UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2008
Check here if Amendment [ X ]; Amendment Number: 1
This Amendment (Check only one.): [ X ] 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 May 22, 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: 874
Form13F Information Table Value Total: $2,993,357 (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
04 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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 422 5328 SH SOLE 01 5328 0 0
A D C TELECOMMUNICATIONS COM NEW 000886309 130 10725 SH SOLE 01 10725 0 0
A S DAMPSKIBSSELSKABET TORM SPONSORED ADR 00208W109 343 11541 SH SOLE 01 11541 0 0
ABB LTD SPONSORED ADR 000375204 12114 450000 SH SOLE 01 450000 0 0
ABBOTT LABS COM 002824100 2847 51627 SH SOLE 01 02 51627 0 0
ABERCROMBIE & FITCH CO CL A 002896207 30871 422087 SH SOLE 01 02 422087 0 0
ACTIVISION INC NEW COM NEW 004930202 1126 41256 SH SOLE 01 41256 0 0
ACTIVISION INC NEW COM NEW 004930202 1775 65000 SH CALL SOLE 01 65000 0 0
ADAPTEC INC NOTE 0.750%12/2 00651FAG3 222 230000 PRN SOLE 01 230000 0 0
ADOBE SYS INC COM 00724F101 285 8016 SH SOLE 01 8016 0 0
ADVOCAT INC COM 007586100 126 12200 SH SOLE 02 12200 0 0
AEP INDS INC COM 001031103 6664 220000 SH SOLE 04 220000 0 0
AEROPOSTALE COM 007865108 17397 641700 SH SOLE 01 02 641700 0 0
AEROPOSTALE COM 007865108 3364 124100 SH CALL SOLE 01 124100 0 0
AEROPOSTALE COM 007865108 4563 168300 SH PUT SOLE 01 168300 0 0
AETNA INC NEW COM 00817Y108 1729 41078 SH SOLE 01 41078 0 0
AFLAC INC COM 001055102 861 13258 SH SOLE 01 13258 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 83 50000 PRN SOLE 01 50000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 306 10263 SH SOLE 01 10263 0 0
AIR PRODS & CHEMS INC COM 009158106 1200 13040 SH SOLE 01 13040 0 0
AIRGAS INC COM 009363102 232 5099 SH SOLE 01 5099 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 690 24506 SH SOLE 01 24506 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 177 30700 SH SOLE 01 30700 0 0
ALCOA INC COM 013817101 3937 109167 SH SOLE 01 109167 0 0
ALCOA INC COM 013817101 2719 75400 SH PUT SOLE 01 75400 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 237 4000 SH PUT SOLE 01 4000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 237 4000 SH CALL SOLE 01 4000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1120 18881 SH SOLE 01 18881 0 0
ALIGN TECHNOLOGY INC COM 016255101 1111 100000 SH SOLE 02 100000 0 0
ALLEGHENY ENERGY INC COM 017361106 383 7594 SH SOLE 01 7594 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1250 17519 SH SOLE 01 17519 0 0
ALLERGAN INC COM 018490102 664 11772 SH SOLE 01 11772 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 242 5100 SH SOLE 01 5100 0 0
ALLIANCE IMAGING INC COM NEW 018606202 176 20297 SH SOLE 02 20297 0 0
ALLIANT ENERGY CORP COM 018802108 228 6500 SH SOLE 01 6500 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 216 2083 SH SOLE 01 2083 0 0
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 3403 2500000 PRN SOLE 01 2500000 0 0
ALLIANZ SE SP ADR 1/10 SH 018805101 9830 500000 SH SOLE 01 500000 0 0
ALLION HEALTHCARE INC COM 019615103 604 146169 SH SOLE 01 146169 0 0
ALTRIA GROUP INC COM 02209S103 707 31820 SH SOLE 01 31820 0 0
AMAZON COM INC COM 023135106 349 4893 SH SOLE 01 4893 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 683 20000 SH PUT SOLE 02 20000 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 853 24972 SH SOLE 01 24972 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 15740 898922 SH SOLE 01 02 898922 0 0
AMERICAN ELEC PWR INC COM 025537101 542 13021 SH SOLE 01 13021 0 0
AMERICAN EXPRESS CO COM 025816109 715 16351 SH SOLE 01 16351 0 0
AMERICAN EXPRESS CO COM 025816109 8744 200000 SH PUT SOLE 01 200000 0 0
AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 444 986000 PRN SOLE 01 986000 0 0
AMERICAN INTL GROUP INC COM 026874107 712 16470 SH SOLE 01 16470 0 0
AMERICAN TOWER CORP CL A 029912201 906 23106 SH SOLE 01 23106 0 0
AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 3500 5750000 PRN SOLE 04 5750000 0 0
AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 3052 3300000 PRN SOLE 04 3300000 0 0
AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 7595 14000000 PRN SOLE 04 14000000 0 0
AMERIPRISE FINL INC COM 03076C106 420 8096 SH SOLE 01 8096 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2261 55173 SH SOLE 01 02 55173 0 0
AMGEN INC COM 031162100 4270 102200 SH CALL SOLE 01 102200 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 386 25000 SH SOLE 02 25000 0 0
AMPCO-PITTSBURGH CORP COM 032037103 228 5300 SH SOLE 01 5300 0 0
AMR CORP COM 001765106 301 33398 SH SOLE 01 33398 0 0
AMR CORP COM 001765106 2463 273100 SH CALL SOLE 01 273100 0 0
AMSURG CORP COM 03232P405 237 10000 SH CALL SOLE 01 10000 0 0
ANADARKO PETE CORP COM 032511107 783 12423 SH SOLE 01 12423 0 0
ANALOG DEVICES INC COM 032654105 425 14400 SH SOLE 01 14400 0 0
ANALOGIC CORP COM PAR $0.05 032657207 1036 15566 SH SOLE 01 02 15566 0 0
ANHEUSER BUSCH COS INC COM 035229103 896 18874 SH SOLE 01 02 18874 0 0
ANNALY CAP MGMT INC COM 035710409 514 33544 SH SOLE 01 33544 0 0
ANNTAYLOR STORES CORP COM 036115103 5291 218829 SH SOLE 01 02 218829 0 0
AON CORP COM 037389103 451 11216 SH SOLE 01 11216 0 0
APACHE CORP COM 037411105 244 2016 SH SOLE 01 2016 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 741 20704 SH SOLE 01 20704 0 0
APOLLO GROUP INC CL A 037604105 1365 31600 SH CALL SOLE 01 31600 0 0
APOLLO GROUP INC CL A 037604105 1598 37000 SH PUT SOLE 01 37000 0 0
APPLE INC COM 037833100 459 3198 SH SOLE 01 3198 0 0
APPLE INC COM 037833100 7175 50000 SH CALL SOLE 01 50000 0 0
APPLE INC COM 037833100 7175 50000 SH PUT SOLE 01 50000 0 0
APPLERA CORP COM AP BIO GRP 038020103 771 23477 SH SOLE 01 23477 0 0
APPLIED MATLS INC COM 038222105 412 21118 SH SOLE 01 21118 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 261 13228 SH SOLE 01 13228 0 0
ARCH COAL INC COM 039380100 400 9200 SH SOLE 01 9200 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 617 14996 SH SOLE 01 14996 0 0
ARROW ELECTRS INC COM 042735100 764 22700 SH SOLE 01 22700 0 0
ASHLAND INC NEW COM 044209104 462 9770 SH SOLE 01 9770 0 0
ASM INTL N V COM N07045102 8202 442631 SH SOLE 01 442631 0 0
ASML HOLDING N V NY REG SHS N07059186 744 30000 SH SOLE 02 30000 0 0
ASTORIA FINL CORP COM 046265104 272 10000 SH SOLE 02 10000 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 47252 859113 SH SOLE 01 04 859113 0 0
AUTODESK INC COM 052769106 372 11807 SH SOLE 01 11807 0 0
AUTOZONE INC COM 053332102 652 5730 SH SOLE 01 5730 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 548 20500 SH SOLE 01 02 20500 0 0
AVNET INC COM 053807103 831 25386 SH SOLE 01 25386 0 0
AVNET INC DBCV 2.000% 3/1 053807AL7 4067 3615000 PRN SOLE 01 3615000 0 0
AVON PRODS INC COM 054303102 747 18883 SH SOLE 01 18883 0 0
BALL CORP COM 058498106 411 8948 SH SOLE 01 8948 0 0
BANK MONTREAL QUE COM 063671101 625 13957 SH SOLE 01 13957 0 0
BANK OF AMERICA CORPORATION COM 060505104 546 14400 SH SOLE 01 14400 0 0
BANK OF AMERICA CORPORATION COM 060505104 948 25000 SH CALL SOLE 01 25000 0 0
BARD C R INC COM 067383109 791 8202 SH SOLE 01 8202 0 0
BARR PHARMACEUTICALS INC COM 068306109 1757 36360 SH SOLE 01 02 36360 0 0
BARRICK GOLD CORP COM 067901108 326 7500 SH SOLE 01 7500 0 0
BAXTER INTL INC COM 071813109 401 6937 SH SOLE 01 6937 0 0
BE AEROSPACE INC COM 073302101 730 20878 SH SOLE 01 20878 0 0
BE AEROSPACE INC COM 073302101 3422 97900 SH CALL SOLE 01 97900 0 0
BEAR STEARNS COS INC COM 073902108 330 31500 SH PUT SOLE 01 31500 0 0
BEBE STORES INC COM 075571109 5856 544769 SH SOLE 02 544769 0 0
BECKMAN COULTER INC COM 075811109 316 4900 SH SOLE 01 4900 0 0
BECTON DICKINSON & CO COM 075887109 1891 22025 SH SOLE 01 22025 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 5066 4713000 PRN SOLE 01 4713000 0 0
BEST BUY INC COM 086516101 10782 260075 SH SOLE 01 260075 0 0
BEST BUY INC COM 086516101 2073 50000 SH CALL SOLE 01 50000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 6881 104500 SH SOLE 01 104500 0 0
BIOGEN IDEC INC COM 09062X103 558 9044 SH SOLE 01 9044 0 0
BIOGEN IDEC INC COM 09062X103 802 13000 SH PUT SOLE 01 13000 0 0
BIOVAIL CORP COM 09067J109 115 10809 SH SOLE 01 10809 0 0
BIOVAIL CORP COM 09067J109 735 69000 SH CALL SOLE 01 69000 0 0
BLACKROCK INC COM 09247X101 633 3100 SH SOLE 01 3100 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 159 10000 SH SOLE 02 10000 0 0
BLOCK H & R INC COM 093671105 579 27883 SH SOLE 01 27883 0 0
BORDERS GROUP INC COM 099709107 105 17924 SH SOLE 01 17924 0 0
BORGWARNER INC COM 099724106 232 5382 SH SOLE 01 5382 0 0
BOSTON PROPERTIES INC COM 101121101 594 6450 SH SOLE 01 6450 0 0
BOSTON SCIENTIFIC CORP COM 101137107 6988 543000 SH CALL SOLE 01 543000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1936 150404 SH SOLE 01 150404 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 477 28124 SH SOLE 01 28124 0 0
BRE PROPERTIES INC CL A 05564E106 363 7978 SH SOLE 01 7978 0 0
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 331 7697 SH SOLE 01 02 7697 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 700 32897 SH SOLE 01 32897 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4352 204300 SH CALL SOLE 01 204300 0 0
BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 198 200000 PRN SOLE 01 200000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2388 89001 SH SOLE 01 89001 0 0
BROWN FORMAN CORP CL B 115637209 810 12239 SH SOLE 01 12239 0 0
BRUKER CORP COM 116794108 942 61253 SH SOLE 01 02 61253 0 0
BRUNSWICK CORP COM 117043109 236 14791 SH SOLE 01 14791 0 0
BUCYRUS INTL INC NEW CL A 118759109 254 2500 SH SOLE 01 2500 0 0
BUNGE LIMITED COM G16962105 7385 85000 SH PUT SOLE 01 85000 0 0
BURGER KING HLDGS INC COM 121208201 246 8900 SH SOLE 01 8900 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 1876 20339 SH SOLE 01 20339 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 1337 14500 SH PUT SOLE 01 14500 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 764 14045 SH SOLE 01 14045 0 0
CA INC COM 12673P105 346 15379 SH SOLE 01 15379 0 0
CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB4 38 39000 PRN SOLE 01 39000 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 119 20000 SH SOLE 02 20000 0 0
CAMDEN PPTY TR SH BEN INT 133131102 305 6084 SH SOLE 01 6084 0 0
CAPITAL ONE FINL CORP COM 14040H105 367 7460 SH SOLE 01 7460 0 0
CAPITAL ONE FINL CORP COM 14040H105 2707 55000 SH CALL SOLE 01 55000 0 0
CAPITAL SR LIVING CORP COM 140475104 225 27782 SH SOLE 01 02 27782 0 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 2741 2500000 PRN SOLE 01 2500000 0 0
CARNIVAL CORP PAIRED CTF 143658300 893 22060 SH SOLE 01 02 22060 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 420 7500 SH PUT SOLE 01 7500 0 0
CATERPILLAR INC DEL COM 149123101 268 3428 SH SOLE 01 3428 0 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 708 32704 SH SOLE 01 32704 0 0
CBL & ASSOC PPTYS INC COM 124830100 257 10938 SH SOLE 01 10938 0 0
CBS CORP NEW CL B 124857202 1182 53554 SH SOLE 01 53554 0 0
CELANESE CORP DEL COM SER A 150870103 219 5600 SH SOLE 01 5600 0 0
CELGENE CORP COM 151020104 576 9400 SH SOLE 01 9400 0 0
CELGENE CORP COM 151020104 6062 98900 SH PUT SOLE 01 98900 0 0
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 343 58100 SH SOLE 01 58100 0 0
CENTERPOINT ENERGY INC COM 15189T107 235 16432 SH SOLE 01 16432 0 0
CENTRAL FD CDA LTD CL A 153501101 555 44100 SH SOLE 11 44100 0 0
CEPHALON INC COM 156708109 779 12100 SH SOLE 01 02 12100 0 0
CF INDS HLDGS INC COM 125269100 290 2800 SH SOLE 01 2800 0 0
CF INDS HLDGS INC COM 125269100 5834 56300 SH CALL SOLE 01 56300 0 0
CF INDS HLDGS INC COM 125269100 3627 35000 SH PUT SOLE 01 35000 0 0
CHATTEM INC COM 162456107 587 8850 SH SOLE 01 8850 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 609 27217 SH SOLE 01 02 27217 0 0
CHEESECAKE FACTORY INC COM 163072101 270 12400 SH SOLE 01 12400 0 0
CHESAPEAKE ENERGY CORP 6.25% PFD CONV 165167818 686 2000 SH SOLE 01 2000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1197 25927 SH SOLE 01 25927 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2561 55500 SH CALL SOLE 01 55500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1168 25300 SH PUT SOLE 01 25300 0 0
CHEVRON CORP NEW COM 166764100 1546 18107 SH SOLE 01 18107 0 0
CHICOS FAS INC COM 168615102 1067 150100 SH SOLE 02 150100 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4406 51246 SH SOLE 01 51246 0 0
CHINDEX INTERNATIONAL INC COM 169467107 230 6100 SH SOLE 01 6100 0 0
CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 335 55300 SH SOLE 01 55300 0 0
CHUBB CORP COM 171232101 506 10219 SH SOLE 01 10219 0 0
CIBER INC SDCV 2.875%12/1 17163BAB8 969 1000000 PRN SOLE 01 1000000 0 0
CIENA CORP COM NEW 171779309 729 23637 SH SOLE 01 23637 0 0
CIENA CORP NOTE 0.250% 5/0 171779AB7 2970 3172000 PRN SOLE 01 3172000 0 0
CIGNA CORP COM 125509109 1010 24889 SH SOLE 01 24889 0 0
CINCINNATI BELL INC NEW COM 171871106 95 22400 SH SOLE 01 22400 0 0
CINTAS CORP COM 172908105 324 11349 SH SOLE 01 11349 0 0
CIRCUIT CITY STORE INC COM 172737108 47 11700 SH SOLE 01 11700 0 0
CISCO SYS INC COM 17275R102 2822 117147 SH SOLE 01 117147 0 0
CISCO SYS INC COM 17275R102 2409 100000 SH PUT SOLE 01 100000 0 0
CITIGROUP INC COM 172967101 405 18904 SH SOLE 01 02 18904 0 0
CITIGROUP INC COM 172967101 2870 134000 SH CALL SOLE 01 134000 0 0
CITIGROUP INC COM 172967101 12957 604900 SH PUT SOLE 01 604900 0 0
CITRIX SYS INC COM 177376100 14392 490700 SH PUT SOLE 01 490700 0 0
CITRIX SYS INC COM 177376100 2355 80292 SH SOLE 01 80292 0 0
CITRIX SYS INC COM 177376100 1241 42300 SH CALL SOLE 01 42300 0 0
CLAUDE RES INC COM 182873109 39 40000 SH SOLE 01 40000 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5131 175600 SH SOLE 01 02 175600 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3390 116000 SH PUT SOLE 01 116000 0 0
CLEVELAND CLIFFS INC COM 185896107 347 2895 SH SOLE 01 2895 0 0
CLOROX CO DEL COM 189054109 1305 23039 SH SOLE 01 23039 0 0
CMS ENERGY CORP COM 125896100 2037 150444 SH SOLE 01 150444 0 0
CNET NETWORKS INC COM 12613R104 50739 7146368 SH SOLE 01 7146368 0 0
COACH INC COM 189754104 1270 42128 SH SOLE 01 42128 0 0
COCA COLA CO COM 191216100 2303 37835 SH SOLE 01 02 37835 0 0
COCA COLA CO COM 191216100 80811 1327600 SH CALL SOLE 01 1327600 0 0
COCA COLA ENTERPRISES INC COM 191219104 491 20285 SH SOLE 01 20285 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 381 13225 SH SOLE 01 13225 0 0
COLLAGENEX PHARMACEUTICALS I COM 19419B100 1163 70192 SH SOLE 02 70192 0 0
COMCAST CORP NEW CL A 20030N101 358 18500 SH SOLE 01 18500 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 1848 55000 SH SOLE 02 55000 0 0
COMPASS MINERALS INTL INC COM 20451N101 4777 81000 SH PUT SOLE 01 81000 0 0
COMPASS MINERALS INTL INC COM 20451N101 4486 76068 SH SOLE 01 76068 0 0
CONAGRA FOODS INC COM 205887102 446 18632 SH SOLE 01 18632 0 0
CONEXANT SYSTEMS INC COM 207142100 1783 3075000 SH SOLE 02 3075000 0 0
CONOCOPHILLIPS COM 20825C104 18378 241155 SH SOLE 01 241155 0 0
CONOCOPHILLIPS COM 20825C104 11432 150000 SH CALL SOLE 01 150000 0 0
CONOCOPHILLIPS COM 20825C104 23488 308200 SH PUT SOLE 01 308200 0 0
CONSOL ENERGY INC COM 20854P109 1446 20900 SH SOLE 01 20900 0 0
CONSOLIDATED EDISON INC COM 209115104 284 7146 SH SOLE 01 7146 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 235 4200 SH SOLE 01 4200 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1078 61027 SH SOLE 01 61027 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 1944 22020 SH SOLE 01 22020 0 0
CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 117 100000 PRN SOLE 01 100000 0 0
COOPER COS INC DBCV 2.625% 7/0 216648AG0 2497 2500000 PRN SOLE 01 2500000 0 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 148 100000 PRN SOLE 01 100000 0 0
COSTCO WHSL CORP NEW COM 22160K105 572 8805 SH SOLE 01 8805 0 0
COTT CORP QUE COM 22163N106 239 68165 SH SOLE 01 68165 0 0
COVANTA HLDG CORP COM 22282E102 1155 42000 SH CALL SOLE 01 42000 0 0
COVENTRY HEALTH CARE INC COM 222862104 614 15209 SH SOLE 01 15209 0 0
COVIDIEN LTD COM G2552X108 2290 51750 SH SOLE 02 51750 0 0
CRAY INC NOTE 3.000%12/0 225223AB2 1260 1436000 PRN SOLE 01 1436000 0 0
CROCS INC COM 227046109 183 10483 SH SOLE 01 10483 0 0
CROWN HOLDINGS INC COM 228368106 603 23971 SH SOLE 01 02 23971 0 0
CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 316 393000 PRN SOLE 01 393000 0 0
CSX CORP COM 126408103 469 8365 SH SOLE 01 8365 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1810 2020000 PRN SOLE 01 2020000 0 0
CUMMINS INC COM 231021106 1209 25828 SH SOLE 01 25828 0 0
CVS CAREMARK CORPORATION COM 126650100 5064 125000 SH CALL SOLE 01 125000 0 0
CVS CAREMARK CORPORATION COM 126650100 5064 125000 SH PUT SOLE 01 125000 0 0
CVS CAREMARK CORPORATION COM 126650100 9691 239224 SH SOLE 01 02 239224 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 380 16100 SH SOLE 01 16100 0 0
DAIMLER AG REG SHS D1668R123 5176 60500 SH SOLE 01 60500 0 0
DANAHER CORP DEL COM 235851102 1119 14716 SH SOLE 01 14716 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 33 29000 PRN SOLE 01 29000 0 0
DARDEN RESTAURANTS INC COM 237194105 948 29126 SH SOLE 01 02 29126 0 0
DAVITA INC COM 23918K108 776 16181 SH SOLE 01 02 16181 0 0
DEERE & CO COM 244199105 1551 19284 SH SOLE 01 19284 0 0
DENDREON CORP COM 24823Q107 9626 1997000 SH CALL SOLE 1997000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 11350 100400 SH SOLE 01 100400 0 0
DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 68 45000 PRN SOLE 01 45000 0 0
DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 932 945000 PRN SOLE 01 945000 0 0
DICKS SPORTING GOODS INC COM 253393102 244 9100 SH SOLE 01 9100 0 0
DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 180 180000 PRN SOLE 01 180000 0 0
DILLARDS INC CL A 254067101 356 20666 SH SOLE 01 20666 0 0
DIME CMNTY BANCSHARES COM 253922108 262 15000 SH SOLE 02 15000 0 0
DIRECTV GROUP INC COM 25459L106 476 19203 SH SOLE 01 19203 0 0
DISNEY WALT CO COM DISNEY 254687106 412 13140 SH SOLE 01 13140 0 0
DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 486 455000 PRN SOLE 01 455000 0 0
DOLBY LABORATORIES INC COM 25659T107 307 8466 SH SOLE 01 8466 0 0
DOMINION RES INC VA NEW COM 25746U109 283 6926 SH SOLE 01 6926 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 2809 2497000 PRN SOLE 01 2497000 0 0
DOUGLAS EMMETT INC COM 25960P109 950 43058 SH SOLE 01 43058 0 0
DOW CHEM CO COM 260543103 1813 49192 SH SOLE 01 49192 0 0
DRESS BARN INC COM 261570105 360 27828 SH SOLE 01 02 27828 0 0
DRS TECHNOLOGIES INC COM 23330X100 396 6800 SH SOLE 01 6800 0 0
DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 2981 2190000 PRN SOLE 01 2190000 0 0
DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 277 190000 PRN SOLE 01 190000 0 0
DTE ENERGY CO COM 233331107 268 6888 SH SOLE 01 6888 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1588 33962 SH SOLE 01 33962 0 0
DUKE ENERGY CORP NEW COM 26441C105 1062 59483 SH SOLE 01 59483 0 0
DUKE REALTY CORP COM NEW 264411505 396 17377 SH SOLE 01 17377 0 0
E M C CORP MASS COM 268648102 452 31524 SH SOLE 01 31524 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 590 503000 PRN SOLE 01 503000 0 0
EASTMAN CHEM CO COM 277432100 1176 18831 SH SOLE 01 18831 0 0
EASTMAN KODAK CO COM 277461109 187 10559 SH SOLE 01 10559 0 0
EBAY INC COM 278642103 8654 290000 SH CALL SOLE 01 290000 0 0
ECOLAB INC COM 278865100 738 16996 SH SOLE 01 16996 0 0
EDISON INTL COM 281020107 1253 25568 SH SOLE 01 25568 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 571 12809 SH SOLE 01 12809 0 0
EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 5549 5515000 PRN SOLE 01 5515000 0 0
ELAN PLC ADR 284131208 3515 168500 SH CALL SOLE 01 168500 0 0
ELAN PLC ADR 284131208 2023 97000 SH PUT SOLE 01 97000 0 0
ELECTRONIC DATA SYS NEW COM 285661104 251 15085 SH SOLE 01 15085 0 0
EMBARQ CORP COM 29078E105 640 15972 SH SOLE 01 15972 0 0
EMCORE CORP COM 290846104 87 15100 SH SOLE 01 15100 0 0
EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 45 70000 PRN SOLE 01 70000 0 0
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