-----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, INCu2pAXkO/t9u39uLdysnQPHSkaWNImisKl+efHk+EKM8qS+urHbroiyf1LBlVu FmyaORV9lYrqzDWlNNHirQ== 0000950159-07-000233.txt : 20070214 0000950159-07-000233.hdr.sgml : 20070214 20070214153840 ACCESSION NUMBER: 0000950159-07-000233 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070214 DATE AS OF CHANGE: 20070214 EFFECTIVENESS DATE: 20070214 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: 07619715 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: December 31, 2006 Check here if Amendment [ ]; Amendment Number: 1 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: John Hall Title: CFO Phone: 212-825-0400 Signature, Place, and Date of Signing: /s/ John Hall New York, NY 2/14/07 - ------------------ ------------- -------- [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).)
VALUE SHARES / SH / PUT /INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000)PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE - --------------------------------------------------------------------------------------- ------------------------------------------- 3M CO COM 88579Y101 678 8,703 SH DEFINED 01, 02 8,703 ACADIA RLTY TR COM SH BEN INT 004239109 320 12,800 SH DEFINED 01, 02 12,800 ACUITY BRANDS INC COM 00508Y102 218 4,180 SH DEFINED 01, 02 4,180 ADOBE SYS INC COM 00724F101 950 23,100 SH DEFINED 01, 02 23,100 AES CORP COM 00130H105 500 22,669 SH DEFINED 01, 02 22,669 AFFILIATED MANAGERS GROUP COM 008252108 705 6,705 SH DEFINED 01, 02 6,705 AGL RES INC COM 001204106 1,253 32,200 SH DEFINED 01, 02 32,200 AGRIUM INC COM 008916108 951 30,200 SH DEFINED 01, 02 30,200 AIR PRODS & CHEMS INC COM 009158106 1,576 22,419 SH DEFINED 01, 02 22,419 AIRGAS INC COM 009363102 498 12,300 SH DEFINED 01, 02 12,300 ALCOA INC COM 013817101 1,861 62,011 SH DEFINED 01, 02 62,011 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,805 19,900 SH DEFINED 01, 02 19,900 ALLIANCE DATA SYSTEMS CORP COM 018581108 1,130 18,081 SH DEFINED 01, 02 18,081 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 1,037 12,900 SH DEFINED 01, 02 12,900 ALLIANT ENERGY CORP COM 018802108 1,467 38,833 SH DEFINED 01, 02 38,833 ALLIANT TECHSYSTEMS INC COM 018804104 7,006 89,600 SH DEFINED 01, 02 89,600 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 338 27,475 SH DEFINED 01, 02 27,475 AMBAC FINL GROUP INC COM 023139108 1,424 15,990 SH DEFINED 01, 02 15,990 AMDOCS LTD ORD G02602103 1,046 27,000 SH DEFINED 01, 02 27,000 AMEREN CORP COM 023608102 3,413 63,522 SH DEFINED 01, 02 63,522 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 953 30,549 SH DEFINED 01, 02 30,549 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 4,087 3,500,000 SH DEFINED 01, 02 3,500,000 AMERICREDIT CORP COM 03060R101 2,136 84,844 SH DEFINED 01, 02 84,844 AMERIGROUP CORP COM 03073T102 915 25,500 SH DEFINED 01, 02 25,500 AMERISOURCEBERGEN CORP COM 03073E105 2,065 45,936 SH DEFINED 01, 02 45,936 AMETEK INC NEW COM 031100100 1,944 61,049 SH DEFINED 01, 02 61,049 AMGEN INC COM 031162100 431 6,307 SH DEFINED 01, 02 6,307 AMPHENOL CORP NEW CL A 032095101 1,791 28,842 SH DEFINED 01, 02 28,842 AMR CORP COM 001765106 1,167 38,600 SH DEFINED 01, 02 38,600 ANALOG DEVICES INC COM 032654105 309 9,410 SH DEFINED 01, 02 9,410 ANHEUSER BUSCH COS INC COM 035229103 2,667 54,200 SH DEFINED 01, 02 54,200 ANIXTER INTL INC COM 035290105 1,368 25,200 SH DEFINED 01, 02 25,200 ANNTAYLOR STORES CORP COM 036115103 545 16,600 SH DEFINED 01, 02 16,600 ANSYS INC COM 03662Q105 234 5,388 SH DEFINED 01, 02 5,388 APPLE COMPUTER INC COM 037833100 967 11,400 SH DEFINED 01, 02 11,400 APPLIED MATLS INC COM 038222105 2,043 110,747 SH DEFINED 01, 02 110,747 APTARGROUP INC COM 038336103 342 5,800 SH DEFINED 01, 02 5,800 ARGONAUT GROUP INC COM 040157109 234 6,700 SH DEFINED 01, 02 6,700 ARIBA INC COM NEW 04033V203 79 10,248 SH DEFINED 01, 02 10,248 ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 2,413 2,000,000 SH DEFINED 01, 02 2,000,000 ARMSTRONG WORLD INDS INC NEW COM ADDED 04247X102 7,928 187,026 SH DEFINED 01, 02 187,026 ASHLAND INC NEW COM 044209104 900 13,008 SH DEFINED 01, 02 13,008 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 409 15,500 SH DEFINED 01, 02 15,500 ASSURANT INC COM 04621X108 4,193 75,900 SH DEFINED 01, 02 75,900 AT&T INC COM 00206R102 2,536 70,951 SH DEFINED 01, 02 70,951 ATP OIL & GAS CORP COM 00208J108 230 5,800 SH DEFINED 01, 02 5,800 AUTOZONE INC COM 053332102 2,301 19,910 SH DEFINED 01, 02 19,910 AVALONBAY CMNTYS INC COM 053484101 4,232 32,538 SH DEFINED 01, 02 32,538 AVAYA INC COM 053499109 210 15,000 SH DEFINED 01, 02 15,000 AVERY DENNISON CORP COM 053611109 1,263 18,600 SH DEFINED 01, 02 18,600 AVISTA CORP COM 05379B107 296 11,700 SH DEFINED 01, 02 11,700 AVNET INC COM 053807103 531 20,797 SH DEFINED 01, 02 20,797 AVON PRODS INC COM 054303102 1,021 30,900 SH DEFINED 01, 02 30,900 AXIS CAPITAL HOLDINGS SHS G0692U109 433 12,975 SH DEFINED 01, 02 12,975 BALDOR ELEC CO COM 057741100 297 8,900 SH DEFINED 01, 02 8,900 BALL CORP COM 058498106 234 5,368 SH DEFINED 01, 02 5,368 BANK OF AMERICA CORPORATION COM 060505104 3,860 72,289 SH DEFINED 01, 02 72,289 BARD C R INC COM 067383109 470 5,667 SH DEFINED 01, 02 5,667 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 3,009 2,500,000 SH DEFINED 01, 02 2,500,000 BARRETT BILL CORP COM 06846N104 231 8,497 SH DEFINED 01, 02 8,497 BE AEROSPACE INC COM 073302101 765 29,788 SH DEFINED 01, 02 29,788 BEA SYS INC COM 073325102 1,372 109,100 SH DEFINED 01, 02 109,100 BEAR STEARNS COS INC COM 073902108 830 5,100 SH DEFINED 01, 02 5,100 BEBE STORES INC COM 075571109 241 12,177 SH DEFINED 01, 02 12,177 BELDEN CDT INC COM 077454106 571 14,600 SH DEFINED 01, 02 14,600 BEMIS INC COM 081437105 1,132 33,300 SH DEFINED 01, 02 33,300 BERKLEY W R CORP COM 084423102 383 11,100 SH DEFINED 01, 02 11,100 BIOMED REALTY TRUST INC COM 09063H107 2,691 94,090 SH DEFINED 01, 02 94,090 BLACKROCK INC COM 09247X101 1,686 11,100 SH DEFINED 01, 02 11,100 BOEING CO COM 097023105 1,267 14,256 SH DEFINED 01, 02 14,256 BROCADE COMMUNICATIONS SYS I COM 111621108 664 80,818 SH DEFINED 01, 02 80,818 C D W CORP COM 12512N105 3,016 42,884 SH DEFINED 01, 02 42,884 CADENCE DESIGN SYSTEM INC COM 127387108 278 15,507 SH DEFINED 01, 02 15,507 CAMDEN PPTY TR SH BEN INT 133131102 1,632 22,100 SH DEFINED 01, 02 22,100 CAMECO CORP COM 13321L108 473 11,700 SH DEFINED 01, 02 11,700 CAMERON INTERNATIONAL CORP COM 13342B105 642 12,099 SH DEFINED 01, 02 12,099 CAMPBELL SOUP CO COM 134429109 2,406 61,864 SH DEFINED 01, 02 61,864 CANADIAN NATL RY CO COM 136375102 413 9,600 SH DEFINED 01, 02 9,600 CAPITALSOURCE INC COM 14055X102 647 23,689 SH DEFINED 01, 02 23,689 CARPENTER TECHNOLOGY CORP COM 144285103 3,680 35,898 SH DEFINED 01, 02 35,898 CB RICHARD ELLIS GROUP INC CL A 12497T101 574 17,304 SH DEFINED 01, 02 17,304 CBRL GROUP INC COM 12489V106 363 8,100 SH DEFINED 01, 02 8,100 CBS CORP NEW CL B 124857202 305 9,788 SH DEFINED 01, 02 9,788 CEDAR SHOPPING CTRS INC COM NEW 150602209 457 28,700 SH DEFINED 01, 02 28,700 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 87 12,100 SH DEFINED 01, 02 12,100 CENTURYTEL INC COM 156700106 3,475 79,586 SH DEFINED 01, 02 79,586 CERNER CORP COM 156782104 441 9,700 SH DEFINED 01, 02 9,700 CF INDS HLDGS INC COM 125269100 241 9,400 SH DEFINED 01, 02 9,400 CHAMPION ENTERPRISES INC COM 158496109 94 10,000 SH DEFINED 01, 02 10,000 CHAPARRAL STL CO DEL COM 159423102 298 6,732 SH DEFINED 01, 02 6,732 CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 2,585 2,500,000 SH DEFINED 01, 02 2,500,000 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 677 24,765 SH DEFINED 01, 02 24,765 CHICAGO MERCANTILE HLDGS INC CL A 167760107 1,526 2,994 SH DEFINED 01, 02 2,994 CHILDRENS PL RETAIL STORES I COM 168905107 845 13,302 SH DEFINED 01, 02 13,302 CHITTENDEN CORP COM 170228100 310 10,100 SH DEFINED 01, 02 10,100 CHOICE HOTELS INTL INC COM 169905106 2,648 62,900 SH DEFINED 01, 02 62,900 CHUBB CORP COM 171232101 4,900 92,603 SH DEFINED 01, 02 92,603 CINCINNATI FINL CORP COM 172062101 1,015 22,397 SH DEFINED 01, 02 22,397 CIT GROUP INC COM 125581108 731 13,100 SH DEFINED 01, 02 13,100 CITIZENS COMMUNICATIONS CO COM 17453B101 149 10,400 SH DEFINED 01, 02 10,400 CLOROX CO DEL COM 189054109 1,617 25,214 SH DEFINED 01, 02 25,214 COACH INC COM 189754104 1,168 27,196 SH DEFINED 01, 02 27,196 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,797 23,293 SH DEFINED 01, 02 23,293 COLUMBIA SPORTSWEAR CO COM 198516106 234 4,204 SH DEFINED 01, 02 4,204 COMCAST CORP NEW CL A 20030N101 4,410 104,179 SH DEFINED 01, 02 104,179 COMMERCE GROUP INC MASS COM COM 200641108 270 9,067 SH DEFINED 01, 02 9,067 COMMERCIAL METALS CO COM 201723103 568 22,000 SH DEFINED 01, 02 22,000 COMMSCOPE INC COM 203372107 1,137 37,300 SH DEFINED 01, 02 37,300 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 5,680 5,000,000 SH DEFINED 01, 02 5,000,000 CONAGRA FOODS INC COM 205887102 370 13,700 SH DEFINED 01, 02 13,700 CONSECO INC DBCV 3.500% 9/3 208464BH9 1,974 2,000,000 SH DEFINED 01, 02 2,000,000 CONSOLIDATED EDISON INC COM 209115104 1,721 35,800 SH DEFINED 01, 02 35,800 CONSOLIDATED GRAPHICS INC COM 209341106 236 3,998 SH DEFINED 01, 02 3,998 COOPER INDS LTD CL A G24182100 3,201 35,400 SH DEFINED 01, 02 35,400 COPART INC COM 217204106 408 13,596 SH DEFINED 01, 02 13,596 CORE LABORATORIES N V COM N22717107 429 5,300 SH DEFINED 01, 02 5,300 CORNING INC COM 219350105 1,366 72,992 SH DEFINED 01, 02 72,992 CORPORATE EXECUTIVE BRD CO COM 21988R102 1,028 11,717 SH DEFINED 01, 02 11,717 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,580 31,300 SH DEFINED 01, 02 31,300 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1,741 38,500 SH DEFINED 01, 02 38,500 COURTSIDE ACQUISITION CORP *W EXP 06/29/200 22274N110 249 712,500 SH DEFINED 01, 02 712,500 COURTSIDE ACQUISITION CORP COM 22274N102 3,264 600,000 SH DEFINED 01, 02 600,000 COVANCE INC COM 222816100 1,526 25,899 SH DEFINED 01, 02 25,899 COX RADIO INC CL A 224051102 200 12,274 SH DEFINED 01, 02 12,274 CROSS CTRY HEALTHCARE INC COM 227483104 201 9,204 SH DEFINED 01, 02 9,204 CYMER INC COM 232572107 1,345 30,597 SH DEFINED 01, 02 30,597 CYTEC INDS INC COM 232820100 1,255 22,200 SH DEFINED 01, 02 22,200 DANAHER CORP DEL COM 235851102 1,313 18,132 SH DEFINED 01, 02 18,132 DEAN FOODS CO NEW COM 242370104 1,009 23,871 SH DEFINED 01, 02 23,871 DENTSPLY INTL INC NEW COM 249030107 703 23,563 SH DEFINED 01, 02 23,563 DEUTSCHE BANK AG NAMEN ORD D18190898 3,784 28,400 SH DEFINED 01, 02 28,400 DICKS SPORTING GOODS INC COM 253393102 1,734 35,400 SH DEFINED 01, 02 35,400 DIGITAL RIV INC COM 25388B104 1,479 26,514 SH DEFINED 01, 02 26,514 DILLARDS INC CL A 254067101 287 8,200 SH DEFINED 01, 02 8,200 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 106 739,418 SH DEFINED 01, 02 739,418 DIRECTV GROUP INC COM 25459L106 1,220 48,900 SH DEFINED 01, 02 48,900 DISNEY WALT CO COM DISNEY 254687106 5,000 145,898 SH DEFINED 01, 02 145,898 DOLLAR TREE STORES INC COM 256747106 250 8,300 SH DEFINED 01, 02 8,300 DOMINION RES INC VA NEW COM 25746U109 1,439 17,163 SH DEFINED 01, 02 17,163 DONALDSON INC COM 257651109 1,031 29,700 SH DEFINED 01, 02 29,700 DOVER CORP COM 260003108 1,284 26,199 SH DEFINED 01, 02 26,199 DOWNEY FINL CORP COM 261018105 377 5,200 SH DEFINED 01, 02 5,200 DST SYS INC DEL COM 233326107 351 5,600 SH DEFINED 01, 02 5,600 DU PONT E I DE NEMOURS & CO COM 263534109 848 17,400 SH DEFINED 01, 02 17,400 DUKE REALTY CORP COM NEW 264411505 1,166 28,500 SH DEFINED 01, 02 28,500 DUN & BRADSTREET CORP DEL NE COM 26483E100 2,095 25,300 SH DEFINED 01, 02 25,300 E TRADE FINANCIAL CORP COM 269246104 785 35,000 SH DEFINED 01, 02 35,000 EARTHLINK INC NOTE 3.250%11/1 ADDED270321AA0 5,855 5,500,000 SH DEFINED 01, 02 5,500,000 EASTMAN CHEM CO COM 277432100 326 5,500 SH DEFINED 01, 02 5,500 EBAY INC COM 278642103 583 19,388 SH DEFINED 01, 02 19,388 ECOLAB INC COM 278865100 810 17,924 SH DEFINED 01, 02 17,924 EDISON INTL COM 281020107 860 18,900 SH DEFINED 01, 02 18,900 EDWARDS AG INC COM 281760108 1,684 26,600 SH DEFINED 01, 02 26,600 ELECTRONIC ARTS INC COM 285512109 1,215 24,117 SH DEFINED 01, 02 24,117 EMCOR GROUP INC COM 29084Q100 489 8,600 SH DEFINED 01, 02 8,600 EMPIRE DIST ELEC CO COM 291641108 309 12,500 SH DEFINED 01, 02 12,500 EMULEX CORP COM NEW 292475209 211 10,800 SH DEFINED 01, 02 10,800 ENCANA CORP COM 292505104 1,190 25,899 SH DEFINED 01, 02 25,899 ENERGIZER HLDGS INC COM 29266R108 930 13,100 SH DEFINED 01, 02 13,100 ENTERPRISE PRODS PARTNERS L COM 293792107 543 18,722 SH DEFINED 01, 02 18,722 EOG RES INC COM 26875P101 1,049 16,800 SH DEFINED 01, 02 16,800 EQUITY RESIDENTIAL SH BEN INT 29476L107 4,496 88,600 SH DEFINED 01, 02 88,600 ESSEX PPTY TR INC COM 297178105 880 6,807 SH DEFINED 01, 02 6,807 EXPRESS SCRIPTS INC COM 302182100 256 3,573 SH DEFINED 01, 02 3,573 EXTRA SPACE STORAGE INC COM 30225T102 199 10,900 SH DEFINED 01, 02 10,900 FAMILY DLR STORES INC COM 307000109 460 15,700 SH DEFINED 01, 02 15,700 FASTENAL CO COM 311900104 218 6,067 SH DEFINED 01, 02 6,067 FEDERATED DEPT STORES INC DE COM 31410H101 1,754 46,000 SH DEFINED 01, 02 46,000 FEDEX CORP COM 31428X106 216 1,985 SH DEFINED 01, 02 1,985 FINISH LINE INC CL A 317923100 25,549 1,789,141 SH DEFINED 01, 02 1,789,141 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 933 19,900 SH DEFINED 01, 02 19,900 FIRST MARBLEHEAD CORP COM 320771108 213 3,901 SH DEFINED 01, 02 3,901 FIRST NIAGARA FINL GP INC COM 33582V108 170 11,446 SH DEFINED 01, 02 11,446 FIRSTENERGY CORP COM 337932107 3,318 55,027 SH DEFINED 01, 02 55,027 FISERV INC COM 337738108 1,199 22,865 SH DEFINED 01, 02 22,865 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 ADDED33832DAA4 5,483 5,050,000 SH DEFINED 01, 02 5,050,000 FLIR SYS INC COM 302445101 1,335 41,928 SH DEFINED 01, 02 41,928 FLORIDA EAST COAST INDS COM 340632108 285 4,781 SH DEFINED 01, 02 4,781 FLORIDA ROCK INDS INC COM 341140101 1,669 38,766 SH DEFINED 01, 02 38,766 FMC TECHNOLOGIES INC COM 30249U101 2,471 40,101 SH DEFINED 01, 02 40,101 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 3,435 100,000 SH DEFINED 01, 02 100,000 FORD MTR CO DEL NOTE 4.250%12/1 ADDED345370CF5 3,205 3,000,000 SH DEFINED 01, 02 3,000,000 FORMFACTOR INC COM 346375108 503 13,500 SH DEFINED 01, 02 13,500 FRANKLIN RES INC COM 354613101 1,060 9,626 SH DEFINED 01, 02 9,626 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1,895 34,007 SH DEFINED 01, 02 34,007 FULTON FINL CORP PA COM 360271100 642 38,464 SH DEFINED 01, 02 38,464 GARDNER DENVER INC COM 365558105 410 10,995 SH DEFINED 01, 02 10,995 GATX CORP COM 361448103 542 12,500 SH DEFINED 01, 02 12,500 GENERAL DYNAMICS CORP COM 369550108 2,781 37,399 SH DEFINED 01, 02 37,399 GENERAL MLS INC COM 370334104 2,509 43,553 SH DEFINED 01, 02 43,553 GENESCO INC COM 371532102 203 5,446 SH DEFINED 01, 02 5,446 GENLYTE GROUP INC COM 372302109 1,032 13,212 SH DEFINED 01, 02 13,212 GENWORTH FINL INC COM CL A 37247D106 2,073 60,600 SH DEFINED 01, 02 60,600 GENZYME CORP COM 372917104 406 6,585 SH DEFINED 01, 02 6,585 GERDAU AMERISTEEL CORP COM 37373P105 138 15,500 SH DEFINED 01, 02 15,500 GETTY IMAGES INC COM 374276103 945 22,075 SH DEFINED 01, 02 22,075 GILDAN ACTIVEWEAR INC COM 375916103 527 11,300 SH DEFINED 01, 02 11,300 GMH CMNTYS TR COM 36188G102 367 36,200 SH DEFINED 01, 02 36,200 GOLDMAN SACHS GROUP INC COM 38141G104 39,639 198,839 SH DEFINED 01, 02 198,839 GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR2 3,083 1,700,000 SH DEFINED 01, 02 1,700,000 GOOGLE INC CL A 38259P508 967 2,100 SH DEFINED 01, 02 2,100 GRAINGER W W INC COM 384802104 1,141 16,310 SH DEFINED 01, 02 16,310 GRANITE CONSTR INC COM 387328107 650 12,910 SH DEFINED 01, 02 12,910 GRANT PRIDECO INC COM 38821G101 2,311 58,100 SH DEFINED 01, 02 58,100 GREAT PLAINS ENERGY INC COM 391164100 3,803 119,600 SH DEFINED 01, 02 119,600 GREATER BAY BANCORP COM 391648102 319 12,102 SH DEFINED 01, 02 12,102 GRIFFON CORP COM 398433102 41,474 1,626,444 SH DEFINED 01, 02 1,626,444 GUESS INC COM 401617105 1,348 21,248 SH DEFINED 01, 02 21,248 HALLIBURTON CO COM 406216101 1,365 43,969 SH DEFINED 01, 02 43,969 HANCOCK HLDG CO COM 410120109 314 5,939 SH DEFINED 01, 02 5,939 HARLEYSVILLE GROUP INC COM 412824104 223 6,400 SH DEFINED 01, 02 6,400 HARSCO CORP COM 415864107 5,035 66,164 SH DEFINED 01, 02 66,164 HASBRO INC COM 418056107 1,226 45,000 SH DEFINED 01, 02 45,000 HEALTHSPRING INC COM 42224N101 12,260 602,457 SH DEFINED 01, 02 602,457 HEARTLAND PMT SYS INC COM 42235N108 232 8,200 SH DEFINED 01, 02 8,200 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 518 16,528 SH DEFINED 01, 02 16,528 HENRY JACK & ASSOC INC COM 426281101 382 17,871 SH DEFINED 01, 02 17,871 HERBALIFE LTD COM USD SHS G4412G101 1,257 31,299 SH DEFINED 01, 02 31,299 HEWLETT PACKARD CO COM 428236103 2,430 58,996 SH DEFINED 01, 02 58,996 HOLLY CORP COM PAR $0.01 435758305 822 15,997 SH DEFINED 01, 02 15,997 HOLOGIC INC COM 436440101 287 6,063 SH DEFINED 01, 02 6,063 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 347 7,300 SH DEFINED 01, 02 7,300 HOST HOTELS & RESORTS INC COM 44107P104 4,815 196,144 SH DEFINED 01, 02 n 196,144 HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 4,859 5,000,000 SH DEFINED 01, 02 5,000,000 HUMANA INC COM 444859102 1,067 19,300 SH DEFINED 01, 02 19,300 IAMGOLD CORP COM 450913108 262 29,700 SH DEFINED 01, 02 29,700 IDACORP INC COM 451107106 348 9,000 SH DEFINED 01, 02 9,000 IDEXX LABS INC COM 45168D104 674 8,505 SH DEFINED 01, 02 8,505 ILLUMINA INC COM 452327109 295 7,500 SH DEFINED 01, 02 7,500 IMCLONE SYS INC COM 45245W109 415 15,500 SH DEFINED 01, 02 15,500 INTERNATIONAL BUSINESS MACHS COM 459200101 3,251 33,466 SH DEFINED 01, 02 33,466 INTERNATIONAL GAME TECHNOLOG COM 459902102 1,696 36,713 SH DEFINED 01, 02 36,713 INTERNATIONAL RECTIFIER CORP COM 460254105 1,768 45,876 SH DEFINED 01, 02 45,876 INTL SECS EXCHANGE HLDGS INC CL A 46031W204 1,899 40,587 SH DEFINED 01, 02 40,587 INTUIT COM 461202103 1,276 41,831 SH DEFINED 01, 02 41,831 'IOWA TELECOMM SERVICES INC COM 462594201 322 16,343 SH DEFINED 01, 02 16,343 ITRON INC NOTE 2.500% 8/0 465741AJ5 6,423 6,000,000 SH DEFINED 01, 02 6,000,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 970 14,615 SH DEFINED 01, 02 14,615 JACKSON HEWITT TAX SVCS INC COM 468202106 238 7,000 SH DEFINED 01, 02 7,000 JDS UNIPHASE CORP COM PAR $0.001 ADDED 46612J507 670 40,210 SH DEFINED 01, 02 40,210 JEFFERIES GROUP INC NEW COM 472319102 2,084 77,700 SH DEFINED 01, 02 77,700 JOHNSON & JOHNSON COM 478160104 1,697 25,702 SH DEFINED 01, 02 25,702 JONES LANG LASALLE INC COM 48020Q107 876 9,500 SH DEFINED 01, 02 9,500 JP MORGAN CHASE & CO COM 46625H100 6,719 139,100 SH DEFINED 01, 02 139,100 KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,100 55,372 SH DEFINED 01, 02 55,372 KAYDON CORP COM 486587108 596 15,000 SH DEFINED 01, 02 15,000 KELLOGG CO COM 487836108 2,499 49,922 SH DEFINED 01, 02 49,922 KENNAMETAL INC COM 489170100 3,753 63,771 SH DEFINED 01, 02 63,771 KIMBERLY CLARK CORP COM 494368103 1,153 16,971 SH DEFINED 01, 02 16,971 KINROSS GOLD CORP COM NO PAR 496902404 215 18,100 SH DEFINED 01, 02 18,100 KOHLS CORP COM 500255104 2,035 29,736 SH DEFINED 01, 02 29,736 KRAFT FOODS INC CL A 50075N104 614 17,195 SH DEFINED 01, 02 17,195 KROGER CO COM 501044101 442 19,151 SH DEFINED 01, 02 19,151 KULICKE & SOFFA INDS INC COM 501242101 121 14,400 SH DEFINED 01, 02 14,400 LABOR READY INC COM NEW 505401208 38,554 2,103,335 SH DEFINED 01, 02 2,103,335 LAS VEGAS SANDS CORP COM 517834107 1,226 13,699 SH DEFINED 01, 02 13,699 LAUDER ESTEE COS INC CL A 518439104 1,645 40,307 SH DEFINED 01, 02 40,307 LAUREATE EDUCATION INC COM 518613104 768 15,800 SH DEFINED 01, 02 15,800 LEGG MASON INC COM 524901105 854 8,985 SH DEFINED 01, 02 8,985 LEHMAN BROS HLDGS INC COM 524908100 4,172 53,400 SH DEFINED 01, 02 53,400 LIFE TIME FITNESS INC COM 53217R207 931 19,200 SH DEFINED 01, 02 19,200 LILLY ELI & CO COM 532457108 1,146 22,000 SH DEFINED 01, 02 22,000 LIMITED BRANDS INC COM 532716107 949 32,780 SH DEFINED 01, 02 32,780 LINCARE HLDGS INC COM 532791100 1,085 27,225 SH DEFINED 01, 02 27,225 LINCOLN ELEC HLDGS INC COM 533900106 2,902 48,030 SH DEFINED 01, 02 48,030 LINCOLN NATL CORP IND COM 534187109 601 9,058 SH DEFINED 01, 02 9,058 LIZ CLAIBORNE INC COM 539320101 324 7,449 SH DEFINED 01, 02 7,449 LOCKHEED MARTIN CORP COM 539830109 2,781 30,200 SH DEFINED 01, 02 30,200 LOEWS CORP CAROLNA GP STK 540424207 557 8,600 SH DEFINED 01, 02 8,600 LONGS DRUG STORES CORP COM 543162101 361 8,513 SH DEFINED 01, 02 8,513 LYONDELL CHEMICAL CO COM 552078107 210 8,200 SH DEFINED 01, 02 8,200 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 452 11,700 SH DEFINED 01, 02 11,700 MARATHON OIL CORP COM 565849106 1,961 21,200 SH DEFINED 01, 02 21,200 MARRIOTT INTL INC NEW CL A 571903202 1,355 28,400 SH DEFINED 01, 02 28,400 MARVEL ENTERTAINMENT INC COM 57383T103 901 33,500 SH DEFINED 01, 02 33,500 MATTEL INC COM 577081102 1,539 67,901 SH DEFINED 01, 02 67,901 MCCORMICK & CO INC COM NON VTG 579780206 301 7,800 SH DEFINED 01, 02 7,800 MCDERMOTT INTL INC COM 580037109 1,933 37,998 SH DEFINED 01, 02 37,998 MCGRAW HILL COS INC COM 580645109 2,318 34,071 SH DEFINED 01, 02 34,071 MENS WEARHOUSE INC COM 587118100 509 13,300 SH DEFINED 01, 02 13,300 MENTOR CORP MINN COM 587188103 339 6,941 SH DEFINED 01, 02 6,941 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 5,223 4,000,000 SH DEFINED 01, 02 4,000,000 MERCK & CO INC COM 589331107 2,132 48,900 SH DEFINED 01, 02 48,900 MERRILL LYNCH & CO INC COM 590188108 1,452 15,600 SH DEFINED 01, 02 15,600 METLIFE INC COM 59156R108 1,080 18,295 SH DEFINED 01, 02 18,295 METTLER TOLEDO INTERNATIONAL COM 592688105 2,263 28,700 SH DEFINED 01, 02 28,700 MILLENNIUM PHARMACEUTICALS I NOTE 2.250%11/1 ADDED599902AD5 4,459 4,500,000 SH DEFINED 01, 02 4,500,000 MILLER HERMAN INC COM 600544100 690 18,985 SH DEFINED 01, 02 18,985 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 934 15,150 SH DEFINED 01, 02 15,150 MOLEX INC COM 608554101 2,472 78,157 SH DEFINED 01, 02 78,157 MONEYGRAM INTL INC COM 60935Y109 445 14,200 SH DEFINED 01, 02 14,200 MOODYS CORP COM 615369105 696 10,078 SH DEFINED 01, 02 10,078 MORGAN STANLEY COM NEW 617446448 1,402 17,214 SH DEFINED 01, 02 17,214 MORTONS RESTAURANT GRP INC N COM 619430101 2,300 138,160 SH DEFINED 01, 02 138,160 MOSAIC CO COM 61945A107 325 15,199 SH DEFINED 01, 02 15,199 MOTOROLA INC COM 620076109 752 36,600 SH DEFINED 01, 02 36,600 NABORS INDUSTRIES LTD SHS G6359F103 1,156 38,825 SH DEFINED 01, 02 38,825 NASDAQ 100 TR UNIT SER 1 631100104 432 10,000 SH DEFINED 01, 02 10,000 NATIONAL FUEL GAS CO N J COM 636180101 557 14,447 SH DEFINED 01, 02 14,447 NATIONAL OILWELL VARCO INC COM 637071101 630 10,300 SH DEFINED 01, 02 10,300 NAVIGATORS GROUP INC COM 638904102 226 4,687 SH DEFINED 01, 02 4,687 NBTY INC COM 628782104 362 8,700 SH DEFINED 01, 02 8,700 NCR CORP NEW COM 62886E108 414 9,678 SH DEFINED 01, 02 9,678 NETFLIX COM 64110L106 333 12,880 SH DEFINED 01, 02 12,880 NEW CENTURY FINANCIAL CORP M COM 6435EV108 385 12,190 SH DEFINED 01, 02 12,190 NEW PLAN EXCEL RLTY TR INC COM 648053106 1,231 44,800 SH DEFINED 01, 02 44,800 NEWELL RUBBERMAID INC COM 651229106 440 15,200 SH DEFINED 01, 02 15,200 NICOR INC COM 654086107 437 9,337 SH DEFINED 01, 02 9,337 NISOURCE INC COM 65473P105 222 9,200 SH DEFINED 01, 02 9,200 NORDSTROM INC COM 655664100 1,126 22,812 SH DEFINED 01, 02 22,812 NORTHROP GRUMMAN CORP COM 666807102 3,870 57,170 SH DEFINED 01, 02 57,170 NRG ENERGY INC COM NEW 629377508 330 5,899 SH DEFINED 01, 02 5,899 NSTAR COM 67019E107 402 11,700 SH DEFINED 01, 02 11,700 NUCOR CORP COM 670346105 831 15,200 SH DEFINED 01, 02 15,200 NUTRI SYS INC NEW COM 67069D108 691 10,900 SH DEFINED 01, 02 10,900 NUVEEN INVTS INC CL A 67090F106 1,756 33,849 SH DEFINED 01, 02 33,849 NYSE GROUP INC COM 62949W103 681 7,008 SH DEFINED 01, 02 7,008 OCEANEERING INTL INC COM 675232102 230 5,800 SH DEFINED 01, 02 5,800 OCWEN FINL CORP NOTE 3.250% 8/0 675746AD3 4,252 3,000,000 SH DEFINED 01, 02 3,000,000 ODYSSEY RE HLDGS CORP COM 67612W108 1,649 44,200 SH DEFINED 01, 02 44,200 OFFICE DEPOT INC COM 676220106 457 11,962 SH DEFINED 01, 02 11,962 OFFICEMAX INC DEL COM 67622P101 1,807 36,400 SH DEFINED 01, 02 36,400 OIL STS INTL INC COM 678026105 225 6,992 SH DEFINED 01, 02 6,992 OMNI COM 681919106 1,386 13,257 SH DEFINED 01, 02 13,257 OMNICARE INC DBCV 3.250%12/1 681904AL2 2,172 2,500,000 SH DEFINED 01, 02 2,500,000 ONEOK INC NEW COM 682680103 2,820 65,400 SH DEFINED 01, 02 65,400 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 399 6,300 SH DEFINED 01, 02 6,300 OPTIMAL GROUP INC CL A NEW 68388R208 11,140 1,170,158 SH DEFINED 01, 02 1,170,158 OPTIONSXPRESS HLDGS INC COM 684010101 953 42,000 SH DEFINED 01, 02 42,000 ORACLE CORP COM 68389X105 2,324 135,604 SH DEFINED 01, 02 135,604 OSHKOSH TRUCK CORP COM 688239201 1,423 29,389 SH DEFINED 01, 02 29,389 OTTER TAIL CORP COM 689648103 237 7,600 SH DEFINED 01, 02 7,600 PACCAR INC COM 693718108 884 13,628 SH DEFINED 01, 02 13,628 PACKAGING CORP AMER COM 695156109 1,003 45,400 SH DEFINED 01, 02 45,400 PANERA BREAD CO CL A 69840W108 257 4,600 SH DEFINED 01, 02 4,600 PAREXEL INTL CORP COM 699462107 6,307 217,707 SH DEFINED 01, 02 217,707 PARKER HANNIFIN CORP COM 701094104 1,192 15,500 SH DEFINED 01, 02 15,500 PARKWAY PPTYS INC COM 70159Q104 249 4,886 SH DEFINED 01, 02 4,886 PAYCHEX INC COM 704326107 267 6,754 SH DEFINED 01, 02 6,754 PENNEY J C INC COM 708160106 1,377 17,800 SH DEFINED 01, 02 17,800 PEPSICO INC COM 713448108 759 12,141 SH DEFINED 01, 02 12,141 PETRO-CDA COM 71644E102 484 11,802 SH DEFINED 01, 02 11,802 PFF BANCORP INC COM 69331W104 204 5,900 SH DEFINED 01, 02 5,900 PHILLIPS VAN HEUSEN CORP COM 718592108 341 6,800 SH DEFINED 01, 02 6,800 PHOENIX COS INC NEW COM 71902E109 229 14,400 SH DEFINED 01, 02 14,400 PILGRIMS PRIDE CORP COM 721467108 430 14,600 SH DEFINED 01, 02 14,600 PIONEER NAT RES CO COM 723787107 341 8,600 SH DEFINED 01, 02 8,600 POOL CORPORATION COM 73278L105 1,253 31,978 SH DEFINED 01, 02 31,978 POST PPTYS INC COM 737464107 3,994 87,400 SH DEFINED 01, 02 87,400 POTASH CORP SASK INC COM 73755L107 1,593 11,100 SH DEFINED 01, 02 11,100 PPG INDS INC COM 693506107 693 10,798 SH DEFINED 01, 02 10,798 PRAXAIR INC COM 74005P104 7,126 120,100 SH DEFINED 01, 02 120,100 PRECISION CASTPARTS CORP COM 740189105 728 9,300 SH DEFINED 01, 02 9,300 PRICE T ROWE GROUP INC COM 74144T108 7,069 161,504 SH DEFINED 01, 02 161,504 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3,916 66,713 SH DEFINED 01, 02 66,713 PROCTER & GAMBLE CO COM 742718109 314 4,886 SH DEFINED 01, 02 4,886 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1,099 29,297 SH DEFINED 01, 02 29,297 QLOGIC CORP COM 747277101 650 29,660 SH DEFINED 01, 02 29,660 QUALCOMM INC COM COM 747525103 279 7,381 SH DEFINED 01, 02 7,381 QUEST DIAGNOSTICS INC COM 74834L100 1,342 25,318 SH DEFINED 01, 02 25,318 QUESTAR CORP COM 748356102 1,460 17,577 SH DEFINED 01, 02 17,577 QUICKSILVER RESOURCES INC COM 74837R104 2,254 61,600 SH DEFINED 01, 02 61,600 QUIKSILVER INC COM 74838C106 474 30,100 SH DEFINED 01, 02 30,100 QUINTANA MARITIME LTD SHS Y7169G109 142 12,900 SH DEFINED 01, 02 12,900 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 4,386 2,800,000 SH DEFINED 01, 02 2,800,000 RAMBUS INC DEL NOTE 2/0 750917AB2 2,616 2,500,000 SH DEFINED 01, 02 2,500,000 RAYMOND JAMES FINANCIAL INC COM 754730109 518 17,100 SH DEFINED 01, 02 17,100 RAYTHEON CO COM NEW 755111507 4,381 82,979 SH DEFINED 01, 02 82,979 REALNETWORKS INC COM 75605L104 375 34,271 SH DEFINED 01, 02 34,271 REGAL BELOIT CORP COM 758750103 378 7,200 SH DEFINED 01, 02 7,200 RELIANT ENERGY INC COM 75952B105 104 19,965 SH DEFINED 01, 02 19,965 REPUBLIC SVCS INC COM 760759100 2,103 51,700 SH DEFINED 01, 02 51,700 RESEARCH IN MOTION LTD COM 760975102 882 6,900 SH DEFINED 01, 02 6,900 REYNOLDS AMERICAN INC COM 761713106 858 13,100 SH DEFINED 01, 02 13,100 RF MICRODEVICES INC COM 749941100 286 42,193 SH DEFINED 01, 02 42,193 ROCKWELL COLLINS INC COM 774341101 1,481 23,402 SH DEFINED 01, 02 23,402 ROHM & HAAS CO COM 775371107 2,482 48,555 SH DEFINED 01, 02 48,555 SALESFORCE COM 79466L302 940 25,788 SH DEFINED 01, 02 25,788 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 1,675 51,000 SH DEFINED 01, 02 51,000 SANDISK CORP COM 80004C101 430 10,000 SH DEFINED 01, 02 10,000 SAPIENT CORP COM 803062108 189 34,514 SH DEFINED 01, 02 34,514 SCHEIN HENRY INC COM 806407102 578 11,792 SH DEFINED 01, 02 11,792 SCHLUMBERGER LTD COM 806857108 2,280 36,099 SH DEFINED 01, 02 36,099 SCHWAB CHARLES CORP NEW COM 808513105 327 16,902 SH DEFINED 01, 02 16,902 SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 3,434 3,000,000 SH DEFINED 01, 02 3,000,000 SEARS HLDGS CORP COM 812350106 908 5,408 SH DEFINED 01, 02 5,408 SEI INVESTMENTS CO COM 784117103 492 8,256 SH DEFINED 01, 02 8,256 SIGMA ALDRICH CORP COM 826552101 4,088 52,605 SH DEFINED 01, 02 52,605 SIMON PPTY GROUP INC NEW COM 828806109 1,378 13,600 SH DEFINED 01, 02 13,600 SNAP ON INC COM 833034101 3,273 68,700 SH DEFINED 01, 02 68,700 SONOCO PRODS CO COM 835495102 1,982 52,085 SH DEFINED 01, 02 52,085 SOUTH JERSEY INDS INC COM 838518108 277 8,300 SH DEFINED 01, 02 8,300 SOUTHERN COPPER CORP COM 84265V105 415 7,696 SH DEFINED 01, 02 7,696 SOUTHWEST GAS CORP COM 844895102 476 12,400 SH DEFINED 01, 02 12,400 SOUTHWESTERN ENERGY CO COM 845467109 1,489 42,476 SH DEFINED 01, 02 42,476 SPDR TR UNIT SER 1 78462F103 64,535 455,467 SH DEFINED 01, 02 455,467 SPRINT NEXTEL CORP COM FON 852061100 329 17,400 SH DEFINED 01, 02 17,400 ST JOE CO COM 790148100 348 6,500 SH DEFINED 01, 02 6,500 ST MARY LD & EXPL CO COM 792228108 627 17,012 SH DEFINED 01, 02 17,012 STAPLES INC COM 855030102 519 19,445 SH DEFINED 01, 02 19,445 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,049 48,777 SH DEFINED 01, 02 48,777 STERLING FINL CORP WASH COM 859319105 220 6,502 SH DEFINED 01, 02 6,502 STILLWATER MNG CO COM 86074Q102 285 22,800 SH DEFINED 01, 02 22,800 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 293 7,700 SH DEFINED 01, 02 7,700 SUNOCO INC COM 86764P109 2,762 44,296 SH DEFINED 01, 02 44,296 SUPERIOR ENERGY SVCS INC COM 868157108 333 10,200 SH DEFINED 01, 02 10,200 SVB FINL GROUP COM 78486Q101 298 6,400 SH DEFINED 01, 02 6,400 TARGET CORP COM 87612E106 1,928 33,801 SH DEFINED 01, 02 33,801 TECH DATA CORP COM 878237106 2,818 74,404 SH DEFINED 01, 02 74,404 TELLABS INC COM 879664100 510 49,700 SH DEFINED 01, 02 49,700 TESORO CORP COM 881609101 1,497 22,768 SH DEFINED 01, 02 22,768 THERMO FISHER SCIENTIFIC INC COM 883556102 3,489 77,047 SH DEFINED 01, 02 77,047 TIDEWATER INC COM 886423102 1,030 21,303 SH DEFINED 01, 02 21,303 TIFFANY & CO NEW COM 886547108 220 5,600 SH DEFINED 01, 02 5,600 TJX COS INC NEW COM 872540109 2,696 94,522 SH DEFINED 01, 02 94,522 TODCO COM 88889T107 1,595 46,671 SH DEFINED 01, 02 46,671 TORCHMARK CORP COM 891027104 1,996 31,312 SH DEFINED 01, 02 31,312 TRACTOR SUPPLY CO COM 892356106 563 12,596 SH DEFINED 01, 02 12,596 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 4,042 4,000,000 SH DEFINED 01, 02 4,000,000 TRIZETTO GROUP INC NOTE 2.750%10/0 896882AB3 2,391 2,000,000 SH DEFINED 01, 02 2,000,000 TTM TECHNOLOGIES INC COM 87305R109 144 12,682 SH DEFINED 01, 02 12,682 TXU CORP COM 873168108 1,840 33,946 SH DEFINED 01, 02 33,946 U S AIRWAYS GROUP INC COM 90341W108 3,043 56,500 SH DEFINED 01, 02 56,500 UBS AG SHS NEW H89231338 2,209 36,608 SH DEFINED 01, 02 36,608 UNITED AUTO GROUP INC COM 909440109 273 11,600 SH DEFINED 01, 02 11,600 UNITED STATES CELLULAR CORP COM 911684108 1,859 26,707 SH DEFINED 01, 02 26,707 UNITED STATIONERS INC COM 913004107 243 5,206 SH DEFINED 01, 02 5,206 UNITED TECHNOLOGIES CORP COM 913017109 5,460 87,334 SH DEFINED 01, 02 87,334 UNITEDHEALTH GROUP INC COM 91324P102 403 7,496 SH DEFINED 01, 02 7,496 UNIVERSAL AMERN FINL CORP COM 913377107 1,362 73,080 SH DEFINED 01, 02 73,080 UST INC COM 902911106 2,246 38,595 SH DEFINED 01, 02 38,595 V F CORP COM 918204108 230 2,800 SH DEFINED 01, 02 2,800 VAIL RESORTS INC COM 91879Q109 300 6,700 SH DEFINED 01, 02 6,700 'VALASSIS COMMUNICATIONS INC COM 918866104 157 10,800 SH DEFINED 01, 02 10,800 VALERO ENERGY CORP NEW COM 91913Y100 1,433 28,001 SH DEFINED 01, 02 28,001 VARIAN MED SYS INC COM 92220P105 240 5,036 SH DEFINED 01, 02 5,036 VECTOR GROUP LTD COM 92240M108 211 11,864 SH DEFINED 01, 02 11,864 VIACOM INC NEW CL B 92553P201 533 13,000 SH DEFINED 01, 02 13,000 WADDELL & REED FINL INC CL A 930059100 1,029 37,605 SH DEFINED 01, 02 37,605 WASTE CONNECTIONS INC COM 941053100 681 16,400 SH DEFINED 01, 02 16,400 WASTE MGMT INC DEL COM 94106L109 2,821 76,727 SH DEFINED 01, 02 76,727 WATERS CORP COM 941848103 965 19,700 SH DEFINED 01, 02 19,700 WATSON WYATT WORLDWIDE INC CL A 942712100 1,233 27,300 SH DEFINED 01, 02 27,300 WELLCARE HEALTH PLANS INC COM 94946T106 1,102 15,993 SH DEFINED 01, 02 15,993 WELLS FARGO & CO NEW COM 949746101 708 19,902 SH DEFINED 01, 02 19,902 WESCO INTL INC COM 95082P105 400 6,801 SH DEFINED 01, 02 6,801 WILLIAMS COS INC DEL COM 969457100 2,037 77,982 SH DEFINED 01, 02 77,982 WISCONSIN ENERGY CORP COM 976657106 280 5,900 SH DEFINED 01, 02 5,900 WYNN RESORTS LTD COM 983134107 319 3,400 SH DEFINED 01, 02 3,400 XCEL ENERGY INC COM 98389B100 324 14,041 SH DEFINED 01, 02 14,041 XTO ENERGY INC COM 98385X106 1,093 23,238 SH DEFINED 01, 02 23,238 YUM BRANDS INC COM 988498101 353 6,000 SH DEFINED 01, 02 6,000 452 842,982
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 452 Form 13F Information Table Value Total: $842,982 (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-----