-----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, RtqvR4L2UUC8ZZKOn/O7nTXsNxc23i33wO7dSB57SfI1YcjKWa6xm/3S3uHYjt/8 lCwRO7j4oi0E5legTGv3gQ== 0001352910-10-000001.txt : 20100216 0001352910-10-000001.hdr.sgml : 20100215 20100216154607 ACCESSION NUMBER: 0001352910-10-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100216 EFFECTIVENESS DATE: 20100216 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: 10607325 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: December 31, 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 February 16, 2010 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: 269 Form 13F Information Table Value Total: $1,153,894 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 12 33200 SH SHARED 33200 ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 1093 420000 PRN DEFINED 01 420000 ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 208 80000 PRN SOLE 80000 ALLERGAN INC COM 018490102 635 10080 SH DEFINED 01 10080 ALLERGAN INC COM 018490102 159 2520 SH SOLE 2520 ALLIANT TECH CV 3% 15AUG2024 SDBCV 018804AK0 4536 3600000 PRN DEFINED 01 3600000 ALLIANT TECH CV 3% 15AUG2024 SDBCV 018804AK0 1134 900000 PRN SOLE 900000 AMAZON.COM INC COM 023135106 3228 24000 SH PUT DEFINED 01 0 AMAZON.COM INC COM 023135106 807 6000 SH PUT SOLE 0 AMER CONS STAPLES SPDR IDX ETF 81369Y308 2753 104000 SH PUT DEFINED 01 0 AMER CONS STAPLES SPDR IDX ETF 81369Y308 688 26000 SH PUT SOLE 0 AMEX FINANCIAL SELECT SPDR IDX ETF 81369Y605 1640 114000 SH PUT DEFINED 01 0 AMEX FINANCIAL SELECT SPDR IDX ETF 81369Y605 410 28500 SH PUT SOLE 0 ANGLOGOLD ASHANTI - SPON ADR ADR 035128206 1591 39600 SH CALL DEFINED 01 0 ANGLOGOLD ASHANTI - SPON ADR ADR 035128206 161 4000 SH PUT DEFINED 01 0 ANGLOGOLD ASHANTI - SPON ADR ADR 035128206 398 9900 SH CALL SOLE 0 ANGLOGOLD ASHANTI - SPON ADR ADR 035128206 40 1000 SH PUT SOLE 0 ANIXTER INTL 0% 07JUL2033 SDBCV 035290AG0 3508 4800000 PRN DEFINED 01 4800000 ANIXTER INTL 0% 07JUL2033 SDBCV 035290AG0 877 1200000 PRN SOLE 1200000 APACHE CORP COM 037411105 214 2072 SH DEFINED 01 2072 APACHE CORP COM 037411105 18 176 SH SOLE 176 APOGENT TECH CV FRN 15DEC33 SDBCV 03760AAK7 44988 27854000 PRN DEFINED 01 27854000 APOGENT TECH CV FRN 15DEC33 SDBCV 03760AAK7 11248 6964000 PRN SOLE 6964000 APPLE INC COM 037833100 949 4500 SH PUT DEFINED 01 0 APPLE INC COM 037833100 380 1800 SH PUT SOLE 0 ARROW ELECTRONICS INC COM 042735100 228 7700 SH DEFINED 01 7700 AVERY DENNISON CORP COM 053611109 255 7000 SH PUT DEFINED 01 0 AVERY DENNISON CORP COM 053611109 36 1000 SH PUT SOLE 0 BANK OF AMERICA CORP COM 060505104 6589 437500 SH DEFINED 01 437500 BANK OF AMERICA CORP COM 060505104 6589 437500 SH PUT DEFINED 01 0 BANK OF AMERICA CORP COM 060505104 941 62500 SH SOLE 62500 BANK OF AMERICA CORP COM 060505104 941 62500 SH PUT SOLE 0 BARRICK GOLD CV 2.75% 15OCT23 SDBCV 725906AK7 21569 13167000 PRN DEFINED 01 13167000 BARRICK GOLD CV 2.75% 15OCT23 SDBCV 725906AK7 3740 2283000 PRN SOLE 2283000 BEST BUY COMPANY INC COM 086516101 691 17500 SH PUT DEFINED 01 0 BEST BUY COMPANY INC COM 086516101 99 2500 SH PUT SOLE 0 BHP BILLITON LTD - SPONS ADR ADR 088606108 233 3045 SH DEFINED 01 3045 BHP BILLITON LTD - SPONS ADR ADR 088606108 14 189 SH SOLE 189 BLACKROCK 2.625% 15FEB2035 SDBCV 09247XAB7 79805 34130000 PRN DEFINED 01 34130000 BLACKROCK 2.625% 15FEB2035 SDBCV 09247XAB7 20315 8688000 PRN SOLE 8688000 BPW ACQUISITION CORP-CW14 RT 055637110 127 140000 SH DEFINED 01 140000 BPW ACQUISITION CORP-CW14 RT 055637110 32 35000 SH SOLE 35000 BRANDYWINE REALTY TRUST COM 105368203 121 10600 SH DEFINED 01 10600 BRNDYWNE OP CV 3.875% 15OCT26 SDBCV 105340AH6 11333 11500000 PRN DEFINED 01 11500000 CAMERON INTERNATIONAL CORP COM 13342B105 2342 56025 SH DEFINED 01 56025 CAMERON INTERNATIONAL CORP COM 13342B105 411 9835 SH SOLE 9835 CARNIVAL CORP COM 143658300 180 5667 SH DEFINED 01 5667 CARNIVAL CORP COM 143658300 90 2833 SH SOLE 2833 CEMEX SA - SPONS ADR PART CER ADR 151290889 2128 180000 SH CALL DEFINED 01 0 CEMEX SA - SPONS ADR PART CER ADR 151290889 532 45000 SH CALL SOLE 0 CEPHALON INC CV 2% 01JUN2015 SDBCV 156708AP4 31164 21950000 PRN DEFINED 01 21950000 CEPHALON INC CV 2% 01JUN2015 SDBCV 156708AP4 2536 1786000 PRN SOLE 1786000 CHIPOTLE MEXICAN GRILL-CL A COM 169656105 374 4239 SH DEFINED 01 4239 CHIPOTLE MEXICAN GRILL-CL A COM 169656105 36 411 SH SOLE 411 CIA VALE DO RIO DOCE-ADR ADR 91912E105 241 8306 SH DEFINED 01 8306 CIA VALE DO RIO DOCE-ADR ADR 91912E105 8 262 SH SOLE 262 CITIZENS BANKING CORP COM 174420109 44 64000 SH DEFINED 01 64000 CITIZENS BANKING CORP COM 174420109 11 16000 SH SOLE 16000 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 128 12355 SH DEFINED 01 12355 CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 16 1545 SH SOLE 1545 COVANTA HOLDING CORP COM 22282E102 289 16000 SH DEFINED 01 16000 COVANTA HOLDING CORP COM 22282E102 36 2000 SH SOLE 2000 DARLING INTERNATIONAL INC COM 237266101 170 20310 SH DEFINED 01 20310 DARLING INTERNATIONAL INC COM 237266101 31 3659 SH SOLE 3659 DELL INC COM 24702R101 323 22500 SH CALL DEFINED 01 0 DELL INC COM 24702R101 2720 189400 SH PUT DEFINED 01 0 DELL INC COM 24702R101 69 4800 SH CALL SOLE 0 DELL INC COM 24702R101 597 41600 SH PUT SOLE 0 DEVELOPERS DIV CV 3% 15MAR12 SDBCV 251591AS2 14950 16300000 PRN DEFINED 01 16300000 DEVELOPERS DIVERS REALTY CORP COM 251591103 174 18776 SH DEFINED 01 18776 DEVELOPERS DIVERS REALTY CORP COM 251591103 6 627 SH SOLE 627 DEVELPRS DVRSFD 3.5% 15AUG2011 SDBCV 251591AQ6 4304 4500000 PRN DEFINED 01 4500000 DEVELPRS DVRSFD 3.5% 15AUG2011 SDBCV 251591AQ6 191 200000 PRN SOLE 200000 ENCANA CORP COM 292505104 1555 48000 SH CALL DEFINED 01 0 ENCANA CORP COM 292505104 389 12000 SH CALL SOLE 0 ENERGY CONVERSION DEVICES COM 292659109 105 9980 SH DEFINED 01 9980 ENERGY CONVERSION DEVICES COM 292659109 171 16200 SH CALL DEFINED 01 0 ENERGY CONVERSION DEVICES COM 292659109 22 2120 SH SOLE 2120 ENERGY CONVERSION DEVICES COM 292659109 30 2800 SH CALL SOLE 0 ENERGYSOLUTIONS INC COM 292756202 144 16910 SH DEFINED 01 16910 ENERGYSOLUTIONS INC COM 292756202 38 4455 SH SOLE 4455 FACTSET RESEARCH SYS INC COM 303075105 263 4000 SH PUT DEFINED 01 0 FACTSET RESEARCH SYS INC COM 303075105 66 1000 SH PUT SOLE 0 FEDEX CORP COM 31428X106 517 6200 SH CALL DEFINED 01 0 FEDEX CORP COM 31428X106 3522 42200 SH PUT DEFINED 01 0 FEDEX CORP COM 31428X106 117 1400 SH CALL SOLE 0 FEDEX CORP COM 31428X106 776 9300 SH PUT SOLE 0 FIRST SOLAR INC COM 336433107 542 4000 SH CALL DEFINED 01 0 FIRST SOLAR INC COM 336433107 542 4000 SH PUT DEFINED 01 0 FIRST SOLAR INC COM 336433107 135 1000 SH CALL SOLE 0 FIRST SOLAR INC COM 336433107 135 1000 SH PUT SOLE 0 FLUOR CORP 1.5% 15FEB2024 SDBCV 343412AA0 4550 2803000 PRN DEFINED 01 2803000 FLUOR CORP 1.5% 15FEB2024 SDBCV 343412AA0 1516 934000 PRN SOLE 934000 GAMESTOP CORP COM 36467W109 1264 57600 SH CALL DEFINED 01 0 GAMESTOP CORP COM 36467W109 316 14400 SH CALL SOLE 0 GOLDCORP INC COM 380956409 450 11450 SH DEFINED 01 11450 GOLDCORP INC COM 380956409 54 1366 SH SOLE 1366 GOLDMAN SACHS GROUP INC COM 38141G104 692 4100 SH PUT DEFINED 01 0 GOLDMAN SACHS GROUP INC COM 38141G104 152 900 SH PUT SOLE 0 GOODRICH PETROLE 5% 01OCT29 SDBCV 382410AC2 414 400000 PRN DEFINED 01 400000 GOODRICH PETROLE 5% 01OCT29 SDBCV 382410AC2 103 100000 PRN SOLE 100000 HASBRO INC CV 2.75% 01DEC2021 SDBCV 418056AN7 3204 2143000 PRN DEFINED 01 2143000 HASBRO INC CV 2.75% 01DEC2021 SDBCV 418056AN7 801 536000 PRN SOLE 536000 HOME DEPOT INC COM 437076102 1088 37600 SH PUT DEFINED 01 0 HOME DEPOT INC COM 437076102 272 9400 SH PUT SOLE 0 HUNTSMAN CORP COM 447011107 146 12949 SH DEFINED 01 12949 HUNTSMAN CORP COM 447011107 27 2351 SH SOLE 2351 ILLUMINA INC CV 0.625% 15FEB14 SDBCV 452327AB5 5173 3525000 PRN DEFINED 01 3525000 ILLUMINA INC CV 0.625% 15FEB14 SDBCV 452327AB5 891 607000 PRN SOLE 607000 INOVIO BIOMEDICAL CORP COM 45773H102 148 129633 SH DEFINED 01 129633 INTERACTIVE BROKERS GRO-CL A COM 45841N107 353 19942 SH DEFINED 01 19942 INTERACTIVE BROKERS GRO-CL A COM 45841N107 37 2098 SH SOLE 2098 INTERFACE INC - CL A COM 458665106 228 27429 SH DEFINED 01 27429 INTERFACE INC - CL A COM 458665106 29 3513 SH SOLE 3513 ISHARES MSCI EMERGING MKT IN COM 464287234 1843 44400 SH PUT DEFINED 01 0 ISHARES MSCI EMERGING MKT IN COM 464287234 461 11100 SH PUT SOLE 0 ISHARES SILVER TRUST COM 46428Q109 4870 293900 SH CALL DEFINED 01 0 ISHARES SILVER TRUST COM 46428Q109 3347 202000 SH PUT DEFINED 01 0 ISHARES SILVER TRUST COM 46428Q109 1012 61100 SH CALL SOLE 0 ISHARES SILVER TRUST COM 46428Q109 713 43000 SH PUT SOLE 0 ISHARES TR-RUSSELL 2000 IDX COM 464287655 1295 20800 SH PUT DEFINED 01 0 ISHARES TR-RUSSELL 2000 IDX COM 464287655 324 5200 SH PUT SOLE 0 ITAU UNIBANCO HOLDING SA-ADR ADR 465562106 881 38560 SH DEFINED 01 38560 ITAU UNIBANCO HOLDING SA-ADR ADR 465562106 4111 180000 SH PUT DEFINED 01 0 ITAU UNIBANCO HOLDING SA-ADR ADR 465562106 220 9640 SH SOLE 9640 ITAU UNIBANCO HOLDING SA-ADR ADR 465562106 1028 45000 SH PUT SOLE 0 JDS UNIPHASE CORP COM 46612J507 73 8889 SH DEFINED 01 8889 JDS UNIPHASE CORP COM 46612J507 9 1111 SH SOLE 1111 KIMCO REALTY CORP COM 49446R109 284 21000 SH DEFINED 01 21000 KIMCO REALTY CORP COM 49446R109 189 14000 SH SOLE 14000 LAS VEGAS SANDS CORP COM 517834107 15641 1046900 SH DEFINED 01 1046900 LAS VEGAS SANDS CORP COM 517834107 15687 1050000 SH PUT DEFINED 01 0 LAS VEGAS SANDS CORP COM 517834107 2229 149200 SH SOLE 149200 LAS VEGAS SANDS CORP COM 517834107 2241 150000 SH PUT SOLE 0 LENNAR CORP COM 526057104 128 10000 SH DEFINED 01 10000 LENNAR CORP COM 526057104 38 3000 SH SOLE 3000 LIFE TECHNOLOGIES 2% 01AUG23 SDBCV 46185RAJ9 15441 10000000 PRN DEFINED 01 10000000 LIFE TECHNOLOGIES 2% 01AUG23 SDBCV 46185RAJ9 3860 2500000 PRN SOLE 2500000 LIMITED BRANDS COM 532716107 685 35600 SH PUT DEFINED 01 0 LIMITED BRANDS COM 532716107 85 4400 SH PUT SOLE 0 LOUISIANA PACIFIC CORP COM 546347105 593 85000 SH DEFINED 01 85000 LOUISIANA PACIFIC CORP COM 546347105 91 13000 SH SOLE 13000 LOWES CO COM 548661107 398 17000 SH CALL DEFINED 01 0 LOWES CO COM 548661107 2309 98700 SH PUT DEFINED 01 0 LOWES CO COM 548661107 98 4200 SH CALL SOLE 0 LOWES CO COM 548661107 573 24500 SH PUT SOLE 0 MARRIOTT INTL - CL A - NEW COM 571903202 246 9044 SH DEFINED 01 9044 MARRIOTT INTL - CL A - NEW COM 571903202 110 4019 SH SOLE 4019 MASSEY ENERGY CO 3.25% 01AUG15 SDBCV 576203AJ2 131 150000 PRN SOLE 150000 MGIC INVESTMENT CORP COM 552848103 52 9000 SH DEFINED 01 9000 MGIC INVESTMENT CORP COM 552848103 13 2250 SH SOLE 2250 MI DEVELOPMENTS INC-CLASS A COM 55304X104 1892 154092 SH DEFINED 01 154092 MI DEVELOPMENTS INC-CLASS A COM 55304X104 262 21308 SH SOLE 21308 MONSANTO CO COM 61166W101 3924 48000 SH CALL DEFINED 01 0 MONSANTO CO COM 61166W101 981 12000 SH CALL SOLE 0 MOTOROLA INC COM 620076109 633 81600 SH DEFINED 01 81600 MOTOROLA INC COM 620076109 140 18000 SH SOLE 18000 MURPHY OIL CORP COM 626717102 676 12480 SH DEFINED 01 12480 MURPHY OIL CORP COM 626717102 169 3120 SH SOLE 3120 NCR CORPORATION COM 62886E108 89 8000 SH DEFINED 01 8000 NCR CORPORATION COM 62886E108 22 2000 SH SOLE 2000 NEW YORK TIMES CO CL A COM 650111107 522 42250 SH DEFINED 01 42250 NEW YORK TIMES CO CL A COM 650111107 260 21000 SH SOLE 21000 NUCOR CORP COM 670346105 239 5130 SH DEFINED 01 5130 NUCOR CORP COM 670346105 41 870 SH SOLE 870 OLIN CORP COM 680665205 1404 80115 SH DEFINED 01 80115 OLIN CORP COM 680665205 213 12185 SH SOLE 12185 OMNICARE INC CV 3.25% 15DEC203 SDBCV 681904AL2 3696 4500000 PRN DEFINED 01 4500000 OMNICARE INC CV 3.25% 15DEC203 SDBCV 681904AL2 411 500000 PRN SOLE 500000 PDL BIO PHARM CV 2.75% 16AUG20 SDBCV 74369LAD5 2093 1800000 PRN DEFINED 01 1800000 PDL BIO PHARM CV 2.75% 16AUG20 SDBCV 74369LAD5 814 700000 PRN SOLE 700000 PETROCHINA CO LTD-H- ADR ADR 71646E100 952 8000 SH CALL DEFINED 01 0 PETROCHINA CO LTD-H- ADR ADR 71646E100 238 2000 SH CALL SOLE 0 PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 198 4155 SH DEFINED 01 4155 PETROLEO BRASILEIRO S.A.-ADR ADR 71654V408 30 627 SH SOLE 627 PIONEER NAT CV 2.875% 15JAN38 SDBCV 723787AH0 6404 6000000 PRN DEFINED 01 6000000 PIONEER NAT CV 2.875% 15JAN38 SDBCV 723787AH0 2135 2000000 PRN SOLE 2000000 PIONEER NATURAL RESOURCES CO COM 723787107 270 5601 SH DEFINED 01 5601 PIONEER NATURAL RESOURCES CO COM 723787107 34 703 SH SOLE 703 PLAINS EXPLORATION & PRODUCT COM 726505100 150 5410 SH DEFINED 01 5410 PLAINS EXPLORATION & PRODUCT COM 726505100 86 3125 SH SOLE 3125 POWERSHARES DB AGRICULTURE F COM 73936B408 7094 268300 SH CALL DEFINED 01 0 POWERSHARES DB AGRICULTURE F COM 73936B408 2644 100000 SH PUT DEFINED 01 0 POWERSHARES DB AGRICULTURE F COM 73936B408 1771 67000 SH CALL SOLE 0 POWERSHARES DB AGRICULTURE F COM 73936B408 661 25000 SH PUT SOLE 0 PRICELINE.COM INC COM 741503403 524 2400 SH PUT DEFINED 01 0 PRICELINE.COM INC COM 741503403 131 600 SH PUT SOLE 0 PROSHARES ULTRA GOLD COM 74347W601 357 8000 SH DEFINED 01 8000 PROSHARES ULTRA GOLD COM 74347W601 1072 24000 SH PUT DEFINED 01 0 PROSHARES ULTRA GOLD COM 74347W601 89 2000 SH SOLE 2000 PROSHARES ULTRA GOLD COM 74347W601 268 6000 SH PUT SOLE 0 PROSHARES ULTRASHORT LEHMAN COM 74347R297 698 14000 SH DEFINED 01 14000 PROSHARES ULTRASHORT LEHMAN COM 74347R297 9377 188000 SH PUT DEFINED 01 0 PROSHARES ULTRASHORT LEHMAN COM 74347R297 175 3500 SH SOLE 3500 PROSHARES ULTRASHORT LEHMAN COM 74347R297 2344 47000 SH PUT SOLE 0 PULTE HOMES INC COM 745867101 190 19000 SH DEFINED 01 19000 PULTE HOMES INC COM 745867101 20 2000 SH SOLE 2000 RADIOSHACK CORP COM 750438103 724 37121 SH DEFINED 01 37121 RADIOSHACK CORP COM 750438103 212 10879 SH SOLE 10879 RHINO INTERNATIONAL CORP COM 766883102 221 8000 SH CALL DEFINED 01 0 RHINO INTERNATIONAL CORP COM 766883102 55 2000 SH CALL SOLE 0 RIO TINTO PLC - ADR ADR 767204100 9886 45900 SH CALL DEFINED 01 0 ROPER IND CV 1.4813% 15JAN2034 SDBCV 776696AA4 35146 53982000 PRN DEFINED 01 53982000 ROPER IND CV 1.4813% 15JAN2034 SDBCV 776696AA4 2323 3568000 PRN SOLE 3568000 S&P 500 DEPOSITORY RECEIPT COM 78462F103 52154 468000 SH CALL DEFINED 01 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 38335 344000 SH PUT DEFINED 01 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 13038 117000 SH CALL SOLE 0 S&P 500 DEPOSITORY RECEIPT COM 78462F103 9584 86000 SH PUT SOLE 0 SANDISK CORP COM 80004C101 271 9333 SH DEFINED 01 9333 SANDISK CORP COM 80004C101 34 1167 SH SOLE 1167 SCHLUMBERGER 2.125% 01JUN2023 SDBCV 806857AD0 2622 1600000 PRN DEFINED 01 1600000 SCHLUMBERGER 2.125% 01JUN2023 SDBCV 806857AD0 655 400000 PRN SOLE 400000 SHANDA INTER CV 2% 15SEP11 SDBCV 81941QAD6 6295 4125000 PRN DEFINED 01 4125000 SHANDA INTER CV 2% 15SEP11 SDBCV 81941QAD6 2098 1375000 PRN SOLE 1375000 SINA CORP CV 0% 15JUL2023 SDBCV 82922RAB9 4292 2400000 PRN DEFINED 01 2400000 SINA CORP CV 0% 15JUL2023 SDBCV 82922RAB9 1073 600000 PRN SOLE 600000 SK TELEKOM CO LTD - ADR ADR 78440P108 1626 100000 SH DEFINED 01 100000 SK TELEKOM CO LTD - ADR ADR 78440P108 407 25000 SH SOLE 25000 SOUTHWEST AIRLINES COM 844741108 897 78500 SH DEFINED 01 78500 SOUTHWEST AIRLINES COM 844741108 147 12900 SH SOLE 12900 SPDR GOLD TRUST COM 78463V107 17274 160973 SH DEFINED 01 160973 SPDR GOLD TRUST COM 78463V107 196377 1830000 SH CALL DEFINED 01 0 SPDR GOLD TRUST COM 78463V107 146457 1364800 SH PUT DEFINED 01 0 SPDR GOLD TRUST COM 78463V107 4296 40037 SH SOLE 40037 SPDR GOLD TRUST COM 78463V107 49094 457500 SH CALL SOLE 0 SPDR GOLD TRUST COM 78463V107 36614 341200 SH PUT SOLE 0 SPDR METALS & MINING ETF COM 78464A755 189 3664 SH DEFINED 01 3664 SPDR METALS & MINING ETF COM 78464A755 30 582 SH SOLE 582 SPDR S&P HOMEBUILDERS ETF COM 78464A888 3022 200000 SH PUT DEFINED 01 0 SPDR S&P HOMEBUILDERS ETF COM 78464A888 756 50000 SH PUT SOLE 0 SPORTS PROPERTIES ACQUI COM 731 74070 SH DEFINED 01 74070 STARWOOD HOTELS & RESORTS COM 85590A401 146 4000 SH DEFINED 01 4000 STARWOOD HOTELS & RESORTS COM 85590A401 66 1800 SH SOLE 1800 SYBASE INC CV 1.75% 22FEB2025 SDBCV 871130AB6 25044 14411000 PRN DEFINED 01 14411000 SYBASE INC CV 1.75% 22FEB2025 SDBCV 871130AB6 6261 3603000 PRN SOLE 3603000 TEMPLE INLAND INC COM 879868107 386 18300 SH DEFINED 01 18300 TEMPLE INLAND INC COM 879868107 21 1000 SH SOLE 1000 TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 1730 30800 SH DEFINED 01 30800 TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 433 7700 SH SOLE 7700 TEXTRON INC COM 883203101 489 26000 SH DEFINED 01 26000 TEXTRON INC COM 883203101 207 11000 SH SOLE 11000 THE PMI GROUP INC COM 69344M101 50 20000 SH DEFINED 01 20000 THE PMI GROUP INC COM 69344M101 13 5000 SH SOLE 5000 THORATEC CV 1.3798% 16MAY2034 SDBCV 885175AB5 1074 1300000 PRN DEFINED 01 1300000 THORATEC CV 1.3798% 16MAY2034 SDBCV 885175AB5 165 200000 PRN SOLE 200000 TOTAL S.A. SPON ADR ADR 89151E109 221 3445 SH DEFINED 01 3445 TOTAL S.A. SPON ADR ADR 89151E109 37 580 SH SOLE 580 UNITED STATES STEEL GROUP COM 912909108 1543 28000 SH CALL DEFINED 01 0 UNITED STATES STEEL GROUP COM 912909108 220 4000 SH PUT DEFINED 01 0 UNITED STATES STEEL GROUP COM 912909108 386 7000 SH CALL SOLE 0 UNITED STATES STEEL GROUP COM 912909108 55 1000 SH PUT SOLE 0 UNITED THERAP CV .5% 15OCT11 SDBCV 91307CAD4 1151 800000 PRN DEFINED 01 800000 UNITED THERAP CV .5% 15OCT11 SDBCV 91307CAD4 288 200000 PRN SOLE 200000 VALEANT PHARMA 3% 16AUG2010 SDBCV 91911XAB0 1780 1600000 PRN DEFINED 01 1600000 VALEANT PHARMA 3% 16AUG2010 SDBCV 91911XAB0 445 400000 PRN SOLE 400000 WAL-MART STORES INC COM 931142103 428 8000 SH DEFINED 01 8000 WAL-MART STORES INC COM 931142103 107 2000 SH SOLE 2000 WASTE CONNECTIONS INC COM 941053100 569 17068 SH DEFINED 01 17068 WASTE CONNECTIONS INC COM 941053100 181 5432 SH SOLE 5432 WEYERHAEUSER CO COM 962166104 185 4290 SH DEFINED 01 4290 WEYERHAEUSER CO COM 962166104 22 500 SH SOLE 500 WHIRLPOOL CORP COM 963320106 3226 40000 SH PUT DEFINED 01 0 WHIRLPOOL CORP COM 963320106 807 10000 SH PUT SOLE 0 XEROX CORP COM 984121103 85 10000 SH DEFINED 01 10000 XEROX CORP COM 984121103 34 4000 SH SOLE 4000 YAMANA GOLD INC COM 98462Y100 328 28787 SH DEFINED 01 28787 YAMANA GOLD INC COM 98462Y100 554 48700 SH CALL DEFINED 01 0 YAMANA GOLD INC COM 98462Y100 38 3357 SH SOLE 3357 YAMANA GOLD INC COM 98462Y100 71 6200 SH CALL SOLE 0
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