-----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, HGtdem8mS+SQAezsv14PQisPKiLaiOkHfueGapr7uAMhAVvzNf/NiZoTMICi26Kt FW44GGrl+wLprBA8T2CjfQ== 0000950159-08-001649.txt : 20081112 0000950159-08-001649.hdr.sgml : 20081111 20081112145542 ACCESSION NUMBER: 0000950159-08-001649 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081112 DATE AS OF CHANGE: 20081112 EFFECTIVENESS DATE: 20081112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CLINTON GROUP INC CENTRAL INDEX KEY: 0001134119 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06121 FILM NUMBER: 081180444 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 clinton13fhr.txt 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, 2008 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: Clinton Group, Inc. Address: 9 West 57th Street New York, NY 10019 Form 13F File Number: 28-06121 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: Francis Ruchalski Title: CFO Phone: 212-825-0400 Signature, Place, and Date of Signing: /s/ Francis Ruchalski New York, NY 11/12/08 - ---------------------- --------------- ------------------ [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 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 is reported in this report and a portion is reported by other reporting manager(s).)
TITLE OF CUSIP VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COM 88579Y101 533 7,800 SH 01, 02 DEFINED 533 ABBOTT LABS COM 002824100 645 11,200 SH 01, 02 DEFINED 645 ACE LTD SHS ADDED H0023R105 704 13,000 SH 01, 02 DEFINED 704 ACTUANT CORP CL A NEW 00508X203 326 12,900 SH 01, 02 DEFINED 326 ACTUATE CORP COM 00508B102 41 11,598 SH 01, 02 DEFINED 41 ADOBE SYS INC COM 00724F101 489 12,400 SH 01, 02 DEFINED 489 AES CORP COM 00130H105 422 36,100 SH 01, 02 DEFINED 422 AGRIUM INC COM 008916108 202 3,600 SH 01, 02 DEFINED 202 AIR PRODS & CHEMS INC COM 009158106 459 6,700 SH 01, 02 DEFINED 459 AIRGAS INC COM 009363102 697 14,029 SH 01, 02 DEFINED 697 AKAMAI TECHNOLOGIES INC COM 00971T101 312 17,900 SH 01, 02 DEFINED 312 ALBEMARLE CORP COM 012653101 614 19,898 SH 01, 02 DEFINED 614 ALCON INC COM SHS H01301102 258 1,600 SH 01, 02 DEFINED 258 ALEXANDER & BALDWIN INC COM 014482103 1,044 23,700 SH 01, 02 DEFINED 1,044 ALKERMES INC COM 01642T108 293 22,000 SH 01, 02 DEFINED 293 ALLEGHENY ENERGY INC COM 017361106 1,437 39,089 SH 01, 02 DEFINED 1,437 ALLERGAN INC COM 018490102 393 7,635 SH 01, 02 DEFINED 393 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 307 8,300 SH 01, 02 DEFINED 307 ALLIED CAP CORP NEW COM 01903Q108 404 37,434 SH 01, 02 DEFINED 404 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 540 15,200 SH 01, 02 DEFINED 540 ALTRIA GROUP INC COM 02209S103 708 35,666 SH 01, 02 DEFINED 708 AMDOCS LTD ORD G02602103 332 12,127 SH 01, 02 DEFINED 332 AMERICAN CMNTY NEWSPAPERS IN COM 02520T103 130 1,300,000 SH 01, 02 DEFINED 130 AMERICAN ELEC PWR INC COM 025537101 873 23,572 SH 01, 02 DEFINED 873 AMERICAN TOWER CORP CL A 029912201 302 8,400 SH 01, 02 DEFINED 302 AMERIPRISE FINL INC COM 03076C106 638 16,700 SH 01, 02 DEFINED 638 AMERISOURCEBERGEN CORP COM 03073E105 369 9,800 SH 01, 02 DEFINED 369 AMPHENOL CORP NEW CL A 032095101 913 22,736 SH 01, 02 DEFINED 913 AMR CORP COM 001765106 112 11,400 SH 01, 02 DEFINED 112 ANIXTER INTL INC COM 035290105 232 3,900 SH 01, 02 DEFINED 232 ANNTAYLOR STORES CORP COM 036115103 425 20,600 SH 01, 02 DEFINED 425 AON CORP COM 037389103 605 13,465 SH 01, 02 DEFINED 605 APACHE CORP COM 037411105 594 5,700 SH 01, 02 DEFINED 594 APARTMENT INVT & MGMT CO CL A 03748R101 560 16,000 SH 01, 02 DEFINED 560 AQUA AMERICA INC COM 03836W103 598 33,625 SH 01, 02 DEFINED 598 ARMSTRONG WORLD INDS INC NEW COM 04247X102 564 19,500 SH 01, 02 DEFINED 564 ASHLAND INC NEW COM 044209104 1,757 60,100 SH 01, 02 DEFINED 1,757 ASSOCIATED BANC CORP COM 045487105 610 30,601 SH 01, 02 DEFINED 610 ASSURANT INC COM 04621X108 297 5,400 SH 01, 02 DEFINED 297 ASTORIA FINL CORP COM 046265104 1,464 70,625 SH 01, 02 DEFINED 1,464 AUTOLIV INC COM 052800109 466 13,800 SH 01, 02 DEFINED 466 AUTONATION INC COM 05329W102 907 80,677 SH 01, 02 DEFINED 907 AVALONBAY CMNTYS INC COM 053484101 640 6,500 SH 01, 02 DEFINED 640 AXIS CAPITAL HOLDINGS SHS G0692U109 216 6,827 SH 01, 02 DEFINED 216 BALL CORP COM 058498106 348 8,800 SH 01, 02 DEFINED 348 BARD C R INC COM 067383109 351 3,700 SH 01, 02 DEFINED 351 BB&T CORP COM 054937107 353 9,338 SH 01, 02 DEFINED 353 BE AEROSPACE INC COM 073302101 532 33,634 SH 01, 02 DEFINED 532 BECTON DICKINSON & CO COM 075887109 762 9,500 SH 01, 02 DEFINED 762 BELDEN INC COM 077454106 238 7,497 SH 01, 02 DEFINED 238 BEST BUY INC COM 086516101 428 11,400 SH 01, 02 DEFINED 428 BIG LOTS INC COM 089302103 306 11,000 SH 01, 02 DEFINED 306 BIOMED REALTY TRUST INC COM 09063H107 471 17,800 SH 01, 02 DEFINED 471 BJ SVCS CO COM 055482103 251 13,128 SH 01, 02 DEFINED 251 BLACKSTONE GROUP L P COM 09253U108 733 47,800 SH 01, 02 DEFINED 733 BMC SOFTWARE INC COM 055921100 1,245 43,500 SH 01, 02 DEFINED 1,245 BORGWARNER INC COM 099724106 747 22,796 SH 01, 02 DEFINED 747 BOSTON SCIENTIFIC CORP COM 101137107 355 28,894 SH 01, 02 DEFINED 355 BRADY CORP CL A 104674106 303 8,575 SH 01, 02 DEFINED 303 BRE PROPERTIES INC CL A 05564E106 643 13,115 SH 01, 02 DEFINED 643 BRINKS CO COM 109696104 793 13,000 SH 01, 02 DEFINED 793 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 109 18,648 SH 01, 02 DEFINED 109 BROOKFIELD ASSET MGMT INC CL A 112585104 401 14,600 SH 01, 02 DEFINED 401 BROOKFIELD PPTYS CORP COM 112900105 673 42,493 SH 01, 02 DEFINED 673 BUCYRUS INTL INC NEW COM 118759109 384 8,600 SH 01, 02 DEFINED 384 BUNGE LIMITED COM G16962105 452 7,161 SH 01, 02 DEFINED 452 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,285 13,900 SH 01, 02 DEFINED 1,285 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 288 5,658 SH 01, 02 DEFINED 288 CA INC COM 12673P105 295 14,800 SH 01, 02 DEFINED 295 CADENCE DESIGN SYSTEM INC COM 127387108 513 75,879 SH 01, 02 DEFINED 513 CAMERON INTERNATIONAL CORP COM 13342B105 1,172 30,400 SH 01, 02 DEFINED 1,172 CAMPBELL SOUP CO COM 134429109 398 10,301 SH 01, 02 DEFINED 398 CAPITALSOURCE INC COM 14055X102 429 34,900 SH 01, 02 DEFINED 429 CAPITOL FED FINL COM 14057C106 1,046 23,596 SH 01, 02 DEFINED 1,046 CARDINAL HEALTH INC COM 14149Y108 744 15,100 SH 01, 02 DEFINED 744 CARPENTER TECHNOLOGY CORP COM 144285103 559 21,800 SH 01, 02 DEFINED 559 CARROLS RESTAURANT GROUP INC COM 14574X104 1,181 393,751 SH 01, 02 DEFINED 1,181 CELANESE CORP DEL COM 150870103 803 28,783 SH 01, 02 DEFINED 803 CELESTICA INC SUB VTG SHS 15101Q108 939 145,800 SH 01, 02 DEFINED 939 CELGENE CORP COM 151020104 310 4,900 SH 01, 02 DEFINED 310 CENTERPOINT ENERGY INC COM 15189T107 288 19,800 SH 01, 02 DEFINED 288 CENTEX CORP COM 152312104 450 27,800 SH 01, 02 DEFINED 450 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 281 4,300 SH 01, 02 DEFINED 281 CENTURY ALUM CO COM 156431108 911 32,900 SH 01, 02 DEFINED 911 CF INDS HLDGS INC COM 125269100 842 9,202 SH 01, 02 DEFINED 842 CHARLES RIV LABS INTL INC COM 159864107 522 9,400 SH 01, 02 DEFINED 522 CHESAPEAKE ENERGY CORP COM 165167107 309 8,622 SH 01, 02 DEFINED 309 CHEVRON CORP NEW COM 166764100 817 9,900 SH 01, 02 DEFINED 817 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 827 43,000 SH 01, 02 DEFINED 827 CHINA INFORMATION SEC TECH I COM 16944F101 215 45,803 SH 01, 02 DEFINED 215 CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR 16943C109 171 35,000 SH 01, 02 DEFINED 171 CHUBB CORP COM 171232101 996 18,136 SH 01, 02 DEFINED 996 CHURCH & DWIGHT INC COM 171340102 1,118 18,000 SH 01, 02 DEFINED 1,118 CIGNA CORP COM 125509109 1,086 31,967 SH 01, 02 DEFINED 1,086 CINCINNATI BELL INC NEW COM 171871106 57 18,500 SH 01, 02 DEFINED 57 CINTAS CORP COM 172908105 311 10,828 SH 01, 02 DEFINED 311 CITIGROUP INC COM 172967101 308 15,000 SH 01, 02 DEFINED 308 CITY NATL CORP COM 178566105 350 6,449 SH 01, 02 DEFINED 350 CLARCOR INC COM 179895107 209 5,500 SH 01, 02 DEFINED 209 CLEAN HARBORS INC COM 184496107 228 3,376 SH 01, 02 DEFINED 228 CLOROX CO DEL COM 189054109 1,442 23,000 SH 01, 02 DEFINED 1,442 CMS ENERGY CORP COM 125896100 269 21,600 SH 01, 02 DEFINED 269 CNA FINL CORP COM 126117100 310 11,800 SH 01, 02 DEFINED 310 COACH INC COM 189754104 466 18,598 SH 01, 02 DEFINED 466 COMMUNITY HEALTH SYS INC NEW COM 203668108 319 10,900 SH 01, 02 DEFINED 319 COMPASS MINERALS INTL INC COM 20451N101 262 5,000 SH 01, 02 DEFINED 262 COMPUTER SCIENCES CORP COM 205363104 518 12,900 SH 01, 02 DEFINED 518 CONSOLIDATED EDISON INC COM 209115104 554 12,900 SH 01, 02 DEFINED 554 CONVERGYS CORP COM 212485106 189 12,819 SH 01, 02 DEFINED 189 COPART INC COM 217204106 296 7,800 SH 01, 02 DEFINED 296 CORE LABORATORIES N V COM N22717107 375 3,700 SH 01, 02 DEFINED 375 COSAN LTD SHS G25343107 102 12,800 SH 01, 02 DEFINED 102 COVANTA HLDG CORP COM 22282E102 402 16,800 SH 01, 02 DEFINED 402 CROWN HOLDINGS INC COM 228368106 298 13,400 SH 01, 02 DEFINED 298 CUMMINS INC COM 231021106 590 13,500 SH 01, 02 DEFINED 590 CVS CAREMARK CORPORATION COM 126650100 407 12,100 SH 01, 02 DEFINED 407 CYPRESS SEMICONDUCTOR CORP COM 232806109 190 36,400 SH 01, 02 DEFINED 190 DANAHER CORP DEL COM 235851102 361 5,200 SH 01, 02 DEFINED 361 DARDEN RESTAURANTS INC COM 237194105 226 7,900 SH 01, 02 DEFINED 226 DEAN FOODS CO NEW COM 242370104 1,086 46,500 SH 01, 02 DEFINED 1,086 DEERE & CO COM 244199105 327 6,600 SH 01, 02 DEFINED 327 DEL MONTE FOODS CO COM 24522P103 183 23,500 SH 01, 02 DEFINED 183 DIAMOND OFFSHORE DRILLING IN COM 25271C102 660 6,400 SH 01, 02 DEFINED 660 DILLARDS INC CL A 254067101 13,967 1,183,629 SH 01, 02 DEFINED 13,967 DISCOVER FINL SVCS COM 254709108 165 11,936 SH 01, 02 DEFINED 165 DISNEY WALT CO COM 254687106 393 12,800 SH 01, 02 DEFINED 393 DOMTAR CORP COM 257559104 178 38,763 SH 01, 02 DEFINED 178 DOVER CORP COM 260003108 786 19,393 SH 01, 02 DEFINED 786 DOW CHEM CO COM 260543103 1,196 37,633 SH 01, 02 DEFINED 1,196 DPL INC COM 233293109 702 28,299 SH 01, 02 DEFINED 702 DREAMWORKS ANIMATION SKG INC CL A 26153C103 239 7,613 SH 01, 02 DEFINED 239 DRIL-QUIP INC COM 262037104 243 5,600 SH 01, 02 DEFINED 243 DU PONT E I DE NEMOURS & CO COM 263534109 681 16,900 SH 01, 02 DEFINED 681 DUKE ENERGY CORP NEW COM 26441C105 577 33,100 SH 01, 02 DEFINED 577 DUKE REALTY CORP COM NEW 264411505 786 31,957 SH 01, 02 DEFINED 786 DUN & BRADSTREET CORP DEL NE COM 26483E100 415 4,400 SH 01, 02 DEFINED 415 DYNEGY INC DEL CL A 26817G102 75 20,902 SH 01, 02 DEFINED 75 EASTMAN CHEM CO COM 277432100 237 4,300 SH 01, 02 DEFINED 237 EASTMAN KODAK CO COM 277461109 1,212 78,800 SH 01, 02 DEFINED 1,212 EATON CORP COM 278058102 713 12,700 SH 01, 02 DEFINED 713 EDISON INTL COM 281020107 299 7,500 SH 01, 02 DEFINED 299 EL PASO CORP COM 28336L109 186 14,600 SH 01, 02 DEFINED 186 ELECTRONIC ARTS INC COM 285512109 888 24,000 SH 01, 02 DEFINED 888 EMBARQ CORP COM 29078E105 212 5,219 SH 01, 02 DEFINED 212 EMCOR GROUP INC COM 29084Q100 726 27,599 SH 01, 02 DEFINED 726 EMERSON ELEC CO COM 291011104 363 8,900 SH 01, 02 DEFINED 363 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 640 16,086 SH 01, 02 DEFINED 640 ENCORE ACQUISITION CO COM 29255W100 664 15,897 SH 01, 02 DEFINED 664 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 502 25,096 SH 01, 02 DEFINED 502 ENERGEN CORP COM 29265N108 752 16,600 SH 01, 02 DEFINED 752 ENERGY TRANSFER EQUITY L P COM 29273V100 744 34,227 SH 01, 02 DEFINED 744 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 203 5,500 SH 01, 02 DEFINED 203 ENERSYS COM 29275Y102 247 12,518 SH 01, 02 DEFINED 247 ENSCO INTL INC COM 26874Q100 847 14,700 SH 01, 02 DEFINED 847 EQUITABLE RES INC COM 294549100 375 10,215 SH 01, 02 DEFINED 375 EQUITY RESIDENTIAL SH BEN INT 29476L107 229 5,146 SH 01, 02 DEFINED 229 ESTERLINE TECHNOLOGIES CORP COM 297425100 344 8,700 SH 01, 02 DEFINED 344 EVEREST RE GROUP LTD COM G3223R108 741 8,558 SH 01, 02 DEFINED 741 EXPEDITORS INTL WASH INC COM 302130109 251 7,200 SH 01, 02 DEFINED 251 EXXON MOBIL CORP COM 30231G102 963 12,400 SH 01, 02 DEFINED 963 F M C CORP COM NEW 302491303 2,148 41,800 SH 01, 02 DEFINED 2,148 F5 NETWORKS INC COM 315616102 236 10,100 SH 01, 02 DEFINED 236 FACTSET RESH SYS INC COM 303075105 371 7,100 SH 01, 02 DEFINED 371 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 115 12,895 SH 01, 02 DEFINED 115 FAMILY DLR STORES INC COM 307000109 568 23,951 SH 01, 02 DEFINED 568 FASTENAL CO COM 311900104 257 5,200 SH 01, 02 DEFINED 257 FIFTH THIRD BANCORP COM 316773100 199 16,702 SH 01, 02 DEFINED 199 FIRST AMERN CORP CALIF COM 318522307 475 16,100 SH 01, 02 DEFINED 475 FLIR SYS INC COM 302445101 265 6,900 SH 01, 02 DEFINED 265 FLUOR CORP NEW COM 343412102 1,253 22,500 SH 01, 02 DEFINED 1,253 FOOT LOCKER INC COM 344849104 798 49,381 SH 01, 02 DEFINED 798 FOSTER WHEELER LTD SHS NEW G36535139 235 6,500 SH 01, 02 DEFINED 235 FPL GROUP INC COM 302571104 878 17,453 SH 01, 02 DEFINED 878 FTI CONSULTING INC COM 302941109 318 4,400 SH 01, 02 DEFINED 318 GALLAGHER ARTHUR J & CO COM 363576109 223 8,700 SH 01, 02 DEFINED 223 GAMESTOP CORP NEW CL A 36467W109 274 8,003 SH 01, 02 DEFINED 274 GAP INC DEL COM 364760108 785 44,138 SH 01, 02 DEFINED 785 GENERAL CABLE CORP DEL NEW COM 369300108 1,228 34,461 SH 01, 02 DEFINED 1,228 GENERAL DYNAMICS CORP COM 369550108 736 10,000 SH 01, 02 DEFINED 736 GENERAL GROWTH PPTYS INC COM 370021107 799 52,914 SH 01, 02 DEFINED 799 GENERAL MLS INC COM 370334104 1,203 17,500 SH 01, 02 DEFINED 1,203 GENERAL MTRS CORP COM 370442105 549 58,100 SH 01, 02 DEFINED 549 GILEAD SCIENCES INC COM 375558103 931 20,400 SH 01, 02 DEFINED 931 GLOBAL PMTS INC COM 37940X102 292 6,507 SH 01, 02 DEFINED 292 GOLDCORP INC NEW COM 380956409 579 18,300 SH 01, 02 DEFINED 579 GOLDMAN SACHS GROUP INC COM 38141G104 7,839 61,239 SH 01, 02 DEFINED 7,839 GOODRICH PETE CORP COM NEW 382410405 344 7,900 SH 01, 02 DEFINED 344 GRIFFON CORP COM 398433102 3,834 425,022 SH 01, 02 DEFINED 3,834 HARLEY DAVIDSON INC COM 412822108 545 14,600 SH 01, 02 DEFINED 545 HARMAN INTL INDS INC COM 413086109 334 9,800 SH 01, 02 DEFINED 334 HARSCO CORP COM 415864107 335 9,000 SH 01, 02 DEFINED 335 HARTFORD FINL SVCS GROUP INC COM 416515104 1,303 31,800 SH 01, 02 DEFINED 1,303 HASBRO INC COM 418056107 1,010 29,082 SH 01, 02 DEFINED 1,010 HEINZ H J CO COM 423074103 1,534 30,691 SH 01, 02 DEFINED 1,534 HELMERICH & PAYNE INC COM 423452101 384 8,900 SH 01, 02 DEFINED 384 HERBALIFE LTD COM USD SHS G4412G101 265 6,700 SH 01, 02 DEFINED 265 HERSHEY CO COM 427866108 650 16,439 SH 01, 02 DEFINED 650 HEWLETT PACKARD CO COM 428236103 1,144 24,748 SH 01, 02 DEFINED 1,144 HEXCEL CORP NEW COM 428291108 279 20,400 SH 01, 02 DEFINED 279 HILL ROM HLDGS INC COM 431475102 1,015 33,500 SH 01, 02 DEFINED 1,015 HOLLY CORP COM 435758305 418 14,444 SH 01, 02 DEFINED 418 HONEYWELL INTL INC COM 438516106 474 11,400 SH 01, 02 DEFINED 474 HOSPITALITY PPTYS TR COM 44106M102 1,410 68,700 SH 01, 02 DEFINED 1,410 HOST HOTELS & RESORTS INC COM 44107P104 1,251 94,098 SH 01, 02 DEFINED 1,251 HUNT J B TRANS SVCS INC COM 445658107 464 13,900 SH 01, 02 DEFINED 464 HUNTINGTON BANCSHARES INC COM 446150104 116 14,500 SH 01, 02 DEFINED 116 IDEX CORP COM 45167R104 1,061 34,200 SH 01, 02 DEFINED 1,061 ILLINOIS TOOL WKS INC COM 452308109 258 5,800 SH 01, 02 DEFINED 258 IMS HEALTH INC COM 449934108 399 21,100 SH 01, 02 DEFINED 399 INFORMATICA CORP COM 45666Q102 265 20,400 SH 01, 02 DEFINED 265 INGRAM MICRO INC CL A 457153104 1,297 80,700 SH 01, 02 DEFINED 1,297 INTEGRATED DEVICE TECHNOLOGY COM 458118106 107 13,700 SH 01, 02 DEFINED 107 INTEGRATED SILICON SOLUTION COM 45812P107 25 10,802 SH 01, 02 DEFINED 25 INTERNAP NETWORK SVCS CORP COM 45885A300 58 16,599 SH 01, 02 DEFINED 58 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,022 25,900 SH 01, 02 DEFINED 1,022 INTERNATIONAL GAME TECHNOLOG COM 459902102 194 11,300 SH 01, 02 DEFINED 194 INTERPUBLIC GROUP COS INC COM 460690100 1,185 152,900 SH 01, 02 DEFINED 1,185 INTL PAPER CO COM 460146103 1,495 57,100 SH 01, 02 DEFINED 1,495 INTUITIVE SURGICAL INC COM NEW 46120E602 313 1,299 SH 01, 02 DEFINED 313 INVERNESS MED INNOVATIONS IN COM 46126P106 300 9,994 SH 01, 02 DEFINED 300 IPC HLDGS LTD ORD G4933P101 393 13,013 SH 01, 02 DEFINED 393 ISIS PHARMACEUTICALS INC COM 464330109 654 38,700 SH 01, 02 DEFINED 654 ITC HLDGS CORP COM 465685105 583 11,262 SH 01, 02 DEFINED 583 JACOBS ENGR GROUP INC DEL COM 469814107 286 5,266 SH 01, 02 DEFINED 286 JOHNSON CTLS INC COM 478366107 385 12,700 SH 01, 02 DEFINED 385 KANSAS CITY SOUTHERN COM NEW 485170302 262 5,910 SH 01, 02 DEFINED 262 KBR INC COM 48242W106 266 17,400 SH 01, 02 DEFINED 266 KIMBERLY CLARK CORP COM 494368103 3,300 50,900 SH 01, 02 DEFINED 3,300 KIMCO REALTY CORP COM 49446R109 465 12,600 SH 01, 02 DEFINED 465 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 685 13,172 SH 01, 02 DEFINED 685 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 675 13,728 SH 01, 02 DEFINED 675 KING PHARMACEUTICALS INC COM 495582108 218 22,785 SH 01, 02 DEFINED 218 KINROSS GOLD CORP COM 496902404 266 16,500 SH 01, 02 DEFINED 266 KIRBY CORP COM 497266106 554 14,600 SH 01, 02 DEFINED 554 KKR FINANCIAL HLDGS LLC COM 48248A306 228 35,800 SH 01, 02 DEFINED 228 LANDSTAR SYS INC COM 515098101 282 6,400 SH 01, 02 DEFINED 282 LEGGETT & PLATT INC COM 524660107 1,151 52,800 SH 01, 02 DEFINED 1,151 LEHMAN BROS HLDGS INC COM 524908100 51 236,700 SH 01, 02 DEFINED 51 LIBERTY GLOBAL INC COM 530555101 230 7,600 SH 01, 02 DEFINED 230 LILLY ELI & CO COM 532457108 863 19,600 SH 01, 02 DEFINED 863 LIMITED BRANDS INC COM 532716107 396 22,865 SH 01, 02 DEFINED 396 LINCOLN ELEC HLDGS INC COM 533900106 679 10,561 SH 01, 02 DEFINED 679 LINCOLN NATL CORP IND COM 534187109 1,027 23,988 SH 01, 02 DEFINED 1,027 LKQ CORP COM 501889208 197 11,604 SH 01, 02 DEFINED 197 LOEWS CORP COM 540424108 1,505 38,099 SH 01, 02 DEFINED 1,505 MACK CALI RLTY CORP COM 554489104 400 11,800 SH 01, 02 DEFINED 400 MAGELLAN HEALTH SVCS INC COM NEW 559079207 276 6,722 SH 01, 02 DEFINED 276 MAGELLAN MIDSTREAM PRTNRS LP COM 559080106 709 21,871 SH 01, 02 DEFINED 709 MANITOWOC INC COM 563571108 415 26,700 SH 01, 02 DEFINED 415 MANPOWER INC COM 56418H100 837 19,400 SH 01, 02 DEFINED 837 MARINER ENERGY INC COM 56845T305 701 34,200 SH 01, 02 DEFINED 701 MARSH & MCLENNAN COS INC COM 571748102 353 11,100 SH 01, 02 DEFINED 353 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 259 27,900 SH 01, 02 DEFINED 259 MASSEY ENERGY CORP COM 576206106 210 5,900 SH 01, 02 DEFINED 210 MASTERCARD INC CL A 57636Q104 621 3,500 SH 01, 02 DEFINED 621 MCCORMICK & CO INC COM 579780206 1,062 27,629 SH 01, 02 DEFINED 1,062 MCDONALDS CORP COM 580135101 1,114 18,049 SH 01, 02 DEFINED 1,114 MCMORAN EXPLORATION CO COM 582411104 442 18,700 SH 01, 02 DEFINED 442 MDU RES GROUP INC COM 552690109 213 7,342 SH 01, 02 DEFINED 213 MEADWESTVACO CORP COM 583334107 1,121 48,077 SH 01, 02 DEFINED 1,121 METLIFE INC COM 59156R108 621 11,091 SH 01, 02 DEFINED 621 METROPCS COM 591708102 297 21,195 SH 01, 02 DEFINED 297 MICRON TECHNOLOGY INC COM 595112103 244 60,200 SH 01, 02 DEFINED 244 MICROSOFT CORP COM 594918104 550 20,600 SH 01, 02 DEFINED 550 MILLIPORE CORP COM 601073109 296 4,300 SH 01, 02 DEFINED 296 MOLSON COORS BREWING CO CL B 60871R209 818 17,500 SH 01, 02 DEFINED 818 MONSANTO CO NEW COM 61166W101 921 9,300 SH 01, 02 DEFINED 921 MOSAIC CO COM 61945A107 381 5,600 SH 01, 02 DEFINED 381 MURPHY OIL CORP COM 626717102 654 10,200 SH 01, 02 DEFINED 654 MYLAN INC COM 628530107 225 19,678 SH 01, 02 DEFINED 225 MYRIAD GENETICS INC COM 62855J104 960 14,800 SH 01, 02 DEFINED 960 NABORS INDUSTRIES LTD SHS G6359F103 1,572 63,100 SH 01, 02 DEFINED 1,572 NALCO HOLDING COMPANY COM 62985Q101 213 11,500 SH 01, 02 DEFINED 213 NATIONAL FUEL GAS CO N J COM 636180101 295 7,000 SH 01, 02 DEFINED 295 NATIONAL INSTRS CORP COM 636518102 245 8,144 SH 01, 02 DEFINED 245 NATIONAL OILWELL VARCO INC COM 637071101 1,467 29,200 SH 01, 02 DEFINED 1,467 NATIONAL RETAIL PROPERTIES I COM 637417106 857 35,800 SH 01, 02 DEFINED 857 NATIONAL SEMICONDUCTOR CORP COM 637640103 174 10,100 SH 01, 02 DEFINED 174 NCR CORP NEW COM 62886E108 370 16,800 SH 01, 02 DEFINED 370 NEUSTAR INC CL A 64126X201 475 23,877 SH 01, 02 DEFINED 475 NEW YORK CMNTY BANCORP INC COM 649445103 431 25,672 SH 01, 02 DEFINED 431 NEWELL RUBBERMAID INC COM 651229106 854 49,500 SH 01, 02 DEFINED 854 NEWMONT MINING CORP COM 651639106 822 21,200 SH 01, 02 DEFINED 822 NICOR INC COM 654086107 803 18,100 SH 01, 02 DEFINED 803 NIKE INC CL B 654106103 903 13,500 SH 01, 02 DEFINED 903 NISOURCE INC COM 65473P105 167 11,300 SH 01, 02 DEFINED 167 NOBLE CORPORATION SHS G65422100 896 20,400 SH 01, 02 DEFINED 896 NOBLE ENERGY INC COM 655044105 478 8,600 SH 01, 02 DEFINED 478 NORFOLK SOUTHERN CORP COM 655844108 636 9,600 SH 01, 02 DEFINED 636 NORTEL NETWORKS CORP NEW COM NEW 656568508 168 74,900 SH 01, 02 DEFINED 168 NORTHEAST UTILS COM 664397106 775 30,200 SH 01, 02 DEFINED 775 NORTHROP GRUMMAN CORP COM 666807102 394 6,500 SH 01, 02 DEFINED 394 NOVELL INC COM 670006105 96 18,620 SH 01, 02 DEFINED 96 NRG ENERGY INC COM NEW 629377508 215 8,700 SH 01, 02 DEFINED 215 OCEANEERING INTL INC COM 675232102 1,104 20,700 SH 01, 02 DEFINED 1,104 ODYSSEY RE HLDGS CORP COM 67612W108 215 4,899 SH 01, 02 DEFINED 215 OIL STS INTL INC COM 678026105 484 13,700 SH 01, 02 DEFINED 484 OLIN CORP COM 680665205 229 11,800 SH 01, 02 DEFINED 229 ONEOK INC NEW COM 682680103 621 18,049 SH 01, 02 DEFINED 621 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 644 12,697 SH 01, 02 DEFINED 644 ORACLE CORP COM 68389X105 1,643 80,905 SH 01, 02 DEFINED 1,643 ORMAT TECHNOLOGIES INC COM 686688102 229 6,300 SH 01, 02 DEFINED 229 OWENS & MINOR INC NEW COM 690732102 295 6,084 SH 01, 02 DEFINED 295 PALL CORP COM 696429307 234 6,800 SH 01, 02 DEFINED 234 PARKER HANNIFIN CORP COM 701094104 1,161 21,900 SH 01, 02 DEFINED 1,161 PARTNERRE LTD COM G6852T105 490 7,199 SH 01, 02 DEFINED 490 PEPSI BOTTLING GROUP INC COM 713409100 1,041 35,680 SH 01, 02 DEFINED 1,041 PERKINELMER INC COM 714046109 330 13,200 SH 01, 02 DEFINED 330 PEROT SYS CORP CL A 714265105 435 25,050 SH 01, 02 DEFINED 435 PERRIGO CO COM 714290103 1,284 33,376 SH 01, 02 DEFINED 1,284 PFIZER INC COM 717081103 328 17,763 SH 01, 02 DEFINED 328 PG&E CORP COM 69331C108 805 21,500 SH 01, 02 DEFINED 805 PHARMACEUTICAL PROD DEV INC COM 717124101 484 11,699 SH 01, 02 DEFINED 484 PHILLIPS VAN HEUSEN CORP COM 718592108 713 18,800 SH 01, 02 DEFINED 713 PITNEY BOWES INC COM 724479100 645 19,400 SH 01, 02 DEFINED 645 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 975 24,612 SH 01, 02 DEFINED 975 PLAINS EXPL& PRODTN CO COM 726505100 204 5,800 SH 01, 02 DEFINED 204 PLATINUM UNDERWRITER HLDGS L COM G7127P100 334 9,413 SH 01, 02 DEFINED 334 PNC FINL SVCS GROUP INC COM 693475105 351 4,700 SH 01, 02 DEFINED 351 POLARIS INDS INC COM 731068102 209 4,600 SH 01, 02 DEFINED 209 POLO RALPH LAUREN CORP CL A 731572103 513 7,700 SH 01, 02 DEFINED 513 PORTLAND GEN ELEC CO COM NEW 736508847 613 25,900 SH 01, 02 DEFINED 613 POTASH CORP SASK INC COM 73755L107 462 3,500 SH 01, 02 DEFINED 462 PPL CORP COM 69351T106 756 20,408 SH 01, 02 DEFINED 756 PRAXAIR INC COM 74005P104 717 10,000 SH 01, 02 DEFINED 717 PRICELINE COM INC COM NEW 741503403 280 4,085 SH 01, 02 DEFINED 280 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 250 5,745 SH 01, 02 DEFINED 250 PROCTER & GAMBLE CO COM 742718109 730 10,481 SH 01, 02 DEFINED 730 PROGRESS ENERGY INC COM 743263105 287 6,651 SH 01, 02 DEFINED 287 PROLOGIS SH BEN INT 743410102 429 10,400 SH 01, 02 DEFINED 429 PROTECTIVE LIFE CORP COM 743674103 824 28,900 SH 01, 02 DEFINED 824 PRUDENTIAL FINL INC COM 744320102 238 3,300 SH 01, 02 DEFINED 238 PUBLIC SVC ENTERPRISE GROUP COM 744573106 508 15,500 SH 01, 02 DEFINED 508 QUEST DIAGNOSTICS INC COM 74834L100 885 17,127 SH 01, 02 DEFINED 885 QWEST COM 749121109 367 113,636 SH 01, 02 DEFINED 367 REGIONS FINANCIAL CORP NEW COM 7591EP100 121 12,622 SH 01, 02 DEFINED 121 REINSURANCE GROUP AMER INC CL A 759351406 1,640 30,379 SH 01, 02 DEFINED 1,640 RELIANT ENERGY INC COM 75952B105 627 85,300 SH 01, 02 DEFINED 627 ROBBINS & MYERS INC COM 770196103 384 12,400 SH 01, 02 DEFINED 384 ROCKWELL AUTOMATION INC COM 773903109 375 10,050 SH 01, 02 DEFINED 375 ROCKWOOD HLDGS INC COM 774415103 339 13,200 SH 01, 02 DEFINED 339 ROPER INDS INC NEW COM 776696106 309 5,433 SH 01, 02 DEFINED 309 ROSS STORES INC COM 778296103 1,513 41,112 SH 01, 02 DEFINED 1,513 RYDER SYS INC COM 783549108 614 9,900 SH 01, 02 DEFINED 614 SAIC INC COM 78390X101 498 24,604 SH 01, 02 DEFINED 498 SALESFORCE COM 79466L302 232 4,800 SH 01, 02 DEFINED 232 SALLY BEAUTY HLDGS INC COM 79546E104 101 11,800 SH 01, 02 DEFINED 101 SCHEIN HENRY INC COM 806407102 248 4,600 SH 01, 02 DEFINED 248 SCHNITZER STL INDS CL A 806882106 424 10,800 SH 01, 02 DEFINED 424 SEALED AIR CORP NEW COM 81211K100 1,119 50,900 SH 01, 02 DEFINED 1,119 SELECT COMFORT CORP COM 81616X103 6,582 3,989,192 SH 01, 02 DEFINED 6,582 SEMPRA ENERGY COM 816851109 1,312 26,003 SH 01, 02 DEFINED 1,312 SERVICE CORP INTL COM 817565104 498 59,524 SH 01, 02 DEFINED 498 SHAW GROUP INC COM 820280105 244 7,947 SH 01, 02 DEFINED 244 SIERRA PAC RES NEW COM 826428104 409 42,700 SH 01, 02 DEFINED 409 SIGMA ALDRICH CORP COM 826552101 1,837 35,045 SH 01, 02 DEFINED 1,837 SIMON PPTY GROUP INC NEW COM 828806109 504 5,200 SH 01, 02 DEFINED 504 SINA CORP ORD G81477104 225 6,400 SH 01, 02 DEFINED 225 SL GREEN RLTY CORP COM 78440X101 622 9,602 SH 01, 02 DEFINED 622 SLM CORP COM 78442P106 196 15,900 SH 01, 02 DEFINED 196 SMITH INTL INC COM 832110100 440 7,500 SH 01, 02 DEFINED 440 SMITHFIELD FOODS INC COM 832248108 330 20,800 SH 01, 02 DEFINED 330 SMUCKER J M CO COM NEW 832696405 566 11,162 SH 01, 02 DEFINED 566 SNAP ON INC COM 833034101 205 3,900 SH 01, 02 DEFINED 205 SOHU COM INC COM 83408W103 1,070 19,200 SH 01, 02 DEFINED 1,070 SONOCO PRODS CO COM 835495102 505 17,000 SH 01, 02 DEFINED 505 SOTHEBYS COM 835898107 487 24,300 SH 01, 02 DEFINED 487 SOUTHERN UN CO NEW COM 844030106 448 21,700 SH 01, 02 DEFINED 448 SOUTHWEST AIRLS CO COM 844741108 1,315 90,600 SH 01, 02 DEFINED 1,315 SOVEREIGN BANCORP INC COM 845905108 182 46,000 SH 01, 02 DEFINED 182 SPDR TR UNIT SER 1 78462F103 17,859 153,967 SH 01, 02 DEFINED 17,859 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 272 16,952 SH 01, 02 DEFINED 272 SPX CORP COM 784635104 878 11,400 SH 01, 02 DEFINED 878 STANCORP FINL GROUP INC COM 852891100 208 4,002 SH 01, 02 DEFINED 208 STANLEY WKS COM 854616109 221 5,300 SH 01, 02 DEFINED 221 STAPLES INC COM 855030102 236 10,500 SH 01, 02 DEFINED 236 STATE STR CORP COM 857477103 903 15,867 SH 01, 02 DEFINED 903 STRAYER ED INC COM 863236105 371 1,852 SH 01, 02 DEFINED 371 SUNOCO INC COM 86764P109 267 7,500 SH 01, 02 DEFINED 267 SUNPOWER CORP COM CL A 867652109 336 4,731 SH 01, 02 DEFINED 336 SUNTRUST BKS INC COM 867914103 2,564 57,000 SH 01, 02 DEFINED 2,564 SUPERVALU INC COM 868536103 675 31,100 SH 01, 02 DEFINED 675 SVB FINL GROUP COM 78486Q101 492 8,500 SH 01, 02 DEFINED 492 SYNOPSYS INC COM 871607107 355 17,799 SH 01, 02 DEFINED 355 TAUBMAN CTRS INC COM 876664103 585 11,700 SH 01, 02 DEFINED 585 TECHNE CORP COM 878377100 537 7,452 SH 01, 02 DEFINED 537 TELEPHONE & DATA SYS INC COM 879433100 590 16,501 SH 01, 02 DEFINED 590 TELLABS INC COM 879664100 954 234,900 SH 01, 02 DEFINED 954 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 225 8,600 SH 01, 02 DEFINED 225 TERADATA CORP DEL COM 88076W103 384 19,679 SH 01, 02 DEFINED 384 TEREX CORP NEW COM 880779103 317 10,398 SH 01, 02 DEFINED 317 TERRA INDS INC COM 880915103 797 27,100 SH 01, 02 DEFINED 797 TETRA TECHNOLOGIES INC DEL COM 88162F105 292 21,100 SH 01, 02 DEFINED 292 TIBCO SOFTWARE INC COM 88632Q103 152 20,700 SH 01, 02 DEFINED 152 TIDEWATER INC COM 886423102 2,054 37,108 SH 01, 02 DEFINED 2,054 TIFFANY & CO NEW COM 886547108 824 23,200 SH 01, 02 DEFINED 824 TIME WARNER INC COM 887317105 922 70,300 SH 01, 02 DEFINED 922 TRANSOCEAN INC NEW SHS G90073100 626 5,700 SH 01, 02 DEFINED 626 TRAVELERS COMPANIES INC COM 89417E109 375 8,300 SH 01, 02 DEFINED 375 TRINITY INDS INC COM 896522109 453 17,601 SH 01, 02 DEFINED 453 TUPPERWARE BRANDS CORP COM 899896104 456 16,486 SH 01, 02 DEFINED 456 TW TELECOM INC COM 87311L104 263 25,357 SH 01, 02 DEFINED 263 TYSON FOODS INC CL A 902494103 416 34,800 SH 01, 02 DEFINED 416 UMB FINL CORP COM 902788108 1,418 27,001 SH 01, 02 DEFINED 1,418 UNION PAC CORP COM 907818108 1,388 19,500 SH 01, 02 DEFINED 1,388 UNIT CORP COM 909218109 329 6,600 SH 01, 02 DEFINED 329 UNITED STATES STL CORP NEW COM 912909108 202 2,600 SH 01, 02 DEFINED 202 UNIVERSAL HLTH SVCS INC CL B 913903100 812 14,500 SH 01, 02 DEFINED 812 URS CORP NEW COM 903236107 1,327 36,181 SH 01, 02 DEFINED 1,327 VALERO ENERGY CORP NEW COM 91913Y100 909 30,000 SH 01, 02 DEFINED 909 VALMONT INDS INC COM 920253101 521 6,300 SH 01, 02 DEFINED 521 VALSPAR CORP COM 920355104 834 37,407 SH 01, 02 DEFINED 834 VCA ANTECH INC COM 918194101 252 8,559 SH 01, 02 DEFINED 252 VISHAY INTERTECHNOLOGY INC COM 928298108 182 27,542 SH 01, 02 DEFINED 182 VMWARE INC CL A 928563402 730 27,400 SH 01, 02 DEFINED 730 VORNADO RLTY TR SH BEN INT 929042109 646 7,100 SH 01, 02 DEFINED 646 W & T OFFSHORE INC COM 92922P106 610 22,353 SH 01, 02 DEFINED 610 WAL MART STORES INC COM 931142103 1,503 25,100 SH 01, 02 DEFINED 1,503 WASTE CONNECTIONS INC COM 941053100 223 6,500 SH 01, 02 DEFINED 223 WATERS CORP COM 941848103 436 7,500 SH 01, 02 DEFINED 436 WATSON PHARMACEUTICALS INC COM 942683103 212 7,449 SH 01, 02 DEFINED 212 WATSON WYATT WORLDWIDE INC CL A 942712100 1,761 35,405 SH 01, 02 DEFINED 1,761 WEATHERFORD INTERNATIONAL LT COM G95089101 267 10,608 SH 01, 02 DEFINED 267 WEIGHT WATCHERS INTL INC NEW COM 948626106 298 8,133 SH 01, 02 DEFINED 298 WELLCARE HEALTH PLANS INC COM 94946T106 245 6,808 SH 01, 02 DEFINED 245 WERNER ENTERPRISES INC COM 950755108 258 11,900 SH 01, 02 DEFINED 258 WHIRLPOOL CORP COM 963320106 700 8,826 SH 01, 02 DEFINED 700 WILLIAMS COS INC DEL COM 969457100 581 24,574 SH 01, 02 DEFINED 581 WILLIS GROUP HOLDINGS LTD SHS G96655108 465 14,400 SH 01, 02 DEFINED 465 WINDSTREAM CORP COM 97381W104 224 20,432 SH 01, 02 DEFINED 224 YUM BRANDS INC COM 988498101 362 11,100 SH 01, 02 DEFINED 362 ZIMMER HLDGS INC COM 98956P102 387 6,000 SH 01, 02 DEFINED 387 ZIONS BANCORPORATION COM 989701107 298 7,705 SH 01, 02 DEFINED 298 433 295,488
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 433 Form 13F Information Table Value Total: $295,488 (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 01 28- 10034 CGI Holdings, Inc. 02 28- 10033 Clinton Group Equity, Co. -----END PRIVACY-ENHANCED MESSAGE-----