13F-HR 1 aqr_13f-093002.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: September 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: Clifford S. Asness Title: Managing Member Phone: 212-218-4400 Signature, Place, and Date of Signing: /s/ Clifford S. Asness New York, NY November 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: 293 ----- $240,069 -------- Form 13F Information Table Value Total: (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 September 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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- ACCENTURE LTD CL A G1150G111 330 23,100 SH SOLE 23,100 BERMUDA ACCREDO HEALTH INC COM 00437V104 436 9,138 SH SOLE 9,138 ACTION PERFORMANCE COM 004933107 270 10,500 SH SOLE 10,500 COS INC ADMIRALTY BANCORP INC CL B 007231103 821 32,011 SH SHARED - 1, 2 32,011 OTHER ADVANCED FIBRE COM 00754A105 369 27,800 SH SOLE 27,800 COMMUNICATION AETNA INC NEW COM 00817Y108 494 13,800 SH SOLE 13,800 AFLAC INC COM 001055102 242 7,900 SH SOLE 7,900 AGCO CORP COM 001084102 582 25,100 SH SOLE 25,100 AIRBORNE INC COM 009269101 485 42,800 SH SOLE 42,800 ALASKA AIR GROUP INC COM 011659109 1,361 76,889 SH SOLE 76,889 ALLEGHENY ENERGY INC COM 017361106 265 20,200 SH SOLE 20,200 ALLERGAN INC COM 018490102 316 5,800 SH SOLE 5,800 ALLIANCE GAMING CORP COM 01859P609 600 38,800 SH SOLE 38,800 NEW AMBAC FINL GROUP INC COM 023139108 248 4,600 SH SOLE 4,600 AMERADA HESS CORP COM 023551104 652 9,600 SH SOLE 9,600 AMERICA WEST HLDG CL B 023657208 81 55,700 SH SOLE 55,700 CORP AMERICAN AXLE & MFG COM 024061103 734 29,400 SH SOLE 29,400 HLDGS IN AMERICAN FINL HLDGS COM 026075101 780 25,650 SH SHARED - 1, 2 25,650 INC OTHER AMERICAN GREETINGS CL A 026375105 554 34,400 SH SOLE 34,400 CORP
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- AMERICAN INTL GROUP COM 026874107 213 3,900 SH SOLE 3,900 INC AMERICAN WTR WKS INC COM 030411102 8,164 182,800 SH SHARED - 1, 2 182,800 OTHER AMGEN INC COM 031162100 254 6,100 SH SOLE 6,100 AMR CORP COM 001765106 339 81,052 SH SOLE 81,052 APACHE CORP COM 037411105 999 16,800 SH SOLE 16,800 APOLLO GROUP INC CL A 037604105 751 17,300 SH SOLE 17,300 APPLERA CORP COM AP 038020103 703 38,400 SH SOLE 38,400 BIO GRP ARKANSAS BEST CORP COM 040790107 270 9,400 SH SOLE 9,400 DEL ARVINMERITOR INC COM 043353101 550 29,400 SH SOLE 29,400 ASHLAND INC COM 044204105 343 12,800 SH SOLE 12,800 AT&T CORP COM 01957109 4,541 378,100 SH SHARED - 1, 2 378,100 OTHER AT & T CDA INC DEPS 00207Q202 2,508 78,200 SH SHARED - 1, 2 78,200 RCPT CL OTHER B AXCELIS TECHNOLOGIES COM 054540109 62 12,700 SH SOLE 12,700 INC AZTAR GROUP COM 054802103 443 33,500 SH SOLE 33,500 BANK OF AMERICA COM 060505104 306 4,800 SH SOLE 4,800 CORPORATION BANK HAWAII CORP COM 062540109 273 9,800 SH SOLE 9,800 BANKNORTH GROUP INC COM 06646R107 226 9,500 SH SOLE 9,500 NEW BARR LABS INC COM 068306109 218 3,500 SH SOLE 3,500 BAXTER INTL INC COM 071813109 330 10,800 SH SOLE 10,800 BEAR STEARNS COS INC COM 073902108 728 12,900 SH SOLE 12,900 BEAZER HOMES USA INC COM 07556Q105 446 7,300 SH SOLE 7,300 BECTON DICKINSON & CO COM 075887109 270 9,500 SH SOLE 9,500 BELO CORP COM 080555105 319 14,600 SH SOLE 14,600 SER A
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- BIG LOTS INC COM 089302103 245 15,500 SH SOLE 15,500 BIOGEN INC COM 090597105 585 20,000 SH SOLE 20,000 BIO RAD LABS INC CL A 090572207 380 10,100 SH SOLE 10,100 BISYS GROUP INC COM 055472104 363 21,700 SH SOLE 21,700 BJ SVCS CO COM 055482103 556 21,400 SH SOLE 21,400 BLACK BOX CORP DEL COM 091826107 305 9,200 SH SOLE 9,200 BLOCK H & R INC COM 093671105 416 9,900 SH SOLE 9,900 BLOCKBUSTER INC CL A 093679108 226 9,100 SH SOLE 9,100 BOYD GAMING CORP COM 103304101 913 48,900 SH SOLE 48,900 BROADCOM CORP CL A 111320107 139 13,000 SH SOLE 13,000 BROCADE COM 111621108 181 24,000 SH SOLE 24,000 COMMUNICATIONS SYS I BURLINGTON NORTHN COM 12189T104 385 16,100 SH SOLE 16,100 SANTA FE C BURLINGTON RES INC COM 122014103 614 16,000 SH SOLE 16,000 CADENCE DESIGN COM 127387108 191 18,800 SH SOLE 18,800 SYSTEMS INC CARDINAL HEALTH INC COM 14149Y108 398 6,400 SH SOLE 6,400 CATERPILLAR INC DEL COM 149123101 320 8,600 SH SOLE 8,600 CENDANT CORP COM 151313103 237 22,000 SH SOLE 22,000 CENTEX CORP COM 152312104 213 4,800 SH SOLE 4,800 CENTURYTEL INC COM 156700106 493 22,000 SH SOLE 22,000 CERNER CORP COM 156782104 232 6,600 SH SOLE 6,600 CHEMFIRST INC COM 16361A106 2,404 83,600 SH SHARED - 1, 2 83,600 OTHER CIRCUIT CITY STORE CIRCT 172737108 433 28,600 SH SOLE 28,600 INC CITY GRP CISCO SYS INC COM 17275R102 286 27,300 SH SOLE 27,300 CMS ENERGY CORP COM 125896100 218 27,000 SH SOLE 27,000 CNA FINL CORP COM 126117100 315 12,600 SH SOLE 12,600 CNF INC COM 12612W104 333 10,600 SH SOLE 10,600 COCA COLA CO COM 191216100 264 5,500 SH SOLE 5,500 COMCAST CORP CL A SPL 200300200 319 15,300 SH SOLE 15,300
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- COMMONWEALTH COM 20268X102 699 15,200 SH SHARED - 1, 2 15,200 BANCORP INC OTHER COMPUTER SCIENCES COM 205363104 239 8,600 SH SOLE 8,600 CORP CONSECO INC COM 208464107 3 42,800 SH SOLE 42,800 CONSTELLATION ENERGY COM 210371100 201 8,100 SH SOLE 8,100 GROUP I CONTINENTAL AIRLS INC CL B 210795308 306 56,712 SH SOLE 56,712 COORS ADOLPH CO CL B 217016104 236 4,200 SH SOLE 4,200 COUNTRYWIDE CR INDS COM 222372104 552 11,700 SH SOLE 11,700 INC DEL COVENTRY HEALTH COM 222862104 585 18,000 SH SOLE 18,000 CARE INC CROWN CORK & SEAL INC COM 228255105 293 55,800 SH SOLE 55,800 CVS CORP COM 126650100 203 8,000 SH SOLE 8,000 CYTEC INDS INC COM 232820100 202 9,200 SH SOLE 9,200 DATUM INC COM 238208102 233 32,000 SH SHARED - 1, 2 32,000 OTHER DAVE & BUSTERS INC COM 23833N104 1,957 174,600 SH SHARED - 1, 2 174,600 OTHER DEAN FOODS CO NEW COM 242370104 453 11,400 SH SOLE 11,400 DELTA AIR LINES INC COM 247361108 543 58,473 SH SOLE 58,473 DEL DELUXE CORP COM 248109101 707 15,700 SH SOLE 15,700 DILLARDS INC CL A 254067101 714 35,400 SH SOLE 35,400 DOLE FOOD INC COM 256605106 1,838 63,300 SH SHARED - 1, 2 63,300 OTHER DONNELLY CORP CL A 257870105 4,747 183,200 SH SHARED - 1, 2 183,200 OTHER DOW JONES & CO INC COM 260561105 361 9,400 SH SOLE 9,400 DREYERS GRAND ICE COM 261878102 4,883 69,900 SH SHARED - 1, 2 69,900 CREAM INC OTHER ECHOSTAR CL A 278762109 190 11,000 SH SOLE 11,000 COMMUNICATIONS NEW EDISON INTL COM 281020107 544 54,400 SH SOLE 54,400
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- EL PASO CORP COM 28336L109 151 18,300 SH SOLE 18,300 ELECTRONIC DATA SYS COM 285661104 232 16,600 SH SOLE 16,600 NEW ENTERGY CORP NEW COM 29364G103 304 7,300 SH SOLE 7,300 EXPEDIA INC CL A 302125109 4,168 82,300 SH SOLE 82,300 FASTENAL CO COM 311900104 363 11,500 SH SOLE 11,500 FEDERATED DEPT COM 31410H101 318 10,800 SH SOLE 10,800 STORES INC DE FEI CO COM 30241L109 3,482 241,000 SH SHARED - 1, 2 241,000 OTHER FIDELITY NATL COM 316326107 609 21,200 SH SOLE 21,200 FINL INC FIRST DATA CORP COM 319963104 305 10,900 SH SOLE 10,900 FISERV INC COM 337738108 390 13,900 SH SOLE 13,900 F M C CORP COM 302491303 212 8,200 SH SOLE 8,200 NEW FMC TECHNOLOGIES COM 30249U101 179 10,662 SH SOLE 10,662 INC FOOT LOCKER INC COM 344849104 133 13,300 SH SOLE 13,300 FORD MTR CO DEL COM 345370860 180 18,400 SH SOLE 18,400 PAR $0.01 FORTUNE BRANDS INC COM 349631101 1,050 22,200 SH SOLE 22,200 GENERAL ELEC CO COM 369604103 325 13,200 SH SOLE 13,200 GENERAL MTRS CORP COM 370442105 323 8,300 SH SOLE 8,300 GENERAL MTRS CORP CL H 370442832 2,855 312,000 SH SHARED - 1, 2 312,000 NEW OTHER GEORGIA PAC CORP COM 373298108 215 16,400 SH SOLE 16,400 GILLETTE CO COM 375766102 213 7,200 SH SOLE 7,200 GOLDEN ST BANCORP COM 381197102 8,196 253,600 SH SHARED - 1, 2 253,600 INC OTHER GOLDEN WEST FINL COM 381317106 211 3,400 SH SOLE 3,400 CORP DEL GREAT ATLANTIC & COM 390064103 109 13,000 SH SOLE 13,000 PAC TEA INC GREENPOINT FINL CORP COM 395384100 626 15,000 SH SOLE 15,000
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- GROUP 1 AUTOMOTIVE COM 398905109 436 19,500 SH SOLE 19,500 INC GTECH HLDGS CORP COM 400518106 288 11,600 SH SOLE 11,600 GUCCI GROUP N V COM NY 401566104 4,727 56,000 SH SHARED - 1, 2 56,000 REG OTHER GUIDANT CORP COM 401698105 352 10,900 SH SOLE 10,900 HARLEY DAVIDSON INC COM 412822108 209 4,500 SH SOLE 4,500 HEALTH NET INC COM 42222G108 232 10,800 SH SOLE 10,800 HELMERICH & PAYNE COM 423452101 839 24,500 SH SOLE 24,500 INC HERSHEY FOODS CORP COM 427866108 360 5,800 SH SOLE 5,800 HISPANIC CL A 43357B104 8,316 445,900 SH SHARED - 1, 2 445,900 BROADCASTING CORP OTHER HOLLYWOOD CASINO CL A 436132203 1,667 138,000 SH SHARED - 1, 2 138,000 CORP OTHER HOLLYWOOD ENTMT COM 436141105 434 29,900 SH SOLE 29,900 CORP HOME DEPOT INC COM 437076102 274 10,500 SH SOLE 10,500 HONEYWELL INTL INC COM 438516106 273 12,600 SH SOLE 12,600 HUGHES SUPPLY INC COM 444482103 449 15,400 SH SOLE 15,400 HUMANA INC COM 444859102 477 38,500 SH SOLE 38,500 ICN PHARMACEUTICALS COM 448924100 147 16,200 SH SOLE 16,200 INC NEW IKON OFFICE SOLUTIONS COM 451713101 316 40,100 SH SOLE 40,100 INC IMS HEALTH INC COM 449934108 214 14,300 SH SOLE 14,300 INGRAM MICRO INC CL A 457153104 289 21,700 SH SOLE 21,700 INTEGRATED CIRCUIT COM 45811K208 590 37,600 SH SOLE 37,600 SYS INC INTERNATIONAL COM 460254105 300 19,200 SH SOLE 19,200 RECTIFIER CORP INTERSIL CORP CL A 46069S109 159 12,300 SH SOLE 12,300 ISLAND OF CAPRI COM 464592104 200 12,000 SH SOLE 12,000 CASINOS INC ITT INDS INC IND COM 450911102 330 5,300 SH SOLE 5,300
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- JONES APPAREL GROUP COM 480074103 249 8,100 SH SOLE 8,100 INC KELLWOOD CO COM 488044108 489 21,400 SH SOLE 21,400 KEMET CORP COM 488360108 225 26,300 SH SOLE 26,300 KEYSPAN CORP COM 49337W100 395 11,800 SH SOLE 11,800 KINDER MORGAN INC COM 49455P101 284 8,000 SH SOLE 8,000 KING COM 495582108 276 15,200 SH SOLE 15,200 PHARMACEUTICALS INC KMART CORP COM 482584109 6 12,300 SH SOLE 12,300 KRISPY KREME COM 501014104 338 10,800 SH SOLE 10,800 DOUGHNUTS INC LEAR CORP COM 521865105 608 14,600 SH SOLE 14,600 LEHMAN BROS HLDGS COM 524908100 211 4,300 SH SOLE 4,300 INC LIBERTY MEDIA CORP COM 530718105 116 16,200 SH SOLE 16,200 NEW SER A LINCARE HLDGS INC COM 532791100 422 13,600 SH SOLE 13,600 LIZ CLAIBORNE INC COM 539320101 309 12,400 SH SOLE 12,400 LOEWS CORP COM 540424108 373 8,700 SH SOLE 8,700 MANDALAY RESORT COM 562567107 295 8,800 SH SOLE 8,800 GROUP MANPOWER INC COM 56418H100 293 10,000 SH SOLE 10,000 MARRIOTT INTL INC CL A 571903202 261 9,000 SH SOLE 9,000 NEW MASCO CORP COM 574599106 487 24,900 SH SOLE 24,900 MATTEL INC COM 577081102 247 13,700 SH SOLE 13,700 MAYTAG CORP COM 578592107 243 10,500 SH SOLE 10,500 MCKESSON CORP COM 58155Q103 337 11,900 SH SOLE 11,900 M D C HLDGS INC COM 552676108 771 21,830 SH SOLE 21,830 MEDFORD BANCORP COM 584131106 1,992 57,000 SH SHARED - 1, 2 57,000 INC OTHER MEDIMMUNE INC COM 584699102 213 10,200 SH SOLE 10,200 MERCURY INTERACTIVE COM 589405109 194 11,300 SH SOLE 11,300 CORP MGIC INVT CORP WIS COM 552848103 241 5,900 SH SOLE 5,900
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- MICHAELS STORES INC COM 594087108 338 7,400 SH SOLE 7,400 MICROSOFT CORP COM 594918104 223 5,100 SH SOLE 5,100 MILLENIUM COM 599902103 189 20,300 SH SOLE 20,300 PHARMACEUTICALS I MISSISSIPPI VY COM 605720101 3,946 79,200 SH SHARED - 1, 2 79,200 BANCSHARES IN OTHER MOHAWK INDS INC COM 608190104 215 4,322 SH SOLE 4,322 MOLEX INC COM 608554101 226 9,600 SH SOLE 9,600 MORGAN STANLEY COM 617446448 241 7,100 SH SOLE 7,100 NEW MOVIE GALLERY INC COM 624581104 363 24,200 SH SOLE 24,200 MPS GROUP INC COM 553409103 300 51,800 SH SOLE 51,800 MYLAN LABS INCP COM 628530107 694 21,200 SH SOLE 21,200 NASDAQ 100 TR UNIT 631100104 8,104 391,100 SH SOLE 391,100 SER 1 NATIONAL GOLF COM 63623G109 4,106 357,000 SH SHARED - 1, 2 357,000 PPTYS INC OTHER NBTY INC COM 628782104 350 27,000 SH SOLE 27,000 NCR CORP NEW COM 62886E108 368 18,600 SH SOLE 18,600 NEW CENTURY COM 64352D101 484 20,700 SH SOLE 20,700 FINANCIAL CORP NEWELL RUBBERMAID COM 651229106 713 23,100 SH SOLE 23,100 INC NISOURCE INC COM 65473P105 429 24,900 SH SOLE 24,900 NORTEK INC COM 656559101 2,315 53,500 SH SHARED - 1, 2 53,500 OTHER NORTHROP GRUMMAN COM 666807102 409 3,300 SH SOLE 3,300 CORP NORTHWEST AIRLS CL A 667280101 798 119,527 SH SOLE 119,527 CORP OCCIDENTAL PETE COM 674599105 823 29,000 SH SOLE 29,000 CORP DEL OCEAN ENERGY INC COM 67481E106 339 17,000 SH SOLE 17,000 DEL OFFICE DEPOT INC COM 676220106 241 19,500 SH SOLE 19,500
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- OFFICEMAX INC COM 67622M108 261 63,900 SH SOLE 63,900 OLIN CORP COM 680665205 563 34,400 SH SOLE 34,400 PAR $1 ONEOK INC NEW COM 682680103 393 20,800 SH SOLE 20,800 ORACLE CORP COM 68389X105 139 17,700 SH SOLE 17,700 OWENS ILL INC COM 690768403 684 60,400 SH SOLE 60,400 NEW OXFORD HEALTH COM 691471106 732 18,800 SH SOLE 18,800 PLANS INC PACIFICARE HEALTH COM 695112102 612 26,500 SH SOLE 26,500 SYS DEL PACTIV CORP COM 695257105 551 33,500 SH SOLE 33,500 PANAMSAT CORP NEW COM 697933109 357 20,600 SH SHARED - 1, 2 20,600 OTHER PAYLESS SHOESOURCE COM 704379106 400 7,400 SH SOLE 7,400 INC PAYPAL INC COM 704508100 8,013 383,200 SH SHARED - 1, 2 383,200 OTHER PENNEY J C INC COM 708160106 205 12,900 SH SOLE 12,900 PENN NATL GAMING INC COM 707569109 349 18,500 SH SOLE 18,500 PENNZOIL-QUAKER COM 709323109 8,357 380,400 SH SHARED - 1, 2 380,400 STATE COMPAN OTHER PEOPLESOFT INC COM 712713106 139 11,200 SH SOLE 11,200 PEP BOYS MANNY COM 713278109 299 24,400 SH SOLE 24,400 MOE & JACK PEPSI BOTTLING COM 713409100 391 16,700 SH SOLE 16,700 GROUP INC PETSMART INC COM 726768106 500 28,100 SH SOLE 28,100 PFIZER INC COM 717081103 284 9,800 SH SOLE 9,800 PG&E CORP COM 69331C108 456 40,500 SH SOLE 40,500 PHARMACIA CORP COM 71713U102 8,231 211,700 SH SHARED - 1, 2 211,700 OTHER PHILIP MORRIS COS COM 718154107 644 16,600 SH SOLE 16,600 INC PIER 1 IMPORTS INC COM 720279108 427 22,400 SH SOLE 22,400
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- PIXAR COM 725811103 375 7,800 SH SOLE 7,800 PMI GROUP INC COM 69344M101 258 9,500 SH SOLE 9,500 PUBLIC SVC COM 744573106 308 10,100 SH SOLE 10,100 ENTERPRISE GROUP QLOGIC CORP COM 747277101 609 23,400 SH SOLE 23,400 RADIAN GROUP INC COM 750236101 255 7,800 SH SOLE 7,800 RELIANT ENERGY INC COM 75952J108 240 24,300 SH SOLE 24,300 RENT A CTR INC NEW COM 76009N100 473 9,100 SH SOLE 9,100 REYNOLDS R J TOB COM 76182K105 564 14,000 SH SOLE 14,000 HLDGS INC ROSS STORES INC COM 778296103 324 9,100 SH SOLE 9,100 RYANS FAMILY STEAK COM 783519101 226 18,600 SH SOLE 18,600 HOUSE INC RYDER SYS INC COM 783549108 504 20,200 SH SOLE 20,200 RYLAND GROUP INC COM 783764103 1,000 26,900 SH SOLE 26,900 SCIENTIFIC ATLANTA COM 808655104 402 32,100 SH SOLE 32,100 INC SAKS INC COM 79377W108 267 25,400 SH SOLE 25,400 SCHEIN HENRY INC COM 806407102 417 7,900 SH SOLE 7,900 SEMPRA ENERGY COM 816851109 456 23,200 SH SOLE 23,200 SHERWIN WILLIAMS CO COM 824348106 272 11,500 SH SOLE 11,500 SHOPKO STORES CL B 824911101 722 55,300 SH SOLE 55,300 SIERRA HEALTH SVCS COM 826322109 710 39,600 SH SOLE 39,600 INC SILICON STORAGE COM 827057100 151 38,500 SH SOLE 38,500 TECHNOLOGY SMITHFIELD FOODS COM 832248108 237 15,100 SH SOLE 15,100 INC SONIC AUTOMOTIVE CL A 83545G102 453 25,600 SH SOLE 25,600 INC SPECTRIAN CORP COM 847608106 141 47,700 SH SHARED - 1, 2 47,700 OTHER SPEEDFAM-IPEC INC COM 847705100 3,494 941,900 SH SHARED - 1, 2 941,900 OTHER ST JUDE MED INC COM 790849103 286 8,000 SH SOLE 8,000 STEELCASE INC CL A 858155203 195 18,600 SH SOLE 18,600 STERIS CORP COM 859152100 249 10,000 SH SOLE 10,000
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- SUNGARD DATA SYS COM 867363103 257 13,200 SH SOLE 13,200 INC SUPERVALU INC COM 868536103 355 22,000 SH SOLE 22,000 SYBASE INC COM 871130100 316 27,200 SH SOLE 27,200 SYNCOR INTL CORP COM 87157J106 8,991 280,000 SH SHARED - 1, 2 280,000 DEL OTHER SYNCOR INTL CORP COM 87157J106 218 6,800 SH SOLE 6,800 DEL TECH DATA CORP COM 878237106 499 18,900 SH SOLE 18,900 TENET HEALTHCARE COM 88033G100 282 5,700 SH SOLE 5,700 CORP TEREX CORP NEW COM 880779103 260 15,400 SH SOLE 15,400 TESORO PETE CORP COM 881609101 32 11,500 SH SOLE 11,500 THOMAS & BETTS COM 884315102 165 11,700 SH SOLE 11,700 CORP THOR INDS INC COM 885160101 261 7,500 SH SOLE 7,500 THQ INC COM 872443403 327 15,700 SH SOLE 15,700 NEW TICKETMASTER CL B 88633P203 2,690 176,400 SH SHARED - 1, 2 176,400 OTHER TJX COS INC NEW COM 872540109 653 38,400 SH SOLE 38,400 TOLL BROTHERS INC COM 889478103 263 12,100 SH SOLE 12,100 TOUCH AMERICA COM 891539108 12 19,100 SH SOLE 19,100 HOLDGS INC TOYS R US INC COM 892335100 262 25,700 SH SOLE 25,700 TRIBUNE CO NEW COM 896047107 301 7,200 SH SOLE 7,200 TRICON GLOBAL COM 895953107 959 34,600 SH SOLE 34,600 RESTAURANTS TRW INC COM 872649108 8,531 145,700 SH SHARED - 1, 2 145,700 OTHER TRW INC COM 872649108 240 4,100 SH SOLE 4,100 TYSON FOODS INC CL A 902494103 143 12,300 SH SOLE 12,300 U S LABORATORIES COM 90333T105 743 51,370 SH SHARED - 1, 2 51,370 INC OTHER UAL CORP COM 902549500 128 60,000 SH SOLE 60,000 PAR $0.01
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- UNILAB CORP NEW COM 904763208 7,449 355,200 SH SHARED - 1, 2 355,200 NEW OTHER UNION PAC CORP COM 907818108 550 9,500 SH SOLE 9,500 UNIONBANCAL CORP COM 908906100 849 20,200 SH SOLE 20,200 UNIT CORP COM 909218109 301 15,700 SH SOLE 15,700 UNITED PARCEL CL B 911312106 375 6,000 SH SOLE 6,000 SERVICE INC UNITED RENTALS INC COM 911363109 166 19,700 SH SOLE 19,700 UNITED STATIONERS COM 913004107 210 8,000 SH SOLE 8,000 INC UNOCAL CORP COM 915289102 295 9,400 SH SOLE 9,400 USA INTERACTIVE COM 902984103 273 14,100 SH SOLE 14,100 USFREIGHTWAYS CORP COM 916906100 201 7,000 SH SOLE 7,000 USG CORP COM NEW 903293405 54 13,400 SH SOLE 13,400 VARCO INTL INC COM 922122106 550 32,500 SH SOLE 32,500 DEL VARIAN COM 922207105 237 14,400 SH SOLE 14,400 SEMICONDUCTOR EQUIPMN VERITAS DGC INC COM 92343P107 372 34,400 SH SOLE 34,400 VESTCOM INTL INC COM 924904105 1,882 315,200 SH SHARED - 1, 2 315,200 OTHER V F CORP COM 918204108 295 8,200 SH SOLE 8,200 VIB CORP COM 91823H106 463 30,935 SH SOLE 30,935 VISHAY COM 928298108 393 44,700 SH SOLE 44,700 INTERTECHNOLOGY INC VISTEON CORP COM 92839U107 96 10,100 SH SOLE 10,100 WACHOVIA CORP 2ND COM 929903102 226 6,900 SH SOLE 6,900 NEW WARREN BANCORP INC COM 934710104 306 19,600 SH SHARED - 1, 2 19,600 OTHER WASTE MGMT INC DEL COM 94106L109 254 10,900 SH SOLE 10,900 WEIGHT WATCHERS COM 948626106 260 6,000 SH SOLE 6,000 INTL INC NEW
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 --------------------- ---------------- --------- -------- ------- --- ---- -------- -------- ------- -------- -------- WEST ESSEX BANCORP COM 952698108 336 9,700 SH SHARED - 1, 2 9,700 OTHER WESTERN RES INC COM 959425109 166 16,500 SH SOLE 16,500 WESTWOOD ONE INC COM 961815107 286 8,000 SH SOLE 8,000 WHIRLPOOL CORP COM 963320106 683 14,900 SH SOLE 14,900 WRIGLEY WM JR CO COM 982526105 228 4,600 SH SOLE 4,600 ZALE CORP NEW COM 988858106 205 6,800 SH SOLE 6,800 REPORT SUMMARY: 293 DATA RECORDS 240,069 2 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED