-----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, HSoh1caHxa3MK3otTZnBnrZu70zSDelVDqlo0OH6bpY3UuLwQU6GDfzjgdGDPyPD Fckb2KZm43F1DpHishSVNA== 0000950159-05-000945.txt : 20050812 0000950159-05-000945.hdr.sgml : 20050812 20050812153912 ACCESSION NUMBER: 0000950159-05-000945 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050812 DATE AS OF CHANGE: 20050812 EFFECTIVENESS DATE: 20050812 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: 051021460 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, 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 08/12/05 - ------------- ------------ -------- [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 COMCAST CORP NEW CL A 20030N101 5,443 177,481 SH DEFINED 01, 02 177,481 APOLLO GROUP INC CL A 037604105 1,531 19,574 SH DEFINED 01, 02 19,574 DELPHI FINL GROUP INC CL A 247131105 234 5,300 SH DEFINED 01, 02 5,300 DILLARDS INC CL A 254067101 817 34,900 SH DEFINED 01, 02 34,900 INGRAM MICRO INC CL A 457153104 2,185 139,500 SH DEFINED 01, 02 139,500 KNIGHT CAPITAL GROUP INC CL A 499005106 190 24,985 SH DEFINED 01, 02 24,985 LAUDER ESTEE COS INC CL A 518439104 2,158 55,148 SH DEFINED 01, 02 55,148 LEXMARK INTL NEW CL A 529771107 3,787 58,421 SH DEFINED 01, 02 58,421 LIN TV CORP CL A 532774106 163 11,700 SH DEFINED 01, 02 11,700 NEIMAN MARCUS GROUP INC CL A 640204202 11,737 121,100 SH DEFINED 01, 02 121,100 NELNET INC CL A 64031N108 216 6,500 SH DEFINED 01, 02 6,500 NEWS CORP CL A 65248E104 1,565 96,700 SH DEFINED 01, 02 96,700 STEELCASE INC CL A 858155203 187 13,500 SH DEFINED 01, 02 13,500 TYSON FOODS INC CL A 902494103 773 43,400 SH DEFINED 01, 02 43,400 WADDELL & REED FINL INC CL A 930059100 389 21,000 SH DEFINED 01, 02 21,000 ACCENTURE LTD BERMUDA CL A G1150G111 587 25,900 SH DEFINED 01, 02 25,900 COOPER INDS LTD CL A G24182100 1,227 19,200 SH DEFINED 01, 02 19,200 OPTIMAL GROUP INC CL A NEW 68388R208 14,808 916,904 SH DEFINED 01, 02 916,904 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 11,891 369,300 SH DEFINED 01, 02 369,300 BLOCKBUSTER INC CL B 093679207 5,148 600,000 SH DEFINED 01, 02 600,000 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 487 13,000 SH DEFINED 01, 02 13,000 NIKE INC CL B 654106103 4,085 47,170 SH DEFINED 01, 02 47,170 UNITED PARCEL SERVICE INC CL B 911312106 5,434 78,565 SH DEFINED 01, 02 78,565 VIACOM INC CL B 925524308 4,722 147,476 SH DEFINED 01, 02 147,476 RADIO ONE INC CL D NON VTG 75040P405 281 22,043 SH DEFINED 01, 02 22,043 ADOBE SYS INC COM 00724F101 5,271 184,240 SH DEFINED 01, 02 184,240 ADVANCED MEDICAL OPTICS INC COM 00763M108 242 6,100 SH DEFINED 01, 02 6,100 AEROFLEX INC COM 007768104 150 17,878 SH DEFINED 01, 02 17,878 AFFILIATED MANAGERS GROUP COM 008252108 260 3,800 SH DEFINED 01, 02 3,800 AKAMAI TECHNOLOGIES INC COM 00971T101 171 13,000 SH DEFINED 01, 02 13,000 ALBEMARLE CORP COM 012653101 1,303 35,740 SH DEFINED 01, 02 35,740 ALBERTO CULVER CO COM 013068101 244 5,628 SH DEFINED 01, 02 5,628 ALLEGHENY ENERGY INC COM 017361106 676 26,800 SH DEFINED 01, 02 26,800 ALTERA CORP COM 021441100 474 23,922 SH DEFINED 01, 02 23,922 AMAZON COM INC COM 023135106 5,266 159,146 SH DEFINED 01, 02 159,146 AMERADA HESS CORP COM 023551104 2,205 20,700 SH DEFINED 01, 02 20,700 AMERICAN EXPRESS CO COM 025816109 2,672 50,197 SH DEFINED 01, 02 50,197 AMERITRADE HLDG CORP NEW COM 03074K100 7,405 397,900 SH DEFINED 01, 02 397,900 AMGEN INC COM 031162100 4,345 71,867 SH DEFINED 01, 02 71,867 ANADARKO PETE CORP COM 032511107 323 3,937 SH DEFINED 01, 02 3,937 ANDREW CORP COM 034425108 215 16,835 SH DEFINED 01, 02 16,835 APACHE CORP COM 037411105 535 8,274 SH DEFINED 01, 02 8,274 APPLERA CORP COM 038020103 513 26,100 SH DEFINED 01, 02 26,100 APPLIED MICRO CIRCUITS CORP COM 03822W109 214 83,500 SH DEFINED 01, 02 83,500 ARROW ELECTRS INC COM 042735100 1,116 41,100 SH DEFINED 01, 02 41,100 ARVINMERITOR INC COM 043353101 233 13,100 SH DEFINED 01, 02 13,100 AUTODESK INC COM 052769106 999 29,100 SH DEFINED 01, 02 29,100 AUTOLIV INC COM 052800109 293 6,700 SH DEFINED 01, 02 6,700 AUTOMATIC DATA PROCESSING IN COM 053015103 4,141 98,667 SH DEFINED 01, 02 98,667 AVAYA INC COM 053499109 290 34,800 SH DEFINED 01, 02 34,800 AXCELIS TECHNOLOGIES INC COM 054540109 299 43,550 SH DEFINED 01, 02 43,550 BKF CAP GROUP INC COM 05548G102 628 16,575 SH DEFINED 01, 02 16,575 BALL CORP COM 058498106 4,250 118,200 SH DEFINED 01, 02 118,200 BARD C R INC COM 067383109 244 3,670 SH DEFINED 01, 02 3,670 BEAZER HOMES USA INC COM 07556Q105 234 4,100 SH DEFINED 01, 02 4,100 BECKMAN COULTER INC COM 075811109 509 8,000 SH DEFINED 01, 02 8,000 BECTON DICKINSON & CO COM 075887109 4,930 93,963 SH DEFINED 01, 02 93,963 BED BATH & BEYOND INC COM 075896100 1,393 33,353 SH DEFINED 01, 02 33,353 BELLSOUTH CORP COM 079860102 2,462 92,650 SH DEFINED 01, 02 92,650 BIOMET INC COM 090613100 2,064 59,590 SH DEFINED 01, 02 59,590 BOSTON SCIENTIFIC CORP COM 101137107 890 32,970 SH DEFINED 01, 02 32,970 BOWATER INC COM 102183100 431 13,300 SH DEFINED 01, 02 13,300 BOYD GAMING CORP COM 103304101 1,258 24,600 SH DEFINED 01, 02 24,600 BRINKER INTL INC COM 109641100 308 7,700 SH DEFINED 01, 02 7,700 BRINKS CO COM 109696104 738 20,500 SH DEFINED 01, 02 20,500 BRUNSWICK CORP COM 117043109 399 9,200 SH DEFINED 01, 02 9,200 CNF INC COM 12612W104 434 9,676 SH DEFINED 01, 02 9,676 CAMBREX CORP COM 132011107 231 12,100 SH DEFINED 01, 02 12,100 CHATTEM INC COM 162456107 216 5,209 SH DEFINED 01, 02 5,209 CHECKFREE CORP NEW COM 162813109 749 22,000 SH DEFINED 01, 02 22,000 CHEVRON CORP NEW COM 166764100 5,518 98,676 SH DEFINED 01, 02 98,676 CHURCH & DWIGHT INC COM 171340102 1,056 29,167 SH DEFINED 01, 02 29,167 CINCINNATI BELL INC NEW COM 171871106 76 17,600 SH DEFINED 01, 02 17,600 CITADEL BROADCASTING CORP COM 17285T106 160 14,000 SH DEFINED 01, 02 14,000 CINTAS CORP COM 172908105 733 18,977 SH DEFINED 01, 02 18,977 CITIZENS BKG CORP MICH COM 174420109 281 9,300 SH DEFINED 01, 02 9,300 COLUMBIA SPORTSWEAR CO COM 198516106 331 6,709 SH DEFINED 01, 02 6,709 COMERICA INC COM 200340107 573 9,908 SH DEFINED 01, 02 9,908 COMMONWEALTH TEL ENTERPRISES COM 203349105 272 6,500 SH DEFINED 01, 02 6,500 COMPUTER SCIENCES CORP COM 205363104 2,456 56,192 SH DEFINED 01, 02 56,192 CONAGRA FOODS INC COM 205887102 2,166 93,528 SH DEFINED 01, 02 93,528 CONOCOPHILLIPS COM 20825C104 4,903 85,278 SH DEFINED 01, 02 85,278 COPART INC COM 217204106 1,377 57,800 SH DEFINED 01, 02 57,800 CROWN HOLDINGS INC COM 228368106 697 49,000 SH DEFINED 01, 02 49,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 490 38,900 SH DEFINED 01, 02 38,900 CYTEC INDS INC COM 232820100 2,312 58,100 SH DEFINED 01, 02 58,100 CYTYC CORP COM 232946103 1,361 61,700 SH DEFINED 01, 02 61,700 DRS TECHNOLOGIES INC COM 23330X100 213 4,158 SH DEFINED 01, 02 4,158 DARDEN RESTAURANTS INC COM 237194105 346 10,500 SH DEFINED 01, 02 10,500 DENTSPLY INTL INC NEW COM 249030107 232 4,300 SH DEFINED 01, 02 4,300 DEVON ENERGY CORP NEW COM 25179M103 713 14,066 SH DEFINED 01, 02 14,066 DEVRY INC DEL COM 251893103 328 16,500 SH DEFINED 01, 02 16,500 DIONEX CORP COM 254546104 272 6,240 SH DEFINED 01, 02 6,240 DISNEY WALT CO COM 254687106 4,165 165,398 SH DEFINED 01, 02 165,398 DOLLAR TREE STORES INC COM 256747106 943 39,289 SH DEFINED 01, 02 39,289 DONALDSON INC COM 257651109 209 6,900 SH DEFINED 01, 02 6,900 DOVER CORP COM 260003108 691 18,991 SH DEFINED 01, 02 18,991 DOW JONES & CO INC COM 260561105 978 27,600 SH DEFINED 01, 02 27,600 DU PONT E I DE NEMOURS & CO COM 263534109 690 16,043 SH DEFINED 01, 02 16,043 E M C CORP MASS COM 268648102 327 23,836 SH DEFINED 01, 02 23,836 ENSCO INTL INC COM 26874Q100 2,309 64,600 SH DEFINED 01, 02 64,600 EAST WEST BANCORP INC COM 27579R104 828 24,655 SH DEFINED 01, 02 24,655 EATON CORP COM 278058102 350 5,842 SH DEFINED 01, 02 5,842 EBAY INC COM 278642103 3,487 105,648 SH DEFINED 01, 02 105,648 EDO CORP COM 281347104 270 9,021 SH DEFINED 01, 02 9,021 EDWARDS LIFESCIENCES CORP COM 28176E108 607 14,100 SH DEFINED 01, 02 14,100 ELECTRONIC DATA SYS NEW COM 285661104 217 11,279 SH DEFINED 01, 02 11,279 ELECTRONICS FOR IMAGING INC COM 286082102 255 12,100 SH DEFINED 01, 02 12,100 EMERSON ELEC CO COM 291011104 226 3,609 SH DEFINED 01, 02 3,609 ENERGY PARTNERS LTD COM 29270U105 259 9,900 SH DEFINED 01, 02 9,900 EXXON MOBIL CORP COM 30231G102 5,721 99,552 SH DEFINED 01, 02 99,552 FTI CONSULTING INC COM 302941109 279 13,358 SH DEFINED 01, 02 13,358 F5 NETWORKS INC COM 315616102 429 9,082 SH DEFINED 01, 02 9,082 FIFTH THIRD BANCORP COM 316773100 1,025 24,908 SH DEFINED 01, 02 24,908 FIRST BANCORP P R COM 318672102 2,457 61,200 SH DEFINED 01, 02 61,200 FIRST MARBLEHEAD CORP COM 320771108 768 21,900 SH DEFINED 01, 02 21,900 FLAGSTAR BANCORP INC COM 337930101 214 11,300 SH DEFINED 01, 02 11,300 FOOT LOCKER INC COM 344849104 204 7,500 SH DEFINED 01, 02 7,500 FOREST LABS INC COM 345838106 697 17,938 SH DEFINED 01, 02 17,938 FULLER H B CO COM 359694106 276 8,100 SH DEFINED 01, 02 8,100 GEN-PROBE INC NEW COM 36866T103 1,261 34,800 SH DEFINED 01, 02 34,800 GENERAL ELEC CO COM 369604103 5,377 155,185 SH DEFINED 01, 02 155,185 GENUINE PARTS CO COM 372460105 1,252 30,472 SH DEFINED 01, 02 30,472 GOLDEN WEST FINL CORP DEL COM 381317106 2,019 31,364 SH DEFINED 01, 02 31,364 GOODYEAR TIRE & RUBR CO COM 382550101 243 16,300 SH DEFINED 01, 02 16,300 GRACE W R & CO DEL NEW COM 38388F108 2,526 324,263 SH DEFINED 01, 02 324,263 GRACO INC COM 384109104 2,443 71,700 SH DEFINED 01, 02 71,700 GRAINGER W W INC COM 384802104 417 7,610 SH DEFINED 01, 02 7,610 GTECH HLDGS CORP COM 400518106 1,289 44,100 SH DEFINED 01, 02 44,100 GUIDANT CORP COM 401698105 13,462 200,032 SH DEFINED 01, 02 200,032 HARMONIC INC COM 413160102 95 19,700 SH DEFINED 01, 02 19,700 HARRAHS ENTMT INC COM 413619107 2,440 33,857 SH DEFINED 01, 02 33,857 HARRIS CORP DEL COM 413875105 880 28,200 SH DEFINED 01, 02 28,200 HARTFORD FINL SVCS GROUP INC COM 416515104 355 4,750 SH DEFINED 01, 02 4,750 HAWAIIAN ELEC INDUSTRIES COM 419870100 392 14,620 SH DEFINED 01, 02 14,620 HEIDRICK & STRUGGLES INTL IN COM 422819102 349 13,400 SH DEFINED 01, 02 13,400 HOME DEPOT INC COM 437076102 918 23,594 SH DEFINED 01, 02 23,594 HOME PROPERTIES INC COM 437306103 404 9,400 SH DEFINED 01, 02 9,400 HOUSTON EXPL CO COM 442120101 509 9,600 SH DEFINED 01, 02 9,600 ILLINOIS TOOL WKS INC COM 452308109 3,639 45,671 SH DEFINED 01, 02 45,671 IMCLONE SYS INC COM 45245W109 1,630 52,624 SH DEFINED 01, 02 52,624 INFORMATICA CORP COM 45666Q102 100 11,900 SH DEFINED 01, 02 11,900 INTEGRATED DEVICE TECHNOLOGY COM 458118106 480 44,617 SH DEFINED 01, 02 44,617 INTEL CORP COM 458140100 2,413 92,721 SH DEFINED 01, 02 92,721 INTERNATIONAL BUSINESS MACHS COM 459200101 1,154 15,557 SH DEFINED 01, 02 15,557 INTERNATIONAL GAME TECHNOLOG COM 459902102 1,554 55,188 SH DEFINED 01, 02 55,188 INTL PAPER CO COM 460146103 570 18,853 SH DEFINED 01, 02 18,853 JARDEN CORP COM 471109108 259 4,800 SH DEFINED 01, 02 4,800 JETBLUE AWYS CORP COM 477143101 1,237 60,532 SH DEFINED 01, 02 60,532 JONES APPAREL GROUP INC COM 480074103 432 13,930 SH DEFINED 01, 02 13,930 JUNIPER NETWORKS INC COM 48203R104 836 33,200 SH DEFINED 01, 02 33,200 KNBT BANCORP INC COM 482921103 261 17,272 SH DEFINED 01, 02 17,272 KELLOGG CO COM 487836108 384 8,642 SH DEFINED 01, 02 8,642 KENNAMETAL INC COM 489170100 669 14,600 SH DEFINED 01, 02 14,600 KERR MCGEE CORP COM 492386107 7,022 92,013 SH DEFINED 01, 02 92,013 KEYSPAN CORP COM 49337W100 300 7,380 SH DEFINED 01, 02 7,380 KIMBERLY CLARK CORP COM 494368103 267 4,271 SH DEFINED 01, 02 4,271 KIRBY CORP COM 497266106 428 9,500 SH DEFINED 01, 02 9,500 LANDSTAR SYS INC COM 515098101 806 26,710 SH DEFINED 01, 02 26,710 LEE ENTERPRISES INC COM 523768109 309 7,700 SH DEFINED 01, 02 7,700 LEGGETT & PLATT INC COM 524660107 1,657 62,354 SH DEFINED 01, 02 62,354 LIBERTY MEDIA CORP NEW COM 530718105 145 14,200 SH DEFINED 01, 02 14,200 LIMITED BRANDS INC COM 532716107 346 16,148 SH DEFINED 01, 02 16,148 LINEAR TECHNOLOGY CORP COM 535678106 367 10,011 SH DEFINED 01, 02 10,011 LIZ CLAIBORNE INC COM 539320101 389 9,780 SH DEFINED 01, 02 9,780 LOWES COS INC COM 548661107 777 13,342 SH DEFINED 01, 02 13,342 MFA MTG INVTS INC COM 55272X102 345 46,314 SH DEFINED 01, 02 46,314 MGM MIRAGE COM 552953101 1,912 48,300 SH DEFINED 01, 02 48,300 MACDERMID INC COM 554273102 337 10,800 SH DEFINED 01, 02 10,800 MAIN STR BKS INC NEW COM 56034R102 211 8,297 SH DEFINED 01, 02 8,297 MARSH & MCLENNAN COS INC COM 571748102 866 31,252 SH DEFINED 01, 02 31,252 MARVEL ENTERPRISES INC COM 57383M108 452 22,900 SH DEFINED 01, 02 22,900 MASSEY ENERGY CORP COM 576206106 1,509 40,000 SH DEFINED 01, 02 40,000 MAXIM INTEGRATED PRODS INC COM 57772K101 4,698 122,933 SH DEFINED 01, 02 122,933 MCDONALDS CORP COM 580135101 4,859 175,100 SH DEFINED 01, 02 175,100 MCGRAW HILL COS INC COM 580645109 3,398 76,790 SH DEFINED 01, 02 76,790 MEADWESTVACO CORP COM 583334107 763 27,209 SH DEFINED 01, 02 27,209 MEDTRONIC INC COM 585055106 5,424 104,732 SH DEFINED 01, 02 104,732 MERCK & CO INC COM 589331107 559 18,136 SH DEFINED 01, 02 18,136 MERCURY INTERACTIVE CORP COM 589405109 2,125 55,400 SH DEFINED 01, 02 55,400 MEREDITH CORP COM 589433101 765 15,602 SH DEFINED 01, 02 15,602 MERITAGE HOMES CORP COM 59001A102 1,145 14,400 SH DEFINED 01, 02 14,400 MICREL INC COM 594793101 120 10,412 SH DEFINED 01, 02 10,412 MICROSOFT CORP COM 594918104 754 30,346 SH DEFINED 01, 02 30,346 MOTOROLA INC COM 620076109 2,797 153,200 SH DEFINED 01, 02 153,200 MURPHY OIL CORP COM 626717102 1,280 24,500 SH DEFINED 01, 02 24,500 NTL INC DEL COM 62940M104 3,616 52,850 SH DEFINED 01, 02 52,850 NATIONAL INSTRS CORP COM 636518102 238 11,244 SH DEFINED 01, 02 11,244 NAVISTAR INTL CORP NEW COM 63934E108 2,691 84,100 SH DEFINED 01, 02 84,100 NETWORK APPLIANCE INC COM 64120L104 2,305 81,534 SH DEFINED 01, 02 81,534 NORFOLK SOUTHERN CORP COM 655844108 1,879 60,700 SH DEFINED 01, 02 60,700 NORTHERN TR CORP COM 665859104 273 5,987 SH DEFINED 01, 02 5,987 NORTHROP GRUMMAN CORP COM 666807102 1,357 24,561 SH DEFINED 01, 02 24,561 NOVELLUS SYS INC COM 670008101 391 15,814 SH DEFINED 01, 02 15,814 NVIDIA CORP COM 67066G104 208 7,800 SH DEFINED 01, 02 7,800 OCCIDENTAL PETE CORP DEL COM 674599105 1,477 19,200 SH DEFINED 01, 02 19,200 OCWEN FINL CORP COM 675746101 118 17,400 SH DEFINED 01, 02 17,400 OFFICEMAX INC DEL COM 67622P101 3,826 128,523 SH DEFINED 01, 02 128,523 OIL STS INTL INC COM 678026105 259 10,300 SH DEFINED 01, 02 10,300 OMNIVISION TECHNOLOGIES INC COM 682128103 145 10,700 SH DEFINED 01, 02 10,700 ORACLE CORP COM 68389X105 4,200 318,205 SH DEFINED 01, 02 318,205 PMC-SIERRA INC COM 69344F106 1,596 171,023 SH DEFINED 01, 02 171,023 PNC FINL SVCS GROUP INC COM 693475105 297 5,445 SH DEFINED 01, 02 5,445 PACCAR INC COM 693718108 4,760 69,997 SH DEFINED 01, 02 69,997 PACTIV CORP COM 695257105 453 21,000 SH DEFINED 01, 02 21,000 PAYCHEX INC COM 704326107 5,409 166,330 SH DEFINED 01, 02 166,330 PERKINELMER INC COM 714046109 2,304 121,900 SH DEFINED 01, 02 121,900 PERRIGO CO COM 714290103 311 22,312 SH DEFINED 01, 02 22,312 PETSMART INC COM 716768106 1,827 60,200 SH DEFINED 01, 02 60,200 PFIZER INC COM 717081103 3,353 121,565 SH DEFINED 01, 02 121,565 PITNEY BOWES INC COM 724479100 297 6,809 SH DEFINED 01, 02 6,809 POLARIS INDS INC COM 731068102 1,237 22,900 SH DEFINED 01, 02 22,900 PROCTER & GAMBLE CO COM 742718109 315 5,968 SH DEFINED 01, 02 5,968 PROSPERITY BANCSHARES INC COM 743606105 347 12,133 SH DEFINED 01, 02 12,133 PROVIDENT FINL SVCS INC COM 74386T105 248 14,112 SH DEFINED 01, 02 14,112 PULTE HOMES INC COM 745867101 876 10,400 SH DEFINED 01, 02 10,400 QLOGIC CORP COM 747277101 1,858 60,200 SH DEFINED 01, 02 60,200 RADIOSHACK CORP COM 750438103 4,368 188,499 SH DEFINED 01, 02 188,499 RAMBUS INC DEL COM 750917106 916 68,493 SH DEFINED 01, 02 68,493 REALNETWORKS INC COM 75605L104 126 25,435 SH DEFINED 01, 02 25,435 REHABCARE GROUP INC COM 759148109 217 8,100 SH DEFINED 01, 02 8,100 REMINGTON OIL & GAS CORP COM 759594302 239 6,700 SH DEFINED 01, 02 6,700 RENT A CTR INC NEW COM 76009N100 1,784 76,593 SH DEFINED 01, 02 76,593 REYNOLDS AMERICAN INC COM 761713106 307 3,900 SH DEFINED 01, 02 3,900 ROBERT HALF INTL INC COM 770323103 227 9,100 SH DEFINED 01, 02 9,100 ROGERS CORP COM 775133101 239 5,890 SH DEFINED 01, 02 5,890 ROWAN COS INC COM 779382100 253 8,525 SH DEFINED 01, 02 8,525 RYDER SYS INC COM 783549108 5,382 147,039 SH DEFINED 01, 02 147,039 ST JUDE MED INC COM 790849103 599 13,728 SH DEFINED 01, 02 13,728 SANDERSON FARMS INC COM 800013104 209 4,600 SH DEFINED 01, 02 4,600 SARA LEE CORP COM 803111103 317 15,977 SH DEFINED 01, 02 15,977 SCANSOFT INC COM 80603P107 87 23,000 SH DEFINED 01, 02 23,000 SCHERING PLOUGH CORP COM 806605101 1,367 71,712 SH DEFINED 01, 02 71,712 SCHWAB CHARLES CORP NEW COM 808513105 217 19,244 SH DEFINED 01, 02 19,244 SEACOR HOLDINGS INC COM 811904101 219 3,400 SH DEFINED 01, 02 3,400 SEALED AIR CORP NEW COM 81211K100 1,061 21,318 SH DEFINED 01, 02 21,318 SELECTIVE INS GROUP INC COM 816300107 228 4,600 SH DEFINED 01, 02 4,600 SEMTECH CORP COM 816850101 178 10,705 SH DEFINED 01, 02 10,705 SERVICEMASTER CO COM 81760N109 271 20,200 SH DEFINED 01, 02 20,200 SIGMA ALDRICH CORP COM 826552101 2,021 36,056 SH DEFINED 01, 02 36,056 SKYWORKS SOLUTIONS INC COM 83088M102 178 24,200 SH DEFINED 01, 02 24,200 SMITHFIELD FOODS INC COM 832248108 2,149 78,800 SH DEFINED 01, 02 78,800 SMURFIT-STONE CONTAINER CORP COM 832727101 2,503 246,088 SH DEFINED 01, 02 246,088 SOVEREIGN BANCORP INC COM 845905108 1,276 57,100 SH DEFINED 01, 02 57,100 SPECTRUM BRANDS INC COM 84762L105 851 25,788 SH DEFINED 01, 02 25,788 STAPLES INC COM 855030102 1,333 62,591 SH DEFINED 01, 02 62,591 STARBUCKS CORP COM 855244109 424 8,200 SH DEFINED 01, 02 8,200 STATE AUTO FINL CORP COM 855707105 234 7,533 SH DEFINED 01, 02 7,533 STATE STR CORP COM 857477103 458 9,490 SH DEFINED 01, 02 9,490 STERLING BANCSHARES INC COM 858907108 381 24,500 SH DEFINED 01, 02 24,500 STONE ENERGY CORP COM 861642106 513 10,500 SH DEFINED 01, 02 10,500 SUNGARD DATA SYS INC COM 867363103 40,650 1,155,811 SH DEFINED 01, 02 1,155,811 SYCAMORE NETWORKS INC COM 871206108 957 277,370 SH DEFINED 01, 02 277,370 SYMBOL TECHNOLOGIES INC COM 871508107 806 81,700 SH DEFINED 01, 02 81,700 SYSCO CORP COM 871829107 602 16,648 SH DEFINED 01, 02 16,648 TCF FINL CORP COM 872275102 601 23,224 SH DEFINED 01, 02 23,224 TECO ENERGY INC COM 872375100 541 28,600 SH DEFINED 01, 02 28,600 TELEWEST GLOBAL INC COM 87956T107 7,101 311,733 SH DEFINED 01, 02 311,733 TEREX CORP NEW COM 880779103 1,383 35,092 SH DEFINED 01, 02 35,092 TESORO CORP COM 881609101 1,237 26,600 SH DEFINED 01, 02 26,600 TEXAS INDS INC COM 882491103 281 5,000 SH DEFINED 01, 02 5,000 TEXAS INSTRS INC COM 882508104 1,050 37,420 SH DEFINED 01, 02 37,420 TEXTRON INC COM 883203101 637 8,400 SH DEFINED 01, 02 8,400 THERMO ELECTRON CORP COM 883556102 1,489 55,433 SH DEFINED 01, 02 55,433 THOMAS & BETTS CORP COM 884315102 1,940 68,700 SH DEFINED 01, 02 68,700 THORNBURG MTG INC COM 885218107 533 18,300 SH DEFINED 01, 02 18,300 3M CO COM 88579Y101 4,570 63,204 SH DEFINED 01, 02 63,204 TIME WARNER INC COM 887317105 1,053 63,022 SH DEFINED 01, 02 63,022 TIMKEN CO COM 887389104 2,494 107,953 SH DEFINED 01, 02 107,953 TIVO INC COM 888706108 1,502 224,800 SH DEFINED 01, 02 224,800 TOLL BROTHERS INC COM 889478103 406 4,000 SH DEFINED 01, 02 4,000 TOO INC COM 890333107 247 10,588 SH DEFINED 01, 02 10,588 TORO CO COM 891092108 1,583 41,000 SH DEFINED 01, 02 41,000 TOTAL SYS SVCS INC COM 891906109 448 18,589 SH DEFINED 01, 02 18,589 TOYS R US INC COM 892335100 27,820 1,050,600 SH DEFINED 01, 02 1,050,600 TRANS WORLD ENTMT CORP COM 89336Q100 133 11,230 SH DEFINED 01, 02 11,230 TYCO INTL LTD NEW COM 902124106 777 26,600 SH DEFINED 01, 02 26,600 UCBH HOLDINGS INC COM 90262T308 2,524 155,423 SH DEFINED 01, 02 155,423 UNISYS CORP COM 909214108 2,406 380,100 SH DEFINED 01, 02 380,100 UNITED STATES STL CORP NEW COM 912909108 351 10,200 SH DEFINED 01, 02 10,200 V F CORP COM 918204108 494 8,630 SH DEFINED 01, 02 8,630 VALEANT PHARMACEUTICALS INTL COM 91911X104 2,369 134,400 SH DEFINED 01, 02 134,400 VERISIGN INC COM 92343E102 1,633 56,788 SH DEFINED 01, 02 56,788 VISHAY INTERTECHNOLOGY INC COM 928298108 164 13,800 SH DEFINED 01, 02 13,800 W HLDG CO INC COM 929251106 991 97,000 SH DEFINED 01, 02 97,000 WACHOVIA CORP 2ND NEW COM 929903102 274 5,527 SH DEFINED 01, 02 5,527 WALGREEN CO COM 931422109 1,306 28,405 SH DEFINED 01, 02 28,405 WASHINGTON MUT INC COM 939322103 1,949 47,896 SH DEFINED 01, 02 47,896 WATERS CORP COM 941848103 870 23,400 SH DEFINED 01, 02 23,400 WITNESS SYS INC COM 977424100 201 11,000 SH DEFINED 01, 02 11,000 WORTHINGTON INDS INC COM 981811102 337 21,300 SH DEFINED 01, 02 21,300 WYETH COM 983024100 1,082 24,310 SH DEFINED 01, 02 24,310 WYNN RESORTS LTD COM 983134107 3,267 69,115 SH DEFINED 01, 02 69,115 XEROX CORP COM 984121103 3,785 274,470 SH DEFINED 01, 02 274,470 YAHOO INC COM 984332106 832 24,000 SH DEFINED 01, 02 24,000 YELLOW ROADWAY CORP COM 985577105 1,166 22,948 SH DEFINED 01, 02 22,948 ZIMMER HLDGS INC COM 98956P102 3,808 49,994 SH DEFINED 01, 02 49,994 INGERSOLL-RAND COM G4776G101 5,401 75,699 SH DEFINED 01, 02 75,699 WEATHERFORD INTERNATIONAL LT COM G95089101 1,908 32,900 SH DEFINED 01, 02 32,900 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 277 6,300 SH DEFINED 01, 02 6,300 RELIANT ENERGY INC COM 75952B105 3 37,365 SH DEFINED 01, 02 37,365 ARIBA INC COM NEW 04033V203 131 22,700 SH DEFINED 01, 02 22,700 COOPER COS INC COM NEW 216648402 1,138 18,700 SH DEFINED 01, 02 18,700 GENENTECH INC COM NEW 368710406 498 6,200 SH DEFINED 01, 02 6,200 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 219 7,500 SH DEFINED 01, 02 7,500 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,557 31,200 SH DEFINED 01, 02 31,200 MAGELLAN HEALTH SVCS INC COM NEW 559079207 251 7,100 SH DEFINED 01, 02 7,100 U S G CORP COM NEW 903293405 3,737 87,940 SH DEFINED 01, 02 87,940 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,908 80,750 SH DEFINED 01, 02 80,750 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 367 46,300 SH DEFINED 01, 02 46,300 COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 40,573 950,600 PRN DEFINED 01, 02 950,600 EQUINIX INC DBCV 2.500% 2/1 29444UAE6 2,455 2,000,000 PRN DEFINED 01, 02 2,000,000 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 9,673 9,000,000 PRN DEFINED 01, 02 9,000,000 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 8,578 7,500,000 PRN DEFINED 01, 02 7,500,000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,550 51,400 SH DEFINED 01, 02 51,400 CNET NETWORKS INC NOTE 0.750% 4/1 12613RAD6 6,396 6,644,000 PRN DEFINED 01, 02 6,644,000 KULICKE & SOFFA INDS INC NOTE 1.000% 6/3 501242AP6 1,153 1,460,000 PRN DEFINED 01, 02 1,460,000 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 1,554 1,564,000 PRN DEFINED 01, 02 1,564,000 THORATEC CORP NOTE 1.379% 5/1 885175AB5 5,807 10,000,000 PRN DEFINED 01, 02 10,000,000 SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB7 8,516 8,404,000 PRN DEFINED 01, 02 8,404,000 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 7,334 7,945,000 PRN DEFINED 01, 02 7,945,000 CEPHALON INC NOTE 2.000% 6/0 156708AP4 7,509 7,500,000 PRN DEFINED 01, 02 7,500,000 ADDED CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 6,110 6,575,000 PRN DEFINED 01, 02 6,575,000 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 11,905 8,005,000 PRN DEFINED 01, 02 8,005,000 GREY WOLF INC NOTE 3.750% 5/0 397888AD0 4,912 3,890,000 PRN DEFINED 01, 02 3,890,000 GENCORP INC NOTE 4.000% 1/1 368682AJ9 1,979 1,472,000 PRN DEFINED 01, 02 1,472,000 LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 5,595 5,640,000 PRN DEFINED 01, 02 5,640,000 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 6,295 6,110,000 PRN DEFINED 01, 02 6,110,000 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 4,566 4,750,000 PRN DEFINED 01, 02 4,750,000 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 3,261 3,000,000 PRN DEFINED 01, 02 3,000,000 DAIMLERCHRYSLER AG ORD D1668R123 615 15,173 SH DEFINED 01, 02 15,173 FRESH DEL MONTE PRODUCE INC ORD G36738105 361 13,400 SH DEFINED 01, 02 13,400 SINA CORP ORD G81477104 460 16,500 SH DEFINED 01, 02 16,500 TRANSOCEAN INC ORD G90078109 977 18,100 SH DEFINED 01, 02 18,100 CHECK POINT SOFTWARE TECH LT ORD M22465104 3,523 177,673 SH DEFINED 01, 02 177,673 CELANESE CORP DEL PFD 4.25% CONV 150870202 4,734 193,600 PRN DEFINED 01, 02 193,600 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 5,205 5,000,000 PRN DEFINED 01, 02 5,000,000 GLIMCHER RLTY TR SH BEN INT 379302102 236 8,500 SH DEFINED 01, 02 8,500 PRENTISS PPTYS TR SH BEN INT 740706106 750 20,586 SH DEFINED 01, 02 20,586 PROLOGIS SH BEN INT 743410102 290 7,200 SH DEFINED 01, 02 7,200 SEAGATE TECHNOLOGY SHS G7945J104 876 49,900 SH DEFINED 01, 02 49,900 WILLIS GROUP HOLDINGS LTD SHS G96655108 1,181 36,100 SH DEFINED 01, 02 36,100 GENERAL MARITIME CORP SHS Y2692M103 2,082 49,100 SH DEFINED 01, 02 49,100 DIME BANCORP INC NEW *W EXP 25429Q110 144 799,418 SH DEFINED 01, 02 799,418 99/99/999 FORDING CDN COAL TR TR UNIT 345425102 9,165 99,400 SH DEFINED 01, 02 99,400 SPDR TR UNIT SER 1 78462F103 54,283 455,467 SH DEFINED 01, 02 455,467 STAR GAS PARTNERS L P UNIT LTD PARTN 85512C105 459 161,000 SH DEFINED 01, 02 161,000 347 756,100
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 347 Form 13F Information Table Value Total: $756,100 (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-----