-----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, RTFH6kCi4jJZAJUcNSZ2YgKneqFDv1RX90SFdJ/6djX27pZsZciu1MeiMdAQvQkw FhFg67OG6DlxzDcaJr4Ebw== 0000950159-06-001568.txt : 20061114 0000950159-06-001568.hdr.sgml : 20061114 20061114144006 ACCESSION NUMBER: 0000950159-06-001568 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061114 DATE AS OF CHANGE: 20061114 EFFECTIVENESS DATE: 20061114 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: 061214020 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 clintonhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2006 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 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 11/13/06 - -------------- --------------- ---------- [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 A S V INC COM * 001963107 10 700 SH DEFINED 01, 02 700 AAR CORP COM * 000361105 48 2,000 SH DEFINED 01, 02 2,000 ABAXIS INC COM * 002567105 16 700 SH DEFINED 01, 02 700 ABBOTT LABS COM * 002824100 45 920 SH DEFINED 01, 02 920 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 ACCO BRANDS CORP COM * 00081T108 1 36 SH DEFINED 01, 02 36 ACTIVISION INC NEW COM NEW * 004930202 283 18,734 SH DEFINED 01, 02 18,734 ACTUANT CORP CL A NEW 00508X203 60 1,200 SH DEFINED 01, 02 1,200 ADAMS RESPIRATORY THERAPEUTI COM * 00635P107 102 2,799 SH DEFINED 01, 02 2,799 ADMINISTAFF INC COM * 007094105 44 1,300 SH DEFINED 01, 02 1,300 ADOBE SYS INC COM * 00724F101 82 2,200 SH DEFINED 01, 02 2,200 ADVANCE AMER CASH ADVANCE CT COM * 00739W107 50 3,500 SH DEFINED 01, 02 3,500 ADVANCE AUTO PARTS INC COM * 00751Y106 271 8,240 SH DEFINED 01, 02 8,240 ADVANCED MICRO DEVICES INC COM * 007903107 80 3,200 SH DEFINED 01, 02 3,200 ADVISORY BRD CO COM 00762W107 313 6,205 SH DEFINED 01, 02 6,205 AEROFLEX INC COM * 007768104 24 2,300 SH DEFINED 01, 02 2,300 AEROPOSTALE COM * 007865108 102 3,500 SH DEFINED 01, 02 3,500 AES CORP COM * 00130H105 910 44,620 SH DEFINED 01, 02 44,620 AFFILIATED COMPUTER SERVICES CL A * 008190100 16 300 SH DEFINED 01, 02 300 AFFILIATED MANAGERS GROUP COM * 008252108 5,406 54,005 SH DEFINED 01, 02 54,005 AFLAC INC COM * 001055102 19 409 SH DEFINED 01, 02 409 AGERE SYS INC COM * 00845V308 4 300 SH DEFINED 01, 02 300 AGNICO EAGLE MINES LTD COM * 008474108 1,883 60,500 SH DEFINED 01, 02 60,500 AIR PRODS & CHEMS INC COM * 009158106 9 139 SH DEFINED 01, 02 139 AIRGAS INC COM * 009363102 387 10,700 SH DEFINED 01, 02 10,700 AK STL HLDG CORP COM * 001547108 63 5,156 SH DEFINED 01, 02 5,156 AKAMAI TECHNOLOGIES INC COM * 00971T101 6 119 SH DEFINED 01, 02 119 ALABAMA NATL BANCORP DELA COM 010317105 253 3,700 SH DEFINED 01, 02 3,700 ALASKA AIR GROUP INC COM * 011659109 42 1,100 SH DEFINED 01, 02 1,100 ALASKA COMMUNICATIONS SYS GR COM 01167P101 88 6,600 SH DEFINED 01, 02 6,600 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 ALLERGAN INC COM * 018490102 5 41 SH DEFINED 01, 02 41 ALLIANCE DATA SYSTEMS CORP COM * 018581108 16 281 SH DEFINED 01, 02 281 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 ALLSCRIPTS HEALTHCARE SOLUTI COM * 01988P108 81 3,615 SH DEFINED 01, 02 3,615 ALLSTATE CORP COM * 020002101 2,991 47,681 SH DEFINED 01, 02 47,681 ALON USA ENERGY INC COM * 020520102 165 5,600 SH DEFINED 01, 02 5,600 ALPHARMA INC CL A * 020813101 26 1,100 SH DEFINED 01, 02 1,100 ALTERA CORP COM * 021441100 1,337 72,735 SH DEFINED 01, 02 72,735 ALTIRIS INC COM * 02148M100 21 1,000 SH DEFINED 01, 02 1,000 AMB PROPERTY CORP COM 00163T109 51 925 SH DEFINED 01, 02 925 AMBAC FINL GROUP INC COM * 023139108 5,163 62,390 SH DEFINED 01, 02 62,390 AMBASSADORS GROUP INC COM 023177108 3 100 SH DEFINED 01, 02 100 AMDOCS LTD ORD * G02602103 360 9,100 SH DEFINED 01, 02 9,100 AMERCO COM 023586100 7 100 SH DEFINED 01, 02 100 AMEREN CORP COM * 023608102 33 622 SH DEFINED 01, 02 622 AMERICAN CAPITAL STRATEGIES COM * 024937104 99 2,514 SH DEFINED 01, 02 2,514 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 INTL GROUP INC COM * 026874107 154 2,320 SH DEFINED 01, 02 2,320 AMERICAN REPROGRAPHICS CO COM 029263100 13 400 SH DEFINED 01, 02 400 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 AMERIGROUP CORP COM * 03073T102 83 2,800 SH DEFINED 01, 02 2,800 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 AMN HEALTHCARE SERVICES INC COM * 001744101 107 4,500 SH DEFINED 01, 02 4,500 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 AMSOUTH BANCORPORATION COM * 032165102 10 335 SH DEFINED 01, 02 335 ANDERSONS INC COM 034164103 25 719 SH DEFINED 01, 02 719 ANGIOTECH PHARMACEUTICALS IN COM * 034918102 48 5,474 SH DEFINED 01, 02 5,474 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 ANSOFT CORP COM * 036384105 137 5,500 SH DEFINED 01, 02 5,500 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 AON CORP COM * 037389103 80 2,364 SH DEFINED 01, 02 2,364 APPLE COMPUTER INC COM * 037833100 8 100 SH DEFINED 01, 02 100 APPLERA CORP COM AP BIO GRP * 038020103 1,459 44,059 SH DEFINED 01, 02 44,059 APPLIED INDL TECHNOLOGIES IN COM * 03820C105 39 1,593 SH DEFINED 01, 02 1,593 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 ARBITRON INC COM * 03875Q108 70 1,900 SH DEFINED 01, 02 1,900 ARCH CAP GROUP LTD ORD * G0450A105 1,672 26,328 SH DEFINED 01, 02 26,328 ARCHER DANIELS MIDLAND CO COM * 039483102 49 1,303 SH DEFINED 01, 02 1,303 ARCHSTONE SMITH TR COM * 039583109 272 5,000 SH DEFINED 01, 02 5,000 ARENA RESOURCES INC COM * 040049108 51 1,600 SH DEFINED 01, 02 1,600 ARGONAUT GROUP INC COM 040157109 199 6,400 SH DEFINED 01, 02 6,400 ARIBA INC COM NEW * 04033V203 121 16,193 SH DEFINED 01, 02 16,193 ARKANSAS BEST CORP DEL COM * 040790107 189 4,400 SH DEFINED 01, 02 4,400 ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 6,880 5,550,000 PRN DEFINED 01, 02 5,550,000 ARROW ELECTRS INC COM * 042735100 91 3,300 SH DEFINED 01, 02 3,300 ARTHROCARE CORP COM * 043136100 5 100 SH DEFINED 01, 02 100 ASBURY AUTOMOTIVE GROUP INC COM * 043436104 6 311 SH DEFINED 01, 02 311 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 ASPREVA PHARMACEUTICALS CORP COM * 04538T109 13 500 SH DEFINED 01, 02 500 ASSURANT INC COM * 04621X108 3,477 65,100 SH DEFINED 01, 02 65,100 ASTA FDG INC COM 046220109 34 900 SH DEFINED 01, 02 900 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 ATLAS AIR WORLDWIDE HLDGS IN COM NEW ADDED 049164205 8 191 SH DEFINED 01, 02 191 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 147 3,400 SH DEFINED 01, 02 3,400 ATMI INC COM * 00207R101 145 5,000 SH DEFINED 01, 02 5,000 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 AUTOZONE INC COM * 053332102 155 1,500 SH DEFINED 01, 02 1,500 AVALONBAY CMNTYS INC COM * 053484101 3,087 25,638 SH DEFINED 01, 02 25,638 AVID TECHNOLOGY INC COM * 05367P100 10 278 SH DEFINED 01, 02 278 AVISTA CORP COM * 05379B107 185 7,800 SH DEFINED 01, 02 7,800 AVX CORP NEW COM * 002444107 51 2,900 SH DEFINED 01, 02 2,900 AXIS CAPITAL HOLDINGS SHS * G0692U109 62 1,775 SH DEFINED 01, 02 1,775 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 BALL CORP COM * 058498106 23 568 SH DEFINED 01, 02 568 BANK NEW YORK INC COM * 064057102 26 740 SH DEFINED 01, 02 740 BANKRATE INC COM * 06646V108 37 1,400 SH DEFINED 01, 02 1,400 BANKUNITED FINL CORP CL A * 06652B103 544 20,885 SH DEFINED 01, 02 20,885 BARD C R INC COM * 067383109 8 100 SH DEFINED 01, 02 100 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 BAXTER INTL INC COM * 071813109 27 590 SH DEFINED 01, 02 590 BB&T CORP COM * 054937107 16 364 SH DEFINED 01, 02 364 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 BECTON DICKINSON & CO COM * 075887109 33 463 SH DEFINED 01, 02 463 BELDEN CDT INC COM * 077454106 61 1,600 SH DEFINED 01, 02 1,600 BELLSOUTH CORP COM * 079860102 75 1,750 SH DEFINED 01, 02 1,750 BERKLEY W R CORP COM * 084423102 1,798 50,801 SH DEFINED 01, 02 50,801 BERRY PETE CO CL A * 085789105 28 1,000 SH DEFINED 01, 02 1,000 BEST BUY INC COM * 086516101 112 2,100 SH DEFINED 01, 02 2,100 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 BIOSITE INC COM * 090945106 29 626 SH DEFINED 01, 02 626 BISYS GROUP INC COM * 055472104 13 1,200 SH DEFINED 01, 02 1,200 BJ SVCS CO COM * 055482103 1,859 61,700 SH DEFINED 01, 02 61,700 BKF CAP GROUP INC COM 05548G102 2 500 SH DEFINED 01, 02 500 BLACKBAUD INC COM 09227Q100 7 297 SH DEFINED 01, 02 297 BLOCK H & R INC COM * 093671105 6 273 SH DEFINED 01, 02 273 BLOUNT INTL INC NEW COM * 095180105 48 4,800 SH DEFINED 01, 02 4,800 BLUE NILE INC COM * 09578R103 92 2,518 SH DEFINED 01, 02 2,518 BMC SOFTWARE INC COM * 055921100 158 5,805 SH DEFINED 01, 02 5,805 BOEING CO COM * 097023105 4,283 54,314 SH DEFINED 01, 02 54,314 BOSTON PROPERTIES INC COM * 101121101 72 700 SH DEFINED 01, 02 700 BRADY CORP CL A * 104674106 201 5,720 SH DEFINED 01, 02 5,720 BRIGHT HORIZON FAMILY SOLUTI COM * 109195107 13 309 SH DEFINED 01, 02 309 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 BROCADE COMMUNICATIONS SYS I COM * 111621108 51 7,190 SH DEFINED 01, 02 7,190 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 BROOKS AUTOMATION INC COM * 114340102 87 6,646 SH DEFINED 01, 02 6,646 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 BRUKER BIOSCIENCES CORP COM * 116794108 32 4,600 SH DEFINED 01, 02 4,600 BUCKLE INC COM * 118440106 140 3,700 SH DEFINED 01, 02 3,700 BUCYRUS INTL INC NEW CL A * 118759109 263 6,200 SH DEFINED 01, 02 6,200 BUILDING MATLS HLDG CORP COM * 120113105 68 2,600 SH DEFINED 01, 02 2,600 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 D W CORP COM * 12512N105 4 65 SH DEFINED 01, 02 65 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 CABOT MICROELECTRONICS CORP COM * 12709P103 29 998 SH DEFINED 01, 02 998 CADENCE DESIGN SYSTEM INC COM * 127387108 46 2,700 SH DEFINED 01, 02 2,700 CAMDEN PPTY TR SH BEN INT 133131102 2,812 37,000 SH DEFINED 01, 02 37,000 CAMERON INTERNATIONAL CORP COM * ADDED 13342B105 77 1,600 SH DEFINED 01, 02 1,600 CAMPBELL SOUP CO COM * 134429109 1,061 29,064 SH DEFINED 01, 02 29,064 CAPITAL TRUST INC MD CL A NEW 14052H506 134 3,300 SH DEFINED 01, 02 3,300 CAPITALSOURCE INC COM * 14055X102 320 12,400 SH DEFINED 01, 02 12,400 CAPITOL FED FINL COM * 14057C106 22 623 SH DEFINED 01, 02 623 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 CARRIZO OIL & CO INC COM * 144577103 22 856 SH DEFINED 01, 02 856 CARTER INC COM * 146229109 92 3,500 SH DEFINED 01, 02 3,500 CASCADE BANCORP COM 147154108 230 6,139 SH DEFINED 01, 02 6,139 CASCADE CORP COM * 147195101 146 3,200 SH DEFINED 01, 02 3,200 CASEYS GEN STORES INC COM * 147528103 141 6,311 SH DEFINED 01, 02 6,311 CASUAL MALE RETAIL GRP INC COM * 148711104 60 4,400 SH DEFINED 01, 02 4,400 CATALINA MARKETING CORP COM * 148867104 8 300 SH DEFINED 01, 02 300 CATERPILLAR INC DEL COM * 149123101 2,520 38,300 SH DEFINED 01, 02 38,300 CATO CORP NEW CL A * 149205106 130 5,924 SH DEFINED 01, 02 5,924 CB RICHARD ELLIS GROUP INC CL A * 12497T101 499 20,300 SH DEFINED 01, 02 20,300 CBL & ASSOC PPTYS INC COM 124830100 13 301 SH DEFINED 01, 02 301 CBRL GROUP INC COM * 12489V106 178 4,400 SH DEFINED 01, 02 4,400 CBS CORP NEW CL B * 124857202 106 3,746 SH DEFINED 01, 02 3,746 CEC ENTMT INC COM * 125137109 95 3,000 SH DEFINED 01, 02 3,000 CENTRAL EUROPEAN DIST CORP COM * 153435102 30 1,300 SH DEFINED 01, 02 1,300 CENTRAL GARDEN & PET CO COM * 153527106 77 1,600 SH DEFINED 01, 02 1,600 CENTRAL PKG CORP COM * 154785109 94 5,700 SH DEFINED 01, 02 5,700 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 CHARLOTTE RUSSE HLDG INC COM * 161048103 142 5,156 SH DEFINED 01, 02 5,156 CHARMING SHOPPES INC COM * 161133103 159 11,100 SH DEFINED 01, 02 11,100 CHARTERMAC SH BEN INT 160908109 114 5,700 SH DEFINED 01, 02 5,700 CHEMICAL FINL CORP COM 163731102 45 1,500 SH DEFINED 01, 02 1,500 CHESAPEAKE ENERGY CORP NOTE 2.750% 11/1 ADDED 165167BW6 6,142 6,000,000 PRN DEFINED 01, 02 6,000,000 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH * 167250109 72 3,000 SH DEFINED 01, 02 3,000 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 CHRISTOPHER & BANKS CORP COM * 171046105 180 6,100 SH DEFINED 01, 02 6,100 CHUBB CORP COM * 171232101 8,205 157,903 SH DEFINED 01, 02 157,903 CHURCH & DWIGHT INC COM * 171340102 0 9 SH DEFINED 01, 02 9 CIGNA CORP COM * 125509109 1,908 16,400 SH DEFINED 01, 02 16,400 CIMAREX ENERGY CO COM * 171798101 7 198 SH DEFINED 01, 02 198 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 CIRCOR INTL INC COM 17273K109 82 2,700 SH DEFINED 01, 02 2,700 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 CISCO SYS INC COM * 17275R102 143 6,238 SH DEFINED 01, 02 6,238 CIT GROUP INC COM * 125581108 1,328 27,300 SH DEFINED 01, 02 27,300 CITI TRENDS INC COM 17306X102 6 180 SH DEFINED 01, 02 180 CITIZENS BKG CORP MICH COM 174420109 158 6,000 SH DEFINED 01, 02 6,000 CITIZENS COMMUNICATIONS CO COM * 17453B101 10 742 SH DEFINED 01, 02 742 CITY HLDG CO COM 177835105 87 2,185 SH DEFINED 01, 02 2,185 CKE RESTAURANTS INC COM * 12561E105 115 6,900 SH DEFINED 01, 02 6,900 CLAIRES STORES INC COM * 179584107 86 2,957 SH DEFINED 01, 02 2,957 CLEAN HARBORS INC COM * 184496107 22 500 SH DEFINED 01, 02 500 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 CLEVELAND CLIFFS INC COM * 185896107 42 1,100 SH DEFINED 01, 02 1,100 CLOROX CO DEL COM * 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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 SONOSITE INC COM * 83568G104 162 5,699 SH DEFINED 01, 02 5,699 SONUS NETWORKS INC COM * 835916107 44 8,300 SH DEFINED 01, 02 8,300 SOTHEBYS HLDGS INC CL A * 835898107 222 6,900 SH DEFINED 01, 02 6,900 SOURCE INTERLINK COS INC COM NEW * 836151209 61 6,388 SH DEFINED 01, 02 6,388 SOUTH JERSEY INDS INC COM 838518108 251 8,400 SH DEFINED 01, 02 8,400 SPARTECH CORP COM NEW 847220209 3 100 SH DEFINED 01, 02 100 SPDR TR UNIT SER 1 * 78462F103 70,860 530,467 SH DEFINED 01, 02 530,467 SPECTRUM BRANDS INC COM * 84762L105 73 8,700 SH DEFINED 01, 02 8,700 SPIRIT FIN CORP COM * 848568309 138 11,900 SH DEFINED 01, 02 11,900 SPSS INC COM 78462K102 55 2,221 SH DEFINED 01, 02 2,221 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 STAMPS COM INC COM NEW * 852857200 21 1,100 SH DEFINED 01, 02 1,100 STANDARD MICROSYSTEMS CORP COM * 853626109 99 3,500 SH DEFINED 01, 02 3,500 STANLEY WKS COM * 854616109 135 2,700 SH DEFINED 01, 02 2,700 STAPLES INC COM * 855030102 476 19,569 SH DEFINED 01, 02 19,569 STARWOOD HOTELS&RESORTS WRLD COM * ADDED 85590A401 20 357 SH DEFINED 01, 02 357 STATE STR CORP COM * 857477103 792 12,690 SH DEFINED 01, 02 12,690 STEAK N SHAKE CO COM * 857873103 2 100 SH DEFINED 01, 02 100 STEELCASE INC CL A * 858155203 129 8,200 SH DEFINED 01, 02 8,200 STEINER LEISURE LTD ORD * P8744Y102 14 325 SH DEFINED 01, 02 325 STERICYCLE INC COM * 858912108 6 79 SH DEFINED 01, 02 79 STERLING BANCSHARES INC COM 858907108 150 7,428 SH DEFINED 01, 02 7,428 STERLING FINL CORP WASH COM 859319105 483 14,902 SH DEFINED 01, 02 14,902 STEWART ENTERPRISES INC CL A * 860370105 4 728 SH DEFINED 01, 02 728 STILLWATER MNG CO COM * 86074Q102 17 2,000 SH DEFINED 01, 02 2,000 STRAYER ED INC COM * 863236105 58 540 SH DEFINED 01, 02 540 STRIDE RITE CORP COM * 863314100 77 5,500 SH DEFINED 01, 02 5,500 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 361 10,700 SH DEFINED 01, 02 10,700 SUN MICROSYSTEMS INC COM * 866810104 17 3,345 SH DEFINED 01, 02 3,345 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 152 3,400 SH DEFINED 01, 02 3,400 SUNRISE SENIOR LIVING INC COM * 86768K106 86 2,882 SH DEFINED 01, 02 2,882 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 SUPERIOR WELL SVCS INC COM 86837X105 111 5,600 SH DEFINED 01, 02 5,600 SUPERTEX INC COM * 868532102 22 574 SH DEFINED 01, 02 574 SUPERVALU INC COM * 868536103 18 600 SH DEFINED 01, 02 600 SYBASE INC NOTE 1.750% 2/2 871130AB6 5,542 5,000,000 PRN DEFINED 01, 02 5,000,000 SYCAMORE NETWORKS INC COM * 871206108 12 3,300 SH DEFINED 01, 02 3,300 SYKES ENTERPRISES INC COM * 871237103 71 3,507 SH DEFINED 01, 02 3,507 SYMMETRY MED INC COM * 871546206 71 4,700 SH DEFINED 01, 02 4,700 SYNNEX CORP COM 87162W100 37 1,600 SH DEFINED 01, 02 1,600 SYNTEL INC COM 87162H103 73 3,213 SH DEFINED 01, 02 3,213 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 TASER INTL INC COM * 87651B104 7 900 SH DEFINED 01, 02 900 TAUBMAN CTRS INC COM * 876664103 697 15,699 SH DEFINED 01, 02 15,699 TECHNE CORP COM * 878377100 9 171 SH DEFINED 01, 02 171 TEEKAY SHIPPING MARSHALL ISL COM * Y8564W103 1,176 28,596 SH DEFINED 01, 02 28,596 TEKELEC COM * 879101103 22 1,688 SH DEFINED 01, 02 1,688 TEKTRONIX INC COM * 879131100 116 4,000 SH DEFINED 01, 02 4,000 TELEDYNE TECHNOLOGIES INC COM * 879360105 274 6,926 SH DEFINED 01, 02 6,926 TELLABS INC COM * 879664100 1 100 SH DEFINED 01, 02 100 TEMPLE INLAND INC COM * 879868107 12 307 SH DEFINED 01, 02 307 TEMPUR PEDIC INTL INC COM * 88023U101 14 800 SH DEFINED 01, 02 800 TERRA INDS INC COM * 880915103 5 699 SH DEFINED 01, 02 699 TESSERA TECHNOLOGIES INC COM * 88164L100 83 2,400 SH DEFINED 01, 02 2,400 TETRA TECH INC NEW COM * 88162G103 40 2,319 SH DEFINED 01, 02 2,319 TETRA TECHNOLOGIES INC DEL COM * 88162F105 155 6,400 SH DEFINED 01, 02 6,400 TEXAS INDS INC COM * 882491103 41 787 SH DEFINED 01, 02 787 TEXAS INSTRS INC COM * 882508104 64 1,920 SH DEFINED 01, 02 1,920 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 THQ INC COM NEW * 872443403 122 4,175 SH DEFINED 01, 02 4,175 TIDEWATER INC COM * 886423102 2,436 55,132 SH DEFINED 01, 02 55,132 TIERONE CORP COM 88650R108 152 4,489 SH DEFINED 01, 02 4,489 TIMBERLAND CO CL A * 887100105 52 1,800 SH DEFINED 01, 02 1,800 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 TRAMMELL CROW CO COM 89288R106 69 1,900 SH DEFINED 01, 02 1,900 TRANSACTION SYS ARCHITECTS COM * 893416107 161 4,700 SH DEFINED 01, 02 4,700 TREEHOUSE FOODS INC COM * 89469A104 123 5,200 SH DEFINED 01, 02 5,200 TRIAD GTY INC COM 895925105 128 2,500 SH DEFINED 01, 02 2,500 TRIDENT MICROSYSTEMS INC COM * 895919108 105 4,500 SH DEFINED 01, 02 4,500 TRIMBLE NAVIGATION LTD COM * 896239100 155 3,300 SH DEFINED 01, 02 3,300 TRINITY INDS INC NOTE 3.875% 6/0 ADDED 896522AF6 3,848 4,000,000 PRN DEFINED 01, 02 4,000,000 TRIZETTO GROUP INC COM * 896882107 32 2,100 SH DEFINED 01, 02 2,100 TRUE RELIGION APPAREL INC COM * 89784N104 11 500 SH DEFINED 01, 02 500 TRUSTMARK CORP COM * 898402102 3 100 SH DEFINED 01, 02 100 TRUSTREET PPTYS INC COM 898404108 78 6,200 SH DEFINED 01, 02 6,200 TSAKOS ENERGY NAVIGATION LTD SHS * G9108L108 58 1,300 SH DEFINED 01, 02 1,300 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 ULTIMATE SOFTWARE GROUP INC COM * 90385D107 73 3,089 SH DEFINED 01, 02 3,089 UNICA CORP COM 904583101 1 100 SH DEFINED 01, 02 100 UNION PAC CORP COM * 907818108 2,250 25,573 SH DEFINED 01, 02 25,573 UNISOURCE ENERGY CORP COM * 909205106 197 5,900 SH DEFINED 01, 02 5,900 UNIT CORP COM * 909218109 1,767 38,441 SH DEFINED 01, 02 38,441 UNITED AUTO GROUP INC COM * 909440109 54 2,300 SH DEFINED 01, 02 2,300 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 3 105 SH DEFINED 01, 02 105 UNITED INDL CORP COM * 910671106 5 100 SH DEFINED 01, 02 100 UNITED NAT FOODS INC COM * 911163103 107 3,439 SH DEFINED 01, 02 3,439 UNITED ONLINE INC COM * 911268100 68 5,600 SH DEFINED 01, 02 5,600 UNITED RENTALS INC COM * 911363109 7 319 SH DEFINED 01, 02 319 UNITED STATES CELLULAR CORP COM * 911684108 681 11,400 SH DEFINED 01, 02 11,400 UNITED STATES STL CORP NEW COM * 912909108 5 94 SH DEFINED 01, 02 94 UNITED SURGICAL PARTNERS INT COM * 913016309 2 100 SH DEFINED 01, 02 100 UNITED TECHNOLOGIES CORP COM * 913017109 2,606 41,134 SH DEFINED 01, 02 41,134 UNITED THERAPEUTICS CORP DEL COM * 91307C102 35 670 SH DEFINED 01, 02 670 UNIVERSAL AMERN FINL CORP COM * 913377107 50 3,113 SH DEFINED 01, 02 3,113 UNIVERSAL COMPRESSION HLDGS COM * 913431102 16 300 SH DEFINED 01, 02 300 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 UNIVERSAL TECHNICAL INST INC COM 913915104 27 1,500 SH DEFINED 01, 02 1,500 UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 73 2,800 SH DEFINED 01, 02 2,800 UNIVISION COMMUNICATIONS INC CL A * 914906102 9 263 SH DEFINED 01, 02 263 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 UST INC COM * 902911106 16 295 SH DEFINED 01, 02 295 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 VALASSIS COMMUNICATIONS INC COM * 918866104 71 4,000 SH DEFINED 01, 02 4,000 VALLEY NATL BANCORP COM * 919794107 14 555 SH DEFINED 01, 02 555 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 VECTOR GROUP LTD COM * 92240M108 79 4,864 SH DEFINED 01, 02 4,864 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 VERIFONE HLDGS INC COM * 92342Y109 151 5,300 SH DEFINED 01, 02 5,300 VERINT SYS INC COM * 92343X100 18 600 SH DEFINED 01, 02 600 VERIZON COMMUNICATIONS COM * 92343V104 48 1,300 SH DEFINED 01, 02 1,300 VERTRUE INC COM 92534N101 12 300 SH DEFINED 01, 02 300 VIASAT INC COM * 92552V100 45 1,814 SH DEFINED 01, 02 1,814 VIRGINIA COMM BANCORP INC COM 92778Q109 69 3,100 SH DEFINED 01, 02 3,100 VISHAY INTERTECHNOLOGY INC COM * 928298108 1,279 91,100 SH DEFINED 01, 02 91,100 VOLT INFORMATION SCIENCES IN COM 928703107 30 831 SH DEFINED 01, 02 831 WALGREEN CO COM * 931422109 180 4,044 SH DEFINED 01, 02 4,044 WALTER INDS INC COM * 93317Q105 1,097 25,700 SH DEFINED 01, 02 25,700 WARNACO GROUP INC COM NEW * 934390402 108 5,581 SH DEFINED 01, 02 5,581 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 WATSCO INC COM * 942622200 9 200 SH DEFINED 01, 02 200 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 WCI CMNTYS INC COM * 92923C104 96 5,500 SH DEFINED 01, 02 5,500 WD-40 CO COM 929236107 32 900 SH DEFINED 01, 02 900 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 WEST PHARMACEUTICAL SVSC INC COM * 955306105 90 2,291 SH DEFINED 01, 02 2,291 WESTAMERICA BANCORPORATION COM * 957090103 5 100 SH DEFINED 01, 02 100 WESTERN ALLIANCE BANCORP COM 957638109 89 2,700 SH DEFINED 01, 02 2,700 W-H ENERGY SVCS INC COM * 92925E108 1,468 35,400 SH DEFINED 01, 02 35,400 WHITE MTNS INS GROUP LTD COM G9618E107 50 100 SH DEFINED 01, 02 100 WHITNEY HLDG CORP COM * 966612103 734 20,529 SH DEFINED 01, 02 20,529 WILD OATS MARKETS INC COM * 96808B107 95 5,891 SH DEFINED 01, 02 5,891 WILLIAMS COS INC DEL COM * 969457100 1,069 44,800 SH DEFINED 01, 02 44,800 WILLIAMS SCOTSMAN INTL INC COM * 96950G102 45 2,100 SH DEFINED 01, 02 2,100 WILLIS GROUP HOLDINGS LTD SHS * G96655108 310 8,160 SH DEFINED 01, 02 8,160 WILSHIRE BANCORP INC COM 97186T108 27 1,400 SH DEFINED 01, 02 1,400 WIND RIVER SYSTEMS INC COM * 973149107 192 17,900 SH DEFINED 01, 02 17,900 WISDOMTREE TRUST JP HG-YIELDING ADDED 98310W108 6 198 SH DEFINED 01, 02 198 WMS INDS INC COM * 929297109 29 1,000 SH DEFINED 01, 02 1,000 WOLVERINE WORLD WIDE INC COM * 978097103 91 3,200 SH DEFINED 01, 02 3,200 WOODWARD GOVERNOR CO COM 980745103 2 63 SH DEFINED 01, 02 63 WRIGHT EXPRESS CORP COM * 98233Q105 205 8,500 SH DEFINED 01, 02 8,500 WRIGHT MED GROUP INC COM * 98235T107 41 1,700 SH DEFINED 01, 02 1,700 WYNN RESORTS LTD COM * 983134107 1,174 17,263 SH DEFINED 01, 02 17,263 XCEL ENERGY INC COM * 98389B100 15 741 SH DEFINED 01, 02 741 YAHOO INC FRNT 4/0 984332AB2 6,487 5,000,000 PRN DEFINED 01, 02 5,000,000 YUM BRANDS INC COM * 988498101 12 223 SH DEFINED 01, 02 223 ZALE CORP NEW COM * 988858106 133 4,800 SH DEFINED 01, 02 4,800 ZUMIEZ INC COM * 989817101 162 6,011 SH DEFINED 01, 02 6,011 1034 878,475
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 1034 Form 13F Information Table Value Total: $878,475 (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-----