Asset Detail Acct Base Currency Code : USD ALL KR2 and KR3 - KR2GALLKRS00 As of Date : 12/31/2013 Accounting Status : REVISED
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Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 12/31/2013 Accounting Status : REVISED . Mellon Security ID Security Description Shares/Par Base Market Value Grand Total 36,179,254,463.894 15,610,214,163.19 ALTERNATIVE INVESTMENTS 15,450,499.520 15,450,499.52 MKP OPPORTUNITY OFFSHORE LTD 15,450,499.520 15,450,499.52 CASH & CASH EQUIVALENTS 877,174,023.720 877,959,915.42 BANC OF AM CORP REPO 0.010% 01/02/2014 DD 12/31/13 20,000,000.000 20,000,000.00 BANK OF AMERICA (BOA) 01/01/2049 DD 07/01/08 52,000.000 52,000.00 BARC CCP COLLATERAL VAR RT 01/01/2049 DD 07/01/08 28,000.000 28,000.00 BARCLAYS CASH COLLATERAL VAR RT 01/01/2049 DD 07/01/08 543,000.000 543,000.00 BARCLAYS CP REPO REPO 0.010% 01/02/2014 DD 12/31/13 12,000,000.000 12,000,000.00 BARCLAYS CP REPO REPO 0.040% 01/17/2014 DD 12/18/13 9,200,000.000 9,200,000.00 BNY MELLON CASH RESERVE 0.010% 12/31/2049 DD 06/26/97 1,184,749.080 1,184,749.08 CANTOR REPO A REPO 0.170% 01/02/2014 DD 12/19/13 67,000,000.000 67,000,000.00 CASH COLLATERAL HELD AT CITIGROUP 387,000.000 387,000.00 CASH HELD AS COLLATERAL AT DEUTSCHE 169,000.000 169,000.00 CITIGROUP CAT 2MM REPO 0.010% 01/02/2014 DD 12/31/13 8,300,000.000 8,300,000.00 CME CCP COLL HELD AT GSC 100,000.000 100,000.00 CREDIT SUISSE REPO 0.010% 01/02/2014 DD 12/31/13 16,300,000.000 16,300,000.00 CSFB CCP COLLATERAL 0.010% 01/01/2049 DD 07/01/08 1,553,000.000 1,553,000.00 DEUTSCHE BANK VAR RT 01/01/2049 DD 07/01/08 668,000.000 668,000.00 DEUTSCHE BK TD 0.180% 01/02/2014 DD 12/18/13 270,000,000.000 270,000,000.00 EB TEMP IVN FD VAR RT 12/31/49 FEE CL 12 177,489,257.500 177,489,257.50 FEDERAL HOME LN BK CONS DISC 0.000% 01/02/2014 DD 01/02/201 23,600,000.000 23,600,000.00 FEDERAL HOME LN BK CONS DISC MAT 01/17/2014 14,600,000.000 14,599,854.00 FEDERAL HOME LN BK CONS DISC MAT 01/24/2006 7,700,000.000 7,699,923.00 FEDERAL HOME LN MTG CORP DISC MAT 01/06/2014 100,000.000 100,000.00 FEDERAL NATL MTG ASSN DISC MAT 01/27/2010 3,100,000.000 3,099,969.00 FOB ICE CCP COLLATERAL VAR RT 01/01/2049 DD 07/01/08 133,000.000 133,000.00 FUTURES CASH COLLATERAL HELD AT UBS 143,000.000 143,000.00 HSBC CASH COLLATERAL VAR RT 01/01/2049 DD 07/01/08 344,000.000 344,000.00 INSTITUTIONAL SEC DISC 01/09/2014 25,000,000.000 24,999,407.50 INSTITUTIONAL SEC DISC 01/10/2014 15,000,000.000 14,999,592.00 INSTITUTIONAL SEC DISC 01/14/2014 70,000,000.000 69,997,060.00 JP MORGAN CP REP REPO 0.030% 01/02/2014 DD 12/31/13 43,800,000.000 43,800,000.00 JP MORGAN CP REP REPO 0.050% 01/02/2014 DD 12/31/13 4,000,000.000 4,000,000.00 KENTUCKY ST HSG CORP HSG REVEN 0.500% 01/01/2014 DD 07/10/13 195,000.000 195,000.00 KENTUCKY ST HSG CORP HSG REVEN 0.550% 07/01/2014 DD 07/10/13 405,000.000 405,498.15 MORGAN ST REV REPO 0.020% 01/02/2014 DD 12/31/13 7,500,000.000 7,500,000.00 MS ICE CCP COLLAT VAR RT 01/01/2049 DD 02/19/13 18,000.000 18,000.00 RBS CITIZENS BANK REPO 0.090% 01/31/2014 DD 12/24/13 24,600,000.000 24,600,000.00 Report Timestamp: Fri Feb 7 2014 09:55:13 AM Page 1 of 167 Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 12/31/2013 Accounting Status : REVISED . Mellon Security ID Security Description Shares/Par Base Market Value RBS PLC CASH COLLATERAL VAR RT 01/01/2049 DD 07/01/08 253,000.000 253,000.00 SAL ICE CCP COLLATERAL VAR RT 01/01/2049 DD 07/01/08 1,173,000.000 1,173,000.00 SECURITIES LENDING POOL 0.000 0.00 SHORT TERM FUND AT FORMER 17.140 17.14 STANDARD CHARTERED CASH COLLAT VAR RT 01/01/2049 DD 07/01/08 -70,000.000 0.00 TBA CASH COLL MSC VAR RT 01/01/2049 DD 07/01/08 -280,000.000 0.00 TD SECURITIES REPO 0.020% 01/02/2014 DD 12/31/13 11,300,000.000 11,300,000.00 U S TREASURY BILL 0.000% 01/16/2014 DD 07/18/13 19,500,000.000 19,499,912.30 U S TREASURY BILL 0.000% 01/23/2014 DD 07/25/13 11,800,000.000 11,799,882.00 U S TREASURY BILL 0.000% 01/30/2014 DD 08/01/13 2,600,000.000 2,599,963.60 U S TREASURY BILL 0.000% 02/06/2014 DD 02/07/13 4,826,000.000 4,825,956.57 U S TREASURY BILL 0.000% 04/10/2014 DD 10/10/13 980,000.000 979,873.58 UBS AG CASH COLLATERAL VAR RT 01/01/2049 DD 07/01/08 -120,000.000 320,000.00 CONVERTIBLE SECURITIES 21,340,967.000 38,944,481.20 ALERE INC 9.000 2,612.25 ARCELORMITTAL PFD 6.000% CUMULATIVE 11,275.000 293,150.00 AXTEL SAB DE CV 144A VAR RT 01/31/2020 DD 01/31/13 632,600.000 85,268.79 BANK OF AMERICA CORP PFD 7.250% NON-CUMULATIVE 73.000 77,453.00 BEAZER HOMES USA INC 1,125.000 41,715.00 BIOMARIN PHARMACEUTICAL INC 0.750% 10/15/2018 DD 10/15/13 78,000.000 82,631.25 BIOMARIN PHARMACEUTICAL INC 1.500% 10/15/2020 DD 10/15/13 108,000.000 115,492.51 CHESAPEAKE ENERGY CORP 2.500% 05/15/2037 DD 05/15/07 570,000.000 578,550.00 CHESAPEAKE ENERGY CORP PFD 5.750% CUMULATIVE 75.000 86,906.25 CIENA CORP 3.750% 10/15/2018 DD 10/18/10 3,745,000.000 5,395,140.63 CLIFFS NATURAL RESOURCES INC PFD 7.000% CUMULATIVE 15,461.000 352,495.34 CROWN CASTLE INTERNATIONAL COR PFD 4.500% CUMULATIVE 5,610.000 563,103.76 DOMINION RESOURCES INC/VA PFD 6.000% CUMULATIVE 11,505.000 624,835.40 DOMINION RESOURCES INC/VA PFD 6.125% CUMULATIVE 21,421.000 1,159,304.52 FORD MOTOR CO 4.250% 11/15/2016 DD 11/09/09 1,170,000.000 2,158,650.00 GILEAD SCIENCES INC 1.625% 05/01/2016 DD 07/30/10 345,000.000 1,137,853.13 GOODYEAR TIRE & RUBBER CO/THE PFD 5.875% CUMULATIVE 8,000.000 531,249.60 HOLOGIC INC VAR RT 03/01/2042 DD 03/05/12 15,000.000 15,318.75 HOLOGIC INC VAR RT 12/15/2037 DD 11/23/10 375,000.000 437,109.38 HORNBECK OFFSHORE SVCS INC 1.500% 09/01/2019 DD 08/13/12 1,300,000.000 1,541,312.51 ICONIX BRAND GROUP INC 2.500% 06/01/2016 DD 05/23/11 1,045,000.000 1,436,221.88 ISTAR FINANCIAL INC PFD 4.500% CUMULATIVE 8,180.000 507,160.00 KB HOME 1.375% 02/01/2019 DD 01/29/13 570,000.000 566,081.25 LENNAR CORP 2.750% 12/15/2020 DD 11/10/10 645,000.000 1,187,203.13 LENNAR CORP 3.250% 11/15/2021 DD 11/29/11 970,000.000 1,743,575.00 Report Timestamp: Fri Feb 7 2014 09:55:13 AM Page 2 of 167 Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 12/31/2013 Accounting Status : REVISED . Mellon Security ID Security Description Shares/Par Base Market Value MICRON TECHNOLOGY INC 2.375% 05/01/2032 DD 04/18/12 1,360,000.000 3,145,850.01 MICRON TECHNOLOGY INC 3.125% 05/01/2032 DD 04/18/12 710,000.000 1,616,581.25 MYLAN INC/PA 3.750% 09/15/2015 DD 09/15/08 285,000.000 934,443.75 NEXTERA ENERGY INC PFD 5.799% NOT APPLICABLE 2,345.000 118,234.90 PEABODY ENERGY CORP 4.750% 12/15/2066 DD 12/20/06 1,195,000.000 944,796.88 PPL CORP PFD 8.750% 14,800.000 780,404.00 PRICELINE.COM INC 1.000% 03/15/2018 DD 03/12/12 346,000.000 477,047.50 PRICELINE.COM INC 144A 0.350% 06/15/2020 DD 06/04/13 806,000.000 918,336.25 REDWOOD TRUST INC 4.625% 04/15/2018 DD 03/06/13 475,000.000 493,109.38 RYLAND GROUP 1.625% 05/15/2018 DD 05/16/12 775,000.000 1,181,390.63 STANDARD PACIFIC CORP 1.250% 08/01/2032 DD 08/06/12 965,000.000 1,277,418.75 TRINITY INDUSTRIES INC 3.875% 06/01/2036 DD 06/07/06 1,720,000.000 2,265,025.00 UNITED STATES STEEL CORP 2.750% 04/01/2019 DD 03/26/13 410,000.000 542,737.50 UNITED TECHNOLOGIES CORP PFD 7.500% 10,350.000 677,614.50 WELLS FARGO & CO PFD 7.500% NON-CUMULATIVE 625.000 690,625.00 WEYERHAEUSER CO PFD 6.375% CUMULATIVE 19,477.000 1,085,235.07 WINTRUST FINL PFD 5.000% SERIES C 36.000 44,550.00 XILINX INC 2.625% 06/15/2017 DD 06/09/10 360,000.000 574,200.00 XM SATELLITE RADIO INC 7.000% 12/01/2014 DD 08/01/08 235,000.000 456,487.50 EQUITY 461,254,798.245 6,944,380,763.28 1-800-FLOWERS.COM INC 4,796.000 25,946.36 1ST SOURCE CORP 3,786.000 120,924.84 3M CO 75,457.000 10,582,844.25 4LICENSING CORP 2,012.000 1,147.04 8X8 INC 9,322.000 94,711.52 A SCHULMAN INC 6,413.000 226,122.38 A-POWER ENERGY GENERATION SYS LTD 11,618.000 0.00 AAC TECHNOLOGIES HOLDINGS INC 125,500.000 609,392.23 AAIPHARMA INC COM 13,700.000 0.00 AAON INC 14,271.000 455,958.45 AAR CORP 5,706.000 159,825.06 AASTROM BIOSCIENCES INC 101.000 326.23 ABAXIS INC 3,637.000 145,552.74 ABBOTT LABORATORIES 259,810.000 9,958,517.30 ABBVIE INC 187,681.000 9,911,433.61 ABC-MART INC NPV 8,600.000 375,976.40 ABIOMED INC 8,134.000 217,503.16 ABLE LABRATORIES INC COM NEW 2,800.000 0.00 ABM INDUSTRIES INC 19,865.000 567,940.35 Report Timestamp: Fri Feb 7 2014 09:55:13 AM Page 3 of 167 Asset Detail Acct Base Currency Code : USD ALL KR2 AND KR3 - KR2GALLKRS00 As Of Date : 12/31/2013 Accounting Status : REVISED .