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, 2018 | |||||
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, 2018 and 2017 | 3 | |
Statement of Changes in Net Assets Available for Benefits | ||
for the Year Ended December 31, 2018 | 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, 2018 | 12-31 | |
Schedule H, line 4j - Schedule of Reportable Transactions | ||
for the Year Ended December 31, 2018 | 32 | |
As of December 31, | ||||||||
2018 | 2017 | |||||||
Assets | ||||||||
Investments: | ||||||||
Investments, at fair value (see Note 5) | $ | 3,172,777,320 | $ | 3,375,225,535 | ||||
Investments, at contract value (see Note 6) | 518,933,112 | 522,144,768 | ||||||
Total investments | 3,691,710,432 | 3,897,370,303 | ||||||
Receivables: | ||||||||
Accrued interest and dividends | 2,712,270 | 2,181,468 | ||||||
Employer contributions | — | 1,143,953 | ||||||
Employee contributions | — | 3,487,944 | ||||||
Notes receivable from participants | 60,318,749 | 62,281,227 | ||||||
Due from brokers | 810,830 | 7,806,556 | ||||||
Total receivables | 63,841,849 | 76,901,148 | ||||||
Total assets | 3,755,552,281 | 3,974,271,451 | ||||||
Liabilities | ||||||||
Administrative expenses payable | 1,405,818 | 1,285,311 | ||||||
Due to brokers | 26,577,452 | 30,609,643 | ||||||
Total liabilities | 27,983,270 | 31,894,954 | ||||||
Net assets available for benefits | $ | 3,727,569,011 | $ | 3,942,376,497 |
For the Year Ended | ||||
December 31, 2018 | ||||
Additions: | ||||
Contributions: | ||||
Employer | $ | 51,225,217 | ||
Participant | 162,188,340 | |||
Total contributions | 213,413,557 | |||
Investment Income (Loss): | ||||
Interest and dividends | 73,479,005 | |||
Net change in fair value of investments | (127,506,508 | ) | ||
Total investment loss | (54,027,503 | ) | ||
Interest income on notes receivable from participants | 2,962,033 | |||
Deductions: | ||||
Distributions to participants | (371,039,916 | ) | ||
Administrative expenses | (6,115,657 | ) | ||
Total deductions | (377,155,573 | ) | ||
Decrease in net assets available for benefits | (214,807,486 | ) | ||
Net assets available for benefits, beginning of year | 3,942,376,497 | |||
Net assets available for benefits, end of year | $ | 3,727,569,011 |
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, 2018 | ||||||||||||
Level 1 | Level 2 | Total | ||||||||||
Cash and Cash Equivalents | $ | — | $ | 4,449,514 | $ | 4,449,514 | ||||||
Common Collective Trusts | — | 1,625,724,515 | 1,625,724,515 | |||||||||
FirstEnergy Common Stock Fund | ||||||||||||
FirstEnergy Common Stock | 414,230,234 | — | 414,230,234 | |||||||||
Cash and Cash Equivalents | — | 2,578,099 | 2,578,099 | |||||||||
Total FirstEnergy Common Stock Fund | 414,230,234 | 2,578,099 | 416,808,333 | |||||||||
Registered Investment Companies | 649,212,234 | 350,972,292 | 1,000,184,526 | |||||||||
Self Managed Brokerage Accounts1 | — | 125,610,432 | 125,610,432 | |||||||||
Total Investments at Fair Value2 | $ | 1,063,442,468 | $ | 2,109,334,852 | $ | 3,172,777,320 | ||||||
1 The brokerage account investments are directed by participants. | ||||||||||||
2 Values do not include investments at contract value. |
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 value 2 | $ | 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. |
6. | Fully Benefit-Responsive Investment Contracts |
2018 | 2017 | ||||||
Short-term investment fund | $ | 24,951,959 | $ | 2,674,077 | |||
Synthetic GIC's | 493,981,153 | 519,470,691 | |||||
Total Investments at contract value | $ | 518,933,112 | $ | 522,144,768 |
7. | Tax Considerations |
8. | Party-In-Interest Transactions |
9. | Reconciliation of Financial Statements to Form 5500 |
2018 | 2017 | ||||||
Net assets available for benefits per the financial statements | $ | 3,727,569,011 | $ | 3,942,376,497 | |||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (8,797,622 | ) | (2,363,082 | ) | |||
Net assets available for benefits per Form 5500 | $ | 3,718,771,389 | $ | 3,940,013,415 | |||
Total investment income and interest income on notes receivable | |||||||
from participants per the financial statements | $ | (51,065,470 | ) | ||||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | (6,434,540 | ) | |||||
Investment income per Form 5500 | $ | (57,500,010 | ) |
(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 | ** | $ | 4,449,514 | |||||||||
* | FIRSTENERGY COMMON STOCK FUND | FirstEnergy common stock | ** | 416,808,333 | ||||||||||
FIDELITY PURITAN FUND | Balanced fund | ** | 133,262,557 | |||||||||||
ACWI EX US - M | International stocks | ** | 85,267,828 | |||||||||||
DFA US SMALL CAP VALUE PORTFOLIO | Small cap value stocks | ** | 90,265,889 | |||||||||||
PIMCO REAL RETURN FUND INSTITUTIONAL CLASS | Bonds | ** | 17,513,454 | |||||||||||
AMERICAN FUNDS EUROPACIFIC GROWTH FUND | International stocks | ** | 130,710,347 | |||||||||||
BLACKROCK LIFEPATH INDEX RETIREMENT FUND L | Blend of stocks, fixed income | ** | 73,159,678 | |||||||||||
BLACKROCK LIFEPATH INDEX 2020 FUND L | Blend of stocks, fixed income | ** | 127,775,991 | |||||||||||
BLACKROCK LIFEPATH INDEX 2025 FUND L | Blend of stocks, fixed income | ** | 146,029,103 | |||||||||||
BLACKROCK LIFEPATH INDEX 2030 FUND L | Blend of stocks, fixed income | ** | 97,825,874 | |||||||||||
BLACKROCK LIFEPATH INDEX 2035 FUND L | Blend of stocks, fixed income | ** | 55,983,926 | |||||||||||
BLACKROCK LIFEPATH INDEX 2040 FUND L | Blend of stocks, fixed income | ** | 36,662,655 | |||||||||||
BLACKROCK LIFEPATH INDEX 2045 FUND L | Blend of stocks, fixed income | ** | 38,317,986 | |||||||||||
BLACKROCK LIFEPATH INDEX 2050 FUND L | Blend of stocks, fixed income | ** | 46,971,535 | |||||||||||
BLACKROCK LIFEPATH INDEX 2055 FUND L | Blend of stocks, fixed income | ** | 34,723,567 | |||||||||||
BLACKROCK LIFEPATH INDEX 2060 FUND L | Blend of stocks, fixed income | ** | 8,268,559 | |||||||||||
DODGE & COX INTERNATIONAL FUND | International stocks | ** | 35,363,246 | |||||||||||
SELF MANAGED BROKERAGE ACCOUNTS | Equities, fixed income | ** | 125,610,432 | |||||||||||
US DEBT INDEX FUND M MUTUAL FUND | Bonds | ** | 65,508,274 | |||||||||||
SMALL CAP GROWTH EQUITY | Small cap growth stocks | ** | 12,484,352 | |||||||||||
MARKET COMPLETION INDEX | Blend of large, mid cap and small cap stocks | ** | 113,662,619 | |||||||||||
MID CAP VALUE - I | Mid cap value stocks | ** | 76,110,920 | |||||||||||
EQUITY INDEX - M | Large cap stocks | ** | 748,590,842 | |||||||||||
* | CAPITAL PRESERVATION FUND | |||||||||||||
STATE STREET STIF | Money market fund | ** | 24,951,959 | |||||||||||
ABBVIE INC SR UNSEC | Corporate - 3.20%, 2026 | ** | 186,112 | |||||||||||
ABU DHABI GOVT | Govt-Non US - 2.50%, 2022 | ** | 2,146,328 | |||||||||||
AIA GROUP LTD SR UNSEC 144A | Cash Equivalent - 3.31%, 2021 | ** | 2,193,479 | |||||||||||
AIG GLOBAL FUNDING SEC 144A | Cash Equivalent - 3.28%, 2021 | ** | 1,191,602 | |||||||||||
AMERICAN EXPRESS CREDIT SR UNSEC | Cash Equivalent - 3.42%, 2020 | ** | 401,834 | |||||||||||
AT&T INC SR UNSEC | Corporate - 4.10%, 2028 | ** | 1,877,588 | |||||||||||
AT&T INC SR UNSEC | Corporate - 3.20%, 2022 | ** | 993,015 | |||||||||||
AVIATION CAPITAL GROUP SR UNSEC 144A | Corporate - 3.19%, 2021 | ** | 1,891,677 | |||||||||||
BAIDU INC SR UNSEC | Corporate - 2.75%, 2019 | ** | 2,997,806 | |||||||||||
BANK 2018-BN12 ASB | Mortgage - 4.17%, 2061 | ** | 1,259,363 |
(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 | |||||||||||
BANK OF AMERICA CORP SR UNSEC | Corporate - 3.00%, 2023 | ** | 4,857,457 | |||||||||||
BANQUE FED CRED MUTUEL SR UNSEC 144A | Corporate - 3.43%, 2023 | ** | 1,784,916 | |||||||||||
BARCLAYS PLC SR UNSEC | Corporate - 3.20%, 2021 | ** | 685,223 | |||||||||||
BAT CAPITAL CORP SR UNSEC | Corporate - 3.22%, 2024 | ** | 371,561 | |||||||||||
BAT CAPITAL CORP SR UNSEC | Corporate - 3.50%, 2022 | ** | 1,092,163 | |||||||||||
BP CAP MARKETS AMERICA SR UNSEC | Corporate - 4.74%, 2021 | ** | 2,078,931 | |||||||||||
CALIFORNIA ST-B-TXBL | Municipals - 2.19%, 2020 | ** | 2,684,391 | |||||||||||
CASH COLLATERAL CME FOB USD | Cash Equivalent - 2.30%, 2060 | ** | (250,720 | ) | ||||||||||
CASH COLLATERAL FUT FOB USD | Cash Equivalent - 2.30%, 2060 | ** | (190,002 | ) | ||||||||||
CASH COLLATERAL LCH FOB USD | Cash Equivalent - 2.30%, 2060 | ** | (133,473 | ) | ||||||||||
CASH COLLATERAL TBA MSC USD | Cash Equivalent - 2.40%, 2060 | ** | 15 | |||||||||||
CGCMT 2013-GC11 AAB | Mortgage - 2.69%, 2046 | ** | 693,396 | |||||||||||
CGCMT 2015-GC29 AAB WM24 WC4.173211878 | Mortgage - 2.98%, 2048 | ** | 1,493,774 | |||||||||||
CITIGROUP INC SR UNSEC | Corporate - 2.45%, 2020 | ** | 898,714 | |||||||||||
COMM 2013-CR11 ASB WM23 WC5.205219817 | Mortgage - 3.66%, 2050 | ** | 1,421,570 | |||||||||||
COMM 2014-CR19 ASB WM14 | Mortgage - 3.50%, 2047 | ** | 1,825,526 | |||||||||||
COMM 2014-UBS6 ASB WM14 | Mortgage - 3.39%, 2047 | ** | 1,818,229 | |||||||||||
COMM 2015-CR23 A3 WM15 | Mortgage - 3.23%, 2048 | ** | 1,716,573 | |||||||||||
COMM 2015-CR23 ASB WM15 | Mortgage - 3.26%, 2048 | ** | 1,207,258 | |||||||||||
COMM 2015-DC1 ASB WM15 | Mortgage - 3.14%, 2048 | ** | 1,654,034 | |||||||||||
COMM 2015-LC19 ASB | Mortgage - 3.04%, 2048 | ** | 1,298,343 | |||||||||||
COMM 2015-LC21 ASB | Mortgage - 3.42%, 2048 | ** | 2,223,832 | |||||||||||
COMPASS BANK SR UNSEC | Corporate - 2.75%, 2019 | ** | 1,897,657 | |||||||||||
COOPERATIEVE RABOBANK UA SR UNSEC 144A | Corporate - 3.68%, 2023 | ** | 1,975,816 | |||||||||||
CRED SUIS GP FUN LTD SR UNSEC | Corporate - 3.80%, 2023 | ** | 344,221 | |||||||||||
CREDIT SUISSE NEW YORK SR UNSEC | Corporate - 3.00%, 2021 | ** | 1,981,076 | |||||||||||
CSAIL 2015-C1 ASB WM15 | Mortgage - 3.35%, 2050 | ** | 1,055,727 | |||||||||||
CSAIL 2015-C4 ASB WM25 WC4.608 | Mortgage - 3.62%, 2048 | ** | 2,332,093 | |||||||||||
CSAIL 2017-CX9 ASB | Mortgage - 3.26%, 2050 | ** | 992,654 | |||||||||||
CVS HEALTH CORP SR UNSEC | Corporate - 4.10%, 2025 | ** | 1,795,212 | |||||||||||
DAIMLER FINANCE NA LLC SR UNSEC 144A | Corporate - 2.20%, 2020 | ** | 1,577,078 | |||||||||||
DAIMLER FINANCE NA LLC SR UNSEC 144A | Corporate - 3.10%, 2020 | ** | 1,496,013 | |||||||||||
DBS GROUP HOLDINGS LTD SR UNSEC 144A | Cash Equivalent - 2.94%, 2019 | ** | 1,004,166 | |||||||||||
DEUTSCHE BANK NY SR UNSEC | Corporate - 4.25%, 2021 | ** | 1,770,027 | |||||||||||
DEXIA CREDIT LOCAL | Corporate - 2.25%, 2020 | ** | 2,796,680 | |||||||||||
DISCOVER FINANCIAL SVS SR UNSEC | Corporate - 3.20%, 2021 | ** | 2,991,344 | |||||||||||
EL PASO PIPELINE PART OP SR UNSEC | Corporate - 4.30%, 2024 | ** | 1,505,396 | |||||||||||
ENBRIDGE INC SR UNSEC | Corporate - 3.49%, 2020 | ** | 2,094,956 | |||||||||||
ENBRIDGE INC SR UNSEC | Corporate - 2.90%, 2022 | ** | 585,520 |
(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 | |||||||||||
EUROPEAN INVESTMENT BANK SR UNSEC | Corporate - 2.00%, 2021 | ** | 2,725,807 | |||||||||||
FED HOME LN BK BD (1.331MMM) | Corporate - 3.38%, 2023 | ** | 2,581,068 | |||||||||||
FED HOME LN MTGE GLBL NT (2.5MMM) | Corporate - 1.63%, 2020 | ** | 2,960,339 | |||||||||||
FHA 221D4 P4/02 GREY 54 NCP | Mortgage - 7.43%, 2023 | ** | 158 | |||||||||||
FHLMC GOLD 30YR #Q3-1614 | Mortgage - 3.00%, 2045 | ** | 2,199,765 | |||||||||||
FHLMC GOLD 30YR #Q3-3509 | Mortgage - 3.00%, 2045 | ** | 576,265 | |||||||||||
FHLMC GOLD 30YR GNT #G0-8687 | Mortgage - 3.50%, 2046 | ** | 6,121,251 | |||||||||||
FHLMC GOLD 30YR GNT #G0-8693 | Mortgage - 3.50%, 2046 | ** | 159,279 | |||||||||||
FHLMC GOLD 30YR GNT #G0-8823 | Mortgage - 3.50%, 2048 | ** | 5,286,863 | |||||||||||
FHLMC GOLD 30YR GNT #G0-8841 | Mortgage - 3.50%, 2048 | ** | 1,485,448 | |||||||||||
FHLMC TBA GOLD 4.0% JAN 30YR | Mortgage - 4.00%, 2049 | ** | 52,875 | |||||||||||
FHMS K065 A1 WM27 WC4.3550 | Mortgage - 2.86%, 2026 | ** | 1,357,502 | |||||||||||
FHMS K070 A1 | Mortgage - 3.03%, 2027 | ** | 3,881,219 | |||||||||||
FHMS KP03 A2 WM16WC.000 | Cash Equivalent - 1.78%, 2019 | ** | 208,027 | |||||||||||
FHR 2666 OD PAC WM23 WC5.84 | Mortgage - 5.50%, 2023 | ** | 376,277 | |||||||||||
FHR 2739 PG PAC WM33 WC5.552 | Mortgage - 5.00%, 2034 | ** | 678,324 | |||||||||||
FHR 2950 FN 1MLIB+45 | Cash Equivalent - 2.91%, 2035 | ** | 172,898 | |||||||||||
FHR 3185 GT SEQ WM26 WC6.43 | Mortgage - 6.00%, 2026 | ** | 143,620 | |||||||||||
FHR 3225 HF 1MLIB+51BP | Cash Equivalent - 2.97%, 2036 | ** | 218,559 | |||||||||||
FHR 3311 FN 1MLIB+30BP | Cash Equivalent - 2.76%, 2037 | ** | 73,301 | |||||||||||
FHR 3318 FL 1MLIB+40 | Cash Equivalent - 2.86%, 2037 | ** | 202,378 | |||||||||||
FHR 3339 FL 1MLIB+58 | Cash Equivalent - 3.04%, 2037 | ** | 148,715 | |||||||||||
FHR 3355 BF 1MLIB+70 | Cash Equivalent - 3.16%, 2037 | ** | 252,457 | |||||||||||
FHR 3368 AF 1MLIB+72 | Cash Equivalent - 3.18%, 2037 | ** | 33,436 | |||||||||||
FHR 3666 FC 1MLIB+73 | Cash Equivalent - 3.19%, 2040 | ** | 114,274 | |||||||||||
FHR 3699 FD VA 1MLIB+60 | Cash Equivalent - 3.06%, 2040 | ** | 327,863 | |||||||||||
FHR 3740 DF 1MLIB+48 | Cash Equivalent - 2.94%, 2040 | ** | 568,920 | |||||||||||
FHR 3743 FA 1MLIB+60 | Cash Equivalent - 3.06%, 2040 | ** | 908,474 | |||||||||||
FHR 3747 WF VA 1MLIB+48 | Cash Equivalent - 2.94%, 2040 | ** | 822,468 | |||||||||||
FHR 3751 FG 1MLIB+50 | Cash Equivalent - 2.96%, 2040 | ** | 92,480 | |||||||||||
FHR 3843 FE 1MLIB+55BP | Cash Equivalent - 3.01%, 2041 | ** | 1,101,081 | |||||||||||
FHR 3843 FG 1MLIB+55BP | Cash Equivalent - 3.01%, 2041 | ** | 1,110,078 | |||||||||||
FHR 3977 FB 1MLIB+52BP | Cash Equivalent - 2.98%, 2041 | ** | 1,290,391 | |||||||||||
FHR 3984 DF 1M LIBOR +55BP | Cash Equivalent - 3.01%, 2042 | ** | 1,608,643 | |||||||||||
FHR 4400 FA 1MLIB + 40 BP | Cash Equivalent - 2.86%, 2041 | ** | 785,544 | |||||||||||
FHR 4736 CD WM39 WC4.9483 | Mortgage - 3.00%, 2046 | ** | 1,242,786 | |||||||||||
FIN FUT EURO$ CME (WHT) 12/16/19 | Future - 0.00%, 2019 | ** | 15,774 | |||||||||||
FIN FUT US ULTRA 30YR CBT 03/20/19 | Future - 6.00%, 2019 | ** | (29,687 | ) | ||||||||||
FL ST BRD OF ADMIN | Municipals - 2.64%, 2021 | ** | 1,103,962 |
(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 | |||||||||||
FN ARM AL7090 H15T1Y+222.1 9.454 | Cash Equivalent - 4.43%, 2037 | ** | 704,564 | |||||||||||
FNA 2017-M8 A1 WM27 WC4.598 | Mortgage - 2.65%, 2027 | ** | 1,913,941 | |||||||||||
FNMA GLBL NT (2MMM) | Corporate - 2.38%, 2023 | ** | 2,197,630 | |||||||||||
FNMA NT (3MMM) | Corporate - 1.50%, 2020 | ** | 8,923,765 | |||||||||||
FNMA PASS THRU 20YR #254916 | Cash Equivalent - 5.50%, 2023 | ** | 129,633 | |||||||||||
FNMA PASS THRU 20YR #255075 | Cash Equivalent - 5.50%, 2024 | ** | 144,896 | |||||||||||
FNMA PASS THRU 20YR #AL6722 | Cash Equivalent - 5.00%, 2030 | ** | 1,963,163 | |||||||||||
FNMA PASS THRU 30YR #848210 | Cash Equivalent - 5.50%, 2035 | ** | 199,369 | |||||||||||
FNMA PASS THRU 30YR #884863 | Mortgage - 5.50%, 2036 | ** | 140,832 | |||||||||||
FNMA PASS THRU 30YR #890365 | Cash Equivalent - 5.50%, 2041 | ** | 193,515 | |||||||||||
FNMA PASS THRU 30YR #938504 | Cash Equivalent - 5.50%, 2037 | ** | 91,014 | |||||||||||
FNMA PASS THRU 30YR #BK8819 | Mortgage - 4.00%, 2048 | ** | 5,034,226 | |||||||||||
FNMA PASS THRU 30YR #MA3415 | Mortgage - 4.00%, 2048 | ** | 10,888,889 | |||||||||||
FNMA TBA 3.0% FEB 15YR | Mortgage - 3.00%, 2034 | ** | 27,027 | |||||||||||
FNMA TBA 3.0% JAN 15YR | Mortgage - 3.00%, 2034 | ** | 23,375 | |||||||||||
FNMA TBA 3.0% JAN 30YR | Mortgage - 3.00%, 2049 | ** | 227,365 | |||||||||||
FNMA TBA 3.5% FEB 15YR | Mortgage - 3.50%, 2034 | ** | 16,551 | |||||||||||
FNMA TBA 3.5% FEB 30YR | Mortgage - 3.50%, 2049 | ** | 334,026 | |||||||||||
FNMA TBA 3.5% JAN 15YR | Mortgage - 3.50%, 2034 | ** | 9,797 | |||||||||||
FNMA TBA 3.5% JAN 30YR | Mortgage - 3.50%, 2049 | ** | 493,133 | |||||||||||
FNMA TBA 4.0% FEB 30YR | Mortgage - 4.00%, 2049 | ** | 41,016 | |||||||||||
FNMA TBA 4.0% JAN 30YR | Mortgage - 4.00%, 2049 | ** | 261,065 | |||||||||||
FNMA TBA 5.0% JAN 30YR | Mortgage - 5.00%, 2049 | ** | (7,813 | ) | ||||||||||
FNR 2005-13 FA 1MLIB+45 | Cash Equivalent - 2.96%, 2035 | ** | 520,655 | |||||||||||
FNR 2005-29 JB WM33 WC7.0709 | Mortgage - 4.50%, 2035 | ** | 669 | |||||||||||
FNR 2005-68 PC WM34 WC6.55 | Cash Equivalent - 5.50%, 2035 | ** | 1,699 | |||||||||||
FNR 2006-129 FM 1MLIB+25 | Cash Equivalent - 2.76%, 2037 | ** | 67,573 | |||||||||||
FNR 2007-109 GF 1MLIB+68 | Cash Equivalent - 3.19%, 2037 | ** | 578,336 | |||||||||||
FNR 2007-25 FB 1MLIB+33BP | Cash Equivalent - 2.84%, 2037 | ** | 33,172 | |||||||||||
FNR 2007-27 FA 1MLIB+31BP | Cash Equivalent - 2.82%, 2037 | ** | 22,896 | |||||||||||
FNR 2007-38 FC 1MLIB+42 | Cash Equivalent - 2.93%, 2037 | ** | 125,530 | |||||||||||
FNR 2007-70 FA 1MLIB+35BP | Cash Equivalent - 2.86%, 2037 | ** | 99,512 | |||||||||||
FNR 2008-12 FA 1MLIB+67BP FRN | Cash Equivalent - 3.18%, 2038 | ** | 812,429 | |||||||||||
FNR 2010-111 FC 1MLIB+52 | Cash Equivalent - 3.03%, 2040 | ** | 120,246 | |||||||||||
FNR 2010-115 FM 1MLIB+50 | Cash Equivalent - 3.01%, 2040 | ** | 862,920 | |||||||||||
FNR 2010-117 FE 1MLIB+40BP | Cash Equivalent - 2.91%, 2040 | ** | 78,869 | |||||||||||
FNR 2010-129 FM 1MLIB+50 | Cash Equivalent - 3.01%, 2040 | ** | 227,193 | |||||||||||
FNR 2010-135 LF 1MLIB+45 | Cash Equivalent - 2.96%, 2040 | ** | 399,807 | |||||||||||
FNR 2010-141 FB 1MLIB+47 | Cash Equivalent - 2.98%, 2040 | ** | 115,317 |
(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 2010-2 GF 1MLIB+55BP | Cash Equivalent - 3.06%, 2049 | ** | 214,879 | |||||||||||
FNR 2010-46 WF 1MLIB+75BP | Cash Equivalent - 3.26%, 2040 | ** | 1,078,981 | |||||||||||
FNR 2010-59 FA 1MLIB+73BP | Cash Equivalent - 3.24%, 2040 | ** | 1,555,727 | |||||||||||
FNR 2011-86 KF 1MLIB+55 | Cash Equivalent - 3.06%, 2041 | ** | 298,612 | |||||||||||
FNR 2012-141 FA 1MLIB+30BP | Cash Equivalent - 2.81%, 2042 | ** | 892,649 | |||||||||||
FNR 2013-39 FA 1MLIB+35BP | Cash Equivalent - 2.86%, 2043 | ** | 928,069 | |||||||||||
FNR 2015-79 FE 1MLIB+25BP | Cash Equivalent - 2.76%, 2045 | ** | 1,833,591 | |||||||||||
FNR 2015-87 BF 1MLIB+30BP | Cash Equivalent - 2.81%, 2045 | ** | 1,163,779 | |||||||||||
FNR 2016-11 CF 1MLIB+35BP | Cash Equivalent - 2.86%, 2046 | ** | 2,136,122 | |||||||||||
FNR 2016-40 AF 1MLIB+45BP | Cash Equivalent - 2.80%, 2046 | ** | 2,244,495 | |||||||||||
FNR 2016-64 KF WM38 WC3.3381 | Cash Equivalent - 2.82%, 2046 | ** | 2,422,075 | |||||||||||
FNR 2016-82 FM 1MLIB+40BP | Cash Equivalent - 2.75%, 2046 | ** | 3,151,400 | |||||||||||
FNR 2016-87 AF 1MLIB+40BP | Cash Equivalent - 2.75%, 2046 | ** | 3,496,434 | |||||||||||
GE CAPITAL INTL FUNDING SR UNSEC | Corporate - 2.34%, 2020 | ** | 3,812,400 | |||||||||||
GENERAL ELECTRIC CO SR UNSEC | Corporate - 2.70%, 2022 | ** | 699,075 | |||||||||||
GENERAL MOTORS FINL CO SR UNSEC | Corporate - 2.35%, 2019 | ** | 497,286 | |||||||||||
GENERAL MOTORS FINL CO SR UNSEC | Corporate - 3.55%, 2021 | ** | 594,706 | |||||||||||
GNMA I TBA 4.0% JAN 30YR | Mortgage - 4.00%, 2049 | ** | 105,422 | |||||||||||
GNMA II MULTPL SGL 30YR #MA3105M | Mortgage - 3.50%, 2045 | ** | 5,287,870 | |||||||||||
GNMA II TBA 4.0% JAN 30YR JMBO | Mortgage - 4.00%, 2049 | ** | 177,625 | |||||||||||
GNMA II TBA 5.0% FEB 30YR JMBO | Cash Equivalent - 5.00%, 2049 | ** | 6,836 | |||||||||||
GNMA II TBA 5.0% JAN 30YR JMBO | Cash Equivalent - 5.00%, 2049 | ** | 4,492 | |||||||||||
GNR 2012-149 GF 1MLIB+30BP | Cash Equivalent - 2.77%, 2042 | ** | 2,203,015 | |||||||||||
GNR 2016-154 WF 1MLIB+40BP | Cash Equivalent - 2.75%, 2045 | ** | 727,330 | |||||||||||
GNR 2017-57 WF 1MLIB+40BP | Cash Equivalent - 2.75%, 2045 | ** | 1,470,312 | |||||||||||
GOLDCORP INC G | Corporate - 3.63%, 2021 | ** | 699,211 | |||||||||||
GOLDMAN SACHS GROUP INC GLBL SR UNSEC | Corporate - 5.25%, 2021 | ** | 2,626,821 | |||||||||||
GOLDMAN SACHS GROUP INC SR NT | Corporate - 5.38%, 2020 | ** | 1,624,109 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSEC | Corporate - 4.00%, 2024 | ** | 2,387,079 | |||||||||||
HARLEY-DAVIDSON FINL SER 144A SR UNSEC | Corporate - 3.65%, 2021 | ** | 1,803,920 | |||||||||||
HARRIS CORPORATION SR UNSEC | Corporate - 3.17%, 2019 | ** | 1,301,997 | |||||||||||
HSBC HOLDINGS PLC SR UNSEC | Corporate - 3.60%, 2023 | ** | 1,295,914 | |||||||||||
HSBC HOLDINGS PLC SR UNSEC | Corporate - 3.95%, 2024 | ** | 1,995,540 | |||||||||||
HYUNDAI CAPITAL AMERICA | Corporate - 1.75%, 2019 | ** | 494,959 | |||||||||||
HYUNDAI CAPITAL AMERICA SR UNSEC 144A | Corporate - 2.55%, 2019 | ** | 1,105,561 | |||||||||||
IND & COMM BK CHINA/NY SR UNSEC | Cash Equivalent - 3.34%, 2020 | ** | 1,702,082 | |||||||||||
ING GROEP NV SR UNSEC | Corporate - 4.10%, 2023 | ** | 1,307,795 | |||||||||||
IRS USD 1.50000 06/21/17-10Y CME | Interest Rate Swap - 1.50%, 2024 | ** | 827,307 | |||||||||||
IRS USD 1.75000 12/21/16-10Y CME | Interest Rate Swap - 1.75%, 2026 | ** | 300,318 |
(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 2.00000 06/20/18-5Y LCH | Interest Rate Swap - 2.00%, 2023 | ** | 209,023 | |||||||||||
IRS USD 2.00000 06/20/18-7Y CME | Interest Rate Swap - 2.00%, 2025 | ** | 279,935 | |||||||||||
ITAU CORPBANCA 144A SR UNSEC | Corporate - 3.88%, 2019 | ** | 1,515,982 | |||||||||||
JACKSON NATL LIFE GLOBAL SEC 144A | Corporate - 2.50%, 2022 | ** | 1,934,849 | |||||||||||
JACKSON NATL LIFE GLOBAL SEC 144A | Corporate - 3.30%, 2021 | ** | 1,501,253 | |||||||||||
JPMBB 2013-C17 ASB WM23 WC4.9082 | Mortgage - 3.71%, 2047 | ** | 1,375,993 | |||||||||||
JPMBB 2014-C22 ASB WM24 WC4.580566404 | Mortgage - 3.50%, 2047 | ** | 1,762,901 | |||||||||||
JPMBB 2015-C27 ASB | Mortgage - 3.02%, 2048 | ** | 1,585,550 | |||||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate - 3.37%, 2024 | ** | 2,747,718 | |||||||||||
JPMORGAN CHASE & CO SR UNSEC | Corporate - 2.78%, 2023 | ** | 1,459,320 | |||||||||||
JPMORGAN CHASE & CO UNSEC | Corporate - 3.90%, 2025 | ** | 2,503,984 | |||||||||||
JPN BANK FOR INT'L COOP | Corporate - 2.13%, 2020 | ** | 3,085,850 | |||||||||||
KFW SR UNSEC | Cash Equivalent - 1.50%, 2019 | ** | 1,804,469 | |||||||||||
KINDER MORGAN ENER PART | Corporate - 3.95%, 2022 | ** | 2,090,685 | |||||||||||
KOREA EXPRESSWAY CORP SR UNSEC 144A | Corporate - 3.63%, 2021 | ** | 710,082 | |||||||||||
KRAFT FOODS GROUP INC WI SR UNSEC | Corporate - 5.38%, 2020 | ** | 103,462 | |||||||||||
KRAFT HEINZ FOODS CO SR UNSEC | Corporate - 3.19%, 2021 | ** | 99,437 | |||||||||||
KRAFT HEINZ FOODS CO SR UNSEC | Corporate - 3.02%, 2019 | ** | 599,970 | |||||||||||
KRAFT HEINZ FOODS CO SR UNSEC | Corporate - 2.80%, 2020 | ** | 1,200,833 | |||||||||||
LLOYDS BANK PLC SR UNSEC | Corporate - 3.30%, 2021 | ** | 1,500,007 | |||||||||||
LLOYDS BANKING GROUP PLC SR UNSEC | Corporate - 2.91%, 2023 | ** | 1,805,308 | |||||||||||
LOS ANGELES CO REDEV | Municipals - 2.00%, 2023 | ** | 1,835,913 | |||||||||||
MEXICO LA SP GST | Credit Default Swap - 1.00%, 2019 | ** | 6,228 | |||||||||||
MIZUHO FINANCIAL GROUP SR UNSEC | Cash Equivalent - 3.92%, 2021 | ** | 3,116,077 | |||||||||||
MOODY'S CORPORATION SR UNSEC | Corporate - 4.88%, 2024 | ** | 3,190,237 | |||||||||||
MORGAN STANLEY | Corporate - 5.50%, 2020 | ** | 2,088,715 | |||||||||||
MORGAN STANLEY NT | Corporate - 5.50%, 2020 | ** | 4,247,242 | |||||||||||
MSBAM 2013-C13 ASB WM23 WC4.922172434 | Mortgage - 3.56%, 2046 | ** | 1,112,334 | |||||||||||
MSBAM 2014-C16 A4 WM23 C4.78111 | Mortgage - 3.60%, 2047 | ** | 2,074,202 | |||||||||||
MSBAM 2014-C18 A2 WM14 | Cash Equivalent - 3.19%, 2047 | ** | 2,029,059 | |||||||||||
MSBAM 2015-C20 ASB WM24 WC4.486757058 | Mortgage - 3.07%, 2049 | ** | 1,202,197 | |||||||||||
NA DEVELOPMENT BANK GLBL SR UNSECURED | Corporate - 4.38%, 2020 | ** | 4,921,273 | |||||||||||
NISSAN MOTOR ACCEPTANCE SR UNSEC 144A | Cash Equivalent - 2.25%, 2020 | ** | 1,983,154 | |||||||||||
NISSAN MOTOR ACCEPTANCE SR UNSEC 144A | Corporate - 2.15%, 2020 | ** | 390,005 | |||||||||||
NYC TRANS FIN AUTH-B2 | Municipals - 3.25%, 2023 | ** | 1,822,288 | |||||||||||
OVERSEA-CHINESE BANKING SR UNSEC 144A | Cash Equivalent - 3.09%, 2021 | ** | 801,363 | |||||||||||
PENSKE TRUCK LEASING/PTL SR UNSEC 144A | Corporate - 3.05%, 2020 | ** | 1,606,301 |
(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 | |||||||||||
PRIVATE EXPORT FUNDING SR UNSEC 144A | Cash Equivalent - 2.10%, 2019 | ** | 1,589,719 | |||||||||||
PRIVATE EXPORT FUNDING SR UNSEC 144A | Corporate - 2.65%, 2021 | ** | 2,415,677 | |||||||||||
PRUDENTIAL FINANCIAL INC SNR S* ICE | Credit Default Swap - 1.00%, 2021 | ** | 22,274 | |||||||||||
RABOBANK NEDERLAND UTREC | Corporate - 3.88%, 2022 | ** | 3,569,630 | |||||||||||
ROYAL BK SCOTLND GRP PLC SR UNSEC | Corporate - 3.88%, 2023 | ** | 966,107 | |||||||||||
SAN JOSE REDEV-A-T | Municipals - 3.13%, 2028 | ** | 776,288 | |||||||||||
SANTANDER HOLDINGS USA SR UNSEC | Corporate - 4.50%, 2025 | ** | 1,102,955 | |||||||||||
SANTANDER UK GROUP HLDGS SR UNSEC | Corporate - 2.88%, 2021 | ** | 1,458,331 | |||||||||||
SANTANDER UK PLC SR UNSEC | Cash Equivalent - 3.36%, 2021 | ** | 990,780 | |||||||||||
SAUDI INTERNATIONAL BOND | Govt-Non US - 2.88%, 2023 | ** | 2,904,399 | |||||||||||
SBA TOWER TRUST NT SEC 144A 1A C | Corporate - 2.90%, 2044 | ** | 2,188,806 | |||||||||||
SINOPEC GRP OVERSEA 2014 | Cash Equivalent - 2.75%, 2019 | ** | 3,007,959 | |||||||||||
SLCLT 2005-1 A3 3MLIB+10BP | Cash Equivalent - 2.72%, 2025 | ** | 628,781 | |||||||||||
SLCLT 2005-2 A3 3MLIB+11BP | Cash Equivalent - 2.90%, 2027 | ** | 805,672 | |||||||||||
SLCLT 2006-1 A5 3MLIB+11BP | Cash Equivalent - 2.90%, 2027 | ** | 803,707 | |||||||||||
SLCLT 2006-2 A5 3MLIB+10BP | Cash Equivalent - 2.89%, 2026 | ** | 745,020 | |||||||||||
SLMA 2004-3 A5 3MLIB+17 | Cash Equivalent - 2.66%, 2023 | ** | 308,516 | |||||||||||
SLMA 2005-3 A5 | Cash Equivalent - 2.58%, 2024 | ** | 402,364 | |||||||||||
SLMA 2005-4 A3 | Cash Equivalent - 2.61%, 2027 | ** | 986,790 | |||||||||||
SLMA 2005-7 A4 3MLIB+15BP | Cash Equivalent - 2.64%, 2029 | ** | 863,033 | |||||||||||
SLMA 2005-8 A4 3MLIB | Cash Equivalent - 3.04%, 2028 | ** | 110,994 | |||||||||||
SLMA 2006-6 A3 3MLIB+11BP | Cash Equivalent - 2.60%, 2025 | ** | 284,457 | |||||||||||
SLMA 2007-1 A5 3MLIB+9 | Cash Equivalent - 2.58%, 2026 | ** | 629,864 | |||||||||||
SOLVAY FINANCE (AMERICA) SR UNSEC 144A | Corporate - 3.40%, 2020 | ** | 1,702,317 | |||||||||||
SOUTHERN CO SR UNSEC 144A | Corporate - 3.50%, 2020 | ** | 1,595,765 | |||||||||||
STATE OF QATAR SR UNSEC 144A | Govt-Non US - 3.88%, 2023 | ** | 1,220,311 | |||||||||||
STATE STREET STIF | Cash Equivalent - 2.46%, 2030 | ** | 503,681 | |||||||||||
SUMITOMO MITSUI FINL GRP SR UNSEC | Corporate - 2.44%, 2021 | ** | 2,934,335 | |||||||||||
TECH DATA CORP SR UNSEC | Corporate - 3.70%, 2022 | ** | 692,623 | |||||||||||
TELEFONICA EMISIONES SAU | Corporate - 5.46%, 2021 | ** | 524,025 | |||||||||||
TELEFONICA EMISIONES SAU GLBL CO GTD | Corporate - 5.13%, 2020 | ** | 1,949,298 | |||||||||||
TENN VALLEY AUTHORITY SR UNSEC | Corporate - 2.25%, 2020 | ** | 500,198 | |||||||||||
TOYOTA MOTOR CREDIT CORP SR UNSEC | Corporate - 3.04%, 2022 | ** | 1,982,740 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.75%, 2023 | ** | 3,966,706 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2024 | ** | 4,863,530 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2024 | ** | 11,592,774 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.13%, 2022 | ** | 5,979,768 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2024 | ** | 7,903,474 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.13%, 2021 | ** | 12,643,295 |
(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 - 2.88%, 2023 | ** | 6,521,332 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2020 | ** | 786,538 | |||||||||||
U S TREASURY NOTE | US Treasury - 2.00%, 2020 | ** | 1,209,751 | |||||||||||
U S TREASURY NOTE | US Treasury - 1.88%, 2024 | ** | 4,892,297 | |||||||||||
U S TREASURY REPO | Cash Equivalent - 3.15%, 2019 | ** | 79,603,803 | |||||||||||
UBS GROUP FUNDING SWITZE SR UNSEC 144A | Corporate - 2.86%, 2023 | ** | 3,388,604 | |||||||||||
UBSBB 2013-C5 AAB WM22 WC4.120420506 | Mortgage - 2.69%, 2043 | ** | 999,320 | |||||||||||
UBSCM 2017-C7 ASB | Mortgage - 3.59%, 2020 | ** | 1,619,721 | |||||||||||
UNIV OF PITTSBURGH PA | Municipals - 2.32%, 2021 | ** | 2,985,810 | |||||||||||
UT ST-BABS-B | Municipals - 3.54%, 2025 | ** | 2,793,236 | |||||||||||
VERIZON COMMUNICATIONS SR UNSEC | Corporate - 3.38%, 2025 | ** | 3,261,024 | |||||||||||
VM CASH CCP CME FOB USD | Cash Equivalent - 0.01%, 2060 | ** | (14,591 | ) | ||||||||||
VM CASH CCP ICE FOB USD | Cash Equivalent - 0.01%, 2060 | ** | (30,510 | ) | ||||||||||
VM CASH CCP LCH FOB USD | Cash Equivalent - 0.01%, 2060 | ** | (17,888 | ) | ||||||||||
VM CASH FUT DOM FOB USD | Cash Equivalent - 2.30%, 2060 | ** | (172,596 | ) | ||||||||||
VOLKSWAGEN GROUP AMERICA SR UNSEC 144A | Corporate - 3.88%, 2020 | ** | 1,008,148 | |||||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate - 3.55%, 2025 | ** | 2,826,602 | |||||||||||
WELLS FARGO & COMPANY SR UNSEC | Corporate - 3.60%, 2023 | ** | 1,790,370 | |||||||||||
WELLS FARGO BANK NA SR UNSEC FRN | Cash Equivalent - 2.94%, 2020 | ** | 1,692,711 | |||||||||||
WFCM 2015-C26 ASB WM15 | Mortgage - 2.99%, 2048 | ** | 1,489,982 | |||||||||||
WFCM 2015-C29 ASB WM15 | Mortgage - 3.40%, 2048 | ** | 1,618,979 | |||||||||||
WFCM 2015-C30 ASB WM25 WC4.53 | Mortgage - 3.41%, 2058 | ** | 1,712,075 | |||||||||||
WFCM 2016-C35 ASB WM16 WC0.0 | Mortgage - 2.79%, 2058 | ** | 1,426,235 | |||||||||||
WFCM 2017-C42 ASB | Mortgage - 3.49%, 2050 | ** | 1,511,149 | |||||||||||
WISCONSIN-A-REF-TXBL | Municipals - 1.90%, 2022 | ** | 1,842,637 | |||||||||||
Capital Preservation Fund Total | 510,135,490 | |||||||||||||
ARTISAN MIDCAP INVESTOR FUND | ||||||||||||||
STATE STREET STIF | Money market fund | ** | 6,756,838 | |||||||||||
ABIOMED INC | COMMON STOCK | ** | 517,789 | |||||||||||
ADVANCED MICRO DEVICES | COMMON STOCK | ** | 1,710,393 | |||||||||||
AGILENT TECHNOLOGIES INC | COMMON STOCK | ** | 2,543,175 | |||||||||||
ALBEMARLE CORP | COMMON STOCK | ** | 1,826,713 | |||||||||||
ALEXION PHARMACEUTICALS INC | COMMON STOCK | ** | 2,357,086 | |||||||||||
ALIGN TECHNOLOGY INC | COMMON STOCK | ** | 1,681,932 | |||||||||||
APTIV PLC | COMMON STOCK | ** | 2,192,138 | |||||||||||
ATLASSIAN CORP PLC CLASS A | COMMON STOCK | ** | 8,347,748 |
(a) | (b) | (c) | (d) | (e) | ||||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | |||||||||||
BOSTON SCIENTIFIC CORP | COMMON STOCK | ** | 6,107,317 | |||||||||||
BOX INC CLASS A | COMMON STOCK | ** | 827,002 | |||||||||||
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK | ** | 1,558,095 | |||||||||||
CANADA GOOSE HOLDINGS INC | COMMON STOCK | ** | 2,351,917 | |||||||||||
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK | ** | 879,124 | |||||||||||
CINTAS CORP | COMMON STOCK | ** | 2,305,999 | |||||||||||
COGNEX CORP | COMMON STOCK | ** | 864,236 | |||||||||||
CONCHO RESOURCES INC | COMMON STOCK | ** | 1,133,465 | |||||||||||
CREE INC | COMMON STOCK | ** | 2,951,133 | |||||||||||
EDWARDS LIFESCIENCES CORP | COMMON STOCK | ** | 3,018,981 | |||||||||||
EXACT SCIENCES CORP | COMMON STOCK | ** | 2,206,165 | |||||||||||
EXPEDIA GROUP INC | COMMON STOCK | ** | 3,425,123 | |||||||||||
FIRST REPUBLIC BANK/CA | COMMON STOCK | ** | 3,799,268 | |||||||||||
FLIR SYSTEMS INC | COMMON STOCK | ** | 2,535,987 | |||||||||||
FORTIVE CORP | COMMON STOCK | ** | 1,854,155 | |||||||||||
GARDNER DENVER HOLDINGS INC | COMMON STOCK | ** | 2,977,193 | |||||||||||
GLOBAL PAYMENTS INC | COMMON STOCK | ** | 7,923,065 | |||||||||||
GUIDEWIRE SOFTWARE INC | COMMON STOCK | ** | 3,837,561 | |||||||||||
HARRIS CORP | COMMON STOCK | ** | 4,006,780 | |||||||||||
HASBRO INC | COMMON STOCK | ** | 751,969 | |||||||||||
HUBSPOT INC | COMMON STOCK | ** | 2,528,807 | |||||||||||
IHS MARKIT LTD | COMMON STOCK | ** | 6,577,502 | |||||||||||
INSULET CORP | COMMON STOCK | ** | 1,403,329 | |||||||||||
LAM RESEARCH CORP | COMMON STOCK | ** | 1,714,108 | |||||||||||
LULULEMON ATHLETICA INC | COMMON STOCK | ** | 2,810,529 | |||||||||||
MARKETAXESS HOLDINGS INC | COMMON STOCK | ** | 916,451 | |||||||||||
MAXIM INTEGRATED PRODUCTS | COMMON STOCK | ** | 1,727,120 | |||||||||||
MOTOROLA SOLUTIONS INC | COMMON STOCK | ** | 3,854,185 | |||||||||||
NEUROCRINE BIOSCIENCES INC | COMMON STOCK | ** | 1,639,145 | |||||||||||
NEW YORK TIMES CO A | COMMON STOCK | ** | 1,738,932 | |||||||||||
OLLIE'S BARGAIN OUTLET HOLDINGS | COMMON STOCK | ** | 400,390 | |||||||||||
PAGSEGURO DIGITAL LTD CL A | COMMON STOCK | ** | 827,585 | |||||||||||
PROGRESSIVE CORP | COMMON STOCK | ** | 6,363,427 | |||||||||||
ROKU INC | COMMON STOCK | ** | 634,554 | |||||||||||
ROPER TECHNOLOGIES INC | COMMON STOCK | ** | 4,419,435 | |||||||||||
SAGE THERAPEUTICS INC | COMMON STOCK | ** | 348,388 | |||||||||||
SERVICEMASTER GLOBAL HOLDING | COMMON STOCK | ** | 825,695 | |||||||||||
STANLEY BLACK & DECKER INC | COMMON STOCK | ** | 3,293,329 | |||||||||||
SVB FINANCIAL GROUP | COMMON STOCK | ** | 1,183,012 |
(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 | |||||||||||
TABLEAU SOFTWARE INC CL A | COMMON STOCK | ** | 5,944,200 | |||||||||||
TAKE TWO INTERACTIVE SOFTWRE | COMMON STOCK | ** | 3,170,243 | |||||||||||
TD AMERITRADE HOLDING CORP | COMMON STOCK | ** | 2,715,615 | |||||||||||
TIFFANY & CO COMMON STOCK | COMMON STOCK | ** | 177,605 | |||||||||||
THE TRADE DESK INC | COMMON STOCK | ** | 958,075 | |||||||||||
TRANSUNION | COMMON STOCK | ** | 3,041,924 | |||||||||||
TRIMBLE INC | COMMON STOCK | ** | 1,129,537 | |||||||||||
TWITTER INC | COMMON STOCK | ** | 1,039,641 | |||||||||||
UNDER ARMOUR INC CLASS A | COMMON STOCK | ** | 842,046 | |||||||||||
US DOLLAR | FOREIGN CURRENCY | ** | 629,147 | |||||||||||
VEEVA SYSTEMS INC CLASS A | COMMON STOCK | ** | 5,541,591 | |||||||||||
WABTEC CORP | COMMON STOCK | ** | 1,371,280 | |||||||||||
WAYFAIR INC CLASS A | COMMON STOCK | ** | 1,812,500 | |||||||||||
WELLCARE HEALTH PLANS INC | COMMON STOCK | ** | 1,881,637 | |||||||||||
WEST PHARMACEUTICAL SERVICES | COMMON STOCK | ** | 2,151,366 | |||||||||||
WORLDPAY INC CLASS A | COMMON STOCK | ** | 4,262,119 | |||||||||||
ZYNGA INC CL A | COMMON STOCK | ** | 2,863,022 | |||||||||||
Artisan Midcap Investor Fund Total | 165,985,818 | |||||||||||||
METWEST TOTAL RETURN FUND | ||||||||||||||
STATE STREET STIF | Money market fund | ** | 19,743,407 | |||||||||||
ABBVIE INC SR UNSECURED | CORPORATE BONDS - 4.30%, 2036 | ** | 89,217 | |||||||||||
ABBVIE INC SR UNSECURED | CORPORATE BONDS - 4.70%, 2045 | ** | 113,677 | |||||||||||
ACE SECURITIES CORP. ACE 2004 IN1 A1 | OTHER ASSET BACKED - 3.15%, 2034 | ** | 1,016,832 | |||||||||||
AERCAP IRELAND CAP/GLOBA COMPANY GUAR | CORPORATE BONDS - 3.95%, 2022 | ** | 245,609 | |||||||||||
AERCAP IRELAND CAP/GLOBA COMPANY GUAR | CORPORATE BONDS - 4.50%, 2021 | ** | 345,996 | |||||||||||
AIR LEASE CORP SR UNSECURED | CORPORATE BONDS - 4.75%, 2020 | ** | 410,580 | |||||||||||
ALEXANDRIA REAL ESTATE E COMPANY GUAR | CORPORATE BONDS - 2.75%, 2020 | ** | 496,092 | |||||||||||
ALIMENTATION COUCHE TARD COMPANY GUAR 144A | CORPORATE BONDS - 3.55%, 2027 | ** | 443,495 | |||||||||||
ALLERGAN FUNDING SCS COMPANY GUAR | CORPORATE BONDS - 4.55%, 2035 | ** | 166,005 | |||||||||||
AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T | OTHER ASSET BACKED - 4.00%, 2027 | ** | 297,616 | |||||||||||
AMERICA WEST AIR 2000 1 PASS THRU CE | CORPORATE BONDS - 8.06%, 2022 | ** | 357,882 | |||||||||||
AMERICAN CAMPUS CMNTYS COMPANY GUAR | CORPORATE BONDS - 3.35%, 2020 | ** | 398,630 | |||||||||||
AMERICAN HOME MORTGAGE INVESTM AHM 2004 4 4A | MORTGAGE - 4.89%, 2045 | ** | 469,518 |
(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 | |||||||||||
AMERICAN TOWER CORP SR UNSECURED | CORPORATE BONDS - 3.00%, 2023 | ** | 230,910 | |||||||||||
AMGEN INC SR UNSECURED | CORPORATE BONDS - 4.40%, 2045 | ** | 285,232 | |||||||||||
ANHEUSER BUSCH CO/INBEV COMPANY GUAR 144A | CORPORATE BONDS - 3.65%, 2026 | ** | 141,832 | |||||||||||
ANHEUSER BUSCH CO/INBEV COMPANY GUAR 144A | CORPORATE BONDS - 4.90%, 2046 | ** | 111,286 | |||||||||||
ANHEUSER BUSCH INBEV WOR COMPANY GUAR | CORPORATE BONDS - 4.00%, 2028 | ** | 334,787 | |||||||||||
ANTHEM INC SR UNSECURED | CORPORATE BONDS - 2.25%, 2019 | ** | 298,392 | |||||||||||
ASTRAZENECA PLC SR UNSECURED | CORPORATE BONDS - 3.13%, 2027 | ** | 116,275 | |||||||||||
AT+T INC SR UNSECURED | CORPORATE BONDS - 4.30%, 2030 | ** | 236,246 | |||||||||||
AT+T INC SR UNSECURED | CORPORATE BONDS - 5.25%, 2037 | ** | 648,270 | |||||||||||
AT+T INC SR UNSECURED | CORPORATE BONDS - 4.75%, 2046 | ** | 426,189 | |||||||||||
AT+T INC SR UNSECURED | CORPORATE BONDS - 4.80%, 2044 | ** | 192,708 | |||||||||||
BACARDI LTD COMPANY GUAR 144A | CORPORATE BONDS - 4.70%, 2027 | ** | 211,417 | |||||||||||
BANC OF AMERICA MERRILL LYNCH BAMLL 2018 PARK A 144A | MORTGAGE - 4.09%, 2030 | ** | 332,401 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 2.74%, 2022 | ** | 590,895 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 2.37%, 2021 | ** | 785,684 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 3.59%, 2028 | ** | 625,891 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 4.27%, 2029 | ** | 597,184 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 3.09%, 2025 | ** | 336,608 | |||||||||||
BANK OF AMERICA CORP SR UNSECURED | CORPORATE BONDS - 3.00%, 2023 | ** | 473,368 | |||||||||||
BANK OF NY MELLON CORP SR UNSECURED | CORPORATE BONDS - 2.66%, 2023 | ** | 583,268 | |||||||||||
BANK OF NY MELLON CORP SR UNSECURED | CORPORATE BONDS - 3.25%, 2024 | ** | 108,576 | |||||||||||
BAXALTA INC COMPANY GUAR | CORPORATE BONDS - 2.88%, 2020 | ** | 125,865 | |||||||||||
BAYER US FINANCE II LLC COMPANY GUAR 144A | CORPORATE BONDS - 4.38%, 2020 | ** | 415,317 | |||||||||||
BAYER US FINANCE LLC COMPANY GUAR 144A | CORPORATE BONDS - 2.38%, 2019 | ** | 347,202 | |||||||||||
BCAP LLC TRUST BCAP 2008 IND2 A1 | MORTGAGE - 4.16%, 2038 | ** | 323,959 | |||||||||||
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 9A | MORTGAGE - 4.73%, 2033 | ** | 462,732 | |||||||||||
BECTON DICKINSON AND CO SR UNSECURED | CORPORATE BONDS - 3.68%, 2020 | ** | 296,985 | |||||||||||
BOSTON PROPERTIES LP SR UNSECURED | CORPORATE BONDS - 3.20%, 2025 | ** | 229,170 | |||||||||||
BROADCOM CRP / CAYMN FI COMPANY GUAR | CORPORATE BONDS - 2.38%, 2020 | ** | 395,004 | |||||||||||
BWFCME003 IRS USD P F 3.08180 SWFCME003_FIX CCPVANILLA | INTEREST RATE SWAP - 3.08%, 2024 | ** | (4,835,000 | ) | ||||||||||
BWFCME003 IRS USD R V 03MLIBOR SWFCME003_FLO CCPVANILLA | INTEREST RATE SWAP - 1.00%, 2024 | ** | 4,835,000 | |||||||||||
CAMPBELL SOUP CO SR UNSECURED | CORPORATE BONDS - 3.29%, 2020 | ** | 346,887 | |||||||||||
CANADIAN NATL RESOURCES SR UNSECURED | CORPORATE BONDS - 3.85%, 2027 | ** | 69,806 |
(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 | |||||||||||
CELGENE CORP SR UNSECURED | CORPORATE BONDS - 5.00%, 2045 | ** | 323,639 | |||||||||||
CENTEX HOME EQUITY CXHE 2005 D M2 | OTHER ASSET BACKED - 2.97%, 2035 | ** | 312,574 | |||||||||||
CHARTER COMM OPT LLC/CAP SR SECURED | CORPORATE BONDS - 4.50%, 2024 | ** | 199,696 | |||||||||||
CHARTER COMM OPT LLC/CAP SR SECURED | CORPORATE BONDS - 3.75%, 2028 | ** | 284,954 | |||||||||||
CIGNA CORP COMPANY GUAR 144A | CORPORATE BONDS - 4.13%, 2025 | ** | 499,296 | |||||||||||
CIGNA HOLDING CO COMPANY GUAR | CORPORATE BONDS - 3.05%, 2027 | ** | 324,731 | |||||||||||
CITIBANK NA SR UNSECURED | CORPORATE BONDS - 3.05%, 2030 | ** | 1,313,331 | |||||||||||
CITIBANK NA SR UNSECURED | CORPORATE BONDS - 3.40%, 2021 | ** | 340,432 | |||||||||||
CITIGROUP INC SR UNSECURED | CORPORATE BONDS - 3.14%, 2023 | ** | 392,900 | |||||||||||
CITIGROUP INC SR UNSECURED | CORPORATE BONDS - 2.50%, 2019 | ** | 597,950 | |||||||||||
CITIGROUP INC SR UNSECURED | CORPORATE BONDS - 3.67%, 2028 | ** | 552,636 | |||||||||||
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 6 2A1 144A | MORTGAGE - 2.59%, 2035 | ** | 331,819 | |||||||||||
CITYLINE COMMERCIAL MORTGAGE T CLMT 2016 CLNE A 144A | MORTGAGE - 2.78%, 2031 | ** | 274,317 | |||||||||||
COLLEGIATE FUNDING SERVICES ED COELT 2005 A A4 | OTHER ASSET BACKED - 3.01%, 2035 | ** | 1,059,423 | |||||||||||
COMCAST CORP COMPANY GUAR | CORPORATE BONDS - 4.70%, 2048 | ** | 555,984 | |||||||||||
COMM MORTGAGE TRUST COMM 2013 300P A1 144A | MORTGAGE - 4.35%, 2030 | ** | 215,294 | |||||||||||
COMM MORTGAGE TRUST COMM 2016 787S A 144A | MORTGAGE - 3.55%, 2036 | ** | 213,652 | |||||||||||
CONTL AIRLINES 2007 1 PASS THRU CE | CORPORATE BONDS - 5.98%, 2023 | ** | 99,974 | |||||||||||
CONTL AIRLINES 2009 2 PASS THRU CE | CORPORATE BONDS - 7.25%, 2021 | ** | 543,943 | |||||||||||
CORE INDUSTRIAL TRUST CORE 2015 CALW A 144A | MORTGAGE - 3.04%, 2034 | ** | 217,485 | |||||||||||
CORE INDUSTRIAL TRUST CORE 2015 TEXW A 144A | MORTGAGE - 3.08%, 2034 | ** | 227,314 | |||||||||||
COX COMMUNICATIONS INC SR UNSECURED 144A | CORPORATE BONDS - 3.15%, 2024 | ** | 336,701 | |||||||||||
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A 144A | MORTGAGE - 3.85%, 2057 | ** | 986,160 | |||||||||||
CROWN CASTLE INTL CORP SR UNSECURED | CORPORATE BONDS - 3.20%, 2024 | ** | 564,480 | |||||||||||
CVS HEALTH CORP SR UNSECURED | CORPORATE BONDS - 5.05%, 2048 | ** | 564,114 | |||||||||||
CVS HEALTH CORP SR UNSECURED | CORPORATE BONDS - 5.13%, 2045 | ** | 194,682 | |||||||||||
DELL INT LLC / EMC CORP SR SECURED 144A | CORPORATE BONDS - 3.48%, 2019 | ** | 398,818 | |||||||||||
DRYDEN SENIOR LOAN FUND DRSLF 2012 25A ARR 144A | OTHER ASSET BACKED - 3.34%, 2027 | ** | 323,970 | |||||||||||
DRYDEN SENIOR LOAN FUND DRSLF 2018 71A A 144A | OTHER ASSET BACKED - 1.00%, 2029 | ** | 435,000 | |||||||||||
DUKE ENERGY CAROLINAS 1ST REF MORT | CORPORATE BONDS - 3.75%, 2045 | ** | 645,104 | |||||||||||
DUKE ENERGY PROGRESS LLC 1ST MORTGAGE | CORPORATE BONDS - 4.20%, 2045 | ** | 496,142 | |||||||||||
DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A | CORPORATE BONDS - 5.90%, 2021 | ** | 846,399 |
(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 | |||||||||||
EMERA US FINANCE LP COMPANY GUAR | CORPORATE BONDS - 2.15%, 2019 | ** | 654,604 | |||||||||||
ENERGY TRANSFER OPERATNG COMPANY GUAR | CORPORATE BONDS - 5.15%, 2045 | ** | 302,785 | |||||||||||
FANNIE MAE FNR 2018 38 PA | MORTGAGE - 3.50%, 2047 | ** | 1,091,509 | |||||||||||
FANNIE MAE FNR 2018 55 PA | MORTGAGE - 3.50%, 2047 | ** | 242,895 | |||||||||||
FANNIE MAE FNR 2018 86 JA | MORTGAGE - 4.00%, 2047 | ** | 594,209 | |||||||||||
FANNIEMAE ACES FNA 2012 M11 FA | MORTGAGE - 2.80%, 2019 | ** | 118,144 | |||||||||||
FANNIEMAE ACES FNA 2015 M1 A2 | MORTGAGE - 2.53%, 2024 | ** | 1,126,875 | |||||||||||
FANNIEMAE ACES FNA 2017 M11 FA | MORTGAGE - 2.77%, 2024 | ** | 677,957 | |||||||||||
FARMERS EXCHANGE CAP III SUBORDINATED 144A | CORPORATE BONDS - 5.45%, 2054 | ** | 696,743 | |||||||||||
FED HM LN PC POOL C91981 FG | MORTGAGE - 3.00%, 2038 | ** | 469,815 | |||||||||||
FED HM LN PC POOL G07957 FG | MORTGAGE - 4.00%, 2045 | ** | 780,024 | |||||||||||
FED HM LN PC POOL G08711 FG | MORTGAGE - 3.50%, 2046 | ** | 1,072,444 | |||||||||||
FED HM LN PC POOL G08715 FG | MORTGAGE - 3.00%, 2046 | ** | 1,272,496 | |||||||||||
FED HM LN PC POOL G08716 FG | MORTGAGE - 3.50%, 2046 | ** | 359,786 | |||||||||||
FED HM LN PC POOL G08721 FG | MORTGAGE - 3.00%, 2046 | ** | 701,671 | |||||||||||
FED HM LN PC POOL G08726 FG | MORTGAGE - 3.00%, 2046 | ** | 833,030 | |||||||||||
FED HM LN PC POOL G08732 FG | MORTGAGE - 3.00%, 2046 | ** | 937,341 | |||||||||||
FED HM LN PC POOL G08741 FG | MORTGAGE - 3.00%, 2047 | ** | 270,770 | |||||||||||
FED HM LN PC POOL G08750 FG | MORTGAGE - 3.00%, 2047 | ** | 1,631,460 | |||||||||||
FED HM LN PC POOL G08791 FG | MORTGAGE - 3.00%, 2047 | ** | 298,360 | |||||||||||
FED HM LN PC POOL G08792 FG | MORTGAGE - 3.50%, 2047 | ** | 628,774 | |||||||||||
FED HM LN PC POOL G08795 FG | MORTGAGE - 3.00%, 2048 | ** | 301,108 | |||||||||||
FED HM LN PC POOL G08800 FG | MORTGAGE - 3.50%, 2048 | ** | 987,827 | |||||||||||
FED HM LN PC POOL G08816 FG | MORTGAGE - 3.50%, 2048 | ** | 194,390 | |||||||||||
FED HM LN PC POOL G08833 FG | MORTGAGE - 5.00%, 2048 | ** | 304,189 | |||||||||||
FED HM LN PC POOL G08844 FG | MORTGAGE - 5.00%, 2048 | ** | 1,206,405 | |||||||||||
FED HM LN PC POOL G08849 FG | MORTGAGE - 5.00%, 2048 | ** | 93,108 | |||||||||||
FED HM LN PC POOL G16085 FG | MORTGAGE - 2.50%, 2032 | ** | 250,717 | |||||||||||
FED HM LN PC POOL G18627 FG | MORTGAGE - 3.00%, 2032 | ** | 158,701 | |||||||||||
FED HM LN PC POOL G60023 FG | MORTGAGE - 3.50%, 2045 | ** | 1,460,957 | |||||||||||
FED HM LN PC POOL G60344 FG | MORTGAGE - 4.00%, 2045 | ** | 1,281,158 | |||||||||||
FED HM LN PC POOL G67700 FG | MORTGAGE - 3.50%, 2046 | ** | 1,218,817 | |||||||||||
FED HM LN PC POOL G67703 FG | MORTGAGE - 3.50%, 2047 | ** | 1,724,501 | |||||||||||
FED HM LN PC POOL G67706 FG | MORTGAGE - 3.50%, 2047 | ** | 206,209 | |||||||||||
FED HM LN PC POOL G67707 FG | MORTGAGE - 3.50%, 2048 | ** | 1,849,514 | |||||||||||
FED HM LN PC POOL G67708 FG | MORTGAGE - 3.50%, 2048 | ** | 2,425,622 | |||||||||||
FED HM LN PC POOL G67709 FG | MORTGAGE - 3.50%, 2048 | ** | 859,801 | |||||||||||
FED HM LN PC POOL G67710 FG | MORTGAGE - 3.50%, 2048 | ** | 2,046,624 |
(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 G67711 FG | MORTGAGE - 4.00%, 2048 | ** | 1,999,568 | |||||||||||
FED HM LN PC POOL G67714 FG | MORTGAGE - 4.00%, 2048 | ** | 159,201 | |||||||||||
FHLMC MULTIFAMILY STRUCTURED P FHMS K158 A3 | MORTGAGE - 3.90%, 2033 | ** | 440,032 | |||||||||||
FHLMC TBA 15 YR 3.5 GOLD SINGLE FAMILY | MORTGAGE - 3.50%, 2034 | ** | 2,035,400 | |||||||||||
FHLMC TBA 30 YR 4.5 GOLD SINGLE FAMILY | MORTGAGE - 4.50%, 2049 | ** | 1,630,270 | |||||||||||
FNMA POOL 471713 FN | MORTGAGE - 2.85%, 2022 | ** | 369,303 | |||||||||||
FNMA POOL AL0705 FN | MORTGAGE - 3.48%, 2020 | ** | 158,723 | |||||||||||
FNMA POOL AL6167 FN | MORTGAGE - 3.50%, 2044 | ** | 734,856 | |||||||||||
FNMA POOL AL9472 FN | MORTGAGE - 4.00%, 2043 | ** | 342,288 | |||||||||||
FNMA POOL AM0762 FN | MORTGAGE - 3.29%, 2032 | ** | 328,779 | |||||||||||
FNMA POOL AM7013 FN | MORTGAGE - 3.39%, 2029 | ** | 319,414 | |||||||||||
FNMA POOL AM9793 FN | MORTGAGE - 3.12%, 2027 | ** | 408,217 | |||||||||||
FNMA POOL AN4833 FN | MORTGAGE - 3.32%, 2027 | ** | 452,872 | |||||||||||
FNMA POOL AN6553 FN | MORTGAGE - 3.17%, 2031 | ** | 453,754 | |||||||||||
FNMA POOL AN7345 FN | MORTGAGE - 3.21%, 2037 | ** | 541,589 | |||||||||||
FNMA POOL AS9830 FN | MORTGAGE - 4.00%, 2047 | ** | 520,483 | |||||||||||
FNMA POOL AS9972 FN | MORTGAGE - 4.00%, 2047 | ** | 433,515 | |||||||||||
FNMA POOL BL0661 FN | MORTGAGE - 3.99%, 2033 | ** | 1,125,328 | |||||||||||
FNMA POOL BM1767 FN | MORTGAGE - 4.50%, 2046 | ** | 3,818,377 | |||||||||||
FNMA POOL CA0996 FN | MORTGAGE - 3.50%, 2048 | ** | 42,532 | |||||||||||
FNMA POOL MA2863 FN | MORTGAGE - 3.00%, 2047 | ** | 339,946 | |||||||||||
FNMA POOL MA3027 FN | MORTGAGE - 4.00%, 2047 | ** | 653,068 | |||||||||||
FNMA POOL MA3029 FN | MORTGAGE - 3.00%, 2032 | ** | 301,572 | |||||||||||
FNMA POOL MA3058 FN | MORTGAGE - 4.00%, 2047 | ** | 515,068 | |||||||||||
FNMA POOL MA3210 FN | MORTGAGE - 3.50%, 2047 | ** | 1,695,530 | |||||||||||
FNMA POOL MA3239 FN | MORTGAGE - 4.00%, 2048 | ** | 844,688 | |||||||||||
FNMA POOL MA3276 FN | MORTGAGE - 3.50%, 2048 | ** | 1,047,030 | |||||||||||
FNMA POOL MA3332 FN | MORTGAGE - 3.50%, 2048 | ** | 2,232,932 | |||||||||||
FNMA POOL MA3468 FN | MORTGAGE - 4.50%, 2048 | ** | 363,224 | |||||||||||
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE | MORTGAGE - 3.00%, 2032 | ** | 79,802 | |||||||||||
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | MORTGAGE - 3.50%, 2047 | ** | 89,984 | |||||||||||
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | MORTGAGE - 4.00%, 2046 | ** | 1,029,569 | |||||||||||
FORD MOTOR CREDIT CO | SHORT TERMS - 0.01%, 2019 | ** | 433,315 | |||||||||||
FORD MOTOR CREDIT CO LLC SR UNSECURED | CORPORATE BONDS - 2.43%, 2020 | ** | 136,321 | |||||||||||
FORD MOTOR CREDIT CO LLC SR UNSECURED | CORPORATE BONDS - 1.90%, 2019 | ** | 495,080 | |||||||||||
FORD MOTOR CREDIT CO LLC SR UNSECURED | CORPORATE BONDS - 3.31%, 2021 | ** | 345,478 |
(a) | (b) | (c) | (d) | (e) | ||||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | |||||||||||
FORD MOTOR CREDIT CO LLC SR UNSECURED | CORPORATE BONDS - 2.34%, 2020 | ** | 312,677 | |||||||||||
FREDDIE MAC FHR 4639 HZ | MORTGAGE - 2.75%, 2053 | ** | 589,421 | |||||||||||
FREDDIE MAC FHR 4846 PA | MORTGAGE - 4.00%, 2047 | ** | 596,932 | |||||||||||
GE CAPITAL INTL FUNDING COMPANY GUAR | CORPORATE BONDS - 2.34%, 2020 | ** | 1,080,862 | |||||||||||
GENERAL ELECTRIC CO SR UNSECURED | CORPORATE BONDS - 2.20%, 2020 | ** | 463,156 | |||||||||||
GENERAL ELECTRIC CO SR UNSECURED | CORPORATE BONDS - 4.63%, 2021 | ** | 406,046 | |||||||||||
GENERAL ELECTRIC CO SR UNSECURED | CORPORATE BONDS - 5.55%, 2026 | ** | 317,886 | |||||||||||
GENERAL ELECTRIC CO SR UNSECURED | CORPORATE BONDS - 4.65%, 2021 | ** | 205,615 | |||||||||||
GENERAL MILLS INC SR UNSECURED | CORPORATE BONDS - 3.70%, 2023 | ** | 576,616 | |||||||||||
GENERAL MOTORS FINL CO COMPANY GUAR | CORPORATE BONDS - 2.40%, 2019 | ** | 478,196 | |||||||||||
GILEAD SCIENCES INC SR UNSECURED | CORPORATE BONDS - 4.50%, 2045 | ** | 336,597 | |||||||||||
GLP CAPITAL LP / FIN II COMPANY GUAR | CORPORATE BONDS - 5.30%, 2029 | ** | 405,882 | |||||||||||
GLP CAPITAL LP / FIN II COMPANY GUAR | CORPORATE BONDS - 5.38%, 2026 | ** | 247,253 | |||||||||||
GNMA II POOL MA2374 G2 | MORTGAGE - 5.00%, 2044 | ** | 431,393 | |||||||||||
GNMA II POOL MA3521 G2 | MORTGAGE - 3.50%, 2046 | ** | 556,026 | |||||||||||
GNMA II POOL MA3597 G2 | MORTGAGE - 3.50%, 2046 | ** | 606,527 | |||||||||||
GNMA II POOL MA3937 G2 | MORTGAGE - 3.50%, 2046 | ** | 151,738 | |||||||||||
GNMA II POOL MA4069 G2 | MORTGAGE - 3.50%, 2046 | ** | 574,647 | |||||||||||
GNMA II POOL MA4126 G2 | MORTGAGE - 3.00%, 2046 | ** | 1,068,247 | |||||||||||
GNMA II POOL MA4127 G2 | MORTGAGE - 3.50%, 2046 | ** | 246,233 | |||||||||||
GNMA II POOL MA4130 G2 | MORTGAGE - 5.00%, 2046 | ** | 609,108 | |||||||||||
GNMA II POOL MA4324 G2 | MORTGAGE - 5.00%, 2047 | ** | 202,753 | |||||||||||
GNMA II POOL MA4450 G2 | MORTGAGE - 3.00%, 2047 | ** | 388,982 | |||||||||||
GNMA II POOL MA4510 G2 | MORTGAGE - 3.50%, 2047 | ** | 1,016,481 | |||||||||||
GNMA II POOL MA4588 G2 | MORTGAGE - 4.50%, 2047 | ** | 1,313,243 | |||||||||||
GNMA II POOL MA4836 G2 | MORTGAGE - 3.00%, 2047 | ** | 1,151,523 | |||||||||||
GNMA II POOL MA4837 G2 | MORTGAGE - 3.50%, 2047 | ** | 243,110 | |||||||||||
GNMA II POOL MA4838 G2 | MORTGAGE - 4.00%, 2047 | ** | 540,211 | |||||||||||
GNMA II TBA 30 YR 4 JUMBOS | MORTGAGE - 4.00%, 2048 | ** | 578,507 | |||||||||||
GNMA II TBA 30 YR 4.5 JUMBOS | MORTGAGE - 4.50%, 2048 | ** | 998,530 | |||||||||||
GOLDENTREE LOAN OPPORTUNITIES GOLD9 2014 9A AR2 144A | OTHER ASSET BACKED - 3.62%, 2029 | ** | 546,565 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 3.81%, 2029 | ** | 336,105 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 4.22%, 2029 | ** | 105,863 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 3.69%, 2028 | ** | 278,811 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 5.25%, 2021 | ** | 285,475 | |||||||||||
GOLDMAN SACHS GROUP INC SR UNSECURED | CORPORATE BONDS - 3.27%, 2025 | ** | 332,767 |
(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 | |||||||||||
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 124 NW | MORTGAGE - 3.50%, 2048 | ** | 433,689 | |||||||||||
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 HY1 1A1A | MORTGAGE - 2.78%, 2035 | ** | 126,602 | |||||||||||
GS MORTGAGE BACKED SECURITIES GSMBS 2018 RPL1 A1A 144A | MORTGAGE - 3.75%, 2057 | ** | 993,580 | |||||||||||
GS MORTGAGE SECURITIES TRUST GSMS 2012 ALOH A 144A | MORTGAGE - 3.55%, 2034 | ** | 186,460 | |||||||||||
GS MORTGAGE SECURITIES TRUST GSMS 2013 KING A 144A | MORTGAGE - 2.71%, 2027 | ** | 85,720 | |||||||||||
GSAA HOME EQUITY TRUST GSAA 2005 6 M1 | OTHER ASSET BACKED - 2.94%, 2035 | ** | 996,806 | |||||||||||
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A | MORTGAGE - 2.81%, 2036 | ** | 730,408 | |||||||||||
HCP INC SR UNSECURED | CORPORATE BONDS - 4.20%, 2024 | ** | 776,923 | |||||||||||
HEALTHCARE REALTY TRUST SR UNSECURED | CORPORATE BONDS - 3.75%, 2023 | ** | 196,928 | |||||||||||
HEALTHCARE REALTY TRUST SR UNSECURED | CORPORATE BONDS - 3.88%, 2025 | ** | 219,227 | |||||||||||
HIGHER EDUCATION FUNDING 05/34 FRN | OTHER ASSET BACKED - 3.74%, 2034 | ** | 1,026,778 | |||||||||||
HOME DEPOT INC SR UNSECURED | CORPORATE BONDS - 3.90%, 2028 | ** | 122,911 | |||||||||||
IHS MARKIT LTD SR UNSECURED | CORPORATE BONDS - 4.75%, 2028 | ** | 318,237 | |||||||||||
INDIANA MICHIGAN POWER SR UNSECURED | CORPORATE BONDS - 4.55%, 2046 | ** | 302,214 | |||||||||||
INTERNATIONAL TRANSMISSI 1ST MORTGAGE | CORPORATE BONDS - 4.63%, 2043 | ** | 615,043 | |||||||||||
INTL FLAVOR + FRAGRANCES SR UNSECURED | CORPORATE BONDS - 5.00%, 2048 | ** | 109,564 | |||||||||||
JP MORGAN CHASE BANK NA SR UNSECURED | CORPORATE BONDS - 2.87%, 2020 | ** | 948,742 | |||||||||||
JP MORGAN CHASE BANK NA SR UNSECURED | CORPORATE BONDS - 2.60%, 2021 | ** | 947,416 | |||||||||||
JP MORGAN CHASE BANK NA SR UNSECURED | CORPORATE BONDS - 3.09%, 2021 | ** | 746,968 | |||||||||||
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 HSBC A 144A | MORTGAGE - 3.09%, 2032 | ** | 221,667 | |||||||||||
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 NINE A 144A | MORTGAGE - 2.85%, 2038 | ** | 208,987 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | CORPORATE BONDS - 3.78%, 2028 | ** | 485,360 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | CORPORATE BONDS - 3.54%, 2028 | ** | 381,355 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | CORPORATE BONDS - 2.55%, 2020 | ** | 395,553 | |||||||||||
JPMORGAN CHASE + CO SR UNSECURED | CORPORATE BONDS - 4.02%, 2024 | ** | 549,336 | |||||||||||
KINDER MORGAN INC COMPANY GUAR | CORPORATE BONDS - 5.55%, 2045 | ** | 148,555 | |||||||||||
KINDER MORGAN INC COMPANY GUAR 144A | CORPORATE BONDS - 5.63%, 2020 | ** | 528,571 | |||||||||||
KRAFT HEINZ FOODS CO COMPANY GUAR | CORPORATE BONDS - 4.63%, 2029 | ** | 98,872 | |||||||||||
KRAFT HEINZ FOODS CO COMPANY GUAR | CORPORATE BONDS - 4.38%, 2046 | ** | 350,126 | |||||||||||
L3 TECHNOLOGIES INC COMPANY GUAR | CORPORATE BONDS - 4.40%, 2028 | ** | 344,923 |
(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 | |||||||||||
LIBERTY STREET TRUST LBTY 2016 225L A 144A | MORTGAGE - 3.60%, 2036 | ** | 239,421 | |||||||||||
LLOYDS BANK PLC COMPANY GUAR | CORPORATE BONDS - 3.30%, 2021 | ** | 224,318 | |||||||||||
LLOYDS BANKING GROUP PLC SR UNSECURED | CORPORATE BONDS - 2.91%, 2023 | ** | 340,896 | |||||||||||
LOS ANGELES CA UNIF SCH DIST LOSSCD | MUNICIPALS - 5.98%, 2027 | ** | 615,946 | |||||||||||
MADISON AVENUE TRUST MAD 2013 650M A 144A | MORTGAGE - 3.84%, 2032 | ** | 171,796 | |||||||||||
MADISON PARK FUNDING LTD MDPK 2018 30A A 144A | OTHER ASSET BACKED - 3.19%, 2029 | ** | 512,007 | |||||||||||
MAGNETITE CLO LTD MAGNE 2014 9A A1R 144A | OTHER ASSET BACKED - 3.49%, 2026 | ** | 331,401 | |||||||||||
METROPOLITAN WEST FLOATING RAT MTRPLTN WST FLTNG RT INC I | MUTUAL FUNDS | ** | 3,825,582 | |||||||||||
METROPOLITAN WEST HIGH YIELD B MTRPLTN WST HI YLD BND I | MUTUAL FUNDS | ** | 3,276,672 | |||||||||||
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 | MORTGAGE - 2.97%, 2045 | ** | 451,508 | |||||||||||
MORGAN STANLEY REREMIC TRUST MSRR 2015 R2 1A1 144A | MORTGAGE - 2.66%, 2046 | ** | 516,495 | |||||||||||
MORGAN STANLEY SR UNSECURED | CORPORATE BONDS - 3.41%, 2020 | ** | 800,021 | |||||||||||
MORGAN STANLEY SR UNSECURED | CORPORATE BONDS - 7.30%, 2019 | ** | 507,589 | |||||||||||
MORGAN STANLEY SR UNSECURED | CORPORATE BONDS - 5.50%, 2020 | ** | 206,175 | |||||||||||
MORGAN STANLEY SR UNSECURED | CORPORATE BONDS - 3.40%, 2022 | ** | 985,964 | |||||||||||
MORTGAGEIT TRUST MHL 2005 2 1A1 | MORTGAGE - 3.03%, 2035 | ** | 349,400 | |||||||||||
MORTGAGEIT TRUST MHL 2005 5 A1 | MORTGAGE - 2.77%, 2035 | ** | 923,355 | |||||||||||
NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B AV4 | OTHER ASSET BACKED - 2.79%, 2036 | ** | 594,915 | |||||||||||
NATIONWIDE MUTUAL INSURA SUBORDINATED 144A | CORPORATE BONDS - 5.08%, 2024 | ** | 398,003 | |||||||||||
NAVIENT STUDENT LOAN TRUST NAVSL 2015 2 A3 | OTHER ASSET BACKED - 3.08%, 2040 | ** | 1,168,610 | |||||||||||
NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A | OTHER ASSET BACKED - 3.31%, 2066 | ** | 984,557 | |||||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 2A A2 144A | OTHER ASSET BACKED - 3.11%, 2047 | ** | 597,223 | |||||||||||
NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A | OTHER ASSET BACKED - 3.11%, 2051 | ** | 824,875 | |||||||||||
NEW YORK CITY NY MUNI WTR FIN NYCUTL | MUNICIPALS - 5.95%, 2042 | ** | 875,779 | |||||||||||
NEW YORK ST DORM AUTH ST PERSO NYSHGR | MUNICIPALS - 5.29%, 2023 | ** | 571,440 | |||||||||||
NOBLE ENERGY INC SR UNSECURED | CORPORATE BONDS - 5.25%, 2043 | ** | 66,572 | |||||||||||
NYU HOSPITALS CENTER SECURED | CORPORATE BONDS - 4.78%, 2044 | ** | 527,866 | |||||||||||
OCTAGON INVESTMENT PARTNERS 25 OCT25 2015 1A AR 144A | OTHER ASSET BACKED - 3.27%, 2026 | ** | 569,729 | |||||||||||
PENNSYLVANIA HIGHER EDUCATION PHEAA 2015 1A A 144A | OTHER ASSET BACKED - 2.92%, 2041 | ** | 670,065 | |||||||||||
PETROLEOS MEXICANOS COMPANY GUAR | CORPORATE BONDS - 6.50%, 2029 | ** | 438,275 | |||||||||||
PETROLEOS MEXICANOS COMPANY GUAR | CORPORATE BONDS - 5.35%, 2028 | ** | 95,975 |
(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 | |||||||||||
PETROLEOS MEXICANOS COMPANY GUAR | CORPORATE BONDS - 6.50%, 2027 | ** | 103,400 | |||||||||||
PLAINS ALL AMER PIPELINE SR UNSECURED | CORPORATE BONDS - 4.65%, 2025 | ** | 344,205 | |||||||||||
POTOMAC ELECTRIC POWER 1ST MORTGAGE | CORPORATE BONDS - 3.60%, 2024 | ** | 503,971 | |||||||||||
PROTECTIVE LIFE GLOBAL SR SECURED 144A | CORPORATE BONDS - 1.72%, 2019 | ** | 542,817 | |||||||||||
RAYMOND JAMES FINANCIAL SR UNSECURED | CORPORATE BONDS - 4.95%, 2046 | ** | 220,973 | |||||||||||
RBSCF TRUST RBSCF 2013 GSP A 144A | MORTGAGE - 3.83%, 2032 | ** | 215,404 | |||||||||||
REYNOLDS AMERICAN INC COMPANY GUAR | CORPORATE BONDS - 4.45%, 2025 | ** | 106,066 | |||||||||||
SABINE PASS LIQUEFACTION SR SECURED | CORPORATE BONDS - 5.75%, 2024 | ** | 340,134 | |||||||||||
SANTANDER UK GROUP HLDGS SR UNSECURED | CORPORATE BONDS - 3.37%, 2024 | ** | 341,578 | |||||||||||
SANTANDER UK GROUP HLDGS SR UNSECURED | CORPORATE BONDS - 2.88%, 2021 | ** | 337,629 | |||||||||||
SANTANDER UK PLC SR UNSECURED | CORPORATE BONDS - 3.40%, 2021 | ** | 442,829 | |||||||||||
SEQUOIA MORTGAGE TRUST SEMT 2003 8 A1 | MORTGAGE - 3.11%, 2024 | ** | 833,255 | |||||||||||
SHIRE ACQ INV IRELAND DA COMPANY GUAR | CORPORATE BONDS - 1.90%, 2019 | ** | 197,197 | |||||||||||
SL GREEN OPERATING PARTN COMPANY GUAR | CORPORATE BONDS - 3.25%, 2022 | ** | 241,550 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2004 3A A6A 144A | OTHER ASSET BACKED - 3.04%, 2064 | ** | 1,224,104 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2007 7 A4 | OTHER ASSET BACKED - 2.82%, 2029 | ** | 520,916 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 2 B | OTHER ASSET BACKED - 3.69%, 2083 | ** | 190,794 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 4 B | OTHER ASSET BACKED - 4.34%, 2029 | ** | 251,877 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 5 B | OTHER ASSET BACKED - 4.34%, 2030 | ** | 408,911 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 6 A4 | OTHER ASSET BACKED - 3.59%, 2023 | ** | 747,642 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 8 B | OTHER ASSET BACKED - 4.74%, 2029 | ** | 243,020 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 9 A | OTHER ASSET BACKED - 3.99%, 2023 | ** | 501,746 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2008 9 B | OTHER ASSET BACKED - 4.74%, 2083 | ** | 405,447 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2012 1 A3 | OTHER ASSET BACKED - 3.46%, 2028 | ** | 514,686 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2012 3 A | OTHER ASSET BACKED - 3.16%, 2038 | ** | 472,751 | |||||||||||
SLM STUDENT LOAN TRUST SLMA 2012 7 A3 | OTHER ASSET BACKED - 3.16%, 2026 | ** | 522,679 | |||||||||||
SPECTRA ENERGY PARTNERS COMPANY GUAR | CORPORATE BONDS - 3.50%, 2025 | ** | 190,923 | |||||||||||
SPRINT SPECTRUM / SPEC I SR SECURED 144A | CORPORATE BONDS - 3.36%, 2023 | ** | 244,406 | |||||||||||
SPRINT SPECTRUM / SPEC I SR SECURED 144A | CORPORATE BONDS - 4.74%, 2029 | ** | 456,281 |
(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 CORP SR UNSECURED 12/24 VAR | CORPORATE BONDS - 3.78%, 2024 | ** | 110,262 | |||||||||||
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR2 2A | MORTGAGE - 4.21%, 2034 | ** | 499,401 | |||||||||||
SUNOCO LOGISTICS PARTNER COMPANY GUAR | CORPORATE BONDS - 5.40%, 2047 | ** | 181,241 | |||||||||||
SWFCME002 IRS USD P V 03MLIBOR SWFCME002_FLO CCPVANILLA | INTEREST RATE SWAP - 1.00%, 2021 | ** | (11,760,000 | ) | ||||||||||
SWFCME002 IRS USD R F 3.07080 SWFCME002_FIX CCPVANILLA | INTEREST RATE SWAP - 3.07%, 2021 | ** | 11,760,000 | |||||||||||
TC PIPELINES LP SR UNSECURED | CORPORATE BONDS - 4.38%, 2025 | ** | 548,576 | |||||||||||
TCW EMERGING MARKETS INCOME FO | MUTUAL FUNDS | ** | 292,917 | |||||||||||
TCW EMERGING MARKETS INCOME FO TCW EMERGING MARKETS INCOME FO | MUTUAL FUNDS | ** | 1,298,346 | |||||||||||
TCW EMERGING MARKETS INCOME TCW EMERGING MARKETS INCOME | MUTUAL FUNDS | ** | 586,229 | |||||||||||
TIME WARNER CABLE LLC SR SECURED | CORPORATE BONDS - 5.50%, 2041 | ** | 182,257 | |||||||||||
TOWD POINT MORTGAGE TRUST TPMT 2016 3 A1 144A | OTHER ASSET BACKED - 2.25%, 2056 | ** | 881,017 | |||||||||||
TOWD POINT MORTGAGE TRUST TPMT 2017 1 A1 144A | OTHER ASSET BACKED - 2.75%, 2056 | ** | 888,317 | |||||||||||
TOWD POINT MORTGAGE TRUST TPMT 2017 5 A1 144A | OTHER ASSET BACKED - 2.92%, 2057 | ** | 853,744 | |||||||||||
TRANSCONT GAS PIPE LINE SR UNSECURED | CORPORATE BONDS - 4.60%, 2048 | ** | 140,253 | |||||||||||
TREASURY BILL | GOVERNMENT ISSUES - 0.00%, 2019 | ** | 231,695 | |||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES - 1.00%, 2048 | ** | 294,882 | |||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES - 1.00%, 2048 | ** | 1,064,055 | |||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES - 0.13%, 2024 | ** | 541,274 | |||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES - 0.38%, 2025 | ** | 481,360 | |||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES - 0.75%, 2028 | ** | 868,011 | |||||||||||
TSY INFL IX N/B | GOVERNMENT ISSUES - 0.75%, 2028 | ** | 759,237 | |||||||||||
UNITEDHEALTH GROUP INC SR UNSECURED | CORPORATE BONDS - 4.75%, 2045 | ** | 396,750 | |||||||||||
US 2YR NOTE (CBT) MAR19 XCBT 20190329 | FUT-FIXED INCOME - 0.00%, 2019 | ** | 26,539,063 | |||||||||||
US 5YR NOTE (CBT) MAR19 XCBT 20190329 | FUT-FIXED INCOME - 0.00%, 2019 | ** | 19,840,938 | |||||||||||
US TREASURY N/B | GOVERNMENT ISSUES - 3.00%, 2048 | ** | 850,959 | |||||||||||
US TREASURY N/B | GOVERNMENT ISSUES - 2.75%, 2020 | ** | 1,942,256 | |||||||||||
US TREASURY N/B | GOVERNMENT ISSUES - 2.88%, 2023 | ** | 18,732,620 | |||||||||||
US TREASURY N/B | GOVERNMENT ISSUES - 3.13%, 2028 | ** | 8,497,280 |
(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 | |||||||||||
US TREASURY N/B | GOVERNMENT ISSUES - 3.38%, 2048 | ** | 11,543,903 | |||||||||||
US TREASURY N/B 1 | GOVERNMENT ISSUES - 2.63%, 2023 | ** | 397,068 | |||||||||||
VENTAS REALTY LP COMPANY GUAR | CORPORATE BONDS - 3.85%, 2027 | ** | 289,238 | |||||||||||
VENTAS REALTY LP/CAP CRP COMPANY GUAR | CORPORATE BONDS - 2.70%, 2020 | ** | 396,595 | |||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | CORPORATE BONDS - 4.50%, 2033 | ** | 350,415 | |||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | CORPORATE BONDS - 4.13%, 2046 | ** | 61,759 | |||||||||||
VERIZON COMMUNICATIONS SR UNSECURED | CORPORATE BONDS - 4.86%, 2046 | ** | 226,037 | |||||||||||
VNO MORTGAGE TRUST VNDO 2012 6AVE A 144A | MORTGAGE - 3.00%, 2030 | ** | 237,912 | |||||||||||
VODAFONE GROUP PLC SR UNSECURED | CORPORATE BONDS - 4.38%, 2028 | ** | 223,116 | |||||||||||
WALGREENS BOOTS ALLIANCE SR UNSECURED | CORPORATE BONDS - 3.45%, 2026 | ** | 141,133 | |||||||||||
WALGREENS BOOTS ALLIANCE SR UNSECURED | CORPORATE BONDS - 2.70%, 2019 | ** | 452,403 | |||||||||||
WALGREENS BOOTS ALLIANCE SR UNSECURED | CORPORATE BONDS - 4.80%, 2044 | ** | 159,333 | |||||||||||
WALMART INC SR UNSECURED | CORPORATE BONDS - 3.55%, 2025 | ** | 485,294 | |||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A | MORTGAGE - 3.15%, 2045 | ** | 551,103 | |||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A2 | MORTGAGE - 3.61%, 2045 | ** | 615,320 | |||||||||||
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | MORTGAGE - 2.82%, 2045 | ** | 600,068 | |||||||||||
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A | CORPORATE BONDS - 2.70%, 2019 | ** | 647,122 | |||||||||||
WELLS FARGO + COMPANY SR UNSECURED | CORPORATE BONDS - 3.00%, 2026 | ** | 815,359 | |||||||||||
WELLS FARGO + COMPANY SR UNSECURED | CORPORATE BONDS - 2.63%, 2022 | ** | 1,586,209 | |||||||||||
WELLS FARGO + COMPANY SR UNSECURED | CORPORATE BONDS - 3.55%, 2025 | ** | 445,683 | |||||||||||
WELLS FARGO BANK NA SR UNSECURED | CORPORATE BONDS - 2.40%, 2020 | ** | 1,239,367 | |||||||||||
WELLS FARGO COMMERCIAL MORTGAG WFCM 2012 LC5 A3 | MORTGAGE - 2.92%, 2050 | ** | 431,987 | |||||||||||
WELLTOWER INC SR UNSECURED | CORPORATE BONDS - 3.75%, 2023 | ** | 793,560 | |||||||||||
WRKCO INC COMPANY GUAR 144A | CORPORATE BONDS - 4.90%, 2029 | ** | 220,984 | |||||||||||
ZIMMER BIOMET HOLDINGS SR UNSECURED | CORPORATE BONDS - 3.55%, 2021 | ** | 346,723 | |||||||||||
Total Metwest Total Return Fund | 285,464,021 | |||||||||||||
Total Investments | 3,682,912,810 | |||||||||||||
*Notes receivable from participants | Loans receivable with repayment interest of 4.25% to 9.75% | $ | — | 60,318,749 | ||||||||||
$ | 3,743,231,559 | |||||||||||||
* 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 | ||||||||||||||||||||||||||||
None | ||||||||||||||||||||||||||||
Series | ||||||||||||||||||||||||||||
* | STATE STREET STIF | $ | 707,945,681 | N/A | N/A | $ | — | $ | 707,945,681 | $ | 707,945,681 | N/A | ||||||||||||||||
749 Transactions | ||||||||||||||||||||||||||||
* | STATE STREET STIF | N/A | $ | 672,135,573 | N/A | $ | — | $ | 672,135,573 | $ | 672,135,573 | $ | — | |||||||||||||||
901 Transactions | ||||||||||||||||||||||||||||
* Parties-in-interest |
FIRSTENERGY CORP. | |
SAVINGS PLAN | |
Dated: June 28, 2019 | |
By | /s/ Ana M. Fluke |
Ana M. Fluke | |
Chairperson | |
Savings Plan Committee |