N-Q 1 d771268dnq.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 LLC

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

  

Thomas S. Harman, Esq.

Bingham McCutchen LLP

2020 K Street, NW

Washington, DC 20006

  

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: June 30, 2014

 

 

 

Item 1. Schedule of Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Aggressive Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 100.3%

      

Consumer Discretionary 31.2%

      

Amazon.com, Inc.*

      7,300         2,370,894   

Chipotle Mexican Grill, Inc.*

      1,700         1,007,267   

HomeAway, Inc.*

      28,700         999,334   

Lululemon Athletica, Inc.*

      19,900         805,552   

Michael Kors Holdings Ltd.*

      11,150         988,447   

Netflix, Inc.*

      5,250         2,313,150   

Priceline Group Inc. (The)*

      1,400         1,684,200   

Tesla Motors, Inc.*

      13,850         3,324,831   

Vince Holding Corp.*

      17,200         629,864   

Vipshop Holdings Ltd.*

      7,200         1,351,728   
     

 

 

  
        15,475,267   
     

 

 

  

Energy 3.0%

      

Pioneer Natural Resources Co.

      6,400         1,470,784   
     

 

 

  

Financials 11.9%

      

Artisan Partners Asset Management, Inc.

      13,150         745,342   

Charles Schwab Corp. (The)

      44,900         1,209,157   

Financial Engines, Inc.

      22,600         1,023,328   

First Republic Bank

      18,250         1,003,568   

Portfolio Recovery Associates, Inc.*

      32,500         1,934,725   
     

 

 

  
        5,916,120   
     

 

 

  

Health Care 14.7%

      

Catamaran Corp.*

      33,650         1,485,984   

Celgene Corp.*

      20,900         1,794,892   

Fluidigm Corp.*

      11,100         326,340   

Gilead Sciences, Inc.*

      18,400         1,525,544   

IPC The Hospitalist Co.*

      8,100         358,182   

Medidata Solutions, Inc.*

      24,150         1,033,861   

Salix Pharmaceuticals Ltd.*

      6,450         795,608   
     

 

 

  
        7,320,411   
     

 

 

  

Industrials 5.2%

      

PACCAR, Inc.

      11,650         731,970   

Precision Castparts Corp.

      4,800         1,211,520   

XPO Logistics, Inc.*

      21,900         626,778   
     

 

 

  
        2,570,268   
     

 

 

  

Information Technology 34.3%

      

Alliance Data Systems Corp.*

      4,250         1,195,313   

Cognizant Technology Solutions Corp., Cl A*

      16,000         782,560   

Envestnet, Inc.*

      4,850         237,262   

F5 Networks, Inc.*

      4,600         512,624   

Facebook, Inc., Cl A*

      27,550         1,853,839   

 

See Notes to Schedules of Portfolio Investments.

Fireeye, Inc.*

      6,700         271,685   

Google, Inc., Cl A*

      1,200         701,604   

Google, Inc., Cl C*

      1,900         1,093,032   

LinkedIn Corp., Cl A*

      11,550         1,980,478   

MercadoLibre, Inc.

      9,800         934,920   

Mitek Systems, Inc.*

      58,700         195,471   

Pandora Media, Inc.*

      44,600         1,315,700   

ServiceNow, Inc.*

      6,850         424,426   

Splunk, Inc.*

      10,700         592,031   

Twitter, Inc.*

      17,500         716,975   

Workday, Inc., Cl A*

      2,400         215,664   

Xoom Corp.*

      28,650         755,214   

Yelp, Inc.*

      14,800         1,134,864   

Zillow, Inc.*

      14,600         2,086,778   
     

 

 

  
        17,000,440   
     

 

 

  

Total Common Stocks (Cost $31,441,567)

         49,753,290   
     

 

 

  

Total Investments

(Cost $31,441,567) — 100.3%

         49,753,290   

Liabilities in Excess of Other Assets — (0.3)%

         (143,259 ) 
     

 

 

  

Net Assets — 100.0%

       $ 49,610,031   
     

 

 

  

 

* Non-income producing security.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

International Equity Fund

 

     Shares      Value($)  

Common Stocks 92.9%

      

Australia 2.1%

      

Flight Centre Travel Group Ltd.

      8,114         340,091   

Fortescue Metals Group Ltd.

      64,674         265,282   
     

 

 

  
        605,373   
     

 

 

  

Austria 1.1%

      

Voestalpine AG

      6,772         322,280   
     

 

 

  

Belgium 2.6%

      

Anheuser-Busch InBev NV

      6,582         756,168   
     

 

 

  

China 1.0%

      

Agricultural Bank of China Ltd., H Shares

      699,480         308,658   
     

 

 

  

Denmark 2.7%

      

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

      200         496,983   

Danske Bank A/S

      10,439         295,061   
     

 

 

  
        792,044   
     

 

 

  

France 19.0%

      

AXA SA

      30,711         734,028   

BNP Paribas

      7,982         541,515   

Cap Gemini SA

      5,903         421,123   

CNP Assurances

      13,528         280,822   

Credit Agricole SA

      18,503         260,962   

Publicis Groupe SA(a)

      5,939         503,713   

Renault SA

      5,516         498,728   

Sanofi-Aventis

      3,455         367,026   

Societe Generale SA

      9,088         476,053   

Valeo SA

      3,889         522,350   

Vinci SA

      8,536         638,184   

Vivendi SA*

      15,400         376,829   
     

 

 

  
        5,621,333   
     

 

 

  

Germany 15.2%

      

Adidas AG

      4,028         407,985   

Allianz SE

      2,787         464,436   

BASF SE

      5,084         591,938   

Continental AG

      2,035         471,341   

Deutsche Lufthansa AG

      17,495         375,629   

Deutsche Post AG

      17,321         626,383   

Fresenius SE

      2,806         418,422   

Infineon Technologies AG

      35,236         440,462   

Siemens AG

      5,316         702,079   
     

 

 

  
        4,498,675   
     

 

 

  

Italy 2.1%

      

Unipol Gruppo Finanziario SpA

      111,937         632,721   
     

 

 

  

 

 

See Notes to Schedules of Portfolio Investments.

Japan 20.5%

      

Aisin Seiki Co. Ltd.

      8,100         322,225   

Aozora Bank Ltd.

      111,255         365,707   

Canon, Inc.

      13,500         439,228   

Hino Motors Ltd.

      20,928         288,185   

Honda Motor Co. Ltd.

      12,341         430,878   

Marubeni Corp.

      45,550         333,178   

Mitsubishi UFJ Financial Group, Inc.

      107,050         656,217   

Mitsui & Co. Ltd.

      22,708         364,027   

NHK Spring Co. Ltd.

      31,723         297,486   

Resona Holdings, Inc.

      80,743         470,247   

Sekisui Chemical Co. Ltd.

      28,012         324,348   

Sumitomo Corp.

      56,911         768,513   

Sumitomo Mitsui Financial Group, Inc.

      13,725         574,985   

Toyota Motor Corp.

      7,049         423,337   
     

 

 

  
        6,058,561   
     

 

 

  

Netherlands 3.1%

      

Aegon NV

      34,857         304,229   

Koninklijke Ahold NV

      32,066         601,978   
     

 

 

  
        906,207   
     

 

 

  

Norway 1.7%

      

Telenor ASA

      22,148         504,426   
     

 

 

  

Russia 0.9%

      

Sberbank of Russia SP ADR

      23,731         240,395   

Sberbank of Russia SP ADR

      2,409         24,500   
     

 

 

  
        264,895   
     

 

 

  

Switzerland 6.5%

      

Roche Holding AG

      2,313         689,883   

Swiss Life Holding AG*

      2,621         621,557   

Swiss Re Ltd.*

      6,932         616,751   
     

 

 

  
        1,928,191   
     

 

 

  

Taiwan 1.4%

      

Hon Hai Precision Industry Co. Ltd.

      122,271         409,508   
     

 

 

  

United Kingdom 13.0%

      

AstraZeneca PLC

      9,428         700,343   

Bodycote PLC

      35,755         420,689   

British American Tobacco PLC

      13,222         787,006   

BT Group PLC

      127,573         840,346   

SABMiller PLC

      9,277         537,901   

WPP PLC

      24,737         539,347   
     

 

 

  
        3,825,632   
     

 

 

  

Total Common Stocks (Cost $19,911,367)

         27,434,672   
     

 

 

  

Preferred Stock 2.0%

      

Germany 2.0%

      

Volkswagen AG, 1.78%

      2,192         575,689   
     

 

 

  

Total Preferred Stock (Cost $374,682)

         575,689   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Short-Term Investment 1.0%

      

RidgeWorth Funds Securities Lending Joint Account(b)

      288,859         288,859   
     

 

 

  

Total Short-Term Investment (Cost $288,859)

         288,859   
     

 

 

  

Money Market Fund 1.2%

      

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

      367,439         367,439   
     

 

 

  

Total Money Market Fund (Cost $367,439)

         367,439   
     

 

 

  

Total Investments

(Cost $20,942,347) — 97.1%

         28,666,659   

Other Assets in Excess of Liabilities — 2.9%

         850,894   
     

 

 

  

Net Assets — 100.0%

       $ 29,517,553   
     

 

 

  

 

* Non-income producing security.
(a) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $274,374.
(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 June 30, 2014 (See Note 2(i)).
(c) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

SP ADR

    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

International Equity Index Fund

 

     Shares      Value($)  

Common Stocks 97.9%

      

Australia 6.0%

      

AGL Energy Ltd.

      1,583         23,107   

ALS Ltd.

      987         8,246   

Alumina Ltd.*

      7,258         9,239   

Amcor Ltd.

      3,469         34,117   

AMP Ltd.

      8,881         44,384   

APA Group

      2,378         15,450   

Asciano Ltd.

      2,803         14,881   

ASX Ltd.

      581         19,526   

Aurizon Holdings Ltd.

      6,417         30,134   

Australia & New Zealand Banking Group Ltd.

      8,239         259,017   

Bank of Queensland Ltd.

      1,080         12,414   

Bendigo and Adelaide Bank Ltd.

      1,173         13,494   

BGP Holdings PLC*(a)(e)

      737,041         —     

BHP Billiton Ltd.

      9,643         326,434   

Boral Ltd.

      2,204         10,911   

Brambles Ltd.

      4,474         38,770   

Caltex Australia Ltd.

      389         7,912   

CFS Retail Property Trust REIT

      6,095         11,724   

Coca-Cola Amatil Ltd.

      1,643         14,656   

Cochlear Ltd.

      165         9,600   

Commonwealth Bank of Australia

      4,840         369,126   

Computershare Ltd.

      1,359         15,993   

Crown Ltd.

      1,151         16,410   

CSL Ltd.

      1,433         89,925   

Dexus Property Group REIT

      16,604         17,379   

Federation Centres Ltd., REIT

      4,103         9,634   

Flight Centre Travel Group Ltd.

      161         6,748   

Fortescue Metals Group Ltd.

      4,475         18,356   

Goodman Group

      4,923         23,443   

GPT Group REIT

      5,083         18,405   

Harvey Norman Holdings Ltd.

      1,529         4,469   

Iluka Resources Ltd.

      1,204         9,230   

Incitec Pivot Ltd.

      4,681         12,800   

Insurance Australia Group Ltd.

      7,031         38,719   

Leighton Holdings Ltd.

      305         5,674   

Lend Lease Group

      1,569         19,396   

Macquarie Group Ltd.

      868         48,806   

Metcash Ltd.

      2,532         6,303   

Mirvac Group REIT

      10,524         17,714   

National Australia Bank Ltd.

      7,067         218,440   

Newcrest Mining Ltd.*

      2,202         21,843   

Orica Ltd.

      1,056         19,397   

 

See Notes to Schedules of Portfolio Investments.

Origin Energy Ltd.

      3,306         45,576   

Qantas Airways Ltd.*

      3,166         3,762   

QBE Insurance Group Ltd.

      3,749         38,427   

Ramsay Health Care Ltd.

      380         16,304   

REA Group Ltd.

      158         6,363   

Rio Tinto Ltd.

      1,308         73,152   

Santos Ltd.

      2,919         39,250   

Scentre Group*

      15,635         47,176   

Seek Ltd.

      924         13,810   

Sonic Healthcare Ltd.

      1,083         17,698   

SP Ausnet

      4,839         6,046   

Stockland REIT

      6,987         25,563   

Suncorp Group Ltd.

      3,863         49,321   

Sydney Airport

      3,261         12,976   

TABCORP Holdings Ltd.

      2,111         6,688   

Tatts Group Ltd.

      3,989         12,300   

Telstra Corp. Ltd.

      13,076         64,239   

Toll Holdings Ltd.

      1,960         9,426   

TPG Telecom Ltd.

      834         4,333   

Transurban Group

      5,245         36,549   

Treasury Wine Estates Ltd.

      1,861         8,792   

Wesfarmers Ltd.

      3,433         135,442   

Westfield Corp., REIT

      6,082         41,005   

Westpac Banking Corp.

      9,335         298,227   

Woodside Petroleum Ltd.

      1,979         76,641   

Woolworths Ltd.

      3,767         125,105   

WorleyParsons Ltd.

      597         9,801   
     

 

 

  
        3,136,198   
     

 

 

  

Austria 1.7%

      

Andritz AG

      1,766         102,059   

Erste Group Bank AG

      6,777         219,188   

Immofinanz AG*(a)(e)

      23,278         82,236   

OMV AG

      3,572         161,408   

Raiffeisen Bank International AG

      2,843         90,763   

Telekom Austria AG

      5,373         52,531   

Vienna Insurance Group

      931         49,833   

Voestalpine AG

      2,719         129,397   
     

 

 

  
        887,415   
     

 

 

  

Belgium 2.1%

      

Ageas

      1,430         57,049   

Anheuser-Busch InBev NV

      5,227         600,500   

Belgacom SA

      944         31,327   

Colruyt SA

      470         23,876   

Delhaize Group SA

      666         45,060   

Groupe Bruxelles Lambert SA

      525         54,556   

KBC Groep NV*

      1,628         88,611   

Solvay SA

      385         66,267   

Telenet Group Holding NV*

      319         18,180   

UCB SA

      735         62,228   

Umicore

      708         32,894   
     

 

 

  
        1,080,548   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Cayman Islands 0.1%

  

Sands China Ltd.

      3,666         27,789   

Wynn Macau Ltd.

      1,952         7,682   
     

 

 

  
        35,471   
     

 

 

  

Denmark 1.4%

      

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

      23         57,153   

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

      10         23,527   

Carlsberg A/S, Cl B

      378         40,717   

Coloplast A/S, Cl B

      392         35,450   

Danske Bank A/S

      2,316         65,462   

DSV A/S

      636         20,733   

Novo Nordisk A/S, Cl B

      7,033         323,695   

Novozymes A/S, Cl B

      845         42,383   

Pandora A/S

      407         31,208   

TDC A/S

      2,868         29,682   

Tryg A/S

      76         7,677   

Vestas Wind Systems A/S*

      791         39,907   

William Demant Holding A/S*

      80         7,264   
     

 

 

  
        724,858   
     

 

 

  

Finland 1.0%

      

Elisa Oyj

      683         20,893   

Fortum Oyj

      2,038         54,724   

Kone Oyj, Cl B

      1,434         59,850   

Metso Oyj

      517         19,588   

Neste Oil Oyj

      616         12,020   

Nokia Oyj

      17,187         130,144   

Nokian Renkaat Oyj

      541         21,113   

Orion Oyj, Cl B(b)

      471         17,562   

Sampo Oyj, Cl A

      2,052         103,822   

Stora Enso Oyj

      2,640         25,702   

UPM-Kymmene Oyj

      2,524         43,132   

Wartsila Oyj

      679         33,676   
     

 

 

  
        542,226   
     

 

 

  

France 10.6%

      

Accor SA

      700         36,414   

Aeroports de Paris

      123         16,206   

Air Liquide SA

      1,405         189,693   

Alcatel-Lucent*

      11,121         39,715   

Alstom

      883         32,192   

Arkema SA

      231         22,483   

Atos Origin SA

      322         26,825   

AXA SA

      7,425         177,466   

BNP Paribas

      4,334         294,027   

Bollore SA

      22         14,279   

Bouygues SA

      796         33,124   

Bureau Veritas SA

      906         25,147   

Cap Gemini SA

      589         42,020   

 

See Notes to Schedules of Portfolio Investments.

Carrefour SA

      2,465         90,931   

Casino Guichard-Perrachon SA

      232         30,761   

Christian Dior SA

      224         44,567   

CNP Assurances

      658         13,659   

Compagnie de Saint – Gobain(b)

      1,819         102,632   

Compagnie Generale des Etablissements Michelin

      747         89,255   

Credit Agricole SA

      4,084         57,600   

Danone SA

      2,325         172,680   

Dassault Systemes SA

      256         32,937   

Edenred

      833         25,259   

Electricite de France

      984         30,990   

Essilor International SA

      835         88,554   

Eurazeo

      165         13,726   

European Aeronautic Defence and Space Co.

      2,379         159,425   

Eutelsat Communications

      586         20,361   

Fonciere Des Regions

      120         13,011   

France Telecom SA

      7,592         119,811   

GDF SUEZ

      5,928         163,197   

Gecina SA

      91         13,271   

Groupe Eurotunnel SA

      1,914         25,886   

Groupe Fnac*

      39         2,032   

ICADE REIT

      151         16,190   

Iliad SA

      107         32,343   

Imerys

      140         11,797   

JCDecaux SA

      274         10,224   

Klepierre

      409         20,842   

L’Oreal SA

      985         169,742   

Lafarge SA

      765         66,412   

Lagardere SCA

      457         14,884   

Legrand SA

      1,087         66,510   

LVMH Moet Hennessy Louis Vuitton SA

      1,143         220,368   

Natixis

      3,785         24,266   

Pernod-Ricard SA

      869         104,356   

Peugeot SA*

      1,603         23,695   

PPR

      310         67,981   

Publicis Groupe SA(b)

      731         61,999   

Remy Cointreau SA

      106         9,752   

Renault SA

      788         71,247   

Rexel SA

      1,102         25,773   

Safran SA

      1,110         72,675   

Sanofi-Aventis

      4,880         518,404   

Schneider Electric SA

      2,134         200,893   

Scor SE

      629         21,636   

Societe BIC SA

      120         16,418   

Societe Generale SA

      2,943         154,162   

Sodexo

      386         41,518   

Suez Environnement SA

      1,149         21,995   

Technip SA

      418         45,726   

Thales SA

      374         22,623   

Total SA

      8,762         633,244   

Unibail-Rodamco SE, REIT

      398         115,781   

 

See Notes to Schedules of Portfolio Investments.

Valeo SA

      311         41,772   

Vallourec SA

      436         19,525   

Veolia Environnement SA

      1,686         32,125   

Vinci SA

      1,978         147,883   

Vivendi SA*

      4,868         119,117   

Wendel SA

      133         19,049   

Zodiac Aerospace

      761         25,759   
     

 

 

  
        5,548,822   
     

 

 

  

Germany 13.6%

      

Adidas AG

      1,275         129,141   

Allianz SE

      2,782         463,603   

Axel Springer AG

      236         14,526   

BASF SE

      5,598         651,784   

Bayer AG

      5,040         711,866   

Bayerische Motoren Werke AG

      2,018         255,932   

Beiersdorf AG

      597         57,771   

Brenntag AG

      305         54,502   

Celesio AG

      310         11,036   

Commerzbank AG*

      5,898         92,714   

Continental AG

      670         155,183   

Daimler AG

      5,868         549,598   

Deutsche Bank AG

      6,213         218,599   

Deutsche Boerse AG

      1,176         91,272   

Deutsche Lufthansa AG

      1,357         29,136   

Deutsche Post AG

      5,895         213,182   

Deutsche Telekom AG

      18,989         332,821   

Deutsche Wohnen AG

      1,744         37,612   

E.ON AG

      12,195         251,815   

Fraport AG

      219         15,474   

Fresenius Medical Care AG

      1,318         88,595   

Fresenius SE

      767         114,373   

GEA Group AG

      1,080         51,138   

Hannover Rueckversicherung AG

      357         32,171   

Heidelberg Cement AG

      859         73,314   

Henkel AG & Co. KGaA

      712         71,658   

Hochtief AG

      141         12,204   

Hugo Boss AG

      189         28,248   

Infineon Technologies AG

      6,871         85,890   

K+S AG

      1,017         33,443   

Kabel Deutschland Holding AG

      146         21,381   

Lanxess AG

      558         37,665   

Linde AG

      1,131         240,510   

MAN SE

      210         25,952   

Merck KGaA

      766         66,489   

Metro AG*

      988         43,062   

Muenchener Rueckversicherungs AG

      1,093         242,307   

Osram Licht AG*

      542         27,337   

ProSiebenSat.1 Media AG

      1,333         59,385   

RWE AG

      2,983         128,114   

SAP AG

      5,615         433,638   

Siemens AG

      4,832         638,157   

 

See Notes to Schedules of Portfolio Investments.

Sky Deutschland AG*

      2,673         24,625   

Telefonica Deutschland Holding AG*

      1,646         13,611   

ThyssenKrupp AG*

      2,759         80,431   

United Internet AG

      709         31,237   

Volkswagen AG

      175         45,242   
     

 

 

  
        7,087,744   
     

 

 

  

Guernsey 0.0%(c)

      

Resolution Ltd.

      2,247         12,125   
     

 

 

  

Hong Kong 1.0%

      

AIA Group Ltd.

      18,251         91,839   

ASM Pacific Technology Ltd.

      301         3,288   

Bank of East Asia Ltd.

      1,536         6,372   

BOC Hong Kong Holdings Ltd.

      5,608         16,244   

Cathay Pacific Airways Ltd.

      1,481         2,767   

Cheung Kong (Holdings) Ltd.

      2,106         37,335   

Cheung Kong Infrastructure Holdings Ltd.

      784         5,427   

CLP Holdings Ltd.

      2,871         23,485   

First Pacific Co. Ltd.

      2,641         2,971   

Galaxy Entertainment Group Ltd.

      3,524         28,100   

Hang Lung Properties Ltd.

      2,808         8,659   

Hang Seng Bank Ltd.

      1,159         18,977   

Henderson Land Development Co. Ltd.

      1,466         8,587   

HK Electric Investments and HK Electric Investments Ltd.*

      437         296   

HKT Trust / HKT Ltd.

      2,817         3,304   

Hong Kong & China Gas Co. Ltd. (The)

      9,561         20,947   

Hong Kong Electric Holdings Ltd.

      2,102         18,415   

Hong Kong Exchanges & Clearing Ltd.

      1,672         31,152   

Hutchison Whampoa Ltd.

      3,230         44,134   

Hysan Development Co. Ltd.

      801         3,762   

Kerry Logistics Network Ltd.

      435         687   

Kerry Properties Ltd.

      814         2,846   

Li & Fung Ltd.

      8,868         13,158   

Link REIT (The)

      3,502         18,842   

MTR Corp.

      1,818         7,014   

New World Development Co. Ltd.

      7,811         8,889   

Noble Group Ltd.

      13,576         14,916   

NWS Holdings Ltd.

      1,830         3,395   

Orient Overseas International Ltd.

      276         1,350   

PCCW Ltd.

      5,016         2,990   

Shangri-La Asia Ltd.

      1,965         3,088   

Sino Land Co. Ltd.

      3,726         6,115   

SJM Holdings Ltd.

      2,435         6,089   

Sun Hung Kai Properties Ltd.*

      175         229   

Sun Hung Kai Properties Ltd.

      2,459         33,758   

Swire Pacific Ltd.

      853         10,494   

Swire Properties Ltd.

      1,469         4,293   

Techtronic Industries Co.

      2,080         6,669   

Wharf Holdings Ltd. (The)

      2,296         16,590   

Wheelock & Co. Ltd.

      1,148         4,829   

Yue Yuen Industrial (Holdings) Ltd.

      931         3,153   
     

 

 

  
        545,455   
     

 

 

  

 

 

See Notes to Schedules of Portfolio Investments.

Ireland 0.9%

  

Bank of Ireland*

      256,416         86,724   

CRH PLC

      7,756         199,024   

Experian PLC

      1,812         30,639   

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

      131,459         —     

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

      8,839         —     

James Hardie Industries SE

      1,269         16,561   

Kerry Group PLC, Cl A

      1,671         125,502   

Ryanair Holdings PLC

      1,892         17,902   
     

 

 

  
        476,352   
     

 

 

  

Israel 1.2%

      

Bank Hapoalim BM

      9,277         53,637   

Bank Leumi Le-Israel BM*

      11,632         45,389   

Bezeq Israeli Telecommunication Corp. Ltd.

      16,765         31,415   

Delek Group Ltd.

      41         16,966   

Israel Chemicals Ltd.

      3,907         33,474   

Israel Corp. Ltd. (The)*

      23         13,104   

Mizrahi Tefahot Bank Ltd.

      1,208         15,623   

NICE Systems Ltd.

      514         21,000   

Teva Pharmaceutical Industries Ltd.

      7,491         395,998   
     

 

 

  
        626,606   
     

 

 

  

Italy 7.8%

      

Assicurazioni Generali SpA

      14,585         319,740   

Atlantia SpA

      5,157         147,020   

Banca Monte dei Paschi di Siena SpA*(b)

      1,240         2,403   

Banco Popolare*

      4,524         74,522   

Enel Green Power SpA

      21,858         61,896   

Enel SpA

      82,217         478,914   

Eni SpA

      31,775         869,320   

Exor SpA

      1,243         51,044   

Fiat SpA*(b)

      10,936         107,967   

Finmeccanica SpA*

      5,055         48,072   

Intesa Sanpaolo SpA

      145,281         448,794   

Intesa Sanpaolo SpA - RSP

      11,647         30,971   

Luxottica Group SpA

      2,088         120,854   

Mediobanca SpA*

      7,344         73,209   

Pirelli & C SpA

      2,971         47,679   

Prysmian SpA

      2,546         57,523   

Saipem SpA*

      3,307         89,207   

Snam Rete Gas SpA

      25,343         152,690   

Telecom Italia SpA*

      125,689         159,198   

Telecom Italia SpA

      75,269         74,362   

Terna SpA(b)

      18,829         99,314   

UniCredit SpA

      55,137         461,677   

Unione di Banche Italiane ScpA

      10,700         92,598   

UnipolSai SpA

      11,246         36,157   
     

 

 

  
        4,105,131   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Japan 21.0%

  

ABC-Mart, Inc.

      111         5,939   

Acom Co. Ltd.*

      1,633         7,770   

ADVANTEST Corp.

      625         7,724   

AEON Co. Ltd.

      2,500         30,749   

AEON Credit Service Co. Ltd.

      449         11,741   

AEON Mall Co. Ltd.

      452         11,908   

Air Water, Inc.

      622         9,947   

Aisin Seiki Co. Ltd.

      799         31,785   

Ajinomoto Co., Inc.

      2,315         36,289   

Alfresa Holdings Corp.

      172         11,087   

All Nippon Airways Co. Ltd.(b)

      4,832         11,400   

Amada Co. Ltd.

      1,488         15,129   

Aozora Bank Ltd.

      4,467         14,683   

Asahi Breweries Ltd.

      1,535         48,184   

Asahi Glass Co. Ltd.

      4,201         24,757   

Asahi Kasei Corp.

      5,257         40,217   

ASICS Corp.

      668         15,582   

Astellas Pharma, Inc.

      8,305         109,116   

Bank of Kyoto Ltd. (The)

      1,343         12,210   

Bank of Yokohama Ltd. (The)

      4,910         28,257   

Benesse Holdings, Inc.

      300         13,015   

Bridgestone Corp.

      2,582         90,353   

Brother Industries Ltd.

      984         17,047   

Calbee, Inc.

      258         7,116   

Canon, Inc.

      4,285         139,414   

Casio Computer Co. Ltd.

      930         13,495   

Central Japan Railway Co.

      572         81,589   

Chiba Bank Ltd. (The)

      3,099         21,872   

Chiyoda Corp.

      653         7,909   

Chubu Electric Power Co., Inc.*

      2,683         33,344   

Chugai Pharmaceutical Co. Ltd.

      933         26,294   

Chugoku Bank Ltd. (The)

      683         10,504   

Chugoku Electric Power Co., Inc. (The)

      1,237         16,875   

Chuo Mitsui Trust Holdings, Inc.

      12,969         59,273   

Citizen Holdings Co. Ltd.

      1,102         8,648   

Credit Saison Co. Ltd.

      657         13,671   

Dai Nippon Printing Co. Ltd.

      2,335         24,386   

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

      3,374         50,258   

Daicel Corp.

      1,218         11,638   

Daido Steel Co. Ltd.

      1,177         6,018   

Daihatsu Motor Co. Ltd.

      801         14,240   

Daiichi Sankyo Co. Ltd.

      2,532         47,238   

Daikin Industries Ltd.

      931         58,743   

Dainippon Sumitomo Pharma Co. Ltd.

      664         7,636   

Daito Trust Construction Co. Ltd.

      303         35,622   

Daiwa House Industry Co. Ltd.

      2,359         48,901   

Daiwa Securities Group, Inc.

      6,596         57,102   

DeNa Co. Ltd.

      441         5,964   

DENSO Corp.

      1,930         92,113   

Dentsu, Inc.

      858         34,937   

 

See Notes to Schedules of Portfolio Investments.

Don Quijote Co. Ltd.

      227         12,660   

East Japan Railway Co.

      1,332         104,911   

Eisai Co. Ltd.

      1,000         41,893   

Electric Power Development Co. Ltd.

      488         15,848   

FamilyMart Co. Ltd.

      246         10,600   

FANUC Ltd.

      724         124,853   

Fast Retailing Co. Ltd.

      210         69,091   

Fuji Electric Holdings Co. Ltd.

      2,332         11,049   

Fuji Heavy Industries Ltd.

      2,330         64,515   

FUJIFILM Holdings Corp.

      1,838         51,255   

Fujitsu Ltd.

      7,394         55,398   

Fukuoka Financial Group, Inc.

      3,223         15,557   

Gree, Inc.

      442         3,874   

GungHo Online Entertainment, Inc.

      1,742         11,246   

Gunma Bank Ltd. (The)

      1,583         9,360   

Hachijuni Bank Ltd. (The)

      1,737         10,751   

Hakuhodo DY Holdings, Inc.

      946         9,394   

Hamamatsu Photonics K.K.

      299         14,669   

Hankyu Hanshin Holdings, Inc.

      4,765         27,187   

Hikari Tsushin, Inc.

      66         4,984   

Hino Motors Ltd.

      1,078         14,844   

Hirose Electric Co. Ltd.

      128         19,016   

Hiroshima Bank Ltd. (The)

      2,085         9,961   

Hisamitsu Pharmaceutical Co., Inc.

      258         11,537   

Hitachi Chemical Co. Ltd.

      436         7,213   

Hitachi Construction Machinery Co. Ltd.

      449         8,944   

Hitachi High-Technologies Corp.

      259         6,161   

Hitachi Ltd.

      18,268         133,802   

Hitachi Metals Ltd.

      851         12,886   

Hokuhoku Financial Group, Inc.

      4,925         10,501   

Hokuriku Electric Power Co.

      703         9,320   

Honda Motor Co. Ltd.

      6,162         215,142   

Hoya Corp.

      1,726         57,349   

Hulic Co. Ltd.

      946         12,466   

Ibiden Co. Ltd.

      473         9,525   

Idemitsu Kosan Co. Ltd.

      367         7,974   

IHI Corp.

      5,497         25,612   

Iida Group Holdings Co. Ltd.

      513         7,793   

Inpex Corp.

      3,576         54,361   

Isetan Mitsukoshi Holdings Ltd.

      1,481         19,297   

Isuzu Motors Ltd.

      4,946         32,711   

ITOCHU Corp.

      5,975         76,733   

Itochu Techno-Solutions Corp.

      106         4,609   

Iyo Bank Ltd. (The)

      1,081         10,927   

J. Front Retailing Co. Ltd.

      2,010         14,107   

Japan Airlines Co. Ltd.

      251         13,875   

Japan Display, Inc.*

      1,432         8,792   

Japan Exchange Group, Inc.

      1,032         25,417   

Japan Prime Realty Investment Corp. REIT

      3         10,765   

Japan Real Estate Investment Corp. REIT

      5         29,120   

Japan Retail Fund Investment Corp. REIT

      9         20,238   

 

See Notes to Schedules of Portfolio Investments.

Japan Tobacco, Inc.

      4,158         151,577   

JFE Holdings, Inc.

      2,048         42,272   

JGC Corp.

      864         26,251   

Joyo Bank Ltd. (The)

      2,831         15,090   

JS Group Corp.

      1,110         29,956   

JSR Corp.

      745         12,781   

JTEKT Corp.

      856         14,424   

JX Holdings, Inc.

      8,913         47,686   

Kajima Corp.

      3,523         15,580   

Kakaku.com, Inc.

      500         8,761   

Kamigumi Co. Ltd.

      972         8,942   

Kaneka Corp.

      1,167         7,303   

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

      2,932         27,640   

Kansai Paint Co. Ltd.

      966         16,144   

Kao Corp.

      2,048         80,602   

Kawasaki Heavy Industries Ltd.

      5,917         22,545   

KDDI Corp.

      2,204         134,431   

Keikyu Corp.

      1,953         17,543   

Keio Corp.

      2,409         18,929   

Keisei Electric Railway Co. Ltd.

      1,150         11,454   

Keyence Corp.

      181         78,963   

Kikkoman Corp.

      658         13,705   

Kintetsu Corp.

      6,768         24,652   

Kirin Holdings Co. Ltd.

      3,255         47,007   

Kobe Steel Ltd.

      12,096         18,149   

Koito Manufacturing Co. Ltd.

      404         10,349   

Komatsu Ltd.

      3,707         86,066   

Konami Corp.

      420         9,283   

Konica Minolta Holdings, Inc.

      1,994         19,703   

Kubota Corp.

      4,488         63,617   

Kuraray Co. Ltd.

      1,437         18,213   

Kurita Water Industries Ltd.

      471         10,912   

Kyocera Corp.

      1,289         61,177   

Kyowa Hakko Kirin Co. Ltd.

      961         13,006   

Kyushu Electric Power Co., Inc.*

      1,778         20,026   

Lawson, Inc.

      274         20,556   

M3, Inc.

      770         12,253   

Mabuchi Motor Co. Ltd.

      105         7,960   

Makita Corp.

      469         28,981   

Marubeni Corp.

      6,552         47,925   

Marui Group Co. Ltd.

      930         8,932   

Maruichi Steel Tube Ltd.

      197         5,289   

Mazda Motor Corp.

      10,713         50,231   

McDonald’s Holdings Co. (Japan) Ltd.

      278         7,807   

Medipal Holdings Corp.

      562         7,966   

Meiji Holdings Co. Ltd.

      256         16,956   

Miraca Holdings, Inc.

      234         11,341   

Mitsubishi Chemical Holdings Corp.

      5,644         25,015   

Mitsubishi Corp.

      5,578         116,014   

Mitsubishi Electric Corp.

      7,669         94,628   

Mitsubishi Estate Co. Ltd.

      4,729         116,749   

 

See Notes to Schedules of Portfolio Investments.

Mitsubishi Gas Chemical Co., Inc.

      1,612         10,311   

Mitsubishi Heavy Industries Ltd.

      12,050         75,175   

Mitsubishi Logistics Corp.

      514         7,697   

Mitsubishi Materials Corp.

      4,654         16,309   

Mitsubishi Motors Corp.

      2,563         28,285   

Mitsubishi Tanabe Pharma Corp.

      937         14,031   

Mitsubishi UFJ Financial Group, Inc.

      48,180         295,344   

Mitsubishi UFJ Lease & Finance Co. Ltd.

      1,955         11,232   

Mitsui & Co. Ltd.

      6,896         110,548   

Mitsui Chemicals, Inc.

      3,405         9,310   

Mitsui Fudosan Co. Ltd.

      3,323         112,051   

Mitsui O.S.K. Lines Ltd.

      4,521         16,825   

Mizuho Financial Group, Inc.

      86,993         178,615   

MS&AD Insurance Group Holdings, Inc.

      2,011         48,575   

Murata Manufacturing Co. Ltd.

      805         75,339   

Nabtesco Corp.

      455         10,061   

Nagoya Railroad Co. Ltd.

      3,324         13,256   

Namco Bandai Holdings, Inc.

      741         17,350   

NEC Corp.

      9,739         31,052   

Nexon Co. Ltd.

      455         4,343   

NGK Insulators Ltd.

      1,126         25,564   

NGK Spark Plug Co. Ltd.

      746         21,046   

NHK Spring Co. Ltd.

      661         6,199   

Nidec Corp.

      806         49,456   

Nikon Corp.

      1,421         22,373   

Nintendo Co. Ltd.

      422         50,508   

Nippon Building Fund, Inc. REIT

      5         29,219   

Nippon Electric Glass Co. Ltd.

      1,555         9,056   

Nippon Express Co. Ltd.

      3,319         16,086   

Nippon Meat Packers, Inc.

      715         13,968   

Nippon Paint Co. Ltd.

      576         12,190   

Nippon Prologis REIT, Inc.

      5         11,658   

Nippon Steel Corp.

      30,172         96,498   

Nippon Telegraph & Telephone Corp.

      1,489         92,863   

Nippon Yusen Kabushiki Kaisha

      6,727         19,390   

Nissan Motor Co. Ltd.

      9,868         93,610   

Nisshin Seifun Group, Inc.

      860         10,263   

Nissin Foods Holdings Co. Ltd.

      247         12,703   

Nitori Holdings Co. Ltd.

      285         15,586   

Nitto Denko Corp.

      621         29,099   

NKSJ Holdings, Inc.

      1,385         37,296   

NOK Corp.

      399         8,015   

Nomura Holdings, Inc.

      14,412         102,003   

Nomura Real Estate Holdings, Inc.

      518         9,802   

Nomura Research Institute Ltd.

      423         13,320   

NSK Ltd.

      1,952         25,377   

NTT Data Corp.

      538         20,659   

NTT DoCoMo, Inc.

      6,142         105,009   

NTT Urban Development Corp.

      517         5,818   

Obayashi Corp.

      2,705         19,305   

Odakyu Electric Railway Co. Ltd.

      2,610         25,120   

 

See Notes to Schedules of Portfolio Investments.

OJI Paper Co. Ltd.

      3,325         13,687   

Olympus Corp.*

      952         32,797   

Omron Corp.

      853         35,954   

Ono Pharmaceutical Co. Ltd.

      345         30,378   

Oracle Corp. Japan

      161         7,040   

Oriental Land Co. Ltd.

      198         33,920   

ORIX Corp.

      5,264         87,244   

Osaka Gas Co. Ltd.

      7,807         32,829   

Otsuka Corp.

      204         9,887   

Otsuka Holdings Co. Ltd.

      1,511         46,834   

Panasonic Corp.

      8,762         106,730   

Park24 Co. Ltd.

      409         7,437   

Rakuten, Inc.

      3,025         39,087   

Resona Holdings, Inc.

      8,873         51,676   

Ricoh Co. Ltd.

      2,791         33,253   

Rinnai Corp.

      138         13,323   

Rohm Co. Ltd.

      403         23,113   

Sankyo Co. Ltd.

      225         8,651   

Sanrio Co. Ltd.

      187         5,433   

Santen Pharmaceutical Co. Ltd.

      310         17,442   

SBI Holdings, Inc.

      844         10,331   

Secom Co. Ltd.

      833         50,898   

Sega Sammy Holdings, Inc.

      778         15,306   

Seiko Epson Corp.

      518         22,038   

Sekisui Chemical Co. Ltd.

      1,775         20,553   

Sekisui House Ltd.

      2,256         30,932   

Seven & I Holdings Co. Ltd.

      2,848         119,987   

Seven Bank Ltd.

      2,481         10,139   

Sharp Corp.*

      6,076         19,493   

Shikoku Electric Power Co., Inc.*

      745         10,399   

Shimadzu Corp.

      987         9,051   

Shimamura Co. Ltd.

      94         9,242   

Shimano, Inc.

      329         36,503   

Shimizu Corp.

      2,463         17,432   

Shin-Etsu Chemical Co. Ltd.

      1,629         99,022   

Shinsei Bank Ltd.

      6,871         15,464   

Shionogi & Co. Ltd.

      1,244         25,959   

Shiseido Co. Ltd.

      1,500         27,348   

Shizuoka Bank Ltd. (The)

      2,112         22,828   

Showa Shell Sekiyu Kabushiki Kaisha

      786         8,930   

SMC Corp.

      219         58,606   

Softbank Corp.

      3,630         270,284   

Sony Corp.

      4,214         69,966   

Sony Financial Holdings, Inc.

      725         12,367   

Stanley Electric Co. Ltd.

      598         15,590   

Sumitomo Chemical Co. Ltd.

      6,204         23,455   

Sumitomo Corp.

      4,467         60,321   

Sumitomo Electric Industries Ltd.

      2,993         42,101   

Sumitomo Heavy Industries Ltd.

      2,304         10,962   

Sumitomo Metal Mining Co. Ltd.

      2,181         35,415   

Sumitomo Mitsui Financial Group, Inc.

      4,810         201,507   

 

See Notes to Schedules of Portfolio Investments.

Sumitomo Realty & Development Co. Ltd.

      1,417         60,804   

Sumitomo Rubber Industries Ltd.

      713         10,290   

Suntory Beverage & Food Ltd.

      552         21,659   

Suruga Bank Ltd.

      753         14,613   

Suzuken Co. Ltd.

      296         11,015   

Suzuki Motor Corp.

      1,447         45,322   

Sysmex Corp.

      569         21,372   

T&D Holdings, Inc.

      2,413         32,799   

Taiheiyo Cement Corp.

      4,895         19,714   

Taisei Corp.

      4,037         22,356   

Taisho Pharmaceutical Holdings Co. Ltd.

      132         9,629   

Taiyo Nippon Sanso Corp.

      1,009         8,934   

Takashimaya Co. Ltd.

      1,104         10,713   

Takeda Pharmaceutical Co. Ltd.

      2,985         138,458   

TDK Corp.

      514         24,100   

Teijin Ltd.

      3,895         9,766   

Terumo Corp.

      1,233         27,568   

THK Co. Ltd.

      475         11,197   

Tobu Railway Co. Ltd.

      4,255         22,261   

Toho Co. Ltd.

      473         11,094   

Toho Gas Co. Ltd.

      1,706         9,380   

Tohoku Electric Power Co., Inc.

      1,886         22,136   

Tokio Marine Holdings, Inc.

      2,749         90,417   

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

      6,023         25,090   

Tokyo Electron Ltd.

      681         46,034   

Tokyo Gas Co. Ltd.

      9,492         55,469   

Tokyo Tatemono Co. Ltd.

      1,715         15,863   

Tokyu Corp.

      4,735         33,559   

Tokyu Fudosan Holdings Corp.

      1,719         13,558   

TonenGeneral Sekiyu KK

      1,178         11,186   

Toppan Printing Co. Ltd.

      2,331         18,040   

Toray Industries, Inc.

      6,113         40,188   

Toshiba Corp.

      15,977         74,598   

TOTO Ltd.

      1,239         16,694   

Toyo Seikan Kaisha Ltd.

      683         10,491   

Toyo Suisan Kaisha Ltd.

      371         11,444   

Toyoda Gosei Co. Ltd.

      273         5,670   

Toyota Industries Corp.

      681         35,157   

Toyota Motor Corp.

      10,425         626,087   

Toyota Tsusho Corp.

      887         25,505   

Trend Micro, Inc.

      439         14,452   

Uni-Charm Corp.

      476         28,366   

United Urban Investment Corp., REIT

      9         14,525   

USS Co. Ltd.

      920         15,702   

West Japan Railway Co.

      654         28,793   

Yahoo Japan Corp.

      6,099         28,176   

Yakult Honsha Co. Ltd.

      366         18,534   

Yamada Denki Co. Ltd.

      3,832         13,655   

Yamaguchi Financial Group, Inc.

      882         9,298   

Yamaha Corp.

      658         10,399   

Yamaha Motor Co. Ltd.

      1,167         20,079   

 

See Notes to Schedules of Portfolio Investments.

Yamato Holdings Co. Ltd.

      1,444         29,919   

Yamato Kogyo Co. Ltd.

      175         5,131   

Yamazaki Baking Co. Ltd.

      461         5,757   

Yaskawa Electric Corp.

      895         10,840   

Yokogawa Electric Corp.

      896         11,330   

Yokohama Rubber Co. Ltd. (The)

      857         7,411   
     

 

 

  
        10,999,633   
     

 

 

  

Jersey 0.2%

      

Petrofac Ltd.

      432         8,894   

Randgold Resources Ltd.

      141         11,759   

Shire PLC

      1,072         83,842   
     

 

 

  
        104,495   
     

 

 

  

Luxembourg 0.6%

      

Altice SA*

      284         19,786   

ArcelorMittal

      4,084         60,564   

Millicom International Cellular SA

      183         16,762   

RTL Group SA*

      223         24,807   

SES

      1,243         47,147   

Tenaris SA

      5,898         138,909   
     

 

 

  
        307,975   
     

 

 

  

Macau 0.0%(c)

      

MGM China Holdings Ltd.

      1,193         4,148   
     

 

 

  

Mauritius 0.0%(c)

      

Golden Agri-Resources Ltd.

      22,250         9,904   
     

 

 

  

Netherlands 3.5%

      

Aegon NV

      8,458         73,821   

Akzo Nobel NV

      1,120         83,965   

ASML Holding NV

      1,669         155,427   

CNH Industrial NV

      11,793         121,111   

Corio NV REIT

      304         15,527   

Delta Lloyd NV

      927         23,534   

Fugro NV

      318         18,208   

Gemalto NV

      358         37,109   

Heineken Holding NV

      455         29,915   

Heineken NV

      1,076         77,249   

ING Groep NV*

      17,929         251,885   

Koninklijke Ahold NV

      4,344         81,550   

Koninklijke Boskalis Westminster NV

      405         23,228   

Koninklijke DSM NV

      805         58,631   

Koninklijke KPN NV*

      14,470         52,724   

Koninklijke Philips Electronics NV

      4,530         143,753   

Koninklijke Vopak NV

      318         15,545   

OCI*

      434         16,937   

QIAGEN NV*

      1,396         33,834   

Randstad Holding NV

      580         31,442   

Reed Elsevier NV

      3,256         74,679   

TNT Express NV

      2,043         18,491   

Unilever NV

      7,605         332,764   

Wolters Kluwer NV

      1,358         40,203   

Ziggo NV

      700         32,369   
     

 

 

  
        1,843,901   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

New Zealand 0.7%

  

Auckland International Airport Ltd.

      19,368         66,135   

Contact Energy Ltd.

      7,777         36,157   

Fletcher Building Ltd.

      13,795         106,409   

Ryman Healthcare Ltd.

      7,536         56,414   

Telecom Corp. of New Zealand Ltd.

      37,686         88,429   

Xero Ltd.*

      1,298         29,537   
     

 

 

  
        383,081   
     

 

 

  

Norway 2.0%

      

Aker Solutions ASA

      1,430         24,852   

DnB NOR ASA

      8,882         162,469   

Gjensidige Forsikring ASA

      1,741         31,222   

Norsk Hydro ASA

      12,223         65,421   

Orkla ASA

      7,409         66,011   

Seadrill Ltd.

      3,412         135,337   

StatoilHydro ASA

      10,143         311,540   

Telenor ASA

      6,892         156,967   

Yara International ASA

      1,674         83,866   
     

 

 

  
        1,037,685   
     

 

 

  

Portugal 0.9%

      

Banco Espirito Santo SA*

      47,418         39,088   

EDP - Energias de Portugal SA

      43,761         219,554   

Galp Energia SGPS SA

      7,223         132,334   

Jeronimo Martins SGPS SA

      4,715         77,572   
     

 

 

  
        468,548   
     

 

 

  

Singapore 1.1%

      

Ascendas REIT

      6,435         11,870   

CapitaCommercial Trust, REIT

      6,355         8,664   

CapitaLand Ltd.

      8,077         20,729   

CapitaMall Trust REIT

      7,632         12,089   

CapitaMalls Asia Ltd.(a)

      3,284         6,189   

City Developments Ltd.

      1,289         10,575   

ComfortDelGro Corp. Ltd.

      6,364         12,760   

DBS Group Holdings Ltd.

      5,406         72,620   

Genting Singapore PLC

      19,283         20,568   

Global Logistic Properties Ltd.

      9,750         21,112   

Jardine Cycle & Carriage Ltd.

      336         11,927   

Keppel Corp. Ltd.

      4,561         39,468   

Keppel Land Ltd.

      1,677         4,546   

Keppel REIT

      290         298   

Olam International Ltd.

      1,567         3,242   

Oversea-Chinese Banking Corp. Ltd.

      8,133         62,291   

SembCorp Industries Ltd.

      3,098         13,342   

SembCorp Marine Ltd.

      2,634         8,661   

Singapore Airlines Ltd.

      1,701         14,147   

Singapore Exchange Ltd.

      2,533         14,118   

Singapore Press Holdings Ltd.

      5,044         16,869   

 

See Notes to Schedules of Portfolio Investments.

Singapore Technologies Engineering Ltd.

      4,897         14,924   

Singapore Telecommunications Ltd.

      25,121         77,565   

StarHub Ltd.

      1,451         4,853   

United Overseas Bank Ltd.

      4,010         72,424   

UOL Group Ltd.

      1,115         5,830   

Wilmar International Ltd.

      6,054         15,488   

Yangzijiang Shipbuilding Holdings Ltd.

      4,623         4,004   
     

 

 

  
        581,173   
     

 

 

  

Spain 5.6%

      

Abertis Infraestructuras SA

      2,365         54,421   

Actividades de Construccion y Servicios SA

      1,021         46,695   

Amadeus IT Holding SA, Cl A

      2,225         91,766   

Banco Bilbao Vizcaya Argentaria SA

      34,508         439,867   

Banco de Sabadell SA

      19,948         68,069   

Banco Popular Espanol SA

      10,239         68,419   

Banco Santander SA

      69,065         721,575   

Bankia SA*

      26,948         52,250   

Criteria Caixacorp SA

      10,267         63,362   

Distribuidora Internacional de Alimentacion SA

      3,618         33,312   

Enagas

      1,187         38,196   

Ferrovial SA

      2,360         52,561   

Gas Natural SDG SA(b)

      2,049         64,713   

Grifols SA

      872         47,660   

Iberdrola SA

      29,825         228,006   

Inditex SA

      1,276         196,388   

Mapfre SA

      5,404         21,541   

Red Electrica Corporacion SA

      633         57,900   

Repsol YPF SA

      5,036         132,813   

Telefonica SA

      23,959         410,745   

Zardoya Otis SA*

      1,079         19,207   
     

 

 

  
        2,909,466   
     

 

 

  

Sweden 2.2%

      

Alfa Laval AB

      871         22,448   

Assa Abloy AB, Cl B

      925         47,070   

Atlas Copco AB, Cl A

      1,858         53,697   

Atlas Copco AB, Cl B

      1,080         28,853   

Boliden AB

      669         9,707   

Electrolux AB, Cl B

      588         14,873   

Elekta AB, B SHS

      902         11,475   

Getinge AB

      491         12,904   

Hennes & Mauritz AB, Cl B

      2,627         114,806   

Hexagon AB, Cl B

      704         22,696   

Husqvarna AB, Cl B

      986         7,666   

Industrivarden AB, Cl C

      290         5,729   

Investor AB, Cl B

      1,261         47,314   

Kinnevik Investment AB, Cl B

      651         27,749   

Lundin Petroleum AB*

      546         11,048   

Nordea Bank AB

      8,406         118,638   

Sandvik AB

      2,951         40,324   

Securitas AB, Cl B

      765         9,074   

 

See Notes to Schedules of Portfolio Investments.

Skandinaviska Enskilda Banken AB, Cl A

      4,204         56,187   

Skanska AB, Cl B

      1,052         24,011   

SKF AB, Cl B

      1,096         27,968   

Svenska Cellulosa AB, Cl B

      1,624         42,316   

Svenska Handelsbanken AB, Cl A

      1,381         67,608   

Swedbank AB, Cl A

      2,506         66,461   

Swedish Match AB

      504         17,500   

Tele2 AB, B SHS

      779         9,176   

Telefonaktiebolaget LM Ericsson, Cl B

      8,422         101,784   

TeliaSonera AB

      6,591         48,148   

Volvo AB, Cl B

      4,230         58,276   
     

 

 

  
        1,125,506   
     

 

 

  

Switzerland 2.9%

      

ABB Ltd.*

      2,424         55,817   

Actelion Ltd.*

      113         14,297   

Adecco SA*

      188         15,476   

Aryzta AG*

      91         8,620   

Baloise Holding AG

      52         6,128   

Barry Callebaut AG*

      2         2,718   

Cie Financiere Richemont SA

      575         60,333   

Coca-Cola HBC AG*

      336         7,717   

Credit Suisse Group AG*

      1,671         47,786   

EMS-Chemie Holding AG

      11         4,391   

Geberit AG

      43         15,095   

Givaudan SA*

      11         18,346   

Glencore PLC

      19,379         107,969   

Holcim Ltd.*

      240         21,096   

Julius Baer Group Ltd.*

      235         9,688   

Kuehne + Nagel International AG

      57         7,585   

Lindt & Spruengli AG PC

      1         5,090   

Lonza Group AG*

      56         6,094   

Nestle SA

      3,554         275,327   

Novartis AG

      2,535         229,545   

Pargesa Holding SA

      29         2,605   

Partners Group Holding AG

      20         5,467   

Roche Holding AG

      774         230,856   

Schindler Holding AG PC

      53         8,056   

Schindler Holding AG RS

      24         3,618   

SGS SA

      6         14,378   

Sika AG

      2         8,178   

Sonova Holding AG

      54         8,239   

STMicroelectronics NV

      2,605         23,371   

Sulzer AG

      30         4,208   

Swatch Group AG (The) BS

      35         21,135   

Swatch Group AG (The) RS

      47         5,220   

Swiss Life Holding AG*

      36         8,537   

Swiss Prime Site AG*

      58         4,807   

Swiss Re Ltd.*

      366         32,564   

Swisscom AG

      26         15,114   

Syngenta AG

      98         36,501   

Transocean Ltd.

      376         16,900   

 

See Notes to Schedules of Portfolio Investments.

UBS AG*

      4,023         73,809   

Wolseley PLC

      485         26,586   

Zurich Insurance Group AG*

      164         49,433   
     

 

 

  
        1,518,700   
     

 

 

  

United Kingdom 9.8%

      

3i Group PLC

      1,613         11,094   

Aberdeen Asset Management PLC

      1,591         12,359   

Admiral Group PLC

      320         8,483   

Aggreko PLC

      426         12,029   

AMEC PLC

      494         10,272   

Anglo American PLC

      2,544         62,259   

Antofagasta PLC

      656         8,566   

ARM Holdings PLC

      2,570         38,749   

ASOS PLC*

      79         4,002   

Associated British Foods PLC

      650         33,917   

AstraZeneca PLC

      2,300         170,852   

Aviva PLC

      5,376         46,968   

Babcock International Group PLC

      915         18,196   

BAE Systems PLC

      5,805         43,007   

Barclays PLC

      29,829         108,633   

BG Group PLC

      6,220         131,465   

BHP Billiton PLC

      3,853         124,594   

BP PLC

      33,690         296,876   

British American Tobacco PLC

      3,442         204,876   

British Land Co. PLC (The) REIT

      1,747         21,003   

British Sky Broadcasting Group PLC

      1,746         27,012   

BT Group PLC

      14,431         95,060   

Bunzl PLC

      553         15,351   

Burberry Group PLC

      735         18,654   

Capita Group PLC

      1,202         23,554   

Capital Shopping Centres Group PLC REIT

      1,599         8,527   

Carnival PLC

      306         11,563   

Centrica PLC

      9,264         49,561   

Cobham PLC

      1,789         9,562   

Compass Group PLC

      3,262         56,775   

Croda International PLC

      226         8,513   

Diageo PLC

      4,581         146,293   

Direct Line Insurance Group PLC

      2,736         12,633   

easyJet PLC

      265         6,191   

Fresnillo PLC

      299         4,462   

G4S PLC

      2,831         12,364   

GKN PLC

      2,707         16,822   

GlaxoSmithKline PLC

      8,864         237,256   

Hammerson PLC REIT

      1,183         11,743   

Hargreaves Lansdown PLC

      356         7,543   

HSBC Holdings PLC

      34,355         348,596   

ICAP PLC

      912         5,931   

IMI PLC

      467         11,884   

Imperial Tobacco Group PLC

      1,756         79,037   

Inmarsat PLC

      745         9,531   

InterContinental Hotels Group PLC

      447         18,521   

 

See Notes to Schedules of Portfolio Investments.

International Consolidated Airlines Group SA*

      5,940         37,667   

Intertek Group PLC

      269         12,655   

Investec PLC

      955         8,809   

ITV PLC

      6,976         21,275   

J Sainsbury PLC

      2,037         10,999   

Johnson Matthey PLC

      342         18,144   

Kingfisher PLC

      4,335         26,634   

Land Securities Group PLC REIT

      1,439         25,514   

Legal & General Group PLC

      10,795         41,642   

Lloyds Banking Group PLC*

      104,159         132,356   

London Stock Exchange Group PLC

      294         10,098   

Marks & Spencer Group PLC

      2,976         21,656   

Meggitt PLC

      1,302         11,275   

Melrose Industries PLC

      1,778         7,918   

National Grid PLC

      6,805         97,827   

Next PLC

      270         29,920   

Old Mutual PLC

      8,934         30,228   

Pearson PLC

      1,494         29,506   

Persimmon PLC*

      504         10,980   

Prudential PLC

      4,671         107,199   

Reckitt Benckiser Group PLC

      1,182         103,167   

Reed Elsevier PLC

      2,119         34,089   

Rexam PLC

      1,445         13,230   

Rio Tinto PLC

      2,321         123,475   

Rolls-Royce Holdings PLC*

      3,430         62,751   

Royal Bank of Scotland Group PLC*

      4,528         25,448   

Royal Dutch Shell PLC, Cl A

      7,111         294,326   

Royal Dutch Shell PLC, Cl B

      4,461         194,109   

Royal Mail PLC*

      1,186         10,128   

RSA Insurance Group PLC

      1,847         15,008   

SABMiller PLC

      1,758         101,933   

Sage Group PLC (The)

      1,874         12,319   

Schroders PLC

      227         9,736   

Scottish & Southern Energy PLC

      1,763         47,279   

Segro PLC

      1,233         7,284   

Severn Trent PLC

      397         13,126   

Smith & Nephew PLC

      1,631         29,002   

Smiths Group PLC

      655         14,539   

Sports Direct International PLC*

      491         5,937   

Standard Chartered PLC

      4,428         90,482   

Standard Life PLC

      4,336         27,761   

Subsea 7 SA

      2,558         47,708   

Tate & Lyle PLC

      775         9,079   

Tesco PLC

      14,770         71,838   

Travis Perkins PLC

      408         11,437   

TUI Travel PLC

      743         5,061   

Tullow Oil PLC

      1,660         24,247   

Unilever PLC

      2,341         106,209   

United Utilities Group PLC

      1,132         17,087   

Vodafone Group PLC

      48,231         160,958   

Weir Group PLC (The)

      354         15,867   

 

See Notes to Schedules of Portfolio Investments.

Whitbread PLC

      331         24,976   

William Hill PLC

      1,432         8,038   

WM Morrison Supermarkets PLC

      3,661         11,491   

WPP PLC

      2,455         53,527   
     

 

 

  
        5,116,093   
     

 

 

  

Total Common Stocks (Cost $27,622,848)

  

      51,219,259   
     

 

 

  

Preferred Stocks 1.0%

      

Germany 1.0%

      

Bayerische Motoren Werke AG, 4.08%

      317         30,389   

Fuchs Petrolub AG, (Preference Shares)

      424         19,171   

Henkel AG & Co. KGaA, 1.13%

      1,086         125,553   

Porsche AG, 2.67%

      933         97,209   

Volkswagen AG, 1.78%

      881         231,379   
     

 

 

  

Total Preferred Stocks (Cost $108,264)

         503,701   
     

 

 

  

Rights 0.0%(c)

      

Austria 0.0%(a)(c)(d)(e)

      

IMMOEAST AG*

      175,419         —     
     

 

 

  

Hong Kong 0.0%(c)

      

HKT Trust / HKT Ltd.*

      507         147   
     

 

 

  

Total Rights (Cost $—)

         147   
     

 

 

  

Exchange Traded Funds 0.5%

      

iShares MSCI Australia Index Fund

      395         10,321   

iShares MSCI Austria Investable Market Index Fund

      192         3,759   

iShares MSCI Belgium Investable Market Index Fund

      125         2,149   

iShares MSCI Denmark Capped ETF

      52         2,764   

iShares MSCI EAFE Fund

      1,175         80,335   

iShares MSCI EMU Index Fund

      1,581         66,908   

iShares MSCI Germany Index Fund

      404         12,637   

iShares MSCI Hong Kong Index Fund

      39         814   

iShares MSCI Ireland Capped ETF

      42         1,504   

iShares MSCI Israel Capped ETF

      52         2,716   

iShares MSCI Italy Index Fund

      878         15,260   

iShares MSCI Japan Index Fund

      3,331         40,105   

iShares MSCI Netherlands Investable Market Index Fund

      42         1,075   

iShares MSCI New Zealand Capped ETF

      45         1,896   

iShares MSCI Norway Capped ETF

      152         5,002   

iShares MSCI Singapore Index Fund

      140         1,893   

iShares MSCI Spain Index Fund

      100         4,282   

iShares MSCI Sweden Index Fund

      98         3,459   

iShares MSCI United Kingdom Index Fund

      478         9,981   
     

 

 

  

Total Exchange Traded Funds (Cost $268,888)

  

      266,860   
     

 

 

  

Trust 0.0%(c)

      

Singapore 0.0%(c)

      

Hutchison Port Holdings Trust

      17,843         12,847   
     

 

 

  

Total Trust (Cost $13,281)

  

      12,847   
     

 

 

  

 

 

See Notes to Schedules of Portfolio Investments.

Short-Term Investment 0.4%

  

RidgeWorth Funds Securities Lending Joint Account(f)

      206,803         206,803   
     

 

 

  

Total Short-Term Investment (Cost $206,803)

         206,803   
     

 

 

  

Money Market Fund 0.2%

      

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

      90,730         90,730   
     

 

 

  

Total Money Market Fund (Cost $90,730)

         90,730   
     

 

 

  

Total Investments

(Cost $28,310,814) — 100.0%

         52,300,347   

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

         (12,527 ) 
     

 

 

  

Net Assets — 100.0%

       $ 52,287,820   
     

 

 

  

 

* Non-income producing security.
(a) Valued at fair value using procedures approved by the Board (See Note 2(a)).
(b) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was 193,631.
(c) Less than 0.05% of Net Assets.
(d) Escrowed rights that are not tradable.
(e) The Fund’s investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(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 June 30, 2014 (See Note 2(i)).
(g) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

BS

    – Bearer Shares

MSCI

    – Morgan Stanley Capital International

PC

    – Participation Certificate

REIT

    – Real Estate Investment Trust

RS

    – Registered Shares

RSP

    – Retirement Savings Plan

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Large Cap Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 99.7%

      

Consumer Discretionary 21.4%

      

Amazon.com, Inc.*

      18,321         5,950,294   

BorgWarner, Inc.

      69,885         4,555,803   

Chipotle Mexican Grill, Inc.*

      5,004         2,964,920   

DR Horton, Inc.

      158,124         3,886,688   

Johnson Controls, Inc.

      56,987         2,845,361   

Las Vegas Sands Corp.

      53,748         4,096,673   

Michael Kors Holdings Ltd.*

      33,663         2,984,225   

Netflix, Inc.*

      9,377         4,131,506   

Priceline Group Inc. (The)*

      5,266         6,334,998   

Scripps Networks Interactive, Cl A

      38,315         3,108,879   

Starbucks Corp.

      77,995         6,035,253   

Ulta Salon Cosmetics & Fragrance, Inc.*

      15,827         1,446,746   

Under Armour, Inc., Cl A*(a)

      65,944         3,923,009   

VF Corp.

      63,887         4,024,881   

Viacom, Inc., Cl B

      40,418         3,505,453   
     

 

 

  
        59,794,689   
     

 

 

  

Consumer Staples 6.4%

      

Colgate-Palmolive Co.

      70,646         4,816,644   

Costco Wholesale Corp.

      44,877         5,168,035   

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

      54,264         4,029,645   

WhiteWave Foods Co. (The), Cl A*

      115,175         3,728,215   
     

 

 

  
        17,742,539   
     

 

 

  

Energy 5.7%

      

EOG Resources, Inc.

      45,458         5,312,222   

Phillips 66

      24,047         1,934,100   

Schlumberger Ltd.

      72,505         8,551,965   
     

 

 

  
        15,798,287   
     

 

 

  

Financials 5.4%

      

Discover Financial Services

      51,966         3,220,853   

Genworth Financial, Inc., Cl A*

      184,504         3,210,370   

Morgan Stanley

      117,304         3,792,438   

Santander Consumer USA Holdings, Inc.

      81,893         1,592,000   

T. Rowe Price Group, Inc.

      39,825         3,361,628   
     

 

 

  
        15,177,289   
     

 

 

  

Health Care 15.7%

      

Alexion Pharmaceuticals, Inc.*

      44,257         6,915,156   

Biogen Idec, Inc.*

      26,337         8,304,319   

Cerner Corp.*(a)

      58,002         2,991,743   

Express Scripts Holding Co.*

      55,936         3,878,043   

Gilead Sciences, Inc.*

      125,492         10,404,542   

HCA Holdings, Inc.*

      30,758         1,734,136   

 

See Notes to Schedules of Portfolio Investments.

Illumina, Inc.*

      12,817         2,288,347   

Mylan, Inc.*

      116,093         5,985,755   

Pharmacyclics, Inc.*(a)

      15,267         1,369,603   
     

 

 

  
        43,871,644   
     

 

 

  

Industrials 13.8%

      

BE Aerospace, Inc.*

      15,760         1,457,642   

Cummins, Inc.

      32,433         5,004,088   

Delta Air Lines, Inc.

      96,052         3,719,133   

Eaton Corp. PLC

      23,972         1,850,159   

Fluor Corp.

      37,352         2,872,369   

Fortune Brands Home & Security, Inc.

      89,433         3,571,060   

HD Supply Holdings, Inc.*

      75,850         2,153,382   

Honeywell International, Inc.

      51,537         4,790,364   

IHS, Inc., CL A*

      13,249         1,797,492   

J.B. Hunt Transport Services, Inc.

      38,596         2,847,613   

Precision Castparts Corp.

      16,645         4,201,198   

Union Pacific Corp.

      42,910         4,280,272   
     

 

 

  
        38,544,772   
     

 

 

  

Information Technology 29.0%

      

3D Systems Corp.*(a)

      17,776         1,063,005   

Analog Devices, Inc.

      60,766         3,285,618   

Apple, Inc.

      176,134         16,368,133   

ARM Holdings PLC SP ADR

      62,976         2,849,034   

Baidu, Inc. SP ADR*

      8,064         1,506,436   

Cognizant Technology Solutions Corp., Cl A*

      67,295         3,291,398   

Facebook, Inc., Cl A*

      111,874         7,528,001   

Google, Inc., Cl A*

      13,741         8,033,950   

Google, Inc., Cl C*

      13,741         7,904,923   

LinkedIn Corp., Cl A*

      10,408         1,784,660   

Palo Alto Networks, Inc.*

      19,664         1,648,826   

QUALCOMM, Inc.

      91,840         7,273,728   

Salesforce.com, Inc.*

      73,216         4,252,385   

Splunk, Inc.*

      34,624         1,915,746   

Twitter, Inc.*

      1,473         60,349   

Visa, Inc., Cl A

      30,475         6,421,387   

Workday, Inc., Cl A*

      27,336         2,456,413   

Xilinx, Inc.

      66,492         3,145,737   
     

 

 

  
        80,789,729   
     

 

 

  

Materials 2.3%

      

Monsanto Co.

      37,043         4,620,744   

Vulcan Materials Co.

      27,980         1,783,725   
     

 

 

  
        6,404,469   
     

 

 

  

Total Common Stocks (Cost $156,630,448)

  

      278,123,418   
     

 

 

  

Short-Term Investment 2.5%

      

RidgeWorth Funds Securities Lending Joint Account(b)

      6,844,750         6,844,750   
     

 

 

  

Total Short-Term Investment (Cost $6,844,750)

  

      6,844,750   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.5%

  

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

      1,426,988         1,426,988   
     

 

 

  

Total Money Market Fund (Cost $1,426,988)

  

      1,426,988   
     

 

 

  

Total Investments

(Cost $164,902,186) — 102.7%

         286,395,156   

Liabilities in Excess of Other Assets — (2.7)%

         (7,463,907 ) 
     

 

 

  

Net Assets — 100.0%

       $ 278,931,249   
     

 

 

  

 

* Non-income producing security.
(a) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $6,718,062.
(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 June 30, 2014 (See Note 2(i)).
(c) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

SP ADR

    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Large Cap Value Equity Fund

 

     Shares      Value($)  

Common Stocks 97.8%

      

Consumer Discretionary 9.0%

      

Comcast Corp., Cl A

      543,820         29,192,258   

DR Horton, Inc.

      959,916         23,594,735   

Johnson Controls, Inc.

      904,828         45,178,062   

Mattel, Inc.

      612,340         23,862,890   

Pearson PLC SP ADR

      613,419         12,151,830   

PulteGroup, Inc.

      252,592         5,092,255   

PVH Corp.

      150,560         17,555,296   

Walt Disney Co. (The)

      341,460         29,276,780   

WPP PLC SP ADR

      226,879         24,727,542   
     

 

 

  
        210,631,648   
     

 

 

  

Consumer Staples 2.3%

      

Procter & Gamble Co. (The)

      669,700         52,631,723   
     

 

 

  

Energy 10.6%

      

Chevron Corp.

      523,520         68,345,536   

ConocoPhillips

      409,310         35,090,146   

Exxon Mobil Corp.

      695,399         70,012,771   

Occidental Petroleum Corp.

      336,487         34,533,661   

Schlumberger Ltd.

      351,350         41,441,733   
     

 

 

  
        249,423,847   
     

 

 

  

Financials 25.4%

      

American Tower Corp., REIT

      409,890         36,881,902   

Ameriprise Financial, Inc.

      312,920         37,550,400   

Aon PLC

      257,290         23,179,256   

BlackRock, Inc.

      68,005         21,734,398   

Citigroup, Inc.

      1,337,130         62,978,823   

Crown Castle International Corp., REIT

      318,800         23,674,088   

Franklin Resources, Inc.

      632,950         36,609,828   

JPMorgan Chase & Co.

      943,340         54,355,251   

MetLife, Inc.

      917,450         50,973,522   

Morgan Stanley

      967,377         31,275,298   

Simon Property Group, Inc., REIT

      179,117         29,783,575   

T. Rowe Price Group, Inc.

      496,850         41,939,109   

Travelers Cos., Inc. (The)

      306,620         28,843,743   

U.S. Bancorp

      1,418,220         61,437,290   

Wells Fargo & Co.

      1,045,760         54,965,146   
     

 

 

  
        596,181,629   
     

 

 

  

Health Care 12.8%

      

Agilent Technologies, Inc.

      625,499         35,928,663   

Baxter International, Inc.

      456,171         32,981,163   

Cigna Corp.

      729,880         67,127,064   

Johnson & Johnson

      444,520         46,505,682   

 

See Notes to Schedules of Portfolio Investments.

Merck & Co., Inc.

      1,009,770         58,415,194   

Pfizer, Inc.

      2,009,100         59,630,088   
     

 

 

  
        300,587,854   
     

 

 

  

Industrials 18.2%

      

Caterpillar, Inc.

      113,100         12,290,577   

Cummins, Inc.

      148,100         22,850,349   

Delta Air Lines, Inc.

      616,380         23,866,234   

Eaton Corp. PLC

      75,650         5,838,667   

FedEx Corp.

      76,780         11,622,956   

Flowserve Corp.

      376,347         27,981,399   

Fluor Corp.

      304,903         23,447,041   

General Dynamics Corp.

      195,890         22,830,979   

General Electric Co.

      1,673,470         43,978,792   

Honeywell International, Inc.

      310,500         28,860,975   

Illinois Tool Works, Inc.

      273,010         23,904,756   

Ingersoll-Rand PLC

      299,100         18,696,741   

J.B. Hunt Transport Services, Inc.

      222,120         16,388,014   

Pentair PLC

      149,630         10,791,316   

Republic Services, Inc.

      651,929         24,753,744   

Rockwell Automation, Inc.

      141,990         17,771,468   

Rockwell Collins, Inc.

      263,600         20,597,704   

Union Pacific Corp.

      120,580         12,027,855   

United Parcel Service, Inc., Cl B

      226,354         23,237,502   

United Technologies Corp.

      297,830         34,384,473   
     

 

 

  
        426,121,542   
     

 

 

  

Information Technology 13.9%

      

Cisco Systems, Inc.

      2,733,630         67,930,705   

EMC Corp.

      1,562,970         41,168,630   

Intel Corp.

      1,336,450         41,296,305   

Maxim Integrated Products, Inc.

      712,510         24,089,963   

Microsoft Corp.

      1,048,797         43,734,835   

NetApp, Inc.

      668,570         24,416,176   

Oracle Corp.

      1,239,590         50,240,583   

Texas Instruments, Inc.

      704,850         33,684,782   
     

 

 

  
        326,561,979   
     

 

 

  

Materials 1.1%

      

Airgas, Inc.

      125,270         13,643,156   

Ashland, Inc.

      108,206         11,766,320   
     

 

 

  
        25,409,476   
     

 

 

  

Telecommunication Services 1.4%

      

Verizon Communications, Inc.

      688,080         33,667,754   
     

 

 

  

Utilities 3.1%

      

Duke Energy Corp.

      485,688         36,033,193   

NextEra Energy, Inc.

      344,612         35,315,838   
     

 

 

  
        71,349,031   
     

 

 

  

Total Common Stocks (Cost $1,714,828,365)

  

      2,292,566,483   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 1.3%

  

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

      31,403,031         31,403,031   
     

 

 

  

Total Money Market Fund

(Cost $31,403,031)

  

  

      31,403,031   
     

 

 

  

Total Investments

(Cost $1,746,231,396) — 99.1%

         2,323,969,514   

Other Assets in Excess of Liabilities — 0.9%

         21,373,230   
     

 

 

  

Net Assets — 100.0%

       $ 2,345,342,744   
     

 

 

  

 

(a) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Mid-Cap Value Equity Fund

 

     Shares      Value($)  

Common Stocks 98.1%

      

Consumer Discretionary 12.2%

      

CST Brands, Inc.

      1,300,000         44,850,000   

Johnson Controls, Inc.

      665,000         33,203,450   

KB Home(a)

      1,900,000         35,492,000   

Kohl’s Corp.

      815,000         42,934,200   

M.D.C. Holdings, Inc.(a)

      2,515,000         76,179,350   

Mattel, Inc.

      650,000         25,330,500   

Pearson PLC SP ADR

      1,950,000         38,629,500   

PVH Corp.

      460,000         53,636,000   

Ralph Lauren Corp.

      340,000         54,634,600   

Regal Entertainment Group, Cl A(a)

      2,453,050         51,759,355   

WPP PLC SP ADR

      470,000         51,225,300   
     

 

 

  
        507,874,255   
     

 

 

  

Consumer Staples 1.6%

      

Bunge Ltd.

      400,000         30,256,000   

Coty, Inc., Cl A(a)

      2,048,500         35,090,805   
     

 

 

  
        65,346,805   
     

 

 

  

Energy 7.3%

      

Baker Hughes, Inc.

      950,000         70,727,500   

Cabot Oil & Gas Corp.

      935,000         31,920,900   

Noble Energy, Inc.

      630,000         48,799,800   

Seadrill Ltd.(a)

      1,550,000         61,922,500   

Tidewater, Inc.

      1,650,000         92,647,500   
     

 

 

  
        306,018,200   
     

 

 

  

Financials 26.4%

      

Allstate Corp. (The)

      680,000         39,929,600   

American Campus Communities, Inc., REIT

      1,500,000         57,360,000   

Ameriprise Financial, Inc.

      975,000         117,000,000   

Aon PLC

      430,000         38,738,700   

BankUnited, Inc.

      945,000         31,638,600   

Brown & Brown, Inc.

      950,000         29,174,500   

Comerica, Inc.

      1,275,000         63,954,000   

Crown Castle International Corp., REIT

      650,000         48,269,000   

DDR Corp., REIT

      2,250,000         39,667,500   

Hartford Financial Services Group, Inc. (The)

      3,225,000         115,487,250   

Health Care REIT, Inc.

      460,000         28,828,200   

Invesco Ltd.

      1,900,000         71,725,000   

Lazard Ltd., Cl A

      1,180,000         60,840,800   

MB Financial, Inc.

      1,525,000         41,251,250   

Mid-America Apartment Communities, Inc., REIT

      720,650         52,643,482   

Prologis, Inc., REIT

      435,000         17,874,150   

Regions Financial Corp.

      6,000,000         63,720,000   

 

See Notes to Schedules of Portfolio Investments.

T. Rowe Price Group, Inc.

      1,025,000         86,520,250   

Taubman Centers, Inc., REIT

      400,000         30,324,000   

Umpqua Holdings Corp.

      1,269,850         22,755,712   

Zions Bancorp.

      1,450,000         42,731,500   
     

 

 

  
        1,100,433,494   
     

 

 

  

Health Care 13.4%

      

Agilent Technologies, Inc.

      1,275,000         73,236,000   

Cigna Corp.

      1,535,000         141,173,950   

Hill-Rom Holdings, Inc.

      1,207,100         50,106,721   

Omnicare, Inc.

      1,320,000         87,872,400   

STERIS Corp.

      1,700,000         90,916,000   

WellPoint, Inc.

      1,075,000         115,680,750   
     

 

 

  
        558,985,821   
     

 

 

  

Industrials 17.3%

      

A.O. Smith Corp.

      1,325,000         65,693,500   

Alaska Air Group, Inc.

      450,000         42,772,500   

CSX Corp.

      1,375,000         42,363,750   

Cummins, Inc.

      255,000         39,343,950   

Dover Corp.

      255,000         23,192,250   

Fluor Corp.

      400,000         30,760,000   

Ingersoll-Rand PLC

      1,030,000         64,385,300   

J.B. Hunt Transport Services, Inc.

      510,000         37,627,800   

KAR Auction Services, Inc.

      1,143,550         36,444,939   

Manitowoc Co., Inc. (The)

      1,475,000         48,468,500   

Parker Hannifin Corp.

      475,000         59,721,750   

Pentair PLC

      250,000         18,030,000   

Republic Services, Inc.

      1,175,000         44,614,750   

Rockwell Automation, Inc.

      435,000         54,444,600   

Timken Co. (The)

      460,000         31,206,400   

Towers Watson & Co., Cl A

      480,000         50,030,400   

Tyco International Ltd.

      675,000         30,780,000   
     

 

 

  
        719,880,389   
     

 

 

  

Information Technology 10.4%

      

Intersil Corp., Cl A

      6,050,000         90,447,500   

Juniper Networks, Inc.*

      3,440,000         84,417,600   

Maxim Integrated Products, Inc.

      1,050,000         35,500,500   

NetApp, Inc.

      3,320,000         121,246,400   

Seagate Technology PLC

      835,000         47,444,700   

Symantec Corp.

      2,450,000         56,105,000   
     

 

 

  
        435,161,700   
     

 

 

  

Materials 5.5%

      

Ashland, Inc.

      310,000         33,709,400   

Cabot Corp.

      640,000         37,113,600   

Martin Marietta Materials, Inc.(a)

      295,750         39,053,788   

MeadWestvaco Corp.

      800,000         35,408,000   

Rock Tenn Co., Cl A

      485,000         51,211,150   

Sherwin-Williams Co. (The)

      150,000         31,036,500   
     

 

 

  
        227,532,438   
     

 

 

  

 

 

See Notes to Schedules of Portfolio Investments.

Utilities 4.0%

  

American Water Works Co., Inc.

      634,700         31,385,915   

Exelon Corp.

      1,175,000         42,864,000   

NextEra Energy Partners LP*

      330,000         11,058,300   

NRG Energy, Inc.

      2,150,000         79,980,000   
     

 

 

  
        165,288,215   
     

 

 

  

Total Common Stocks (Cost $3,411,730,413)

  

      4,086,521,317   
     

 

 

  

Short-Term Investment 4.0%

      

RidgeWorth Funds Securities Lending Joint Account(b)

      164,854,350         164,854,350   
     

 

 

  

Total Short-Term Investment (Cost $164,854,350)

  

      164,854,350   
     

 

 

  

Money Market Fund 2.4%

      

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

      101,277,461         101,277,461   
     

 

 

  

Total Money Market Fund (Cost $101,277,461)

  

      101,277,461   
     

 

 

  

Total Investments

(Cost $3,677,862,224) — 104.5%

         4,352,653,128   

Liabilities in Excess of Other Assets — (4.5)%

         (185,559,688 ) 
     

 

 

  

Net Assets — 100.0%

       $ 4,167,093,440   
     

 

 

  

 

* Non-income producing security.
(a) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $160,933,371.
(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 June 30, 2014 (See Note 2(i)).
(c) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Select Large Cap Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 99.9%

      

Consumer Discretionary 19.6%

      

Amazon.com, Inc.*

      1,103         358,232   

Johnson Controls, Inc.

      10,373         517,924   

Las Vegas Sands Corp.

      7,307         556,940   

NIKE, Inc., CL B

      5,234         405,897   

Polaris Industries, Inc.

      2,964         386,031   

Priceline Group Inc. (The)*

      631         759,093   

Starbucks Corp.

      6,304         487,803   

VF Corp.

      7,959         501,417   
     

 

 

  
        3,973,337   
     

 

 

  

Consumer Staples 2.2%

      

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

      6,104         453,283   
     

 

 

  

Energy 7.3%

      

EOG Resources, Inc.

      5,331         622,981   

Halliburton Co.

      8,915         633,054   

Phillips 66

      2,890         232,443   
     

 

 

  
        1,488,478   
     

 

 

  

Financials 6.4%

      

American Express Co.

      5,626         533,739   

Charles Schwab Corp. (The)

      10,318         277,864   

Morgan Stanley

      15,216         491,933   
     

 

 

  
        1,303,536   
     

 

 

  

Health Care 21.3%

      

Alexion Pharmaceuticals, Inc.*

      4,628         723,125   

Biogen Idec, Inc.*

      2,475         780,392   

Cerner Corp.*

      7,744         399,436   

Gilead Sciences, Inc.*

      11,054         916,487   

Illumina, Inc.*

      1,881         335,834   

McKesson Corp.

      2,861         532,747   

Mylan, Inc.*

      12,506         644,809   
     

 

 

  
        4,332,830   
     

 

 

  

Industrials 8.6%

      

Cummins, Inc.

      3,565         550,044   

Delta Air Lines, Inc.

      11,603         449,268   

Fluor Corp.

      4,852         373,119   

Precision Castparts Corp.

      1,510         381,124   
     

 

 

  
        1,753,555   
     

 

 

  

Information Technology 30.5%

      

Adobe Systems, Inc.*

      7,686         556,159   

Analog Devices, Inc.

      10,336         558,868   

Apple, Inc.

      13,055         1,213,201   

 

See Notes to Schedules of Portfolio Investments.

ARM Holdings PLC SP ADR

      4,280         193,627   

Facebook, Inc., Cl A*

      7,184         483,411   

Google, Inc., CL C*

      1,061         610,372   

Google, Inc., Cl A*

      1,061         620,335   

QUALCOMM, Inc.

      4,805         380,556   

Salesforce.com, Inc.*

      7,289         423,345   

Visa, Inc., Cl A

      2,864         603,473   

Xilinx, Inc.

      11,599         548,749   
     

 

 

  
        6,192,096   
     

 

 

  

Materials 4.0%

      

Monsanto Co.

      4,736         590,769   

PPG Industries, Inc.

      995         209,099   
     

 

 

  
        799,868   
     

 

 

  

Total Common Stocks (Cost $13,004,188)

  

      20,296,983   
     

 

 

  

Money Market Fund 0.1%

      

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

      25,437         25,437   
     

 

 

  

Total Money Market Fund (Cost $25,437)

  

      25,437   
     

 

 

  

Total Investments

(Cost $13,029,625) — 100.0%

         20,322,420   

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

         (1,593 ) 
     

 

 

  

Net Assets — 100.0%

       $ 20,320,827   
     

 

 

  

 

* Non-income producing security.
(a)  Rate disclosed, the 7 day net yield, is as of June 30, 2014.
(b)  Less than 0.05% of Net Assets.

Investment Abbreviations

 

SP ADR

    – Sponsored American Depositary Receipt

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014 (Unaudited)

Small Cap Growth Stock Fund

 

     Shares      Value($)  

Common Stocks 98.8%

      

Consumer Discretionary 18.3%

      

American Axle & Manufacturing Holdings, Inc.*

      80,168         1,514,374   

Asbury Automotive Group, Inc.*

      26,292         1,807,312   

Beazer Homes USA, Inc.*

      57,947         1,215,728   

Belmond Ltd., CI A*

      75,363         1,095,778   

Buffalo Wild Wings, Inc.*

      9,454         1,566,622   

Capella Education Co.

      30,391         1,652,967   

Carmike Cinemas, Inc.*

      31,974         1,123,247   

Five Below, Inc.*

      60,268         2,405,296   

G-III Apparel Group Ltd.*

      20,045         1,636,875   

Gray Television, Inc.*

      140,413         1,843,623   

Hibbett Sports, Inc.*(a)

      32,530         1,762,150   

HomeAway, Inc.*

      47,593         1,657,188   

Krispy Kreme Doughnuts, Inc.*

      65,382         1,044,804   

Lumber Liquidators Holdings, Inc.*(a)

      23,313         1,770,622   

Movado Group, Inc.

      20,413         850,610   

Noodles & Co.*(a)

      43,373         1,491,597   

Restoration Hardware Holdings, Inc.*

      13,449         1,251,429   

RetailMeNot, Inc.*(a)

      29,026         772,382   

Ryland Group, Inc. (The)

      38,972         1,537,056   

Strayer Education, Inc.*

      28,474         1,495,170   

Tenneco, Inc.*

      35,440         2,328,408   

Zoe’s Kitchen, Inc.*

      5,067         174,203   
     

 

 

  
        31,997,441   
     

 

 

  

Consumer Staples 2.4%

      

Boulder Brands, Inc.*

      71,528         1,014,267   

Hain Celestial Group, Inc. (The)*

      10,424         925,026   

United Natural Foods, Inc.*

      34,054         2,216,915   
     

 

 

  
        4,156,208   
     

 

 

  

Energy 4.7%

      

C&J Energy Services, Inc.*

      52,002         1,756,628   

Callon Petroleum Co.*

      66,480         774,492   

Comstock Resources, Inc.

      24,507         706,782   

Helix Energy Solutions Group, Inc.*

      31,009         815,847   

Kodiak Oil & Gas Corp.*

      118,826         1,728,918   

RigNet, Inc.*

      26,606         1,431,935   

Willbros Group, Inc.*

      89,889         1,110,129   
     

 

 

  
        8,324,731   
     

 

 

  

Financials 9.1%

      

Cardtronics, Inc.*

      72,871         2,483,444   

Cathay General Bancorp

      35,610         910,192   

eHealth, Inc.*

      23,721         900,686   

 

See Notes to Schedules of Portfolio Investments.

Encore Capital Group, Inc.*(a)

      45,625         2,072,287   

Financial Engines, Inc.

      43,745         1,980,774   

MGIC Investment Corp.*

      159,332         1,472,228   

Portfolio Recovery Associates, Inc.*

      67,018         3,989,581   

Radian Group, Inc.

      81,494         1,206,926   

Stifel Financial Corp.*

      20,713         980,761   
     

 

 

  
        15,996,879   
     

 

 

  

Health Care 20.2%

      

ABIOMED, Inc.*(a)

      29,181         733,610   

Acadia Healthcare Co., Inc.*

      25,581         1,163,936   

Air Methods Corp.*(a)

      31,562         1,630,177   

Align Technology, Inc.*

      35,254         1,975,634   

Anika Therapeutics, Inc.*

      14,706         681,329   

Arena Pharmaceuticals, Inc.*

      110,497         647,512   

Auxilium Pharmaceuticals, Inc.*(a)

      25,756         516,665   

AVANIR Pharmaceuticals, Inc.*(a)

      180,846         1,019,971   

Cambrex Corp.*

      22,428         464,260   

Cepheid, Inc.*

      29,900         1,433,406   

Endologix, Inc.*

      56,142         853,920   

Fluidigm Corp.*

      34,375         1,010,625   

HealthSouth Corp.

      52,536         1,884,466   

HeartWare International, Inc.*

      20,718         1,833,543   

HMS Holdings Corp.*

      39,655         809,359   

ICON PLC*

      34,799         1,639,381   

Insmed, Inc.*

      30,266         604,715   

Isis Pharmaceuticals, Inc.*(a)

      13,336         459,425   

Keryx Biopharmaceuticals, Inc.*(a)

      91,755         1,411,192   

Lannett Co., Inc.*

      22,674         1,125,084   

LifePoint Hospitals, Inc.*

      37,460         2,326,266   

Ligand Pharmaceuticals, Inc.*

      12,327         767,849   

Medidata Solutions, Inc.*

      19,613         839,633   

Neurocrine Biosciences, Inc.*

      41,923         622,137   

NPS Pharmaceuticals, Inc.*

      37,184         1,228,931   

NuVasive, Inc.*

      46,076         1,638,923   

Omnicell, Inc.*

      49,848         1,431,136   

Pacira Pharmaceuticals, Inc.*

      12,296         1,129,511   

Puma Biotechnology, Inc.*

      7,109         469,194   

Sangamo BioSciences, Inc.*(a)

      40,645         620,649   

Team Health Holdings, Inc.*

      48,040         2,399,118   
     

 

 

  
        35,371,557   
     

 

 

  

Industrials 18.2%

      

Allegiant Travel Co.

      16,699         1,966,641   

Astronics Corp.*

      18,652         1,052,905   

Chart Industries, Inc.*

      13,341         1,103,834   

Corporate Executive Board Co. (The)

      15,583         1,063,072   

EMCOR Group, Inc.

      24,945         1,110,801   

H&E Equipment Services, Inc.*

      46,549         1,691,591   

HEICO Corp.

      34,080         1,770,115   

Hub Group, Inc., Cl A*

      35,359         1,782,094   

JetBlue Airways Corp.*(a)

      87,703         951,577   

 

See Notes to Schedules of Portfolio Investments.

Kforce, Inc.

      65,174         1,411,017   

MSA Safety, Inc.

      13,721         788,683   

Mueller Water Products, Inc., Cl A

      232,979         2,012,939   

Powell Industries, Inc.

      25,466         1,664,967   

Power Solutions International, Inc.*

      10,014         720,708   

Proto Labs, Inc.*

      24,974         2,045,870   

Rexnord Corp.*

      38,626         1,087,322   

Simpson Manufacturing Co., Inc.

      41,352         1,503,559   

Spirit Airlines, Inc.*

      16,525         1,045,041   

TrueBlue, Inc.*

      75,204         2,073,374   

Universal Forest Products, Inc.

      24,832         1,198,641   

USG Corp.*

      61,944         1,866,373   

Woodward, Inc.

      37,874         1,900,517   
     

 

 

  
        31,811,641   
     

 

 

  

Information Technology 21.2%

      

Aspen Technology, Inc.*

      50,429         2,339,906   

Bottomline Technologies, Inc.*

      70,388         2,106,009   

ChannelAdvisor Corp.*

      39,285         1,035,553   

CommVault Systems, Inc.*

      15,112         743,057   

Cornerstone OnDemand, Inc.*

      46,693         2,148,812   

Demandware, Inc.*

      16,120         1,118,244   

Ellie Mae, Inc.*

      48,535         1,510,894   

FleetMatics Group PLC*

      22,114         715,167   

Guidewire Software, Inc.*

      35,460         1,441,804   

Heartland Payment Systems, Inc.

      27,750         1,143,577   

Imperva, Inc.*

      32,792         858,494   

Infoblox, Inc.*

      75,100         987,565   

Integrated Device Technology, Inc.*

      153,333         2,370,528   

Marketo, Inc.*

      51,161         1,487,762   

MAXIMUS, Inc.

      54,144         2,329,275   

Proofpoint, Inc.*

      45,128         1,690,495   

PROS Holdings, Inc.*

      18,115         478,961   

QLIK Technologies, Inc.*

      65,650         1,485,003   

Qualys, Inc.*

      53,264         1,367,287   

SciQuest, Inc.*

      41,740         738,381   

Synaptics, Inc.*(a)

      27,035         2,450,452   

Ultimate Software Group, Inc.*

      20,055         2,770,999   

Universal Display Corp.*(a)

      45,411         1,457,693   

Yelp, Inc.*(a)

      17,863         1,369,735   

Zillow, Inc.*(a)

      7,424         1,061,112   
     

 

 

  
        37,206,765   
     

 

 

  

Materials 3.7%

      

Flotek Industries, Inc.*

      63,073         2,028,428   

Globe Specialty Metals, Inc.

      50,036         1,039,748   

Headwaters, Inc.*

      181,992         2,527,869   

Stillwater Mining Co.*

      48,458         850,438   
     

 

 

  
        6,446,483   
     

 

 

  

Telecommunication Services 1.0%

      

8x8, Inc.*

      209,980         1,696,638   
     

 

 

  

Total Common Stocks (Cost $136,874,792)

  

      173,008,343   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Short-Term Investment 7.5%

  

RidgeWorth Funds Securities Lending Joint Account(b)

      13,039,050         13,039,050   
     

 

 

  

Total Short-Term Investment (Cost $13,039,050)

         13,039,050   
     

 

 

  

Money Market Fund 0.5%

      

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

      832,362         832,362   
     

 

 

  

Total Money Market Fund (Cost $832,362)

         832,362   
     

 

 

  

Total Investments

(Cost $150,746,204) — 106.8%

         186,879,755   

Liabilities in Excess of Other Assets — (6.8)%

         (11,843,452 ) 
     

 

 

  

Net Assets — 100.0%

       $ 175,036,303   
     

 

 

  

 

* Non-income producing security.
(a)  The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $12,712,070.
(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 June 30, 2014 (See Note 2(i)).
(c)  Rate disclosed, the 7 day net yield, is as of June 30, 2014.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Small Cap Value Equity Fund

 

     Shares      Value($)  

Common Stocks 99.7%

      

Consumer Discretionary 23.0%

      

AMC Entertainment Holdings, Inc., Cl A

      1,490,800         37,076,196   

Arcos Dorados Holdings, Inc., Cl A

      2,499,900         27,998,880   

Brunswick Corp.

      253,800         10,692,594   

Chico’s FAS, Inc.

      1,625,400         27,566,784   

CST Brands, Inc.

      700,200         24,156,900   

Destination Maternity Corp.

      149,029         3,393,390   

Einstein Noah Restaurant Group, Inc.

      140,100         2,250,006   

Guess?, Inc.

      1,649,054         44,524,458   

HSN, Inc.

      924,600         54,773,304   

Lithia Motors, Inc., Cl A

      300,600         28,277,442   

Matthews International Corp., Cl A

      290,800         12,088,556   

Meredith Corp.

      515,900         24,948,924   

NutriSystem, Inc.

      421,450         7,211,010   

Ruth’s Hospitality Group, Inc.

      275,300         3,399,955   

Scholastic Corp.

      496,700         16,932,503   

Sonic Automotive, Inc., Cl A

      745,700         19,895,276   

Sotheby’s

      248,600         10,438,714   

Thor Industries, Inc.

      627,200         35,668,864   
     

 

 

  
        391,293,756   
     

 

 

  

Consumer Staples 1.1%

      

WD-40 Co.

      255,650         19,229,993   
     

 

 

  

Energy 9.0%

      

Bristow Group, Inc.

      499,900         40,301,938   

CARBO Ceramics, Inc.

      454,700         70,078,364   

LinnCo LLC

      245,972         7,696,464   

Patterson-UTI Energy, Inc.

      480,400         16,785,176   

Tidewater, Inc.

      334,000         18,754,100   
     

 

 

  
        153,616,042   
     

 

 

  

Financials 25.9%

      

Alexander & Baldwin, Inc.

      424,000         17,574,800   

Banco Latinoamericano de Expectaciones SA, Cl E

      234,150         6,947,231   

Bank of Hawaii Corp.

      385,100         22,601,519   

Campus Crest Communities, Inc., REIT

      971,700         8,414,922   

CareTrust REIT, Inc.*

      180,400         3,571,920   

Cash America International, Inc.

      926,250         41,153,287   

Cohen & Steers, Inc.

      319,300         13,851,234   

CubeSmart, REIT

      2,338,300         42,837,656   

Evercore Partners, Inc., Cl A

      522,350         30,108,254   

Hanover Insurance Group, Inc. (The)

      634,150         40,046,572   

HCC Insurance Holdings, Inc.

      512,700         25,091,538   

Horace Mann Educators Corp.

      553,900         17,320,453   

 

See Notes to Schedules of Portfolio Investments.

JMP Group, Inc.

      493,600         3,736,552   

Medical Properties Trust, Inc., REIT

      1,197,600         15,856,224   

Monmouth Real Estate Investment Corp., Cl A REIT

      100,700         1,011,028   

Oppenheimer Holdings, Inc., Cl A

      177,300         4,253,427   

Parkway Properties, Inc., REIT

      1,478,100         30,522,765   

Post Properties, Inc., REIT

      465,200         24,869,592   

StanCorp Financial Group, Inc.

      917,000         58,688,000   

Trust Co Bank Corp. NY

      371,500         2,481,620   

UMB Financial Corp.

      471,850         29,910,572   
     

 

 

  
        440,849,166   
     

 

 

  

Health Care 4.7%

      

Ensign Group, Inc.

      180,400         5,606,832   

Hill-Rom Holdings, Inc.

      445,000         18,471,950   

Landauer, Inc.

      290,100         12,184,200   

STERIS Corp.

      807,057         43,161,408   
     

 

 

  
        79,424,390   
     

 

 

  

Industrials 22.7%

      

AAR Corp.

      476,200         13,124,072   

ABM Industries, Inc.

      589,900         15,915,502   

Barnes Group, Inc.

      83,700         3,225,798   

China Yuchai International Ltd.

      107,500         2,281,150   

CLARCOR, Inc.

      465,800         28,809,730   

EMCOR Group, Inc.

      502,500         22,376,325   

Granite Construction, Inc.

      243,200         8,750,336   

Great Lakes Dredge & Dock Corp.*

      981,800         7,844,582   

Grupo Aeroportuario del Pacifico SA de CV SP ADR

      236,376         15,983,745   

Grupo Aeroportuario del Sureste SAB de CV ADR

      4,150         527,133   

Herman Miller, Inc.

      1,215,000         36,741,600   

Interface, Inc.

      2,025,871         38,167,410   

Kelly Services, Inc., Cl A

      576,800         9,903,656   

Knoll, Inc.

      872,000         15,111,760   

Luxfer Holdings PLC ADR

      471,300         8,931,135   

Macquarie Infrastructure Co. LLC

      302,100         18,841,977   

Manitowoc Co., Inc. (The)

      437,800         14,386,108   

MSA Safety, Inc.

      350,000         20,118,000   

Mueller Water Products, Inc., Cl A

      2,637,008         22,783,749   

Progressive Waste Solutions Ltd.

      1,903,024         48,850,626   

Ritchie Bros Auctioneers, Inc.

      349,800         8,622,570   

Sun Hydraulics Corp.

      45,100         1,831,060   

Tennant Co.

      139,200         10,623,744   

Viad Corp.

      472,600         11,266,784   
     

 

 

  
        385,018,552   
     

 

 

  

Information Technology 5.6%

      

Black Box Corp.

      242,850         5,692,404   

Daktronics, Inc.

      1,032,700         12,309,784   

Fair Isaac Corp.

      654,400         41,724,544   

Plantronics, Inc.

      729,750         35,064,488   
     

 

 

  
        94,791,220   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Materials 6.5%

  

A. Schulman, Inc.

      318,600         12,329,820   

Cabot Corp.

      721,900         41,862,981   

Carpenter Technology Corp.

      342,600         21,669,450   

Globe Specialty Metals, Inc.

      121,800         2,531,004   

Haynes International, Inc.

      150,200         8,499,818   

Hecla Mining Co.

      6,962,000         24,018,900   
     

 

 

  
        110,911,973   
     

 

 

  

Utilities 1.2%

      

ALLETE, Inc.

      32,700         1,679,145   

Avista Corp.

      55,350         1,855,332   

California Water Service Group

      696,200         16,848,040   
     

 

 

  
        20,382,517   
     

 

 

  

Total Common Stocks (Cost $1,250,179,875)

  

      1,695,517,609   
     

 

 

  

Money Market Fund 0.1%

      

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

      1,190,727         1,190,727   
     

 

 

  

Total Money Market Fund (Cost $1,190,727)

         1,190,727   
     

 

 

  

Total Investments

(Cost $1,251,370,602) — 99.8%

         1,696,708,336   

Other Assets in Excess of Liabilities — 0.2%

         2,563,589   
     

 

 

  

Net Assets — 100.0%

       $ 1,699,271,925   
     

 

 

  

 

* Non-income producing security.
(a) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Aggressive Growth Allocation Strategy

 

     Shares      Value($)  

Equity Funds 71.9%(a)

      

RidgeWorth International Equity Fund

      93,536         1,181,360   

RidgeWorth International Equity Index Fund

      5,009         29,351   

RidgeWorth Large Cap Growth Stock Fund

      537,971         5,455,030   

RidgeWorth Large Cap Value Equity Fund

      226,273         4,059,344   

RidgeWorth Mid-Cap Value Equity Fund

      115,177         1,724,207   

RidgeWorth Select Large Cap Growth Stock Fund

      2,832         83,958   

RidgeWorth Small Cap Growth Stock Fund

      41,583         685,712   

RidgeWorth Small Cap Value Equity Fund

      37,063         688,265   
     

 

 

  

Total Equity Funds (Cost $10,055,423)

         13,907,227   
     

 

 

  

Fixed Income Funds 10.8%(a)

      

RidgeWorth Corporate Bond Fund

      264         2,375   

RidgeWorth High Income Fund

      17,419         128,204   

RidgeWorth Intermediate Bond Fund

      152         1,495   

RidgeWorth Seix Floating Rate High Income Fund

      15,425         139,906   

RidgeWorth Seix High Yield Fund

      13,019         131,366   

RidgeWorth Total Return Bond Fund

      148,399         1,573,032   

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

      10,402         105,369   
     

 

 

  

Total Fixed Income Funds (Cost $2,101,102)

         2,081,747   
     

 

 

  

Exchange Traded Funds 16.5%

      

Consumer Discretionary Select Sector SPDR Fund

      1,181         78,820   

Consumer Staples Select Sector SPDR Fund

      1,015         45,289   

Energy Select Sector SPDR Fund

      891         89,189   

Financial Select Sector SPDR Fund

      5,276         119,976   

Health Care Select Sector SPDR Fund

      1,761         107,122   

Industrial Select Sector SPDR Fund

      1,500         81,090   

iShares Barclays 20+ Year Treasury Bond Fund

      533         60,506   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      223         25,725   

iShares Core S&P 500 Fund

      7,726         1,522,022   

iShares Core U.S. Aggregate Bond Fund

      3,620         396,028   

iShares Dow Jones U.S. Real Estate Index Fund

      181         12,994   

iShares MSCI EAFE Fund

      3,370         230,407   

iShares MSCI Emerging Markets Index Fund

      4,287         185,327   

iShares Russell 2000 Index Fund

      348         41,346   

Market Vectors Gold Miners Fund

      197         5,211   

Materials Select Sector SPDR Fund

      571         28,345   

Technology Select Sector SPDR Fund

      4,132         158,462   

Utilities Select Sector SPDR Fund

      116         5,134   
     

 

 

  

Total Exchange Traded Funds (Cost $2,345,711)

         3,192,993   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.9%

  

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

      176,539         176,539   
     

 

 

  

Total Money Market Fund (Cost $176,539)

         176,539   
     

 

 

  

Total Investments

(Cost $14,678,775) — 100.1%

         19,358,506   

Liabilities in Excess of Other Assets — (0.1)%

         (22,388 ) 
     

 

 

  

Net Assets — 100.0%

       $ 19,336,118   
     

 

 

  

 

(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Conservative Allocation Strategy

 

     Shares      Value($)  

Equity Funds 29.1%(a)

      

RidgeWorth International Equity Fund

      113,997         1,439,786   

RidgeWorth International Equity Index Fund

      8,364         49,016   

RidgeWorth Large Cap Growth Stock Fund

      710,467         7,204,139   

RidgeWorth Large Cap Value Equity Fund

      298,266         5,350,895   

RidgeWorth Mid-Cap Value Equity Fund

      152,019         2,275,721   

RidgeWorth Select Large Cap Growth Stock Fund

      3,711         110,042   

RidgeWorth Small Cap Growth Stock Fund

      54,180         893,433   

RidgeWorth Small Cap Value Equity Fund

      48,754         905,366   
     

 

 

  

Total Equity Funds (Cost $14,630,767)

         18,228,398   
     

 

 

  

Fixed Income Funds 52.7%(a)

      

RidgeWorth Corporate Bond Fund

      4,535         40,817   

RidgeWorth High Income Fund

      270,902         1,993,839   

RidgeWorth Intermediate Bond Fund

      1,341         13,213   

RidgeWorth Seix Floating Rate High Income Fund

      240,030         2,177,076   

RidgeWorth Seix High Yield Fund

      202,639         2,044,630   

RidgeWorth Total Return Bond Fund

      2,373,615         25,160,316   

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

      162,559         1,646,720   
     

 

 

  

Total Fixed Income Funds (Cost $32,839,238)

         33,076,611   
     

 

 

  

Exchange Traded Funds 16.9%

      

Consumer Discretionary Select Sector SPDR Fund

      1,223         81,623   

Consumer Staples Select Sector SPDR Fund

      1,057         47,163   

Energy Select Sector SPDR Fund

      956         95,696   

Financial Select Sector SPDR Fund

      5,637         128,185   

Health Care Select Sector SPDR Fund

      1,901         115,638   

Industrial Select Sector SPDR Fund

      1,574         85,090   

iShares Barclays 20+ Year Treasury Bond Fund

      8,277         939,605   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      3,485         402,029   

iShares Core S&P 500 Fund

      11,112         2,189,064   

iShares Core U.S. Aggregate Bond Fund

      51,013         5,580,822   

iShares Dow Jones U.S. Real Estate Index Fund

      244         17,517   

iShares MSCI EAFE Fund

      6,083         415,895   

iShares MSCI Emerging Markets Index Fund

      5,568         240,705   

iShares Russell 2000 Index Fund

      573         68,078   

Market Vectors Gold Miners Fund

      235         6,216   

Materials Select Sector SPDR Fund

      584         28,990   

Technology Select Sector SPDR Fund

      4,483         171,923   

Utilities Select Sector SPDR Fund

      171         7,568   
     

 

 

  

Total Exchange Traded Funds (Cost $9,338,721)

         10,621,807   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.9%

  

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

      575,256         575,256   
     

 

 

  

Total Money Market Fund (Cost $575,256)

         575,256   
     

 

 

  

Total Investments

(Cost $57,383,982) — 99.6%

         62,502,072   

Other Assets in Excess of Liabilities — 0.4%

         275,170   
     

 

 

  

Net Assets — 100.0%

       $ 62,777,242   
     

 

 

  

 

(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Growth Allocation Strategy

 

     Shares      Value($)  

Equity Funds 62.7%(a)

      

RidgeWorth International Equity Fund

      272,834         3,445,897   

RidgeWorth International Equity Index Fund

      7,110         41,664   

RidgeWorth Large Cap Growth Stock Fund

      1,594,899         16,172,275   

RidgeWorth Large Cap Value Equity Fund

      677,334         12,151,367   

RidgeWorth Mid-Cap Value Equity Fund

      348,675         5,219,669   

RidgeWorth Select Large Cap Growth Stock Fund

      16,511         489,545   

RidgeWorth Small Cap Growth Stock Fund

      124,184         2,047,792   

RidgeWorth Small Cap Value Equity Fund

      111,899         2,077,962   
     

 

 

  

Total Equity Funds (Cost $30,697,630)

         41,646,171   
     

 

 

  

Fixed Income Funds 19.0%(a)

      

RidgeWorth Corporate Bond Fund

      700         6,301   

RidgeWorth High Income Fund

      105,154         773,935   

RidgeWorth Intermediate Bond Fund

      164         1,612   

RidgeWorth Seix Floating Rate High Income Fund

      93,464         847,717   

RidgeWorth Seix High Yield Fund

      78,841         795,508   

RidgeWorth Total Return Bond Fund

      898,403         9,523,075   

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

      63,404         642,284   
     

 

 

  

Total Fixed Income Funds (Cost $12,053,822)

         12,590,432   
     

 

 

  

Exchange Traded Funds 17.5%

      

Consumer Discretionary Select Sector SPDR Fund

      3,137         209,363   

Consumer Staples Select Sector SPDR Fund

      2,883         128,640   

Energy Select Sector SPDR Fund

      2,472         247,447   

Financial Select Sector SPDR Fund

      14,677         333,755   

Health Care Select Sector SPDR Fund

      4,975         302,629   

Industrial Select Sector SPDR Fund

      4,173         225,592   

iShares Barclays 20+ Year Treasury Bond Fund

      3,231         366,783   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      1,432         165,196   

iShares Core S&P 500 Fund

      25,509         5,025,273   

iShares Core U.S. Aggregate Bond Fund

      22,002         2,407,019   

iShares Dow Jones U.S. Real Estate Index Fund

      586         42,069   

iShares MSCI EAFE Fund

      12,933         884,229   

iShares MSCI Emerging Markets Index Fund

      12,758         551,528   

iShares Russell 2000 Index Fund

      1,327         157,661   

Market Vectors Gold Miners Fund

      293         7,750   

Materials Select Sector SPDR Fund

      1,435         71,234   

Technology Select Sector SPDR Fund

      11,554         443,096   

Utilities Select Sector SPDR Fund

      416         18,412   
     

 

 

  

Total Exchange Traded Funds (Cost $8,848,345)

         11,587,676   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.9%

  

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

      602,350         602,350   
     

 

 

  

Total Money Market Fund (Cost $602,350)

         602,350   
     

 

 

  

Total Investments

(Cost $52,202,147) — 100.1%

         66,426,629   

Liabilities in Excess of Other Assets — (0.1)%

         (65,720 ) 
     

 

 

  

Net Assets — 100.0%

       $ 66,360,909   
     

 

 

  

 

(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Moderate Allocation Strategy

 

     Shares      Value($)  

Equity Funds 45.7%(a)

      

RidgeWorth International Equity Fund

      413,824         5,226,594   

RidgeWorth International Equity Index Fund

      13,499         79,104   

RidgeWorth Large Cap Growth Stock Fund

      2,481,807         25,165,521   

RidgeWorth Large Cap Value Equity Fund

      1,032,304         18,519,531   

RidgeWorth Mid-Cap Value Equity Fund

      533,094         7,980,422   

RidgeWorth Select Large Cap Growth Stock Fund

      6,798         201,568   

RidgeWorth Small Cap Growth Stock Fund

      187,655         3,094,430   

RidgeWorth Small Cap Value Equity Fund

      167,229         3,105,436   
     

 

 

  

Total Equity Funds (Cost $46,408,721)

         63,372,606   
     

 

 

  

Fixed Income Funds 35.2%(a)

      

RidgeWorth Corporate Bond Fund

      481         4,330   

RidgeWorth High Income Fund

      411,286         3,027,064   

RidgeWorth Intermediate Bond Fund

      1,358         13,372   

RidgeWorth Seix Floating Rate High Income Fund

      364,858         3,309,261   

RidgeWorth Seix High Yield Fund

      307,522         3,102,900   

RidgeWorth Total Return Bond Fund

      3,476,246         36,848,210   

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

      246,677         2,498,838   
     

 

 

  

Total Fixed Income Funds (Cost $46,612,114)

         48,803,975   
     

 

 

  

Exchange Traded Funds 18.3%

      

Consumer Discretionary Select Sector SPDR Fund

      4,971         331,764   

Consumer Staples Select Sector SPDR Fund

      4,473         199,585   

Energy Select Sector SPDR Fund

      4,016         402,002   

Financial Select Sector SPDR Fund

      23,499         534,367   

Health Care Select Sector SPDR Fund

      7,917         481,591   

Industrial Select Sector SPDR Fund

      6,690         361,661   

iShares Barclays 20+ Year Treasury Bond Fund

      12,631         1,433,871   

iShares Barclays U.S. Treasury Inflation Protected Securities Fund

      5,621         648,439   

iShares Core S&P 500 Fund

      38,986         7,680,242   

iShares Core U.S. Aggregate Bond Fund

      89,199         9,758,371   

iShares Dow Jones U.S. Real Estate Index Fund

      859         61,668   

iShares MSCI EAFE Fund

      20,154         1,377,929   

iShares MSCI Emerging Markets Index Fund

      19,484         842,293   

iShares Russell 2000 Index Fund

      2,923         347,282   

Market Vectors Gold Miners Fund

      484         12,802   

Materials Select Sector SPDR Fund

      2,567         127,426   

Technology Select Sector SPDR Fund

      18,703         717,260   

Utilities Select Sector SPDR Fund

      534         23,635   
     

 

 

  

Total Exchange Traded Funds (Cost $20,486,168)

         25,342,188   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Money Market Fund 0.8%

  

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

      1,093,659         1,093,659   
     

 

 

  

Total Money Market Fund (Cost $1,093,659)

         1,093,659   
     

 

 

  

Total Investments

(Cost $114,600,662) — 100.0%

         138,612,428   

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

         24,657   
     

 

 

  

Net Assets — 100.0%

       $ 138,637,085   
     

 

 

  

 

(a) Affiliated investments. Investments are in each Fund’s I Shares.
(b) Rate disclosed, the 7 day net yield, is as of June 30, 2014.
(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 June 30, 2014

(Unaudited)

Core Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 3.1%

      

Credit Card 2.2%

      

American Express Credit Account Master Trust, Series 2014-2, Cl A, 1.260%, 01/15/20(a)

      580,000         579,988   

Barclays Dryrock Issuance Trust, Series 2014-2, Cl A, 0.491%, 03/16/20(b)

      930,000         930,000   

Cabela’s Master Credit Card Trust, Series 2014-1, Cl A, 0.502%, 03/16/20(b)

      413,000         413,229   

Capital One Multi-Asset Execution Trust, Series 2006-B1, Cl B1, 0.432%, 01/15/19(b)

      823,000         819,173   

Chase Issuance Trust, Series 2014-A1, Cl A1, 1.150%, 01/15/19

      1,811,000         1,816,308   
     

 

 

  
        4,558,698   
     

 

 

  

Other 0.9%

      

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

      1,655,186         1,778,700   
     

 

 

  

Total Asset-Backed Securities (Cost $6,203,129)

  

      6,337,398   
     

 

 

  

Collateralized Mortgage Obligations 8.0%

      

Agency Collateralized Mortgage Obligations 4.6%

      

Federal Home Loan Mortgage Corporation

      

Series 3745, Cl AY, REMIC, 4.000%, 10/15/30

      126,000         133,295   

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

      36,000         37,503   

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

      5,200,000         5,420,355   

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

      42,000         43,714   

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

      399,000         413,801   

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

      26,000         27,045   

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

      838,000         817,756   

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

      731,000         712,988   

Series 4313, Cl LY, 3.000%, 03/15/29

      174,000         169,004   
     

 

 

  
     7,775,461   
     

 

 

  

Federal National Mortgage Association

      

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

      1,379,000         1,417,008   

Series 2012-93, Cl CY, 1.500%, 09/25/27

      232,000         191,004   
     

 

 

  
     1,608,012   
     

 

 

  
        9,383,473   
     

 

 

  

Commercial Mortgage Backed Securities 3.4%

      

GS Mortgage Securities Corp. II

      

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

      746,000         772,842   

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

      1,195,000         1,185,145   
     

 

 

  
     1,957,987   
     

 

 

  

GS Mortgage Securities Trust

      

Series 2011-GC5, Cl AS, 5.209%, 08/10/44(b)(c)

      440,000         498,911   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Trust

      

Series 2011-C3, Cl D, 5.570%, 02/15/46(b)(c)

      1,314,000         1,463,428   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Corp.

      

Series 2010-C2, Cl C, 5.510%, 11/15/43(b)(c)

      906,000         1,023,204   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

OBP Depositor LLC Trust

  

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

      866,000         965,901   
     

 

 

  

WFRBS Commercial Mortgage Trust 2011-C3

      

Series 2011-C3, Cl D, 5.550%, 03/15/44(b)(c)

      1,019,000         1,086,068   
     

 

 

  
        6,995,499   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $16,251,778)

  

      16,378,972   
     

 

 

  

Corporate Bonds 23.3%

      

Aerospace/Defense 0.3%

      

L-3 Communications Corp., 3.950%, 05/28/24

      568,000         571,878   
     

 

 

  

Agriculture 0.3%

      

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

      693,000         699,059   
     

 

 

  

Airlines 0.8%

      

American Airlines Pass Through Trust, 4.950%, 01/15/23(c)

      1,034,447         1,119,789   

United Airlines Pass Through Trust, Series 2014-1, Cl A, 4.000%, 04/11/26

      416,000         421,720   
     

 

 

  
        1,541,509   
     

 

 

  

Auto Manufacturers 0.4%

      

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

      434,000         462,583   

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

      381,000         392,929   
     

 

 

  
        855,512   
     

 

 

  

Auto Parts & Equipment 0.2%

      

Delphi Corp., 4.150%, 03/15/24

      306,000         317,732   
     

 

 

  

Banks 5.9%

      

Bank of America Corp., 2.600%, 01/15/19

      550,000         556,470   

Bank of America Corp., 4.000%, 04/01/24, MTN

      388,000         395,966   

Bank of America NA, 1.250%, 02/14/17

      696,000         696,862   

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

      827,000         840,479   

Citigroup, Inc., 4.950%, 11/07/43

      539,000         575,544   

Credit Suisse New York, 2.300%, 05/28/19, MTN

      800,000         801,285   

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

      685,000         682,700   

Goldman Sachs Group, Inc. (The), 2.625%, 01/31/19

      701,000         710,528   

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

      447,000         460,552   

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

      602,000         604,619   

Intesa Sanpaolo SpA, 5.017%, 06/26/24(c)

      457,000         462,399   

JPMorgan Chase & Co., 3.625%, 05/13/24

      623,000         625,498   

JPMorgan Chase & Co., Series V, 5.000%(b)(d)

      653,000         650,580   

KeyBank NA, 1.650%, 02/01/18

      831,000         831,715   

Morgan Stanley, Series F, 3.875%, 04/29/24

      396,000         400,799   

Morgan Stanley, 5.000%, 11/24/25

      636,000         678,337   

PNC Funding Corp., 3.300%, 03/08/22

      87,000         88,723   

US Bank NA, 1.100%, 01/30/17

      719,000         721,711   

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

      589,000         592,439   

Wells Fargo & Co., 4.100%, 06/03/26, MTN

      684,000         692,618   
     

 

 

  
        12,069,824   
     

 

 

  

Beverages 0.3%

      

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

      683,000         703,827   
     

 

 

  

Chemicals 0.2%

      

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

      414,000         427,185   
     

 

 

  

Commercial Services 0.8%

      

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

      260,000         268,135   

ERAC USA Finance LLC, 3.850%, 11/15/24(c)

      210,000         211,555   

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

      401,000         455,522   

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

      589,000         612,741   
     

 

 

  
        1,547,953   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Computers 0.8%

  

Apple, Inc., 2.850%, 05/06/21

      690,000         695,944   

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

      993,000         994,969   
     

 

 

  
        1,690,913   
     

 

 

  

Diversified Financial Services 2.4%

      

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

      254,000         262,588   

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

      733,000         815,427   

General Electric Capital Corp., 3.450%, 05/15/24, MTN

      659,000         661,358   

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

      524,000         526,192   

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

      660,000         691,479   

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

      370,000         378,258   

Nomura Holdings, Inc., 2.750%, 03/19/19, MTN

      280,000         284,843   

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

      693,000         695,245   

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

      241,000         247,620   

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

      383,000         418,062   
     

 

 

  
        4,981,072   
     

 

 

  

Electric 0.3%

      

Berkshire Hathaway Energy Co., 6.125%, 04/01/36

      177,000         219,451   

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

      195,000         199,374   

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

      222,000         252,932   
     

 

 

  
        671,757   
     

 

 

  

Electronics 0.1%

      

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

      190,000         210,884   
     

 

 

  

Healthcare - Services 0.2%

      

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

      323,000         332,549   

UnitedHealth Group, Inc., 4.250%, 03/15/43

      152,000         148,545   
     

 

 

  
        481,094   
     

 

 

  

Insurance 1.4%

      

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

      559,000         638,144   

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

      513,000         555,065   

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

      517,000         526,110   

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

      224,000         242,178   

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

      650,000         723,858   

Reinsurance Group of America, Inc., 4.700%, 09/15/23, MTN

      207,000         222,071   
     

 

 

  
        2,907,426   
     

 

 

  

Media 0.4%

      

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

      286,000         296,522   

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

      436,000         444,030   
     

 

 

  
        740,552   
     

 

 

  

Mining 2.0%

      

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

      144,000         158,303   

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

      885,000         929,034   

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

      685,000         720,269   

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

      127,000         131,559   

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

      542,000         543,828   

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

      1,445,000         1,518,684   
     

 

 

  
        4,001,677   
     

 

 

  

Miscellaneous Manufacturer 0.3%

      

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

      194,000         197,410   

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

      194,000         191,604   

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

      181,000         204,213   
     

 

 

  
        593,227   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Oil & Gas 0.5%

  

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

      301,000         310,347   

Continental Resources, Inc., 3.800%, 06/01/24(c)

      338,000         341,652   

Ensco PLC, 4.700%, 03/15/21

      241,000         262,543   
     

 

 

  
        914,542   
     

 

 

  

Oil & Gas Services 0.6%

      

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

      292,000         302,878   

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

      174,000         194,886   

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

      319,000         361,775   

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

      349,000         414,842   
     

 

 

  
        1,274,381   
     

 

 

  

Pharmaceuticals 0.5%

      

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

      270,000         280,504   

Mylan, Inc., 3.125%, 01/15/23(c)

      148,000         142,282   

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

      162,000         184,650   

Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36

      310,000         374,824   
     

 

 

  
        982,260   
     

 

 

  

Pipelines 0.6%

      

DCP Midstream Operating LP, 5.600%, 04/01/44

      184,000         203,273   

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

      370,000         381,749   

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

      660,000         656,045   
     

 

 

  
        1,241,067   
     

 

 

  

Real Estate Investment Trust 0.7%

      

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

      291,000         285,366   

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

      565,000         613,663   

Digital Realty Trust LP, 5.875%, 02/01/20(e)

      472,000         524,584   
     

 

 

  
        1,423,613   
     

 

 

  

Retail 0.4%

      

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

      892,000         880,098   
     

 

 

  

Semiconductors 0.9%

      

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

      131,000         135,805   

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

      226,000         231,907   

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

      109,000         106,797   

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

      624,000         660,820   

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

      657,000         647,433   
     

 

 

  
        1,782,762   
     

 

 

  

Software 0.2%

      

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

      177,000         176,763   

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

      219,000         222,685   
     

 

 

  
        399,448   
     

 

 

  

Telecommunication Services 1.8%

      

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

      665,000         676,151   

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

      168,000         159,250   

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

      711,000         713,761   

Cisco Systems, Inc., 2.125%, 03/01/19

      366,000         368,844   

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

      229,000         247,489   

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

      1,129,000         1,420,780   
     

 

 

  
        3,586,275   
     

 

 

  

Total Corporate Bonds (Cost $45,577,764)

  

      47,497,527   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Municipal Bond 1.0%

  

New York 1.0%

      

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

      1,918,000         1,940,920   
     

 

 

  

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

  

      1,940,920   
     

 

 

  

U.S. Government Agency Mortgages 24.9%

      

Federal Home Loan Mortgage Corporation

      

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

      761,412         790,758   

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

      405,182         420,861   

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

      493,018         511,648   

Pool #J18800, 3.000%, 04/01/27(a)

      1,235,910         1,282,769   

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

      1,309,569         1,330,666   

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

      92,302         93,789   

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

      1,133,987         1,152,255   

Pool #E09023, 2.000%, 02/01/28

      700,562         692,087   

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

      1,797,862         1,879,913   

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

      187,670         208,465   

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

      119,333         132,389   

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

      243,796         270,688   

Pool #G01838, 5.000%, 07/01/35

      54,801         60,844   

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

      960,767         1,066,625   

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

      32,747         35,490   

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

      64,021         71,034   

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

      656,817         728,845   

Pool #Q06160, 4.000%, 02/01/37

      142,214         150,864   

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

      482,516         547,929   

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

      244,956         271,749   

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

      69,566         77,542   

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

      263,246         285,076   

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

      1,642,292         1,778,585   

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

      110,750         124,323   

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

      338,448         359,602   

Pool #A89384, 4.000%, 10/01/39

      101,320         107,482   

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

      514,901         546,219   

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

      960,027         1,039,515   

Pool #A93101, 5.000%, 07/01/40

      117,128         129,745   

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

      1,092,318         1,217,562   

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

      385,596         417,699   

Pool #G06061, 4.000%, 10/01/40

      739,738         784,732   

Pool #A94362, 4.000%, 10/01/40

      476,286         506,262   

Pool #A94742, 4.000%, 11/01/40

      80,861         85,893   

Pool #A95084, 4.000%, 11/01/40

      88,291         94,757   

Pool #A95085, 4.000%, 11/01/40(a)

      647,189         686,553   

Pool #A95796, 4.000%, 12/01/40

      325,305         345,091   

Pool #A95822, 4.000%, 12/01/40

      780,550         829,204   

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

      85,057         92,095   

Pool #G06802, 4.500%, 10/01/41

      757,300         819,981   
     

 

 

  
     22,027,586   
     

 

 

  

Federal National Mortgage Association

      

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

      163,756         159,181   

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

      1,249,000         1,260,981   

Pool #AM4353, 3.740%, 09/01/23

      118,797         127,016   

Pool #AM5146, 3.470%, 01/01/24

      397,708         416,615   

Pool #AM5696, 3.370%, 05/01/24

      1,262,000         1,312,912   

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

      1,147,357         1,194,713   

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

      378,712         374,342   

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

      479,438         473,905   

 

See Notes to Schedules of Portfolio Investments.

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

      399,796         395,182   

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

      326,648         332,267   

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

      450,528         458,280   

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

      1,022,568         1,010,767   

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

      567,319         560,771   

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

      172,035         185,058   

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

      467,284         502,949   

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

      225,907         236,932   

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

      1,220,970         1,280,256   

Pool #MA1630, 4.000%, 10/01/33

      249,921         267,844   

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

      307,519         333,565   

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

      1,441,592         1,634,252   

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

      491,756         555,415   

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

      395,867         428,900   

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

      945,786         1,005,149   

Pool #AJ5974, 4.000%, 12/01/36

      132,624         140,948   

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

      696,993         783,410   

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

      136,735         155,002   

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

      26,883         30,274   

Pool #995243, 4.500%, 08/01/38

      504,852         546,979   

Pool #AU4728, 4.000%, 09/01/38

      421,306         447,750   

Pool #930672, 4.500%, 03/01/39

      188,265         205,933   

Pool #AC1877, 4.500%, 09/01/39

      269,612         292,242   

Pool #AC5445, 5.000%, 11/01/39

      295,618         331,849   

Pool #AE0215, 4.000%, 12/01/39

      214,200         227,645   

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

      1,255,875         1,334,702   

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

      358,405         391,634   

Pool #AD1649, 4.000%, 03/01/40

      229,121         243,503   

Pool #AE0216, 4.000%, 08/01/40

      494,676         525,725   

Pool #AD8033, 4.000%, 08/01/40

      89,987         95,635   

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

      675,285         739,075   

Pool #AE4192, 4.000%, 10/01/40

      681,541         724,987   

Pool #AE4113, 4.000%, 10/01/40

      146,347         155,533   

Pool #AE0624, 4.000%, 11/01/40

      253,115         269,002   

Pool #AE4414, 4.000%, 11/01/40

      760,357         808,082   

Pool #AE5143, 4.000%, 11/01/40

      102,570         109,008   

Pool #AE9284, 4.000%, 11/01/40

      191,821         203,861   

Pool #AE0625, 4.000%, 12/01/40

      233,889         249,525   

Pool #AH3586, 4.000%, 01/01/41

      486,344         516,870   

Pool #MA0639, 4.000%, 02/01/41

      350,746         372,761   

Pool #AL0240, 4.000%, 04/01/41

      550,309         585,830   

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

      478,327         519,991   

Pool #AL0215, 4.500%, 04/01/41

      1,252,175         1,358,826   

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

      1,711,074         1,866,134   
     

 

 

  
     28,739,968   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $49,535,417)

  

      50,767,554   
     

 

 

  

U.S. Treasury Obligations 37.4%

      

U.S. Treasury Bond 3.9%

      

3.625%, 02/15/44

      7,591,000         8,010,873   
     

 

 

  

U.S. Treasury Notes 33.5%

      

0.500%, 10/15/14

      17,148,000         17,169,435   

0.500%, 06/15/16

      4,643,000         4,648,804   

0.875%, 02/28/17

      15,619,000         15,676,353   

1.500%, 01/31/19(f)

      11,944,000         11,936,535   

2.500%, 05/15/24

      18,952,000         18,925,353   
     

 

 

  
     68,356,480   
     

 

 

  

Total U.S. Treasury Obligations (Cost $76,058,840)

  

      76,367,353   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Foreign Government Bonds 1.1%

  

Sovereign 1.1%

      

Brazilian Government International Bond, 7.125%, 01/20/37

      232,000         293,480   

Colombia Government International Bond, 7.375%, 09/18/37

      134,000         182,240   

Indonesia Government International Bond, 6.625%, 02/17/37(c)

      621,000         689,310   

Mexico Government International Bond, 5.550%, 01/21/45

      614,000         698,425   

Turkey Government International Bond, 6.875%, 03/17/36

      408,000         480,420   
     

 

 

  

Total Foreign Government Bonds (Cost $2,188,670)

  

      2,343,875   
     

 

 

  

Short-Term Investment 0.3%

      

RidgeWorth Funds Securities Lending Joint Account(g)

      522,000         522,000   
     

 

 

  

Total Short-Term Investment (Cost $522,000)

  

      522,000   
     

 

 

  

Money Market Fund 2.8%

      

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

      5,672,573         5,672,573   
     

 

 

  

Total Money Market Fund (Cost $5,672,573)

  

      5,672,573   
     

 

 

  

Total Investments

(Cost $203,928,114) — 101.9%

         207,828,172   

Liabilities in Excess of Other Assets — (1.9)%

         (3,820,935 ) 
     

 

 

  

Net Assets — 100.0%

       $ 204,007,237   
     

 

 

  

 

(a) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(b) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(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 9.4% of net assets as of June 30, 2014.
(d) Perpetual maturity.
(e) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $511,077.
(f) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(g) 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 June 30, 2014 (See Note 2(i)).
(h) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Corporate Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Corporate Bonds 97.5%

      

Aerospace/Defense 1.2%

      

L-3 Communications Corp., 3.950%, 05/28/24

      451,000         454,079   
     

 

 

  

Agriculture 1.2%

      

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

      450,000         453,934   
     

 

 

  

Airlines 3.0%

      

American Airlines Pass Through Trust, 4.950%, 01/15/23(a)

      665,695         720,614   

United Airlines Pass Through Trust, Series 2014-1, Cl A, 4.000%, 04/11/26

      442,000         448,078   
     

 

 

  
        1,168,692   
     

 

 

  

Auto Manufacturers 2.3%

      

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

      759,000         870,953   
     

 

 

  

Auto Parts & Equipment 1.0%

      

Delphi Corp., 4.150%, 03/15/24

      387,000         401,838   
     

 

 

  

Banks 21.9%

      

Bank of America Corp., 2.600%, 01/15/19

      537,000         543,317   

Bank of America Corp., 4.000%, 04/01/24, MTN

      527,000         537,820   

Bank of America NA, 1.250%, 02/14/17

      410,000         410,508   

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

      794,000         806,941   

Citigroup, Inc., 4.950%, 11/07/43

      479,000         511,476   

Credit Suisse New York, 2.300%, 05/28/19, MTN

      636,000         637,021   

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

      625,000         622,901   

Goldman Sachs Group, Inc. (The), 2.625%, 01/31/19

      726,000         735,868   

Intesa Sanpaolo SpA, 5.017%, 06/26/24(a)

      360,000         364,253   

JPMorgan Chase & Co., 3.625%, 05/13/24

      608,000         610,438   

JPMorgan Chase & Co., Series V, 5.000%(b)(c)

      529,000         527,040   

KeyBank NA, 1.650%, 02/01/18

      299,000         299,257   

Morgan Stanley, Series F, 3.875%, 04/29/24

      285,000         288,454   

Morgan Stanley, 5.000%, 11/24/25

      610,000         650,607   

Morgan Stanley, Series H, 5.450%(b)(c)

      204,000         207,721   

PNC Funding Corp., 3.300%, 03/08/22

      88,000         89,743   

Wells Fargo & Co., 4.100%, 06/03/26, MTN

      540,000         546,803   
     

 

 

  
        8,390,168   
     

 

 

  

Beverages 1.0%

      

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

      392,000         403,954   
     

 

 

  

Commercial Services 3.0%

      

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

      334,000         344,450   

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

      353,000         364,589   

ERAC USA Finance LLC, 3.850%, 11/15/24(a)

      167,000         168,237   

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

      251,000         285,127   
     

 

 

  
        1,162,403   
     

 

 

  

Computers 1.9%

      

Apple, Inc., 2.850%, 05/06/21

      710,000         716,117   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Diversified Financial Services 12.8%

  

American Express Credit Corp., 1.750%, 06/12/15, MTN

      705,000         713,942   

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

      587,000         653,009   

General Electric Capital Corp., 3.450%, 05/15/24, MTN

      601,000         603,150   

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

      636,000         666,334   

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

      596,000         676,176   

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

      266,000         271,937   

Nomura Holdings, Inc., 2.750%, 03/19/19, MTN

      296,000         301,120   

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

      419,000         430,509   

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

      531,000         579,610   
     

 

 

  
        4,895,787   
     

 

 

  

Electric 3.7%

      

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

      220,000         224,934   

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

      316,000         360,030   

FirstEnergy Transmission LLC, 5.450%, 07/15/44(a)

      618,000         626,154   

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

      202,000         226,371   
     

 

 

  
        1,437,489   
     

 

 

  

Healthcare - Services 0.6%

      

UnitedHealth Group, Inc., 4.250%, 03/15/43

      220,000         214,999   
     

 

 

  

Insurance 5.9%

      

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

      221,000         249,668   

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

      555,000         633,578   

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

      521,000         563,721   

AXIS Specialty Finance PLC, 5.150%, 04/01/45

      246,000         254,506   

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

      308,000         332,995   

Reinsurance Group of America, Inc., 4.700%, 09/15/23, MTN

      202,000         216,707   
     

 

 

  
        2,251,175   
     

 

 

  

Media 1.1%

      

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

      241,000         249,866   

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

      159,000         161,929   
     

 

 

  
        411,795   
     

 

 

  

Mining 3.9%

      

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

      157,000         164,812   

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

      554,000         582,524   

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

      174,000         180,246   

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

      526,000         552,822   
     

 

 

  
        1,480,404   
     

 

 

  

Miscellaneous Manufacturer 1.0%

      

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

      335,000         377,962   
     

 

 

  

Oil & Gas 1.9%

      

Continental Resources, Inc., 3.800%, 06/01/24(a)

      268,000         270,896   

Ensco PLC, 4.700%, 03/15/21

      433,000         471,706   
     

 

 

  
        742,602   
     

 

 

  

Oil & Gas Services 2.9%

      

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

      201,000         225,127   

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

      257,000         291,461   

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

      514,000         610,970   
     

 

 

  
        1,127,558   
     

 

 

  

Pharmaceuticals 3.0%

      

AstraZeneca PLC, 1.950%, 09/18/19

      105,000         104,432   

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

      485,000         503,868   

Mylan, Inc., 3.125%, 01/15/23(a)

      117,000         112,480   

Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36

      346,000         418,352   
     

 

 

  
        1,139,132   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Pipelines 4.9%

  

Access Midstream Partners LP/ACMP Finance Corp., 4.875%, 03/15/24

      469,000         495,381   

DCP Midstream Operating LP, 5.600%, 04/01/44

      183,000         202,168   

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

      728,000         723,638   

NuStar Logistics LP, 4.800%, 09/01/20

      470,000         477,050   
     

 

 

  
        1,898,237   
     

 

 

  

Real Estate Investment Trust 4.4%

      

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

      535,000         524,642   

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

      558,000         606,059   

Digital Realty Trust LP, 5.875%, 02/01/20(d)

      515,000         572,375   
     

 

 

  
        1,703,076   
     

 

 

  

Retail 2.5%

      

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

      569,000         561,408   

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

      381,000         380,783   
     

 

 

  
        942,191   
     

 

 

  

Semiconductors 4.1%

      

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

      237,000         245,692   

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

      553,000         541,826   

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

      233,000         246,749   

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

      531,000         523,268   
     

 

 

  
        1,557,535   
     

 

 

  

Telecommunication Services 8.3%

      

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

      643,000         653,783   

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

      105,000         99,531   

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

      686,000         688,664   

Cisco Systems, Inc., 2.125%, 03/01/19

      364,000         366,828   

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

      1,089,000         1,370,442   
     

 

 

  
        3,179,248   
     

 

 

  

Total Corporate Bonds (Cost $35,955,840)

  

      37,381,328   
     

 

 

  

Short-Term Investment 1.5%

      

RidgeWorth Funds Securities Lending Joint Account(e)

      590,440         590,440   
     

 

 

  

Total Short-Term Investment (Cost $590,440)

  

      590,440   
     

 

 

  

Money Market Fund 1.7%

      

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

      642,535         642,535   
     

 

 

  

Total Money Market Fund (Cost $642,535)

  

      642,535   
     

 

 

  

Total Investments

(Cost $37,188,815) — 100.7%

         38,614,303   

Liabilities in Excess of Other Assets — (0.7)%

         (259,222 ) 
     

 

 

  

Net Assets — 100.0%

       $ 38,355,081   
     

 

 

  

 

(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 20.0% of net assets as of June 30, 2014.
(b) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(c) Perpetual maturity.
(d) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $578,085.
(e) 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 June 30, 2014 (See Note 2(i)).
(f) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

MTN

    – Medium Term Note

 

See Notes to Schedules of Portfolio Investments.

OTC Credit Default Swap Contract – Buy Protection

 

Underlying

Instrument

    Counterparty    Notional
Amount		      Fixed
Rate		     Expiration
Date		      Implied
Credit
Spread*		     Upfront
Payment
Made		     Value     Unrealized
Depreciation		  

Target Corp.

    Barclays Bank PLC    $ 75,000         1.000 %      06/20/19         4.193 %    $ (2,187 )    $ (2,209 )    $ (22 ) 

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.

OTC Credit Default Swap Contract – Sell Protection

 

Underlying

Instrument

    Counterparty    Notional
Amount		      Fixed
Rate		     Expiration
Date		      Implied
Credit
Spread*		     Upfront
Payment
Made		     Value     Unrealized
Depreciation		  

Kohl’s Corp.

    JPMorgan    $ 75,000         1.000 %      09/20/19         12.492 %    $ (729 )    $ (930 )    $ (201 ) 

The notional amount represents the maximum potential amount the Fund could be required to pay as seller of credit protection if a credit event occurs, as defined under the terms of the swap contract, for each security included in Kohl’s Corp.

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at June 30, 2014.

 

* 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 June 30, 2014

(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         610,982   
     

 

 

  

California 5.2%

      

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

      1,910,000         2,267,246   

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

      4,000,000         4,425,920   
     

 

 

  
        6,693,166   
     

 

 

  

Georgia 87.5%

      

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

      2,885,000         3,307,970   

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

      1,690,000         1,912,607   

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

      1,440,000         1,661,400   

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

      4,000,000         4,529,880   

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

      3,000,000         3,434,040   

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

      2,000,000         2,307,800   

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

      4,235,000         4,572,657   

Atlanta Development Authority, Series A, RB, 4.375%, 09/01/36, Pre-refunded 09/01/2015 @ 100, XLCA

      1,000,000         1,048,410   

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

      1,500,000         1,638,030   

Barrow County, GO, 5.000%, 10/01/25, Pre-refunded 10/01/2015 @ 100, NATL-RE

      2,000,000         2,120,960   

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

      150,000         157,569   

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

      2,000,000         2,262,260   

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

      1,000,000         1,031,170   

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

      1,180,000         1,308,219   

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

      1,000,000         1,094,310   

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

      565,000         618,330   

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

      1,000,000         1,185,990   

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

      1,500,000         1,788,465   

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

      6,300,000         7,056,567   

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

      135,000         139,791   

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

      1,000,000         1,177,990   

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

      6,825,000         7,872,160   

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

      3,385,000         4,027,778   

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

      645,000         757,520   

Fulton County Development Authority, 5.000%, 05/01/39

      5,145,000         5,723,452   

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

      3,025,000         3,242,255   

Fulton County Development Authority, RB, 5.000%, 10/01/22

      750,000         885,180   

 

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         1,459,965   

Fulton County Water & Sewerage Revenue, RB, 5.000%, 01/01/20

      2,485,000         2,934,089   

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

      975,000         1,121,972   

Georgia State, Series D, GO, 5.000%, 05/01/15

      600,000         624,426   

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

      1,590,000         1,936,429   

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

      1,065,000         1,210,522   

Georgia State Road & Tollway Authority, RB, 5.000%, 06/01/18

      1,105,000         1,272,153   

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

      1,750,000         2,048,008   

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

      1,175,000         1,415,264   

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

      1,955,000         2,129,171   

Gwinnett County School District, GO, 5.000%, 02/01/18

      1,800,000         2,066,112   

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

      1,495,000         1,783,326   

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

      1,235,000         1,473,182   

Gwinnett County Water & Sewerage Authority, RB, 5.000%, 08/01/22, Country Guaranteed

      1,500,000         1,796,835   

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

      2,100,000         2,553,474   

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

      1,000,000         1,152,500   

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

      2,955,000         3,014,011   

Municipal Electric Authority of Georgia, RB, 5.000%, 01/01/30

      1,000,000         1,125,150   

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

      3,845,000         4,532,255   

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

      3,500,000         3,911,740   

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

      2,000,000         2,251,300   

Richmond County Board of Education, GO, 5.000%, 10/01/15, State Aid Withholding

      1,500,000         1,590,330   

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

      2,510,000         2,691,172   
     

 

 

  
        112,956,146   
     

 

 

  

Illinois 0.7%

      

Chicago, Series A, GO, 5.250%, 01/01/33

      860,000         904,668   
     

 

 

  

North Carolina 0.8%

      

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

      970,000         1,017,996   
     

 

 

  

Puerto Rico 0.0%(b)

      

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         24,121   
     

 

 

  

South Carolina 1.8%

      

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

      2,000,000         2,314,900   
     

 

 

  

Total Municipal Bonds (Cost $117,313,097)

  

      124,521,979   
     

 

 

  

Money Market Fund 1.9%

      

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

      2,471,332         2,471,332   
     

 

 

  

Total Money Market Fund (Cost $2,471,332)

  

      2,471,332   
     

 

 

  

Total Investments

(Cost $119,784,429) — 98.4%

         126,993,311   

Other Assets in Excess of Liabilities — 1.6%

         2,091,165   
     

 

 

  

Net Assets — 100.0%

       $ 129,084,476   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of June 30, 2014.
(b) Less than 0.05% of Net Assets.
(c) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

 

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

NATL-RE

    – Reinsurance provided by National Public Finance Guarantee Corporation

RB

    – Revenue Bond

ST GTD

    – State Guaranteed

XLCA

    – Security guaranteed by XL Capital Assurance, Inc.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

High Grade Municipal Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 94.6%

      

Alabama 5.7%

      

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

      2,000,000         1,873,940   

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

      2,000,000         2,306,780   
     

 

 

  
        4,180,720   
     

 

 

  

Alaska 3.3%

      

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

      2,000,000         2,405,140   
     

 

 

  

California 14.7%

      

California State, GO, 5.000%, 05/01/31

      1,500,000         1,722,150   

California State, GO, 5.000%, 05/01/32

      2,000,000         2,287,120   

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

      2,000,000         2,438,520   

Los Angeles Department of Water & Power, Series B, RB, 5.000%, 07/01/43(b)

      2,500,000         2,785,950   

Orange County Community Facilities District, Series A, 5.000%, 08/15/34

      1,000,000         1,087,570   

South Orange County Public Financing Authority, Series A, 5.000%, 08/15/34

      445,000         479,074   
     

 

 

  
        10,800,384   
     

 

 

  

District of Columbia 8.7%

      

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

      2,000,000         2,351,880   

Metropolitan Washington D.C. Airports Authority, Airport System, Series A, AMT, RB, 5.000%, 10/01/27(c)

      3,500,000         4,024,510   
     

 

 

  
        6,376,390   
     

 

 

  

Florida 5.6%

      

Lake County School Board, Series A, COP, 5.000%, 06/01/29, AGM(c)

      1,000,000         1,119,430   

Orlando FL Contract Tourist DE, Series A, RB, 5.250%, 11/01/32

      1,000,000         1,166,260   

Polk County Public Facilities, RB, 5.000%, 12/01/28

      1,595,000         1,839,992   
     

 

 

  
        4,125,682   
     

 

 

  

Georgia 2.0%

      

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

      1,250,000         1,448,813   
     

 

 

  

Idaho 3.8%

      

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

      2,500,000         2,806,975   
     

 

 

  

Illinois 3.4%

      

Chicago Transit Authority, RB, 5.000%, 12/01/44(c)

      1,250,000         1,350,087   

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

      1,000,000         1,136,600   
     

 

 

  
        2,486,687   
     

 

 

  

Kansas 2.3%

      

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

      1,500,000         1,688,235   
     

 

 

  

Maine 4.0%

      

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

      2,500,000         2,934,850   
     

 

 

  

Maryland 1.4%

      

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

      1,000,000         1,052,700   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Massachusetts 2.4%

  

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

      1,500,000         1,768,395   
     

 

 

  

Michigan 2.8%

      

University of Michigan, Series A, RB, 0.010%, 04/01/38

      2,055,000         2,055,000   
     

 

 

  

Minnesota 2.3%

      

Western Minnesota Municipal Power Agency, Series A, RB, 5.000%, 01/01/40(c)

      1,500,000         1,675,425   
     

 

 

  

New Jersey 3.1%

      

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

      1,955,000         2,271,182   
     

 

 

  

New York 1.6%

      

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

      1,000,000         1,145,110   
     

 

 

  

North Carolina 2.3%

      

University of North Carolina at Greensboro, RB, 5.000%, 04/01/39

      1,500,000         1,655,760   
     

 

 

  

Oregon 4.0%

      

Oregon State Department of Transportation, Series A, RB, 5.000%, 11/15/30(c)

      2,500,000         2,964,925   
     

 

 

  

Pennsylvania 3.2%

      

Pennsylvania State, GO, 5.000%, 06/15/18

      2,000,000         2,313,980   
     

 

 

  

Texas 15.4%

      

Arlington Higher Education Finance Corp., Series A, RB, 4.000%, 08/15/44, PSF-GTD

      1,000,000         996,490   

Arlington Higher Education Finance Corp., Series A, RB, 5.000%, 08/15/39, PSF-GTD

      1,000,000         1,120,570   

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

      4,000,000         4,726,240   

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

      1,350,000         1,574,829   

Texas State, Series A, GO, 5.000%, 10/01/28(c)

      1,000,000         1,199,050   

United Independent School District, GO, 5.000%, 08/15/44, PSF-GTD(c)

      1,500,000         1,702,695   
     

 

 

  
        11,319,874   
     

 

 

  

Washington 2.6%

      

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

      1,635,000         1,907,391   
     

 

 

  

Total Municipal Bonds (Cost $65,039,830)

  

      69,383,618   
     

 

 

  

Money Market Fund 23.5%

      

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

      17,194,815         17,194,815   
     

 

 

  

Total Money Market Fund (Cost $17,194,815)

  

      17,194,815   
     

 

 

  

Total Investments

(Cost $82,234,645) — 118.1%

         86,578,433   

Liabilities in Excess of Other Assets — (18.1)%

         (13,275,948 ) 
     

 

 

  

Net Assets — 100.0%

       $ 73,302,485   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of June 30, 2014.
(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 June 30, 2014.

Investment Abbreviations

 

AGC    – Security guaranteed by Assured Guaranty Corporation
AGM    – Security guaranteed by Assured Guaranty Municipal Corporation
AMT    – Income subject to Alternative Minimum Tax
BHAC    – Security guaranteed by Berkshire Hathaway Assurance Corporation
COP    – Certificate of Participation
GO    – General Obligation
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 June 30, 2014

(Unaudited)

High Income Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Bank Loans 4.3%

      

Aerospace/Defense 0.1%

      

DAE Aviation Holdings, Inc., 2nd Lien Term Loan, 7.750%, 08/05/19(a)(b)

      770,000         781,550   
     

 

 

  

Chemicals 0.3%

      

Ineos US Finance LLC, 6 Year Term Loan, 3.750%, 05/04/18(a)(b)

      2,897,011         2,888,697   
     

 

 

  

Commercial Services 0.1%

      

Walter Energy, Inc., Term Loan B, 7.250%, 04/02/18(a)(b)

      953,846         920,938   
     

 

 

  

Health Care 0.0%(c)

      

Community Health Care Systems, Inc., 2017 Term Loan E, 3.480%, 01/25/17(a)(b)

      28,750         28,810   

Community Health Care Systems, Inc., Term Loan D, 4.250%, 01/27/21(a)(b)

      76,629         77,038   
     

 

 

  
        105,848   
     

 

 

  

Healthcare - Services 0.1%

      

MPH Acquisition Holdings LLC, Term Loan, 4.000%, 03/31/21(a)(b)

      724,682         722,290   
     

 

 

  

Information Technology 0.3%

      

Avago Technologies Cayman Ltd., USD Term Loan B, 3.750%, 05/06/21(a)(b)

      3,170,000         3,178,781   
     

 

 

  

Insurance 0.3%

      

Asurion LLC, New Term Loan B1, 5.000%, 05/24/19(a)(b)

      2,344,643         2,357,843   

Asurion LLC, New 2nd Lien Term Loan, 8.500%, 03/03/21(a)(b)

      770,000         798,105   
     

 

 

  
        3,155,948   
     

 

 

  

Lodging 0.3%

      

Caesars Entertainment Operating Co., Extended Term Loan B6, 5.400%-7.500%, 01/26/18(a)(b)(d)

      3,320,000         3,096,332   
     

 

 

  

Media 0.4%

      

Clear Channel Communications, Inc., Term Loan D, 6.900%, 01/30/19(a)(b)

      4,620,000         4,594,405   
     

 

 

  

Packaging & Containers 0.2%

      

Berry Plastics Holding Corp., Term Loan D, 3.500%, 02/08/20(a)(b)

      2,804,500         2,779,680   
     

 

 

  

Retail 1.0%

      

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

      2,371,050         2,397,013   

Lands’ End, Inc., Term Loan B, 4.250%, 04/02/21(a)(b)

      1,835,400         1,832,335   

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

      4,761,075         4,810,400   

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

      1,755,306         1,574,386   
     

 

 

  
        10,614,134   
     

 

 

  

Semiconductors 0.3%

      

Freescale Semiconductor, Inc., Term Loan B4, 4.250%, 02/28/20(a)(b)

      3,831,646         3,828,465   
     

 

 

  

Telecommunication Services 0.6%

      

Alcatel-Lucent USA, Inc., USD Term Loan C, 4.500%, 01/30/19(a)(b)

      1,275,575         1,275,779   

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

      1,474,957         1,474,500   

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

      965,000         965,801   

Virgin Media Bristol LLC, USD Term Loan B, 3.500%, 06/05/20(a)(b)

      2,585,000         2,576,108   
     

 

 

  
        6,292,188   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Telecommunications 0.3%

  

Numericable U.S. LLC, USD Term Loan B2, 4.500%, 05/21/20(a)(b)

      1,308,046         1,315,607   

Numericable U.S. LLC, USD Term Loan B1, 4.500%, 05/21/20(a)(b)

      1,511,954         1,520,693   
     

 

 

  
        2,836,300   
     

 

 

  

Total Bank Loans (Cost $45,647,390)

  

      45,795,556   
     

 

 

  

Corporate Bonds 80.6%

      

Advertising 0.6%

      

Affinion Group, Inc., 7.875%, 12/15/18

      2,825,000         2,563,688   

CBS Outdoor Americas Capital LLC/CBS Outdoor Americas Capital Corp., 5.250%,
02/15/22(b)

      3,299,000         3,389,722   
     

 

 

  
        5,953,410   
     

 

 

  

Aerospace/Defense 2.0%

      

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

      1,945,000         2,117,619   

Bombardier, Inc., 6.000%, 10/15/22(b)

      7,655,000         7,846,375   

TransDigm, Inc., 6.000%, 07/15/22(b)

      4,070,000         4,181,925   

TransDigm, Inc., 6.500%, 07/15/24(b)

      4,070,000         4,237,887   

Triumph Group, Inc., 5.250%, 06/01/22(b)

      2,930,000         2,937,325   
     

 

 

  
        21,321,131   
     

 

 

  

Airlines 2.2%

      

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

      3,360,000         3,654,000   

Air Canada, 7.750%, 04/15/21(b)

      3,490,000         3,708,125   

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

      7,950,000         8,904,000   

American Airlines, 2013-2 Class B, 5.600%, 07/15/20(b)

      4,121,896         4,327,991   

United Airlines Pass Through Trust, 2014-1 Class B, 4.750%, 10/11/23, Series B

      2,494,000         2,534,528   
     

 

 

  
        23,128,644   
     

 

 

  

Auto Manufacturers 0.2%

      

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

      2,000,000         2,045,000   

General Motors Co. Escrow, 7.200%(e)(f)(g)(h)

      17,182,000         —     

General Motors Co. Escrow, 8.375%(e)(f)(g)(h)

      36,800,000         —     
     

 

 

  
        2,045,000   
     

 

 

  

Auto Parts & Equipment 0.3%

      

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

      3,300,000         3,477,375   
     

 

 

  

Banks 1.3%

      

CIT Group, Inc., 5.375%, 05/15/20

      1,295,000         1,390,101   

JPMorgan Chase & Co., Series S, 6.750%(a)(i)

      4,865,000         5,235,956   

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

      5,110,000         5,173,875   

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

      1,645,000         1,784,825   
     

 

 

  
        13,584,757   
     

 

 

  

Building Materials 1.6%

      

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

      5,600,000         6,587,000   

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

      3,925,000         4,317,500   

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

      2,640,000         2,917,200   

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

      1,330,000         1,443,050   

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

      1,730,000         1,833,800   
     

 

 

  
        17,098,550   
     

 

 

  

Chemicals 0.2%

      

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

      1,685,000         1,762,931   
     

 

 

  

Coal 0.8%

      

CONSOL Energy, Inc., 5.875%, 04/15/22(b)

      3,340,000         3,498,650   

Natural Resource Partners LP/NRP Finance Corp., 9.125%, 10/01/18

      1,862,000         1,955,100   

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

      3,005,000         2,993,731   
     

 

 

  
        8,447,481   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Commercial Services 4.9%

  

Cenveo Corp., 6.000%, 08/01/19(b)

      4,900,000         4,900,000   

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

      3,310,000         3,492,050   

Ceridian LLC/Comdata, Inc., 8.125%, 11/15/17(b)

      1,982,000         2,001,820   

Harland Clarke Holdings Corp., 6.875%, 03/01/20(b)

      1,680,000         1,780,800   

Harland Clarke Holdings Corp., 9.250%, 03/01/21(b)

      5,465,000         5,724,588   

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

      13,287,000         14,599,091   

National Money Mart Co., 10.375%, 12/15/16

      2,665,000         2,808,244   

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

      4,577,000         4,988,930   

Quad/Graphics, Inc., 7.000%, 05/01/22(b)

      5,195,000         5,195,000   

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

      4,350,000         4,643,625   

United Rentals North America, Inc., 5.750%, 11/15/24

      2,435,000         2,529,356   
     

 

 

  
        52,663,504   
     

 

 

  

Computers 0.3%

      

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

      3,020,000         3,269,150   
     

 

 

  

Diversified Financial Services 4.5%

      

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

      2,740,000         2,277,625   

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

      2,585,000         2,210,175   

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

      1,975,000         2,093,500   

DFC Finance Corp., 10.500%, 06/15/20(b)

      3,550,000         3,625,437   

Enova International, Inc., 9.750%, 06/01/21(b)

      2,725,000         2,714,781   

Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.875%, 03/15/19

      4,865,000         5,010,950   

Icahn Enterprises LP/Icahn Enterprises Finance Corp., 6.000%, 08/01/20

      4,700,000         5,034,875   

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

      3,585,000         4,015,200   

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

      1,405,000         1,735,175   

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

      2,610,000         2,740,500   

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

      2,345,000         2,350,863   

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

      2,340,000         2,340,000   

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

      2,600,000         2,679,560   

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

      1,190,000         1,264,375   

Navient Corp., 6.125%, 03/25/24, MTN

      5,740,000         5,818,925   

Walter Investment Management Corp., 7.875%, 12/15/21(b)

      2,525,000         2,638,625   
     

 

 

  
        48,550,566   
     

 

 

  

Electric 2.3%

      

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

      1,715,000         1,809,325   

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

      2,225,000         2,397,438   

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

      7,217,000         7,271,127   

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

      5,655,000         6,206,362   

GenOn Energy, Inc., 9.875%, 10/15/20

      2,070,000         2,251,125   

NRG Energy, Inc., 6.250%, 05/01/24(b)

      5,070,000         5,298,150   
     

 

 

  
        25,233,527   
     

 

 

  

Electrical Components & Equipment 0.1%

      

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

      1,450,000         1,493,500   
     

 

 

  

Energy-Alternate Sources 0.2%

      

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

      1,600,000         1,712,000   
     

 

 

  

Engineering & Construction 0.6%

      

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

      6,485,000         6,841,675   
     

 

 

  

Entertainment 1.4%

      

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

      1,310,000         1,424,625   

Gibson Brands Escrow Corp., 8.875%, 08/01/18(b)

      1,235,000         1,270,506   

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

      1,412,000         1,452,595   

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

      5,430,000         5,592,900   

Greektown Holdings LLC/Greektown Mothership Corp., 8.875%, 03/15/19(b)(e)

      2,205,000         2,249,100   

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

      960,000         1,065,600   

WMG Acquisition Corp., 5.625%, 04/15/22(b)

      2,378,000         2,392,863   
     

 

 

  
        15,448,189   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Environmental Control 0.9%

  

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

      7,195,000         7,482,800   

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

      2,545,000         2,570,450   
     

 

 

  
        10,053,250   
     

 

 

  

Exploration & Production 0.2%

      

Jones Energy Holdings/Jones Energy Finance Corp., 6.750%, 04/01/22(b)

      2,393,000         2,524,615   
     

 

 

  

Food 2.6%

      

HJ Heinz Co., 4.250%, 10/15/20(e)

      12,330,000         12,407,062   

Post Holdings, Inc., 6.000%, 12/15/22(b)(e)

      3,485,000         3,554,700   

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

      6,105,000         6,486,563   

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

      1,680,000         1,816,500   

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

      3,445,000         3,724,906   
     

 

 

  
        27,989,731   
     

 

 

  

Forest Products & Paper 0.4%

      

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

      4,699,000         4,628,515   
     

 

 

  

Gas 0.3%

      

NGL Energy Partners LP/NGL Energy Finance Corp., 5.125%, 07/15/19(b)(d)

      1,302,000         1,305,255   

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

      1,330,000         1,439,725   
     

 

 

  
        2,744,980   
     

 

 

  

Healthcare - Products 1.0%

      

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

      1,355,000         1,531,150   

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

      6,127,000         6,770,335   

Teleflex, Inc., 5.250%, 06/15/24(b)

      2,798,000         2,825,980   
     

 

 

  
        11,127,465   
     

 

 

  

Healthcare - Services 1.4%

      

HCA, Inc., 3.750%, 03/15/19

      4,770,000         4,811,738   

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

      4,240,000         4,600,400   

MPH Acquisition Holdings LLC, 6.625%, 04/01/22(b)

      5,030,000         5,268,925   
     

 

 

  
        14,681,063   
     

 

 

  

Holding Companies-Diversified 0.3%

      

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

      3,335,000         3,443,388   
     

 

 

  

Home Builders 0.3%

      

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

      1,695,000         1,762,800   

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

      1,605,000         1,629,075   
     

 

 

  
        3,391,875   
     

 

 

  

Household Products/Wares 0.3%

      

Century Intermediate Holding Co. 2, PIK, 9.750%, 02/15/19(b)

      863,000         920,174   

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

      2,165,000         2,357,144   
     

 

 

  
        3,277,318   
     

 

 

  

Insurance 1.2%

      

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

      2,710,000         2,411,900   

Assured Guaranty US Holdings, Inc., 5.000%, 07/01/24

      5,480,000         5,447,361   

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

      1,825,000         1,714,588   

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

      1,125,000         1,070,156   

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

      72,000         68,040   

MBIA, Inc., 6.625%, 10/01/28(e)

      2,500,000         2,550,000   
     

 

 

  
        13,262,045   
     

 

 

  

Internet 0.7%

      

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

      2,010,000         1,809,000   

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

      800,000         866,000   

Zayo Group LLC./Zayo Capital Inc., 8.125%, 01/01/20

      4,175,000         4,550,750   
     

 

 

  
        7,225,750   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Iron/Steel 0.1%

  

Essar Steel Minnesota LLC, 11.500%, 05/15/20(b)

      1,590,000         1,607,888   
     

 

 

  

Leisure Time 0.2%

      

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

      1,505,000         1,663,025   
     

 

 

  

Lodging 1.4%

      

Caesars Entertainment Resort Properties LLC, 8.000%, 10/01/20(b)

      2,070,000         2,163,150   

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

      4,005,000         4,315,387   

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

      2,490,000         2,614,500   

Wynn Macau Ltd., 5.250%, 10/15/21(b)

      6,280,000         6,452,700   
     

 

 

  
        15,545,737   
     

 

 

  

Media 6.4%

      

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

      2,690,000         2,864,850   

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

      2,870,000         2,895,112   

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

      5,920,000         6,008,800   

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

      2,465,000         2,554,356   

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

      6,970,000         7,126,825   

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

      2,145,000         2,295,150   

Clear Channel Communications, Inc., PIK, 14.000%, 02/01/21(e)

      2,685,000         2,765,550   

Columbus International, Inc., 7.375%, 03/30/21(b)

      2,370,000         2,553,675   

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

      4,575,000         4,660,781   

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

      1,910,000         2,007,888   

DISH DBS Corp., 5.875%, 07/15/22(j)

      5,810,000         6,303,850   

Lee Enterprises, Inc., 9.500%, 03/15/22(b)

      1,375,000         1,467,813   

McGraw-Hill Global Education Holdings LLC/McGraw-Hill Global Education Finance, 9.750%, 04/01/21

      825,000         946,688   

Nielsen Finance LLC/Neilsen Finance Co., 5.000%, 04/15/22(b)

      1,285,000         1,294,638   

Numericable Group SA, 6.000%, 05/15/22(b)

      4,900,000         5,096,000   

Numericable Group SA, 6.250%, 05/15/24(b)

      2,450,000         2,557,187   

Sirius XM Radio, Inc., 6.000%, 07/15/24(b)(e)

      2,530,000         2,631,200   

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

      1,870,000         2,071,025   

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

      1,545,000         1,635,769   

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

      3,925,000         4,342,031   

VTR Finance BV, 6.875%, 01/15/24(b)

      4,530,000         4,864,033   
     

 

 

  
        68,943,221   
     

 

 

  

Mining 2.4%

      

Constellium, 5.750%, 05/15/24(b)

      1,285,000         1,349,250   

First Quantum Minerals Ltd., 6.750%, 02/15/20(b)

      3,001,000         3,091,030   

First Quantum Minerals Ltd., 7.000%, 02/15/21(b)

      4,871,000         5,011,041   

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

      1,895,000         2,032,388   

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

      6,115,000         6,657,706   

Imperial Metals Corp., 7.000%, 03/15/19(b)

      5,860,000         6,013,825   

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

      940,000         1,112,725   
     

 

 

  
        25,267,965   
     

 

 

  

Miscellaneous Manufacturer 0.6%

      

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

      1,065,000         1,091,625   

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

      4,830,000         4,974,900   
     

 

 

  
        6,066,525   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Oil & Gas 10.0%

      

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

      2,525,000         2,613,375   

Atlas Energy Holdings Operating Co. LLC/Atlas Resource Finance Corp., 9.250%, 08/15/21

      4,513,000         4,874,040   

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

      4,155,000         4,404,300   

EnQuest PLC, 7.000%, 04/15/22(b)

      3,100,000         3,200,750   

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

      9,515,000         10,228,625   

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

      5,012,000         5,469,345   

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

      2,565,000         2,545,763   

Hilcorp Energy I LP/Hilcorp Finance Co., 5.000%, 12/01/24(b)(d)

      4,980,000         4,980,000   

KCA Deutag UK Finance PLC, 7.250%, 05/15/21(b)

      2,820,000         2,918,700   

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         4,122,500   

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

      5,450,000         6,008,625   

North Atlantic Drilling Ltd., 6.250%, 02/01/19(b)

      6,600,000         6,517,500   

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

      1,615,000         1,760,350   

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

      2,470,000         2,692,300   

Ocean Rig UDW, Inc., 7.250%, 04/01/19(b)(e)

      4,405,000         4,360,950   

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

      3,725,000         4,125,437   

Parsley Energy LLC/Parsley Finance Corp., 7.500%, 02/15/22(b)

      3,200,000         3,416,000   

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

      1,935,000         2,041,619   

Precision Drilling Corp., 5.250%, 11/15/24(b)

      2,775,000         2,788,875   

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

      3,270,000         3,482,550   

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

      2,880,000         3,196,800   

Sanchez Energy Corp., 6.125%, 01/15/23(b)

      1,915,000         1,977,238   

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

      4,255,000         4,611,356   

Seadrill Ltd., 6.125%, 09/15/17(b)

      3,275,000         3,446,937   

Seventy Seven Energy, Inc., 6.500%, 07/15/22(b)

      1,205,000         1,235,125   

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

      8,583,000         9,376,927   
     

 

 

  
        107,319,387   
     

 

 

  

Oil & Gas Services 0.7%

      

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

      2,661,000         2,820,660   

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

      4,575,000         4,563,563   
     

 

 

  
        7,384,223   
     

 

 

  

Pharmaceuticals 1.6%

      

Catamaran Corp., 4.750%, 03/15/21

      4,200,000         4,242,000   

Grifols Worldwide Operations Ltd., 5.250%, 04/01/22(b)

      4,630,000         4,803,625   

Valeant Pharmaceuticals International, Inc., 6.750%, 08/15/18(b)

      2,160,000         2,327,400   

Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21(b)

      5,525,000         6,118,937   
     

 

 

  
        17,491,962   
     

 

 

  

Pipelines 2.7%

      

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

      1,530,000         1,637,100   

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

      1,635,000         1,806,675   

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

      4,520,000         4,757,300   

Energy Transfer Equity LP, 5.875%, 01/15/24(b)

      2,610,000         2,727,450   

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

      1,050,000         1,118,250   

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

      315,000         344,138   

Regency Energy Partners LP/Regency Energy Finance Corp., 5.875%, 03/01/22

      2,302,000         2,500,547   

Sabine Pass Liquefaction LLC, 5.625%, 02/01/21

      8,705,000         9,205,537   

Southern Star Central Corp., 5.125%, 07/15/22(b)

      1,185,000         1,193,888   

Targa Resources Partners LP/Targa Resources Partners Finance Corp., 5.250%, 05/01/23

      2,050,000         2,142,250   

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

      1,475,000         1,574,562   
     

 

 

  
        29,007,697   
     

 

 

  

Real Estate 1.1%

      

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

      4,925,000         4,974,250   

Forestar USA Real Estate Group, Inc., 8.500%, 06/01/22(b)

      899,000         930,465   

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

      6,035,000         6,457,450   
     

 

 

  
        12,362,165   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Real Estate Investment Trust 0.9%

  

CTR Partnership LP/CareTrust Capital Corp., 5.875%, 06/01/21(b)

      992,000         999,440   

iStar Financial, Inc., 4.000%, 11/01/17

      3,955,000         3,969,831   

iStar Financial, Inc., 5.000%, 07/01/19

      2,640,000         2,640,000   

MPT Operating Partnership LP/MPT Finance Corp., 5.500%, 05/01/24

      1,495,000         1,536,113   
     

 

 

  
        9,145,384   
     

 

 

  

Retail 2.9%

      

Group 1 Automotive, Inc., 5.000%, 06/01/22(b)

      2,680,000         2,680,000   

Guitar Center, Inc., 6.500%, 04/15/19(b)

      1,255,000         1,242,450   

Guitar Center, Inc., 9.625%, 04/15/20(b)(e)

      5,380,000         5,124,450   

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

      5,765,000         5,044,375   

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

      4,592,000         3,742,480   

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

      720,000         763,200   

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

      1,645,000         1,192,625   

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

      10,045,000         9,253,956   

Toys ‘R’ US-Delaware, Inc., 7.375%, 09/01/16(b)(e)

      2,555,000         2,350,600   
     

 

 

  
        31,394,136   
     

 

 

  

Semiconductors 0.7%

      

Advanced Micro Devices, Inc., 7.000%, 07/01/24(b)

      2,315,000         2,364,194   

Micron Technology, Inc., 5.875%, 02/15/22(b)(e)

      4,875,000         5,228,437   
     

 

 

  
        7,592,631   
     

 

 

  

Software 1.2%

      

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

      4,625,000         4,983,438   

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

      2,625,000         2,887,500   

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

      2,392,000         2,553,460   

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

      204,000         217,770   

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

      2,160,000         2,257,200   
     

 

 

  
        12,899,368   
     

 

 

  

Telecommunication Services 12.6%

      

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

      2,490,000         2,651,850   

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

      4,240,000         4,515,600   

Altice SA, 7.750%, 05/15/22(b)

      4,085,000         4,360,737   

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

      6,365,000         6,746,900   

Avaya, Inc., 7.000%, 04/01/19(b)

      1,985,000         1,985,000   

Avaya, Inc., 9.000%, 04/01/19(b)

      2,130,000         2,212,538   

B Communications Ltd., 7.375%, 02/15/21(b)

      8,645,000         9,293,375   

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

      3,595,000         3,792,725   

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

      2,550,000         2,524,500   

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

      6,895,000         7,386,269   

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

      3,855,000         4,317,600   

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

      4,815,000         4,164,975   

NII International Telecom SCA., 11.375%, 08/15/19(b)(e)

      3,705,000         3,278,925   

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

      3,885,000         4,458,037   

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

      3,565,000         3,778,900   

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

      2,615,000         2,657,494   

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

      7,690,000         7,766,900   

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

      3,854,000         4,249,035   

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

      4,175,000         4,618,594   

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

      3,440,000         3,646,400   

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

      3,570,000         3,971,625   

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

      3,630,000         3,852,338   

T-Mobile USA, Inc., 6.250%, 04/01/21

      2,340,000         2,486,250   

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

      3,140,000         3,391,200   

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

      3,890,000         4,210,925   

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

      7,855,000         8,071,012   

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

      3,985,000         4,358,594   

 

See Notes to Schedules of Portfolio Investments.

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

      3,945,000         4,250,737   

Virgin Media Finance PLC, 6.375%, 04/15/23(b)

      2,775,000         3,010,875   

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

      1,775,000         1,875,288   

Wind Acquisition Finance SA, 7.375%, 04/23/21(b)

      6,675,000         7,125,562   
     

 

 

  
        135,010,760   
     

 

 

  

Transportation 1.9%

      

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

      4,833,000         5,267,970   

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

      3,100,000         3,324,750   

Florida East Coast Holdings Corp., 6.750%, 05/01/19(b)(e)

      2,050,000         2,165,312   

Florida East Coast Holdings Corp., 9.750%, 05/01/20(b)(e)

      1,515,000         1,600,219   

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

      1,916,000         2,002,220   

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

      2,375,000         2,446,250   

Navios South American Logistics, Inc./Navios Logistics Finance US, Inc., 7.250%, 05/01/22(b)

      1,560,000         1,622,400   

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

      1,925,000         2,074,188   
     

 

 

  
        20,503,309   
     

 

 

  

Trucking & Leasing 0.1%

      

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

      835,000         901,800   
     

 

 

  

Total Corporate Bonds (Cost $828,219,694)

  

      866,488,568   
     

 

 

  

Convertible Corporate Bond 0.2%

      

Auto Parts & Equipment 0.2%

      

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

      2,145,000         2,287,106   
     

 

 

  

Total Convertible Corporate Bond (Cost $1,885,481)

  

      2,287,106   
     

 

 

  

Municipal Bonds 0.8%

      

Puerto Rico 0.8%

      

Commonwealth of Puerto Rico, Series A, GO, 8.000%, 07/01/35

      7,800,000         6,864,078   

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

      2,165,000         1,862,160   
     

 

 

  

Total Municipal Bonds (Cost $8,906,955)

         8,726,238   
     

 

 

  

Preferred Stock 0.3%

      

Diversified Financial Services 0.3%

      

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

      121,110         3,306,303   
     

 

 

  

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

  

      3,306,303   
     

 

 

  

Common Stocks 0.8%

      

Auto Manufacturers 0.8%

      

General Motors Co.

      228,862         8,307,691   
     

 

 

  

Energy-Alternate Sources 0.0%(c)

      

Aventine Renewable Energy Holdings, Inc.*(f)

      52,974         337,709   
     

 

 

  

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

  

      8,645,400   
     

 

 

  

Short-Term Investment 9.6%

      

RidgeWorth Funds Securities Lending Joint Account(k)

      103,583,653         103,583,653   
     

 

 

  

Total Short-Term Investment (Cost $103,583,653)

  

      103,583,653   
     

 

 

  

Money Market Fund 12.3%

      

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

      131,801,877         131,801,877   
     

 

 

  

Total Money Market Fund (Cost $131,801,877)

  

      131,801,877   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Total Investments

(Cost $1,135,413,353) — 108.9%

         1,170,634,701   

Liabilities in Excess of Other Assets — (8.9)%

         (95,487,028 ) 
     

 

 

  

Net Assets — 100.0%

       $ 1,075,147,673   
     

 

 

  

 

* Non-income producing security.
(a) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(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 52.0% of net assets as of June 30, 2014.
(c) Less than 0.05% of Net Assets.
(d) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(e) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $101,265,835.
(f) The Fund’s investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(g) Valued at fair value using procedures approved by the Board of Trustees. Fair valued securities held by the Fund represent 0.0 % of net assets as of June 30, 2014.
(h) Security is in default.
(i) Perpetual maturity.
(j) 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.
(k) Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before June 30, 2014 (See Note 2(i)).
(l) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

GO    – General Obligation
MTN    – Medium Term Note
PIK    – Payment in-kind
RB    – Revenue Bond

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Intermediate Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Collateralized Mortgage Obligations 1.5%

      

Agency Collateralized Planned Amortization Class Mortgage Obligations 1.2%

      

Federal Home Loan Mortgage Corporation

      

Series 4274, Cl PN, REMIC, 3.500%, 10/15/35

      3,812,560         3,991,502   
     

 

 

  

Commercial Mortgage Backed Securities 0.3%

      

LB-UBS Commercial Mortgage Trust

      

Series 2005-C7, Cl A3, 5.450%, 11/15/30(a)

      1,045,496         1,045,293   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $5,028,144)

  

      5,036,795   
     

 

 

  

Corporate Bonds 24.5%

      

Aerospace/Defense 0.4%

      

L-3 Communications Corp., 3.950%, 05/28/24

      1,203,000         1,211,213   
     

 

 

  

Agriculture 0.4%

      

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

      1,395,000         1,407,197   
     

 

 

  

Airlines 0.7%

      

American Airlines Pass Through Trust, 4.950%, 01/15/23(b)

      1,475,009         1,596,697   

United Airlines Pass Through Trust, Series 2014-1, Cl A, 4.000%, 04/11/26, Series A

      738,000         748,147   
     

 

 

  
        2,344,844   
     

 

 

  

Auto Manufacturers 0.4%

      

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

      675,000         719,455   

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

      492,000         507,405   
     

 

 

  
        1,226,860   
     

 

 

  

Auto Parts & Equipment 0.2%

      

Delphi Corp., 4.150%, 03/15/24

      614,000         637,541   
     

 

 

  

Banks 6.3%

      

Bank of America Corp., 2.600%, 01/15/19

      1,117,000         1,130,139   

Bank of America Corp., 4.000%, 04/01/24

      474,000         483,732   

Bank of America NA, 1.250%, 02/14/17

      1,474,000         1,475,826   

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

      1,751,000         1,779,540   

Credit Suisse New York, 2.300%, 05/28/19, MTN

      1,672,000         1,674,685   

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

      980,000         976,709   

Goldman Sachs Group, Inc. (The), 2.625%, 01/31/19

      1,527,000         1,547,755   

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

      511,000         526,493   

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

      962,000         966,185   

Intesa Sanpaolo SpA, 5.017%, 06/26/24(b)

      961,000         972,354   

JPMorgan Chase & Co., 3.625%, 05/13/24

      1,265,000         1,270,071   

JPMorgan Chase & Co., 5.000%, Series V(a)(c)

      1,378,000         1,372,893   

KeyBank NA, 1.650%, 02/01/18

      731,000         731,629   

Morgan Stanley, 3.875%, 04/29/24, Series F

      804,000         813,745   

Morgan Stanley, 5.000%, 11/24/25

      2,271,000         2,422,176   

PNC Funding Corp., 3.300%, 03/08/22

      176,000         179,486   

US Bank NA, 1.100%, 01/30/17

      760,000         762,865   

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

      817,000         821,770   

Wells Fargo & Co., 4.100%, 06/03/26, MTN

      1,420,000         1,437,891   
     

 

 

  
        21,345,944   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Beverages 0.4%

  

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

      636,000         609,438   

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

      650,000         669,821   
     

 

 

  
        1,279,259   
     

 

 

  

Chemicals 0.2%

      

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

      605,000         624,269   
     

 

 

  

Commercial Services 0.5%

      

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

      373,000         384,670   

ERAC USA Finance LLC, 3.850%, 11/15/24(b)

      441,000         444,267   

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

      323,000         366,916   

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

      487,000         506,630   
     

 

 

  
        1,702,483   
     

 

 

  

Computers 1.1%

      

Apple, Inc., 2.850%, 05/06/21

      1,285,000         1,296,070   

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

      1,740,000         1,743,450   

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

      839,000         845,824   
     

 

 

  
        3,885,344   
     

 

 

  

Diversified Financial Services 2.4%

      

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

      326,000         337,023   

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

      763,000         848,800   

General Electric Capital Corp., 3.450%, 05/15/24, MTN

      701,000         703,508   

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

      998,000         1,002,174   

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

      1,388,000         1,454,201   

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

      242,000         274,554   

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

      454,000         464,133   

Nomura Holdings, Inc., 2.750%, 03/19/19, MTN

      543,000         552,393   

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

      1,200,000         1,203,888   

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

      410,000         421,262   

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

      668,000         729,152   
     

 

 

  
        7,991,088   
     

 

 

  

Electric 0.2%

      

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

      249,000         254,584   

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

      295,000         336,104   
     

 

 

  
        590,688   
     

 

 

  

Electronics 0.2%

      

Thermo Fisher Scientific, Inc., 4.150%, 02/01/24

      681,000         712,156   
     

 

 

  

Healthcare - Services 0.3%

      

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

      560,000         576,556   

UnitedHealth Group, Inc., 2.875%, 03/15/23

      619,000         607,228   
     

 

 

  
        1,183,784   
     

 

 

  

Insurance 1.1%

      

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

      1,113,000         1,270,581   

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

      814,000         828,343   

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

      321,000         347,049   

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

      737,000         820,744   

Reinsurance Group of America, Inc., 4.700%, 09/15/23, MTN

      422,000         452,725   
     

 

 

  
        3,719,442   
     

 

 

  

Media 0.6%

      

Time Warner, Inc., 3.400%, 06/15/22

      1,887,000         1,912,488   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Mining 2.6%

  

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

      398,000         437,532   

Barrick Gold Corp., 3.850%, 04/01/22

      2,266,000         2,254,489   

Barrick Gold Corp., 4.100%, 05/01/23

      1,106,000         1,101,409   

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

      1,039,000         1,042,505   

Newmont Mining Corp., 3.500%, 03/15/22(d)

      4,072,000         3,925,986   
     

 

 

  
        8,761,921   
     

 

 

  

Miscellaneous Manufacturer 0.3%

      

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

      256,000         260,500   

General Electric Co., 2.700%, 10/09/22

      518,000         508,698   

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

      214,000         241,444   
     

 

 

  
        1,010,642   
     

 

 

  

Oil & Gas 0.5%

      

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

      416,000         428,918   

Continental Resources, Inc., 3.800%, 06/01/24(b)

      715,000         722,726   

Ensco PLC, 4.700%, 03/15/21

      401,000         436,846   
     

 

 

  
        1,588,490   
     

 

 

  

Oil & Gas Services 0.4%

      

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

      331,000         343,331   

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

      993,000         1,112,194   
     

 

 

  
        1,455,525   
     

 

 

  

Pharmaceuticals 0.3%

      

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

      303,000         314,788   

Mylan, Inc., 3.125%, 01/15/23(b)

      313,000         300,907   

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

      222,000         253,039   
     

 

 

  
        868,734   
     

 

 

  

Pipelines 1.0%

      

DCP Midstream Operating LP, 2.700%, 04/01/19

      1,098,000         1,112,188   

Enterprise Products Operating LLC, 3.350%, 03/15/23

      1,002,000         1,003,752   

Kinder Morgan Energy Partners LP, 3.450%, 02/15/23

      1,132,000         1,098,543   
     

 

 

  
        3,214,483   
     

 

 

  

Real Estate Investment Trust 0.8%

      

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

      414,000         405,985   

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

      1,076,000         1,168,674   

Digital Realty Trust LP, 5.875%, 02/01/20(d)

      978,000         1,086,956   
     

 

 

  
        2,661,615   
     

 

 

  

Retail 0.4%

      

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

      1,331,000         1,313,241   
     

 

 

  

Semiconductors 0.9%

      

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

      360,000         373,203   

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

      298,000         305,788   

Intel Corp., 2.700%, 12/15/22

      1,502,000         1,460,243   

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

      952,000         938,138   
     

 

 

  
        3,077,372   
     

 

 

  

Software 0.2%

      

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

      323,000         322,568   

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

      397,000         403,679   
     

 

 

  
        726,247   
     

 

 

  

Telecommunication Services 1.7%

      

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

      1,374,000         1,397,041   

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

      861,000         864,343   

Cisco Systems, Inc., 2.125%, 03/01/19

      729,000         734,665   

 

See Notes to Schedules of Portfolio Investments.

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

      298,000         322,060   

Verizon Communications, Inc., 5.150%, 09/15/23

      2,250,000         2,517,959   
     

 

 

  
        5,836,068   
     

 

 

  

Total Corporate Bonds (Cost $79,735,031)

  

      82,288,938   
     

 

 

  

Municipal Bond 1.8%

      

New York 1.8%

      

Utility Debt Securitization Authority, Series T, RB, 2.554%, 06/15/22

      6,074,000         6,085,662   
     

 

 

  

Total Municipal Bond (Cost $6,073,700)

  

      6,085,662   
     

 

 

  

U.S. Government Agency Mortgages 1.2%

      

Federal National Mortgage Association

      

Pool #AP1217, 2.500%, 07/01/27

      1,203,972         1,224,689   

Pool #AB7246, 2.500%, 12/01/27

      2,588,787         2,633,323   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $3,822,338)

  

      3,858,012   
     

 

 

  

U.S. Treasury Obligations 67.9%

      

U.S. Treasury Notes 67.9%

      

0.375%, 11/15/15

      57,708,000         57,838,766   

0.500%, 06/15/16

      37,196,000         37,242,495   

0.875%, 02/28/17

      30,133,000         30,243,648   

0.750%, 02/28/18

      15,934,000         15,683,788   

1.375%, 07/31/18

      31,422,000         31,461,278   

1.500%, 01/31/19

      29,546,000         29,527,534   

2.500%, 05/15/24

      26,570,000         26,532,643   
     

 

 

  

Total U.S. Treasury Obligations (Cost $227,647,447)

  

      228,530,152   
     

 

 

  

Foreign Government Bonds 1.4%

      

Sovereign 1.4%

      

Brazilian Government International Bond, 4.250%, 01/07/25

      273,000         276,686   

Colombia Government International Bond, 4.000%, 02/26/24

      266,000         274,246   

Indonesia Government International Bond, 3.375%, 04/15/23(b)

      1,475,000         1,368,062   

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

      2,338,000         2,457,238   

Turkey Government International Bond, 7.375%, 02/05/25

      392,000         476,280   
     

 

 

  

Total Foreign Government Bonds (Cost $4,648,027)

  

      4,852,512   
     

 

 

  

Short-Term Investment 1.5%

      

RidgeWorth Funds Securities Lending Joint Account(e)

      5,145,760         5,145,760   
     

 

 

  

Total Short-Term Investment (Cost $5,145,760)

  

      5,145,760   
     

 

 

  

Money Market Fund 2.8%

      

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

      9,315,989         9,315,989   
     

 

 

  

Total Money Market Fund (Cost $9,315,989)

  

      9,315,989   
     

 

 

  

Total Investments

(Cost $341,416,436) — 102.6%

         345,113,820   

Liabilities in Excess of Other Assets — (2.6)%

         (8,605,538 ) 
     

 

 

  

Net Assets — 100.0%

       $ 336,508,282   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(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 4.2% of net assets as of June 30, 2014.
(c) Security is perpetual in nature and has no stated maturity.

 

See Notes to Schedules of Portfolio Investments.

(d) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $5,019,029.
(e) 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 June 30, 2014 (See Note 2(i)).
(f) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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 June 30, 2014

(Unaudited)

Investment Grade Tax-Exempt Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 97.9%

      

Alabama 2.3%

      

Birmingham, Series A, GO, 0.000%, 03/01/27(a)

      2,500,000         2,455,075   

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

      3,000,000         2,810,910   

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         10,380,510   
     

 

 

  
        15,646,495   
     

 

 

  

Alaska 7.2%

      

Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 5.500%, 09/01/23, AGC(b)

      18,000,000         21,256,920   

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

      15,500,000         18,639,835   

Matanuska-Susitna Borough Lease, Goose Creek Correctional Center, RB, 6.000%, 09/01/32, AGC

      7,250,000         8,537,165   
     

 

 

  
        48,433,920   
     

 

 

  

California 25.0%

      

California Health Facilities Financing Authority, Series C, RB, 6.250%, 10/01/24

      3,500,000         4,261,460   

California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/33

      6,500,000         7,981,610   

California Health Facilities Financing Authority, Series C, RB, 6.500%, 10/01/38(b)

      5,400,000         6,630,876   

California State, GO, 5.000%, 12/01/15

      6,750,000         7,211,025   

California State, GO, 5.000%, 12/01/27

      8,890,000         10,405,567   

California State, GO, 5.000%, 12/01/28

      2,500,000         2,909,800   

California State, GO, 5.000%, 12/01/30

      5,000,000         5,748,750   

California State, GO, 5.000%, 05/01/31

      10,395,000         11,934,499   

California State, GO, 5.000%, 12/01/31

      4,000,000         4,570,960   

California State, GO, 5.000%, 05/01/32

      2,550,000         2,916,078   

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

      24,500,000         29,871,870   

Los Angeles California Community College District, Series A, GO, 6.000%, 08/01/33(b)

      10,000,000         11,868,400   

Los Angeles California Wastewater System, Series A, RB, 5.750%, 06/01/34

      5,000,000         5,845,350   

Los Angeles County Regional Financing Authority, Series B-2, RB, 3.000%, 11/15/20, CA MTG INS

      1,500,000         1,535,235   

Los Angeles Unified School District, Series C, GO, 5.000%, 07/01/28

      2,750,000         3,245,688   

Orange County Community Facilities District, Series A, 5.000%, 08/15/31

      4,820,000         5,318,533   

Orange County Community Facilities District, Series A, 5.000%, 08/15/32

      3,500,000         3,845,730   

Orange County Community Facilities District, Series A, 5.000%, 08/15/33

      2,500,000         2,740,325   

Orange County Community Facilities District, Series A, 5.000%, 08/15/34

      1,500,000         1,631,355   

Sacramento County Sanitation District Financing Authority, Series A, RB, 5.000%, 12/01/33(c)

      5,500,000         6,285,345   

San Francisco City & County Airports Commission, AMT, RB, 5.750%, 05/01/24, AGM

      5,000,000         5,693,550   

South Orange County Public Financing Authority, Series A, 5.000%, 08/15/30

      1,000,000         1,097,450   

South Orange County Public Financing Authority, Series A, 5.000%, 08/15/31

      1,000,000         1,089,540   

South Orange County Public Financing Authority, Series A, 5.000%, 08/15/33

      1,850,000         1,998,740   

University of California, Series O, RB, 5.750%, 05/15/27

      3,000,000         3,615,330   

University of California, Series O, RB, 5.750%, 05/15/28(b)

      10,000,000         11,942,100   

University of California, Series O, RB, 5.750%, 05/15/29(b)

      5,095,000         6,079,252   
     

 

 

  
        168,274,418   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

District of Columbia 1.7%

  

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

      8,000,000         9,407,520   

Metropolitan Washington D.C. Airports Authority, Airport System, Series A, AMT, RB, 5.000%, 10/01/19(c)

      2,000,000         2,328,580   
     

 

 

  
        11,736,100   
     

 

 

  

Florida 3.3%

      

Florida State, Series A, GO, 5.000%, 06/01/18

      1,855,000         2,146,458   

Florida State Board of Governors, Series A, RB, 5.000%, 10/01/20

      2,285,000         2,670,205   

Florida State Board of Governors, Series A, RB, 5.000%, 10/01/21

      2,410,000         2,827,364   

Lake County School Board, Series A, COP, 5.000%, 06/01/30, AGM(c)

      2,100,000         2,339,652   

Miami-Dade County, Building Better Communities Program, Series B, GO, 6.000%, 07/01/23

      2,000,000         2,352,600   

Miami-Dade County, Building Better Communities Program, Series B, GO, 6.125%, 07/01/25

      3,000,000         3,525,540   

Orlando FL Contract Tourist DE, 5.250%, 11/01/34

      3,785,000         4,383,219   

Polk County School District Sales Tax Authority, RB, 5.250%, 10/01/15, AGM

      2,000,000         2,023,760   
     

 

 

  
        22,268,798   
     

 

 

  

Illinois 9.6%

      

Chicago, Series A, GO, 5.000%, 01/01/34

      5,000,000         5,148,700   

Chicago, Series A, GO, 5.250%, 01/01/30

      7,200,000         7,653,888   

Chicago, Series A, GO, 5.250%, 01/01/32

      6,000,000         6,340,080   

Chicago, Series A, GO, 5.250%, 01/01/33

      6,000,000         6,311,640   

Chicago, Series C, GO, 5.000%, 01/01/26

      3,400,000         3,574,590   

Chicago, Series C, GO, 5.000%, 01/01/27

      8,000,000         8,356,800   

Chicago Board of Education, Series A, GO, 5.250%, 12/01/26, AGC-ICC

      3,290,000         3,588,239   

Chicago IL O’ Hare International Airport Revenue, Series D, RB, 5.250%, 01/01/19, NATL-RE, AMT(b)

      7,680,000         7,864,166   

Chicago Public Building Commission, RB, 5.250%, 12/01/18, NATL-RE

      2,625,000         2,977,905   

Chicago Transit Authority, RB, 5.000%, 12/01/44(c)

      3,750,000         4,050,262   

Grundy Kendall & Will Counties Community School District No. 201, GO, 5.750%, 10/15/21, AGC

      4,340,000         5,050,371   

Illinois State, GO, 5.250%, 04/01/27

      1,500,000         1,613,895   

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

      2,000,000         2,273,200   
     

 

 

  
        64,803,736   
     

 

 

  

Kansas 4.7%

      

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

      26,090,000         29,364,034   

Kansas State Development Finance Authority, Adventist Bolingbrook Hospital, Series D, RB, 5.000%, 11/15/22

      2,000,000         2,225,340   
     

 

 

  
        31,589,374   
     

 

 

  

Maryland 2.6%

      

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

      2,810,000         2,958,087   

Maryland State, Series A, GO, 5.000%, 03/01/24

      3,640,000         4,317,732   

Maryland State Department of Transportation, Series B, RB, 5.000%, 02/15/19

      9,000,000         10,306,980   
     

 

 

  
        17,582,799   
     

 

 

  

Massachusetts 2.4%

      

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

      5,520,000         6,507,693   

Massachusetts School Building Authority, Series A, RB, 5.000%, 08/15/30, Pre-refunded 08/15/2015 @ 100, AGM

      3,500,000         3,690,435   

Massachusetts State, Consolidated Lien, Series C, GO, 5.000%, 09/01/18, Pre-refunded 09/01/2015 @ 100

      5,310,000         5,609,909   
     

 

 

  
        15,808,037   
     

 

 

  

Michigan 2.4%

      

Michigan Finance Authority, RB, 5.000%, 07/01/21

      14,000,000         16,043,300   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Minnesota 0.8%

  

Western Minnesota Municipal Power Agency, Series A, RB, 5.000%, 01/01/32(c)

      1,500,000         1,722,390   

Western Minnesota Municipal Power Agency, Series A, RB, 5.000%, 01/01/33(c)

      1,725,000         1,967,069   

Western Minnesota Municipal Power Agency, Series A, RB, 5.000%, 01/01/34(c)

      1,450,000         1,645,866   
     

 

 

  
        5,335,325   
     

 

 

  

Missouri 3.6%

      

Missouri State Board of Public Buildings, Series A, RB, 5.000%, 10/01/21

      13,875,000         16,541,220   

Missouri State Highways & Transit Commission State Road, Second Lien, RB, 5.250%, 05/01/20

      6,500,000         7,363,850   
     

 

 

  
        23,905,070   
     

 

 

  

New Jersey 2.3%

      

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

      7,710,000         8,956,938   

New Jersey Transportation Trust Fund Authority, Series A, RB, 6.000%, 06/15/35, ST APPROP

      5,305,000         6,369,236   
     

 

 

  
        15,326,174   
     

 

 

  

New York 11.9%

      

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

      5,340,000         6,114,887   

New York City, GO, 5.000%, 08/15/23, Pre-refunded 08/15/2014 @ 100

      13,730,000         13,813,616   

New York City Municipal Water Finance Authority, Water & Sewer System, Series A, RB, 5.750%, 06/15/40(b)

      15,330,000         17,536,447   

New York City Transitional Finance Authority, Building Aid, Series S-2, RB, 6.000%, 07/15/38, State Aid Withholding(b)

      7,500,000         8,714,625   

New York City Transitional Finance Authority Future Tax Secured Revenue, RB, 5.000%, 11/01/15

      21,125,000         22,491,999   

New York City Transitional Finance Authority Future Tax Secured Revenue, RB, 5.000%, 02/01/28

      5,000,000         5,545,450   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/20

      2,000,000         2,158,160   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/21

      2,000,000         2,235,780   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/22

      1,000,000         1,116,350   
     

 

 

  
        79,727,314   
     

 

 

  

Oregon 2.1%

      

Oregon State Department of Transportation, Highway User Tax, Series A, RB, 5.000%,
11/15/24(c)

      3,000,000         3,709,830   

Oregon State Department of Transportation, Highway User Tax, Series A, RB, 5.000%,
11/15/28(c)

      2,000,000         2,405,980   

Oregon State Department of Transportation, Highway User Tax, Series A, RB, 5.000%,
11/15/29(c)

      4,500,000         5,381,415   

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         2,545,475   
     

 

 

  
        14,042,700   
     

 

 

  

Pennsylvania 3.4%

      

Pennsylvania Economic Development Financing Authority, RB, 5.000%, 07/01/21

      7,500,000         8,505,150   

Pennsylvania Economic Development Financing Authority, RB, 5.000%, 01/01/22

      3,000,000         3,373,170   

University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/23, GO of University

      6,750,000         7,947,585   

University of Pittsburgh, Commonwealth System of Higher Education, Series B, RB, 5.500%, 09/15/24, GO of University

      2,500,000         2,936,100   
     

 

 

  
        22,762,005   
     

 

 

  

Texas 8.5%

      

Dallas Community College District, GO, 5.000%, 02/15/24

      5,850,000         6,612,255   

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

      6,000,000         7,089,360   

Lower Colorado River Authority, Series A, RB, 5.875%, 05/15/15, AGM

      1,185,000         1,190,569   

North Harris County Regional Water Authority, RB, 5.250%, 12/15/18, NATL-RE

      2,690,000         2,747,916   

 

See Notes to Schedules of Portfolio Investments.

San Antonio Electric & Gas, RB, 5.000%, 02/01/24, Pre-refunded 02/01/2015 @ 100

      1,875,000         1,927,669   

Texas State, Series A, GO, 5.000%, 10/01/27(c)

      7,115,000         8,566,460   

Texas State, Series A, GO, 5.000%, 10/01/28(c)

      3,000,000         3,597,150   

Texas State Public Finance Authority, Unemployment Comp., Series A, RB, 5.000%, 01/01/15

      5,000,000         5,123,100   

Texas State Public Finance Authority, Unemployment Comp., Series B, RB, 4.000%, 07/01/17

      10,000,000         10,864,400   

Texas State University Systems Financing, RB, 5.000%, 03/15/18, AGM

      5,035,000         5,202,867   

United Independent School District, GO, 5.000%, 08/15/44, PSF-GTD(c)

      3,500,000         3,972,955   
     

 

 

  
        56,894,701   
     

 

 

  

Virginia 0.3%

      

Norfolk, Series C, GO, 5.000%, 04/01/23

      1,875,000         2,100,169   
     

 

 

  

Washington 3.8%

      

Energy Northwest, Series C, RB, 5.000%, 07/01/24

      4,000,000         4,541,840   

Washington State, Series A, GO, 5.000%, 08/01/24

      8,880,000         10,520,136   

Washington State, Series R-2015 A, GO, 5.000%, 07/01/18(c)

      9,000,000         10,392,750   
     

 

 

  
        25,454,726   
     

 

 

  

Total Municipal Bonds (Cost $617,480,898)

  

      657,735,161   
     

 

 

  

Money Market Fund 10.6%

      

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

      71,268,960         71,268,960   
     

 

 

  

Total Money Market Fund (Cost $71,268,960)

  

      71,268,960   
     

 

 

  

Total Investments

(Cost $688,749,858) — 108.5%

         729,004,121   

Liabilities in Excess of Other Assets — (8.5)%

         (56,858,653 ) 
     

 

 

  

Net Assets — 100.0%

       $ 672,145,468   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of June 30, 2014.
(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 June 30, 2014.

Investment Abbreviations

 

AGC    – Security guaranteed by Assured Guaranty Corporation
AGC-ICC    – Assured Guaranty Corporation Insured Custody Certificates
AGM    – Security guaranteed by Assured Guaranty Municipal Corporation
AMT    – Income subject to Alternative Minimum Tax
BHAC    – Security guaranteed by Berkshire Hathaway Assurance Corporation
CA MTG INS    – California Mortgage Insurance
COP    – Certificate of Participation
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
ST APPROP    – State Appropriation

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Limited Duration Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 41.6%

      

Automobiles 18.9%

      

Ally Auto Receivables Trust 2010-3, Series 2010-3, Cl B, 2.290%, 11/16/15(a)

      300,000         300,234   

AmeriCredit Automobile Receivables Trust, Series 2012-4, Cl A2, 0.490%, 04/08/16

      21,360         21,361   

AmeriCredit Automobile Receivables Trust, Series 2014-2, Cl A2B, 0.432%, 10/10/17(b)

      280,000         280,025   

Honda Auto Receivables Owner Trust, Series 2013-4, Cl A1, 0.240%, 11/18/14

      54,829         54,829   

Mercedes Benz Auto Lease Trust 2014-A, Series 2014-A, Cl A2B, 0.332%, 06/15/16(b)

      330,000         330,071   

Santander Drive Auto Receivables Trust, Series 2012-AA, Cl A3, 0.650%, 03/15/17(a)

      269,074         269,256   
     

 

 

  
        1,255,776   
     

 

 

  

Credit Card 21.0%

      

American Express Issuance Trust II, Series 2013-1, Cl B, 0.602%, 02/15/19(b)

      400,000         397,776   

Barclays Dryrock Issuance Trust, Series 2014-1, Cl A, 0.512%, 12/16/19(b)

      300,000         300,318   

Capital One Multi-Asset Execution Trust, Series 2006-B1, Cl B1, 0.432%, 01/15/19(b)

      300,000         298,605   

Discover Card Master Trust, Series 2013-A1, Cl A1, 0.452%, 08/17/20(b)

      400,000         400,556   
     

 

 

  
        1,397,255   
     

 

 

  

Student Loan Asset Backed Security 1.7%

      

SLM Student Loan Trust, Series 2012-7, Cl A1, 0.312%, 02/27/17(b)

      112,653         112,610   
     

 

 

  

Total Asset-Backed Securities (Cost $2,765,060)

  

      2,765,641   
     

 

 

  

Collateralized Mortgage Obligations 55.9%

      

Agency Collateralized Mortgage Obligations 55.9%

      

Federal Home Loan Mortgage Corporation

      

Series 3066, Cl FG, REMIC, 0.352%, 03/15/24(b)

      1,356,988         1,358,675   

Series 4231, Cl FD, REMIC, 0.502%, 10/15/32(b)

      924,616         923,468   
     

 

 

  
     2,282,143   
     

 

 

  

Federal National Mortgage Association

      

Series 2004-79, Cl FM, 0.452%, 11/25/24(b)

      1,022,636         1,024,550   

Series 2010-90, Cl MF, 0.552%, 04/25/28(b)

      408,050         409,098   
     

 

 

  
     1,433,648   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $3,701,205)

  

      3,715,791   
     

 

 

  

Money Market Fund 2.5%

      

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

      166,856         166,856   
     

 

 

  

Total Money Market Fund (Cost $166,856)

  

      166,856   
     

 

 

  

Total Investments

(Cost $6,633,121) — 100.0%

         6,648,288   

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

         2,278   
     

 

 

  

Net Assets — 100.0%

       $ 6,650,566   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

(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 8.6% of net assets as of June 30, 2014.
(b) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(c) Rate disclosed, the 7 day net yield, is as of June 30, 2014.
(d) 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 June 30, 2014

(Unaudited)

Limited-Term Federal Mortgage Securities Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Collateralized Mortgage Obligations 13.6%

      

Agency Collateralized Mortgage Obligations 11.2%

      

Federal Home Loan Mortgage Corporation

      

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

      159,000         165,490   

Series 3909, Cl UB, REMIC, 3.500%, 08/15/26

      800,000         832,678   
     

 

 

  
     998,168   
     

 

 

  

Federal National Mortgage Association

      

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

      96,000         98,646   
     

 

 

  
        1,096,814   
     

 

 

  

Commercial Mortgage Backed Securities 2.4%

      

JP Morgan Chase Commercial Mortgage Securities Trust

      

Series 2011-C5, Cl AS, 5.320%, 08/15/46(a)(b)

      200,000         230,686   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $1,342,003)

  

      1,327,500   
     

 

 

  

U.S. Government Agency Mortgages 75.2%

      

Federal Home Loan Mortgage Corporation

      

Pool #C01785, 5.000%, 02/01/34

      272,721         302,855   

Pool #G01828, 4.500%, 04/01/35

      233,389         253,216   

Pool #A47828, 3.500%, 08/01/35

      226,907         235,316   

Pool #G03092, 5.500%, 07/01/37

      215,103         242,160   

Pool #A85718, 4.000%, 04/01/39

      94,563         100,576   

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

      49,659         53,777   

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

      92,031         97,628   

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

      100,008         108,289   

Pool #A93101, 5.000%, 07/01/40

      202,025         223,788   

Pool #A93617, 4.500%, 08/01/40

      105,297         114,039   

Pool #A94362, 4.000%, 10/01/40

      59,930         63,702   

Pool #A95084, 4.000%, 11/01/40

      52,623         56,478   

Pool #G06802, 4.500%, 10/01/41

      200,042         216,599   
     

 

 

  
     2,068,423   
     

 

 

  

Federal National Mortgage Association

      

Pool #AM5696, 3.370%, 05/01/24

      718,000         746,966   

Pool #AK6980, 2.500%, 03/01/27

      501,695         510,288   

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

      79,043         78,131   

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

      59,927         59,235   

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

      124,620         134,054   

Pool #MA0919, 3.500%, 12/01/31

      330,755         346,874   

Pool #MA0976, 3.500%, 02/01/32

      89,480         93,851   

Pool #730727, 5.000%, 08/01/33

      188,015         210,966   

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

      74,909         81,253   

Pool #AL0049, 6.000%, 12/01/35

      81,896         92,222   

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

      111,790         121,118   

Pool #AK6957, 4.000%, 03/01/37

      458,946         488,612   

Pool #AK6960, 4.000%, 03/01/37

      556,251         591,258   

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

      168,686         189,964   

 

See Notes to Schedules of Portfolio Investments.

Pool #AU4728, 4.000%, 09/01/38

      171,462         182,224   

Pool #AE0215, 4.000%, 12/01/39

      20,848         22,156   

Pool #AD8033, 4.000%, 08/01/40

      39,322         41,790   

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

      125,352         137,193   

Pool #AC4624, 3.500%, 10/01/40

      252,085         260,191   

Pool #AE4113, 4.000%, 10/01/40

      49,904         53,036   

Pool #AE0624, 4.000%, 11/01/40

      138,593         147,292   

Pool #AE4414, 4.000%, 11/01/40

      54,533         57,955   

Pool #AE5143, 4.000%, 11/01/40

      48,843         51,908   

Pool #AL0005, 4.500%, 01/01/41

      59,552         64,543   

Pool #AB2265, 4.000%, 02/01/41

      224,903         239,819   

Pool #MA0639, 4.000%, 02/01/41

      43,508         46,238   

Pool #AL0215, 4.500%, 04/01/41

      109,122         118,416   

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

      81,348         88,434   

Pool #AK0205, 4.500%, 09/01/41

      34,501         37,380   
     

 

 

  
     5,293,367   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $7,173,139)

  

      7,361,790   
     

 

 

  

U.S. Treasury Obligations 8.2%

      

U.S. Treasury Notes 8.2%

      

1.500%, 01/31/19

      435,000         434,728   

2.500%, 05/15/24

      369,000         368,481   
     

 

 

  

Total U.S. Treasury Obligations (Cost $800,917)

  

      803,209   
     

 

 

  

Money Market Fund 1.9%

      

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

      184,401         184,401   
     

 

 

  

Total Money Market Fund (Cost $184,401)

  

      184,401   
     

 

 

  

Total Investments

(Cost $9,500,460) — 98.9%

         9,676,900   

Other Assets in Excess of Liabilities — 1.1%

         106,860   
     

 

 

  

Net Assets — 100.0%

       $ 9,783,760   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(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 2.4% of net assets as of June 30, 2014.
(c) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

REMIC    – Real Estate Mortgage Investment Conduit

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

North Carolina Tax-Exempt Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 95.9%

      

Alabama 0.5%

      

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

      215,000         205,252   
     

 

 

  

California 4.3%

      

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

      645,000         765,641   

California State, GO, 5.000%, 09/01/33

      750,000         848,235   
     

 

 

  
        1,613,876   
     

 

 

  

Illinois 0.7%

      

Chicago, Series A, GO, 5.250%, 01/01/33

      260,000         273,504   
     

 

 

  

North Carolina 88.1%

      

Buncombe County Metropolitan Sewerage District, RB, 5.000%, 07/01/39

      1,000,000         1,132,900   

Charlotte, Series C, COP, 5.000%, 06/01/20

      1,845,000         2,188,078   

Charlotte Water & Sewer System, RB, 5.000%, 07/01/21

      1,080,000         1,245,856   

Charlotte-Mecklenburg Hospital Authority (The), Series A, RB, 5.250%, 01/15/42

      1,000,000         1,083,270   

Guilford County, GO, 4.000%, 10/01/14

      1,075,000         1,085,610   

Iredell County, COP, 5.000%, 06/01/17, AMBAC

      1,020,000         1,105,517   

New Hanover County Hospital, New Hanover Regional Medical Center, Series B, RB, 5.125%, 10/01/31, AGM

      1,500,000         1,618,935   

North Carolina Capital Facilities Finance Agency, RB, 5.000%, 04/01/30

      1,000,000         1,116,990   

North Carolina Capital Facilities Finance Agency, RB, 5.250%, 03/01/33

      1,500,000         1,594,290   

North Carolina Eastern Municipal Power Agency, Series B, RB, 6.250%, 01/01/23

      1,000,000         1,266,790   

North Carolina Medical Care Commission Health Care Facilities, University Health Systems, Series D, RB, 6.250%, 12/01/33

      1,500,000         1,727,925   

North Carolina Municipal Power Agency, No. 1 Catawba Electric, RB, ETM, 5.000%, 01/01/20

      1,600,000         1,887,776   

North Carolina Municipal Power Agency, No. 1 Catawba Electric, Series A, RB, 5.000%, 01/01/30

      2,000,000         2,217,160   

North Carolina State, Series A, GO, 5.000%, 06/01/17

      1,950,000         2,199,132   

North Carolina State Ports Authority Facilities, Series A, RB, 5.250%, 02/01/40

      1,500,000         1,613,970   

North Carolina State University at Raleigh, Series A, RB, 5.000%, 10/01/37

      3,000,000         3,396,000   

Raleigh, Series B, GO, 5.000%, 04/01/26

      2,000,000         2,360,800   

Raleigh Combined Enterprise System Revenue, Series A, RB, 5.000%, 03/01/27

      1,250,000         1,480,612   

Union County, Series A, GO, 5.000%, 03/01/22

      1,190,000         1,438,615   

University of North Carolina at Greensboro, RB, 5.000%, 04/01/39

      1,500,000         1,655,760   
     

 

 

  
        33,415,986   
     

 

 

  

South Carolina 2.3%

      

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

      750,000         868,088   
     

 

 

  

Total Municipal Bonds (Cost $34,639,649)

  

      36,376,706   
     

 

 

  

Money Market Fund 3.1%

      

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

      1,167,827         1,167,827   
     

 

 

  

Total Money Market Fund (Cost $1,167,827)

  

      1,167,827   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Total Investments

(Cost $35,807,476) — 99.0%

         37,544,533   

Other Assets in Excess of Liabilities — 1.0%

         367,785   
     

 

 

  

Net Assets — 100.0%

       $ 37,912,318   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of June 30, 2014.
(b) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

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

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Seix Floating Rate High Income Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Bank Loans 89.9%

      

Aerospace/Defense 2.8%

      

Air Canada, Term Loan B, 5.500%, 09/20/19(a)(b)

      37,855,000         38,612,100   

AM General LLC, Term Loan B, 10.250%, 03/22/18(a)(b)

      20,659,500         19,006,740   

Atlantic Aviation FBO, Inc., Term Loan B, 3.250%, 06/01/20(a)(b)

      10,087,030         10,061,813   

DAE Aviation Holdings, Inc., 2018 Term Loan B2, 5.000%, 11/02/18(a)(b)

      5,653,480         5,702,948   

DAE Aviation Holdings, Inc., New Term Loan B1, 5.000%, 11/02/18(a)(b)

      13,958,656         14,080,795   

DAE Aviation Holdings, Inc., 2nd Lien Term Loan, 7.750%, 08/05/19(a)(b)

      12,015,000         12,195,225   

DigitalGlobe, Inc., New Term Loan B, 3.750%, 01/31/20(a)(b)

      19,024,188         19,028,183   

Flying Fortress, Inc., New Term Loan, 3.500%, 06/30/17(a)(b)

      9,430,000         9,412,366   

Jazz Acquisition, Inc., 1st Lien Term Loan, 06/19/21(b)(c)(d)

      2,000,000         2,007,500   

Jazz Acquisition, Inc., 2nd Lien Term Loan, 06/11/22(b)(c)(d)

      1,000,000         1,007,500   

TASC, Inc., 2014 Term Loan B, 6.500%, 05/30/20(a)(b)

      20,430,000         19,995,862   

TASC, Inc., 2nd Lien Term Loan, 12.000%, 05/30/21(a)(b)

      8,960,000         8,825,600   

Transdigm, Inc., Term Loan C, 3.750%, 02/28/20(a)(b)

      25,437,971         25,342,579   

Transdigm, Inc., Term Loan D, 3.750%, 06/04/21(a)(b)

      9,035,000         8,989,825   

US Airways Group, Inc., New Term Loan B1, 3.500%, 05/23/19(a)(b)

      21,789,900         21,762,663   

WP CPP Holdings LLC, 1st Lien Term Loan, 4.750%, 12/27/19(a)(b)

      6,774,385         6,788,476   

WP CPP Holdings LLC, New 2nd Lien Term Loan, 8.750%, 04/30/21(a)(b)

      2,870,000         2,891,525   

Wyle Services Corp., New Term Loan B, 5.000%, 05/21/21(a)(b)

      5,855,325         5,844,375   
     

 

 

  
        231,556,075   
     

 

 

  

Auto Manufacturers 1.5%

      

Allison Transmission, Inc., New Term Loan B3, 3.750%, 08/23/19(a)(b)

      24,321,878         24,364,441   

Chrysler Group LLC, 2018 Term Loan B, 3.250%, 12/31/18(a)(b)

      22,513,575         22,433,877   

Chrysler Group LLC, New Term Loan B, 3.500%, 05/24/17(a)(b)

      44,929,371         45,062,811   

CS Intermediate Holdco 2 LLC, New Term Loan B, 4.000%, 04/04/21(a)(b)

      7,085,000         7,073,168   

Navistar International Corp., Term Loan B, 5.750%, 08/17/17(a)(b)

      3,000,000         3,056,250   

Remy International, Inc., New Term Loan B, 4.250%, 03/05/20(a)(b)

      6,586,299         6,586,299   

Tower Automotive Holdings USA LLC, New Term Loan, 4.000%, 04/23/20(a)(b)

      10,507,597         10,464,936   

Wabash National Corp., Term Loan B, 4.500%, 05/08/19(a)(b)

      7,495,887         7,509,754   
     

 

 

  
        126,551,536   
     

 

 

  

Auto Parts & Equipment 0.1%

      

Gates Investments, Inc., Term Loan B2, 3.750%-5.000%, 09/29/16(a)(b)

      5,915,258         5,917,684   
     

 

 

  

Chemicals 1.9%

      

Axalta Coating Systems US Holdings, Inc., USD Term Loan, 4.000%, 02/01/20(a)(b)

      11,384,156         11,377,554   

Huntsman International LLC, Incremental Term Loan, 10/15/20(b)(c)(d)

      19,295,000         19,285,352   

Ineos US Finance LLC, 6 Year Term Loan, 3.750%, 05/04/18(a)(b)

      60,136,641         59,964,049   

Kronos Worldwide, Inc., 2014 Term Loan, 4.750%, 02/18/20(a)(b)

      4,438,875         4,480,512   

MacDermid, Inc., 1st Lien Term Loan, 4.000%, 06/07/20(a)(b)

      11,481,817         11,478,946   

Minerals Technologies, Inc., Term Loan B, 4.000%, 05/09/21(a)(b)

      12,390,000         12,436,462   

Nexeo Solutions LLC, Term Loan B, 5.000%, 09/08/17(a)(b)

      5,010,506         5,010,506   

OXEA Finance LLC, USD Term Loan B2, 4.250%, 01/15/20(a)(b)

      4,382,975         4,388,454   

Polymer Group, Inc., 1st Lien Term Loan B, 5.250%, 12/19/19(a)(b)

      7,094,350         7,165,294   

PQ Corp., 2014 Term Loan, 4.000%, 08/07/17(a)(b)

      6,323,700         6,339,509   

Taminco Global Chemical Corp., USD Term Loan B3, 3.250%, 02/15/19(a)(b)

      4,472,804         4,439,258   

Tata Chemicals North America, Inc., Term Loan B, 3.750%, 08/07/20(a)(b)

      3,752,100         3,738,030   

UTEX Industries Inc., 1st Lien Term loan 2014, 5.000%, 05/22/21(a)(b)

      7,230,000         7,311,338   

WNA Holdings, Inc., USD 1st Lien US Borrower, 4.500%, 06/07/20(a)(b)

      3,608,470         3,608,470   
     

 

 

  
        161,023,734   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Commercial Services 4.0%

  

ABC Supply Co., Inc., Term Loan, 3.500%, 04/16/20(a)(b)

      22,760,015         22,681,721   

Freeport-McMoRan Copper & Gold, Inc., Term Loan A, 1.651%, 02/14/18(a)(b)

      13,554,450         13,422,294   

Harland Clarke Holdings Corp., Extended Term Loan B2, 5.484%, 06/30/17(a)(b)

      37,152,934         37,245,816   

Harland Clarke Holdings Corp., Term Loan B4, 6.000%, 08/04/19(a)(b)

      35,392,000         35,984,816   

Harland Clarke Holdings, Corp., Term Loan B3, 7.000%, 05/22/18(a)(b)

      98,938,866         100,485,280   

Infor (US), Inc., USD Term Loan B5, 3.750%, 06/03/20(a)(b)

      18,999,193         18,860,689   

Infor (US), Inc., USD Term Loan B3, 3.750%, 06/03/20(a)(b)

      7,759,676         7,695,659   

Merrill Communications LLC, 1st Lien Term Loan, 5.750%, 03/08/18(a)(b)

      12,238,944         12,437,827   

Springer Science & Business Media Deutschland GmbH, USD Term Loan B2, 5.000%,
08/14/20(a)(b)

      8,808,438         8,816,717   

Tribune Co., 2013 Term Loan B, 4.000%, 12/27/20(a)(b)

      70,779,325         70,889,741   

Vertafore, Inc., 1st Lien Term Loan, 4.250%, 10/03/19(a)(b)

      5,612,879         5,619,895   

Walter Energy, Inc., Term Loan B, 7.250%, 04/02/18(a)(b)

      4,609,717         4,450,681   
     

 

 

  
        338,591,136   
     

 

 

  

Consumer Discretionary 0.5%

      

Revlon Consumer Products Corp., Acquisition Term Loan, 4.000%, 10/08/19(a)(b)

      26,616,250         26,629,558   

Steinway Musical Instruments, Inc., 1st Lien Term Loan, 4.750%, 09/19/19(a)(b)

      5,967,469         5,945,091   

Sun Products Corp. (The), New Term Loan, 5.500%, 03/23/20(a)(b)

      6,676,307         6,538,642   
     

 

 

  
        39,113,291   
     

 

 

  

Consumer Non-Durables 0.2%

      

Kate Spade & Co., Term Loan B, 4.000%, 04/09/21(a)(b)

      6,640,000         6,633,294   

Libbey Glass Inc., Term Loan B, 3.750%, 04/09/21(a)(b)

      6,195,000         6,187,256   
     

 

 

  
        12,820,550   
     

 

 

  

Consumer Staples 0.2%

      

Serta Simmons Holdings LLC, Term Loan, 4.250%, 10/01/19(a)(b)

      20,914,351         20,948,232   
     

 

 

  

Diversified Financial Services 3.6%

      

Affinion Group, Inc., Term Loan B, 6.750%, 04/30/18(a)(b)

      10,633,350         10,673,225   

Affinion Group, Inc., 2nd Lien Term Loan, 8.500%, 10/12/18(a)(b)

      4,480,000         4,485,600   

American Capital, Ltd., 2017 Term Loan, 3.500%, 08/22/17(a)(b)

      10,680,000         10,666,650   

Ceridian Corp., New Term Loan B, 4.400%, 05/09/17(a)(b)

      14,268,250         14,283,802   

Clipper Acquisitions Corp., New Term Loan B, 3.000%, 02/06/20(a)(b)

      3,035,764         3,009,201   

Duff & Phelps Investment Management Co., Term Loan B, 4.500%, 04/23/20(a)(b)

      7,014,200         7,033,909   

First Data Corp., Extended 2018 Term Loan B, 4.154%, 03/24/18(a)(b)

      64,417,214         64,497,735   

First Data Corp., 2018 Term Loan, 4.154%, 09/24/18(a)(b)

      38,273,139         38,300,313   

First Data Corp., Extended 2021 Term Loan, 4.154%, 03/24/21(a)(b)

      17,485,325         17,507,181   

Getty Images, Inc., Term Loan B, 4.750%, 10/18/19(a)(b)

      20,571,282         19,862,807   

Grosvenor Capital Management Holdings LLP, New Term Loan B, 3.750%, 01/04/21(a)(b)

      7,109,275         7,058,941   

MIP Delaware LLC, Term Loan B1, 4.000%, 03/09/20(a)(b)

      4,097,721         4,107,966   

Nuveen Investments, Inc., New Term Loan, 4.150%, 05/15/17(a)(b)

      8,860,000         8,871,075   

Nuveen Investments, Inc., New 2nd Lien Term Loan, 6.500%, 02/28/19(a)(b)(c)

      10,920,000         11,011,619   

Oberthur Technologies of America Corp., USD Term Loan B2, 4.500%, 10/18/19(a)(b)

      11,606,675         11,661,807   

Open Text Corp., Term Loan B, 3.250%, 01/16/21(a)(b)

      11,450,742         11,441,238   

Pre-Paid Legal Services, Inc., 1st Lien Term Loan, 6.250%, 07/01/19(a)(b)

      8,127,097         8,208,368   

RPI Finance Trust, Term Loan B2, 3.250%, 05/09/18(a)(b)

      16,228,225         16,240,397   

SunGard Data Systems, Inc., Term Loan C, 3.902%, 02/28/17(a)(b)

      4,349,742         4,358,746   

SunGard Data Systems, Inc., Term Loan E, 4.000%, 03/08/20(a)(b)

      17,705,665         17,734,879   

Triple Point Technology, Inc., 1st Lien Term Loan, 5.250%, 07/10/20(a)(b)

      5,980,955         5,333,038   

USIC Holdings, Inc., 1st Lien Term Loan, 4.000%, 07/10/20(a)(b)

      6,152,850         6,091,321   
     

 

 

  
        302,439,818   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Diversified Media 0.2%

  

Inmar Holdings, Inc., 1st Lien Term Loan, 4.250%, 01/27/21(a)(b)

      2,740,000         2,709,175   

Metro-Goldwyn-Mayer, Inc., 2nd Lien Term Loan, 06/26/20(b)(c)(d)

      3,000,000         3,032,490   

Quad/Graphics, Inc., 2021 Term Loan, 4.250%, 04/23/21(a)(b)

      10,660,000         10,606,700   

Time, Inc., Term Loan B, 4.250%, 04/26/21(a)(b)

      4,000,000         4,017,520   
     

 

 

  
        20,365,885   
     

 

 

  

Electric 0.7%

      

Calpine Corp., Term Loan B1, 4.000%, 04/01/18(a)(b)

      7,273,637         7,294,076   

Calpine Corp., Term Loan B2, 4.000%, 04/01/18(a)(b)

      1,857,550         1,862,770   

Calpine Corp., Term Loan B3, 4.000%, 10/09/19(a)(b)

      35,135,148         35,208,229   

Calpine Corp., Delayed Draw Term Loan, 4.000%, 10/30/20(a)(b)

      16,074,225         16,112,160   

Panda Temple II Power LLC, New Term Loan B, 7.250%, 04/03/19(a)(b)

      2,000,000         2,040,000   
     

 

 

  
        62,517,235   
     

 

 

  

Electronics 1.6%

      

Blackboard, Inc., Term Loan B3, 4.750%, 10/04/18(a)(b)

      8,697,695         8,745,880   

BMC Software Finance, Inc., USD Term Loan, 5.000%, 09/10/20(a)(b)

      12,021,994         11,994,464   

Dell, Inc., USD Term Loan B, 4.500%, 04/29/20(a)(b)

      57,237,017         57,497,446   

Eastman Kodak Co., Exit Term Loan, 7.250%, 09/03/19(a)(b)

      10,989,000         11,140,099   

Rovi Solutions Corp., Term Loan B3, 07/02/21(b)(c)(d)

      9,845,000         9,795,775   

Rovi Solutions Corp., Term Loan B3, 3.500%, 03/29/19(a)(b)

      8,436,196         8,404,560   

Sabre, Inc., Incremental Term Loan, 4.500%, 02/19/19(a)(b)

      4,049,400         4,059,523   

Shield Finance Co. S.A.R.L., USD Term Loan, 5.000%, 01/29/21(a)(b)

      11,032,350         11,066,881   

Spansion LLC, 2013 Term Loan, 3.750%, 12/19/19(a)(b)

      7,076,525         7,085,371   

Verint Systems Inc., USD Term Loan, 3.500%, 09/06/19(a)(b)

      3,251,752         3,248,500   
     

 

 

  
        133,038,499   
     

 

 

  

Energy 2.8%

      

ADS Waste Holdings, Inc., New Term Loan, 3.750%, 10/09/19(a)(b)

      25,962,082         25,820,588   

Azure Midstream Energy LLC, Term Loan B, 6.500%, 11/15/18(a)(b)

      13,128,375         13,210,427   

Chief Exploration & Development LLC, 2nd Lien Term Loan, 05/12/21(b)(c)(d)

      14,210,000         14,494,200   

Endeavour International Holding B.V., LC Term Loan, 8.250%, 11/30/17(a)(b)(c)

      3,046,337         2,985,410   

Endeavour International Holding B.V., 1st Lien Term Loan, 8.250%, 11/30/17(a)(b)(c)

      4,237,237         4,152,492   

FTS International, Inc., New Term Loan B, 5.750%, 04/16/21(a)(b)(c)

      17,264,000         17,469,096   

Glenn Pool Oil & Gas Trust, Term Loan, 4.500%, 05/02/16(a)(b)

      22,057,974         22,168,264   

HGIM Corp., Term Loan B, 5.500%-6.750%, 06/18/20(a)(b)

      30,299,035         30,084,518   

KCA Deutag US Finance LLC, Term Loan, 6.250%, 05/13/20(a)(b)

      5,370,000         5,343,150   

Pacific Drilling SA, Term Loan B, 4.500%, 06/04/18(a)(b)

      14,511,136         14,551,913   

Philadelphia Energy Solutions LLC, Term Loan B, 6.250%, 04/04/18(a)(b)

      14,981,922         13,845,843   

Seadrill Partners Finco LLC, Term Loan B, 4.000%, 02/21/21(a)(b)(c)

      34,032,229         33,796,386   

Templar Energy LLC, 2nd Lien Term Loan, 8.000%, 11/25/20(a)(b)(c)

      41,740,000         41,322,600   
     

 

 

  
        239,244,887   
     

 

 

  

Entertainment 3.0%

      

Activision Blizzard, Inc., Term Loan B, 3.250%, 10/12/20(a)(b)

      15,482,075         15,508,394   

Altice Financing SA, Delayed Draw Term Loan, 5.500%, 07/15/19(a)(b)

      74,676,782         76,333,860   

Cinemark USA, Inc., New Term Loan, 3.160%, 12/18/19(a)(b)

      5,703,423         5,720,533   

ClubCorp Club Operations, Inc., New Term Loan, 4.000%, 07/24/20(a)(b)

      7,085,000         7,080,607   

Diamond Resorts Corp., New Term Loan, 5.500%, 04/23/21(a)(b)

      9,960,000         10,022,250   

Great Wolf Resorts, Inc., Term Loan B, 4.500%, 08/06/20(a)(b)

      8,033,850         8,046,383   

Hubbard Radio LLC, Term Loan B, 4.500%, 04/29/19(a)(b)

      6,153,600         6,153,600   

IMG Worldwide Holdings LLC, 1st Lien Term Loan, 5.250%-%, 05/06/21(a)(b)

      57,575,000         57,920,450   

IMG Worldwide Holdings LLC, 2nd Lien Term Loan, 8.250%, 05/01/22(a)(b)

      8,855,000         8,998,894   

Kasima LLC, New Term Loan B, 3.250%, 05/17/21(a)(b)

      17,785,000         17,707,280   

Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.500%, 08/17/20(a)(b)

      17,696,275         17,652,034   

Oceania Cruises, Inc., 2020 Term Loan B, 5.250%, 07/02/20(a)(b)

      13,716,075         13,810,442   

Regent Seven Seas Cruises, Inc., New Term Loan B, 3.750%, 12/21/18(a)(b)

      4,343,175         4,337,746   

WaveDivision Holdings LLC, Term Loan B, 4.000%, 10/15/19(a)(b)

      3,659,275         3,655,799   
     

 

 

  
        252,948,272   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Financial 0.9%

  

Delos Finance S.A.R.L., Term Loan B, 3.500%, 03/06/21(a)(b)

      10,240,000         10,227,200   

RCS Capital Corp., 1st Lien Term Loan, 6.500%, 04/29/19(a)(b)

      13,285,000         13,556,280   

RCS Capital Corp., 2nd Lien Term Loan, 10.500%, 04/29/21(a)(b)

      1,000,000         1,025,000   

SAM Finance Lux S.A.R.L, USD Term Loan, 4.250%, 12/17/20(a)(b)

      16,447,350         16,498,830   

Sedgwick, Inc., 1st Lien Term Loan, 3.750%, 03/01/21(a)(b)

      18,049,763         17,756,454   

Sedgwick, Inc., 2nd Lien Term Loan, 6.750%, 02/28/22(a)(b)

      7,155,000         7,135,324   

VFH Parent LLC, Extended Term Loan, 5.750%, 11/06/19(a)(b)

      5,756,075         5,712,904   
     

 

 

  
        71,911,992   
     

 

 

  

Food 2.5%

      

Blue Buffalo Co. Ltd., Term Loan B3, 4.000%, 08/08/19(a)(b)

      8,126,049         8,136,207   

CEC Entertainment Concepts, LP, Term Loan, 4.250%, 02/14/21(a)(b)

      8,882,738         8,816,117   

Dunkin’ Brands, Inc., Term Loan B4, 3.250%, 02/07/21(a)(b)

      15,611,690         15,451,983   

HJ Heinz Co., Term Loan B1, 3.250%, 06/07/19(a)(b)

      47,836,800         47,886,550   

HJ Heinz Co., Term Loan B2, 3.500%, 06/05/20(a)(b)

      46,480,562         46,807,785   

JBS USA Holdings, Inc., Incremental Term Loan, 3.750%, 09/18/20(a)(b)

      11,096,150         11,045,330   

Landry’s, Inc., Term Loan B, 4.000%, 04/24/18(a)(b)

      17,136,645         17,174,174   

New Albertson’s, Inc., Term Loan, 06/25/21(b)(c)(d)

      12,470,000         12,493,443   

Pinnacle Foods Finance LLC, Term Loan G, 3.250%, 04/29/20(a)(b)

      16,740,651         16,641,212   

Pinnacle Foods Finance LLC, Incremental Term Loan H, 3.250%, 04/29/20(a)(b)

      7,984,663         7,937,234   

Post Holdings, Inc., Series A Incremental Term Loan, 3.750%, 06/02/21(a)(b)

      7,225,000         7,280,488   

Shearer’s Foods, Inc., 1st Lien Term Loan, 06/30/21(b)(c)(d)

      3,000,000         3,003,750   

Stater Bros. Markets, Term Loan B, 4.750%, 05/12/21(a)(b)

      7,105,000         7,140,525   
     

 

 

  
        209,814,798   
     

 

 

  

Forest Products & Paper 0.1%

      

Anchor Glass Container Corp., New 1st Lien Term Loan, 06/30/21(b)(c)(d)

      8,130,000         8,147,805   
     

 

 

  

Health Care 4.5%

      

Accellent, Inc., 1st Lien Term Loan, 4.500%, 03/12/21(a)(b)

      8,882,738         8,843,920   

Allscripts Healthcare Solutions, Inc., Term Loan A, 2.900%, 06/28/18(a)(b)

      14,888,692         14,851,471   

Community Health Care Systems, Inc., New Term Loan A, 2.943%-2.977%, 01/22/19(a)(b)

      9,833,333         9,796,557   

Community Health Care Systems, Inc., 2017 Term Loan E, 3.478%, 01/25/17(a)(b)

      2,953,841         2,959,985   

Community Health Care Systems, Inc., Term Loan D, 4.250%, 01/27/21(a)(b)

      50,065,940         50,333,292   

Convatec, Inc., Term Loan, 4.000%, 12/22/16(a)(b)

      7,819,321         7,816,037   

DaVita HealthCare Partners, Inc., Term Loan B, 3.500%, 06/24/21(a)(b)

      8,505,000         8,539,785   

Endo Luxembourg Finance Co. I S.A R.L., 2014 Term Loan B, 3.250%, 02/28/21(a)(b)

      5,331,638         5,317,189   

Envision Acquisition Company LLC, 1st Lien Term Loan, 5.750%, 11/04/20(a)(b)

      6,694,413         6,744,621   

Grifols Worldwide Operations USA, Inc., USD Term Loan B, 3.150%, 02/27/21(a)(b)

      61,765,200         61,660,199   

HCA, Inc., Extended Term Loan B4, 2.984%, 05/01/18(a)(b)

      6,268,404         6,275,237   

Hologic, Inc., New Term Loan B, 3.250%, 08/01/19(a)(b)

      8,940,813         8,929,637   

Iasis Healthcare LLC, Term Loan B2, 4.500%, 05/03/18(a)(b)

      9,862,310         9,894,363   

IMS Health, Inc., New USD Term Loan, 3.500%, 03/17/21(a)(b)

      6,065,119         6,027,212   

INC Research, Inc., Refinance Term Loan B, 4.250%, 07/12/18(a)(b)

      16,711,570         16,669,791   

JLL/Delta Dutch Newco B.V., USD Term Loan, 4.250%, 03/11/21(a)(b)

      14,840,000         14,710,150   

Millennium Laboratories, Inc., Term Loan B, 5.250%, 04/16/21(a)(b)

      15,490,000         15,632,043   

Onex Carestream Finance LP, 1st Lien Term Loan, 5.000%, 06/07/19(a)(b)

      12,692,962         12,699,309   

P2 Newco Acquisition, Inc., 1st Lien Term Loan, 5.500%, 10/22/20(a)(b)(c)

      14,583,612         14,601,841   

Par Pharmaceutical Cos., Inc., Term Loan B2, 4.000%, 09/30/19(a)(b)

      19,519,366         19,481,109   

PharMedium Healthcare Corp., 1st Lien Term Loan, 4.250%, 01/28/21(a)(b)

      3,890,000         3,877,046   

PharMedium Healthcare Corp., 2nd Lien Term Loan, 7.750%, 01/28/22(a)(b)

      2,000,000         2,022,500   

Salix Pharmaceuticals Ltd., Term Loan, 4.250%, 01/02/20(a)(b)

      12,163,125         12,242,915   

Valeant Pharmaceuticals International, Inc., Series E, Term Loan B, 3.750%, 08/05/20(a)(b)

      28,728,759         28,700,031   

Valeant Pharmaceuticals International, Inc., Series C2, Term Loan B, 3.750%, 12/11/19(a)(b)

      16,191,600         16,164,560   

Valeant Pharmaceuticals International, Inc., Series D2, Term Loan B, 3.750%, 02/13/19(a)(b)

      12,786,995         12,786,995   
     

 

 

  
        377,577,795   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Healthcare - Services 0.6%

  

MPH Acquisition Holdings LLC, Term Loan, 4.000%, 03/31/21(a)(b)

      15,505,273         15,454,105   

Regionalcare Hospital Partners, Inc., 1st Lien Term Loan, 6.000%, 04/19/19(a)(b)

      17,695,000         17,617,673   

SBA Senior Finance II LLC, Term Loan B1, 3.250%, 03/24/21(a)(b)

      18,380,000         18,254,649   
     

 

 

  
        51,326,427   
     

 

 

  

Information Technology 3.1%

      

Active Network, Inc. (The), 1st Lien Term Loan, 5.500%, 11/13/20(a)(b)

      7,455,063         7,413,166   

Aricent Technologies, 1st Lien Term Loan, 5.500%, 04/14/21(a)(b)

      10,620,000         10,739,475   

Avago Technologies Cayman Ltd., USD Term Loan B, 3.750%, 05/06/21(a)(b)

      58,845,000         59,008,001   

AVSC Holdings Corp., 1st Lien Term Loan, 4.500%, 01/24/21(a)(b)

      6,468,788         6,481,725   

CDW LLC, New Term Loan, 3.250%, 04/29/20(a)(b)

      41,182,554         40,719,250   

Dealertrack Technologies, Inc., Term Loan B, 3.500%, 02/28/21(a)(b)

      4,245,397         4,236,566   

Deluxe Entertainment Services Group, Inc., Term Loan 2014, 6.500%, 02/28/20(a)(b)

      16,809,281         16,746,246   

FIDJI Luxembourg (BC4) S.A.R.L., Initial Term Loan, 6.250%, 12/24/20(a)(b)

      6,631,063         6,668,395   

Genesys Telecom Holdings, U.S., Inc., New Term Loan B, 4.000%, 02/07/20(a)(b)

      5,644,268         5,613,676   

Internap Network Services Corp., Term Loan, 6.000%, 11/26/19(a)(b)

      8,890,325         8,907,039   

IQOR US Inc., Term Loan B, 6.000%, 04/01/21(a)(b)

      29,309,048         28,063,413   

M/A-COM Technology Solutions Holdings, Inc., Term Loan, 4.500%, 05/07/21(a)(b)

      4,475,000         4,497,375   

Omnitracs, Inc., 1st Lien Term Loan, 4.750%, 11/25/20(a)(b)

      5,970,000         6,005,462   

Presidio, Inc., 2017 Term Loan, 5.000%, 03/31/17(a)(b)

      14,198,435         14,251,679   

RedTop Acquisitions Ltd., USD 1st Lien Term Loan, 4.500%, 12/03/20(a)(b)

      8,912,663         8,968,367   

RedTop Acquisitions Ltd., USD 2nd Lien Term Loan, 8.250%, 06/03/21(a)(b)

      5,346,600         5,493,632   

Southern Graphics, Inc., New Term Loan B, 4.250%-5.500%, 10/17/19(a)(b)

      6,970,600         6,970,600   

Spin Holdco, Inc., New Term Loan B, 4.250%, 11/14/19(a)(b)

      8,440,087         8,441,607   

STG-Fairway Acquisitions, Inc., Term Loan B, 6.250%, 02/28/19(a)(b)

      14,299,149         14,245,527   
     

 

 

  
        263,471,201   
     

 

 

  

Insurance 2.4%

      

Alliance Data Systems Corp., Term Loan, 1.900%, 07/10/18(a)(b)

      25,944,195         25,830,818   

Asurion LLC, Term Loan B3, 3.750%, 02/18/17(a)(b)

      4,170,000         4,164,787   

Asurion LLC, New Term Loan B2, 4.250%, 07/08/20(a)(b)

      38,867,400         38,818,816   

Asurion LLC, New Term Loan B1, 5.000%, 05/24/19(a)(b)

      47,430,800         47,697,836   

Asurion LLC, New 2nd Lien Term Loan, 8.500%, 03/03/21(a)(b)

      34,726,489         35,994,006   

Hub International Ltd., Term Loan B, 4.250%, 10/02/20(a)(b)

      13,511,777         13,521,100   

La Frontera Generation LLC, Term Loan, 4.500%, 09/30/20(a)(b)

      19,862,267         19,921,854   

USI, Inc., Term Loan B, 4.250%, 12/27/19(a)(b)

      12,485,588         12,493,454   
     

 

 

  
        198,442,671   
     

 

 

  

Leisure Time 0.5%

      

Belmond Interfin Ltd., USD Term Loan B, 4.000%, 03/21/21(a)(b)

      9,865,275         9,883,822   

Fitness International LLC, Term Loan B, 07/01/20(b)(c)(d)

      4,455,000         4,435,532   

La Quinta Intermediate Holdings LLC, Term Loan B, 4.000%, 04/14/21(a)(b)

      17,554,762         17,565,821   

Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.000%, 07/17/20(a)(b)

      8,290,000         8,414,350   
     

 

 

  
        40,299,525   
     

 

 

  

Lodging 5.8%

      

Bally Technologies, Inc., Term Loan B, 4.250%, 11/25/20(a)(b)

      5,359,726         5,379,825   

Boyd Gaming Corp., Term Loan B, 4.000%, 08/14/20(a)(b)

      6,566,372         6,581,147   

Caesars Entertainment Operating Co., Extended Term Loan B6, 5.402%-7.500%, 01/26/18(a)(b)

      103,113,691         96,166,921   

Caesars Entertainment Operating Co., Term Loan B4, 9.500%, 10/31/16(a)(b)

      7,657,781         7,678,840   

Caesars Entertainment Operating Co., Term Loan B7, 9.750%, 03/01/17(a)(b)

      18,665,000         18,399,957   

Caesars Entertainment Resort Properties LLC, Term Loan B, 7.000%, 10/12/20(a)(b)

      61,645,225         61,979,342   

Golden Nugget, Inc., New Delayed Draw Term Loan, 5.500%, 11/21/19(a)(b)

      2,701,425         2,752,077   

Golden Nugget, Inc., New Term Loan B, 5.500%, 11/21/19(a)(b)

      6,303,325         6,421,512   

Hilton Worldwide Finance LLC, USD Term Loan B2, 3.500%, 10/26/20(a)(b)

      136,237,371         135,953,997   

Marina District Finance Co., Inc., Term Loan B, 6.750%, 08/15/18(a)(b)

      16,128,950         16,305,239   

MGM Resorts International, Term Loan B, 3.500%, 12/20/19(a)(b)

      3,729,104         3,716,276   

Mohegan Tribal Gaming Authority, New Term Loan B, 5.500%, 11/19/19(a)(b)

      9,004,750         9,143,603   

 

See Notes to Schedules of Portfolio Investments.

Peninsula Gaming LLC, Term Loan, 4.250%, 11/20/17(a)(b)

      5,162,960         5,170,653   

Pinnacle Entertainment, Inc., Term Loan B2, 3.750%, 08/13/20(a)(b)

      9,528,696         9,544,514   

Playa Resorts Holding B.V., Term Loan B, 4.000%, 08/06/19(a)(b)

      6,168,388         6,183,809   

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

      65,132,438         64,389,277   

SeaWorld Parks & Entertainment, Inc., Term Loan B2, 3.000%, 05/14/20(a)(b)

      12,183,889         12,001,131   

Seminole Tribe of Florida, Term Loan B2, 2.234%, 10/20/17(a)(b)

      5         5   

Shingle Springs Tribal Gaming Authority, Term Loan B, 6.250%, 08/29/19(a)(b)

      5,268,725         5,426,787   

Starwood Property Trust, Inc., Term Loan B, 3.500%, 04/17/20(a)(b)

      14,104,406         14,016,253   
     

 

 

  
        487,211,165   
     

 

 

  

Machinery-Diversified 1.7%

      

Alliance Laundry Systems LLC, Refinance Term Loan, 4.250%-5.250%, 12/10/18(a)(b)

      18,159,076         18,244,242   

Alliance Laundry Systems LLC, 2nd Lien Term Loan, 9.500%, 12/10/19(a)(b)

      2,454,545         2,491,364   

Brand Energy & Infrastructure Services, Inc., New Term Loan B, 4.750%, 11/26/20(a)(b)

      36,446,850         36,587,170   

Generac Power Systems, Inc., Term Loan B, 3.250%, 05/31/20(a)(b)

      8,048,526         7,984,138   

INA Beteiligungsgesellschaft MbH, USD Term Loan E, 05/15/20(b)(c)(d)

      28,955,000         29,057,501   

Interline Brands, Inc., 2021 Term Loan, 4.000%, 03/17/21(a)(b)

      3,990,000         3,976,713   

Key Safety Systems, Inc., Term Loan B, 4.750%, 05/09/18(a)(b)

      7,096,205         7,105,076   

NewPage Corp., Term Loan, 9.500%, 02/11/21(a)(b)

      13,785,000         13,802,231   

Southwire LLC, Term Loan B, 3.250%-4.750%, 02/10/21(a)(b)

      6,019,913         6,006,729   

W3 Co., 1st Lien Term Loan, 5.750%, 03/13/20(a)(b)

      4,547,438         4,462,173   

West Corporation, Term Loan B10, 3.250%, 06/30/18(a)(b)

      11,661,235         11,582,522   
     

 

 

  
        141,299,859   
     

 

 

  

Manufacturing 0.7%

      

Doosan Infracore International, Inc., Term Loan B, 4.500%, 05/28/21(a)(b)

      12,435,000         12,528,263   

Gates Global, Inc., Term Loan B, 07/05/21(b)(c)(d)

      14,325,000         14,273,573   

Grede Holdings LLC, New Term Loan B, 4.750%, 06/02/21(a)(b)

      9,105,000         9,139,144   

Mirror Bidco Corp., New Term Loan, 4.250%, 12/28/19(a)(b)

      11,794,304         11,779,561   

Otter Products LLC, 2014 Term Loan, 5.750%, 06/03/20(a)(b)

      3,595,000         3,561,315   

Signode Industrial Group US, Inc., USD Term Loan B, 4.000%, 05/01/21(a)(b)

      9,740,000         9,706,494   
     

 

 

  
        60,988,350   
     

 

 

  

Media 6.9%

      

Charter Communications Operating LLC, Term Loan F, 3.000%, 01/03/21(a)(b)

      8,959,500         8,817,671   

Clear Channel Communications, Inc., Term Loan B, 3.800%, 01/29/16(a)(b)

      94,132,140         93,465,685   

Clear Channel Communications, Inc., Term Loan C, 3.800%, 01/29/16(a)(b)

      5,497,874         5,422,278   

Clear Channel Communications, Inc., Term Loan D, 6.900%, 01/30/19(a)(b)

      71,489,393         71,093,341   

Clear Channel Communications, Inc., USD Extended Term Loan E, 7.650%, 07/30/19(a)(b)

      83,337,285         83,467,291   

Emerald Expositions Holding, Inc., Term Loan B, 5.500%, 06/17/20(a)(b)

      8,746,140         8,798,092   

EMI Music Publishing Ltd., Term Loan B, 3.750%, 06/29/18(a)(b)

      7,325,612         7,310,961   

Granite Broadcasting Corp., Term Loan B, 6.750%, 05/23/18(a)(b)

      2,319,304         2,313,505   

McGraw-Hill Global Education Holdings LLC, New 1st Lien Term Loan, 5.750%, 03/22/19(a)(b)

      6,594,089         6,701,242   

Radio One, Inc., Term Loan B, 7.500%, 03/31/16(a)(b)

      11,650,560         11,873,901   

Syniverse Holdings, Inc., Term Loan, 4.000%, 04/23/19(a)(b)

      15,188,013         15,162,649   

Univision Communications, Inc., Term Loan C4, 4.000%, 03/01/20(a)(b)

      33,032,134         32,987,211   

Univision Communications, Inc., Term Loan C3, 4.000%, 03/02/20(a)(b)

      35,675,009         35,650,393   

US Finco LLC, 1st Lien Term Loan, 4.000%, 05/29/20(a)(b)

      5,281,650         5,268,446   

Village Roadshow Films (BVI) Ltd., Term Loan B, 4.750%, 11/21/17(a)(b)

      50,277,619         50,780,396   

WideOpenWest Finance LLC, Term Loan B, 4.750%, 04/01/19(a)(b)

      10,447,750         10,472,198   

Ziggo B.V., USD Term Loan B1, 01/15/22(b)(c)(d)

      48,253,536         47,661,465   

Ziggo B.V., USD Term Loan B2, 01/15/22(b)(c)(d)

      31,095,489         30,713,948   

Ziggo B.V., USD Term Loan B3, 01/15/22(b)(c)(d)

      51,140,974         50,513,475   
     

 

 

  
        578,474,148   
     

 

 

  

Metals 0.3%

      

Arch Coal, Inc., Term Loan B, 6.250%, 05/16/18(a)(b)

      15,173,337         14,898,396   

Atlas Iron Ltd., Term Loan B, 8.750%, 12/10/17(a)(b)

      8,875,982         8,909,267   
     

 

 

  
        23,807,663   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Metals/Minerals 0.5%

  

Atkore International, Inc., 1st Lien Term Loan, 4.500%, 04/09/21(a)(b)

      8,860,000         8,852,646   

Atkore International, Inc., 2nd Lien Term Loan, 7.750%, 10/09/21(a)(b)

      2,000,000         2,007,500   

Murray Energy Corp., 1st Lien Term Loan, 5.250%, 12/05/19(a)(b)

      13,595,925         13,748,879   

Peabody Energy Corp., Term Loan B, 4.250%, 09/24/20(a)(b)

      20,746,757         20,898,001   
     

 

 

  
        45,507,026   
     

 

 

  

Mining 1.8%

      

FMG Resources (August 2006) Pty Ltd., New Term Loan B, 3.750%, 06/30/19(a)(b)

      125,267,642         125,315,244   

Novelis, Inc., New Term Loan, 3.750%, 03/10/17(a)(b)

      18,755,871         18,767,499   

Oxbow Carbon LLC, New Term Loan B, 4.250%, 07/19/19(a)(b)

      4,194,250         4,196,012   

TMS International Corp., New Term Loan B, 4.500%, 10/16/20(a)(b)

      4,467,550         4,487,118   
     

 

 

  
        152,765,873   
     

 

 

  

Miscellaneous Manufacturer 0.3%

      

Boomerang Tube LLC, Term Loan, 11.000%-11.750%, 10/11/17(a)(b)

      21,560,854         19,404,769   

Mauser Industrieverpackungen, 2nd Lien Term Loan, 06/30/22(b)(c)(d)

      3,610,000         3,573,900   
     

 

 

  
        22,978,669   
     

 

 

  

Oil & Gas 5.3%

      

Alon USA Energy, Inc., Master Limited Partnership Term Loan, 9.250%, 11/26/18(a)(b)

      16,932,549         17,567,519   

Atlas Energy, L.P., Term Loan B, 6.500%, 07/31/19(a)(b)

      18,391,025         18,643,902   

Bronco Midstream Funding LLC, Term Loan B, 5.000%, 08/17/20(a)(b)

      25,278,855         25,468,446   

Citgo Petroleum Corp., Term Loan B, 8.000%, 06/24/15(a)(b)

      1,462,857         1,472,000   

Citgo Petroleum Corp., Term Loan C, 9.000%, 06/23/17(a)(b)

      3,354,286         3,396,214   

Drillships Financing Holding, Inc., Term Loan B1, 6.000%, 03/31/21(a)(b)

      46,768,794         47,499,791   

EMG Utica LLC, Term Loan, 4.750%, 03/27/20(a)(b)

      28,240,000         28,275,300   

Energy Transfer Equity, L.P., New Term Loan, 3.250%, 12/02/19(a)(b)

      80,810,000         79,931,595   

EP Energy LLC, Term Loan B3, 3.500%, 05/24/18(a)(b)

      15,148,964         15,092,155   

EP Energy LLC, Term Loan B2, 4.500%, 04/30/19(a)(b)

      6,922,500         6,960,574   

Fieldwood Energy LLC, 1st Lien Term Loan, 3.875%, 09/28/18(a)(b)

      17,806,632         17,858,627   

Fieldwood Energy LLC, 2nd Lien Term Loan, 8.375%, 09/30/20(a)(b)

      2,387,611         2,460,433   

MEG Energy Corp., Refinance Term Loan, 3.750%, 03/31/20(a)(b)

      35,826,591         35,849,162   

Obsidian Holdings LLC, Term Loan A, 6.750%, 11/02/15(a)(b)

      1,181,514         1,190,375   

Obsidian Natural Gas Trust, Term Loan, 7.000%, 11/02/15(a)(b)

      12,202,256         12,293,773   

Offshore Group Investment Ltd., Term Loan B, 5.750%, 03/28/19(a)(b)

      6,986,549         6,939,949   

Offshore Group Investment Ltd., New Term Loan B, 5.000%, 10/25/17(a)(b)(c)

      22,489,311         19,666,777   

Petroleum Geo-Services ASA, New Term Loan B, 3.250%, 03/19/21(a)(b)

      19,875,188         19,626,748   

Samson Investment Co., New 2nd Lien Term Loan, 5.000%, 09/25/18(a)(b)

      8,248,908         8,234,473   

Sheridan Investment Partners II L.P., Term Loan M, 4.250%, 12/16/20(a)(b)

      579,268         579,268   

Sheridan Investment Partners II L.P., Term Loan A, 4.250%, 12/16/20(a)(b)

      11,165,680         11,165,680   

Sheridan Investment Partners II L.P., Term Loan B, 4.250%, 12/16/20(a)(b)

      1,553,227         1,553,227   

Sheridan Production Partners I LLC, Term Loan B2 I-A, 4.250%, 09/25/19(a)(b)

      518,852         519,719   

Sheridan Production Partners I LLC, Term Loan B2 I-M, 4.250%, 09/25/19(a)(b)

      316,918         317,447   

Sheridan Production Partners I LLC, Term Loan B2, 4.250%, 10/01/19(a)(b)

      3,915,622         3,922,162   

Teine Energy Ltd., 2nd Lien Term Loan, 7.500%, 05/09/19(a)(b)

      4,307,043         4,350,113   

Tervita Corp., Term Loan, 6.250%, 05/15/18(a)(b)

      4,931,343         4,945,742   

TPF Generation Holdings LLC, Term Loan B, 4.750%, 12/29/17(a)(b)

      22,638,464         21,916,976   

TPF II LC LLC, Term Loan B, 6.500%, 08/21/19(a)(b)

      6,233,897         6,327,406   

Western Refining, Inc., Term Loan B, 4.250%, 11/12/20(a)(b)

      20,447,250         20,523,927   
     

 

 

  
        444,549,480   
     

 

 

  

Packaging & Containers 2.0%

      

Ardagh Holdings USA, Inc., Institutional Term Loan, 4.000%, 12/17/19(a)(b)

      7,355,000         7,361,105   

Ardagh Holdings USA, Inc., USD Term Loan B, 4.250%, 12/17/19(a)(b)

      8,865,450         8,891,337   

Berry Plastics Holding Corp., Term Loan D, 3.500%, 02/08/20(a)(b)

      102,739,963         101,830,714   

Berry Plastics Holding Corp., Term Loan E, 3.750%, 01/06/21(a)(b)

      13,276,725         13,223,884   

Caraustar Industries, Inc., Term Loan, 7.500%, 05/01/19(a)(b)

      9,615,799         9,718,014   

 

See Notes to Schedules of Portfolio Investments.

Reynolds Group Holdings, Inc., New Dollar Term Loan, 4.000%, 12/01/18(a)(b)

      18,223,425         18,238,004   

Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.000%, 03/19/20(a)(b)

      7,123,018         7,115,734   
     

 

 

  
        166,378,792   
     

 

 

  

Real Estate 1.0%

      

Alliant Holdings I, Inc., New Term Loan B, 4.250%, 12/20/19(a)(b)

      10,584,880         10,576,942   

Continental Building Products LLC, 1st Lien Term Loan, 4.250%, 08/28/20(a)(b)

      16,409,599         16,394,174   

CPG International, Inc., New Term Loan, 4.750%, 09/30/20(a)(b)

      5,930,113         5,940,016   

Four Seasons Holdings, Inc., New 1st Lien Term Loan, 3.500%, 06/27/20(a)(b)

      15,378,788         15,346,800   

Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.250%, 12/28/20(a)(b)

      6,565,000         6,663,475   

Istar Financial, Inc., Add on Term Loan A2, 7.000%, 03/19/17(a)(b)

      4,430,204         4,563,110   

Quikrete Holdings, Inc., 1st Lien Term Loan, 4.000%, 09/28/20(a)(b)

      11,249,988         11,253,475   

Realogy Corp., New Term Loan B, 3.750%, 03/05/20(a)(b)

      12,699,732         12,694,398   
     

 

 

  
        83,432,390   
     

 

 

  

Retail 7.0%

      

Academy, Ltd., Term Loan, 4.500%, 08/03/18(a)(b)

      5,810,493         5,825,832   

Albertson’s LLC, Term Loan B2, 4.750%, 03/21/19(a)(b)

      28,522,270         28,646,913   

Camping World, Inc., Term Loan, 5.750%, 02/20/20(a)(b)

      11,652,500         11,732,669   

Capital Automotive LP, New Term Loan B, 4.000%, 04/10/19(a)(b)

      52,297,534         52,409,450   

Capital Automotive LP, New 2nd Lien Term Loan, 6.000%, 04/30/20(a)(b)

      15,155,000         15,451,735   

Evergreen Acqco 1 LP, New Term Loan, 5.000%, 07/09/19(a)(b)

      6,348,325         6,327,185   

HMK Intermediate Holdings LLC, Term Loan, 5.000%, 03/29/19(a)(b)

      9,084,600         9,061,889   

Hudson’s Bay Co., 1st Lien Term Loan, 4.750%, 11/04/20(a)(b)

      16,508,250         16,708,660   

J Crew Group, Inc., New Term Loan B, 4.000%, 03/05/21(a)(b)

      31,917,764         31,463,894   

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

      73,867,187         74,676,032   

Jo-Ann Stores, Inc., Term Loan, 4.000%, 03/16/18(a)(b)

      14,866,961         14,761,703   

Lands’ End, Inc., Term Loan B, 4.250%, 04/02/21(a)(b)

      24,299,100         24,258,520   

Men’s Wearhouse, Inc. (The), Term Loan B, 4.500%, 06/18/21(a)(b)

      17,705,000         17,786,089   

Michaels Stores, Inc., New Term Loan, 3.750%, 01/28/20(a)(b)

      12,597,750         12,552,524   

Neiman Marcus Group, Inc. (The), 2020 Term Loan, 4.250%, 10/26/20(a)(b)

      87,958,552         87,721,944   

Ollie’s Bargain Outlet, Inc., Term Loan, 4.750%-6.000%, 09/27/19(a)(b)

      5,361,150         5,361,150   

Party City Holdings, Inc., Term Loan, 4.000%, 07/27/19(a)(b)

      14,077,159         13,982,561   

Petco Animal Supplies, Inc., New Term Loan, 4.000%, 11/24/17(a)(b)

      12,475,677         12,499,132   

Rite Aid Corp., Term Loan 7, 3.500%, 02/21/20(a)(b)

      10,855,468         10,837,340   

Rite Aid Corp., New 2nd Lien Term Loan, 4.875%, 06/21/21(a)(b)

      13,350,000         13,496,049   

Rite Aid Corp., 2nd Lien Term Loan, 5.750%, 08/21/20(a)(b)

      15,855,000         16,187,004   

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

      45,948,272         46,424,296   

Supervalu, Inc., Refinance Term Loan B, 4.500%, 03/21/19(a)(b)

      10,060,799         10,047,016   

Toys ‘R’ Us Property Co. I LLC, New Term Loan B, 6.000%, 08/21/19(a)(b)

      31,655,925         30,389,688   

Toys ‘R’ Us-Delaware, Inc., Term Loan B3, 5.250%, 05/25/18(a)(b)

      3,911,892         3,162,099   

Toys ‘R’ Us-Delaware, Inc., Incremental Term Loan B2, 5.250%, 05/25/18(a)(b)

      2,907,250         2,350,018   

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

      15,730,088         14,108,788   
     

 

 

  
        588,230,180   
     

 

 

  

Semiconductors 1.7%

      

Freescale Semiconductor, Inc., Term Loan B4, 4.250%, 02/28/20(a)(b)

      86,200,345         86,128,799   

Freescale Semiconductor, Inc., Term Loan B5, 5.000%, 01/15/21(a)(b)

      8,877,913         8,909,784   

Microsemi Corp., Term Loan B1, 3.250%, 02/19/20(a)(b)

      9,763,958         9,720,020   

ON Semiconductor Corp., Term Loan A, 1.983%, 01/02/18(a)(b)

      41,389,748         40,355,004   
     

 

 

  
        145,113,607   
     

 

 

  

Service 0.2%

      

4L Holdings LLC, 1st Lien Term Loan, 5.500%, 05/08/20(a)(b)

      7,965,000         7,953,610   

ServiceMaster Co., 2014 Term Loan B, 07/01/21(b)(c)(d)

      1,790,000         1,786,653   

US Ecology, Inc., Term Loan, 06/17/21(b)(c)(d)

      3,000,000         3,015,000   
     

 

 

  
        12,755,263   
     

 

 

  

Software 0.1%

      

Sophia, L.P., 2014 Term Loan B, 4.000%, 07/19/18(a)(b)

      9,854,201         9,850,653   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Telecommunication Services 12.2%

  

Alcatel-Lucent USA, Inc., USD Term Loan C, 4.500%, 01/30/19(a)(b)

      56,637,354         56,646,416   

Arris Group, Inc., Term Loan B, 3.500%, 04/17/20(a)(b)

      15,910,008         15,850,345   

Atlantic Broadband Finance LLC, New Term Loan B, 3.250%, 12/02/19(a)(b)

      3,436,012         3,423,127   

Avaya, Inc., Extended Term Loan B3, 4.727%, 10/26/17(a)(b)

      33,342,459         32,618,260   

Avaya, Inc., Term Loan B6, 6.500%, 03/30/18(a)(b)

      14,586,699         14,588,741   

Cellular South, Inc., New Term Loan, 3.250%, 05/22/20(a)(b)

      3,510,563         3,493,010   

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

      28,611,756         28,602,887   

Charter Communications Operating LLC, Term Loan E, 3.000%, 07/01/20(a)(b)

      41,339,408         40,679,217   

Cincinnati Bell, Inc., New Term Loan B, 4.000%, 09/10/20(a)(b)

      28,277,680         28,260,148   

Consolidated Communications, Inc., New Term Loan B, 4.250%, 12/23/20(a)(b)

      9,711,200         9,759,756   

Crown Castle Operating Co., Term Loan B2, 3.000%, 01/31/21(a)(b)

      56,195,741         56,168,205   

CSC Holdings, Inc., New Term Loan B, 2.650%, 04/17/20(a)(b)

      39,140,693         38,673,745   

Cumulus Media Holdings, Inc., 2013 Term Loan, 4.250%, 12/23/20(a)(b)

      36,549,452         36,640,826   

DataPipe, Inc., 1st Lien Term Loan, 5.250%, 03/15/19(a)(b)

      4,547,553         4,546,143   

Evertec, Inc., New Term Loan A, 2.734%, 04/16/18(a)(b)

      18,088,000         17,828,075   

Evertec, Inc., New Term Loan B, 3.500%, 04/17/20(a)(b)

      9,044,866         8,897,887   

Frontier Communications Corp., Unsecured Term Loan, 3.025%, 10/14/16(a)(b)

      7,831,106         7,733,217   

Integra Telecom, Inc., Term Loan B, 5.250%, 02/22/19(a)(b)

      13,002,682         13,070,946   

Integra Telecom, Inc., 2nd Lien Term Loan, 9.750%, 02/22/20(a)(b)

      7,530,000         7,655,525   

Intelsat Jackson Holdings S.A., Term Loan B2, 3.750%, 06/30/19(a)(b)

      57,153,549         57,200,986   

Learfield Communications, Inc., New 1st Lien Term Loan, 4.500%, 10/09/20(a)(b)

      9,188,825         9,257,741   

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

      24,910,000         24,930,675   

Level 3 Financing, Inc., 2020 Term Loan B, 4.000%, 01/15/20(a)(b)

      112,365,000         112,388,597   

Liberty Cablevision of Puerto Rico LLC, New Term Loan B, 6.000%, 06/09/17(a)(b)

      7,085,850         7,125,743   

Liberty Cablevision of Puerto Rico LLC, New 2nd Lien Term Loan, 10.000%, 06/08/18(a)(b)

      11,745,000         11,737,718   

Liberty Cablevision of Puerto Rico LLC, 1st Lien Term Loan, 10.000%, 12/11/21(a)(b)(c)

      8,010,000         8,016,648   

Liberty Cablevision of Puerto Rico LLC, 2nd Lien Term Loan, 10.000%, 03/11/23(a)(b)(c)

      4,945,000         4,957,363   

Lightsquared LP, Term Loan B, 10/01/14(a)(b)(e)

      7,236,851         9,407,906   

MCC Iowa LLC, Term Loan H, 3.250%, 01/29/21(a)(b)

      12,466,460         12,337,930   

MCC Iowa LLC, Term Loan G, 4.000%, 01/20/20(a)(b)

      25,859,400         25,805,612   

MCC Iowa LLC, Term Loan J, 4.000%, 06/30/21(a)(b)(c)

      1,790,000         1,791,486   

Media General, Inc., Delayed Draw Term Loan B, 4.250%, 07/31/20(a)(b)

      7,412,192         7,439,914   

NTELOS Inc., New Term Loan B, 5.750%, 11/08/19(a)(b)

      21,545,620         21,527,737   

Nuance Communications, Inc., Term Loan C, 2.900%, 08/07/19(a)(b)

      6,152,850         6,109,780   

Quebecor Media, Inc., Term Loan B1, 3.250%, 08/17/20(a)(b)

      30,836,975         30,387,372   

Sinclair Television Group, Inc., Term Loan B, 3.000%, 04/09/20(a)(b)

      7,648,300         7,550,784   

Syniverse Holdings, Inc., Term Loan B, 4.000%, 04/23/19(a)(b)

      22,202,042         22,174,290   

Telx Group, Inc. (The), 1st Lien Term Loan, 4.500%, 04/09/20(a)(b)

      14,165,000         14,165,000   

Telx Group, Inc. (The), 2nd Lien Term Loan, 7.500%, 04/09/21(a)(b)

      2,000,000         2,000,000   

UPC Financing Partnership, USD Term Loan AH, 3.250%, 06/30/21(a)(b)

      27,166,632         26,952,831   

Van Wagner Communications LLC, New Term Loan, 6.250%, 08/03/18(a)(b)

      15,424,333         15,585,055   

Virgin Media Bristol LLC, USD Term Loan B, 3.500%, 06/05/20(a)(b)

      64,575,000         64,352,862   

WMG Acquisition Corp., New Term Loan, 3.750%, 07/01/20(a)(b)

      30,564,038         30,048,422   

Zayo Group LLC, PIK, Term Loan B, 4.000%, 07/02/19(a)(b)

      69,919,903         69,970,944   
     

 

 

  
        1,028,359,872   
     

 

 

  

Telecommunications 1.5%

      

CompuCom Systems, Inc., Refinance Term Loan B, 4.250%, 05/11/20(a)(b)

      6,792,714         6,719,149   

LTS Buyer LLC, 1st Lien Term Loan, 4.000%, 04/13/20(a)(b)

      22,903,650         22,826,007   

LTS Buyer LLC, 2nd Lien Term Loan, 8.000%, 04/12/21(a)(b)

      2,286,488         2,307,454   

Numericable U.S. LLC, USD Term Loan B2, 4.500%, 05/21/20(a)(b)

      36,687,912         36,899,968   

Numericable U.S. LLC, USD Term Loan B1, 4.500%, 05/21/20(a)(b)

      42,407,088         42,652,201   

Windstream Corp., Term Loan B4, 3.500%, 01/23/20(a)(b)

      10,697,100         10,670,357   
     

 

 

  
        122,075,136   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Transportation 1.4%

  

Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.750%, 04/27/20(a)(b)

      4,675,520         4,722,275   

American Airlines, Inc., Exit Term Loan, 3.750%, 06/27/19(a)(b)

      62,053,200         62,113,392   

Commercial Barge Line Co., 1st Lien Term Loan, 7.500%, 09/23/19(a)(b)

      13,079,437         13,128,485   

Delta Air Lines, Inc., 2018 Term Loan B1, 3.500%, 10/18/18(a)(b)

      4,492,364         4,485,940   

FPC Holdings, Inc., 1st Lien Term Loan, 5.250%, 11/19/19(a)(b)

      7,165,875         7,130,046   

Navios Partners Finance (US), Inc., Term Loan B, 5.250%, 06/27/18(a)(b)

      13,669,703         13,823,487   

Sabre, Inc., Term Loan C, 4.000%, 02/19/18(a)(b)

      1,264,328         1,263,544   

Visteon Corp., Delayed Draw Term Loan B, 05/27/21(b)(c)(d)

      13,280,000         13,177,080   
     

 

 

  
        119,844,249   
     

 

 

  

Utilities 1.6%

      

Astoria Generating Company Acquisitions LLC, New Term Loan, 8.500%, 10/26/17(a)(b)

      7,940,617         8,158,984   

Calpine Construction Finance Co., L.P., Original Term Loan B1, 3.000%, 05/03/20(a)(b)

      22,750,200         22,314,079   

Calpine Construction Finance Co., L.P., Original Term Loan B2, 3.250%, 01/31/22(a)(b)

      12,648,698         12,519,049   

Dynegy Holdings, Inc., Term Loan B2, 4.000%, 04/23/20(a)(b)

      8,191,916         8,208,545   

EFS Cogen Holdings I LLC, Term Loan B, 3.750%, 12/17/20(a)(b)

      13,953,871         13,977,174   

Empire Generating Co. LLC, Term Loan B, 5.250%, 03/12/21(a)(b)

      15,888,877         16,027,904   

Empire Generating Co. LLC, Term Loan C, 5.250%, 03/12/21(a)(b)

      1,111,304         1,121,028   

Exgen Renewables I LLC, Term Loan, 5.250%, 02/08/21(a)(b)

      9,113,355         9,238,664   

Polarpak, Inc., USD 1st Lien Canadian Borrower, 4.500%, 06/05/20(a)(b)

      5,542,139         5,542,139   

Power Team Services LLC, 1st Lien Term Loan, 4.250%, 05/06/20(a)(b)

      14,618,672         14,289,752   

Power Team Services LLC, Delayed Draw Term Loan, 4.250%, 05/06/20(a)(b)

      776,634         759,160   

Power Team Services LLC, 2nd Lien Term Loan, 8.250%, 11/06/20(a)(b)

      7,890,000         7,692,750   

Texas Competitive Electric Holdings Company LLC, DIP Delayed Draw Term Loan,
05/05/16(b)(c)(d)

      3,626,733         3,644,866   

Texas Competitive Electric Holdings Company LLC, DIP Term Loan, 3.750%,
05/05/16(a)(b)(c)

      4,698,267         4,721,759   

Viva Alamo LLC, Term Loan B, 4.750%, 02/20/21(a)(b)

      6,658,313         6,724,896   
     

 

 

  
        134,940,749   
     

 

 

  

Wireless Communication 0.2%

      

GOGO LLC, Term Loan, 11.250%, 06/21/17(a)(b)

      18,637,171         19,569,029   
     

 

 

  

Total Bank Loans (Cost $7,512,339,479)

  

      7,556,201,201   
     

 

 

  

Corporate Bonds 5.0%

      

Aerospace/Defense 0.0%(f)

      

Bombardier, Inc., 6.000%, 10/15/22(a)

      4,000,000         4,100,000   
     

 

 

  

Airlines 0.0%(f)

      

Air Canada, 7.750%, 04/15/21(b)

      1,200,000         1,275,000   

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

      1,000,000         1,120,000   
     

 

 

  
        2,395,000   
     

 

 

  

Auto Manufacturers 0.0%(f)

      

General Motors Co. Escrow, 7.200%(a)(g)(h)(i)(j)

      10,000,000         —     

General Motors Co. Escrow, 8.375%(a)(g)(h)(i)(j)

      10,000,000         —     
     

 

 

  
        —     
     

 

 

  

Commercial Services 0.1%

      

Harland Clarke Holdings Corp., 9.250%, 03/01/21

      3,330,000         3,488,175   

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

      3,715,000         4,081,856   
     

 

 

  
        7,570,031   
     

 

 

  

Diversified Financial Services 0.1%

      

International Lease Finance Corp., 3.875%, 04/15/18

      4,890,000         5,012,250   

Navient Corp., 6.125%, 03/25/24, MTN

      2,000,000         2,027,500   
     

 

 

  
        7,039,750   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Electric 0.5%

  

GenOn Energy, Inc., 9.875%, 10/15/20

      5,000,000         5,437,500   

Glenn Pool Oil & Gas Trust, 6.000%, 08/02/21

      34,122,709         35,487,618   

NRG Energy, Inc., 6.250%, 05/01/24

      4,800,000         5,016,000   
     

 

 

  
        45,941,118   
     

 

 

  

Entertainment 0.1%

      

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

      2,900,000         2,994,250   

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

      3,990,000         4,109,700   
     

 

 

  
        7,103,950   
     

 

 

  

Food 0.2%

      

HJ Heinz Co., 4.250%, 10/15/20

      13,100,000         13,181,875   

Post Holdings, Inc., 6.000%, 12/15/22

      2,710,000         2,764,200   
     

 

 

  
        15,946,075   
     

 

 

  

Healthcare - Services 0.1%

      

CHS/Community Health Systems, Inc., 6.875%, 02/01/22

      10,000,000         10,600,000   
     

 

 

  

Holding Companies-Diversified 0.0%(f)

      

WaveDivision Escrow LLC/WaveDivision Escrow Corp., 8.125%, 09/01/20

      2,195,000         2,370,600   
     

 

 

  

Internet 0.0%(f)

      

Zayo Escrow Corp., 10.125%, 07/01/20

      2,365,000         2,737,487   
     

 

 

  

Lodging 0.1%

      

Caesars Entertainment Resort Properties LLC, 8.000%, 10/01/20

      5,000,000         5,225,000   
     

 

 

  

Media 1.0%

      

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

      9,000,000         9,202,500   

Clear Channel Communications, Inc., 9.000%, 12/15/19

      10,353,000         11,038,886   

Clear Channel Communications, Inc., 11.250%, 03/01/21

      1,185,000         1,343,494   

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

      30,235,000         30,801,906   

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

      3,590,000         3,773,988   

Numericable Group SA, 6.000%, 05/15/22

      12,000,000         12,480,000   

Numericable Group SA, 6.250%, 05/15/24

      6,000,000         6,262,500   

VTR Finance BV, 6.875%, 01/15/24

      5,500,000         5,905,559   
     

 

 

  
        80,808,833   
     

 

 

  

Oil & Gas 0.2%

      

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

      10,000,000         10,750,000   

MEG Energy Corp., 7.000%, 03/31/24

      2,275,000         2,508,188   

Offshore Drilling Holding SA, 8.375%, 09/20/20

      3,375,000         3,737,812   
     

 

 

  
        16,996,000   
     

 

 

  

Packaging & Containers 0.1%

      

Beverage Packaging Holdings Luxembourg II SA/Beverage Packaging Holdings II Is, 5.625%, 12/15/16

      5,600,000         5,740,000   
     

 

 

  

Pharmaceuticals 0.3%

      

Grifols Worldwide Operations Ltd., 5.250%, 04/01/22

      2,260,000         2,344,750   

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

      19,000,000         19,546,250   

Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21

      2,150,000         2,381,125   
     

 

 

  
        24,272,125   
     

 

 

  

Retail 0.1%

      

Toys ‘R’ US-Delaware, Inc., 7.375%, 09/01/16

      5,000,000         4,600,000   
     

 

 

  

Software 0.1%

      

Activision Blizzard, Inc., 6.125%, 09/15/23

      7,500,000         8,250,000   
     

 

 

  

Telecommunication Services 2.0%

      

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

      1,675,000         1,783,875   

Altice SA, 7.750%, 05/15/22(b)

      10,000,000         10,675,000   

 

See Notes to Schedules of Portfolio Investments.

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

      3,275,000         3,471,500   

B Communications Ltd., 7.375%, 02/15/21(b)

      6,800,000         7,310,000   

Intelsat Jackson Holdings SA, 5.500%, 08/01/23

      4,920,000         4,895,400   

Level 3 Communications, Inc., 11.875%, 02/01/19

      3,000,000         3,330,000   

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

      10,000,000         10,712,500   

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

      4,065,000         4,435,931   

NII International Telecom SCA, 7.875%, 08/15/19

      2,285,000         1,976,525   

NII International Telecom SCA., 11.375%, 08/15/19

      2,560,000         2,265,600   

Softbank Corp., 4.500%, 04/15/20

      8,400,000         8,536,500   

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

      2,000,000         2,020,000   

Sprint Capital Corp., 8.750%, 03/15/32(k)

      1,700,000         1,963,500   

Sprint Communications, Inc., 7.000%, 08/15/20

      5,680,000         6,283,500   

Sprint Corp., 7.125%, 06/15/24

      5,950,000         6,307,000   

Sprint Corp., 7.875%, 09/15/23

      14,720,000         16,376,000   

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

      4,000,000         4,245,000   

T-Mobile USA, Inc., 6.250%, 04/01/21

      3,945,000         4,191,563   

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

      3,125,000         3,375,000   

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

      5,355,000         5,796,787   

Trilogy International Partners LLC, 10.250%, 08/15/16

      12,958,000         13,314,345   

Wind Acquisition Finance SA, 7.250%, 02/15/18

      9,940,000         10,501,610   

Wind Acquisition Finance SA, 7.375%, 04/23/21

      28,500,000         30,423,750   

Windstream Holding of the Midwest, Inc., 6.750%, 04/01/28(k)

      7,000,000         6,895,000   
     

 

 

  
        171,085,886   
     

 

 

  

Total Corporate Bonds (Cost $401,018,411)

  

      422,781,855   
     

 

 

  

Municipal Bonds 0.4%

      

Puerto Rico 0.4%

      

Commonwealth of Puerto Rico, Series A, GO, 8.000%, 07/01/35

      26,640,000         23,443,467   

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

      5,125,000         4,408,115   

Puerto Rico Sales Tax Financing Corp., Series C, RB, 5.250%, 08/01/41

      5,285,000         4,013,323   
     

 

 

  

Total Municipal Bonds (Cost $33,264,562)

         31,864,905   
     

 

 

  

Preferred Stock 0.0%(f)

      

Diversified Financial Services 0.0%(f)

      

GMAC Capital Trust I, Series 2, 8.125%

      94,025         2,566,883   
     

 

 

  

Total Preferred Stock (Cost $2,350,625)

  

      2,566,883   
     

 

 

  

Common Stock 0.0%(f)

      

Energy-Alternate Sources 0.0%(f)

      

Aventine Renewable Energy Holdings, Inc.*(h)

      69,037         440,111   
     

 

 

  

Total Common Stock (Cost $8,201,222)

  

      440,111   
     

 

 

  

Money Market Fund 7.0%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class,
0.00%(l)

      591,584,816         591,584,816   
     

 

 

  

Total Money Market Fund (Cost $591,584,816)

  

      591,584,816   
     

 

 

  

Total Investments

(Cost $8,548,759,115) — 102.3%

         8,605,439,771   

Liabilities in Excess of Other Assets — (2.3)%

         (195,596,039 ) 
     

 

 

  

Net Assets — 100.0%

       $ 8,409,843,732   
     

 

 

  

 

* Non-income producing security.
(a) Variable or floating rate security. Rate disclosed is as of June 30, 2014.

 

See Notes to Schedules of Portfolio Investments.

(b) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 89.8% of net assets as of June 30, 2014.
(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) Bankrupt issuer.
(f) Less than 0.05% of Net Assets.
(g) Perpetual maturity.
(h) The Fund’s investment adviser/subadviser has deemed this security to be illiquid based upon procedures approved by the Board of Trustees.
(i) Valued at fair value using procedures approved by the Board of Trustees. Fair valued securities held by the Fund represent 0 % of net assets as of June 30, 2014.
(j) Security is in default.
(k) 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.
(l) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

ADS

    – American Depositary Shares

GO

    – General Obligation

MTN

    – Medium Term Note

PIK

    – Payment in-kind

RB

    – Revenue Bond

As of June 30, 2014, the Fund had the following unfunded loan commitment:

 

Borrower

    Unfunded
Commitment		      Unrealized
Appreciation		  

Texas Competitive Electric Holdings Company, LLC

    $ 5,804,951       $ 31,823   
  

 

 

     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Seix High Yield Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Bank Loans 5.4%

      

Chemicals 0.4%

      

Ineos US Finance LLC, 6 Year Term Loan, 3.750%, 05/04/18(a)(b)

      4,848,467         4,834,552   
     

 

 

  

Commercial Services 0.4%

      

Walter Energy, Inc., Term Loan B, 7.250%, 04/02/18(a)(b)

      3,920,176         3,784,930   
     

 

 

  

Healthcare - Services 0.1%

      

MPH Acquisition Holdings LLC, Term Loan, 4.000%, 03/31/21(a)(b)

      1,001,909         998,603   
     

 

 

  

Information Technology 0.4%

      

Avago Technologies Cayman Ltd., USD Term Loan B, 3.750%, 05/06/21(a)(b)

      4,180,000         4,191,578   
     

 

 

  

Insurance 0.4%

      

Asurion LLC, New Term Loan B1, 5.000%, 05/24/19(a)(b)

      4,695,645         4,722,081   
     

 

 

  

Lodging 0.3%

      

Caesars Entertainment Operating Co., Extended Term Loan B6, 5.402%-7.500%, 01/26/18(a)(b)(c)

      3,455,000         3,222,237   
     

 

 

  

Retail 1.8%

      

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

      4,712,400         4,764,001   

Lands’ End, Inc., Term Loan B, 4.250%, 04/02/21(a)(b)

      2,588,513         2,584,190   

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

      7,984,875         8,067,598   

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

      4,007,396         3,594,354   
     

 

 

  
        19,010,143   
     

 

 

  

Semiconductors 0.6%

      

Freescale Semiconductor, Inc., Term Loan B4, 4.250%, 02/28/20(a)(b)

      6,562,361         6,556,914   
     

 

 

  

Telecommunication Services 0.7%

      

Alcatel-Lucent USA, Inc., USD Term Loan C, 4.500%, 01/30/19(a)(b)

      2,605,325         2,605,742   

Virgin Media Bristol LLC, USD Term Loan B, 3.500%, 06/05/20(a)(b)

      5,305,000         5,286,751   
     

 

 

  
        7,892,493   
     

 

 

  

Telecommunications 0.3%

      

Numericable U.S. LLC, USD Term Loan B1, 4.500%, 05/21/20(a)(b)

      1,790,754         1,801,104   

Numericable U.S. LLC, USD Term Loan B2, 4.500%, 05/21/20(a)(b)

      1,549,246         1,558,201   
     

 

 

  
        3,359,305   
     

 

 

  

Total Bank Loans (Cost $58,752,431)

  

      58,572,836   
     

 

 

  

Corporate Bonds 83.5%

      

Advertising 0.5%

      

CBS Outdoor Americas Capital LLC/CBS Outdoor Americas Capital Corp., 5.250%, 02/15/22(a)

      5,041,000         5,179,628   
     

 

 

  

Aerospace/Defense 1.6%

      

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

      3,605,000         3,924,944   

Bombardier, Inc., 6.000%, 10/15/22(a)

      7,820,000         8,015,500   

Ducommun, Inc., 9.750%, 07/15/18

      2,280,000         2,537,207   

Triumph Group, Inc., 5.250%, 06/01/22(a)

      2,570,000         2,576,425   
     

 

 

  
        17,054,076   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Airlines 1.9%

  

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

      9,850,000         10,711,875   

American Airlines, 2013-2 Class B, 5.600%, 07/15/20(a)

      5,851,534         6,144,110   

United Airlines Pass Through Trust, 2014-1 Class B, 4.750%, 10/11/23, Series B

      3,420,000         3,475,575   
     

 

 

  
        20,331,560   
     

 

 

  

Auto Parts & Equipment 0.3%

      

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

      3,000,000         3,161,250   
     

 

 

  

Banks 1.5%

      

CIT Group, Inc., 5.375%, 05/15/20

      1,945,000         2,087,835   

JPMorgan Chase & Co., Series S, 6.750%(b)(d)

      4,940,000         5,316,675   

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

      5,320,000         5,386,500   

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

      2,685,000         2,913,225   
     

 

 

  
        15,704,235   
     

 

 

  

Building Materials 2.3%

      

Building Materials Corp. of America, 6.750%, 05/01/21(a)

      2,385,000         2,569,837   

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

      8,700,000         10,233,375   

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

      4,755,000         5,230,500   

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

      3,000,000         3,255,000   

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

      2,900,000         3,074,000   
     

 

 

  
        24,362,712   
     

 

 

  

Chemicals 0.2%

      

Nufarm Australia Ltd., 6.375%, 10/15/19(a)(e)

      2,480,000         2,594,700   
     

 

 

  

Coal 1.1%

      

CONSOL Energy, Inc., 5.875%, 04/15/22(a)

      4,435,000         4,645,662   

Natural Resource Partners LP/NRP Finance Corp., 9.125%, 10/01/18

      2,565,000         2,693,250   

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

      4,070,000         4,054,738   
     

 

 

  
        11,393,650   
     

 

 

  

Commercial Services 4.4%

      

Cenveo Corp., 6.000%, 08/01/19(a)

      4,905,000         4,905,000   

Harland Clarke Holdings Corp., 6.875%, 03/01/20(a)

      5,195,000         5,506,700   

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

      11,424,000         12,552,120   

National Money Mart Co., 10.375%, 12/15/16

      3,700,000         3,898,875   

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

      3,675,000         4,005,750   

Quad/Graphics, Inc., 7.000%, 05/01/22(a)

      5,200,000         5,200,000   

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

      8,591,000         9,170,892   

United Rentals North America, Inc., 5.750%, 11/15/24

      2,530,000         2,628,038   
     

 

 

  
        47,867,375   
     

 

 

  

Computers 0.4%

      

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

      3,865,000         4,183,863   
     

 

 

  

Diversified Financial Services 6.0%

      

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

      3,995,000         3,320,844   

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

      2,925,000         2,500,875   

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

      1,985,000         2,104,100   

DFC Finance Corp., 10.500%, 06/15/20(a)

      3,660,000         3,737,775   

Enova International, Inc., 9.750%, 06/01/21(a)

      2,740,000         2,729,725   

Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.875%, 03/15/19

      5,150,000         5,304,500   

Icahn Enterprises LP/Icahn Enterprises Finance Corp., 6.000%, 08/01/20

      4,970,000         5,324,112   

ILFC E-Capital Trust I, 5.020%, 12/21/65(a)(b)(e)

      11,020,000         10,799,600   

ILFC E-Capital Trust II, 6.250%, 12/21/65(a)(b)

      2,490,000         2,490,000   

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

      2,120,000         2,226,000   

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

      4,115,000         4,125,288   

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

      4,125,000         4,125,000   

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

      3,025,000         3,117,565   

Navient Corp., 6.125%, 03/25/24, MTN

      6,455,000         6,543,756   

 

See Notes to Schedules of Portfolio Investments.

SquareTwo Financial Corp., 11.625%, 04/01/17(e)

      3,570,000         3,445,050   

Walter Investment Management Corp., 7.875%, 12/15/21(a)

      2,630,000         2,748,350   
     

 

 

  
        64,642,540   
     

 

 

  

Electric 3.6%

      

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

      2,540,000         2,679,700   

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

      2,400,000         2,586,000   

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

      10,540,000         10,619,050   

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

      655,000         718,863   

GenOn Energy, Inc., 9.875%, 10/15/20

      12,789,000         13,908,037   

NRG Energy, Inc., 6.250%, 05/01/24(a)

      5,280,000         5,517,600   

NRG Energy, Inc., 7.875%, 05/15/21

      2,155,000         2,389,356   
     

 

 

  
        38,418,606   
     

 

 

  

Electrical Components & Equipment 0.2%

      

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

      2,500,000         2,575,000   
     

 

 

  

Energy-Alternate Sources 0.5%

      

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

      4,775,000         5,109,250   
     

 

 

  

Engineering & Construction 0.5%

      

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

      4,925,000         5,195,875   
     

 

 

  

Entertainment 1.6%

      

Gibson Brands Escrow Corp., 8.875%, 08/01/18(a)

      1,225,000         1,260,219   

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

      2,382,000         2,450,482   

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

      7,430,000         7,652,900   

Greektown Holdings LLC/Greektown Mothership Corp., 8.875%, 03/15/19(a)(e)

      3,005,000         3,065,100   

WMG Acquisition Corp., 5.625%, 04/15/22(a)

      2,625,000         2,641,406   
     

 

 

  
        17,070,107   
     

 

 

  

Environmental Control 0.9%

      

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

      9,745,000         10,134,800   
     

 

 

  

Exploration & Production 0.3%

      

Jones Energy Holdings/Jones Energy Finance Corp., 6.750%, 04/01/22(a)

      3,165,000         3,339,075   
     

 

 

  

Food 3.0%

      

HJ Heinz Co., 4.250%, 10/15/20

      13,925,000         14,012,031   

Post Holdings, Inc., 6.000%, 12/15/22(a)(e)

      3,495,000         3,564,900   

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

      7,140,000         7,586,250   

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

      6,230,000         6,736,188   
     

 

 

  
        31,899,369   
     

 

 

  

Forest Products & Paper 0.6%

      

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

      6,382,000         6,286,270   
     

 

 

  

Gas 0.6%

      

NGL Energy Partners LP/NGL Energy Finance Corp., 5.125%, 07/15/19(a)(c)

      1,309,000         1,312,273   

Sabine Pass LNG LP, 6.500%, 11/01/20(e)

      4,875,000         5,277,187   
     

 

 

  
        6,589,460   
     

 

 

  

Healthcare - Products 0.9%

      

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

      4,450,000         5,028,500   

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

      1,887,000         2,085,135   

Teleflex, Inc., 5.250%, 06/15/24(a)

      2,873,000         2,901,730   
     

 

 

  
        10,015,365   
     

 

 

  

Home Builders 0.2%

      

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

      2,515,000         2,615,600   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Household Products/Wares 0.6%

  

Century Intermediate Holding Co. 2, PIK, 9.750%, 02/15/19(a)

      1,368,000         1,458,630   

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

      4,745,000         5,166,119   
     

 

 

  
        6,624,749   
     

 

 

  

Insurance 1.9%

      

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

      2,795,000         2,487,550   

Assured Guaranty US Holdings, Inc., 5.000%, 07/01/24

      5,525,000         5,492,093   

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

      1,827,000         1,716,467   

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

      2,805,000         2,668,256   

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

      2,540,000         2,590,800   

White Mountains Re Group Ltd., 7.506%(a)(b)(d)

      4,970,000         5,218,500   
     

 

 

  
        20,173,666   
     

 

 

  

Internet 0.2%

      

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

      1,600,000         1,732,000   
     

 

 

  

Leisure Time 0.3%

      

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

      2,545,000         2,812,225   
     

 

 

  

Lodging 1.5%

      

Caesars Entertainment Resort Properties LLC, 8.000%, 10/01/20(a)

      2,255,000         2,356,475   

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

      7,255,000         7,817,262   

Wynn Macau Ltd., 5.250%, 10/15/21(a)

      6,290,000         6,462,975   
     

 

 

  
        16,636,712   
     

 

 

  

Media 6.3%

      

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

      3,260,000         3,471,900   

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

      2,595,000         2,617,706   

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

      1,015,000         1,030,225   

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

      2,485,000         2,575,081   

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

      7,110,000         7,269,975   

Columbus International, Inc., 7.375%, 03/30/21(a)

      3,075,000         3,313,313   

DISH DBS Corp., 5.000%, 03/15/23(f)

      2,625,000         2,674,219   

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

      2,455,000         2,580,819   

DISH DBS Corp., 5.875%, 07/15/22(f)

      5,915,000         6,417,775   

Lee Enterprises, Inc., 9.500%, 03/15/22(a)

      2,160,000         2,305,800   

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

      2,790,000         3,201,525   

Nielsen Finance LLC/Neilsen Finance Co., 5.000%, 04/15/22(a)

      4,235,000         4,266,762   

Numericable Group SA, 6.000%, 05/15/22(a)

      3,830,000         3,983,200   

Numericable Group SA, 6.250%, 05/15/24(a)

      2,045,000         2,134,469   

Sirius XM Radio, Inc., 6.000%, 07/15/24(a)(e)

      2,595,000         2,698,800   

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

      2,920,000         3,233,900   

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

      2,590,000         2,742,163   

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

      4,830,000         5,343,187   

VTR Finance BV, 6.875%, 01/15/24(a)

      5,035,000         5,406,271   
     

 

 

  
        67,267,090   
     

 

 

  

Mining 2.4%

      

Constellium, 5.750%, 05/15/24(a)

      1,610,000         1,690,500   

First Quantum Minerals Ltd., 6.750%, 02/15/20(a)

      4,850,000         4,995,500   

First Quantum Minerals Ltd., 7.000%, 02/15/21(a)

      4,850,000         4,989,438   

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

      2,650,000         2,842,125   

Imperial Metals Corp., 7.000%, 03/15/19(a)

      8,304,000         8,521,980   

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

      2,795,000         3,308,581   
     

 

 

  
        26,348,124   
     

 

 

  

Miscellaneous Manufacturer 1.0%

      

Bombardier, Inc., 6.125%, 01/15/23(a)(e)(f)

      7,720,000         7,951,600   

Polymer Group, Inc., 7.750%, 02/01/19

      2,410,000         2,560,625   
     

 

 

  
        10,512,225   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Oil & Gas 9.2%

  

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

      2,410,000         2,554,600   

EnQuest PLC, 7.000%, 04/15/22(a)

      3,900,000         4,026,750   

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

      2,580,000         2,560,650   

Hilcorp Energy I LP/Hilcorp Finance Co., 5.000%, 12/01/24(a)(c)

      5,000,000         5,000,000   

KCA Deutag UK Finance PLC, 7.250%, 05/15/21(a)

      2,670,000         2,763,450   

Linn Energy LLC/Finance Corp., 6.500%, 05/15/19

      3,750,000         3,956,250   

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

      3,540,000         3,823,200   

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

      7,395,000         7,857,187   

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

      7,535,000         8,307,337   

North Atlantic Drilling Ltd., 6.250%, 02/01/19(a)

      10,650,000         10,516,875   

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

      2,860,000         3,117,400   

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

      5,675,000         6,285,062   

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

      2,470,000         2,606,097   

Precision Drilling Corp., 5.250%, 11/15/24(a)

      2,967,000         2,981,835   

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

      7,550,000         8,040,750   

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

      3,721,000         4,130,310   

Sanchez Energy Corp., 6.125%, 01/15/23(a)

      2,235,000         2,307,638   

SandRidge Energy, Inc., 7.500%, 03/15/21(f)

      2,990,000         3,240,413   

SandRidge Energy, Inc., 8.125%, 10/15/22

      2,150,000         2,367,688   

Seadrill Ltd., 6.125%, 09/15/17(a)

      3,420,000         3,599,550   

Seventy Seven Energy, Inc., 6.500%, 07/15/22(a)

      1,388,000         1,422,700   

United Refining Co., 10.500%, 02/28/18

      7,119,000         7,777,507   
     

 

 

  
        99,243,249   
     

 

 

  

Oil & Gas Services 0.9%

      

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

      3,012,000         3,192,720   

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

      6,455,000         6,438,863   
     

 

 

  
        9,631,583   
     

 

 

  

Pharmaceuticals 1.7%

      

Catamaran Corp., 4.750%, 03/15/21

      4,855,000         4,903,550   

Grifols Worldwide Operations Ltd., 5.250%, 04/01/22(a)

      5,155,000         5,348,312   

Valeant Pharmaceuticals International, 7.000%, 10/01/20(a)

      3,900,000         4,143,750   

Valeant Pharmaceuticals International, Inc., 7.500%, 07/15/21(a)

      3,515,000         3,892,863   
     

 

 

  
        18,288,475   
     

 

 

  

Pipelines 2.9%

      

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

      2,845,000         3,044,150   

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

      5,065,000         5,330,912   

Energy Transfer Equity LP, 5.875%, 01/15/24(a)

      2,675,000         2,795,375   

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

      2,035,000         2,167,275   

Regency Energy Partners LP/Regency Energy Finance Corp., 5.875%, 03/01/22

      3,014,000         3,273,958   

Sabine Pass Liquefaction LLC, 5.625%, 02/01/21

      10,085,000         10,664,887   

Southern Star Central Corp., 5.125%, 07/15/22(a)

      1,420,000         1,430,650   

Targa Resources Partners LP/Targa Resources Partners Finance Corp., 5.250%, 05/01/23

      2,064,000         2,156,880   
     

 

 

  
        30,864,087   
     

 

 

  

Real Estate 1.6%

      

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

      4,935,000         4,984,350   

Forestar USA Real Estate Group, Inc., 8.500%, 06/01/22(a)

      1,231,000         1,274,085   

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

      9,800,000         10,486,000   
     

 

 

  
        16,744,435   
     

 

 

  

Real Estate Investment Trust 1.0%

      

CTR Partnership LP/CareTrust Capital Corp., 5.875%, 06/01/21(a)

      1,238,000         1,247,285   

iStar Financial, Inc., 4.000%, 11/01/17

      3,695,000         3,708,856   

 

See Notes to Schedules of Portfolio Investments.

iStar Financial, Inc., 5.000%, 07/01/19

      2,930,000         2,930,000   

MPT Operating Partnership LP/MPT Finance Corp., 5.500%, 05/01/24

      2,495,000         2,563,613   
     

 

 

  
        10,449,754   
     

 

 

  

Retail 2.3%

      

Group 1 Automotive, Inc., 5.000%, 06/01/22(a)

      2,815,000         2,815,000   

Guitar Center, Inc., 6.500%, 04/15/19(a)(e)

      1,653,000         1,636,470   

Limited Brands, Inc., 6.625%, 04/01/21

      2,375,000         2,698,594   

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

      15,815,000         14,569,568   

Toys ‘R’ US-Delaware, Inc., 7.375%, 09/01/16(a)(e)

      3,465,000         3,187,800   
     

 

 

  
        24,907,432   
     

 

 

  

Semiconductors 1.0%

      

Advanced Micro Devices, Inc., 7.000%, 07/01/24(a)

      2,450,000         2,502,063   

Micron Technology, Inc., 5.875%, 02/15/22(a)(e)

      7,325,000         7,856,062   
     

 

 

  
        10,358,125   
     

 

 

  

Software 1.3%

      

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

      9,810,000         10,570,275   

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

      3,190,000         3,405,325   

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

      345,000         368,288   
     

 

 

  
        14,343,888   
     

 

 

  

Telecommunication Services 11.7%

      

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

      8,150,000         8,679,750   

Altice SA, 7.750%, 05/15/22(a)

      3,185,000         3,399,988   

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

      10,115,000         10,721,900   

Avaya, Inc., 7.000%, 04/01/19(a)(e)

      2,665,000         2,665,000   

Avaya, Inc., 9.000%, 04/01/19(a)

      2,565,000         2,664,394   

B Communications Ltd., 7.375%, 02/15/21(a)

      11,145,000         11,980,875   

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

      2,075,000         2,189,125   

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

      2,685,000         2,658,150   

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

      7,000,000         7,498,750   

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

      6,990,000         7,828,800   

NII International Telecom SCA., 11.375%, 08/15/19(a)(e)

      6,700,000         5,929,500   

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

      2,610,000         2,652,413   

Sprint Capital Corp., 6.875%, 11/15/28(f)

      7,885,000         7,963,850   

Sprint Capital Corp., 8.750%, 03/15/32(f)

      2,270,000         2,621,850   

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

      5,020,000         5,584,750   

T-Mobile USA, Inc., 6.250%, 04/01/21

      4,980,000         5,291,250   

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

      4,800,000         5,184,000   

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

      4,865,000         5,266,362   

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

      3,855,000         4,216,406   

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

      7,260,000         7,822,650   

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

      4,805,000         5,076,482   

Wind Acquisition Finance SA, 7.375%, 04/23/21(a)

      6,885,000         7,349,737   
     

 

 

  
        125,245,982   
     

 

 

  

Transportation 2.4%

      

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

      4,855,500         5,292,495   

Eletson Holdings, 9.625%, 01/15/22(a)(e)

      4,865,000         5,217,712   

Florida East Coast Holdings Corp., 6.750%, 05/01/19(a)

      3,035,000         3,205,719   

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

      3,069,000         3,207,105   

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

      3,520,000         3,625,600   

Navios South American Logistics, Inc./Navios Logistics Finance US, Inc., 7.250%, 05/01/22(a)(e)

      2,433,000         2,530,320   

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

      2,905,000         3,130,138   
     

 

 

  
        26,209,089   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Trucking & Leasing 0.2%

  

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

      1,600,000         1,728,000   
     

 

 

  

Total Corporate Bonds (Cost $848,367,430)

  

      895,845,256   
     

 

 

  

Short-Term Investment 8.5%

      

RidgeWorth Funds Securities Lending Joint Account(g)

      91,073,418         91,073,418   
     

 

 

  

Total Short-Term Investment (Cost $91,073,418)

  

      91,073,418   
     

 

 

  

Money Market Fund 10.4%

      

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

      111,535,433         111,535,433   
     

 

 

  

Total Money Market Fund (Cost $111,535,433)

  

      111,535,433   
     

 

 

  

Total Investments

(Cost $1,109,728,712) — 107.8%

         1,157,026,943   

Liabilities in Excess of Other Assets — (7.8)%

         (83,631,315 ) 
     

 

 

  

Net Assets — 100.0%

       $ 1,073,395,628   
     

 

 

  

 

(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 55.5% of net assets as of June 30, 2014.
(b) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(d) Perpetual maturity.
(e) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $89,142,873.
(f) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(g) 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 June 30, 2014 (See Note 2(i)).
(h) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

MTN

    – Medium Term Note

PIK

    – Payment in-kind

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Short-Term Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 10.2%

      

Automobiles 5.8%

      

AmeriCredit Automobile Receivables Trust, Series 2014-2, Cl A2A, 0.540%, 10/10/17

      295,000         295,010   

California Republic Auto Receivables Trust, Series 2014-1, Cl A3, 0.850%, 05/15/18

      235,000         235,034   

Ford Credit Auto Owner Trust, Series 2014-A, Cl A3, 0.790%, 05/15/18

      610,000         611,363   

Honda Auto Receivables Owner Trust, Series 2011-3, Cl A4, 1.170%, 12/21/17

      500,000         502,057   

Honda Auto Receivables Owner Trust, Series 2013-2, Cl A3, 0.530%, 02/16/17

      700,000         700,829   
     

 

 

  
        2,344,293   
     

 

 

  

Credit Card 3.3%

      

BA Credit Card Trust, Series 2014-A2, Cl A, 0.422%, 09/16/19(a)

      430,000         430,364   

Capital One Multi-Asset Execution Trust, Series 2013-A3, Cl A3, 0.960%, 09/16/19

      370,000         370,046   

Chase Issuance Trust, Series 2014-A1, Cl A1, 1.150%, 01/15/19

      515,000         516,510   
     

 

 

  
        1,316,920   
     

 

 

  

Other 0.3%

      

FPL Recovery Funding LLC, Series 2007-A, Cl A3, 5.127%, 08/01/17

      103,788         106,149   
     

 

 

  

Student Loan Asset Backed Security 0.8%

      

SLM Student Loan Trust, Series 2013-5, Cl A1, 0.412%, 05/25/18(a)

      326,128         326,151   
     

 

 

  

Total Asset-Backed Securities (Cost $4,088,755)

  

      4,093,513   
     

 

 

  

Collateralized Mortgage Obligations 24.3%

      

Agency Collateralized Mortgage Obligations 6.7%

      

Federal National Mortgage Association

      

Series 2009-37, Cl HA, 4.000%, 04/25/19(b)

      692,847         723,034   

Series 2011-38, Cl AH, 2.750%, 05/25/20(b)

      1,883,064         1,938,277   
     

 

 

  
        2,661,311   
     

 

 

  

Commercial Mortgage Backed Securities 17.6%

      

Banc of America Commercial Mortgage, Inc.

      

Series 2005-2, Cl AM, 4.913%, 07/10/43(a)(b)

      605,000         626,726   
     

 

 

  

Commercial Mortgage Trust

      

Series 2005-C6, Cl A5A, 5.116%, 06/10/44(a)

      443,641         458,704   

Series 2005-C6, Cl AJ, 5.209%, 06/10/44(a)

      335,000         347,890   
     

 

 

  
     806,594   
     

 

 

  

Credit Suisse Commercial Mortgage Trust

      

Series 2006-C3, Cl A3, 5.982%, 06/15/38(a)

      303,409         325,837   

Series 2006-C5, Cl A3, 5.311%, 12/15/39

      570,000         615,264   
     

 

 

  
     941,101   
     

 

 

  

CS First Boston Mortgage Securities Corp.

      

Series 2005-C5, Cl AM, 5.100%, 08/15/38(a)(b)

      595,000         621,502   
     

 

 

  

Federal National Mortgage Association

      

Series 2014-M2, Cl ASQ2, 0.478%, 09/25/15

      246,516         246,751   
     

 

 

  

GE Capital Commercial Mortgage Corp.

      

Series 2005-C3, Cl A7A, 4.974%, 07/10/45(a)

      835,000         864,329   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

JPMorgan Chase Commercial Mortgage Securities Corp.

  

Series 2005-LDP3, Cl A4A, 4.936%, 08/15/42(a)

      1,014,061         1,047,152   
     

 

 

  

LB-UBS Commercial Mortgage Trust

      

Series 2006-C7, Cl A3, 5.347%, 11/15/38(b)

      365,000         397,649   
     

 

 

  

Morgan Stanley Bank of America Merrill Lynch Trust

      

Series 2013-C12, Cl A1, 1.313%, 10/15/46

      591,530         593,418   

Series 2014-C14, Cl A1, 1.250%, 02/15/47

      167,888         167,831   
     

 

 

  
     761,249   
     

 

 

  

Wachovia Bank Commercial Mortgage Trust

      

Series 2005-C20, Cl A7, 5.118%, 07/15/42(a)

      338,050         349,297   

Series 2005-C22, Cl A4, 5.455%, 12/15/44(a)

      385,000         403,739   
     

 

 

  
     753,036   
     

 

 

  
        7,066,089   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $9,600,819)

  

      9,727,400   
     

 

 

  

Corporate Bonds 36.0%

      

Advertising 0.5%

      

Omnicom Group, Inc., 5.900%, 04/15/16

      190,000         206,280   
     

 

 

  

Auto Manufacturers 2.8%

      

Daimler Finance North America LLC, 1.085%, 08/01/18(a)(b)(c)

      295,000         298,080   

Daimler Finance North America LLC, 1.450%, 08/01/16(b)(c)

      440,000         444,845   

Kia Motors Corp., 3.625%, 06/14/16(c)

      160,000         167,536   

PACCAR Financial Corp., 0.830%, 12/06/18, MTN(a)(b)

      200,000         201,834   
     

 

 

  
        1,112,295   
     

 

 

  

Banks 10.7%

      

Bank of America Corp., 3.625%, 03/17/16, MTN

      500,000         522,251   

Bank of Montreal, 2.500%, 01/11/17, MTN

      320,000         332,890   

Bank of Nova Scotia, 0.428%, 02/19/15

      280,000         280,343   

Capital One Financial Corp., 6.750%, 09/15/17

      175,000         203,414   

Citigroup, Inc., 1.350%, 03/10/17

      325,000         324,814   

Fifth Third Bank, 0.900%, 02/26/16

      215,000         215,553   

Goldman Sachs Group, Inc. (The), 5.950%, 01/18/18

      470,000         533,944   

JPMorgan Chase & Co., 6.125%, 06/27/17

      335,000         377,248   

Morgan Stanley, 5.375%, 10/15/15

      270,000         285,892   

PNC Funding Corp., 2.700%, 09/19/16

      290,000         301,150   

Toronto-Dominion Bank (The), 1.125%, 05/02/17, MTN

      325,000         325,030   

Wells Fargo & Co., 1.250%, 07/20/16

      560,000         564,834   
     

 

 

  
        4,267,363   
     

 

 

  

Biotechnology 0.5%

      

Gilead Sciences, Inc., 2.400%, 12/01/14

      210,000         211,706   
     

 

 

  

Commercial Services 0.8%

      

ERAC USA Finance LLC, 1.400%, 04/15/16(c)

      335,000         337,576   
     

 

 

  

Computers 0.5%

      

Hewlett-Packard Co., 3.000%, 09/15/16

      200,000         208,271   
     

 

 

  

Distribution/Wholesale 0.4%

      

Glencore Funding LLC, 1.387%, 05/27/16(a)(c)

      140,000         140,847   
     

 

 

  

Diversified Financial Services 4.0%

      

American Express Credit Corp., 1.300%, 07/29/16

      550,000         554,575   

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

      140,000         155,743   

General Electric Capital Corp., 2.450%, 03/15/17, MTN

      460,000         476,079   

 

See Notes to Schedules of Portfolio Investments.

Hyundai Capital America, 1.875%, 08/09/16(c)

      200,000         202,943   

Woodside Finance Ltd., 4.500%, 11/10/14(c)

      220,000         223,039   
     

 

 

  
        1,612,379   
     

 

 

  

Electric 2.6%

      

Constellation Energy Group, Inc., 4.550%, 06/15/15

      190,000         196,986   

Duke Energy Corp., 0.611%, 04/03/17(a)

      85,000         85,255   

Duke Energy Corp., 3.350%, 04/01/15

      135,000         138,048   

NextEra Energy Capital Holdings, Inc., 2.600%, 09/01/15

      155,000         158,362   

Nisource Finance Corp., 5.400%, 07/15/14

      290,000         290,522   

PSEG Power LLC, 2.750%, 09/15/16

      160,000         166,104   
     

 

 

  
        1,035,277   
     

 

 

  

Electronics 0.4%

      

Amphenol Corp., 4.750%, 11/15/14

      170,000         172,615   
     

 

 

  

Healthcare - Services 2.3%

      

Aetna, Inc., 1.750%, 05/15/17

      210,000         212,796   

Providence Health & Services - Washington, 1.035%, 10/01/16(a)(b)

      495,000         492,719   

UnitedHealth Group, Inc., 1.875%, 11/15/16

      210,000         214,966   
     

 

 

  
        920,481   
     

 

 

  

Housewares 0.5%

      

Newell Rubbermaid, Inc., 2.050%, 12/01/17(b)

      210,000         212,287   
     

 

 

  

Information Technology 1.0%

      

Oracle Corp., 1.000%, 07/07/17(d)

      410,000         410,000   
     

 

 

  

Insurance 2.6%

      

MetLife, Inc., 6.750%, 06/01/16

      480,000         533,407   

Prudential Covered Trust, 2.997%, 09/30/15(c)

      496,000         508,063   
     

 

 

  
        1,041,470   
     

 

 

  

Machinery-Construction & Mining 1.2%

      

Caterpillar Financial Services Corp., 1.000%, 03/03/17, MTN

      475,000         475,228   
     

 

 

  

Media 0.4%

      

CBS Corp., 4.625%, 05/15/18

      160,000         175,187   
     

 

 

  

Mining 0.4%

      

Freeport-McMoRan Copper & Gold, Inc., 2.375%, 03/15/18

      160,000         162,385   
     

 

 

  

Oil & Gas 2.0%

      

BP Capital Markets PLC, 3.200%, 03/11/16

      195,000         203,618   

Devon Energy Corp., 1.875%, 05/15/17

      195,000         198,368   

Marathon Oil Corp., 0.900%, 11/01/15

      150,000         150,527   

Petrohawk Energy Corp., 7.250%, 08/15/18

      245,000         256,025   
     

 

 

  
        808,538   
     

 

 

  

Pharmaceuticals 0.2%

      

McKesson Corp., 1.292%, 03/10/17

      75,000         75,198   
     

 

 

  

Pipelines 0.9%

      

Enbridge, Inc., 0.885%, 10/01/16(a)(b)

      110,000         110,612   

Kinder Morgan Energy Partners LP, 3.500%, 03/01/16

      220,000         229,072   
     

 

 

  
        339,684   
     

 

 

  

Software 0.5%

      

Fiserv, Inc., 3.125%, 10/01/15

      200,000         205,747   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Telecommunication Services 0.8%

  

American Tower Corp., 4.500%, 01/15/18

      135,000         147,095   

Verizon Communications, Inc., 2.500%, 09/15/16

      160,000         164,919   
     

 

 

  
        312,014   
     

 

 

  

Total Corporate Bonds (Cost $14,356,739)

  

      14,442,828   
     

 

 

  

Municipal Bonds 3.1%

      

New Jersey 1.3%

      

New Jersey Economic Development Authority, Series Q, RB, 1.096%, 06/15/16

      530,000         529,232   
     

 

 

  

South Carolina 1.8%

      

South Carolina State Public Service Authority, Series D, RB, 1.251%, 06/01/16(a)

      725,000         729,299   
     

 

 

  

Total Municipal Bonds (Cost $1,255,315)

  

      1,258,531   
     

 

 

  

U.S. Government Agency Mortgages 5.1%

      

Federal National Mortgage Association

      

Pool #462085, 5.315%, 11/01/15

      1,611,819         1,681,230   

Pool #745935, 5.681%, 08/01/16

      316,415         339,907   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $1,988,572)

  

      2,021,137   
     

 

 

  

U.S. Treasury Obligation 17.7%

      

U.S. Treasury Note 17.7%

      

1.000%, 03/31/17

      7,051,000         7,092,869   
     

 

 

  

Total U.S. Treasury Obligation (Cost $7,094,082)

  

      7,092,869   
     

 

 

  

Money Market Fund 3.9%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(e)

      1,574,139         1,574,139   
     

 

 

  

Total Money Market Fund (Cost $1,574,139)

  

      1,574,139   
     

 

 

  

Total Investments

(Cost $39,958,421) — 100.3%

         40,210,417   

Liabilities in Excess of Other Assets — (0.3)%

         (122,390 ) 
     

 

 

  

Net Assets — 100.0%

       $ 40,088,027   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(b) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(c) Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Fund’s investment adviser/subadviser has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent 5.8% of net assets as of June 30, 2014.
(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 June 30, 2014.

Investment Abbreviations

 

MTN    – Medium Term Note
RB    – Revenue Bond

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Short-Term Municipal Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 95.8%

      

California 7.3%

      

Los Angeles County Regional Financing Authority, Series B-1, RB, 3.000%, 11/15/21, CA MTG INS

      1,500,000         1,525,890   

San Diego County Regional Airport Authority, RB, 2.537%, 07/01/18

      300,000         301,218   

South Orange County Public Financing Authority, Series A, 5.000%, 08/15/20(a)

      500,000         590,580   

South Orange County Public Financing Authority, Series A, 5.000%, 08/15/21

      400,000         472,520   
     

 

 

  
        2,890,208   
     

 

 

  

District of Columbia 5.2%

      

Metropolitan Washington D.C. Airports Authority, Airport System, Series A, AMT, RB, 5.000%, 10/01/19(b)

      1,750,000         2,037,508   
     

 

 

  

Florida 5.8%

      

Florida State, Series A, GO, 5.000%, 06/01/18

      1,000,000         1,157,120   

Polk County Public Facilities, RB, 4.000%, 12/01/20

      225,000         251,798   

Polk County Public Facilities, RB, 5.000%, 12/01/17

      475,000         540,483   

Polk County Public Facilities, RB, 5.000%, 12/01/19

      300,000         352,086   
     

 

 

  
        2,301,487   
     

 

 

  

Hawaii 1.1%

      

Hawaii State, GO, 5.000%, 05/01/15

      400,000         416,248   
     

 

 

  

Illinois 13.2%

      

Chicago, Series A, GO, 4.000%, 01/01/20

      1,225,000         1,313,053   

Chicago Public Building Commission, RB, 5.250%, 12/01/18, NATL-RE

      1,500,000         1,701,660   

Illinois State, GO, 4.000%, 02/01/18

      1,000,000         1,085,290   

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

      1,000,000         1,125,660   
     

 

 

  
        5,225,663   
     

 

 

  

Maryland 5.4%

      

Harford County, GO, 5.000%, 07/01/15

      1,500,000         1,573,185   

Maryland State Transportation Authority, Transportation Facilities Project, RB, 5.000%, 07/01/23(a)

      500,000         569,820   
     

 

 

  
        2,143,005   
     

 

 

  

Massachusetts 2.7%

      

Massachusetts School Building Authority, Series A, RB, 5.000%, 08/15/30, Pre-refunded 08/15/2015 @ 100, AGM

      1,000,000         1,054,410   
     

 

 

  

Michigan 4.3%

      

University of Michigan, Series A, RB, 0.010%, 04/01/38(a)(c)

      1,700,000         1,700,000   
     

 

 

  

Mississippi 2.1%

      

Mississippi Development Bank, RB, 5.000%, 11/01/20, Pre-refunded 11/01/2014 @ 100, AMBAC

      815,000         828,293   
     

 

 

  

New Jersey 6.8%

      

New Jersey Economic Development Authority, Series O, RB, 5.250%, 03/01/25, Pre-refunded 03/01/2015 @ 100(a)

      1,500,000         1,550,715   

New Jersey Economic Development Authority, Series PP, RB, 5.000%, 06/15/18

      1,000,000         1,132,460   
     

 

 

  
        2,683,175   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

New York 6.6%

  

New York City Transitional Finance Authority Future Tax Secured Revenue, RB, 5.000%, 11/01/15

      1,000,000         1,064,710   

New York State Dormitory Authority, Series A, RB, 5.000%, 03/15/15

      400,000         413,788   

Tobacco Settlement Financing Corp., Series B, RB, 5.000%, 06/01/22

      1,000,000         1,116,350   
     

 

 

  
        2,594,848   
     

 

 

  

Oklahoma 5.6%

      

Oklahoma Capital Improvement Authority, RB, 0.070%, 07/01/31(c)

      1,790,000         1,790,000   

Oklahoma City, GO, 4.000%, 03/01/15

      400,000         410,400   
     

 

 

  
        2,200,400   
     

 

 

  

Texas 18.1%

      

City Public Service Board of San Antonio, RB, 4.000%, 02/01/15(a)

      1,000,000         1,022,720   

New Hope Cultural Education Facilities Financing Corp., Student Housing Corp., Series A, RB, 4.000%, 04/01/17, AGM

      200,000         215,372   

New Hope Cultural Education Facilities Financing Corp., Student Housing Corp., Series A, RB, 4.000%, 04/01/18, AGM

      200,000         217,034   

New Hope Cultural Education Facilities Financing Corp., Student Housing Corp., Series A, RB, 4.000%, 04/01/20, AGM

      325,000         353,645   

Northside Independent School District, Series A, GO, 2.000%, 06/01/39, PSF-GTD(c)

      1,000,000         1,018,130   

Texas Public Finance Authority, Series B, RB, 4.000%, 01/01/18

      3,000,000         3,209,160   

Texas State, GO, 4.000%, 10/01/17(b)

      1,000,000         1,106,950   
     

 

 

  
        7,143,011   
     

 

 

  

Virginia 3.1%

      

Virginia Commonwealth Transportation Board, RB, 5.000%, 03/15/15

      1,200,000         1,241,232   
     

 

 

  

Washington 5.9%

      

Energy Northwest, Series A, RB, 5.000%, 07/01/18

      1,000,000         1,158,270   

Washington State, Series R-2015 A, GO, 5.000%, 07/01/18(b)

      1,000,000         1,154,750   
     

 

 

  
        2,313,020   
     

 

 

  

West Virginia 2.6%

      

West Virginia State, 5.000%, 11/01/14, NATL-RE(a)

      1,000,000         1,016,440   
     

 

 

  

Total Municipal Bonds (Cost $37,610,504)

  

      37,788,948   
     

 

 

  

Money Market Fund 11.8%

      

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

      4,635,108         4,635,108   
     

 

 

  

Total Money Market Fund (Cost $4,635,108)

  

      4,635,108   
     

 

 

  

Total Investments

(Cost $42,245,612) — 107.6%

         42,424,056   

Liabilities in Excess of Other Assets — (7.6)%

         (3,001,487 ) 
     

 

 

  

Net Assets — 100.0%

       $ 39,422,569   
     

 

 

  

 

(a) All or a portion of this security has been segregated, or otherwise earmarked, in connection with obligations for when-issued or delayed-delivery purchase commitments.
(b) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(c) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(d) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

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
CA MTG INS    – California Mortgage Insurance
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 June 30, 2014

(Unaudited)

Short-Term U.S. Treasury Securities Fund

 

     Shares or
Principal
Amount($)		      Value($)  

U.S. Treasury Obligations 98.8%

      

U.S. Treasury Bill 2.3%

      

0.000%, 04/30/15

      200,000         199,886   
     

 

 

  

U.S. Treasury Notes 96.5%

      

2.375%, 02/28/15

      120,000         121,814   

2.500%, 04/30/15

      2,905,000         2,962,987   

0.375%, 03/31/16

      2,470,000         2,470,482   

1.000%, 08/31/16

      910,000         919,384   

0.875%, 12/31/16

      910,000         914,763   

0.750%, 06/30/17

      1,175,000         1,170,227   
     

 

 

  
     8,559,657   
     

 

 

  

Total U.S. Treasury Obligations (Cost $8,739,023)

  

      8,759,543   
     

 

 

  

Money Market Fund 0.5%

      

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

      43,634         43,634   
     

 

 

  

Total Money Market Fund (Cost $43,634)

  

      43,634   
     

 

 

  

Total Investments

(Cost $8,782,657) — 99.3%

         8,803,177   

Other Assets in Excess of Liabilities — 0.7%

         66,346   
     

 

 

  

Net Assets — 100.0%

       $ 8,869,523   
     

 

 

  

 

(a) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Total Return Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 2.8%

      

Credit Card 2.1%

      

American Express Credit Account Master Trust, Series 2014-2, Cl A, 1.260%, 01/15/20(a)

      2,645,000         2,644,947   

Barclays Dryrock Issuance Trust, Series 2014-2, Cl A, 0.491%, 03/16/20(b)

      3,960,000         3,960,000   

Cabela’s Master Credit Card Trust, Series 2014-1, Cl A, 0.502%, 03/16/20(b)

      1,926,000         1,927,067   

Capital One Multi-Asset Execution Trust, Series 2006-B1, Cl B1, 0.432%, 01/15/19(b)

      2,624,000         2,611,799   

Chase Issuance Trust, Series 2014-A1, Cl A1, 1.150%, 01/15/19

      9,435,000         9,462,654   
     

 

 

  
        20,606,467   
     

 

 

  

Other 0.7%

      

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

      6,976,325         7,496,912   
     

 

 

  

Total Asset-Backed Securities (Cost $27,756,316)

  

      28,103,379   
     

 

 

  

Collateralized Mortgage Obligations 8.0%

      

Agency Collateralized Mortgage Obligations 4.0%

      

Federal Home Loan Mortgage Corporation

      

Series 3745, Cl AY, REMIC, 4.000%, 10/15/30

      688,000         727,835   

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

      2,489,874         2,593,791   

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

      2,974,000         3,095,387   

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

      6,923,000         7,179,802   

Series 3816, Cl HA, 3.500%, 11/15/25

      781,537         808,491   

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

      1,502,000         1,562,391   

Series 3909, Cl UB, REMIC, 3.500%, 08/15/26

      3,156,000         3,284,916   

Series 3942, Cl KB, 3.000%, 10/15/26

      4,411,556         4,383,124   

Series 3978, Cl B, 3.000%, 12/15/26

      4,636,000         4,573,034   

Series 4034, Cl B, 3.500%, 04/15/27

      1,722,521         1,775,013   

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

      1,983,575         1,935,656   

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

      1,785,283         1,741,294   

Series 4313, Cl LY, 3.000%, 03/15/29

      853,000         828,505   
     

 

 

  
     34,489,239   
     

 

 

  

Federal National Mortgage Association

      

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

      4,822,240         4,955,151   

Series 2012-93, Cl CY, 1.500%, 09/25/27

      1,119,921         922,024   
     

 

 

  
     5,877,175   
     

 

 

  
        40,366,414   
     

 

 

  

Agency Collateralized Planned Amortization Class Mortgage Obligations 0.5%

      

Federal Home Loan Mortgage Corporation

      

Series 3959, Cl PB, 3.000%, 11/15/26

      4,683,638         4,601,838   
     

 

 

  

Federal National Mortgage Association

      

Series 2011-89, Cl BT, 3.500%, 09/25/26

      600,000         621,322   
     

 

 

  
        5,223,160   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Commercial Mortgage Backed Securities 3.5%

  

Extended Stay America Trust

      

Series 2013-ESH5, Cl B5, 2.278%, 12/05/31(c)

      2,940,000         2,927,784   
     

 

 

  

GS Mortgage Securities Corp. II

      

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

      5,795,000         6,003,510   

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

      2,890,000         2,866,166   
     

 

 

  
     8,869,676   
     

 

 

  

GS Mortgage Securities Trust

      

Series 2011-GC5, Cl AS, 5.209%, 08/10/44(b)(c)

      2,014,000         2,283,653   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Corp.

      

Series 2010-C2, Cl C, 5.510%, 11/15/43(b)(c)

      3,863,000         4,362,733   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Trust

      

Series 2011-C3, Cl D, 5.570%, 02/15/46(b)(c)

      5,897,000         6,567,607   
     

 

 

  

OBP Depositor LLC Trust

      

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

      4,150,000         4,628,740   
     

 

 

  

WFRBS Commercial Mortgage Trust

      

Series 2011-C3, Cl D, 5.550%, 03/15/44(b)(c)

      4,677,367         4,985,222   
     

 

 

  
        34,625,415   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $78,919,638)

  

      80,214,989   
     

 

 

  

Bank Loans 4.7%

      

Aerospace/Defense 0.2%

      

AM General LLC, Term Loan B, 10.250%, 03/22/18(b)(c)

      279,000         256,680   

Atlantic Aviation FBO, Inc., Term Loan B, 3.250%, 06/01/20(b)(c)

      79,200         79,002   

DAE Aviation Holdings, Inc., 2018 Term Loan B2, 5.000%, 11/02/18(b)(c)

      59,575         60,096   

DAE Aviation Holdings, Inc., New Term Loan B1, 5.000%, 11/02/18(b)(c)

      131,415         132,564   

Flying Fortress, Inc., New Term Loan, 3.500%, 06/30/17(b)(c)

      190,000         189,645   

LM U.S. Corp. Acquisition, Inc., Add on Term Loan, 10/25/19(a)(c)(d)

      50,000         50,000   

LM U.S. Corp. Acquisition, Inc., New 2nd Lien Term Loan, 10/26/20(a)(c)(d)

      105,000         105,525   

TASC, Inc., 2014 Term Loan B, 6.500%, 05/30/20(b)(c)

      220,000         215,325   

TASC, Inc., 2nd Lien Term Loan, 12.000%, 05/30/21(b)(c)

      95,000         93,575   

Transdigm, Inc., Term Loan C, 3.750%, 02/28/20(b)(c)

      449,388         447,703   

WP CPP Holdings LLC, 1st Lien Term Loan, 4.750%, 12/27/19(b)(c)

      102,729         102,942   
     

 

 

  
        1,733,057   
     

 

 

  

Auto Manufacturers 0.0%(e)

      

CS Intermediate Holdco 2 LLC, New Term Loan B, 4.000%, 04/04/21(b)(c)

      105,000         104,825   

Tower Automotive Holdings USA LLC, New Term Loan, 4.000%, 04/23/20(b)(c)

      133,654         133,112   

Wabash National Corp., Term Loan B, 4.500%, 05/08/19(b)(c)

      92,536         92,707   
     

 

 

  
        330,644   
     

 

 

  

Chemicals 0.1%

      

Kronos Worldwide, Inc., 2014 Term Loan, 4.750%, 02/18/20(b)(c)

      64,838         65,446   

MacDermid, Inc., 1st Lien Term Loan, 4.000%, 06/07/20(b)(c)

      99,000         98,975   

Minerals Technologies, Inc., Term Loan B, 4.000%, 05/09/21(b)(c)

      190,000         190,713   

Nexeo Solutions LLC, Term Loan B, 5.000%, 09/08/17(b)(c)

      180,449         180,449   

OXEA Finance LLC, USD Term Loan B2, 4.250%, 01/15/20(b)(c)

      69,650         69,737   

Polymer Group, Inc., 1st Lien Term Loan B, 5.250%, 12/19/19(b)(c)

      114,425         115,569   

PQ Corp., 2014 Term Loan, 4.000%, 08/07/17(b)(c)

      93,575         93,809   

Taminco Global Chemical Corp., USD Term Loan B3, 3.250%, 02/15/19(b)(c)

      97,766         97,033   

Tata Chemicals North America, Inc., Term Loan B, 3.750%, 08/07/20(b)(c)

      69,300         69,040   

WNA Holdings, Inc., USD 1st Lien US Borrower, 4.500%, 06/07/20(b)(c)

      43,860         43,860   
     

 

 

  
        1,024,631   
     

 

 

  

Commercial Services 0.1%

      

Harland Clarke Holdings Corp., Extended Term Loan B2, 5.480%, 06/30/17(b)(c)

      533,048         534,380   

Infor (US), Inc., USD Term Loan B5, 3.750%, 06/03/20(b)(c)

      264,314         262,388   

Infor (US), Inc., USD Term Loan B3, 3.750%, 06/03/20(b)(c)

      117,750         116,778   

 

See Notes to Schedules of Portfolio Investments.

Springer Science & Business Media Deutschland GmbH, USD Term Loan B2, 5.000%, 08/14/20(b)(c)

      168,725         168,884   

Walter Energy, Inc., Term Loan B, 7.250%, 04/02/18(b)(c)

      366,864         354,207   
     

 

 

  
        1,436,637   
     

 

 

  

Consumer Non-Durables 0.0%(e)

      

Kate Spade & Co., Term Loan B, 4.000%, 04/09/21(b)(c)

      100,000         99,899   
     

 

 

  

Diversified Financial Services 0.2%

      

American Capital, Ltd., 2017 Term Loan, 3.500%, 08/22/17(b)(c)

      170,000         169,787   

Ceridian Corp., New Term Loan B, 4.400%, 05/09/17(b)(c)

      129,552         129,693   

Duff & Phelps Investment Management Co., Term Loan B, 4.500%, 04/23/20(b)(c)

      69,300         69,495   

Getty Images, Inc., Term Loan B, 4.750%, 10/18/19(b)(c)

      188,459         181,969   

Grosvenor Capital Management Holdings LLP, New Term Loan B, 3.750%, 01/04/21(b)(c)

      119,400         118,555   

MIP Delaware LLC, Term Loan B1, 4.000%, 03/09/20(b)(c)

      59,344         59,493   

Nuveen Investments, Inc., New Term Loan, 4.150%, 05/15/17(b)(c)

      85,000         85,106   

Oberthur Technologies of America Corp., USD Term Loan B2, 4.500%, 10/18/19(b)(c)

      203,975         204,944   

Open Text Corp., Term Loan B, 3.250%, 01/16/21(b)(c)

      183,963         183,810   

Pre-Paid Legal Services, Inc., 1st Lien Term Loan, 6.250%, 07/01/19(b)(c)

      121,613         122,829   

Triple Point Technology, Inc., 1st Lien Term Loan, 5.250%, 07/10/20(b)(c)

      84,970         75,765   

USIC Holdings, Inc., 1st Lien Term Loan, 4.000%, 07/10/20(b)(c)

      118,800         117,612   
     

 

 

  
        1,519,058   
     

 

 

  

Diversified Media 0.0%(e)

      

Inmar Holdings, Inc., 1st Lien Term Loan, 4.250%, 01/27/21(b)(c)

      45,000         44,494   

Quad/Graphics, Inc., 2021 Term Loan, 4.250%, 04/23/21(b)(c)

      115,000         114,425   
     

 

 

  
        158,919   
     

 

 

  

Electronics 0.1%

      

Blackboard, Inc., Term Loan B3, 4.750%, 10/04/18(b)(c)

      149,250         150,077   

Eastman Kodak Co., Exit Term Loan, 7.250%, 09/03/19(b)(c)

      207,900         210,759   

Rovi Solutions Corp., Term Loan B3, 07/02/21(a)(c)(d)

      55,000         54,725   

Rovi Solutions Corp., Term Loan B3, 3.500%, 03/29/19(b)(c)

      135,696         135,187   

Sabre, Inc., Incremental Term Loan, 4.500%, 02/19/19(b)(c)

      74,438         74,623   

Shield Finance Co. S.A.R.L., USD Term Loan, 5.000%, 01/29/21(b)(c)

      169,575         170,106   

Spansion LLC, 2013 Term Loan, 3.750%, 12/19/19(b)(c)

      119,100         119,249   
     

 

 

  
        914,726   
     

 

 

  

Energy 0.2%

      

Azure Midstream Energy LLC, Term Loan B, 6.500%, 11/15/18(b)(c)

      229,125         230,557   

Chief Exploration & Development LLC, 2nd Lien Term Loan, 05/12/21(a)(c)(d)

      155,000         158,100   

HGIM Corp., Term Loan B, 5.500%-6.800%, 06/18/20(b)(c)

      595,500         591,284   

KCA Deutag US Finance LLC, Term Loan, 6.250%, 05/13/20(b)(c)

      60,000         59,700   

Pacific Drilling SA, Term Loan B, 4.500%, 06/04/18(b)(c)

      173,225         173,712   

Philadelphia Energy Solutions LLC, Term Loan B, 6.250%, 04/04/18(b)(c)

      222,509         205,636   

Seadrill Partners Finco LLC, Term Loan B, 4.000%, 02/21/21(b)(c)

      303,886         301,781   

Templar Energy LLC, 2nd Lien Term Loan, 8.000%, 11/25/20(a)(b)(c)

      450,000         445,500   
     

 

 

  
        2,166,270   
     

 

 

  

Entertainment 0.2%

      

Altice Financing SA, Delayed Draw Term Loan, 5.500%, 07/15/19(b)(c)

      836,087         854,640   

ClubCorp Club Operations, Inc., New Term Loan, 4.000%, 07/24/20(b)(c)

      110,000         109,932   

Diamond Resorts Corp., New Term Loan, 5.500%, 04/23/21(b)(c)

      60,000         60,375   

Great Wolf Resorts, Inc., Term Loan B, 4.500%, 08/06/20(b)(c)

      153,450         153,689   

IMG Worldwide Holdings LLC, 2nd Lien Term Loan, 8.250%, 05/01/22(b)(c)

      135,000         137,194   

Kasima LLC, New Term Loan B, 3.250%, 05/17/21(b)(c)

      215,000         214,060   

Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.500%, 08/17/20(b)(c)

      327,525         326,706   

Oceania Cruises, Inc., 2020 Term Loan B, 5.250%, 07/02/20(b)(c)

      218,900         220,406   

Regent Seven Seas Cruises, Inc., New Term Loan B, 3.750%, 12/21/18(b)(c)

      69,650         69,563   
     

 

 

  
        2,146,565   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Financial 0.1%

  

Delos Finance S.A.R.L., Term Loan B, 3.500%, 03/06/21(b)(c)

      160,000         159,800   

RCS Capital Corp., 1st Lien Term Loan, 6.500%, 04/29/19(b)(c)

      200,000         204,084   

Sedgwick, Inc., 1st Lien Term Loan, 3.750%, 03/01/21(b)(c)

      209,475         206,071   

Sedgwick, Inc., 2nd Lien Term Loan, 6.750%, 02/28/22(b)(c)

      115,000         114,684   

VFH Parent LLC, Extended Term Loan, 5.750%, 11/06/19(b)(c)

      104,475         103,691   
     

 

 

  
        788,330   
     

 

 

  

Food 0.2%

      

Blue Buffalo Co. Ltd., Term Loan B3, 4.000%, 08/08/19(b)(c)

      162,128         162,331   

CEC Entertainment Concepts, LP, Term Loan, 4.250%, 02/14/21(b)(c)

      139,650         138,603   

HJ Heinz Co., Term Loan B1, 3.250%, 06/07/19(b)(c)

      841,500         842,375   

JBS USA Holdings, Inc., Incremental Term Loan, 3.750%, 09/18/20(b)(c)

      203,463         202,531   

Landry’s, Inc., Term Loan B, 4.000%, 04/24/18(b)(c)

      375,750         376,572   

New Albertson’s, Inc., Term Loan, 06/25/21(a)(c)(d)

      70,000         70,131   

Stater Bros. Markets, Term Loan B, 4.750%, 05/12/21(b)(c)

      80,000         80,400   
     

 

 

  
        1,872,943   
     

 

 

  

Health Care 0.3%

      

Accellent, Inc., 1st Lien Term Loan, 4.500%, 03/12/21(b)(c)

      139,650         139,040   

Allscripts Healthcare Solutions, Inc., Term Loan A, 2.900%, 06/28/18(b)(c)

      133,000         132,668   

Ardent Medical Services, Inc., Term Loan, 6.750%, 07/02/18(b)(c)

      260         227   

Convatec, Inc., Term Loan, 4.000%, 12/22/16(b)(c)

      18,292         18,284   

Endo Luxembourg Finance Co. I S.A R.L., 2014 Term Loan B, 3.250%, 02/28/21(b)(c)

      89,775         89,532   

Envision Acquisition Company LLC, 1st Lien Term Loan, 5.750%, 11/04/20(b)(c)

      119,100         119,993   

Healogics, Inc., New 1st Lien Term Loan, 07/01/21(a)(c)(d)

      50,000         49,500   

Hologic, Inc., New Term Loan B, 3.250%, 08/01/19(b)(c)

      139,544         139,370   

Iasis Healthcare LLC, Term Loan B2, 4.500%, 05/03/18(b)(c)

      156,031         156,538   

IMS Health, Inc., New USD Term Loan, 3.500%, 03/17/21(b)(c)

      108,392         107,714   

INC Research, Inc., Refinance Term Loan B, 4.250%, 07/12/18(b)(c)

      379,520         378,571   

JLL/Delta Dutch Newco B.V., USD Term Loan, 4.250%, 03/11/21(b)(c)

      235,000         232,944   

Millennium Laboratories, Inc., Term Loan B, 5.250%, 04/16/21(b)(c)

      230,000         232,109   

P2 Newco Acquisition, Inc., 1st Lien Term Loan, 5.500%, 10/22/20(b)(c)

      184,555         184,785   

Par Pharmaceutical Cos., Inc., Term Loan B2, 4.000%, 09/30/19(b)(c)

      380,118         379,373   

Salix Pharmaceuticals Ltd., Term Loan, 4.250%, 01/02/20(b)(c)

      199,875         201,186   

Valeant Pharmaceuticals International, Inc., Series C2, Term Loan B, 3.750%, 12/11/19(b)(c)

      83,513         83,373   

Valeant Pharmaceuticals International, Inc., Series D2, Term Loan B, 3.750%, 02/13/19(b)(c)

      113,049         113,049   
     

 

 

  
        2,758,256   
     

 

 

  

Healthcare - Services 0.1%

      

MPH Acquisition Holdings LLC, Term Loan, 4.000%, 03/31/21(b)(c)

      233,455         232,684   

SBA Senior Finance II LLC, Term Loan B1, 3.250%, 03/24/21(b)(c)

      290,000         288,022   
     

 

 

  
        520,706   
     

 

 

  

Information Technology 0.2%

      

Active Network, Inc. (The), 1st Lien Term Loan, 5.500%, 11/13/20(b)(c)

      79,600         79,153   

Aricent Technologies, 1st Lien Term Loan, 5.500%, 04/14/21(b)(c)

      160,000         161,800   

AVSC Holdings Corp., 1st Lien Term Loan, 4.500%, 01/24/21(b)(c)

      99,750         99,950   

Dealertrack Technologies, Inc., Term Loan B, 3.500%, 02/28/21(b)(c)

      66,782         66,643   

Deluxe Entertainment Services Group, Inc., Term Loan 2014, 6.500%, 02/28/20(b)(c)

      263,344         262,356   

Genesys Telecom Holdings, U.S., Inc., New Term Loan B, 4.000%, 02/07/20(b)(c)

      59,398         59,077   

Internap Network Services Corp., Term Loan, 6.000%, 11/26/19(b)(c)

      144,275         144,546   

IQOR US Inc., Term Loan B, 6.000%, 04/01/21(b)(c)

      455,079         435,738   

M/A-COM Technology Solutions Holdings, Inc., Term Loan, 4.500%, 05/07/21(b)(c)

      50,000         50,250   

RedTop Acquisitions Ltd., USD 1st Lien Term Loan, 4.500%, 12/03/20(b)(c)

      149,625         150,560   

RedTop Acquisitions Ltd., USD 2nd Lien Term Loan, 8.250%, 06/03/21(b)(c)

      89,775         92,244   

Southern Graphics, Inc., New Term Loan B, 4.250%-5.500%, 10/17/19(b)(c)

      138,837         138,837   

Spin Holdco, Inc., New Term Loan B, 4.250%, 11/14/19(b)(c)

      79,600         79,614   

STG-Fairway Acquisitions, Inc., Term Loan B, 6.250%, 02/28/19(b)(c)

      172,813         172,165   
     

 

 

  
        1,992,933   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Insurance 0.1%

  

Alliance Data Systems Corp., Term Loan, 1.900%, 07/10/18(b)(c)

      480,959         478,857   

Asurion LLC, Term Loan B3, 3.750%, 02/18/17(b)(c)

      65,000         64,919   

Asurion LLC, New 2nd Lien Term Loan, 8.500%, 03/03/21(b)(c)

      430,000         445,695   

La Frontera Generation LLC, Term Loan, 4.500%, 09/30/20(b)(c)

      139,370         139,788   

USI, Inc., Term Loan B, 4.250%, 12/27/19(b)(c)

      221,638         221,777   
     

 

 

  
        1,351,036   
     

 

 

  

Leisure Time 0.1%

      

Belmond Interfin Ltd., USD Term Loan B, 4.000%, 03/21/21(b)(c)

      149,625         149,906   

Fitness International LLC, Term Loan B, 07/01/20(a)(c)(d)

      25,000         24,891   

La Quinta Intermediate Holdings LLC, Term Loan B, 4.000%, 04/14/21(b)(c)

      274,143         274,316   

Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.000%, 07/17/20(b)(c)

      90,000         91,350   
     

 

 

  
        540,463   
     

 

 

  

Lodging 0.2%

      

Bally Technologies, Inc., Term Loan B, 4.250%, 11/25/20(b)(c)

      97,037         97,401   

Boyd Gaming Corp., Term Loan B, 4.000%, 08/14/20(b)(c)

      120,972         121,244   

Caesars Entertainment Operating Co., Term Loan B7, 9.750%, 03/01/17(b)(c)

      200,000         197,160   

Golden Nugget, Inc., New Delayed Draw Term Loan, 5.500%, 11/21/19(b)(c)

      47,760         48,656   

Golden Nugget, Inc., New Term Loan B, 5.500%, 11/21/19(b)(c)

      111,440         113,529   

Mohegan Tribal Gaming Authority, New Term Loan B, 5.500%, 11/19/19(b)(c)

      159,200         161,655   

Pinnacle Entertainment, Inc., Term Loan B2, 3.750%, 08/13/20(b)(c)

      183,244         183,548   

Playa Resorts Holding B.V., Term Loan B, 4.000%, 08/06/19(b)(c)

      119,100         119,398   

SeaWorld Parks & Entertainment, Inc., Term Loan B2, 3.000%, 05/14/20(b)(c)

      454,936         448,112   

Shingle Springs Tribal Gaming Authority, Term Loan B, 6.250%, 08/29/19(b)(c)

      97,750         100,683   

Starwood Property Trust, Inc., Term Loan B, 3.500%, 04/17/20(b)(c)

      217,894         216,532   
     

 

 

  
        1,807,918   
     

 

 

  

Machinery-Diversified 0.1%

      

Brand Energy & Infrastructure Services, Inc., New Term Loan B, 4.750%, 11/26/20(b)(c)

      597,000         599,298   

Generac Power Systems, Inc., Term Loan B, 3.250%, 05/31/20(b)(c)

      127,379         126,360   

Key Safety Systems, Inc., Term Loan B, 4.750%, 05/09/18(b)(c)

      87,467         87,576   

NewPage Corp., Term Loan, 9.500%, 02/11/21(b)(c)

      215,000         215,269   

W3 Co., 1st Lien Term Loan, 5.750%, 03/13/20(b)(c)

      64,188         62,984   
     

 

 

  
        1,091,487   
     

 

 

  

Manufacturing 0.0%(e)

      

Mirror Bidco Corp., New Term Loan, 4.250%, 12/28/19(b)(c)

      192,085         191,845   

Signode Industrial Group US, Inc., USD Term Loan B, 4.000%, 05/01/21(b)(c)

      145,000         144,501   
     

 

 

  
        336,346   
     

 

 

  

Media 0.4%

      

Emerald Expositions Holding, Inc., Term Loan B, 5.500%, 06/17/20(b)(c)

      90,287         90,823   

Granite Broadcasting Corp., Term Loan B, 6.750%, 05/23/18(b)(c)

      47,859         47,739   

McGraw-Hill Global Education Holdings LLC, New 1st Lien Term Loan, 5.750%, 03/22/19(b)(c)

      99,500         101,117   

Syniverse Holdings, Inc., Term Loan, 4.000%, 04/23/19(b)(c)

      273,550         273,094   

Univision Communications, Inc., Term Loan C3, 4.000%, 03/02/20(b)(c)

      334,865         334,634   

US Finco LLC, 1st Lien Term Loan, 4.000%, 05/29/20(b)(c)

      64,350         64,189   

Village Roadshow Films (BVI) Ltd., Term Loan B, 4.750%, 11/21/17(b)(c)

      928,811         938,099   

Ziggo B.V., USD Term Loan B1, 01/15/22(a)(c)(d)

      759,913         750,589   

Ziggo B.V., USD Term Loan B2, 01/15/22(a)(c)(d)

      489,702         483,693   

Ziggo B.V., USD Term Loan B3, 01/15/22(a)(c)(d)

      805,385         795,503   
     

 

 

  
        3,879,480   
     

 

 

  

Metals 0.0%(e)

      

Arch Coal, Inc., Term Loan B, 6.250%, 05/16/18(b)(c)

      240,752         236,390   

Atlas Iron Ltd., Term Loan B, 8.750%, 12/10/17(b)(c)

      98,424         98,794   
     

 

 

  
        335,184   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Metals/Minerals 0.1%

  

Atkore International, Inc., 1st Lien Term Loan, 4.500%, 04/09/21(b)(c)

      135,000         134,888   

Murray Energy Corp., 1st Lien Term Loan, 5.250%, 12/05/19(b)(c)

      179,550         181,570   

Peabody Energy Corp., Term Loan B, 4.250%, 09/24/20(b)(c)

      297,588         299,758   
     

 

 

  
        616,216   
     

 

 

  

Mining 0.0%(e)

      

Novelis, Inc., New Term Loan, 3.750%, 03/10/17(b)(c)

      330,693         330,898   

Oxbow Carbon LLC, New Term Loan B, 4.250%, 07/19/19(b)(c)

      85,500         85,536   

TMS International Corp., New Term Loan B, 4.500%, 10/16/20(b)(c)

      79,600         79,949   
     

 

 

  
        496,383   
     

 

 

  

Miscellaneous Manufacturer 0.0%(e)

      

Boomerang Tube LLC, Term Loan, 11.800%, 10/11/17(b)(c)

      214,438         192,994   

Mauser Industrieverpackungen, 2nd Lien Term Loan, 06/30/22(a)(c)(d)

      20,000         19,800   
     

 

 

  
        212,794   
     

 

 

  

Oil & Gas 0.3%

      

Alon USA Energy, Inc., Master Limited Partnership Term Loan, 9.250%, 11/26/18(b)(c)

      194,449         201,741   

Atlas Energy, L.P., Term Loan B, 6.500%, 07/31/19(b)(c)

      307,675         311,905   

Drillships Financing Holding, Inc., Term Loan B1, 6.000%, 03/31/21(b)(c)

      806,319         818,922   

EP Energy LLC, Term Loan B3, 3.500%, 05/24/18(b)(c)

      303,333         302,196   

EP Energy LLC, Term Loan B2, 4.500%, 04/30/19(b)(c)

      84,375         84,839   

Offshore Group Investment Ltd., Term Loan B, 5.750%, 03/28/19(b)(c)

      333,086         330,865   

Offshore Group Investment Ltd., New Term Loan B, 5.000%, 10/25/17(a)(b)(c)

      133,104         132,439   

Samson Investment Co., New 2nd Lien Term Loan, 5.000%, 09/25/18(b)(c)

      135,000         134,764   

Sheridan Investment Partners II L.P., Term Loan B, 4.250%, 12/16/20(b)(c)

      25,567         25,567   

Sheridan Investment Partners II L.P., Term Loan M, 4.250%, 12/16/20(b)(c)

      9,535         9,535   

Sheridan Investment Partners II L.P., Term Loan A, 4.250%, 12/16/20(b)(c)

      183,797         183,797   

Teine Energy Ltd., 2nd Lien Term Loan, 7.500%, 05/09/19(b)(c)

      69,647         70,344   

Tervita Corp., Term Loan, 6.250%, 05/15/18(b)(c)

      74,811         75,029   

TPF Generation Holdings LLC, Term Loan B, 4.750%, 12/29/17(b)(c)

      103,950         100,637   

TPF II LC LLC, Term Loan B, 6.500%, 08/21/19(b)(c)

      112,366         114,052   
     

 

 

  
        2,896,632   
     

 

 

  

Packaging & Containers 0.0%(e)

      

Ardagh Holdings USA, Inc., Institutional Term Loan, 4.000%, 12/17/19(b)(c)

      115,000         115,096   

Ardagh Holdings USA, Inc., USD Term Loan B, 4.250%, 12/17/19(b)(c)

      144,275         144,696   

Caraustar Industries, Inc., Term Loan, 7.500%, 05/01/19(b)(c)

      85,261         86,167   

Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.000%, 03/19/20(b)(c)

      109,539         109,703   
     

 

 

  
        455,662   
     

 

 

  

Real Estate 0.1%

      

CPG International, Inc., New Term Loan, 4.750%, 09/30/20(b)(c)

      158,800         159,065   

Four Seasons Holdings, Inc., New 1st Lien Term Loan, 3.500%, 06/27/20(b)(c)

      277,900         277,322   

Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.250%, 12/28/20(b)(c)

      35,000         35,525   

Istar Financial, Inc., Add on Term Loan A2, 7.000%, 03/19/17(b)(c)

      12,509         12,884   

Quikrete Holdings, Inc., 1st Lien Term Loan, 4.000%, 09/28/20(b)(c)

      198,500         198,562   
     

 

 

  
        683,358   
     

 

 

  

Retail 0.4%

      

Academy, Ltd., Term Loan, 4.500%, 08/03/18(b)(c)

      107,951         108,236   

Camping World, Inc., Term Loan, 5.750%, 02/20/20(b)(c)

      192,563         193,887   

Capital Automotive LP, New 2nd Lien Term Loan, 6.000%, 04/30/20(b)(c)

      180,000         183,524   

Evergreen Acqco 1 LP, New Term Loan, 5.000%, 07/09/19(b)(c)

      123,125         122,715   

JC Penney Corporation, Inc., 1st Lien Term Loan, 6.000%, 05/22/18(b)(c)

      752,400         760,639   

Jo-Ann Stores, Inc., Term Loan, 4.000%, 03/16/18(b)(c)

      395,583         392,782   

Lands’ End, Inc., Term Loan B, 4.250%, 04/02/21(b)(c)

      334,163         333,605   

 

See Notes to Schedules of Portfolio Investments.

Ollie’s Bargain Outlet, Inc., Term Loan, 4.750%-6.000%, 09/27/19(b)(c)

      82,854         82,854   

Party City Holdings, Inc., Term Loan, 4.000%, 07/27/19(b)(c)

      378,019         375,479   

Petco Animal Supplies, Inc., New Term Loan, 4.000%, 11/24/17(b)(c)

      220,167         220,581   

Rite Aid Corp., New 2nd Lien Term Loan, 4.880%, 06/21/21(b)(c)

      275,000         278,009   

Rite Aid Corp., 2nd Lien Term Loan, 5.750%, 08/21/20(b)(c)

      260,000         265,444   

Supervalu, Inc., Refinance Term Loan B, 4.500%, 03/21/19(b)(c)

      166,888         166,659   

Toys ‘R’ Us Property Co. I LLC, New Term Loan B, 6.000%, 08/21/19(b)(c)

      557,200         534,912   

Toys ‘R’ Us-Delaware, Inc., Term Loan B3, 5.250%, 05/25/18(b)(c)

      130,503         105,490   

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

      170,486         152,914   
     

 

 

  
        4,277,730   
     

 

 

  

Semiconductors 0.0%(e)

      

Freescale Semiconductor, Inc., Term Loan B5, 5.000%, 01/15/21(b)(c)

      163,763         164,350   

ON Semiconductor Corp., Term Loan A, 1.980%, 01/02/18(b)(c)

      324,844         316,723   
     

 

 

  
        481,073   
     

 

 

  

Service 0.0%(e)

      

ServiceMaster Co., 2014 Term Loan B, 07/01/21(a)(c)(d)

      10,000         9,981   
     

 

 

  

Telecommunication Services 0.5%

      

Arris Group, Inc., Term Loan B, 3.500%, 04/17/20(b)(c)

      245,055         244,136   

Avaya, Inc., Extended Term Loan B3, 4.730%, 10/26/17(b)(c)

      310,466         303,722   

Avaya, Inc., Term Loan B6, 6.500%, 03/30/18(b)(c)

      152,318         152,339   

Cellular South, Inc., New Term Loan, 3.250%, 05/22/20(b)(c)

      44,438         44,215   

Cincinnati Bell, Inc., New Term Loan B, 4.000%, 09/10/20(b)(c)

      486,325         486,023   

Consolidated Communications, Inc., New Term Loan B, 4.250%, 12/23/20(b)(c)

      159,200         159,996   

DataPipe, Inc., 1st Lien Term Loan, 5.250%, 03/15/19(b)(c)

      64,189         64,169   

Evertec, Inc., New Term Loan A, 2.730%, 04/16/18(b)(c)

      522,500         514,992   

Evertec, Inc., New Term Loan B, 3.500%, 04/17/20(b)(c)

      113,800         111,951   

Learfield Communications, Inc., New 1st Lien Term Loan, 4.500%, 10/09/20(b)(c)

      119,400         120,296   

Liberty Cablevision of Puerto Rico LLC, 1st Lien Term Loan, 12/11/21(a)(c)(d)

      50,000         50,042   

Liberty Cablevision of Puerto Rico LLC, 2nd Lien Term Loan, 03/11/23(a)(c)(d)

      30,000         30,075   

Liberty Cablevision of Puerto Rico LLC, New Term Loan B, 6.000%, 06/09/17(b)(c)

      488,665         491,416   

MCC Iowa LLC, Term Loan H, 3.250%, 01/29/21(b)(c)

      217,800         215,554   

MCC Iowa LLC, Term Loan G, 4.000%, 01/20/20(b)(c)

      520,725         519,642   

Media General, Inc., Delayed Draw Term Loan B, 4.250%, 07/31/20(b)(c)

      143,791         144,329   

Nuance Communications, Inc., Term Loan C, 2.900%, 08/07/19(b)(c)

      118,800         117,968   

UPC Financing Partnership, USD Term Loan AH, 3.250%, 06/30/21(b)(c)

      530,000         525,829   

Van Wagner Communications LLC, New Term Loan, 6.250%, 08/03/18(b)(c)

      310,037         313,267   

WMG Acquisition Corp., New Term Loan, 3.750%, 07/01/20(b)(c)

      645,125         634,242   
     

 

 

  
        5,244,203   
     

 

 

  

Telecommunications 0.1%

      

CompuCom Systems, Inc., Refinance Term Loan B, 4.250%, 05/11/20(b)(c)

      81,093         80,215   

LTS Buyer LLC, 1st Lien Term Loan, 4.000%, 04/13/20(b)(c)

      301,950         300,926   

Windstream Corp., Term Loan B4, 3.500%, 01/23/20(b)(c)

      187,150         186,682   
     

 

 

  
        567,823   
     

 

 

  

Transportation 0.1%

      

Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.750%, 04/27/20(b)(c)

      57,072         57,643   

Commercial Barge Line Co., 1st Lien Term Loan, 7.500%, 09/23/19(b)(c)

      177,750         178,416   

FPC Holdings, Inc., 1st Lien Term Loan, 5.250%, 11/19/19(b)(c)

      132,975         132,310   

Navios Partners Finance (US), Inc., Term Loan B, 5.250%, 06/27/18(b)(c)

      217,804         220,254   

Sabre, Inc., Term Loan C, 4.000%, 02/19/18(b)(c)

      20,305         20,293   

Visteon Corp., Delayed Draw Term Loan B, 05/27/21(a)(c)(d)

      200,000         198,450   
     

 

 

  
        807,366   
     

 

 

  

Utilities 0.2%

      

Astoria Generating Company Acquisitions LLC, New Term Loan, 8.500%, 10/26/17(b)(c)

      114,000         117,135   

Calpine Construction Finance Co., L.P., Original Term Loan B1, 3.000%, 05/03/20(b)(c)

      321,750         315,582   

 

See Notes to Schedules of Portfolio Investments.

Calpine Construction Finance Co., L.P., Original Term Loan B2, 3.250%, 01/31/22(b)(c)

      143,179         141,711   

EFS Cogen Holdings I LLC, Term Loan B, 3.750%, 12/17/20(b)(c)

      229,656         230,039   

Empire Generating Co. LLC, Term Loan B, 5.250%, 03/12/21(b)(c)

      158,516         159,903   

Empire Generating Co. LLC, Term Loan C, 5.250%, 03/12/21(b)(c)

      11,087         11,184   

Exgen Renewables I LLC, Term Loan, 5.250%, 02/08/21(b)(c)

      143,791         145,768   

Polarpak, Inc., USD 1st Lien Canadian Borrower, 4.500%, 06/05/20(b)(c)

      84,350         84,350   

Power Team Services LLC, 1st Lien Term Loan, 4.250%, 05/06/20(b)(c)

      189,436         185,173   

Power Team Services LLC, Delayed Draw Term Loan, 4.250%, 05/06/20(b)(c)

      10,064         9,838   

Viva Alamo LLC, Term Loan B, 4.750%, 02/20/21(b)(c)

      104,738         105,785   
     

 

 

  
        1,506,468   
     

 

 

  

Wireless Communication 0.0%(e)

      

GOGO LLC, Term Loan, 11.250%, 06/21/17(b)(c)

      301,074         316,128   
     

 

 

  

Total Bank Loans (Cost $47,252,396)

  

      47,377,305   
     

 

 

  

Corporate Bonds 22.3%

      

Aerospace/Defense 0.3%

      

L-3 Communications Corp., 3.950%, 05/28/24

      2,711,000         2,729,508   
     

 

 

  

Agriculture 0.2%

      

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

      2,142,000         2,160,727   
     

 

 

  

Airlines 0.7%

      

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

      4,758,844         5,151,448   

United Airlines Pass Through Trust, Series 2014-1, Cl A, 4.000%, 10/11/27, Series A

      2,049,000         2,077,174   
     

 

 

  
        7,228,622   
     

 

 

  

Auto Manufacturers 0.7%

      

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

      1,632,000         1,739,484   

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

      3,573,000         4,100,017   

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

      1,439,000         1,484,055   
     

 

 

  
        7,323,556   
     

 

 

  

Auto Parts & Equipment 0.2%

      

Delphi Corp., 4.150%, 03/15/24

      1,512,000         1,569,972   
     

 

 

  

Banks 5.3%

      

Bank of America Corp., 2.600%, 01/15/19

      2,672,000         2,703,431   

Bank of America Corp., 4.000%, 04/01/24, MTN

      1,588,000         1,620,603   

Bank of America NA, 1.250%, 02/14/17

      3,559,000         3,563,410   

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

      3,968,000         4,032,674   

Citigroup, Inc., 4.950%, 11/07/43

      2,679,000         2,860,634   

Credit Suisse New York, 2.300%, 05/28/19, MTN

      3,793,000         3,799,092   

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

      3,135,000         3,124,473   

Goldman Sachs Group, Inc. (The), 2.625%, 01/31/19

      3,455,000         3,501,960   

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

      1,497,000         1,542,386   

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

      1,869,000         1,877,130   

Intesa Sanpaolo SpA, 5.017%, 06/26/24(c)

      2,204,000         2,230,040   

JPMorgan Chase & Co., 3.625%, 05/13/24

      3,023,000         3,035,119   

JPMorgan Chase & Co., Series V, 5.000%(b)(f)

      3,167,000         3,155,263   

KeyBank NA, 1.650%, 02/01/18

      1,557,000         1,558,341   

Morgan Stanley, 5.000%, 11/24/25

      2,878,000         3,069,583   

Morgan Stanley, Series F, 3.875%, 04/29/24, Series F

      1,485,000         1,502,998   

Morgan Stanley, Series H, 5.450%(b)(f)

      880,000         896,051   

PNC Funding Corp., 3.300%, 03/08/22

      454,000         462,993   

US Bank NA, 1.100%, 01/30/17

      2,710,000         2,720,217   

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

      2,507,000         2,521,636   

Wells Fargo & Co., 4.100%, 06/03/26, MTN

      3,229,000         3,269,682   
     

 

 

  
        53,047,716   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Beverages 0.2%

  

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

      2,020,000         2,081,598   
     

 

 

  

Chemicals 0.2%

      

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

      1,548,000         1,597,302   
     

 

 

  

Commercial Services 0.4%

      

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

      935,000         964,254   

ERAC USA Finance LLC, 3.850%, 11/15/24(c)

      991,000         998,341   

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

      1,049,000         1,191,626   

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

      807,000         839,528   
     

 

 

  
        3,993,749   
     

 

 

  

Computers 1.0%

      

Apple, Inc., 2.850%, 05/06/21

      3,456,000         3,485,774   

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

      6,104,000         6,116,104   
     

 

 

  
        9,601,878   
     

 

 

  

Diversified Financial Services 2.0%

      

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

      1,263,000         1,305,704   

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

      2,068,000         2,300,549   

General Electric Capital Corp., 3.450%, 05/15/24, MTN

      2,185,000         2,192,818   

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

      2,195,000         2,204,182   

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

      3,178,000         3,329,575   

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

      1,291,000         1,319,814   

Nomura Holdings, Inc., 2.750%, 03/19/19, MTN

      1,370,000         1,393,698   

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

      2,900,000         2,909,396   

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

      702,000         721,282   

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

      2,244,000         2,449,427   
     

 

 

  
        20,126,445   
     

 

 

  

Electric 0.7%

      

Berkshire Hathaway Energy Co., 6.125%, 04/01/36

      1,130,000         1,401,017   

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

      468,000         478,496   

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

      1,010,000         1,150,728   

FirstEnergy Transmission LLC, 5.450%, 07/15/44(c)

      3,715,000         3,764,016   
     

 

 

  
        6,794,257   
     

 

 

  

Electronics 0.1%

      

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

      919,000         1,020,011   
     

 

 

  

Healthcare - Services 0.2%

      

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

      1,564,000         1,610,238   

UnitedHealth Group, Inc., 4.250%, 03/15/43

      728,000         711,452   
     

 

 

  
        2,321,690   
     

 

 

  

Insurance 1.2%

      

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

      2,601,000         2,969,255   

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

      2,292,000         2,479,937   

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

      2,622,000         2,668,200   

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

      750,000         810,863   

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

      1,878,000         2,091,393   

Reinsurance Group of America, Inc., 4.700%, 09/15/23, MTN

      1,004,000         1,077,099   
     

 

 

  
        12,096,747   
     

 

 

  

Media 0.4%

      

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

      1,905,000         1,975,083   

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

      2,105,000         2,143,770   
     

 

 

  
        4,118,853   
     

 

 

  

Mining 1.6%

      

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

      483,000         530,975   

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

      4,196,000         4,404,776   

 

See Notes to Schedules of Portfolio Investments.

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

      1,083,000         1,138,762   

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

      1,657,000         1,716,480   

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

      2,260,000         2,267,623   

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

      6,147,000         6,460,448   
     

 

 

  
        16,519,064   
     

 

 

  

Miscellaneous Manufacturer 0.3%

      

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

      903,000         918,874   

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

      1,043,000         1,030,119   

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

      879,000         991,727   
     

 

 

  
        2,940,720   
     

 

 

  

Oil & Gas 0.5%

      

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

      1,908,000         1,967,251   

Continental Resources, Inc., 3.800%, 06/01/24(c)

      1,617,000         1,634,472   

Ensco PLC, 4.700%, 03/15/21

      1,566,000         1,705,986   
     

 

 

  
        5,307,709   
     

 

 

  

Oil & Gas Services 0.7%

      

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

      1,409,000         1,461,492   

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

      963,000         1,078,593   

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

      1,706,000         1,934,759   

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

      1,919,000         2,281,035   
     

 

 

  
        6,755,879   
     

 

 

  

Pharmaceuticals 0.5%

      

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

      1,325,000         1,376,546   

Mylan, Inc., 3.125%, 01/15/23(c)

      700,000         672,956   

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

      823,000         938,067   

Teva Pharmaceutical Finance Co. LLC, 6.150%, 02/01/36

      2,063,000         2,494,394   
     

 

 

  
        5,481,963   
     

 

 

  

Pipelines 1.2%

      

Access Midstream Partners LP/ACMP Finance Corp., 4.875%, 03/15/24

      2,804,000         2,961,725   

DCP Midstream Operating LP, 5.600%, 04/01/44

      905,000         999,793   

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

      1,798,000         1,855,092   

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

      3,168,000         3,149,017   

NuStar Logistics LP, 4.800%, 09/01/20

      2,870,000         2,913,050   
     

 

 

  
        11,878,677   
     

 

 

  

Real Estate Investment Trust 0.7%

      

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

      1,654,000         1,621,978   

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

      2,664,000         2,893,445   

Digital Realty Trust LP, 5.875%, 02/01/20(g)

      2,311,000         2,568,462   
     

 

 

  
        7,083,885   
     

 

 

  

Retail 0.4%

      

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

      4,454,000         4,394,570   
     

 

 

  

Semiconductors 0.8%

      

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

      273,000         283,013   

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

      1,031,000         1,057,945   

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

      310,000         303,736   

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

      3,705,000         3,923,621   

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

      2,114,000         2,083,218   
     

 

 

  
        7,651,533   
     

 

 

  

Software 0.3%

      

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

      1,139,000         1,137,476   

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

      1,391,000         1,414,404   
     

 

 

  
        2,551,880   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Telecommunication Services 1.5%

  

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

      3,089,000         3,140,799   

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

      752,000         712,834   

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

      2,706,000         2,716,507   

Cisco Systems, Inc., 2.125%, 03/01/19

      1,792,000         1,805,924   

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

      998,000         1,078,578   

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

      4,829,000         6,077,012   
     

 

 

  
        15,531,654   
     

 

 

  

Total Corporate Bonds (Cost $214,670,083)

  

      223,910,165   
     

 

 

  

Municipal Bond 0.9%

      

New York 0.9%

      

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

      8,531,000         8,632,945   
     

 

 

  

Total Municipal Bond (Cost $8,530,748)

  

      8,632,945   
     

 

 

  

U.S. Government Agency Mortgages 24.3%

      

Federal Home Loan Mortgage Corporation

      

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

      2,426,894         2,520,429   

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

      1,291,522         1,341,498   

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

      5,897,022         6,119,864   

Pool #J18800, 3.000%, 04/01/27(a)

      5,572,992         5,784,289   

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

      3,039,865         3,088,836   

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

      2,485,720         2,525,764   

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

      2,417,888         2,456,839   

Pool #J21439, 2.500%, 12/01/27

      3,198,468         3,249,993   

Pool #J22899, 2.000%, 03/01/28

      231,343         228,510   

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

      5,993,282         6,266,804   

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

      421,496         468,201   

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

      263,171         291,965   

Pool #G04918, 5.000%, 04/01/34

      1,010,654         1,122,171   

Pool #G01828, 4.500%, 04/01/35

      57,095         61,945   

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

      533,730         592,602   

Pool #G01838, 5.000%, 07/01/35

      292,158         324,376   

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

      3,667,092         4,071,138   

Pool #A37900, 4.500%, 09/01/35

      478,116         518,589   

Pool #A39731, 5.000%, 11/01/35

      845,888         937,400   

Pool #G05325, 4.500%, 03/01/36

      4,562,416         4,953,040   

Pool #G02069, 5.500%, 03/01/36

      224,440         251,246   

Pool #Q01807, 4.500%, 07/01/36

      2,261,193         2,450,411   

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

      1,125,757         1,249,070   

Pool #Q06160, 4.000%, 02/01/37

      749,089         794,651   

Pool #G05521, 5.500%, 05/01/37

      508,882         572,497   

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

      2,272,486         2,521,041   

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

      590,585         658,301   

Pool #G07135, 6.000%, 10/01/38

      3,147,577         3,543,858   

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

      4,324,634         4,683,256   

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

      5,249,256         5,684,891   

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

      1,322,354         1,484,419   

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

      1,344,347         1,428,374   

Pool #A89384, 4.000%, 10/01/39

      280,477         297,536   

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

      2,007,689         2,129,803   

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

      3,124,637         3,383,350   

Pool #A93101, 5.000%, 07/01/40

      1,409,120         1,560,914   

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

      5,082,506         5,665,264   

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

      1,245,678         1,349,389   

Pool #A94362, 4.000%, 10/01/40

      2,530,310         2,689,559   

Pool #G06061, 4.000%, 10/01/40

      3,890,282         4,126,902   

Pool #A94742, 4.000%, 11/01/40

      428,347         455,003   

 

See Notes to Schedules of Portfolio Investments.

Pool #A95084, 4.000%, 11/01/40

      468,724         503,055   

Pool #A95085, 4.000%, 11/01/40(a)

      2,328,567         2,470,199   

Pool #A95796, 4.000%, 12/01/40

      1,730,066         1,835,294   

Pool #A95822, 4.000%, 12/01/40

      3,808,806         4,046,221   

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

      552,871         598,616   

Pool #Q00291, 5.000%, 04/01/41

      452,104         501,727   

Pool #Q17103, 4.000%, 06/01/41

      493,154         524,674   

Pool #G06802, 4.500%, 10/01/41

      4,273,616         4,627,336   
     

 

 

  
     109,011,110   
     

 

 

  

Federal National Mortgage Association

      

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

      715,820         695,820   

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

      902,000         910,652   

Pool #AM4353, 3.740%, 09/01/23

      989,978         1,058,466   

Pool #AM5696, 3.370%, 05/01/24

      4,072,000         4,236,275   

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

      1,907,425         1,983,799   

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

      2,701,271         2,812,764   

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

      1,652,088         1,633,023   

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

      4,300,512         4,250,889   

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

      1,774,168         1,804,692   

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

      1,420,259         1,403,870   

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

      1,296,197         1,318,494   

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

      1,786,861         1,817,604   

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

      11,088,105         10,960,144   

Pool #MA0199, 4.000%, 10/01/29

      306,648         328,239   

Pool #MA0427, 4.000%, 05/01/30

      415,379         444,652   

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

      920,597         990,284   

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

      1,526,585         1,643,099   

Pool #AB4168, 3.500%, 01/01/32

      5,765,030         6,046,576   

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

      2,883,396         3,024,114   

Pool #AK4934, 3.500%, 02/01/32

      97,590         102,307   

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

      4,164,867         4,367,097   

Pool #MA1630, 4.000%, 10/01/33

      1,585,659         1,699,378   

Pool #255458, 5.500%, 11/01/34

      348,054         391,528   

Pool #843434, 5.500%, 05/01/35

      597,850         672,165   

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

      1,094,031         1,186,693   

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

      2,680,382         3,027,362   

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

      1,277,032         1,383,594   

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

      3,359,491         3,570,354   

Pool #745950, 6.000%, 11/01/36

      2,806,422         3,170,313   

Pool #AJ5974, 4.000%, 12/01/36

      699,066         742,944   

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

      1,703,678         1,914,908   

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

      596,365         676,037   

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

      253,028         284,946   

Pool #995243, 4.500%, 08/01/38

      2,655,269         2,876,839   

Pool #AU4728, 4.000%, 09/01/38

      2,033,446         2,161,078   

Pool #930672, 4.500%, 03/01/39

      2,041,928         2,233,558   

Pool #995724, 6.000%, 04/01/39

      2,215,496         2,500,579   

Pool #AC1877, 4.500%, 09/01/39

      1,395,142         1,512,243   

Pool #AC5445, 5.000%, 11/01/39

      1,535,872         1,724,108   

Pool #AE0215, 4.000%, 12/01/39

      1,134,362         1,205,561   

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

      9,044,017         9,611,676   

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

      1,123,036         1,227,156   

Pool #AD1649, 4.000%, 03/01/40

      1,212,094         1,288,172   

Pool #AE0216, 4.000%, 08/01/40

      2,615,712         2,779,890   

Pool #AD8033, 4.000%, 08/01/40

      477,450         507,417   

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

      2,544,296         2,784,642   

Pool #AE4192, 4.000%, 10/01/40

      3,605,624         3,835,471   

Pool #AE4113, 4.000%, 10/01/40

      767,613         815,793   

Pool #AE0624, 4.000%, 11/01/40

      1,700,322         1,807,045   

 

See Notes to Schedules of Portfolio Investments.

Pool #AE4414, 4.000%, 11/01/40

      4,174,504         4,436,522   

Pool #AE5143, 4.000%, 11/01/40

      546,639         580,949   

Pool #AE9284, 4.000%, 11/01/40

      966,390         1,027,046   

Pool #AE0625, 4.000%, 12/01/40

      1,236,072         1,318,706   

Pool #AL0005, 4.500%, 01/01/41

      1,356,507         1,470,203   

Pool #AL0240, 4.000%, 04/01/41

      2,929,884         3,119,003   

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

      1,548,919         1,683,835   

Pool #AL0215, 4.500%, 04/01/41

      6,197,108         6,724,929   

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

      4,384,433         4,781,758   

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

      308,987         335,467   
     

 

 

  
     134,902,728   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $237,688,214)

  

      243,913,838   
     

 

 

  

U.S. Treasury Obligations 33.5%

      

U.S. Treasury Bond 3.6%

      

3.625%, 02/15/44

      33,938,000         35,815,179   
     

 

 

  

U.S. Treasury Notes 29.9%

      

0.500%, 10/15/14

      35,800,000         35,844,750   

0.875%, 02/28/17

      101,874,000         102,248,081   

1.500%, 01/31/19(h)

      60,202,000         60,164,374   

2.500%, 05/15/24

      101,406,000         101,263,423   
     

 

 

  
     299,520,628   
     

 

 

  

Total U.S. Treasury Obligations (Cost $333,785,233)

  

      335,335,807   
     

 

 

  

Foreign Government Bonds 1.1%

      

Sovereign 1.1%

      

Brazilian Government International Bond, 7.125%, 01/20/37

      1,078,000         1,363,670   

Colombia Government International Bond, 7.375%, 09/18/37

      609,000         828,240   

Indonesia Government International Bond, 6.625%, 02/17/37(c)

      2,912,000         3,232,320   

Mexico Government International Bond, 5.550%, 01/21/45

      2,752,000         3,130,400   

Turkey Government International Bond, 6.875%, 03/17/36

      1,900,000         2,237,250   
     

 

 

  

Total Foreign Government Bonds (Cost $10,082,071)

         10,791,880   
     

 

 

  

Short-Term Investment 0.3%

      

RidgeWorth Funds Securities Lending Joint Account(i)

      2,615,800         2,615,800   
     

 

 

  

Total Short-Term Investment (Cost $2,615,800)

  

      2,615,800   
     

 

 

  

Money Market Fund 4.8%

      

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

      47,915,038         47,915,038   
     

 

 

  

Total Money Market Fund (Cost $47,915,038)

  

      47,915,038   
     

 

 

  

Total Investments

(Cost $1,009,215,537) — 102.7%

         1,028,811,146   

Liabilities in Excess of Other Assets — (2.7)%

         (27,334,319 ) 
     

 

 

  

Net Assets — 100.0%

       $ 1,001,476,827   
     

 

 

  

 

(a) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(b) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(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 13.4% of net assets as of June 30, 2014.
(d) The security does not have a stated settlement date and will receive a rate upon settling with the custodian.
(e) Less than 0.05% of Net Assets.
(f) Perpetual maturity.

 

See Notes to Schedules of Portfolio Investments.

(g) The security or a partial position of the security was on loan as of June 30, 2014. The total value of securities on loan as of June 30, 2014 was $2,561,062.
(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 June 30, 2014 (See Note 2(i)).
(j) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

MTN    – Medium Term Note
RB    – Revenue Bond
REMIC    – Real Estate Mortgage Investment Conduit

At June 30, 2014, the Fund’s open credit default swap contracts were as follows:

OTC Credit Default Swap Contract – Buy Protection

 

Underlying

Instrument

    Counterparty    Notional
Amount		      Fixed
Rate		     Expiration
Date		      Implied
Credit
Spread*		     Upfront
Payment
Made		     Value     Unrealized
Depreciation		  

Target Corp.

    Barclays Bank PLC    $ 2,000,000         1.000 %      06/20/19         4.193 %    $ (58,319 )    $ (58,907 )    $ (588 ) 

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.

OTC Credit Default Swap Contract – Sell Protection

 

Underlying

Instrument

    Counterparty    Notional
Amount		      Fixed
Rate		     Expiration
Date		      Implied
Credit
Spread*		     Upfront
Payment
Made		     Value     Unrealized
Depreciation		  

Kohl’s Corp.

    JPMorgan    $ 2,000,000         1.000 %      09/20/19         12.492 %    $ (19,450 )    $ (24,801 )    $ (5,351 ) 

The notional amount represents the maximum potential amount the Fund could be required to pay as seller of credit protection if a credit event occurs, as defined under the terms of the swap contract, for each security included in Kohl’s Corp.

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at June 30, 2014.

 

* 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.

At June 30, 2014, the Fund’s open interest rate swap contracts were as follows:

OTC Interest Rate Swap Contracts

 

Counterparty

    Payments Made by Fund    Payments
Received by
Fund		    Notional Amount      Expiration
Date		      Upfront
Payment
Made
(Received)		      Value     Unrealized
Appreciation
(Depreciation)		  

JPMorgan

    BZDIOVRA-Floating    11.08-Fixed    BRL  44,516,980         1/2/2017       $ —       $ (76,038 )    $ (76,038 ) 

JPMorgan

    BZDIOVRA-Floating    11.76-Fixed    BRL 18,649,146         1/2/2017         —         134,363        134,363   
              

 

 

     

 

 

    

 

 

  
   $ —       $ 58,325      $ 58,325   
              

 

 

     

 

 

    

 

 

  

 

BRL    – Brazilian Real
BZDIOVRA    – Brazil Interbank

 

See Notes to Schedules of Portfolio Investments.

The value column indicates the impact each respective swap agreement has on the Fund’s Net Assets at June 30, 2014.

Forward Foreign Currency Contracts

At June 30, 2014, the Fund’s forward foreign currency contracts were as follows:

 

Currency

    Counterparty      Delivery
Date		      Contract
Amount in
Local Currency		      Contract
Value in USD		      Market Value      Unrealized
Appreciation
(Depreciation)		  

Short

  

Australian Dollar

      JPMorgan         07/28/14         11,184,233       $ 10,310,000       $ 10,526,572       $ (216,572 ) 

Euro

      JPMorgan         07/14/14         14,781,474         20,667,694         20,241,190         426,504   

Japanese Yen

      JPMorgan         07/07/14         1,166,852,200         11,406,637         11,518,638         (112,001 ) 

Japanese Yen

      JPMorgan         10/02/14         1,042,902,436         10,299,101         10,301,472         (2,371 ) 
           

 

 

     

 

 

     

 

 

  

Total Short Contracts

             $ 52,683,432       $ 52,587,872       $ 95,560   
           

 

 

     

 

 

     

 

 

  

Long

                  

Chilean Peso

      JPMorgan         09/16/14         2,295,717,000       $ 4,100,227       $ 4,118,555       $ 18,328   

Euro

      JPMorgan         07/14/14         7,390,000         10,046,409         10,119,586         73,177   

Japanese Yen

      JPMorgan         07/07/14         1,166,852,200         11,507,155         11,518,638         11,483   

Mexican Peso

      JPMorgan         08/11/14         460,788,607         35,331,402         35,419,399         87,997   
           

 

 

     

 

 

     

 

 

  

Total Long Contracts

             $ 60,985,193       $ 61,176,178       $ 190,985   
           

 

 

     

 

 

     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Ultra-Short Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Asset-Backed Securities 12.5%

      

Automobiles 7.8%

      

Ally Auto Receivables Trust, Series 2010-4, Cl A4, 1.350%, 12/15/15

      436,130         436,787   

AmeriCredit Automobile Receivables Trust, Series 2014-2, Cl A2A, 0.540%, 10/10/17

      1,065,000         1,065,037   

California Republic Auto Receivables Trust, Series 2014-1, Cl A3, 0.850%, 05/15/1(a)

      620,000         620,090   

Ford Credit Auto Owner Trust, Series 2010-B, Cl A4, 1.580%, 09/15/15

      28,221         28,259   

Ford Credit Auto Owner Trust, Series 2011-B, Cl A4, 1.350%, 12/15/16

      829,009         832,785   

Harley-Davidson Motorcycle Trust, Series 2011-1, Cl A3, 0.960%, 05/16/16

      46,363         46,373   

Harley-Davidson Motorcycle Trust, Series 2011-2, Cl A3, 1.110%, 09/15/16

      177,206         177,454   

Honda Auto Receivables Owner Trust, Series 2013-2, Cl A3, 0.530%, 02/16/17

      2,655,000         2,658,144   

Honda Auto Receivables Owner Trust, Series 2014-1, Cl A2, 0.410%, 09/21/16

      520,000         519,852   

Hyundai Auto Receivables Trust, Series 2011-C, Cl A4, 1.300%, 02/15/18

      1,475,000         1,486,434   

Nissan Auto Receivables Owner Trust, Series 2013-A, Cl A2, 0.370%, 09/15/15

      47,199         47,199   

Volkswagen Auto Loan Enhanced Trust, Series 2012-1, Cl A3, 0.850%, 08/22/16

      324,831         325,559   

World Omni Automobile Lease Securitization Trust, Series 2012-A, Cl A3, 0.930%, 11/16/15

      559,552         560,185   

World Omni Automobile Lease Securitization Trust, Series 2013-A, Cl A2B, 0.472%, 05/16/16(b)

      2,541,147         2,543,363   
     

 

 

  
        11,347,521   
     

 

 

  

Credit Card 4.1%

      

American Express Credit Account Master Trust, Series 2014-2, Cl A, 1.260%, 01/15/20(c)

      1,000,000         999,980   

BA Credit Card Trust, Series 2014-A2, Cl A, 0.422%, 09/16/19(b)

      1,250,000         1,251,059   

Capital One Multi-Asset Execution Trust, Series 2013-A3, Cl A3, 0.960%, 09/16/19

      1,035,000         1,035,129   

Chase Issuance Trust, Series 2014-A1, Cl A1, 1.150%, 01/15/19

      1,300,000         1,303,810   

Citibank Credit Card Issuance Trust, Series 2013-A10, Cl A10, 0.730%, 02/07/18

      1,300,000         1,303,203   
     

 

 

  
        5,893,181   
     

 

 

  

Other 0.2%

      

FPL Recovery Funding LLC, Series 2007-A, Cl A3, 5.127%, 08/01/17

      294,065         300,755   
     

 

 

  

Student Loan Asset Backed Security 0.4%

      

SLM Student Loan Trust, Series 2013-5, Cl A1, 0.412%, 05/25/18(b)

      554,418         554,456   
     

 

 

  

Total Asset-Backed Securities (Cost $18,084,612)

  

      18,095,913   
     

 

 

  

Collateralized Mortgage Obligations 24.3%

      

Agency Collateralized Mortgage Obligations 6.0%

      

Federal Home Loan Mortgage Corporation

      

Series 3792, Cl DF, REMIC, 0.552%, 11/15/40(a)(b)

      1,702,280         1,710,206   

Series 3824, Cl FA, REMIC, 0.302%, 03/15/26(b)

      832,212         831,119   
     

 

 

  
     2,541,325   
     

 

 

  

Federal National Mortgage Association

      

Series 2005-92, Cl UF, 0.502%, 10/25/25(b)

      203,437         204,214   

Series 2007-109, Cl NF, 0.702%, 12/25/37(a)(b)

      709,274         714,644   

Series 2007-54, Cl KF, 0.462%, 06/25/37(b)

      404,551         404,095   

Series 2009-37, Cl HA, 4.000%, 04/25/19

      68,540         71,526   

Series 2010-134, Cl BF, 0.582%, 10/25/40(a)(b)

      879,487         881,180   

Series 2011-M1, Cl FA, 0.602%, 06/25/21(a)(b)

      1,490,666         1,499,652   

Series 2013-M5, Cl ASQ2, 0.595%, 08/25/15

      1,369,188         1,371,899   
     

 

 

  
     5,147,210   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

NCUA Guaranteed Notes

      

Series 2011-R5, Cl 1A, 0.532%, 04/06/20(b)

      556,857         557,913   

Series 2011-R6, Cl 1A, 0.532%, 05/07/20(b)

      474,973         475,461   
     

 

 

  
     1,033,374   
     

 

 

  
        8,721,909   
     

 

 

  

Agency Collateralized Planned Amortization Class Mortgage Obligations 0.4%

      

Federal Home Loan Mortgage Corporation

      

Series 3200, Cl FP, 0.352%, 08/15/36(b)

      332,066         330,388   
     

 

 

  

Federal National Mortgage Association

      

Series 2005-42, Cl PF, 0.352%, 05/25/35(b)

      187,199         187,267   
     

 

 

  
        517,655   
     

 

 

  

Commercial Mortgage Backed Securities 16.7%

      

Banc of America Commercial Mortgage, Inc.

      

Series 2004-6, Cl AJ, 4.870%, 12/10/42(a)(b)

      1,535,000         1,557,540   

Series 2005-2, Cl AM, 4.913%, 07/10/43(b)

      185,000         191,643   
     

 

 

  
     1,749,183   
     

 

 

  

Bear Stearns Commercial Mortgage Securities Trust

      

Series 2005-PW10, Cl A4, 5.405%, 12/11/40(b)

      1,000,000         1,040,216   

Series 2006-PW14, Cl A4, 5.201%, 12/11/38

      1,715,000         1,862,646   
     

 

 

  
     2,902,862   
     

 

 

  

Commercial Mortgage Trust

      

Series 2005-C6, Cl A5A, 5.116%, 06/10/44(b)

      954,792         987,210   

Series 2005-C6, Cl AJ, 5.209%, 06/10/44(b)

      945,000         981,361   
     

 

 

  
     1,968,571   
     

 

 

  

Credit Suisse Commercial Mortgage Trust

      

Series 2006-C3, Cl A3, 5.982%, 06/15/38(b)

      818,723         879,242   

Series 2006-C5, Cl A3, 5.311%, 12/15/39(a)

      1,580,000         1,705,469   
     

 

 

  
     2,584,711   
     

 

 

  

Credit Suisse First Boston Mortgage Securities Corp.

      

Series 2005-C1, Cl A4, 5.014%, 02/15/38(b)

      404,200         407,345   
     

 

 

  

FDIC Structured Sale Guaranteed Notes

      

Series 2011-C1, Cl A, 1.840%, 04/25/31(a)(b)(d)

      229,277         230,058   
     

 

 

  

Federal National Mortgage Association

      

Series 2013-M11, Cl A, 1.500%, 01/25/18

      2,157,491         2,164,054   
     

 

 

  

GMAC Commercial Mortgage Securities, Inc.

      

Series 2004-C3, Cl A4, 4.547%, 12/10/41

      229,134         229,202   

Series 2005-C1, Cl AM, 4.754%, 05/10/43

      1,681,925         1,734,048   
     

 

 

  
     1,963,250   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Corp.

      

Series 2005-LDP3, Cl A4A, 4.936%, 08/15/42(b)

      310,526         320,659   
     

 

 

  

JPMorgan Chase Commercial Mortgage Securities Trust

      

Series 2004-CBX, Cl A5, 4.654%, 01/12/37(a)

      349,316         349,159   

Series 2005-LDP1, Cl A4, 5.038%, 03/15/46(b)

      1,050,728         1,058,716   
     

 

 

  
     1,407,875   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

LB Commercial Mortgage Trust

      

Series 1998-C4, Cl G, 5.600%, 10/15/35(d)

      84,981         85,308   
     

 

 

  

LB-UBS Commercial Mortgage Trust

      

Series 2004-C7, Cl A6, 4.786%, 10/15/29(a)(b)

      258,911         259,627   

Series 2006-C7, Cl A3, 5.347%, 11/15/38

      1,020,000         1,111,239   
     

 

 

  
     1,370,866   
     

 

 

  

Merrill Lynch Mortgage Trust

      

Series 2005-CKI1, Cl A6, 5.457%, 11/12/37(b)

      1,407,554         1,466,096   
     

 

 

  

Morgan Stanley Bank of America Merrill Lynch Trust

      

Series 2013-C12, Cl A1, 1.313%, 10/15/46

      1,187,541         1,191,331   

Series 2014-C14, Cl A1, 1.250%, 02/15/47

      426,915         426,771   
     

 

 

  
     1,618,102   
     

 

 

  

Morgan Stanley Capital I Trust

      

Series 2006-IQ12, Cl A1A, 5.319%, 12/15/43

      525,394         569,477   
     

 

 

  

Wachovia Bank Commercial Mortgage Trust

      

Series 2005-C20, Cl A7, 5.118%, 07/15/42(b)

      347,186         358,738   

Series 2005-C21, Cl A4, 5.414%, 10/15/44(b)

      1,442,037         1,505,379   

Series 2005-C22, Cl A4, 5.455%, 12/15/44(a)(b)

      1,370,000         1,436,681   
     

 

 

  
     3,300,798   
     

 

 

  
        24,109,215   
     

 

 

  

Whole Loan Collateral Mortgage Obligations 1.2%

      

Banc of America Mortgage Securities, Inc.

      

Series 2003-F, Cl 1A1, 2.498%, 07/25/33(a)(b)

      382,282         368,473   
     

 

 

  

Firstmac Mortgage Funding Trust Series

      

Series 2014-1AA, Cl A2A, 0.502%, 06/26/15(b)(d)

      1,350,000         1,350,000   
     

 

 

  
        1,718,473   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $35,021,863)

  

      35,067,252   
     

 

 

  

Corporate Bonds 54.2%

      

Advertising 0.4%

      

Omnicom Group, Inc., 5.900%, 04/15/16

      505,000         548,269   
     

 

 

  

Auto Manufacturers 2.3%

      

Daimler Finance North America LLC, 1.085%, 08/01/18(b)(d)

      1,665,000         1,682,384   

PACCAR Financial Corp., 0.830%, 12/06/18, MTN(b)

      445,000         449,080   

Volkswagen Group of America Finance LLC, 1.250%, 05/23/17(d)

      455,000         455,321   

Volkswagen International Finance, 0.666%, 11/18/16(b)(d)

      785,000         787,969   
     

 

 

  
        3,374,754   
     

 

 

  

Banks 13.9%

      

Bank of America Corp., 1.050%, 03/22/16, MTN(a)(b)

      725,000         730,401   

Bank of America Corp., 5.300%, 09/30/15, Series B, MTN

      865,000         913,155   

Bank of Nova Scotia, 0.428%, 02/19/15

      405,000         405,496   

Branch Banking & Trust Co., 0.550%, 09/13/16(b)

      900,000         896,413   

Branch Banking & Trust Co., 0.657%, 12/01/16(b)

      1,215,000         1,219,065   

Capital One Financial Corp., 0.863%, 11/06/15(b)

      740,000         743,611   

Citigroup, Inc., 1.350%, 03/10/17

      1,167,000         1,166,332   

Fifth Third Bank, 0.900%, 02/26/16

      2,020,000         2,025,199   

Goldman Sachs Group, Inc. (The), 5.950%, 01/18/18

      1,750,000         1,988,088   

JPMorgan Chase & Co., 0.847%, 02/26/16, MTN(b)

      725,000         729,100   

JPMorgan Chase & Co., 5.150%, 10/01/15

      635,000         668,637   

JPMorgan Chase & Co., 6.125%, 06/27/17 )

      595,000         670,038   

KeyBank NA, 0.717%, 11/25/16 b)

      1,620,000         1,627,718   

 

See Notes to Schedules of Portfolio Investments.

KeyBank NA, 1.100%, 11/25/16

      600,000         602,269   

Morgan Stanley, 1.477%, 02/25/16(a)(b)

      720,000         730,061   

Morgan Stanley, 5.375%, 10/15/15

      780,000         825,909   

PNC Funding Corp., 2.700%, 09/19/16

      1,940,000         2,014,591   

Wachovia Bank NA, 0.561%, 03/15/16, MTN(a)(b)

      1,271,000         1,271,908   

Wells Fargo & Co., 1.250%, 07/20/16

      860,000         867,424   
     

 

 

  
        20,095,415   
     

 

 

  

Beverages 0.9%

      

Dr. Pepper Snapple Group, Inc., 2.900%, 01/15/16

      425,000         439,529   

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

      755,000         778,023   
     

 

 

  
        1,217,552   
     

 

 

  

Biotechnology 1.5%

      

Gilead Sciences, Inc., 2.400%, 12/01/14

      2,140,000         2,157,387   
     

 

 

  

Chemicals 1.4%

      

Ecolab, Inc., 2.375%, 12/08/14

      735,000         741,352   

Sherwin-Williams Co. (The), 3.125%, 12/15/14

      1,265,000         1,280,492   
     

 

 

  
        2,021,844   
     

 

 

  

Commercial Services 0.4%

      

ERAC USA Finance LLC, 1.400%, 04/15/16(d)

      590,000         594,538   
     

 

 

  

Computers 0.8%

      

Apple, Inc., 1.050%, 05/05/17(a)

      340,000         340,459   

Hewlett-Packard Co., 3.000%, 09/15/16(a)

      770,000         801,842   
     

 

 

  
        1,142,301   
     

 

 

  

Distribution/Wholesale 0.5%

      

Glencore Funding LLC, 1.387%, 05/27/16(b)(d)

      745,000         749,507   
     

 

 

  

Diversified Financial Services 4.7%

      

American Express Credit Corp., 0.737%, 07/29/16(b)

      2,154,000         2,167,807   

Ford Motor Credit Co. LLC, 1.006%, 01/17/17, Series 00, MTN(a)(b)

      550,000         553,874   

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

      665,000         739,780   

General Electric Capital Corp., 0.877%, 07/12/16, MTN(b)

      2,010,000         2,028,245   

Hyundai Capital America, 1.875%, 08/09/16(a)(d)

      570,000         578,387   

Woodside Finance Ltd., 4.500%, 11/10/14(a)(d)

      665,000         674,185   
     

 

 

  
        6,742,278   
     

 

 

  

Electric 2.4%

      

Constellation Energy Group, Inc., 4.550%, 06/15/15

      695,000         720,555   

Duke Energy Corp., 0.611%, 04/03/17(b)

      1,010,000         1,013,032   

NextEra Energy Capital Holdings, Inc., 2.600%, 09/01/15

      621,000         634,472   

Nisource Finance Corp., 5.400%, 07/15/14

      600,000         601,079   

PSEG Power LLC, 2.750%, 09/15/16

      530,000         550,219   
     

 

 

  
        3,519,357   
     

 

 

  

Electronics 0.5%

      

Amphenol Corp., 4.750%, 11/15/14

      700,000         710,767   
     

 

 

  

Food 0.4%

      

Kraft Foods Group, Inc., 1.625%, 06/04/15

      610,000         616,279   
     

 

 

  

Healthcare - Services 3.5%

      

Aetna, Inc., 1.750%, 05/15/17

      590,000         597,857   

Providence Health & Services - Washington, 1.035%, 10/01/16(a)(b)

      1,520,000         1,512,996   

UnitedHealth Group, Inc., 1.875%, 11/15/16

      1,450,000         1,484,288   

UnitedHealth Group, Inc., 4.875%, 03/15/15

      545,000         562,624   

WellPoint, Inc., 5.000%, 12/15/14

      899,000         918,116   
     

 

 

  
        5,075,881   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Housewares 0.4%

  

Newell Rubbermaid, Inc., 2.000%, 06/15/15

      520,000         526,627   
     

 

 

  

Information Technology 1.0%

      

Oracle Corp., 0.433%, 07/07/17(c)

      1,440,000         1,440,000   
     

 

 

  

Insurance 5.9%

      

Metropolitan Life Global Funding I, 0.757%, 07/15/16(b)(d)

      2,100,000         2,115,328   

Metropolitan Life Global Funding I, 1.700%, 06/29/15(a)(d)

      220,000         222,445   

New York Life Global Funding, 1.125%, 03/01/17(d)

      2,015,000         2,018,599   

Principal Life Global Funding II, 1.125%, 02/24/17(d)

      805,000         802,925   

Principal Life Global Funding II, 1.200%, 05/19/17(d)

      1,320,000         1,320,928   

Prudential Covered Trust, 2.997%, 09/30/15(d)

      1,996,000         2,044,545   
     

 

 

  
        8,524,770   
     

 

 

  

Machinery-Diversified 0.3%

      

John Deere Capital Corp., 0.363%, 04/12/16, MTN(b)

      400,000         399,856   
     

 

 

  

Media 2.0%

      

NBCUniversal Enterprise, Inc., 0.764%, 04/15/16(b)(d)

      2,155,000         2,166,603   

Viacom, Inc., 1.250%, 02/27/15

      725,000         729,053   
     

 

 

  
        2,895,656   
     

 

 

  

Mining 0.5%

      

Freeport-McMoRan Copper & Gold, Inc., 2.375%, 03/15/18

      735,000         745,957   
     

 

 

  

Oil & Gas 3.3%

      

BP Capital Markets PLC, 0.864%, 09/26/18(b)

      1,450,000         1,463,356   

Devon Energy Corp., 0.681%, 12/15/15(b)

      810,000         813,170   

Ensco PLC, 3.250%, 03/15/16

      900,000         936,674   

EOG Resources, Inc., 2.950%, 06/01/15

      724,000         740,699   

Marathon Oil Corp., 0.900%, 11/01/15(a)

      808,000         810,838   
     

 

 

  
        4,764,737   
     

 

 

  

Pharmaceuticals 2.0%

      

AbbVie, Inc., 1.200%, 11/06/15

      1,995,000         2,008,470   

McKesson Corp., 1.292%, 03/10/17

      445,000         446,176   

McKesson Corp., 2.284%, 03/15/19

      375,000         376,316   
     

 

 

  
        2,830,962   
     

 

 

  

Pipelines 2.2%

      

Enbridge, Inc., 0.885%, 10/01/16(b)

      636,000         639,540   

Energy Transfer Partners LP, 5.950%, 02/01/15

      690,000         708,645   

Enterprise Products Operating LLC, 3.200%, 02/01/16

      770,000         799,900   

Kinder Morgan Energy Partners LP, 3.500%, 03/01/16

      545,000         567,474   

Spectra Energy Partners LP, 2.950%, 06/15/16(a)

      488,000         506,313   
     

 

 

  
        3,221,872   
     

 

 

  

Real Estate Investment Trust 1.0%

      

Simon Property Group LP, 4.200%, 02/01/15

      1,350,000         1,366,253   
     

 

 

  

Software 0.4%

      

Fiserv, Inc., 3.125%, 10/01/15

      565,000         581,234   
     

 

 

  

Telecommunication Services 1.6%

      

American Tower Corp., 4.500%, 01/15/18(a)

      670,000         730,027   

BellSouth Corp., 5.200%, 09/15/14

      415,000         419,053   

Verizon Communications, Inc., 0.631%, 06/09/17(b)

      390,000         390,451   

Verizon Communications, Inc., 2.550%, 06/17/19(a)

      815,000         826,783   
     

 

 

  
        2,366,314   
     

 

 

  

Total Corporate Bonds (Cost $78,018,937)

  

      78,230,367   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Municipal Bonds 2.4%

  

New Jersey 1.2%

      

New Jersey Economic Development Authority, Series Q, RB, 1.096%, 06/15/16

      1,755,000         1,752,455   
     

 

 

  

South Carolina 1.2%

      

South Carolina State Public Service Authority, Series D, RB, 1.251%, 06/01/16(b)

      1,690,000         1,700,022   
     

 

 

  

Total Municipal Bonds (Cost $3,447,086)

  

      3,452,477   
     

 

 

  

U.S. Government Agency Mortgages 7.1%

      

Federal Home Loan Mortgage Corporation

      

Pool #1Q1404, 2.354%, 01/01/37(b)

      867,852         923,537   

Pool #848852, 2.420%, 08/01/37(b)

      1,272,406         1,351,734   
     

 

 

  
     2,275,271   
     

 

 

  

Federal National Mortgage Association

      

Pool #745935, 5.683%, 08/01/16

      1,570,265         1,686,847   

Pool #745889, 5.970%, 08/01/16

      282,052         305,430   

Pool #469408, 0.901%, 11/01/18(a)(b)

      2,766,278         2,762,111   

Pool #995542, 2.247%, 02/01/36(a)(b)

      411,189         437,343   

Pool #AL0968, 2.352%, 12/01/36(b)

      368,346         392,544   

Pool #AD0380, 2.296%, 10/01/37(a)(b)

      565,526         600,622   

Pool #AL0966, 2.365%, 11/01/37(b)

      436,999         465,268   

Pool #AL0967, 2.323%, 04/01/38(b)

      582,568         620,838   

Pool #889807, 2.294%, 08/01/38(b)

      657,861         704,866   
     

 

 

  
     7,975,869   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $10,054,868)

  

      10,251,140   
     

 

 

  

Money Market Fund 0.5%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(e)

      633,405         633,405   
     

 

 

  

Total Money Market Fund (Cost $633,405)

  

      633,405   
     

 

 

  

Total Investments

(Cost $145,260,771) — 101.0%

         145,730,554   

Liabilities in Excess of Other Assets — (1.0)%

         (1,404,678 ) 
     

 

 

  

Net Assets — 100.0%

       $ 144,325,876   
     

 

 

  

 

(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 June 30, 2014.
(c) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(d) 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 12.9% of net assets as of June 30, 2014.
(e) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

MTN    – Medium Term Note
RB    – Revenue Bond
REMIC    – Real Estate Mortgage Investment Conduit

 

See Notes to Schedules of Portfolio Investments.

Open Futures Contracts

At June 30, 2014, the Fund’s open futures contracts were as follows:

 

Description

    Position    Notional
Amount		     Expiration
Month		      Contracts      Unrealized
Depreciation		  

U.S. Treasury 5 Year Note

    Short    $ (4,771,475 )      September 2014         40       $ (6,962 ) 
             

 

 

  

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

U.S. Government Securities Fund

 

     Shares or
Principal
Amount($)		      Value($)  

U.S. Treasury Obligations 98.5%

      

U.S. Treasury Bonds 22.2%

      

7.125%, 02/15/23

      1,551,000         2,136,382   

6.000%, 02/15/26

      226,000         302,063   

4.500%, 02/15/36

      932,000         1,131,943   

3.625%, 02/15/44

      986,000         1,040,538   
     

 

 

  
     4,610,926   
     

 

 

  

U.S. Treasury Notes 76.3%

      

0.375%, 11/15/15

      1,402,000         1,405,177   

0.500%, 06/15/16

      3,465,000         3,469,331   

1.000%, 03/31/17

      3,080,000         3,098,289   

0.750%, 03/31/18

      4,190,000         4,116,675   

1.500%, 01/31/19

      1,830,000         1,828,856   

2.625%, 08/15/20

      1,850,000         1,925,156   
     

 

 

  
     15,843,484   
     

 

 

  

Total U.S. Treasury Obligations (Cost $20,155,485)

  

      20,454,410   
     

 

 

  

Money Market Fund 2.2%

      

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

      461,361         461,361   
     

 

 

  

Total Money Market Fund (Cost $461,361)

  

      461,361   
     

 

 

  

Total Investments

(Cost $20,616,846) — 100.7%

         20,915,771   

Liabilities in Excess of Other Assets — (0.7)%

         (142,307 ) 
     

 

 

  

Net Assets — 100.0%

       $ 20,773,464   
     

 

 

  

 

(a) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(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, 0.468%, 04/30/29 (a)

      1,414,421         1,412,991   
     

 

 

  

Total Asset-Backed Security (Cost $1,411,475)

  

      1,412,991   
     

 

 

  

Collateralized Mortgage Obligations 32.4%

      

Agency Collateralized Mortgage Obligations 18.4%

      

Federal Home Loan Bank

      

Series Y2-2015, Cl 1, 2.600%, 04/20/15

      2,063,251         2,092,686   
     

 

 

  

Federal Home Loan Mortgage Corporation

      

Series 3000, Cl FG, 0.452%, 07/15/25(a)

      2,479,880         2,484,579   

Series 3065, Cl DF, REMIC, 0.532%, 04/15/35(a)

      36,910,681         36,963,722   

Series 3135, Cl FC, 0.452%, 04/15/26(a)

      2,807,063         2,813,262   

Series 3264, Cl FB, 0.522%, 01/15/37(a)

      1,565,593         1,565,798   

Series 3320, Cl FC, 0.322%, 05/15/37(a)(b)

      5,661,598         5,656,876   

Series 3450, Cl AF, 0.862%, 05/15/38(a)(b)

      1,842,943         1,865,948   

Series 3511, Cl FA, 1.152%, 02/15/39(a)(b)

      6,752,712         6,918,322   

Series 3574, Cl MA, 4.000%, 09/15/21

      1,624,019         1,655,023   

Series 3593, Cl F, 0.652%, 03/15/36(a)

      5,422,269         5,490,590   

Series 3792, Cl DF, REMIC, 0.552%, 11/15/40(a)

      3,949,951         3,968,342   

Series 3812, Cl BE, 2.750%, 09/15/18

      4,658,147         4,796,419   

Series 3824, Cl FA, REMIC, 0.302%, 03/15/26(a)

      12,735,073         12,718,339   

Series 3838, Cl LE, REMIC, 3.500%, 04/15/22

      6,565,728         6,850,155   

Series K501, Cl A1, 1.337%, 06/25/16

      1,681,335         1,695,663   
     

 

 

  
     95,443,038   
     

 

 

  

Federal National Mortgage Association

      

Series 2005-92, Cl UF, 0.502%, 10/25/25(a)

      2,421,549         2,430,797   

Series 2006-84, Cl FQ, 0.702%, 09/25/36(a)(b)

      2,890,907         2,912,239   

Series 2007-102, Cl FA, 0.722%, 11/25/37(a)(b)

      3,855,853         3,889,688   

Series 2007-109, Cl NF, 0.702%, 12/25/37(a)(b)

      9,724,561         9,798,186   

Series 2007-2, Cl FM, 0.402%, 02/25/37(a)

      1,812,576         1,809,010   

Series 2007-30, Cl WF, 0.392%, 04/25/37(a)

      10,933,396         10,903,100   

Series 2007-54, Cl KF, 0.462%, 06/25/37(a)

      5,222,389         5,216,493   

Series 2007-88, CI JF, 0.702%, 04/25/37(a)(b)

      6,845,515         6,891,927   

Series 2009-37, Cl HA, 4.000%, 04/25/19

      179,544         187,367   

Series 2010-134, Cl BF, 0.582%, 10/25/40(a)

      9,448,899         9,467,088   

Series 2010-42, Cl AF, 0.752%, 05/25/40(a)

      5,681,481         5,728,240   

Series 2011-38, Cl AH, 2.750%, 05/25/20

      3,662,053         3,769,428   

Series 2011-M1, Cl FA, 0.602%, 06/25/21(a)(b)

      31,954,076         32,146,696   

Series 2012-142, Cl AC, REMIC, 2.000%, 12/25/42

      9,645,132         9,556,657   

Series 2012-M11, Cl FA, 0.674%, 08/25/19(a)

      10,180,323         10,218,530   

Series 2012-M9, Cl ASQ2, 1.513%, 12/25/17

      4,835,081         4,865,977   

Series 3726, Cl DE, REMIC, 1.500%, 08/15/20

      3,099,243         3,130,924   
     

 

 

  
     122,922,347   
     

 

 

  

Mortgage-Linked Amortizing Notes

      

Series 2012-1, Cl A10, 2.060%, 01/15/22

      8,906,658         8,978,018   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

NCUA Guaranteed Notes

      

Series 2010-C1, Cl A1, 1.600%, 10/29/20

      4,529,059         4,555,518   

Series 2010-R1, Cl 1A, 0.602%, 10/07/20(a)

      23,212,645         23,337,482   

Series 2010-R1, Cl 2A, 1.840%, 10/07/20

      6,628,411         6,689,385   

Series 2011-C1, Cl 2A, 0.682%, 03/09/21(a)(b)

      20,959,443         21,073,379   

Series 2011-R1, Cl 1A, 0.602%, 01/08/20(a)

      15,169,873         15,245,222   

Series 2011-R2, Cl 1A, 0.552%, 02/06/20(a)

      19,413,961         19,479,425   

Series 2011-R4, Cl 1A, 0.532%, 03/06/20(a)

      16,146,714         16,185,918   

Series 2011-R6, Cl 1A, 0.532%, 05/07/20(a)

      330         331   
     

 

 

  
     106,566,660   
     

 

 

  
        336,002,749   
     

 

 

  

Agency Collateralized Planned Amortization Class Mortgage Obligations 2.5%

      

Federal Home Loan Mortgage Corporation

      

Series 3200, Cl FP, 0.352%, 08/15/36(a)(b)

      4,918,000         4,893,145   

Series 3925, Cl FD, REMIC, 0.602%, 07/15/40(a)

      3,286,105         3,298,293   
     

 

 

  
     8,191,438   
     

 

 

  

Federal National Mortgage Association

      

Series 2003-73, Cl DF, 0.602%, 10/25/32(a)

      2,015,296         2,024,012   

Series 2005-42, Cl PF, 0.352%, 05/25/35(a)

      2,661,527         2,662,499   

Series 2005-57, Cl EG, 0.452%, 03/25/35(a)

      2,245,429         2,248,640   

Series 2006-123, Cl PF, 0.412%, 01/25/37(a)(b)

      8,115,389         8,087,813   

Series 2006-79, Cl GF, 0.552%, 08/25/36(a)(b)

      17,997,494         18,024,364   

Series 2008-24, Cl PF, REMIC, 0.802%, 02/25/38(a)

      3,618,034         3,660,239   
     

 

 

  
     36,707,567   
     

 

 

  

Government National Mortgage Association

      

Series 2009-69, Cl PV, REMIC, 4.000%, 08/20/39

      1,565,837         1,661,588   
     

 

 

  
        46,560,593   
     

 

 

  

Agency Collateralized Support Mortgage Obligation 0.0%(c)

      

Federal National Mortgage Association

      

Series 1994-22, Cl F, REMIC, 1.352%, 01/25/24(a)

      495,190         509,240   
     

 

 

  

Commercial Mortgage Backed Securities 11.5%

      

FDIC Structured Sale Guaranteed Notes

      

Series 2011-C1, Cl A, 1.840%, 04/25/31(a)(b)(d)

      4,852,384         4,868,901   
     

 

 

  

Federal Home Loan Mortgage Corporation

      

Series K003, Cl A3, 4.324%, 12/25/15

      72,553         75,916   

Series K502, Cl A2, 1.426%, 08/25/17

      50,000         50,422   

Series K701, Cl A1, 2.776%, 06/25/17

      44,593         45,923   

Series K705, Cl A1, 1.626%, 07/25/18

      2,680,851         2,720,707   

Series KF02, Cl A1, 0.532%, 07/25/20(a)

      18,103,546         18,169,516   

Series KF02, Cl A2, 0.702%, 07/25/20(a)

      9,051,773         9,146,047   

Series KF02, Cl A3, 0.782%, 07/25/20(a)

      9,051,773         9,063,405   

Series KF03, Cl A, 0.492%, 01/25/21(a)

      5,993,257         5,997,997   
     

 

 

  
     45,269,933   
     

 

 

  

Federal National Mortgage Association

      

Series 2009-M1, Cl A1, 3.400%, 07/25/19

      5,522,902         5,738,732   

Series 2010-M4, Cl A1, 2.520%, 06/25/20

      554,742         560,834   

Series 2012-M13, Cl ASQ2, 1.246%, 08/25/17

      142,444         143,255   

Series 2012-M14, Cl ASQ2, 1.114%, 02/25/17

      54,883         55,095   

Series 2012-M17, Cl ASQ2, 0.953%, 11/25/15

      20,383,983         20,506,144   

Series 2013-M1, Cl ASQ2, 1.074%, 11/25/16

      19,205,892         19,341,447   

Series 2013-M11, Cl A, 1.500%, 01/25/18

      9,653,204         9,682,569   

Series 2013-M12, Cl A, 1.532%, 10/25/17

      37,792,055         38,231,501   

 

See Notes to Schedules of Portfolio Investments.

Series 2013-M13, Cl FA, 0.502%, 05/25/18(a)

      24,036,573         24,097,433   

Series 2013-M14, Cl FA, 0.502%, 08/25/18(a)

      27,039,298         27,153,350   

Series 2013-M3, Cl ASQ2, 1.083%, 02/25/16

      88,216         88,807   

Series 2013-M4, Cl ASQ2, 1.451%, 02/25/18

      74,749         74,985   

Series 2013-M7, Cl ASQ2, 1.233%, 03/26/18

      117,579         118,043   

Series 2014-M3, Cl ASQ2, 0.558%, 03/25/16

      11,200,000         11,201,624   

Series 2014-M4, Cl ASQ2, 1.272%, 01/25/17

      3,429,273         3,460,929   
     

 

 

  
     160,454,748   
     

 

 

  
        210,593,582   
     

 

 

  

Total Collateralized Mortgage Obligations (Cost $591,333,336)

  

      593,666,164   
     

 

 

  

U.S. Government Agency Mortgages 66.1%

      

Federal Home Loan Mortgage Corporation

      

Pool #972122, 2.100%, 06/01/33(a)

      35,234         36,371   

Pool #847615, 2.537%, 07/01/33(a)(b)

      5,748,364         6,102,911   

Pool #781028, 2.349%, 11/01/33(a)

      3,006,785         3,208,301   

Pool #1B8683, 2.468%, 04/01/34(a)(b)

      17,079,923         18,201,422   

Pool #848744, 2.366%, 05/01/34(a)

      23,370,214         24,823,069   

Pool #847498, 2.462%, 06/01/34(a)

      95,484         101,697   

Pool #847308, 2.451%, 07/01/34(a)

      195,161         207,654   

Pool #1B1889, 2.520%, 07/01/34(a)(b)

      21,984,598         23,427,274   

Pool #847991, 2.350%, 03/01/35(a)

      11,720,393         12,498,851   

Pool #848736, 2.371%, 05/01/35(a)(b)

      37,325,880         39,556,492   

Pool #1H1484, 2.090%, 06/01/35(a)

      154,010         162,510   

Pool #848797, 2.398%, 07/01/35(a)

      4,942,599         5,242,673   

Pool #1L0256, 2.375%, 11/01/35(a)(b)

      4,997,583         5,340,989   

Pool #1Q0025, 2.400%, 02/01/36(a)

      4,460,687         4,744,129   

Pool #1H2602, 2.350%, 03/01/36(a)

      4,626,352         4,931,529   

Pool #1N0169, 1.996%, 07/01/36(a)

      696,032         734,023   

Pool #1Q1407, 2.373%, 07/01/36(a)(b)

      13,486,538         14,419,030   

Pool #848747, 2.448%, 07/01/36(a)

      22,129,582         23,587,945   

Pool #848795, 2.441%, 10/01/36(a)

      2,253,694         2,398,570   

Pool #848569, 2.373%, 11/01/36(a)(b)

      18,665,320         19,890,586   

Pool #848133, 2.375%, 11/01/36(a)

      1,595,642         1,702,817   

Pool #1G2585, 2.850%, 12/01/36(a)

      170,335         182,594   

Pool #1Q1404, 2.354%, 01/01/37(a)

      16,609,284         17,675,023   

Pool #1J0331, 2.571%, 03/01/37(a)

      715,972         769,159   

Pool #1Q1195, 2.192%, 05/01/37(a)(b)

      20,004,327         21,138,823   

Pool #848796, 2.393%, 05/01/37(a)(b)

      38,266,022         40,682,308   

Pool #1Q1282, 2.137%, 07/01/37(a)

      4,629,595         4,923,650   

Pool #1N1664, 2.395%, 07/01/37(a)

      5,520,037         5,905,355   

Pool #1J0533, 2.570%, 07/01/37(a)

      32,904         35,179   

Pool #848852, 2.420%, 08/01/37(a)

      27,185,260         28,880,114   

Pool #1Q0652, 2.331%, 02/01/38(a)

      2,871,163         3,065,096   

Pool #1Q1405, 2.397%, 04/01/39(a)

      5,378,794         5,725,479   

Pool #1Q1420, 2.470%, 09/01/39(a)

      23,163,899         24,783,465   

Pool #1B4755, 3.526%, 06/01/40(a)(b)

      5,732,523         6,110,675   
     

 

 

  
     371,195,763   
     

 

 

  

Federal National Mortgage Association

      

Pool #735028, 5.856%, 09/01/14

      1,338,787         1,336,394   

Pool #735387, 4.909%, 04/01/15

      103,401         104,928   

Pool #735953, 5.138%, 08/01/15

      14,055         14,527   

Pool #462011, 5.155%, 08/01/15

      127,657         130,486   

Pool #465821, 2.900%, 09/01/15

      1,031,284         1,049,327   

Pool #387590, 4.900%, 09/01/15

      1,930,979         1,998,309   

Pool #462018, 5.365%, 09/01/15

      424,967         436,321   

Pool #466534, 2.040%, 11/01/15

      1,295,000         1,300,553   

 

See Notes to Schedules of Portfolio Investments.

Pool #745100, 4.846%, 11/01/15

      6,692,208         6,925,936   

Pool #462085, 5.315%, 11/01/15

      4,620,547         4,819,525   

Pool #387740, 5.245%, 12/01/15

      1,138,054         1,194,163   

Pool #467123, 2.760%, 01/01/16

      12,500,000         12,771,191   

Pool #467141, 2.780%, 01/01/16

      6,731,863         6,889,679   

Pool #467080, 3.090%, 01/01/16

      15,270,000         15,624,418   

Pool #467200, 3.360%, 01/01/16

      4,741,425         4,741,254   

Pool #745504, 5.133%, 02/01/16

      3,627,074         3,807,075   

Pool #745530, 5.273%, 04/01/16

      125,217         132,594   

Pool #467607, 3.090%, 05/01/16

      4,840,559         4,985,176   

Pool #995887, 4.500%, 05/01/16

      23,233         24,349   

Pool #745727, 5.261%, 05/01/16

      4,651,629         4,853,201   

Pool #468647, 2.260%, 07/01/16(b)

      17,930,000         18,374,827   

Pool #462237, 5.525%, 07/01/16

      154,839         168,534   

Pool #745764, 5.732%, 07/01/16

      11,386,374         12,336,866   

Pool #468795, 2.470%, 08/01/16

      15,200,000         15,634,586   

Pool #463420, 4.050%, 09/01/16

      6,272,948         6,339,656   

Pool #888015, 5.537%, 11/01/16

      519,973         562,494   

Pool #469673, 2.080%, 12/01/16

      5,182,950         5,302,785   

Pool #469807, 2.250%, 12/01/16

      66,764         68,672   

Pool #874196, 5.360%, 12/01/16

      730,000         797,747   

Pool #470340, 2.090%, 01/01/17

      4,452,522         4,561,507   

Pool #735745, 5.012%, 01/01/17

      513,275         522,469   

Pool #464600, 3.735%, 02/01/17

      936,547         987,948   

Pool #470775, 2.300%, 03/01/17

      57,623         59,362   

Pool #471016, 1.700%, 04/01/17

      50,000         50,947   

Pool #874903, 5.520%, 05/01/17

      961,415         1,059,102   

Pool #889232, 5.495%, 06/01/17

      2,989,596         3,286,596   

Pool #466009, 2.840%, 09/01/17

      1,029,175         1,078,019   

Pool #466487, 2.770%, 11/01/17

      2,155,203         2,252,913   

Pool #888969, 5.932%, 11/01/17

      3,031,670         3,432,598   

Pool #467010, 3.520%, 01/01/18

      5,601,763         5,983,613   

Pool #385912, 5.350%, 02/01/18

      5,812,428         6,482,694   

Pool #467288, 2.800%, 03/01/18

      1,614,102         1,691,820   

Pool #AM3464, 1.180%, 05/01/18

      17,165,000         17,305,312   

Pool #AM3462, 1.360%, 05/01/18

      11,733,831         11,684,628   

Pool #AL0561, 3.743%, 06/01/18

      19,692,825         21,304,904   

Pool #469334, 0.581%, 10/01/18(a)

      5,000,000         4,990,536   

Pool #469482, 0.981%, 10/01/18(a)

      13,339,191         13,319,068   

Pool #469408, 0.901%, 11/01/18(a)(b)

      37,819,043         37,762,068   

Pool #466263, 2.970%, 11/01/18

      6,097,883         6,383,375   

Pool #AM6261, 0.372%, 07/01/19(a)(e)

      15,370,000         15,370,000   

Pool #466804, 0.731%, 12/01/20(a)

      13,370,000         13,353,376   

Pool #470556, 0.851%, 12/01/20(a)

      21,070,000         21,044,247   

Pool #469856, 0.941%, 12/01/21(a)(b)

      17,690,000         17,663,268   

Pool #AM0400, 0.631%, 08/01/22(a)

      17,500,000         17,468,453   

Pool #AM1102, 0.446%, 10/01/22(a)

      26,750,000         26,662,046   

Pool #AM1444, 0.416%, 11/01/22(a)

      12,807,694         12,765,589   

Pool #AM1796, 0.451%, 12/01/22(a)

      19,307,305         19,245,729   

Pool #AM2292, 0.501%, 01/01/23(a)

      36,689,123         36,637,664   

Pool #AM2923, 0.491%, 04/01/23(a)

      17,335,000         17,291,743   

Pool #733703, 2.258%, 08/01/33(a)

      2,707,927         2,886,729   

Pool #725126, 2.625%, 12/01/33(a)

      2,254,372         2,410,932   

Pool #793025, 1.928%, 07/01/34(a)

      840,522         897,916   

Pool #AL0222, 2.319%, 07/01/34(a)

      14,037,737         14,940,356   

Pool #794939, 1.760%, 10/01/34(a)

      27,103         28,201   

Pool #745707, 2.311%, 12/01/34(a)

      10,108,362         10,769,530   

Pool #810896, 1.899%, 01/01/35(a)

      41,271         43,486   

Pool #AD0064, 1.935%, 01/01/35(a)

      14,033,612         14,790,329   

Pool #809384, 2.215%, 01/01/35(a)

      389,490         392,667   

 

See Notes to Schedules of Portfolio Investments.

Pool #805338, 2.260%, 01/01/35(a)

      145,786         146,507   

Pool #813718, 2.298%, 01/01/35(a)

      10,626,905         11,317,585   

Pool #809324, 1.980%, 02/01/35(a)

      11,245         11,976   

Pool #809772, 2.285%, 02/01/35(a)(b)

      282,840         284,679   

Pool #814686, 2.100%, 03/01/35(a)

      196,412         197,498   

Pool #735545, 2.466%, 03/01/35(a)

      3,535,319         3,779,679   

Pool #AD7165, 1.908%, 04/01/35(a)

      2,283,022         2,390,804   

Pool #995609, 2.498%, 04/01/35(a)

      2,627,868         2,810,566   

Pool #822302, 2.455%, 05/01/35(a)

      4,819,089         5,142,181   

Pool #735766, 2.254%, 07/01/35(a)

      758,209         808,032   

Pool #735810, 2.763%, 08/01/35(a)

      1,365,670         1,461,658   

Pool #817467, 1.912%, 09/01/35(a)

      3,135,814         3,343,349   

Pool #829334, 2.308%, 09/01/35(a)

      61,623         65,480   

Pool #AL0505, 2.308%, 11/01/35(a)

      12,211,028         12,975,258   

Pool #AD0377, 1.949%, 01/01/36(a)

      2,887,489         3,081,713   

Pool #888722, 2.181%, 01/01/36(a)

      2,605,296         2,764,701   

Pool #995540, 2.290%, 01/01/36(a)(b)

      8,786,926         9,355,324   

Pool #995542, 2.247%, 02/01/36(a)

      4,868,481         5,178,145   

Pool #888782, 2.325%, 03/01/36(a)

      2,009,517         2,130,203   

Pool #AE0329, 2.246%, 06/01/36(a)

      1,730,697         1,841,587   

Pool #AL2202, 2.345%, 06/01/36(a)

      12,243,698         13,062,175   

Pool #AL0854, 2.385%, 06/01/36(a)

      7,636,904         8,123,319   

Pool #AL1535, 2.545%, 06/01/36(a)(b)

      20,757,093         22,213,200   

Pool #888859, 2.350%, 10/01/36(a)(b)

      951,167         1,011,555   

Pool #AA3517, 2.200%, 11/01/36(a)

      7,112,973         7,563,460   

Pool #917290, 2.305%, 11/01/36(a)

      3,623,580         3,856,763   

Pool #903166, 2.400%, 11/01/36(a)

      2,971,578         3,179,699   

Pool #AL0968, 2.352%, 12/01/36(a)

      19,272,827         20,538,940   

Pool #905857, 2.425%, 12/01/36(a)

      137,122         146,371   

Pool #906216, 2.292%, 01/01/37(a)

      2,373,315         2,533,108   

Pool #888180, 2.319%, 01/01/37(a)

      3,101,770         3,290,879   

Pool #535990, 2.376%, 04/01/37(a)

      583,010         623,743   

Pool #AA3518, 2.197%, 05/01/37(a)

      8,658,676         9,144,348   

Pool #AL0872, 1.912%, 07/01/37(a)

      4,646,809         4,947,228   

Pool #AL0960, 2.336%, 07/01/37(a)(b)

      19,334,024         20,475,247   

Pool #AL1306, 2.304%, 09/01/37(a)

      8,239,642         8,788,597   

Pool #AE0427, 2.248%, 10/01/37(a)

      8,053,861         8,604,970   

Pool #AD0380, 2.296%, 10/01/37(a)

      10,757,922         11,425,535   

Pool #AE0332, 2.279%, 11/01/37(a)

      6,814,708         7,282,809   

Pool #AL0966, 2.365%, 11/01/37(a)

      6,936,497         7,385,198   

Pool #AL0967, 2.323%, 04/01/38(a)

      18,458,666         19,671,252   

Pool #AL0270, 2.270%, 08/01/38(a)

      16,734,344         17,819,774   

Pool #889807, 2.294%, 08/01/38(a)

      9,731,960         10,427,319   

Pool #AE0107, 2.321%, 10/01/38(a)

      3,944,480         4,236,000   

Pool #AE0279, 2.286%, 11/01/38(a)

      1,697,623         1,826,763   

Pool #AE0057, 2.305%, 02/01/39(a)

      6,525,472         6,968,682   

Pool #AE0066, 2.284%, 09/01/39(a)(b)

      19,380,921         20,708,497   

Pool #725874, 2.345%, 09/01/39(a)

      85,569         91,152   
     

 

 

  
     836,620,821   
     

 

 

  

NCUA Guaranteed Notes Trust 2010-A1

      

Series 2010-A1, Cl A, 0.501%, 12/07/20(a)

      1,873,246         1,875,231   
     

 

 

  

Total U.S. Government Agency Mortgages (Cost $1,183,175,095)

  

      1,209,691,815   
     

 

 

  

Money Market Fund 1.9%

      

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%(f)

      35,358,128         35,358,128   
     

 

 

  

Total Money Market Fund (Cost $35,358,128)

  

      35,358,128   
     

 

 

  

 

See Notes to Schedules of Portfolio Investments.

Total Investments

(Cost $1,811,278,034) — 100.5%

         1,840,129,098   

Liabilities in Excess of Other Assets — (0.5)%

         (8,704,184 ) 
     

 

 

  

Net Assets — 100.0%

       $ 1,831,424,914   
     

 

 

  

 

(a) Variable or floating rate security. Rate disclosed is as of June 30, 2014.
(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) Less than 0.05% of Net Assets.
(d) 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 0.3% of net assets as of June 30, 2014.
(e) All or a portion of this security has been purchased on a when-issued or delayed-delivery basis.
(f) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

Investment Abbreviations

 

REMIC    – Real Estate Mortgage Investment Conduit

Open Futures Contracts

At June 30, 2014, the Fund’s open futures contracts were as follows:

 

Description

    Position    Notional
Amount		     Expiration
Month		      Contracts      Unrealized
Appreciation
(Depreciation)		  

90 day Euro Future

    Short    $ (2,479,591 )      September 2015         10       $ (2,659 ) 

U.S. Treasury 2 Year Note

    Short      (47,163,080 )      September 2014         215         (49,577 ) 

U.S. Treasury 5 Year Note

    Short      (29,773,478 )      September 2014         250         (91,756 ) 

90 day Euro Future

    Long      2,479,409        September 2015         10         2,841   

90 day Euro Future

    Long      10,143,340        December 2015         41         10,823   
             

 

 

  
           $ (130,328 ) 
             

 

 

  

 

See Notes to Schedules of Portfolio Investments.

SCHEDULES OF PORTFOLIO INVESTMENTS

RIDGEWORTH FUNDS June 30, 2014

(Unaudited)

Virginia Intermediate Municipal Bond Fund

 

     Shares or
Principal
Amount($)		      Value($)  

Municipal Bonds 97.4%

      

Alabama 0.5%

      

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

      645,000         615,756   
     

 

 

  

California 4.7%

      

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

      1,945,000         2,308,793   

California State, GO, 5.000%, 09/01/33

      3,250,000         3,675,685   
     

 

 

  
        5,984,478   
     

 

 

  

District of Columbia 2.8%

      

Metropolitan Washington D.C. Airports Authority, Airport System, Series B, RB, 5.000%, 10/01/26, BHAC

      2,175,000         2,476,542   

Washington D.C. Metropolitan Area Transit Authority, Gross Revenue, Series A, RB, 5.125%, 07/01/32

      1,000,000         1,136,350   
     

 

 

  
        3,612,892   
     

 

 

  

Illinois 0.7%

      

Chicago, Series A, GO, 5.250%, 01/01/33

      880,000         925,707   
     

 

 

  

North Carolina 0.8%

      

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

      1,030,000         1,080,964   
     

 

 

  

Virginia 87.9%

      

Alexandria, Series B, GO, 5.000%, 06/15/20, State Aid Withholding

      1,075,000         1,290,032   

Bedford County Economic Development Authority, Public Facilities Lease, RB, 5.250%, 05/01/24, NATL-RE

      255,000         275,619   

Fairfax County Economic Development Authority, RB, 5.000%, 08/01/22

      3,700,000         4,267,136   

Fairfax County Economic Development Authority, Series A, RB, 5.000%, 10/01/26

      1,000,000         1,199,050   

Fairfax County Economic Development Authority, Series A, RB, 5.000%, 10/01/34

      1,000,000         1,144,930   

Fairfax County Industrial Development Authority, RB, 5.000%, 05/15/37

      2,810,000         3,089,707   

Fairfax County Industrial Development Authority, Series D, RB, 5.000%, 05/15/27

      1,300,000         1,475,877   

Fairfax County Water Authority, RB, 5.000%, 04/01/27

      600,000         705,912   

Greater Richmond Convention Center Authority, Hotel Tax, RB, 5.000%, 06/15/16, NATL-RE

      2,855,000         2,972,540   

Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/23

      1,060,000         1,204,224   

Hampton Roads Sanitation District Wastewater, RB, 5.000%, 04/01/24

      2,425,000         2,750,168   

Hanover County Development Authority, Regional Medical Care Project, RB, 6.375%, 08/15/18, NATL-RE

      4,155,000         4,500,779   

Henrico County, GO, 5.000%, 07/15/17

      1,450,000         1,641,574   

James City County Economic Development Authority, Public Facility Project, RB, 5.000%, 06/15/21, AGM

      2,215,000         2,441,284   

Loudoun County, Series B, GO, 5.000%, 11/01/20

      1,000,000         1,182,290   

Loudoun County Industrial Development Authority, Series A, RB, 5.000%, 06/01/31

      1,000,000         1,111,560   

Loudoun County Sanitation Authority, RB, 5.000%, 01/01/21

      1,125,000         1,351,868   

Loudoun County Sanitation Authority, RB, 5.000%, 01/01/22

      1,130,000         1,366,848   

Loudoun County Sanitation Authority, Water & Sewage, Series A, RB, 5.000%, 01/01/21

      2,460,000         2,956,084   

New Kent County Economic Development Authority, School & Governmental Projects, RB, 5.000%, 02/01/18, AGM

      2,225,000         2,456,422   

Newport News, GO, 5.250%, 07/01/15, State Aid Withholding

      1,000,000         1,051,190   

Newport News, Series A, GO, 5.000%, 07/15/18, State Aid Withholding

      3,000,000         3,486,000   

Newport News, Series A, GO, 5.000%, 07/15/33, State Aid Withholding

      1,240,000         1,439,628   

 

See Notes to Schedules of Portfolio Investments.

Pittsylvania County, Series B, GO, 5.000%, 03/01/21

      1,000,000         1,160,250   

Pittsylvania County, Series B, GO, 5.000%, 03/01/22

      1,000,000         1,168,500   

Portsmouth, Series D, GO, 5.000%, 07/15/23

      1,250,000         1,446,650   

Prince County William, GO, 5.000%, 08/01/16, State Aid Withholding

      1,035,000         1,135,695   

Richmond, GO, 5.000%, 07/15/24, Pre-refunded 07/15/2016 @ 100, AGM

      1,435,000         1,572,631   

Richmond, Series A, GO, 5.000%, 07/15/27

      1,375,000         1,574,485   

Richmond Industrial Development Authority, Government Facilities, RB, 5.000%, 07/15/18, AMBAC

      1,795,000         1,968,756   

Roanoke Economic Development Authority, Hospital Revenue, RB, 5.000%, 07/01/27

      1,000,000         1,115,730   

Suffolk, GO, 5.000%, 06/01/20, State Aid Withholding

      1,545,000         1,837,499   

Tobacco Settlement Financing Corp., RB, 5.500%, 06/01/26, MSF

      2,380,000         2,487,624   

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         170,550   

Virginia College Building Authority, Educational Facilities Project, Series A, RB, 5.000%, 09/01/17, ST INTERCEPT

      2,845,000         3,108,959   

Virginia College Building Authority, Educational Facilities Project, Series A, RB, 5.000%, 02/01/26

      2,750,000         3,208,342   

Virginia College Building Authority, Educational Facilities Project, Series B, RB, 5.000%, 03/01/21

      1,700,000         2,027,539   

Virginia College Building Authority, Educational Facilities Project, Washington & Lee University, RB, 5.375%, 01/01/21

      3,950,000         4,593,771   

Virginia Commonwealth Transportation Board, RB, 5.000%, 05/15/20, ST APPROP

      2,085,000         2,475,625   

Virginia Commonwealth Transportation Board, RB, 5.000%, 05/15/25, ST APPROP

      2,750,000         3,172,428   

Virginia Commonwealth University, Health System Authority, RB, 5.000%, 07/01/30

      1,460,000         1,656,020   

Virginia Housing Development Authority, Commonwealth Mortgage, Series A-1, RB, 3.650%, 01/01/18, GO of Authority

      1,205,000         1,309,956   

Virginia Public Building Authority, Series A, RB, 5.000%, 08/01/31, Pre-refunded
08/01/2021 @ 100

      10,000         12,153   

Virginia Public Building Authority, Series A, RB, 5.000%, 08/01/31

      1,240,000         1,424,028   

Virginia Public Building Authority Facilities, Series B, RB, 5.000%, 08/01/20, ST APPROP

      4,000,000         4,702,720   

Virginia Public School Authority, RB, 5.000%, 08/01/18, State Aid Withholding

      4,000,000         4,646,200   

Virginia Public School Authority, RB, 5.000%, 08/01/22, State Aid Withholding

      3,400,000         4,121,990   

Virginia Public School Authority, Series A, RB, 5.000%, 08/01/27, State Aid Withholding

      2,060,000         2,434,158   

Virginia Public School Authority, School Financing, RB, 5.000%, 07/15/26, State Aid Withholding

      2,000,000         2,280,600   

Virginia Resources Authority, RB, 5.000%, 10/01/21

      2,865,000         3,482,407   

Virginia Resources Authority Clean Water, Revolving Fund, RB, 5.000%, 10/01/16

      2,030,000         2,240,633   

Virginia Resources Authority Infrastructure, Pooled Financing Program, Series A, RB, 5.000%, 11/01/28

      3,300,000         3,863,508   

Virginia Resources Authority Infrastructure, Pooled Financing Program, Series B, RB, 5.000%, 11/01/20

      305,000         366,961   
     

 

 

  
        112,127,090   
     

 

 

  

Total Municipal Bonds (Cost $117,699,666)

  

      124,346,887   
     

 

 

  

Money Market Fund 1.5%

      

Federated Virginia Municipal Cash Trust, Institutional Share, 0.01%(b)

      1,895,709         1,895,709   
     

 

 

  

Total Money Market Fund (Cost $1,895,709)

  

      1,895,709   
     

 

 

  

Total Investments

(Cost $119,595,375) — 98.9%

         126,242,596   

Other Assets in Excess of Liabilities — 1.1%

         1,395,146   
     

 

 

  

Net Assets — 100.0%

       $ 127,637,742   
     

 

 

  

 

(a) Step bond. The rate shown is the rate in effect as of June 30, 2014.
(b) Rate disclosed, the 7 day net yield, is as of June 30, 2014.

 

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
ST INTERCEPT    – State Interception

 

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 June 30, 2014: 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”) serves as the investment adviser to the Funds. Effective June 2, 2014 the employees of the Investment Adviser, in partnership with affiliated investment funds of Lightyear Capital, a private equity firm, acquire all outstanding equity securities of the Adviser from SunTrust Banks, Inc.

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.

The independent pricing vendor may value bank loans and debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations, and/or other methodologies designed to identify the market value for such securities and such securities are considered Level 2 in the fair value hierarchy. Publicly-traded foreign government debt securities are typically traded internationally in the over-the-counter market and are valued at the bid prices as of the close of business of that market and such securities are considered Level 2 in the fair value hierarchy. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded and such securities may be considered Level 1 in the fair value hierarchy. 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 and such securities may be considered Level 1 in the fair value hierarchy. Centrally cleared credit default and interest rate swaps are valued at the price determined by the relevant exchange and such securities may be considered Level 2 in the fair value hierarchy. Forward foreign exchange contracts are valued using daily forward exchange rates and such securities may be considered Level 2 in the fair value hierarchy.

When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before each Fund calculates its net asset value, each of the Funds will value the security 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 June 30, 2014:

 

     Level 1 -
Quoted Prices		      Level 2 -
Other
Significant
Observable
Inputs		      Level 3 -
Significant
Unobservable
Inputs		      Total  

Aggressive Growth Stock Fund

            

Assets

            

Common Stocks1

    $ 49,753,290       $ —         $ —         $ 49,753,290   
  

 

 

     

 

 

     

 

 

     

 

 

  

Total Investments

      49,753,290         —           —           49,753,290   
  

 

 

     

 

 

     

 

 

     

 

 

  

International Equity Fund

  

Assets

            

Common Stocks1

      27,434,672         —           —           27,434,672   

Preferred Stock1

      575,689         —           —           575,689   

Short-Term Investment

      —           288,859         —          288,859   

Money Market Fund

      367,439         —           —          367,439   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      28,377,800         288,859         —          28,666,659   
  

 

 

     

 

 

     

 

 

    

 

 

  

International Equity Index Fund

  

Assets

           

Common Stocks1

      51,219,259         —           0 4      51,219,259   

Preferred Stocks1

      503,701         —           —          503,701   

Rights1

      147         —           0 4      147   

Exchange Traded Funds

      266,860         —           —          266,860   

Trust

      12,847         —           —          12,847   

Short-Term Investment

      —           206,803         —          206,803   

Money Market Fund

      90,730         —           —          90,730   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      52,093,544         206,803         0 4      52,300,347   
  

 

 

     

 

 

     

 

 

    

 

 

  

Large Cap Growth Stock Fund

  

Assets

           

Common Stocks1

      278,123,418         —           —          278,123,418   

Short-Term Investment

      —           6,844,750         —          6,844,750   

Money Market Fund

      1,426,988         —           —          1,426,988   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      279,550,406         6,844,750         —          286,395,156   
  

 

 

     

 

 

     

 

 

    

 

 

  

Large Cap Value Equity Fund

  

Assets

           

Common Stocks1

      2,292,566,483         —           —          2,292,566,483   

Money Market Fund

      31,403,031         —           —          31,403,031   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      2,323,969,514         —           —          2,323,969,514   
  

 

 

     

 

 

     

 

 

    

 

 

  

Mid-Cap Value Equity Fund

  

Assets

           

Common Stocks1

      4,086,521,317         —           —          4,086,521,317   

Short-Term Investment

      —           164,854,350         —          164,854,350   

Money Market Fund

      101,277,461         —           —          101,277,461   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      4,187,798,778         164,854,350         —          4,352,653,128   
  

 

 

     

 

 

     

 

 

    

 

 

  

Select Large Cap Growth Stock Fund

  

Assets

           

Common Stocks1

      20,296,983         —           —          20,296,983   

Money Market Fund

      25,437         —           —          25,437   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      20,322,420         —           —          20,322,420   
  

 

 

     

 

 

     

 

 

    

 

 

  

Small Cap Growth Stock Fund

  

Assets

           

Common Stocks1

      173,008,343         —           —          173,008,343   

Short-Term Investment

      —           13,039,050         —          13,039,050   

Money Market Fund

      832,362         —           —          832,362   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      173,840,705         13,039,050         —          186,879,755   
  

 

 

     

 

 

     

 

 

    

 

 

  

Small Cap Value Equity Fund

  

Assets

           

Common Stocks1

      1,695,517,609         —           —          1,695,517,609   

Money Market Fund

      1,190,727         —           —          1,190,727   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      1,696,708,336         —           —          1,696,708,336   
  

 

 

     

 

 

     

 

 

    

 

 

  

Aggressive Growth Allocation Strategy

  

Assets

           

Equity Funds

      13,907,227         —           —          13,907,227   

Fixed Income Funds

      2,081,747         —           —          2,081,747   

Exchange Traded Funds

      3,192,993         —          —           3,192,993   

Money Market Fund

      176,539         —          —           176,539   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      19,358,506         —          —           19,358,506   
  

 

 

     

 

 

    

 

 

     

 

 

  

Conservative Allocation Strategy

  

Assets

           

Equity Funds

      18,228,398         —          —           18,228,398   

Fixed Income Funds

      33,076,611         —          —           33,076,611   

Exchange Traded Funds

      10,621,807         —          —           10,621,807   

Money Market Fund

      575,256         —          —           575,256   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      62,502,072         —          —           62,502,072   
  

 

 

     

 

 

    

 

 

     

 

 

  

Growth Allocation Strategy

  

Assets

           

Equity Funds

      41,646,171         —          —           41,646,171   

Fixed Income Funds

      12,590,432         —          —           12,590,432   

Exchange Traded Funds

      11,587,676         —          —           11,587,676   

Money Market Fund

      602,350         —          —           602,350   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      66,426,629         —          —           66,426,629   
  

 

 

     

 

 

    

 

 

     

 

 

  

Moderate Allocation Strategy

  

Assets

           

Equity Funds

      63,372,606         —          —           63,372,606   

Fixed Income Funds

      48,803,975         —          —           48,803,975   

Exchange Traded Funds

      25,342,188         —          —           25,342,188   

Money Market Fund

      1,093,659         —          —           1,093,659   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      138,612,428         —          —           138,612,428   
  

 

 

     

 

 

    

 

 

     

 

 

  

Core Bond Fund

  

Assets

           

Asset-Backed Securities1

      —           6,337,398        —           6,337,398   

Collateralized Mortgage Obligations1

      —           16,378,972        —           16,378,972   

Corporate Bonds1

      —           47,497,527        —           47,497,527   

Municipal Bond2

      —           1,940,920        —           1,940,920   

U.S. Government Agency Mortgages1

      —           50,767,554        —           50,767,554   

U.S. Treasury Obligations1

      —           76,367,353        —           76,367,353   

Foreign Government Bonds1

      —           2,343,875        —           2,343,875   

Short-Term Investment

      —           522,000        —           522,000   

Money Market Fund

      5,672,573         —          —           5,672,573   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      5,672,573         202,155,599        —           207,828,172   
  

 

 

     

 

 

    

 

 

     

 

 

  

Corporate Bond Fund

  

Assets

           

Corporate Bonds1

      —           37,381,328        —           37,381,328   

Short-Term Investment

      —           590,440        —           590,440   

Money Market Fund

      642,535         —          —           642,535   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      642,535         37,971,768        —           38,614,303   
  

 

 

     

 

 

    

 

 

     

 

 

  

Other Financial Instruments3

           

Liabilities

           

Credit Default Swap Contracts

           

Credit Risk

      —           (3,139 )      —           (3,139 ) 
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Liabilities

      —           (3,139 )      —           (3,139 ) 
  

 

 

     

 

 

    

 

 

     

 

 

  

Georgia Tax-Exempt Bond Fund

  

Assets

           

Municipal Bonds2

      —           124,521,979        —           124,521,979   

Money Market Fund

      2,471,332         —          —           2,471,332   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total Investments

      2,471,332         124,521,979        —           126,993,311   
  

 

 

     

 

 

    

 

 

     

 

 

  

High Grade Municipal Bond Fund

  

Assets

           

Municipal Bonds2

      —           69,383,618         —          69,383,618   

Money Market Fund

      17,194,815         —           —          17,194,815   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      17,194,815         69,383,618         —          86,578,433   
  

 

 

     

 

 

     

 

 

    

 

 

  

High Income Fund

  

Assets

           

Bank Loans1

      —           45,795,556         —          45,795,556   

Corporate Bonds1

      —           866,488,568         0 4      866,488,568   

Convertible Corporate Bond1

      —           2,287,106         —          2,287,106   

Municipal Bonds2

      —             8,726,238         —          8,726,238   

Preferred Stock1

      3,306,303         —           —          3,306,303   

Common Stocks1

      8,307,691         337,709         —          8,645,400   

Short-Term Investment

      —           103,583,653         —          103,583,653   

Money Market Fund

      131,801,877         —           —          131,801,877   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      143,415,871         1,027,218,830         0 4      1,170,634,701   
  

 

 

     

 

 

     

 

 

    

 

 

  

Intermediate Bond Fund

  

Assets

           

Collateralized Mortgage Obligations1

      —           5,036,795         —          5,036,795   

Corporate Bonds1

      —           82,288,938         —          82,288,938   

Municipal Bond2

      —           6,085,662         —          6,085,662   

U.S. Government Agency Mortgages1

      —           3,858,012         —          3,858,012   

U.S. Treasury Obligations1

      —           228,530,152         —          228,530,152   

Foreign Government Bonds1

      —           4,852,512         —          4,852,512   

Short-Term Investment

      —           5,145,760         —          5,145,760   

Money Market Fund

      9,315,989         —           —          9,315,989   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      9,315,989         335,797,831         —          345,113,820   
  

 

 

     

 

 

     

 

 

    

 

 

  

Investment Grade Tax-Exempt Bond Fund

  

Assets

           

Municipal Bonds2

      —           657,735,161         —          657,735,161   

Money Market Fund

      71,268,960         —           —          71,268,960   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      71,268,960         657,735,161         —          729,004,121   
  

 

 

     

 

 

     

 

 

    

 

 

  

Limited Duration Fund

  

Assets

           

Asset-Backed Securities1

      —           2,765,641         —          2,765,641   

Collateralized Mortgage Obligations1

      —           3,715,791         —          3,715,791   

Money Market Fund

      166,856         —           —          166,856   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      166,856         6,481,432         —          6,648,288   
  

 

 

     

 

 

     

 

 

    

 

 

  

Limited-Term Federal Mortgage Securities Fund

  

Assets

           

Collateralized Mortgage Obligations1

      —           1,327,500         —          1,327,500   

U.S. Government Agency Mortgages1

      —           7,361,790         —          7,361,790   

U.S. Treasury Obligations1

      —           803,209         —          803,209   

Money Market Fund

      184,401         —           —          184,401   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      184,401         9,492,499         —          9,676,900   
  

 

 

     

 

 

     

 

 

    

 

 

  

North Carolina Tax-Exempt Bond Fund

  

Assets

           

Municipal Bonds2

      —           36,376,706         —          36,376,706   

Money Market Fund

      1,167,827         —           —          1,167,827   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      1,167,827         36,376,706         —          37,544,533   
  

 

 

     

 

 

     

 

 

    

 

 

  

Seix Floating Rate High Income Fund

  

Assets

           

Bank Loans1

      —           7,556,201,201         —          7,556,201,201   

Corporate Bonds1

      —           422,781,855         0 4      422,781,855   

Municipal Bonds2

      —           31,864,905         —          31,864,905   

Preferred Stock1

      2,566,883         —           —          2,566,883   

Common Stock1

      —           440,111         —          440,111   

Money Market Fund

      591,584,816         —           —          591,584,816   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      594,151,699         8,011,288,072         0 4      8,605,439,771   
  

 

 

     

 

 

     

 

 

    

 

 

  

Seix High Yield Fund

  

Assets

           

Bank Loans1

      —           58,572,836         —          58,572,836   

Corporate Bonds1

      —           895,845,256         —          895,845,256   

Short-Term Investment

      —           91,073,418         —          91,073,418   

Money Market Fund

      111,535,433         —           —          111,535,433   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      111,535,433         1,045,491,510         —          1,157,026,943   
  

 

 

     

 

 

     

 

 

    

 

 

  

Short-Term Bond Fund

  

Assets

           

Asset-Backed Securities1

      —           4,093,513         —          4,093,513   

Collateralized Mortgage Obligations1

      —           9,727,400         —          9,727,400   

Corporate Bonds1

      —           14,442,828         —          14,442,828   

Municipal Bonds2

      —           1,258,531         —          1,258,531   

U.S. Government Agency Mortgages1

      —           2,021,137         —          2,021,137   

U.S. Treasury Obligation1

      —           7,092,869         —          7,092,869   

Money Market Fund

      1,574,139         —           —          1,574,139   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      1,574,139         38,636,278         —          40,210,417   
  

 

 

     

 

 

     

 

 

    

 

 

  

Short-Term Municipal Bond Fund

  

Assets

           

Municipal Bonds2

      —           37,788,948         —          37,788,948   

Money Market Fund

      4,635,108         —           —          4,635,108   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      4,635,108         37,788,948         —          42,424,056   
  

 

 

     

 

 

     

 

 

    

 

 

  

Short-Term U.S. Treasury Securities Fund

  

Assets

           

U.S. Treasury Obligations1

      —           8,759,543         —          8,759,543   

Money Market Fund

      43,634         —           —          43,634   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      43,634         8,759,543         —          8,803,177   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Return Bond Fund

  

Assets

           

Asset-Backed Securities1

      —           28,103,379         —          28,103,379   

Collateralized Mortgage Obligations1

      —           80,214,989         —          80,214,989   

Bank Loans1

      —           47,377,305         —          47,377,305   

Corporate Bonds1

      —           223,910,165         —          223,910,165   

Municipal Bond2

      —           8,632,945         —          8,632,945   

U.S. Government Agency Mortgages1

      —           243,913,838         —          243,913,838   

U.S. Treasury Obligation1

      —           335,335,807         —          335,335,807   

Foreign Government Bonds

      —           10,791,880         —          10,791,880   

Short-Term Investment

      —           2,615,800         —          2,615,800   

Money Market Fund

      47,915,038         —           —          47,915,038   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Investments

      47,915,038         980,896,108         —          1,028,811,146   
  

 

 

     

 

 

     

 

 

    

 

 

  

Other Financial Instruments3

           

Interest Rate Swaps

           

Interest Rate Risk

      —           134,363         —          134,363   

Forward Foreign Currency Contracts

           

Foreign Currency Risk

      —           617,489         —          617,489   
  

 

 

     

 

 

     

 

 

    

 

 

  

Total Assets

      47,915,038         981,647,960         —          1,029,562,998   
  

 

 

     

 

 

     

 

 

    

 

 

  

Liabilities

  

     

Credit Default Swap Contracts

          

Credit Risk

      —          (83,708 )      —           (83,708 ) 

Interest Rate Swaps

          

Interest Rate Risk

      —          (76,038 )      —           (76,038 ) 

Forward Foreign Currency Contracts

          

Foreign Currency Risk

      —          (330,944 )      —           (330,944 ) 
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Liabilities

      —          (490,690 )      —           (490,690 ) 
  

 

 

    

 

 

    

 

 

     

 

 

  

Ultra-Short Bond Fund

  

Assets

          

Asset-Backed Securities1

      —          18,095,913        —           18,095,913   

Collateralized Mortgage Obligations1

      —          35,067,252        —           35,067,252   

Corporate Bonds1

      —          78,230,367        —           78,230,367   

Municipal Bonds2

      —          3,452,477        —           3,452,477   

U.S. Government Agency Mortgages1

      —          10,251,140        —           10,251,140   

Money Market Fund

      633,405        —          —           633,405   
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Investments

      633,405        145,097,149        —           145,730,554   
  

 

 

    

 

 

    

 

 

     

 

 

  

Other Financial Instruments3

          

Liabilities

          

Futures Contracts

          

Interest Rate Risk

      (6,962 )      —          —           (6,962 ) 
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Liabilities

      (6,962 )      —          —           (6,962 ) 
  

 

 

    

 

 

    

 

 

     

 

 

  

U.S. Government Securities Fund

  

Assets

          

U.S. Treasury Obligations1

      —          20,454,410        —           20,454,410   

Money Market Fund

      461,361        —          —           461,361   
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Investments

      461,361        20,454,410        —           20,915,771   
  

 

 

    

 

 

    

 

 

     

 

 

  

U.S. Government Securities Ultra-Short Bond Fund

  

Assets

          

Asset-Backed Security1

      —          1,412,991        —           1,412,991   

Collateralized Mortgage Obligations1

      —          593,666,164        —           593,666,164   

Corporate Bonds1

      —          15,370,000        —           15,370,000   

U.S. Government Agency Mortgages1

      —          1,194,321,815        —           1,194,321,815   

Money Market Fund

      35,358,128        —          —           35,358,128   
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Investments

      35,358,128        1,804,770,970        —           1,840,129,098   
  

 

 

    

 

 

    

 

 

     

 

 

  

Other Financial Instruments3

          

Futures Contracts

          

Interest Rate Risk

      13,664        —          —           13,664   
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Assets

      35,371,792        1,804,770,970        —           1,840,142,762   
  

 

 

    

 

 

    

 

 

     

 

 

  

Liabilities

          

Futures Contracts

          

Interest Rate Risk

      (143,992 )      —          —           (143,992 ) 
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Liabilities

      (143,992 )      —          —           (143,992 ) 
  

 

 

    

 

 

    

 

 

     

 

 

  

Virginia Intermediate Municipal Bond Fund

  

Assets

          

Municipal Bonds2

      —          124,346,887        —           124,346,887   

Money Market Fund

      1,895,709        —          —           1,895,709   
  

 

 

    

 

 

    

 

 

     

 

 

  

Total Investments

      1,895,709        124,346,887        —           126,242,596   
  

 

 

    

 

 

    

 

 

     

 

 

  

 

1 Please see the Schedules for Sector or Country Classifications.
2 Please see the Schedules for State Classifications.
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, futures and interest rate swaps, which are valued at the unrealized appreciation (depreciation) on the instrument.
4 As of June 30, 2014, the securities designated as Level 3 were fair valued using significant unobservable inputs under procedures adopted by the Board. Such valuations were based on a review of inputs such as, but not limited to, similar securities, company specific financial information, and company specific news. Each of these securities are Board fair valued securities for the period ended June 30, 2014. The Level 3 securities comprised 0.0% of net assets of each Fund. As such, the Level 3 roll forward and change in unrealized appreciation/depreciation of Level 3 securities held at period end have not been presented.

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 June 30, 2014, 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 June 30, 2014 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 a 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 swap contracts involves risks that are different from those associated with ordinary portfolio transactions. Swap contracts may be privately negotiated in the over-the-counter market (“OTC swaps”) or may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange (“centrally cleared swaps”).

OTC swap contracts are marked-to-market daily using an independent pricing vendor and changes in value are recorded as unrealized appreciation or depreciation in the Statements of Assets and Liabilities. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable, as applicable, for variation margin on centrally cleared swaps on the Fund’s Statement of Assets and Liabilities. 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 Schedules of Portfolio

Investments and restricted cash, if any, is identified on the Statements of Assets and Liabilities. Risks may exceed amounts recorded in the Statements of Assets and Liabilities. 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. Payments received or made at the beginning of the measurement period are reflected as a premium or deposit, respectively, on the Statements of Assets and Liabilities. These upfront payments are amortized over the life of the swap and are recognized as realized gain or loss in the Statements of Operations. Net periodic payments received or paid by the Fund are recognized as a realized gain or loss in the Statements of Operations.

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 defined 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 of Portfolio Investments 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 a Fund may be delayed or prevented from recovering the collateral if the borrower fails to return the securities. A fee will be obtained from the borrower if letters of credit or U.S. government securities are used as collateral.

In accordance with the exemptive order obtained from the SEC, the Funds pool their money in joint trading account, as described below. The cash collateral received is aggregated in a joint account by the Funds, providing RidgeWorth Investments a pool of cash to invest in short-term investments that have a remaining maturity of 397 days or less. The Funds are joint participants with other affiliated Funds of the Trust that are not presented in this report. As of June 30, 2014, 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 June 30, 2014 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%

      88,101,993       $ 88,101,993   

State Street Institutional U.S. Government Money Market Fund, Institutional Class, 0.00%

      301,169,713         301,169,713   
     

 

 

  

Total Investments (Cost $389,271,706)

         389,271,706   
     

 

 

  

Amount due to Lending Agent

         (42,807 ) 
     

 

 

  

Net Investment Value

       $ 389,228,899   
     

 

 

  

(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. In addition, bank loans generally are subject to extended settlement periods, which may impair the Fund’s ability to sell or realize the full value of its loans in the event of a need to liquidate such loans. As of June 30, 2014, Seix Floating Rate High Income Fund and Total Return Bond Fund had unfunded loan commitments which are presented in the Funds’ Schedule.

(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 June 30, 2014, 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 NAV if the Fund makes such investments while remaining substantially fully invested. A Fund records when-issued securities on trade date and will segregate or earmark liquid assets in an amount at least equal in value to its commitments to purchase when-issued and forward commitment securities 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 of Portfolio Investments.

(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’ investments in foreign securities may involve risks not present in domestic investments. Since securities may be denominated in foreign currencies, may require settlement in foreign currencies or pay interest or dividends in foreign currencies, changes in the relationship of these foreign currencies to the U.S. dollar can significantly affect the value of the investments and earnings of the Fund. Foreign investments may also subject the Fund to foreign government exchange restrictions, expropriation, taxation or other political, social or economic developments, all of which affect the market and/or credit risk of the investments.

(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 —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 1.25% per annum. Generally, repayments must be made within 60 days of the borrowings.

3. Tax Basis of Investments

As of June 30, 2014 the cost and aggregate gross unrealized appreciation and depreciation on securities were substantially the same for federal income tax purposes on securities and are listed below:

 

Fund

    Cost      Aggregate
Gross
Unrealized
Appreciation		      Aggregate
Gross
Unrealized
(Depreciation)		     Net
Unrealized
Appreciation
(Depreciation)		  

Aggressive Growth Stock Fund

    $ 31,441,567       $ 19,038,526       $ (726,803 )    $ 18,311,723   

International Equity Fund

      20,942,347         8,033,317         (309,005 )      7,724,312   

International Equity Index Fund

      28,310,814         26,098,714         (2,109,181 )      23,989,533   

Large Cap Growth Stock Fund

      164,902,186         123,610,625         (2,117,655 )      121,492,970   

Large Cap Value Equity Fund

      1,746,231,396         580,822,994         (3,084,876 )      577,738,118   

Mid-Cap Value Equity Fund

      3,677,862,224         706,347,872         (31,556,968 )      674,790,904   

Select Large Cap Growth Stock Fund

      13,029,625         7,333,830         (41,035 )      7,292,795   

Small Cap Growth Stock Fund

      150,746,204         41,985,499         (5,851,948 )      36,133,551   

Small Cap Value Equity Fund

      1,251,370,602         464,045,801         (18,708,067 )      445,337,734   

Aggressive Growth Allocation Strategy

      14,678,775         4,720,562         (40,831 )      4,679,731   

Conservative Allocation Strategy

      57,383,982         5,302,919         (184,829 )      5,118,090   

Growth Allocation Strategy

      52,202,147         14,236,761         (12,279 )      14,224,482   

Moderate Allocation Strategy

      114,600,662         24,027,187         (15,421 )      24,011,766   

Core Bond Fund

      203,928,114         4,169,980         (269,922 )      3,900,058   

Corporate Bond Fund

      37,188,815         1,545,097         (119,609 )      1,425,488   

Georgia Tax-Exempt Bond Fund

      119,784,429         7,289,388         (80,506 )      7,208,882   

High Grade Municipal Bond Fund

      82,234,645         4,365,574         (21,786 )      4,343,788   

High Income Fund

      1,135,413,353         44,615,986         (9,394,638 )      35,221,348   

Intermediate Bond Fund

      341,416,436         3,846,588         (149,204 )      3,697,384   

Investment Grade Tax-Exempt Bond Fund

      688,749,858         40,346,152         (91,889 )      40,254,263   

Limited Duration Fund

      6,633,121         17,832         (2,665 )      15,167   

Limited-Term Federal Mortgage Securities Fund

      9,500,460         204,619         (28,179 )      176,440   

North Carolina Tax-Exempt Bond Fund

      35,807,476         1,737,936         (879 )      1,737,057   

Seix Floating Rate High Income Fund

      8,548,759,115         88,130,128         (31,449,472 )      56,680,656   

Seix High Yield Fund

      1,109,728,712         50,102,755         (2,804,524 )      47,298,231   

Short-Term Bond Fund

      39,958,421         271,847         (19,851 )      251,996   

Short-Term Municipal Bond Fund

      42,245,612         187,970         (9,526 )      178,444   

Short-Term U.S. Treasury Securities Fund

      8,782,657         28,275         (7,755 )      20,520   

Total Return Bond Fund

      1,009,215,537         20,939,450         (1,343,841 )      19,595,609   

Ultra-Short Bond Fund

      145,260,771         548,320         (78,537 )      469,783   

U.S. Government Securities Fund

      20,616,846         335,526         (36,601 )      298,925   

U.S. Government Securities Ultra-Short Bond Fund

      1,811,278,034         30,081,534         (1,230,470 )      28,851,064   

Virginia Intermediate Municipal Bond Fund

      119,595,375         6,651,888         (4,667 )      6,647,221   

4. Investments in Affiliated Issuers

Affiliated holdings are holdings in mutual funds which are managed by the Investment Adviser or an affiliate of the Investment Adviser or which are distributed by an affiliate of the Funds’ distributor. With respect to each Fund, the Investment Adviser was paid an investment advisory fee by the affiliated investments listed beneath its name below. Investments in affiliated issuers during the period ended June 30, 2014, were as follows:

 

Name of Affiliated Issuer

    Share
Balance at
March 31, 2014		      Purchases      Sales      Share
Balance at
June 30, 2014		      Value at
June 30, 2014		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized Gain
(Loss)		  

Aggressive Growth Allocation Strategy

                        

RidgeWorth Corporate Bond Fund

      485         3         224         264       $ 2,375       $ 23       $ —         $ (94 ) 

RidgeWorth High Income Fund

      18,815         1,209         2,605         17,419         128,204         1,801         —           113   

RidgeWorth Intermediate Bond Fund

      151         1         —           152         1,495         5         —           —     

RidgeWorth International Equity Fund

      101,668         —           8,132         93,536         1,181,360         —           —           10,338   

RidgeWorth International Equity Index Fund

      5,009         —           —           5,009         29,351         —           —           —     

RidgeWorth Large Cap Growth Stock Fund

      561,107         2,962         26,098         537,971         5,455,030         —           —           (30,428 ) 

RidgeWorth Large Cap Value Equity Fund

      235,151         681         9,559         226,273         4,059,344         —           —           45,952   

RidgeWorth Mid-Cap Value Equity Fund

      121,106         2,376         8,305         115,177         1,724,207         —           —           27,490   

RidgeWorth Seix Floating Rate High Income Fund

      15,129         1,372         1,076         15,425         139,906         1,419         —           (6 ) 

RidgeWorth Seix High Yield Fund

      14,652         192         1,898         13,019         131,366         1,928         —           74   

RidgeWorth Select Large Cap Growth Stock Fund

      2,832         —           —           2,832         83,958         —           —           —     

RidgeWorth Small Cap Growth Stock Fund

      43,703         828         2,948         41,583         685,712         —           —           (1,398 ) 

RidgeWorth Small Cap Value Equity Fund

      38,938         729         2,604         37,063         688,265         —           —           16,660   

RidgeWorth Total Return Bond Fund

      147,878         7,362         6,841         148,399         1,573,032         10,225         —           (3,460 ) 

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

      8,213         3,572         1,383         10,402         105,369         170         —           (79 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 15,988,974       $ 15,571       $ —         $ 65,162   
              

 

 

     

 

 

     

 

 

     

 

 

  

 

Name of Affiliated Issuer

    Share
Balance at
March 31, 2014		      Purchases      Sales      Share
Balance at
June 30, 2014		      Value at
June 30,
2014		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized Gain
(Loss)		  

Conservative Allocation Strategy

                        

RidgeWorth Corporate Bond Fund

      10,004         45         5,514         4,535       $ 40,817       $ 399       $ —         $ (2,001 ) 

RidgeWorth High Income Fund

      303,026         3,796         35,920         270,902         1,993,839         27,749         —           5,123   

RidgeWorth Intermediate Bond Fund

      1,337         4         —           1,341         13,213         45         —           —     

RidgeWorth International Equity Fund

      116,873         —           2,876         113,997         1,439,786         —           —           1,953   

RidgeWorth International Equity Index Fund

      8,364         —           —           8,364         49,016         —           —           —     

RidgeWorth Large Cap Growth Stock Fund

      714,697         8,613         12,843         710,467         7,204,139         —           —           (35,075 ) 

RidgeWorth Large Cap Value Equity Fund

      299,976         3,970         5,680         298,266         5,350,895         —           —           2,173   

RidgeWorth Mid-Cap Value Equity Fund

      153,775         1,800         3,556         152,019         2,275,721         —           —           1,278   

RidgeWorth Seix Floating Rate High Income Fund

      237,199         6,253         3,422         240,030         2,177,076         21,679         —           (582 ) 

RidgeWorth Seix High Yield Fund

      233,435         3,017         33,813         202,639         2,044,630         30,260         —           5,464   

RidgeWorth Select Large Cap Growth Stock Fund

      3,818         —           107         3,711         110,042         —           —           659   

RidgeWorth Small Cap Growth Stock Fund

      54,754         703         1,277         54,180         893,433         —           —           (1,224 ) 

RidgeWorth Small Cap Value Equity Fund

      49,273         622         1,141         48,754         905,366         —           —           2,325   

RidgeWorth Total Return Bond Fund

      2,436,650         15,499         78,534         2,373,615         25,160,316         163,782         —           (38,527 ) 

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

      129,608         40,362         7,411         162,559         1,646,720         2,519         —           94   
              

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 51,305,009       $ 246,433       $ —         $ (58,340 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

 

Name of Affiliated Issuer

    Share
Balance at
March 31, 2014		      Purchases      Sales      Share
Balance at
June 30, 2014		      Value at
June 30, 2014		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized Gain
(Loss)		  

Growth Allocation Strategy

                        

RidgeWorth Corporate Bond Fund

      1,253         7         560         700       $ 6,301       $ 60       $ —         $ (202 ) 

RidgeWorth High Income Fund

      118,209         1,500         14,555         105,154         773,935         10,967         —           1,258   

RidgeWorth Intermediate Bond Fund

      163         1         —           164         1,612         5         —           —     

RidgeWorth International Equity Fund

      284,177         —           11,343         272,834         3,445,897         —           —           7,498   

RidgeWorth International Equity Index Fund

      7,110         —           —           7,110         41,664         —           —           —     

RidgeWorth Large Cap Growth Stock Fund

      1,633,141         17,036         55,278         1,594,899         16,172,275         —           —           (79,105 ) 

RidgeWorth Large Cap Value Equity Fund

      692,219         8,453         23,338         677,334         12,151,367         —           —           18,420   

RidgeWorth Mid-Cap Value Equity Fund

      358,553         3,028         12,906         348,675         5,219,669         —           —           11,220   

RidgeWorth Seix Floating Rate High Income Fund

      98,806         2,075         7,417         93,464         847,717         8,782         —           (808 ) 

RidgeWorth Seix High Yield Fund

      87,054         2,314         10,527         78,841         795,508         11,265         —           9,595   

RidgeWorth Select Large Cap Growth Stock Fund

      16,475         36         —           16,511         489,545         —           —           —     

RidgeWorth Small Cap Growth Stock Fund

      127,507         1,328         4,651         124,184         2,047,792         —           —           (4,734 ) 

RidgeWorth Small Cap Value Equity Fund

      114,855         1,162         4,118         111,899         2,077,962         —           —           19,945   

RidgeWorth Total Return Bond Fund

      939,499         5,985         47,081         898,403         9,523,075         63,238         —           (14,693 ) 

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

      51,162         15,305         3,063         63,404         642,284         1,018         —           (39 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 54,236,603       $ 95,335       $ —         $ (31,645 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

 

Name of Affiliated Issuer

    Share
Balance at
March 31, 2014		      Purchases      Sales      Share
Balance at
June 30, 2014		      Value at
June 30,
2014		      Dividend
Income		      Realized
Gain
Distributions		      Net
Realized Gain
(Loss)		  

Moderate Allocation Strategy

                        

RidgeWorth Corporate Bond Fund

      3,590         15         3,124         481       $ 4,330       $ 135       $ —         $ (865 ) 

RidgeWorth High Income Fund

      522,306         5,995         117,015         411,286         3,027,064         43,811         —           43,552   

RidgeWorth Intermediate Bond Fund

      1,353         5         —           1,358         13,372         46         —           —     

RidgeWorth International Equity Fund

      453,632         —           39,808         413,824         5,226,594         —           —           26,472   

RidgeWorth International Equity Index Fund

      13,499         —           —           13,499         79,104         —           —           —     

RidgeWorth Large Cap Growth Stock Fund

      2,674,912         25,067         218,172         2,481,807         25,165,521         —           —           (322,833 ) 

RidgeWorth Large Cap Value Equity Fund

      1,113,327         12,259         93,282         1,032,304         18,519,531         —           —           408,372   

RidgeWorth Mid-Cap Value Equity Fund

      574,336         5,272         46,514         533,094         7,980,422         —           —           179,000   

RidgeWorth Seix Floating Rate High Income Fund

      390,746         4,271         30,159         364,858         3,309,261         33,673         —           (5,366 ) 

RidgeWorth Seix High Yield Fund

      401,805         4,728         99,011         307,522         3,102,900         47,416         —           153,788   

RidgeWorth Select Large Cap Growth Stock Fund

      7,493         —           695         6,798         201,568         —           —           6,273   

RidgeWorth Small Cap Growth Stock Fund

      201,617         1,745         15,707         187,655         3,094,430         —           —           20,966   

RidgeWorth Small Cap Value Equity Fund

      179,927         1,546         14,244         167,229         3,105,436         —           —           96,463   

RidgeWorth Total Return Bond Fund

      3,636,736         33,652         194,142         3,476,246         36,848,210         238,658         —           (83,443 ) 

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

      214,411         59,925         27,659         246,677         2,498,838         3,879         —           361   
              

 

 

     

 

 

     

 

 

     

 

 

  

Total

                $ 112,176,581       $ 367,618       $ —         $ 522,740   
              

 

 

     

 

 

     

 

 

     

 

 

  

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.

At a meeting held on May 20, 2014, the Board approved the reorganization of the RidgeWorth Short-Term U.S. Treasury Securities Fund (the “Target Fund”) into the RidgeWorth U.S. Government Securities Ultra-Short Bond Fund (the “Acquiring Fund”), a separate series of the Trust. The reorganization was effective at the close of business on July 31, 2014. Each shareholder of the A, C and I Shares of the Target Fund became a shareholder of the Acquiring Fund, and received I Shares of the Acquiring Fund in an amount equal in value to the shares of the Fund the shareholder had immediately before the reorganization.

On July 24, 2014, the Funds agreed to an amended LOC with State Street Bank for an aggregate committed line available of $250,000,000. The Funds will pay a commitment fee to State Street Bank in the amount of 0.11% per annum on the daily unused portion of the LOC.

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: August 26, 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:   August 26, 2014
By:  

/s/ Denise R. Lewis

  Denise R. Lewis
  Treasurer and Chief Financial Officer

Date: August 26, 2014