0001481045-13-000024.txt : 20130816 0001481045-13-000024.hdr.sgml : 20130816 20130816102106 ACCESSION NUMBER: 0001481045-13-000024 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130816 DATE AS OF CHANGE: 20130816 EFFECTIVENESS DATE: 20130816 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-14426 FILM NUMBER: 131044116 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/A 1 primary_doc.xml 13F-HR/A LIVE false true false 0001481045 XXXXXXXX 06-30-2013 06-30-2013 true 1 RESTATEMENT 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 08-16-2013 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 INT004239109381541SHDFND3154100 ACADIA RLTY TRCOM SH BEN INT004239109300411216721SHOTR3012167210 BANCO BRADESCO S ASP ADR PFD NEW05946030315011500SHDFND31150000 BANCO BRADESCO S ASP ADR PFD NEW059460303158321216917SHDFND3121691700 BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A107325200SHDFND3520000 BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A1072477398300SHDFND339830000 BANCOLOMBIA S ASPON ADR PREF05968L10228500SHDFND350000 BERKSHIRE HATHAWAY INC DELCL B NEW084670702358132000SHDFND33200000 BRANDYWINE RLTY TRSH BEN INT NEW105368203574200SHDFND3420000 BRASKEM S ASP ADR PFD A1055321054300SHDFND330000 BRASKEM S ASP ADR PFD A105532105129587000SHDFND38700000 BROWN FORMAN CORPCL B1156372092633900SHDFND3390000 CABLEVISION SYS CORPCL A NY CABLVS12686C1091116600SHDFND3660000 CAMDEN PPTY TRSH BEN INT1331311021522200SHDFND3220000 CAMDEN PPTY TRSH BEN INT133131102967341399108SHOTR3013991080 CARNIVAL CORPPAIRED CTF14365830042212300SHDFND31230000 CBS CORPNEW CL B12485720290818571SHDFND31857100 CELANESE CORP DELCOM SER A1508701032465500SHDFND3550000 CEMEX SAB DE CVSPON ADR NEW151290889535016SHDFND3501600 CEMEX SAB DE CVSPON ADR NEW15129088915614748SHDFND31474800 CEMEX SAB DE CVSPON ADR NEW151290889141000SHDFND4,1,2100000 CENTRAIS ELETRICAS BRASILEIRSPON ADR PFD B15234Q10841000SHDFND3100000 CHARTER COMMUNICATIONS INCD CL A NEW16117M3051981600SHDFND3160000 CHESAPEAKE LODGING TRSH BEN INT165240102271300SHDFND3130000 CHINA LIFE INS CO LTDSPON ADR REP H16939P106144640648SHDFND24064800 CHINA LIFE INS CO LTDSPON ADR REP H16939P1062968500SHDFND3850000 CHINA SOUTHN AIRLS LTDSPON ADR CL H169409109552700SHDFND3270000 CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q502451400SHDFND3140000 COCA COLA FEMSA S A B DE C VSPON ADR REP L19124110828200SHDFND320000 COLONIAL PPTYS TRCOM SH BEN INT195872106532200SHDFND3220000 COMCAST CORP NEWCL A 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OI S.A.SPN ADR REP PFD670851203877487000SHDFND348700000 PENNSYLVANIA RL ESTATE INVTSH BEN INT709102107301600SHDFND3160000 PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V101886000SHDFND3600000 PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1019948678600SHDFND367860000 POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S105301200SHDFND3120000 POWERSHARES GLOBAL ETF TRUSTEMER MRKT PORT73936T76349826000SHDFND32600000 RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT751452202231500SHDFND3150000 RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220213477867812SHOTR308678120 SELECT INCOME REITCOM SH BEN INT81618T10014500SHDFND350000 SENIOR HSG PPTYS TRSH BEN INT81721M1091305000SHDFND3500000 SENIOR HSG PPTYS TRSH BEN INT81721M1091227174732614SHOTR3047326140 SILICONWARE PRECISION INDS LSPONSD ADR SPL827084864162600SHDFND3260000 SINOPEC SHANGHAI PETROCHEMICSPON ADR H82935M10913400SHDFND340000 SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351052676600SHDFND3660000 SOCIEDAD QUIMICA MINERA DE CSPON ADR SER 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WASHINGTON REAL ESTATE INVTSH BEN INT939653101481800SHDFND3180000 WEINGARTEN RLTY INVSSH BEN INT948741103923000SHDFND3300000 WEINGARTEN RLTY INVSSH BEN INT9487411031824915930801SHOTR3059308010 WINTHROP RLTY TRSH BEN INT NEW9763913009760SHDFND376000 WIPRO LTDSPON ADR 1 SH97651M109162196SHDFND3219600***ERROR:MISSING******MISSING***739363AF615320000PRNDFND4,1,2532000000***ERROR:MISSING******MISSING***983919AF857234000000PRNDFND4,1,24000000003MCOM88579Y101217619900SHDFND31990000ABBOTTCOM002824100162946700SHDFND34670000ABBVIECOM00287Y109200148400SHDFND34840000ABBVIECOM00287Y1091984800SHOTR3048000ACCENTURE PLC IRELANDCLASS AG1151C101140319500SHDFND31950000ACCENTURE PLC IRELANDCLASS AG1151C101721000SHOTR3010000ACESHSH0023R10591310200SHDFND31020000ACTAVISCOM00507K1034673700SHDFND3370000ACTIVISION BLIZZARDCOM00507V10921415000SHDFND31500000ADOBE SYSCOM00724F10170215400SHDFND31540000ADVANCE AUTO PARTSCOM00751Y1062072550SHDFND3255000ADVANCED SEMICONDUCTOR ENGRADR00756M404225400SHDFND3540000AESCOM00130H10522518800SHDFND31880000AETNA INCCOM00817Y10872911473SHDFND31147300AFFILIATED MANAGERSCOM0082521082301400SHDFND3140000AFLACCOM00105510281414000SHDFND31400000AGCOCOM0010841021663300SHDFND3330000AGILENT TECHNOLOGIESCOM00846U10146610890SHDFND31089000AGNICO EAGLE MINESCOM00847410882630000SHDFND33000000AGREE REALTYCOM0084921009300SHDFND330000AIR PRODS & CHEMSCOM0091581065956500SHDFND3650000AIRGASCOM0093631022102200SHDFND3220000AIRTRAN HLDGS INCNOTE 5.250%11/000949PAD0989700000PRNDFND1,270000000AKAMAI TECHNOLOGIESCOM00971T1012135000SHDFND3500000ALBEMARLECOM0126531011372200SHDFND3220000ALCOACOM01381710124331100SHDFND33110000ALEXANDRIA REAL ESTATE EQCOM0152711091251900SHDFND3190000ALEXANDRIA REAL ESTATE EQCOM0152711091120791705404SHOTR3017054040ALEXION PHARMACEUTICALSCOM0153511095816300SHDFND3630000ALLEGHANY CORPCOM017175100153400SHDFND340000ALLERGANCOM0184901027679100SHDFND3910000ALLIANCE DATA SYSTEMSCOM0185811082721500SHDFND3150000ALLIANT ENERGYCOM0188021081923800SHDFND3380000ALLSTATECOM02000210171714900SHDFND31490000ALTERACOM0214411003279900SHDFND3990000ALTRIA GROUPCOM02209S10316214463400SHDFND346340000ALUMINUM CORP CHINA LTD SPON ADRSHS022276109232900SHDFND3290000AMAZON COMCOM023135106311011200SHDFND31120000AMERENCOM0236081022657700SHDFND3770000AMERESCOCL A02361E10860867500SHDFND36750000AMERICA MOVIL SAB DE CV SPON ADRSHS02364W1051135200SHDFND3520000AMERICA MOVIL SAB DE CV SPON ADRSHS02364W10560527800SHDFND32780000AMERICAN ASSETS TRCOM02401310428900SHDFND390000AMERICAN ASSETS TRCOM02401310413869449416SHOTR304494160AMERICAN CAMPUS CMNTYSCOM0248351001132768SHDFND3276800AMERICAN CAMPUS CMNTYSCOM02483510027926686810SHOTR306868100AMERICAN CAPITAL AGENCYCOM02503X10527812100SHDFND31210000AMERICAN ELEC PWRCOM02553710169415500SHDFND31550000AMERICAN EXPRESSCOM02581610910104135150SHDFND313515000AMERICAN EXPRESSCOM0258161091792400SHOTR3024000AMERICAN INTL GROUPCOM NEW026874784193543292SHDFND34329200AMERICAN INTL GROUPCOM NEW0268747845096114000SHOTR301140000AMERICAN RLTY CAP PPTYSCOM02917T104644200SHDFND3420000AMERICAN TOWER CORPCOM03027X10091512500SHDFND31250000AMERICAN WTR WKS CO INCCOM03042010360214600SHDFND31460000AMERIPRISE FINLCOM03076C1064986160SHDFND3616000AMERIPRISE FINLCOM03076C1063564400SHOTR3044000AMERISOURCEBERGENCOM03073E1054137400SHDFND3740000AMETEK INCCOM0311001003267700SHDFND3770000AMGENCOM031162100225922900SHDFND32290000AMPHENOL CORPCL A0320951013905000SHDFND3500000ANADARKO PETECOM032511107134115600SHDFND31560000ANALOG DEVICESCOM0326541054429800SHDFND3980000ANGLOGOLD ASHANTI LTDADR035128206332300SHDFND3230000ANNALY CAP MGMTCOM03571040935228000SHDFND32800000ANSYSCOM03662Q1051682300SHDFND3230000AON PLCCL AG0408V1026059400SHDFND3940000APACHECOM037411105100712010SHDFND31201000APACHECOM0374111051251500SHDFND4,1,2150000APACHECOM0374111051591900SHOTR3019000APARTMENT INVT & MGMTCL A03748R1011173892SHDFND3389200APARTMENT INVT & MGMTCL A03748R1011831176095787SHOTR3060957870APPLECOM0378331001130128500SHDFND32850000APPLECOM0378331004861225SHOTR3012250APPLIED MATLSCOM03822210576151000SHDFND35100000APPLIED MATLSCOM03822210512343827300SHOTR308273000ARCELORMITTAL SA LUXEMBOURGNOTE 5.000% 5/103938LAK033743300000PRNDFND2337400ARCH CAP GROUPORDG0450A1052474800SHDFND3480000ARCHER DANIELS MIDLANDCOM03948310269220400SHDFND32040000ARES CAP CORPNOTE 4.875% 3/104010LAG825462414000PRNDFND1,2241400000ARROW ELECTRSCOM0427351001433600SHDFND3360000ASHFORD HOSPITALITY TR INCSHS044103109191700SHDFND3170000ASHLAND INCCOM0442091041341600SHDFND3160000ASSOCIATED ESTATES RLTYCOM045604105211300SHDFND3130000ASSURANTCOM04621X1081322600SHDFND3260000AT&TCOM00206R1026110172595SHDFND317259500AT&TCOM00206R10235410000SHOTR30100000AU OPTRONICS CORPADR002255107133800SHDFND3380000AUTODESKCOM0527691062517400SHDFND3740000AUTOLIVCOM0528001092483200SHDFND3320000AUTOMATIC DATA 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INTLCOM071813109153122100SHDFND32210000BB&TCOM05493710773521700SHDFND32170000BEAMCOM0737301033094900SHDFND3490000BECTON DICKINSON &COM0758871098708800SHDFND3880000BED BATH & BEYONDCOM0758961004906900SHDFND3690000BERKLEY W RCOM0844231021724200SHDFND3420000BEST BUYCOM08651610148917920SHDFND1792000BEST BUYCOM0865161012218100SHDFND3810000BGC PARTNERS INCNOTE 4.500% 7/105541TAD314611447000PRNDFND1,2144700000BIOGEN IDECCOM09062X10315347130SHDFND3713000BIOMARIN PHARMACEUTICALCOM09061G1012123800SHDFND3380000BIOMED REALTY TRUSTCOM09063H107994900SHDFND3490000BIOMED REALTY TRUSTCOM09063H107598102956487SHOTR3029564870BLACKROCKCOM09247X10111044300SHDFND3430000BLACKROCKCOM09247X101205800SHOTR308000BLOCK H & RCOM0936711052087500SHDFND3750000BLOUNT INTL INCCOM09518010522419000SHDFND4,1,21900000BMC SOFTWARECOM0559211001763900SHDFND3390000BOEINGCOM097023105224321900SHDFND32190000BOEINGCOM097023105302229500SHOTR30295000BORGWARNERCOM0997241062843300SHDFND3330000BOSTON PROPERTIESCOM1011211019398900SHDFND3890000BOSTON PROPERTIESCOM1011211012459952332366SHOTR3023323660BOSTON SCIENTIFICCOM10113710736939847SHDFND33984700BOTTOMLINE TECH DEL INCNOTE 1.500%12/0101388AA431142925000PRNDFND1,2292500000BRE PROPERTIESCL A05564E1061002000SHDFND3200000BRE PROPERTIESCL A05564E1061364162727223SHOTR3027272230BRF SAADR10552T107592700SHDFND3270000BRF SAADR10552T10711100511300SHDFND351130000BRISTOL MYERS SQUIBBCOM1101221087789174300SHDFND317430000BROADCOMCL A11132010754216050SHDFND31605000BUNGECOMG169621053334700SHDFND3470000C H ROBINSON WORLDWIDECOM NEW12541W2092875100SHDFND3510000CACOM12673P10530610705SHDFND31070500CABOT OIL & GASCOM1270971034906900SHDFND3690000CACI INTL INCNOTE 2.125% 5/0127190AD865745498000PRNDFND4,1,2549800000CALPINECOM NEW1313473041959200SHDFND3920000CAMERON INTERNATIONALCOM13342B1054837900SHDFND3790000CAMPBELL SOUPCOM134429109413992400SHDFND39240000CAMPUS CREST CMNTYSCOM13466Y105181600SHDFND3160000CAPITAL ONE 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GROUPCOM50076Q10699517803SHDFND31780300KROGERCOM50104410153215400SHDFND31540000KT CORPADR48268K101161000SHDFND3100000L BRANDSCOM5017971043697500SHDFND3750000L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW71018710000000PRNDFND4,1,21000000000L-3 COMMUNICATIONS HLDGSCOM5024241042833300SHDFND3330000L-3 COMMUNICATIONS HLDGSCOM5024241042663100SHOTR3031000LABORATORY CORP AMERCOM NEW50540R4092702700SHDFND3270000LABORATORY CORP AMERCOM NEW50540R40910350103400SHOTR301034000LAM RESEARCHCOM5128071082395400SHDFND3540000LAS VEGAS SANDSCOM51783410766712600SHDFND31260000LATAM AIRLS GROUP S AADR51817R106372200SHDFND3220000LATAM AIRLS GROUP S AADR51817R1061478700SHDFND3870000LAUDER ESTEE COSCL A51843910468010340SHDFND31034000LEGG MASONCOM5249011051294150SHDFND3415000LEGGETT & PLATTCOM5246601071555000SHDFND3500000LENNARCL A5260571041413900SHDFND3390000LEUCADIA NATLCOM52728810427310400SHDFND31040000LEVEL 3 COMMUNICATIONSCOM NEW52729N308914300SHDFND3430000LEXINGTON REALTYCOM529043101584946SHDFND3494600LIBERTY MEDIA CORPCL A5312291023682900SHDFND3290000LIFE TECHNOLOGIESCOM53217V1093895263SHDFND3526300LILLY ELI &COM532457108153331200SHDFND33120000LINCOLN NATL CORPCOM5341871093018249SHDFND3824900LINEAR TECHNOLOGYCOM5356781062627100SHDFND3710000LINEAR TECHNOLOGYCOM5356781063411000SHDFND4,1,2100000LINEAR TECHNOLOGY CORPNOTE 3.000% 5/0535678AC089158519000PRNDFND4,1,2851900000LINKEDIN CORPCL A53578A1084812700SHDFND3270000LIQUIDITY SERVICESCOM53635B107421200SHDFND3120000LIVE NATION ENTERTAINMENTCOM5380341096798438600SHOTR304386000LKQCOM5018892081887300SHDFND3730000LOCKHEED MARTINCOM5398301099338600SHDFND3860000LOEWSCOM5404241084359800SHDFND3980000LORILLARDCOM54414710151511800SHDFND31180000LOWES COSCOM54866110713980341800SHDFND334180000LSICOM50216110212517500SHDFND31750000LTC PPTYSCOM50217510235900SHDFND390000LULULEMON ATHLETICACOM5500211091973000SHDFND3300000M & T BKCOM55261F104508545500SHDFND34550000MACERICHCOM5543821015098345SHDFND3834500MACERICHCOM5543821012107813457126SHOTR3034571260MACK CALI RLTYCOM554489104542200SHDFND3220000MACK CALI RLTYCOM5544891041136144639193SHOTR3046391930MACYSCOM55616P10469114398SHDFND31439800MANPOWERGROUPCOM56418H1002414400SHDFND3440000MANULIFE FINLCOM56501R10624514600SHDFND1460000MARATHON OILCOM56584910674321500SHDFND32150000MARATHON PETECOM56585A10272110150SHDFND31015000MARATHON PETECOM56585A1021281800SHOTR3018000MARRIOTT INTL INCCL A5719032023368317SHDFND3831700MARSH & MCLENNAN COSCOM57174810265916500SHDFND31650000MARTIN MARIETTA MATLSCOM5732841061281300SHDFND3130000MARVELL TECHNOLOGY GROUPORDG5876H10522619300SHDFND31930000MASCOCOM57459910633517200SHDFND1720000MASCOCOM57459910622811700SHDFND31170000MASTECCOM57632310938511700SHDFND31170000MASTERCARDCL A57636Q10418383200SHDFND3320000MASTERCARDCL A57636Q1041319122960SHOTR30229600MATTELCOM57708110248010600SHDFND31060000MAXIM INTEGRATED PRODSCOM57772K1012539100SHDFND3910000MCDONALDSCOM580135101301030400SHDFND33040000MCDONALDSCOM5801351013763800SHOTR3038000MCGRAW HILL FINLCOM5806451094318100SHDFND3810000MCKESSONCOM58155Q1038597500SHDFND3750000MDU RES GROUPCOM5526901092057900SHDFND3790000MEAD JOHNSON NUTRITIONCOM5828391064996300SHDFND3630000MEADWESTVACOCOM5833341071985800SHDFND3580000MECHEL OAOADR58384010382700SHDFND3270000MEDICAL PPTYS TRUSTCOM58463J304574000SHDFND3400000MEDTRONICCOM585055106160631200SHDFND33120000MERCK & CO INCCOM58933Y105422590958SHDFND39095800MERCK & CO INCCOM58933Y1053537600SHOTR3076000MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR312771179000PRNDFND1,2117900000METLIFECOM59156R108128628100SHDFND32810000MGM RESORTSCOM55295310117311700SHDFND31170000MICROCHIP TECHNOLOGYCOM59501710458915800SHDFND31580000MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB01596011000000PRNDFND4,1,21100000000MICRON TECHNOLOGYCOM59511210346632500SHDFND33250000MICRON TECHNOLOGY INCNOTE 1.500% 8/0595112AQ643722850000PRNDFND4,1,2285000000MICROSOFTCOM5949181048374242400SHDFND324240000MICROSOFTCOM59491810444913000SHOTR30130000MID-AMER APT CMNTYSCOM59522J103811200SHDFND3120000MOBILE TELESYSTEMS OJSCADR60740910926313900SHDFND31390000MOBILE TELESYSTEMS OJSCADR6074091092519133000SHOTR301330000MOHAWK INDSCOM6081901042362100SHDFND3210000MOLYCORP INCCOM608753109821132500SHDFND4,1,213250000MOLYCORP INC DELNOTE 6.000% 9/0608753AF67701000000PRNDFND4,1,2100000000MONDELEZ INTLCL A609207105159255811SHDFND35581100MONMOUTH REAL ESTATE INVTCL A609720107111100SHDFND3110000MONSANTO COCOM61166W101160116206SHDFND31620600MONSTER BEVERAGECOM6117401012864700SHDFND3470000MOODYSCOM6153691053906400SHDFND3640000MORGANCOM NEW617446448110245100SHDFND34510000MOSAIC COCOM61945C1034909100SHDFND3910000MOTOROLA SOLUTIONSCOM NEW6200763074748213SHDFND3821300MPG OFFICE TRCOM55327410141200SHDFND3120000MURPHY OILCOM6267171023716100SHDFND3610000MYLANCOM62853010736911900SHDFND31190000NABORS INDUSTRIESSHSG6359F10317311300SHDFND31130000NASDAQ OMX GROUPCOM6311031081775400SHDFND3540000NATIONAL HEALTH INVSCOM63633D10442700SHDFND370000NATIONAL OILWELL VARCOCOM63707110189813033SHDFND31303300NATIONAL OILWELL VARCOCOM63707110111892172600SHOTR301726000NATIONAL RETAIL PPTYSCOM6374171061103200SHDFND3320000NATIONAL RETAIL PPTYSCOM6374171061132063290882SHOTR3032908820NATIONAL RETAIL PPTYS INCNOTE 5.125% 6/1637417AC01924714272000PRNDFND4,1,21427200000NETAPPCOM64110D10442311200SHDFND31120000NETFLIXCOM64110L1063171500SHDFND3150000NETFLIXCOM64110L1065150SHDFND4,1,25000NEW YORK CMNTY BANCORPCOM64944510318112900SHDFND31290000NEWELL RUBBERMAIDCOM6512291062449300SHDFND3930000NEWMONT MININGCOM651639106146248800SHDFND34880000NEWMONT MININGCOM6516391061444800SHOTR3048000NEWPARK RES INCNOTE 4.000%10/0651718AC263894991000PRNDFND4,1,2499100000NEWSCL A65248E10471646950SHDFND34695000NEXTERA ENERGYCOM65339F101102712600SHDFND31260000NEXTERA ENERGYCOM65339F1012693300SHOTR3033000NIELSEN HOLDINGS NCOMN632181061855500SHDFND3550000NISOURCECOM65473P1052699400SHDFND3940000NOBLE ENERGYCOM655044105584897400SHDFND39740000NORDSTROMCOM6556641003245400SHDFND3540000NORDSTROMCOM6556641001863100SHOTR3031000NORFOLK SOUTHERNCOM6558441087059700SHDFND3970000NORFOLK SOUTHERNCOM6558441081742400SHOTR3024000NORTHEASTCOM66439710645310780SHDFND31078000NORTHERN TRCOM6658591044237300SHDFND3730000NORTHROP GRUMMANCOM6668071025386500SHDFND3650000NOVELLUS SYS INCNOTE 2.625% 5/1670008AD380155693000PRNDFND1,2569300000NRG ENERGYCOM NEW62937750831011600SHDFND31160000NUANCE COMMUNICATIONSCOM67020Y1001498100SHDFND3810000NUCORCOM67034610546410700SHDFND31070000NVIDIACOM67066G10425518150SHDFND31815000NYSECOM6294911012736600SHDFND3660000O REILLY AUTOMOTIVE INCCOM67103H1074283800SHDFND3380000OCCIDENTAL PETE CORPCOM674599105217724400SHDFND32440000OCCIDENTAL PETE CORPCOM6745991052773100SHOTR3031000OCEANEERING INTLCOM6752321021952700SHDFND3270000OGE ENERGYCOM670837103752200SHDFND3220000OMEGA HEALTHCARE INVSCOM681936100933000SHDFND3300000OMNICARECOM6819041081623400SHDFND3340000OMNICARE INCNOTE 3.750%12/1681904AN837062000000PRNDFND4,1,2200000000OMNICOM GROUPCOM6819191065288400SHDFND3840000ON SEMICONDUCTORCOM68218910549861739SHDFND1,26173900ON SEMICONDUCTORCOM68218910525932000SHDFND33200000ONE LIBERTY PPTYSCOM6824061037300SHDFND330000ONEOK INCCOM6826801032736600SHDFND3660000ONYX PHARMACEUTICALSCOM6833991091391600SHDFND3160000ORACLECOM68389X1053583116683SHDFND311668300ORACLECOM68389X10518561604400SHOTR306044000ORMAT TECHNOLOGIESCOM6866881022028600SHDFND3860000OWENS CORNINGCOM690742101114129200SHDFND32920000OWENS CORNINGCOM6907421011684300SHOTR3043000OWENS ILLCOM NEW6907684031836600SHDFND3660000P T TELEKOMUNIKASI INDONESIAADR71568410638900SHDFND390000PACCARCOM69371810854910237SHDFND31023700PALLCOM6964293072393600SHDFND3360000PARKER HANNIFINCOM7010941044204400SHDFND3440000PARKWAY PPTYSCOM70159Q104181100SHDFND3110000PARTNERRECOMG6852T1051631800SHDFND3180000PATTERSON COMPANIESCOM7033951031203200SHDFND3320000PAYCHEXCOM7043261073549700SHDFND3970000PEABODY ENERGYCOM7045491041419600SHDFND3960000PEBBLEBROOK HOTELCOM70509V100441700SHDFND3170000PEBBLEBROOK HOTELCOM70509V100182970772SHOTR30707720PENN NATL GAMINGCOM707569109494893500SHOTR30935000PENNEY J CCOM708160106945500SHDFND3550000PENTAIRSHSH6169Q1083916780SHDFND3678000PEOPLES UNITED FINANCIALCOM71270410522214900SHDFND31490000PEPCO HOLDINGSCOM7132911021296400SHDFND3640000PEPSICOCOM713448108381846685SHDFND34668500PEPSICOCOM7134481082863500SHOTR3035000PERRIGOCOM7142901033392800SHDFND3280000PETROCHINA CO LTD SPONSOREDADR71646E10027251SHDFND225100PETROCHINA CO LTD SPONSOREDADR71646E1001221100SHDFND3110000PETROLEO BRASILEIRO SA PETROADR71654V408584300SHDFND3430000PETROLEO BRASILEIRO SA PETROADR71654V4088301619000SHDFND361900000PETSMARTCOM7167681062143200SHDFND3320000PFIZERCOM71708110318734668821SHDFND366882100PFIZERCOM71708110337513400SHOTR30134000PG&ECOM69331C10863113800SHDFND31380000PHH CORPNOTE 4.000% 9/0693320AN320131905000PRNDFND1,2190500000PHILIP MORRIS INTLCOM718172109434050100SHDFND35010000PHILIP MORRIS INTLCOM7181721094425100SHOTR3051000PHILIPPINE LONG DISTANCE TELADR7182526046249200SHDFND3920000PHILLIPSCOM718546104463378650SHDFND37865000PIEDMONT OFFICE REALTY TR INCL A720190206794400SHDFND3440000PINNACLE WEST CAPCOM7234841011502700SHDFND3270000PIONEER NAT RESCOM7237871076084200SHDFND3420000PLUM CREEK TIMBER COCOM7292511082385100SHDFND3510000PNC FINL SVCS GROUPCOM693475105116615996SHDFND31599600POLARIS INDSCOM7310681021621700SHDFND3170000POLYPORE INTLCOM73179V1032105200SHDFND3520000POSCOADR6934831093124800SHDFND3480000POST PPTYSCOM737464107741500SHDFND3150000PPG INDSCOM6935061076444400SHDFND3440000PPLCOM69351T10655118200SHDFND31820000PRAXAIRCOM74005P10410369000SHDFND3900000PRECISION CASTPARTSCOM7401891059944400SHDFND3440000PRICE T ROWE GROUPCOM74144T1086308600SHDFND3860000PRICELINE COMCOM NEW74150340314881800SHDFND3180000PRINCIPAL FINL GROUPCOM74251V1027475199600SHDFND319960000PROASSURANCECOM74267C1061362600SHOTR3026000PROCTER & GAMBLECOM742718109643283537SHDFND38353700PROCTER & GAMBLECOM7427181092693500SHOTR3035000PROGRESSIVE CORPCOM74331510345217800SHDFND31780000PROLOGISCOM74340W103214256800SHDFND1,25680000PROLOGISCOM74340W103107828584SHDFND32858400PROLOGISCOM74340W103122532500SHDFND4,1,23250000PROLOGISCOM74340W10365497517364125SHOTR30173641250PROLOGISNOTE 3.250% 3/1743410AY828562497000PRNDFND4,1,2249700000PRUDENTIAL FINLCOM7443201027303100000SHDFND310000000PRUDENTIAL FINLCOM7443201023584900SHOTR3049000PS BUSINESS PKS INCCOM69360J10736500SHDFND350000PS BUSINESS PKS INCCOM69360J1074896769SHOTR3067690PUBLICCOM74460D10912888400SHDFND3840000PUBLICCOM74460D1095691193711725SHOTR3037117250PUBLIC SVC ENTERPRISECOM74457310652916200SHDFND31620000PULTE GROUPCOM7458671011568200SHDFND3820000PVHCOM6936561003252600SHDFND3260000QEP RESCOM74733V1001425100SHDFND3510000QIAGEN NVSHSN724821071457308SHDFND2730800QUALCOMMCOM747525103331754300SHDFND35430000QUALCOMMCOM7475251032754500SHOTR3045000QUANTA SVCSCOM74762E10260923000SHDFND32300000QUEST DIAGNOSTICSCOM74834L1002734500SHDFND3450000QUEST DIAGNOSTICSCOM74834L1001392300SHOTR3023000RACKSPACE HOSTINGCOM7500861001253300SHDFND3330000RALPH LAURENCL A7512121013131800SHDFND3180000RANGE RESCOM75281A1094025200SHDFND3520000RAYONIERCOM7549071031833300SHDFND3330000RAYTHEONCOM NEW7551115076559900SHDFND3990000REALTY INCOMECOM7561091044139850SHDFND3985000REALTY INCOMECOM7561091041636363903525SHOTR3039035250RED HATCOM7565771022735700SHDFND3570000REGENCY CTRSCOM7588491033206300SHDFND3630000REGENCY CTRSCOM7588491032602825122659SHOTR3051226590REGENERONCOM75886F1074952200SHDFND3220000REGIONS FINL CORPCOM7591EP10040742735SHDFND34273500RENAISSANCERE HOLDINGSCOMG7496G1031391600SHDFND3160000REPUBLIC SVCSCOM7607591002958700SHDFND3870000REPUBLIC SVCSCOM7607591001875500SHOTR3055000RESMEDCOM7611521071623600SHDFND3360000RETAIL OPPORTUNITY INVTSCOM76131N101191400SHDFND3140000RETAIL PPTYS AMERCL A76131V20211800SHDFND380000RETAIL PPTYS AMERCL A76131V2027500525200SHOTR305252000REYNOLDS AMERICANCOM76171310649810300SHDFND31030000RLJ LODGINGCOM74965L101723200SHDFND3320000RLJ LODGINGCOM74965L1011160875161715SHOTR3051617150ROBERT HALF INTLCOM7703231031464400SHDFND3440000ROCK-TENNCL A7727392072302300SHDFND3230000ROCKWELL AUTOMATIONCOM7739031093744500SHDFND3450000ROCKWELL COLLINSCOM7743411013044800SHDFND3480000ROCKWOOD HLDGSCOM7744151032754300SHDFND3430000ROPER INDS INCCOM7766961063853100SHDFND3310000ROSS STORESCOM7782961034346700SHDFND3670000ROSS STORESCOM778296103971500SHOTR3015000ROUSE PPTYSCOM77928710114707SHDFND370700ROWAN COMPANIES PLCCL AG7665A1011745100SHDFND3510000ROYAL CARIBBEAN CRUISESCOMV7780T1031905700SHDFND3570000RTI INTL METALSCOM74973W10739614300SHDFND31430000RYMAN HOSPITALITY PPTYSCOM78377T107551400SHDFND3140000SABRA HEALTH CARE REITCOM78573L106261000SHDFND3100000SAFEWAYCOM NEW7865142081687100SHDFND3710000SAICCOM78390X10116912100SHDFND31210000SALESFORCE COMCOM79466L30264917000SHDFND31700000SALIX PHARMACEUTICALSCOM79543510626400SHDFND1,240000SANDISKCOM80004C1014467300SHDFND3730000SASOL LTDADR803866300821900SHDFND3190000SAUL CTRSCOM80439510113300SHDFND330000SBA COMMUNICATIONSCOM78388J10685211500SHDFND31150000SCANA CORPCOM80589M1021523100SHDFND3310000SCHEIN HENRYCOM8064071022582700SHDFND3270000SCHLUMBERGERCOM806857108291840717SHDFND34071700SCHLUMBERGERCOM8068571081862600SHOTR3026000SCHWAB CHARLES CORPCOM80851310571133500SHDFND33350000SCRIPPS NETWORKS INTERACT IN CLCOM8110651011802700SHDFND3270000SEADRILLSHSG7945E1051914700SHDFND3470000SEAGATE TECHNOLOGYSHSG7945M10746210300SHDFND31030000SEALED AIR CORPCOM81211K1001325500SHDFND3550000SEARS HLDGSCOM812350106681625SHDFND3162500SEI INVESTMENTSCOM7841171031174100SHDFND3410000SEMPRACOM816851109634577600SHDFND37760000SHERWIN WILLIAMSCOM8243481064942800SHDFND3280000SHINHAN FINANCIAL GROUP CO LSPN ADR RESTRD8245961002377300SHDFND3730000SIGMA ALDRICHCOM8265521013063800SHDFND3380000SIMON PPTY GROUP INCCOM828806109279717711SHDFND31771100SIMON PPTY GROUP INCCOM82880610914832149392183SHOTR3093921830SIRIUS XM RADIOCOM82967N108346103200SHDFND310320000SK TELECOM LTDADR78440P10803SHDFND2300SK TELECOM LTDADR78440P108261300SHDFND3130000SL GREEN RLTYCOM78440X1014144700SHDFND3470000SL GREEN RLTYCOM78440X1012706633069094SHOTR3030690940SLMCOM78442P10632014000SHDFND31400000SMITHFIELD FOODS INCNOTE 4.000% 6/3832248AR939563000000PRNDFND1,2300000000SMUCKER J MCOM NEW8326964053613500SHDFND3350000SNAP ONCOM83303410111762131600SHOTR301316000SOLAZYMECOM83415T10142736400SHDFND33640000SOLAZYMECOM83415T10146840000SHDFND4,1,24000000SOLAZYMECOM83415T1011201250SHDFND4,1,2125000SOLAZYMECOM83415T101122500SHDFND4,1,250000SOLAZYMECOM83415T101572000SHDFND4,1,2200000SOUTHERNCOM842587107113025600SHDFND32560000SOUTHERN COPPERCOM84265V105552000SHDFND3200000SOUTHWEST AIRLSCOM844741108776000SHDFND3600000SOUTHWESTERN ENERGYCOM84546710944612200SHDFND31220000SOVRAN SELF STORAGECOM84610H10852800SHDFND380000SOVRAN SELF STORAGECOM84610H1088137125598SHOTR301255980SPECTRA ENERGYCOM84756010972420996SHDFND32099600SPIRIT AIRLSCOM8485771022798800SHDFND3880000SPXCOM7846351041081500SHDFND3150000ST JUDE MEDCOM7908491034068900SHDFND3890000STAG INDLCOM85254J102221100SHDFND3110000STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC444233500000PRNDFND1,2350000000STANLEY BLACK & DECKERCOM8545021013504524SHDFND3452400STAPLESCOM85503010233821300SHDFND32130000STARBUCKSCOM855244109148122600SHDFND32260000STARWOOD HOTELS&RESORTSCOM85590A4013926200SHDFND3620000STARWOOD HOTELS&RESORTSCOM85590A401458172500SHOTR30725000STATE STRCOM857477103293745043SHDFND34504300STEEL DYNAMICS INCNOTE 5.125% 6/1858119AP537653489000PRNDFND1,2348900000STERICYCLECOM8589121083092800SHDFND3280000STEWART ENTERPRISES INCNOTE 3.125% 7/1860370AH855294480000PRNDFND4,1,2448000000STRATEGIC HOTELS & RESORTSCOM86272T106434800SHDFND3480000STRATEGIC HOTELS & RESORTSCOM86272T1061957220935SHOTR302209350STRYKERCOM8636671016089400SHDFND3940000SUMMIT HOTELCOM866082100171800SHDFND3180000SUMMIT HOTEL PPTYSPFD SER C 7.125% ADDED866082407632600SHOTR3026000SUN CMNTYSCOM86667410445900SHDFND390000SUN CMNTYSCOM866674104114523017SHOTR30230170SUNSTONE HOTEL INVS INCCOM867892101534370SHDFND3437000SUNSTONE HOTEL INVS INCCOM867892101162221342900SHOTR3013429000SUNTRUST BKSCOM86791410350716048SHDFND31604800SUPERIOR ENERGY SVCSCOM8681571081094200SHDFND3420000SYMANTECCOM87150310847221000SHDFND32100000SYNNEXCOM87162W10014354SHDFND4,1,235400SYNOPSYSCOM8716071071754900SHDFND3490000SYSCOCOM87182910762918400SHDFND31840000T-MOBILE USCOM8725901041335350SHDFND3535000TAIWAN SEMICONDUCTOR MFG LTDADR87403910040322000SHDFND32200000TANGER FACTORY OUTLET CTRSCOM875465106842500SHDFND3250000TANGER FACTORY OUTLET CTRSCOM875465106705492108468SHOTR3021084680TARGETCOM87612E106127418500SHDFND31850000TATA MTRS LTDADR87656850225510900SHDFND31090000TAUBMAN CTRSCOM8766641031281700SHDFND3170000TAUBMAN CTRSCOM87666410338537512804SHOTR305128040TD AMERITRADE HLDGCOM87236Y1081757200SHDFND3720000TE CONNECTIVITY LTDSHSH849891047374161925SHDFND316192500TE CONNECTIVITY LTDSHSH8498910410916239700SHOTR302397000TELEFONICA BRASIL SAADR87936R1061416200SHDFND3620000TELEFONICA BRASIL SAADR87936R1064807210635SHDFND321063500TENET HEALTHCARECOM NEW88033G40712221265100SHOTR302651000TERADATA CORPCOM88076W1032615200SHDFND3520000TERRENO RLTYCOM88146M1019500SHDFND350000TESLA MTRSCOM88160R1016335900SHDFND3590000TESOROCOM8816091011573000SHDFND3300000TEXAS INSTRSCOM882508104115733200SHDFND33320000TEXAS INSTRSCOM8825081049315267300SHOTR302673000TEXTRONCOM8832031012409200SHDFND3920000THE ADTCOM00101J1062837112SHDFND3711200THERAVANCE INCNOTE 2.125% 1/188338TAB023061500000PRNDFND1,2150000000THERMO FISHER SCIENTIFICCOM88355610293911100SHDFND31110000THERMO FISHER SCIENTIFICCOM8835561022623094SHOTR3030940THOMPSON CREEK METALS CO INCUNIT 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