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: 06/30/2012
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 08/06/2012
------------------------------------- --------------------- ----------------
[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: 1,158
Form 13F Information Table Value Total: 17,920,699
(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.
3 028-14430 DAIWA CAPITAL MARKETS AMERICA INC.
4 028-14429 DAIWA ASSET MANAGEMENT CO. LTD.
5 028-14945 DAIWA INTERNATIONAL HOLDINGS INC.
SEC FORM 13F REPORT
AS OF DATE: 06/30/2012
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
------------------------------ ---------------- --------- -------- -------- --- ---- ---------- -------- -------- -------- ----
RENESOLA LTD SPONS ADS 75971T103 535 1000000 PRN DEFINED 3,2,5 1000000 0 0
3-D SYS CORP COM NEW 88554D205 269 800 SH PUT DEFINED 1,2,5 800 0 0
3-D SYS CORP COM NEW 88554D205 184 5400 SH DEFINED 1,2,5 5400 0 0
3-D SYS CORP COM NEW 88554D205 4133 2500000 PRN DEFINED 1,2,5 2500000 0 0
3-D SYS CORP PUT 88554D955 80 500 SH PUT DEFINED 1,2,5 500 0 0
3M COM 88579Y101 2186 24400 SH DEFINED 4 24400 0 0
ABBOTT COM 002824100 3836 59500 SH DEFINED 4 59500 0 0
ABBOTT COM 002824100 335 5200 SH OTHER 4 0 5200 0
ABERCROMBIE & FITCH CL A 002896207 133 3900 SH DEFINED 4 3900 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 31 1341 SH DEFINED 4 1341 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 55297 2385553 SH OTHER 4 0 2385553 0
ACCENTURE PLC IRELAND CLASS A G1151C101 1436 23900 SH DEFINED 4 23900 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 204 3400 SH OTHER 4 0 3400 0
ACE SHS H0023R105 949 12800 SH DEFINED 4 12800 0 0
ACTIVISION BLIZZARD COM 00507V109 209 17400 SH DEFINED 4 17400 0 0
ADOBE SYS COM 00724F101 592 18300 SH DEFINED 4 18300 0 0
ADVANCE AUTO PARTS COM 00751Y106 188 2750 SH DEFINED 4 2750 0 0
ADVANCED MICRO DEVICES COM 007903107 145 25327 SH DEFINED 4 25327 0 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 2540 2500000 PRN DEFINED 3,2,5 2500000 0 0
AES COM 00130H105 332 25900 SH DEFINED 4 25900 0 0
AETNA INC COM 00817Y108 539 13900 SH DEFINED 4 13900 0 0
AFFILIATED MANAGERS COM 008252108 268 2455 SH DEFINED 3,2,5 2455 0 0
AFFILIATED MANAGERS COM 008252108 131 1200 SH DEFINED 4 1200 0 0
AFFYMETRIX COM 00826T108 8 200 SH PUT DEFINED 1,2,5 200 0 0
AFLAC COM 001055102 741 17400 SH DEFINED 4 17400 0 0
AFLAC COM 001055102 98 2300 SH OTHER 4 0 2300 0
AGCO COM 001084102 151 3300 SH DEFINED 4 3300 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 1441 1151000 PRN DEFINED 3,2,5 1151000 0 0
AGILENT TECHNOLOGIES COM 00846U101 518 13190 SH DEFINED 4 13190 0 0
AGNICO EAGLE MINES COM 008474108 809 20000 SH DEFINED 4 20000 0 0
AGREE REALTY COM 008492100 7 300 SH DEFINED 4 300 0 0
AIR PRODS & CHEMS COM 009158106 605 7500 SH DEFINED 4 7500 0 0
AIRGAS COM 009363102 218 2600 SH DEFINED 4 2600 0 0
AKAMAI TECHNOLOGIES COM 00971T101 135 4280 SH DEFINED 4280 0 0
AKAMAI TECHNOLOGIES COM 00971T101 225 7100 SH DEFINED 4 7100 0 0
ALBEMARLE COM 012653101 3322 55700 SH DEFINED 4 55700 0 0
ALCOA COM 013817101 128 14650 SH DEFINED 14650 0 0
ALCOA COM 013817101 614 70194 SH DEFINED 3,2,5 70194 0 0
ALCOA COM 013817101 354 40500 SH DEFINED 4 40500 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 14972 10000000 PRN DEFINED 1,2,5 10000000 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 138 1900 SH DEFINED 4 1900 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 245903 3381509 SH OTHER 4 0 3381509 0
ALEXION PHARMACEUTICALS COM 015351109 715 7200 SH DEFINED 4 7200 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 127 3995 SH DEFINED 3,2,5 3995 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 128 4000 SH DEFINED 4 4000 0 0
ALLERGAN COM 018490102 126 1370 SH DEFINED 1370 0 0
ALLERGAN COM 018490102 1028 11100 SH DEFINED 4 11100 0 0
ALLIANCE DATA SYSTEMS COM 018581108 294 2180 SH DEFINED 3,2,5 2180 0 0
ALLIANCE DATA SYSTEMS COM 018581108 216 1600 SH DEFINED 4 1600 0 0
ALLIANT ENERGY COM 018802108 191 4200 SH DEFINED 4 4200 0 0
ALLSTATE COM 020002101 667 19000 SH DEFINED 4 19000 0 0
ALPHA NATURAL RESOURCES COM 02076X102 65 7500 SH DEFINED 4 7500 0 0
ALTERA COM 021441100 416 12300 SH DEFINED 4 12300 0 0
ALTRIA GROUP COM 02209S103 17240 499000 SH DEFINED 4 499000 0 0
AMAZON COM COM 023135106 37 100 SH PUT DEFINED 1,2,5 100 0 0
AMAZON COM COM 023135106 3197 14000 SH DEFINED 4 14000 0 0
AMEREN COM 023608102 322 9600 SH DEFINED 4 9600 0 0
AMERESCO CL A 02361E108 1428 119700 SH DEFINED 4 119700 0 0
AMERICA MOVIL SAB DE CV SPON A SHS 02364W105 886 34000 SH DEFINED 4 34000 0 0
AMERICAN ASSETS TR COM 024013104 27 1100 SH DEFINED 4 1100 0 0
AMERICAN ASSETS TR COM 024013104 21843 900761 SH OTHER 4 0 900761 0
AMERICAN CAMPUS CMNTYS COM 024835100 102 2268 SH DEFINED 4 2268 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 101286 2251810 SH OTHER 4 0 2251810 0
AMERICAN CAPITAL AGENCY COM 02503X105 266 7900 SH DEFINED 4 7900 0 0
AMERICAN ELEC PWR COM 025537101 702 17600 SH DEFINED 4 17600 0 0
AMERICAN EXPRESS COM 025816109 6981 119930 SH DEFINED 4 119930 0 0
AMERICAN EXPRESS COM 025816109 262 4500 SH OTHER 4 0 4500 0
AMERICAN INTL GROUP COM NEW 026874784 703 21892 SH DEFINED 4 21892 0 0
AMERICAN RLTY CAP TR COM 02917L101 34 3100 SH DEFINED 4 3100 0 0
AMERICAN TOWER CORP COM 03027X100 993 14200 SH DEFINED 4 14200 0 0
AMERICAN WTR WKS CO INC COM 030420103 3726 108700 SH DEFINED 4 108700 0 0
AMERIPRISE FINL COM 03076C106 400 7660 SH DEFINED 4 7660 0 0
AMERISOURCEBERGEN COM 03073E105 386 9800 SH DEFINED 4 9800 0 0
AMETEK INC COM 031100100 329 6600 SH DEFINED 4 6600 0 0
AMGEN COM 031162100 262 3600 SH DEFINED 3,2,5 3600 0 0
AMGEN COM 031162100 2136 29300 SH DEFINED 4 29300 0 0
AMGEN COM 031162100 95 1300 SH OTHER 4 0 1300 0
AMPHENOL CORP CL A 032095101 373 6800 SH DEFINED 4 6800 0 0
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 11049 10850000 PRN DEFINED 3,2,5 10850000 0 0
ANADARKO PETE COM 032511107 1324 20000 SH DEFINED 4 20000 0 0
ANALOG DEVICES COM 032654105 437 11600 SH DEFINED 4 11600 0 0
ANNALY CAP MGMT COM 035710409 2 2500 SH PUT DEFINED 1,2,5 2500 0 0
ANNALY CAP MGMT COM 035710409 337 20090 SH DEFINED 3,2,5 20090 0 0
ANNALY CAP MGMT COM 035710409 661 39400 SH DEFINED 4 39400 0 0
ANSYS COM 03662Q105 145 2300 SH DEFINED 4 2300 0 0
AON PLC CL A G0408V102 547 11700 SH DEFINED 4 11700 0 0
APACHE COM 037411105 7753 88210 SH DEFINED 4 88210 0 0
APACHE COM 037411105 17209 195800 SH OTHER 4 0 195800 0
APARTMENT INVT & MGMT CL A 03748R101 113 4192 SH DEFINED 4 4192 0 0
APARTMENT INVT & MGMT CL A 03748R101 228725 8461905 SH OTHER 4 0 8461905 0
APOLLO GROUP CL A 037604105 195 5400 SH DEFINED 4 5400 0 0
APPLE COM 037833100 22192 38000 SH DEFINED 4 38000 0 0
APPLE COM 037833100 292 500 SH OTHER 4 0 500 0
APPLIED MATLS COM 038222105 13417 1172300 SH DEFINED 4 1172300 0 0
APPLIED MATLS COM 038222105 16733 1462000 SH OTHER 4 0 1462000 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 6929 6752000 PRN DEFINED 5 6752000 0 0
ARCH CAP GROUP ORD G0450A105 191 4800 SH DEFINED 4 4800 0 0
ARCHER DANIELS MIDLAND COM 039483102 735 24900 SH DEFINED 4 24900 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 1608 1600000 PRN DEFINED 3,2,5 1600000 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 213 212000 PRN DEFINED 3,2,5 212000 0 0
ARM HLDGS PLC ADR 042068106 19 830 SH DEFINED 830 0 0
ARROW ELECTRS COM 042735100 171 5200 SH DEFINED 4 5200 0 0
ASHFORD HOSPITALITY TR INC SHS 044103109 16 1900 SH DEFINED 4 1900 0 0
ASSOCIATED ESTATES RLTY COM 045604105 21 1400 SH DEFINED 4 1400 0 0
ASSOCIATED ESTATES RLTY COM 045604105 42073 2814280 SH OTHER 4 0 2814280 0
ASSURANT COM 04621X108 174 5000 SH DEFINED 4 5000 0 0
AT&T COM 00206R102 125 3510 SH DEFINED 3510 0 0
AT&T COM 00206R102 14660 411095 SH DEFINED 4 411095 0 0
AT&T COM 00206R102 374 10500 SH OTHER 4 0 10500 0
AUTODESK COM 052769106 276 7900 SH DEFINED 4 7900 0 0
AUTOLIV COM 052800109 191 3500 SH DEFINED 4 3500 0 0
AUTOMATIC DATA PROCESSING COM 053015103 1002 18000 SH DEFINED 4 18000 0 0
AUTOZONE COM 053332102 477 1300 SH DEFINED 4 1300 0 0
AVAGO TECHNOLOGIES SHS Y0486S104 302 8400 SH DEFINED 4 8400 0 0
AVAGO TECHNOLOGIES SHS Y0486S104 111 3100 SH OTHER 4 0 3100 0
AVALONBAY CMNTYS COM 053484101 929 6569 SH DEFINED 4 6569 0 0
AVALONBAY CMNTYS COM 053484101 528662 3736656 SH OTHER 4 0 3736656 0
AVERY DENNISON COM 053611109 82 3000 SH DEFINED 4 3000 0 0
AVNET COM 053807103 219 7100 SH DEFINED 4 7100 0 0
AVON PRODS COM 054303102 246 15200 SH DEFINED 4 15200 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 159 4900 SH DEFINED 4 4900 0 0
BAIDU INC SPON ADR REP A 056752108 70 617 SH DEFINED 617 0 0
BAKER HUGHES COM 057224107 650 15804 SH DEFINED 4 15804 0 0
BALL COM 058498106 279 6800 SH DEFINED 4 6800 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 18858 1268189 SH DEFINED 4 1268189 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 4046 522000 SH DEFINED 4 522000 0 0
BANCO SANTANDER CHILE NEW SP A COM 05965X109 54 700 SH DEFINED 4 700 0 0
BANK OF AMERICA COM 060505104 3185 389314 SH DEFINED 4 389314 0 0
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BARD C R COM 067383109 322 3000 SH DEFINED 4 3000 0 0
BARRICK GOLD COM 067901108 75 2000 SH DEFINED 4 2000 0 0
BAXTER INTL COM 071813109 1302 24500 SH DEFINED 4 24500 0 0
BB&T COM 054937107 3631 117700 SH DEFINED 4 117700 0 0
BE AEROSPACE COM 073302101 476 10900 SH DEFINED 4 10900 0 0
BEAM COM 073730103 331 5300 SH DEFINED 4 5300 0 0
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BEST BUY COM 086516101 258 12300 SH DEFINED 4 12300 0 0
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BJS RESTAURANTS COM 09180C106 8 200 SH DEFINED 4 200 0 0
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BLOCK H & R COM 093671105 208 13000 SH DEFINED 4 13000 0 0
BMC SOFTWARE COM 055921100 282 6600 SH DEFINED 4 6600 0 0
BOEING COM 097023105 14236 191600 SH DEFINED 4 191600 0 0
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BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 5418 5000000 PRN DEFINED 3,2,5 5000000 0 0
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BRANDYWINE RLTY TR SH BEN INT NEW 105368203 54 4400 SH DEFINED 4 4400 0 0
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BRE PROPERTIES CL A 05564E106 120 2400 SH DEFINED 4 2400 0 0
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BRISTOL MYERS SQUIBB COM 110122108 13258 368800 SH DEFINED 4 368800 0 0
BROADCOM CL A 111320107 630 18650 SH DEFINED 4 18650 0 0
BROWN FORMAN CORP CL B 115637209 329 3400 SH DEFINED 4 3400 0 0
BUNGE COM G16962105 376 6000 SH DEFINED 4 6000 0 0
C H ROBINSON WORLDWIDE COM NEW 12541W209 380 6500 SH DEFINED 4 6500 0 0
CA COM 12673P105 431 15905 SH DEFINED 4 15905 0 0
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COMMONWEALTH REIT 6.50% PFD CUM CO 203233408 39609 1804502 SH OTHER 4 0 1804502 0
COMMONWEALTH REIT CV PFD-E 7.25% 203233606 48716 1795000 SH OTHER 4 0 1795000 0
COMPANHIA BRASILEIRA DE DIST S CL A 20440T201 5442 136078 SH DEFINED 4 136078 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 8 220 SH DEFINED 220 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 8931 233000 SH DEFINED 4 233000 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 5204 68600 SH DEFINED 4 68600 0 0
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CORE LABORATORIES N COM N22717107 139 1200 SH DEFINED 4 1200 0 0
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