UNITED STATES | |||||
SECURITIES AND EXCHANGE COMMISSION | |||||
Washington, D.C. 20549 | |||||
FORM 11-K | |||||
ANNUAL REPORT | |||||
Pursuant to Section 15(d) of the | |||||
Securities Exchange Act of 1934 | |||||
(Mark One) | |||||
{X} | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE | ||||
ACT OF 1934 | |||||
For the fiscal year ended December 31, 2013 | |||||
OR | |||||
{ } | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES | ||||
EXCHANGE ACT OF 1934 | |||||
For the transition period from _________ to __________. | |||||
Commission file number 333-21011 | |||||
A. | Full title of the plan and the address of the plan, if different from that of the | ||||
issuer named below: | |||||
FIRSTENERGY CORP. SAVINGS PLAN | |||||
B. | Name of issuer of the securities held pursuant to the plan and the address | ||||
of its principal executive office: | |||||
FIRSTENERGY CORP. | |||||
76 SOUTH MAIN STREET | |||||
AKRON, OH 44308 | |||||
FirstEnergy Corp. Savings Plan | ||
Table of Contents | ||
Page | ||
Report of Independent Registered Public Accounting Firm | 1 | |
Financial Statements: | ||
Statements of Net Assets Available for Benefits as of | ||
December 31, 2013 and 2012 | 2 | |
Statement of Changes in Net Assets Available for Benefits | ||
for the Year Ended December 31, 2013 | 3 | |
Notes to Financial Statements | 4-11 | |
Supplemental Schedules: | ||
Schedule H, line 4i – Schedule of Assets (Held at End of Year) | ||
as of December 31, 2013 | 12-32 | |
Schedule H, line 4j - Schedule of Reportable Transactions | ||
for the year ended December 31, 2013 | 33 |
As of December 31, | ||||||||
2013 | 2012 | |||||||
Assets | ||||||||
Investments, at fair value | $ | 3,458,365,874 | $ | 3,260,536,717 | ||||
Receivables: | ||||||||
Accrued interest and dividends | 1,349,479 | 1,900,842 | ||||||
Notes receivable from participants | 58,694,303 | 56,171,733 | ||||||
Due from brokers | 11,050 | 188,299 | ||||||
Total receivables | 60,054,832 | 58,260,874 | ||||||
Total assets | 3,518,420,706 | 3,318,797,591 | ||||||
Liabilities | ||||||||
Administrative expenses payable | 1,425,089 | 1,885,046 | ||||||
Due to brokers | 155,197 | 6,877 | ||||||
Total liabilities | 1,580,286 | 1,891,923 | ||||||
Net assets reflecting investments at fair value | 3,516,840,420 | 3,316,905,668 | ||||||
Adjustment from fair value to contract value for | ||||||||
fully benefit-responsive investment contracts | (1,949,400 | ) | (20,402,452 | ) | ||||
Net assets available for benefits | $ | 3,514,891,020 | $ | 3,296,503,216 |
For the Year Ended | ||||
December 31, | ||||
2013 | ||||
Additions: | ||||
Contributions | ||||
Employer | $ | 26,448,187 | ||
Participant | 126,505,560 | |||
Total contributions | 152,953,747 | |||
Investment Income: | ||||
Interest and dividends | 81,572,801 | |||
Net appreciation in fair value of investments | 307,317,198 | |||
Total investment income | 388,889,999 | |||
Interest income on notes receivable from participants | 2,483,073 | |||
Deductions: | ||||
Distributions to participants | (322,337,141 | ) | ||
Administrative expenses | (3,601,874 | ) | ||
Total deductions | (325,939,015 | ) | ||
Increase in net assets available for benefits | 218,387,804 | |||
Net assets available for benefits, beginning of year | 3,296,503,216 | |||
Net assets available for benefits, end of year | $ | 3,514,891,020 |
1. | Description of the Plan |
2. | Summary of Significant Accounting Policies |
3. | Recent Accounting Pronouncements |
4. | Plan Termination |
5. | Investments and Fair Value Measurements |
Interest and dividend income | $ | 81,572,801 | ||
Net appreciation (depreciation) in fair value of investments: | ||||
Balanced funds | 54,031,832 | |||
Bond funds | (15,073,688 | ) | ||
Domestic stocks | 314,382,749 | |||
FirstEnergy common stock | (101,689,017 | ) | ||
International stocks | 44,236,023 | |||
Other Investments | 403,002 | |||
Self managed brokerage accounts | 11,026,297 | |||
Net appreciation | 307,317,198 | |||
Total investment income | $ | 388,889,999 |
2013 | 2012 | |||||||
FirstEnergy Common Stock | ||||||||
11,382,744 and 12,047,412 shares, respectively | $ | 375,402,908 | $ | 503,099,945 | ||||
Capital Preservation Fund | ||||||||
659,640,025 and 691,386,909 units, respectively | $ | 661,629,243 | $ | 711,779,607 | ||||
SSgA S&P 500 Index Fund | ||||||||
1,066,866 and 1,109,710 shares, respectively | $ | 436,380,377 | $ | 342,746,971 | ||||
American Funds EuroPacific Growth Fund | ||||||||
4,349,602 and 4,219,328 shares, respectively | $ | 213,043,484 | $ | 173,540,951 | ||||
PIMCO Total Return Fund Institutional Class | ||||||||
21,715,428 and 25,897,848 shares, respectively | $ | 232,137,922 | $ | 291,091,823 | ||||
Russell 1000 Growth Fund | ||||||||
15,792,036 and 17,189,382 shares, respectively | $ | 316,530,828 | $ | 258,363,632 |
Level 1 | – Quoted prices for identical instruments in active markets. | |
Level 2 | – Quoted prices for similar instruments in active markets; | |
– quoted prices for identical or similar instruments in markets that are not active; and | ||
– model-derived valuations for which all significant inputs are observable market data. | ||
Models are primarily industry-standard models that consider various assumptions, including quoted forward prices for commodities, time value, volatility factors and current market and contractual prices for the underlying instruments, as well as other relevant economic measures. | ||
Level 3 | – Valuation inputs are unobservable and significant to the fair value measurement. |
December 31, 2013 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Capital Preservation Fund | ||||||||||||||||
Cash and cash equivalents | $ | — | $ | 36,098,069 | $ | — | $ | 36,098,069 | ||||||||
Guaranteed investment contracts | — | 625,531,174 | — | 625,531,174 | ||||||||||||
Total Capital Preservation Fund | — | 661,629,243 | — | 661,629,243 | ||||||||||||
Cash and Cash Equivalents | — | 3,046,088 | — | 3,046,088 | ||||||||||||
Common Collective Trusts | ||||||||||||||||
Balanced funds | — | 446,051,253 | — | 446,051,253 | ||||||||||||
Domestic stocks | — | 824,475,441 | — | 824,475,441 | ||||||||||||
Total Common Collective Trusts | — | 1,270,526,694 | — | 1,270,526,694 | ||||||||||||
FirstEnergy Common Stock | 375,402,908 | — | — | 375,402,908 | ||||||||||||
FirstEnergy MidCap Value Index Fund | ||||||||||||||||
Cash and cash equivalents | — | 1,189,015 | — | 1,189,015 | ||||||||||||
Domestic stocks | 130,137,697 | — | — | 130,137,697 | ||||||||||||
Other | — | 1,473,340 | — | 1,473,340 | ||||||||||||
Total MidCap Value Index Fund | 130,137,697 | 2,662,355 | — | 132,800,052 | ||||||||||||
Registered Investment Companies | ||||||||||||||||
Balanced funds | 94,607,141 | — | — | 94,607,141 | ||||||||||||
Bond funds | 242,937,628 | — | — | 242,937,628 | ||||||||||||
Domestic stocks | 335,490,750 | — | — | 335,490,750 | ||||||||||||
International stocks | 266,699,649 | — | — | 266,699,649 | ||||||||||||
Global stocks | 4,820,197 | — | — | 4,820,197 | ||||||||||||
Total Registered Investment Companies | 944,555,365 | — | — | 944,555,365 | ||||||||||||
Self Managed Brokerage Accounts1 | — | 70,405,524 | — | 70,405,524 | ||||||||||||
Total investments at fair value | $ | 1,450,095,970 | $ | 2,008,269,904 | $ | — | $ | 3,458,365,874 | ||||||||
1 The brokerage account investments are directed by participants. |
December 31, 2012 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Capital Preservation Fund | ||||||||||||||||
Cash and cash equivalents | $ | — | $ | 153,746,385 | $ | — | $ | 153,746,385 | ||||||||
Guaranteed investment contracts | — | 558,033,222 | — | 558,033,222 | ||||||||||||
Total Capital Preservation Fund | — | 711,779,607 | — | 711,779,607 | ||||||||||||
Cash and Cash Equivalents | — | 3,969,875 | — | 3,969,875 | ||||||||||||
Common Collective Trusts | ||||||||||||||||
Balanced funds | — | 401,198,623 | — | 401,198,623 | ||||||||||||
Cash and cash equivalents | — | 22,802 | — | 22,802 | ||||||||||||
Domestic stocks | — | 640,508,145 | — | 640,508,145 | ||||||||||||
Total Common Collective Trusts | — | 1,041,729,570 | — | 1,041,729,570 | ||||||||||||
FirstEnergy Common Stock | 503,099,945 | — | — | 503,099,945 | ||||||||||||
FirstEnergy MidCap Value Index Fund | ||||||||||||||||
Cash and cash equivalents | — | 624,456 | — | 624,456 | ||||||||||||
Domestic stocks | 90,495,238 | — | — | 90,495,238 | ||||||||||||
Other | — | 1,119,910 | — | 1,119,910 | ||||||||||||
Total MidCap Value Index Fund | 90,495,238 | 1,744,366 | — | 92,239,604 | ||||||||||||
Registered Investment Companies | ||||||||||||||||
Balanced funds | 77,162,868 | — | — | 77,162,868 | ||||||||||||
Bond funds | 307,893,965 | — | — | 307,893,965 | ||||||||||||
Domestic stocks | 250,881,429 | — | — | 250,881,429 | ||||||||||||
International stocks | 207,843,800 | — | — | 207,843,800 | ||||||||||||
Global stocks | 1,426,257 | — | — | 1,426,257 | ||||||||||||
Total Registered Investment Companies | 845,208,319 | — | — | 845,208,319 | ||||||||||||
Self Managed Brokerage Accounts1 | — | 62,509,797 | — | 62,509,797 | ||||||||||||
Total investments at fair value | $ | 1,438,803,502 | $ | 1,821,733,215 | $ | — | $ | 3,260,536,717 | ||||||||
1 The brokerage account investments are directed by participants. |
6. | Guaranteed Investment Contracts |
7. | Tax Considerations |
8. | Party-In-Interest Transactions |
9. | Reconciliation of Financial Statements to Form 5500 |
2013 | 2012 | ||||||
Net assets available for benefits per the financial statements | $ | 3,514,891,020 | $ | 3,296,503,216 | |||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | 1,949,400 | 20,402,452 | |||||
Net assets available for benefits per Form 5500 | $ | 3,516,840,420 | $ | 3,316,905,668 | |||
Total investment income and interest income | |||||||
per the financial statements | $ | 391,373,072 | |||||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (18,453,052 | ) | |||||
Investment income per Form 5500 | $ | 372,920,020 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value ($) | ||||||||
* | STATE STREET STIF | MONEY MARKET FUND | ** | 3,046,088 | |||||||
* | FIRSTENERGY COMMON STOCK FUND | FIRSTENERGY COMMON STOCK | ** | 375,402,908 | |||||||
* | SSgA S&P 500 INDEX FUND | S&P 500 STOCKS | ** | 436,380,377 | |||||||
FIDELITY PURITAN FUND | BALANCE FUND | ** | 94,607,141 | ||||||||
SELECTED AMERICAN SHARES D FUND | LARGE CAP VALUE STOCKS | ** | 82,832,069 | ||||||||
ARTISIAN MIDCAP INVESTOR FUND | MID CAP GROWTH STOCKS | ** | 105,476,478 | ||||||||
DFA US SMALL CAP VALUE PORTFOLIO | SMALL CAP VALUE STOCKS | ** | 147,182,204 | ||||||||
BLACKROCK 2000 GROWTH FUND F | SMALL CAP GROWTH STOCKS | ** | 71,564,236 | ||||||||
PIMCO REAL RETURN FUND INSTITUTIONAL CLASS | BONDS | ** | 10,799,706 | ||||||||
PIMCO TOTAL RETURN FUND INSTITUTIONAL CLASS | BONDS | ** | 232,137,922 | ||||||||
AMERICAN FUNDS EUROPACIFIC GROWTH FUND | INTERNATIONAL STOCKS | ** | 213,043,484 | ||||||||
BLACKROCK LIFEPATH INDEX RETIREMENT FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 50,824,952 | ||||||||
BLACKROCK LIFEPATH INDEX 2015 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 61,244,173 | ||||||||
BLACKROCK LIFEPATH INDEX 2020 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 104,111,999 | ||||||||
BLACKROCK LIFEPATH INDEX 2025 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 82,971,689 | ||||||||
BLACKROCK LIFEPATH INDEX 2030 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 58,832,754 | ||||||||
BLACKROCK LIFEPATH INDEX 2035 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 29,640,041 | ||||||||
BLACKROCK LIFEPATH INDEX 2040 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 17,160,980 | ||||||||
BLACKROCK LIFEPATH INDEX 2045 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 15,474,875 | ||||||||
BLACKROCK LIFEPATH INDEX 2050 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 17,600,343 | ||||||||
BLACKROCK LIFEPATH INDEX 2055 FUND J | BLEND OF STOCKS, FIXED INCOME | ** | 8,189,447 | ||||||||
DODGE & COX INTERNATIONAL FUND | INTERNATIONAL STOCKS | ** | 53,656,165 | ||||||||
JP MORGAN GLOBAL OPPORTUNITIES FUND | GLOBAL STOCKS | ** | 4,820,197 | ||||||||
BLACKROCK RUSSELL 1000 GROWTH FUND T | LARGE CAP GROWTH | ** | 316,530,828 | ||||||||
SELF MANAGED BROKERAGE ACCOUNTS | EQUITIES, FIXED INCOME | ** | 70,405,523 | ||||||||
* | CAPITAL PRESERVATION FUND TOTAL | ||||||||||
STATE STREET STIF | MONEY MARKET FUND | ** | 36,098,069 | ||||||||
ABBEY NATL TREASURY SERV BK GTD FRN | Cash Equivalent - 2.00222, 2014 | ** | 1,308,759 | ||||||||
ACHMEA HYPOTHEEKBANK NV GOV GTD 144A | Corporate Bond - 3.2, 2014 | ** | 413,957 | ||||||||
ALTRIA GROUP INC CO GTD | Corporate Bond - 9.25, 2019 | ** | 475,960 | ||||||||
ALTRIA GROUP INC GLBL CO GTD | Corporate Bond - 7.75, 2014 | ** | 514,029 | ||||||||
AMB PROPERTY L.P. SR UNSECURED | Corporate Bond - 4, 2018 | ** | 1,503,025 | ||||||||
AMERICAN EXPRESS BK FSB BKNT | Corporate Bond - 6, 2017 | ** | 1,396,497 | ||||||||
APPALACHIAN POWER CO SR NT | Corporate Bond - 5, 2017 | ** | 548,727 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
BACM 2004-6 A5 WM13 WC5.3691 | Mortgage Bond - 4.811, 2042 | ** | 3,081,182 | ||||||||
BACM 2005-3 A2 SEQ | Cash Equivalent - 4.501, 2043 | ** | 139,410 | ||||||||
BANK OF AMERICA CORP GLBL SR NT | Corporate Bond - 7.375, 2014 | ** | 4,538,528 | ||||||||
BARCLAYS BANK PLC GLBL SR NT | Corporate Bond - 5.2, 2014 | ** | 781,604 | ||||||||
BEAR STEARNS CO INC GLBL SR UNSEC | Corporate Bond - 7.25, 2018 | ** | 853,504 | ||||||||
BP CAPITAL MARKETS PLC CO GTD | Corporate Bond - 3.125, 2015 | ** | 420,234 | ||||||||
BP CAPITAL MARKETS PLC GLBL CO GTD | Corporate Bond - 3.2, 2016 | ** | 1,163,119 | ||||||||
CITIGROUP INC GLBL SR UNSEC | Corporate Bond - 6.01, 2015 | ** | 852,563 | ||||||||
CME APUT EURO$ 3YMDCV 3/14 @ 97.38 | Option - 0, 2014 | ** | (21,500 | ) | |||||||
COMCAST CORP GLBL CO GTD | Corporate Bond - 6.5, 2017 | ** | 583,538 | ||||||||
DIGITAL REALTY TRUST LP GLBL CO GTD | Corporate Bond - 4.5, 2015 | ** | 2,426,058 | ||||||||
EOG RESOURCES INC SR UNSEC FRN | Cash Equivalent - 1.18167, 2014 | ** | 1,302,302 | ||||||||
F H L M C DISC NT | Cash Equivalent - 0.00%, 2014 | ** | 17,792,488 | ||||||||
FED HOME LN MTGE GLBL NT (2MMM) | Corporate Bond - 5, 2014 | ** | 23,420,260 | ||||||||
FED HOME LN MTGE GLBL NT (3.5MMM) | Corporate Bond - 1.25, 2019 | ** | 3,348,687 | ||||||||
FED HOME LN MTGE GLBL NT (4MMM) | Corporate Bond - 5, 2014 | ** | 11,045,437 | ||||||||
FED HOME LN MTGE GLBL NT (4MMM) | Corporate Bond - 5.125, 2017 | ** | 2,292,664 | ||||||||
FED HOME LN MTGE GLBL NT (6.5MMM) | Corporate Bond - 1, 2017 | ** | 6,127,921 | ||||||||
FED HOME LN MTGE GLBL NT (6MMM) | Corporate Bond - 1.25, 2019 | ** | 190,154 | ||||||||
FHA 221D4 P4/02 Grey 54 NCP | Mortgage Bond - 7.43, 2023 | ** | 331 | ||||||||
FHLMC Gold15YR #B1-5992 | Mortgage Bond - 5.5, 2019 | ** | 5,804 | ||||||||
FHLMC Gold15YR #G1-3193 | Mortgage Bond - 4.5, 2022 | ** | 24,483 | ||||||||
FHLMC Goldconv #A2-5163 | Mortgage Bond - 5.5, 2034 | ** | 57,875 | ||||||||
FHLMC Goldconv #A8-2426 | Mortgage Bond - 5.5, 2038 | ** | 65,241 | ||||||||
FHLMC Goldconv #A8-2550 | Mortgage Bond - 5.5, 2038 | ** | 61,682 | ||||||||
FHLMC Goldconv #A8-3004 | Mortgage Bond - 5.5, 2038 | ** | 684,554 | ||||||||
FHLMC Goldconv #G0-4840 | Mortgage Bond - 5.5, 2035 | ** | 665,996 | ||||||||
FHR 2666 OD PAC WM32 WC5.84 | Mortgage Bond - 5.5, 2023 | ** | 1,687,609 | ||||||||
FHR 2684 PE WM32 WC5.4284 | Mortgage Bond - 5, 2033 | ** | 402,206 | ||||||||
FHR 2739 PG PAC WM33 WC5.552 | Mortgage Bond - 5, 2034 | ** | 2,303,205 | ||||||||
FHR 2764 UE WM32 WC5.4879 | Mortgage Bond - 5, 2032 | ** | 1,146,398 | ||||||||
FHR 2950 FN 1MLIB+45 | Cash Equivalent - 0.6166, 2035 | ** | 564,413 | ||||||||
FHR 3185 GT SEQ WM26 WC6.43 | Mortgage Bond - 6, 2026 | ** | 520,836 | ||||||||
FHR 3203 CF 1MLIB+52BP | Cash Equivalent - 0.69, 2036 | ** | 260,847 | ||||||||
FHR 3311 FN 1MLIB+30BP | Cash Equivalent - 0.4666, 2037 | ** | 266,481 | ||||||||
FHR 3318 FL 1MLIB+40 | Cash Equivalent - 0.6783, 2037 | ** | 657,833 | ||||||||
FHR 3339 FL 1MLIB+58 | Cash Equivalent - 0.7466, 2037 | ** | 563,823 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
FHR 3355 BF 1MLIB+70 | Cash Equivalent - 0.8666, 2037 | ** | 691,787 | ||||||||
FHR 3360 FC 1MLIB+72 | Cash Equivalent - 0.8866, 2037 | ** | 937,836 | ||||||||
FHR 3368 AF 1MLIB+72 | Cash Equivalent - 0.8866, 2037 | ** | 83,765 | ||||||||
FHR 3666 FC 1MLIB+73 | Cash Equivalent - 0.8966, 2040 | ** | 370,941 | ||||||||
FHR 3699 FD 1MLIB+60 | Cash Equivalent - 0.7666, 2040 | ** | 774,479 | ||||||||
FHR 3740 DF 1MLIB+48 | Cash Equivalent - 0.6466, 2040 | ** | 264,139 | ||||||||
FHR 3743 FA 1MLIB+60 | Cash Equivalent - 0.7666, 2040 | ** | 2,031,145 | ||||||||
FHR 3747 WF 1MLIB+48 | Cash Equivalent - 0.6466, 2040 | ** | 2,248,613 | ||||||||
FHR 3751 FG 1MLIB+50 | Cash Equivalent - 0.7783, 2050 | ** | 498,134 | ||||||||
FHR 3977 FB 1ML+52 | Cash Equivalent - 0.8, 2041 | ** | 1,550,827 | ||||||||
FHR 3984 DF 1M LIBOR +55BP | Cash Equivalent - 0.72, 2042 | ** | 2,489,657 | ||||||||
FINL Futures Maintenance ACCT | Cash Equivalent - 0.052578, 2015 | ** | 1 | ||||||||
FNGT 2002-T6 A1 WM22 WC3.7211 | Mortgage Bond - 3.31, 2032 | ** | 7,777 | ||||||||
FNMA Glbl NT (4MMM) | Corporate Bond - 1.625, 2018 | ** | 3,081,027 | ||||||||
FNMA PASS THRU 15YR #255216 | Mortgage Bond - 5, 2019 | ** | 47,298 | ||||||||
FNMA PASS THRU 15YR #255273 | Mortgage Bond - 4.5, 2019 | ** | 70,689 | ||||||||
FNMA PASS THRU 15YR #735375 | Mortgage Bond - 5, 2020 | ** | 379,418 | ||||||||
FNMA PASS THRU 15YR #740483 | Mortgage Bond - 5, 2018 | ** | 40,940 | ||||||||
FNMA PASS THRU 15YR #775494 | Mortgage Bond - 5, 2019 | ** | 51,192 | ||||||||
FNMA PASS THRU 15YR #923798 | Mortgage Bond - 4.5, 2020 | ** | 63,174 | ||||||||
FNMA PASS THRU 15YR #AE1369 | Mortgage Bond - 3.5, 2025 | ** | 47,843 | ||||||||
FNMA PASS THRU 15YR #AE2127 | Mortgage Bond - 3.5, 2026 | ** | 710,530 | ||||||||
FNMA PASS THRU 15YR #AE7869 | Mortgage Bond - 3.5, 2025 | ** | 41,966 | ||||||||
FNMA PASS THRU 15YR #AH4509 | Mortgage Bond - 3.5, 2026 | ** | 196,658 | ||||||||
FNMA PASS THRU 15YR #AH4511 | Mortgage Bond - 3.5, 2026 | ** | 298,030 | ||||||||
FNMA PASS THRU 15YR #AL1313 | Mortgage Bond - 6, 2027 | ** | 1,934,718 | ||||||||
FNMA PASS THRU 15YR #AU1660 | Mortgage Bond - 2.5, 2028 | ** | 4,818,108 | ||||||||
FNMA PASS THRU 15YR #MA0515 | Mortgage Bond - 3.5, 2025 | ** | 16,955 | ||||||||
FNMA PASS THRU 30YR #869952 | Mortgage Bond - 6.5, 2036 | ** | 94,978 | ||||||||
FNMA PASS THRU 30YR #870028 | Mortgage Bond - 6.5, 2036 | ** | 22,840 | ||||||||
FNMA PASS THRU 30YR #881602 | Mortgage Bond - 6.5, 2036 | ** | 113,469 | ||||||||
FNMA PASS THRU 30YR #888890 | Mortgage Bond - 6.5, 2037 | ** | 76,696 | ||||||||
FNMA PASS THRU 30YR #902111 | Mortgage Bond - 6.5, 2036 | ** | 51,311 | ||||||||
FNMA PASS THRU 30YR #915626 | Mortgage Bond - 6.5, 2037 | ** | 50,426 | ||||||||
FNMA PASS THRU 30YR #934342 | Mortgage Bond - 6.5, 2038 | ** | 457,395 | ||||||||
FNMA PASS THRU 30YR #944007 | Mortgage Bond - 6.5, 2037 | ** | 371,897 | ||||||||
FNMA PASS THRU 30YR #964090 | Mortgage Bond - 6.5, 2038 | ** | 32,541 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
FNMA PASS THRU 30YR #982510 | Mortgage Bond - 6.5, 2038 | ** | 53,023 | ||||||||
FNMA PASS THRU 30YR #983502 | Mortgage Bond - 5.5, 2033 | ** | 120,146 | ||||||||
FNMA PASS THRU 30YR #985846 | Mortgage Bond - 6.5, 2038 | ** | 32,752 | ||||||||
FNMA PASS THRU 30YR #988662 | Mortgage Bond - 6.5, 2038 | ** | 224,488 | ||||||||
FNMA PASS THRU 30YR #995113 | Mortgage Bond - 5.5, 2036 | ** | 2,237,180 | ||||||||
FNMA PASS THRU 30YR #AB9557 | Mortgage Bond - 3.0, 2043 | ** | 948,564 | ||||||||
FNMA PASS THRU 30YR #AL0212 | Mortgage Bond - 5.5, 2038 | ** | 1,374,347 | ||||||||
FNMA PASS THRU 30YR #AT2725 | Mortgage Bond - 3, 2043 | ** | 3,815,923 | ||||||||
FNMA PASS THRU 30YR #AT5990 | Mortgage Bond - 3, 2043 | ** | 946,148 | ||||||||
FNMA PASS THRU 30YR #AU4279 | Mortgage Bond - 3, 2043 | ** | 954,071 | ||||||||
FNMA P-T DUS #466319 | Mortgage Bond - 3.23, 2020 | ** | 5,170,789 | ||||||||
FNMA P-T DUS #470989 | Mortgage Bond - 2.9, 2020 | ** | 1,296,277 | ||||||||
FNMA TBA 3.5% JAN 15YR | Mortgage Bond - 3.5, 2029 | ** | (16,406 | ) | |||||||
FNMA TBA 3.5% JAN 30YR | Mortgage Bond - 3.5, 2044 | ** | 54,063 | ||||||||
FNMA TBA 5.5% JAN 30YR | Mortgage Bond - 5.5, 2044 | ** | (18,985 | ) | |||||||
FNR 2005-109 PV WM32 WC6.509500 | Mortgage Bond - 6, 2032 | ** | 43,123 | ||||||||
FNR 2005-13 FA 1MLIB+45 | Cash Equivalent - 0.6146, 2035 | ** | 1,897,670 | ||||||||
FNR 2005-29 JB WM33 WC7.0709 | Mortgage Bond - 4.5, 2035 | ** | 15,963 | ||||||||
FNR 2005-68 PC WM34 WC6.55 | Mortgage Bond - 5.5, 2035 | ** | 22,553 | ||||||||
FNR 2006-129 FM 1MLIB+25 | Cash Equivalent - 0.4146, 2037 | ** | 478,401 | ||||||||
FNR 2007-109 GF 1MLIB+68 | Cash Equivalent - 0.8446, 2037 | ** | 1,503,619 | ||||||||
FNR 2007-25 FB 1MLIB+33BP | Cash Equivalent - 0.4946, 2037 | ** | 321,294 | ||||||||
FNR 2007-27 FA 1MLIB+31BP | Cash Equivalent - 0.4746, 2037 | ** | 114,183 | ||||||||
FNR 2007-38 FC 1MLIB+42 | Cash Equivalent - 0.5846, 2037 | ** | 476,679 | ||||||||
FNR 2007-70 FA 1MLIB+35BP | Cash Equivalent - 0.5146, 2037 | ** | 280,737 | ||||||||
FNR 2008-12 FA 1MLIB+67BP FRN | Cash Equivalent - 0.8346, 2037 | ** | 1,427,397 | ||||||||
FNR 2008-80 ME WM32 WC5.3542 | Mortgage Bond - 5, 2032 | ** | 215,814 | ||||||||
FNR 2009-12 FA 1MLIBOR+56BP | Cash Equivalent - 0.7246, 2037 | ** | 1,431,655 | ||||||||
FNR 2010-111 FC 1MLIB+52 | Cash Equivalent - 0.6846, 2040 | ** | 428,646 | ||||||||
FNR 2010-115 FM 1MLIB+50 | Cash Equivalent - 0.6646, 2040 | ** | 529,198 | ||||||||
FNR 2010-117 FE 1MLIB+40BP | Cash Equivalent - 0.5646, 2040 | ** | 360,153 | ||||||||
FNR 2010-129 FM 1MLIB+50 | Cash Equivalent - 0.6646, 2040 | ** | 735,112 | ||||||||
FNR 2010-135 LF 1MLIB+45 | Cash Equivalent - 0.6146, 2040 | ** | 615,441 | ||||||||
FNR 2010-141 FB 1MLIB+47 | Cash Equivalent - 0.6346, 2040 | ** | 466,314 | ||||||||
FNR 2010-2 GF 1MLIB+55BP | Cash Equivalent - 0.7146, 2049 | ** | 1,471,479 | ||||||||
FNR 2011-3 FA 1MLIB+68 | Cash Equivalent - 0.8446, 2041 | ** | 1,888,254 | ||||||||
FNR 2011-86 KF 1MLIB+55 | Cash Equivalent - 0.7146, 2041 | ** | 1,135,710 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
FNR 2011-86 NF 1MLIB+55 | Cash Equivalent - 0.7146, 2041 | ** | 2,260,318 | ||||||||
FNR 2011-87 FJ 1MLIB+55BP | Cash Equivalent - 0.7146, 2041 | ** | 3,837,290 | ||||||||
FNR 2012-141 FA 1MLIB+30BP | Cash Equivalent - 0.4646, 2041 | ** | 1,888,942 | ||||||||
FNR 2013-39 FA 1MLIB+35BP | Cash Equivalent - 0.5146, 2041 | ** | 2,199,972 | ||||||||
GCCFC 2007-GG9 A2 SEQ WM15 WC5.79 | Mortgage Bond - 5.381, 2039 | ** | 419,460 | ||||||||
GNMA I TBA 3.5% JAN 30YR | Mortgage Bond - 3.5, 2044 | ** | (7,422 | ) | |||||||
GNMA II MULTPL SGL 30YR #783277M | Mortgage Bond - 6, 2040 | ** | 765,722 | ||||||||
GNMA PASS THRU SGL 30YR #782034X | Mortgage Bond - 6, 2036 | ** | 339,499 | ||||||||
GNMA PASS THRU SGL 30YR #793555X | Mortgage Bond - 3.5, 2041 | ** | 974,205 | ||||||||
GNMA PASS THRU SGL 30YR #AB9505X | Mortgage Bond - 3.5, 2042 | ** | 436,664 | ||||||||
GNMA PASS THRU SGL 30YR #AC3754X | Mortgage Bond - 3.5, 2042 | ** | 131,699 | ||||||||
GNR 2012-149 GF 1MLIB+30BP | Cash Equivalent - 0.4668, 2042 | ** | 7,560,240 | ||||||||
GOLDMAN SACHS GROUP INC GLBL SR NT | Corporate Bond - 7.5, 2019 | ** | 2,725,457 | ||||||||
GOLDMAN SACHS GROUP INC SR NT | Corporate Bond - 5.375, 2020 | ** | 84,339 | ||||||||
INTL FINANCE CORP GLBL SR UNSECUR GMTN | Corporate Bond - 3, 2014 | ** | 1,721,525 | ||||||||
IRO USD 5Y P 2.0000 03/03/14 FAR | Option - 0, 2014 | ** | (145,377 | ) | |||||||
IRS USD P 2.000 06/19/13-10Y HUS | Interest Rate Swap - 2, 2023 | ** | 1,361,297 | ||||||||
JPMCC 2005-CB13 A3A1 | Cash Equivalent - 5.2439, 2021 | ** | 1,490,237 | ||||||||
JPMORGAN CHASE & CO GLBL CO GTD | Corporate Bond - 3.45, 2016 | ** | 3,171,978 | ||||||||
JPMORGAN CHASE & CO GLBL SR NT FRN | Cash Equivalent - 1.0384, 2014 | ** | 801,529 | ||||||||
JPMORGAN CHASE & CO SR UNSEC | Cash Equivalent - 0.8566, 2016 | ** | 3,216,755 | ||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate Bond - 4.25, 2020 | ** | 176,185 | ||||||||
JPMORGAN CHASE BANK NA SUB NT | Cash Equivalent - .5739, 2016 | ** | 1,393,780 | ||||||||
KINDER MORGAN ENER PART NT | Corporate Bond - 6, 2017 | ** | 569,466 | ||||||||
KINDER MORGAN ENER PART SR UNSEC | Corporate Bond - 3.5, 2016 | ** | 527,280 | ||||||||
MORGAN STANLEY NT | Corporate Bond - 5.5, 2020 | ** | 2,964,963 | ||||||||
NA DEVELOPMENT BANK GLBL SR UNSECURED | Corporate Bond - 4.375, 2020 | ** | 5,062,217 | ||||||||
NOVARTIS CAPITAL CORP CO GTD | Corporate Bond - 4.125, 2014 | ** | 1,781,460 | ||||||||
ONTARIO (PROVINCE OF) GLBL BD | Corporate Bond - 4.1, 2014 | ** | 1,527,890 | ||||||||
RABOBANK NEDERLAND GLBL CO GTD | Corporate Bond - 1.85, 2014 | ** | 1,006,366 | ||||||||
ROGERS COMMUNICATIONS CO GTD | Corporate Bond - 6.8, 2018 | ** | 2,663,678 | ||||||||
SLMA 2005-8 A4 3MLIB+75 | Cash Equivalent - .9884, 2028 | ** | 225,542 | ||||||||
* | STATE STREET STIF | Cash Equivalent - 4.0, 2015 | ** | 598,410 | |||||||
U S TREASURY INFLATE PROT BD | US Treasury Bond - 0.375, 2023 | ** | 6,692,363 | ||||||||
U S TREASURY NOTE | Cash Equivalent - 0.1250, 2014 | ** | 4,299,014 | ||||||||
U S TREASURY NOTE | Cash Equivalent - 0.2500, 2014 | ** | 300,330 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
U S TREASURY NOTE | Cash Equivalent - 0.2500, 2014 | ** | 3,305,592 | ||||||||
U S TREASURY NOTE | Cash Equivalent - 0.3750, 2014 | ** | 1,002,309 | ||||||||
U S TREASURY NOTE | Cash Equivalent - 0.5000, 2014 | ** | 16,459,534 | ||||||||
U S TREASURY NOTE | Cash Equivalent - 0.2500, 2014 | ** | 28,134,745 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 0.6250, 2016 | ** | 26,535,914 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 1.3750, 2018 | ** | 2,686,776 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 0.7500, 2018 | ** | 9,827,713 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 0.7500, 2018 | ** | 1,950,988 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 2, 2023 | ** | 11,195,275 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 1, 2019 | ** | 14,575,185 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 0.625, 2017 | ** | 18,040,051 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 1, 2019 | ** | 14,603,254 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 1.625, 2022 | ** | 1,095,406 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 1.7500, 2022 | ** | 42,707,563 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 2, 2022 | ** | 858,842 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 0.8750, 2017 | ** | 5,620,272 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 1.5000, 2018 | ** | 37,543,144 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 1.5000, 2018 | ** | 8,899,357 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 0.625, 2016 | ** | 138,965,229 | ||||||||
U S TREASURY NOTE | US Treasury Bond - 2, 2020 | ** | 9,747,311 | ||||||||
UBS AG STAMFORD CT SR UNSECURED | Corporate Bond - 3.875, 2015 | ** | 730,419 | ||||||||
UBS AG STAMFORD CT SR UNSEC FRN | Cash Equivalent - 1.2381, 2014 | ** | 757,839 | ||||||||
UBS AG STAMFORD CT GLBL SR UNSEC MTN | Corporate Bond - 2.25,2014, 2015 | ** | 703,515 | ||||||||
VERIZON COMMUNICATIONS SR UNSEC | Corporate Bond - 3.65, 2018 | ** | 2,560,589 | ||||||||
VERIZON COMMUNICATIONS SR UNSEC | Corporate Bond - 1.9929 2018 | ** | 526,645 | ||||||||
VERIZON COMMUNICATIONS SR UNSEC | Corporate Bond - 1.7729, 2016 | ** | 1,753,469 | ||||||||
VERIZON COMMUNICATIONS SR UNSEC | Corporate Bond - 2.5000, 2016 | ** | 1,351,540 | ||||||||
WACHOVIA CORP GLBL SUB NT FRN | Cash Equivalent - 0.6136, 2016 | ** | 1,394,572 | ||||||||
WBCMT 2006-C28 A2 WM15 WC5.987 | Mortgage Bond - 5.5, 2048 | ** | 259,348 | ||||||||
WELLS FARGO BANK NA SR UNSEC | Cash Equivalent - 0.5221, 2016 | ** | 2,205,806 | ||||||||
Capital Preservation Fund Total | 661,629,243 | ||||||||||
* | FirstEnergy MidCap Value Index Fund | ||||||||||
AARON S INC | COMMON STOCK | ** | 88,994 | ||||||||
ABERCROMBIE + FITCH CO CL A | COMMON STOCK | ** | 112,750 | ||||||||
ACTIVISION BLIZZARD INC | COMMON STOCK | ** | 232,699 | ||||||||
ADT CORP/THE | COMMON STOCK | ** | 390,697 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
AECOM TECHNOLOGY CORP | COMMON STOCK | ** | 134,966 | ||||||||
AES CORP | COMMON STOCK | ** | 431,832 | ||||||||
AGCO CORP | COMMON STOCK | ** | 276,121 | ||||||||
AGILENT TECHNOLOGIES INC | COMMON STOCK | ** | 840,350 | ||||||||
AGL RESOURCES INC | COMMON STOCK | ** | 267,558 | ||||||||
AIR LEASE CORP | COMMON STOCK | ** | 100,544 | ||||||||
ALASKA AIR GROUP INC | COMMON STOCK | ** | 16,362 | ||||||||
ALBEMARLE CORP | COMMON STOCK | ** | 155,496 | ||||||||
ALCOA INC | COMMON STOCK | ** | 544,904 | ||||||||
ALERE INC | COMMON STOCK | ** | 137,850 | ||||||||
ALEXANDRIA REAL ESTATE EQUIT | REAL ESTATE INV TRST | ** | 217,835 | ||||||||
ALLEGHANY CORP | COMMON STOCK | ** | 321,968 | ||||||||
ALLEGHENY TECHNOLOGIES INC | COMMON STOCK | ** | 186,701 | ||||||||
ALLEGION PLC | COMMON STOCK | ** | 60,850 | ||||||||
ALLIANT ENERGY CORP | COMMON STOCK | ** | 274,357 | ||||||||
ALLIANT TECHSYSTEMS INC | COMMON STOCK | ** | 190,308 | ||||||||
ALLIED WORLD ASSURANCE CO | COMMON STOCK | ** | 120,707 | ||||||||
ALLISON TRANSMISSION HOLDING | COMMON STOCK | ** | 36,418 | ||||||||
ALLSCRIPTS HEALTHCARE SOLUTI | COMMON STOCK | ** | 129,106 | ||||||||
ALTERA CORP | COMMON STOCK | ** | 326,992 | ||||||||
AMDOCS LTD | COMMON STOCK | ** | 318,208 | ||||||||
AMERCO | COMMON STOCK | ** | 34,725 | ||||||||
AMEREN CORPORATION | COMMON STOCK | ** | 420,577 | ||||||||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | ** | 99,712 | ||||||||
AMERICAN CAMPUS COMMUNITIES | REAL ESTATE INV TRST | ** | 157,314 | ||||||||
AMERICAN CAPITAL AGENCY CORP | REAL ESTATE INV TRST | ** | 366,587 | ||||||||
AMERICAN CAPITAL LTD | COMMON STOCK | ** | 211,390 | ||||||||
AMERICAN EAGLE OUTFITTERS | COMMON STOCK | ** | 45,158 | ||||||||
AMERICAN FINANCIAL GROUP INC | COMMON STOCK | ** | 190,014 | ||||||||
AMERICAN HOMES 4 RENT | REAL ESTATE INV TRST | ** | 31,622 | ||||||||
AMERICAN NATIONAL INSURANCE | COMMON STOCK | ** | 41,807 | ||||||||
AMERICAN WATER WORKS CO INC | COMMON STOCK | ** | 359,971 | ||||||||
AMERIPRISE FINANCIAL INC | COMMON STOCK | ** | 756,569 | ||||||||
ANALOG DEVICES INC | COMMON STOCK | ** | 430,409 | ||||||||
ANNALY CAPITAL MANAGEMENT | REAL ESTATE INV TRST | ** | 452,758 | ||||||||
ANTERO RESOURCES CORP | COMMON STOCK | ** | 62,298 | ||||||||
AOL INC | COMMON STOCK | ** | 175,291 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
AON PLC | COMMON STOCK | ** | 286,820 | ||||||||
APARTMENT INVT + MGMT CO | REAL ESTATE INV TRST | ** | 78,740 | ||||||||
APOLLO EDUCATION GROUP INC | COMMON STOCK | ** | 125,262 | ||||||||
APPLIED MATERIALS INC | COMMON STOCK | ** | 350,633 | ||||||||
APTARGROUP INC | COMMON STOCK | ** | 69,980 | ||||||||
AQUA AMERICA INC | COMMON STOCK | ** | 24,628 | ||||||||
ARCH CAPITAL GROUP LTD | COMMON STOCK | ** | 356,767 | ||||||||
ARES CAPITAL CORP | COMMON STOCK | ** | 251,286 | ||||||||
ARROW ELECTRONICS INC | COMMON STOCK | ** | 269,785 | ||||||||
ARTISAN PARTNERS ASSET MA | COMMON STOCK | ** | 22,621 | ||||||||
ASCENA RETAIL GROUP INC | COMMON STOCK | ** | 106,689 | ||||||||
ASHLAND INC | COMMON STOCK | ** | 367,588 | ||||||||
ASPEN INSURANCE HOLDINGS LTD | COMMON STOCK | ** | 133,886 | ||||||||
ASSOCIATED BANC CORP | COMMON STOCK | ** | 141,723 | ||||||||
ASSURANT INC | COMMON STOCK | ** | 230,901 | ||||||||
ASSURED GUARANTY LTD | COMMON STOCK | ** | 185,182 | ||||||||
ATMOS ENERGY CORP | COMMON STOCK | ** | 198,395 | ||||||||
ATWOOD OCEANICS INC | COMMON STOCK | ** | 115,429 | ||||||||
AUTODESK INC | COMMON STOCK | ** | 107,052 | ||||||||
AVAGO TECHNOLOGIES LTD | COMMON STOCK | ** | 49,135 | ||||||||
AVALONBAY COMMUNITIES INC | REAL ESTATE INV TRST | ** | 733,262 | ||||||||
AVERY DENNISON CORP | COMMON STOCK | ** | 163,318 | ||||||||
AVNET INC | COMMON STOCK | ** | 289,803 | ||||||||
AVX CORP | COMMON STOCK | ** | 32,137 | ||||||||
AXIS CAPITAL HOLDINGS LTD | COMMON STOCK | ** | 205,169 | ||||||||
B/E AEROSPACE INC | COMMON STOCK | ** | 23,672 | ||||||||
BABCOCK + WILCOX CO | COMMON STOCK | ** | 54,054 | ||||||||
BANK OF HAWAII CORP | COMMON STOCK | ** | 124,726 | ||||||||
BANKUNITED INC | COMMON STOCK | ** | 97,641 | ||||||||
BEAM INC | COMMON STOCK | ** | 524,879 | ||||||||
BEMIS COMPANY | COMMON STOCK | ** | 121,815 | ||||||||
BEST BUY CO INC | COMMON STOCK | ** | 384,443 | ||||||||
BIG LOTS INC | COMMON STOCK | ** | 65,000 | ||||||||
BIO RAD LABORATORIES A | COMMON STOCK | ** | 117,182 | ||||||||
BIOMED REALTY TRUST INC | REAL ESTATE INV TRST | ** | 163,080 | ||||||||
BOK FINANCIAL CORPORATION | COMMON STOCK | ** | 80,844 | ||||||||
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK | ** | 10,590 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
BOSTON PROPERTIES INC | REAL ESTATE INV TRST | ** | 660,736 | ||||||||
BOSTON SCIENTIFIC CORP | COMMON STOCK | ** | 777,321 | ||||||||
BRANDYWINE REALTY TRUST | REAL ESTATE INV TRST | ** | 103,350 | ||||||||
BRE PROPERTIES INC | REAL ESTATE INV TRST | ** | 203,357 | ||||||||
BRIXMOR PROPERTY GROUP INC | REAL ESTATE INV TRST | ** | 37,245 | ||||||||
BROCADE COMMUNICATIONS SYS | COMMON STOCK | ** | 191,273 | ||||||||
BROWN + BROWN INC | COMMON STOCK | ** | 104,435 | ||||||||
BUNGE LTD | COMMON STOCK | ** | 578,958 | ||||||||
CA INC | COMMON STOCK | ** | 528,944 | ||||||||
CABOT CORP | COMMON STOCK | ** | 153,840 | ||||||||
CALPINE CORP | COMMON STOCK | ** | 326,617 | ||||||||
CAMDEN PROPERTY TRUST | REAL ESTATE INV TRST | ** | 231,331 | ||||||||
CAMERON INTERNATIONAL CORP | COMMON STOCK | ** | 261,872 | ||||||||
CAMPBELL SOUP CO | COMMON STOCK | ** | 120,145 | ||||||||
CAPITALSOURCE INC | COMMON STOCK | ** | 138,469 | ||||||||
CARDINAL HEALTH INC | COMMON STOCK | ** | 1,094,682 | ||||||||
CAREFUSION CORP | COMMON STOCK | ** | 419,583 | ||||||||
CARLISLE COS INC | COMMON STOCK | ** | 231,133 | ||||||||
CARPENTER TECHNOLOGY | COMMON STOCK | ** | 135,223 | ||||||||
CBL + ASSOCIATES PROPERTIES | REAL ESTATE INV TRST | ** | 101,097 | ||||||||
CDW CORP/DE | COMMON STOCK | ** | 19,132 | ||||||||
CENTERPOINT ENERGY INC | COMMON STOCK | ** | 476,164 | ||||||||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK | ** | 662,300 | ||||||||
CHARLES RIVER LABORATORIES | COMMON STOCK | ** | 67,096 | ||||||||
CHESAPEAKE ENERGY CORP | COMMON STOCK | ** | 752,457 | ||||||||
CHICO S FAS INC | COMMON STOCK | ** | 14,752 | ||||||||
CHIMERA INVESTMENT CORP | REAL ESTATE INV TRST | ** | 154,637 | ||||||||
CHOICE HOTELS INTL INC | COMMON STOCK | ** | 60,258 | ||||||||
CIGNA CORP | COMMON STOCK | ** | 1,127,092 | ||||||||
CIMAREX ENERGY CO | COMMON STOCK | ** | 434,747 | ||||||||
CINCINNATI FINANCIAL CORP | COMMON STOCK | ** | 410,267 | ||||||||
CINTAS CORP | COMMON STOCK | ** | 205,407 | ||||||||
CIT GROUP INC | COMMON STOCK | ** | 502,898 | ||||||||
CITY NATIONAL CORP | COMMON STOCK | ** | 171,828 | ||||||||
CLIFFS NATURAL RESOURCES INC | COMMON STOCK | ** | 195,186 | ||||||||
CLOROX COMPANY | COMMON STOCK | ** | 98,511 | ||||||||
CMS ENERGY CORP | COMMON STOCK | ** | 342,388 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
CNA FINANCIAL CORP | COMMON STOCK | ** | 51,082 | ||||||||
COBALT INTERNATIONAL ENERGY | COMMON STOCK | ** | 16,697 | ||||||||
COMERICA INC | COMMON STOCK | ** | 425,340 | ||||||||
COMMERCE BANCSHARES INC | COMMON STOCK | ** | 175,136 | ||||||||
COMMONWEALTH REIT | REAL ESTATE INV TRST | ** | 133,963 | ||||||||
COMMSCOPE HOLDING CO INC | COMMON STOCK | ** | 16,120 | ||||||||
COMMUNITY HEALTH SYSTEMS INC | COMMON STOCK | ** | 159,044 | ||||||||
COMPUTER SCIENCES CORP | COMMON STOCK | ** | 402,392 | ||||||||
COMPUWARE CORP | COMMON STOCK | ** | 112,335 | ||||||||
CON WAY INC | COMMON STOCK | ** | 66,594 | ||||||||
CONAGRA FOODS INC | COMMON STOCK | ** | 53,111 | ||||||||
CONSOL ENERGY INC | COMMON STOCK | ** | 416,880 | ||||||||
CONSOLIDATED EDISON INC | COMMON STOCK | ** | 776,131 | ||||||||
CONSTELLATION BRANDS INC A | COMMON STOCK | ** | 33,501 | ||||||||
COOPER COS INC/THE | COMMON STOCK | ** | 76,533 | ||||||||
CORELOGIC INC | COMMON STOCK | ** | 159,636 | ||||||||
CORPORATE OFFICE PROPERTIES | REAL ESTATE INV TRST | ** | 95,186 | ||||||||
CORRECTIONS CORP OF AMERICA | REAL ESTATE INV TRST | ** | 73,344 | ||||||||
COTY INC CL A | COMMON STOCK | ** | 13,923 | ||||||||
COVANTA HOLDING CORP | COMMON STOCK | ** | 91,448 | ||||||||
CRANE CO | COMMON STOCK | ** | 17,149 | ||||||||
CROWN HOLDINGS INC | COMMON STOCK | ** | 47,645 | ||||||||
CST BRANDS INC | COMMON STOCK | ** | 103,807 | ||||||||
CULLEN/FROST BANKERS INC | COMMON STOCK | ** | 180,195 | ||||||||
CYTEC INDUSTRIES INC | COMMON STOCK | ** | 164,334 | ||||||||
DARDEN RESTAURANTS INC | COMMON STOCK | ** | 113,361 | ||||||||
DDR CORP | REAL ESTATE INV TRST | ** | 216,394 | ||||||||
DEAN FOODS CO | COMMON STOCK | ** | 75,413 | ||||||||
DECKERS OUTDOOR CORP | COMMON STOCK | ** | 76,605 | ||||||||
DELTA AIR LINES INC | COMMON STOCK | ** | 611,208 | ||||||||
DENBURY RESOURCES INC | COMMON STOCK | ** | 293,900 | ||||||||
DENTSPLY INTERNATIONAL INC | COMMON STOCK | ** | 237,794 | ||||||||
DEVRY EDUCATION GROUP INC | COMMON STOCK | ** | 104,867 | ||||||||
DIAMOND OFFSHORE DRILLING | COMMON STOCK | ** | 187,836 | ||||||||
DIEBOLD INC | COMMON STOCK | ** | 98,700 | ||||||||
DIGITAL REALTY TRUST INC | REAL ESTATE INV TRST | ** | 62,137 | ||||||||
DILLARDS INC CL A | COMMON STOCK | ** | 41,023 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
DOLBY LABORATORIES INC CL A | COMMON STOCK | ** | 48,933 | ||||||||
DOMTAR CORP | COMMON STOCK | ** | 152,453 | ||||||||
DONALDSON CO INC | COMMON STOCK | ** | 21,469 | ||||||||
DOUGLAS EMMETT INC | REAL ESTATE INV TRST | ** | 160,235 | ||||||||
DOVER CORP | COMMON STOCK | ** | 209,685 | ||||||||
DR HORTON INC | COMMON STOCK | ** | 301,722 | ||||||||
DREAMWORKS ANIMATION SKG A | COMMON STOCK | ** | 122,972 | ||||||||
DST SYSTEMS INC | COMMON STOCK | ** | 28,129 | ||||||||
DSW INC CLASS A | COMMON STOCK | ** | 10,939 | ||||||||
DTE ENERGY COMPANY | COMMON STOCK | ** | 553,560 | ||||||||
DUKE REALTY CORP | REAL ESTATE INV TRST | ** | 231,902 | ||||||||
DUN + BRADSTREET CORP | COMMON STOCK | ** | 22,954 | ||||||||
E TRADE FINANCIAL CORP | COMMON STOCK | ** | 268,282 | ||||||||
EAST WEST BANCORP INC | COMMON STOCK | ** | 229,718 | ||||||||
ECHOSTAR CORP A | COMMON STOCK | ** | 94,816 | ||||||||
EDISON INTERNATIONAL | COMMON STOCK | ** | 723,113 | ||||||||
ELECTRONIC ARTS INC | COMMON STOCK | ** | 78,157 | ||||||||
ENDURANCE SPECIALTY HOLDINGS | COMMON STOCK | ** | 88,122 | ||||||||
ENERGEN CORP | COMMON STOCK | ** | 246,422 | ||||||||
ENERGIZER HOLDINGS INC | COMMON STOCK | ** | 322,880 | ||||||||
ENTERGY CORP | COMMON STOCK | ** | 540,389 | ||||||||
ENVISION HEALTHCARE HOLDINGS | COMMON STOCK | ** | 28,878 | ||||||||
EQT CORP | COMMON STOCK | ** | 57,369 | ||||||||
EQUITY LIFESTYLE PROPERTIES | REAL ESTATE INV TRST | ** | 37,824 | ||||||||
ESSEX PROPERTY TRUST INC | REAL ESTATE INV TRST | ** | 261,332 | ||||||||
EVEREST RE GROUP LTD | COMMON STOCK | ** | 371,594 | ||||||||
EXELIS INC | COMMON STOCK | ** | 166,279 | ||||||||
EXTRA SPACE STORAGE INC | REAL ESTATE INV TRST | ** | 204,288 | ||||||||
FAIRCHILD SEMICONDUCTOR INTE | COMMON STOCK | ** | 83,544 | ||||||||
FEDERAL REALTY INVS TRUST | REAL ESTATE INV TRST | ** | 105,061 | ||||||||
FEDERATED INVESTORS INC CL B | COMMON STOCK | ** | 31,363 | ||||||||
FIDELITY NATIONAL FINL A | COMMON STOCK | ** | 387,713 | ||||||||
FIDELITY NATIONAL INFORMATIO | COMMON STOCK | ** | 679,535 | ||||||||
FIFTH THIRD BANCORP | COMMON STOCK | ** | 881,704 | ||||||||
FIREEYE INC | COMMON STOCK | ** | 9,202 | ||||||||
FIRST CITIZENS BCSHS CL A | COMMON STOCK | ** | 79,034 | ||||||||
FIRST HORIZON NATIONAL CORP | COMMON STOCK | ** | 136,387 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
FIRST NIAGARA FINANCIAL GRP | COMMON STOCK | ** | 181,368 | ||||||||
FIRST REPUBLIC BANK/CA | COMMON STOCK | ** | 292,113 | ||||||||
FIRST SOLAR INC | COMMON STOCK | ** | 175,668 | ||||||||
* | FIRSTENERGY CORP | COMMON STOCK | ** | 661,150 | |||||||
FLIR SYSTEMS INC | COMMON STOCK | ** | 58,996 | ||||||||
FLUOR CORP | COMMON STOCK | ** | 249,060 | ||||||||
FOOT LOCKER INC | COMMON STOCK | ** | 263,020 | ||||||||
FOREST CITY ENTERPRISES CL A | COMMON STOCK | ** | 140,022 | ||||||||
FOREST LABORATORIES INC | COMMON STOCK | ** | 767,363 | ||||||||
FORTUNE BRANDS HOME + SECURI | COMMON STOCK | ** | 46,386 | ||||||||
FRANK S INTERNATIONAL NV | COMMON STOCK | ** | 24,570 | ||||||||
FREESCALE SEMICONDUCTOR LTD | COMMON STOCK | ** | 21,651 | ||||||||
FRONTIER COMMUNICATIONS CORP | COMMON STOCK | ** | 223,772 | ||||||||
FULTON FINANCIAL CORP | COMMON STOCK | ** | 124,875 | ||||||||
GAMESTOP CORP CLASS A | COMMON STOCK | ** | 280,634 | ||||||||
GAMING AND LEISURE PROPERTIES | REAL ESTATE INV TRST | ** | 187,082 | ||||||||
GANNETT CO | COMMON STOCK | ** | 324,552 | ||||||||
GARMIN LTD | COMMON STOCK | ** | 269,509 | ||||||||
GATX CORP | COMMON STOCK | ** | 114,565 | ||||||||
GENERAL GROWTH PROPERTIES | REAL ESTATE INV TRST | ** | 538,037 | ||||||||
GENESEE + WYOMING INC CL A | COMMON STOCK | ** | 108,056 | ||||||||
GENTEX CORP | COMMON STOCK | ** | 92,306 | ||||||||
GENUINE PARTS CO | COMMON STOCK | ** | 31,612 | ||||||||
GENWORTH FINANCIAL INC CL A | COMMON STOCK | ** | 367,067 | ||||||||
GOLAR LNG LTD | COMMON STOCK | ** | 72,834 | ||||||||
GRAHAM HOLDINGS CO CLASS B | COMMON STOCK | ** | 133,991 | ||||||||
GREAT PLAINS ENERGY INC | COMMON STOCK | ** | 179,861 | ||||||||
GREIF INC CL A COMMON STOCK NPV | COMMON STOCK | ** | 69,011 | ||||||||
GUESS? INC | COMMON STOCK | ** | 89,544 | ||||||||
GULFPORT ENERGY CORP | COMMON STOCK | ** | 40,353 | ||||||||
HANOVER INSURANCE GROUP INC | COMMON STOCK | ** | 88,132 | ||||||||
HARMAN INTERNATIONAL | COMMON STOCK | ** | 268,386 | ||||||||
HARRIS CORP | COMMON STOCK | ** | 300,462 | ||||||||
HARSCO CORP | COMMON STOCK | ** | 103,599 | ||||||||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK | ** | 791,734 | ||||||||
HASBRO INC | COMMON STOCK | ** | 42,248 | ||||||||
HATTERAS FINANCIAL CORP | REAL ESTATE INV TRST | ** | 79,037 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
HAWAIIAN ELECTRIC INDS | COMMON STOCK | ** | 124,202 | ||||||||
HCA HOLDINGS INC | COMMON STOCK | ** | 567,320 | ||||||||
HCC INSURANCE HOLDINGS INC. | COMMON STOCK | ** | 215,981 | ||||||||
HCP INC | REAL ESTATE INV TRST | ** | 791,268 | ||||||||
HD SUPPLY HOLDINGS INC | COMMON STOCK | ** | 26,027 | ||||||||
HEALTH CARE REIT INC | REAL ESTATE INV TRST | ** | 730,695 | ||||||||
HEALTH NET INC | COMMON STOCK | ** | 114,437 | ||||||||
HEALTHCARE TRUST OF AME CL A | REAL ESTATE INV TRST | ** | 51,581 | ||||||||
HELMERICH + PAYNE | COMMON STOCK | ** | 382,312 | ||||||||
HILL ROM HOLDINGS INC | COMMON STOCK | ** | 115,835 | ||||||||
HOLLYFRONTIER CORP | COMMON STOCK | ** | 483,782 | ||||||||
HOLOGIC INC | COMMON STOCK | ** | 206,268 | ||||||||
HOME PROPERTIES INC | REAL ESTATE INV TRST | ** | 145,739 | ||||||||
HOSPIRA INC | COMMON STOCK | ** | 327,474 | ||||||||
HOSPITALITY PROPERTIES TRUST | REAL ESTATE INV TRST | ** | 193,481 | ||||||||
HOST HOTELS + RESORTS INC | REAL ESTATE INV TRST | ** | 693,969 | ||||||||
HOWARD HUGHES CORP/THE | COMMON STOCK | ** | 225,188 | ||||||||
HUBBELL INC CL B | COMMON STOCK | ** | 81,784 | ||||||||
HUDSON CITY BANCORP INC | COMMON STOCK | ** | 238,862 | ||||||||
HUMANA INC | COMMON STOCK | ** | 779,311 | ||||||||
HUNTINGTON BANCSHARES INC | COMMON STOCK | ** | 387,988 | ||||||||
HUNTSMAN CORP | COMMON STOCK | ** | 225,557 | ||||||||
HYATT HOTELS CORP CL A | COMMON STOCK | ** | 103,718 | ||||||||
IDEX CORP | COMMON STOCK | ** | 21,195 | ||||||||
INGERSOLL RAND PLC | COMMON STOCK | ** | 254,470 | ||||||||
INGRAM MICRO INC CL A | COMMON STOCK | ** | 173,393 | ||||||||
INGREDION INC | COMMON STOCK | ** | 223,248 | ||||||||
INTEGRYS ENERGY GROUP INC | COMMON STOCK | ** | 206,377 | ||||||||
INTELSAT SA | COMMON STOCK | ** | 22,247 | ||||||||
INTERACTIVE BROKERS GRO CL A | COMMON STOCK | ** | 53,256 | ||||||||
INTERCONTINENTALEXCHANGE GRO | COMMON STOCK | ** | 448,490 | ||||||||
INTERNATIONAL PAPER CO | COMMON STOCK | ** | 148,659 | ||||||||
INTERPUBLIC GROUP OF COS INC | COMMON STOCK | ** | 200,222 | ||||||||
INVESCO LTD | COMMON STOCK | ** | 775,830 | ||||||||
IRON MOUNTAIN INC | COMMON STOCK | ** | 22,307 | ||||||||
J.C. PENNEY CO INC | COMMON STOCK | ** | 105,353 | ||||||||
JABIL CIRCUIT INC | COMMON STOCK | ** | 164,703 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
JACOBS ENGINEERING GROUP INC | COMMON STOCK | ** | 394,947 | ||||||||
JDS UNIPHASE CORP | COMMON STOCK | ** | 38,018 | ||||||||
JM SMUCKER CO/THE | COMMON STOCK | ** | 464,218 | ||||||||
JONES LANG LASALLE INC | COMMON STOCK | ** | 217,784 | ||||||||
JOY GLOBAL INC | COMMON STOCK | ** | 297,948 | ||||||||
JUNIPER NETWORKS INC | COMMON STOCK | ** | 450,023 | ||||||||
KAR AUCTION SERVICES INC | COMMON STOCK | ** | 63,946 | ||||||||
KBR INC | COMMON STOCK | ** | 225,941 | ||||||||
KEMPER CORP | COMMON STOCK | ** | 91,408 | ||||||||
KENNAMETAL INC | COMMON STOCK | ** | 190,576 | ||||||||
KEYCORP | COMMON STOCK | ** | 592,158 | ||||||||
KILROY REALTY CORP REIT | REAL ESTATE INV TRST | ** | 195,401 | ||||||||
KIMCO REALTY CORP | REAL ESTATE INV TRST | ** | 386,982 | ||||||||
KIRBY CORP | COMMON STOCK | ** | 106,297 | ||||||||
KLA TENCOR CORPORATION | COMMON STOCK | ** | 512,586 | ||||||||
KOHLS CORP | COMMON STOCK | ** | 603,934 | ||||||||
KRONOS WORLDWIDE INC | COMMON STOCK | ** | 21,812 | ||||||||
L 3 COMMUNICATIONS HOLDINGS | COMMON STOCK | ** | 460,994 | ||||||||
LAM RESEARCH CORP | COMMON STOCK | ** | 325,339 | ||||||||
LAREDO PETROLEUM INC | COMMON STOCK | ** | 1,938 | ||||||||
LEAR CORP | COMMON STOCK | ** | 278,861 | ||||||||
LEGG MASON INC | COMMON STOCK | ** | 236,792 | ||||||||
LEGGETT + PLATT INC | COMMON STOCK | ** | 206,184 | ||||||||
LEIDOS HOLDINGS INC | COMMON STOCK | ** | 158,252 | ||||||||
LENDER PROCESSING SERVICES | COMMON STOCK | ** | 22,166 | ||||||||
LENNAR CORP A | COMMON STOCK | ** | 313,513 | ||||||||
LEUCADIA NATIONAL CORP | COMMON STOCK | ** | 347,618 | ||||||||
LEVEL 3 COMMUNICATIONS INC | COMMON STOCK | ** | 165,684 | ||||||||
LEXMARK INTERNATIONAL INC | COMMON STOCK | ** | 109,863 | ||||||||
LIBERTY INTERACTIVE CORP A | COMMON STOCK | ** | 684,853 | ||||||||
LIBERTY MEDIA CORP A | COMMON STOCK | ** | 670,595 | ||||||||
LIBERTY PROPERTY TRUST | REAL ESTATE INV TRST | ** | 209,046 | ||||||||
LIFE TECHNOLOGIES CORP | COMMON STOCK | ** | 224,292 | ||||||||
LIFEPOINT HOSPITALS INC | COMMON STOCK | ** | 117,410 | ||||||||
LINCOLN NATIONAL CORP | COMMON STOCK | ** | 664,298 | ||||||||
LPL FINANCIAL HOLDINGS INC | COMMON STOCK | ** | 24,926 | ||||||||
LSI CORP | COMMON STOCK | ** | 258,408 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
M + T BANK CORP | COMMON STOCK | ** | 719,941 | ||||||||
MACERICH CO | REAL ESTATE INV TRST | ** | 388,144 | ||||||||
MACK CALI REALTY CORP | REAL ESTATE INV TRST | ** | 88,626 | ||||||||
MACY S INC | COMMON STOCK | ** | 228,018 | ||||||||
MANPOWERGROUP INC | COMMON STOCK | ** | 317,424 | ||||||||
MARKEL CORP | COMMON STOCK | ** | 383,611 | ||||||||
MARRIOTT INTERNATIONAL CL A | COMMON STOCK | ** | 61,206 | ||||||||
MARVELL TECHNOLOGY GROUP LTD | COMMON STOCK | ** | 271,969 | ||||||||
MBIA INC | COMMON STOCK | ** | 82,314 | ||||||||
MCDERMOTT INTL INC | COMMON STOCK | ** | 101,612 | ||||||||
MCGRAW HILL FINANCIAL INC | COMMON STOCK | ** | 542,473 | ||||||||
MDU RESOURCES GROUP INC | COMMON STOCK | ** | 276,539 | ||||||||
MEADWESTVACO CORP | COMMON STOCK | ** | 313,240 | ||||||||
MEDNAX INC | COMMON STOCK | ** | 92,881 | ||||||||
MERCURY GENERAL CORP | COMMON STOCK | ** | 62,336 | ||||||||
MFA FINANCIAL INC | REAL ESTATE INV TRST | ** | 123,783 | ||||||||
MGM RESORTS INTERNATIONAL | COMMON STOCK | ** | 419,103 | ||||||||
MICRON TECHNOLOGY INC | COMMON STOCK | ** | 1,074,465 | ||||||||
MICROS SYSTEMS INC | COMMON STOCK | ** | 178,306 | ||||||||
MID AMERICA APARTMENT | REAL ESTATE INV TRST | ** | 216,720 | ||||||||
MOHAWK INDUSTRIES INC | COMMON STOCK | ** | 432,852 | ||||||||
MOLSON COORS BREWING CO B | COMMON STOCK | ** | 376,037 | ||||||||
MOTOROLA SOLUTIONS INC | COMMON STOCK | ** | 39,623 | ||||||||
MRC GLOBAL INC | COMMON STOCK | ** | 70,069 | ||||||||
MSCI INC | COMMON STOCK | ** | 142,003 | ||||||||
MURPHY OIL CORP | COMMON STOCK | ** | 593,912 | ||||||||
MURPHY USA INC | COMMON STOCK | ** | 95,089 | ||||||||
NABORS INDUSTRIES LTD | COMMON STOCK | ** | 234,292 | ||||||||
NASDAQ OMX GROUP/THE | COMMON STOCK | ** | 206,482 | ||||||||
NATIONAL FUEL GAS CO | COMMON STOCK | ** | 251,828 | ||||||||
NATIONAL RETAIL PROPERTIES | REAL ESTATE INV TRST | ** | 173,093 | ||||||||
NAVISTAR INTERNATIONAL CORP | COMMON STOCK | ** | 90,014 | ||||||||
NEW YORK COMMUNITY BANCORP | COMMON STOCK | ** | 356,074 | ||||||||
NEWELL RUBBERMAID INC | COMMON STOCK | ** | 191,187 | ||||||||
NEWFIELD EXPLORATION CO | COMMON STOCK | ** | 161,080 | ||||||||
NEWMONT MINING CORP | COMMON STOCK | ** | 543,485 | ||||||||
NIELSEN NV | COMMON STOCK | ** | 411,266 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
NISOURCE INC | COMMON STOCK | ** | 491,786 | ||||||||
NOBLE ENERGY INC | COMMON STOCK | ** | 1,022,195 | ||||||||
NORTHEAST UTILITIES | COMMON STOCK | ** | 639,284 | ||||||||
NORTHERN TRUST CORP | COMMON STOCK | ** | 709,755 | ||||||||
NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK | ** | 11,102 | ||||||||
NRG ENERGY INC | COMMON STOCK | ** | 443,954 | ||||||||
NUANCE COMMUNICATIONS INC | COMMON STOCK | ** | 190,456 | ||||||||
NUCOR CORP | COMMON STOCK | ** | 813,138 | ||||||||
NVIDIA CORP | COMMON STOCK | ** | 443,786 | ||||||||
NVR INC | COMMON STOCK | ** | 37,962 | ||||||||
OGE ENERGY CORP | COMMON STOCK | ** | 322,118 | ||||||||
OIL STATES INTERNATIONAL INC | COMMON STOCK | ** | 268,032 | ||||||||
OLD REPUBLIC INTL CORP | COMMON STOCK | ** | 216,393 | ||||||||
OMNICARE INC | COMMON STOCK | ** | 303,611 | ||||||||
ON SEMICONDUCTOR CORPORATION | COMMON STOCK | ** | 8,883 | ||||||||
ONEOK INC | COMMON STOCK | ** | 33,764 | ||||||||
OSHKOSH CORP | COMMON STOCK | ** | 214,014 | ||||||||
OWENS CORNING | COMMON STOCK | ** | 225,915 | ||||||||
OWENS ILLINOIS INC | COMMON STOCK | ** | 111,884 | ||||||||
PACCAR INC | COMMON STOCK | ** | 873,823 | ||||||||
PARKER HANNIFIN CORP | COMMON STOCK | ** | 920,291 | ||||||||
PARTNERRE LTD | COMMON STOCK | ** | 274,751 | ||||||||
PATTERSON COS INC | COMMON STOCK | ** | 19,405 | ||||||||
PATTERSON UTI ENERGY INC | COMMON STOCK | ** | 180,456 | ||||||||
PAYCHEX INC | COMMON STOCK | ** | 67,749 | ||||||||
PBF ENERGY INC CLASS A | COMMON STOCK | ** | 34,543 | ||||||||
PEABODY ENERGY CORP | COMMON STOCK | ** | 250,218 | ||||||||
PENN NATIONAL GAMING INC | COMMON STOCK | ** | 46,988 | ||||||||
PENTAIR LTD REGISTERED | COMMON STOCK | ** | 760,622 | ||||||||
PEOPLE S UNITED FINANCIAL | COMMON STOCK | ** | 225,530 | ||||||||
PEPCO HOLDINGS INC | COMMON STOCK | ** | 227,953 | ||||||||
PERKINELMER INC | COMMON STOCK | ** | 222,683 | ||||||||
PIEDMONT OFFICE REALTY TRU A | REAL ESTATE INV TRST | ** | 134,357 | ||||||||
PINNACLE FOODS INC | COMMON STOCK | ** | 16,503 | ||||||||
PINNACLE WEST CAPITAL | COMMON STOCK | ** | 278,888 | ||||||||
PIONEER NATURAL RESOURCES CO | COMMON STOCK | ** | 306,845 | ||||||||
PITNEY BOWES INC | COMMON STOCK | ** | 122,372 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
POLYCOM INC | COMMON STOCK | ** | 95,354 | ||||||||
POPULAR INC | COMMON STOCK | ** | 143,219 | ||||||||
POST PROPERTIES INC | REAL ESTATE INV TRST | ** | 119,498 | ||||||||
PPL CORPORATION | COMMON STOCK | ** | 909,591 | ||||||||
PREMIER INC CLASS A | COMMON STOCK | ** | 20,144 | ||||||||
PRINCIPAL FINANCIAL GROUP | COMMON STOCK | ** | 693,545 | ||||||||
PROASSURANCE CORP | COMMON STOCK | ** | 144,713 | ||||||||
PROGRESSIVE CORP | COMMON STOCK | ** | 156,666 | ||||||||
PROLOGIS INC | REAL ESTATE INV TRST | ** | 882,440 | ||||||||
PROTECTIVE LIFE CORP | COMMON STOCK | ** | 184,656 | ||||||||
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | ** | 777,098 | ||||||||
PVH CORP | COMMON STOCK | ** | 57,264 | ||||||||
QEP RESOURCES INC | COMMON STOCK | ** | 235,269 | ||||||||
QIAGEN N.V. | COMMON STOCK | ** | 267,101 | ||||||||
QUANTA SERVICES INC | COMMON STOCK | ** | 257,182 | ||||||||
QUEST DIAGNOSTICS INC | COMMON STOCK | ** | 347,956 | ||||||||
QUESTAR CORP | COMMON STOCK | ** | 169,160 | ||||||||
QUINTILES TRANSNATIONAL HOLD | COMMON STOCK | ** | 30,955 | ||||||||
RAYMOND JAMES FINANCIAL INC | COMMON STOCK | ** | 304,998 | ||||||||
REALOGY HOLDINGS CORP COMMON | COMMON STOCK | ** | 33,491 | ||||||||
REALTY INCOME CORP | REAL ESTATE INV TRST | ** | 368,148 | ||||||||
REGAL BELOIT CORP | COMMON STOCK | ** | 160,931 | ||||||||
REGAL ENTERTAINMENT GROUP A | COMMON STOCK | ** | 58,467 | ||||||||
REGENCY CENTERS CORP | REAL ESTATE INV TRST | ** | 114,315 | ||||||||
REGIONS FINANCIAL CORP | COMMON STOCK | ** | 670,048 | ||||||||
REINSURANCE GROUP OF AMERICA | COMMON STOCK | ** | 269,000 | ||||||||
RELIANCE STEEL + ALUMINUM | COMMON STOCK | ** | 278,788 | ||||||||
RENAISSANCERE HOLDINGS LTD | COMMON STOCK | ** | 209,086 | ||||||||
REPUBLIC SERVICES INC | COMMON STOCK | ** | 427,251 | ||||||||
RETAIL PROPERTIES OF AME | REAL ESTATE INV TRST | ** | 78,635 | ||||||||
RIVERBED TECHNOLOGY INC | COMMON STOCK | ** | 5,786 | ||||||||
ROCK TENN COMPANY CL A | COMMON STOCK | ** | 103,540 | ||||||||
ROCKWELL COLLINS INC | COMMON STOCK | ** | 49,526 | ||||||||
ROCKWOOD HOLDINGS INC | COMMON STOCK | ** | 75,804 | ||||||||
ROVI CORP | COMMON STOCK | ** | 84,470 | ||||||||
ROWAN COMPANIES PLC A | COMMON STOCK | ** | 208,447 | ||||||||
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK | ** | 371,299 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
ROYAL GOLD INC | COMMON STOCK | ** | 101,861 | ||||||||
RPC INC | COMMON STOCK | ** | 5,177 | ||||||||
RPM INTERNATIONAL INC | COMMON STOCK | ** | 18,264 | ||||||||
RR DONNELLEY + SONS CO | COMMON STOCK | ** | 82,195 | ||||||||
RYDER SYSTEM INC | COMMON STOCK | ** | 178,105 | ||||||||
S+P MID 400 EMINI MAR14 XCME 20140321 | FUTURE INDEX | ** | 1,473,340 | ||||||||
SAFEWAY INC | COMMON STOCK | ** | 348,401 | ||||||||
SANDISK CORP | COMMON STOCK | ** | 421,688 | ||||||||
SANDRIDGE ENERGY INC | COMMON STOCK | ** | 140,721 | ||||||||
SCANA CORP | COMMON STOCK | ** | 313,821 | ||||||||
SCIENCE APPLICATIONS INTE | COMMON STOCK | ** | 64,321 | ||||||||
SEARS HOLDINGS CORP | COMMON STOCK | ** | 98,080 | ||||||||
SEI INVESTMENTS COMPANY | COMMON STOCK | ** | 10,801 | ||||||||
SEMPRA ENERGY | COMMON STOCK | ** | 1,048,038 | ||||||||
SENIOR HOUSING PROP TRUST | REAL ESTATE INV TRST | ** | 185,776 | ||||||||
SERVICE CORP INTERNATIONAL | COMMON STOCK | ** | 44,817 | ||||||||
SIGMA ALDRICH | COMMON STOCK | ** | 28,015 | ||||||||
SIGNATURE BANK | COMMON STOCK | ** | 221,178 | ||||||||
SIGNET JEWELERS LTD | COMMON STOCK | ** | 280,566 | ||||||||
SILICON LABORATORIES INC | COMMON STOCK | ** | 14,076 | ||||||||
SKYWORKS SOLUTIONS INC | COMMON STOCK | ** | 41,298 | ||||||||
SL GREEN REALTY CORP | REAL ESTATE INV TRST | ** | 405,641 | ||||||||
SLM CORP | COMMON STOCK | ** | 559,606 | ||||||||
SMITH (A.O.) CORP | COMMON STOCK | ** | 109,822 | ||||||||
SNAP ON INC | COMMON STOCK | ** | 271,391 | ||||||||
SONOCO PRODUCTS CO | COMMON STOCK | ** | 203,802 | ||||||||
SOUTHWEST AIRLINES CO | COMMON STOCK | ** | 580,555 | ||||||||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK | ** | 163,891 | ||||||||
SPIRIT REALTY CAPITAL INC | REAL ESTATE INV TRST | ** | 140,598 | ||||||||
SPROUTS FARMERS MARKET INC | COMMON STOCK | ** | 8,954 | ||||||||
SPX CORP | COMMON STOCK | ** | 225,019 | ||||||||
ST JOE CO/THE | COMMON STOCK | ** | 55,996 | ||||||||
ST JUDE MEDICAL INC | COMMON STOCK | ** | 306,281 | ||||||||
STANCORP FINANCIAL GROUP | COMMON STOCK | ** | 141,908 | ||||||||
STANLEY BLACK + DECKER INC | COMMON STOCK | ** | 571,124 | ||||||||
STAPLES INC | COMMON STOCK | ** | 505,699 | ||||||||
STARWOOD HOTELS + RESORTS | COMMON STOCK | ** | 426,090 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
STARWOOD PROPERTY TRUST INC | REAL ESTATE INV TRST | ** | 258,413 | ||||||||
STARZ A | COMMON STOCK | ** | 19,942 | ||||||||
* | STATE STREET STIF | MONEY MARKET FUND | ** | 1,130,073 | |||||||
STEEL DYNAMICS INC | COMMON STOCK | ** | 207,749 | ||||||||
STRATASYS LTD | COMMON STOCK | ** | 101,833 | ||||||||
SUNTRUST BANKS INC | COMMON STOCK | ** | 953,121 | ||||||||
SUPERIOR ENERGY SERVICES INC | COMMON STOCK | ** | 197,952 | ||||||||
SVB FINANCIAL GROUP | COMMON STOCK | ** | 227,966 | ||||||||
SYMANTEC CORP | COMMON STOCK | ** | 220,614 | ||||||||
SYNOPSYS INC | COMMON STOCK | ** | 299,041 | ||||||||
SYNOVUS FINANCIAL CORP | COMMON STOCK | ** | 167,472 | ||||||||
T MOBILE US INC | COMMON STOCK | ** | 306,326 | ||||||||
TAHOE RESOURCES INC | COMMON STOCK | ** | 57,741 | ||||||||
TAUBMAN CENTERS INC | REAL ESTATE INV TRST | ** | 155,134 | ||||||||
TAYLOR MORRISON HOME CORP A | COMMON STOCK | ** | 4,176 | ||||||||
TCF FINANCIAL CORP | COMMON STOCK | ** | 124,995 | ||||||||
TD AMERITRADE HOLDING CORP | COMMON STOCK | ** | 342,034 | ||||||||
TECH DATA CORP | COMMON STOCK | ** | 91,745 | ||||||||
TECHNE CORP | COMMON STOCK | ** | 85,487 | ||||||||
TECO ENERGY INC | COMMON STOCK | ** | 181,003 | ||||||||
TEEKAY CORP | COMMON STOCK | ** | 83,729 | ||||||||
TELEFLEX INC | COMMON STOCK | ** | 179,460 | ||||||||
TELEPHONE AND DATA SYSTEMS | COMMON STOCK | ** | 114,154 | ||||||||
TERADYNE INC | COMMON STOCK | ** | 156,237 | ||||||||
TEREX CORP | COMMON STOCK | ** | 226,452 | ||||||||
TESORO CORP | COMMON STOCK | ** | 380,835 | ||||||||
TEXTRON INC | COMMON STOCK | ** | 489,606 | ||||||||
TFS FINANCIAL CORP | COMMON STOCK | ** | 46,970 | ||||||||
TIDEWATER INC | COMMON STOCK | ** | 142,426 | ||||||||
TIMKEN CO | COMMON STOCK | ** | 227,935 | ||||||||
TOLL BROTHERS INC | COMMON STOCK | ** | 300,033 | ||||||||
TORCHMARK CORP | COMMON STOCK | ** | 346,439 | ||||||||
TOTAL SYSTEM SERVICES INC | COMMON STOCK | ** | 55,045 | ||||||||
TOWERS WATSON + CO CL A | COMMON STOCK | ** | 398,781 | ||||||||
TREASURY BILL | TREASURY BILL | ** | 58,941 | ||||||||
TRINITY INDUSTRIES INC | COMMON STOCK | ** | 209,629 | ||||||||
TRIUMPH GROUP INC | COMMON STOCK | ** | 145,446 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
TRW AUTOMOTIVE HOLDINGS CORP | COMMON STOCK | ** | 383,778 | ||||||||
TWO HARBORS INVESTMENT CORP | REAL ESTATE INV TRST | ** | 163,579 | ||||||||
TYSON FOODS INC CL A | COMMON STOCK | ** | 449,201 | ||||||||
UDR INC | REAL ESTATE INV TRST | ** | 280,644 | ||||||||
UGI CORP | COMMON STOCK | ** | 224,133 | ||||||||
ULTRA PETROLEUM CORP | COMMON STOCK | ** | 153,975 | ||||||||
UNIT CORP | COMMON STOCK | ** | 118,881 | ||||||||
UNITED STATES STEEL CORP | COMMON STOCK | ** | 206,825 | ||||||||
UNIVERSAL HEALTH SERVICES B | COMMON STOCK | ** | 117,990 | ||||||||
UNUM GROUP | COMMON STOCK | ** | 448,849 | ||||||||
URS CORP | COMMON STOCK | ** | 194,102 | ||||||||
US CELLULAR CORP | COMMON STOCK | ** | 27,810 | ||||||||
VALIDUS HOLDINGS LTD | COMMON STOCK | ** | 178,767 | ||||||||
VALLEY NATIONAL BANCORP | COMMON STOCK | ** | 94,673 | ||||||||
VCA ANTECH INC | COMMON STOCK | ** | 134,315 | ||||||||
VECTREN CORPORATION | COMMON STOCK | ** | 141,823 | ||||||||
VEEVA SYSTEMS INC CLASS A | COMMON STOCK | ** | 8,153 | ||||||||
VENTAS INC | REAL ESTATE INV TRST | ** | 441,686 | ||||||||
VERIFONE SYSTEMS INC | COMMON STOCK | ** | 137,023 | ||||||||
VISHAY INTERTECHNOLOGY INC | COMMON STOCK | ** | 81,748 | ||||||||
VORNADO REALTY TRUST | REAL ESTATE INV TRST | ** | 639,821 | ||||||||
VOYA FINANCIAL INC | COMMON STOCK | ** | 121,724 | ||||||||
VULCAN MATERIALS CO | COMMON STOCK | ** | 370,127 | ||||||||
WASHINGTON FEDERAL INC | COMMON STOCK | ** | 118,942 | ||||||||
WASTE CONNECTIONS INC | COMMON STOCK | ** | 15,620 | ||||||||
WEIGHT WATCHERS INTL INC | COMMON STOCK | ** | 17,815 | ||||||||
WEINGARTEN REALTY INVESTORS | REAL ESTATE INV TRST | ** | 161,120 | ||||||||
WENDY S CO/THE | COMMON STOCK | ** | 115,662 | ||||||||
WESCO INTERNATIONAL INC | COMMON STOCK | ** | 194,799 | ||||||||
WESTAR ENERGY INC | COMMON STOCK | ** | 195,722 | ||||||||
WESTERN DIGITAL CORP | COMMON STOCK | ** | 849,655 | ||||||||
WESTLAKE CHEMICAL CORP | COMMON STOCK | ** | 19,287 | ||||||||
WHIRLPOOL CORP | COMMON STOCK | ** | 553,559 | ||||||||
WHITE MOUNTAINS INSURANCE GP | COMMON STOCK | ** | 179,718 | ||||||||
WHITING PETROLEUM CORP | COMMON STOCK | ** | 321,477 | ||||||||
WILEY (JOHN) + SONS CLASS A | COMMON STOCK | ** | 118,018 | ||||||||
WINDSTREAM HOLDINGS INC | COMMON STOCK | ** | 17,085 |
(a) | (b) | (c) | (d) | (e) | |||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||
WISCONSIN ENERGY CORP | COMMON STOCK | ** | 453,252 | ||||||||
WORLD FUEL SERVICES CORP | COMMON STOCK | ** | 117,740 | ||||||||
WP CAREY INC | REAL ESTATE INV TRST | ** | 164,050 | ||||||||
WPX ENERGY INC | COMMON STOCK | ** | 196,871 | ||||||||
WR BERKLEY CORP | COMMON STOCK | ** | 225,541 | ||||||||
WR GRACE + CO | COMMON STOCK | ** | 43,602 | ||||||||
XCEL ENERGY INC | COMMON STOCK | ** | 665,950 | ||||||||
XEROX CORP | COMMON STOCK | ** | 716,314 | ||||||||
XL GROUP PLC | COMMON STOCK | ** | 445,473 | ||||||||
XYLEM INC | COMMON STOCK | ** | 288,564 | ||||||||
ZEBRA TECHNOLOGIES CORP CL A | COMMON STOCK | ** | 117,678 | ||||||||
ZIMMER HOLDINGS INC | COMMON STOCK | ** | 710,015 | ||||||||
ZIONS BANCORPORATION | COMMON STOCK | ** | 264,607 | ||||||||
ZULILY INC CL A | COMMON STOCK | ** | 10,730 | ||||||||
ZYNGA INC CL A | COMMON STOCK | ** | 104,257 | ||||||||
FirstEnergy MidCap Value Index Fund Total | 132,800,052 | ||||||||||
Total investments | 3,458,365,874 | ||||||||||
Notes receivable from participants | Loans receivable with repayment | ||||||||||
interest of 4.25% to 11.5% | ** | 58,694,303 | |||||||||
3,517,060,177 | |||||||||||
* Parties-in-interest | |||||||||||
** Information is not required pursuant to Form 5500 instructions |
(a) | (b) | (c) | (d) | (e) | (f) | (g) | (h) | (i) | ||||||||||||||
Identity of Party | Description of Assets | Purchase Price | Selling Price | Lease Rental | Expenses Incurred in Transaction | Cost of Asset | Current Value of Asset on Transaction Date | Net Gain (Loss) | ||||||||||||||
Series | ||||||||||||||||||||||
* | State Street STIF | N/A | $ | 188,873,023 | N/A | — | $ | 188,875,023 | $ | 188,750,213 | N/A | |||||||||||
151 Transactions | ||||||||||||||||||||||
* Parties-in-interest | ||||||||||||||||||||||
FIRSTENERGY CORP. | |
SAVINGS PLAN | |
Dated: June 27, 2014 | |
By | /s/ Mary Beth Schutter |
Mary Beth Schutter | |
Chairperson | |
Savings Plan Committee |