Intermediate Bond
| A | I | R | |
|---|---|---|---|
| CUSIP | 76628T801 | 76628T702 | 76628T884 |
| Ticker | IBASX | SAMIX | IBLSX |
| Share Class Inception | 10/11/2004 | 6/30/1999 | 10/11/2004 |
| Exp Ratio | 0.57 | 0.32 | 1.07 |
| NAV | 10.83 | 10.83 | 10.83 |
| POP | 11.37 | 10.83 | 10.83 |
| NAV Change | 0.00 | 0.00 | 0.00 |
Performance inception and share class inception for this fund differs as performance inception includes the performance of other classes of the Fund and/or predecessors of the Fund.
Subadvisor
Similar Funds
Morningstar Ratings as of 5/31/10
I Shares received a 4-star rating for overall performance, 4 stars for 3-year performance among 1,000 funds, 4 stars for 5-year performance among 878 funds and 4 stars for 10-year performance among 510 funds.
Peer Group Categories
Morningstar: Intermediate-Term Bond
Lipper: Intermediate Investment Grade Debt Funds
Fund Resources
- Fact Sheet (PDF | 1 MB)
- Commentary (PDF | 1 MB)
- Commentary (PDF | 1 MB)
- Strategy Highlight (PDF | 138 KB)
- Prospectus (PDF | 483 KB)
- Prospectus (PDF | 941 KB)
- Annual Report (PDF | 2 MB)
- Semi-annual Report (PDF | 926 KB)
- SAI (PDF | 822 KB)
- Intermediate Bond Kit
| Security | CUSIP | Shares | Traded Market Value | % of Holding ↓ |
|---|---|---|---|---|
| INST CASH MANAGEMENT MMKT | 76628T264 | 250,490,998 | $250,490,997.44 | 14.00% |
| US TNOTES 0.875% 01/31/11 | 912828JY7 | 157,981,000 | $158,548,783.71 | 8.86% |
| US TREASURY3.125% 9/30/13 | 912828JM3 | 141,496,000 | $150,649,093.25 | 8.42% |
| US T-NOTE 2.125% 11/30/14 | 912828LZ1 | 147,184,000 | $150,311,660.00 | 8.40% |
| US TREASURY 1.5% 10 31 10 | 912828JP6 | 131,584,000 | $132,149,416.45 | 7.38% |
| US T-NOTE 3.750 11/15/18 | 912828JR2 | 112,624,000 | $121,352,360.00 | 6.78% |
| US T-NOTE 3.50% 05/15/20 | 912828ND8 | 88,828,000 | $92,963,831.68 | 5.19% |
| US TREAS. 1.375 03/15/12 | 912828KG4 | 49,449,000 | $50,165,614.91 | 2.80% |
| NEWMONT 5.125% 10/01/19 | 651639AL0 | 15,859,000 | $16,993,346.69 | 0.95% |
| ROCHE HLDGS 6.00 03/01/19 | 771196AS1 | 14,360,000 | $16,727,863.48 | 0.93% |
| WAL-MART 5.8 02/15/18 | 931142CJ0 | 12,457,000 | $14,674,022.12 | 0.82% |
| UNION PAC 7.875 01/15/19 | 907818DB1 | 11,472,000 | $14,605,083.50 | 0.81% |
| IBM CORP 7.625 10/15/18 | 459200GM7 | 10,974,000 | $14,109,842.45 | 0.78% |
| ASTRAZENECA 5.9 09/15/17 | 046353AB4 | 11,212,000 | $13,116,515.17 | 0.73% |
| WOODSIDE 8.75 03/01/19 | 980236AE3 | 10,438,000 | $12,545,578.33 | 0.70% |
| PRAXAIR 1.75 11/15/12 | 74005PAW4 | 10,959,000 | $11,103,823.19 | 0.62% |
| VERIZON 8.75 11/01/18 | 92343VAQ7 | 7,920,000 | $10,295,786.16 | 0.57% |
| UNITED 6.125 02/01/19 | 913017BQ1 | 8,197,000 | $9,775,242.18 | 0.54% |
| JPMORGAN 6.3% 04/23/19 | 46625HHL7 | 8,086,000 | $9,133,096.57 | 0.51% |
| HLTHCARE REIT 6.5 1/17/17 | 42225BAA4 | 8,517,000 | $8,906,022.49 | 0.49% |
| E.ON INTL 5.8% 04/30/18 | 268789AA2 | 7,887,000 | $8,897,443.01 | 0.49% |
| BERKSHIRE 3.20% 02/11/15 | 084670AV0 | 8,600,000 | $8,856,374.60 | 0.49% |
| MORGAN STAN 7.30 05/13/19 | 61747YCG8 | 8,208,000 | $8,827,039.15 | 0.49% |
| TWC 5.85 05/01/17 | 88732JAH1 | 8,017,000 | $8,802,273.17 | 0.49% |
| CMNWLTH BANK 3.5 03/19/15 | 2027A0EM7 | 8,669,000 | $8,783,318.10 | 0.49% |
| ENTERPRISE 5.25% 01/31/20 | 29379VAF0 | 8,322,000 | $8,567,665.44 | 0.47% |
| ABBOTT LAB 5.60% 11/30/17 | 002819AB6 | 6,987,000 | $8,110,265.06 | 0.45% |
| CREDIT SUISSE 5.3 8/13/19 | 22546QAC1 | 7,550,000 | $8,003,422.80 | 0.44% |
| ILLNOIS TOL 6.25 04/01/19 | 452308AJ8 | 6,656,000 | $7,929,126.40 | 0.44% |
| DIGITAL RTY 4.5% 07/15/15 | 25389JAF3 | 7,910,000 | $7,886,032.70 | 0.44% |
| JEFFERIES 8.50% 07/15/19 | 472319AF9 | 6,770,000 | $7,604,476.97 | 0.42% |
| ANHEUSER BS 7.75 01/15/19 | 03523TAB4 | 5,949,000 | $7,220,670.14 | 0.40% |
| ANHEUSER-BUSC 3% 10/15/12 | 03523TAL2 | 6,664,000 | $6,840,915.87 | 0.38% |
| ORACLE CORP 5.75 04/15/18 | 68389XAC9 | 5,906,000 | $6,837,222.64 | 0.38% |
| PFIZER INC 6.2 03/15/19 | 717081DB6 | 5,613,000 | $6,670,477.97 | 0.37% |
| CME GROUP 5.75 02/15/14 | 12572QAD7 | 5,980,000 | $6,651,470.28 | 0.37% |
| NASDAQ OMX 5.55% 01/15/20 | 631103AD0 | 6,487,000 | $6,620,093.78 | 0.37% |
| ENERGY TRAN 6.7 07/01/18 | 29273RAH2 | 6,146,000 | $6,609,236.31 | 0.36% |
| FND AMRCN 5.875 05/15/13 | 36077BAA5 | 6,090,000 | $6,380,419.92 | 0.35% |
| SCHERING 6 09/15/17 | 806605AJ0 | 5,206,000 | $6,116,175.39 | 0.34% |
| KSTELARSGATORS4N 03/15/30 | 655356JK0 | 5,263,000 | $5,922,077.07 | 0.33% |
| EX SCRIPTS 5.25% 06/15/12 | 302182AC4 | 5,418,000 | $5,788,195.69 | 0.32% |
| ENTERPRISE 5.60 10/15/14 | 293791AN9 | 5,222,000 | $5,666,569.75 | 0.31% |
| GLAXOSMITH 5.65 05/15/18 | 377372AD9 | 4,835,000 | $5,532,564.79 | 0.30% |
| MIDAMERICAN 5.00 02/15/14 | 59562VAK3 | 5,098,000 | $5,499,334.95 | 0.30% |
| CELL CO VER 5.55 02/01/14 | 92344SAP5 | 4,884,000 | $5,475,672.18 | 0.30% |
| PEPSICO 7.9 11/01/18 | 713448BJ6 | 4,184,000 | $5,409,736.27 | 0.30% |
| TIAA GBL 5.125% 10/10/12 | 87244EAC6 | 4,965,000 | $5,281,910.99 | 0.29% |
| CC HLDNGS 7.75 05/01/17 | 14987BAA1 | 4,985,000 | $5,271,637.50 | 0.29% |
| TIME WARNER 8.25 02/14/14 | 88732JAQ1 | 4,349,000 | $5,140,718.05 | 0.28% |
| BANK NOVA 3.4% 01/22/15 | 064149A64 | 4,960,000 | $5,121,467.84 | 0.28% |
| SOUTHERN 5.75% 03/15/14 | 842400FK4 | 4,428,000 | $4,983,120.65 | 0.27% |
| TRANSCA 7.125% 01/15/19 | 8935268Y2 | 4,064,000 | $4,939,938.30 | 0.27% |
| PRAXAIR 4.625 03/30/15 | 74005PAR5 | 4,467,000 | $4,897,533.93 | 0.27% |
| SBC COMM 5.10 09/15/14 | 78387GAP8 | 4,380,000 | $4,858,917.96 | 0.27% |
| TESCO PLC 5.5% 11/15/17 | 881575AA2 | 4,344,000 | $4,827,791.28 | 0.26% |
| WACHOV MTG 5.11% 07/15/42 | 9297664N0 | 4,618,000 | $4,796,083.93 | 0.26% |
| EXELON CORP 6.20 10/01/17 | 30161MAE3 | 4,214,000 | $4,790,348.78 | 0.26% |
| COVIDIEN 6.00 10/15/17 | 22303QAG5 | 4,124,000 | $4,785,757.66 | 0.26% |
| CISCO SYST 4.45% 01/15/20 | 17275RAH5 | 4,508,000 | $4,758,752.99 | 0.26% |
| GE CORP 5.00 02/01/13 | 369604AY9 | 4,428,000 | $4,748,387.94 | 0.26% |
| VODAFONE 5.500 06/15/11 | 92857WAM2 | 4,538,000 | $4,712,672.16 | 0.26% |
| HSBC BANK 3.50% 06/28/15 | 44328MAB0 | 4,635,000 | $4,679,588.70 | 0.26% |
| AT&T INC. 4.95 01/15/13 | 00206RAF9 | 4,233,000 | $4,594,828.37 | 0.25% |
| WESFARMERS 6.998 04/10/13 | 950840AA6 | 4,203,000 | $4,587,826.68 | 0.25% |
| CSFB 4.106% 12/15/35 | 22541NUH0 | 4,405,181 | $4,504,483.59 | 0.25% |
| E.I. DUPONT DE 5 07/15/13 | 263534BU2 | 4,048,000 | $4,437,506.66 | 0.24% |
| VEOLIA 6.00 06/01/18 | 92334NAB9 | 3,996,000 | $4,406,732.86 | 0.24% |
| WOODSIDE 8.125% 03/01/14 | 980236AG8 | 3,868,000 | $4,405,644.26 | 0.24% |
| LAZARD LLC 7.125 05/15/15 | 52107QAC9 | 4,173,000 | $4,394,999.43 | 0.24% |
| BARCLAYS 2.5% 01/23/13 | 06739FGP0 | 4,394,000 | $4,376,208.69 | 0.24% |
| WEATHERFORD9.625 03/01/19 | 947075AF4 | 3,617,000 | $4,355,558.85 | 0.24% |
| ERAC US FIN 5.25% 10/1/20 | 26884TAA0 | 4,293,000 | $4,338,140.90 | 0.24% |
| ALABAMA 5.80 11/15/13 | 010392FA1 | 3,793,000 | $4,286,776.53 | 0.23% |
| BANK OF NY 4.95 11/01/12 | 06406HBE8 | 3,914,000 | $4,238,447.12 | 0.23% |
| BERKSHIRE 4.60 05/15/13 | 084664BD2 | 3,835,000 | $4,163,563.63 | 0.23% |
| VERIZON 5.25% 04/15/13 | 92343VAN4 | 3,727,000 | $4,085,324.96 | 0.22% |
| NORTHERN 5.20 11/09/12 | 665859AH7 | 3,698,000 | $4,024,544.49 | 0.22% |
| ENERGY TRAN 9.00 04/15/19 | 29273RAM1 | 3,371,000 | $3,964,380.28 | 0.22% |
| CISCO SYS 5.50% 02/22/16 | 17275RAC6 | 3,428,000 | $3,949,032.00 | 0.22% |
| CME GROUP 5.4 08/01/13 | 12572QAA3 | 3,516,000 | $3,878,643.76 | 0.21% |
| BANK NOVA 2.375% 12/17/13 | 064149B97 | 3,798,000 | $3,868,357.95 | 0.21% |
| NOVARTIS 5.125 02/10/19 | 66989GAA8 | 3,449,000 | $3,860,969.25 | 0.21% |
| PACCAR INC 6.375 02/15/12 | 69373UAB3 | 3,550,000 | $3,836,002.20 | 0.21% |
| XEROX 6.35 05/15/18 | 984121BW2 | 3,414,000 | $3,808,091.68 | 0.21% |
| WALGREEN 4.875 08/01/13 | 931422AD1 | 3,359,000 | $3,693,862.07 | 0.20% |
| ROCKIES EX 6.85 07/15/18 | 77340RAC1 | 3,473,000 | $3,658,774.24 | 0.20% |
| SIEMENS 5.75% 10/17/16 | 826200AC1 | 3,226,000 | $3,652,277.19 | 0.20% |
| TEVA PHARM 3.0% 06/15/15 | 88166CAA6 | 3,506,000 | $3,574,693.06 | 0.19% |
| SABMILLER 6.20 07/01/11 | 78572MAC9 | 3,406,000 | $3,559,453.92 | 0.19% |
| GNRL DYNAM 5.25 02/01/14 | 369550AN8 | 3,030,000 | $3,399,996.33 | 0.19% |
| KROGER 7.5% 01/15/14 | 501044CL3 | 2,679,000 | $3,130,850.86 | 0.17% |
| JEFFERIES 5.875 06/08/14 | 472319AD4 | 2,896,000 | $3,062,450.50 | 0.17% |
| KELLOGG CO 4.25% 03/06/13 | 487836BA5 | 2,827,000 | $3,029,871.17 | 0.16% |
| TOYOTA MOT 3.2% 06/17/15 | 89233P4B9 | 2,936,000 | $2,996,663.63 | 0.16% |
| GE 5.25 12/06/17 | 369604BC6 | 2,716,000 | $2,953,394.70 | 0.16% |
| TOTAL CAPITAL 3% 06/24/15 | 89152UAC6 | 2,919,000 | $2,947,903.94 | 0.16% |
| CTRPT ENRG 7.875 04/01/13 | 15189YAB2 | 2,503,000 | $2,868,120.12 | 0.16% |
| ERAC USA 5.80 10/15/12 | 26882PBD3 | 2,588,000 | $2,793,678.71 | 0.15% |
| BARRICK 6.95 04/01/19 | 067901AB4 | 2,243,000 | $2,689,444.48 | 0.15% |
| GEORGIA POWER 6% 11/01/13 | 373334JM4 | 2,373,000 | $2,687,097.40 | 0.15% |
| XEROX CORP 5.50 05/15/12 | 984121BS1 | 2,435,000 | $2,595,590.69 | 0.14% |
| COMCAST 4.95% 06/15/16 | 20030NAG6 | 2,336,000 | $2,512,996.38 | 0.14% |
| VERIZON 5.55 02/15/16 | 92343VAC8 | 2,225,000 | $2,492,020.03 | 0.13% |
| KIMBERLY 7.50 11/01/18 | 494368BD4 | 1,769,000 | $2,259,600.31 | 0.12% |
| ERAC USA 5.60 05/01/15 | 26882PAS1 | 2,027,000 | $2,186,468.14 | 0.12% |
| DIAGEO CAP 5.2% 01/30/13 | 25243YAL3 | 1,984,000 | $2,158,024.58 | 0.12% |
| BARRICK 5.75% 10/15/16 | 06849AAA7 | 1,925,000 | $2,132,024.13 | 0.11% |
| BONY MELLON 4.5% 04/01/13 | 06406HBJ7 | 1,911,000 | $2,058,640.04 | 0.11% |
| DUKE ENERGY 7.00 11/15/18 | 26442CAG9 | 1,651,000 | $2,052,574.38 | 0.11% |
| AIR PROD. 4.15 02/01/13 | 009163AA4 | 1,837,000 | $1,930,569.43 | 0.10% |
| ROGERS 7.50 03/15/15 | 77531QAM0 | 1,602,000 | $1,911,725.87 | 0.10% |
| CS FIRST BOS 5.1 08/15/38 | 225470AM5 | 1,808,000 | $1,883,344.60 | 0.10% |
| COMM MORT VRN 04/01/38 | 52108MAD5 | 1,753,000 | $1,836,542.55 | 0.10% |
| DIGITAL 5.875% 02/01/20 | 25389JAE6 | 1,763,000 | $1,798,695.46 | 0.10% |
| HEWLETT PACK 4.5 03/01/13 | 428236AQ6 | 1,611,000 | $1,738,918.23 | 0.09% |
| HCA INC 11/17/12 | LX063790 | 1,700,000 | $1,603,661.00 | 0.08% |
| GMAC INC 8.00% 11/01/31 | 36186CBY8 | 1,680,000 | $1,549,800.00 | 0.08% |
| PACIFIC GAS 8.25 10/15/18 | 694308GN1 | 1,180,000 | $1,509,794.66 | 0.08% |
| WEATHERFORD 4.95 10/15/13 | 947075AA5 | 1,160,000 | $1,219,534.68 | 0.06% |
| TRANSCONT 6.05 06/15/18 | 893570BY6 | 1,074,000 | $1,187,645.31 | 0.06% |
| TEVA PHARM 5.55% 02/01/16 | 88163VAC3 | 1,040,000 | $1,185,078.96 | 0.06% |
| NORTHERN T 4.625 05/01/14 | 665859AK0 | 1,014,000 | $1,108,398.33 | 0.06% |
| MEG ENERGY VRN 04/03/16 | LX113028 | 1,130,000 | $1,098,925.00 | 0.06% |
| TIME WARNER 4.875 3/15/20 | 887317AF2 | 936,000 | $965,270.59 | 0.05% |
| EL PASO NAT 5.95 04/15/17 | 283695BP8 | 843,000 | $895,781.07 | 0.05% |
| THOMSN REUT 5.95 07/15/13 | 884903BA2 | 798,000 | $892,117.72 | 0.04% |
| BANK OF NY 4.30 05/15/14 | 06406HBL2 | 815,000 | $875,336.90 | 0.04% |
| UNITED RENT 9.25 12/15/19 | 911365AU8 | 825,000 | $831,187.50 | 0.04% |
| NEXTEL COM 7.375 08/01/15 | 65332VBG7 | 870,000 | $826,500.00 | 0.04% |
| GEORGIA-PAC VRN 12/20/12 | LX104230 | 850,000 | $820,250.00 | 0.04% |
| NIELSON VRN 05/02/16 | LX111793 | 850,000 | $816,178.50 | 0.04% |
| CHARTER VRN 03/06/14 | LX081129 | 875,000 | $810,556.25 | 0.04% |
| COMMUNITY 8.875 07/15/15 | 12543DAF7 | 785,000 | $809,531.25 | 0.04% |
| CABLEVISION VRN 03/29/13 | LX111605 | 835,000 | $808,672.45 | 0.04% |
| BANK OF AME 8.00 12/29/49 | 060505DR2 | 835,000 | $806,551.55 | 0.04% |
| DOLLAR GEN VRN 07/04/14 | LX071310 | 850,000 | $805,902.00 | 0.04% |
| FORD MOTOR VRN 12/15/13 | LX051649 | 850,000 | $802,298.00 | 0.04% |
| AME GEN VRN 04/20/15 | LX114106 | 825,000 | $801,693.75 | 0.04% |
| COMMUNITY HEALTH 07/25/14 | LX070809 | 832,375 | $775,149.37 | 0.04% |
| DYNEGY HLG 7.50 06/01/15 | 26816LAX0 | 945,000 | $747,731.25 | 0.04% |
| FORD CREDIT 8.7% 10/01/14 | 345397VL4 | 700,000 | $729,532.30 | 0.04% |
| AM GENERAL 6.9% 12/15/17 | 02635PTS2 | 900,000 | $716,625.00 | 0.04% |
| MACYS RETAIL 5.9 12/01/16 | 314275AA6 | 705,000 | $706,762.50 | 0.03% |
| ICAHN ENTPR 8.0% 01/15/18 | 451102AF4 | 725,000 | $703,250.00 | 0.03% |
| MARKWEST 8.75% 04/15/18 | 570506AH8 | 690,000 | $696,900.00 | 0.03% |
| DEAN FOODS 04/02/14 | LX061051 | 738,384 | $683,699.30 | 0.03% |
| VIASAT 8.875% 09/15/16 | 92552VAC4 | 670,000 | $681,725.00 | 0.03% |
| SPRINT CAP 8.375 03/15/32 | 852060AT9 | 710,000 | $678,050.00 | 0.03% |
| NRG 8.50% 06/15/19 | 629377BG6 | 665,000 | $675,806.25 | 0.03% |
| LEUCADIA N 8.125 09/15/15 | 527288BD5 | 645,000 | $661,125.00 | 0.03% |
| LAZARD GRP 6.85% 06/15/17 | 52107QAE5 | 614,000 | $621,795.34 | 0.03% |
| FIRST DATA VRN 09/24/14 | LX077872 | 733,115 | $616,660.01 | 0.03% |
| HERTZ CORP 8.875 01/01/14 | 428040BZ1 | 605,000 | $612,562.50 | 0.03% |
| SOUTHERN NA 5.90 04/01/17 | 843452BC6 | 568,000 | $601,774.98 | 0.03% |
| UNIVERSAL 8.50 06/01/15 | 91359PAF7 | 610,000 | $600,850.00 | 0.03% |
| CINCINNATI VRN 06/10/16 | LX114780 | 593,512 | $575,523.14 | 0.03% |
| TOYS R US 8.50 12/01/17 | 89236MAA8 | 560,000 | $574,000.00 | 0.03% |
| CLEAR CHNL 9.25% 12/15/17 | 18451QAB4 | 565,000 | $567,825.00 | 0.03% |
| CIT GROUP 7.00% 05/01/15 | 125581FV5 | 590,000 | $544,275.00 | 0.03% |
| NEW DEVELOP VRN 06/08/17 | LX114759 | 545,000 | $538,868.75 | 0.03% |
| FREESCALE 9.25% 04/15/18 | 35687MAT4 | 540,000 | $533,250.00 | 0.02% |
| CIT GROUP 7.00% 05/01/13 | 125581FT0 | 550,000 | $526,625.00 | 0.02% |
| CIT GROUP 7.00% 05/01/17 | 125581FX1 | 575,000 | $517,500.00 | 0.02% |
| WIND ACQUI 12.75% 7/15/17 | 97315LAA7 | 555,000 | $505,050.00 | 0.02% |
| NEWPAGE 11.375% 12/31/14 | 651715AK0 | 555,000 | $503,662.50 | 0.02% |
| DELTA LINE 9.50% 09/15/14 | 247361ZC5 | 475,000 | $498,750.00 | 0.02% |
| TXU ENERGY VRN 10/10/14 | LX080631 | 675,000 | $498,318.75 | 0.02% |
| NISKA GAS 8.875% 03/15/18 | 654679AA7 | 485,000 | $492,275.00 | 0.02% |
| LEVEL 3 10.0% 02/01/18 | 527298AN3 | 555,000 | $491,175.00 | 0.02% |
| NRG ENERGY INC. 02/01/13 | LX081269 | 512,705 | $490,059.34 | 0.02% |
| CITIGROUP VRN 12/21/57 | 173094AA1 | 495,000 | $482,099.31 | 0.02% |
| GEOEYE INC 9.625 10/01/15 | 37250WAA6 | 470,000 | $479,400.00 | 0.02% |
| READER'S DIG VRN 02/15/17 | 755267AG6 | 460,000 | $458,850.00 | 0.02% |
| MCJUNKIN 9.5% 12/15/16 | 581241AA4 | 470,000 | $455,900.00 | 0.02% |
| LBI ESCROW 8.0% 11/01/17 | 50178TAA5 | 440,000 | $453,200.00 | 0.02% |
| RAILAMERICA 9.25 07/01/17 | 750753AC9 | 420,000 | $439,950.00 | 0.02% |
| AES CORP 8.00 10/15/17 | 00130HBH7 | 425,000 | $429,250.00 | 0.02% |
| APRIA HLTH 11.25 11/01/14 | 037933AD0 | 400,000 | $426,000.00 | 0.02% |
| BIOMET INC 10.00 10/15/17 | 090613AC4 | 395,000 | $424,625.00 | 0.02% |
| GOODYEAR 10.5 05/15/16 | 382550AZ4 | 390,000 | $424,125.00 | 0.02% |
| EL PASO 7.875 06/15/12 | 28336LAE9 | 400,000 | $419,967.60 | 0.02% |
| MYLAN INC 7.875% 07/15/20 | 628530AL1 | 410,000 | $418,200.00 | 0.02% |
| VILLAGE ROAD VRN 05/27/15 | LX114700 | 425,000 | $416,500.00 | 0.02% |
| NEIMAN MARC VRN 04/06/13 | LX060531 | 445,000 | $415,741.25 | 0.02% |
| CASE NEW 7.875% 12/01/17 | 147446AQ1 | 410,000 | $413,075.00 | 0.02% |
| IMG WORLD VRN 06/11/15 | LX114758 | 425,000 | $412,250.00 | 0.02% |
| AVAYA VRN 12/10/14 | LX077290 | 480,000 | $410,236.80 | 0.02% |
| GRAY TV VRN 12/31/14 | LX060214 | 438,874 | $409,614.91 | 0.02% |
| BIOMET INC VRN 03/25/15 | LX072313 | 425,000 | $407,256.25 | 0.02% |
| HARLAND CLRK VRN 06/30/14 | LX073149 | 473,778 | $405,080.98 | 0.02% |
| LINN ENERGY 8.625 4/15/20 | 536022AB2 | 395,000 | $404,381.25 | 0.02% |
| QWEST COMM 7.125 04/01/18 | 749121CB3 | 405,000 | $403,987.50 | 0.02% |
| LEVEL 3 VRN 03/13/14 | LX058651 | 455,000 | $403,530.40 | 0.02% |
| NUVEEN INVT VRN 11/13/14 | LX081609 | 485,000 | $403,156.25 | 0.02% |
| ASURION CORP VRN 07/03/14 | LX071250 | 423,932 | $399,933.36 | 0.02% |
| UMBRELLA VRN 09/29/14 | LX076509 | 472,003 | $393,008.88 | 0.02% |
| AMERICAN 8.175% 05/15/58 | 026874BS5 | 490,000 | $387,100.00 | 0.02% |
| DONNELLEY 7.625% 06/15/20 | 257867AW1 | 390,000 | $386,650.68 | 0.02% |
| WESTERN 11.25% 06/15/17 | 959319AA2 | 420,000 | $382,200.00 | 0.02% |
| VIRGIN 8.375% 10/15/19 | 92769VAB5 | 375,000 | $379,687.50 | 0.02% |
| INTL LEASE 8.75% 03/15/17 | 459745FX8 | 400,000 | $379,000.00 | 0.02% |
| GLOBAL CROSS 12% 09/15/15 | 37932JAB9 | 355,000 | $376,300.00 | 0.02% |
| USG CORP 9.75% 08/01/14 | 903293AV0 | 360,000 | $374,400.00 | 0.02% |
| WIND ACQU 11.75% 07/15/17 | 97314XAE4 | 365,000 | $374,125.00 | 0.02% |
| SUNGARD DA 9.125 08/15/13 | 867363AH6 | 365,000 | $370,931.25 | 0.02% |
| CHESAPEAKE 9.50 02/15/15 | 165167CD7 | 335,000 | $370,175.00 | 0.02% |
| WYNN LAS VEGAS 7.875% | 983130AL9 | 360,000 | $364,500.00 | 0.02% |
| WARNER CHILCOTT 10/14/14 | LX112523 | 363,772 | $362,786.64 | 0.02% |
| CITGO PETRO 11.5% 7/1/17 | 17302XAG1 | 360,000 | $357,300.00 | 0.01% |
| TEREX 10.875% 06/01/16 | 880779AW3 | 330,000 | $355,575.00 | 0.01% |
| TENET 8.875% 07/01/19 | 88033GBH2 | 335,000 | $355,100.00 | 0.01% |
| SINCLAIR 9.25% 11 01 17 | 829259AA8 | 345,000 | $348,450.00 | 0.01% |
| PROVIDENT 10.25% 04/15/17 | 74387UAA9 | 335,000 | $338,350.00 | 0.01% |
| CIT GROUP 7.00% 05/01/16 | 125581FW3 | 365,000 | $333,062.50 | 0.01% |
| BOEING CO 5.125 02/15/13 | 097023AT2 | 300,000 | $327,789.60 | 0.01% |
| DISH DBS 7.875% 09/01/19 | 25470XAB1 | 315,000 | $327,600.00 | 0.01% |
| BAUSCH & LOMB 04/24/15 | LX080309 | 346,070 | $324,870.22 | 0.01% |
| PETROHAWK 9.125 07/15/13 | 716495AB2 | 310,000 | $323,175.00 | 0.01% |
| NRG ENERGY INC. 02/01/13 | LX066410 | 337,294 | $322,396.16 | 0.01% |
| FMG FIN 10.625 09/01/16 | 30250BAC3 | 290,000 | $319,000.00 | 0.01% |
| NEW COMM 8.50% 04/15/20 | 35906AAG3 | 315,000 | $315,787.50 | 0.01% |
| ANTERO RES 9.375 12/01/17 | 03674PAA1 | 315,000 | $315,000.00 | 0.01% |
| AM GENERAL 5.4% 12/01/15 | 02635PTC7 | 405,000 | $314,887.50 | 0.01% |
| EL PASO CO 8.25 02/15/16 | 28336LBT5 | 300,000 | $314,250.00 | 0.01% |
| FNMA 385097 6.26 05/01/12 | 31377RX21 | 291,148 | $311,474.16 | 0.01% |
| NEW COMM 8.25% 04/15/17 | 35906AAE8 | 310,000 | $311,162.50 | 0.01% |
| DYNEGY HLD 7.75 06/01/19 | 26816LAW2 | 450,000 | $311,062.50 | 0.01% |
| WIND ACQN. 12.00 12/01/15 | 97314XAA2 | 300,000 | $310,500.00 | 0.01% |
| CEQUEL COM 8.625 11/15/17 | 15672WAA2 | 310,000 | $308,837.50 | 0.01% |
| DIGITALGLOB 10.5 05/01/14 | 25389MAB5 | 285,000 | $306,375.00 | 0.01% |
| CDS CITIBANK NA 06/20/15 | CD189BFDA | 8,525,000 | $303,348.82 | 0.01% |
| EDISON 7.500 06/15/13 | 281023AN1 | 350,000 | $301,000.00 | 0.01% |
| INTELSAT SU 8.50 01/15/13 | 45822EAH3 | 295,000 | $297,212.50 | 0.01% |
| RECKSON 7.75% 03/15/20 | 75625AAA2 | 295,000 | $289,203.25 | 0.01% |
| AFFINION 10.125% 10/15/13 | 00828DAL5 | 280,000 | $287,000.00 | 0.01% |
| GMAC INC. 6.75% 12/01/14 | 36186CBW2 | 295,000 | $285,412.50 | 0.01% |
| MEDIACOM 8.50 10/15/15 | 58446VAE1 | 295,000 | $281,725.00 | 0.01% |
| KRATOS 10.00% 06/01/17 | 50077BAA6 | 275,000 | $279,125.00 | 0.01% |
| ING CAP FD 8.439 PERPETU | 44978NAA3 | 320,000 | $278,400.00 | 0.01% |
| WARNER CHILCOTT 03/14/15 | LX112609 | 278,798 | $277,887.27 | 0.01% |
| HEWLETT-PA 6.125%03/01/14 | 428236AT0 | 240,000 | $275,712.48 | 0.01% |
| WINDSTREAM 7.875 11/01/17 | 97381WAJ3 | 280,000 | $273,350.00 | 0.01% |
| WMG HOLDINGS VRN 12/15/14 | 92930MAF0 | 265,000 | $263,675.00 | 0.01% |
| DEAN FOODS 7.0% 06/01/16 | 242370AA2 | 280,000 | $261,800.00 | 0.01% |
| HCA, INC. 9.25 11/15/16 | 404119AX7 | 245,000 | $259,700.00 | 0.01% |
| ENERGY FUT 10.0% 01/15/20 | 292680AG0 | 260,000 | $258,700.00 | 0.01% |
| CELANESE 04/02/14 | LX061094 | 270,000 | $255,150.00 | 0.01% |
| TENNECO VRN 06/03/16 | LX114714 | 255,000 | $254,362.50 | 0.01% |
| CHESAPEAKE 7.25% 12/15/18 | 165167CC9 | 240,000 | $247,800.00 | 0.01% |
| COOPER-STAND 8.5 05/01/18 | 12629YAA9 | 245,000 | $246,837.50 | 0.01% |
| AMERISTAR 9.25% 06/01/14 | 03070QAL5 | 235,000 | $246,162.50 | 0.01% |
| CCO HOLDING 7.875 4/30/18 | 1248EPAJ2 | 240,000 | $241,200.00 | 0.01% |
| REVLON 9.75 11/15/15 | 761519BA4 | 235,000 | $240,875.00 | 0.01% |
| DYNCORP 10.375% 07/01/17 | 26817CAA9 | 240,000 | $240,600.00 | 0.01% |
| SCIENTIFIC 9.25% 06/15/19 | 80874YAG5 | 235,000 | $240,287.50 | 0.01% |
| PAETEC HOL 8.875 06/30/17 | 695459AD9 | 235,000 | $235,000.00 | 0.01% |
| TRIUMPH GR 8.625 07/15/18 | 896818AE1 | 230,000 | $234,600.00 | 0.01% |
| EDISN MISSN 7.20 05/15/19 | 281023AX9 | 380,000 | $233,700.00 | 0.01% |
| COFFEYVILLE 9.0% 04/01/15 | 19190AAA5 | 230,000 | $227,700.00 | 0.01% |
| SUPERVALU 8.0% 05/01/16 | 868536AT0 | 230,000 | $227,700.00 | 0.01% |
| AM GENERAL 5.375 10/01/12 | 02635PRT2 | 250,000 | $226,250.00 | 0.01% |
| HCA INC. 7.25% 09/15/20 | 404119BK4 | 225,000 | $226,125.00 | 0.01% |
| LEVEL 3 8.750 02/15/17 | 527298AL7 | 260,000 | $224,900.00 | 0.01% |
| ZAYO GROUP 10.25 03/15/17 | 989194AA3 | 220,000 | $224,400.00 | 0.01% |
| PIONEER 9.875% 03/15/18 | 723655AA4 | 225,000 | $220,500.00 | 0.01% |
| CALPINE 7.25% 10 15 17 | 131347BP0 | 225,000 | $216,000.00 | 0.01% |
| TOYS R US 10.75% 07/15/17 | 89236LAA0 | 195,000 | $213,037.50 | 0.01% |
| SANDRIDGE 8.75% 01/15/20 | 80007PAK5 | 220,000 | $209,000.00 | 0.01% |
| INTL LEASE 8.625 09/15/15 | 459745FV2 | 220,000 | $208,450.00 | 0.01% |
| MARTIN 8.875% 04/01/18 | 573334AA7 | 210,000 | $207,900.00 | 0.01% |
| FORD MOTOR 8.125% 1/15/20 | 345397VM2 | 200,000 | $204,138.40 | 0.01% |
| AVIS BUDGET 9.625 3/15/18 | 053773AK3 | 200,000 | $202,000.00 | 0.01% |
| CITIGROUP CAPITAL XII | 17315D204 | 7,955 | $198,795.45 | 0.01% |
| FNMA 384981 5.72 03/01/12 | 31377RUE8 | 188,388 | $198,639.60 | 0.01% |
| NII CAP 8.875% 12/15/19 | 67021BAC3 | 195,000 | $196,950.00 | 0.01% |
| OPTI CANADA 9.0% 12/15/12 | 68385BAA5 | 195,000 | $196,950.00 | 0.01% |
| PLAINS EX 7.625% 06/01/18 | 726505AF7 | 200,000 | $195,500.00 | 0.01% |
| JARDEN CORP 7.50% 1/15/20 | 471109AD0 | 200,000 | $195,500.00 | 0.01% |
| MGM MIRAGE 9.0% 03/15/20 | 552953BP5 | 190,000 | $195,225.00 | 0.01% |
| ALLBRITTON 8.0% 05/15/18 | 016745AK7 | 195,000 | $193,050.00 | 0.01% |
| QWEST CORP 7.25% 10/15/35 | 912920AM7 | 210,000 | $192,675.00 | 0.01% |
| DELTA AIR 12.25 03/15/15 | 247361ZE1 | 180,000 | $192,150.00 | 0.01% |
| NEW COMM 7.875% 04/15/15 | 35906AAC2 | 190,000 | $191,425.00 | 0.01% |
| AMERICAN 10.25% 05/01/15 | 028865AA1 | 190,000 | $190,475.00 | 0.01% |
| BILL 9.87% 07/15/16 | 06846NAB0 | 175,000 | $185,500.00 | 0.01% |
| AMSTED IND 8.125 03/15/18 | 032177AD9 | 185,000 | $184,537.50 | 0.01% |
| COPANO 8.125 03/01/16 | 217203AB4 | 185,000 | $182,225.00 | 0.01% |
| OVERSEAS 8.125% 03/30/18 | 690368AH8 | 185,000 | $181,762.50 | 0.01% |
| AMERICREDIT .75% 09/15/11 | 03060RAP6 | 195,000 | $181,350.00 | 0.01% |
| AQUILEX 11.125% 12/15/16 | 03841XAA2 | 180,000 | $180,000.00 | 0.01% |
| RDS ULTRA 11.875 03/15/17 | 75524NAA6 | 190,000 | $179,075.00 | 0.01% |
| GMAC INC. 8.3% 02/12/15 | 36186CCB7 | 175,000 | $177,187.50 | 0.00% |
| SQUARETWO 11.625% 4/01/17 | 85224CAA2 | 185,000 | $175,056.25 | 0.00% |
| SPEEDWAY 8.75 06/01/16 | 847788AN6 | 165,000 | $173,250.00 | 0.00% |
| MOHAWK IND VRN 01/15/16 | 608190AH7 | 170,000 | $172,975.00 | 0.00% |
| AES IRON 8.857% 11/30/25 | 00103XAC7 | 179,483 | $171,406.87 | 0.00% |
| PINNACLE 8.75% 05/15/20 | 723456AL3 | 185,000 | $171,356.25 | 0.00% |
| PHIBRO 9.25% 07/01/18 | 71742QAQ9 | 170,000 | $169,150.00 | 0.00% |
| VIRGIN 9.50% 08/15/16 | 92769VAA7 | 160,000 | $169,000.00 | 0.00% |
| WARNER CHILCOTT 03/14/15 | LX112521 | 167,428 | $166,881.11 | 0.00% |
| SALEM COMM 9.625 12/15/16 | 794093AF1 | 161,000 | $165,830.00 | 0.00% |
| PHARMANET 10.88% 04/15/17 | 717148AA8 | 170,000 | $165,750.00 | 0.00% |
| UNITED MAR 11.75 06/15/15 | 91081QAA1 | 175,000 | $165,375.00 | 0.00% |
| US ONCOLOGY 9.125 8/15/17 | 90338WAK9 | 160,000 | $164,400.00 | 0.00% |
| PENN NATL 8.75% 08/15/19 | 707569AN9 | 160,000 | $164,400.00 | 0.00% |
| DUPONT FAB 8.5% 12/15/17 | 26613TAA8 | 160,000 | $164,000.00 | 0.00% |
| CONSOL ENER 8.25% 4/01/20 | 20854PAE9 | 155,000 | $161,587.50 | 0.00% |
| STANDARD 8.375% 05/15/18 | 85375CAX9 | 170,000 | $161,500.00 | 0.00% |
| INVERNESS 7.875 02/01/16 | 46126PAG1 | 165,000 | $161,287.50 | 0.00% |
| LYONDELL 11.00% 05/01/18 | 552078BB2 | 150,000 | $160,875.00 | 0.00% |
| STATER 7.750 04/15/15 | 857555AP1 | 160,000 | $159,600.00 | 0.00% |
| INTEGRA 10.75% 04/15/16 | 45823WAA7 | 160,000 | $156,600.00 | 0.00% |
| TRW AUTO 8.875 12/01/17 | 87264MAE9 | 150,000 | $154,500.00 | 0.00% |
| GENWORTH 6.15 11/15/66 | 37247DAG1 | 225,000 | $153,562.50 | 0.00% |
| SABLE INTL 7.75% 02/15/17 | 785712AA8 | 150,000 | $150,750.00 | 0.00% |
| RITE AID CO 7.50 03/01/17 | 767754BL7 | 170,000 | $150,450.00 | 0.00% |
| SOLUTIA 7.875% 03/15/20 | 834376AL9 | 150,000 | $149,625.00 | 0.00% |
| INEOS FINANCE 9% 05/15/15 | 44984WAA5 | 150,000 | $149,625.00 | 0.00% |
| CINCI BELL 8.25 10/15/17 | 171871AL0 | 160,000 | $149,600.00 | 0.00% |
| ECHOSTAR 7.75 05/31/15 | 27876GBH0 | 145,000 | $149,350.00 | 0.00% |
| LANTHEUS 9.75% 05/15/17 | 516545AA8 | 150,000 | $148,500.00 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBH | 7,965,000 | $143,580.24 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBI | 7,965,000 | $143,580.24 | 0.00% |
| WYNN VEGAS 7.875 05/01/20 | 983130AM7 | 140,000 | $140,700.00 | 0.00% |
| LIBERTY VRN 06/15/25 | 53079EAR5 | 130,000 | $140,400.00 | 0.00% |
| CHESAPEAKE 6.375 06/15/15 | 165167BL0 | 135,000 | $139,387.50 | 0.00% |
| CENVEO 8.875% 02/01/18 | 15671BAE1 | 145,000 | $139,200.00 | 0.00% |
| AMER AXLE 9.25% 01/15/17 | 02406PAG5 | 135,000 | $139,050.00 | 0.00% |
| PATHEON 8.625% 04/15/17 | 70319WAA6 | 140,000 | $138,950.00 | 0.00% |
| QVC INC 7.5% 10/01/19 | 747262AA1 | 140,000 | $137,550.00 | 0.00% |
| COFFEYVILLE 10.875 4/1/17 | 19190AAB3 | 140,000 | $136,500.00 | 0.00% |
| HARTFORD 8.125% 06/15/38 | 416515AW4 | 150,000 | $136,125.00 | 0.00% |
| INSIGHT 9.375% 07/15/18 | 45768VAD0 | 135,000 | $135,000.00 | 0.00% |
| EDISON MISS 7.0% 05/15/17 | 281023AU5 | 210,000 | $134,400.00 | 0.00% |
| GEN MARITIME 12 11/15/17 | 370290AD0 | 130,000 | $132,600.00 | 0.00% |
| GEOKINETICS 9.75 12/15/14 | 37252CAA8 | 155,000 | $132,525.00 | 0.00% |
| MANITOWOC 9.50% 02/15/18 | 563571AG3 | 130,000 | $130,000.00 | 0.00% |
| AMER GENL 8.125% 03/15/46 | 02637XAA2 | 150,000 | $129,750.00 | 0.00% |
| RANGE RESO 7.50 05/15/16 | 75281AAG4 | 125,000 | $126,093.75 | 0.00% |
| PENN VIR 8.25% 04/15/18 | 70788AAA6 | 125,000 | $122,812.50 | 0.00% |
| NAVISTAR 8.25% 11/1/21 | 63934EAM0 | 120,000 | $121,800.00 | 0.00% |
| THERMON IND 9.5% 05/01/17 | 88362RAA5 | 120,000 | $121,800.00 | 0.00% |
| MEDIACOM 9.125 08/15/19 | 58445MAM4 | 125,000 | $120,625.00 | 0.00% |
| ENERGY LP 8.75 03/01/15 | 45661TAH4 | 115,000 | $117,012.50 | 0.00% |
| CIE GEN GEO 9.5% 05/15/16 | 204386AM8 | 115,000 | $116,725.00 | 0.00% |
| REGENCY 9.375% 06/01/16 | 75886AAC2 | 110,000 | $116,600.00 | 0.00% |
| LIMITED 7.0% 05/01/20 | 532716AS6 | 115,000 | $115,862.50 | 0.00% |
| WINDSTREAM 8.625 08/01/16 | 97381WAD6 | 115,000 | $115,862.50 | 0.00% |
| HCA INC. 9.875% 02/15/17 | 404119BD0 | 105,000 | $112,875.00 | 0.00% |
| JEFFERIES 3.875 11/01/29 | 472319AG7 | 120,000 | $112,500.00 | 0.00% |
| GMAC INC 8.0% 03/15/20 | 36186RAA8 | 115,000 | $112,412.50 | 0.00% |
| COMPASS MIN 8.00% 6/01/19 | 20451NAD3 | 110,000 | $112,406.25 | 0.00% |
| PHILLIPS 7.375% 05/15/20 | 718592AK4 | 110,000 | $110,962.50 | 0.00% |
| JABIL CIR 7.75% 07/15/16 | 466313AE3 | 105,000 | $109,725.00 | 0.00% |
| CLEAR CHNL 9.25% 12/15/17 | 18451QAA6 | 110,000 | $109,450.00 | 0.00% |
| VERSO PPR 11.5% 07/01/14 | 92532BAA7 | 100,000 | $107,750.00 | 0.00% |
| LAMAR MEDIA 7.875 4/15/18 | 513075AW1 | 105,000 | $104,737.50 | 0.00% |
| BIOSCRIP 10.25% 10/01/15 | 09069NAA6 | 105,000 | $103,950.00 | 0.00% |
| CIT GROUP 7.00% 05/01/14 | 125581FU7 | 110,000 | $103,675.00 | 0.00% |
| LIBERTY MUT 7.80 03/15/37 | 53079EAN4 | 125,000 | $102,500.00 | 0.00% |
| CCO HOLDING 8.125 4/30/20 | 1248EPAM5 | 100,000 | $102,250.00 | 0.00% |
| LIBERTY MUT VRN 03/15/37 | 53079EAQ7 | 130,000 | $102,044.80 | 0.00% |
| GLBL CRSS 10.75 12/15/14 | 37943SAB6 | 100,000 | $102,000.00 | 0.00% |
| MEDIA GEN 11.75% 02/15/17 | 584404AB3 | 100,000 | $101,500.00 | 0.00% |
| UPC 9.875% 04/15/18 | 90320LAC1 | 100,000 | $100,500.00 | 0.00% |
| ARCH COAL 8.75% 08/01/16 | 039380AA8 | 95,000 | $99,037.50 | 0.00% |
| MCE FINANCE 10.25 5/15/18 | 55277BAA3 | 95,000 | $98,681.25 | 0.00% |
| TESORO 9.75% 06/01/19 | 881609AW1 | 95,000 | $98,562.50 | 0.00% |
| ELAN CORP 8.75 10/15/16 | 284138AJ3 | 100,000 | $97,125.00 | 0.00% |
| RSC EQUIPMNT 10% 07/15/17 | 78108AAA2 | 90,000 | $96,525.00 | 0.00% |
| UNIVISION 12.0% 07/01/14 | 914906AF9 | 90,000 | $96,525.00 | 0.00% |
| CEMEX 9.50 12/14/16 | 12516UAA3 | 100,000 | $96,500.00 | 0.00% |
| GEORGIA GULF 9% 01/15/17 | 373200AV6 | 95,000 | $96,425.00 | 0.00% |
| HUGHES 9.50% 04/15/14 | 444433AJ5 | 95,000 | $96,187.50 | 0.00% |
| NEXSTAR 8.875% 04/15/17 | 65339EAA2 | 95,000 | $95,475.00 | 0.00% |
| INTL COAL 9.125% 04/01/18 | 45928HAH9 | 95,000 | $95,000.00 | 0.00% |
| BOISE PAPER 9.00 11/01/17 | 09747FAA3 | 90,000 | $92,700.00 | 0.00% |
| LIVE NAT 8.125% 05/15/18 | 538034AC3 | 95,000 | $92,150.00 | 0.00% |
| ACCELLENT 8.375% 02/01/17 | 00430XAC1 | 94,000 | $92,120.00 | 0.00% |
| ING GROEP NV | 456837AC7 | 130,000 | $91,650.00 | 0.00% |
| SIRIUS XM 9.75 09/01/15 | 82967NAA6 | 85,000 | $90,312.50 | 0.00% |
| MTR GAME 12.625% 07/15/14 | 553769AH3 | 90,000 | $90,225.00 | 0.00% |
| ECHOSTAR 7.125 02/01/16 | 27876GBE7 | 85,000 | $85,212.50 | 0.00% |
| DELTA AIR 8.954% 08/10/14 | 247367BK0 | 85,883 | $85,024.53 | 0.00% |
| LEVEL 3 9.250 11/01/14 | 527298AM5 | 90,000 | $81,675.00 | 0.00% |
| PENN VIR 10.375 06/15/16 | 707882AB2 | 75,000 | $79,875.00 | 0.00% |
| NOVA CHEM 8.625% 11/01/19 | 66977WAM1 | 80,000 | $79,200.00 | 0.00% |
| AMERICAN 8.375% 05/15/18 | 029229AA9 | 80,000 | $79,200.00 | 0.00% |
| BAUSCH & LOMB 04/24/15 | LX080313 | 83,929 | $78,787.98 | 0.00% |
| BOMBARDIER 8.00 11/15/14 | 097751AM3 | 75,000 | $77,812.50 | 0.00% |
| CHESAPEAKE 6.875 11/15/20 | 165167BU0 | 75,000 | $75,656.25 | 0.00% |
| ELAN FIN 8.875 12/01/13 | 284138AG9 | 75,000 | $75,187.50 | 0.00% |
| MBIA INC. 5.7% 12/01/34 | 55262CAJ9 | 155,000 | $74,789.67 | 0.00% |
| EL PASO CORP 7% 06/15/17 | 28336LBQ1 | 75,000 | $74,577.68 | 0.00% |
| LINN ENER 9.875 07/01/18 | 536020AB6 | 70,000 | $74,200.00 | 0.00% |
| SOLUTIA INC 8.75% | 834376AK1 | 70,000 | $72,800.00 | 0.00% |
| CNG HOLDING 12.25 2/15/15 | 12612DAA4 | 71,000 | $71,710.00 | 0.00% |
| TRIUMPH GROUP 8% 11/15/17 | 896818AD3 | 75,000 | $71,625.00 | 0.00% |
| SEAGATE 6.875% 05/01/20 | 81180WAA9 | 75,000 | $71,250.00 | 0.00% |
| NAT MONEY 10.375 12/15/16 | 637004AA0 | 70,000 | $71,050.00 | 0.00% |
| EL PASO ENERGY CORP MTN B | 28368EAD8 | 70,000 | $69,181.84 | 0.00% |
| NEXTEL COM 6.875 10/31/13 | 65332VBH5 | 70,000 | $67,812.50 | 0.00% |
| LINCOLN 7.0% 05/17/66 | 534187AS8 | 80,000 | $66,600.00 | 0.00% |
| PLASTIPAK 10.625 08/15/19 | 727610AE7 | 60,000 | $66,600.00 | 0.00% |
| HUNTSMAN INT 5.5 06/30/16 | 44701QAR3 | 75,000 | $65,625.00 | 0.00% |
| AFFINIA 10.75 08/15/16 | 00828BAC9 | 60,000 | $65,400.00 | 0.00% |
| ALION SCIENC 12% 11/01/14 | 016275AK5 | 65,216 | $65,216.00 | 0.00% |
| ILFC E-CAP 6.25% 12/21/65 | 44965UAA2 | 100,000 | $64,125.00 | 0.00% |
| FERRELLGAS 9.125 10/01/17 | 315292AG7 | 60,000 | $62,550.00 | 0.00% |
| PLAINS 8.625% 10/15/09 | 726505AH3 | 60,000 | $60,750.00 | 0.00% |
| LEAR CORP 7.875% 03/15/18 | 521865AR6 | 60,000 | $60,150.00 | 0.00% |
| LEAR CORP 8.125% 03/15/20 | 521865AS4 | 60,000 | $60,150.00 | 0.00% |
| AMD 8.125% 12/15/17 | 007903AP2 | 60,000 | $59,700.00 | 0.00% |
| EL PASO 8.05% 10/15/30 | 28368EAA4 | 60,000 | $59,315.64 | 0.00% |
| QWEST CAPTL 7.75 02/15/31 | 74913EAJ9 | 60,000 | $55,500.00 | 0.00% |
| ALTRA HOLD 8.125 12/01/16 | 02208RAA4 | 55,000 | $54,518.75 | 0.00% |
| STRATUS US 12% 03/29/15 | 86317AAA2 | 62,400 | $54,366.00 | 0.00% |
| CHESAPEAKE 6.5% 08/15/17 | 165167BS5 | 55,000 | $54,243.75 | 0.00% |
| CPM HLDGS 10.625 09/01/14 | 12620XAA0 | 50,000 | $52,812.50 | 0.00% |
| BWAY HOLDING 10% 06/15/18 | 12429TAA2 | 49,000 | $51,082.50 | 0.00% |
| STRATUS BERM 12% 03/29/15 | 86317AAA2 | 57,600 | $50,184.00 | 0.00% |
| USG CORP 9.50 01/15/18 | 903293AS7 | 50,000 | $49,500.00 | 0.00% |
| LINCOLN 6.05% 04/20/67 | 534187AU3 | 65,000 | $48,750.00 | 0.00% |
| CASE NEW 7.75 09/01/13 | 147446AP3 | 40,000 | $40,900.00 | 0.00% |
| WESTERN REFI VRN 06/15/14 | 959319AD6 | 45,000 | $40,500.00 | 0.00% |
| RECV BRL FIXED 12.01% | IRS042010 | 20,367,131 | $40,226.48 | 0.00% |
| COMMUNITY HEALTH 07/25/14 | LX070810 | 42,624 | $39,694.38 | 0.00% |
| SPRINT CAP 6.875 11/15/28 | 852060AD4 | 45,000 | $37,350.00 | 0.00% |
| MACYS 5.875 01/15/13 | 55616XAD9 | 35,000 | $35,962.50 | 0.00% |
| CINEMARK 8.625% 06/15/19 | 172441AS6 | 30,000 | $30,150.00 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBG | 1,631,000 | $29,401.05 | 0.00% |
| SEAGATE TEC 10.0 05/01/14 | 81180VAA1 | 25,000 | $28,500.00 | 0.00% |
| AES CORP 9.75 04/15/16 | 00130HBP9 | 25,000 | $26,875.00 | 0.00% |
| RYL CARIB 8.75% 02/02/11 | 780153AL6 | 25,000 | $25,625.00 | 0.00% |
| TECK RES 6.125% 10/01/35 | 878742AE5 | 25,000 | $24,875.00 | 0.00% |
| SUN MEDIA 7.625 02/15/13 | 866950AB4 | 23,000 | $23,000.00 | 0.00% |
| KOPPERS 7.875% 12/01/19 | 500605AE0 | 22,000 | $22,220.00 | 0.00% |
| HARRAHS 11.25% 06/01/17 | 413627BL3 | 15,000 | $15,787.50 | 0.00% |
| NORCRAFT 10.50 12/15/15 | 65556TAC1 | 15,000 | $15,450.00 | 0.00% |
| RYL CARIB 7.00% 06/15/13 | 780153AQ5 | 15,000 | $14,925.00 | 0.00% |
| ROYAL 6.875 12/01/13 | 780153AP7 | 15,000 | $14,587.50 | 0.00% |
| ALION SCIENCE WARRANT | 016275158 | 65 | $0.00 | 0.00% |
| PAYB BRL FIXED 12.01% | IRS042010 | -20,367,131 | $0.00 | 0.00% |
| CDX MARKIT EM.13 06/20/15 | CDXEM0527 | 331,000 | -$33,431.00 | -0.00% |
| CDS ALLSTATE 06/20/15 | CD0C2002A | 8,680,000 | -$34,853.77 | -0.00% |
| CDX MARKIT EM 13 06/20/15 | CDXEM0526 | 684,000 | -$69,084.00 | -0.00% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5110 | 1,551,000 | -$156,651.00 | -0.00% |
| CDS MONSANTO CO 06/20/15 | CDX6H27C2 | 8,680,000 | -$160,772.21 | -0.00% |
| CDS BRISTOL MYER 06/20/15 | CDX1C1134 | 8,680,000 | -$228,071.96 | -0.01% |
| CDX MARKIT EM 13 06/20/15 | CDXEM0524 | 4,085,000 | -$412,585.00 | -0.02% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5241 | 4,100,000 | -$414,100.00 | -0.02% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5240 | 8,185,000 | -$826,685.00 | -0.04% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5141 | 12,105,000 | -$1,222,605.00 | -0.06% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5142 | 12,105,000 | -$1,222,605.00 | -0.06% |
| CDX MARKIT EM.13 06/20/15 | CDXEM0521 | 17,121,000 | -$1,729,221.00 | -0.09% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5140 | 24,230,000 | -$2,447,230.00 | -0.13% |
As of 6/30/2010.
Holdings subject to change.
Portfolio holdings are subject to change daily without notice and may not represent current or future portfolio composition. The holdings presented above include those directly held by the Fund and exclude cash, cash equivalents, collateral held on behalf of the RidgeWorth Funds’ securities lending program, as well as certain other assets and liabilities. Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, the information provided may differ from a fund’s holdings disclosed in its annual/semi-annual report and Form N-Q due to the exclusions noted above.
For information related to the Fund’s collateral investments and other items mentioned above, please refer to the most recent Form N-Q or the annual/semi-annual report. Forms N-Q are available on the SEC’s website at www.sec.gov.
