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, 2016 | |||||
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, 2016 and 2015 | 3 |
Statement of Changes in Net Assets Available for Benefits | |
for the Year Ended December 31, 2016 | 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, 2016 | 12-27 |
Schedule H, line 4j - Schedule of Reportable Transactions | |
for the Year Ended December 31, 2016 | 28-29 |
As of December 31, | ||||||||
2016 | 2015 | |||||||
Assets | ||||||||
Investments: | ||||||||
Investments, at fair value (see Note 5) | $ | 2,944,601,484 | $ | 2,823,163,330 | ||||
Investments, at contract value (see Note 6) | 565,637,389 | 543,354,776 | ||||||
Total investments | 3,510,238,873 | 3,366,518,106 | ||||||
Receivables: | ||||||||
Accrued interest and dividends | 2,014,476 | 2,466,671 | ||||||
Employer contributions | 1,195,559 | 1,102,117 | ||||||
Employee contributions | 3,549,535 | 3,201,149 | ||||||
Notes receivable from participants | 60,108,033 | 59,649,938 | ||||||
Due from brokers | 2,867,791 | 11,266,174 | ||||||
Total receivables | 69,735,394 | 77,686,049 | ||||||
Total assets | 3,579,974,267 | 3,444,204,155 | ||||||
Liabilities | ||||||||
Administrative expenses payable | 2,402,346 | 2,600,764 | ||||||
Due to brokers | 24,798,263 | 32,864,072 | ||||||
Total liabilities | 27,200,609 | 35,464,836 | ||||||
Net assets available for benefits | $ | 3,552,773,658 | $ | 3,408,739,319 |
For the Year Ended | ||||
December 31, | ||||
2016 | ||||
Additions: | ||||
Contributions | ||||
Employer | $ | 45,285,310 | ||
Participant | 141,584,124 | |||
Total contributions | 186,869,434 | |||
Investment Income | ||||
Interest and dividends | 47,594,749 | |||
Net appreciation in fair value of investments | 186,585,368 | |||
Total investment income | 234,180,117 | |||
Interest income on notes receivable from participants | 2,499,892 | |||
Deductions: | ||||
Distributions to participants | (273,832,194 | ) | ||
Administrative expenses | (5,682,910 | ) | ||
Total deductions | (279,515,104 | ) | ||
Increase in net assets available for benefits | 144,034,339 | |||
Net assets available for benefits, beginning of year | 3,408,739,319 | |||
Net assets available for benefits, end of year | $ | 3,552,773,658 |
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, 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 Value2 | $ | 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. |
December 31, 2015 | ||||||||||||
Level 1 | Level 2 | 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 2 | $ | 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. |
6. | Fully Benefit-Responsive Investment Contracts |
2016 | 2015 | ||||||
Short-term investment fund | $ | 23,933,495 | $ | 16,644,003 | |||
Synthetic GIC's | 541,703,894 | 526,710,773 | |||||
Total Investments at contract value | $ | 565,637,389 | $ | 543,354,776 |
7. | Tax Considerations |
8. | Party-In-Interest Transactions |
9. | Reconciliation of Financial Statements to Form 5500 |
2016 | 2015 | ||||||
Net assets available for benefits per the financial statements | $ | 3,552,773,658 | $ | 3,408,739,319 | |||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (2,198,445 | ) | (2,754,310 | ) | |||
Net assets available for benefits per Form 5500 | $ | 3,550,575,213 | $ | 3,405,985,009 | |||
Total investment income and interest income on notes receivable | |||||||
from participants per the financial statements | $ | 236,680,009 | |||||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | 555,865 | ||||||
Investment income per Form 5500 | $ | 237,235,874 |
(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 | ** | $ | 4,944,296 | ||||||||
* | FIRSTENERGY COMMON STOCK FUND | FirstEnergy common stock | ** | 331,511,038 | |||||||||
FIDELITY PURITAN FUND | Balanced fund | ** | 123,932,868 | ||||||||||
ACWI EX US - M | International stocks | ** | 72,760,274 | ||||||||||
DFA US SMALL CAP VALUE PORTFOLIO | Small cap value stocks | ** | 135,717,146 | ||||||||||
PIMCO REAL RETURN FUND INSTITUTIONAL CLASS | Bonds | ** | 15,022,966 | ||||||||||
AMERICAN FUNDS EUROPACIFIC GROWTH FUND | International stocks | ** | 112,406,650 | ||||||||||
BLACKROCK LIFEPATH INDEX RETIREMENT FUND | Blend of stocks, fixed income | ** | 89,337,121 | ||||||||||
BLACKROCK LIFEPATH INDEX 2020 FUND | Blend of stocks, fixed income | ** | 132,113,228 | ||||||||||
BLACKROCK LIFEPATH INDEX 2025 FUND | Blend of stocks, fixed income | ** | 116,557,150 | ||||||||||
BLACKROCK LIFEPATH INDEX 2030 FUND | Blend of stocks, fixed income | ** | 77,617,236 | ||||||||||
BLACKROCK LIFEPATH INDEX 2035 FUND | Blend of stocks, fixed income | ** | 43,684,429 | ||||||||||
BLACKROCK LIFEPATH INDEX 2040 FUND | Blend of stocks, fixed income | ** | 27,315,552 | ||||||||||
BLACKROCK LIFEPATH INDEX 2045 FUND | Blend of stocks, fixed income | ** | 25,969,850 | ||||||||||
BLACKROCK LIFEPATH INDEX 2050 FUND | Blend of stocks, fixed income | ** | 32,085,003 | ||||||||||
BLACKROCK LIFEPATH INDEX 2055 FUND | Blend of stocks, fixed income | ** | 21,918,022 | ||||||||||
BLACKROCK LIFEPATH INDEX 2060 FUND | Blend of stocks, fixed income | ** | 1,582,457 | ||||||||||
DODGE & COX INTERNATIONAL FUND | International stocks | ** | 38,159,103 | ||||||||||
JP MORGAN GLOBAL OPPORTUNITIES FUND | Global Stocks | ** | 11,291,292 | ||||||||||
SELF MANAGED BROKERAGE ACCOUNTS | Equities, fixed income | ** | 108,707,704 | ||||||||||
TOTAL BOND MARKET INDEX | Bonds | ** | 98,649,624 | ||||||||||
SMALL CAP GROWTH EQUITY | Small cap growth stocks | ** | 3,646,719 | ||||||||||
MARKET COMPLETION INDEX | Blend of large, mid cap and small cap stocks | ** | 154,481,856 | ||||||||||
MID CAP VALUE - I | Mid cap value stocks | ** | 27,537,932 | ||||||||||
EQUITY INDEX - M | Large cap stocks | ** | 784,121,020 | ||||||||||
* | CAPITAL PRESERVATION FUND | ||||||||||||
STATE STREET STIF | Money market fund | ** | 23,933,495 | ||||||||||
ABBVIE INC SR UNSEC | Corporate - 2.85%, 2023 | ** | 194,722 | ||||||||||
ABBVIE INC SR UNSEC | Corporate - 3.20%, 2022 | ** | 1,004,792 | ||||||||||
ACE INA HOLDINGS SR UNSEC | Corporate - 3.35%, 2024 | ** | 3,577,864 | ||||||||||
AMERICAN EXPRESS CREDIT SR UNSEC | Corporate - 1.67%, 2020 | ** | 402,720 | ||||||||||
AMXCA 2014-3 A | Cash Equivalent - 1.49%, 2020 | ** | 2,406,612 | ||||||||||
BACM 2007-1 A1A | Cash Equivalent - 5.43%, 2049 | ** | 791,913 | ||||||||||
BAIDU INC SR UNSEC | Corporate - 2.75%, 2019 | ** | 3,048,486 | ||||||||||
BANK OF AMERICA CORP SR NT | Corporate - 5.63%, 2020 | ** | 5,136,351 | ||||||||||
BANK OF NY MELLON CORP SRUNSEC | Corporate - 2.60%, 2020 | ** | 2,026,705 |
(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 | ||||||||||
BARCLAYS PLC SR UNSEC | Corporate - 3.20%, 2021 | ** | 697,512 | ||||||||||
BERKSHIRE HATHAWAY INC SNR S* ICE | Credit Default Swap - 1.00%, 2021 | ** | 12,798 | ||||||||||
BK TOKYO-MITSUBISHI UFJ UNSEC 144A | Corporate - 2.35%, 2019 | ** | 2,510,386 | ||||||||||
BNP PARIBAS GLBL SR UNSEC BKNT | Corporate - 5.00%, 2021 | ** | 3,866,880 | ||||||||||
BP CAPITAL MARKETS PLC CO GTD | Corporate - 4.74%, 2021 | ** | 2,199,555 | ||||||||||
BPCE SA SR UNSEC | Corporate - 4.00%, 2024 | ** | 3,659,430 | ||||||||||
CASH COLLATERAL CME FOB USD | Cash Equivalent - 0.45%, 2060 | ** | 217,096 | ||||||||||
CASH COLLATERAL FUT FOB USD | Cash Equivalent - 0.45%, 2060 | ** | 152,897 | ||||||||||
CASH COLLATERAL ICE FOB USD | Cash Equivalent - 0.45%, 2060 | ** | 364,080 | ||||||||||
CASH COLLATERAL ISDA CBK USD | Cash Equivalent - 0.55%, 2060 | ** | 100,529 | ||||||||||
CASH COLLATERAL ISDA DUB USD | Cash Equivalent - 0.55%, 2060 | ** | 38,883 | ||||||||||
CASH COLLATERAL ISDA GST USD | Cash Equivalent - 0.55%, 2060 | ** | 151,216 | ||||||||||
CASH COLLATERAL TBA BCY USD | Cash Equivalent - 0.55%, 2060 | ** | 43 | ||||||||||
CASH COLLATERAL TBA BOS USD | Cash Equivalent - 0.55%, 2060 | ** | 219,642 | ||||||||||
CASH COLLATERAL TBA BPG USD | Cash Equivalent - 0.55%, 2060 | ** | 8,471 | ||||||||||
CASH COLLATERAL TBA FOB USD | Cash Equivalent - 0.55%, 2060 | ** | 481,514 | ||||||||||
CASH COLLATERAL TBA GSC USD | Cash Equivalent - 0.55%, 2060 | ** | 185,891 | ||||||||||
CASH COLLATERAL TBA NOM USD | Cash Equivalent - 0.55%, 2060 | ** | 24 | ||||||||||
CCCIT 2013-A7 A7 | Cash Equivalent - 1.09%, 2060 | ** | 1,757,549 | ||||||||||
CDX IG26 5Y ICE | Credit Default Swap - 1.00%, 2021 | ** | 29,043 | ||||||||||
CDX IG27 5Y ICE | Credit Default Swap - 1.00%, 2021 | ** | 31,076 | ||||||||||
CGCMT 2007-C6 A4 WM16 WC5.7312 | Cash Equivalent - 5.71%, 2049 | ** | 1,314,937 | ||||||||||
CGCMT 2013-GC11 AAB | Mortgage - 2.69%, 2046 | ** | 812,655 | ||||||||||
CGCMT 2015-GC29 AAB WM24 WC4.173211878 | Mortgage - 2.98%, 2048 | ** | 1,515,241 | ||||||||||
CHAIT 2014-A7 A | Cash Equivalent - 1.38%, 2019 | ** | 2,203,030 | ||||||||||
CHAIT 2015-A5 A | Mortgage - 1.36%, 2020 | ** | 1,299,996 | ||||||||||
CHEVRON CORP UNSEC FRN | Cash Equivalent - 1.32%, 2019 | ** | 1,853,427 | ||||||||||
CMBX.NA.AAA.7 SP FBF | Credit Default Swap - 0.50%, 2047 | ** | (15,766 | ) | |||||||||
CMBX.NA.AAA.8 SP DUB | Credit Default Swap - 0.50%, 2057 | ** | (48,106 | ) | |||||||||
CMBX.NA.AAA.8 SP GST | Credit Default Swap - 0.50%, 2057 | ** | (76,741 | ) | |||||||||
CNOOC FINANCE 2014 ULC GLBL CO GTD | Cash Equivalent - 1.63%, 2017 | ** | 3,230,204 | ||||||||||
COMM 2013-CR11 ASB WM23 WC5.205219817 | Mortgage - 3.66%, 2046 | ** | 1,477,792 | ||||||||||
COMM 2014-CR19 ASB WM14 | Mortgage - 3.50%, 2047 | ** | 1,878,105 | ||||||||||
COMM 2014-UBS6 ASB WM14 | Mortgage - 3.39%, 2047 | ** | 1,869,076 | ||||||||||
COMM 2015-CR23 ASB WM15 | Mortgage - 3.26%, 2048 | ** | 1,241,150 | ||||||||||
COMM 2015-DC1 ASB WM15 | Mortgage - 3.14%, 2048 | ** | 1,693,203 | ||||||||||
COMM 2015-LC19 ASB | Mortgage - 3.04%, 2048 | ** | 1,330,332 | ||||||||||
COMM 2015-LC21 ASB | Mortgage - 3.42%, 2048 | ** | 2,277,866 | ||||||||||
COMPASS BANK SR UNSEC | Corporate - 2.75%, 2019 | ** | 1,898,569 |
(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 | ||||||||||
CRED SUIS GP FUN LTD SR UNSEC | Corporate - 3.80%, 2023 | ** | 350,555 | ||||||||||
CREDIT SUISSE NEW YORK SR UNSEC | Corporate - 3.00%, 2021 | ** | 2,026,402 | ||||||||||
CSAIL 2015-C1 ASB WM15 | Mortgage - 3.35%, 2050 | ** | 1,078,329 | ||||||||||
CSAIL 2015-C4 ASB WM25 WC4.608 | Mortgage - 3.62%, 2048 | ** | 2,380,627 | ||||||||||
DEUTSCHE BANK AG SR UNSEC 144A | Corporate - 4.25%, 2021 | ** | 1,818,284 | ||||||||||
DISCOVER FINANCIAL SVS SR UNSEC | Corporate - 3.20%, 2021 | ** | 3,042,492 | ||||||||||
EL PASO PIPELINE PART OP SR UNSEC | Corporate - 4.30%, 2024 | ** | 1,543,314 | ||||||||||
ELECTRICITE DE FRANCE SA SR UNSEC 144A | Corporate - 2.35%, 2020 | ** | 1,789,015 | ||||||||||
EUROPEAN INVESTMENT BANK SR UNSEC | Corporate - 2.00%, 2021 | ** | 2,749,412 | ||||||||||
FED HOME LN BK DISC NT | Cash Equivalent - 0.00%, 2017 | ** | 11,598,214 | ||||||||||
FED HOME LN BK DISC NT | Cash Equivalent - 0.00%, 2017 | ** | 12,000,000 | ||||||||||
FHA 221D4 P4/02 GREY 54 NCP | Mortgage - 7.43%, 2023 | ** | 231 | ||||||||||
FHLMC GOLD 30YR #Q3-1614 | Mortgage - 3.00%, 2045 | ** | 2,703,147 | ||||||||||
FHLMC GOLD 30YR #Q3-3509 | Mortgage - 3.00%, 2045 | ** | 750,322 | ||||||||||
FHLMC GOLD 30YR GNT #G0-8687 | Mortgage - 3.50%, 2046 | ** | 8,272,282 | ||||||||||
FHLMC GOLD 30YR GNT #G0-8693 | Mortgage - 3.50%, 2046 | ** | 213,149 | ||||||||||
FHMS KJ02 A1 WM19 WC4.629891442 | Cash Equivalent - 1.64%, 2019 | ** | 624,810 | ||||||||||
FHMS KP03 A2 WM16WC.000 | Mortgage - 1.78%, 2019 | ** | 1,596,891 | ||||||||||
FHR 2666 OD PAC WM23 WC5.84 | Mortgage - 5.50%, 2023 | ** | 746,649 | ||||||||||
FHR 2739 PG PAC WM33 WC5.552 | Mortgage - 5.00%, 2034 | ** | 1,020,016 | ||||||||||
FHR 2764 UE WM32 WC5.4879 | Cash Equivalent - 5.00%, 2032 | ** | 289,890 | ||||||||||
FHR 2950 FN 1MLIB+45 | Cash Equivalent - 1.15%, 2035 | ** | 272,819 | ||||||||||
FHR 3185 GT SEQ WM26 WC6.43 | Mortgage - 6.00%, 2026 | ** | 252,122 | ||||||||||
FHR 3225 HF 1MLIB+51BP | Cash Equivalent - 1.21%, 2036 | ** | 325,783 | ||||||||||
FHR 3311 FN 1MLIB+30BP | Cash Equivalent - 1.00%, 2037 | ** | 116,508 | ||||||||||
FHR 3318 FL 1MLIB+40 | Cash Equivalent - 1.10%, 2037 | ** | 335,134 | ||||||||||
FHR 3339 FL 1MLIB+58 | Cash Equivalent - 1.28%, 2037 | ** | 205,586 | ||||||||||
FHR 3355 BF 1MLIB+70 | Cash Equivalent - 1.40%, 2037 | ** | 359,243 | ||||||||||
FHR 3368 AF 1MLIB+72 | Cash Equivalent - 1.42%, 2037 | ** | 47,689 | ||||||||||
FHR 3666 FC 1MLIB+73 | Cash Equivalent - 1.43%, 2040 | ** | 188,214 | ||||||||||
FHR 3699 FD VA 1MLIB+60 | Cash Equivalent - 1.30%, 2040 | ** | 439,621 | ||||||||||
FHR 3740 DF 1MLIB+48 | Cash Equivalent - 1.18%, 2040 | ** | 818,267 | ||||||||||
FHR 3743 FA 1MLIB+60 | Cash Equivalent - 1.30%, 2040 | ** | 1,395,272 | ||||||||||
FHR 3747 WF VA 1MLIB+48 | Cash Equivalent - 1.18%, 2040 | ** | 1,146,781 | ||||||||||
FHR 3751 FG 1MLIB+50 | Cash Equivalent - 1.20%, 2050 | ** | 97,756 | ||||||||||
FHR 3843 FE 1MLIB+55BP | Cash Equivalent - 1.25%, 2041 | ** | 1,757,939 | ||||||||||
FHR 3843 FG 1MLIB+55BP | Cash Equivalent - 1.25%, 2041 | ** | 1,757,939 | ||||||||||
FHR 3977 FB 1MLIB+52BP | Cash Equivalent - 1.22%, 2041 | ** | 2,063,018 | ||||||||||
FHR 3984 DF 1M LIBOR +55BP | Cash Equivalent - 1.25%, 2042 | ** | 2,483,483 |
(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 4400 FA 1MLIB + 40 BP | Cash Equivalent - 1.10%, 2041 | ** | 1,314,674 | ||||||||||
FIN FUT EURO$ CME (RED) 03/19/18 | Future - 0.00%, 2018 | ** | 2,426 | ||||||||||
FIN FUT EURO$ CME (WHT) 03/13/17 | Future - 0.00%, 2017 | ** | (538 | ) | |||||||||
FIN FUT US ULTRA 30YR CBT 03/22/17 | Future - 6.00%, 2017 | ** | (23,250 | ) | |||||||||
FL ST BRD OF ADMIN | Municipals - 2.64%, 2021 | ** | 1,116,899 | ||||||||||
FN ARM AL7090 H15T1Y+222.2 9.432 | Cash Equivalent - 2.77%, 2037 | ** | 1,257,744 | ||||||||||
FNMA PASS THRU 20YR #254916 | Cash Equivalent - 5.50%, 2023 | ** | 239,480 | ||||||||||
FNMA PASS THRU 20YR #255075 | Cash Equivalent - 5.50%, 2024 | ** | 279,502 | ||||||||||
FNMA PASS THRU 20YR #AL6722 | Cash Equivalent - 5.00%, 2030 | ** | 3,600,985 | ||||||||||
FNMA PASS THRU 30YR #848210 | Cash Equivalent - 5.50%, 2035 | ** | 274,321 | ||||||||||
FNMA PASS THRU 30YR #884863 | Cash Equivalent - 5.50%, 2036 | ** | 269,471 | ||||||||||
FNMA PASS THRU 30YR #890365 | Cash Equivalent - 5.50%, 2041 | ** | 341,251 | ||||||||||
FNMA PASS THRU 30YR #938504 | Cash Equivalent - 5.50%, 2037 | ** | 180,581 | ||||||||||
FNMA TBA 2.5% FEB 15YR | Mortgage - 2.50%, 2032 | ** | 40,137 | ||||||||||
FNMA TBA 2.5% JAN 15YR | Mortgage - 2.50%, 2032 | ** | (109,453 | ) | |||||||||
FNMA TBA 3.0% FEB 30YR | Mortgage - 3.00%, 2047 | ** | 525,425 | ||||||||||
FNMA TBA 3.0% JAN 30YR | Mortgage - 3.00%, 2047 | ** | (785,828 | ) | |||||||||
FNMA TBA 5.0% FEB 30YR | Cash Equivalent - 5.00%, 2047 | ** | (9,613 | ) | |||||||||
FNMA TBA 5.0% JAN 30YR | Cash Equivalent - 5.00%, 2047 | ** | (33,789 | ) | |||||||||
FNR 2005-109 PV WM32 WC6.509500 | Cash Equivalent - 6.00%, 2032 | ** | 8,241 | ||||||||||
FNR 2005-13 FA 1MLIB+45 | Cash Equivalent - 1.21%, 2035 | ** | 810,197 | ||||||||||
FNR 2005-29 JB WM33 WC7.0709 | Mortgage - 4.50%, 2035 | ** | 2,428 | ||||||||||
FNR 2005-68 PC WM34 WC6.55 | Mortgage - 5.50%, 2035 | ** | 5,735 | ||||||||||
FNR 2006-129 FM 1MLIB+25 | Cash Equivalent - 1.01%, 2037 | ** | 156,235 | ||||||||||
FNR 2007-109 GF 1MLIB+68 | Cash Equivalent - 1.44%, 2037 | ** | 829,090 | ||||||||||
FNR 2007-25 FB 1MLIB+33BP | Cash Equivalent - 1.09%, 2037 | ** | 117,677 | ||||||||||
FNR 2007-27 FA 1MLIB+31BP | Cash Equivalent - 1.07%, 2037 | ** | 39,818 | ||||||||||
FNR 2007-38 FC 1MLIB+42 | Cash Equivalent - 1.18%, 2037 | ** | 230,318 | ||||||||||
FNR 2007-70 FA 1MLIB+35BP | Cash Equivalent - 1.11%, 2037 | ** | 157,541 | ||||||||||
FNR 2008-12 FA 1MLIB+67BP FRN | Cash Equivalent - 1.43%, 2038 | ** | 1,236,254 | ||||||||||
FNR 2010-111 FC 1MLIB+52 | Cash Equivalent - 1.28%, 2040 | ** | 186,496 | ||||||||||
FNR 2010-115 FM 1MLIB+50 | Cash Equivalent - 1.26%, 2040 | ** | 1,396,269 | ||||||||||
FNR 2010-117 FE 1MLIB+40BP | Cash Equivalent - 1.16%, 2040 | ** | 134,037 | ||||||||||
FNR 2010-129 FM 1MLIB+50 | Cash Equivalent - 1.26%, 2040 | ** | 332,521 | ||||||||||
FNR 2010-135 LF 1MLIB+45 | Cash Equivalent - 1.21%, 2040 | ** | 610,736 | ||||||||||
FNR 2010-141 FB 1MLIB+47 | Cash Equivalent - 1.23%, 2040 | ** | 183,761 | ||||||||||
FNR 2010-2 GF 1MLIB+55BP | Cash Equivalent - 1.31%, 2049 | ** | 489,225 | ||||||||||
FNR 2010-46 WF 1MLIB+75BP | Cash Equivalent - 1.51%, 2040 | ** | 1,686,088 | ||||||||||
FNR 2010-59 FA 1MLIB+73BP | Cash Equivalent - 1.49%, 2040 | ** | 2,588,111 |
(a) | (b) | (c) | (d) | (e) | |||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | ||||||||||
FNR 2011-3 FA 1MLIB+68 | Cash Equivalent - 1.44%, 2041 | ** | 3,242,364 | ||||||||||
FNR 2011-86 KF 1MLIB+55 | Cash Equivalent - 1.31%, 2041 | ** | 467,795 | ||||||||||
FNR 2011-86 NF 1MLIB+55 | Cash Equivalent - 1.31%, 2041 | ** | 1,012,159 | ||||||||||
FNR 2011-87 FJ 1MLIB+55BP | Cash Equivalent - 1.31%, 2041 | ** | 1,736,074 | ||||||||||
FNR 2012-141 FA 1MLIB+30BP | Cash Equivalent - 1.06%, 2042 | ** | 1,210,719 | ||||||||||
FNR 2013-39 FA 1MLIB+35BP | Cash Equivalent - 1.11%, 2043 | ** | 1,315,105 | ||||||||||
FNR 2015-79 FE 1MLIB+25BP | Cash Equivalent - 1.01%, 2045 | ** | 2,969,449 | ||||||||||
FNR 2015-87 BF 1MLIB+30BP | Cash Equivalent - 1.06%, 2045 | ** | 1,799,170 | ||||||||||
FNR 2016-11 CF 1MLIB+35BP | Cash Equivalent - 1.11%, 2046 | ** | 3,404,095 | ||||||||||
FNR 2016-40 AF 1MLIB+45BP | Cash Equivalent - 0.98%, 2046 | ** | 4,016,377 | ||||||||||
FNR 2016-64 KF WM38 WC3.3381 | Cash Equivalent - 1.00%, 2046 | ** | 4,843,676 | ||||||||||
FNR 2016-82 FM 1MLIB+40BP | Cash Equivalent - 0.93%, 2046 | ** | 5,675,019 | ||||||||||
FNR 2016-87 AF 1MLIB+40BP | Cash Equivalent - 0.93%, 2046 | ** | 5,900,022 | ||||||||||
FORD MOTOR CREDIT CO LLC SR UNSEC | Corporate - 5.00%, 2018 | ** | 4,694,606 | ||||||||||
FORDL 2015-B A2A | Cash Equivalent - 1.04%, 2018 | ** | 1,259,343 | ||||||||||
FOREST LABORATORIES INC SR UNSEC 144A | Corporate - 4.38%, 2019 | ** | 3,150,397 | ||||||||||
GE CAPITAL INTL FUNDING SR UNSEC | Corporate - 2.34%, 2020 | ** | 3,949,073 | ||||||||||
GENERAL ELECTRIC CO GLBL NT | Corporate - 4.63%, 2021 | ** | 787,071 | ||||||||||
GENERAL ELECTRIC CO SR UNSEC | Corporate - 2.70%, 2022 | ** | 753,109 | ||||||||||
GNMA I TBA 4.0% JAN 30YR | Mortgage - 4.00%, 2047 | ** | (46,562 | ) | |||||||||
GNMA II MULTPL SGL 30YR #MA3105M | Mortgage - 3.50%, 2045 | ** | 7,910,201 | ||||||||||
GNR 2012-149 GF 1MLIB+30BP | Cash Equivalent - 1.04%, 2042 | ** | 3,441,894 | ||||||||||
GOLDCORP INC GLBL SR UNSEC | Corporate - 3.63%, 2021 | ** | 712,724 | ||||||||||
GOLDMAN SACHS GROUP INC GLBL SR UNSEC | Corporate - 5.25%, 2021 | ** | 2,775,046 | ||||||||||
GOLDMAN SACHS GROUP INC SR NT | Corporate - 5.38%, 2020 | ** | 1,724,444 | ||||||||||
GOLDMAN SACHS GROUP INC SR UNSEC | Corporate - 4.00%, 2024 | ** | 2,511,764 | ||||||||||
HAROT 2015-3 A2 WM19 WC2.133500 | Cash Equivalent - 0.92%, 2017 | ** | 409,896 | ||||||||||
HSBC HOLDINGS PLC SR UNSEC | Corporate - 3.60%, 2023 | ** | 1,311,339 | ||||||||||
HSBC HOLDINGS PLC SR UNSEC | Corporate - 3.19%, 2021 | ** | 2,095,708 | ||||||||||
HUTCHISON WHAMPOA UNSEC 144A | Corporate - 1.63%, 2017 | ** | 2,099,702 | ||||||||||
INTESA SANPAOLO SPA SR UNSEC | Corporate - 2.38%, 2017 | ** | 1,660,750 | ||||||||||
INTESA SANPAOLO SPA UNSEC | Corporate - 3.88%, 2018 | ** | 1,535,635 | ||||||||||
IRS USD 1.25000 12/21/16-3Y CME | Interest Rate Swap - 1.25%, 2018 | ** | (261,180 | ) | |||||||||
IRS USD 1.75000 12/21/16-10Y CME | Interest Rate Swap - 1.75%, 2026 | ** | 380,967 | ||||||||||
ITAU CORPBANCA 144A SR UNSEC | Corporate - 3.88%, 2019 | ** | 1,558,101 | ||||||||||
JACKSON NATL LIFE GLOBAL SEC 144A | Corporate - 1.88%, 2018 | ** | 1,707,826 | ||||||||||
JPMBB 2013-C17 ASB WM23 WC4.9082 | Mortgage - 3.71%, 2047 | ** | 1,475,751 | ||||||||||
JPMBB 2014-C22 ASB WM24 WC4.580566404 | Mortgage - 3.50%, 2047 | ** | 1,824,126 | ||||||||||
JPMBB 2015-C27 ASB | Mortgage - 3.02%, 2048 | ** | 1,622,915 |
(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 | ||||||||||
JPMCC 2007-LD12 A4 WM16 WC6.0924 | Cash Equivalent - 5.88%, 2051 | ** | 2,282,108 | ||||||||||
JPMCC 2007-LDPX A3 SEQ WM15 WC5.76 | Cash Equivalent - 5.42%, 2049 | ** | 709,750 | ||||||||||
JPMORGAN CHASE & CO GLBL SR UNSEC | Corporate - 4.50%, 2022 | ** | 1,635,669 | ||||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate - 2.55%, 2020 | ** | 350,815 | ||||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate - 4.25%, 2020 | ** | 3,261,003 | ||||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate - 2.30%, 2021 | ** | 2,665,855 | ||||||||||
KFW SR UNSEC | Corporate - 1.50%, 2019 | ** | 1,805,915 | ||||||||||
KINDER MORGAN ENER PART | Corporate - 3.95%, 2022 | ** | 2,071,036 | ||||||||||
KINDER MORGAN INC SNR S* ICE | Credit Default Swap - 1.00%, 2021 | ** | (7,326 | ) | |||||||||
LOS ANGELES CO REDEV | Municipals - 2.00%, 2023 | ** | 1,789,409 | ||||||||||
MANUF & TRADERS TRUST CO SR UNSEC | Corporate - 2.25%, 2019 | ** | 4,410,600 | ||||||||||
MEXICO LA SP GST | Credit Default Swap - 1.00%, 2019 | ** | 6,581 | ||||||||||
MIZUHO FINANCIAL GROUP SR UNSEC | Corporate - 2.10%, 2021 | ** | 3,102,986 | ||||||||||
MOODY'S CORPORATION SR UNSEC | Corporate - 4.88%, 2024 | ** | 3,279,780 | ||||||||||
MORGAN STANLEY | Corporate - 5.50%, 2020 | ** | 2,219,774 | ||||||||||
MORGAN STANLEY NT | Corporate - 5.50%, 2020 | ** | 4,503,900 | ||||||||||
MSBAM 2012-C6 A2 WM21 WC4.692 | Cash Equivalent - 1.87%, 2045 | ** | 1,899,437 | ||||||||||
MSBAM 2013-C13 ASB WM23 WC4.922172434 | Mortgage - 3.56%, 2045 | ** | 1,155,450 | ||||||||||
MSBAM 2014-C16 A4 WM23 C4.78111 | Mortgage - 3.60%, 2047 | ** | 2,129,222 | ||||||||||
MSBAM 2014-C18 A2 WM14 | Mortgage - 3.19%, 2047 | ** | 2,218,228 | ||||||||||
MSBAM 2015-C20 ASB WM24 WC4.486757058 | Mortgage - 3.07%, 2048 | ** | 1,220,737 | ||||||||||
MSC 2007-IQ13 A4 WM16 WC5.8329 | Cash Equivalent - 5.36%, 2044 | ** | 631,094 | ||||||||||
NA DEVELOPMENT BANK GLBL SR UNSECURED | Corporate - 4.38%, 2020 | ** | 5,156,116 | ||||||||||
NALT 2015-B A2A | Cash Equivalent - 1.18%, 2017 | ** | 1,007,313 | ||||||||||
NAVSL 2015-1 A1 1MLIB+30BP | Cash Equivalent - 1.06%, 2022 | ** | 640,096 | ||||||||||
PENSKE TRUCK LEASING/PTL SR UNSEC 144A | Corporate - 3.05%, 2020 | ** | 1,632,018 | ||||||||||
PNC BANK NA SR UNSEC | Corporate - 2.45%, 2020 | ** | 1,305,930 | ||||||||||
PROLOGIS LP SR UNSEC | Corporate - 4.00%, 2018 | ** | 1,443,518 | ||||||||||
PRUDENTIAL FINANCIAL INC SNR S* ICE | Credit Default Swap - 1.00%, 2021 | ** | 17,638 | ||||||||||
RABOBANK NEDERLAND UTREC | Corporate - 3.88%, 2022 | ** | 3,728,881 | ||||||||||
SANTANDER HOLDINGS USA SR UNSEC | Corporate - 4.50%, 2025 | ** | 2,014,550 | ||||||||||
SANTANDER UK GROUP HLDGS SR UNSEC | Corporate - 2.88%, 2021 | ** | 1,478,187 | ||||||||||
SBA TOWER TRUST NT SEC 144A 1A C | Corporate - 2.90%, 2044 | ** | 2,219,794 | ||||||||||
SINOPEC GRP OVERSEA 2014 | Corporate - 2.75%, 2019 | ** | 3,043,704 | ||||||||||
SLCLT 2005-3 A2 3MLIB+9BP | Cash Equivalent - 1.05%, 2024 | ** | 533,083 | ||||||||||
SLCLT 2006-2 A5 3MLIB+10BP | Cash Equivalent - 1.06%, 2026 | ** | 1,557,553 | ||||||||||
SLMA 2004-1 A3 | Cash Equivalent - 1.09%, 2023 | ** | 728,517 |
(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 | ||||||||||
SLMA 2004-3 A5 3MLIB+17 | Cash Equivalent - 1.05%, 2023 | ** | 962,914 | ||||||||||
SLMA 2005-3 A5 | Cash Equivalent - 0.97%, 2024 | ** | 1,045,760 | ||||||||||
SLMA 2005-6 A5A 3MLIB+11BP | Cash Equivalent - 0.99%, 2026 | ** | 647,545 | ||||||||||
SLMA 2005-8 A4 3MLIB **PUT REDEMPTION** | Cash Equivalent - 1.63%, 2028 | ** | 212,164 | ||||||||||
SLMA 2006-1 A4 3MLIB+9 | Cash Equivalent - 0.97%, 2019 | ** | 433,621 | ||||||||||
SLMA 2006-4 A5 3MLIB+10BP | Cash Equivalent - 0.98%, 2025 | ** | 332,792 | ||||||||||
SOLVAY FINANCE (AMERICA) SR UNSEC 144A | Corporate - 3.40%, 2020 | ** | 1,733,868 | ||||||||||
SOUTH AFRICA EM SP CBK | Credit Default Swap - 1.00%, 2019 | ** | (13,443 | ) | |||||||||
STATE STREET STIF | Cash Equivalent - 0.64%, 2030 | ** | 557,580 | ||||||||||
SUMITOMO MITSUI BANKING SR UNSEC FRN | Cash Equivalent - 1.46%, 2018 | ** | 2,407,632 | ||||||||||
SUMITOMO MITSUI FINL GRP SR UNSEC | Corporate - 2.44%, 2021 | ** | 2,961,704 | ||||||||||
TAOT 2015-C A2A | Cash Equivalent - 0.92%, 2018 | ** | 228,171 | ||||||||||
TEVA PHARMACEUTICALS NE SR UNSEC | Corporate - 1.70%, 2019 | ** | 888,730 | ||||||||||
TIAA ASSET MGMT FIN LLC SR UNSEC 144A | Corporate - 2.95%, 2019 | ** | 1,531,162 | ||||||||||
U S TREASURY BILLS | Cash Equivalent - 0.00%, 2017 | ** | 999 | ||||||||||
U S TREASURY BILLS | Cash Equivalent - 0.00%, 2017 | ** | 98,916 | ||||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 0.38%, 2025 | ** | 1,979,884 | ||||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 0.63%, 2026 | ** | 2,416,902 | ||||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 1.75%, 2028 | ** | 906,362 | ||||||||||
U S TREASURY INFLATE PROT BD | US Treasury - 2.00%, 2026 | ** | 482,851 | ||||||||||
U S TREASURY NOTE | Cash Equivalent - 0.88%, 2017 | ** | 12,047,223 | ||||||||||
U S TREASURY NOTE | Cash Equivalent - 0.88%, 2017 | ** | 985,472 | ||||||||||
U S TREASURY NOTE | Cash Equivalent - 1.00%, 2017 | ** | 13,746,239 | ||||||||||
U S TREASURY NOTE | Cash Equivalent - 0.63%, 2017 | ** | 14,022,583 | ||||||||||
U S TREASURY NOTE | US Treasury - 1.75%, 2021 | ** | 2,334,867 | ||||||||||
U S TREASURY NOTE | US Treasury - 1.00%, 2019 | ** | 18,624,518 | ||||||||||
U S TREASURY NOTE | US Treasury - 1.38%, 2023 | ** | 10,297,209 | ||||||||||
U S TREASURY NOTE | US Treasury - 1.25%, 2023 | ** | 4,628,389 | ||||||||||
U S TREASURY NOTE | US Treasury - 2.13%, 2021 | ** | 20,995,641 | ||||||||||
U S TREASURY NOTE | US Treasury - 0.75%, 2018 | ** | 17,997,665 | ||||||||||
U S TREASURY NOTE | US Treasury - 1.13%, 2021 | ** | 5,423,654 | ||||||||||
U S TREASURY REPO | Cash Equivalent - 0.60%, 2017 | ** | 60,701,163 | ||||||||||
UBS AG STAMFORD CT SR UNSEC | Corporate - 2.38%, 2019 | ** | 3,536,473 | ||||||||||
UBSBB 2013-C5 AAB WM22 WC4.120420506 | Mortgage - 2.69%, 2046 | ** | 1,214,101 | ||||||||||
VERIZON COMMUNICATIONS SR UNSEC | Corporate - 5.15%, 2023 | ** | 4,854,771 | ||||||||||
VIACOM INC SR UNSEC | Corporate - 2.75%, 2019 | ** | 1,000,098 | ||||||||||
VM CASH CCP CME FOB USD | Cash Equivalent - 0.01%, 2060 | ** | 46,929 | ||||||||||
VM CASH CCP ICE FOB USD | Cash Equivalent - 0.01%, 2060 | ** | 20,517 | ||||||||||
VM CASH FUT DOM FOB USD | Cash Equivalent - 0.01%, 2060 | ** | 179,140 |
(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 | ||||||||||
VOLKSWAGEN GROUP AMERICA SR UNSEC 144A | Corporate - 1.39%, 2018 | ** | 996,331 | ||||||||||
WEA FINANCE LLC/WESTFIEL UNSEC 144A | Corporate - 2.70%, 2019 | ** | 3,049,704 | ||||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate - 1.76%, 2020 | ** | 2,015,204 | ||||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate - 3.55%, 2025 | ** | 2,913,555 | ||||||||||
WFCM 2015-C26 ASB WM15 | Mortgage - 2.99%, 2048 | ** | 1,521,654 | ||||||||||
WFCM 2015-C29 ASB WM15 | Mortgage - 3.40%, 2048 | ** | 1,651,913 | ||||||||||
WFCM 2015-C30 ASB WM25 WC4.53 | Mortgage - 3.41%, 2058 | ** | 1,755,285 | ||||||||||
WFCM 2016-C35 ASB WM16 WC0.0 | Mortgage - 2.79%, 2048 | ** | 1,436,181 | ||||||||||
WISCONSIN-A-REF-TXBL | Municipals - 1.90%, 2022 | ** | 1,839,207 | ||||||||||
Capital Preservation Fund Total | 563,438,944 | ||||||||||||
ARTISAN MIDCAP INVESTOR FUND | |||||||||||||
* | STATE STREET STIF | MONEY MARKET FUND | ** | 6,406,779 | |||||||||
ACTIVISION BLIZZARD INC | COMMON STOCK | ** | 1,758,810 | ||||||||||
ACUITY BRANDS INC | COMMON STOCK | ** | 2,364,468 | ||||||||||
ADVANCE AUTO PARTS INC | COMMON STOCK | ** | 2,019,462 | ||||||||||
AMETEK INC | COMMON STOCK | ** | 921,796 | ||||||||||
ARAMARK | COMMON STOCK | ** | 2,031,932 | ||||||||||
ATHENAHEALTH INC | COMMON STOCK | ** | 1,176,011 | ||||||||||
ATLASSIAN CORP PLC | COMMON STOCK | ** | 961,827 | ||||||||||
BECTON DICKINSON AND CO | COMMON STOCK | ** | 2,800,278 | ||||||||||
BLUE BUFFALO PET PRODUCTS | COMMON STOCK | ** | 696,150 | ||||||||||
BOSTON SCIENTIFIC CORP | COMMON STOCK | ** | 5,651,378 | ||||||||||
CBS CORP | COMMON STOCK | ** | 2,066,505 | ||||||||||
CIGNA CORP | COMMON STOCK | ** | 3,377,702 | ||||||||||
CIMAREX ENERGY | COMMON STOCK | ** | 2,106,722 | ||||||||||
CINTAS CORP | COMMON STOCK | ** | 1,158,489 | ||||||||||
CONCHO RESOURCES INC | DEPOSITORY RECEIPTS | ** | 3,251,087 | ||||||||||
CTRIP.COM | COMMON STOCK | ** | 1,546,680 | ||||||||||
DELPHI AUTOMOTIVE PLC | COMMON STOCK | ** | 2,002,787 | ||||||||||
DEXCOM INC | COMMON STOCK | ** | 2,265,257 | ||||||||||
DOLLAR TREE INC | COMMON STOCK | ** | 1,383,452 | ||||||||||
ELECTRONIC ARTS INC | COMMON STOCK | ** | 2,660,907 | ||||||||||
ENVISION HEALTHCARE CORP | COMMON STOCK | ** | 2,303,690 | ||||||||||
EXPEDIA INC | COMMON STOCK | ** | 935,466 | ||||||||||
FIDELITY NATIONAL INFO SERV | COMMON STOCK | ** | 2,202,334 | ||||||||||
FORTUNE BRANDS HOME & SECURITY | COMMON STOCK | ** | 3,580,377 | ||||||||||
GARTNER INC | COMMON STOCK | ** | 1,789,343 |
(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 | ||||||||||
GLOBAL PAYMENTS INC | COMMON STOCK | ** | 4,859,255 | ||||||||||
GUIDEWIRE SOFTWARE INC | COMMON STOCK | ** | 1,958,105 | ||||||||||
HARRIS CORP | COMMON STOCK | ** | 1,479,667 | ||||||||||
HD SUPPLY HOLDINGS INC | COMMON STOCK | ** | 2,155,895 | ||||||||||
IHS MARKIT LTD | COMMON STOCK | ** | 6,443,204 | ||||||||||
INTERCONTINENTAL EXCHANGE INC | COMMON STOCK | ** | 2,337,932 | ||||||||||
INTUIT INC | COMMON STOCK | ** | 1,052,922 | ||||||||||
LKQ CORP | COMMON STOCK | ** | 5,760,637 | ||||||||||
MIDDLEBY CORP | COMMON STOCK | ** | 1,690,245 | ||||||||||
MONSTER BEVERAGE CORP | COMMON STOCK | ** | 2,218,330 | ||||||||||
MOTOROLA SOLUTIONS INC | COMMON STOCK | ** | 1,786,611 | ||||||||||
NEWELL BRANDS INC | COMMON STOCK | ** | 1,712,953 | ||||||||||
NIELSEN HOLDINGS PLC | COMMON STOCK | ** | 1,105,802 | ||||||||||
NORTHERN TRUST CORP | COMMON STOCK | ** | 1,677,880 | ||||||||||
NVIDIA CORP | COMMON STOCK | ** | 2,252,961 | ||||||||||
O REILLY AUTOMOTIVE INC | COMMON STOCK | ** | 815,463 | ||||||||||
PANERA BREAD COMPANY | COMMON STOCK | ** | 726,019 | ||||||||||
REGENERON PHARMACEUTICAS | COMMON STOCK | ** | 3,933,736 | ||||||||||
ROPER TECHNOLOGIES INC | COMMON STOCK | ** | 1,752,442 | ||||||||||
RPM INTERNATIONAL INC | COMMON STOCK | ** | 2,152,016 | ||||||||||
SEATTLE GENETICS INC | COMMON STOCK | ** | 4,856,184 | ||||||||||
SMITH (A.O.) CORP | COMMON STOCK | ** | 1,023,738 | ||||||||||
STATE STREET BANK + TRUST | COMMON STOCK | ** | 695,761 | ||||||||||
SVB FINANCIAL GROUP | COMMON STOCK | ** | 2,677,381 | ||||||||||
TD AMERITRADE HOLDING CORP | COMMON STOCK | ** | 1,412,902 | ||||||||||
TRACTOR SUPPLY COMPANY | COMMON STOCK | ** | 1,359,273 | ||||||||||
ULTA SALON COSMETICS & FRAGRANCE | COMMON STOCK | ** | 2,540,477 | ||||||||||
VANTIV INC | COMMON STOCK | ** | 2,011,877 | ||||||||||
VEEVA SYSTEMS INC | COMMON STOCK | ** | 2,131,296 | ||||||||||
VERISK ANALYTICS INC | COMMON STOCK | ** | 1,461,628 | ||||||||||
WABTEC CORP | COMMON STOCK | ** | 1,217,903 | ||||||||||
WASTE CONNECTIONS INC | COMMON STOCK | ** | 3,640,918 | ||||||||||
WHITEWAVE FOODS CO | COMMON STOCK | ** | 1,222,087 | ||||||||||
WORKDAY INC | COMMON STOCK | ** | 1,316,314 | ||||||||||
Artisan Midcap Investor Fund Total | 134,859,503 | ||||||||||||
METWEST TOTAL RETURN FUND | |||||||||||||
* | STATE STREET STIF | Money market fund | ** | 8,162,021 |
(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 | ||||||||||
ABBVIE INC SR UNSECURED | CORPORATE BONDS - 4.30%, 2036 | ** | 95,291 | ||||||||||
ABBVIE INC SR UNSECURED | CORPORATE BONDS - 4.70%, 2045 | ** | 318,867 | ||||||||||
ACE SECURITIES CORP. ACE 2004 IN1 | MORTGAGE - 1.00%, 2034 | ** | 1,047,899 | ||||||||||
ACTAVIS FUNDING SCS COMPANY GUAR | CORPORATE BONDS - 3.80%, 2025 | ** | 450,530 | ||||||||||
ACTAVIS FUNDING SCS COMPANY GUAR | CORPORATE BONDS - 4.55%, 2035 | ** | 296,938 | ||||||||||
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 2 6M1 | MORTGAGE - 1.00%, 2035 | ** | 329,238 | ||||||||||
AETNA INC SR UNSECURED | CORPORATE BONDS - 1.70%, 2018 | ** | 549,490 | ||||||||||
AMER AIRLN 13 1 A PASS T PASS THRU CE | CORPORATE BONDS - 4.00%, 2027 | ** | 350,401 | ||||||||||
AMERICA WEST AIR 2000 1 PASS THRU CE | CORPORATE BONDS - 8.06%, 2022 | ** | 409,601 | ||||||||||
AMERICAN HOME MORTGAGE INVESTM AHM 2004 4 4A | MORTGAGE - 1.00%, 2045 | ** | 831,263 | ||||||||||
APPLE INC SR UNSECURED | CORPORATE BONDS - 4.65%, 2046 | ** | 313,156 | ||||||||||
AT+T INC SR UNSECURED | CORPORATE BONDS - 4.75%, 2046 | ** | 454,761 | ||||||||||
AT+T INC SR UNSECURED | CORPORATE BONDS - 4.80%, 2044 | ** | 203,157 | ||||||||||
BABSON CLO LTD BABSN 2015 IA A 144A | OTHER ASSET BACKED - 1.00%, 2027 | ** | 580,756 | ||||||||||
BANC OF AMERICA MERRILL LYNCH BAMLL | MORTGAGE - 2.96%, 2030 | ** | 221,265 | ||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 6.88%, 2018 | ** | 478,310 | ||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 5.65%, 2018 | ** | 523,881 | ||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 4.10%, 2023 | ** | 626,760 | ||||||||||
BANK OF AMERICA NA SUBORDINATED | CORPORATE BONDS - 5.30%, 2017 | ** | 1,007,745 | ||||||||||
BAXALTA INC COMPANY GUAR | CORPORATE BONDS - 2.88%, 2020 | ** | 424,894 | ||||||||||
BCAP LLC TRUST BCAP 2008 IND2 A1 | MORTGAGE - 1.00%, 2038 | ** | 731,705 | ||||||||||
BEAR STEARNS ADJUSTABLE RATE M BSARM | MORTGAGE - 1.00%, 2033 | ** | 867,688 | ||||||||||
BEAR STEARNS COS LLC COMPANY GUAR | CORPORATE BONDS - 7.25%, 2018 | ** | 1,063,529 | ||||||||||
BERKSHIRE HATHAWAY INC SR UNSECURED | CORPORATE BONDS - 3.13%, 2026 | ** | 521,590 | ||||||||||
CAPITAL ONE BANK USA NA SR UNSECURED | CORPORATE BONDS - 1.20%, 2017 | ** | 749,849 | ||||||||||
CELGENE CORP SR UNSECURED | CORPORATE BONDS - 5.00%, 2045 | ** | 363,906 | ||||||||||
CENTEX HOME EQUITY CXHE 2005 D M1 | OTHER ASSET BACKED - 1.00%, 2035 | ** | 191,352 | ||||||||||
CENTEX HOME EQUITY CXHE 2005 D M2 | OTHER ASSET BACKED - 1.00%, 2036 | ** | 1,210,556 | ||||||||||
CHARTER COMM OPT LLC/CAP SR SECURED | CORPORATE BONDS - 4.46%, 2022 | ** | 621,793 | ||||||||||
CHASE ISSUANCE TRUST CHAIT 2015 A6 A6 | CREDIT CARD RECIVEABLE- 1.00%, 2019 | ** | 590,211 | ||||||||||
CITIGROUP INC SR UNSECURED | CORPORATE BONDS - 1.80%, 2018 | ** | 499,721 | ||||||||||
CITIGROUP INC SR UNSECURED | CORPORATE BONDS - 1.75%, 2018 | ** | 997,869 | ||||||||||
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 6 2A1 144A | MORTGAGE - 1.00%, 2035 | ** | 785,725 | ||||||||||
COLLEGIATE FUNDING SERVICES ED COELT 2005 A A4 | OTHER ASSET BACKED - 1.00%, 2035 | ** | 1,018,205 | ||||||||||
COLUMBIA PIPELINE GROUP COMPANY GUAR | CORPORATE BONDS - 2.45, 2018 | ** | 753,665 |
(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 MORTGAGE TRUST COMM 2013 300P A1 144A | MORTGAGE - 4.35%, 2030 | ** | 221,844 | ||||||||||
COMM MORTGAGE TRUST COMM 2016 787S A 144A | MORTGAGE - 3.55%, 2036 | ** | 219,671 | ||||||||||
CONTL AIRLINES 2009 2 PASS THRU CE | CORPORATE BONDS - 7.25%, 2021 | ** | 675,483 | ||||||||||
CVS HEALTH CORP SR UNSECURED | CORPORATE BONDS - 5.13%, 2045 | ** | 445,779 | ||||||||||
DUKE ENERGY CAROLINAS 1ST REF MORT | CORPORATE BONDS - 3.75%, 2045 | ** | 666,349 | ||||||||||
DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A | CORPORATE BONDS - 5.90%, 2021 | ** | 895,009 | ||||||||||
EMERA US FINANCE LP COMPANY GUAR 144A | CORPORATE BONDS - 2.15%, 2019 | ** | 658,909 | ||||||||||
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 4 M1 | OTHER ASSET BACKED 1.00%, 2036 | ** | 513,942 | ||||||||||
ENERGY TRANSFER PARTNERS SR UNSECURED | CORPORATE BONDS - 5.15%, 2045 | ** | 623,402 | ||||||||||
ESSEX PORTFOLIO LP COMPANY GUAR | CORPORATE BONDS - 5.50%, 2017 | ** | 453,594 | ||||||||||
FANNIEMAE ACES FNA 2012 M11 FA | MORTGAGE - 1.00%, 2019 | ** | 769,510 | ||||||||||
FANNIEMAE ACES FNA 2015 M1 A2 | MORTGAGE - 2.53%, 2024 | ** | 1,131,021 | ||||||||||
FARMERS EXCHANGE CAP III SUBORDINATED 144A | CORPORATE BONDS - 1.00%, 2054 | ** | 701,179 | ||||||||||
FED HM LN PC POOL G07848 FG | MORTGAGE - 3.50%, 2044 | ** | 1,797,365 | ||||||||||
FED HM LN PC POOL G07957 FG | MORTGAGE - 4.00%, 2045 | ** | 1,107,871 | ||||||||||
FED HM LN PC POOL G08676 FG | MORTGAGE - 3.50%, 2045 | ** | 1,236,367 | ||||||||||
FED HM LN PC POOL G08702 FG | MORTGAGE - 3.50%, 2046 | ** | 2,796,438 | ||||||||||
FED HM LN PC POOL G08707 FG | MORTGAGE - 4.00%, 2046 | ** | 602,015 | ||||||||||
FED HM LN PC POOL G08711 FG | MORTGAGE - 3.50%, 2046 | ** | 1,444,363 | ||||||||||
FED HM LN PC POOL G08712 FG | MORTGAGE - 4.00%, 2046 | ** | 451,723 | ||||||||||
FED HM LN PC POOL G08715 FG | MORTGAGE - 3.00%, 2046 | ** | 1,544,099 | ||||||||||
FED HM LN PC POOL G08716 FG | MORTGAGE - 3.50%, 2046 | ** | 1,775,017 | ||||||||||
FED HM LN PC POOL G08721 FG | MORTGAGE - 3.00%, 2046 | ** | 850,119 | ||||||||||
FED HM LN PC POOL G08726 FG | MORTGAGE - 3.00%, 2046 | ** | 1,009,574 | ||||||||||
FED HM LN PC POOL G08732 FG | MORTGAGE - 3.00%, 2046 | ** | 1,127,485 | ||||||||||
FED HM LN PC POOL G08741 FG | MORTGAGE - 3.00%, 2047 | ** | 318,084 | ||||||||||
FED HM LN PC POOL G18622 FG | MORTGAGE - 2.50%, 2031 | ** | 1,809,570 | ||||||||||
FED HM LN PC POOL G18626 FG | MORTGAGE - 2.50%, 2032 | ** | 431,159 | ||||||||||
FED HM LN PC POOL G18627 FG | MORTGAGE - 3.00%, 2032 | ** | 215,747 | ||||||||||
FED HM LN PC POOL G60023 FG | MORTGAGE - 3.50%, 2045 | ** | 1,982,555 | ||||||||||
FED HM LN PC POOL G60080 FG | MORTGAGE - 3.50%, 2045 | ** | 2,021,216 | ||||||||||
FED HM LN PC POOL G60238 FG | MORTGAGE - 3.50%, 2045 | ** | 220,326 | ||||||||||
FED HM LN PC POOL G60344 FG | MORTGAGE - 4.00%, 2045 | ** | 1,795,989 | ||||||||||
FEDERAL HOME LOAN BANK BONDS 06/30 VAR | GOVERNMENT ISSUES - 1.00%, 2030 | ** | 1,185,452 | ||||||||||
FNMA POOL 467944 FN | MORTGAGE - 4.25%, 2021 | ** | 529,391 |
(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 468822 FN | MORTGAGE - 4.10%, 2021 | ** | 482,803 | ||||||||||
FNMA POOL 471713 FN | MORTGAGE - 2.85%, 2022 | ** | 390,146 | ||||||||||
FNMA POOL AL0151 FN | MORTGAGE - 1.00%, 2021 | ** | 1,058,337 | ||||||||||
FNMA POOL AL0705 FN | MORTGAGE - 1.00%, 2020 | ** | 212,920 | ||||||||||
FNMA POOL AL6167 FN | MORTGAGE - 1.00%, 2044 | ** | 998,999 | ||||||||||
FNMA POOL AL9027 FN | MORTGAGE - 1.00%, 2046 | ** | 1,300,227 | ||||||||||
FNMA POOL AL9472 FN | MORTGAGE - 1.00%, 2043 | ** | 480,645 | ||||||||||
FNMA POOL AM0762 FN | MORTGAGE - 3.29%, 2032 | ** | 351,095 | ||||||||||
FNMA POOL AM2749 FN | MORTGAGE - 2.83%, 2023 | ** | 393,197 | ||||||||||
FNMA POOL AM4125 FN | MORTGAGE - 3.74%, 2023 | ** | 550,655 | ||||||||||
FNMA POOL AM4493 FN | MORTGAGE - 3.92%, 2023 | ** | 527,791 | ||||||||||
FNMA POOL AM7013 FN | MORTGAGE - 3.39%, 2029 | ** | 335,826 | ||||||||||
FNMA POOL AM8774 FN | MORTGAGE - 2.67%, 2025 | ** | 547,184 | ||||||||||
FNMA POOL AM9793 FN | MORTGAGE - 3.12%, 2027 | ** | 414,073 | ||||||||||
FNMA POOL AN2812 FN | MORTGAGE - 2.56%, 2028 | ** | 389,566 | ||||||||||
FNMA POOL AN2913 FN | MORTGAGE - 2.61%, 2028 | ** | 390,854 | ||||||||||
FNMA POOL FN0001 FN | MORTGAGE - 1.00%, 2020 | ** | 567,795 | ||||||||||
FNMA POOL MA2740 FN | MORTGAGE - 2.50%, 2026 | ** | 897,163 | ||||||||||
FNMA POOL MA2830 FN | MORTGAGE - 2.50%, 2031 | ** | 149,492 | ||||||||||
FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE | MORTGAGE - 2.50%, 2032 | ** | 851,345 | ||||||||||
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE | MORTGAGE - 3.00%, 2032 | ** | 861,984 | ||||||||||
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | MORTGAGE - 3.00%, 2047 | ** | 1,803,046 | ||||||||||
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | MORTGAGE - 3.50%, 2047 | ** | 1,050,545 | ||||||||||
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | MORTGAGE - 4.00%, 2046 | ** | 1,818,764 | ||||||||||
FORD MOTOR CREDIT CO LLC SR UNSECURED | CORPORATE BONDS - 2.15%, 2018 | ** | 200,290 | ||||||||||
FORD MOTOR CREDIT CO LLC SR UNSECURED | CORPORATE BONDS - 6.63%, 2017 | ** | 515,216 | ||||||||||
GENERAL MOTORS CO SR UNSECURED | CORPORATE BONDS - 3.50%, 2018 | ** | 356,965 | ||||||||||
GILEAD SCIENCES INC SR UNSECURED | CORPORATE BONDS - 4.50%, 2045 | ** | 349,706 | ||||||||||
GNMA II POOL MA3521 G2 | MORTGAGE - 3.50%, 2046 | ** | 830,951 | ||||||||||
GNMA II POOL MA3597 G2 | MORTGAGE - 3.50%, 2046 | ** | 895,969 | ||||||||||
GNMA II POOL MA3736 G2 | MORTGAGE - 3.50%, 2046 | ** | 847,067 | ||||||||||
GNMA II POOL MA3937 G2 | MORTGAGE - 3.50%, 2046 | ** | 214,339 | ||||||||||
GNMA II POOL MA4069 G2 | MORTGAGE - 3.50%, 2046 | ** | 798,954 | ||||||||||
GNMA II POOL MA4126 G2 | MORTGAGE - 3.00%, 2046 | ** | 1,348,578 | ||||||||||
GNMA II TBA 30 YR 3 JUMBOS | MORTGAGE - 3.00%, 2047 | ** | 1,199,836 |
(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 | ||||||||||
GNMA II TBA 30 YR 3.5 JUMBOS | MORTGAGE - 3.50%, 2047 | ** | 1,309,785 | ||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 5.95%, 2018 | ** | 833,394 | ||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 6.15%, 2018 | ** | 262,979 | ||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 5.25%, 2021 | ** | 301,397 | ||||||||||
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 HY1 1A1A | MORTGAGE - 1.00%, 2035 | ** | 636,225 | ||||||||||
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A | MORTGAGE - 1.00%, 2036 | ** | 896,894 | ||||||||||
HBOS PLC SUBORDINATED 144A | CORPORATE BONDS - 6.75%, 2018 | ** | 659,061 | ||||||||||
HCP INC SR UNSECURED | CORPORATE BONDS - 4.20%, 2024 | ** | 788,775 | ||||||||||
HEALTHCARE REALTY TRUST SR UNSECURED | CORPORATE BONDS - 3.86%, 2025 | ** | 221,859 | ||||||||||
HIGHER EDUCATION FUNDING 05/34 FRN | OTHER ASSET BACKED - 1.00%, 2034 | ** | 969,862 | ||||||||||
INTERNATIONAL TRANSMISSI 1ST MORTGAGE 144A | CORPORATE BONDS - 4.63%, 2043 | ** | 638,461 | ||||||||||
INTL LEASE FINANCE CORP SR SECURED | CORPORATE BONDS - 7.13%, 2018 | ** | 323,250 | ||||||||||
JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FLD1 M3 | OTHER ASSET BACKED - 1.00%, 2035 | ** | 584,402 | ||||||||||
JPMORGAN CHASE + CO SR UNSECURED | CORPORATE BONDS - 1.80%, 2018 | ** | 400,442 | ||||||||||
JPMORGAN CHASE + CO SR UNSECURED | CORPORATE BONDS - 4.25%, 2020 | ** | 423,294 | ||||||||||
KRAFT HEINZ FOODS CO COMPANY GUAR | CORPORATE BONDS - 4.38%, 2046 | ** | 399,916 | ||||||||||
LIBERTY STREET TRUST LBTY 2016 225L A 144A | MORTGAGE - 3.56%, 2036 | ** | 220,378 | ||||||||||
MAGNETITE CLO LTD MAGNE 2014 9A A1 144A | OTHER ASSET BACKED - 1.00%, 2026 | ** | 360,100 | ||||||||||
MAGNETITE CLO LTD MAGNE 2015 12A AR 144A | OTHER ASSET BACKED- 1.00%, 2027 | ** | 499,999 | ||||||||||
METROPOLITAN WEST FLOATING RAT METROPOLITAN WEST FLOAT I | MUTUAL FUNDS | ** | 2,560,279 | ||||||||||
METROPOLITAN WEST HIGH YIELD B METROPOLITAN WEST H/Y BOND I | MUTUAL FUNDS | ** | 2,818,805 | ||||||||||
MICROSOFT CORP SR UNSECURED | CORPORATE BONDS - 3.75%, 2045 | ** | 328,213 | ||||||||||
MLCC MORTGAGE INVESTORS INC MLCC | MORTGAGE - 1.00%, 2029 | ** | 782,407 | ||||||||||
MORGAN STANLEY SR UNSECURED | CORPORATE BONDS - 5.50%, 2020 | ** | 219,042 | ||||||||||
MORGAN STANLEY SR UNSECURED | CORPORATE BONDS - 5.95%, 2017 | ** | 1,144,913 | ||||||||||
MORTGAGEIT TRUST MHL 2005 2 1A1 | MORTGAGE - 1.00%, 2035 | ** | 658,042 | ||||||||||
NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B AV4 | OTHER ASSET BACKED - 1.00%, 2036 | ** | 1,076,470 | ||||||||||
NATIONWIDE MUTUAL INSURA SUBORDINATED 144A | CORPORATE BONDS- 1.00%, 2024 | ** | 393,696 |
(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 | ||||||||||
NAVIENT STUDENT LOAN TRUST NAVSL 2015 2 A3 | OTHER ASSET BACKED - 1.00%, 2040 | ** | 1,159,335 | ||||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 2A A2 144A | OTHER ASSET BACKED - 1.00%, 2047 | ** | 892,542 | ||||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A | OTHER ASSET BACKED - 1.00%, 2051 | ** | 1,160,184 | ||||||||||
NEW YORK CITY NY MUNI WTR FIN NYCUTL | MUNICIPALS - 5.95%, 2042 | ** | 870,210 | ||||||||||
NEW YORK CITY NY TRANSITIONAL NYCGEN | MUNICIPALS - 5.57%, 2038 | ** | 515,066 | ||||||||||
NEW YORK ST DORM AUTH ST PERSO NYSHGR | MUNICIPALS - 5.29%, 2033 | ** | 582,795 | ||||||||||
NOBLE ENERGY INC SR UNSECURED | CORPORATE BONDS - 5.25%, 2043 | ** | 76,396 | ||||||||||
NYU HOSPITALS CENTER SECURED | CORPORATE BONDS - 4.78%, 2044 | ** | 521,335 | ||||||||||
PENNSYLVANIA HIGHER EDUCATION PHEAA 2015 1A A 144A | OTHER ASSET BACKED - 1.00%, 2041 | ** | 889,746 | ||||||||||
POTOMAC ELECTRIC POWER 1ST MORTGAGE | CORPORATE BONDS - 3.60%, 2024 | ** | 516,971 | ||||||||||
PROTECTIVE LIFE GLOBAL SR SECURED 144A | CORPORATE BONDS - 1.72%, 2019 | ** | 540,639 | ||||||||||
RAYMOND JAMES FINANCIAL SR UNSECURED | CORPORATE BONDS - 4.95%, 2046 | ** | 218,959 | ||||||||||
RBSCF TRUST RBSCF 2013 GSP A 144A | MORTGAGE - 1.00%, 2032 | ** | 220,097 | ||||||||||
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 A3 | OTHER ASSET BACKED - 1.00%, 2036 | ** | 228,292 | ||||||||||
SEQUOIA MORTGAGE TRUST SEMT 2003 8 A1 | MORTGAGE - 1.00%, 2034 | ** | 794,863 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A | OTHER ASSET BACKED - 1.00%, 2026 | ** | 1,194,564 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2005 7 A4 | OTHER ASSET BACKED-1.00%, 2029 | ** | 1,207,368 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2007 1 A5 | OTHER ASSET BACKED-1.00%, 2026 | ** | 1,013,588 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 2 B | OTHER ASSET BACKED-1.00%, 2083 | ** | 174,307 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 4 B | OTHER ASSET BACKED-1.00%, 2029 | ** | 228,965 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 5 B | OTHER ASSET BACKED-1.00%, 2030 | ** | 382,910 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 8 B | OTHER ASSET BACKED-1.00%, 2029 | ** | 221,968 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 9 B | OTHER ASSET BACKED-1.00%, 2083 | ** | 380,711 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2012 5 A2 | OTHER ASSET BACKED-1.00%, 2019 | ** | 374,524 | ||||||||||
SLM STUDENT LOAN TRUST SLMA 2013 4 A | OTHER ASSET BACKED-1.00%, 2027 | ** | 722,535 | ||||||||||
SOUTHWESTERN ELEC POWER SR UNSECURED | CORPORATE BONDS - 3.90%, 2045 | ** | 652,012 | ||||||||||
SPECTRA ENERGY PARTNERS SR UNSECURED | CORPORATE BONDS - 4.50%, 2045 | ** | 190,170 | ||||||||||
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR2 2A | MORTGAGE - 1.00%, 2034 | ** | 842,010 | ||||||||||
TC PIPELINES LP SR UNSECURED | CORPORATE BONDS - 4.38%, 2025 | ** | 554,445 | ||||||||||
TCW EMERGING MARKETS INCOME FO TCW EMERGING MARKETS INCOME FO | LMTD PARTNRSHIP UNTS | ** | 1,389,331 |
(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 | ||||||||||
TREASURY BILL | GOVERNMENT ISSUES-0.10%, 2017 | ** | 114,848 | ||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES-1.38%, 2044 | ** | 854,557 | ||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES-0.75%, 2045 | ** | 1,313,578 | ||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES- 0.38%, 2025 | ** | 2,838,509 | ||||||||||
UBS AG STAMFORD CT SR UNSECURED | CORPORATE BONDS - 1.80%, 2018 | ** | 460,318 | ||||||||||
UBS AG STAMFORD CT SR UNSECURED | CORPORATE BONDS - 1.38%, 2017 | ** | 349,918 | ||||||||||
UNITED TECHNOLOGIES CORP JR SUBORDINA | CORPORATE BONDS - 1.00%, 2018 | ** | 600,131 | ||||||||||
UNITEDHEALTH GROUP INC SR UNSECURED | CORPORATE BONDS - 4.63%, 2035 | ** | 386,964 | ||||||||||
UNIV OF CALIFORNIA CA REVENUES UNVHGR | MUNICIPALS - 3.93%, 2045 | ** | 544,638 | ||||||||||
US 2YR NOTE (CBT) MAR17 XCBT 20170331 | FUTURE - 0.00%, 2017 | ** | 6,717,313 | ||||||||||
US 5YR NOTE (CBT) MAR17 XCBT 20170331 | FUTURE - 0.00%, 2017 | ** | 11,295,750 | ||||||||||
US DOLLAR | CASH | ** | 4,104,720 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.50%, 2019 | ** | 1,779,611 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.50%, 2022 | ** | 1,124,035 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.88%, 2022 | ** | 1,780,556 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-0.75%, 2017 | ** | 7,528,234 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES- 0.75%, 2018 | ** | 2,814,622 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.25%, 2021 | ** | 6,918,724 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.00%, 2018 | ** | 1,609,827 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.75%, 2021 | ** | 6,883,258 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-2.00%, 2026 | ** | 9,053,813 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-2.88%, 2046 | ** | 5,300,425 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.00%, 2017 | ** | 2,371,851 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-1.25%, 2018 | ** | 2,462,499 | ||||||||||
US TREASURY N/B | GOVERNMENT ISSUES-2.00%, 2021 | ** | 4,852,754 | ||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | CORPORATE BONDS - 4.86%, 2046 | ** | 486,381 | ||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | CORPORATE BONDS - 4.52%, 2048 | ** | 239,728 | ||||||||||
VNO MORTGAGE TRUST VNDO 2012 6AVE A 144A | MORTGAGE - 3.00%, 2030 | ** | 242,213 | ||||||||||
WAL MART STORES INC SR UNSECURED | CORPORATE BONDS - 4.75%, 2043 | ** | 308,369 | ||||||||||
WALGREENS BOOTS ALLIANCE SR UNSECURED | CORPORATE BONDS - 3.45%, 2026 | ** | 147,240 | ||||||||||
WALGREENS BOOTS ALLIANCE SR UNSECURED | CORPORATE BONDS - 4.80%, 2044 | ** | 179,867 | ||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A | MORTGAGE - 1.00%, 2045 | ** | 729,103 | ||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A2 | MORTGAGE - 1.00%, 2045 | ** | 889,326 | ||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | MORTGAGE - 1.00%, 2045 | ** | 831,432 |
(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 | ||||||||||
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A | CORPORATE BONDS - 2.70%, 2019 | ** | 657,441 | ||||||||||
WELLS FARGO + COMPANY SR UNSECURED | CORPORATE BONDS - 2.50%, 2021 | ** | 883,405 | ||||||||||
WELLS FARGO + COMPANY SR UNSECURED | CORPORATE BONDS - 3.00%, 2026 | ** | 262,414 | ||||||||||
WELLS FARGO BANK NA SR UNSECURED | CORPORATE BONDS - 2.15%, 2019 | ** | 439,727 | ||||||||||
WELLS FARGO COMMERCIAL MORTGAG WFCM 2012 LC5 A3 | MORTGAGE - 2.92%, 2045 | ** | 447,765 | ||||||||||
WELLS FARGO HOME EQUITY TRUST WFHET 2006 1 A4 | OTHER ASSET BACKED - 1.00%, 2036 | ** | 371,891 | ||||||||||
WELLTOWER INC SR UNSECURED | CORPORATE BONDS - 3.75%, 2023 | ** | 810,984 | ||||||||||
Total Metwest Total Return Fund | 218,671,445 | ||||||||||||
Total Investments | 3,508,040,428 | ||||||||||||
*Notes receivable from participants | Loans receivable with repayment interest of 4.25% to 10% | — | $ | 60,108,033 | |||||||||
$ | 3,568,148,461 | ||||||||||||
* 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 | ||||||||||||||||||||||||||||
N/A | ||||||||||||||||||||||||||||
Series | ||||||||||||||||||||||||||||
* | STATE STREET STIF | $ | 581,739,656 | N/A | N/A | $ | — | $ | 581,739,656 | $ | 581,739,656 | N/A | ||||||||||||||||
735 Transactions | ||||||||||||||||||||||||||||
* | STATE STREET STIF | N/A | $ | 569,139,733 | N/A | $ | — | $ | 569,139,733 | $ | 569,139,733 | $ | — | |||||||||||||||
919 Transactions | ||||||||||||||||||||||||||||
JP Morgan Term Repo | $ | 103,600,000 | N/A | N/A | $ | — | $ | 103,600,000 | $ | 103,600,000 | N/A | |||||||||||||||||
1 Transaction | ||||||||||||||||||||||||||||
JP Morgan Term Repo | N/A | $103,600,000 | N/A | $ | — | $ | 103,600,000 | $ | 103,600,000 | $ | — | |||||||||||||||||
1 Transaction | ||||||||||||||||||||||||||||
FNMA TBA 30 YR 3 | $ | 84,511,656 | N/A | N/A | $ | — | $ | 84,511,656 | $ | 84,511,656 | N/A | |||||||||||||||||
14 Transactions | ||||||||||||||||||||||||||||
FNMA TBA 30 YR 3 | N/A | $111,906,884 | N/A | $ | — | $ | 112,532,249 | $ | 111,906,884 | $ | (625,365 | ) | ||||||||||||||||
18 Transactions | ||||||||||||||||||||||||||||
(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) | ||||||||||||||||||||
FNMA TBA 30 YR 3 | $ | 117,188,337 | N/A | N/A | $ | — | $ | 117,188,337 | $ | 117,188,337 | N/A | |||||||||||||||||
21 Transactions | ||||||||||||||||||||||||||||
FNMA TBA 30 YR 3 | N/A | $ | 117,341,806 | N/A | $ | — | $ | 117,188,337 | $ | 117,341,806 | $ | 153,469 | ||||||||||||||||
21 Transactions | ||||||||||||||||||||||||||||
US TREASURY N/B | $ | 179,061,162 | N/A | N/A | $ | — | $ | 179,061,162 | $ | 179,061,162 | N/A | |||||||||||||||||
8 Transactions | ||||||||||||||||||||||||||||
US TREASURY N/B | N/A | $ | 160,996,094 | N/A | $ | — | $ | 161,077,285 | $ | 160,996,094 | $ | (81,191 | ) | |||||||||||||||
9 Transactions | ||||||||||||||||||||||||||||
US TREASURY N/B | $ | 123,379,501 | N/A | N/A | $ | — | $ | 123,379,501 | $ | 123,379,501 | N/A | |||||||||||||||||
19 Transactions | ||||||||||||||||||||||||||||
US TREASURY N/B | N/A | $ | 115,902,034 | N/A | $ | — | $ | 116,276,715 | $ | 115,902,034 | $ | (374,681 | ) | |||||||||||||||
16 Transactions | ||||||||||||||||||||||||||||
* Parties-in-interest | ||||||||||||||||||||||||||||
FIRSTENERGY CORP. | |
SAVINGS PLAN | |
Dated: June 27, 2017 | |
By | /s/ Ana M. Fluke |
Ana M. Fluke | |
Chairperson | |
Savings Plan Committee |