Total Return Bond
| A | I | R | |
|---|---|---|---|
| CUSIP | 76628T496 | 76628T512 | 76628T488 |
| Ticker | CBPSX | SAMFX | SCBLX |
| Share Class Inception | 1/25/2002 | 12/30/1997 | 10/11/2004 |
| Exp Ratio | 0.56 | 0.31 | 1.06 |
| NAV | 11.29 | 10.96 | 10.96 |
| POP | 11.85 | 10.96 | 10.96 |
| NAV Change |  0.01 | 0.01 | 0.01 |
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 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 | 138 KB)
- Prospectus (PDF | 941 KB)
- Prospectus (PDF | 483 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 | 227,990,537 | $227,990,537.11 | 23.49% |
| US TNOTES 0.875% 01/31/11 | 912828JY7 | 82,161,000 | $82,456,286.63 | 8.49% |
| US T-NOTE 3.750 11/15/18 | 912828JR2 | 59,900,000 | $64,542,250.00 | 6.65% |
| FNMA 30 YR TBA SEP 6.5% | 01F062697 | 46,654,000 | $50,830,979.27 | 5.23% |
| FNMA 30 YR TBA AUG 6.5% | 01F062689 | 35,674,000 | $38,968,279.86 | 4.01% |
| US T-NOTE 3.50% 05/15/20 | 912828ND8 | 27,797,000 | $29,091,228.32 | 2.99% |
| US T-NOTE 2.125% 11/30/14 | 912828LZ1 | 22,756,000 | $23,239,565.00 | 2.39% |
| FHLMC 30 YR TBA SEP 5.5% | 02R052693 | 17,576,000 | $18,748,653.14 | 1.93% |
| US T-BOND 4.625% 02/15/40 | 912810QE1 | 14,702,000 | $16,525,959.52 | 1.70% |
| US TREASURY 1.5% 10 31 10 | 912828JP6 | 15,229,000 | $15,294,439.01 | 1.57% |
| FNMA 725027 5.00 11/01/33 | 31402CPL0 | 14,319,235 | $15,228,209.16 | 1.56% |
| FHMS K007 4.224% 03/25/20 | 31398QHB6 | 9,519,000 | $9,862,685.40 | 1.01% |
| FNMA 5.50 09/01/34 | 31402DJS0 | 8,598,634 | $9,260,191.67 | 0.95% |
| GSMS 2005 4.761% 07/10/39 | 36228CVT7 | 8,111,000 | $8,238,236.45 | 0.84% |
| FNMA 2010 4.45% 09/25/19 | 31398MC46 | 7,465,000 | $7,844,284.71 | 0.80% |
| FNCI 745392 4.50 12/01/20 | 31403DC56 | 5,887,846 | $6,220,592.48 | 0.64% |
| RBSCF 2009 VRN 12/16/16 | 749289AQ7 | 6,805,000 | $6,073,462.50 | 0.62% |
| FHLMC 30 YR TBA AUG 6.5% | 02R062684 | 5,308,000 | $5,803,135.55 | 0.59% |
| FNMA 932620 5.0% 03/01/30 | 31412RDZ7 | 5,439,816 | $5,783,697.03 | 0.59% |
| WAL-MART 6.50% 08/15/37 | 931142CK7 | 4,560,000 | $5,522,524.80 | 0.56% |
| FGLMC G11685 4.5 07/01/19 | 31283K2S6 | 5,014,765 | $5,344,397.68 | 0.55% |
| NEWMONT 6.25% 10/01/39 | 651639AM8 | 4,865,000 | $5,309,262.07 | 0.54% |
| ASSET SECUR VRN 02/14/43 | 045424FM5 | 4,532,234 | $4,878,919.99 | 0.50% |
| BACM 2005-6 VRN 11/10/15 | 05947U4D7 | 4,446,000 | $4,760,406.45 | 0.49% |
| OBP 2010 4.6462 07/15/20 | 67087MAA4 | 4,616,000 | $4,708,320.00 | 0.48% |
| WACHOVIA VRN 07/15/42 | 9297664T7 | 4,590,000 | $4,447,001.30 | 0.45% |
| FREDDIE MAC 5.0% 07/15/37 | 31397K2E0 | 3,912,251 | $4,287,940.25 | 0.44% |
| RBSCF 2010 VRN 08/16/14 | 74928HBQ8 | 4,105,000 | $4,276,896.88 | 0.44% |
| CS FIRST BOS 5.1 08/15/38 | 225470AM5 | 4,070,000 | $4,239,608.70 | 0.43% |
| SHELL INTL 6.375 12/15/38 | 822582AD4 | 3,492,000 | $4,171,906.37 | 0.42% |
| NCIT 2010 6.00% 07/10/35 | 65106KAB7 | 4,160,000 | $4,120,117.66 | 0.42% |
| UNION PAC 7.875 01/15/19 | 907818DB1 | 3,217,000 | $4,095,585.22 | 0.42% |
| BACM 2005-3 VRN 07/10/43 | 05947UR67 | 3,902,000 | $4,035,042.59 | 0.41% |
| IBM CORP 7.625 10/15/18 | 459200GM7 | 3,056,000 | $3,929,258.11 | 0.40% |
| COMM MORT VRN 04/01/38 | 52108MAD5 | 3,736,000 | $3,914,046.18 | 0.40% |
| GE CORP 5.00 02/01/13 | 369604AY9 | 3,538,000 | $3,793,991.99 | 0.39% |
| TWC 5.85 05/01/17 | 88732JAH1 | 3,266,000 | $3,585,907.97 | 0.36% |
| E.ON INTL 5.8% 04/30/18 | 268789AA2 | 3,165,000 | $3,570,483.98 | 0.36% |
| PRAXAIR 1.75 11/15/12 | 74005PAW4 | 3,449,000 | $3,494,578.54 | 0.36% |
| GCCFC 2005 VRN 04/10/37 | 396789LM9 | 3,881,000 | $3,467,044.00 | 0.35% |
| JPMORGAN 6.3% 04/23/19 | 46625HHL7 | 2,964,000 | $3,347,823.18 | 0.34% |
| FNCT 6.00 10/01/28 | 31371N4F9 | 2,993,769 | $3,263,811.64 | 0.33% |
| WACHOVIA 2005 VRN10/15/44 | 9297667J6 | 3,142,000 | $3,052,426.29 | 0.31% |
| WOODSIDE 8.75 03/01/19 | 980236AE3 | 2,466,000 | $2,963,919.92 | 0.30% |
| ABBOTT LAB 5.60% 11/30/17 | 002819AB6 | 2,541,000 | $2,949,503.87 | 0.30% |
| ASTRAZENECA 6.45 09/15/37 | 046353AD0 | 2,426,000 | $2,939,834.08 | 0.30% |
| UNITED 6.125 02/01/19 | 913017BQ1 | 2,336,000 | $2,785,771.10 | 0.28% |
| HLTHCARE REIT 6.5 1/17/17 | 42225BAA4 | 2,620,000 | $2,739,671.12 | 0.28% |
| US TREASURY3.125% 9/30/13 | 912828JM3 | 2,557,000 | $2,722,407.22 | 0.28% |
| BERKSHIRE 3.20% 02/11/15 | 084670AV0 | 2,640,000 | $2,718,701.04 | 0.28% |
| CMNWLTH BANK 3.5 03/19/15 | 2027A0EM7 | 2,673,000 | $2,708,248.85 | 0.27% |
| CSFB 2005C6 5.23 12/15/40 | 225470NM1 | 2,765,000 | $2,632,950.51 | 0.27% |
| DIGITAL RTY 4.5% 07/15/15 | 25389JAF3 | 2,622,000 | $2,614,055.34 | 0.26% |
| ENTERPRISE 5.25% 01/31/20 | 29379VAF0 | 2,522,000 | $2,596,449.44 | 0.26% |
| ROCHE HLDGS 7 03/01/39 | 771196AU6 | 1,925,000 | $2,504,220.95 | 0.25% |
| ILLNOIS TOL 6.25 04/01/19 | 452308AJ8 | 1,995,000 | $2,376,593.63 | 0.24% |
| CISCO SYSTEMS 5.5 1/15/40 | 17275RAF9 | 2,265,000 | $2,373,971.42 | 0.24% |
| LB-UBS 2005 VRN 11/15/40 | 52108MAH6 | 2,563,000 | $2,364,509.23 | 0.24% |
| FNCL 888595 5.0 01/01/22 | 31410GGC1 | 2,177,522 | $2,331,139.68 | 0.24% |
| VODAFONE 5.500 06/15/11 | 92857WAM2 | 2,207,000 | $2,291,949.64 | 0.23% |
| FND AMRCN 5.875 05/15/13 | 36077BAA5 | 2,090,000 | $2,189,667.92 | 0.22% |
| LAZARD LLC 7.125 05/15/15 | 52107QAC9 | 2,075,000 | $2,185,387.93 | 0.22% |
| TESCO PLC 5.5% 11/15/17 | 881575AA2 | 1,963,000 | $2,181,619.31 | 0.22% |
| ORACLE CORP 5.75 04/15/18 | 68389XAC9 | 1,884,000 | $2,181,057.82 | 0.22% |
| FGLMC G02631 6.0 02/01/37 | 3128M4HG1 | 1,994,076 | $2,169,305.60 | 0.22% |
| FGLMC G04427 6.5 06/01/38 | 3128M6HC5 | 1,967,771 | $2,159,444.70 | 0.22% |
| CREDIT SUISSE 5.3 8/13/19 | 22546QAC1 | 2,021,000 | $2,142,373.18 | 0.22% |
| FREDDIE MAC 5.5% 07/15/34 | 31395CQX2 | 1,979,900 | $2,122,302.86 | 0.21% |
| VERIZON COM 8.95 03/01/39 | 92343VAR5 | 1,493,000 | $2,114,949.46 | 0.21% |
| FN 890156 5.0% 05/01/23 | 31410K5R1 | 1,949,754 | $2,094,006.38 | 0.21% |
| PRAXAIR 4.625 03/30/15 | 74005PAR5 | 1,881,000 | $2,062,292.66 | 0.21% |
| JEFFERIES 8.50% 07/15/19 | 472319AF9 | 1,833,000 | $2,058,937.41 | 0.21% |
| FNCL 828853 6.00 10/01/35 | 31407EZS5 | 1,854,936 | $2,014,171.35 | 0.20% |
| NASDAQ OMX 5.55% 01/15/20 | 631103AD0 | 1,939,000 | $1,978,782.46 | 0.20% |
| ANHEUSER-BUSC 3% 10/15/12 | 03523TAL2 | 1,909,000 | $1,959,680.13 | 0.20% |
| MORGAN STAN 7.30 05/13/19 | 61747YCG8 | 1,795,000 | $1,930,377.11 | 0.19% |
| ENERGY TRAN 9.00 04/15/19 | 29273RAM1 | 1,616,000 | $1,900,456.40 | 0.19% |
| GLAXOSMITH 5.65 05/15/18 | 377372AD9 | 1,655,000 | $1,893,773.47 | 0.19% |
| EX SCRIPTS 5.25% 06/15/12 | 302182AC4 | 1,740,000 | $1,858,888.98 | 0.19% |
| NORTHERN 5.20 11/09/12 | 665859AH7 | 1,707,000 | $1,857,733.22 | 0.19% |
| PFIZER INC 6.2 03/15/19 | 717081DB6 | 1,501,000 | $1,783,785.40 | 0.18% |
| WESFARMERS 6.998 04/10/13 | 950840AA6 | 1,634,000 | $1,783,609.04 | 0.18% |
| FNCI 773509 5.50 09/01/19 | 31404NKW5 | 1,631,494 | $1,777,312.02 | 0.18% |
| SBC COMM 5.10 09/15/14 | 78387GAP8 | 1,599,000 | $1,773,837.86 | 0.18% |
| JPMCC 2005 VRN 08/15/42 | 46625YSH7 | 1,885,000 | $1,749,822.69 | 0.18% |
| COVIDIEN 6.00 10/15/17 | 22303QAG5 | 1,505,000 | $1,746,499.83 | 0.17% |
| BERKSHIRE 4.60 05/15/13 | 084664BD2 | 1,582,000 | $1,717,537.85 | 0.17% |
| SABMILLER 6.20 07/01/11 | 78572MAC9 | 1,636,000 | $1,709,708.34 | 0.17% |
| BANK OF NY 4.95 11/01/12 | 06406HBE8 | 1,570,000 | $1,700,143.58 | 0.17% |
| TIAA GBL 5.125% 10/10/12 | 87244EAC6 | 1,572,000 | $1,672,339.19 | 0.17% |
| VEOLIA 6.00 06/01/18 | 92334NAB9 | 1,496,000 | $1,649,767.86 | 0.17% |
| JP MORGAN 5.197% 04/12/12 | 46625YJE4 | 1,603,000 | $1,647,404.38 | 0.16% |
| TRANS 7.625 01/15/39 | 8935268Z9 | 1,276,000 | $1,630,114.24 | 0.16% |
| AT&T INC. 4.95 01/15/13 | 00206RAF9 | 1,499,000 | $1,627,131.52 | 0.16% |
| PCFC GS&ELC 6.05 03/01/34 | 694308GE1 | 1,418,000 | $1,582,088.12 | 0.16% |
| CC HLDNGS 7.75 05/01/17 | 14987BAA1 | 1,494,000 | $1,579,905.00 | 0.16% |
| EXELON CORP 6.20 10/01/17 | 30161MAE3 | 1,388,000 | $1,577,836.76 | 0.16% |
| CTRPT ENRG 7.875 04/01/13 | 15189YAB2 | 1,376,000 | $1,576,721.25 | 0.16% |
| CELL CO VER 5.55 02/01/14 | 92344SAP5 | 1,362,000 | $1,526,999.49 | 0.15% |
| VERIZON 5.55 02/15/16 | 92343VAC8 | 1,363,000 | $1,526,572.27 | 0.15% |
| HSBC BANK 3.50% 06/28/15 | 44328MAB0 | 1,502,000 | $1,516,449.24 | 0.15% |
| BANK NOVA 3.4% 01/22/15 | 064149A64 | 1,465,000 | $1,512,691.61 | 0.15% |
| PEPSICO 7.9 11/01/18 | 713448BJ6 | 1,169,000 | $1,511,467.90 | 0.15% |
| CISCO SYS 5.50% 02/22/16 | 17275RAC6 | 1,308,000 | $1,506,806.84 | 0.15% |
| TIME WARNER 8.25 02/14/14 | 88732JAQ1 | 1,273,000 | $1,504,744.56 | 0.15% |
| CME GROUP 5.4 08/01/13 | 12572QAA3 | 1,350,000 | $1,489,240.35 | 0.15% |
| ANHEUSER 8.20 01/15/39 | 03523TAC2 | 1,114,000 | $1,465,553.89 | 0.15% |
| TEACHERS 6.85% 12/16/39 | 878091BC0 | 1,226,000 | $1,427,977.37 | 0.14% |
| ERAC US FIN 5.25% 10/1/20 | 26884TAA0 | 1,408,000 | $1,422,805.12 | 0.14% |
| E.I. DUPONT DE 5 07/15/13 | 263534BU2 | 1,296,000 | $1,420,703.71 | 0.14% |
| SOUTHERN 5.75% 03/15/14 | 842400FK4 | 1,262,000 | $1,420,211.89 | 0.14% |
| HOUSEHOLD VRN 01/20/34 | 40430GAB6 | 1,635,455 | $1,410,920.16 | 0.14% |
| SCHERING 6.55 09/15/37 | 806605AH4 | 1,132,000 | $1,408,094.80 | 0.14% |
| ERAC USA 5.80 10/15/12 | 26882PBD3 | 1,281,000 | $1,382,806.19 | 0.14% |
| PACCAR INC 6.375 02/15/12 | 69373UAB3 | 1,275,000 | $1,377,719.10 | 0.14% |
| XEROX 6.35 05/15/18 | 984121BW2 | 1,221,000 | $1,361,944.91 | 0.14% |
| MIDAMER 6.125% 04/01/36 | 59562VAM9 | 1,229,000 | $1,353,099.50 | 0.13% |
| KSTELARSGATORS4N 03/15/30 | 655356JK0 | 1,180,000 | $1,327,769.51 | 0.13% |
| CME GROUP 5.75 02/15/14 | 12572QAD7 | 1,187,000 | $1,320,283.48 | 0.13% |
| BOEING CO 5.125 02/15/13 | 097023AT2 | 1,202,000 | $1,313,343.66 | 0.13% |
| BARCLAYS 2.5% 01/23/13 | 06739FGP0 | 1,317,000 | $1,311,667.47 | 0.13% |
| ALABAMA 5.80 11/15/13 | 010392FA1 | 1,122,000 | $1,268,063.08 | 0.13% |
| WEATHERFORD9.625 03/01/19 | 947075AF4 | 1,046,000 | $1,259,583.79 | 0.12% |
| BANK NOVA 2.375% 12/17/13 | 064149B97 | 1,227,000 | $1,249,730.18 | 0.12% |
| VA EL&PWR 8.875 11/15/38 | 927804FG4 | 821,000 | $1,190,837.51 | 0.12% |
| VERIZON 5.25% 04/15/13 | 92343VAN4 | 1,081,000 | $1,184,930.58 | 0.12% |
| FHR 3351 5.50% 07/15/37 | 31397JR97 | 1,080,857 | $1,172,983.44 | 0.12% |
| ROCKIES EX 6.85 07/15/18 | 77340RAC1 | 1,099,000 | $1,157,786.61 | 0.11% |
| KELLOGG CO 4.25% 03/06/13 | 487836BA5 | 1,052,000 | $1,127,493.62 | 0.11% |
| SIEMENS 6.125% 08/17/26 | 826200AD9 | 989,000 | $1,115,279.48 | 0.11% |
| ERAC USA 5.60 05/01/15 | 26882PAS1 | 1,017,000 | $1,097,009.42 | 0.11% |
| ROGERS 7.50 03/15/15 | 77531QAM0 | 919,000 | $1,096,676.70 | 0.11% |
| TEVA PHARM 3.0% 06/15/15 | 88166CAA6 | 1,074,000 | $1,095,042.88 | 0.11% |
| WALGREEN 4.875 08/01/13 | 931422AD1 | 976,000 | $1,073,298.42 | 0.11% |
| GE 5.25 12/06/17 | 369604BC6 | 955,000 | $1,038,472.73 | 0.10% |
| NOVARTIS 5.125 02/10/19 | 66989GAA8 | 894,000 | $1,000,784.72 | 0.10% |
| ENERGY TRAN 7.50 07/01/38 | 29273RAJ8 | 961,000 | $982,611.93 | 0.10% |
| GNRL DYNAM 5.25 02/01/14 | 369550AN8 | 870,000 | $976,236.57 | 0.10% |
| TOYOTA MOT 3.2% 06/17/15 | 89233P4B9 | 946,000 | $965,546.25 | 0.09% |
| FNCT 6.00 02/01/28 | 31371NQ57 | 878,494 | $958,646.54 | 0.09% |
| TOTAL CAPITAL 3% 06/24/15 | 89152UAC6 | 944,000 | $953,347.49 | 0.09% |
| BARRICK 6.35 10/15/36 | 06849AAB5 | 875,000 | $929,227.25 | 0.09% |
| PUBLIC SERV 6.25 09/01/37 | 744448BZ3 | 780,000 | $922,100.40 | 0.09% |
| ENTERPRISE 5.75% 03/01/35 | 293791AT6 | 944,000 | $889,469.84 | 0.09% |
| DIAGEO CAP 5.2% 01/30/13 | 25243YAL3 | 806,000 | $876,697.48 | 0.09% |
| XEROX CORP 5.50 05/15/12 | 984121BS1 | 822,000 | $876,211.72 | 0.09% |
| WISCONSIN 6.375 08/15/37 | 976826BE6 | 749,000 | $874,407.32 | 0.09% |
| AT & T INC 6.45 06/15/34 | 78387GAM5 | 786,000 | $855,510.70 | 0.08% |
| FREDDIE MAC 5.5% 11/15/33 | 31394MC57 | 774,970 | $853,396.34 | 0.08% |
| COMCAST 6.45 03/15/37 | 20030NAM3 | 780,000 | $843,414.00 | 0.08% |
| AIR PROD. 4.15 02/01/13 | 009163AA4 | 775,000 | $814,475.40 | 0.08% |
| WEATHERFORD 6.50 08/01/36 | 947075AB3 | 884,000 | $801,056.05 | 0.08% |
| HCA INC 11/17/12 | LX063790 | 830,000 | $782,963.90 | 0.08% |
| GEORGIA POWER 6% 11/01/13 | 373334JM4 | 688,000 | $779,065.74 | 0.08% |
| KROGER 7.5% 01/15/14 | 501044CL3 | 663,000 | $774,824.23 | 0.07% |
| GMAC INC 8.00% 11/01/31 | 36186CBY8 | 830,000 | $765,675.00 | 0.07% |
| BONY MELLON 4.5% 04/01/13 | 06406HBJ7 | 701,000 | $755,157.86 | 0.07% |
| HEWLETT PACK 4.5 03/01/13 | 428236AQ6 | 694,000 | $749,105.68 | 0.07% |
| TEVA PHARM 6.15% 02/01/36 | 88163VAD1 | 638,000 | $740,755.00 | 0.07% |
| CFAB 2002 5.214 08/25/13 | 161551FT8 | 727,356 | $715,077.21 | 0.07% |
| FG G12787 4.50% 02/01/20 | 3128MBJ81 | 611,932 | $652,920.94 | 0.06% |
| KIMBERLY 7.50 11/01/18 | 494368BD4 | 510,000 | $651,439.32 | 0.06% |
| FANNIE MAE 5.50 01/01/24 | 31402CTF9 | 565,134 | $611,859.28 | 0.06% |
| BARRICK 6.95 04/01/19 | 067901AB4 | 497,000 | $595,922.38 | 0.06% |
| DUKE ENERGY 7.00 11/15/18 | 26442CAG9 | 452,000 | $561,940.41 | 0.05% |
| DIGITAL 5.875% 02/01/20 | 25389JAE6 | 539,000 | $549,913.13 | 0.05% |
| MEG ENERGY VRN 04/03/16 | LX113028 | 560,000 | $544,600.00 | 0.05% |
| CISCO SYST 4.45% 01/15/20 | 17275RAH5 | 512,000 | $540,479.49 | 0.05% |
| EL PASO NAT 5.95 04/15/17 | 283695BP8 | 473,000 | $502,615.00 | 0.05% |
| TIME WARNER 6.2% 03/15/40 | 887317AE5 | 470,000 | $495,739.08 | 0.05% |
| DYNEGY HLG 7.50 06/01/15 | 26816LAX0 | 595,000 | $470,793.75 | 0.04% |
| WAL-MART 5.25 09/01/35 | 931142CB7 | 425,000 | $447,612.13 | 0.04% |
| FNMA 6.00 12/01/35 | 31407YKX6 | 411,575 | $446,906.98 | 0.04% |
| AM GENERAL 6.9% 12/15/17 | 02635PTS2 | 550,000 | $437,937.50 | 0.04% |
| FORD CREDIT 8.7% 10/01/14 | 345397VL4 | 400,000 | $416,875.60 | 0.04% |
| PACIFIC GAS 8.25 10/15/18 | 694308GN1 | 323,000 | $413,274.30 | 0.04% |
| TRANSCONT 6.05 06/15/18 | 893570BY6 | 365,000 | $403,622.48 | 0.04% |
| MACYS RETAIL 5.9 12/01/16 | 314275AA6 | 400,000 | $401,000.00 | 0.04% |
| GEORGIA-PAC VRN 12/20/12 | LX104230 | 415,000 | $400,475.00 | 0.04% |
| NIELSON VRN 05/02/16 | LX111793 | 415,000 | $398,487.15 | 0.04% |
| CHARTER VRN 03/06/14 | LX081129 | 430,000 | $398,330.50 | 0.04% |
| COMMUNITY 8.875 07/15/15 | 12543DAF7 | 385,000 | $397,031.25 | 0.04% |
| AME GEN VRN 04/20/15 | LX114106 | 405,000 | $393,558.75 | 0.04% |
| DOLLAR GEN VRN 07/04/14 | LX071310 | 415,000 | $393,469.80 | 0.04% |
| CABLEVISION VRN 03/29/13 | LX111605 | 405,000 | $392,230.35 | 0.04% |
| FORD MOTOR VRN 12/15/13 | LX051649 | 415,000 | $391,710.20 | 0.04% |
| SOUTHERN NA 5.90 04/01/17 | 843452BC6 | 369,000 | $390,941.85 | 0.04% |
| FGLMC G12788 4.5 06/01/19 | 3128MBJ99 | 365,684 | $390,179.25 | 0.04% |
| ICAHN ENTPR 8.0% 01/15/18 | 451102AF4 | 400,000 | $388,000.00 | 0.03% |
| BANK OF AME 8.00 12/29/49 | 060505DR2 | 395,000 | $381,542.35 | 0.03% |
| COMMUNITY HEALTH 07/25/14 | LX070809 | 409,052 | $380,930.54 | 0.03% |
| NEXTEL COM 7.375 08/01/15 | 65332VBG7 | 385,000 | $365,750.00 | 0.03% |
| THOMSN REUT 5.95 07/15/13 | 884903BA2 | 320,000 | $357,741.44 | 0.03% |
| UNITED RENT 9.25 12/15/19 | 911365AU8 | 355,000 | $357,662.50 | 0.03% |
| MARKWEST 8.75% 04/15/18 | 570506AH8 | 350,000 | $353,500.00 | 0.03% |
| DEAN FOODS 04/02/14 | LX061051 | 360,492 | $333,794.48 | 0.03% |
| VIASAT 8.875% 09/15/16 | 92552VAC4 | 325,000 | $330,687.50 | 0.03% |
| NRG 8.50% 06/15/19 | 629377BG6 | 320,000 | $325,200.00 | 0.03% |
| SPRINT CAP 8.375 03/15/32 | 852060AT9 | 320,000 | $305,600.00 | 0.03% |
| FIRST DATA VRN 09/24/14 | LX077872 | 360,000 | $302,814.00 | 0.03% |
| TOYS R US 8.50 12/01/17 | 89236MAA8 | 290,000 | $297,250.00 | 0.03% |
| UNIVERSAL 8.50 06/01/15 | 91359PAF7 | 300,000 | $295,500.00 | 0.03% |
| HERTZ CORP 8.875 01/01/14 | 428040BZ1 | 290,000 | $293,625.00 | 0.03% |
| LEUCADIA N 8.125 09/15/15 | 527288BD5 | 285,000 | $292,125.00 | 0.03% |
| CINCINNATI VRN 06/10/16 | LX114780 | 289,275 | $280,507.07 | 0.02% |
| CIT GROUP 7.00% 05/01/17 | 125581FX1 | 310,000 | $279,000.00 | 0.02% |
| CLEAR CHNL 9.25% 12/15/17 | 18451QAB4 | 275,000 | $276,375.00 | 0.02% |
| CIT GROUP 7.00% 05/01/15 | 125581FV5 | 285,000 | $262,912.50 | 0.02% |
| NEW DEVELOP VRN 06/08/17 | LX114759 | 265,000 | $262,018.75 | 0.02% |
| FREESCALE 9.25% 04/15/18 | 35687MAT4 | 260,000 | $256,750.00 | 0.02% |
| DELTA LINE 9.50% 09/15/14 | 247361ZC5 | 240,000 | $252,000.00 | 0.02% |
| TXU ENERGY VRN 10/10/14 | LX080631 | 330,000 | $243,622.50 | 0.02% |
| EL PASO 7.875 06/15/12 | 28336LAE9 | 230,000 | $241,481.37 | 0.02% |
| WIND ACQUI 12.75% 7/15/17 | 97315LAA7 | 265,000 | $241,150.00 | 0.02% |
| NRG ENERGY INC. 02/01/13 | LX081269 | 250,320 | $239,264.26 | 0.02% |
| NISKA GAS 8.875% 03/15/18 | 654679AA7 | 235,000 | $238,525.00 | 0.02% |
| CIT GROUP 7.00% 05/01/13 | 125581FT0 | 245,000 | $234,587.50 | 0.02% |
| LEVEL 3 10.0% 02/01/18 | 527298AN3 | 265,000 | $234,525.00 | 0.02% |
| CITIGROUP VRN 12/21/57 | 173094AA1 | 240,000 | $233,745.12 | 0.02% |
| AMERISTAR 9.25% 06/01/14 | 03070QAL5 | 220,000 | $230,450.00 | 0.02% |
| GEOEYE INC 9.625 10/01/15 | 37250WAA6 | 225,000 | $229,500.00 | 0.02% |
| READER'S DIG VRN 02/15/17 | 755267AG6 | 225,000 | $224,437.50 | 0.02% |
| LBI ESCROW 8.0% 11/01/17 | 50178TAA5 | 215,000 | $221,450.00 | 0.02% |
| CHESAPEAKE 7.25% 12/15/18 | 165167CC9 | 210,000 | $216,825.00 | 0.02% |
| WIND ACQU 11.75% 07/15/17 | 97314XAE4 | 210,000 | $215,250.00 | 0.02% |
| SUNGARD DA 9.125 08/15/13 | 867363AH6 | 210,000 | $213,412.50 | 0.02% |
| APRIA HLTH 11.25 11/01/14 | 037933AD0 | 200,000 | $213,000.00 | 0.02% |
| SUPERVALU 8.0% 05/01/16 | 868536AT0 | 215,000 | $212,850.00 | 0.02% |
| AES CORP 8.00 10/15/17 | 00130HBH7 | 210,000 | $212,100.00 | 0.02% |
| NEIMAN MARC VRN 04/06/13 | LX060531 | 220,000 | $205,535.00 | 0.02% |
| MYLAN INC 7.875% 07/15/20 | 628530AL1 | 200,000 | $204,000.00 | 0.02% |
| IMG WORLD VRN 06/11/15 | LX114758 | 210,000 | $203,700.00 | 0.02% |
| CASE NEW 7.875% 12/01/17 | 147446AQ1 | 200,000 | $201,500.00 | 0.02% |
| VILLAGE ROAD VRN 05/27/15 | LX114700 | 205,000 | $200,900.00 | 0.02% |
| AVAYA VRN 12/10/14 | LX077290 | 235,000 | $200,845.10 | 0.02% |
| GRAY TV VRN 12/31/14 | LX060214 | 214,450 | $200,152.74 | 0.02% |
| ASURION CORP VRN 07/03/14 | LX071250 | 209,472 | $197,614.13 | 0.02% |
| HARLAND CLRK VRN 06/30/14 | LX073149 | 230,000 | $196,650.00 | 0.02% |
| BIOMET INC VRN 03/25/15 | LX072313 | 205,000 | $196,441.25 | 0.02% |
| NUVEEN INVT VRN 11/13/14 | LX081609 | 235,000 | $195,343.75 | 0.02% |
| LEVEL 3 VRN 03/13/14 | LX058651 | 220,000 | $195,113.60 | 0.02% |
| LINN ENERGY 8.625 4/15/20 | 536022AB2 | 190,000 | $194,512.50 | 0.02% |
| MCJUNKIN 9.5% 12/15/16 | 581241AA4 | 200,000 | $194,000.00 | 0.01% |
| UMBRELLA VRN 09/29/14 | LX076509 | 228,548 | $190,299.03 | 0.01% |
| AMERICAN 8.175% 05/15/58 | 026874BS5 | 240,000 | $189,600.00 | 0.01% |
| DONNELLEY 7.625% 06/15/20 | 257867AW1 | 190,000 | $188,368.28 | 0.01% |
| FMG FIN 10.625 09/01/16 | 30250BAC3 | 170,000 | $187,000.00 | 0.01% |
| WESTERN 11.25% 06/15/17 | 959319AA2 | 205,000 | $186,550.00 | 0.01% |
| INTL LEASE 8.75% 03/15/17 | 459745FX8 | 195,000 | $184,762.50 | 0.01% |
| WIND ACQN. 12.00 12/01/15 | 97314XAA2 | 175,000 | $181,125.00 | 0.01% |
| FN 995346 6.5 09/01/36 | 31416BWF1 | 162,109 | $179,926.76 | 0.01% |
| CIT GROUP 7.00% 05/01/16 | 125581FW3 | 195,000 | $177,937.50 | 0.01% |
| WARNER CHILCOTT 10/14/14 | LX112523 | 177,395 | $176,914.47 | 0.01% |
| CITGO PETRO 11.5% 7/1/17 | 17302XAG1 | 175,000 | $173,687.50 | 0.01% |
| NEWPAGE 11.375% 12/31/14 | 651715AK0 | 190,000 | $172,425.00 | 0.01% |
| EDISON 7.500 06/15/13 | 281023AN1 | 200,000 | $172,000.00 | 0.01% |
| DIGITALGLOB 10.5 05/01/14 | 25389MAB5 | 160,000 | $172,000.00 | 0.01% |
| SINCLAIR 9.25% 11 01 17 | 829259AA8 | 170,000 | $171,700.00 | 0.01% |
| INTELSAT SU 8.50 01/15/13 | 45822EAH3 | 170,000 | $171,275.00 | 0.01% |
| TEREX 10.875% 06/01/16 | 880779AW3 | 155,000 | $167,012.50 | 0.01% |
| USG CORP 9.75% 08/01/14 | 903293AV0 | 160,000 | $166,400.00 | 0.01% |
| AFFINION 10.125% 10/15/13 | 00828DAL5 | 160,000 | $164,000.00 | 0.01% |
| PROVIDENT 10.25% 04/15/17 | 74387UAA9 | 160,000 | $161,600.00 | 0.01% |
| TENET 8.875% 07/01/19 | 88033GBH2 | 150,000 | $159,000.00 | 0.01% |
| BAUSCH & LOMB 04/24/15 | LX080309 | 169,011 | $158,657.56 | 0.01% |
| NRG ENERGY INC. 02/01/13 | LX066410 | 164,679 | $157,405.19 | 0.01% |
| WYNN LAS VEGAS 7.875% | 983130AL9 | 155,000 | $156,937.50 | 0.01% |
| DISH DBS 7.875% 09/01/19 | 25470XAB1 | 150,000 | $156,000.00 | 0.01% |
| NEW COMM 8.50% 04/15/20 | 35906AAG3 | 155,000 | $155,387.50 | 0.01% |
| ANTERO RES 9.375 12/01/17 | 03674PAA1 | 155,000 | $155,000.00 | 0.01% |
| VIRGIN 8.375% 10/15/19 | 92769VAB5 | 150,000 | $151,875.00 | 0.01% |
| INTL LEASE 8.625 09/15/15 | 459745FV2 | 160,000 | $151,600.00 | 0.01% |
| INVERNESS 7.875 02/01/16 | 46126PAG1 | 155,000 | $151,512.50 | 0.01% |
| PETROHAWK 9.125 07/15/13 | 716495AB2 | 145,000 | $151,162.50 | 0.01% |
| NEW COMM 8.25% 04/15/17 | 35906AAE8 | 150,000 | $150,562.50 | 0.01% |
| BIOMET INC 10.00 10/15/17 | 090613AC4 | 140,000 | $150,500.00 | 0.01% |
| CEQUEL COM 8.625 11/15/17 | 15672WAA2 | 150,000 | $149,437.50 | 0.01% |
| GLOBAL CROSS 12% 09/15/15 | 37932JAB9 | 140,000 | $148,400.00 | 0.01% |
| CDS CITIBANK NA 06/20/15 | CD189BFDA | 4,145,000 | $147,493.36 | 0.01% |
| QWEST COMM 7.125 04/01/18 | 749121CB3 | 145,000 | $144,637.50 | 0.01% |
| RECKSON 7.75% 03/15/20 | 75625AAA2 | 145,000 | $142,150.75 | 0.01% |
| GMAC INC. 6.75% 12/01/14 | 36186CBW2 | 145,000 | $140,287.50 | 0.01% |
| SCIENTIFIC 9.25% 06/15/19 | 80874YAG5 | 135,000 | $138,037.50 | 0.01% |
| KRATOS 10.00% 06/01/17 | 50077BAA6 | 135,000 | $137,025.00 | 0.01% |
| WARNER CHILCOTT 03/14/15 | LX112609 | 135,957 | $135,512.93 | 0.01% |
| DEAN FOODS 7.0% 06/01/16 | 242370AA2 | 140,000 | $130,900.00 | 0.01% |
| ING CAP FD 8.439 PERPETU | 44978NAA3 | 150,000 | $130,500.00 | 0.01% |
| ENERGY FUT 10.0% 01/15/20 | 292680AG0 | 130,000 | $129,350.00 | 0.01% |
| HCA, INC. 9.25 11/15/16 | 404119AX7 | 120,000 | $127,200.00 | 0.01% |
| WINDSTREAM 7.875 11/01/17 | 97381WAJ3 | 130,000 | $126,912.50 | 0.01% |
| TENNECO VRN 06/03/16 | LX114714 | 125,000 | $124,687.50 | 0.01% |
| GEOKINETICS 9.75 12/15/14 | 37252CAA8 | 145,000 | $123,975.00 | 0.01% |
| REVLON 9.75 11/15/15 | 761519BA4 | 120,000 | $123,000.00 | 0.01% |
| CELANESE 04/02/14 | LX061094 | 130,000 | $122,850.00 | 0.01% |
| TOYS R US 10.75% 07/15/17 | 89236LAA0 | 110,000 | $120,175.00 | 0.01% |
| GOODYEAR 10.5 05/15/16 | 382550AZ4 | 110,000 | $119,625.00 | 0.01% |
| SANDRIDGE 8.75% 01/15/20 | 80007PAK5 | 125,000 | $118,750.00 | 0.01% |
| RAILAMERICA 9.25 07/01/17 | 750753AC9 | 113,000 | $118,367.50 | 0.01% |
| COOPER-STAND 8.5 05/01/18 | 12629YAA9 | 115,000 | $115,862.50 | 0.01% |
| CCO HOLDING 7.875 4/30/18 | 1248EPAJ2 | 115,000 | $115,575.00 | 0.01% |
| DYNCORP 10.375% 07/01/17 | 26817CAA9 | 115,000 | $115,287.50 | 0.01% |
| PLAINS EX 7.625% 06/01/18 | 726505AF7 | 115,000 | $112,412.50 | 0.01% |
| TRIUMPH GR 8.625 07/15/18 | 896818AE1 | 110,000 | $112,200.00 | 0.01% |
| ZAYO GROUP 10.25 03/15/17 | 989194AA3 | 110,000 | $112,200.00 | 0.01% |
| DELTA AIR 12.25 03/15/15 | 247361ZE1 | 105,000 | $112,087.50 | 0.01% |
| OPTI CANADA 9.0% 12/15/12 | 68385BAA5 | 110,000 | $111,100.00 | 0.01% |
| HCA INC. 7.25% 09/15/20 | 404119BK4 | 110,000 | $110,550.00 | 0.01% |
| COFFEYVILLE 9.0% 04/01/15 | 19190AAA5 | 110,000 | $108,900.00 | 0.01% |
| COPANO 8.125 03/01/16 | 217203AB4 | 110,000 | $108,350.00 | 0.01% |
| PIONEER 9.875% 03/15/18 | 723655AA4 | 110,000 | $107,800.00 | 0.01% |
| EDISN MISSN 7.20 05/15/19 | 281023AX9 | 175,000 | $107,625.00 | 0.01% |
| VIRGIN 9.50% 08/15/16 | 92769VAA7 | 100,000 | $105,625.00 | 0.01% |
| MORGAN STA 6.625 04/01/18 | 6174466Q7 | 100,000 | $104,813.40 | 0.01% |
| EL PASO CO 8.25 02/15/16 | 28336LBT5 | 100,000 | $104,750.00 | 0.01% |
| AMERICREDIT .75% 09/15/11 | 03060RAP6 | 110,000 | $102,300.00 | 0.01% |
| FORD MOTOR 8.125% 1/15/20 | 345397VM2 | 100,000 | $102,069.20 | 0.01% |
| SABLE INTL 7.75% 02/15/17 | 785712AA8 | 100,000 | $100,500.00 | 0.01% |
| MARTIN 8.875% 04/01/18 | 573334AA7 | 100,000 | $99,000.00 | 0.01% |
| JARDEN CORP 7.50% 1/15/20 | 471109AD0 | 100,000 | $97,750.00 | 0.01% |
| CITIGROUP CAPITAL XII | 17315D204 | 3,885 | $97,086.15 | 0.01% |
| CEMEX 9.50 12/14/16 | 12516UAA3 | 100,000 | $96,500.00 | 0.00% |
| CALPINE 7.25% 10 15 17 | 131347BP0 | 100,000 | $96,000.00 | 0.00% |
| AVIS BUDGET 9.625 3/15/18 | 053773AK3 | 95,000 | $95,950.00 | 0.00% |
| NII CAP 8.875% 12/15/19 | 67021BAC3 | 95,000 | $95,950.00 | 0.00% |
| AMERICAN 10.25% 05/01/15 | 028865AA1 | 95,000 | $95,237.50 | 0.00% |
| SPEEDWAY 8.75 06/01/16 | 847788AN6 | 90,000 | $94,500.00 | 0.00% |
| ALLBRITTON 8.0% 05/15/18 | 016745AK7 | 95,000 | $94,050.00 | 0.00% |
| MGM MIRAGE 9.0% 03/15/20 | 552953BP5 | 90,000 | $92,475.00 | 0.00% |
| QWEST CORP 7.25% 10/15/35 | 912920AM7 | 100,000 | $91,750.00 | 0.00% |
| MEDIACOM 9.125 08/15/19 | 58445MAM4 | 95,000 | $91,675.00 | 0.00% |
| SALEM COMM 9.625 12/15/16 | 794093AF1 | 89,000 | $91,670.00 | 0.00% |
| NEW COMM 7.875% 04/15/15 | 35906AAC2 | 90,000 | $90,675.00 | 0.00% |
| DYNEGY HLD 7.75 06/01/19 | 26816LAW2 | 130,000 | $89,862.50 | 0.00% |
| AMSTED IND 8.125 03/15/18 | 032177AD9 | 90,000 | $89,775.00 | 0.00% |
| OVERSEAS 8.125% 03/30/18 | 690368AH8 | 90,000 | $88,425.00 | 0.00% |
| TRW AUTO 8.875 12/01/17 | 87264MAE9 | 85,000 | $87,550.00 | 0.00% |
| MOHAWK IND VRN 01/15/16 | 608190AH7 | 85,000 | $86,487.50 | 0.00% |
| MEDIACOM 8.50 10/15/15 | 58446VAE1 | 90,000 | $85,950.00 | 0.00% |
| SQUARETWO 11.625% 4/01/17 | 85224CAA2 | 90,000 | $85,162.50 | 0.00% |
| RDS ULTRA 11.875 03/15/17 | 75524NAA6 | 90,000 | $84,825.00 | 0.00% |
| WMG HOLDINGS VRN 12/15/14 | 92930MAF0 | 85,000 | $84,575.00 | 0.00% |
| PINNACLE 8.75% 05/15/20 | 723456AL3 | 90,000 | $83,362.50 | 0.00% |
| PENN NATL 8.75% 08/15/19 | 707569AN9 | 80,000 | $82,200.00 | 0.00% |
| WARNER CHILCOTT 03/14/15 | LX112521 | 81,647 | $81,380.29 | 0.00% |
| GMAC INC. 8.3% 02/12/15 | 36186CCB7 | 80,000 | $81,000.00 | 0.00% |
| WYNN VEGAS 7.875 05/01/20 | 983130AM7 | 80,000 | $80,400.00 | 0.00% |
| UNITED MAR 11.75 06/15/15 | 91081QAA1 | 85,000 | $80,325.00 | 0.00% |
| AQUILEX 11.125% 12/15/16 | 03841XAA2 | 80,000 | $80,000.00 | 0.00% |
| STATER 7.750 04/15/15 | 857555AP1 | 80,000 | $79,800.00 | 0.00% |
| GENWORTH 6.15 11/15/66 | 37247DAG1 | 115,000 | $78,487.50 | 0.00% |
| INTEGRA 10.75% 04/15/16 | 45823WAA7 | 80,000 | $78,300.00 | 0.00% |
| CONSOL ENER 8.25% 4/01/20 | 20854PAE9 | 75,000 | $78,187.50 | 0.00% |
| PHARMANET 10.88% 04/15/17 | 717148AA8 | 80,000 | $78,000.00 | 0.00% |
| BOMBARDIER 7.75% 03/15/20 | 097751AV3 | 75,000 | $77,812.50 | 0.00% |
| HARTFORD 8.125% 06/15/38 | 416515AW4 | 85,000 | $77,137.50 | 0.00% |
| GLBL CRSS 10.75 12/15/14 | 37943SAB6 | 75,000 | $76,500.00 | 0.00% |
| AES IRON 8.857% 11/30/25 | 00103XAC7 | 79,770 | $76,180.83 | 0.00% |
| NAVISTAR 8.25% 11/1/21 | 63934EAM0 | 75,000 | $76,125.00 | 0.00% |
| STANDARD 8.375% 05/15/18 | 85375CAX9 | 80,000 | $76,000.00 | 0.00% |
| RANGE RESO 7.50 05/15/16 | 75281AAG4 | 75,000 | $75,656.25 | 0.00% |
| RITE AID CO 7.50 03/01/17 | 767754BL7 | 85,000 | $75,225.00 | 0.00% |
| SPRINT NEX 8.375 08/15/17 | 852061AF7 | 75,000 | $75,000.00 | 0.00% |
| CINCI BELL 8.25 10/15/17 | 171871AL0 | 80,000 | $74,800.00 | 0.00% |
| PHIBRO 9.25% 07/01/18 | 71742QAQ9 | 75,000 | $74,625.00 | 0.00% |
| ECHOSTAR 7.75 05/31/15 | 27876GBH0 | 70,000 | $72,100.00 | 0.00% |
| US ONCOLOGY 9.125 8/15/17 | 90338WAK9 | 70,000 | $71,925.00 | 0.00% |
| GEN MARITIME 12 11/15/17 | 370290AD0 | 70,000 | $71,400.00 | 0.00% |
| SOLUTIA 7.875% 03/15/20 | 834376AL9 | 70,000 | $69,825.00 | 0.00% |
| LANTHEUS 9.75% 05/15/17 | 516545AA8 | 70,000 | $69,300.00 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBH | 3,835,000 | $69,131.23 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBI | 3,835,000 | $69,131.23 | 0.00% |
| COFFEYVILLE 10.875 4/1/17 | 19190AAB3 | 70,000 | $68,250.00 | 0.00% |
| CENVEO 8.875% 02/01/18 | 15671BAE1 | 70,000 | $67,200.00 | 0.00% |
| CHESAPEAKE 6.375 06/15/15 | 165167BL0 | 65,000 | $67,112.50 | 0.00% |
| ENERGY LP 8.75 03/01/15 | 45661TAH4 | 65,000 | $66,137.50 | 0.00% |
| JEFFERIES 3.875 11/01/29 | 472319AG7 | 70,000 | $65,625.00 | 0.00% |
| WINDSTREAM 8.625 08/01/16 | 97381WAD6 | 65,000 | $65,487.50 | 0.00% |
| INSIGHT 9.375% 07/15/18 | 45768VAD0 | 65,000 | $65,000.00 | 0.00% |
| LIBERTY VRN 06/15/25 | 53079EAR5 | 60,000 | $64,800.00 | 0.00% |
| PATHEON 8.625% 04/15/17 | 70319WAA6 | 65,000 | $64,512.50 | 0.00% |
| HCA INC. 9.875% 02/15/17 | 404119BD0 | 60,000 | $64,500.00 | 0.00% |
| ILFC E-CAP 6.25% 12/21/65 | 44965UAA2 | 100,000 | $64,125.00 | 0.00% |
| EDISON MISS 7.0% 05/15/17 | 281023AU5 | 100,000 | $64,000.00 | 0.00% |
| REGENCY 9.375% 06/01/16 | 75886AAC2 | 60,000 | $63,600.00 | 0.00% |
| COMPASS MIN 8.00% 6/01/19 | 20451NAD3 | 60,000 | $61,312.50 | 0.00% |
| CIT GROUP 7.00% 05/01/14 | 125581FU7 | 65,000 | $61,262.50 | 0.00% |
| MTR GAME 12.625% 07/15/14 | 553769AH3 | 60,000 | $60,150.00 | 0.00% |
| MANITOWOC 9.50% 02/15/18 | 563571AG3 | 60,000 | $60,000.00 | 0.00% |
| VERSO PPR 11.5% 07/01/14 | 92532BAA7 | 55,000 | $59,262.50 | 0.00% |
| PENN VIR 8.25% 04/15/18 | 70788AAA6 | 60,000 | $58,950.00 | 0.00% |
| AM GENERAL 5.4% 12/01/15 | 02635PTC7 | 75,000 | $58,312.50 | 0.00% |
| JABIL CIR 7.75% 07/15/16 | 466313AE3 | 55,000 | $57,475.00 | 0.00% |
| ARCH COAL 8.75% 08/01/16 | 039380AA8 | 55,000 | $57,337.50 | 0.00% |
| TESORO 9.75% 06/01/19 | 881609AW1 | 55,000 | $57,062.50 | 0.00% |
| THERMON IND 9.5% 05/01/17 | 88362RAA5 | 55,000 | $55,825.00 | 0.00% |
| LIMITED 7.0% 05/01/20 | 532716AS6 | 55,000 | $55,412.50 | 0.00% |
| GMAC INC 8.0% 03/15/20 | 36186RAA8 | 55,000 | $53,762.50 | 0.00% |
| RSC EQUIPMNT 10% 07/15/17 | 78108AAA2 | 50,000 | $53,625.00 | 0.00% |
| PENN VIR 10.375 06/15/16 | 707882AB2 | 50,000 | $53,250.00 | 0.00% |
| SIRIUS XM 9.75 09/01/15 | 82967NAA6 | 50,000 | $53,125.00 | 0.00% |
| BILL 9.87% 07/15/16 | 06846NAB0 | 50,000 | $53,000.00 | 0.00% |
| BOISE PAPER 9.00 11/01/17 | 09747FAA3 | 50,000 | $51,500.00 | 0.00% |
| CCO HOLDING 8.125 4/30/20 | 1248EPAM5 | 50,000 | $51,125.00 | 0.00% |
| LIBERTY MUT VRN 03/15/37 | 53079EAQ7 | 65,000 | $51,022.40 | 0.00% |
| GEORGIA GULF 9% 01/15/17 | 373200AV6 | 50,000 | $50,750.00 | 0.00% |
| HUGHES 9.50% 04/15/14 | 444433AJ5 | 50,000 | $50,625.00 | 0.00% |
| NEXSTAR 8.875% 04/15/17 | 65339EAA2 | 50,000 | $50,250.00 | 0.00% |
| INTL COAL 9.125% 04/01/18 | 45928HAH9 | 50,000 | $50,000.00 | 0.00% |
| CLEAR CHNL 9.25% 12/15/17 | 18451QAA6 | 50,000 | $49,750.00 | 0.00% |
| BIOSCRIP 10.25% 10/01/15 | 09069NAA6 | 50,000 | $49,500.00 | 0.00% |
| ING GROEP NV | 456837AC7 | 70,000 | $49,350.00 | 0.00% |
| LIBERTY MUT 7.80 03/15/37 | 53079EAN4 | 60,000 | $49,200.00 | 0.00% |
| MCE FINANCE 10.25 5/15/18 | 55277BAA3 | 45,000 | $46,743.75 | 0.00% |
| INTL LEASE 6.625 11/15/13 | 45974VB80 | 50,000 | $46,375.00 | 0.00% |
| MEDIA GEN 11.75% 02/15/17 | 584404AB3 | 45,000 | $45,675.00 | 0.00% |
| ACCELLENT 8.375% 02/01/17 | 00430XAC1 | 46,000 | $45,080.00 | 0.00% |
| NOVA CHEM 8.625% 11/01/19 | 66977WAM1 | 45,000 | $44,550.00 | 0.00% |
| LIVE NAT 8.125% 05/15/18 | 538034AC3 | 45,000 | $43,650.00 | 0.00% |
| UNIVISION 12.0% 07/01/14 | 914906AF9 | 40,000 | $42,900.00 | 0.00% |
| LINCOLN 7.0% 05/17/66 | 534187AS8 | 50,000 | $41,625.00 | 0.00% |
| SOLUTIA INC 8.75% | 834376AK1 | 40,000 | $41,600.00 | 0.00% |
| LEVEL 3 9.250 11/01/14 | 527298AM5 | 45,000 | $40,837.50 | 0.00% |
| NAT MONEY 10.375 12/15/16 | 637004AA0 | 40,000 | $40,600.00 | 0.00% |
| DELTA AIR 8.954% 08/10/14 | 247367BK0 | 40,896 | $40,487.87 | 0.00% |
| ECHOSTAR 7.125 02/01/16 | 27876GBE7 | 40,000 | $40,100.00 | 0.00% |
| PAETEC HOL 8.875 06/30/17 | 695459AD9 | 40,000 | $40,000.00 | 0.00% |
| AMERICAN 8.375% 05/15/18 | 029229AA9 | 40,000 | $39,600.00 | 0.00% |
| HUNTSMAN INT 5.5 06/30/16 | 44701QAR3 | 45,000 | $39,375.00 | 0.00% |
| PLASTIPAK 10.625 08/15/19 | 727610AE7 | 35,000 | $38,850.00 | 0.00% |
| NEXTEL COM 6.875 10/31/13 | 65332VBH5 | 40,000 | $38,750.00 | 0.00% |
| BAUSCH & LOMB 04/24/15 | LX080313 | 40,988 | $38,477.84 | 0.00% |
| TRIUMPH GROUP 8% 11/15/17 | 896818AD3 | 40,000 | $38,200.00 | 0.00% |
| LINN ENER 9.875 07/01/18 | 536020AB6 | 35,000 | $37,100.00 | 0.00% |
| MBIA INC. 5.7% 12/01/34 | 55262CAJ9 | 75,000 | $36,188.55 | 0.00% |
| AMER AXLE 9.25% 01/15/17 | 02406PAG5 | 35,000 | $36,050.00 | 0.00% |
| CHESAPEAKE 6.875 11/15/20 | 165167BU0 | 35,000 | $35,306.25 | 0.00% |
| ALION SCIENC 12% 11/01/14 | 016275AK5 | 35,108 | $35,108.00 | 0.00% |
| AMD 8.125% 12/15/17 | 007903AP2 | 35,000 | $34,825.00 | 0.00% |
| EL PASO CORP 7% 06/15/17 | 28336LBQ1 | 35,000 | $34,802.92 | 0.00% |
| EL PASO ENERGY CORP MTN B | 28368EAD8 | 35,000 | $34,590.92 | 0.00% |
| SEAGATE 6.875% 05/01/20 | 81180WAA9 | 35,000 | $33,250.00 | 0.00% |
| AFFINIA 10.75 08/15/16 | 00828BAC9 | 30,000 | $32,700.00 | 0.00% |
| CNG HOLDING 12.25 2/15/15 | 12612DAA4 | 32,000 | $32,320.00 | 0.00% |
| CPM HLDGS 10.625 09/01/14 | 12620XAA0 | 30,000 | $31,687.50 | 0.00% |
| FERRELLGAS 9.125 10/01/17 | 315292AG7 | 30,000 | $31,275.00 | 0.00% |
| PLAINS 8.625% 10/15/09 | 726505AH3 | 30,000 | $30,375.00 | 0.00% |
| ALTRA HOLD 8.125 12/01/16 | 02208RAA4 | 30,000 | $29,737.50 | 0.00% |
| EL PASO 8.05% 10/15/30 | 28368EAA4 | 30,000 | $29,657.82 | 0.00% |
| QWEST CAPTL 7.75 02/15/31 | 74913EAJ9 | 30,000 | $27,750.00 | 0.00% |
| STRATUS US 12% 03/29/15 | 86317AAA2 | 31,200 | $27,183.00 | 0.00% |
| AES CORP 9.75 04/15/16 | 00130HBP9 | 25,000 | $26,875.00 | 0.00% |
| LINCOLN 6.05% 04/20/67 | 534187AU3 | 35,000 | $26,250.00 | 0.00% |
| STRATUS BERM 12% 03/29/15 | 86317AAA2 | 28,800 | $25,092.00 | 0.00% |
| LEAR CORP 7.875% 03/15/18 | 521865AR6 | 25,000 | $25,062.50 | 0.00% |
| LEAR CORP 8.125% 03/15/20 | 521865AS4 | 25,000 | $25,062.50 | 0.00% |
| BWAY HOLDING 10% 06/15/18 | 12429TAA2 | 24,000 | $25,020.00 | 0.00% |
| USG CORP 9.50 01/15/18 | 903293AS7 | 25,000 | $24,750.00 | 0.00% |
| CHESAPEAKE 6.5% 08/15/17 | 165167BS5 | 25,000 | $24,656.25 | 0.00% |
| EDISON MISS 7.75 06/15/16 | 281023AR2 | 35,000 | $24,325.00 | 0.00% |
| SEAGATE TEC 10.0 05/01/14 | 81180VAA1 | 20,000 | $22,800.00 | 0.00% |
| WESTERN REFI VRN 06/15/14 | 959319AD6 | 25,000 | $22,500.00 | 0.00% |
| SPRINT CAP 6.875 11/15/28 | 852060AD4 | 25,000 | $20,750.00 | 0.00% |
| MACYS 5.875 01/15/13 | 55616XAD9 | 20,000 | $20,550.00 | 0.00% |
| CASE NEW 7.75 09/01/13 | 147446AP3 | 20,000 | $20,450.00 | 0.00% |
| COMMUNITY HEALTH 07/25/14 | LX070810 | 20,947 | $19,506.96 | 0.00% |
| RECV BRL FIXED 12.01% | IRS042010 | 9,142,091 | $18,056.26 | 0.00% |
| RYL CARIB 8.75% 02/02/11 | 780153AL6 | 15,000 | $15,375.00 | 0.00% |
| CINEMARK 8.625% 06/15/19 | 172441AS6 | 15,000 | $15,075.00 | 0.00% |
| EL PASO GAS 7.25 06/01/18 | 28336LBR9 | 15,000 | $15,040.43 | 0.00% |
| KOPPERS 7.875% 12/01/19 | 500605AE0 | 12,000 | $12,120.00 | 0.00% |
| CDS BRAZIL 1.0% 09/20/15 | CD115CCBG | 654,000 | $11,789.26 | 0.00% |
| SUN MEDIA 7.625 02/15/13 | 866950AB4 | 11,000 | $11,000.00 | 0.00% |
| TECK RES 6.125% 10/01/35 | 878742AE5 | 10,000 | $9,950.00 | 0.00% |
| ROYAL 6.875 12/01/13 | 780153AP7 | 10,000 | $9,725.00 | 0.00% |
| NORCRAFT 10.50 12/15/15 | 65556TAC1 | 8,000 | $8,240.00 | 0.00% |
| CASELLA WASTE 11 07/15/14 | 147448AC8 | 5,000 | $5,400.00 | 0.00% |
| CRICKET 7.75% 05/15/16 | 226566AK3 | 5,000 | $5,100.00 | 0.00% |
| RYL CARIB 7.00% 06/15/13 | 780153AQ5 | 5,000 | $4,975.00 | 0.00% |
| PAYB BRL FIXED 12.01% | IRS042010 | -9,142,091 | $0.00 | 0.00% |
| ALION SCIENCE WARRANT | 016275158 | 35 | $0.00 | 0.00% |
| CDX MARKIT EM.13 06/20/15 | CDXEM0527 | 133,000 | -$13,433.00 | -0.00% |
| CDS ALLSTATE 06/20/15 | CD0C2002A | 4,055,000 | -$16,282.49 | -0.00% |
| CDX MARKIT EM 13 06/20/15 | CDXEM0526 | 274,000 | -$27,674.00 | -0.00% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5110 | 622,000 | -$62,822.00 | -0.00% |
| CDS MONSANTO CO 06/20/15 | CDX6H27C2 | 4,055,000 | -$75,107.29 | -0.00% |
| CDS BRISTOL MYER 06/20/15 | CDX1C1134 | 4,055,000 | -$106,547.44 | -0.01% |
| CDX MARKIT EM 13 06/20/15 | CDXEM0524 | 1,890,000 | -$190,890.00 | -0.01% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5241 | 1,900,000 | -$191,900.00 | -0.01% |
| CDX MARKIT EM 13 06/20/15 | CDXEM5240 | 3,790,000 | -$382,790.00 | -0.03% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5141 | 5,545,000 | -$560,045.00 | -0.05% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5142 | 5,545,000 | -$560,045.00 | -0.05% |
| CDX MARKIT EM.13 06/20/15 | CDXEM0521 | 7,800,000 | -$787,800.00 | -0.08% |
| MARKIT CDX EM 13 06/20/15 | CDXEM5140 | 11,090,000 | -$1,120,090.00 | -0.11% |
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.
