-----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, IZu9nGvDP+YPIreaZ2exz0f4V7wLqFV1gSmIyNKmLtRKdjgVySJKqBZ6jTvm1SKw 2Op2D8gHUoK0ocHpHpwubg== 0000950159-06-001142.txt : 20060814 0000950159-06-001142.hdr.sgml : 20060814 20060814141613 ACCESSION NUMBER: 0000950159-06-001142 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060814 DATE AS OF CHANGE: 20060814 EFFECTIVENESS DATE: 20060814 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: 061029019 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 clinton13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 57 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 08/12/06 - ------------- ------------ -------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 491 Form 13F Information Table Value Total: $882,079 (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.
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (x1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE 3M CO COM * 88579Y101 5,468 67,704 SH DEFINED 01,02 67704 ABM INDS INC COM * 000957100 190 11,105 SH DEFINED 01,02 11,105 ABRAXIS BIOSCIENCE INC COM * ADDED 00383E106 1,636 68,630 SH DEFINED 01,02 68,630 ACCENTURE LTD BERMUDA CL A * G1150G111 4,024 142,100 SH DEFINED 01,02 142,100 ACCREDITED HOME LENDRS HLDG COM * 00437P107 286 5,988 SH DEFINED 01,02 5,988 ACE LTD ORD * G0070K103 426 8,429 SH DEFINED 01,02 8,429 ACTIVISION INC NEW COM NEW * 004930202 1,193 104,801 SH DEFINED 01,02 104,801 ADESA INC COM * 00686U104 400 18,000 SH DEFINED 01,02 18,000 ADMINISTAFF INC COM * 007094105 304 8,500 SH DEFINED 01,02 8,500 ADOBE SYS INC COM * 00724F101 237 7,798 SH DEFINED 01,02 7,798 ADTRAN INC COM * 00738A106 453 20,190 SH DEFINED 01,02 20,190 ADVANCED MEDICAL OPTICS INC COM * 00763M108 563 11,100 SH DEFINED 01,02 11,100 ADVANCED MICRO DEVICES INC COM * 007903107 1,599 65,490 SH DEFINED 01,02 65,490 ADVISORY BRD CO COM 00762W107 568 11,805 SH DEFINED 01,02 11,805 AEROFLEX INC COM * 007768104 130 11,100 SH DEFINED 01,02 11,100 AETNA INC NEW COM * 00817Y108 858 21,500 SH DEFINED 01,02 21,500 AFFILIATED MANAGERS GROUP COM * 008252108 1,025 11,800 SH DEFINED 01,02 11,800 AFFYMETRIX INC COM * 00826T108 934 36,500 SH DEFINED 01,02 36,500 AGNICO EAGLE MINES LTD COM * 008474108 2,269 68,600 SH DEFINED 01,02 68,600 AIRTRAN HLDGS INC COM * 00949P108 1,132 76,200 SH DEFINED 01,02 76,200 AK STL HLDG CORP COM * 001547108 210 15,200 SH DEFINED 01,02 15,200 ALABAMA NATL BANCORP DELA COM 010317105 300 4,400 SH DEFINED 01,02 4,400 ALCAN INC COM * 013716105 1,709 36,399 SH DEFINED 01,02 36,399 ALCON INC COM SHS * H01301102 1,941 19,700 SH DEFINED 01,02 19,700 ALEXANDER & BALDWIN INC COM * 014482103 558 12,595 SH DEFINED 01,02 12,595 ALKERMES INC COM * 01642T108 496 26,230 SH DEFINED 01,02 26,230 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN * 01881G106 459 7,500 SH DEFINED 01,02 7,500 ALLIED WASTE INDS INC COM PAR$.01NEW * 019589308 2,200 193,700 SH DEFINED 01,02 193,700 ALTRIA GROUP INC COM * 02209S103 2,210 30,100 SH DEFINED 01,02 30,100 AMDOCS LTD ORD * G02602103 589 16,100 SH DEFINED 01,02 16,100 AMERICAN MED SYS HLDGS INC COM * 02744M108 414 24,859 SH DEFINED 01,02 24,859 AMERICAN REPROGRAPHICS CO COM 029263100 290 8,000 SH DEFINED 01,02 8,000 AMERICAN TOWER CORP CL A * 029912201 2,860 91,900 SH DEFINED 01,02 91,900 AMERICAN WOODMARK CORP COM 030506109 418 11,923 SH DEFINED 01,02 11,923 AMERICREDIT CORP COM * 03060R101 1,513 54,200 SH DEFINED 01,02 54,200 AMERISOURCEBERGEN CORP COM * 03073E105 2,194 52,342 SH DEFINED 01,02 52,342 AMERUS GROUP CO COM * 03072M108 234 4,000 SH DEFINED 01,02 4,000 ANADARKO PETE CORP COM * 032511107 7,597 159,300 SH DEFINED 01,02 159,300 ANALOGIC CORP COM PAR $0.05 032657207 256 5,500 SH DEFINED 01,02 5,500 ANGIOTECH PHARMACEUTICALS IN COM * 034918102 169 14,400 SH DEFINED 01,02 14,400 ANHEUSER BUSCH COS INC COM * 035229103 7,604 166,800 SH DEFINED 01,02 166,800 ANNALY MTG MGMT INC COM * 035710409 485 37,900 SH DEFINED 01,02 37,900 ANSYS INC COM * 03662Q105 1,849 38,675 SH DEFINED 01,02 38,675 ANTHRACITE CAP INC COM * 037023108 444 36,500 SH DEFINED 01,02 36,500 APPLE COMPUTER INC COM * 037833100 1,185 20,700 SH DEFINED 01,02 20,700 APPLIED INDL TECHNOLOGIES IN COM * 03820C105 252 10,350 SH DEFINED 01,02 10,350 APPLIED MATLS INC COM * 038222105 681 41,830 SH DEFINED 01,02 41,830 APPLIED MICRO CIRCUITS CORP COM * 03822W109 121 44,247 SH DEFINED 01,02 44,247 APRIA HEALTHCARE GROUP INC COM * 037933108 469 24,800 SH DEFINED 01,02 24,800 ARAMARK CORP CL B * 038521100 16,555 500,000 SH DEFINED 01,02 500,000 ARCH CAP GROUP LTD ORD * G0450A105 1,227 20,628 SH DEFINED 01,02 20,628 ARCHER DANIELS MIDLAND CO COM * 039483102 5,816 140,903 SH DEFINED 01,02 140,903 ARIBA INC COM NEW * 04033V203 135 16,393 SH DEFINED 01,02 16,393 ARKANSAS BEST CORP DEL COM * 040790107 698 13,900 SH DEFINED 01,02 13,900 ARMOR HOLDINGS INC COM * 042260109 1,804 32,902 SH DEFINED 01,02 32,902 ARTHROCARE CORP COM * 043136100 349 8,300 SH DEFINED 01,02 8,300 ASHFORD HOSPITALITY TR INC COM SHS 044103109 457 36,200 SH DEFINED 01,02 36,200 ASPREVA PHARMACEUTICALS CORP COM * 04538T109 269 9,900 SH DEFINED 01,02 9,900 AT&T INC COM * 00206R102 3,774 135,308 SH DEFINED 01,02 135,308 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 250 6,100 SH DEFINED 01,02 6,100 AUDIOCODES LTD ORD * M15342104 451 41,400 SH DEFINED 01,02 41,400 AUTODESK INC COM * 052769106 3,741 108,575 SH DEFINED 01,02 108,575 AUTOLIV INC COM * 052800109 362 6,400 SH DEFINED 01,02 6,400 AVALONBAY CMNTYS INC COM * 053484101 1,475 13,338 SH DEFINED 01,02 13,338 AVON PRODS INC COM * 054303102 1,273 41,052 SH DEFINED 01,02 41,052 BALDOR ELEC CO COM * 057741100 329 10,500 SH DEFINED 01,02 10,500 BANK OF AMERICA CORPORATION COM * 060505104 6,130 127,438 SH DEFINED 01,02 127,438 BANKUNITED FINL CORP CL A * 06652B103 720 23,585 SH DEFINED 01,02 23,585 BARNES & NOBLE INC COM * 067774109 1,190 32,600 SH DEFINED 01,02 32,600 BARNES GROUP INC COM 067806109 488 24,466 SH DEFINED 01,02 24,466 BARRETT BILL CORP COM * 06846N104 311 10,497 SH DEFINED 01,02 10,497 BARRICK GOLD CORP COM * 067901108 4,831 163,200 SH DEFINED 01,02 163,200 BAXTER INTL INC COM * 071813109 492 13,388 SH DEFINED 01,02 13,388 BEACON ROOFING SUPPLY INC COM * 073685109 325 14,750 SH DEFINED 01,02 14,750 BECKMAN COULTER INC COM * 075811109 794 14,300 SH DEFINED 01,02 14,300 BELDEN CDT INC COM * 077454106 235 7,100 SH DEFINED 01,02 7,100 BEMA GOLD CORP COM * 08135F107 222 44,200 SH DEFINED 01,02 44,200 BERKLEY W R CORP COM * 084423102 4,113 120,501 SH DEFINED 01,02 120,501 BERRY PETE CO CL A * 085789105 302 9,100 SH DEFINED 01,02 9,100 BEST BUY INC COM * 086516101 1,470 26,800 SH DEFINED 01,02 26,800 BIOGEN IDEC INC COM * 09062X103 551 11,893 SH DEFINED 01,02 11,893 BIOMED REALTY TRUST INC COM 09063H107 246 8,200 SH DEFINED 01,02 8,200 BIOVAIL CORP COM * 09067J109 798 34,100 SH DEFINED 01,02 34,100 BJS WHOLESALE CLUB INC COM * 05548J106 485 17,100 SH DEFINED 01,02 17,100 BP PRUDHOE BAY RTY TR UNIT BEN INT * 055630107 487 6,100 SH DEFINED 01,02 6,100 BROOKLINE BANCORP INC DEL COM * 11373M107 161 11,700 SH DEFINED 01,02 11,700 BROOKS AUTOMATION INC COM * 114340102 150 12,746 SH DEFINED 01,02 12,746 BROWN SHOE INC NEW COM * 115736100 210 6,151 SH DEFINED 01,02 6,151 BUCKLE INC COM * 118440106 243 5,800 SH DEFINED 01,02 5,800 BURLINGTON NORTHN SANTA FE C COM * 12189T104 2,686 33,898 SH DEFINED 01,02 33,898 CA INC COM * 12673P105 1,566 76,199 SH DEFINED 01,02 76,199 CAMDEN PPTY TR SH BEN INT 133131102 1,324 18,000 SH DEFINED 01,02 18,000 CAMERON INTERNATIONAL CORP COM * ADDED 13342B105 282 5,900 SH DEFINED 01,02 5,900 CAPITALSOURCE INC COM * 14055X102 2,658 113,300 SH DEFINED 01,02 113,300 CARDINAL HEALTH INC COM * 14149Y108 1,313 20,410 SH DEFINED 01,02 20,410 CAREER EDUCATION CORP COM * 141665109 637 21,297 SH DEFINED 01,02 21,297 CAREMARK RX INC COM * 141705103 753 15,100 SH DEFINED 01,02 15,100 CASEYS GEN STORES INC COM * 147528103 423 16,911 SH DEFINED 01,02 16,911 CATERPILLAR INC DEL COM * 149123101 2,704 36,300 SH DEFINED 01,02 36,300 CENTURY ALUM CO COM * 156431108 615 17,237 SH DEFINED 01,02 17,237 CEPHALON INC COM * 156708109 4,845 80,609 SH DEFINED 01,02 80,609 CERIDIAN CORP NEW COM * 156779100 3,339 136,604 SH DEFINED 01,02 136,604 CHARLES RIV LABS INTL INC COM * 159864107 2,863 77,800 SH DEFINED 01,02 77,800 CHEVRON CORP NEW COM * 166764100 3,742 60,299 SH DEFINED 01,02 60,299 CHICAGO MERCANTILE HLDGS INC CL A * 167760107 295 600 SH DEFINED 01,02 600 CHICOS FAS INC COM * 168615102 1,225 45,400 SH DEFINED 01,02 45,400 CHIPMOS TECH BERMUDA LTD SHS * G2110R106 98 16,600 SH DEFINED 01,02 16,600 CHIQUITA BRANDS INTL INC COM * 170032809 238 17,295 SH DEFINED 01,02 17,295 CHRISTOPHER & BANKS CORP COM * 171046105 342 11,800 SH DEFINED 01,02 11,800 CIMAREX ENERGY CO COM * 171798101 356 8,281 SH DEFINED 01,02 8,281 CINCINNATI BELL INC NEW COM * 171871106 262 63,900 SH DEFINED 01,02 63,900 CITIGROUP INC COM * 172967101 222 4,608 SH DEFINED 01,02 4,608 CITIZENS COMMUNICATIONS CO COM * 17453B101 1,553 119,000 SH DEFINED 01,02 119,000 CLAIRES STORES INC COM * 179584107 3,018 118,300 SH DEFINED 01,02 118,300 COEUR D ALENE MINES CORP IDA COM * 192108108 62 12,931 SH DEFINED 01,02 12,931 COGNOS INC COM * 19244C109 794 27,900 SH DEFINED 01,02 27,900 COLDWATER CREEK INC COM * 193068103 225 8,410 SH DEFINED 01,02 8,410 COLGATE PALMOLIVE CO COM * 194162103 1,150 19,192 SH DEFINED 01,02 19,192 COMMERCIAL METALS CO COM * 201723103 5,780 224,900 SH DEFINED 01,02 224,900 COMPUTER SCIENCES CORP COM * 205363104 1,332 27,500 SH DEFINED 01,02 27,500 COMPUWARE CORP COM * 205638109 521 77,800 SH DEFINED 01,02 77,800 COMTECH TELECOMMUNICATIONS C COM NEW * 205826209 309 10,559 SH DEFINED 01,02 10,559 CONEXANT SYSTEMS INC COM * 207142100 253 101,200 SH DEFINED 01,02 101,200 CONNS INC COM 208242107 265 9,970 SH DEFINED 01,02 9,970 CONOCOPHILLIPS COM * 20825C104 203 3,100 SH DEFINED 01,02 3,100 CONTINENTAL AIRLS INC CL B * 210795308 1,160 38,911 SH DEFINED 01,02 38,911 CON-WAY INC COM * ADDED 205944101 2,172 37,500 SH DEFINED 01,02 37,500 CORN PRODS INTL INC COM * 219023108 226 7,400 SH DEFINED 01,02 7,400 CORRECTIONS CORP AMER NEW COM NEW * 22025Y407 371 7,000 SH DEFINED 01,02 7,000 CORUS BANKSHARES INC COM * 220873103 2,495 95,307 SH DEFINED 01,02 95,307 COSTAR GROUP INC COM * 22160N109 274 4,580 SH DEFINED 01,02 4,580 COTT CORP QUE COM * 22163N106 170 13,000 SH DEFINED 01,02 13,000 COURTSIDE ACQUISITION CORP COM 22274N102 3,120 600,000 SH DEFINED 01,02 600,000 COURTSIDE ACQUISITION CORP * W EXP 06/29/200 22274N110 314 712,500 SH DEFINED 01,02 712,500 COVENTRY HEALTH CARE INC COM * 222862104 429 7,800 SH DEFINED 01,02 7,800 CSK AUTO CORP COM * 125965103 202 16,900 SH DEFINED 01,02 16,900 CSX CORP COM * 126408103 5,626 79,872 SH DEFINED 01,02 79,872 CYPRESS SEMICONDUCTOR CORP COM * 232806109 1,758 120,902 SH DEFINED 01,02 120,902 DANAHER CORP DEL COM * 235851102 208 3,232 SH DEFINED 01,02 3,232 DAVITA INC COM * 23918K108 3,206 64,500 SH DEFINED 01,02 64,500 DEAN FOODS CO NEW COM * 242370104 4,746 127,602 SH DEFINED 01,02 127,602 DELTA & PINE LD CO COM * 247357106 229 7,800 SH DEFINED 01,02 7,800 DEUTSCHE BANK AG NAMEN ORD * D18190898 326 2,900 SH DEFINED 01,02 2,900 DEVON ENERGY CORP NEW COM * 25179M103 380 6,298 SH DEFINED 01,02 6,298 DEVRY INC DEL COM * 251893103 749 34,100 SH DEFINED 01,02 34,100 DIAMOND OFFSHORE DRILLING IN COM * 25271C102 1,611 19,200 SH DEFINED 01,02 19,200 DICKS SPORTING GOODS INC COM * 253393102 297 7,500 SH DEFINED 01,02 7,500 DIGITAL RIV INC COM * 25388B104 609 15,072 SH DEFINED 01,02 15,072 DIGITAS INC COM * 25388K104 141 12,156 SH DEFINED 01,02 12,156 DIME BANCORP INC NEW * W EXP 99/99/999 25429Q110 176 799,418 SH DEFINED 01,02 799,418 DIODES INC COM * 254543101 428 10,335 SH DEFINED 01,02 10,335 DOLLAR GEN CORP COM * 256669102 1,040 74,394 SH DEFINED 01,02 74,394 DPL INC COM * 233293109 528 19,700 SH DEFINED 01,02 19,700 DRESS BARN INC COM * 261570105 353 13,943 SH DEFINED 01,02 13,943 DUN & BRADSTREET CORP DEL NE COM * 26483E100 3,554 51,000 SH DEFINED 01,02 51,000 E M C CORP MASS COM * 268648102 973 88,678 SH DEFINED 01,02 88,678 E TRADE FINANCIAL CORP COM * 269246104 3,599 157,702 SH DEFINED 01,02 157,702 EAGLE MATERIALS INC COM * 26969P108 394 8,300 SH DEFINED 01,02 8,300 EATON VANCE CORP COM NON VTG * 278265103 643 25,777 SH DEFINED 01,02 25,777 ECLIPSYS CORP COM * 278856109 267 14,686 SH DEFINED 01,02 14,686 EGL INC COM * 268484102 628 12,500 SH DEFINED 01,02 12,500 EL PASO CORP COM * 28336L109 294 19,600 SH DEFINED 01,02 19,600 ELAN PLC ADR * 284131208 11,246 673,400 SH DEFINED 01,02 673,400 ELECTRONIC DATA SYS NEW COM * 285661104 726 30,179 SH DEFINED 01,02 30,179 ELECTRONICS FOR IMAGING INC COM * 286082102 657 31,449 SH DEFINED 01,02 31,449 EMCOR GROUP INC COM * 29084Q100 677 13,900 SH DEFINED 01,02 13,900 EMERSON ELEC CO COM * 291011104 1,065 12,709 SH DEFINED 01,02 12,709 EMPIRE DIST ELEC CO COM 291641108 226 11,000 SH DEFINED 01,02 11,000 ENSCO INTL INC COM * 26874Q100 1,233 26,795 SH DEFINED 01,02 26,795 ENTEGRIS INC COM * 29362U104 96 10,100 SH DEFINED 01,02 10,100 EQUIFAX INC COM * 294429105 790 23,000 SH DEFINED 01,02 23,000 EQUITABLE RES INC COM * 294549100 1,461 43,600 SH DEFINED 01,02 43,600 ESTERLINE TECHNOLOGIES CORP COM * 297425100 349 8,400 SH DEFINED 01,02 8,400 ETHAN ALLEN INTERIORS INC COM * 297602104 771 21,098 SH DEFINED 01,02 21,098 EXELON CORP COM * 30161N101 699 12,300 SH DEFINED 01,02 12,300 EXPEDITORS INTL WASH INC COM * 302130109 681 12,164 SH DEFINED 01,02 12,164 EXPRESS SCRIPTS INC COM * 302182100 545 7,600 SH DEFINED 01,02 7,600 EXTRA SPACE STORAGE INC COM 30225T102 227 14,000 SH DEFINED 01,02 14,000 EXXON MOBIL CORP COM * 30231G102 7,909 128,920 SH DEFINED 01,02 128,920 FACTSET RESH SYS INC COM * 303075105 1,159 24,500 SH DEFINED 01,02 24,500 FAIR ISAAC CORP COM * 303250104 2,320 63,900 SH DEFINED 01,02 63,900 FAIRCHILD SEMICONDUCTOR INTL COM * 303726103 1,084 59,645 SH DEFINED 01,02 59,645 FAIRFAX FINL HLDGS LTD SUB VTG * 303901102 333 3,500 SH DEFINED 01,02 3,500 FAMILY DLR STORES INC COM * 307000109 1,893 77,501 SH DEFINED 01,02 77,501 FASTENAL CO COM * 311900104 645 16,002 SH DEFINED 01,02 16,002 FEDERAL HOME LN MTG CORP COM * 313400301 1,106 19,393 SH DEFINED 01,02 19,393 FEDEX CORP COM * 31428X106 3,635 31,104 SH DEFINED 01,02 31,104 FIDELITY NATL FINL INC COM * 316326107 1,640 42,100 SH DEFINED 01,02 42,100 FINANCIAL FED CORP COM 317492106 537 19,308 SH DEFINED 01,02 19,308 FIRST CMNTY BANCORP CALIF COM 31983B101 301 5,100 SH DEFINED 01,02 5,100 FIRST DATA CORP COM * 319963104 22,687 503,715 SH DEFINED 01,02 503,715 FIRST REP BK SAN FRANCISCO COM 336158100 348 7,600 SH DEFINED 01,02 7,600 FIRSTENERGY CORP COM * 337932107 2,582 47,627 SH DEFINED 01,02 47,627 FIRSTFED FINL CORP COM * 337907109 1,211 21,000 SH DEFINED 01,02 21,000 FLIR SYS INC COM * 302445101 202 8,800 SH DEFINED 01,02 8,800 FLOWSERVE CORP COM * 34354P105 410 7,200 SH DEFINED 01,02 7,200 FLUOR CORP NEW COM * 343412102 1,069 11,500 SH DEFINED 01,02 11,500 FOREST OIL CORP COM PAR $0.01 * 346091705 4,818 145,300 SH DEFINED 01,02 145,300 FORTUNE BRANDS INC COM * 349631101 2,994 42,157 SH DEFINED 01,02 42,157 FORWARD AIR CORP COM * 349853101 448 11,000 SH DEFINED 01,02 11,000 FOSTER WHEELER LTD SHS NEW * G36535139 514 11,900 SH DEFINED 01,02 11,900 FRANKLIN ELEC INC COM 353514102 294 5,696 SH DEFINED 01,02 5,696 FREEPORT-MCMORAN COPPER & GO CL B * 35671D857 909 16,400 SH DEFINED 01,02 16,400 FRONTIER FINL CORP WASH COM 35907K105 241 7,100 SH DEFINED 01,02 7,100 FRONTIER OIL CORP COM * 35914P105 2,236 69,000 SH DEFINED 01,02 69,000 FTI CONSULTING INC COM * 302941109 278 10,401 SH DEFINED 01,02 10,401 GAMESTOP CORP NEW CL A * 36467W109 424 10,100 SH DEFINED 01,02 10,100 GARTNER INC COM * 366651107 359 25,300 SH DEFINED 01,02 25,300 GEMSTAR-TV GUIDE INTL INC COM * 36866W106 1,671 474,829 SH DEFINED 01,02 474,829 GENERAL ELECTRIC CO COM * 369604103 1,928 58,485 SH DEFINED 01,02 58,485 GENERAL GROWTH PPTYS INC COM * 370021107 6,453 143,200 SH DEFINED 01,02 143,200 GENERAL MARITIME CORP SHS * Y2692M103 639 17,300 SH DEFINED 01,02 17,300 GENESCO INC COM * 371532102 848 25,046 SH DEFINED 01,02 25,046 GETTY IMAGES INC COM * 374276103 394 6,200 SH DEFINED 01,02 6,200 GFI GROUP INC COM * 361652209 200 3,715 SH DEFINED 01,02 3,715 GIANT INDS INC COM * 374508109 433 6,500 SH DEFINED 01,02 6,500 GLAMIS GOLD LTD COM * 376775102 1,810 47,800 SH DEFINED 01,02 47,800 GLATFELTER COM * 377316104 254 16,000 SH DEFINED 01,02 16,000 GOLDEN TELE COM * 38122G107 200 7,891 SH DEFINED 01,02 7,891 GOLDMAN SACHS GROUP INC COM * 38141G104 30,603 203,439 SH DEFINED 01,02 203,439 GRACE W R & CO DEL NEW COM * 38388F108 588 50,263 SH DEFINED 01,02 50,263 GRAINGER W W INC COM * 384802104 2,890 38,410 SH DEFINED 01,02 38,410 GREENHILL & CO INC COM 395259104 3,852 63,400 SH DEFINED 01,02 63,400 GREIF INC CL A 397624107 277 3,700 SH DEFINED 01,02 3,700 GREY WOLF INC COM * 397888108 849 110,200 SH DEFINED 01,02 110,200 GROUP 1 AUTOMOTIVE INC COM * 398905109 1,209 21,454 SH DEFINED 01,02 21,454 GTECH HLDGS CORP COM * 400518106 6,852 197,000 SH DEFINED 01,02 197,000 HANOVER INS GROUP INC COM * 410867105 3,612 76,108 SH DEFINED 01,02 76,108 HARLAND JOHN H CO COM * 412693103 226 5,200 SH DEFINED 01,02 5,200 HARTFORD FINL SVCS GROUP INC COM * 416515104 922 10,900 SH DEFINED 01,02 10,900 HASBRO INC COM * 418056107 692 38,200 SH DEFINED 01,02 38,200 HCC INS HLDGS INC COM * 404132102 4,967 168,700 SH DEFINED 01,02 168,700 HEALTH NET INC COM * 42222G108 519 11,500 SH DEFINED 01,02 11,500 HEALTHWAYS INC COM * 422245100 1,485 28,215 SH DEFINED 01,02 28,215 HECLA MNG CO COM * 422704106 317 60,474 SH DEFINED 01,02 60,474 HEINZ H J CO COM * 423074103 10,777 261,455 SH DEFINED 01,02 261,455 HERITAGE PPTY INVT TR INC COM 42725M107 691 19,800 SH DEFINED 01,02 19,800 HESS CORP COM * ADDED 42809H107 719 13,600 SH DEFINED 01,02 13,600 HEWLETT PACKARD CO COM * 428236103 1,014 32,011 SH DEFINED 01,02 32,011 HIBBETT SPORTING GOODS INC COM * 428565105 258 10,800 SH DEFINED 01,02 10,800 HIGHWOODS PPTYS INC COM * 431284108 365 10,100 SH DEFINED 01,02 10,100 HILB ROGAL & HOBBS CO COM * 431294107 209 5,600 SH DEFINED 01,02 5,600 HOME PROPERTIES INC COM * 437306103 433 7,800 SH DEFINED 01,02 7,800 HORMEL FOODS CORP COM * 440452100 3,042 81,900 SH DEFINED 01,02 81,900 HOT TOPIC INC COM * 441339108 368 32,000 SH DEFINED 01,02 32,000 HUDSON CITY BANCORP COM * 443683107 3,702 277,751 SH DEFINED 01,02 277,751 HUGOTON RTY TR TEX UNIT BEN INT * 444717102 267 9,000 SH DEFINED 01,02 9,000 HUNT J B TRANS SVCS INC COM * 445658107 234 9,400 SH DEFINED 01,02 9,400 ILLINOIS TOOL WKS INC COM * 452308109 3,113 65,542 SH DEFINED 01,02 65,542 IMATION CORP COM * 45245A107 468 11,400 SH DEFINED 01,02 11,400 INTERACTIVE DATA CORP COM * 45840J107 257 12,800 SH DEFINED 01,02 12,800 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COM * 556269108 339 11,433 SH DEFINED 01,02 11,433 MANHATTAN ASSOCS INC COM * 562750109 265 13,068 SH DEFINED 01,02 13,068 MANITOWOC INC COM * 563571108 8,019 180,200 SH DEFINED 01,02 180,200 MARSH & MCLENNAN COS INC COM * 571748102 2,651 98,600 SH DEFINED 01,02 98,600 MCCLATCHY CO CL A * 579489105 301 7,500 SH DEFINED 01,02 7,500 MCDATA CORP CL A * 580031201 62 15,300 SH DEFINED 01,02 15,300 MCG CAPITAL CORP COM * 58047P107 269 16,900 SH DEFINED 01,02 16,900 MCGRAW HILL COS INC COM * 580645109 1,557 30,989 SH DEFINED 01,02 30,989 MCKESSON CORP COM * 58155Q103 645 13,635 SH DEFINED 01,02 13,635 MEDIA GEN INC CL A 584404107 343 8,200 SH DEFINED 01,02 8,200 MEDIMMUNE INC COM * 584699102 477 17,599 SH DEFINED 01,02 17,599 MELLON FINL CORP COM * 58551A108 1,066 30,948 SH DEFINED 01,02 30,948 METAL MGMT INC COM NEW * 591097209 491 16,038 SH DEFINED 01,02 16,038 METHANEX CORP COM * 59151K108 564 26,632 SH DEFINED 01,02 26,632 METTLER TOLEDO INTERNATIONAL COM * 592688105 4,634 76,500 SH 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