-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OPPQ3tfBuQE9r/OdYGU5eazG1qQXZ/HlXLni88PsmWeTS7ycSyb66hNLXxkXe28r SWm/U/9oKy5e3AIDX8Wmig== 0001352910-09-000050.txt : 20091116 0001352910-09-000050.hdr.sgml : 20091116 20091116172106 ACCESSION NUMBER: 0001352910-09-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091116 DATE AS OF CHANGE: 20091116 EFFECTIVENESS DATE: 20091116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Xaraf Management LLC CENTRAL INDEX KEY: 0001352910 IRS NUMBER: 753106543 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11799 FILM NUMBER: 091188225 BUSINESS ADDRESS: STREET 1: TWO AMERICAN LANE CITY: GREENWICH STATE: CT ZIP: 06836 BUSINESS PHONE: 203-861-8220 MAIL ADDRESS: STREET 1: TWO AMERICAN LANE CITY: GREENWICH STATE: CT ZIP: 06836 13F-HR 1 xaraf.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: September 30, 2009 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: Xaraf Management LLC Address: Two American Lane Greenwich, CT 06836-2571 13F File Number: 028-11799 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. Person signing this Report on Behalf of Reporting Manager: Name: Lauren Rose Title: President, Xaraf Advisors Corp., Managing Member Phone: 203-861-8220 Signature, Place and Date of Signing: Lauren Rose Greenwich, Connecticut November 16, 2009 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 287 Form 13F Information Table Value Total: $953,953 List of Other Included Managers: No. 13F File Number Name 01 028-05431 Sunrise Partners Limited Partnership FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ADVENTRX PHARMACEUTICALS INC COM 00764X103 5 33200 SH SHARED 33200 AEROPOSTAL INC COM 007865108 365 8400 SH CALL DEFINED 01 0 AEROPOSTAL INC COM 007865108 2313 53200 SH PUT DEFINED 01 0 AEROPOSTAL INC COM 007865108 87 2000 SH CALL SOLE 0 AEROPOSTAL INC COM 007865108 587 13500 SH PUT SOLE 0 ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 925 420000 PRN DEFINED 01 420000 ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 176 80000 PRN SOLE 80000 ALLERGAN INC COM 018490102 572 10080 SH DEFINED 01 10080 ALLERGAN INC COM 018490102 143 2520 SH SOLE 2520 ALLIANT TECH CV 3% 15AUG2024 SDBCV 018804AK0 4159 3600000 PRN DEFINED 01 3600000 ALLIANT TECH CV 3% 15AUG2024 SDBCV 018804AK0 1040 900000 PRN SOLE 900000 AMAZON.COM INC COM 023135106 747 8000 SH CALL DEFINED 01 0 AMAZON.COM INC COM 023135106 2241 24000 SH PUT DEFINED 01 0 AMAZON.COM INC COM 023135106 187 2000 SH CALL SOLE 0 AMAZON.COM INC COM 023135106 560 6000 SH PUT SOLE 0 AMER CONS STAPLES SPDR IDX ETF 81369Y308 2648 104000 SH PUT DEFINED 01 0 AMER CONS STAPLES SPDR IDX ETF 81369Y308 662 26000 SH PUT SOLE 0 AMEX FINANCIAL SELECT SPDR IDX ETF 81369Y605 1703 114000 SH PUT DEFINED 01 0 AMEX FINANCIAL SELECT SPDR IDX ETF 81369Y605 426 28500 SH PUT SOLE 0 ANIXTER INTL 0% 07JUL2033 SDBCV 035290AG0 2771 4300000 PRN DEFINED 01 4300000 ANIXTER INTL 0% 07JUL2033 SDBCV 035290AG0 387 600000 PRN SOLE 600000 APACHE CORP COM 037411105 283 3085 SH DEFINED 01 3085 APACHE CORP COM 037411105 24 263 SH SOLE 263 APOGENT TECH CV FRN 15DEC33 SDBCV 03760AAK7 36658 24744000 PRN DEFINED 01 24744000 APOGENT TECH CV FRN 15DEC33 SDBCV 03760AAK7 7517 5074000 PRN SOLE 5074000 APPLE INC COM 037833100 834 4500 SH PUT DEFINED 01 0 APPLE INC COM 037833100 334 1800 SH PUT SOLE 0 ARROW ELECTRONICS INC COM 042735100 217 7700 SH DEFINED 01 7700 ARROW ELECTRONICS INC COM 042735100 11 400 SH SOLE 400 AUTOMATIC DATA PROCESSING COM 053015103 825 21000 SH CALL DEFINED 01 0 AUTOMATIC DATA PROCESSING COM 053015103 2464 62700 SH PUT DEFINED 01 0 AUTOMATIC DATA PROCESSING COM 053015103 181 4600 SH CALL SOLE 0 AUTOMATIC DATA PROCESSING COM 053015103 546 13900 SH PUT SOLE 0 AVERY DENNISON CORP COM 053611109 252 7000 SH CALL DEFINED 01 0 AVERY DENNISON CORP COM 053611109 252 7000 SH PUT DEFINED 01 0 AVERY DENNISON CORP COM 053611109 36 1000 SH CALL SOLE 0 AVERY DENNISON CORP COM 053611109 36 1000 SH PUT SOLE 0 BAIDU INC - ADR ADR 056752108 1564 4000 SH PUT DEFINED 01 0 BAIDU INC - ADR ADR 056752108 391 1000 SH PUT SOLE 0 BANK OF AMERICA CORP COM 060505104 7403 437500 SH DEFINED 01 437500 BANK OF AMERICA CORP COM 060505104 7403 437500 SH PUT DEFINED 01 0 BANK OF AMERICA CORP COM 060505104 1058 62500 SH SOLE 62500 BANK OF AMERICA CORP COM 060505104 1058 62500 SH PUT SOLE 0 BARRICK GOLD CV 2.75% 15OCT23 SDBCV 725906AK7 32250 20367000 PRN DEFINED 01 20367000 BARRICK GOLD CV 2.75% 15OCT23 SDBCV 725906AK7 4882 3083000 PRN SOLE 3083000 BEST BUY COMPANY INC COM 086516101 657 17500 SH PUT DEFINED 01 0 BEST BUY COMPANY INC COM 086516101 94 2500 SH PUT SOLE 0 BHP BILLITON LTD - SPONS ADR ADR 088606108 201 3045 SH DEFINED 01 3045 BHP BILLITON LTD - SPONS ADR ADR 088606108 12 189 SH SOLE 189 BLACKROCK 2.625% 15FEB2035 SDBCV 09247XAB7 71955 33030000 PRN DEFINED 01 33030000 BLACKROCK 2.625% 15FEB2035 SDBCV 09247XAB7 17990 8258000 PRN SOLE 8258000 BRANDYWINE REALTY TRUST COM 105368203 145 13100 SH DEFINED 01 13100 BRNDYWNE OP CV 3.875% 15OCT26 SDBCV 105340AH6 11059 11500000 PRN DEFINED 01 11500000 BRUNSWICK CORP COM 117043109 852 71100 SH CALL DEFINED 01 0 BRUNSWICK CORP COM 117043109 95 7900 SH CALL SOLE 0 CAMERON INTERNATIONAL CORP COM 13342B105 2119 56025 SH DEFINED 01 56025 CAMERON INTERNATIONAL CORP COM 13342B105 372 9835 SH SOLE 9835 CARNIVAL CORP COM 143658300 189 5667 SH DEFINED 01 5667 CARNIVAL CORP COM 143658300 94 2833 SH SOLE 2833 CEPHALON INC 0% 15JUN2033 SDBCV 156708AL3 3546 3200000 PRN DEFINED 01 3200000 CEPHALON INC 0% 15JUN2033 SDBCV 156708AL3 886 800000 PRN SOLE 800000 CEPHALON INC CV 2% 01JUN2015 SDBCV 156708AP4 29216 21950000 PRN DEFINED 01 21950000 CEPHALON INC CV 2% 01JUN2015 SDBCV 156708AP4 2377 1786000 PRN SOLE 1786000 CHICO'S FAS INC COM 168615102 312 24000 SH PUT DEFINED 01 0 CHICO'S FAS INC COM 168615102 78 6000 SH PUT SOLE 0 CHINA MEDIAEXPRESS HOLDINGS COM 169442100 89 11400 SH SOLE 11400 CHIPOTLE MEXICAN GR-CL B COM 169656204 1835 22044 SH DEFINED 01 22044 CHIPOTLE MEXICAN GR-CL B COM 169656204 217 2606 SH SOLE 2606 CIA VALE DO RIO DOCE-ADR ADR 91912E105 237 10244 SH DEFINED 01 10244 CIA VALE DO RIO DOCE-ADR ADR 91912E105 7 324 SH SOLE 324 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 93 13333 SH DEFINED 01 13333 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 12 1667 SH SOLE 1667 COVANTA HOLDING CORP COM 22282E102 272 16000 SH DEFINED 01 16000 COVANTA HOLDING CORP COM 22282E102 34 2000 SH SOLE 2000 DARLING INTERNATIONAL INC COM 237266101 99 13455 SH DEFINED 01 13455 DARLING INTERNATIONAL INC COM 237266101 14 1945 SH SOLE 1945 DELL INC COM 24702R101 343 22500 SH CALL DEFINED 01 0 DELL INC COM 24702R101 2890 189400 SH PUT DEFINED 01 0 DELL INC COM 24702R101 73 4800 SH CALL SOLE 0 DELL INC COM 24702R101 635 41600 SH PUT SOLE 0 DEVELOPERS DIV CV 3% 15MAR12 SDBCV 251591AS2 14416 16300000 PRN DEFINED 01 16300000 DEVELOPERS DIVERS REALTY CORP COM 251591103 179 19426 SH DEFINED 01 19426 DEVELOPERS DIVERS REALTY CORP COM 251591103 6 627 SH SOLE 627 DEVELPRS DVRSFD 3.5% 15AUG2011 SDBCV 251591AQ6 4146 4500000 PRN DEFINED 01 4500000 DEVELPRS DVRSFD 3.5% 15AUG2011 SDBCV 251591AQ6 184 200000 PRN SOLE 200000 ENERGY CONVERSION DEVICES COM 292659109 188 16200 SH CALL DEFINED 01 0 ENERGY CONVERSION DEVICES COM 292659109 32 2800 SH CALL SOLE 0 ENERGYSOLUTIONS INC COM 292756202 156 16910 SH DEFINED 01 16910 ENERGYSOLUTIONS INC COM 292756202 41 4455 SH SOLE 4455 ENZON PHARM CV 4% 01JUN13 SDBCV 293904AE8 1258 1200000 PRN DEFINED 01 1200000 ENZON PHARM CV 4% 01JUN13 SDBCV 293904AE8 315 300000 PRN SOLE 300000 FEDEX CORP COM 31428X106 466 6200 SH CALL DEFINED 01 0 FEDEX CORP COM 31428X106 3174 42200 SH PUT DEFINED 01 0 FEDEX CORP COM 31428X106 105 1400 SH CALL SOLE 0 FEDEX CORP COM 31428X106 700 9300 SH PUT SOLE 0 FIRST INDUSTRIAL REALTY TR COM 32054K103 139 26513 SH DEFINED 01 26513 FIRST INDUSTRIAL REALTY TR COM 32054K103 19 3616 SH SOLE 3616 FISHER SCI CV 2.5% 01OCT23 SDBCV 338032AW5 38941 20985000 PRN DEFINED 01 20985000 FISHER SCI CV 2.5% 01OCT23 SDBCV 338032AW5 2876 1550000 PRN SOLE 1550000 FREEPORT MCMORAN COPPER CL B COM 35671D857 1098 16000 SH PUT DEFINED 01 0 FREEPORT MCMORAN COPPER CL B COM 35671D857 274 4000 SH PUT SOLE 0 GAMESTOP CORP COM 36467W109 1525 57600 SH CALL DEFINED 01 0 GAMESTOP CORP COM 36467W109 381 14400 SH CALL SOLE 0 GLOBAL BRANDS ACQUISITION COM 378982102 415 42000 SH DEFINED 01 42000 GLOBAL BRANDS ACQUISITION COM 378982102 276 28000 SH SOLE 28000 GOLDCORP INC COM 380956409 462 11450 SH DEFINED 01 11450 GOLDCORP INC COM 380956409 55 1366 SH SOLE 1366 GOLDMAN SACHS GROUP INC COM 38141G104 756 4100 SH PUT DEFINED 01 0 GOLDMAN SACHS GROUP INC COM 38141G104 166 900 SH PUT SOLE 0 HALLIBURTON CO COM 406216101 1147 42300 SH CALL DEFINED 01 0 HALLIBURTON CO COM 406216101 1147 42300 SH PUT DEFINED 01 0 HALLIBURTON CO COM 406216101 287 10600 SH CALL SOLE 0 HALLIBURTON CO COM 406216101 287 10600 SH PUT SOLE 0 HARLEY-DAVIDSON INC COM 412822108 258 11200 SH CALL DEFINED 01 0 HARLEY-DAVIDSON INC COM 412822108 515 22400 SH PUT DEFINED 01 0 HARLEY-DAVIDSON INC COM 412822108 64 2800 SH CALL SOLE 0 HARLEY-DAVIDSON INC COM 412822108 129 5600 SH PUT SOLE 0 HASBRO INC CV 2.75% 01DEC2021 SDBCV 418056AN7 2124 1600000 PRN DEFINED 01 1600000 HASBRO INC CV 2.75% 01DEC2021 SDBCV 418056AN7 531 400000 PRN SOLE 400000 HEWLETT PACKARD CO COM 428236103 302 6400 SH PUT DEFINED 01 0 HEWLETT PACKARD CO COM 428236103 76 1600 SH PUT SOLE 0 HIGHLANDS ACQUISITION CORP COM 430880104 2553 259200 SH DEFINED 01 259200 HIGHLANDS ACQUISITION CORP COM 430880104 284 28800 SH SOLE 28800 HOME DEPOT INC COM 437076102 1002 37600 SH PUT DEFINED 01 0 HOME DEPOT INC COM 437076102 210 7900 SH PUT SOLE 0 HUNTSMAN CORP COM 447011107 359 39460 SH DEFINED 01 39460 HUNTSMAN CORP COM 447011107 65 7140 SH SOLE 7140 ILLUMINA INC CV 0.625% 15FEB14 SDBCV 452327AB5 6936 3525000 PRN DEFINED 01 3525000 ILLUMINA INC CV 0.625% 15FEB14 SDBCV 452327AB5 1194 607000 PRN SOLE 607000 INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 1652 62700 SH CALL DEFINED 01 0 INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 3480 132100 SH PUT DEFINED 01 0 INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 416 15800 SH CALL SOLE 0 INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 869 33000 SH PUT SOLE 0 INOVIO BIOMEDICAL CORP COM 45773H102 205 129633 SH DEFINED 01 129633 INTERACTIVE BROKERS GRO-CL A COM 45841N107 450 22656 SH DEFINED 01 22656 INTERACTIVE BROKERS GRO-CL A COM 45841N107 47 2384 SH SOLE 2384 INTERFACE INC - CL A COM 458665106 228 27429 SH DEFINED 01 27429 INTERFACE INC - CL A COM 458665106 29 3513 SH SOLE 3513 ISHARES FTSE/XINHUA CHINA 25 COM 464287184 1179 28800 SH CALL DEFINED 01 0 ISHARES FTSE/XINHUA CHINA 25 COM 464287184 1179 28800 SH PUT DEFINED 01 0 ISHARES FTSE/XINHUA CHINA 25 COM 464287184 295 7200 SH CALL SOLE 0 ISHARES FTSE/XINHUA CHINA 25 COM 464287184 295 7200 SH PUT SOLE 0 ISHARES MSCI BRAZIL COM 464286400 2707 40000 SH CALL DEFINED 01 0 ISHARES MSCI BRAZIL COM 464286400 7850 116000 SH PUT DEFINED 01 0 ISHARES MSCI BRAZIL COM 464286400 677 10000 SH CALL SOLE 0 ISHARES MSCI BRAZIL COM 464286400 1962 29000 SH PUT SOLE 0 ISHARES MSCI EAFE INDEX FUND COM 464287465 2188 40000 SH PUT DEFINED 01 0 ISHARES MSCI EAFE INDEX FUND COM 464287465 547 10000 SH PUT SOLE 0 ISHARES MSCI EMERGING MKT IN COM 464287234 1728 44400 SH PUT DEFINED 01 0 ISHARES MSCI EMERGING MKT IN COM 464287234 432 11100 SH PUT SOLE 0 ISHARES SILVER TRUST COM 46428Q109 4437 270900 SH CALL DEFINED 01 0 ISHARES SILVER TRUST COM 46428Q109 5443 332300 SH PUT DEFINED 01 0 ISHARES SILVER TRUST COM 46428Q109 640 39100 SH CALL SOLE 0 ISHARES SILVER TRUST COM 46428Q109 732 44700 SH PUT SOLE 0 ISHARES TR-RUSSELL 2000 IDX COM 464287655 9324 154800 SH PUT DEFINED 01 0 ISHARES TR-RUSSELL 2000 IDX COM 464287655 2331 38700 SH PUT SOLE 0 JDS UNIPHASE CORP COM 46612J507 63 8889 SH DEFINED 01 8889 JDS UNIPHASE CORP COM 46612J507 8 1111 SH SOLE 1111 KIMCO REALTY CORP COM 49446R109 274 21000 SH DEFINED 01 21000 KIMCO REALTY CORP COM 49446R109 183 14000 SH SOLE 14000 LAS VEGAS SANDS CORP COM 517834107 17647 1047900 SH DEFINED 01 1047900 LAS VEGAS SANDS CORP COM 517834107 17682 1050000 SH PUT DEFINED 01 0 LAS VEGAS SANDS CORP COM 517834107 2513 149200 SH SOLE 149200 LAS VEGAS SANDS CORP COM 517834107 2526 150000 SH PUT SOLE 0 LENNAR CORP COM 526057104 143 10000 SH DEFINED 01 10000 LENNAR CORP COM 526057104 43 3000 SH SOLE 3000 LIBERTY MEDIA CV 3.5% 15JAN203 SDBCV 530715AN1 506 1000000 PRN DEFINED 01 1000000 LIBERTY MEDIA CV 4% 15NOV2029 SDBCV 530715AG6 146 285000 PRN DEFINED 01 285000 LIMITED BRANDS COM 532716107 605 35600 SH PUT DEFINED 01 0 LIMITED BRANDS COM 532716107 75 4400 SH PUT SOLE 0 LOUISIANA PACIFIC CORP COM 546347105 567 85000 SH DEFINED 01 85000 LOUISIANA PACIFIC CORP COM 546347105 87 13000 SH SOLE 13000 LOWES CO COM 548661107 356 17000 SH CALL DEFINED 01 0 LOWES CO COM 548661107 2067 98700 SH PUT DEFINED 01 0 LOWES CO COM 548661107 88 4200 SH CALL SOLE 0 LOWES CO COM 548661107 513 24500 SH PUT SOLE 0 MARRIOTT INTL - CL A - NEW COM 571903202 249 9014 SH DEFINED 01 9014 MARRIOTT INTL - CL A - NEW COM 571903202 111 4006 SH SOLE 4006 MASSEY ENERGY CO 3.25% 01AUG15 SDBCV 576203AJ2 120 150000 PRN SOLE 150000 MI DEVELOPMENTS INC-CLASS A COM 55304X104 1992 147692 SH DEFINED 01 147692 MI DEVELOPMENTS INC-CLASS A COM 55304X104 266 19708 SH SOLE 19708 MOTOROLA INC COM 620076109 701 81600 SH DEFINED 01 81600 MOTOROLA INC COM 620076109 155 18000 SH SOLE 18000 MURPHY OIL CORP COM 626717102 580 10080 SH DEFINED 01 10080 MURPHY OIL CORP COM 626717102 145 2520 SH SOLE 2520 NEW YORK TIMES CO CL A COM 650111107 386 47500 SH DEFINED 01 47500 NEW YORK TIMES CO CL A COM 650111107 195 24000 SH SOLE 24000 NUCOR CORP COM 670346105 241 5130 SH DEFINED 01 5130 NUCOR CORP COM 670346105 41 870 SH SOLE 870 OLIN CORP COM 680665205 1397 80115 SH DEFINED 01 80115 OLIN CORP COM 680665205 213 12185 SH SOLE 12185 OMNICARE INC CV 3.25% 15DEC203 SDBCV 681904AL2 3459 4500000 PRN DEFINED 01 4500000 OMNICARE INC CV 3.25% 15DEC203 SDBCV 681904AL2 384 500000 PRN SOLE 500000 PALM INC COM 696643105 174 10000 SH PUT DEFINED 01 0 PALM INC COM 696643105 35 2000 SH PUT SOLE 0 PDL BIO PHARM CV 2.75% 16AUG20 SDBCV 74369LAD5 1968 1800000 PRN DEFINED 01 1800000 PDL BIO PHARM CV 2.75% 16AUG20 SDBCV 74369LAD5 765 700000 PRN SOLE 700000 PERRIGO CO COM 714290103 1360 40000 SH PUT DEFINED 01 0 PERRIGO CO COM 714290103 340 10000 SH PUT SOLE 0 PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 191 4155 SH DEFINED 01 4155 PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 29 627 SH SOLE 627 PIONEER NAT CV 2.875% 15JAN38 SDBCV 723787AH0 5830 6000000 PRN DEFINED 01 6000000 PIONEER NAT CV 2.875% 15JAN38 SDBCV 723787AH0 1943 2000000 PRN SOLE 2000000 PIONEER NATURAL RESOURCES CO COM 723787107 348 9597 SH DEFINED 01 9597 PIONEER NATURAL RESOURCES CO COM 723787107 44 1207 SH SOLE 1207 PLAINS EXPLORATION & PRODUCT COM 726505100 150 5410 SH DEFINED 01 5410 PLAINS EXPLORATION & PRODUCT COM 726505100 86 3125 SH SOLE 3125 POTASH CORP OF SASKATCHEWAN COM 73755L107 434 4800 SH CALL DEFINED 01 0 POTASH CORP OF SASKATCHEWAN COM 73755L107 2159 23900 SH PUT DEFINED 01 0 POTASH CORP OF SASKATCHEWAN COM 73755L107 81 900 SH CALL SOLE 0 POTASH CORP OF SASKATCHEWAN COM 73755L107 488 5400 SH PUT SOLE 0 PRICELINE.COM CV.5% 30SEP11 SDBCV 741503AK2 40088 9752000 PRN DEFINED 01 9752000 PRICELINE.COM CV.5% 30SEP11 SDBCV 741503AK2 6577 1600000 PRN SOLE 1600000 PROSPECT ACQUISITION CORP COM 74347T103 2897 292670 SH DEFINED 01 292670 PROSPECT ACQUISITION CORP COM 74347T103 432 43630 SH SOLE 43630 PULTE HOMES INC COM 745867101 209 19000 SH DEFINED 01 19000 PULTE HOMES INC COM 745867101 22 2000 SH SOLE 2000 RADIOSHACK CORP COM 750438103 615 37121 SH DEFINED 01 37121 RADIOSHACK CORP COM 750438103 180 10879 SH SOLE 10879 RETAIL OPPORTUNITY INVESTMENTS RT 76131N119 41 40000 SH DEFINED 01 40000 RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 310 30000 SH DEFINED 01 30000 RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 207 20000 SH SOLE 20000 RETAIL OPPORTUNITY INVESTMENTS RT 76131N119 10 10000 SH SOLE 10000 RIO TINTO PLC - ADR ADR 767204100 7816 45900 SH CALL DEFINED 01 0 ROPER IND CV 1.4813% 15JAN2034 SDBCV 776696AA4 34549 54232000 PRN DEFINED 01 54232000 ROPER IND CV 1.4813% 15JAN2034 SDBCV 776696AA4 2273 3568000 PRN SOLE 3568000 ROYAL BANK OF CANADA COM 780087102 207 3848 SH DEFINED 01 3848 ROYAL BANK OF CANADA COM 780087102 1452 27000 SH PUT DEFINED 01 0 ROYAL BANK OF CANADA COM 780087102 23 427 SH SOLE 427 ROYAL BANK OF CANADA COM 780087102 2312 43000 SH PUT SOLE 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 65194 617600 SH CALL DEFINED 01 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 75233 712700 SH PUT DEFINED 01 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 16087 152400 SH CALL SOLE 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 18536 175600 SH PUT SOLE 0 SANDISK CORP COM 80004C101 343 15822 SH DEFINED 01 15822 SANDISK CORP COM 80004C101 43 1978 SH SOLE 1978 SCHLUMBERGER LTD COM 806857108 8234 138147 SH DEFINED 01 138147 SCHLUMBERGER LTD COM 806857108 1267 21253 SH SOLE 21253 SOUTHWEST AIRLINES COM 844741108 370 38500 SH DEFINED 01 38500 SOUTHWEST AIRLINES COM 844741108 768 80000 SH CALL DEFINED 01 0 SOUTHWEST AIRLINES COM 844741108 28 2900 SH SOLE 2900 SOUTHWEST AIRLINES COM 844741108 192 20000 SH CALL SOLE 0 SPDR GOLD TRUST COM 78463V107 6145 62165 SH DEFINED 01 62165 SPDR GOLD TRUST COM 78463V107 24713 250000 SH CALL DEFINED 01 0 SPDR GOLD TRUST COM 78463V107 63818 645600 SH PUT DEFINED 01 0 SPDR GOLD TRUST COM 78463V107 1565 15835 SH SOLE 15835 SPDR GOLD TRUST COM 78463V107 6129 62000 SH CALL SOLE 0 SPDR GOLD TRUST COM 78463V107 15905 160900 SH PUT SOLE 0 SPDR KBW REGIONAL BANKING ETF COM 78464A698 446 20900 SH CALL DEFINED 01 0 SPDR KBW REGIONAL BANKING ETF COM 78464A698 1987 93200 SH PUT DEFINED 01 0 SPDR KBW REGIONAL BANKING ETF COM 78464A698 111 5200 SH CALL SOLE 0 SPDR KBW REGIONAL BANKING ETF COM 78464A698 497 23300 SH PUT SOLE 0 SPDR S&P HOMEBUILDERS ETF COM 78464A888 346 23040 SH DEFINED 01 23040 SPDR S&P HOMEBUILDERS ETF COM 78464A888 5603 372800 SH PUT DEFINED 01 0 SPDR S&P HOMEBUILDERS ETF COM 78464A888 87 5760 SH SOLE 5760 SPDR S&P HOMEBUILDERS ETF COM 78464A888 1401 93200 SH PUT SOLE 0 SPORTS PROPERTIES ACQUISITIO COM 84920F107 730 74070 SH DEFINED 01 74070 SPORTS PROPERTIES ACQUISITIO COM 84920F107 81 8230 SH SOLE 8230 SYBASE INC CV 1.75% 22FEB2025 SDBCV 871130AB6 22547 14411000 PRN DEFINED 01 14411000 SYBASE INC CV 1.75% 22FEB2025 SDBCV 871130AB6 5637 3603000 PRN SOLE 3603000 TEMPLE INLAND INC COM 879868107 300 18300 SH DEFINED 01 18300 TEMPLE INLAND INC COM 879868107 16 1000 SH SOLE 1000 TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 1820 36000 SH DEFINED 01 36000 TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 455 9000 SH SOLE 9000 TEXTRON INC COM 883203101 493 26000 SH DEFINED 01 26000 TEXTRON INC COM 883203101 209 11000 SH SOLE 11000 THORATEC CV 1.3798% 16MAY2034 SDBCV 885175AB5 1208 1300000 PRN DEFINED 01 1300000 THORATEC CV 1.3798% 16MAY2034 SDBCV 885175AB5 186 200000 PRN SOLE 200000 TOTAL S.A. SPON ADR ADR 89151E109 204 3445 SH DEFINED 01 3445 TOTAL S.A. SPON ADR ADR 89151E109 34 580 SH SOLE 580 TYSON FOODS INC - CL A COM 902494103 126 10000 SH DEFINED 01 10000 VERTEX PHARM 4.75% 15FEB13 SDBCV 92532FAM2 2906 1750000 PRN DEFINED 01 1750000 VERTEX PHARM 4.75% 15FEB13 SDBCV 92532FAM2 415 250000 PRN SOLE 250000 WASTE CONNECTIONS INC COM 941053100 493 17068 SH DEFINED 01 17068 WASTE CONNECTIONS INC COM 941053100 157 5432 SH SOLE 5432 WHIRLPOOL CORP COM 963320106 3246 46400 SH PUT DEFINED 01 0 WHIRLPOOL CORP COM 963320106 756 10800 SH PUT SOLE 0 XEROX CORP COM 984121103 77 10000 SH DEFINED 01 10000 XEROX CORP COM 984121103 31 4000 SH SOLE 4000 YAMANA GOLD INC COM 98462Y100 308 28787 SH DEFINED 01 28787 YAMANA GOLD INC COM 98462Y100 522 48700 SH CALL DEFINED 01 0 YAMANA GOLD INC COM 98462Y100 188 17600 SH PUT DEFINED 01 0 YAMANA GOLD INC COM 98462Y100 36 3357 SH SOLE 3357 YAMANA GOLD INC COM 98462Y100 66 6200 SH CALL SOLE 0 YAMANA GOLD INC COM 98462Y100 24 2200 SH PUT SOLE 0 YELLOW ROAD 3.375% 25NOV2023 SDBCV 985577AB1 351 776000 PRN DEFINED 01 776000 YELLOW ROAD 3.375% 25NOV2023 SDBCV 985577AB1 88 194000 PRN SOLE 194000
-----END PRIVACY-ENHANCED MESSAGE-----