0001481045-13-000019.txt : 20130813 0001481045-13-000019.hdr.sgml : 20130813 20130813101110 ACCESSION NUMBER: 0001481045-13-000019 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130813 DATE AS OF CHANGE: 20130813 EFFECTIVENESS DATE: 20130813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Daiwa Securities Group Inc. CENTRAL INDEX KEY: 0001481045 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 8880 [8880] IRS NUMBER: 000000000 STATE OF INCORPORATION: M0 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14426 FILM NUMBER: 131031551 BUSINESS ADDRESS: STREET 1: GRANTOKYO NORTH TOWER, 9-1 STREET 2: MARUNOUCHI 1-CHOME, CHIYODA-KU, CITY: TOKYO STATE: M0 ZIP: 100-6751 BUSINESS PHONE: 81-3-5555-1300 MAIL ADDRESS: STREET 1: GRANTOKYO NORTH TOWER, 9-1 STREET 2: MARUNOUCHI 1-CHOME, CHIYODA-KU, CITY: TOKYO STATE: M0 ZIP: 100-6751 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001481045 XXXXXXXX 06-30-2013 06-30-2013 Daiwa Securities Group Inc.

GRANTOKYO NORTH TOWER, 9-1 MARUNOUCHI 1-CHOME, CHIYODA-KU, TOKYO M0 100-6751

13F HOLDINGS REPORT 028-14426 N KEIICHIRO HIGASHI 81-3-5555-2800 /s/ KEIICHIRO HIGASHI TOKYO M0 08-12-2013 4 1121 13190828 false 1 0001512694 028-14428 Daiwa Capital Markets America Holdings Inc. 2 0001545860 028-14945 Daiwa International Holdings Inc. 3 0001513151 028-14429 Daiwa Asset Management Co. Ltd 4 0001512777 028-14427 Daiwa America Strategic Advisors Corp INFORMATION TABLE 2 INFOTABLE.xml ACADIA RLTY TRCOM SH BEN INT004239109381541SHDFND3154115410 ACADIA RLTY TRCOM SH BEN INT004239109300411216721SHOTR3012167210 BANCO BRADESCO S ASP ADR PFD NEW05946030315011500SHDFND311500115000 BANCO BRADESCO S ASP ADR PFD NEW059460303158321216917SHDFND3121691712169170 BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A107325200SHDFND3520052000 BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A1072477398300SHDFND33983003983000 BANCOLOMBIA S ASPON ADR PREF05968L10228500SHDFND35005000 BERKSHIRE HATHAWAY INC DELCL B NEW084670702358132000SHDFND332000320000 BRANDYWINE RLTY TRSH BEN INT NEW105368203574200SHDFND3420042000 BRASKEM S ASP ADR PFD A1055321054300SHDFND33003000 BRASKEM S ASP ADR PFD A105532105129587000SHDFND387000870000 BROWN FORMAN CORPCL B1156372092633900SHDFND3390039000 CABLEVISION SYS CORPCL A NY CABLVS12686C1091116600SHDFND3660066000 CAMDEN PPTY TRSH BEN INT1331311021522200SHDFND3220022000 CAMDEN PPTY TRSH BEN INT133131102967341399108SHOTR3013991080 CARNIVAL CORPPAIRED CTF14365830042212300SHDFND312300123000 CBS CORPNEW CL B12485720290818571SHDFND318571185710 CELANESE CORP DELCOM SER A1508701032465500SHDFND3550055000 CEMEX SAB DE CVSPON ADR NEW151290889535016SHDFND3501650160 CEMEX SAB DE CVSPON ADR NEW15129088915614748SHDFND314748147480 CEMEX SAB DE CVSPON ADR NEW151290889141000SHDFND4,1,2100010000 CENTRAIS ELETRICAS BRASILEIRSPON ADR PFD B15234Q10841000SHDFND3100010000 CHARTER COMMUNICATIONS INCD CL A NEW16117M3051981600SHDFND3160016000 CHESAPEAKE LODGING TRSH BEN INT165240102271300SHDFND3130013000 CHINA LIFE INS CO LTDSPON ADR REP H16939P106144640648SHDFND240648406480 CHINA LIFE INS CO LTDSPON ADR REP H16939P1062968500SHDFND3850085000 CHINA SOUTHN AIRLS LTDSPON ADR CL H169409109552700SHDFND3270027000 CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q502451400SHDFND3140014000 COCA COLA FEMSA S A B DE C VSPON ADR REP L19124110828200SHDFND32002000 COLONIAL PPTYS TRCOM SH BEN INT195872106532200SHDFND3220022000 COMCAST CORP NEWCL A SPL20030N20059114900SHDFND314900149000 COMMONWEALTH REITCOM SH BEN INT203233101733175SHDFND3317531750 COMPANHIA DE BEBIDAS DAS AMESPON ADR PFD20441W2031052800SHDFND3280028000 COMPANHIA DE BEBIDAS DAS AMESPON ADR PFD20441W203328788000SHDFND388000880000 COMPANHIA ENERGETICA DE MINASP ADR N-V PFD204409601222412SHDFND3241224120 COMPANHIA ENERGETICA DE MINASP ADR N-V PFD2044096015881655591SHDFND36555916555910 COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B4075400SHDFND34004000 COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B40755344500SHDFND344500445000 CORPORATE OFFICE PPTYS TRSH BEN INT22002T108592300SHDFND3230023000 CORPORATE OFFICE PPTYS TRSH BEN INT22002T108997743912688SHOTR3039126880 DISCOVERY COMMUNICATNS NEWCOM SER A25470F1042973840SHDFND3384038400 DISCOVERY COMMUNICATNS NEWCOM SER C25470F3021982840SHDFND3284028400 DISNEY WALT COCOM DISNEY254687106423767100SHDFND367100671000 DISNEY WALT COCOM DISNEY2546871062213500SHOTR3035000 EATON VANCE CORPCOM NON VTG2782651031804800SHDFND3480048000 ECOPETROL S ASPONSORED ADS279158109551300SHDFND3130013000 EPR PPTYSCOM SH BEN INT26884U109601200SHDFND3120012000 EQUITY RESIDENTIALSH BEN INT29476L107112119300SHDFND319300193000 EQUITY RESIDENTIALSH BEN INT29476L1074631727977480SHOTR3079774800 FEDERAL REALTY INVT TRSH BEN INT NEW3137472064043900SHDFND3390039000 FEDERAL REALTY INVT TRSH BEN INT NEW3137472062175622098398SHOTR3020983980 FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910683800SHDFND38008000 FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191063303200SHDFND3320032000 FORD MTR CO DELCOM PAR $0.013453708601688109123SHDFND31091231091230 FORD MTR CO DELCOM PAR $0.0134537086027117500SHOTR30175000 GERDAU S ASPON ADR REP PFD373737105223800SHDFND3380038000 GERDAU S ASPON ADR REP PFD3737371055694997200SHDFND39972009972000 GLIMCHER RLTY TRSH BEN INT379302102413800SHDFND3380038000 GLIMCHER RLTY TRSH BEN INT379302102161541479298SHOTR3014792980 GOL LINHAS AEREAS INTLG S ASP ADR REP PFD38045R1073610600SHDFND310600106000 GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A103381500SHDFND3150015000 GPO AEROPORTUARIO DEL PAC SASPON ADR B40050610115300SHDFND33003000 GPO AEROPORTUARIO DEL PAC SASPON ADR B40050610125500SHDFND35005000 GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E20222200SHDFND32002000 GRUPO FINANCIERO SANTANDER MSPON ADR SHS B40053C105282000SHDFND3200020000 HERSHA HOSPITALITY TRSH BEN INT A427825104264600SHDFND3460046000 HERSHA HOSPITALITY TRSH BEN INT A427825104146802602804SHOTR3026028040 HOSPITALITY PPTYS TRCOM SH BEN INT44106M102973700SHDFND3370037000 HSBC HLDGS PLCSPON ADR NEW4042804062464691SHDFND2469146910 INVESTORS REAL ESTATE TRSH BEN INT461730103222600SHDFND3260026000 ISHARES INCMSCI BRAZIL CAPP464286400169938740SHDFND38740387400 ISHARES INCMSCI CDA INDEX4642865095200SHDFND32002000 ISHARES INCMSCI PAC J IDX4642866654100SHDFND31001000 ISHARES INCMSCI UTD KINGD46428669917710000SHDFND310000100000 ISHARES INCMSCI GERMAN46428680637115000SHDFND315000150000 ISHARES INCMSCI MALAYSIA4642868304988320830SHDFND3208303208300 ISHARES TRMSCI EMERG MKT4642872341393600SHDFND3360036000 ISHARES TRJPMORGAN USD4642882811101001SHDFND3100110010 ISHARES TRHIGH YLD CORP46428851388354972200SHDFND39722009722000 ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210618013910SHDFND313910139100 ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106189301465164SHDFND3146516414651640 LASALLE HOTEL PPTYSCOM SH BEN INT517942108622500SHDFND3250025000 LASALLE HOTEL PPTYSCOM SH BEN INT517942108807353268638SHOTR3032686380 LG DISPLAY CO LTDSPONS ADR REP50186V102252100SHDFND3210021000 LIBERTY INTERACTIVE CORP INTCOM SER A53071M10440617650SHDFND317650176500 LIBERTY PPTY TRSH BEN INT5311721043108400SHDFND3840084000 LIBERTY PPTY TRSH BEN INT5311721041281063466080SHOTR3034660800 LYONDELLBASELL INDUSTRIES NSHS - A -N5374510074911300SHDFND311300113000 MCCORMICK & CO INCCOM NON VTG5797802062743900SHDFND3390039000 MOLSON COORS BREWING COCL B60871R2092154500SHDFND3450045000 NEWS CORPCL B65248E20321113700SHDFND313700137000 NIKE INCCL B654106103150323600SHDFND323600236000 NOBLE CORPORATION BAARNAMEN -AKTH5833N1033278700SHDFND3870087000 OI S.A.SPN ADR REP PFD67085120331900SHDFND3190019000 OI S.A.SPN ADR REP PFD670851203877487000SHDFND34870004870000 PENNSYLVANIA RL ESTATE INVTSH BEN INT709102107301600SHDFND3160016000 PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V101886000SHDFND3600060000 PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1019948678600SHDFND36786006786000 POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S105301200SHDFND3120012000 POWERSHARES GLOBAL ETF TRUSTEMER MRKT PORT73936T76349826000SHDFND326000260000 RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT751452202231500SHDFND3150015000 RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220213477867812SHOTR308678120 SELECT INCOME REITCOM SH BEN INT81618T10014500SHDFND35005000 SENIOR HSG PPTYS TRSH BEN INT81721M1091305000SHDFND3500050000 SENIOR HSG PPTYS TRSH BEN INT81721M1091227174732614SHOTR3047326140 SILICONWARE PRECISION INDS LSPONSD ADR SPL827084864162600SHDFND3260026000 SINOPEC SHANGHAI PETROCHEMICSPON ADR H82935M10913400SHDFND34004000 SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351052676600SHDFND3660066000 SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B833635105651600SHDFND3160016000 SPDR DOW JONES INDL AVRG ETFUT SER 178467X109148610000SHDFND310000100000 SPDR S&P 500 ETF TRTR UNIT78462F103182911400SHDFND311400114000 SPRINT NEXTEL CORPCOM SER 185206110062789322SHDFND389322893220 STERLITE INDS INDIA LTDADS859737207366200SHDFND3620062000 TURKCELL ILETISIM HIZMETLERISPON ADR NEW900111204342400SHDFND3240024000 UNITED MICROELECTRONICS CORPSPON ADR NEW9108734052611000SHDFND311000110000 UNITED PARCEL SERVICE INCCL B911312106191122100SHDFND322100221000 UNITED PARCEL SERVICE INCCL B9113121063464000SHOTR3040000 UNITED STATES OIL FUND LPUNITS91232N1081715000SHDFND3500050000 UNIVERSAL HLTH SVCS INCCL B9139031001342000SHOTR3020000 VALE S AADR REPSTG PFD91912E2041058600SHDFND3860086000 VALE S AADR REPSTG PFD91912E20410201838900SHDFND38389008389000 VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285823600SHDFND36006000 VIACOM INCNEW CL B92553P20191013371SHDFND313371133710 VORNADO RLTY TRSH BEN INT9290421097609169SHDFND3916991690 VORNADO RLTY TRSH BEN INT9290421095451146579524SHOTR3065795240 WASHINGTON REAL ESTATE INVTSH BEN INT939653101481800SHDFND3180018000 WEINGARTEN RLTY INVSSH BEN INT948741103923000SHDFND3300030000 WEINGARTEN RLTY INVSSH BEN INT9487411031824915930801SHOTR3059308010 WINTHROP RLTY TRSH BEN INT NEW9763913009760SHDFND37607600 WIPRO LTDSPON ADR 1 SH97651M109162196SHDFND3219621960***ERROR:MISSING******MISSING***739363AF615320000PRNDFND4,1,2532000053200000***ERROR:MISSING******MISSING***983919AF857234000000PRNDFND4,1,24000000400000003MCOM88579Y101217619900SHDFND319900199000ABBOTTCOM002824100162946700SHDFND346700467000ABBVIECOM00287Y109200148400SHDFND348400484000ABBVIECOM00287Y1091984800SHOTR3048000ACCENTURE PLC IRELANDCLASS AG1151C101140319500SHDFND319500195000ACCENTURE PLC IRELANDCLASS AG1151C101721000SHOTR3010000ACESHSH0023R10591310200SHDFND310200102000ACTAVISCOM00507K1034673700SHDFND3370037000ACTIVISION BLIZZARDCOM00507V10921415000SHDFND315000150000ADOBE SYSCOM00724F10170215400SHDFND315400154000ADVANCE AUTO PARTSCOM00751Y1062072550SHDFND3255025500ADVANCED SEMICONDUCTOR ENGRADR00756M404225400SHDFND3540054000AESCOM00130H10522518800SHDFND318800188000AETNA INCCOM00817Y10872911473SHDFND311473114730AFFILIATED MANAGERSCOM0082521082301400SHDFND3140014000AFLACCOM00105510281414000SHDFND314000140000AGCOCOM0010841021663300SHDFND3330033000AGILENT TECHNOLOGIESCOM00846U10146610890SHDFND310890108900AGNICO EAGLE MINESCOM00847410882630000SHDFND330000300000AGREE REALTYCOM0084921009300SHDFND33003000AIR PRODS & CHEMSCOM0091581065956500SHDFND3650065000AIRGASCOM0093631022102200SHDFND3220022000AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD0989700000PRNDFND1,27000007000000AKAMAI TECHNOLOGIESCOM00971T1012135000SHDFND3500050000ALBEMARLECOM0126531011372200SHDFND3220022000ALCOACOM01381710124331100SHDFND331100311000ALEXANDRIA REAL ESTATE EQCOM0152711091251900SHDFND3190019000ALEXANDRIA REAL ESTATE EQCOM0152711091120791705404SHOTR3017054040ALEXION PHARMACEUTICALSCOM0153511095816300SHDFND3630063000ALLEGHANY CORPCOM017175100153400SHDFND34004000ALLERGANCOM0184901027679100SHDFND3910091000ALLIANCE DATA SYSTEMSCOM0185811082721500SHDFND3150015000ALLIANT ENERGYCOM0188021081923800SHDFND3380038000ALLSTATECOM02000210171714900SHDFND314900149000ALTERACOM0214411003279900SHDFND3990099000ALTRIA GROUPCOM02209S10316214463400SHDFND34634004634000ALUMINUM CORP CHINA LTD SPON ADRSHS022276109232900SHDFND3290029000AMAZON COMCOM023135106311011200SHDFND311200112000AMERENCOM0236081022657700SHDFND3770077000AMERESCOCL A02361E10860867500SHDFND367500675000AMERICA MOVIL SAB DE CV SPON ADRSHS02364W1051135200SHDFND3520052000AMERICA MOVIL SAB DE CV SPON ADRSHS02364W10560527800SHDFND327800278000AMERICAN ASSETS TRCOM02401310428900SHDFND39009000AMERICAN ASSETS TRCOM02401310413869449416SHOTR304494160AMERICAN CAMPUS CMNTYSCOM0248351001132768SHDFND3276827680AMERICAN CAMPUS CMNTYSCOM02483510027926686810SHOTR306868100AMERICAN CAPITAL AGENCYCOM02503X10527812100SHDFND312100121000AMERICAN ELEC PWRCOM02553710169415500SHDFND315500155000AMERICAN EXPRESSCOM02581610910104135150SHDFND31351501351500AMERICAN EXPRESSCOM0258161091792400SHOTR3024000AMERICAN INTL GROUPCOM NEW026874784193543292SHDFND343292432920AMERICAN INTL GROUPCOM NEW0268747845096114000SHOTR301140000AMERICAN RLTY CAP PPTYSCOM02917T104644200SHDFND3420042000AMERICAN TOWER CORPCOM03027X10091512500SHDFND312500125000AMERICAN WTR WKS CO INCCOM03042010360214600SHDFND314600146000AMERIPRISE FINLCOM03076C1064986160SHDFND3616061600AMERIPRISE FINLCOM03076C1063564400SHOTR3044000AMERISOURCEBERGENCOM03073E1054137400SHDFND3740074000AMETEK INCCOM0311001003267700SHDFND3770077000AMGENCOM031162100225922900SHDFND322900229000AMPHENOL CORPCL A0320951013905000SHDFND3500050000ANADARKO PETECOM032511107134115600SHDFND315600156000ANALOG DEVICESCOM0326541054429800SHDFND3980098000ANGLOGOLD ASHANTI LTDADR035128206332300SHDFND3230023000ANNALY CAP MGMTCOM03571040935228000SHDFND328000280000ANSYSCOM03662Q1051682300SHDFND3230023000AON PLCCL AG0408V1026059400SHDFND3940094000APACHECOM037411105100712010SHDFND312010120100APACHECOM0374111051251500SHDFND4,1,2150015000APACHECOM0374111051591900SHOTR3019000APARTMENT INVT & MGMTCL A03748R1011173892SHDFND3389238920APARTMENT INVT & MGMTCL A03748R1011831176095787SHOTR3060957870APPLECOM0378331001130128500SHDFND328500285000APPLECOM0378331004861225SHOTR3012250APPLIED MATLSCOM03822210576151000SHDFND351000510000APPLIED MATLSCOM03822210512343827300SHOTR308273000ARCELORMITTAL SA LUXEMBOURGNOTE 5.000% 5/103938LAK033743300000PRNDFND2337433000000ARCH CAP GROUPORDG0450A1052474800SHDFND3480048000ARCHER DANIELS MIDLANDCOM03948310269220400SHDFND320400204000ARES CAP CORPNOTE 4.875% 3/104010LAG825462414000PRNDFND1,2241400024140000ARROW ELECTRSCOM0427351001433600SHDFND3360036000ASHFORD HOSPITALITY TR INCSHS044103109191700SHDFND3170017000ASHLAND INCCOM0442091041341600SHDFND3160016000ASSOCIATED ESTATES RLTYCOM045604105211300SHDFND3130013000ASSURANTCOM04621X1081322600SHDFND3260026000AT&TCOM00206R1026110172595SHDFND31725951725950AT&TCOM00206R10235410000SHOTR30100000AU OPTRONICS CORPADR002255107133800SHDFND3380038000AUTODESKCOM0527691062517400SHDFND3740074000AUTOLIVCOM0528001092483200SHDFND3320032000AUTOMATIC DATA PROCESSINGCOM053015103100514600SHDFND314600146000AUTOZONECOM0533321024661100SHDFND3110011000AUXILIUM PHARMACEUTICALS INCNOTE 1.500% 7/105334DAA527862900000PRNDFND1,2290000029000000AVAGO TECHNOLOGIESSHSY0486S1043148400SHDFND3840084000AVALONBAY CMNTYSCOM0534841019136769SHDFND3676967690AVALONBAY CMNTYSCOM0534841011648171221684SHOTR3012216840AVERY DENNISONCOM0536111091283000SHDFND3300030000AVNETCOM0538071031313900SHDFND3390039000AVON PRODSCOM05430310282039000SHDFND339000390000AXIS CAPITAL HOLDINGSSHSG0692U1091743800SHDFND3380038000B/E AEROSPACECOM0733021015939400SHDFND3940094000BAKER HUGHESCOM05722410764113904SHDFND313904139040BALLCOM0584981061704100SHDFND3410041000BANCO DE CHILEADR059520106901030SHDFND3103010300BANCO SANTANDER CHILE NEW SP ADRCOM05965X10922900SHDFND39009000BANK NEW YORK MELLONCOM0640581005870209271SHDFND32092712092710BANK OF AMERICACOM0605051044222328314SHDFND33283143283140BANK OF AMERICACOM06050510421917000SHOTR30170000BARD C RCOM0673831092502300SHDFND3230023000BAXTER INTLCOM071813109153122100SHDFND322100221000BB&TCOM05493710773521700SHDFND321700217000BEAMCOM0737301033094900SHDFND3490049000BECTON DICKINSON &COM0758871098708800SHDFND3880088000BED BATH & BEYONDCOM0758961004906900SHDFND3690069000BERKLEY W RCOM0844231021724200SHDFND3420042000BEST BUYCOM08651610148917920SHDFND17920179200BEST BUYCOM0865161012218100SHDFND3810081000BGC PARTNERS INCNOTE 4.500% 7/105541TAD314611447000PRNDFND1,2144700014470000BIOGEN IDECCOM09062X10315347130SHDFND3713071300BIOMARIN PHARMACEUTICALCOM09061G1012123800SHDFND3380038000BIOMED REALTY TRUSTCOM09063H107994900SHDFND3490049000BIOMED REALTY TRUSTCOM09063H107598102956487SHOTR3029564870BLACKROCKCOM09247X10111044300SHDFND3430043000BLACKROCKCOM09247X101205800SHOTR308000BLOCK H & RCOM0936711052087500SHDFND3750075000BLOUNT INTL INCCOM09518010522419000SHDFND4,1,219000190000BMC SOFTWARECOM0559211001763900SHDFND3390039000BOEINGCOM097023105224321900SHDFND321900219000BOEINGCOM097023105302229500SHOTR30295000BORGWARNERCOM0997241062843300SHDFND3330033000BOSTON PROPERTIESCOM1011211019398900SHDFND3890089000BOSTON PROPERTIESCOM1011211012459952332366SHOTR3023323660BOSTON SCIENTIFICCOM10113710736939847SHDFND339847398470BOTTOMLINE TECH DEL INCNOTE 1.500%12/0101388AA431142925000PRNDFND1,2292500029250000BRE PROPERTIESCL A05564E1061002000SHDFND3200020000BRE PROPERTIESCL A05564E1061364162727223SHOTR3027272230BRF SAADR10552T107592700SHDFND3270027000BRF SAADR10552T10711100511300SHDFND35113005113000BRISTOL MYERS SQUIBBCOM1101221087789174300SHDFND31743001743000BROADCOMCL A11132010754216050SHDFND316050160500BUNGECOMG169621053334700SHDFND3470047000C H ROBINSON WORLDWIDECOM NEW12541W2092875100SHDFND3510051000CACOM12673P10530610705SHDFND310705107050CABOT OIL & GASCOM1270971034906900SHDFND3690069000CACI INTL INCNOTE 2.125% 5/0127190AD865745498000PRNDFND4,1,2549800054980000CALPINECOM NEW1313473041959200SHDFND3920092000CAMERON INTERNATIONALCOM13342B1054837900SHDFND3790079000CAMPBELL SOUPCOM134429109413992400SHDFND392400924000CAMPUS CREST CMNTYSCOM13466Y105181600SHDFND3160016000CAPITAL ONE FINLCOM14040H105107717154SHDFND317154171540CAPLEASECOM140288101202400SHDFND3240024000CARDINAL HEALTHCOM14149Y10848610300SHDFND310300103000CAREFUSIONCOM14170T1012897850SHDFND3785078500CARMAXCOM1431301023196900SHDFND3690069000CARMAXCOM143130102277060000SHOTR30600000CATERPILLAR INCCOM149123101209525400SHDFND325400254000CBL & ASSOC PPTYSCOM124830100934355SHDFND3435543550CBRE GROUPCL A12504L1092209400SHDFND3940094000CEDAR REALTY TRUSTCOM NEW15060220981600SHDFND3160016000CELGENECOM151020104152113000SHDFND313000130000CENCOSUD S ASPONSORED ADS15132H101241600SHDFND3160016000CENTERPOINT ENERGYCOM15189T10731013200SHDFND313200132000CENTRAIS ELETRICAS BRASILEIRADR15234Q20731200SHDFND3120012000CENTURYLINKCOM1567001064503127379SHDFND31273791273790CERNERCOM1567821042114400SHDFND3440044000CF INDS HLDGSCOM1252691003261900SHDFND3190019000CHART INDS INCNOTE 2.000% 8/016115QAC490506000000PRNDFND4,1,2600000060000000CHATHAM LODGINGCOM16208T1029500SHDFND35005000CHEMED CORPCOM16359R10314200SHDFND1,22002000CHESAPEAKE ENERGYCOM16516710735917600SHDFND317600176000CHEVRON 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ELECCOM291011104155428500SHDFND328500285000EMPRESA NACIONAL DE ELCTRCIDADR29244T10122500SHDFND35005000ENERGENCOM29265N1081102100SHDFND3210021000ENERGIZER HLDGSCOM29266R1081911900SHDFND3190019000ENERNOCCOM29276410718614000SHDFND314000140000ENERSIS S AADR29274F104281700SHDFND3170017000ENERSIS S AADR29274F104875300SHDFND3530053000ENPRO INDS INCDBCV 3.938%10/129355XAB3102946500000PRNDFND4,1,2650000065000000ENSCO PLCCLASS AG3157S1064427600SHDFND3760076000ENTERGY CORPCOM29364G1033625200SHDFND3520052000EOG RESCOM26875P10110808200SHDFND3820082000EPR PPTYSCONV PFD 9% SR E26884U307642000SHOTR3020000EQTCOM26884L1093734700SHDFND3470047000EQUIFAXCOM2944291051773000SHDFND3300030000EQUINIXCOM NEW29444U5022771500SHDFND3150015000EQUITYCOM294752100381700SHDFND3170017000EQUITY LIFESTYLE PPTYSCOM29472R108791000SHDFND3100010000EQUITY LIFESTYLE PPTYSCOM29472R10813445171081SHOTR301710810ESSEX PPTY TRCOM2971781051591000SHDFND3100010000ESSEX PPTY TRCOM2971781051731621089618SHOTR3010896180EVEREST RE 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WKSCOM452308109460066500SHOTR30665000ILLUMINACOM452327109341SHDFND1,241410ILLUMINACOM4523271092693600SHDFND3360036000INFOSYS LTDADR456788108822000SHDFND3200020000INFOSYS LTDADR456788108152437000SHDFND337000370000INGERSOLL-RANDSHSG477911015029044SHDFND3904490440INLAND REAL ESTATECOM NEW457461200222200SHDFND3220022000INTEGRYS ENERGY GROUPCOM45822P1051292200SHDFND3220022000INTELCOM4581401003671151500SHDFND31515001515000INTELCOM45814010013632562600SHOTR305626000INTERCONTINENTALEXCHANGECOM45865V1003912200SHDFND3220022000INTERNATIONALCOM4595061011502000SHDFND3200020000INTERNATIONALCOM459506101125516700SHOTR30167000INTERNATIONAL BUSINESSCOM45920010119856103900SHDFND31039001039000INTERNATIONAL BUSINESSCOM4592001013631900SHOTR3019000INTERNATIONAL GAMECOM4599021021458700SHDFND3870087000INTERPUBLIC GROUP COSCOM46069010016411300SHDFND311300113000INTERXION HOLDINGSHSN47279109652500SHDFND3250025000INTL PAPERCOM4601461036540147600SHDFND31476001476000INTUITCOM4612021035438900SHDFND3890089000INTUITIVE SURGICALCOM NEW46120E6026071200SHDFND3120012000INVESCOSHSG491BT10843713750SHDFND313750137500IRON MTNCOM4628461061304877SHDFND3487748770ISTAR FINL INCNOTE 3.000%11/145031UBR112821075000PRNDFND1,2107500010750000ITC HLDGSCOM4656851055205700SHDFND3570057000ITRONCOM4657411064209900SHDFND3990099000JACOBS ENGR GROUP INCCOM4698141072704900SHDFND3490049000JAKKS PACCOM47012E10611750SHDFND4,1,27507500JAKKS PACCOM47012E1065750SHDFND4,1,27507500JAKKS PAC INCNOTE 4.500%11/047012EAD824212410000PRNDFND4,1,2241000024100000JAMES RIVER COALCOM NEW47035520729500SHDFND4,1,25005000JAMES RIVER COAL CONOTE 3.125% 3/1470355AH115536612000PRNDFND4,1,2661200066120000JEFFERIES GROUP INC NEWDBCV 3.875%11/0472319AG7164153000PRNDFND1,21530001530000JETBLUE AIRWAYSCOM477143101265267SHDFND4,1,2526752670JETBLUE AIRWAYS CORPDBCV 6.750%10/1477143AF8128139113000PRNDFND4,1,2911300091130000JOHNSON &COM478160104753087700SHDFND387700877000JOHNSON &COM4781601041802100SHOTR3021000JOHNSON CTLSCOM47836610775521100SHDFND321100211000JOY GLOBALCOM4811651081503100SHDFND3310031000JOY GLOBALCOM4811651081212500SHDFND4,1,2250025000JPMORGAN CHASE &COM46625H10020441387220SHDFND33872203872200JPMORGAN CHASE &COM46625H1006229118000SHOTR301180000JUNIPER NETWORKSCOM48203R10429215100SHDFND315100151000KANSAS CITYCOM NEW4851703023713500SHDFND3350035000KB FINANCIAL GROUP INCADR48241A1051966600SHDFND3660066000KBRCOM48242W1061504600SHDFND3460046000KELLOGGCOM4878361085208100SHDFND3810081000KEYCORPCOM49326710833730500SHDFND330500305000KILROY RLTYCOM49427F1081062000SHDFND3200020000KILROY RLTYCOM49427F1081968983714365SHOTR3037143650KIMBERLY CLARKCOM494368103111711500SHDFND311500115000KIMCO RLTYCOM49446R10954225300SHDFND325300253000KIMCO RLTYCOM49446R10934635916162358SHOTR30161623580KINDER MORGAN INCCOM49456B10179420800SHDFND320800208000KINDER MORGAN MANAGEMENTSHS49455U1002342803SHDFND3280328030KITE RLTY GROUPCOM49803T102132100SHDFND3210021000KLA-TENCORCOM4824801002905200SHDFND3520052000KOHLSCOM5002551043186300SHDFND3630063000KOREA ELECTRIC PWRADR500631106938200SHDFND3820082000KRAFT FOODS GROUPCOM50076Q10699517803SHDFND317803178030KROGERCOM50104410153215400SHDFND315400154000KT CORPADR48268K101161000SHDFND3100010000L BRANDSCOM5017971043697500SHDFND3750075000L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW71018710000000PRNDFND4,1,210000000100000000L-3 COMMUNICATIONS HLDGSCOM5024241042833300SHDFND3330033000L-3 COMMUNICATIONS HLDGSCOM5024241042663100SHOTR3031000LABORATORY CORP AMERCOM NEW50540R4092702700SHDFND3270027000LABORATORY CORP AMERCOM NEW50540R40910350103400SHOTR301034000LAM RESEARCHCOM5128071082395400SHDFND3540054000LAS VEGAS SANDSCOM51783410766712600SHDFND312600126000LATAM AIRLS GROUP S AADR51817R106372200SHDFND3220022000LATAM AIRLS GROUP S AADR51817R1061478700SHDFND3870087000LAUDER ESTEE COSCL A51843910468010340SHDFND310340103400LEGG MASONCOM5249011051294150SHDFND3415041500LEGGETT & PLATTCOM5246601071555000SHDFND3500050000LENNARCL A5260571041413900SHDFND3390039000LEUCADIA NATLCOM52728810427310400SHDFND310400104000LEVEL 3 COMMUNICATIONSCOM NEW52729N308914300SHDFND3430043000LEXINGTON REALTYCOM529043101584946SHDFND3494649460LIBERTY MEDIA CORPCL A5312291023682900SHDFND3290029000LIFE TECHNOLOGIESCOM53217V1093895263SHDFND3526352630LILLY ELI &COM532457108153331200SHDFND331200312000LINCOLN NATL CORPCOM5341871093018249SHDFND3824982490LINEAR TECHNOLOGYCOM5356781062627100SHDFND3710071000LINEAR TECHNOLOGYCOM5356781063411000SHDFND4,1,2100010000LINEAR TECHNOLOGY CORPNOTE 3.000% 5/0535678AC089158519000PRNDFND4,1,2851900085190000LINKEDIN CORPCL A53578A1084812700SHDFND3270027000LIQUIDITY SERVICESCOM53635B107421200SHDFND3120012000LIVE NATION ENTERTAINMENTCOM5380341096798438600SHOTR304386000LKQCOM5018892081887300SHDFND3730073000LOCKHEED MARTINCOM5398301099338600SHDFND3860086000LOEWSCOM5404241084359800SHDFND3980098000LORILLARDCOM54414710151511800SHDFND311800118000LOWES COSCOM54866110713980341800SHDFND33418003418000LSICOM50216110212517500SHDFND317500175000LTC PPTYSCOM50217510235900SHDFND39009000LULULEMON ATHLETICACOM5500211091973000SHDFND3300030000M & T BKCOM55261F104508545500SHDFND345500455000MACERICHCOM5543821015098345SHDFND3834583450MACERICHCOM5543821012107813457126SHOTR3034571260MACK CALI RLTYCOM554489104542200SHDFND3220022000MACK CALI RLTYCOM5544891041136144639193SHOTR3046391930MACYSCOM55616P10469114398SHDFND314398143980MANPOWERGROUPCOM56418H1002414400SHDFND3440044000MANULIFE FINLCOM56501R10624514600SHDFND14600146000MARATHON OILCOM56584910674321500SHDFND321500215000MARATHON PETECOM56585A10272110150SHDFND310150101500MARATHON PETECOM56585A1021281800SHOTR3018000MARRIOTT INTL INCCL A5719032023368317SHDFND3831783170MARSH & MCLENNAN COSCOM57174810265916500SHDFND316500165000MARTIN MARIETTA MATLSCOM5732841061281300SHDFND3130013000MARVELL TECHNOLOGY GROUPORDG5876H10522619300SHDFND319300193000MASCOCOM57459910633517200SHDFND17200172000MASCOCOM57459910622811700SHDFND311700117000MASTECCOM57632310938511700SHDFND311700117000MASTERCARDCL A57636Q10418383200SHDFND3320032000MASTERCARDCL A57636Q1041319122960SHOTR30229600MATTELCOM57708110248010600SHDFND310600106000MAXIM INTEGRATED PRODSCOM57772K1012539100SHDFND3910091000MCDONALDSCOM580135101301030400SHDFND330400304000MCDONALDSCOM5801351013763800SHOTR3038000MCGRAW HILL FINLCOM5806451094318100SHDFND3810081000MCKESSONCOM58155Q1038597500SHDFND3750075000MDU RES GROUPCOM5526901092057900SHDFND3790079000MEAD JOHNSON NUTRITIONCOM5828391064996300SHDFND3630063000MEADWESTVACOCOM5833341071985800SHDFND3580058000MECHEL OAOADR58384010382700SHDFND3270027000MEDICAL PPTYS TRUSTCOM58463J304574000SHDFND3400040000MEDTRONICCOM585055106160631200SHDFND331200312000MERCK & CO INCCOM58933Y105422590958SHDFND390958909580MERCK & CO INCCOM58933Y1053537600SHOTR3076000MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR312771179000PRNDFND1,2117900011790000METLIFECOM59156R108128628100SHDFND328100281000MGM RESORTSCOM55295310117311700SHDFND311700117000MICROCHIP TECHNOLOGYCOM59501710458915800SHDFND315800158000MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB01596011000000PRNDFND4,1,211000000110000000MICRON TECHNOLOGYCOM59511210346632500SHDFND332500325000MICRON TECHNOLOGY INCNOTE 1.500% 8/0595112AQ643722850000PRNDFND4,1,2285000028500000MICROSOFTCOM5949181048374242400SHDFND32424002424000MICROSOFTCOM59491810444913000SHOTR30130000MID-AMER APT CMNTYSCOM59522J103811200SHDFND3120012000MOBILE TELESYSTEMS OJSCADR60740910926313900SHDFND313900139000MOBILE TELESYSTEMS OJSCADR6074091092519133000SHOTR301330000MOHAWK INDSCOM6081901042362100SHDFND3210021000MOLYCORP INCCOM608753109821132500SHDFND4,1,21325001325000MOLYCORP INC DELNOTE 6.000% 9/0608753AF67701000000PRNDFND4,1,2100000010000000MONDELEZ INTLCL A609207105159255811SHDFND355811558110MONMOUTH REAL ESTATE INVTCL A609720107111100SHDFND3110011000MONSANTO COCOM61166W101160116206SHDFND316206162060MONSTER BEVERAGECOM6117401012864700SHDFND3470047000MOODYSCOM6153691053906400SHDFND3640064000MORGANCOM NEW617446448110245100SHDFND345100451000MOSAIC COCOM61945C1034909100SHDFND3910091000MOTOROLA SOLUTIONSCOM NEW6200763074748213SHDFND3821382130MPG OFFICE TRCOM55327410141200SHDFND3120012000MURPHY OILCOM6267171023716100SHDFND3610061000MYLANCOM62853010736911900SHDFND311900119000NABORS INDUSTRIESSHSG6359F10317311300SHDFND311300113000NASDAQ OMX GROUPCOM6311031081775400SHDFND3540054000NATIONAL HEALTH INVSCOM63633D10442700SHDFND37007000NATIONAL OILWELL VARCOCOM63707110189813033SHDFND313033130330NATIONAL OILWELL VARCOCOM63707110111892172600SHOTR301726000NATIONAL RETAIL PPTYSCOM6374171061103200SHDFND3320032000NATIONAL RETAIL PPTYSCOM6374171061132063290882SHOTR3032908820NATIONAL RETAIL PPTYS INCNOTE 5.125% 6/1637417AC01924714272000PRNDFND4,1,214272000142720000NETAPPCOM64110D10442311200SHDFND311200112000NETFLIXCOM64110L1063171500SHDFND3150015000NETFLIXCOM64110L1065150SHDFND4,1,250500NEW YORK CMNTY BANCORPCOM64944510318112900SHDFND312900129000NEWELL RUBBERMAIDCOM6512291062449300SHDFND3930093000NEWMONT MININGCOM651639106146248800SHDFND348800488000NEWMONT MININGCOM6516391061444800SHOTR3048000NEWPARK RES INCNOTE 4.000%10/0651718AC263894991000PRNDFND4,1,2499100049910000NEWSCL A65248E10471646950SHDFND346950469500NEXTERA ENERGYCOM65339F101102712600SHDFND312600126000NEXTERA ENERGYCOM65339F1012693300SHOTR3033000NIELSEN HOLDINGS NCOMN632181061855500SHDFND3550055000NISOURCECOM65473P1052699400SHDFND3940094000NOBLE ENERGYCOM655044105584897400SHDFND397400974000NORDSTROMCOM6556641003245400SHDFND3540054000NORDSTROMCOM6556641001863100SHOTR3031000NORFOLK SOUTHERNCOM6558441087059700SHDFND3970097000NORFOLK SOUTHERNCOM6558441081742400SHOTR3024000NORTHEASTCOM66439710645310780SHDFND310780107800NORTHERN TRCOM6658591044237300SHDFND3730073000NORTHROP GRUMMANCOM6668071025386500SHDFND3650065000NOVELLUS SYS INCNOTE 2.625% 5/1670008AD380155693000PRNDFND1,2569300056930000NRG ENERGYCOM NEW62937750831011600SHDFND311600116000NUANCE COMMUNICATIONSCOM67020Y1001498100SHDFND3810081000NUCORCOM67034610546410700SHDFND310700107000NVIDIACOM67066G10425518150SHDFND318150181500NYSECOM6294911012736600SHDFND3660066000O REILLY AUTOMOTIVE INCCOM67103H1074283800SHDFND3380038000OCCIDENTAL PETE CORPCOM674599105217724400SHDFND324400244000OCCIDENTAL PETE CORPCOM6745991052773100SHOTR3031000OCEANEERING INTLCOM6752321021952700SHDFND3270027000OGE ENERGYCOM670837103752200SHDFND3220022000OMEGA HEALTHCARE INVSCOM681936100933000SHDFND3300030000OMNICARECOM6819041081623400SHDFND3340034000OMNICARE INCNOTE 3.750%12/1681904AN837062000000PRNDFND4,1,2200000020000000OMNICOM GROUPCOM6819191065288400SHDFND3840084000ON SEMICONDUCTORCOM68218910549861739SHDFND1,261739617390ON SEMICONDUCTORCOM68218910525932000SHDFND332000320000ONE LIBERTY PPTYSCOM6824061037300SHDFND33003000ONEOK INCCOM6826801032736600SHDFND3660066000ONYX PHARMACEUTICALSCOM6833991091391600SHDFND3160016000ORACLECOM68389X1053583116683SHDFND31166831166830ORACLECOM68389X10518561604400SHOTR306044000ORMAT TECHNOLOGIESCOM6866881022028600SHDFND3860086000OWENS CORNINGCOM690742101114129200SHDFND329200292000OWENS CORNINGCOM6907421011684300SHOTR3043000OWENS ILLCOM NEW6907684031836600SHDFND3660066000P T TELEKOMUNIKASI INDONESIAADR71568410638900SHDFND39009000PACCARCOM69371810854910237SHDFND310237102370PALLCOM6964293072393600SHDFND3360036000PARKER HANNIFINCOM7010941044204400SHDFND3440044000PARKWAY PPTYSCOM70159Q104181100SHDFND3110011000PARTNERRECOMG6852T1051631800SHDFND3180018000PATTERSON COMPANIESCOM7033951031203200SHDFND3320032000PAYCHEXCOM7043261073549700SHDFND3970097000PEABODY ENERGYCOM7045491041419600SHDFND3960096000PEBBLEBROOK HOTELCOM70509V100441700SHDFND3170017000PEBBLEBROOK HOTELCOM70509V100182970772SHOTR30707720PENN NATL GAMINGCOM707569109494893500SHOTR30935000PENNEY J CCOM708160106945500SHDFND3550055000PENTAIRSHSH6169Q1083916780SHDFND3678067800PEOPLES UNITED FINANCIALCOM71270410522214900SHDFND314900149000PEPCO HOLDINGSCOM7132911021296400SHDFND3640064000PEPSICOCOM713448108381846685SHDFND346685466850PEPSICOCOM7134481082863500SHOTR3035000PERRIGOCOM7142901033392800SHDFND3280028000PETROCHINA CO LTD SPONSOREDADR71646E10027251SHDFND22512510PETROCHINA CO LTD SPONSOREDADR71646E1001221100SHDFND3110011000PETROLEO BRASILEIRO SA PETROADR71654V408584300SHDFND3430043000PETROLEO BRASILEIRO SA PETROADR71654V4088301619000SHDFND36190006190000PETSMARTCOM7167681062143200SHDFND3320032000PFIZERCOM71708110318734668821SHDFND36688216688210PFIZERCOM71708110337513400SHOTR30134000PG&ECOM69331C10863113800SHDFND313800138000PHH CORPNOTE 4.000% 9/0693320AN320131905000PRNDFND1,2190500019050000PHILIP MORRIS INTLCOM718172109434050100SHDFND350100501000PHILIP MORRIS INTLCOM7181721094425100SHOTR3051000PHILIPPINE LONG DISTANCE TELADR7182526046249200SHDFND3920092000PHILLIPSCOM718546104463378650SHDFND378650786500PIEDMONT OFFICE REALTY TR INCL A720190206794400SHDFND3440044000PINNACLE WEST CAPCOM7234841011502700SHDFND3270027000PIONEER NAT RESCOM7237871076084200SHDFND3420042000PLUM CREEK TIMBER COCOM7292511082385100SHDFND3510051000PNC FINL SVCS GROUPCOM693475105116615996SHDFND315996159960POLARIS INDSCOM7310681021621700SHDFND3170017000POLYPORE INTLCOM73179V1032105200SHDFND3520052000POSCOADR6934831093124800SHDFND3480048000POST PPTYSCOM737464107741500SHDFND3150015000PPG INDSCOM6935061076444400SHDFND3440044000PPLCOM69351T10655118200SHDFND318200182000PRAXAIRCOM74005P10410369000SHDFND3900090000PRECISION CASTPARTSCOM7401891059944400SHDFND3440044000PRICE T ROWE GROUPCOM74144T1086308600SHDFND3860086000PRICELINE COMCOM NEW74150340314881800SHDFND3180018000PRINCIPAL FINL GROUPCOM74251V1027475199600SHDFND31996001996000PROASSURANCECOM74267C1061362600SHOTR3026000PROCTER & GAMBLECOM742718109643283537SHDFND383537835370PROCTER & GAMBLECOM7427181092693500SHOTR3035000PROGRESSIVE CORPCOM74331510345217800SHDFND317800178000PROLOGISCOM74340W103214256800SHDFND1,256800568000PROLOGISCOM74340W103107828584SHDFND328584285840PROLOGISCOM74340W103122532500SHDFND4,1,232500325000PROLOGISCOM74340W10365497517364125SHOTR30173641250PROLOGISNOTE 3.250% 3/1743410AY828562497000PRNDFND4,1,2249700024970000PRUDENTIAL FINLCOM7443201027303100000SHDFND31000001000000PRUDENTIAL FINLCOM7443201023584900SHOTR3049000PS BUSINESS PKS INCCOM69360J10736500SHDFND35005000PS BUSINESS PKS INCCOM69360J1074896769SHOTR3067690PUBLICCOM74460D10912888400SHDFND3840084000PUBLICCOM74460D1095691193711725SHOTR3037117250PUBLIC SVC ENTERPRISECOM74457310652916200SHDFND316200162000PULTE GROUPCOM7458671011568200SHDFND3820082000PVHCOM6936561003252600SHDFND3260026000QEP RESCOM74733V1001425100SHDFND3510051000QIAGEN NVSHSN724821071457308SHDFND2730873080QUALCOMMCOM747525103331754300SHDFND354300543000QUALCOMMCOM7475251032754500SHOTR3045000QUANTA SVCSCOM74762E10260923000SHDFND323000230000QUEST DIAGNOSTICSCOM74834L1002734500SHDFND3450045000QUEST DIAGNOSTICSCOM74834L1001392300SHOTR3023000RACKSPACE HOSTINGCOM7500861001253300SHDFND3330033000RALPH LAURENCL A7512121013131800SHDFND3180018000RANGE RESCOM75281A1094025200SHDFND3520052000RAYONIERCOM7549071031833300SHDFND3330033000RAYTHEONCOM NEW7551115076559900SHDFND3990099000REALTY INCOMECOM7561091044139850SHDFND3985098500REALTY INCOMECOM7561091041636363903525SHOTR3039035250RED HATCOM7565771022735700SHDFND3570057000REGENCY CTRSCOM7588491033206300SHDFND3630063000REGENCY CTRSCOM7588491032602825122659SHOTR3051226590REGENERONCOM75886F1074952200SHDFND3220022000REGIONS FINL CORPCOM7591EP10040742735SHDFND342735427350RENAISSANCERE HOLDINGSCOMG7496G1031391600SHDFND3160016000REPUBLIC SVCSCOM7607591002958700SHDFND3870087000REPUBLIC SVCSCOM7607591001875500SHOTR3055000RESMEDCOM7611521071623600SHDFND3360036000RETAIL OPPORTUNITY INVTSCOM76131N101191400SHDFND3140014000RETAIL PPTYS AMERCL A76131V20211800SHDFND38008000RETAIL PPTYS AMERCL A76131V2027500525200SHOTR305252000REYNOLDS AMERICANCOM76171310649810300SHDFND310300103000RLJ LODGINGCOM74965L101723200SHDFND3320032000RLJ LODGINGCOM74965L1011160875161715SHOTR3051617150ROBERT HALF INTLCOM7703231031464400SHDFND3440044000ROCK-TENNCL A7727392072302300SHDFND3230023000ROCKWELL AUTOMATIONCOM7739031093744500SHDFND3450045000ROCKWELL COLLINSCOM7743411013044800SHDFND3480048000ROCKWOOD HLDGSCOM7744151032754300SHDFND3430043000ROPER INDS INCCOM7766961063853100SHDFND3310031000ROSS STORESCOM7782961034346700SHDFND3670067000ROSS STORESCOM778296103971500SHOTR3015000ROUSE PPTYSCOM77928710114707SHDFND37077070ROWAN COMPANIES PLCCL AG7665A1011745100SHDFND3510051000ROYAL CARIBBEAN CRUISESCOMV7780T1031905700SHDFND3570057000RTI INTL METALSCOM74973W10739614300SHDFND314300143000RYMAN HOSPITALITY PPTYSCOM78377T107551400SHDFND3140014000SABRA HEALTH CARE REITCOM78573L106261000SHDFND3100010000SAFEWAYCOM NEW7865142081687100SHDFND3710071000SAICCOM78390X10116912100SHDFND312100121000SALESFORCE COMCOM79466L30264917000SHDFND317000170000SALIX PHARMACEUTICALSCOM79543510626400SHDFND1,24004000SANDISKCOM80004C1014467300SHDFND3730073000SASOL LTDADR803866300821900SHDFND3190019000SAUL CTRSCOM80439510113300SHDFND33003000SBA COMMUNICATIONSCOM78388J10685211500SHDFND311500115000SCANA CORPCOM80589M1021523100SHDFND3310031000SCHEIN HENRYCOM8064071022582700SHDFND3270027000SCHLUMBERGERCOM806857108291840717SHDFND340717407170SCHLUMBERGERCOM8068571081862600SHOTR3026000SCHWAB CHARLES CORPCOM80851310571133500SHDFND333500335000SCRIPPS NETWORKS INTERACT IN CLCOM8110651011802700SHDFND3270027000SEADRILLSHSG7945E1051914700SHDFND3470047000SEAGATE TECHNOLOGYSHSG7945M10746210300SHDFND310300103000SEALED AIR CORPCOM81211K1001325500SHDFND3550055000SEARS HLDGSCOM812350106681625SHDFND3162516250SEI INVESTMENTSCOM7841171031174100SHDFND3410041000SEMPRACOM816851109634577600SHDFND377600776000SHERWIN WILLIAMSCOM8243481064942800SHDFND3280028000SHINHAN FINANCIAL GROUP CO LSPN ADR RESTRD8245961002377300SHDFND3730073000SIGMA ALDRICHCOM8265521013063800SHDFND3380038000SIMON PPTY GROUP INCCOM828806109279717711SHDFND317711177110SIMON PPTY GROUP INCCOM82880610914832149392183SHOTR3093921830SIRIUS XM RADIOCOM82967N108346103200SHDFND31032001032000SK TELECOM LTDADR78440P10803SHDFND2330SK TELECOM LTDADR78440P108261300SHDFND3130013000SL GREEN RLTYCOM78440X1014144700SHDFND3470047000SL GREEN RLTYCOM78440X1012706633069094SHOTR3030690940SLMCOM78442P10632014000SHDFND314000140000SMITHFIELD FOODS INCNOTE 4.000% 6/3832248AR939563000000PRNDFND1,2300000030000000SMUCKER J MCOM NEW8326964053613500SHDFND3350035000SNAP ONCOM83303410111762131600SHOTR301316000SOLAZYMECOM83415T10142736400SHDFND336400364000SOLAZYMECOM83415T10146840000SHDFND4,1,240000400000SOLAZYMECOM83415T1011201250SHDFND4,1,2125012500SOLAZYMECOM83415T101122500SHDFND4,1,25005000SOLAZYMECOM83415T101572000SHDFND4,1,2200020000SOUTHERNCOM842587107113025600SHDFND325600256000SOUTHERN COPPERCOM84265V105552000SHDFND3200020000SOUTHWEST AIRLSCOM844741108776000SHDFND3600060000SOUTHWESTERN ENERGYCOM84546710944612200SHDFND312200122000SOVRAN SELF STORAGECOM84610H10852800SHDFND38008000SOVRAN SELF STORAGECOM84610H1088137125598SHOTR301255980SPECTRA ENERGYCOM84756010972420996SHDFND320996209960SPIRIT AIRLSCOM8485771022798800SHDFND3880088000SPXCOM7846351041081500SHDFND3150015000ST JUDE MEDCOM7908491034068900SHDFND3890089000STAG INDLCOM85254J102221100SHDFND3110011000STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC444233500000PRNDFND1,2350000035000000STANLEY BLACK & DECKERCOM8545021013504524SHDFND3452445240STAPLESCOM85503010233821300SHDFND321300213000STARBUCKSCOM855244109148122600SHDFND322600226000STARWOOD HOTELS&RESORTSCOM85590A4013926200SHDFND3620062000STARWOOD HOTELS&RESORTSCOM85590A401458172500SHOTR30725000STATE STRCOM857477103293745043SHDFND345043450430STEEL DYNAMICS INCNOTE 5.125% 6/1858119AP537653489000PRNDFND1,2348900034890000STERICYCLECOM8589121083092800SHDFND3280028000STEWART ENTERPRISES INCNOTE 3.125% 7/1860370AH855294480000PRNDFND4,1,2448000044800000STRATEGIC HOTELS & RESORTSCOM86272T106434800SHDFND3480048000STRATEGIC HOTELS & RESORTSCOM86272T1061957220935SHOTR302209350STRYKERCOM8636671016089400SHDFND3940094000SUMMIT HOTELCOM866082100171800SHDFND3180018000SUMMIT HOTEL PPTYSPFD SER C 7.125% ADDED866082407632600SHOTR3026000SUN CMNTYSCOM86667410445900SHDFND39009000SUN CMNTYSCOM866674104114523017SHOTR30230170SUNSTONE HOTEL INVS INCCOM867892101534370SHDFND3437043700SUNSTONE HOTEL INVS INCCOM867892101162221342900SHOTR3013429000SUNTRUST BKSCOM86791410350716048SHDFND316048160480SUPERIOR ENERGY SVCSCOM8681571081094200SHDFND3420042000SYMANTECCOM87150310847221000SHDFND321000210000SYNNEXCOM87162W10014354SHDFND4,1,23543540SYNOPSYSCOM8716071071754900SHDFND3490049000SYSCOCOM87182910762918400SHDFND318400184000T-MOBILE USCOM8725901041335350SHDFND3535053500TAIWAN SEMICONDUCTOR MFG LTDADR87403910040322000SHDFND322000220000TANGER FACTORY OUTLET CTRSCOM875465106842500SHDFND3250025000TANGER FACTORY OUTLET CTRSCOM875465106705492108468SHOTR3021084680TARGETCOM87612E106127418500SHDFND318500185000TATA MTRS LTDADR87656850225510900SHDFND310900109000TAUBMAN CTRSCOM8766641031281700SHDFND3170017000TAUBMAN CTRSCOM87666410338537512804SHOTR305128040TD AMERITRADE HLDGCOM87236Y1081757200SHDFND3720072000TE CONNECTIVITY LTDSHSH849891047374161925SHDFND31619251619250TE CONNECTIVITY LTDSHSH8498910410916239700SHOTR302397000TELEFONICA BRASIL SAADR87936R1061416200SHDFND3620062000TELEFONICA BRASIL SAADR87936R1064807210635SHDFND32106352106350TENET HEALTHCARECOM NEW88033G40712221265100SHOTR302651000TERADATA CORPCOM88076W1032615200SHDFND3520052000TERRENO RLTYCOM88146M1019500SHDFND35005000TESLA MTRSCOM88160R1016335900SHDFND3590059000TESOROCOM8816091011573000SHDFND3300030000TEXAS INSTRSCOM882508104115733200SHDFND333200332000TEXAS INSTRSCOM8825081049315267300SHOTR302673000TEXTRONCOM8832031012409200SHDFND3920092000THE ADTCOM00101J1062837112SHDFND3711271120THERAVANCE INCNOTE 2.125% 1/188338TAB023061500000PRNDFND1,2150000015000000THERMO FISHER SCIENTIFICCOM88355610293911100SHDFND311100111000THERMO FISHER SCIENTIFICCOM8835561022623094SHOTR3030940THOMPSON CREEK METALS CO INCUNIT 99/99/999988476830047929155SHDFND4,1,229155291550TIFFANY & COCOM8865471082914000SHDFND3400040000TIFFANY & COCOM886547108342347000SHOTR30470000TIM PARTICIPACOES S AADR88706P2059500SHDFND35005000TIM PARTICIPACOES S AADR88706P205105856877SHDFND356877568770TIME WARNERCOM NEW887317303213936999SHDFND336999369990TIME WARNER CABLECOM88732J20711099860SHDFND3986098600TIME WARNER CABLECOM88732J2073152800SHOTR3028000TJX COS INCCOM8725401095762115100SHDFND31151001151000TOLL BROTHERSCOM88947810355417000SHDFND17000170000TOLL BROTHERSCOM8894781032066300SHDFND3630063000TORCHMARKCOM8910271041922950SHDFND3295029500TOTAL SYS SVCSCOM8919061091214951SHDFND3495149510TRACTOR SUPPLYCOM8923561062702300SHDFND3230023000TRANSDIGM GROUPCOM8936411001881200SHDFND3120012000TRAVELERS COMPANIESCOM89417E10991311423SHDFND311423114230TRIMBLE NAVIGATIONCOM8962391001566000SHDFND3600060000TRIPADVISORCOM8969452011462400SHDFND3240024000TRIUMPH GROUP INCCOM896818101336442500SHOTR30425000TRW AUTOMOTIVE HLDGSCOM87264S1062263400SHDFND3340034000TUPPERWARE BRANDSCOM899896104466160000SHDFND360000600000TYCO INTERNATIONALSHSH8912810449214925SHDFND314925149250TYSON FOODSCL A9024941032168400SHDFND3840084000U M H PROPERTIESCOM9030021034400SHDFND34004000UDRCOM90265310433613200SHDFND313200132000UDRCOM90265310429124211425719SHOTR30114257190ULTA SALON COSMETCS & FRAGCOM90384S3032002000SHDFND3200020000ULTRA PETROLEUMCOM9039141091236200SHDFND3620062000ULTRAPAR PARTICIPACOES S A SP ADRCOM90400P10122900SHDFND39009000ULTRAPAR PARTICIPACOES S A SP ADRCOM90400P1018197342400SHDFND33424003424000UNDER ARMOURCL A9043111071192000SHDFND3200020000UNION PACCOM9078181081055368400SHDFND368400684000UNION PACCOM907818108786851000SHOTR30510000UNITED RENTALSCOM91136310974414900SHDFND314900149000UNITED TECHNOLOGIESCOM913017109273229400SHDFND329400294000UNITED THERAPEUTICS CORP DELNOTE 1.000% 9/191307CAF97149000PRNDFND1,249000490000UNITEDHEALTH GROUPCOM91324P1027080108126SHDFND31081261081260UNITEDHEALTH GROUPCOM91324P1022684100SHOTR3041000UNIVERSAL HEALTH RLTY INCM TSH BEN INT91359E10513300SHDFND33003000UNUMCOM91529Y1062588800SHDFND3880088000URBAN OUTFITTERSCOM9170471021614000SHDFND3400040000URSTADT BIDDLE PPTYSCL A91728620514700SHDFND37007000US BANCORPCOM NEW9029733048734241600SHDFND32416002416000V FCOM9182041085022600SHDFND3260026000VALE SADR91912E105765800SHDFND3580058000VALE SADR91912E105198431509000SHDFND3150900015090000VALERO ENERGY CORPCOM91913Y10057316492SHDFND316492164920VARIAN MED SYSCOM92220P1052503700SHDFND3370037000VENTASCOM92276F100118917124SHDFND317124171240VENTASCOM92276F1005871748453415SHOTR3084534150VERISIGNCOM92343E1022285100SHDFND3510051000VERISIGN INCSDCV 3.250% 8/192343EAD42465317500000PRNDFND4,1,217500000175000000VERISK ANALYTICSCL A92345Y1062634400SHDFND3440044000VERIZON COMMUNICATIONSCOM92343V104450589500SHDFND389500895000VERTEX PHARMACEUTICALSCOM92532F1005206500SHDFND3650065000VISA INCCL A92826C839926550700SHDFND350700507000VISA INCCL A92826C839484326500SHOTR30265000VIVUSCOM92855110037730000SHDFND4,1,230000300000VIVUSCOM92855110014250SHDFND4,1,22502500VIVUSCOM92855110029500SHDFND4,1,25005000VIVUSCOM92855110079500SHDFND4,1,25005000VMWARE INC CLCOM9285634023825700SHDFND3570057000VOLCANO CORPORATIONNOTE 1.750%12/0928645AB69221000000PRNDFND1,2100000010000000VULCAN MATLSCOM9291601091893900SHDFND3390039000W P CAREYCOM92936U109991500SHDFND3150015000WAL-MART STORESCOM931142103373950200SHDFND350200502000WAL-MART STORESCOM9311421032913900SHOTR3039000WALGREENCOM931422109120227200SHDFND327200272000WARNER CHILCOTT PLCSHS AG943681001045200SHDFND3520052000WASTE MGMT INCCOM94106L10955313700SHDFND313700137000WATERSCOM9418481033003000SHDFND3300030000WEATHERFORD INTERNATIONAL LTSHSH2701310330722400SHDFND322400224000WELLPOINTCOM94973V10799812200SHDFND312200122000WELLS FARGO & COCOM9497461016525158109SHDFND31581091581090WELLS FARGO & COCOM9497461017070171300SHOTR301713000WESCO AIRCRAFT HLDGSCOM950814103372000SHDFND3200020000WESCO INTLCOM95082P1052173200SHDFND3320032000WESTAR ENERGYCOM95709T1002146700SHOTR3067000WESTERN DIGITALCOM9581021054046500SHDFND3650065000WESTERN UNCOM95980210929517246SHDFND317246172460WEYERHAEUSERCOM96216610450917858SHDFND317858178580WHIRLPOOLCOM963320106130411400SHDFND311400114000WHITESTONECOM9660842048500SHDFND35005000WHITING PETE CORPCOM9663871021523300SHDFND3330033000WHOLE FOODS MKTCOM96683710655610800SHDFND310800108000WILLIAMS COS INCCOM96945710068221000SHDFND321000210000WILLIS GROUP HOLDINGSSHSG966661052004900SHDFND3490049000WINDSTREAMCOM97381W10417923200SHDFND323200232000WISCONSIN ENERGYCOM9766571063207800SHDFND3780078000WYNDHAM WORLDWIDECOM98310W1082003500SHDFND3350035000WYNN RESORTSCOM9831341073332600SHDFND3260026000XCEL ENERGYCOM98389B10065523100SHDFND323100231000XEROXCOM98412110333336753SHDFND336753367530XILINXCOM9839191013258200SHDFND3820082000XILINX INCSDCV 3.125% 3/1983919AD31493710832000PRNDFND4,1,210832000108320000XL GROUPSHSG982901022799200SHDFND3920092000XYLEMCOM98419M1001545700SHDFND3570057000YAHOOCOM98433210678731300SHDFND331300313000YAMANA GOLDCOM98462Y100951100000SHDFND31000001000000YANZHOU COAL MNG CO LTD SPON ADRSHS98484610571000SHDFND3100010000YUM BRANDSCOM98849810197114000SHDFND314000140000ZIMMER HLDGSCOM98956P1023905200SHDFND3520052000