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, 2011 | |||||
OR | |||||
{ } | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES | ||||
EXCHANGE ACT OF 1934 | |||||
For the transition period from _________ to __________. | |||||
Commission file number 333-21011 | |||||
A. | Full title of the plan and the address of the plan, if different from that of the | ||||
issuer named below: | |||||
FIRSTENERGY CORP. SAVINGS PLAN | |||||
B. | Name of issuer of the securities held pursuant to the plan and the address | ||||
of its principal executive office: | |||||
FIRSTENERGY CORP. | |||||
76 SOUTH MAIN STREET | |||||
AKRON, OH 44308 | |||||
FirstEnergy Corp. Savings Plan | |
Table of Contents | |
Page | |
Report of Independent Registered Public Accounting Firm | 1 |
Financial Statements: | |
Statements of Net Assets Available for Benefits as of | |
December 31, 2011 and 2010 | 2 |
Statement of Changes in Net Assets Available for Benefits | |
for the Year Ended December 31, 2011 | 3 |
Notes to Financial Statements | 4-11 |
Supplemental Schedule: | |
Schedule H, line 4i – Schedule of Assets (Held at End of Year) | |
as of December 31, 2011 | 12-33 |
As of December 31, | ||||||||
2011 | 2010 | |||||||
Assets | ||||||||
Investments, at fair value | $ | 2,362,031,310 | $ | 2,288,866,738 | ||||
Receivables: | ||||||||
Accrued interest and dividends | 1,847,661 | 1,893,405 | ||||||
Employer contributions | 162,860 | 18,488,148 | ||||||
Participant contributions | 458,792 | 449,314 | ||||||
Notes receivable from participants | 43,564,592 | 42,899,999 | ||||||
Due from brokers | 91,687 | 26,287 | ||||||
Total receivables | 46,125,592 | 63,757,153 | ||||||
Total assets | 2,408,156,902 | 2,352,623,891 | ||||||
Liabilities | ||||||||
Administrative expenses payable | 1,051,033 | 620,326 | ||||||
Due to brokers | 9,199 | 11,976 | ||||||
Total liabilities | 1,060,232 | 632,302 | ||||||
Net assets reflecting investments at fair value | 2,407,096,670 | 2,351,991,589 | ||||||
Adjustment from fair value to contract value for | ||||||||
fully benefit-responsive investment contracts | (18,698,745 | ) | (16,447,494 | ) | ||||
Net assets available for benefits | $ | 2,388,397,925 | $ | 2,335,544,095 |
For the Year Ended | ||||
December 31, | ||||
2011 | ||||
Additions: | ||||
Contributions | ||||
Employer | $ | 29,938,133 | ||
Participant | 100,673,430 | |||
Total contributions | 130,611,563 | |||
Investment Income: | ||||
Interest and dividends | 51,051,044 | |||
Net appreciation in fair value of investments | 32,561,319 | |||
Total investment income | 83,612,363 | |||
Interest income on notes receivable from participants | 2,116,568 | |||
Deductions: | ||||
Distributions to participants | (160,559,337 | ) | ||
Administrative expenses | (2,927,327 | ) | ||
Total deductions | (163,486,664 | ) | ||
Increase in net assets available for benefits | 52,853,830 | |||
Net assets available for benefits, beginning of year | 2,335,544,095 | |||
Net assets available for benefits, end of year | $ | 2,388,397,925 |
1. | Description of the Plan |
2. | Summary of Significant Accounting Policies |
3. | Recent Accounting Pronouncements |
4. | Plan Termination |
5. | Investments and Fair Value Measurements |
Interest and dividend income | $ | 51,051,044 | ||
Net appreciation (depreciation) in fair value of investments: | ||||
Balanced funds | 1,190,686 | |||
Bond funds | 131,452 | |||
Domestic stocks | (6,613,956 | ) | ||
FirstEnergy common stock | 71,112,535 | |||
International stocks | (29,106,405 | ) | ||
Other Investments | (409,730 | ) | ||
Self managed brokerage accounts | (3,743,263 | ) | ||
Net appreciation | 32,561,319 | |||
Total investment income | $ | 83,612,363 |
2011 | 2010 | |||||||
FirstEnergy Common Stock | ||||||||
9,737,352 and 9,451,332 shares, respectively | $ | 431,364,715 | $ | 349,888,304 | ||||
Capital Preservation Fund | ||||||||
595,549,787 and 540,565,074 units, respectively | $ | 614,244,798 | $ | 557,011,452 | ||||
SSgA S&P 500 Index Fund | ||||||||
977,130 and 1,033,405 shares, respectively | $ | 259,638,745 | $ | 269,069,080 | ||||
American Funds EuroPacific Growth Fund | ||||||||
3,978,752 and 4,201,909 shares, respectively | $ | 139,614,406 | $ | 173,580,860 | ||||
PIMCO Total Return Fund Institutional Class | ||||||||
16,129,443 and 14,923,962 shares, respectively | $ | 175,327,040 | $ | 161,924,983 |
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. | |
The Plan did not hold any Level 3 investments as of December 31, 2011 and 2010. |
December 31, 2011 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Capital Preservation Fund | ||||||||||||||||
Cash and cash equivalents | $ | — | $ | 71,111,887 | $ | — | $ | 71,111,887 | ||||||||
Guaranteed investment contracts | — | 543,132,911 | — | 543,132,911 | ||||||||||||
Total Capital Preservation Fund | — | 614,244,798 | — | 614,244,798 | ||||||||||||
Cash and Cash Equivalents | — | 5,049,992 | — | 5,049,992 | ||||||||||||
Common Collective Trusts | ||||||||||||||||
Balanced funds | — | 223,881,757 | — | 223,881,757 | ||||||||||||
Cash and cash equivalents | — | (370,734 | ) | — | (370,734 | ) | ||||||||||
Domestic stocks | — | 386,118,641 | — | 386,118,641 | ||||||||||||
Total Common Collective Trusts | — | 609,629,664 | — | 609,629,664 | ||||||||||||
FirstEnergy Common Stock | 431,364,715 | — | — | 431,364,715 | ||||||||||||
FirstEnergy MidCap Value Index Fund | ||||||||||||||||
Cash and cash equivalents | — | 888,261 | — | 888,261 | ||||||||||||
Domestic stocks | 70,469,750 | — | — | 70,469,750 | ||||||||||||
Other | — | 1,315,950 | — | 1,315,950 | ||||||||||||
Total MidCap Value Index Fund | 70,469,750 | 2,204,211 | — | 72,673,961 | ||||||||||||
Registered Investment Companies | ||||||||||||||||
Balanced funds | 66,172,685 | — | — | 66,172,685 | ||||||||||||
Bond funds | 175,327,040 | — | — | 175,327,040 | ||||||||||||
Domestic stocks | 171,011,239 | — | — | 171,011,239 | ||||||||||||
International stocks | 158,311,023 | — | — | 158,311,023 | ||||||||||||
Total Registered Investment Companies | 570,821,987 | — | — | 570,821,987 | ||||||||||||
Self Managed Brokerage Accounts1 | — | 58,246,193 | — | 58,246,193 | ||||||||||||
Total investments at fair value | $ | 1,072,656,452 | $ | 1,289,374,858 | $ | — | $ | 2,362,031,310 | ||||||||
1 The brokerage account investments are directed by participants. |
December 31, 2010 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Capital Preservation Fund | ||||||||||||||||
Cash and cash equivalents | $ | — | $ | 9,639,220 | $ | — | $ | 9,639,220 | ||||||||
Guaranteed investment contracts | — | 547,372,232 | — | 547,372,232 | ||||||||||||
Total Capital Preservation Fund | — | 557,011,452 | — | 557,011,452 | ||||||||||||
Cash and Cash Equivalents | — | 5,389,584 | — | 5,389,584 | ||||||||||||
Common Collective Trusts | ||||||||||||||||
Balanced funds | — | 221,970,221 | — | 221,970,221 | ||||||||||||
Domestic stocks | — | 390,871,850 | — | 390,871,850 | ||||||||||||
Total Common Collective Trusts | — | 612,842,071 | — | 612,842,071 | ||||||||||||
FirstEnergy Common Stock | 349,484,452 | — | — | 349,484,452 | ||||||||||||
FirstEnergy MidCap Value Index Fund | ||||||||||||||||
Cash and cash equivalents | — | 1,538,804 | — | 1,538,804 | ||||||||||||
Domestic stocks | 73,474,850 | — | — | 73,474,850 | ||||||||||||
FirstEnergy common stock | 403,852 | — | — | 403,852 | ||||||||||||
Other | — | 1,720,070 | — | 1,720,070 | ||||||||||||
Total MidCap Value Index Fund | 73,878,702 | 3,258,874 | — | 77,137,576 | ||||||||||||
Registered Investment Companies | ||||||||||||||||
Balanced funds | 67,475,941 | — | — | 67,475,941 | ||||||||||||
Bond funds | 161,924,983 | — | — | 161,924,983 | ||||||||||||
Domestic stocks | 196,141,393 | — | — | 196,141,393 | ||||||||||||
International stocks | 197,354,785 | — | — | 197,354,785 | ||||||||||||
Total Registered Investment Companies | 622,897,102 | — | — | 622,897,102 | ||||||||||||
Self Managed Brokerage Accounts1 | — | 64,104,501 | — | 64,104,501 | ||||||||||||
Total investments at fair value | $ | 1,046,260,256 | $ | 1,242,606,482 | $ | — | $ | 2,288,866,738 | ||||||||
1 The brokerage account investments are directed by participants. |
6. | Guaranteed Investment Contracts |
7. | Tax Considerations |
8. | Party-In-Interest Transactions |
9. | Reconciliation of Financial Statements to Form 5500 |
2011 | 2010 | ||||||
Net assets available for benefits per the financial statements | $ | 2,388,397,925 | $ | 2,335,544,095 | |||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | 18,698,745 | 16,447,494 | |||||
Net assets available for benefits per Form 5500 | $ | 2,407,096,670 | $ | 2,351,991,589 | |||
Total investment income and interest income | |||||||
per the financial statements | $ | 85,728,931 | |||||
Adjustment from contract value to fair value for fully-benefit | |||||||
responsive investment contracts | 2,251,251 | ||||||
Investment income per Form 5500 | $ | 87,980,182 |
10. | Subsequent Event |
(a) | (b) | (c) | (d) | (e) | ||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | |||||||||
* | State Street STIF | Money Market Fund | ** | $ | 5,049,992 | |||||||
* | FirstEnergy Common Stock Fund | FirstEnergy Common Stock | ** | 431,364,715 | ||||||||
* | SSgA S&P 500 Index Fund | S&P 500 Stocks | ** | 259,638,745 | ||||||||
Fidelity Puritan Fund | Balanced Fund | ** | 66,172,685 | |||||||||
Selected American Shares D Fund | Large Cap Value Stocks | ** | 46,971,695 | |||||||||
Artisan Mid Cap Investor Fund | Mid Cap Growth Stocks | ** | 60,218,273 | |||||||||
DFA U.S. Small Cap Value Portfolio | Small Cap Value Stocks | ** | 63,821,271 | |||||||||
BlackRock Russell 2000 Growth Fund F | Small Cap Value Stocks | ** | 33,911,850 | |||||||||
PIMCO Total Return Fund Institutional Class | Bonds | ** | 175,327,040 | |||||||||
American Funds EuroPacific Growth Fund | International Stocks | ** | 139,614,406 | |||||||||
BlackRock LifePath Index Retirement Fund J | Blend of Stocks, Fixed Income | ** | 44,579,784 | |||||||||
BlackRock LifePath Index 2015 Fund J | Blend of Stocks, Fixed Income | ** | 39,777,588 | |||||||||
BlackRock LifePath Index 2020 Fund J | Blend of Stocks, Fixed Income | ** | 51,072,322 | |||||||||
BlackRock LifePath Index 2025 Fund J | Blend of Stocks, Fixed Income | ** | 38,682,329 | |||||||||
BlackRock LifePath Index 2030 Fund J | Blend of Stocks, Fixed Income | ** | 23,529,747 | |||||||||
BlackRock LifePath Index 2035 Fund J | Blend of Stocks, Fixed Income | ** | 8,343,760 | |||||||||
BlackRock LifePath Index 2040 Fund J | Blend of Stocks, Fixed Income | ** | 5,368,872 | |||||||||
BlackRock LifePath Index 2045 Fund J | Blend of Stocks, Fixed Income | ** | 4,957,727 | |||||||||
BlackRock LifePath Index 2050 Fund J | Blend of Stocks, Fixed Income | ** | 6,382,898 | |||||||||
BlackRock LifePath Index 2055 Fund J | Blend of Stocks, Fixed Income | ** | 1,186,730 | |||||||||
Dodge & Cox International Fund | International Stocks | ** | 18,696,617 | |||||||||
BlackRock Russell 1000 Growth Fund T | Large Cap Growth | ** | 92,197,312 | |||||||||
Self Managed Brokerage Accounts | Equities, Fixed Income | ** | 58,246,193 | |||||||||
* | Capital Preservation Fund | |||||||||||
State Street STIF | Money Market Fund | ** | 71,111,887 | |||||||||
Royal Bank of Canada | Synthetic GIC - Single Wrap | ** | 193,756 | |||||||||
PIMCO Intermediate | ||||||||||||
Abbey Nat'l Treasury Serv BK GTD FRN | Cash Equivalent - 2.00%, 2014 | ** | 1,186,858 | |||||||||
Achmea Hypotheekbank NV Gov GTD 144A | Corporate Bond - 3.20%, 2014 | ** | 3,200,928 | |||||||||
AIG Inc | Corporate Bond - 3.65%, 2014 | ** | 294,228 | |||||||||
AIG Inc | Cash Equivalent - 0.66%, 2012 | ** | 892,264 | |||||||||
Altria Group Inc Co GTD | Corporate Bond - 9.25%, 2019 | ** | 2,183,648 | |||||||||
Altria Group Inc Glbl Co GTD | Corporate Bond - 7.75%, 2014 | ** | 573,681 | |||||||||
AMB Property L.P. SR Unsecured | Corporate Bond - 4.00%, 2018 | ** | 1,339,121 | |||||||||
American Express BK FSB BKNT | Corporate Bond - 6.00%, 2017 | ** | 1,372,919 | |||||||||
American Express SR Unsecured | Corporate Bond - 7.25%, 2014 | ** | 1,234,028 | |||||||||
Appalachian Power Co SR NT | Corporate Bond - 5.00%, 2017 | ** | 552,976 |
(a) | (b) | (c) | (d) | (e) | ||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | |||||||||
BACM 2004-6 A5 WM13 WC5.3691 | Mortgage Bond - 4.81%, 2042 | ** | $ | 3,228,900 | ||||||||
BACM 2005-3 A2 SEQ | Cash Equivalent - 4.50%, 2043 | ** | 502,937 | |||||||||
Bank of America Corp Glbl SR NT | Corporate Bond - 7.38%, 2014 | ** | 4,586,980 | |||||||||
Barclays Bank PLC Glbl SR NT | Corporate Bond - 5.20%, 2014 | ** | 783,551 | |||||||||
Bear Stearns Co Inc Glbl SR Unsecured | Corporate Bond - 7.25%, 2018 | ** | 833,068 | |||||||||
BP Capital Markets PLC Co GTD | Corporate Bond - 4.50%, 2020 | ** | 1,109,442 | |||||||||
BP Capital Markets PLC Co GTD | Corporate Bond - 3.13%, 2015 | ** | 421,023 | |||||||||
BP Capital Markets PLC Glbl Co GTD | Corporate Bond - 3.20%, 2016 | ** | 1,159,750 | |||||||||
BSCMS 2003-T12 A3 | Cash Equivalent - 4.24%, 2039 | ** | 234,011 | |||||||||
Cash Collateral ISDA CBK USD | Cash Equivalent - 0.07%, 2060 | ** | 1,200,036 | |||||||||
Caterpillar Glbl SR Unsecured | Cash Equivalent - 0.65%, 2013 | ** | 1,703,596 | |||||||||
Chevron Corp Glbl SR Unsecured | Corporate Bond - 3.95%, 2014 | ** | 2,126,947 | |||||||||
Citigroup Inc FRN SR NT | Cash Equivalent - 2.45%, 2013 | ** | 2,459,373 | |||||||||
Citigroup Inc Glbl SR NT FRN | Cash Equivalent - 1.85%, 2014 | ** | 1,755,448 | |||||||||
Citigroup Inc Glbl SR Unsecured | Corporate Bond - 6.01%, 2015 | ** | 1,256,238 | |||||||||
Comcast Corp Glbl Co GTD | Corporate Bond - 6.50%, 2017 | ** | 596,806 | |||||||||
Credit Suisse Glbl SUB NT | Corporate Bond - 5.40%, 2020 | ** | 2,203,780 | |||||||||
CSFB 2003-CPN1 A1 WM12 WC6.2564 | Cash Equivalent - 3.73%, 2035 | ** | 12,336 | |||||||||
DaimlerChrysler NA HLDG Glbl Co GTD | Cash Equivalent - 7.30%, 2012 | ** | 2,346,016 | |||||||||
Digital Realty Trust LP Glbl Co GTD | Corporate Bond - 4.50%, 2015 | ** | 2,373,610 | |||||||||
EOG Resources Inc SR Unsecured FRN | Cash Equivalent - 1.18%, 2014 | ** | 1,305,896 | |||||||||
Fed Home Loan BK BD (4MMM) | Corporate Bond - 3.63%, 2013 | ** | 1,560,113 | |||||||||
Fed Home Loan BK Glbl BD (3MMM) | Corporate Bond - 3.63%, 2013 | ** | 1,283,869 | |||||||||
Fed Home Loan Mtg Glbl NT (4MMM) | Corporate Bond - 5.13%, 2017 | ** | 2,418,058 | |||||||||
Fed Home Loan Mtg Glbl NT (4MMM) | Corporate Bond - 3.75%, 2013 | ** | 2,634,873 | |||||||||
Fed Home Loan Mtg Glbl NT (4MMM) | Corporate Bond - 4.13%, 2013 | ** | 4,335,369 | |||||||||
Fed Home Loan Mtg NT (3000MM) | Corporate Bond - 5.00%, 2014 | ** | 11,911,076 | |||||||||
Fed Home Loan Mtg NT MTN (2MMM) | Corporate Bond - 5.00%, 2014 | ** | 25,246,569 | |||||||||
Fed Home Loan Mtg NT MTN (2MMM) | Corporate Bond - 5.00%, 2014 | ** | 160,173 | |||||||||
FHA 221D4 P4/02 Grey 54 NCP | Mortgage Bond - 7.43%, 2023 | ** | 389 | |||||||||
FHLB QR-9012 1 WM37 | Cash Equivalent - 5.00%, 2012 | ** | 2,534,486 | |||||||||
FHLMC Gold15YR #B1-5992 | Mortgage Bond - 5.50%, 2019 | ** | 10,757 | |||||||||
FHLMC Gold15YR #G1-3193 | Mortgage Bond - 4.50%, 2022 | ** | 57,779 | |||||||||
FHLMC Goldconv #A2-5163 | Mortgage Bond - 5.50%, 2034 | ** | 109,550 | |||||||||
FHLMC Goldconv #A8-2426 | Mortgage Bond - 5.50%, 2038 | ** | 139,392 | |||||||||
FHLMC Goldconv #A8-2550 | Mortgage Bond - 5.50%, 2038 | ** | 149,458 | |||||||||
FHLMC Goldconv #A8-3004 | Mortgage Bond - 5.50%, 2038 | ** | 1,505,064 |
(a) | (b) | (c) | (d) | (e) | ||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | |||||||||
FHLMC Goldconv #G0-4840 | Mortgage Bond - 5.50%, 2035 | ** | $ | 1,541,227 | ||||||||
FHR 2666 OD PAC WM32 WC5.84 | Mortgage Bond - 5.50%, 2023 | ** | 1,965,110 | |||||||||
FHR 2684 PE WM32 WC5.4284 | Mortgage Bond - 5.00%, 2033 | ** | 1,627,227 | |||||||||
FHR 2739 PG PAC WM33 WC5.552 | Mortgage Bond - 5.00%, 2034 | ** | 2,541,834 | |||||||||
FHR 2764 UE WM32 WC5.4879 | Mortgage Bond - 5.00%, 2032 | ** | 1,670,634 | |||||||||
FHR 2950 FN 1MLIB+45 | Cash Equivalent - 0.73%, 2035 | ** | 1,050,895 | |||||||||
FHR 2980 LC WM34 WC5.954 | Cash Equivalent - 5.50%, 2030 | ** | 765,533 | |||||||||
FHR 3072 A WM32 WC5.9397 | Cash Equivalent - 5.50%, 2031 | ** | 34,894 | |||||||||
FHR 3185 GT SEQ WM26 WC6.43 | Mortgage Bond - 6.00%, 2026 | ** | 792,483 | |||||||||
FHR 3197 D WM35 WC5.7235 | Cash Equivalent - 5.00%, 2032 | ** | 162,285 | |||||||||
FHR 3198 MG WM31 WC6.4301 | Mortgage Bond - 6.00%, 2036 | ** | 334,847 | |||||||||
FHR 3277 BK WM36 WC6.5608 | Cash Equivalent - 6.00%, 2037 | ** | 162,428 | |||||||||
FHR 3305 PA WM35 WC5.9253 | Cash Equivalent - 5.50%, 2030 | ** | 31,119 | |||||||||
FHR 3311 FN 1MLIB+30BP | Cash Equivalent - 0.58%, 2037 | ** | 586,892 | |||||||||
FHR 3318 FL 1MLIB+40 | Cash Equivalent - 0.68%, 2037 | ** | 1,590,267 | |||||||||
FHR 3339 FL 1MLIB+58 | Cash Equivalent - 0.86%, 2037 | ** | 1,265,805 | |||||||||
FHR 3355 BF 1MLIB+70 | Cash Equivalent - 0.98%, 2037 | ** | 1,223,955 | |||||||||
FHR 3360 FC 1MLIB+72 | Cash Equivalent - 1.00%, 2037 | ** | 1,634,277 | |||||||||
FHR 3368 AF 1MLIB+72 | Cash Equivalent - 1.00%, 2037 | ** | 147,571 | |||||||||
FHR 3666 FC 1MLIB+73 | Cash Equivalent - 1.01%, 2040 | ** | 728,199 | |||||||||
FHR 3699 FD 1MLIB+60 | Cash Equivalent - 0.88%, 2040 | ** | 1,240,800 | |||||||||
FHR 3740 DF 1MLIB+48 | Cash Equivalent - 0.76%, 2040 | ** | 421,056 | |||||||||
FHR 3743 FA 1MLIB+60 | Cash Equivalent - 0.88%, 2040 | ** | 3,547,376 | |||||||||
FHR 3747 WF 1MLIB+48 | Cash Equivalent - 0.76%, 2040 | ** | 3,354,184 | |||||||||
FHR 3751 FG 1MLIB+50 | Cash Equivalent - 0.78%, 2050 | ** | 1,603,895 | |||||||||
FHR 3977 FB 1ML+52 | Cash Equivalent - 0.80%, 2041 | ** | 4,093,945 | |||||||||
FIN FUT Euro$ CME 12/16/13 | Future - 0.00%, 2013 | ** | 12,375 | |||||||||
FIN FUT US 10YR CBT 03/21/12 | Future - 6.00%, 2012 | ** | 4,781 | |||||||||
FINL Futures Maintenance ACCT | Cash Equivalent - 0.05%, 2015 | ** | 1 | |||||||||
FNBR 2006-B1 AB WM35 WC6.5432 | Cash Equivalent - 6.00%, 2016 | ** | 41,716 | |||||||||
FNGT 2002-T6 A1 WM22 WC3.7211 | Mortgage Bond - 3.31%, 2032 | ** | 14,713 | |||||||||
FNMA Glbl NT (4MMM) | Corporate Bond - 3.88%, 2013 | ** | 266,190 | |||||||||
FNMA Global NT (4000MM) | Corporate Bond - 4.63%, 2013 | ** | 3,783,926 | |||||||||
FNMA Pass Thru Dwarf #254721 | Mortgage Bond - 5.00%, 2018 | ** | 44,834 | |||||||||
FNMA Pass Thru Dwarf #255216 | Mortgage Bond - 5.00%, 2019 | ** | 94,050 | |||||||||
FNMA Pass Thru Dwarf #255273 | Mortgage Bond - 4.50%, 2019 | ** | 150,463 | |||||||||
FNMA Pass Thru Dwarf #712058 | Mortgage Bond - 5.00%, 2018 | ** | 70,604 |
(a) | (b) | (c) | (d) | (e) | ||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | |||||||||
FNMA Pass Thru Dwarf #735375 | Mortgage Bond - 5.00%, 2020 | ** | $ | 816,903 | ||||||||
FNMA Pass Thru Dwarf #740483 | Mortgage Bond - 5.00%, 2018 | ** | 101,632 | |||||||||
FNMA Pass Thru Dwarf #775494 | Mortgage Bond - 5.00%, 2019 | ** | 96,463 | |||||||||
FNMA Pass Thru Dwarf #923798 | Mortgage Bond - 4.50%, 2020 | ** | 111,433 | |||||||||
FNMA Pass Thru Dwarf #AB3008 | Mortgage Bond - 3.50%, 2026 | ** | 43,201 | |||||||||
FNMA Pass Thru Dwarf #AE1369 | Mortgage Bond - 3.50%, 2025 | ** | 71,945 | |||||||||
FNMA Pass Thru Dwarf #AE2127 | Mortgage Bond - 3.50%, 2026 | ** | 1,043,955 | |||||||||
FNMA Pass Thru Dwarf #AE7103 | Mortgage Bond - 3.50%, 2026 | ** | 193,604 | |||||||||
FNMA Pass Thru Dwarf #AE7869 | Mortgage Bond - 3.50%, 2025 | ** | 70,671 | |||||||||
FNMA Pass Thru Dwarf #AE8311 | Mortgage Bond - 3.50%, 2025 | ** | 1,472,036 | |||||||||
FNMA Pass Thru Dwarf #AE8411 | Mortgage Bond - 3.50%, 2025 | ** | 69,749 | |||||||||
FNMA Pass Thru Dwarf #AH0283 | Mortgage Bond - 3.50%, 2025 | ** | 61,086 | |||||||||
FNMA Pass Thru Dwarf #AH0356 | Mortgage Bond - 3.50%, 2026 | ** | 123,748 | |||||||||
FNMA Pass Thru Dwarf #AH0376 | Mortgage Bond - 3.50%, 2025 | ** | 3,566,214 | |||||||||
FNMA Pass Thru Dwarf #AH1916 | Mortgage Bond - 3.50%, 2026 | ** | 49,844 | |||||||||
FNMA Pass Thru Dwarf #AH3862 | Mortgage Bond - 3.50%, 2026 | ** | 905,940 | |||||||||
FNMA Pass Thru Dwarf #AH4509 | Mortgage Bond - 3.50%, 2026 | ** | 281,525 | |||||||||
FNMA Pass Thru Dwarf #AH4511 | Mortgage Bond - 3.50%, 2026 | ** | 442,451 | |||||||||
FNMA Pass Thru Dwarf #AH7181 | Mortgage Bond - 3.50%, 2026 | ** | 917,722 | |||||||||
FNMA Pass Thru Dwarf #AH9914 | Mortgage Bond - 3.50%, 2026 | ** | 88,901 | |||||||||
FNMA Pass Thru Dwarf #AI1045 | Mortgage Bond - 3.50%, 2026 | ** | 871,213 | |||||||||
FNMA Pass Thru Dwarf #AL1313 | Mortgage Bond - 6.00%, 2027 | ** | (102,793 | ) | ||||||||
FNMA Pass Thru Mtg #869952 | Mortgage Bond - 6.50%, 2036 | ** | 99,207 | |||||||||
FNMA Pass Thru Mtg #870028 | Mortgage Bond - 6.50%, 2036 | ** | 77,569 | |||||||||
FNMA Pass Thru Mtg #881602 | Mortgage Bond - 6.50%, 2036 | ** | 151,805 | |||||||||
FNMA Pass Thru Mtg #888890 | Mortgage Bond - 6.50%, 2037 | ** | 211,479 | |||||||||
FNMA Pass Thru Mtg #902111 | Mortgage Bond - 6.50%, 2036 | ** | 136,459 | |||||||||
FNMA Pass Thru Mtg #915626 | Mortgage Bond - 6.50%, 2037 | ** | 95,050 | |||||||||
FNMA Pass Thru Mtg #934342 | Mortgage Bond - 6.50%, 2038 | ** | 871,489 | |||||||||
FNMA Pass Thru Mtg #944007 | Mortgage Bond - 6.50%, 2037 | ** | 752,263 | |||||||||
FNMA Pass Thru Mtg #964090 | Mortgage Bond - 6.50%, 2038 | ** | 78,687 | |||||||||
FNMA Pass Thru Mtg #982510 | Mortgage Bond - 6.50%, 2038 | ** | 89,757 | |||||||||
FNMA Pass Thru Mtg #983502 | Mortgage Bond - 5.50%, 2033 | ** | 292,776 | |||||||||
FNMA Pass Thru Mtg #985846 | Mortgage Bond - 6.50%, 2038 | ** | 101,309 | |||||||||
FNMA Pass Thru Mtg #986857 | Mortgage Bond - 6.50%, 2038 | ** | 946,614 | |||||||||
FNMA Pass Thru Mtg #988662 | Mortgage Bond - 6.50%, 2038 | ** | 772,712 | |||||||||
FNMA Pass Thru Mtg #995113 | Mortgage Bond - 5.50%, 2036 | ** | 5,286,954 |
(a) | (b) | (c) | (d) | (e) | ||||||||
Identity of issue, borrower, lessor or similar party | Description of investment, including maturity date, rate of interest, collateral, par or maturity value | Cost | Current Value | |||||||||
FNMA Pass Thru Mtg #AE0828 | Mortgage Bond - 3.50%, 2041 | ** | $ | 2,981,134 | ||||||||
FNMA Pass Thru Mtg #AH2724 | Mortgage Bond - 4.00%, 2041 | ** | 2,922,735 | |||||||||
FNMA Pass Thru Mtg #AH5466 | Mortgage Bond - 4.00%, 2041 | ** | 1,471,000 | |||||||||
FNMA Pass Thru Mtg #AI0058 | Mortgage Bond - 4.00%, 2041 | ** | 475,909 | |||||||||
FNMA Pass Thru Mtg #AI5311 | Mortgage Bond - 4.00%, 2041 | ** | 2,092,315 | |||||||||
FNMA Pass Thru Mtg #AL0212 | Mortgage Bond - 5.50%, 2038 | ** | 5,283,029 | |||||||||
FNMA P-T DUS #466319 | Mortgage Bond - 3.23%, 2020 | ** | 5,448,335 | |||||||||
FNR 2003-64 HJ WM22 WC5.5757 | Cash Equivalent - 4.50%, 2022 | ** | 2,023,832 | |||||||||
FNR 2005-109 PV WM32 WC6.509500 | Mortgage Bond - 6.00%, 2032 | ** | 78,086 | |||||||||
FNR 2005-13 FA 1MLIB+45 | Cash Equivalent - 0.74%, 2035 | ** | 3,487,994 | |||||||||
FNR 2005-29 JB WM33 WC7.0709 | Cash Equivalent - 4.50%, 2035 | ** | 55,110 | |||||||||
FNR 2005-68 PC WM34 WC6.55 | Mortgage Bond - 5.50%, 2035 | ** | 51,854 | |||||||||
FNR 2006-53 PB WM33 WC5.9338 | Cash Equivalent - 5.50%, 2030 | ** | 1,201,917 | |||||||||
FNR 2006-64 PB WM33 WC5.9418 | Cash Equivalent - 5.50%, 2033 | ** | 4,393,030 | |||||||||
FNR 2007-109 GF 1MLIB+68 | Cash Equivalent - 0.97%, 2037 | ** | 2,187,734 | |||||||||
FNR 2007-25 FB 1MLIB+33BP | Cash Equivalent - 0.62%, 2037 | ** | 802,561 | |||||||||
FNR 2007-27 FA 1MLIB+31BP | Cash Equivalent - 0.60%, 2037 | ** | 359,440 | |||||||||
FNR 2007-38 FC 1MLIB+42 | Cash Equivalent - 0.71%, 2037 | ** | 1,617,467 | |||||||||
FNR 2007-70 FA 1MLIB+35BP | Cash Equivalent - 0.64%, 2037 | ** | 580,111 | |||||||||
FNR 2008-80 ME WM32 WC5.3542 | Mortgage Bond - 5.00%, 2032 | ** | 1,401,348 | |||||||||
FNR 2009-12 FA 1MLIBOR+56BP | Cash Equivalent - 0.85%, 2037 | ** | 2,385,848 | |||||||||
FNR 2010-111 FC 1MLIB+52 | Cash Equivalent - 0.81%, 2040 | ** | 1,013,074 | |||||||||
FNR 2010-115 FM 1MLIB+50 | Cash Equivalent - 0.79%, 2040 | ** | 1,053,688 | |||||||||
FNR 2010-129 FM 1MLIB+50 | Cash Equivalent - 0.79%, 2040 | ** | 1,895,870 | |||||||||
FNR 2010-141 FB 1MLIB+47 | Cash Equivalent - 0.76%, 2040 | ** | 1,156,004 | |||||||||
FNR 2010-2 GF 1MLIB+55BP | Cash Equivalent - 0.84%, 2049 | ** | 4,385,753 | |||||||||
FNR 2011-3 FA 1MLIB+68 | Cash Equivalent - 0.97%, 2041 | ** | 4,284,015 | |||||||||
FNR 2011-86 KF 1MLIB+55 | Cash Equivalent - 0.84%, 2041 | ** | 2,414,676 | |||||||||
FNR 2011-86 NF 1MLIB+55 | Cash Equivalent - 0.84%, 2041 | ** | 5,329,832 | |||||||||
FNR 2011-87 FJ 1MLIB+55BP | Cash Equivalent - 0.84%, 2041 | ** | 5,193,798 | |||||||||
GCCFC 2007-GG9 A2 SEQ WM15 WC5.79 | Mortgage Bond - 5.38%, 2039 | ** | 626,617 | |||||||||
General Elec Cap Corp Glbl NT | Cash Equivalent - 3.50%, 2012 | ** | 3,020,505 | |||||||||
GNMA II Multiple Single Family #783277M | Mortgage Bond - 6.00%, 2040 | ** | 2,196,833 | |||||||||
GNMA Pass Thru Single Family #782034X | Mortgage Bond - 6.00%, 2036 | ** | 574,624 | |||||||||
Goldman Sachs Group Inc Glbl SR NT | Corporate Bond - 7.50%, 2019 | ** | 2,466,669 | |||||||||
Goldman Sachs Group Inc SR NT | Corporate Bond - 5.38%, 2020 | ** | 74,788 | |||||||||
Hewlett Packard Co Glbl FRN | Cash Equivalent - 0.79%, 2013 | ** | 1,585,602 |
(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 | |||||||||
ING Bank NV Govt GTD 144A | Corporate Bond - 3.90%, 2014 | ** | $ | 1,910,750 | ||||||||
INTL Finance Corp Glbl SR Unsecured GMTN | Corporate Bond - 3.00%, 2014 | ** | 1,803,294 | |||||||||
IRO USD 2Y P 2.2500 09/24/12 DUB | Option - 0.00%, 2012 | ** | (7,285 | ) | ||||||||
IRS USD P 2.25/3ML 12/21/11CBK | Interest Rate Swap - 2.25%, 2016 | ** | (325,430 | ) | ||||||||
IRS USD P 3.0/3ML 11/16/11CBK | Interest Rate Swap - 3.00%, 2021 | ** | (474,355 | ) | ||||||||
IRS USD P 3.25/3ML 12/21/11CBK | Interest Rate Swap - 3.25% 2021 | ** | (461,932 | ) | ||||||||
JP Morgan Chase & Co Glbl Co GTD | Corporate Bond - 3.45%, 2016 | ** | 3,069,385 | |||||||||
JP Morgan Chase & Co Glbl SR NT FRN | Cash Equivalent - 1.22%, 2014 | ** | 3,354,829 | |||||||||
JP Morgan Chase & Co SR Unsecured | Corporate Bond - 4.25%, 2020 | ** | 167,259 | |||||||||
JP Morgan Chase Bank NA SUB NT | Cash Equivalent - 0.87%, 2016 | ** | 1,254,656 | |||||||||
JPMCC 2002-CIB5 A1 | Cash Equivalent - 4.37%, 2037 | ** | 90,199 | |||||||||
JPMCC 2003-C1 A1 | Cash Equivalent - 4.28%, 2037 | ** | 1,088,625 | |||||||||
JPMCC 2003-ML1A A1 | Cash Equivalent - 3.97%, 2039 | ** | 567,295 | |||||||||
JPMCC 2005-CB13 A3A1 | Mortgage Bond - 5.28%, 2043 | ** | 2,853,184 | |||||||||
JPMCC 2006-CB16 A3B | Mortgage Bond - 5.58%, 2045 | ** | 2,328,494 | |||||||||
Kinder Morgan ENER Part NT | Corporate Bond - 6.00%, 2017 | ** | 573,249 | |||||||||
Kinder Morgan ENER Part SR Unsecured | Corporate Bond - 3.50%, 2016 | ** | 523,506 | |||||||||
Leaseplan Corporation NV Gov GTD 144A | Cash Equivalent - 3.00%, 2012 | ** | 1,414,208 | |||||||||
Lloyd's TSB Bank PLC BK GTD | Corporate Bond - 4.88%, 2016 | ** | 1,381,996 | |||||||||
Lloyd's TSB Bank PLC Gov GTD 144A | Cash Equivalent - 2.80%, 2012 | ** | 4,133,742 | |||||||||
Morgan Stanley NT | Corporate Bond - 5.50%, 2020 | ** | 2,403,630 | |||||||||
NA Development Bank Glbl SR Unsecured | Corporate Bond - 4.38%, 2020 | ** | 5,445,030 | |||||||||
NBC Universal Media LLC Glbl SR Unsecured | Corporate Bond - 5.15%, 2020 | ** | 1,119,983 | |||||||||
NIBC Bank NV Govt LIQ GTD 144A | Corporate Bond - 2.80%, 2014 | ** | 7,744,169 | |||||||||
Novartis Capital Corp Co GTD | Corporate Bond - 4.13%, 2014 | ** | 1,893,943 | |||||||||
Ontario (Province of) Glbl BD | Corporate Bond - 4.10%, 2014 | ** | 1,614,130 | |||||||||
Private EXPT FND Glbl US Gov GTD | Corporate Bond - 3.55%, 2013 | ** | 313,383 | |||||||||
RABOBANK NEDERLAND Glbl Co GTD | Corporate Bond - 1.85%, 2014 | ** | 1,000,077 | |||||||||
Rogers Communications Co. GTD | Corporate Bond - 6.80%, 2018 | ** | 2,714,042 | |||||||||
SLMA 2005-8 A4 3MLIB+75 | Cash Equivalent - 1.17%, 2028 | ** | 210,981 | |||||||||
SLMA 2008-5 A4 3MLIB+170 | Cash Equivalent - 2.12%, 2023 | ** | 226,656 | |||||||||
State Street STIF | Cash Equivalent - 0.05%, 2015 | ** | 642,263 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.05%, 2012 | ** | 27,694,045 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.04%, 2012 | ** | 22,997,194 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.04%, 2012 | ** | 16,395,982 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.05%, 2012 | ** | 12,998,726 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.05%, 2012 | ** | 10,599,629 |
(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 Bills | Cash Equivalent - 0.07%, 2012 | ** | $ | 10,399,459 | ||||||||
U S Treasury Bills | Cash Equivalent - 0.09%, 2012 | ** | 9,795,717 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.23%, 2012 | ** | 9,699,564 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.14%, 2012 | ** | 6,799,483 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.04%, 2012 | ** | 6,399,731 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.18%, 2012 | ** | 6,298,217 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.04%, 2012 | ** | 5,099,062 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.03%, 2012 | ** | 11,999,703 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.07%, 2012 | ** | 299,954 | |||||||||
U S Treasury Bills | Cash Equivalent - 0.02%, 2012 | ** | 230,001 | |||||||||
U S Treasury Bond | US Treasury Bond - 3.13%, 2041 | ** | 1,679,979 | |||||||||
U S Treasury Bond | US Treasury Bond - 3.75%, 2041 | ** | 473,553 | |||||||||
U S Treasury Note | US Treasury Bond - 3.13%, 2021 | ** | 77,445,304 | |||||||||
U S Treasury Note | US Treasury Bond - 2.13%, 2021 | ** | 5,459,560 | |||||||||
U S Treasury Note | US Treasury Bond - 3.63%, 2021 | ** | 1,752,824 | |||||||||
U S Treasury Note | US Treasury Bond - 1.38%, 2018 | ** | 1,205,090 | |||||||||
U S Treasury Note | US Treasury Bond - 3.13%, 2021 | ** | 93,987 | |||||||||
UBS AG Stamford CT Glbl SR Unsecured | Corporate Bond - 2.25%, 2014 | ** | 1,174,506 | |||||||||
UBS AG Stamford CT Glbl SR Unsecured FRN | Cash Equivalent - 1.42%, 2014 | ** | 1,268,513 | |||||||||
UBS AG Stamford CT Glbl SR Unsecured MTN | Corporate Bond - 3.88%, 2015 | ** | 1,209,100 | |||||||||
Verizon Comm NT | Corporate Bond - 6.10%, 2018 | ** | 2,782,792 | |||||||||
Wachovia Corp Glbl SUB NT FRN | Cash Equivalent - 0.77%, 2016 | ** | 1,248,362 | |||||||||
WBCMT 2006-C28 A2 WM15 WC5.987 | Mortgage Bond - 5.50%, 2048 | ** | 1,340,691 | |||||||||
Capital Preservation Fund Total | 614,244,798 | |||||||||||
* | FirstEnergy MidCap Value Index Fund | |||||||||||
Aaron S Inc | Common Stock | ** | 22,224 | |||||||||
Abercrombie + Fitch Co Cl A | Common Stock | ** | 21,490 | |||||||||
Activision Blizzard Inc | Common Stock | ** | 191,391 | |||||||||
Aecom Technology Corp | Common Stock | ** | 49,656 | |||||||||
Affiliated Managers Group | Common Stock | ** | 51,525 | |||||||||
AES Corp | Common Stock | ** | 285,699 | |||||||||
AGCO Corp | Common Stock | ** | 150,696 | |||||||||
AGL Resources Inc | Common Stock | ** | 181,084 | |||||||||
Air Lease Corp | Common Stock | ** | 31,250 | |||||||||
AK Steel Holding Corp | Common Stock | ** | 27,531 | |||||||||
Akamai Technologies Inc | Common Stock | ** | 20,562 |
(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 | |||||||||
Alere Inc | Common Stock | ** | $ | 74,119 | ||||||||
Alexander + Baldwin Inc | Common Stock | ** | 62,536 | |||||||||
Alexandria Real Estate Equity | Real Estate Inv Trst | ** | 156,217 | |||||||||
Alleghany Corp | Common Stock | ** | 70,181 | |||||||||
Alliant Energy Corp | Common Stock | ** | 179,484 | |||||||||
Alliant Techsystems Inc | Common Stock | ** | 67,277 | |||||||||
Allied World Assurance Co | Common Stock | ** | 87,221 | |||||||||
Allscripts Healthcare Solutions Inc | Common Stock | ** | 26,497 | |||||||||
Alpha Natural Resources Inc | Common Stock | ** | 75,142 | |||||||||
Amdocs Ltd | Common Stock | ** | 185,930 | |||||||||
Ameren Corporation | Common Stock | ** | 293,499 | |||||||||
American Capital Agency Corp REIT | Real Estate Inv Trst | ** | 231,548 | |||||||||
American Capital Ltd | Common Stock | ** | 87,665 | |||||||||
American Eagle Outfitters | Common Stock | ** | 111,831 | |||||||||
American Financial Group Inc | Common Stock | ** | 111,076 | |||||||||
American National Insurance | Common Stock | ** | 17,235 | |||||||||
American Water Works Co Inc | Common Stock | ** | 205,019 | |||||||||
Amerigroup Corp | Common Stock | ** | 32,789 | |||||||||
Ameriprise Financial Inc | Common Stock | ** | 416,579 | |||||||||
AMR Corp | Common Stock | ** | 2,360 | |||||||||
Annaly Capital Management In | Real Estate Inv Trst | ** | 558,440 | |||||||||
Aol Inc | Common Stock | ** | 56,444 | |||||||||
Aon Corp | Common Stock | ** | 568,994 | |||||||||
Apartment Invt + Mgmt Co A | Real Estate Inv Trst | ** | 31,616 | |||||||||
Aptargroup Inc | Common Stock | ** | 129,851 | |||||||||
Aqua America Inc | Common Stock | ** | 102,378 | |||||||||
Arch Capital Group Ltd | Common Stock | ** | 180,156 | |||||||||
Arch Coal Inc | Common Stock | ** | 100,990 | |||||||||
Ares Capital Corp | Common Stock | ** | 117,312 | |||||||||
Armstrong World Industries | Common Stock | ** | 29,349 | |||||||||
Arrow Electronics Inc | Common Stock | ** | 137,108 | |||||||||
Arthur J Gallagher + Co | Common Stock | ** | 136,368 | |||||||||
Ashland Inc | Common Stock | ** | 165,878 | |||||||||
Aspen Insurance Holdings Ltd | Common Stock | ** | 68,052 | |||||||||
Associated Banc Corp | Common Stock | ** | 71,901 | |||||||||
Assurant Inc | Common Stock | ** | 146,379 | |||||||||
Assured Guaranty Ltd | Common Stock | ** | 90,009 |
(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 | |||||||||
Atmel Corp | Common Stock | ** | $ | 9,129 | ||||||||
Atmos Energy Corp | Common Stock | ** | 110,288 | |||||||||
Atwood Oceanics Inc | Common Stock | ** | 60,521 | |||||||||
Autoliv Inc | Common Stock | ** | 174,966 | |||||||||
Autonation Inc | Common Stock | ** | 27,321 | |||||||||
Avalonbay Communities Inc | Real Estate Inv Trst | ** | 451,745 | |||||||||
Avery Dennison Corp | Common Stock | ** | 106,145 | |||||||||
Avnet Inc | Common Stock | ** | 174,166 | |||||||||
AVX Corp | Common Stock | ** | 23,287 | |||||||||
Axis Capital Holdings Ltd | Common Stock | ** | 152,929 | |||||||||
Bally Technologies Inc | Common Stock | ** | 4,470 | |||||||||
Bank Of Hawaii Corp | Common Stock | ** | 79,726 | |||||||||
BankUnited Inc | Common Stock | ** | 27,883 | |||||||||
Be Aerospace Inc | Common Stock | ** | 7,897 | |||||||||
Beam Inc | Common Stock | ** | 290,269 | |||||||||
Bemis Company | Common Stock | ** | 117,011 | |||||||||
Best Buy Co Inc | Common Stock | ** | 254,826 | |||||||||
Big Lots Inc | Common Stock | ** | 60,492 | |||||||||
Bio Rad Laboratories A | Common Stock | ** | 69,725 | |||||||||
Bok Financial Corporation | Common Stock | ** | 53,117 | |||||||||
Booz Allen Hamilton Holding | Common Stock | ** | 8,004 | |||||||||
Boston Properties Inc | Real Estate Inv Trst | ** | 97,210 | |||||||||
Boston Scientific Corp | Common Stock | ** | 299,996 | |||||||||
Brandywine Realty Trust | Real Estate Inv Trst | ** | 46,702 | |||||||||
BRE Properties Inc | Real Estate Inv Trst | ** | 139,072 | |||||||||
Brinker International Inc | Common Stock | ** | 6,770 | |||||||||
Broadridge Financial Solutio | Common Stock | ** | 5,953 | |||||||||
Brocade Communications Sys | Common Stock | ** | 92,164 | |||||||||
Brookdale Senior Living Inc | Common Stock | ** | 9,530 | |||||||||
Brown + Brown Inc | Common Stock | ** | 98,712 | |||||||||
Brown Forman Corp Class B | Common Stock | ** | 43,556 | |||||||||
Bunge Ltd | Common Stock | ** | 229,830 | |||||||||
CA Inc | Common Stock | ** | 284,971 | |||||||||
Cabot Corp | Common Stock | ** | 77,104 | |||||||||
Calpine Corp | Common Stock | ** | 230,531 | |||||||||
Camden Property Trust | Real Estate Inv Trst | ** | 43,941 | |||||||||
Cameron International Corp | Common Stock | ** | 117,121 |
(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 | |||||||||
Campbell Soup Co | Common Stock | ** | $ | 51,788 | ||||||||
Capitalsource Inc | Common Stock | ** | 70,182 | |||||||||
Capitol Federal Financial In | Common Stock | ** | 72,644 | |||||||||
Career Education Corp | Common Stock | ** | 18,634 | |||||||||
Carefusion Corp | Common Stock | ** | 144,202 | |||||||||
Carlisle Cos Inc | Common Stock | ** | 90,815 | |||||||||
Carmax Inc | Common Stock | ** | 210,983 | |||||||||
Centerpoint Energy Inc | Common Stock | ** | 314,067 | |||||||||
CF Industries Holdings Inc | Common Stock | ** | 59,877 | |||||||||
Chicago Bridge + Iron Ny Shr | Common Stock | ** | 57,494 | |||||||||
Chicos FAS Inc | Common Stock | ** | 24,842 | |||||||||
Chimera Investment Corp | Real Estate Inv Trst | ** | 95,179 | |||||||||
Choice Hotels Intl Inc | Common Stock | ** | 35,501 | |||||||||
Church & Dwight Co Inc | Common Stock | ** | 103,189 | |||||||||
Cigna Corp | Common Stock | ** | 441,630 | |||||||||
Cimarex Energy Co | Common Stock | ** | 142,494 | |||||||||
Cincinnati Financial Corp | Common Stock | ** | 164,697 | |||||||||
Cintas Corp | Common Stock | ** | 145,506 | |||||||||
CIT Group Inc | Common Stock | ** | 256,818 | |||||||||
City National Corp | Common Stock | ** | 77,271 | |||||||||
Clear Channel Outdoor Cl A | Common Stock | ** | 18,373 | |||||||||
Clearwire Corp Class A | Common Stock | ** | 2,169 | |||||||||
Clorox Company | Common Stock | ** | 307,241 | |||||||||
CMS Energy Corp | Common Stock | ** | 204,461 | |||||||||
CNA Financial Corp | Common Stock | ** | 26,322 | |||||||||
CNH Global N.V. | Common Stock | ** | 36,098 | |||||||||
Cobalt International Energy | Common Stock | ** | 5,929 | |||||||||
Coca Cola Enterprises | Common Stock | ** | 72,158 | |||||||||
Comerica Inc | Common Stock | ** | 190,198 | |||||||||
Commerce Bancshares Inc | Common Stock | ** | 109,214 | |||||||||
Commercial Metals Co | Common Stock | ** | 58,307 | |||||||||
Commonwealth REIT | Real Estate Inv Trst | ** | 51,551 | |||||||||
Community Health Systems Inc | Common Stock | ** | 62,296 | |||||||||
Computer Sciences Corp | Common Stock | ** | 134,806 | |||||||||
Compuware Corp | Common Stock | ** | 18,720 | |||||||||
Con Way Inc | Common Stock | ** | 52,809 | |||||||||
Conagra Foods Inc | Common Stock | ** | 346,711 |
(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 | |||||||||
Consolidated Edison Inc | Common Stock | ** | $ | 667,691 | ||||||||
Constellation Brands Inc A | Common Stock | ** | 138,944 | |||||||||
Constellation Energy Group | Common Stock | ** | 271,422 | |||||||||
Cooper Cos Inc/The | Common Stock | ** | 87,022 | |||||||||
Cooper Industries PLC | Common Stock | ** | 113,119 | |||||||||
Copa Holdings Sa Class A | Common Stock | ** | 15,900 | |||||||||
Corelogic Inc | Common Stock | ** | 47,738 | |||||||||
Corn Products Intl Inc | Common Stock | ** | 29,398 | |||||||||
Corporate Office Properties | Real Estate Inv Trst | ** | 37,333 | |||||||||
Corrections Corp Of America | Common Stock | ** | 76,693 | |||||||||
Covanta Holding Corp | Common Stock | ** | 54,199 | |||||||||
Coventry Health Care Inc | Common Stock | ** | 165,152 | |||||||||
Crane Co | Common Stock | ** | 83,611 | |||||||||
Cree Inc | Common Stock | ** | 83,862 | |||||||||
Cullen/Frost Bankers Inc | Common Stock | ** | 105,608 | |||||||||
Cytec Industries Inc | Common Stock | ** | 82,424 | |||||||||
DDR Corp Reit | Real Estate Inv Trst | ** | 97,068 | |||||||||
Dean Foods Co | Common Stock | ** | 75,947 | |||||||||
Delta Air Lines Inc | Common Stock | ** | 99,903 | |||||||||
Denbury Resources Inc | Common Stock | ** | 38,399 | |||||||||
DENTSPLY International Inc | Common Stock | ** | 107,664 | |||||||||
Devry Inc | Common Stock | ** | 18,730 | |||||||||
Diamond Offshore Drilling | Common Stock | ** | 73,993 | |||||||||
Diebold Inc | Common Stock | ** | 73,762 | |||||||||
Dillards Inc A | Common Stock | ** | 52,106 | |||||||||
Discover Financial Services | Common Stock | ** | 433,824 | |||||||||
Dish Network Corp A | Common Stock | ** | 51,179 | |||||||||
Domtar Corp | Common Stock | ** | 109,705 | |||||||||
Douglas Emmett Inc | Real Estate Inv Trst | ** | 85,126 | |||||||||
Dover Corp | Common Stock | ** | 88,584 | |||||||||
Dr Horton Inc | Common Stock | ** | 130,287 | |||||||||
DreamWorks Animation SKG A | Common Stock | ** | 42,782 | |||||||||
DST Systems Inc | Common Stock | ** | 49,298 | |||||||||
DSW Inc | Common Stock | ** | 2,608 | |||||||||
DTE Energy Company | Common Stock | ** | 338,842 | |||||||||
Duke Realty Corp | Real Estate Inv Trst | ** | 112,487 | |||||||||
Dunkin Brands Group Inc | Common Stock | ** | 2,698 |
(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 | |||||||||
E Trade Financial Corp | Common Stock | ** | $ | 73,829 | ||||||||
East West Bancorp Inc | Common Stock | ** | 108,546 | |||||||||
Eaton Corp | Common Stock | ** | 338,968 | |||||||||
Echostar Corp A | Common Stock | ** | 30,279 | |||||||||
Edison International | Common Stock | ** | 496,013 | |||||||||
Education Management Corp | Common Stock | ** | 40,809 | |||||||||
El Paso Corp | Common Stock | ** | 45,727 | |||||||||
Endurance Specialty Holdings | Common Stock | ** | 56,036 | |||||||||
Energen Corp | Common Stock | ** | 133,250 | |||||||||
Energizer Holdings Inc | Common Stock | ** | 198,039 | |||||||||
Entergy Corp | Common Stock | ** | 478,039 | |||||||||
EQT Corp | Common Stock | ** | 164,206 | |||||||||
Equifax Inc | Common Stock | ** | 166,931 | |||||||||
Equity Residential | Real Estate Inv Trst | ** | 573,037 | |||||||||
Essex Property Trust Inc | Real Estate Inv Trst | ** | 76,016 | |||||||||
Everest Re Group Ltd | Common Stock | ** | 141,608 | |||||||||
EXCO Resources Inc | Common Stock | ** | 4,953 | |||||||||
Exelis Inc | Common Stock | ** | 61,214 | |||||||||
Expedia Inc | Common Stock | ** | 42,979 | |||||||||
Fairchild Semiconductor Inte | Common Stock | ** | 55,613 | |||||||||
Federal Mogul Corp | Common Stock | ** | 10,944 | |||||||||
Federal Realty Invs Trust | Real Estate Inv Trst | ** | 49,731 | |||||||||
Federated Investors Inc Cl B | Common Stock | ** | 10,044 | |||||||||
Fidelity National Finl A | Common Stock | ** | 130,323 | |||||||||
Fidelity National Informatio | Common Stock | ** | 256,248 | |||||||||
Fifth Third Bancorp | Common Stock | ** | 429,593 | |||||||||
First Citizens Bcshs Cl A | Common Stock | ** | 34,123 | |||||||||
First Horizon National Corp | Common Stock | ** | 77,288 | |||||||||
First Niagara Financial Grp | Common Stock | ** | 110,067 | |||||||||
First Republic Bank/San Fran | Common Stock | ** | 81,514 | |||||||||
Fiserv Inc | Common Stock | ** | 61,618 | |||||||||
Flowserve Corp | Common Stock | ** | 19,169 | |||||||||
Foot Locker Inc | Common Stock | ** | 135,077 | |||||||||
Forest City Enterprises Cl A | Common Stock | ** | 59,005 | |||||||||
Forest Laboratories Inc | Common Stock | ** | 300,330 | |||||||||
Forest Oil Corp | Common Stock | ** | 12,764 | |||||||||
Fortune Brands Inc | Common Stock | ** | 96,492 |
(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 | |||||||||
Freescale Semiconductor Ltd | Common Stock | ** | $ | 7,868 | ||||||||
Frontier Communications Corp | Common Stock | ** | 188,263 | |||||||||
Fulton Financial Corp | Common Stock | ** | 71,741 | |||||||||
Fusion IO Inc | Common Stock | ** | 6,244 | |||||||||
Gamestop Corp Class A | Common Stock | ** | 125,910 | |||||||||
Gannett Co | Common Stock | ** | 118,258 | |||||||||
Gap Inc | Common Stock | ** | 242,356 | |||||||||
Garmin Ltd | Common Stock | ** | 146,103 | |||||||||
Gatx Corp | Common Stock | ** | 73,261 | |||||||||
General Cable Corp | Common Stock | ** | 23,985 | |||||||||
General Growth Properties | Real Estate Inv Trst | ** | 311,004 | |||||||||
Genon Energy Inc | Common Stock | ** | 75,479 | |||||||||
Genpact Ltd | Common Stock | ** | 16,071 | |||||||||
Genuine Parts Co | Common Stock | ** | 256,979 | |||||||||
Genworth Financial Inc Cl A | Common Stock | ** | 118,804 | |||||||||
Goodrich Corp | Common Stock | ** | 335,227 | |||||||||
GrafTech International Ltd | Common Stock | ** | 62,271 | |||||||||
Great Plains Energy Inc | Common Stock | ** | 109,815 | |||||||||
Greif Inc Cl A | Common Stock | ** | 65,319 | |||||||||
Groupon Inc | Common Stock | ** | 5,405 | |||||||||
H+R Block Inc | Common Stock | ** | 75,477 | |||||||||
Hanover Insurance Group Inc/ | Common Stock | ** | 58,471 | |||||||||
Harman International | Common Stock | ** | 34,769 | |||||||||
Harris Corp | Common Stock | ** | 115,760 | |||||||||
Harsco Corp | Common Stock | ** | 55,731 | |||||||||
Hartford Financial Svcs Grp | Common Stock | ** | 265,915 | |||||||||
Hawaiian Electric Inds | Common Stock | ** | 94,666 | |||||||||
HCC Insurance Holdings Inc | Common Stock | ** | 110,110 | |||||||||
HCP Inc REIT | Real Estate Inv Trst | ** | 618,757 | |||||||||
Health Care Reit Inc | Real Estate Inv Trst | ** | 384,327 | |||||||||
Health Net Inc | Common Stock | ** | 95,275 | |||||||||
Helmerich + Payne | Common Stock | ** | 15,465 | |||||||||
Henry Schein Inc | Common Stock | ** | 102,379 | |||||||||
Hershey Co/The | Common Stock | ** | 87,851 | |||||||||
Hill Rom Holdings Inc | Common Stock | ** | 7,715 | |||||||||
HJ Heinz Co | Common Stock | ** | 265,769 | |||||||||
Hologic Inc | Common Stock | ** | 167,921 |
(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 | |||||||||
HomeAway Inc | Common Stock | ** | $ | 2,534 | ||||||||
Hormel Foods Corp | Common Stock | ** | 69,300 | |||||||||
Hospira Inc | Common Stock | ** | 29,611 | |||||||||
Hospitality Properties Trust | Real Estate Inv Trst | ** | 104,007 | |||||||||
Host Hotels + Resorts Inc | Real Estate Inv Trst | ** | 372,411 | |||||||||
Howard Hughes Corp/The | Common Stock | ** | 35,954 | |||||||||
Hubbell Inc Cl B | Common Stock | ** | 148,830 | |||||||||
Hudson City Bancorp Inc | Common Stock | ** | 97,537 | |||||||||
Humana Inc | Common Stock | ** | 542,569 | |||||||||
Huntington Bancshares Inc | Common Stock | ** | 173,841 | |||||||||
Huntington Ingalls Industries | Common Stock | ** | 55,178 | |||||||||
Huntsman Corp | Common Stock | ** | 57,310 | |||||||||
Hyatt Hotels Corp Cl A | Common Stock | ** | 57,062 | |||||||||
IAC/InterActiveCorp | Common Stock | ** | 119,365 | |||||||||
IDEX Corp | Common Stock | ** | 12,321 | |||||||||
Ingersoll Rand Plc | Common Stock | ** | 74,073 | |||||||||
Ingram Micro Inc Cl A | Common Stock | ** | 107,194 | |||||||||
Integrys Energy Group Inc | Common Stock | ** | 156,797 | |||||||||
Interactive Brokers Gro Cl A | Common Stock | ** | 20,677 | |||||||||
International Paper Co | Common Stock | ** | 374,854 | |||||||||
Interpublic Group of Cos Inc | Common Stock | ** | 105,755 | |||||||||
Intersil Corp A | Common Stock | ** | 25,129 | |||||||||
Intl Game Technology | Common Stock | ** | 94,050 | |||||||||
Intl Rectifier Corp | Common Stock | ** | 49,016 | |||||||||
Invesco Ltd | Common Stock | ** | 341,148 | |||||||||
Itron Inc | Common Stock | ** | 52,546 | |||||||||
ITT Corp | Common Stock | ** | 65,374 | |||||||||
J.C. Penney Co Inc | Common Stock | ** | 213,150 | |||||||||
Jabil Circuit Inc | Common Stock | ** | 25,361 | |||||||||
Jacobs Engineering Group Inc | Common Stock | ** | 188,778 | |||||||||
Janus Capital Group Inc | Common Stock | ** | 42,410 | |||||||||
Jarden Corp | Common Stock | ** | 101,054 | |||||||||
Jefferies Group Inc | Common Stock | ** | 69,699 | |||||||||
Jm Smucker Co/The | Common Stock | ** | 333,239 | |||||||||
Jones Lang Lasalle Inc | Common Stock | ** | 22,421 | |||||||||
Kansas City Southern | Common Stock | ** | 68,418 | |||||||||
Kar Auction Services Inc | Common Stock | ** | 12,420 |
(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 | |||||||||
KBR Inc | Common Stock | ** | $ | 144,813 | ||||||||
Kemper Corp | Common Stock | ** | 54,506 | |||||||||
Kennametal Inc | Common Stock | ** | 98,860 | |||||||||
KeyCorp | Common Stock | ** | 268,489 | |||||||||
Kimco Realty Corp | Real Estate Inv Trst | ** | 242,723 | |||||||||
Kirby Corp | Common Stock | ** | 37,331 | |||||||||
KLA Tencor Corporation | Common Stock | ** | 66,440 | |||||||||
Kosmos Energy Ltd | Common Stock | ** | 2,427 | |||||||||
L 3 Communications Holdings | Common Stock | ** | 247,716 | |||||||||
Lamar Advertising Co A | Common Stock | ** | 40,810 | |||||||||
Lear Corp | Common Stock | ** | 153,509 | |||||||||
Legg Mason Inc | Common Stock | ** | 126,022 | |||||||||
Leggett + Platt Inc | Common Stock | ** | 31,680 | |||||||||
Lennar Corp A | Common Stock | ** | 118,057 | |||||||||
Leucadia National Corp | Common Stock | ** | 164,956 | |||||||||
Level 3 Communications Inc | Common Stock | ** | 84,440 | |||||||||
Lexmark International Inc A | Common Stock | ** | 93,820 | |||||||||
Liberty Interactive Corp | Common Stock | ** | 358,319 | |||||||||
Liberty Media Corp A | Common Stock | ** | 336,083 | |||||||||
Liberty Property Trust | Real Estate Inv Trst | ** | 131,425 | |||||||||
Life Technologies Corp | Common Stock | ** | 233,227 | |||||||||
Lifepoint Hospitals Inc | Common Stock | ** | 68,133 | |||||||||
Lincoln Electric Holdings | Common Stock | ** | 48,274 | |||||||||
Lincoln National Corp | Common Stock | ** | 223,524 | |||||||||
Lorillard Inc | Common Stock | ** | 568,290 | |||||||||
LPL Investment Holdings Inc | Common Stock | ** | 6,566 | |||||||||
LSI Corp | Common Stock | ** | 87,715 | |||||||||
M + T Bank Corp | Common Stock | ** | 352,156 | |||||||||
Macerich Co/The | Real Estate Inv Trst | ** | 155,899 | |||||||||
Mack Cali Realty Corp | Real Estate Inv Trst | ** | 86,182 | |||||||||
Macy S Inc | Common Stock | ** | 441,284 | |||||||||
Madison Square Garden Co A | Common Stock | ** | 62,407 | |||||||||
Manpower Inc | Common Stock | ** | 108,644 | |||||||||
Markel Corp | Common Stock | ** | 147,623 | |||||||||
Marsh + Mclennan Cos | Common Stock | ** | 637,997 | |||||||||
Martin Marietta Materials | Common Stock | ** | 66,135 | |||||||||
Marvell Technology Group Ltd | Common Stock | ** | 258,510 |
(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 | |||||||||
Mattel Inc | Common Stock | ** | $ | 91,358 | ||||||||
MBIA Inc | Common Stock | ** | 64,568 | |||||||||
McCormick + Co Non Vtg Shrs | Common Stock | ** | 77,647 | |||||||||
McDermott Intl Inc | Common Stock | ** | 13,018 | |||||||||
McGraw Hill Companies Inc | Common Stock | ** | 89,310 | |||||||||
MDU Resources Group Inc | Common Stock | ** | 149,791 | |||||||||
Mead Johnson Nutrition Co | Common Stock | ** | 422,002 | |||||||||
Meadwestvaco Corp | Common Stock | ** | 186,439 | |||||||||
MEMC Electronic Materials | Common Stock | ** | 14,188 | |||||||||
Mercury General Corp | Common Stock | ** | 44,160 | |||||||||
MGM Resorts International | Common Stock | ** | 105,833 | |||||||||
Micron Technology Inc | Common Stock | ** | 200,299 | |||||||||
Mohawk Industries Inc | Common Stock | ** | 127,241 | |||||||||
Molex Inc | Common Stock | ** | 119,085 | |||||||||
Molson Coors Brewing Co B | Common Stock | ** | 214,565 | |||||||||
Monster Worldwide Inc | Common Stock | ** | 36,986 | |||||||||
Motorola Mobility Holdings I | Common Stock | ** | 371,937 | |||||||||
Murphy Oil Corp | Common Stock | ** | 335,611 | |||||||||
Mylan Inc | Common Stock | ** | 32,018 | |||||||||
Nabors Industries Ltd | Common Stock | ** | 185,365 | |||||||||
Nasdaq Omx Group/The | Common Stock | ** | 97,354 | |||||||||
National Fuel Gas Co | Common Stock | ** | 143,897 | |||||||||
Navistar International Corp | Common Stock | ** | 45,304 | |||||||||
NCR Corporation | Common Stock | ** | 21,168 | |||||||||
New York Community Bancorp | Common Stock | ** | 198,600 | |||||||||
Newell Rubbermaid Inc | Common Stock | ** | 172,353 | |||||||||
Newfield Exploration Co | Common Stock | ** | 79,346 | |||||||||
Nielsen Holdings NV | Common Stock | ** | 11,460 | |||||||||
Nii Holdings Inc | Common Stock | ** | 16,231 | |||||||||
Nisource Inc | Common Stock | ** | 244,433 | |||||||||
Noble Energy Inc | Common Stock | ** | 489,412 | |||||||||
Northeast Utilities | Common Stock | ** | 234,130 | |||||||||
Northern Trust Corp | Common Stock | ** | 316,407 | |||||||||
Novellus Systems Inc | Common Stock | ** | 106,280 | |||||||||
NRG Energy Inc | Common Stock | ** | 160,362 | |||||||||
NStar | Common Stock | ** | 178,448 | |||||||||
Nucor Corp | Common Stock | ** | 459,843 |
(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 | |||||||||
NV Energy Inc | Common Stock | ** | $ | 142,670 | ||||||||
NVR Inc | Common Stock | ** | 127,596 | |||||||||
NYSE Euronext | Common Stock | ** | 173,278 | |||||||||
Oge Energy Corp | Common Stock | ** | 203,702 | |||||||||
Oil States International Inc | Common Stock | ** | 23,598 | |||||||||
Old Republic Intl Corp | Common Stock | ** | 90,086 | |||||||||
Omnicare Inc | Common Stock | ** | 147,549 | |||||||||
Oneok Inc | Common Stock | ** | 315,465 | |||||||||
Oshkosh Corp | Common Stock | ** | 70,575 | |||||||||
Owens Corning | Common Stock | ** | 132,600 | |||||||||
Owens Illinois Inc | Common Stock | ** | 117,462 | |||||||||
Packaging Corp Of America | Common Stock | ** | 9,389 | |||||||||
Pandora Media Inc | Common Stock | ** | 2,182 | |||||||||
Parker Hannifin Corp | Common Stock | ** | 250,786 | |||||||||
Partnerre Ltd | Common Stock | ** | 158,920 | |||||||||
Patterson Cos Inc | Common Stock | ** | 63,114 | |||||||||
Patterson Uti Energy Inc | Common Stock | ** | 101,518 | |||||||||
Paychex Inc | Common Stock | ** | 29,508 | |||||||||
Penn National Gaming Inc | Common Stock | ** | 96,812 | |||||||||
Pentair Inc | Common Stock | ** | 121,042 | |||||||||
People S United Financial | Common Stock | ** | 144,678 | |||||||||
Pepco Holdings Inc | Common Stock | ** | 168,064 | |||||||||
Perkinelmer Inc | Common Stock | ** | 84,520 | |||||||||
Piedmont Office Realty Tru A | Real Estate Inv Trst | ** | 108,749 | |||||||||
Pinnacle West Capital | Common Stock | ** | 192,672 | |||||||||
Pioneer Natural Resources Co | Common Stock | ** | 71,495 | |||||||||
Pitney Bowes Inc | Common Stock | ** | 125,460 | |||||||||
Plains Exploration + Product | Common Stock | ** | 189,842 | |||||||||
Plum Creek Timber Co | Real Estate Inv Trst | ** | 86,611 | |||||||||
PMC Sierra Inc | Common Stock | ** | 44,780 | |||||||||
Popular Inc | Common Stock | ** | 52,827 | |||||||||
PPL Corporation | Common Stock | ** | 624,675 | |||||||||
Principal Financial Group | Common Stock | ** | 279,087 | |||||||||
Progress Energy Inc | Common Stock | ** | 606,921 | |||||||||
Progressive Corp | Common Stock | ** | 447,267 | |||||||||
Prologis | Real Estate Inv Trst | ** | 482,485 | |||||||||
Protective Life Corp | Common Stock | ** | 71,989 |
(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 | |||||||||
Pulte Group Inc | Common Stock | ** | $ | 79,153 | ||||||||
PVH Corp | Common Stock | ** | 132,380 | |||||||||
QEP Resources Inc | Common Stock | ** | 40,243 | |||||||||
Qiagen N.V. | Common Stock | ** | 119,291 | |||||||||
QLogic Corp | Common Stock | ** | 10,950 | |||||||||
Quanta Services Inc | Common Stock | ** | 171,717 | |||||||||
Quest Diagnostics Inc | Common Stock | ** | 28,624 | |||||||||
Questar Corp | Common Stock | ** | 130,162 | |||||||||
Quicksilver Resources Inc | Common Stock | ** | 27,028 | |||||||||
Radioshack Corp | Common Stock | ** | 35,150 | |||||||||
Ralcorp Holdings Inc | Common Stock | ** | 172,539 | |||||||||
Raymond James Financial Inc | Common Stock | ** | 116,410 | |||||||||
Realty Income Corp | Real Estate Inv Trst | ** | 170,919 | |||||||||
Regal Beloit Corp | Common Stock | ** | 73,856 | |||||||||
Regal Entertainment Group A | Common Stock | ** | 23,295 | |||||||||
Regency Centers Corp | Real Estate Inv Trst | ** | 124,861 | |||||||||
Regions Financial Corp | Common Stock | ** | 198,234 | |||||||||
Reinsurance Group Of America | Common Stock | ** | 142,799 | |||||||||
Reliance Steel + Aluminum | Common Stock | ** | 114,957 | |||||||||
Renaissancere Holdings Ltd | Common Stock | ** | 142,047 | |||||||||
Republic Services Inc | Common Stock | ** | 324,897 | |||||||||
Rockwood Holdings Inc | Common Stock | ** | 5,315 | |||||||||
Rowan Companies Inc | Common Stock | ** | 119,379 | |||||||||
Royal Caribbean Cruises Ltd | Common Stock | ** | 53,429 | |||||||||
RPM International Inc | Common Stock | ** | 120,000 | |||||||||
RR Donnelley + Sons Co | Common Stock | ** | 99,899 | |||||||||
Ryder System Inc | Common Stock | ** | 102,294 | |||||||||
S+P Midcap 400 Emini Idx Ftrs | Futures Index | ** | 1,315,950 | |||||||||
Safeway Inc | Common Stock | ** | 273,604 | |||||||||
SAIC Inc | Common Stock | ** | 88,746 | |||||||||
Sally Beauty Holdings Inc | Common Stock | ** | 5,557 | |||||||||
SanDisk Corp | Common Stock | ** | 431,227 | |||||||||
Sara Lee Corp | Common Stock | ** | 69,172 | |||||||||
Scana Corp | Common Stock | ** | 190,424 | |||||||||
Schnitzer Steel Inds Inc A | Common Stock | ** | 24,142 | |||||||||
Scotts Miracle Gro Co Cl A | Common Stock | ** | 10,925 | |||||||||
Seacor Holdings Inc | Common Stock | ** | 69,923 |
(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 | |||||||||
Sealed Air Corp | Common Stock | ** | $ | 121,158 | ||||||||
Sears Holdings Corp | Common Stock | ** | 46,081 | |||||||||
Sempra Energy | Common Stock | ** | 484,330 | |||||||||
Senior Housing Prop Trust | Real Estate Inv Trst | ** | 133,922 | |||||||||
Service Corp International | Common Stock | ** | 93,049 | |||||||||
Shaw Group Inc | Common Stock | ** | 70,317 | |||||||||
Signet Jewelers Ltd | Common Stock | ** | 140,276 | |||||||||
Silicon Laboratories Inc | Common Stock | ** | 7,555 | |||||||||
SL Green Realty Corp | Real Estate Inv Trst | ** | 217,580 | |||||||||
SLM Corp | Common Stock | ** | 259,612 | |||||||||
SM Energy Co | Common Stock | ** | 32,018 | |||||||||
Smithfield Foods Inc | Common Stock | ** | 148,982 | |||||||||
Snap On Inc | Common Stock | ** | 88,990 | |||||||||
Sonoco Products Co | Common Stock | ** | 121,227 | |||||||||
Southern Union Co | Common Stock | ** | 192,737 | |||||||||
Southwest Airlines Co | Common Stock | ** | 204,986 | |||||||||
Spectra Energy Corp | Common Stock | ** | 735,202 | |||||||||
Spirit Aerosystems Hold Cl A | Common Stock | ** | 69,945 | |||||||||
SPX Corp | Common Stock | ** | 83,775 | |||||||||
St Joe Co/The | Common Stock | ** | 36,152 | |||||||||
Stancorp Financial Group | Common Stock | ** | 60,931 | |||||||||
Stanley Black + Decker Inc | Common Stock | ** | 417,768 | |||||||||
Staples Inc | Common Stock | ** | 364,196 | |||||||||
State Street Bank + Trust Co | Money market fund | ** | 775,648 | |||||||||
Steel Dynamics Inc | Common Stock | ** | 29,351 | |||||||||
Sunoco Inc | Common Stock | ** | 164,039 | |||||||||
Sunpower Corp Class A | Common Stock | ** | 22,328 | |||||||||
Suntrust Banks Inc | Common Stock | ** | 349,398 | |||||||||
Supervalu Inc | Common Stock | ** | 62,410 | |||||||||
Synopsys Inc | Common Stock | ** | 137,142 | |||||||||
Synovus Financial Corp | Common Stock | ** | 41,176 | |||||||||
Taubman Centers Inc | Real Estate Inv Trst | ** | 128,112 | |||||||||
TCF Financial Corp | Common Stock | ** | 59,309 | |||||||||
Tech Data Corp | Common Stock | ** | 79,698 | |||||||||
Teco Energy Inc | Common Stock | ** | 151,933 | |||||||||
Teekay Corp | Common Stock | ** | 42,421 | |||||||||
Teleflex Inc | Common Stock | ** | 92,548 |
(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 | |||||||||
Telephone And Data Systems | Common Stock | ** | $ | 87,845 | ||||||||
Tellabs Inc | Common Stock | ** | 55,106 | |||||||||
Temple Inland Inc | Common Stock | ** | 92,910 | |||||||||
Tenet Healthcare Corp | Common Stock | ** | 80,100 | |||||||||
Teradyne Inc | Common Stock | ** | 94,824 | |||||||||
Terex Corp | Common Stock | ** | 54,540 | |||||||||
Tesoro Corp | Common Stock | ** | 124,065 | |||||||||
Textron Inc | Common Stock | ** | 176,709 | |||||||||
TFS Financial Corp | Common Stock | ** | 27,086 | |||||||||
Thomas + Betts Corp | Common Stock | ** | 78,515 | |||||||||
Thor Industries Inc | Common Stock | ** | 45,973 | |||||||||
Tidewater Inc | Common Stock | ** | 89,677 | |||||||||
Timken Co | Common Stock | ** | 20,361 | |||||||||
Titanium Metals | Common Stock | ** | 22,635 | |||||||||
Toll Brothers Inc | Common Stock | ** | 109,717 | |||||||||
Torchmark Corp | Common Stock | ** | 167,746 | |||||||||
Total System Services Inc | Common Stock | ** | 115,971 | |||||||||
Towers Watson + Co Cl A | Common Stock | ** | 102,181 | |||||||||
Transatlantic Holdings Inc | Common Stock | ** | 117,943 | |||||||||
Treasury Bill | Treasury Bill | ** | 109,992 | |||||||||
Trinity Industries Inc | Common Stock | ** | 88,647 | |||||||||
TripAdvisor Inc | Common Stock | ** | 37,336 | |||||||||
Trw Automotive Holdings Corp | Common Stock | ** | 121,728 | |||||||||
TW Telecom Inc | Common Stock | ** | 16,047 | |||||||||
Tyson Foods Inc Cl A | Common Stock | ** | 227,969 | |||||||||
UDR Inc | Real Estate Inv Trst | ** | 184,912 | |||||||||
UGI Corp | Common Stock | ** | 121,246 | |||||||||
Unit Corp | Common Stock | ** | 73,034 | |||||||||
United Continental Holdings | Common Stock | ** | 35,362 | |||||||||
United States Steel Corp | Common Stock | ** | 139,471 | |||||||||
Unum Group | Common Stock | ** | 229,368 | |||||||||
URS Corp | Common Stock | ** | 103,464 | |||||||||
US Cellular Corp | Common Stock | ** | 22,382 | |||||||||
US Dollar | Currency | ** | 2,622 | |||||||||
UTI Worldwide Inc | Common Stock | ** | 5,103 | |||||||||
Valero Energy Corp | Common Stock | ** | 441,461 | |||||||||
Validus Holdings Ltd | Common Stock | ** | 75,852 |
(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 | |||||||||
Valley National Bancorp | Common Stock | ** | $ | 77,003 | ||||||||
Valspar Corp | Common Stock | ** | 119,365 | |||||||||
VCA Antech Inc | Common Stock | ** | 61,699 | |||||||||
Vectren Corporation | Common Stock | ** | 90,448 | |||||||||
Ventas Inc | Real Estate Inv Trst | ** | 201,555 | |||||||||
Verisk Analytics Class A | Common Stock | ** | 28,773 | |||||||||
Vertex Pharmaceuticals Inc | Common Stock | ** | 29,823 | |||||||||
VF Corp | Common Stock | ** | 405,987 | |||||||||
Vishay Intertechnology Inc | Common Stock | ** | 48,079 | |||||||||
Visteon Corp | Common Stock | ** | 90,391 | |||||||||
Vornado Realty Trust | Real Estate Inv Trst | ** | 463,543 | |||||||||
Vulcan Materials Co | Common Stock | ** | 186,283 | |||||||||
WR Grace + Co | Common Stock | ** | 12,766 | |||||||||
Warner Chilcott PLC Class A | Common Stock | ** | 8,548 | |||||||||
Washington Federal Inc | Common Stock | ** | 58,072 | |||||||||
Washington Post Class B | Common Stock | ** | 68,203 | |||||||||
Waste Connections Inc | Common Stock | ** | 18,028 | |||||||||
Watson Pharmaceuticals Inc | Common Stock | ** | 16,593 | |||||||||
Weingarten Realty Investors | Real Estate Inv Trst | ** | 97,252 | |||||||||
Wendy S/Arby S Group Inc A | Common Stock | ** | 58,295 | |||||||||
Wesco International Inc | Common Stock | ** | 45,960 | |||||||||
Westar Energy Inc | Common Stock | ** | 120,761 | |||||||||
Western Digital Corp | Common Stock | ** | 264,189 | |||||||||
Westlake Chemical Corp | Common Stock | ** | 24,064 | |||||||||
Weyerhaeuser Co | Common Stock | ** | 262,220 | |||||||||
Whirlpool Corp | Common Stock | ** | 132,575 | |||||||||
White Mountains Insurance Gp | Common Stock | ** | 115,632 | |||||||||
Williams Sonoma Inc | Common Stock | ** | 70,032 | |||||||||
Windstream Corp | Common Stock | ** | 104,768 | |||||||||
Wisconsin Energy Corp | Common Stock | ** | 300,202 | |||||||||
WMS Industries Inc | Common Stock | ** | 42,312 | |||||||||
WR Berkley Corp | Common Stock | ** | 145,195 | |||||||||
Wyndham Worldwide Corp | Common Stock | ** | 217,182 | |||||||||
Xcel Energy Inc | Common Stock | ** | 492,103 | |||||||||
Xerox Corp | Common Stock | ** | 410,091 | |||||||||
Xl Group Plc | Common Stock | ** | 224,607 | |||||||||
Xylem Inc | Common Stock | ** | 173,767 |
(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 | |||||||||
Zimmer Holdings Inc | Common Stock | ** | $ | 355,403 | ||||||||
Zions Bancorporation | Common Stock | ** | 110,639 | |||||||||
FirstEnergy MidCap Value Index Fund Total | 72,673,961 | |||||||||||
Total Investments | 2,362,031,310 | |||||||||||
* | Notes Receivable from Participants | Loans Receivable with Repayment Interest of 4.25% to 9.75% | ** | 43,564,592 | ||||||||
$ | 2,405,595,902 | |||||||||||
* Parties-in-interest | ||||||||||||
** Information is not required pursuant to Form 5500 instructions |
FIRSTENERGY CORP. | |
SAVINGS PLAN | |
Dated: June 18, 2012 | |
By | /s/ Christine L. Walker |
Christine L. Walker | |
Chairperson | |
Savings Plan Committee |