-----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, EowNwsmV5G8pSkXrs8+PQwDjb8phBAbsv/2jcReYuV54bE87Kyb1MOV1XUFIFva9 uyXSmoDxb95cb8IA0NbhDw== 0000950159-05-000624.txt : 20050516 0000950159-05-000624.hdr.sgml : 20050516 20050516163033 ACCESSION NUMBER: 0000950159-05-000624 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050516 DATE AS OF CHANGE: 20050516 EFFECTIVENESS DATE: 20050516 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: 05834912 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: March 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 05/16/05 - -------------- ------------- ---------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 357 Form 13F Information Table Value Total: $772,071 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 01 28- 10034 CGI Holdings, Inc. 02 28- 10033 Clinton Group Equity, Co.
TITLE OF NAME OF ISSUER CLASS CUSIP VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (x1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE A D C TELECOMMUNICATIONS COM 000886101 43 21,800 SH DEFINED 01,02 21,800 ACCENTURE LTD BERMUDA CL A G1150G111 2,816 116,624 SH DEFINED 01,02 116,624 ACTUANT CORP CL A NEW 00508X203 499 11,100 SH DEFINED 01,02 11,100 ADAPTEC INC COM 00651F108 370 77,260 SH DEFINED 01,02 77,260 AFFILIATED COMPUTER SERVICES CL A 008190100 1,379 25,900 SH DEFINED 01,02 25,900 AGCO CORP COM 001084102 1,676 91,836 SH DEFINED 01,02 91,836 ALBERTO CULVER CO COM 013068101 2,083 43,528 SH DEFINED 01,02 43,528 ALBERTSONS INC COM 013104104 782 37,853 SH DEFINED 01,02 37,853 ALIGN TECHNOLOGY INC COM 016255101 105 16,829 SH DEFINED 01,02 16,829 ALLERGAN INC COM 018490102 329 4,738 SH DEFINED 01,02 4,738 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 2,036 278,500 SH DEFINED 01,02 278,500 ALPHARMA INC CL A 020813101 196 15,886 SH DEFINED 01,02 15,886 ALTIRIS INC COM 02148M100 239 10,000 SH DEFINED 01,02 10,000 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 25,679 26,000,000 PRN DEFINED 01,02 26,000,000 AMERADA HESS CORP COM 023551104 1,434 14,900 SH DEFINED 01,02 14,900 AMERICAN CAPITAL STRATEGIES COM 024937104 876 27,900 SH DEFINED 01,02 27,900 AMERICAN ELEC PWR INC COM 025537101 249 7,309 SH DEFINED 01,02 7,309 AMERICAN EXPRESS CO COM 025816109 2,524 49,134 SH DEFINED 01,02 49,134 AMERICAN INTL GROUP INC COM 026874107 4,151 74,920 SH DEFINED 01,02 74,920 AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 17,118 15,770,000 PRN DEFINED 01,02 15,770,000 AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK8 23,093 14,455,000 PRN DEFINED 01,02 14,455,000 AMERIGROUP CORP COM 03073T102 652 17,837 SH DEFINED 01,02 17,837 AMERITRADE HLDG CORP NEW COM 03074K100 321 31,406 SH DEFINED 01,02 31,406 AMSOUTH BANCORPORATION COM 032165102 674 25,977 SH DEFINED 01,02 25,977 AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB4 3,079 3,357,000 PRN DEFINED 01,02 3,357,000 ANADARKO PETE CORP COM 032511107 1,654 21,737 SH DEFINED 01,02 21,737 ANDRX CORP DEL ANDRX GROUP 034553107 233 10,256 SH DEFINED 01,02 10,256 ANNTAYLOR STORES CORP COM 036115103 1,315 51,395 SH DEFINED 01,02 51,395 AON CORP COM 037389103 461 20,164 SH DEFINED 01,02 20,164 APACHE CORP COM 037411105 403 6,574 SH DEFINED 01,02 6,574 APOLLO GROUP INC CL A 037604105 3,092 41,746 SH DEFINED 01,02 41,746 APPLE COM 037833100 573 13,761 SH DEFINED 01,02 13,761 APPLIED MATLS INC COM 038222105 2,878 177,129 SH DEFINED 01,02 177,129 ARMOR HOLDINGS INC COM 042260109 293 7,900 SH DEFINED 01,02 7,900 ARTHROCARE CORP COM 043136100 299 10,500 SH DEFINED 01,02 10,500 ASSOCIATED BANC CORP COM 045487105 467 14,940 SH DEFINED 01,02 14,940 ATHEROS COM 04743P108 252 24,500 SH DEFINED 01,02 24,500 AUTOMATIC DATA PROCESSING IN COM 053015103 1,688 37,542 SH DEFINED 01,02 37,542 AVAYA INC COM 053499109 718 61,500 SH DEFINED 01,02 61,500 AVERY DENNISON CORP COM 053611109 1,033 16,688 SH DEFINED 01,02 16,688 AVID TECHNOLOGY INC COM 05367P100 1,672 30,900 SH DEFINED 01,02 30,900 AVOCENT CORP COM 053893103 478 18,643 SH DEFINED 01,02 18,643 AVON PRODS INC COM 054303102 1,432 33,352 SH DEFINED 01,02 33,352 AXCELIS TECHNOLOGIES INC COM 054540109 161 22,074 SH DEFINED 01,02 22,074 BAKER HUGHES INC COM 057224107 4,217 94,778 SH DEFINED 01,02 94,778 BANK HAWAII CORP COM 062540109 1,357 29,991 SH DEFINED 01,02 29,991 BANK OF AMERICA CORPORATION COM 060505104 4,582 103,892 SH DEFINED 01,02 103,892 BARD C R INC COM 067383109 531 7,793 SH DEFINED 01,02 7,793 BB&T CORP COM 054937107 396 10,126 SH DEFINED 01,02 10,126 BEAR STEARNS COS INC COM 073902108 2,637 26,399 SH DEFINED 01,02 26,399 BEARINGPOINT INC COM 074002106 130 14,833 SH DEFINED 01,02 14,833 BED BATH & BEYOND INC COM 075896100 3,495 95,646 SH DEFINED 01,02 95,646 BELLSOUTH CORP COM 079860102 1,997 75,950 SH DEFINED 01,02 75,950 BEST BUY INC COM 086516101 634 11,747 SH DEFINED 01,02 11,747 BIOMET INC COM 090613100 5,034 138,686 SH DEFINED 01,02 138,686 BKF CAP GROUP INC COM 05548G102 663 16,575 SH DEFINED 01,02 16,575 BLACK & DECKER CORP COM 091797100 948 11,997 SH DEFINED 01,02 11,997 BLOCKBUSTER INC CL B 093679207 5,016 600,000 SH DEFINED 01,02 600,000 BOSTON SCIENTIFIC CORP COM 101137107 3,570 121,877 SH DEFINED 01,02 121,877 BOWATER INC COM 102183100 1,269 33,700 SH DEFINED 01,02 33,700 BRE PROPERTIES INC CL A 05564E106 701 19,867 SH DEFINED 01,02 19,867 BRIGGS & STRATTON CORP COM 109043109 222 6,108 SH DEFINED 01,02 6,108 BUCKEYE TECHNOLOGIES INC COM 118255108 197 18,200 SH DEFINED 01,02 18,200 C H ROBINSON WORLDWIDE INC COM 12541W100 368 7,151 SH DEFINED 01,02 7,151 CABOT CORP COM 127055101 347 10,392 SH DEFINED 01,02 10,392 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 230 9,808 SH DEFINED 01,02 9,808 CAPITALSOURCE INC DBCV 3.500% 7/1 14055XAD4 2,182 2,250,000 PRN DEFINED 01,02 2,250,000 CAREER EDUCATION CORP COM 141665109 560 16,350 SH DEFINED 01,02 16,350 CARNIVAL CORP PAIRED CTF 143658300 963 18,579 SH DEFINED 01,02 18,579 CATHAY GENERAL BANCORP COM 149150104 678 21,537 SH DEFINED 01,02 21,537 CELANESE CORP DEL PFD 4.25% CONV 150870202 4,667 167,600 PRN DEFINED 01,02 167,600 CENDANT CORP COM 151313103 221 10,754 SH DEFINED 01,02 10,754 CEPHALON INC COM 156708109 307 6,553 SH DEFINED 01,02 6,553 CHESAPEAKE ENERGY CORP COM 165167107 698 31,800 SH DEFINED 01,02 31,800 CHEVRONTEXACO CORP COM 166764100 5,101 87,476 SH DEFINED 01,02 87,476 CHIRON CORP COM 170040109 1,854 52,894 SH DEFINED 01,02 52,894 CISCO SYS INC COM 17275R102 700 39,138 SH DEFINED 01,02 39,138 CITIGROUP INC COM 172967101 3,748 83,408 SH DEFINED 01,02 83,408 CITY HLDG CO COM 177835105 218 7,375 SH DEFINED 01,02 7,375 CITY NATL CORP COM 178566105 446 6,388 SH DEFINED 01,02 6,388 CLARCOR INC COM 179895107 395 7,600 SH DEFINED 01,02 7,600 CNET NETWORKS INC NOTE 0.750% 4/1 12613RAD6 5,546 6,000,000 PRN DEFINED 01,02 6,000,000 CNF INC COM 12612W104 317 6,776 SH DEFINED 01,02 6,776 COCA COLA CO COM 191216100 338 8,119 SH DEFINED 01,02 8,119 COGNEX CORP COM 192422103 435 17,479 SH DEFINED 01,02 17,479 COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 45,802 1,104,600 PRN DEFINED 01,02 1,104,600 COMERICA INC COM 200340107 667 12,108 SH DEFINED 01,02 12,108 COMPUTER SCIENCES CORP COM 205363104 471 10,272 SH DEFINED 01,02 10,272 COMPUWARE CORP COM 205638109 186 25,800 SH DEFINED 01,02 25,800 COMSTOCK RES INC COM 205768203 391 13,600 SH DEFINED 01,02 13,600 COMVERSE TECHNOLOGY INC COM PAR$0.10 205862402 293 11,600 SH DEFINED 01,02 11,600 CONSOLIDATED EDISON INC COM 209115104 2,069 49,062 SH DEFINED 01,02 49,062 COOPER CAMERON CORP COM 216640102 2,814 49,179 SH DEFINED 01,02 49,179 COOPER COS INC COM NEW 216648402 1,094 15,000 SH DEFINED 01,02 15,000 CORINTHIAN COLLEGES INC COM 218868107 313 19,900 SH DEFINED 01,02 19,900 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 216 5,600 SH DEFINED 01,02 5,600 CORUS BANKSHARES INC COM 220873103 258 5,400 SH DEFINED 01,02 5,400 COUNTRYWIDE FINANCIAL CORP COM 222372104 893 27,514 SH DEFINED 01,02 27,514 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 6,948 7,683,000 PRN DEFINED 01,02 7,683,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 188 14,900 SH DEFINED 01,02 14,900 D R HORTON INC COM 23331A109 211 7,200 SH DEFINED 01,02 7,200 DAIMLERCHRYSLER AG ORD D1668R123 3,259 72,873 SH DEFINED 01,02 72,873 DANA CORP COM 235811106 1,258 98,394 SH DEFINED 01,02 98,394 DANAHER CORP DEL COM 235851102 2,814 52,683 SH DEFINED 01,02 52,683 DATASCOPE CORP COM 238113104 215 7,030 SH DEFINED 01,02 7,030 DEERE & CO COM 244199105 1,281 19,089 SH DEFINED 01,02 19,089 DELTA & PINE LD CO COM 247357106 240 8,900 SH DEFINED 01,02 8,900 DIGITAL INSIGHT CORP COM 25385P106 210 12,800 SH DEFINED 01,02 12,800 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 998 1,000,000 PRN DEFINED 01,02 1,000,000 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 96 799,418 SH DEFINED 01,02 799,418 DIRECTV GROUP INC COM 25459L106 880 61,054 SH DEFINED 01,02 61,054 DISNEY WALT CO COM DISNEY 254687106 741 25,798 SH DEFINED 01,02 25,798 DOLLAR GEN CORP COM 256669102 705 32,194 SH DEFINED 01,02 32,194 DONNELLEY R R & SONS CO COM 257867101 1,847 58,400 SH DEFINED 01,02 58,400 DOVER CORP COM 260003108 1,001 26,491 SH DEFINED 01,02 26,491 DOW CHEM CO COM 260543103 3,390 68,005 SH DEFINED 01,02 68,005 DST SYS INC DEL COM 233326107 393 8,500 SH DEFINED 01,02 8,500 DUKE REALTY CORP COM NEW 264411505 982 32,893 SH DEFINED 01,02 32,893 EAST WEST BANCORP INC COM 27579R104 1,494 40,455 SH DEFINED 01,02 40,455 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,469 50,209 SH DEFINED 01,02 50,209 EDO CORP COM 281347104 234 7,800 SH DEFINED 01,02 7,800 EDUCATION MGMT CORP COM 28139T101 2,673 95,620 SH DEFINED 01,02 95,620 ELAN PLC ADR 284131208 437 134,800 SH DEFINED 01,02 134,800 ELECTRONIC ARTS INC COM 285512109 492 9,500 SH DEFINED 01,02 9,500 ENCORE ACQUISITION CO COM 29255W100 448 10,853 SH DEFINED 01,02 10,853 ENSCO INTL INC COM 26874Q100 862 22,900 SH DEFINED 01,02 22,900 ENTEGRIS INC COM 29362U104 259 26,170 SH DEFINED 01,02 26,170 ESTERLINE TECHNOLOGIES CORP COM 297425100 460 13,300 SH DEFINED 01,02 13,300 EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB4 2,948 3,195,000 PRN DEFINED 01,02 3,195,000 EXXON MOBIL CORP COM 30231G102 5,307 89,052 SH DEFINED 01,02 89,052 F5 NETWORKS INC COM 315616102 416 8,237 SH DEFINED 01,02 8,237 FAMILY DLR STORES INC COM 307000109 258 8,496 SH DEFINED 01,02 8,496 FASTENAL CO COM 311900104 1,121 20,269 SH DEFINED 01,02 20,269 FEDERAL NATL MTG ASSN COM 313586109 3,044 55,902 SH DEFINED 01,02 55,902 FEDERATED INVS INC PA CL B 314211103 401 14,168 SH DEFINED 01,02 14,168 FINANCIAL FED CORP COM 317492106 499 14,119 SH DEFINED 01,02 14,119 FIRST BANCORP P R COM 318672102 414 9,800 SH DEFINED 01,02 9,800 FIRST DATA CORP COM 319963104 2,554 64,971 SH DEFINED 01,02 64,971 FIRST FINL BANCORP OH COM 320209109 361 19,800 SH DEFINED 01,02 19,800 FIRST HORIZON NATL CORP COM 320517105 1,288 31,574 SH DEFINED 01,02 31,574 FIRST MARBLEHEAD CORP COM 320771108 1,270 22,079 SH DEFINED 01,02 22,079 FISHER SCIENTIFIC INTL INC COM NEW 338032204 416 7,300 SH DEFINED 01,02 7,300 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 38,668 25,500,000 PRN DEFINED 01,02 25,500,000 FORD MTR CO DEL COM PAR $0.01 345370860 4,987 440,118 SH DEFINED 01,02 440,118 FORDING CDN COAL TR TR UNIT 345425102 7,121 77,500 SH DEFINED 01,02 77,500 FOREST LABS INC COM 345838106 3,567 96,538 SH DEFINED 01,02 96,538 FOSSIL INC COM 349882100 963 37,143 SH DEFINED 01,02 37,143 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 982 24,791 SH DEFINED 01,02 24,791 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 1,793 113,000 SH DEFINED 01,02 113,000 GATEWAY INC COM 367626108 1,111 275,700 SH DEFINED 01,02 275,700 GENCORP INC NOTE 4.000% 1/1 368682AJ9 4,010 2,859,000 PRN DEFINED 01,02 2,859,000 GENENTECH INC COM NEW 368710406 2,355 41,600 SH DEFINED 01,02 41,600 GENERAL ELEC CO COM 369604103 324 8,985 SH DEFINED 01,02 8,985 GENERAL MTRS CORP COM 370442105 1,685 57,346 SH DEFINED 01,02 57,346 GEORGIA PAC CORP COM 373298108 1,562 44,019 SH DEFINED 01,02 44,019 GLOBALSANTAFE CORP SHS G3930E101 1,326 35,794 SH DEFINED 01,02 35,794 GOLDEN WEST FINL CORP DEL COM 381317106 2,636 43,564 SH DEFINED 01,02 43,564 GOLDMAN SACHS GROUP INC COM 38141G104 3,788 34,439 SH DEFINED 01,02 34,439 GRACE W R & CO DEL NEW COM 38388F108 4,399 516,350 SH DEFINED 01,02 516,350 GROUP 1 AUTOMOTIVE INC COM 398905109 466 17,700 SH DEFINED 01,02 17,700 GUIDANT CORP COM 401698105 12,565 170,032 SH DEFINED 01,02 170,032 HARLEY DAVIDSON INC COM 412822108 769 13,322 SH DEFINED 01,02 13,322 HARMAN INTL INDS INC COM 413086109 4,966 56,135 SH DEFINED 01,02 56,135 HAWAIIAN ELEC INDUSTRIES COM 419870100 1,205 47,220 SH DEFINED 01,02 47,220 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 5,672 4,500,000 PRN DEFINED 01,02 4,500,000 HEARTLAND EXPRESS INC COM 422347104 589 30,744 SH DEFINED 01,02 30,744 HENRY JACK & ASSOC INC COM 426281101 627 34,832 SH DEFINED 01,02 34,832 HEWITT ASSOCS INC COM 42822Q100 2,362 88,800 SH DEFINED 01,02 88,800 HILTON HOTELS CORP COM 432848109 307 13,747 SH DEFINED 01,02 13,747 HOME DEPOT INC COM 437076102 2,260 59,094 SH DEFINED 01,02 59,094 HUGHES SUPPLY INC COM 444482103 1,320 44,359 SH DEFINED 01,02 44,359 HUMANA INC COM 444859102 335 10,500 SH DEFINED 01,02 10,500 HUNT J B TRANS SVCS INC COM 445658107 865 19,771 SH DEFINED 01,02 19,771 IAC INTERACTIVECORP COM 44919P102 920 41,315 SH DEFINED 01,02 41,315 IKON OFFICE SOLUTIONS INC COM 451713101 377 38,124 SH DEFINED 01,02 38,124 IMCLONE SYS INC COM 45245W109 760 22,033 SH DEFINED 01,02 22,033 INGRAM MICRO INC CL A 457153104 1,592 95,500 SH DEFINED 01,02 95,500 INTERNATIONAL BUSINESS MACHS COM 459200101 1,671 18,281 SH DEFINED 01,02 18,281 INTERNATIONAL GAME TECHNOLOG COM 459902102 2,435 91,349 SH DEFINED 01,02 91,349 INTL PAPER CO COM 460146103 1,767 48,041 SH DEFINED 01,02 48,041 INVESTORS FINL SERVICES CORP COM 461915100 484 9,900 SH DEFINED 01,02 9,900 IRON MTN INC PA COM 462846106 2,594 89,942 SH DEFINED 01,02 89,942 JAMES RIVER COAL CO COM NEW 470355207 2,044 53,300 SH DEFINED 01,02 53,300 JANUS CAP GROUP INC COM 47102X105 533 38,238 SH DEFINED 01,02 38,238 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 15,957 20,040,000 PRN DEFINED 01,02 20,040,000 JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB7 2,462 2,844,000 PRN DEFINED 01,02 2,844,000 JONES APPAREL GROUP INC COM 480074103 636 18,996 SH DEFINED 01,02 18,996 JOURNAL REGISTER CO COM 481138105 477 28,586 SH DEFINED 01,02 28,586 JPMORGAN & CHASE & CO COM 46625H100 1,384 40,000 SH DEFINED 01,02 40,000 JUNIPER NETWORKS INC COM 48203R104 1,052 47,675 SH DEFINED 01,02 47,675 KAYDON CORP COM 486587108 403 12,844 SH DEFINED 01,02 12,844 KB HOME COM 48666K109 658 5,600 SH DEFINED 01,02 5,600 KELLOGG CO COM 487836108 1,884 43,542 SH DEFINED 01,02 43,542 KERR MCGEE CORP COM 492386107 9,953 127,062 SH DEFINED 01,02 127,062 KRAFT FOODS INC CL A 50075N104 939 28,400 SH DEFINED 01,02 28,400 KROGER CO COM 501044101 869 54,218 SH DEFINED 01,02 54,218 KULICKE & SOFFA INDS INC NOTE 1.000% 6/3 501242AP6 262 337,000 PRN DEFINED 01,02 337,000 L-3 COMMUNICATIONS HLDGS COM 502424104 433 6,100 SH DEFINED 01,02 6,100 LABORATORY CORP AMER HLDGS COM NEW 50540R409 280 5,800 SH DEFINED 01,02 5,800 LAMAR ADVERTISING CO CL A 512815101 1,073 26,637 SH DEFINED 01,02 26,637 LAUDER ESTEE COS INC CL A 518439104 4,712 104,748 SH DEFINED 01,02 104,748 LEAR CORP COM 521865105 1,217 27,438 SH DEFINED 01,02 27,438 LENNAR CORP CL A 526057104 1,270 22,400 SH DEFINED 01,02 22,400 LEXMARK INTL NEW CL A 529771107 242 3,021 SH DEFINED 01,02 3,021 LIBERTY MEDIA CORP NEW COM SER A 530718105 107 10,300 SH DEFINED 01,02 10,300 LINCOLN ELEC HLDGS INC COM 533900106 223 7,399 SH DEFINED 01,02 7,399 LITTELFUSE INC COM 537008104 506 17,671 SH DEFINED 01,02 17,671 LIZ CLAIBORNE INC COM 539320101 489 12,180 SH DEFINED 01,02 12,180 LOUISIANA PAC CORP COM 546347105 1,335 53,100 SH DEFINED 01,02 53,100 LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 12,549 13,835,000 PRN DEFINED 01,02 13,835,000 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 16,177 15,000,000 PRN DEFINED 01,02 15,000,000 LYONDELL CHEMICAL CO COM 552078107 3,147 112,700 SH DEFINED 01,02 112,700 MACROVISION CORP COM 555904101 271 11,900 SH DEFINED 01,02 11,900 MAGMA DESIGN AUTOMATION COM 559181102 145 12,200 SH DEFINED 01,02 12,200 MAIN STR BKS INC NEW COM 56034R102 267 10,104 SH DEFINED 01,02 10,104 MANPOWER INC COM 56418H100 470 10,801 SH DEFINED 01,02 10,801 MARATHON OIL CORP COM 565849106 324 6,916 SH DEFINED 01,02 6,916 MARSH & MCLENNAN COS INC COM 571748102 318 10,452 SH DEFINED 01,02 10,452 MASCO CORP COM 574599106 265 7,637 SH DEFINED 01,02 7,637 MATTSON TECHNOLOGY INC COM 577223100 133 16,700 SH DEFINED 01,02 16,700 MAYTAG CORP COM 578592107 509 36,400 SH DEFINED 01,02 36,400 MBIA INC COM 55262C100 1,598 30,561 SH DEFINED 01,02 30,561 MCDONALDS CORP COM 580135101 395 12,700 SH DEFINED 01,02 12,700 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,991 66,400 SH DEFINED 01,02 66,400 MEDTRONIC INC COM 585055106 1,311 25,732 SH DEFINED 01,02 25,732 MEREDITH CORP COM 589433101 547 11,702 SH DEFINED 01,02 11,702 MERRILL LYNCH & CO INC COM 590188108 1,128 19,926 SH DEFINED 01,02 19,926 MFA MTG INVTS INC COM 55272X102 373 49,014 SH DEFINED 01,02 49,014 MICROMUSE INC COM 595094103 121 26,818 SH DEFINED 01,02 26,818 MICROSOFT CORP COM 594918104 2,971 122,925 SH DEFINED 01,02 122,925 MINE SAFETY APPLIANCES CO COM 602720104 279 7,200 SH DEFINED 01,02 7,200 MOHAWK INDS INC COM 608190104 919 10,900 SH DEFINED 01,02 10,900 MORGAN STANLEY COM NEW 617446448 4,843 84,597 SH DEFINED 01,02 84,597 MOTOROLA INC COM 620076109 1,121 74,900 SH DEFINED 01,02 74,900 MSC INDL DIRECT INC CL A 553530106 203 6,632 SH DEFINED 01,02 6,632 MURPHY OIL CORP COM 626717102 217 2,200 SH DEFINED 01,02 2,200 NARA BANCORP INC COM 63080P105 508 36,139 SH DEFINED 01,02 36,139 NATIONAL CITY CORP COM 635405103 455 13,584 SH DEFINED 01,02 13,584 NAVISTAR INTL CORP NEW COM 63934E108 3,816 104,828 SH DEFINED 01,02 104,828 NEIMAN MARCUS GROUP INC CL A 640204202 2,425 26,500 SH DEFINED 01,02 26,500 NELNET INC CL A 64031N108 216 6,800 SH DEFINED 01,02 6,800 NETIQ CORP COM 64115P102 167 14,600 SH DEFINED 01,02 14,600 NETWORK APPLIANCE INC COM 64120L104 1,380 49,900 SH DEFINED 01,02 49,900 NEWFIELD EXPL CO COM 651290108 1,753 23,600 SH DEFINED 01,02 23,600 NEWMONT MINING CORP COM 651639106 532 12,600 SH DEFINED 01,02 12,600 NIKE INC CL B 654106103 4,771 57,270 SH DEFINED 01,02 57,270 NOBLE ENERGY INC COM 655044105 927 13,634 SH DEFINED 01,02 13,634 NORFOLK SOUTHERN CORP COM 655844108 207 5,600 SH DEFINED 01,02 5,600 NRG ENERGY INC COM NEW 629377508 253 7,400 SH DEFINED 01,02 7,400 NTL INC DEL COM 62940M104 1,455 22,850 SH DEFINED 01,02 22,850 NU SKIN ENTERPRISES INC CL A 67018T105 1,148 51,019 SH DEFINED 01,02 51,019 NUCOR CORP COM 670346105 2,187 38,000 SH DEFINED 01,02 38,000 OPEN SOLUTIONS INC COM 68371P102 452 22,800 SH DEFINED 01,02 22,800 OPTIMAL GROUP INC CL A NEW 68388R208 14,966 823,666 SH DEFINED 01,02 823,666 ORACLE CORP COM 68389X105 2,577 206,505 SH DEFINED 01,02 206,505 PACIFICARE HEALTH SYS DEL COM 695112102 370 6,500 SH DEFINED 01,02 6,500 PAYCHEX INC COM 704326107 2,819 85,887 SH DEFINED 01,02 85,887 PEPCO HOLDINGS INC COM 713291102 248 11,800 SH DEFINED 01,02 11,800 PHELPS DODGE CORP COM 717265102 977 9,600 SH DEFINED 01,02 9,600 PIXELWORKS INC COM 72581M107 105 12,900 SH DEFINED 01,02 12,900 PLUM CREEK TIMBER CO INC COM 729251108 1,137 31,850 SH DEFINED 01,02 31,850 PMC-SIERRA INC COM 69344F106 565 64,202 SH DEFINED 01,02 64,202 POGO PRODUCING CO COM 730448107 1,033 20,980 SH DEFINED 01,02 20,980 POPULAR INC COM 733174106 319 13,100 SH DEFINED 01,02 13,100 PRENTISS PPTYS TR SH BEN INT 740706106 1,212 35,486 SH DEFINED 01,02 35,486 PROCTER & GAMBLE CO COM 742718109 847 15,985 SH DEFINED 01,02 15,985 PROSPERITY BANCSHARES INC COM 743606105 366 13,833 SH DEFINED 01,02 13,833 PROVIDIAN FINL CORP COM 74406A102 276 16,100 SH DEFINED 01,02 16,100 QUIKSILVER INC COM 74838C106 2,572 88,600 SH DEFINED 01,02 88,600 R & G FINANCIAL CORP CL B 749136107 492 15,800 SH DEFINED 01,02 15,800 RADIO ONE INC CL D NON VTG 75040P405 282 19,143 SH DEFINED 01,02 19,143 RADIOSHACK CORP COM 750438103 1,098 44,820 SH DEFINED 01,02 44,820 RADISYS CORP NOTE 1.375%11/1 750459AD1 3,695 4,086,000 PRN DEFINED 01,02 4,086,000 REDWOOD TR INC COM 758075402 478 9,330 SH DEFINED 01,02 9,330 REINSURANCE GROUP AMER INC COM 759351109 550 12,926 SH DEFINED 01,02 12,926 RELIANT ENERGY INC COM 75952B105 37,366 SH DEFINED 01,02 37,366 RENAISSANCERE HOLDINGS LTD COM G7496G103 1,880 40,258 SH DEFINED 01,02 40,258 RF MICRODEVICES INC COM 749941100 109 20,800 SH DEFINED 01,02 20,800 ROBERT HALF INTL INC COM 770323103 544 20,173 SH DEFINED 01,02 20,173 ROGERS CORP COM 775133101 440 10,990 SH DEFINED 01,02 10,990 ROWAN COS INC COM 779382100 1,617 54,025 SH DEFINED 01,02 54,025 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,996 44,663 SH DEFINED 01,02 44,663 RPC INC COM 749660106 245 16,114 SH DEFINED 01,02 16,114 RUDDICK CORP COM 781258108 269 11,629 SH DEFINED 01,02 11,629 RYDER SYS INC COM 783549108 2,787 66,839 SH DEFINED 01,02 66,839 SANMINA SCI CORP COM 800907107 2,019 386,768 SH DEFINED 01,02 386,768 SBC COMMUNICATIONS INC COM 78387G103 1,891 79,820 SH DEFINED 01,02 79,820 SCHLUMBERGER LTD COM 806857108 564 8,008 SH DEFINED 01,02 8,008 SCHULMAN A INC COM 808194104 204 11,694 SH DEFINED 01,02 11,694 SCIENTIFIC ATLANTA INC COM 808655104 793 28,100 SH DEFINED 01,02 28,100 SEACOR HOLDINGS INC COM 811904101 516 8,100 SH DEFINED 01,02 8,100 SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB7 16,967 14,300,000 PRN DEFINED 01,02 14,300,000 SHERWIN WILLIAMS CO COM 824348106 707 16,072 SH DEFINED 01,02 16,072 SIMPSON MANUFACTURING CO INC COM 829073105 374 12,100 SH DEFINED 01,02 12,100 SIRVA INC COM 82967Y104 208 29,256 SH DEFINED 01,02 29,256 SMURFIT-STONE CONTAINER CORP COM 832727101 1,474 95,276 SH DEFINED 01,02 95,276 SOLECTRON CORP COM 834182107 552 159,034 SH DEFINED 01,02 159,034 SONICWALL INC COM 835470105 52 10,300 SH DEFINED 01,02 10,300 SOUTHERN PERU COPPER CORP COM 843611104 505 9,100 SH DEFINED 01,02 9,100 SOUTHWEST AIRLS CO COM 844741108 660 46,379 SH DEFINED 01,02 46,379 SPDR TR UNIT SER 1 78462F103 53,727 455,467 SH DEFINED 01,02 455,467 SPECTRASITE INC COM 84761M104 226 3,900 SH DEFINED 01,02 3,900 ST JUDE MED INC COM 790849103 681 18,928 SH DEFINED 01,02 18,928 ST MARY LD & EXPL CO COM 792228108 506 10,100 SH DEFINED 01,02 10,100 STANLEY WKS COM 854616109 364 8,036 SH DEFINED 01,02 8,036 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 854 267,800 SH DEFINED 01,02 267,800 STATE AUTO FINL CORP COM 855707105 482 18,117 SH DEFINED 01,02 18,117 STATION CASINOS INC COM 857689103 2,553 37,800 SH DEFINED 01,02 37,800 STEEL DYNAMICS INC COM 858119100 1,602 46,500 SH DEFINED 01,02 46,500 STEIN MART INC COM 858375108 241 10,700 SH DEFINED 01,02 10,700 STERICYCLE INC COM 858912108 256 5,782 SH DEFINED 01,02 5,782 STONE ENERGY CORP COM 861642106 505 10,400 SH DEFINED 01,02 10,400 STRYKER CORP COM 863667101 744 16,680 SH DEFINED 01,02 16,680 SUNGARD DATA SYS INC COM 867363103 4,468 129,511 SH DEFINED 01,02 129,511 SUNTRUST BKS INC COM 867914103 587 8,151 SH DEFINED 01,02 8,151 TARGET CORP COM 87612E106 380 7,591 SH DEFINED 01,02 7,591 TC PIPELINES LP UT COM LTD PRT 87233Q108 257 7,169 SH DEFINED 01,02 7,169 TCF FINL CORP COM 872275102 3,139 115,624 SH DEFINED 01,02 115,624 TECH DATA CORP COM 878237106 930 25,100 SH DEFINED 01,02 25,100 TECHNITROL INC COM 878555101 501 33,600 SH DEFINED 01,02 33,600 TEKTRONIX INC COM 879131100 957 38,997 SH DEFINED 01,02 38,997 TELEWEST GLOBAL INC COM 87956T107 4,109 230,975 SH DEFINED 01,02 230,975 TEMPUR PEDIC INTL INC COM 88023U101 1,448 77,600 SH DEFINED 01,02 77,600 THERMO ELECTRON CORP COM 883556102 2,381 94,133 SH DEFINED 01,02 94,133 THOR INDS INC COM 885160101 1,083 36,200 SH DEFINED 01,02 36,200 THORATEC CORP NOTE 1.379% 5/1 885175AB5 6,620 12,500,000 PRN DEFINED 01,02 12,500,000 TIVO INC COM 888706108 362 70,000 SH DEFINED 01,02 70,000 TODCO CL A 88889T107 504 19,500 SH DEFINED 01,02 19,500 TORCHMARK CORP COM 891027104 512 9,810 SH DEFINED 01,02 9,810 TOTAL SYS SVCS INC COM 891906109 247 9,889 SH DEFINED 01,02 9,889 TOYS R US INC COM 892335100 25,760 1,000,000 SH DEFINED 01,02 1,000,000 UCBH HOLDINGS INC COM 90262T308 948 23,767 SH DEFINED 01,02 23,767 UNISYS CORP COM 909214108 109 15,500 SH DEFINED 01,02 15,500 UTSTAR COM 918076100 1,184 108,095 SH DEFINED 01,02 108,095 VARIAN MED SYS INC COM 92220P105 1,354 39,503 SH DEFINED 01,02 39,503 VASTERA INC COM 92239N109 1,117 381,161 SH DEFINED 01,02 381,161 VERIZON COM 92343V104 1,205 33,941 SH DEFINED 01,02 33,941 VISHAY INTERTECHNOLOGY INC COM 928298108 409 32,900 SH DEFINED 01,02 32,900 W HLDG CO INC COM 929251106 993 98,600 SH DEFINED 01,02 98,600 WACHOVIA CORP 2ND NEW COM 929903102 913 17,927 SH DEFINED 01,02 17,927 WAL MART STORES INC COM 931142103 4,836 96,510 SH DEFINED 01,02 96,510 WALGREEN CO COM 931422109 227 5,105 SH DEFINED 01,02 5,105 WATERS CORP COM 941848103 208 5,800 SH DEFINED 01,02 5,800 WEATHERFORD INTERNATIONAL LT COM G95089101 1,246 21,513 SH DEFINED 01,02 21,513 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 10,865 12,945,000 PRN DEFINED 01,02 12,945,000 WEINGARTEN RLTY INVS SH BEN INT 948741103 478 13,859 SH DEFINED 01,02 13,859 WERNER ENTERPRISES INC COM 950755108 517 26,587 SH DEFINED 01,02 26,587 WHITING PETE CORP NEW COM 966387102 232 5,699 SH DEFINED 01,02 5,699 WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 626 537,000 PRN DEFINED 01,02 537,000 WILLIS GROUP HOLDINGS LTD SHS G96655108 255 6,904 SH DEFINED 01,02 6,904 WINTRUST FINANCIAL CORP COM 97650W108 500 10,615 SH DEFINED 01,02 10,615 WIRELESS FACILITIES INC COM 97653A103 123 19,700 SH DEFINED 01,02 19,700 WORTHINGTON INDS INC COM 981811102 1,390 72,100 SH DEFINED 01,02 72,100 WYETH COM 983024100 211 5,010 SH DEFINED 01,02 5,010 XL CAP LTD CL A G98255105 501 6,921 SH DEFINED 01,02 6,921 YAHOO INC COM 984332106 475 14,000 SH DEFINED 01,02 14,000 ZEBRA TECHNOLOGIES CORP CL A 989207105 3,308 69,659 SH DEFINED 01,02 69,659 357 772,071
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