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, 2004
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: 11100 Santa Monica Blvd, 11th Flr.
Los Angeles, CA 90025
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: Alfred Petrillo
Title: Senior Vice President
Phone: 212-336-7140
Signature, Place, and Date of Signing:
/s/ Alfred Petrillo Jersey City, NJ November 12, 2004
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: 223
Form13F Information Table Value Total: $267,326 (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.
03 28-10917 Jefferies Group Inc.
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 480 6066 SH SOLE 01 6066 0 0
ABERCROMBIE & FITCH CO CL A 002896207 3978 126300 SH SOLE 03 126300 0 0
AEROPOSTALE COM 007865108 576 22000 SH SOLE 03 22000 0 0
ALCAN INC COM 013716105 1521 32000 SH SOLE 03 32000 0 0
ALCOA INC COM 013817101 2402 71500 SH SOLE 03 71500 0 0
ALLERGAN INC NOTE 11/0 018490AE2 520 558000 PRN SOLE 01 558000 0 0
ALLIANT ENERGY CORP COM 018802108 777 31000 SH SOLE 01 31000 0 0
ALTRIA GROUP INC COM 02209S103 424 9331 SH SOLE 01 9331 0 0
ALZA CORP SDCV 7/2 02261WAB5 777 978000 PRN SOLE 01 978000 0 0
AMBAC FINL GROUP INC COM 023139108 235 3064 SH SOLE 01 3064 0 0
AMERADA HESS CORP COM 023551104 1335 15000 SH SOLE 03 15000 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3827 103859 SH SOLE 03 103859 0 0
AMERICAN INTL GROUP INC COM 026874107 440 6442 SH SOLE 01 6442 0 0
AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 1314 1000000 PRN SOLE 01 1000000 0 0
AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD4 926 850000 PRN SOLE 01 850000 0 0
AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH3 43 50000 PRN SOLE 01 50000 0 0
ANDREW CORP PFD A CV 7.75% 034425207 753 5703 SH SOLE 01 5703 0 0
ANIXTER INTL INC NOTE 7/0 035290AF2 267 500000 PRN SOLE 01 500000 0 0
ANNTAYLOR STORES CORP COM 036115103 11364 485619 SH SOLE 01 03 485619 0 0
AON CORP COM 037389103 255 10000 SH SOLE 01 10000 0 0
ARCHSTONE SMITH TR COM 039583109 361 11793 SH SOLE 01 11793 0 0
ARDEN RLTY INC COM 039793104 1347 42125 SH SOLE 01 42125 0 0
AT&T WIRELESS SVCS INC COM 00209A106 2566 178356 SH SOLE 01 178356 0 0
ATMEL CORP SDCV 5/2 049513AE4 2048 4545000 PRN SOLE 01 4545000 0 0
AVALONBAY CMNTYS INC COM 053484101 349 5864 SH SOLE 01 5864 0 0
BEST BUY INC COM 086516101 494 9351 SH SOLE 01 9351 0 0
BIOMED REALTY TRUST INC COM 09063H107 734 41100 SH SOLE 01 41100 0 0
BISYS GROUP INC NOTE 4.000% 3/1 055472AB0 78 80000 PRN SOLE 01 80000 0 0
BOSTON PROPERTIES INC COM 101121101 833 15245 SH SOLE 01 15245 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 369 15079 SH SOLE 01 15079 0 0
BROWN FORMAN CORP CL B 115637209 738 16000 SH SOLE 01 16000 0 0
BUCKLE INC COM 118440106 365 13300 SH SOLE 03 13300 0 0
CACHE INC COM NEW 127150308 2018 134596 SH SOLE 01 03 134596 0 0
CALPINE CORP COM 131347106 220 64501 SH SOLE 01 64501 0 0
CAPSTONE TURBINE CORP COM 14067D102 48 30000 SH SOLE 01 30000 0 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 48 38000 PRN SOLE 01 38000 0 0
CATELLUS DEV CORP NEW COM 149113102 314 11871 SH SOLE 01 11871 0 0
CH ENERGY GROUP INC COM 12541M102 393 8500 SH SOLE 01 8500 0 0
CHARLES RIV LABORATORIES INC DBCV 3.500% 2/0 159863AL3 306 260000 PRN SOLE 01 260000 0 0
CHARLOTTE RUSSE HLDG INC COM 161048103 158 13799 SH SOLE 03 13799 0 0
CHEROKEE INTL CORP COM 164450108 2853 340059 SH SOLE 03 340059 0 0
CHEVRONTEXACO CORP COM 166764100 327 6050 SH SOLE 01 6050 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 4619 193168 SH SOLE 03 193168 0 0
CHIQUITA BRANDS INTL INC COM 170032809 870 50000 SH SOLE 03 50000 0 0
CITIGROUP INC COM 172967101 946 21355 SH SOLE 01 21355 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 664 20120 SH SOLE 01 20120 0 0
COCA COLA CO COM 191216100 4984 124238 SH SOLE 01 03 124238 0 0
COCA COLA ENTERPRISES INC COM 191219104 2411 127578 SH SOLE 01 03 127578 0 0
COLGATE PALMOLIVE CO COM 194162103 225 4971 SH SOLE 01 4971 0 0
COMPUCOM SYS INC COM 204780100 117 26218 SH SOLE 01 26218 0 0
CONOCOPHILLIPS COM 20825C104 229 2752 SH SOLE 01 2752 0 0
CSG SYS INTL INC COM 126349109 208 14400 SH SOLE 01 14400 0 0
DELL INC COM 24702R101 341 9618 SH SOLE 01 9618 0 0
DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 111 106000 PRN SOLE 01 106000 0 0
DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 2494 2362000 PRN SOLE 01 2362000 0 0
DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 1389 1325000 PRN SOLE 01 1325000 0 0
EDISON INTL COM 281020107 21233 794352 SH SOLE 01 794352 0 0
ELECTRIC CITY CORP COM 284868106 287 181000 SH SOLE 01 181000 0 0
EP MEDSYSTEMS INC COM 26881P103 191 70000 SH SOLE 01 70000 0 0
EPICOR SOFTWARE CORP COM 29426L108 154 13000 SH SOLE 01 13000 0 0
EQUITY OFFICE PROPERTIES TRU COM 294741103 2387 86873 SH SOLE 01 86873 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 583 19107 SH SOLE 01 19107 0 0
EXXON MOBIL CORP COM 30231G102 943 19429 SH SOLE 01 19429 0 0
FAIR ISAAC CORP NOTE 1.500% 8/1 303250AB0 1972 2000000 PRN SOLE 01 2000000 0 0
FEDERAL NATL MTG ASSN COM 313586109 300 4481 SH SOLE 01 4481 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 321 7333 SH SOLE 01 7333 0 0
FIRST DATA CORP COM 319963104 222 5160 SH SOLE 01 5160 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 916 68200 SH SOLE 01 68200 0 0
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 888 17100 SH SOLE 01 17100 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 141 10000 SH SOLE 01 10000 0 0
FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK1 38 25000 PRN SOLE 01 25000 0 0
FRONTLINE LTD ORD G3682E127 282 6000 SH SOLE 01 6000 0 0
GAP INC DEL COM 364760108 202 10320 SH SOLE 01 10320 0 0
GENERAL GROWTH PPTYS INC COM 370021107 390 12647 SH SOLE 01 12647 0 0
GENERAL MLS INC DBCV 10/2 370334AU8 25 36000 PRN SOLE 01 36000 0 0
GENERAL MTRS CORP COM 370442105 633 14835 SH SOLE 01 14835 0 0
GEORGIA GULF CORP COM PAR $0.01 373200203 438 9844 SH SOLE 01 9844 0 0
GEORGIA PAC CORP COM 373298108 1132 31500 SH SOLE 03 31500 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 258 2769 SH SOLE 01 2769 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 90 10741 SH SOLE 03 10741 0 0
GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB8 2093 2045000 PRN SOLE 01 2045000 0 0
HALLIBURTON CO COM 406216101 850 25002 SH SOLE 01 25002 0 0
HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 118 100000 PRN SOLE 01 100000 0 0
HEADWATERS INC COM 42210P102 1528 53300 SH SOLE 01 53300 0 0
HEALTH MGMT ASSOC INC NEW NOTE 1/2 421933AD4 12 14000 PRN SOLE 01 14000 0 0
HEWLETT PACKARD CO COM 428236103 207 11581 SH SOLE 01 11581 0 0
HILTON HOTELS CORP COM 432848109 260 14300 SH SOLE 01 14300 0 0
HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ2 47 43000 PRN SOLE 01 43000 0 0
HOME DEPOT INC COM 437076102 768 20380 SH SOLE 01 20380 0 0
HORIZON OFFSHORE INC COM 44043J105 91 150000 SH SOLE 01 150000 0 0
HOST MARRIOTT CORP NEW COM 44107P104 161 11734 SH SOLE 01 11734 0 0
IMC GLOBAL INC PFD CV 7.5% 449669209 269 2600 SH SOLE 01 2600 0 0
INDYMAC BANCORP INC WIRES 2031 456607209 608 10000 SH SOLE 01 10000 0 0
ING GROUP N V SPONSORED ADR 456837103 741 30000 SH SOLE 01 30000 0 0
INTEL CORP COM 458140100 426 20372 SH SOLE 01 20372 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 677 8016 SH SOLE 01 8016 0 0
INTERPUBLIC GROUP COS INC NOTE 1.870% 6/0 460690AJ9 142 150000 PRN SOLE 01 150000 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 4207 275000 SH SOLE 03 275000 0 0
INVITROGEN CORP NOTE 2.250%12/1 46185RAD2 49 50000 PRN SOLE 01 50000 0 0
INVITROGEN CORP NOTE 1.500% 2/1 46185RAH3 1655 2000000 PRN SOLE 01 2000000 0 0
ISHARES INC MSCI TAIWAN 464286731 176 16640 SH SOLE 01 16640 0 0
ISHARES TR RUSSELL 1000 464287622 889 14690 SH SOLE 01 14690 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC8 54 65000 PRN SOLE 01 65000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 183 10000 SH SOLE 01 10000 0 0
JOHNSON & JOHNSON COM 478160104 365 6396 SH SOLE 01 6396 0 0
JPMORGAN & CHASE & CO COM 46625H100 782 19853 SH SOLE 01 19853 0 0
KFX INC COM 48245L107 3176 462600 SH SOLE 01 462600 0 0
KIMBALL INTL INC CL B 494274103 193 13731 SH SOLE 01 13731 0 0
KINDRED HEALTHCARE INC *W EXP 04/20/200 494580111 590 26000 SH SOLE 01 26000 0 0
KOHLS CORP COM 500255104 3004 61359 SH SOLE 01 61359 0 0
KRAFT FOODS INC CL A 50075N104 9516 300000 SH SOLE 03 300000 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 2848 225000 SH SOLE 03 225000 0 0
KYOCERA CORP ADR 501556203 294 4000 SH SOLE 01 4000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1662 25300 SH SOLE 01 25300 0 0
LEGG MASON INC NOTE 6/0 524901AG0 3145 5000000 PRN SOLE 01 5000000 0 0
LENNAR CORP NOTE 4/0 526057AF1 1785 2665000 PRN SOLE 01 2665000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 216 5982 SH SOLE 01 5982 0 0
LOWES COS INC NOTE 2/1 548661CF2 2262 2634000 PRN SOLE 01 2634000 0 0
LOWES COS INC NOTE 0.861%10/1 548661CG0 249 253000 PRN SOLE 01 253000 0 0
MACK CALI RLTY CORP COM 554489104 295 6790 SH SOLE 01 6790 0 0
MANOR CARE INC NEW NOTE 2.125% 4/1 564055AE1 25 21000 PRN SOLE 01 21000 0 0
MARRIOTT INTL INC NEW CL A 571903202 243 5000 SH SOLE 01 5000 0 0
MARVEL ENTERPRISES INC COM 57383M108 178 12000 SH SOLE 01 12000 0 0
MASSEY ENERGY CORP COM 576206106 425 14661 SH SOLE 01 14661 0 0
MAVERICK TUBE CORP COM 577914104 1062 35300 SH SOLE 01 35300 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 200 4780 SH SOLE 01 4780 0 0
MCDONALDS CORP COM 580135101 582 21132 SH SOLE 01 21132 0 0
MCI INC COM 552691107 218 12934 SH SOLE 01 12934 0 0
MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 7 100000 PRN SOLE 01 100000 0 0
MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 1531 1500000 PRN SOLE 01 1500000 0 0
MENS WEARHOUSE INC NOTE 3.125%10/1 587118AC4 1002 1000000 PRN SOLE 01 1000000 0 0
MERCK & CO INC COM 589331107 390 8675 SH SOLE 01 8675 0 0
MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ2 125 105000 PRN SOLE 01 105000 0 0
METALS USA INC *W EXP 10/31/200 591324116 53 13737 SH SOLE 01 13737 0 0
MICRON TECHNOLOGY INC COM 595112103 175 14700 SH SOLE 01 14700 0 0
MICROS SYS INC COM 594901100 590 12631 SH SOLE 01 12631 0 0
MICROSOFT CORP COM 594918104 495 18163 SH SOLE 01 18163 0 0
MOTOROLA INC EQTY UNIT 7% 620076208 456 9900 SH SOLE 01 9900 0 0
MTR GAMING GROUP INC COM 553769100 177 18992 SH SOLE 01 18992 0 0
NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 700 20800 SH SOLE 01 20800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 404 20000 SH SOLE 01 20000 0 0
NORDSON CORP COM 655663102 219 6696 SH SOLE 01 6696 0 0
NORFOLK SOUTHERN CORP COM 655844108 324 11134 SH SOLE 01 11134 0 0
NOVASTAR FINL INC COM 669947400 350 7958 SH SOLE 01 7958 0 0
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 5369 66900 SH SOLE 01 66900 0 0
OMNICARE CAP TR I PIERS 68214L201 733 15125 SH SOLE 01 15125 0 0
OMNICOM GROUP INC NOTE 2/0 681919AK2 15 15000 PRN SOLE 01 15000 0 0
PEPSICO INC COM 713448108 7628 156877 SH SOLE 01 03 156877 0 0
PERFORMANCE FOOD GROUP CO NOTE 5.500%10/1 713755AA4 1522 1500000 PRN SOLE 01 1500000 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 522 10000 SH SOLE 01 10000 0 0
PFIZER INC COM 717081103 266 8853 SH SOLE 01 8853 0 0
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 665 8950 SH SOLE 01 8950 0 0
PHELPS DODGE CORP COM 717265102 1334 14500 SH SOLE 03 14500 0 0
PIPER JAFFRAY COS COM 724078100 2095 48800 SH SOLE 01 48800 0 0
POLO RALPH LAUREN CORP CL A 731572103 407 11200 SH SOLE 03 11200 0 0
PREMCOR INC COM 74045Q104 731 20000 SH SOLE 01 20000 0 0
PRIDE INTL INC DEL FRNT 2.500% 3/0 74153QAB8 1824 1500000 PRN SOLE 01 1500000 0 0
PROCTER & GAMBLE CO COM 742718109 618 11478 SH SOLE 01 11478 0 0
PROLOGIS SH BEN INT 743410102 364 10403 SH SOLE 01 10403 0 0
PROVINCE HEALTHCARE CO NOTE 4.500%11/2 743977AC4 44 44000 PRN SOLE 01 44000 0 0
QLT INC NOTE 3.000% 9/1 746927AB8 2415 2000000 PRN SOLE 01 2000000 0 0
QUALCOMM INC COM 747525103 300 7875 SH SOLE 01 7875 0 0
RAE SYS INC COM 75061P102 100 16700 SH SOLE 01 16700 0 0
REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 275 4800 SH SOLE 01 4800 0 0
RENTECH INC COM 760112102 135 150000 SH SOLE 01 150000 0 0
RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 2145 2000000 PRN SOLE 01 2000000 0 0
RICHARDSON ELECTRS LTD SDCV 7.250%12/1 763165AB3 100 100000 PRN SOLE 01 100000 0 0
RICHARDSON ELECTRS LTD SDCV 8.250% 6/1 763165AC1 209 209000 PRN SOLE 01 209000 0 0
RIVIERA HLDGS CORP COM 769627100 239 22962 SH SOLE 01 22962 0 0
ROBBINS & MYERS INC NOTE 8.000% 1/3 770196AB9 571 1311000 PRN SOLE 01 1311000 0 0
ROUSE CO COM 779273101 375 5611 SH SOLE 01 5611 0 0
SANMINA SCI CORP COM 800907107 1377 199934 SH SOLE 01 199934 0 0
SBC COMMUNICATIONS INC COM 78387G103 310 11993 SH SOLE 01 11993 0 0
SCHERING PLOUGH CORP COM 806605101 503 26629 SH SOLE 01 26629 0 0
SCHWAB CHARLES CORP NEW COM 808513105 259 26501 SH SOLE 01 26501 0 0
SCI SYS INC NOTE 3.000% 3/1 783890AF3 33 35000 PRN SOLE 01 35000 0 0
SIERRA PAC RES NEW NOTE 7.250% 2/1 826428AF1 309 100000 PRN SOLE 01 100000 0 0
SILICON VY BANCSHARES NOTE 6/1 827064AC0 104 86000 PRN SOLE 01 86000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 679 12684 SH SOLE 01 12684 0 0
SKECHERS U S A INC NOTE 4.500% 4/1 830566AB1 210 209000 PRN SOLE 01 209000 0 0
SL GREEN RLTY CORP COM 78440X101 293 5751 SH SOLE 01 5751 0 0
SONUS NETWORKS INC COM 835916107 82 15318 SH SOLE 01 15318 0 0
SOUTHERN CO COM 842587107 219 7237 SH SOLE 01 7237 0 0
SOUTHWEST AIRLS CO COM 844741108 2120 160000 SH SOLE 01 160000 0 0
SPDR TR UNIT SER 1 78462F103 25102 224756 SH SOLE 01 03 224756 0 0
SPX CORP COM 784635104 5448 153900 SH SOLE 03 153900 0 0
STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB1 26 29000 PRN SOLE 01 29000 0 0
STARBUCKS CORP COM 855244109 10635 233978 SH SOLE 01 03 233978 0 0
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 471 10344 SH SOLE 01 10344 0 0
STATE STR CORP COM 857477103 866 20000 SH SOLE 01 20000 0 0
STELMAR SHIPPING LTD COM V8726M103 3137 84000 SH SOLE 01 84000 0 0
STONEPATH GROUP INC COM 861837102 18 11000 SH SOLE 01 11000 0 0
SYNTROLEUM CORP *W EXP 05/26/200 871630125 49 37026 SH SOLE 01 37026 0 0
SYNTROLEUM CORP COM 871630109 378 75000 SH SOLE 01 75000 0 0
SYSCO CORP COM 871829107 337 11251 SH SOLE 01 11251 0 0
TALBOTS INC COM 874161102 2764 111500 SH SOLE 03 111500 0 0
TARGET CORP COM 87612E106 396 8642 SH SOLE 01 8642 0 0
TAUBMAN CTRS INC COM 876664103 464 18000 SH SOLE 01 18000 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 1133 30000 SH SOLE 01 30000 0 0
THERMA-WAVE INC COM 88343A108 35 10000 SH SOLE 01 10000 0 0
THQ INC COM NEW 872443403 307 16036 SH SOLE 01 16036 0 0
TITAN CORP COM 888266103 2095 150000 SH SOLE 03 150000 0 0
TJX COS INC NEW COM 872540109 203 9485 SH SOLE 01 9485 0 0
TOO INC COM 890333107 6111 338200 SH SOLE 03 338200 0 0
TOYS R US INC COM 892335100 349 20000 SH SOLE 01 20000 0 0
UNITED FIRE & CAS CO PFD CONV A % 910331305 366 9529 SH SOLE 01 9529 0 0
UNITED STATES STL CORP NEW COM 912909108 2995 79600 SH SOLE 03 79600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 224 3038 SH SOLE 01 3038 0 0
US AIRWAYS GROUP INC CL A 911905503 14 18071 SH SOLE 01 18071 0 0
US BANCORP DEL COM NEW 902973304 209 7347 SH SOLE 01 7347 0 0
VAALCO ENERGY INC COM NEW 91851C201 36 10968 SH SOLE 01 10968 0 0
VECTOR GROUP LTD NOTE 6.250% 7/1 92240MAC2 17 19000 PRN SOLE 01 19000 0 0
VERIZON COMMUNICATIONS COM 92343V104 359 8999 SH SOLE 01 8999 0 0
VISION-SCIENCES INC DEL COM 927912105 255 83000 SH SOLE 01 83000 0 0
WAL MART STORES INC COM 931142103 1044 19681 SH SOLE 01 19681 0 0
WASHINGTON MUT INC COM 939322103 463 11758 SH SOLE 01 11758 0 0
WASTE CONNECTIONS INC DBCV 5/0 941053AE0 75 69000 PRN SOLE 01 69000 0 0
WEATHERFORD INTL INC DBCV 6/3 947074AB6 190 300000 PRN SOLE 01 300000 0 0
WEBMD CORP COM 94769M105 74 10849 SH SOLE 01 10849 0 0
WELLS FARGO & CO NEW COM 949746101 314 5291 SH SOLE 01 5291 0 0
WET SEAL INC CL A 961840105 996 600000 SH SOLE 03 600000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1821 148500 SH SOLE 01 148500 0 0
ZILOG INC COM PAR $0.01 989524301 712 128430 SH SOLE 01 128430 0 0