-----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, EA83UnCN/bKKAAtcuRJfGxZIwXp7qF3GViGxMTxt+/sU//5bikAk8DpMS70wXqZk FQlu4M4pM+eq8Lep1ilHmA== 0000950159-06-000246.txt : 20060213 0000950159-06-000246.hdr.sgml : 20060213 20060213163351 ACCESSION NUMBER: 0000950159-06-000246 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060213 DATE AS OF CHANGE: 20060213 EFFECTIVENESS DATE: 20060213 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: 06604089 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: December 31, 2005 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, 26th Floor 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 02/06/06 - -------------- ---------------- -------------- [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 AAR CORP COM 000361105 307 12,804 SH DEFINED 01, 02 12,804 AGL RES INC COM 001204106 1,410 40,500 SH DEFINED 01, 02 40,500 AES CORP COM 00130H105 214 13,500 SH DEFINED 01, 02 13,500 ATI TECHNOLOGIES INC COM 001941103 660 38,850 SH DEFINED 01, 02 38,850 AT&T INC COM ADDED 00206R102 1,514 61,801 SH DEFINED 01, 02 61,801 ABERCROMBIE & FITCH CO CL A 002896207 424 6,500 SH DEFINED 01, 02 6,500 ABGENIX INC COM 00339B107 9,752 453,779 SH DEFINED 01, 02 453,779 ADOBE SYS INC COM 00724F101 1,737 46,999 SH DEFINED 01, 02 46,999 ADVANCED DIGITAL INFORMATION COM 007525108 298 30,400 SH DEFINED 01, 02 30,400 AEROFLEX INC COM 007768104 131 12,200 SH DEFINED 01, 02 12,200 AEROPOSTALE COM 007865108 284 10,800 SH DEFINED 01, 02 10,800 AFFILIATED COMPUTER SERVICES CL A 008190100 515 8,700 SH DEFINED 01, 02 8,700 AGILENT TECHNOLOGIES INC COM 00846U101 340 10,206 SH DEFINED 01, 02 10,206 ALASKA AIR GROUP INC COM 011659109 250 6,992 SH DEFINED 01, 02 6,992 ALBERTSONS INC COM 013104104 230 10,753 SH DEFINED 01, 02 10,753 ALLIANCE DATA SYSTEMS CORP COM 018581108 534 15,000 SH DEFINED 01, 02 15,000 ALLTEL CORP COM 020039103 2,668 42,288 SH DEFINED 01, 02 42,288 AMCOL INTL CORP COM 02341W103 201 9,800 SH DEFINED 01, 02 9,800 AMERICAN CAPITAL STRATEGIES COM 024937104 453 12,500 SH DEFINED 01, 02 12,500 AMERICAN ELEC PWR INC COM 025537101 1,237 33,360 SH DEFINED 01, 02 33,360 AMERICAN INTL GROUP INC COM 026874107 602 8,820 SH DEFINED 01, 02 8,820 AMERICREDIT CORP COM 03060R101 502 19,600 SH DEFINED 01, 02 19,600 AMERITRADE HLDG CORP NEW COM 03074K100 1,402 58,400 SH DEFINED 01, 02 58,400 AMSOUTH BANCORPORATION COM 032165102 507 19,335 SH DEFINED 01, 02 19,335 ANADARKO PETE CORP COM 032511107 2,843 30,000 SH DEFINED 01, 02 30,000 ANHEUSER BUSCH COS INC COM 035229103 679 15,804 SH DEFINED 01, 02 15,804 ANIXTER INTL INC COM 035290105 223 5,700 SH DEFINED 01, 02 5,700 ANNALY MTG MGMT INC COM 035710409 119 10,900 SH DEFINED 01, 02 10,900 ANTHRACITE CAP INC COM 037023108 319 30,300 SH DEFINED 01, 02 30,300 APOLLO GROUP INC CL A 037604105 1,558 25,765 SH DEFINED 01, 02 25,765 APPLE COMPUTER INC COM 037833100 395 5,500 SH DEFINED 01, 02 5,500 APPLIED INDL TECHNOLOGIES IN COM 03820C105 421 12,500 SH DEFINED 01, 02 12,500 APPLIED MATLS INC COM 038222105 758 42,229 SH DEFINED 01, 02 42,229 ARCH COAL INC COM 039380100 922 11,600 SH DEFINED 01, 02 11,600 ASPECT MED SYS INC COM 045235108 230 6,685 SH DEFINED 01, 02 6,685 ATWOOD OCEANICS INC COM 050095108 234 3,000 SH DEFINED 01, 02 3,000 AUTOMATIC DATA PROCESSING IN COM 053015103 1,692 36,867 SH DEFINED 01, 02 36,867 AVAYA INC COM 053499109 139 13,000 SH DEFINED 01, 02 13,000 AZTAR CORP COM 054802103 325 10,681 SH DEFINED 01, 02 10,681 BJ SVCS CO COM 055482103 316 8,628 SH DEFINED 01, 02 8,628 BANK NEW YORK INC COM 064057102 3,438 107,941 SH DEFINED 01, 02 107,941 BARD C R INC COM 067383109 2,987 45,310 SH DEFINED 01, 02 45,310 BARNES GROUP INC COM 067806109 313 9,483 SH DEFINED 01, 02 9,483 BARRICK GOLD CORP COM 067901108 1,226 44,000 SH DEFINED 01, 02 44,000 BAUSCH & LOMB INC COM 071707103 2,974 43,800 SH DEFINED 01, 02 43,800 BEAR STEARNS COS INC COM 073902108 3,882 33,599 SH DEFINED 01, 02 33,599 BECTON DICKINSON & CO COM 075887109 779 12,963 SH DEFINED 01, 02 12,963 BLACK & DECKER CORP COM 091797100 635 7,299 SH DEFINED 01, 02 7,299 BLYTH INC COM 09643P108 269 12,847 SH DEFINED 01, 02 12,847 BOB EVANS FARMS INC COM 096761101 300 13,000 SH DEFINED 01, 02 13,000 BOSTON SCIENTIFIC CORP COM 101137107 663 27,070 SH DEFINED 01, 02 27,070 BOYD GAMING CORP COM 103304101 214 4,498 SH DEFINED 01, 02 4,498 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 497 13,419 SH DEFINED 01, 02 13,419 CBRL GROUP INC COM 12489V106 685 19,500 SH DEFINED 01, 02 19,500 CF INDS HLDGS INC COM 125269100 952 62,400 SH DEFINED 01, 02 62,400 C H ROBINSON WORLDWIDE INC COM NEW * ADDED 12541W209 221 5,962 SH DEFINED 01, 02 5,962 CLECO CORP NEW COM 12561W105 441 21,164 SH DEFINED 01, 02 21,164 CNET NETWORKS INC NOTE 0.750% 4/1 12613RAD6 5,185 4,839,000 PRN DEFINED 01, 02 4,839,000 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 4,907 5,000,000 PRN DEFINED 01, 02 5,000,000 CVS CORP COM 126650100 594 22,501 SH DEFINED 01, 02 22,501 CABOT OIL & GAS CORP COM 127097103 469 10,400 SH DEFINED 01, 02 10,400 CACI INTL INC CL A 127190304 298 5,200 SH DEFINED 01, 02 5,200 CALAMOS ASSET MGMT INC CL A 12811R104 275 8,730 SH DEFINED 01, 02 8,730 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 399 12,482 SH DEFINED 01, 02 12,482 CALLAWAY GOLF CO COM 131193104 253 18,300 SH DEFINED 01, 02 18,300 CARMAX INC COM 143130102 302 10,909 SH DEFINED 01, 02 10,909 CASCADE CORP COM 147195101 220 4,700 SH DEFINED 01, 02 4,700 CASEYS GEN STORES INC COM 147528103 811 32,711 SH DEFINED 01, 02 32,711 CATALINA MARKETING CORP COM 148867104 413 16,288 SH DEFINED 01, 02 16,288 CERADYNE INC NOTE 2.875% 12/1 ADDED 156710AA3 509 500,000 PRN DEFINED 01, 02 500,000 CHILDRENS PL RETAIL STORES I COM 168905107 383 7,759 SH DEFINED 01, 02 7,759 CHIQUITA BRANDS INTL INC COM 170032809 256 12,795 SH DEFINED 01, 02 12,795 CHURCH & DWIGHT INC COM 171340102 618 18,700 SH DEFINED 01, 02 18,700 CISCO SYS INC COM 17275R102 3,603 210,438 SH DEFINED 01, 02 210,438 CITIZENS COMMUNICATIONS CO COM 17453B101 786 64,237 SH DEFINED 01, 02 64,237 CLARCOR INC COM 179895107 645 21,695 SH DEFINED 01, 02 21,695 CLEVELAND CLIFFS INC COM 185896107 620 7,000 SH DEFINED 01, 02 7,000 CLOROX CO DEL COM 189054109 1,503 26,414 SH DEFINED 01, 02 26,414 COCA COLA CO COM 191216100 364 9,019 SH DEFINED 01, 02 9,019 COGNEX CORP COM 192422103 283 9,401 SH DEFINED 01, 02 9,401 COLDWATER CREEK INC COM 193068103 408 13,370 SH DEFINED 01, 02 13,370 COLONIAL BANCGROUP INC COM 195493309 360 15,100 SH DEFINED 01, 02 15,100 COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 11,349 287,500 PRN DEFINED 01, 02 287,500 COMMSCOPE INC SDCV 1.000% 3/1 203372AD9 3,115 3,000,000 PRN DEFINED 01, 02 3,000,000 COMPUTER ASSOC INTL INC COM 204912109 262 9,300 SH DEFINED 01, 02 9,300 COMVERSE TECHNOLOGY INC COM PAR $0.10 * 205862402 658 24,742 SH DEFINED 01, 02 24,742 CONEXANT SYSTEMS INC COM 207142100 92 40,520 SH DEFINED 01, 02 40,520 CONOCOPHILLIPS COM 20825C104 419 7,200 SH DEFINED 01, 02 7,200 COOPER CAMERON CORP COM 216640102 2,667 64,430 SH DEFINED 01, 02 64,430 COPART INC COM 217204106 254 11,000 SH DEFINED 01, 02 11,000 CORINTHIAN COLLEGES INC COM 218868107 535 45,440 SH DEFINED 01, 02 45,440 COURTSIDE ACQUISITION CORP COM 22274N102 3,108 600,000 SH DEFINED 01, 02 600,000 COURTSIDE ACQUISITION CORP *W EXP 06/29/200 22274N110 3 712,500 SH DEFINED 01, 02 712,500 CYPRESS SEMICONDUCTOR CORP COM 232806109 1,612 113,100 SH DEFINED 01, 02 113,100 DJ ORTHOPEDICS INC COM 23325G104 317 11,503 SH DEFINED 01, 02 11,503 DPL INC COM 233293109 437 16,811 SH DEFINED 01, 02 16,811 DRS TECHNOLOGIES INC COM 23330X100 419 8,158 SH DEFINED 01, 02 8,158 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 14,592 11,000,000 PRN DEFINED 01, 02 11,000,000 DARDEN RESTAURANTS INC COM 237194105 1,205 31,001 SH DEFINED 01, 02 31,001 DELL INC COM 24702R101 2,147 71,696 SH DEFINED 01, 02 71,696 DENBURY RES INC COM NEW * 247916208 203 8,900 SH DEFINED 01, 02 8,900 DELUXE CORP COM 248019101 1,010 33,500 SH DEFINED 01, 02 33,500 DENTSPLY INTL INC NEW COM 249030107 774 14,412 SH DEFINED 01, 02 14,412 DEVRY INC DEL COM 251893103 226 11,300 SH DEFINED 01, 02 11,300 DIEBOLD INC COM 253651103 980 25,799 SH DEFINED 01, 02 25,799 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 104 799,418 SH DEFINED 01, 02 799,418 DIODES INC COM 254543101 592 19,056 SH DEFINED 01, 02 19,056 DISNEY WALT CO COM DISNEY * 254687106 247 10,298 SH DEFINED 01, 02 10,298 DRESS BARN INC COM 261570105 542 14,049 SH DEFINED 01, 02 14,049 DRIL-QUIP INC COM 262037104 302 6,400 SH DEFINED 01, 02 6,400 E M C CORP MASS COM 268648102 425 31,236 SH DEFINED 01, 02 31,236 ENSCO INTL INC COM 26874Q100 3,721 83,900 SH DEFINED 01, 02 83,900 EAGLE MATERIALS INC COM 26969P108 624 5,100 SH DEFINED 01, 02 5,100 EARTHLINK INC COM 270321102 161 14,500 SH DEFINED 01, 02 14,500 EBAY INC COM 278642103 369 8,548 SH DEFINED 01, 02 8,548 EDO CORP COM 281347104 239 8,821 SH DEFINED 01, 02 8,821 EDWARDS LIFESCIENCES CORP COM 28176E108 1,069 25,700 SH DEFINED 01, 02 25,700 ELAN PLC ADR * 284131208 37,807 2,714,100 SH DEFINED 01, 02 2,714,100 ELIZABETH ARDEN INC COM 28660G106 237 11,807 SH DEFINED 01, 02 11,807 EMERSON ELEC CO COM 291011104 516 6,909 SH DEFINED 01, 02 6,909 ENCANA CORP COM 292505104 461 10,200 SH DEFINED 01, 02 10,200 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1,238 28,200 SH DEFINED 01, 02 28,200 ENCORE ACQUISITION CO COM 29255W100 782 24,400 SH DEFINED 01, 02 24,400 ENERGIZER HLDGS INC COM 29266R108 597 12,000 SH DEFINED 01, 02 12,000 ENERGY PARTNERS LTD COM 29270U105 242 11,100 SH DEFINED 01, 02 11,100 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 698 20,400 SH DEFINED 01, 02 20,400 ENNIS INC COM 293389102 187 10,300 SH DEFINED 01, 02 10,300 ENTERPRISE PRODS PARTNERS L COM 293792107 1,942 80,900 SH DEFINED 01, 02 80,900 ENTRAVISION COMMUNICATIONS C CL A 29382R107 180 25,335 SH DEFINED 01, 02 25,335 EQUITABLE RES INC COM 294549100 1,394 38,000 SH DEFINED 01, 02 38,000 ESTERLINE TECHNOLOGIES CORP COM 297425100 692 18,600 SH DEFINED 01, 02 18,600 EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB4 2,135 2,560,000 PRN DEFINED 01, 02 2,560,000 EXTREME NETWORKS INC COM 30226D106 50 10,553 SH DEFINED 01, 02 10,553 EXXON MOBIL CORP COM 30231G102 812 14,452 SH DEFINED 01, 02 14,452 F M C CORP COM NEW * 302491303 1,000 18,800 SH DEFINED 01, 02 18,800 FPL GROUP INC COM 302571104 2,465 59,320 SH DEFINED 01, 02 59,320 FEDEX CORP COM 31428X106 2,006 19,404 SH DEFINED 01, 02 19,404 FIDELITY NATL FINL INC COM 316326107 210 5,700 SH DEFINED 01, 02 5,700 FISERV INC COM 337738108 651 15,042 SH DEFINED 01, 02 15,042 FIRSTFED FINL CORP COM 337907109 540 9,900 SH DEFINED 01, 02 9,900 FLAGSTAR BANCORP INC COM 337930101 268 18,600 SH DEFINED 01, 02 18,600 FLORIDA ROCK INDS INC COM 341140101 334 6,800 SH DEFINED 01, 02 6,800 FORD MTR CO DEL COM PAR $0.01 * 345370860 3,761 487,163 SH DEFINED 01, 02 487,163 FRANKLIN RES INC COM 354613101 1,363 14,498 SH DEFINED 01, 02 14,498 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 527 9,800 SH DEFINED 01, 02 9,800 FURNITURE BRANDS INTL INC COM 360921100 297 13,300 SH DEFINED 01, 02 13,300 GATX CORP COM 361448103 303 8,400 SH DEFINED 01, 02 8,400 GAP INC DEL COM 364760108 1,157 65,616 SH DEFINED 01, 02 65,616 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1,752 671,439 SH DEFINED 01, 02 671,439 GENCORP INC NOTE 4.000% 1/1 368682AJ9 1,816 1,472,000 PRN DEFINED 01, 02 1,472,000 GENERAL DYNAMICS CORP COM 369550108 1,813 15,900 SH DEFINED 01, 02 15,900 GENERAL ELECTRIC CO COM 369604103 3,553 101,382 SH DEFINED 01, 02 101,382 GENERAL MLS INC COM 370334104 1,371 27,789 SH DEFINED 01, 02 27,789 GENESCO INC COM 371532102 231 5,946 SH DEFINED 01, 02 5,946 GENZYME CORP COM 372917104 440 6,223 SH DEFINED 01, 02 6,223 GILEAD SCIENCES INC COM 375558103 473 9,000 SH DEFINED 01, 02 9,000 GLOBAL INDS LTD COM 379336100 316 27,854 SH DEFINED 01, 02 27,854 GOLDCORP INC NEW COM 380956409 2,101 94,300 SH DEFINED 01, 02 94,300 GOLDMAN SACHS GROUP INC COM 38141G104 8,306 65,039 SH DEFINED 01, 02 65,039 GOOGLE INC CL A 38259P508 373 900 SH DEFINED 01, 02 900 GRACE W R & CO DEL NEW COM 38388F108 2,437 259,263 SH DEFINED 01, 02 259,263 GRANITE CONSTR INC COM 387328107 269 7,500 SH DEFINED 01, 02 7,500 GREATBATCH INC COM 39153L106 335 12,866 SH DEFINED 01, 02 12,866 GREY WOLF INC NOTE 3.750% 5/0 397888AD0 5,158 4,000,000 PRN DEFINED 01, 02 4,000,000 GTECH HLDGS CORP COM 400518106 4,637 146,097 SH DEFINED 01, 02 146,097 GUESS INC COM 401617105 278 7,800 SH DEFINED 01, 02 7,800 GYMBOREE CORP COM 403777105 305 13,039 SH DEFINED 01, 02 13,039 HRPT PPTYS TR COM SH BEN INT * 40426W101 1,054 101,800 SH DEFINED 01, 02 101,800 HARTE-HANKS INC COM 416196103 235 8,900 SH DEFINED 01, 02 8,900 HARTFORD FINL SVCS GROUP INC COM 416515104 3,809 44,350 SH DEFINED 01, 02 44,350 HEALTH CARE PPTY INVS INC COM 421915109 437 17,100 SH DEFINED 01, 02 17,100 HEALTHCARE RLTY TR COM 421946104 366 11,000 SH DEFINED 01, 02 11,000 HEALTH CARE REIT INC COM 42217K106 1,068 31,500 SH DEFINED 01, 02 31,500 HEWLETT PACKARD CO COM 428236103 3,084 107,711 SH DEFINED 01, 02 107,711 HOME DEPOT INC COM 437076102 2,667 65,894 SH DEFINED 01, 02 65,894 HOUSTON EXPL CO COM 442120101 317 6,001 SH DEFINED 01, 02 6,001 HOVNANIAN ENTERPRISES INC CL A 442487203 347 7,000 SH DEFINED 01, 02 7,000 HUBBELL INC CL B 443510201 240 5,319 SH DEFINED 01, 02 5,319 HUDSON CITY BANCORP COM 443683107 18,906 1,559,870 SH DEFINED 01, 02 1,559,870 HUNTSMAN CORP COM 447011107 796 46,200 SH DEFINED 01, 02 46,200 IHOP CORP COM 449623107 328 7,000 SH DEFINED 01, 02 7,000 ISTAR FINL INC COM 45031U101 645 18,100 SH DEFINED 01, 02 18,100 IAMGOLD CORP COM 450913108 229 29,300 SH DEFINED 01, 02 29,300 IMPAC MTG HLDGS INC COM 45254P102 166 17,600 SH DEFINED 01, 02 17,600 INTERNATIONAL BUSINESS MACHS COM 459200101 777 9,457 SH DEFINED 01, 02 9,457 INTERNATIONAL RECTIFIER CORP COM 460254105 236 7,400 SH DEFINED 01, 02 7,400 INTERNATIONAL SPEEDWAY CORP CL A 460335201 876 18,286 SH DEFINED 01, 02 18,286 INVITROGEN CORP COM 46185R100 1,954 29,327 SH DEFINED 01, 02 29,327 ITRON INC COM 465741106 247 6,175 SH DEFINED 01, 02 6,175 JANUS CAP GROUP INC COM 47102X105 1,284 68,904 SH DEFINED 01, 02 68,904 JOHNSON CTLS INC COM 478366107 705 9,668 SH DEFINED 01, 02 9,668 JONES LANG LASALLE INC COM 48020Q107 206 4,100 SH DEFINED 01, 02 4,100 JOS A BANK CLOTHIERS INC COM 480838101 460 10,600 SH DEFINED 01, 02 10,600 JUNIPER NETWORKS INC COM 48203R104 662 29,700 SH DEFINED 01, 02 29,700 KHD HUMBOLDT WEDAG INTL LTD COM ADDED 482462108 5,106 230,519 SH DEFINED 01, 02 230,519 KLA-TENCOR CORP COM 482480100 617 12,510 SH DEFINED 01, 02 12,510 KNBT BANCORP INC COM 482921103 229 14,072 SH DEFINED 01, 02 14,072 KB HOME COM 48666K109 2,441 33,595 SH DEFINED 01, 02 33,595 KINDER MORGAN INC KANS COM 49455P101 929 10,100 SH DEFINED 01, 02 10,100 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 314 6,900 SH DEFINED 01, 02 6,900 KIRBY CORP COM 497266106 569 10,900 SH DEFINED 01, 02 10,900 KNIGHT CAPITAL GROUP INC CL A 499005106 236 23,863 SH DEFINED 01, 02 23,863 KOMAG INC COM NEW * 500453204 461 13,300 SH DEFINED 01, 02 13,300 KORN FERRY INTL COM NEW * 500643200 267 14,300 SH DEFINED 01, 02 14,300 KROGER CO COM 501044101 2,329 123,353 SH DEFINED 01, 02 123,353 LABORATORY CORP AMER HLDGS COM NEW * 50540R409 436 8,100 SH DEFINED 01, 02 8,100 LANDAMERICA FINL GROUP INC COM 514936103 449 7,200 SH DEFINED 01, 02 7,200 LEAPFROG ENTERPRISES INC CL A 52186N106 240 20,600 SH DEFINED 01, 02 20,600 LEHMAN BROS HLDGS INC COM 524908100 2,596 20,253 SH DEFINED 01, 02 20,253 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 4,967 4,250,000 PRN DEFINED 01, 02 4,250,000 LIBERTY MEDIA CORP NEW COM SER A * 530718105 760 96,600 SH DEFINED 01, 02 96,600 LILLY ELI & CO COM 532457108 336 5,930 SH DEFINED 01, 02 5,930 LINCARE HLDGS INC COM 532791100 421 10,050 SH DEFINED 01, 02 10,050 LIONS GATE ENTMNT CORP COM NEW * 535919203 89 11,600 SH DEFINED 01, 02 11,600 LIZ CLAIBORNE INC COM 539320101 1,389 38,780 SH DEFINED 01, 02 38,780 LONGS DRUG STORES CORP COM 543162101 1,950 53,586 SH DEFINED 01, 02 53,586 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 2,185 2,188,000 PRN DEFINED 01, 02 2,188,000 LYONDELL CHEMICAL CO COM 552078107 622 26,100 SH DEFINED 01, 02 26,100 M D C HLDGS INC COM 552676108 1,692 27,300 SH DEFINED 01, 02 27,300 MGI PHARMA INC COM 552880106 487 28,353 SH DEFINED 01, 02 28,353 MGM MIRAGE COM 552953101 1,731 47,206 SH DEFINED 01, 02 47,206 MAGELLAN HEALTH SVCS INC COM NEW * 559079207 740 23,544 SH DEFINED 01, 02 23,544 MARATHON OIL CORP COM 565849106 6,188 101,500 SH DEFINED 01, 02 101,500 MARSH & MCLENNAN COS INC COM 571748102 259 8,152 SH DEFINED 01, 02 8,152 MASSEY ENERGY CORP COM 576206106 1,117 29,500 SH DEFINED 01, 02 29,500 MAXIM INTEGRATED PRODS INC COM 57772K101 527 14,530 SH DEFINED 01, 02 14,530 MCG CAPITAL CORP COM 58047P107 312 21,417 SH DEFINED 01, 02 21,417 MEADWESTVACO CORP COM 583334107 617 22,009 SH DEFINED 01, 02 22,009 MEDIMMUNE INC COM 584699102 438 12,496 SH DEFINED 01, 02 12,496 MENTOR CORP MINN COM 587188103 687 14,900 SH DEFINED 01, 02 14,900 MERCURY INTERACTIVE CORP COM 589405109 849 30,561 SH DEFINED 01, 02 30,561 MERRILL LYNCH & CO INC COM 590188108 3,979 58,745 SH DEFINED 01, 02 58,745 METLIFE INC COM 59156R108 362 7,391 SH DEFINED 01, 02 7,391 MICREL INC COM 594793101 656 56,612 SH DEFINED 01, 02 56,612 MICROSOFT CORP COM 594918104 2,015 77,046 SH DEFINED 01, 02 77,046 MID-AMER APT CMNTYS INC COM 59522J103 286 5,900 SH DEFINED 01, 02 5,900 MILLER HERMAN INC COM 600544100 1,037 36,801 SH DEFINED 01, 02 36,801 MORGAN STANLEY COM NEW * 617446448 693 12,217 SH DEFINED 01, 02 12,217 NAM TAI ELECTRS INC COM PAR $0.02 * 629865205 268 11,906 SH DEFINED 01, 02 11,906 NASH FINCH CO FRNT 1.631% 3/1 ADDED 631158AD4 906 2,500,000 PRN DEFINED 01, 02 2,500,000 NATIONAL FUEL GAS CO N J COM 636180101 530 17,000 SH DEFINED 01, 02 17,000 NATIONAL SEMICONDUCTOR CORP COM 637640103 434 16,698 SH DEFINED 01, 02 16,698 NAVIGATORS GROUP INC COM 638904102 328 7,531 SH DEFINED 01, 02 7,531 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 457 9,100 SH DEFINED 01, 02 9,100 NETWORK APPLIANCE INC COM 64120L104 618 22,900 SH DEFINED 01, 02 22,900 NEW YORK TIMES CO CL A 650111107 3,940 148,973 SH DEFINED 01, 02 148,973 NIKE INC CL B 654106103 2,297 26,470 SH DEFINED 01, 02 26,470 NISOURCE INC COM 65473P105 804 38,524 SH DEFINED 01, 02 38,524 NOBLE ENERGY INC COM 655044105 783 19,419 SH DEFINED 01, 02 19,419 NORDSTROM INC COM 655664100 535 14,299 SH DEFINED 01, 02 14,299 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN * 664785102 1,373 32,700 SH DEFINED 01, 02 32,700 NORTHERN TR CORP COM 665859104 1,015 19,588 SH DEFINED 01, 02 19,588 NOVA CHEMICALS CORP COM 66977W109 658 19,700 SH DEFINED 01, 02 19,700 NUCOR CORP COM 670346105 567 8,500 SH DEFINED 01, 02 8,500 NUTRI SYS INC NEW COM 67069D108 266 7,378 SH DEFINED 01, 02 7,378 OMNICARE INC COM 681904108 538 9,400 SH DEFINED 01, 02 9,400 OMNIVISION TECHNOLOGIES INC COM 682128103 569 28,500 SH DEFINED 01, 02 28,500 ON SEMICONDUCTOR CORP COM 682189105 364 65,900 SH DEFINED 01, 02 65,900 ONEOK INC NEW COM 682680103 1,084 40,700 SH DEFINED 01, 02 40,700 OPTIMAL GROUP INC CL A 68388R208 29,798 1,470,774 SH DEFINED 01, 02 1,470,774 ORASURE TECHNOLOGIES INC COM 68554V108 216 24,500 SH DEFINED 01, 02 24,500 PNC FINL SVCS GROUP INC COM 693475105 324 5,245 SH DEFINED 01, 02 5,245 PPL CORP COM 69351T106 1,116 37,948 SH DEFINED 01, 02 37,948 PACKAGING CORP AMER COM 695156109 2,522 109,900 SH DEFINED 01, 02 109,900 PACTIV CORP COM 695257105 717 32,600 SH DEFINED 01, 02 32,600 PALM INC NEW COM 696643105 426 13,400 SH DEFINED 01, 02 13,400 PANERA BREAD CO CL A 69840W108 499 7,600 SH DEFINED 01, 02 7,600 PANTRY INC COM 698657103 409 8,711 SH DEFINED 01, 02 8,711 PARAMETRIC TECHNOLOGY CORP COM 699173100 999 163,830 SH DEFINED 01, 02 163,830 PARK ELECTROCHEMICAL CORP COM 700416209 410 15,800 SH DEFINED 01, 02 15,800 PARKER DRILLING CO COM 701081101 120 11,075 SH DEFINED 01, 02 11,075 PARKER HANNIFIN CORP COM 701094104 354 5,368 SH DEFINED 01, 02 5,368 PAYCHEX INC COM 704326107 3,926 102,984 SH DEFINED 01, 02 102,984 PEABODY ENERGY CORP COM 704549104 379 4,600 SH DEFINED 01, 02 4,600 PENN VA CORP COM 707882106 267 4,654 SH DEFINED 01, 02 4,654 PEROT SYS CORP CL A 714265105 235 16,600 SH DEFINED 01, 02 16,600 PETROQUEST ENERGY INC COM 716748108 89 10,800 SH DEFINED 01, 02 10,800 PFIZER INC COM 717081103 808 34,658 SH DEFINED 01, 02 34,658 PHILLIPS VAN HEUSEN CORP COM 718592108 414 12,775 SH DEFINED 01, 02 12,775 PHOENIX COS INC NEW COM 71902E109 184 13,517 SH DEFINED 01, 02 13,517 PINNACLE ENTMT INC COM 723456109 237 9,600 SH DEFINED 01, 02 9,600 PINNACLE WEST CAP CORP COM 723484101 1,005 24,300 SH DEFINED 01, 02 24,300 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN * 726503105 281 7,100 SH DEFINED 01, 02 7,100 PLUM CREEK TIMBER CO INC COM 729251108 1,128 31,300 SH DEFINED 01, 02 31,300 POLY COM 73172K104 808 52,835 SH DEFINED 01, 02 52,835 POTASH CORP SASK INC COM 73755L107 441 5,500 SH DEFINED 01, 02 5,500 POWER INTEGRATIONS INC COM 739276103 312 13,100 SH DEFINED 01, 02 13,100 PREMIERE GLOBAL SVCS INC COM 740585104 104 12,800 SH DEFINED 01, 02 12,800 PRICE T ROWE GROUP INC COM 74144T108 1,666 23,133 SH DEFINED 01, 02 23,133 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 410 8,643 SH DEFINED 01, 02 8,643 PROVIDENT FINL SVCS INC COM 74386T105 245 13,212 SH DEFINED 01, 02 13,212 PRUDENTIAL FINL INC COM 744320102 2,163 29,556 SH DEFINED 01, 02 29,556 QUANEX CORP COM 747620102 780 15,600 SH DEFINED 01, 02 15,600 QUEST SOFTWARE INC COM 74834T103 248 17,000 SH DEFINED 01, 02 17,000 QUESTAR CORP COM 748356102 295 3,900 SH DEFINED 01, 02 3,900 QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 9,141 267,900 SH DEFINED 01, 02 267,900 QWEST COMMUNICATIONS INTL IN NOTE 3.500% 11/1 ADDED 749121BY4 4,637 4,000,000 PRN DEFINED 01, 02 4,000,000 RLI CORP COM 749607107 389 7,796 SH DEFINED 01, 02 7,796 RF MICRODEVICES INC COM 749941100 113 20,911 SH DEFINED 01, 02 20,911 RELIANT ENERGY INC COM 75952B105 2 37,365 SH DEFINED 01, 02 37,365 REMINGTON OIL & GAS CORP COM 759594302 1,029 28,200 SH DEFINED 01, 02 28,200 RENT A CTR INC NEW COM 76009N100 206 10,900 SH DEFINED 01, 02 10,900 REPUBLIC SVCS INC COM 760759100 1,277 34,000 SH DEFINED 01, 02 34,000 RESPIRONICS INC COM 761230101 554 14,949 SH DEFINED 01, 02 14,949 ROHM & HAAS CO COM 775371107 3,528 72,857 SH DEFINED 01, 02 72,857 ROWAN COS INC COM 779382100 2,372 66,564 SH DEFINED 01, 02 66,564 ROYAL GOLD INC COM 780287108 369 10,635 SH DEFINED 01, 02 10,635 SEI INVESTMENTS CO COM 784117103 1,242 33,560 SH DEFINED 01, 02 33,560 SPDR TR UNIT SER 1 * 78462F103 56,710 455,467 SH DEFINED 01, 02 455,467 SRA INTL INC CL A 78464R105 244 8,000 SH DEFINED 01, 02 8,000 SVB FINL GROUP COM 78486Q101 674 14,381 SH DEFINED 01, 02 14,381 ST PAUL TRAVELERS INC COM 792860108 299 6,700 SH DEFINED 01, 02 6,700 SAKS INC COM 79377W108 15,304 907,700 SH DEFINED 01, 02 907,700 SANMINA SCI CORP COM 800907107 1,661 389,859 SH DEFINED 01, 02 389,859 SCANA CORP NEW COM 80589M102 311 7,900 SH DEFINED 01, 02 7,900 SCHWAB CHARLES CORP NEW COM 808513105 307 20,921 SH DEFINED 01, 02 20,921 SCIENTIFIC GAMES CORP CL A 80874P109 253 9,291 SH DEFINED 01, 02 9,291 SHUFFLE MASTER INC COM 825549108 573 22,800 SH DEFINED 01, 02 22,800 SIGMA ALDRICH CORP COM 826552101 360 5,692 SH DEFINED 01, 02 5,692 SKYWEST INC COM 830879102 317 11,812 SH DEFINED 01, 02 11,812 SMITH INTL INC COM 832110100 564 15,200 SH DEFINED 01, 02 15,200 SOTHEBYS HLDGS INC CL A 835898107 330 18,000 SH DEFINED 01, 02 18,000 SOUTHERN COPPER CORP COM * ADDED 84265V105 295 4,400 SH DEFINED 01, 02 4,400 SOUTHERN UN CO NEW COM 844030106 1,245 52,700 SH DEFINED 01, 02 52,700 SOUTHWEST AIRLS CO COM 844741108 276 16,779 SH DEFINED 01, 02 16,779 STANDARD MICROSYSTEMS CORP COM 853626109 242 8,449 SH DEFINED 01, 02 8,449 STATE STR CORP COM 857477103 720 12,990 SH DEFINED 01, 02 12,990 STEELCASE INC CL A 858155203 513 32,400 SH DEFINED 01, 02 32,400 STERLING BANCSHARES INC COM 858907108 383 24,800 SH DEFINED 01, 02 24,800 STERICYCLE INC COM 858912108 423 7,180 SH DEFINED 01, 02 7,180 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 472 18,000 SH DEFINED 01, 02 18,000 SUNOCO INC COM 86764P109 541 6,900 SH DEFINED 01, 02 6,900 SURMODICS INC COM 868873100 237 6,400 SH DEFINED 01, 02 6,400 SWIFT TRANSN CO COM 870756103 349 17,200 SH DEFINED 01, 02 17,200 SYCAMORE NETWORKS INC COM 871206108 1,218 281,870 SH DEFINED 01, 02 281,870 SYKES ENTERPRISES INC COM 871237103 171 12,800 SH DEFINED 01, 02 12,800 SYNOVUS FINL CORP COM 87161C105 766 28,342 SH DEFINED 01, 02 28,342 SYSCO CORP COM 871829107 359 11,548 SH DEFINED 01, 02 11,548 TECO ENERGY INC COM 872375100 517 30,100 SH DEFINED 01, 02 30,100 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 1,704 48,900 SH DEFINED 01, 02 48,900 TLC VISION CORP COM 872549100 88 13,700 SH DEFINED 01, 02 13,700 TXU CORP COM 873168108 386 7,700 SH DEFINED 01, 02 7,700 TALBOTS INC COM 874161102 287 10,300 SH DEFINED 01, 02 10,300 TELEDYNE TECHNOLOGIES INC COM 879360105 490 16,843 SH DEFINED 01, 02 16,843 TELEPHONE & DATA SYS INC COM 879433100 328 9,100 SH DEFINED 01, 02 9,100 TELLABS INC COM 879664100 200 18,306 SH DEFINED 01, 02 18,306 TEMPLE INLAND INC COM 879868107 794 17,700 SH DEFINED 01, 02 17,700 TETRA TECHNOLOGIES INC DEL COM 88162F105 510 16,700 SH DEFINED 01, 02 16,700 THERMO ELECTRON CORP COM 883556102 572 19,000 SH DEFINED 01, 02 19,000 3M CO COM 88579Y101 1,256 16,204 SH DEFINED 01, 02 16,204 TIBCO SOFTWARE INC COM 88632Q103 932 124,700 SH DEFINED 01, 02 124,700 TIDEWATER INC COM 886423102 507 11,400 SH DEFINED 01, 02 11,400 TIFFANY & CO NEW COM 886547108 1,215 31,738 SH DEFINED 01, 02 31,738 TIME WARNER INC COM 887317105 3,947 226,322 SH DEFINED 01, 02 226,322 TODCO CL A 88889T107 461 12,100 SH DEFINED 01, 02 12,100 TOLL BROTHERS INC COM 889478103 312 9,000 SH DEFINED 01, 02 9,000 TOO INC COM 890333107 945 33,488 SH DEFINED 01, 02 33,488 TOTAL SYS SVCS INC COM 891906109 215 10,889 SH DEFINED 01, 02 10,889 TRIAD GTY INC COM 895925105 249 5,662 SH DEFINED 01, 02 5,662 TYSON FOODS INC CL A 902494103 173 10,100 SH DEFINED 01, 02 10,100 UGI CORP NEW COM 902681105 1,483 72,000 SH DEFINED 01, 02 72,000 URS CORP NEW COM 903236107 1,249 33,200 SH DEFINED 01, 02 33,200 U S G CORP COM NEW * 903293405 1,437 22,100 SH DEFINED 01, 02 22,100 UNITED NAT FOODS INC COM 911163103 335 12,700 SH DEFINED 01, 02 12,700 UNITED PARCEL SERVICE INC CL B 911312106 3,379 44,965 SH DEFINED 01, 02 44,965 UNITED SURGICAL PARTNERS INT COM 913016309 1,857 57,752 SH DEFINED 01, 02 57,752 UNITED TECHNOLOGIES CORP COM 913017109 578 10,334 SH DEFINED 01, 02 10,334 UNITEDHEALTH GROUP INC COM 91324P102 1,522 24,500 SH DEFINED 01, 02 24,500 UNIVERSAL COMPRESSION HLDGS COM 913431102 1,057 25,700 SH DEFINED 01, 02 25,700 UNIVERSAL HLTH SVCS INC CL B 913903100 1,014 21,700 SH DEFINED 01, 02 21,700 URBAN OUTFITTERS INC COM 917047102 1,506 59,500 SH DEFINED 01, 02 59,500 VALASSIS COMMUNICATIONS INC COM 918866104 276 9,500 SH DEFINED 01, 02 9,500 VALERO L P COM UT LTD PRT 91913W104 406 7,846 SH DEFINED 01, 02 7,846 VECTREN CORP COM 92240G101 315 11,600 SH DEFINED 01, 02 11,600 VERITAS DGC INC COM 92343P107 433 12,200 SH DEFINED 01, 02 12,200 VERIZON COMMUNICATIONS COM 92343V104 802 26,641 SH DEFINED 01, 02 26,641 VERINT SYS INC COM 92343X100 343 9,955 SH DEFINED 01, 02 9,955 VIACOM INC NEW CL B 92553P201 3,311 101,575 SH DEFINED 01, 02 101,575 VULCAN MATLS CO COM 929160109 413 6,100 SH DEFINED 01, 02 6,100 WAL MART STORES INC COM 931142103 1,404 30,010 SH DEFINED 01, 02 30,010 WATSCO INC COM 942622200 1,035 17,300 SH DEFINED 01, 02 17,300 WATSON PHARMACEUTICALS INC COM 942683103 374 11,501 SH DEFINED 01, 02 11,501 WATSON WYATT & CO HLDGS CL A 942712100 304 10,900 SH DEFINED 01, 02 10,900 WEBEX COMMUNICATIONS INC COM 94767L109 281 12,973 SH DEFINED 01, 02 12,973 WEINGARTEN RLTY INVS SH BEN INT 948741103 280 7,400 SH DEFINED 01, 02 7,400 WHOLE FOODS MKT INC COM 966837106 232 3,000 SH DEFINED 01, 02 3,000 WILLIAMS SONOMA INC COM 969904101 1,122 26,000 SH DEFINED 01, 02 26,000 WIND RIVER SYSTEMS INC COM 973149107 195 13,236 SH DEFINED 01, 02 13,236 WINDROSE MED PPTYS TR PFD SER A 7.5 973491202 1,220 47,700 PRN DEFINED 01, 02 47,700 WYETH COM 983024100 1,143 24,815 SH DEFINED 01, 02 24,815 XTO ENERGY INC COM 98385X106 1,063 24,200 SH DEFINED 01, 02 24,200 XILINX INC COM 983919101 649 25,757 SH DEFINED 01, 02 25,757 ZALE CORP NEW COM 988858106 375 14,900 SH DEFINED 01, 02 14,900 ZIMMER HLDGS INC COM 98956P102 1,139 16,894 SH DEFINED 01, 02 16,894 DEUTSCHE BANK AG NAMEN ORD D18190898 552 5,700 SH DEFINED 01, 02 5,700 HELEN OF TROY CORP LTD COM G4388N106 238 14,790 SH DEFINED 01, 02 14,790 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 257 10,600 SH DEFINED 01, 02 10,600 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 992 17,690 SH DEFINED 01, 02 17,690 NABORS INDUSTRIES LTD SHS G6359F103 3,400 44,879 SH DEFINED 01, 02 44,879 NOBLE CORPORATION SHS G65422100 212 3,000 SH DEFINED 01, 02 3,000 SHIP FINANCE INTERNATIONAL L SHS G81075106 169 10,000 SH DEFINED 01, 02 10,000 UTI WORLDWIDE INC ORD G87210103 1,137 12,251 SH DEFINED 01, 02 12,251 HILFIGER TOMMY CORP ORD G8915Z102 749 46,100 SH DEFINED 01, 02 46,100 WEATHERFORD INTERNATIONAL LT COM G95089101 717 19,794 SH DEFINED 01, 02 19,794 WHITE MTNS INS GROUP LTD COM G9618E107 223 400 SH DEFINED 01, 02 400 ALCON INC COM SHS * H01301102 2,411 18,600 SH DEFINED 01, 02 18,600 CHECK POINT SOFTWARE TECH LT ORD M22465104 439 21,908 SH DEFINED 01, 02 21,908 M SYS FLASH DISK PIONEERS LT ORD M7061C100 242 7,300 SH DEFINED 01, 02 7,300 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 176 12,617 SH DEFINED 01, 02 12,617 FLEXTRONICS INTL LTD ORD Y2573F102 590 56,514 SH DEFINED 01, 02 56,514 OMI CORP NEW COM Y6476W104 443 24,400 SH DEFINED 01, 02 24,400 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 982 24,600 SH DEFINED 01, 02 24,600 412 580,787
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 412 Form 13F Information Table Value Total: $580,787 (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-----