-----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, WdF442VRwdnE+E4pz91ozhzr7T09l72ANLjHFWs24eaY/Mm6RO3mMsPtqnTnBiIt 5uSCOm2oQCiBLKQdSQMxRQ== 0000950130-01-505408.txt : 20020411 0000950130-01-505408.hdr.sgml : 20020411 ACCESSION NUMBER: 0000950130-01-505408 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TUDOR INVESTMENT CORP ET AL CENTRAL INDEX KEY: 0000923093 STANDARD INDUSTRIAL CLASSIFICATION: [] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04356 FILM NUMBER: 1792062 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-HR 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, 2001 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 Phone: (203) 863-6742 Signature, Place, and Date of Signing: /s/ John Torell Greenwich, CT 06831 November 14, 2001 - --------------------------- ------------------- ----------------- [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 266 Form 13F Information Table Value Total $ 2,942,630 (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, 2001
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- -------- -------- -------- -------- Investment Discretion Voting Authority ---------- ---------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- Mana- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other gers Sole Shared None -------------- ----- ----- ------- ------- --- ---- ------- ----- ---- ---- ------ ---- ABBOTT LABORATORIES COMMON STOCK 002824100 66,674 1,285,900 SH 1,205,334 80,566 1 1,205,334 80,566 ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 10,554 600,000 SH 552,940 47,060 1 552,940 47,060 ACXIOM CORP COMMON STOCK 005125109 2,536 269,800 SH 248,636 21,164 1 248,636 21,164 AETNA INC-NEW COMMON STOCK 00817Y108 64,534 2,233,800 SH 2,066,101 167,699 1 2,066,101 167,699 AGRIUM INC COMMON STOCK 008916108 22,655 2,330,800 SH 2,105,914 224,886 1 2,105,914 224,886 ALLSTATE CORP COMMON STOCK 020002101 38,123 1,020,700 SH 940,561 80,139 1 940,561 80,139 ALLTRISTA CORP COMMON STOCK 020040101 282 24,500 SH 17,625 6,875 1 17,625 6,875 AMERICAN HOME PRODUCTS CORP COMMON STOCK 026609107 10,456 179,500 SH 169,939 9,561 1 169,939 9,561 AMERICAN STATES WATER CO COMMON STOCK 029899101 5,258 142,100 SH 132,574 9,526 1 132,574 9,526 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 32,658 460,298 SH 424,196 36,102 1 424,196 36,102 AMGEN INC COMMON STOCK 031162100 20,628 351,000 SH 324,763 26,237 1 324,763 26,237 AMSOUTH BANCORPORATION COMMON STOCK 032165102 2,711 150,000 SH 97,500 52,500 1 97,500 52,500 ANADARKO PETROLEUM CORP COMMON STOCK 032511957 2,970 600,000 SH PUT 552,900 47,100 1 552,900 47,100 ANALOG DEVICES COMMON STOCK 032654105 19,630 600,300 SH 553,218 47,082 1 553,218 47,082 ANNTAYLOR STORES CORP COMMON STOCK 036115103 22,689 1,035,100 SH 953,572 81,528 1 953,572 81,528 ANNTAYLOR STORES CORP COMMON STOCK 036115953 8,902 1,035,100 SH PUT 953,900 81,200 1 953,900 81,200 ANSWERTHINK INC COMMON STOCK 036916104 2,243 477,200 SH 442,553 34,647 1 442,553 34,647 ARBITRON INC COMMON STOCK 03875Q108 8,371 320,000 SH 298,205 21,795 1 298,205 21,795 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 17,129 1,360,493 SH 1,230,897 129,596 1 1,230,897 129,596 ARENA PHARMACEUTICALS INC COMMON STOCK 040047102 10,408 946,200 SH 878,538 67,662 1 878,538 67,662 ARGONAUT TECHNOLOGIES INC COMMON STOCK 040175101 304 85,500 SH 85,500 - 1 85,500 - ARGOSY GAMING COMPANY COMMON STOCK 040228108 511 19,500 SH 17,970 1,530 1 17,970 1,530 ASTORIA FINANCIAL CORP COMMON STOCK 046265104 1,482 25,000 SH 23,039 1,961 1 23,039 1,961 ASTROPOWER INC COMMON STOCK 04644A101 3,499 101,400 SH 96,194 5,206 1 96,194 5,206 AT&T CORP COMMON STOCK 001957109 47,617 2,467,200 SH 2,273,105 194,095 1 2,273,105 194,095 AUSPEX SYSTEMS INC COMMON STOCK 052116100 5,072 2,158,440 SH 2,013,960 144,480 1 2,013,960 144,480 AVADO BRANDS INC COMMON STOCK 05336P108 7 25,000 SH 18,750 6,250 1 18,750 6,250 AVAYA INC COMMON STOCK 053499109 3,047 307,800 SH 284,962 22,838 1 284,962 22,838 AVON PRODUCTS INC COMMON STOCK 054303952 410 100,000 SH PUT 92,100 7,900 1 92,100 7,900 BANK OF AMERICA CORP COMMON STOCK 060505104 102,656 1,757,800 SH 1,619,383 138,417 1 1,619,383 138,417 BANK OF AMERICA CORP COMMON STOCK '060505904 6,011 1,110,000 SH CALL 1,025,700 84,300 1 1,025,700 84,300 BANK ONE CORP COMMON STOCK 06423A903 2,365 600,000 SH CALL 525,700 74,300 1 525,700 74,300 BARNES & NOBLE INC COMMON STOCK 067774109 1,180 32,700 SH 29,538 3,162 1 29,538 3,162 BECKMAN COULTER INC COMMON STOCK 075811109 3,301 74,600 SH 68,749 5,851 1 68,749 5,851 BECTON DICKINSON & CO COMMON STOCK 075887109 37,803 1,021,700 SH 963,910 57,790 1 963,910 57,790 BEVERLY ENTERPRISES INC COMMON STOCK 087851309 27,893 2,734,600 SH 2,583,626 150,974 1 2,583,626 150,974 BLACK & DECKER CORP COMMON STOCK 091797950 1,025 250,000 SH PUT 230,300 19,700 1 230,300 19,700 BLOCK H & R INC COMMON STOCK 093671105 120,037 3,113,000 SH 2,867,808 245,192 1 2,867,808 245,192 BLOCK H & R INC COMMON STOCK 093671955 936 1,025,000 SH PUT 944,300 80,700 1 944,300 80,700 BOEING CO COMMON STOCK 097023105 9,799 292,500 SH 269,557 22,943 1 269,557 22,943 BOWATER INC COMMON STOCK 102183100 731 16,600 SH 10,790 5,810 1 10,790 5,810 BURLINGTON NORTHERN SANTA FE COMMON STOCK 12189T104 8,266 309,000 SH 284,764 24,236 1 284,764 24,236 BURLINGTON RESOURCES INC COMMON STOCK 122014903 1,875 1,000,000 SH CALL 921,400 78,600 1 921,400 78,600 CALPINE CORPORATION COMMON STOCK 131347106 9,124 400,000 SH 368,628 31,372 1 368,628 31,372 CARDIAC SCIENCE INC COMMON STOCK 141410209 683 273,100 SH 273,100 - 1 273,100 - CAREMARK RX INC COMMON STOCK 141705103 8,015 480,540 SH 371,836 108,704 1 371,836 108,704 CATERPILLAR INC COMMON STOCK 149123101 11,200 250,000 SH 230,392 19,608 1 230,392 19,608 CATERPILLAR INC COMMON STOCK 149123951 9,519 1,250,000 SH PUT 1,159,400 90,600 1 1,159,400 90,600 CENTEX CORP COMMON STOCK 152312954 581 750,000 SH PUT 691,000 59,000 1 691,000 59,000 CENTURY BUSINESS SERVICES COMMON STOCK 156490104 2,500 1,000,000 SH 929,297 70,703 1 929,297 70,703
TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES AS September 30, 2001
Investment Discretion Voting Authority ---------- ---------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- Mana- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other gers Sole Shared None -------------- ----- ----- ------- ------- --- ---- ------- ----- ---- ---- ------ ---- CERIDIAN CORP COMMON STOCK 156779100 4,336 299,000 SH 278,260 20,740 1 278,260 20,740 CERTEGY INC COMMON STOCK 156880106 5,927 228,300 SH 210,393 17,907 1 210,393 17,907 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 22,328 3,951,700 SH 3,578,834 372,866 1 3,578,834 372,866 CHOICEPOINT INC COMMON STOCK 170388102 35,890 861,900 SH 793,719 68,181 1 793,719 68,181 CHUBB CORP COMMON STOCK 171232101 8,355 117,000 SH 107,822 9,178 1 107,822 9,178 CHUBB CORP COMMON STOCK 171232901 21,840 1,300,000 SH CALL 1,197,600 102,400 1 1,197,600 102,400 CIRCUIT CITY STORES-CIRCUIT COMMON STOCK 172737108 14,976 1,248,000 SH 1,149,924 98,076 1 1,149,924 98,076 CITIGROUP INC COMMON STOCK 172967101 1,215 30,000 SH 27,758 2,242 1 27,758 2,242 CITIGROUP INC COMMON STOCK 172967951 990 1,650,000 SH PUT 1,520,600 129,400 1 1,520,600 129,400 COLUMBIA LABORATORIES INC COMMON STOCK 197779101 228 50,800 SH 25,400 25,400 1 25,400 25,400 COMDISCO INC COMMON STOCK 200336105 239 405,900 SH 365,310 40,590 1 365,310 40,590 COMMONWEALTH TELEPHONE ENTRP COMMON STOCK 203349105 3,734 101,600 SH 94,671 6,929 1 94,671 6,929 COMPAQ COMPUTER CORP COMMON STOCK 204493100 5,817 700,000 SH 455,000 245,000 1 455,000 245,000 CONNETICS CORP COMMON STOCK 208192104 3,254 497,500 SH 304,271 193,229 1 304,271 193,229 CONOCO INC COMMON STOCK 208251504 2,534 100,000 SH 92,157 7,843 1 92,157 7,843 COOPER INDUSTRIES INC COMMON STOCK 216669101 8,916 215,000 SH 198,137 16,863 1 198,137 16,863 COREL CORP COMMON STOCK 21868Q109 610 292,100 SH 272,792 19,308 1 272,792 19,308 COSINE COMMUNICATIONS INC COMMON STOCK 221222102 224 605,613 SH 603,226 2,387 1 603,226 2,387 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 32,249 906,900 SH 840,440 66,460 1 840,440 66,460 CRIIMI MAE INC COMMON STOCK 226603504 234 600,000 SH - 600,000 1 - 600,000 DANA CORP COMMON STOCK 235811906 150 1,000,000 SH CALL 921,200 78,800 1 921,200 78,800 DEAN FOODS CO COMMON STOCK 242361103 2,683 58,000 SH 37,700 20,300 1 37,700 20,300 DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 11,819 1,005,900 SH 942,923 62,977 1 942,923 62,977 DELUXE CORP COMMON STOCK 248019101 10,024 290,200 SH 270,766 19,434 1 270,766 19,434 DEVX ENERGY INC COMMON STOCK 25189P203 7,020 1,500,000 SH 1,246,721 253,279 1 1,246,721 253,279 DIEBOLD INC COMMON STOCK 253651103 16,764 440,000 SH 365,200 74,800 1 365,200 74,800 DIGENE CORP COMMON STOCK 253752109 625 25,000 SH 25,000 - 1 25,000 - DIRECT FOCUS INC COMMON STOCK 254931108 4,701 236,242 SH 224,007 12,235 1 224,007 12,235 DIVERSA CORP COMMON STOCK 255064107 2,244 238,700 SH 125,600 113,100 1 125,600 113,100 DONNELLEY (R.R.) & SONS CO COMMON STOCK 257867101 45,217 1,671,600 SH 1,543,676 127,924 1 1,543,676 127,924 DONNELLEY (R.R.) & SONS CO COMMON STOCK 257867951 775 1,000,000 SH PUT 921,400 78,600 1 921,400 78,600 DUN & BRADSTREET CORP COMMON STOCK 26483E100 44,568 1,591,700 SH 1,466,332 125,368 1 1,466,332 125,368 EARTHLINK INC COMMON STOCK 270321102 16,007 1,051,000 SH 968,532 82,468 1 968,532 82,468 ECHOSTAR COMMUNICATIONS - A COMMON STOCK 278762109 1,422 61,100 SH 56,307 4,793 1 56,307 4,793 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 6,413 286,300 SH 263,841 22,459 1 263,841 22,459 EL PASO ELECTRIC COMPANY COMMON STOCK 283677854 14,689 1,117,000 SH 1,038,369 78,631 1 1,038,369 78,631 ELITE INFORMATION GROUP INC COMMON STOCK 28659M106 2,927 545,150 SH 502,789 42,361 1 502,789 42,361 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 14,707 884,900 SH 815,493 69,407 1 815,493 69,407 ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 2,924 200,000 SH 166,000 34,000 1 166,000 34,000 EOG RESOURCES INC COMMON STOCK 26875P101 14,925 515,900 SH 481,341 34,559 1 481,341 34,559 EQUITABLE RESOURCES INC COMMON STOCK 294549100 35,094 1,169,400 SH 1,082,144 87,256 1 1,082,144 87,256 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439954 60 100,000 SH PUT 92,100 7,900 1 92,100 7,900 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602954 1,450 500,000 SH PUT 460,700 39,300 1 460,700 39,300 EXPEDIA INC -CL A COMMON STOCK 302125109 1,215 50,000 SH 46,077 3,923 1 46,077 3,923 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 7,576 160,000 SH 132,800 27,200 1 132,800 27,200 EXXON MOBIL CORPORATION COMMON STOCK 30231G952 819 520,000 SH PUT 479,200 40,800 1 479,200 40,800 FEDERAL-MOGUL CORPORATION COMMON STOCK 313549107 16 25,000 SH 18,750 6,250 1 18,750 6,250 FILENET CORP COMMON STOCK 316869106 2,186 217,100 SH 200,072 17,028 1 200,072 17,028 FISHER SCIENTIFIC INTL COMMON STOCK 338032204 26,670 1,050,000 SH 981,556 68,444 1 981,556 68,444 FLEETBOSTON FINANCIAL CORP COMMON STOCK 339030108 48,602 1,322,500 SH 1,226,357 96,143 1 1,226,357 96,143 FLEETBOSTON FINANCIAL CORP COMMON STOCK 339030908 32,938 3,300,000 SH CALL 3,058,600 241,400 1 3,058,600 241,400 FOOTSTAR INC COMMON STOCK 344912100 19,812 572,600 SH 533,560 39,040 1 533,560 39,040 FOSTER WHEELER LTD COMMON STOCK G36535905 57 455,000 SH CALL 424,100 30,900 1 424,100 30,900 FUELCELL ENERGY INC COMMON STOCK 35952H106 2,747 185,500 SH 172,849 12,651 1 172,849 12,651 GALILEO INTERNATIONAL INC COMMON STOCK 363547100 519 25,000 SH 16,250 8,750 1 16,250 8,750 GATX CORP COMMON STOCK 361448103 9,298 276,400 SH 254,718 21,682 1 254,718 21,682 GENENTECH INC COMMON STOCK 368710406 5,672 128,900 SH 118,790 10,110 1 118,790 10,110 GENERAL MILLS INC COMMON STOCK 370334954 3,500 1,000,000 SH PUT 921,500 78,500 1 921,500 78,500
TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES AS September 30, 2001
Investment Discretion Voting Authority ---------- ---------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- Mana- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other gers Sole Shared None -------------- ----- ----- ------- ------- --- ---- ------- ----- ---- ---- ------ ---- GENERAL MOTORS-CLASS H COMMON STOCK 370442832 12,398 930,100 SH 860,170 69,930 1 860,170 69,930 GENOME THERAPEUTICS CORP COMMON STOCK 372430108 58 10,000 SH 4,099 5,901 1 4,099 5,901 GEORGIA-PAC (GEORGIA-PAC GP) COMMON STOCK 373298108 2,879 100,000 SH 92,157 7,843 1 92,157 7,843 GEORGIA-PAC (GEORGIA-PAC GP) COMMON STOCK 373298958 23,565 2,950,000 SH PUT 2,728,100 221,900 1 2,728,100 221,900 GEORGIA-PACIFIC (TIMBER GRP) COMMON STOCK 373298702 1,630 45,000 SH 34,750 10,250 1 34,750 10,250 GILLETTE COMPANY COMMON STOCK 375766102 13,410 450,000 SH 414,706 35,294 1 414,706 35,294 GLOBAL MARINE INC COMMON STOCK 379352404 1,400 100,000 SH 83,000 17,000 1 83,000 17,000 GTECH HOLDINGS CORP COMMON STOCK 400518106 26,371 763,500 SH 703,739 59,761 1 703,739 59,761 GUIDANT CORP COMMON STOCK 401698105 51,013 1,325,000 SH 1,225,963 99,037 1 1,225,963 99,037 HARLAND (JOHN H.) CO COMMON STOCK 412693103 4,507 205,800 SH 191,763 14,037 1 191,763 14,037 HARLEY-DAVIDSON INC COMMON STOCK 412822958 8,488 1,250,000 SH PUT 1,151,900 98,100 1 1,151,900 98,100 HARLEY-DAVIDSON INC COMMON STOCK 412822908 1,263 500,000 SH CALL 460,700 39,300 1 460,700 39,300 HARRAH'S ENTERTAINMENT INC COMMON STOCK 413619107 9,651 357,300 SH 329,276 28,024 1 329,276 28,024 HASBRO INC COMMON STOCK 418056107 23,652 1,689,400 SH 1,575,264 114,136 1 1,575,264 114,136 HEALTHSOUTH CORP COMMON STOCK 421924101 52,178 3,209,000 SH 3,026,417 182,583 1 3,026,417 182,583 HERCULES INC COMMON STOCK 427056106 248 30,000 SH 19,500 10,500 1 19,500 10,500 HEWLETT-PACKARD CO. COMMON STOCK 428236953 557 126,500 SH PUT 82,300 44,200 1 82,300 44,200 HIBERNIA CORP -CL A COMMON STOCK 428656102 1,635 100,000 SH 65,000 35,000 1 65,000 35,000 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 20,141 762,900 SH 703,065 59,835 1 703,065 59,835 HOUSEHOLD INTERNATIONAL INC COMMON STOCK 441815957 5,100 750,000 SH PUT 691,000 59,000 1 691,000 59,000 HUMANA INC COMMON STOCK 444859102 4,961 411,400 SH 380,654 30,746 1 380,654 30,746 I2 TECHNOLOGIES INC COMMON STOCK 465754109 4,186 1,217,000 SH 1,121,548 95,452 1 1,121,548 95,452 IBP INC COMMON STOCK 449223106 3,548 150,000 SH 97,500 52,500 1 97,500 52,500 ICN PHARMACEUTICALS INC COMMON STOCK 448924100 1,845 70,000 SH 45,500 24,500 1 45,500 24,500 ILLINOIS TOOL WORKS COMMON STOCK 452308959 1,838 250,000 SH PUT 232,900 17,100 1 232,900 17,100 INFORMAX INC COMMON STOCK 45677N205 1,075 340,062 SH 340,062 - 1 340,062 - INTEL CORP COMMON STOCK 458140100 7,461 365,000 SH 336,374 28,626 1 336,374 28,626 INTERNEURON PHARMACEUTICALS COMMON STOCK 460573108 2,140 429,700 SH 131,600 298,100 1 131,600 298,100 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 917 10,000 SH 10,000 - 1 10,000 - INTUIT INC COMMON STOCK 461202103 20,893 583,600 SH 541,928 41,672 1 541,928 41,672 J.C. PENNEY COMPANY INC COMMON STOCK 708160106 34,891 1,593,200 SH 1,484,547 108,653 1 1,484,547 108,653 J.D. EDWARDS & CO COMMON STOCK 281667105 712 100,000 SH 92,156 7,844 1 92,156 7,844 JOHN HANCOCK FINANCIAL SRVCS COMMON STOCK 41014S106 22,416 561,100 SH 516,918 44,182 1 516,918 44,182 KANSAS CITY SOUTHERN INDS COMMON STOCK 485170302 4,306 358,800 SH 335,037 23,763 1 335,037 23,763 KEMET CORP COMMON STOCK 488360108 6,928 420,900 SH 389,967 30,933 1 389,967 30,933 KEY ENERGY SERVICES INC COMMON STOCK 492914106 318 50,000 SH 41,500 8,500 1 41,500 8,500 KEYCORP COMMON STOCK 493267108 6,035 250,000 SH 162,500 87,500 1 162,500 87,500 KIMBERLY-CLARK CORP COMMON STOCK 494368953 1,456 500,100 SH PUT 460,700 39,400 1 460,700 39,400 KMART CORP COMMON STOCK 482584109 7,340 1,050,000 SH 967,648 82,352 1 967,648 82,352 KOHLS CORP COMMON STOCK 500255954 188 500,000 SH PUT 460,700 39,300 1 460,700 39,300 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 22,371 276,700 SH 255,552 21,148 1 255,552 21,148 LADISH COMPANY INC COMMON STOCK 505754200 199 25,000 SH - 25,000 1 - 25,000 LAFARGE NORTH AMERICA INC COMMON STOCK 505862102 1,653 49,500 SH 32,175 17,325 1 32,175 17,325 LENNAR CORP COMMON STOCK 526057104 36,018 999,400 SH 920,719 78,681 1 920,719 78,681 LENNAR CORP COMMON STOCK 526057954 1,525 500,000 SH PUT 460,700 39,300 1 460,700 39,300 LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 10,060 225,000 SH 186,750 38,250 1 186,750 38,250 LOCKHEED MARTIN CORPORATION COMMON STOCK 539830109 36,838 842,000 SH 775,961 66,039 1 775,961 66,039 LSI LOGIC CORP COMMON STOCK 502161102 1,763 150,000 SH 138,236 11,764 1 138,236 11,764 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 2,374 140,000 SH 116,200 23,800 1 116,200 23,800 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 1,764 96,900 SH 90,421 6,479 1 90,421 6,479 MAYTAG CORP COMMON STOCK 578592957 94 250,000 SH PUT 230,300 19,700 1 230,300 19,700 MCKESSON CORP COMMON STOCK 58155Q103 21,276 563,000 SH 518,843 44,157 1 518,843 44,157 MEDQUIST INC COMMON STOCK 584949101 1,059 42,100 SH 31,865 10,235 1 31,865 10,235 MELLON FINANCIAL CORP COMMON STOCK 58551A958 663 500,000 SH PUT 460,700 39,300 1 460,700 39,300 MEREDITH CORP COMMON STOCK 589433101 17,752 552,500 SH 515,115 37,385 1 515,115 37,385 METRIS COMPANIES INC COMMON STOCK 591598107 495 20,000 SH 18,424 1,576 1 18,424 1,576 METROMEDIA FIBER NETWORK-A COMMON STOCK 591689104 34 100,000 SH 65,000 35,000 1 65,000 35,000 MICROSOFT CORP COMMON STOCK 594918104 38,418 750,800 SH 691,637 59,163 1 691,637 59,163
TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES AS September 30, 2001
Investment Discretion Voting Authority ---------- ---------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- Mana- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other gers Sole Shared None -------------- ----- ----- ------- ------- --- ---- ------- ----- ---- ---- ------ ---- MICROSOFT CORP COMMON STOCK 594918954 3,713 750,000 SH PUT 691,100 58,900 1 691,100 58,900 MICROSOFT CORP COMMON STOCK 594918904 9,500 1,000,000 SH CALL 921,400 78,600 1 921,400 78,600 MURPHY OIL CORP COMMON STOCK 626717952 460 100,000 SH PUT 92,100 7,900 1 92,100 7,900 NEWFIELD EXPLORATION CO COMMON STOCK 651290108 1,092 37,400 SH 34,466 2,934 1 34,466 2,934 NEWPOWER HOLDINGS INC COMMON STOCK 652463100 9,520 3,090,800 SH 2,844,294 246,506 1 2,844,294 246,506 NOBLE AFFILIATES INC COMMON STOCK 654894104 16,735 540,000 SH 502,994 37,006 1 502,994 37,006 NOVELL INC COMMON STOCK 670006105 3,743 1,022,600 SH 953,940 68,660 1 953,940 68,660 NRG ENERGY INC COMMON STOCK 629377102 10,759 663,700 SH 611,644 52,056 1 611,644 52,056 NVIDIA CORP COMMON STOCK 67066G104 275 10,000 SH 9,215 785 1 9,215 785 OAKWOOD HOMES COMMON STOCK 674098207 83 20,000 SH 18,000 2,000 1 18,000 2,000 OCEAN ENERGY INC COMMON STOCK 67481E106 9,744 597,800 SH 556,321 41,479 1 556,321 41,479 OFFICE DEPOT INC COMMON STOCK 676220106 9,860 725,000 SH 668,137 56,863 1 668,137 56,863 ORAPHARMA INC COMMON STOCK 68554E106 1,088 185,900 SH 185,900 - 1 185,900 - PACTIV CORPORATION COMMON STOCK 695257105 67,530 4,660,400 SH 4,243,168 417,232 1 4,243,168 417,232 PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 9,802 1,337,200 SH 1,256,313 80,887 1 1,256,313 80,887 PAYLESS SHOESOURCE INC COMMON STOCK 704379106 23,515 429,100 SH 372,538 56,562 1 372,538 56,562 PEGASUS COMMUNICATIONS CORP COMMON STOCK 705904100 3,074 439,200 SH 409,862 29,338 1 409,862 29,338 PENNZOIL-QUAKER STATE CO COMMON STOCK 709323109 8,639 772,700 SH 712,059 60,641 1 712,059 60,641 PEOPLESOFT INC COMMON STOCK 712713106 3,608 200,000 SH 184,313 15,687 1 184,313 15,687 PETSMART INC COMMON STOCK 716768106 17,972 2,552,800 SH 2,370,242 182,558 1 2,370,242 182,558 PHARMACYCLICS INC COMMON STOCK 716933106 748 42,000 SH 38,862 3,138 1 38,862 3,138 PHELPS DODGE CORP COMMON STOCK 717265102 17,053 620,100 SH 573,385 46,715 1 573,385 46,715 PHELPS DODGE CORP COMMON STOCK 717265952 11,465 1,210,000 SH PUT 1,120,100 89,900 1 1,120,100 89,900 PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 10,914 767,000 SH 706,842 60,158 1 706,842 60,158 PITTSTON BRINK'S GROUP COMMON STOCK 725701106 6,335 350,000 SH 326,526 23,474 1 326,526 23,474 POLYMEDICA CORP COMMON STOCK 731738100 3,770 246,900 SH 235,864 11,036 1 235,864 11,036 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 15,515 770,000 SH 709,606 60,394 1 709,606 60,394 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A902 350 1,000,000 SH CALL 921,500 78,500 1 921,500 78,500 PULTE HOMES INC COMMON STOCK 745867101 53,086 1,732,000 SH 1,595,656 136,344 1 1,595,656 136,344 QUALITY DINING INC COMMON STOCK 74756P105 125 50,000 SH 37,500 12,500 1 37,500 12,500 R.H. DONNELLEY CORP COMMON STOCK 74955W307 27,311 1,045,600 SH 963,242 82,358 1 963,242 82,358 RACING CHAMPIONS CORP COMMON STOCK 750069106 231 50,000 SH 25,000 25,000 1 25,000 25,000 RADIOSHACK CORP COMMON STOCK 750438103 8,638 356,200 SH 328,262 27,938 1 328,262 27,938 READER'S DIGEST ASSN-CL A COMMON STOCK 755267101 28,192 1,533,000 SH 1,421,157 111,843 1 1,421,157 111,843 REALNETWORKS INC COMMON STOCK 75605L104 3,281 675,000 SH 627,431 47,569 1 627,431 47,569 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 8,078 340,000 SH 282,245 57,755 1 282,245 57,755 REYNOLDS & REYNOLDS -CL A COMMON STOCK 761695105 6,396 274,500 SH 252,969 21,531 1 252,969 21,531 RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCK 76182K105 17,776 311,100 SH 290,054 21,046 1 290,054 21,046 RYLAND GROUP INC COMMON STOCK 783764103 1,192 25,000 SH 23,295 1,705 1 23,295 1,705 SCHERING-PLOUGH CORP COMMON STOCK 806605101 60,874 1,640,800 SH 1,527,707 113,093 1 1,527,707 113,093 SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 23,762 1,357,800 SH 1,251,204 106,596 1 1,251,204 106,596 SCRIPPS CO (E.W.)-CL A COMMON STOCK 811054204 30,504 500,800 SH 461,358 39,442 1 461,358 39,442 SECURITY CAPITAL GROUP-B COMMON STOCK 81413P204 3,381 180,700 SH 168,413 12,287 1 168,413 12,287 SEMPRA ENERGY COMMON STOCK 816851109 3,094 125,000 SH 116,475 8,525 1 116,475 8,525 SEROLOGICALS CORPORATION COMMON STOCK 817523103 1,585 87,500 SH 40,000 47,500 1 40,000 47,500 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 7,384 1,226,500 SH 1,130,299 96,201 1 1,130,299 96,201 SERVICEMASTER COMPANY COMMON STOCK 81760N109 1,664 150,000 SH 138,235 11,765 1 138,235 11,765 SHAW COMMUNICATIONS INC-B COMMON STOCK 82028K200 2,920 144,200 SH 134,598 9,602 1 134,598 9,602 SIRIUS SATELLITE RADIO INC COMMON STOCK 82966U103 539 150,000 SH 138,235 11,765 1 138,235 11,765 SPRINT CORP-FON GROUP COMMON STOCK 852061100 11,045 460,000 SH 423,922 36,078 1 423,922 36,078 SPRINT CORP-PCS GROUP COMMON STOCK 852061506 9,202 350,000 SH 332,544 17,456 1 332,544 17,456 SPX CORP COMMON STOCK 784635104 20,999 253,300 SH 235,107 18,193 1 235,107 18,193 STILWELL FINANCIAL INC COMMON STOCK 860831106 2,925 150,000 SH 138,234 11,766 1 138,234 11,766 SUIZA FOODS CORP COMMON STOCK 865077101 13,196 209,000 SH 192,546 16,454 1 192,546 16,454 SUN MICROSYSTEMS INC COMMON STOCK 866810904 38 1,500,000 SH CALL 1,381,600 118,400 1 1,381,600 118,400 SURMODICS INC COMMON STOCK 868873100 19,975 500,000 SH 460,616 39,384 1 460,616 39,384 SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 2,098 200,000 SH 184,247 15,753 1 184,247 15,753 TEKTRONIX INC COMMON STOCK 879131100 4,367 249,700 SH 230,115 19,585 1 230,115 19,585
TUDOR INVESTMENT CORPORATION QUARTERLY REPORT DETAILING 13F ELIGIBLE SECURITIES AS September 30, 2001
Investment Discretion Voting Authority ---------- ---------------- TITLE OF VALUE SHRS OR SH/ PUT/ shared- shared- Mana- NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL defined other gers Sole Shared None -------------- ----- ----- ------- ------- --- ---- ------- ----- ---- ---- ------ ---- TELLIUM INC COMMON STOCK 87967E107 148 30,000 SH 27,646 2,354 1 27,646 2,354 TEXACO INC COMMON STOCK 881694103 9,555 147,000 SH 95,550 51,450 1 95,550 51,450 TEXTRON INC COMMON STOCK 883203101 1,681 50,000 SH 41,500 8,500 1 41,500 8,500 THE DIAL CORPORATION COMMON STOCK 25247D101 8,393 507,100 SH 375,170 131,930 1 375,170 131,930 THE GAP INC COMMON STOCK 364760108 2,988 250,000 SH 230,392 19,608 1 230,392 19,608 THERMO ELECTRON CORP COMMON STOCK 883556102 16,868 934,500 SH 864,660 69,840 1 864,660 69,840 TIMBERLAND COMPANY -CL A COMMON STOCK 887100105 24,122 890,100 SH 820,477 69,623 1 820,477 69,623 TRANSMETA CORP/DELAWARE COMMON STOCK 89376R109 2,004 1,421,047 SH 1,151,963 269,084 1 1,151,963 269,084 TRANSWITCH CORP COMMON STOCK 894065101 459 150,000 SH 138,235 11,765 1 138,235 11,765 TRIPOS INC COMMON STOCK 896928108 279 16,200 SH 16,200 - 1 16,200 - TRW INC COMMON STOCK 872649958 1,756 500,000 SH PUT 460,600 39,400 1 460,600 39,400 TULARIK INC COMMON STOCK 899165104 6,355 345,000 SH 320,495 24,505 1 320,495 24,505 ULTRAMAR DIAMOND SHAMROCK CP COMMON STOCK 904000106 3,356 70,000 SH 45,500 24,500 1 45,500 24,500 UNITED PARCEL SERVICE -CL B COMMON STOCK 911312956 1,138 500,000 SH PUT 460,700 39,300 1 460,700 39,300 UNIVISION COMMUNICATIONS-A COMMON STOCK 914906902 925 250,000 SH CALL 230,300 19,700 1 230,300 19,700 UNOCAL CORP COMMON STOCK 915289102 24,492 753,600 SH 694,469 59,131 1 694,469 59,131 USA EDUCATION INC COMMON STOCK 90390U102 22,137 267,000 SH 246,058 20,942 1 246,058 20,942 UST INC COMMON STOCK 902911106 32,639 983,100 SH 917,391 65,709 1 917,391 65,709 UTI WORLDWIDE INC COMMON STOCK G87210103 4,275 285,000 SH 236,550 48,450 1 236,550 48,450 VALASSIS COMMUNICATIONS INC COMMON STOCK 918866104 9,321 292,100 SH 272,386 19,714 1 272,386 19,714 VIAD CORP COMMON STOCK 92552R109 52,534 2,739,000 SH 2,523,259 215,741 1 2,523,259 215,741 VIGNETTE CORPORATION COMMON STOCK 926734104 4,524 1,277,900 SH 1,185,764 92,136 1 1,185,764 92,136 WASHINGTON MUTUAL INC COMMON STOCK 939322103 14,545 378,000 SH 348,353 29,647 1 348,353 29,647 WASHINGTON MUTUAL INC COMMON STOCK 939322903 4,550 500,000 SH CALL 460,700 39,300 1 460,700 39,300 WELLS FARGO & COMPANY COMMON STOCK 949746101 8,890 200,000 SH 184,314 15,686 1 184,314 15,686 WELLS FARGO & COMPANY COMMON STOCK 949746951 1,320 800,000 SH PUT 737,200 62,800 1 737,200 62,800 WHIRLPOOL CORP COMMON STOCK 963320956 1,175 250,000 SH PUT 230,300 19,700 1 230,300 19,700 WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 7,920 338,600 SH 312,042 26,558 1 312,042 26,558 WRIGHT MEDICAL GROUP INC COMMON STOCK 98235T107 7,987 471,500 SH 274,862 196,638 1 274,862 196,638 XEROX CORP COMMON STOCK 984121103 9,056 1,168,500 SH 1,076,853 91,647 1 1,076,853 91,647 XM SATELLITE RADIO HOLD-CL A COMMON STOCK 983759101 3,143 599,900 SH 554,723 45,177 1 554,723 45,177 YAHOO! INC COMMON STOCK 984332106 176 20,000 SH 20,000 - 1 20,000 - ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 101 143,936 SH 60,605 83,331 1 60,605 83,331 CHORDIANT SOFTWARE INC COMMON STOCK 170404107 2,396 1,315,789 SH 1,315,789 - 1 1,315,789 - ENGAGE INC COMMON STOCK 292827102 472 1,968,625 SH 1,968,625 - 1 1,968,625 - FIBERNET TELECOM GROUP INC COMMON STOCK 315653105 127 530,670 SH 530,670 - 1 530,670 - HEALTHAXIS INC COMMON STOCK 42219D100 550 550,000 SH 550,000 - 1 550,000 - SAFENET INC COMMON STOCK 78645R107 308 50,000 SH 50,000 - 1 50,000 - STONEPATH GROUP INC COMMON STOCK 861837102 425 425,407 SH 425,407 - 1 425,407 - PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 20,531 2,272,388 SH 2,053,281 219,107 1 2,053,281 219,107 RATEXCHANGE CORPORATION COMMON STOCK 754091106 43 125,000 SH 125,000 - 1 125,000 - UNITED SHIPPING & TECHNOLOGY COMMON STOCK 911498103 707 895,522 SH 895,522 - 1 895,522 - Grand Total 2,942,630 173,970,222 158,577,932 15,392,290 158,577,932 15,392,290
-----END PRIVACY-ENHANCED MESSAGE-----