13F-HR 1 d13fhr.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or quarter Ended: March 31, 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: Tudor Investment Corporation Address: 1275 King Street Greenwich, CT 06831 Form 13F File Number: 28-7762 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 Torell Title: Managing Director and Chief Operating Officer Phone: (203) 863-6742 Signature, Place, and Date of Signing: /s/ John Torell Greenwich, CT 06831 April 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.) [ ] 13 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).) List of Other Included Managers: Form 13F File Number Name 28-5175 Tudor Proprietary Trading, L.L.C. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1. Form 13F Information Table Entry Total 202 Form 13F Information Table Value Total $ 3,049,826 (Thousands) List of Other Included Managers: No. Form 13F File Number Name 1. 28-5175 Tudor Proprietary Trading, L.L.C. TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES AS March 31, 2001
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 -------- ------------ --------- -------- ------------------------- --------------------------- -------- Investment Discretion --------------------------- SHRS TITLE OF VALUE OR PRN NAME OF ISSUER CLASS CUSIP (x1000) AMT SH/PRN PUT/CALL shared-defined shared-other Managers -------------- ------------ --------- -------- --------- ------ -------- -------------- ------------ -------- 3COM CORP COMMON STOCK 885535104 183 30,000 SH 30,000 -- 1 ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 11,396 370,000 SH 341,392 28,608 1 ACCREDO HEALTH INC COMMON STOCK 00437V104 5,727 100,000 SH 92,268 7,732 1 ACE LTD COMMON STOCK G0070K103 45,245 1,085,000 SH 998,754 86,246 1 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 43,024 935,300 SH 862,985 72,315 1 ADVO INC COMMON STOCK 007585102 12,794 302,900 SH 278,817 24,083 1 AETNA INC COMMON STOCK 00817Y108 96,690 2,490,738 SH 2,292,732 198,006 1 AFC ENTERPRISES COMMON STOCK 00104Q107 34,159 1,021,200 SH 941,744 79,456 1 AFFILIATED COMPUTER SVCS- A COMMON STOCK 008190950 2,856 560,000 SH PUT 516,800 43,200 1 AIRBORNE INC COMMON STOCK 009269951 307 150,000 SH PUT 138,400 11,600 1 ALDERWOODS GROUP INC COMMON STOCK 014383103 9,965 1,119,676 SH 1,007,713 111,963 1 ALLIANCE CAPITAL MGMT HOLD COMMON STOCK 01855A951 26 264,500 SH PUT 243,500 21,000 1 ALLIANT ENERGY CORP COMMON STOCK 018802108 5,137 170,000 SH 137,700 32,300 1 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 5,344 52,400 SH 4,510 47,890 1 ALLSTATE CORP COMMON STOCK 020002101 25,034 662,800 SH 611,554 51,246 1 ALLTRISTA CORP COMMON STOCK 020040101 675 24,500 SH 17,625 6,875 1 AMAZON.COM INC COMMON STOCK 023135106 2,960 207,000 SH 190,916 16,084 1 AMERICAN STATES WATER CO COMMON STOCK 029899101 5,009 142,100 SH 132,574 9,526 1 AMERICREDIT CORP COMMON STOCK 03060R951 1,058 225,000 SH PUT 207,500 17,500 1 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 11,604 169,900 SH 156,763 13,137 1 ANSWERTHINK INC COMMON STOCK 036916104 4,733 727,100 SH 672,466 54,634 1 ANTEON INTERNATIONAL CORP COMMON STOCK 03674E108 1,664 80,000 SH 80,000 -- 1 ANTHEM INC COMMON STOCK 03674B104 149,550 2,597,700 SH 2,396,858 200,842 1 ARBITRON INC COMMON STOCK 03875Q108 13,774 407,500 SH 378,939 28,561 1 ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 296 143,936 SH 60,605 83,331 1 ASHLAND INC COMMON STOCK 044204105 9,270 203,700 SH 187,950 15,750 1 ASTROPOWER INC COMMON STOCK 04644A101 1,186 28,400 SH 27,083 1,317 1 AUSPEX SYSTEMS INC COMMON STOCK 052116100 2,619 2,095,240 SH 1,955,787 139,453 1 AUTONATION INC COMMON STOCK 05329W102 46,544 3,329,300 SH 3,071,889 257,411 1 BANK OF AMERICA CORP COMMON STOCK 060505904 375 500,000 SH CALL 461,400 38,600 1 BARD (C.R.) INC COMMON STOCK 067383109 75,058 1,271,100 SH 1,170,059 101,041 1 BARNES & NOBLE INC COMMON STOCK 067774109 24,584 793,300 SH 730,271 63,029 1 BEMIS COMPANY COMMON STOCK 081437955 353 50,000 SH PUT 46,100 3,900 1 BEVERLY ENTERPRISES INC COMMON STOCK 087851309 15,919 2,211,000 SH 2,063,727 147,273 1 BLOCKBUSTER INC-CLASS A COMMON STOCK 093679108 32,328 1,377,400 SH 1,269,510 107,890 1 BMC SOFTWARE INC COMMON STOCK 055921100 8,552 439,700 SH 405,702 33,998 1 BUNGE LIMITED COMMON STOCK G16962105 2,706 125,000 SH 102,500 22,500 1 CALPINE CORP COMMON STOCK 131347106 2,540 200,000 SH 184,537 15,463 1 CALPINE CORP COMMON STOCK 131347906 236 230,000 SH CALL 212,200 17,800 1 CARDIAC SCIENCE INC COMMON STOCK 141410209 4,411 1,470,200 SH 1,370,200 100,000 1 CARDINAL HEALTH INC COMMON STOCK 14149Y958 1,513 250,000 SH PUT 230,600 19,400 1 CAREMARK RX INC COMMON STOCK 141705103 31,115 1,595,625 SH 1,470,949 124,676 1 CENTEX CORP COMMON STOCK 152312104 1,298 25,000 SH 23,067 1,933 1 CERTEGY INC COMMON STOCK 156880106 4,828 121,600 SH 112,058 9,542 1 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 23,620 3,051,700 SH 2,836,385 215,315 1 CHUBB CORP COMMON STOCK 171232901 20,865 1,300,000 SH CALL 1,197,600 102,400 1 CNF INC COMMON STOCK 12612W104 2,527 76,600 SH 70,509 6,091 1 COMDISCO INC COMMON STOCK 200336105 81 244,200 SH 227,865 16,335 1 COMPUCREDIT CORP COMMON STOCK 20478N100 1,373 240,000 SH 156,000 84,000 1 CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 4,936 160,000 SH 129,600 30,400 1 COSINE COMMUNICATIONS INC COMMON STOCK 221222102 127 110,613 SH 108,226 2,387 1 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 51,774 1,300,200 SH 1,196,844 103,356 1 CP HOLDRS COMMON STOCK 12616K106 2,223 50,000 SH 47,228 2,772 1 CROWN CASTLE INTL CORP COMMON STOCK 228227954 710 400,000 SH PUT 340,000 60,000 1 CROWN CORK & SEAL CO INC COMMON STOCK 228255105 2,238 250,000 SH 230,670 19,330 1 CROWN CORK & SEAL CO INC COMMON STOCK 228255905 1,450 500,000 SH CALL 461,400 38,600 1 DAVITA INC COMMON STOCK 23918K108 42,889 1,695,200 SH 1,563,621 131,579 1 DEAN FOODS CO COMMON STOCK 242370104 61,598 813,500 SH 729,496 84,004 1 DEERE & CO COMMON STOCK 244199955 256 250,000 SH PUT 230,600 19,400 1 DELUXE CORP COMMON STOCK 248019101 11,126 240,500 SH 224,938 15,562 1 DILLARDS INC-CL A COMMON STOCK 254067951 3 100,000 SH PUT 85,000 15,000 1 DIRECT FOCUS INC COMMON STOCK 254931108 8,989 236,241 SH 224,006 12,235 1 DOUBLECLICK INC COMMON STOCK 258609304 8,346 696,100 SH 642,279 53,821 1 DUN & BRADSTREET CORP COMMON STOCK 26483E100 71,838 1,795,500 SH 1,652,769 142,731 1 ECHOSTAR COMMUNICATIONS--A COMMON STOCK 278762109 57,441 2,028,300 SH 1,867,056 161,244 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 8 -------- ------------ --------- ------------------------ Voting Authority ------------------------ TITLE OF NAME OF ISSUER CLASS CUSIP Sole Shared None -------------- ------------ --------- --------- ------ ------- 3COM CORP COMMON STOCK 885535104 30,000 -- ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 341,392 28,608 ACCREDO HEALTH INC COMMON STOCK 00437V104 92,268 7,732 ACE LTD COMMON STOCK G0070K103 998,754 86,246 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 862,985 72,315 ADVO INC COMMON STOCK 007585102 278,817 24,083 AETNA INC COMMON STOCK 00817Y108 2,292,732 198,006 AFC ENTERPRISES COMMON STOCK 00104Q107 941,744 79,456 AFFILIATED COMPUTER SVCS- A COMMON STOCK 008190950 516,800 43,200 AIRBORNE INC COMMON STOCK 009269951 138,400 11,600 ALDERWOODS GROUP INC COMMON STOCK 014383103 1,007,713 111,963 ALLIANCE CAPITAL MGMT HOLD COMMON STOCK 01855A951 243,500 21,000 ALLIANT ENERGY CORP COMMON STOCK 018802108 137,700 32,300 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 4,510 47,890 ALLSTATE CORP COMMON STOCK 020002101 611,554 51,246 ALLTRISTA CORP COMMON STOCK 020040101 17,625 6,875 AMAZON.COM INC COMMON STOCK 023135106 190,916 16,084 AMERICAN STATES WATER CO COMMON STOCK 029899101 132,574 9,526 AMERICREDIT CORP COMMON STOCK 03060R951 207,500 17,500 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 156,763 13,137 ANSWERTHINK INC COMMON STOCK 036916104 672,466 54,634 ANTEON INTERNATIONAL CORP COMMON STOCK 03674E108 80,000 -- ANTHEM INC COMMON STOCK 03674B104 2,396,858 200,842 ARBITRON INC COMMON STOCK 03875Q108 378,939 28,561 ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 60,605 83,331 ASHLAND INC COMMON STOCK 044204105 187,950 15,750 ASTROPOWER INC COMMON STOCK 04644A101 27,083 1,317 AUSPEX SYSTEMS INC COMMON STOCK 052116100 1,955,787 139,453 AUTONATION INC COMMON STOCK 05329W102 3,071,889 257,411 BANK OF AMERICA CORP COMMON STOCK 060505904 461,400 38,600 BARD (C.R.) INC COMMON STOCK 067383109 1,170,059 101,041 BARNES & NOBLE INC COMMON STOCK 067774109 730,271 63,029 BEMIS COMPANY COMMON STOCK 081437955 46,100 3,900 BEVERLY ENTERPRISES INC COMMON STOCK 087851309 2,063,727 147,273 BLOCKBUSTER INC-CLASS A COMMON STOCK 093679108 1,269,510 107,890 BMC SOFTWARE INC COMMON STOCK 055921100 405,702 33,998 BUNGE LIMITED COMMON STOCK G16962105 102,500 22,500 CALPINE CORP COMMON STOCK 131347106 184,537 15,463 CALPINE CORP COMMON STOCK 131347906 212,200 17,800 CARDIAC SCIENCE INC COMMON STOCK 141410209 1,370,200 100,000 CARDINAL HEALTH INC COMMON STOCK 14149Y958 230,600 19,400 CAREMARK RX INC COMMON STOCK 141705103 1,470,949 124,676 CENTEX CORP COMMON STOCK 152312104 23,067 1,933 CERTEGY INC COMMON STOCK 156880106 112,058 9,542 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 2,836,385 215,315 CHUBB CORP COMMON STOCK 171232901 1,197,600 102,400 CNF INC COMMON STOCK 12612W104 70,509 6,091 COMDISCO INC COMMON STOCK 200336105 227,865 16,335 COMPUCREDIT CORP COMMON STOCK 20478N100 156,000 84,000 CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 129,600 30,400 COSINE COMMUNICATIONS INC COMMON STOCK 221222102 108,226 2,387 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,196,844 103,356 CP HOLDRS COMMON STOCK 12616K106 47,228 2,772 CROWN CASTLE INTL CORP COMMON STOCK 228227954 340,000 60,000 CROWN CORK & SEAL CO INC COMMON STOCK 228255105 230,670 19,330 CROWN CORK & SEAL CO INC COMMON STOCK 228255905 461,400 38,600 DAVITA INC COMMON STOCK 23918K108 1,563,621 131,579 DEAN FOODS CO COMMON STOCK 242370104 729,496 84,004 DEERE & CO COMMON STOCK 244199955 230,600 19,400 DELUXE CORP COMMON STOCK 248019101 224,938 15,562 DILLARDS INC-CL A COMMON STOCK 254067951 85,000 15,000 DIRECT FOCUS INC COMMON STOCK 254931108 224,006 12,235 DOUBLECLICK INC COMMON STOCK 258609304 642,279 53,821 DUN & BRADSTREET CORP COMMON STOCK 26483E100 1,652,769 142,731 ECHOSTAR COMMUNICATIONS--A COMMON STOCK 278762109 1,867,056 161,244
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 15,291 547,100 SH 504,357 42,743 1 504,357 42,743 EL PASO ELECTRIC CO COMMON STOCK 283677854 22,619 1,445,300 SH 1,341,104 104,196 1 1,341,104 104,196 ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661954 11,994 866,000 SH PUT 798,900 67,100 1 798,900 67,100 ELITE INFORMATION GROUP INC COMMON STOCK 28659M106 3,748 331,950 SH 309,273 22,677 1 309,273 22,677 EMC CORP/MASS COMMON STOCK 268649902 595 1,400,000 SH CALL 1,291,700 108,300 1 1,291,700 108,300 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 56,273 2,369,400 SH 2,181,679 187,721 1 2,181,679 187,721 ENGAGE INC COMMON STOCK 292827102 427 1,708,072 SH 1,708,072 -- 1 1,708,072 -- EQUIFAX INC COMMON STOCK 294429105 11,350 379,600 SH 350,249 29,351 1 350,249 29,351 EQUITABLE RESOURCES INC COMMON STOCK 294549100 52,020 1,494,400 SH 1,375,600 118,800 1 1,375,600 118,800 EXPEDIA INC-WT09 COMMON STOCK 302125125 2,687 75,434 SH 69,476 5,958 1 69,476 5,958 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 11,956 196,000 SH 158,760 37,240 1 158,760 37,240 EXPRESS SCRIPTS INC-COMMON COMMON STOCK 302182100 23,929 415,500 SH 383,373 32,127 1 383,373 32,127 FAIR ISAAC & COMPANY INC COMMON STOCK 303250104 37,996 599,400 SH 551,717 47,683 1 551,717 47,683 FANNIE MAE COMMON STOCK 313586959 490 50,000 SH PUT 32,500 17,500 1 32,500 17,500 FIBERNET TELECOM GROUP INC COMMON STOCK 315653105 90 530,670 SH 530,670 -- 1 530,670 -- FISHER SCIENTIFIC INTL COMMON STOCK 338032204 26,869 956,200 SH 891,421 64,779 1 891,421 64,779 FLEMING COMPANIES INC COMMON STOCK 339130106 1,120 50,000 SH 46,025 3,975 1 46,025 3,975 FOOT LOCKER INC COMMON STOCK 344849104 809 50,000 SH 46,134 3,866 1 46,134 3,866 FUELCELL ENERGY INC COMMON STOCK 35952H106 2,923 185,500 SH 172,849 12,651 1 172,849 12,651 GAMESTOP CORP COMMON STOCK 36466R101 10,118 500,900 SH 462,172 38,728 1 462,172 38,728 GENERAL DYNAMICS CORP COMMON STOCK 369550108 46,976 500,000 SH 449,290 50,710 1 449,290 50,710 GENERAL DYNAMICS CORP COMMON STOCK 369550958 440 400,000 SH PUT 369,000 31,000 1 369,000 31,000 GENERAL MOTORS-HUGHES ELECT COMMON STOCK 370442832 48,717 2,961,500 SH 2,726,076 235,424 1 2,726,076 235,424 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550951 4,706 1,000,000 SH PUT 922,500 77,500 1 922,500 77,500 GTECH HOLDINGS CORP COMMON STOCK 400518106 28,689 588,500 SH 542,840 45,660 1 542,840 45,660 HARLAND (JOHN H.) CO COMMON STOCK 412693103 6,253 215,100 SH 200,349 14,751 1 200,349 14,751 HARTE-HANKS INC COMMON STOCK 416196103 1,107 35,000 SH 32,293 2,707 1 32,293 2,707 HEALTHAXIS INC COMMON STOCK 42219D100 485 550,000 SH 550,000 -- 1 550,000 -- HOMESTORE.COM INC COMMON STOCK 437852106 3,469 1,284,900 SH 1,183,065 101,835 1 1,183,065 101,835 HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815107 28,400 500,000 SH 461,400 38,600 1 461,400 38,600 HPL TECHNOLOGIES INC COMMON STOCK 40426C105 9,888 600,000 SH 552,295 47,705 1 552,295 47,705 ICN PHARMACEUTICALS INC COMMON STOCK 448924100 1,111 35,000 SH 22,700 12,300 1 22,700 12,300 ILLINOIS TOOL WORKS COMMON STOCK 452308959 550 400,000 SH PUT 368,900 31,100 1 368,900 31,100 INGERSOLL-RAND CO-CL A COMMON STOCK G4776G951 2,250 250,000 SH PUT 230,600 19,400 1 230,600 19,400 INTEL CORP COMMON STOCK 458140950 6,760 650,000 SH PUT 598,200 51,800 1 598,200 51,800 INTERLAND INC COMMON STOCK 458727104 15,360 6,000,000 SH 5,536,110 463,890 1 5,536,110 463,890 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 6,994 200,000 SH 162,000 38,000 1 162,000 38,000 JOHN HANCOCK FINANCIAL SRVCS COMMON STOCK 41014S106 12,305 322,200 SH 297,288 24,912 1 297,288 24,912 JP MORGAN CHASE & CO COMMON STOCK 46625H900 3,003 500,000 SH CALL 420,200 79,800 1 420,200 79,800 KEYCORP COMMON STOCK 493267908 512 500,000 SH CALL 461,200 38,800 1 461,200 38,800 KINDER MORGAN INC COMMON STOCK 49455P101 15,740 325,000 SH 263,250 61,750 1 263,250 61,750 KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 4,289 105,000 SH 96,820 8,180 1 96,820 8,180 LEGATO SYSTEMS INC COMMON STOCK 524651106 3,302 366,500 SH 338,163 28,337 1 338,163 28,337 LENNAR CORP COMMON STOCK 526057104 22,687 430,000 SH 348,300 81,700 1 348,300 81,700 LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 178 49,900 SH 46,024 3,876 1 46,024 3,876 LOCKHEED MARTIN CORPORATION COMMON STOCK 539830109 23,032 400,000 SH 367,594 32,406 1 367,594 32,406 LOCKHEED MARTIN CORPORATION COMMON STOCK 539830959 250 400,000 SH PUT 369,000 31,000 1 369,000 31,000 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 1,256 39,900 SH 37,830 2,070 1 37,830 2,070 MATTEL INC COMMON STOCK 577081102 11,514 552,500 SH 509,783 42,717 1 509,783 42,717 MEDQUIST INC COMMON STOCK 584949101 1,863 62,100 SH 44,865 17,235 1 44,865 17,235 MEREDITH CORP COMMON STOCK 589433101 29,498 693,900 SH 645,534 48,366 1 645,534 48,366 METLIFE INC COMMON STOCK 59156R108 3,742 118,800 SH 109,615 9,185 1 109,615 9,185 MGM MIRAGE COMMON STOCK 552953101 21,303 588,000 SH 542,538 45,462 1 542,538 45,462 MICRON TECHNOLOGY INC COMMON STOCK 595112953 2,000 500,000 SH PUT 461,300 38,700 1 461,300 38,700 MONY GROUP INC COMMON STOCK 615337102 4,387 108,800 SH 100,388 8,412 1 100,388 8,412 NEOFORMA INC COMMON STOCK 640475505 687 35,000 SH 32,273 2,727 1 32,273 2,727 NETAMERICA.COM CORP COMMON STOCK 754091106 45 125,000 SH 125,000 -- 1 125,000 -- NETSCREEN TECHNOLOGIES INC COMMON STOCK 64117V107 999 60,000 SH 60,000 -- 1 60,000 -- NEWMONT MINING CORP HLDG CO COMMON STOCK 651639106 19,383 700,000 SH 645,878 54,122 1 645,878 54,122 NEXTEL COMMUNICATIONS INC-A COMMON STOCK 65332V953 295 400,000 SH PUT 340,000 60,000 1 340,000 60,000 NOVELL INC COMMON STOCK 670006105 973 250,000 SH 230,671 19,329 1 230,671 19,329 OAK TECHNOLOGY INC COMMON STOCK 671802106 4,464 300,000 SH 276,805 23,195 1 276,805 23,195 OAKWOOD HOMES CORP COMMON STOCK 674098207 635 88,200 SH 75,970 12,230 1 75,970 12,230 OFFICEMAX INC COMMON STOCK 67622M108 16,209 2,904,800 SH 2,676,730 228,070 1 2,676,730 228,070 OMNICARE INC COMMON STOCK 681904108 3,884 150,000 SH 138,402 11,598 1 138,402 11,598 PACCAR INC COMMON STOCK 693718958 1,228 100,000 SH PUT 92,200 7,800 1 92,200 7,800 PACTIV CORPORATION COMMON STOCK 695257105 63,445 3,169,100 SH 2,916,948 252,152 1 2,916,948 252,152 PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 1,583 150,000 SH 138,402 11,598 1 138,402 11,598 PAYLESS SHOESOURCE INC COMMON STOCK 704379106 37,149 608,500 SH 537,994 70,506 1 537,994 70,506 PEOPLESOFT INC COMMON STOCK 712713106 7,306 200,000 SH 184,313 15,687 1 184,313 15,687 PETSMART INC COMMON STOCK 716768106 34,623 2,553,300 SH 2,370,123 183,177 1 2,370,123 183,177 PHARMACYCLICS INC COMMON STOCK 716933106 312 40,000 SH 36,862 3,138 1 36,862 3,138 PITTSTON BRINK'S GROUP COMMON STOCK 725701106 4,679 186,400 SH 175,872 10,528 1 175,872 10,528
PPG INDUSTRIES INC COMMON STOCK 693506957 4,050 500,000 SH PUT 461,400 38,600 1 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 59,480 2,351,000 SH 2,166,605 184,395 1 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 35,136 2,342,388 SH 2,123,281 219,107 1 PROGRESSIVE CORP COMMON STOCK 743315953 1,199 127,500 SH PUT 117,600 9,900 1 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 755 100,000 SH 92,269 7,731 1 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A902 1,050 300,000 SH CALL 195,000 105,000 1 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 194,926 6,277,800 SH 5,788,015 489,785 1 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320902 2,200 250,000 SH CALL 230,600 19,400 1 PULTE HOMES INC COMMON STOCK 745867101 28,509 595,800 SH 525,206 70,594 1 R.H. DONNELLEY CORP COMMON STOCK 74955W307 33,796 1,110,600 SH 1,023,179 87,421 1 RADIOSHACK CORP COMMON STOCK 750438103 7,961 265,000 SH 243,349 21,651 1 READER'S DIGEST ASSN-CL A COMMON STOCK 755267101 52,847 2,358,200 SH 2,145,079 213,121 1 REALNETWORKS INC COMMON STOCK 75605L104 713 101,500 SH 92,750 8,750 1 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 4,138 150,000 SH 123,000 27,000 1 RENAISSANCERE HOLDINGS LTD COMMON STOCK G7496G103 5,346 51,900 SH 47,887 4,013 1 REYNOLDS & REYNOLDS -CL A COMMON STOCK 761695105 21,195 706,500 SH 650,673 55,827 1 RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 53,607 827,900 SH 762,088 65,812 1 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 8,901 443,700 SH 408,714 34,986 1 ROCKWELL COLLINS INC. COMMON STOCK 774341101 13,911 551,600 SH 507,850 43,750 1 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 3,946 175,000 SH 161,276 13,724 1 SCIOS INC COMMON STOCK 808905953 556 250,000 SH PUT 230,500 19,500 1 SCRIPPS CO (E.W.)-CL A COMMON STOCK 811054204 32,511 395,900 SH 364,623 31,277 1 SEARS ROEBUCK & CO COMMON STOCK 812387108 137,204 2,676,100 SH 2,463,362 212,738 1 SEARS ROEBUCK & CO COMMON STOCK 812387958 2,800 1,750,000 SH PUT 1,614,700 135,300 1 SECURITY CAPITAL GROUP- B COMMON STOCK 81413P204 1,274 50,000 SH 32,500 17,500 1 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 21,107 3,982,400 SH 3,669,114 313,286 1 SHAW COMMUNICATIONS INC-B COMMON STOCK 82028K200 304 16,900 SH 16,640 260 1 SIERRA PACIFIC RESOURCES COMMON STOCK 826428904 341 350,000 SH CALL 283,400 66,600 1 SILICON GRAPHICS INC COMMON STOCK 827056102 2,142 504,000 SH 465,032 38,968 1 SILICON IMAGE INC COMMON STOCK 82705T102 581 68,000 SH 62,743 5,257 1 SPHERION CORPORATION COMMON STOCK 848420105 276 25,000 SH 23,067 1,933 1 SPRINT CORP-FON GROUP COMMON STOCK 852061950 150 500,000 SH PUT 461,400 38,600 1 STONEPATH GROUP INC COMMON STOCK 861837102 574 425,407 SH 425,407 -- 1 SUPERVALU INC COMMON STOCK 868536103 1,935 75,000 SH 69,201 5,799 1 SURMODICS INC COMMON STOCK 868873100 21,800 500,000 SH 460,616 39,384 1 SYCAMORE NETWORKS INC COMMON STOCK 871206108 2,442 618,300 SH 569,468 48,832 1 SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 5,620 500,000 SH 461,342 38,658 1 TARGET CORP COMMON STOCK 87612E106 10,780 250,000 SH 230,671 19,329 1 TELLIUM INC COMMON STOCK 87967E107 531 230,000 SH 211,904 18,096 1 THE DIAL CORPORATION COMMON STOCK 25247D101 30,106 1,670,700 SH 1,540,044 130,656 1 THERMO ELECTRON CORP COMMON STOCK 883556102 18,459 890,468 SH 820,628 69,840 1 TIMBERLAND CO-CL A COMMON STOCK 887100105 26,288 622,200 SH 573,393 48,807 1 TRANSMETA CORP/ DELAWARE COMMON STOCK 89376R109 1,520 391,500 SH 391,500 -- 1 TRIKON TECHNOLOGIES INC COMMON STOCK 896187408 147 10,000 SH -- 10,000 1 TRIPATH IMAGING INC COMMON STOCK 896942109 4,303 750,900 SH 702,250 48,650 1 TYCO INTERNATIONAL LTD COMMON STOCK 902124906 10 100,000 SH CALL 65,000 35,000 1 TYSON FOODS INC-CL A COMMON STOCK 902494103 2,496 200,000 SH 162,000 38,000 1 UNITED DEFENSE INDS INC COMMON STOCK 91018B104 2,945 109,900 SH 109,900 -- 1 UNITED RENTALS INC COMMON STOCK 911363959 950 200,000 SH PUT 184,500 15,500 1 USA EDUCATION INC COMMON STOCK 90390U102 86,494 884,400 SH 814,100 70,300 1 UST INC COMMON STOCK 902911106 25,674 659,500 SH 619,000 40,500 1 UTI WORLDWIDE INC COMMON STOCK G87210103 4,257 215,000 SH 174,150 40,850 1 VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 16,283 421,500 SH 391,736 29,764 1 VELOCITY EXPRESS CORP COMMON STOCK 92257T103 321 164,522 SH 164,522 -- 1 VIAD CORP COMMON STOCK 92552R109 4,900 175,000 SH 160,421 14,579 1 VIGNETTE CORPORATION COMMON STOCK 926734104 516 150,000 SH 138,402 11,598 1 WACHOVIA CORP COMMON STOCK 929903902 565 100,000 SH CALL 65,000 35,000 1 WALLACE COMPUTER SVCS INC COMMON STOCK 932270101 1,782 88,200 SH 81,188 7,012 1 WASHINGTON MUTUAL INC COMMON STOCK 939322903 46 203,000 SH CALL 131,900 71,100 1 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 1,069 65,000 SH 59,777 5,223 1 WEBMD CORPORATION COMMON STOCK 94769M105 26,620 3,466,100 SH 3,196,367 269,733 1 WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 8,158 330,300 SH 304,652 25,648 1 WR BERKLEY CORP COMMON STOCK 084423102 3,684 64,100 SH 59,015 5,085 1 XM SATELLITE RADIO HOLD- CL A COMMON STOCK 983759101 12,365 898,000 SH 826,781 71,219 1 Grand Total 3,049,826 139,882,480 128,456,317 11,426,163
PPG INDUSTRIES INC COMMON STOCK 693506957 461,400 38,600 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 2,166,605 184,395 PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 2,123,281 219,107 PROGRESSIVE CORP COMMON STOCK 743315953 117,600 9,900 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 92,269 7,731 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A902 195,000 105,000 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 5,788,015 489,785 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320902 230,600 19,400 PULTE HOMES INC COMMON STOCK 745867101 525,206 70,594 R.H. DONNELLEY CORP COMMON STOCK 74955W307 1,023,179 87,421 RADIOSHACK CORP COMMON STOCK 750438103 243,349 21,651 READER'S DIGEST ASSN-CL A COMMON STOCK 755267101 2,145,079 213,121 REALNETWORKS INC COMMON STOCK 75605L104 92,750 8,750 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 123,000 27,000 RENAISSANCERE HOLDINGS LTD COMMON STOCK G7496G103 47,887 4,013 REYNOLDS & REYNOLDS -CL A COMMON STOCK 761695105 650,673 55,827 RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 762,088 65,812 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 408,714 34,986 ROCKWELL COLLINS INC. COMMON STOCK 774341101 507,850 43,750 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 161,276 13,724 SCIOS INC COMMON STOCK 808905953 230,500 19,500 SCRIPPS CO (E.W.)-CL A COMMON STOCK 811054204 364,623 31,277 SEARS ROEBUCK & CO COMMON STOCK 812387108 2,463,362 212,738 SEARS ROEBUCK & CO COMMON STOCK 812387958 1,614,700 135,300 SECURITY CAPITAL GROUP- B COMMON STOCK 81413P204 32,500 17,500 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 3,669,114 313,286 SHAW COMMUNICATIONS INC-B COMMON STOCK 82028K200 16,640 260 SIERRA PACIFIC RESOURCES COMMON STOCK 826428904 283,400 66,600 SILICON GRAPHICS INC COMMON STOCK 827056102 465,032 38,968 SILICON IMAGE INC COMMON STOCK 82705T102 62,743 5,257 SPHERION CORPORATION COMMON STOCK 848420105 23,067 1,933 SPRINT CORP-FON GROUP COMMON STOCK 852061950 461,400 38,600 STONEPATH GROUP INC COMMON STOCK 861837102 425,407 -- SUPERVALU INC COMMON STOCK 868536103 69,201 5,799 SURMODICS INC COMMON STOCK 868873100 460,616 39,384 SYCAMORE NETWORKS INC COMMON STOCK 871206108 569,468 48,832 SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 461,342 38,658 TARGET CORP COMMON STOCK 87612E106 230,671 19,329 TELLIUM INC COMMON STOCK 87967E107 211,904 18,096 THE DIAL CORPORATION COMMON STOCK 25247D101 1,540,044 130,656 THERMO ELECTRON CORP COMMON STOCK 883556102 820,628 69,840 TIMBERLAND CO-CL A COMMON STOCK 887100105 573,393 48,807 TRANSMETA CORP/ DELAWARE COMMON STOCK 89376R109 391,500 -- TRIKON TECHNOLOGIES INC COMMON STOCK 896187408 -- 10,000 TRIPATH IMAGING INC COMMON STOCK 896942109 702,250 48,650 TYCO INTERNATIONAL LTD COMMON STOCK 902124906 65,000 35,000 TYSON FOODS INC-CL A COMMON STOCK 902494103 162,000 38,000 UNITED DEFENSE INDS INC COMMON STOCK 91018B104 109,900 -- UNITED RENTALS INC COMMON STOCK 911363959 184,500 15,500 USA EDUCATION INC COMMON STOCK 90390U102 814,100 70,300 UST INC COMMON STOCK 902911106 619,000 40,500 UTI WORLDWIDE INC COMMON STOCK G87210103 174,150 40,850 VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 391,736 29,764 VELOCITY EXPRESS CORP COMMON STOCK 92257T103 164,522 -- VIAD CORP COMMON STOCK 92552R109 160,421 14,579 VIGNETTE CORPORATION COMMON STOCK 926734104 138,402 11,598 WACHOVIA CORP COMMON STOCK 929903902 65,000 35,000 WALLACE COMPUTER SVCS INC COMMON STOCK 932270101 81,188 7,012 WASHINGTON MUTUAL INC COMMON STOCK 939322903 131,900 71,100 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 59,777 5,223 WEBMD CORPORATION COMMON STOCK 94769M105 3,196,367 269,733 WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 304,652 25,648 WR BERKLEY CORP COMMON STOCK 084423102 59,015 5,085 XM SATELLITE RADIO HOLD- CL A COMMON STOCK 983759101 826,781 71,219 Grand Total 128,456,317 11,426,163