-----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, RWurl+lQ5fjcXXrlXhp681idlhAlFNT/toXeZuVeyddtsAQA2vIQW0mZU2JNFl65 9waUXb9V3YdvfBQevkZC8Q== 0000950159-07-001451.txt : 20071114 0000950159-07-001451.hdr.sgml : 20071114 20071114161912 ACCESSION NUMBER: 0000950159-07-001451 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071114 DATE AS OF CHANGE: 20071114 EFFECTIVENESS DATE: 20071114 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-06121 FILM NUMBER: 071245106 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR/A 1 clintongroupequity.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, 2007 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [X] 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 11/14/07 - --------------------- ------------ -------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 478 Form 13F Information Table Value Total: $787,542 (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.
TITLE OF VALUE SHARES SH/PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHRD NONE - ----------------------------------------------- ----------------------------------------------------------------------------------- 3COM CORP COM 885535104 306 61,914 SH 01, 02 DEFINED 61,914 3M CO COM 88579Y101 730 7,800 SH 01, 02 DEFINED 7,800 99 CENTS ONLY STORES COM 65440K106 147 14,300 SH 01, 02 DEFINED 14,300 A D C TELECOMMUNICATIONS COM NEW 000886309 590 30,100 SH 01, 02 DEFINED 30,100 AAR CORP COM 000361105 209 6,900 SH 01, 02 DEFINED 6,900 ACCENTURE LTD BERMUDA CL A G1150G111 2,343 58,200 SH 01, 02 DEFINED 58,200 ACE LTD ORD G0070K103 2,455 40,529 SH 01, 02 DEFINED 40,529 ACUITY BRANDS INC COM 00508Y102 1,595 31,600 SH 01, 02 DEFINED 31,600 ADOBE SYS INC COM 00724F101 1,711 39,200 SH 01, 02 DEFINED 39,200 ADVANCE AUTO PARTS INC COM 00751Y106 228 6,800 SH 01, 02 DEFINED 6,800 AFLAC INC COM 001055102 2,009 35,218 SH 01, 02 DEFINED 35,218 AGCO CORP COM 001084102 1,295 25,500 SH 01, 02 DEFINED 25,500 AGL RES INC COM 001204106 1,533 38,700 SH 01, 02 DEFINED 38,700 AIR PRODS & CHEMS INC COM 009158106 483 4,939 SH 01, 02 DEFINED 4,939 AKAMAI TECHNOLOGIES INC COM 00971T101 2,169 75,488 SH 01, 02 DEFINED 75,488 ALEXANDER & BALDWIN INC COM 014482103 256 5,101 SH 01, 02 DEFINED 5,101 ALLEGHENY ENERGY INC COM 017361106 414 7,914 SH 01, 02 DEFINED 7,914 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 436 34,182 SH 01, 02 DEFINED 34,182 ALLSTATE CORP COM 020002101 3,768 65,882 SH 01, 02 DEFINED 65,882 ALPHA NATURAL RESOURCES INC COM 02076X102 328 14,100 SH 01, 02 DEFINED 14,100 AMBAC FINL GROUP INC COM 023139108 1,579 25,100 SH 01, 02 DEFINED 25,100 AMDOCS LTD ORD G02602103 312 8,400 SH 01, 02 DEFINED 8,400 AMERICAN CMNTY NEWSPAPERS IN COM ADDED 02520T103 5,486 1,300,000 SH 01, 02 DEFINED 1,300,000 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,834 69,699 SH 01, 02 DEFINED 69,699 AMERICAN ELEC PWR INC COM 025537101 1,321 28,660 SH 01, 02 DEFINED 28,660 AMERICAN EXPRESS CO COM 025816109 754 12,697 SH 01, 02 DEFINED 12,697 AMERICAN FINL GROUP INC OHIO COM 025932104 2,682 94,046 SH 01, 02 DEFINED 94,046 AMERICAN INTL GROUP INC COM 026874107 542 8,011 SH 01, 02 DEFINED 8,011 AMERICAN TOWER CORP CL A 029912201 205 4,700 SH 01, 02 DEFINED 4,700 AMERICANMERCIAL LINES COM NEW 025195207 4,346 183,150 SH 01, 02 DEFINED 183,150 AMERICREDIT CORP COM 03060R101 1,954 111,150 SH 01, 02 DEFINED 111,150 AMERIPRISE FINL INC COM 03076C106 1,220 19,339 SH 01, 02 DEFINED 19,339 AMERISOURCEBERGEN CORP COM 03073E105 369 8,142 SH 01, 02 DEFINED 8,142 AMKOR TECHNOLOGY INC COM 031652100 192 16,700 SH 01, 02 DEFINED 16,700 ANALOG DEVICES INC COM 032654105 1,935 53,501 SH 01, 02 DEFINED 53,501 ANCHOR BANCORP WIS INC COM 032839102 275 10,200 SH 01, 02 DEFINED 10,200 ANHEUSER BUSCH COS INC COM 035229103 270 5,400 SH 01, 02 DEFINED 5,400 AON CORP COM 037389103 1,235 27,564 SH 01, 02 DEFINED 27,564 APPLE INC COM 037833100 645 4,200 SH 01, 02 DEFINED 4,200 ARCH COAL INC COM 039380100 1,223 36,250 SH 01, 02 DEFINED 36,250 ASTORIA FINL CORP COM 046265104 5,809 218,964 SH 01, 02 DEFINED 218,964 AT&T INC COM 00206R102 4,059 95,925 SH 01, 02 DEFINED 95,925 ATMEL CORP COM 049513104 683 132,416 SH 01, 02 DEFINED 132,416 ATMOS ENERGY CORP COM 049560105 1,175 41,500 SH 01, 02 DEFINED 41,500 ATWOOD OCEANICS INC COM 050095108 628 8,200 SH 01, 02 DEFINED 8,200 AUTOLIV INC COM 052800109 1,303 21,800 SH 01, 02 DEFINED 21,800 AUTOMATIC DATA PROCESSING IN COM 053015103 1,739 37,864 SH 01, 02 DEFINED 37,864 AUTONATION INC COM 05329W102 2,589 146,099 SH 01, 02 DEFINED 146,099 AUTOZONE INC COM 053332102 768 6,613 SH 01, 02 DEFINED 6,613 AVALONBAY CMNTYS INC COM 053484101 2,868 24,290 SH 01, 02 DEFINED 24,290 AVERY DENNISON CORP COM 053611109 1,028 18,030 SH 01, 02 DEFINED 18,030 AVON PRODS INC COM 054303102 612 16,300 SH 01, 02 DEFINED 16,300 BAKER HUGHES INC COM 057224107 497 5,500 SH 01, 02 DEFINED 5,500 BARE ESCENTUALS INC COM 067511105 269 10,800 SH 01, 02 DEFINED 10,800 BARNES & NOBLE INC COM 067774109 1,365 38,700 SH 01, 02 DEFINED 38,700 BARRICK GOLD CORP COM 067901108 473 11,734 SH 01, 02 DEFINED 11,734 BED BATH & BEYOND INC COM 075896100 2,935 86,007 SH 01, 02 DEFINED 86,007 BERKLEY W R CORP COM 084423102 923 31,143 SH 01, 02 DEFINED 31,143 BEST BUY INC COM 086516101 686 14,900 SH 01, 02 DEFINED 14,900 BLACK & DECKER CORP COM 091797100 700 8,400 SH 01, 02 DEFINED 8,400 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,357 44,319 SH 01, 02 DEFINED 44,319 BOSTON PROPERTIES INC COM 101121101 613 5,899 SH 01, 02 DEFINED 5,899 BRINKS CO COM 109696104 212 3,800 SH 01, 02 DEFINED 3,800 BRISTOL MYERS SQUIBB CO COM 110122108 971 33,700 SH 01, 02 DEFINED 33,700 BROCADEMUNICATIONS SYS I COM NEW ADDED 111621306 228 26,600 SH 01, 02 DEFINED 26,600 BROOKFIELD PPTYS CORP COM 112900105 1,047 42,043 SH 01, 02 DEFINED 42,043 BROWN & BROWN INC COM 115236101 572 21,740 SH 01, 02 DEFINED 21,740 BROWN FORMAN CORP CL B 115637209 501 6,683 SH 01, 02 DEFINED 6,683 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1,360 27,790 SH 01, 02 DEFINED 27,790 BUCYRUS INTL INC NEW CL A 118759109 394 5,400 SH 01, 02 DEFINED 5,400 BUNGE LIMITED COM G16962105 1,311 12,200 SH 01, 02 DEFINED 12,200 CABOT CORP COM 127055101 1,119 31,500 SH 01, 02 DEFINED 31,500 CAMDEN PPTY TR SH BEN INT 133131102 964 14,998 SH 01, 02 DEFINED 14,998 CAMERON INTERNATIONAL CORP COM 13342B105 1,421 15,400 SH 01, 02 DEFINED 15,400 CAMPBELL SOUP CO COM 134429109 1,860 50,264 SH 01, 02 DEFINED 50,264 CANADIAN NAT RES LTD COM 136385101 371 4,900 SH 01, 02 DEFINED 4,900 CANADIAN PAC RY LTD COM 13645T100 759 10,800 SH 01, 02 DEFINED 10,800 CARDINAL HEALTH INC COM 14149Y108 1,431 22,890 SH 01, 02 DEFINED 22,890 CARROLS RESTAURANT GROUP INC COM 14574X104 18,213 1,626,153 SH 01, 02 DEFINED 1,626,153 CATERPILLAR INC DEL COM 149123101 529 6,750 SH 01, 02 DEFINED 6,750 CBS CORP NEW CL B 124857202 778 24,688 SH 01, 02 DEFINED 24,688 CELANESE CORP DEL COM SER A 150870103 1,329 34,100 SH 01, 02 DEFINED 34,100 CENTERPOINT ENERGY INC COM 15189T107 2,229 139,024 SH 01, 02 DEFINED 139,024 CENTURYTEL INC COM 156700106 1,035 22,392 SH 01, 02 DEFINED 22,392 CEPHALON INC COM 156708109 643 8,800 SH 01, 02 DEFINED 8,800 CF INDS HLDGS INC COM 125269100 2,664 35,099 SH 01, 02 DEFINED 35,099 CHARLES RIV LABS INTL INC COM 159864107 590 10,500 SH 01, 02 DEFINED 10,500 CHEESECAKE FACTORY INC COM 163072101 1,340 57,100 SH 01, 02 DEFINED 57,100 CHEMTURA CORP COM 163893100 423 47,600 SH 01, 02 DEFINED 47,600 CHEVRON CORP NEW COM 166764100 7,224 77,200 SH 01, 02 DEFINED 77,200 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 326 7,560 SH 01, 02 DEFINED 7,560 CHILDRENS PL RETAIL STORES I COM 168905107 495 20,400 SH 01, 02 DEFINED 20,400 CIENA CORP COM NEW 171779309 590 15,500 SH 01, 02 DEFINED 15,500 CINCINNATI FINL CORP COM 172062101 4,432 102,338 SH 01, 02 DEFINED 102,338 CIRRUS LOGIC INC COM 172755100 114 17,849 SH 01, 02 DEFINED 17,849 CISCO SYS INC COM 17275R102 220 6,638 SH 01, 02 DEFINED 6,638 CITIGROUP INC COM 172967101 215 4,608 SH 01, 02 DEFINED 4,608 CITIZENSMUNICATIONS CO COM 17453B101 570 39,800 SH 01, 02 DEFINED 39,800 CLEVELAND CLIFFS INC COM 185896107 1,205 13,700 SH 01, 02 DEFINED 13,700 CLOROX CO DEL COM 189054109 3,837 62,910 SH 01, 02 DEFINED 62,910 CMGI INC COM 125750109 21 15,200 SH 01, 02 DEFINED 15,200 CNA FINL CORP COM 126117100 2,438 62,000 SH 01, 02 DEFINED 62,000 CNH GLOBAL N V SHS NEW N20935206 996 16,400 SH 01, 02 DEFINED 16,400 COCA COLA CO COM 191216100 4,350 75,700 SH 01, 02 DEFINED 75,700 COCA COLA ENTERPRISES INC COM 191219104 218 9,000 SH 01, 02 DEFINED 9,000 COEUR D ALENE MINES CORP IDA COM 192108108 216 56,910 SH 01, 02 DEFINED 56,910 COLUMBIA SPORTSWEAR CO COM 198516106 653 11,800 SH 01, 02 DEFINED 11,800 COMCAST CORP NEW CL A 20030N101 668 27,621 SH 01, 02 DEFINED 27,621 COMERICA INC COM 200340107 330 6,441 SH 01, 02 DEFINED 6,441 COMMERCE BANCORP INC NJ COM 200519106 330 8,500 SH 01, 02 DEFINED 8,500 COMMERCE GROUP INC MASS COM 200641108 472 16,000 SH 01, 02 DEFINED 16,000 COMMERCIAL METALS CO COM 201723103 1,984 62,681 SH 01, 02 DEFINED 62,681 COMMSCOPE INC COM 203372107 919 18,290 SH 01, 02 DEFINED 18,290 COMMUNITY HEALTH SYS INC NEW COM 203668108 405 12,879 SH 01, 02 DEFINED 12,879 COMPUTER SCIENCES CORP COM 205363104 458 8,200 SH 01, 02 DEFINED 8,200 COMPUWARE CORP COM 205638109 181 22,524 SH 01, 02 DEFINED 22,524 CONAGRA FOODS INC COM 205887102 1,037 39,700 SH 01, 02 DEFINED 39,700 CONOCOPHILLIPS COM 20825C104 3,976 45,300 SH 01, 02 DEFINED 45,300 CONSOLIDATED EDISON INC COM 209115104 580 12,525 SH 01, 02 DEFINED 12,525 CONVERGYS CORP COM 212485106 279 16,096 SH 01, 02 DEFINED 16,096 COOPER INDS LTD CL A G24182100 2,688 52,620 SH 01, 02 DEFINED 52,620 COPANO ENERGY L L C COM UNITS 217202100 238 6,490 SH 01, 02 DEFINED 6,490 COPART INC COM 217204106 332 9,658 SH 01, 02 DEFINED 9,658 COSTCO WHSL CORP NEW COM 22160K105 2,027 33,025 SH 01, 02 DEFINED 33,025 COVANCE INC COM 222816100 826 10,600 SH 01, 02 DEFINED 10,600 CREE INC COM 225447101 273 8,778 SH 01, 02 DEFINED 8,778 CTC MEDIA INC COM 12642X106 697 31,725 SH 01, 02 DEFINED 31,725 CUMMINS INC COM 231021106 337 2,634 SH 01, 02 DEFINED 2,634 CVS CAREMARK CORPORATION COM 126650100 515 13,000 SH 01, 02 DEFINED 13,000 DARDEN RESTAURANTS INC COM 237194105 855 20,428 SH 01, 02 DEFINED 20,428 DEAN FOODS CO NEW COM 242370104 642 25,100 SH 01, 02 DEFINED 25,100 DEERE & CO COM 244199105 6,887 46,400 SH 01, 02 DEFINED 46,400 DELL INC COM 24702R101 2,187 79,226 SH 01, 02 DEFINED 79,226 DELPHI FINL GROUP INC CL A 247131105 234 5,800 SH 01, 02 DEFINED 5,800 DENTSPLY INTL INC NEW COM 249030107 271 6,500 SH 01, 02 DEFINED 6,500 DEUTSCHE BANK AG NAMEN ORD D18190898 1,412 11,000 SH 01, 02 DEFINED 11,000 DEVRY INC DEL COM 251893103 563 15,200 SH 01, 02 DEFINED 15,200 DIGITAL RIV INC COM 25388B104 595 13,300 SH 01, 02 DEFINED 13,300 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 184 734,418 SH 01, 02 DEFINED 734,418 DIRECTV GROUP INC COM 25459L106 478 19,700 SH 01, 02 DEFINED 19,700 DOLLAR TREE STORES INC COM 256747106 401 9,900 SH 01, 02 DEFINED 9,900 DOMINION RES INC VA NEW COM 25746U109 365 4,324 SH 01, 02 DEFINED 4,324 DPL INC COM 233293109 646 24,586 SH 01, 02 DEFINED 24,586 DRIL-QUIP INC COM 262037104 1,441 29,200 SH 01, 02 DEFINED 29,200 DUKE REALTY CORP COM NEW 264411505 1,226 36,273 SH 01, 02 DEFINED 36,273 E M C CORP MASS COM 268648102 1,311 63,036 SH 01, 02 DEFINED 63,036 E TRADE FINANCIAL CORP COM 269246104 2,027 155,300 SH 01, 02 DEFINED 155,300 EASTGROUP PPTY INC COM 277276101 233 5,150 SH 01, 02 DEFINED 5,150 EATON VANCE CORP COM NON VTG 278265103 1,071 26,800 SH 01, 02 DEFINED 26,800 ECHOSTARMUNICATIONS NEW CL A 278762109 1,506 32,181 SH 01, 02 DEFINED 32,181 EDISON INTL COM 281020107 649 11,700 SH 01, 02 DEFINED 11,700 ELECTRONIC DATA SYS NEW COM 285661104 757 34,679 SH 01, 02 DEFINED 34,679 EMCOR GROUP INC COM 29084Q100 1,174 37,426 SH 01, 02 DEFINED 37,426 EMERSON ELEC CO COM 291011104 1,092 20,518 SH 01, 02 DEFINED 20,518 ENCORE CAP GROUP INC COM 292554102 973 82,442 SH 01, 02 DEFINED 82,442 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 327 6,700 SH 01, 02 DEFINED 6,700 ENTEGRIS INC COM 29362U104 121 13,900 SH 01, 02 DEFINED 13,900 ENTERGY CORP NEW COM 29364G103 1,115 10,299 SH 01, 02 DEFINED 10,299 EQUITABLE RES INC COM 294549100 1,027 19,800 SH 01, 02 DEFINED 19,800 EQUITY RESIDENTIAL SH BEN INT 29476L107 1,542 36,399 SH 01, 02 DEFINED 36,399 EXPRESS SCRIPTS INC COM 302182100 541 9,700 SH 01, 02 DEFINED 9,700 EXXON MOBIL CORP COM 30231G102 7,437 80,352 SH 01, 02 DEFINED 80,352 F M C CORP COM NEW 302491303 1,415 27,200 SH 01, 02 DEFINED 27,200 FACTSET RESH SYS INC COM 303075105 260 3,800 SH 01, 02 DEFINED 3,800 FAIR ISAAC CORP COM 303250104 299 8,289 SH 01, 02 DEFINED 8,289 FASTENAL CO COM 311900104 281 6,199 SH 01, 02 DEFINED 6,199 FEDERAL NATL MTG ASSN COM 313586109 553 9,100 SH 01, 02 DEFINED 9,100 FEDERATED INVS INC PA CL B 314211103 2,309 58,163 SH 01, 02 DEFINED 58,163 FEDEX CORP COM 31428X106 2,429 23,185 SH 01, 02 DEFINED 23,185 FIDELITY NATL INFORMATION SV COM 31620M106 469 10,575 SH 01, 02 DEFINED 10,575 FIRST HORIZON NATL CORP COM 320517105 267 10,000 SH 01, 02 DEFINED 10,000 FIRST MARBLEHEAD CORP COM 320771108 823 21,700 SH 01, 02 DEFINED 21,700 FIRST NIAGARA FINL GP INC COM 33582V108 200 14,100 SH 01, 02 DEFINED 14,100 FLEXTRONICS INTL LTD ORD Y2573F102 1,307 116,948 SH 01, 02 DEFINED 116,948 FLUOR CORP NEW COM 343412102 360 2,500 SH 01, 02 DEFINED 2,500 FOOT LOCKER INC COM 344849104 235 15,339 SH 01, 02 DEFINED 15,339 FOREST LABS INC COM 345838106 686 18,400 SH 01, 02 DEFINED 18,400 FOSTER WHEELER LTD SHS NEW G36535139 1,799 13,700 SH 01, 02 DEFINED 13,700 FREEPORT-MCMORAN COPPER & GO COM 35671D857 451 4,300 SH 01, 02 DEFINED 4,300 FRONTIER OIL CORP COM 35914P105 550 13,200 SH 01, 02 DEFINED 13,200 FRONTLINE LTD SHS G3682E127 428 8,870 SH 01, 02 DEFINED 8,870 GAP INC DEL COM 364760108 1,547 83,900 SH 01, 02 DEFINED 83,900 GARTNER INC COM 366651107 340 13,899 SH 01, 02 DEFINED 13,899 GENCO SHIPPING & TRADING LTD SHS Y2685T107 334 5,100 SH 01, 02 DEFINED 5,100 GENENTECH INC COM NEW 368710406 722 9,259 SH 01, 02 DEFINED 9,259 GENERAL CABLE CORP DEL NEW COM 369300108 1,463 21,800 SH 01, 02 DEFINED 21,800 GENERAL DYNAMICS CORP COM 369550108 802 9,498 SH 01, 02 DEFINED 9,498 GENERAL ELECTRIC CO COM 369604103 372 8,985 SH 01, 02 DEFINED 8,985 GENERAL MLS INC COM 370334104 2,964 51,100 SH 01, 02 DEFINED 51,100 GENLYTE GROUP INC COM 372302109 770 11,984 SH 01, 02 DEFINED 11,984 GENUINE PARTS CO COM 372460105 758 15,158 SH 01, 02 DEFINED 15,158 GILDAN ACTIVEWEAR INC COM 375916103 398 10,100 SH 01, 02 DEFINED 10,100 GILEAD SCIENCES INC COM 375558103 584 14,300 SH 01, 02 DEFINED 14,300 GLOBAL PMTS INC COM 37940X102 632 14,300 SH 01, 02 DEFINED 14,300 GOLDEN STAR RES LTD CDA COM 38119T104 75 18,400 SH 01, 02 DEFINED 18,400 GOLDMAN SACHS GROUP INC COM 38141G104 23,958 110,539 SH 01, 02 DEFINED 110,539 GRAINGER W W INC COM 384802104 2,746 30,110 SH 01, 02 DEFINED 30,110 GRANITE CONSTR INC COM 387328107 456 8,600 SH 01, 02 DEFINED 8,600 GREAT PLAINS ENERGY INC COM 391164100 1,946 67,545 SH 01, 02 DEFINED 67,545 GRIFFON CORP COM 398433102 44,768 2,964,788 SH 01, 02 DEFINED 2,964,788 HALLIBURTON CO COM 406216101 1,352 35,200 SH 01, 02 DEFINED 35,200 HANSEN NAT CORP COM 411310105 346 6,100 SH 01, 02 DEFINED 6,100 HARLEY DAVIDSON INC COM 412822108 1,775 38,422 SH 01, 02 DEFINED 38,422 HARTE-HANKS INC COM 416196103 616 31,300 SH 01, 02 DEFINED 31,300 HARVEST ENERGY TR TRUST UNIT 41752X101 1,380 51,200 SH 01, 02 DEFINED 51,200 HASBRO INC COM 418056107 234 8,404 SH 01, 02 DEFINED 8,404 HCC INS HLDGS INC COM 404132102 905 31,599 SH 01, 02 DEFINED 31,599 HCP INC COM ADDED 40414L109 697 21,000 SH 01, 02 DEFINED 21,000 HEALTHCARE RLTY TR COM 421946104 307 11,521 SH 01, 02 DEFINED 11,521 HEALTHSPRING INC COM 42224N101 56,714 2,908,404 SH 01, 02 DEFINED 2,908,404 HEARTLAND PMT SYS INC COM 42235N108 259 10,093 SH 01, 02 DEFINED 10,093 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 246 5,800 SH 01, 02 DEFINED 5,800 HENRY JACK & ASSOC INC COM 426281101 671 25,956 SH 01, 02 DEFINED 25,956 HERBALIFE LTD USD SHS G4412G101 418 9,200 SH 01, 02 DEFINED 9,200 HERSHA HOSPITALITY TR SH BEN INT A 427825104 210 21,177 SH 01, 02 DEFINED 21,177 HESS CORP COM 42809H107 3,885 58,400 SH 01, 02 DEFINED 58,400 HEWLETT PACKARD CO COM 428236103 2,345 47,100 SH 01, 02 DEFINED 47,100 HEXCEL CORP NEW COM 428291108 802 35,299 SH 01, 02 DEFINED 35,299 HILLENBRAND INDS INC COM 431573104 857 15,571 SH 01, 02 DEFINED 15,571 HORMEL FOODS CORP COM 440452100 608 17,000 SH 01, 02 DEFINED 17,000 HUDSON CITY BANCORP COM 443683107 3,488 226,798 SH 01, 02 DEFINED 226,798 IAC INTERACTIVECORP COM NEW 44919P300 830 27,971 SH 01, 02 DEFINED 27,971 IAMGOLD CORP COM 450913108 116 13,343 SH 01, 02 DEFINED 13,343 IDEARC INC COM 451663108 252 8,015 SH 01, 02 DEFINED 8,015 IHS INC CL A 451734107 333 5,900 SH 01, 02 DEFINED 5,900 ILLUMINA INC COM 452327109 488 9,399 SH 01, 02 DEFINED 9,399 IMATION CORP COM 45245A107 273 11,110 SH 01, 02 DEFINED 11,110 IMCLONE SYS INC COM 45245W109 347 8,389 SH 01, 02 DEFINED 8,389 INGRAM MICRO INC CL A 457153104 367 18,700 SH 01, 02 DEFINED 18,700 INTEL CORP COM 458140100 623 24,100 SH 01, 02 DEFINED 24,100 INTERSIL CORP CL A 46069S109 3,039 90,900 SH 01, 02 DEFINED 90,900 INTL PAPER CO COM 460146103 4,071 113,495 SH 01, 02 DEFINED 113,495 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 516 12,000 SH 01, 02 DEFINED 12,000 ISTAR FINL INC COM 45031U101 801 23,569 SH 01, 02 DEFINED 23,569 J CREW GROUP INC COM 46612H402 527 12,700 SH 01, 02 DEFINED 12,700 JACOBS ENGR GROUP INC DEL COM 469814107 1,950 25,800 SH 01, 02 DEFINED 25,800 JONES APPAREL GROUP INC COM 480074103 1,196 56,600 SH 01, 02 DEFINED 56,600 KELLOGG CO COM 487836108 949 16,941 SH 01, 02 DEFINED 16,941 KENNAMETAL INC COM 489170100 428 5,100 SH 01, 02 DEFINED 5,100 KFORCE INC COM 493732101 4,847 376,884 SH 01, 02 DEFINED 376,884 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 350 7,087 SH 01, 02 DEFINED 7,087 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 669 14,311 SH 01, 02 DEFINED 14,311 KINETIC CONCEPTS INC COM NEW 49460W208 388 6,900 SH 01, 02 DEFINED 6,900 KIRBY CORP COM 497266106 238 5,400 SH 01, 02 DEFINED 5,400 KLA-TENCOR CORP COM 482480100 762 13,666 SH 01, 02 DEFINED 13,666 KOHLS CORP COM 500255104 1,301 22,700 SH 01, 02 DEFINED 22,700 KORN FERRY INTL COM NEW 500643200 226 13,700 SH 01, 02 DEFINED 13,700 KROGER CO COM 501044101 1,040 36,453 SH 01, 02 DEFINED 36,453 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,151 27,500 SH 01, 02 DEFINED 27,500 LAM RESEARCH CORP COM 512807108 256 4,800 SH 01, 02 DEFINED 4,800 LANCASTER COLONY CORP COM 513847103 204 5,337 SH 01, 02 DEFINED 5,337 LAS VEGAS SANDS CORP COM 517834107 694 5,200 SH 01, 02 DEFINED 5,200 LATTICE SEMICONDUCTOR CORP COM 518415104 45 10,100 SH 01, 02 DEFINED 10,100 LAUDER ESTEE COS INC CL A 518439104 743 17,500 SH 01, 02 DEFINED 17,500 LEGGETT & PLATT INC COM 524660107 753 39,300 SH 01, 02 DEFINED 39,300 LEHMAN BROS HLDGS INC COM 524908100 3,091 50,075 SH 01, 02 DEFINED 50,075 LENOX GROUP INC COM 526262100 10,535 2,194,777 SH 01, 02 DEFINED 2,194,777 LIBERTY PPTY TR SH BEN INT 531172104 1,492 37,100 SH 01, 02 DEFINED 37,100 LIFE TIME FITNESS INC COM 53217R207 1,411 23,000 SH 01, 02 DEFINED 23,000 LINCOLN ELEC HLDGS INC COM 533900106 291 3,753 SH 01, 02 DEFINED 3,753 LINEAR TECHNOLOGY CORP COM 535678106 2,575 73,600 SH 01, 02 DEFINED 73,600 LOCKHEED MARTIN CORP COM 539830109 2,799 25,800 SH 01, 02 DEFINED 25,800 LOEWS CORP COM 540424108 454 9,400 SH 01, 02 DEFINED 9,400 LOEWS CORP CAROLNA GP STK 540424207 839 10,200 SH 01, 02 DEFINED 10,200 LONGS DRUG STORES CORP COM 543162101 556 11,200 SH 01, 02 DEFINED 11,200 MACERICH CO COM 554382101 613 7,000 SH 01, 02 DEFINED 7,000 MACK CALI RLTY CORP COM 554489104 226 5,500 SH 01, 02 DEFINED 5,500 MADDEN STEVEN LTD COM 556269108 11,776 621,435 SH 01, 02 DEFINED 621,435 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,004 25,075 SH 01, 02 DEFINED 25,075 MAGNA INTL INC CL A 559222401 917 9,525 SH 01, 02 DEFINED 9,525 MANPOWER INC COM 56418H100 1,574 24,461 SH 01, 02 DEFINED 24,461 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 325 10,600 SH 01, 02 DEFINED 10,600 MARRIOTT INTL INC NEW CL A 571903202 222 5,100 SH 01, 02 DEFINED 5,100 MATTEL INC COM 577081102 1,131 48,200 SH 01, 02 DEFINED 48,200 MAXIM INTEGRATED PRODS INC COM 57772K101 1,905 64,900 SH 01, 02 DEFINED 64,900 MCDERMOTT INTL INC COM 580037109 1,119 20,690 SH 01, 02 DEFINED 20,690 MCDONALDS CORP COM 580135101 899 16,500 SH 01, 02 DEFINED 16,500 MDU RES GROUP INC COM 552690109 415 14,900 SH 01, 02 DEFINED 14,900 MEADWESTVACO CORP COM 583334107 800 27,100 SH 01, 02 DEFINED 27,100 MERCURY GENL CORP NEW COM 589400100 205 3,798 SH 01, 02 DEFINED 3,798 METLIFE INC COM 59156R108 731 10,478 SH 01, 02 DEFINED 10,478 METTLER TOLEDO INTERNATIONAL COM 592688105 979 9,600 SH 01, 02 DEFINED 9,600 MFA MTG INVTS INC COM 55272X102 216 26,800 SH 01, 02 DEFINED 26,800 MICROCHIP TECHNOLOGY INC COM 595017104 776 21,359 SH 01, 02 DEFINED 21,359 MID-AMER APT CMNTYS INC COM 59522J103 329 6,600 SH 01, 02 DEFINED 6,600 MILLENNIUM PHARMACEUTICALS I COM 599902103 241 23,700 SH 01, 02 DEFINED 23,700 MILLIPORE CORP COM 601073109 447 5,900 SH 01, 02 DEFINED 5,900 MIRANT CORP NEW COM 60467R100 16,305 400,800 SH 01, 02 DEFINED 400,800 MOLSON COORS BREWING CO CL B 60871R209 2,773 27,822 SH 01, 02 DEFINED 27,822 MONEYGRAM INTL INC COM 60935Y109 560 24,801 SH 01, 02 DEFINED 24,801 MONSANTO CO NEW COM 61166W101 497 5,800 SH 01, 02 DEFINED 5,800 MORGAN STANLEY COM NEW 617446448 2,488 39,485 SH 01, 02 DEFINED 39,485 MOSAIC CO COM 61945A107 2,259 42,200 SH 01, 02 DEFINED 42,200 MOTOROLA INC COM 620076109 1,280 69,101 SH 01, 02 DEFINED 69,101 MURPHY OIL CORP COM 626717102 2,013 28,800 SH 01, 02 DEFINED 28,800 NATIONAL OILWELL VARCO INC COM 637071101 3,150 21,800 SH 01, 02 DEFINED 21,800 NATIONAL PENN BANCSHARES INC COM 637138108 329 20,101 SH 01, 02 DEFINED 20,101 NATIONWIDE FINL SVCS INC CL A 638612101 4,779 88,795 SH 01, 02 DEFINED 88,795 NAVIGATORS GROUP INC COM 638904102 326 6,000 SH 01, 02 DEFINED 6,000 NCR CORP NEW COM 62886E108 1,755 35,245 SH 01, 02 DEFINED 35,245 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 9,500 349,662 SH 01, 02 DEFINED 349,662 NEW YORK CMNTY BANCORP INC COM 649445103 2,005 105,260 SH 01, 02 DEFINED 105,260 NEWELL RUBBERMAID INC COM 651229106 4,311 149,574 SH 01, 02 DEFINED 149,574 NEWMONT MINING CORP COM 651639106 551 12,315 SH 01, 02 DEFINED 12,315 NEXEN INC COM 65334H102 1,426 46,700 SH 01, 02 DEFINED 46,700 NICOR INC COM 654086107 1,113 25,937 SH 01, 02 DEFINED 25,937 NIKE INC CL B 654106103 2,376 40,500 SH 01, 02 DEFINED 40,500 NISOURCE INC COM 65473P105 812 42,400 SH 01, 02 DEFINED 42,400 NORTEL NETWORKS CORP NEW COM NEW 656568508 228 13,400 SH 01, 02 DEFINED 13,400 NORTHROP GRUMMAN CORP COM 666807102 1,269 16,275 SH 01, 02 DEFINED 16,275 NORTHSTAR RLTY FIN CORP COM 66704R100 112 11,321 SH 01, 02 DEFINED 11,321 NOVELL INC COM 670006105 89 11,626 SH 01, 02 DEFINED 11,626 NSTAR COM 67019E107 268 7,700 SH 01, 02 DEFINED 7,700 NU SKIN ENTERPRISES INC CL A 67018T105 248 15,322 SH 01, 02 DEFINED 15,322 NUSTAR ENERGY LP UNIT COM 67058H102 337 5,679 SH 01, 02 DEFINED 5,679 NUTRI SYS INC NEW COM 67069D108 1,561 33,300 SH 01, 02 DEFINED 33,300 NYSE EURONEXT COM 629491101 301 3,800 SH 01, 02 DEFINED 3,800 OCCIDENTAL PETE CORP DEL COM 674599105 5,639 88,000 SH 01, 02 DEFINED 88,000 ODYSSEY RE HLDGS CORP COM 67612W108 271 7,300 SH 01, 02 DEFINED 7,300 OGE ENERGY CORP COM 670837103 847 25,602 SH 01, 02 DEFINED 25,602 ON SEMICONDUCTOR CORP COM 682189105 151 12,008 SH 01, 02 DEFINED 12,008 ORACLE CORP COM 68389X105 1,793 82,805 SH 01, 02 DEFINED 82,805 ORIENT-EXPRESS HOTELS LTD CL A G67743107 605 11,800 SH 01, 02 DEFINED 11,800 OSI PHARMACEUTICALS INC COM 671040103 595 17,499 SH 01, 02 DEFINED 17,499 OVERSEAS SHIPHOLDING GROUP I COM 690368105 207 2,700 SH 01, 02 DEFINED 2,700 PACKAGING CORP AMER COM 695156109 375 12,900 SH 01, 02 DEFINED 12,900 PACTIV CORP COM 695257105 838 29,247 SH 01, 02 DEFINED 29,247 PAPA JOHNS INTL INC COM 698813102 248 10,166 SH 01, 02 DEFINED 10,166 PARKER DRILLING CO COM 701081101 125 15,400 SH 01, 02 DEFINED 15,400 PARKER HANNIFIN CORP COM 701094104 604 5,400 SH 01, 02 DEFINED 5,400 PARTNERRE LTD COM G6852T105 545 6,900 SH 01, 02 DEFINED 6,900 PEDIATRIX MED GROUP COM 705324101 602 9,200 SH 01, 02 DEFINED 9,200 PENSKE AUTOMOTIVE GRP INC COM ADDED 70959W103 441 21,800 SH 01, 02 DEFINED 21,800 PENTAIR INC COM 709631105 838 25,258 SH 01, 02 DEFINED 25,258 PEPSI BOTTLING GROUP INC COM 713409100 3,116 83,837 SH 01, 02 DEFINED 83,837 PEPSIAMERICAS INC COM 71343P200 227 7,000 SH 01, 02 DEFINED 7,000 PEPSICO INC COM 713448108 7,168 97,844 SH 01, 02 DEFINED 97,844 PEROT SYS CORP CL A 714265105 333 19,700 SH 01, 02 DEFINED 19,700 PERRIGO CO COM 714290103 581 27,200 SH 01, 02 DEFINED 27,200 PETRO-CDA COM 71644E102 293 5,100 SH 01, 02 DEFINED 5,100 PG&E CORP COM 69331C108 2,926 61,215 SH 01, 02 DEFINED 61,215 PHILADELPHIA CONS HLDG CORP COM 717528103 203 4,900 SH 01, 02 DEFINED 4,900 PIEDMONT NAT GAS INC COM 720186105 1,149 45,800 SH 01, 02 DEFINED 45,800 PILGRIMS PRIDE CORP COM 721467108 260 7,500 SH 01, 02 DEFINED 7,500 PITNEY BOWES INC COM 724479100 1,107 24,379 SH 01, 02 DEFINED 24,379 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,749 32,100 SH 01, 02 DEFINED 32,100 PNM RES INC COM 69349H107 561 24,080 SH 01, 02 DEFINED 24,080 POLO RALPH LAUREN CORP CL A 731572103 311 4,000 SH 01, 02 DEFINED 4,000 POLYCOM INC COM 73172K104 1,703 63,395 SH 01, 02 DEFINED 63,395 POOL CORPORATION COM 73278L105 720 28,806 SH 01, 02 DEFINED 28,806 POST PPTYS INC COM 737464107 472 12,195 SH 01, 02 DEFINED 12,195 POTASH CORP SASK INC COM 73755L107 1,332 12,600 SH 01, 02 DEFINED 12,600 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 514 10,000 SH 01, 02 DEFINED 10,000 PPG INDS INC COM 693506107 279 3,698 SH 01, 02 DEFINED 3,698 PPL CORP COM 69351T106 2,285 49,348 SH 01, 02 DEFINED 49,348 PRECISION DRILLING TR TR UNIT 740215108 287 14,963 SH 01, 02 DEFINED 14,963 PROCTER & GAMBLE CO COM 742718109 1,919 27,281 SH 01, 02 DEFINED 27,281 PROGRESS ENERGY INC COM 743263105 2,005 42,800 SH 01, 02 DEFINED 42,800 PRUDENTIAL FINL INC COM 744320102 499 5,118 SH 01, 02 DEFINED 5,118 QUICKSILVER RESOURCES INC COM 74837R104 1,323 28,112 SH 01, 02 DEFINED 28,112 QUINTANA MARITIME LTD SHS Y7169G109 253 13,264 SH 01, 02 DEFINED 13,264 R H DONNELLEY CORP COM NEW 74955W307 381 6,800 SH 01, 02 DEFINED 6,800 RADIOSHACK CORP COM 750438103 775 37,500 SH 01, 02 DEFINED 37,500 REALTY INCOME CORP COM 756109104 414 14,800 SH 01, 02 DEFINED 14,800 RED HAT INC COM 756577102 294 14,800 SH 01, 02 DEFINED 14,800 REGAL ENTMT GROUP CL A 758766109 805 36,666 SH 01, 02 DEFINED 36,666 REGIONS FINANCIAL CORP NEW COM 7591EP100 692 23,470 SH 01, 02 DEFINED 23,470 REINSURANCE GROUP AMER INC COM 759351109 292 5,150 SH 01, 02 DEFINED 5,150 RELIANT ENERGY INC COM 75952B105 862 42,065 SH 01, 02 DEFINED 42,065 RENAISSANCERE HOLDINGS LTD COM G7496G103 209 3,200 SH 01, 02 DEFINED 3,200 RIVERBED TECHNOLOGY INC COM 768573107 279 6,900 SH 01, 02 DEFINED 6,900 ROCKWELL COLLINS INC COM 774341101 1,622 22,212 SH 01, 02 DEFINED 22,212 ROPER INDS INC NEW COM 776696106 289 4,413 SH 01, 02 DEFINED 4,413 ROWAN COS INC COM 779382100 552 15,100 SH 01, 02 DEFINED 15,100 RUBY TUESDAY INC COM 781182100 222 12,100 SH 01, 02 DEFINED 12,100 SAFECO CORP COM 786429100 528 8,619 SH 01, 02 DEFINED 8,619 SANDERSON FARMS INC COM 800013104 225 5,393 SH 01, 02 DEFINED 5,393 SANMINA SCI CORP COM 800907107 74 35,100 SH 01, 02 DEFINED 35,100 SCOTTS MIRACLE GRO CO CL A 810186106 1,744 40,800 SH 01, 02 DEFINED 40,800 SEAGATE TECHNOLOGY SHS G7945J104 473 18,500 SH 01, 02 DEFINED 18,500 SHARPER IMAGE CORP COM 820013100 651 157,516 SH 01, 02 DEFINED 157,516 SHERWIN WILLIAMS CO COM 824348106 467 7,100 SH 01, 02 DEFINED 7,100 SHIP FINANCE INTERNATIONAL L SHS G81075106 236 9,000 SH 01, 02 DEFINED 9,000 SIERRA PAC RES NEW COM 826428104 532 33,798 SH 01, 02 DEFINED 33,798 SIGMA ALDRICH CORP COM 826552101 2,545 52,211 SH 01, 02 DEFINED 52,211 SILGAN HOLDINGS INC COM 827048109 308 5,729 SH 01, 02 DEFINED 5,729 SILVER WHEATON CORP COM 828336107 776 55,351 SH 01, 02 DEFINED 55,351 SIMON PPTY GROUP INC NEW COM 828806109 370 3,700 SH 01, 02 DEFINED 3,700 SINA CORP ORD G81477104 388 8,104 SH 01, 02 DEFINED 8,104 SKYWORKS SOLUTIONS INC COM 83088M102 221 24,500 SH 01, 02 DEFINED 24,500 SL GREEN RLTY CORP COM 78440X101 1,541 13,195 SH 01, 02 DEFINED 13,195 SLM CORP COM 78442P106 15,507 312,200 SH 01, 02 DEFINED 312,200 SMITH INTL INC COM 832110100 1,000 14,000 SH 01, 02 DEFINED 14,000 SMUCKER J M CO COM NEW 832696405 865 16,200 SH 01, 02 DEFINED 16,200 SMURFIT-STONE CONTAINER CORP COM 832727101 826 70,683 SH 01, 02 DEFINED 70,683 SNAP ON INC COM 833034101 362 7,300 SH 01, 02 DEFINED 7,300 SOUTHERN CO COM 842587107 1,317 36,300 SH 01, 02 DEFINED 36,300 SOUTHERN COPPER CORP COM 84265V105 272 2,196 SH 01, 02 DEFINED 2,196 SOVEREIGN BANCORP INC COM 845905108 1,166 68,428 SH 01, 02 DEFINED 68,428 SPDR TR UNIT SER 1 78462F103 69,495 455,467 SH 01, 02 DEFINED 455,467 SPX CORP COM 784635104 1,703 18,394 SH 01, 02 DEFINED 18,394 ST JUDE MED INC COM 790849103 465 10,549 SH 01, 02 DEFINED 10,549 STARBUCKS CORP COM 855244109 267 10,200 SH 01, 02 DEFINED 10,200 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 279 4,600 SH 01, 02 DEFINED 4,600 STEEL DYNAMICS INC COM 858119100 1,946 41,675 SH 01, 02 DEFINED 41,675 STEELCASE INC CL A 858155203 239 13,300 SH 01, 02 DEFINED 13,300 STERIS CORP COM 859152100 634 23,200 SH 01, 02 DEFINED 23,200 STRYKER CORP COM 863667101 514 7,480 SH 01, 02 DEFINED 7,480 SUNCOR ENERGY INC COM 867229106 3,224 34,000 SH 01, 02 DEFINED 34,000 SUNOCO INC COM 86764P109 701 9,900 SH 01, 02 DEFINED 9,900 SUNPOWER CORP CL A 867652109 207 2,500 SH 01, 02 DEFINED 2,500 SUPERIOR ENERGY SVCS INC COM 868157108 1,343 37,893 SH 01, 02 DEFINED 37,893 SUPERVALU INC COM 868536103 1,095 28,080 SH 01, 02 DEFINED 28,080 TARGET CORP COM 87612E106 13,762 216,489 SH 01, 02 DEFINED 216,489 TECKINCO LTD CL B 878742204 1,140 23,900 SH 01, 02 DEFINED 23,900 TEEKAY CORPORATION COM Y8564W103 400 6,799 SH 01, 02 DEFINED 6,799 TEKTRONIX INC COM 879131100 646 23,300 SH 01, 02 DEFINED 23,300 TELETECH HOLDINGS INC COM 879939106 437 18,269 SH 01, 02 DEFINED 18,269 TEMPUR PEDIC INTL INC COM 88023U101 343 9,600 SH 01, 02 DEFINED 9,600 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 1,182 31,059 SH 01, 02 DEFINED 31,059 TERRA INDS INC COM 880915103 1,531 48,986 SH 01, 02 DEFINED 48,986 TESORO CORP COM 881609101 630 13,700 SH 01, 02 DEFINED 13,700 TEXTRON INC COM 883203101 299 4,800 SH 01, 02 DEFINED 4,800 THQ INC COM NEW 872443403 770 30,820 SH 01, 02 DEFINED 30,820 TIDEWATER INC COM 886423102 1,672 26,600 SH 01, 02 DEFINED 26,600 TIFFANY & CO NEW COM 886547108 2,282 43,600 SH 01, 02 DEFINED 43,600 TIME WARNER INC COM 887317105 1,640 89,322 SH 01, 02 DEFINED 89,322 TJX COS INC NEW COM 872540109 1,828 62,885 SH 01, 02 DEFINED 62,885 TORCHMARK CORP COM 891027104 1,084 17,387 SH 01, 02 DEFINED 17,387 TORO CO COM 891092108 329 5,600 SH 01, 02 DEFINED 5,600 TOTAL SYS SVCS INC COM 891906109 511 18,384 SH 01, 02 DEFINED 18,384 TRAVELERSPANIES INC COM 89417E109 881 17,500 SH 01, 02 DEFINED 17,500 TRIUMPH GROUP INC NEW COM 896818101 303 3,708 SH 01, 02 DEFINED 3,708 TYSON FOODS INC CL A 902494103 680 38,100 SH 01, 02 DEFINED 38,100 U S AIRWAYS GROUP INC COM 90341W108 3,200 121,900 SH 01, 02 DEFINED 121,900 UNION PAC CORP COM 907818108 931 8,237 SH 01, 02 DEFINED 8,237 UNITEDHEALTH GROUP INC COM 91324P102 3,759 77,623 SH 01, 02 DEFINED 77,623 UNUM GROUP COM 91529Y106 1,249 51,029 SH 01, 02 DEFINED 51,029 URS CORP NEW COM 903236107 243 4,300 SH 01, 02 DEFINED 4,300 V F CORP COM 918204108 678 8,400 SH 01, 02 DEFINED 8,400 VAIL RESORTS INC COM 91879Q109 791 12,700 SH 01, 02 DEFINED 12,700 VALASSISMUNICATIONS INC COM 918866104 187 21,000 SH 01, 02 DEFINED 21,000 VALERO ENERGY CORP NEW COM 91913Y100 652 9,700 SH 01, 02 DEFINED 9,700 VALLEY NATL BANCORP COM 919794107 366 16,500 SH 01, 02 DEFINED 16,500 VALMONT INDS INC COM 920253101 255 3,000 SH 01, 02 DEFINED 3,000 VALUECLICK INC COM 92046N102 263 11,700 SH 01, 02 DEFINED 11,700 VARIAN MED SYS INC COM 92220P105 214 5,100 SH 01, 02 DEFINED 5,100 VECTREN CORP COM 92240G101 235 8,600 SH 01, 02 DEFINED 8,600 VENTAS INC COM 92276F100 695 16,799 SH 01, 02 DEFINED 16,799 VERIZONMUNICATIONS COM 92343V104 3,810 86,043 SH 01, 02 DEFINED 86,043 VISHAY INTERTECHNOLOGY INC COM 928298108 546 41,869 SH 01, 02 DEFINED 41,869 VORNADO RLTY TR SH BEN INT 929042109 831 7,600 SH 01, 02 DEFINED 7,600 WABTEC CORP COM 929740108 933 24,900 SH 01, 02 DEFINED 24,900 WADDELL & REED FINL INC CL A 930059100 1,142 42,252 SH 01, 02 DEFINED 42,252 WAL MART STORES INC COM 931142103 319 7,300 SH 01, 02 DEFINED 7,300 WASHINGTON MUT INC COM 939322103 885 25,054 SH 01, 02 DEFINED 25,054 WASTE CONNECTIONS INC COM 941053100 504 15,855 SH 01, 02 DEFINED 15,855 WATSON WYATT WORLDWIDE INC CL A 942712100 980 21,806 SH 01, 02 DEFINED 21,806 WEBSTER FINL CORP CONN COM 947890109 1,137 27,000 SH 01, 02 DEFINED 27,000 WEIGHT WATCHERS INTL INC NEW COM 948626106 317 5,500 SH 01, 02 DEFINED 5,500 WEINGARTEN RLTY INVS SH BEN INT 948741103 697 16,800 SH 01, 02 DEFINED 16,800 WELLPOINT INC COM 94973V107 1,878 23,801 SH 01, 02 DEFINED 23,801 WESTAR ENERGY INC COM 95709T100 1,530 62,300 SH 01, 02 DEFINED 62,300 WESTERN REFNG INC COM 959319104 1,583 39,000 SH 01, 02 DEFINED 39,000 WHOLE FOODS MKT INC COM 966837106 304 6,200 SH 01, 02 DEFINED 6,200 WILEY JOHN & SONS INC CL A 968223206 911 20,271 SH 01, 02 DEFINED 20,271 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 260 6,298 SH 01, 02 DEFINED 6,298 WILLIAMS SONOMA INC COM 969904101 1,041 31,900 SH 01, 02 DEFINED 31,900 WILLIS GROUP HOLDINGS LTD SHS G96655108 700 17,100 SH 01, 02 DEFINED 17,100 WILMINGTON TRUST CORP COM 971807102 1,260 32,400 SH 01, 02 DEFINED 32,400 WISCONSIN ENERGY CORP COM 976657106 1,945 43,200 SH 01, 02 DEFINED 43,200 WOODWARD GOVERNOR CO COM 980745103 293 4,700 SH 01, 02 DEFINED 4,700 WYNDHAM WORLDWIDE CORP COM 98310W108 462 14,098 SH 01, 02 DEFINED 14,098 XCEL ENERGY INC COM 98389B100 466 21,641 SH 01, 02 DEFINED 21,641 XILINX INC COM 983919101 572 21,900 SH 01, 02 DEFINED 21,900 XL CAP LTD CL A G98255105 792 10,000 SH 01, 02 DEFINED 10,000 YUM BRANDS INC COM 988498101 353 10,436 SH 01, 02 DEFINED 10,436 ZALE CORP NEW COM 988858106 259 11,200 SH 01, 02 DEFINED 11,200 478 787,542
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