Xaraf Management as of Sept. 30, 2012
Portfolio Holdings for Xaraf Management
Xaraf Management holds 0 positions in its portfolio as reported in the September 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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ALERE INC COM 01449J105 998 51200 SH DEFINED 01 51200
ALLIANCE DATA SY 1.75% 01AUG13 SDBCV 018581AD0 26313 14500000 PRN DEFINED 01 14500000
ALLIANCE DATA SY 1.75% 01AUG13 SDBCV 018581AD0 0 0 PRN SOLE 0
ALPHA NATURAL RES INC COM 02076X102 131 19933 SH DEFINED 01 19933
ALPHA NATURAL RES INC COM 02076X102 16 2478 SH SOLE 2478
ANIXTER INTL CV 1% 15FEB13 SDBCV 035290AJ4 10359 9500000 PRN DEFINED 01 9500000
ANIXTER INTL CV 1% 15FEB13 SDBCV 035290AJ4 0 0 PRN SOLE 0
ANNALY CAPITAL 4% 15FEB15 SDBCV 035710AA0 1272 1000000 PRN DEFINED 01 1000000
ANNALY CAPITAL 4% 15FEB15 SDBCV 035710AA0 0 0 PRN SOLE 0
APPLE INC COM 037833100 12278 18400 SH CALL DEFINED 01 0
APPLE INC COM 037833100 14413 21600 SH PUT DEFINED 01 0
APPLE INC COM 037833100 1068 1600 SH CALL SOLE 0
APPLE INC COM 037833100 1601 2400 SH PUT SOLE 0
AQUA AMERICA INC COM 03836W103 1783 72000 SH PUT DEFINED 01 0
AQUA AMERICA INC COM 03836W103 198 8000 SH PUT SOLE 0
ASHLAND INC COM 044209104 11341 158400 SH PUT DEFINED 01 0
ASHLAND INC COM 044209104 1260 17600 SH PUT SOLE 0
AVON PRODUCTS INC COM 054303102 723 45300 SH CALL DEFINED 01 0
AVON PRODUCTS INC COM 054303102 80 5000 SH CALL SOLE 0
B^G FOODS INC-CLASS A COM 05508R106 2182 72000 SH PUT DEFINED 01 0
B^G FOODS INC-CLASS A COM 05508R106 242 8000 SH PUT SOLE 0
BELO CORP SER A COM 080555105 384 49020 SH DEFINED 01 49020
BELO CORP SER A COM 080555105 104 13250 SH SOLE 13250
CADENCE DES CV 2.625% 01JUN15 SDBCV 127387AJ7 4442 2500000 PRN DEFINED 01 2500000
CADENCE DES CV 2.625% 01JUN15 SDBCV 127387AJ7 0 0 PRN SOLE 0
CITIGROUP INC-CW18 RT 172967234 43 866800 SH DEFINED 01 866800
CITIGROUP INC-CW18 RT 172967234 7 133200 SH SOLE 133200
CORE LABORATORIES N.V. COM N22717107 2187 18000 SH PUT DEFINED 01 0
CORE LABORATORIES N.V. COM N22717107 243 2000 SH PUT SOLE 0
CORELOGIC INC COM 21871D103 6208 234000 SH PUT DEFINED 01 0
CORELOGIC INC COM 21871D103 690 26000 SH PUT SOLE 0
COVANTA HOLD CV 3.25% 01JUN14 SDBCV 22282EAC6 3507 3000000 PRN DEFINED 01 3000000
DANAHER CORP COM 235851102 8934 162000 SH PUT DEFINED 01 0
DANAHER CORP COM 235851102 993 18000 SH PUT SOLE 0
DARDEN RESTAURANTS INC COM 237194105 2408 43200 SH CALL DEFINED 01 0
DARDEN RESTAURANTS INC COM 237194105 9968 178800 SH PUT DEFINED 01 0
DARDEN RESTAURANTS INC COM 237194105 268 4800 SH CALL SOLE 0
DARDEN RESTAURANTS INC COM 237194105 1109 19900 SH PUT SOLE 0
DIAMOND FOODS INC COM 252603105 263 14000 SH DEFINED 01 14000
DIAMOND FOODS INC COM 252603105 94 5000 SH SOLE 5000
DICK'S SPORTING GOODS INC COM 253393102 2800 54000 SH PUT DEFINED 01 0
DICK'S SPORTING GOODS INC COM 253393102 311 6000 SH PUT SOLE 0
DILLARD INC CL A COM 254067101 781 10800 SH CALL DEFINED 01 0
DILLARD INC CL A COM 254067101 3254 45000 SH PUT DEFINED 01 0
DILLARD INC CL A COM 254067101 87 1200 SH CALL SOLE 0
DILLARD INC CL A COM 254067101 362 5000 SH PUT SOLE 0
DIREXION DAILY FIN BULL 3X COM 25459Y694 808 7700 SH DEFINED 01 7700
DIREXION DAILY FIN BULL 3X COM 25459Y694 766 7300 SH PUT DEFINED 01 0
DIREXION DAILY FIN BULL 3X COM 25459Y694 199 1900 SH SOLE 1900
DIREXION DAILY FIN BULL 3X COM 25459Y694 73 700 SH PUT SOLE 0
DIREXION DAILY FINL BEAR 3X COM 25459W144 491 27000 SH PUT DEFINED 01 0
DIREXION DAILY FINL BEAR 3X COM 25459W144 55 3000 SH PUT SOLE 0
DOMINION RES CV 2.125% 15DEC23 SDBCV 25746UAT6 14912 9600000 PRN DEFINED 01 9600000
DOMINION RES CV 2.125% 15DEC23 SDBCV 25746UAT6 0 0 PRN SOLE 0
ELECTRONIC ARTS .75% 15JUL16 SDBCV 285512AA7 734 800000 PRN DEFINED 01 800000
ELECTRONIC ARTS .75% 15JUL16 SDBCV 285512AA7 0 0 PRN SOLE 0
ELECTRONIC ARTS INC COM 285512109 685 54000 SH CALL DEFINED 01 0
ELECTRONIC ARTS INC COM 285512109 76 6000 SH CALL SOLE 0
ENDO PHARMACEUT 1.75% 15APR15 SDBCV 29264FAB2 9796 8000000 PRN DEFINED 01 8000000
ENDO PHARMACEUT 1.75% 15APR15 SDBCV 29264FAB2 0 0 PRN SOLE 0
EXXON MOBIL CORP COM 30231G102 8487 92800 SH CALL DEFINED 01 0
EXXON MOBIL CORP COM 30231G102 942 10300 SH CALL SOLE 0
FAIR ISAAC CORP COM 303250104 1593 36000 SH PUT DEFINED 01 0
FAIR ISAAC CORP COM 303250104 177 4000 SH PUT SOLE 0
FEI COMPANY 2.875% 1JUN13 SDBCV 30241LAF6 11025 6000000 PRN DEFINED 01 6000000
FEI COMPANY 2.875% 1JUN13 SDBCV 30241LAF6 0 0 PRN SOLE 0
FIFTH & PACIFIC CO INC COM 316645100 175 13667 SH DEFINED 01 13667
FIFTH & PACIFIC CO INC COM 316645100 49 3833 SH SOLE 3833
FLOWERS FOODS INC COM 343498101 2143 106200 SH CALL DEFINED 01 0
FLOWERS FOODS INC COM 343498101 238 11800 SH CALL SOLE 0
FORD MOTOR CO-CW13 RT 345370134 68 66650 SH DEFINED 01 66650
FORD MOTOR CO-CW13 RT 345370134 14 13350 SH SOLE 13350
FREEPORT MCMORAN COPPER CL B COM 35671D857 1211 30600 SH DEFINED 01 30600
FREEPORT MCMORAN COPPER CL B COM 35671D857 7607 192200 SH PUT DEFINED 01 0
FREEPORT MCMORAN COPPER CL B COM 35671D857 135 3400 SH SOLE 3400
FREEPORT MCMORAN COPPER CL B COM 35671D857 705 17800 SH PUT SOLE 0
FTI CONSULTING INC COM 302941109 2623 98300 SH CALL DEFINED 01 0
FTI CONSULTING INC COM 302941109 291 10900 SH CALL SOLE 0
GAMESTOP CORP COM 36467W109 8719 415200 SH CALL DEFINED 01 0
GAMESTOP CORP COM 36467W109 941 44800 SH CALL SOLE 0
GENCO SHIPPING & TRADING LTD COM Y2685T107 478 130000 SH CALL DEFINED 01 0
GENCO SHIPPING & TRADING LTD COM Y2685T107 74 20000 SH CALL SOLE 0
GENESEE & WYOMING INC-CL A COM 371559105 2407 36000 SH PUT DEFINED 01 0
GENESEE & WYOMING INC-CL A COM 371559105 267 4000 SH PUT SOLE 0
GILEAD SCIENCES .625% 01MAY13 SDB 375558AH6 28753 16500000 PRN DEFINED 01 16500000
GILEAD SCIENCES .625% 01MAY13 SDB 375558AH6 0 0 PRN SOLE 0
H J HEINZ CO COM 423074103 5147 92000 SH PUT DEFINED 01 0
H J HEINZ CO COM 423074103 448 8000 SH PUT SOLE 0
HAIN CELESTIAL GROUP INC COM 405217100 2948 46800 SH PUT DEFINED 01 0
HAIN CELESTIAL GROUP INC COM 405217100 328 5200 SH PUT SOLE 0
HONEYWELL INTL INC COM 438516106 11831 198000 SH PUT DEFINED 01 0
HONEYWELL INTL INC COM 438516106 1315 22000 SH PUT SOLE 0
HOST HOTELS & RESORTS INC COM 44107P104 1156 72000 SH PUT DEFINED 01 0
HOST HOTELS & RESORTS INC COM 44107P104 128 8000 SH PUT SOLE 0
HUNT JB TRANSPORT SVCS INC COM 445658107 7306 140400 SH PUT DEFINED 01 0
HUNT JB TRANSPORT SVCS INC COM 445658107 812 15600 SH PUT SOLE 0
IBM CORP COM 459200101 5601 27000 SH CALL DEFINED 01 0
IBM CORP COM 459200101 622 3000 SH CALL SOLE 0
ICICI BANK LTD - ADR ADR 45104G104 7727 192500 SH PUT DEFINED 01 0
ICICI BANK LTD - ADR ADR 45104G104 1104 27500 SH PUT SOLE 0
INOVIO PHARMACEUTICALS INC COM 45773H102 76 129633 SH DEFINED 01 129633
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 433 12500 SH CALL DEFINED 01 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 2928 84600 SH PUT DEFINED 01 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 48 1400 SH CALL SOLE 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 325 9400 SH PUT SOLE 0
ISHARES MSCI BRAZIL COM 464286400 12086 223600 SH PUT DEFINED 01 0
ISHARES MSCI BRAZIL COM 464286400 1340 24800 SH PUT SOLE 0
ISHARES MSCI CHILE INVESTABL COM 464286640 311 5000 SH PUT DEFINED 01 0
ISHARES MSCI CHILE INVESTABL COM 464286640 37 600 SH PUT SOLE 0
ISHARES MSCI EMERGING MKT IN COM 464287234 306 7400 SH CALL DEFINED 01 0
ISHARES MSCI EMERGING MKT IN COM 464287234 11975 289800 SH PUT DEFINED 01 0
ISHARES MSCI EMERGING MKT IN COM 464287234 25 600 SH CALL SOLE 0
ISHARES MSCI EMERGING MKT IN COM 464287234 1331 32200 SH PUT SOLE 0
ISHARES MSCI MALAYSIA COM 464286830 635 43600 SH PUT DEFINED 01 0
ISHARES MSCI MALAYSIA COM 464286830 70 4800 SH PUT SOLE 0
ISHARES MSCI MEXICO INVESTABLE COM 464286822 876 13400 SH PUT DEFINED 01 0
ISHARES MSCI MEXICO INVESTABLE COM 464286822 92 1400 SH PUT SOLE 0
ISHARES MSCI SOUTH AFRICA IN ETF 464286780 1322 19800 SH PUT DEFINED 01 0
ISHARES MSCI SOUTH AFRICA IN ETF 464286780 147 2200 SH PUT SOLE 0
ISHARES MSCI SOUTH KOREA IND COM 464286772 2602 44000 SH PUT DEFINED 01 0
ISHARES MSCI SOUTH KOREA IND COM 464286772 284 4800 SH PUT SOLE 0
ISHARES MSCI TAIWAN INDEX FD COM 464286731 1866 139700 SH PUT DEFINED 01 0
ISHARES MSCI TAIWAN INDEX FD COM 464286731 207 15500 SH PUT SOLE 0
ISHARES SILVER TRUST COM 46428Q109 2411 72000 SH PUT DEFINED 01 0
ISHARES SILVER TRUST COM 46428Q109 268 8000 SH PUT SOLE 0
JAGUAR MINING INC COM 47009M103 109 91167 SH DEFINED 01 91167
JAGUAR MINING INC COM 47009M103 12 9833 SH SOLE 9833
JAMES RIVER COAL 4.5% 01DEC15 SDBCV 470355AF5 876 2250000 PRN DEFINED 01 2250000
JAMES RIVER COAL 4.5% 01DEC15 SDBCV 470355AF5 0 0 PRN SOLE 0
JAMES RIVER COAL CO COM 470355207 30 10368 SH DEFINED 01 10368
JAMES RIVER COAL CO COM 470355207 3 1152 SH SOLE 1152
JUNIPER NETWORKS INC COM 48203R104 986 57600 SH PUT DEFINED 01 0
JUNIPER NETWORKS INC COM 48203R104 110 6400 SH PUT SOLE 0
KINDER MORGAN INC COM 49456B101 2014 56700 SH CALL DEFINED 01 0
KINDER MORGAN INC COM 49456B101 224 6300 SH CALL SOLE 0
KINDER MORGAN INC-CW17-W/I RT 49456B119 61 18000 SH DEFINED 01 18000
KINDER MORGAN INC-CW17-W/I RT 49456B119 7 2000 SH SOLE 2000
LAB CORP CV 0% 11SEP21 SDBCV 50540RAG7 1550 1250000 PRN DEFINED 01 1250000
LAMAR ADVERTISING CO COM 512815101 1334 36000 SH PUT DEFINED 01 0
LAMAR ADVERTISING CO COM 512815101 148 4000 SH PUT SOLE 0
LAS VEGAS SANDS CORP COM 517834107 2504 54000 SH CALL DEFINED 01 0
LAS VEGAS SANDS CORP COM 517834107 278 6000 SH CALL SOLE 0
LENNAR CORP COM 526057104 1919 55200 SH PUT DEFINED 01 0
LENNAR CORP COM 526057104 167 4800 SH PUT SOLE 0
LEXMARK INTL INC CL A COM 529771107 16225 729200 SH CALL DEFINED 01 0
LEXMARK INTL INC CL A COM 529771107 1362 61200 SH PUT DEFINED 01 0
LEXMARK INTL INC CL A COM 529771107 1753 78800 SH CALL SOLE 0
LEXMARK INTL INC CL A COM 529771107 151 6800 SH PUT SOLE 0
LIBERTY MEDIA LLC 3.5% 15JAN31 SDB 530715AN1 1180 2500000 PRN DEFINED 01 2500000
LIMITED BRANDS COM 532716107 4532 92000 SH PUT DEFINED 01 0
LIMITED BRANDS COM 532716107 394 8000 SH PUT SOLE 0
LOUISIANA PACIFIC CORP COM 546347105 252 20199 SH DEFINED 01 20199
LOUISIANA PACIFIC CORP COM 546347105 425 34000 SH CALL DEFINED 01 0
LOUISIANA PACIFIC CORP COM 546347105 191 15301 SH SOLE 15301
LOUISIANA PACIFIC CORP COM 546347105 138 11000 SH CALL SOLE 0
LUMBER LIQUIDATORS INC COM 55003T107 1824 36000 SH PUT DEFINED 01 0
LUMBER LIQUIDATORS INC COM 55003T107 203 4000 SH PUT SOLE 0
MARKET VECTORS RUSSIA COM 57060U506 1036 36000 SH PUT DEFINED 01 0
MARKET VECTORS RUSSIA COM 57060U506 115 4000 SH PUT SOLE 0
MARTIN MARIETTA MATERIALS COM 573284106 330 3982 SH DEFINED 01 3982
MARTIN MARIETTA MATERIALS COM 573284106 11154 134600 SH PUT DEFINED 01 0
MARTIN MARIETTA MATERIALS COM 573284106 37 442 SH SOLE 442
MARTIN MARIETTA MATERIALS COM 573284106 613 7400 SH PUT SOLE 0
MASCO CORP COM 574599106 282 18750 SH DEFINED 01 18750
MASCO CORP COM 574599106 41 2750 SH SOLE 2750
MCDONALDS CORP COM 580135101 367 4000 SH CALL DEFINED 01 0
MCDONALDS CORP COM 580135101 37 400 SH CALL SOLE 0
METLIFE INC 5% 11SEPT13 CVPFD 59156R116 2419 35000 SH DEFINED 01 35000
MGIC INVESTMENT CORP COM 552848103 80 52000 SH CALL DEFINED 01 0
MGIC INVESTMENT CORP COM 552848103 9 5800 SH CALL SOLE 0
MONSANTO CO COM 61166W101 3277 36000 SH CALL DEFINED 01 0
MONSANTO CO COM 61166W101 3604 39600 SH PUT DEFINED 01 0
MONSANTO CO COM 61166W101 364 4000 SH CALL SOLE 0
MONSANTO CO COM 61166W101 400 4400 SH PUT SOLE 0
MONSTER WORLDWIDE INC COM 611742107 172 23400 SH DEFINED 01 23400
MONSTER WORLDWIDE INC COM 611742107 660 90000 SH PUT DEFINED 01 0
MONSTER WORLDWIDE INC COM 611742107 19 2600 SH SOLE 2600
MONSTER WORLDWIDE INC COM 611742107 73 10000 SH PUT SOLE 0
MYLAN INC CV 3.75% 15SEP15 A SDBCV 628530AJ6 10543 5500000 PRN DEFINED 01 5500000
MYLAN INC CV 3.75% 15SEP15 A SDBCV 628530AJ6 0 0 PRN SOLE 0
NATL RETAIL CV 3.95% 15SEP26 SDBCV 637417AA4 3853 3000000 PRN DEFINED 01 3000000
NATL RETAIL CV 3.95% 15SEP26 SDBCV 637417AA4 0 0 PRN SOLE 0
NATL RETL PROP 5.125% 15JUN28 SDBCV 637417AC0 10226 8500000 PRN DEFINED 01 8500000
NATL RETL PROP 5.125% 15JUN28 SDBCV 637417AC0 0 0 PRN SOLE 0
NEW YORK TIMES CO CL A COM 650111107 209 21370 SH DEFINED 01 21370
NEW YORK TIMES CO CL A COM 650111107 55 5650 SH SOLE 5650
NEXTERA ENERGY INC COM 65339F101 6470 92000 SH CALL DEFINED 01 0
NEXTERA ENERGY INC COM 65339F101 9115 129600 SH PUT DEFINED 01 0
NEXTERA ENERGY INC COM 65339F101 563 8000 SH CALL SOLE 0
NEXTERA ENERGY INC COM 65339F101 1013 14400 SH PUT SOLE 0
NOVARTIS AG-ADR ADR 66987V109 686 11200 SH DEFINED 01 11200
NOVARTIS AG-ADR ADR 66987V109 3676 60000 SH PUT DEFINED 01 0
NOVARTIS AG-ADR ADR 66987V109 343 5600 SH SOLE 5600
NOVARTIS AG-ADR ADR 66987V109 1838 30000 SH PUT SOLE 0
NUCOR CORP COM 670346105 4543 118740 SH DEFINED 01 118740
NUCOR CORP COM 670346105 1377 36000 SH CALL DEFINED 01 0
NUCOR CORP COM 670346105 28194 736900 SH PUT DEFINED 01 0
NUCOR CORP COM 670346105 454 11860 SH SOLE 11860
NUCOR CORP COM 670346105 153 4000 SH CALL SOLE 0
NUCOR CORP COM 670346105 1469 38400 SH PUT SOLE 0
PANERA BREAD COMPANY-CL A COM 69840W108 4101 24000 SH PUT DEFINED 01 0
PGT INC COM 69336V101 38 11491 SH DEFINED 01 11491
PGT INC COM 69336V101 6 1930 SH SOLE 1930
PITNEY-BOWES INC COM 724479100 2985 216000 SH CALL DEFINED 01 0
PITNEY-BOWES INC COM 724479100 332 24000 SH CALL SOLE 0
POWERSHARES DB US DOL IND BU COM 73936D107 1578 72000 SH CALL DEFINED 01 0
POWERSHARES DB US DOL IND BU COM 73936D107 175 8000 SH CALL SOLE 0
PRICELINE.COM INC COM 741503403 4455 7200 SH PUT DEFINED 01 0
PRICELINE.COM INC COM 741503403 495 800 SH PUT SOLE 0
PULTE HOMES INC COM 745867101 1674 108000 SH PUT DEFINED 01 0
PULTE HOMES INC COM 745867101 186 12000 SH PUT SOLE 0
QUALCOMM INC. COM 747525103 10123 162000 SH CALL DEFINED 01 0
QUALCOMM INC. COM 747525103 1125 18000 SH CALL SOLE 0
RAYONIER TRS 3.75% 15OCT2012 SDBCV 75508AAB2 15420 11255000 PRN DEFINED 01 11255000
RAYONIER TRS 3.75% 15OCT2012 SDBCV 75508AAB2 2391 1745000 PRN SOLE 1745000
RAYONIER TRS 4.5% 15AUG15 SDBCV 75508AAC0 3014 2000000 PRN DEFINED 01 2000000
RAYTHEON COMPANY COM 755111507 823 14400 SH DEFINED 01 14400
RAYTHEON COMPANY COM 755111507 12758 223200 SH PUT DEFINED 01 0
RAYTHEON COMPANY COM 755111507 91 1600 SH SOLE 1600
RAYTHEON COMPANY COM 755111507 1418 24800 SH PUT SOLE 0
RELIANCE STEEL & ALUMINUM COM 759509102 942 18000 SH DEFINED 01 18000
RELIANCE STEEL & ALUMINUM COM 759509102 3811 72800 SH PUT DEFINED 01 0
RELIANCE STEEL & ALUMINUM COM 759509102 105 2000 SH SOLE 2000
RELIANCE STEEL & ALUMINUM COM 759509102 377 7200 SH PUT SOLE 0
RESOLUTE FOREST PRODUCTS COM 76117W109 386 29700 SH CALL DEFINED 01 0
RESOLUTE FOREST PRODUCTS COM 76117W109 43 3300 SH CALL SOLE 0
RITE AID CORP COM 767754104 61 52120 SH DEFINED 01 52120
RITE AID CORP COM 767754104 16 13980 SH SOLE 13980
ROPER INDUS CV 0% 15JAN34 SDBCV 776696AA4 75973 55078000 PRN DEFINED 01 55078000
ROSS STORES INC COM 778296103 930 14400 SH PUT DEFINED 01 0
ROSS STORES INC COM 778296103 103 1600 SH PUT SOLE 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 1065 7400 SH CALL DEFINED 01 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 36947 256700 SH PUT DEFINED 01 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 86 600 SH CALL SOLE 0
S^P 500 DEPOSITORY RECEIPT COM 78462F103 4160 28900 SH PUT SOLE 0
SANDERSON FARMS INC COM 800013104 1597 36000 SH CALL DEFINED 01 0
SANDERSON FARMS INC COM 800013104 177 4000 SH CALL SOLE 0
SBA COMM CV 1.875% 01MAY13 SDBCV 78388JAN6 9138 6000000 PRN DEFINED 01 6000000
SBA COMM CV 1.875% 01MAY13 SDBCV 78388JAN6 0 0 PRN SOLE 0
SBA COMMUN CV 4% 01OCT2014 SDBCV 78388JAM8 3182 1500000 PRN DEFINED 01 1500000
SBA COMMUN CV 4% 01OCT2014 SDBCV 78388JAM8 0 0 PRN SOLE 0
SPDR GOLD TRUST COM 78463V107 3750 21800 SH CALL DEFINED 01 0
SPDR GOLD TRUST COM 78463V107 143654 835100 SH PUT DEFINED 01 0
SPDR GOLD TRUST COM 78463V107 929 5400 SH CALL SOLE 0
SPDR GOLD TRUST COM 78463V107 34094 198200 SH PUT SOLE 0
STANDARD PACIFIC CORP COM 85375C101 56 8334 SH DEFINED 01 8334
STANDARD PACIFIC CORP COM 85375C101 11 1666 SH SOLE 1666
TEEKAY CORP COM Y8564W103 3145 100800 SH PUT DEFINED 01 0
TEEKAY CORP COM Y8564W103 349 11200 SH PUT SOLE 0
TESORO PETROLEUM CORP COM 881609101 1467 35000 SH PUT DEFINED 01 0
TESORO PETROLEUM CORP COM 881609101 210 5000 SH PUT SOLE 0
TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 1636 39500 SH DEFINED 01 39500
TEXTRON INC 4.5% 01MAY13 SDBCV 883203BN0 20084 10000000 PRN DEFINED 01 10000000
TEXTRON INC 4.5% 01MAY13 SDBCV 883203BN0 0 0 PRN SOLE 0
TRANSDIGM GROUP INC COM 893641100 5107 36000 SH PUT DEFINED 01 0
TRANSDIGM GROUP INC COM 893641100 567 4000 SH PUT SOLE 0
TRIUMPH GROUP 2.625% 01OCT26 SDBCV 896818AB7 33798 14673000 PRN DEFINED 01 14673000
TRIUMPH GROUP 2.625% 01OCT26 SDBCV 896818AB7 0 0 PRN SOLE 0
TUPPERWARE BRANDS CORPORATION COM 899896104 8301 154900 SH CALL DEFINED 01 0
TUPPERWARE BRANDS CORPORATION COM 899896104 922 17200 SH CALL SOLE 0
TW TELECOM CV 2.375% 01APR2026 SDBCV 887319AC5 15817 11149000 PRN DEFINED 01 11149000
TW TELECOM CV 2.375% 01APR2026 SDBCV 887319AC5 0 0 PRN SOLE 0
TYSON FOODS CV 3.25% 15OCT13 SDBCV 902494AP8 1110 1000000 PRN DEFINED 01 1000000
TYSON FOODS CV 3.25% 15OCT13 SDBCV 902494AP8 0 0 PRN SOLE 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 3188 33100 SH PUT DEFINED 01 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 356 3700 SH PUT SOLE 0
UNDER ARMOUR INC-CLASS A COM 904311107 4020 72000 SH PUT DEFINED 01 0
UNDER ARMOUR INC-CLASS A COM 904311107 447 8000 SH PUT SOLE 0
UNION PACIFIC CORP COM 907818108 8736 73600 SH PUT DEFINED 01 0
UNION PACIFIC CORP COM 907818108 760 6400 SH PUT SOLE 0
UNITED RENTAL 1.875% 15OCT202 SDBCV 911365AH7 6907 4534000 PRN DEFINED 01 4534000
UNITED RENTAL 1.875% 15OCT202 SDBCV 911365AH7 0 0 PRN SOLE 0
US AIRWAYS CV 7.25% 15MAY14 SDBCV 911905AC1 4765 2000000 PRN DEFINED 01 2000000
US AIRWAYS CV 7.25% 15MAY14 SDBCV 911905AC1 0 0 PRN SOLE 0
USANA HEALTH SCIENCES INC COM 90328M107 232 5000 SH PUT DEFINED 01 0
USANA HEALTH SCIENCES INC COM 90328M107 28 600 SH PUT SOLE 0
VECTOR GROUP LTD FRN 15NOV14 SDBCV 92240MAS7 2538 2000000 PRN DEFINED 01 2000000
VECTOR GROUP LTD FRN 15NOV14 SDBCV 92240MAS7 0 0 PRN SOLE 0
WINDSTREAM CORP COM 97381W104 1820 180000 SH CALL DEFINED 01 0
WINDSTREAM CORP COM 97381W104 1820 180000 SH PUT DEFINED 01 0
WINDSTREAM CORP COM 97381W104 202 20000 SH CALL SOLE 0
WINDSTREAM CORP COM 97381W104 202 20000 SH PUT SOLE 0
WISDOMTREE INDIA EARNINGS COM 97717W422 1117 59000 SH PUT DEFINED 01 0
WISDOMTREE INDIA EARNINGS COM 97717W422 125 6600 SH PUT SOLE 0
WR GRACE & CO (NEW) COM 38388F108 202 3411 SH DEFINED 01 3411
WR GRACE & CO (NEW) COM 38388F108 7444 126000 SH PUT DEFINED 01 0
WR GRACE & CO (NEW) COM 38388F108 22 379 SH SOLE 379
WR GRACE & CO (NEW) COM 38388F108 827 14000 SH PUT SOLE 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 4723 90000 SH PUT DEFINED 01 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 525 10000 SH PUT SOLE 0