-----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, Why0udvGAINZduEtanWbEgWZ5Y3Ud4v44d5tCOXE9lSRnwscq7C5jmtC08VTyf61 NPpkh4nKmjTkM1Z2AOQYPw== 0001352910-09-000049.txt : 20090814 0001352910-09-000049.hdr.sgml : 20090814 20090814171403 ACCESSION NUMBER: 0001352910-09-000049 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 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: 091017029 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 xacapmlpxaraf.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: June 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 August 14, 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: 243 Form 13F Information Table Value Total: $833,906 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ADVANCED MICRO CV 6% 01MAY15 SDBCV 007903AL1 474 1000000 PRN DEFINED 01 1000000 ADVANCED MICRO CV 6% 01MAY15 SDBCV 007903AL1 95 200000 PRN SOLE 200000 ADVANCED TECHNOLOGY ACQUISIT COM 007556103 545 67500 SH DEFINED 01 67500 ADVANCED TECHNOLOGY ACQUISIT COM 007556103 61 7500 SH SOLE 7500 ADVENTRX PHARMACEUTICALS INC COM 00764X103 5 33200 SH SHARED 33200 ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 738 420000 PRN DEFINED 01 420000 ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 141 80000 PRN SOLE 80000 ALLIANT TECH CV 3% 15AUG2024 SDBCV 018804AK0 4174 3600000 PRN DEFINED 01 3600000 ALLIANT TECH CV 3% 15AUG2024 SDBCV 018804AK0 1044 900000 PRN SOLE 900000 AMERICAN EQUITY INVT LIFE HL COM 025676206 66 11800 SH PUT DEFINED 01 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 10 1800 SH PUT SOLE 0 AMERICAN TOWER 3% 15AUG2012 SDBCV 029912AR3 32809 21248000 PRN DEFINED 01 21248000 AMERICAN TOWER 3% 15AUG2012 SDBCV 029912AR3 4390 2843000 PRN SOLE 2843000 ANADARKO PETROLEUM CORP COM 032511107 207 4551 SH DEFINED 01 4551 ANADARKO PETROLEUM CORP COM 032511107 36 793 SH SOLE 793 ANIXTER INTL 0% 07JUL2033 SDBCV 035290AG0 15253 25100000 PRN DEFINED 01 25100000 ANIXTER INTL 0% 07JUL2033 SDBCV 035290AG0 547 900000 PRN SOLE 900000 APACHE CORP COM 037411105 223 3085 SH DEFINED 01 3085 APACHE CORP COM 037411105 19 263 SH SOLE 263 APOGENT TECH CV FRN 15DEC33 SDBCV 03760AAK7 9024 6500000 PRN DEFINED 01 6500000 APOGENT TECH CV FRN 15DEC33 SDBCV 03760AAK7 972 700000 PRN SOLE 700000 ARCELORMITTAL 5% 15MAY2014 SDBCV 03938LAK0 1516 1200000 PRN DEFINED 01 1200000 ARCELORMITTAL 5% 15MAY2014 SDBCV 03938LAK0 379 300000 PRN SOLE 300000 AVIS BUDGET GROUP INC COM 053774105 565 100000 SH DEFINED 01 100000 BANK OF AMERICA CORP COM 060505104 5775 437500 SH DEFINED 01 437500 BANK OF AMERICA CORP COM 060505104 5775 437500 SH PUT DEFINED 01 0 BANK OF AMERICA CORP COM 060505104 825 62500 SH SOLE 62500 BANK OF AMERICA CORP COM 060505104 825 62500 SH PUT SOLE 0 BARRICK GOLD CV 2.75% 15OCT23 SDBCV 725906AK7 32339 22867000 PRN DEFINED 01 22867000 BARRICK GOLD CV 2.75% 15OCT23 SDBCV 725906AK7 4360 3083000 PRN SOLE 3083000 BENIHANA INC - CL A COM 082047200 78 12280 SH DEFINED 01 12280 BENIHANA INC - CL A COM 082047200 9 1366 SH SOLE 1366 BEST BUY COMPANY INC COM 086516101 586 17500 SH PUT DEFINED 01 0 BEST BUY COMPANY INC COM 086516101 84 2500 SH PUT SOLE 0 BHP BILLITON LTD - SPONS ADR ADR 088606108 231 4221 SH DEFINED 01 4221 BHP BILLITON LTD - SPONS ADR ADR 088606108 14 263 SH SOLE 263 BLACKROCK 2.625% 15FEB2035 SDBCV 09247XAB7 18414 10400000 PRN DEFINED 01 10400000 BLACKROCK 2.625% 15FEB2035 SDBCV 09247XAB7 4603 2600000 PRN SOLE 2600000 BRANDYWINE REALTY TRUST COM 105368203 489 65688 SH DEFINED 01 65688 BRANDYWINE REALTY TRUST COM 105368203 31 4212 SH SOLE 4212 BRNDYWNE OP CV 3.875% 15OCT26 SDBCV 105340AH6 13890 15500000 PRN DEFINED 01 15500000 BRNDYWNE OP CV 3.875% 15OCT26 SDBCV 105340AH6 896 1000000 PRN SOLE 1000000 BRUNSWICK CORP COM 117043109 65 15105 SH DEFINED 01 15105 BRUNSWICK CORP COM 117043109 437 101100 SH CALL DEFINED 01 0 BRUNSWICK CORP COM 117043109 14 3145 SH SOLE 3145 BRUNSWICK CORP COM 117043109 47 10900 SH CALL SOLE 0 CAMERON INTERNATIONAL CORP COM 13342B105 1407 49721 SH DEFINED 01 49721 CAMERON INTERNATIONAL CORP COM 13342B105 192 6779 SH SOLE 6779 CARDINAL HEALTH INC COM 14149Y108 391 12800 SH DEFINED 01 12800 CARNIVAL CORP COM 143658300 146 5667 SH DEFINED 01 5667 CARNIVAL CORP COM 143658300 73 2833 SH SOLE 2833 CBS CORP- CL B COM 124857202 208 30000 SH DEFINED 01 30000 CEPHALON INC 0% 15JUN2033 SDBCV 156708AL3 1745 1600000 PRN DEFINED 01 1600000 CEPHALON INC 0% 15JUN2033 SDBCV 156708AL3 436 400000 PRN SOLE 400000 CEPHALON INC 2.5% 01MAY14 SDBCV 156708AR0 3986 4000000 PRN DEFINED 01 4000000 CEPHALON INC 2.5% 01MAY14 SDBCV 156708AR0 997 1000000 PRN SOLE 1000000 CEPHALON INC CV 2% 01JUN2015 SDBCV 156708AP4 47801 37750000 PRN DEFINED 01 37750000 CEPHALON INC CV 2% 01JUN2015 SDBCV 156708AP4 3116 2461000 PRN SOLE 2461000 CHIPOTLE MEXICAN GR-CL B COM 169656204 1538 22044 SH DEFINED 01 22044 CHIPOTLE MEXICAN GR-CL B COM 169656204 182 2606 SH SOLE 2606 CIA VALE DO RIO DOCE-ADR ADR 91912E105 222 12570 SH DEFINED 01 12570 CIA VALE DO RIO DOCE-ADR ADR 91912E105 7 398 SH SOLE 398 CIGNA CORP COM 125509109 241 10000 SH DEFINED 01 10000 CITIGROUP INC COM 172967101 79 26667 SH DEFINED 01 26667 CITIGROUP INC COM 172967101 10 3333 SH SOLE 3333 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 71 13333 SH DEFINED 01 13333 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 9 1667 SH SOLE 1667 COVANTA HOLDING CORP COM 22282E102 271 16000 SH DEFINED 01 16000 COVANTA HOLDING CORP COM 22282E102 34 2000 SH SOLE 2000 DARLING INTERNATIONAL INC COM 237266101 89 13455 SH DEFINED 01 13455 DARLING INTERNATIONAL INC COM 237266101 13 1945 SH SOLE 1945 DEVELOPERS DIV CV 3% 15MAR12 SDBCV 251591AS2 16337 23400000 PRN DEFINED 01 23400000 DEVELOPERS DIV CV 3% 15MAR12 SDBCV 251591AS2 279 400000 PRN SOLE 400000 DEVELOPERS DIVERS REALTY CORP COM 251591103 316 64663 SH DEFINED 01 64663 DEVELOPERS DIVERS REALTY CORP COM 251591103 4 757 SH SOLE 757 DEVELPRS DVRSFD 3.5% 15AUG2011 SDBCV 251591AQ6 3454 4500000 PRN DEFINED 01 4500000 DEVELPRS DVRSFD 3.5% 15AUG2011 SDBCV 251591AQ6 154 200000 PRN SOLE 200000 EASTMAN CHEMICAL COMPANY COM 277432100 443 11700 SH DEFINED 01 11700 EASTMAN CHEMICAL COMPANY COM 277432100 28 750 SH SOLE 750 EBAY INC COM 278642103 158 9219 SH DEFINED 01 9219 EBAY INC COM 278642103 19 1131 SH SOLE 1131 ENERGY CONVERSION DEVICES COM 292659109 229 16200 SH CALL DEFINED 01 0 ENERGY CONVERSION DEVICES COM 292659109 40 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 1890 2000000 PRN DEFINED 01 2000000 ENZON PHARM CV 4% 01JUN13 SDBCV 293904AE8 473 500000 PRN SOLE 500000 FACTSET RESEARCH SYS INC COM 303075105 399 8000 SH PUT DEFINED 01 0 FACTSET RESEARCH SYS INC COM 303075105 50 1000 SH PUT SOLE 0 FIRST INDUSTRIAL REALTY TR COM 32054K103 253 58167 SH DEFINED 01 58167 FIRST INDUSTRIAL REALTY TR COM 32054K103 31 7012 SH SOLE 7012 FISHER SCI CV 2.5% 01OCT23 SDBCV 338032AW5 36415 20985000 PRN DEFINED 01 20985000 FISHER SCI CV 2.5% 01OCT23 SDBCV 338032AW5 2690 1550000 PRN SOLE 1550000 GOLDCORP INC COM 380956409 475 13682 SH DEFINED 01 13682 GOLDCORP INC COM 380956409 57 1634 SH SOLE 1634 GOLDMAN SACHS GROUP INC COM 38141G104 236 1600 SH PUT DEFINED 01 0 GOLDMAN SACHS GROUP INC COM 38141G104 59 400 SH PUT SOLE 0 HASBRO INC CV 2.75% 01DEC2021 SDBCV 418056AN7 4061 3330000 PRN DEFINED 01 3330000 HASBRO INC CV 2.75% 01DEC2021 SDBCV 418056AN7 549 450000 PRN SOLE 450000 HIGHLANDS ACQUISITION CORP COM 430880104 2527 259200 SH DEFINED 01 259200 HIGHLANDS ACQUISITION CORP COM 430880104 281 28800 SH SOLE 28800 HOME DEPOT INC COM 437076102 662 28000 SH PUT DEFINED 01 0 HOME DEPOT INC COM 437076102 83 3500 SH PUT SOLE 0 HUNTSMAN CORP COM 447011107 363 72220 SH DEFINED 01 72220 HUNTSMAN CORP COM 447011107 64 12780 SH SOLE 12780 ILLUMINA INC CV 0.625% 15FEB14 SDBCV 452327AB5 16378 9050000 PRN DEFINED 01 9050000 ILLUMINA INC CV 0.625% 15FEB14 SDBCV 452327AB5 2863 1582000 PRN SOLE 1582000 INOVIO BIOMEDICAL 144A RESTR COM 45773H102 65 127300 SH DEFINED 01 127300 INTERACTIVE BROKERS GRO-CL A COM 45841N107 481 30948 SH DEFINED 01 30948 INTERACTIVE BROKERS GRO-CL A COM 45841N107 51 3292 SH SOLE 3292 INTERFACE INC - CL A COM 458665106 170 27429 SH DEFINED 01 27429 INTERFACE INC - CL A COM 458665106 22 3513 SH SOLE 3513 ISHARES SILVER TRUST COM 46428Q109 2454 183400 SH CALL DEFINED 01 0 ISHARES SILVER TRUST COM 46428Q109 1512 113000 SH PUT DEFINED 01 0 ISHARES SILVER TRUST COM 46428Q109 356 26600 SH CALL SOLE 0 ISHARES SILVER TRUST COM 46428Q109 227 17000 SH PUT SOLE 0 JDS UNIPHASE CORP COM 46612J507 74 12978 SH DEFINED 01 12978 JDS UNIPHASE CORP COM 46612J507 9 1622 SH SOLE 1622 JOHNSON & JOHNSON COM 478160104 273 4800 SH PUT DEFINED 01 0 JOHNSON & JOHNSON COM 478160104 34 600 SH PUT SOLE 0 JOHNSON CONTROLS 11.5% 31MAR12 CVPFD 478366602 2842 26250 SH DEFINED 01 26250 JOHNSON CONTROLS 11.5% 31MAR12 CVPFD 478366602 406 3750 SH SOLE 3750 KBL HEALTHCARE ACQUISIT COM 358 46000 SH DEFINED 01 46000 LAS VEGAS SANDS CORP COM 517834107 2418 307694 SH DEFINED 01 307694 LAS VEGAS SANDS CORP COM 517834107 8253 1050000 SH PUT DEFINED 01 0 LAS VEGAS SANDS CORP COM 517834107 345 43956 SH SOLE 43956 LAS VEGAS SANDS CORP COM 517834107 1179 150000 SH PUT SOLE 0 LENNAR CORP COM 526057104 97 10000 SH DEFINED 01 10000 LENNAR CORP COM 526057104 10 1000 SH SOLE 1000 LEVEL 3 CV 2.875% 15JUL2010 SDBCV 52729NBA7 5655 6000000 PRN DEFINED 01 6000000 LEVEL 3 CV 2.875% 15JUL2010 SDBCV 52729NBA7 471 500000 PRN SOLE 500000 LIBERTY MEDIA 3.25% 15MAR2031 SDBCV 530715AR2 1004 2550000 PRN DEFINED 01 2550000 LIBERTY MEDIA CV 3.5% 15JAN203 SDBCV 530715AN1 450 1000000 PRN DEFINED 01 1000000 LIBERTY MEDIA CV 3.75% 15FEB20 SDBCV 530715AL5 18013 49605000 PRN DEFINED 01 49605000 LIBERTY MEDIA CV 3.75% 15FEB20 SDBCV 530715AL5 454 1250000 PRN SOLE 1250000 LIMITED BRANDS COM 532716107 426 35600 SH CALL DEFINED 01 0 LIMITED BRANDS COM 532716107 53 4400 SH CALL SOLE 0 LOUISIANA PACIFIC CORP COM 546347105 718 210000 SH DEFINED 01 210000 LOUISIANA PACIFIC CORP COM 546347105 10 3000 SH SOLE 3000 MACY'S INC COM 55616P104 294 25000 SH DEFINED 01 25000 MACY'S INC COM 55616P104 12 1000 SH SOLE 1000 MARINEMAX INC COM 567908108 105 30462 SH DEFINED 01 30462 MARINEMAX INC COM 567908108 8 2349 SH SOLE 2349 MASCO CORP COM 574599106 96 10000 SH DEFINED 01 10000 MASSEY ENERGY CO 3.25% 01AUG15 SDBCV 576203AJ2 100 150000 PRN SOLE 150000 MI DEVELOPMENTS INC-CLASS A COM 55304X104 1121 147692 SH DEFINED 01 147692 MI DEVELOPMENTS INC-CLASS A COM 55304X104 150 19708 SH SOLE 19708 MICRON TECH 1.875% 01JUN14 SDBCV 595112AH6 1465 2500000 PRN DEFINED 01 2500000 MOHAWK INDUSTRIES INC COM 608190104 428 12000 SH PUT DEFINED 01 0 MOHAWK INDUSTRIES INC COM 608190104 54 1500 SH PUT SOLE 0 MOTOROLA INC COM 620076109 1038 156600 SH DEFINED 01 156600 MOTOROLA INC COM 620076109 20 3000 SH SOLE 3000 NEW YORK TIMES CO CL A COM 650111107 55 10000 SH DEFINED 01 10000 NEW YORK TIMES CO CL A COM 650111107 11 2000 SH SOLE 2000 NRDC ACQUISITION CORP-CW11 RT 62941R110 3 40000 SH DEFINED 01 40000 NRDC ACQUISITION CORP-CW11 RT 62941R110 1 10000 SH SOLE 10000 NUCOR CORP COM 670346105 303 6827 SH DEFINED 01 6827 NUCOR CORP COM 670346105 51 1150 SH SOLE 1150 OLIN CORP COM 680665205 593 49915 SH DEFINED 01 49915 OLIN CORP COM 680665205 680 57200 SH CALL DEFINED 01 0 OLIN CORP COM 680665205 88 7385 SH SOLE 7385 OLIN CORP COM 680665205 93 7800 SH CALL SOLE 0 OMNICARE INC CV 3.25% 15DEC203 SDBCV 681904AL2 7992 11500000 PRN DEFINED 01 11500000 OMNICARE INC CV 3.25% 15DEC203 SDBCV 681904AL2 695 1000000 PRN SOLE 1000000 PALM INC COM 696643105 797 48100 SH PUT DEFINED 01 0 PALM INC COM 696643105 114 6900 SH PUT SOLE 0 PEABODY ENERGY CORP COM 704549104 214 7090 SH DEFINED 01 7090 PEABODY ENERGY CORP COM 704549104 38 1261 SH SOLE 1261 PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 284 6936 SH DEFINED 01 6936 PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 43 1046 SH SOLE 1046 PIONEER NATURAL RESOURCES CO COM 723787107 245 9597 SH DEFINED 01 9597 PIONEER NATURAL RESOURCES CO COM 723787107 31 1207 SH SOLE 1207 PLAINS EXPLORATION & PRODUCT COM 726505100 196 7178 SH DEFINED 01 7178 PLAINS EXPLORATION & PRODUCT COM 726505100 92 3357 SH SOLE 3357 PRICELINE.COM CV 2.25% 15JAN25 SDBCV 741503AH9 108851 37158000 PRN DEFINED 01 37158000 PRICELINE.COM CV 2.25% 15JAN25 SDBCV 741503AH9 8788 3000000 PRN SOLE 3000000 PRICELINE.COM CV.5% 30SEP11 SDBCV 741503AK2 26915 9752000 PRN DEFINED 01 9752000 PRICELINE.COM CV.5% 30SEP11 SDBCV 741503AK2 4416 1600000 PRN SOLE 1600000 PROSPECT ACQUISITION CORP COM 74347T103 2057 212670 SH DEFINED 01 212670 PROSPECT ACQUISITION CORP COM 74347T103 229 23630 SH SOLE 23630 PULTE HOMES INC COM 745867101 168 19000 SH DEFINED 01 19000 PULTE HOMES INC COM 745867101 18 2000 SH SOLE 2000 RADIOSHACK CORP COM 750438103 518 37121 SH DEFINED 01 37121 RADIOSHACK CORP COM 750438103 68 4879 SH SOLE 4879 RIO TINTO PLC - ADR ADR 767204100 7522 45900 SH CALL DEFINED 01 0 ROPER IND CV 1.4813% 15JAN2034 SDBCV 776696AA4 31975 56476000 PRN DEFINED 01 56476000 ROPER IND CV 1.4813% 15JAN2034 SDBCV 776696AA4 1963 3468000 PRN SOLE 3468000 ROYAL BANK OF CANADA COM 780087102 368 9000 SH PUT DEFINED 01 0 ROYAL BANK OF CANADA COM 780087102 1268 31000 SH PUT SOLE 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 54187 589500 SH CALL DEFINED 01 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 31437 342000 SH PUT DEFINED 01 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 6021 65500 SH CALL SOLE 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 3493 38000 SH PUT SOLE 0 SANDISK CORP COM 80004C101 291 19823 SH DEFINED 01 19823 SANDISK CORP COM 80004C101 36 2477 SH SOLE 2477 SCHLUMBERGER LTD COM 806857108 7475 138147 SH DEFINED 01 138147 SCHLUMBERGER LTD COM 806857108 1150 21253 SH SOLE 21253 SOUTHWEST AIRLINES COM 844741108 495 73500 SH DEFINED 01 73500 SOUTHWEST AIRLINES COM 844741108 20 2900 SH SOLE 2900 SPDR GOLD TRUST COM 78463V107 5073 55640 SH DEFINED 01 55640 SPDR GOLD TRUST COM 78463V107 12765 140000 SH CALL DEFINED 01 0 SPDR GOLD TRUST COM 78463V107 21518 236000 SH PUT DEFINED 01 0 SPDR GOLD TRUST COM 78463V107 1003 10995 SH SOLE 10995 SPDR GOLD TRUST COM 78463V107 2170 23800 SH CALL SOLE 0 SPDR GOLD TRUST COM 78463V107 3802 41700 SH PUT SOLE 0 SPDR METALS & MINING ETF COM 78464A755 180 4872 SH DEFINED 01 4872 SPDR METALS & MINING ETF COM 78464A755 29 774 SH SOLE 774 SPORTS PROPERTIES ACQUISITIO COM 84920F107 718 74070 SH DEFINED 01 74070 SPORTS PROPERTIES ACQUISITIO COM 84920F107 80 8230 SH SOLE 8230 SYBASE INC CV 1.75% 22FEB2025 SDBCV 871130AB6 6666 5200000 PRN DEFINED 01 5200000 SYBASE INC CV 1.75% 22FEB2025 SDBCV 871130AB6 1666 1300000 PRN SOLE 1300000 TEMPLE INLAND INC COM 879868107 1054 80300 SH DEFINED 01 80300 TEMPLE INLAND INC COM 879868107 13 1000 SH SOLE 1000 TEVA PHARMA CV 0.25% 01FEB2024 SDBCV 88164RAB3 17752 12500000 PRN DEFINED 01 12500000 TEVA PHARMA CV 0.25% 01FEB2024 SDBCV 88164RAB3 2130 1500000 PRN SOLE 1500000 THORATEC CV 1.3798% 16MAY2034 SDBCV 885175AB5 3059 3700000 PRN DEFINED 01 3700000 THORATEC CV 1.3798% 16MAY2034 SDBCV 885175AB5 248 300000 PRN SOLE 300000 TM ENTERTAINMENT & MEDIA COM 87260T108 88 11400 SH SOLE 11400 TOLL BROTHERS INC COM 889478103 476 28050 SH DEFINED 01 28050 TOTAL S.A. SPON ADR ADR 89151E109 187 3445 SH DEFINED 01 3445 TOTAL S.A. SPON ADR ADR 89151E109 31 580 SH SOLE 580 TYSON FOODS INC - CL A COM 902494103 126 10000 SH DEFINED 01 10000 US STEEL CORP 4% 15MAY14 SDBCV 912909AE8 2625 2000000 PRN DEFINED 01 2000000 US STEEL CORP 4% 15MAY14 SDBCV 912909AE8 656 500000 PRN SOLE 500000 VERTEX PHARM 4.75% 15FEB13 SDBCV 92532FAM2 2758 1750000 PRN DEFINED 01 1750000 VERTEX PHARM 4.75% 15FEB13 SDBCV 92532FAM2 394 250000 PRN SOLE 250000 VORNADO REALTY 3.875% 15APR202 SDBCV 929043AC1 3697 4000000 PRN DEFINED 01 4000000 VORNADO REALTY 3.875% 15APR202 SDBCV 929043AC1 462 500000 PRN SOLE 500000 WASTE CONNECTIONS INC COM 941053100 442 17068 SH DEFINED 01 17068 WASTE CONNECTIONS INC COM 941053100 141 5432 SH SOLE 5432 WEINGARTEN 3.95% 1AUG2026 SDBCV 948741AF0 4287 4500000 PRN DEFINED 01 4500000 WHIRLPOOL CORP COM 963320106 613 14400 SH PUT DEFINED 01 0 WHIRLPOOL CORP COM 963320106 77 1800 SH PUT SOLE 0 WMS IND CV 2.75% 15JUL2010 SDBCV 929297AE9 40683 17000000 PRN DEFINED 01 17000000 WMS IND CV 2.75% 15JUL2010 SDBCV 929297AE9 10051 4200000 PRN SOLE 4200000 XL CAPITAL LTD - CLASS A COM G98255105 287 25000 SH DEFINED 01 25000 XL CAPITAL LTD - CLASS A COM G98255105 57 5000 SH SOLE 5000 YAMANA GOLD INC COM 98462Y100 236 26666 SH DEFINED 01 26666 YAMANA GOLD INC COM 98462Y100 368 41600 SH CALL DEFINED 01 0 YAMANA GOLD INC COM 98462Y100 156 17600 SH PUT DEFINED 01 0 YAMANA GOLD INC COM 98462Y100 27 3078 SH SOLE 3078 YAMANA GOLD INC COM 98462Y100 46 5200 SH CALL SOLE 0 YAMANA GOLD INC COM 98462Y100 19 2200 SH PUT SOLE 0
-----END PRIVACY-ENHANCED MESSAGE-----