-----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, S5l04avMr0ljvtRJI7QiCD8lmdyPXTjrP30s92Ys94y9xONrYTeT3MF1fbERzAK/ lIXfKHahyE2z4jYcYXV0Iw== 0000950159-08-000114.txt : 20080201 0000950159-08-000114.hdr.sgml : 20080201 20080201103018 ACCESSION NUMBER: 0000950159-08-000114 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080201 DATE AS OF CHANGE: 20080201 EFFECTIVENESS DATE: 20080201 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: 08566483 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 clintonhr.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: December 31, 2007 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 02/01/08 - -------------------------- ---------------------- ------------------- [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 VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- ACCENTURE LTD BERMUDA CL A G1150G111 1,486 41,230 SH DEFINED 01, 02 41,230 ACE LTD ORD G0070K103 3,943 63,829 SH DEFINED 01, 02 63,829 ACTIVISION INC NEW COM 004930202 244 8,200 SH DEFINED 01, 02 8,200 ADOBE SYS INC COM 00724F101 559 13,092 SH DEFINED 01, 02 13,092 ADVANCE AUTO PARTS INC COM 00751Y106 1,409 37,100 SH DEFINED 01, 02 37,100 AFFILIATED MANAGERS GROUP COM 008252108 364 3,100 SH DEFINED 01, 02 3,100 AFLAC INC COM 001055102 1,278 20,409 SH DEFINED 01, 02 20,409 AGCO CORP COM 001084102 1,720 25,300 SH DEFINED 01, 02 25,300 AGL RES INC COM 001204106 625 16,600 SH DEFINED 01, 02 16,600 AIR PRODS & CHEMS INC COM 009158106 230 2,335 SH DEFINED 01, 02 2,335 AKAMAI TECHNOLOGIES INC COM 00971T101 215 6,200 SH DEFINED 01, 02 6,200 ALEXANDER & BALDWIN INC COM 014482103 238 4,601 SH DEFINED 01, 02 4,601 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,166 13,500 SH DEFINED 01, 02 13,500 ALLIANCE ONE INTL INC COM 018772103 95 23,300 SH DEFINED 01, 02 23,300 ALLIED CAP CORP COM 01903Q108 1,510 70,226 SH DEFINED 01, 02 70,226 ALLIED WASTE INDS INC COM 019589308 290 26,273 SH DEFINED 01, 02 26,273 ALTRIA GROUP INC COM 02209S103 2,275 30,100 SH DEFINED 01, 02 30,100 AMB PROPERTY CORP COM 00163T109 1,756 30,500 SH DEFINED 01, 02 30,500 AMBAC FINL GROUP INC COM 023139108 324 12,555 SH DEFINED 01, 02 12,555 AMEREN CORP COM 023608102 996 18,377 SH DEFINED 01, 02 18,377 AMERICAN CAPITAL STRATEGIES COM 024937104 2,913 88,376 SH DEFINED 01, 02 88,376 AMERICAN CMNTY NEWSPAPERS IN COM 02520T103 3,640 1,300,000 SH DEFINED 01, 02 1,300,000 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 302 14,558 SH DEFINED 01, 02 14,558 AMERICAN ELEC PWR INC COM 025537101 1,246 26,760 SH DEFINED 01, 02 26,760 AMERICAN EXPRESS CO COM 025816109 608 11,697 SH DEFINED 01, 02 11,697 AMERICAN FINL GROUP INC OHIO COM 025932104 1,977 68,446 SH DEFINED 01, 02 68,446 AMERICAN INTL GROUP INC COM 026874107 292 5,000 SH DEFINED 01, 02 5,000 AMERICREDIT CORP COM 03060R101 676 52,850 SH DEFINED 01, 02 52,850 AMERIPRISE FINL INC COM 03076C106 3,720 67,497 SH DEFINED 01, 02 67,497 AMETEK INC COM 031100100 201 4,300 SH DEFINED 01, 02 4,300 AMGEN INC COM 031162100 1,430 30,800 SH DEFINED 01, 02 30,800 AMKOR TECHNOLOGY INC COM 031652100 403 47,243 SH DEFINED 01, 02 47,243 AMR CORP COM 001765106 302 21,500 SH DEFINED 01, 02 21,500 ANADARKO PETE CORP COM 032511107 3,823 58,200 SH DEFINED 01, 02 58,200 ANCHOR BANCORP WIS INC COM 032839102 235 10,000 SH DEFINED 01, 02 10,000 ANNTAYLOR STORES CORP COM 036115103 979 38,302 SH DEFINED 01, 02 38,302 ANTHRACITE CAP INC COM 037023108 111 15,400 SH DEFINED 01, 02 15,400 APACHE CORP COM 037411105 1,161 10,800 SH DEFINED 01, 02 10,800 APOLLO GROUP INC CL A 037604105 582 8,300 SH DEFINED 01, 02 8,300 APP PHARMACEUTICALS INC COM 00202H108 129 12,555 SH DEFINED 01, 02 12,555 APPLERA CORP COM 038020103 217 6,400 SH DEFINED 01, 02 6,400 APTARGROUP INC COM 038336103 434 10,598 SH DEFINED 01, 02 10,598 ARCH CAP GROUP LTD ORD G0450A105 1,175 16,703 SH DEFINED 01, 02 16,703 ARCH COAL INC COM 039380100 797 17,736 SH DEFINED 01, 02 17,736 ARROW ELECTRS INC COM 042735100 304 7,730 SH DEFINED 01, 02 7,730 ARTHROCARE CORP COM 043136100 240 5,000 SH DEFINED 01, 02 5,000 ASSURED GUARANTY LTD COM G0585R106 616 23,200 SH DEFINED 01, 02 23,200 ASTORIA FINL CORP COM 046265104 3,076 132,199 SH DEFINED 01, 02 132,199 AT&T INC COM 00206R102 2,129 51,225 SH DEFINED 01, 02 51,225 ATMEL CORP COM 049513104 612 141,600 SH DEFINED 01, 02 141,600 ATMOS ENERGY CORP COM 049560105 956 34,100 SH DEFINED 01, 02 34,100 AUTODESK INC COM 052769106 468 9,400 SH DEFINED 01, 02 9,400 AUTOLIV INC COM 052800109 1,992 37,800 SH DEFINED 01, 02 37,800 AUTONATION INC COM 05329W102 385 24,600 SH DEFINED 01, 02 24,600 AUTOZONE INC COM 053332102 1,163 9,700 SH DEFINED 01, 02 9,700 AVIS BUDGET GROUP COM 053774105 685 52,699 SH DEFINED 01, 02 52,699 AVNET INC COM 053807103 923 26,400 SH DEFINED 01, 02 26,400 AVON PRODS INC COM 054303102 931 23,552 SH DEFINED 01, 02 23,552 AVX CORP COM 002444107 237 17,624 SH DEFINED 01, 02 17,624 BALLY TECHNOLOGIES INC COM 05874B107 895 18,000 SH DEFINED 01, 02 18,000 BANK MONTREAL QUE COM 063671101 2,100 37,100 SH DEFINED 01, 02 37,100 BANK NOVA SCOTIA HALIFAX COM 064149107 934 18,499 SH DEFINED 01, 02 18,499 BARNES & NOBLE INC COM 067774109 2,053 59,600 SH DEFINED 01, 02 59,600 BARNES GROUP INC COM 067806109 818 24,500 SH DEFINED 01, 02 24,500 BARRETT BILL CORP COM 06846N104 264 6,300 SH DEFINED 01, 02 6,300 BEAR STEARNS COS INC COM 073902108 5,330 60,398 SH DEFINED 01, 02 60,398 BED BATH & BEYOND INC COM 075896100 763 25,959 SH DEFINED 01, 02 25,959 BELDEN INC COM 077454106 1,015 22,800 SH DEFINED 01, 02 22,800 BERKLEY W R CORP COM 084423102 879 29,496 SH DEFINED 01, 02 29,496 BEST BUY INC COM 086516101 1,137 21,600 SH DEFINED 01, 02 21,600 BIG LOTS INC COM 089302103 425 26,600 SH DEFINED 01, 02 26,600 BIO RAD LABS INC CL A 090572207 425 4,100 SH DEFINED 01, 02 4,100 BIOVAIL CORP COM 09067J109 331 24,600 SH DEFINED 01, 02 24,600 BJS WHOLESALE CLUB INC COM 05548J106 913 27,000 SH DEFINED 01, 02 27,000 BLOCK H & R INC COM 093671105 817 44,000 SH DEFINED 01, 02 44,000 BMC SOFTWARE INC COM 055921100 674 18,900 SH DEFINED 01, 02 18,900 BOARDWALK PIPELINE PARTN 096627104 563 18,103 SH DEFINED 01, 02 18,103 BOSTON PROPERTIES INC COM 101121101 257 2,800 SH DEFINED 01, 02 2,800 BOSTON SCIENTIFIC CORP COM 101137107 749 64,400 SH DEFINED 01, 02 64,400 BOYD GAMING CORP COM 103304101 310 9,100 SH DEFINED 01, 02 9,100 BRADY CORP CL A 104674106 420 11,975 SH DEFINED 01, 02 11,975 BRANDYWINE RLTY TR SH BEN INT 105368203 1,196 66,700 SH DEFINED 01, 02 66,700 BRE PROPERTIES INC CL A 05564E106 1,512 37,300 SH DEFINED 01, 02 37,300 BRINKS CO COM 109696104 657 11,000 SH DEFINED 01, 02 11,000 BRISTOL MYERS SQUIBB CO COM 110122108 1,543 58,200 SH DEFINED 01, 02 58,200 BROOKFIELD PPTYS CORP COM 112900105 245 12,740 SH DEFINED 01, 02 12,740 BROWN & BROWN INC COM 115236101 226 9,600 SH DEFINED 01, 02 9,600 BROWN FORMAN CORP CL B 115637209 636 8,583 SH DEFINED 01, 02 8,583 BUCKEYE TECHNOLOGIES INC COM 118255108 129 10,313 SH DEFINED 01, 02 10,313 BUCYRUS INTL INC NEW CL A 118759109 773 7,777 SH DEFINED 01, 02 7,777 BUNGE LIMITED COM G16962105 1,560 13,400 SH DEFINED 01, 02 13,400 BURGER KING HLDGS INC COM 121208201 303 10,616 SH DEFINED 01, 02 10,616 CA INC COM 12673P105 1,050 42,100 SH DEFINED 01, 02 42,100 CAPITAL ONE FINL CORP COM 14040H105 312 6,600 SH DEFINED 01, 02 6,600 CAREER EDUCATION CORP COM 141665109 347 13,800 SH DEFINED 01, 02 13,800 CARROLS RESTAURANT GROUP INC COM 14574X104 17,942 1,872,902 SH DEFINED 01, 02 1,872,902 CASCADE CORP COM 147195101 274 5,900 SH DEFINED 01, 02 5,900 CB RICHARD ELLIS GROUP INC CL A 12497T101 203 9,400 SH DEFINED 01, 02 9,400 CBL & ASSOC PPTYS INC COM 124830100 349 14,600 SH DEFINED 01, 02 14,600 CDN IMPERIAL BK OF COM 136069101 1,193 16,700 SH DEFINED 01, 02 16,700 CEDAR SHOPPING CTRS INC COM 150602209 222 21,700 SH DEFINED 01, 02 21,700 CELANESE CORP DEL COM 150870103 321 7,578 SH DEFINED 01, 02 7,578 CELGENE CORP COM 151020104 1,220 26,400 SH DEFINED 01, 02 26,400 CENTERPOINT ENERGY INC COM 15189T107 1,434 83,724 SH DEFINED 01, 02 83,724 CERADYNE INC COM 156710105 347 7,400 SH DEFINED 01, 02 7,400 CF INDS HLDGS INC COM 125269100 660 6,000 SH DEFINED 01, 02 6,000 CHEMTURA CORP COM 163893100 180 23,100 SH DEFINED 01, 02 23,100 CHEVRON CORP COM 166764100 5,618 60,200 SH DEFINED 01, 02 60,200 CHICOS FAS INC COM 168615102 122 13,494 SH DEFINED 01, 02 13,494 CHINA SEC & SURVE TECH INC COM 16942J105 39,897 1,826,798 SH DEFINED 01, 02 1,826,798 CHRISTOPHER & BANKS CORP COM 171046105 155 13,541 SH DEFINED 01, 02 13,541 CIENA CORP COM 171779309 1,054 30,900 SH DEFINED 01, 02 30,900 CINCINNATI FINL CORP COM 172062101 2,576 65,138 SH DEFINED 01, 02 65,138 CIRRUS LOGIC INC COM 172755100 151 28,600 SH DEFINED 01, 02 28,600 CISCO SYS INC COM 17275R102 1,411 52,138 SH DEFINED 01, 02 52,138 CITIGROUP INC COM 172967101 3,718 126,300 SH DEFINED 01, 02 126,300 CLEVELAND CLIFFS INC COM 185896107 1,835 18,200 SH DEFINED 01, 02 18,200 CME GROUP INC COM 12572Q105 480 700 SH DEFINED 01, 02 700 CNA FINL CORP COM 126117100 1,244 36,900 SH DEFINED 01, 02 36,900 CNH GLOBAL N V SHS N20935206 922 14,011 SH DEFINED 01, 02 14,011 COCA COLA CO COM 191216100 2,599 42,349 SH DEFINED 01, 02 42,349 COCA COLA ENTERPRISES INC COM 191219104 2,780 106,800 SH DEFINED 01, 02 106,800 COMMERCIAL METALS CO COM 201723103 1,246 42,300 SH DEFINED 01, 02 42,300 COMPASS MINERALS INTL INC COM 20451N101 320 7,801 SH DEFINED 01, 02 7,801 COMPUTER SCIENCES CORP COM 205363104 663 13,400 SH DEFINED 01, 02 13,400 COMSTOCK RES INC COM 205768203 320 9,400 SH DEFINED 01, 02 9,400 CONAGRA FOODS INC COM 205887102 2,177 91,500 SH DEFINED 01, 02 91,500 CONOCOPHILLIPS COM 20825C104 1,395 15,800 SH DEFINED 01, 02 15,800 CONSOLIDATED EDISON INC COM 209115104 2,359 48,300 SH DEFINED 01, 02 48,300 CORPORATE EXECUTIVE BRD CO COM 21988R102 1,521 25,300 SH DEFINED 01, 02 25,300 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,083 34,378 SH DEFINED 01, 02 34,378 COSTCO WHSL CORP COM 22160K105 1,133 16,237 SH DEFINED 01, 02 16,237 COVANCE INC COM 222816100 1,020 11,780 SH DEFINED 01, 02 11,780 COWEN GROUP INC COM 223621103 323 34,000 SH DEFINED 01, 02 34,000 CPI CORP COM 125902106 870 36,952 SH DEFINED 01, 02 36,952 CREE INC COM 225447101 550 20,012 SH DEFINED 01, 02 20,012 CROCS INC COM 227046109 405 11,000 SH DEFINED 01, 02 11,000 CURTISS WRIGHT CORP COM 231561101 247 4,925 SH DEFINED 01, 02 4,925 DARDEN RESTAURANTS INC COM 237194105 552 19,925 SH DEFINED 01, 02 19,925 DCT INDUSTRIAL TRUST INC COM 233153105 433 46,500 SH DEFINED 01, 02 46,500 DEALERTRACK HLDGS INC COM 242309102 1,754 52,400 SH DEFINED 01, 02 52,400 DEERE & CO COM 244199105 1,369 14,700 SH DEFINED 01, 02 14,700 DELL INC COM 24702R101 260 10,600 SH DEFINED 01, 02 10,600 DELPHI FINL GROUP INC CL A 247131105 335 9,500 SH DEFINED 01, 02 9,500 DELUXE CORP COM 248019101 210 6,400 SH DEFINED 01, 02 6,400 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,417 37,000 SH DEFINED 01, 02 37,000 DEVRY INC DEL COM 251893103 229 4,400 SH DEFINED 01, 02 4,400 DICKS SPORTING GOODS INC COM 253393102 691 24,897 SH DEFINED 01, 02 24,897 DIGITAL RLTY TR INC COM 253868103 284 7,400 SH DEFINED 01, 02 7,400 DIME BANCORP INC NEW * W EXP 99/99/ 25429Q110 106 657,194 SH DEFINED 01, 02 657,194 DIRECTV GROUP INC COM 25459L106 552 23,880 SH DEFINED 01, 02 23,880 DISCOVERY HOLDING CO CL A 25468Y107 1,227 48,800 SH DEFINED 01, 02 48,800 DOLLAR TREE STORES INC COM 256747106 744 28,699 SH DEFINED 01, 02 28,699 DOMINION RES INC VA COM 25746U109 766 16,140 SH DEFINED 01, 02 16,140 DONALDSON INC COM 257651109 747 16,100 SH DEFINED 01, 02 16,100 DOW CHEM CO COM 260543103 2,022 51,305 SH DEFINED 01, 02 51,305 DPL INC COM 233293109 691 23,300 SH DEFINED 01, 02 23,300 DRIL-QUIP INC COM 262037104 1,041 18,700 SH DEFINED 01, 02 18,700 DRS TECHNOLOGIES INC COM 23330X100 944 17,400 SH DEFINED 01, 02 17,400 DRYSHIPS INC SHS Y2109Q101 383 4,950 SH DEFINED 01, 02 4,950 DTE ENERGY CO COM 233331107 1,468 33,400 SH DEFINED 01, 02 33,400 DU PONT E I DE NEMOURS & CO COM 263534109 5,785 131,200 SH DEFINED 01, 02 131,200 DYNEGY INC DEL CL A 26817G102 242 33,900 SH DEFINED 01, 02 33,900 EATON CORP COM 278058102 2,608 26,900 SH DEFINED 01, 02 26,900 EDISON INTL COM 281020107 655 12,281 SH DEFINED 01, 02 12,281 EDWARDS LIFESCIENCES CORP COM 28176E108 1,141 24,809 SH DEFINED 01, 02 24,809 ELECTRONIC ARTS INC COM 285512109 643 11,000 SH DEFINED 01, 02 11,000 EMBARQ CORP COM 29078E105 1,387 28,000 SH DEFINED 01, 02 28,000 EMCOR GROUP INC COM 29084Q100 1,191 50,400 SH DEFINED 01, 02 50,400 EMULEX CORP COM 292475209 180 11,049 SH DEFINED 01, 02 11,049 ENBRIDGE ENERGY PARTN 29250R106 446 8,819 SH DEFINED 01, 02 8,819 ENBRIDGE INC COM 29250N105 1,264 31,271 SH DEFINED 01, 02 31,271 ENCORE CAP GROUP INC COM 292554102 798 82,442 SH DEFINED 01, 02 82,442 ENERGEN CORP COM 29265N108 1,368 21,305 SH DEFINED 01, 02 21,305 ENERGY TRANSFER EQUITY L P COM 29273V100 1,504 42,700 SH DEFINED 01, 02 42,700 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 999 18,539 SH DEFINED 01, 02 18,539 ENERPLUS RES FD UNIT TR G 29274D604 2,107 52,599 SH DEFINED 01, 02 52,599 EOG RES INC COM 26875P101 732 8,200 SH DEFINED 01, 02 8,200 EQUITY RESIDENTIAL SH BEN INT 29476L107 344 9,424 SH DEFINED 01, 02 9,424 ERIE INDTY CO CL A 29530P102 306 5,900 SH DEFINED 01, 02 5,900 EVEREST RE GROUP LTD COM G3223R108 813 8,100 SH DEFINED 01, 02 8,100 EXXON MOBIL CORP COM 30231G102 6,272 66,941 SH DEFINED 01, 02 66,941 F M C CORP COM 302491303 2,193 40,200 SH DEFINED 01, 02 40,200 FACTSET RESH SYS INC COM 303075105 607 10,892 SH DEFINED 01, 02 10,892 FAIR ISAAC CORP COM 303250104 386 12,000 SH DEFINED 01, 02 12,000 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 190 13,200 SH DEFINED 01, 02 13,200 FASTENAL CO COM 311900104 245 6,053 SH DEFINED 01, 02 6,053 FEDERAL REALTY INVT TR SH BEN INT 313747206 2,183 26,571 SH DEFINED 01, 02 26,571 FEDERATED INVS INC PA CL B 314211103 879 21,363 SH DEFINED 01, 02 21,363 FEDEX CORP COM 31428X106 543 6,085 SH DEFINED 01, 02 6,085 FIDELITY NATL INFORMATION SV COM 31620M106 1,327 31,900 SH DEFINED 01, 02 31,900 FINANCIAL FED CORP COM 317492106 212 9,500 SH DEFINED 01, 02 9,500 FIRST AMERN CORP CALIF COM 318522307 792 23,200 SH DEFINED 01, 02 23,200 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 242 7,000 SH DEFINED 01, 02 7,000 FIRST MARBLEHEAD CORP COM 320771108 825 53,900 SH DEFINED 01, 02 53,900 FIRSTMERIT CORP COM 337915102 281 14,061 SH DEFINED 01, 02 14,061 FLIR SYS INC COM 302445101 773 24,700 SH DEFINED 01, 02 24,700 FLOWERS FOODS INC COM 343498101 785 33,547 SH DEFINED 01, 02 33,547 FLOWSERVE CORP COM 34354P105 366 3,800 SH DEFINED 01, 02 3,800 FLUOR CORP COM 343412102 2,885 19,800 SH DEFINED 01, 02 19,800 FORMFACTOR INC COM 346375108 889 26,861 SH DEFINED 01, 02 26,861 FORTUNE BRANDS INC COM 349631101 3,962 54,757 SH DEFINED 01, 02 54,757 FOSSIL INC COM 349882100 277 6,599 SH DEFINED 01, 02 6,599 FPL GROUP INC COM 302571104 2,583 38,110 SH DEFINED 01, 02 38,110 FRANKLIN RES INC COM 354613101 553 4,830 SH DEFINED 01, 02 4,830 FULLER H B CO COM 359694106 343 15,300 SH DEFINED 01, 02 15,300 FULTON FINL CORP PA COM 360271100 765 68,160 SH DEFINED 01, 02 68,160 G & K SVCS INC CL A 361268105 289 7,700 SH DEFINED 01, 02 7,700 GAMESTOP CORP NEW CL A 36467W109 407 6,553 SH DEFINED 01, 02 6,553 GAP INC DEL COM 364760108 1,224 57,533 SH DEFINED 01, 02 57,533 GENCO SHIPPING & TRADING LTD SHS Y2685T107 745 13,600 SH DEFINED 01, 02 13,600 GENENTECH INC COM 368710406 751 11,200 SH DEFINED 01, 02 11,200 GENERAL CABLE CORP DEL COM 369300108 330 4,500 SH DEFINED 01, 02 4,500 GENERAL DYNAMICS CORP COM 369550108 907 10,192 SH DEFINED 01, 02 10,192 GENERAL ELECTRIC CO COM 369604103 433 11,685 SH DEFINED 01, 02 11,685 GENERAL GROWTH PPTYS INC COM 370021107 984 23,902 SH DEFINED 01, 02 23,902 GENERAL MLS INC COM 370334104 473 8,300 SH DEFINED 01, 02 8,300 GENTEX CORP COM 371901109 236 13,300 SH DEFINED 01, 02 13,300 GENUINE PARTS CO COM 372460105 693 14,972 SH DEFINED 01, 02 14,972 GOLDMAN SACHS GROUP INC COM 38141G104 37,812 175,828 SH DEFINED 01, 02 175,828 GRAINGER W W INC COM 384802104 2,962 33,840 SH DEFINED 01, 02 33,840 GREAT PLAINS ENERGY INC COM 391164100 2,183 74,445 SH DEFINED 01, 02 74,445 GREENHILL & CO INC COM 395259104 991 14,900 SH DEFINED 01, 02 14,900 GRIFFON CORP COM 398433102 36,912 2,964,788 SH DEFINED 01, 02 2,964,788 GUESS INC COM 401617105 644 17,000 SH DEFINED 01, 02 17,000 HANSEN NAT CORP COM 411310105 797 17,999 SH DEFINED 01, 02 17,999 HARRIS INTERACTIVE INC COM 414549105 142 33,400 SH DEFINED 01, 02 33,400 HARSCO CORP COM 415864107 301 4,699 SH DEFINED 01, 02 4,699 HARTFORD FINL SVCS GROUP INC COM 416515104 1,439 16,500 SH DEFINED 01, 02 16,500 HASBRO INC COM 418056107 528 20,658 SH DEFINED 01, 02 20,658 HCC INS HLDGS INC COM 404132102 544 18,963 SH DEFINED 01, 02 18,963 HEALTHSPRING INC COM 42224N101 13,508 709,057 SH DEFINED 01, 02 709,057 HEALTHWAYS INC COM 422245100 333 5,700 SH DEFINED 01, 02 5,700 HEINZ H J CO COM 423074103 1,251 26,796 SH DEFINED 01, 02 26,796 HERCULES INC COM 427056106 296 15,300 SH DEFINED 01, 02 15,300 HESS CORP COM 42809H107 1,658 16,441 SH DEFINED 01, 02 16,441 HEWLETT PACKARD CO COM 428236103 1,055 20,900 SH DEFINED 01, 02 20,900 HEXCEL CORP COM 428291108 267 11,000 SH DEFINED 01, 02 11,000 HOLLY CORP COM 435758305 646 12,696 SH DEFINED 01, 02 12,696 HORMEL FOODS CORP COM 440452100 1,534 37,900 SH DEFINED 01, 02 37,900 HOST HOTELS & RESORTS INC COM 44107P104 397 23,300 SH DEFINED 01, 02 23,300 HOVNANIAN ENTERPRISES INC CL A 442487203 215 30,000 SH DEFINED 01, 02 30,000 HRPT PPTYS TR COM 40426W101 617 79,848 SH DEFINED 01, 02 79,848 IAC INTERACTIVECORP COM 44919P300 528 19,601 SH DEFINED 01, 02 19,601 IHS INC CL A 451734107 1,181 19,500 SH DEFINED 01, 02 19,500 IKON OFFICE SOLUTIONS INC COM 451713101 169 13,000 SH DEFINED 01, 02 13,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 3,745 80,598 SH DEFINED 01, 02 80,598 INGRAM MICRO INC CL A 457153104 1,147 63,600 SH DEFINED 01, 02 63,600 INTERPUBLIC GROUP COS INC COM 460690100 727 89,658 SH DEFINED 01, 02 89,658 INTL PAPER CO COM 460146103 803 24,800 SH DEFINED 01, 02 24,800 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 284 5,968 SH DEFINED 01, 02 5,968 INVITROGEN CORP COM 46185R100 934 10,000 SH DEFINED 01, 02 10,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 3,155 37,000 SH DEFINED 01, 02 37,000 JACK IN THE BOX INC COM 466367109 1,098 42,600 SH DEFINED 01, 02 42,600 JACOBS ENGR GROUP INC DEL COM 469814107 3,518 36,800 SH DEFINED 01, 02 36,800 JANUS CAP GROUP INC COM 47102X105 394 11,998 SH DEFINED 01, 02 11,998 JOHNSON CTLS INC COM 478366107 360 10,000 SH DEFINED 01, 02 10,000 JONES APPAREL GROUP INC COM 480074103 1,184 74,017 SH DEFINED 01, 02 74,017 KANSAS CITY SOUTHERN COM 485170302 467 13,600 SH DEFINED 01, 02 13,600 KEMET CORP COM 488360108 163 24,600 SH DEFINED 01, 02 24,600 KFORCE INC COM 493732101 4,097 420,219 SH DEFINED 01, 02 420,219 KIMBERLY CLARK CORP COM 494368103 3,500 50,470 SH DEFINED 01, 02 50,470 KIRBY CORP COM 497266106 453 9,755 SH DEFINED 01, 02 9,755 KULICKE & SOFFA INDS INC COM 501242101 83 12,100 SH DEFINED 01, 02 12,100 LANDSTAR SYS INC COM 515098101 451 10,703 SH DEFINED 01, 02 10,703 LAS VEGAS SANDS CORP COM 517834107 2,648 25,700 SH DEFINED 01, 02 25,700 LAZARD LTD SHS A G54050102 460 11,313 SH DEFINED 01, 02 11,313 LENNOX INTL INC COM 526107107 273 6,598 SH DEFINED 01, 02 6,598 LENOX GROUP INC COM 526262100 7,207 2,729,875 SH DEFINED 01, 02 2,729,875 LEXMARK INTL NEW CL A 529771107 572 16,400 SH DEFINED 01, 02 16,400 LIFE TIME FITNESS INC COM 53217R207 2,117 42,610 SH DEFINED 01, 02 42,610 LILLY ELI & CO COM 532457108 550 10,300 SH DEFINED 01, 02 10,300 LINCOLN NATL CORP IND COM 534187109 629 10,800 SH DEFINED 01, 02 10,800 LINN ENERGY LLC UNIT LTD LIA 536020100 1,146 45,797 SH DEFINED 01, 02 45,797 LIZ CLAIBORNE INC COM 539320101 1,058 51,991 SH DEFINED 01, 02 51,991 LOEWS CORP CAROLNA GP S 540424207 4,666 54,700 SH DEFINED 01, 02 54,700 LONGS DRUG STORES CORP COM 543162101 644 13,699 SH DEFINED 01, 02 13,699 LSI CORPORATION COM 502161102 195 36,649 SH DEFINED 01, 02 36,649 LUBRIZOL CORP COM 549271104 2,643 48,800 SH DEFINED 01, 02 48,800 LUNDIN MINING CORP COM 550372106 351 36,600 SH DEFINED 01, 02 36,600 M & T BK CORP COM 55261F104 897 11,000 SH DEFINED 01, 02 11,000 MACERICH CO COM 554382101 2,324 32,700 SH DEFINED 01, 02 32,700 MACK CALI RLTY CORP COM 554489104 221 6,500 SH DEFINED 01, 02 6,500 MACYS INC COM 55616P104 973 37,614 SH DEFINED 01, 02 37,614 MADDEN STEVEN LTD COM 556269108 25,905 1,295,228 SH DEFINED 01, 02 1,295,228 MANPOWER INC COM 56418H100 1,104 19,400 SH DEFINED 01, 02 19,400 MANULIFE FINL CORP COM 56501R106 232 5,700 SH DEFINED 01, 02 5,700 MARATHON OIL CORP COM 565849106 3,518 57,800 SH DEFINED 01, 02 57,800 MARINER ENERGY INC COM 56845T305 1,210 52,895 SH DEFINED 01, 02 52,895 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 338 24,200 SH DEFINED 01, 02 24,200 MASCO CORP COM 574599106 621 28,737 SH DEFINED 01, 02 28,737 MASSEY ENERGY CORP COM 576206106 415 11,600 SH DEFINED 01, 02 11,600 MASTERCARD INC CL A 57636Q104 1,351 6,278 SH DEFINED 01, 02 6,278 MATRIA HEALTHCARE INC COM 576817209 2,598 109,279 SH DEFINED 01, 02 109,279 MBIA INC COM 55262C100 2,871 154,100 SH DEFINED 01, 02 154,100 MCCORMICK & CO INC COM 579780206 747 19,700 SH DEFINED 01, 02 19,700 MCGRAW HILL COS INC COM 580645109 276 6,300 SH DEFINED 01, 02 6,300 MENS WEARHOUSE INC COM 587118100 713 26,434 SH DEFINED 01, 02 26,434 MERCK & CO INC COM 589331107 238 4,100 SH DEFINED 01, 02 4,100 MERCURY GENL CORP COM 589400100 488 9,798 SH DEFINED 01, 02 9,798 METLIFE INC COM 59156R108 702 11,391 SH DEFINED 01, 02 11,391 METTLER TOLEDO INTERNATIONAL COM 592688105 390 3,425 SH DEFINED 01, 02 3,425 MILLIPORE CORP COM 601073109 476 6,500 SH DEFINED 01, 02 6,500 MIRANT CORP COM 60467R100 3,099 79,500 SH DEFINED 01, 02 79,500 MOLEX INC COM 608554101 849 31,100 SH DEFINED 01, 02 31,100 MONSANTO CO COM 61166W101 1,351 12,100 SH DEFINED 01, 02 12,100 MOODYS CORP COM 615369105 303 8,500 SH DEFINED 01, 02 8,500 MORGAN STANLEY COM 617446448 532 10,014 SH DEFINED 01, 02 10,014 MOSAIC CO COM 61945A107 632 6,700 SH DEFINED 01, 02 6,700 MURPHY OIL CORP COM 626717102 2,520 29,700 SH DEFINED 01, 02 29,700 MYLAN INC COM 628530107 468 33,293 SH DEFINED 01, 02 33,293 NATIONAL OILWELL VARCO INC COM 637071101 1,080 14,700 SH DEFINED 01, 02 14,700 NATIONAL PENN BANCSHARES INC COM 637138108 154 10,201 SH DEFINED 01, 02 10,201 NATIONWIDE FINL SVCS INC CL A 638612101 2,403 53,395 SH DEFINED 01, 02 53,395 NEW YORK TIMES CO CL A 650111107 335 19,100 SH DEFINED 01, 02 19,100 NEWELL RUBBERMAID INC COM 651229106 681 26,327 SH DEFINED 01, 02 26,327 NEWFIELD EXPL CO COM 651290108 869 16,497 SH DEFINED 01, 02 16,497 NIKE INC CL B 654106103 3,157 49,140 SH DEFINED 01, 02 49,140 NOBLE ENERGY INC COM 655044105 644 8,100 SH DEFINED 01, 02 8,100 NORDSON CORP COM 655663102 287 4,959 SH DEFINED 01, 02 4,959 NORTEL NETWORKS CORP NEW COM 656568508 313 20,737 SH DEFINED 01, 02 20,737 NORTHEAST UTILS COM 664397106 2,151 68,700 SH DEFINED 01, 02 68,700 NORTHROP GRUMMAN CORP COM 666807102 1,492 18,970 SH DEFINED 01, 02 18,970 NORTHWEST NAT GAS CO COM 667655104 201 4,131 SH DEFINED 01, 02 4,131 NRG ENERGY INC COM 629377508 4,035 93,100 SH DEFINED 01, 02 93,100 NUANCE COM 67020Y100 471 25,200 SH DEFINED 01, 02 25,200 NUSTAR ENERGY LP UNIT COM 67058H102 702 13,179 SH DEFINED 01, 02 13,179 NVR INC COM 62944T105 671 1,280 SH DEFINED 01, 02 1,280 OCCIDENTAL PETE CORP DEL COM 674599105 5,559 72,200 SH DEFINED 01, 02 72,200 ODYSSEY RE HLDGS CORP COM 67612W108 239 6,500 SH DEFINED 01, 02 6,500 OFFICE DEPOT INC COM 676220106 751 54,000 SH DEFINED 01, 02 54,000 OFFICEMAX INC DEL COM 67622P101 742 35,900 SH DEFINED 01, 02 35,900 OLD REP INTL CORP COM 680223104 986 64,000 SH DEFINED 01, 02 64,000 OMNICARE INC COM 681904108 408 17,900 SH DEFINED 01, 02 17,900 OMNICOM GROUP INC COM 681919106 362 7,614 SH DEFINED 01, 02 7,614 OMNITURE INC COM 68212S109 463 13,900 SH DEFINED 01, 02 13,900 ONEOK PARTN 68268N103 239 3,907 SH DEFINED 01, 02 3,907 ORACLE CORP COM 68389X105 2,163 95,805 SH DEFINED 01, 02 95,805 OSHKOSH TRUCK CORP COM 688239201 1,098 23,235 SH DEFINED 01, 02 23,235 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,228 16,500 SH DEFINED 01, 02 16,500 PACCAR INC COM 693718108 392 7,199 SH DEFINED 01, 02 7,199 PACKAGING CORP AMER COM 695156109 839 29,738 SH DEFINED 01, 02 29,738 PALL CORP COM 696429307 206 5,100 SH DEFINED 01, 02 5,100 PARKER DRILLING CO COM 701081101 149 19,700 SH DEFINED 01, 02 19,700 PARKER HANNIFIN CORP COM 701094104 2,244 29,800 SH DEFINED 01, 02 29,800 PARTNERRE LTD COM G6852T105 3,037 36,803 SH DEFINED 01, 02 36,803 PAYCHEX INC COM 704326107 402 11,087 SH DEFINED 01, 02 11,087 PEABODY ENERGY CORP COM 704549104 413 6,698 SH DEFINED 01, 02 6,698 PEDIATRIX MED GROUP COM 705324101 313 4,600 SH DEFINED 01, 02 4,600 PENSKE AUTOMOTIVE GRP INC COM 70959W103 939 53,800 SH DEFINED 01, 02 53,800 PEPSI BOTTLING GROUP INC COM 713409100 2,817 71,387 SH DEFINED 01, 02 71,387 PEPSIAMERICAS INC COM 71343P200 213 6,400 SH DEFINED 01, 02 6,400 PEPSICO INC COM 713448108 1,008 13,283 SH DEFINED 01, 02 13,283 PEROT SYS CORP CL A 714265105 560 41,500 SH DEFINED 01, 02 41,500 PERRIGO CO COM 714290103 409 11,675 SH DEFINED 01, 02 11,675 PETROHAWK ENERGY CORP COM 716495106 234 13,500 SH DEFINED 01, 02 13,500 PETSMART INC COM 716768106 555 23,600 SH DEFINED 01, 02 23,600 PFIZER INC COM 717081103 1,331 58,560 SH DEFINED 01, 02 58,560 PG&E CORP COM 69331C108 1,340 31,100 SH DEFINED 01, 02 31,100 PHILADELPHIA CONS HLDG CORP COM 717528103 535 13,600 SH DEFINED 01, 02 13,600 PIEDMONT NAT GAS INC COM 720186105 1,235 47,200 SH DEFINED 01, 02 47,200 PITNEY BOWES INC COM 724479100 357 9,384 SH DEFINED 01, 02 9,384 POTASH CORP SASK INC COM 73755L107 821 5,700 SH DEFINED 01, 02 5,700 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 512 10,000 SH DEFINED 01, 02 10,000 PRECISION CASTPARTS CORP COM 740189105 1,951 14,063 SH DEFINED 01, 02 14,063 PROCTER & GAMBLE CO COM 742718109 351 4,778 SH DEFINED 01, 02 4,778 PROGRESS ENERGY INC COM 743263105 1,065 22,000 SH DEFINED 01, 02 22,000 PROGRESSIVE CORP OHIO COM 743315103 372 19,436 SH DEFINED 01, 02 19,436 PROTECTIVE LIFE CORP COM 743674103 332 8,090 SH DEFINED 01, 02 8,090 PRUDENTIAL FINL INC COM 744320102 2,149 23,100 SH DEFINED 01, 02 23,100 QUALCOMM INC COM 747525103 905 23,010 SH DEFINED 01, 02 23,010 QUANTA SVCS INC COM 74762E102 310 11,800 SH DEFINED 01, 02 11,800 QUEST DIAGNOSTICS INC COM 74834L100 207 3,914 SH DEFINED 01, 02 3,914 QUICKSILVER RESOURCES INC COM 74837R104 3,573 59,959 SH DEFINED 01, 02 59,959 R H DONNELLEY CORP COM 74955W307 306 8,400 SH DEFINED 01, 02 8,400 RADIOSHACK CORP COM 750438103 1,832 108,649 SH DEFINED 01, 02 108,649 RAIT FINANCIAL TRUST COM 749227104 316 36,700 SH DEFINED 01, 02 36,700 RANGE RES CORP COM 75281A109 231 4,500 SH DEFINED 01, 02 4,500 RAYMOND JAMES FINANCIAL INC COM 754730109 438 13,400 SH DEFINED 01, 02 13,400 RAYTHEON CO COM 755111507 4,181 68,879 SH DEFINED 01, 02 68,879 RED HAT INC COM 756577102 425 20,400 SH DEFINED 01, 02 20,400 REINSURANCE GROUP AMER INC COM 759351109 984 18,750 SH DEFINED 01, 02 18,750 RENAISSANCERE HOLDINGS LTD COM G7496G103 289 4,800 SH DEFINED 01, 02 4,800 REPUBLIC SVCS INC COM 760759100 1,495 47,699 SH DEFINED 01, 02 47,699 RESEARCH IN MOTION LTD COM 760975102 578 5,100 SH DEFINED 01, 02 5,100 RESMED INC COM 761152107 253 4,808 SH DEFINED 01, 02 4,808 REYNOLDS AMERICAN INC COM 761713106 1,837 27,844 SH DEFINED 01, 02 27,844 ROCKWELL COLLINS INC COM 774341101 1,368 19,012 SH DEFINED 01, 02 19,012 ROFIN SINAR TECHNOLOGIES INC COM 775043102 313 6,500 SH DEFINED 01, 02 6,500 ROHM & HAAS CO COM 775371107 528 9,957 SH DEFINED 01, 02 9,957 ROPER INDS INC COM 776696106 700 11,200 SH DEFINED 01, 02 11,200 ROYAL BK CDA MONTREAL QUE COM 780087102 810 15,876 SH DEFINED 01, 02 15,876 RTI INTL METALS INC COM 74973W107 227 3,300 SH DEFINED 01, 02 3,300 RYDER SYS INC COM 783549108 1,013 21,552 SH DEFINED 01, 02 21,552 SAFECO CORP COM 786429100 396 7,119 SH DEFINED 01, 02 7,119 SAFEWAY INC COM 786514208 1,266 36,999 SH DEFINED 01, 02 36,999 SAIC INC COM 78390X101 539 26,800 SH DEFINED 01, 02 26,800 SANDISK CORP COM 80004C101 1,440 43,400 SH DEFINED 01, 02 43,400 SANMINA SCI CORP COM 800907107 31 17,286 SH DEFINED 01, 02 17,286 SARA LEE CORP COM 803111103 1,000 62,266 SH DEFINED 01, 02 62,266 SCANA CORP COM 80589M102 910 21,600 SH DEFINED 01, 02 21,600 SCHERING PLOUGH CORP COM 806605101 1,665 62,500 SH DEFINED 01, 02 62,500 SCHLUMBERGER LTD COM 806857108 1,652 16,797 SH DEFINED 01, 02 16,797 SCHWAB CHARLES CORP COM 808513105 994 38,900 SH DEFINED 01, 02 38,900 SCOTTS MIRACLE GRO CO CL A 810186106 3,229 86,290 SH DEFINED 01, 02 86,290 SEARS HLDGS CORP COM 812350106 409 4,008 SH DEFINED 01, 02 4,008 SHARPER IMAGE CORP COM 820013100 1,396 498,609 SH DEFINED 01, 02 498,609 SHERWIN WILLIAMS CO COM 824348106 557 9,600 SH DEFINED 01, 02 9,600 SI INTL INC COM 78427V102 596 21,701 SH DEFINED 01, 02 21,701 SIGMA ALDRICH CORP COM 826552101 2,572 47,099 SH DEFINED 01, 02 47,099 SILGAN HOLDINGS INC COM 827048109 234 4,500 SH DEFINED 01, 02 4,500 SLM CORP COM 78442P106 10,499 521,300 SH DEFINED 01, 02 521,300 SMUCKER J M CO COM 832696405 314 6,100 SH DEFINED 01, 02 6,100 SONOCO PRODS CO COM 835495102 856 26,200 SH DEFINED 01, 02 26,200 SONUS NETWORKS INC COM 835916107 338 58,000 SH DEFINED 01, 02 58,000 SOUTHERN CO COM 842587107 2,465 63,600 SH DEFINED 01, 02 63,600 SOUTHERN UN CO COM 844030106 716 24,400 SH DEFINED 01, 02 24,400 SOUTHWEST AIRLS CO COM 844741108 1,049 86,014 SH DEFINED 01, 02 86,014 SPDR TR UNIT SER 1 78462F103 66,594 455,467 SH DEFINED 01, 02 455,467 SPECTRA ENERGY CORP COM 847560109 367 14,200 SH DEFINED 01, 02 14,200 SPRINT NEXTEL CORP COM 852061100 1,284 97,800 SH DEFINED 01, 02 97,800 ST MARY LD & EXPL CO COM 792228108 564 14,600 SH DEFINED 01, 02 14,600 STANCORP FINL GROUP INC COM 852891100 302 6,000 SH DEFINED 01, 02 6,000 STANLEY WKS COM 854616109 1,076 22,200 SH DEFINED 01, 02 22,200 STARBUCKS CORP COM 855244109 2,372 115,900 SH DEFINED 01, 02 115,900 STEEL DYNAMICS INC COM 858119100 417 7,000 SH DEFINED 01, 02 7,000 STUDENT LN CORP COM 863902102 330 3,000 SH DEFINED 01, 02 3,000 SUN LIFE FINL INC COM 866796105 928 16,581 SH DEFINED 01, 02 16,581 SUN MICROSYSTEMS INC COM 866810203 702 38,736 SH DEFINED 01, 02 38,736 SUNOCO INC COM 86764P109 283 3,900 SH DEFINED 01, 02 3,900 SUNPOWER CORP COM CL A 867652109 339 2,600 SH DEFINED 01, 02 2,600 SYMANTEC CORP COM 871503108 634 39,312 SH DEFINED 01, 02 39,312 SYNOPSYS INC COM 871607107 749 28,900 SH DEFINED 01, 02 28,900 TALISMAN ENERGY INC COM 87425E103 967 52,194 SH DEFINED 01, 02 52,194 TARGET CORP COM 87612E106 11,965 239,291 SH DEFINED 01, 02 239,291 TECH DATA CORP COM 878237106 287 7,600 SH DEFINED 01, 02 7,600 TECO ENERGY INC COM 872375100 202 11,745 SH DEFINED 01, 02 11,745 TEEKAY LNG PARTN Y8564M105 254 8,563 SH DEFINED 01, 02 8,563 TELEDYNE TECHNOLOGIES INC COM 879360105 576 10,800 SH DEFINED 01, 02 10,800 TERADYNE INC COM 880770102 207 19,995 SH DEFINED 01, 02 19,995 TEREX CORP COM 880779103 426 6,500 SH DEFINED 01, 02 6,500 TERRA INDS INC COM 880915103 1,223 25,599 SH DEFINED 01, 02 25,599 TESORO CORP COM 881609101 792 16,600 SH DEFINED 01, 02 16,600 THERMO FISHER SCIENTIFIC INC COM 883556102 594 10,300 SH DEFINED 01, 02 10,300 THOMAS & BETTS CORP COM 884315102 539 11,000 SH DEFINED 01, 02 11,000 THOMSON CORP COM 884903105 933 22,900 SH DEFINED 01, 02 22,900 TIDEWATER INC COM 886423102 263 4,800 SH DEFINED 01, 02 4,800 TJX COS INC COM 872540109 1,110 38,620 SH DEFINED 01, 02 38,620 TORCHMARK CORP COM 891027104 3,104 51,287 SH DEFINED 01, 02 51,287 TRACTOR SUPPLY CO COM 892356106 585 16,289 SH DEFINED 01, 02 16,289 TRIARC COS INC CL B 895927309 135 15,400 SH DEFINED 01, 02 15,400 TRIMBLE NAVIGATION LTD COM 896239100 555 18,337 SH DEFINED 01, 02 18,337 TRINITY INDS INC COM 896522109 227 8,164 SH DEFINED 01, 02 8,164 UNITED ONLINE INC COM 911268100 216 18,300 SH DEFINED 01, 02 18,300 UNITED STATES CELLULAR CORP COM 911684108 1,194 14,197 SH DEFINED 01, 02 14,197 UNITED STATES STL CORP COM 912909108 556 4,600 SH DEFINED 01, 02 4,600 UNITED TECHNOLOGIES CORP COM 913017109 1,859 24,289 SH DEFINED 01, 02 24,289 UNIVERSAL HLTH SVCS INC CL B 913903100 1,707 33,346 SH DEFINED 01, 02 33,346 UNUM GROUP COM 91529Y106 624 26,241 SH DEFINED 01, 02 26,241 UST INC COM 902911106 2,992 54,595 SH DEFINED 01, 02 54,595 VALERO ENERGY CORP COM 91913Y100 385 5,500 SH DEFINED 01, 02 5,500 VALMONT INDS INC COM 920253101 205 2,300 SH DEFINED 01, 02 2,300 VALUECLICK INC COM 92046N102 554 25,300 SH DEFINED 01, 02 25,300 VCA ANTECH INC COM 918194101 522 11,804 SH DEFINED 01, 02 11,804 VECTREN CORP COM 92240G101 383 13,200 SH DEFINED 01, 02 13,200 VERIZON COM 92343V104 651 14,900 SH DEFINED 01, 02 14,900 VISHAY INTERTECHNOLOGY INC COM 928298108 476 41,710 SH DEFINED 01, 02 41,710 WADDELL & REED FINL INC CL A 930059100 783 21,709 SH DEFINED 01, 02 21,709 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 302 9,600 SH DEFINED 01, 02 9,600 WASTE CONNECTIONS INC COM 941053100 298 9,655 SH DEFINED 01, 02 9,655 WASTE MGMT INC DEL COM 94106L109 377 11,527 SH DEFINED 01, 02 11,527 WATERS CORP COM 941848103 490 6,200 SH DEFINED 01, 02 6,200 WATSON WYATT WORLDWIDE INC CL A 942712100 794 17,106 SH DEFINED 01, 02 17,106 WEATHERFORD INTERNATIONAL LT COM G95089101 1,317 19,198 SH DEFINED 01, 02 19,198 WELLPOINT INC COM 94973V107 509 5,800 SH DEFINED 01, 02 5,800 WESTAR ENERGY INC COM 95709T100 1,276 49,200 SH DEFINED 01, 02 49,200 WESTERN REFNG INC COM 959319104 416 17,200 SH DEFINED 01, 02 17,200 WGL HLDGS INC COM 92924F106 219 6,700 SH DEFINED 01, 02 6,700 WHIRLPOOL CORP COM 963320106 426 5,217 SH DEFINED 01, 02 5,217 WHITING PETE CORP COM 966387102 628 10,900 SH DEFINED 01, 02 10,900 WILEY JOHN & SONS INC CL A 968223206 242 5,658 SH DEFINED 01, 02 5,658 WILLIAMS PARTN 96950F104 238 6,071 SH DEFINED 01, 02 6,071 WIND RIVER SYSTEMS INC COM 973149107 96 10,709 SH DEFINED 01, 02 10,709 WISCONSIN ENERGY CORP COM 976657106 1,486 30,500 SH DEFINED 01, 02 30,500 WORTHINGTON INDS INC COM 981811102 810 45,300 SH DEFINED 01, 02 45,300 WRIGLEY WM JR CO COM 982526105 576 9,844 SH DEFINED 01, 02 9,844 WYETH COM 983024100 217 4,910 SH DEFINED 01, 02 4,910 XCEL ENERGY INC COM 98389B100 1,246 55,193 SH DEFINED 01, 02 55,193 XEROX CORP COM 984121103 971 59,999 SH DEFINED 01, 02 59,999 XL CAP LTD CL A G98255105 1,766 35,100 SH DEFINED 01, 02 35,100 XTO ENERGY INC COM 98385X106 4,303 83,774 SH DEFINED 01, 02 83,774 YUM BRANDS INC COM 988498101 210 5,500 SH DEFINED 01, 02 5,500 492 753,876
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 492 Form 13F Information Table Value Total: $753,876 (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-----