-----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, TDdgUXhMToMvlOwKG3IkDxGwUwTLohsljRbamo6+D21V6ax26O6ii+FddFxQcv9p 1eLteBVjRxv6r0Gj15RA1Q== 0000950159-07-000026.txt : 20070108 0000950159-07-000026.hdr.sgml : 20070108 20070108100545 ACCESSION NUMBER: 0000950159-07-000026 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20070108 DATE AS OF CHANGE: 20070108 EFFECTIVENESS DATE: 20070108 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: 07516193 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR/A 1 clintonhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2006 Check here if Amendment [X]; 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 aut(horized 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 1/8/07 - -------------- --------------- ---------- [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).)
NAME OF TITLE OF ISSUER CLASS CUSIP VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (x1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ---------------------------------- ------------------ ------------------------------------------------- ----- --------------------- 3COM CORP COM * 885535104 81 18,300 SH DEFINED 01, 02 18,300 ABERCROMBIE & FITCH CO CL A * 002896207 236 3,399 SH DEFINED 01, 02 3,399 ABM INDS INC COM * 000957100 201 10,705 SH DEFINED 01, 02 10,705 ACCENTURE LTD BERMUDA CL A * G1150G111 488 15,400 SH DEFINED 01, 02 15,400 ACTIVISION INC NEW COM NEW * 004930202 283 18,734 SH DEFINED 01, 02 18,734 ADVANCE AUTO PARTS INC COM * 00751Y106 271 8,240 SH DEFINED 01, 02 8,240 ADVISORY BRD CO COM 00762W107 313 6,205 SH DEFINED 01, 02 6,205 AES CORP COM * 00130H105 910 44,620 SH DEFINED 01, 02 44,620 AFFILIATED MANAGERS GROUP COM * 008252108 5,406 54,005 SH DEFINED 01, 02 54,005 AGNICO EAGLE MINES LTD COM * 008474108 1,883 60,500 SH DEFINED 01, 02 60,500 AIRGAS INC COM * 009363102 387 10,700 SH DEFINED 01, 02 10,700 ALABAMA NATL BANCORP DELA COM 010317105 253 3,700 SH DEFINED 01, 02 3,700 ALBEMARLE CORP COM * 012653101 359 6,600 SH DEFINED 01, 02 6,600 ALBERTO CULVER CO COM * 013068101 2,084 41,203 SH DEFINED 01, 02 41,203 ALCAN INC COM * 013716105 1,782 44,690 SH DEFINED 01, 02 44,690 ALLEGHENY ENERGY INC COM * 017361106 2,812 70,000 SH DEFINED 01, 02 70,000 ALLEGHENY TECHNOLOGIES INC COM * 01741R102 1,430 23,000 SH DEFINED 01, 02 23,000 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * 01881G106 1,062 15,400 SH DEFINED 01, 02 15,400 ALLIANT TECHSYSTEMS INC COM * 018804104 1,872 23,100 SH DEFINED 01, 02 23,100 ALLIED CAP CORP NEW COM * 01903Q108 1,012 33,500 SH DEFINED 01, 02 33,500 ALLSTATE CORP COM * 020002101 2,991 47,681 SH DEFINED 01, 02 47,681 ALTERA CORP COM * 021441100 1,337 72,735 SH DEFINED 01, 02 72,735 AMBAC FINL GROUP INC COM * 023139108 5,163 62,390 SH DEFINED 01, 02 62,390 AMDOCS LTD ORD * G02602103 360 9,100 SH DEFINED 01, 02 9,100 AMERICAN EAGLE OUTFITTERS NE COM * 02553E106 1,240 28,290 SH DEFINED 01, 02 28,290 AMERICAN ELEC PWR INC COM * 025537101 1,708 46,960 SH DEFINED 01, 02 46,960 AMERICAN EXPRESS CO COM * 025816109 241 4,299 SH DEFINED 01, 02 4,299 AMERICAN FINL GROUP INC OHIO COM * 025932104 1,624 34,600 SH DEFINED 01, 02 34,600 AMERICAN HOME MTG INVT CORP COM * 02660R107 1,098 31,500 SH DEFINED 01, 02 31,500 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 ADDED 02744MAA6 2,932 2,500,000 PRN DEFINED 01, 02 2,500,000 AMERICAN TOWER CORP CL A * 029912201 2,252 61,700 SH DEFINED 01, 02 61,700 AMERICREDIT CORP COM * 03060R101 2,314 92,600 SH DEFINED 01, 02 92,600 AMERIPRISE FINL INC COM * 03076C106 701 14,939 SH DEFINED 01, 02 14,939 AMETEK INC NEW COM * 031100100 1,755 40,300 SH DEFINED 01, 02 40,300 AMPHENOL CORP NEW CL A * 032095101 3,124 50,442 SH DEFINED 01, 02 50,442 AMR CORP COM * 001765106 1,291 55,800 SH DEFINED 01, 02 55,800 ANIXTER INTL INC COM * 035290105 830 14,700 SH DEFINED 01, 02 14,700 ANNALY MTG MGMT INC COM * 035710409 417 31,700 SH DEFINED 01, 02 31,700 ANNTAYLOR STORES CORP COM * 036115103 2,160 51,600 SH DEFINED 01, 02 51,600 ANSYS INC COM * 03662Q105 283 6,413 SH DEFINED 01, 02 6,413 ANTHRACITE CAP INC COM * 037023108 544 42,300 SH DEFINED 01, 02 42,300 APPLERA CORP COM AP BIO GRP * 038020103 1,459 44,059 SH DEFINED 01, 02 44,059 APPLIED MICRO CIRCUITS CORP COM * 03822W109 155 53,747 SH DEFINED 01, 02 53,747 APTARGROUP INC COM * 038336103 219 4,300 SH DEFINED 01, 02 4,300 AQUANTIVE INC COM * 03839G105 352 14,893 SH DEFINED 01, 02 14,893 ARCH CAP GROUP LTD ORD * G0450A105 1,672 26,328 SH DEFINED 01, 02 26,328 ARCHSTONE SMITH TR COM * 039583109 272 5,000 SH DEFINED 01, 02 5,000 ARIBA INC COM NEW * 04033V203 121 16,193 SH DEFINED 01, 02 16,193 ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 6,880 5,550,000 PRN DEFINED 01, 02 5,550,000 ASHFORD HOSPITALITY TR INC COM SHS 044103109 171 14,300 SH DEFINED 01, 02 14,300 ASHLAND INC NEW COM * 044209104 1,582 24,804 SH DEFINED 01, 02 24,804 ASSURANT INC COM * 04621X108 3,477 65,100 SH DEFINED 01, 02 65,100 AT&T INC COM * 00206R102 5,125 157,396 SH DEFINED 01, 02 157,396 ATI TECHNOLOGIES INC COM * 001941103 1,084 50,497 SH DEFINED 01, 02 50,497 AUTOLIV INC COM * 052800109 893 16,203 SH DEFINED 01, 02 16,203 AUTOMATIC DATA PROCESSING IN COM * 053015103 1,106 23,367 SH DEFINED 01, 02 23,367 AVALONBAY CMNTYS INC COM * 053484101 3,087 25,638 SH DEFINED 01, 02 25,638 BAKER HUGHES INC COM * 057224107 3,608 52,910 SH DEFINED 01, 02 52,910 BALDOR ELEC CO COM * 057741100 311 10,100 SH DEFINED 01, 02 10,100 BANKUNITED FINL CORP CL A * 06652B103 544 20,885 SH DEFINED 01, 02 20,885 BARNES & NOBLE INC COM * 067774109 345 9,100 SH DEFINED 01, 02 9,100 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 3,193 3,000,000 PRN DEFINED 01, 02 3,000,000 BARR PHARMACEUTICALS INC COM * 068306109 488 9,400 SH DEFINED 01, 02 9,400 BARRICK GOLD CORP COM * 067901108 1,726 56,195 SH DEFINED 01, 02 56,195 BEA SYS INC COM * 073325102 924 60,800 SH DEFINED 01, 02 60,800 BEAR STEARNS COS INC COM * 073902108 6,837 48,800 SH DEFINED 01, 02 48,800 BERKLEY W R CORP COM * 084423102 1,798 50,801 SH DEFINED 01, 02 50,801 BIG LOTS INC COM * 089302103 925 46,700 SH DEFINED 01, 02 46,700 BIOMED REALTY TRUST INC COM 09063H107 234 7,700 SH DEFINED 01, 02 7,700 BJ SVCS CO COM * 055482103 1,859 61,700 SH DEFINED 01, 02 61,700 BOEING CO COM * 097023105 4,283 54,314 SH DEFINED 01, 02 54,314 BRADY CORP CL A * 104674106 201 5,720 SH DEFINED 01, 02 5,720 BRINKER INTL INC COM * 109641100 2,894 72,200 SH DEFINED 01, 02 72,200 BRINKS CO COM * 109696104 1,533 28,900 SH DEFINED 01, 02 28,900 BRONCO DRILLING CO INC COM 112211107 264 15,014 SH DEFINED 01, 02 15,014 BROOKLINE BANCORP INC DEL COM * 11373M107 146 10,600 SH DEFINED 01, 02 10,600 BROWN & BROWN INC COM * 115236101 1,552 50,800 SH DEFINED 01, 02 50,800 BROWN FORMAN CORP CL B * 115637209 1,753 22,870 SH DEFINED 01, 02 22,870 BROWN SHOE INC NEW COM * 115736100 253 7,051 SH DEFINED 01, 02 7,051 BUCYRUS INTL INC NEW CL A * 118759109 263 6,200 SH DEFINED 01, 02 6,200 BUNGE LIMITED COM * G16962105 330 5,700 SH DEFINED 01, 02 5,700 BURLINGTON NORTHN SANTA FE C COM * 12189T104 380 5,169 SH DEFINED 01, 02 5,169 C H ROBINSON WORLDWIDE INC COM NEW * 12541W209 2,483 55,703 SH DEFINED 01, 02 55,703 CA INC COM * 12673P105 1,121 47,300 SH DEFINED 01, 02 47,300 CAMDEN PPTY TR SH BEN INT 133131102 2,812 37,000 SH DEFINED 01, 02 37,000 CAMPBELL SOUP CO COM * 134429109 1,061 29,064 SH DEFINED 01, 02 29,064 CAPITALSOURCE INC COM * 14055X102 320 12,400 SH DEFINED 01, 02 12,400 CARDINAL HEALTH INC COM * 14149Y108 224 3,400 SH DEFINED 01, 02 3,400 CAREMARK RX INC COM * 141705103 1,218 21,500 SH DEFINED 01, 02 21,500 CARLISLE COS INC COM * 142339100 244 2,900 SH DEFINED 01, 02 2,900 CARMAX INC COM * 143130102 1,306 31,300 SH DEFINED 01, 02 31,300 CARPENTER TECHNOLOGY CORP COM * 144285103 3,000 27,900 SH DEFINED 01, 02 27,900 CASCADE BANCORP COM 147154108 230 6,139 SH DEFINED 01, 02 6,139 CATERPILLAR INC DEL COM * 149123101 2,520 38,300 SH DEFINED 01, 02 38,300 CB RICHARD ELLIS GROUP INC CL A * 12497T101 499 20,300 SH DEFINED 01, 02 20,300 CENTURYTEL INC COM * 156700106 325 8,186 SH DEFINED 01, 02 8,186 CEPHALON INC NOTE 6/1 156708AK5 5,735 5,000,000 PRN DEFINED 01, 02 5,000,000 CERADYNE INC COM * 156710105 218 5,300 SH DEFINED 01, 02 5,300 CERIDIAN CORP NEW COM * 156779100 2,435 108,904 SH DEFINED 01, 02 108,904 CERNER CORP COM * 156782104 400 8,800 SH DEFINED 01, 02 8,800 CF INDS HLDGS INC COM * 125269100 300 17,600 SH DEFINED 01, 02 17,600 CHAPARRAL STL CO DEL COM * 159423102 457 13,405 SH DEFINED 01, 02 13,405 CHARMING SHOPPES INC COM * 161133103 159 11,100 SH DEFINED 01, 02 11,100 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 ADDED 165167BW6 6,142 6,000,000 PRN DEFINED 01, 02 6,000,000 CHICAGO MERCANTILE HLDGS INC CL A * 167760107 670 1,400 SH DEFINED 01, 02 1,400 CHILDRENS PL RETAIL STORES I COM * 168905107 833 13,002 SH DEFINED 01, 02 13,002 CHIQUITA BRANDS INTL INC COM * 170032809 165 12,358 SH DEFINED 01, 02 12,358 CHITTENDEN CORP COM 170228100 232 8,100 SH DEFINED 01, 02 8,100 CHOICE HOTELS INTL INC COM * 169905106 716 17,500 SH DEFINED 01, 02 17,500 CHUBB CORP COM * 171232101 8,205 157,903 SH DEFINED 01, 02 157,903 CIGNA CORP COM * 125509109 1,908 16,400 SH DEFINED 01, 02 16,400 CINCINNATI BELL INC NEW COM * 171871106 82 17,100 SH DEFINED 01, 02 17,100 CINCINNATI FINL CORP COM * 172062101 3,735 77,625 SH DEFINED 01, 02 77,625 CIRCUIT CITY STORE INC COM * 172737108 967 38,500 SH DEFINED 01, 02 38,500 CIRRUS LOGIC INC COM * 172755100 124 17,019 SH DEFINED 01, 02 17,019 CIT GROUP INC COM * 125581108 1,328 27,300 SH DEFINED 01, 02 27,300 CLEAR CHANNEL COMMUNICATIONS COM * 184502102 878 30,431 SH DEFINED 01, 02 30,431 CLECO CORP NEW COM * 12561W105 212 8,400 SH DEFINED 01, 02 8,400 CLOROX CO DEL COM * 189054109 1,412 22,414 SH DEFINED 01, 02 22,414 CNA FINL CORP COM * 126117100 1,365 37,900 SH DEFINED 01, 02 37,900 COACH INC COM * 189754104 633 18,393 SH DEFINED 01, 02 18,393 COCA COLA CO COM * 191216100 1,256 28,100 SH DEFINED 01, 02 28,100 COGNIZANT TECHNOLOGY SOLUTIO CL A * 192446102 780 10,543 SH DEFINED 01, 02 10,543 COHU INC COM * 192576106 528 29,594 SH DEFINED 01, 02 29,594 COLGATE PALMOLIVE CO COM * 194162103 584 9,407 SH DEFINED 01, 02 9,407 COMMERCE BANCSHARES INC COM * 200525103 272 5,376 SH DEFINED 01, 02 5,376 COMMERCE GROUP INC MASS COM 200641108 549 18,267 SH DEFINED 01, 02 18,267 COMMERCIAL METALS CO COM * 201723103 315 15,500 SH DEFINED 01, 02 15,500 COMPASS BANCSHARES INC COM * 20449H109 1,066 18,700 SH DEFINED 01, 02 18,700 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 4,443 4,500,000 PRN DEFINED 01, 02 4,500,000 COMPUTER SCIENCES CORP COM * 205363104 1,395 28,400 SH DEFINED 01, 02 28,400 CONSOLIDATED GRAPHICS INC COM * 209341106 337 5,598 SH DEFINED 01, 02 5,598 CONTINENTAL AIRLS INC CL B * 210795308 798 28,200 SH DEFINED 01, 02 28,200 COOPER INDS LTD CL A * G24182100 1,398 16,400 SH DEFINED 01, 02 16,400 CORE LABORATORIES N V COM * N22717107 204 3,200 SH DEFINED 01, 02 3,200 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,356 30,300 SH DEFINED 01, 02 30,300 CORRECTIONS CORP AMER NEW COM NEW * 22025Y407 766 17,700 SH DEFINED 01, 02 17,700 CORUS BANKSHARES INC COM * 220873103 203 9,100 SH DEFINED 01, 02 9,100 COSTCO WHSL CORP NEW COM * 22160K105 719 14,482 SH DEFINED 01, 02 14,482 COURTSIDE ACQUISITION CORP COM 22274N102 3,180 600,000 SH DEFINED 01, 02 600,000 COURTSIDE ACQUISITION CORP * W EXP 06/29/200 22274N110 264 712,500 SH DEFINED 01, 02 712,500 COVANCE INC COM * 222816100 544 8,199 SH DEFINED 01, 02 8,199 CSG SYS INTL INC COM * 126349109 254 9,596 SH DEFINED 01, 02 9,596 CSX CORP COM * 126408103 4,107 125,100 SH DEFINED 01, 02 125,100 CUMMINS INC COM * 231021106 954 8,000 SH DEFINED 01, 02 8,000 CVS CORP COM * 126650100 5,885 183,216 SH DEFINED 01, 02 183,216 DARDEN RESTAURANTS INC COM * 237194105 646 15,218 SH DEFINED 01, 02 15,218 DAVITA INC COM * 23918K108 828 14,301 SH DEFINED 01, 02 14,301 DEAN FOODS CO NEW COM * 242370104 1,534 36,502 SH DEFINED 01, 02 36,502 DENTSPLY INTL INC NEW COM * 249030107 1,798 59,700 SH DEFINED 01, 02 59,700 DEUTSCHE BANK AG NAMEN ORD * D18190898 543 4,500 SH DEFINED 01, 02 4,500 DILLARDS INC CL A * 254067101 1,476 45,100 SH DEFINED 01, 02 45,100 DIME BANCORP INC NEW * W EXP 99/99/999 25429Q110 83 739,418 SH DEFINED 01, 02 739,418 DIODES INC COM * 254543101 269 6,235 SH DEFINED 01, 02 6,235 DISNEY WALT CO COM DISNEY * 254687106 2,377 76,898 SH DEFINED 01, 02 76,898 DOLLAR TREE STORES INC COM * 256747106 734 23,700 SH DEFINED 01, 02 23,700 DONALDSON INC COM * 257651109 546 14,800 SH DEFINED 01, 02 14,800 DOVER CORP COM * 260003108 928 19,562 SH DEFINED 01, 02 19,562 DOWNEY FINL CORP COM * 261018105 379 5,700 SH DEFINED 01, 02 5,700 DPL INC COM * 233293109 233 8,600 SH DEFINED 01, 02 8,600 DRESS BARN INC COM * 261570105 201 9,200 SH DEFINED 01, 02 9,200 DST SYS INC DEL COM * 233326107 339 5,500 SH DEFINED 01, 02 5,500 DSW INC CL A * 23334L102 410 13,000 SH DEFINED 01, 02 13,000 DUKE ENERGY CORP NEW COM * ADDED 26441C105 833 27,586 SH DEFINED 01, 02 27,586 DUN & BRADSTREET CORP DEL NE COM * 26483E100 1,245 16,600 SH DEFINED 01, 02 16,600 E TRADE FINANCIAL CORP COM * 269246104 773 32,300 SH DEFINED 01, 02 32,300 ECHOSTAR COMMUNICATIONS NEW CL A * 278762109 1,120 34,200 SH DEFINED 01, 02 34,200 ECOLAB INC COM * 278865100 2,703 63,124 SH DEFINED 01, 02 63,124 EDUCATE INC COM * 28138P100 643 80,500 SH DEFINED 01, 02 80,500 EDWARDS AG INC COM * 281760108 3,495 65,600 SH DEFINED 01, 02 65,600 ELECTRONIC DATA SYS NEW COM * 285661104 286 11,679 SH DEFINED 01, 02 11,679 EMCOR GROUP INC COM * 29084Q100 691 12,600 SH DEFINED 01, 02 12,600 EMDEON CORP COM * 290849108 295 25,226 SH DEFINED 01, 02 25,226 EMERSON ELEC CO COM * 291011104 1,669 19,908 SH DEFINED 01, 02 19,908 EMPIRE DIST ELEC CO COM 291641108 251 11,200 SH DEFINED 01, 02 11,200 EQUIFAX INC COM * 294429105 1,542 42,000 SH DEFINED 01, 02 42,000 EQUITY LIFESTYLE PPTYS INC COM 29472R108 430 9,400 SH DEFINED 01, 02 9,400 ESSEX PPTY TR INC COM 297178105 571 4,707 SH DEFINED 01, 02 4,707 EVEREST RE GROUP LTD COM * G3223R108 1,990 20,400 SH DEFINED 01, 02 20,400 EXELON CORP COM * 30161N101 1,780 29,398 SH DEFINED 01, 02 29,398 EXPEDIA INC DEL COM * 30212P105 238 15,167 SH DEFINED 01, 02 15,167 EXPRESS SCRIPTS INC COM * 302182100 880 11,660 SH DEFINED 01, 02 11,660 EXTRA SPACE STORAGE INC COM 30225T102 265 15,300 SH DEFINED 01, 02 15,300 FACTSET RESH SYS INC COM * 303075105 714 14,700 SH DEFINED 01, 02 14,700 FAIR ISAAC CORP COM * 303250104 819 22,400 SH DEFINED 01, 02 22,400 FAMILY DLR STORES INC COM * 307000109 854 29,200 SH DEFINED 01, 02 29,200 FASTENAL CO COM * 311900104 262 6,798 SH DEFINED 01, 02 6,798 FEDERATED DEPT STORES INC DE COM * 31410H101 1,722 39,850 SH DEFINED 01, 02 39,850 FEDEX CORP COM * 31428X106 2,435 22,404 SH DEFINED 01, 02 22,404 FINANCIAL FED CORP COM 317492106 432 16,108 SH DEFINED 01, 02 16,108 FINISAR COM * 31787A101 40 11,000 SH DEFINED 01, 02 11,000 FINISH LINE INC CL A * 317923100 22,760 1,803,492 SH DEFINED 01, 02 1,803,492 FIRSTENERGY CORP COM * 337932107 3,962 70,927 SH DEFINED 01, 02 70,927 FIRSTFED FINL CORP COM * 337907109 216 3,800 SH DEFINED 01, 02 3,800 FISERV INC COM * 337738108 493 10,465 SH DEFINED 01, 02 10,465 FLIR SYS INC COM * 302445101 275 10,128 SH DEFINED 01, 02 10,128 FLOWSERVE CORP COM * 34354P105 1,002 19,800 SH DEFINED 01, 02 19,800 FLUOR CORP NEW COM * 343412102 231 3,000 SH DEFINED 01, 02 3,000 FMC TECHNOLOGIES INC COM * 30249U101 3,448 64,201 SH DEFINED 01, 02 64,201 FOOT LOCKER INC COM * 344849104 346 13,700 SH DEFINED 01, 02 13,700 FOREST LABS INC COM * 345838106 437 8,625 SH DEFINED 01, 02 8,625 FRANKLIN RES INC COM * 354613101 8,555 80,900 SH DEFINED 01, 02 80,900 FREEPORT-MCMORAN COPPER & GO CL B * 35671D857 3,051 57,287 SH DEFINED 01, 02 57,287 FRONTLINE LTD SHS * G3682E127 805 20,900 SH DEFINED 01, 02 20,900 GALLAGHER ARTHUR J & CO COM * 363576109 469 17,600 SH DEFINED 01, 02 17,600 GAP INC DEL COM * 364760108 783 41,300 SH DEFINED 01, 02 41,300 GENERAL CABLE CORP DEL NEW COM * 369300108 462 12,100 SH DEFINED 01, 02 12,100 GENERAL DYNAMICS CORP COM * 369550108 2,566 35,799 SH DEFINED 01, 02 35,799 GENERAL ELECTRIC CO COM * 369604103 285 8,085 SH DEFINED 01, 02 8,085 GENERAL MARITIME CORP SHS * Y2692M103 238 6,500 SH DEFINED 01, 02 6,500 GENERAL MLS INC COM * 370334104 322 5,689 SH DEFINED 01, 02 5,689 GENLYTE GROUP INC COM 372302109 2,080 29,212 SH DEFINED 01, 02 29,212 GEN-PROBE INC NEW COM * 36866T103 697 14,869 SH DEFINED 01, 02 14,869 GENWORTH FINL INC COM CL A * 37247D106 6,123 174,900 SH DEFINED 01, 02 174,900 GETTY IMAGES INC COM * 374276103 416 8,375 SH DEFINED 01, 02 8,375 GLOBAL PMTS INC COM * 37940X102 1,263 28,700 SH DEFINED 01, 02 28,700 GOLD KIST INC COM * 380614107 250 12,000 SH DEFINED 01, 02 12,000 GOLDEN TELE COM * 38122G107 215 7,091 SH DEFINED 01, 02 7,091 GOLDMAN SACHS GROUP INC COM * 38141G104 13,337 78,839 SH DEFINED 01, 02 78,839 GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR2 6,667 5,000,000 PRN DEFINED 01, 02 5,000,000 GOOGLE INC CL A * 38259P508 2,693 6,700 SH DEFINED 01, 02 6,700 GRAINGER W W INC COM * 384802104 590 8,810 SH DEFINED 01, 02 8,810 GRANT PRIDECO INC COM * 38821G101 6,819 179,300 SH DEFINED 01, 02 179,300 GREATER BAY BANCORP COM * 391648102 299 10,602 SH DEFINED 01, 02 10,602 GREY WOLF INC COM * 397888108 208 31,100 SH DEFINED 01, 02 31,100 GRIFFON CORP COM * 398433102 5,960 249,700 SH DEFINED 01, 02 249,700 GUESS INC COM * 401617105 1,136 23,399 SH DEFINED 01, 02 23,399 GYMBOREE CORP COM * 403777105 266 6,300 SH DEFINED 01, 02 6,300 HALLIBURTON CO COM * 406216101 5,277 185,500 SH DEFINED 01, 02 185,500 HANCOCK HLDG CO COM 410120109 1,606 29,992 SH DEFINED 01, 02 29,992 HANOVER INS GROUP INC COM * 410867105 2,821 63,208 SH DEFINED 01, 02 63,208 HARRIS CORP DEL COM * 413875105 525 11,800 SH DEFINED 01, 02 11,800 HARTFORD FINL SVCS GROUP INC COM * 416515104 1,926 22,200 SH DEFINED 01, 02 22,200 HAYES LEMMERZ INTL INC COM NEW 420781304 63 28,500 SH DEFINED 01, 02 28,500 HCC INS HLDGS INC COM * 404132102 237 7,200 SH DEFINED 01, 02 7,200 HEALTH NET INC COM * 42222G108 392 9,000 SH DEFINED 01, 02 9,000 HEALTHWAYS INC COM * 422245100 1,087 24,373 SH DEFINED 01, 02 24,373 HERBALIFE LTD COM USD SHS * G4412G101 2,330 61,499 SH DEFINED 01, 02 61,499 HUNTSMAN CORP COM * 447011107 624 34,296 SH DEFINED 01, 02 34,296 IAC INTERACTIVECORP COM NEW * 44919P300 274 9,530 SH DEFINED 01, 02 9,530 IMATION CORP COM * 45245A107 261 6,500 SH DEFINED 01, 02 6,500 IMCLONE SYS INC COM * 45245W109 635 22,423 SH DEFINED 01, 02 22,423 INSIGHT ENTERPRISES INC COM * 45765U103 272 13,200 SH DEFINED 01, 02 13,200 INTEGRATED DEVICE TECHNOLOGY COM * 458118106 2,579 160,500 SH DEFINED 01, 02 160,500 INTERFACE INC CL A * 458665106 242 18,817 SH DEFINED 01, 02 18,817 INTERMEC INC COM * 458786100 749 28,400 SH DEFINED 01, 02 28,400 INTERNATIONAL GAME TECHNOLOG COM * 459902102 1,817 43,788 SH DEFINED 01, 02 43,788 INTERNATIONAL SPEEDWAY CORP CL A * 460335201 217 4,347 SH DEFINED 01, 02 4,347 INTL PAPER CO COM * 460146103 1,985 57,313 SH DEFINED 01, 02 57,313 INTUIT COM * 461202103 1,410 43,944 SH DEFINED 01, 02 43,944 INVERNESS MED INNOVATIONS IN COM 46126P106 202 5,800 SH DEFINED 01, 02 5,800 INVESTMENT TECHNOLOGY GRP NE COM * 46145F105 1,947 43,500 SH DEFINED 01, 02 43,500 ISTAR FINL INC COM * 45031U101 555 13,300 SH DEFINED 01, 02 13,300 ITRON INC NOTE 2.500% 8/0 ADDED 465741AJ5 5,661 5,000,000 PRN DEFINED 01, 02 5,000,000 ITT EDUCATIONAL SERVICES INC COM * 45068B109 445 6,713 SH DEFINED 01, 02 6,713 JEFFERIES GROUP INC NEW COM * 472319102 789 27,700 SH DEFINED 01, 02 27,700 JLG INDS INC COM * 466210101 261 13,164 SH DEFINED 01, 02 13,164 JOHNSON & JOHNSON COM * 478160104 2,150 33,102 SH DEFINED 01, 02 33,102 JONES APPAREL GROUP INC COM * 480074103 438 13,500 SH DEFINED 01, 02 13,500 KAISER ALUMINUM CORP COM PAR 0.01 ADDED 483007704 3,743 84,415 SH DEFINED 01, 02 84,415 KANSAS CITY SOUTHERN COM NEW * 485170302 898 32,872 SH DEFINED 01, 02 32,872 KAYDON CORP COM * 486587108 596 16,100 SH DEFINED 01, 02 16,100 KELLWOOD CO DBCV 3.500% 6/1 488044AF5 1,788 2,000,000 PRN DEFINED 01, 02 2,000,000 KFORCE INC COM * 493732101 175 14,700 SH DEFINED 01, 02 14,700 KIMBERLY CLARK CORP COM * 494368103 403 6,171 SH DEFINED 01, 02 6,171 KOHLS CORP COM * 500255104 240 3,700 SH DEFINED 01, 02 3,700 KULICKE & SOFFA INDS INC COM * 501242101 91 10,300 SH DEFINED 01, 02 10,300 LABORATORY CORP AMER HLDGS COM NEW * 50540R409 4,983 76,000 SH DEFINED 01, 02 76,000 LAMAR ADVERTISING CO CL A * 512815101 742 13,900 SH DEFINED 01, 02 13,900 LANDAMERICA FINL GROUP INC COM * 514936103 250 3,800 SH DEFINED 01, 02 3,800 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 665 15,338 SH DEFINED 01, 02 15,338 LATTICE SEMICONDUCTOR CORP COM * 518415104 82 12,003 SH DEFINED 01, 02 12,003 LAUREATE EDUCATION INC COM * 518613104 593 12,400 SH DEFINED 01, 02 12,400 LEHMAN BROS HLDGS INC COM * 524908100 2,179 29,500 SH DEFINED 01, 02 29,500 LIBERTY PPTY TR SH BEN INT * 531172104 363 7,600 SH DEFINED 01, 02 7,600 LIMITED BRANDS INC COM * 532716107 2,812 106,148 SH DEFINED 01, 02 106,148 LINCARE HLDGS INC COM * 532791100 1,173 33,872 SH DEFINED 01, 02 33,872 LINCOLN ELEC HLDGS INC COM 533900106 3,225 59,230 SH DEFINED 01, 02 59,230 LOCKHEED MARTIN CORP COM * 539830109 6,666 77,454 SH DEFINED 01, 02 77,454 LOEWS CORP COM * 540424108 3,127 82,500 SH DEFINED 01, 02 82,500 LOEWS CORP CAROLINA GP STK * 540424207 1,257 22,700 SH DEFINED 01, 02 22,700 M & T BK CORP COM * 55261F104 2,027 16,900 SH DEFINED 01, 02 16,900 MACERICH CO COM * 554382101 1,595 20,891 SH DEFINED 01, 02 20,891 MACK CALI RLTY CORP COM * 554489104 218 4,200 SH DEFINED 01, 02 4,200 MAGELLAN HEALTH SVCS INC COM NEW * 559079207 411 9,651 SH DEFINED 01, 02 9,651 MANITOWOC INC COM * 563571108 824 18,400 SH DEFINED 01, 02 18,400 MANOR CARE INC NEW COM * 564055101 1,187 22,700 SH DEFINED 01, 02 22,700 MARVEL ENTERTAINMENT INC COM * 57383T103 649 26,900 SH DEFINED 01, 02 26,900 MATTEL INC COM * 577081102 337 17,101 SH DEFINED 01, 02 17,101 MBIA INC COM * 55262C100 649 10,561 SH DEFINED 01, 02 10,561 MCCORMICK & CO INC COM NON VTG * 579780206 338 8,900 SH DEFINED 01, 02 8,900 MCDERMOTT INTL INC COM * 580037109 1,129 26,998 SH DEFINED 01, 02 26,998 MCDONALDS CORP COM * 580135101 6,439 164,600 SH DEFINED 01, 02 164,600 MCGRAW HILL COS INC COM * 580645109 2,893 49,861 SH DEFINED 01, 02 49,861 MEDCO HEALTH SOLUTIONS INC COM * 58405U102 1,902 31,643 SH DEFINED 01, 02 31,643 MERCK & CO INC COM * 589331107 511 12,200 SH DEFINED 01, 02 12,200 MERRILL LYNCH & CO INC COM * 590188108 5,290 67,626 SH DEFINED 01, 02 67,626 METAL MGMT INC COM NEW * 591097209 371 13,338 SH DEFINED 01, 02 13,338 METHODE ELECTRS INC COM * 591520200 903 94,911 SH DEFINED 01, 02 94,911 METTLER TOLEDO INTERNATIONAL COM * 592688105 4,445 67,200 SH DEFINED 01, 02 67,200 MICHAELS STORES INC COM * 594087108 3,788 87,000 SH DEFINED 01, 02 87,000 MICROSEMI CORP COM * 595137100 435 23,100 SH DEFINED 01, 02 23,100 MILLICOM INTL CELLULAR S A SHS NEW * L6388F110 401 9,788 SH DEFINED 01, 02 9,788 MOLEX INC COM * 608554101 717 18,400 SH DEFINED 01, 02 18,400 MONEYGRAM INTL INC COM * 60935Y109 2,502 86,100 SH DEFINED 01, 02 86,100 MONSANTO CO NEW COM * 61166W101 1,382 29,400 SH DEFINED 01, 02 29,400 MORGAN STANLEY COM NEW * 617446448 3,297 45,214 SH DEFINED 01, 02 45,214 MORTONS RESTAURANT GRP INC N COM 619430101 2,694 174,800 SH DEFINED 01, 02 174,800 MOTOROLA INC COM * 620076109 303 12,100 SH DEFINED 01, 02 12,100 MPS GROUP INC COM * 553409103 198 13,100 SH DEFINED 01, 02 13,100 MSC INDL DIRECT INC CL A * 553530106 1,336 32,800 SH DEFINED 01, 02 32,800 NABORS INDUSTRIES LTD SHS * G6359F103 4,924 165,500 SH DEFINED 01, 02 165,500 NALCO HOLDING COMPANY COM * 62985Q101 187 10,100 SH DEFINED 01, 02 10,100 NASDAQ 100 TR UNIT SER 1 * 631100104 407 10,000 SH DEFINED 01, 02 10,000 NATIONAL OILWELL VARCO INC COM * 637071101 3,238 55,300 SH DEFINED 01, 02 55,300 NAVIGATORS GROUP INC COM 638904102 287 5,987 SH DEFINED 01, 02 5,987 NCI BUILDING SYS INC COM * 628852105 361 6,200 SH DEFINED 01, 02 6,200 NEUSTAR INC CL A * 64126X201 257 9,267 SH DEFINED 01, 02 9,267 NEW PLAN EXCEL RLTY TR INC COM * 648053106 1,196 44,200 SH DEFINED 01, 02 44,200 NEWS CORP CL B * 65248E203 3,600 174,400 SH DEFINED 01, 02 174,400 NII HLDGS INC CL B NEW * 62913F201 230 3,700 SH DEFINED 01, 02 3,700 NORDSTROM INC COM * 655664100 254 6,002 SH DEFINED 01, 02 6,002 NORFOLK SOUTHERN CORP COM * 655844108 708 16,082 SH DEFINED 01, 02 16,082 NORTHROP GRUMMAN CORP COM * 666807102 2,850 41,870 SH DEFINED 01, 02 41,870 NORTHSTAR RLTY FIN CORP COM 66704R100 130 10,200 SH DEFINED 01, 02 10,200 NOVELL INC COM * 670006105 350 57,300 SH DEFINED 01, 02 57,300 NTELOS HLDGS CORP COM 67020Q107 593 46,468 SH DEFINED 01, 02 46,468 NUCOR CORP COM * 670346105 381 7,700 SH DEFINED 01, 02 7,700 NUTRI SYS INC NEW COM * 67069D108 218 3,500 SH DEFINED 01, 02 3,500 NUVEEN INVTS INC CL A * 67090F106 5,494 107,249 SH DEFINED 01, 02 107,249 NVIDIA CORP COM * 67066G104 1,848 62,470 SH DEFINED 01, 02 62,470 OCEANEERING INTL INC COM * 675232102 2,295 74,500 SH DEFINED 01, 02 74,500 OCWEN FINL CORP NOTE 3.250% 8/0 675746AD3 4,781 3,500,000 PRN DEFINED 01, 02 3,500,000 OIL STS INTL INC COM * 678026105 234 8,500 SH DEFINED 01, 02 8,500 OLIN CORP COM PAR $1 * 680665205 369 24,000 SH DEFINED 01, 02 24,000 OMI CORP NEW COM * Y6476W104 285 13,131 SH DEFINED 01, 02 13,131 OMNICARE INC DBCV 3.250%12/1 681904AL2 5,296 5,950,000 PRN DEFINED 01, 02 5,950,000 OMNICOM GROUP INC COM * 681919106 2,795 29,857 SH DEFINED 01, 02 29,857 OPTIMAL GROUP INC CL A NEW * 68388R208 18,908 1,607,862 SH DEFINED 01, 02 1,607,862 OPTION CARE INC COM * 683948103 158 11,804 SH DEFINED 01, 02 11,804 ORACLE CORP COM * 68389X105 3,080 173,601 SH DEFINED 01, 02 173,601 OREGON STL MLS INC COM * 686079104 1,085 22,200 SH DEFINED 01, 02 22,200 OSHKOSH TRUCK CORP COM * 688239201 2,089 41,400 SH DEFINED 01, 02 41,400 OVERSEAS SHIPHOLDING GROUP I COM * 690368105 2,452 39,700 SH DEFINED 01, 02 39,700 PACCAR INC COM * 693718108 1,520 26,665 SH DEFINED 01, 02 26,665 PACKAGING CORP AMER COM * 695156109 1,007 43,400 SH DEFINED 01, 02 43,400 PARK ELECTROCHEMICAL CORP COM * 700416209 326 10,300 SH DEFINED 01, 02 10,300 PARKER DRILLING CO COM * 701081101 195 27,475 SH DEFINED 01, 02 27,475 PATTERSON UTI ENERGY INC COM * 703481101 1,007 42,380 SH DEFINED 01, 02 42,380 PAYLESS SHOESOURCE INC COM * 704379106 321 12,900 SH DEFINED 01, 02 12,900 PENN NATL GAMING INC COM * 707569109 334 9,151 SH DEFINED 01, 02 9,151 PENNEY J C INC COM * 708160106 1,976 28,900 SH DEFINED 01, 02 28,900 PEOPLES BK BRIDGEPORT CONN COM * 710198102 436 11,002 SH DEFINED 01, 02 11,002 PEPSI BOTTLING GROUP INC COM * 713409100 3,869 108,988 SH DEFINED 01, 02 108,988 PEPSICO INC COM * 713448108 6,551 100,383 SH DEFINED 01, 02 100,383 PETSMART INC COM * 716768106 294 10,581 SH DEFINED 01, 02 10,581 PG&E CORP COM * 69331C108 625 15,000 SH DEFINED 01, 02 15,000 PHARMACEUTICAL PROD DEV INC COM * 717124101 1,638 45,890 SH DEFINED 01, 02 45,890 PHELPS DODGE CORP COM * 717265102 1,245 14,700 SH DEFINED 01, 02 14,700 PHILLIPS VAN HEUSEN CORP COM * 718592108 798 19,100 SH DEFINED 01, 02 19,100 PILGRIMS PRIDE CORP COM * 721467108 955 34,900 SH DEFINED 01, 02 34,900 PINNACLE AIRL CORP COM * 723443107 4,755 641,650 SH DEFINED 01, 02 641,650 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * 726503105 203 4,400 SH DEFINED 01, 02 4,400 PMI GROUP INC COM * 69344M101 1,008 23,000 SH DEFINED 01, 02 23,000 PNC FINL SVCS GROUP INC COM * 693475105 4,212 58,145 SH DEFINED 01, 02 58,145 POLO RALPH LAUREN CORP CL A * 731572103 627 9,700 SH DEFINED 01, 02 9,700 POLYMEDICA CORP COM * 731738100 283 6,600 SH DEFINED 01, 02 6,600 POST PPTYS INC COM * 737464107 960 20,200 SH DEFINED 01, 02 20,200 PPL CORP COM * 69351T106 2,197 66,785 SH DEFINED 01, 02 66,785 PRAXAIR INC COM * 74005P104 1,071 18,100 SH DEFINED 01, 02 18,100 PRICE T ROWE GROUP INC COM * 74144T108 8,565 179,004 SH DEFINED 01, 02 179,004 PRINCIPAL FINANCIAL GROUP IN COM * 74251V102 7,786 143,443 SH DEFINED 01, 02 143,443 PROASSURANCE CORP COM 74267C106 542 11,000 SH DEFINED 01, 02 11,000 PROCTER & GAMBLE CO COM * 742718109 3,972 64,086 SH DEFINED 01, 02 64,086 PROGRESSIVE CORP OHIO COM * 743315103 860 35,036 SH DEFINED 01, 02 35,036 PROLOGIS SH BEN INT * 743410102 399 7,000 SH DEFINED 01, 02 7,000 QUEST DIAGNOSTICS INC COM * 74834L100 4,741 77,514 SH DEFINED 01, 02 77,514 QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 1,730 32,300 SH DEFINED 01, 02 32,300 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 8,146 5,000,000 PRN DEFINED 01, 02 5,000,000 RADIAN GROUP INC COM * 750236101 2,934 48,900 SH DEFINED 01, 02 48,900 RALCORP HLDGS INC NEW COM * 751028101 390 8,082 SH DEFINED 01, 02 8,082 RAYMOND JAMES FINANCIAL INC COM * 754730109 681 23,300 SH DEFINED 01, 02 23,300 RAYTHEON CO COM NEW * 755111507 311 6,479 SH DEFINED 01, 02 6,479 REGAL BELOIT CORP COM 758750103 496 11,400 SH DEFINED 01, 02 11,400 REGENCY CTRS CORP COM * 758849103 1,176 17,100 SH DEFINED 01, 02 17,100 REGIONS FINANCIAL CORP NEW COM * 7591EP100 5,508 149,719 SH DEFINED 01, 02 149,719 REGIS CORP MINN COM * 758932107 1,728 48,200 SH DEFINED 01, 02 48,200 REINSURANCE GROUP AMER INC COM * 759351109 930 17,900 SH DEFINED 01, 02 17,900 RELIANCE STEEL & ALUMINUM CO COM * 759509102 1,083 33,682 SH DEFINED 01, 02 33,682 RELIANT ENERGY INC COM * 75952B105 61 19,965 SH DEFINED 01, 02 19,965 RENAISSANCERE HOLDINGS LTD COM * G7496G103 967 17,400 SH DEFINED 01, 02 17,400 REPUBLIC SVCS INC COM * 760759100 881 21,900 SH DEFINED 01, 02 21,900 RESMED INC COM * 761152107 688 17,099 SH DEFINED 01, 02 17,099 REYNOLDS AMERICAN INC COM * 761713106 2,411 38,900 SH DEFINED 01, 02 38,900 RLI CORP COM 749607107 259 5,096 SH DEFINED 01, 02 5,096 ROCKWELL COLLINS INC COM * 774341101 2,216 40,402 SH DEFINED 01, 02 40,402 SAFECO CORP COM * 786429100 4,397 74,619 SH DEFINED 01, 02 74,619 SCHEIN HENRY INC COM * 806407102 3,098 61,792 SH DEFINED 01, 02 61,792 SCHLUMBERGER LTD COM * 806857108 552 8,902 SH DEFINED 01, 02 8,902 SEPRACOR INC COM * 817315104 446 9,200 SH DEFINED 01, 02 9,200 SHARPER IMAGE CORP COM * 820013100 553 53,700 SH DEFINED 01, 02 53,700 SHAW GROUP INC COM * 820280105 15,727 665,281 SH DEFINED 01, 02 665,281 SHERWIN WILLIAMS CO COM * 824348106 1,267 22,707 SH DEFINED 01, 02 22,707 SHIP FINANCE INTERNATIONAL L SHS * G81075106 221 11,100 SH DEFINED 01, 02 11,100 SIERRA HEALTH SVCS INC COM * 826322109 3,689 97,500 SH DEFINED 01, 02 97,500 SIGMA ALDRICH CORP COM * 826552101 293 3,878 SH DEFINED 01, 02 3,878 SILGAN HOLDINGS INC COM 827048109 352 9,359 SH DEFINED 01, 02 9,359 SL GREEN RLTY CORP COM 78440X101 3,116 27,900 SH DEFINED 01, 02 27,900 SMITH INTL INC COM * 832110100 5,981 154,156 SH DEFINED 01, 02 154,156 SMITHFIELD FOODS INC COM * 832248108 424 15,700 SH DEFINED 01, 02 15,700 SNAP ON INC COM * 833034101 913 20,500 SH DEFINED 01, 02 20,500 SONIC CORP COM * 835451105 1,035 45,774 SH DEFINED 01, 02 45,774 SONOCO PRODS CO COM * 835495102 1,093 32,485 SH DEFINED 01, 02 32,485 SOTHEBYS HLDGS INC CL A * 835898107 222 6,900 SH DEFINED 01, 02 6,900 SOUTH JERSEY INDS INC COM 838518108 251 8,400 SH DEFINED 01, 02 8,400 SPDR TR UNIT SER 1 * 78462F103 70,860 530,467 SH DEFINED 01, 02 530,467 SPIRIT FIN CORP COM * 848568309 138 11,900 SH DEFINED 01, 02 11,900 SPX CORP COM * 784635104 1,053 19,700 SH DEFINED 01, 02 19,700 ST PAUL TRAVELERS INC COM * 792860108 741 15,802 SH DEFINED 01, 02 15,802 STAPLES INC COM * 855030102 476 19,569 SH DEFINED 01, 02 19,569 STATE STR CORP COM * 857477103 792 12,690 SH DEFINED 01, 02 12,690 STERLING FINL CORP WASH COM 859319105 483 14,902 SH DEFINED 01, 02 14,902 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 361 10,700 SH DEFINED 01, 02 10,700 SUNSTONE HOTEL INVS INC NEW COM 867892101 2,147 72,255 SH DEFINED 01, 02 72,255 SUPERIOR ENERGY SVCS INC COM * 868157108 1,896 72,193 SH DEFINED 01, 02 72,193 SYBASE INC NOTE 1.750% 2/2 871130AB6 5,542 5,000,000 PRN DEFINED 01, 02 5,000,000 TALBOTS INC COM * 874161102 294 10,800 SH DEFINED 01, 02 10,800 TANGER FACTORY OUTLET CTRS I COM 875465106 502 14,100 SH DEFINED 01, 02 14,100 TAUBMAN CTRS INC COM * 876664103 697 15,699 SH DEFINED 01, 02 15,699 TEEKAY SHIPPING MARSHALL ISL COM * Y8564W103 1,176 28,596 SH DEFINED 01, 02 28,596 TELEDYNE TECHNOLOGIES INC COM * 879360105 274 6,926 SH DEFINED 01, 02 6,926 TEXTRON INC COM * 883203101 6,149 70,272 SH DEFINED 01, 02 70,272 THERMO ELECTRON CORP COM * 883556102 550 13,992 SH DEFINED 01, 02 13,992 TIDEWATER INC COM * 886423102 2,436 55,132 SH DEFINED 01, 02 55,132 TITANIUM METALS CORP COM NEW * 888339207 958 37,902 SH DEFINED 01, 02 37,902 TJX COS INC NEW COM * 872540109 2,389 85,222 SH DEFINED 01, 02 85,222 TODCO CL A * 88889T107 1,204 34,800 SH DEFINED 01, 02 34,800 TORCHMARK CORP COM * 891027104 1,976 31,312 SH DEFINED 01, 02 31,312 TORO CO COM * 891092108 1,050 24,900 SH DEFINED 01, 02 24,900 TRINITY INDS INC NOTE 3.875% 6/0 ADDED 896522AF6 3,848 4,000,000 PRN DEFINED 01, 02 4,000,000 TUPPERWARE BRANDS CORP COM * 899896104 451 23,200 SH DEFINED 01, 02 23,200 TXU CORP COM * 873168108 2,282 36,500 SH DEFINED 01, 02 36,500 U S AIRWAYS GROUP INC COM * 90341W108 350 7,900 SH DEFINED 01, 02 7,900 UNION PAC CORP COM * 907818108 2,250 25,573 SH DEFINED 01, 02 25,573 UNIT CORP COM * 909218109 1,767 38,441 SH DEFINED 01, 02 38,441 UNITED STATES CELLULAR CORP COM * 911684108 681 11,400 SH DEFINED 01, 02 11,400 UNITED TECHNOLOGIES CORP COM * 913017109 2,606 41,134 SH DEFINED 01, 02 41,134 UNIVERSAL ELECTRS INC COM 913483103 1,389 73,096 SH DEFINED 01, 02 73,096 UNIVERSAL HLTH SVCS INC CL B * 913903100 1,401 23,380 SH DEFINED 01, 02 23,380 URS CORP NEW COM 903236107 455 11,700 SH DEFINED 01, 02 11,700 US BANCORP DEL COM NEW * 902973304 2,405 72,382 SH DEFINED 01, 02 72,382 V F CORP COM * 918204108 2,358 32,330 SH DEFINED 01, 02 32,330 VAIL RESORTS INC COM * 91879Q109 316 7,900 SH DEFINED 01, 02 7,900 VALSPAR CORP COM * 920355104 622 23,400 SH DEFINED 01, 02 23,400 VALUECLICK INC COM * 92046N102 1,307 70,506 SH DEFINED 01, 02 70,506 VEECO INSTRS INC DEL COM * 922417100 221 10,975 SH DEFINED 01, 02 10,975 VENTANA MED SYS INC COM * 92276H106 1,040 25,465 SH DEFINED 01, 02 25,465 VISHAY INTERTECHNOLOGY INC COM * 928298108 1,279 91,100 SH DEFINED 01, 02 91,100 WALTER INDS INC COM * 93317Q105 1,097 25,700 SH DEFINED 01, 02 25,700 WASTE CONNECTIONS INC COM * 941053100 227 6,000 SH DEFINED 01, 02 6,000 WASTE MGMT INC DEL COM * 94106L109 448 12,227 SH DEFINED 01, 02 12,227 WATSON WYATT WORLDWIDE INC CL A * 942712100 728 17,800 SH DEFINED 01, 02 17,800 WATTS WATER TECHNOLOGIES INC CL A * 942749102 495 15,600 SH DEFINED 01, 02 15,600 WEINGARTEN RLTY INVS SH BEN INT 948741103 206 4,800 SH DEFINED 01, 02 4,800 WELLCARE HEALTH PLANS INC COM * 94946T106 470 8,300 SH DEFINED 01, 02 8,300 WELLPOINT INC COM * 94973V107 2,766 35,900 SH DEFINED 01, 02 35,900 WENDYS INTL INC COM * 950590109 5,072 75,700 SH DEFINED 01, 02 75,700 WESCO INTL INC COM * 95082P105 395 6,799 SH DEFINED 01, 02 6,799 W-H ENERGY SVCS INC COM * 92925E108 1,468 35,400 SH DEFINED 01, 02 35,400 WHITNEY HLDG CORP COM * 966612103 734 20,529 SH DEFINED 01, 02 20,529 WILLIAMS COS INC DEL COM * 969457100 1,069 44,800 SH DEFINED 01, 02 44,800 WILLIS GROUP HOLDINGS LTD SHS * G96655108 310 8,160 SH DEFINED 01, 02 8,160 WIND RIVER SYSTEMS INC COM * 973149107 192 17,900 SH DEFINED 01, 02 17,900 WRIGHT EXPRESS CORP COM * 98233Q105 205 8,500 SH DEFINED 01, 02 8,500 WYNN RESORTS LTD COM * 983134107 1,174 17,263 SH DEFINED 01, 02 17,263 YAHOO INC FRNT 4/0 984332AB2 6,487 5,000,000 PRN DEFINED 01, 02 5,000,000 476 845,203
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 476 Form 13F Information Table Value Total: $845,203 (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-----