-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, JykFdgJ94LjOm6uwD65o7JpmpAAQcUb9SUP3UfDamRhcw3Tkh0+KxPsaxjSs4MO6 c//Jnz6nma+zgtjDwapc5A== 0001085146-05-000587.txt : 20051213 0001085146-05-000587.hdr.sgml : 20051213 20051213080052 ACCESSION NUMBER: 0001085146-05-000587 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051213 DATE AS OF CHANGE: 20051213 EFFECTIVENESS DATE: 20051213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JEFFERIES GROUP INC /DE/ CENTRAL INDEX KEY: 0001084580 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 954719745 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10917 FILM NUMBER: 051259759 BUSINESS ADDRESS: STREET 1: 520 MADISON AVENUE STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-284-2550 MAIL ADDRESS: STREET 1: 520 MADISON AVENUE STREET 2: 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 FORMER COMPANY: FORMER CONFORMED NAME: JEF HOLDING CO INC DATE OF NAME CHANGE: 19990419 13F-HR/A 1 jefga13q05.txt JEFFERIES GROUP INC. 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, 2005 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: 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 December 8, 2005 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: 207 Form13F Information Table Value Total: $524,953 (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 28-11239 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AAR CORP NOTE 2.875% 2/0 000361AF2 620 590000 PRN SOLE 01 590000 0 0 ABERCROMBIE & FITCH CO CL A 002896207 30747 616800 SH SOLE 02 616800 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 371 21000 SH SOLE 01 21000 0 0 ALBERTSONS INC COM 013104104 3206 125000 SH SOLE 02 125000 0 0 ALMOST FAMILY INC COM 020409108 420 25916 SH SOLE 02 25916 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 4957 165000 SH SOLE 02 165000 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8671 368490 SH SOLE 02 368490 0 0 AMERICAN EXPRESS CO COM 025816109 3249 58936 SH SOLE 01 58936 0 0 AMGEN INC COM 031162100 1397 17400 SH SOLE 01 17400 0 0 ANNTAYLOR STORES CORP COM 036115103 21 10000 SH CALL SOLE 02 10000 0 0 APACHE CORP COM 037411105 3761 50000 SH SOLE 02 50000 0 0 ARDEN RLTY INC COM 039793104 1170 30158 SH SOLE 01 30158 0 0 ARROW ELECTRS INC DBCV 2/2 042735AY6 292 544000 PRN SOLE 01 544000 0 0 BANK OF AMERICA CORPORATION COM 060505104 320 7612 SH SOLE 01 7612 0 0 BIOMED REALTY TRUST INC COM 09063H107 903 37300 SH SOLE 01 37300 0 0 BIOMIRA INC COM 09161R106 166 100000 SH SOLE 01 100000 0 0 BISYS GROUP INC NOTE 4.000% 3/1 055472AB0 29 30000 PRN SOLE 01 30000 0 0 BLOCKBUSTER INC CL A 093679108 2375 500000 SH SOLE 02 500000 0 0 BLOCKBUSTER INC CL B 093679207 44 10200 SH SOLE 01 10200 0 0 BORDERS GROUP INC COM 099709107 19399 875000 SH SOLE 02 875000 0 0 BOSTON PROPERTIES INC COM 101121101 3191 44764 SH SOLE 01 44764 0 0 BOSTON SCIENTIFIC CORP COM 101137107 241 9000 SH SOLE 01 9000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 386 15600 SH SOLE 01 15600 0 0 BROOKS AUTOMATION INC NOTE 4.750% 6/0 11434AAB6 486 500000 PRN SOLE 01 500000 0 0 BUILD A BEAR WORKSHOP COM 120076104 8780 393740 SH SOLE 02 393740 0 0 BURLINGTON COAT FACTORY COM 121579106 4633 121800 SH SOLE 02 121800 0 0 BURLINGTON RES INC COM 122014103 1626 20000 SH SOLE 02 20000 0 0 CACHE INC COM NEW 127150308 4157 272958 SH SOLE 02 272958 0 0 CAL DIVE INTL INC COM 127914109 1268 20000 SH SOLE 02 20000 0 0 CALLAWAY GOLF CO COM 131193104 224 15000 SH SOLE 01 15000 0 0 CALPINE CORP COM 131347106 227 75251 SH SOLE 01 75251 0 0 CAMDEN PPTY TR SH BEN INT 133131102 588 10704 SH SOLE 01 10704 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 568 435000 PRN SOLE 01 435000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 956 25000 SH SOLE 02 25000 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 368 10338 SH SOLE 02 10338 0 0 CIENA CORP COM 171779101 60 25001 SH SOLE 01 25001 0 0 CISCO SYS INC COM 17275R102 803 44793 SH SOLE 01 44793 0 0 COMMSCOPE INC COM 203372107 301 16000 SH SOLE 01 16000 0 0 CONOCOPHILLIPS COM 20825C104 202 2900 SH SOLE 01 2900 0 0 CSX CORP DBCV 10/3 126408GA5 89 100000 PRN SOLE 01 100000 0 0 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 2110 1770000 PRN SOLE 01 1770000 0 0 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 31 26000 PRN SOLE 01 26000 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 295 5000 SH SOLE 01 5000 0 0 DICKS SPORTING GOODS INC COM 253393102 2891 96000 SH SOLE 02 96000 0 0 DISNEY WALT CO COM DISNEY 254687106 1318 56613 SH SOLE 01 56613 0 0 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 391 387000 PRN SOLE 01 387000 0 0 DRESS BARN INC COM 261570105 2229 97917 SH SOLE 02 97917 0 0 DUKE ENERGY CORP COM 264399106 894 31805 SH SOLE 01 31805 0 0 EARTHLINK INC COM 270321102 1070 100000 SH SOLE 02 100000 0 0 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 47 48000 PRN SOLE 01 48000 0 0 EDISON INTL COM 281020107 959 20500 SH SOLE 01 20500 0 0 EDO CORP NOTE 5.250% 4/1 281347AD6 1072 1050000 PRN SOLE 01 1050000 0 0 ELAN PLC ADR 284131208 101 11996 SH SOLE 01 11996 0 0 ELECTRIC CITY CORP COM 284868106 270 300000 SH SOLE 01 300000 0 0 EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB3 129 250000 PRN SOLE 01 250000 0 0 EOG RES INC COM 26875P101 936 12500 SH SOLE 02 12500 0 0 EP MEDSYSTEMS INC COM 26881P103 429 150000 SH SOLE 01 150000 0 0 EQUITY OFFICE PROPERTIES TRU COM 294741103 657 20279 SH SOLE 01 20279 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 417 11307 SH SOLE 01 11307 0 0 ESCHELON TELECOM INC COM 296290109 2117 173260 SH SOLE 01 173260 0 0 ESSEX PPTY TR INC COM 297178105 722 8159 SH SOLE 01 8159 0 0 EXXON MOBIL CORP COM 30231G102 4143 65200 SH SOLE 01 02 65200 0 0 FEDERAL NATL MTG ASSN COM 313586109 388 8626 SH SOLE 01 8626 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 671 97800 SH SOLE 01 97800 0 0 FMC TECHNOLOGIES INC COM 30249U101 1053 25000 SH SOLE 02 25000 0 0 FOOT LOCKER INC COM 344849104 218 10000 SH SOLE 01 10000 0 0 FORDING CDN COAL TR TR UNIT 345425102 1064 25000 SH SOLE 02 25000 0 0 FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK1 38 25000 PRN SOLE 01 25000 0 0 GAMESTOP CORP CL A 36466R101 344 9500 SH SOLE 01 9500 0 0 GAMESTOP CORP COM CL B 36466R200 544 18100 SH SOLE 01 18100 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 29 10000 SH SOLE 01 10000 0 0 GENENTECH INC COM NEW 368710406 407 5000 SH SOLE 01 5000 0 0 GENERAL ELEC CO COM 369604103 599 17783 SH SOLE 01 17783 0 0 GENERAL GROWTH PPTYS INC COM 370021107 335 7767 SH SOLE 01 7767 0 0 GENERAL MARITIME CORP SHS Y2692M103 763 20500 SH SOLE 01 20500 0 0 GENERAL MLS INC COM 370334104 348 7400 SH SOLE 01 7400 0 0 GENERAL MLS INC DBCV 10/2 370334AU8 1490 2103000 PRN SOLE 01 2103000 0 0 GENERAL MTRS CORP DEB SR CV C 33 370442717 1337 62100 SH SOLE 01 62100 0 0 GLOBALSANTAFE CORP SHS G3930E101 3650 80000 SH SOLE 02 80000 0 0 GTECH HLDGS CORP COM 400518106 20037 625000 SH SOLE 02 625000 0 0 GUIDANT CORP COM 401698105 19486 277700 SH SOLE 01 277700 0 0 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 722 414000 PRN SOLE 01 414000 0 0 HCA INC COM 404119109 288 6000 SH SOLE 02 6000 0 0 HEWLETT PACKARD CO COM 428236103 234 8201 SH SOLE 01 8201 0 0 HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ2 33 30000 PRN SOLE 01 30000 0 0 HOOPER HOLMES INC COM 439104100 63 16000 SH SOLE 02 16000 0 0 HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG9 146 315000 PRN SOLE 01 315000 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 2454 67000 SH SOLE 02 67000 0 0 HOST MARRIOTT CORP NEW COM 44107P104 238 14366 SH SOLE 01 14366 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 61 2350000 PRN SOLE 01 2350000 0 0 HYDROGENICS CORP COM 448882100 155 40000 SH SOLE 01 40000 0 0 IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC9 1702 1000000 PRN SOLE 01 1000000 0 0 INCO LTD NOTE 3/2 453258AM7 613 542300 PRN SOLE 01 542300 0 0 INCO LTD SDCV 3.500% 3/1 453258AR6 66 40100 PRN SOLE 01 40100 0 0 INTEL CORP COM 458140100 1670 68352 SH SOLE 01 68352 0 0 INTL PAPER CO COM 460146103 570 18701 SH SOLE 01 18701 0 0 INTL PAPER CO DBCV 6/2 460146BM4 194 350000 PRN SOLE 01 350000 0 0 INVITROGEN CORP COM 46185R100 478 5800 SH SOLE 01 5800 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 455 480000 PRN SOLE 01 480000 0 0 IOWA TELECOMM SERVICES INC COM 462594201 700 39153 SH SOLE 01 39153 0 0 JACUZZI BRANDS INC COM 469865109 92 12700 SH SOLE 01 12700 0 0 KAYDON CORP NOTE 4.000% 5/2 486587AB4 769 694000 PRN SOLE 01 694000 0 0 KELLWOOD CO DBCV 3.500% 6/1 488044AF5 848 1000000 PRN SOLE 01 1000000 0 0 KERZNER INTL LTD NOTE 2.375% 4/1 492520AB7 1684 1500000 PRN SOLE 01 1500000 0 0 KFX INC COM 48245L107 3312 263412 SH SOLE 01 263412 0 0 KOHLS CORP COM 500255104 8967 178700 SH SOLE 02 178700 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 18802 3000454 SH SOLE 02 3003454 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 9 20000 SH CALL SOLE 02 20000 0 0 LA QUINTA CORP PAIRED CTF 50419U202 1034 125900 SH SOLE 01 125900 0 0 LABONE INC NEW DBCV 3.500% 6/1 50540LAC9 125 100000 PRN SOLE 01 100000 0 0 LEUCADIA NATL CORP COM 527288104 401 9820 SH SOLE 01 9820 0 0 LEXMARK INTL NEW CL A 529771107 253 4200 SH SOLE 01 4200 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 345 335000 PRN SOLE 01 335000 0 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 159 19100 SH SOLE 01 19100 0 0 LIBERTY PPTY TR SH BEN INT 531172104 246 6015 SH SOLE 01 6015 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 222 20800 SH SOLE 01 20800 0 0 LITHIA MTRS INC NOTE 2.875% 5/0 536797AB9 285 303000 PRN SOLE 01 303000 0 0 LOWES COS INC NOTE 0.861%10/1 548661CG0 559 500000 PRN SOLE 01 500000 0 0 LTX CORP NOTE 4.250% 8/1 502392AE3 495 500000 PRN SOLE 01 500000 0 0 MASCO CORP NOTE 7/2 574599BB1 87 191000 PRN SOLE 01 191000 0 0 MBNA CORP COM 55262L100 318 13032 SH SOLE 01 13032 0 0 MCDERMOTT INTL INC COM 580037109 2563 70000 SH SOLE 02 70000 0 0 MCDONALDS CORP COM 580135101 36065 1080008 SH SOLE 01 02 1080008 0 0 MCMORAN EXPLORATION CO NOTE 6.000% 7/0 582411AB0 163 115000 PRN SOLE 01 115000 0 0 MEDTRONIC INC DBCV 1.250% 9/1 585055AD8 2290 2260000 PRN SOLE 01 2260000 0 0 MERCK & CO INC COM 589331107 299 10900 SH SOLE 01 10900 0 0 MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ2 181 140000 PRN SOLE 01 140000 0 0 MICHAELS STORES INC COM 594087108 4959 150000 SH SOLE 02 150000 0 0 MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG8 105 92000 PRN SOLE 01 92000 0 0 MICROSOFT CORP COM 594918104 2117 82735 SH SOLE 01 82735 0 0 MILLENNIUM CELL INC COM 60038B105 46 20000 SH SOLE 01 20000 0 0 MOBILE MINI INC COM 60740F105 567 13400 SH SOLE 01 13400 0 0 MOLEX INC CL A 608554200 528 21300 SH SOLE 01 21300 0 0 MORGAN STANLEY COM NEW 617446448 329 42500 SH PUT SOLE 02 42500 0 0 NATIONAL HEALTHCARE CORP COM 635906100 343 9800 SH SOLE 02 9800 0 0 NATIONAL OILWELL VARCO INC COM 637071101 2987 48002 SH SOLE 01 02 48002 0 0 NEW YORK & CO INC COM 649295102 19341 1179300 SH SOLE 02 1179300 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 172 10000 SH SOLE 01 10000 0 0 NEXTEL PARTNERS INC CL A 65333F107 253 10007 SH SOLE 01 10007 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 200 2300 SH SOLE 01 2300 0 0 OFFICEMAX INC DEL COM 67622P101 66482 2099200 SH SOLE 02 2099200 0 0 OFFICEMAX INC DEL COM 67622P101 1566 613800 SH CALL SOLE 02 613800 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 4639 37500 SH SOLE 01 02 37500 0 0 OMI CORP NOTE 2.875%12/0 670874AF3 1016 1071000 PRN SOLE 01 1071000 0 0 OMNICARE INC COM 681904108 263 4700 SH SOLE 01 4700 0 0 OPEN SOLUTIONS INC NOTE 1.467% 2/0 68371PAB8 107 200000 PRN SOLE 01 200000 0 0 ORACLE CORP COM 68389X105 523 42262 SH SOLE 01 42262 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 2998 139819 SH SOLE 02 139819 0 0 PATRIOT CAPITAL FUNDING INC COM 70335Y104 705 50000 SH SOLE 01 50000 0 0 PEOPLES ENERGY CORP COM 711030106 445 11000 SH SOLE 01 11000 0 0 PER-SE TECHNOLOGIES INC SDCV 3.250% 6/3 713569AB7 126 100000 PRN SOLE 01 100000 0 0 PETCO ANIMAL SUPPLIES COM NEW 716016209 635 30000 SH SOLE 02 30000 0 0 PETSMART INC COM 716768106 3629 166606 SH SOLE 01 02 166606 0 0 PFIZER INC COM 717081103 255 10000 SH SOLE 01 10000 0 0 PRECISION DRILLING CORP COM 74022D100 4821 97950 SH SOLE 01 02 97950 0 0 PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 31 10000 SH SOLE 01 10000 0 0 PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 482 500000 PRN SOLE 01 500000 0 0 PUBLIC STORAGE INC COM 74460D109 327 5029 SH SOLE 01 5029 0 0 QLT INC NOTE 3.000% 9/1 746927AB8 455 500000 PRN SOLE 01 500000 0 0 QUALCOMM INC COM 747525103 1720 38701 SH SOLE 01 38701 0 0 QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA0 10 10000 PRN SOLE 01 10000 0 0 QUANTUM CORP NOTE 4.375% 8/0 747906AE5 960 1000000 PRN SOLE 01 1000000 0 0 RANGE RES CORP COM 75281A109 2220 57500 SH SOLE 02 57500 0 0 REDDY ICE HLDGS INC COM 75734R105 1249 57600 SH SOLE 01 57600 0 0 RENTECH INC COM 760112102 37 15000 SH SOLE 01 15000 0 0 RES-CARE INC COM 760943100 224 14555 SH SOLE 02 14555 0 0 RETAIL VENTURES INC COM 76128Y102 386 35200 SH SOLE 02 35200 0 0 RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE0 1840 1800000 PRN SOLE 01 1800000 0 0 RICHARDSON ELECTRS LTD SDCV 7.250%12/1 763165AB3 90 89890 PRN SOLE 01 89890 0 0 RICHARDSON ELECTRS LTD SDCV 8.250% 6/1 763165AC1 209 209000 PRN SOLE 01 209000 0 0 RITE AID CORP NOTE 4.750%12/0 767754BA1 99 100000 PRN SOLE 01 100000 0 0 ROBBINS & MYERS INC NOTE 8.000% 1/3 770196AB9 893 1632000 PRN SOLE 01 1632000 0 0 ROCKWELL COLLINS INC COM 774341101 743 15600 SH SOLE 01 15600 0 0 SCHLUMBERGER LTD COM 806857108 422 5000 SH SOLE 01 5000 0 0 SCI SYS INC NOTE 3.000% 3/1 783890AF3 33 35000 PRN SOLE 01 35000 0 0 SEARS HLDGS CORP COM 812350106 852 7337 SH SOLE 01 7337 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 852 23052 SH SOLE 01 23052 0 0 SINCLAIR BROADCAST GROUP INC SDCV 6.000% 9/1 829226AV1 400 512650 PRN SOLE 01 512650 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 151 20000 SH SOLE 01 20000 0 0 SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB8 155 150000 PRN SOLE 01 150000 0 0 SL GREEN RLTY CORP COM 78440X101 2346 35480 SH SOLE 01 35480 0 0 SPRINT NEXTEL CORP COM FON 852061100 1218 50001 SH SOLE 01 50001 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 47675 1020000 SH SOLE 02 1020000 0 0 SUNCOR ENERGY INC COM 867229106 2270 37500 SH SOLE 02 37500 0 0 SUPERVALU INC NOTE 11/0 868536AP8 529 1500000 PRN SOLE 01 1500000 0 0 TAUBMAN CTRS INC COM 876664103 524 16696 SH SOLE 01 16696 0 0 TELESYSTEM INTL WIRELESS INC COM NEW 879946606 13 15108 SH SOLE 01 15108 0 0 TERRA INDS INC COM 880915103 1035 139750 SH SOLE 01 139750 0 0 THERMA-WAVE INC COM 88343A108 18 10000 SH SOLE 01 10000 0 0 TIME WARNER INC COM 887317105 4301 240461 SH SOLE 01 240461 0 0 TOO INC COM 890333107 13545 493800 SH SOLE 02 493800 0 0 TRIAD HOSPITALS INC COM 89579K109 272 6000 SH SOLE 02 6000 0 0 TRIZEC PROPERTIES INC COM 89687P107 479 21590 SH SOLE 01 21590 0 0 TTI TEAM TELECOM INTL LTD ORD M88258104 42 14000 SH SOLE 01 14000 0 0 TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF4 118 93000 PRN SOLE 01 93000 0 0 VAALCO ENERGY INC COM NEW 91851C201 49 10968 SH SOLE 01 10968 0 0 VALERO ENERGY CORP NEW COM 91913Y100 6935 61300 SH SOLE 01 02 61300 0 0 VALUEVISION MEDIA INC CL A 92047K107 146 11700 SH SOLE 01 11700 0 0 VECTOR GROUP LTD COM 92240M108 12206 610000 SH SOLE 02 610000 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAE8 248 200000 PRN SOLE 01 200000 0 0 VECTOR GROUP LTD NOTE 6.250% 7/1 92240MAC2 7573 7691000 PRN SOLE 01 02 7691000 0 0 W & T OFFSHORE INC COM 92922P106 1480 47204 SH SOLE 01 47204 0 0 WALGREEN CO COM 931422109 201 4700 SH SOLE 01 4700 0 0 WENDYS INTL INC COM 950590109 6772 150000 SH SOLE 02 150000 0 0 WET SEAL INC CL A 961840105 316 70300 SH SOLE 02 70300 0 0 WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB3 126 58000 PRN SOLE 01 58000 0 0 XTO ENERGY INC COM 98385X106 1133 25000 SH SOLE 02 25000 0 0
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