13F-HR 1 p16277_13f-hr.txt 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: September 30, 2002 Check here if Amendment [ ]; Amendment Number: ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Leonetti & Associates, Inc. Address: 1130 Lake Cook Road, Suite 300 Buffalo Grove, IL 60089-1976 Form 13F File Number: 28-04870 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: Michael E. Leonetti Title: CEO Phone: 847/520-0999 Signature, Place, and Date of Signing: /s/ Michael E. Leonetti Buffalo Grove, IL 11/12/2002 ----------------------- ----------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s). [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 --------------------------- Form 13F Information Table Entry Total: 48 --------------------------- Form 13F Information Table Value Total: $ 113,225 --------------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F Leonetti & Associates, Inc. 30-Sep-02

Voting Authority Title of Value Shares/ Sh/ Put/ Invstmt Other ---------------- Name of Issuer Class CUSIP (x$1000) PrnAmt Prn Call Dscretn Managers Sole Shared None ---------------------------- -------- --------- --------- --------- --- ---- ---------------- -------------------- ~~ALCOA~~AOL ~~Inc~~Time Warner COM ~~013817101~~00184A105 $61,~~537~~872 ~~197~~159,~~200~~990 SH Sole 2321,~~300~~000 ~~173~~138,~~900~~990 ~~AOL~~Activision ~~Time~~Inc ~~Warner~~ COM ~~00184A105~~004930202 $2,~~465~~240 ~~167~~93,~~590~~600 SH Sole 2115,000 ~~146~~78,~~590~~600 ~~Activision~~Alliant ~~Inc.~~Techsystems Com COM ~~004930202~~018804104 $21,~~915~~607 ~~100~~23,~~300~~200 SH Sole 153,000 8520,~~300~~200 American Standard COM 029712106 ~~$901~~763 12,000 SH Sole 12,000 ~~Apple~~Apollo ~~Computer~~Group Inc ~~COM~~Cl ~~037833100~~A $1CL A 037604105 2,~~790~~310 ~~101~~53,~~000~~200 SH Sole 75,000 9448,~~000~~200 BB & T Corp Com COM 054937107 $43,~~489~~742 ~~116~~106,~~300~~800 SH Sole 26,000 9080,~~300~~800 BJBorg ~~Services~~Warner CoInc COM ~~055482103~~099724106 ~~$876 25,850 SH Sole~~ 2,~~500~~745 2355,~~350~~300 ~~Bank Of America Corp COM 060505104 $211 3,000~~ SH Sole 313,000 ~~Boeing Co COM 097023105 $2~~42,~~660~~300 ~~59,100 SH Sole 15,000 44,100~~ Burlington Northern Santa Fe COM 12189T104 $32,~~282~~598 ~~109~~108,~~400~~600 SH Sole 15,000 9493,~~400~~600 ~~Caterpillar~~Charter One Financial Inc COM ~~149123101~~160903100 $23,~~310~~188 47107,~~200~~275 SH Sole 316,~~000~~275 4491,~~200~~000 ~~Charter~~ChevronTexaco ~~One~~Corp ~~Financial Inc~~ COM ~~160903100~~166764100 $3,~~686~~643 ~~107~~52,~~215~~600 SH Sole 159,~~500~~750 9142,~~715~~850 ~~ChevronTexaco~~Citigroup ~~Corp~~Inc COM ~~166764100~~172967101 $4,~~991~~541 56153,~~400~~162 SH Sole 910,~~750~~833 46142,~~650~~329 ~~Citigroup~~Columbia ~~Inc~~Sportswear Co COM ~~172967101~~198516106 $212 6,~~455~~100 ~~166,576~~ SH Sole 134,~~333~~000 ~~153~~2,~~243~~100 Conagra Foods Inc COM 205887102 $43,~~443~~563 ~~160~~143,~~700~~400 SH Sole 18,500 ~~142~~124,~~200~~900 Consolidated Edison COM 209115104 ~~$1,227~~637 2915,~~400~~850 SH Sole 157,~~000~~500 148,~~400~~350 Dean Foods Co COM 242370104 $84,~~415~~354 ~~225~~109,~~600~~450 SH Sole 2512,500 96,950 Dial Corp New COM 25247D101 322 15,000 ~~200~~SH Sole 15,~~600~~000 ~~Deere~~Ensco &Intl CoInc COM ~~244199105~~26874Q100 $31,~~238~~490 6759,~~600~~500 SH Sole 1510,000 5249,~~600~~500 Exelon Corp COM 30161N101 $3,~~666~~012 7063,~~100~~400 SH Sole 7063,~~100~~400 Exxon Mobil Corp COM 30231G102 $32,~~339~~357 8173,~~600~~900 SH Sole 10,000 7163,~~600~~900 FPL Group Inc COM 302571104 $52,~~681~~321 9443,~~700~~150 SH Sole 31,~~500~~750 9141,~~200~~400 FirstEnergy Corp COM 337932107 ~~$1,462~~596 4319,~~800~~950 SH Sole 4319,~~800~~950 ~~Fleming Cos Inc COM 339130106 $218 12,000 SH Sole 12,000~~ General Electric Co COM 369604103 $83,~~623~~280 ~~296~~133,~~824~~052 SH Sole 168,000 ~~280~~125,~~824~~052 ~~Goodrich~~Humana ~~Corp~~Inc COM ~~382388106~~444859102 ~~$328~~1,011 1281,~~000~~500 SH Sole 1230,000 ~~Humana~~51,500 ~~Inc~~IBM Corp COM ~~444859102~~459200101 $14,~~236~~921 7984,~~100~~400 SH Sole 308,000 4976,~~100~~400 ~~ITT~~Johnson ~~Industries~~& ~~Inc~~Johnson COM ~~450911102~~478160104 ~~$530~~2,926 754,~~500~~100 SH Sole 7,500 ~~International~~46,600 ~~Paper~~Lear CoCorp COM ~~460146103~~521865105 ~~$2,305~~775 5218,~~900~~600 SH Sole 5216,~~900~~000 ~~Johnson~~2,600 &Lincare ~~Johnson~~Holdings Inc COM ~~478160104~~532791100 $62,~~459~~868 ~~123~~92,~~600~~400 SH Sole 1520,000 ~~108~~72,~~600~~400 ~~Lear~~Nokia Corp COM ~~521865105~~654902204 ~~$740~~1,941 16146,~~000~~500 SH Sole 1620,000 ~~Lincare~~126,500 ~~Holdings~~Patterson ~~Inc~~UTI Energy COM ~~532791100~~703481101 $1,~~089~~378 3354,~~700~~000 SH Sole 45,000 2949,~~700~~000 Pepsi Bottling Group COM 713409100 ~~$246~~538 823,000 SH Sole 823,000 ~~Procter~~Philip &Morris ~~Gamble~~Cos CoInc COM ~~742718109~~718154107 $82,~~166~~386 9161,~~450~~500 SH Sole 9114,~~450~~000 ~~Prudential~~47,500 Principal Financial ~~Inc~~Group ~~Com~~ COM ~~744320102~~74251V102 $31,~~399~~833 ~~101~~70,~~900~~000 SH Sole 610,000 9560,~~900~~000 ~~Sara~~Prudential ~~Lee~~Financial ~~Corp~~Inc COM ~~803111103~~744320102 $32,~~437~~916 ~~166~~102,~~500~~088 SH Sole 206,000 ~~146~~96,~~500~~088 ~~Schlumberger~~Sara ~~Ltd~~Lee Corp COM ~~806857108~~803111103 $2,~~272~~676 48146,~~850~~300 SH Sole 620,~~750~~000 42126,~~100~~300 Sears Roebuck & Co COM 812387108 ~~$869~~624 16,000 SH Sole 16,000 ~~Shaw~~Smith ~~Group~~International Inc COM ~~820280105~~832110100 ~~$307~~1,741 1059,~~000~~400 SH Sole 10,000 49,400 Southern Co COM 842587107 $1,~~480~~606 5455,~~000~~800 SH Sole 5,000 4950,~~000~~800 Sunrise Assist Living COM 86768K106 $21,~~321~~808 8684,~~600~~300 SH Sole 21,000 6563,~~600~~300 Sysco Corp COM 871829107 $21,~~031~~899 7466,~~600~~900 SH Sole 7466,~~600~~900 TRW Inc COM 872649108 ~~$228~~234 4,000 SH Sole 4,000 ~~Transocean Inc COM G90078109 $1,480 47,500 SH Sole 47,500~~ Tribune Co COM 896047107 $76,~~396~~285 ~~170~~150,~~020~~320 SH Sole 26,000 ~~144~~124,~~020~~320 Union Pacific Corp COM 907818108 $65,~~385~~278 ~~100~~91,~~900~~200 SH Sole 2,000 9889,~~900~~200 ~~Verizon~~Universal ~~Communications~~Health ~~COM~~Services ~~92343V104~~CL $9B 913903100 3,~~255~~151 ~~230~~61,~~500~~600 SH Sole 2212,000 ~~208~~49,~~500~~600 ~~Wal-Mart~~Verizon Communications COM ~~931142103~~92343V104 $25,~~673~~680 48207,~~600~~000 SH Sole 518,000 43189,~~600~~000 Wells Fargo & Co COM 949746101 $4,~~897~~357 9790,~~820~~475 SH Sole 9790,~~820~~475 Willis Group ~~Hldgs~~Holdings Ltd ~~Shs~~SHS ~~COM~~ G96655108 ~~$230~~355 710,~~000~~600 SH Sole 7,000 3,600 Wisconsin Energy Corp COM 976657106 ~~$505~~296 2012,~~000~~200 SH Sole 2012,~~000~~200 York International Corp COM 986670107 $2,~~903~~349 8583,~~900~~300 SH Sole 16,000 6967,~~900~~300 ------------------------------------------------------------------------------------------------------------------------------------ REPORT SUMMARY 5148 DATA RECORDS ~~$157~~113,~~047~~225

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