-----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, Ko7GLtWnbpFPFyAeCUrEFrjMUtagPVgCirC7hFBTjKC1Aroe6mQKAC26yTk6gJXv 0N1jDY8KDIuI0zJWOw0y2Q== 0000921530-02-000448.txt : 20020814 0000921530-02-000448.hdr.sgml : 20020814 20020814152233 ACCESSION NUMBER: 0000921530-02-000448 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001167557 IRS NUMBER: 133987414 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10120 FILM NUMBER: 02735690 BUSINESS ADDRESS: STREET 1: 10 ROCKEFELLER PLAZA STREET 2: SUITE 624 CITY: NEW YORK STATE: NY ZIP: 10020 BUSINESS PHONE: 2122184400 MAIL ADDRESS: STREET 1: 10 ROCKEFELLER PLAZA STREET 2: SUITE 624 CITY: NEW YORK STATE: NY ZIP: 10020 13F-HR 1 aqr_13f-063002.txt ------------------------------- OMB APPROVAL ------------------------------- OMB Number: 3235-0006 Expires: October 31, 2003 Estimated average burden hours per response: ................ 23.5 ------------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2002 ------------- 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: AQR Capital Management, LLC Address: 10 Rockefeller Plaza Suite 624 New York, NY 10020 Form 13F File Number: 028-10120 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: John Liew Title: Member Phone: 212-218-4400 Signature, Place, and Date of Signing: /s/ John Liew New York, NY August 14, 2002 - ---------------------- ------------------ --------------- [Signature] [City, State] [Date] Report Type (Check only one.): |X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 --- Form 13F Information Table Entry Total: 286 ----- Form 13F Information Table Value Total: $230,777 ---------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. 13F File No. Name - --- ------------ ---- 1. 028-10111 RAIM, LLC 2. 028-10114 CNH Partners, LLC AQR CAPITAL MANAGEMENT, LLC FORM 13F INFORMATION TABLE QUARTER ENDED JUNE 30, 2002
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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- ABBOTT LABS COM 002824100 245 6,500 SH SOLE 6,500 ABERCROMBIE & FITCH CO CL A 002896207 260 10,800 SH SOLE 10,800 ACCREDO HEALTH INC COM 00437V104 276 5,977 SH SOLE 5,977 ADOBE SYS INC COM 00724F101 274 9,600 SH SOLE 9,600 ADVANCED FIBRE COMMUNICATION COM 00754A105 265 16,000 SH SOLE 16,000 ADVANCED MICRO DEVICES INC COM 007903107 194 20,000 SH SOLE 20,000 ADVENT SOFTWARE INC COM 007974108 216 8,400 SH SOLE 8,400 AETNA INC NEW COM 00817Y108 657 13,700 SH SOLE 13,700 AFFILIATED COMPUTER SERVICES CL A 008190100 252 5,300 SH SOLE 5,300 AGCO CORP COM 001084102 408 20,900 SH SOLE 20,900 AIRBORNE INC COM 009269101 866 45,100 SH SOLE 45,100 ALASKA AIR GROUP INC COM 011659109 1,975 75,689 SH SOLE 75,689 ALCOA INC COM 013817101 215 6,500 SH SOLE 6,500 ALLIANCE GAMING CORP COM NEW 01859P609 499 40,000 SH SOLE 40,000 ALLIANT TECHSYSTEMS INC COM 018804104 230 3,600 SH SOLE 3,600 AMERADA HESS CORP COM 023551104 677 8,200 SH SOLE 8,200 AMERICA WEST HLDG CORP CL B 023657208 176 64,400 SH SOLE 64,400 AMERICAN ELEC PWR INC COM 025537101 208 5,200 SH SOLE 5,200 AMERICAN GREETINGS CORP CL A 026375105 360 21,600 SH SOLE 21,600 AMERICAN WTR WKS INC COM 030411102 7,216 167,000 SH SHARED - 1, 2 167,000 OTHER AMERICREDIT CORP COM 03060R101 516 18,400 SH SOLE 18,400
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- AMERISOURCEBERGEN CORP COM 03073E105 471 6,203 SH SOLE 6,203 AMGEN INC COM 031162100 201 4,800 SH SOLE 4,800 AMKOR TECHNOLOGY INC COM 031652100 183 29,500 SH SOLE 29,500 AMR CORP COM 001765106 1,619 96,052 SH SOLE 96,052 ANADARKO PETE CORP COM 032511107 202 4,100 SH SOLE 4,100 ANDRX GROUP COM 034553107 278 10,300 SH SOLE 10,300 APPLE COMPUTER INC COM 037833100 358 20,200 SH SOLE 20,200 ARKANSAS BEST CORP DEL COM 040790107 240 9,400 SH SOLE 9,400 ARVINMERITOR INC COM 043353101 586 24,400 SH SOLE 24,400 ASHLAND INC COM 044204105 563 13,900 SH SOLE 13,900 AT&T CORP COM 001957109 147 13,700 SH SOLE 13,700 AVON PRODS INC COM 054303102 303 5,800 SH SOLE 5,800 AXCELIS TECHNOLOGIES INC COM 054540109 184 16,200 SH SOLE 16,200 AZTAR CORP COM 054802103 237 11,400 SH SOLE 11,400 BANK OF AMERICA CORPORATION COM 060505104 443 6,300 SH SOLE 6,300 BANK HAWAII CORP COM 062540109 274 9,800 SH SOLE 9,800 BAXTER INTL INC COM 071813109 307 6,900 SH SOLE 6,900 BEAR STEARNS COS INC COM 073902108 1,083 17,695 SH SOLE 17,695 BEAZER HOMES USA INC COM 07556Q105 640 8,000 SH SOLE 8,000 BELO CORP COM SER A 080555105 525 23,200 SH SOLE 23,200 BIOMET INC COM 090613100 239 8,800 SH SOLE 8,800 BJ SVCS CO COM 055482103 359 10,600 SH SOLE 10,600 BLOCKBUSTER INC CL A 093679108 288 10,700 SH SOLE 10,700 BOYD GAMING CORP COM 103304101 455 31,600 SH SOLE 31,600 BURLINGTON NORTHN SANTA FE C COM 12189T104 531 17,700 SH SOLE 17,700 BURLINGTON RES INC COM 122014103 213 5,600 SH SOLE 5,600
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- CADENCE DESIGN SYSTEMS INC COM 127387108 334 20,700 SH SOLE 20,700 CALPINE CORP COM 131347106 85 12,100 SH SOLE 12,100 CANNAN ENERGY CORP COM 134743103 802 44,581 SH SHARED - 1, 2 44,581 OTHER CARDINAL HEALTH INC COM 14149Y108 319 5,200 SH SOLE 5,200 CAREMARK RX INC COM 141705103 221 13,400 SH SOLE 13,400 CATERPILLAR INC DEL COM 149123101 220 4,500 SH SOLE 4,500 CDW COMPUTER CTRS INC COM 125129106 314 6,700 SH SOLE 6,700 CENDANT CORP COM 151313103 326 20,500 SH SOLE 20,500 CENTEX CORP COM 152312104 277 4,800 SH SOLE 4,800 CEPHALON INC COM 156708109 249 5,500 SH SOLE 5,500 CERNER CORP COM 156782104 335 7,000 SH SOLE 7,000 CHILES OFFSHORE INC COM 16888M104 2,486 102,500 SH SHARED - 1, 2 102,500 OTHER CINTAS CORP COM 172908105 272 5,500 SH SOLE 5,500 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 906 48,300 SH SOLE 48,300 CLARK DICK PRODTNS INC COM 181512104 1,717 119,245 SH SHARED - 1, 2 119,245 OTHER CLEAR CHANNEL COMMUNICATIONS COM 184502102 227 7,100 SH SOLE 7,100 CLOROX CO DEL COM 189054109 343 8,300 SH SOLE 8,300 CMS ENERGY CORP COM 125896100 276 25,100 SH SOLE 25,100 CNA FINL CORP COM 126117100 345 13,000 SH SOLE 13,000 CNF INC COM 12612W104 391 10,300 SH SOLE 10,300 COCA COLA CO COM 191216100 235 4,200 SH SOLE 4,200 COLGATE PALMOLIVE CO COM 194162103 230 4,600 SH SOLE 4,600 COLLATERAL THERAPEUTICS COM 193921103 828 70,100 SH SHARED - 1, 2 70,100 OTHER COMPUWARE CORP COM 205638109 157 25,800 SH SOLE 25,800 CONEXANT SYSTEMS INC COM 207142100 21 13,100 SH SOLE 13,100
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- CONOCO INC COM 208251504 6,330 227,700 SH SHARED - 1, 2 227,700 OTHER CONSECO INC COM 208464107 92 45,900 SH SOLE 45,900 CONTINENTAL AIRLS INC CL B 210795308 890 56,412 SH SOLE 56,412 CONVERGYS CORP COM 212485106 210 10,800 SH SOLE 10,800 COOPER INDS INC COM 216669101 236 6,000 SH SOLE 6,000 COORS ADOLPH CO CL B 210701614 231 3,700 SH SOLE 3,700 COUNTRYWIDE CR INDS INC DEL COM 222372104 540 11,200 SH SOLE 11,200 COVENTRY HEALTH CARE INC COM 222862104 458 16,100 SH SOLE 16,100 CROWN CORK & SEAL INC COM 228255105 382 55,700 SH SOLE 55,700 CUMMINS INC COM 231021106 225 6,800 SH SOLE 6,800 CYMER INC COM 232572107 249 7,100 SH SOLE 7,100 CYPRESS SEMICONDUCTOR CORP COM 232806109 515 33,900 SH SOLE 33,900 CYTEC INDS INC COM 232820100 336 10,700 SH SOLE 10,700 CYTYC CORP COM 232946103 136 17,900 SH SOLE 17,900 D & E COMMUNICATIONS INC COM 232860106 346 32,882 SH SHARED - 1, 2 32,882 OTHER DATUM INC COM 238208102 331 32,000 SH SHARED - 1, 2 32,000 OTHER DEAN FOODS CO NEW COM 242370104 658 17,644 SH SOLE 17,644 DELPHI CORP COM 247126105 246 18,600 SH SOLE 18,600 DELTA AIR LINES INC DEL COM 247361108 1,389 69,473 SH SOLE 69,473 DELUXE CORP COM 248019101 653 16,800 SH SOLE 16,800 DILLARDS INC CL A 254067101 655 24,900 SH SOLE 24,900 DIGENE CORP COM 253752109 2,633 223,850 SH SHARED - 1, 2 223,850 OTHER DOLE FOOD INC COM 256605106 574 19,900 SH SOLE 19,900 DONNELLEY, R.R. & SONS CO COM 257867101 220 8,000 SH SOLE 8,000 DONNELLY CORP CL A 257870105 305 11,300 SH SHARED - 1, 2 11,300 OTHER DREYERS GRAND ICE CREAM INC COM 261878102 377 5,500 SH SHARED - 1, 2 5,500 OTHER
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- DUSA PHARMACEUTICALS INC COM 266898105 30 10,200 SH SOLE 10,200 DYNACARE INC COM 267920205 3,448 156,800 SH SHARED - 1, 2 156,800 OTHER EAGLE BANCSHARES INC COM 26942C109 2,408 92,700 SH SHARED - 1, 2 92,700 OTHER EASTMAN KODAK CO COM 277461109 327 11,200 SH SOLE 11,200 EDISON INTL COM 281020107 238 14,000 SH SOLE 10,100 EDWARDS AG INC COM 281760108 214 5,500 SH SOLE 5,500 ELECTRONIC DATA SYS NEW COM 285661104 230 6,200 SH SOLE 6,200 ENGELHARD CORP COM 292845104 388 13,700 SH SOLE 13,700 ENTERGYCORPNEW COM 29364G103 301 7,100 SOLE 7,100 EOG RES INC COM 26875P101 218 5,500 SH SOLE 5,500 EXPEDIA INC CL A 302125109 1,073 18,100 SH SHARED - 1, 2 18,100 OTHER FEDEX CORP COM 31428X106 438 8,200 SH SOLE 8,200 FIRST TENN NATL CORP COM 337162101 222 5,800 SH SOLE 5,800 FISERV INC COM 337738108 261 7,100 SH SOLE 7,100 FMC TECHNOLOGIES INC COM 30249U101 221 10,662 SH SOLE 10,662 FMC CORP COM NEW 302491303 244 8,100 SH SOLE 8,100 FOOT LOCKER INC COM 344849104 192 13,300 SH SOLE 13,300 FORTUNE BRANDS INC COM 349631101 907 16,200 SH SOLE 16,200 FOSTER WHEELER LTD SHS G36535105 25 15,600 SH SOLE 15,600 FURNITURE BRANDS INTL INC COM 360921100 363 12,000 SH SOLE 12,000 GENERAL MTRS CORP COM 370442105 337 6,300 SH SOLE 6,300 GENERAL MTRS CORP CL H NEW 370442832 3,245 312,000 SH SHARED - 1, 2 312,000 OTHER GOLDEN ST BANCORP INC COM 381197102 7,812 215,500 SH SHARED - 1, 2 215,500 OTHER GOLDEN ST BANCORP INC COM 381197102 319 8,800 SH SOLE 8,800 GOLDEN WEST FINL CORP DEL COM 381317106 234 3,400 SH SOLE 3,400 GOODRICH CORP COM 382388106 295 10,800 SH SOLE 10,800
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- GOODRICH TIRE & RUBR CO COM 382550101 369 19,700 SH SOLE 19,700 GREENPOINT FINL CORP COM 395384100 737 15,000 SH SOLE 15,000 GROUP 1 AUTOMOTIVE INC COM 398905109 732 19,200 SH SOLE 19,200 GUIDANT CORP COM 401698105 360 11,900 SH SOLE 11,900 GULF INDONESIA RES LTD COM 402284103 4,946 375,000 SH SHARED - 1, 2 375,000 OTHER GULF WEST BKS INC COM 402582100 289 19,600 SH SHARED - 1, 2 19,600 OTHER HEALTH NET INC COM 42222G108 343 12,800 SH SOLE 12,800 HEALTHSOUTH CORP COM 421924101 239 18,700 SH SOLE 18,700 HERBALIFE INTL INC CL B 426908307 3,387 176,666 SH SHARED - 1, 2 176,666 OTHER HISPANIC BROADCASTING CORP CL A 43357B104 7,037 269,600 SH SHARED - 1, 2 269,600 OTHER HNC SOFTWARE INC COM 40425P107 7,887 472,250 SH SHARED - 1, 2 472,250 OTHER HOME DEPOT INC COM 437076102 316 8,600 SH SOLE 8,600 HUGHES SUPPLY INC COM 444482103 705 15,700 SH SOLE 15,700 HUMANA INC COM 444859102 438 28,000 SH SOLE 28,000 ICN PHARMACEUTICALS INC NEW COM 448924100 462 19,100 SH SOLE 19,100 ICOS CORP COM 449295104 236 13,900 SH SOLE 13,900 IKON OFFICE SOLUTIONS INC COM 451713101 317 33,700 SH SOLE 33,700 IMMUNEX CORP NEW COM 452528102 7,263 325,100 SH SHARED - 1, 2 325,100 OTHER INGRAM MICRO INC CL A 457153104 331 24,100 SH SOLE 24,100 INTEGRATED CIRCUIT SYS INC COM 45811K208 295 14,600 SH SOLE 14,600 INTEGRATED DEVICE TECHNOLOGY COM 458118106 250 13,800 SH SOLE 13,800 INTEL CORP COM 458140100 353 19,300 SH SOLE 19,300
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- INTERNATIONAL GAME TECHNOLOG COM 459902102 266 4,700 SH SOLE 4,700 INTERNATIONAL RECTIFIER CORP COM 460254105 224 7,700 SH SOLE 7,700 INTERPUBLIC GROUP COS INC COM 460690100 305 12,300 SH SOLE 12,300 IVEX PACKAGING CORP DEL COM 465855104 3,698 162,400 SH SHARED - 1, 2 162,400 OTHER HUNT J B TRANS SVCS INC COM 445658107 213 7,200 SH SOLE 7,200 JOHNSON CTLS INC COM 478366107 204 2,500 SH SOLE 2,500 JP REALTY INC COM 46624A106 6,319 237,100 SH SHARED - 1, 2 237,100 OTHER JUNIPER NETWORKS INC COM 48203R104 124 21,900 SH SOLE 21,900 KELLWOOD CO COM 488044108 579 17,800 SH SOLE 17,800 KEMET CORP COM 488360108 325 18,200 SH SOLE 18,200 KENNAMETAL INC COM 489170100 201 5,500 SH SOLE 5,500 KINDER MORGAN INC COM 49455P101 209 5,500 SH SOLE 5,500 KING PHARMACEUTICALS INC COM 495582108 274 12,300 SH SOLE 12,300 KMART CORP COM 482584109 39 38,200 SH SOLE 28,200 KNIGHT RIDDER INC COM 499040103 252 4,000 SH SOLE 4,000 KRISPY KREME DOUGHNUTS INC COM 501014104 248 7,700 SH SOLE 7,700 LEAR CORP COM 521865105 754 16,300 SH SOLE 16,300 LIZ CLAIBORNE INC COM 539320101 356 11,200 SH SOLE 11,200 LOEWS CORP COM 540424108 721 13,600 SH SOLE 13,600 MAIL WELL INC COM 560321200 54 10,300 SH SOLE 10,300 MANDALAY RESORT GROUP COM 562567107 383 13,900 SH SOLE 13,900 M D C HLDGS INC COM 552676108 412 7,920 SH SOLE 7,920 MEDFORD BANCORP INC COM 584131106 1,658 47,600 SH SHARED - 1, 2 47,600 OTHER MERCURY INTERACTIVE CORP COM 589405109 308 13,400 SH SOLE 13,400
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- METLIFE INC COM 59156R108 245 8,500 SH SOLE 8,500 MICHAELS STORES INC COM 594087108 269 6,900 SH SOLE 6,900 MILLIPORE CORP COM 601073109 313 9,800 SH SOLE 9,800 MIRANT CORP COM 604675108 88 12,000 SH SOLE 12,000 MOHAWK INDS INC COM 608190104 352 5,722 SH SOLE 5,722 MPS GROUP INC COM 553409103 497 58,500 SH SOLE 58,500 MURPHY OIL CORP COM 626717102 355 4,300 SH SOLE 4,300 NBTY INC COM 628782104 503 32,500 SH SOLE 32,500 NCR CORP NEW COM 62886E108 322 9,300 SH SOLE 9,300 NEWELL RUBBERMAID INC COM 651229106 235 6,700 SH SOLE 6,700 NIKE INC CL B 654106103 349 6,500 SH SOLE 6,500 NORTEK INC COM 656559101 2,413 53,500 SH SHARED - 1, 2 53,500 OTHER NORTHROP GRUMMAN CORP COM 666807102 513 4,100 SH SOLE 4,100 NORTHWEST AIRLS CORP CL A 667280101 1,441 119,527 SH SOLE 119,527 NVIDIA CORP COM 67066G104 182 10,600 SH SOLE 10,600 NVR INC COM 62944T105 420 1,300 SH SOLE 1,300 OCCIDENTAL PETE CORP DEL COM 674599105 1,026 34,200 SH SOLE 34,200 OFFICE DEPOT INC COM 676220106 706 42,000 SH SOLE 42,000 OFFICEMAX INC COM 67622M108 98 16,700 SH SOLE 16,700 OLIN CORP COM PAR $1 680665205 1,003 45,300 SH SOLE 45,300 ONEOK INC NEW COM 682680103 367 16,700 SH SOLE 16,700 OWENS ILL INC COM NEW 690768403 466 33,900 SH SOLE 33,900 OXFORD HEALTH PLANS INC COM 691471106 739 15,900 SH SOLE 15,900 PACIFICARE HEALTH SYS DEL COM 695112102 231 8,500 SH SOLE 8,500 PACTIV CORP COM 695257105 245 10,300 SH SOLE 10,300
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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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- PARADIGM GEOPHYSICAL LTD ORD 69900J104 2,006 397,300 SH SHARED - 1, 2 397,300 OTHER PAYLESS SHOESOURCE INC COM 704379106 409 7,100 SH SOLE 7,100 PENN VA CORP COM 707882106 1,337 34,300 SH SHARED - 1, 2 34,300 OTHER PENNEY J C INC COM 708160106 478 21,700 SH SOLE 21,700 PENNZOIL-QUAKER STATE COMPAN COM 709323109 8,190 380,400 SH SHARED - 1, 2 380,400 OTHER PEP BOYS MANNY MOE & JACK COM 713278109 452 26,800 SH SOLE 26,800 PEPSI BOTTLING GROUP INC COM 713409100 271 8,800 SH SOLE 8,800 PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 4,026 1,118,200 SH SHARED - 1, 2 OTHER 1,118,200 PG&E CORP COM 69331C108 948 53,000 SH SOLE 53,000 PHILIP MORRIS COS INC COM 718154107 411 9,400 SH SOLE 9,400 PHILIPS PETE CO COM 718507106 294 5,000 SH SOLE 5,000 PIER 1 IMPORTS INC COM 720279108 292 13,900 SH SOLE 13,900 PMI GROUP INC WHEN ISSUED 69344M101 329 8,600 SH SOLE 8,600 PPL CORP COM 69351T106 367 11,100 SH SOLE 11,100 PRAXAIR INC COM 74005P104 330 5,800 SH SOLE 5,800 PROCTOR & GAMBLE CO COM 742718109 384 4,300 SH SOLE 4,300 PUERTO RICAN CEM INC COM 745075101 2,632 75,200 SH SHARED - 1, 2 75,200 OTHER QUEST DIAGNOSTICS INC COM 74834L100 232 2,700 SH SOLE 2,700 RADIOSHACK CORP COM 750438103 271 9,000 SH SOLE 9,000 RAYTHEON CO COM NEW 755111507 306 7,500 SH SOLE 7,500 READ-RITE CORP COM 755246105 17 34,600 SH SOLE 34,600 REHABCARE GROUP INC COM 759148109 555 23,100 SH SOLE 23,100 RENT A CTR INC NEW COM 76009N100 278 4,800 SH SOLE 4,800 REPUBLIC SVCS INC COM 760759100 534 28,000 SH SOLE 28,000 RF MICRODEVICES INC COM 749941100 201 26,400 SH SOLE 26,400
9
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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- R G S ENERGY GROUP INC COM 74956K104 2,811 71,700 SH SHARED - 1, 2 71,700 OTHER REYNOLDS R J TOB HLDGS INC COM 76182K105 1,043 19,400 SH SOLE 19,400 ROSS STORES INC COM 778296103 375 9,200 SH SOLE 9,200 RYANS FAMILY STEAK HOUSE INC COM 783519101 246 18,600 SH SOLE 18,600 RYDER SYS INC COM 783549108 612 22,600 SH SOLE 22,600 RYLAND GROUP INC COM 783764103 353 7,100 SH SOLE 7,100 SAFEWAY INC COM NEW 786514208 283 9,700 SH SOLE 9,700 SAKS INC COM 79377W108 217 16,900 SH SOLE 16,900 SANMINA SCI CORP COM 800907107 161 25,500 SH SOLE 25,500 SCHEIN HENRY INC COM 806407102 405 9,100 SH SOLE 9,100 SEALED AIR CORP NEW COM 81211K100 258 6,400 SH SOLE 6,400 SEMPRA ENERGY COM 816851109 578 26,100 SH SOLE 26,100 SHERWIN WILLIAMS CO COM 824348106 207 6,900 SH SOLE 6,900 SHOPKO STORES CL B 824911101 374 18,500 SH SOLE 18,500 SILICON STORAGE TECHNOLOGY COM 827057100 328 42,000 SH SOLE 42,000 SILVERSTREAM SOFTWARE INC COM 827907106 6,127 685,400 SH SHARED - 1, 2 685,400 OTHER SKILLSOFT CORP COM 83066P101 850 108,300 SH SHARED - 1, 2 108,300 OTHER SMITHFIELD FOODS INC COM 832248108 301 16,200 SH SOLE 16,200 SONIC AUTOMOTIVE INC CL A 83545G102 551 21,400 SH SOLE 21,400 SPACELABS MED INC COM 846247104 423 29,800 SH SHARED - 1, 2 29,800 OTHER SPRINT CORP COM FON GROUP 852061100 237 22,300 SH SOLE 22,300 SPRINT CORP PCS COM SER 1 852061506 127 28,400 SH SOLE 28,400 SPX CORP COM 784635104 317 2,700 SH SOLE 2,700 STEELCASE INC CL A 858155203 273 20,400 SH SOLE 20,400
10
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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- STERIS CORP COM 859152100 214 11,200 SH SOLE 11,200 SUPERVALU INC COM 868536103 876 35,698 SH SOLE 35,698 SYBASE INC COM 871130100 119 11,300 SH SOLE 11,300 SYNCOR INTL CORP DEL COM 87157J106 8,127 258,000 SH SHARED - 1, 2 258,000 OTHER SYNCOR INTL CORP DEL COM 87157J106 274 8,700 SH SOLE 8,700 TJX COS INC NEW COM 872540109 200 10,200 SH SOLE 10,200 TARGET CORP COM 87612E106 423 11,100 SH SOLE 11,100 TECH DATA CORP COM 878237106 484 12,800 SH SOLE 12,800 TECO ENERGY INC COM 872375100 223 9,000 SH SOLE 9,000 TEREX CORP NEW COM 880779103 387 17,200 SH SOLE 17,200 TESORO PETE CORP COM 881609101 86 11,100 SH SOLE 11,100 THQ INC COM NEW 872443403 394 13,200 SH SOLE 13,200 TIDEWATER INC COM 886423102 323 9,800 SH SOLE 9,800 TITANIUM METALS CORP COM 888339108 41 11,600 SH SOLE 11,600 TOUCH AMERICA HOLDGS INC COM 891539108 53 19,100 SH SOLE 19,100 TOYS R US INC COM 892335100 236 13,500 SH SOLE 13,500 TRICON GLOBAL RESTAURANTS COM 895953107 690 23,600 SH SOLE 23,600 TRIGON HEALTHCARE INC COM 89618L100 6,628 65,900 SH SHARED - 1, 2 65,900 OTHER TRW INC COM 872649108 410 7,200 SH SHARED - 1, 2 7,200 OTHER TRW INC COM 872649108 365 6,400 SH SOLE 6,400 TYCO INTL LTD NEW COM 902124106 201 14,900 SH SOLE 14,900 TYSON FOODS INC CL A 902494103 287 18,500 SH SOLE 18,500 UAL CORP COM PAR $0.01 902549500 689 60,200 SH SOLE 60,200 UNILAB CORP NEW COM NEW 904763208 7,067 258,000 SH SHARED - 1, 2 258,000 OTHER UNION PAC CORP COM 907818108 500 7,900 SH SOLE 7,900 UNIONBANCAL CORP COM 908906100 586 12,500 SH SOLE 12,500 UNITED RENTALS INC COM 911363109 464 21,300 SH SOLE 21,300
11
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 - ------------------------------ -------------- --------- -------- -------- --- ---- -------- -------- ------- ------- ---- UNITED STATIONERS INC COM 913004107 222 7,300 SH SOLE 7,300 UNIVISION COMMUNICATIONS INC CL A 914906102 242 7,700 SH SOLE 7,700 USFREIGHTWAYS CORP COM 916906100 265 7,000 SH SOLE 7,000 USG CORP COM NEW 903293405 96 13,400 SH SOLE 13,400 VESTCOM INTL INC COM 924904105 1,838 315,200 SH SHARED - 1, 2 315,200 OTHER VISHAY INTERTECHNOLOGY INC COM 928298108 550 25,000 SH SOLE 25,000 VISTEON CORP COM 92839U107 155 10,900 SH SOLE 10,900 WASHINGTON MUT INC COM 939322193 453 12,200 SH SOLE 12,200 WHIRLPOOL CORP COM 963320106 1,065 16,300 SH SOLE 16,300 WILLIAMS COS INC DEL COM 969457100 140 23,300 SH SOLE 23,300 WINK COMMUNICATIONS COM 974168106 477 165,000 SH SHARED - 1, 2 165,000 OTHER WYETH COM 983024100 251 4,900 SH SOLE 4,900 XILINX INC COM 983919101 265 11,800 SH SOLE 11,800 YORK INTL CORP NEW COM 986670107 304 9,000 SH SOLE 9,000 ZALE CORP NEW COM 988858106 250 6,900 SH SOLE 6,900 REPORT SUMMARY: 286 DATA RECORDS 230,777 2 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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