13F-HR 1 jeff3q07.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, 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 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