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: September 30, 2004 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 November 12, 2004 --------------------------- ------------------- ----------------- [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 189 Form 13F Information Table Value Total $ 5,915,537 (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 September 30, 2004
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 99 CENTS ONLY STORES COMMON STOCK 65440K106 1,962 137,900 SH A T & T WIRELESS SERVICES COMMON STOCK 00209A106 24,757 1,675,000 SH ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 2,638 250,000 SH PUT ACCENTURE LTD-CL A COMMON STOCK G1150G111 22,993 850,000 SH ACTIVISION INC COMMON STOCK 004930202 2,635 190,000 SH ADVANCED FIBRE COMMUNICATION COMMON STOCK 00754A105 1,590 100,000 SH AES CORP COMMON STOCK 00130H105 93,580 9,367,400 SH AETNA INC COMMON STOCK 00817Y108 147,057 1,471,600 SH ALLEGHENY ENERGY INC COMMON STOCK 017361106 34,981 2,191,800 SH ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 2,449 91,100 SH ALLSTATE CORP COMMON STOCK 020002101 55,059 1,147,300 SH ALLSTATE CORP COMMON STOCK 020002101 38 500,000 SH PUT ALLSTATE CORP COMMON STOCK 020002101 27,750 3,000,000 SH CALL ALTERA CORPORATION COMMON STOCK 021441100 175 1,000,000 SH PUT ALTRIA GROUP INC COMMON STOCK 02209S103 546 200,000 SH CALL AMERICAN EXPRESS CO COMMON STOCK 025816109 32,605 633,600 SH AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 2,911 100,000 SH AMERICAN PHARMACEUTICAL PART COMMON STOCK 02886P109 16,630 603,200 SH AMERITRADE HOLDING CORP COMMON STOCK 03074K100 38,446 3,201,201 SH ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 130 143,936 SH ASK JEEVES INC COMMON STOCK 045174109 2,695 350,000 SH CALL ASSURANT INC COMMON STOCK 04621X108 3,224 124,000 SH ASTORIA FINANCIAL CORP COMMON STOCK 046265104 19,189 540,700 SH ASTORIA FINANCIAL CORP COMMON STOCK 046265104 1,183 1,300,000 SH CALL AU OPTRONICS CORP-ADR COMMON STOCK 002255107 2,754 220,000 SH BANK OF AMERICA CORP COMMON STOCK 060505104 31,900 4,000,000 SH CALL BEA SYSTEMS INC COMMON STOCK 073325102 36,159 5,232,900 SH BEST BUY CO INC COMMON STOCK 086516101 5,376 500,000 SH PUT BIOSITE INC COMMON STOCK 090945106 20,074 410,000 SH BISYS GROUP INC/THE COMMON STOCK 055472104 22,958 1,571,400 SH BOEING CO COMMON STOCK 097023105 5,575 108,000 SH CABLEVISION SYSTEMS-NY GRP-A COMMON STOCK 12686C109 203 10,000 SH CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 3,625 100,000 SH CAESARS ENTERTAINMENT INC COMMON STOCK 127687101 13 250,000 SH PUT CARMAX INC COMMON STOCK 143130102 7,392 343,000 SH CIA ANONIMA TELEF DE VEN-ADR COMMON STOCK 204421101 2,708 120,200 SH CIRCUIT CITY STORES INC COMMON STOCK 172737108 242,336 15,797,629 SH CITIGROUP INC COMMON STOCK 172967101 13,236 300,000 SH CITIZENS COMMUNICATIONS CO COMMON STOCK 17453B101 24,970 1,864,800 SH DAVITA INC COMMON STOCK 23918K108 46,725 1,499,999 SH DEL MONTE FOODS CO COMMON STOCK 24522P103 1,049 100,000 SH DEVON ENERGY CORPORATION COMMON STOCK 25179M103 58,448 823,101 SH DIEBOLD INC COMMON STOCK 253651103 1,168 25,000 SH DIRECTV GROUP INC/THE COMMON STOCK 25459L106 26,526 1,508,000 SH DPL INC COMMON STOCK 233293109 9,529 463,000 SH COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- Investment Discretion Voting Authority ---------------------------- ------------------------------- NAME OF ISSUER shared-defined shared-other Managers Sole Shared None 99 CENTS ONLY STORES 126,063 11,837 1 126,063 11,837 A T & T WIRELESS SERVICES 1,088,750 586,250 1 1,088,750 586,250 ABERCROMBIE & FITCH CO-CL A 228,000 22,000 1 228,000 22,000 ACCENTURE LTD-CL A 777,037 72,963 1 777,037 72,963 ACTIVISION INC 173,690 16,310 1 173,690 16,310 ADVANCED FIBRE COMMUNICATION 91,416 8,584 1 91,416 8,584 AES CORP 8,563,302 804,098 1 8,563,302 804,098 AETNA INC 1,345,278 126,322 1 1,345,278 126,322 ALLEGHENY ENERGY INC 2,003,656 188,144 1 2,003,656 188,144 ALLMERICA FINANCIAL CORP 83,280 7,820 1 83,280 7,820 ALLSTATE CORP 1,048,815 98,485 1 1,048,815 98,485 ALLSTATE CORP 457,000 43,000 1 457,000 43,000 ALLSTATE CORP 2,736,100 263,900 1 2,736,100 263,900 ALTERA CORPORATION 912,000 88,000 1 912,000 88,000 ALTRIA GROUP INC 130,000 70,000 1 130,000 70,000 AMERICAN EXPRESS CO 579,212 54,388 1 579,212 54,388 AMERICAN HEALTHWAYS INC 91,192 8,808 1 91,192 8,808 AMERICAN PHARMACEUTICAL PART 551,163 52,037 1 551,163 52,037 AMERITRADE HOLDING CORP 2,926,410 274,791 1 2,926,410 274,791 ART TECHNOLOGY GROUP INC 60,605 83,331 1 60,605 83,331 ASK JEEVES INC 320,000 30,000 1 320,000 30,000 ASSURANT INC 113,356 10,644 1 113,356 10,644 ASTORIA FINANCIAL CORP 494,286 46,414 1 494,286 46,414 ASTORIA FINANCIAL CORP 1,186,600 113,400 1 1,186,600 113,400 AU OPTRONICS CORP-ADR 143,000 77,000 1 143,000 77,000 BANK OF AMERICA CORP 3,650,000 350,000 1 3,650,000 350,000 BEA SYSTEMS INC 4,783,707 449,193 1 4,783,707 449,193 BEST BUY CO INC 456,000 44,000 1 456,000 44,000 BIOSITE INC 374,308 35,692 1 374,308 35,692 BISYS GROUP INC/THE 1,436,511 134,889 1 1,436,511 134,889 BOEING CO 98,729 9,271 1 98,729 9,271 CABLEVISION SYSTEMS-NY GRP-A 9,142 858 1 9,142 858 CABOT MICROELECTRONICS CORP 91,416 8,584 1 91,416 8,584 CAESARS ENTERTAINMENT INC 228,000 22,000 1 228,000 22,000 CARMAX INC 313,557 29,443 1 313,557 29,443 CIA ANONIMA TELEF DE VEN-ADR 78,130 42,070 1 78,130 42,070 CIRCUIT CITY STORES INC 14,441,561 1,356,068 1 14,441,561 1,356,068 CITIGROUP INC 274,248 25,752 1 274,248 25,752 CITIZENS COMMUNICATIONS CO 1,704,726 160,074 1 1,704,726 160,074 DAVITA INC 1,371,239 128,760 1 1,371,239 128,760 DEL MONTE FOODS CO 91,416 8,584 1 91,416 8,584 DEVON ENERGY CORPORATION 752,446 70,655 1 752,446 70,655 DIEBOLD INC 22,854 2,146 1 22,854 2,146 DIRECTV GROUP INC/THE 1,378,554 129,446 1 1,378,554 129,446 DPL INC 423,256 39,744 1 423,256 39,744
DUN & BRADSTREET CORP COMMON STOCK 26483E100 64,523 1,099,200 SH E*TRADE FINANCIAL CORP COMMON STOCK 269246104 1,405 123,000 SH ECHOSTAR COMMUNICATIONS - A COMMON STOCK 278762109 65,825 2,115,200 SH ECLIPSYS CORP COMMON STOCK 278856109 34,320 2,200,000 SH EDISON INTERNATIONAL COMMON STOCK 281020107 80,169 3,024,100 SH EDISON INTERNATIONAL COMMON STOCK 281020107 142 90,000 SH CALL EL PASO ELECTRIC CO COMMON STOCK 283677854 33,908 2,110,000 SH ELAN CORP PLC -SPONS ADR COMMON STOCK 284131208 141,916 6,064,800 SH ELECTRONIC DATA SYSTEMS CORP COMMON STOCK 285661104 32,814 1,692,300 SH ELECTRONICS FOR IMAGING COMMON STOCK 286082102 4,271 263,000 SH ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 375 250,000 SH PUT EW SCRIPPS CO-CL A COMMON STOCK 811054204 26,824 561,400 SH FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK 303901102 6,867 55,000 SH FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 3,875 250,000 SH PUT FEDEX CORP COMMON STOCK 31428X106 21,423 250,000 SH FIAT SPA-SPONS ADR COMMON STOCK 315621888 1,372 1,500,000 SH PUT FIBERNET TELECOM GROUP INC COMMON STOCK 315653303 14 19,791 SH FIFTH THIRD BANCORP COMMON STOCK 316773100 1,263 500,000 SH PUT FISHER SCIENTIFIC INTL COMMON STOCK 338032204 86,836 1,488,700 SH FISHER SCIENTIFIC INTL COMMON STOCK 338032204 95 540,000 SH PUT FORTUNE BRANDS INC COMMON STOCK 349631101 650 250,000 SH PUT FOX ENTERTAINMENT GRP INC-A COMMON STOCK 35138T107 2,774 100,000 SH FREDDIE MAC COMMON STOCK 313400301 105,682 1,619,900 SH FREEPORT-MCMORAN COPPER-B COMMON STOCK 35671D857 57,004 1,407,500 SH GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W106 16,508 2,921,685 SH GENENTECH INC COMMON STOCK 368710406 37,999 724,900 SH GOOGLE INC-CL A COMMON STOCK 38259P508 64,800 500,000 SH GTECH HOLDINGS CORP COMMON STOCK 400518106 3,408 134,600 SH GUIDANT CORP COMMON STOCK 401698105 10,537 1,000,000 SH CALL HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 2,649 50,000 SH HEALTHAXIS INC COMMON STOCK 42219D308 160 73,369 SH HOSPIRA INC COMMON STOCK 441060100 6,120 200,000 SH IAC/INTERACTIVECORP COMMON STOCK 44919P102 220 10,000 SH INGERSOLL-RAND CO-CL A COMMON STOCK G4776G101 33,700 495,800 SH INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 5,610 330,000 SH INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 815 77,000 SH INTL GAME TECHNOLOGY COMMON STOCK 459902102 44,938 1,250,000 SH J.C. PENNEY CO INC (HLDG CO) COMMON STOCK 708160106 105,840 3,000,000 SH JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 68,461 5,030,200 SH JPMORGAN CHASE & CO COMMON STOCK 46625H100 113,672 2,861,100 SH JPMORGAN CHASE & CO COMMON STOCK 46625H100 20,003 3,600,000 SH CALL KB HOME COMMON STOCK 48666K109 10,984 130,000 SH KERR-MCGEE CORP COMMON STOCK 492386107 107,991 1,886,300 SH KMART HOLDING CORP COMMON STOCK 498780105 10,977 125,500 SH KONINKLIJKE KPN NV - SP ADR COMMON STOCK 780641205 93 1,500,000 SH CALL KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 12,784 1,009,800 SH LAMAR ADVERTISING CO-CL A COMMON STOCK 512815101 43,453 1,044,300 SH LIBERTY MEDIA CORP-A COMMON STOCK 530718105 1,938 2,500,000 SH CALL MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 66,992 1,832,398 SH MATTEL INC COMMON STOCK 577081102 1,813 100,000 SH MAYTAG CORP COMMON STOCK 578592107 1,112 250,000 SH PUT MCDATA CORPORATION-A COMMON STOCK 580031201 17,122 3,403,900 SH MCF CORP COMMON STOCK 580395101 194 125,000 SH
DUN & BRADSTREET CORP 1,004,845 94,355 1 1,004,845 94,355 E*TRADE FINANCIAL CORP 112,442 10,558 1 112,442 10,558 ECHOSTAR COMMUNICATIONS - A 1,933,632 181,568 1 1,933,632 181,568 ECLIPSYS CORP 2,011,153 188,847 1 2,011,153 188,847 EDISON INTERNATIONAL 2,764,511 259,589 1 2,764,511 259,589 EDISON INTERNATIONAL 82,300 7,700 1 82,300 7,700 EL PASO ELECTRIC CO 1,928,878 181,122 1 1,928,878 181,122 ELAN CORP PLC -SPONS ADR 5,544,198 520,602 1 5,544,198 520,602 ELECTRONIC DATA SYSTEMS CORP 1,547,033 145,267 1 1,547,033 145,267 ELECTRONICS FOR IMAGING 240,424 22,576 1 240,424 22,576 ETHAN ALLEN INTERIORS INC 228,300 21,700 1 228,300 21,700 EW SCRIPPS CO-CL A 513,210 48,190 1 513,210 48,190 FAIRFAX FINANCIAL HLDGS LTD 50,102 4,898 1 50,102 4,898 FEDERATED DEPARTMENT STORES 228,000 22,000 1 228,000 22,000 FEDEX CORP 228,540 21,460 1 228,540 21,460 FIAT SPA-SPONS ADR 975,000 525,000 1 975,000 525,000 FIBERNET TELECOM GROUP INC 19,791 - 1 19,791 - FIFTH THIRD BANCORP 456,500 43,500 1 456,500 43,500 FISHER SCIENTIFIC INTL 1,360,910 127,790 1 1,360,910 127,790 FISHER SCIENTIFIC INTL 493,500 46,500 1 493,500 46,500 FORTUNE BRANDS INC 228,500 21,500 1 228,500 21,500 FOX ENTERTAINMENT GRP INC-A 91,416 8,584 1 91,416 8,584 FREDDIE MAC 1,480,847 139,053 1 1,480,847 139,053 FREEPORT-MCMORAN COPPER-B 1,286,680 120,820 1 1,286,680 120,820 GEMSTAR-TV GUIDE INTL INC 2,670,888 250,797 1 2,670,888 250,797 GENENTECH INC 662,674 62,226 1 662,674 62,226 GOOGLE INC-CL A 457,080 42,920 1 457,080 42,920 GTECH HOLDINGS CORP 123,046 11,554 1 123,046 11,554 GUIDANT CORP 914,000 86,000 1 914,000 86,000 HARRAH'S ENTERTAINMENT INC 45,708 4,292 1 45,708 4,292 HEALTHAXIS INC 67,071 6,298 1 67,071 6,298 HOSPIRA INC 182,832 17,168 1 182,832 17,168 IAC/INTERACTIVECORP 9,142 858 1 9,142 858 INGERSOLL-RAND CO-CL A 453,241 42,559 1 453,241 42,559 INTERNET SECURITY SYSTEMS 301,673 28,327 1 301,673 28,327 INTERPUBLIC GROUP OF COS INC 70,391 6,609 1 70,391 6,609 INTL GAME TECHNOLOGY 1,142,700 107,300 1 1,142,700 107,300 J.C. PENNEY CO INC (HLDG CO) 2,742,479 257,521 1 2,742,479 257,521 JANUS CAPITAL GROUP INC 4,598,408 431,792 1 4,598,408 431,792 JPMORGAN CHASE & CO 2,615,503 245,597 1 2,615,503 245,597 JPMORGAN CHASE & CO 3,285,700 314,300 1 3,285,700 314,300 KB HOME 118,841 11,159 1 118,841 11,159 KERR-MCGEE CORP 1,724,380 161,920 1 1,724,380 161,920 KMART HOLDING CORP 114,727 10,773 1 114,727 10,773 KONINKLIJKE KPN NV - SP ADR 975,000 525,000 1 975,000 525,000 KRISPY KREME DOUGHNUTS INC 922,468 87,332 1 922,468 87,332 LAMAR ADVERTISING CO-CL A 954,658 89,642 1 954,658 89,642 LIBERTY MEDIA CORP-A 2,280,000 220,000 1 2,280,000 220,000 MAGELLAN HEALTH SERVICES INC 1,673,215 159,183 1 1,673,215 159,183 MATTEL INC 91,416 8,584 1 91,416 8,584 MAYTAG CORP 228,500 21,500 1 228,500 21,500 MCDATA CORPORATION-A 3,111,709 292,191 1 3,111,709 292,191 MCF CORP 125,000 - 1 125,000 -
MCI INC COMMON STOCK 552691107 14,238 850,000 SH MEDIMMUNE INC COMMON STOCK 584699102 2,607 110,000 SH MICROSOFT CORP COMMON STOCK 594918104 91,245 3,300,000 SH MICROSOFT CORP COMMON STOCK 594918104 7,625 2,500,000 SH CALL MYLAN LABORATORIES COMMON STOCK 628530107 7,200 400,000 SH NASDAQ-100 INDEX TRCKNG STCK COMMON STOCK 631100104 20 100,000 SH PUT NEIGHBORCARE INC COMMON STOCK 64015Y104 53,423 2,107,400 SH NEKTAR THERAPEUTICS COMMON STOCK 640268108 34,474 2,380,800 SH NETFLIX INC COMMON STOCK 64110L106 15,420 1,000,000 SH NETFLIX INC COMMON STOCK 64110L106 49 150,000 SH PUT NEWALLIANCE BANCSHARES INC COMMON STOCK 650203102 8,969 625,000 SH NEWMONT MINING CORP COMMON STOCK 651639106 77,915 1,711,300 SH NEWS CORP INC-CL A COMMON STOCK 652487703 31,925 1,019,000 SH NEXTEL COMMUNICATIONS INC-A COMMON STOCK 65332V103 57,216 2,400,000 SH NIKE INC -CL B COMMON STOCK 654106103 975 1,000,000 SH PUT NOKIA CORP-SPON ADR COMMON STOCK 654902204 54,880 4,000,000 SH NORDSTROM INC COMMON STOCK 655664100 3,343 350,000 SH PUT NOVELL INC COMMON STOCK 670006105 8,997 1,425,800 SH NTL INC COMMON STOCK 62940M104 1,552 25,000 SH NUVASIVE INC COMMON STOCK 670704105 6,362 602,500 SH NVIDIA CORP COMMON STOCK 67066G104 14,158 975,100 SH OPENTV CORP-CLASS A COMMON STOCK G67543101 61 20,000 SH OSI PHARMACEUTICALS INC COMMON STOCK 671040103 615 10,000 SH OWENS-ILLINOIS INC COMMON STOCK 690768403 192 12,000 SH P G & E CORP COMMON STOCK 69331C108 94,225 3,099,500 SH PACCAR INC COMMON STOCK 693718108 10,368 150,000 SH PEOPLESOFT INC COMMON STOCK 712713106 73,526 3,704,092 SH PEP BOYS-MANNY MOE & JACK COMMON STOCK 713278109 26,965 1,926,100 SH PHOENIX COMPANIES INC COMMON STOCK 71902E109 4,706 451,600 SH PIER 1 IMPORTS INC COMMON STOCK 720279108 16,315 902,400 SH PRECISION CASTPARTS CORP COMMON STOCK 740189105 3,891 64,800 SH PRICE COMMUNICATIONS CORP COMMON STOCK 741437305 10,446 685,000 SH PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 25,550 2,342,388 SH PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 163,384 3,473,300 SH PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 27,020 2,800,000 SH CALL QUALCOMM INC COMMON STOCK 747525103 75 1,500,000 SH PUT QUANTA CAPITAL HOLDINGS LTD COMMON STOCK G7313F106 5,999 736,100 SH R.H. DONNELLEY CORP COMMON STOCK 74955W307 65,441 1,325,800 SH RELIANT ENERGY INC COMMON STOCK 75952B105 45,325 4,857,948 SH ROUSE CO/THE COMMON STOCK 779273101 10,032 150,000 SH SALESFORCE.COM INC COMMON STOCK 79466L302 3,701 236,800 SH SCHERING-PLOUGH CORP COMMON STOCK 806605101 282,942 14,844,800 SH SCHERING-PLOUGH CORP COMMON STOCK 806605101 17,850 3,500,000 SH CALL SEARS ROEBUCK & CO COMMON STOCK 812387108 11,290 283,300 SH SEATTLE GENETICS INC /WA COMMON STOCK 812578102 329 50,000 SH SEPRACOR INC COMMON STOCK 817315104 74,302 1,523,200 SH SEPRACOR INC COMMON STOCK 817315104 293 550,000 SH CALL SIEBEL SYSTEMS INC COMMON STOCK 826170102 13,384 1,775,000 SH SLM CORP COMMON STOCK 78442P106 36,813 825,400 SH SLM CORP COMMON STOCK 78442P106 35,213 2,250,000 SH CALL SONUS NETWORKS INC COMMON STOCK 835916107 16,800 2,984,039 SH SOVEREIGN BANCORP INC COMMON STOCK 845905108 877 40,200 SH SPDR TRUST SERIES 1 COMMON STOCK 78462F103 7,905 70,728 SH
MCI INC 777,036 72,964 1 777,036 72,964 MEDIMMUNE INC 100,558 9,442 1 100,558 9,442 MICROSOFT CORP 3,016,728 283,272 1 3,016,728 283,272 MICROSOFT CORP 2,285,400 214,600 1 2,285,400 214,600 MYLAN LABORATORIES 365,664 34,336 1 365,664 34,336 NASDAQ-100 INDEX TRCKNG STCK 65,000 35,000 1 65,000 35,000 NEIGHBORCARE INC 1,926,501 180,899 1 1,926,501 180,899 NEKTAR THERAPEUTICS 2,176,432 204,368 1 2,176,432 204,368 NETFLIX INC 913,350 86,650 1 913,350 86,650 NETFLIX INC 137,100 12,900 1 137,100 12,900 NEWALLIANCE BANCSHARES INC 571,350 53,650 1 571,350 53,650 NEWMONT MINING CORP 1,564,402 146,898 1 1,564,402 146,898 NEWS CORP INC-CL A 931,529 87,471 1 931,529 87,471 NEXTEL COMMUNICATIONS INC-A 2,193,984 206,016 1 2,193,984 206,016 NIKE INC -CL B 913,100 86,900 1 913,100 86,900 NOKIA CORP-SPON ADR 3,656,640 343,360 1 3,656,640 343,360 NORDSTROM INC 319,200 30,800 1 319,200 30,800 NOVELL INC 1,303,409 122,391 1 1,303,409 122,391 NTL INC 22,854 2,146 1 22,854 2,146 NUVASIVE INC 550,781 51,719 1 550,781 51,719 NVIDIA CORP 891,398 83,702 1 891,398 83,702 OPENTV CORP-CLASS A 18,283 1,717 1 18,283 1,717 OSI PHARMACEUTICALS INC 9,142 858 1 9,142 858 OWENS-ILLINOIS INC 10,970 1,030 1 10,970 1,030 P G & E CORP 2,833,439 266,061 1 2,833,439 266,061 PACCAR INC 137,124 12,876 1 137,124 12,876 PEOPLESOFT INC 3,386,133 317,959 1 3,386,133 317,959 PEP BOYS-MANNY MOE & JACK 1,760,764 165,336 1 1,760,764 165,336 PHOENIX COMPANIES INC 412,835 38,765 1 412,835 38,765 PIER 1 IMPORTS INC 824,938 77,462 1 824,938 77,462 PRECISION CASTPARTS CORP 59,238 5,562 1 59,238 5,562 PRICE COMMUNICATIONS CORP 445,250 239,750 1 445,250 239,750 PROGENICS PHARMACEUTICALS 2,123,281 219,107 1 2,123,281 219,107 PRUDENTIAL FINANCIAL INC 3,175,152 298,148 1 3,175,152 298,148 PRUDENTIAL FINANCIAL INC 2,553,300 246,700 1 2,553,300 246,700 QUALCOMM INC 1,368,600 131,400 1 1,368,600 131,400 QUANTA CAPITAL HOLDINGS LTD 682,760 53,340 1 682,760 53,340 R.H. DONNELLEY CORP 1,211,993 113,807 1 1,211,993 113,807 RELIANT ENERGY INC 4,440,942 417,006 1 4,440,942 417,006 ROUSE CO/THE 97,500 52,500 1 97,500 52,500 SALESFORCE.COM INC 216,474 20,326 1 216,474 20,326 SCHERING-PLOUGH CORP 13,570,522 1,274,278 1 13,570,522 1,274,278 SCHERING-PLOUGH CORP 3,191,600 308,400 1 3,191,600 308,400 SEARS ROEBUCK & CO 258,982 24,318 1 258,982 24,318 SEATTLE GENETICS INC /WA 45,708 4,292 1 45,708 4,292 SEPRACOR INC 1,392,448 130,752 1 1,392,448 130,752 SEPRACOR INC 501,600 48,400 1 501,600 48,400 SIEBEL SYSTEMS INC 1,622,634 152,366 1 1,622,634 152,366 SLM CORP 754,549 70,851 1 754,549 70,851 SLM CORP 2,055,300 194,700 1 2,055,300 194,700 SONUS NETWORKS INC 2,727,889 256,150 1 2,727,889 256,150 SOVEREIGN BANCORP INC 36,749 3,451 1 36,749 3,451 SPDR TRUST SERIES 1 37,486 33,242 1 37,486 33,242
SPECTRASITE INC COMMON STOCK 84761M104 56,228 1,209,200 SH SPRINT CORP COMMON STOCK 852061100 38,946 1,934,700 SH STONEPATH GROUP INC COMMON STOCK 861837102 458 502,963 SH SUN MICROSYSTEMS INC COMMON STOCK 866810104 13,404 3,317,800 SH SUNCOR ENERGY INC COMMON STOCK 867229106 26,744 835,500 SH SYCAMORE NETWORKS INC COMMON STOCK 871206108 14,001 3,703,900 SH SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 11,692 925,000 SH TASER INTERNATIONAL INC COMMON STOCK 87651B104 11,265 300,000 SH TIME WARNER INC COMMON STOCK 887317105 277,485 17,192,400 SH TIME WARNER INC COMMON STOCK 887317105 525 3,000,000 SH PUT TIVO INC COMMON STOCK 888706108 16,300 2,462,300 SH TOYS "R" US INC COMMON STOCK 892335100 12,869 725,400 SH TXU CORP COMMON STOCK 873168108 182,623 3,811,000 SH TYCO INTERNATIONAL LTD COMMON STOCK 902124106 355,239 11,586,400 SH TYCO INTERNATIONAL LTD COMMON STOCK 902124106 975 3,000,000 SH PUT TYCO INTERNATIONAL LTD COMMON STOCK 902124106 7,500 1,000,000 SH CALL UNITED RENTALS INC COMMON STOCK 911363109 26 26,000 SH PUT UNITED STATES STEEL CORP COMMON STOCK 912909108 62,765 1,668,400 SH UTSTARCOM INC COMMON STOCK 918076100 250 1,000,000 SH PUT UTSTARCOM INC COMMON STOCK 918076100 63 250,000 SH CALL VALEANT PHARMACEUTICALS INTE COMMON STOCK 91911X104 72,060 2,987,560 SH VALEANT PHARMACEUTICALS INTE COMMON STOCK 91911X104 5,360 1,600,000 SH CALL VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 2,708 257,941 SH VIACOM INC-CL B COMMON STOCK 925524308 48,662 1,450,000 SH VICURON PHARMACEUTICALS INC COMMON STOCK 926471103 661 45,000 SH VISTACARE INC-CL A COMMON STOCK 92839Y109 2,969 193,900 SH WASHINGTON MUTUAL INC COMMON STOCK 939322103 5,978 1,960,000 SH CALL WEBMD CORP COMMON STOCK 94769M105 59,670 8,573,264 SH WILLIAMS COS INC COMMON STOCK 969457100 102,984 8,511,056 SH WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 32,018 856,100 SH WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 145 200,000 SH PUT WINN-DIXIE STORES INC COMMON STOCK 974280109 564 182,400 SH XM SATELLITE RADIO HOLD-CL A COMMON STOCK 983759101 95,874 3,090,700 SH XTO ENERGY INC COMMON STOCK 98385X106 48,493 1,493,000 SH XTO ENERGY INC COMMON STOCK 98385X106 10,878 740,000 SH CALL YAHOO! INC COMMON STOCK 984332106 51,567 1,520,700 SH YAHOO! INC COMMON STOCK 984332106 69 250,000 SH PUT YUM! BRANDS INC COMMON STOCK 988498101 23,904 587,900 SH Grand Total 5,915,537 305,282,388
SPECTRASITE INC 1,105,402 103,798 1 1,105,402 103,798 SPRINT CORP 1,768,625 166,075 1 1,768,625 166,075 STONEPATH GROUP INC 502,963 - 1 502,963 - SUN MICROSYSTEMS INC 3,033,000 284,800 1 3,033,000 284,800 SUNCOR ENERGY INC 763,781 71,719 1 763,781 71,719 SYCAMORE NETWORKS INC 3,385,957 317,943 1 3,385,957 317,943 SYMBOL TECHNOLOGIES INC 845,599 79,401 1 845,599 79,401 TASER INTERNATIONAL INC 273,588 26,412 1 273,588 26,412 TIME WARNER INC 15,716,604 1,475,796 1 15,716,604 1,475,796 TIME WARNER INC 2,736,100 263,900 1 2,736,100 263,900 TIVO INC 2,250,936 211,364 1 2,250,936 211,364 TOYS "R" US INC 663,132 62,268 1 663,132 62,268 TXU CORP 3,483,864 327,136 1 3,483,864 327,136 TYCO INTERNATIONAL LTD 10,591,823 994,577 1 10,591,823 994,577 TYCO INTERNATIONAL LTD 2,740,000 260,000 1 2,740,000 260,000 TYCO INTERNATIONAL LTD 911,200 88,800 1 911,200 88,800 UNITED RENTALS INC 23,800 2,200 1 23,800 2,200 UNITED STATES STEEL CORP 1,525,185 143,215 1 1,525,185 143,215 UTSTARCOM INC 914,200 85,800 1 914,200 85,800 UTSTARCOM INC 228,500 21,500 1 228,500 21,500 VALEANT PHARMACEUTICALS INTE 2,731,108 256,452 1 2,731,108 256,452 VALEANT PHARMACEUTICALS INTE 1,459,100 140,900 1 1,459,100 140,900 VERTEX PHARMACEUTICALS INC 235,799 22,142 1 235,799 22,142 VIACOM INC-CL B 1,325,532 124,468 1 1,325,532 124,468 VICURON PHARMACEUTICALS INC 41,137 3,863 1 41,137 3,863 VISTACARE INC-CL A 177,256 16,644 1 177,256 16,644 WASHINGTON MUTUAL INC 1,789,700 170,300 1 1,789,700 170,300 WEBMD CORP 7,837,335 735,929 1 7,837,335 735,929 WILLIAMS COS INC 7,780,467 730,589 1 7,780,467 730,589 WILLIS GROUP HOLDINGS LTD 782,613 73,487 1 782,613 73,487 WILLIS GROUP HOLDINGS LTD 182,800 17,200 1 182,800 17,200 WINN-DIXIE STORES INC 166,743 15,657 1 166,743 15,657 XM SATELLITE RADIO HOLD-CL A 2,825,396 265,304 1 2,825,396 265,304 XTO ENERGY INC 1,364,841 128,159 1 1,364,841 128,159 XTO ENERGY INC 222,000 518,000 1 222,000 518,000 YAHOO! INC 1,390,163 130,537 1 1,390,163 130,537 YAHOO! INC 228,500 21,500 1 228,500 21,500 YUM! BRANDS INC 537,435 50,465 1 537,435 50,465 Grand Total 276,871,358 28,411,030 276,871,358 28,411,030