0001481045-18-000006.txt : 20180730 0001481045-18-000006.hdr.sgml : 20180730 20180730110006 ACCESSION NUMBER: 0001481045-18-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180730 DATE AS OF CHANGE: 20180730 EFFECTIVENESS DATE: 20180730 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: 18976474 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 06-30-2018 06-30-2018 Daiwa Securities Group Inc.

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

13F HOLDINGS REPORT 028-14426 N Eiji Aoki 81-3-5555-2800 Eiji Aoki Tokyo M0 07-24-2018 4 1517 12696361 false 1 0001513151 028-14429 Daiwa Asset Management Co. Ltd 2 0001545860 028-14945 Daiwa International Holdings Inc. 3 0001512777 028-14427 Daiwa America Strategic Advisors Corp 4 0001512694 028-14428 Daiwa Capital Markets America Holdings Inc. 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RESORTSCOM55295310166823012SHSOLE12301200MICHAEL KORS HLDGSSHSG607541013425131SHSOLE1513100MICROCHIP TECHNOLOGYCOM59501710410023110201SHOTR111020100MICROCHIP TECHNOLOGYCOM595017104110412143SHSOLE11214300MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD610547560000000PRNDFND3,4,26000000000MICRON TECHNOLOGYCOM595112103279653323PRNDFND5332300MICRON TECHNOLOGYCOM5951121035545105732SHOTR110573200MICRON TECHNOLOGYCOM595112103228843630SHSOLE14363000MICROSOFTCOM594918104150915309PRNDFND1530900MICROSOFTCOM594918104827583913SHOTR18391300MICROSOFTCOM59491810432584330432SHSOLE133043200MID AMER APT CMNTYSCOM59522J103247624600SHSOLE12460000MIDDLEBYCOM596278101647662016SHOTR16201600MIDDLEBYCOM5962781011781700SHSOLE1170000MINERVA NEUROSCIENCESCOM6033801062214SHSOLE121400MOBILE TELESYSTEMS PJSCADR6074091091060120000SHOTR112000000MOBILE TELESYSTEMS PJSCADR60740910914916850SHSOLE11685000MOHAWK INDSCOM6081901044552125SHSOLE1212500MOLINA HEALTHCARE INCDBCV 1.625% 8/160855RAD2122997300000PRNDFND3,4,2730000000MOMENTA PHARMACEUTICALSCOM60877T1009422SHSOLE142200MOMOADR60879B10713300SHSOLE130000MONDELEZ INTLCL A609207105211251502SHSOLE15150200MONMOUTH REAL ESTATE INVTCL A60972010716710100SHSOLE11010000MONSTER BEVERAGE CORPCOM61174X10982314363SHSOLE11436300MOODYSCOM615369105473527764SHOTR12776400MOODYSCOM61536910510796324SHSOLE1632400MORGANCOM NEW6174464481092299SHOTR1229900MORGANCOM NEW61744644863013300SHOTR11330000MORGANCOM NEW617446448245151701SHSOLE15170100MOSAIC COCOM61945C10378427935SHSOLE12793500MOTOROLA SOLUTIONSCOM NEW620076307887076219SHOTR17621900MOTOROLA SOLUTIONSCOM NEW6200763076575645SHSOLE1564500MSCICOM55354G100288517442SHOTR11744200MSCICOM55354G1005433280SHSOLE1328000MYOKARDIACOM62857M10510198SHSOLE119800MYRIAD GENETICSCOM62855J10414383SHSOLE138300NABRIVA THERAPEUTICSSHSG636371051203SHSOLE120300NANOSTRING TECHNOLOGIESCOM63009R1092140SHSOLE114000NANTHEALTHCOM6301041072599SHSOLE159900NANTKWESTCOM63016Q1021439SHSOLE143900NASDAQCOM6311031084314722SHSOLE1472200NATIONAL HEALTH INVSCOM63633D1044275800SHSOLE1580000NATIONAL INSTRSCOM6365181026133146103SHOTR114610300NATIONAL OILWELL VARCOCOM6370711015899135924SHOTR113592400NATIONAL OILWELL VARCOCOM63707110156613037SHSOLE11303700NATIONAL RETAIL PPTYSCOM6374171061858694228146SHOTR1422814600NATIONAL RETAIL PPTYSCOM637417106174539702SHSOLE13970200NEKTARCOM6402681083206544SHSOLE1654400NEOS THERAPEUTICSCOM64052L1061160SHSOLE116000NETAPPCOM64110D1045587100SHOTR1710000NETAPPCOM64110D104111114142SHSOLE11414200NETEASE INCADR64110W10211144409SHOTR1440900NETEASE INCADR64110W10283330SHSOLE133000NETFLIXCOM64110L10627777095PRNDFND709500NETFLIXCOM64110L106499212752SHOTR11275200NETFLIXCOM64110L106811720736SHSOLE12073600NEUROCRINE BIOSCIENCESCOM64125C109479348790SHOTR14879000NEUROCRINE BIOSCIENCESCOM64125C10948489SHSOLE148900NEW ORIENTAL ED & TECH GRP IADR647581107461448740SHOTR14874000NEW ORIENTAL ED & TECH GRP IADR647581107364538510SHSOLE13851000NEW SR INVT GROUPCOM6486911038010600SHSOLE11060000NEW YORK CMNTY BANCORPCOM64944510318616828SHSOLE11682800NEWELL BRANDSCOM65122910643516878SHSOLE11687800NEWFIELD EXPLCOM6512901081996562SHSOLE1656200NEWLINK GENETICSCOM6515111071205SHSOLE120500NEWMONT MININGCOM65163910666917729SHSOLE11772900NEWS CORPCL A65249B10919412490SHSOLE11249000NEXPOINT RESIDENTIAL TRCOM65341D102712500SHSOLE1250000NEXTERA ENERGYCOM65339F101155929SHOTR192900NEXTERA ENERGYCOM65339F101376122516SHSOLE12251600NICE LTDADR653656108408439360SHOTR13936000NICE SYS INCNOTE 1.250% 1/165366HAB91327210000000PRNDFND3,4,21000000000NISOURCECOM65473P10533512733SHSOLE11273300NOBLE ENERGYCOM65504410555915854SHSOLE11585400NORDSTROMCOM6556641002023906SHSOLE1390600NORFOLK SOUTHERNCOM655844108349323155SHSOLE12315500NORTHERN TRCOM665859104675865685SHOTR16568500NORTHERN TRCOM6658591047887654SHSOLE1765400NORTHROP GRUMMANCOM666807102154500SHOTR150000NORTHROP GRUMMANCOM66680710217575709SHSOLE1570900NORTHSTAR REALTY EUROPECOM66706L1011047182SHSOLE1718200NORWEGIAN CRUISE LINE HLDGSHSG66721104420689019SHOTR18901900NORWEGIAN CRUISE LINE HLDGSHSG6672110447910138SHSOLE11013800NOVAVAXCOM67000210421733SHSOLE1173300NOVOCURE LTDSHSG6674U10815494SHSOLE149400NRG ENERGYCOM NEW62937750810310SHSOLE131000NUCORCOM67034610567310770SHSOLE11077000NVIDIACOM67066G104945939931PRNDFND3993100NVIDIACOM67066G104392916583SHOTR11658300NVIDIACOM67066G104732530922SHSOLE13092200NVRCOM62944T105356120SHSOLE112000NXP SEMICONDUCTORS NCOMN6596X109120711050SHSOLE11105000NXP SEMICONDUCTORS NCALLN6596X909120SHDFND3,4,22000NXP SEMICONDUCTORS N VNOTE 1.000%12/062952QAB683807000000PRNDFND3,4,2700000000O REILLY AUTOMOTIVE INCCOM67103H1077972915SHSOLE1291500OCCIDENTAL PETE CORPCOM6745991051071282SHOTR1128200OCCIDENTAL PETE CORPCOM674599105227027132SHSOLE12713200OGE ENERGYCOM6708371032085900SHSOLE1590000OLD DOMINION FGHT LINESCOM679580100563137802SHOTR13780200OLD DOMINION FGHT LINESCOM679580100883959340SHSOLE15934000OMEGA HEALTHCARE INVSCOM6819361001551625005241SHOTR1500524100OMEGA HEALTHCARE INVSCOM68193610085327520SHSOLE12752000OMEROSCOM6821431025265SHSOLE126500OMNICOM GROUPCOM681919106342544909SHOTR14490900OMNICOM GROUPCOM6819191065957802SHSOLE1780200ON SEMICONDUCTORCOM6821891057786350185SHOTR135018500ON SEMICONDUCTORCOM68218910537816987SHSOLE11698700ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK11598412150000PRNDFND3,4,21215000000ONE LIBERTY PPTYSCOM682406103612300SHSOLE1230000ONEOK INCCOM682680103100714426SHSOLE11442600OPKO HEALTHCOM68375N103153091SHSOLE1309100ORACLECOM68389X1057681174335SHOTR117433500ORACLECOM68389X1054668105940SHSOLE110594000OSHKOSHCOM688239201684997400SHSOLE19740000OWENS CORNINGCOM690742101331752350SHSOLE15235000PACCARCOM6937181088708140549SHSOLE114054900PACIFIC BIOSCIENCES CALIFCOM69404D1082642SHSOLE164200PACIRA PHARMACEUTICALSCOM6951271007224SHSOLE122400PACKAGING CORPCOM695156109577851685SHOTR15168500PACKAGING CORPCOM6951561099348353SHSOLE1835300PALO ALTO NETWORKSCOM6974351058634200SHSOLE1420000PALO ALTO NETWORKS INCNOTE 7/0697435AB15124027500000PRNDFND3,4,22750000000PARAMOUNT GROUPCOM69924R1085323SHOTR132300PARAMOUNT GROUPCOM69924R10842027300SHSOLE12730000PARATEK PHARMACEUTICALSCOM6993743022173SHSOLE117300PARK HOTELS RESORTSCOM7005171051275844165343SHOTR1416534300PARK HOTELS RESORTSCOM70051710583627300SHSOLE12730000PARKER HANNIFINCOM7010941047304683SHSOLE1468300PARSLEY ENERGYCL A7018771022177150SHSOLE1715000PAYCHEXCOM70432610774410881SHSOLE11088100PAYPAL HLDGSCOM70450Y1033063676PRNDFND367600PAYPAL HLDGSCOM70450Y103355742718SHOTR14271800PAYPAL HLDGSCOM70450Y103331239771SHSOLE13977100PDL BIOPHARMACOM69329Y1042853SHSOLE185300PEBBLEBROOK HOTELCOM70509V1001278363294742SHOTR1329474200PEBBLEBROOK HOTELCOM70509V1003699500SHSOLE1950000PENTAIRSHSG7S00T1042515960SHSOLE1596000PEOPLES UNITED FINANCIALCOM71270410522912679SHSOLE11267900PEPSICOCOM7134481083293024SHOTR1302400PEPSICOCOM713448108527048410SHSOLE14841000PERKINELMERCOM714046109669191363SHOTR19136300PERKINELMERCOM714046109574SHSOLE17400PERRIGO COSHSG978221033244438SHSOLE1443800PETIQ INCCL A71639T106273SHSOLE17300PETROLEO BRASILEIRO SA PETROADR71654V4083729371800SHSOLE137180000PFIZERCOM71708110372920100SHOTR12010000PFIZERCOM7170811039692267149SHSOLE126714900PG&ECOM69331C10873217206SHSOLE11720600PHILIP MORRIS INTLCOM718172109558669188SHSOLE16918800PHILLIPSCOM718546104248022086SHSOLE12208600PHYSICIANS RLTYCOM71943U10414111885243SHOTR188524300PHYSICIANS RLTYCOM71943U10438624200SHSOLE12420000PIEDMONT OFFICE REALTY TR INCL A72019020636718400SHSOLE11840000PINNACLE WEST CAPCOM7234841012993714SHSOLE1371400PIONEER NAT RESCOM72378710710775691SHSOLE1569100PNC FINL SVCS GROUPCOM693475105112830SHOTR183000PNC FINL SVCS GROUPCOM693475105220716338SHSOLE11633800POLARIS INDSCOM7310681022201800SHSOLE1180000PORTOLA PHARMACEUTICALSCOM73701010814361SHSOLE136100POST HLDGSCOM737446104535762273SHOTR16227300PPG INDSCOM693506107489247159SHOTR14715900PPG INDSCOM6935061078778457SHSOLE1845700PPLCOM69351T106722530SHOTR1253000PPLCOM69351T10666623332SHSOLE12333200PRA HEALTH SCIENCESCOM69354M10833350SHSOLE135000PRAXAIRCOM74005P104158710036SHSOLE11003600PREFERRED APT CMNTYSCOM74039L103754400SHSOLE1440000PRICE T ROWE GROUPCOM74144T1089958569SHSOLE1856900PRICELINE GRP INCNOTE 0.350% 6/1741503AS5102266600000PRNDFND3,4,2660000000PRIMORIS SVCSCOM74164F103123645400SHSOLE14540000PRINCIPAL FINL GROUPCOM74251V1025189782SHSOLE1978200PROCTER AND GAMBLECOM7427181095296782SHOTR1678200PROCTER AND GAMBLECOM74271810911525147641SHSOLE114764100PROGENICS PHARMACEUTICALSCOM7431871063388SHSOLE138800PROGRESSIVE CORPCOM743315103118520027SHSOLE12002700PROLOGISCOM74340W1033461285269115SHOTR1526911500PROLOGISCOM74340W1037175109223SHSOLE110922300PROTHENA CORPSHSG728001083212SHSOLE121200PRUDENTIAL FINLCOM744320102133414270SHSOLE11427000PS BUSINESS PKS INCCOM69360J1073602800SHSOLE1280000PTC THERAPEUTICSCOM69366J2008229SHSOLE122900PUBLICCOM74460D109944341625SHOTR14162500PUBLICCOM74460D109679029931SHSOLE12993100PUBLIC SVC ENTERPRISECOM744573106121722480SHSOLE12248000PULTE GROUPCOM74586710156619691SHSOLE11969100PUMA BIOTECHNOLOGYCOM74587V10712207SHSOLE120700PVHCOM6936561003722483SHSOLE1248300QORVOCOM74736K1013544420SHSOLE1442000QTS RLTY TR INCCL A74736A1032616600SHSOLE1660000QUALCOMMCOM7475251032895146SHOTR1514600QUALCOMMCOM747525103369665864SHSOLE16586400QUALITY CARE PPTYSCOM74754510126312220SHSOLE11222000QUANTA SVCSCOM74762E1027926237293SHSOLE123729300QUEST DIAGNOSTICSCOM74834L1005104643SHSOLE1464300RA PHARMACEUTICALSCOM74933V1081125SHSOLE112500RADIUS HEALTHCOM NEW7504692077246SHSOLE124600RALPH LAURENCL A7512121012221763SHSOLE1176300RAMBUS INCCOM75091710631325000SHDFND3,4,22500000RAMBUS INCPUT75091795644747SHDFND3,4,274700RAYMOND JAMES FINANCIALCOM7547301093944411SHSOLE1441100RAYTHEONCOM NEW755111507195210102SHSOLE11010200REALTY INCOMECOM75610910440575754317SHOTR175431700REALTY INCOMECOM756109104340863349SHSOLE16334900REATA PHARMACEUTICALSCL A75615P1034110SHSOLE111000RED HATCOM7565771028506327SHSOLE1632700RED HAT INCNOTE 0.250%10/0756577AD41899410000000PRNDFND3,4,21000000000REGENCY CTRSCOM7588491032001673224346SHOTR1322434600REGENCY CTRSCOM758849103220135457SHSOLE13545700REGENERONCOM75886F107243707PRNDFND70700REGENERONCOM75886F107364510565SHOTR11056500REGENERONCOM75886F10711603363SHSOLE1336300REGENXBIOCOM75901B10712172SHSOLE117200REGIONS FINL CORPCOM7591EP10072040471SHSOLE14047100REINSURANCE GROUP AMERCOM NEW7593516042802100SHSOLE1210000RELIANCE STEEL & ALUMINUMCOM75950910297211100SHSOLE11110000RENAISSANCERE HOLDINGSCOMG7496G1031861547SHSOLE1154700REPLIGENCOM75991610911241SHSOLE124100REPLIGEN CORPNOTE 2.125% 6/0759916AA746513000000PRNDFND3,4,2300000000REPUBLIC SVCSCOM7607591005327776SHSOLE1777600RESMEDCOM7611521075114937SHSOLE1493700RESTAURANT BRANDS 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PPTYSCOM78377T1075907100SHSOLE1710000S&P GLOBALCOM78409V10418629131SHSOLE1913100SABRA HEALTH CARE REITCOM78573L10652524176SHSOLE12417600SABRECOM78573M1041907700SHSOLE1770000SAGE THERAPEUTICSCOM78667J10836230SHSOLE123000SALESFORCE COMCOM79466L302286821032PRNDFND2103200SALESFORCE COMCOM79466L302520038122SHOTR13812200SALESFORCE COMCOM79466L302356026103SHSOLE12610300SANGAMO THERAPEUTICSCOM8006771067467SHSOLE146700SAREPTA THERAPEUTICSCOM80360710047357SHSOLE135700SAUL CTRSCOM804395101751400SHSOLE1140000SAVARACOM8051111012169SHSOLE116900SBA COMMUNICATIONS CORPCL A78410G10412787737SHSOLE1773700SCANA CORPCOM80589M1021543998SHSOLE1399800SCHEIN HENRYCOM806407102235632434SHOTR13243400SCHEIN HENRYCOM8064071023705091SHSOLE1509100SCHLUMBERGERCOM8068571081822712SHOTR1271200SCHLUMBERGERCOM806857108319647682SHSOLE14768200SCHWAB CHARLES CORPCOM808513105217242498SHSOLE14249800SEAGATE TECHNOLOGYSHSG7945M10767812010SHSOLE11201000SEALED AIR CORPCOM81211K1005567131135SHOTR113113500SEALED AIR 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FLAGS ENTMT CORPCOM83001A10235500SHSOLE150000SKYWORKS SOLUTIONSCOM83088M102523454152SHOTR15415200SKYWORKS SOLUTIONSCOM83088M1026086289SHSOLE1628900SL GREEN RLTYCOM78440X101213921277SHSOLE12127700SMITH ACOM831865209378263937SHOTR16393700SMITH ACOM8318652093095231SHSOLE1523100SMUCKER J MCOM NEW8326964054033746SHSOLE1374600SNAP ONCOM8330341012171352SHOTR1135200SNAP ONCOM8330341013181980SHSOLE1198000SOUTHERNCOM842587107159634469SHSOLE13446900SOUTHWEST AIRLSCOM8447411084589000SHOTR1900000SOUTHWEST AIRLSCOM84474110860311846SHSOLE11184600SPARK THERAPEUTICSCOM84652J10317204SHSOLE120400SPDR GOLD TRUSTSHS78463V1077126000SHSOLE1600000SPDR S&P 500 ETFPUT78462F953107250SHDFND3,4,225000SPDR S&P 500 ETFPUT78462F95375250SHDFND3,4,225000SPECTRUM PHARMACEUTICALSCOM84763A10812556SHSOLE155600SPIRIT AEROSYSTEMS HLDGS INCCL A8485741093263800SHSOLE1380000SPIRIT RLTY CAP INCCOM84860W10248760700SHSOLE16070000SPLUNKCOM848637104287729028SHOTR12902800SPLUNKCOM8486371045305350SHSOLE1535000SPOTIFY TECHNOLOGY SSHSL8681T102288017116SHOTR11711600SQUARECL A85223410365610641SHSOLE11064100SS&C TECHNOLOGIES HLDGSCOM78467J1003606934SHSOLE1693400STAG INDLCOM85254J10235112900SHSOLE11290000STANLEY BLACK & DECKERCOM854502101175413206SHSOLE11320600STARBUCKSCOM85524410975915556PRNDFND1555600STARBUCKSCOM8552441092304700SHOTR1470000STARBUCKSCOM855244109311063669SHSOLE16366900STATE STRCOM857477103115912448SHSOLE11244800STEEL DYNAMICSCOM8581191003688000SHSOLE1800000STERICYCLECOM8589121081772718SHSOLE1271800STORE CAPCOM86212110064923700SHSOLE12370000STRAYER EDCOM86323610594830SHSOLE183000STRYKERCOM863667101194411515SHSOLE11151500SUMMIT HOTEL PPTYSCOM86608210020914600SHSOLE11460000SUN CMNTYSCOM8666741042951163015076SHOTR1301507600SUN CMNTYSCOM866674104106710900SHSOLE11090000SUN LIFE FINLCOM8667961051774400SHSOLE1440000SUNSTONE HOTEL INVS INCCOM86789210117592010584844SHOTR11058484400SUNSTONE HOTEL INVS INCCOM86789210151631038SHSOLE13103800SUNTRUST BKSCOM867914103226334271SHOTR13427100SUNTRUST BKSCOM867914103108316403SHSOLE11640300SUPERNUS PHARMACEUTICALSCOM86845910817283SHSOLE128300SVB FINLCOM78486Q10127469509SHOTR1950900SVB FINLCOM78486Q1015221807SHSOLE1180700SYMANTECCOM87150310843521076SHSOLE12107600SYNCHRONYCOM87165B103218865546SHOTR16554600SYNCHRONYCOM87165B103175252485SHSOLE15248500SYNDAX PHARMACEUTICALSCOM87164F1051135SHSOLE113500SYNEOS HEALTHCL A87166B10227577SHSOLE157700SYNERGY PHARMACEUTICALSCOM NEW87163930821363SHSOLE1136300SYNOPSYSCOM8716071074295016SHSOLE1501600SYSCOCOM871829107189927814SHSOLE12781400T MOBILE USCOM87259010466611150SHSOLE11115000TAIWAN SEMICONDUCTOR MFG LTDADR8740391002165900SHSOLE1590000TAKE-TWO INTERACTIVECOM8740541095034253SHSOLE1425300TANGER FACTORY OUTLET CTRSCOM87546510630813100SHSOLE11310000TAPESTRYCOM8760301076865146981SHOTR114698100TAPESTRYCOM87603010747910260SHSOLE11026000TARGA RESCOM87612G1013657379SHSOLE1737900TARGETCOM87612E106269335381SHSOLE13538100TAUBMAN CTRSCOM8766641034998500SHSOLE1850000TD AMERITRADE HLDGCOM87236Y10814101257450SHOTR125745000TD AMERITRADE HLDGCOM87236Y1085479994SHSOLE1999400TE CONNECTIVITY LTDSHSH849891042192435SHOTR1243500TE CONNECTIVITY LTDSHSH84989104859295407SHOTR19540700TE CONNECTIVITY LTDSHSH84989104346738500SHOTR13850000TE CONNECTIVITY LTDSHSH84989104109412149SHSOLE11214900TECHNIPFMCCOMG8711010551416183SHSOLE11618300TELEDYNE TECHNOLOGIESCOM879360105586129443SHOTR12944300TELEFLEXCOM879369106350213056SHOTR11305600TELEFLEXCOM8793691064331615SHSOLE1161500TELEFONICA BRASIL SAADR87936R106110493010SHSOLE19301000TELIGENT INCCOM87960W1041295SHSOLE129500TENET HEALTHCARECOM NEW88033G407197458800SHOTR15880000TERADYNECOM880770102233561330SHOTR16133000TEREX CORPCOM8807791036113144900SHSOLE114490000TERRENO RLTYCOM88146M1012757300SHSOLE1730000TESAROCOM88156910713301SHSOLE130100TESLACOM88160R10130248820PRNDFND882000TESLACOM88160R101378411035SHSOLE11103500TETRAPHASE PHARMACEUTICALSCOM88165N1051284SHSOLE128400TEVA PHARMACEUTICAL INDS LTDADR88162420977531854SHSOLE13185400TEXAS INSTRSCOM882508104385134934SHSOLE13493400TEXTRONCOM8832031015838842SHSOLE1884200THERAPEUTICSMDCOM88338N10771196SHSOLE1119600THERAVANCE BIOPHARMACOMG8807B1067299SHSOLE129900THERAVANCE INCNOTE 2.125% 1/188338TAB028833000000PRNDFND3,4,2300000000THERMO FISHER SCIENTIFICCOM883556102740735759SHOTR13575900THERMO FISHER SCIENTIFICCOM883556102296414310SHSOLE11431000TIER REITCOM NEW88650V2081576600SHSOLE1660000TIFFANY & COCOM8865471085464149SHSOLE1414900TIM PARTICIPACOES S AADR88706P2053073182250SHSOLE118225000TJX COS INCCOM8725401092602734SHOTR1273400TJX COS INCCOM872540109253826669SHSOLE12666900TOCAGENCOM8888461021109SHSOLE110900TOLL BROTHERSCOM8894781031855000SHSOLE1500000TORCHMARKCOM891027104421251738SHOTR15173800TORCHMARKCOM8910271043223957SHSOLE1395700TOTAL SYS SVCSCOM8919061095116046SHSOLE1604600TRACTOR SUPPLYCOM892356106243031766SHOTR13176600TRACTOR SUPPLYCOM8923561063364396SHSOLE1439600TRANSDIGM GROUPCOM8936411006331833SHSOLE1183300TRANSUNIONCOM89400J1074606415SHSOLE1641500TRAVELERS 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PPTYSCOM903002103684400SHSOLE1440000UNDER ARMOURCL A9043111073399151199SHOTR115119900UNDER ARMOURCL A9043111071456442SHSOLE1644200UNION PACCOM9078181082121498SHOTR1149800UNION PACCOM90781810814421101789SHSOLE110178900UNIQURESHSN900641016170SHSOLE117000UNITED CONTL HLDGSCOM91004710985912322SHSOLE11232200UNITED RENTALSCOM9113631091019269043SHSOLE16904300UNITED TECHNOLOGIESCOM913017109529842377SHSOLE14237700UNITED THERAPEUTICS CORPCOM91307C1021801589SHSOLE1158900UNITEDHEALTH GROUPCOM91324P1021197648813SHOTR14881300UNITEDHEALTH GROUPCOM91324P1021238650485SHSOLE15048500UNUMCOM91529Y1062797543SHSOLE1754300URBAN EDGECOM91704F10431913943SHSOLE11394300URSTADT BIDDLE PPTYSCL A917286205813600SHSOLE1360000URSTADT BIDDLE PPTYS INCPFD-G CV 6.75%9172868093670145867SHOTR1000US BANCORPCOM NEW902973304281656303SHSOLE15630300V FCOM91820410897111914SHSOLE11191400VAIL RESORTSCOM91879Q1096962540SHSOLE1254000VALE SADR91912E1058200639648SHSOLE163964800VALERO ENERGY CORPCOM91913Y1006876200SHOTR1620000VALERO ENERGY CORPCOM91913Y100240021652SHSOLE12165200VANDA PHARMACEUTICALSCOM9216591085248SHSOLE124800VARIAN MED SYSCOM92220P105463640769SHOTR14076900VARIAN MED SYSCOM92220P1053763304SHSOLE1330400VEEVA SYS INC CLCOM9224751083063975SHSOLE1397500VENTASCOM92276F100963771692307SHOTR1169230700VENTASCOM92276F100426074806SHSOLE17480600VERACYTECOM92337F1072188SHSOLE118800VEREITCOM92339V10011160415000483SHOTR11500048300VEREITCOM92339V1001225164624SHSOLE116462400VEREITCALL92339V900242000SHDFND3,4,2200000VERISIGNCOM92343E1024122996SHSOLE1299600VERISK ANALYTICSCOM92345Y106909684504SHOTR18450400VERISK ANALYTICSCOM92345Y1066476008SHSOLE1600800VERIZON COMMUNICATIONSCOM92343V1041763500SHOTR1350000VERIZON COMMUNICATIONSCOM92343V1047866156341SHSOLE115634100VERTEX PHARMACEUTICALSCOM92532F10016689814SHSOLE1981400VICI PPTYSCOM9256521091150725575176SHOTR1557517600VISA INCCL A92826C8394853668PRNDFND366800VISA INCCL A92826C839771158220SHOTR15822000VISA INCCL A92826C8391051879409SHSOLE17940900VISHAY INTERTECHNOLOGYPUT92829895825590SHDFND3,4,259000VISTEONCOM NEW92839U206172113319SHOTR11331900VISTEONCOM NEW92839U2061681300SHSOLE1130000VISTRA ENERGYCOM92840M10226511200SHSOLE11120000VITAL THERAPIESCOM92847R1042233SHSOLE123300VMWARE INC CLCOM9285634023382300SHSOLE1230000VOYA FINLCOM92908910073615650SHSOLE11565000VOYAGER THERAPEUTICSCOM92915B1063178SHSOLE117800VULCAN MATLSCOM929160109893169201SHSOLE16920100W P CAREYCOM92936U109153323100SHSOLE12310000W R BERKLEYCOM084423102366950666SHOTR15066600W R BERKLEYCOM0844231022102900SHSOLE1290000WABCO HLDGSCOM92927K1021841570SHSOLE1157000WABTECCOM929740108223422657SHOTR12265700WABTECCOM9297401083113155SHSOLE1315500WALGREENS BOOTS ALLIANCECOM931427108380663413SHSOLE16341300WALMARTCOM9311421032482900SHOTR1290000WALMARTCOM931142103726784846SHSOLE18484600WASHINGTON PRIME GROUPCOM93964W10820425153SHSOLE12515300WASTE CONNECTIONSCOM94106B101655587080SHOTR18708000WASTE CONNECTIONSCOM94106B1016378457SHSOLE1845700WASTE MGMT INCCOM94106L109172721227SHSOLE12122700WATERSCOM941848103547328270SHOTR12827000WATERSCOM9418481035112641SHSOLE1264100WAYFAIRCL A94419L101201116934SHOTR11693400WEC ENERGY GROUPCOM92939U10671511055SHSOLE11105500WEIBO CORPADR9485961016837695SHOTR1769500WELLCARE HEALTH PLANSCOM94946T10625100SHSOLE110000WELLS FARGO COCOM9497461013376093PRNDFND609300WELLS FARGO COCOM949746101472685250SHOTR18525000WELLS FARGO COCOM9497461019372169050SHSOLE116905000WELLTOWERCOM95040Q1041147601830598SHOTR1183059800WELLTOWERCOM95040Q104499379646SHSOLE17964600WERNER ENTERPRISESCOM950755108149139700SHSOLE13970000WESTERN DIGITALCOM95810210578710168SHSOLE11016800WESTERN UNCOM95980210931815627SHSOLE11562700WESTLAKE CHEMCOM9604131021571455SHSOLE1145500WESTROCKCOM96145D1055008765SHSOLE1876500WEXCOM96208T104928348733SHOTR14873300WEYERHAEUSERCOM96216610463817500SHDFND3,4,21750000WEYERHAEUSERCOM96216610490724876SHSOLE12487600WEYERHAEUSERPUT96216695439694SHDFND3,4,269400WHEELER REAL ESTATE INVTCOM NEW9630257051312SHSOLE131200WHIRLPOOLCOM9633201063332279SHSOLE1227900WHITESTONECOM966084204574600SHSOLE1460000WILLIAMS COS INCCOM96945710077728648SHSOLE12864800WILLIAMS SONOMACOM969904101231737744SHOTR13774400WILLIS TOWERS WATSON PUBSHSG966291036844511SHSOLE1451100WIX COMSHSM98068105243724300SHDFND3,4,22430000WORKDAYCL A98138H101227818809SHOTR11880900WORKDAYCL A98138H1015574600SHSOLE1460000WORKDAYPUT98138H95175447SHDFND3,4,244700WORKDAY INCNOTE 1.500% 7/198138HAD35017132500000PRNDFND3,4,23250000000WORLD FUEL SVCSCOM981475106126261825SHOTR16182500WORLDPAYCL A981558109128615726SHSOLE11572600WYNDHAM DESTINATIONSCOM98310W108801800SHOTR1180000WYNDHAM DESTINATIONSCOM98310W1081423200SHSOLE1320000WYNDHAM HOTELS & RESORTSCOM98311A1051061800SHOTR1180000WYNDHAM HOTELS & RESORTSCOM98311A1051883200SHSOLE1320000WYNN RESORTSCOM9831341077194296SHSOLE1429600XCEL ENERGYCOM98389B1001322894SHOTR1289400XCEL ENERGYCOM98389B10077416952SHSOLE11695200XENCORCOM98401F10510260SHSOLE126000XENIA HOTELS & RESORTSCOM98401710334614200SHSOLE11420000XEROXCOM NEW9841216081767353SHSOLE1735300XILINXCOM983919101594991164SHOTR19116400XILINXCOM9839191015638624SHSOLE1862400XL GROUPCOMG982941044628266SHSOLE1826600XPO LOGISTICSCOM9837931004174160SHSOLE1416000XYLEMCOM98419M100359053286SHSOLE15328600YAHOO INCNOTE 12/0984332AF38215560000000PRNDFND3,4,26000000000YANDEX N VCLASS AN972841082336500SHOTR1650000YANDEX N VCLASS AN9728410873120356SHOTR12035600YANDEX N VCLASS AN9728410832900SHSOLE190000YUM BRANDSCOM988498101214427409SHSOLE12740900YUM CHINA HLDGSCOM98850P1091153000SHSOLE1300000ZAYO GROUP HLDGSCOM98919V1052637200SHSOLE1720000ZIMMER BIOMET HLDGSCOM98956P1027606817SHSOLE1681700ZIONSCOM9897011071021929SHOTR1192900ZIONSCOM9897011074348246SHSOLE1824600ZOETISCL A98978V103152717920SHSOLE11792000ZOGENIXCOM NEW98978L2048189SHSOLE118900