Xaraf Management as of March 31, 2012
Portfolio Holdings for Xaraf Management
Xaraf Management holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
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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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ACTIVISION BLIZZARD INC COM 00507V109 385 30000 SH CALL DEFINED 01 0
ACTIVISION BLIZZARD INC COM 00507V109 1058 82500 SH PUT DEFINED 01 0
ACTIVISION BLIZZARD INC COM 00507V109 128 10000 SH CALL SOLE 0
ACTIVISION BLIZZARD INC COM 00507V109 353 27500 SH PUT SOLE 0
ACTUANT CORP CV 2% 15NOV23 SDBCV 00508XAB0 5813 3958000 PRN DEFINED 01 3958000
ACTUANT CORP CV 2% 15NOV23 SDBCV 00508XAB0 2265 1542000 PRN SOLE 1542000
ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 701 420000 PRN DEFINED 01 420000
ALCOA INC 5.25% 15MAR14 SDBCV 013817AT8 133 80000 PRN SOLE 80000
ALERE INC COM 01449J105 888 34134 SH DEFINED 01 34134
ALERE INC COM 01449J105 444 17066 SH SOLE 17066
ALLIANCE DATA SY 1.75% 01AUG13 SDBCV 018581AD0 16031 9875000 PRN DEFINED 01 9875000
ALLIANCE DATA SY 1.75% 01AUG13 SDBCV 018581AD0 7508 4625000 PRN SOLE 4625000
AMERICAN AXLE & MFG HOLDINGS COM 024061103 313 26700 SH CALL DEFINED 01 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 156 13300 SH CALL SOLE 0
AMERIGROUP CORP 2% 15MAY12 SDBCV 03073TAB8 21088 13313000 PRN DEFINED 01 13313000
AMERIGROUP CORP 2% 15MAY12 SDBCV 03073TAB8 5794 3658000 PRN SOLE 3658000
ANADARKO PETROLEUM CORP COM 032511107 1410 18000 SH PUT DEFINED 01 0
ANADARKO PETROLEUM CORP COM 032511107 470 6000 SH PUT SOLE 0
ANNALY CAPITAL 4% 15FEB15 SDBCV 035710AA0 2327 2000000 PRN DEFINED 01 2000000
ANNALY CAPITAL 4% 15FEB15 SDBCV 035710AA0 1163 1000000 PRN SOLE 1000000
APPLE INC COM 037833100 2997 5000 SH PUT DEFINED 01 0
APPLE INC COM 037833100 1019 1700 SH PUT SOLE 0
ARENA PHARMACEUTICALS INC COM 040047102 68 22000 SH DEFINED 01 22000
ARENA PHARMACEUTICALS INC COM 040047102 34 11000 SH SOLE 11000
AVIS BUDGET GROUP INC COM 053774105 113 8000 SH DEFINED 01 8000
AVIS BUDGET GROUP INC COM 053774105 57 4000 SH SOLE 4000
AVON PRODUCTS INC COM 054303102 4358 225100 SH CALL DEFINED 01 0
AVON PRODUCTS INC COM 054303102 290 15000 SH PUT DEFINED 01 0
AVON PRODUCTS INC COM 054303102 1452 75000 SH CALL SOLE 0
AVON PRODUCTS INC COM 054303102 97 5000 SH PUT SOLE 0
BANK OF AMERICA CORP COM 060505104 100 10400 SH DEFINED 01 10400
BANK OF AMERICA CORP COM 060505104 50 5200 SH SOLE 5200
BARRICK GOLD CORP USD COM 067901108 1696 39000 SH CALL DEFINED 01 0
BARRICK GOLD CORP USD COM 067901108 391 9000 SH PUT DEFINED 01 0
BARRICK GOLD CORP USD COM 067901108 565 13000 SH CALL SOLE 0
BARRICK GOLD CORP USD COM 067901108 130 3000 SH PUT SOLE 0
BELO CORP SER A COM 080555105 57 8000 SH DEFINED 01 8000
BELO CORP SER A COM 080555105 29 4000 SH SOLE 4000
BEST BUY COMPANY INC COM 086516101 284 12000 SH DEFINED 01 12000
BEST BUY COMPANY INC COM 086516101 1954 82500 SH PUT DEFINED 01 0
BEST BUY COMPANY INC COM 086516101 95 4000 SH SOLE 4000
BEST BUY COMPANY INC COM 086516101 651 27500 SH PUT SOLE 0
BORGWARNER INC 3.5% 15APR12 SDBCV 099724AF3 27540 10708000 PRN DEFINED 01 10708000
BORGWARNER INC 3.5% 15APR12 SDBCV 099724AF3 2235 869000 PRN SOLE 869000
BRANDYWINE REALTY TRUST COM 105368203 164 14250 SH DEFINED 01 14250
BRANDYWINE REALTY TRUST COM 105368203 65 5700 SH SOLE 5700
BRUNSWICK CORP COM 117043109 1236 48000 SH PUT DEFINED 01 0
BRUNSWICK CORP COM 117043109 412 16000 SH PUT SOLE 0
CADENCE DES CV 2.625% 01JUN15 SDBCV 127387AJ7 1109 667000 PRN DEFINED 01 667000
CADENCE DES CV 2.625% 01JUN15 SDBCV 127387AJ7 554 333000 PRN SOLE 333000
CARLISLE COS INC COM 142339100 200 4000 SH PUT DEFINED 01 0
CARLISLE COS INC COM 142339100 70 1400 SH PUT SOLE 0
CHECK POINT SOFTWARE TECH COM M22465104 1436 22500 SH PUT DEFINED 01 0
CHECK POINT SOFTWARE TECH COM M22465104 479 7500 SH PUT SOLE 0
CHIPOTLE MEXICAN GRILL-CL A COM 169656105 1881 4500 SH CALL DEFINED 01 0
CHIPOTLE MEXICAN GRILL-CL A COM 169656105 3135 7500 SH PUT DEFINED 01 0
CHIPOTLE MEXICAN GRILL-CL A COM 169656105 627 1500 SH CALL SOLE 0
CHIPOTLE MEXICAN GRILL-CL A COM 169656105 1045 2500 SH PUT SOLE 0
CITIGROUP INC-CW18 RT 172967234 57 667000 SH DEFINED 01 667000
CITIGROUP INC-CW18 RT 172967234 28 333000 SH SOLE 333000
CLOUD PEAK ENERGY INC COM 18911Q102 1912 120000 SH CALL DEFINED 01 0
CLOUD PEAK ENERGY INC COM 18911Q102 637 40000 SH CALL SOLE 0
CUBIST PHARM CV 2.25% 15JUN201 SDBCV 229678AC1 3777 2625000 PRN DEFINED 01 2625000
CUBIST PHARM CV 2.25% 15JUN201 SDBCV 229678AC1 1259 875000 PRN SOLE 875000
DEAN FOODS CO COM 242370104 908 75000 SH CALL DEFINED 01 0
DEAN FOODS CO COM 242370104 908 75000 SH PUT DEFINED 01 0
DEAN FOODS CO COM 242370104 303 25000 SH CALL SOLE 0
DEAN FOODS CO COM 242370104 303 25000 SH PUT SOLE 0
DILLARD INC CL A COM 254067101 164 2600 SH DEFINED 01 2600
DILLARD INC CL A COM 254067101 2836 45000 SH PUT DEFINED 01 0
DILLARD INC CL A COM 254067101 82 1300 SH SOLE 1300
DILLARD INC CL A COM 254067101 945 15000 SH PUT SOLE 0
DIREXION DAILY FINL BEAR 3X COM 25459W144 186 9000 SH PUT DEFINED 01 0
DIREXION DAILY FINL BEAR 3X COM 25459W144 62 3000 SH PUT SOLE 0
DO NOT USESDBCV 28341 12282000 PRN DEFINED 01 12282000
DO NOT USESDBCV 5517 2391000 PRN SOLE 2391000
DOMINION RES CV 2.125% 15DEC23 SDBCV 25746UAT6 9473 6400000 PRN DEFINED 01 6400000
DOMINION RES CV 2.125% 15DEC23 SDBCV 25746UAT6 4737 3200000 PRN SOLE 3200000
DONALDSON CO INC COM 257651109 3484 97500 SH PUT DEFINED 01 0
DONALDSON CO INC COM 257651109 1161 32500 SH PUT SOLE 0
DYNEGY INC COM 26817G300 9 15200 SH DEFINED 01 15200
DYNEGY INC COM 26817G300 3 6100 SH SOLE 6100
ELECTRONIC ARTS INC COM 285512109 3659 222000 SH CALL DEFINED 01 0
ELECTRONIC ARTS INC COM 285512109 1220 74000 SH CALL SOLE 0
ENDO PHARMACEUT 1.75% 15APR15 SDBCV 29264FAB2 6647 4668000 PRN DEFINED 01 4668000
ENDO PHARMACEUT 1.75% 15APR15 SDBCV 29264FAB2 3320 2332000 PRN SOLE 2332000
EQUINIX CV 2.5% 15APR12 SDBCV 29444UAF3 8946 6400000 PRN DEFINED 01 6400000
EQUINIX CV 2.5% 15APR12 SDBCV 29444UAF3 2237 1600000 PRN SOLE 1600000
FTI CONSULTING 3.75% 15JUL12 SDBCV 302941AB5 8450 7000000 PRN DEFINED 01 7000000
FTI CONSULTING 3.75% 15JUL12 SDBCV 302941AB5 2414 2000000 PRN SOLE 2000000
GANNETT INC COM 364730101 1104 72000 SH PUT DEFINED 01 0
GENCO SHIPPING & TRADING LTD COM Y2685T107 636 100000 SH CALL DEFINED 01 0
GENCO SHIPPING & TRADING LTD COM Y2685T107 318 50000 SH CALL SOLE 0
GENERAL ELECTRIC CO COM 369604103 3312 165000 SH PUT DEFINED 01 0
GENERAL ELECTRIC CO COM 369604103 1104 55000 SH PUT SOLE 0
GENERAL GROWTH PROPERTIES COM 370023103 765 45000 SH PUT DEFINED 01 0
GENERAL GROWTH PROPERTIES COM 370023103 255 15000 SH PUT SOLE 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 68 8201 SH DEFINED 01 8201
GENWORTH FINANCIAL INC-CL A COM 37247D106 34 4101 SH SOLE 4101
GILEAD SCIENCES .625% 01MAY13 SDB 375558AH6 1771 1333000 PRN DEFINED 01 1333000
GILEAD SCIENCES .625% 01MAY13 SDB 375558AH6 886 667000 PRN SOLE 667000
GRACO INC COM 384109104 955 18000 SH PUT DEFINED 01 0
GRACO INC COM 384109104 318 6000 SH PUT SOLE 0
GREAT PLAINS ENERGY INC 12% CVPFD 391164803 2012 33000 SH DEFINED 01 33000
GREAT PLAINS ENERGY INC 12% CVPFD 391164803 1037 17000 SH SOLE 17000
GREEN MOUNTAIN COFFEE INC COM 393122106 422 9000 SH PUT DEFINED 01 0
GREEN MOUNTAIN COFFEE INC COM 393122106 141 3000 SH PUT SOLE 0
HARRIS CORP COM 413875105 4057 90000 SH CALL DEFINED 01 0
HARRIS CORP COM 413875105 1352 30000 SH CALL SOLE 0
HERBALIFE LTD COM G4412G101 151 2200 SH CALL DEFINED 01 0
HERBALIFE LTD COM G4412G101 227 3300 SH PUT DEFINED 01 0
HERBALIFE LTD COM G4412G101 55 800 SH CALL SOLE 0
HERBALIFE LTD COM G4412G101 76 1100 SH PUT SOLE 0
HONEYWELL INTL INC COM 438516106 2747 45000 SH PUT DEFINED 01 0
HONEYWELL INTL INC COM 438516106 916 15000 SH PUT SOLE 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 955 36060 SH DEFINED 01 36060
HOSPITALITY PROPERTIES TRUST COM 44106M102 1763 66600 SH PUT DEFINED 01 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 757 28615 SH SOLE 28615
HOSPITALITY PROPERTIES TRUST COM 44106M102 588 22200 SH PUT SOLE 0
HOVNANIAN ENTERPRISES INC A COM 442487203 74 30000 SH DEFINED 01 30000
HOVNANIAN ENTERPRISES INC A COM 442487203 25 10000 SH SOLE 10000
HUNT JB TRANSPORT SVCS INC COM 445658107 1223 22500 SH PUT DEFINED 01 0
HUNT JB TRANSPORT SVCS INC COM 445658107 408 7500 SH PUT SOLE 0
HUNTSMAN CORP COM 447011107 630 45000 SH CALL DEFINED 01 0
HUNTSMAN CORP COM 447011107 210 15000 SH CALL SOLE 0
ICICI BANK LTD - ADR ADR 45104G104 418 12000 SH DEFINED 01 12000
ICICI BANK LTD - ADR ADR 45104G104 523 15000 SH CALL DEFINED 01 0
ICICI BANK LTD - ADR ADR 45104G104 4993 143200 SH PUT DEFINED 01 0
ICICI BANK LTD - ADR ADR 45104G104 139 4000 SH SOLE 4000
ICICI BANK LTD - ADR ADR 45104G104 174 5000 SH CALL SOLE 0
ICICI BANK LTD - ADR ADR 45104G104 1667 47800 SH PUT SOLE 0
INGERSOLL-RAND CO 4.5% 15APR12 SDBCV 45687AAD4 22743 9776000 PRN DEFINED 01 9776000
INGERSOLL-RAND CO 4.5% 15APR12 SDBCV 45687AAD4 6802 2924000 PRN SOLE 2924000
INOVIO PHARMACEUTICALS INC COM 45773H102 86 129633 SH DEFINED 01 129633
INTEL CORP COM 458140100 2530 90000 SH PUT DEFINED 01 0
INTEL CORP COM 458140100 843 30000 SH PUT SOLE 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 689 40500 SH CALL DEFINED 01 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 689 40500 SH PUT DEFINED 01 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 230 13500 SH CALL SOLE 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 230 13500 SH PUT SOLE 0
ISHARES DJ US HOME CONSTRUCT COM 464288752 1104 75000 SH PUT DEFINED 01 0
ISHARES DJ US HOME CONSTRUCT COM 464288752 368 25000 SH PUT SOLE 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 604 16500 SH CALL DEFINED 01 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 201 5500 SH CALL SOLE 0
ISHARES MSCI BRAZIL COM 464286400 531 8200 SH CALL DEFINED 01 0
ISHARES MSCI BRAZIL COM 464286400 1457 22500 SH PUT DEFINED 01 0
ISHARES MSCI BRAZIL COM 464286400 181 2800 SH CALL SOLE 0
ISHARES MSCI BRAZIL COM 464286400 486 7500 SH PUT SOLE 0
ISHARES MSCI JAPAN IDX ETF 464286848 764 75000 SH CALL DEFINED 01 0
ISHARES MSCI JAPAN IDX ETF 464286848 92 9000 SH PUT DEFINED 01 0
ISHARES MSCI JAPAN IDX ETF 464286848 255 25000 SH CALL SOLE 0
ISHARES MSCI JAPAN IDX ETF 464286848 31 3000 SH PUT SOLE 0
ISHARES MSCI MALAYSIA COM 464286830 124 8500 SH CALL DEFINED 01 0
ISHARES MSCI MALAYSIA COM 464286830 41 2800 SH CALL SOLE 0
ISHARES MSCI MEXICO INVESTABLE COM 464286822 175 2800 SH CALL DEFINED 01 0
ISHARES MSCI MEXICO INVESTABLE COM 464286822 56 900 SH CALL SOLE 0
ISHARES MSCI SOUTH AFRICA IN ETF 464286780 275 4000 SH CALL DEFINED 01 0
ISHARES MSCI SOUTH AFRICA IN ETF 464286780 96 1400 SH CALL SOLE 0
ISHARES MSCI SOUTH KOREA IND COM 464286772 548 9200 SH CALL DEFINED 01 0
ISHARES MSCI SOUTH KOREA IND COM 464286772 179 3000 SH CALL SOLE 0
ISHARES MSCI TAIWAN INDEX FD COM 464286731 399 29700 SH CALL DEFINED 01 0
ISHARES MSCI TAIWAN INDEX FD COM 464286731 133 9900 SH CALL SOLE 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 621 7500 SH CALL DEFINED 01 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 5220 63000 SH PUT DEFINED 01 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 207 2500 SH CALL SOLE 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 1740 21000 SH PUT SOLE 0
KB HOME CORP COM 48666K109 334 37500 SH CALL DEFINED 01 0
KB HOME CORP COM 48666K109 1001 112500 SH PUT DEFINED 01 0
KB HOME CORP COM 48666K109 111 12500 SH CALL SOLE 0
KB HOME CORP COM 48666K109 334 37500 SH PUT SOLE 0
LAB CORP CV 0% 11SEP21 SDBCV 50540RAG7 1025 834000 PRN DEFINED 01 834000
LAB CORP CV 0% 11SEP21 SDBCV 50540RAG7 511 416000 PRN SOLE 416000
LEVEL 3 COMM CV 6.5% 01OCT16 SDBCV 52729NBR0 171 107000 PRN DEFINED 01 107000
LEVEL 3 COMM CV 6.5% 01OCT16 SDBCV 52729NBR0 85 53000 PRN SOLE 53000
LIMITED BRANDS COM 532716107 182 3800 SH DEFINED 01 3800
LIMITED BRANDS COM 532716107 91 1900 SH SOLE 1900
LIZ CLAIBORNE INC COM 539320101 140 10500 SH DEFINED 01 10500
LIZ CLAIBORNE INC COM 539320101 107 8000 SH SOLE 8000
LOUISIANA PACIFIC CORP COM 546347105 656 70135 SH DEFINED 01 70135
LOUISIANA PACIFIC CORP COM 546347105 281 30000 SH CALL DEFINED 01 0
LOUISIANA PACIFIC CORP COM 546347105 314 33615 SH SOLE 33615
LOUISIANA PACIFIC CORP COM 546347105 140 15000 SH CALL SOLE 0
MACY'S INC COM 55616P104 2384 60000 SH PUT DEFINED 01 0
MACY'S INC COM 55616P104 795 20000 SH PUT SOLE 0
MARKET VECTORS RUSSIA COM 57060U506 293 9500 SH CALL DEFINED 01 0
MARKET VECTORS RUSSIA COM 57060U506 612 19800 SH PUT DEFINED 01 0
MARKET VECTORS RUSSIA COM 57060U506 105 3400 SH CALL SOLE 0
MARKET VECTORS RUSSIA COM 57060U506 275 8900 SH PUT SOLE 0
MARTIN MARIETTA MATERIALS COM 573284106 7064 82500 SH PUT DEFINED 01 0
MARTIN MARIETTA MATERIALS COM 573284106 2355 27500 SH PUT SOLE 0
MASCO CORP COM 574599106 271 20250 SH DEFINED 01 20250
MASCO CORP COM 574599106 180 13500 SH SOLE 13500
MEDICIS PHARM CV 2.5% 04JUN203 SDBCV 58470KAA2 2220 1667000 PRN DEFINED 01 1667000
MEDICIS PHARM CV 2.5% 04JUN203 SDBCV 58470KAA2 1109 833000 PRN SOLE 833000
METLIFE INC 5% 11SEPT13 CVPFD 59156R116 1235 17500 SH DEFINED 01 17500
METLIFE INC 5% 11SEPT13 CVPFD 59156R116 1235 17500 SH SOLE 17500
MICRON TECH INC COM 595112103 83 10267 SH DEFINED 01 10267
MICRON TECH INC COM 595112103 42 5133 SH SOLE 5133
MONSTER WORLDWIDE INC COM 611742107 804 82500 SH CALL DEFINED 01 0
MONSTER WORLDWIDE INC COM 611742107 878 90000 SH PUT DEFINED 01 0
MONSTER WORLDWIDE INC COM 611742107 268 27500 SH CALL SOLE 0
MONSTER WORLDWIDE INC COM 611742107 293 30000 SH PUT SOLE 0
MYLAN INC CV 3.75% 15SEP15 A SDBCV 628530AJ6 7250 3867000 PRN DEFINED 01 3867000
MYLAN INC CV 3.75% 15SEP15 A SDBCV 628530AJ6 3062 1633000 PRN SOLE 1633000
NATL RETAIL CV 3.95% 15SEP26 SDBCV 637417AA4 4595 4000000 PRN DEFINED 01 4000000
NATL RETAIL CV 3.95% 15SEP26 SDBCV 637417AA4 2298 2000000 PRN SOLE 2000000
NAVISTAR INTERNATIONAL COM 63934E108 1578 39000 SH PUT DEFINED 01 0
NAVISTAR INTERNATIONAL COM 63934E108 526 13000 SH PUT SOLE 0
NETFLIX INC COM 64110L106 518 4500 SH PUT DEFINED 01 0
NETFLIX INC COM 64110L106 173 1500 SH PUT SOLE 0
NETSUITE INC COM 64118Q107 966 19200 SH PUT DEFINED 01 0
NETSUITE INC COM 64118Q107 241 4800 SH PUT SOLE 0
NEW YORK TIMES CO CL A COM 650111107 202 29728 SH DEFINED 01 29728
NEW YORK TIMES CO CL A COM 650111107 106 15652 SH SOLE 15652
NEWMONT MININ CV 1.25% 15JUL14 SDBCV 651639AH9 3584 2834000 PRN DEFINED 01 2834000
NEWMONT MININ CV 1.25% 15JUL14 SDBCV 651639AH9 1475 1166000 PRN SOLE 1166000
NEWMONT MINING COM 651639106 4999 97500 SH CALL DEFINED 01 0
NEWMONT MINING COM 651639106 385 7500 SH PUT DEFINED 01 0
NEWMONT MINING COM 651639106 1666 32500 SH CALL SOLE 0
NEWMONT MINING COM 651639106 128 2500 SH PUT SOLE 0
NIKE INC CL B STOCK COM 654106103 813 7500 SH PUT DEFINED 01 0
NIKE INC CL B STOCK COM 654106103 271 2500 SH PUT SOLE 0
NORFOLK SOUTHERN CORP COM 655844108 1185 18000 SH CALL DEFINED 01 0
NORFOLK SOUTHERN CORP COM 655844108 1922 29200 SH PUT DEFINED 01 0
NORFOLK SOUTHERN CORP COM 655844108 395 6000 SH CALL SOLE 0
NORFOLK SOUTHERN CORP COM 655844108 645 9800 SH PUT SOLE 0
NUCOR CORP COM 670346105 387 9000 SH DEFINED 01 9000
NUCOR CORP COM 670346105 7151 166500 SH PUT DEFINED 01 0
NUCOR CORP COM 670346105 129 3000 SH SOLE 3000
NUCOR CORP COM 670346105 2384 55500 SH PUT SOLE 0
OLIN CORP COM 680665205 360 16560 SH DEFINED 01 16560
OLIN CORP COM 680665205 175 8037 SH SOLE 8037
PENDRELL CORPORATION COM 70686R104 57 22000 SH DEFINED 01 22000
PENDRELL CORPORATION COM 70686R104 29 11000 SH SOLE 11000
PGT INC COM 69336V101 21 11747 SH DEFINED 01 11747
PGT INC COM 69336V101 11 5874 SH SOLE 5874
PITNEY-BOWES INC COM 724479100 3829 217800 SH PUT DEFINED 01 0
PITNEY-BOWES INC COM 724479100 847 48200 SH PUT SOLE 0
PRICELINE.COM INC COM 741503403 1076 1500 SH CALL DEFINED 01 0
PRICELINE.COM INC COM 741503403 5381 7500 SH PUT DEFINED 01 0
PRICELINE.COM INC COM 741503403 359 500 SH CALL SOLE 0
PRICELINE.COM INC COM 741503403 1794 2500 SH PUT SOLE 0
PROSHARES ULTRASHORT X COM 74347R297 1065 52100 SH DEFINED 01 52100
PROSHARES ULTRASHORT X COM 74347R297 13826 676100 SH PUT DEFINED 01 0
PROSHARES ULTRASHORT X COM 74347R297 538 26300 SH SOLE 26300
PROSHARES ULTRASHORT X COM 74347R297 5061 247500 SH PUT SOLE 0
RADIOSHACK CORP COM 750438103 70 11200 SH CALL DEFINED 01 0
RADIOSHACK CORP COM 750438103 24 3800 SH CALL SOLE 0
RAYONIER TRS 3.75% 15OCT2012 SDBCV 75508AAB2 6876 5630000 PRN DEFINED 01 5630000
RAYONIER TRS 3.75% 15OCT2012 SDBCV 75508AAB2 2284 1870000 PRN SOLE 1870000
REGAL ENTERTAINMENT GROUP - A COM 758766109 1020 75000 SH PUT DEFINED 01 0
REGAL ENTERTAINMENT GROUP - A COM 758766109 340 25000 SH PUT SOLE 0
RESEARCH IN MOTION COM 760975102 1103 75000 SH CALL DEFINED 01 0
RESEARCH IN MOTION COM 760975102 368 25000 SH CALL SOLE 0
RITE AID CORP COM 767754104 198 114000 SH DEFINED 01 114000
RITE AID CORP COM 767754104 171 98000 SH SOLE 98000
ROBERT HALF INTL INC COM 770323103 1591 52500 SH PUT DEFINED 01 0
ROBERT HALF INTL INC COM 770323103 530 17500 SH PUT SOLE 0
ROCKWELL COLLINS COM 774341101 1727 30000 SH PUT DEFINED 01 0
ROCKWELL COLLINS COM 774341101 576 10000 SH PUT SOLE 0
ROCKWELL INTL CORP COM 773903109 2989 37500 SH PUT DEFINED 01 0
ROCKWELL INTL CORP COM 773903109 996 12500 SH PUT SOLE 0
ROPER INDUS CV 0% 15JAN34 SDBCV 776696AA4 67734 54587000 PRN DEFINED 01 54587000
ROPER INDUS CV 0% 15JAN34 SDBCV 776696AA4 609 491000 PRN SOLE 491000
RR DONNELLEY & SONS CO COM 257867101 2044 165000 SH CALL DEFINED 01 0
RR DONNELLEY & SONS CO COM 257867101 681 55000 SH CALL SOLE 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 10976 78000 SH CALL DEFINED 01 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 20475 145500 SH PUT DEFINED 01 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 3659 26000 SH CALL SOLE 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 6825 48500 SH PUT SOLE 0
SALESFORCE.COM INC COM 79466L302 278 1800 SH CALL DEFINED 01 0
SALESFORCE.COM INC COM 79466L302 1159 7500 SH PUT DEFINED 01 0
SALESFORCE.COM INC COM 79466L302 93 600 SH CALL SOLE 0
SALESFORCE.COM INC COM 79466L302 386 2500 SH PUT SOLE 0
SOUTHWEST AIRLINES COM 844741108 175 21180 SH DEFINED 01 21180
SOUTHWEST AIRLINES COM 844741108 79 9595 SH SOLE 9595
SPDR GOLD TRUST COM 78463V107 1670 10300 SH CALL DEFINED 01 0
SPDR GOLD TRUST COM 78463V107 39011 240600 SH PUT DEFINED 01 0
SPDR GOLD TRUST COM 78463V107 1670 10300 SH CALL SOLE 0
SPDR GOLD TRUST COM 78463V107 37535 231500 SH PUT SOLE 0
SPRINT NEXTEL CORP COM 852061100 32 11200 SH DEFINED 01 11200
SPRINT NEXTEL CORP COM 852061100 16 5600 SH SOLE 5600
STANLEY BLACK FRN 17MAY12 SDBCV 854616AM1 6265 5250000 PRN DEFINED 01 5250000
STANLEY BLACK FRN 17MAY12 SDBCV 854616AM1 895 750000 PRN SOLE 750000
STARWOOD HOTELS & RESORTS COM 85590A401 107 1900 SH DEFINED 01 1900
STARWOOD HOTELS & RESORTS COM 85590A401 96 1710 SH SOLE 1710
SUPERVALU INC COM 868536103 420 73500 SH PUT DEFINED 01 0
SUPERVALU INC COM 868536103 146 25500 SH PUT SOLE 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 3546 42000 SH PUT DEFINED 01 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 1182 14000 SH PUT SOLE 0
TENET HEALTHCARE CORPORATION COM 88033G100 149 28000 SH DEFINED 01 28000
TENET HEALTHCARE CORPORATION COM 88033G100 96 18000 SH SOLE 18000
TESORO PETROLEUM CORP COM 881609101 238 8868 SH DEFINED 01 8868
TESORO PETROLEUM CORP COM 881609101 119 4433 SH SOLE 4433
TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 1273 28262 SH DEFINED 01 28262
TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 506 11238 SH SOLE 11238
TEXTRON INC 4.5% 01MAY13 SDBCV 883203BN0 7156 3334000 PRN DEFINED 01 3334000
TEXTRON INC 4.5% 01MAY13 SDBCV 883203BN0 3576 1666000 PRN SOLE 1666000
VECTOR GROUP LTD FRN 15NOV14 SDBCV 92240MAS7 2963 2250000 PRN DEFINED 01 2250000
VECTOR GROUP LTD FRN 15NOV14 SDBCV 92240MAS7 988 750000 PRN SOLE 750000
VORNADO REALTY 3.875% 15APR202 SDBCV 929043AC1 3763 3750000 PRN DEFINED 01 3750000
VORNADO REALTY 3.875% 15APR202 SDBCV 929043AC1 1254 1250000 PRN SOLE 1250000
WINDSTREAM CORP COM 97381W104 176 15000 SH CALL DEFINED 01 0
WINDSTREAM CORP COM 97381W104 860 73400 SH PUT DEFINED 01 0
WINDSTREAM CORP COM 97381W104 59 5000 SH CALL SOLE 0
WINDSTREAM CORP COM 97381W104 429 36600 SH PUT SOLE 0
WISDOMTREE INDIA EARNINGS COM 97717W422 304 15750 SH DEFINED 01 15750
WISDOMTREE INDIA EARNINGS COM 97717W422 226 11700 SH CALL DEFINED 01 0
WISDOMTREE INDIA EARNINGS COM 97717W422 2892 150000 SH PUT DEFINED 01 0
WISDOMTREE INDIA EARNINGS COM 97717W422 101 5250 SH SOLE 5250
WISDOMTREE INDIA EARNINGS COM 97717W422 75 3900 SH CALL SOLE 0
WISDOMTREE INDIA EARNINGS COM 97717W422 964 50000 SH PUT SOLE 0
WR GRACE & CO (NEW) COM 38388F108 260 4500 SH DEFINED 01 4500
WR GRACE & CO (NEW) COM 38388F108 3208 55500 SH PUT DEFINED 01 0
WR GRACE & CO (NEW) COM 38388F108 87 1500 SH SOLE 1500
WR GRACE & CO (NEW) COM 38388F108 1069 18500 SH PUT SOLE 0