-----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, JalCfxJtGnMiDb7OoZymbRCRb5AAMal8ZE6XftrOK9L5RkvWaXJRkKFF4/MlOAeY hH6G3X7hJcTXl1ImL32Wlg== 0000950159-05-001313.txt : 20051114 0000950159-05-001313.hdr.sgml : 20051111 20051114123756 ACCESSION NUMBER: 0000950159-05-001313 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051114 DATE AS OF CHANGE: 20051114 EFFECTIVENESS DATE: 20051114 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: 051198801 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 clintongrp13f.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, 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 11/09/05 - ------------- ------------ -------- [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 ISSUER TITLE OF CLASS CUSIP VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (x1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE AMR CORP NOTE 4.250% 9/2 001765BA3 3,653 4,500,000 PRN DEFINED 01, 02 4,500,000 ATMI INC COM 00207R101 205 6,598 SH DEFINED 01, 02 6,598 ABBOTT LABS COM 002824100 1,315 31,022 SH DEFINED 01, 02 31,022 ACCREDITED HOME LENDRS HLDG COM 00437P107 204 5,800 SH DEFINED 01, 02 5,800 ACXIOM CORP COM 005125109 902 48,200 SH DEFINED 01, 02 48,200 ALLIANCE DATA SYSTEMS CORP COM 018581108 290 7,400 SH DEFINED 01, 02 7,400 ALTERA CORP COM 021441100 449 23,471 SH DEFINED 01, 02 23,471 AMERADA HESS CORP COM 023551104 921 6,700 SH DEFINED 01, 02 6,700 AMEREN CORP COM 023608102 2,317 43,322 SH DEFINED 01, 02 43,322 AMERICAN AXLE & MFG HLDGS IN COM 024061103 374 16,200 SH DEFINED 01, 02 16,200 AMERICAN FINL GROUP INC OHIO COM 025932104 573 16,900 SH DEFINED 01, 02 16,900 AMERICAN GREETINGS CORP CL A 026375105 477 17,400 SH DEFINED 01, 02 17,400 AMERITRADE HLDG CORP NEW COM 03074K100 8,423 392,300 SH DEFINED 01, 02 392,300 AMGEN INC COM 031162100 228 2,867 SH DEFINED 01, 02 2,867 AMGEN INC NOTE 3/0 031162AL4 7,478 9,500,000 PRN DEFINED 01, 02 9,500,000 AMPHENOL CORP NEW CL A 032095101 210 5,200 SH DEFINED 01, 02 5,200 AMSOUTH BANCORPORATION COM 032165102 951 37,635 SH DEFINED 01, 02 37,635 ANADARKO PETE CORP COM 032511107 3,364 35,137 SH DEFINED 01, 02 35,137 ANDREW CORP COM 034425108 1,903 170,700 SH DEFINED 01, 02 170,700 ANIXTER INTL INC COM 035290105 355 8,800 SH DEFINED 01, 02 8,800 ANTHRACITE CAP INC COM 037023108 344 29,700 SH DEFINED 01, 02 29,700 APACHE CORP COM 037411105 3,368 44,774 SH DEFINED 01, 02 44,774 APOLLO GROUP INC CL A 037604105 755 11,365 SH DEFINED 01, 02 11,365 APPLEBEES INTL INC COM 037899101 385 18,600 SH DEFINED 01, 02 18,600 ARCHSTONE SMITH TR COM 039583109 3,317 83,200 SH DEFINED 01, 02 83,200 ARMOR HOLDINGS INC COM 042260109 237 5,500 SH DEFINED 01, 02 5,500 AUTOLIV INC COM 052800109 1,044 24,000 SH DEFINED 01, 02 24,000 AUTOZONE INC COM 053332102 1,631 19,588 SH DEFINED 01, 02 19,588 AVON PRODS INC COM 054303102 236 8,752 SH DEFINED 01, 02 8,752 AXCELIS TECHNOLOGIES INC COM 054540109 255 48,850 SH DEFINED 01, 02 48,850 BANK NEW YORK INC COM 064057102 2,666 90,641 SH DEFINED 01, 02 90,641 BANKATLANTIC BANCORP CL A 065908501 194 11,400 SH DEFINED 01, 02 11,400 BARNES GROUP INC COM 067806109 315 8,783 SH DEFINED 01, 02 8,783 BAXTER INTL INC COM 071813109 1,447 36,290 SH DEFINED 01, 02 36,290 BEAR STEARNS COS INC COM 073902108 1,471 13,399 SH DEFINED 01, 02 13,399 BED BATH & BEYOND INC COM 075896100 1,871 46,564 SH DEFINED 01, 02 46,564 BEMIS INC COM 081437105 269 10,900 SH DEFINED 01, 02 10,900 BERRY PETE CO CL A 085789105 247 3,700 SH DEFINED 01, 02 3,700 BIOGEN IDEC INC COM 09062X103 207 5,237 SH DEFINED 01, 02 5,237 BLACK & DECKER CORP COM 091797100 690 8,400 SH DEFINED 01, 02 8,400 BORDERS GROUP INC COM 099709107 264 11,900 SH DEFINED 01, 02 11,900 BOSTON SCIENTIFIC CORP COM 101137107 728 31,170 SH DEFINED 01, 02 31,170 CF INDS HLDGS INC COM ADDED 125269100 1,850 124,900 SH DEFINED 01, 02 124,900 CNET NETWORKS INC NOTE 0.750% 4/1 12613RAD6 4,693 4,644,000 PRN DEFINED 01, 02 4,644,000 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 6,104 6,075,000 PRN DEFINED 01, 02 6,075,000 CVS CORP COM 126650100 590 20,342 SH DEFINED 01, 02 20,342 CABLEVISION SYS CORP CL A 12686C109 12,161 396,500 SH DEFINED 01, 02 396,500 CACI INTL INC CL A 127190304 412 6,800 SH DEFINED 01, 02 6,800 CAREER EDUCATION CORP COM 141665109 217 6,100 SH DEFINED 01, 02 6,100 CASEYS GEN STORES INC COM 147528103 580 25,011 SH DEFINED 01, 02 25,011 CELANESE CORP DEL PFD 4.25% CONV 150870202 1,850 70,000 PRN DEFINED 01, 02 70,000 CENTENE CORP DEL COM 15135B101 468 18,700 SH DEFINED 01, 02 18,700 CENTERPOINT ENERGY INC COM 15189T107 488 32,800 SH DEFINED 01, 02 32,800 CHATTEM INC COM 162456107 501 14,109 SH DEFINED 01, 02 14,109 CHEESECAKE FACTORY INC COM 163072101 325 10,400 SH DEFINED 01, 02 10,400 CHEVRON CORP NEW COM 166764100 3,481 53,779 SH DEFINED 01, 02 53,779 CHIQUITA BRANDS INTL INC COM 170032809 243 8,700 SH DEFINED 01, 02 8,700 CITIGROUP INC COM 172967101 210 4,608 SH DEFINED 01, 02 4,608 CLARCOR INC COM 179895107 623 21,695 SH DEFINED 01, 02 21,695 CLEAR CHANNEL COMMUNICATIONS COM 184502102 291 8,851 SH DEFINED 01, 02 8,851 COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 31,589 768,400 PRN DEFINED 01, 02 768,400 COMCAST CORP NEW CL A 20030N101 634 21,581 SH DEFINED 01, 02 21,581 COMMSCOPE INC SDCV 1.000% 3/1 203372AD9 3,881 4,000,000 PRN DEFINED 01, 02 4,000,000 CONOCOPHILLIPS COM 20825C104 3,263 46,678 SH DEFINED 01, 02 46,678 CONSECO INC COM NEW 208464883 1,809 85,700 SH DEFINED 01, 02 85,700 CONSTELLATION BRANDS INC CL A 21036P108 281 10,800 SH DEFINED 01, 02 10,800 COOPER CAMERON CORP COM 216640102 3,349 45,300 SH DEFINED 01, 02 45,300 CORNING INC COM 219350105 619 32,027 SH DEFINED 01, 02 32,027 COUNTRYWIDE FINANCIAL CORP COM 222372104 808 24,500 SH DEFINED 01, 02 24,500 COURTSIDE ACQUISITION CORP COM ADDED 22274N102 3,084 600,000 SH DEFINED 01, 02 600,000 COURTSIDE ACQUISITION CORP *W EXP 06/29/200 ADDED 22274N110 4 712,500 SH DEFINED 01, 02 712,500 CROWN HOLDINGS INC COM 228368106 194 12,200 SH DEFINED 01, 02 12,200 CYPRESS SEMICONDUCTOR CORP COM 232806109 1,326 88,100 SH DEFINED 01, 02 88,100 DRS TECHNOLOGIES INC COM 23330X100 269 5,458 SH DEFINED 01, 02 5,458 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 12,616 10,000,000 PRN DEFINED 01, 02 10,000,000 DANAHER CORP DEL COM 235851102 1,530 28,432 SH DEFINED 01, 02 28,432 DARDEN RESTAURANTS INC COM 237194105 2,354 77,500 SH DEFINED 01, 02 77,500 DELPHI FINL GROUP INC CL A 247131105 234 5,000 SH DEFINED 01, 02 5,000 DIEBOLD INC COM 253651103 886 25,700 SH DEFINED 01, 02 25,700 DILLARDS INC CL A 254067101 1,727 82,700 SH DEFINED 01, 02 82,700 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 128 799,418 SH DEFINED 01, 02 799,418 DISNEY WALT CO COM DISNEY 254687106 280 11,598 SH DEFINED 01, 02 11,598 DOW CHEM CO COM 260543103 371 8,905 SH DEFINED 01, 02 8,905 DRESS BARN INC COM 261570105 223 9,800 SH DEFINED 01, 02 9,800 DUKE ENERGY CORP COM 264399106 836 28,661 SH DEFINED 01, 02 28,661 ENSCO INTL INC COM 26874Q100 1,701 36,500 SH DEFINED 01, 02 36,500 EASTMAN CHEM CO COM 277432100 291 6,200 SH DEFINED 01, 02 6,200 EDO CORP COM 281347104 286 9,521 SH DEFINED 01, 02 9,521 EDWARDS AG INC COM 281760108 696 15,883 SH DEFINED 01, 02 15,883 ELECTRONIC ARTS INC COM 285512109 1,320 23,200 SH DEFINED 01, 02 23,200 ELECTRONICS FOR IMAGING INC COM 286082102 362 15,800 SH DEFINED 01, 02 15,800 ELIZABETH ARDEN INC COM 28660G106 211 9,800 SH DEFINED 01, 02 9,800 ENCORE ACQUISITION CO COM 29255W100 431 11,100 SH DEFINED 01, 02 11,100 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 299 11,193 SH DEFINED 01, 02 11,193 ENERGIZER HLDGS INC COM 29266R108 284 5,000 SH DEFINED 01, 02 5,000 ENERGY PARTNERS LTD COM 29270U105 756 24,200 SH DEFINED 01, 02 24,200 ENTEGRIS INC COM 29362U104 142 12,600 SH DEFINED 01, 02 12,600 ENTRAVISION COMMUNICATIONS C CL A 29382R107 111 14,135 SH DEFINED 01, 02 14,135 EXELON CORP COM 30161N101 2,385 44,630 SH DEFINED 01, 02 44,630 EXPRESSJET HOLDINGS INC CL A 30218U108 189 21,071 SH DEFINED 01, 02 21,071 EXTREME NETWORKS INC COM 30226D106 260 58,353 SH DEFINED 01, 02 58,353 EXXON MOBIL CORP COM 30231G102 3,784 59,552 SH DEFINED 01, 02 59,552 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 5,872 4,005,000 PRN DEFINED 01, 02 4,005,000 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 184 12,400 SH DEFINED 01, 02 12,400 FEDERAL NATL MTG ASSN COM 313586109 1,971 43,966 SH DEFINED 01, 02 43,966 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 305 5,000 SH DEFINED 01, 02 5,000 FEDERATED DEPT STORES INC DE COM 31410H101 1,692 25,307 SH DEFINED 01, 02 25,307 FIFTH THIRD BANCORP COM 316773100 721 19,607 SH DEFINED 01, 02 19,607 FIRST BANCORP P R COM 318672102 277 16,361 SH DEFINED 01, 02 16,361 FIRST DATA CORP COM 319963104 356 8,909 SH DEFINED 01, 02 8,909 FIRST MARBLEHEAD CORP COM 320771108 1,240 48,800 SH DEFINED 01, 02 48,800 FIRSTFED FINL CORP COM 337907109 506 9,400 SH DEFINED 01, 02 9,400 FIRSTENERGY CORP COM 337932107 238 4,572 SH DEFINED 01, 02 4,572 FOREST OIL CORP COM PAR $0.01 346091705 271 5,200 SH DEFINED 01, 02 5,200 FOUNDRY NETWORKS INC COM 35063R100 132 10,364 SH DEFINED 01, 02 10,364 FRANKLIN RES INC COM 354613101 1,845 21,972 SH DEFINED 01, 02 21,972 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 224 4,600 SH DEFINED 01, 02 4,600 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 1,993 195,546 SH DEFINED 01, 02 195,546 FRONTIER OIL CORP COM 35914P105 696 15,700 SH DEFINED 01, 02 15,700 GAMESTOP CORP CL A 36466R101 371 11,800 SH DEFINED 01, 02 11,800 GEMSTAR-TV GUIDE INTL INC COM 36866W106 1,987 671,439 SH DEFINED 01, 02 671,439 GENCORP INC NOTE 4.000% 1/1 368682AJ9 1,928 1,472,000 PRN DEFINED 01, 02 1,472,000 GENENTECH INC COM NEW 368710406 312 3,700 SH DEFINED 01, 02 3,700 GENERAL ELEC CO COM 369604103 303 8,985 SH DEFINED 01, 02 8,985 GENERAL GROWTH PPTYS INC COM 370021107 1,325 29,500 SH DEFINED 01, 02 29,500 GEORGIA PAC CORP COM 373298108 272 8,000 SH DEFINED 01, 02 8,000 GLIMCHER RLTY TR SH BEN INT 379302102 281 11,500 SH DEFINED 01, 02 11,500 GOLDMAN SACHS GROUP INC COM 38141G104 5,379 44,239 SH DEFINED 01, 02 44,239 GOODYEAR TIRE & RUBR CO COM 382550101 1,373 88,100 SH DEFINED 01, 02 88,100 GRACE W R & CO DEL NEW COM 38388F108 2,320 259,263 SH DEFINED 01, 02 259,263 GREY WOLF INC NOTE 3.750% 5/0 397888AD0 9,557 6,890,000 PRN DEFINED 01, 02 6,890,000 GUIDANT CORP COM 401698105 40,716 591,032 SH DEFINED 01, 02 591,032 GUILFORD PHARMACEUTICALS INC NOTE 5.000% 7/0 401829AB2 3,980 4,000,000 PRN DEFINED 01, 02 4,000,000 GYMBOREE CORP COM 403777105 331 24,265 SH DEFINED 01, 02 24,265 HCA INC COM 404119109 362 7,545 SH DEFINED 01, 02 7,545 HRPT PPTYS TR COM SH BEN INT 40426W101 215 17,300 SH DEFINED 01, 02 17,300 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 7,518 4,000,000 PRN DEFINED 01, 02 4,000,000 HARLEY DAVIDSON INC COM 412822108 3,043 62,822 SH DEFINED 01, 02 62,822 HERSHEY CO COM 427866108 989 17,558 SH DEFINED 01, 02 17,558 HIBBETT SPORTING GOODS INC COM 428565105 309 13,870 SH DEFINED 01, 02 13,870 HIBERNIA CORP CL A 428656102 2,112 70,300 SH DEFINED 01, 02 70,300 HILTON HOTELS CORP COM 432848109 1,148 51,447 SH DEFINED 01, 02 51,447 HOLLY CORP COM PAR $0.01 435758305 416 6,500 SH DEFINED 01, 02 6,500 HOME DEPOT INC COM 437076102 843 22,094 SH DEFINED 01, 02 22,094 HORMEL FOODS CORP COM 440452100 729 22,100 SH DEFINED 01, 02 22,100 HOVNANIAN ENTERPRISES INC CL A 442487203 804 15,700 SH DEFINED 01, 02 15,700 HUDSON CITY BANCORP COM 443683107 18,569 1,560,433 SH DEFINED 01, 02 1,560,433 HUNTSMAN CORP COM 447011107 782 40,000 SH DEFINED 01, 02 40,000 IBERIABANK CORP COM 450828108 268 5,047 SH DEFINED 01, 02 5,047 ILLINOIS TOOL WKS INC COM 452308109 3,447 41,871 SH DEFINED 01, 02 41,871 IMCLONE SYS INC COM 45245W109 367 11,681 SH DEFINED 01, 02 11,681 INTEL CORP COM 458140100 1,253 50,821 SH DEFINED 01, 02 50,821 INTERNATIONAL RECTIFIER CORP COM 460254105 1,501 33,300 SH DEFINED 01, 02 33,300 INTERNATIONAL SPEEDWAY CORP CL A 460335201 472 9,000 SH DEFINED 01, 02 9,000 INTUIT COM 461202103 586 13,072 SH DEFINED 01, 02 13,072 INVITROGEN CORP COM 46185R100 271 3,600 SH DEFINED 01, 02 3,600 JPMORGAN & CHASE & CO COM 46625H100 295 8,700 SH DEFINED 01, 02 8,700 KLA-TENCOR CORP COM 482480100 494 10,139 SH DEFINED 01, 02 10,139 KNBT BANCORP INC COM 482921103 250 16,072 SH DEFINED 01, 02 16,072 KB HOME COM 48666K109 556 7,600 SH DEFINED 01, 02 7,600 KIRBY CORP COM 497266106 302 6,100 SH DEFINED 01, 02 6,100 L-3 COMMUNICATIONS HLDGS INC COM 502424104 561 7,100 SH DEFINED 01, 02 7,100 LABORATORY CORP AMER HLDGS COM NEW 50540R409 974 20,000 SH DEFINED 01, 02 20,000 LABRANCHE & CO INC COM 505447102 209 24,000 SH DEFINED 01, 02 24,000 LAUDER ESTEE COS INC CL A 518439104 453 13,000 SH DEFINED 01, 02 13,000 LEAR CORP COM 521865105 1,145 33,700 SH DEFINED 01, 02 33,700 LEGGETT & PLATT INC COM 524660107 437 21,628 SH DEFINED 01, 02 21,628 LENNAR CORP CL A 526057104 3,388 56,700 SH DEFINED 01, 02 56,700 LENNOX INTL INC COM 526107107 285 10,400 SH DEFINED 01, 02 10,400 LIFEPOINT HOSPITALS INC COM 53219L109 1,019 23,308 SH DEFINED 01, 02 23,308 LIMITED BRANDS INC COM 532716107 1,449 70,948 SH DEFINED 01, 02 70,948 LINEAR TECHNOLOGY CORP COM 535678106 233 6,211 SH DEFINED 01, 02 6,211 LOCKHEED MARTIN CORP COM 539830109 3,116 51,054 SH DEFINED 01, 02 51,054 LOUISIANA PAC CORP COM 546347105 955 34,500 SH DEFINED 01, 02 34,500 LOWES COS INC COM 548661107 846 13,142 SH DEFINED 01, 02 13,142 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 2,874 2,500,000 PRN DEFINED 01, 02 2,500,000 LYONDELL CHEMICAL CO COM 552078107 2,616 91,400 SH DEFINED 01, 02 91,400 M D C HLDGS INC COM 552676108 986 12,500 SH DEFINED 01, 02 12,500 MFC BANCORP LTD COM NEW 55271X202 5,312 212,923 SH DEFINED 01, 02 212,923 MGIC INVT CORP WIS COM 552848103 336 5,228 SH DEFINED 01, 02 5,228 MGI PHARMA INC COM 552880106 315 13,545 SH DEFINED 01, 02 13,545 M/I HOMES INC COM 55305B101 263 4,856 SH DEFINED 01, 02 4,856 MACK CALI RLTY CORP COM 554489104 759 16,900 SH DEFINED 01, 02 16,900 MANITOWOC INC COM 563571108 221 4,400 SH DEFINED 01, 02 4,400 MARATHON OIL CORP COM 565849106 11,526 167,216 SH DEFINED 01, 02 167,216 MATTEL INC COM 577081102 541 32,456 SH DEFINED 01, 02 32,456 MEDICIS PHARMACEUTICAL CORP CL A 584690309 2,055 63,100 SH DEFINED 01, 02 63,100 MEDTRONIC INC COM 585055106 1,181 22,032 SH DEFINED 01, 02 22,032 MERITAGE HOMES CORP COM 59001A102 422 5,500 SH DEFINED 01, 02 5,500 MICHAELS STORES INC COM 594087108 241 7,300 SH DEFINED 01, 02 7,300 MICREL INC COM 594793101 301 26,812 SH DEFINED 01, 02 26,812 MICROSOFT CORP COM 594918104 248 9,646 SH DEFINED 01, 02 9,646 MICROCHIP TECHNOLOGY INC COM 595017104 378 12,555 SH DEFINED 01, 02 12,555 MICRON TECHNOLOGY INC COM 595112103 1,361 102,353 SH DEFINED 01, 02 102,353 MILLER HERMAN INC COM 600544100 2,521 83,203 SH DEFINED 01, 02 83,203 MINE SAFETY APPLIANCES CO COM 602720104 248 6,400 SH DEFINED 01, 02 6,400 MONSTER WORLDWIDE INC COM 611742107 1,204 39,200 SH DEFINED 01, 02 39,200 MORGAN STANLEY COM NEW 617446448 2,741 50,814 SH DEFINED 01, 02 50,814 MOTOROLA INC COM 620076109 1,491 67,500 SH DEFINED 01, 02 67,500 NTL INC DEL COM 62940M104 3,046 45,600 SH DEFINED 01, 02 45,600 NATIONAL CITY CORP COM 635405103 558 16,684 SH DEFINED 01, 02 16,684 NATIONAL INSTRS CORP COM 636518102 627 25,456 SH DEFINED 01, 02 25,456 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 293 4,700 SH DEFINED 01, 02 4,700 NAVISTAR INTL CORP NEW COM 63934E108 658 20,300 SH DEFINED 01, 02 20,300 NEIMAN MARCUS GROUP INC CL A 640204202 17,031 170,400 SH DEFINED 01, 02 170,400 NETWORK APPLIANCE INC COM 64120L104 385 16,200 SH DEFINED 01, 02 16,200 NEW YORK CMNTY BANCORP INC COM 649445103 177 10,800 SH DEFINED 01, 02 10,800 NEW YORK TIMES CO CL A 650111107 588 19,773 SH DEFINED 01, 02 19,773 NEWFIELD EXPL CO COM 651290108 2,597 52,900 SH DEFINED 01, 02 52,900 NEWMONT MINING CORP COM 651639106 292 6,200 SH DEFINED 01, 02 6,200 NEWPARK RES INC COM PAR $.01NEW 651718504 86 10,245 SH DEFINED 01, 02 10,245 NEWS CORP CL A 65248E104 195 12,500 SH DEFINED 01, 02 12,500 NOBLE ENERGY INC COM 655044105 797 17,000 SH DEFINED 01, 02 17,000 NORDSON CORP COM 655663102 425 11,177 SH DEFINED 01, 02 11,177 NORTHERN BORDER PARTNERS PARTN 664785102 665 13,900 SH DEFINED 01, 02 13,900 L P UNIT LTD OSI PHARMACEUTICALS INC COM 671040103 877 30,000 SH DEFINED 01, 02 30,000 OCCIDENTAL PETE CORP DEL COM 674599105 3,392 39,700 SH DEFINED 01, 02 39,700 ON SEMICONDUCTOR CORP COM 682189105 63 12,200 SH DEFINED 01, 02 12,200 OPTIMAL GROUP INC CL A 68388R208 24,411 1,180,409 SH DEFINED 01, 02 1,180,409 ORACLE CORP COM 68389X105 1,593 128,505 SH DEFINED 01, 02 128,505 OUTBACK STEAKHOUSE INC COM 689899102 2,266 61,900 SH DEFINED 01, 02 61,900 OWENS ILL INC COM NEW 690768403 474 23,000 SH DEFINED 01, 02 23,000 PMC-SIERRA INC COM 69344F106 255 28,900 SH DEFINED 01, 02 28,900 PMI GROUP INC COM 69344M101 2,041 51,200 SH DEFINED 01, 02 51,200 PPG INDS INC COM 693506107 1,361 22,998 SH DEFINED 01, 02 22,998 PACTIV CORP COM 695257105 2,627 149,939 SH DEFINED 01, 02 149,939 PANERA BREAD CO CL A 69840W108 606 11,834 SH DEFINED 01, 02 11,834 PAYCHEX INC COM 704326107 1,962 52,910 SH DEFINED 01, 02 52,910 PENN NATL GAMING INC COM 707569109 352 11,321 SH DEFINED 01, 02 11,321 PENNEY J C INC COM 708160106 237 5,000 SH DEFINED 01, 02 5,000 PENTAIR INC COM 709631105 3,019 82,700 SH DEFINED 01, 02 82,700 PETCO ANIMAL SUPPLIES COM NEW 716016209 343 16,201 SH DEFINED 01, 02 16,201 PETSMART INC COM 716768106 1,888 86,700 SH DEFINED 01, 02 86,700 PHELPS DODGE CORP COM 717265102 1,624 12,500 SH DEFINED 01, 02 12,500 PHILLIPS VAN HEUSEN CORP COM 718592108 533 17,175 SH DEFINED 01, 02 17,175 PLAINS ALL AMERN PIPELINE PARTN 726503105 797 18,700 SH DEFINED 01, 02 18,700 L UNIT LTD PLANTRONICS INC NEW COM 727493108 863 28,000 SH DEFINED 01, 02 28,000 POLARIS INDS INC COM 731068102 297 6,000 SH DEFINED 01, 02 6,000 POLY COM 73172K104 534 33,000 SH DEFINED 01, 02 33,000 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 3,939 3,000,000 PRN DEFINED 01, 02 3,000,000 PREMIERE GLOBAL SVCS INC COM 740585104 125 15,300 SH DEFINED 01, 02 15,300 PRICELINE COM INC COM NEW 741503403 201 10,406 SH DEFINED 01, 02 10,406 PROASSURANCE CORP COM 74267C106 331 7,100 SH DEFINED 01, 02 7,100 PROTECTIVE LIFE CORP COM 743674103 2,623 63,700 SH DEFINED 01, 02 63,700 PROVIDENT FINL SVCS INC COM 74386T105 233 13,212 SH DEFINED 01, 02 13,212 QUANEX CORP COM 747620102 609 9,200 SH DEFINED 01, 02 9,200 QUIKSILVER INC COM 74838C106 1,079 74,700 SH DEFINED 01, 02 74,700 QUILMES INDL QUINSA SOCIETE CL B 74838Y207 4,158 132,900 SH DEFINED 01, 02 132,900 SP ADR R H DONNELLEY CORP COM NEW 74955W307 436 6,900 SH DEFINED 01, 02 6,900 RF MICRODEVICES INC COM 749941100 102 18,111 SH DEFINED 01, 02 18,111 RADIO ONE INC CL D NON VTG 75040P405 317 24,143 SH DEFINED 01, 02 24,143 RAMBUS INC DEL NOTE 2/0 750917AB2 5,597 7,000,000 PRN DEFINED 01, 02 7,000,000 RAYTHEON CO COM NEW 755111507 573 15,079 SH DEFINED 01, 02 15,079 REALTY IN COM 756109104 698 29,200 SH DEFINED 01, 02 29,200 RED HAT INC COM 756577102 415 19,600 SH DEFINED 01, 02 19,600 REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 5,877 100,000 PRN DEFINED 01, 02 100,000 RELIANT ENERGY INC COM 75952B105 4 37,365 SH DEFINED 01, 02 37,365 REMINGTON OIL & GAS CORP COM 759594302 764 18,406 SH DEFINED 01, 02 18,406 ROHM & HAAS CO COM 775371107 1,376 33,457 SH DEFINED 01, 02 33,457 ROSS STORES INC COM 778296103 451 19,016 SH DEFINED 01, 02 19,016 RYDER SYS INC COM 783549108 828 24,200 SH DEFINED 01, 02 24,200 RYLAND GROUP INC COM 783764103 889 13,000 SH DEFINED 01, 02 13,000 SBC COMMUNICATIONS INC COM 78387G103 243 10,141 SH DEFINED 01, 02 10,141 SEI INVESTMENTS CO COM 784117103 308 8,200 SH DEFINED 01, 02 8,200 SPDR TR UNIT SER 1 78462F103 56,041 455,467 SH DEFINED 01, 02 455,467 ST JOE CO COM 790148100 3,397 54,400 SH DEFINED 01, 02 54,400 SAKS INC COM 79377W108 9,326 504,100 SH DEFINED 01, 02 504,100 SANMINA SCI CORP COM 800907107 725 168,900 SH DEFINED 01, 02 168,900 SARA LEE CORP COM 803111103 1,423 75,077 SH DEFINED 01, 02 75,077 SCANSOFT INC COM 80603P107 114 21,300 SH DEFINED 01, 02 21,300 SCHLUMBERGER LTD COM 806857108 5,359 63,508 SH DEFINED 01, 02 63,508 SELECTIVE INS GROUP INC COM 816300107 357 7,300 SH DEFINED 01, 02 7,300 SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB7 6,183 6,050,000 PRN DEFINED 01, 02 6,050,000 SHAW GROUP INC COM 820280105 3,566 144,600 SH DEFINED 01, 02 144,600 SHERWIN WILLIAMS CO COM 824348106 758 17,200 SH DEFINED 01, 02 17,200 SHUFFLE MASTER INC COM 825549108 214 8,100 SH DEFINED 01, 02 8,100 SIERRA HEALTH SVCS INC COM 826322109 1,012 14,700 SH DEFINED 01, 02 14,700 SIGMA ALDRICH CORP COM 826552101 1,519 23,712 SH DEFINED 01, 02 23,712 SIX FLAGS INC COM 83001P109 115 16,000 SH DEFINED 01, 02 16,000 SKYWEST INC COM 830879102 255 9,491 SH DEFINED 01, 02 9,491 SOLECTRON CORP COM 834182107 220 56,200 SH DEFINED 01, 02 56,200 SONIC CORP COM 835451105 1,088 39,765 SH DEFINED 01, 02 39,765 SOTHEBYS HLDGS INC CL A 835898107 224 13,400 SH DEFINED 01, 02 13,400 SOUTHWEST AIRLS CO COM 844741108 561 37,779 SH DEFINED 01, 02 37,779 SOUTHWESTERN ENERGY CO COM 845467109 264 3,600 SH DEFINED 01, 02 3,600 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 273 111,000 SH DEFINED 01, 02 111,000 STATE AUTO FINL CORP COM 855707105 200 6,333 SH DEFINED 01, 02 6,333 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2,899 50,700 SH DEFINED 01, 02 50,700 STATION CASINOS INC COM 857689103 1,108 16,700 SH DEFINED 01, 02 16,700 STEELCASE INC CL A 858155203 171 11,800 SH DEFINED 01, 02 11,800 STERLING BANCSHARES INC COM 858907108 391 26,600 SH DEFINED 01, 02 26,600 STONE ENERGY CORP COM 861642106 537 8,800 SH DEFINED 01, 02 8,800 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 301 10,500 SH DEFINED 01, 02 10,500 SUN MICROSYSTEMS INC COM 866810104 1,108 281,845 SH DEFINED 01, 02 281,845 SUNOCO INC COM 86764P109 602 7,700 SH DEFINED 01, 02 7,700 SUNRISE SENIOR LIVING INC COM 86768K106 294 4,400 SH DEFINED 01, 02 4,400 SWIFT ENERGY CO COM 870738101 352 7,700 SH DEFINED 01, 02 7,700 SYCAMORE NETWORKS INC COM 871206108 1,046 277,370 SH DEFINED 01, 02 277,370 SYNOVUS FINL CORP COM 87161C105 1,501 54,142 SH DEFINED 01, 02 54,142 SYSCO CORP COM 871829107 1,874 59,748 SH DEFINED 01, 02 59,748 TJX COS INC NEW COM 872540109 293 14,322 SH DEFINED 01, 02 14,322 TELEWEST GLOBAL INC COM 87956T107 6,374 277,741 SH DEFINED 01, 02 277,741 TEXTRON INC COM 883203101 466 6,500 SH DEFINED 01, 02 6,500 THOR INDS INC COM 885160101 564 16,600 SH DEFINED 01, 02 16,600 TIVO INC COM 888706108 1,378 251,500 SH DEFINED 01, 02 251,500 TODCO CL A 88889T107 342 8,200 SH DEFINED 01, 02 8,200 TOLL BROTHERS INC COM 889478103 393 8,800 SH DEFINED 01, 02 8,800 TORCHMARK CORP COM 891027104 286 5,412 SH DEFINED 01, 02 5,412 TRIAD HOSPITALS INC COM 89579K109 489 10,800 SH DEFINED 01, 02 10,800 TRIBUNE CO NEW COM 896047107 559 16,496 SH DEFINED 01, 02 16,496 TRIMBLE NAVIGATION LTD COM 896239100 305 9,056 SH DEFINED 01, 02 9,056 TYCO INTL LTD NEW COM 902124106 568 20,400 SH DEFINED 01, 02 20,400 ULTI COM 903844108 126 11,399 SH DEFINED 01, 02 11,399 UNIVISION COMMUNICATIONS INC CL A 914906102 211 7,963 SH DEFINED 01, 02 7,963 VENTIV HEALTH INC COM 922793104 215 8,200 SH DEFINED 01, 02 8,200 VERINT SYS INC COM 92343X100 315 7,685 SH DEFINED 01, 02 7,685 VIACOM INC CL B 925524308 478 14,476 SH DEFINED 01, 02 14,476 VISHAY INTERTECHNOLOGY INC COM 928298108 478 40,000 SH DEFINED 01, 02 40,000 WCI CMNTYS INC COM 92923C104 221 7,800 SH DEFINED 01, 02 7,800 WMS INDS INC COM 929297109 515 18,300 SH DEFINED 01, 02 18,300 WALGREEN CO COM 931422109 960 22,105 SH DEFINED 01, 02 22,105 WASHINGTON MUT INC COM 939322103 569 14,496 SH DEFINED 01, 02 14,496 WATERS CORP COM 941848103 316 7,600 SH DEFINED 01, 02 7,600 WEBSENSE INC COM 947684106 205 4,000 SH DEFINED 01, 02 4,000 WEIGHT WATCHERS INTL INC NEW COM 948626106 748 14,500 SH DEFINED 01, 02 14,500 WEINGARTEN RLTY INVS SH BEN INT 948741103 1,419 37,500 SH DEFINED 01, 02 37,500 WENDYS INTL INC COM 950590109 17,654 391,000 SH DEFINED 01, 02 391,000 WESTLAKE CHEM CORP COM 960413102 290 10,700 SH DEFINED 01, 02 10,700 WIND RIVER SYSTEMS INC COM 973149107 298 23,036 SH DEFINED 01, 02 23,036 WINDROSE MED PPTYS TR PFD SER A 7.5 ADDED 973491202 1,906 71,000 PRN DEFINED 01, 02 71,000 WRIGLEY WM JR CO COM 982526105 1,896 26,378 SH DEFINED 01, 02 26,378 WYNN RESORTS LTD COM 983134107 438 9,700 SH DEFINED 01, 02 9,700 XILINX INC COM 983919101 923 33,157 SH DEFINED 01, 02 33,157 YAHOO INC COM 984332106 1,181 34,900 SH DEFINED 01, 02 34,900 YUM BRANDS INC COM 988498101 527 10,896 SH DEFINED 01, 02 10,896 ZIMMER HLDGS INC COM 98956P102 1,005 14,594 SH DEFINED 01, 02 14,594 ACE LTD ORD G0070K103 284 6,029 SH DEFINED 01, 02 6,029 RENAISSANCERE HOLDINGS LTD COM G7496G103 984 22,500 SH DEFINED 01, 02 22,500 XL CAP LTD CL A G98255105 1,212 17,821 SH DEFINED 01, 02 17,821 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1,030 55,893 SH DEFINED 01, 02 55,893 KERZNER INTERNATIONAL LTD SHS P6065Y107 721 12,986 SH DEFINED 01, 02 12,986 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 976 22,600 SH DEFINED 01, 02 22,600 FLEXTRONICS INTL LTD ORD Y2573F102 1,167 90,800 SH DEFINED 01, 02 90,800 343 639,170
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 343 Form 13F Information Table Value Total: $639,170 (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-----