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, 2008
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: Jefferies Group Inc.
Address: 520 Madison Ave., 12th Floor
New York, NY 10022
13F File Number: 28-10917
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: Roland Kelly
Title: Assistant Secretary
Phone: 310- 914-1373
Signature, Place, and Date of Signing:
/s/ Roland Kelly Los Angeles, CA November 14, 2008
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form13F Information Table Entry Total: 1064
Form13F Information Table Value Total: $1,941,495 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 28-10432 Jefferies & Company, Inc.
02 28-11329 Jefferies Asset Management, LLC
03 28-13012 Jefferies High Yield Trading, LLC
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABAXIS INC COM 002567105 27 27000 SH CALL SOLE 01 27000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 14060 356399 SH SOLE 01 02 356399 0 0
ABERCROMBIE & FITCH CO CL A 002896207 893 165200 SH CALL SOLE 01 02 165200 0 0
ABITIBIBOWATER INC COM 003687100 236 60874 SH SOLE 01 60874 0 0
ACCENTURE LTD BERMUDA CL A G1150G111 1623 42700 SH SOLE 01 42700 0 0
ADAPTEC INC NOTE 0.750%12/2 00651FAG3 260 262000 PRN SOLE 01 262000 0 0
ADOBE SYS INC COM 00724F101 656 16610 SH SOLE 01 16610 0 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 419 23570 SH SOLE 01 02 23570 0 0
AEP INDS INC COM 001031103 4420 221000 SH SOLE 04 221000 0 0
AEROPOSTALE COM 007865108 2572 126300 SH CALL SOLE 01 02 126300 0 0
AEROPOSTALE COM 007865108 78 71300 SH PUT SOLE 01 71300 0 0
AEROPOSTALE COM 007865108 4028 125440 SH SOLE 02 125440 0 0
AES CORP COM 00130H105 302 25810 SH SOLE 01 25810 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 165 97600 SH PUT SOLE 01 97600 0 0
AFFYMETRIX INC COM 00826T108 209 27000 SH SOLE 02 27000 0 0
AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 32 45000 PRN SOLE 01 45000 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 43 35000 PRN SOLE 01 35000 0 0
AGERE SYS INC NOTE 6.500%12/1 00845VAA8 229 227000 PRN SOLE 01 227000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 260 8776 SH SOLE 01 8776 0 0
AGNICO EAGLE MINES LTD COM 008474108 596 10830 SH SOLE 01 10830 0 0
AIR PRODS & CHEMS INC COM 009158106 1088 15888 SH SOLE 01 15888 0 0
AK STL HLDG CORP COM 001547108 744 28700 SH SOLE 01 28700 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1246 71446 SH SOLE 01 71446 0 0
ALCOA INC COM 013817101 128 163400 SH CALL SOLE 01 163400 0 0
ALCOA INC COM 013817101 281 75000 SH PUT SOLE 01 75000 0 0
ALCOA INC COM 013817101 3365 149016 SH SOLE 01 149016 0 0
ALCON INC COM SHS H01301102 243 1500 SH SOLE 01 1500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1091 27762 SH SOLE 01 27762 0 0
ALIGN TECHNOLOGY INC COM 016255101 651 60100 SH SOLE 01 02 60100 0 0
ALIGN TECHNOLOGY INC COM 016255101 271 25000 SH CALL SOLE 02 25000 0 0
ALLEGHENY ENERGY INC COM 017361106 826 22477 SH SOLE 01 22477 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2726 92235 SH SOLE 01 92235 0 0
ALLERGAN INC COM 018490102 1100 21361 SH SOLE 01 21361 0 0
ALLIANCE IMAGING INC COM NEW 018606202 109 10597 SH SOLE 01 02 10597 0 0
ALLIANT ENERGY CORP COM 018802108 219 6800 SH SOLE 01 6800 0 0
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 618 508000 PRN SOLE 01 508000 0 0
ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 62 66000 PRN SOLE 01 66000 0 0
ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 204 115000 SH CALL SOLE 01 115000 0 0
ALLOS THERAPEUTICS INC COM 019777101 252 34000 SH SOLE 02 34000 0 0
ALLSTATE CORP COM 020002101 1268 27500 SH SOLE 01 27500 0 0
ALLSTATE CORP COM 020002101 450 123000 SH PUT SOLE 01 123000 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 1239 24100 SH SOLE 01 24100 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 99 25000 SH PUT SOLE 01 25000 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 1073 1000000 PRN SOLE 01 1000000 0 0
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 228 160000 SH CALL SOLE 01 160000 0 0
ALPHARMA INC CL A 020813101 10231 277350 SH SOLE 01 277350 0 0
ALPHARMA INC NOTE 2.125% 3/1 020813AH4 676 130800 SH CALL SOLE 01 130800 0 0
ALPHARMA INC NOTE 2.125% 3/1 020813AH4 122 215800 SH PUT SOLE 01 215800 0 0
ALPHATEC HOLDINGS INC COM 02081G102 460 100000 SH SOLE 02 100000 0 0
ALTERA CORP COM 021441100 285 460200 SH PUT SOLE 01 460200 0 0
ALTERA CORP COM 021441100 546 307600 SH CALL SOLE 01 307600 0 0
ALTRIA GROUP INC COM 02209S103 492 24832 SH SOLE 01 24832 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1290 33318 SH SOLE 01 33318 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1239 34300 SH PUT SOLE 01 34300 0 0
AMAZON COM INC COM 023135106 7198 98924 SH SOLE 01 98924 0 0
AMAZON COM INC DEBT 4.750% 2/0 023135AE6 442 145000 SH CALL SOLE 01 145000 0 0
AMAZON COM INC DEBT 4.750% 2/0 023135AE6 925 279000 SH PUT SOLE 01 279000 0 0
AMDOCS LTD ORD G02602103 96 201900 SH CALL SOLE 01 201900 0 0
AMDOCS LTD ORD G02602103 178 194900 SH PUT SOLE 01 194900 0 0
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 310 319000 PRN SOLE 01 319000 0 0
AMEDISYS INC COM 023436108 286 73500 SH PUT SOLE 01 73500 0 0
AMEDISYS INC COM 023436108 2757 56639 SH SOLE 01 02 56639 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 15944 1045522 SH SOLE 02 1045522 0 0
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 51 85000 SH PUT SOLE 01 85000 0 0
AMERICAN TOWER CORP CL A 029912201 947 26322 SH SOLE 01 26322 0 0
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 38 85000 SH CALL SOLE 01 85000 0 0
AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 7665 14000000 PRN SOLE 04 14000000 0 0
AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 3274 3375000 PRN SOLE 01 04 3375000 0 0
AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 3500 5750000 PRN SOLE 04 5750000 0 0
AMERICREDIT CORP COM 03060R101 223 22000 SH SOLE 01 22000 0 0
AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 15 25300 SH CALL SOLE 01 25300 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2636 70000 SH SOLE 02 70000 0 0
AMGEN INC COM 031162100 1111 18745 SH SOLE 01 02 18745 0 0
AMGEN INC NOTE 0.125% 2/0 031162AN0 2713 324400 SH CALL SOLE 01 02 324400 0 0
AMPHENOL CORP NEW CL A 032095101 1068 26600 SH SOLE 01 26600 0 0
AMR CORP NOTE 4.250% 9/2 001765BA3 326 219500 SH CALL SOLE 01 219500 0 0
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 1832 2730000 PRN SOLE 01 2730000 0 0
ANADARKO PETE CORP COM 032511107 55 15000 SH CALL SOLE 01 15000 0 0
ANADARKO PETE CORP COM 032511107 1466 30229 SH SOLE 01 30229 0 0
ANHEUSER BUSCH COS INC COM 035229103 1147 17674 SH SOLE 01 17674 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 505 480000 PRN SOLE 01 480000 0 0
ANNALY CAP MGMT INC COM 035710409 118 110000 SH PUT SOLE 01 110000 0 0
ANNALY CAP MGMT INC COM 035710409 297 22100 SH SOLE 01 22100 0 0
ANNALY CAP MGMT INC COM 035710409 61 20000 SH CALL SOLE 01 20000 0 0
ANNTAYLOR STORES CORP COM 036115103 100 30400 SH PUT SOLE 01 30400 0 0
ANNTAYLOR STORES CORP COM 036115103 812 39358 SH SOLE 01 39358 0 0
APOLLO GROUP INC CL A 037604105 3699 62382 SH SOLE 01 62382 0 0
APOLLO GROUP INC CL A 037604105 30257 2084900 SH CALL SOLE 01 2084900 0 0
APOLLO GROUP INC CL A 037604105 11790 2362500 SH PUT SOLE 01 2362500 0 0
APPLE INC COM 037833100 93 17000 SH PUT SOLE 01 17000 0 0
APPLE INC COM 037833100 568 5001 SH SOLE 01 5001 0 0
APPLE INC COM 037833100 560 70700 SH CALL SOLE 01 70700 0 0
APPLIED MATLS INC COM 038222105 279 18423 SH SOLE 01 18423 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 580 100000 SH CALL SOLE 01 100000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 54219 1098000 SH SOLE 01 1098000 0 0
ARCH COAL INC COM 039380100 325 9867 SH SOLE 01 9867 0 0
ARCH COAL INC COM 039380100 62 73200 SH CALL SOLE 01 73200 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 937 42785 SH SOLE 01 42785 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 237 293000 PRN SOLE 01 293000 0 0
ARDEA BIOSCIENCES INC COM 03969P107 316 22855 SH SOLE 01 02 22855 0 0
ARIES MARITIME TRNSPRT LTD SHS G0474B105 130 61863 SH SOLE 01 61863 0 0
ARQULE INC COM 04269E107 81 25000 SH SOLE 02 25000 0 0
ARTHROCARE CORP COM 043136100 222 8000 SH SOLE 01 8000 0 0
ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 1944 947500 SH CALL SOLE 01 947500 0 0
ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 1826 948500 SH PUT SOLE 01 948500 0 0
ASHLAND INC NEW COM 044209104 1964 67160 SH SOLE 01 67160 0 0
ASM INTL N V COM N07045102 9665 516831 SH SOLE 01 516831 0 0
ASML HOLDING N V NY REG SHS N07059186 546 31000 SH SOLE 01 02 31000 0 0
ASPENBIO PHARMA INC COM 045346103 22 10000 SH CALL SOLE 01 10000 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 328 7462 SH SOLE 01 7462 0 0
AT&T INC COM 00206R102 15730 563384 SH SOLE 01 563384 0 0
AT&T INC COM 00206R102 15 489100 SH CALL SOLE 01 489100 0 0
AT&T INC COM 00206R102 3430 718300 SH PUT SOLE 01 718300 0 0
AUTOZONE INC COM 053332102 361 2927 SH SOLE 01 2927 0 0
AVALONBAY CMNTYS INC COM 053484101 629 6395 SH SOLE 01 6395 0 0
AVNET INC DBCV 2.000% 3/1 053807AL7 221 222000 PRN SOLE 01 222000 0 0
AVON PRODS INC COM 054303102 547 13151 SH SOLE 01 13151 0 0
AZZ INC COM 002474104 596 14400 SH SOLE 01 14400 0 0
BAKER HUGHES INC COM 057224107 860 14200 SH SOLE 01 14200 0 0
BAKER HUGHES INC COM 057224107 500 115000 SH CALL SOLE 01 115000 0 0
BAKER HUGHES INC COM 057224107 608 87200 SH PUT SOLE 01 87200 0 0
BANK OF AMERICA CORPORATION COM 060505104 3471 1702500 SH PUT SOLE 01 1702500 0 0
BANK OF AMERICA CORPORATION COM 060505104 5800 165705 SH SOLE 01 165705 0 0
BANK OF AMERICA CORPORATION COM 060505104 527 177100 SH CALL SOLE 01 177100 0 0
BARCLAYS BK PLC IPMS INDIA ETN 06739F291 712 15730 SH SOLE 15730 0 0
BARNES GROUP INC COM 067806109 330 16300 SH SOLE 01 16300 0 0
BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 116 130000 PRN SOLE 01 130000 0 0
BARRICK GOLD CORP COM 067901108 95 80800 SH CALL SOLE 01 80800 0 0
BEAZER HOMES USA INC COM 07556Q105 111 18548 SH SOLE 01 18548 0 0
BEBE STORES INC COM 075571109 7748 793047 SH SOLE 02 793047 0 0
BECKMAN COULTER INC COM 075811109 348 4900 SH SOLE 01 4900 0 0
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 2508 2293000 PRN SOLE 01 2293000 0 0
BED BATH & BEYOND INC COM 075896100 402 12814 SH SOLE 01 12814 0 0
BED BATH & BEYOND INC COM 075896100 550 634500 SH PUT SOLE 01 634500 0 0
BEMIS INC COM 081437105 370 14116 SH SOLE 01 14116 0 0
BEST BUY INC COM 086516101 1884 50241 SH SOLE 01 50241 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 112 50000 SH CALL SOLE 01 50000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 132 25000 SH PUT SOLE 01 25000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 191 14600 SH PUT SOLE 01 14600 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 843 16213 SH SOLE 01 16213 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 152 121000 SH CALL SOLE 01 121000 0 0
BIG LOTS INC COM 089302103 654 23486 SH SOLE 01 23486 0 0
BIOGEN IDEC INC COM 09062X103 503 10000 SH CALL SOLE 02 10000 0 0
BIOGEN IDEC INC COM 09062X103 2012 40000 SH SOLE 02 40000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 265 10000 SH CALL SOLE 02 10000 0 0
BJ SVCS CO COM 055482103 583 30491 SH SOLE 01 30491 0 0
BJ SVCS CO COM 055482103 93 34900 SH CALL SOLE 01 34900 0 0
BJ SVCS CO COM 055482103 93 30000 SH PUT SOLE 01 30000 0 0
BJS WHOLESALE CLUB INC COM 05548J106 295 7600 SH SOLE 01 7600 0 0
BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 577 45500 SH PUT SOLE 01 45500 0 0
BLACKROCK INC COM 09247X101 2680 13779 SH SOLE 01 13779 0 0
BLOCKBUSTER INC CL A 093679108 4 42400 SH CALL SOLE 01 42400 0 0
BMC SOFTWARE INC COM 055921100 789 27543 SH SOLE 01 27543 0 0
BOEING CO COM 097023105 2033 35440 SH SOLE 01 35440 0 0
BOEING CO COM 097023105 786 189000 SH PUT SOLE 01 189000 0 0
BORGWARNER INC COM 099724106 151 31800 SH PUT SOLE 01 31800 0 0
BORGWARNER INC COM 099724106 869 26508 SH SOLE 01 26508 0 0
BOSTON SCIENTIFIC CORP COM 101137107 271 793000 SH CALL SOLE 01 793000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 45 150000 SH PUT SOLE 01 150000 0 0
BOYD GAMING CORP COM 103304101 46 20000 SH CALL SOLE 01 20000 0 0
BRINKER INTL INC COM 109641100 304 17000 SH SOLE 01 17000 0 0
BRINKS CO COM 109696104 17614 288653 SH SOLE 01 288653 0 0
BRINKS CO COM 109696104 634 423600 SH CALL SOLE 01 423600 0 0
BRINKS CO COM 109696104 626 239800 SH PUT SOLE 01 239800 0 0
BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 65 204300 SH CALL SOLE 01 204300 0 0
BROADCOM CORP CL A 111320107 248 13293 SH SOLE 01 13293 0 0
BROADCOM CORP CL A 111320107 13 86800 SH CALL SOLE 01 86800 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 6533 1122504 SH SOLE 01 1122504 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3 45700 SH CALL SOLE 01 45700 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1245 1555800 SH PUT SOLE 01 1555800 0 0
BROOKDALE SR LIVING INC COM 112463104 217 9874 SH SOLE 01 9874 0 0
BROWN FORMAN CORP CL B 115637209 226 3141 SH SOLE 01 3141 0 0
BRUKER CORP COM 116794108 2802 210253 SH SOLE 01 02 210253 0 0
BUCKLE INC COM 118440106 355 6397 SH SOLE 01 6397 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 453 4903 SH SOLE 01 4903 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1230 24141 SH SOLE 01 24141 0 0
C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 44 51000 PRN SOLE 01 51000 0 0
CA INC COM 12673P105 1643 82333 SH SOLE 02 82333 0 0
CABOT CORP COM 127055101 362 11400 SH SOLE 01 11400 0 0
CABOT OIL & GAS CORP COM 127097103 587 16242 SH SOLE 01 16242 0 0
CABOT OIL & GAS CORP COM 127097103 4 40000 SH CALL SOLE 01 40000 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 7173 6998000 PRN SOLE 01 6998000 0 0
CAMDEN PPTY TR SH BEN INT 133131102 330 7200 SH SOLE 01 7200 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1516 39331 SH SOLE 01 39331 0 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 20 16000 PRN SOLE 01 16000 0 0
CANADIAN NAT RES LTD COM 136385101 868 57500 SH CALL SOLE 01 57500 0 0
CAPITAL SR LIVING CORP COM 140475104 80 10521 SH SOLE 02 10521 0 0
CAREER EDUCATION CORP COM 141665109 209 12811 SH SOLE 01 12811 0 0
CARLISLE COS INC COM 142339100 249 8300 SH SOLE 01 8300 0 0
CARMAX INC COM 143130102 338 24176 SH SOLE 01 24176 0 0
CARMAX INC COM 143130102 51 28400 SH CALL SOLE 01 28400 0 0
CARNIVAL CORP PAIRED CTF 143658300 1629 46086 SH SOLE 01 46086 0 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 136 133000 PRN SOLE 01 133000 0 0
CARNIVAL PLC ADR 14365C103 778 25100 SH SOLE 01 25100 0 0
CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 1660 2350000 PRN SOLE 01 2350000 0 0
CATERPILLAR INC DEL COM 149123101 112 60800 SH CALL SOLE 01 60800 0 0
CATERPILLAR INC DEL COM 149123101 232 42900 SH PUT SOLE 01 42900 0 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 7 55500 SH CALL SOLE 01 55500 0 0
CBS CORP NEW CL A 124857103 346 52400 SH PUT SOLE 01 52400 0 0
CBS CORP NEW CL B 124857202 753 51668 SH SOLE 01 51668 0 0
CELANESE CORP DEL COM SER A 150870103 426 15251 SH SOLE 01 15251 0 0
CELANESE CORP DEL COM SER A 150870103 74 56100 SH CALL SOLE 01 56100 0 0
CELGENE CORP COM 151020104 322 5100 SH SOLE 01 02 5100 0 0
CELGENE CORP COM 151020104 40 100000 SH CALL SOLE 01 100000 0 0
CELGENE CORP COM 151020104 109 50000 SH PUT SOLE 01 50000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 392 40000 SH PUT SOLE 01 40000 0 0
CENTERPOINT ENERGY INC COM 15189T107 448 30740 SH SOLE 01 30740 0 0
CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 848 1000000 PRN SOLE 01 1000000 0 0
CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 1431 1456000 PRN SOLE 01 1456000 0 0
CEPHEID COM 15670R107 346 25000 SH CALL SOLE 02 25000 0 0
CERNER CORP COM 156782104 237 5309 SH SOLE 01 5309 0 0
CF INDS HLDGS INC COM 125269100 1079 11800 SH SOLE 01 11800 0 0
CHARLES RIV LABS INTL INC COM 159864107 747 13450 SH SOLE 01 02 13450 0 0
CHART INDS INC COM PAR $0.01 16115Q308 328 11500 SH SOLE 01 11500 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1652 72617 SH SOLE 01 02 72617 0 0
CHELSEA THERAPEUTICS INTL LT COM 163428105 46 14234 SH SOLE 02 14234 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1484 41394 SH SOLE 01 41394 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 2250 2098000 PRN SOLE 01 2098000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 178 40000 SH CALL SOLE 01 40000 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 289 15000 SH SOLE 01 15000 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 238 7140 SH SOLE 01 7140 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3917 50000 SH SOLE 01 50000 0 0
CHINA UNICOM LTD SPONSORED ADR 16945R104 5292 350000 SH SOLE 01 350000 0 0
CHUBB CORP COM 171232101 249 4538 SH SOLE 01 4538 0 0
CIENA CORP NOTE 0.250% 5/0 171779AB7 893 1500000 PRN SOLE 01 1500000 0 0
CIRCUIT CITY STORE INC COM 172737108 1 25000 SH CALL SOLE 01 25000 0 0
CISCO SYS INC COM 17275R102 1729 76632 SH SOLE 01 76632 0 0
CISCO SYS INC COM 17275R102 753 438000 SH CALL SOLE 01 438000 0 0
CIT GROUP INC COM 125581108 218 267500 SH CALL SOLE 01 267500 0 0
CITIGROUP INC COM 172967101 6980 1033200 SH PUT SOLE 01 1033200 0 0
CITIGROUP INC COM 172967101 16993 828545 SH SOLE 01 828545 0 0
CITIGROUP INC COM 172967101 164 88000 SH CALL SOLE 01 88000 0 0
CITRIX SYS INC COM 177376100 1223 48408 SH SOLE 01 48408 0 0
CLAUDE RES INC COM 182873109 16 40000 SH SOLE 01 40000 0 0
COACH INC COM 189754104 4118 164449 SH SOLE 01 164449 0 0
COACH INC COM 189754104 110 200000 SH CALL SOLE 01 200000 0 0
COACH INC COM 189754104 120 200000 SH PUT SOLE 01 200000 0 0
COCA COLA CO COM 191216100 5680 1501300 SH CALL SOLE 01 1501300 0 0
COCA COLA CO COM 191216100 148 39600 SH PUT SOLE 01 39600 0 0
COCA COLA ENTERPRISES INC COM 191219104 1161 69218 SH SOLE 01 69218 0 0
COEUR D ALENE MINES CORP IDA COM 192108108 38 25000 SH SOLE 01 25000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 113 1381900 SH CALL SOLE 01 1381900 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8115 1510200 SH PUT SOLE 01 1510200 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14507 635440 SH SOLE 01 635440 0 0
COMCAST CORP NEW CL A 20030N101 541 27570 SH SOLE 01 27570 0 0
COMMERCIAL METALS CO COM 201723103 242 14300 SH SOLE 01 14300 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 3517 120000 SH SOLE 02 120000 0 0
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 12 10000 SH PUT SOLE 01 10000 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 3139 163900 SH SOLE 01 163900 0 0
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 138 100000 SH CALL SOLE 01 100000 0 0
COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 51 49000 PRN SOLE 01 49000 0 0
COMPUTER SCIENCES CORP COM 205363104 748 18618 SH SOLE 01 18618 0 0
COMPUWARE CORP COM 205638109 205 21200 SH SOLE 01 21200 0 0
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 29 25000 SH CALL SOLE 01 25000 0 0
CONEXANT SYSTEMS INC COM NEW 207142308 1201 299538 SH SOLE 02 299538 0 0
CONOCOPHILLIPS COM 20825C104 517 214400 SH CALL SOLE 01 214400 0 0
CONOCOPHILLIPS COM 20825C104 485 65000 SH PUT SOLE 01 65000 0 0
CONOCOPHILLIPS COM 20825C104 4370 59655 SH SOLE 01 59655 0 0
CONSOL ENERGY INC COM 20854P109 467 10168 SH SOLE 01 10168 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 380 15635 SH SOLE 01 15635 0 0
CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 103 100000 PRN SOLE 01 100000 0 0
CONTINENTAL RESOURCES INC COM 212015101 1222 214800 SH CALL SOLE 01 214800 0 0
COPART INC COM 217204106 305 8033 SH SOLE 01 8033 0 0
CORE LABORATORIES N V COM N22717107 826 8155 SH SOLE 01 8155 0 0
CORE LABORATORIES N V COM N22717107 160 10000 SH PUT SOLE 01 10000 0 0
CORINTHIAN COLLEGES INC COM 218868107 305 20300 SH SOLE 01 20300 0 0
CORNING INC COM 219350105 810 51774 SH SOLE 01 02 51774 0 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 270 183000 PRN SOLE 01 183000 0 0
COSTCO WHSL CORP NEW COM 22160K105 667 10273 SH SOLE 01 10273 0 0
COSTCO WHSL CORP NEW COM 22160K105 146 50000 SH CALL SOLE 01 50000 0 0
COSTCO WHSL CORP NEW COM 22160K105 157 50000 SH PUT SOLE 01 50000 0 0
COVANCE INC COM 222816100 343 20000 SH CALL SOLE 01 20000 0 0
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GOLDMAN SACHS GROUP INC NOTE 3.000% 6/1 38141GDG6 764 53200 SH PUT SOLE 01 53200 0 0
GOLDMAN SACHS GROUP INC NOTE 3.000% 6/1 38141GDG6 1849 246900 SH CALL SOLE 01 246900 0 0
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HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 2705 4000000 PRN SOLE 01 4000000 0 0
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INGERSOLL-RAND COMPANY LTD CL A G4776G101 1239 562200 SH CALL SOLE 01 562200 0 0
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IPC HLDGS LTD ORD G4933P101 202 6700 SH SOLE 01 6700 0 0
ISHARES INC MSCI GERMAN 464286806 429 17954 SH SOLE 01 17954 0 0
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IVANHOE MINES LTD COM 46579N103 163 123000 SH CALL SOLE 01 123000 0 0
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KB HOME COM 48666K109 24 50000 SH PUT SOLE 01 50000 0 0
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LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 36944 17794000 PRN SOLE 01 17794000 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 1624 2065000 PRN SOLE 01 2065000 0 0
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LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 161 116200 SH PUT SOLE 01 116200 0 0
LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 134 138000 PRN SOLE 01 138000 0 0
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LOGITECH INTL S A SHS H50430232 8586 368200 SH SOLE 01 368200 0 0
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LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 24 25000 PRN SOLE 01 25000 0 0
LSI CORPORATION COM 502161102 81 15156 SH SOLE 01 15156 0 0
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MACYS INC COM 55616P104 5406 300662 SH SOLE 01 02 300662 0 0
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MELLANOX TECHNOLOGIES LTD SHS M51363113 753 72894 SH SOLE 02 72894 0 0
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RITE AID CORP NOTE 8.500% 5/1 767754BU7 21 169200 SH CALL SOLE 01 169200 0 0
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