-----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, NoYCtjAST2ugvL4j4r55fNMcNaGYD6aKLoAV7Pl+7RjsTF/Y0ILT5Z1YKGzpzN6Z 5vFlP/NKLPpYsMG77nVNDw== 0000950130-02-005932.txt : 20020814 0000950130-02-005932.hdr.sgml : 20020814 20020814161615 ACCESSION NUMBER: 0000950130-02-005932 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: TUDOR INVESTMENT CORP ET AL CENTRAL INDEX KEY: 0000923093 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04356 FILM NUMBER: 02736790 BUSINESS ADDRESS: STREET 1: ONE LIBERTY PLAZA STREET 2: 51ST FLOOR CITY: NEW YORK STATE: NY ZIP: 10006 MAIL ADDRESS: STREET 1: ONE LIBERTY PLAZA STREET 2: 51ST FLOOR CITY: NEW YORK STATE: NY ZIP: 10006 13F-HR 1 d13fhr.txt FORM 13-F 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: 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 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.) [ ] 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 213 Form 13F Information Table Value Total $ 3,086,867 (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 June 30, 2002
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 -------- -------- -------- -------- -------------------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (x1000) SHRS OR PRN AMT SH/PRN PUT/CALL ------------------- ------------- ----- ------------- ---------------------- -------- ACE LTD COMMON STOCK G0070K103 26,860 850,000 SH ADVANCE AUTO PARTS COMMON STOCK 00751Y106 61,689 1,131,700 SH ADVANCE AUTO PARTS COMMON STOCK 00751Y956 1,230 300,000 SH PUT ADVO INC COMMON STOCK 007585102 11,531 302,900 SH AETNA INC COMMON STOCK 00817Y108 119,481 2,490,738 SH AETNA INC COMMON STOCK 00817Y958 10,008 1,682,000 SH PUT AETNA INC COMMON STOCK 00817Y908 2,760 1,200,000 SH CALL AFC ENTERPRISES COMMON STOCK 00104Q107 31,913 1,021,200 SH AFFILIATED COMPUTER SVCS-A COMMON STOCK 008190950 5,068 560,000 SH PUT ALCOA INC COMMON STOCK 013817101 10,078 304,000 SH ALDERWOODS GROUP INC COMMON STOCK 014383103 1,137 149,976 SH ALLIANCE CAPITAL MGMT HOLD COMMON STOCK 01855A101 685 20,000 SH ALLIANT ENERGY CORP COMMON STOCK 018802108 7,068 275,000 SH ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 2,652 57,400 SH AMERICAN STATES WATER CO COMMON STOCK 029899101 5,648 213,150 SH AMERICREDIT CORP COMMON STOCK 03060R951 12,388 1,075,000 SH PUT ANTHEM INC COMMON STOCK 03674B104 177,391 2,628,800 SH ANTHEM INC COMMON STOCK 03674B954 13,094 2,025,000 SH PUT ANTHEM INC COMMON STOCK 03674B904 2,160 900,000 SH CALL AON CORP COMMON STOCK 037389103 24,129 818,500 SH APPLE COMPUTER INC COMMON STOCK 037833100 4,598 259,500 SH ARBITRON INC COMMON STOCK 03875Q108 12,714 407,500 SH ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 146 143,936 SH ASHLAND INC COMMON STOCK 044204105 15,844 391,200 SH ASTROPOWER INC COMMON STOCK 04644A101 837 42,598 SH AUTONATION INC COMMON STOCK 05329W102 54,481 3,757,300 SH AUTONATION INC COMMON STOCK 05329W952 5,400 3,000,000 SH PUT BANK OF AMERICA CORP COMMON STOCK 060505104 89,540 1,272,600 SH BANK OF AMERICA CORP COMMON STOCK 060505954 2,688 1,250,000 SH PUT BANK ONE CORP COMMON STOCK 06423A953 219 250,000 SH PUT BARD (C.R.) INC COMMON STOCK 067383109 57,938 1,024,000 SH BARD (C.R.) INC COMMON STOCK 067383959 124 150,000 SH PUT BEAR STEARNS COMPANIES INC COMMON STOCK 073902908 106 250,000 SH CALL BEAZER HOMES USA INC COMMON STOCK 07556Q105 8,400 105,000 SH BEMIS COMPANY COMMON STOCK 081437905 608 50,000 SH PUT BJ SERVICES CO COMMON STOCK 055482103 1,694 50,000 SH BLOCKBUSTER INC-CLASS A COMMON STOCK 093679108 14,322 532,400 SH BOWATER INC COMMON STOCK 102183900 6,333 850,000 SH CALL BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 12,208 475,000 SH BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122908 425 500,000 SH CALL BUNGE LIMITED COMMON STOCK G16962105 6,858 325,000 SH BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T904 400 500,000 SH CALL CARDIAC SCIENCE INC COMMON STOCK 141410209 5,454 1,470,200 SH CERNER CORP COMMON STOCK 156782954 5,254 556,000 SH PUT CHUBB CORP COMMON STOCK 171232101 21,530 304,100 SH CHUBB CORP COMMON STOCK 171232951 533 300,000 SH PUT CHUBB CORP COMMON STOCK 171232901 4,615 1,300,000 SH CALL CIRCUIT CITY STORES - CARMAX COMMON STOCK 172737958 863 250,000 SH PUT CIRCUIT CITY STORES - CIRCUI COMMON STOCK 172737108 55,088 2,938,000 SH CISCO SYSTEMS INC COMMON STOCK 17275R952 830 1,000,000 SH PUT CITIGROUP INC COMMON STOCK 172967951 463 500,000 SH PUT COMCAST CORP-SPECIAL CL A COMMON STOCK 200300200 7,152 300,000 SH COMDISCO INC COMMON STOCK 200336105 6 244,200 SH COMPUCREDIT CORP COMMON STOCK 20478N100 1,731 253,872 SH CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 14,670 500,000 SH CORE LABORATORIES N.V. COMMON STOCK N22717107 2,404 200,000 SH CRED LY-CW02 ADECCO SA COMMON STOCK 006848600 - 100,000 SH CROWN CASTLE INTL CORP COMMON STOCK 228227104 786 200,000 SH CROWN CASTLE INTL CORP COMMON STOCK 228227954 1,420 400,000 SH PUT CROWN CORK & SEAL CO INC COMMON STOCK 228255905 813 500,000 SH CALL CSK AUTO CORP COMMON STOCK 125965103 1,533 110,000 SH CTI MOLECULAR IMAGING INC COMMON STOCK 22943D105 14,117 615,400 SH DAVITA INC COMMON STOCK 23918K108 64,991 2,730,700 SH DEAN FOODS CO COMMON STOCK 242370104 46,513 1,247,000 SH DEAN FOODS CO COMMON STOCK 242370954 1,950 500,000 SH PUT COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- Investment Discretion Voting Authority ---------------------------- -------------------------------------- NAME OF ISSUER shared-defined shared-other Managers Sole Shared None ------------------- -------------- ------------ -------- --------- ------ ---- ACE LTD 781,681 68,319 1 781,681 68,319 ADVANCE AUTO PARTS 1,039,773 91,927 1 1,039,773 91,927 ADVANCE AUTO PARTS 275,600 24,400 1 275,600 24,400 ADVO INC 278,817 24,083 1 278,817 24,083 AETNA INC 2,288,422 202,316 1 2,288,422 202,316 AETNA INC 1,545,200 136,800 1 1,545,200 136,800 AETNA INC 1,109,500 90,500 1 1,109,500 90,500 AFC ENTERPRISES 941,744 79,456 1 941,744 79,456 AFFILIATED COMPUTER SVCS-A 516,800 43,200 1 516,800 43,200 ALCOA INC 265,632 38,368 1 265,632 38,368 ALDERWOODS GROUP INC 139,483 10,493 1 139,483 10,493 ALLIANCE CAPITAL MGMT HOLD 18,474 1,526 1 18,474 1,526 ALLIANT ENERGY CORP 228,250 46,750 1 228,250 46,750 ALLMERICA FINANCIAL CORP 53,119 4,281 1 53,119 4,281 AMERICAN STATES WATER CO 198,861 14,289 1 198,861 14,289 AMERICREDIT CORP 993,200 81,800 1 993,200 81,800 ANTHEM INC 2,415,273 213,527 1 2,415,273 213,527 ANTHEM INC 1,872,500 152,500 1 1,872,500 152,500 ANTHEM INC 832,300 67,700 1 832,300 67,700 AON CORP 756,220 62,280 1 756,220 62,280 APPLE COMPUTER INC 238,415 21,085 1 238,415 21,085 ARBITRON INC 378,939 28,561 1 378,939 28,561 ART TECHNOLOGY GROUP INC 60,605 83,331 1 60,605 83,331 ASHLAND INC 361,208 29,992 1 361,208 29,992 ASTROPOWER INC 40,623 1,975 1 40,623 1,975 AUTONATION INC 3,452,097 305,203 1 3,452,097 305,203 AUTONATION INC 2,756,200 243,800 1 2,756,200 243,800 BANK OF AMERICA CORP 1,169,233 103,367 1 1,169,233 103,367 BANK OF AMERICA CORP 1,148,400 101,600 1 1,148,400 101,600 BANK ONE CORP 229,700 20,300 1 229,700 20,300 BARD (C.R.) INC 940,825 83,175 1 940,825 83,175 BARD (C.R.) INC 137,800 12,200 1 137,800 12,200 BEAR STEARNS COMPANIES INC 230,900 19,100 1 230,900 19,100 BEAZER HOMES USA INC 87,150 17,850 1 87,150 17,850 BEMIS COMPANY 46,100 3,900 1 46,100 3,900 BJ SERVICES CO 41,000 9,000 1 41,000 9,000 BLOCKBUSTER INC-CLASS A 487,465 44,935 1 487,465 44,935 BOWATER INC 793,200 56,800 1 793,200 56,800 BRISTOL-MYERS SQUIBB CO 436,405 38,595 1 436,405 38,595 BRISTOL-MYERS SQUIBB CO 463,200 36,800 1 463,200 36,800 BUNGE LIMITED 266,500 58,500 1 266,500 58,500 BURLINGTON NORTHERN SANTA FE 459,400 40,600 1 459,400 40,600 CARDIAC SCIENCE INC 1,370,200 100,000 1 1,370,200 100,000 CERNER CORP 514,200 41,800 1 514,200 41,800 CHUBB CORP 281,430 22,670 1 281,430 22,670 CHUBB CORP 275,600 24,400 1 275,600 24,400 CHUBB CORP 1,200,800 99,200 1 1,200,800 99,200 CIRCUIT CITY STORES - CARMAX 229,700 20,300 1 229,700 20,300 CIRCUIT CITY STORES - CIRCUI 2,699,342 238,658 1 2,699,342 238,658 CISCO SYSTEMS INC 918,700 81,300 1 918,700 81,300 CITIGROUP INC 459,400 40,600 1 459,400 40,600 COMCAST CORP-SPECIAL CL A 275,624 24,376 1 275,624 24,376 COMDISCO INC 227,865 16,335 1 227,865 16,335 COMPUCREDIT CORP 165,016 88,856 1 165,016 88,856 CONSTELLATION ENERGY GROUP 415,000 85,000 1 415,000 85,000 CORE LABORATORIES N.V. 166,000 34,000 1 166,000 34,000 CRED LY-CW02 ADECCO SA 85,000 15,000 1 85,000 15,000 CROWN CASTLE INTL CORP 170,000 30,000 1 170,000 30,000 CROWN CASTLE INTL CORP 340,000 60,000 1 340,000 60,000 CROWN CORK & SEAL CO INC 461,400 38,600 1 461,400 38,600 CSK AUTO CORP - 110,000 1 - 110,000 CTI MOLECULAR IMAGING INC 565,398 50,002 1 565,398 50,002 DAVITA INC 2,508,889 221,811 1 2,508,889 221,811 DEAN FOODS CO 1,108,924 138,076 1 1,108,924 138,076 DEAN FOODS CO 459,400 40,600 1 459,400 40,600
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 -------- -------- -------- -------- -------------------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (x1000) SHRS OR PRN AMT SH/PRN PUT/CALL ------------------- ------------- ----- ------------- ---------------------- -------- DELUXE CORP COMMON STOCK 248019101 48,325 1,242,600 SH DQE INC COMMON STOCK 23329J104 483 34,500 SH DUN & BRADSTREET CORP COMMON STOCK 26483E100 42,509 1,286,200 SH EASTMAN KODAK CO COMMON STOCK 277461959 4,750 500,000 SH PUT EATON CORP COMMON STOCK 278058952 3,171 420,000 SH PUT ECHOSTAR COMMUNICATIONS - A COMMON STOCK 278762109 30,871 1,663,300 SH ECHOSTAR COMMUNICATIONS - A COMMON STOCK 278762959 3,395 1,293,300 SH PUT EDISON INTERNATIONAL COMMON STOCK 281020107 3,400 200,000 SH EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 8,220 354,300 SH EL PASO ELECTRIC CO COMMON STOCK 283677854 28,052 2,025,400 SH ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661954 2,610 200,000 SH PUT ELITE INFORMATION GROUP INC COMMON STOCK 28659M106 2,869 288,350 SH ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 62,449 2,277,500 SH ENGAGE INC COMMON STOCK 292827102 102 1,708,072 SH EOG RESOURCES INC COMMON STOCK 26875P101 5,955 150,000 SH EQUITABLE RESOURCES INC COMMON STOCK 294549100 51,258 1,494,400 SH ESS TECHNOLOGY COMMON STOCK 269151106 439 25,000 SH ETHAN ALLEN INTERIORS INC COMMON STOCK 297602954 1,280 400,000 SH PUT EXPEDIA INC-WT09 COMMON STOCK 302125125 2,188 75,434 SH EXPEDITORS INTL WASH INC COMMON STOCK 302130109 11,440 345,000 SH FAIR ISAAC & COMPANY INC COMMON STOCK 303250104 53,402 1,624,649 SH FANNIE MAE COMMON STOCK 313586959 630 50,000 SH PUT FIBERNET TELECOM GROUP INC COMMON STOCK 315653105 53 530,670 SH FOOT LOCKER INC COMMON STOCK 344849104 33,092 2,290,100 SH FUELCELL ENERGY INC COMMON STOCK 35952H106 3,396 330,000 SH GAMESTOP CORP COMMON STOCK 36466R101 10,319 491,600 SH GATX CORP COMMON STOCK 361448103 1,770 58,800 SH GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W106 18,326 3,400,000 SH GENERAL MARITIME CORP COMMON STOCK Y2692M103 240 25,000 SH GENERAL MOTORS-HUGHES ELECT COMMON STOCK 370442832 50,413 4,847,400 SH GLOBALSANTAFE CORP COMMON STOCK G3930E101 3,829 140,000 SH GOODYEAR TIRE & RUBBER CO COMMON STOCK 3825508SD 1,275 750,000 SH PUT GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550951 5,913 1,000,000 SH PUT GTECH HOLDINGS CORP COMMON STOCK 400518106 30,061 1,177,000 SH GTECH HOLDINGS CORP COMMON STOCK 400518956 1,525 500,000 SH PUT HARLAND (JOHN H.) CO COMMON STOCK 412693103 2,465 87,400 SH HCA INC COMMON STOCK 404119109 42,237 889,200 SH HEALTHAXIS INC COMMON STOCK 42219D100 275 550,000 SH HOMESTORE INC COMMON STOCK 437852106 1,290 895,700 SH HPL TECHNOLOGIES INC COMMON STOCK 40426C105 8,660 575,000 SH HUMANA INC COMMON STOCK 444859102 21,491 1,375,000 SH ILLINOIS TOOL WORKS COMMON STOCK 452308959 4,602 520,000 SH PUT IMMUNEX CORP COMMON STOCK 452528102 4,747 212,500 SH INGERSOLL-RAND CO-CL A COMMON STOCK G4776G951 2,493 250,000 SH PUT INTERLAND INC COMMON STOCK 458727104 13,990 6,000,000 SH INTERMUNE INC COMMON STOCK 45884X903 698 150,000 SH CALL INTERNATIONAL PAPER CO COMMON STOCK 460146953 3,348 650,000 SH PUT INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 2,624 200,000 SH JOHN HANCOCK FINANCIAL SRVCS COMMON STOCK 41014S106 52,554 1,493,000 SH JP MORGAN CHASE & CO COMMON STOCK 46625H900 648 150,000 SH CALL KEMET CORP COMMON STOCK 488360108 7,680 430,000 SH KERR-MCGEE CORP COMMON STOCK 492386107 16,065 300,000 SH KINDER MORGAN INC COMMON STOCK 49455P101 19,010 500,000 SH KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 3,380 105,000 SH LAMAR ADVERTISING CO COMMON STOCK 512815101 9,749 262,000 SH LEGAL ACCESS TECHNOLOGIES COMMON STOCK 52464H102 109 54,816 SH LENNAR CORP COMMON STOCK 526057104 26,928 440,000 SH LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 147 49,900 SH LIQUIDMETAL TECHNOLOGIES COMMON STOCK 53634X100 3,190 275,000 SH MAGNUM HUNTER RESOURCES INC COMMON STOCK 55972F203 1,775 225,000 SH MARVEL ENTERPRISES INC COMMON STOCK 57383M108 325 59,300 SH MATTEL INC COMMON STOCK 577081102 42,213 2,002,500 SH MBNA CORP COMMON STOCK 55262L900 220 50,000 SH CALL MCDATA CORPORATION -CL B COMMON STOCK 580031102 3,293 370,000 SH MCLEODUSA INC CL A COMMON STOCK 582266805 183 48,873 SH McLeodUSA INC-WT07 COMMON STOCK 582266110 22 108,299 SH MDC HOLDINGS INC COMMON STOCK 552676108 2,860 55,000 SH MEDQUIST INC COMMON STOCK 584949101 1,654 62,100 SH MEREDITH CORP COMMON STOCK 589433101 20,214 527,100 SH MERRILL LYNCH & CO INC COMMON STOCK 590188108 12,150 300,000 SH MERRILL LYNCH & CO INC COMMON STOCK 590188908 1,114 250,000 SH CALL MIDCAP SPDR TRUST SERIES 1 COMMON STOCK 595635953 1,975 500,000 SH PUT MONSANTO CO COMMON STOCK 61166W101 2,261 127,000 SH COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- Investment Discretion Voting Authority ---------------------------- -------------------------------------- NAME OF ISSUER shared-defined shared-other Managers Sole Shared None ------------------- -------------- ------------ -------- --------- ------ ---- DELUXE CORP 1,141,667 100,933 1 1,141,667 100,933 DQE INC 28,635 5,865 1 28,635 5,865 DUN & BRADSTREET CORP 1,181,716 104,484 1 1,181,716 104,484 EASTMAN KODAK CO 462,600 37,400 1 462,600 37,400 EATON CORP 389,100 30,900 1 389,100 30,900 ECHOSTAR COMMUNICATIONS - A 1,528,204 135,096 1 1,528,204 135,096 ECHOSTAR COMMUNICATIONS - A 1,188,200 105,100 1 1,188,200 105,100 EDISON INTERNATIONAL 184,742 15,258 1 184,742 15,258 EDWARDS LIFESCIENCES CORP 328,375 25,925 1 328,375 25,925 EL PASO ELECTRIC CO 1,860,886 164,514 1 1,860,886 164,514 ELECTRONIC DATA SYSTEMS CORP 183,800 16,200 1 183,800 16,200 ELITE INFORMATION GROUP INC 269,673 18,677 1 269,673 18,677 ENERGIZER HOLDINGS INC 2,092,507 184,993 1 2,092,507 184,993 ENGAGE INC 1,708,072 - 1 1,708,072 - EOG RESOURCES INC 45,000 105,000 1 45,000 105,000 EQUITABLE RESOURCES INC 1,373,020 121,380 1 1,373,020 121,380 ESS TECHNOLOGY 22,968 2,032 1 22,968 2,032 ETHAN ALLEN INTERIORS INC 370,500 29,500 1 370,500 29,500 EXPEDIA INC-WT09 69,476 5,958 1 69,476 5,958 EXPEDITORS INTL WASH INC 286,350 58,650 1 286,350 58,650 FAIR ISAAC & COMPANY INC 1,492,680 131,969 1 1,492,680 131,969 FANNIE MAE 32,500 17,500 1 32,500 17,500 FIBERNET TELECOM GROUP INC 530,670 - 1 530,670 - FOOT LOCKER INC 2,104,078 186,022 1 2,104,078 186,022 FUELCELL ENERGY INC 307,361 22,639 1 307,361 22,639 GAMESTOP CORP 429,399 62,201 1 429,399 62,201 GATX CORP 49,980 8,820 1 49,980 8,820 GEMSTAR-TV GUIDE INTL INC 3,123,826 276,174 1 3,123,826 276,174 GENERAL MARITIME CORP 20,500 4,500 1 20,500 4,500 GENERAL MOTORS-HUGHES ELECT 4,453,644 393,756 1 4,453,644 393,756 GLOBALSANTAFE CORP 115,950 24,050 1 115,950 24,050 GOODYEAR TIRE & RUBBER CO 693,200 56,800 1 693,200 56,800 GOODYEAR TIRE & RUBBER CO 927,300 72,700 1 927,300 72,700 GTECH HOLDINGS CORP 1,081,400 95,600 1 1,081,400 95,600 GTECH HOLDINGS CORP 459,400 40,600 1 459,400 40,600 HARLAND (JOHN H.) CO 83,027 4,373 1 83,027 4,373 HCA INC 820,177 69,023 1 820,177 69,023 HEALTHAXIS INC 550,000 - 1 550,000 - HOMESTORE INC 825,491 70,209 1 825,491 70,209 HPL TECHNOLOGIES INC 529,202 45,798 1 529,202 45,798 HUMANA INC 1,270,103 104,897 1 1,270,103 104,897 ILLINOIS TOOL WORKS 481,200 38,800 1 481,200 38,800 IMMUNEX CORP 138,125 74,375 1 138,125 74,375 INGERSOLL-RAND CO-CL A 230,600 19,400 1 230,600 19,400 INTERLAND INC 5,536,110 463,890 1 5,536,110 463,890 INTERMUNE INC 140,400 9,600 1 140,400 9,600 INTERNATIONAL PAPER CO 601,500 48,500 1 601,500 48,500 INTERNET SECURITY SYSTEMS 185,090 14,910 1 185,090 14,910 JOHN HANCOCK FINANCIAL SRVCS 1,371,728 121,272 1 1,371,728 121,272 JP MORGAN CHASE & CO 97,400 52,600 1 97,400 52,600 KEMET CORP 356,900 73,100 1 356,900 73,100 KERR-MCGEE CORP 248,238 51,762 1 248,238 51,762 KINDER MORGAN INC 415,000 85,000 1 415,000 85,000 KRISPY KREME DOUGHNUTS INC 96,820 8,180 1 96,820 8,180 LAMAR ADVERTISING CO 242,295 19,705 1 242,295 19,705 LEGAL ACCESS TECHNOLOGIES 48,770 6,046 1 48,770 6,046 LENNAR CORP 366,050 73,950 1 366,050 73,950 LEVEL 3 COMMUNICATIONS INC 46,024 3,876 1 46,024 3,876 LIQUIDMETAL TECHNOLOGIES 229,576 45,424 1 229,576 45,424 MAGNUM HUNTER RESOURCES INC 184,500 40,500 1 184,500 40,500 MARVEL ENTERPRISES INC - 59,300 1 - 59,300 MATTEL INC 1,839,840 162,660 1 1,839,840 162,660 MBNA CORP 32,500 17,500 1 32,500 17,500 MCDATA CORPORATION -CL B 342,416 27,584 1 342,416 27,584 MCLEODUSA INC CL A 41,542 7,331 1 41,542 7,331 McLeodUSA INC-WT07 92,054 16,245 1 92,054 16,245 MDC HOLDINGS INC 45,650 9,350 1 45,650 9,350 MEDQUIST INC 44,865 17,235 1 44,865 17,235 MEREDITH CORP 491,568 35,532 1 491,568 35,532 MERRILL LYNCH & CO INC 275,624 24,376 1 275,624 24,376 MERRILL LYNCH & CO INC 189,600 60,400 1 189,600 60,400 MIDCAP SPDR TRUST SERIES 1 472,200 27,800 1 472,200 27,800 MONSANTO CO 104,500 22,500 1 104,500 22,500
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 -------- -------- -------- -------- -------------------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (x1000) SHRS OR PRN AMT SH/PRN PUT/CALL ------------------- ------------- ----- ------------- ---------------------- -------- MONY GROUP INC COMMON STOCK 615337102 3,700 108,800 SH NASDAQ-100 INDEX TRCKNG STCK COMMON STOCK 631100904 2,974 3,130,000 SH CALL NAUTILUS GROUP INC COMMON STOCK 63910B102 7,229 236,241 SH NEOFORMA INC COMMON STOCK 640475505 455 35,000 SH NETIQ CORP COMMON STOCK 64115P102 7,491 331,000 SH NEXTEL COMMUNICATIONS INC-A COMMON STOCK 65332V953 395 200,000 SH PUT OAKWOOD HOMES CORP COMMON STOCK 674098207 544 109,100 SH OFFICEMAX INC COMMON STOCK 67622M108 23,446 3,980,700 SH PACCAR INC COMMON STOCK 693718958 1,542 150,000 SH PUT PARTNERRE LTD COMMON STOCK G6852T105 16,408 335,200 SH PAYPAL INC COMMON STOCK 704508100 594 29,400 SH PETSMART INC COMMON STOCK 716768106 19,497 1,215,500 SH PHILIP MORRIS COMPANIES INC COMMON STOCK 718154107 54,757 1,253,600 SH PHILIP MORRIS COMPANIES INC COMMON STOCK 718154907 12,150 1,500,000 SH CALL PIMCO CORPORATE INCOME FUND COMMON STOCK 693475905 218 75,000 SH CALL PITTSTON BRINK'S GROUP COMMON STOCK 725701106 3,859 160,800 SH PPG INDUSTRIES INC COMMON STOCK 693506957 1,950 500,000 SH PUT PREMCOR INC COMMON STOCK 74045Q104 10,159 395,000 SH PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 46,323 1,494,300 SH PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V952 500 500,000 SH PUT PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 18,712 2,342,388 SH PROGRESSIVE CORP COMMON STOCK 743315953 755 382,500 SH PUT PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A902 600 300,000 SH CALL PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 221,777 6,648,000 SH PRUDENTIAL FINANCIAL INC COMMON STOCK 744320952 5,500 2,000,000 SH PUT PRUDENTIAL FINANCIAL INC COMMON STOCK 744320902 5,720 550,000 SH CALL PULTE HOMES INC COMMON STOCK 745867101 9,772 170,000 SH QUEST SOFTWARE INC COMMON STOCK 74834T103 1,090 75,000 SH QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 2,240 800,000 SH QWEST COMMUNICATIONS INTL COMMON STOCK 749121959 161 429,000 SH PUT QWEST COMMUNICATIONS INTL COMMON STOCK 749121909 38 500,000 SH CALL R.H. DONNELLEY CORP COMMON STOCK 74955W307 31,063 1,110,600 SH RATEXCHANGE CORPORATION COMMON STOCK 754091106 50 125,000 SH READER'S DIGEST ASSN-CL A COMMON STOCK 755267101 21,845 1,166,300 SH REYNOLDS & REYNOLDS -CL A COMMON STOCK 761695105 2,437 87,200 SH RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 63,780 1,186,600 SH ROCKWELL AUTOMATION INC COMMON STOCK 773903109 8,865 443,700 SH ROCKWELL COLLINS INC. COMMON STOCK 774341101 17,867 651,600 SH ROTECH HEALTHCARE INC COMMON STOCK 778669101 5,650 189,922 SH SCRIPPS CO (E.W.)-CL A COMMON STOCK 811054204 29,707 385,800 SH SEARS ROEBUCK & CO COMMON STOCK 812387108 145,312 2,676,100 SH SEARS ROEBUCK & CO COMMON STOCK 812387958 11,453 2,250,000 SH PUT SEARS ROEBUCK & CO COMMON STOCK 812387908 13,350 750,000 SH CALL SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 16,988 3,517,100 SH SHAW COMMUNICATIONS INC-B COMMON STOCK 82028K200 189 16,900 SH SIERRA PACIFIC RESOURCES COMMON STOCK 826428904 250 400,000 SH CALL SILICON GRAPHICS INC COMMON STOCK 827056102 1,534 521,700 SH SLM CORP COMMON STOCK 78442P106 127,520 1,316,000 SH SLM CORP COMMON STOCK 78442P956 3,675 800,000 SH PUT SPRINT CORP-FON GROUP COMMON STOCK 852061900 173 100,000 SH CALL SPRINT CORP-PCS GROUP COMMON STOCK 852061906 63 100,000 SH CALL STAMPS.COM INC COMMON STOCK 852857101 358 80,800 SH STONEPATH GROUP INC COMMON STOCK 861837102 468 425,407 SH SUN MICROSYSTEMS INC COMMON STOCK 866810104 2,505 500,000 SH SUPERVALU INC COMMON STOCK 868536103 6,410 261,300 SH TEEKAY SHIPPING CORP COMMON STOCK Y8564W103 3,506 95,000 SH THE DIAL CORPORATION COMMON STOCK 25247D101 40,981 2,047,000 SH THERMO ELECTRON CORP COMMON STOCK 883556102 14,693 890,468 SH TRANSMETA CORP/DELAWARE COMMON STOCK 89376R109 920 391,500 SH TRIPATH IMAGING INC COMMON STOCK 896942109 3,281 750,900 SH TYCO INTERNATIONAL LTD COMMON STOCK 902124906 3 100,000 SH CALL US AIRWAYS GROUP INC COMMON STOCK 911905107 148 40,000 SH USA INTERACTIVE COMMON STOCK 902984103 3,518 150,000 SH UTI WORLDWIDE INC COMMON STOCK G87210103 1,127 57,000 SH VALERO ENERGY CORP COMMON STOCK 91913Y100 1,871 50,000 SH VALERO ENERGY CORP COMMON STOCK 91913Y900 2,668 229,000 SH CALL VERITAS DGC INC COMMON STOCK 92343P107 8,190 650,000 SH VIACOM INC-CL B COMMON STOCK 925524308 15,530 350,000 SH WEBMD CORPORATION COMMON STOCK 94769M105 25,194 4,475,000 SH WESTPOINT STEVENS INC COMMON STOCK 961238102 697 180,000 SH WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 20,743 630,300 SH WR GRACE & CO COMMON STOCK 38388F108 652 217,400 SH XL CAPITAL LTD -CLASS A COMMON STOCK G98255955 1,450 500,000 SH PUT COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- Investment Discretion Voting Authority ---------------------------- -------------------------------------- NAME OF ISSUER shared-defined shared-other Managers Sole Shared None ------------------- -------------- ------------ -------- --------- ------ ---- MONY GROUP INC 100,388 8,412 1 100,388 8,412 NASDAQ-100 INDEX TRCKNG STCK 2,901,400 228,600 1 2,901,400 228,600 NAUTILUS GROUP INC 224,006 12,235 1 224,006 12,235 NEOFORMA INC 32,273 2,727 1 32,273 2,727 NETIQ CORP 304,749 26,251 1 304,749 26,251 NEXTEL COMMUNICATIONS INC-A 170,000 30,000 1 170,000 30,000 OAKWOOD HOMES CORP 93,735 15,365 1 93,735 15,365 OFFICEMAX INC 3,671,563 309,137 1 3,671,563 309,137 PACCAR INC 138,300 11,700 1 138,300 11,700 PARTNERRE LTD 307,979 27,221 1 307,979 27,221 PAYPAL INC 26,878 2,522 1 26,878 2,522 PETSMART INC 1,121,448 94,052 1 1,121,448 94,052 PHILIP MORRIS COMPANIES INC 1,151,778 101,822 1 1,151,778 101,822 PHILIP MORRIS COMPANIES INC 1,378,100 121,900 1 1,378,100 121,900 PIMCO CORPORATE INCOME FUND 48,700 26,300 1 48,700 26,300 PITTSTON BRINK'S GROUP 152,225 8,575 1 152,225 8,575 PPG INDUSTRIES INC 461,400 38,600 1 461,400 38,600 PREMCOR INC 344,467 50,533 1 344,467 50,533 PRINCIPAL FINANCIAL GROUP 1,372,945 121,355 1 1,372,945 121,355 PRINCIPAL FINANCIAL GROUP 459,400 40,600 1 459,400 40,600 PROGENICS PHARMACEUTICALS 2,123,281 219,107 1 2,123,281 219,107 PROGRESSIVE CORP 352,800 29,700 1 352,800 29,700 PROVIDIAN FINANCIAL CORP 195,000 105,000 1 195,000 105,000 PRUDENTIAL FINANCIAL INC 6,107,991 540,009 1 6,107,991 540,009 PRUDENTIAL FINANCIAL INC 1,837,500 162,500 1 1,837,500 162,500 PRUDENTIAL FINANCIAL INC 508,000 42,000 1 508,000 42,000 PULTE HOMES INC 141,300 28,700 1 141,300 28,700 QUEST SOFTWARE INC 68,905 6,095 1 68,905 6,095 QWEST COMMUNICATIONS INTL 680,000 120,000 1 680,000 120,000 QWEST COMMUNICATIONS INTL 364,600 64,400 1 364,600 64,400 QWEST COMMUNICATIONS INTL 425,000 75,000 1 425,000 75,000 R.H. DONNELLEY CORP 1,020,389 90,211 1 1,020,389 90,211 RATEXCHANGE CORPORATION 125,000 - 1 125,000 - READER'S DIGEST ASSN-CL A 1,071,583 94,717 1 1,071,583 94,717 REYNOLDS & REYNOLDS -CL A 81,608 5,592 1 81,608 5,592 RJ REYNOLDS TOBACCO HOLDINGS 1,090,212 96,388 1 1,090,212 96,388 ROCKWELL AUTOMATION INC 408,714 34,986 1 408,714 34,986 ROCKWELL COLLINS INC. 600,221 51,379 1 600,221 51,379 ROTECH HEALTHCARE INC 161,432 28,490 1 161,432 28,490 SCRIPPS CO (E.W.)-CL A 354,464 31,336 1 354,464 31,336 SEARS ROEBUCK & CO 2,458,722 217,378 1 2,458,722 217,378 SEARS ROEBUCK & CO 2,067,100 182,900 1 2,067,100 182,900 SEARS ROEBUCK & CO 692,900 57,100 1 692,900 57,100 SERVICE CORP INTERNATIONAL 3,241,622 275,478 1 3,241,622 275,478 SHAW COMMUNICATIONS INC-B 16,640 260 1 16,640 260 SIERRA PACIFIC RESOURCES 340,000 60,000 1 340,000 60,000 SILICON GRAPHICS INC 483,895 37,805 1 483,895 37,805 SLM CORP 1,209,102 106,898 1 1,209,102 106,898 SLM CORP 734,800 65,200 1 734,800 65,200 SPRINT CORP-FON GROUP 85,000 15,000 1 85,000 15,000 SPRINT CORP-PCS GROUP 85,000 15,000 1 85,000 15,000 STAMPS.COM INC 74,776 6,024 1 74,776 6,024 STONEPATH GROUP INC 425,407 - 1 425,407 - SUN MICROSYSTEMS INC 459,375 40,625 1 459,375 40,625 SUPERVALU INC 242,087 19,213 1 242,087 19,213 TEEKAY SHIPPING CORP 78,850 16,150 1 78,850 16,150 THE DIAL CORPORATION 1,880,729 166,271 1 1,880,729 166,271 THERMO ELECTRON CORP 820,628 69,840 1 820,628 69,840 TRANSMETA CORP/DELAWARE 391,500 - 1 391,500 - TRIPATH IMAGING INC 702,250 48,650 1 702,250 48,650 TYCO INTERNATIONAL LTD 65,000 35,000 1 65,000 35,000 US AIRWAYS GROUP INC 36,948 3,052 1 36,948 3,052 USA INTERACTIVE 137,811 12,189 1 137,811 12,189 UTI WORLDWIDE INC 46,280 10,720 1 46,280 10,720 VALERO ENERGY CORP 46,799 3,201 1 46,799 3,201 VALERO ENERGY CORP 210,300 18,700 1 210,300 18,700 VERITAS DGC INC 539,500 110,500 1 539,500 110,500 VIACOM INC-CL B 321,561 28,439 1 321,561 28,439 WEBMD CORPORATION 4,127,989 347,011 1 4,127,989 347,011 WESTPOINT STEVENS INC 166,581 13,419 1 166,581 13,419 WILLIS GROUP HOLDINGS LTD 582,287 48,013 1 582,287 48,013 WR GRACE & CO 202,655 14,745 1 202,655 14,745 XL CAPITAL LTD -CLASS A 459,400 40,600 1 459,400 40,600
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 -------- -------- -------- -------- -------------------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (x1000) SHRS OR PRN AMT SH/PRN PUT/CALL ------------------- ------------- ----- ------------- ---------------------- -------- XM SATELLITE RADIO HOLD-CL A COMMON STOCK 983759101 5,459 753,000 SH YUM! BRANDS INC COMMON STOCK 988498951 1,950 500,000 SH PUT Grand Total 3,086,867 166,464,259 SH COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- Investment Discretion Voting Authority ---------------------------- -------------------------------------- NAME OF ISSUER shared-defined shared-other Managers Sole Shared None ------------------- -------------- ------------ -------- --------- ------ ---- XM SATELLITE RADIO HOLD-CL A 697,004 55,996 1 697,004 55,996 YUM! BRANDS INC 459,400 40,600 1 459,400 40,600 Grand Total 152,047,798 14,416,461 152,047,798 14,416,461
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