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, 2007
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 February 21, 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: 1005
Form13F Information Table Value Total: $4,814,990 (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-NEW 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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3COM CORP COM 885535104 1062 235000 SH SOLE 01 02 235000 0 0
3COM CORP COM 885535104 1130 250000 SH CALL SOLE 02 250000 0 0
ABBOTT LABS COM 002824100 1973 35143 SH SOLE 01 02 35143 0 0
ABERCROMBIE & FITCH CO CL A 002896207 42392 530100 SH SOLE 02 530100 0 0
ACCENTURE LTD BERMUDA CL A G1150G111 873 24243 SH SOLE 01 24243 0 0
ACCESS INTEGRATED TECHNLGS I CL A 004329108 72 16100 SH SOLE 02 16100 0 0
ACCURAY INC COM 004397105 320 21000 SH SOLE 02 21000 0 0
ACE LTD ORD G0070K103 815 13191 SH SOLE 01 13191 0 0
ADOBE SYS INC COM 00724F101 488 11419 SH SOLE 01 11419 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 255 6700 SH SOLE 01 6700 0 0
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 2385 3000000 PRN SOLE 01 3000000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 675 90000 SH PUT SOLE 01 90000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 693 92388 SH SOLE 01 92388 0 0
ADVOCAT INC COM 007586100 220 20000 SH SOLE 02 20000 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 392 10200 SH SOLE 01 10200 0 0
AEP INDS INC COM 001031103 6854 214130 SH SOLE 04 214130 0 0
AEROPOSTALE COM 007865108 5992 226100 SH SOLE 02 226100 0 0
AEROPOSTALE COM 007865108 2650 100000 SH CALL SOLE 02 100000 0 0
AES CORP COM 00130H105 328 15356 SH SOLE 01 15356 0 0
AES CORP COM 00130H105 5730 267900 SH CALL SOLE 01 267900 0 0
AETNA INC NEW COM 00817Y108 1492 25843 SH SOLE 01 02 25843 0 0
AFLAC INC COM 001055102 283 4525 SH SOLE 01 4525 0 0
AGCO CORP COM 001084102 248 3650 SH SOLE 01 3650 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 90 50000 PRN SOLE 01 50000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 976 26562 SH SOLE 01 26562 0 0
AIR PRODS & CHEMS INC COM 009158106 2745 27829 SH SOLE 01 27829 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 945 27303 SH SOLE 01 27303 0 0
ALBEMARLE CORP COM 012653101 389 9426 SH SOLE 01 9426 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 370 50500 SH CALL SOLE 01 50500 0 0
ALCOA INC COM 013817101 15000 410400 SH PUT SOLE 01 410400 0 0
ALCOA INC COM 013817101 16605 454300 SH CALL SOLE 01 454300 0 0
ALCOA INC COM 013817101 6504 177942 SH SOLE 01 177942 0 0
ALCON INC COM SHS H01301102 214 1500 SH SOLE 01 1500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6753 90000 SH CALL SOLE 01 90000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1777 23681 SH SOLE 01 23681 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5177 69000 SH PUT SOLE 01 69000 0 0
ALIGN TECHNOLOGY INC COM 016255101 250 15000 SH SOLE 02 15000 0 0
ALLEGHENY ENERGY INC COM 017361106 241 3795 SH SOLE 01 3795 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 533 6164 SH SOLE 01 6164 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1125 15000 SH SOLE 02 15000 0 0
ALLIANCE IMAGING INC COM NEW 018606202 382 39700 SH SOLE 02 39700 0 0
ALLIANT ENERGY CORP COM 018802108 235 5778 SH SOLE 01 5778 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 277 2439 SH SOLE 01 2439 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 397 36045 SH SOLE 01 36045 0 0
ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 216 4305 SH SOLE 01 4305 0 0
ALTERA CORP COM 021441100 462 23906 SH SOLE 01 23906 0 0
ALTRIA GROUP INC COM 02209S103 1175 15548 SH SOLE 01 15548 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2050 34100 SH CALL SOLE 01 34100 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1912 31800 SH PUT SOLE 01 31800 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 705 11728 SH SOLE 01 02 11728 0 0
AMAZON COM INC COM 023135106 271 2927 SH SOLE 01 2927 0 0
AMBAC FINL GROUP INC COM 023139108 1371 53200 SH CALL SOLE 01 53200 0 0
AMBAC FINL GROUP INC COM 023139108 2067 80200 SH PUT SOLE 01 80200 0 0
AMBAC FINL GROUP INC COM 023139108 2160 83806 SH SOLE 01 83806 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 29699 1429912 SH SOLE 01 02 1429912 0 0
AMERICAN ELEC PWR INC COM 025537101 414 8893 SH SOLE 01 8893 0 0
AMERICAN EXPRESS CO COM 025816109 769 14789 SH SOLE 01 02 14789 0 0
AMERICAN EXPRESS CO COM 025816109 12615 242500 SH CALL SOLE 01 242500 0 0
AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 479 935000 PRN SOLE 01 935000 0 0
AMERICAN FINL RLTY TR COM 02607P305 407 50710 SH SOLE 01 50710 0 0
AMERICAN TOWER CORP CL A 029912201 2513 59000 SH PUT SOLE 01 59000 0 0
AMERICREDIT CORP COM 03060R101 146653 11466200 SH SOLE 01 02 11466200 0 0
AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 5280 8000000 PRN SOLE 04 8000000 0 0
AMERICREDIT CORP COM 03060R101 640 50000 SH CALL SOLE 02 50000 0 0
AMERIGROUP CORP COM 03073T102 3646 100038 SH SOLE 01 100038 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2470 55032 SH SOLE 01 02 55032 0 0
AMGEN INC COM 031162100 929 20000 SH PUT SOLE 01 20000 0 0
AMGEN INC COM 031162100 515 11099 SH SOLE 01 02 11099 0 0
AMGEN INC COM 031162100 17991 387400 SH CALL SOLE 01 387400 0 0
AMR CORP NOTE 4.500% 2/1 001765BB1 15453 14913000 PRN SOLE 01 14913000 0 0
AMR CORP COM 001765106 692 49290 SH SOLE 01 49290 0 0
AMR CORP COM 001765106 3373 240400 SH CALL SOLE 01 240400 0 0
AMSURG CORP COM 03232P405 677 25000 SH SOLE 02 25000 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 8103 219000 SH PUT SOLE 01 219000 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 4380 118382 SH SOLE 01 118382 0 0
ANADARKO PETE CORP COM 032511107 1570 23887 SH SOLE 01 23887 0 0
ANADIGICS INC COM 032515108 1375 118813 SH SOLE 02 118813 0 0
ANNALY CAP MGMT INC COM 035710409 201 11075 SH SOLE 01 11075 0 0
AON CORP COM 037389103 886 18570 SH SOLE 01 18570 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 706 20312 SH SOLE 01 20312 0 0
APEX SILVER MINES LTD ORD G04074103 2912 191100 SH CALL SOLE 01 191100 0 0
APOLLO GROUP INC CL A 037604105 774 11039 SH SOLE 01 11039 0 0
APP PHARMACEUTICALS INC COM 00202H108 205 20000 SH SOLE 02 20000 0 0
APPLE INC COM 037833100 54472 275000 SH CALL SOLE 01 275000 0 0
APPLE INC COM 037833100 29118 147000 SH PUT SOLE 01 147000 0 0
APPLE INC COM 037833100 10841 54730 SH SOLE 01 02 54730 0 0
APPLIED MATLS INC COM 038222105 1773 99837 SH SOLE 01 99837 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 5930 274896 SH SOLE 01 274896 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 7321 339400 SH PUT SOLE 01 339400 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 6666 86181 SH SOLE 01 86181 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2026 50520 SH SOLE 01 50520 0 0
ARRIS GROUP INC COM 04269Q100 847 84900 SH SOLE 01 84900 0 0
ASHLAND INC NEW COM 044209104 530 11168 SH SOLE 01 11168 0 0
ASM INTL N V COM N07045102 10601 442631 SH SOLE 01 442631 0 0
ASPREVA PHARMACEUTICALS CORP COM 04538T109 2236 86000 SH SOLE 02 86000 0 0
ASSISTED LIVING CONCPT NEV N CL A 04544X102 108 14400 SH SOLE 01 02 14400 0 0
ASSURANT INC COM 04621X108 717 10724 SH SOLE 01 10724 0 0
ASSURED GUARANTY LTD COM G0585R106 1435 54072 SH SOLE 01 54072 0 0
ASTA FDG INC COM 046220109 245 9255 SH SOLE 01 9255 0 0
ASTORIA FINL CORP COM 046265104 589 25319 SH SOLE 01 02 25319 0 0
ATHENAHEALTH INC COM 04685W103 1265 35147 SH SOLE 01 02 35147 0 0
ATHEROGENICS INC COM 047439104 18 47400 SH CALL SOLE 01 47400 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 50471 930850 SH SOLE 04 930850 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 310 16156 SH SOLE 01 16156 0 0
AUGUSTA RES CORP COM NEW 050912203 3183 725000 SH SOLE 04 725000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 251 5640 SH SOLE 01 5640 0 0
AUTOZONE INC COM 053332102 1141 9514 SH SOLE 01 9514 0 0
AVNET INC DBCV 2.000% 3/1 053807AL7 40 34000 PRN SOLE 01 34000 0 0
AVON PRODS INC COM 054303102 543 13735 SH SOLE 01 13735 0 0
BAIDU COM INC SPON ADR REP A 056752108 1014 2600 SH SOLE 01 02 2600 0 0
BAIDU COM INC SPON ADR REP A 056752108 64746 166100 SH CALL SOLE 01 166100 0 0
BAKER HUGHES INC COM 057224107 2028 25000 SH PUT SOLE 01 25000 0 0
BAKER HUGHES INC COM 057224107 17509 215900 SH CALL SOLE 01 215900 0 0
BAKER HUGHES INC COM 057224107 986 12159 SH SOLE 01 12159 0 0
BALL CORP COM 058498106 970 21560 SH SOLE 01 21560 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1517 31109 SH SOLE 01 02 31109 0 0
BARD C R INC COM 067383109 248 2617 SH SOLE 01 2617 0 0
BARR PHARMACEUTICALS INC COM 068306109 1692 31855 SH SOLE 01 02 31855 0 0
BAXTER INTL INC COM 071813109 1070 18433 SH SOLE 01 18433 0 0
BAYER AG SPON ADR 72730302 910 10000 SH SOLE 02 10000 0 0
BCE INC COM NEW 05534B760 795 20000 SH SOLE 01 20000 0 0
BEA SYS INC COM 073325102 11835 750000 SH SOLE 01 750000 0 0
BEAR STEARNS COS INC COM 073902108 927 10504 SH SOLE 01 10504 0 0
BEBE STORES INC COM 075571109 12337 959353 SH SOLE 02 959353 0 0
BECKMAN COULTER INC COM 075811109 2912 40000 SH CALL SOLE 01 40000 0 0
BECTON DICKINSON & CO COM 075887109 1600 19145 SH SOLE 01 02 19145 0 0
BEST BUY INC COM 086516101 1400 26600 SH PUT SOLE 01 26600 0 0
BEST BUY INC COM 086516101 2633 50000 SH CALL SOLE 01 50000 0 0
BEST BUY INC COM 086516101 4257 80850 SH SOLE 01 80850 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 27225 388700 SH SOLE 01 388700 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 1434 23400 SH SOLE 01 23400 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 365 25316 SH SOLE 01 25316 0 0
BIOGEN IDEC INC COM 09062X103 3102 54495 SH SOLE 01 54495 0 0
BIOGEN IDEC INC COM 09062X103 6432 113000 SH PUT SOLE 01 113000 0 0
BIOVAIL CORP COM 09067J109 3353 249100 SH CALL SOLE 01 249100 0 0
BJ SVCS CO COM 055482103 261 10719 SH SOLE 01 10719 0 0
BLACK & DECKER CORP COM 091797100 931 13363 SH SOLE 01 13363 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 306 20000 SH SOLE 01 20000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 553 25000 SH SOLE 02 25000 0 0
BLOCKBUSTER INC CL A 093679108 195 50000 SH CALL SOLE 01 50000 0 0
BLUE COAT SYSTEMS INC COM NEW 09534T508 1028 31260 SH SOLE 01 02 31260 0 0
BMC SOFTWARE INC COM 055921100 209 5874 SH SOLE 01 5874 0 0
BOEING CO COM 097023105 460 5260 SH SOLE 01 5260 0 0
BOLT TECHNOLOGY CORP COM 097698104 292 7700 SH SOLE 01 7700 0 0
BOSTON PROPERTIES INC COM 101121101 2462 26813 SH SOLE 01 26813 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15323 1317500 SH CALL SOLE 01 1317500 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2337 200986 SH SOLE 01 200986 0 0
BRADLEY PHARMACEUTICALS INC COM 104576103 617 31300 SH PUT SOLE 01 31300 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8486 320000 SH PUT SOLE 01 320000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9916 373911 SH SOLE 01 373911 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 46195 1741900 SH CALL SOLE 01 1741900 0 0
BROADCOM CORP CL A 111320107 1404 53725 SH SOLE 01 02 53725 0 0
BRUKER BIOSCIENCES CORP COM 116794108 538 40453 SH SOLE 01 02 40453 0 0
BRUNSWICK CORP COM 117043109 770 45170 SH SOLE 01 45170 0 0
BUNGE LIMITED COM G16962105 338 2907 SH SOLE 01 2907 0 0
BURGER KING HLDGS INC COM 121208201 659 23100 SH SOLE 02 23100 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 2497 41000 SH SOLE 02 41000 0 0
CA INC COM 12673P105 844 33821 SH SOLE 01 33821 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3318 135420 SH SOLE 01 135420 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2450 100000 SH PUT SOLE 01 100000 0 0
CAESARS ENTMT INC FRNT 4/1 127687AB7 7960 5865000 PRN SOLE 01 5865000 0 0
CAI INTERNATIONAL INC COM 12477X106 316 30000 SH SOLE 01 30000 0 0
CAL MAINE FOODS INC COM NEW 128030202 379 14300 SH SOLE 01 14300 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 635 13200 SH SOLE 01 13200 0 0
CAPITAL ONE FINL CORP COM 14040H105 886 18748 SH SOLE 01 18748 0 0
CAPITAL SR LIVING CORP COM 140475104 334 33600 SH SOLE 01 02 33600 0 0
CAPITALSOURCE INC COM 14055X102 348 19779 SH SOLE 01 19779 0 0
CARDINAL HEALTH INC COM 14149Y108 1155 20000 SH SOLE 02 20000 0 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 1165 997000 PRN SOLE 01 997000 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 451 5996 SH SOLE 01 5996 0 0
CATERPILLAR INC DEL COM 149123101 816 11233 SH SOLE 01 11233 0 0
CBS CORP NEW CL B 124857202 1428 52400 SH PUT SOLE 01 52400 0 0
CBS CORP NEW CL B 124857202 451 16541 SH SOLE 01 16541 0 0
CELGENE CORP COM 151020104 1736 37552 SH SOLE 01 02 37552 0 0
CELGENE CORP COM 151020104 4570 98900 SH PUT SOLE 01 98900 0 0
CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM9 14576 9511000 PRN SOLE 01 9511000 0 0
CENTURYTEL INC COM 156700106 1236 29809 SH SOLE 01 29809 0 0
CEPHALON INC COM 156708109 362 5037 SH SOLE 01 02 5037 0 0
CEPHALON INC NOTE 2.000% 6/0 156708AP4 4950 3000000 PRN SOLE 01 3000000 0 0
CGG VERITAS SPONSORED ADR 204386106 404 7200 SH SOLE 01 7200 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1098 50000 SH SOLE 02 50000 0 0
CHEMED CORP NEW COM 16359R103 1285 23000 SH SOLE 02 23000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 286 7302 SH SOLE 01 7302 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 377 350000 PRN SOLE 01 350000 0 0
CHESAPEAKE ENERGY CORP PFD CONV 165167842 887 7900 SH SOLE 01 7900 0 0
CHESAPEAKE ENERGY CORP 6.25% PFD CONV 165167818 612 2000 SH SOLE 01 2000 0 0
CHEVRON CORP NEW COM 166764100 267 2859 SH SOLE 01 2859 0 0
CHICOS FAS INC COM 168615102 181 20000 SH CALL SOLE 02 20000 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 25618 987954 SH SOLE 01 02 987954 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 648 25000 SH CALL SOLE 01 25000 0 0
CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 222 5000 SH SOLE 02 5000 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 9273 62573 SH SOLE 01 62573 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1482 10000 SH CALL SOLE 01 10000 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1482 10000 SH PUT SOLE 01 10000 0 0
CHOICEPOINT INC COM 170388102 438 12038 SH SOLE 01 12038 0 0
CIENA CORP COM NEW 171779309 595 17458 SH SOLE 01 17458 0 0
CIENA CORP NOTE 0.250% 5/0 171779AB7 211 202000 PRN SOLE 01 202000 0 0
CIGNA CORP COM 125509109 257 4781 SH SOLE 01 4781 0 0
CISCO SYS INC COM 17275R102 3273 120865 SH SOLE 01 02 120865 0 0
CITIGROUP INC COM 172967101 10996 373506 SH SOLE 01 373506 0 0
CITIGROUP INC COM 172967101 11776 400000 SH CALL SOLE 01 400000 0 0
CITIGROUP INC COM 172967101 29293 995000 SH PUT SOLE 01 995000 0 0
CITRIX SYS INC COM 177376100 816 21462 SH SOLE 01 21462 0 0
CLAUDE RES INC COM 182873109 56 40000 SH SOLE 01 40000 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4853 140600 SH SOLE 01 02 140600 0 0
CLEARWIRE CORP CL A 185385309 254 18549 SH SOLE 01 18549 0 0
CME GROUP INC COM 12572Q105 241 351 SH SOLE 01 351 0 0
CME GROUP INC COM 12572Q105 3224 4700 SH PUT SOLE 01 4700 0 0
CMS ENERGY CORP COM 125896100 232 13326 SH SOLE 01 13326 0 0
CNET NETWORKS INC COM 12613R104 65212 7134800 SH SOLE 01 7134800 0 0
COCA COLA CO COM 191216100 81168 1322600 SH CALL SOLE 01 1322600 0 0
COCA COLA CO COM 191216100 17914 291900 SH PUT SOLE 01 291900 0 0
COCA COLA CO COM 191216100 1466 23880 SH SOLE 01 23880 0 0
COCA COLA ENTERPRISES INC COM 191219104 287 11021 SH SOLE 01 11021 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 377 11115 SH SOLE 01 11115 0 0
COLGATE PALMOLIVE CO COM 194162103 404 5178 SH SOLE 01 5178 0 0
COMCAST CORP NEW CL A SPL 20030N200 2265 125000 SH PUT SOLE 01 125000 0 0
COMMERCE BANCORP INC NJ COM 200519106 2180 57165 SH SOLE 01 57165 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 922 25000 SH SOLE 02 25000 0 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 4799 146900 SH SOLE 01 146900 0 0
COMPUTER SCIENCES CORP COM 205363104 824 16649 SH SOLE 01 16649 0 0
COMPUWARE CORP COM 205638109 140 15796 SH SOLE 01 15796 0 0
COMTECH GROUP INC COM NEW 205821200 478 29700 SH SOLE 01 29700 0 0
CONAGRA FOODS INC COM 205887102 2247 94442 SH SOLE 01 94442 0 0
CONEXANT SYSTEMS INC COM 207142100 2552 3075000 SH SOLE 02 3075000 0 0
CONOCOPHILLIPS COM 20825C104 43427 491812 SH SOLE 01 491812 0 0
CONOCOPHILLIPS COM 20825C104 59753 676700 SH CALL SOLE 01 676700 0 0
CONOCOPHILLIPS COM 20825C104 86887 984000 SH PUT SOLE 01 984000 0 0
CONSOL ENERGY INC COM 20854P109 524 7329 SH SOLE 01 7329 0 0
CONSTELLATION BRANDS INC CL A 21036P108 325 13760 SH SOLE 01 13760 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 251 2445 SH SOLE 01 2445 0 0
CONTINENTAL AIRLS INC CL B 210795308 475 21348 SH SOLE 01 21348 0 0
CONVERGYS CORP COM 212485106 262 15924 SH SOLE 01 15924 0 0
COOPER COS INC DBCV 2.625% 7/0 216648AG0 5125 5000000 PRN SOLE 01 5000000 0 0
COPART INC COM 217204106 271 6372 SH SOLE 01 6372 0 0
CORNING INC COM 219350105 3024 126081 SH SOLE 01 02 126081 0 0
CORNING INC COM 219350105 1466 61100 SH PUT SOLE 01 61100 0 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 158 100000 PRN SOLE 01 100000 0 0
COSTCO WHSL CORP NEW COM 22160K105 25811 370000 SH CALL SOLE 01 370000 0 0
COSTCO WHSL CORP NEW COM 22160K105 3488 50000 SH PUT SOLE 01 50000 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 529 59156 SH SOLE 01 02 59156 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 894 100000 SH CALL SOLE 02 100000 0 0
COVANTA HLDG CORP COM 22282E102 2476 89500 SH CALL SOLE 01 89500 0 0
COVANTA HLDG CORP COM 22282E102 2766 100000 SH PUT SOLE 01 100000 0 0
COVIDIEN LTD COM G2552X108 1753 39600 SH SOLE 01 02 39600 0 0
CRANE CO COM 224399105 332 7737 SH SOLE 01 7737 0 0
CRAY INC NOTE 3.000%12/0 225223AB2 4804 5375000 PRN SOLE 01 5375000 0 0
CREE INC COM 225447101 273 9940 SH SOLE 01 9940 0 0
CROCS INC COM 227046109 774 21028 SH SOLE 01 02 21028 0 0
CROWN CASTLE INTL CORP COM 228227104 263 6318 SH SOLE 01 6318 0 0
CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 7183 8500000 PRN SOLE 01 8500000 0 0
CSX CORP COM 126408103 771 17528 SH SOLE 01 17528 0 0
CSX CORP COM 126408103 1759 40000 SH CALL SOLE 01 40000 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 2823 2968000 PRN SOLE 01 2968000 0 0
CUMMINS INC COM 231021106 1143 8973 SH SOLE 01 8973 0 0
CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 1344 15000 SH SOLE 01 15000 0 0
CV THERAPEUTICS INC COM 126667104 1810 200000 SH CALL SOLE 01 200000 0 0
CVS CAREMARK CORPORATION COM 126650100 2353 59200 SH CALL SOLE 01 59200 0 0
CVS CAREMARK CORPORATION COM 126650100 36924 928900 SH PUT SOLE 01 928900 0 0
CVS CAREMARK CORPORATION COM 126650100 61818 1555156 SH SOLE 01 02 1555156 0 0
CYBERONICS INC COM 23251P102 286 21700 SH SOLE 01 02 21700 0 0
CYBERONICS INC COM 23251P102 3737 284000 SH CALL SOLE 01 284000 0 0
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 552 50000 SH CALL SOLE 01 50000 0 0
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 2206 200000 SH PUT SOLE 01 200000 0 0
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 181 16453 SH SOLE 01 16453 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 7206 200000 SH CALL SOLE 01 200000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 12162 337542 SH SOLE 01 337542 0 0
D R HORTON INC COM 23331A109 1646 125000 SH PUT SOLE 02 125000 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 37 29000 PRN SOLE 01 29000 0 0
DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 14 75000 SH SOLE 01 75000 0 0
DARDEN RESTAURANTS INC COM 237194105 586 21153 SH SOLE 01 21153 0 0
DAVITA INC COM 23918K108 1203 21356 SH SOLE 01 02 21356 0 0
DEAN FOODS CO NEW COM 242370104 445 17225 SH SOLE 01 17225 0 0
DEERE & CO COM 244199105 232 2494 SH SOLE 01 2494 0 0
DELL INC COM 24702R101 1574 64200 SH CALL SOLE 01 64200 0 0
DENDREON CORP COM 24823Q107 446 71700 SH CALL SOLE 01 03 71700 0 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 682 17823 SH SOLE 01 17823 0 0
DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 803 505000 PRN SOLE 01 505000 0 0
DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 60 38000 PRN SOLE 01 38000 0 0
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