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, 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: Larry Scarpa
Title: Authorized Person
Phone: 212-336-7090
Signature, Place, and Date of Signing:
/s/ Larry Scarpa Jersey City, NJ November 15, 2007
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: 2
Form13F Information Table Entry Total: 698
Form13F Information Table Value Total: $2,453,538 (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
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 12833 2576000 SH DEFINED 01 2576000 0 0
3M CO COM 88579Y101 214 2300 SH DEFINED 01 2300 0 0
ABBOTT LABS COM 002824100 2255 42017 SH DEFINED 01 02 42017 0 0
ABERCROMBIE & FITCH CO CL A 002896207 44548 551745 SH DEFINED 01 02 551745 0 0
ABN AMRO HLDG NV SPONSORED ADR 000937102 1050 20000 SH DEFINED 02 20000 0 0
ABRAXIS BIOSCIENCE INC COM 00383E106 686 30504 SH DEFINED 01 02 30504 0 0
ACCENTURE LTD BERMUDA CL A G1150G111 1040 26000 SH DEFINED 01 26000 0 0
ACE LTD ORD G0070K103 485 8000 SH DEFINED 01 8000 0 0
ACTIVISION INC NEW COM NEW 004930202 273 12856 SH DEFINED 01 12856 0 0
ACTUANT CORP CL A NEW 00508X203 451 6900 SH DEFINED 01 6900 0 0
ADAPTEC INC NOTE 0.750%12/2 00651FAG3 146 155000 PRN DEFINED 01 155000 0 0
ADTRAN INC COM 00738A106 230 10000 SH DEFINED 02 10000 0 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 217 7500 SH DEFINED 01 7500 0 0
ADVOCAT INC COM 007586100 243 22200 SH DEFINED 02 22200 0 0
AES CORP COM 00130H105 634 33526 SH DEFINED 01 33526 0 0
AETNA INC NEW COM 00817Y108 2248 41620 SH DEFINED 01 02 41620 0 0
AFLAC INC COM 001055102 578 10166 SH DEFINED 01 10166 0 0
AGNICO EAGLE MINES LTD *W EXP 11/07/20 008474132 222 8690 SH DEFINED 01 8690 0 0
AIRGAS INC COM 009363102 276 5900 SH DEFINED 01 5900 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 575 20000 SH CALL DEFINED 02 20000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 407 13842 SH DEFINED 01 13842 0 0
ALBEMARLE CORP COM 012653101 723 15914 SH DEFINED 01 15914 0 0
ALCAN INC COM 013716105 4864 48600 SH DEFINED 01 02 48600 0 0
ALCOA INC COM 013817101 29441 807838 SH DEFINED 01 807838 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 583 9242 SH DEFINED 01 9242 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 233 2300 SH DEFINED 01 2300 0 0
ALLERGAN INC COM 018490102 2256 35000 SH DEFINED 02 35000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1162 15000 SH DEFINED 01 15000 0 0
ALLIANCE IMAGING INC COM NEW 018606202 367 40500 SH DEFINED 02 40500 0 0
ALLTEL CORP COM 020039103 6229 90000 SH DEFINED 01 02 90000 0 0
ALTERA CORP COM 021441100 569 23464 SH DEFINED 01 23464 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 729 10990 SH DEFINED 01 02 10990 0 0
AMAZON COM INC COM 023135106 932 10000 SH DEFINED 02 10000 0 0
AMAZON COM INC NOTE 4.750% 2/0 023135AF3 8826 8000000 PRN DEFINED 01 8000000 0 0
AMBAC FINL GROUP INC COM 023139108 5500 86974 SH DEFINED 01 86974 0 0
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 52 51000 PRN DEFINED 01 51000 0 0
AMEDISYS INC COM 023436108 616 16015 SH DEFINED 01 02 16015 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 231 9400 SH DEFINED 01 9400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 37752 1437145 SH DEFINED 01 02 1437145 0 0
AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 458 933000 PRN DEFINED 01 933000 0 0
AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK8 1804 555000 PRN DEFINED 01 555000 0 0
AMERIGROUP CORP COM 03073T102 391 11900 SH DEFINED 01 11900 0 0
AMERIPRISE FINL INC COM 03076C106 226 3604 SH DEFINED 01 3604 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1587 35000 SH DEFINED 02 35000 0 0
AMERISTAR CASINOS INC COM 03070Q101 422 15000 SH DEFINED 02 15000 0 0
AMGEN INC COM 031162100 604 11071 SH DEFINED 01 11071 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 749 40000 SH DEFINED 02 40000 0 0
AMR CORP COM 001765106 4932 205790 SH DEFINED 01 205790 0 0
AMR CORP NOTE 4.500% 2/1 001765BB1 13037 10513000 PRN DEFINED 01 10513000 0 0
AMSURG CORP COM 03232P405 637 27600 SH DEFINED 02 27600 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 4355 88857 SH DEFINED 01 88857 0 0
ANADARKO PETE CORP COM 032511107 306 5750 SH DEFINED 01 5750 0 0
ANALOG DEVICES INC COM 032654105 656 17908 SH DEFINED 01 17908 0 0
ANHEUSER BUSCH COS INC COM 035229103 223 4462 SH DEFINED 01 4462 0 0
ANNALY CAP MGMT INC COM 035710409 213 14875 SH DEFINED 01 14875 0 0
ANNTAYLOR STORES CORP COM 036115103 903 28497 SH DEFINED 01 02 28497 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 271 50100 SH DEFINED 01 02 50100 0 0
AON CORP COM 037389103 387 8638 SH DEFINED 01 8638 0 0
APOLLO GROUP INC CL A 037604105 825 14017 SH DEFINED 01 14017 0 0
APPLE INC COM 037833100 8645 60517 SH DEFINED 01 02 60517 0 0
APPLERA CORP COM AP BIO GRP 038020103 965 32177 SH DEFINED 01 32177 0 0
APPLIED MATLS INC COM 038222105 942 45202 SH DEFINED 01 45202 0 0
ARCELOR MITTAL NY REGISTRY SH 03937E101 27070 411181 SH DEFINED 01 411181 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1649 50100 SH DEFINED 01 50100 0 0
ARCHSTONE SMITH TR COM 039583109 8722 146046 SH DEFINED 01 02 146046 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 420 10000 SH DEFINED 01 10000 0 0
ARRIS GROUP INC COM 04269Q100 3797 250800 SH DEFINED 01 250800 0 0
ARROW INTL INC COM 042764100 5459 120000 SH DEFINED 02 120000 0 0
ASE TEST LTD ORD Y02516105 1007 70149 SH DEFINED 01 70149 0 0
ASSISTED LIVING CONCPT NEV N CL A 04544X102 292 31900 SH DEFINED 02 31900 0 0
AT&T INC COM 00206R102 569 13636 SH DEFINED 01 13636 0 0
ATHEROS COMMUNICATIONS INC COM 04743P108 783 26189 SH DEFINED 01 02 26189 0 0
ATMI INC COM 00207R101 353 11876 SH DEFINED 02 11876 0 0
AUDIOCODES LTD NOTE 2.000%11/0 050732AB2 73 82000 PRN DEFINED 01 82000 0 0
AUGUSTA RES CORP COM NEW 050912203 747 292900 SH DEFINED 01 292900 0 0
AUTHORIZE NET HLDGS INC COM 052686102 529 30000 SH DEFINED 02 30000 0 0
AUTODESK INC COM 052769106 499 10000 SH PUT DEFINED 02 10000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 362 7876 SH DEFINED 01 7876 0 0
AUTOZONE INC COM 053332102 233 2043 SH DEFINED 01 2043 0 0
AVALONBAY CMNTYS INC COM 053484101 442 3766 SH DEFINED 01 3766 0 0
AVAYA INC COM 053499109 3000 176900 SH DEFINED 02 176900 0 0
AVAYA INC COM 053499109 373 22000 SH PUT DEFINED 02 22000 0 0
AVERY DENNISON CORP COM 053611109 437 7721 SH DEFINED 01 7721 0 0
AVNET INC COM 053807103 206 5086 SH DEFINED 01 5086 0 0
AVNET INC DBCV 2.000% 3/1 053807AL7 5915 4593000 PRN DEFINED 01 4593000 0 0
BAKER HUGHES INC COM 057224107 280 3099 SH DEFINED 01 3099 0 0
BALL CORP COM 058498106 1028 18814 SH DEFINED 01 18814 0 0
BALLARD PWR SYS INC COM 05858H104 174 35000 SH DEFINED 01 35000 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 99612 3724170 SH DEFINED 01 3724170 0 0
BANCORP INC DEL COM 05969A105 703 37700 SH DEFINED 01 37700 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 620 14033 SH DEFINED 01 02 14033 0 0
BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE3 93 115000 PRN DEFINED 01 115000 0 0
BARD C R INC COM 067383109 535 6087 SH DEFINED 01 6087 0 0
BARR PHARMACEUTICALS INC COM 068306109 2128 37400 SH DEFINED 02 37400 0 0
BAUSCH & LOMB INC COM 071707103 5205 81594 SH DEFINED 01 02 81594 0 0
BAYER A G SPONSORED ADR 072730302 14137 179150 SH DEFINED 01 02 179150 0 0
BB&T CORP COM 054937107 306 7500 SH DEFINED 01 7500 0 0
BEA SYS INC COM 073325102 1387 100000 SH CALL DEFINED 02 100000 0 0
BEBE STORES INC COM 075571109 12076 825450 SH DEFINED 01 02 825450 0 0
BECKMAN COULTER INC COM 075811109 464 6500 SH DEFINED 01 6500 0 0
BECTON DICKINSON & CO COM 075887109 2070 25243 SH DEFINED 01 02 25243 0 0
BEST BUY INC COM 086516101 1529 33000 SH DEFINED 01 33000 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 1488 1350000 PRN DEFINED 01 1350000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 31355 200000 SH DEFINED 01 200000 0 0
BIG LOTS INC COM 089302103 338 11221 SH DEFINED 01 11221 0 0
BIGBAND NETWORKS INC COM 089750509 169 16700 SH DEFINED 01 16700 0 0
BIOGEN IDEC INC COM 09062X103 283 4257 SH DEFINED 01 4257 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 264 10600 SH DEFINED 01 02 10600 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 693 30000 SH DEFINED 01 02 30000 0 0
BLOCK H & R INC COM 093671105 235 11100 SH DEFINED 01 02 11100 0 0
BMC SOFTWARE INC COM 055921100 597 18833 SH DEFINED 01 18833 0 0
BORDERS GROUP INC COM 099709107 13924 950100 SH DEFINED 01 950100 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2762 212440 SH DEFINED 01 212440 0 0
BROADCOM CORP CL A 111320107 390 10724 SH DEFINED 01 02 10724 0 0
BRUKER BIOSCIENCES CORP COM 116794108 266 30200 SH DEFINED 02 30200 0 0
BUILDING MATLS HLDG CORP COM 120113105 9630 668500 SH DEFINED 01 668500 0 0
BURGER KING HLDGS INC COM 121208201 453 17800 SH DEFINED 01 02 17800 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 695 8500 SH DEFINED 01 8500 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 10076 227614 SH DEFINED 01 02 227614 0 0
C D W CORP COM 12512N105 2180 25000 SH DEFINED 01 02 25000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 276 5076 SH DEFINED 01 5076 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2386 71200 SH DEFINED 01 71200 0 0
CACI INTL INC CL A 127190304 378 7400 SH DEFINED 01 7400 0 0
CAESARS ENTMT INC FRNT 4/1 127687AB7 6735 5000000 PRN DEFINED 01 5000000 0 0
CAPITAL SR LIVING CORP COM 140475104 259 31000 SH DEFINED 01 02 31000 0 0
CARDINAL HEALTH INC COM 14149Y108 1597 25500 SH DEFINED 01 02 25500 0 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 1403 1117000 PRN DEFINED 01 1117000 0 0
CARNIVAL CORP PAIRED CTF 143658300 878 18000 SH DEFINED 01 18000 0 0
CARNIVAL PLC ADR 14365C103 904 19000 SH DEFINED 01 19000 0 0
CATERPILLAR INC DEL COM 149123101 1641 21500 SH DEFINED 01 21500 0 0
CBRL GROUP INC COM 12489V106 286 6994 SH DEFINED 01 6994 0 0
CELANESE CORP DEL COM SER A 150870103 363 9600 SH DEFINED 01 9600 0 0
CELGENE CORP COM 151020104 201 2823 SH DEFINED 01 2823 0 0
CENTERPOINT ENERGY INC COM 15189T107 835 51415 SH DEFINED 01 51415 0 0
CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM9 14002 9511000 PRN DEFINED 01 9511000 0 0
CENTURYTEL INC COM 156700106 212 4605 SH DEFINED 01 4605 0 0
CEPHALON INC NOTE 2.000% 6/0 156708AP4 22418 13000000 PRN DEFINED 01 13000000 0 0
CGG VERITAS SPONSORED ADR 204386106 14697 287000 SH DEFINED 01 287000 0 0
CHARLES RIV LABS INTL INC COM 159864107 2006 35750 SH DEFINED 01 02 35750 0 0
CHARLOTTE RUSSE HLDG INC COM 161048103 307 21000 SH DEFINED 02 21000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1290 52000 SH DEFINED 01 02 52000 0 0
CHEMED CORP NEW COM 16359R103 752 12100 SH DEFINED 02 12100 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 335 350000 PRN DEFINED 01 350000 0 0
CHEVRON CORP NEW COM 166764100 5792 64700 SH DEFINED 01 64700 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 29196 1202064 SH DEFINED 01 02 1202064 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 364 15000 SH CALL DEFINED 02 15000 0 0
CHIPOTLE MEXICAN GRILL INC CL B 169656204 605 6440 SH DEFINED 01 6440 0 0
CHRISTOPHER & BANKS CORP COM 171046105 2884 237400 SH DEFINED 01 02 237400 0 0
CHRISTOPHER & BANKS CORP COM 171046105 1212 10000 SH CALL DEFINED 02 10000 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 1106 1000000 PRN DEFINED 01 1000000 0 0
CIENA CORP NOTE 3.750% 2/0 171779AA9 940 949000 PRN DEFINED 01 949000 0 0
CIGNA CORP COM 125509109 594 11206 SH DEFINED 01 02 11206 0 0
CINCINNATI FINL CORP COM 172062101 258 5964 SH DEFINED 01 5964 0 0
CIT GROUP INC COM 125581108 1024 25600 SH DEFINED 01 25600 0 0
CITIGROUP INC COM 172967101 9118 195010 SH DEFINED 01 195010 0 0
CKE RESTAURANTS INC COM 12561E105 9158 550000 SH DEFINED 01 550000 0 0
CLAUDE RES INC COM 182873109 48 40000 SH DEFINED 01 40000 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 583 15600 SH DEFINED 01 02 15600 0 0
CME GROUP INC COM 12572Q105 469 800 SH DEFINED 01 800 0 0
COACH INC COM 189754104 734 15590 SH DEFINED 01 15590 0 0
COCA COLA ENTERPRISES INC COM 191219104 363 15000 SH DEFINED 01 15000 0 0
COEUR D ALENE MINES CORP IDA COM 192108108 663 175000 SH SOLE 175000 0 0
COINMACH SVC CORP CL A 19259W206 1021 85100 SH DEFINED 01 02 85100 0 0
COINMACH SVC CORP UNIT 99/99/9999 19259W107 3879 209700 SH DEFINED 02 209700 0 0
COLDWATER CREEK INC COM 193068103 296 27272 SH DEFINED 01 02 27272 0 0
COMERICA INC COM 200340107 667 12766 SH DEFINED 01 12766 0 0
COMPUTER SCIENCES CORP COM 205363104 243 4347 SH DEFINED 01 4347 0 0
COMPUWARE CORP COM 205638109 120 15400 SH DEFINED 01 15400 0 0
CONCUR TECHNOLOGIES INC COM 206708109 563 17868 SH DEFINED 01 02 17868 0 0
CONEXANT SYSTEMS INC COM 207142100 1020 850000 SH DEFINED 02 850000 0 0
CONOCOPHILLIPS COM 20825C104 44401 540356 SH DEFINED 01 540356 0 0
CONSECO INC COM NEW 208464883 336 23146 SH DEFINED 01 23146 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 5115 58973 SH DEFINED 01 58973 0 0
COOPER INDS LTD CL A G24182100 245 4778 SH DEFINED 01 4778 0 0
COPART INC COM 217204106 441 13472 SH DEFINED 01 13472 0 0
CORINTHIAN COLLEGES INC COM 218868107 204 12756 SH DEFINED 01 12756 0 0
CORNELL COMPANIES INC COM 219141108 245 10400 SH DEFINED 02 10400 0 0
CORNING INC COM 219350105 998 40500 SH DEFINED 01 02 40500 0 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 156 100000 PRN DEFINED 01 100000 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 741 31974 SH DEFINED 01 31974 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 2852 150000 SH PUT DEFINED 02 150000 0 0
COVIDIEN LTD COM G2552X108 2220 53500 SH DEFINED 02 53500 0 0
CRAY INC NOTE 3.000%12/0 225223AB2 4933 5375000 PRN DEFINED 01 5375000 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 15304 740000 SH DEFINED 01 740000 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 3910 4000000 PRN DEFINED 01 4000000 0 0
CUMMINS INC COM 231021106 1451 11197 SH DEFINED 01 11197 0 0
CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 648 7500 SH DEFINED 01 7500 0 0
CVS CAREMARK CORPORATION COM 126650100 60314 1590030 SH DEFINED 01 02 1590030 0 0
CYBERONICS INC COM 23251P102 335 24000 SH DEFINED 01 02 24000 0 0
CYMER INC COM 232572107 1362 35301 SH DEFINED 01 02 35301 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 803 29236 SH DEFINED 01 29236 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK5 9764 8348000 PRN DEFINED 01 8348000 0 0
CYTYC CORP COM 232946103 4527 95000 SH DEFINED 02 95000 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 33 29000 PRN DEFINED 01 29000 0 0
DARDEN RESTAURANTS INC COM 237194105 603 14204 SH DEFINED 01 14204 0 0
DAVITA INC COM 23918K108 1490 23600 SH DEFINED 01 02 23600 0 0
DEAN FOODS CO NEW COM 242370104 270 10571 SH DEFINED 01 10571 0 0
DEERE & CO COM 244199105 1541 10451 SH DEFINED 01 10451 0 0
DEVON ENERGY CORP NEW COM 25179M103 2607 32840 SH DEFINED 01 32840 0 0
DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 900 511000 PRN DEFINED 01 511000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 321 2900 SH DEFINED 01 2900 0 0
DIAMONDS TR UNIT SER 1 252787106 3245 24160 SH DEFINED 01 24160 0 0
DICKS SPORTING GOODS INC COM 253393102 284 4100 SH DEFINED 01 4100 0 0
DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 1053 945000 PRN DEFINED 01 945000 0 0
DIGITAL RIV INC COM 25388B104 1208 27000 SH DEFINED 02 27000 0 0
DIRECTV GROUP INC COM 25459L106 584 24136 SH DEFINED 01 24136 0 0
DISCOVER FINL SVCS COM 254709108 1192 55400 SH DEFINED 01 55400 0 0
DISCOVERY HOLDING CO CL A COM 25468Y107 226 7900 SH DEFINED 01 7900 0 0
DOMINION RES INC VA NEW COM 25746U109 680 7944 SH DEFINED 01 7944 0 0
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 64 56000 PRN DEFINED 01 56000 0 0
DOMTAR CORP COM 257559104 1800 225000 SH DEFINED 01 225000 0 0
DOW CHEM CO COM 260543103 251 5853 SH DEFINED 01 5853 0 0
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EARTHLINK INC COM 270321102 150 18875 SH DEFINED 01 18875 0 0
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EASTMAN KODAK CO COM 277461109 498 18500 SH DEFINED 01 18500 0 0
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ECLIPSYS CORP COM 278856109 277 11990 SH DEFINED 01 11990 0 0
EDISON INTL COM 281020107 742 13052 SH DEFINED 01 13052 0 0
EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 5516 5300000 PRN DEFINED 01 5300000 0 0
EL PASO CORP COM 28336L109 215 12640 SH DEFINED 01 12640 0 0
ELECTRONIC ARTS INC COM 285512109 555 9915 SH DEFINED 01 9915 0 0
ELECTRONIC DATA SYS NEW COM 285661104 468 21480 SH DEFINED 01 21480 0 0
ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF1 202 201000 PRN DEFINED 01 201000 0 0
ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 109 102000 PRN DEFINED 01 102000 0 0
EMBARQ CORP COM 29078E105 548 9900 SH DEFINED 01 9900 0 0
EMERSON ELEC CO COM 291011104 332 6244 SH DEFINED 01 6244 0 0
EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB3 60 70000 PRN DEFINED 01 70000 0 0
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ENDEAVOUR INTL CORP COM 29259G101 6345 5469595 SH DEFINED 01 5469595 0 0
ENSCO INTL INC COM 26874Q100 241 4263 SH DEFINED 01 4263 0 0
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EXPEDIA INC DEL COM 30212P105 320 10092 SH DEFINED 01 10092 0 0
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FEI CO NOTE 6/1 30241LAD1 11639 10656000 PRN DEFINED 01 10656000 0 0
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FIDELITY NATL INFORMATION SV COM 31620M106 490 11000 SH DEFINED 01 11000 0 0
FINISH LINE INC CL A 317923100 583 130638 SH DEFINED 01 02 130638 0 0
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FIRST SOLAR INC COM 336433107 623 5434 SH DEFINED 01 5434 0 0
FIRSTENERGY CORP COM 337932107 2785 43647 SH DEFINED 01 43647 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 4475 312759 SH DEFINED 01 312759 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 684 58091 SH DEFINED 01 58091 0 0
FLORIDA ROCK INDS INC COM 341140101 1562 25000 SH DEFINED 02 25000 0 0
FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 5113 2166000 PRN DEFINED 01 2166000 0 0
FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 3259 3000000 PRN DEFINED 01 3000000 0 0
FOREST LABS INC COM 345838106 1779 48839 SH DEFINED 01 48839 0 0
FPL GROUP INC COM 302571104 626 10197 SH DEFINED 01 10197 0 0
FRANCE TELECOM SPONSORED ADR 35177Q105 3006 100000 SH DEFINED 01 100000 0 0
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