0001481045-11-000010.txt : 20111027
0001481045-11-000010.hdr.sgml : 20111027
20111027123843
ACCESSION NUMBER: 0001481045-11-000010
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111027
DATE AS OF CHANGE: 20111027
EFFECTIVENESS DATE: 20111027
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: 111161076
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
DSG13FHR.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 09/30/2011
Check here if Amendment [ ]; Amendment Number: __________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: DAIWA SECURITIES GROUP INC.
Address: GRANTOKYO NORTH TOWER, 9-1 MARUNOUCHI 1-CHOME, CHIYODA-KU
TOKYO, JAPAN 100-6751
Form 13F File Number: 028-14426
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Persons Signing this Report on Behalf of Reporting Manager:
Name: TAKASHI KADO
Title: HEAD OF COMPLIANCE
Phone: 81-3-5555-2800
Signature, Place, and Date of Signing:
/s/ TAKASHI KADO TOKYO, JAPAN 10/27/2011
------------------------------------- --------------------- ----------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager is reported in this report and a portion is reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 5
Form 13F Information Table Entry Total: 1,073
Form 13F Information Table Value Total: 10,975,862
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
---- -------------------- ----
1 028-14427 DAIWA AMERICA STRATEGIC ADVISORS CORP.
2 028-14428 DAIWA CAPITAL MARKETS AMERICA HOLDINGS INC.
3 028-14433 DAIWA SECURITIES CAPITAL MARKETS CO. LTD.
4 028-14430 DAIWA CAPITAL MARKETS AMERICA INC.
5 028-14429 DAIWA ASSET MANAGEMENT CO. LTD.
SEC FORM 13F REPORT
AS OF DATE: 09/30/2011
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------- --------- -------- ----------------- ---------- -------- ----------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ----------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ---------- -------- -------- -------- ----
ACADIA RLTY TR COM SH BEN INT 004239109 25 1341 SH DEFINED 5 1341 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 46219 2471605 SH OTHER 5 0 2471605 0
BAIDU INC SPON ADR REP A 056752108 92 857 SH DEFINED 857 0 0
BAIDU INC SPON ADR REP A 056752108 1122 10500 SH DEFINED 4,2,3 10500 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 24347 1646189 SH DEFINED 5 1646189 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2323 32700 SH DEFINED 5 32700 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 35 4400 SH DEFINED 5 4400 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 63746 7958333 SH OTHER 5 0 7958333 0
BRASKEM S A SP ADR PFD A 105532105 4848 310340 SH DEFINED 5 310340 0 0
BROWN FORMAN CORP CL B 115637209 238 3400 SH DEFINED 5 3400 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 156 9900 SH DEFINED 5 9900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 127 2300 SH DEFINED 5 2300 0 0
CAMDEN PPTY TR SH BEN INT 133131102 58423 1057239 SH OTHER 5 0 1057239 0
CARNIVAL CORP PAIRED CTF 143658300 503 16600 SH DEFINED 5 16600 0 0
CARNIVAL CORP PAIRED CTF 143658300 22819 753100 SH OTHER 5 0 753100 0
CBS CORP NEW CL B 124857202 497 24371 SH DEFINED 5 24371 0 0
CELANESE CORP DEL COM SER A 150870103 179 5500 SH DEFINED 5 5500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 790 250000 SH DEFINED 1,2,3 250000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2370 750000 SH PUT DEFINED 1,2,3 750000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1 250 SH DEFINED 4,2,3 250 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 89 28202 SH DEFINED 5 28202 0 0
CHART INDS INC COM PAR $0.01 16115Q308 105 2500 SH DEFINED 4,2,3 2500 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 12 1000 SH DEFINED 5 1000 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 1016 28047 SH DEFINED 3 28047 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 51 2800 SH DEFINED 5 2800 0 0
COMCAST CORP NEW CL A SPL 20030N200 514 24800 SH DEFINED 5 24800 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 49 2575 SH DEFINED 5 2575 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 92 3000 SH DEFINED 5 3000 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 11460 373900 SH DEFINED 5 373900 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 2701 182000 SH DEFINED 5 182000 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 10225 689000 SH DEFINED 5 689000 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 3272 179700 SH DEFINED 5 179700 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 50 2300 SH DEFINED 5 2300 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 33835 1553500 SH OTHER 5 0 1553500 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 144 3840 SH DEFINED 5 3840 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 237 6740 SH DEFINED 5 6740 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 27758 789700 SH OTHER 5 0 789700 0
DISNEY WALT CO COM DISNEY 254687106 2374 78700 SH DEFINED 5 78700 0 0
DISNEY WALT CO COM DISNEY 254687106 410 13600 SH OTHER 5 0 13600 0
EATON VANCE CORP COM NON VTG 278265103 107 4800 SH DEFINED 5 4800 0 0
ECOPETROL S A SPONSORED ADS 279158109 121 3000 SH DEFINED 5 3000 0 0
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 58 1500 SH DEFINED 5 1500 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1069 20600 SH DEFINED 5 20600 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 533446 10284294 SH OTHER 5 0 10284294 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 379 4600 SH DEFINED 5 4600 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 178456 2165468 SH OTHER 5 0 2165468 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 65 1000 SH DEFINED 5 1000 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 486 7500 SH DEFINED 5 7500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1552 160523 SH DEFINED 5 160523 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 23 3300 SH DEFINED 5 3300 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 17 4900 SH DEFINED 5 4900 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 13996 4045157 SH OTHER 5 0 4045157 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 87 4100 SH DEFINED 5 4100 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 41268 1943873 SH OTHER 5 0 1943873 0
HSBC HLDGS PLC SPON ADR NEW 404280406 3311 84691 SH DEFINED 3 84691 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 19 2600 SH DEFINED 5 2600 0 0
ISHARES INC MSCI BRAZIL 464286400 117 2250 SH DEFINED 2250 0 0
ISHARES INC MSCI TAIWAN 464286731 13 1100 SH DEFINED 1100 0 0
ISHARES INC MSCI S KOREA 464286772 49 1050 SH DEFINED 1050 0 0
ISHARES INC MSCI STH AFRCA 464286780 7 120 SH DEFINED 120 0 0
ISHARES INC MSCI MALAYSIA 464286830 10 800 SH DEFINED 800 0 0
ISHARES TR RUSSELL 2000 464287655 329 5000 SH DEFINED 3 5000 0 0
ISHARES TR RUSSELL 2000 464287655 6430 100000 SH DEFINED 4,2,3 100000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 20 1300 SH DEFINED 1300 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 27794 1790850 SH DEFINED 5 1790850 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 52 2700 SH DEFINED 5 2700 0 0
LIBERTY GLOBAL INC COM SER A 530555101 211 5835 SH DEFINED 5 5835 0 0
LIBERTY GLOBAL INC COM SER C 530555309 136 3935 SH DEFINED 5 3935 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 337 22850 SH DEFINED 5 22850 0 0
LIBERTY PPTY TR SH BEN INT 531172104 259 8900 SH DEFINED 5 8900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 164358 5646106 SH OTHER 5 0 5646106 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 227 9300 SH DEFINED 5 9300 0 0
MCCORMICK & CO INC COM NON VTG 579780206 231 5000 SH DEFINED 5 5000 0 0
MOLSON COORS BREWING CO CL B 60871R209 250 6300 SH DEFINED 5 6300 0 0
NEWS CORP CL B 65248E203 240 15400 SH DEFINED 5 15400 0 0
NII HLDGS INC CL B NEW 62913F201 186 6900 SH DEFINED 5 6900 0 0
NIKE INC CL B 654106103 1214 14200 SH DEFINED 5 14200 0 0
NIKE INC CL B 654106103 111 1300 SH OTHER 5 0 1300 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 522 17800 SH DEFINED 5 17800 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 15 1900 SH DEFINED 5 1900 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 62 3000 SH DEFINED 5 3000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 43775 2112700 SH DEFINED 5 2112700 0 0
POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 73936T763 799 42000 SH DEFINED 5 42000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 78 1480 SH DEFINED 1480 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 10 1200 SH DEFINED 5 1200 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1221 148921 SH OTHER 5 0 148921 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 106 4900 SH DEFINED 5 4900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 168783 7835775 SH OTHER 5 0 7835775 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2787 58300 SH DEFINED 5 58300 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 53 1100 SH DEFINED 5 1100 0 0
SONY CORP ADR NEW 835699307 285 15000 SH DEFINED 4,2,3 15000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 36 330 SH DEFINED 330 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 33945 300000 SH DEFINED 4,2,3 300000 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 307 101022 SH DEFINED 5 101022 0 0
STERLITE INDS INDIA LTD ADS 859737207 1050 114000 SH DEFINED 5 114000 0 0
TAM SA SP ADR REP PFD 87484D103 4965 318700 SH DEFINED 5 318700 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 52 5480 SH DEFINED 5 5480 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3852 61000 SH DEFINED 5 61000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 208 3300 SH OTHER 5 0 3300 0
VALE S A ADR REPSTG PFD 91912E204 147 7000 SH DEFINED 5 7000 0 0
VALE S A ADR REPSTG PFD 91912E204 24854 1183500 SH DEFINED 5 1183500 0 0
VIACOM INC NEW CL B 92553P201 820 21171 SH DEFINED 5 21171 0 0
VORNADO RLTY TR SH BEN INT 929042109 930 12469 SH DEFINED 5 12469 0 0
VORNADO RLTY TR SH BEN INT 929042109 505485 6774124 SH OTHER 5 0 6774124 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 62 2200 SH DEFINED 5 2200 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 85 4000 SH DEFINED 5 4000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 64832 3062445 SH OTHER 5 0 3062445 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 8 960 SH DEFINED 5 960 0 0
3M COM 88579Y101 1744 24300 SH DEFINED 5 24300 0 0
A123 SYS COM 03739T108 509 148000 SH DEFINED 5 148000 0 0
ABBOTT COM 002824100 2930 57300 SH DEFINED 5 57300 0 0
ABBOTT COM 002824100 338 6600 SH OTHER 5 0 6600 0
ABERCROMBIE & FITCH CL A 002896207 246 4000 SH DEFINED 5 4000 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 1312 24900 SH DEFINED 5 24900 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 169 3200 SH OTHER 5 0 3200 0
ACE SHS H0023R105 776 12800 SH DEFINED 5 12800 0 0
ACTIVISION BLIZZARD COM 00507V109 207 17400 SH DEFINED 5 17400 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 3300 3000000 PRN DEFINED 1,2,3 3000000 0 0
ADOBE SYS COM 00724F101 442 18300 SH DEFINED 5 18300 0 0
ADVANCE AUTO PARTS COM 00751Y106 160 2750 SH DEFINED 5 2750 0 0
ADVANCED MICRO DEVICES COM 007903107 4 700 SH DEFINED 4,2,3 700 0 0
ADVANCED MICRO DEVICES COM 007903107 121 23727 SH DEFINED 5 23727 0 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 4531 4635000 PRN DEFINED 4,2,3 4635000 0 0
AES COM 00130H105 253 25900 SH DEFINED 5 25900 0 0
AETNA INC COM 00817Y108 531 14600 SH DEFINED 5 14600 0 0
AFLAC COM 001055102 633 18100 SH DEFINED 5 18100 0 0
AGCO COM 001084102 322 9300 SH DEFINED 5 9300 0 0
AGILENT TECHNOLOGIES COM 00846U101 390 12490 SH DEFINED 5 12490 0 0
AGNICO EAGLE MINES COM 008474108 595 10000 SH DEFINED 5 10000 0 0
AGREE REALTY COM 008492100 7 300 SH DEFINED 5 300 0 0
AIR PRODS & CHEMS COM 009158106 573 7500 SH DEFINED 5 7500 0 0
AIRGAS COM 009363102 166 2600 SH DEFINED 5 2600 0 0
AKAMAI TECHNOLOGIES COM 00971T101 151 7600 SH DEFINED 5 7600 0 0
ALBEMARLE COM 012653101 2727 67500 SH DEFINED 5 67500 0 0
ALCOA COM 013817101 361 37700 SH DEFINED 5 37700 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 123 2000 SH DEFINED 5 2000 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 82970 1351516 SH OTHER 5 0 1351516 0
ALEXION PHARMACEUTICALS COM 015351109 461 7200 SH DEFINED 5 7200 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 627 16964 SH DEFINED 4,2,3 16964 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 137 3700 SH DEFINED 5 3700 0 0
ALLERGAN COM 018490102 939 11400 SH DEFINED 5 11400 0 0
ALLIANCE DATA SYSTEMS COM 018581108 9310 100000 SH DEFINED 3 100000 0 0
ALLIANCE DATA SYSTEMS COM 018581108 159 1716 SH DEFINED 4,2,3 1716 0 0
ALLIANCE DATA SYSTEMS COM 018581108 148 1600 SH DEFINED 5 1600 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 127 100000 PRN DEFINED 3 100000 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 6329 5000000 PRN DEFINED 1,2,3 5000000 0 0
ALLIANT ENERGY COM 018802108 162 4200 SH DEFINED 5 4200 0 0
ALLSTATE COM 020002101 450 19000 SH DEFINED 5 19000 0 0
ALPHA NATURAL RESOURCES COM 02076X102 133 7500 SH DEFINED 5 7500 0 0
ALTERA COM 021441100 388 12300 SH DEFINED 5 12300 0 0
ALTRIA GROUP COM 02209S103 13132 489800 SH DEFINED 5 489800 0 0
AMAZON COM COM 023135106 2941 13600 SH DEFINED 5 13600 0 0
AMEREN COM 023608102 286 9600 SH DEFINED 5 9600 0 0
AMERESCO CL A 02361E108 1778 175000 SH DEFINED 5 175000 0 0
AMERICA MOVIL SAB DE CV SPON A SHS 02364W105 1349 61100 SH DEFINED 5 61100 0 0
AMERICAN ASSETS TR COM 024013104 20 1100 SH DEFINED 5 1100 0 0
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AMERICAN CAMPUS CMNTYS COM 024835100 81 2168 SH DEFINED 5 2168 0 0
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AMERICAN EXPRESS COM 025816109 7171 159700 SH DEFINED 5 159700 0 0
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AMERICAN INTL GROUP COM NEW 026874784 395 17992 SH DEFINED 5 17992 0 0
AMERICAN TOWER CL A 029912201 872 16200 SH DEFINED 5 16200 0 0
AMERICAN WTR WKS CO INC COM 030420103 5351 177300 SH DEFINED 5 177300 0 0
AMERIGROUP CORP NOTE 2.000% 03073TAB8 5872 5494000 PRN DEFINED 4,2,3 5494000 0 0
AMERIPRISE FINL COM 03076C106 392 9960 SH DEFINED 5 9960 0 0
AMERISOURCEBERGEN COM 03073E105 365 9800 SH DEFINED 5 9800 0 0
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AMPHENOL CORP CL A 032095101 277 6800 SH DEFINED 5 6800 0 0
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 2225 2500000 PRN DEFINED 4,2,3 2500000 0 0
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ANALOG DEVICES COM 032654105 363 11600 SH DEFINED 5 11600 0 0
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AON COM 037389103 462 11000 SH DEFINED 5 11000 0 0
APACHE COM 037411105 1116 13910 SH DEFINED 5 13910 0 0
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APARTMENT INVT & MGMT CL A 03748R101 86 3892 SH DEFINED 5 3892 0 0
APARTMENT INVT & MGMT CL A 03748R101 62258 2814545 SH OTHER 5 0 2814545 0
APOLLO GROUP CL A 037604105 214 5400 SH DEFINED 5 5400 0 0
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ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 2944 2800000 PRN DEFINED 3 2800000 0 0
ARCH CAP GROUP ORD G0450A105 157 4800 SH DEFINED 5 4800 0 0
ARCH COAL COM 039380100 118 8100 SH DEFINED 5 8100 0 0
ARCHER DANIELS MIDLAND COM 039483102 618 24900 SH DEFINED 5 24900 0 0
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ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 4844 4857000 PRN DEFINED 4,2,3 4857000 0 0
ARROW ELECTRS COM 042735100 144 5200 SH DEFINED 5 5200 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 13 1900 SH DEFINED 5 1900 0 0
ASSOCIATED ESTATES RLTY COM 045604105 22 1400 SH DEFINED 5 1400 0 0
ASSOCIATED ESTATES RLTY COM 045604105 44658 2888637 SH OTHER 5 0 2888637 0
ASSURANT COM 04621X108 179 5000 SH DEFINED 5 5000 0 0
AT&T COM 00206R102 17118 600195 SH DEFINED 5 600195 0 0
AT&T COM 00206R102 394 13800 SH OTHER 5 0 13800 0
AUTODESK COM 052769106 220 7900 SH DEFINED 5 7900 0 0
AUTOLIV COM 052800109 155 3200 SH DEFINED 5 3200 0 0
AUTOMATIC DATA PROCESSING COM 053015103 882 18700 SH DEFINED 5 18700 0 0
AUTOZONE COM 053332102 319 1000 SH DEFINED 5 1000 0 0
AVAGO TECHNOLOGIES SHS Y0486S104 292 8900 SH DEFINED 5 8900 0 0
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AVERY DENNISON COM 053611109 75 3000 SH DEFINED 5 3000 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 1205 1250000 PRN DEFINED 4,2,3 1250000 0 0
AVNET COM 053807103 185 7100 SH DEFINED 5 7100 0 0
AVON PRODS COM 054303102 361 18400 SH DEFINED 5 18400 0 0
AXIS CAPITAL SHS G0692U109 112 4300 SH DEFINED 5 4300 0 0
BAKER HUGHES COM 057224107 729 15804 SH DEFINED 5 15804 0 0
BALL COM 058498106 211 6800 SH DEFINED 5 6800 0 0
BANCO SANTANDER CHILE NEW SP A COM 05965X109 73 1000 SH DEFINED 5 1000 0 0
BANK OF AMERICA COM 060505104 0 28 SH DEFINED 3 28 0 0
BANK OF AMERICA COM 060505104 2267 370414 SH DEFINED 5 370414 0 0
BANK OF NEW YORK MELLON COM 064058100 843 45371 SH DEFINED 5 45371 0 0
BANK OF NEW YORK MELLON COM 064058100 93 5000 SH OTHER 5 0 5000 0
BARD C R COM 067383109 263 3000 SH DEFINED 5 3000 0 0
BARRICK GOLD COM 067901108 466 10000 SH DEFINED 3 10000 0 0
BAXTER INTL COM 071813109 6529 116300 SH DEFINED 5 116300 0 0
BB&T COM 054937107 2511 117700 SH DEFINED 5 117700 0 0
BE AEROSPACE COM 073302101 129 3900 SH DEFINED 5 3900 0 0
BECTON DICKINSON & COM 075887109 6254 85300 SH DEFINED 5 85300 0 0
BECTON DICKINSON & COM 075887109 205 2800 SH OTHER 5 0 2800 0
BED BATH & BEYOND COM 075896100 527 9200 SH DEFINED 5 9200 0 0
BERKLEY W R COM 084423102 160 5400 SH DEFINED 5 5400 0 0
BEST BUY COM 086516101 287 12300 SH DEFINED 5 12300 0 0
BIOGEN IDEC COM 09062X103 804 8630 SH DEFINED 5 8630 0 0
BIOMED REALTY TRUST COM 09063H107 71 4300 SH DEFINED 5 4300 0 0
BIOMED REALTY TRUST COM 09063H107 31375 1893466 SH OTHER 5 0 1893466 0
BJS RESTAURANTS COM 09180C106 22 500 SH DEFINED 5 500 0 0
BLACKROCK COM 09247X101 488 3300 SH DEFINED 5 3300 0 0
BLOCK H & R COM 093671105 173 13000 SH DEFINED 5 13000 0 0
BMC SOFTWARE COM 055921100 254 6600 SH DEFINED 5 6600 0 0
BOEING COM 097023105 1561 25800 SH DEFINED 5 25800 0 0
BORGWARNER COM 099724106 254 4200 SH DEFINED 5 4200 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 9619 8845000 PRN DEFINED 4,2,3 8845000 0 0
BOSTON PROPERTIES COM 101121101 927 10400 SH DEFINED 5 10400 0 0
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