,000         2,952,360   

Halcon Resources Corp., 9.750%, 07/15/20(b)

      2,180,000         2,269,925   

Hercules Offshore, Inc., 7.125%, 04/01/17(b)

      3,954,000         4,206,067   

Hercules Offshore, Inc., 7.500%, 10/01/21(b)

      1,295,000         1,372,700   

Hercules Offshore, Inc., 8.750%, 07/15/21(b)

      1,440,000         1,605,600   

Linn Energy LLC/Finance Corp., 8.625%, 04/15/20

      855,000         923,400   

MEG Energy Corp., 6.375%, 01/30/23(b)

      3,880,000         3,904,250   

MEG Energy Corp., 7.000%, 03/31/24(b)

      5,450,000         5,518,125   

 

See Notes to Schedules of Portfolio Investments.

Oasis Petroleum, Inc., 6.875%, 03/15/22(b)

      1,615,000         1,711,900   

Oasis Petroleum, Inc., 6.875%, 01/15/23

      2,470,000         2,630,550   

Offshore Drilling Holding SA, 8.375%, 09/20/20(b)

      2,425,000         2,582,625   

PetroQuest Energy, Inc., 10.000%, 09/01/17

      1,935,000         2,007,563   

Range Resources Corp., 5.000%, 03/15/23

      3,270,000         3,196,425   

Rex Energy Corp., 8.875%, 12/01/20

      2,880,000         3,153,600   

SandRidge Energy, Inc., 7.500%, 03/15/21

      6,430,000         6,735,425   

Ultra Petroleum Corp., 5.750%, 12/15/18(b)

      1,750,000         1,798,125   

United Refining Co., 10.500%, 02/28/18(h)

      8,583,000         9,612,960   
     

 

 

  
        82,684,817   
     

 

 

  

Oil & Gas Services 1.1%

      

Cie Generale de Geophysique - Veritas, 6.500%, 06/01/21

      2,080,000         2,132,000   

Forum Energy Technologies, Inc., 6.250%, 10/01/21(b)

      2,661,000         2,794,050   

Hornbeck Offshore Services, Inc., 5.000%, 03/01/21

      2,325,000         2,278,500   

Oil States International, Inc., 6.500%, 06/01/19

      2,140,000         2,276,425   
     

 

 

  
        9,480,975   
     

 

 

  

Pharmaceuticals 2.2%

      

ConvaTec Healthcare, 10.500%, 12/15/18(b)(h)

      6,620,000         7,439,225   

Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21(b)

      995,000         999,975   

VPII Escrow Corp., 6.750%, 08/15/18(b)

      4,580,000         5,032,275   

VPII Escrow Corp., 7.500%, 07/15/21(b)

      5,525,000         6,063,687   
     

 

 

  
        19,535,162   
     

 

 

  

Pipelines 2.4%

      

Access Midstream Partners LP/ACMP Finance Corp., 5.875%, 04/15/21

      2,660,000         2,832,900   

Access Midstream Partners LP/ACMP Finance Corp., 6.125%, 07/15/22

      1,635,000         1,749,450   

Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 6.125%, 03/01/22(b)

      2,915,000         2,987,875   

MarkWest Energy Partners LP/MarkWest Energy Finance Corp., 5.500%, 02/15/23

      1,050,000         1,057,875   

MarkWest Energy Partners LP/MarkWest Energy Finance Corp., 6.250%, 06/15/22

      315,000         333,113   

Sabine Pass Liquefaction LLC, 5.625%, 02/01/21(b)(i)

      8,705,000         8,509,137   

Sabine Pass Liquefaction LLC, 5.625%, 04/15/23(b)

      2,550,000         2,384,250   

Tesoro Logistics LP/Tesoro Logistics Finance Corp., 6.125%, 10/15/21

      1,475,000         1,519,250   
     

 

 

  
        21,373,850   
     

 

 

  

Real Estate 0.9%

      

CBRE Services, Inc., 5.000%, 03/15/23

      2,090,000         2,009,013   

Howard Hughes Corp., 6.875%, 10/01/21(b)

      6,035,000         6,276,400   
     

 

 

  
        8,285,413   
     

 

 

  

Retail 2.8%

      

JC Penney Corp., Inc., 5.650%, 06/01/20(i)

      3,160,000         2,480,600   

JC Penney Corp., Inc., 6.375%, 10/15/36(i)

      3,552,000         2,646,240   

Landry’s Holdings II, Inc., 10.250%, 01/01/18(b)

      720,000         764,100   

Landry’s, Inc., 9.375%, 05/01/20(b)(i)

      4,895,000         5,335,550   

Neiman Marcus Group Ltd., 8.000%, 10/15/21(b)

      1,745,000         1,823,525   

Neiman Marcus Group Ltd., PIK, 8.750%, 10/15/21(b)

      2,495,000         2,613,512   

rue21, Inc., 9.000%, 10/15/21(b)(i)

      1,645,000         1,192,625   

Sears Holdings Corp., 6.625%, 10/15/18(i)

      9,005,000         8,149,525   
     

 

 

  
        25,005,677   
     

 

 

  

Semiconductors 0.3%

      

Advanced Micro Devices, Inc., 7.500%, 08/15/22

      1,585,000         1,537,450   

Advanced Micro Devices, Inc., 7.750%, 08/01/20(i)

      825,000         818,813   

Magnachip Semiconductor Corp., 6.625%, 07/15/21(i)

      760,000         773,300   
     

 

 

  
        3,129,563   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Software 2.2%

  

Activision Blizzard, Inc., 5.625%, 09/15/21(b)

      4,625,000         4,786,875   

Activision Blizzard, Inc., 6.125%, 09/15/23(b)

      2,625,000         2,736,562   

Audatex North America, Inc., 6.000%, 06/15/21(b)

      802,000         840,095   

Audatex North America, Inc., 6.125%, 11/01/23(b)

      648,000         667,440   

Blackboard, Inc., 7.750%, 11/15/19(b)

      2,160,000         2,143,800   

BMC Software Finance, Inc., 8.125%, 07/15/21(b)

      920,000         947,600   

First Data Corp., 6.750%, 11/01/20(b)

      5,065,000         5,267,600   

First Data Corp., 11.750%, 08/15/21(b)

      1,325,000         1,397,875   

First Data Corp., 11.750%, 08/15/21(b)(e)

      1,275,000         1,345,125   
     

 

 

  
        20,132,972   
     

 

 

  

Storage/Warehousing 0.7%

      

Niska Gas Storage US LLC/Niska Gas Storage Canada ULC, 8.875%, 03/15/18(i)

      5,995,000         6,234,800   
     

 

 

  

Telecommunication Services 17.7%

      

Alcatel-Lucent USA, Inc., 6.450%, 03/15/29

      1,870,000         1,654,950   

Alcatel-Lucent USA, Inc., 6.750%, 11/15/20(b)

      3,120,000         3,240,900   

Altice Financing SA, 6.500%, 01/15/22(b)

      4,240,000         4,282,400   

Altice Finco SA, 8.125%, 01/15/24(b)(i)

      990,000         1,027,125   

Avanti Communications Group PLC, 10.000%, 10/01/19(b)

      3,665,000         3,665,000   

CenturyLink, Inc., 5.625%, 04/01/20

      3,595,000         3,657,912   

DigitalGlobe, Inc., 5.250%, 02/01/21(b)

      1,090,000         1,062,750   

Level 3 Financing, Inc., 6.125%, 01/15/21(b)

      6,895,000         6,963,950   

Level 3 Financing, Inc., 8.125%, 07/01/19(i)

      5,985,000         6,553,575   

Level 3 Financing, Inc., 8.625%, 07/15/20

      3,855,000         4,317,600   

Lynx II Corp., 6.375%, 04/15/23(b)(i)

      2,775,000         2,823,563   

MetroPCS Wireless, Inc., 6.250%, 04/01/21(b)

      3,240,000         3,361,500   

MetroPCS Wireless, Inc., 6.625%, 04/01/23(b)(i)

      1,745,000         1,801,713   

NII Capital Corp., 7.625%, 04/01/21(i)

      3,995,000         1,637,950   

NII International Telecom S.A.R.L., 11.375%, 08/15/19(b)(i)

      3,705,000         3,093,675   

NII International Telecom SCA, 7.875%, 08/15/19(b)(i)

      4,815,000         3,635,325   

Nortel Networks Ltd., 10.750%, 07/15/16(c)(h)(i)

      6,790,000         7,944,300   

Sable International Finance Ltd., 8.750%, 02/01/20(b)

      770,000         866,250   

Satmex Escrow SA de CV, 9.500%, 05/15/17(h)

      8,770,000         9,427,750   

SBA Telecommunications, Inc., 5.750%, 07/15/20

      4,415,000         4,591,600   

Softbank Corp., 4.500%, 04/15/20(b)

      5,630,000         5,489,250   

Sprint Capital Corp., 6.875%, 11/15/28

      2,405,000         2,266,713   

Sprint Capital Corp., 6.900%, 05/01/19(h)

      10,664,000         11,650,420   

Sprint Communications, Inc., 7.000%, 08/15/20(h)

      4,175,000         4,519,437   

Sprint Corp., 7.125%, 06/15/24(b)

      3,440,000         3,491,600   

Sprint Corp., 7.875%, 09/15/23(b)

      3,570,000         3,837,750   

T-Mobile USA, Inc., 6.125%, 01/15/22

      3,630,000         3,693,525   

T-Mobile USA, Inc., 6.500%, 01/15/24

      4,520,000         4,576,500   

T-Mobile USA, Inc., 6.542%, 04/28/20

      4,340,000         4,611,250   

T-Mobile USA, Inc., 6.633%, 04/28/21

      3,890,000         4,094,225   

T-Mobile USA, Inc., 6.731%, 04/28/22(i)

      3,460,000         3,607,050   

T-Mobile USA, Inc., 6.836%, 04/28/23

      1,560,000         1,618,500   

Trilogy International Partners LLC, 10.250%, 08/15/16(b)(i)

      7,855,000         7,855,000   

Tw telecom holdings, Inc., 5.375%, 10/01/22

      3,985,000         3,915,262   

ViaSat, Inc., 6.875%, 06/15/20

      3,945,000         4,171,837   

Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17(b)(i)

      11,246,252         11,836,680   

Wind Acquisition Finance SA, 7.250%, 02/15/18(b)

      1,775,000         1,868,188   
     

 

 

  
        158,712,975   
     

 

 

  

Transportation 2.1%

      

CHC Helicopter SA, 9.250%, 10/15/20(h)

      6,575,000         7,084,562   

CHC Helicopter SA, 9.375%, 06/01/21(i)

      3,725,000         3,818,125   

Eletson Holdings, 9.625%, 01/15/22(b)

      2,795,000         2,864,875   

 

See Notes to Schedules of Portfolio Investments.

Navios Maritime Acquisition Corp./Navios Acquisition Finance US, Inc., 8.125%,
11/15/21(b)

      1,465,000         1,494,300   

Navios Maritime Holdings, Inc./Navios Maritime Finance II US, Inc., 7.375%, 01/15/22(b)

      1,725,000         1,733,625   

Topaz Marine SA, 8.625%, 11/01/18(b)

      1,925,000         1,939,438   
     

 

 

  
        18,934,925   
     

 

 

  

Trucking & Leasing 0.1%

      

Flexi-Van Leasing, Inc., 7.875%, 08/15/18(b)

      835,000         885,100   
     

 

 

  

Total Corporate Bonds (Cost $769,570,987)

         792,401,871   
     

 

 

  

Convertible Corporate Bond 0.2%

      

Auto Parts & Equipment 0.2%

      

Meritor, Inc., 4.625%, 03/01/26(a)(i)

      2,145,000         2,191,922   
     

 

 

  

Total Convertible Corporate Bond (Cost $1,878,020)

         2,191,922   
     

 

 

  

Municipal Bonds 0.6%

      

Puerto Rico 0.6%

      

Puerto Rico Sales Tax Financing Corp., Series A, RB, 5.500%, 08/01/37

      5,450,000         3,902,854   

Puerto Rico Sales Tax Financing Corp., Series A, RB, 6.500%, 08/01/44

      2,165,000         1,695,325   
     

 

 

  

Total Municipal Bonds (Cost $5,444,324)

         5,598,179   
     

 

 

  

Preferred Stock 0.4%

      

Diversified Financial Services 0.4%

      

GMAC Capital Trust I, Series 2, 8.125%(a)

      121,110         3,238,481   
     

 

 

  

Total Preferred Stock (Cost $3,027,750)

         3,238,481   

Common Stocks 1.1%

      

Auto Manufacturers 1.0%

      

General Motors Co.*

      228,862         9,353,590   
     

 

 

  

Energy-Alternate Sources 0.1%

      

Aventine Renewable Energy Holdings, Inc.*(d)

      52,974         529,740   
     

 

 

  

Total Common Stocks (Cost $12,340,553)

         9,883,330   
     

 

 

  

Short-Term Investment 12.5%

      

RidgeWorth Funds Securities Lending Joint Account(j)

      112,124,990         112,124,990   
     

 

 

  

Total Short-Term Investment (Cost $112,124,990)

         112,124,990   
     

 

 

  

Money Market Fund 4.0%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(k)

      35,630,963         35,630,963   
     

 

 

  

Total Money Market Fund (Cost $35,630,963)

         35,630,963   
     

 

 

  

Total Investments

(Cost $982,385,305) — 111.7%

         1,000,312,658   

Liabilities in Excess of Other Assets — (11.7)%

         (104,388,606 ) 
     

 

 

  

Net Assets — 100.0%

       $ 895,924,052   
     

 

 

  

 

* Non-income producing security.
(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 51.6% of net assets as of December 31, 2013.
(c) Security is in default.

 

See Notes to Schedules of Portfolio Investments.

(d) The Fund’s investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(e) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(f) The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(g) Less than 0.05% of Net Assets.
(h) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(i) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $109,681,010.
(j) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2(i)).
(k) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

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

Centrally Cleared Credit Default Swap Contracts—Buy Protection

At December 31, 2013, the Fund’s open credit default swap contracts were as follows:

 

Underlying

Instrument

    Counterparty      Notional
Amount		      Fixed
Rate		     Expiration
Date		      Implied
Credit
Spread*		     Value     Unrealized
Appreciation/
(Depreciation)		  

CDX.NA.HY.20

      JPMorgan         62,500,000         5.000 %      06/20/18         2.682 %    $ 5,950,286      $ 2,684,194   

CDX.NA.HY.20

      JPMorgan         62,500,000         5.000        06/20/18         2.682        (5,950,286 )      (2,652,055 ) 
               

 

 

    

 

 

  
                 
                $ —        $ 32,139   
               

 

 

    

 

 

  

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

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at December 31, 2013.

 

*  Implied credit spreads serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular reference entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Intermediate Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Security 1.0%

      

Credit Card 1.0%

      

Citibank Credit Card Issuance Trust, Series 2013-A11, Cl A11, 0.408%, 02/07/18(a)

      4,150,000         4,151,145   
     

 

 

  

Total Asset-Backed Securities (Cost $4,150,000)

         4,151,145   
     

 

 

  

Collateralized Mortgage Obligation 0.4%

      

Commercial Mortgage Backed Securities 0.4%

      

LB-UBS Commercial Mortgage Trust

      

Series 2005-C7, Cl A3, 5.456%, 11/15/30(a)

      1,357,147         1,405,031   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $1,358,164)

         1,405,031   
     

 

 

  

Corporate Bonds 26.9%

      

Agriculture 0.5%

      

Japan Tobacco, Inc., 2.100%, 07/23/18(b)

      2,052,000         2,046,326   
     

 

 

  

Airlines 0.6%

      

American Airlines Pass Through Trust, 4.950%, 07/15/24(b)

      2,204,000         2,297,670   
     

 

 

  

Auto Manufacturers 0.4%

      

Daimler Finance N.A. LLC, 3.875%, 09/15/21(b)

      675,000         681,210   

Volkswagen International Finance, 2.375%, 03/22/17(b)

      723,000         741,732   
     

 

 

  
        1,422,942   
     

 

 

  

Banks 5.0%

      

BNP Paribas SA, 2.400%, 12/12/18, MTN

      2,014,000         2,015,281   

Citigroup, Inc., 2.500%, 09/26/18

      2,575,000         2,587,996   

Fifth Third Bank, 1.450%, 02/28/18

      1,441,000         1,404,129   

Goldman Sachs Group, Inc. (The), 2.900%, 07/19/18

      2,473,000         2,516,708   

HSBC Bank PLC, 3.500%, 06/28/15(b)

      751,000         782,788   

Huntington National Bank (The), 1.300%, 11/20/16

      1,414,000         1,414,213   

JPMorgan Chase & Co., 1.625%, 05/15/18

      2,691,000         2,635,027   

KeyBank NA, 1.650%, 02/01/18

      1,075,000         1,057,172   

Lloyds Bank PLC, 2.300%, 11/27/18

      709,000         707,161   

Morgan Stanley, 5.000%, 11/24/25

      2,994,000         3,002,952   

PNC Bank NA, 0.800%, 01/28/16

      546,000         544,721   

Wells Fargo & Co., 1.250%, 02/13/15, MTN

      1,202,000         1,211,924   
     

 

 

  
        19,880,072   
     

 

 

  

Beverages 0.5%

      

Anheuser-Busch InBev Worldwide, Inc., 2.500%, 07/15/22

      935,000         864,845   

SABMiller Holdings, Inc., 2.450%, 01/15/17(b)

      956,000         978,931   
     

 

 

  
        1,843,776   
     

 

 

  

Chemicals 0.3%

      

Dow Chemical Co. (The), 3.000%, 11/15/22

      473,000         441,139   

Praxair, Inc., 4.625%, 03/30/15

      889,000         933,944   
     

 

 

  
        1,375,083   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Commercial Services 0.5%

  

ERAC USA Finance LLC, 2.750%, 03/15/17(b)

      549,000         564,688   

ERAC USA Finance LLC, 5.250%, 10/01/20(b)

      475,000         522,258   

ERAC USA Finance LLC, 5.600%, 05/01/15(b)

      716,000         760,466   
     

 

 

  
        1,847,412   
     

 

 

  

Computers 0.9%

      

Apple, Inc., 2.400%, 05/03/23

      860,000         773,322   

IBM Corp., 0.875%, 10/31/14

      1,740,000         1,747,031   

IBM Corp., 1.250%, 02/06/17

      1,234,000         1,230,788   
     

 

 

  
        3,751,141   
     

 

 

  

Diversified Financial Services 3.8%

      

American Express Credit Corp., 2.375%, 03/24/17, MTN

      480,000         493,381   

CME Group, Inc., 5.750%, 02/15/14

      1,228,000         1,235,198   

Ford Motor Credit Co. LLC, 4.375%, 08/06/23

      832,000         836,459   

Ford Motor Credit Co. LLC, 5.000%, 05/15/18

      1,122,000         1,249,806   

General Electric Capital Corp., Series C, 5.250%(a)(c)

      1,400,000         1,316,000   

General Electric Capital Corp., Series B, 6.250%(a)(c)

      1,600,000         1,652,000   

John Deere Capital Corp., 1.250%, 12/02/14, MTN

      998,000         1,006,815   

Lazard Group LLC, 4.250%, 11/14/20

      2,041,000         2,036,571   

Lazard Group LLC, 6.850%, 06/15/17

      356,000         401,392   

MassMutual Global Funding LLC, 2.000%, 04/05/17(b)

      666,000         667,957   

PACCAR Financial Corp., 1.550%, 09/29/14, MTN

      1,200,000         1,210,072   

Perrigo Co. Ltd., 4.000%, 11/15/23(b)

      1,546,000         1,516,773   

Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN

      603,000         627,086   

Woodside Finance Ltd., 4.600%, 05/10/21(b)

      983,000         1,029,408   
     

 

 

  
        15,278,918   
     

 

 

  

Electric 0.2%

      

Dominion Resources, Inc., 1.950%, 08/15/16

      366,000         372,056   

Exelon Generation Co. LLC, 6.200%, 10/01/17

      434,000         490,440   
     

 

 

  
        862,496   
     

 

 

  

Electronics 0.4%

      

Agilent Technologies, Inc., 3.875%, 07/15/23

      1,682,000         1,594,222   
     

 

 

  

Healthcare - Products 0.1%

      

Becton Dickinson and Co., 3.250%, 11/12/20

      218,000         217,652   
     

 

 

  

Healthcare - Services 0.4%

      

Howard Hughes Medical Institute, 3.500%, 09/01/23

      824,000         810,288   

WellPoint, Inc., 3.300%, 01/15/23

      938,000         875,355   
     

 

 

  
        1,685,643   
     

 

 

  

Insurance 1.5%

      

Allstate Corp. (The), 5.750%, 08/15/53(a)

      1,116,000         1,124,370   

American International Group, Inc., 5.850%, 01/16/18, MTN

      1,637,000         1,877,721   

Berkshire Hathaway, Inc., 3.200%, 02/11/15

      1,197,000         1,233,745   

Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)

      472,000         478,571   

Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)

      1,084,000         1,162,218   
     

 

 

  
        5,876,625   
     

 

 

  

Internet 0.1%

      

eBay, Inc., 2.600%, 07/15/22

      397,000         365,132   
     

 

 

  

Media 0.4%

      

Time Warner, Inc., 3.400%, 06/15/22

      1,534,000         1,496,949   
     

 

 

  

Mining 3.3%

      

Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20

      585,000         592,419   

Barrick Gold Corp., 3.850%, 04/01/22

      3,332,000         3,000,899   

 

See Notes to Schedules of Portfolio Investments.

Barrick Gold Corp., 4.100%, 05/01/23

      1,626,000         1,469,727   

BHP Billiton Finance USA Ltd., 1.125%, 11/21/14

      1,039,000         1,046,481   

Kinross Gold Corp., 5.125%, 09/01/21(d)

      2,106,000         2,011,910   

Newmont Mining Corp., 3.500%, 03/15/22

      5,988,000         5,096,896   
     

 

 

  
        13,218,332   
     

 

 

  

Miscellaneous Manufacturer 0.4%

      

3M Co., 1.375%, 09/29/16

      376,000         381,593   

General Electric Co., 2.700%, 10/09/22

      762,000         713,231   

General Electric Co., 5.250%, 12/06/17

      314,000         355,430   
     

 

 

  
        1,450,254   
     

 

 

  

Oil & Gas 0.3%

      

BP Capital Markets PLC, 2.248%, 11/01/16

      612,000         633,335   

Ensco PLC, 4.700%, 03/15/21

      589,000         623,009   
     

 

 

  
        1,256,344   
     

 

 

  

Oil & Gas Services 0.2%

      

Schlumberger Investment SA, 3.300%, 09/14/21(b)

      487,000         484,175   

Weatherford International Ltd., 5.125%, 09/15/20

      404,000         434,000   
     

 

 

  
        918,175   
     

 

 

  

Pharmaceuticals 0.5%

      

Express Scripts Holding Co., 2.650%, 02/15/17

      446,000         459,681   

Mylan, Inc., 1.800%, 06/24/16(b)

      454,000         462,834   

Novartis Securities Investment Ltd., 5.125%, 02/10/19

      327,000         370,285   

Zoetis, Inc., 3.250%, 02/01/23

      726,000         679,297   
     

 

 

  
        1,972,097   
     

 

 

  

Pipelines 0.9%

      

Enterprise Products Operating LLC, 3.350%, 03/15/23

      1,474,000         1,400,170   

Kinder Morgan Energy Partners LP, 3.450%, 02/15/23

      1,665,000         1,546,520   

TC Pipelines LP, 4.650%, 06/15/21

      511,000         517,069   
     

 

 

  
        3,463,759   
     

 

 

  

Real Estate Investment Trust 0.9%

      

American Tower Corp., 3.500%, 01/31/23

      609,000         555,253   

American Tower Corp., 5.000%, 02/15/24

      1,582,000         1,593,697   

Digital Realty Trust LP, 4.500%, 07/15/15

      1,295,000         1,347,017   

Digital Realty Trust LP, 5.875%, 02/01/20

      252,000         268,092   
     

 

 

  
        3,764,059   
     

 

 

  

Retail 1.1%

      

AutoZone, Inc., 3.700%, 04/15/22

      471,000         454,461   

Macy’s Retail Holdings, Inc., 2.875%, 02/15/23

      2,229,000         2,017,298   

Wal-Mart Stores, Inc., 1.125%, 04/11/18

      1,958,000         1,900,239   
     

 

 

  
        4,371,998   
     

 

 

  

Semiconductors 1.1%

      

Analog Devices, Inc., 3.000%, 04/15/16

      530,000         552,463   

Intel Corp., 1.950%, 10/01/16

      438,000         450,263   

Intel Corp., 2.700%, 12/15/22

      2,209,000         2,036,272   

TSMC Global Ltd., 1.625%, 04/03/18(b)

      1,400,000         1,340,690   
     

 

 

  
        4,379,688   
     

 

 

  

Software 0.4%

      

Fidelity National Information Services, Inc., 3.500%, 04/15/23

      709,000         646,263   

Oracle Corp., 1.200%, 10/15/17

      475,000         467,427   

Oracle Corp., 2.375%, 01/15/19

      584,000         589,228   
     

 

 

  
        1,702,918   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Telecommunication Services 2.1%

      

AT&T, Inc., 2.375%, 11/27/18

      2,021,000         2,022,734   

CC Holdings GS V LLC/Crown Castle GS III Corp., 3.849%, 04/15/23

      1,266,000         1,185,106   

Cisco Systems, Inc., 5.500%, 02/22/16

      438,000         481,859   

Softbank Corp., 4.500%, 04/15/20(b)

      1,080,000         1,053,000   

Verizon Communications, Inc., 5.150%, 09/15/23

      3,309,000         3,552,847   
     

 

 

  
        8,295,546   
     

 

 

  

Transportation 0.1%

      

United Parcel Service, Inc., 3.125%, 01/15/21

      325,000         325,390   
     

 

 

  

Total Corporate Bonds (Cost $107,111,582)

         106,960,619   
     

 

 

  

Municipal Bond 1.5%

      

New York 1.5%

      

Utility Debt Securitization Authority, Series T, RB, 2.554%, 06/15/22

      6,074,000         6,003,906   
     

 

 

  

Total Municipal Bond (Cost $6,073,696)

         6,003,906   
     

 

 

  

U.S. Government Agency Mortgages 8.4%

      

Federal Home Loan Mortgage Corporation

      

Pool #J18800, 3.000%, 04/01/27

      2,017,772         2,058,003   

Pool #J20118, 2.500%, 08/01/27

      7,026,133         6,971,176   
     

 

 

  
        9,029,179   
     

 

 

  

Federal National Mortgage Association

      

Pool #AM0067, 2.740%, 08/01/22

      4,766,000         4,618,156   

Pool #AP1217, 2.500%, 07/01/27

      4,138,764         4,110,173   

Pool #AB7246, 2.500%, 12/01/27

      5,053,062         5,018,174   

Pool #AM2100, 2.250%, 01/01/28

      1,722,267         1,620,961   

Pool #AL4042, 2.000%, 08/01/28

      9,237,972         8,910,326   
     

 

 

  
        24,277,790   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $33,779,982)

         33,306,969   
     

 

 

  

U.S. Treasury Obligations 59.4%

      

U.S. Treasury Notes 59.4%

      

0.750%, 06/15/14

      14,476,000         14,517,850   

0.375%, 03/15/15

      14,251,000         14,280,500   

0.375%, 11/15/15

      100,576,000         100,634,938   

0.500%, 06/15/16

      21,952,000         21,929,697   

0.750%, 02/28/18

      49,657,000         48,349,630   

1.375%, 07/31/18

      16,092,000         15,947,429   

2.750%, 11/15/23(d)

      20,982,000         20,526,292   
     

 

 

  

Total U.S. Treasury Obligations (Cost $236,522,204)

         236,186,336   
     

 

 

  

Preferred Stocks 0.4%

      

Banks 0.2%

      

PNC Financial Services Group, Inc., Series P, 6.125%(a)(c)

      23,950         604,737   
     

 

 

  

Insurance 0.2%

      

Arch Capital Group Ltd., Series C, 6.750%(c)

      20,500         470,065   

Reinsurance Group of America, Inc., 6.200%(a)(c)

      14,025         340,387   
     

 

 

  
        810,452   
     

 

 

  

Real Estate Investment Trust 0.0%(e)

      

Public Storage, Series U, 5.625%(c)

      8,550         172,796   
     

 

 

  

Total Preferred Stocks (Cost $1,678,184)

         1,587,985   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Foreign Government Bond 0.6%

      

Sovereign 0.6%

      

Mexico Government International Bond, 4.000%, 10/02/23

      2,338,000         2,314,620   
     

 

 

  

Total Foreign Government Bond (Cost $2,310,150)

         2,314,620   
     

 

 

  

Short-Term Investment 5.3%

      

RidgeWorth Funds Securities Lending Joint Account(f)

      21,223,110         21,223,110   
     

 

 

  

Total Short-Term Investment (Cost $21,223,110)

  

      21,223,110   
     

 

 

  

Money Market Fund 2.5%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(g)

      9,894,186         9,894,186   
     

 

 

  

Total Money Market Fund (Cost $9,894,186)

  

      9,894,186   
     

 

 

  

Total Investments

(Cost $424,101,258) — 106.4%

         423,033,907   

Liabilities in Excess of Other Assets — (6.4)%

         (25,309,114 ) 
     

 

 

  

Net Assets — 100.0%

       $ 397,724,793   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 4.4% of net assets as of December 31, 2013.
(c) Security is perpetual in nature and has no stated maturity.
(d) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $20,694,311.
(e) Less than 0.05% of Net Assets.
(f) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2(i)).
(g) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

MTN    – Medium Term Note
RB    – Revenue Bond

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Investment Grade Tax-Exempt Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 98.4%

      

Alabama 2.2%

      

Birmingham, Series A, GO, 0.000%, 03/01/27(a)

      2,500,000         2,269,425   

Birmingham, Series A, GO, 0.000%, 03/01/37(a)

      3,000,000         2,538,960   

Birmingham Special Care Facilities Financing Authority Health Care Facilities, Children’s Hospital of Alabama, RB, 6.000%, 06/01/39, AGC(b)

      9,000,000         10,025,640   
     

 

 

  
        14,834,025   
     

 

 

  

Alaska 6.8%

      

Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23,
AGC(b)

      18,000,000         20,910,060   

Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/28,
AGC(b)

      15,500,000         18,081,680   

Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/32,
AGC

      7,250,000         8,240,423   
     

 

 

  
        47,232,163   
     

 

 

  

California 13.3%

      

California Health Facilities Financing Authority, Series C, RB, 6.250%, 10/01/24

      3,500,000         4,108,405   

California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/33

      6,500,000         7,398,690   

California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/38(b)

      5,400,000         6,141,528   

California State, GO, 6.500%, 04/01/33(b)

      24,500,000         28,935,235   

Contra Costa Transportation Authority, Series B, RB, 5.000%, 03/01/24

      1,500,000         1,706,175   

Los Angeles California Community College District, Series A, GO, 6.000%, 08/01/33(b)

      10,000,000         11,421,400   

Los Angeles California Wastewater System, Series A, RB, 5.750%, 06/01/34

      5,000,000         5,637,100   

San Francisco City & County Airports Commission, AMT, RB, 5.750%, 05/01/24, AGM

      5,000,000         5,628,000   

University of California, Series O, RB, 5.750%, 05/15/27

      3,000,000         3,427,020   

University of California, Series O, RB, 5.750%, 05/15/28(b)

      10,000,000         11,423,400   

University of California, Series O, RB, 5.750%, 05/15/29(b)

      5,095,000         5,809,370   
     

 

 

  
        91,636,323   
     

 

 

  

Colorado 1.5%

      

Aurora CO Water Revenue, Series A, RB, 5.000%, 08/01/36, AMBAC

      10,000,000         10,217,900   
     

 

 

  

District of Columbia 1.3%

      

District of Columbia, Income Tax, Series A, RB, 5.500%, 12/01/30(b)

      8,000,000         8,899,680   
     

 

 

  

Florida 4.3%

      

Florida State Board of Education, Lottery Revenue, Capital Outlay, Public Education Project, Series A, GO, 5.000%, 06/01/20, NATL-RE/FGIC

      5,320,000         5,707,775   

Florida State Board of Governors, Series A, RB, 5.000%, 10/01/20

      2,285,000         2,621,238   

Florida State Board of Governors, Series A, RB, 5.000%, 10/01/21

      2,410,000         2,749,039   

Highlands County Health Facilities Authority, Adventist Health, Series G, RB, 5.125%, 11/15/18

      2,900,000         3,196,612   

Miami-Dade County, Building Better Communities Program, Series B, GO, 6.000%, 07/01/23

      2,000,000         2,332,120   

Miami-Dade County, Building Better Communities Program, Series B, GO, 6.125%, 07/01/25

      3,000,000         3,493,170   

Miami-Dade County, Series B, AMT, RB, 5.000%, 10/01/21

      1,875,000         1,992,994   

Miami-Dade County, Series B, AMT, RB, 5.000%, 10/01/22

      1,995,000         2,108,854   

 

See Notes to Schedules of Portfolio Investments.

Miami-Dade County, Series B, AMT, RB, 5.000%, 10/01/23

      2,120,000         2,216,820   

Miami-Dade County, Series D, AMT, RB, 5.000%, 10/01/22

      1,430,000         1,511,610   

Polk County School District Sales Tax Authority, RB, 5.250%, 10/01/15, AGM

      2,000,000         2,066,080   
     

 

 

  
        29,996,312   
     

 

 

  

Georgia 0.8%

      

Georgia State, Series B, GO, 5.000%, 07/01/17(b)

      5,000,000         5,345,600   
     

 

 

  

Illinois 2.4%

      

Chicago IL O’ Hare International Airport Revenue, Series D, RB, 5.250%, 01/01/19, NATL-RE, AMT(b)

      7,680,000         8,001,639   

Grundy Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/21, AGC

      4,340,000         4,960,880   

Illinois State, GO, 5.250%, 04/01/27

      1,500,000         1,527,735   

University of Illinois, Auxiliary Facilities System, Series A, RB, 5.750%, 04/01/38

      2,000,000         2,185,460   
     

 

 

  
        16,675,714   
     

 

 

  

Kansas 4.4%

      

Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, RB, 5.750%, 11/15/38(b)

      26,090,000         27,824,202   

Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, Series D, RB, 5.000%, 11/15/22

      2,000,000         2,181,620   
     

 

 

  
        30,005,822   
     

 

 

  

Kentucky 0.6%

      

Kentucky Public Transportation Infrastructure Authority, RB, 5.000%, 07/01/17

      3,900,000         4,304,742   
     

 

 

  

Maryland 3.9%

      

Baltimore, Series B, RB, 5.000%, 07/01/42

      7,150,000         7,423,702   

Baltimore County, GO, 5.000%, 08/01/15

      2,810,000         3,020,525   

Maryland State, GO, 5.000%, 03/01/21

      5,000,000         5,825,350   

Maryland State Department of Transportation, RB, 5.000%, 02/15/19

      9,000,000         10,331,100   
     

 

 

  
        26,600,677   
     

 

 

  

Massachusetts 4.7%

      

Commonwealth of Massachusetts, Series A, GO, 5.000%, 04/01/19

      4,050,000         4,749,678   

Commonwealth of Massachusetts, Series A, GO, 5.000%, 04/01/25

      5,520,000         6,179,033   

Commonwealth of Massachusetts, Series B, GO, 5.000%, 06/01/24(b)

      11,990,000         13,666,322   

Massachusetts State, Consolidated Lien, Series C, GO, 5.000%, 01/01/15

      2,000,000         2,095,860   

Massachusetts State, Consolidated Lien, Series C, GO, 5.000%, 09/01/18, Pre-refunded
09/01/2015 @ 100

      5,310,000         5,724,870   
     

 

 

  
        32,415,763   
     

 

 

  

Michigan 3.7%

      

Michigan Finance Authority, RB, 5.000%, 07/01/21

      14,000,000         15,765,400   

Michigan Municipal Bond Authority, RB, 5.000%, 10/01/17(b)

      9,270,000         9,949,584   
     

 

 

  
        25,714,984   
     

 

 

  

Minnesota 0.9%

      

Minnesota State, Series D, GO, 5.000%, 08/01/22

      5,515,000         6,460,492   
     

 

 

  

Missouri 4.2%

      

Missouri State Board of Public Buildings, Series A, RB, 5.000%, 10/01/21

      18,875,000         21,877,446   

Missouri State Highways & Transit Commission State Road, Second Lien, RB, 5.250%, 05/01/20

      6,500,000         7,398,170   
     

 

 

  
        29,275,616   
     

 

 

  

New Jersey 8.9%

      

New Jersey Economic Development Authority, RB, 5.000%, 09/01/20, ST APPROP

      4,000,000         4,593,520   

New Jersey Higher Education Student Assistance Authority, AMT, RB, 4.000%, 12/01/17

      3,100,000         3,333,585   

 

See Notes to Schedules of Portfolio Investments.

New Jersey Higher Education Student Assistance Authority, AMT, Series 1A, RB, 4.000%, 12/01/19

      5,000,000         5,270,400   

New Jersey Higher Education Student Assistance Authority, AMT, Series 1A, RB, 5.000%, 12/01/20

      9,775,000         10,733,927   

New Jersey State Transportation Trust Fund Authority, Transportation System, Series A, RB, 6.000%, 12/15/38

      7,710,000         8,621,553   

New Jersey State Transportation Trust Fund Authority, Transportation System, Series D, RB, 5.000%, 06/15/19, Pre-refunded 06/15/2015 @ 100, AGM(b)

      13,125,000         14,025,506   

New Jersey Transportation Trust Fund Authority, RB, 5.500%, 06/15/39

      8,235,000         8,694,431   

New Jersey Transportation Trust Fund Authority, Series A, RB, 6.000%, 06/15/35, ST APPROP

      5,305,000         5,860,699   
     

 

 

  
        61,133,621   
     

 

 

  

New Mexico 0.8%

      

New Mexico Finance Authority, Public Project Revolving Fund, Series C, RB, 5.000%, 06/01/21, AMBAC

      5,595,000         5,700,410   
     

 

 

  

New York 14.6%

      

Erie County Industrial Development Agency, City School District Buffalo, Series A, RB, 5.750%, 05/01/29, BHAC-CR-FSA

      5,340,000         5,977,649   

Erie County Industrial Development Agency, RB, 5.000%, 05/01/19, State Aid Withholding

      2,000,000         2,322,240   

New York City, GO, 5.000%, 08/15/23, Pre-refunded 08/15/2014 @ 100

      13,730,000         14,142,175   

New York City Municipal Water Finance Authority, Water & Sewer System, Series A, RB, 5.750%, 06/15/40(b)

      15,330,000         16,925,853   

New York City Transitional Finance Authority, Building Aid, Series S-2, RB, 6.000%, 07/15/38, State Aid Withholding(b)

      7,500,000         8,422,050   

New York City Transitional Finance Authority Future Tax Secured Revenue, RB, 5.000%, 02/01/28

      5,000,000         5,394,150   

New York State Thruway Authority, Series B, RB, 5.000%, 04/01/18, AMBAC

      5,700,000         6,144,258   

Port Authority of New York & New Jersey, AMT, RB, 5.000%, 12/01/31

      5,000,000         5,193,950   

Port Authority of New York & New Jersey, AMT, RB, 5.000%, 12/01/32

      2,295,000         2,363,666   

Port Authority of New York & New Jersey, RB, 5.000%, 12/01/43

      5,000,000         5,153,600   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/20

      2,000,000         2,173,800   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/21

      2,000,000         2,211,800   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/22

      1,000,000         1,106,220   

Utility Debt Securitization Authority, RB, 5.000%, 12/15/29

      6,000,000         6,665,640   

Utility Debt Securitization Authority, RB, 5.000%, 12/15/30

      7,500,000         8,246,625   

Utility Debt Securitization Authority, RB, 5.000%, 12/15/31

      7,500,000         8,214,075   
     

 

 

  
        100,657,751   
     

 

 

  

North Carolina 0.8%

      

Raleigh, Series B, GO, 5.000%, 04/01/20

      4,700,000         5,568,419   
     

 

 

  

Oregon 1.2%

      

Oregon State Department of Transportation, Highway User Tax, Series B, RB, 5.000%, 11/15/17, Pre-refunded 11/15/2014 @ 100

      2,500,000         2,604,525   

Tri-County Metropolitan Transportation District, Refunding Limited Tax Pledge, Series A, RB, 5.000%, 09/01/20, AGM

      5,170,000         5,543,946   
     

 

 

  
        8,148,471   
     

 

 

  

Pennsylvania 4.5%

      

Pennsylvania Economic Development Financing Authority, RB, 5.000%, 07/01/21

      7,500,000         8,481,150   

Pennsylvania Economic Development Financing Authority, RB, 5.000%, 01/01/22

      3,000,000         3,372,180   

Pennsylvania Economic Development Financing Authority, RB, 5.000%, 07/01/22

      7,485,000         8,227,063   

University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/23, GO of University

      6,750,000         7,837,897   

University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/24, GO of University

      2,500,000         2,893,325   
     

 

 

  
        30,811,615   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Texas 8.9%

      

Austin, Series 2005, GO, 5.000%, 09/01/19, Pre-refunded 03/01/2015 @ 100, NATL-RE

      5,000,000         5,276,300   

City Public Service Board of San Antonio, RB, 5.250%, 02/01/24

      2,350,000         2,778,217   

Clear Creek Independent School District, Series B, GO, 3.000%, 02/15/32, PSF-GTD(c)

      4,000,000         4,218,360   

Dallas Community College District, GO, 5.000%, 02/15/24

      5,850,000         6,569,901   

Dallas Independent School District, GO, 6.375%, 02/15/34, PSF-GTD(b)

      6,000,000         6,946,860   

Fort Bend Grand Parkway Toll Road Authority, RB, 5.000%, 03/01/37

      3,000,000         3,128,460   

Grand Parkway Transportation Corp., Series C, RB, 2.000%, 10/01/17(c)

      10,250,000         10,269,885   

Harris County, Series A, GO, 5.000%, 10/01/23

      5,000,000         5,707,950   

Lower Colorado River Authority, Series A, RB, 5.875%, 05/15/15, AGM

      1,185,000         1,190,368   

North Harris County Regional Water Authority, RB, 5.250%, 12/15/18, NATL-RE

      2,690,000         2,802,953   

San Antonio Electric & Gas, RB, 5.000%, 02/01/24, Pre-refunded 02/01/2015 @ 100

      1,875,000         1,971,882   

Texas State Public Finance Authority, Unemployment Comp., Series A, RB, 5.000%, 01/01/15

      5,000,000         5,240,150   

Texas State University Systems Financing, RB, 5.000%, 03/15/18, AGM

      5,035,000         5,308,199   
     

 

 

  
        61,409,485   
     

 

 

  

Virginia 0.7%

      

Commonwealth of Virginia, Series B, GO, 5.000%, 06/01/19

      2,050,000         2,422,485   

Norfolk, Series C, GO, 5.000%, 04/01/23

      1,875,000         2,113,144   
     

 

 

  
        4,535,629   
     

 

 

  

Washington 1.3%

      

Washington State, Series A, GO, 5.000%, 07/01/20, Pre-refunded 07/01/2015 @ 100, AGM

      7,700,000         8,243,620   

Washington State University, RB, 5.000%, 10/01/37

      1,000,000         1,050,370   
     

 

 

  
        9,293,990   
     

 

 

  

Wisconsin 1.7%

      

Wisconsin State, GO, 5.000%, 05/01/17(d)

      6,000,000         6,776,580   

Wisconsin State, GO, 5.000%, 05/01/18(d)

      4,480,000         5,158,899   
     

 

 

  
        11,935,479   
     

 

 

  

Total Municipal Bonds (Cost $653,994,703)

         678,810,683   
     

 

 

  

Money Market Fund 2.8%

      

Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(e)

      19,468,221         19,468,221   
     

 

 

  

Total Money Market Fund (Cost $19,468,221)

         19,468,221   
     

 

 

  

Total Investments

(Cost $673,462,924) — 101.2%

         698,278,904   

Liabilities in Excess of Other Assets — (1.2)%

         (8,291,215 ) 
     

 

 

  

Net Assets — 100.0%

       $ 689,987,689   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of December 31, 2013.
(b) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(c) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(d) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(e) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

AGM   – Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC   – Security guaranteed by American Municipal Bond Assurance Corporation
AMT   – Income subject to Alternative Minimum Tax
BHAC   – Security guaranteed by Berkshire Hathaway Assurance Corporation
FGIC   – Security guaranteed by Financial Guaranty Insurance Company
GO   – General Obligation
NATL-RE   – Reinsurance provided by National Public Finance Guarantee Corporation
RB   – Revenue Bond
ST APPROP   – State Appropriation

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Limited Duration Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 31.3%

      

Automobiles 11.9%

      

AmeriCredit Automobile Receivables Trust, Series 2012-4, Cl A2, 0.490%, 04/08/16

      162,246         162,197   

Nissan Master Owner Trust Receivables, Series 2013-A, Cl A, 0.467%, 02/15/18(a)

      400,000         399,914   

Santander Drive Auto Receivables Trust 2011-3, Series 2011-3, Cl B, 2.500%, 12/15/15

      224,537         225,422   
     

 

 

  
        787,533   
     

 

 

  

Credit Card 16.5%

      

American Express Issuance Trust II, Series 2013-1, Cl B, 0.617%, 02/15/19(a)

      400,000         396,982   

Capital One Multi-Asset Execution Trust, Series 2006-B1, Cl B1, 0.447%, 01/15/19(a)

      300,000         296,795   

Discover Card Master Trust, Series 2013-A1, Cl A1, 0.467%, 08/17/20(a)

      400,000         401,302   
     

 

 

  
        1,095,079   
     

 

 

  

Student Loan Asset Backed Security 2.9%

      

SLM Student Loan Trust, Series 2012-7, Cl A1, 0.325%, 02/27/17(a)

      192,835         192,665   
     

 

 

  

Total Asset-Backed Securities (Cost $2,075,617)

         2,075,277   
     

 

 

  

Collateralized Mortgage Obligations 62.8%

      

Agency Collateralized Mortgage Obligations 62.8%

      

Federal Home Loan Mortgage Corporation

      

Series 3066, Cl FG, REMIC, 0.367%, 03/15/24(a)

      1,526,017         1,521,851   

Series 4231, Cl FD, REMIC, 0.517%, 10/15/32(a)

      969,622         966,467   
     

 

 

  
        2,488,318   
     

 

 

  

Federal National Mortgage Association

      

Series 2004-79, Cl FM, 0.465%, 11/25/24(a)

      1,152,448         1,154,430   

Series 2010-90, Cl MF, 0.565%, 04/25/28(a)

      529,764         531,450   
     

 

 

  
        1,685,880   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $4,164,348)

         4,174,198   
     

 

 

  

Money Market Fund 5.9%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(b)

      391,504         391,504   
     

 

 

  

Total Money Market Fund (Cost $391,504)

         391,504   
     

 

 

  

Total Investments

(Cost $6,631,469) — 100.0%

         6,640,979   

Other Assets in Excess of Liabilities — 0.0%(c)

         1,990   
     

 

 

  

Net Assets — 100.0%

       $ 6,642,969   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.
(c) Less than 0.05% of Net Assets.

Investment Abbreviations

REMIC – Real Estate Mortgage Investment Conduit

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Limited-Term Federal Mortgage Securities Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Collateralized Mortgage Obligations 12.6%

      

Agency Collateralized Mortgage Obligations 8.1%

      

Federal Home Loan Mortgage Corporation

      

Series 3800, Cl CB, 3.500%, 02/15/26

      159,000         156,401   

Series 3909, Cl UB, REMIC, 3.500%, 08/15/26(a)

      800,000         790,377   
     

 

 

  
        946,778   
     

 

 

  

Commercial Mortgage Backed Securities 4.5%

      

GS Mortgage Securities Corp. II

      

Series 2005-ROCK, Cl A, 5.366%, 05/03/32(b)

      250,000         273,877   

Series 2012-ALOH, Cl A, 3.551%, 04/10/34(b)

      250,000         245,804   
     

 

 

  
        519,681   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $1,575,328)

         1,466,459   
     

 

 

  

U.S. Government Agency Mortgages 82.4%

      

Federal Home Loan Mortgage Corporation

      

Pool #J18838, 2.500%, 04/01/27

      174,437         173,022   

Pool #E09023, 2.000%, 02/01/28

      183,470         176,783   

Pool #C91404, 3.500%, 10/01/31

      217,060         221,221   

Pool #C91483, 3.500%, 07/01/32

      25,453         25,943   

Pool #C01785, 5.000%, 02/01/34

      482,245         521,789   

Pool #G01828, 4.500%, 04/01/35

      259,990         275,798   

Pool #A47828, 3.500%, 08/01/35

      116,399         116,662   

Pool #G03092, 5.500%, 07/01/37

      245,759         271,092   

Pool #G08347, 4.500%, 06/01/39

      53,934         57,249   

Pool #G08353, 4.500%, 07/01/39(a)

      391,828         414,954   

Pool #G06079, 6.000%, 07/01/39(a)(c)

      159,467         175,947   

Pool #A93101, 5.000%, 07/01/40

      131,689         142,111   

Pool #A93617, 4.500%, 08/01/40

      113,989         120,717   
     

 

 

  
        2,693,288   
     

 

 

  

Federal National Mortgage Association

      

Pool #471611, 3.140%, 06/01/22

      194,689         194,048   

Pool #AM3713, 2.610%, 06/01/23

      61,519         58,016   

Pool #AM3604, 2.760%, 06/01/23

      491,276         468,478   

Pool #AM3851, 3.020%, 07/01/23

      178,000         170,060   

Pool #AM3951, 3.220%, 07/01/23

      99,405         97,859   

Pool #AM4001, 3.590%, 07/01/23

      289,000         292,154   

Pool #AM3972, 3.000%, 08/01/23

      108,449         104,970   

Pool #AM4158, 3.670%, 08/01/23

      375,373         381,388   

Pool #AK6980, 2.500%, 03/01/27

      597,072         592,988   

Pool #AP9623, 2.000%, 10/01/27

      83,050         80,104   

Pool #AL2716, 2.000%, 12/01/27

      63,135         60,895   

Pool #AQ9956, 2.000%, 01/01/28

      167,477         161,537   

Pool #MA0411, 4.000%, 05/01/30

      366,523         382,883   

Pool #MA0481, 4.500%, 08/01/30

      162,473         173,118   

Pool #AB1763, 4.000%, 11/01/30

      132,707         138,732   

 

See Notes to Schedules of Portfolio Investments.

Pool #MA0587, 4.000%, 12/01/30

      43,360         45,286   

Pool #MA0919, 3.500%, 12/01/31

      350,131         356,509   

Pool #MA0976, 3.500%, 02/01/32

      161,646         164,597   

Pool #MA1029, 3.500%, 04/01/32

      481,076         494,435   

Pool #AB8428, 3.500%, 02/01/33

      175,051         178,259   

Pool #730727, 5.000%, 08/01/33

      215,096         235,225   

Pool #745044, 4.500%, 08/01/35

      84,271         89,482   

Pool #AI7951, 4.500%, 08/01/36

      117,974         124,989   

Pool #AK6960, 4.000%, 03/01/37

      568,532         586,064   

Pool #889529, 6.000%, 03/01/38

      207,803         231,187   

Pool #AA9840, 4.500%, 06/01/39

      239,261         253,552   

Pool #932441, 4.000%, 01/01/40

      171,354         176,425   

Pool #AB1343, 4.500%, 08/01/40

      131,559         140,100   

Pool #AC4624, 3.500%, 10/01/40

      256,848         255,735   

Pool #AL0005, 4.500%, 01/01/41

      63,746         67,545   

Pool #AB2694, 4.500%, 04/01/41

      82,528         88,470   

Pool #AL1627, 4.500%, 09/01/41(c)

      67,463         71,646   
     

 

 

  
        6,916,736   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $9,568,932)

         9,610,024   
     

 

 

  

U.S. Treasury Obligations 3.1%

      

U.S. Treasury Notes 3.1%

      

1.375%, 07/31/18(c)

      71,000         70,362   

2.750%, 11/15/23(c)

      305,000         298,376   
     

 

 

  

Total U.S. Treasury Obligations (Cost $368,943)

         368,738   
     

 

 

  

Money Market Fund 0.9%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(d)

      101,596         101,596   
     

 

 

  

Total Money Market Fund (Cost $101,596)

         101,596   
     

 

 

  

Total Investments

(Cost $11,614,799) — 99.0%

         11,546,817   

Other Assets in Excess of Liabilities — 1.0%

         110,747   
     

 

 

  

Net Assets — 100.0%

       $ 11,657,564   
     

 

 

  

 

(a) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for whenissued or delayed-delivery purchase commitments.
(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 4.5% of net assets as of December 31, 2013.
(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

REMIC – Real Estate Mortgage Investment Conduit

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013 (Unaudited)

North Carolina Tax-Exempt Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 97.3%

      

Alabama 0.5%

      

Birmingham, Series A, GO, 0.000%, 03/01/32(a)

      215,000         186,923   
     

 

 

  

California 4.1%

      

California State, GO, 5.000%, 02/01/20

      645,000         752,670   

California State, GO, 5.000%, 09/01/33

      750,000         781,478   
     

 

 

  
        1,534,148   
     

 

 

  

Georgia 2.1%

      

Private Colleges & Universities Authority, Series A, RB, 5.000%, 10/01/43

      750,000         786,525   
     

 

 

  

North Carolina 88.4%

      

Buncombe County Metropolitan Sewerage District, RB, 5.000%, 07/01/22

      1,115,000         1,297,169   

Charlotte, Series C, COP, 5.000%, 06/01/20

      1,845,000         2,154,148   

Charlotte Water & Sewer System, RB, 5.000%, 07/01/21

      1,080,000         1,240,229   

Charlotte-Mecklenburg Hospital Authority (The), Series A, RB, 5.250%, 01/15/42

      2,000,000         2,019,860   

Guilford County, GO, 4.000%, 10/01/14

      1,825,000         1,877,012   

New Hanover County Hospital, New Hanover Regional Medical Center, Series B, RB, 5.125%, 10/01/31, AGM

      1,500,000         1,543,860   

North Carolina Capital Facilities Finance Agency, RB, 5.000%, 04/01/30

      1,000,000         1,033,600   

North Carolina Capital Facilities Finance Agency, RB, 5.250%, 03/01/33

      1,500,000         1,513,260   

North Carolina Eastern Municipal Power Agency, Series B, RB, 6.250%, 01/01/23

      1,000,000         1,219,160   

North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Series D, RB, 6.250%, 12/01/33

      1,500,000         1,670,040   

North Carolina Municipal Power Agency, No. 1 Catawba Electric, RB, ETM, 5.000%, 01/01/20

      1,600,000         1,877,328   

North Carolina Municipal Power Agency, No. 1 Catawba Electric, Series A, RB, 5.000%, 01/01/30

      2,000,000         2,091,680   

North Carolina State, Series C, GO, 5.000%, 05/01/21

      2,000,000         2,372,940   

North Carolina State, Series D, GO, 4.000%, 06/01/21

      1,500,000         1,675,155   

North Carolina State Ports Authority Facilities, Series A, RB, 5.250%, 02/01/40

      1,500,000         1,527,270   

North Carolina State University at Raleigh, Series A, RB, 5.000%, 10/01/37

      3,000,000         3,187,740   

Raleigh, Series B, GO, 5.000%, 04/01/26

      2,000,000         2,272,760   

Raleigh Combined Enterprise System Revenue, Series A, RB, 5.000%, 03/01/27

      1,250,000         1,408,800   

Wake County, Series B, GO, 5.000%, 05/01/22

      1,000,000         1,187,860   
     

 

 

  
        33,169,871   
     

 

 

  

South Carolina 2.2%

      

South Carolina State Public Service Authority, Series A, RB, 5.750%, 12/01/43

      750,000         813,675   
     

 

 

  

Total Municipal Bonds (Cost $36,130,451)

         36,491,142   
     

 

 

  

Money Market Fund 1.9%

      

Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(b)

      733,660         733,660   
     

 

 

  

Total Money Market Fund (Cost $733,660)

         733,660   
     

 

 

  

Total Investments

(Cost $36,864,111) — 99.2%

         37,224,802   

Other Assets in Excess of Liabilities — 0.8%

         286,704   
     

 

 

  

Net Assets — 100.0%

       $ 37,511,506   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

(a) Step bond. The rate shown is the rate in effect as of December 31, 2013.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

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

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Seix Floating Rate High Income Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Bank Loans 91.4%

      

Aerospace/Defense 2.1%

      

Air Canada, Term Loan B, 5.500%, 09/20/19(a)(b)

      37,855,000         38,375,506   

Alliant Techsystems, Inc., Term Loan B, 3.500%, 11/02/20(a)(b)

      4,490,000         4,497,498   

AM General LLC, Term Loan B, 10.250%, 03/22/18(a)(b)

      21,807,250         18,863,271   

Atlantic Aviation FBO, Inc., Term Loan B, 3.250%, 06/01/20(a)(b)

      8,132,896         8,122,730   

AWAS Finance Luxembourg 2012 S.A., New Term Loan, 3.500%, 07/16/18(a)(b)

      4,362,291         4,373,197   

DAE Aviation Holdings, Inc., New Term Loan B2, 6.250%, 11/02/18(a)(b)

      5,700,049         5,735,675   

DAE Aviation Holdings, Inc., Term Loan B, 6.250%, 11/02/18(a)(b)

      12,573,638         12,652,223   

DigitalGlobe, Inc., New Term Loan B, 3.750%, 01/31/20(a)(b)

      19,120,513         19,198,142   

Flying Fortress, Inc., New Term Loan, 3.500%, 06/30/17(a)(b)

      9,430,000         9,441,788   

Silver II US Holdings LLC, Term Loan, 4.000%, 12/13/19(a)(b)

      8,995,063         9,004,418   

TASC, Inc., New Term Loan B, 4.500%, 12/18/15(a)(b)

      14,196,238         13,388,898   

Transdigm, Inc., Term Loan C, 3.750%, 02/28/20(a)(b)

      25,567,098         25,613,630   

WP CPP Holdings LLC, 1st Lien Term Loan, 4.750%, 12/27/19(a)(b)

      11,083,773         11,139,192   

WP CPP Holdings LLC, New 2nd Lien Term Loan, 8.750%, 04/30/21(a)(b)(c)

      2,870,000         2,913,050   
     

 

 

  
        183,319,218   
     

 

 

  

Auto Manufacturers 0.7%

      

Allison Transmission, Inc., New Term Loan B3, 3.750%, 08/23/19(a)(b)(c)

      24,436,548         24,551,156   

Keystone Automotive Operations, Inc., 1st Lien Term Loan, 7.000%, 08/15/19(a)(b)

      6,214,425         6,229,961   

Navistar International Corp., Term Loan B, 5.750%, 08/17/17(a)(b)

      3,000,000         3,040,320   

Remy International, Inc., New Term Loan B, 4.250%, 03/05/20(a)(b)

      6,619,732         6,648,726   

Tower Automotive Holdings USA LLC, Term Loan B, 4.750%, 04/23/20(a)(b)

      10,586,867         10,635,354   

Wabash National Corp., Term Loan B, 4.500%, 05/08/19(a)(b)

      8,246,573         8,298,114   
     

 

 

  
        59,403,631   
     

 

 

  

Auto Parts & Equipment 0.2%

      

Allison Transmission, Inc., Term Loan B2, 3.170%, 08/07/17(a)(b)

      1,045,449         1,049,045   

Tomkins LLC, Term Loan B2, 3.750%, 09/29/16(a)(b)

      15,616,114         15,647,346   
     

 

 

  
        16,696,391   
     

 

 

  

Banks 0.9%

      

Istar Financial, Inc., Term Loan, 4.500%, 10/16/17(a)(b)

      79,634,428         80,057,287   
     

 

 

  

Building Materials 0.1%

      

Allegion PLC, Term Loan B, 3.000%, 09/30/20(a)(b)

      7,195,000         7,203,994   
     

 

 

  

Chemicals 1.9%

      

Axalta Coating Systems U.S. Holdings, Inc., Term Loan, 4.750%, 02/01/20(a)(b)

      11,412,904         11,484,235   

Eagle Spinco, Inc., Term Loan, 3.500%, 01/27/17(a)(b)

      4,540,760         4,557,788   

Huntsman International LLC, Incremental Term Loan, 10/15/20(a)(c)(d)

      19,295,000         19,295,000   

Huntsman International LLC, Extended Term Loan B, 2.705%-2.712%, 04/19/17(a)(b)

      15,566,918         15,553,997   

Ineos US Finance LLC, 6 Year Term Loan, 4.000%, 05/04/18(a)(b)

      60,439,312         60,590,410   

MacDermid, Inc., 1st Lien Term Loan, 4.000%, 06/08/20(a)(b)(c)

      11,539,806         11,615,507   

Nexeo Solutions LLC, Term Loan B, 5.000%, 09/08/17(a)(b)

      5,036,400         5,023,809   

OXEA Finance LLC, USD Term Loan B2, 4.250%, 01/15/20(a)(b)

      4,405,000         4,427,025   

PQ Corp., Term Loan, 4.500%, 08/07/17(a)(b)

      6,355,800         6,393,935   

Ravago Holdings America, Inc., Term Loan B, 11/21/20(a)(c)(d)

      5,320,000         5,320,000   

Royal Adhesives and Sealants LLC, 1st Lien Term Loan, 5.500%, 07/31/18(a)(b)

      2,975,503         2,997,819   

 

See Notes to Schedules of Portfolio Investments.

Taminco NV, USD Term Loan B2, 4.250%, 02/15/19(a)(b)

      4,495,281         4,508,946   

Tata Chemicals North America, Inc., Term Loan B, 3.750%, 08/07/20(a)(b)

      3,771,050         3,771,050   

Univar, Inc., Term Loan B, 5.000%, 06/30/17(a)(b)

      3,986,640         3,950,083   

Utex Industries, Inc., 1st Lien Term Loan, 4.500%, 04/10/20(a)(b)

      5,890,400         5,905,126   

WNA Holdings, Inc., USD 1st Lien US Borrower, 4.500%-5.500%, 06/07/20(a)(b)

      3,106,832         3,130,133   
     

 

 

  
        168,524,863   
     

 

 

  

Commercial Services 3.6%

      

ABC Supply Co., Inc., Term Loan, 3.500%, 04/16/20(a)(b)

      28,059,675         28,090,821   

ADS Waste Holdings, Inc., New Term Loan B, 4.250%, 10/09/19(a)(b)

      26,093,869         26,209,726   

Dematic S.A., USD Term Loan, 5.250%, 12/27/19(a)(b)

      10,756,350         10,803,463   

Freeport-McMoran Copper & Gold, Inc., Term Loan A, 1.670%, 02/12/18(a)(b)

      87,235,000         86,635,696   

Harland Clarke Holdings Corp., Extended Term Loan B2, 5.497%, 06/30/17(a)(b)

      43,741,771         44,015,157   

Hertz Corp. (The), Term Loan B2, 3.000%, 03/11/18(a)(b)

      11,564,980         11,543,353   

Hertz Corp. (The), Add-On Term Loan B, 3.750%, 03/12/18(a)(b)

      15,731,100         15,750,764   

Infor (US), Inc., USD Term Loan B3, 3.750%, 06/03/20(a)(b)

      7,799,027         7,779,530   

Infor (US), Inc., USD Term Loan B2, 5.250%, 04/05/18(a)(b)

      19,094,666         19,138,393   

Instant Web, Inc., Term Loan B, 3.622%, 08/07/14(a)(b)

      9,742,025         8,816,532   

Merrill Communications, LLC, 1st Lien Term Loan, 7.250%, 03/08/18(a)(b)

      17,895,303         18,245,693   

Moneygram International, Inc., New Term Loan B, 4.250%, 03/27/20(a)(b)

      6,123,725         6,175,409   

Springer Science & Business Media Deutschland GmbH, USD Term Loan B2, 5.000%,
08/10/20(a)(b)

      8,852,813         8,882,292   

Vertafore, Inc., 1st Lien Term Loan, 4.250%, 10/03/19(a)(b)

      5,638,301         5,668,860   

Walter Energy, Inc., Term Loan B, 6.750%, 04/02/18(a)(b)

      4,609,717         4,515,586   

West Corp., Term Loan B8, 3.750%, 06/29/18(a)(b)

      12,121,235         12,166,569   
     

 

 

  
        314,437,844   
     

 

 

  

Consumer Discretionary 0.8%

      

Collective Brands Finance, Inc., Term Loan, 7.250%, 10/09/19(a)(b)

      4,417,303         4,419,954   

Jarden Corp., Add-On Term Loan B1, 2.919%, 09/30/20(a)(b)

      13,451,288         13,441,199   

Revlon Consumer Products Corp., Acquisition Term Loan, 4.000%, 08/19/19(a)(b)

      26,750,000         26,825,167   

Spectrum Brands, Inc., Term Loan A, 3.000%-4.500%, 09/07/17(a)(b)

      6,814,781         6,822,005   

Spectrum Brands, Inc., Term Loan C, 3.500%-5.000%, 09/04/19(a)(b)

      2,807,963         2,810,040   

Steinway Musical Instruments, Inc., 1st Lien Term Loan, 4.750%, 09/19/19(a)(b)

      3,491,250         3,519,634   

Sun Products Corp. (The), New Term Loan, 5.500%, 03/23/20(a)(b)

      10,957,200         10,370,990   
     

 

 

  
        68,208,989   
     

 

 

  

Consumer Staples 0.2%

      

Serta Simmons Holdings LLC, Term Loan, 4.250%, 10/01/19(a)(b)

      20,914,351         21,018,922   
     

 

 

  

Diversified Financial Services 4.9%

      

Affinion Group, Inc., Term Loan B, 6.750%, 10/10/16(a)(b)

      17,548,411         17,275,006   

American Capital Holdings, Inc., New Term Loan, 4.000%, 08/22/16(a)(b)

      7,725,000         7,747,557   

Ceridian Corp., New Term Loan B, 4.415%, 05/09/17(a)(b)

      14,730,131         14,771,523   

Clipper Acquisitions Corp., Term Loan B, 4.000%, 02/06/20(a)(b)

      8,063,550         8,124,027   

Duff & Phelps Investment Management Co., Term Loan B, 4.500%, 04/23/20(a)(b)

      7,049,600         7,031,976   

First Data Corp., New 2017 Term Loan, 4.164%, 03/24/17(a)(b)(c)

      17,485,325         17,498,439   

First Data Corp., Extended 2018 Term Loan B, 4.164%, 03/23/18(a)(b)(c)

      64,417,214         64,461,661   

First Data Corp., 2018 Term Loan, 4.164%, 09/24/18(a)(b)(c)

      38,273,139         38,294,572   

Getty Images, Inc., Term Loan B, 4.750%, 10/18/19(a)(b)(c)

      13,541,629         12,616,736   

Guggenheim Partners LLC, Term Loan, 4.250%-5.500%, 07/17/20(a)(b)

      3,521,175         3,551,105   

Interactive Data Corp., New Term Loan B, 3.750%, 02/11/18(a)(b)

      16,132,117         16,128,730   

Minimax GmbH & Co. KG, USD Term Loan B, 4.500%, 08/14/20(a)(b)

      4,427,750         4,446,214   

MIP Delaware LLC, Term Loan, 4.000%, 03/09/20(a)(b)

      5,093,852         5,106,587   

Nuveen Investments, Inc., New Term Loan, 4.167%, 05/15/17(a)(b)

      7,005,000         6,971,446   

Open Text Corp., Term Loan B, 01/04/21(a)(c)(d)

      14,195,000         14,195,000   

Pre-Paid Legal Services, Inc., 1st Lien Term Loan, 6.250%, 07/01/19(a)(b)

      8,752,258         8,801,533   

RPI Finance Trust, Term Loan B2, 3.250%, 05/09/18(a)(b)

      59,194,072         59,416,049   

RPI Finance Trust, Term Loan B3, 3.250%, 11/09/18(a)(b)

      7,168,823         7,177,783   

Springleaf Financial Funding Co., Term Loan B2, 4.750%, 09/25/19(a)(b)

      62,930,000         63,590,765   

 

See Notes to Schedules of Portfolio Investments.

SunGard Data Systems, Inc., Term Loan C, 3.919%, 02/28/17(a)(b)

      4,638,736         4,652,281   

SunGard Data Systems, Inc., Term Loan E, 4.000%, 03/09/20(a)(b)

      20,574,525         20,703,116   

SunGard Data Systems, Inc., Term Loan D, 4.500%, 01/31/20(a)(b)

      14,078,885         14,137,594   

Triple Point Technology, Inc., 1st Lien Term Loan, 5.250%, 07/10/20(a)(b)

      6,319,163         5,624,055   

USIC Holdings, Inc., 1st Lien Term Loan, 4.750%, 07/10/20(a)(b)

      6,183,925         6,211,011   
     

 

 

  
        428,534,766   
     

 

 

  

Electric 1.0%

      

Calpine Corp., Term Loan B1, 4.000%, 04/02/18(a)(b)

      17,021,188         17,119,400   

Calpine Corp., Term Loan B2, 4.000%, 04/02/18(a)(b)

      1,867,125         1,877,898   

Calpine Corp., Term Loan B3, 4.000%, 10/09/19(a)(b)

      35,313,953         35,518,774   

NRG Energy, Inc., Refinance Term Loan B, 2.750%, 07/02/18(a)(b)

      29,074,337         28,987,114   

Panda Temple Power II, LLC, New Term Loan B, 7.250%, 04/03/19(a)(b)

      2,000,000         2,050,000   
     

 

 

  
        85,553,186   
     

 

 

  

Electronics 1.5%

      

Allflex Holdings III, Inc., New 1st Lien Term Loan, 4.250%, 07/17/20(a)(b)

      5,710,688         5,729,247   

Blackboard, Inc., Term Loan B3, 4.750%, 10/04/18(a)(b)

      8,741,402         8,850,670   

BMC Software Finance, Inc., USD Term Loan, 5.000%, 09/10/20(a)(b)

      31,670,000         31,818,532   

Dell, Inc., USD Term Loan B, 4.500%, 04/29/20(a)(b)

      52,070,000         52,163,205   

Eastman Kodak Co., Exit Term Loan, 7.250%, 09/03/19(a)(b)

      11,044,500         10,983,755   

Freescale Semiconductor, Inc., Term Loan B5, 5.000%, 01/15/21(a)(b)

      8,922,638         9,014,987   

Sabre, Inc., Incremental Term Loan, 4.500%, 02/19/19(a)(b)

      4,069,800         4,074,887   

Spansion LLC, 2013 Term Loan, 12/13/18(a)(c)(d)

      7,130,000         7,138,913   
     

 

 

  
        129,774,196   
     

 

 

  

Energy 2.6%

      

Aventine Renewable Energy Holdings, Inc., Extended PIK Term Loan B, 0.000%,
09/22/17(b)(e)(f)

      7,632,654         3,511,021   

Azure Midstream Energy LLC, Term Loan B, 6.500%, 11/15/18(a)(b)

      13,465,000         13,532,325   

Chesapeake Energy Corp., New Unsecured Term Loan, 5.750%, 12/01/17(a)(b)

      88,370,000         90,137,400   

Glenn Pool Oil & Gas Trust, Term Loan, 4.500%, 05/02/16(a)(b)

      28,200,086         28,482,087   

HGIM Corp., Term Loan B, 5.500%, 06/18/20(a)(b)

      30,254,175         30,518,899   

Pacific Drilling S.A., Term Loan B, 4.500%, 06/04/18(a)(b)

      15,039,425         15,199,294   

Philadelphia Energy Solutions LLC, Term Loan B, 6.250%, 04/04/18(a)(b)

      15,057,780         13,188,055   

Sheridan Production Partners I, LLC, Term Loan B2, 09/14/19(a)(c)(d)

      3,955,680         3,962,286   

Sheridan Investment Partners II, L.P., Term Loan A, 4.250%, 12/11/20(a)(b)

      1,561,032         1,566,886   

Sheridan Investment Partners II, L.P., Term Loan B, 4.250%, 12/16/20(a)(b)

      11,221,789         11,263,870   

Sheridan Investment Partners II, L.P., Term Loan M, 4.250%, 12/16/20(a)(b)

      582,179         584,363   

Templar Energy LLC, 2nd Lien Term Loan, 8.000%, 11/25/20(a)(b)

      17,870,000         17,914,675   
     

 

 

  
        229,861,161   
     

 

 

  

Entertainment 2.6%

      

Activision Blizzard, Inc., Term Loan B, 3.250%, 10/12/20(a)(b)

      50,842,575         51,134,411   

Altice Financing SA, Delayed Draw Term Loan, 4.500%-5.500%, 07/02/19(a)(b)

      48,495,000         48,737,475   

Cedar Fair, L.P., New Term Loan B, 3.250%, 03/06/20(a)(b)

      9,022,440         9,048,244   

Cinemark USA, Inc., New Term Loan, 3.170%, 12/18/19(a)(b)

      5,732,374         5,744,298   

ClubCorp Club Operations, Inc., New Term Loan, 4.000%, 07/24/20(a)(b)

      3,330,543         3,351,359   

CTI Foods Holding Co. LLC, New 1st Lien Term Loan, 4.500%, 06/29/20(a)(b)

      7,102,200         7,093,322   

Delta 2 (LUX) S.A.R.L., USD Term Loan B, 4.500%, 04/30/19(a)(b)

      7,527,875         7,602,100   

Great Wolf Resorts, Inc., Term Loan B, 4.500%, 08/06/20(a)(b)

      8,074,425         8,102,201   

Hubbard Radio, LLC, Term Loan B, 4.500%, 04/29/19(a)(b)

      6,467,961         6,492,216   

IMG Worldwide, Inc., New Term Loan B, 5.500%, 06/16/16(b)(e)

      14,353,855         14,344,956   

Kasima LLC, New Term Loan B, 3.250%, 05/17/21(a)(b)

      17,785,000         17,673,844   

Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.500%, 08/17/20(a)(b)

      17,785,425         17,837,358   

Oceania Cruises, Inc., New Term Loan B, 6.750%, 07/02/20(a)(b)

      16,583,438         16,749,272   

Regent Seven Seas Cruises, Inc., Refinance Term Loan B, 4.750%, 12/21/18(a)(b)

      5,236,438         5,288,802   

WaveDivision Holdings LLC, Term Loan B, 4.000%, 10/15/19(a)(b)

      3,677,850         3,691,642   
     

 

 

  
        222,891,500   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Financial 0.4%

  

Grosvenor Capital Management Holdings LLP, New Term Loan B, 11/25/20(a)(c)(d)

      7,145,000         7,136,069   

Santander Asset Management, USD Term Loan, 4.250%, 12/17/20(a)(b)

      16,530,000         16,550,662   

VFH Parent LLC, Extended Term Loan, 5.750%, 11/06/19(a)(b)

      7,590,000         7,634,250   
     

 

 

  
        31,320,981   
     

 

 

  

Food 4.0%

      

Aramark Corp., Non-Extended Synthetic Letter of Credit 1, 0.019%-2.025%, 01/27/14(a)(b)

      484,590         485,947   

Aramark Corp., Extended Synthetic Letter of Credit 2, 0.019%-3.650%, 07/26/16(a)(b)

      975,000         975,975   

Aramark Corp., Extended Term Loan C, 3.747%, 07/26/16(a)(b)

      22,594,049         22,616,643   

Aramark Corp., USD Term Loan D, 4.000%, 09/09/19(a)(b)

      11,460,000         11,526,812   

ARG IH Corp., Term Loan B, 5.000%, 11/15/20(a)(b)

      3,000,000         3,013,140   

Blue Buffalo Co., Ltd., Term Loan B3, 4.000%, 08/08/19(a)(b)

      8,166,986         8,262,295   

Burger King Corp., New Term Loan B, 3.750%, 09/28/19(a)(b)

      4,043,813         4,057,278   

Darling International Inc., USD Term Loan B, 12/31/20(a)(c)(d)

      11,090,000         11,180,162   

Darling International, Inc., Bridge Term Loan, 10/10/14(a)(c)(d)

      12,000,000         12,000,000   

Del Monte Foods Co., 1st Lien Term Loan, 11/06/20(a)(c)(d)

      8,930,000         8,974,650   

Del Monte Foods Co., 2nd Lien Term Loan, 04/11/21(a)(c)(d)

      3,000,000         3,026,250   

Del Monte Foods Co., Term Loan, 4.000%, 03/08/18(a)(b)

      6,192,115         6,206,419   

Dunkin’ Brands, Inc., Term Loan B3, 3.750%-5.000%, 02/14/20(a)(b)

      15,668,505         15,709,243   

HJ Heinz Co., Term Loan B1, 3.250%, 06/07/19(a)(b)

      48,078,400         48,332,254   

HJ Heinz Co., Term Loan B2, 3.500%, 06/05/20(a)(b)

      96,505,050         97,176,725   

ISS Holdings A/S, USD Term Loan B12, 3.750%, 04/30/18(a)(b)

      10,626,600         10,637,970   

JBS USA Holdings, Inc., Incremental Term Loan, 3.750%, 09/18/20(a)(b)

      11,152,050         11,114,914   

Landry’s, Inc., Term Loan B, 4.000%, 04/24/18(a)(b)

      17,611,663         17,727,196   

OSI Restaurant Partners LLC, New Term Loan, 3.500%-4.750%, 10/25/19(a)(b)

      3,412,750         3,413,160   

Pacific Industrial Services US Finco LLC, USD 1st Lien Term Loan, 5.000%, 10/02/18(a)(b)

      8,069,775         8,174,037   

Pinnacle Foods Finance LLC, Incremental Term Loan H, 3.250%, 04/29/20(a)(b)

      8,024,888         8,009,319   

Pinnacle Foods Finance LLC, Term Loan G, 3.250%, 04/29/20(a)(b)

      22,589,934         22,547,691   

Weight Watchers International, Inc., Term Loan B2, 3.750%, 04/02/20(a)(b)

      5,934,427         5,277,189   

Wendy’s International, Inc., New Term Loan B, 3.250%, 05/15/19(a)(b)

      6,277,331         6,279,590   
     

 

 

  
        346,724,859   
     

 

 

  

Forest Products & Paper 0.1%

      

Ardagh Packaging Finance PLC, USD Term Loan B, 4.250%, 12/05/19(a)(b)

      8,910,000         8,954,550   
     

 

 

  

Health Care 5.8%

      

Allscripts Healthcare Solutions, Inc., Term Loan A, 2.919%, 06/28/18(a)(b)

      15,280,500         15,242,299   

Ardent Medical Services, Inc., Term Loan, 6.750%, 07/02/18(a)(b)

      10,800,900         10,832,439   

Biomet, Inc., Term Loan B2, 3.665%-3.746%, 07/25/17(a)(b)

      11,481,266         11,545,906   

Catalina Marketing Corp., New Term Loan B, 5.250%, 10/12/20(a)(b)

      15,665,738         15,861,559   

Community Health Systems, Inc., Secured Bridge Loan, 08/30/14(a)(c)(d)

      70,138,739         70,138,739   

Community Health Systems, Inc., Unsecured Bridge Loan, 08/30/14(a)(c)(d)

      75,546,261         75,546,261   

Community Health Systems, Inc., Term Loan A, 2.987%, 10/25/16(a)(b)

      540,939         542,291   

Community Health Systems, Inc., Extended Term Loan, 3.737%-3.747%, 01/25/17(a)(b)

      10,881,212         10,961,081   

Convatec, Inc., Term Loan, 4.000%, 12/22/16(a)(b)

      11,414,549         11,466,827   

DaVita, Inc., Term Loan A3, 2.670%, 11/01/17(a)(b)

      285,000         284,572   

DaVita, Inc., Term Loan B2, 4.000%, 11/01/19(a)(b)

      27,148,219         27,317,895   

Drumm Investors LLC, Term Loan, 5.000%, 05/04/18(a)(b)

      13,913,897         13,632,141   

Envision Acquisition Company, LLC, 1st Lien Term Loan, 5.750%, 11/04/20(a)(b)

      6,728,138         6,764,604   

Gentiva Health Services, Inc., Term Loan C, 5.750%, 10/18/18(a)(b)

      5,480,000         5,432,050   

Gentiva Health Services, Inc., New Term Loan B, 6.500%, 10/18/19(a)(b)

      4,485,000         4,431,763   

HCA, Inc., Term Loan B5, 2.919%, 03/31/17(a)(b)

      14,962,500         14,957,862   

HCA, Inc., Extended Term Loan B4, 2.997%, 05/01/18(a)(b)

      38,743,035         38,734,899   

Hologic, Inc., New Term Loan B, 3.750%, 08/01/19(a)(b)

      11,225,563         11,281,691   

Iasis Healthcare LLC, Term Loan B2, 4.500%, 05/03/18(a)(b)

      18,728,525         18,868,988   

IMS Health, Inc., USD Term Loan B1, 3.750%, 09/01/17(a)(b)

      6,080,320         6,096,494   

 

See Notes to Schedules of Portfolio Investments.

Inc Research, Inc., Refinance Term Loan B, 6.000%, 07/12/18(a)(b)

      17,024,743         17,074,455   

Lifepoint Hospitals, Inc., Term Loan B, 2.670%, 07/24/17(a)(b)

      4,372,497         4,384,784   

MedAssets, Inc., Term Loan B, 4.000%, 12/13/19(a)(b)

      1,600,000         1,604,672   

Multiplan, Inc., New Term Loan B, 4.000%, 08/25/17(a)(b)

      2,213,303         2,225,941   

Onex Carestream Finance LP, 1st Lien Term Loan, 5.000%, 06/07/19(a)(b)

      13,026,987         13,180,054   

P2 Newco Acquisition, Inc., 1st Lien Term Loan, 5.500%, 10/22/20(a)(b)(c)

      12,298,232         12,328,978   

Sage Products, Inc., Refinance Term Loan B, 4.250%, 12/13/19(a)(b)

      3,776,589         3,790,751   

Salix Pharmaceuticals Ltd., Term Loan, 11/07/19(a)(c)(d)

      12,475,000         12,595,883   

Select Medical Corp., New Incremental Term Loan B, 3.500%-5.500%, 02/13/16(a)(b)

      4,266,900         4,261,566   

U.S. Renal Care, Inc., 2013 Term Loan, 4.250%, 07/03/19(a)(b)

      4,578,525         4,589,971   

Valeant Pharmaceuticals International, Inc., Term Loan E, 4.500%, 08/05/20(a)(b)

      31,085,100         31,272,854   

Valeant Pharmaceuticals International, Inc., Series C2, Term Loan B, 3.750%, 12/11/19(a)(b)

      16,274,000         16,375,712   

Valeant Pharmaceuticals International, Inc., Series D2, Term Loan B, 3.750%, 02/13/19(a)(b)

      12,852,069         12,923,527   
     

 

 

  
        506,549,509   
     

 

 

  

Healthcare - Services 0.6%

      

Bright Horizons Family Solutions, Inc., New Term Loan B, 4.000%, 01/30/20(a)(b)

      3,643,200         3,662,327   

Endo Health Solutions, Inc., New Term Loan B, 11/05/20(a)(c)(d)

      5,345,000         5,355,049   

Endo Health Solutions, Inc., Term Loan A, 1.938%, 03/15/18(a)(b)

      16,362,500         16,321,594   

Par Pharmaceutical Cos., Inc., Refinance Term Loan B, 4.250%, 09/30/19(a)(b)

      14,973,287         15,048,153   

Regionalcare Hospital Partners, Inc., Refinance Term Loan, 6.000%, 11/04/18(a)(b)

      9,094,866         8,890,231   
     

 

 

  
        49,277,354   
     

 

 

  

Housing 0.0%(g)

      

Norcraft Cos., L.P., Term Loan, 5.250%, 11/12/20(a)(b)

      3,590,000         3,607,950   
     

 

 

  

Information Technology 1.9%

      

Active Network, Inc. (The), 1st Lien Term Loan, 5.500%, 11/15/20(a)(b)

      4,485,000         4,501,819   

Active Network, Inc. (The), 2nd Lien Term Loan, 9.500%, 11/03/21(a)(b)

      2,000,000         2,030,000   

CDW LLC, New Term Loan, 3.250%, 04/29/20(a)(b)

      41,391,008         41,220,891   

FIDJI Luxembourg (BC3) S.A.R.L., Initial Term Loan, 12/18/20(a)(c)(d)

      7,460,000         7,478,650   

Genesys Telecom Holdings, U.S., Inc., New Term Loan B, 4.000%, 02/07/20(a)(b)

      5,672,846         5,630,300   

Internap Network Services Corp., Term Loan, 6.000%, 11/22/19(a)(b)

      8,935,000         8,890,325   

Oberthur Technologies Holding SAS, New USD Term Loan B, 5.750%, 10/18/19(a)(b)

      11,665,000         11,752,487   

Omnitracs, Inc., 1st Lien Term Loan, 6.000%, 11/25/20(a)(b)(c)

      6,000,000         6,000,000   

Presidio, Inc., New Term Loan B, 5.750%, 03/31/17(a)(b)

      11,687,063         11,696,763   

RedTop Luxembourg S.A.R.L., USD 1st Lien Term Loan, 4.500%, 12/03/20(a)(b)

      8,935,000         8,946,169   

RedTop Luxembourg S.A.R.L., USD 2nd Lien Term Loan, 8.250%, 12/03/21(a)(b)

      5,360,000         5,427,000   

Shield Finance Co. S.A.R.L., New Term Loan B, 6.500%, 05/10/19(a)(b)

      9,199,900         9,199,900   

Southern Graphics, Inc., New Term Loan B, 5.500%, 10/17/19(a)(b)

      7,007,000         7,007,000   

Spin Holdco, Inc., Incremental Term Loan B, 11/14/19(a)(c)(d)

      4,490,000         4,518,062   

Spin Holdco, Inc., New Term Loan B, 4.250%, 11/14/19(a)(b)

      2,992,500         3,005,607   

SS&C Technologies, Inc., New Term Loan B1, 3.250%, 06/07/19(a)(b)

      4,507,906         4,512,099   

SS&C Technologies, Inc., New Term Loan B2, 3.250%, 06/07/19(a)(b)

      466,335         466,769   

STG-Fairway Acquisitions, Term Loan B, 6.250%, 02/28/19(a)(b)

      14,371,500         14,344,625   

Verint Systems, Inc., New Term Loan B, 4.000%, 09/06/19(a)(b)

      4,473,493         4,491,387   
     

 

 

  
        161,119,853   
     

 

 

  

Insurance 2.4%

      

Alliance Data Systems Corp., Term Loan, 1.920%, 07/10/18(a)(b)

      33,436,070         33,331,750   

Asurion LLC, New Term Loan B1, 4.500%, 05/24/19(a)(b)

      42,150,772         42,119,159   

Asurion LLC, New Term Loan B2, 3.500%, 07/08/20(a)(b)

      39,063,700         38,298,833   

Compass Investors, Inc., Term Loan, 5.000%, 12/27/19(a)(b)

      12,548,488         12,591,654   

Hub International Ltd., Term Loan B, 4.750%, 10/02/20(a)(b)

      18,084,675         18,288,127   

ION Trading Technologies S.A.R.L., 1st Lien Term Loan, 4.500%, 05/22/20(a)(b)

      6,193,875         6,232,587   

ION Trading Technologies S.A.R.L., 2nd Lien Term Loan, 8.250%, 05/21/21(a)(b)

      2,000,000         2,036,260   

La Frontera Generation, LLC, Term Loan, 4.500%, 09/30/20(a)(b)

      11,639,265         11,752,050   

Lonestar Intermediate Super Holdings LLC, Term Loan B, 11.000%, 09/02/19(a)(b)

      27,625,000         28,419,219   

LPL Holdings, Inc., Term Loan B, 3.250%, 03/29/19(a)(b)

      6,763,888         6,749,818   

Sedgwick CMS Holdings, Inc., New 1st Lien Term Loan, 4.250%, 06/12/18(a)(b)

      10,372,875         10,424,532   
     

 

 

  
        210,243,989   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Leisure Time 0.2%

  

Bombardier Recreational Products, Inc., New Term Loan B, 4.000%, 01/30/19(a)(b)

      4,797,257         4,809,250   

Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.000%, 07/17/20(a)(b)

      4,575,000         4,586,438   

Zuffa LLC, New Term Loan B, 4.500%, 02/25/20(a)(b)

      7,642,105         7,689,792   
     

 

 

  
        17,085,480   
     

 

 

  

Lodging 7.3%

      

Bally Technologies, Inc., Term Loan B, 4.250%, 11/25/20(a)(b)

      11,680,725         11,757,351   

Boyd Gaming Corp., Term Loan B, 4.000%, 08/14/20(a)(b)

      6,768,038         6,778,596   

Caesars Entertainment Operating Co., Extended Term Loan B6, 5.488%, 01/26/18(a)(b)

      96,223,691         91,753,138   

Caesars Entertainment Operating Co., Term Loan B4, 9.500%, 10/31/16(a)(b)

      7,697,874         7,743,215   

Caesars Entertainment Resort Properties LLC, Term Loan B, 7.000%, 10/12/20(a)(b)

      66,640,000         66,223,500   

CCM Merger, Inc., New Term Loan B, 5.000%, 03/01/17(a)(b)

      2,938,282         2,960,319   

Golden Nugget, Inc., New Delayed Draw Term Loan, 0.500%, 11/21/19(a)(b)

      2,715,000         2,752,331   

Golden Nugget, Inc., New Term Loan B, 5.500%, 11/21/19(a)(b)

      6,335,000         6,422,106   

Hilton Worldwide Finance LLC, USD Term Loan B2, 3.750%, 10/26/20(a)(b)

      158,175,000         159,361,313   

Las Vegas Sands LLC, New Term Loan B, 12/20/20(a)(c)(d)

      58,380,000         58,301,187   

Marina District Finance Co., Inc., Term Loan B, 6.750%, 08/15/18(a)(b)

      16,210,000         16,260,737   

MGM Resorts International, Term Loan A, 2.919%, 12/20/17(a)(b)

      16,222,722         16,205,850   

MGM Resorts International, Term Loan B, 3.500%, 12/20/19(a)(b)

      12,953,752         12,978,105   

Mohegan Tribal Gaming Authority, New Term Loan B, 5.500%, 11/19/19(a)(b)

      9,050,000         9,180,139   

Peninsula Gaming LLC, Term Loan, 4.250%, 11/20/17(a)(b)

      5,398,129         5,429,600   

Penn National Gaming, Inc., New Term Loan B, 3.250%, 10/30/20(a)(b)

      3,395,000         3,396,052   

Pinnacle Entertainment, Inc., Term Loan B2, 3.750%, 08/13/20(a)(b)

      11,124,100         11,163,034   

Playa Resorts Holding B.V., Term Loan B, 4.750%, 08/06/19(a)(b)

      6,199,463         6,253,708   

Scientific Games International, Inc., New Term Loan B, 4.250%, 10/18/20(a)(b)

      83,565,000         83,585,891   

SeaWorld Parks & Entertainment, Inc., Term Loan B2, 3.000%, 05/14/20(a)(b)

      15,012,376         14,824,721   

Seminole Tribe of Florida, Term Loan B2, 2.242%, 10/20/17(a)(b)

      765,000         766,591   

Seminole Tribe of Florida, Term Loan, 3.000%, 04/29/20(a)(b)

      22,886,863         22,836,740   

Shingle Springs Tribal Gaming Authority, Term Loan B, 6.250%, 08/29/19(a)(b)

      5,349,575         5,369,636   

Starwood Property Trust, Inc., Term Loan B, 3.500%, 04/17/20(a)(b)

      18,660,820         18,625,925   
     

 

 

  
        640,929,785   
     

 

 

  

Machinery-Diversified 1.2%

      

Alliance Laundry Systems LLC, Refinance Term Loan, 4.250%-5.250%, 12/10/18(a)(b)

      11,960,170         11,995,094   

Alliance Laundry Systems LLC, 2nd Lien Term Loan, 9.500%, 12/10/19(a)(b)

      2,454,545         2,480,637   

Brand Energy & Infrastructure Services, Inc., New Term Loan B, 4.750%, 11/26/20(a)(b)

      36,630,000         36,801,795   

Generac Power Systems, Inc., Term Loan B, 3.500%, 05/31/20(a)(b)

      12,782,963         12,777,594   

Key Safety Systems, Inc., Term Loan B, 4.750%, 05/09/18(a)(b)

      7,114,125         7,200,064   

Schaeffler AG, USD Term Loan C, 4.250%, 01/27/17(a)(b)

      24,055,000         24,225,309   

W3 Co., 1st Lien Term Loan, 5.750%, 03/13/20(a)(b)

      4,570,463         4,576,175   
     

 

 

  
        100,056,668   
     

 

 

  

Manufacturing 0.1%

      

WTG Holdings III Corp., 1st Lien Term Loan, 12/11/20(a)(c)(d)

      4,455,000         4,469,835   
     

 

 

  

Media 6.2%

      

CCO Holdings LLC, 3rd Lien Term Loan, 2.664%, 09/06/14(a)(b)

      2,989,084         2,987,171   

Charter Communications Operating LLC, Term Loan F, 3.000%, 01/04/21(a)(b)

      9,004,750         8,925,958   

Clear Channel Communications, Inc., Term Loan B, 3.819%, 01/29/16(a)(b)(c)

      61,882,140         59,862,307   

Clear Channel Communications, Inc., Term Loan C, 3.819%, 01/29/16(a)(b)(c)

      5,283,375         5,050,590   

Clear Channel Communications, Inc., Term Loan D, 6.919%, 01/30/19(a)(b)(c)

      66,664,393         63,581,164   

Clear Channel Communications, Inc., USD Extended Term Loan E, 7.664%, 07/30/19(a)(b)

      80,753,076         79,491,713   

Cumulus Media Holdings Inc., 2013 Term Loan, 12/12/20(a)(c)(d)

      37,120,000         37,305,600   

Emerald Expositions Holding, Inc., Term Loan B, 5.500%, 06/17/20(a)(b)

      6,139,150         6,154,498   

 

See Notes to Schedules of Portfolio Investments.

EMI Music Publishing Ltd., Term Loan B, 4.250%, 06/29/18(a)(b)

      7,343,972         7,363,874   

Encompass Digital Media, Inc., New Term Loan B1, 6.750%, 08/10/17(a)(b)

      6,821,100         6,872,258   

Granite Broadcasting Corp., Term Loan B, 6.750%, 05/23/18(a)(b)

      5,457,084         5,475,257   

Hoyts Group Holdings LLC, 1st Lien Term Loan, 4.000%, 05/29/20(a)(b)

      5,308,325         5,328,231   

McGraw-Hill Global Education Holdings, LLC, Term Loan, 9.000%, 03/22/19(a)(b)

      6,912,390         7,030,454   

Nine Entertainment Group Ltd., Term Loan B, 3.250%-4.750%, 02/05/20(a)(b)

      10,862,913         10,800,451   

Radio One, Inc., Term Loan B, 7.500%, 03/31/16(a)(b)

      11,710,769         11,974,261   

Sinclair Television Group, Inc., Term Loan A1, 2.420%, 03/20/18(a)(b)

      8,930,000         8,840,700   

Syniverse Holdings, Inc., Term Loan, 4.000%, 04/23/19(a)(b)

      15,188,013         15,202,290   

Tribune Co., 2013 Term Loan, 11/12/20(a)(c)(d)

      71,135,000         70,690,406   

Univision Communications, Inc., Term Loan C3, 4.000%, 03/02/20(a)(b)

      35,855,642         35,990,101   

Univision Communications, Inc., Refinance Term Loan C2, 4.500%, 03/02/20(a)(b)

      21,388,375         21,503,017   

Univision Communications, Inc., Converted Extended Term Loan, 4.500%, 03/02/20(a)(b)

      7,664,401         7,697,971   

Village Roadshow Films (BVI) Ltd., Term Loan B, 4.750%, 11/21/17(a)(b)

      48,883,500         49,372,335   

Weather Channel, Refinance Term Loan B, 3.500%, 02/13/17(a)(b)

      3,906,449         3,916,176   

WideOpenWest Finance LLC, Term Loan B, 4.750%, 04/01/19(a)(b)

      10,500,650         10,542,653   
     

 

 

  
        541,959,436   
     

 

 

  

Metals 0.2%

      

Arch Coal, Inc., Term Loan B, 6.250%, 05/16/18(a)(b)

      13,345,576         13,148,195   

Atlas Iron Ltd., Term Loan B, 8.750%, 12/07/17(a)(b)

      7,855,650         7,855,650   
     

 

 

  
        21,003,845   
     

 

 

  

Metals/Minerals 0.4%

      

Murray Energy Corp., 1st Lien Term Loan, 5.250%, 11/21/19(a)(b)

      10,775,000         10,876,070   

Peabody Energy Corp., Term Loan B, 4.250%, 09/24/20(a)(b)

      25,426,275         25,573,747   
     

 

 

  
        36,449,817   
     

 

 

  

Mining 2.0%

      

Fairmount Minerals Ltd., Term Loan B1, 4.247%, 03/15/17(a)(b)

      2,493,750         2,528,039   

Fairmount Minerals Ltd., Term Loan B2, 5.000%, 09/05/19(a)(b)

      3,566,063         3,620,445   

FMG Resources (August 2006) Pty Ltd., New Term Loan B, 4.250%, 06/28/19(a)(b)(c)

      134,051,465         135,685,553   

Foresight Energy LLC, Term Loan B, 5.500%, 08/19/20(a)(b)

      8,892,713         8,970,524   

Novelis, Inc., New Term Loan, 3.750%, 03/10/17(a)(b)

      18,852,880         18,907,930   

Oxbow Carbon LLC, New Term Loan B, 4.250%, 07/19/19(a)(b)

      4,304,625         4,320,767   

TMS International Corp., New Term Loan B, 4.500%, 10/16/20(a)(b)

      4,490,000         4,521,789   
     

 

 

  
        178,555,047   
     

 

 

  

Miscellaneous Manufacturer 1.4%

      

Boomerang Tube LLC, Term Loan, 11.000%-11.750%, 10/11/17(a)(b)

      17,526,563         16,825,500   

Harland Clarke Holdings Corp., Term Loan B3, 7.000%, 05/22/18(a)(b)

      89,877,313         90,422,868   

Polymer Group, Inc., 1st Lien Term Loan B, 12/19/19(a)(c)(d)

      7,130,000         7,161,229   

Sensata Technologies Finance Co. LLC, Term Loan, 3.250%, 05/11/18(a)(b)

      5,184,219         5,221,235   
     

 

 

  
        119,630,832   
     

 

 

  

Oil & Gas 5.0%

      

Alon USA Energy, Inc., Master Limited Partnership Term Loan, 9.250%, 11/26/18(a)(b)

      17,018,501         17,472,384   

Atlas Energy L.P., Term Loan B, 6.500%, 07/31/19(a)(b)

      18,483,675         18,899,558   

Bronco Midstream Funding LLC, Term Loan B, 5.000%, 08/17/20(a)(b)

      26,750,000         27,084,375   

Citgo Petroleum Corp., Term Loan B, 8.000%, 06/24/15(a)(b)

      1,622,857         1,630,971   

Citgo Petroleum Corp., Term Loan C, 9.000%, 06/23/17(a)(b)

      3,374,286         3,399,593   

Drillships Financing Holding, Inc., Term Loan B1, 6.000%, 03/31/21(a)(b)

      16,638,300         16,971,066   

EMG Utica LLC, Term Loan, 4.750%, 03/27/20(a)(b)

      30,670,000         30,785,012   

Energy Transfer Equity, L.P., New Term Loan, 3.250%, 12/02/19(a)(b)

      77,005,000         76,696,980   

EP Energy LLC, Term Loan B3, 3.500%, 05/24/18(a)(b)

      15,148,964         15,133,209   

EP Energy LLC, Term Loan B2, 4.500%, 04/30/19(a)(b)

      6,922,500         6,934,614   

Fieldwood Energy LLC, 1st Lien Term Loan, 3.875%, 09/28/18(a)(b)

      13,451,288         13,533,475   

Frac Tech International LLC, Term Loan B, 8.500%, 05/06/16(a)(b)(c)

      49,667,896         49,802,496   

MEG Energy Corp., Refinance Term Loan, 3.750%, 03/31/20(a)(b)

      43,981,739         44,195,491   

 

See Notes to Schedules of Portfolio Investments.

Obsidian Holdings LLC, Term Loan A, 6.750%, 11/02/15(a)(b)

      1,605,085         1,621,136   

Obsidian Natural Gas Trust, Term Loan, 7.000%, 11/02/15(a)(b)

      16,576,751         16,742,519   

Offshore Group Investment Ltd., New Term Loan B, 5.000%, 10/25/17(a)(b)

      25,821,375         25,982,759   

Ruby Western Pipeline Holdings LLC, Term Loan B, 3.500%, 03/27/20(a)(b)

      13,525,646         13,521,453   

Samson Investment Co., New 2nd Lien Term Loan, 5.000%, 09/25/18(a)(b)

      8,248,908         8,269,531   

Sheridan Production Partners I, LLC, Term Loan B2 I-A, 09/25/19(a)(c)(d)

      524,160         525,035   

Sheridan Production Partners I, LLC, Term Loan B2 I-M, 09/25/19(a)(c)(d)

      320,160         320,695   

TPF Generation Holdings LLC, Term Loan B, 4.750%, 12/29/17(a)(b)

      8,397,800         8,439,789   

TPF Generation Holdings LLC, Term Loan B, 6.500%, 08/16/19(a)(b)

      6,348,100         6,443,321   

Vantage Drilling Co., Term Loan B, 5.750%, 03/28/19(a)(b)(c)

      13,763,531         13,914,104   

Western Refining, Inc., Term Loan B, 4.250%, 11/12/20(a)(b)

      20,550,000         20,781,187   
     

 

 

  
        439,100,753   
     

 

 

  

Packaging & Containers 2.0%

      

Berry Plastics Holding Corp., Term Loan C, 2.169%, 04/03/15(a)(b)

      8,302,123         8,290,002   

Berry Plastics Holding Corp., Term Loan D, 3.500%, 02/07/20(a)(b)

      103,260,165         102,829,570   

Berry Plastics Holding Corp., Term Loan E, 01/09/21(a)(c)(d)

      13,310,000         13,282,315   

BWAY Corp., Term Loan B, 4.500%, 08/07/17(a)(b)

      5,400,450         5,427,452   

Caraustar Industries, Inc., Term Loan, 7.500%, 05/01/19(a)(b)

      6,765,991         6,952,056   

Consolidated Container Co. LLC, New Term Loan, 5.000%, 07/03/19(a)(b)

      2,677,322         2,690,709   

Reynolds Group Holdings, Inc., New Dollar Term Loan, 4.000%, 12/03/18(a)(b)

      18,315,000         18,470,678   

Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.500%, 03/19/20(a)(b)

      18,521,925         18,748,819   
     

 

 

  
        176,691,601   
     

 

 

  

Real Estate 1.4%

      

Alliant Holdings I, Inc., New Term Loan B, 4.250%, 12/20/19(a)(b)

      10,761,300         10,788,203   

CB Richard Ellis Services, Inc., New Term Loan B, 2.915%, 03/29/21(a)(b)

      23,864,246         23,933,929   

Continental Building Products LLC, 1st Lien Term Loan, 4.750%, 08/14/20(a)(b)

      16,902,638         16,892,158   

Continental Building Products LLC, 2nd Lien Term Loan, 8.750%, 02/15/21(a)(b)

      5,000,000         5,000,000   

CPG International, Inc., New Term Loan, 4.750%, 09/30/20(a)(b)

      8,967,525         8,989,944   

Four Seasons Holdings, Inc., 1st Lien Term Loan, 4.250%, 06/27/20(a)(b)(c)

      15,456,263         15,494,903   

Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.250%, 12/28/20(a)(b)

      6,565,000         6,712,713   

Istar Financial, Inc., Add on Term Loan A2, 7.000%, 03/17/17(a)(b)

      5,131,798         5,298,581   

Quikrete Holdings, Inc., 1st Lien Term Loan, 4.000%, 09/28/20(a)(b)

      11,306,663         11,346,914   

Quikrete Holdings, Inc., 2nd Lien Term Loan, 7.000%, 03/26/21(a)(b)

      1,000,000         1,021,670   

Realogy Corp., Extended Letter of Credit, 4.445%, 10/10/16(a)(b)

      749,677         757,407   

Realogy Corp., Extended Term Loan, 4.500%, 03/05/20(a)(b)

      12,763,550         12,895,142   
     

 

 

  
        119,131,564   
     

 

 

  

Retail 7.0%

      

Academy Ltd., Term Loan, 4.500%, 08/03/18(a)(b)

      6,315,063         6,346,638   

Albertson’s, LLC, Term Loan B1, 4.250%, 03/21/16(a)(b)

      8,567,599         8,597,586   

Albertson’s, LLC, Term Loan B2, 4.750%, 03/21/19(a)(b)(c)

      27,237,927         27,362,677   

BJ’s Wholesale Club, Inc., New 1st Lien Term Loan, 4.500%, 09/26/19(a)(b)

      4,245,688         4,267,468   

BJ’s Wholesale Club, Inc., New 2nd Lien Term Loan, 8.500%, 03/26/20(a)(b)

      4,545,000         4,630,219   

Camping World, Inc., Term Loan, 5.750%, 02/20/20(a)(b)

      11,800,000         11,888,500   

Capital Automotive LP, New Term Loan B, 4.000%, 04/10/19(a)(b)

      56,291,542         56,573,000   

Capital Automotive LP, New 2nd Lien Term Loan, 6.000%, 04/30/20(a)(b)

      15,155,000         15,609,650   

Evergreen Acqco 1 LP, New Term Loan, 5.000%, 07/09/19(a)(b)

      6,364,438         6,380,349   

Harbor Freight Tools USA, Inc., New 1st Lien Term Loan, 4.750%, 07/26/19(a)(b)

      5,259,917         5,317,724   

HMK Intermediate Holdings LLC, Term Loan, 5.750%, 03/29/19(a)(b)

      9,107,775         9,130,544   

Hudson’s Bay Co., 1st Lien Term Loan, 4.750%, 11/04/20(a)(b)

      21,090,000         21,414,364   

Hudson’s Bay Co., 2nd Lien Term Loan, 8.250%, 11/04/21(a)(b)(c)

      26,240,000         27,092,800   

J Crew Group, Inc., Term Loan B1, 4.000%, 03/07/18(a)(b)

      7,239,989         7,279,736   

JC Penney Corp., Inc., 1st Lien Term Loan, 6.000%, 05/22/18(a)(b)(c)

      69,618,641         68,017,413   

Jo-Ann Stores, Inc., Term Loan, 4.000%, 03/16/18(a)(b)

      14,942,237         14,960,914   

Michaels Stores, Inc., New Term Loan, 3.750%, 01/28/20(a)(b)

      12,661,375         12,700,878   

NBTY, Inc., Term Loan B2, 3.500%, 10/01/17(a)(b)

      9,075,518         9,124,163   

Neiman Marcus Group, Inc. (The), New Term Loan B, 5.000%, 10/26/20(a)(b)

      88,400,000         89,419,252   

 

See Notes to Schedules of Portfolio Investments.

Ollie’s Bargain Outlet, Inc., Term Loan, 5.250%-6.250%, 09/27/19(a)(b)

      5,458,665         5,485,959   

Party City Holdings, Inc., Refinance Term Loan B, 4.250%-5.500%, 07/29/19(a)(b)

      14,147,899         14,196,568   

Petco Animal Supplies, Inc., New Term Loan, 4.000%, 11/24/17(a)(b)

      12,540,318         12,589,351   

Phillips-Van Heusen Corp., Term Loan B, 3.250%, 02/13/20(a)(b)

      12,757,848         12,819,596   

Rite Aid Corp., Term Loan 6, 4.000%, 02/21/20(a)(b)

      18,172,675         18,233,190   

Rite Aid Corp., New 2nd Lien Term Loan, 4.875%, 06/21/21(a)(b)

      13,350,000         13,527,955   

Rite Aid Corp., 2nd Lien Term Loan, 5.750%, 08/21/20(a)(b)

      15,855,000         16,226,641   

Sears Holding Corp., Term Loan, 5.500%, 06/30/18(a)(b)

      53,035,000         53,326,162   

Supervalu, Inc., Refinance Term Loan B, 5.000%, 03/21/19(a)(b)

      10,148,070         10,235,242   

Toys ‘R’ US Property Co. I LLC, New Term Loan B, 6.000%, 08/21/19(a)(b)

      29,040,000         27,905,698   

Toys ‘R’ Us-Delaware, Inc., Incremental Term Loan B2, 5.250%, 05/25/18(a)(b)

      2,922,844         2,460,684   

Toys ‘R’ Us-Delaware, Inc., Term Loan B3, 5.250%, 05/25/18(a)(b)

      3,932,660         3,310,828   

Toys ‘R’ Us-Delaware, Inc., New Term Loan, 6.000%, 09/01/16(a)(b)

      8,225,065         7,408,398   

True Religion Apparel, Inc., 1st Lien Term Loan, 5.875%, 07/30/19(a)(b)

      4,390,000         4,163,169   

Vince Intermediate Holding LLC, Term Loan B, 6.000%, 11/04/19(a)(b)

      3,590,000         3,616,925   
     

 

 

  
        611,620,241   
     

 

 

  

Semiconductors 1.4%

      

Freescale Semiconductor, Inc., Term Loan B3, 4.750%, 12/01/16(a)(b)

      1,228,188         1,237,780   

Freescale Semiconductor, Inc., Term Loan B4, 5.000%, 02/28/20(a)(b)

      63,708,575         64,311,258   

Microsemi Corp., Repriced Term Loan, 3.750%, 02/19/20(a)(b)

      11,901,861         11,931,616   

ON Semiconductor Corp., Term Loan A, 1.998%, 01/02/18(a)(b)

      44,455,655         43,788,820   
     

 

 

  
        121,269,474   
     

 

 

  

Software 0.1%

      

Sophia, L.P., New Term Loan B, 4.500%, 07/19/18(a)(b)

      9,905,910         9,952,369   
     

 

 

  

Telecommunication Services 12.5%

      

Alcatel-Lucent USA, Inc., USD Term Loan C, 5.750%, 01/30/19(a)(b)(c)

      56,924,854         57,124,091   

Arris Group, Inc., Term Loan B, 3.500%, 04/17/20(a)(b)

      24,653,471         24,545,735   

Atlantic Broadband Finance, LLC, New Term Loan B, 3.250%, 12/02/19(a)(b)

      3,273,563         3,259,257   

Avaya, Inc., Extended Term Loan B3, 4.736%, 10/26/17(a)(b)(c)

      27,818,128         27,178,311   

Avaya, Inc., Term Loan B5, 8.000%, 03/30/18(a)(b)

      10,927,454         11,072,243   

Cellular South, Inc., New Term Loan, 3.250%, 05/22/20(a)(b)

      3,528,338         3,510,696   

Cequel Communications LLC, Term Loan B, 3.500%, 02/14/19(a)(b)

      38,346,581         38,378,409   

Charter Communications Operating LLC, Term Loan A1, 2.170%, 04/22/18(a)(b)

      14,716,316         14,636,553   

Charter Communications Operating LLC, Term Loan E, 3.000%, 07/01/20(a)(b)

      45,357,075         45,002,836   

Cincinnati Bell, Inc., New Term Loan B, 4.000%, 09/10/20(a)(b)

      32,388,825         32,429,311   

Consolidated Communications, Inc., New Term Loan B, 12/13/20(a)(c)(d)

      9,760,000         9,821,000   

Cricket Communications, Inc., Term Loan, 4.750%, 10/10/19(a)(b)

      4,563,900         4,575,310   

Cricket Communications, Inc., Term Loan C, 4.750%, 03/09/20(a)(b)

      13,706,125         13,751,766   

Crown Castle International Corp., New Term Loan, 3.250%, 01/31/19(a)(b)

      63,212,355         63,271,774   

Crown Castle Operating Co., Term Loan B2, 01/29/21(a)(c)(d)

      13,365,000         13,390,126   

CSC Holdings, Inc., New Term Loan A, 2.169%, 04/16/18(a)(b)

      19,495,000         19,421,894   

CSC Holdings, Inc., New Term Loan B, 2.669%, 04/17/20(a)(b)

      57,983,625         57,367,839   

DataPipe, Inc., 1st Lien Term Loan, 5.750%, 03/15/19(a)(b)

      4,570,463         4,596,194   

Evertec, Inc., New Term Loan A, 2.743%, 04/16/18(a)(b)

      18,564,000         18,024,530   

Evertec, Inc., New Term Loan B, 3.500%, 04/17/20(a)(b)

      9,090,547         8,840,557   

Frontier Communications Corp., Unsecured Term Loan, 3.045%, 10/14/16(a)(b)

      12,662,857         12,599,543   

Gray Television, Inc., New Term Loan B, 4.750%, 10/15/19(a)(b)

      4,951,919         4,972,568   

Integra Telecom, Inc., 1st Lien Term Loan, 5.250%, 02/22/19(a)(b)

      18,202,450         18,422,336   

Integra Telecom, Inc., 2nd Lien Term Loan, 9.750%, 02/21/20(a)(b)

      7,530,000         7,731,428   

Intelsat Jackson Holdings S.A., Term Loan B2, 3.750%, 06/30/19(a)(b)

      57,153,549         57,537,621   

Learfield Communications, Inc., 1st Lien Term Loan, 5.000%, 10/08/20(a)(b)

      6,735,000         6,802,350   

Level 3 Financing, Inc., New 2019 Term Loan, 4.000%, 08/01/19(a)(b)

      29,765,000         29,901,324   

Level 3 Financing, Inc., 2020 Term Loan B, 4.000%, 01/15/20(a)(b)

      112,365,000         113,138,071   

Liberty Cablevision of Puerto Rico LLC, New Term Loan B, 6.000%, 06/09/17(a)(b)

      7,122,375         7,128,287   

Liberty Cablevision of Puerto Rico LLC, New 2nd Lien Term Loan, 10.000%, 06/08/18(a)(b)

      11,745,000         11,774,362   

LIN Television Corp., Term Loan B, 4.000%, 12/21/18(a)(b)

      5,366,653         5,377,815   

 

See Notes to Schedules of Portfolio Investments.

MCC Iowa LLC, Term Loan D2, 1.880%, 01/31/15(a)(b)

      2,082,220         2,067,248   

Media General, Inc., Delayed Draw Term Loan B, 3.250%-4.250%, 07/31/20(a)(b)

      7,990,000         8,064,946   

Mediacom Communications Corp., Term Loan H, 3.250%, 01/29/21(a)(b)

      12,529,421         12,410,392   

Mediacom Communications Corp., Term Loan G, 4.000%, 01/20/20(a)(b)

      25,991,000         25,974,886   

Nuance Communications, Inc., Term Loan C, 2.920%, 08/07/19(a)(b)

      6,183,925         6,128,517   

Peak Ten, Inc., 2018 Term Loan B, 7.250%, 10/25/18(a)(b)

      9,157,500         9,249,075   

Quebecor Media, Inc., Term Loan B1, 3.250%, 08/17/20(a)(b)

      30,992,325         30,740,667   

Sinclair Television Group, Inc., Term Loan B, 3.000%, 04/09/20(a)(b)

      7,686,950         7,625,454   

Syniverse Holdings, Inc., Term Loan B, 4.000%, 04/23/19(a)(b)

      22,202,042         22,275,975   

Telx Group, Inc., Term Loan B, 5.250%, 09/26/17(a)(b)

      18,242,268         18,318,338   

UPC Financing Partnership, USD Term Loan AH, 3.250%, 06/30/21(a)(b)

      27,166,632         27,112,299   

Van Wagner Communications LLC, New Term Loan, 6.250%, 08/03/18(a)(b)

      15,603,192         15,778,728   

Virgin Media Investment Holdings Ltd., USD Term Loan B, 3.500%, 06/08/20(a)(b)

      68,835,000         68,938,252   

WMG Acquisition Corp., New Term Loan, 3.750%, 07/01/20(a)(b)

      30,718,013         30,694,974   

Zayo Group, LLC, PIK, Term Loan B, 4.000%, 07/02/19(a)(b)

      61,218,287         61,232,367   
     

 

 

  
        1,092,196,255   
     

 

 

  

Telecommunications 0.6%

      

CompuCom Systems, Inc., Refinance Term Loan B, 4.250%, 05/11/20(a)(b)

      7,084,400         7,066,689   

Light Tower Fiber LLC, 1st Lien Term Loan, 4.500%, 04/13/20(a)(b)

      23,019,325         23,098,512   

Light Tower Fiber LLC, 2nd Lien Term Loan, 8.000%, 04/12/21(a)(b)

      3,615,000         3,639,112   

Lightsquared LP, Term Loan B, 10/01/14(a)(b)(f)(h)

      7,236,851         8,557,576   

Windstream Corp., Term Loan B4, 3.500%, 01/23/20(a)(b)

      10,751,400         10,758,173   
     

 

 

  
        53,120,062   
     

 

 

  

Transportation 2.5%

      

Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.750%, 04/27/20(a)(b)

      5,298,375         5,364,605   

American Airlines, Inc., Exit Term Loan, 3.750%, 06/27/19(a)(b)

      62,366,600         62,678,433   

American Petroleum Tankers LLC, Term Loan B, 4.750%, 10/02/19(a)(b)

      10,817,015         10,817,015   

Avis Budget Car Rental, LLC, New Term Loan B, 3.000%, 03/15/19(a)(b)

      9,249,142         9,230,644   

Chrysler Group LLC, 2013 Term Loan, 3.500%, 05/24/17(a)(b)

      38,265,965         38,494,413   

Commercial Barge Line Co., 1st Lien Term Loan, 7.500%, 09/23/19(a)(b)

      13,145,662         13,112,798   

Delta Air Lines, Inc., New Term Loan B1, 4.000%, 10/18/18(a)(b)

      18,535,573         18,600,448   

FleetPride Corp., 1st Lien Term Loan, 5.250%, 11/19/19(a)(b)

      7,202,250         7,107,756   

Navios Partners Finance (US), Inc., Term Loan B, 5.250%, 06/27/18(a)(b)

      13,738,568         13,772,914   

Sabre, Inc., Term Loan C, 4.000%, 02/19/18(a)(b)

      9,262,127         9,277,039   

State Class Tankers II LLC, Term Loan B, 6.750%, 06/22/20(a)(b)

      8,185,000         8,246,388   

US Airways Group, Inc., Term Loan B1, 4.000%, 05/23/19(a)(b)

      22,010,000         22,136,557   
     

 

 

  
        218,839,010   
     

 

 

  

Utilities 1.6%

      

AES Corp., Refinance Term Loan B, 3.750%, 06/01/18(a)(b)

      11,492,249         11,556,950   

Astoria Generating Company Acquisitions, LLC, New Term Loan, 8.500%,
10/26/17(a)(b)(c)

      8,149,581         8,394,068   

Calpine Construction Finance Co., L.P., Original Term Loan B1, 3.000%, 05/03/20(a)(b)

      22,865,100         22,632,791   

Calpine Construction Finance Co., L.P., Original Term Loan B2, 3.250%, 01/31/22(a)(b)

      14,686,200         14,517,896   

Calpine Corp., Delayed Draw Term Loan, 4.000%, 10/30/20(a)(b)

      16,155,000         16,241,591   

Dynegy Holdings, Inc., Term Loan B2, 4.000%, 04/23/20(a)(b)

      14,113,062         14,165,986   

EFS Cogen Holdings I Inc., Term Loan B, 5.000%, 12/01/20(a)(b)

      15,190,000         15,284,937   

NGPL PipeCo LLC, Term Loan B, 6.750%, 09/15/17(a)(b)

      9,255,815         8,605,964   

Power Team Services, LLC, Delayed Draw Term Loan, 3.250%-4.250%, 05/06/20(a)(b)

      1,430,055         1,408,605   

Power Team Services, LLC, 1st Lien Term Loan, 4.250%, 05/06/20(a)(b)

      11,383,241         11,212,492   

Power Team Services, LLC, 2nd Lien Term Loan, 8.250%, 11/06/20(a)(b)

      7,890,000         7,732,200   

Raven Power Finance, LLC, Term Loan, 12/19/20(a)(c)(d)

      3,000,000         2,992,500   

WNA Holdings, Inc., USD 1st Lien Canadian Borrower, 4.500%-5.500%, 06/05/20(a)(b)

      5,719,395         5,762,291   
     

 

 

  
        140,508,271   
     

 

 

  

Total Bank Loans (Cost $7,912,456,201)

  

      7,975,855,338   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Corporate Bonds 6.0%

  

Airlines 0.0%(g)

  

Air Canada, 6.750%, 10/01/19(a)

      330,000         348,150   

Air Canada, 8.750%, 04/01/20(a)

      1,000,000         1,062,500   
     

 

 

  
        1,410,650   
     

 

 

  

Auto Manufacturers 0.1%

      

General Motors Co., 3.500%, 10/02/18(a)

      4,000,000         4,090,000   

General Motors Co., 6.250%, 10/02/43(a)

      4,500,000         4,674,375   

General Motors Co. Escrow, 7.200%(e)(f)

      10,000,000         —     

General Motors Co. Escrow, 8.375%(e)(f)

      10,000,000         —     
     

 

 

  
        8,764,375   
     

 

 

  

Banks 0.1%

      

Ally Financial, Inc., 3.500%, 07/18/16

      8,000,000         8,254,752   
     

 

 

  

Commercial Services 0.2%

      

Ceridian Corp., 11.250%, 11/15/15

      10,000,000         10,075,000   

Harland Clarke Holdings Corp., 9.750%, 08/01/18(a)

      3,715,000         4,026,131   
     

 

 

  
        14,101,131   
     

 

 

  

Computers 0.0%(g)

      

NCR Escrow Corp., 6.375%, 12/15/23(a)

      1,500,000         1,531,875   
     

 

 

  

Diversified Financial Services 0.2%

      

General Motors Financial Co., Inc., 2.750%, 05/15/16(a)

      5,000,000         5,062,500   

General Motors Financial Co., Inc., 3.250%, 05/15/18(a)

      2,000,000         2,000,000   

International Lease Finance Corp., 3.875%, 04/15/18

      9,890,000         9,914,725   

Nationstar Mortgage LLC/Nationstar Capital Corp., 6.500%, 07/01/21

      1,500,000         1,428,750   

Nationstar Mortgage LLC/Nationstar Capital Corp., 6.500%, 06/01/22

      1,500,000         1,406,250   
     

 

 

  
        19,812,225   
     

 

 

  

Electric 0.4%

      

Glenn Pool Oil & Gas Trust, 6.000%, 08/02/21(a)

      34,918,587         35,791,552   
     

 

 

  

Entertainment 0.1%

      

Diamond Resorts Corp., 12.000%, 08/15/18

      491,000         542,555   

GLP Capital LP/GLP Financing II, Inc., 4.375%, 11/01/18(a)

      2,900,000         2,965,250   

GLP Capital LP/GLP Financing II, Inc., 4.875%, 11/01/20(a)

      3,990,000         3,990,000   

Mohegan Tribal Gaming Authority, 9.750%, 09/01/21(a)

      3,335,000         3,593,462   
     

 

 

  
        11,091,267   
     

 

 

  

Food 0.2%

      

Hawk Acquisition Sub, Inc., 4.250%, 10/15/20(a)

      13,100,000         12,674,250   

Post Holdings, Inc., 6.750%, 12/01/21(a)

      1,360,000         1,407,600   
     

 

 

  
        14,081,850   
     

 

 

  

Healthcare - Services 0.0%(g)

      

Tenet Healthcare Corp., 6.000%, 10/01/20(a)

      2,320,000         2,421,500   
     

 

 

  

Holding Companies-Diversified 0.0%(g)

      

WaveDivision Escrow LLC/WaveDivision Escrow Corp., 8.125%, 09/01/20(a)

      2,195,000         2,326,700   
     

 

 

  

Internet 0.0%(g)

      

Zayo Escrow Corp., 8.125%, 01/01/20

      1,475,000         1,615,125   

Zayo Escrow Corp., 10.125%, 07/01/20

      2,365,000         2,725,663   
     

 

 

  
        4,340,788   
     

 

 

  

Lodging 0.1%

      

Paris Las Vegas Holding, 11.000%, 10/01/21(a)

      5,000,000         5,125,000   

Paris Las Vegas Holding LLC, 8.000%, 10/01/20(a)

      5,000,000         5,200,000   
     

 

 

  
        10,325,000   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Media 0.9%

  

CCO Holdings LLC/Cap Corp., 5.750%, 01/15/24

      9,000,000         8,505,000   

Clear Channel Communications, Inc., 9.000%, 12/15/19

      10,353,000         10,560,060   

Clear Channel Communications, Inc., 11.250%, 03/01/21

      1,185,000         1,273,875   

DISH DBS Corp., 5.000%, 03/15/23

      30,235,000         28,194,137   

DISH DBS Corp., 5.125%, 05/01/20

      3,590,000         3,598,975   

LIN Television Corp., 8.375%, 04/15/18

      17,555,000         18,564,413   

McGraw-Hill Global Education Holdings LLC/McGraw-Hill Global Education Finance, 9.750%, 04/01/21(a)

      1,585,000         1,751,425   

Univision Communications, Inc., 6.875%, 05/15/19(a)

      1,925,000         2,057,344   
     

 

 

  
        74,505,229   
     

 

 

  

Mining 0.0%(g)

      

Inmet Mining Corp., 8.750%, 06/01/20(a)

      1,170,000         1,269,450   
     

 

 

  

Miscellaneous Manufacturer 0.2%

      

Bombardier, Inc., 4.250%, 01/15/16(a)

      15,000,000         15,675,000   
     

 

 

  

Oil & Gas 0.7%

      

Chesapeake Energy Corp., 3.250%, 03/15/16

      10,000,000         10,100,000   

MEG Energy Corp., 7.000%, 03/31/24(a)

      2,275,000         2,303,438   

Plains Exploration & Production Co., 6.125%, 06/15/19

      30,426,000         33,276,764   

United Refining Co., 10.500%, 02/28/18

      9,921,000         11,111,520   
     

 

 

  
        56,791,722   
     

 

 

  

Packaging & Containers 0.1%

      

Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holdings II Is, 5.625%, 12/15/16(a)

      10,600,000         10,812,000   

Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holdings II Is, 6.000%, 06/15/17(a)

      665,000         673,312   
     

 

 

  
        11,485,312   
     

 

 

  

Pharmaceuticals 0.3%

      

Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21(a)

      17,000,000         17,085,000   

VPII Escrow Corp., 6.750%, 08/15/18(a)

      4,300,000         4,724,625   

VPII Escrow Corp., 7.500%, 07/15/21(a)

      2,150,000         2,359,625   
     

 

 

  
        24,169,250   
     

 

 

  

Pipelines 0.1%

      

Access Midstream Partners LP/ACMP Finance Corp., 4.875%, 05/15/23

      5,000,000         4,825,000   
     

 

 

  

Real Estate 0.0%(g)

      

CBRE Services, Inc., 5.000%, 03/15/23

      1,015,000         975,669   
     

 

 

  

Retail 0.0%(g)

      

Neiman Marcus Group Ltd., 8.000%, 10/15/21(a)

      1,600,000         1,672,000   

rue21, Inc., 9.000%, 10/15/21(a)

      2,000,000         1,450,000   
     

 

 

  
        3,122,000   
     

 

 

  

Software 0.1%

      

Activision Blizzard, Inc., 5.625%, 09/15/21(a)

      1,250,000         1,293,750   

Activision Blizzard, Inc., 6.125%, 09/15/23(a)

      7,500,000         7,818,750   

BMC Software Finance, Inc., 8.125%, 07/15/21(a)

      370,000         381,100   
     

 

 

  
        9,493,600   
     

 

 

  

Telecommunication Services 2.2%

      

Altice Financing SA, 6.500%, 01/15/22(a)

      1,675,000         1,691,750   

Avanti Communications Group PLC, 10.000%, 10/01/19(a)

      3,275,000         3,275,000   

CenturyLink, Inc., 5.625%, 04/01/20

      1,345,000         1,368,538   

Intelsat Jackson Holdings SA, 5.500%, 08/01/23(a)

      4,920,000         4,680,150   

Intelsat Jackson Holdings SA, 7.250%, 10/15/20

      3,750,000         4,101,562   

Intelsat Jackson Holdings SA, 7.500%, 04/01/21

      1,250,000         1,378,125   

 

See Notes to Schedules of Portfolio Investments.

Level 3 Communications, Inc., 11.875%, 02/01/19

      3,000,000         3,450,000   

Level 3 Financing, Inc., 3.846%, 01/15/18(a)(b)

      8,000,000         8,050,000   

Level 3 Financing, Inc., 6.125%, 01/15/21(a)

      10,000,000         10,100,000   

Level 3 Financing, Inc., 8.125%, 07/01/19

      4,065,000         4,451,175   

Lynx II Corp., 6.375%, 04/15/23(a)

      1,600,000         1,628,000   

MetroPCS Wireless, Inc., 6.250%, 04/01/21(a)

      3,945,000         4,092,937   

MetroPCS Wireless, Inc., 6.625%, 04/01/23(a)

      2,875,000         2,968,438   

NII Capital Corp., 7.625%, 04/01/21

      6,500,000         2,665,000   

NII International Telecom S.A.R.L., 11.375%, 08/15/19(a)

      2,560,000         2,137,600   

NII International Telecom SCA, 7.875%, 08/15/19(a)

      2,285,000         1,725,175   

Satmex Escrow SA de CV, 9.500%, 05/15/17

      6,000,000         6,450,000   

Softbank Corp., 4.500%, 04/15/20(a)

      8,400,000         8,190,000   

Sprint Capital Corp., 6.875%, 11/15/28

      2,000,000         1,885,000   

Sprint Capital Corp., 8.750%, 03/15/32(i)

      1,700,000         1,823,250   

Sprint Communications, Inc., 7.000%, 08/15/20

      5,680,000         6,148,600   

Sprint Corp., 7.125%, 06/15/24(a)

      5,950,000         6,039,250   

Sprint Corp., 7.875%, 09/15/23(a)

      14,720,000         15,824,000   

T-Mobile USA, Inc., 6.125%, 01/15/22

      4,000,000         4,070,000   

T-Mobile USA, Inc., 6.500%, 01/15/24

      5,000,000         5,062,500   

T-Mobile USA, Inc., 6.542%, 04/28/20

      3,125,000         3,320,313   

T-Mobile USA, Inc., 6.633%, 04/28/21

      5,355,000         5,636,137   

T-Mobile USA, Inc., 6.731%, 04/28/22

      2,500,000         2,606,250   

Trilogy International Partners LLC, 10.250%, 08/15/16(a)

      12,958,000         12,958,000   

Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17(a)

      30,884,781         32,506,232   

Wind Acquisition Finance SA, 7.250%, 02/15/18(a)

      9,940,000         10,461,850   

Windstream Holding of the Midwest, Inc., 6.750%, 04/01/28(i)

      8,088,000         7,643,160   
     

 

 

  
        188,387,992   
     

 

 

  

Transportation 0.0%(g)

      

CHC Helicopter SA, 9.375%, 06/01/21

      435,000         445,875   
     

 

 

  

Total Corporate Bonds (Cost $518,348,843)

  

      525,399,764   
     

 

 

  

Municipal Bonds 0.2%

      

Puerto Rico 0.2%

      

Puerto Rico Sales Tax Financing Corp., Series A, RB, 5.500%, 08/01/37

      3,300,000         2,363,196   

Puerto Rico Sales Tax Financing Corp., Series A, RB, 5.500%, 08/01/42

      6,910,000         4,834,581   

Puerto Rico Sales Tax Financing Corp., Series A, RB, 6.500%, 08/01/44

      5,125,000         4,013,183   

Puerto Rico Sales Tax Financing Corp., Series A-1, RB, 5.000%, 08/01/43

      1,000,000         653,750   

Puerto Rico Sales Tax Financing Corp., Series C, RB, 5.250%, 08/01/41

      5,285,000         3,611,716   
     

 

 

  

Total Municipal Bonds (Cost $16,123,479)

  

      15,476,426   
     

 

 

  

Preferred Stock 0.0%(g)

      

Diversified Financial Services 0.0%(g)

      

GMAC Capital Trust I, Series 2, 8.125%(b)

      94,025         2,514,228   
     

 

 

  

Total Preferred Stock (Cost $2,350,625)

  

      2,514,228   
     

 

 

  

Common Stock 0.0%(g)

      

Energy-Alternate Sources 0.0%(g)

      

Aventine Renewable Energy Holdings, Inc.*(e)

      69,037         690,370   
     

 

 

  

Total Common Stock (Cost $8,201,222)

  

      690,370   
     

 

 

  

Money Market Fund 7.6%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class,
0.00%(j)

      662,102,719         662,102,719   
     

 

 

  

Total Money Market Fund (Cost $662,102,719)

  

      662,102,719   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Total Investments

(Cost $9,119,583,089) — 105.2%

      9,182,038,845   

Liabilities in Excess of Other Assets — (5.2)%

      (456,975,797 ) 
     

 

 

  

Net Assets — 100.0%

    $ 8,725,063,048   
     

 

 

  

 

* 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 investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 94.6% of net assets as of December 31, 2013.
(b) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(d) The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(e) The Fund’s investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(f) Security is in default.
(g) Less than 0.05% of Net Assets.
(h) Bankrupt issuer.
(i) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(j) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

PIK    – Payment in-kind   
RB    – Revenue Bond   

As of December 31, 2013, the Fund had the following unfunded loan commitments:

 

Borrower

    Unfunded
Commitments		      Unrealized
Depreciation		  

Golden Nugget, Inc.

    $ 2,715,000       $ (519,410 ) 

Power Team Services, LLC.

      807,968         (10,113 ) 
  

 

 

     

 

 

  
   $ 3,522,968       $ (529,523 ) 
  

 

 

     

 

 

  

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

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Seix High Yield Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Bank Loans 5.1%

      

Chemicals 0.3%

      

Ineos US Finance LLC, 6 Year Term Loan, 4.000%, 05/04/18(a)(b)

      5,872,870         5,887,552   
     

 

 

  

Commercial Services 0.3%

      

Walter Energy, Inc., Term Loan B, 6.750%, 04/02/18(a)(b)

      4,670,176         4,574,811   
     

 

 

  

Food 0.3%

      

Darling International, Inc., Bridge Term Loan, 10/10/14(a)(c)(d)

      5,285,000         5,285,000   
     

 

 

  

Health Care 0.1%

      

Community Health Systems, Inc., Extended Term Loan, 3.737%-3.747%, 01/25/17(a)(b)

      845,273         851,478   
     

 

 

  

Insurance 0.3%

      

Asurion LLC, New Term Loan B1, 4.500%, 05/24/19(a)(b)

      4,800,185         4,796,585   
     

 

 

  

Lodging 0.1%

      

Scientific Games International, Inc., New Term Loan B, 4.250%, 10/18/20(a)(b)

      2,570,000         2,570,643   
     

 

 

  

Packaging & Containers 0.3%

      

Berry Plastics Holding Corp., Term Loan D, 3.500%, 02/07/20(a)(b)

      5,791,238         5,767,088   
     

 

 

  

Retail 1.1%

      

JC Penney Corp., Inc., 1st Lien Term Loan, 6.000%, 05/22/18(a)(b)

      4,736,200         4,627,268   

Sears Holding Corp., Term Loan, 5.500%, 06/30/18(a)(b)

      9,525,000         9,577,292   

Toys ‘R’ Us-Delaware, Inc., New Term Loan, 6.000%, 09/01/16(a)(b)

      4,029,059         3,629,013   
     

 

 

  
        17,833,573   
     

 

 

  

Semiconductors 0.5%

      

Freescale Semiconductor, Inc., Term Loan B4, 5.000%, 02/28/20(a)(b)

      7,895,338         7,970,027   
     

 

 

  

Telecommunication Services 1.8%

      

Alcatel-Lucent USA, Inc., USD Term Loan C, 5.750%, 01/30/19(a)(b)

      2,618,550         2,627,715   

Cequel Communications LLC, Term Loan B, 3.500%, 02/14/19(a)(b)

      11,848,950         11,858,785   

Crown Castle International Corp., New Term Loan, 3.250%, 01/31/19(a)(b)

      5,895,326         5,900,867   

Level 3 Financing, Inc., New 2019 Term Loan, 4.000%, 08/01/19(a)(b)

      3,305,000         3,320,137   

Virgin Media Investment Holdings Ltd., USD Term Loan B, 3.500%, 06/08/20(a)(b)

      5,305,000         5,312,957   
     

 

 

  
        29,020,461   
     

 

 

  

Total Bank Loans (Cost $84,605,488)

  

      84,557,218   
     

 

 

  

Corporate Bonds 88.6%

      

Aerospace/Defense 0.7%

      

BE Aerospace, Inc., 5.250%, 04/01/22

      4,915,000         4,988,725   

Ducommun, Inc., 9.750%, 07/15/18

      3,230,000         3,593,375   

GenCorp, Inc., 7.125%, 03/15/21

      3,140,000         3,359,800   
     

 

 

  
        11,941,900   
     

 

 

  

Airlines 1.5%

      

Air Canada, 6.750%, 10/01/19(a)

      20,000,000         21,100,000   

American Airlines, 2013-2 Class B, 5.600%, 07/15/20(a)

      4,405,000         4,449,050   
     

 

 

  
        25,549,050   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Auto Manufacturers 1.0%

  

General Motors Co., 3.500%, 10/02/18(a)

      12,345,000         12,622,763   

General Motors Co., 6.250%, 10/02/43(a)

      4,000,000         4,155,000   
     

 

 

  
        16,777,763   
     

 

 

  

Auto Parts & Equipment 1.0%

      

Cooper-Standard Automotive, Inc., 8.500%, 05/01/18

      8,893,000         9,426,580   

Schaeffler Holding Finance BV, PIK, 6.875%, 08/15/18(a)

      6,645,000         7,043,700   
     

 

 

  
        16,470,280   
     

 

 

  

Banks 2.1%

      

Ally Financial, Inc., 7.500%, 09/15/20(e)

      12,801,000         14,913,165   

Ally Financial, Inc., 8.000%, 11/01/31

      11,290,000         13,505,662   

Provident Funding Associates LP/PFG Finance Corp., 6.750%, 06/15/21(a)

      2,505,000         2,492,475   

Provident Funding Associates LP/PFG Finance Corp., 10.125%, 02/15/19(a)

      2,685,000         2,926,650   
     

 

 

  
        33,837,952   
     

 

 

  

Building Materials 2.1%

      

Building Materials Corp. of America, 6.750%, 05/01/21(a)

      2,885,000         3,123,012   

Cemex Finance LLC, 9.375%, 10/12/22(a)

      9,900,000         11,162,250   

Cemex SAB de CV, 5.875%, 03/25/19(a)(f)

      2,775,000         2,781,938   

Cemex SAB de CV, 7.250%, 01/15/21(a)

      5,000,000         5,175,000   

Masco Corp., 5.950%, 03/15/22

      5,540,000         5,858,550   

US Concrete, Inc., 8.500%, 12/01/18(a)

      3,000,000         3,067,500   

USG Corp., 5.875%, 11/01/21(a)

      3,400,000         3,536,000   
     

 

 

  
        34,704,250   
     

 

 

  

Chemicals 0.5%

      

Huntsman International LLC, 8.625%, 03/15/21(f)

      1,055,000         1,192,150   

Kinove German Bondco GmbH, 9.625%, 06/15/18(a)

      3,647,000         4,029,935   

Nufarm Australia Ltd., 6.375%, 10/15/19(a)

      3,280,000         3,394,800   
     

 

 

  
        8,616,885   
     

 

 

  

Coal 0.7%

      

Natural Resource Partners LP, 9.125%, 10/01/18(a)

      3,765,000         3,849,713   

Peabody Energy Corp., 6.250%, 11/15/21(f)

      6,780,000         6,847,800   
     

 

 

  
        10,697,513   
     

 

 

  

Commercial Services 3.9%

      

FTI Consulting, Inc., 6.000%, 11/15/22

      3,750,000         3,796,875   

Harland Clarke Holdings Corp., 9.750%, 08/01/18(a)

      13,724,000         14,873,385   

Iron Mountain, Inc., 7.750%, 10/01/19

      4,135,000         4,610,525   

Lender Processing Services, Inc., 5.750%, 04/15/23

      3,760,000         3,891,600   

Live Nation Entertainment, Inc., 7.000%, 09/01/20(a)

      2,475,000         2,685,375   

National Money Mart Co., 10.375%, 12/15/16

      2,720,000         2,760,800   

Prospect Medical Holdings, Inc., 8.375%, 05/01/19(a)

      8,375,000         8,982,188   

RR Donnelley & Sons Co., 6.500%, 11/15/23

      5,080,000         5,130,800   

TMS International Corp., 7.625%, 10/15/21(a)

      8,591,000         9,127,937   
     

 

 

  
        55,859,485   
     

 

 

  

Computers 1.0%

      

j2 Global, Inc., 8.000%, 08/01/20

      5,565,000         6,010,200   

NCR Escrow Corp., 5.875%, 12/15/21(a)

      4,355,000         4,436,656   

NCR Escrow Corp., 6.375%, 12/15/23(a)

      5,300,000         5,412,625   
     

 

 

  
        15,859,481   
     

 

 

  

Diversified Financial Services 4.4%

      

Aircastle Ltd., 7.625%, 04/15/20

      6,430,000         7,217,675   

CNG Holdings, Inc., 9.375%, 05/15/20(a)

      5,520,000         5,078,400   

Community Choice Financial, Inc., 10.750%, 05/01/19

      3,970,000         3,324,875   

 

See Notes to Schedules of Portfolio Investments.

Denali Borrower LLC/Denali Finance Corp., 5.625%, 10/15/20(a)(f)

      8,770,000         8,693,262   

Icahn Enterprises LP/Icahn Enterprises Finance Corp., 6.000%, 08/01/20(a)(f)

      4,970,000         5,119,100   

ILFC E-Capital Trust I, 5.460%, 12/21/65(a)(b)(f)

      12,420,000         11,364,300   

ILFC E-Capital Trust II, 6.250%, 12/21/65(a)(b)

      2,490,000         2,353,050   

International Lease Finance Corp., 6.250%, 05/15/19

      945,000         1,022,963   

Jefferies Finance LLC/JFIN Co-Issuer Corp., 7.375%, 04/01/20(a)

      5,270,000         5,480,800   

Jefferies LoanCore LLC/JLC Finance Corp., 6.875%, 06/01/20(a)(f)

      1,855,000         1,836,450   

Nationstar Mortgage LLC/Nationstar Capital Corp., 6.500%, 07/01/21

      4,515,000         4,300,537   

Nationstar Mortgage LLC/Nationstar Capital Corp., 6.500%, 06/01/22

      4,525,000         4,242,188   

SLM Corp., 4.875%, 06/17/19, MTN

      4,575,000         4,558,772   

SLM Corp., 5.500%, 01/15/19, MTN

      4,110,000         4,265,161   

SquareTwo Financial Corp., 11.625%, 04/01/17(f)

      3,570,000         3,690,488   
     

 

 

  
        72,548,021   
     

 

 

  

Electric 2.7%

      

Calpine Corp., 5.875%, 01/15/24(a)

      3,540,000         3,460,350   

Calpine Corp., 6.000%, 01/15/22(a)

      4,400,000         4,510,000   

Calpine Corp., 7.500%, 02/15/21(a)

      1,901,000         2,074,466   

Calpine Corp., 7.875%, 01/15/23(a)

      5,043,000         5,509,477   

Dynegy, Inc., 5.875%, 06/01/23(a)

      12,540,000         11,850,300   

GenOn Energy, Inc., 9.500%, 10/15/18

      490,000         554,925   

GenOn Energy, Inc., 9.875%, 10/15/20

      10,024,000         11,126,640   

NRG Energy, Inc., 7.875%, 05/15/21

      4,955,000         5,487,663   
     

 

 

  
        44,573,821   
     

 

 

  

Electrical Components & Equipment 0.2%

      

GrafTech International Ltd., 6.375%, 11/15/20

      3,750,000         3,843,750   
     

 

 

  

Electronics 0.5%

      

APX Group, Inc., 6.375%, 12/01/19

      8,620,000         8,749,300   
     

 

 

  

Energy-Alternate Sources 0.3%

      

First Wind Capital LLC, 10.250%, 06/01/18(a)

      5,075,000         5,557,125   
     

 

 

  

Engineering & Construction 0.7%

      

Aguila 3 SA, 7.875%, 01/31/18(a)

      8,625,000         9,142,500   

Dycom Investments, Inc., 7.125%, 01/15/21

      2,570,000         2,769,175   
     

 

 

  
        11,911,675   
     

 

 

  

Entertainment 2.3%

      

Carmike Cinemas, Inc., 7.375%, 05/15/19

      2,960,000         3,226,400   

Diamond Resorts Corp., 12.000%, 08/15/18

      8,020,000         8,862,100   

Gibson Brands, Inc., 8.875%, 08/01/18(a)(f)

      2,882,000         3,040,510   

GLP Capital LP/GLP Financing II, Inc., 4.375%, 11/01/18(a)

      3,000,000         3,067,500   

GLP Capital LP/GLP Financing II, Inc., 4.875%, 11/01/20(a)

      13,635,000         13,635,000   

GLP Capital LP/GLP Financing II, Inc., 5.375%, 11/01/23(a)

      6,545,000         6,430,462   
     

 

 

  
        38,261,972   
     

 

 

  

Environmental Control 1.6%

      

Clean Harbors, Inc., 5.125%, 06/01/21

      2,595,000         2,620,950   

Clean Harbors, Inc., 5.250%, 08/01/20(f)

      1,390,000         1,431,700   

Covanta Holding Corp., 7.250%, 12/01/20

      2,805,000         3,062,202   

Darling Escrow Corp., 5.375%, 01/15/22(a)(c)

      3,590,000         3,616,925   

Nuverra Environmental Solutions, Inc., 9.875%, 04/15/18(f)

      16,460,000         16,048,500   
     

 

 

  
        26,780,277   
     

 

 

  

Food 2.2%

      

Hawk Acquisition Sub, Inc., 4.250%, 10/15/20(a)(f)

      17,635,000         17,061,862   

Post Holdings, Inc., 6.750%, 12/01/21(a)

      7,760,000         8,031,600   

Post Holdings, Inc., 7.375%, 02/15/22(a)

      3,730,000         3,991,100   

Post Holdings, Inc., 7.375%, 02/15/22

      6,230,000         6,666,100   
        35,750,662   

 

See Notes to Schedules of Portfolio Investments.

Forest Products & Paper 0.1%

  

Resolute Forest Products, Inc., 5.875%, 05/15/23(a)

      2,412,000         2,231,100   
     

 

 

  

Gas 0.5%

      

Sabine Pass LNG LP, 6.500%, 11/01/20

      5,775,000         5,991,563   

Sabine Pass LNG LP, 7.500%, 11/30/16

      1,385,000         1,565,050   
     

 

 

  
        7,556,613   
     

 

 

  

Healthcare - Products 0.6%

      

Kinetic Concepts, Inc./KCI USA, Inc., 10.500%, 11/01/18

      5,700,000         6,555,000   

Physio-Control International, Inc., 9.875%, 01/15/19(a)

      3,087,000         3,457,440   
     

 

 

  
        10,012,440   
     

 

 

  

Holding Companies-Diversified 0.4%

      

Nielsen Co. Luxembourg SARL (The), 5.500%, 10/01/21(a)

      6,615,000         6,714,225   
     

 

 

  

Home Builders 1.0%

      

Allegion US Holding Co., 5.750%, 10/01/21(a)

      1,447,000         1,504,880   

Brookfield Residential Properties, Inc., 6.500%, 12/15/20(a)(f)

      2,665,000         2,764,938   

Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.125%, 07/01/22(a)

      2,865,000         2,879,325   

KB Home, 7.500%, 09/15/22

      2,775,000         2,920,687   

KB Home, 9.100%, 09/15/17

      3,180,000         3,728,550   

Taylor Morrison Communities, Inc./Monarch Communities, Inc., 5.250%, 04/15/21(a)

      3,395,000         3,301,637   
     

 

 

  
        17,100,017   
     

 

 

  

Household Products/Wares 0.9%

      

Reynolds Group Holdings, 6.875%, 02/15/21

      6,325,000         6,815,188   

Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Luxembourg I SA, 7.875%, 08/15/19

      7,845,000         8,668,725   
     

 

 

  
        15,483,913   
     

 

 

  

Housewares 0.3%

      

Libbey Glass, Inc., 6.875%, 05/15/20

      4,073,000         4,398,840   
     

 

 

  

Insurance 1.6%

      

Assured Guaranty Municipal Holdings, Inc., 6.400%, 12/15/66(a)(b)(f)

      4,525,000         3,552,125   

Assured Guaranty US Holdings, Inc., Series A, 6.400%, 12/15/66, Series A(b)(f)

      7,037,000         6,122,190   

Genworth Financial, Inc., 6.150%, 11/15/66(b)

      4,605,000         4,075,425   

MBIA, Inc., 5.700%, 12/01/34

      3,770,000         3,138,525   

MBIA, Inc., 6.625%, 10/01/28

      5,295,000         4,871,400   

White Mountains Re Group Ltd., 7.506% (a)(b)(g)

      5,270,000         5,430,566   
     

 

 

  
        27,190,231   
     

 

 

  

Internet 0.8%

      

Mood Media Corp., 9.250%, 10/15/20(a)(f)

      4,065,000         3,587,363   

Pacnet Ltd., 9.000%, 12/12/18(a)

      1,600,000         1,630,000   

Zayo Escrow Corp., 8.125%, 01/01/20

      7,000,000         7,665,000   
     

 

 

  
        12,882,363   
     

 

 

  

Iron/Steel 0.4%

      

JMC Steel Group, 8.250%, 03/15/18(a)(f)

      6,855,000         6,923,550   
     

 

 

  

Leisure Time 0.3%

      

Viking Cruises Ltd., 8.500%, 10/15/22(a)

      4,390,000         4,960,700   
     

 

 

  

Lodging 3.3%

      

Caesars Entertainment Operating Co., Inc., 8.500%, 02/15/20

      15,130,000         14,562,625   

Caesars Entertainment Operating Co., Inc., 9.000%, 02/15/20(f)

      3,360,000         3,267,600   

 

See Notes to Schedules of Portfolio Investments.

Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.500%, 07/01/19(a)

      7,755,000         7,832,550   

Harrahs Operating, Inc., 11.250%, 06/01/17

      3,275,000         3,332,312   

Paris Las Vegas Holding LLC, 8.000%, 10/01/20(a)(f)

      23,920,000         24,876,800   
     

 

 

  
        53,871,887   
     

 

 

  

Machinery-Diversified 0.3%

      

Manitowoc Co., Inc. (The), 8.500%, 11/01/20

      4,805,000         5,453,675   
     

 

 

  

Media 7.3%

      

Block Communications, Inc., 7.250%, 02/01/20(a)

      3,260,000         3,455,600   

Cablevision Systems Corp., 8.000%, 04/15/20

      4,490,000         5,017,575   

CCO Holdings LLC/Cap Corp., 5.125%, 02/15/23

      4,170,000         3,867,675   

CCO Holdings LLC/Cap Corp., 5.250%, 09/30/22(f)

      1,015,000         947,756   

CCO Holdings LLC/Cap Corp., 5.750%, 09/01/23(a)

      5,230,000         4,955,425   

CCO Holdings LLC/Cap Corp., 5.750%, 01/15/24

      24,795,000         23,431,275   

Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22

      6,395,000         6,482,931   

Clear Channel Worldwide Holdings, Inc., Series B, 6.500%, 11/15/22(e)

      9,425,000         9,625,281   

DISH DBS Corp., 5.000%, 03/15/23(e)

      13,670,000         12,747,275   

DISH DBS Corp., 5.125%, 05/01/20

      4,155,000         4,165,388   

DISH DBS Corp., 5.875%, 07/15/22(e)

      21,765,000         21,765,000   

LIN Television Corp., 6.375%, 01/15/21

      2,375,000         2,470,000   

McGraw-Hill Global Education Holdings LLC/McGraw-Hill Global Education Finance, 9.750%, 04/01/21(a)(f)

      3,390,000         3,745,950   

Townsquare Radio LLC / Townsquare Radio, Inc., 9.000%, 04/01/19(a)

      4,220,000         4,568,150   

Univision Communications, Inc., 5.125%, 05/15/23(a)(f)

      3,090,000         3,086,138   

Univision Communications, Inc., 6.750%, 09/15/22(a)

      8,720,000         9,548,400   
     

 

 

  
        119,879,819   
     

 

 

  

Mining 2.5%

      

Century Aluminum Co., 7.500%, 06/01/21(a)

      3,100,000         3,022,500   

FMG Resources August 2006 Pty Ltd., 6.875%, 04/01/22(a)(f)

      5,835,000         6,360,150   

FMG Resources August 2006 Pty Ltd., 8.250%, 11/01/19(a)(f)

      12,890,000         14,469,025   

Inmet Mining Corp., 8.750%, 06/01/20(a)

      10,135,000         10,996,475   

Novelis, Inc., 8.750%, 12/15/20

      2,900,000         3,226,250   

Vulcan Materials Co., 7.500%, 06/15/21

      3,345,000         3,813,300   
     

 

 

  
        41,887,700   
     

 

 

  

Miscellaneous Manufacturer 1.5%

      

Amsted Industries, Inc., 8.125%, 03/15/18(a)

      3,935,000         4,146,506   

Bombardier, Inc., 5.750%, 03/15/22(a)(e)

      6,890,000         6,838,325   

Bombardier, Inc., 6.125%, 01/15/23(a)(e)

      8,120,000         8,059,100   

Polymer Group, Inc., 7.750%, 02/01/19

      5,260,000         5,608,475   
     

 

 

  
        24,652,406   
     

 

 

  

Oil & Gas 8.9%

      

Chesapeake Energy Corp., 6.875%, 11/15/20(f)

      2,060,000         2,327,800   

Chesapeake Energy Corp., 7.250%, 12/15/18(f)

      3,105,000         3,586,275   

CITGO Petroleum Corp., 11.500%, 07/01/17(a)

      2,910,000         3,186,450   

Hercules Offshore, Inc., 7.125%, 04/01/17(a)

      5,075,000         5,398,531   

Hercules Offshore, Inc., 7.500%, 10/01/21(a)

      13,975,000         14,813,500   

Hercules Offshore, Inc., 8.750%, 07/15/21(a)

      3,175,000         3,540,125   

Linn Energy LLC/Finance Corp., 6.500%, 05/15/19

      4,450,000         4,539,000   

Linn Energy LLC/Finance Corp., 8.625%, 04/15/20

      4,865,000         5,254,200   

MEG Energy Corp., 6.375%, 01/30/23(a)

      7,395,000         7,441,219   

MEG Energy Corp., 7.000%, 03/31/24(a)

      11,185,000         11,324,812   

Oasis Petroleum, Inc., 6.875%, 03/15/22(a)

      3,610,000         3,826,600   

Oasis Petroleum, Inc., 6.875%, 01/15/23

      5,165,000         5,500,725   

Offshore Drilling Holding SA, 8.375%, 09/20/20(a)

      4,700,000         5,005,500   

PetroQuest Energy, Inc., 10.000%, 09/01/17

      3,770,000         3,911,375   

 

See Notes to Schedules of Portfolio Investments.

Plains Exploration & Production Co., 6.625%, 05/01/21

      6,685,000         7,330,410   

Plains Exploration & Production Co., 6.750%, 02/01/22

      3,555,000         3,915,918   

Plains Exploration & Production Co., 6.875%, 02/15/23

      3,820,000         4,259,300   

Range Resources Corp., 5.000%, 08/15/22

      2,880,000         2,829,600   

Range Resources Corp., 5.000%, 03/15/23

      6,570,000         6,422,175   

Rex Energy Corp., 8.875%, 12/01/20

      5,621,000         6,154,995   

SandRidge Energy, Inc., 7.500%, 03/15/21(e)

      10,170,000         10,653,075   

SandRidge Energy, Inc., 8.125%, 10/15/22

      2,150,000         2,279,000   

Ultra Petroleum Corp., 5.750%, 12/15/18(a)

      3,400,000         3,493,500   

United Refining Co., 10.500%, 02/28/18

      11,319,000         12,677,280   

WPX Energy, Inc., 6.000%, 01/15/22

      7,735,000         7,735,000   
     

 

 

  
        147,406,365   
     

 

 

  

Oil & Gas Services 1.8%

      

Cie Generale de Geophysique—Veritas, 6.500%, 06/01/21

      4,275,000         4,381,875   

Forum Energy Technologies, Inc., 6.250%, 10/01/21 (a)

      5,499,000         5,773,950   

Hornbeck Offshore Services, Inc., 5.000%, 03/01/21

      4,685,000         4,591,300   

Oil States International, Inc., 5.125%, 01/15/23

      3,220,000         3,630,550   

Oil States International, Inc., 6.500%, 06/01/19

      10,685,000         11,366,169   
     

 

 

  
        29,743,844   
     

 

 

  

Packaging & Containers 0.7%

      

Sealed Air Corp., 8.125%, 09/15/19(a)

      5,095,000         5,719,138   

Sealed Air Corp., 8.375%, 09/15/21(a)

      5,060,000         5,743,100   
     

 

 

  
        11,462,238   
     

 

 

  

Pharmaceuticals 1.7%

      

ConvaTec Healthcare, 10.500%, 12/15/18(a)

      2,850,000         3,202,688   

Endo Pharmaceuticals Holdings, Inc., 7.000%, 07/15/19

      3,195,000         3,418,650   

Endo Pharmaceuticals Holdings, Inc., 7.000%, 12/15/20

      2,610,000         2,792,700   

Endo Pharmaceuticals Holdings, Inc., 7.250%, 01/15/22

      2,460,000         2,632,200   

Valeant Pharmaceuticals International, 7.000%, 10/01/20(a)

      3,900,000         4,202,250   

Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 (a)(f)

      1,955,000         1,964,775   

VPII Escrow Corp., 6.750%, 08/15/18(a)

      5,000,000         5,493,750   

VPII Escrow Corp., 7.500%, 07/15/21(a)

      4,515,000         4,955,212   
     

 

 

  
        28,662,225   
     

 

 

  

Pipelines 2.5%

      

Access Midstream Partners LP/ACMP Finance Corp., 5.875%, 04/15/21(f)

      5,555,000         5,916,075   

Access Midstream Partners LP/ACMP Finance Corp., 6.125%, 07/15/22

      3,120,000         3,338,400   

Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp., 6.125%, 03/01/22(a)

      5,680,000         5,822,000   

MarkWest Energy Partners LP/MarkWest Energy Finance Corp., 5.500%, 02/15/23

      2,035,000         2,050,262   

MarkWest Energy Partners LP/MarkWest Energy Finance Corp., 6.250%, 06/15/22

      615,000         650,363   

Sabine Pass Liquefaction LLC, 5.625%, 02/01/21(a)(e)

      15,985,000         15,625,337   

Sabine Pass Liquefaction LLC, 5.625%, 04/15/23(a)

      4,650,000         4,347,750   

Tesoro Logistics LP/Tesoro Logistics Finance Corp., 6.125%, 10/15/21(f)

      3,000,000         3,090,000   
     

 

 

  
        40,840,187   
     

 

 

  

Real Estate 1.0%

      

CBRE Services, Inc., 5.000%, 03/15/23

      4,145,000         3,984,381   

Howard Hughes Corp., 6.875%, 10/01/21(a)

      11,800,000         12,272,000   
     

 

 

  
        16,256,381   
     

 

 

  

Real Estate Investment Trust 0.3%

      

MPT Operating Partnership LP/MPT Finance Corp., 6.875%, 05/01/21

      4,000,000         4,280,000   
     

 

 

  

Retail 1.9%

      

AutoNation, Inc., 5.500%, 02/01/20

      4,636,000         4,977,905   

Limited Brands, Inc., 6.625%, 04/01/21

      2,900,000         3,182,750   

 

See Notes to Schedules of Portfolio Investments.

Limited Brands, Inc., 7.000%, 05/01/20

      2,520,000         2,828,700   

Phillips-Van Heusen Corp., 7.375%, 05/15/20

      2,005,000         2,208,006   

Sears Holdings Corp., 6.625%, 10/15/18(f)

      19,315,000         17,480,075   
     

 

 

  
        30,677,436   
     

 

 

  

Semiconductors 0.4%

      

Advanced Micro Devices, Inc., 7.500%, 08/15/22

      3,100,000         3,007,000   

Advanced Micro Devices, Inc., 7.750%, 08/01/20(f)

      1,650,000         1,637,625   

Magnachip Semiconductor Corp., 6.625%, 07/15/21(f)

      1,604,000         1,632,070   
     

 

 

  
        6,276,695   
     

 

 

  

Shipbuilding 0.3%

      

Huntington Ingalls Industries, Inc., 7.125%, 03/15/21

      5,085,000         5,580,788   
     

 

 

  

Software 1.6%

      

Activision Blizzard, Inc., 5.625%, 09/15/21(a)

      11,810,000         12,223,350   

Activision Blizzard, Inc., 6.125%, 09/15/23(a)

      5,270,000         5,493,975   

Audatex North America, Inc., 6.000%, 06/15/21(a)

      1,820,000         1,906,450   

Audatex North America, Inc., 6.125%, 11/01/23(a)

      1,097,000         1,129,910   

First Data Corp., 6.750%, 11/01/20(a)

      5,215,000         5,423,600   
     

 

 

  
        26,177,285   
     

 

 

  

Storage/Warehousing 0.8%

      

Niska Gas Storage US LLC/Niska Gas Storage Canada ULC, 8.875%, 03/15/18

      12,604,000         13,108,160   
     

 

 

  

Telecommunication Services 14.0%

      

Altice Financing SA, 6.500%, 01/15/22(a)

      8,150,000         8,231,500   

Altice Finco SA, 8.125%, 01/15/24(a)

      1,910,000         1,981,625   

Avanti Communications Group PLC, 10.000%, 10/01/19(a)

      7,430,000         7,430,000   

CenturyLink, Inc., 5.625%, 04/01/20

      2,075,000         2,111,313   

Consolidated Communications Finance Co., 10.875%, 06/01/20

      2,190,000         2,523,975   

DigitalGlobe, Inc., 5.250%, 02/01/21(a)

      2,115,000         2,062,125   

Hughes Satellite Systems Corp., 6.500%, 06/15/19

      2,735,000         2,960,638   

Hughes Satellite Systems Corp., 7.625%, 06/15/21(f)

      1,270,000         1,416,050   

Intelsat Jackson Holdings SA, 7.500%, 04/01/21

      4,340,000         4,784,850   

Level 3 Financing, Inc., 6.125%, 01/15/21(a)

      16,815,000         16,983,150   

Level 3 Financing, Inc., 8.125%, 07/01/19

      2,010,000         2,200,950   

Level 3 Financing, Inc., 8.625%, 07/15/20

      9,065,000         10,152,800   

Level 3 Financing, Inc., 9.375%, 04/01/19

      5,000,000         5,593,750   

Lynx II Corp., 6.375%, 04/15/23(a)

      3,125,000         3,179,688   

MetroPCS Wireless, Inc., 6.250%, 04/01/21(a)

      6,680,000         6,930,500   

MetroPCS Wireless, Inc., 6.625%, 04/01/23(a)(f)

      3,210,000         3,314,325   

NII Capital Corp., 7.625%, 04/01/21(e)

      8,338,000         3,418,580   

NII Capital Corp., 8.875%, 12/15/19(f)

      3,825,000         1,644,750   

NII International Telecom S.A.R.L., 11.375%, 08/15/19(a)(f)

      6,700,000         5,594,500   

NII International Telecom SCA, 7.875%, 08/15/19(a)(f)

      6,240,000         4,711,200   

Sable International Finance Ltd., 8.750%, 02/01/20(a)

      3,515,000         3,954,375   

Satmex Escrow SA de CV, 9.500%, 05/15/17

      2,075,000         2,230,625   

SBA Telecommunications, Inc., 5.750%, 07/15/20

      5,625,000         5,850,000   

Softbank Corp., 4.500%, 04/15/20(a)

      7,715,000         7,522,125   

Sprint Capital Corp., 6.875%, 11/15/28(e)

      8,800,000         8,294,000   

Sprint Capital Corp., 8.750%, 03/15/32(e)

      8,005,000         8,585,362   

Sprint Communications, Inc., 6.000%, 11/15/22

      1,335,000         1,301,625   

Sprint Communications, Inc., 7.000%, 08/15/20(e)

      9,310,000         10,078,075   

Sprint Corp., 7.875%, 09/15/23(a)

      11,215,000         12,056,125   

T-Mobile USA, Inc., 6.125%, 01/15/22

      3,660,000         3,724,050   

T-Mobile USA, Inc., 6.500%, 01/15/24

      4,575,000         4,632,187   

T-Mobile USA, Inc., 6.542%, 04/28/20

      7,400,000         7,862,500   

T-Mobile USA, Inc., 6.633%, 04/28/21

      6,665,000         7,014,912   

T-Mobile USA, Inc., 6.731%, 04/28/22

      5,935,000         6,187,237   

 

See Notes to Schedules of Portfolio Investments.

T-Mobile USA, Inc., 6.836%, 04/28/23

      4,225,000         4,383,437   

Tw telecom holdings, Inc., 5.375%, 10/01/22

      3,855,000         3,787,538   

ViaSat, Inc., 6.875%, 06/15/20

      7,760,000         8,206,200   

West Corp., 8.625%, 10/01/18

      2,690,000         2,925,375   

Wind Acquisition Finance Holdings, PIK, 12.250%, 07/15/17(a)(f)

      9,055,175         9,530,572   

Wind Acquisition Finance SA, 7.250%, 02/15/18(a)

      10,405,000         10,951,262   

Wind Acquisition Finance SA, 11.750%, 07/15/17(a)

      3,985,000         4,239,044   
     

 

 

  
        230,542,895   
     

 

 

  

Transportation 1.9%

      

CHC Helicopter SA, 9.250%, 10/15/20

      13,755,000         14,821,012   

Eletson Holdings, 9.625%, 01/15/22(a)

      5,365,000         5,499,125   

Navios Maritime Acquisition Corp. / Navios Acquisition Finance US, Inc., 8.125%, 11/15/21(a)

      3,182,000         3,245,640   

Navios Maritime Holdings, Inc. / Navios Maritime Finance II US, Inc., 7.375%, 01/15/22(a)

      3,920,000         3,939,600   

Topaz Marine SA, 8.625%, 11/01/18(a)

      3,755,000         3,783,163   
     

 

 

  
        31,288,540   
     

 

 

  

Trucking & Leasing 0.1%

      

Flexi-Van Leasing, Inc., 7.875%, 08/15/18(a)

      1,600,000         1,696,000   
     

 

 

  

Total Corporate Bonds (Cost $1,410,477,951)

  

      1,463,489,680   
     

 

 

  

U.S. Treasury Obligation 0.1%

      

U.S. Treasury Bill 0.1%

      

0.000%, 03/06/14

      2,000,000         1,999,816   
     

 

 

  

Total U.S. Treasury Obligation (Cost $1,999,842)

  

      1,999,816   
     

 

 

  

Short-Term Investment 8.9%

      

RidgeWorth Funds Securities Lending Joint Account(h)

      145,888,524         145,888,524   
     

 

 

  

Total Short-Term Investment (Cost $145,888,524)

  

      145,888,524   
  

Money Market Fund 4.9%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(i)

      80,543,916         80,543,916   
     

 

 

  

Total Money Market Fund (Cost $80,543,916)

  

      80,543,916   
     

 

 

  

Total Investments

(Cost $1,723,515,721) — 107.6%

  

  

      1,776,479,154   

Liabilities in Excess of Other Assets — (7.6)%

  

      (124,980,777 ) 
     

 

 

  

Net Assets — 100.0%

  

    $ 1,651,498,377   
     

 

 

  

 

(a) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 49.5% of net assets as of December 31, 2013.
(b) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(d) The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(e) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(f) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $142,948,281.
(g) Perpetual maturity.
(h) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before December 31, 2013 (See Note 2 (i)).
(i) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

See Notes to Schedules of Portfolio Investments.

Investment Abbreviations

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

Centrally Cleared Credit Default Swap Agreements - Buy Protection

At December 31, 2013, the Fund’s open credit default swap contracts were as follows:

 

Underlying Instrument

    Broker (Exchange)     Notional
Amount		      Fixed
Rate		     Expiration
Date		      Implied
Credit
Spread*		     Value     Unrealized
Appreciation
(Depreciation)		  

CDX.NA.HY.20

      JPMorgan  (CME)    $ 129,500,000         5.000 %      06/20/18         2.682 %    $ 12,328,992      $ 5,965,422   

CDX.NA.HY.20

      JPMorgan  (CME)      113,500,000         5.000        06/20/18         2.682        (10,805,719 )      (4,416,838 ) 
              

 

 

    

 

 

  
  $ 1,523,273      $ 1,548,584   
              

 

 

    

 

 

  

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

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at December 31, 2013.

 

* Implied credit spreads serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular reference entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Short-Term Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 12.4%

      

Automobiles 10.2%

      

Bank of America Auto Trust, Series 2012-1, Cl A3, 0.780%, 06/15/16

      776,196         777,978   

Harley-Davidson Motorcycle Trust, Series 2011-2, Cl A3, 1.110%, 09/15/16

      719,424         720,841   

Honda Auto Receivables Owner Trust, Series 2011-3, Cl A4, 1.170%, 12/21/17

      500,000         503,238   

Honda Auto Receivables Owner Trust, Series 2013-2, Cl A3, 0.530%, 02/16/17

      700,000         699,772   

Hyundai Auto Receivables Trust, Series 2011-C, Cl A4, 1.300%, 02/15/18

      925,000         934,942   

Nissan Auto Receivables Owner Trust, Series 2010-A, Cl A4, 1.310%, 09/15/16

      288,966         289,485   

Volkswagen Auto Loan Enhanced Trust, Series 2012-1, Cl A3, 0.850%, 08/22/16

      1,033,470         1,036,361   
     

 

 

  
        4,962,617   
     

 

 

  

Credit Card 0.9%

      

American Express Credit Account Master Trust, Series 2013-2, Cl A, 0.587%, 05/17/21 (a)

      410,000         410,822   
     

 

 

  

Other 0.4%

      

John Deere Owner Trust, Series 2011-A, Cl A3, 1.290%, 01/15/16

      214,275         214,472   
     

 

 

  

Student Loan Asset Backed Security 0.9%

      

SLM Student Loan Trust, Series 2013-5, Cl A1, 0.425%, 05/25/18(a)

      457,729         457,742   
     

 

 

  

Total Asset-Backed Securities (Cost $6,036,945)

         6,045,653   
     

 

 

  

Collateralized Mortgage Obligations 22.1%

      

Agency Collateralized Mortgage Obligations 6.8%

      

Federal National Mortgage Association

      

Series 2009-37, Cl HA, 4.000%, 04/25/19

      853,122         895,532   

Series 2011-38, Cl AH, 2.750%, 05/25/20

      2,311,967         2,386,430   
     

 

 

  
        3,281,962   
     

 

 

  

Commercial Mortgage Backed Securities 15.3%

      

Banc of America Commercial Mortgage, Inc.

      

Series 2004-1, Cl A4, 4.760%, 11/10/39

      212,189         212,065   

Series 2005-2, Cl AM, 4.913%, 07/10/43(a)

      605,000         634,598   
     

 

 

  
        846,663   
     

 

 

  

COMM 2005-C6 Mortgage Trust

      

Series 2005-C6, Cl AJ, 5.209%, 06/10/44(a)

      335,000         349,404   
     

 

 

  

CS First Boston Mortgage Securities Corp.

      

Series 2004-C5, Cl A3, 4.499%, 11/15/37

      1,003,770         1,002,114   

Series 2005-C5, Cl AM, 5.100%, 08/15/38(a)

      595,000         631,864   
     

 

 

  
        1,633,978   
     

 

 

  

GE Capital Commercial Mortgage Corp.

      

Series 2005-C3, Cl A7A, 4.974%, 07/10/45(a)

      835,000         876,191   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities

      

Series 2005-LDP1, Cl A2, 4.625%, 03/15/46

      244,313         244,343   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

JPMorgan Chase Commercial Mortgage Securities Corp.

      

Series 2005-LDP3, Cl A4A, 4.936%, 08/15/42(a)

      1,040,330         1,092,732   
     

 

 

  

LB-UBS Commercial Mortgage Trust

      

Series 2004-C4, Cl A4, 5.494%, 06/15/29(a)

      145,322         146,290   
     

 

 

  

Morgan Stanley Bank of America Merrill Lynch Trust

      

Series 2013-C12, Cl A1, 1.313%, 10/15/46

      643,319         644,821   
     

 

 

  

Wachovia Bank Commercial Mortgage Trust

      

Series 2005-C20, Cl A7, 5.118%, 07/15/42(a)

      348,085         366,818   

Series 2005-C22, Cl A4, 5.289%, 12/15/44(a)

      1,175,000         1,250,789   
     

 

 

  
     1,617,607   
     

 

 

  
        7,452,029   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $10,583,740)

  

      10,733,991   
     

 

 

  

Corporate Bonds 48.5%

      

Auto Manufacturers 3.8%

      

Daimler Finance North America LLC, 1.102%, 08/01/18(a)(b)

      295,000         296,588   

Daimler Finance North America LLC, 1.450%, 08/01/16(b)

      440,000         442,621   

General Motors Co., 3.500%, 10/02/18(b)

      360,000         368,100   

Kia Motors Corp., 3.625%, 06/14/16(b)

      500,000         522,181   

PACCAR Financial Corp., 0.842%, 12/06/18, MTN(a)

      200,000         200,287   
     

 

 

  
        1,829,777   
     

 

 

  

Banks 12.8%

      

Bank of America Corp., 3.625%, 03/17/16, MTN

      500,000         526,033   

Bank of Montreal, 2.500%, 01/11/17, MTN

      705,000         726,213   

Bank of Nova Scotia, 0.428%, 02/19/15

      280,000         280,415   

Branch Banking & Trust Co., 0.564%, 09/13/16(a)

      630,000         625,383   

Capital One Financial Corp., 6.750%, 09/15/17

      345,000         403,203   

Citigroup, Inc., 1.300%, 11/15/16

      405,000         403,587   

Goldman Sachs Group, Inc. (The), 5.950%, 01/18/18

      595,000         676,478   

JPMorgan Chase & Co., 6.125%, 06/27/17

      335,000         380,499   

Morgan Stanley, 5.375%, 10/15/15

      550,000         591,564   

PNC Funding Corp., 2.700%, 09/19/16

      580,000         604,977   

Toronto-Dominion Bank (The), 1.500%, 09/09/16, MTN

      445,000         450,466   

Wells Fargo & Co., 1.250%, 07/20/16

      560,000         564,154   
     

 

 

  
        6,232,972   
     

 

 

  

Chemicals 0.5%

      

Sherwin-Williams Co. (The), 3.125%, 12/15/14

      245,000         250,889   
     

 

 

  

Commercial Services 0.9%

      

ERAC USA Finance LLC, 1.400%, 04/15/16(b)

      335,000         335,265   

ERAC USA Finance LLC, 2.250%, 01/10/14(b)

      125,000         125,038   
     

 

 

  
        460,303   
     

 

 

  

Computers 0.7%

      

Hewlett-Packard Co., 3.000%, 09/15/16

      330,000         343,273   
     

 

 

  

Distribution/Wholesale 0.8%

      

Glencore Funding LLC, 1.396%, 05/27/16(a)(b)

      380,000         378,222   
     

 

 

  

Diversified Financial Services 4.8%

      

American Express Credit Corp., 1.300%, 07/29/16

      550,000         554,256   

Ford Motor Credit Co. LLC, Series 00, 0.992%, 01/17/17, MTN(a)

      175,000         175,681   

Ford Motor Credit Co. LLC, 5.000%, 05/15/18

      355,000         395,437   

General Electric Capital Corp., 0.957%, 04/02/18(a)

      810,000         816,425   

Woodside Finance Ltd., 4.500%, 11/10/14(b)

      395,000         407,220   
     

 

 

  
        2,349,019   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Electric 3.2%

      

Constellation Energy Group, Inc., 4.550%, 06/15/15

      340,000         356,908   

Duke Energy Corp., 3.950%, 09/15/14

      395,000         404,376   

NextEra Energy Capital Holdings, Inc., 1.611%, 06/01/14

      405,000         406,806   

Nisource Finance Corp., 5.400%, 07/15/14

      290,000         297,131   

PSEG Power LLC, 2.750%, 09/15/16

      100,000         103,551   
     

 

 

  
        1,568,772   
     

 

 

  

Food 0.6%

      

Kraft Foods Group, Inc., 1.625%, 06/04/15

      270,000         273,429   
     

 

 

  

Healthcare - Services 1.7%

      

Providence Health & Services - Washington, 1.047%, 10/01/16(a)

      495,000         492,205   

WellPoint, Inc., 5.000%, 12/15/14

      330,000         344,140   
     

 

 

  
        836,345   
     

 

 

  

Holding Companies-Diversified 0.8%

      

EnCana Holdings Finance Corp., 5.800%, 05/01/14

      395,000         401,822   
     

 

 

  

Housewares 0.4%

      

Newell Rubbermaid, Inc., 2.050%, 12/01/17

      210,000         208,075   
     

 

 

  

Insurance 3.1%

      

MetLife, Inc., 6.750%, 06/01/16

      480,000         545,775   

Prudential Covered Trust 2012-1, 2.997%, 09/30/15(b)

      952,000         981,492   
     

 

 

  
        1,527,267   
     

 

 

  

Media 3.8%

      

CBS Corp., 4.625%, 05/15/18

      380,000         411,950   

Comcast Corp., 5.900%, 03/15/16

      510,000         563,238   

DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 4.750%, 10/01/14

      500,000         514,876   

Viacom, Inc., 1.250%, 02/27/15

      345,000         346,718   
     

 

 

  
        1,836,782   
     

 

 

  

Mining 0.6%

      

Freeport-McMoRan Copper & Gold, Inc., 2.375%, 03/15/18

      275,000         274,328   
     

 

 

  

Oil & Gas 3.3%

      

BP Capital Markets PLC, 3.200%, 03/11/16

      630,000         661,550   

Devon Energy Corp., 1.875%, 05/15/17

      390,000         392,841   

Marathon Oil Corp., 0.900%, 11/01/15

      270,000         270,225   

Petrohawk Energy Corp., 7.250%, 08/15/18

      245,000         264,110   
     

 

 

  
        1,588,726   
     

 

 

  

Pipelines 3.6%

      

Enbridge, Inc., 0.897%, 10/01/16(a)

      110,000         110,418   

Energy Transfer Partners LP, 5.950%, 02/01/15

      325,000         342,403   

Kinder Morgan Energy Partners LP, 5.125%, 11/15/14

      310,000         322,012   

Spectra Energy Capital LLC, 5.500%, 03/01/14

      345,000         347,686   

Sunoco Logistics Partners Operations LP, 8.750%, 02/15/14

      340,000         342,994   

Williams Partners LP, 3.800%, 02/15/15

      260,000         268,611   
     

 

 

  
        1,734,124   
     

 

 

  

Software 0.4%

      

Fiserv, Inc., 3.125%, 10/01/15

      180,000         186,362   
     

 

 

  

Telecommunication Services 1.8%

      

American Tower Corp., 4.500%, 01/15/18

      280,000         299,953   

AT&T, Inc., 2.400%, 08/15/16

      390,000         401,055   

Verizon Communications, Inc., 2.500%, 09/15/16

      160,000         165,446   
     

 

 

  
        866,454   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Transportation 0.9%

      

Burlington Northern Santa Fe LLC, 7.000%, 02/01/14

      420,000         422,096   
     

 

 

  

Total Corporate Bonds (Cost $23,451,617)

         23,569,037   
     

 

 

  

Municipal Bond 1.5%

      

South Carolina 1.5%

      

South Carolina State Public Service Authority, Series D, 1.269%, 06/01/16, RB(a)

      725,000         730,387   
     

 

 

  

Total Municipal Bond (Cost $725,000)

         730,387   
     

 

 

  

U.S. Government Agency Mortgages 10.1%

      

Federal National Mortgage Association

      

Pool #725877, 5.250%, 09/01/14

      286,342         286,389   

Pool #462085, 5.315%, 11/01/15

      1,630,107         1,731,167   

Pool #745935, 5.681%, 08/01/16

      323,346         352,816   

Pool #745889, 5.970%, 08/01/16

      2,283,062         2,535,807   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $4,693,027)

         4,906,179   
     

 

 

  

Money Market Fund 4.9%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(c)

      2,382,379         2,382,379   
     

 

 

  

Total Money Market Fund (Cost $2,382,379)

         2,382,379   
     

 

 

  

Total Investments

(Cost $47,872,708) — 99.5%

         48,367,626   

Other Assets in Excess of Liabilities — 0.5%

         235,304   
     

 

 

  

Net Assets — 100.0%

       $ 48,602,930   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 7.8% of net assets as of December 31, 2013.
(c) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

MTN    – Medium Term Note
RB    – Revenue Bond

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Short-Term Municipal Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 81.3%

      

Georgia 5.0%

      

Gwinnett County School District, GO, 5.000%, 02/01/19

      1,000,000         1,176,270   

Gwinnett County School District, GO, 5.000%, 02/01/21

      375,000         444,315   
     

 

 

  
        1,620,585   
     

 

 

  

Hawaii 1.3%

      

Hawaii State, GO, 5.000%, 05/01/15

      400,000         425,184   
     

 

 

  

Kentucky 3.8%

      

Kentucky Public Transportation Infrastructure Authority, RB, 5.000%, 07/01/17

      1,100,000         1,214,158   
     

 

 

  

Maryland 1.8%

      

Maryland State Transportation Authority, Transportation Facilities Project, RB, 5.000%, 07/01/23(a)

      500,000         563,965   
     

 

 

  

Michigan 3.7%

      

University of Michigan, Series A, RB, 0.020%, 04/01/38(a)(b)

      1,200,000         1,200,000   
     

 

 

  

Mississippi 2.6%

      

Mississippi Development Bank, RB, 5.000%, 11/01/20, Pre-refunded 11/01/2014 @ 100, AMBAC

      815,000         847,135   
     

 

 

  

New Jersey 6.2%

      

New Jersey Economic Development Authority, Series O, RB, 5.250%, 03/01/25, Pre-refunded 03/01/2015 @ 100(a)

      1,500,000         1,586,895   

New Jersey Higher Education Student Assistance Authority, AMT, RB, 4.000%, 12/01/17

      400,000         430,140   
     

 

 

  
        2,017,035   
     

 

 

  

New York 10.0%

      

New York City, Series F, GO, 0.030%, 03/01/42(a)(b)

      1,200,000         1,200,000   

New York State Dormitory Authority, Series A, RB, 5.000%, 03/15/15

      400,000         423,396   

New York State Urban Development Corp., Series A, RB, 5.000%, 03/15/14

      490,000         494,964   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/22

      1,000,000         1,106,220   
     

 

 

  
        3,224,580   
     

 

 

  

North Carolina 3.1%

      

University of North Carolina at Chapel Hill, Series B, RB, 0.050%, 02/15/31(b)

      1,015,000         1,015,000   
     

 

 

  

Ohio 3.0%

      

Columbus, Series A, GO, 3.000%, 02/15/14(a)

      450,000         451,580   

Ohio State Water Development Authority, RB, 4.750%, 12/01/22, Pre-refunded 06/01/2014 @ 100

      500,000         509,570   
     

 

 

  
        961,150   
     

 

 

  

Oklahoma 5.3%

      

Oklahoma Capital Improvement Authority, RB, 0.060%, 07/01/31(b)

      1,290,000         1,290,000   

Oklahoma City, GO, 4.000%, 03/01/15

      400,000         417,672   
     

 

 

  
        1,707,672   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Tennessee 1.2%

      

Hamilton County, Series A, GO, 4.000%, 01/01/14(a)

      400,000         400,000   
     

 

 

  

Texas 17.4%

      

City Public Service Board of San Antonio, RB, 4.000%, 02/01/15(a)

      1,000,000         1,040,860   

Grand Parkway Transportation Corp., Series C, RB, 2.000%, 10/01/17(a)(b)

      1,250,000         1,252,425   

Northside Independent School District, GO, 5.000%, 02/15/19, PSF-GTD

      2,000,000         2,349,000   

Texas State, Series F, GO, 5.000%, 08/01/21

      875,000         960,986   
     

 

 

  
        5,603,271   
     

 

 

  

Virginia 6.6%

      

Commonwealth of Virginia, Series B, GO, 5.000%, 06/01/19

      500,000         590,850   

Fairfax County, Series A, GO, 5.000%, 04/01/16, Pre-refunded 04/01/2014 @ 100, State Aid Withholding

      265,000         268,225   

Virginia Commonwealth Transportation Board, RB, 5.000%, 03/15/15

      1,200,000         1,267,536   
     

 

 

  
        2,126,611   
     

 

 

  

West Virginia 3.2%

      

West Virginia State, 5.000%, 11/01/14, NATL-RE(a)

      1,000,000         1,040,060   
     

 

 

  

Wisconsin 7.1%

      

Wisconsin State, GO, 5.000%, 05/01/18(c)

      2,000,000         2,303,080   
     

 

 

  

Total Municipal Bonds (Cost $26,137,377)

         26,269,486   
     

 

 

  

Money Market Fund 24.5%

      

Federated Tax-Free Obligations Fund, Institutional Shares, 0.01%(d)

      7,897,429         7,897,429   
     

 

 

  

Total Money Market Fund (Cost $7,897,429)

         7,897,429   
     

 

 

  

Total Investments

(Cost $34,034,806) — 105.8%

         34,166,915   

Liabilities in Excess of Other Assets — (5.8)%

         (1,865,901 ) 
     

 

 

  

Net Assets — 100.0%

       $ 32,301,014   
     

 

 

  

 

(a) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(b) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(d) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

AMBAC    – Security guaranteed by American Municipal Bond Assurance Corporation
AMT    – Income subject to Alternative Minimum Tax
GO    – General Obligation
NATL-RE    – Reinsurance provided by National Public Finance Guarantee Corporation
PSF-GTD    – Security guaranteed by Permanent School Fund Guarantee Program
RB    – Revenue Bond

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Short-Term U.S. Treasury Securities Fund

 

     Shares or
Principal
Amount($)		      Value($)  

U.S. Treasury Obligations 88.2%

      

U.S. Treasury Notes 88.2%

      

0.250%, 04/30/14

      520,000         520,264   

0.250%, 02/15/15

      1,000,000         1,000,703   

2.375%, 02/28/15

      720,000         738,028   

2.500%, 04/30/15

      3,205,000         3,301,775   

1.750%, 07/31/15

      1,795,000         1,836,859   

0.875%, 12/31/16

      420,000         420,919   

0.750%, 06/30/17

      1,275,000         1,261,553   
     

 

 

  

Total U.S. Treasury Obligations (Cost $9,040,105)

         9,080,101   
     

 

 

  

Money Market Fund 2.8%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a)

      283,177         283,177   
     

 

 

  

Total Money Market Fund (Cost $283,177)

         283,177   
     

 

 

  

Total Investments

(Cost $9,323,282) — 91.0%

         9,363,278   

Other Assets in Excess of Liabilities — 9.0%

         928,132   
     

 

 

  

Net Assets — 100.0%

       $ 10,291,410   
     

 

 

  

 

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Total Return Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 2.7%

      

Credit Card 1.2%

      

Capital One Multi-Asset Execution Trust, Series 2006-B1, Cl B1, 0.447%, 01/15/19(a)

      2,624,000         2,595,962   

Citibank Credit Card Issuance Trust, Series 2013-A11, Cl A11, 0.408%, 02/07/18(a)

      11,046,000         11,049,049   
     

 

 

  
        13,645,011   
     

 

 

  

Home Equity 0.4%

      

Ameriquest Mortgage Securities, Inc., Series 2005-R5, Cl M1, 0.595%, 07/25/35(a)

      4,743,812         4,662,252   
     

 

 

  

Manufactured Housing 0.4%

      

Newcastle Investment Trust, Series 2010-MH1, Cl M1, 6.000%, 07/10/35(b)

      4,660,000         4,819,651   
     

 

 

  

Other 0.7%

      

Domino’s Pizza Master Issuer LLC, Series 2012-1A, Cl A2, 5.216%, 01/25/42(b)

      7,030,475         7,451,889   
     

 

 

  

Total Asset-Backed Securities (Cost $30,121,919)

         30,578,803   
     

 

 

  

Collateralized Mortgage Obligations 6.1%

      

Agency Collateralized Mortgage Obligations 3.7%

      

Federal Home Loan Mortgage Corporation

      

Series 3768, Cl CB, 3.500%, 12/15/25

      2,366,874         2,350,744   

Series 3800, Cl CB, 3.500%, 02/15/26

      2,820,000         2,773,916   

Series 3806, Cl L, 3.500%, 02/15/26

      6,923,000         6,828,854   

Series 3816, Cl HA, 3.500%, 11/15/25

      781,547         771,310   

Series 3829, Cl BE, 3.500%, 03/15/26

      3,634,000         3,626,485   

Series 3877, Cl LM, 3.500%, 06/15/26

      1,412,000         1,388,982   

Series 3909, Cl UB, REMIC, 3.500%, 08/15/26

      3,156,000         3,118,036   

Series 3942, Cl KB, 3.000%, 10/15/26

      4,411,556         4,128,493   

Series 3950, Cl YB, 3.000%, 11/15/26

      1,418,603         1,312,069   

Series 3978, Cl B, 3.000%, 12/15/26

      4,636,000         4,214,972   

Series 4034, Cl B, 3.500%, 04/15/27

      1,653,521         1,577,939   

Series 4065, Cl CL, 3.000%, 06/15/27

      1,902,575         1,702,711   

Series 4077, Cl B, 3.000%, 07/15/27

      1,718,283         1,539,387   
     

 

 

  
        35,333,898   
     

 

 

  

Federal National Mortgage Association

      

Series 2011-124, Cl BC, 3.500%, 12/25/21

      2,183,370         2,223,096   

Series 2012-17, Cl BC, 3.500%, 03/25/27

      4,687,240         4,493,357   
     

 

 

  
        6,716,453   
     

 

 

  
        42,050,351   
     

 

 

  

Agency Collateralized Planned Amortization Class Mortgage Obligations 0.4%

      

Federal Home Loan Mortgage Corporation

      

Series 3959, Cl PB, 3.000%, 11/15/26

      4,683,638         4,403,070   
     

 

 

  

Federal National Mortgage Association

      

Series 2011-89, Cl BT, 3.500%, 09/25/26

      600,000         582,106   
     

 

 

  
        4,985,176   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Commercial Mortgage Backed Securities 2.0%

      

Extended Stay America Trust

      

Series 2013-ESH5, Cl B5, 2.278%, 12/05/31(b)

      2,940,000         2,872,556   
     

 

 

  

GS Mortgage Securities Corp. II

      

Series 2005-ROCK, Cl A, 5.366%, 05/03/32(b)

      305,890         335,105   

Series 2012-ALOH, Cl A, 3.551%, 04/10/34(b)

      5,795,000         5,697,725   

Series 2012-BWTR, Cl B, 3.255%, 11/05/34(b)

      2,890,000         2,659,407   
     

 

 

  
        8,692,237   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Corp.

      

Series 2010-C2, Cl C, 5.508%, 11/15/43(a)(b)

      3,863,000         4,186,588   
     

 

 

  

Merrill Lynch Mortgage Trust

      

Series 2005-LC1, Cl AM, 5.308%, 01/12/44(a)

      391,000         417,265   
     

 

 

  

OBP Depositor LLC Trust

      

Series 2010-OBP, Cl A, 4.646%, 07/15/45(b)

      4,150,000         4,500,522   
     

 

 

  

WFRBS Commercial Mortgage Trust

      

Series 2011-C2, Cl B, 5.174%, 02/15/44(a)(b)

      1,873,000         2,011,909   
     

 

 

  
        22,681,077   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $72,423,920)

         69,716,604   
     

 

 

  

Bank Loans 11.4%

      

Aerospace/Defense 0.3%

      

Air Canada, Term Loan B, 5.500%, 09/20/19(a)(b)

      555,000         562,631   

Alliant Techsystems, Inc., Term Loan B, 3.500%, 11/02/20(a)(b)

      80,000         80,134   

AM General LLC, Term Loan B, 10.250%, 03/22/18(a)(b)

      294,500         254,742   

Atlantic Aviation FBO, Inc., Term Loan B, 3.250%, 06/01/20(a)(b)

      79,600         79,501   

AWAS Finance Luxembourg 2012 S.A., New Term Loan, 3.500%, 07/16/18(a)(b)

      88,931         89,153   

DAE Aviation Holdings, Inc., Term Loan B, 6.250%, 11/02/18(a)(b)

      132,497         133,325   

DAE Aviation Holdings, Inc., New Term Loan B2, 6.250%, 11/02/18(a)(b)

      60,065         60,441   

DigitalGlobe, Inc., New Term Loan B, 3.750%, 01/31/20(a)(b)

      322,563         323,872   

Flying Fortress, Inc., New Term Loan, 3.500%, 06/30/17(a)(b)

      190,000         190,238   

Silver II US Holdings LLC, Term Loan, 4.000%, 12/13/19(a)(b)

      141,386         141,533   

TASC, Inc., New Term Loan B, 4.500%, 12/18/15(a)(b)

      497,449         469,159   

Transdigm, Inc., Term Loan C, 3.750%, 02/28/20(a)(b)

      451,669         452,491   

WP CPP Holdings LLC, 1st Lien Term Loan, 4.750%, 12/27/19(a)(b)

      173,250         174,116   
     

 

 

  
        3,011,336   
     

 

 

  

Auto Manufacturers 0.0%(c)

      

Allison Transmission, Inc., New Term Loan B3, 08/23/19(b)(d)(e)

      109,724         110,239   

Keystone Automotive Operations, Inc., 1st Lien Term Loan, 7.000%, 08/15/19(a)(b)

      119,700         119,999   

Tower Automotive Holdings USA LLC, Term Loan B, 4.750%, 04/23/20(a)(b)

      134,326         134,941   

Wabash National Corp., Term Loan B, 4.500%, 05/08/19(a)(b)

      101,803         102,440   
     

 

 

  
        467,619   
     

 

 

  

Auto Parts & Equipment 0.1%

      

Allison Transmission, Inc., Term Loan B2, 3.170%, 08/07/17(a)(b)

      87,874         88,176   

Tomkins LLC, Term Loan B2, 3.750%, 09/29/16(a)(b)

      491,139         492,122   
     

 

 

  
        580,298   
     

 

 

  

Banks 0.1%

      

Istar Financial, Inc., Term Loan, 4.500%, 10/16/17(a)(b)

      1,515,679         1,523,728   
     

 

 

  

Building Materials 0.0%(c)

      

Allegion PLC, Term Loan B, 3.000%, 09/30/20(a)(b)

      125,000         125,156   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Chemicals 0.3%

      

Axalta Coating Systems U.S. Holdings, Inc., Term Loan, 4.750%, 02/01/20(a)(b)

      198,313         199,553   

Eagle Spinco, Inc., Term Loan, 3.500%, 01/27/17(a)(b)

      64,093         64,333   

Huntsman International LLC, Incremental Term Loan, 10/15/20(b)(d)(e)

      340,000         340,000   

Huntsman International LLC, Extended Term Loan B, 2.705%-2.712%, 04/19/17(a)(b)

      624,949         624,431   

Ineos US Finance LLC, 6 Year Term Loan, 4.000%, 05/04/18(a)(b)

      1,327,686         1,331,005   

MacDermid, Inc., 1st Lien Term Loan, 4.000%, 06/08/20(a)(b)

      99,500         100,153   

Nexeo Solutions LLC, Term Loan B, 5.000%, 09/08/17(a)(b)

      181,381         180,928   

OXEA Finance LLC, USD Term Loan B2, 4.250%, 01/15/20(a)(b)

      70,000         70,350   

PQ Corp., Term Loan, 4.500%, 08/07/17(a)(b)

      94,050         94,614   

Ravago Holdings America, Inc., Term Loan B, 11/21/20(b)(d)(e)

      90,000         90,000   

Taminco NV, USD Term Loan B2, 4.250%, 02/15/19(a)(b)

      98,257         98,556   

Tata Chemicals North America, Inc., Term Loan B, 3.750%, 08/07/20(a)(b)

      69,650         69,650   

Utex Industries, Inc., 1st Lien Term Loan, 4.500%, 04/10/20(a)(b)

      54,725         54,862   

WNA Holdings, Inc., USD 1st Lien US Borrower, 4.500%-5.500%, 06/07/20(a)(b)

      47,285         47,640   
     

 

 

  
        3,366,075   
     

 

 

  

Commercial Services 0.5%

      

ABC Supply Co., Inc., Term Loan, 3.500%, 04/16/20(a)(b)

      837,900         838,830   

ADS Waste Holdings, Inc., New Term Loan B, 4.250%, 10/09/19(a)(b)

      435,600         437,534   

Dematic S.A., USD Term Loan, 5.250%, 12/27/19(a)(b)

      193,050         193,895   

Freeport-McMoran Copper & Gold, Inc., Term Loan A, 1.670%, 02/12/18(a)(b)

      1,560,000         1,549,283   

Harland Clarke Holdings Corp., Extended Term Loan B2, 5.497%, 06/30/17(a)(b)

      625,241         629,149   

Hertz Corp. (The), Term Loan B2, 3.000%, 03/11/18(a)(b)

      491,237         490,319   

Hertz Corp. (The), Add-On Term Loan B, 3.750%, 03/12/18(a)(b)

      128,700         128,861   

Infor (US), Inc., USD Term Loan B3, 3.750%, 06/03/20(a)(b)

      118,347         118,051   

Infor (US), Inc., USD Term Loan B2, 5.250%, 04/05/18(a)(b)

      265,643         266,251   

Merrill Communications, LLC, 1st Lien Term Loan, 7.250%, 03/08/18(a)(b)

      252,525         257,470   

Moneygram International, Inc., New Term Loan B, 4.250%, 03/27/20(a)(b)

      79,400         80,070   

Springer Science & Business Media Deutschland GmbH, USD Term Loan B2, 5.000%,
08/10/20(a)(b)

      169,575         170,140   

Walter Energy, Inc., Term Loan B, 6.750%, 04/02/18(a)(b)

      366,864         359,372   
     

 

 

  
        5,519,225   
     

 

 

  

Consumer Discretionary 0.1%

      

Collective Brands Finance, Inc., Term Loan, 7.250%, 10/09/19(a)(b)

      88,655         88,708   

Jarden Corp., Add-On Term Loan B1, 2.919%, 09/30/20(a)(b)

      234,413         234,237   

Revlon Consumer Products Corp., Acquisition Term Loan, 4.000%, 08/19/19(a)(b)

      490,000         491,377   

Spectrum Brands, Inc., Term Loan A, 3.000%-4.500%, 09/07/17(a)(b)

      127,563         127,698   

Spectrum Brands, Inc., Term Loan C, 3.500%-5.000%, 09/04/19(a)(b)

      64,838         64,885   

Sun Products Corp. (The), New Term Loan, 5.500%, 03/23/20(a)(b)

      148,875         140,910   
     

 

 

  
        1,147,815   
     

 

 

  

Consumer Staples 0.0%(c)

      

Serta Simmons Holdings LLC, Term Loan, 4.250%, 10/01/19(a)(b)

      447,926         450,166   
     

 

 

  

Diversified Financial Services 0.7%

      

Affinion Group, Inc., Term Loan B, 6.750%, 10/10/16(a)(b)

      545,803         537,299   

American Capital Holdings, Inc., New Term Loan, 4.000%, 08/22/16(a)(b)

      157,500         157,960   

Ceridian Corp., New Term Loan B, 4.415%, 05/09/17(a)(b)

      133,746         134,121   

Clipper Acquisitions Corp., Term Loan B, 4.000%, 02/06/20(a)(b)

      143,550         144,627   

Darling International Inc., USD Term Loan B, 12/31/20(b)(d)(e)

      180,000         181,463   

Duff & Phelps Investment Management Co., Term Loan B, 4.500%, 04/23/20(a)(b)

      69,650         69,476   

First Data Corp., New 2017 Term Loan, 4.164%, 03/24/17(a)(b)

      360,000         360,270   

First Data Corp., Extended 2018 Term Loan B, 4.164%, 03/23/18(a)(b)

      1,090,000         1,090,752   

First Data Corp., 2018 Term Loan, 4.164%, 09/24/18(a)(b)(d)

      600,000         600,336   

Getty Images, Inc., Term Loan B, 4.750%, 10/18/19(a)(b)

      84,150         78,403   

Guggenheim Partners LLC, Term Loan, 4.250%-5.500%, 07/17/20(a)(b)

      69,825         70,419   

Interactive Data Corp., New Term Loan B, 3.750%, 02/11/18(a)(b)

      393,137         393,054   

Minimax GmbH & Co. KG, USD Term Loan B, 4.500%, 08/14/20(a)(b)

      84,575         84,928   

MIP Delaware LLC, Term Loan, 4.000%, 03/09/20(a)(b)

      73,771         73,955   

Nuveen Investments, Inc., New Term Loan, 4.167%, 05/15/17(a)(b)

      85,000         84,593   

 

See Notes to Schedules of Portfolio Investments.

Open Text Corp., Term Loan B, 01/04/21(b)(d)(e)

      230,000         230,000   

Pre-Paid Legal Services, Inc., 1st Lien Term Loan, 6.250%, 07/01/19(a)(b)

      130,968         131,705   

RPI Finance Trust, Term Loan B2, 3.250%, 05/09/18(a)(b)

      1,277,620         1,282,411   

RPI Finance Trust, Term Loan B3, 3.250%, 11/09/18(a)(b)

      151,077         151,266   

Springleaf Financial Funding Co., Term Loan B2, 4.750%, 09/25/19(a)(b)

      1,100,000         1,111,550   

SunGard Data Systems, Inc., Term Loan E, 4.000%, 03/09/20(a)(b)

      790,281         795,220   

Triple Point Technology, Inc., 1st Lien Term Loan, 5.250%, 07/10/20(a)(b)

      89,775         79,900   

USIC Holdings, Inc., 1st Lien Term Loan, 4.750%, 07/10/20(a)(b)

      119,400         119,923   
     

 

 

  
        7,963,631   
     

 

 

  

Electric 0.1%

      

Calpine Corp., Term Loan B1, 4.000%, 04/02/18(a)(b)

      569,294         572,579   

Calpine Corp., Term Loan B3, 4.000%, 10/09/19(a)(b)

      500,265         503,166   

NRG Energy, Inc., Refinance Term Loan B, 2.750%, 07/02/18(a)(b)

      515,478         513,931   
     

 

 

  
        1,589,676   
     

 

 

  

Electronics 0.2%

      

Allflex Holdings III, Inc., New 1st Lien Term Loan, 4.250%, 07/17/20(a)(b)

      84,788         85,063   

Blackboard, Inc., Term Loan B3, 4.750%, 10/04/18(a)(b)

      150,000         151,875   

BMC Software Finance, Inc., USD Term Loan, 5.000%, 09/10/20(a)(b)

      590,000         592,767   

Dell, Inc., USD Term Loan B, 4.500%, 04/29/20(a)(b)

      700,000         701,253   

Eastman Kodak Co., Exit Term Loan, 7.250%, 09/03/19(a)(b)

      208,950         207,801   

Freescale Semiconductor, Inc., Term Loan B5, 5.000%, 01/15/21(a)(b)

      164,588         166,291   

Sabre, Inc., Incremental Term Loan, 4.500%, 02/19/19(a)(b)

      74,813         74,906   

Spansion LLC, 2013 Term Loan, 12/13/18(b)(d)(e)

      120,000         120,150   
     

 

 

  
        2,100,106   
     

 

 

  

Energy 0.3%

      

Azure Midstream Energy LLC, Term Loan B, 6.500%, 11/15/18(a)(b)

      235,000         236,175   

Chesapeake Energy Corp., New Unsecured Term Loan, 5.750%, 12/01/17(a)(b)

      1,545,000         1,575,900   

HGIM Corp., Term Loan B, 5.500%, 06/18/20(a)(b)

      598,500         603,737   

Pacific Drilling S.A., Term Loan B, 4.500%, 06/04/18(a)(b)

      179,100         181,004   

Philadelphia Energy Solutions LLC, Term Loan B, 6.250%, 04/04/18(a)(b)

      223,636         195,867   

Sheridan Investment Partners II, L.P., Term Loan A, 4.250%, 12/11/20(a)(b)

      25,696         25,792   

Sheridan Investment Partners II, L.P., Term Loan M, 4.250%, 12/16/20(a)(b)

      9,583         9,619   

Sheridan Investment Partners II, L.P., Term Loan B, 4.250%, 12/16/20(a)(b)

      184,721         185,414   

Templar Energy LLC, 2nd Lien Term Loan, 8.000%, 11/25/20(a)(b)

      295,000         295,737   
     

 

 

  
        3,309,245   
     

 

 

  

Entertainment 0.3%

      

Activision Blizzard, Inc., Term Loan B, 3.250%, 10/12/20(a)(b)

      937,650         943,032   

Altice Financing SA, Delayed Draw Term Loan, 4.500%,-5.500%, 07/02/19(a)(b)

      655,000         658,275   

Cedar Fair, L.P., New Term Loan B, 3.250%, 03/06/20(a)(b)

      132,611         132,990   

Cinemark USA, Inc., New Term Loan, 3.170%, 12/18/19(a)(b)

      103,613         103,829   

ClubCorp Club Operations, Inc., New Term Loan, 4.000%, 07/24/20(a)(b)

      70,000         70,437   

CTI Foods Holding Co. LLC, New 1st Lien Term Loan, 4.500%, 06/29/20(a)(b)

      144,638         144,457   

Delta 2 (LUX) S.A.R.L., USD Term Loan B, 4.500%, 04/30/19(a)(b)

      156,525         158,068   

Great Wolf Resorts, Inc., Term Loan B, 4.500%, 08/06/20(a)(b)

      154,225         154,756   

Kasima LLC, New Term Loan B, 3.250%, 05/17/21(a)(b)

      215,000         213,656   

Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.500%, 08/17/20(a)(b)

      329,175         330,136   

Oceania Cruises, Inc., New Term Loan B, 6.750%, 07/02/20(a)(b)

      344,138         347,579   

Regent Seven Seas Cruises, Inc., Refinance Term Loan B, 4.750%, 12/21/18(a)(b)

      90,000         90,900   
     

 

 

  
        3,348,115   
     

 

 

  

Financial 0.0%(c)

      

Grosvenor Capital Management Holdings LLP, New Term Loan B, 11/25/20(b)(d)(e)

      120,000         119,850   

Santander Asset Management, USD Term Loan, 4.250%, 12/17/20(a)(b)

      270,000         270,337   

VFH Parent LLC, Extended Term Loan, 5.750%, 11/06/19(a)(b)

      135,000         135,787   
     

 

 

  
        525,974   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Food 0.5%

      

Aramark Corp., Non-Extended Synthetic Letter of Credit 1, 0.019%-2.025%, 01/27/14(a)(b)

      39,441         39,551   

Aramark Corp., Extended Synthetic Letter of Credit 2, 0.019%-3.650%, 07/26/16(a)(b)

      15,000         15,015   

Aramark Corp., Extended Term Loan C, 3.747%, 07/26/16(a)(b)

      460,559         461,019   

Aramark Corp., USD Term Loan D, 4.000%, 09/09/19(a)(b)

      175,000         176,020   

Blue Buffalo Co., Ltd., Term Loan B3, 4.000%, 08/08/19(a)(b)

      162,945         164,846   

Burger King Corp., New Term Loan B, 3.750%, 09/28/19(a)(b)

      79,000         79,263   

Del Monte Foods Co., 1st Lien Term Loan, 11/06/20(b)(d)(e)

      145,000         145,725   

Del Monte Foods Co., Term Loan, 4.000%, 03/08/18(a)(b)

      101,828         102,063   

Dunkin’ Brands, Inc., Term Loan B3, 3.750%-5.000%, 02/14/20(a)(b)

      497,281         498,574   

HJ Heinz Co., Term Loan B1, 3.250%, 06/07/19(a)(b)

      845,750         850,216   

HJ Heinz Co., Term Loan B2, 3.500%, 06/05/20(a)(b)

      1,278,575         1,287,474   

ISS Holdings A/S, USD Term Loan B12, 3.750%, 04/30/18(a)(b)

      144,275         144,429   

JBS USA Holdings, Inc., Incremental Term Loan, 3.750%, 09/18/20(a)(b)

      204,488         203,807   

Landry’s, Inc., Term Loan B, 4.000%, 04/24/18(a)(b)

      386,165         388,699   

OSI Restaurant Partners LLC, New Term Loan, 3.500%-4.750%, 10/25/19(a)(b)

      65,450         65,458   

Pacific Industrial Services US Finco LLC, USD 1st Lien Term Loan, 5.000%, 10/02/18(a)(b)

      139,650         141,454   

Pinnacle Foods Finance LLC, Incremental Term Loan H, 3.250%, 04/29/20(a)(b)

      149,625         149,335   

Pinnacle Foods Finance LLC, Term Loan G, 3.250%, 04/29/20(a)(b)

      348,830         348,178   

Weight Watchers International, Inc., Term Loan B2, 3.750%, 04/02/20(a)(b)

      118,701         105,555   

Wendy’s International, Inc., New Term Loan B, 3.250%, 05/15/19(a)(b)

      129,289         129,336   
     

 

 

  
        5,496,017   
     

 

 

  

Forest Products & Paper 0.0%(c)

      

Ardagh Packaging Finance PLC, USD Term Loan B, 4.250%, 12/05/19(a)(b)

      145,000         145,725   
     

 

 

  

Health Care 0.5%

      

Allscripts Healthcare Solutions, Inc., Term Loan A, 2.919%, 06/28/18(a)(b)

      136,500         136,159   

Ardent Medical Services, Inc., Term Loan, 6.750%, 07/02/18(a)(b)

      202,950         203,543   

Biomet, Inc., Term Loan B2, 3.665%-3.746%, 07/25/17(a)(b)

      208,950         210,126   

Catalina Marketing Corp., New Term Loan B, 5.250%, 10/12/20(a)(b)

      274,313         277,741   

Community Health Systems, Inc., Extended Term Loan, 3.737%-3.747%, 01/25/17(a)(b)

      119,897         120,777   

Convatec, Inc., Term Loan, 4.000%, 12/22/16(a)(b)

      29,088         29,221   

DaVita, Inc., Term Loan B2, 4.000%, 11/01/19(a)(b)

      564,300         567,827   

Drumm Investors LLC, Term Loan, 5.000%, 05/04/18(a)(b)

      372,244         364,706   

Endo Health Solutions, Inc., New Term Loan B, 11/05/20(b)(d)(e)

      90,000         90,169   

Envision Acquisition Company, LLC, 1st Lien Term Loan, 5.750%, 11/04/20(a)(b)

      119,700         120,349   

Gentiva Health Services, Inc., Term Loan C, 5.750%, 10/18/18(a)(b)

      95,000         94,169   

Gentiva Health Services, Inc., New Term Loan B, 6.500%, 10/18/19(a)(b)

      80,000         79,050   

HCA, Inc., Term Loan B5, 2.919%, 03/31/17(a)(b)

      264,338         264,256   

Hologic, Inc., New Term Loan B, 3.750%, 08/01/19(a)(b)

      224,672         225,795   

Iasis Healthcare LLC, Term Loan B2, 4.500%, 05/03/18(a)(b)

      297,000         299,228   

IMS Health, Inc., USD Term Loan B1, 3.750%, 09/01/17(a)(b)

      108,663         108,952   

Inc Research, Inc., Refinance Term Loan B, 6.000%, 07/12/18(a)(b)

      386,632         387,761   

Lifepoint Hospitals, Inc., Term Loan B, 2.670%, 07/24/17(a)(b)

      71,905         72,107   

Onex Carestream Finance LP, 1st Lien Term Loan, 5.000%, 06/07/19(a)(b)

      219,375         221,953   

P2 Newco Acquisition, Inc., 1st Lien Term Loan, 5.500%, 10/22/20(a)(b)

      198,724         199,221   

Sage Products, Inc., Refinance Term Loan B, 4.250%, 12/13/19(a)(b)

      66,768         67,019   

Salix Pharmaceuticals Ltd., Term Loan, 11/07/19(b)(d)(e)

      205,000         206,986   

Select Medical Corp., New Incremental Term Loan B, 3.500%-5.500%, 02/13/16(a)(b)

      64,350         64,270   

U.S. Renal Care, Inc., 2013 Term Loan, 4.250%, 07/03/19(a)(b)

      99,750         99,999   

Valeant Pharmaceuticals International, Inc., Term Loan E, 4.500%, 08/05/20(a)(b)

      640,163         644,029   

Valeant Pharmaceuticals International, Inc., Series C2, Term Loan B, 3.750%, 12/11/19(a)(b)

      83,938         84,462   

Valeant Pharmaceuticals International, Inc., Series D2, Term Loan B, 3.750%, 02/13/19(a)(b)

      113,624         114,256   
     

 

 

  
        5,354,131   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Healthcare - Services 0.0%(c)

      

Bright Horizons Family Solutions, Inc., New Term Loan B, 4.000%, 01/30/20(a)(b)

      59,400         59,712   

Par Pharmaceutical Cos., Inc., Refinance Term Loan B, 4.250%, 09/30/19(a)(b)

      311,070         312,626   
     

 

 

  
        372,338   
     

 

 

  

Housing 0.0%(c)

      

Norcraft Cos., L.P., Term Loan, 5.250%, 11/12/20(a)(b)

      60,000         60,300   
     

 

 

  

Information Technology 0.2%

      

Active Network, Inc., (The) 1st Lien Term Loan, 5.500%, 11/15/20(a)(b)

      80,000         80,300   

CDW LLC, New Term Loan, 3.250%, 04/29/20(a)(b)

      665,959         663,221   

FIDJI Luxembourg (BC3) S.A.R.L., Initial Term Loan, 12/18/20(b)(d)(e)

      125,000         125,313   

Genesys Telecom Holdings, U.S., Inc., New Term Loan B, 4.000%, 02/07/20(a)(b)

      59,699         59,252   

Internap Network Services Corp., Term Loan, 6.000%, 11/22/19(a)(b)

      145,000         144,275   

Oberthur Technologies Holding SAS, New USD Term Loan B, 5.750%, 10/18/19(a)(b)

      205,000         206,537   

RedTop Luxembourg S.A.R.L., USD 1st Lien Term Loan, 4.500%, 12/03/20(a)(b)

      150,000         150,187   

RedTop Luxembourg S.A.R.L., USD 2nd Lien Term Loan, 8.250%, 12/03/21(a)(b)

      90,000         91,125   

Shield Finance Co. S.A.R.L., New Term Loan B, 6.500%, 05/10/19(a)(b)

      197,000         197,000   

Southern Graphics, Inc., New Term Loan B, 5.500%, 10/17/19(a)(b)

      139,562         139,562   

Spin Holdco, Inc., Incremental Term Loan B, 11/14/19(b)(d)(e)

      80,000         80,500   

SS&C Technologies, Inc., New Term Loan B1, 3.250%, 06/07/19(a)(b)

      92,980         93,066   

SS&C Technologies, Inc., New Term Loan B2, 3.250%, 06/07/19(a)(b)

      9,619         9,628   

STG-Fairway Acquisitions, Term Loan B, 6.250%, 02/28/19(a)(b)

      173,688         173,363   
     

 

 

  
        2,213,329   
     

 

 

  

Insurance 0.4%

      

Alliance Data Systems Corp., Term Loan, 1.920%, 07/10/18(a)(b)

      622,204         620,263   

Asurion LLC, New Term Loan B2, 3.500%, 07/08/20(a)(b)

      796,000         780,414   

Asurion LLC, New Term Loan B1, 4.500%, 05/24/19(a)(b)

      1,649,839         1,648,601   

Compass Investors, Inc., Term Loan, 5.000%, 12/27/19(a)(b)

      222,754         223,521   

Hub International Ltd., Term Loan B, 4.750%, 10/02/20(a)(b)

      329,175         332,878   

ION Trading Technologies S.A.R.L., 1st Lien Term Loan, 4.500%, 05/22/20(a)(b)

      74,625         75,092   

La Frontera Generation, LLC, Term Loan, 4.500%, 09/30/20(a)(b)

      140,120         141,477   

LPL Holdings, Inc., Term Loan B, 3.250%, 03/29/19(a)(b)

      54,588         54,474   

Sedgwick CMS Holdings, Inc., New 1st Lien Term Loan, 4.250%, 06/12/18(a)(b)

      159,200         159,993   
     

 

 

  
        4,036,713   
     

 

 

  

Leisure Time 0.0%(c)

      

Bombardier Recreational Products, Inc., New Term Loan B, 4.000%, 01/30/19(a)(b)

      79,200         79,398   

Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.000%, 07/17/20(a)(b)

      90,000         90,225   

Zuffa LLC, New Term Loan B, 4.500%, 02/25/20(a)(b)

      148,872         149,801   
     

 

 

  
        319,424   
     

 

 

  

Lodging 0.8%

      

Bally Technologies, Inc., Term Loan B, 4.250%, 11/25/20(a)(b)

      214,463         215,869   

Boyd Gaming Corp., Term Loan B, 4.000%, 08/14/20(a)(b)

      124,688         124,882   

Caesars Entertainment Operating Co., Extended Term Loan B6, 5.488%, 01/26/18(a)(b)

      1,653,267         1,576,456   

Caesars Entertainment Resort Properties LLC, Term Loan B, 7.000%, 10/12/20(a)(b)

      1,030,000         1,023,563   

CCM Merger, Inc., New Term Loan B, 5.000%, 03/01/17(a)(b)

      86,936         87,588   

Golden Nugget, Inc., New Delayed Draw Term Loan, 11/21/19(b)(e)

      48,000         48,660   

Golden Nugget, Inc., New Term Loan B, 5.500%, 11/21/19(a)(b)

      112,000         113,540   

Hilton Worldwide Finance LLC, USD Term Loan B2, 3.750%, 10/26/20(a)(b)

      1,143,421         1,151,997   

Las Vegas Sands LLC, New Term Loan B, 12/20/20(b)(d)(e)

      960,000         958,704   

Marina District Finance Co., Inc., Term Loan B, 6.750%, 08/15/18(a)(b)

      265,000         265,829   

MGM Resorts International, Term Loan A, 2.919%, 12/20/17(a)(b)

      285,880         285,582   

MGM Resorts International, Term Loan B, 3.500%, 12/20/19(a)(b)

      481,119         482,023   

Mohegan Tribal Gaming Authority, New Term Loan B, 5.500%, 11/19/19(a)(b)

      160,000         162,301   

Penn National Gaming, Inc., New Term Loan B, 3.250%, 10/30/20(a)(b)

      60,000         60,019   

Pinnacle Entertainment, Inc., Term Loan B2, 3.750%, 08/13/20(a)(b)

      213,925         214,674   

Playa Resorts Holding B.V., Term Loan B, 4.750%, 08/06/19(a)(b)

      119,700         120,747   

 

See Notes to Schedules of Portfolio Investments.

Scientific Games International, Inc., New Term Loan B, 4.250%, 10/18/20(a)(b)

      1,505,000         1,505,376   

SeaWorld Parks & Entertainment, Inc., Term Loan B2, 3.000%, 05/14/20(a)(b)

      557,486         550,517   

Seminole Tribe of Florida, Term Loan, 3.000%, 04/29/20(a)(b)

      288,988         288,355   

Shingle Springs Tribal Gaming Authority, Term Loan B, 6.250%, 08/29/19(a)(b)

      99,250         99,622   

Starwood Property Trust, Inc., Term Loan B, 3.500%, 04/17/20(a)(b)

      288,997         288,457   
     

 

 

  
        9,624,761   
     

 

 

  

Machinery-Diversified 0.2%

      

Alliance Laundry Systems LLC, Refinance Term Loan, 4.250%-5.250%, 12/10/18(a)(b)

      282,013         282,836   

Brand Energy & Infrastructure Services, Inc., New Term Loan B, 4.750%, 11/26/20(a)(b)

      600,000         602,814   

Generac Power Systems, Inc., Term Loan B, 3.500%, 05/31/20(a)(b)

      199,500         199,416   

Key Safety Systems, Inc., Term Loan B, 4.750%, 05/09/18(a)(b)

      87,688         88,747   

Schaeffler AG, USD Term Loan C, 4.250%, 01/27/17(a)(b)

      1,000,000         1,007,080   

W3 Co., 1st Lien Term Loan, 5.750%, 03/13/20(a)(b)

      64,513         64,593   
     

 

 

  
        2,245,486   
     

 

 

  

Manufacturing 0.0%(c)

      

WTG Holdings III Corp., 1st Lien Term Loan, 12/11/20(b)(d)(e)

      75,000         75,250   
     

 

 

  

Media 0.8%

      

Charter Communications Operating LLC, Term Loan F, 3.000%, 01/04/21(a)(b)

      109,450         108,492   

Clear Channel Communications, Inc., Term Loan C, 3.819%, 01/29/16(a)(b)

      145,962         139,531   

Clear Channel Communications, Inc., Term Loan B, 3.819%, 01/29/16(a)(b)

      90,000         87,062   

Clear Channel Communications, Inc., Term Loan D, 6.919%, 01/30/19(a)(b)

      90,000         85,838   

Clear Channel Communications, Inc., USD Extended Term Loan E, 7.664%, 07/30/19(a)(b)

      2,830,376         2,786,165   

Cumulus Media Holdings Inc., 2013 Term Loan, 12/12/20(b)(d)(e)

      610,000         613,050   

Emerald Expositions Holding, Inc., Term Loan B, 5.500%, 06/17/20(a)(b)

      94,525         94,761   

Encompass Digital Media, Inc., New Term Loan B1, 6.750%, 08/10/17(a)(b)

      99,000         99,743   

Granite Broadcasting Corp., Term Loan B, 6.750%, 05/23/18(a)(b)

      112,607         112,981   

Hoyts Group Holdings LLC, 1st Lien Term Loan, 4.000%, 05/29/20(a)(b)

      64,675         64,918   

McGraw-Hill Global Education Holdings, LLC, Term Loan, 9.000%, 03/22/19(a)(b)

      107,100         108,929   

Nine Entertainment Group Ltd., Term Loan B, 3.250%-4.750%, 02/05/20(a)(b)

      173,688         172,689   

Sinclair Television Group, Inc., Term Loan A1, 2.420%, 03/20/18(a)(b)

      115,000         113,850   

Syniverse Holdings, Inc., Term Loan, 4.000%, 04/23/19(a)(b)

      273,550         273,808   

Tribune Co., 2013 Term Loan, 11/12/20(b)(d)(e)

      1,155,000         1,147,781   

Univision Communications, Inc., Term Loan C3, 4.000%, 03/02/20(a)(b)

      1,088,454         1,092,536   

Univision Communications, Inc., Refinance Term Loan C2, 4.500%, 03/02/20(a)(b)

      322,563         324,291   

Univision Communications, Inc., Converted Extended Term Loan, 4.500%, 03/02/20(a)(b)

      129,162         129,728   

Village Roadshow Films (BVI) Ltd., Term Loan B, 4.750%, 11/21/17(a)(b)

      909,000         918,090   

WideOpenWest Finance LLC, Term Loan B, 4.750%, 04/01/19(a)(b)

      138,950         139,506   
     

 

 

  
        8,613,749   
     

 

 

  

Metals 0.0%(c)

      

Arch Coal, Inc., Term Loan B, 6.250%, 05/16/18(a)(b)

      241,978         238,399   

Atlas Iron Ltd., Term Loan B, 8.750%, 12/07/17(a)(b)

      99,000         99,000   
     

 

 

  
        337,399   
     

 

 

  

Metals/Minerals 0.0%(c)

      

Murray Energy Corp., 1st Lien Term Loan, 5.250%, 11/21/19(a)(b)

      180,000         181,689   

Peabody Energy Corp., Term Loan B, 4.250%, 09/24/20(a)(b)

      364,088         366,199   
     

 

 

  
        547,888   
     

 

 

  

Mining 0.3%

      

Fairmount Minerals Ltd., Term Loan B2, 5.000%, 09/05/19(a)(b)

      64,838         65,826   

FMG Resources (August 2006) Pty Ltd., New Term Loan B, 4.250%, 06/28/19(a)(b)

      2,309,213         2,337,362   

Foresight Energy LLC, Term Loan B, 5.500%, 08/19/20(a)(b)

      164,588         166,028   

Novelis, Inc., New Term Loan, 3.750%, 03/10/17(a)(b)

      332,404         333,374   

Oxbow Carbon LLC, New Term Loan B, 4.250%, 07/19/19(a)(b)

      87,750         88,079   

TMS International Corp., New Term Loan B, 4.500%, 10/16/20(a)(b)

      80,000         80,566   
     

 

 

  
        3,071,235   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Miscellaneous Manufacturer 0.1%

      

Boomerang Tube LLC, Term Loan, 11.000%-11.750%, 10/11/17(a)(b)

      145,313         139,500   

Harland Clarke Holdings Corp., Term Loan B3, 7.000%, 05/22/18(a)(b)

      780,684         785,423   

Polymer Group, Inc., 1st Lien Term Loan B, 12/19/19(b)(d)(e)

      115,000         115,504   

Sensata Technologies Finance Co. LLC, Term Loan, 3.250%, 05/11/18(a)(b)

      171,427         172,651   
     

 

 

  
        1,213,078   
     

 

 

  

Oil & Gas 0.7%

      

Alon USA Energy, Inc., Master Limited Partnership Term Loan, 9.250%, 11/26/18(a)(b)

      195,436         200,648   

Atlas Energy L.P., Term Loan B, 6.500%, 07/31/19(a)(b)

      309,225         316,183   

Bronco Midstream Funding LLC, Term Loan B, 5.000%, 08/17/20(a)(b)

      490,000         496,125   

Drillships Financing Holding, Inc., Term Loan B1, 6.000%, 03/31/21(a)(b)

      329,175         335,759   

EMG Utica LLC, Term Loan, 4.750%, 03/27/20(a)(b)

      730,000         732,737   

Energy Transfer Equity, L.P., New Term Loan, 3.250%, 12/02/19(a)(b)

      1,270,000         1,264,920   

EP Energy LLC, Term Loan B3, 3.500%, 05/24/18(a)(b)

      303,333         303,018   

EP Energy LLC, Term Loan B2, 4.500%, 04/30/19(a)(b)

      84,375         84,523   

Fieldwood Energy LLC, 1st Lien Term Loan, 3.875%, 09/28/18(a)(b)

      234,413         235,845   

Frac Tech International LLC, Term Loan B, 8.500%, 05/06/16(a)(b)

      1,102,253         1,105,240   

MEG Energy Corp., Refinance Term Loan, 3.750%, 03/31/20(a)(b)

      882,204         886,491   

Offshore Group Investment Ltd., New Term Loan B, 5.000%, 10/25/17(a)(b)

      180,375         181,502   

Ruby Western Pipeline Holdings LLC, Term Loan B, 3.500%, 03/27/20(a)(b)

      189,989         189,930   

Samson Investment Co., New 2nd Lien Term Loan, 5.000%, 09/25/18(a)(b)

      135,000         135,338   

TPF Generation Holdings LLC, Term Loan B, 4.750%, 12/29/17(a)(b)

      104,475         104,997   

TPF Generation Holdings LLC, Term Loan B, 6.500%, 08/16/19(a)(b)

      114,425         116,141   

Vantage Drilling Co., Term Loan B, 5.750%, 03/28/19(a)(b)

      664,975         672,250   

Western Refining, Inc., Term Loan B, 4.250%, 11/12/20(a)(b)

      340,000         343,825   
     

 

 

  
        7,705,472   
     

 

 

  

Packaging & Containers 0.3%

      

Berry Plastics Holding Corp., Term Loan E, 01/09/21(b)(d)(e)

      220,000         219,542   

Berry Plastics Holding Corp., Term Loan D, 3.500%, 02/07/20(a)(b)

      2,499,791         2,489,367   

BWAY Corp., Term Loan B, 4.500%, 08/07/17(a)(b)

      99,000         99,495   

Caraustar Industries, Inc., Term Loan, 7.500%, 05/01/19(a)(b)

      85,706         88,063   

Consolidated Container Co. LLC, New Term Loan, 5.000%, 07/03/19(a)(b)

      53,914         54,183   

Reynolds Group Holdings, Inc., New Dollar Term Loan, 4.000%, 12/03/18(a)(b)

      232,650         234,628   

Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.500%, 03/19/20(a)(b)

      263,675         266,905   
     

 

 

  
        3,452,183   
     

 

 

  

Real Estate 0.2%

      

Alliant Holdings I, Inc., New Term Loan B, 4.250%, 12/20/19(a)(b)

      193,050         193,533   

CB Richard Ellis Services, Inc., New Term Loan B, 2.915%, 03/29/21(a)(b)

      446,201         447,504   

Continental Building Products LLC, 1st Lien Term Loan, 4.750%, 08/14/20(a)(b)

      304,238         304,049   

CPG International, Inc., New Term Loan, 4.750%, 09/30/20(a)(b)

      159,600         159,999   

Four Seasons Holdings, Inc., 1st Lien Term Loan, 4.250%-6.000%, 06/27/20(a)(b)

      279,300         279,998   

Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.250%, 12/28/20(a)(b)

      35,000         35,787   

Istar Financial, Inc., Add on Term Loan A2, 7.000%, 03/17/17(a)(b)

      13,770         14,218   

Quikrete Holdings, Inc., 1st Lien Term Loan, 4.000%, 09/28/20(a)(b)

      199,500         200,210   

Realogy Corp., Extended Letter of Credit, 4.445%, 10/10/16(a)(b)

      17,939         18,124   

Realogy Corp., Extended Term Loan, 4.500%, 03/05/20(a)(b)

      188,575         190,519   
     

 

 

  
        1,843,941   
     

 

 

  

Retail 0.9%

      

Academy Ltd., Term Loan, 4.500%, 08/03/18(a)(b)

      118,500         119,093   

Albertson’s, LLC, Term Loan B1, 4.250%, 03/21/16(a)(b)

      128,485         128,934   

Albertson’s, LLC, Term Loan B2, 4.750%, 03/21/19(a)(b)(d)

      424,665         426,610   

BJ’s Wholesale Club, Inc., New 1st Lien Term Loan, 4.500%, 09/26/19(a)(b)

      70,000         70,359   

BJ’s Wholesale Club, Inc., New 2nd Lien Term Loan, 8.500%, 03/26/20(a)(b)

      75,000         76,406   

Camping World, Inc., Term Loan, 5.750%, 02/20/20(a)(b)

      195,000         196,463   

Capital Automotive LP, New Term Loan B, 4.000%, 04/10/19(a)(b)

      1,075,779         1,081,158   

 

See Notes to Schedules of Portfolio Investments.

Capital Automotive LP, New 2nd Lien Term Loan, 6.000%, 04/30/20(a)(b)

      180,000         185,400   

Evergreen Acqco 1 LP, New Term Loan, 5.000%, 07/09/19(a)(b)

      123,438         123,746   

Harbor Freight Tools USA, Inc., New 1st Lien Term Loan, 4.750%, 07/26/19(a)(b)

      99,750         100,846   

Hudson’s Bay Co., 1st Lien Term Loan, 4.750%, 11/04/20(a)(b)

      370,000         375,691   

Hudson’s Bay Co., 2nd Lien Term Loan, 8.250%, 11/04/21(a)(b)

      345,000         356,212   

JC Penney Corp., Inc., 1st Lien Term Loan, 6.000%, 05/22/18(a)(b)

      756,200         738,807   

Jo-Ann Stores, Inc., Term Loan, 4.000%, 03/16/18(a)(b)

      397,586         398,083   

Michaels Stores, Inc., New Term Loan, 3.750%, 01/28/20(a)(b)

      208,950         209,602   

Neiman Marcus Group, Inc. (The), New Term Loan B, 5.000%, 10/26/20(a)(b)

      1,545,000         1,562,814   

Ollie’s Bargain Outlet, Inc., Term Loan, 5.250%-6.250%, 09/27/19(a)(b)

      84,361         84,783   

Party City Holdings, Inc., Refinance Term Loan B, 4.250%-5.500%, 07/29/19(a)(b)

      379,919         381,226   

Petco Animal Supplies, Inc., New Term Loan, 4.000%, 11/24/17(a)(b)

      221,308         222,174   

Phillips-Van Heusen Corp., Term Loan B, 3.250%, 02/13/20(a)(b)

      359,477         361,217   

Rite Aid Corp., Term Loan 6, 4.000%, 02/21/20(a)(b)

      277,900         278,825   

Rite Aid Corp., New 2nd Lien Term Loan, 4.875%, 06/21/21(a)(b)

      275,000         278,666   

Rite Aid Corp., 2nd Lien Term Loan, 5.750%, 08/21/20(a)(b)

      260,000         266,094   

Sears Holding Corp., Term Loan, 5.500%, 06/30/18(a)(b)

      930,000         935,106   

Supervalu, Inc., Refinance Term Loan B, 5.000%, 03/21/19(a)(b)

      168,336         169,782   

Toys ‘R’ US Property Co. I LLC, New Term Loan B, 6.000%, 08/21/19(a)(b)

      515,000         494,884   

Toys ‘R’ Us-Delaware, Inc., Term Loan B3, 5.250%, 05/25/18(a)(b)

      131,196         110,451   

Toys ‘R’ Us-Delaware, Inc., New Term Loan, 6.000%, 09/01/16(a)(b)

      141,407         127,367   

True Religion Apparel, Inc., 1st Lien Term Loan, 5.875%, 07/30/19(a)(b)

      90,000         85,350   

Vince Intermediate Holding LLC, Term Loan B, 6.000%, 11/04/19(a)(b)

      60,000         60,450   
     

 

 

  
        10,006,599   
     

 

 

  

Semiconductors 0.1%

      

Freescale Semiconductor, Inc., Term Loan B4, 5.000%, 02/28/20(a)(b)

      955,269         964,305   

Microsemi Corp., Repriced Term Loan, 3.750%, 02/19/20(a)(b)

      184,511         184,973   

ON Semiconductor Corp., Term Loan A, 1.998%, 01/02/18(a)(b)

      348,906         343,673   
     

 

 

  
        1,492,951   
     

 

 

  

Telecommunication Services 1.8%

      

Alcatel-Lucent USA, Inc., USD Term Loan C, 5.750%, 01/30/19(a)(b)(d)

      1,221,466         1,225,742   

Arris Group, Inc., Term Loan B, 3.500%, 04/17/20(a)(b)

      382,648         380,976   

Avaya, Inc., Extended Term Loan B3, 4.736%, 10/26/17(a)(b)

      232,288         226,946   

Avaya, Inc., Term Loan B5, 8.000%, 03/30/18(a)(b)

      153,212         155,242   

Cellular South, Inc., New Term Loan, 3.250%, 05/22/20(a)(b)

      44,663         44,439   

Cequel Communications LLC, Term Loan B, 3.500%, 02/14/19(a)(b)

      673,110         673,668   

Charter Communications Operating LLC, Term Loan A1, 2.170%, 04/22/18(a)(b)

      293,967         292,374   

Charter Communications Operating LLC, Term Loan E, 3.000%, 07/01/20(a)(b)

      1,965,125         1,949,777   

Cincinnati Bell, Inc., New Term Loan B, 4.000%, 09/10/20(a)(b)

      488,775         489,386   

Consolidated Communications, Inc., New Term Loan B, 12/13/20(b)(d)(e)

      160,000         161,000   

Cricket Communications, Inc., Term Loan C, 4.750%, 03/09/20(a)(b)

      203,975         204,654   

Crown Castle International Corp., New Term Loan, 3.250%, 01/31/19(a)(b)

      1,757,701         1,759,353   

Crown Castle Operating Co., Term Loan B2, 01/29/21(b)(d)(e)

      220,000         220,414   

CSC Holdings, Inc., New Term Loan A, 2.169%, 04/16/18(a)(b)

      235,000         234,119   

CSC Holdings, Inc., New Term Loan B, 2.669%, 04/17/20(a)(b)

      1,542,250         1,525,871   

DataPipe, Inc., 1st Lien Term Loan, 5.750%, 03/15/19(a)(b)

      64,513         64,876   

Evertec, Inc., New Term Loan A, 2.743%, 04/16/18(a)(b)

      536,250         520,667   

Evertec, Inc., New Term Loan B, 3.500%, 04/17/20(a)(b)

      114,375         111,230   

Gray Television, Inc., New Term Loan B, 4.750%, 10/15/19(a)(b)

      97,405         97,812   

Integra Telecom, Inc., 1st Lien Term Loan, 5.250%, 02/22/19(a)(b)

      272,938         276,235   

Intelsat Jackson Holdings S.A., Term Loan B2, 3.750%, 06/30/19(a)(b)

      359,597         362,013   

Learfield Communications, Inc., 1st Lien Term Loan, 5.000%, 10/08/20(a)(b)

      120,000         121,200   

Level 3 Financing, Inc., New 2019 Term Loan, 4.000%, 08/01/19(a)(b)

      525,000         527,404   

Level 3 Financing, Inc., 2020 Term Loan B, 4.000%, 01/15/20(a)(b)

      1,025,000         1,032,052   

Liberty Cablevision of Puerto Rico LLC, New Term Loan B, 6.000%, 06/09/17(a)(b)

      491,184         491,592   

LIN Television Corp., Term Loan B, 4.000%, 12/21/18(a)(b)

      93,805         94,000   

Media General, Inc., Delayed Draw Term Loan B, 3.250%-4.250%, 07/31/20(a)(b)

      155,000         156,454   

 

See Notes to Schedules of Portfolio Investments.

Mediacom Communications Corp., Term Loan H, 3.250%, 01/29/21(a)(b)

      218,900         216,820   

Mediacom Communications Corp., Term Loan G, 4.000%, 01/20/20(a)(b)

      523,375         523,051   

Nuance Communications, Inc., Term Loan C, 2.920%, 08/07/19(a)(b)

      119,400         118,330   

Peak Ten, Inc., 2018 Term Loan B, 7.250%, 10/25/18(a)(b)

      94,050         94,991   

Quebecor Media, Inc., Term Loan B1, 3.250%, 08/17/20(a)(b)

      593,513         588,693   

Sinclair Television Group, Inc., Term Loan B, 3.000%, 04/09/20(a)(b)

      99,250         98,456   

Syniverse Holdings, Inc., Term Loan B, 4.000%, 04/23/19(a)(b)

      828,941         831,701   

UPC Financing Partnership, USD Term Loan AH, 3.250%, 06/30/21(a)(b)

      530,000         528,940   

Van Wagner Communications LLC, New Term Loan, 6.250%, 08/03/18(a)(b)

      313,632         317,160   

Virgin Media Investment Holdings Ltd., USD Term Loan B, 3.500%, 06/08/20(a)(b)

      1,535,000         1,537,302   

WMG Acquisition Corp., New Term Loan, 3.750%, 07/01/20(a)(b)

      648,375         647,889   

Zayo Group, LLC, PIK, Term Loan B, 4.000%, 07/02/19(a)(b)

      1,372,623         1,372,938   
     

 

 

  
        20,275,767   
     

 

 

  

Telecommunications 0.1%

      

CompuCom Systems, Inc., Refinance Term Loan B, 4.250%, 05/11/20(a)(b)

      84,575         84,364   

Light Tower Fiber LLC, 1st Lien Term Loan, 4.500%, 04/13/20(a)(b)

      303,475         304,519   

Windstream Corp., Term Loan B4, 3.500%, 01/23/20(a)(b)

      188,100         188,218   
     

 

 

  
        577,101   
     

 

 

  

Transportation 0.3%

      

Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.750%, 04/27/20(a)(b)

      64,675         65,483   

American Airlines, Inc., Exit Term Loan, 3.750%, 06/27/19(a)(b)

      1,253,700         1,259,968   

American Petroleum Tankers LLC, Term Loan B, 4.750%, 10/02/19(a)(b)

      145,378         145,378   

Avis Budget Car Rental, LLC, New Term Loan B, 3.000%, 03/15/19(a)(b)

      59,401         59,282   

Chrysler Group LLC, 2013 Term Loan, 3.500%, 05/24/17(a)(b)

      788,222         792,928   

Commercial Barge Line Co., 1st Lien Term Loan, 7.500%, 09/23/19(a)(b)

      178,650         178,203   

Delta Air Lines, Inc., New Term Loan B1, 4.000%, 10/18/18(a)(b)

      346,973         348,187   

FleetPride Corp., 1st Lien Term Loan, 5.250%, 11/19/19(a)(b)

      133,650         131,897   

Navios Partners Finance (US), Inc., Term Loan B, 5.250%, 06/27/18(a)(b)

      218,901         219,449   

Sabre, Inc., Term Loan C, 4.000%, 02/19/18(a)(b)

      148,750         148,989   

US Airways Group, Inc., Term Loan B1, 4.000%, 05/23/19(a)(b)

      350,000         352,013   
     

 

 

  
        3,701,777   
     

 

 

  

Utilities 0.2%

      

AES Corp., Refinance Term Loan B, 3.750%, 06/01/18(a)(b)

      395,619         397,846   

Astoria Generating Company Acquisitions, LLC, New Term Loan, 8.500%, 10/26/17(a)(b)

      117,000         120,510   

Calpine Construction Finance Co., L.P., Original Term Loan B1, 3.000%, 05/03/20(a)(b)

      323,375         320,090   

Calpine Construction Finance Co., L.P., Original Term Loan B2, 3.250%, 01/31/22(a)(b)

      218,900         216,391   

Calpine Corp., Delayed Draw Term Loan, 4.000%, 10/30/20(a)(b)

      285,000         286,528   

Dynegy Holdings, Inc., Term Loan B2, 4.000%, 04/23/20(a)(b)

      99,500         99,873   

EFS Cogen Holdings I Inc., Term Loan B, 5.000%, 12/01/20(a)(b)

      250,000         251,562   

NGPL PipeCo LLC, Term Loan B, 6.750%, 09/15/17(a)(b)

      190,869         177,468   

Power Team Services, LLC, Delayed Draw Term Loan, 3.250%-4.250%, 05/06/20(a)(b)

      17,222         16,964   

Power Team Services, LLC, 1st Lien Term Loan, 4.250%, 05/06/20(a)(b)

      137,089         135,033   

WNA Holdings, Inc., USD 1st Lien Canadian Borrower, 4.500%-5.500%, 06/05/20(a)(b)

      87,048         87,701   
        2,109,966   
     

 

 

  

Total Bank Loans (Cost $129,042,568)

         129,920,745   
     

 

 

  

Corporate Bonds 23.1%

      

Agriculture 0.3%

      

Japan Tobacco, Inc., 2.100%, 07/23/18(b)

      2,959,000         2,950,818   
     

 

 

  

Airlines 0.6%

      

American Airlines Pass Through Trust, 4.950%, 07/15/24(b)

      6,773,000         7,060,853   
     

 

 

  

Auto Manufacturers 0.6%

      

Daimler Finance N.A. LLC, 3.875%, 09/15/21(b)

      1,632,000         1,647,014   

General Motors Co., 6.250%, 10/02/43(b)

      3,297,000         3,424,759   

Volkswagen International Finance, 2.375%, 03/22/17(b)

      1,988,000         2,039,507   
     

 

 

  
        7,111,280   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Banks 4.1%

      

BNP Paribas SA, 2.400%, 12/12/18, MTN

      4,137,000         4,139,631   

Citigroup, Inc., 2.500%, 09/26/18

      5,481,000         5,508,663   

Citigroup, Inc., 6.675%, 09/13/43

      1,638,000         1,884,729   

Fifth Third Bank, 1.450%, 02/28/18

      4,330,000         4,219,208   

Goldman Sachs Group, Inc. (The), 2.900%, 07/19/18

      5,323,000         5,417,079   

HSBC Bank PLC, 3.500%, 06/28/15(b)

      2,067,000         2,154,490   

Huntington National Bank (The), 1.300%, 11/20/16

      2,582,000         2,582,390   

JPMorgan Chase & Co., 1.625%, 05/15/18

      5,714,000         5,595,149   

KeyBank NA, 1.650%, 02/01/18

      2,151,000         2,115,328   

Lloyds Bank PLC, 2.300%, 11/27/18

      1,516,000         1,512,067   

Morgan Stanley, 5.000%, 11/24/25

      6,320,000         6,338,897   

PNC Bank NA, 0.800%, 01/28/16

      2,185,000         2,179,880   

Wells Fargo & Co., 1.250%, 02/13/15, MTN

      3,463,000         3,491,590   
     

 

 

  
        47,139,101   
     

 

 

  

Beverages 0.2%

      

SABMiller Holdings, Inc., 2.450%, 01/15/17(b)

      2,790,000         2,856,921   
     

 

 

  

Chemicals 0.3%

      

Dow Chemical Co. (The), 4.375%, 11/15/42

      1,588,000         1,394,315   

Praxair, Inc., 4.625%, 03/30/15

      2,138,000         2,246,089   
     

 

 

  
        3,640,404   
     

 

 

  

Commercial Services 0.4%

      

ERAC USA Finance LLC, 2.750%, 03/15/17(b)

      1,292,000         1,328,919   

ERAC USA Finance LLC, 5.250%, 10/01/20(b)

      1,449,000         1,593,162   

ERAC USA Finance LLC, 5.600%, 05/01/15(b)

      1,115,000         1,184,246   
     

 

 

  
        4,106,327   
     

 

 

  

Computers 0.6%

      

Apple, Inc., 3.850%, 05/04/43

      1,273,000         1,063,496   

IBM Corp., 0.875%, 10/31/14

      6,104,000         6,128,666   
     

 

 

  
        7,192,162   
     

 

 

  

Diversified Financial Services 2.7%

      

American Express Credit Corp., 2.375%, 03/24/17, MTN

      1,745,000         1,793,647   

CME Group, Inc., 5.750%, 02/15/14

      1,428,000         1,436,371   

Ford Motor Credit Co. LLC, 4.375%, 08/06/23

      1,389,000         1,396,444   

Ford Motor Credit Co. LLC, 5.000%, 05/15/18

      2,857,000         3,182,438   

General Electric Capital Corp., Series B, 6.250%, 12/15/22(a)(f)

      4,100,000         4,233,250   

General Electric Capital Corp., Series C, 5.250%, 06/15/23(a)(f)

      3,000,000         2,820,000   

John Deere Capital Corp., 1.250%, 12/02/14, MTN

      2,195,000         2,214,388   

Lazard Group LLC, 4.250%, 11/14/20

      4,389,000         4,379,476   

MassMutual Global Funding LLC, 2.000%, 04/05/17(b)

      1,783,000         1,788,238   

PACCAR Financial Corp., 1.550%, 09/29/14, MTN

      2,900,000         2,924,340   

Toyota Motor Credit Corp., 3.200%, 06/17/15, MTN

      970,000         1,008,745   

Woodside Finance Ltd., 4.600%, 05/10/21(b)

      3,100,000         3,246,354   
     

 

 

  
        30,423,691   
     

 

 

  

Electric 0.4%

      

Dominion Resources, Inc., 1.950%, 08/15/16

      647,000         657,706   

Exelon Generation Co. LLC, 6.200%, 10/01/17

      1,395,000         1,576,414   

MidAmerican Energy Holdings Co., 6.125%, 04/01/36

      1,561,000         1,773,396   
     

 

 

  
        4,007,516   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Electronics 0.4%

  

Agilent Technologies, Inc., 3.875%, 07/15/23

      4,394,000         4,164,690   
     

 

 

  

Healthcare - Products 0.0%(c)

      

Becton Dickinson and Co., 3.250%, 11/12/20

      530,000         529,153   
     

 

 

  

Healthcare - Services 0.3%

      

Howard Hughes Medical Institute, 3.500%, 09/01/23

      2,160,000         2,124,058   

WellPoint, Inc., 5.100%, 01/15/44

      1,036,000         1,027,346   
     

 

 

  
        3,151,404   
     

 

 

  

Insurance 1.4%

      

Allstate Corp. (The), 5.750%, 08/15/53(a)

      2,452,000         2,470,390   

American International Group, Inc., 5.850%, 01/16/18, MTN

      3,592,000         4,120,204   

Arch Capital Group US, Inc., 5.144%, 11/01/43

      2,075,000         2,074,776   

Berkshire Hathaway, Inc., 3.200%, 02/11/15

      3,622,000         3,733,188   

Fairfax Financial Holdings Ltd., 5.800%, 05/15/21(b)

      1,036,000         1,050,422   

Nationwide Financial Services, Inc., 5.375%, 03/25/21(b)

      2,594,000         2,781,175   
     

 

 

  
        16,230,155   
     

 

 

  

Internet 0.1%

      

eBay, Inc., 4.000%, 07/15/42

      686,000         580,945   
     

 

 

  

Media 0.3%

      

Comcast Corp., 4.650%, 07/15/42

      2,631,000         2,448,419   

Time Warner, Inc., 4.900%, 06/15/42

      1,640,000         1,556,837   
     

 

 

  
        4,005,256   
     

 

 

  

Mining 1.9%

      

Barrick (PD) Australia Finance Property Ltd., 4.950%, 01/15/20

      667,000         675,459   

Barrick (PD) Australia Finance Property Ltd., 5.950%, 10/15/39

      6,210,000         5,373,165   

Barrick International Barbados Corp., 6.350%, 10/15/36(b)

      1,083,000         970,520   

Barrick North America Finance LLC, 5.750%, 05/01/43

      2,289,000         2,058,278   

BHP Billiton Finance USA Ltd., 1.125%, 11/21/14

      2,260,000         2,276,272   

Kinross Gold Corp., 5.125%, 09/01/21(g)

      2,783,000         2,658,664   

Newmont Mining Corp., 6.250%, 10/01/39

      8,490,000         7,509,575   
     

 

 

  
        21,521,933   
     

 

 

  

Miscellaneous Manufacturer 0.3%

      

3M Co., 1.375%, 09/29/16

      1,247,000         1,265,549   

General Electric Co., 4.125%, 10/09/42

      1,441,000         1,331,279   

General Electric Co., 5.250%, 12/06/17

      1,214,000         1,374,178   
     

 

 

  
        3,971,006   
     

 

 

  

Oil & Gas 0.4%

      

BP Capital Markets PLC, 2.248%, 11/01/16

      2,636,000         2,727,893   

Ensco PLC, 4.700%, 03/15/21

      2,163,000         2,287,894   
     

 

 

  
        5,015,787   
     

 

 

  

Oil & Gas Services 0.6%

      

Schlumberger Investment SA, 3.300%, 09/14/21(b)

      1,946,000         1,934,709   

Weatherford International Ltd., 5.125%, 09/15/20

      1,330,000         1,428,763   

Weatherford International Ltd., 5.950%, 04/15/42

      1,706,000         1,709,310   

Weatherford International Ltd., 6.500%, 08/01/36

      1,276,000         1,330,855   
     

 

 

  
        6,403,637   
     

 

 

  

Pharmaceuticals 0.6%

      

Express Scripts Holding Co., 2.650%, 02/15/17

      1,830,000         1,886,135   

Mylan, Inc., 1.800%, 06/24/16(b)

      1,184,000         1,207,037   

Novartis Securities Investment Ltd., 5.125%, 02/10/19

      1,137,000         1,287,505   

Perrigo Co. PLC, 5.300%, 11/15/43(b)

      1,643,000         1,612,679   

Zoetis, Inc., 4.700%, 02/01/43

      1,117,000         1,044,014   
     

 

 

  
        7,037,370   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Pipelines 0.7%

  

Enterprise Products Operating LLC, 4.850%, 03/15/44

      2,483,000         2,335,016   

Kinder Morgan Energy Partners LP, 5.000%, 08/15/42

      4,375,000         4,040,575   

TC Pipelines LP, 4.650%, 06/15/21

      1,428,000         1,444,959   
     

 

 

  
        7,820,550   
     

 

 

  

Real Estate Investment Trust 0.8%

      

American Tower Corp., 3.500%, 01/31/23

      2,285,000         2,083,337   

American Tower Corp., 5.000%, 02/15/24(g)

      3,680,000         3,707,210   

Digital Realty Trust LP, 4.500%, 07/15/15

      2,401,000         2,497,444   

Digital Realty Trust LP, 5.875%, 02/01/20

      617,000         656,399   
     

 

 

  
        8,944,390   
     

 

 

  

Retail 1.4%

      

AutoZone, Inc., 3.700%, 04/15/22

      1,768,000         1,705,917   

Best Buy Co., Inc., 5.000%, 08/01/18

      6,470,000         6,777,325   

Macy’s Retail Holdings, Inc., 4.300%, 02/15/43

      1,709,000         1,442,305   

Wal-Mart Stores, Inc., 1.125%, 04/11/18

      6,152,000         5,970,516   
     

 

 

  
        15,896,063   
     

 

 

  

Semiconductors 0.9%

      

Analog Devices, Inc., 3.000%, 04/15/16

      377,000         392,978   

Intel Corp., 1.950%, 10/01/16

      1,424,000         1,463,868   

Intel Corp., 4.250%, 12/15/42

      428,000         378,272   

Intel Corp., 4.800%, 10/01/41

      5,117,000         4,990,277   

TSMC Global Ltd., 1.625%, 04/03/18(b)

      2,920,000         2,796,297   
     

 

 

  
        10,021,692   
     

 

 

  

Software 0.5%

      

Fidelity National Information Services, Inc., 3.500%, 04/15/23

      2,227,000         2,029,940   

Oracle Corp., 1.200%, 10/15/17

      1,573,000         1,547,923   

Oracle Corp., 2.375%, 01/15/19

      1,921,000         1,938,197   
     

 

 

  
        5,516,060   
     

 

 

  

Telecommunication Services 2.2%

      

AT&T, Inc., 2.375%, 11/27/18

      4,266,000         4,269,660   

AT&T, Inc., 4.350%, 06/15/45

      2,047,000         1,732,974   

CC Holdings GS V LLC/Crown Castle GS III Corp., 3.849%, 04/15/23

      3,737,000         3,498,217   

Cisco Systems, Inc., 5.500%, 02/22/16

      1,378,000         1,515,985   

Cisco Systems, Inc., 5.500%, 01/15/40

      2,876,000         3,042,903   

Softbank Corp., 4.500%, 04/15/20(b)

      2,725,000         2,656,875   

Verizon Communications, Inc., 6.550%, 09/15/43

      6,670,000         7,803,626   
     

 

 

  
        24,520,240   
     

 

 

  

Transportation 0.1%

      

United Parcel Service, Inc., 3.125%, 01/15/21

      1,260,000         1,261,512   
     

 

 

  

Total Corporate Bonds (Cost $263,569,387)

         263,080,916   
     

 

 

  

Municipal Bond 0.7%

      

New York 0.7%

      

Utility Debt Securitization Authority, Series T, RB, 2.937%, 06/15/23

      8,531,000         8,422,230   
     

 

 

  

Total Municipal Bond (Cost $8,530,744)

         8,422,230   
     

 

 

  

U.S. Government Agency Mortgages 32.2%

      

Federal Home Loan Mortgage Corporation

      

Pool #J14244, 3.000%, 01/01/26

      2,554,752         2,607,540   

 

See Notes to Schedules of Portfolio Investments.

Pool #J14245, 3.000%, 01/01/26

      1,406,027         1,435,302   

Pool #J17791, 3.000%, 01/01/27

      6,248,537         6,373,412   

Pool #J18800, 3.000%, 04/01/27

      9,277,794         9,462,777   

Pool #J19638, 2.500%, 07/01/27

      685,694         680,625   

Pool #J19620, 2.500%, 07/01/27

      567,995         563,796   

Pool #G14517, 2.500%, 07/01/27

      3,259,818         3,236,232   

Pool #J20118, 2.500%, 08/01/27

      2,994,408         2,970,987   

Pool #E04075, 2.500%, 08/01/27

      5,183,823         5,143,819   

Pool #J21337, 2.500%, 08/01/27

      976,320         969,101   

Pool #J20729, 2.500%, 10/01/27

      2,556,857         2,538,624   

Pool #G14599, 2.500%, 11/01/27

      4,299,293         4,265,927   

Pool #J21439, 2.500%, 12/01/27

      3,431,760         3,408,838   

Pool #J22047, 2.000%, 01/01/28

      1,191,433         1,148,931   

Pool #J22862, 2.000%, 03/01/28

      543,107         523,242   

Pool #J22899, 2.000%, 03/01/28

      244,167         235,216   

Pool #J22836, 2.500%, 03/01/28

      4,814,419         4,776,156   

Pool #J22831, 2.500%, 03/01/28

      4,942,869         4,903,445   

Pool #J23429, 2.500%, 04/01/28

      2,421,183         2,401,743   

Pool #J23430, 2.500%, 04/01/28

      3,346,752         3,320,012   

Pool #J23427, 2.500%, 04/01/28

      2,952,659         2,930,323   

Pool #G18469, 2.000%, 06/01/28

      1,115,532         1,074,636   

Pool #J24561, 2.500%, 06/01/28

      3,827,003         3,799,857   

Pool #D99439, 3.500%, 06/01/32

      1,003,750         1,023,068   

Pool #G30614, 3.500%, 12/01/32

      6,388,466         6,511,053   

Pool #A12413, 5.000%, 08/01/33

      488,595         529,155   

Pool #G05052, 5.000%, 10/01/33

      296,006         320,114   

Pool #G04918, 5.000%, 04/01/34

      1,094,655         1,185,257   

Pool #G01828, 4.500%, 04/01/35

      63,603         67,470   

Pool #G01779, 5.000%, 04/01/35

      602,775         652,314   

Pool #G01837, 5.000%, 07/01/35

      4,155,209         4,494,990   

Pool #A37619, 4.500%, 09/01/35

      2,010,889         2,130,223   

Pool #A37900, 4.500%, 09/01/35

      537,663         569,894   

Pool #A39731, 5.000%, 11/01/35

      948,236         1,023,114   

Pool #G05325, 4.500%, 03/01/36

      5,000,352         5,307,357   

Pool #G02069, 5.500%, 03/01/36

      269,699         294,706   

Pool #Q01807, 4.500%, 07/01/36

      2,385,966         2,529,078   

Pool #Z40004, 6.000%, 08/01/36

      868,527         957,320   

Pool #G04997, 5.000%, 01/01/37

      1,284,049         1,386,626   

Pool #G05521, 5.500%, 05/01/37

      601,326         663,378   

Pool #G05326, 5.000%, 02/01/38

      5,086,793         5,495,487   

Pool #G04337, 5.500%, 04/01/38

      714,661         778,891   

Pool #G07135, 6.000%, 10/01/38

      3,739,798         4,133,799   

Pool #G08347, 4.500%, 06/01/39

      4,702,088         4,991,147   

Pool #G08353, 4.500%, 07/01/39

      5,665,997         6,000,410   

Pool #G06079, 6.000%, 07/01/39

      1,586,700         1,750,668   

Pool #A87874, 4.000%, 08/01/39

      1,465,683         1,510,097   

Pool #A89148, 4.000%, 10/01/39

      2,122,660         2,181,758   

Pool #G08372, 4.500%, 11/01/39

      3,095,646         3,277,998   

Pool #G06990, 5.500%, 08/01/40

      6,692,306         7,293,770   

Pool #A93996, 4.500%, 09/01/40

      1,333,920         1,413,334   

Pool #A97047, 4.500%, 02/01/41

      1,533,992         1,625,601   

Pool #Q00291, 5.000%, 04/01/41

      488,161         528,388   
     

 

 

  
        139,397,006   
     

 

 

  

Federal National Mortgage Association

      

Pool #471235, 3.120%, 05/01/22

      359,718         359,653   

Pool #AM0345, 2.460%, 08/01/22

      877,481         833,079   

Pool #AM0463, 2.720%, 09/01/22

      1,650,387         1,591,987   

 

See Notes to Schedules of Portfolio Investments.

Pool #AM0697, 2.420%, 10/01/22

      508,241         479,712   

Pool #AM2685, 2.670%, 03/01/23

      1,224,361         1,158,671   

Pool #AB9086, 2.500%, 04/01/23

      8,752,767         8,936,372   

Pool #AM3353, 2.450%, 05/01/23

      722,494         676,227   

Pool #AM3691, 2.540%, 06/01/23

      1,384,479         1,299,840   

Pool #AM3489, 2.560%, 06/01/23

      1,125,109         1,064,545   

Pool #AM3713, 2.610%, 06/01/23

      946,606         892,693   

Pool #AM3851, 3.020%, 07/01/23

      4,081,000         3,898,954   

Pool #AM3916, 3.080%, 07/01/23

      2,390,868         2,325,642   

Pool #AM3951, 3.220%, 07/01/23

      927,445         913,025   

Pool #AM4001, 3.590%, 07/01/23

      1,857,000         1,877,266   

Pool #AM3972, 3.000%, 08/01/23

      2,694,309         2,607,887   

Pool #AM4233, 3.440%, 08/01/23

      1,650,977         1,649,183   

Pool #AM4025, 3.650%, 08/01/23

      375,254         380,879   

Pool #AM4407, 3.650%, 09/01/23

      4,192,474         4,249,586   

Pool #AM4353, 3.740%, 09/01/23

      5,906,465         5,969,585   

Pool #932871, 3.000%, 01/01/26

      609,481         622,770   

Pool #AJ8325, 3.000%, 12/01/26

      2,391,165         2,442,869   

Pool #AL3274, 3.000%, 05/01/27

      2,822,040         2,887,544   

Pool #AB6472, 2.000%, 10/01/27

      5,583,587         5,385,552   

Pool #AP9623, 2.000%, 10/01/27

      1,735,834         1,674,269   

Pool #AB6644, 2.500%, 10/01/27

      9,988,258         9,919,318   

Pool #AB6480, 2.500%, 10/01/27

      3,076,211         3,054,984   

Pool #AQ4497, 2.500%, 11/01/27

      1,071,785         1,064,387   

Pool #AB7081, 2.500%, 11/01/27

      801,684         796,149   

Pool #AL2716, 2.000%, 12/01/27

      1,496,289         1,443,220   

Pool #AR0379, 2.000%, 12/01/27

      1,651,121         1,592,560   

Pool #AB7142, 2.500%, 12/01/27

      1,380,824         1,371,292   

Pool #AB7158, 2.500%, 12/01/27

      1,921,517         1,908,245   

Pool #AR1524, 2.000%, 01/01/28

      11,833,195         11,413,504   

Pool #AQ9956, 2.000%, 01/01/28

      231,892         223,667   

Pool #AB7707, 2.000%, 01/01/28

      1,609,564         1,552,477   

Pool #AR6867, 2.000%, 02/01/28

      5,609,576         5,410,620   

Pool #AB7795, 2.500%, 02/01/28

      17,460,031         17,300,096   

Pool #AS0001, 2.000%, 07/01/28

      9,118,213         8,794,814   

Pool #AL4042, 2.000%, 08/01/28

      4,311,627         4,158,705   

Pool #AS0338, 2.000%, 08/01/28

      3,326,316         3,208,340   

Pool #MA0199, 4.000%, 10/01/29

      331,396         346,051   

Pool #MA0481, 4.500%, 08/01/30

      5,789,855         6,169,192   

Pool #AB1763, 4.000%, 11/01/30

      729,663         762,792   

Pool #MA0587, 4.000%, 12/01/30

      2,214,378         2,312,745   

Pool #MA0804, 4.000%, 07/01/31

      1,641,207         1,714,460   

Pool #AB4168, 3.500%, 01/01/32

      6,005,968         6,115,687   

Pool #MA0949, 3.500%, 01/01/32

      4,192,994         4,269,535   

Pool #MA0976, 3.500%, 02/01/32

      896,462         912,829   

Pool #AK4899, 3.500%, 02/01/32

      219,984         223,981   

Pool #AK4934, 3.500%, 02/01/32

      104,008         105,903   

Pool #MA1107, 3.500%, 07/01/32

      472,606         481,282   

Pool #AO3244, 3.500%, 08/01/32

      2,277,779         2,319,596   

Pool #AP6368, 3.500%, 09/01/32

      3,711,750         3,779,832   

Pool #AP9592, 3.500%, 10/01/32

      4,376,742         4,457,019   

Pool #AB7691, 3.500%, 01/01/33

      2,144,769         2,184,122   

Pool #AB8428, 3.500%, 02/01/33

      4,401,181         4,481,853   

Pool #255458, 5.500%, 11/01/34

      385,790         424,240   

Pool #843434, 5.500%, 05/01/35

      637,137         701,239   

Pool #745044, 4.500%, 08/01/35

      1,230,775         1,306,868   

Pool #190370, 6.000%, 06/01/36

      4,831,282         5,373,317   

Pool #AI7951, 4.500%, 08/01/36

      1,347,676         1,427,818   

Pool #890547, 4.000%, 11/01/36

      3,603,401         3,710,990   

 

See Notes to Schedules of Portfolio Investments.

Pool #745950, 6.000%, 11/01/36

      3,366,151         3,745,258   

Pool #995082, 5.500%, 08/01/37

      1,969,328         2,166,968   

Pool #890248, 6.000%, 08/01/37

      684,367         768,117   

Pool #889529, 6.000%, 03/01/38

      311,705         346,780   

Pool #889643, 6.000%, 03/01/38

      373,907         415,496   

Pool #995724, 6.000%, 04/01/39

      2,615,688         2,908,225   

Pool #932441, 4.000%, 01/01/40

      9,778,458         10,067,843   

Pool #AC9564, 4.500%, 02/01/40

      1,200,495         1,275,718   

Pool #AB1343, 4.500%, 08/01/40

      3,068,144         3,267,312   

Pool #AL0005, 4.500%, 01/01/41

      1,452,048         1,538,584   

Pool #AB2694, 4.500%, 04/01/41

      1,571,387         1,684,532   

Pool #AB3274, 4.500%, 07/01/41

      4,689,797         4,982,347   

Pool #AL1627, 4.500%, 09/01/41

      4,518,017         4,798,100   
     

 

 

  
        218,936,799   
     

 

 

  

SLM Student Loan Trust

      

Series 2013-6, Cl A1, 0.449%, 02/25/19(a)

      7,918,000         7,918,190   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $366,124,151)

         366,251,995   
     

 

 

  

Preferred Stocks 0.5%

      

Banks 0.3%

      

PNC Financial Services Group, Inc., Series P, 6.125%(f)

      57,525         1,452,506   

US Bancorp, Series F, 6.500%(f)

      72,925         1,917,928   
     

 

 

  
        3,370,434   
     

 

 

  

Insurance 0.2%

      

Arch Capital Group Ltd., Series C, 6.750%(f)

      44,950         1,030,703   

Reinsurance Group of America, Inc., 6.200%

      31,900         774,213   
     

 

 

  
        1,804,916   
     

 

 

  

Real Estate Investment Trust 0.0%(c)

      

Public Storage, Series U, 5.625%(f)

      19,425         392,579   
     

 

 

  

Total Preferred Stocks (Cost $5,681,830)

         5,567,929   
     

 

 

  

U.S. Treasury Obligations 21.4%

      

U.S. Treasury Bond 3.7%

      

3.625%, 08/15/43

      44,701,000         42,214,507   
     

 

 

  

U.S. Treasury Notes 17.7%

      

0.500%, 06/15/16(h)

      93,033,000         92,938,478   

1.375%, 07/31/18

      3,593,000         3,560,721   

2.750%, 11/15/23(g)

      107,473,000         105,138,794   
     

 

 

  
        201,637,993   
     

 

 

  

Total U.S. Treasury Obligations (Cost $246,923,510)

         243,852,500   
     

 

 

  

Foreign Government Bond 0.5%

      

Sovereign 0.5%

      

Mexico Government International Bond, 4.000%, 10/02/23

      6,126,000         6,064,740   
     

 

 

  

Total Foreign Government Bond (Cost $6,053,030)

         6,064,740   
     

 

 

  

Short-Term Investment 3.1%

      

RidgeWorth Funds Securities Lending Joint Account(i)

      34,931,500         34,931,500   
     

 

 

  

Total Short-Term Investment (Cost $34,931,500)

         34,931,500   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 2.0%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(j)

      22,315,485         22,315,485   
     

 

 

  

Total Money Market Fund (Cost $22,315,485)

         22,315,485   
     

 

 

  

Total Investments

(Cost $1,185,718,044) — 103.7%

         1,180,703,447   

Liabilities in Excess of Other Assets — (3.7)%

         (41,720,738 ) 
     

 

 

  

Net Assets — 100.0%

       $ 1,138,982,709   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 18.5% of net assets as of December 31, 2013.
(c) Less than 0.05% of Net Assets.
(d) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(e) The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(f) Security is perpetual in nature and has no stated maturity.
(g) The security or a partial position of the security was on loan as of December 31, 2013. The total value of securities on loan as of December 31, 2013 was $34,060,291.
(h) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(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 December 31, 2013 (See Note 2 (i)).
(j) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

ADS    – American Depositary Shares
MTN    – Medium Term Note
PIK    – Payment in-kind
RB    – Revenue Bond
REMIC    – Real Estate Mortgage Investment Conduit

Centrally Cleared Interest Rate Swap Contracts

At December 31, 2013, the Fund’s open interest rate swap contracts were as follows:

 

Underlying

Instrument

    Broker     Notional
Amount		      Fixed
Rate		     Expiration
Date		      Value     Unrealized
Depreciation		  

Brazilian Real

      JP Morgan (CME)    $ 44,516,980         11.080 %      01/02/17       $ (520,165 )    $ (520,165 ) 

Brazilian Real

      JP Morgan (CME)      19,028,954         11.760        01/02/17         (73,713 )      (73,712 ) 
            

 

 

    

 

 

  
   $ (593,878 )    $ (593,877 ) 
            

 

 

    

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Forward Foreign Currency Contracts

At December 31, 2013, the Fund’s forward foreign currency contracts were as follows:

 

Currency

    Counterparty      Delivery
Date		      Contract
Amount in
Local
Currency		      Contract
Value in USD		      Market
Value		      Unrealized
Appreciation
(Depreciation)		  

Short:

  

Euro

      JPMorgan         01/31/14         11,632,235       $ 16,080,000       $ 16,002,248       $ 77,752   

Indian Rupee

      JPMorgan         02/10/14         455,914,000         7,302,803         7,303,388         (585 ) 
           

 

 

     

 

 

     

 

 

  

Total Short Contracts

             $ 23,382,803       $ 23,305,636       $ 77,167   
           

 

 

     

 

 

     

 

 

  

Long:

                  

Brazilian Real

      JPMorgan         02/04/14         19,517,190       $ 8,350,824       $ 8,206,160       $ (144,664 ) 

Indian Rupee

      JPMorgan         02/10/14         455,914,000         7,319,216         7,303,388         (15,828 ) 

Mexican Peso

      JPMorgan         02/13/14         477,485,912         36,986,170         36,449,399         (536,771 ) 

Peruvian Nouveau Sol

      JPMorgan         01/21/14         16,906,150         5,995,089         6,026,268         31,179   
           

 

 

     

 

 

     

 

 

  

Total Long Contracts

             $ 58,651,299       $ 57,985,215       $ (666,084 ) 
           

 

 

     

 

 

     

 

 

  

As of December 31, 2013, the Fund had the following unfunded loan commitments:

 

Borrower

    Unfunded
Commitments		      Unrealized
Appreciation		  

Golden Nugget, Inc.

    $ 48,000       $ 1,135   

Power Team Services, LLC.

      9,730         69   
  

 

 

     

 

 

  
   $ 57,730       $ 1,204   
  

 

 

     

 

 

  

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

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Ultra-Short Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 10.6%

      

Automobiles 7.4%

      

Ally Auto Receivables Trust, Series 2010-4, Cl A4, 1.350%, 12/15/15

      1,034,902         1,037,894   

BMW Vehicle Owner Trust 2011-A, Series 2011-A, Cl A4, 1.030%, 02/26/18

      1,150,000         1,156,715   

Ford Credit Auto Owner Trust, Series 2010-B, Cl A4, 1.580%, 09/15/15

      110,705         111,132   

Ford Credit Auto Owner Trust, Series 2012-D, Cl A3, 0.510%, 04/15/17

      1,000,000         1,001,103   

Harley-Davidson Motorcycle Trust, Series 2011-1, Cl A3, 0.960%, 05/16/16

      351,968         352,367   

Harley-Davidson Motorcycle Trust, Series 2011-2, Cl A3, 1.110%, 09/15/16

      359,712         360,420   

Honda Auto Receivables Owner Trust, Series 2011-1, Cl A4, 1.800%, 04/17/17

      437,042         438,933   

Mercedes-Benz Auto Lease Trust, Series 2013-A, Cl A3, 0.590%, 02/15/16

      1,340,000         1,340,823   

Nissan Auto Lease 2013-A, Series 2013-A, Cl A2B, 0.297%, 09/15/15(a)

      675,000         674,689   

Nissan Auto Receivables 2013-A Owner Trust, Series 2013-A, Cl A2, 0.370%, 09/15/15

      194,246         194,270   

World Omni Auto Receivables Trust, Series 2011-A, Cl A3, 1.110%, 05/15/15

      8,845         8,848   

World Omni Auto Receivables Trust, Series 2011-A, Cl A4, 1.910%, 04/15/16

      1,885,000         1,901,143   
     

 

 

  
        8,578,337   
     

 

 

  

Credit Card 1.6%

      

Discover Card Master Trust, Series 2012-A3, Cl A, 0.860%, 11/15/17

      1,875,000         1,882,584   
     

 

 

  

Other 0.9%

      

John Deere Owner Trust, Series 2011-A, Cl A4, 1.960%, 04/16/18

      1,000,000         1,006,702   
     

 

 

  

Student Loan Asset Backed Security 0.7%

      

SLM Student Loan Trust, Series 2013-5, Cl A1, 0.425%, 05/25/18(a)

      778,139         778,162   
     

 

 

  

Total Asset-Backed Securities (Cost $12,242,166)

         12,245,785   
     

 

 

  

Collateralized Mortgage Obligations 27.9%

      

Agency Collateralized Mortgage Obligations 9.2%

      

Federal Home Loan Mortgage Corporation

      

Series 3792, Cl DF, REMIC, 0.567%, 11/15/40(a)

      1,759,820         1,764,633   

Series 3824, Cl FA, REMIC, 0.317%, 03/15/26(a)

      1,039,692         1,038,171   
     

 

 

  
        2,802,804   
     

 

 

  

Federal National Mortgage Association

      

Series 2005-92, Cl UF, 0.515%, 10/25/25(a)

      232,271         233,136   

Series 2007-109, Cl NF, 0.715%, 12/25/37(a)

      802,248         808,930   

Series 2007-54, Cl KF, 0.475%, 06/25/37(a)

      459,692         459,349   

Series 2009-37, Cl HA, 4.000%, 04/25/19

      84,395         88,590   

Series 2010-134, Cl BF, 0.595%, 10/25/40(a)

      1,022,239         1,023,473   

Series 2011-M1, Cl FA, 0.615%, 06/25/21(a)

      1,498,479         1,510,973   

Series 2013-M5, Cl ASQ2, 0.595%, 08/25/15

      1,570,752         1,567,945   
     

 

 

  
        5,692,396   
     

 

 

  

NCUA Guaranteed Notes

      

Series 2010-R2, Cl 1A, 0.539%, 11/06/17(a)

      829,816         830,853   

Series 2011-R5, Cl 1A, 0.549%, 04/06/20(a)

      684,418         680,517   

Series 2011-R6, Cl 1A, 0.549%, 05/07/20(a)

      609,870         612,004   
     

 

 

  
        2,123,374   
     

 

 

  
        10,618,574   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Agency Collateralized Planned Amortization Class Mortgage Obligations 0.5%

      

Federal Home Loan Mortgage Corporation

      

Series 3200, Cl FP, 0.367%, 08/15/36(a)

      381,991         379,869   
     

 

 

  

Federal National Mortgage Association

      

Series 2005-42, Cl PF, 0.365%, 05/25/35(a)

      226,303         226,072   
     

 

 

  
        605,941   
     

 

 

  

Commercial Mortgage Backed Securities 17.9%

      

Banc of America Commercial Mortgage, Inc.

      

Series 2004-1, Cl A4, 4.760%, 11/10/39

      54,492         54,460   

Series 2004-3, Cl A5, 5.556%, 06/10/39(a)

      804,524         808,558   

Series 2004-6, Cl AJ, 4.870%, 12/10/42(a)

      1,535,000         1,574,043   

Series 2005-2, Cl AM, 4.913%, 07/10/43(a)

      185,000         194,051   
     

 

 

  
        2,631,112   
     

 

 

  

Bear Stearns Commercial Mortgage Securities Trust

      

Series 2006-PW14, Cl A4, 5.201%, 12/11/38

      1,715,000         1,873,356   
     

 

 

  

COMM 2005-C6 Mortgage Trust

      

Series 2005-C6, Cl AJ, 5.209%, 06/10/44(a)

      405,000         422,414   
     

 

 

  

FDIC Structured Sale Guaranteed Notes

      

Series 2011-C1, Cl A, 1.840%, 04/25/31(a)(b)

      480,250         482,695   
     

 

 

  

Federal National Mortgage Association

      

Series 2013-M11, Cl A, 1.500%, 01/25/18

      2,220,055         2,242,262   
     

 

 

  

GMAC Commercial Mortgage Securities, Inc.

      

Series 2004-C3, Cl A4, 4.547%, 12/10/41

      326,288         327,014   
     

 

 

  

JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2

      

Series 2005-LDP2, Cl A4, 4.738%, 07/15/42

      2,000,000         2,083,502   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities

      

Series 2004-CBX, Cl A5, 4.654%, 01/12/37

      989,360         991,907   

Series 2005-LDP1, Cl A2, 4.625%, 03/15/46

      130,840         130,856   

Series 2005-LDP1, Cl A4, 5.038%, 03/15/46(a)

      1,285,000         1,325,358   
     

 

 

  
        2,448,121   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Corp.

      

Series 2004-CB8, Cl A4, 4.404%, 01/12/39

      403,785         403,851   

Series 2005-LDP3, Cl A4A, 4.936%, 08/15/42(a)

      318,570         334,616   
     

 

 

  
        738,467   
     

 

 

  

LB Commercial Mortgage Trust

      

Series 1998-C4, Cl G, 5.600%, 10/15/35(b)

      297,680         301,242   
     

 

 

  

LB-UBS Commercial Mortgage Trust

      

Series 2004-C4, Cl A4, 5.494%, 06/15/29(a)

      45,706         46,011   
     

 

 

  

LB-UBS Commercial Mortgage Trust 2004-C7

      

Series 2004-C7, Cl A6, 4.786%, 10/15/29(a)

      1,533,707         1,556,340   
     

 

 

  

Merrill Lynch Mortgage Trust

      

Series 2005-CKI1, Cl A6, 5.280%, 11/12/37(a)

      1,484,467         1,575,306   
     

 

 

  

Morgan Stanley Bank of America Merrill Lynch Trust

      

Series 2013-C12, Cl A1, 1.313%, 10/15/46

      1,291,511         1,294,527   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Morgan Stanley Capital I

      

Series 2004-IQ7, Cl A4, 5.385%, 06/15/38(a)

      684,449         690,334   
     

 

 

  

Wachovia Bank Commercial Mortgage Trust

      

Series 2005-C20, Cl A7, 5.118%, 07/15/42(a)

      357,493         376,732   

Series 2005-C22, Cl A4, 5.289%, 12/15/44(a)

      1,500,000         1,596,751   
     

 

 

  
        1,973,483   
     

 

 

  
        20,686,186   
     

 

 

  

Whole Loan Collateral Mortgage Obligation 0.3%

      

Banc of America Mortgage Securities, Inc.

      

Series 2003-F, Cl 1A1, 2.623%, 07/25/33(a)

      390,195         385,503   
     

 

 

  

Total Collateralized Mortgage Obligation (Cost $32,245,766)

         32,296,204   
     

 

 

  

Corporate Bonds 46.4%

      

Advertising 0.5%

      

Omnicom Group, Inc., 5.900%, 04/15/16

      505,000         558,237   
     

 

 

  

Auto Manufacturers 3.7%

      

Daimler Finance North America LLC, 1.102%, 08/01/18(a)(b)

      1,665,000         1,673,963   

General Motors Co., 3.500%, 10/02/18(b)

      640,000         654,400   

PACCAR Financial Corp., 0.842%, 12/06/18, MTN(a)

      445,000         445,639   

Volkswagen International Finance, 0.676%, 11/18/16(a)(b)

      785,000         786,782   

Volkswagen International Finance, 1.150%, 11/20/15(b)

      750,000         756,087   
     

 

 

  
        4,316,871   
     

 

 

  

Banks 9.1%

      

Bank of America Corp., 1.066%, 03/22/16, MTN(a)

      725,000         730,156   

Bank of Nova Scotia, 0.428%, 02/19/15

      405,000         405,600   

Branch Banking & Trust Co., 0.564%, 09/13/16(a)

      900,000         893,404   

Capital One Financial Corp., 0.878%, 11/06/15(a)

      740,000         741,936   

Citigroup, Inc., 1.300%, 11/15/16

      805,000         802,191   

Goldman Sachs Group, Inc. (The), 5.950%, 01/18/18

      955,000         1,085,776   

HSBC USA, Inc., 2.375%, 02/13/15

      915,000         933,636   

JPMorgan Chase & Co., 0.857%, 02/26/16, MTN(a)

      725,000         727,980   

JPMorgan Chase & Co., 5.150%, 10/01/15

      635,000         678,687   

JPMorgan Chase & Co., 6.125%, 06/27/17

      295,000         335,066   

Morgan Stanley, 1.488%, 02/25/16(a)

      720,000         729,364   

Morgan Stanley, 5.375%, 10/15/15

      465,000         500,141   

Wachovia Bank NA, 0.573%, 03/15/16, MTN(a)

      1,081,000         1,075,798   

Wells Fargo & Co., 1.250%, 07/20/16

      860,000         866,380   
     

 

 

  
        10,506,115   
     

 

 

  

Chemicals 1.6%

      

Ecolab, Inc., 2.375%, 12/08/14

      735,000         746,509   

Sherwin-Williams Co. (The), 3.125%, 12/15/14

      1,065,000         1,090,599   
     

 

 

  
        1,837,108   
     

 

 

  

Commercial Services 0.5%

      

ERAC USA Finance LLC, 1.400%, 04/15/16(b)

      590,000         590,466   
     

 

 

  

Computers 0.5%

      

Hewlett-Packard Co., 3.000%, 09/15/16

      555,000         577,323   
     

 

 

  

Distribution/Wholesale 0.6%

      

Glencore Funding LLC, 1.396%, 05/27/16(a)(b)

      745,000         741,514   
     

 

 

  

Diversified Financial Services 6.5%

      

American Express Credit Corp., 0.747%, 07/29/16(a)

      1,175,000         1,180,708   

American Honda Finance Corp., 0.744%, 10/07/16(a)

      735,000         738,823   

 

See Notes to Schedules of Portfolio Investments.

Caterpillar Financial Services Corp., 4.625%, 06/01/15

      675,000         712,980   

Ford Motor Credit Co. LLC, 0.992%, 01/17/17, Series 00, MTN(a)

      550,000         552,140   

Ford Motor Credit Co. LLC, 5.000%, 05/15/18

      665,000         740,750   

General Electric Capital Corp., 0.894%, 07/12/16, MTN(a)

      1,435,000         1,445,068   

Hyundai Capital America, 1.875%, 08/09/16(b)

      495,000         496,793   

Merrill Lynch & Co., Inc., 5.300%, 09/30/15, Series B, MTN

      865,000         926,181   

Woodside Finance Ltd., 4.500%, 11/10/14(b)

      665,000         685,572   
     

 

 

  
        7,479,015   
     

 

 

  

Electric 3.0%

      

Constellation Energy Group, Inc., 4.550%, 06/15/15

      695,000         729,561   

Duke Energy Corp., 6.300%, 02/01/14

      390,000         391,714   

Duke Energy Ohio, Inc., 0.382%, 03/06/15(a)

      280,000         280,138   

MidAmerican Energy Holdings Co., Series D, 5.000%, 02/15/14, Series D

      610,000         613,163   

NextEra Energy Capital Holdings, Inc., 1.611%, 06/01/14

      387,000         388,726   

Nisource Finance Corp., 5.400%, 07/15/14

      600,000         614,753   

PSEG Power LLC, 2.750%, 09/15/16

      480,000         497,047   
     

 

 

  
        3,515,102   
     

 

 

  

Electronics 0.6%

      

Amphenol Corp., 4.750%, 11/15/14

      700,000         723,306   
     

 

 

  

Food 1.0%

      

Kraft Foods Group, Inc., 1.625%, 06/04/15

      610,000         617,748   

Mondelez International, Inc., 6.750%, 02/19/14

      500,000         503,874   
     

 

 

  
        1,121,622   
     

 

 

  

Gas 0.5%

      

Sempra Energy, 1.003%, 03/15/14(a)

      145,000         145,209   

Sempra Energy, 2.000%, 03/15/14

      405,000         406,252   
     

 

 

  
        551,461   

Healthcare - Services 2.6%

      

Providence Health & Services - Washington, 1.047%, 10/01/16(a)

      1,520,000         1,511,415   

UnitedHealth Group, Inc., 4.875%, 03/15/15

      545,000         572,382   

WellPoint, Inc., 5.000%, 12/15/14

      899,000         937,521   
     

 

 

  
        3,021,318   
     

 

 

  

Holding Companies-Diversified 0.6%

      

EnCana Holdings Finance Corp., 5.800%, 05/01/14

      660,000         671,398   
     

 

 

  

Housewares 0.5%

      

Newell Rubbermaid, Inc., 2.000%, 06/15/15

      520,000         526,684   
     

 

 

  

Insurance 2.8%

      

Assurant, Inc., 5.625%, 02/15/14

      360,000         362,028   

Metropolitan Life Global Funding I, 0.774%, 07/15/16(a)(b)

      1,000,000         1,005,539   

Metropolitan Life Global Funding I, 1.700%, 06/29/15(b)

      220,000         223,306   

Prudential Covered Trust 2012-1, 2.997%, 09/30/15(b)

      1,610,750         1,660,649   
     

 

 

  
        3,251,522   
     

 

 

  

Media 3.1%

      

Comcast Corp., 5.300%, 01/15/14

      125,000         125,184   

DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 4.750%, 10/01/14

      475,000         489,132   

NBCUniversal Enterprise, Inc., 0.781%, 04/15/16(a)(b)

      1,780,000         1,789,717   

Time Warner Cable, Inc., 7.500%, 04/01/14

      115,000         116,909   

Time Warner Cable, Inc., 8.250%, 02/14/14

      400,000         403,434   

Viacom, Inc., 1.250%, 02/27/15

      725,000         728,610   
     

 

 

  
        3,652,986   
     

 

 

  

Mining 1.3%

      

Freeport-McMoRan Copper & Gold, Inc., 2.375%, 03/15/18

      735,000         733,204   

Rio Tinto Finance USA Ltd., 8.950%, 05/01/14

      710,000         729,286   
     

 

 

  
        1,462,490   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Oil & Gas 2.0%

      

BP Capital Markets PLC, 0.876%, 09/26/18(a)

      1,450,000         1,452,028   

Devon Energy Corp., 0.694%, 12/15/15(a)

      340,000         340,259   

Marathon Oil Corp., 0.900%, 11/01/15

      573,000         573,478   
     

 

 

  
        2,365,765   
     

 

 

  

Pharmaceuticals 0.7%

      

McKesson Corp., 6.500%, 02/15/14

      865,000         870,920   
     

 

 

  

Pipelines 3.0%

      

Enbridge, Inc., 0.897%, 10/01/16(a)

      195,000         195,741   

Enbridge, Inc., 5.800%, 06/15/14

      365,000         373,505   

Energy Transfer Partners LP, 5.950%, 02/01/15

      690,000         726,947   

Kinder Morgan Energy Partners LP, 5.125%, 11/15/14

      575,000         597,280   

Spectra Energy Capital LLC, 5.500%, 03/01/14

      400,000         403,114   

Spectra Energy Partners LP, 2.950%, 06/15/16

      488,000         506,579   

Sunoco Logistics Partners Operations LP, 8.750%, 02/15/14

      690,000         696,075   
     

 

 

  
        3,499,241   
     

 

 

  

Software 0.3%

      

Fiserv, Inc., 3.125%, 10/01/15

      290,000         300,250   
     

 

 

  

Telecommunication Services 0.7%

      

American Tower Corp., 4.500%, 01/15/18

      670,000         717,746   

Verizon Communications, Inc., 1.773%, 09/15/16(a)

      90,000         92,721   
     

 

 

  
        810,467   
     

 

 

  

Toys/Games/Hobbies 0.4%

      

Hasbro, Inc., 6.125%, 05/15/14

      470,000         479,415   
     

 

 

  

Transportation 0.3%

      

Burlington Northern Santa Fe LLC, 7.000%, 02/01/14

      390,000         391,946   
     

 

 

  

Total Corporate Bonds (Cost $53,735,121)

         53,822,542   
     

 

 

  

Municipal Bond 1.3%

      

South Carolina 1.3%

      

South Carolina State Public Service Authority, Series D, RB, 1.269%, 06/01/16(a)

      1,490,000         1,501,071   
     

 

 

  

Total Municipal Bond (Cost $1,490,000)

         1,501,071   
     

 

 

  

U.S. Government Agency Mortgages 10.4%

      

Federal Home Loan Mortgage Corporation

      

Pool #1Q1404, 2.455%, 01/01/37(a)

      908,440         963,339   

Pool #848852, 2.538%, 08/01/37(a)

      1,385,219         1,466,394   
     

 

 

  
        2,429,733   
     

 

 

  

Federal National Mortgage Association

      

Pool #387206, 5.500%, 01/01/15

      1,244,624         1,275,998   

Pool #745935, 5.682%, 08/01/16

      1,604,657         1,750,909   

Pool #745889, 5.970%, 08/01/16

      284,199         315,661   

Pool #469408, 0.918%, 11/01/18(a)

      2,782,325         2,778,175   

Pool #635082, 2.249%, 05/01/32(a)

      64,047         67,792   

Pool #995542, 2.346%, 02/01/36(a)

      455,469         482,406   

Pool #AL0968, 2.469%, 12/01/36(a)

      395,723         420,079   

Pool #AD0380, 2.399%, 10/01/37(a)

      595,487         629,755   

Pool #AL0966, 2.527%, 11/01/37(a)

      463,716         491,867   

Pool #AL0967, 2.428%, 04/01/38(a)

      632,327         671,256   

Pool #889807, 2.423%, 08/01/38(a)

      717,530         761,855   
     

 

 

  
        9,645,753   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $11,909,611)

         12,075,486   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.8%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(c)

      973,882         973,882   
     

 

 

  

Total Money Market Fund (Cost $973,882)

         973,882   
     

 

 

  

Total Investments

(Cost $112,596,546) — 97.4%

         112,914,970   

Other Assets in Excess of Liabilities — 2.6%

         2,993,338   
     

 

 

  

Net Assets — 100.0%

       $ 115,908,308   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 10.2% of net assets as of December 31, 2013.
(c) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

MTN    – Medium Term Note
RB    – Revenue Bond
REMIC    – Real Estate Mortgage Investment Conduit

Open Futures Contracts

At December 31, 2013, the Fund’s open futures contracts were as follows:

 

Description

    Position      Notional
Amount		     Expiration
Month		      Contracts    Unrealized
Appreciation		  

U.S. Treasury 5 Year Note

      Short       $ (3,625,880 )      March 2014       30    $ 46,505   
             

 

 

  

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

U.S. Government Securities Fund

 

     Shares or
Principal
Amount($)		      Value($)  

U.S. Treasury Obligations 98.2%

      

U.S. Treasury Bonds 17.7%

      

7.125%, 02/15/23

      1,376,000         1,855,773   

6.000%, 02/15/26

      226,000         288,503   

4.500%, 02/15/36

      977,000         1,087,065   

3.625%, 08/15/43

      1,176,000         1,110,585   
     

 

 

  
        4,341,926   
     

 

 

  

U.S. Treasury Notes 80.5%

      

0.375%, 03/15/15

      1,425,000         1,427,950   

0.375%, 11/15/15

      3,157,000         3,158,850   

0.500%, 06/15/16

      4,335,000         4,330,595   

1.000%, 03/31/17

      3,535,000         3,542,734   

0.750%, 03/31/18

      4,600,000         4,469,185   

2.625%, 08/15/20

      2,695,000         2,749,741   
     

 

 

  
        19,679,055   
     

 

 

  

Total U.S. Treasury Obligations (Cost $24,124,458)

         24,020,981   
     

 

 

  

Money Market Fund 1.8%

      

State Street Institutional Treasury Money Market Fund, Institutional Class, 0.00%(a)

      438,177         438,177   
     

 

 

  

Total Money Market Fund (Cost $438,177)

         438,177   
     

 

 

  

Total Investments

(Cost $24,562,635) — 100.0%

         24,459,158   

Liabilities in Excess of Other Assets — (0.0)%(b)

         (9,910 ) 
     

 

 

  

Net Assets — 100.0%

       $ 24,449,248   
     

 

 

  

 

(a) Rate disclosed, the 7 day net yield, is as of December 31, 2013.
(b) Less than 0.05% of Net Assets.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

U.S. Government Securities Ultra-Short Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Security 0.1%

      

Student Loan Asset Backed Security 0.1%

      

SMS Student Loan Trust, Series 1999-B, Cl A2, 0.478%, 04/30/29(a)

      1,716,144         1,713,808   
     

 

 

  

Total Asset-Backed Security (Cost $1,713,124)

         1,713,808   
     

 

 

  

Collateralized Mortgage Obligations 34.3%

      

Agency Collat Supp CMO 0.0%(b)

      

Federal National Mortgage Association

      

Series 1994-22, Cl F, REMIC, 1.365%, 01/25/24(a)

      552,913         564,119   
     

 

 

  

Agency Collateralized Mortgage Obligations 20.4%

      

Federal Home Loan Bank

      

Series Y2-2015, Cl 1, 2.600%, 04/20/15

      2,333,137         2,382,159   
     

 

 

  

Federal Home Loan Mortgage Corporation

      

Series 3000, Cl FG, 0.467%, 07/15/25(a)

      2,873,986         2,877,929   

Series 3065, Cl DF, REMIC, 0.547%, 04/15/35(a)

      38,581,283         38,650,498   

Series 3135, Cl FC, 0.467%, 04/15/26(a)

      2,455,227         2,460,289   

Series 3232, Cl KF, 0.617%, 10/15/36(a)

      3,527,649         3,534,231   

Series 3264, Cl FB, 0.537%, 01/15/37(a)

      1,932,931         1,930,975   

Series 3320, Cl FC, 0.337%, 05/15/37(a)

      6,361,955         6,341,539   

Series 3450, Cl AF, 0.877%, 05/15/38(a)

      2,280,031         2,292,157   

Series 3511, Cl FA, 1.167%, 02/15/39(a)

      8,317,573         8,393,504   

Series 3574, Cl MA, 4.000%, 09/15/21

      2,294,084         2,377,061   

Series 3593, Cl F, 0.668%, 03/15/36(a)

      5,999,907         6,083,438   

Series 3792, Cl DF, REMIC, 0.567%, 11/15/40(a)

      4,522,548         4,534,917   

Series 3812, Cl BE, 2.750%, 09/15/18

      5,735,711         5,922,902   

Series 3824, Cl FA, REMIC, 0.317%, 03/15/26(a)

      15,910,064         15,886,788   

Series 3838, Cl LE, REMIC, 3.500%, 04/15/22

      7,745,033         8,110,483   

Series K501, Cl A1, 1.337%, 06/25/16

      1,744,616         1,759,131   
     

 

 

  
        111,155,842   
     

 

 

  

Federal National Mortgage Association

      

Series 2005-40, Cl FB, 0.415%, 05/25/35(a)

      2,248,597         2,258,531   

Series 2005-92, Cl UF, 0.515%, 10/25/25(a)

      2,764,769         2,775,060   

Series 2006-84, Cl FQ, 0.715%, 09/25/36(a)

      3,737,906         3,759,414   

Series 2007-102, Cl FA, 0.735%, 11/25/37(a)

      4,643,735         4,684,233   

Series 2007-109, Cl NF, 0.715%, 12/25/37(a)

      10,999,285         11,090,898   

Series 2007-2, Cl FM, 0.415%, 02/25/37(a)

      1,821,380         1,819,839   

Series 2007-30, Cl WF, 0.405%, 04/25/37(a)

      12,312,951         12,368,753   

Series 2007-4, Cl DF, 0.610%, 02/25/37(a)

      1,370,718         1,373,404   

Series 2007-54, Cl KF, 0.475%, 06/25/37(a)

      5,934,208         5,929,775   

Series 2007-88, CI JF, 0.715%, 04/25/37(a)

      7,808,638         7,884,796   

Series 2009-37, Cl HA, 4.000%, 04/25/19

      221,078         232,068   

Series 2010-134, Cl BF, 0.595%, 10/25/40(a)

      10,982,573         10,995,829   

Series 2010-42, Cl AF, 0.765%, 05/25/40(a)

      6,523,539         6,563,919   

Series 2011-38, Cl AH, 2.750%, 05/25/20

      4,496,154         4,640,966   

Series 2011-M1, Cl FA, 0.615%, 06/25/21(a)

      32,121,560         32,389,390   

 

See Notes to Schedules of Portfolio Investments.

Series 2012-142, Cl AC, REMIC, 2.000%, 12/25/42

      10,343,016         10,481,281   

Series 2012-M11, Cl FA, 0.673%, 08/25/19(a)

      13,886,656         13,907,097   

Series 2012-M9, Cl ASQ2, 1.513%, 12/25/17

      4,835,081         4,801,675   

Series 3726, Cl DE, REMIC, 1.500%, 08/15/20

      3,673,002         3,713,265   
     

 

 

  
        141,670,193   
     

 

 

  

Mortgage-Linked Amortizing Notes

      

Series 2012-1, Cl A10, 2.060%, 01/15/22

      11,070,003         11,150,526   
     

 

 

  

NCUA Guaranteed Notes

      

Series 2010-R1, Cl 1A, 0.619%, 10/07/20(a)

      25,033,277         25,167,956   

Series 2010-R1, Cl 2A, 1.840%, 10/07/20

      9,372,018         9,448,962   

Series 2010-R2, Cl 1A, 0.539%, 11/06/17(a)

      21,185,810         21,212,292   

Series 2011-C1, Cl 2A, 0.699%, 03/09/21(a)

      23,657,749         23,691,296   

Series 2011-R1, Cl 1A, 0.619%, 01/08/20(a)

      16,217,298         16,264,328   

Series 2011-R2, Cl 1A, 0.569%, 02/06/20(a)

      29,470,674         29,647,498   

Series 2011-R4, Cl 1A, 0.549%, 03/06/20(a)

      26,494,341         26,587,071   

Series 2011-R5, Cl 1A, 0.549%, 04/06/20(a)

      2,171,773         2,159,394   

Series 2011-R6, Cl 1A, 0.549%, 05/07/20(a)

      4,882,840         4,899,930   
     

 

 

  
        159,078,727   
     

 

 

  
        425,437,447   
     

 

 

  

Agency Collateralized Planned Amortization Class Mortgage Obligations 3.2%

      

Federal Home Loan Mortgage Corporation

      

Series 3200, Cl FP, 0.367%, 08/15/36(a)

      5,657,413         5,625,986   

Series 3925, Cl FD, REMIC, 0.617%, 07/15/40(a)

      3,612,617         3,616,797   

Series 4080, Cl NF, REMIC, 0.417%, 05/15/32(a)

      14,780,867         14,801,309   
     

 

 

  
        24,044,092   
     

 

 

  

Federal National Mortgage Association

      

Series 2003-73, Cl DF, 0.615%, 10/25/32(a)

      2,423,230         2,429,919   

Series 2005-42, Cl PF, 0.365%, 05/25/35(a)

      3,217,487         3,214,202   

Series 2005-57, Cl EG, 0.465%, 03/25/35(a)

      2,662,279         2,668,320   

Series 2006-123, Cl PF, 0.425%, 01/25/37(a)

      9,426,664         9,419,170   

Series 2006-79, Cl GF, 0.565%, 08/25/36(a)

      19,827,316         19,860,765   

Series 2008-24, Cl PF, REMIC, 0.815%, 02/25/38(a)

      3,980,446         4,035,496   
     

 

 

  
        41,627,872   
     

 

 

  

Government National Mortgage Association

      

Series 2009-69, Cl PV, REMIC, 4.000%, 08/20/39

      1,865,223         1,964,439   
     

 

 

  
        67,636,403   
     

 

 

  

Commercial Mortgage Backed Securities 10.7%

      

FDIC Structured Sale Guaranteed Notes

      

Series 2011-C1, Cl A, 1.840%, 04/25/31(a)(c)

      10,163,923         10,215,667   
     

 

 

  

Federal Home Loan Mortgage Corporation

      

Series K003, Cl A3, 4.324%, 12/25/15

      72,553         77,050   

Series K502, Cl A2, 1.426%, 08/25/17

      50,000         50,157   

Series K701, Cl A1, 2.776%, 06/25/17

      51,507         53,229   

Series K705, Cl A1, 1.626%, 07/25/18

      2,939,559         2,968,022   

Series K706, Cl A1, 1.691%, 06/25/18

      2,276,106         2,304,015   

Series KF01, Cl A, 0.518%, 04/25/19(a)

      12,091,322         12,068,216   

Series KF02, Cl A1, 0.545%, 07/25/20(a)

      19,984,864         19,993,138   

Series KF02, Cl A2, 0.715%, 07/25/20(a)

      9,992,432         9,996,579   

Series KF02, Cl A3, 0.795%, 07/25/20(a)

      9,992,432         9,996,569   
     

 

 

  
        57,506,975   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Federal National Mortgage Association

      

Series 2009-M1, Cl A1, 3.400%, 07/25/19

      7,332,233         7,675,683   

Series 2010-M4, Cl A1, 2.520%, 06/25/20

      1,348,725         1,375,903   

Series 2012-M13, Cl ASQ2, 1.246%, 08/25/17

      145,653         144,960   

Series 2012-M14, Cl ASQ2, 1.114%, 02/25/17

      55,000         54,732   

Series 2012-M17, Cl ASQ2, 0.953%, 11/25/15

      24,423,898         24,515,927   

Series 2013-M1, Cl ASQ2, 1.074%, 11/25/16

      19,779,442         19,840,758   

Series 2013-M11, Cl A, 1.500%, 01/25/18

      9,933,133         10,032,494   

Series 2013-M11, Cl FA, 0.495%, 01/25/18(a)

      404,331         404,840   

Series 2013-M12, Cl A, 1.532%, 10/25/17

      38,692,733         38,598,710   

Series 2013-M13, Cl FA, 0.515%, 05/25/18(a)

      24,833,379         24,862,260   

Series 2013-M14, Cl FA, 0.515%, 08/25/18(a)

      27,226,887         27,238,132   

Series 2013-M3, Cl ASQ2, 1.083%, 02/25/16

      93,583         94,144   

Series 2013-M4, Cl ASQ2, 1.451%, 02/25/18

      75,000         74,271   

Series 2013-M7, Cl ASQ2, 1.233%, 03/26/18

      120,000         119,120   
     

 

 

  
        155,031,934   
     

 

 

  
        222,754,576   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $714,842,019)

         716,392,545   
     

 

 

  

U.S. Government Agency Mortgages 64.4%

      

Federal Home Loan Mortgage Corporation

      

Pool #G14516, 3.500%, 05/01/27

      12,286,097         12,820,339   

Pool #972122, 2.100%, 06/01/33(a)

      39,356         40,311   

Pool #847615, 2.553%, 07/01/33(a)

      6,105,239         6,519,673   

Pool #781028, 2.349%, 11/01/33(a)

      3,328,289         3,536,922   

Pool #1B8683, 2.675%, 04/01/34(a)

      18,514,466         19,762,630   

Pool #848744, 2.493%, 05/01/34(a)

      25,429,502         26,877,881   

Pool #847498, 2.456%, 06/01/34(a)

      107,259         113,565   

Pool #847308, 2.440%, 07/01/34(a)

      235,975         250,490   

Pool #1B1889, 2.543%, 07/01/34(a)

      24,656,233         26,094,910   

Pool #847991, 2.350%, 03/01/35(a)

      12,410,618         13,192,304   

Pool #848736, 2.466%, 05/01/35(a)

      40,037,308         42,298,578   

Pool #1H1484, 2.090%, 06/01/35(a)

      181,472         191,520   

Pool #848797, 2.594%, 07/01/35(a)

      5,509,193         5,853,568   

Pool #1L0256, 2.375%, 11/01/35(a)

      5,498,359         5,843,296   

Pool #1Q0025, 2.504%, 02/01/36(a)

      4,858,190         5,159,533   

Pool #1H2602, 2.350%, 03/01/36(a)

      4,952,785         5,256,595   

Pool #1N0169, 1.995%, 07/01/36(a)

      718,744         763,210   

Pool #1Q1407, 2.391%, 07/01/36(a)

      14,302,273         15,203,601   

Pool #848747, 2.609%, 07/01/36(a)

      23,976,210         25,545,669   

Pool #848795, 2.628%, 10/01/36(a)

      2,561,515         2,737,092   

Pool #848133, 2.377%, 11/01/36(a)

      1,761,547         1,873,534   

Pool #848569, 2.379%, 11/01/36(a)

      20,295,003         21,408,367   

Pool #1G2585, 2.901%, 12/01/36(a)

      172,760         184,359   

Pool #1Q1404, 2.455%, 01/01/37(a)

      17,386,077         18,436,770   

Pool #1J0331, 2.796%, 03/01/37(a)

      718,008         772,569   

Pool #1Q1195, 2.387%, 05/01/37(a)

      21,520,460         22,889,283   

Pool #848796, 2.574%, 05/01/37(a)

      40,918,043         43,396,855   

Pool #1Q1282, 2.132%, 07/01/37(a)

      5,177,455         5,473,341   

Pool #1N1664, 2.395%, 07/01/37(a)

      5,774,740         6,153,725   

Pool #1J0533, 2.617%, 07/01/37(a)

      32,919         35,137   

Pool #848852, 2.538%, 08/01/37(a)

      29,595,545         31,329,855   

Pool #1Q0652, 2.377%, 02/01/38(a)

      2,879,842         3,056,599   

Pool #1Q1405, 2.701%, 04/01/39(a)

      5,869,691         6,246,186   

Pool #1Q1420, 2.588%, 09/01/39(a)

      24,167,608         25,733,462   

Pool #1B4755, 3.517%, 06/01/40(a)

      6,054,484         6,434,190   
     

 

 

  
        411,485,919   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Federal National Mortgage Association

      

Pool #958368, 4.710%, 03/01/14

      10,665,099         10,663,479   

Pool #386925, 4.360%, 04/01/14

      413,780         414,968   

Pool #958806, 3.850%, 05/01/14

      931,593         931,872   

Pool #958789, 3.920%, 06/01/14

      8,123,649         8,124,569   

Pool #462846, 4.150%, 07/01/14

      1,775,543         1,776,466   

Pool #AD0173, 3.864%, 08/01/14

      285,434         285,383   

Pool #735028, 5.748%, 09/01/14

      4,509,588         4,556,529   

Pool #735387, 4.908%, 04/01/15

      138,286         142,877   

Pool #735953, 4.997%, 08/01/15

      23,029         24,151   

Pool #462011, 5.155%, 08/01/15

      138,377         143,992   

Pool #465821, 2.900%, 09/01/15

      1,041,198         1,069,826   

Pool #387590, 4.900%, 09/01/15

      1,952,323         2,055,174   

Pool #462018, 5.365%, 09/01/15

      437,062         457,014   

Pool #466111, 2.030%, 10/01/15

      11,274,927         11,274,337   

Pool #466534, 2.040%, 11/01/15

      1,295,000         1,320,368   

Pool #745100, 4.850%, 11/01/15

      7,020,681         7,392,344   

Pool #462085, 5.315%, 11/01/15

      4,672,973         4,962,678   

Pool #387740, 5.245%, 12/01/15

      1,148,602         1,226,784   

Pool #467123, 2.760%, 01/01/16

      12,500,000         12,889,738   

Pool #467141, 2.780%, 01/01/16

      6,801,619         7,024,562   

Pool #467080, 3.090%, 01/01/16

      15,270,000         15,787,011   

Pool #467200, 3.360%, 01/01/16

      4,781,624         4,813,260   

Pool #745504, 5.132%, 02/01/16

      3,691,656         3,943,985   

Pool #745530, 5.273%, 04/01/16

      126,564         136,218   

Pool #467607, 3.090%, 05/01/16

      4,904,388         5,096,509   

Pool #995887, 4.499%, 05/01/16

      23,436         24,903   

Pool #745727, 5.261%, 05/01/16

      4,702,579         4,996,327   

Pool #468647, 2.260%, 07/01/16

      17,930,000         18,464,660   

Pool #462237, 5.525%, 07/01/16

      156,450         173,024   

Pool #745764, 5.725%, 07/01/16

      12,306,634         13,525,032   

Pool #468795, 2.470%, 08/01/16

      15,200,000         15,724,927   

Pool #463420, 4.050%, 09/01/16

      6,324,194         6,485,046   

Pool #888015, 5.538%, 11/01/16

      523,622         574,724   

Pool #469673, 2.080%, 12/01/16

      5,235,000         5,369,379   

Pool #469807, 2.250%, 12/01/16

      67,440         69,597   

Pool #874196, 5.360%, 12/01/16

      730,000         806,228   

Pool #470340, 2.090%, 01/01/17

      4,500,261         4,614,494   

Pool #735745, 4.990%, 01/01/17

      65,805         67,782   

Pool #464600, 3.735%, 02/01/17

      944,980         1,002,943   

Pool #470775, 2.300%, 03/01/17

      58,174         59,473   

Pool #471016, 1.700%, 04/01/17

      50,000         50,816   

Pool #874903, 5.520%, 05/01/17

      968,279         1,079,146   

Pool #889232, 5.495%, 06/01/17

      3,016,499         3,371,955   

Pool #888969, 5.933%, 11/01/17

      3,057,234         3,498,606   

Pool #467010, 3.520%, 01/01/18

      5,646,265         6,023,418   

Pool #467288, 2.800%, 03/01/18

      1,632,009         1,702,375   

Pool #AM3464, 1.180%, 05/01/18

      17,165,000         16,700,922   

Pool #AM3462, 1.360%, 05/01/18

      11,858,526         11,492,520   

Pool #AL0561, 3.743%, 06/01/18

      18,751,947         20,309,559   

Pool #469087, 3.450%, 09/01/18

      3,777,050         4,019,837   

Pool #469334, 0.598%, 10/01/18(a)

      5,000,000         4,990,736   

Pool #469482, 0.998%, 10/01/18(a)

      13,399,798         13,379,781   

Pool #469408, 0.918%, 11/01/18(a)

      38,038,435         37,981,696   

Pool #466263, 2.970%, 11/01/18

      6,158,127         6,383,624   

Pool #467059, 3.810%, 01/01/19

      5,259,317         5,553,250   

 

See Notes to Schedules of Portfolio Investments.

Pool #958815, 4.506%, 06/01/19

      15,750,000         17,266,486   

Pool #466804, 0.748%, 12/01/20(a)

      13,370,000         13,348,428   

Pool #470556, 0.868%, 12/01/20(a)

      21,070,000         21,035,731   

Pool #469856, 0.958%, 12/01/21(a)

      17,690,000         17,658,654   

Pool #AM0400, 0.648%, 08/01/22(a)

      17,500,000         17,461,792   

Pool #AM1102, 0.463%, 10/01/22(a)

      26,750,000         26,651,810   

Pool #AM1444, 0.433%, 11/01/22(a)

      12,957,520         12,910,430   

Pool #AM1796, 0.468%, 12/01/22(a)

      19,518,204         19,448,861   

Pool #AM2292, 0.518%, 01/01/23(a)

      37,081,197         36,999,093   

Pool #AM2923, 0.508%, 04/01/23(a)

      17,335,000         17,284,365   

Pool #AP6765, 2.500%, 09/01/27

      4,703,379         4,670,925   

Pool #AP6769, 2.500%, 09/01/27

      1,911,316         1,898,123   

Pool #AP6771, 2.500%, 10/01/27

      2,834,700         2,808,734   

Pool #635082, 2.249%, 05/01/32(a)

      72,869         77,130   

Pool #604921, 2.123%, 10/01/32(a)

      91,176         96,562   

Pool #671993, 2.106%, 12/01/32(a)

      14,074         14,417   

Pool #AE0044, 1.792%, 03/01/33(a)

      2,206,779         2,392,478   

Pool #689966, 2.260%, 04/01/33(a)

      875,701         931,866   

Pool #555468, 2.308%, 05/01/33(a)

      214,288         226,968   

Pool #711466, 2.630%, 05/01/33(a)

      31,024         31,222   

Pool #733703, 2.252%, 08/01/33(a)

      2,895,471         3,109,736   

Pool #555756, 2.430%, 08/01/33(a)

      2,417,200         2,575,736   

Pool #725126, 2.625%, 12/01/33(a)

      2,299,838         2,436,508   

Pool #793025, 1.931%, 07/01/34(a)

      898,267         958,622   

Pool #AL0222, 2.320%, 07/01/34(a)

      15,338,484         16,287,918   

Pool #801510, 1.900%, 08/01/34(a)

      1,488,946         1,557,053   

Pool #794939, 1.760%, 10/01/34(a)

      27,628         28,497   

Pool #745707, 2.324%, 12/01/34(a)

      11,383,389         12,030,959   

Pool #810896, 1.898%, 01/01/35(a)

      43,597         46,131   

Pool #AD0064, 1.936%, 01/01/35(a)

      14,774,320         15,668,967   

Pool #805338, 2.280%, 01/01/35(a)

      153,494         161,158   

Pool #813718, 2.311%, 01/01/35(a)

      11,075,657         11,770,242   

Pool #809384, 2.340%, 01/01/35(a)

      396,810         416,385   

Pool #809324, 2.179%, 02/01/35(a)

      11,737         12,448   

Pool #809772, 2.334%, 02/01/35(a)

      288,295         302,876   

Pool #820598, 1.826%, 03/01/35(a)

      723,751         767,078   

Pool #814686, 2.100%, 03/01/35(a)

      199,991         203,591   

Pool #735545, 2.466%, 03/01/35(a)

      3,601,324         3,838,618   

Pool #AD7165, 2.068%, 04/01/35(a)

      2,329,615         2,453,257   

Pool #995609, 2.527%, 04/01/35(a)

      2,838,265         3,015,774   

Pool #822302, 2.705%, 05/01/35(a)

      5,103,923         5,469,527   

Pool #821373, 2.343%, 06/01/35(a)

      894,038         942,120   

Pool #735766, 2.276%, 07/01/35(a)

      817,963         880,281   

Pool #838958, 2.260%, 08/01/35(a)

      1,121,353         1,188,833   

Pool #735810, 2.928%, 08/01/35(a)

      1,435,849         1,525,586   

Pool #817467, 1.913%, 09/01/35(a)

      3,515,000         3,736,594   

Pool #829334, 2.356%, 09/01/35(a)

      65,221         68,849   

Pool #AL0505, 2.417%, 11/01/35(a)

      13,459,498         14,242,415   

Pool #AD0377, 1.949%, 01/01/36(a)

      3,039,255         3,220,998   

Pool #995540, 2.298%, 01/01/36(a)

      9,197,293         9,771,904   

Pool #888722, 2.348%, 01/01/36(a)

      2,727,465         2,846,933   

Pool #995542, 2.329%, 02/01/36(a)

      5,392,750         5,711,689   

Pool #888782, 2.455%, 03/01/36(a)

      2,171,188         2,295,406   

Pool #AE0329, 2.245%, 06/01/36(a)

      1,923,795         2,036,018   

Pool #AL2202, 2.522%, 06/01/36(a)

      13,393,963         14,222,922   

Pool #AL0854, 2.535%, 06/01/36(a)

      8,295,106         8,779,383   

Pool #AL1535, 2.617%, 06/01/36(a)

      22,822,663         24,308,803   

Pool #888859, 2.499%, 10/01/36(a)

      1,019,389         1,069,302   

Pool #AA3517, 2.249%, 11/01/36(a)

      8,058,576         8,537,902   

 

See Notes to Schedules of Portfolio Investments.

Pool #745975, 2.257%, 11/01/36(a)

      2,791,993         2,966,290   

Pool #917290, 2.361%, 11/01/36(a)

      3,783,122         4,006,295   

Pool #903166, 2.400%, 11/01/36(a)

      2,976,457         3,167,090   

Pool #909313, 1.950%, 12/01/36(a)

      1,606,030         1,701,571   

Pool #AL0968, 2.443%, 12/01/36(a)

      20,705,257         21,979,622   

Pool #905857, 2.460%, 12/01/36(a)

      163,704         173,830   

Pool #906216, 2.415%, 01/01/37(a)

      2,381,131         2,556,564   

Pool #888180, 2.422%, 01/01/37(a)

      3,282,353         3,455,893   

Pool #535990, 2.372%, 04/01/37(a)

      659,330         705,435   

Pool #AA3518, 2.296%, 05/01/37(a)

      9,358,279         9,914,218   

Pool #AL0872, 1.915%, 07/01/37(a)

      4,898,124         5,193,574   

Pool #AL0960, 2.430%, 07/01/37(a)

      21,347,218         22,535,596   

Pool #995059, 2.414%, 08/01/37(a)

      2,015,905         2,141,348   

Pool #AL1306, 2.348%, 09/01/37(a)

      9,383,527         9,923,420   

Pool #AE0427, 2.335%, 10/01/37(a)

      8,348,607         8,866,810   

Pool #AD0380, 2.399%, 10/01/37(a)

      11,327,855         11,979,734   

Pool #AE0332, 2.487%, 11/01/37(a)

      7,450,353         7,876,894   

Pool #AL0966, 2.527%, 11/01/37(a)

      7,360,577         7,807,411   

Pool #AL0967, 2.428%, 04/01/38(a)

      20,035,271         21,268,739   

Pool #AL0270, 2.401%, 08/01/38(a)

      17,501,233         18,570,225   

Pool #889807, 2.423%, 08/01/38(a)

      10,614,659         11,270,380   

Pool #AE0107, 2.497%, 10/01/38(a)

      4,085,870         4,344,915   

Pool #AE0279, 2.455%, 11/01/38(a)

      1,773,726         1,890,300   

Pool #AE0057, 2.524%, 02/01/39(a)

      6,865,622         7,293,137   

Pool #AE0066, 2.288%, 09/01/39(a)

      21,292,058         22,610,919   

Pool #725874, 2.348%, 09/01/39(a)

      95,740         101,537   
     

 

 

  
        931,023,715   
     

 

 

  

NCUA Guaranteed Notes Trust 2010-A1

      

Series 2010-A1, Cl A, 0.521%, 12/07/20(a)

      2,166,218         2,168,515   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $1,323,665,691)

         1,344,678,149   
     

 

 

  

Money Market Fund 1.3%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(d)

      26,359,163         26,359,163   
     

 

 

  

Total Money Market Fund (Cost $26,359,163)

         26,359,163   
     

 

 

  

Total Investments

(Cost $2,066,579,997) — 100.1%

         2,089,143,665   

Liabilities in Excess of Other Assets — (0.1)%

         (1,770,477 ) 
     

 

 

  

Net Assets — 100.0%

       $ 2,087,373,188   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of December 31, 2013.
(b) Less than 0.05% of Net Assets.
(c) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 0.5% of net assets as of December 31, 2013.
(d) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

Investment Abbreviations

CMO    – Collateralized Mortgage Obligations.
REMIC    – Real Estate Mortgage Investment Conduit

 

See Notes to Schedules of Portfolio Investments.

Open Futures Contracts

At December 31, 2013, the Fund’s open futures contracts were as follows:

 

Description

    Position    Notional
Amount		     Expiration
Month		      Contracts      Unrealized
Appreciation		  

U.S. Treasury 5 Year Note

    Short    $ (36,254,424 )      March 2014         300       $ 460,674   

U.S. Treasury 10 Year Note

    Short      (25,071,296 )      March 2014         200         461,921   
             

 

 

  
        $ 922,595   
             

 

 

  

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS December 31, 2013

(Unaudited)

Virginia Intermediate Municipal Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 95.4%

      

Alabama 0.4%

      

Birmingham, Series A, GO, 0.000%, 03/01/32(a)

      645,000         560,769   
     

 

 

  

California 4.4%

      

California State, GO, 5.000%, 02/01/20

      1,945,000         2,269,679   

California State, GO, 5.000%, 09/01/33

      3,250,000         3,386,402   
     

 

 

  
        5,656,081   
     

 

 

  

District of Columbia 3.5%

      

Metropolitan Washington D.C. Airports Authority, Airport System, Series B, RB, 5.000%, 10/01/26, BHAC

      2,175,000         2,378,493   

Washington D.C. Metropolitan Area Transit Authority, Gross Revenue, Series A, RB, 5.125%, 07/01/32

      2,000,000         2,101,040   
     

 

 

  
        4,479,533   
     

 

 

  

North Carolina 0.8%

      

North Carolina State Capital Facilities Finance Agency, Educational Facilities, RB, 5.000%, 05/01/32

      1,030,000         1,012,933   
     

 

 

  

Virginia 86.3%

      

Arlington County, Series A, GO, 5.000%, 08/01/22, State Aid Withholding

      1,500,000         1,779,780   

Bedford County Economic Development Authority, Public Facilities Lease, RB, 5.250%, 05/01/24, NATL-RE

      255,000         279,118   

Fairfax County Economic Development Authority, RB, 5.000%, 08/01/22

      3,700,000         4,162,389   

Fairfax County Industrial Development Authority, RB, 5.000%, 05/15/37

      1,810,000         1,834,616   

Fairfax County Industrial Development Authority, Series D, RB, 5.000%, 05/15/27

      1,300,000         1,409,590   

Greater Richmond Convention Center Authority, Hotel Tax, RB, 5.000%, 06/15/16, NATL-RE

      2,855,000         3,024,987   

Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/23

      1,060,000         1,196,963   

Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/24

      2,425,000         2,729,847   

Hanover County Development Authority, Regional Medical Care Project, RB, 6.375%, 08/15/18, NATL-RE

      4,155,000         4,557,910   

James City County Economic Development Authority, Public Facility Project, RB, 5.000%, 06/15/21, AGM

      2,215,000         2,423,343   

Loudoun County, Series A, GO, 5.000%, 12/01/21

      3,585,000         4,205,563   

Loudoun County, Series B, GO, 5.000%, 11/01/20

      1,000,000         1,165,140   

Loudoun County Industrial Development Authority, Series A, RB, 5.000%, 06/01/31

      2,145,000         2,254,717   

Loudoun County Sanitation Authority, RB, 5.000%, 01/01/21

      1,125,000         1,327,534   

Loudoun County Sanitation Authority, RB, 5.000%, 01/01/22

      1,130,000         1,331,897   

Loudoun County Sanitation Authority, Water & Sewage, RB, 5.000%, 01/01/21

      2,460,000         2,902,874   

New Kent County Economic Development Authority, School & Governmental Projects, RB, 5.000%, 02/01/18, AGM

      2,225,000         2,471,174   

Newport News, GO, 5.250%, 07/01/15, State Aid Withholding

      3,000,000         3,223,020   

Norfolk Economic Development Authority, Health Care Facilities, Series B, RB, 5.000%, 11/01/36

      1,000,000         1,017,080   

Pittsylvania County, GO, 5.000%, 03/01/21

      1,000,000         1,136,160   

Pittsylvania County, Series B, GO, 5.000%, 03/01/22

      1,000,000         1,118,510   

Portsmouth, Series D, GO, 5.000%, 07/15/23

      1,250,000         1,409,737   

Richmond, GO, 5.000%, 07/15/24, Pre-refunded 07/15/2016 @ 100, AGM

      1,435,000         1,599,049   

 

See Notes to Schedules of Portfolio Investments.

Richmond, Series A, GO, 5.000%, 03/01/31, State Aid Withholding

      1,000,000         1,083,520   

Richmond, Series A, GO, 5.000%, 03/01/32, State Aid Withholding

      1,700,000         1,832,090   

Richmond Industrial Development Authority, Government Facilities, RB, 5.000%, 07/15/18, AMBAC

      1,795,000         1,961,343   

Roanoke Economic Development Authority, Hospital Revenue, RB, 5.000%, 07/01/27

      1,000,000         1,053,770   

Smyth County Industrial Development Authority, Mountain States Health Alliance, RB, 5.000%, 07/01/23

      1,000,000         1,042,210   

Suffolk, GO, 5.000%, 06/01/20, State Aid Withholding

      1,545,000         1,814,834   

Tobacco Settlement Financing Corp., RB, 5.500%, 06/01/26, MSF

      3,440,000         3,614,030   

Virginia College Building Authority, Educational Facilities Project, Series A, RB, 5.000%, 09/01/17, Pre-refunded 09/01/2016 @ 100, ST INTERCEPT

      155,000         173,304   

Virginia College Building Authority, Educational Facilities Project, Series A, RB, 5.000%, 09/01/17, ST INTERCEPT

      2,845,000         3,156,641   

Virginia College Building Authority, Educational Facilities Project, Series A, RB, 5.000%, 02/01/25

      1,800,000         2,064,528   

Virginia College Building Authority, Educational Facilities Project, Series A, RB, 5.000%, 02/01/26

      2,750,000         3,083,877   

Virginia College Building Authority, Educational Facilities Project, Series B, RB, 5.000%, 03/01/21

      1,700,000         1,991,958   

Virginia College Building Authority, Educational Facilities Project, Washington & Lee University, RB, 5.375%, 01/01/21, MSF

      3,950,000         4,566,516   

Virginia Commonwealth Transportation Board, RB, 5.000%, 05/15/20, ST APPROP

      1,580,000         1,857,464   

Virginia Commonwealth Transportation Board, RB, 5.000%, 05/15/21

      3,500,000         4,111,835   

Virginia Commonwealth Transportation Board, RB, 5.000%, 05/15/25, ST APPROP

      2,750,000         3,069,467   

Virginia Commonwealth University, Health System Authority, RB, 5.000%, 07/01/30

      1,460,000         1,504,165   

Virginia Housing Development Authority, Commonwealth Mortgage, Series A-1, RB, 3.650%, 01/01/18, GO of Authority

      1,205,000         1,296,954   

Virginia Public Building Authority Facilities, Series B, RB, 5.000%, 08/01/20, ST APPROP

      4,000,000         4,630,520   

Virginia Public School Authority, RB, 5.000%, 08/01/22, State Aid Withholding

      3,400,000         3,981,094   

Virginia Public School Authority, Series A, RB, 5.000%, 08/01/27, State Aid Withholding

      2,060,000         2,316,243   

Virginia Public School Authority, School Financing, RB, 5.000%, 07/15/26, State Aid Withholding

      2,000,000         2,225,740   

Virginia Resources Authority, RB, 5.000%, 10/01/21

      2,865,000         3,397,747   

Virginia Resources Authority Clean Water, Revolving Fund, RB, 5.000%, 10/01/16

      2,030,000         2,278,858   

Virginia Resources Authority Infrastructure, Pooled Financing Program, Series A, RB, 5.000%, 11/01/28

      3,300,000         3,673,626   

Virginia Resources Authority Infrastructure, Pooled Financing Program, Series B, RB, 5.000%, 11/01/20

      305,000         361,294   
     

 

 

  
        110,704,626   
     

 

 

  

Total Municipal Bonds (Cost $118,460,309)

         122,413,942   
     

 

 

  

Money Market Fund 3.5%

      

Federated Virginia Municipal Cash Trust, Institutional Share, 0.01%(b)

      4,456,788         4,456,788   
     

 

 

  

Total Money Market Fund (Cost $4,456,788)

         4,456,788   
     

 

 

  

Total Investments

(Cost $122,917,097) — 98.9%

         126,870,730   

Other Assets in Excess of Liabilities — 1.1%

         1,409,287   
     

 

 

  

Net Assets — 100.0%

       $ 128,280,017   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of December 31, 2013.
(b) Rate disclosed, the 7 day net yield, is as of December 31, 2013.

 

See Notes to Schedules of Portfolio Investments.

Investment Abbreviations

AGM    – Security guaranteed by Assured Guaranty Municipal Corporation
AMBAC    – Security guaranteed by American Municipal Bond Assurance Corporation
BHAC    – Security guaranteed by Berkshire Hathaway Assurance Corporation
GO    – General Obligation
MSF    – Mandatory Sinking Fund
NATL-RE    – Reinsurance provided by National Public Finance Guarantee Corporation
RB    – Revenue Bond
ST APPROP    – State Appropriation

 

See Notes to Schedules of Portfolio Investments.

Notes to Schedules of Portfolio Investments

1. Organization

The RidgeWorth Funds (the “Trust”) is organized as a Massachusetts business trust and is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company offering the following funds as of December 31, 2013: Aggressive Growth Stock Fund, International Equity Fund, International Equity Index Fund, Large Cap Growth Stock Fund, Large Cap Value Equity Fund, Mid-Cap Value Equity Fund, Select Large Cap Growth Stock Fund, Small Cap Growth Stock Fund, Small Cap Value Equity Fund, Aggressive Growth Allocation Strategy, Conservative Allocation Strategy, Growth Allocation Strategy, Moderate Allocation Strategy, Core Bond Fund, Corporate Bond Fund, Georgia Tax-Exempt Bond Fund, High Grade Municipal Bond Fund, High Income Fund, Intermediate Bond Fund, Investment Grade Tax-Exempt Bond Fund, Limited Duration Fund, Limited-Term Federal Mortgage Securities Fund, North Carolina Tax-Exempt Bond Fund, Seix Floating Rate High Income Fund, Seix High Yield Fund, Short-Term Bond Fund, Short-Term Municipal Bond Fund, Short-Term U.S. Treasury Securities Fund, Total Return Bond Fund, Ultra-Short Bond Fund, U.S. Government Securities Fund, U.S. Government Securities Ultra-Short Bond Fund, and Virginia Intermediate Municipal Bond Fund (each, a “Fund” and collectively, the “Funds”). RidgeWorth Investments (“Investment Adviser”), a majority-owned subsidiary of SunTrust Banks, Inc. (“SunTrust”), serves as the investment adviser to the Funds.

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

2. Significant Accounting Policies

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

(a) Investment Valuation—Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The prices are provided by independent pricing vendors approved by the Board of Trustee of the Trust (the “Board”). Debt securities are valued at the last quoted bid price, which is based on transactions in debt obligations, quotations from bond dealers, market transactions in comparable securities and various other relationships between securities.

The Funds, in accordance with GAAP, have adopted Financial Accounting Standards Board Codification Topic 820 (“ASC Topic 820”). ASC Topic 820 establishes a single definition of fair value, creates a three-tier hierarchy as a framework for measuring fair value based on inputs used to value the Funds’ investments, and requires additional disclosure about fair value. The hierarchy of inputs is summarized below:

 

  •   Level 1— Investments whose values are based on quoted market prices in active markets, and whose values are therefore classified as Level 1 prices, include active listed equities. Investments in underlying funds are valued at their NAV daily and are classified as Level 1 prices.

 

  •   Level 2—Investments that trade in markets that are not considered to be active, but whose values are based on quoted market prices, dealer quotations or valuations provided by alternative pricing sources supported by observable inputs are classified as Level 2 prices. These generally include U.S. government and sovereign obligations, most government agency securities, investment-grade corporate bonds, certain asset and mortgage backed products, less liquid listed equities, and state, municipal and provincial obligations.

 

  •   Level 3—Investments whose values are classified as Level 3 prices have significant unobservable inputs, as they may trade infrequently or not at all. When observable prices are not available for these securities, the funds use one or more valuation techniques for which sufficient and reliable data is available. The inputs used by the funds in estimating the value of Level 3 prices may include the original transaction price, quoted prices for similar securities or assets in active markets, completed or pending third-party transactions in the underlying investment or comparable issuers, and changes in financial ratios or cash flows. Level 3 prices may also be adjusted to reflect illiquidity and/or non-transferability, with the amount of such discount estimated by the funds in the absence of market information. Assumptions used by the funds due to the lack of observable inputs may significantly impact the resulting fair value and therefore the funds’ results of operations.

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Funds use valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before each Fund calculates its net asset value, each of the Funds values these securities as determined in accordance with the Pricing and Valuation Procedures approved by the Board. The Pricing and Valuation Procedures are performed and monitored by a Valuation Committee (the “Committee”) designated by the Board. Some of the more common reasons which may necessitate that a security be fair valued in accordance with the Pricing and Valuation Procedures include, but are not limited to: the security’s trading has been halted or suspended; the security has been de-listed from a national exchange; the security’s primary trading market is temporarily closed at a time when, under normal conditions, it would be open; or the security’s primary pricing source is not able or willing to provide a price. When a security is fair valued in accordance with the Pricing and Valuation Procedures, the Committee determines the value after taking into consideration relevant information reasonably available to the Committee. Short-term obligations with maturities of 60 days or less are valued at amortized cost, which approximates fair value and such securities are considered Level 2 in the fair value hierarchy. Certain Funds hold securities or other assets that are denominated in a foreign currency. The Funds will normally use the currency exchange rates as of 4:00 p.m. (Eastern Time) when valuing such assets. Under the Pricing and Valuation Procedures, such securities may be considered Level 2 or Level 3 in the fair value hierarchy.

The assets of Aggressive Growth Allocation Strategy, Conservative Allocation Strategy, Growth Allocation Strategy and Moderate Allocation Strategy consist of investments in other funds including affiliated funds (See Note 4), which are valued at their respective daily net asset values.

The following is a summary of the inputs used in valuing the Funds’ assets and liabilities carried at fair value as of December 31, 2013:

 

Aggressive Growth

Stock Fund

    Level 1 -
Quoted Prices		      Level 2 -
Other
Significant
Observable
Inputs		      Level 3 -
Significant
Unobservable
Inputs		     Total  

Assets

           

Common Stocks1

    $ 46,110,903       $ —         $ —        $ 46,110,903   

Money Market Fund

      486,223         —           —          486,223   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      46,597,126         —           —          46,597,126   
  

 

 

     

 

 

     

 

 

    

 

 

  

International Equity

Fund

           

Assets

           

Common Stocks1

      29,135,196         —           —          29,135,196   

Preferred Stock1

      559,171         —           —          559,171   

Money Market Fund

      690,228         —           —          690,228   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      30,384,595         —           —          30,384,595   
  

 

 

     

 

 

     

 

 

    

 

 

  

International Equity

Index Fund

           

Assets

           

Common Stocks1

      53,152,124         —           0 4      53,152,124   

Preferred Stocks1

      556,756         —           —          556,756   

Rights1

      4,339         —           0 4      4,339   

Exchange Traded Funds

      710,739         —           —          710,739   

Trust

      9,277         —           —          9,277   

Short-Term Investment

      —           228,220         —          228,220   

Money Market Fund

      16,202         —           —          16,202   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      54,449,437         228,220         0 4      54,677,657   
  

 

 

     

 

 

     

 

 

    

 

 

  

Large Cap Growth

Stock Fund

            

Assets

            

Common Stocks1

      292,175,636         —           —           292,175,636   

Short-Term Investment

      —           599,925         —           599,925   

Money Market Fund

      3,070,515         —           —           3,070,515   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      295,246,151         599,925         —           295,846,076   
  

 

 

     

 

 

     

 

 

     

 

 

  

Large Cap Value Equity

Fund

                            

Assets

            

Common Stocks1

      2,072,839,210         —           —           2,072,839,210   

Short-Term Investment

      —           32,322,475         —           32,322,475   

Money Market Fund

      41,158,511         —           —           41,158,511   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      2,113,997,721         32,322,475         —           2,146,320,196   
  

 

 

     

 

 

     

 

 

     

 

 

  

Mid-Cap Value Equity

Fund

                            

Assets

            

Common Stocks1

      3,549,241,956         —           —           3,549,241,956   

Short-Term Investment

      —           174,954,500         —           174,954,500   

Money Market Fund

      120,798,657         —           —           120,798,657   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      3,670,040,613         174,954,500         —           3,844,995,113   
  

 

 

     

 

 

     

 

 

     

 

 

  

Select Large Cap

Growth Stock Fund

                            

Assets

            

Common Stocks1

      26,404,883         —           —           26,404,883   

Money Market Fund

      137,402         —           —           137,402   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      26,542,285         —           —           26,542,285   
  

 

 

     

 

 

     

 

 

     

 

 

  

Small Cap Growth Stock

Fund

                            

Assets

            

Common Stocks1

      206,959,249         —           —           206,959,249   

Short-Term Investment

      —           18,522,607         —           18,522,607   

Money Market Fund

      559,731         —           —           559,731   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      207,518,980         18,522,607         —           226,041,587   
  

 

 

     

 

 

     

 

 

     

 

 

  

Small Cap Value Equity

Fund

                            

Assets

            

Common Stocks1

      1,789,998,336         —           —           1,789,998,336   

Money Market Fund

      13,630,690         —           —           13,630,690   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      1,803,629,026         —           —           1,803,629,026   
  

 

 

     

 

 

     

 

 

     

 

 

  

Aggressive Growth

Allocation Strategy

                            

Assets

            

Equity Funds

      15,484,385         —           —           15,484,385   

Fixed Income Funds

      2,065,424         —           —           2,065,424   

Exchange Traded Funds

      3,247,558         —           —           3,247,558   

Money Market Fund

      194,559         —           —           194,559   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      20,991,926         —           —           20,991,926   
  

 

 

     

 

 

     

 

 

     

 

 

  

Conservative Allocation

Strategy

                            

Assets

            

Equity Funds

      18,949,231         —           —           18,949,231   

Fixed Income Funds

      34,020,123         —           —           34,020,123   

Exchange Traded Funds

      5,690,267         —           —           5,690,267   

Money Market Fund

      509,592         —           —           509,592   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      59,169,213         —           —           59,169,213   
  

 

 

     

 

 

     

 

 

     

 

 

  

Growth Allocation

Strategy

                            

Assets

            

Equity Funds

      42,890,249         —           —           42,890,249   

Fixed Income Funds

      12,904,230         —           —           12,904,230   

Exchange Traded Funds

      9,538,433         —           —           9,538,433   

Money Market Fund

      767,835         —           —           767,835   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      66,100,747         —           —           66,100,747   
  

 

 

     

 

 

     

 

 

     

 

 

  

Moderate Allocation

Strategy

                            

Assets

            

Equity Funds

      78,557,764         —           —           78,557,764   

Fixed Income Funds

      62,812,331         —           —           62,812,331   

Exchange Traded Funds

      18,944,289         —           —           18,944,289   

Money Market Fund

      1,600,376         —           —           1,600,376   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      161,914,760         —           —           161,914,760   
  

 

 

     

 

 

     

 

 

     

 

 

  

Core Bond Fund

                            

Assets

            

Asset-Backed Securities1

      —           6,663,919         —           6,663,919   

Collateralized Mortgage Obligations1

      —           17,254,687         —           17,254,687   

Corporate Bonds1

      —           55,431,776         —           55,431,776   

Municipal Bond2

      —           1,893,545         —           1,893,545   

U.S. Government Agency Mortgages1

      —           67,542,532         —           67,542,532   

Preferred Stocks1

      1,060,305         —           —           1,060,305   

U.S. Treasury Obligations1

      —           63,058,417         —           63,058,417   

Foreign Government Bond1

      —           1,193,940         —           1,193,940   

Short-Term Investment

      —           5,244,000         —           5,244,000   

Money Market Fund

      7,740,169         —           —           7,740,169   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      8,800,474         218,282,816         —           227,083,290   
  

 

 

     

 

 

     

 

 

     

 

 

  

Corporate Bond Fund

                            

Assets

            

Corporate Bonds1

      —           55,482,606         —           55,482,606   

Preferred Stocks1

      1,962,283         —           —           1,962,283   

Money Market Fund

      2,241,460         —           —           2,241,460   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      4,203,743         55,482,606         —           59,686,349   
  

 

 

     

 

 

     

 

 

     

 

 

  

Georgia Tax-Exempt

Bond Fund

                          

Assets

          

Municipal Bonds2

      —           114,897,387        —          114,897,387   

Money Market Fund

      4,257,686         —          —          4,257,686   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      4,257,686         114,897,387        —          119,155,073   
  

 

 

     

 

 

    

 

 

    

 

 

  

High Grade Municipal

Bond Fund

                          

Assets

          

Municipal Bonds2

      —           45,995,631        —          45,995,631   

Money Market Fund

      4,597,934         —          —          4,597,934   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      4,597,934         45,995,631        —          50,593,565   
  

 

 

     

 

 

    

 

 

    

 

 

  

High Income Fund

                          

Assets

          

Bank Loans1

      —           39,242,922        —          39,242,922   

Corporate Bonds1

      —           792,401,871        0 4      792,401,871   

Convertible Corporate Bond1

      —           2,191,922        —          2,191,922   

Municipal Bonds2

      —           5,598,179        —          5,598,179   

Preferred Stock1

      3,238,481         —          —          3,238,481   

Common Stocks1

      9,353,590         529,740        —          9,883,330   

Short-Term Investment

      —           112,124,990        —          112,124,990   

Money Market Fund

      35,630,963         —          —          35,630,963   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      48,223,034         952,089,624        0 4      1,000,312,658   
  

 

 

     

 

 

    

 

 

    

 

 

  

Other Financial Instruments3

          

Credit Default Swap Contracts – Buy Protection

          

Credit Risk

      —           5,950,286        —          5,950,286   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Assets

      48,223,034         958,039,910        —          1,006,262,944   
  

 

 

     

 

 

    

 

 

    

 

 

  

Liabilities

          

Credit Default Swap Contracts – Buy Protection

          

Credit Risk

      —           (5,950,286 )      —          (5,950,286 ) 
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Liabilities

      —           (5,950,286 )      —          (5,950,286 ) 
  

 

 

     

 

 

    

 

 

    

 

 

  

Intermediate Bond Fund

                          

Assets

          

Asset-Backed Security1

      —           4,151,145        —          4,151,145   

Collateralized Mortgage Obligation1

      —           1,405,031        —          1,405,031   

Corporate Bonds1

      —           106,960,619        —          106,960,619   

Municipal Bond2

      —           6,003,906        —          6,003,906   

U.S. Government Agency Mortgages1

      —           33,306,969        —          33,306,969   

U.S. Treasury Obligations1

      —           236,186,336        —          236,186,336   

Preferred Stocks1

      1,587,985         —          —          1,587,985   

Foreign Government Bond

      —           2,314,620        —          2,314,620   

Short-Term Investment

      —           21,223,110        —          21,223,110   

Money Market Fund

      9,894,186         —          —          9,894,186   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      11,482,171         411,551,736        —          423,033,907   
  

 

 

     

 

 

    

 

 

    

 

 

  

Investment Grade Tax-

Exempt Bond Fund

                          

Assets

          

Municipal Bonds2

      —           678,810,683        —          678,810,683   

Money Market Fund

      19,468,221         —          —          19,468,221   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      19,468,221         678,810,683        —          698,278,904   
  

 

 

     

 

 

    

 

 

    

 

 

  

Limited Duration Fund

                          

Assets

          

Asset-Backed Securities1

      —           2,075,277        —          2,075,277   

Collateralized Mortgage Obligations1

      —           4,174,198        —          4,174,198   

Money Market Fund

      391,504         —          —          391,504   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      391,504         6,249,475        —          6,640,979   
  

 

 

     

 

 

    

 

 

    

 

 

  

Limited-Term Federal

Mortgage Securities

Fund

                          

Assets

          

Collateralized Mortgage Obligations1

      —           1,466,459        —          1,466,459   

U.S. Government Agency Mortgages1

      —           9,610,024        —          9,610,024   

U.S. Treasury Obligations1

      —           368,738        —          368,738   

Money Market Fund

      101,596         —          —          101,596   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      101,596         11,445,221        —          11,546,817   
  

 

 

     

 

 

    

 

 

    

 

 

  

North Carolina Tax-

Exempt Bond Fund

                          

Assets

          

Municipal Bonds2

      —           36,491,142        —          36,491,142   

Money Market Fund

      733,660         —          —          733,660   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      733,660         36,491,142        —          37,224,802   
  

 

 

     

 

 

    

 

 

    

 

 

  

Seix Floating Rate High

Income Fund

                          

Assets

          

Bank Loans1

      —           7,975,855,338        —          7,975,855,338   

Corporate Bonds1

      —           525,399,764        0 4      525,399,764   

Municipal Bonds2

      —           15,476,426        —          15,476,426   

Preferred Stock1

      2,514,228         —          —          2,514,228   

Common Stock1

      —           690,370        —          690,370   

Money Market Fund

      662,102,719         —          —          662,102,719   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      664,616,947         8,517,421,898        0 4      9,182,038,845   
  

 

 

     

 

 

    

 

 

    

 

 

  

Seix High Yield Fund

                          

Assets

          

Bank Loans1

      —           84,557,218        —          84,557,218   

Corporate Bonds1

      —           1,463,489,680        —          1,463,489,680   

U.S. Treasury Obligation1

      —           1,999,816        —          1,999,816   

Short-Term Investment

      —           145,888,524        —          145,888,524   

Money Market Fund

      80,543,916         —          —          80,543,916   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Investments

      80,543,916         1,695,935,238        —          1,776,479,154   
  

 

 

     

 

 

    

 

 

    

 

 

  

Other Financial Instruments3

          

Credit Default Swap Contracts – Buy Protection

          

Credit Risk

      —           12,328,992        —          12,328,992   
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Assets

      80,543,916         1,708,264,230        —          1,788,808,146   
  

 

 

     

 

 

    

 

 

    

 

 

  

Liabilities

          

Credit Default Swap Contracts – Buy Protection

          

Credit Risk

      —           (10,805,719 )      —          (10,805,719 ) 
  

 

 

     

 

 

    

 

 

    

 

 

  

Total Liabilities

      —           (10,805,719 )      —          (10,805,719 ) 
  

 

 

     

 

 

    

 

 

    

 

 

  

Short-Term Bond Fund

                           

Assets

           

Asset-Backed Securities1

      —           6,045,653        —           6,045,653   

Collateralized Mortgage Obligations1

      —           10,733,991        —           10,733,991   

Corporate Bonds1

      —           23,569,037        —           23,569,037   

Municipal Bond1

      —           730,387        —           730,387   

U.S. Government Agency Mortgages1

      —           4,906,179        —           4,906,179   

Money Market Fund

      2,382,379         —          —           2,382,379   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      2,382,379         45,985,247        —           48,367,626   
  

 

 

     

 

 

    

 

 

     

 

 

  

Short-Term Municipal

Bond Fund

                           

Assets

           

Municipal Bonds2

      —           26,269,486        —           26,269,486   

Money Market Fund

      7,897,429         —          —           7,897,429   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      7,897,429         26,269,486        —           34,166,915   
  

 

 

     

 

 

    

 

 

     

 

 

  

Short-Term U.S.

Treasury Securities

Fund

                           

Assets

           

U.S. Treasury Obligations1

      —           9,080,101        —           9,080,101   

Money Market Fund

      283,177         —          —           283,177   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      283,177         9,080,101        —           9,363,278   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Return Bond Fund

                           

Assets

           

Asset-Backed Securities1

      —           30,578,803        —           30,578,803   

Collateralized Mortgage Obligations1

      —           69,716,604        —           69,716,604   

Bank Loans1

      —           129,920,745        —           129,920,745   

Corporate Bonds1

      —           263,080,916        —           263,080,916   

Municipal Bond2

      —           8,422,230        —           8,422,230   

U.S. Government Agency Mortgages1

      —           366,251,995        —           366,251,995   

Preferred Stocks1

      5,567,929         —          —           5,567,929   

U.S. Treasury Obligations1

      —           243,852,500        —           243,852,500   

Foreign Government Bond1

      —           6,064,740        —           6,064,740   

Short-Term Investment

      —           34,931,500        —           34,931,500   

Money Market Fund

      22,315,485         —          —           22,315,485   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      27,883,414         1,152,820,033        —           1,180,703,447   

Other Financial Instruments3

           

Forward Foreign Currency Contracts

           

Foreign Currency Risk

      —           108,931        —           108,931   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Assets

      27,883,414         1,152,928,964        —           1,180,812,378   
  

 

 

     

 

 

    

 

 

     

 

 

  

Liabilities

           

Interest Rate Swaps

           

Interest Rate Risk

      —           (593,878 )      —           (593,878 ) 

Forward Foreign Currency Contracts

           

Foreign Currency Risk

      —           (697,848 )      —           (697,848 ) 
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Liabilities

      —           (1,291,726 )      —           (1,291,726 ) 
  

 

 

     

 

 

    

 

 

     

 

 

  

Ultra-Short Bond Fund

                           

Assets

           

Asset-Backed Securities1

      —           12,245,785        —           12,245,785   

Collateralized Mortgage Obligations1

      —           32,296,204        —           32,296,204   

Corporate Bonds1

      —           53,822,542        —           53,822,542   

Municipal Bond2

      —           1,501,071        —           1,501,071   

U.S. Government Agency Mortgages1

      —           12,075,486        —           12,075,486   

Money Market Fund

      973,882         —          —           973,882   

Total Investments

      973,882         111,941,088        —           112,914,970   

Other Financial Instruments3

           

Futures Contracts

           

Interest Rate Risk

      46,505         —          —           46,505   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Assets

      1,020,387         111,941,088        —           112,961,475   
  

 

 

     

 

 

    

 

 

     

 

 

  

U.S. Government

Securities Fund

                            

Assets

            

U.S. Treasury Obligations1

      —           24,020,981         —           24,020,981   

Money Market Fund

      438,177         —           —           438,177   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      438,177         24,020,981         —           24,459,158   
  

 

 

     

 

 

     

 

 

     

 

 

  

U.S. Government

Securities Ultra-Short

Bond Fund

                            

Assets

            

Asset-Backed Security1

      —           1,713,808         —           1,713,808   

Collateralized Mortgage Obligation1

      —           716,392,545         —           716,392,545   

U.S. Government Agency Mortgages1

      —           1,344,678,149         —           1,344,678,149   

Money Market Fund

      26,359,163         —           —           26,359,163   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      26,359,163         2,062,784,502         —           2,089,143,665   
  

 

 

     

 

 

     

 

 

     

 

 

  

Other Financial Instruments3

            

Futures Contracts

            

Interest Rate Risk

      922,595         —           —           922,595   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Assets

      27,281,758         2,062,784,502         —           2,090,066,260   
  

 

 

     

 

 

     

 

 

     

 

 

  

Virginia Intermediate

Municipal Bond Fund

                            

Assets

            

Municipal Bonds2

      —           122,413,942         —           122,413,942   

Money Market Fund

      4,456,788         —           —           4,456,788   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      4,456,788         122,413,942         —           126,870,730   
  

 

 

     

 

 

     

 

 

     

 

 

  

 

1 Please see the Schedules for Sector or Country Classification.
2 Please see the Schedules for State Classification.
3 Other Financial Instruments are derivative instruments not reflected in the value of Total Investments in the Schedules, such as credit default swaps, forward foreign currency contracts and futures, which are valued at the unrealized appreciation (depreciation) on the instrument.
4 As of December 31, 2013 the securities designated as Level 3 were fair valued using significant unobservable inputs under procedures adopted by the Board. Such valuations were based on quotations from principal market makers. Level 3 roll forwards and change in unrealized appreciation (depreciation) of these Level 3 securities held at period end have not been presented.

The Funds’ policy is to disclose transfers between levels based on valuations at the end of the reporting period. Each portfolio may hold securities which are periodically fair valued in accordance with the Pricing and Valuation Procedures. This may result in movements between Level 1 and Level 2 throughout the period. At December 31, 2013, there were no transfers from Level 1 to Level 2 pursuant to the Pricing and Valuation Procedures.

(b) Security Transactions — Security transactions are accounted for on a trade date basis for financial reporting purposes.

(c) Foreign Currency Translation — Investment securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts based upon prevailing exchange rates, as of the close of regular trading on the New York Stock Exchange (usually 4:00 p.m. Eastern Time), on the date of valuation.

(d) Derivative Instruments — Certain Funds may enter into derivative contracts for purposes of pursuing their investment objective, to use as a substitute for a purchase or sale of a position in the underlying assets and/or as part of a strategy designed to reduce exposure to other risks. Open derivative positions at December 31, 2013 are included within each applicable Fund’s Schedule.

(e) Securities Traded on a To-Be-Announced Basis — Certain Funds may trade securities on a to-be-announced (“TBA”) basis. In a TBA transaction, a Fund commits to purchasing or selling securities which have not yet been issued by the issuer and for which specific information, such as the face amount, maturity date and underlying pool of investments in U.S. government agency mortgage pass-through securities, is not announced. Securities purchased on a TBA basis are not settled until they are delivered to the Fund. Beginning on the date the Fund enters into a TBA transaction, cash, U.S. government securities or other liquid high-grade debt obligations are segregated in an amount equal in value to the purchase price of the TBA security. These securities are subject to market fluctuations and their current value is determined in the same manner as for other securities.

(f) Forward Foreign Currency Contracts — Certain Funds may enter into forward foreign currency contracts to hedge against foreign currency exchange rate risk on non-U.S. dollar denominated securities or to facilitate settlement of a foreign currency denominated portfolio transaction. A forward foreign currency contract is an agreement between two parties to buy and sell a currency at a set price with delivery and settlement at a future date. The contract is marked-to-market daily and the change in value is recorded by the Fund as an unrealized gain or loss. When a forward foreign currency contract is closed, through either delivery or offset by entering into another forward foreign currency contract, the Fund recognizes a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value of the contract at the time it is closed.

Forward foreign currency contracts involve elements of market risk in excess of the amounts reflected on the Statements of Assets and Liabilities within the Funds’ annual and semi-annual reports. The Funds bear the risk of an unfavorable change in the foreign exchange rate underlying the forward foreign currency contract. Risks may also arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of their contracts.

(g) Futures Contracts – Certain Funds may enter into futures contracts to gain exposure to, or hedge against, changes in interest rates or gain exposure to, or hedge against, changes in certain asset classes. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

Upon entering into a futures contract, the Fund is required to deposit cash or cash equivalents with a broker in an amount equal to a certain percentage of the contract amount. This is known as the “initial margin” and subsequent payments (“variation margin”) are made or received by the Fund each day, depending on the daily fluctuation in the value of the contract. For certain futures, including foreign denominated futures, variation margin is not settled daily, but is recorded as a net variation margin payable or receivable. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded.

Futures contracts involve, to varying degrees, risk of loss in excess of the amounts reflected in the Statements of Assets and Liabilities within the Funds’ annual and semi-annual reports. In addition, there is the risk that the Funds may not be able to enter into a closing transaction because of an illiquid secondary market.

(h) Swap Contracts – Certain Funds may invest in swap contracts for the purpose of managing exposure to interest rate, credit or market risk, or for other purposes. The use of swaps involves risks that are different from those associated with ordinary portfolio transactions.

Swap contracts are marked-to-market daily using an independent pricing vendor. Gains or losses are realized upon termination of the swap contract. Collateral, in the form of restricted cash or securities, may be required to be held in segregated accounts with the Funds’ custodian in compliance with the terms of the swap contracts. Securities posted as collateral for swap contracts are identified in the Schedule of Investments and restricted cash, if any, is identified on the Statement of Assets and Liabilities within the Funds annual and semi-annual reports. Risks may exceed amounts recorded in the Statement of Assets and Liabilities within the Funds annual and semi-annual reports. These risks include changes in the returns of the underlying instruments, failure of the counterparties to perform under the contracts’ terms, and the possible lack of liquidity with respect to the swap contracts.

Credit Default Swaps

Certain Funds enter into credit default swap (“CDS”) contracts for investment purposes, to manage its credit risk or to add leverage. CDS contracts involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the event of a default by a third party, typically corporate or sovereign issuers, on a specified obligation, or in the event of a write-down, principal shortfall, interest shortfall or default of all or part of the referenced entities comprising a credit index. The Funds may use a CDS contact to provide protection against defaults of the issuers (i.e., to reduce risk where the Funds have exposure to an issuer) or to take an active long or short position with respect to the likelihood of a particular issuer’s default.

As a seller of protection, a Fund generally receives an upfront payment or a stream of payments throughout the term of the swap contracts provided that there is no credit event. These amounts of potential payments will be partially offset by any recovery of values from the respective referenced obligations. As a seller of protection, a Fund effectively adds leverage to its portfolio because, in addition to its total net assets, a Fund is subject to investment exposure on the notional amount of the swap contract. As a buyer of protection, a Fund generally receives an amount up to the notional value of the swap contract if a credit event occurs.

The Funds’ maximum risk of loss from counterparty risk, as the protection buyer, is the fair value of the swap contract (this risk is mitigated by the posting of collateral by the counterparty to the Fund to cover the Funds’ exposure to the counterparty). As the protection seller, the Funds’ maximum risk is the notional amount of the contract. CDS contracts are considered to have credit risk-related contingent features since they require payment by the protection seller to the protection buyer upon the occurrence of a defined credit event.

Implied spreads are the theoretical prices a lender receives for credit default protection. When spreads rise, market perceived credit risk rises and when spreads fall, market perceived credit risk falls. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to enter into the contract. Wider credit spreads and decreasing market values, when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. Credit spreads utilized in determining the period end market value of CDS contracts on corporate or sovereign issues are disclosed in the Schedules and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for credit derivatives. The Quoted market prices and resulting values, particularly in relation to the notional amount of the contract as well as the annual payment rate, serve as an indication of the current status of the payment/performance risk for CDS contracts on asset-backed securities and credit indices

Entering into a CDS contract involves, to varying degrees, elements of credit, market and documentation risk. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contract may default on its obligation to perform or disagree as to the meaning of the contractual terms in the contract, and that there are unfavorable changes in net interest rates.

Interest Rate Swaps

Certain Funds may enter into interest rate swap (“IRS”) contracts to manage exposure to interest rate risk. IRS contracts are agreements between two parties to exchange cash flows based on a notional principal amount. The Fund may elect to pay a fixed rate and receive a floating rate, or, receive a fixed rate and pay a floating rate on a notional principal amount. IRS contracts are marked-to-market daily based upon quotations from market makers. When a swap contract is terminated early, the Fund records a realized gain or loss equal to the difference between the original cost and the settlement amount of the closing transaction.

The risks of IRS contracts include changes in market conditions that will affect the value of the contract or changes in the present value of the future cash flow streams and the possible inability of the counterparty to fulfill its obligations under the contract. The Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that that amount is positive. This risk is mitigated by the posting of collateral by the counterparty to the Fund to cover the Fund’s exposure to the counterparty.

(i) Securities Lending — Each Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Board. These loans may not exceed either (i) 50% of the sum of the market value of all securities of the Fund and the market value of securities purchased with cash collateral or (ii) 33.33% of the total market value of all securities of the Fund. No Fund will lend portfolio securities to its Investment Adviser, subadviser, or its affiliates unless it has applied for and received specific authority to do so from the Securities and Exchange Commission. Loans of portfolio securities are required to be fully collateralized by cash, letters of credit or U.S. government securities. The initial value of the collateral must be at least 102% of the market value of the securities loaned, if the securities loaned are U.S. securities (105% for non-U.S. securities); and maintained in an amount equal to at least 100% (103% for non-U.S. securities) thereafter. However, due to market fluctuations during the day, the value of securities loaned on a particular day may exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks; including the risk that the borrower fails to return the securities. A fee will be obtained from the borrower if letters of credit or U.S. government securities are used as collateral.

The cash collateral received is aggregated in a joint account by the Funds, providing the Investment Adviser a pool of cash to invest in short-term investments that have a remaining maturity of 397 days or less. As of December 31, 2013, the cash collateral received by the Funds was pooled and invested in the following securities. Each of the Funds participating in securities lending as of December 31, 2013 owned a pro-rata portion of the assets and liabilities listed below:

 

     Shares      Value  

JPMorgan U.S. Government Money Market Fund, Capital Shares, 0.01%

      88,097,573       $ 88,097,573   

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%

      457,996,966         457,996,966   
     

 

 

  

Total Investments (Cost $546,094,539)

         546,094,539   

Amount due to Lending Agent

         (41,196 ) 
     

 

 

  

Net Investment Value

       $ 546,053,343   
     

 

 

  

(j) Real Estate Investment Trusts — Certain Funds may own shares of real estate investment trusts (“REITs”) which report information on the source of their distributions annually. The Funds re-characterize distributions received from REIT investments based on information provided by the REITs into the following categories: ordinary income, long-term capital gains, and return of capital. If information is not available on a timely basis from the REITs, the re-characterization will be estimated based on available information which may include the previous year’s allocation. If new or additional information becomes available from the REITs at a later date, a re-characterization will be made the following year.

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

Therefore, a Fund must have funds sufficient to cover its contractual obligation. A Fund will maintain, on a daily basis, high quality, liquid assets in an amount at least equal in value to its contractual obligation to fulfill the revolving senior loan. As of December 31, 2013, Seix Floating Rate High Income Fund and Total Return Bond Fund had unfunded loan commitments of $3,522,968 and $57,730, respectively.

(l) Restricted Securities — Certain Funds’ investments are restricted as to resale. All of these restricted securities have been deemed liquid by the Funds’ Investment Adviser based upon procedures approved by the Board, unless stated otherwise in the Funds’ Schedules of Portfolio Investments. As of December 31, 2013, the Funds’ did not have any restricted securities.

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

(n) Credit and Market Risk — Certain Funds’ investments in securities that are collateralized by residential real estate mortgages are subject to certain credit and liquidity risks. When market conditions result in an increase in default rates of the underlying mortgages and the foreclosure values of underlying real estate properties are materially below the outstanding amount of these underlying mortgages, collection of the full amount of accrued interest and principal on these investments may be doubtful. Such market conditions may significantly impair the value and liquidity of these investments and may result in a lack of correlation between their credit ratings and values.

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

(p) Counterparty Risk and Credit-Risk-Related Contingent Features of Derivative Instruments — Certain Funds may invest in certain securities or engage in other transactions where the Funds are exposed to counterparty credit risk in addition to broader market risks. The Funds may invest in securities of issuers, which may also be considered counterparties as trading partners in other transactions. This may increase the risk of loss in the event of default or bankruptcy by the counterparty or if the counterparty otherwise fails to meet its contractual obligations. The Funds’ Investment Adviser attempts to mitigate counterparty risk by (i) periodically assessing the creditworthiness of its trading partners, (ii) monitoring and/or limiting the amount of its net exposure to each individual counterparty based on its assessment and (iii) requiring collateral from the counterparty for certain transactions. Market events and changes in overall economic conditions may impact the assessment of such counterparty risk by the investment manager. In addition, declines in the values of underlying collateral received may expose the Funds to increased risk of loss.

(q) Other Risks — Certain Funds invest in high yield corporate, government, and other debt instruments of U.S. and non-U.S. issuers. High yield securities involve greater risk of default or downgrade and are more volatile than investment grade securities. A Fund’s concentration of investments in securities of issuers located in a specific region or state, subjects that Fund to the economic and government policies of the region or state, and may increase risk versus that of a fund whose investments are more diversified. Please refer to each Fund’s prospectus for additional risks that may be associated with the Funds.

(r) Line of Credit — On November 15, 2013 all the Funds entered into a committed unsecured revolving line of credit agreement (“LOC”) with State Street Bank and Trust (“State Street Bank”) for an aggregate amount of $100,000,000. The proceeds may be used only to (1) temporarily finance the purchase and sale of securities; or (2) finance the redemption of shares of the Funds. The Funds will pay a commitment fee to State Street Bank in the amount of 0.10% per annum on the daily unused portion of the LOC. Borrowings under the LOC will accrue interest at the higher of (a) the Federal funds Rate, or (b) the One-Month LIBOR Rate, plus a specified margin per annum. Generally, repayments must be made within 60 days of the borrowings.

3. Tax Basis of Investments

As of December 31, 2013 the cost and aggregate gross unrealized appreciation and depreciation on securities were substantially the same for federal income tax purposes on securities and are listed below:

 

           

Aggregate

Gross

     

Aggregate

Gross

    

Net

Unrealized

  
            Unrealized      Unrealized     Appreciation  

Fund

    Cost      Appreciation      (Depreciation)     (Depreciation)  

Aggressive Growth Stock Fund

    $ 29,372,100       $ 17,279,936       $ (54,910 )    $ 17,225,026   

International Equity Fund

      20,909,848         9,654,677         (179,930 )      9,474,747   

International Equity Index Fund

      29,224,574         27,671,707         (2,218,624 )      25,453,083   

Large Cap Growth Stock Fund

      173,485,344         122,477,549         (116,817 )      122,360,732   

Large Cap Value Equity Fund

      1,631,605,329         521,128,243         (6,413,376 )      514,714,867   

Mid-Cap Value Equity Fund

      3,332,770,452         585,499,622         (73,274,961 )      512,224,661   

Select Large Cap Growth Stock

      16,269,812         10,272,473         —          10,272,473   

Small Cap Growth Stock Fund

      163,125,332         63,634,762         (718,507 )      62,916,255   

Small Cap Value Equity Fund

      1,287,215,757         523,489,127         (7,075,858 )      516,413,269   

Aggressive Growth Allocation Strategy

      17,071,794         4,038,356         (118,224 )      3,920,132   

Conservative Allocation Strategy

      56,528,294         4,060,557         (1,419,638 )      2,640,919   

Growth Allocation Strategy

      54,966,814         11,270,555         (136,622 )      11,133,933   

Moderate Allocation Strategy

      142,839,573         20,612,672         (1,537,485 )      19,075,187   

Core Bond Fund

      228,439,305         1,809,754         (3,165,769 )      (1,356,015 ) 

Corporate Bond Fund

      60,139,065         1,101,818         (1,554,534 )      (452,716 ) 

Georgia Tax-Exempt Bond Fund

      116,619,993         3,815,105         (1,280,025 )      2,535,080   

High Grade Municipal Bond Fund

      48,040,672         2,829,708         (276,815 )      2,552,893   

High Income Fund

      982,385,305         36,291,564         (18,364,211 )      17,927,353   

Intermediate Bond Fund

      424,101,258         2,005,635         (3,072,986 )      (1,067,351 ) 

Investment Grade Tax-Exempt Bond Fund

      673,462,924         28,089,587         (3,273,607 )      24,815,980   

Limited Duration Fund

      6,631,469         14,898         (5,388 )      9,510   

Limited-Term Federal Mortgage Securities Fund

      11,614,799         111,440         (179,422 )      (67,982 ) 

North Carolina Tax-Exempt Bond Fund

      36,864,111         761,808         (401,117 )      360,691   

Seix Floating Rate High Income Fund

      9,119,583,089         97,967,123         (35,511,367 )      62,455,756   

Seix High Yield Fund

      1,723,515,721         70,335,100         (17,371,667 )      52,963,433   

Short-Term Bond Fund

      47,872,708         551,994         (57,076 )      494,918   

Short-Term Municipal Bond Fund

      34,034,806         141,467         (9,358 )      132,109   

Short-Term U.S. Treasury Securities Fund

      9,323,282         57,604         (17,608 )      39,996   

Total Return Bond Fund

      1,185,718,044         9,957,199         (14,971,796 )      (5,014,597 ) 

Ultra-Short Bond Fund

      112,596,546         422,842         (104,418 )      318,424   

U.S. Government Securities Fund

      24,562,635         182,346         (285,823 )      (103,477 ) 

U.S. Government Securities Ultra-Short Bond Fund

      2,066,579,997         25,854,416         (3,290,748 )      22,563,668   

Virginia Intermediate Municipal Bond Fund

      122,917,097         4,290,284         (336,651 )      3,953,633   

4. Investments in Affiliated Issuers

Affiliated holdings are mutual funds which are managed by the Investment Adviser or an affiliate of the Investment Adviser or which are distributed by an affiliate of the Funds’ distributor. With respect to each Fund, the Investment Adviser was paid an investment advisory fee by the affiliated investments listed beneath its name below. Investments in affiliated issuers during the period ended December 31, 2013, were as follows:

 

Name of Affiliated Issuer

    Share
Balance at
March 31,
2013		      Purchases      Sales      Share
Balance at
December 31,
2013		      Value at
December 31,
2013		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized
Gain
(Loss)		  

Aggressive Growth Allocation Strategy

                        

RidgeWorth Aggressive Growth Stock Fund

      2,828         —           2,828         —         $ —         $ —         $ —         $ 21,902   

RidgeWorth Corporate Bond Fund

      848         33         399         482         4,128         155         133         (232 ) 

RidgeWorth High Income Fund

      35,463         2,514         19,445         18,532         131,949         8,345         2,825         2,481   

RidgeWorth Intermediate Bond Fund

      15,418         13         15,280         151         1,459         68         56         (3,382 ) 

RidgeWorth International Equity Fund

      118,661         14,884         17,196         116,349         1,427,599         120,587         22,446         15,909   

RidgeWorth International Equity Index Fund

      2,272         3,268         531         5,009         27,848         1,567         9,890         79   

RidgeWorth Large Cap Growth Stock Fund

      554,025         66,320         —           620,345         5,967,722         —           485,815         —     

RidgeWorth Large Cap Value Equity Fund

      303,311         41,218         81,609         262,920         4,403,915         54,325         473,583         419,062   

RidgeWorth Mid-Cap Value Equity Fund

      150,309         17,756         32,067         135,998         1,853,651         15,077         196,905         124,393   

RidgeWorth Seix Floating Rate High Income Fund

      17,638         3,320         5,986         14,972         135,647         4,860         —           (77 ) 

RidgeWorth Seix High Yield Fund

      26,407         2,449         14,351         14,505         141,861         9,148         4,872         1,181   

RidgeWorth Select Large Cap Growth Stock Fund

      58,949         1,125         54,314         5,760         166,131         —           31,892         184,072   

RidgeWorth Small Cap Growth Stock Fund

      52,549         8,162         11,661         49,050         851,510         —           122,004         33,981   

RidgeWorth Small Cap Value Equity Fund

      53,752         2,817         12,584         43,985         786,009         5,905         26,980         73,107   

RidgeWorth Total Return Bond Fund

      253,200         11,185         111,460         152,925         1,567,485         31,869         14,853         (73,330 ) 

RidgeWorth US Government Securities Ultra-Short Bond Fund

      18,000         56         9,857         8,199         82,895         567         —           (343 ) 
  

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 17,549,809       $ 252,473       $ 1,392,254       $ 798,803   
              

 

 

     

 

 

     

 

 

     

 

 

  

Name of Affiliated Issuer

    Share
Balance at
March 31,
2013		      Purchases      Sales      Share
Balance at
December 31,
2013		      Value at
December 31,
2013		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized
Gain
(Loss)		  

Conservative Allocation Strategy

                        

RidgeWorth Aggressive Growth Stock Fund

      2,596         —           2,596         —         $ —         $ —         $ —         $ 19,927   

RidgeWorth Corporate Bond Fund

      9,381         548         —           9,929         85,087         2,047         2,732         —     

RidgeWorth High Income Fund

      322,284         19,853         45,969         296,168         2,108,716         97,531         45,146         (6,920 ) 

RidgeWorth Intermediate Bond Fund

      151,145         280         150,093         1,332         12,894         2,345         492         (10,859 ) 

RidgeWorth International Equity Fund

      115,672         21,895         2,047         135,520         1,662,831         139,035         26,061         222   

RidgeWorth International Equity Index Fund

      3,727         5,987         1,350         8,364         46,506         2,985         19,180         (4,733 ) 

RidgeWorth Large Cap Growth Stock Fund

      580,122         98,475         —           678,597         6,528,096         —           534,136         —     

RidgeWorth Large Cap Value Equity Fund

      308,743         53,296         33,601         328,438         5,501,339         68,668         598,619         65,667   

RidgeWorth Mid-Cap Value Equity Fund

      150,552         23,113         7,956         165,709         2,258,617         18,496         241,563         6,568   

RidgeWorth Seix Floating Rate High Income Fund

      179,449         50,898         —           230,347         2,086,951         57,303         —           —     

RidgeWorth Seix High Yield Fund

      256,212         18,083         51,270         223,025         2,181,180         103,548         76,255         (10,876 ) 

RidgeWorth Select Large Cap Growth Stock Fund

      53,272         5,384         24,914         33,742         973,115         —           152,588         (10,880 ) 

RidgeWorth Small Cap Growth Stock Fund

      52,478         9,206         2,730         58,954         1,023,443         —           148,011         4,057   

RidgeWorth Small Cap Value Equity Fund

      53,578         2,746         2,867         53,457         955,284         7,248         33,117         5,514   

RidgeWorth Total Return Bond Fund

      2,604,637         259,955         302,440         2,562,152         26,262,062         405,077         250,627         (197,098 ) 

RidgeWorth U.S. Government Securities Ultra-Short Bond Fund

      207,684         24,610         105,367         126,927         1,283,233         8,581         —           1,247   
  

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 52,969,354       $ 912,864       $ 2,128,527       $ (138,164 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

 

Name of Affiliated Issuer

    Share
Balance at
March 31,
2013		      Purchases      Sales      Share
Balance at
December 31,
2013		      Value at
December 31,
2013		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized
Gain
(Loss)		  

Growth Allocation Strategy

                        

RidgeWorth Aggressive Growth Stock Fund

      5,072         —           5,072         —         $ —         $ —         $ —         $ 40,529   

RidgeWorth Corporate Bond Fund

      3,934         128         2,818         1,244         10,659         790         342         (1,185 ) 

RidgeWorth High Income Fund

      188,708         8,951         94,218         103,441         736,498         43,747         15,767         18,536   

RidgeWorth Intermediate Bond Fund

      66,503         44         66,384         163         1,573         388         60         (428 ) 

RidgeWorth International Equity Fund

      303,884         39,976         41,889         301,971         3,705,180         310,743         57,897         13,918   

RidgeWorth International Equity Index Fund

      3,790         4,929         1,609         7,110         39,531         2,269         14,039         579   

RidgeWorth Large Cap Growth Stock Fund

      1,376,930         193,008         —           1,569,938         15,102,807         —           1,234,906         —     

RidgeWorth Large Cap Value Equity Fund

      774,279         98,568         131,371         741,476         12,419,726         153,469         1,337,872         568,023   

RidgeWorth Mid-Cap Value Equity Fund

      378,910         44,777         45,648         378,039         5,152,675         41,902         547,251         137,299   

RidgeWorth Seix Floating Rate High Income Fund

      79,556         16,084         7,739         87,901         796,386         24,449         —           (1,427 ) 

RidgeWorth Seix High Yield Fund

      137,247         12,918         59,370         90,795         887,977         48,487         29,470         35,779   

RidgeWorth Select Large Cap Growth Stock Fund

      148,432         10,279         91,190         67,521         1,947,306         —           291,317         196,423   

RidgeWorth Small Cap Growth Stock Fund

      131,660         20,868         17,692         134,836         2,340,751         —           335,045         40,622   

RidgeWorth Small Cap Value Equity Fund

      134,781         6,187         18,849         122,119         2,182,273         16,375         74,825         66,509   

RidgeWorth Total Return Bond Fund

      1,149,972         91,134         270,499         970,607         9,948,720         164,580         95,091         (153,993 ) 

RidgeWorth US Government Securities Ultra Short Bond Fund

      59,269         16,118         23,714         51,673         522,417         2,804         —           (703 ) 
  

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 55,794,479       $ 810,003       $ 4,033,882       $ 960,481   
              

 

 

     

 

 

     

 

 

     

 

 

  

 

Name of Affiliated Issuer

    Share
Balance at
March 31,
2013		      Purchases      Sales      Share
Balance at
December 31,
2013		      Value at
December 31,
2013		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized
Gain
(Loss)		  

Moderate Allocation Strategy

                        

RidgeWorth Corporate Bond Fund

      19,956         291         16,684         3,563       $ 30,532       $ 2,052       $ 980       $ (4,927 ) 

RidgeWorth High Income Fund

      816,510         55,732         350,828         521,414         3,712,471         206,757         80,015         44,211   

RidgeWorth Intermediate Bond Fund

      129,271         164         128,087         1,348         13,050         7,102         498         6,635   

RidgeWorth International Equity Fund

      555,833         62,093         53,565         564,361         6,924,707         593,375         110,805         (16,447 ) 

RidgeWorth International Equity Index Fund

      18,046         15,622         20,169         13,499         75,055         5,657         30,207         (2,153 ) 

RidgeWorth Large Cap Growth Stock Fund

      2,626,241         280,058         14,833         2,891,466         27,815,902         —           2,272,581         (70,944 ) 

RidgeWorth Large Cap Value Equity Fund

      1,480,871         172,190         294,183         1,358,878         22,761,208         286,657         2,498,940         1,072,885   

RidgeWorth Mid-Cap Value Equity Fund

      727,258         83,299         119,563         690,994         9,418,252         77,720         1,015,050         291,996   

RidgeWorth Seix Floating Rate High Income Fund

      362,831         56,669         2,759         416,741         3,775,674         108,459         —           (469 ) 

RidgeWorth Seix High Yield Fund

      579,165         48,603         196,500         431,268         4,217,796         221,096         148,329         62,485   

RidgeWorth Select Large Cap Growth Stock Fund

      275,025         20,506         177,224         118,307         3,411,972         —           581,134         339,480   

RidgeWorth Small Cap Growth Stock Fund

      246,656         36,559         40,146         243,069         4,219,678         —           614,914         62,794   

RidgeWorth Small Cap Value Equity Fund

      252,549         9,559         42,131         219,977         3,930,990         30,071         137,406         94,407   

RidgeWorth Total Return Bond Fund

      5,397,450         133,286         774,745         4,755,991         48,748,905         748,866         461,951         (488,868 ) 

RidgeWorth U.S. Government Securities Ultra-Short Bond Fund

      281,047         163,670         215,844         228,873         2,313,903         12,935         —           (533 ) 
  

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 141,370,095       $ 2,300,747       $ 7,952,810       $ 1,390,552   
              

 

 

     

 

 

     

 

 

     

 

 

  

5. Subsequent Events

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

On December 11, 2013, employees of the Adviser, in partnership with affiliated investment funds of Lightyear Capital, a private equity firm, entered into an agreement to acquire all outstanding equity securities of the Adviser from SunTrust Banks, Inc. As a result, shareholders of each Fund will vote at a special meeting of shareholders of the Trust whether to approve a new investment advisory agreement between the Trust and the Adviser and new investment subadvisory agreements between the Adviser and each Fund’s subadviser, as applicable, except with respect to StableRiver Capital Management LLC (“StableRiver”). StableRiver will integrate into Seix Investment Advisors LLC (“Seix”) and will operate under the Seix brand and as a result there will be no proposed new subadvisory agreement with StableRiver. The special meeting of shareholders is scheduled for March 12, 2014. The Board has approved the new advisory agreement and new subadvisory agreements and is recommending that shareholders of each Fund approve each of the new agreements, as applicable. The proposed new agreements are substantially identical to the Funds’ current investment advisory and subadvisory agreements (except for the subadvisory agreements for the Funds currently subadvised by StableRiver as described in the Funds’ proxy statement filed on January 13, 2014).

Item 2. Controls and Procedures.

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

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

 

Item 3. Exhibits.

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

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

RidgeWorth Funds

 

By:   /s/ Julia Short
  Julia Short
  President and Chief Executive Officer

Date:

   February 24, 2014

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By:   /s/ Julia Short
  Julia Short
  President and Chief Executive Officer

Date:

   February 24, 2014
By:   /s/ Denise R. Lewis
  Denise R. Lewis
  Treasurer and Chief Financial Officer

Date:

   February 24, 2014