-----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, AbLLN4KsgFmdXB6Lr0sLeIpfoGpsU8h3PNiMUKj2RZcDRD2fImm0hgybx7HKqdsg SpYP2f3PnS9cYWVfwcepGQ== 0000950159-08-001055.txt : 20080716 0000950159-08-001055.hdr.sgml : 20080716 20080716093453 ACCESSION NUMBER: 0000950159-08-001055 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080716 DATE AS OF CHANGE: 20080716 EFFECTIVENESS DATE: 20080716 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: 08954239 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: June 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 07/16/08 - ---------------------- --------------- ------------------ [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 299 4,300 SH 01,02 DEFINED 4,300 ACCENTURE LTD BERMUDA CL A G1150G111 273 6,700 SH 01,02 DEFINED 6,700 ACE LTD ORD G0070K103 218 3,950 SH 01,02 DEFINED 3,950 ACTUANT CORP CL A NEW 00508X203 384 12,263 SH 01,02 DEFINED 12,263 ACTUATE CORP COM 00508B102 314 80,202 SH 01,02 DEFINED 80,202 ADOBE SYS INC COM 00724F101 1,583 40,200 SH 01,02 DEFINED 40,200 ADVANCE AMER CASH ADVANCE CT COM 00739W107 59 11,600 SH 01,02 DEFINED 11,600 AERCAP HOLDINGS NV SHS N00985106 868 68,700 SH 01,02 DEFINED 68,700 AEROPOSTALE COM 007865108 965 30,800 SH 01,02 DEFINED 30,800 AGL RES INC COM 001204106 1,304 37,700 SH 01,02 DEFINED 37,700 AGRIUM INC COM 008916108 312 2,904 SH 01,02 DEFINED 2,904 AIR PRODS & CHEMS INC COM 009158106 261 2,641 SH 01,02 DEFINED 2,641 AK STL HLDG CORP COM 001547108 2,395 34,703 SH 01,02 DEFINED 34,703 ALEXANDER & BALDWIN INC COM 014482103 711 15,607 SH 01,02 DEFINED 15,607 ALLEGHANY CORP DEL COM 017175100 351 1,057 SH 01,02 DEFINED 1,057 ALLEGHENY ENERGY INC COM 017361106 475 9,489 SH 01,02 DEFINED 9,489 ALLERGAN INC COM 018490102 1,249 24,000 SH 01,02 DEFINED 24,000 ALLIANT ENERGY CORP COM 018802108 1,028 30,000 SH 01,02 DEFINED 30,000 ALLIANT TECHSYSTEMS INC COM 018804104 1,461 14,364 SH 01,02 DEFINED 14,364 ALLIED CAP CORP NEW COM 01903Q108 2,827 203,534 SH 01,02 DEFINED 203,534 ALLSTATE CORP COM 020002101 711 15,600 SH 01,02 DEFINED 15,600 ALPHA NATURAL RESOURCES INC COM 02076X102 1,085 10,400 SH 01,02 DEFINED 10,400 ALTERA CORP COM 021441100 3,964 191,496 SH 01,02 DEFINED 191,496 ALTRIA GROUP INC COM 02209S103 5,581 271,461 SH 01,02 DEFINED 271,461 AMAZON COM INC COM 023135106 396 5,400 SH 01,02 DEFINED 5,400 AMB PROPERTY CORP COM 00163T109 1,300 25,798 SH 01,02 DEFINED 25,798 AMDOCS LTD ORD G02602103 415 14,100 SH 01,02 DEFINED 14,100 AMERICAN CMNTY NEWSPAPERS INC COM 02520T103 325 1,300,000 SH 01,02 DEFINED1,300,000 AMERICAN COMMERCIAL LINES COM NEW 025195207 111 10,200 SH 01,02 DEFINED 10,200 AMERICAN DENTAL PARTNERS COM 025353103 292 24,563 SH 01,02 DEFINED 24,563 AMERICAN EAGLE OUTFITTERS COM 02553E106 298 21,833 SH 01,02 DEFINED 21,833 AMERICAN EXPRESS CO COM 025816109 6,171 163,819 SH 01,02 DEFINED 163,819 AMERICAN FINL GROUP INC OHIO COM 025932104 258 9,646 SH 01,02 DEFINED 9,646 AMERICAN INTL GROUP INC COM 026874107 6,700 253,200 SH 01,02 DEFINED 253,200 AMERICAN REPROGRAPHICS CO COM 029263100 364 21,854 SH 01,02 DEFINED 21,854 AMERICREDIT CORP COM 03060R101 133 15,400 SH 01,02 DEFINED 15,400 AMERIGROUP CORP COM 03073T102 751 36,100 SH 01,02 DEFINED 36,100 AMERIPRISE FINL INC COM 03076C106 680 16,710 SH 01,02 DEFINED 16,710 AMGEN INC COM 031162100 863 18,300 SH 01,02 DEFINED 18,300 AMKOR TECHNOLOGY INC COM 031652100 668 64,200 SH 01,02 DEFINED 64,200 AMPCO-PITTSBURGH CORP COM 032037103 379 8,526 SH 01,02 DEFINED 8,526 AMSURG CORP COM 03232P405 221 9,073 SH 01,02 DEFINED 9,073 AMTRUST FINANCIAL SERVICES COM 032359309 126 10,000 SH 01,02 DEFINED 10,000 ANADARKO PETE CORP COM 032511107 2,125 28,397 SH 01,02 DEFINED 28,397 ANALOG DEVICES INC COM 032654105 1,487 46,800 SH 01,02 DEFINED 46,800 ANTHRACITE CAP INC COM 037023108 100 14,200 SH 01,02 DEFINED 14,200 APACHE CORP COM 037411105 361 2,600 SH 01,02 DEFINED 2,600 APOLLO GROUP INC CL A 037604105 1,226 27,700 SH 01,02 DEFINED 27,700 APTARGROUP INC COM 038336103 252 5,998 SH 01,02 DEFINED 5,998 ARBOR RLTY TR INC COM 038923108 189 21,100 SH 01,02 DEFINED 21,100 ARCH CAP GROUP LTD ORD G0450A105 630 9,502 SH 01,02 DEFINED 9,502 ARCH COAL INC COM 039380100 1,861 24,800 SH 01,02 DEFINED 24,800 ARMSTRONG WORLD INDS INC NEW COM 04247X102 459 15,700 SH 01,02 DEFINED 15,700 ARROW ELECTRS INC COM 042735100 1,382 45,000 SH 01,02 DEFINED 45,000 ASHLAND INC NEW COM 044209104 1,538 31,900 SH 01,02 DEFINED 31,900 ASSOCIATED BANC CORP COM 045487105 888 46,015 SH 01,02 DEFINED 46,015 ASSURED GUARANTY LTD COM G0585R106 453 25,200 SH 01,02 DEFINED 25,200 ASTA FDG INC COM 046220109 327 36,138 SH 01,02 DEFINED 36,138 ASTORIA FINL CORP COM 046265104 760 37,871 SH 01,02 DEFINED 37,871 ATLANTIC TELE NETWORK INC COM NEW 049079205 373 13,571 SH 01,02 DEFINED 13,571 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 527 13,500 SH 01,02 DEFINED 13,500 ATP OIL & GAS CORP COM 00208J108 328 8,300 SH 01,02 DEFINED 8,300 AUTODESK INC COM 052769106 1,609 47,600 SH 01,02 DEFINED 47,600 AUTOLIV INC COM 052800109 1,094 23,461 SH 01,02 DEFINED 23,461 AUTONATION INC COM 05329W102 4,743 473,316 SH 01,02 DEFINED 473,316 AUTOZONE INC COM 053332102 3,400 28,099 SH 01,02 DEFINED 28,099 AVALONBAY CMNTYS INC COM 053484101 1,997 22,400 SH 01,02 DEFINED 22,400 AVERY DENNISON CORP COM 053611109 373 8,500 SH 01,02 DEFINED 8,500 AVIS BUDGET GROUP COM 053774105 274 32,700 SH 01,02 DEFINED 32,700 AVON PRODS INC COM 054303102 436 12,100 SH 01,02 DEFINED 12,100 AXIS CAPITAL HOLDINGS SHS G0692U109 307 10,300 SH 01,02 DEFINED 10,300 BAKER HUGHES INC COM 057224107 533 6,100 SH 01,02 DEFINED 6,100 BARNES & NOBLE INC COM 067774109 537 21,599 SH 01,02 DEFINED 21,599 BARR PHARMACEUTICALS INC COM 068306109 542 12,012 SH 01,02 DEFINED 12,012 BARRETT BILL CORP COM 06846N104 707 11,900 SH 01,02 DEFINED 11,900 BAXTER INTL INC COM 071813109 1,789 27,980 SH 01,02 DEFINED 27,980 BB&T CORP COM 054937107 214 9,382 SH 01,02 DEFINED 9,382 BE AEROSPACE INC COM 073302101 485 20,827 SH 01,02 DEFINED 20,827 BECTON DICKINSON & CO COM 075887109 1,244 15,300 SH 01,02 DEFINED 15,300 BED BATH & BEYOND INC COM 075896100 1,992 70,895 SH 01,02 DEFINED 70,895 BELDEN INC COM 077454106 528 15,596 SH 01,02 DEFINED 15,596 BERRY PETE CO CL A 085789105 359 6,100 SH 01,02 DEFINED 6,100 BEST BUY INC COM 086516101 1,378 34,800 SH 01,02 DEFINED 34,800 BIGBAND NETWORKS INC COM 089750509 138 29,203 SH 01,02 DEFINED 29,203 BIOGEN IDEC INC COM 09062X103 386 6,900 SH 01,02 DEFINED 6,900 BIOMARIN PHARMACEUTICAL INC COM 09061G101 913 31,500 SH 01,02 DEFINED 31,500 BJ SVCS CO COM 055482103 2,332 73,000 SH 01,02 DEFINED 73,000 BJS WHOLESALE CLUB INC COM 05548J106 886 22,883 SH 01,02 DEFINED 22,883 BLACK HILLS CORP COM 092113109 205 6,400 SH 01,02 DEFINED 6,400 BLACKROCK INC COM 09247X101 1,982 11,200 SH 01,02 DEFINED 11,200 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 372 20,432 SH 01,02 DEFINED 20,432 BLOCK H & R INC COM 093671105 1,778 83,100 SH 01,02 DEFINED 83,100 BLOCKBUSTER INC CL A 093679108 29 11,420 SH 01,02 DEFINED 11,420 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,759 74,892 SH 01,02 DEFINED 74,892 BOEING CO COM 097023105 723 11,000 SH 01,02 DEFINED 11,000 BOSTON SCIENTIFIC CORP COM 101137107 1,347 109,600 SH 01,02 DEFINED 109,600 BPZ RESOURCES INC COM 055639108 578 19,660 SH 01,02 DEFINED 19,660 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 295 18,700 SH 01,02 DEFINED 18,700 BRINKER INTL INC COM 109641100 420 22,200 SH 01,02 DEFINED 22,200 BROCADE COMMUNICATIONS SYS COM NEW 111621306 471 57,197 SH 01,02 DEFINED 57,197 BROOKFIELD PPTYS CORP COM 112900105 532 29,928 SH 01,02 DEFINED 29,928 BUCYRUS INTL INC NEW COM 118759109 701 9,600 SH 01,02 DEFINED 9,600 BUILD A BEAR WORKSHOP COM 120076104 316 43,476 SH 01,02 DEFINED 43,476 BUNGE LIMITED COM G16962105 2,491 23,134 SH 01,02 DEFINED 23,134 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 274 5,000 SH 01,02 DEFINED 5,000 CA INC COM 12673P105 553 23,967 SH 01,02 DEFINED 23,967 CABOT OIL & GAS CORP COM 127097103 1,775 26,200 SH 01,02 DEFINED 26,200 CADENCE DESIGN SYSTEM INC COM 127387108 101 10,038 SH 01,02 DEFINED 10,038 CAMDEN PPTY TR SH BEN INT 133131102 248 5,600 SH 01,02 DEFINED 5,600 CAPITAL ONE FINL CORP COM 14040H105 1,182 31,100 SH 01,02 DEFINED 31,100 CAPITALSOURCE INC COM 14055X102 371 33,500 SH 01,02 DEFINED 33,500 CAPITOL FED FINL COM 14057C106 707 18,800 SH 01,02 DEFINED 18,800 CARMAX INC COM 143130102 1,869 131,700 SH 01,02 DEFINED 131,700 CARPENTER TECHNOLOGY CORP COM 144285103 716 16,400 SH 01,02 DEFINED 16,400 CARRIZO OIL & CO INC COM 144577103 482 7,078 SH 01,02 DEFINED 7,078 CARROLS RESTAURANT GROUP INC COM 14574X104 1,988 383,063 SH 01,02 DEFINED 383,063 CASS INFORMATION SYS INC COM 14808P109 298 9,293 SH 01,02 DEFINED 9,293 CATERPILLAR INC DEL COM 149123101 524 7,100 SH 01,02 DEFINED 7,100 CB RICHARD ELLIS GROUP INC CL A 12497T101 382 19,900 SH 01,02 DEFINED 19,900 CBL & ASSOC PPTYS INC COM 124830100 335 14,660 SH 01,02 DEFINED 14,660 CBS CORP NEW CL B 124857202 723 37,100 SH 01,02 DEFINED 37,100 CELANESE CORP DEL COM SER A 150870103 370 8,100 SH 01,02 DEFINED 8,100 CENTERPOINT ENERGY INC COM 15189T107 188 11,717 SH 01,02 DEFINED 11,717 CENTURYTEL INC COM 156700106 2,374 66,700 SH 01,02 DEFINED 66,700 CERADYNE INC COM 156710105 350 10,218 SH 01,02 DEFINED 10,218 CF INDS HLDGS INC COM 125269100 1,008 6,596 SH 01,02 DEFINED 6,596 CHARLOTTE RUSSE HLDG INC COM 161048103 338 19,022 SH 01,02 DEFINED 19,022 CHARMING SHOPPES INC COM 161133103 107 23,400 SH 01,02 DEFINED 23,400 CHECK POINT SOFTWARE TECH LT ORD M22465104 1,238 52,300 SH 01,02 DEFINED 52,300 CHEESECAKE FACTORY INC COM 163072101 831 52,200 SH 01,02 DEFINED 52,200 CHESAPEAKE ENERGY CORP COM 165167107 890 13,500 SH 01,02 DEFINED 13,500 CHEVRON CORP NEW COM 166764100 3,410 34,400 SH 01,02 DEFINED 34,400 CHICOS FAS INC COM 168615102 781 145,500 SH 01,02 DEFINED 145,500 CHINA INFORMATION SEC TECH COM ADDED 16944F101 3,558 628,708 SH 01,02 DEFINED 628,708 CHINA SEC & SURVE TECH INC COM 16942J105 2,286 169,581 SH 01,02 DEFINED 169,581 CHIPOTLE MEXICAN GRILL INC CL A 169656105 372 4,500 SH 01,02 DEFINED 4,500 CHURCH & DWIGHT INC COM 171340102 800 14,200 SH 01,02 DEFINED 14,200 CIENA CORP COM NEW 171779309 535 23,100 SH 01,02 DEFINED 23,100 CIGNA CORP COM 125509109 382 10,800 SH 01,02 DEFINED 10,800 CIMAREX ENERGY CO COM 171798101 1,586 22,758 SH 01,02 DEFINED 22,758 CINCINNATI FINL CORP COM 172062101 5,482 215,830 SH 01,02 DEFINED 215,830 CITIGROUP INC COM 172967101 2,452 146,300 SH 01,02 DEFINED 146,300 CITRIX SYS INC COM 177376100 203 6,900 SH 01,02 DEFINED 6,900 CLEVELAND CLIFFS INC COM 185896107 2,898 24,311 SH 01,02 DEFINED 24,311 CME GROUP INC COM 12572Q105 1,304 3,404 SH 01,02 DEFINED 3,404 COACH INC COM 189754104 758 26,259 SH 01,02 DEFINED 26,259 COLONIAL PPTYS TR COM SH BEN INT 195872106 304 15,200 SH 01,02 DEFINED 15,200 COLUMBIA SPORTSWEAR CO COM 198516106 209 5,700 SH 01,02 DEFINED 5,700 COMCAST CORP NEW CL A 20030N101 203 10,719 SH 01,02 DEFINED 10,719 COMPASS MINERALS INTL INC COM 20451N101 1,410 17,500 SH 01,02 DEFINED 17,500 COMPLETE PRODUCTION SERVICES COM 20453E109 1,016 27,900 SH 01,02 DEFINED 27,900 COMPUTER SCIENCES CORP COM 205363104 220 4,700 SH 01,02 DEFINED 4,700 CONAGRA FOODS INC COM 205887102 460 23,859 SH 01,02 DEFINED 23,859 CONCHO RES INC COM 20605P101 205 5,500 SH 01,02 DEFINED 5,500 CONOCOPHILLIPS COM 20825C104 1,038 11,000 SH 01,02 DEFINED 11,000 CONSOL ENERGY INC COM 20854P109 1,260 11,211 SH 01,02 DEFINED 11,211 CONSOLIDATED EDISON INC COM 209115104 582 14,900 SH 01,02 DEFINED 14,900 CONTINENTAL RESOURCES INC COM 212015101 213 3,070 SH 01,02 DEFINED 3,070 COOPER INDS LTD CL A G24182100 1,481 37,500 SH 01,02 DEFINED 37,500 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 525 15,300 SH 01,02 DEFINED 15,300 COVANCE INC COM 222816100 215 2,500 SH 01,02 DEFINED 2,500 COWEN GROUP INC COM 223621103 4,167 539,797 SH 01,02 DEFINED 539,797 CROCS INC COM 227046109 297 37,024 SH 01,02 DEFINED 37,024 CROSSTEX ENERGY INC COM 22765Y104 349 10,074 SH 01,02 DEFINED 10,074 CUMMINS INC COM 231021106 1,179 18,000 SH 01,02 DEFINED 18,000 CURTISS WRIGHT CORP COM 231561101 1,132 25,300 SH 01,02 DEFINED 25,300 CVB FINL CORP COM 126600105 226 23,900 SH 01,02 DEFINED 23,900 CVR ENERGY INC COM 12662P108 608 31,600 SH 01,02 DEFINED 31,600 CYNOSURE INC CL A 232577205 363 18,317 SH 01,02 DEFINED 18,317 CYPRESS SEMICONDUCTOR CORP COM 232806109 466 18,820 SH 01,02 DEFINED 18,820 CYTEC INDS INC COM 232820100 551 10,100 SH 01,02 DEFINED 10,100 DAIMLER AG REG SHS D1668R123 352 5,700 SH 01,02 DEFINED 5,700 DANAHER CORP DEL COM 235851102 549 7,100 SH 01,02 DEFINED 7,100 DAVITA INC COM 23918K108 925 17,418 SH 01,02 DEFINED 17,418 DCT INDUSTRIAL TRUST INC COM 233153105 494 59,699 SH 01,02 DEFINED 59,699 DEALERTRACK HLDGS INC COM 242309102 394 27,907 SH 01,02 DEFINED 27,907 DEAN FOODS CO NEW COM 242370104 593 30,200 SH 01,02 DEFINED 30,200 DECKERS OUTDOOR CORP COM 243537107 974 7,000 SH 01,02 DEFINED 7,000 DEERE & CO COM 244199105 505 7,000 SH 01,02 DEFINED 7,000 DEL MONTE FOODS CO COM 24522P103 433 61,000 SH 01,02 DEFINED 61,000 DENBURY RES INC COM NEW 247916208 1,635 44,800 SH 01,02 DEFINED 44,800 DEVELOPERS DIVERSIFIED RLTY COM 251591103 2,618 75,420 SH 01,02 DEFINED 75,420 DEVON ENERGY CORP NEW COM 25179M103 4,506 37,504 SH 01,02 DEFINED 37,504 DICE HLDGS INC COM 253017107 388 47,029 SH 01,02 DEFINED 47,029 DICKS SPORTING GOODS INC COM 253393102 949 53,500 SH 01,02 DEFINED 53,500 DIGI INTL INC COM 253798102 257 32,732 SH 01,02 DEFINED 32,732 DIGITAL RIV INC COM 25388B104 284 7,370 SH 01,02 DEFINED 7,370 DILLARDS INC CL A 254067101 5,310 458,966 SH 01,02 DEFINED 458,966 DISCOVER FINL SVCS COM 254709108 1,981 150,400 SH 01,02 DEFINED 150,400 DISCOVERY HOLDING CO CL A COM 25468Y107 545 24,800 SH 01,02 DEFINED 24,800 DISH NETWORK CORP CL A 25470M109 1,599 54,600 SH 01,02 DEFINED 54,600 DISNEY WALT CO COM 254687106 1,900 60,900 SH 01,02 DEFINED 60,900 DOLLAR TREE INC COM 256746108 814 24,895 SH 01,02 DEFINED 24,895 DOMTAR CORP COM 257559104 485 88,995 SH 01,02 DEFINED 88,995 DONALDSON INC COM 257651109 1,085 24,300 SH 01,02 DEFINED 24,300 DONNELLEY R R & SONS CO COM 257867101 1,227 41,315 SH 01,02 DEFINED 41,315 DPL INC COM 233293109 425 16,099 SH 01,02 DEFINED 16,099 DU PONT E I DE NEMOURS & CO COM 263534109 1,750 40,800 SH 01,02 DEFINED 40,800 E M C CORP MASS COM 268648102 1,089 74,100 SH 01,02 DEFINED 74,100 EASTGROUP PPTY INC COM 277276101 253 5,900 SH 01,02 DEFINED 5,900 EASTMAN KODAK CO COM 277461109 610 42,300 SH 01,02 DEFINED 42,300 EATON CORP COM 278058102 501 5,900 SH 01,02 DEFINED 5,900 EATON VANCE CORP COM NON VTG 278265103 616 15,499 SH 01,02 DEFINED 15,499 EBAY INC COM 278642103 720 26,356 SH 01,02 DEFINED 26,356 EDISON INTL COM 281020107 1,639 31,900 SH 01,02 DEFINED 31,900 EL PASO CORP COM 28336L109 515 23,690 SH 01,02 DEFINED 23,690 ELAN PLC ADR 284131208 992 27,902 SH 01,02 DEFINED 27,902 ELECTRONIC ARTS INC COM 285512109 1,071 24,115 SH 01,02 DEFINED 24,115 EMCOR GROUP INC COM 29084Q100 561 19,654 SH 01,02 DEFINED 19,654 EMERSON ELEC CO COM 291011104 4,045 81,800 SH 01,02 DEFINED 81,800 EMULEX CORP COM NEW 292475209 340 29,174 SH 01,02 DEFINED 29,174 ENCANA CORP COM 292505104 1,428 15,700 SH 01,02 DEFINED 15,700 ENCORE ACQUISITION CO COM 29255W100 301 4,000 SH 01,02 DEFINED 4,000 ENERGEN CORP COM 29265N108 991 12,700 SH 01,02 DEFINED 12,700 ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 768 26,500 SH 01,02 DEFINED 26,500 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1,444 33,208 SH 01,02 DEFINED 33,208 ENTEGRIS INC COM 29362U104 84 12,842 SH 01,02 DEFINED 12,842 ENTERPRISE GP HLDGS L P UNIT LP INT 293716106 968 32,173 SH 01,02 DEFINED 32,173 EOG RES INC COM 26875P101 512 3,900 SH 01,02 DEFINED 3,900 EQUIFAX INC COM 294429105 619 18,400 SH 01,02 DEFINED 18,400 EQUITABLE RES INC COM 294549100 290 4,196 SH 01,02 DEFINED 4,196 EQUITY ONE COM 294752100 434 21,100 SH 01,02 DEFINED 21,100 ESSEX PPTY TR INC COM 297178105 523 4,913 SH 01,02 DEFINED 4,913 ESTERLINE TECHNOLOGIES CORP COM 297425100 437 8,867 SH 01,02 DEFINED 8,867 EURONET WORLDWIDE INC COM 298736109 344 20,338 SH 01,02 DEFINED 20,338 EVEREST RE GROUP LTD COM G3223R108 1,682 21,100 SH 01,02 DEFINED 21,100 EXPEDIA INC DEL COM 30212P105 219 11,900 SH 01,02 DEFINED 11,900 EXTREME NETWORKS INC COM 30226D106 65 22,856 SH 01,02 DEFINED 22,856 EXXON MOBIL CORP COM 30231G102 4,063 46,100 SH 01,02 DEFINED 46,100 EZCORP INC CL A NON VTG 302301106 407 31,897 SH 01,02 DEFINED 31,897 F M C CORP COM NEW 302491303 712 9,200 SH 01,02 DEFINED 9,200 F5 NETWORKS INC COM 315616102 513 18,038 SH 01,02 DEFINED 18,038 FACTSET RESH SYS INC COM 303075105 209 3,700 SH 01,02 DEFINED 3,700 FAMILY DLR STORES INC COM 307000109 499 25,027 SH 01,02 DEFINED 25,027 FASTENAL CO COM 311900104 535 12,400 SH 01,02 DEFINED 12,400 FBL FINL GROUP INC CL A 30239F106 201 10,100 SH 01,02 DEFINED 10,100 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 987 14,300 SH 01,02 DEFINED 14,300 FEDERAL SIGNAL CORP COM 313855108 190 15,800 SH 01,02 DEFINED 15,800 FEDEX CORP COM 31428X106 512 6,500 SH 01,02 DEFINED 6,500 FINISAR COM 31787A101 44 36,566 SH 01,02 DEFINED 36,566 FIRST MIDWEST BANCORP DEL COM 320867104 207 11,100 SH 01,02 DEFINED 11,100 FIRST SOLAR INC COM 336433107 1,586 5,812 SH 01,02 DEFINED 5,812 FISERV INC COM 337738108 2,033 44,800 SH 01,02 DEFINED 44,800 FLEXTRONICS INTL LTD ORD Y2573F102 617 65,649 SH 01,02 DEFINED 65,649 FMC TECHNOLOGIES INC COM 30249U101 539 7,000 SH 01,02 DEFINED 7,000 FOOT LOCKER INC COM 344849104 885 71,077 SH 01,02 DEFINED 71,077 FOREST OIL CORP COM PAR $0.01 346091705 2,958 39,700 SH 01,02 DEFINED 39,700 FOUNDATION COAL HLDGS INC COM 35039W100 1,860 21,000 SH 01,02 DEFINED 21,000 FOUNDRY NETWORKS INC COM 35063R100 422 35,692 SH 01,02 DEFINED 35,692 FRANKLIN RES INC COM 354613101 2,576 28,106 SH 01,02 DEFINED 28,106 FREEPORT-MCMORAN COPPER & GO COM 35671D857 299 2,552 SH 01,02 DEFINED 2,552 FRESH DEL MONTE PRODUCE INC ORD G36738105 804 34,100 SH 01,02 DEFINED 34,100 FRONTIER OIL CORP COM 35914P105 280 11,717 SH 01,02 DEFINED 11,717 FULTON FINL CORP PA COM 360271100 1,950 194,045 SH 01,02 DEFINED 194,045 GAMESTOP CORP NEW CL A 36467W109 925 22,896 SH 01,02 DEFINED 22,896 GANNETT INC COM 364730101 280 12,900 SH 01,02 DEFINED 12,900 GAP INC DEL COM 364760108 797 47,800 SH 01,02 DEFINED 47,800 GARDNER DENVER INC COM 365558105 273 4,800 SH 01,02 DEFINED 4,800 GATX CORP COM 361448103 1,524 34,372 SH 01,02 DEFINED 34,372 GENCO SHIPPING & TRADING LTD SHS Y2685T107 300 4,600 SH 01,02 DEFINED 4,600 GENCORP INC COM 368682100 156 21,800 SH 01,02 DEFINED 21,800 GENERAL DYNAMICS CORP COM 369550108 3,048 36,200 SH 01,02 DEFINED 36,200 GENERAL ELECTRIC CO COM 369604103 1,818 68,100 SH 01,02 DEFINED 68,100 GENERAL GROWTH PPTYS INC COM 370021107 683 19,500 SH 01,02 DEFINED 19,500 GENERAL MLS INC COM 370334104 4,582 75,400 SH 01,02 DEFINED 75,400 GENWORTH FINL INC COM CL A 37247D106 2,392 134,300 SH 01,02 DEFINED 134,300 GFI GROUP INC COM 361652209 115 12,711 SH 01,02 DEFINED 12,711 GLOBAL PMTS INC COM 37940X102 587 12,600 SH 01,02 DEFINED 12,600 GOLDMAN SACHS GROUP INC COM 38141G104 23,828 136,239 SH 01,02 DEFINED 136,239 GOODRICH CORP COM 382388106 1,016 21,400 SH 01,02 DEFINED 21,400 GOOGLE INC CL A 38259P508 1,948 3,700 SH 01,02 DEFINED 3,700 GRAINGER W W INC COM 384802104 1,199 14,655 SH 01,02 DEFINED 14,655 GRAMERCY CAP CORP COM 384871109 192 16,529 SH 01,02 DEFINED 16,529 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DEFINED 52,628 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1,235 33,000 SH 01,02 DEFINED 33,000 INGRAM MICRO INC CL A 457153104 722 40,700 SH 01,02 DEFINED 40,700 INTEGRATED SILICON SOLUTION COM 45812P107 363 65,213 SH 01,02 DEFINED 65,213 INTEGRYS ENERGY GROUP INC COM 45822P105 229 4,500 SH 01,02 DEFINED 4,500 INTEL CORP COM 458140100 232 10,800 SH 01,02 DEFINED 10,800 INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 2,232 476,892 SH 01,02 DEFINED 476,892 INTERNATIONAL RECTIFIER CORP COM 460254105 384 20,000 SH 01,02 DEFINED 20,000 INVERNESS MED INNOVATIONS INC COM 46126P106 640 19,300 SH 01,02 DEFINED 19,300 INVITROGEN CORP COM 46185R100 4,857 123,708 SH 01,02 DEFINED 123,708 ISTAR FINL INC COM 45031U101 1,778 134,561 SH 01,02 DEFINED 134,561 ITT EDUCATIONAL SERVICES INC COM 45068B109 1,013 12,265 SH 01,02 DEFINED 12,265 J CREW GROUP INC COM 46612H402 548 16,600 SH 01,02 DEFINED 16,600 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 345 15,000 SH 01,02 DEFINED 15,000 JABIL CIRCUIT INC 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SH 01,02 DEFINED 5,400 LABORATORY CORP AMER HLDGS COM NEW 50540R409 480 6,900 SH 01,02 DEFINED 6,900 LADENBURG THALMAN FIN SVCS COM 50575Q102 57 38,000 SH 01,02 DEFINED 38,000 LAM RESEARCH CORP COM 512807108 604 16,700 SH 01,02 DEFINED 16,700 LAS VEGAS SANDS CORP COM 517834107 280 5,911 SH 01,02 DEFINED 5,911 LCA-VISION INC COM PAR $.001 501803308 228 47,870 SH 01,02 DEFINED 47,870 LEGG MASON INC COM 524901105 823 18,900 SH 01,02 DEFINED 18,900 LEGGETT & PLATT INC COM 524660107 1,028 61,300 SH 01,02 DEFINED 61,300 LEHMAN BROS HLDGS INC COM 524908100 931 47,000 SH 01,02 DEFINED 47,000 LENNAR CORP CL A 526057104 735 59,600 SH 01,02 DEFINED 59,600 LENNOX INTL INC COM 526107107 588 20,300 SH 01,02 DEFINED 20,300 LEXMARK INTL NEW CL A 529771107 468 14,000 SH 01,02 DEFINED 14,000 LIMITED BRANDS INC COM 532716107 1,597 94,760 SH 01,02 DEFINED 94,760 LINCOLN NATL CORP IND COM 534187109 1,213 26,765 SH 01,02 DEFINED 26,765 LINEAR TECHNOLOGY CORP COM 535678106 534 16,400 SH 01,02 DEFINED 16,400 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577128101 579 12,800 SH 01,02 DEFINED 12,800 MATTSON TECHNOLOGY INC COM 577223100 280 58,814 SH 01,02 DEFINED 58,814 MCAFEE INC COM 579064106 1,105 32,464 SH 01,02 DEFINED 32,464 MCDONALDS CORP COM 580135101 242 4,300 SH 01,02 DEFINED 4,300 MCGRAW HILL COS INC COM 580645109 1,151 28,700 SH 01,02 DEFINED 28,700 MCKESSON CORP COM 58155Q103 414 7,400 SH 01,02 DEFINED 7,400 MDC PARTNERS INC CL A SUB VTG 552697104 378 52,684 SH 01,02 DEFINED 52,684 MDU RES GROUP INC COM 552690109 460 13,200 SH 01,02 DEFINED 13,200 MEDICAL PPTYS TRUST INC COM 58463J304 345 34,080 SH 01,02 DEFINED 34,080 MEDTRONIC INC COM 585055106 1,578 30,500 SH 01,02 DEFINED 30,500 MERCK & CO INC COM 589331107 701 18,600 SH 01,02 DEFINED 18,600 MERRILL LYNCH & CO INC COM 590188108 317 10,000 SH 01,02 DEFINED 10,000 METHANEX CORP COM 59151K108 224 8,000 SH 01,02 DEFINED 8,000 METLIFE INC COM 59156R108 2,021 38,291 SH 01,02 DEFINED 38,291 METTLER TOLEDO INTERNATIONAL COM 592688105 522 5,500 SH 01,02 DEFINED 5,500 MICROCHIP 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44,600 SH 01,02 DEFINED 44,600 NATIONAL SEMICONDUCTOR CORP COM 637640103 955 46,500 SH 01,02 DEFINED 46,500 NATIONWIDE HEALTH PPTYS INC COM 638620104 1,527 48,500 SH 01,02 DEFINED 48,500 NATURAL RESOURCE PARTNERS COM UNIT L P 63900P103 770 18,700 SH 01,02 DEFINED 18,700 NETAPP INC COM ADDED 64110D104 466 21,500 SH 01,02 DEFINED 21,500 NETGEAR INC COM 64111Q104 290 20,948 SH 01,02 DEFINED 20,948 NEUSTAR INC CL A 64126X201 695 32,223 SH 01,02 DEFINED 32,223 NEW JERSEY RES COM 646025106 238 7,298 SH 01,02 DEFINED 7,298 NEW YORK CMNTY BANCORP INC COM 649445103 1,152 64,600 SH 01,02 DEFINED 64,600 NEWFIELD EXPL CO COM 651290108 1,429 21,894 SH 01,02 DEFINED 21,894 NEWS CORP CL B 65248E203 1,814 118,178 SH 01,02 DEFINED 118,178 NICOR INC COM 654086107 1,508 35,400 SH 01,02 DEFINED 35,400 NIKE INC CL B 654106103 5,019 84,200 SH 01,02 DEFINED 84,200 NOBLE CORPORATION SHS G65422100 590 9,075 SH 01,02 DEFINED 9,075 NOBLE ENERGY INC COM 655044105 1,237 12,300 SH 01,02 DEFINED 12,300 NORDSTROM INC 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1,479 56,500 SH 01,02 DEFINED 56,500 OM GROUP INC COM 670872100 483 14,717 SH 01,02 DEFINED 14,717 OMNI ENERGY SERVICES COM NEW 68210T208 451 70,283 SH 01,02 DEFINED 70,283 OMNICELL INC COM 68213N109 411 31,178 SH 01,02 DEFINED 31,178 OMNITURE INC COM 68212S109 309 16,646 SH 01,02 DEFINED 16,646 ONEOK INC NEW COM 682680103 530 10,849 SH 01,02 DEFINED 10,849 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 1,515 27,097 SH 01,02 DEFINED 27,097 OPEN TEXT CORP COM 683715106 226 7,040 SH 01,02 DEFINED 7,040 ORACLE CORP COM 68389X105 3,696 176,005 SH 01,02 DEFINED 176,005 OWENS & MINOR INC NEW COM 690732102 717 15,700 SH 01,02 DEFINED 15,700 OWENS ILL INC COM NEW 690768403 400 9,600 SH 01,02 DEFINED 9,600 PALL CORP COM 696429307 262 6,606 SH 01,02 DEFINED 6,606 PARKER HANNIFIN CORP COM 701094104 2,732 38,300 SH 01,02 DEFINED 38,300 PARTNERRE LTD COM G6852T105 1,085 15,698 SH 01,02 DEFINED 15,698 PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,450 98,400 SH 01,02 DEFINED 98,400 PEPSI BOTTLING GROUP INC 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PROTECTIVE LIFE CORP COM 743674103 205 5,390 SH 01,02 DEFINED 5,390 PROVIDENT BANKSHARES CORP COM 743859100 195 30,500 SH 01,02 DEFINED 30,500 PRUDENTIAL FINL INC COM 744320102 2,145 35,902 SH 01,02 DEFINED 35,902 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,405 30,600 SH 01,02 DEFINED 30,600 QUALCOMM INC COM 747525103 1,069 24,100 SH 01,02 DEFINED 24,100 QUANTUM CORP COM DSSG 747906204 82 60,412 SH 01,02 DEFINED 60,412 QWEST COMMUNICATIONS INTL INC COM 749121109 831 211,378 SH 01,02 DEFINED 211,378 RADIOSHACK CORP COM 750438103 422 34,421 SH 01,02 DEFINED 34,421 RALCORP HLDGS INC NEW COM 751028101 761 15,400 SH 01,02 DEFINED 15,400 RANGE RES CORP COM 75281A109 3,467 52,900 SH 01,02 DEFINED 52,900 RAYTHEON CO COM NEW 755111507 214 3,800 SH 01,02 DEFINED 3,800 REGAL ENTMT GROUP CL A 758766109 798 52,216 SH 01,02 DEFINED 52,216 REINSURANCE GROUP AMER INC COM 759351109 899 20,649 SH 01,02 DEFINED 20,649 RELIANT ENERGY INC COM 75952B105 481 22,600 SH 01,02 DEFINED 22,600 RENAISSANCERE 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CORP COM 800907107 43 33,600 SH 01,02 DEFINED 33,600 SARA LEE CORP COM 803111103 196 16,000 SH 01,02 DEFINED 16,000 SCHERING PLOUGH CORP COM 806605101 1,042 52,907 SH 01,02 DEFINED 52,907 SCIELE PHARMA INC COM 808627103 351 18,119 SH 01,02 DEFINED 18,119 SCIENTIFIC GAMES CORP CL A 80874P109 287 9,700 SH 01,02 DEFINED 9,700 SCOTTS MIRACLE GRO CO CL A 810186106 3,296 187,599 SH 01,02 DEFINED 187,599 SEABRIGHT INSURANCE HLDGS INC COM 811656107 376 25,966 SH 01,02 DEFINED 25,966 SEACOR HOLDINGS INC COM 811904101 564 6,300 SH 01,02 DEFINED 6,300 SEALED AIR CORP NEW COM 81211K100 374 19,700 SH 01,02 DEFINED 19,700 SECURE COMPUTING CORP COM 813705100 77 18,600 SH 01,02 DEFINED 18,600 SEI INVESTMENTS CO COM 784117103 2,574 109,420 SH 01,02 DEFINED 109,420 SELECT COMFORT CORP COM 81616X103 5,854 3,569,638 SH 01,02 DEFINED3,569,638 SEMPRA ENERGY COM 816851109 604 10,700 SH 01,02 DEFINED 10,700 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,234 63,200 SH 01,02 DEFINED 63,200 SERVICE CORP INTL COM 817565104 160 16,224 SH 01,02 DEFINED 16,224 SHAW GROUP INC COM 820280105 494 8,000 SH 01,02 DEFINED 8,000 SHIP FINANCE INTERNATIONAL SHS G81075106 313 10,583 SH 01,02 DEFINED 10,583 SIERRA WIRELESS INC COM 826516106 366 25,087 SH 01,02 DEFINED 25,087 SIGMA ALDRICH CORP COM 826552101 2,192 40,698 SH 01,02 DEFINED 40,698 SIMON PPTY GROUP INC NEW COM 828806109 638 7,100 SH 01,02 DEFINED 7,100 SLM CORP COM 78442P106 2,999 155,000 SH 01,02 DEFINED 155,000 SMITH INTL INC COM 832110100 765 9,200 SH 01,02 DEFINED 9,200 SMITHFIELD FOODS INC COM 832248108 787 39,600 SH 01,02 DEFINED 39,600 SONUS NETWORKS INC COM 835916107 116 33,800 SH 01,02 DEFINED 33,800 SOTHEBYS COM 835898107 391 14,832 SH 01,02 DEFINED 14,832 SOUTHERN CO COM 842587107 3,003 86,000 SH 01,02 DEFINED 86,000 SOUTHERN UN CO NEW COM 844030106 594 22,000 SH 01,02 DEFINED 22,000 SOUTHWEST AIRLS CO COM 844741108 2,085 159,899 SH 01,02 DEFINED 159,899 SOVEREIGN BANCORP INC COM 845905108 1,086 147,490 SH 01,02 DEFINED 147,490 SPDR TR UNIT SER 1 78462F103 22,904 178,967 SH 01,02 DEFINED 178,967 SPECTRA ENERGY CORP COM 847560109 785 27,300 SH 01,02 DEFINED 27,300 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,032 53,800 SH 01,02 DEFINED 53,800 ST JUDE MED INC COM 790849103 506 12,370 SH 01,02 DEFINED 12,370 STARRETT L S CO CL A 855668109 413 17,463 SH 01,02 DEFINED 17,463 STERICYCLE INC COM 858912108 2,926 56,600 SH 01,02 DEFINED 56,600 STONE ENERGY CORP COM 861642106 435 6,600 SH 01,02 DEFINED 6,600 STRATEGIC HOTELS & RESORTS COM 86272T106 144 15,400 SH 01,02 DEFINED 15,400 SUN MICROSYSTEMS INC COM NEW 866810203 727 66,800 SH 01,02 DEFINED 66,800 SUNOCO INC COM 86764P109 757 18,600 SH 01,02 DEFINED 18,600 SUPERIOR ENERGY SVCS INC COM 868157108 409 7,409 SH 01,02 DEFINED 7,409 SUPERVALU INC COM 868536103 655 21,200 SH 01,02 DEFINED 21,200 SUSQUEHANNA BANCSHARES INC COM 869099101 941 68,700 SH 01,02 DEFINED 68,700 SWIFT ENERGY CO COM 870738101 766 11,600 SH 01,02 DEFINED 11,600 SYBASE INC COM 871130100 1,010 34,324 SH 01,02 DEFINED 34,324 SYMANTEC CORP COM 871503108 1,120 57,900 SH 01,02 DEFINED 57,900 SYNOPSYS INC COM 871607107 562 23,497 SH 01,02 DEFINED 23,497 TARGET CORP COM 87612E106 1,144 24,600 SH 01,02 DEFINED 24,600 TAUBMAN CTRS INC COM 876664103 253 5,198 SH 01,02 DEFINED 5,198 TCF FINL CORP COM 872275102 1,121 93,196 SH 01,02 DEFINED 93,196 TECH DATA CORP COM 878237106 319 9,400 SH 01,02 DEFINED 9,400 TECO ENERGY INC COM 872375100 552 25,700 SH 01,02 DEFINED 25,700 TELEPHONE & DATA SYS INC COM 879433100 293 6,193 SH 01,02 DEFINED 6,193 TELETECH HOLDINGS INC COM 879939106 259 12,965 SH 01,02 DEFINED 12,965 TELLABS INC COM 879664100 1,519 326,620 SH 01,02 DEFINED 326,620 TEMPUR PEDIC INTL INC COM 88023U101 309 39,539 SH 01,02 DEFINED 39,539 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 258 7,769 SH 01,02 DEFINED 7,769 TERADYNE INC COM 880770102 1,397 126,165 SH 01,02 DEFINED 126,165 TEREX CORP NEW COM 880779103 1,047 20,375 SH 01,02 DEFINED 20,375 TERRA INDS INC COM 880915103 1,294 26,218 SH 01,02 DEFINED 26,218 TERRA NITROGEN CO L P COM UNIT 881005201 1,224 9,429 SH 01,02 DEFINED 9,429 TEXTRON INC COM 883203101 772 16,100 SH 01,02 DEFINED 16,100 THERAGENICS CORP COM 883375107 273 75,126 SH 01,02 DEFINED 75,126 TIDEWATER INC COM 886423102 378 5,817 SH 01,02 DEFINED 5,817 TIME WARNER INC COM 887317105 1,548 104,600 SH 01,02 DEFINED 104,600 TIMKEN CO COM 887389104 428 13,000 SH 01,02 DEFINED 13,000 TJX COS INC NEW COM 872540109 264 8,400 SH 01,02 DEFINED 8,400 TORCHMARK CORP COM 891027104 2,334 39,799 SH 01,02 DEFINED 39,799 TORO CO COM 891092108 376 11,300 SH 01,02 DEFINED 11,300 TRAVELERS COMPANIES INC COM 89417E109 2,105 48,500 SH 01,02 DEFINED 48,500 TRINITY INDS INC COM 896522109 338 9,738 SH 01,02 DEFINED 9,738 UGI CORP NEW COM 902681105 294 10,234 SH 01,02 DEFINED 10,234 UMB FINL CORP COM 902788108 436 8,500 SH 01,02 DEFINED 8,500 UNISOURCE ENERGY CORP COM 909205106 229 7,400 SH 01,02 DEFINED 7,400 UNISYS CORP COM 909214108 329 83,300 SH 01,02 DEFINED 83,300 UNITED RENTALS INC COM 911363109 1,043 53,200 SH 01,02 DEFINED 53,200 UNITED STATES STL CORP NEW COM 912909108 2,809 15,200 SH 01,02 DEFINED 15,200 UNITED TECHNOLOGIES CORP COM 913017109 4,862 78,800 SH 01,02 DEFINED 78,800 UNITRIN INC COM 913275103 692 25,090 SH 01,02 DEFINED 25,090 UNIVERSAL CORP VA COM 913456109 262 5,797 SH 01,02 DEFINED 5,797 V F CORP COM 918204108 817 11,482 SH 01,02 DEFINED 11,482 VALASSIS COMMUNICATIONS INC COM 918866104 241 19,218 SH 01,02 DEFINED 19,218 VALERO ENERGY CORP NEW COM 91913Y100 955 23,200 SH 01,02 DEFINED 23,200 VALMONT INDS INC COM 920253101 292 2,800 SH 01,02 DEFINED 2,800 VALUECLICK INC COM 92046N102 2,094 138,228 SH 01,02 DEFINED 138,228 VARIAN INC COM 922206107 526 10,300 SH 01,02 DEFINED 10,300 VASCO DATA SEC INTL INC COM 92230Y104 323 30,695 SH 01,02 DEFINED 30,695 VECTOR GROUP LTD COM 92240M108 274 17,005 SH 01,02 DEFINED 17,005 VECTREN CORP COM 92240G101 612 19,599 SH 01,02 DEFINED 19,599 VENTAS INC COM 92276F100 392 9,200 SH 01,02 DEFINED 9,200 VIROPHARMA INC COM 928241108 459 41,481 SH 01,02 DEFINED 41,481 VIRTUSA CORP COM 92827P102 399 39,386 SH 01,02 DEFINED 39,386 VISTAPRINT LIMITED SHS G93762204 830 31,030 SH 01,02 DEFINED 31,030 W & T OFFSHORE INC COM 92922P106 491 8,400 SH 01,02 DEFINED 8,400 WAL MART STORES INC COM 931142103 4,448 79,149 SH 01,02 DEFINED 79,149 WALGREEN CO COM 931422109 517 15,900 SH 01,02 DEFINED 15,900 WALTER INDS INC COM 93317Q105 1,077 9,900 SH 01,02 DEFINED 9,900 WASHINGTON FED INC COM 938824109 1,851 102,284 SH 01,02 DEFINED 102,284 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 415 13,800 SH 01,02 DEFINED 13,800 WASTE CONNECTIONS INC COM 941053100 549 17,200 SH 01,02 DEFINED 17,200 WASTE MGMT INC DEL COM 94106L109 950 25,200 SH 01,02 DEFINED 25,200 WATSON WYATT WORLDWIDE INC CL A 942712100 1,349 25,505 SH 01,02 DEFINED 25,505 WEATHERFORD INTERNATIONAL LT COM G95089101 1,964 39,600 SH 01,02 DEFINED 39,600 WEIGHT WATCHERS INTL INC NEW COM 948626106 1,403 39,400 SH 01,02 DEFINED 39,400 WEINGARTEN RLTY INVS SH BEN INT 948741103 1,853 61,100 SH 01,02 DEFINED 61,100 WELLCARE HEALTH PLANS INC COM 94946T106 673 18,609 SH 01,02 DEFINED 18,609 WELLS FARGO & CO NEW COM 949746101 254 10,709 SH 01,02 DEFINED 10,709 WESTERN DIGITAL CORP COM 958102105 366 10,600 SH 01,02 DEFINED 10,600 WESTERN UN CO COM 959802109 558 22,586 SH 01,02 DEFINED 22,586 WGL HLDGS INC COM 92924F106 1,730 49,800 SH 01,02 DEFINED 49,800 WHITE MTNS INS GROUP LTD COM G9618E107 764 1,782 SH 01,02 DEFINED 1,782 WHITNEY HLDG CORP COM 966612103 190 10,400 SH 01,02 DEFINED 10,400 WILEY JOHN & SONS INC CL A 968223206 804 17,857 SH 01,02 DEFINED 17,857 WILLIAMS COS INC DEL COM 969457100 325 8,074 SH 01,02 DEFINED 8,074 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 470 14,300 SH 01,02 DEFINED 14,300 WINDSTREAM CORP COM 97381W104 432 35,000 SH 01,02 DEFINED 35,000 WMS INDS INC COM 929297109 259 8,700 SH 01,02 DEFINED 8,700 WOODWARD GOVERNOR CO COM 980745103 414 11,603 SH 01,02 DEFINED 11,603 XEROX CORP COM 984121103 174 12,825 SH 01,02 DEFINED 12,825 XILINX INC COM 983919101 1,848 73,200 SH 01,02 DEFINED 73,200 XL CAP LTD CL A G98255105 3,855 187,500 SH 01,02 DEFINED 187,500 XTO ENERGY INC COM 98385X106 4,145 60,500 SH 01,02 DEFINED 60,500 YRC WORLDWIDE INC COM 984249102 171 11,500 SH 01,02 DEFINED 11,500 ZEBRA TECHNOLOGIES CORP CL A 989207105 255 7,800 SH 01,02 DEFINED 7,800 ZORAN CORP COM 98975F101 323 27,600 SH 01,02 DEFINED 27,600 613 672,617
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 613 Form 13F Information Table Value Total: $672,617 (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-----