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, 2017 | |||||
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, 2017 and 2016 | 3 | |
Statement of Changes in Net Assets Available for Benefits | ||
for the Year Ended December 31, 2017 | 4 | |
Notes to Financial Statements | 5-10 | |
Supplemental Schedules: | ||
Schedule H, line 4i – Schedule of Assets (Held at End of Year) | ||
as of December 31, 2017 | 11-29 | |
Schedule H, line 4j - Schedule of Reportable Transactions | ||
for the Year Ended December 31, 2017 | 30 | |
As of December 31, | ||||||||
2017 | 2016 | |||||||
Assets | ||||||||
Investments: | ||||||||
Investments, at fair value (see Note 5) | $ | 3,375,225,535 | $ | 2,944,601,484 | ||||
Investments, at contract value (see Note 6) | 522,144,768 | 565,637,389 | ||||||
Total investments | 3,897,370,303 | 3,510,238,873 | ||||||
Receivables: | ||||||||
Accrued interest and dividends | 2,181,468 | 2,014,476 | ||||||
Employer contributions | 1,143,953 | 1,195,559 | ||||||
Employee contributions | 3,487,944 | 3,549,535 | ||||||
Notes receivable from participants | 62,281,227 | 60,108,033 | ||||||
Due from brokers | 7,806,556 | 2,867,791 | ||||||
Total receivables | 76,901,148 | 69,735,394 | ||||||
Total assets | 3,974,271,451 | 3,579,974,267 | ||||||
Liabilities | ||||||||
Administrative expenses payable | 1,285,311 | 2,402,346 | ||||||
Due to brokers | 30,609,643 | 24,798,263 | ||||||
Total liabilities | 31,894,954 | 27,200,609 | ||||||
Net assets available for benefits | $ | 3,942,376,497 | $ | 3,552,773,658 |
For the Year Ended | ||||
December 31, 2017 | ||||
Additions: | ||||
Contributions: | ||||
Employer | $ | 48,702,781 | ||
Participant | 151,399,174 | |||
Total contributions | 200,101,955 | |||
Investment Income: | ||||
Interest and dividends | 57,523,555 | |||
Net appreciation in fair value of investments | 411,234,443 | |||
Total investment income | 468,757,998 | |||
Interest income on notes receivable from participants | 2,653,202 | |||
Deductions: | ||||
Distributions to participants | (276,057,021 | ) | ||
Administrative expenses | (5,853,295 | ) | ||
Total deductions | (281,910,316 | ) | ||
Increase in net assets available for benefits | 389,602,839 | |||
Net assets available for benefits, beginning of year | 3,552,773,658 | |||
Net assets available for benefits, end of year | $ | 3,942,376,497 |
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, 2017 | ||||||||||||
Level 1 | Level 2 | Total | ||||||||||
Cash and Cash Equivalents | $ | — | $ | 6,332,431 | $ | 6,332,431 | ||||||
Common Collective Trusts | — | 1,793,543,746 | 1,793,543,746 | |||||||||
FirstEnergy Common Stock Fund | ||||||||||||
FirstEnergy Common Stock | 322,564,666 | — | 322,564,666 | |||||||||
Cash and Cash Equivalents | — | 2,542,282 | 2,542,282 | |||||||||
Total FirstEnergy Common Stock Fund | 322,564,666 | 2,542,282 | 325,106,948 | |||||||||
Registered Investment Companies | 832,633,686 | 281,469,385 | 1,114,103,071 | |||||||||
Self Managed Brokerage Accounts1 | — | 136,139,339 | 136,139,339 | |||||||||
Total Investments at Fair Value2 | $ | 1,155,198,352 | $ | 2,220,027,183 | $ | 3,375,225,535 | ||||||
1 The brokerage account investments are directed by participants. | ||||||||||||
2 Values do not include investments at contract value. |
December 31, 2016 | ||||||||||||
Level 1 | Level 2 | Total | ||||||||||
Cash and Cash Equivalents | $ | — | $ | 4,944,296 | $ | 4,944,296 | ||||||
Common Collective Trusts | — | 1,583,189,917 | 1,583,189,917 | |||||||||
FirstEnergy Common Stock Fund | ||||||||||||
FirstEnergy Common Stock | 330,093,147 | — | 330,093,147 | |||||||||
Cash and Cash Equivalents | — | 1,417,891 | 1,417,891 | |||||||||
Total FirstEnergy Common Stock Fund | 330,093,147 | 1,417,891 | 331,511,038 | |||||||||
Registered Investment Companies | 686,285,793 | 229,962,736 | 916,248,529 | |||||||||
Self Managed Brokerage Accounts1 | — | 108,707,704 | 108,707,704 | |||||||||
Total Investments at fair value 2 | $ | 1,016,378,940 | $ | 1,928,222,544 | $ | 2,944,601,484 | ||||||
1 The brokerage account investments are directed by participants. | ||||||||||||
2 Values do not include investments at contract value. |
6. | Fully Benefit-Responsive Investment Contracts |
2017 | 2016 | ||||||
Short-term investment fund | $ | 2,674,077 | $ | 23,933,495 | |||
Synthetic GIC's | 519,470,691 | 541,703,894 | |||||
Total Investments at contract value | $ | 522,144,768 | $ | 565,637,389 |
7. | Tax Considerations |
8. | Party-In-Interest Transactions |
9. | Reconciliation of Financial Statements to Form 5500 |
2017 | 2016 | ||||||
Net assets available for benefits per the financial statements | $ | 3,942,376,497 | $ | 3,552,773,658 | |||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (2,363,082 | ) | (2,198,445 | ) | |||
Net assets available for benefits per Form 5500 | $ | 3,940,013,415 | $ | 3,550,575,213 | |||
Total investment income and interest income on notes receivable | |||||||
from participants per the financial statements | $ | 471,411,200 | |||||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (164,637 | ) | |||||
Investment income per Form 5500 | $ | 471,246,563 |
(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 | ** | $ | 6,332,431 | |||||||||
* | FIRSTENERGY COMMON STOCK FUND | FirstEnergy common stock | ** | 325,106,948 | ||||||||||
FIDELITY PURITAN FUND | Balanced fund | ** | 145,510,107 | |||||||||||
ACWI EX US - M | International stocks | ** | 42,563,055 | |||||||||||
DFA US SMALL CAP VALUE PORTFOLIO | Small cap value stocks | ** | 120,697,980 | |||||||||||
PIMCO REAL RETURN FUND INSTITUTIONAL CLASS | Bonds | ** | 17,886,332 | |||||||||||
AMERICAN FUNDS EUROPACIFIC GROWTH FUND | International stocks | ** | 169,948,952 | |||||||||||
BLACKROCK LIFEPATH INDEX RETIREMENT FUND L | Blend of stocks, fixed income | ** | 89,053,469 | |||||||||||
BLACKROCK LIFEPATH INDEX 2020 FUND L | Blend of stocks, fixed income | ** | 150,495,638 | |||||||||||
BLACKROCK LIFEPATH INDEX 2025 FUND L | Blend of stocks, fixed income | ** | 151,283,090 | |||||||||||
BLACKROCK LIFEPATH INDEX 2030 FUND L | Blend of stocks, fixed income | ** | 99,353,726 | |||||||||||
BLACKROCK LIFEPATH INDEX 2035 FUND L | Blend of stocks, fixed income | ** | 58,276,032 | |||||||||||
BLACKROCK LIFEPATH INDEX 2040 FUND L | Blend of stocks, fixed income | ** | 37,003,629 | |||||||||||
BLACKROCK LIFEPATH INDEX 2045 FUND L | Blend of stocks, fixed income | ** | 37,155,545 | |||||||||||
BLACKROCK LIFEPATH INDEX 2050 FUND L | Blend of stocks, fixed income | ** | 46,361,109 | |||||||||||
BLACKROCK LIFEPATH INDEX 2055 FUND L | Blend of stocks, fixed income | ** | 33,555,820 | |||||||||||
BLACKROCK LIFEPATH INDEX 2060 FUND L | Blend of stocks, fixed income | ** | 4,987,712 | |||||||||||
DODGE & COX INTERNATIONAL FUND | International stocks | ** | 94,478,131 | |||||||||||
SELF MANAGED BROKERAGE ACCOUNTS | Equities, fixed income | ** | 136,139,339 | |||||||||||
TOTAL BOND MARKET INDEX | Bonds | ** | 45,344,896 | |||||||||||
SMALL CAP GROWTH EQUITY | Small cap growth stocks | ** | 17,088,256 | |||||||||||
MARKET COMPLETION INDEX | Blend of large, mid cap and small cap stocks | ** | 158,221,029 | |||||||||||
MID CAP VALUE - I | Mid cap value stocks | ** | 101,541,027 | |||||||||||
EQUITY INDEX | Large cap stocks | ** | 868,145,638 | |||||||||||
* | CAPITAL PRESERVATION FUND | |||||||||||||
STATE STREET STIF | Money market fund | ** | 2,674,077 | |||||||||||
ABBVIE INC SR UNSEC | Corporate Bonds - 2.85%, 2023 | ** | 200,247 | |||||||||||
ABU DHABI GOVT | Government, Non US - 2.50%, 2022 | ** | 2,167,098 | |||||||||||
AMERICAN EXPRESS CREDIT SR UNSEC | Cash Equivalent - 2.19%, 2020 | ** | 404,277 | |||||||||||
AT&T INC SR UNSEC | Corporate Bonds - 3.20%, 2022 | ** | 1,018,039 | |||||||||||
AT&T INC SR UNSEC 144A | Corporate Bonds - 4.10%, 2028 | ** | 1,946,188 | |||||||||||
BAB UT ST-B | Municipals - 3.54%, 2025 | ** | 2,845,502 | |||||||||||
BAIDU INC SR UNSEC | Corporate Bonds - 2.75%, 2019 | ** | 3,008,249 | |||||||||||
BANK OF AMERICA CORP SR UNSEC 144A | Corporate Bonds - 3.00%, 2023 | ** | 5,010,958 | |||||||||||
BARCLAYS PLC SR UNSEC | Corporate Bonds - 3.20%, 2021 | ** | 709,800 | |||||||||||
BAT CAPITAL CORP SR UNSEC 144A | Corporate Bonds - 2.30%, 2022 | ** | 1,115,801 |
(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 | |||||||||||
BK TOKYO-MITSUBISHI UFJ UNSEC 144A | Corporate Bonds - 2.35%, 2019 | ** | 2,511,735 | |||||||||||
BNP PARIBAS GLBL SR UNSEC BKNT | Corporate Bonds - 5.00%, 2021 | ** | 3,811,284 | |||||||||||
BP CAPITAL MARKETS PLC CO GTD | Corporate Bonds - 4.74%, 2021 | ** | 2,159,717 | |||||||||||
CALIFORNIA ST-B-TXBL | Municipals - 2.19%, 2020 | ** | 2,711,255 | |||||||||||
CASH COLLATERAL CME FOB USD | Cash Equivalent - 1.23%, 2060 | ** | 127,071 | |||||||||||
CASH COLLATERAL FUT FOB USD | Cash Equivalent - 1.23%, 2060 | ** | 48,786 | |||||||||||
CCCIT 2013-A7 A7 | Cash Equivalent - 1.86%, 2020 | ** | 1,755,617 | |||||||||||
CGCMT 2013-GC11 AAB | Mortgage - 2.69%, 2046 | ** | 804,029 | |||||||||||
CGCMT 2015-GC29 AAB WM24 WC4.173211878 | Mortgage - 2.98%, 2048 | ** | 1,518,991 | |||||||||||
CHAIT 2015-A5 A | Cash Equivalent - 1.36%, 2020 | ** | 1,299,098 | |||||||||||
CHEVRON CORP UNSEC FRN | Cash Equivalent - 1.83%, 2019 | ** | 1,866,026 | |||||||||||
CITIGROUP INC SR UNSEC | Corporate Bonds - 2.45%, 2020 | ** | 907,011 | |||||||||||
COMM 2013-CR11 ASB WM23 WC5.205219817 | Mortgage - 3.66%, 2050 | ** | 1,449,789 | |||||||||||
COMM 2014-CR19 ASB WM14 | Mortgage - 3.50%, 2047 | ** | 1,859,847 | |||||||||||
COMM 2014-UBS6 ASB WM14 | Mortgage - 3.39%, 2047 | ** | 1,854,863 | |||||||||||
COMM 2015-CR23 A3 WM15 | Mortgage - 3.23%, 2048 | ** | 1,758,959 | |||||||||||
COMM 2015-CR23 ASB WM15 | Mortgage - 3.26%, 2048 | ** | 1,231,630 | |||||||||||
COMM 2015-DC1 ASB WM15 | Mortgage - 3.14%, 2048 | ** | 1,681,349 | |||||||||||
COMM 2015-LC19 ASB | Mortgage - 3.04%, 2048 | ** | 1,319,485 | |||||||||||
COMM 2015-LC21 ASB | Mortgage - 3.42%, 2048 | ** | 2,272,284 | |||||||||||
COMPASS BANK SR UNSEC | Corporate Bonds - 2.75%, 2019 | ** | 1,913,892 | |||||||||||
CRED SUIS GP FUN LTD SR UNSEC | Corporate Bonds - 3.80%, 2023 | ** | 361,852 | |||||||||||
CREDIT SUISSE NEW YORK SR UNSEC | Corporate Bonds - 3.00%, 2021 | ** | 2,027,701 | |||||||||||
CSAIL 2015-C1 ASB WM15 | Mortgage - 3.35%, 2050 | ** | 1,082,416 | |||||||||||
CSAIL 2015-C4 ASB WM25 WC4.608 | Mortgage - 3.62%, 2048 | ** | 2,391,212 | |||||||||||
CSAIL 2017-CX9 ASB | Mortgage - 3.26%, 2050 | ** | 1,023,043 | |||||||||||
DAIMLER FINANCE NA LLC SR UNSEC 144A | Corporate Bonds - 2.20%, 2020 | ** | 1,594,683 | |||||||||||
DBS GROUP HOLDINGS LTD SR UNSEC 144A | Cash Equivalent - 1.86%, 2019 | ** | 1,003,810 | |||||||||||
DEUTSCHE BANK AG SR UNSEC | Corporate Bonds - 4.25%, 2021 | ** | 1,883,934 | |||||||||||
DEVELOPMENT BK OF JAPAN SR UNSEC REGS | Cash Equivalent - 1.00%, 2018 | ** | 501,071 | |||||||||||
DEXIA CREDIT LOCAL | Corporate Bonds - 2.25%, 2020 | ** | 2,808,158 | |||||||||||
DISCOVER FINANCIAL SVS SR UNSEC | Corporate Bonds - 3.20%, 2021 | ** | 3,068,151 | |||||||||||
EL PASO PIPELINE PART OP SR UNSEC | Corporate Bonds - 4.30%, 2024 | ** | 1,570,157 | |||||||||||
ENBRIDGE INC SR UNSEC | Corporate Bonds - 1.75%, 2020 | ** | 803,242 | |||||||||||
ENBRIDGE INC SR UNSEC | Corporate Bonds - 2.29%, 2020 | ** | 2,121,519 | |||||||||||
EUROPEAN INVESTMENT BANK SR UNSEC | Corporate Bonds - 2.00%, 2021 | ** | 2,742,561 | |||||||||||
FED HOME LN MTGE GLBL NT (2.5MMM) | Corporate Bonds - 1.63%, 2020 | ** | 2,974,259 | |||||||||||
FHA 221D4 P4/02 GREY 54 NCP | Mortgage - 7.43%, 2023 | ** | 199 | |||||||||||
FHLMC GOLD 30YR #Q3-1614 | Mortgage - 3.00%, 2045 | ** | 2,550,896 |
(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 | |||||||||||
FHLMC GOLD 30YR #Q3-3509 | Mortgage - 3.00%, 2045 | ** | 695,723 | |||||||||||
FHLMC GOLD 30YR GNT #G0-8687 | Mortgage - 3.50%, 2046 | ** | 7,243,985 | |||||||||||
FHLMC GOLD 30YR GNT #G0-8693 | Mortgage - 3.50%, 2046 | ** | 186,089 | |||||||||||
FHLMC TBA GOLD 3.5% FEB 30YR | Mortgage - 3.50%, 2048 | ** | (4,944 | ) | ||||||||||
FHLMC TBA GOLD 3.5% JAN 30YR | Mortgage - 3.50%, 2048 | ** | 7,329 | |||||||||||
FHLMC TBA GOLD 4.0% FEB 30YR | Mortgage - 4.00%, 2048 | ** | 16,500 | |||||||||||
FHLMC TBA GOLD 4.0% JAN 30YR | Mortgage - 4.00%, 2048 | ** | (16,750 | ) | ||||||||||
FHMS K065 A1 WM27 WC4.3550 | Mortgage - 2.86%, 2026 | ** | 1,407,504 | |||||||||||
FHMS K070 A1 | Mortgage - 3.03%, 2027 | ** | 4,085,931 | |||||||||||
FHMS KJ11 A1 | Mortgage - 2.05%, 2022 | ** | 1,278,869 | |||||||||||
FHMS KP03 A2 WM16WC.000 | Mortgage - 1.78%, 2019 | ** | 423,419 | |||||||||||
FHR 2666 OD PAC WM23 WC5.84 | Mortgage - 5.50%, 2023 | ** | 543,907 | |||||||||||
FHR 2739 PG PAC WM33 WC5.552 | Mortgage - 5.00%, 2034 | ** | 811,167 | |||||||||||
FHR 2764 UE WM32 WC5.4879 | Cash Equivalent - 5.00%, 2032 | ** | 94,156 | |||||||||||
FHR 2950 FN 1MLIB+45 | Cash Equivalent - 1.93%, 2035 | ** | 219,545 | |||||||||||
FHR 3185 GT SEQ WM26 WC6.43 | Mortgage - 6.00%, 2026 | ** | 193,100 | |||||||||||
FHR 3225 HF 1MLIB+51BP | Cash Equivalent - 1.99%, 2036 | ** | 267,027 | |||||||||||
FHR 3311 FN 1MLIB+30BP | Cash Equivalent - 1.78%, 2037 | ** | 87,450 | |||||||||||
FHR 3318 FL 1MLIB+40 | Cash Equivalent - 1.88%, 2037 | ** | 254,727 | |||||||||||
FHR 3339 FL 1MLIB+58 | Cash Equivalent - 2.06%, 2037 | ** | 166,490 | |||||||||||
FHR 3355 BF 1MLIB+70 | Cash Equivalent - 2.18%, 2037 | ** | 297,102 | |||||||||||
FHR 3368 AF 1MLIB+72 | Cash Equivalent - 2.20%, 2037 | ** | 39,265 | |||||||||||
FHR 3666 FC 1MLIB+73 | Cash Equivalent - 2.21%, 2040 | ** | 138,123 | |||||||||||
FHR 3699 FD VA 1MLIB+60 | Cash Equivalent - 2.08%, 2040 | ** | 380,961 | |||||||||||
FHR 3740 DF 1MLIB+48 | Cash Equivalent - 1.96%, 2040 | ** | 669,208 | |||||||||||
FHR 3743 FA 1MLIB+60 | Cash Equivalent - 2.08%, 2040 | ** | 1,113,646 | |||||||||||
FHR 3747 WF VA 1MLIB+48 | Cash Equivalent - 1.96%, 2040 | ** | 964,100 | |||||||||||
FHR 3751 FG 1MLIB+50 | Cash Equivalent - 1.98%, 2050 | ** | 95,458 | |||||||||||
FHR 3843 FE 1MLIB+55BP | Cash Equivalent - 2.03%, 2041 | ** | 1,356,041 | |||||||||||
FHR 3843 FG 1MLIB+55BP | Cash Equivalent - 2.03%, 2041 | ** | 1,355,207 | |||||||||||
FHR 3977 FB 1MLIB+52BP | Cash Equivalent - 2.00%, 2041 | ** | 1,585,913 | |||||||||||
FHR 3984 DF 1M LIBOR +55BP | Cash Equivalent - 2.03%, 2042 | ** | 2,008,271 | |||||||||||
FHR 4400 FA 1MLIB + 40 BP | Cash Equivalent - 1.88%, 2041 | ** | 976,163 | |||||||||||
FIN FUT EURO$ CME (WHT) 03/19/18 | Future - 0.00%, 2018 | ** | 2,700 | |||||||||||
FIN FUT EURO$ CME (WHT) 06/18/18 | Future - 0.00%, 2018 | ** | 4,350 | |||||||||||
FIN FUT US 2YR CBT 03/29/18 | Future - 6.00%, 2018 | ** | (625 | ) | ||||||||||
FIN FUT US ULTRA 30YR CBT 03/20/18 | Future - 6.00%, 2018 | ** | (10,500 | ) | ||||||||||
FL ST BRD OF ADMIN | Municipals - 2.64%, 2021 | ** | 1,110,411 | |||||||||||
FN ARM AL7090 H15T1Y+222.1 9.447 | Cash Equivalent - 3.32%, 2037 | ** | 958,820 |
(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 | |||||||||||
FNA 2017-M8 A1 WM27 WC4.598 | Mortgage - 2.65%, 2027 | ** | 2,269,641 | |||||||||||
FNMA NT (3MMM) | Corporate Bonds - 1.50%, 2020 | ** | 8,936,619 | |||||||||||
FNMA PASS THRU 20YR #254916 | Cash Equivalent - 5.50%, 2023 | ** | 179,424 | |||||||||||
FNMA PASS THRU 20YR #255075 | Cash Equivalent - 5.50%, 2024 | ** | 206,070 | |||||||||||
FNMA PASS THRU 20YR #AL6722 | Cash Equivalent - 5.00%, 2030 | ** | 2,684,476 | |||||||||||
FNMA PASS THRU 30YR #848210 | Cash Equivalent - 5.50%, 2035 | ** | 245,719 | |||||||||||
FNMA PASS THRU 30YR #884863 | Cash Equivalent - 5.50%, 2036 | ** | 202,515 | |||||||||||
FNMA PASS THRU 30YR #890365 | Cash Equivalent - 5.50%, 2041 | ** | 251,718 | |||||||||||
FNMA PASS THRU 30YR #938504 | Cash Equivalent - 5.50%, 2037 | ** | 135,872 | |||||||||||
FNMA TBA 3.0% FEB 30YR | Mortgage - 3.00%, 2047 | ** | 97,231 | |||||||||||
FNMA TBA 3.0% JAN 15YR | Mortgage - 3.00%, 2033 | ** | (2,922 | ) | ||||||||||
FNMA TBA 3.0% JAN 30YR | Mortgage - 3.00%, 2048 | ** | (78,217 | ) | ||||||||||
FNMA TBA 3.5% FEB 30YR | Mortgage - 3.50%, 2048 | ** | 55,778 | |||||||||||
FNMA TBA 3.5% JAN 30YR | Mortgage - 3.50%, 2048 | ** | (42,305 | ) | ||||||||||
FNMA TBA 3.5% MAR 30YR | Mortgage - 3.50%, 2048 | ** | 7,617 | |||||||||||
FNMA TBA 4.0% FEB 30YR | Mortgage - 4.00%, 2048 | ** | (2,796 | ) | ||||||||||
FNMA TBA 4.0% JAN 30YR | Mortgage - 4.00%, 2048 | ** | (45,877 | ) | ||||||||||
FNMA TBA 4.0% MAR 30YR | Mortgage - 4.00%, 2048 | ** | 23,795 | |||||||||||
FNMA TBA 5.0% FEB 30YR | Mortgage - 5.00%, 2048 | ** | 7,129 | |||||||||||
FNMA TBA 5.0% JAN 30YR | Mortgage - 5.00%, 2048 | ** | (41,016 | ) | ||||||||||
FNR 2005-109 PV WM32 WC6.509500 | Cash Equivalent - 6.00%, 2032 | ** | 953 | |||||||||||
FNR 2005-13 FA 1MLIB+45 | Cash Equivalent - 2.00%, 2035 | ** | 618,149 | |||||||||||
FNR 2005-29 JB WM33 WC7.0709 | Mortgage - 4.50%, 2035 | ** | 1,278 | |||||||||||
FNR 2005-68 PC WM34 WC6.55 | Mortgage - 5.50%, 2035 | ** | 3,312 | |||||||||||
FNR 2006-129 FM 1MLIB+25 | Cash Equivalent - 1.80%, 2037 | ** | 89,614 | |||||||||||
FNR 2007-109 GF 1MLIB+68 | Cash Equivalent - 2.23%, 2037 | ** | 690,611 | |||||||||||
FNR 2007-25 FB 1MLIB+33BP | Cash Equivalent - 1.88%, 2037 | ** | 48,542 | |||||||||||
FNR 2007-27 FA 1MLIB+31BP | Cash Equivalent - 1.86%, 2037 | ** | 23,649 | |||||||||||
FNR 2007-38 FC 1MLIB+42 | Cash Equivalent - 1.97%, 2037 | ** | 156,522 | |||||||||||
FNR 2007-70 FA 1MLIB+35BP | Cash Equivalent - 1.90%, 2037 | ** | 129,220 | |||||||||||
FNR 2008-12 FA 1MLIB+67BP FRN | Cash Equivalent - 2.22%, 2038 | ** | 1,003,235 | |||||||||||
FNR 2010-111 FC 1MLIB+52 | Cash Equivalent - 2.07%, 2040 | ** | 146,329 | |||||||||||
FNR 2010-115 FM 1MLIB+50 | Cash Equivalent - 2.05%, 2040 | ** | 1,107,001 | |||||||||||
FNR 2010-117 FE 1MLIB+40BP | Cash Equivalent - 1.95%, 2040 | ** | 99,301 | |||||||||||
FNR 2010-129 FM 1MLIB+50 | Cash Equivalent - 2.05%, 2040 | ** | 269,387 | |||||||||||
FNR 2010-135 LF 1MLIB+45 | Cash Equivalent - 2.00%, 2040 | ** | 483,018 | |||||||||||
FNR 2010-141 FB 1MLIB+47 | Cash Equivalent - 2.02%, 2040 | ** | 142,329 | |||||||||||
FNR 2010-2 GF 1MLIB+55BP | Cash Equivalent - 2.10%, 2049 | ** | 323,074 | |||||||||||
FNR 2010-46 WF 1MLIB+75BP | Cash Equivalent - 2.30%, 2040 | ** | 1,313,376 |
(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 2010-59 FA 1MLIB+73BP | Cash Equivalent - 2.28%, 2040 | ** | 1,954,774 | |||||||||||
FNR 2011-3 FA 1MLIB+68 | Cash Equivalent - 2.23%, 2041 | ** | 2,526,576 | |||||||||||
FNR 2011-86 KF 1MLIB+55 | Cash Equivalent - 2.10%, 2041 | ** | 369,391 | |||||||||||
FNR 2011-86 NF 1MLIB+55 | Cash Equivalent - 2.10%, 2041 | ** | 803,125 | |||||||||||
FNR 2011-87 FJ 1MLIB+55BP | Cash Equivalent - 2.10%, 2041 | ** | 1,273,826 | |||||||||||
FNR 2012-141 FA 1MLIB+30BP | Cash Equivalent - 1.85%, 2042 | ** | 1,028,525 | |||||||||||
FNR 2013-39 FA 1MLIB+35BP | Cash Equivalent - 1.90%, 2043 | ** | 1,090,246 | |||||||||||
FNR 2015-79 FE 1MLIB+25BP | Cash Equivalent - 1.80%, 2045 | ** | 2,278,721 | |||||||||||
FNR 2015-87 BF 1MLIB+30BP | Cash Equivalent - 1.85%, 2045 | ** | 1,424,929 | |||||||||||
FNR 2016-11 CF 1MLIB+35BP | Cash Equivalent - 1.90%, 2046 | ** | 2,624,181 | |||||||||||
FNR 2016-40 AF 1MLIB+45BP | Cash Equivalent - 1.81%, 2046 | ** | 2,983,623 | |||||||||||
FNR 2016-64 KF WM38 WC3.3381 | Cash Equivalent - 1.83%, 2046 | ** | 3,390,695 | |||||||||||
FNR 2016-82 FM 1MLIB+40BP | Cash Equivalent - 1.76%, 2046 | ** | 4,209,748 | |||||||||||
FNR 2016-87 AF 1MLIB+40BP | Cash Equivalent - 1.76%, 2046 | ** | 4,606,748 | |||||||||||
FORD MOTOR CREDIT CO LLC SR UNSEC | Corporate Bonds - 5.00%, 2018 | ** | 4,563,167 | |||||||||||
GE CAPITAL INTL FUNDING SR UNSEC | Corporate Bonds - 2.34%, 2020 | ** | 3,932,400 | |||||||||||
GENERAL ELECTRIC CO GLBL NT | Corporate Bonds - 4.63%, 2021 | ** | 769,322 | |||||||||||
GENERAL ELECTRIC CO SR UNSEC | Corporate Bonds - 2.70%, 2022 | ** | 752,070 | |||||||||||
GENERAL MOTORS FINL CO SR UNSEC | Corporate Bonds - 2.35%, 2019 | ** | 500,416 | |||||||||||
GNMA I TBA 4.0% FEB 30YR | Mortgage - 4.00%, 2048 | ** | 7,775 | |||||||||||
GNMA I TBA 4.0% JAN 30YR | Mortgage - 4.00%, 2048 | ** | (26,641 | ) | ||||||||||
GNMA II MULTPL SGL 30YR #MA3105M | Mortgage - 3.50%, 2045 | ** | 6,483,294 | |||||||||||
GNMA II TBA 4.0% FEB 30YR JMBO | Mortgage - 4.00%, 2048 | ** | (10,718 | ) | ||||||||||
GNMA II TBA 4.0% JAN 30YR JMBO | Mortgage - 4.00%, 2048 | ** | (38,797 | ) | ||||||||||
GNR 2012-149 GF 1MLIB+30BP | Cash Equivalent - 1.80%, 2042 | ** | 2,698,683 | |||||||||||
GNR 2016-154 WF 1MLIB+40BP | Cash Equivalent - 1.76%, 2045 | ** | 1,006,684 | |||||||||||
GNR 2017-57 WF 1MLIB+40BP | Cash Equivalent - 1.76%, 2045 | ** | 1,969,866 | |||||||||||
GOLDCORP INC GLBL SR UNSEC | Corporate Bonds - 3.63%, 2021 | ** | 716,842 | |||||||||||
GOLDMAN SACHS GROUP INC GLBL SR UNSEC | Corporate Bonds - 5.25%, 2021 | ** | 2,743,897 | |||||||||||
GOLDMAN SACHS GROUP INC SR NT | Corporate Bonds - 5.38%, 2020 | ** | 1,685,235 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSEC | Corporate Bonds - 4.00%, 2024 | ** | 2,538,539 | |||||||||||
HSBC HOLDINGS PLC SR UNSEC | Corporate Bonds - 3.60%, 2023 | ** | 1,341,254 | |||||||||||
HSBC HOLDINGS PLC SR UNSEC | Corporate Bonds - 3.76%, 2021 | ** | 2,110,527 | |||||||||||
HYUNDAI CAPITAL AMERICA | Corporate Bonds - 1.75%, 2019 | ** | 492,073 | |||||||||||
HYUNDAI CAPITAL AMERICA SR UNSEC 144A | Corporate Bonds - 2.55%, 2019 | ** | 1,105,019 | |||||||||||
IND & COMM BK CHINA/NY SR UNSEC | Cash Equivalent - 2.15%, 2020 | ** | 1,703,291 | |||||||||||
INTESA SANPAOLO SPA UNSEC | Corporate Bonds - 3.88%, 2018 | ** | 1,516,719 | |||||||||||
IRS USD 1.25000 12/21/16-3Y CME | Interest Rate Swap - 1.25%, 2019 | ** | (250,512 | ) | ||||||||||
IRS USD 1.50000 06/21/17-10Y CME | Interest Rate Swap - 1.50%, 2027 | ** | 379,069 |
(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 | |||||||||||
IRS USD 1.75000 12/21/16-10Y CME | Interest Rate Swap - 1.75%, 2026 | ** | 383,890 | |||||||||||
IRS USD 2.00000 07/12/17-6Y CME | Interest Rate Swap - 2.00%, 2023 | ** | 170,864 | |||||||||||
ITAU CORPBANCA 144A SR UNSEC | Corporate Bonds - 3.88%, 2019 | ** | 1,540,740 | |||||||||||
JACKSON NATL LIFE GLOBAL SEC 144A | Cash Equivalent - 1.88%, 2018 | ** | 1,702,459 | |||||||||||
JACKSON NATL LIFE GLOBAL SEC 144A | Corporate Bonds - 2.50%, 2022 | ** | 1,979,325 | |||||||||||
JAPAN FIN ORG MUNICIPAL REGS | Cash Equivalent - 1.38%, 2018 | ** | 501,382 | |||||||||||
JPMBB 2013-C17 ASB WM23 WC4.9082 | Mortgage - 3.71%, 2047 | ** | 1,454,871 | |||||||||||
JPMBB 2014-C22 ASB WM24 WC4.580566404 | Mortgage - 3.50%, 2047 | ** | 1,809,287 | |||||||||||
JPMBB 2015-C27 ASB | Mortgage - 3.02%, 2048 | ** | 1,623,270 | |||||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate Bonds - 2.78%, 2023 | ** | 1,506,863 | |||||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate Bonds - 4.25%, 2020 | ** | 3,231,187 | |||||||||||
JPMORGAN CHASE & CO UNSEC | Corporate Bonds - 3.90%, 2025 | ** | 2,649,848 | |||||||||||
JPN BANK FOR INT'L COOP | Corporate Bonds - 2.13%, 2020 | ** | 3,094,715 | |||||||||||
KFW SR UNSEC | Corporate Bonds - 1.50%, 2019 | ** | 1,798,556 | |||||||||||
KINDER MORGAN ENER PART | Corporate Bonds - 3.95%, 2022 | ** | 2,159,713 | |||||||||||
KINDER MORGAN INC SNR S* ICE | Credit Default Swap - 1.00%, 2021 | ** | 8,230 | |||||||||||
KRAFT FOODS GROUP INC WI SR UNSEC | Corporate Bonds - 5.38%, 2020 | ** | 107,243 | |||||||||||
KRAFT HEINZ FOODS CO SR UNSEC | Corporate Bonds - 1.82%, 2019 | ** | 1,807,524 | |||||||||||
KRAFT HEINZ FOODS CO SR UNSEC | Corporate Bonds - 1.98%, 2021 | ** | 100,465 | |||||||||||
LLOYDS BANKING GROUP PLC SR UNSEC | Corporate Bonds - 2.91%, 2023 | ** | 1,890,714 | |||||||||||
LOS ANGELES CO REDEV | Municipals - 2.00%, 2023 | ** | 1,835,019 | |||||||||||
MEXICO LA SP GST | Credit Default Swap - 1.00%, 2019 | ** | 28,106 | |||||||||||
MIZUHO FINANCIAL GROUP SR UNSEC | Corporate Bonds - 2.70%, 2021 | ** | 3,154,702 | |||||||||||
MOODY'S CORPORATION SR UNSEC | Corporate Bonds - 4.88%, 2024 | ** | 3,332,050 | |||||||||||
MORGAN STANLEY | Corporate Bonds - 5.50%, 2020 | ** | 2,173,921 | |||||||||||
MORGAN STANLEY NT | Corporate Bonds - 5.50%, 2020 | ** | 4,404,157 | |||||||||||
MSBAM 2013-C13 ASB WM23 WC4.922172434 | Mortgage - 3.56%, 2046 | ** | 1,137,186 | |||||||||||
MSBAM 2014-C16 A4 WM23 C4.78111 | Mortgage - 3.60%, 2047 | ** | 2,130,141 | |||||||||||
MSBAM 2014-C18 A2 WM14 | Mortgage - 3.19%, 2047 | ** | 2,183,130 | |||||||||||
MSBAM 2015-C20 ASB WM24 WC4.486757058 | Mortgage - 3.07%, 2048 | ** | 1,219,633 | |||||||||||
NA DEVELOPMENT BANK GLBL SR UNSECURED | Corporate Bonds - 4.38%, 2020 | ** | 5,051,117 | |||||||||||
NATIONAL AUSTRALIA BK/NY SR UNSEC | Corporate Bonds - 2.25%, 2020 | ** | 2,111,755 | |||||||||||
NAVSL 2015-1 A1 1MLIB+30BP | Cash Equivalent - 1.85%, 2022 | ** | 180,072 | |||||||||||
NISSAN MOTOR ACCEPTANCE SR UNSEC 144A | Corporate Bonds - 2.25%, 2020 | ** | 2,009,371 | |||||||||||
NISSAN MOTOR ACCEPTANCE SR UNSEC 144A | Corporate Bonds - 2.15%, 2020 | ** | 398,160 | |||||||||||
PENSKE TRUCK LEASING/PTL SR UNSEC 144A | Corporate Bonds - 3.05%, 2020 | ** | 1,633,689 | |||||||||||
PRIVATE EXPORT FUNDING SR UNSEC 144A | Corporate Bonds - 2.10%, 2019 | ** | 1,598,982 |
(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 | |||||||||||
PROTECTIVE LIFE GLOBAL SEC 144A | Corporate Bonds - 2.16%, 2020 | ** | 1,687,947 | |||||||||||
PRUDENTIAL FINANCIAL INC SNR S* ICE | Credit Default Swap - 1.00%, 2021 | ** | 37,366 | |||||||||||
QUALCOMM INC SR UNSEC | Corporate Bonds - 2.10%, 2020 | ** | 1,197,058 | |||||||||||
RABOBANK NEDERLAND UTREC | Corporate Bonds - 3.88%, 2022 | ** | 3,710,190 | |||||||||||
SANTANDER HOLDINGS USA SR UNSEC | Corporate Bonds - 4.50%, 2025 | ** | 1,162,434 | |||||||||||
SANTANDER UK GROUP HLDGS SR UNSEC | Corporate Bonds - 2.88%, 2021 | ** | 1,508,433 | |||||||||||
SAUDI INTERNATIONAL BOND | Government, Non US - 2.88%, 2023 | ** | 2,965,830 | |||||||||||
SBA TOWER TRUST NT SEC 144A 1A C | Corporate Bonds - 2.90%, 2044 | ** | 2,207,908 | |||||||||||
SINOPEC GRP OVERSEA 2014 | Corporate Bonds - 2.75%, 2019 | ** | 3,018,454 | |||||||||||
SLCLT 2005-1 A3 3MLIB+10BP | Cash Equivalent - 1.52%, 2025 | ** | 1,177,331 | |||||||||||
SLCLT 2005-2 A3 3MLIB+11BP | Cash Equivalent - 1.70%, 2027 | ** | 1,242,596 | |||||||||||
SLCLT 2006-1 A5 3MLIB+11BP | Cash Equivalent - 1.70%, 2027 | ** | 1,051,495 | |||||||||||
SLCLT 2006-2 A5 3MLIB+10BP | Cash Equivalent - 1.69%, 2026 | ** | 1,135,597 | |||||||||||
SLMA 2004-1 A3 | Cash Equivalent - 1.58%, 2023 | ** | 322,442 | |||||||||||
SLMA 2004-3 A5 3MLIB+17 | Cash Equivalent - 1.54%, 2023 | ** | 622,341 | |||||||||||
SLMA 2005-3 A5 | Cash Equivalent - 1.46%, 2024 | ** | 715,955 | |||||||||||
SLMA 2005-4 A3 | Cash Equivalent - 1.49%, 2027 | ** | 1,250,516 | |||||||||||
SLMA 2005-6 A5A 3MLIB+11BP | Cash Equivalent - 1.48%, 2026 | ** | 209,157 | |||||||||||
SLMA 2005-7 A4 3MLIB+15BP | Cash Equivalent - 1.52%, 2029 | ** | 1,065,466 | |||||||||||
SLMA 2005-8 A4 3MLIB **PUT REDEMPTION** | Cash Equivalent - 1.92%, 2028 | ** | 160,042 | |||||||||||
SLMA 2006-6 A3 3MLIB+11BP | Cash Equivalent - 1.48%, 2025 | ** | 596,577 | |||||||||||
SLMA 2007-1 A5 3MLIB+9 | Cash Equivalent - 1.46%, 2026 | ** | 906,719 | |||||||||||
SOLVAY FINANCE (AMERICA) SR UNSEC 144A | Corporate Bonds - 3.40%, 2020 | ** | 1,739,700 | |||||||||||
SOUTHERN CO SR UNSEC 144A | Corporate Bonds - 2.39%, 2020 | ** | 1,614,732 | |||||||||||
STATE STREET STIF | Cash Equivalent - 1.27%, 2030 | ** | 579,303 | |||||||||||
SUMITOMO MITSUI BANKING SR UNSEC FRN | Cash Equivalent - 1.94%, 2018 | ** | 2,406,070 | |||||||||||
SUMITOMO MITSUI FINL GRP SR UNSEC | Corporate Bonds - 2.44%, 2021 | ** | 2,978,637 | |||||||||||
TECH DATA CORP SR UNSEC | Corporate Bonds - 3.70%, 2022 | ** | 708,591 | |||||||||||
TELEFONICA EMISIONES SAU | Corporate Bonds - 5.46%, 2021 | ** | 547,282 | |||||||||||
TELEFONICA EMISIONES SAU GLBL CO GTD | Corporate Bonds - 5.13%, 2020 | ** | 2,022,684 | |||||||||||
TIAA ASSET MGMT FIN LLC SR UNSEC 144A | Corporate Bonds - 2.95%, 2019 | ** | 1,519,359 | |||||||||||
U S AGENCY MTGE REPO | Cash Equivalent - 1.81%, 2018 | ** | 75,706,730 | |||||||||||
U S TREASURY NOTE | Cash Equivalent - 0.75%, 2018 | ** | 9,514,030 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2024 | ** | 4,934,711 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2024 | ** | 11,691,996 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.13%, 2022 | ** | 6,077,935 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2024 | ** | 7,971,439 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.13%, 2021 | ** | 12,780,421 | |||||||||||
U S TREASURY NOTE | US Treasury - 1.75%, 2022 | ** | 2,112,918 |
(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 | US Treasury - 1.88%, 2022 | ** | 7,077,418 | |||||||||||
U S TREASURY NOTE | US Treasury - 1.75%, 2022 | ** | 8,482,914 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.25%, 2024 | ** | 5,088,773 | |||||||||||
U S TREASURY NOTE | US Treasury - 1.88%, 2024 | ** | 4,933,527 | |||||||||||
U S TREASURY NOTE | US Treasury - 1.88%, 2022 | ** | 10,903,274 | |||||||||||
U S TREASURY NOTE | US Treasury - 1.13%, 2021 | ** | 4,173,986 | |||||||||||
U S TREASURY NOTE | US Treasury - 1.13%, 2021 | ** | 1,249,290 | |||||||||||
UBS GROUP FUNDING SWITZE SR UNSEC 144A | Corporate Bonds - 2.86%, 2023 | ** | 3,485,978 | |||||||||||
UBSBB 2013-C5 AAB WM22 WC4.120420506 | Mortgage - 2.69%, 2046 | ** | 1,209,869 | |||||||||||
UBSCM 2017-C7 ASB | Mortgage - 3.59%, 2050 | ** | 1,659,945 | |||||||||||
UNIV OF PITTSBURGH PA | Municipals - 2.32%, 2021 | ** | 3,010,759 | |||||||||||
VERIZON COMMUNICATIONS SR UNSEC 144A | Corporate Bonds - 3.38%, 2025 | ** | 4,387,523 | |||||||||||
VM CASH CCP CME FOB USD | Cash Equivalent - 0.01%, 2060 | ** | 19,815 | |||||||||||
VM CASH CCP ICE FOB USD | Cash Equivalent - 0.01%, 2060 | ** | 12,023 | |||||||||||
VM CASH FUT DOM FOB USD | Cash Equivalent - 0.01%, 2060 | ** | 9,737 | |||||||||||
VOLKSWAGEN GROUP AMERICA SR UNSEC 144A | Corporate Bonds - 1.92%, 2018 | ** | 1,001,493 | |||||||||||
WEA FINANCE LLC/WESTFIEL UNSEC 144A | Corporate Bonds - 2.70%, 2019 | ** | 3,031,181 | |||||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate Bonds - 2.47%, 2023 | ** | 1,841,849 | |||||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate - 3.55%, 2025 | ** | 2,995,270 | |||||||||||
WFCM 2015-C26 ASB WM15 | Mortgage - 2.99%, 2048 | ** | 1,519,543 | |||||||||||
WFCM 2015-C29 ASB WM15 | Mortgage - 3.40%, 2048 | ** | 1,649,067 | |||||||||||
WFCM 2015-C30 ASB WM25 WC4.53 | Mortgage - 3.41%, 2058 | ** | 1,753,617 | |||||||||||
WFCM 2016-C35 ASB WM16 WC0.0 | Mortgage - 2.79%, 2048 | ** | 1,445,192 | |||||||||||
WFCM 2017-C42 ASB | Mortgage - 3.49%, 2050 | ** | 1,551,488 | |||||||||||
WISCONSIN-A-REF-TXBL | Municipals - 1.90%, 2022 | ** | 1,855,817 | |||||||||||
Capital Preservation Fund Total | 519,781,686 | |||||||||||||
ARTISAN MIDCAP INVESTOR FUND | ||||||||||||||
STATE STREET STIF | Money market fund | ** | 5,029,109 | |||||||||||
ACTIVISION BLIZZARD INC | Common stock | ** | 704,878 | |||||||||||
ALBEMARLE CORP | Common stock | ** | 1,484,803 | |||||||||||
ALEXION PHARMACEUTICALS INC | Common stock | ** | 810,820 | |||||||||||
APTIV PLC | Common stock | ** | 2,576,711 | |||||||||||
ATLASSIAN CORP PLC, CLASS A | Common stock | ** | 3,167,828 | |||||||||||
BECTON DICKINSON AND CO | Common stock | ** | 3,043,933 | |||||||||||
BOSTON SCIENTIFIC CORP | Common stock | ** | 3,706,824 |
(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 | |||||||||||
BOX INC, CLASS A | Common stock | ** | 1,329,779 | |||||||||||
BWX TECHNOLOGIES INC | Common stock | ** | 2,037,787 | |||||||||||
CBOE GLOBAL MARKETS INC | Common stock | ** | 2,221,564 | |||||||||||
CBS CORP, CLASS B NON VOTING | Common stock | ** | 2,486,319 | |||||||||||
CIGNA CORP | Common stock | ** | 4,124,758 | |||||||||||
CINTAS CORP | Common stock | ** | 2,814,601 | |||||||||||
COHERENT INC | Common stock | ** | 962,088 | |||||||||||
CONCHO RESOURCES INC | Common stock | ** | 3,351,558 | |||||||||||
DELPHI TECHNOLOGIES PLC | Common stock | ** | 647,322 | |||||||||||
DENTSPLY SIRONA INC | Common stock | ** | 1,009,964 | |||||||||||
DEXCOM INC | Common stock | ** | 782,972 | |||||||||||
DIAMONDBACK ENERGY INC | Common stock | ** | 2,640,266 | |||||||||||
DISCOVER FINANCIAL SERVICES | Common stock | ** | 1,653,011 | |||||||||||
EDWARDS LIFESCIENCES CORP | Common stock | ** | 2,457,642 | |||||||||||
EXPEDIA GROUP INC | Common stock | ** | 1,588,989 | |||||||||||
FIDELITY NATIONAL INFO SERV | Common stock | ** | 1,927,057 | |||||||||||
FIRST REPUBLIC BANK/CA | Common stock | ** | 2,533,007 | |||||||||||
FORTUNE BRANDS HOME & SECURITY | Common stock | ** | 2,797,417 | |||||||||||
GARDNER DENVER HOLDINGS INC | Common stock | ** | 2,057,956 | |||||||||||
GARTNER INC | Common stock | ** | 2,790,086 | |||||||||||
GLOBAL PAYMENTS INC | Common stock | ** | 6,165,261 | |||||||||||
GUIDEWIRE SOFTWARE INC | Common stock | ** | 2,786,012 | |||||||||||
HARRIS CORP | Common stock | ** | 2,867,138 | |||||||||||
HUBSPOT INC | Common stock | ** | 617,297 | |||||||||||
IHS MARKIT LTD | Common stock | ** | 4,951,871 | |||||||||||
LKQ CORP | Common stock | ** | 6,475,599 | |||||||||||
MATCH GROUP INC | Common stock | ** | 953,953 | |||||||||||
MAXIM INTEGRATED PRODUCTS | Common stock | ** | 1,645,199 | |||||||||||
MONSTER BEVERAGE CORP | Common stock | ** | 2,467,740 | |||||||||||
MOTOROLA SOLUTIONS INC | Common stock | ** | 2,128,772 | |||||||||||
NEUROCRINE BIOSCIENCES INC | Common stock | ** | 699,551 | |||||||||||
PROGRESSIVE CORP | Common stock | ** | 4,983,363 | |||||||||||
PROOFPOINT INC | Common stock | ** | 2,334,016 | |||||||||||
REGENERON PHARMACEUTICALS | Common stock | ** | 1,388,044 | |||||||||||
ROPER TECHNOLOGIES INC | Common stock | ** | 2,904,685 | |||||||||||
S+P GLOBAL INC | Common stock | ** | 4,982,223 | |||||||||||
SEALED AIR CORP | Common stock | ** | 595,593 |
(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 | |||||||||||
SKECHERS USA INC, CLASS A | Common stock | ** | 695,499 | |||||||||||
SMITH (A.O.) CORP | Common stock | ** | 1,405,947 | |||||||||||
STANLEY BLACK + DECKER INC | Common stock | ** | 1,102,137 | |||||||||||
SVB FINANCIAL GROUP | Common stock | ** | 2,077,982 | |||||||||||
TABLEAU SOFTWARE INC, CLASS A | Common stock | ** | 2,982,728 | |||||||||||
TD AMERITRADE HOLDING CORP | Common stock | ** | 1,797,271 | |||||||||||
TRANSUNION | Common stock | ** | 2,173,338 | |||||||||||
VEEVA SYSTEMS INC, CLASS A | Common stock | ** | 2,715,519 | |||||||||||
WABTEC CORP | Common stock | ** | 1,809,456 | |||||||||||
WASTE CONNECTIONS INC | Common stock | ** | 2,668,408 | |||||||||||
WAYFAIR INC, CLASS A | Common stock | ** | 1,156,450 | |||||||||||
WEST PHARMACEUTICAL SERVICES | Common stock | ** | 1,117,142 | |||||||||||
WORKDAY INC, CLASS A | Common stock | ** | 1,092,789 | |||||||||||
WORLDPAY INC, CLASS A | Common stock | ** | 2,363,088 | |||||||||||
ZYNGA INC, CLASS A | Common stock | ** | 383,140 | |||||||||||
Artisan Midcap Investor Fund Total | 137,226,260 | |||||||||||||
METWEST TOTAL RETURN FUND | ||||||||||||||
STATE STREET STIF | Money market fund | ** | 6,244,008 | |||||||||||
ABBVIE INC SR UNSECURED | Corporate Bonds - 4.30%, 2036 | ** | 107,153 | |||||||||||
ABBVIE INC SR UNSECURED | Corporate Bonds - 4.70%, 2045 | ** | 140,159 | |||||||||||
ACE SECURITIES CORP. ACE 2004 IN1 A1 | Other Asset Backed - 2.19%, 2034 | ** | 1,130,669 | |||||||||||
AERCAP IRELAND CAP/GLOBA COMPANY GUAR | Corporate Bonds - 3.95%, 2022 | ** | 257,662 | |||||||||||
AETNA INC SR UNSECURED | Corporate Bonds - 1.70%, 2018 | ** | 549,136 | |||||||||||
ALEXANDRIA REAL ESTATE E COMPANY GUAR | Corporate Bonds - 2.75%, 2020 | ** | 502,106 | |||||||||||
ALIMENTATION COUCHE TARD COMPANY GUAR 144A | Corporate Bonds - 3.55%, 2027 | ** | 474,560 | |||||||||||
ALLERGAN FUNDING SCS COMPANY GUAR | Corporate Bonds - 4.55%, 2035 | ** | 185,179 | |||||||||||
AMAZON.COM INC SR UNSECURED 144A | Corporate Bonds - 2.80%, 2024 | ** | 353,921 | |||||||||||
AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T | Other Asset Backed - 4.00%, 2027 | ** | 329,869 | |||||||||||
AMERICA WEST AIR 2000 1 PASS THRU CE | Corporate Bonds - 8.06%, 2022 | ** | 382,628 | |||||||||||
AMERICAN CAMPUS CMNTYS COMPANY GUAR | Corporate Bonds - 3.35%, 2020 | ** | 407,947 | |||||||||||
AMERICAN HOME MORTGAGE INVESTM AHM 2004 4 4A | Mortgage - 3.66%, 2045 | ** | 624,226 | |||||||||||
AMERICAN TOWER CORP SR UNSECURED | Corporate Bonds - 3.00%, 2023 | ** | 239,371 | |||||||||||
AMGEN INC SR UNSECURED | Corporate Bonds - 4.66%, 2051 | ** | 307,589 |
(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 | |||||||||||
ANHEUSER BUSCH INBEV FIN COMPANY GUAR | Corporate Bonds - 3.65%, 2026 | ** | 154,797 | |||||||||||
ANHEUSER BUSCH INBEV FIN COMPANY GUAR | Corporate Bonds - 4.90%, 2046 | ** | 139,079 | |||||||||||
ANTHEM INC SR UNSECURED | Corporate Bonds - 2.25%, 2019 | ** | 299,439 | |||||||||||
ASTRAZENECA PLC SR UNSECURED | Corporate Bonds - 3.13%, 2027 | ** | 123,521 | |||||||||||
AT+T INC SR UNSECURED | Corporate Bonds - 5.25%, 2037 | ** | 407,185 | |||||||||||
AT+T INC SR UNSECURED | Corporate Bonds - 4.75%, 2046 | ** | 469,463 | |||||||||||
AT+T INC SR UNSECURED | Corporate Bonds - 4.80%, 2044 | ** | 212,653 | |||||||||||
AT+T INC SR UNSECURED | Corporate Bonds - 4.90%, 2037 | ** | 278,464 | |||||||||||
AT+T INC SR UNSECURED 144A | Corporate Bonds - 4.30%, 2030 | ** | 249,301 | |||||||||||
BABSON CLO LTD BABSN 2015 IA A 144A | Other Asset Backed - 2.79%, 2027 | ** | 584,516 | |||||||||||
BANC OF AMERICA MERRILL LYNCH BAMLL 2012 PARK A 144A | Mortgage - 2.96%, 2030 | ** | 222,463 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | Corporate Bonds - 6.88%, 2018 | ** | 903,597 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | Corporate Bonds - 5.65%, 2018 | ** | 1,158,664 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | Corporate Bonds - 2.37%, 2021 | ** | 798,599 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | Corporate Bonds - 3.59%, 2028 | ** | 670,859 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | Corporate Bonds - 3.09%, 2025 | ** | 354,186 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED 144A | Corporate Bonds - 3.00%, 2023 | ** | 377,968 | |||||||||||
BANK OF NY MELLON CORP SR UNSECURED | Corporate Bonds - 2.66%, 2023 | ** | 599,679 | |||||||||||
BAT CAPITAL CORP COMPANY GUAR 144A | Corporate Bonds - 2.30%, 2020 | ** | 497,250 | |||||||||||
BAXALTA INC COMPANY GUAR | Corporate Bonds - 2.88%, 2020 | ** | 427,745 | |||||||||||
BCAP LLC TRUST BCAP 2008 IND2 A1 | Mortgage - 3.20%, 2038 | ** | 490,618 | |||||||||||
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 9A | Mortgage - 3.74%, 2033 | ** | 671,686 | |||||||||||
BEAR STEARNS COS LLC COMPANY GUAR | Corporate Bonds - 7.25%, 2018 | ** | 1,912,617 | |||||||||||
BOSTON PROPERTIES LP SR UNSECURED | Corporate Bonds - 3.20%, 2025 | ** | 239,235 | |||||||||||
CANADIAN NATL RESOURCES SR UNSECURED | Corporate Bonds - 3.85%, 2027 | ** | 75,530 | |||||||||||
CELGENE CORP SR UNSECURED | Corporate Bonds - 5.00%, 2045 | ** | 397,106 | |||||||||||
CENTEX HOME EQUITY CXHE 2005 D M2 | Other Asset Backed - 2.01%, 2005 | ** | 921,961 | |||||||||||
CHARTER COMM OPT LLC/CAP SR SECURED | Corporate Bonds - 4.46%, 2022 | ** | 620,793 | |||||||||||
CIGNA CORP SR UNSECURED | Corporate Bonds - 3.05%, 2027 | ** | 348,693 | |||||||||||
CITIGROUP INC SR UNSECURED | Corporate Bonds - 1.80%, 2018 | ** | 499,948 | |||||||||||
CITIGROUP INC SR UNSECURED | Corporate Bonds - 1.75%, 2018 | ** | 999,166 | |||||||||||
CITIGROUP INC SR UNSECURED | Corporate Bonds - 6.13%, 2018 | ** | 639,546 | |||||||||||
CITIGROUP INC SR UNSECURED | Corporate Bonds - 2.50%, 2019 | ** | 601,841 | |||||||||||
CITIGROUP INC SR UNSECURED | Corporate Bonds - 3.67%, 2028 | ** | 593,511 | |||||||||||
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 6 2A1 144A | Mortgage - 1.60%, 2035 | ** | 540,990 |
(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 | |||||||||||
COLLEGIATE FUNDING SERVICES ED COELT 2005 A A4 | Other Asset Backed - 1.53%, 2035 | ** | 1,041,939 | |||||||||||
COLUMBIA PIPELINE GROUP COMPANY GUAR | Corporate Bonds - 2.45%, 2018 | ** | 750,443 | |||||||||||
COMM MORTGAGE TRUST COMM 2013 300P A1 144A | Mortgage - 4.35%, 2030 | ** | 219,639 | |||||||||||
COMM MORTGAGE TRUST COMM 2016 787S A 144A | Mortgage - 3.55%, 2036 | ** | 219,582 | |||||||||||
CONTL AIRLINES 2007 1 PASS THRU CE | Corporate Bonds - 5.98%, 2023 | ** | 109,741 | |||||||||||
CONTL AIRLINES 2009 2 PASS THRU CE | Corporate Bonds - 7.25%, 2021 | ** | 611,390 | |||||||||||
COX COMMUNICATIONS INC SR UNSECURED 144A | Corporate Bonds - 3.15%, 2024 | ** | 344,710 | |||||||||||
CROWN CASTLE INTL CORP SR UNSECURED | Corporate Bonds - 3.20%, 2024 | ** | 588,831 | |||||||||||
CVS HEALTH CORP SR UNSECURED | Corporate Bonds - 5.13%, 2045 | ** | 229,219 | |||||||||||
DRYDEN SENIOR LOAN FUND DRSLF 2012 25A ARR 144A | Other Asset Backed - 2.26%, 2027 | ** | 324,836 | |||||||||||
DUKE ENERGY CAROLINAS 1ST REF MORT | Corporate Bonds - 3.75%, 2045 | ** | 720,934 | |||||||||||
DUKE ENERGY PROGRESS INC 1ST MORTGAGE | Corporate Bonds - 4.20%, 2045 | ** | 551,428 | |||||||||||
DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A | Corporate Bonds - 5.90%, 2021 | ** | 884,548 | |||||||||||
EMERA US FINANCE LP COMPANY GUAR | Corporate Bonds - 2.15%, 2019 | ** | 657,432 | |||||||||||
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 4 M1 | Other Asset Backed - 1.97%, 2036 | ** | 104,429 | |||||||||||
ENERGY TRANSFER PARTNERS COMPANY GUAR | Corporate Bonds - 5.15%, 2045 | ** | 340,321 | |||||||||||
FANNIEMAE ACES FNA 2012 M11 FA | Mortgage - 1.74%, 2019 | ** | 454,957 | |||||||||||
FANNIEMAE ACES FNA 2015 M1 A2 | Mortgage - 2.53%, 2024 | ** | 1,142,848 | |||||||||||
FANNIEMAE ACES FNA 2017 M11 FA | Mortgage - 1.71%, 2024 | ** | 1,073,737 | |||||||||||
FARMERS EXCHANGE CAP III SUBORDINATED 144A | Corporate Bonds - 5.45%, 2054 | ** | 776,016 | |||||||||||
FED HM LN PC POOL G07957 FG | Mortgage - 4.00%, 2045 | ** | 940,919 | |||||||||||
FED HM LN PC POOL G08676 FG | Mortgage - 3.50%, 2045 | ** | 640,836 | |||||||||||
FED HM LN PC POOL G08707 FG | Mortgage - 4.00%, 2046 | ** | 501,581 | |||||||||||
FED HM LN PC POOL G08711 FG | Mortgage - 3.50%, 2046 | ** | 1,270,544 | |||||||||||
FED HM LN PC POOL G08712 FG | Mortgage - 4.00%, 2046 | ** | 380,508 | |||||||||||
FED HM LN PC POOL G08715 FG | Mortgage - 3.00%, 2046 | ** | 1,437,745 | |||||||||||
FED HM LN PC POOL G08716 FG | Mortgage - 3.50%, 2046 | ** | 424,033 | |||||||||||
FED HM LN PC POOL G08721 FG | Mortgage - 3.00%, 2046 | ** | 793,819 | |||||||||||
FED HM LN PC POOL G08726 FG | Mortgage - 3.00%, 2046 | ** | 943,067 | |||||||||||
FED HM LN PC POOL G08732 FG | Mortgage - 3.00%, 2046 | ** | 1,057,819 | |||||||||||
FED HM LN PC POOL G08741 FG | Mortgage - 3.00%, 2047 | ** | 302,203 | |||||||||||
FED HM LN PC POOL G08747 FG | Mortgage - 3.00%, 2047 | ** | 517,934 | |||||||||||
FED HM LN PC POOL G08750 FG | Mortgage - 3.00%, 2047 | ** | 1,800,413 |
(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 | |||||||||||
FED HM LN PC POOL G08791 FG | Mortgage - 3.00%, 2047 | ** | 324,327 | |||||||||||
FED HM LN PC POOL G08792 FG | Mortgage - 3.50%, 2047 | ** | 691,939 | |||||||||||
FED HM LN PC POOL G18622 FG | Mortgage - 2.50%, 2031 | ** | 472,416 | |||||||||||
FED HM LN PC POOL G18626 FG | Mortgage - 2.50%, 2032 | ** | 389,555 | |||||||||||
FED HM LN PC POOL G18627 FG | Mortgage - 3.00%, 2032 | ** | 187,835 | |||||||||||
FED HM LN PC POOL G60023 FG | Mortgage - 3.50%, 2045 | ** | 1,737,197 | |||||||||||
FED HM LN PC POOL G60344 FG | Mortgage - 4.00%, 2045 | ** | 1,555,186 | |||||||||||
FED HM LN PC POOL G67700 FG | Mortgage - 3.50%, 2046 | ** | 1,417,370 | |||||||||||
FED HM LN PC POOL G67703 FG | Mortgage - 3.50%, 2047 | ** | 1,996,581 | |||||||||||
FED HM LN PC POOL G67706 FG | Mortgage - 3.50%, 2047 | ** | 231,164 | |||||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS KF09 A | Mortgage - 1.75%, 2022 | ** | 1,010,160 | |||||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS KF34 A | Mortgage - 1.73%, 2024 | ** | 473,103 | |||||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS KW02 A1 | Mortgage - 2.90%, 2026 | ** | 274,769 | |||||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS KW03 A1 | Mortgage - 2.62%, 2026 | ** | 919,151 | |||||||||||
FHLMC TBA 30 YR 3.5 GOLD SINGLE FAMILY | Mortgage - 3.50%, 2048 | ** | 1,812,527 | |||||||||||
FNMA POOL 467944 FN | Mortgage - 4.25%, 2021 | ** | 518,000 | |||||||||||
FNMA POOL 468058 FN | Mortgage - 4.39%, 2021 | ** | 487,589 | |||||||||||
FNMA POOL 468255 FN | Mortgage - 4.24%, 2021 | ** | 564,650 | |||||||||||
FNMA POOL 468822 FN | Mortgage - 4.10%, 2021 | ** | 464,570 | |||||||||||
FNMA POOL 471713 FN | Mortgage - 2.85%, 2022 | ** | 381,459 | |||||||||||
FNMA POOL AL0151 FN | Mortgage - 4.38%, 2021 | ** | 690,244 | |||||||||||
FNMA POOL AL0705 FN | Mortgage - 3.48%, 2020 | ** | 203,558 | |||||||||||
FNMA POOL AL2293 FN | Mortgage - 4.38%, 2021 | ** | 1,158,236 | |||||||||||
FNMA POOL AL6167 FN | Mortgage - 3.50%, 2044 | ** | 873,139 | |||||||||||
FNMA POOL AL9472 FN | Mortgage - 4.00%, 2043 | ** | 400,922 | |||||||||||
FNMA POOL AM0762 FN | Mortgage - 3.29%, 2032 | ** | 352,086 | |||||||||||
FNMA POOL AM2749 FN | Mortgage - 2.83%, 2023 | ** | 386,370 | |||||||||||
FNMA POOL AM7013 FN | Mortgage - 3.39%, 2029 | ** | 335,141 | |||||||||||
FNMA POOL AM8774 FN | Mortgage - 2.67%, 2025 | ** | 556,298 | |||||||||||
FNMA POOL AM9793 FN | Mortgage - 3.12%, 2027 | ** | 423,725 | |||||||||||
FNMA POOL AN2812 FN | Mortgage - 2.56%, 2028 | ** | 401,004 | |||||||||||
FNMA POOL AN4833 FN | Mortgage - 3.32%, 2027 | ** | 470,180 | |||||||||||
FNMA POOL AN5676 FN | Mortgage - 3.25%, 2029 | ** | 478,027 | |||||||||||
FNMA POOL AN6553 FN | Mortgage - 3.17%, 2031 | ** | 476,521 | |||||||||||
FNMA POOL AS9830 FN | Mortgage - 4.00%, 2047 | ** | 582,519 | |||||||||||
FNMA POOL AS9972 FN | Mortgage - 4.00%, 2047 | ** | 482,915 | |||||||||||
FNMA POOL BM1767 FN | Mortgage - 4.50%, 2046 | ** | 4,771,998 |
(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 | ** | 493,362 | |||||||||||
FNMA POOL MA2883 FN | Mortgage - 3.00%, 2027 | ** | 493,259 | |||||||||||
FNMA POOL MA2915 FN | Mortgage - 3.00%, 2027 | ** | 265,874 | |||||||||||
FNMA POOL MA3027 FN | Mortgage - 4.00%, 2047 | ** | 755,911 | |||||||||||
FNMA POOL MA3029 FN | Mortgage - 3.00%, 2032 | ** | 354,838 | |||||||||||
FNMA POOL MA3058 FN | Mortgage - 4.00%, 2047 | ** | 596,851 | |||||||||||
FNMA POOL MA3246 FN | Mortgage - 2.50%, 2033 | ** | 274,706 | |||||||||||
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE | Mortgage - 3.00%, 2032 | ** | 1,191,709 | |||||||||||
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | Mortgage - 3.00%, 2032 | ** | 1,205,000 | |||||||||||
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | Mortgage - 3.50%, 2047 | ** | 8,280,487 | |||||||||||
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | Mortgage - 4.00%, 2046 | ** | 1,558,151 | |||||||||||
FORD MOTOR CREDIT CO LLC SR UNSECURED | Corporate Bonds - 2.15%, 2018 | ** | 200,004 | |||||||||||
FREDDIE MAC FHR 4639 HZ | Mortgage - 1.75%, 2053 | ** | 571,772 | |||||||||||
FRESENIUS MED CARE II COMPANY GUAR 144A | Corporate Bonds - 6.50%, 2018 | ** | 721,776 | |||||||||||
GENERAL MOTORS CO SR UNSECURED | Corporate Bonds - 3.50%, 2018 | ** | 353,641 | |||||||||||
GENERAL MOTORS FINL CO COMPANY GUAR | Corporate Bonds - 2.40%, 2019 | ** | 300,073 | |||||||||||
GILEAD SCIENCES INC SR UNSECURED | Corporate Bonds - 4.50%, 2045 | ** | 388,999 | |||||||||||
GNMA II POOL MA2374 G2 | Mortgage - 5.00%, 2044 | ** | 582,889 | |||||||||||
GNMA II POOL MA3521 G2 | Mortgage - 3.50%, 2046 | ** | 682,708 | |||||||||||
GNMA II POOL MA3597 G2 | Mortgage - 3.50%, 2046 | ** | 740,577 | |||||||||||
GNMA II POOL MA3736 G2 | Mortgage - 3.50%, 2046 | ** | 714,429 | |||||||||||
GNMA II POOL MA3937 G2 | Mortgage - 3.50%, 2046 | ** | 181,766 | |||||||||||
GNMA II POOL MA4069 G2 | Mortgage - 3.50%, 2046 | ** | 688,284 | |||||||||||
GNMA II POOL MA4126 G2 | Mortgage - 3.00%, 2046 | ** | 1,243,888 | |||||||||||
GNMA II POOL MA4127 G2 | Mortgage - 3.50%, 2046 | ** | 293,269 | |||||||||||
GNMA II POOL MA4130 G2 | Mortgage - 5.00%, 2046 | ** | 842,106 | |||||||||||
GNMA II POOL MA4324 G2 | Mortgage - 5.00%, 2047 | ** | 290,446 | |||||||||||
GNMA II POOL MA4450 G2 | Mortgage - 3.00%, 2047 | ** | 453,172 | |||||||||||
GNMA II POOL MA4510 G2 | Mortgage - 3.50%, 2047 | ** | 1,182,390 | |||||||||||
GNMA II POOL MA4838 G2 | Mortgage - 4.00%, 2047 | ** | 627,286 | |||||||||||
GNMA II TBA 30 YR 3 JUMBOS | Mortgage - 3.00%, 2047 | ** | 1,170,513 | |||||||||||
GNMA II TBA 30 YR 3.5 JUMBOS | Mortgage - 3.50%, 2047 | ** | 1,287,019 | |||||||||||
GNMA II TBA 30 YR 4 JUMBOS | Mortgage - 4.00%, 2048 | ** | 588,968 | |||||||||||
GNMA II TBA 30 YR 4.5 JUMBOS | Mortgage - 4.50%, 2048 | ** | 5,805,696 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | Corporate Bonds - 5.95%, 2018 | ** | 1,101,735 |
(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 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | Corporate Bonds - 7.50%, 2019 | ** | 1,479,570 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | Corporate Bonds - 6.15%, 2018 | ** | 712,420 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | Corporate Bonds - 3.69%, 2028 | ** | 304,337 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | Corporate Bonds - 5.25%, 2025 | ** | 298,042 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | Corporate Bonds - 3.27%, 2025 | ** | 353,570 | |||||||||||
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 HY1 1A1A | Mortgage - 1.82%, 2035 | ** | 338,472 | |||||||||||
GS MORTGAGE SECURITIES TRUST GSMS 2012 ALOH A 144A | Mortgage - 3.55%, 2034 | ** | 190,752 | |||||||||||
GS MORTGAGE SECURITIES TRUST GSMS 2013 KING A 144A | Mortgage - 2.71%, 2027 | ** | 91,093 | |||||||||||
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A | Mortgage - 1.84%, 2036 | ** | 821,567 | |||||||||||
HBOS PLC SUBORDINATED 144A | Corporate Bonds - 6.75%, 2018 | ** | 635,596 | |||||||||||
HCP INC SR UNSECURED | Corporate Bonds - 4.20%, 2024 | ** | 810,794 | |||||||||||
HEALTHCARE REALTY TRUST SR UNSECURED | Corporate Bonds - 3.75%, 2023 | ** | 203,431 | |||||||||||
HEALTHCARE REALTY TRUST SR UNSECURED | Corporate Bonds - 3.88%, 2025 | ** | 227,973 | |||||||||||
HIGHER EDUCATION FUNDING 05/34 FRN | Other Asset Backed - 2.51%, 2034 | ** | 1,018,719 | |||||||||||
INDIANA MICHIGAN POWER SR UNSECURED | Corporate Bonds - 4.55%, 2046 | ** | 342,166 | |||||||||||
INTERNATIONAL TRANSMISSI 1ST MORTGAGE | Corporate Bonds - 4.63%, 2043 | ** | 674,648 | |||||||||||
INTL LEASE FINANCE CORP SR SECURED 144A | Corporate Bonds - 7.13%, 2018 | ** | 309,561 | |||||||||||
JOHNSON + JOHNSON SR UNSECURED | Corporate Bonds - 2.90%, 2028 | ** | 360,535 | |||||||||||
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 HSBC A 144A | Mortgage - 3.09%, 2032 | ** | 231,583 | |||||||||||
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 NINE A 144A | Mortgage - 2.85%, 2038 | ** | 127,337 | |||||||||||
JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FLD1 M3 | Other Asset Backed - 2.33%, 2035 | ** | 170,503 | |||||||||||
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C23 A3 | Mortgage - 3.37%, 2047 | ** | 1,022,973 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | Corporate Bonds - 1.80%, 2018 | ** | 399,969 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | Corporate Bonds - 3.78%, 2028 | ** | 518,125 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | Corporate Bonds - 3.54%, 2028 | ** | 406,939 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | Corporate Bonds - 2.55%, 2020 | ** | 401,176 | |||||||||||
KAISER FOUNDATION HOSPIT COMPANY GUAR | Corporate Bonds - 3.15%, 2027 | ** | 350,330 | |||||||||||
KINDER MORGAN INC COMPANY GUAR 144A | Corporate Bonds - 5.63%, 2023 | ** | 552,052 |
(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 | |||||||||||
KRAFT HEINZ FOODS CO COMPANY GUAR | Corporate Bonds - 4.38%, 2046 | ** | 420,984 | |||||||||||
L3 TECHNOLOGIES INC COMPANY GUAR | Corporate Bonds - 5.20%, 2019 | ** | 576,079 | |||||||||||
LIBERTY STREET TRUST LBTY 2016 225L A 144A | Mortgage - 3.60%, 2036 | ** | 221,452 | |||||||||||
LLOYDS BANKING GROUP PLC SR UNSECURED | Corporate Bonds - 2.91%, 2023 | ** | 356,915 | |||||||||||
LOS ANGELES CA UNIF SCH DIST LOSSCD | Municipals - 5.98%, 2027 | ** | 643,293 | |||||||||||
MAGNETITE CLO LTD MAGNE 2014 9A A1R 144A | Other Asset Backed - 2.37%, 2026 | ** | 359,972 | |||||||||||
MAGNETITE CLO LTD MAGNE 2015 12A AR 144A | Other Asset Backed - 2.69%, 2027 | ** | 499,916 | |||||||||||
METROPOLITAN WEST FLOATING RAT MTRPLTN WST FLTNG RT INC I | Mutual Funds | ** | 3,608,787 | |||||||||||
METROPOLITAN WEST HIGH YIELD B MTRPLTN WST HI YLD BND I | Mutual Funds | ** | 3,616,540 | |||||||||||
MICROSOFT CORP SR UNSECURED | Corporate Bonds - 3.75%, 2045 | ** | 368,723 | |||||||||||
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 | Mortgage - 2.01%, 2045 | ** | 618,755 | |||||||||||
MORGAN STANLEY REREMIC TRUST MSRR 2015 R2 1A1 144A | Mortgage - 1.65%, 2046 | ** | 787,582 | |||||||||||
MORGAN STANLEY SR UNSECURED | Corporate Bonds - 2.21%, 2020 | ** | 803,189 | |||||||||||
MORGAN STANLEY SR UNSECURED | Corporate Bonds - 7.30%, 2019 | ** | 533,055 | |||||||||||
MORGAN STANLEY SR UNSECURED | Corporate Bonds - 5.50%, 2020 | ** | 214,436 | |||||||||||
MORGAN STANLEY SR UNSECURED | Corporate Bonds - 2.29%, 2022 | ** | 1,008,031 | |||||||||||
MORTGAGEIT TRUST MHL 2005 2 1A1 | Mortgage - 2.07%, 2035 | ** | 472,578 | |||||||||||
MORTGAGEIT TRUST MHL 2005 5 A1 | Mortgage - 1.81%, 2035 | ** | 1,183,005 | |||||||||||
NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B AV4 | Other Asset Backed - 1.83%, 2036 | ** | 831,069 | |||||||||||
NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 12/24 VAR | Corporate Bonds - 3.88%, 2024 | ** | 398,030 | |||||||||||
NAVIENT STUDENT LOAN TRUST NAVSL 2015 2 A3 | Other Asset Backed - 2.12%, 2040 | ** | 1,172,530 | |||||||||||
NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A | Other Asset Backed - 2.35%, 2066 | ** | 1,169,208 | |||||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 2A A2 144A | Other Asset Backed - 2.15%, 2047 | ** | 721,921 | |||||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A | Other Asset Backed - 1.93%, 2051 | ** | 1,002,202 | |||||||||||
NEW YORK CITY NY MUNI WTR FIN NYCUTL | Municipals - 5.95%, 2042 | ** | 943,117 | |||||||||||
NEW YORK CITY NY TRANSITIONAL NYCGEN | Municipals - 5.57%, 2038 | ** | 538,229 | |||||||||||
NEW YORK ST DORM AUTH ST PERSO NYSHGR | Municipals - 5.29%, 2033 | ** | 586,485 | |||||||||||
NEXTERA ENERGY CAPITAL COMPANY GUAR | Corporate Bonds - 1.65%, 2019 | ** | 598,266 | |||||||||||
NOBLE ENERGY INC SR UNSECURED | Corporate Bonds - 5.25%, 2043 | ** | 83,007 | |||||||||||
NYU HOSPITALS CENTER SECURED | Corporate Bonds - 4.78%, 2044 | ** | 571,348 |
(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 | |||||||||||
ORACLE CORP SR UNSECURED | Corporate Bonds - 3.25%, 2027 | ** | 244,072 | |||||||||||
PENNSYLVANIA HIGHER EDUCATION PHEAA 2015 1A A 144A | Other Asset Backed - 2.15%, 2041 | ** | 781,166 | |||||||||||
PLAINS ALL AMER PIPELINE SR UNSECURED | Corporate Bonds - 4.65%, 2025 | ** | 360,672 | |||||||||||
PNC BANK NA SR UNSECURED | Corporate Bonds - 1.50%, 2018 | ** | 674,788 | |||||||||||
POTOMAC ELECTRIC POWER 1ST MORTGAGE | Corporate Bonds - 3.60%, 2024 | ** | 523,316 | |||||||||||
PROTECTIVE LIFE GLOBAL SR SECURED 144A | Corporate Bonds - 1.72%, 2018 | ** | 542,123 | |||||||||||
RAYMOND JAMES FINANCIAL SR UNSECURED | Corporate Bonds - 4.95%, 2046 | ** | 260,028 | |||||||||||
RBSCF TRUST RBSCF 2013 GSP A 144A | Mortgage- 3.83%, 2032 | ** | 217,322 | |||||||||||
SEQUOIA MORTGAGE TRUST SEMT 2003 8 A1 | Mortgage - 2.14%, 2034 | ** | 641,933 | |||||||||||
SHIRE ACQ INV IRELAND DA COMPANY GUAR | Corporate Bonds - 1.90%, 2019 | ** | 198,189 | |||||||||||
SL GREEN OPERATING PARTN COMPANY GUAR | Corporate Bonds - 3.25%, 2022 | ** | 249,042 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A | Other Asset Backed - 1.92%, 2064 | ** | 1,211,665 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2005 7 A4 | Other Asset Backed - 1.52%, 2029 | ** | 1,098,488 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 2 B | Other Asset Backed - 2.57%, 2083 | ** | 194,579 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 4 B | Other Asset Backed - 3.22%, 2029 | ** | 243,943 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 5 B | Other Asset Backed - 3.22%, 2030 | ** | 400,999 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 8 B | Other Asset Backed - 3.62%, 2029 | ** | 242,492 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 9 B | Other Asset Backed - 3.62%, 2083 | ** | 398,550 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2012 3 A | Other Asset Backed - 1.98%, 2038 | ** | 554,735 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2012 7 A3 | Other Asset Backed - 1.98%, 2026 | ** | 595,789 | |||||||||||
SPECTRA ENERGY PARTNERS SR UNSECURED | Corporate Bonds - 3.50%, 2025 | ** | 200,842 | |||||||||||
SPRINT SPECTRUM / SPEC I SR SECURED 144A | Corporate Bonds - 3.36%, 2023 | ** | 339,609 | |||||||||||
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR2 2A | Mortgage - 3.27%, 2034 | ** | 700,253 | |||||||||||
TC PIPELINES LP SR UNSECURED | Corporate Bonds - 4.38%, 2025 | ** | 572,162 | |||||||||||
TCW EMERGING MARKETS INCOME FO | Common stock | ** | 435,096 | |||||||||||
TCW EMERGING MARKETS INCOME FO TCW EMERGING MARKETS INCOME FO | Mutual Funds | ** | 1,298,346 | |||||||||||
TEVA PHARMA FIN IV LLC COMPANY GUAR | Corporate Bonds - 2.25%, 2020 | ** | 241,760 | |||||||||||
TSY INFL IX N/B | Government Issues - 0.88%, 2047 | ** | 2,499,598 | |||||||||||
TSY INFL IX N/B | Government Issues - 0.13%, 2018 | ** | 1,119,117 | |||||||||||
TSY INFL IX N/B | Government Issues - 0.13%, 2022 | ** | 1,178,351 | |||||||||||
TSY INFL IX N/B | Government Issues - 0.13%, 2026 | ** | 1,327,240 | |||||||||||
TSY INFL IX N/B | Government Issues - 0.38%, 2027 | ** | 1,619,863 | |||||||||||
UBS AG STAMFORD CT SR UNSECURED | Corporate Bonds - 1.80%, 2018 | ** | 460,016 |
(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 TECHNOLOGIES CORP JR SUBORDINA | Corporate Bonds - 1.78%, 2018 | ** | 599,082 | |||||||||||
UNITEDHEALTH GROUP INC SR UNSECURED | Corporate Bonds - 4.75%, 2045 | ** | 442,951 | |||||||||||
UNIV OF CALIFORNIA CA REVENUES UNVHGR | Municipals - 3.93%, 2045 | ** | 571,093 | |||||||||||
US 2YR NOTE (CBT) MAR18 XCBT 20180329 | Future - 0.00%, 2018 | ** | 21,410,938 | |||||||||||
US TREASURY N/B | Government Issues - 1.50%, 2019 | ** | 9,757,453 | |||||||||||
US TREASURY N/B | Government Issues - 2.00%, 2022 | ** | 14,705,773 | |||||||||||
US TREASURY N/B | Government Issues - 1.75%, 2019 | ** | 3,306,713 | |||||||||||
US TREASURY N/B | Government Issues - 2.00%, 2022 | ** | 19,124,340 | |||||||||||
US TREASURY N/B | Government Issues - 2.25%, 2027 | ** | 7,463,251 | |||||||||||
US TREASURY N/B | Government Issues - 2.75%, 2047 | ** | 11,759,261 | |||||||||||
US TREASURY N/B | Government Issues - 1.88%, 2019 | ** | 1,219,619 | |||||||||||
US TREASURY N/B | Government Issues - 2.13%, 2022 | ** | 1,712,878 | |||||||||||
US ULTRA BOND CBT MAR18 XCBT 20180320 | Future | ** | 502,969 | |||||||||||
VENTAS REALTY LP COMPANY GUAR | Corporate Bonds - 3.85%, 2027 | ** | 305,526 | |||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | Corporate Bonds - 4.50%, 2033 | ** | 372,335 | |||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | Corporate Bonds - 4.86%, 2046 | ** | 499,979 | |||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | Corporate Bonds - 4.52%, 2048 | ** | 246,162 | |||||||||||
VIACOM INC SR UNSECURED | Corporate Bonds - 3.45%, 2026 | ** | 239,061 | |||||||||||
VNO MORTGAGE TRUST VNDO 2012 6AVE A 144A | Mortgage - 3.00%, 2030 | ** | 242,211 | |||||||||||
WALGREENS BOOTS ALLIANCE SR UNSECURED | Corporate Bonds - 3.45%, 2026 | ** | 148,328 | |||||||||||
WALGREENS BOOTS ALLIANCE SR UNSECURED 11//44 | Corporate Bonds - 4.80%, 2044 | ** | 188,413 | |||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A | Mortgage - 2.19%, 2045 | ** | 656,653 | |||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A2 | Mortgage - 2.51%, 2045 | ** | 749,964 | |||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | Mortgage - 1.86%, 2045 | ** | 733,597 | |||||||||||
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A | Corporate Bonds - 2.70%, 2019 | ** | 653,509 | |||||||||||
WELLS FARGO + CO COMPANY GUAR | Corporate Bonds - 5.75%, 2018 | ** | 652,015 | |||||||||||
WELLS FARGO + COMPANY SR UNSECURED | Corporate Bonds - 3.00%, 2026 | ** | 858,462 | |||||||||||
WELLS FARGO + COMPANY SR UNSECURED | Corporate Bonds - 2.63%, 2022 | ** | 1,636,152 | |||||||||||
WELLS FARGO + COMPANY SR UNSECURED | Corporate Bonds - 3.55%, 2025 | ** | 472,174 | |||||||||||
WELLS FARGO BANK NA SR UNSECURED | Corporate Bonds - 2.15%, 2019 | ** | 439,321 | |||||||||||
WELLS FARGO COMMERCIAL MORTGAG WFCM 2012 LC5 A3 | Mortgage - 2.92%, 2050 | ** | 443,126 | |||||||||||
WELLTOWER INC SR UNSECURED | Corporate Bonds - 3.75%, 2023 | ** | 823,825 | |||||||||||
WILLIAMS PARTNERS LP SR UNSECURED | Corporate Bonds - 5.10%, 2045 | ** | 329,931 | |||||||||||
(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 | |||||||||||
Total Metwest Total Return Fund | 281,469,384 | |||||||||||||
Total Investments | 3,895,007,221 | |||||||||||||
*Notes receivable from participants | Loans receivable with repayment interest of 4.25% to 10% | $ | — | 62,281,227 | ||||||||||
$ | 3,957,288,448 | |||||||||||||
* 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 | ||||||||||||||||||||||||||||
EQUITY INDEX FUND M | N/A | $ | 804,469,940 | N/A | $ | — | $ | 634,905,082 | $ | 804,469,940 | $ | 169,564,858 | ||||||||||||||||
BLACKROCK INSTL TR CO | $ | 804,469,940 | N/A | N/A | $ | — | $ | 804,469,940 | $ | 804,469,940 | N/A | |||||||||||||||||
Series | ||||||||||||||||||||||||||||
* | STATE STREET STIF | $ | 704,047,840 | N/A | N/A | $ | — | $ | 704,047,840 | $ | 704,047,840 | N/A | ||||||||||||||||
701 Transactions | ||||||||||||||||||||||||||||
* | STATE STREET STIF | N/A | $ | 729,306,499 | N/A | $ | — | $ | 729,306,499 | $ | 729,306,499 | $ | — | |||||||||||||||
953 Transactions | ||||||||||||||||||||||||||||
EQUITY INDEX FUND M | $ | 10,952,540 | N/A | N/A | $ | — | $ | 10,952,540 | $ | 10,952,540 | N/A | |||||||||||||||||
18 Transactions | ||||||||||||||||||||||||||||
EQUITY INDEX FUND M | N/A | $841,555,165 | N/A | $ | — | $ | 665,094,796 | $ | 841,555,165 | $ | 176,460,369 | |||||||||||||||||
48 Transactions | ||||||||||||||||||||||||||||
BLACKROCK INSTL TR CO | $ | 825,827,017 | N/A | N/A | $ | — | $ | 825,827,017 | $ | 825,827,017 | N/A | |||||||||||||||||
39 Transactions | ||||||||||||||||||||||||||||
BLACKROCK INSTL TR CO | N/A | $73,983,882 | N/A | $ | — | $ | 69,418,029 | $ | 73,983,882 | $ | 4,565,853 | |||||||||||||||||
151 Transactions | ||||||||||||||||||||||||||||
* Parties-in-interest |
FIRSTENERGY CORP. | |
SAVINGS PLAN | |
Dated: June 27, 2018 | |
By | /s/ Ana M. Fluke |
Ana M. Fluke | |
Chairperson | |
Savings Plan Committee |