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, 2009
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 13, 2009
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: 1336
Form13F Information Table Value Total: $2,446,617 (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 28-13184 Jefferies & Company, Inc.
02 28-11239 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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3COM CORP COM 885535104 316 60400 SH SOLE 01 60400 0 0
3SBIO INC SPONSORED ADR 88575Y105 327 29700 SH CALL SOLE 01 29700 0 0
A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 18 23000 PRN SOLE 01 23000 0 0
A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 97 127000 PRN SOLE 01 127000 0 0
A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 125 179000 PRN SOLE 01 179000 0 0
ABAXIS INC COM 002567105 3662 136890 SH SOLE 01 136890 0 0
ABAXIS INC COM 002567105 1070 40000 SH CALL SOLE 01 40000 0 0
ABAXIS INC COM 002567105 3879 145000 SH PUT SOLE 01 145000 0 0
ABBOTT LABS COM 002824100 2572 52000 SH PUT SOLE 01 52000 0 0
ABBOTT LABS COM 002824100 1484 30000 SH CALL SOLE 01 30000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1756 53417 SH SOLE 01 53417 0 0
ABOVENET INC COM 00374N107 322 6600 SH SOLE 01 6600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1621 43500 SH SOLE 01 43500 0 0
ACME PACKET INC COM 004764106 1346 134507 SH SOLE 01 02 134507 0 0
ACORDA THERAPEUTICS INC COM 00484M106 582 25000 SH CALL SOLE 01 25000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 301 24258 SH SOLE 01 24258 0 0
ACTUANT CORP SDCV 2.000%11/1 00508XAB0 269 264000 PRN SOLE 01 264000 0 0
ADVANCED BATTERY TECHNOLOG I COM 00752H102 55 12600 SH SOLE 01 12600 0 0
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 147 175000 PRN SOLE 01 175000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 71 12500 SH SOLE 01 12500 0 0
AEROPOSTALE COM 007865108 271 6227 SH SOLE 01 6227 0 0
AES CORP COM 00130H105 153 10318 SH SOLE 01 10318 0 0
AETNA INC NEW COM 00817Y108 1345 48346 SH SOLE 01 48346 0 0
AETNA INC NEW COM 00817Y108 445 16000 SH CALL SOLE 01 16000 0 0
AETNA INC NEW COM 00817Y108 2374 85300 SH PUT SOLE 01 85300 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 5796 107000 SH SOLE 01 107000 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 623 11500 SH PUT SOLE 01 11500 0 0
AFLAC INC COM 001055102 489 11440 SH SOLE 01 11440 0 0
AFLAC INC COM 001055102 534 12500 SH CALL SOLE 01 12500 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 1436 1500000 PRN SOLE 01 1500000 0 0
AGCO CORP NOTE 1.750%12/3 001084AL6 13 10000 PRN SOLE 01 10000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 377 13564 SH SOLE 01 13564 0 0
AGRIUM INC COM 008916108 498 10000 SH PUT SOLE 01 10000 0 0
AIR PRODS & CHEMS INC COM 009158106 240 3100 SH SOLE 01 3100 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 356 48500 SH SOLE 01 48500 0 0
AK STL HLDG CORP COM 001547108 3060 155093 SH SOLE 01 155093 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1196 60759 SH SOLE 01 60759 0 0
ALASKA AIR GROUP INC COM 011659109 2518 94000 SH PUT SOLE 01 94000 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 1650 750000 PRN SOLE 01 750000 0 0
ALCOA INC COM 013817101 922 70300 SH PUT SOLE 01 70300 0 0
ALCOA INC COM 013817101 27359 2085300 SH CALL SOLE 01 2085300 0 0
ALCOA INC COM 013817101 27083 2064231 SH SOLE 01 2064231 0 0
ALCON INC COM SHS H01301102 971 7000 SH PUT SOLE 01 7000 0 0
ALCON INC COM SHS H01301102 2773 20000 SH CALL SOLE 01 20000 0 0
ALEXANDER & BALDWIN INC COM 014482103 211 6570 SH SOLE 01 6570 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 376 8443 SH SOLE 01 8443 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 891 20000 SH CALL SOLE 01 20000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 891 20000 SH PUT SOLE 01 20000 0 0
ALIGN TECHNOLOGY INC COM 016255101 422 29700 SH CALL SOLE 01 29700 0 0
ALLEGHENY ENERGY INC COM 017361106 861 32453 SH SOLE 01 32453 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 346 291000 PRN SOLE 01 291000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 845 24151 SH SOLE 01 24151 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 220 6300 SH CALL SOLE 01 6300 0 0
ALLERGAN INC COM 018490102 389 6856 SH SOLE 01 6856 0 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 668 595000 PRN SOLE 01 595000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 340 5566 SH SOLE 01 5566 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 855 14000 SH PUT SOLE 01 14000 0 0
ALLIANT ENERGY CORP COM 018802108 312 11203 SH SOLE 01 11203 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 1113 14300 SH CALL SOLE 01 14300 0 0
ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 695 14500 SH SOLE 01 14500 0 0
ALLOS THERAPEUTICS INC COM 019777101 386 53200 SH SOLE 01 53200 0 0
ALLOS THERAPEUTICS INC COM 019777101 290 40000 SH CALL SOLE 01 40000 0 0
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 1615 79657 SH SOLE 01 79657 0 0
ALLSTATE CORP COM 020002101 3962 129383 SH SOLE 01 129383 0 0
ALLSTATE CORP COM 020002101 3086 100800 SH PUT SOLE 01 100800 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 890 25349 SH SOLE 01 25349 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 1404 40000 SH CALL SOLE 01 40000 0 0
ALTERA CORP COM 021441100 543 26466 SH SOLE 01 26466 0 0
ALTERA CORP COM 021441100 560 27300 SH CALL SOLE 01 27300 0 0
ALTRIA GROUP INC COM 02209S103 419 23519 SH SOLE 01 23519 0 0
ALUMINA LTD SPONSORED ADR 022205108 318 50000 SH SOLE 01 50000 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 1027 37500 SH PUT SOLE 01 37500 0 0
ALZA CORP SDCV 7/2 02261WAB5 248 280000 PRN SOLE 01 280000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1092 25000 SH CALL SOLE 01 25000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1092 25000 SH PUT SOLE 01 25000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1350 30900 SH SOLE 01 30900 0 0
AMAZON COM INC COM 023135106 9517 101934 SH SOLE 01 101934 0 0
AMAZON COM INC COM 023135106 9336 100000 SH CALL SOLE 01 100000 0 0
AMAZON COM INC COM 023135106 3678 39400 SH PUT SOLE 01 39400 0 0
AMEDISYS INC COM 023436108 240 5500 SH SOLE 01 5500 0 0
AMEDISYS INC COM 023436108 3556 81500 SH PUT SOLE 02 81500 0 0
AMEREN CORP COM 023608102 499 19742 SH SOLE 01 19742 0 0
AMERICAN ELEC PWR INC COM 025537101 945 30505 SH SOLE 01 30505 0 0
AMERICAN EXPRESS CO COM 025816109 678 20000 SH CALL SOLE 01 20000 0 0
AMERICAN EXPRESS CO COM 025816109 3526 104000 SH PUT SOLE 01 104000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 625 24500 SH SOLE 01 24500 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4525 102600 SH SOLE 01 02 102600 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4681 106100 SH PUT SOLE 01 02 106100 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 1300 19100 SH SOLE 01 19100 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 1021 15000 SH PUT SOLE 01 15000 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 553 16500 SH SOLE 01 16500 0 0
AMERICAN TOWER CORP CL A 029912201 473 13000 SH CALL SOLE 01 13000 0 0
AMERICAN TOWER CORP CL A 029912201 230 6307 SH SOLE 01 6307 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 327 16400 SH SOLE 01 16400 0 0
AMETEK INC NEW COM 031100100 220 6303 SH SOLE 01 6303 0 0
AMGEN INC COM 031162100 1950 32373 SH SOLE 01 32373 0 0
AMGEN INC COM 031162100 13594 225700 SH CALL SOLE 01 225700 0 0
AMGEN INC COM 031162100 530 8800 SH PUT SOLE 01 8800 0 0
AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 34 35000 PRN SOLE 01 35000 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 104 10900 SH SOLE 01 10900 0 0
AMPHENOL CORP NEW CL A 032095101 1593 42268 SH SOLE 01 42268 0 0
AMR CORP COM 001765106 950 119500 SH CALL SOLE 01 119500 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 280 24500 SH CALL SOLE 01 24500 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 512 37400 SH CALL SOLE 01 37400 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 1369 100000 SH PUT SOLE 01 100000 0 0
ANADARKO PETE CORP COM 032511107 2133 34000 SH PUT SOLE 01 34000 0 0
ANALOG DEVICES INC COM 032654105 1179 42737 SH SOLE 01 42737 0 0
ANALOG DEVICES INC COM 032654105 690 25000 SH CALL SOLE 01 25000 0 0
ANALOGIC CORP COM PAR $0.05 032657207 3702 100000 SH CALL SOLE 01 100000 0 0
ANIXTER INTL INC COM 035290105 3169 79000 SH SOLE 02 79000 0 0
ANIXTER INTL INC COM 035290105 1123 28000 SH CALL SOLE 02 28000 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 1292 1442000 PRN SOLE 01 1442000 0 0
ANIXTER INTL INC NOTE 7/0 035290AG0 3448 5388000 PRN SOLE 01 5388000 0 0
ANNALY CAP MGMT INC COM 035710409 190 10500 SH SOLE 01 10500 0 0
ANSYS INC COM 03662Q105 499 13330 SH SOLE 01 13330 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 215 27300 SH SOLE 01 02 27300 0 0
AON CORP COM 037389103 1034 25400 SH CALL SOLE 01 25400 0 0
AON CORP COM 037389103 2088 51311 SH SOLE 01 51311 0 0
APACHE CORP COM 037411105 583 6345 SH SOLE 01 6345 0 0
APACHE CORP COM 037411105 1258 13700 SH CALL SOLE 01 13700 0 0
APACHE CORP COM 037411105 450 4900 SH PUT SOLE 01 4900 0 0
APOLLO GROUP INC CL A 037604105 6188 84000 SH CALL SOLE 01 84000 0 0
APOLLO GROUP INC CL A 037604105 5930 80500 SH PUT SOLE 01 80500 0 0
APOLLO INVT CORP COM 03761U106 143 15000 SH CALL SOLE 01 15000 0 0
APPLE INC COM 037833100 3409 18396 SH SOLE 01 02 18396 0 0
APPLIED MATLS INC COM 038222105 1004 75000 SH PUT SOLE 01 75000 0 0
APPLIED MATLS INC COM 038222105 6555 489900 SH CALL SOLE 01 489900 0 0
APPLIED MATLS INC COM 038222105 1846 137936 SH SOLE 01 137936 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 357 9600 SH SOLE 01 9600 0 0
ARENA PHARMACEUTICALS INC COM 040047102 122 27400 SH PUT SOLE 01 27400 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 55 25000 SH CALL SOLE 01 25000 0 0
ARKANSAS BEST CORP DEL COM 040790107 437 14600 SH CALL SOLE 01 14600 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2240 65000 SH CALL SOLE 01 65000 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 377 366000 PRN SOLE 01 366000 0 0
ASHLAND INC NEW COM 044209104 1176 27200 SH SOLE 01 27200 0 0
ASIAINFO HLDGS INC COM 04518A104 447 22400 SH SOLE 01 22400 0 0
ASM INTL N V NY REGISTER SH N07045102 3560 190985 SH SOLE 01 190985 0 0
ASML HOLDING N V NY REG SHS N07059186 15616 528098 SH SOLE 01 528098 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 765 28900 SH SOLE 01 28900 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 397 15000 SH PUT SOLE 01 15000 0 0
ASSOCIATED BANC CORP COM 045487105 441 38600 SH SOLE 01 38600 0 0
ASSURANT INC COM 04621X108 321 10000 SH SOLE 02 10000 0 0
AT&T INC COM 00206R102 1385 51262 SH SOLE 01 51262 0 0
AT&T INC COM 00206R102 1351 50000 SH PUT SOLE 01 50000 0 0
ATLAS ACQUISITION HLDGS CORP COM 049162100 912 92500 SH SOLE 02 92500 0 0
AUTODESK INC COM 052769106 664 27893 SH SOLE 01 27893 0 0
AUTOLIV INC COM 052800109 450 13390 SH SOLE 01 13390 0 0
AUTONATION INC COM 05329W102 1499 82900 SH SOLE 01 82900 0 0
AUTOZONE INC COM 053332102 325 2224 SH SOLE 01 2224 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 1345 39305 SH SOLE 01 39305 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 1197 35000 SH CALL SOLE 01 35000 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 513 15000 SH PUT SOLE 01 15000 0 0
AVALONBAY CMNTYS INC COM 053484101 782 10757 SH SOLE 01 10757 0 0
AVERY DENNISON CORP COM 053611109 684 19000 SH PUT SOLE 01 19000 0 0
AVNET INC COM 053807103 265 10199 SH SOLE 01 10199 0 0
AVON PRODS INC COM 054303102 394 11598 SH SOLE 01 11598 0 0
AVX CORP NEW COM 002444107 131 11013 SH SOLE 01 11013 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 1376 45600 SH SOLE 01 45600 0 0
AZZ INC COM 002474104 390 9700 SH SOLE 01 9700 0 0
BAKER HUGHES INC COM 057224107 2399 56239 SH SOLE 01 56239 0 0
BAKER HUGHES INC COM 057224107 427 10000 SH CALL SOLE 01 10000 0 0
BAKER HUGHES INC COM 057224107 307 7200 SH PUT SOLE 01 7200 0 0
BALL CORP COM 058498106 258 5248 SH SOLE 01 5248 0 0
BANCO SANTANDER SA ADR 05964H105 270 16700 SH SOLE 01 16700 0 0
BANCORPSOUTH INC COM 059692103 200 8200 SH SOLE 01 8200 0 0
BANK MONTREAL QUE COM 063671101 238 4700 SH SOLE 01 4700 0 0
BANK OF AMERICA CORPORATION COM 060505104 2057 121572 SH SOLE 01 121572 0 0
BANK OF AMERICA CORPORATION COM 060505104 1184 70000 SH PUT SOLE 01 70000 0 0
BANK OF AMERICA CORPORATION COM 060505104 677 40000 SH CALL SOLE 01 40000 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 610 21020 SH SOLE 01 02 21020 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 362 12500 SH CALL SOLE 01 12500 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 725 25000 SH PUT SOLE 01 25000 0 0
BANKATLANTIC BANCORP CL A NEW 065908600 177 61200 SH CALL SOLE 01 61200 0 0
BARD C R INC COM 067383109 675 8584 SH SOLE 01 8584 0 0
BARNES & NOBLE INC COM 067774109 336 15100 SH SOLE 01 15100 0 0
BARNES GROUP INC NOTE 3.375% 3/1 067806AD1 229 246000 PRN SOLE 01 246000 0 0
BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 22 23000 PRN SOLE 01 23000 0 0
BARRICK GOLD CORP COM 067901108 451 11900 SH PUT SOLE 01 11900 0 0
BARRICK GOLD CORP COM 067901108 780 20586 SH SOLE 01 20586 0 0
BARRICK GOLD CORP COM 067901108 1895 50000 SH CALL SOLE 01 50000 0 0
BAXTER INTL INC COM 071813109 5093 89337 SH SOLE 01 89337 0 0
BAXTER INTL INC COM 071813109 228 4000 SH CALL SOLE 01 4000 0 0
BAXTER INTL INC COM 071813109 3421 60000 SH PUT SOLE 01 60000 0 0
BB&T CORP COM 054937107 2055 75446 SH SOLE 01 75446 0 0
BB&T CORP COM 054937107 883 32400 SH CALL SOLE 01 32400 0 0
BB&T CORP COM 054937107 545 20000 SH PUT SOLE 01 20000 0 0
BEAZER HOMES USA INC COM 07556Q105 163 29246 SH SOLE 01 29246 0 0
BEAZER HOMES USA INC COM 07556Q105 468 83800 SH PUT SOLE 01 83800 0 0
BEAZER HOMES USA INC COM 07556Q105 201 36000 SH CALL SOLE 01 36000 0 0
BECKMAN COULTER INC COM 075811109 241 3501 SH SOLE 01 3501 0 0
BEMIS INC COM 081437105 584 22550 SH SOLE 01 22550 0 0
BEST BUY INC COM 086516101 4121 109824 SH SOLE 01 109824 0 0
BEST BUY INC COM 086516101 938 25000 SH PUT SOLE 01 25000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 228 3454 SH SOLE 01 3454 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1980 30000 SH CALL SOLE 01 30000 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 2375 43100 SH SOLE 01 43100 0 0
BIG LOTS INC COM 089302103 1266 50616 SH SOLE 01 50616 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 167 20300 SH SOLE 01 20300 0 0
BIOFORM MEDICAL INC COM 09065G107 107 30000 SH SOLE 01 30000 0 0
BIOGEN IDEC INC COM 09062X103 447 8841 SH SOLE 01 8841 0 0
BIOGEN IDEC INC COM 09062X103 808 16000 SH CALL SOLE 01 16000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1204 66571 SH SOLE 01 66571 0 0
BIOVAIL CORP COM 09067J109 207 13400 SH CALL SOLE 01 13400 0 0
BJ SVCS CO COM 055482103 17221 886300 SH SOLE 01 886300 0 0
BJ SVCS CO COM 055482103 1943 100000 SH CALL SOLE 01 100000 0 0
BLACK HILLS CORP COM 092113109 249 9900 SH CALL SOLE 01 9900 0 0
BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 538 247000 PRN SOLE 01 247000 0 0
BLACKROCK INC COM 09247X101 1561 7200 SH SOLE 01 7200 0 0
BMC SOFTWARE INC COM 055921100 1689 45000 SH PUT SOLE 02 45000 0 0
BMC SOFTWARE INC COM 055921100 1800 47950 SH SOLE 01 47950 0 0
BOB EVANS FARMS INC COM 096761101 572 19700 SH SOLE 01 19700 0 0
BOEING CO COM 097023105 3307 61071 SH SOLE 01 02 61071 0 0
BOEING CO COM 097023105 1045 19300 SH CALL SOLE 01 19300 0 0
BORGWARNER INC NOTE 3.500% 4/1 099724AF3 944 775000 PRN SOLE 01 775000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3800 358862 SH SOLE 01 02 358862 0 0
BOSTON SCIENTIFIC CORP COM 101137107 635 60000 SH CALL SOLE 02 60000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 635 60000 SH PUT SOLE 01 60000 0 0
BOYD GAMING CORP COM 103304101 267 24400 SH SOLE 01 24400 0 0
BP PLC SPONSORED ADR 055622104 4296 80700 SH CALL SOLE 01 80700 0 0
BP PLC SPONSORED ADR 055622104 1171 22000 SH PUT SOLE 01 22000 0 0
BPW ACQUISITION CORP COM 055637102 1119 114500 SH SOLE 02 114500 0 0
BRASIL TELECOM SA SPONS ADR PFD 10553M101 882 33500 SH SOLE 01 33500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 755 33519 SH SOLE 01 33519 0 0
BROADCOM CORP CL A 111320107 710 23144 SH SOLE 01 23144 0 0
BROADCOM CORP CL A 111320107 767 25000 SH PUT SOLE 01 25000 0 0
BROOKFIELD PPTYS CORP COM 112900105 182 16201 SH SOLE 01 16201 0 0
BROWN FORMAN CORP CL B 115637209 2474 51308 SH SOLE 01 51308 0 0
BRUSH ENGINEERED MATLS INC COM 117421107 294 12000 SH CALL SOLE 01 12000 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 4078 51081 SH SOLE 01 51081 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 718 9000 SH CALL SOLE 01 9000 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 3057 38300 SH PUT SOLE 01 38300 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 344 5951 SH SOLE 01 5951 0 0
C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 33 51000 PRN SOLE 01 51000 0 0
CA INC COM 12673P105 3976 180809 SH SOLE 01 02 180809 0 0
CABOT CORP COM 127055101 400 17300 SH SOLE 01 17300 0 0
CADBURY PLC SPONS ADR 12721E102 691 13500 SH PUT SOLE 01 13500 0 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 29 33000 PRN SOLE 01 33000 0 0
CAMBREX CORP COM 132011107 84 13400 SH SOLE 01 13400 0 0
CAMECO CORP COM 13321L108 239 8600 SH SOLE 01 8600 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 416 11000 SH PUT SOLE 01 11000 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2350 62139 SH SOLE 01 62139 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1112 29400 SH CALL SOLE 01 29400 0 0
CAMPBELL SOUP CO COM 134429109 209 6409 SH SOLE 01 6409 0 0
CANADIAN NAT RES LTD COM 136385101 2016 30000 SH CALL SOLE 01 30000 0 0
CAPELLA EDUCATION COMPANY COM 139594105 552 8200 SH SOLE 01 8200 0 0
CAPELLA EDUCATION COMPANY COM 139594105 1010 15000 SH CALL SOLE 01 15000 0 0
CAPITAL ONE FINL CORP COM 14040H105 346 9674 SH SOLE 01 9674 0 0
CAPITAL ONE FINL CORP COM 14040H105 536 15000 SH CALL SOLE 01 15000 0 0
CAPITAL ONE FINL CORP COM 14040H105 3573 100000 SH PUT SOLE 01 100000 0 0
CARDIONET INC COM 14159L103 1029 153060 SH SOLE 01 153060 0 0
CARDIONET INC COM 14159L103 909 135200 SH PUT SOLE 01 135200 0 0
CAREER EDUCATION CORP COM 141665109 1332 54800 SH SOLE 01 54800 0 0
CARLISLE COS INC COM 142339100 281 8278 SH SOLE 01 8278 0 0
CARMAX INC COM 143130102 669 32000 SH SOLE 01 32000 0 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 16 15000 PRN SOLE 01 15000 0 0
CARNIVAL CORP PAIRED CTF 143658300 4027 121014 SH SOLE 01 121014 0 0
CATERPILLAR INC DEL COM 149123101 1484 28904 SH SOLE 01 28904 0 0
CAVIUM NETWORKS INC COM 14965A101 595 27700 SH CALL SOLE 01 27700 0 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 219 18686 SH SOLE 01 18686 0 0
CBS CORP NEW CL B 124857202 839 69648 SH SOLE 01 69648 0 0
CELANESE CORP DEL COM SER A 150870103 603 24138 SH SOLE 01 24138 0 0
CELGENE CORP COM 151020104 447 8000 SH PUT SOLE 01 8000 0 0
CELGENE CORP COM 151020104 1892 33838 SH SOLE 01 33838 0 0
CELGENE CORP COM 151020104 447 8000 SH CALL SOLE 01 8000 0 0
CELL THERAPEUTICS INC COM NO PAR 150934503 58 47000 SH CALL SOLE 01 47000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 218 16900 SH SOLE 01 16900 0 0
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 241 30200 SH SOLE 01 30200 0 0
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 1192 149400 SH PUT SOLE 01 149400 0 0
CENTER BANCORP INC COM 151408101 112 14921 SH SOLE 01 14921 0 0
CENTURYTEL INC COM 156700106 2046 60899 SH SOLE 01 60899 0 0
CENVEO INC COM 15670S105 767 110860 SH SOLE 02 110860 0 0
CEPHALON INC NOTE 2.000% 6/0 156708AP4 1406 1060000 PRN SOLE 01 1060000 0 0
CEPHALON INC COM 156708109 3914 67200 SH PUT SOLE 01 67200 0 0
CEPHALON INC COM 156708109 1963 33700 SH CALL SOLE 01 33700 0 0
CEPHALON INC COM 156708109 3248 55773 SH SOLE 01 55773 0 0
CERNER CORP COM 156782104 676 9044 SH SOLE 01 9044 0 0
CERNER CORP COM 156782104 3104 41500 SH PUT SOLE 01 41500 0 0
CF INDS HLDGS INC COM 125269100 2443 28336 SH SOLE 01 28336 0 0
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HUDSON CITY BANCORP COM 443683107 264 20021 SH SOLE 01 02 20021 0 0
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HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 2380 1910000 PRN SOLE 01 1910000 0 0
HUMANA INC COM 444859102 1865 50000 SH CALL SOLE 01 50000 0 0
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HUNTINGTON BANCSHARES INC COM 446150104 136 28798 SH SOLE 01 28798 0 0
HURON CONSULTING GROUP INC COM 447462102 1369 53000 SH SOLE 01 53000 0 0
HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 698 938000 PRN SOLE 01 938000 0 0
HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T107 119 38800 SH SOLE 01 38800 0 0
I2 TECHNOLOGIES INC COM NEW 465754208 305 19000 SH SOLE 01 19000 0 0
ICONIX BRAND GROUP INC COM 451055107 158 12700 SH SOLE 01 12700 0 0
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INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 4599 2534000 PRN SOLE 01 2534000 0 0
INGERSOLL-RAND PLC SHS G47791101 432 14086 SH SOLE 01 14086 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 339 50100 SH SOLE 01 02 50100 0 0
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INTEL CORP COM 458140100 1311 67000 SH CALL SOLE 01 67000 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 33 37000 PRN SOLE 01 37000 0 0
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INTERNATIONAL GAME TECHNOLOG COM 459902102 876 40788 SH SOLE 01 40788 0 0
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INTL PAPER CO COM 460146103 222 10000 SH CALL SOLE 01 10000 0 0
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INTUIT COM 461202103 998 35000 SH CALL SOLE 01 35000 0 0
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INVESCO LTD SHS G491BT108 1138 50000 SH CALL SOLE 01 50000 0 0
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IRON MTN INC COM 462846106 2434 91282 SH SOLE 01 91282 0 0
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ITRON INC COM 465741106 1084 16900 SH CALL SOLE 01 16900 0 0
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IVANHOE MINES LTD COM 46579N103 1279 100000 SH CALL SOLE 01 100000 0 0
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KING PHARMACEUTICALS INC COM 495582108 630 58500 SH CALL SOLE 01 58500 0 0
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LIFEPOINT HOSPITALS INC COM 53219L109 355 13131 SH SOLE 01 13131 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 514 606000 PRN SOLE 01 606000 0 0
LIHIR GOLD LTD SPONSORED ADR 532349107 296 11800 SH SOLE 01 11800 0 0
LILLY ELI & CO COM 532457108 400 12099 SH SOLE 01 12099 0 0
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LOGITECH INTL S A SHS H50430232 4930 268200 SH SOLE 01 268200 0 0
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LOWES COS INC COM 548661107 1438 68672 SH SOLE 01 68672 0 0
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M & T BK CORP COM 55261F104 1528 24517 SH SOLE 02 24517 0 0
M D C HLDGS INC COM 552676108 542 15599 SH SOLE 01 15599 0 0
MACROVISION CORP NOTE 2.625% 8/1 555904AB7 1427 1100000 PRN SOLE 01 1100000 0 0
MAGNA INTL INC CL A 559222401 247 5800 SH SOLE 01 5800 0 0
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MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2615 57738 SH SOLE 01 57738 0 0
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MARSH & MCLENNAN COS INC COM 571748102 539 21799 SH SOLE 01 21799 0 0
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MASCO CORP COM 574599106 603 46634 SH SOLE 01 46634 0 0
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MASTERCARD INC CL A 57636Q104 1334 6600 SH SOLE 01 6600 0 0
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MATTEL INC COM 577081102 267 14451 SH SOLE 01 14451 0 0
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MAXTOR CORP NOTE 6.800% 4/3 577729AC0 12 12000 PRN SOLE 01 12000 0 0
MB FINANCIAL INC NEW COM 55264U108 549 26200 SH SOLE 01 02 26200 0 0
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MCDATA CORP NOTE 2.250% 2/1 580031AD4 35 35000 PRN SOLE 01 35000 0 0
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MCGRAW HILL COS INC COM 580645109 2095 83315 SH SOLE 01 83315 0 0
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MEDIVATION INC COM 58501N101 543 20000 SH PUT SOLE 01 20000 0 0
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MELLANOX TECHNOLOGIES LTD SHS M51363113 2445 149188 SH SOLE 02 149188 0 0
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MERCK & CO INC COM 589331107 1309 41394 SH SOLE 01 41394 0 0
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MICRON TECHNOLOGY INC COM 595112103 687 83800 SH SOLE 01 83800 0 0
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MICROSOFT CORP COM 594918104 32196 1251800 SH CALL SOLE 01 1251800 0 0
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MIDDLEBY CORP COM 596278101 242 4400 SH SOLE 01 4400 0 0
MILLIPORE CORP COM 601073109 703 10000 SH PUT SOLE 01 10000 0 0
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MOHAWK INDS INC COM 608190104 715 15000 SH CALL SOLE 01 15000 0 0
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MOLEX INC COM 608554101 681 32602 SH SOLE 01 32602 0 0
MOLSON COORS BREWING CO CL B 60871R209 452 9276 SH SOLE 01 9276 0 0
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MOODYS CORP COM 615369105 1614 78877 SH SOLE 01 78877 0 0
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MSCI INC CL A 55354G100 930 31400 SH SOLE 01 31400 0 0
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MYRIAD GENETICS INC COM 62855J104 354 12900 SH SOLE 01 12900 0 0
NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB5 206 217000 PRN SOLE 01 217000 0 0
NALCO HOLDING COMPANY COM 62985Q101 404 19700 SH SOLE 01 19700 0 0
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NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 96 110000 PRN SOLE 01 110000 0 0
NATIONAL FUEL GAS CO N J COM 636180101 844 18419 SH SOLE 01 18419 0 0
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NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 362 4500 SH SOLE 01 4500 0 0
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NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 164 140000 PRN SOLE 01 140000 0 0
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NYSE EURONEXT COM 629491101 629 21770 SH SOLE 01 02 21770 0 0
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O REILLY AUTOMOTIVE INC COM 686091109 2107 58307 SH SOLE 01 58307 0 0
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OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 1909 16256 SH SOLE 01 16256 0 0
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 4638 39500 SH CALL SOLE 01 39500 0 0
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POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 238 15000 SH PUT SOLE 01 15000 0 0
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PROSHARES TR PSHS REAL ESTAT 74347R552 97 10000 SH SOLE 01 10000 0 0
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RANGE RES CORP COM 75281A109 494 10000 SH CALL SOLE 01 10000 0 0
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SAP AG SPON ADR 803054204 215 4400 SH PUT SOLE 01 4400 0 0
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SCHLUMBERGER LTD COM 806857108 860 14433 SH SOLE 01 14433 0 0
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SCIENTIFIC GAMES CORP CL A 80874P109 1003 63391 SH SOLE 01 63391 0 0
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SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 2353 2048000 PRN SOLE 01 2048000 0 0
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SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12442 832800 SH PUT SOLE 01 832800 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 6519 222274 SH SOLE 01 222274 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 6671 215600 SH PUT SOLE 01 215600 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1580 60000 SH CALL SOLE 01 60000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 437 16600 SH SOLE 01 16600 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11210 750307 SH SOLE 01 750307 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2696 50000 SH PUT SOLE 01 50000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 539 10000 SH CALL SOLE 01 10000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 516 18780 SH SOLE 01 18780 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10681 714900 SH CALL SOLE 01 714900 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 3388 132242 SH SOLE 01 132242 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 4033 157400 SH PUT SOLE 01 157400 0 0
SEPRACOR INC COM 817315104 236 10300 SH SOLE 01 10300 0 0
SHERWIN WILLIAMS CO COM 824348106 1432 23799 SH SOLE 01 23799 0 0
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SHIRE PLC SPONSORED ADR 82481R106 241 4600 SH SOLE 01 4600 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 638 22000 SH CALL SOLE 01 22000 0 0
SILICON LABORATORIES INC COM 826919102 3245 70000 SH CALL SOLE 01 70000 0 0
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SILVER STD RES INC COM 82823L106 310 14500 SH SOLE 01 14500 0 0
SIMON PPTY GROUP INC NEW COM 828806109 301 4330 SH SOLE 01 4330 0 0
SIMS METAL MANAGEMENT LTD SPONS ADR 829160100 359 18000 SH CALL SOLE 01 18000 0 0
SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 430 290000 PRN SOLE 01 290000 0 0
SLM CORP COM 78442P106 176 20212 SH SOLE 01 20212 0 0
SLM CORP COM 78442P106 201 23100 SH PUT SOLE 01 23100 0 0
SMITH & WESSON HLDG CORP COM 831756101 67 12900 SH SOLE 01 12900 0 0
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 1845 2000000 PRN SOLE 01 2000000 0 0
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SMUCKER J M CO COM NEW 832696405 555 10467 SH SOLE 01 10467 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 235 6000 SH SOLE 01 6000 0 0
SOLERA HOLDINGS INC COM 83421A104 831 26700 SH SOLE 01 26700 0 0
SOLUTIA INC COM NEW 834376501 334 28800 SH SOLE 01 28800 0 0
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SOUTHWESTERN ENERGY CO COM 845467109 213 5000 SH PUT SOLE 01 5000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 213 5000 SH CALL SOLE 01 5000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 989 10000 SH PUT SOLE 01 10000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 8131 82257 SH SOLE 01 82257 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 989 10000 SH CALL SOLE 01 10000 0 0
SPDR SERIES TRUST KBW REGN BK ETF 78464A698 1599 75000 SH SOLE 02 75000 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 2539 74400 SH SOLE 01 74400 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1365 40000 SH PUT SOLE 01 40000 0 0
SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 1167 50000 SH SOLE 02 50000 0 0
SPDR TR UNIT SER 1 78462F103 60758 575417 SH SOLE 01 575417 0 0
SPDR TR UNIT SER 1 78462F103 2112 20000 SH CALL SOLE 01 20000 0 0
SPDR TR UNIT SER 1 78462F103 2112 20000 SH PUT SOLE 01 20000 0 0
SPECTRA ENERGY CORP COM 847560109 1083 57182 SH SOLE 01 57182 0 0
SPECTRA ENERGY CORP COM 847560109 669 35300 SH PUT SOLE 01 35300 0 0
SPECTRA ENERGY CORP COM 847560109 981 51800 SH CALL SOLE 01 51800 0 0
SPORTS PPTYS ACQUISITION COR COM 84920F107 188 19109 SH SOLE 02 19109 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 516 130598 SH SOLE 01 130598 0 0
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ST JOE CO COM 790148100 474 16276 SH SOLE 01 02 16276 0 0
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STAPLES INC COM 855030102 583 25100 SH SOLE 01 25100 0 0
STARBUCKS CORP COM 855244109 2065 100000 SH PUT SOLE 01 100000 0 0
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STATE STR CORP COM 857477103 455 8659 SH SOLE 01 8659 0 0
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STATE STR CORP COM 857477103 526 10000 SH PUT SOLE 01 10000 0 0
STEEL DYNAMICS INC COM 858119100 1124 73300 SH SOLE 01 73300 0 0
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STRATEGIC HOTELS & RESORTS I COM 86272T106 9518 3675000 SH SOLE 01 3675000 0 0
STRYKER CORP COM 863667101 1676 36883 SH SOLE 01 36883 0 0
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SYBASE INC COM 871130100 472 12146 SH SOLE 01 12146 0 0
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SYBASE INC NOTE 1.750% 2/2 871130AB6 656 420000 PRN SOLE 01 420000 0 0
SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 24 24000 PRN SOLE 01 24000 0 0
SYNAPTICS INC COM 87157D109 479 19000 SH SOLE 02 19000 0 0
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SYSCO CORP COM 871829107 841 33836 SH SOLE 01 33836 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1867 166522 SH SOLE 02 166522 0 0
TARGET CORP COM 87612E106 1414 30283 SH SOLE 01 30283 0 0
TARGET CORP COM 87612E106 233 5000 SH CALL SOLE 01 5000 0 0
TARGET CORP COM 87612E106 233 5000 SH PUT SOLE 01 5000 0 0
TCF FINL CORP COM 872275102 586 44995 SH SOLE 01 02 44995 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1070 54518 SH SOLE 01 54518 0 0
TECH DATA CORP COM 878237106 429 10300 SH CALL SOLE 01 10300 0 0
TECH DATA CORP COM 878237106 1015 24400 SH PUT SOLE 01 24400 0 0
TECH DATA CORP COM 878237106 898 21580 SH SOLE 01 21580 0 0
TECHWELL INC COM 87874D101 1480 134774 SH SOLE 01 02 134774 0 0
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TEEKAY TANKERS LTD CL A Y8565N102 113 13500 SH SOLE 01 13500 0 0
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TERADATA CORP DEL COM 88076W103 2703 98211 SH SOLE 01 98211 0 0
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