Investment Grade Bond
| A | I | R | |
|---|---|---|---|
| CUSIP | 76628T868 | 76628T876 | 76628T850 |
| Ticker | STGIX | STIGX | SCIGX |
| Share Class Inception | 6/11/1992 | 7/16/1992 | 8/1/2009 |
| Exp Ratio | 0.87 | 0.57 | 1.32 |
| NAV | 11.80 | 11.80 | 11.81 |
| POP | 12.39 | 11.80 | 11.81 |
| NAV Change |  0.01 | 0.01 | 0.00 |
Subadvisor
Similar Funds
Morningstar Ratings as of 5/31/10
I Shares received a 5-star rating for overall performance, 5 stars for 3-year performance among 1,000 funds, 5 stars for 5-year performance among 878 funds and 5 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 | 151 KB)
- Prospectus (PDF | 941 KB)
- Annual Report (PDF | 2 MB)
- Semi-annual Report (PDF | 926 KB)
- SAI (PDF | 822 KB)
| Security | CUSIP | Shares | Traded Market Value | % of Holding ↓ |
|---|---|---|---|---|
| INST CASH MANAGEMENT MMKT | 76628T264 | 59,699,719 | $59,699,719.06 | 13.22% |
| US TNOTES 0.875% 01/31/11 | 912828JY7 | 38,307,000 | $38,444,675.36 | 8.51% |
| US TREASURY 1.5% 10 31 10 | 912828JP6 | 33,756,000 | $33,901,049.53 | 7.51% |
| US T-NOTE 3.750 11/15/18 | 912828JR2 | 27,785,000 | $29,938,337.50 | 6.63% |
| US T-NOTE 3.50% 05/15/20 | 912828ND8 | 25,415,000 | $26,598,322.40 | 5.89% |
| US T-NOTE 2.125% 11/30/14 | 912828LZ1 | 24,954,000 | $25,484,272.50 | 5.64% |
| US T-BOND 4.625% 02/15/40 | 912810QE1 | 17,281,000 | $19,424,915.42 | 4.30% |
| US TREASURY3.125% 9/30/13 | 912828JM3 | 11,406,000 | $12,143,831.33 | 2.69% |
| NEWMONT 6.25% 10/01/39 | 651639AM8 | 3,985,000 | $4,348,902.23 | 0.96% |
| WAL-MART 6.50% 08/15/37 | 931142CK7 | 3,587,000 | $4,344,143.96 | 0.96% |
| WOODSIDE 8.75 03/01/19 | 980236AE3 | 3,342,000 | $4,016,796.59 | 0.88% |
| UNION PAC 7.875 01/15/19 | 907818DB1 | 3,097,000 | $3,942,812.38 | 0.87% |
| IBM CORP 7.625 10/15/18 | 459200GM7 | 2,955,000 | $3,799,397.16 | 0.84% |
| SHELL INTL 6.375 12/15/38 | 822582AD4 | 3,160,000 | $3,775,264.64 | 0.83% |
| E.ON INTL 5.8% 04/30/18 | 268789AA2 | 2,891,000 | $3,261,380.47 | 0.72% |
| GE CORP 5.00 02/01/13 | 369604AY9 | 2,901,000 | $3,110,901.86 | 0.68% |
| TWC 5.85 05/01/17 | 88732JAH1 | 2,813,000 | $3,088,536.16 | 0.68% |
| UNITED 6.125 02/01/19 | 913017BQ1 | 2,335,000 | $2,784,578.57 | 0.61% |
| PRAXAIR 1.75 11/15/12 | 74005PAW4 | 2,729,000 | $2,765,063.74 | 0.61% |
| ABBOTT LAB 5.60% 11/30/17 | 002819AB6 | 2,334,000 | $2,709,225.51 | 0.60% |
| ROCHE HLDGS 7 03/01/39 | 771196AU6 | 2,055,000 | $2,673,337.17 | 0.59% |
| JPMORGAN 6.3% 04/23/19 | 46625HHL7 | 2,313,000 | $2,612,521.94 | 0.57% |
| ASTRAZENECA 6.45 09/15/37 | 046353AD0 | 1,919,000 | $2,325,449.96 | 0.51% |
| LAZARD LLC 7.125 05/15/15 | 52107QAC9 | 2,185,000 | $2,301,239.82 | 0.50% |
| DIGITAL RTY 4.5% 07/15/15 | 25389JAF3 | 2,245,000 | $2,238,197.65 | 0.49% |
| BERKSHIRE 3.20% 02/11/15 | 084670AV0 | 2,165,000 | $2,229,540.82 | 0.49% |
| HLTHCARE REIT 6.5 1/17/17 | 42225BAA4 | 2,099,000 | $2,194,873.92 | 0.48% |
| ILLNOIS TOL 6.25 04/01/19 | 452308AJ8 | 1,833,000 | $2,183,607.08 | 0.48% |
| KSTELARSGATORS4N 03/15/30 | 655356JK0 | 1,931,000 | $2,172,816.04 | 0.48% |
| CMNWLTH BANK 3.5 03/19/15 | 2027A0EM7 | 2,115,000 | $2,142,890.51 | 0.47% |
| ENTERPRISE 5.25% 01/31/20 | 29379VAF0 | 2,048,000 | $2,108,456.96 | 0.46% |
| WESFARMERS 6.998 04/10/13 | 950840AA6 | 1,917,000 | $2,092,520.52 | 0.46% |
| MORGAN STAN 7.30 05/13/19 | 61747YCG8 | 1,904,000 | $2,047,597.78 | 0.45% |
| VODAFONE 5.500 06/15/11 | 92857WAM2 | 1,947,000 | $2,021,941.98 | 0.44% |
| FND AMRCN 5.875 05/15/13 | 36077BAA5 | 1,925,000 | $2,016,799.40 | 0.44% |
| PRAXAIR 4.625 03/30/15 | 74005PAR5 | 1,826,000 | $2,001,991.71 | 0.44% |
| ORACLE CORP 5.75 04/15/18 | 68389XAC9 | 1,721,000 | $1,992,356.95 | 0.44% |
| TESCO PLC 5.5% 11/15/17 | 881575AA2 | 1,766,000 | $1,962,679.42 | 0.43% |
| ENERGY TRAN 9.00 04/15/19 | 29273RAM1 | 1,615,000 | $1,899,280.38 | 0.42% |
| CISCO SYSTEMS 5.5 1/15/40 | 17275RAF9 | 1,802,000 | $1,888,696.02 | 0.41% |
| JEFFERIES 8.50% 07/15/19 | 472319AF9 | 1,665,000 | $1,870,229.57 | 0.41% |
| NORTHERN 5.20 11/09/12 | 665859AH7 | 1,705,000 | $1,855,556.62 | 0.41% |
| GLAXOSMITH 5.65 05/15/18 | 377372AD9 | 1,561,000 | $1,786,211.71 | 0.39% |
| VERIZON COM 8.95 03/01/39 | 92343VAR5 | 1,190,000 | $1,685,726.63 | 0.37% |
| SABMILLER 6.20 07/01/11 | 78572MAC9 | 1,604,000 | $1,676,266.62 | 0.37% |
| PFIZER INC 6.2 03/15/19 | 717081DB6 | 1,395,000 | $1,657,815.21 | 0.36% |
| NASDAQ OMX 5.55% 01/15/20 | 631103AD0 | 1,616,000 | $1,649,155.47 | 0.36% |
| ANHEUSER-BUSC 3% 10/15/12 | 03523TAL2 | 1,595,000 | $1,637,344.06 | 0.36% |
| CREDIT SUISSE 5.3 8/13/19 | 22546QAC1 | 1,540,000 | $1,632,486.24 | 0.36% |
| COVIDIEN 6.00 10/15/17 | 22303QAG5 | 1,390,000 | $1,613,046.35 | 0.35% |
| BANK OF NY 4.95 11/01/12 | 06406HBE8 | 1,460,000 | $1,581,025.24 | 0.35% |
| TIME WARNER 8.25 02/14/14 | 88732JAQ1 | 1,335,000 | $1,578,031.41 | 0.34% |
| TRANS 7.625 01/15/39 | 8935268Z9 | 1,234,000 | $1,576,458.45 | 0.34% |
| EX SCRIPTS 5.25% 06/15/12 | 302182AC4 | 1,462,000 | $1,561,894.07 | 0.34% |
| BERKSHIRE 4.60 05/15/13 | 084664BD2 | 1,422,000 | $1,543,829.85 | 0.34% |
| CELL CO VER 5.55 02/01/14 | 92344SAP5 | 1,354,000 | $1,518,030.33 | 0.33% |
| CC HLDNGS 7.75 05/01/17 | 14987BAA1 | 1,432,000 | $1,514,340.00 | 0.33% |
| PACCAR INC 6.375 02/15/12 | 69373UAB3 | 1,385,000 | $1,496,581.14 | 0.33% |
| AT&T INC. 4.95 01/15/13 | 00206RAF9 | 1,373,000 | $1,490,361.29 | 0.33% |
| WACHOV MTG 5.11% 07/15/42 | 9297664N0 | 1,434,000 | $1,489,299.34 | 0.32% |
| SOUTHERN 5.75% 03/15/14 | 842400FK4 | 1,315,000 | $1,479,856.29 | 0.32% |
| PEPSICO 7.9 11/01/18 | 713448BJ6 | 1,137,000 | $1,470,093.25 | 0.32% |
| CME GROUP 5.4 08/01/13 | 12572QAA3 | 1,303,000 | $1,437,392.72 | 0.31% |
| ALABAMA 5.80 11/15/13 | 010392FA1 | 1,259,000 | $1,422,897.88 | 0.31% |
| EXELON CORP 6.20 10/01/17 | 30161MAE3 | 1,235,000 | $1,403,910.95 | 0.31% |
| VEOLIA 6.00 06/01/18 | 92334NAB9 | 1,250,000 | $1,378,482.50 | 0.30% |
| XEROX 6.35 05/15/18 | 984121BW2 | 1,227,000 | $1,368,637.52 | 0.30% |
| VA EL&PWR 8.875 11/15/38 | 927804FG4 | 941,000 | $1,364,894.15 | 0.30% |
| SBC COMM 5.10 09/15/14 | 78387GAP8 | 1,223,000 | $1,356,725.27 | 0.30% |
| TIAA GBL 5.125% 10/10/12 | 87244EAC6 | 1,265,000 | $1,345,743.69 | 0.29% |
| E.I. DUPONT DE 5 07/15/13 | 263534BU2 | 1,215,000 | $1,331,909.73 | 0.29% |
| ROCKIES EX 6.85 07/15/18 | 77340RAC1 | 1,236,000 | $1,302,114.88 | 0.28% |
| HSBC BANK 3.50% 06/28/15 | 44328MAB0 | 1,288,000 | $1,300,390.56 | 0.28% |
| CME GROUP 5.75 02/15/14 | 12572QAD7 | 1,168,000 | $1,299,150.05 | 0.28% |
| ANHEUSER 8.20 01/15/39 | 03523TAC2 | 986,000 | $1,297,159.91 | 0.28% |
| BANK NOVA 3.4% 01/22/15 | 064149A64 | 1,227,000 | $1,266,943.76 | 0.28% |
| CISCO SYS 5.50% 02/22/16 | 17275RAC6 | 1,085,000 | $1,249,912.41 | 0.27% |
| PCFC GS&ELC 6.05 03/01/34 | 694308GE1 | 1,114,000 | $1,242,909.85 | 0.27% |
| ERAC USA 5.60 05/01/15 | 26882PAS1 | 1,148,000 | $1,238,315.46 | 0.27% |
| BOEING CO 5.125 02/15/13 | 097023AT2 | 1,121,000 | $1,224,840.47 | 0.27% |
| WEATHERFORD9.625 03/01/19 | 947075AF4 | 1,011,000 | $1,217,437.10 | 0.26% |
| ERAC US FIN 5.25% 10/1/20 | 26884TAA0 | 1,200,000 | $1,212,618.00 | 0.26% |
| VERIZON 5.55 02/15/16 | 92343VAC8 | 1,056,000 | $1,182,729.50 | 0.26% |
| BARCLAYS 2.5% 01/23/13 | 06739FGP0 | 1,172,000 | $1,167,254.57 | 0.25% |
| SCHERING 6.55 09/15/37 | 806605AH4 | 936,000 | $1,164,290.40 | 0.25% |
| ERAC USA 5.80 10/15/12 | 26882PBD3 | 1,061,000 | $1,145,321.91 | 0.25% |
| MIDAMER 6.125% 04/01/36 | 59562VAM9 | 1,030,000 | $1,134,005.28 | 0.25% |
| VERIZON 5.25% 04/15/13 | 92343VAN4 | 1,000,000 | $1,096,143.00 | 0.24% |
| BANK NOVA 2.375% 12/17/13 | 064149B97 | 1,064,000 | $1,083,710.60 | 0.24% |
| CTRPT ENRG 7.875 04/01/13 | 15189YAB2 | 941,000 | $1,078,266.49 | 0.23% |
| TEACHERS 6.85% 12/16/39 | 878091BC0 | 925,000 | $1,077,389.13 | 0.23% |
| WALGREEN 4.875 08/01/13 | 931422AD1 | 948,000 | $1,042,507.07 | 0.23% |
| SIEMENS 6.125% 08/17/26 | 826200AD9 | 906,000 | $1,021,681.70 | 0.22% |
| KELLOGG CO 4.25% 03/06/13 | 487836BA5 | 940,000 | $1,007,456.28 | 0.22% |
| NOVARTIS 5.125 02/10/19 | 66989GAA8 | 878,000 | $982,873.59 | 0.21% |
| GNRL DYNAM 5.25 02/01/14 | 369550AN8 | 864,000 | $969,503.90 | 0.21% |
| GE 5.25 12/06/17 | 369604BC6 | 875,000 | $951,480.25 | 0.21% |
| TEVA PHARM 3.0% 06/15/15 | 88166CAA6 | 929,000 | $947,201.90 | 0.20% |
| ENERGY TRAN 7.50 07/01/38 | 29273RAJ8 | 880,000 | $899,790.32 | 0.19% |
| AIR PROD. 4.15 02/01/13 | 009163AA4 | 829,000 | $871,225.94 | 0.19% |
| ENTERPRISE 5.75% 03/01/35 | 293791AT6 | 915,000 | $862,145.03 | 0.19% |
| ROGERS 7.50 03/15/15 | 77531QAM0 | 703,000 | $838,915.91 | 0.18% |
| TOYOTA MOT 3.2% 06/17/15 | 89233P4B9 | 819,000 | $835,922.18 | 0.18% |
| BARRICK 6.35 10/15/36 | 06849AAB5 | 773,000 | $820,905.90 | 0.18% |
| TOTAL CAPITAL 3% 06/24/15 | 89152UAC6 | 809,000 | $817,010.72 | 0.18% |
| AT & T INC 6.45 06/15/34 | 78387GAM5 | 748,000 | $814,150.13 | 0.18% |
| DIAGEO CAP 5.2% 01/30/13 | 25243YAL3 | 746,000 | $811,434.64 | 0.17% |
| PUBLIC SERV 6.25 09/01/37 | 744448BZ3 | 669,000 | $790,878.42 | 0.17% |
| KROGER 7.5% 01/15/14 | 501044CL3 | 656,000 | $766,643.58 | 0.16% |
| XEROX CORP 5.50 05/15/12 | 984121BS1 | 717,000 | $764,286.87 | 0.16% |
| COMCAST 6.45 03/15/37 | 20030NAM3 | 677,000 | $732,040.10 | 0.16% |
| WISCONSIN 6.375 08/15/37 | 976826BE6 | 627,000 | $731,980.49 | 0.16% |
| GEORGIA POWER 6% 11/01/13 | 373334JM4 | 643,000 | $728,109.41 | 0.16% |
| WEATHERFORD 6.50 08/01/36 | 947075AB3 | 785,000 | $711,345.02 | 0.15% |
| BONY MELLON 4.5% 04/01/13 | 06406HBJ7 | 643,000 | $692,676.89 | 0.15% |
| HEWLETT PACK 4.5 03/01/13 | 428236AQ6 | 635,000 | $685,420.91 | 0.15% |
| EL PASO NAT 5.95 04/15/17 | 283695BP8 | 610,000 | $648,192.71 | 0.14% |
| KIMBERLY 7.50 11/01/18 | 494368BD4 | 497,000 | $634,834.00 | 0.14% |
| CS FIRST BOS 5.1 08/15/38 | 225470AM5 | 594,000 | $618,753.70 | 0.13% |
| DUKE ENERGY 7.00 11/15/18 | 26442CAG9 | 486,000 | $604,210.27 | 0.13% |
| BARRICK 6.95 04/01/19 | 067901AB4 | 495,000 | $593,524.31 | 0.13% |
| COMM MORT VRN 04/01/38 | 52108MAD5 | 555,000 | $581,449.58 | 0.12% |
| TEVA PHARM 6.15% 02/01/36 | 88163VAD1 | 485,000 | $563,113.13 | 0.12% |
| DIGITAL 5.875% 02/01/20 | 25389JAE6 | 493,000 | $502,981.77 | 0.11% |
| CISCO SYST 4.45% 01/15/20 | 17275RAH5 | 426,000 | $449,695.82 | 0.09% |
| HCA INC 11/17/12 | LX063790 | 470,000 | $443,365.10 | 0.09% |
| GMAC INC 8.00% 11/01/31 | 36186CBY8 | 475,000 | $438,187.50 | 0.09% |
| TRANSCONT 6.05 06/15/18 | 893570BY6 | 394,000 | $435,691.11 | 0.09% |
| WAL-MART 5.25 09/01/35 | 931142CB7 | 389,000 | $409,696.75 | 0.09% |
| PACIFIC GAS 8.25 10/15/18 | 694308GN1 | 319,000 | $408,156.35 | 0.09% |
| TIME WARNER 6.2% 03/15/40 | 887317AE5 | 372,000 | $392,372.21 | 0.08% |
| SOUTHERN NA 5.90 04/01/17 | 843452BC6 | 351,000 | $371,871.51 | 0.08% |
| THOMSN REUT 5.95 07/15/13 | 884903BA2 | 319,000 | $356,623.50 | 0.07% |
| MEG ENERGY VRN 04/03/16 | LX113028 | 310,000 | $301,475.00 | 0.06% |
| ICAHN ENTPR 8.0% 01/15/18 | 451102AF4 | 245,000 | $237,650.00 | 0.05% |
| FORD CREDIT 8.7% 10/01/14 | 345397VL4 | 225,000 | $234,492.53 | 0.05% |
| DYNEGY HLG 7.50 06/01/15 | 26816LAX0 | 290,000 | $229,462.50 | 0.05% |
| CHARTER VRN 03/06/14 | LX081129 | 245,000 | $226,955.75 | 0.05% |
| COMMUNITY 8.875 07/15/15 | 12543DAF7 | 220,000 | $226,875.00 | 0.05% |
| GEORGIA-PAC VRN 12/20/12 | LX104230 | 235,000 | $226,775.00 | 0.05% |
| NIELSON VRN 05/02/16 | LX111793 | 235,000 | $225,649.35 | 0.04% |
| AME GEN VRN 04/20/15 | LX114106 | 230,000 | $223,502.50 | 0.04% |
| DOLLAR GEN VRN 07/04/14 | LX071310 | 235,000 | $222,808.20 | 0.04% |
| CABLEVISION VRN 03/29/13 | LX111605 | 230,000 | $222,748.10 | 0.04% |
| FORD MOTOR VRN 12/15/13 | LX051649 | 235,000 | $221,811.80 | 0.04% |
| COMMUNITY HEALTH 07/25/14 | LX070809 | 233,065 | $217,041.82 | 0.04% |
| UNITED RENT 9.25 12/15/19 | 911365AU8 | 215,000 | $216,612.50 | 0.04% |
| SPRINT CAP 8.375 03/15/32 | 852060AT9 | 220,000 | $210,100.00 | 0.04% |
| DEAN FOODS 04/02/14 | LX061051 | 204,763 | $189,598.67 | 0.04% |
| NRG 8.50% 06/15/19 | 629377BG6 | 185,000 | $188,006.25 | 0.04% |
| MARKWEST 8.75% 04/15/18 | 570506AH8 | 185,000 | $186,850.00 | 0.04% |
| LEUCADIA N 8.125 09/15/15 | 527288BD5 | 180,000 | $184,500.00 | 0.04% |
| CIT GROUP 7.00% 05/01/16 | 125581FW3 | 200,000 | $182,500.00 | 0.04% |
| EL PASO 7.875 06/15/12 | 28336LAE9 | 170,000 | $178,486.23 | 0.03% |
| LEVEL 3 10.0% 02/01/18 | 527298AN3 | 200,000 | $177,000.00 | 0.03% |
| HERTZ CORP 8.875 01/01/14 | 428040BZ1 | 170,000 | $172,125.00 | 0.03% |
| FIRST DATA VRN 09/24/14 | LX077872 | 204,474 | $171,993.61 | 0.03% |
| UNIVERSAL 8.50 06/01/15 | 91359PAF7 | 170,000 | $167,450.00 | 0.03% |
| BANK OF AME 8.00 12/29/49 | 060505DR2 | 170,000 | $164,208.10 | 0.03% |
| CINCINNATI VRN 06/10/16 | LX114780 | 164,587 | $159,598.85 | 0.03% |
| WIND ACQU 11.75% 07/15/17 | 97314XAE4 | 155,000 | $158,875.00 | 0.03% |
| CLEAR CHNL 9.25% 12/15/17 | 18451QAB4 | 155,000 | $155,775.00 | 0.03% |
| CIT GROUP 7.00% 05/01/15 | 125581FV5 | 165,000 | $152,212.50 | 0.03% |
| NEW DEVELOP VRN 06/08/17 | LX114759 | 150,000 | $148,312.50 | 0.03% |
| FREESCALE 9.25% 04/15/18 | 35687MAT4 | 150,000 | $148,125.00 | 0.03% |
| NEXTEL COM 7.375 08/01/15 | 65332VBG7 | 145,000 | $137,750.00 | 0.03% |
| FMG FIN 10.625 09/01/16 | 30250BAC3 | 125,000 | $137,500.00 | 0.03% |
| NISKA GAS 8.875% 03/15/18 | 654679AA7 | 135,000 | $137,025.00 | 0.03% |
| TXU ENERGY VRN 10/10/14 | LX080631 | 185,000 | $136,576.25 | 0.03% |
| CITIGROUP VRN 12/21/57 | 173094AA1 | 140,000 | $136,351.32 | 0.03% |
| AM GENERAL 5.375 10/01/12 | 02635PRT2 | 150,000 | $135,750.00 | 0.03% |
| NRG ENERGY INC. 02/01/13 | LX081269 | 141,748 | $135,486.99 | 0.03% |
| CIT GROUP 7.00% 05/01/13 | 125581FT0 | 140,000 | $134,050.00 | 0.02% |
| GEOEYE INC 9.625 10/01/15 | 37250WAA6 | 130,000 | $132,600.00 | 0.02% |
| WIND ACQN. 12.00 12/01/15 | 97314XAA2 | 125,000 | $129,375.00 | 0.02% |
| DIGITALGLOB 10.5 05/01/14 | 25389MAB5 | 120,000 | $129,000.00 | 0.02% |
| EDISON 7.500 06/15/13 | 281023AN1 | 150,000 | $129,000.00 | 0.02% |
| LBI ESCROW 8.0% 11/01/17 | 50178TAA5 | 125,000 | $128,750.00 | 0.02% |
| NEWPAGE 11.375% 12/31/14 | 651715AK0 | 140,000 | $127,050.00 | 0.02% |
| INTELSAT SU 8.50 01/15/13 | 45822EAH3 | 125,000 | $125,937.50 | 0.02% |
| READER'S DIG VRN 02/15/17 | 755267AG6 | 125,000 | $124,687.50 | 0.02% |
| NEIMAN MARC VRN 04/06/13 | LX060531 | 125,000 | $116,781.25 | 0.02% |
| GLOBAL CROSS 12% 09/15/15 | 37932JAB9 | 110,000 | $116,600.00 | 0.02% |
| MCJUNKIN 9.5% 12/15/16 | 581241AA4 | 120,000 | $116,400.00 | 0.02% |
| QWEST COMM 7.125 04/01/18 | 749121CB3 | 115,000 | $114,712.50 | 0.02% |
| ASURION CORP VRN 07/03/14 | LX071250 | 119,698 | $112,922.36 | 0.02% |
| VILLAGE ROAD VRN 05/27/15 | LX114700 | 115,000 | $112,700.00 | 0.02% |
| LINN ENERGY 8.625 4/15/20 | 536022AB2 | 110,000 | $112,612.50 | 0.02% |
| NUVEEN INVT VRN 11/13/14 | LX081609 | 135,000 | $112,218.75 | 0.02% |
| MYLAN INC 7.875% 07/15/20 | 628530AL1 | 110,000 | $112,200.00 | 0.02% |
| GRAY TV VRN 12/31/14 | LX060214 | 119,693 | $111,713.15 | 0.02% |
| IMG WORLD VRN 06/11/15 | LX114758 | 115,000 | $111,550.00 | 0.02% |
| AVAYA VRN 12/10/14 | LX077290 | 130,000 | $111,105.80 | 0.02% |
| HARLAND CLRK VRN 06/30/14 | LX073149 | 129,665 | $110,864.27 | 0.02% |
| LEVEL 3 VRN 03/13/14 | LX058651 | 125,000 | $110,860.00 | 0.02% |
| CASE NEW 7.875% 12/01/17 | 147446AQ1 | 110,000 | $110,825.00 | 0.02% |
| DELTA LINE 9.50% 09/15/14 | 247361ZC5 | 105,000 | $110,250.00 | 0.02% |
| BIOMET INC VRN 03/25/15 | LX072313 | 115,000 | $110,198.75 | 0.02% |
| TOYS R US 8.50 12/01/17 | 89236MAA8 | 105,000 | $107,625.00 | 0.02% |
| UMBRELLA VRN 09/29/14 | LX076509 | 129,179 | $107,560.33 | 0.02% |
| BIOMET INC 10.00 10/15/17 | 090613AC4 | 100,000 | $107,500.00 | 0.02% |
| AMERICAN 8.175% 05/15/58 | 026874BS5 | 135,000 | $106,650.00 | 0.02% |
| VIRGIN 9.50% 08/15/16 | 92769VAA7 | 100,000 | $105,625.00 | 0.02% |
| HCA INC. 7.25% 09/15/20 | 404119BK4 | 105,000 | $105,525.00 | 0.02% |
| INTL LEASE 8.75% 03/15/17 | 459745FX8 | 110,000 | $104,225.00 | 0.02% |
| DONNELLEY 7.625% 06/15/20 | 257867AW1 | 105,000 | $104,098.26 | 0.02% |
| CHESAPEAKE 7.25% 12/15/18 | 165167CC9 | 100,000 | $103,250.00 | 0.02% |
| AFFINION 10.125% 10/15/13 | 00828DAL5 | 100,000 | $102,500.00 | 0.02% |
| WARNER CHILCOTT 10/14/14 | LX112523 | 101,047 | $100,774.06 | 0.02% |
| TENET 8.875% 07/01/19 | 88033GBH2 | 95,000 | $100,700.00 | 0.02% |
| CITGO PETRO 11.5% 7/1/17 | 17302XAG1 | 100,000 | $99,250.00 | 0.02% |
| PROVIDENT 10.25% 04/15/17 | 74387UAA9 | 95,000 | $95,950.00 | 0.02% |
| SINCLAIR 9.25% 11 01 17 | 829259AA8 | 95,000 | $95,950.00 | 0.02% |
| RAILAMERICA 9.25 07/01/17 | 750753AC9 | 91,000 | $95,322.50 | 0.02% |
| MACYS RETAIL 5.9 12/01/16 | 314275AA6 | 95,000 | $95,237.50 | 0.02% |
| CIT GROUP 7.00% 05/01/17 | 125581FX1 | 105,000 | $94,500.00 | 0.02% |
| AMERISTAR 9.25% 06/01/14 | 03070QAL5 | 90,000 | $94,275.00 | 0.02% |
| USG CORP 9.75% 08/01/14 | 903293AV0 | 90,000 | $93,600.00 | 0.02% |
| TOYS R US 10.75% 07/15/17 | 89236LAA0 | 85,000 | $92,862.50 | 0.02% |
| GOODYEAR 10.5 05/15/16 | 382550AZ4 | 85,000 | $92,437.50 | 0.02% |
| TEREX 10.875% 06/01/16 | 880779AW3 | 85,000 | $91,587.50 | 0.02% |
| VIASAT 8.875% 09/15/16 | 92552VAC4 | 90,000 | $91,575.00 | 0.02% |
| BAUSCH & LOMB 04/24/15 | LX080309 | 96,577 | $90,661.46 | 0.02% |
| SANDRIDGE 8.75% 01/15/20 | 80007PAK5 | 95,000 | $90,250.00 | 0.01% |
| SITHE IND 9.00 12/30/13 | 829809AF9 | 87,914 | $89,289.47 | 0.01% |
| NRG ENERGY INC. 02/01/13 | LX066410 | 93,252 | $89,133.06 | 0.01% |
| PETROHAWK 9.125 07/15/13 | 716495AB2 | 85,000 | $88,612.50 | 0.01% |
| NEW COMM 8.25% 04/15/17 | 35906AAE8 | 85,000 | $85,318.75 | 0.01% |
| NEW COMM 8.50% 04/15/20 | 35906AAG3 | 85,000 | $85,212.50 | 0.01% |
| ANTERO RES 9.375 12/01/17 | 03674PAA1 | 85,000 | $85,000.00 | 0.01% |
| CEQUEL COM 8.625 11/15/17 | 15672WAA2 | 85,000 | $84,681.25 | 0.01% |
| SUPERVALU 8.0% 05/01/16 | 868536AT0 | 85,000 | $84,150.00 | 0.01% |
| DISH DBS 7.875% 09/01/19 | 25470XAB1 | 80,000 | $83,200.00 | 0.01% |
| PLAINS EX 7.625% 06/01/18 | 726505AF7 | 85,000 | $83,087.50 | 0.01% |
| CDS CITIBANK NA 06/20/15 | CD189BFDA | 2,330,000 | $82,909.41 | 0.01% |
| PHARMANET 10.88% 04/15/17 | 717148AA8 | 85,000 | $82,875.00 | 0.01% |
| GMAC INC. 6.75% 12/01/14 | 36186CBW2 | 85,000 | $82,237.50 | 0.01% |
| REVLON 9.75 11/15/15 | 761519BA4 | 80,000 | $82,000.00 | 0.01% |
| WESTERN 11.25% 06/15/17 | 959319AA2 | 90,000 | $81,900.00 | 0.01% |
| SCIENTIFIC 9.25% 06/15/19 | 80874YAG5 | 80,000 | $81,800.00 | 0.01% |
| SUNGARD DA 9.125 08/15/13 | 867363AH6 | 80,000 | $81,300.00 | 0.01% |
| WYNN LAS VEGAS 7.875% | 983130AL9 | 80,000 | $81,000.00 | 0.01% |
| INTL LEASE 8.625 09/15/15 | 459745FV2 | 85,000 | $80,537.50 | 0.01% |
| APRIA HLTH 11.25 11/01/14 | 037933AD0 | 75,000 | $79,875.00 | 0.01% |
| AM GENERAL 6.9% 12/15/17 | 02635PTS2 | 100,000 | $79,625.00 | 0.01% |
| COPANO 8.125 03/01/16 | 217203AB4 | 80,000 | $78,800.00 | 0.01% |
| RECKSON 7.75% 03/15/20 | 75625AAA2 | 80,000 | $78,428.00 | 0.01% |
| CHESAPEAKE 9.50 02/15/15 | 165167CD7 | 70,000 | $77,350.00 | 0.01% |
| WARNER CHILCOTT 03/14/15 | LX112609 | 77,444 | $77,190.91 | 0.01% |
| AES IRON 8.857% 11/30/25 | 00103XAC7 | 79,770 | $76,180.83 | 0.01% |
| KRATOS 10.00% 06/01/17 | 50077BAA6 | 75,000 | $76,125.00 | 0.01% |
| SPRINT NEX 8.375 08/15/17 | 852061AF7 | 75,000 | $75,000.00 | 0.01% |
| DEAN FOODS 7.0% 06/01/16 | 242370AA2 | 80,000 | $74,800.00 | 0.01% |
| ENERGY FUT 10.0% 01/15/20 | 292680AG0 | 75,000 | $74,625.00 | 0.01% |
| AMERICREDIT .75% 09/15/11 | 03060RAP6 | 80,000 | $74,400.00 | 0.01% |
| CELANESE 04/02/14 | LX061094 | 75,000 | $70,875.00 | 0.01% |
| COOPER-STAND 8.5 05/01/18 | 12629YAA9 | 70,000 | $70,525.00 | 0.01% |
| MTR GAME 12.625% 07/15/14 | 553769AH3 | 70,000 | $70,175.00 | 0.01% |
| STATER 7.750 04/15/15 | 857555AP1 | 70,000 | $69,825.00 | 0.01% |
| TENNECO VRN 06/03/16 | LX114714 | 70,000 | $69,825.00 | 0.01% |
| ING CAP FD 8.439 PERPETU | 44978NAA3 | 80,000 | $69,600.00 | 0.01% |
| TRIUMPH GR 8.625 07/15/18 | 896818AE1 | 65,000 | $66,300.00 | 0.01% |
| ZAYO GROUP 10.25 03/15/17 | 989194AA3 | 65,000 | $66,300.00 | 0.01% |
| CCO HOLDING 7.875 4/30/18 | 1248EPAJ2 | 65,000 | $65,325.00 | 0.01% |
| DYNCORP 10.375% 07/01/17 | 26817CAA9 | 65,000 | $65,162.50 | 0.01% |
| ILFC E-CAP 6.25% 12/21/65 | 44965UAA2 | 100,000 | $64,125.00 | 0.01% |
| GNMA 494081 7.00 08/15/14 | 36210J2N7 | 59,030 | $63,707.16 | 0.01% |
| TRW AUTO 8.875 12/01/17 | 87264MAE9 | 60,000 | $61,800.00 | 0.01% |
| DUPONT FAB 8.5% 12/15/17 | 26613TAA8 | 60,000 | $61,500.00 | 0.01% |
| EDISN MISSN 7.20 05/15/19 | 281023AX9 | 100,000 | $61,500.00 | 0.01% |
| WYNN VEGAS 7.875 05/01/20 | 983130AM7 | 60,000 | $60,300.00 | 0.01% |
| GNMA 780758 7.00 04/15/13 | 36225AZX1 | 55,868 | $59,494.12 | 0.01% |
| COFFEYVILLE 9.0% 04/01/15 | 19190AAA5 | 60,000 | $59,400.00 | 0.01% |
| HARTFORD 8.125% 06/15/38 | 416515AW4 | 65,000 | $58,987.50 | 0.01% |
| PIONEER 9.875% 03/15/18 | 723655AA4 | 60,000 | $58,800.00 | 0.01% |
| WINDSTREAM 7.875 11/01/17 | 97381WAJ3 | 60,000 | $58,575.00 | 0.01% |
| PENN NATL 8.75% 08/15/19 | 707569AN9 | 55,000 | $56,512.50 | 0.01% |
| NII CAP 8.875% 12/15/19 | 67021BAC3 | 55,000 | $55,550.00 | 0.01% |
| AVIS BUDGET 9.625 3/15/18 | 053773AK3 | 55,000 | $55,550.00 | 0.01% |
| CITIGROUP CAPITAL XII | 17315D204 | 2,210 | $55,227.90 | 0.01% |
| GENWORTH 6.15 11/15/66 | 37247DAG1 | 80,000 | $54,600.00 | 0.01% |
| MARTIN 8.875% 04/01/18 | 573334AA7 | 55,000 | $54,450.00 | 0.01% |
| MEDIACOM 9.125 08/15/19 | 58445MAM4 | 55,000 | $53,075.00 | 0.01% |
| HCA, INC. 9.25 11/15/16 | 404119AX7 | 50,000 | $53,000.00 | 0.01% |
| JABIL CIR 8.25 03/15/18 | 466313AD5 | 50,000 | $53,000.00 | 0.01% |
| MEDIACOM 8.50 10/15/15 | 58446VAE1 | 55,000 | $52,525.00 | 0.01% |
| DYNEGY HLD 7.75 06/01/19 | 26816LAW2 | 75,000 | $51,843.75 | 0.01% |
| MGM MIRAGE 9.0% 03/15/20 | 552953BP5 | 50,000 | $51,375.00 | 0.01% |
| ENERGY LP 8.75 03/01/15 | 45661TAH4 | 50,000 | $50,875.00 | 0.01% |
| RANGE RESO 7.50 05/15/16 | 75281AAG4 | 50,000 | $50,437.50 | 0.01% |
| NEW COMM 7.875% 04/15/15 | 35906AAC2 | 50,000 | $50,375.00 | 0.01% |
| WINDSTREAM 8.625 08/01/16 | 97381WAD6 | 50,000 | $50,375.00 | 0.01% |
| AMERICAN 10.25% 05/01/15 | 028865AA1 | 50,000 | $50,125.00 | 0.01% |
| AMSTED IND 8.125 03/15/18 | 032177AD9 | 50,000 | $49,875.00 | 0.01% |
| ALLBRITTON 8.0% 05/15/18 | 016745AK7 | 50,000 | $49,500.00 | 0.01% |
| OVERSEAS 8.125% 03/30/18 | 690368AH8 | 50,000 | $49,125.00 | 0.01% |
| INVERNESS 7.875 02/01/16 | 46126PAG1 | 50,000 | $48,875.00 | 0.01% |
| CALPINE 7.25% 10 15 17 | 131347BP0 | 50,000 | $48,000.00 | 0.01% |
| REGENCY 9.375% 06/01/16 | 75886AAC2 | 45,000 | $47,700.00 | 0.01% |
| GNMA 544525 7.00 05/15/31 | 36212U4J7 | 41,722 | $47,397.43 | 0.01% |
| SQUARETWO 11.625% 4/01/17 | 85224CAA2 | 50,000 | $47,312.50 | 0.01% |
| RDS ULTRA 11.875 03/15/17 | 75524NAA6 | 50,000 | $47,125.00 | 0.01% |
| JEFFERIES 3.875 11/01/29 | 472319AG7 | 50,000 | $46,875.00 | 0.01% |
| WARNER CHILCOTT 03/14/15 | LX112521 | 46,507 | $46,355.87 | 0.01% |
| PINNACLE 8.75% 05/15/20 | 723456AL3 | 50,000 | $46,312.50 | 0.01% |
| US ONCOLOGY 9.125 8/15/17 | 90338WAK9 | 45,000 | $46,237.50 | 0.01% |
| COMPASS MIN 8.00% 6/01/19 | 20451NAD3 | 45,000 | $45,984.38 | 0.01% |
| GEN MARITIME 12 11/15/17 | 370290AD0 | 45,000 | $45,900.00 | 0.01% |
| QWEST CORP 7.25% 10/15/35 | 912920AM7 | 50,000 | $45,875.00 | 0.01% |
| MOHAWK IND VRN 01/15/16 | 608190AH7 | 45,000 | $45,787.50 | 0.01% |
| CABLEVISION 8.00% 4/15/20 | 12686CBA6 | 45,000 | $45,562.50 | 0.01% |
| WMG HOLDINGS VRN 12/15/14 | 92930MAF0 | 45,000 | $44,775.00 | 0.00% |
| INTEGRA 10.75% 04/15/16 | 45823WAA7 | 45,000 | $44,043.75 | 0.00% |
| LIBERTY VRN 06/15/25 | 53079EAR5 | 40,000 | $43,200.00 | 0.00% |
| VERSO PPR 11.5% 07/01/14 | 92532BAA7 | 40,000 | $43,100.00 | 0.00% |
| HCA INC. 9.875% 02/15/17 | 404119BD0 | 40,000 | $43,000.00 | 0.00% |
| AM GENERAL 5.4% 12/01/15 | 02635PTC7 | 55,000 | $42,762.50 | 0.00% |
| STANDARD 8.375% 05/15/18 | 85375CAX9 | 45,000 | $42,750.00 | 0.00% |
| UNITED MAR 11.75 06/15/15 | 91081QAA1 | 45,000 | $42,525.00 | 0.00% |
| CINCI BELL 8.25 10/15/17 | 171871AL0 | 45,000 | $42,075.00 | 0.00% |
| CONSOL ENER 8.25% 4/01/20 | 20854PAE9 | 40,000 | $41,700.00 | 0.00% |
| ARCH COAL 8.75% 08/01/16 | 039380AA8 | 40,000 | $41,700.00 | 0.00% |
| BOMBARDIER 7.75% 03/15/20 | 097751AV3 | 40,000 | $41,500.00 | 0.00% |
| TESORO 9.75% 06/01/19 | 881609AW1 | 40,000 | $41,500.00 | 0.00% |
| ECHOSTAR 7.75 05/31/15 | 27876GBH0 | 40,000 | $41,200.00 | 0.00% |
| HUGHES 9.50% 04/15/14 | 444433AJ5 | 40,000 | $40,500.00 | 0.00% |
| GMAC INC. 8.3% 02/12/15 | 36186CCB7 | 40,000 | $40,500.00 | 0.00% |
| OPTI CANADA 9.0% 12/15/12 | 68385BAA5 | 40,000 | $40,400.00 | 0.00% |
| AQUILEX 11.125% 12/15/16 | 03841XAA2 | 40,000 | $40,000.00 | 0.00% |
| SOLUTIA 7.875% 03/15/20 | 834376AL9 | 40,000 | $39,900.00 | 0.00% |
| RITE AID CO 7.50 03/01/17 | 767754BL7 | 45,000 | $39,825.00 | 0.00% |
| PHIBRO 9.25% 07/01/18 | 71742QAQ9 | 40,000 | $39,800.00 | 0.00% |
| LANTHEUS 9.75% 05/15/17 | 516545AA8 | 40,000 | $39,600.00 | 0.00% |
| ING GROEP NV | 456837AC7 | 55,000 | $38,775.00 | 0.00% |
| CENVEO 8.875% 02/01/18 | 15671BAE1 | 40,000 | $38,400.00 | 0.00% |
| RSC EQUIPMNT 10% 07/15/17 | 78108AAA2 | 35,000 | $37,537.50 | 0.00% |
| PENN VIR 10.375 06/15/16 | 707882AB2 | 35,000 | $37,275.00 | 0.00% |
| SIRIUS XM 9.75 09/01/15 | 82967NAA6 | 35,000 | $37,187.50 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBH | 2,020,000 | $36,413.32 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBI | 2,020,000 | $36,413.32 | 0.00% |
| CHESAPEAKE 6.375 06/15/15 | 165167BL0 | 35,000 | $36,137.50 | 0.00% |
| BOISE PAPER 9.00 11/01/17 | 09747FAA3 | 35,000 | $36,050.00 | 0.00% |
| GEORGIA GULF 9% 01/15/17 | 373200AV6 | 35,000 | $35,525.00 | 0.00% |
| EDISON MISS 7.0% 05/15/17 | 281023AU5 | 55,000 | $35,200.00 | 0.00% |
| INSIGHT 9.375% 07/15/18 | 45768VAD0 | 35,000 | $35,000.00 | 0.00% |
| PAETEC HOL 8.875 06/30/17 | 695459AD9 | 35,000 | $35,000.00 | 0.00% |
| MANITOWOC 9.50% 02/15/18 | 563571AG3 | 35,000 | $35,000.00 | 0.00% |
| PATHEON 8.625% 04/15/17 | 70319WAA6 | 35,000 | $34,737.50 | 0.00% |
| PENN VIR 8.25% 04/15/18 | 70788AAA6 | 35,000 | $34,387.50 | 0.00% |
| COFFEYVILLE 10.875 4/1/17 | 19190AAB3 | 35,000 | $34,125.00 | 0.00% |
| LINN ENER 9.875 07/01/18 | 536020AB6 | 30,000 | $31,800.00 | 0.00% |
| SOLUTIA INC 8.75% | 834376AK1 | 30,000 | $31,200.00 | 0.00% |
| AMER AXLE 9.25% 01/15/17 | 02406PAG5 | 30,000 | $30,900.00 | 0.00% |
| HUNTSMAN INT 5.5 06/30/16 | 44701QAR3 | 35,000 | $30,625.00 | 0.00% |
| NAT MONEY 10.375 12/15/16 | 637004AA0 | 30,000 | $30,450.00 | 0.00% |
| THERMON IND 9.5% 05/01/17 | 88362RAA5 | 30,000 | $30,450.00 | 0.00% |
| LIMITED 7.0% 05/01/20 | 532716AS6 | 30,000 | $30,225.00 | 0.00% |
| NEXSTAR 8.875% 04/15/17 | 65339EAA2 | 30,000 | $30,150.00 | 0.00% |
| INTL COAL 9.125% 04/01/18 | 45928HAH9 | 30,000 | $30,000.00 | 0.00% |
| CLEAR CHNL 9.25% 12/15/17 | 18451QAA6 | 30,000 | $29,850.00 | 0.00% |
| BIOSCRIP 10.25% 10/01/15 | 09069NAA6 | 30,000 | $29,700.00 | 0.00% |
| NOVA CHEM 8.625% 11/01/19 | 66977WAM1 | 30,000 | $29,700.00 | 0.00% |
| GMAC INC 8.0% 03/15/20 | 36186RAA8 | 30,000 | $29,325.00 | 0.00% |
| LINCOLN 7.0% 05/17/66 | 534187AS8 | 35,000 | $29,137.50 | 0.00% |
| NEXTEL COM 6.875 10/31/13 | 65332VBH5 | 30,000 | $29,062.50 | 0.00% |
| LIBERTY MUT 7.80 03/15/37 | 53079EAN4 | 35,000 | $28,700.00 | 0.00% |
| TRIUMPH GROUP 8% 11/15/17 | 896818AD3 | 30,000 | $28,650.00 | 0.00% |
| PLASTIPAK 10.625 08/15/19 | 727610AE7 | 25,000 | $27,750.00 | 0.00% |
| LIBERTY MUT VRN 03/15/37 | 53079EAQ7 | 35,000 | $27,473.60 | 0.00% |
| AFFINIA 10.75 08/15/16 | 00828BAC9 | 25,000 | $27,250.00 | 0.00% |
| UNIVISION 12.0% 07/01/14 | 914906AF9 | 25,000 | $26,812.50 | 0.00% |
| BILL 9.87% 07/15/16 | 06846NAB0 | 25,000 | $26,500.00 | 0.00% |
| FERRELLGAS 9.125 10/01/17 | 315292AG7 | 25,000 | $26,062.50 | 0.00% |
| MCE FINANCE 10.25 5/15/18 | 55277BAA3 | 25,000 | $25,968.75 | 0.00% |
| CCO HOLDING 8.125 4/30/20 | 1248EPAM5 | 25,000 | $25,562.50 | 0.00% |
| ACCELLENT 8.375% 02/01/17 | 00430XAC1 | 26,000 | $25,480.00 | 0.00% |
| MEDIA GEN 11.75% 02/15/17 | 584404AB3 | 25,000 | $25,375.00 | 0.00% |
| NAVISTAR 8.25% 11/1/21 | 63934EAM0 | 25,000 | $25,375.00 | 0.00% |
| PLAINS 8.625% 10/15/09 | 726505AH3 | 25,000 | $25,312.50 | 0.00% |
| VIRGIN 8.375% 10/15/19 | 92769VAB5 | 25,000 | $25,312.50 | 0.00% |
| ECHOSTAR 7.125 02/01/16 | 27876GBE7 | 25,000 | $25,062.50 | 0.00% |
| AMD 8.125% 12/15/17 | 007903AP2 | 25,000 | $24,875.00 | 0.00% |
| ALTRA HOLD 8.125 12/01/16 | 02208RAA4 | 25,000 | $24,781.25 | 0.00% |
| LIVE NAT 8.125% 05/15/18 | 538034AC3 | 25,000 | $24,250.00 | 0.00% |
| LEVEL 3 9.250 11/01/14 | 527298AM5 | 25,000 | $22,687.50 | 0.00% |
| BAUSCH & LOMB 04/24/15 | LX080313 | 23,422 | $21,987.34 | 0.00% |
| MBIA INC. 5.7% 12/01/34 | 55262CAJ9 | 45,000 | $21,713.13 | 0.00% |
| CPM HLDGS 10.625 09/01/14 | 12620XAA0 | 20,000 | $21,125.00 | 0.00% |
| HARRAHS 11.25% 06/01/17 | 413627BL3 | 20,000 | $21,050.00 | 0.00% |
| CASE NEW 7.75 09/01/13 | 147446AP3 | 20,000 | $20,450.00 | 0.00% |
| DELTA AIR 8.954% 08/10/14 | 247367BK0 | 20,448 | $20,243.94 | 0.00% |
| CHESAPEAKE 6.875 11/15/20 | 165167BU0 | 20,000 | $20,175.00 | 0.00% |
| ALION SCIENC 12% 11/01/14 | 016275AK5 | 20,065 | $20,065.00 | 0.00% |
| EL PASO CORP 7% 06/15/17 | 28336LBQ1 | 20,000 | $19,887.38 | 0.00% |
| AMERICAN 8.375% 05/15/18 | 029229AA9 | 20,000 | $19,800.00 | 0.00% |
| USG CORP 9.50 01/15/18 | 903293AS7 | 20,000 | $19,800.00 | 0.00% |
| EL PASO ENERGY CORP MTN B | 28368EAD8 | 20,000 | $19,766.24 | 0.00% |
| CNG HOLDING 12.25 2/15/15 | 12612DAA4 | 19,000 | $19,190.00 | 0.00% |
| LINCOLN 6.05% 04/20/67 | 534187AU3 | 25,000 | $18,750.00 | 0.00% |
| QWEST CAPTL 7.75 02/15/31 | 74913EAJ9 | 20,000 | $18,500.00 | 0.00% |
| SEAGATE TEC 10.0 05/01/14 | 81180VAA1 | 15,000 | $17,100.00 | 0.00% |
| AES CORP 9.75 04/15/16 | 00130HBP9 | 15,000 | $16,125.00 | 0.00% |
| STRATUS US 12% 03/29/15 | 86317AAA2 | 18,200 | $15,856.75 | 0.00% |
| MACYS 5.875 01/15/13 | 55616XAD9 | 15,000 | $15,412.50 | 0.00% |
| LEAR CORP 7.875% 03/15/18 | 521865AR6 | 15,000 | $15,037.50 | 0.00% |
| LEAR CORP 8.125% 03/15/20 | 521865AS4 | 15,000 | $15,037.50 | 0.00% |
| EL PASO 8.05% 10/15/30 | 28368EAA4 | 15,000 | $14,828.91 | 0.00% |
| CHESAPEAKE 6.5% 08/15/17 | 165167BS5 | 15,000 | $14,793.75 | 0.00% |
| STRATUS BERM 12% 03/29/15 | 86317AAA2 | 16,800 | $14,637.00 | 0.00% |
| BWAY HOLDING 10% 06/15/18 | 12429TAA2 | 14,000 | $14,595.00 | 0.00% |
| SEAGATE 6.875% 05/01/20 | 81180WAA9 | 15,000 | $14,250.00 | 0.00% |
| WESTERN REFI VRN 06/15/14 | 959319AD6 | 15,000 | $13,500.00 | 0.00% |
| SPRINT CAP 6.875 11/15/28 | 852060AD4 | 15,000 | $12,450.00 | 0.00% |
| COMMUNITY HEALTH 07/25/14 | LX070810 | 11,934 | $11,114.43 | 0.00% |
| CASELLA WASTE 11 07/15/14 | 147448AC8 | 10,000 | $10,800.00 | 0.00% |
| RECV BRL FIXED 12.01% | IRS042010 | 5,435,916 | $10,736.31 | 0.00% |
| HCA INC 8.50 04/15/19 | 404119BE8 | 10,000 | $10,600.00 | 0.00% |
| RYL CARIB 8.75% 02/02/11 | 780153AL6 | 10,000 | $10,250.00 | 0.00% |
| CRICKET 7.75% 05/15/16 | 226566AK3 | 10,000 | $10,200.00 | 0.00% |
| CINEMARK 8.625% 06/15/19 | 172441AS6 | 10,000 | $10,050.00 | 0.00% |
| TECK RES 6.125% 10/01/35 | 878742AE5 | 10,000 | $9,950.00 | 0.00% |
| KOPPERS 7.875% 12/01/19 | 500605AE0 | 9,000 | $9,090.00 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBG | 488,000 | $8,796.88 | 0.00% |
| NORCRAFT 10.50 12/15/15 | 65556TAC1 | 6,000 | $6,180.00 | 0.00% |
| SUN MEDIA 7.625 02/15/13 | 866950AB4 | 6,000 | $6,000.00 | 0.00% |
| FRONTIER 8.25% 05/01/14 | 35906AAA6 | 5,000 | $5,187.50 | 0.00% |
| RYL CARIB 7.00% 06/15/13 | 780153AQ5 | 5,000 | $4,975.00 | 0.00% |
| ROYAL 6.875 12/01/13 | 780153AP7 | 5,000 | $4,862.50 | 0.00% |
| ALION SCIENCE WARRANT | 016275158 | 20 | $0.00 | 0.00% |
| PAYB BRL FIXED 12.01% | IRS042010 | -5,435,916 | $0.00 | 0.00% |
| CDS ALLSTATE 06/20/15 | CD0C2002A | 2,265,000 | -$9,094.91 | -0.00% |
| CDX MARKIT EM.13 06/20/15 | CDXEM0527 | 99,000 | -$9,999.00 | -0.00% |
| CDX MARKIT EM 13 06/20/15 | CDXEM0526 | 204,000 | -$20,604.00 | -0.00% |
| CDS MONSANTO CO 06/20/15 | CDX6H27C2 | 2,265,000 | -$41,952.66 | -0.00% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5110 | 464,000 | -$46,864.00 | -0.01% |
| CDS BRISTOL MYER 06/20/15 | CDX1C1134 | 2,265,000 | -$59,514.17 | -0.01% |
| CDX MARKIT EM 13 06/20/15 | CDXEM0524 | 1,025,000 | -$103,525.00 | -0.02% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5241 | 1,030,000 | -$104,030.00 | -0.02% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5240 | 2,055,000 | -$207,555.00 | -0.04% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5141 | 3,035,000 | -$306,535.00 | -0.06% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5142 | 3,035,000 | -$306,535.00 | -0.06% |
| CDX MARKIT EM.13 06/20/15 | CDXEM0521 | 4,346,000 | -$438,946.00 | -0.09% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5140 | 6,075,000 | -$613,575.00 | -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.
