-----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, LmPH7Bhjoflp7GOLcwc6/ZXyVbuRl6AgINH4O6Mhr/kD/K5sy6/9RRco+jWdhNZH iXK6tr2XhIVgD0EDZZEv8Q== 0000950159-07-001035.txt : 20070814 0000950159-07-001035.hdr.sgml : 20070814 20070814125149 ACCESSION NUMBER: 0000950159-07-001035 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070814 DATE AS OF CHANGE: 20070814 EFFECTIVENESS DATE: 20070814 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: 071053011 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 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: June 30, 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 08/14/07 - --------------------- ------------ -------- [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: 444 Form 13F Information Table Value Total: $790,773 (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 SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ----------------------------------------------- ----------------------------------------------------------------------------------- 3COM CORP COM 885535104 2,294 555,514 SH DEFINED 01,02 555,514 3M CO COM COM 88579Y101 275 3,164 SH DEFINED 01,02 3,164 ABERCROMBIE & FITCH CO CL A 002896207 665 9,116 SH DEFINED 01,02 9,116 ACCENTURE LTD BERMUDA CL A G1150G111 1,355 31,600 SH DEFINED 01,02 31,600 ACTUANT CORP CL A 00508X203 214 3,400 SH DEFINED 01,02 3,400 ACUITY BRANDS INC COM 00508Y102 609 10,100 SH DEFINED 01,02 10,100 ADAMS RESPIRATORY THERAPEUTI COM 00635P107 564 14,315 SH DEFINED 01,02 14,315 ADOBE SYS INC COM 00724F101 1,648 41,053 SH DEFINED 01,02 41,053 ADTRAN INC COM 00738A106 323 12,436 SH DEFINED 01,02 12,436 AFFILIATED MANAGERS GROUP COM 008252108 2,060 16,000 SH DEFINED 01,02 16,000 AGL RES INC COM 001204106 2,360 58,300 SH DEFINED 01,02 58,300 AGRIUM INC COM 008916108 960 21,945 SH DEFINED 01,02 21,945 AIR PRODS & CHEMS INC COM 009158106 477 5,939 SH DEFINED 01,02 5,939 AIRGAS INC COM 009363102 2,036 42,500 SH DEFINED 01,02 42,500 ALBEMARLE CORP COM 012653101 1,325 34,400 SH DEFINED 01,02 34,400 ALCOA INC COM 013817101 265 6,527 SH DEFINED 01,02 6,527 ALCON INC COM H01301102 1,754 13,000 SH DEFINED 01,02 13,000 ALLERGAN INC COM 018490102 3,499 60,708 SH DEFINED 01,02 60,708 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 1,528 17,550 SH DEFINED 01,02 17,550 ALLSTATE CORP COM 020002101 3,856 62,682 SH DEFINED 01,02 62,682 ALTRIA GROUP INC COM 02209S103 541 7,707 SH DEFINED 01,02 7,707 AMAZON COM 023135106 1,484 21,688 SH DEFINED 01,02 21,688 AMBAC FINL GROUP INC COM 023139108 1,202 13,790 SH DEFINED 01,02 13,790 AMERICAN CAPITAL STRATEGIES COM 024937104 1,263 29,700 SH DEFINED 01,02 29,700 AMERICAN COMMERCIAL LINES COM NEW 025195207 7,889 302,847 SH DEFINED 01,02 302,847 AMERICAN COMMUNITY NEWSPAPER COM 02520T103 6,825 1,300,000 SH DEFINED 01,02 1,300,000 AMERICAN EQTY INVT LIFE HLD COM 025676206 137 11,300 SH DEFINED 01,02 11,300 AMERICAN EXPRESS CO COM 025816109 4,331 70,797 SH DEFINED 01,02 70,797 AMERICAN FINL GROUP INC OHIO COM 025932104 227 6,646 SH DEFINED 01,02 6,646 AMERICAN INTL GROUP INC COM 026874107 3,544 50,600 SH DEFINED 01,02 50,600 AMETEK INC NEW COM 031100100 1,478 37,246 SH DEFINED 01,02 37,246 ANADARKO PETE CORP COM 032511107 2,622 50,435 SH DEFINED 01,02 50,435 APACHE CORP COM 037411105 2,846 34,876 SH DEFINED 01,02 34,876 APPLE INC COM 037833100 744 6,100 SH DEFINED 01,02 6,100 APPLIED MICRO CIRCUITS CORP COM 03822W109 111 44,300 SH DEFINED 01,02 44,300 APTARGROUP INC COM 038336103 1,246 35,036 SH DEFINED 01,02 35,036 ARCH CAP GROUP LTD ORD G0450A105 2,325 32,050 SH DEFINED 01,02 32,050 ARCH COAL INC COM 039380100 1,029 29,567 SH DEFINED 01,02 29,567 ARROW ELECTRS INC COM 042735100 550 14,300 SH DEFINED 01,02 14,300 ASHLAND INC NEW COM 044209104 217 3,400 SH DEFINED 01,02 3,400 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 933 33,254 SH DEFINED 01,02 33,254 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 233 4,300 SH DEFINED 01,02 4,300 ATMI INC COM 00207R101 318 10,600 SH DEFINED 01,02 10,600 ATMOS ENERGY CORP COM 049560105 2,179 72,500 SH DEFINED 01,02 72,500 AUTOMATIC DATA PROCESSING IN COM 053015103 289 5,967 SH DEFINED 01,02 5,967 AUTOZONE INC COM 053332102 1,790 13,100 SH DEFINED 01,02 13,100 AVALONBAY CMNTYS INC COM 053484101 273 2,300 SH DEFINED 01,02 2,300 AVERY DENNISON CORP COM 053611109 838 12,598 SH DEFINED 01,02 12,598 AVNET INC COM 053807103 2,478 62,506 SH DEFINED 01,02 62,506 AXIS CAPITAL HOLDINGS SHS G0692U109 459 11,293 SH DEFINED 01,02 11,293 BAKER HUGHES INC COM 057224107 2,329 27,681 SH DEFINED 01,02 27,681 BALL CORP COM 058498106 541 10,168 SH DEFINED 01,02 10,168 BANK OF AMERICA CORPORATION COM 060505104 699 14,300 SH DEFINED 01,02 14,300 BARNES & NOBLE INC COM 067774109 592 15,400 SH DEFINED 01,02 15,400 BE AEROSPACE INC COM 073302101 293 7,088 SH DEFINED 01,02 7,088 BEAR STEARNS COS INC COM 073902108 3,220 23,000 SH DEFINED 01,02 23,000 BECKMAN COULTER INC COM 075811109 834 12,900 SH DEFINED 01,02 12,900 BECTON DICKINSON & CO COM 075887109 268 3,600 SH DEFINED 01,02 3,600 BEMIS INC COM 081437105 919 27,710 SH DEFINED 01,02 27,710 BERRY PETE CO CL A 085789105 241 6,400 SH DEFINED 01,02 6,400 BEST BUY INC COM 086516101 841 18,021 SH DEFINED 01,02 18,021 BLACK & DECKER CORP COM 091797100 549 6,213 SH DEFINED 01,02 6,213 BMC SOFTWARE INC COM 055921100 703 23,194 SH DEFINED 01,02 23,194 BOARDWALK PIPELINE PARTNERS UT 096627104 1,384 39,016 SH DEFINED 01,02 39,016 BOSTON PRIVATE FINL HLDGS IN COM 101119105 524 19,500 SH DEFINED 01,02 19,500 BOSTON PROPERTIES INC COM 101121101 388 3,800 SH DEFINED 01,02 3,800 BRINKER INTL INC COM 109641100 285 9,724 SH DEFINED 01,02 9,724 BRINKS CO COM 109696104 371 6,000 SH DEFINED 01,02 6,000 BRISTOL MYERS SQUIBB CO COM 110122108 1,027 32,530 SH DEFINED 01,02 32,530 BROWN FORMAN CORP CL B 115637209 327 4,470 SH DEFINED 01,02 4,470 BROWN SHOE INC NEW COM 115736100 303 12,450 SH DEFINED 01,02 12,450 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1,238 24,120 SH DEFINED 01,02 24,120 C D I CORP COM 125071100 258 8,000 SH DEFINED 01,02 8,000 CA INC COM 12673P105 1,255 48,600 SH DEFINED 01,02 48,600 CABOT CORP COM 127055101 412 8,649 SH DEFINED 01,02 8,649 CABOT OIL & GAS CORP COM 127097103 236 6,400 SH DEFINED 01,02 6,400 CADENCE DESIGN SYSTEM INC COM 127387108 1,199 54,600 SH DEFINED 01,02 54,600 CALLAWAY GOLF CO COM 131193104 214 12,000 SH DEFINED 01,02 12,000 CAMPBELL SOUP CO COM 134429109 1,229 31,664 SH DEFINED 01,02 31,664 CANADIAN NAT RES LTD COM 136385101 763 11,500 SH DEFINED 01,02 11,500 CANADIAN PAC RY LTD COM 13645T100 275 4,000 SH DEFINED 01,02 4,000 CAPITAL ONE FINL CORP COM 14040H105 698 8,900 SH DEFINED 01,02 8,900 CARROLS RESTAURANT GROUP INC COM 14574X104 16,330 1,070,842 SH DEFINED 01,02 1,070,842 CATERPILLAR INC DEL COM 149123101 5,043 64,400 SH DEFINED 01,02 64,400 CELGENE CORP COM 151020104 532 9,284 SH DEFINED 01,02 9,284 CENTERPOINT ENERGY INC COM 15189T107 1,431 82,222 SH DEFINED 01,02 82,222 CENTEX CORP COM 152312104 734 18,303 SH DEFINED 01,02 18,303 CENTURYTEL INC COM 156700106 1,363 27,795 SH DEFINED 01,02 27,795 CEPHALON INC COM 156708109 1,222 15,200 SH DEFINED 01,02 15,200 CF INDS HLDGS INC COM 125269100 385 6,429 SH DEFINED 01,02 6,429 CHEVRON CORP NEW COM 166764100 5,324 63,200 SH DEFINED 01,02 63,200 CHUBB CORP COM 171232101 628 11,600 SH DEFINED 01,02 11,600 CHURCH & DWIGHT INC COM 171340102 359 7,399 SH DEFINED 01,02 7,399 CIMAREX ENERGY CO COM 171798101 1,554 39,429 SH DEFINED 01,02 39,429 CINCINNATI BELL INC NEW COM 171871106 72 12,522 SH DEFINED 01,02 12,522 CINCINNATI FINL CORP COM 172062101 1,628 37,502 SH DEFINED 01,02 37,502 CISCO SYS INC COM 17275R102 213 7,638 SH DEFINED 01,02 7,638 CIT GROUP INC COM 125581108 532 9,700 SH DEFINED 01,02 9,700 CITIGROUP INC COM 172967101 11,325 220,808 SH DEFINED 01,02 220,808 CITIZENS COM 17453B101 890 58,286 SH DEFINED 01,02 58,286 CMGI INC COM 125750109 25 12,600 SH DEFINED 01,02 12,600 CNET NETWORKS INC COM 12613R104 168 20,500 SH DEFINED 01,02 20,500 COCA COLA ENTERPRISES INC COM 191219104 1,947 81,117 SH DEFINED 01,02 81,117 COEUR D ALENE MINES CORP IDA COM 192108108 52 14,580 SH DEFINED 01,02 14,580 COHEN & STEERS INC COM 19247A100 239 5,500 SH DEFINED 01,02 5,500 COLGATE PALMOLIVE CO COM 194162103 1,265 19,500 SH DEFINED 01,02 19,500 COMMERCE BANCORP INC NJ COM 200519106 229 6,184 SH DEFINED 01,02 6,184 CONAGRA FOODS INC COM 205887102 572 21,300 SH DEFINED 01,02 21,300 CONOCOPHILLIPS COM 20825C104 316 4,027 SH DEFINED 01,02 4,027 CONSOL ENERGY INC COM 20854P109 1,010 21,900 SH DEFINED 01,02 21,900 CONSOLIDATED EDISON INC COM 209115104 1,928 42,725 SH DEFINED 01,02 42,725 CONSTELLATION BRANDS INC CL A 21036P108 1,739 71,630 SH DEFINED 01,02 71,630 CONVERGYS CORP COM 212485106 385 15,875 SH DEFINED 01,02 15,875 COOPER INDS LTD CL A G24182100 1,147 20,086 SH DEFINED 01,02 20,086 CORNING INC COM 219350105 337 13,200 SH DEFINED 01,02 13,200 COURTSIDE ACQUISITION CORP *W EXP 06/29/200 22274N110 202 412,500 SH DEFINED 01,02 412,500 CROCS INC COM 227046109 746 17,348 SH DEFINED 01,02 17,348 CROWN HOLDINGS INC COM 228368106 524 20,992 SH DEFINED 01,02 20,992 DARDEN RESTAURANTS INC COM 237194105 735 16,700 SH DEFINED 01,02 16,700 DEERE & CO COM 244199105 290 2,400 SH DEFINED 01,02 2,400 DELUXE CORP COM 248019101 219 5,400 SH DEFINED 01,02 5,400 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,539 29,200 SH DEFINED 01,02 29,200 DEVON ENERGY CORP NEW COM 25179M103 2,662 34,000 SH DEFINED 01,02 34,000 DILLARDS INC CL A 254067101 208 5,800 SH DEFINED 01,02 5,800 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 192 739,418 SH DEFINED 01,02 739,418 DIRECTV GROUP INC COM 25459L106 1,303 56,400 SH DEFINED 01,02 56,400 DISCOVERY HOLDING CO CL A 25468Y107 317 13,790 SH DEFINED 01,02 13,790 DISNEY WALT CO COM 254687106 279 8,167 SH DEFINED 01,02 8,167 DOMTAR CORP COM 257559104 641 57,446 SH DEFINED 01,02 57,446 DONALDSON INC COM 257651109 426 11,996 SH DEFINED 01,02 11,996 DONNELLEY R R & SONS CO COM 257867101 766 17,594 SH DEFINED 01,02 17,594 DOUBLE HULL TANKERS INC COM Y21110104 162 10,400 SH DEFINED 01,02 10,400 DOW CHEM CO COM 260543103 403 9,105 SH DEFINED 01,02 9,105 DPL INC COM 233293109 1,669 58,900 SH DEFINED 01,02 58,900 DST SYS INC DEL COM 233326107 1,061 13,400 SH DEFINED 01,02 13,400 DSW INC CL A 23334L102 474 13,600 SH DEFINED 01,02 13,600 DUKE ENERGY CORP NEW COM 26441C105 1,224 66,900 SH DEFINED 01,02 66,900 DUKE REALTY CORP COM NEW 264411505 2,118 59,373 SH DEFINED 01,02 59,373 EATON CORP COM 278058102 506 5,437 SH DEFINED 01,02 5,437 EBAY INC COM 278642103 277 8,608 SH DEFINED 01,02 8,608 ECOLAB INC COM 278865100 663 15,524 SH DEFINED 01,02 15,524 EDISON INTL COM 281020107 1,205 21,480 SH DEFINED 01,02 21,480 ELECTRONIC ARTS INC COM 285512109 544 11,500 SH DEFINED 01,02 11,500 ELECTRONIC DATA SYS NEW COM 285661104 1,177 42,460 SH DEFINED 01,02 42,460 EMCOR GROUP INC COM 29084Q100 1,633 22,400 SH DEFINED 01,02 22,400 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 356 6,400 SH DEFINED 01,02 6,400 ENCORE CAP GROUP INC COM 292554102 1,567 125,596 SH DEFINED 01,02 125,596 ENERGEN CORP COM 29265N108 514 9,352 SH DEFINED 01,02 9,352 ENTERPRISE PRODS PARTNERS L COM 293792107 2,517 79,122 SH DEFINED 01,02 79,122 EOG RES INC COM 26875P101 749 10,252 SH DEFINED 01,02 10,252 EQUITY RESIDENTIAL SH BEN INT 29476L107 388 8,499 SH DEFINED 01,02 8,499 EVEREST RE GROUP LTD COM G3223R108 793 7,300 SH DEFINED 01,02 7,300 EXPEDITORS INTL WASH INC COM 302130109 611 14,788 SH DEFINED 01,02 14,788 EXXON MOBIL CORP COM 30231G102 6,648 79,252 SH DEFINED 01,02 79,252 F M C CORP COM NEW 302491303 1,001 11,200 SH DEFINED 01,02 11,200 FACTSET RESH SYS INC COM 303075105 424 6,200 SH DEFINED 01,02 6,200 FEDERAL REALTY INVT TR SH BEN INT 313747206 884 11,445 SH DEFINED 01,02 11,445 FINANCIAL FED CORP COM 317492106 364 12,208 SH DEFINED 01,02 12,208 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 791 20,400 SH DEFINED 01,02 20,400 FLOWSERVE CORP COM 34354P105 537 7,497 SH DEFINED 01,02 7,497 FLUOR CORP NEW COM 343412102 1,771 15,900 SH DEFINED 01,02 15,900 FOREST CITY ENTERPRISES INC CL A 345550107 467 7,600 SH DEFINED 01,02 7,600 FORMFACTOR INC COM 346375108 504 13,162 SH DEFINED 01,02 13,162 FOUNDATION COAL HLDGS INC COM 35039W100 1,333 32,800 SH DEFINED 01,02 32,800 FOUNDRY NETWORKS INC COM 35063R100 342 20,510 SH DEFINED 01,02 20,510 FRANKLIN RES INC COM 354613101 4,679 35,321 SH DEFINED 01,02 35,321 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,203 14,530 SH DEFINED 01,02 14,530 FULLER H B CO COM 359694106 299 10,000 SH DEFINED 01,02 10,000 GAMESTOP CORP NEW CL A 36467W109 345 8,828 SH DEFINED 01,02 8,828 GARTNER INC COM 366651107 821 33,399 SH DEFINED 01,02 33,399 GENCORP INC COM 368682100 165 12,600 SH DEFINED 01,02 12,600 GENERAL CABLE CORP DEL NE COM 369300108 674 8,900 SH DEFINED 01,02 8,900 GENERAL COMMUNICATION INC CL A 369385109 133 10,400 SH DEFINED 01,02 10,400 GENERAL DYNAMICS CORP COM 369550108 4,638 59,300 SH DEFINED 01,02 59,300 GENERAL ELECTRIC CO COM 369604103 344 8,985 SH DEFINED 01,02 8,985 GENERAL GROWTH PPTYS INC COM 370021107 371 7,002 SH DEFINED 01,02 7,002 GENERAL MLS INC COM 370334104 3,219 55,100 SH DEFINED 01,02 55,100 GENLYTE GROUP INC COM 372302109 729 9,286 SH DEFINED 01,02 9,286 GENTEX CORP COM 371901109 774 39,318 SH DEFINED 01,02 39,318 GENWORTH FINL INC COM CL A 37247D106 402 11,685 SH DEFINED 01,02 11,685 GILEAD SCIENCES INC COM 375558103 221 5,704 SH DEFINED 01,02 5,704 GOLDEN TELECOM INC COM 38122G107 586 10,647 SH DEFINED 01,02 10,647 GOLDMAN SACHS GROUP INC COM 38141G104 47,520 219,239 SH DEFINED 01,02 219,239 GRACO INC COM 384109104 1,433 35,580 SH DEFINED 01,02 35,580 GRAINGER W W INC COM 384802104 2,427 26,078 SH DEFINED 01,02 26,078 GRANT PRIDECO INC COM 38821G101 502 9,321 SH DEFINED 01,02 9,321 GREAT PLAINS ENERGY INC COM 391164100 2,779 95,445 SH DEFINED 01,02 95,445 GRIFFON CORP COM 398433102 58,147 2,669,740 SH DEFINED 01,02 2,669,740 HALLIBURTON CO COM 406216101 1,204 34,900 SH DEFINED 01,02 34,900 HARRIS CORP DEL COM 413875105 944 17,300 SH DEFINED 01,02 17,300 HARTFORD FINL SVCS GROUP INC COM COM 416515104 1,644 16,689 SH DEFINED 01,02 16,689 HEALTH NET INC COM 42222G108 507 9,600 SH DEFINED 01,02 9,600 HEALTHSPRING INC COM 42224N101 55,085 2,890,104 SH DEFINED 01,02 2,890,104 HERTZ GLOBAL HOLDINGS INC COM 42805T105 444 16,700 SH DEFINED 01,02 16,700 HESS CORP COM 42809H107 3,846 65,225 SH DEFINED 01,02 65,225 HEWLETT PACKARD CO COM 428236103 1,080 24,194 SH DEFINED 01,02 24,194 HILTON HOTELS CORP COM 432848109 412 12,306 SH DEFINED 01,02 12,306 HONEYWELL INTL INC COM 438516106 448 7,962 SH DEFINED 01,02 7,962 HORIZON OFFSHORE INC COM NEW 44043J204 192 10,000 SH DEFINED 01,02 10,000 HOST HOTELS & RESORTS INC COM 44107P104 1,258 54,400 SH DEFINED 01,02 54,400 HOVNANIAN ENTERPRISES INC CL A 442487203 1,223 74,000 SH DEFINED 01,02 74,000 IDACORP INC COM 451107106 234 7,300 SH DEFINED 01,02 7,300 ILLINOIS TOOL WKS INC COM 452308109 1,598 29,494 SH DEFINED 01,02 29,494 IMCLONE SYS INC COM 45245W109 774 21,875 SH DEFINED 01,02 21,875 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1,327 24,198 SH DEFINED 01,02 24,198 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 222 4,500 SH DEFINED 01,02 4,500 INTEGRYS ENERGY GROUP INC COM 45822P105 247 4,875 SH DEFINED 01,02 4,875 INTERACTIVE DATA CORP COM 45840J107 244 9,100 SH DEFINED 01,02 9,100 INTERCONTINENTALEXCHANGE INC COM 45865V100 429 2,900 SH DEFINED 01,02 2,900 INTERFACE INC CL A 458665106 498 26,383 SH DEFINED 01,02 26,383 INTERSIL CORP CL A 46069S109 948 30,141 SH DEFINED 01,02 30,141 ISTAR FINL INC COM 45031U101 1,485 33,500 SH DEFINED 01,02 33,500 ITC HLDGS CORP COM 465685105 760 18,700 SH DEFINED 01,02 18,700 ITT CORP NEW COM 450911102 1,085 15,894 SH DEFINED 01,02 15,894 JANUS CAP GROUP INC COM 47102X105 1,448 52,014 SH DEFINED 01,02 52,014 JDS UNIPHASE CORP COM 46612J507 334 24,900 SH DEFINED 01,02 24,900 JEFFERIES GROUP INC NEW COM 472319102 733 27,150 SH DEFINED 01,02 27,150 JOHNSON CTLS INC COM 478366107 2,378 20,538 SH DEFINED 01,02 20,538 JP MORGAN CHASE & CO COM 46625H100 6,493 134,008 SH DEFINED 01,02 134,008 KEMET CORP COM 488360108 272 38,628 SH DEFINED 01,02 38,628 KFORCE INC COM 493732101 3,367 210,718 SH DEFINED 01,02 210,718 KIMBERLY CLARK CORP COM 494368103 1,592 23,793 SH DEFINED 01,02 23,793 KIMCO REALTY CORP COM 49446R109 723 18,986 SH DEFINED 01,02 18,986 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1,163 22,417 SH DEFINED 01,02 22,417 KINROSS GOLD CORP COM 496902404 134 11,500 SH DEFINED 01,02 11,500 KIRBY CORP COM 497266106 254 6,623 SH DEFINED 01,02 6,623 KOHLS CORP COM 500255104 503 7,081 SH DEFINED 01,02 7,081 KROGER CO COM 501044101 3,377 120,053 SH DEFINED 01,02 120,053 KULICKE & SOFFA INDS INC COM 501242101 228 21,800 SH DEFINED 01,02 21,800 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,441 14,799 SH DEFINED 01,02 14,799 LAM RESEARCH CORP COM 512807108 658 12,800 SH DEFINED 01,02 12,800 LATTICE SEMICONDUCTOR CORP COM 518415104 101 17,688 SH DEFINED 01,02 17,688 LAZARD LTD SHS A G54050102 2,378 52,800 SH DEFINED 01,02 52,800 LEHMAN BROS HLDGS INC COM 524908100 298 4,000 SH DEFINED 01,02 4,000 LENOX GROUP INC COM 526262100 11,711 1,665,889 SH DEFINED 01,02 1,665,889 LIBERTY MEDIA HLDG CORP INT COM 53071M104 1,138 50,954 SH DEFINED 01,02 50,954 LINCOLN ELEC HLDGS INC COM 533900106 651 8,763 SH DEFINED 01,02 8,763 LINCOLN NATL CORP IND COM 534187109 3,313 46,700 SH DEFINED 01,02 46,700 LINEAR TECHNOLOGY CORP COM 535678106 282 7,799 SH DEFINED 01,02 7,799 LOCKHEED MARTIN CORP COM 539830109 1,186 12,600 SH DEFINED 01,02 12,600 LOEWS CORP CAROLNA GP STK 540424207 242 3,129 SH DEFINED 01,02 3,129 LONGS DRUG STORES CORP COM 543162101 336 6,400 SH DEFINED 01,02 6,400 LYONDELL CHEMICAL CO COM 552078107 215 5,800 SH DEFINED 01,02 5,800 MADDEN STEVEN LTD COM 556269108 12,684 387,172 SH DEFINED 01,02 387,172 MARATHON OIL CORP COM 565849106 3,736 62,300 SH DEFINED 01,02 62,300 MATRIA HEALTHCARE INC COM NEW 576817209 1,362 44,994 SH DEFINED 01,02 44,994 MAXIM INTEGRATED PRODS INC COM 57772K101 1,113 33,301 SH DEFINED 01,02 33,301 MBIA INC COM 55262C100 2,278 36,617 SH DEFINED 01,02 36,617 MCAFEE INC COM 579064106 556 15,800 SH DEFINED 01,02 15,800 MCCORMICK & CO INC COM 579780206 1,085 28,426 SH DEFINED 01,02 28,426 MCDERMOTT INTL INC COM 580037109 349 4,201 SH DEFINED 01,02 4,201 MCDONALDS CORP COM 580135101 843 16,599 SH DEFINED 01,02 16,599 MCGRAW HILL COS INC COM 580645109 797 11,700 SH DEFINED 01,02 11,700 MDU RES GROUP INC COM 552690109 1,108 39,500 SH DEFINED 01,02 39,500 MENTOR GRAPHICS CORP COM 587200106 170 12,900 SH DEFINED 01,02 12,900 MEREDITH CORP COM 589433101 484 7,863 SH DEFINED 01,02 7,863 MERRILL LYNCH & CO INC COM 590188108 928 11,100 SH DEFINED 01,02 11,100 METLIFE INC COM 59156R108 535 8,291 SH DEFINED 01,02 8,291 METTLER TOLEDO INTERNATIONAL COM 592688105 2,789 29,200 SH DEFINED 01,02 29,200 MGIC INVT CORP WIS COM 552848103 809 14,232 SH DEFINED 01,02 14,232 MICROS SYS INC COM 594901100 911 16,749 SH DEFINED 01,02 16,749 MICROSOFT CORP COM 594918104 663 22,500 SH DEFINED 01,02 22,500 MILLENNIUM PHARMACEUTICALS I COM 599902103 789 74,634 SH DEFINED 01,02 74,634 MILLIPORE CORP COM 601073109 616 8,200 SH DEFINED 01,02 8,200 MINERALS TECHNOLOGIES INC COM 603158106 261 3,900 SH DEFINED 01,02 3,900 MIRANT CORP NEW COM 60467R100 15,273 358,100 SH DEFINED 01,02 358,100 MOLEX INC COM 608554101 423 14,102 SH DEFINED 01,02 14,102 MOLSON COORS BREWING CO CL B 60871R209 1,378 14,900 SH DEFINED 01,02 14,900 MONSANTO CO NEW COM 61166W101 1,888 27,948 SH DEFINED 01,02 27,948 MONTPELIER RE HOLDINGS LTD SHS G62185106 227 12,228 SH DEFINED 01,02 12,228 MOODYS CORP COM 615369105 4,329 69,600 SH DEFINED 01,02 69,600 MORGAN STANLEY COM NEW 617446448 1,402 16,712 SH DEFINED 01,02 16,712 MORNINGSTAR INC COM 617700109 345 7,327 SH DEFINED 01,02 7,327 MORTONS RESTAURANT GRP INC N COM 619430101 907 50,078 SH DEFINED 01,02 50,078 MURPHY OIL CORP COM 626717102 1,723 28,985 SH DEFINED 01,02 28,985 NABORS INDUSTRIES LTD SHS G6359F103 517 15,503 SH DEFINED 01,02 15,503 NATIONAL RETAIL PROPERTIES I COM 637417106 466 21,300 SH DEFINED 01,02 21,300 NATIONAL SEMICONDUCTOR CORP COM 637640103 503 17,789 SH DEFINED 01,02 17,789 NAVTEQ CORP COM 63936L100 576 13,606 SH DEFINED 01,02 13,606 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 9,884 409,256 SH DEFINED 01,02 409,256 NETWORK APPLIANCE INC COM 64120L104 1,003 34,374 SH DEFINED 01,02 34,374 NEUSTAR INC CL A 64126X201 1,451 50,095 SH DEFINED 01,02 50,095 NEWELL RUBBERMAID INC COM 651229106 829 28,159 SH DEFINED 01,02 28,159 NEXEN INC COM 65334H102 1,077 34,802 SH DEFINED 01,02 34,802 NICOR INC COM 654086107 2,332 54,337 SH DEFINED 01,02 54,337 NIKE INC CL B 654106103 2,556 43,850 SH DEFINED 01,02 43,850 NISOURCE INC COM 65473P105 994 48,011 SH DEFINED 01,02 48,011 NOBLE CORPORATION SHS G65422100 1,521 15,600 SH DEFINED 01,02 15,600 NOBLE ENERGY INC COM 655044105 1,791 28,705 SH DEFINED 01,02 28,705 NORDSTROM INC COM 655664100 2,234 43,696 SH DEFINED 01,02 43,696 NORTHERN TR CORP COM 665859104 457 7,118 SH DEFINED 01,02 7,118 NOVA CHEMICALS CORP COM 66977W109 231 6,500 SH DEFINED 01,02 6,500 NSTAR COM 67019E107 1,009 31,100 SH DEFINED 01,02 31,100 NYMEX HOLDINGS INC COM 62948N104 201 1,602 SH DEFINED 01,02 1,602 O REILLY AUTOMOTIVE INC COM 686091109 351 9,600 SH DEFINED 01,02 9,600 OCCIDENTAL PETE CORP DEL COM 674599105 405 7,000 SH DEFINED 01,02 7,000 ODYSSEY RE HLDGS CORP COM 67612W108 1,141 26,600 SH DEFINED 01,02 26,600 OGE ENERGY CORP COM 670837103 2,316 63,200 SH DEFINED 01,02 63,200 OIL STS INTL INC COM 678026105 280 6,769 SH DEFINED 01,02 6,769 OMNICOM GROUP INC COM 681919106 477 9,014 SH DEFINED 01,02 9,014 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 527 7,700 SH DEFINED 01,02 7,700 ORACLE CORP COM 68389X105 2,497 126,705 SH DEFINED 01,02 126,705 PACCAR INC COM 693718108 705 8,100 SH DEFINED 01,02 8,100 PACKAGING CORP AMER COM 695156109 254 10,029 SH DEFINED 01,02 10,029 PACTIV CORP COM 695257105 2,020 63,331 SH DEFINED 01,02 63,331 PALL CORP COM 696429307 620 13,485 SH DEFINED 01,02 13,485 PAREXEL INTL CORP COM 699462107 1,624 38,620 SH DEFINED 01,02 38,620 PARKER DRILLING CO COM 701081101 119 11,300 SH DEFINED 01,02 11,300 PARTNERRE LTD COM G6852T105 264 3,400 SH DEFINED 01,02 3,400 PEABODY ENERGY CORP COM 704549104 2,912 60,200 SH DEFINED 01,02 60,200 PEPSICO INC COM 713448108 4,039 62,284 SH DEFINED 01,02 62,284 PETRO-CDA COM 71644E102 356 6,700 SH DEFINED 01,02 6,700 PFIZER INC COM 717081103 299 11,701 SH DEFINED 01,02 11,701 PG&E CORP COM 69331C108 1,872 41,315 SH DEFINED 01,02 41,315 PHILADELPHIA CONS HLDG CORP COM 717528103 613 14,677 SH DEFINED 01,02 14,677 PIEDMONT NAT GAS INC COM 720186105 850 34,500 SH DEFINED 01,02 34,500 PLAINS EXPL& PRODTN CO COM 726505100 665 13,900 SH DEFINED 01,02 13,900 PNM RES INC COM 69349H107 909 32,700 SH DEFINED 01,02 32,700 POLO RALPH LAUREN CORP CL A 731572103 285 2,900 SH DEFINED 01,02 2,900 POLYCOM INC COM 73172K104 811 24,144 SH DEFINED 01,02 24,144 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 476 10,000 SH DEFINED 01,02 10,000 PRAXAIR INC COM 74005P104 770 10,700 SH DEFINED 01,02 10,700 PRECISION CASTPARTS CORP COM 740189105 1,444 11,899 SH DEFINED 01,02 11,899 PRICE T ROWE GROUP INC COM 74144T108 6,035 116,311 SH DEFINED 01,02 116,311 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3,090 53,013 SH DEFINED 01,02 53,013 PROCTER & GAMBLE CO COM 742718109 213 3,481 SH DEFINED 01,02 3,481 PROGRESS ENERGY INC COM 743263105 3,474 76,200 SH DEFINED 01,02 76,200 PROLOGIS SH BEN INT 743410102 222 3,902 SH DEFINED 01,02 3,902 PROTECTIVE LIFE CORP COM 743674103 411 8,590 SH DEFINED 01,02 8,590 PRUDENTIAL FINL INC COM 744320102 681 7,000 SH DEFINED 01,02 7,000 PUBLIC STORAGE COM 74460D109 614 7,999 SH DEFINED 01,02 7,999 PUGET ENERGY INC NEW COM 745310102 455 18,800 SH DEFINED 01,02 18,800 QUANTA SVCS INC COM 74762E102 582 18,970 SH DEFINED 01,02 18,970 QUICKSILVER RESOURCES INC COM 74837R104 2,201 49,365 SH DEFINED 01,02 49,365 RAMBUS INC DEL COM 750917106 201 11,200 SH DEFINED 01,02 11,200 RAYTHEON CO COM NEW 755111507 3,292 61,079 SH DEFINED 01,02 61,079 RED HAT INC COM 756577102 1,065 47,793 SH DEFINED 01,02 47,793 REGENCY CTRS CORP COM 758849103 437 6,200 SH DEFINED 01,02 6,200 REINSURANCE GROUP AMER INC COM 759351109 211 3,500 SH DEFINED 01,02 3,500 RELIANCE STEEL & ALUMINUM CO COM 759509102 309 5,500 SH DEFINED 01,02 5,500 RESEARCH IN MOTION LTD COM 760975102 660 3,300 SH DEFINED 01,02 3,300 RLI CORP COM 749607107 207 3,700 SH DEFINED 01,02 3,700 ROPER INDS INC NEW COM 776696106 1,405 24,601 SH DEFINED 01,02 24,601 ROSETTA RESOURCES INC COM 777779307 228 10,605 SH DEFINED 01,02 10,605 ROSS STORES INC COM 778296103 400 13,000 SH DEFINED 01,02 13,000 ROYAL BK CDA MONTREAL QUE COM 780087102 605 11,400 SH DEFINED 01,02 11,400 RTI INTL METALS INC COM 74973W107 377 5,007 SH DEFINED 01,02 5,007 RYDER SYS INC COM 783549108 311 5,786 SH DEFINED 01,02 5,786 SAFECO CORP COM 786429100 1,850 29,719 SH DEFINED 01,02 29,719 SANMINA SCI CORP COM 800907107 1,479 472,476 SH DEFINED 01,02 472,476 SCANA CORP NEW COM 80589M102 593 15,500 SH DEFINED 01,02 15,500 SCHLUMBERGER LTD COM 806857108 1,122 13,204 SH DEFINED 01,02 13,204 SCHWAB CHARLES CORP NEW COM 808513105 248 12,104 SH DEFINED 01,02 12,104 SCOTTS MIRACLE GRO CO CL A 810186106 528 12,300 SH DEFINED 01,02 12,300 SEALED AIR CORP NEW COM 81211K100 2,029 65,400 SH DEFINED 01,02 65,400 SEARS HLDGS CORP COM 812350106 304 1,792 SH DEFINED 01,02 1,792 SEI INVESTMENTS CO COM 784117103 1,461 50,300 SH DEFINED 01,02 50,300 SEMPRA ENERGY COM 816851109 1,796 30,323 SH DEFINED 01,02 30,323 SEPRACOR INC COM 817315104 323 7,874 SH DEFINED 01,02 7,874 SHAW GROUP INC COM 820280105 301 6,500 SH DEFINED 01,02 6,500 SIGMA ALDRICH CORP COM 826552101 3,953 92,633 SH DEFINED 01,02 92,633 SILGAN HOLDINGS INC COM 827048109 376 6,800 SH DEFINED 01,02 6,800 SIMON PPTY GROUP INC NEW COM 828806109 1,200 12,900 SH DEFINED 01,02 12,900 SLM CORP COM 78442P106 21,282 369,600 SH DEFINED 01,02 369,600 SMITH INTL INC COM 832110100 1,918 32,700 SH DEFINED 01,02 32,700 SNAP ON INC COM 833034101 581 11,500 SH DEFINED 01,02 11,500 SOLECTRON CORP COM 834182107 522 141,841 SH DEFINED 01,02 141,841 SONOCO PRODS CO COM 835495102 325 7,585 SH DEFINED 01,02 7,585 SOUTHERN CO COM 842587107 1,693 49,387 SH DEFINED 01,02 49,387 SOUTHWEST GAS CORP COM 844895102 287 8,500 SH DEFINED 01,02 8,500 SPDR TR UNIT SER 1 78462F103 68,516 455,467 SH DEFINED 01,02 455,467 SPECTRA ENERGY CORP COM 847560109 319 12,300 SH DEFINED 01,02 12,300 SPRINT NEXTEL CORP COM 852061100 1,443 69,700 SH DEFINED 01,02 69,700 ST JOE CO COM 790148100 2,953 63,718 SH DEFINED 01,02 63,718 ST MARY LD & EXPL CO COM 792228108 582 15,900 SH DEFINED 01,02 15,900 STANCORP FINL GROUP INC COM 852891100 416 7,936 SH DEFINED 01,02 7,936 STANLEY WKS COM 854616109 419 6,900 SH DEFINED 01,02 6,900 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 939 14,002 SH DEFINED 01,02 14,002 STATE STR CORP COM 857477103 738 10,790 SH DEFINED 01,02 10,790 STEEL DYNAMICS INC COM 858119100 830 19,797 SH DEFINED 01,02 19,797 STERLING BANCSHARES INC COM 858907108 118 10,459 SH DEFINED 01,02 10,459 STRYKER CORP COM 863667101 371 5,880 SH DEFINED 01,02 5,880 SUNCOR ENERGY INC COM 867229106 324 3,600 SH DEFINED 01,02 3,600 SUSQUEHANNA BANCSHARES INC P COM 869099101 479 21,415 SH DEFINED 01,02 21,415 SYBASE INC COM 871130100 774 32,410 SH DEFINED 01,02 32,410 SYNOPSYS INC COM 871607107 690 26,109 SH DEFINED 01,02 26,109 TALISMAN ENERGY INC COM 87425E103 303 15,668 SH DEFINED 01,02 15,668 TAUBMAN CTRS INC COM 876664103 1,156 23,310 SH DEFINED 01,02 23,310 TEEKAY CORPORATION COM Y8564W103 287 4,962 SH DEFINED 01,02 4,962 TEKTRONIX INC COM 879131100 501 14,844 SH DEFINED 01,02 14,844 TELEPHONE & DATA SYS INC COM 879433100 1,402 22,400 SH DEFINED 01,02 22,400 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 1,367 30,809 SH DEFINED 01,02 30,809 TERADYNE INC COM 880770102 1,608 91,448 SH DEFINED 01,02 91,448 TEREX CORP NEW COM 880779103 276 3,400 SH DEFINED 01,02 3,400 TESSERA TECHNOLOGIES INC COM 88164L100 852 21,000 SH DEFINED 01,02 21,000 TEXTRON INC COM 883203101 1,434 13,025 SH DEFINED 01,02 13,025 THERMO FISHER SCIENTIFIC INC COM 883556102 274 5,300 SH DEFINED 01,02 5,300 THOMAS & BETTS CORP COM 884315102 356 6,146 SH DEFINED 01,02 6,146 THORNBURG MTG INC COM 885218107 256 9,790 SH DEFINED 01,02 9,790 THQ INC COM NEW 872443403 207 6,790 SH DEFINED 01,02 6,790 TOTAL SYS SVCS INC COM 891906109 1,617 54,800 SH DEFINED 01,02 54,800 TRAVELERS COM 89417E109 498 9,300 SH DEFINED 01,02 9,300 TRINITY INDS INC COM 896522109 805 18,500 SH DEFINED 01,02 18,500 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 729 19,800 SH DEFINED 01,02 19,800 TYCO INTERNATIONAL LTD WHEN ISSUED G9143X208 801 23,700 SH DEFINED 01,02 23,700 TYSON FOODS INC CL A 902494103 1,007 43,700 SH DEFINED 01,02 43,700 U S AIRWAYS GROUP INC COM 90341W108 215 7,100 SH DEFINED 01,02 7,100 U STORE IT TR COM 91274F104 375 22,900 SH DEFINED 01,02 22,900 UGI CORP NEW COM 902681105 600 21,983 SH DEFINED 01,02 21,983 UNITED STATES CELLULAR CORP COM 911684108 224 2,469 SH DEFINED 01,02 2,469 UNITED STATES STL CORP NEW COM 912909108 1,192 10,959 SH DEFINED 01,02 10,959 UNITED TECHNOLOGIES CORP COM 913017109 1,421 20,034 SH DEFINED 01,02 20,034 VAIL RESORTS INC COM 91879Q109 481 7,903 SH DEFINED 01,02 7,903 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 511 12,766 SH DEFINED 01,02 12,766 VCA ANTECH INC COM 918194101 599 15,901 SH DEFINED 01,02 15,901 VENTAS INC COM 92276F100 703 19,400 SH DEFINED 01,02 19,400 VERIFONE HLDGS INC COM 92342Y109 833 23,618 SH DEFINED 01,02 23,618 VIACOM INC NEW CL B 92553P201 1,757 42,200 SH DEFINED 01,02 42,200 VISHAY INTERTECHNOLOGY INC COM 928298108 310 19,569 SH DEFINED 01,02 19,569 VULCAN MATLS CO COM 929160109 666 5,818 SH DEFINED 01,02 5,818 WABTEC CORP COM 929740108 453 12,400 SH DEFINED 01,02 12,400 WACHOVIA CORP NEW COM 929903102 2,810 54,832 SH DEFINED 01,02 54,832 WALGREEN CO COM 931422109 4,777 109,705 SH DEFINED 01,02 109,705 WARNER MUSIC GROUP CORP COM 934550104 590 40,800 SH DEFINED 01,02 40,800 WARREN RES INC COM 93564A100 151 12,937 SH DEFINED 01,02 12,937 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 466 13,700 SH DEFINED 01,02 13,700 WASTE CONNECTIONS INC COM 941053100 335 11,090 SH DEFINED 01,02 11,090 WATERS CORP COM 941848103 261 4,400 SH DEFINED 01,02 4,400 WD-40 CO COM 929236107 217 6,600 SH DEFINED 01,02 6,600 WELLS FARGO & CO NEW COM 949746101 869 24,700 SH DEFINED 01,02 24,700 WESCO INTL INC COM 95082P105 1,922 31,800 SH DEFINED 01,02 31,800 WESTAR ENERGY INC COM 95709T100 770 31,700 SH DEFINED 01,02 31,700 WESTERN DIGITAL CORP COM 958102105 738 38,121 SH DEFINED 01,02 38,121 WILEY JOHN & SONS INC CL A 968223206 759 15,726 SH DEFINED 01,02 15,726 WOODWARD GOVERNOR CO COM 980745103 301 5,600 SH DEFINED 01,02 5,600 WORTHINGTON INDS INC COM 981811102 485 22,416 SH DEFINED 01,02 22,416 WYNN RESORTS LTD COM 983134107 215 2,400 SH DEFINED 01,02 2,400 XCEL ENERGY INC COM 98389B100 1,753 85,641 SH DEFINED 01,02 85,641 XEROX CORP COM 984121103 438 23,685 SH DEFINED 01,02 23,685 XL CAP LTD CL A G98255105 1,349 16,000 SH DEFINED 01,02 16,000 XM SATELLITE RADIO HLDGS INC CL A 983759101 430 36,500 SH DEFINED 01,02 36,500 XTO ENERGY INC COM 98385X106 998 16,600 SH DEFINED 01,02 16,600 YAMANA GOLD INC COM 98462Y100 1,714 154,125 SH DEFINED 01,02 154,125 ZENITH NATL INS CORP COM 989390109 259 5,500 SH DEFINED 01,02 5,500 444 790,773
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