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, 2015 | |||||
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 | 1-2 |
Financial Statements: | |
Statements of Net Assets Available for Benefits as of | |
December 31, 2015 and 2014 | 3 |
Statement of Changes in Net Assets Available for Benefits | |
for the Year Ended December 31, 2015 | 4 |
Notes to Financial Statements | 5-11 |
Supplemental Schedules: | |
Schedule H, line 4i – Schedule of Assets (Held at End of Year) | |
as of December 31, 2015 | 12-26 |
Schedule H, line 4j - Schedule of Reportable Transactions | |
for the year ended December 31, 2015 | 27-28 |
As of December 31, | ||||||||
2015 | 2014 | |||||||
Assets | ||||||||
Investments: | ||||||||
Investments, at fair value (see Note 5) | $ | 2,823,163,330 | $ | 2,962,033,111 | ||||
Investments, at contract value (see Note 6) | 543,354,776 | 580,080,388 | ||||||
Total investments | 3,366,518,106 | 3,542,113,499 | ||||||
Receivables: | ||||||||
Accrued interest and dividends | 2,466,671 | 1,305,221 | ||||||
Employer contributions | 1,102,117 | — | ||||||
Employee contributions | 3,201,149 | — | ||||||
Notes receivable from participants | 59,649,938 | 58,689,284 | ||||||
Due from brokers | 11,266,174 | 150,206 | ||||||
Total receivables | 77,686,049 | 60,144,711 | ||||||
Total assets | 3,444,204,155 | 3,602,258,210 | ||||||
Liabilities | ||||||||
Administrative expenses payable | 2,600,764 | 1,213,080 | ||||||
Due to brokers | 32,864,072 | 320,911 | ||||||
Total liabilities | 35,464,836 | 1,533,991 | ||||||
Net assets available for benefits | $ | 3,408,739,319 | $ | 3,600,724,219 |
For the Year Ended | ||||
December 31, | ||||
2015 | ||||
Additions: | ||||
Contributions | ||||
Employer | $ | 43,624,211 | ||
Participant | 139,315,455 | |||
Total contributions | 182,939,666 | |||
Investment Income (Loss): | ||||
Interest and dividends | 54,726,254 | |||
Net depreciation in fair value of investments | (121,397,423 | ) | ||
Total investment loss | (66,671,169 | ) | ||
Interest income on notes receivable from participants | 2,498,479 | |||
Deductions: | ||||
Distributions to participants | (305,608,680 | ) | ||
Administrative expenses | (5,143,196 | ) | ||
Total deductions | (310,751,876 | ) | ||
Decrease in net assets available for benefits | (191,984,900 | ) | ||
Net assets available for benefits, beginning of year | 3,600,724,219 | |||
Net assets available for benefits, end of year | $ | 3,408,739,319 |
1. | Description of the Plan |
2. | Summary of Significant Accounting Policies |
3. | Recent Accounting Pronouncements |
4. | Plan Termination |
5. | Investments and Fair Value Measurements |
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, 2015 2 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Cash and Cash Equivalents | $ | — | $ | 5,637,239 | $ | — | $ | 5,637,239 | ||||||||
Common Collective Trusts | — | 1,443,840,631 | — | 1,443,840,631 | ||||||||||||
FirstEnergy Common Stock Fund | ||||||||||||||||
FirstEnergy Common Stock | 331,084,391 | — | — | 331,084,391 | ||||||||||||
Cash and Cash Equivalents | — | 614,972 | — | 614,972 | ||||||||||||
Total FirstEnergy Common Stock Fund | 331,084,391 | 614,972 | — | 331,699,363 | ||||||||||||
Registered Investment Companies | 685,137,585 | 257,505,354 | — | 942,642,939 | ||||||||||||
Self Managed Brokerage Accounts1 | — | 99,343,158 | — | 99,343,158 | ||||||||||||
Total investments at fair value | $ | 1,016,221,976 | $ | 1,806,941,354 | $ | — | $ | 2,823,163,330 | ||||||||
1 The brokerage account investments are directed by participants. | ||||||||||||||||
2 Values do not include investments at contract value. |
December 31, 2014 2 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Cash and Cash Equivalents | $ | — | $ | 786,683 | $ | — | $ | 786,683 | ||||||||
Common Collective Trusts | — | 1,609,301,392 | — | 1,609,301,392 | ||||||||||||
FirstEnergy Common Stock Fund | ||||||||||||||||
FirstEnergy Common Stock | 397,852,124 | — | — | 397,852,124 | ||||||||||||
Cash and Cash Equivalents | — | 1,585,729 | — | 1,585,729 | ||||||||||||
Total FirstEnergy Common Stock Fund | 397,852,124 | 1,585,729 | — | 399,437,853 | ||||||||||||
Registered Investment Companies | 854,269,368 | 7,412,074 | — | 861,681,442 | ||||||||||||
Self Managed Brokerage Accounts1 | — | 90,825,741 | — | 90,825,741 | ||||||||||||
Total investments at fair value | $ | 1,252,121,492 | $ | 1,709,911,619 | $ | — | $ | 2,962,033,111 | ||||||||
1 The brokerage account investments are directed by participants. | ||||||||||||||||
2 Values do not include investments at contract value. |
6. | Fully Benefit-Responsive Investment Contracts |
2015 | 2014 | ||||||
Short-term investment fund | $ | 16,644,003 | $ | 16,553,036 | |||
Synthetic GIC's | 526,710,773 | 563,527,352 | |||||
Total Investments at contract value | $ | 543,354,776 | $ | 580,080,388 |
7. | Tax Considerations |
8. | Party-In-Interest Transactions |
9. | Reconciliation of Financial Statements to Form 5500 |
2015 | 2014 | ||||||
Net assets available for benefits per the financial statements | $ | 3,408,739,319 | $ | 3,600,724,219 | |||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (2,754,310 | ) | 1,196,738 | ||||
Net assets available for benefits per Form 5500 | $ | 3,405,985,009 | $ | 3,601,920,957 | |||
Total investment loss and interest income on notes receivable | |||||||
from participants per the financial statements | $ | (64,172,690 | ) | ||||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (3,951,048 | ) | |||||
Investment loss per Form 5500 | $ | (68,123,738 | ) |
(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 | ** | 5,637,239 | ||||||||
* | FIRSTENERGY COMMON STOCK FUND | FirstEnergy common stock and cash equivalents | ** | 331,699,363 | ||||||||
FIDELITY PURITAN FUND | Balanced fund | ** | 123,614,554 | |||||||||
BLACKROCK ACWI EX US - M | International stocks | ** | 28,527,596 | |||||||||
DFA US SMALL CAP VALUE PORTFOLIO | Small cap value stocks | ** | 113,461,265 | |||||||||
PIMCO REAL RETURN FUND INSTITUTIONAL CLASS | Bonds | ** | 12,487,783 | |||||||||
AMERICAN FUNDS EUROPACIFIC GROWTH FUND | International stocks | ** | 145,703,239 | |||||||||
BLACKROCK LIFEPATH INDEX RETIREMENT FUND J | Blend of stocks, fixed income | ** | 96,610,097 | |||||||||
BLACKROCK LIFEPATH INDEX 2020 FUND J | Blend of stocks, fixed income | ** | 127,210,724 | |||||||||
BLACKROCK LIFEPATH INDEX 2025 FUND J | Blend of stocks, fixed income | ** | 106,891,933 | |||||||||
BLACKROCK LIFEPATH INDEX 2030 FUND J | Blend of stocks, fixed income | ** | 71,296,683 | |||||||||
BLACKROCK LIFEPATH INDEX 2035 FUND J | Blend of stocks, fixed income | ** | 35,413,706 | |||||||||
BLACKROCK LIFEPATH INDEX 2040 FUND J | Blend of stocks, fixed income | ** | 23,115,147 | |||||||||
BLACKROCK LIFEPATH INDEX 2045 FUND J | Blend of stocks, fixed income | ** | 19,546,004 | |||||||||
BLACKROCK LIFEPATH INDEX 2050 FUND J | Blend of stocks, fixed income | ** | 23,901,866 | |||||||||
BLACKROCK LIFEPATH INDEX 2055 FUND J | Blend of stocks, fixed income | ** | 17,068,770 | |||||||||
BLACKROCK LIFEPATH INDEX 2060 FUND J | Blend of stocks, fixed income | ** | 679,887 | |||||||||
DODGE & COX INTERNATIONAL FUND | International stocks | ** | 59,480,712 | |||||||||
JP MORGAN GLOBAL OPPORTUNITIES FUND | Global Stocks | ** | 10,567,304 | |||||||||
SELF MANAGED BROKERAGE ACCOUNTS | Equities, fixed income | ** | 99,343,158 | |||||||||
VANGAURD TOTAL BOND MARKET INDEX | Bonds | ** | 46,628,365 | |||||||||
PALISADE SMALL CAP GROWTH EQUITY | Small cap growth stocks | ** | 4,466,934 | |||||||||
MELLON MARKET COMPLETION INDEX | Blend of large, mid cap and small cap stocks | ** | 136,568,227 | |||||||||
GOLDMAN SACHS MID CAP VALUE - I | Mid cap value stocks | ** | 36,195,911 | |||||||||
BLACKROCK EQUITY INDEX FUND - M | Large cap stocks | ** | 752,543,057 | |||||||||
* | CAPITAL PRESERVATION FUND | |||||||||||
STATE STREET STIF | Money market fund | ** | 16,644,003 | |||||||||
STATE STREET BANK AND TRUST | Synthetic GIC - Single Wrap | ** | 55,577 | |||||||||
ABBVIE INC SR UNSEC | Corporate Bond - 2.50, 2020 | ** | 1,589,296 | |||||||||
ACCESS MIDSTREAM PARTNER SR UNSEC | Corporate Bond - 4.88, 2024 | ** | 812,855 | |||||||||
ACE INA HOLDINGS SR UNSEC | Corporate Bond - 2.88, 2022 | ** | 1,694,325 | |||||||||
ACE INA HOLDINGS SR UNSEC | Corporate Bond - 3.35, 2024 | ** | 3,547,740 | |||||||||
ALLYL 2015-SN1 A2A | Cash Equivalent - 0.93, 2017 | ** | 1,226,798 |
(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 | |||||||||
ALTRIA GROUP INC CO GTD | Corporate Bond- 9.25, 2019 | ** | 443,122 | |||||||||
AMERICAN EXPRESS BK FSB BKNT | Corporate Bond- 6.00, 2017 | ** | 1,301,228 | |||||||||
AMERICAN EXPRESS CREDIT SR UNSEC | Corporate Bond - 1.14, 2020 | ** | 396,824 | |||||||||
AMERICAN EXPRESS CREDIT SR UNSEC | Corporate Bond - 1.55, 2020 | ** | 1,616,367 | |||||||||
AMXCA 2014-3 A | Mortgage - 1.49, 2020 | ** | 2,402,900 | |||||||||
AT&T INC NT | Corporate Bond- 5.80, 2019 | ** | 1,119,814 | |||||||||
BACM 2006-4 A1A WM15 WC6.1267 VAR | Cash Equivalent - 5.62, 2046 | ** | 2,622,248 | |||||||||
BACM 2007-1 A1A | Mortgage - 5.43, 2049 | ** | 2,124,660 | |||||||||
BAIDU INC SR UNSEC | Corporate Bond- 2.75, 2019 | ** | 2,991,623 | |||||||||
BANK OF AMERICA CORP SR NT | Corporate Bond - 5.63, 2020 | ** | 5,207,764 | |||||||||
BANK OF NY MELLON CORP SRUNSEC | Corporate Bond - 2.60, 2020 | ** | 2,023,114 | |||||||||
BEAR STEARNS CO INC GLBL SR UNSEC | Corporate Bond - 7.25, 2018 | ** | 787,607 | |||||||||
BERKSHIRE HATHAWAY INC SNR S* SP BRC | Credit Default Swap - 1.00, 2020 | ** | 33,693 | |||||||||
BK TOKYO-MITSUBISHI UFJ UNSEC 144A | Corporate Bond - 2.35, 2019 | ** | 2,503,311 | |||||||||
BNP PARIBAS GLBL SR UNSEC BKNT | Corporate Bond - 5.00, 2021 | ** | 3,935,105 | |||||||||
BP CAPITAL MARKETS PLC CO GTD | Corporate Bond- 4.74, 2021 | ** | 2,218,926 | |||||||||
BP CAPITAL MARKETS PLC GLBL SR UNSEC | Corporate Bond - 3.25, 2022 | ** | 198,389 | |||||||||
BP CAPITAL MARKETS PLC UNSEC | Corporate Bond - 2.52, 2020 | ** | 1,377,786 | |||||||||
BPCE SA SR UNSEC | Corporate Bond - 4.00, 2024 | ** | 3,626,168 | |||||||||
BSCMS 2006-T24 A4 WM16 WC6.043729 | Cash Equivalent - 5.54, 2041 | ** | 2,131,062 | |||||||||
CASH COLLATERAL FUT FOB USD | Cash Equivalent - 0.10, 2060 | ** | 237,021 | |||||||||
CASH COLLATERAL ISDA CBK USD | Cash Equivalent - 0.20, 2060 | ** | 109,016 | |||||||||
CASH COLLATERAL LCH FOB USD | Cash Equivalent - 0.10, 2060 | ** | 275,024 | |||||||||
CCCIT 2013-A7 A7 | Cash Equivalent - 0.72, 2020 | ** | 1,750,209 | |||||||||
CCCIT 2014-A3 A3 1MLIB+20BP | Cash Equivalent - 0.49, 2018 | ** | 2,250,459 | |||||||||
CD 2007-CD4 A4 | Cash Equivalent - 5.32, 2049 | ** | 3,782,391 | |||||||||
CGCMT 2007-C6 A4 WM16 WC5.7312 | Mortgage - 5.71, 2049 | ** | 1,349,105 | |||||||||
CGCMT 2013-GC11 AAB | Mortgage - 2.69, 2046 | ** | 799,083 | |||||||||
CHAIT 2014-A7 A | Mortgage - 1.38, 2019 | ** | 2,195,589 | |||||||||
CHAIT 2015-A5 A | Mortgage - 1.36, 2020 | ** | 1,293,789 | |||||||||
CHEVRON CORP UNSEC FRN | Corporate Bond- 0.77, 2019 | ** | 1,842,470 | |||||||||
CMBX.NA.AAA.7 SP FBF | Credit Default Swap - 0.50, 2047 | ** | (98,488 | ) | ||||||||
CMBX.NA.AAA.8 SP GST | Credit Default Swap - 0.50, 2057 | ** | (139,820 | ) | ||||||||
CNOOC FINANCE 2014 ULC GLBL CO GTD | Corporate Bond - 1.63, 2017 | ** | 3,216,825 | |||||||||
COMM 2013-CR11 ASB WM23 WC5.205219817 | Mortgage - 3.66, 2046 | ** | 1,464,674 | |||||||||
COMM 2014-CR19 ASB WM14 | Mortgage - 3.50, 2047 | ** | 1,851,174 | |||||||||
COMM 2014-UBS6 ASB WM14 | Mortgage - 3.39, 2047 | ** | 1,830,613 |
(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 | |||||||||
COMM 2015-CR23 ASB WM15 | Mortgage - 3.26, 2048 | ** | 1,223,472 | |||||||||
COMM 2015-DC1 ASB WM15 | Mortgage - 3.14, 2048 | ** | 1,664,426 | |||||||||
COMM 2015-LC19 ASB | Mortgage - 3.04, 2048 | ** | 1,308,385 | |||||||||
COMM 2015-LC21 ASB | Mortgage - 3.42, 2048 | ** | 2,267,088 | |||||||||
COMPASS BANK SR UNSEC | Corporate Bond - 2.75, 2019 | ** | 1,892,258 | |||||||||
CORPBANCA 144A SR UNSEC | Corporate Bond - 3.88, 2019 | ** | 1,501,089 | |||||||||
CREDIT SUISSE NEW YORK SR UNSEC | Corporate Bond - 3.00, 2021 | ** | 2,001,064 | |||||||||
CREDIT SUISSE NEW YORK SR UNSEC | Corporate Bond - 2.30, 2019 | ** | 351,003 | |||||||||
CSAIL 2015-C1 ASB WM15 | Mortgage - 3.35, 2050 | ** | 1,068,527 | |||||||||
DISCOVER FINANCIAL SVS SR UNSEC | Corporate Bond - 3.20, 2021 | ** | 3,010,521 | |||||||||
DOMINION GAS HLDGS LLC SR UNSEC | Corporate Bond - 2.80, 2020 | ** | 1,308,324 | |||||||||
ELECTRICITE DE FRANCE SA SR UNSEC 144A | Corporate Bond - 2.35, 2020 | ** | 1,780,592 | |||||||||
ENTERPRISE PRODUCTS OPER CO GTD | Corporate Bond - 5.20, 2020 | ** | 4,249,456 | |||||||||
FED HOME LN MTGE GLBL NT (7MMM) | Corporate Bond - 2.38, 2022 | ** | 24,954,403 | |||||||||
FHA 221D4 P4/02 GREY 54 NCP | Mortgage - 7.43, 2023 | ** | 264 | |||||||||
FHLMC GOLD 30YR #Q3-1614 | Mortgage - 3.00, 2045 | ** | 2,898,595 | |||||||||
FHLMC GOLD 30YR #Q3-3509 | Mortgage - 3.00, 2045 | ** | 772,893 | |||||||||
FHMS KJ02 A1 WM19 WC4.629891442 | Mortgage - 1.64, 2019 | ** | 2,664,935 | |||||||||
FHR 2666 OD PAC WM23 WC5.84 | Mortgage - 5.50, 2023 | ** | 976,527 | |||||||||
FHR 2684 PE WM32 WC5.4284 | Cash Equivalent - 5.00, 2033 | ** | 66,971 | |||||||||
FHR 2739 PG PAC WM33 WC5.552 | Mortgage - 5.00, 2034 | ** | 1,377,040 | |||||||||
FHR 2764 UE WM32 WC5.4879 | Cash Equivalent - 5.00, 2032 | ** | 527,262 | |||||||||
FHR 2950 FN 1MLIB+45 | Cash Equivalent - 0.78, 2035 | ** | 337,119 | |||||||||
FHR 3185 GT SEQ WM26 WC6.43 | Mortgage - 6.00, 2026 | ** | 322,767 | |||||||||
FHR 3225 HF 1MLIB+51BP | Cash Equivalent - 0.84, 2036 | ** | 411,305 | |||||||||
FHR 3311 FN 1MLIB+30BP | Cash Equivalent - 0.63, 2037 | ** | 146,372 | |||||||||
FHR 3318 FL 1MLIB+40 | Cash Equivalent - 0.73, 2037 | ** | 421,611 | |||||||||
FHR 3339 FL 1MLIB+58 | Cash Equivalent - 0.91, 2037 | ** | 273,948 | |||||||||
FHR 3355 BF 1MLIB+70 | Cash Equivalent - 1.03, 2037 | ** | 449,025 | |||||||||
FHR 3368 AF 1MLIB+72 | Cash Equivalent - 1.05, 2037 | ** | 58,278 | |||||||||
FHR 3666 FC 1MLIB+73 | Cash Equivalent - 1.06, 2040 | ** | 235,987 | |||||||||
FHR 3699 FD VA 1MLIB+60 | Cash Equivalent - 0.93, 2040 | ** | 528,286 | |||||||||
FHR 3740 DF 1MLIB+48 | Cash Equivalent - 0.81, 2040 | ** | 187,108 | |||||||||
FHR 3743 FA 1MLIB+60 | Cash Equivalent - 0.93, 2040 | ** | 1,240,219 | |||||||||
FHR 3747 WF VA 1MLIB+48 | Cash Equivalent - 0.81, 2040 | ** | 1,493,719 | |||||||||
FHR 3751 FG 1MLIB+50 | Cash Equivalent - 0.83, 2050 | ** | 100,024 | |||||||||
FHR 3977 FB 1MLIB+52BP | Cash Equivalent - 0.85, 2041 | ** | 2,700,312 |
(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 3984 DF 1M LIBOR +55BP | Cash Equivalent - 0.88, 2042 | ** | 3,163,135 | |||||||||
FIN FUT EURO$ CME (RED) | Future - 0.00, 2017 | ** | (1,613 | ) | ||||||||
FIN FUT US 10YR CBT | Future - 6.00, 2016 | ** | (44,827 | ) | ||||||||
FNMA NT (3MMM) | Corporate - 1.63, 2020 | ** | 10,020,103 | |||||||||
FNMA PASS THRU 20YR #254916 | Mortgage - 5.50, 2023 | ** | 319,300 | |||||||||
FNMA PASS THRU 20YR #255075 | Mortgage - 5.50, 2024 | ** | 351,083 | |||||||||
FNMA PASS THRU 20YR #AL6722 | Mortgage - 5.00, 2030 | ** | 4,787,531 | |||||||||
FNMA PASS THRU 30YR #848210 | Mortgage - 5.50, 2035 | ** | 352,955 | |||||||||
FNMA PASS THRU 30YR #884863 | Mortgage - 5.50, 2036 | ** | 373,348 | |||||||||
FNMA PASS THRU 30YR #890365 | Mortgage - 5.50, 2041 | ** | 465,517 | |||||||||
FNMA PASS THRU 30YR #938504 | Mortgage - 5.50, 2037 | ** | 309,773 | |||||||||
FNMA TBA 3.0% JAN 30YR | Mortgage - 3.00, 2046 | ** | (16,751 | ) | ||||||||
FNMA TBA 5.0% JAN 30YR | Mortgage - 5.00, 2046 | ** | (1,289 | ) | ||||||||
FNR 2005-109 PV WM32 WC6.509500 | Cash Equivalent - 6.00, 2032 | ** | 17,326 | |||||||||
FNR 2005-13 FA 1MLIB+45 | Cash Equivalent - 0.87, 2035 | ** | 1,063,437 | |||||||||
FNR 2005-29 JB WM33 WC7.0709 | Mortgage - 4.50, 2035 | ** | 4,555 | |||||||||
FNR 2005-68 PC WM34 WC6.55 | Mortgage - 5.50, 2035 | ** | 9,290 | |||||||||
FNR 2006-129 FM 1MLIB+25 | Cash Equivalent - 0.67, 2037 | ** | 255,531 | |||||||||
FNR 2007-109 GF 1MLIB+68 | Cash Equivalent - 1.10, 2037 | ** | 997,258 | |||||||||
FNR 2007-25 FB 1MLIB+33BP | Cash Equivalent - 0.75, 2037 | ** | 204,087 | |||||||||
FNR 2007-27 FA 1MLIB+31BP | Cash Equivalent - 0.73, 2037 | ** | 59,533 | |||||||||
FNR 2007-38 FC 1MLIB+42 | Cash Equivalent - 0.84, 2037 | ** | 256,388 | |||||||||
FNR 2007-70 FA 1MLIB+35BP | Cash Equivalent - 0.77, 2037 | ** | 149,610 | |||||||||
FNR 2008-12 FA 1MLIB+67BP FRN | Cash Equivalent - 1.09, 2038 | ** | 803,906 | |||||||||
FNR 2010-111 FC 1MLIB+52 | Cash Equivalent - 0.94, 2040 | ** | 238,839 | |||||||||
FNR 2010-115 FM 1MLIB+50 | Cash Equivalent - 0.92, 2040 | ** | 320,447 | |||||||||
FNR 2010-117 FE 1MLIB+40BP | Cash Equivalent - 0.82, 2040 | ** | 181,200 | |||||||||
FNR 2010-129 FM 1MLIB+50 | Cash Equivalent - 0.92, 2040 | ** | 414,510 | |||||||||
FNR 2010-135 LF 1MLIB+45 | Cash Equivalent - 0.87, 2040 | ** | 376,891 | |||||||||
FNR 2010-141 FB 1MLIB+47 | Cash Equivalent - 0.89, 2040 | ** | 250,448 | |||||||||
FNR 2010-2 GF 1MLIB+55BP | Cash Equivalent - 0.97, 2049 | ** | 723,346 | |||||||||
FNR 2011-3 FA 1MLIB+68 | Cash Equivalent - 1.10, 2041 | ** | 4,352,000 | |||||||||
FNR 2011-86 KF 1MLIB+55 | Cash Equivalent - 0.97, 2041 | ** | 622,775 | |||||||||
FNR 2011-86 NF 1MLIB+55 | Cash Equivalent - 0.97, 2041 | ** | 1,299,064 | |||||||||
FNR 2011-87 FJ 1MLIB+55BP | Cash Equivalent - 0.97, 2041 | ** | 2,349,266 | |||||||||
FNR 2012-141 FA 1MLIB+30BP | Cash Equivalent - 0.72, 2042 | ** | 1,463,097 | |||||||||
FNR 2013-39 FA 1MLIB+35BP | Cash Equivalent - 0.77, 2043 | ** | 1,615,396 |
(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 | |||||||||
FORD MOTOR CREDIT CO LLC SR UNSEC | Corporate Bond - 5.00, 2018 | ** | 4,750,103 | |||||||||
FORDL 2015-B A2A | Cash Equivalent - 1.04, 2018 | ** | 2,394,068 | |||||||||
FORDO 2015-B A2A | Cash Equivalent - 0.72, 2018 | ** | 1,864,070 | |||||||||
FOREST LABORATORIES INC SR UNSEC 144A | Corporate Bond - 4.38, 2019 | ** | 3,184,346 | |||||||||
GE CAPITAL INTL FUNDING SR UNSEC 144A | Corporate Bond - 2.34, 2020 | ** | 3,923,798 | |||||||||
GECC GLBL NT | Corporate Bond - 4.63, 2021 | ** | 798,487 | |||||||||
GECC SR UNSEC | Corporate Bond - 2.20, 2020 | ** | 753,816 | |||||||||
GNMA I TBA 4.0% JAN 30YR | Mortgage - 4.00, 2046 | ** | 10,780 | |||||||||
GNMA II MULTPL SGL 30YR #MA3105M | Mortgage - 3.50, 2045 | ** | 10,364,125 | |||||||||
GNR 2012-149 GF 1MLIB+30BP | Cash Equivalent - 0.70, 2042 | ** | 4,624,084 | |||||||||
GOLDCORP INC GLBL SR UNSEC | Corporate Bond - 3.63, 2021 | ** | 659,235 | |||||||||
GOLDMAN SACHS GROUP INC GLBL SR NT | Corporate Bond - 7.50, 2019 | ** | 2,564,011 | |||||||||
GOLDMAN SACHS GROUP INC GLBL SR UNSEC | Corporate Bond - 5.25, 2021 | ** | 2,807,820 | |||||||||
GOLDMAN SACHS GROUP INC SR NT | Corporate Bond - 5.38, 2020 | ** | 1,749,781 | |||||||||
HAROT 2015-3 A2 WM19 WC2.133500 | Cash Equivalent - 0.92, 2017 | ** | 2,298,817 | |||||||||
HUTCHISON WHAMPOA UNSEC 144A | Corporate Bond - 1.63, 2017 | ** | 2,088,355 | |||||||||
INTESA SANPAOLO SPA SR UNSEC | Corporate Bond - 2.38, 2017 | ** | 1,668,943 | |||||||||
INTESA SANPAOLO SPA UNSEC | Corporate Bond - 3.88, 2018 | ** | 1,558,042 | |||||||||
IRS USD 2.25000 12/16/15-7Y LCH | Interest Rate Swap - 2.25, 2022 | ** | (20,742 | ) | ||||||||
ITALY GOVT SW D03 SP DUB | Credit Default Swap - 1.00, 2019 | ** | 44,332 | |||||||||
JACKSON NATL LIFE GLOBAL SEC 144A | Corporate - 1.88, 2018 | ** | 1,693,533 | |||||||||
JPMBB 2013-C17 ASB WM23 WC4.9082 | Mortgage - 3.71, 2047 | ** | 1,460,548 | |||||||||
JPMBB 2014-C22 ASB WM24 WC4.580566404 | Mortgage - 3.50, 2047 | ** | 1,796,958 | |||||||||
JPMBB 2015-C27 ASB | Mortgage - 3.02, 2048 | ** | 1,590,570 | |||||||||
JPMCC 2007-LD12 A4 WM16 WC6.0924 | Mortgage - 5.88, 2051 | ** | 2,812,491 | |||||||||
JPMCC 2007-LDPX A3 SEQ WM15 WC5.76 | Mortgage - 5.42, 2049 | ** | 2,690,661 | |||||||||
JPMORGAN CHASE & CO | Corporate Bond - 2.35, 2019 | ** | 2,023,747 | |||||||||
JPMORGAN CHASE & CO GLBL SR UNSEC | Corporate Bond - 4.5, 2022 | ** | 1,640,387 | |||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate Bond - 2.55, 2020 | ** | 348,404 | |||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate Bond- 4.25, 2020 | ** | 3,273,392 | |||||||||
KINDER MORGAN ENER PART | Corporate Bond - 3.95, 2022 | ** | 1,762,464 | |||||||||
KINDER MORGAN ENER PART NT | Corporate Bond - 6, 2017 | ** | 514,972 | |||||||||
KINDER MORGAN ENER PARTNERS LP SR UNSEC | Corporate Bond - 3.5, 2021 | ** | 1,356,455 | |||||||||
MANUF & TRADERS TRUST CO SR UNSEC | Corporate Bond - 2.25, 2019 | ** | 4,369,182 | |||||||||
MEDTRONIC INC SR UNSEC | Corporate Bond - 3.15, 2022 | ** | 1,171,208 | |||||||||
MEXICO LA SP GST | Credit Default Swap - 1.00, 2019 | ** | (41,959 | ) |
(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 | |||||||||
MLCFC 2006-3 A1A WM09 | Cash Equivalent - 5.41, 2046 | ** | 2,682,956 | |||||||||
MOODY'S CORPORATION SR UNSEC | Corporate Bond - 4.88, 2024 | ** | 3,237,224 | |||||||||
MORGAN STANLEY | Corporate Bond - 5.50, 2020 | ** | 2,262,019 | |||||||||
MORGAN STANLEY NT | Corporate Bond - 5.50, 2020 | ** | 4,587,755 | |||||||||
MSBAM 2012-C6 A2 WM21 WC4.692 | Mortgage - 1.87, 2045 | ** | 2,504,219 | |||||||||
MSBAM 2013-C13 ASB WM23 WC4.922172434 | Mortgage - 3.56, 2046 | ** | 1,142,639 | |||||||||
MSBAM 2014-C18 A2 WM14 | Mortgage - 3.19, 2047 | ** | 2,218,898 | |||||||||
MSBAM 2015-C20 ASB WM24 WC4.486757058 | Mortgage - 3.07, 2048 | ** | 1,208,033 | |||||||||
MSC 2006-HQ10 A4 SEQ | Cash Equivalent - 5.33, 2041 | ** | 1,642,338 | |||||||||
MSC 2006-HQ9 A4FL 1MLIB+14.75BP | Cash Equivalent - 0.46, 2044 | ** | 1,474,520 | |||||||||
MSC 2007-IQ13 A4 WM16 WC5.8329 | Cash Equivalent - 5.36, 2044 | ** | 1,390,825 | |||||||||
MYLAN NV SR UNSEC | Corporate Bond - 2.55, 2019 | ** | 3,478,416 | |||||||||
NA DEVELOPMENT BANK GLBL SR UNSECURED | Corporate Bond - 4.38, 2020 | ** | 5,231,895 | |||||||||
NALT 2015-B A2A | Cash Equivalent - 1.17, 2017 | ** | 1,998,016 | |||||||||
NAVSL 2015-1 A1 1MLIB+30BP | Cash Equivalent - 0.72, 2022 | ** | 1,304,422 | |||||||||
PNC BANK NA SR UNSEC | Corporate Bond - 2.45, 2020 | ** | 1,298,733 | |||||||||
PROLOGIS LP SR UNSEC | Corporate Bond - 4.00, 2018 | ** | 1,466,568 | |||||||||
PRUDENTIAL FINANCIAL INC SNR S* SP GST | Credit Default Swap - 1.00, 2020 | ** | 15,412 | |||||||||
RABOBANK NEDERLAND UTREC | Corporate Bond - 3.88, 2022 | ** | 3,737,636 | |||||||||
SANTANDER HOLDINGS USA SR UNSEC | Corporate Bond- 4.50, 2025 | ** | 2,069,245 | |||||||||
SBA TOWER TRUST NT SEC 144A 1A C | Corporate Bond - 2.90, 2044 | ** | 2,157,620 | |||||||||
SINOPEC GRP OVERSEA 2014 | Corporate Bond - 2.75, 2019 | ** | 3,026,912 | |||||||||
SLCLT 2005-3 A2 3MLIB+9BP | Cash Equivalent - 0.60, 2024 | ** | 1,068,462 | |||||||||
SLCLT 2006-2 A5 3MLIB+10BP | Cash Equivalent - 0.61, 2026 | ** | 1,635,145 | |||||||||
SLMA 2004-1 A3 | Cash Equivalent - 0.53, 2023 | ** | 1,146,859 | |||||||||
SLMA 2004-3 A5 3MLIB+17 | Cash Equivalent - 0.49, 2023 | ** | 1,289,719 | |||||||||
SLMA 2005-3 A5 | Cash Equivalent - 0.41, 2024 | ** | 1,366,963 | |||||||||
SLMA 2005-6 A5A 3MLIB+11BP | Cash Equivalent - 0.43, 2026 | ** | 1,072,610 | |||||||||
SLMA 2005-8 A3 | Cash Equivalent - 0.43, 2024 | ** | 761,236 | |||||||||
SLMA 2005-8 A4 3MLIB+75 | Cash Equivalent - 1.07, 2028 | ** | 222,380 | |||||||||
SLMA 2006-1 A4 3MLIB+9 | Cash Equivalent - 0.41, 2019 | ** | 960,088 | |||||||||
SLMA 2006-4 A5 3MLIB+10BP | Cash Equivalent - 0.42, 2025 | ** | 956,681 | |||||||||
SOUTH AFRICA EM SP CBK | Credit Default Swap - 1.00, 2019 | ** | (205,129 | ) | ||||||||
SPAIN GOVT SW D03 SP BOA | Credit Default Swap - 1.00, 2020 | ** | 41,248 | |||||||||
* | STATE STREET STIF | Cash Equivalent - 0.20, 2030 | ** | 538,680 | ||||||||
SUMITOMO MITSUI BANKING SR UNSEC FRN | Cash Equivalent - 0.90, 2018 | ** | 2,396,273 |
(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 | |||||||||
TAOT 2015-C A2A | Cash Equivalent - 0.93, 2018 | ** | 899,036 | |||||||||
TIAA ASSET MGMT FIN LLC SR UNSEC 144A | Corporate Bond - 2.95, 2019 | ** | 1,509,648 | |||||||||
U S TREASURY BILLS | Cash Equivalent - 0.00, 2016 | ** | 8,000 | |||||||||
U S TREASURY BILLS | Cash Equivalent - 0.00, 2016 | ** | 3,099,873 | |||||||||
U S TREASURY BILLS | Cash Equivalent - 0.00, 2016 | ** | 1,699,952 | |||||||||
U S TREASURY BILLS | Cash Equivalent - 0.00, 2016 | ** | 1,199,995 | |||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 0.38, 2023 | ** | 6,905,736 | |||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 0.13, 2018 | ** | 21,577,574 | |||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 0.13, 2020 | ** | 7,025,375 | |||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 0.13, 2019 | ** | 19,183,679 | |||||||||
U S TREASURY NOTE | Cash Equivalent - 0.38, 2016 | ** | 1,201,364 | |||||||||
U S TREASURY NOTE | Cash Equivalent - 0.5, 2016 | ** | 65,013,006 | |||||||||
U S TREASURY NOTE | US Treasury - 2.13, 2025 | ** | 5,241,938 | |||||||||
U S TREASURY NOTE | US Treasury - 0.88, 2017 | ** | 7,120,793 | |||||||||
U S TREASURY NOTE | US Treasury - 1.00, 2017 | ** | 13,723,106 | |||||||||
U S TREASURY NOTE | US Treasury - 0.63, 2017 | ** | 13,990,427 | |||||||||
U S TREASURY NOTE FRN | Cash Equivalent - 0.43, 2017 | ** | 10,498,390 | |||||||||
UBS AG STAMFORD CT SR UNSEC | Corporate Bond - 2.38, 2019 | ** | 3,520,476 | |||||||||
UBSBB 2013-C5 AAB WM22 WC4.120420506 | Mortgage - 2.69, 2046 | ** | 1,204,436 | |||||||||
VERIZON COMMUNICATIONS SR UNSEC | Corporate Bond - 4.50, 2020 | ** | 4,882,873 | |||||||||
VIACOM INC SR UNSEC | Corporate Bond - 2.75, 2019 | ** | 988,279 | |||||||||
VM CASH CCP LCH FOB USD | Cash Equivalent - 0.01, 2060 | ** | 47,044 | |||||||||
VM CASH FUT DOM FOB USD | Cash Equivalent - 0.01, 2060 | ** | 439,258 | |||||||||
WBCMT 2006-C27 A1A WM15 WC6.1311 | Cash Equivalent - 5.75, 2045 | ** | 2,059,751 | |||||||||
WBCMT 2006-C29 A4 WM16 WC5.7219 | Cash Equivalent - 5.31, 2048 | ** | 1,161,157 | |||||||||
WEA FINANCE LLC/WESTFIEL UNSEC 144A | Corporate Bond - 2.70, 2019 | ** | 2,994,730 | |||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate Bond - 3.55, 2025 | ** | 2,948,821 | |||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate Bond - 1.20, 2020 | ** | 1,998,294 | |||||||||
WFCM 2015-C26 ASB WM15 | Mortgage - 2.99, 2048 | ** | 1,491,973 | |||||||||
WFCM 2015-C29 ASB WM15 | Mortgage - 3.40, 2048 | ** | 1,628,149 | |||||||||
WILLIAMS PARTNERS LP GLBL SR UNSECURED | Corporate Bond - 5.25, 2020 | ** | 1,881,454 | |||||||||
Capital Preservation Fund Total | 540,600,466 | |||||||||||
ARTISAN MIDCAP INVESTOR FUND | ||||||||||||
* | STATE STREET STIF | MONEY MARKET FUND | ** | 7,557,463 |
ACTIVISION BLIZZARD INC | COMMON STOCK | ** | 1,223,314 | |||||||||
ACUITY BRANDS INC | COMMON STOCK | ** | 829,289 | |||||||||
ALKERMES PLC | COMMON STOCK | ** | 2,499,676 | |||||||||
AMETEK INC | COMMON STOCK | ** | 5,245,389 | |||||||||
ARAMARK | COMMON STOCK | ** | 744,878 | |||||||||
ASPEN TECHNOLOGY INC | COMMON STOCK | ** | 1,878,522 | |||||||||
ATHENAHEALTH INC | COMMON STOCK | ** | 3,239,682 | |||||||||
BECTON DICKINSON AND CO | COMMON STOCK | ** | 2,693,185 | |||||||||
BOSTON SCIENTIFIC CORP | COMMON STOCK | ** | 4,075,166 | |||||||||
CARMAX INC | COMMON STOCK | ** | 330,404 | |||||||||
CEPHEID INC | COMMON STOCK | ** | 1,528,159 | |||||||||
CERNER CORP | COMMON STOCK | ** | 1,694,327 | |||||||||
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK | ** | 2,601,747 | |||||||||
CIGNA CORP | COMMON STOCK | ** | 3,428,366 | |||||||||
CIMAREX ENERGY CO | COMMON STOCK | ** | 1,397,009 | |||||||||
CONCHO RESOURCES INC | COMMON STOCK | ** | 939,372 | |||||||||
CTRIP.COM INTERNATIONAL | DEPOSITORY RECEIPTS | ** | 1,389,576 | |||||||||
DEXCOM INC | COMMON STOCK | ** | 2,151,022 | |||||||||
DOLLAR TREE INC | COMMON STOCK | ** | 1,732,894 | |||||||||
ELECTRONIC ARTS INC | COMMON STOCK | ** | 4,432,234 | |||||||||
ENVISION HEALTHCARE HOLDINGS USD.01 | COMMON STOCK | ** | 1,577,028 | |||||||||
FORTUNE BRANDS HOME & SECURITY INC | COMMON STOCK | ** | 4,865,630 | |||||||||
GARTNER INC | COMMON STOCK | ** | 2,718,370 | |||||||||
GLOBAL PAYMENTS INC | COMMON STOCK | ** | 4,275,013 | |||||||||
GUIDEWIRE SOFTWARE INC | COMMON STOCK | ** | 1,742,835 | |||||||||
HARMAN INTERNATIONAL | COMMON STOCK | ** | 572,608 | |||||||||
HD SUPPLY HOLDINGS INC | COMMON STOCK | ** | 737,297 | |||||||||
HUBBELL INC | COMMON STOCK | ** | 672,825 | |||||||||
IHS INC | COMMON STOCK | ** | 5,850,442 | |||||||||
ILLUMINA INC | COMMON STOCK | ** | 1,907,741 | |||||||||
INCYTE CORP | COMMON STOCK | ** | 957,071 | |||||||||
INTERCONTINENTAL EXCHANGE INC | COMMON STOCK | ** | 919,461 | |||||||||
INTUIT INC | COMMON STOCK | ** | 966,641 | |||||||||
JD.COM INC | DEPOSITORY RECEIPTS | ** | 1,848,139 | |||||||||
LEVEL 3 COMMUNICATIONS INC | COMMON STOCK | ** | 2,373,140 | |||||||||
LINKEDIN CORP | COMMON STOCK | ** | 1,728,614 | |||||||||
LKQ CORP | COMMON STOCK | ** | 6,037,824 | |||||||||
LULULEMON ATHLETICA INC | COMMON STOCK | ** | 734,055 | |||||||||
MICHAELS COS INC | COMMON STOCK | ** | 1,133,690 | |||||||||
MOBILEYE NV | COMMON STOCK | ** | 653,902 | |||||||||
MONSTER BEVERAGE CORP | COMMON STOCK | ** | 2,028,239 |
(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 | |||||||||
MOTOROLA SOLUTIONS INC | COMMON STOCK | ** | 751,718 | |||||||||
NETFLIX INC | COMMON STOCK | ** | 385,346 | |||||||||
NOBLE ENERGY INC | COMMON STOCK | ** | 694,527 | |||||||||
NVIDIA CORP | COMMON STOCK | ** | 367,339 | |||||||||
NXP SEMICONDUCTORS NV | COMMON STOCK | ** | 2,127,793 | |||||||||
PACWEST BANCORP | COMMON STOCK | ** | 1,497,079 | |||||||||
PALO ALTO NETWORKS INC | COMMON STOCK | ** | 2,204,392 | |||||||||
REGENERON PHARMACEUTICALS | COMMON STOCK | ** | 6,342,893 | |||||||||
ROPER TECHNOLOGIES INC | COMMON STOCK | ** | 631,431 | |||||||||
RPM INTERNATIONAL INC | COMMON STOCK | ** | 1,920,972 | |||||||||
S+P GLOBAL INC | COMMON STOCK | ** | 4,772,159 | |||||||||
SEATTLE GENETICS INC | COMMON STOCK | ** | 1,663,163 | |||||||||
SERVICENOW INC | COMMON STOCK | ** | 1,901,723 | |||||||||
SIGNET JEWELERS LTD | COMMON STOCK | ** | 3,584,289 | |||||||||
TD AMERITRADE HOLDING CORP | COMMON STOCK | ** | 2,982,075 | |||||||||
TEXTRON INC | COMMON STOCK | ** | 2,821,770 | |||||||||
TIFFANY & CO | COMMON STOCK | ** | 917,693 | |||||||||
TRACTOR SUPPLY COMPANY | COMMON STOCK | ** | 3,047,990 | |||||||||
TWITTER INC | COMMON STOCK | ** | 479,762 | |||||||||
ULTA SALON, COSMETICS & FRAGRANCE | COMMON STOCK | ** | 2,159,505 | |||||||||
VERISK ANALYTICS INC | COMMON STOCK | ** | 1,969,896 | |||||||||
WASTE CONNECTIONS INC | COMMON STOCK | ** | 2,601,871 | |||||||||
WHITEWAVE FOODS CO | COMMON STOCK | ** | 2,553,586 | |||||||||
WILLIAMS SONOMA INC | COMMON STOCK | ** | 1,087,010 | |||||||||
WORKDAY INC | COMMON STOCK | ** | 2,187,535 | |||||||||
Artisan Midcap Investor Fund Total | 147,565,756 | |||||||||||
METWEST TOTAL RETURN FUND | ||||||||||||
* | STATE STREET STIF | Money market fund | ** | 2,049,501 | ||||||||
ACE SECURITIES CORP. ACE 2004 IN1 A1 | Mortgage - 1.06, 2034 | ** | 1,132,573 | |||||||||
ACTAVIS FUNDING SCS COMPANY GUAR | Corporate Bond - 4.75, 2045 | ** | 731,284 | |||||||||
ADJUSTABLE RATE MORTGAGE TRUST ARMT | Mortgage - 1.20 2035 | ** | 742,467 | |||||||||
AMER AIRLN 13 1 A PASS T PASS THRU CE | Corporate Bond - 4.00, 2027 | ** | 363,775 | |||||||||
AMERICA WEST AIR 2000 1 PASS THRU CE | Corporate Bond - 8.06, 2022 | ** | 526,295 | |||||||||
AMERICAN HOME MORTGAGE INVESTM AHM 2004 | Mortgage - 2.65, 2045 | ** | 1,009,394 | |||||||||
AMERICAN MONEY MANAGEMENT CORP AMMC 2015 16A A1 144A | Other Asset Backed - 1.82, 2027 | ** | 593,174 |
(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 | |||||||||
AT+T INC SR UNSECURED | Corporate Bond - 4.80, 2044 | ** | 439,486 | |||||||||
AT+T INC SR UNSECURED | Corporate Bond - 4.75, 2046 | ** | 196,969 | |||||||||
BABSON CLO LTD BABSN 2015 IA A 144A | Other Asset Backed- 1.71, 2038 | ** | 574,864 | |||||||||
BANC OF AMERICA COMMERCIAL MOR 2006 5 A4 | Mortgage - 5.41, 2047 | ** | 1,900,276 | |||||||||
BANK OF AMERICA CORP SR UNSECURED | Corporate Bond - 2.62, 2020 | ** | 493,711 | |||||||||
BANK OF AMERICA NA SUBORDINATED | Corporate Bond - 6.00, 2016 | ** | 1,456,385 | |||||||||
BANK OF AMERICA NA SUBORDINATED | Corporate Bond - 5.30, 2017 | ** | 204,270 | |||||||||
BCAP LLC TRUST BCAP 2008 IND2 A1 | Mortgage - 2.07, 2038 | ** | 953,094 | |||||||||
BEAR STEARNS ADJUSTABLE RATE 2003 7 9A | Mortgage - 2.76, 2033 | ** | 988,632 | |||||||||
BIOMED REALTY LP COMPANY GUAR | Corporate Bond - 3.85, 2016 | ** | 601,840 | |||||||||
BOARDWALK PIPELINES LLC COMPANY GUAR | Corporate Bond - 5.87, 2016 | ** | 681,545 | |||||||||
BURLINGTN NORTH SANTA FE | Corporate Bond - 4.15, 2045 | ** | 276,430 | |||||||||
CAPITAL ONE BANK USA NA SR UNSECURED | Corporate Bond - 1.20, 2017 | ** | 746,306 | |||||||||
CCO SAFARI II LLC SR SECURED 144A | Corporate Bonds - 4.46, 2022 | ** | 592,923 | |||||||||
CEDAR FUNDING LTD CEDF 2014 3A A1 144A | Other Asset Backed - 1.89, 2026 | ** | 617,734 | |||||||||
CELGENE CORP SR UNSECURED 08/45 5 | Corporate Bond - 5.00, 2045 | ** | 351,361 | |||||||||
CENTEX HOME EQUITY CXHE 2005 D M1 | Other Asset Backed - 0.85, 2035 | ** | 649,184 | |||||||||
CENTEX HOME EQUITY CXHE 2005 D M2 | Other Asset Backed - 0.88, 2035 | ** | 1,191,501 | |||||||||
CHASE ISSUANCE TRUST CHAIT 2015 A6 A6 | Credit Card Receivable - 0.58, 2019 | ** | 589,135 | |||||||||
CITIGROUP INC SR UNSECURED | Corporate Bond - 1.30, 2016 | ** | 399,021 | |||||||||
CITIGROUP MORTGAGE LOAN TRUST I 2015 6 2A1 144A | Mortgage - 0.49, 2035 | ** | 1,041,152 | |||||||||
COLLEGIATE FUNDING SERVICES ED COELT 2005 A A4 | Other Asset Backed - 0.80, 2035 | ** | 976,483 | |||||||||
COLUMBIA PIPELINE GROUP COMPANY GUAR 144A | Corporate Bond - 2.45, 2018 | ** | 733,289 | |||||||||
CONTL AIRLINES 2009 2 PASS THRU CE | Corporate Bond - 7.25, 2021 | ** | 730,823 | |||||||||
DUKE ENERGY CAROLINAS 1ST REF MORT | Corporate Bond - 3.75, 2045 | ** | 648,308 | |||||||||
DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A | Corporate Bond - 5.9, 2021 | ** | 892,159 | |||||||||
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 4 M1 | Other Asset Backed - 0.84, 2036 | ** | 998,363 | |||||||||
ENERGY TRANSFER PARTNERS SR UNSECURED | Corporate Bond - 2.50, 2018 | ** | 459,432 | |||||||||
ENERGY TRANSFER PARTNERS SR UNSECURED | Corporate Bond - 5.15, 2045 | ** | 311,300 | |||||||||
ESSEX PORTFOLIO LP COMPANY GUAR | Corporate Bond - 5.50, 2017 | ** | 468,507 | |||||||||
FANNIE MAE NOTES | Government Issues - 0.42, 2017 | ** | 2,376,432 | |||||||||
FANNIE MAE NOTES | Government Issues - 0.27, 2017 | ** | 2,365,445 | |||||||||
FANNIEMAE ACES FNA 2012 M11 FA | Mortgage - 0.69, 2019 | ** | 967,955 |
(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 | |||||||||
FANNIEMAE ACES FNA 2015 M1 A2 | Mortgage - 2.53, 2024 | ** | 1,119,538 | |||||||||
FANNIEMAE ACES FNA 2015 M4 FA | Mortgage - 0.40, 2018 | ** | 1,088 | |||||||||
FARMERS EXCHANGE CAP III SUBORDINATED 144A | Corporate Bond - 5.45, 2054 | ** | 699,753 | |||||||||
FED HM LN PC POOL G07848 FG | Mortgage - 3.50, 2044 | ** | 2,058,514 | |||||||||
FED HM LN PC POOL G07924 FG | Mortgage - 3.50, 2045 | ** | 2,102,429 | |||||||||
FED HM LN PC POOL G08636 FG | Mortgage - 3.50, 2045 | ** | 9,801 | |||||||||
FED HM LN PC POOL G08653 FG | Mortgage - 3.00, 2045 | ** | 1,744,432 | |||||||||
FED HM LN PC POOL G08659 FG | Mortgage - 3.50, 2045 | ** | 2,028,023 | |||||||||
FED HM LN PC POOL G08669 FG | Mortgage - 4.00, 2045 | ** | 1,168,370 | |||||||||
FED HM LN PC POOL G08671 FG | Mortgage - 3.50, 2045 | ** | 2,343,822 | |||||||||
FED HM LN PC POOL G08672 FG | Mortgage - 4.00, 2045 | ** | 1,171,817 | |||||||||
FED HM LN PC POOL G08676 FG | Mortgage - 3.50, 2045 | ** | 1,485,580 | |||||||||
FED HM LN PC POOL G08677 FG | Mortgage - 4.00, 2045 | ** | 954,147 | |||||||||
FED HM LN PC POOL G18565 FG | Mortgage - 3.00, 2030 | ** | 540,654 | |||||||||
FED HM LN PC POOL G18568 FG | Mortgage - 2.50, 2030 | ** | 1,505,212 | |||||||||
FED HM LN PC POOL G60023 FG | Mortgage - 3.50, 2045 | ** | 2,236,112 | |||||||||
FED HM LN PC POOL G60080 FG | Mortgage - 3.50, 2045 | ** | 2,279,657 | |||||||||
FED HM LN PC POOL G60238 FG | Mortgage - 3.50, 2045 | ** | 244,447 | |||||||||
FEDERAL HOME LOAN BANK BONDS | Government Issues - 1.25, 2030 | ** | 1,187,697 | |||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS KF02 A1 | Mortgage - 0.80, 2020 | ** | 640,722 | |||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS KGRP A | Mortgage - 0.57, 2020 | ** | 769,156 | |||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS KS03 A4 | Mortgage - 3.16, 2025 | ** | 231,844 | |||||||||
FIRST CHI NBD INST CAP I LIMITD GUARA | Corporate Bond - 0.88, 2027 | ** | 106,875 | |||||||||
FNMA POOL 467944 FN | Mortgage - 4.25, 2021 | ** | 533,844 | |||||||||
FNMA POOL 468822 FN | Mortgage - 4.1, 2021 | ** | 494,024 | |||||||||
FNMA POOL 471713 FN | Mortgage - 2.85, 2022 | ** | 398,395 | |||||||||
FNMA POOL AL0151 FN | Mortgage - 4.38, 2021 | ** | 1,150,660 | |||||||||
FNMA POOL AL0705 FN | Mortgage - 3.47, 2020 | ** | 220,760 | |||||||||
FNMA POOL AL3382 FN | Mortgage - 2.35, 2023 | ** | 316 | |||||||||
FNMA POOL AL6167 FN | Mortgage - 3.50, 2044 | ** | 2,236,396 | |||||||||
FNMA POOL AL6829 FN | Mortgage - 2.96, 2027 | ** | 788,392 | |||||||||
FNMA POOL AM2749 FN | Mortgage - 2.83, 2023 | ** | 401,691 | |||||||||
FNMA POOL AM4125 FN | Mortgage - 3.74, 2023 | ** | 551,933 | |||||||||
FNMA POOL AM4493 FN | Mortgage - 3.92, 2023 | ** | 530,256 | |||||||||
FNMA POOL AM8774 FN | Mortgage - 2.67, 2025 | ** | 543,686 |
(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 POOL FN0001 FN | Mortgage - 3.76, 2020 | ** | 593,766 | |||||||||
FNMA TBA 15 YR 2.5 SINGLE FAMILY | Mortgage - 2.50, 2031 | ** | 2,413,933 | |||||||||
FNMA TBA 30 YR 3 SINGLE FAMILY | Mortgage - 3.00, 2046 | ** | 3,305,030 | |||||||||
FNMA TBA 30 YR 3.5 SINGLE FAMILY | Mortgage - 3.50, 2046 | ** | 7,340,711 | |||||||||
FNMA TBA 30 YR 4 SINGLE FAMILY | Mortgage - 4.00 2046 | ** | 2,174,543 | |||||||||
FNMA TBA 30 YR 4.5 SINGLE FAMILY | Mortgage - 4.50, 2046 | ** | 2,051,763 | |||||||||
FORD MOTOR CREDIT CO LLC | Corporate Bond - 1.70, 2016 | ** | 1,000,980 | |||||||||
GENERAL ELECTRIC CO SR UNSECURED | Corporate Bond - 4.50, 2044 | ** | 823,306 | |||||||||
GENERAL MOTORS CO SR UNSECURED | Corporate Bond - 3.50, 2018 | ** | 353,514 | |||||||||
GILEAD SCIENCES INC SR UNSECURED | Corporate Bond - 4.50, 2045 | ** | 342,357 | |||||||||
GNMA II POOL MA2754 G2 | Mortgage - 3.50, 2045 | ** | 8,670 | |||||||||
GNMA II POOL MA2961 G2 | Mortgage - 3.50, 2045 | ** | 1,076,781 | |||||||||
GNMA II POOL MA3033 G2 | Mortgage - 3.00, 2045 | ** | 1,000,576 | |||||||||
GNMA II POOL MA3104 G2 | Mortgage - 3.00, 2045 | ** | 2,104,990 | |||||||||
GNMA II POOL MA3173 G2 | Mortgage - 3.50, 2045 | ** | 1,210,123 | |||||||||
GNMA II POOL MA3174 G2 | Mortgage - 4.00, 2045 | ** | 1,108,815 | |||||||||
GNMA II TBA 30 YR 3.5 JUMBOS | Mortgage - 3.50, 2046 | ** | 2,845,919 | |||||||||
GNMA II TBA 30 YR 4.5 JUMBOS | Mortgage - 4.50, 2046 | ** | 537,188 | |||||||||
GOLDMAN SACHS GROUP INC | Corporate Bond - 3.75, 2025 | ** | 604,001 | |||||||||
GOLDMAN SACHS GROUP INC | Corporate Bond - 5.25, 2021 | ** | 304,046 | |||||||||
GOLDMAN SACHS GROUP INC | Corporate Bond - 4.75, 2045 | ** | 347,682 | |||||||||
GOLDMAN SACHS GROUP INC | Corporate Bond - 2.01, 2023 | ** | 302,663 | |||||||||
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 HY1 1A1A | Mortgage - 0.69, 2035 | ** | 930,106 | |||||||||
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A | Mortgage - 0.74, 2035 | ** | 1,013,609 | |||||||||
HBOS PLC SUBORDINATED 144A | Corporate Bond - 6.75, 2018 | ** | 681,659 | |||||||||
HCP INC SR UNSECURED | Corporate Bond - 3.75, 2016 | ** | 500,704 | |||||||||
HCP INC SR UNSECURED | Corporate Bond - 4.2, 2024 | ** | 769,871 | |||||||||
HIGHER EDUCATION FUNDING | Other Asset Backed - 1.44, 2034 | ** | 1,019,911 | |||||||||
INTERNATIONAL TRANSMISSI 1ST MORTGAGE 144A | Corporate Bond - 4.62, 2043 | ** | 621,589 | |||||||||
INTL LEASE FINANCE CORP SR SECURED 144A | Corporate Bond - 7.12, 2018 | ** | 513,750 | |||||||||
INTL LEASE FINANCE CORP SR SECURED | Corporate Bond - 6.75, 2016 | ** | 328,875 | |||||||||
JP MORGAN CHASE BANK | Corporate Bond - 0.83, 2016 | ** | 299,554 | |||||||||
JP MORGAN CHASE COMMERCIAL MOR 2011 C4 A2 144A | Mortgage - 3.34, 2046 | ** | 496,835 | |||||||||
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 PLSD A1 144A | Mortgage - 2.19, 2028 | ** | 17,541 |
(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 | |||||||||
JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FLD1 M3 | Mortgage - 1.20, 2035 | 980,301 | ||||||||||
JPM CHASE CAPITAL XXIII LIMITD GUARA | Corporate Bond - 1.36, 2077 | ** | 1,053,500 | |||||||||
JPMORGAN CHASE + CO SR UNSECURED | Corporate Bond - 4.25, 2020 | ** | 996,567 | |||||||||
JPMORGAN CHASE + CO SR UNSECURED | Corporate Bond - 2.55, 2020 | ** | 424,338 | |||||||||
KIMCO REALTY CORP SR UNSECURED | Corporate Bond - 5.78, 2016 | ** | 403,786 | |||||||||
KKR GROUP FINANCE CO III COMPANY GUAR 144A | Corporate Bond - 5.12, 2044 | ** | 220,354 | |||||||||
MAGNETITE CLO LTD MAGNE 2014 9A A1 144A | Other Asset Backed - 1.73, 2026 | ** | 590,617 | |||||||||
MAGNETITE CLO LTD MAGNE 2015 12A A 144A | Other Asset Backed - 1.82, 2027 | ** | 595,994 | |||||||||
METROPOLITAN WEST FLOATING RAT | Mutual Funds | ** | 2,424,939 | |||||||||
METROPOLITAN WEST HIGH YIELD | Mutual Funds | ** | 4,475,117 | |||||||||
MICROSOFT CORP SR UNSECURED | Corporate Bond - 3.75, 2045 | ** | 322,495 | |||||||||
MICROSOFT CORP SR UNSECURED | Corporate Bond - 3.12, 2025 | ** | 718,793 | |||||||||
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 | Mortgage - 0.88, 2029 | ** | 1,003,551 | |||||||||
MORGAN STANLEY SR UNSECURED | Corporate Bond - 5.95, 2017 | ** | 1,182,860 | |||||||||
MORTGAGEIT TRUST MHL 2005 2 1A1 | Mortgage - 0.68, 2035 | ** | 843,657 | |||||||||
NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B AV4 | Other Asset Backed - 0.70, 2036 | ** | 1,210,265 | |||||||||
NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 12/24 VAR | Corporate Bond - 2.80, 2024 | ** | 386,884 | |||||||||
NAVIENT STUDENT LOAN TRUST NAVSL 2015 2 A3 | Other Asset Backed - 0.99, 2040 | ** | 1,112,623 | |||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 2A A2 144A | Other Asset Backed- 1.02, 2042 | ** | 963,983 | |||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A | Other Asset Backed -1.02, 2046 | ** | 1,148,342 | |||||||||
NEW YORK CITY NY MUNI WTR FIN NYCUTL | Municipal Bond - 5.95, 2042 | ** | 879,093 | |||||||||
NEW YORK CITY NY TRANSITIONAL NYCGEN | Municipal Bond - 5.57, 2038 | ** | 515,245 | |||||||||
NEW YORK ST DORM AUTH ST PERSO NYSHGR | Municipal Bond - 5.28, 2033 | ** | 583,120 | |||||||||
NOBLE ENERGY INC SR UNSECURED | Corporate Bond - 5.25, 2043 | ** | 60,504 | |||||||||
NYU HOSPITALS CENTER UNSECURED | Corporate Bond - 4.784, 2044 | ** | 499,116 | |||||||||
PENNSYLVANIA HIGHER EDUCATION PHEAA 2015 1A A 144A | Other Asset Backed - 1.02, 2041 | ** | 1,063,360 | |||||||||
POTOMAC ELECTRIC POWER 1ST MORTGAGE | Corporate Bond - 4.15, 2043 | ** | 485,127 | |||||||||
RECKSON OPERATING PRTSHP COMPANY GUAR | Corporate Bond - 6.00, 2016 | ** | 529,897 | |||||||||
RELIANCE STAND LIFE II SECURED 144A | Corporate Bond - 2.15, 2018 | ** | 472,194 | |||||||||
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 A3 | Other Asset Backed - 0.74, 2036 | ** | 732,821 |
(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 | |||||||||
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS7 M2 | Other Asset Backed - 0.88, 2036 | ** | 502,143 | |||||||||
ROYAL BK SCOTLND GRP PLC SR UNSECURED | Corporate Bond - 1.87, 2017 | ** | 995,815 | |||||||||
SEQUOIA MORTGAGE TRUST SEMT 2003 8 A1 | Mortgage - 0.84, 2034 | ** | 934,190 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A | Other Asset Backed - 0.86, 2026 | ** | 1,184,681 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2005 7 A4 | Other Asset Backed - 0.46, 2029 | ** | 1,171,845 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2007 1 A5 | Other Asset Backed - 0.40, 2026 | ** | 1,051,276 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2008 2 B | Other Asset Backed - 1.51, 2083 | ** | 163,603 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2008 4 B | Other Asset Backed - 2.16, 2029 | ** | 222,411 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2008 5 A4 | Other Asset Backed - 2.01, 2023 | ** | 966,673 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2008 5 B | Other Asset Backed - 2.16, 2029 | ** | 371,320 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2008 8 B | Other Asset Backed - 2.56, 2029 | ** | 219,137 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2008 9 A | Other Asset Backed - 1.81, 2023 | ** | 1,007,610 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2008 9 B | Other Asset Backed - 2.56, 2083 | ** | 367,347 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2012 5 A2 | Other Asset Backed - 0.72, 2019 | ** | 771,905 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2012 6 A3 | Other Asset Backed - 1.71, 2026 | ** | 1,178,336 | |||||||||
SLM STUDENT LOAN TRUST SLMA 2013 4 A | Other Asset Backed - 0.97, 2027 | ** | 862,263 | |||||||||
SOUTHERN CALIF GAS CO 1ST MORTGAGE | Corporate Bond - 3.75, 2042 | ** | 466,192 | |||||||||
SOUTHWESTERN ELEC POWER | Corporate Bond - 3.90, 2045 | ** | 612,938 | |||||||||
SPECTRA ENERGY PARTNERS | Corporate Bond - 4.50, 2045 | ** | 307,390 | |||||||||
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR2 2A | Mortgage - 4.37, 2034 | ** | 1,020,160 | |||||||||
TC PIPELINES LP SR UNSECURED | Corporate Bond - 4.37, 2025 | ** | 483,044 | |||||||||
TCW EMERGING MARKETS INCOME FU TCW EMERG MKTS INCOME I | Mutual Funds | ** | 1,095,415 | |||||||||
TREASURY BILL | Cash Equivalent - 0.01, 2016 | ** | 5,678,400 | |||||||||
TREASURY BILL | Cash Equivalent - 0.01, 2016 | ** | 6,361,313 | |||||||||
TSY INFL IX N/B | US Treasury - 1.37, 2044 | ** | 4,586,439 | |||||||||
TSY INFL IX N/B | US Treasury - 0.75, 2045 | ** | 3,571,220 | |||||||||
TSY INFL IX N/B | US Treasury - 2.50, 2016 | ** | 1,793,153 | |||||||||
TSY INFL IX N/B | US Treasury - 0.25, 2025 | ** | 657,080 | |||||||||
TSY INFL IX N/B | US Treasury - 1.25, 2016 | ** | 402,239 | |||||||||
TSY INFL IX N/B | US Treasury - 0.37, 2025 | ** | 131,408 | |||||||||
UAL 2009 1 PASS THRU TR PASS THRU CE 0 | Corporate Bond - 10.4, 2018 | ** | 222,636 | |||||||||
UBS AG STAMFORD CT SR UNSECURED | Corporate Bond - 1.80, 2018 | ** | 459,230 | |||||||||
UBS AG STAMFORD CT SR UNSECURED | Corporate Bond - 1.37, 2017 | ** | 348,332 | |||||||||
UNITED STATES OF AMER TREAS | Cash Equivalent - 0.01, 2016 | ** | 35,000 |
(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 | |||||||||
UNITED STATES OF AMER TREAS | US Treasury - 0.00, 2016 | ** | 65,000 | |||||||||
UNITEDHEALTH GROUP INC SR UNSECURED | Corporate Bond - 4.62, 2035 | ** | 368,532 | |||||||||
UNIV OF CALIFORNIA CA REVENUES UNVHGR | Municipal Bond - 3.93, 2045 | ** | 532,857 | |||||||||
US 5YR NOTE (CBT) MAR16 XCBT 20160331 | Future | ** | 8,045,781 | |||||||||
US TREASURY N/B | US Treasury - 3.00, 2045 | ** | 15,770,778 | |||||||||
US TREASURY N/B | US Treasury - 1.37, 2020 | ** | 6,714,321 | |||||||||
US TREASURY N/B | US Treasury - 2.25, 2025 | ** | 1,176,589 | |||||||||
US TREASURY N/B | US Treasury - 0.87, 2017 | ** | 6,585,661 | |||||||||
US TREASURY N/B | US Treasury - 1.62, 2020 | ** | 10,292,029 | |||||||||
US TREASURY N/B | US Treasury - 1.75, 2020 | ** | 3,240,224 | |||||||||
US TREASURY N/B | US Treasury - 1.00, 2017 | ** | 4,134,825 | |||||||||
US TREASURY N/B | US Treasury - 0.75, 2017 | ** | 6,902,440 | |||||||||
VERIZON COMMUNICATIONS | Corporate Bond - 4.86, 2046 | ** | 454,427 | |||||||||
VERIZON COMMUNICATIONS | Corporate Bond - 2.50, 2016 | ** | 251,950 | |||||||||
VERIZON COMMUNICATIONS | Corporate Bond - 4.52, 2048 | ** | 357,718 | |||||||||
VNO MORTGAGE TRUST VNDO 2012 6AVE A 144A | Mortgage - 2.99, 2030 | ** | 236,440 | |||||||||
VOYA CLO LTD VOYA 2015 1A A1 144A | Other Asset Backed - 1.79, 2027 | ** | 504,391 | |||||||||
WAL MART STORES INC SR UNSECURED | Corporate Bond - 4.75, 2043 | ** | 295,781 | |||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A | Mortgage - 1.06, 2045 | ** | 873,093 | |||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A2 | Mortgage - 1.70, 2045 | ** | 1,032,258 | |||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | Mortgage - 0.73, 2045 | ** | 936,338 | |||||||||
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A | Corporate Bond - 2.70, 2019 | ** | 644,644 | |||||||||
WELLS FARGO HOME EQUITY TRUST WFHET 2006 1 A4 | Other Asset Backed - 0.65, 2036 | ** | 813,825 | |||||||||
WELLTOWER INC SR UNSECURED | Corporate Bond - 3.62, 2016 | ** | 803,476 | |||||||||
WI TREASURY SEC. | Cash Equivalent - 0.01, 2016 | ** | 1,274,903 | |||||||||
Total Metwest Total Return Fund | 246,938,050 | |||||||||||
Total Investments | 3,363,763,796 | |||||||||||
Notes receivable from participants | Loans receivable with repayment interest of 4.25% to 10% | — | 59,649,938 | |||||||||
3,423,413,734 | ||||||||||||
* 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) | ||||||||||||||||||||
Single Transactions | ||||||||||||||||||||||||||||
* | STATE STREET STIF | $215,073,734 | N/A | N/A | $ | — | $ | 215,073,734 | $ | 215,073,734 | N/A | |||||||||||||||||
EQUITY INDEX FUND M | $ | 700,034,821 | N/A | N/A | $ | — | $ | 700,034,821 | $ | 700,034,821 | N/A | |||||||||||||||||
BLACKROCK EQUITY INDEX FUND - M | N/A | $700,034,821 | N/A | $ | — | $ | 700,034,821 | $ | 700,034,821 | $ | — | |||||||||||||||||
PIMCO TOTAL RETURN FUND | N/A | $ | 215,239,710 | $ | — | $ | 218,823,772 | $ | 215,239,710 | $(3,584,062) | ||||||||||||||||||
Series | ||||||||||||||||||||||||||||
* | STATE STREET STIF | $ | 937,447,157 | N/A | N/A | $ | — | $ | 937,447,157 | $ | 937,447,157 | N/A | ||||||||||||||||
699 Transactions | ||||||||||||||||||||||||||||
* | STATE STREET STIF | N/A | $ | 930,880,387 | N/A | $ | — | $ | 930,880,386 | $ | 930,880,387 | $ | 1 | |||||||||||||||
1011 Transactions | ||||||||||||||||||||||||||||
BLACKROCK EQUITY INDEX FUND - M | $ | 14,715,854 | N/A | N/A | $ | — | $ | 14,715,854 | $ | 14,715,854 | N/A | |||||||||||||||||
16 Transactions | ||||||||||||||||||||||||||||
BLACKROCK EQUITY INDEX FUND - M | N/A | $801,121,121 | N/A | $ | — | $ | 794,692,035 | $ | 801,121,121 | $6,429,086 | ||||||||||||||||||
169Transactions | ||||||||||||||||||||||||||||
(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) | ||||||||||||||||||||
EQUITY INDEX FUND M | $ | 711,910,119 | N/A | N/A | $ | — | $ | 711,910,119 | $ | 711,910,119 | N/A | |||||||||||||||||
16 Transactions | ||||||||||||||||||||||||||||
EQUITY INDEX FUND M | N/A | $ | 11,979,766 | N/A | $ | — | $ | 11,078,346 | $ | 11,979,766 | $ | 901,420 | ||||||||||||||||
43 Transactions | ||||||||||||||||||||||||||||
PIMCO TOTAL RETURN FUND | $ | 10,984,441 | N/A | N/A | $ | — | $ | 10,984,441 | $ | 10,984,441 | N/A | |||||||||||||||||
38 Transactions | ||||||||||||||||||||||||||||
PIMCO TOTAL RETURN FUND | N/A | $ | 216,882,019 | N/A | $ | — | $ | 220,490,742 | $ | 216,882,019 | $ | (3,608,723 | ) | |||||||||||||||
8 Transactions | ||||||||||||||||||||||||||||
* Parties-in-interest | ||||||||||||||||||||||||||||
FIRSTENERGY CORP. | |
SAVINGS PLAN | |
Dated: June 28, 2016 | |
By | /s/ Ana M. Fluke |
Ana M. Fluke | |
Chairperson | |
Savings Plan Committee |