-----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, HtBpZ87mWBtBZqj6xgr1Bj3Dc8tunyrpGPIFUSLSTHF3xFzcsKCKv+e3YtURYHiW NN0LDTTTqZUqMNBikZ5HDg== 0000950159-04-001010.txt : 20041115 0000950159-04-001010.hdr.sgml : 20041115 20041115164833 ACCESSION NUMBER: 0000950159-04-001010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041115 DATE AS OF CHANGE: 20041115 EFFECTIVENESS DATE: 20041115 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: 041146136 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: September 30, 2004 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 11/15/04 - ----------------- ------------- -------- [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: 460 Form 13F Information Table Value Total: $655,088 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 01 28- 10034 CGI Holdings, Inc. 02 28- 10033 Clinton Group Equity, Co.
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (x1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE AFLAC INC COM 001055102 690 17,600 SH Defined 01,02 17,600 A T & T WIRELESS SERVICES COM 00209A106 7,021 475,000 SH Defined 01,03 475,000 AVX CORP COM 002444107 850 71,700 SH Defined 01,02 71,700 ACTIVISION INC COM 004930202 664 47,890 SH Defined 01,02 47,890 ADTRAN INC COM 00738A106 640 28,200 SH Defined 01,02 28,200 ADVANCED DIGITAL INFO CORP COM 007525108 90 10,300 SH Defined 01,02 10,300 AEROPOSTALE INC COM 007865108 335 12,800 SH Defined 01,02 12,800 AGILENT TECHNOLOGIES INC COM 00846U101 1,342 62,200 SH Defined 01,02 62,200 ALBERTO-CULVER CO COM 013068101 1,871 43,037 SH Defined 01,02 43,037 ALBERTSON'S INC COM 013104104 604 25,261 SH Defined 01,02 25,261 ALLERGAN INC COM 018490102 357 4,914 SH Defined 01,02 4,914 ALLIANCE GAMING CORP COM 01859P609 160 10,600 SH Defined 01,02 10,600 ALLIANT TECHSYSTEMS INC COM 018804104 2,075 34,300 SH Defined 01,02 34,300 ALLIED CAPITAL CORP COM 01903Q108 1,268 52,000 SH Defined 01,02 52,000 ALLIED WASTE INDUSTRIES INC COM 019589308 286 32,300 SH Defined 01,02 32,300 ALLMERICA FINANCIAL CORP COM 019754100 1,285 47,800 SH Defined 01,02 47,800 ALTRIA GROUP INC COM 02209S103 967 20,552 SH Defined 01,02 20,552 AMAZON.COM INC COM 023135106 246 6,017 SH Defined 01,02 6,017 AMAZON.COM, INC. NOTE 4.750% 2/0 023135AF3 19,925 20,000,000 PRN Defined 01,02 20,000,000 AMERADA HESS CORP COM 023551104 608 6,832 SH Defined 01,02 6,832 AMERICAN AXLE & MFG HOLDINGS COM 024061103 1,185 40,500 SH Defined 01,02 40,500 AMERICAN ELECTRIC POWER COM 025537101 201 6,297 SH Defined 01,02 6,297 AMERICAN INTERNATIONAL GROUP COM 026874107 4,270 62,800 SH Defined 01,02 62,800 AMERICAN ITALIAN PASTA CO CL A 027070101 751 28,700 SH Defined 01,02 28,700 AMERICAN STANDARD COS INC COM 029712106 793 20,371 SH Defined 01,02 20,371 AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK8 12,426 8,500,000 PRN Defined 01,02 8,500,000 AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB4 4,323 4,350,500 PRN Defined 01,02 4,350,500 ANNTAYLOR STORES CORP COM 036115103 702 30,000 SH Defined 01,02 30,000 APACHE CORP COM 037411105 2,255 45,000 SH Defined 01,02 45,000 APOLLO GROUP INC CL A 037604105 1,282 17,467 SH Defined 01,02 17,467 ARAMARK CORP CL B 038521100 411 17,046 SH Defined 01,02 17,046 ARBITRON INC COM 03875Q108 908 24,800 SH Defined 01,02 24,800 ARCH COAL INC COM 039380100 209 5,900 SH Defined 01,02 5,900 ARROW ELECTRONICS INC COM 042735100 1,007 44,600 SH Defined 01,02 44,600 ATMEL CORP COM 049513104 842 232,528 SH Defined 01,02 232,528 AUTOLIV INC COM 052800109 3,143 77,800 SH Defined 01,02 77,800 AVAYA INC COM 053499109 177 12,700 SH Defined 01,02 12,700 AVNET INC COM 053807103 1,839 107,400 SH Defined 01,02 107,400 AVOCENT CORPORATION COM 053893103 412 15,837 SH Defined 01,02 15,837 BANK OF AMERICA CORP COM 060505104 2,006 46,300 SH Defined 01,02 46,300 BANK OF HAWAII CORP COM 062540109 312 6,600 SH Defined 01,02 6,600 BANKATLANTIC BANCORP INC CL A 065908501 418 22,808 SH Defined 01,02 22,808 BAUSCH & LOMB INC COM 071707103 601 9,038 SH Defined 01,02 9,038 BEA SYSTEMS INC COM 073325102 624 90,300 SH Defined 01,02 90,300 BED BATH & BEYOND INC COM 075896100 935 25,200 SH Defined 01,02 25,200 BELO CORPORATION CL A 080555105 1,132 50,200 SH Defined 01,02 50,200 WR BERKLEY CORP COM 084423102 272 6,463 SH Defined 01,02 6,463 BIOMET INC COM 090613100 727 15,500 SH Defined 01,02 15,500 BLOCKBUSTER INC CL A 093679108 837 110,212 SH Defined 01,02 110,212 BLYTH INC COM 09643P108 303 9,800 SH Defined 01,02 9,800 BORGWARNER INC COM 099724106 1,017 23,500 SH Defined 01,02 23,500 BROWN-FORMAN CORP CL B 115637209 518 11,300 SH Defined 01,02 11,300 BROWN SHOE COMPANY INC COM 115736100 603 24,080 SH Defined 01,02 24,080 BUCKEYE PARTNERS LP UNIT LTD PARTN 118230101 823 18,700 SH Defined 01,02 18,700 BURLINGTON RESOURCES INC COM 122014103 2,020 49,500 SH Defined 01,02 49,500 CCC INFORMATION SERVICES GRP COM 12487Q109 363 20,524 SH Defined 01,02 20,524 CDI CORP COM 125071100 687 33,500 SH Defined 01,02 33,500 CDW CORP COM 12512N105 1,689 29,100 SH Defined 01,02 29,100 CEC ENTERTAINMENT INC COM 125137109 224 6,100 SH Defined 01,02 6,100 CNA FINANCIAL CORP COM 126117100 1,162 48,391 SH Defined 01,02 48,391 CNET NETWORKS NOTE 0.750% 4/1 12613RAD6 1,834 2,000,000 PRN Defined 01,02 2,000,000 CABOT OIL & GAS CORP COM 127097103 934 20,800 SH Defined 01,02 20,800 CABOT MICROELECTRONICS CORP COM 12709P103 620 17,100 SH Defined 01,02 17,100 CADENCE DESIGN SYS INC COM 127387108 313 24,000 SH Defined 01,02 24,000 CAMPBELL SOUP CO COM 134429109 321 12,200 SH Defined 01,02 12,200 CAPITAL CITY BANK GROUP INC COM 139674105 280 7,223 SH Defined 01,02 7,223 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 325 10,403 SH Defined 01,02 10,403 CAPITAL ONE FINANCIAL CORP COM 14040H105 647 8,753 SH Defined 01,02 8,753 CARDINAL HEALTH INC COM 14149Y108 1,549 35,400 SH Defined 01,02 35,400 CAREER EDUCATION CORP COM 141665109 344 12,100 SH Defined 01,02 12,100 CARLISLE COS INC COM 142339100 332 5,200 SH Defined 01,02 5,200 CARNIVAL CORP COM 143658300 1,863 39,400 SH Defined 01,02 39,400 CASH AMERICA INTL INC COM 14754D100 349 14,262 SH Defined 01,02 14,262 CENDANT CORP COM 151313103 2,758 127,700 SH Defined 01,02 127,700 CENTERPOINT ENERGY INC COM 15189T107 1,221 117,900 SH Defined 01,02 117,900 CENTURY ALUMINUM COMPANY COM 156431108 248 8,951 SH Defined 01,02 8,951 CERNER CORP COM 156782104 554 12,806 SH Defined 01,02 12,806 CHARMING SHOPPES COM 161133103 127 17,800 SH Defined 01,02 17,800 CHECKPOINT SYSTEMS INC COM 162825103 165 10,611 SH Defined 01,02 10,611 CHESAPEAKE ENERGY CORP PFD CONV 5% 165167800 17,011 146,100 PRN Defined 01,02 146,100 CHICO'S FAS INC COM 168615102 1,792 52,400 SH Defined 01,02 52,400 CHURCH & DWIGHT CO INC COM 171340102 508 18,110 SH Defined 01,02 18,110 CIBER INC COM 17163B102 120 16,000 SH Defined 01,02 16,000 CIMAREX ENERGY CO COM 171798101 678 19,400 SH Defined 01,02 19,400 CINCINNATI BELL INC COM 171871106 81 23,100 SH Defined 01,02 23,100 CINCINNATI FINANCIAL CORP COM 172062101 3,059 74,200 SH Defined 01,02 74,200 CINERGY CORP COM 172474108 606 15,300 SH Defined 01,02 15,300 CISCO SYSTEMS INC COM 17275R102 3,513 194,100 SH Defined 01,02 194,100 CINTAS CORP COM 172908105 803 19,105 SH Defined 01,02 19,105 CITIGROUP INC COM 172967101 4,478 101,500 SH Defined 01,02 101,500 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,945 62,400 SH Defined 01,02 62,400 CLOROX COMPANY COM 189054109 235 4,400 SH Defined 01,02 4,400 COACH INC COM 189754104 1,389 32,746 SH Defined 01,02 32,746 COCA-COLA CO/THE COM 191216100 2,880 71,900 SH Defined 01,02 71,900 COCA-COLA ENTERPRISES COM 191219104 799 42,300 SH Defined 01,02 42,300 KENNETH COLE PRODUCTIONS CL A 193294105 304 10,800 SH Defined 01,02 10,800 COLGATE-PALMOLIVE CO COM 194162103 560 12,400 SH Defined 01,02 12,400 COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 32,081 765,475 PRN Defined 01,02 765,475 COMCAST CORP CL A 20030N101 697 24,691 SH Defined 01,02 24,691 COMERICA INC COM 200340107 447 7,524 SH Defined 01,02 7,524 COMMONWEALTH TELEPHONE ENTRP COM 203349105 201 4,620 SH Defined 01,02 4,620 COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,716 64,319 SH Defined 01,02 64,319 COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC5 6,020 7,455,000 PRN Defined 01,02 7,455,000 COMPUWARE CORP COM 205638109 905 175,694 SH Defined 01,02 175,694 CONAGRA FOODS INC COM 205887102 1,864 72,500 SH Defined 01,02 72,500 CONEXANT SYSTEMS INC COM 207142100 28 17,200 SH Defined 01,02 17,200 CONOCOPHILLIPS COM 20825C104 4,673 56,400 SH Defined 01,02 56,400 CONSECO INC COM 208464883 821 46,500 SH Defined 01,02 46,500 COOPER TIRE & RUBBER COM 216831107 940 46,613 SH Defined 01,02 46,613 COPART INC COM 217204106 271 14,300 SH Defined 01,02 14,300 COX RADIO INC CL A 224051102 933 62,500 SH Defined 01,02 62,500 CREDENCE SYSTEMS CORP COM 225302108 257 35,650 SH Defined 01,02 35,650 CTI MOLECULAR IMAGING INC COM 22943D105 646 80,048 SH Defined 01,02 80,048 CYPRESS SEMICONDUCTOR CORP COM 232806109 367 41,500 SH Defined 01,02 41,500 DANA CORP COM 235811106 621 35,100 SH Defined 01,02 35,100 DANAHER CORP COM 235851102 2,032 39,616 SH Defined 01,02 39,616 DAVITA INC COM 23918K108 296 9,512 SH Defined 01,02 9,512 DEAN FOODS CO COM 242370104 847 28,200 SH Defined 01,02 28,200 DEERE & CO COM 244199105 2,298 35,600 SH Defined 01,02 35,600 DEVON ENERGY CORPORATION COM 25179M103 2,088 29,400 SH Defined 01,02 29,400 DIAGNOSTIC PRODUCTS CORP COM 252450101 282 6,900 SH Defined 01,02 6,900 DIME BANCORP-WT *W EXP 99/99/999 25429Q110 34 239,757 SH Defined 01,04 239,757 THE WALT DISNEY CO. COM 254687106 843 37,400 SH Defined 01,02 37,400 DOW CHEMICAL COM 260543103 1,161 25,700 SH Defined 01,02 25,700 DOW JONES & CO INC COM 260561105 1,407 34,651 SH Defined 01,02 34,651 DUKE ENERGY CORP COM 264399106 1,456 63,614 SH Defined 01,02 63,614 EOG RESOURCES INC COM 26875P101 619 9,400 SH Defined 01,02 9,400 EATON CORP COM 278058102 3,982 62,800 SH Defined 01,02 62,800 ECHOSTAR COMMUNICATIONS CL A 278762109 902 29,000 SH Defined 01,02 29,000 EDISON INTERNATIONAL COM 281020107 1,214 45,800 SH Defined 01,02 45,800 EDWARDS LIFESCIENCES CORP COM '28176E108 470 14,019 SH Defined 01,02 14,019 ELECTRONIC ARTS INC COM 285512109 2,027 44,078 SH Defined 01,02 44,078 ELECTRONICS FOR IMAGING COM 286082102 427 26,283 SH Defined 01,02 26,283 EMERSON ELECTRIC CO COM 291011104 910 14,700 SH Defined 01,02 14,700 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 431 9,662 SH Defined 01,02 9,662 ENERGY PARTNERS LTD COM 29270U105 386 23,700 SH Defined 01,02 23,700 ENTERCOM COMMUNICATIONS CORP COM 293639100 958 29,345 SH Defined 01,02 29,345 EON LABS INC COM 29412E100 1,689 77,834 SH Defined 01,02 77,834 EPICOR SOFTWARE CORP COM 29426L108 139 11,588 SH Defined 01,02 11,588 ERESEARCH TECHNOLOGY INC COM 29481V108 543 40,732 SH Defined 01,02 40,732 ETHAN ALLEN INTERIORS INC COM 297602104 500 14,400 SH Defined 01,02 14,400 EXELON CORP COM 30161N101 205 5,591 SH Defined 01,02 5,591 EXPRESSJET HOLDINGS, INC. NOTE 4.250% 8/0 30218UAB4 11,615 12,750,000 PRN Defined 01,02 12,750,000 EXTREME NETWORKS INC COM 30226D106 146 32,700 SH Defined 01,02 32,700 EXXON MOBIL CORP COM 30231G102 2,170 44,900 SH Defined 01,02 44,900 FLIR SYSTEMS NOTE 3.000% 6/0 302445AB7 34,664 22,500,000 PRN Defined 01,02 22,500,000 FAIR ISAAC CORP COM 303250104 1,142 39,100 SH Defined 01,02 39,100 FAMILY DOLLAR STORES COM 307000109 344 12,679 SH Defined 01,02 12,679 FASTENAL CO COM 311900104 740 12,847 SH Defined 01,02 12,847 FEDEX CORP COM 31428X106 857 10,003 SH Defined 01,02 10,003 FIDELITY NATIONAL FINL INC COM 316326107 545 14,300 SH Defined 01,02 14,300 FORD MOTOR CO COM 345370860 556 39,600 SH Defined 01,02 39,600 FOREST LABORATORIES INC COM 345838106 819 18,200 SH Defined 01,02 18,200 FOREST OIL CORP COM 346091705 750 24,900 SH Defined 01,02 24,900 FORRESTER RESEARCH INC COM 346563109 447 29,321 SH Defined 01,02 29,321 FORTUNE BRANDS INC COM 349631101 2,778 37,500 SH Defined 01,02 37,500 FOUNDRY NETWORKS INC COM 35063R100 436 45,900 SH Defined 01,02 45,900 FRONTIER OIL CORP COM 35914P105 333 14,100 SH Defined 01,02 14,100 FUELCELL ENERGY INC COM 35952H106 205 20,000 SH Defined 01,05 20,000 GANNETT CO COM 364730101 938 11,200 SH Defined 01,02 11,200 GAP INC DEL NOTE 5.750% 3/1 364760AJ7 20,293 16,540,000 PRN Defined 01,02 16,540,000 GARDNER DENVER INC COM 365558105 383 13,900 SH Defined 01,02 13,900 GARTNER INC CL A 366651107 262 22,400 SH Defined 01,02 22,400 GENCORP, INC NOTE 4.000% 1/1 368682AJ9 2,791 2,500,000 PRN Defined 01,02 2,500,000 GENESEE & WYOMING INC CL A 371559105 230 9,100 SH Defined 01,02 9,100 GENTEX CORP COM 371901109 697 19,845 SH Defined 01,02 19,845 GENTIVA HEALTH SERVICES COM 37247A102 372 22,700 SH Defined 01,02 22,700 GEORGIA-PACIFIC CORP COM 373298108 410 11,400 SH Defined 01,02 11,400 GEVITY HR INC COM 374393106 272 17,684 SH Defined 01,02 17,684 GILLETTE COMPANY COM 375766102 2,863 68,600 SH Defined 01,02 68,600 GLIMCHER REALTY TRUST SH BEN INT 379302102 248 10,200 SH Defined 01,02 10,200 GOLDEN WEST FINANCIAL CORP COM 381317106 2,940 26,500 SH Defined 01,02 26,500 GOLDMAN SACHS GROUP INC COM 38141G104 1,305 14,000 SH Defined 01,02 14,000 GOODRICH CORP COM 382388106 376 12,000 SH Defined 01,02 12,000 WR GRACE & CO COM 38388F108 1,040 110,000 SH Defined 01,06 110,000 GREAT LAKES CHEMICAL CORP COM 390568103 1,046 40,849 SH Defined 01,02 40,849 GREAT PLAINS ENERGY INC COM 391164100 691 23,700 SH Defined 01,02 23,700 GROUP 1 AUTOMOTIVE INC COM 398905109 565 20,700 SH Defined 01,02 20,700 GTECH HOLDINGS CORP COM 400518106 524 20,691 SH Defined 01,02 20,691 GYMBOREE CORP COM 403777105 169 11,719 SH Defined 01,02 11,719 HCC INSURANCE HOLDINGS INC COM 404132102 672 22,300 SH Defined 01,02 22,300 HARTFORD FINANCIAL SVCS GRP COM 416515104 2,836 45,800 SH Defined 01,02 45,800 HAYES LEMMERZ INTERNATIONAL COM 420781304 111 10,900 SH Defined 01,02 10,900 HEADWATERS INC COM 42210P102 395 12,800 SH Defined 01,02 12,800 HJ HEINZ CO COM 423074103 1,315 36,500 SH Defined 01,02 36,500 HOLLY CORP COM 435758305 2,279 89,392 SH Defined 01,07 89,392 HONEYWELL INTERNATIONAL INC COM 438516106 635 17,700 SH Defined 01,02 17,700 HORMEL FOODS CORP COM 440452100 359 13,390 SH Defined 01,02 13,390 HUDSON CITY BANCORP INC COM 443683107 1,682 47,074 SH Defined 01,02 47,074 HUGHES SUPPLY INC COM 444482103 256 8,500 SH Defined 01,02 8,500 HYPERION SOLUTIONS CORP COM 44914M104 1,653 48,638 SH Defined 01,02 48,638 IAC/INTERACTIVECORP COM 44919P102 3,294 149,595 SH Defined 01,02 149,595 ITT INDUSTRIES INC COM 450911102 928 11,600 SH Defined 01,02 11,600 IDEXX LABORATORIES INC COM 45168D104 1,729 34,070 SH Defined 01,02 34,070 IMPAC MORTGAGE HOLDINGS INC COM 45254P102 863 32,800 SH Defined 01,02 32,800 INDEPENDENT BANK CORP - MICH COM 453838104 308 11,418 SH Defined 01,02 11,418 INFORMATICA CORP COM 45666Q102 101 17,207 SH Defined 01,02 17,207 INTEGRATED DEVICE TECH INC COM 458118106 313 32,800 SH Defined 01,02 32,800 INTEL CORP COM 458140100 2,948 146,955 SH Defined 01,02 146,955 INTERMAGNETICS GENERAL CORP COM 458771102 590 25,500 SH Defined 01,02 25,500 INTL BUSINESS MACHINES CORP COM 459200101 900 10,500 SH Defined 01,02 10,500 INTERNATIONAL PAPER CO COM 460146103 2,897 71,683 SH Defined 01,02 71,683 INTL RECTIFIER CORP COM 460254105 377 11,000 SH Defined 01,02 11,000 INTL SPEEDWAY CORP CL A 460335201 958 19,200 SH Defined 01,02 19,200 INTERPUBLIC GROUP OF COS INC COM 460690100 460 43,400 SH Defined 01,02 43,400 INVITROGEN CORP COM 46185R100 517 9,400 SH Defined 01,02 9,400 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 4,047 4,000,000 PRN Defined 01,02 4,000,000 JACOBS ENGINEERING GROUP INC COM 469814107 279 7,294 SH Defined 01,02 7,294 James River Coal Corp COM 470355207 5,680 80,000 SH Defined 01,08 80,000 JEFFERSON-PILOT CORP COM 475070108 1,326 26,696 SH Defined 01,02 26,696 JETBLUE AIRWAYS CORP COM 477143101 280 13,400 SH Defined 01,02 13,400 JOHNSON CONTROLS INC COM 478366107 364 6,400 SH Defined 01,02 6,400 JONES APPAREL GROUP INC COM 480074103 1,371 38,300 SH Defined 01,02 38,300 JOURNAL REGISTER CO COM 481138105 531 28,100 SH Defined 01,02 28,100 KB HOME COM 48666K109 583 6,900 SH Defined 01,02 6,900 KELLWOOD CO COM 488044108 703 19,300 SH Defined 01,02 19,300 KELLY SERVICES INC CL A 488152208 222 8,330 SH Defined 01,02 8,330 KEMET CORP COM 488360108 948 117,200 SH Defined 01,02 117,200 KERR-MCGEE CORP COM 492386107 1,557 27,200 SH Defined 01,02 27,200 KIMBERLY-CLARK CORP COM 494368103 672 10,400 SH Defined 01,02 10,400 KIRBY CORP COM 497266106 694 17,276 SH Defined 01,02 17,276 KRISPY KREME DOUGHNUTS INC COM 501014104 757 59,800 SH Defined 01,02 59,800 LSI LOGIC CORP COM 502161102 329 76,338 SH Defined 01,02 76,338 LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ1 1,345 1,500,000 PRN Defined 01,02 1,500,000 LA-Z-BOY INC COM 505336107 1,034 68,096 SH Defined 01,02 68,096 LABOR READY INC COM 505401208 365 26,000 SH Defined 01,02 26,000 LAMAR ADVERTISING CO CL A 512815101 1,059 25,448 SH Defined 01,02 25,448 LANDRY'S RESTAURANTS INC COM 51508L103 255 9,350 SH Defined 01,02 9,350 ESTEE LAUDER COMPANIES CL A 518439104 2,433 58,200 SH Defined 01,02 58,200 LAWSON SOFTWARE INC COM 520780107 102 18,252 SH Defined 01,02 18,252 LEAR CORP COM 521865105 403 7,400 SH Defined 01,02 7,400 LENNAR CORP CL A 526057104 855 17,957 SH Defined 01,02 17,957 LENNOX INTERNATIONAL INC COM 526107107 328 21,930 SH Defined 01,02 21,930 LENNOX INTERNATIONAL INC NOTE 6.250% 6/0 526107AB3 2,424 2,125,000 PRN Defined 01,02 2,125,000 LEXMARK INTERNATIONAL INC CL A 529771107 714 8,500 SH Defined 01,02 8,500 LIBERTY MEDIA CORP CL A 530718105 1,961 224,900 SH Defined 01,02 224,900 ELI LILLY & CO COM 532457108 2,989 49,767 SH Defined 01,02 49,767 LINENS 'N THINGS INC COM 535679104 695 29,997 SH Defined 01,02 29,997 LITTELFUSE INC COM 537008104 1,018 29,483 SH Defined 01,02 29,483 LOUISIANA-PACIFIC CORP COM 546347105 483 18,600 SH Defined 01,02 18,600 LUCENT TECHNOLOGIES INC COM 549463107 134 13,007 SH Defined 01,02 13,007 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 24,110 19,385,000 PRN Defined 01,02 19,385,000 MGIC INVESTMENT CORP COM 552848103 1,823 27,400 SH Defined 01,02 27,400 MPS GROUP INC COM 553409103 192 22,827 SH Defined 01,02 22,827 MAGMA DESIGN AUTOMATION COM 559181102 342 22,700 SH Defined 01,02 22,700 MAGNUM HUNTER RESOURCES INC COM 55972F203 1,062 92,000 SH Defined 01,02 92,000 MANHATTAN ASSOCIATES INC COM 562750109 547 22,400 SH Defined 01,02 22,400 MANOR CARE INC COM 564055101 1,330 44,400 SH Defined 01,02 44,400 MARATHON OIL CORP COM 565849106 2,601 63,000 SH Defined 01,02 63,000 MARSHALL & ILSLEY CORP COM 571834100 1,020 25,300 SH Defined 01,02 25,300 MARTEK BIOSCIENCES CORP COM 572901106 230 4,720 SH Defined 01,02 4,720 MAXIM INTEGRATED PRODUCTS COM 57772K101 1,280 30,260 SH Defined 01,02 30,260 MAY DEPARTMENT STORES CO COM 577778103 3,147 122,800 SH Defined 01,02 122,800 MAXIMUS INC COM 577933104 607 21,053 SH Defined 01,02 21,053 MAYTAG CORP COM 578592107 1,251 68,100 SH Defined 01,02 68,100 MEADWESTVACO CORP COM 583334107 1,067 33,442 SH Defined 01,02 33,442 MEDIA GENERAL INC CL A 584404107 560 10,000 SH Defined 01,02 10,000 MEDIMMUNE INC COM 584699102 214 9,036 SH Defined 01,02 9,036 MELLON FINANCIAL CORP COM 58551A108 216 7,800 SH Defined 01,02 7,800 MENTOR CORP COM 587188103 343 10,190 SH Defined 01,02 10,190 MERCK & CO. INC. COM 589331107 944 28,600 SH Defined 01,02 28,600 MERIT MEDICAL SYSTEMS INC COM 589889104 757 50,099 SH Defined 01,02 50,099 MICRON TECHNOLOGY INC COM 595112103 305 25,371 SH Defined 01,02 25,371 HERMAN MILLER INC COM 600544100 500 20,268 SH Defined 01,02 20,268 MILLIPORE CORP COM 601073109 368 7,700 SH Defined 01,02 7,700 MINERALS TECHNOLOGIES INC COM 603158106 830 14,100 SH Defined 01,02 14,100 MODINE MANUFACTURING CO COM 607828100 557 18,484 SH Defined 01,02 18,484 MONACO COACH CORP COM 60886R103 323 14,900 SH Defined 01,02 14,900 MOTOROLA INC COM 620076109 690 38,256 SH Defined 01,02 38,256 MUNICIPAL MORTGAGE & EQUITY COM 62624B101 401 15,900 SH Defined 01,02 15,900 MURPHY OIL CORP COM 626717102 521 6,000 SH Defined 01,02 6,000 NBTY INC COM 628782104 214 9,931 SH Defined 01,02 9,931 NII HOLDINGS, INC NOTE 3.500% 9/1 62913FAD4 7,782 4,500,000 PRN Defined 01,02 4,500,000 NPS PHARMACEUTICAL, INC NOTE 3.000% 6/1 62936PAB9 5,741 6,000,000 PRN Defined 01,02 6,000,000 NATIONAL CITY CORP COM 635405103 313 8,100 SH Defined 01,02 8,100 NATIONAL-OILWELL INC COM 637071101 2,037 61,986 SH Defined 01,09 61,986 NATIONWIDE FINANCIAL SERV CL A 638612101 309 8,800 SH Defined 01,02 8,800 NEIMAN MARCUS GROUP INC CL A 640204202 2,013 35,000 SH Defined 01,02 35,000 NESTOR INC COM 641074505 149 30,000 SH Defined 01,10 30,000 NEW YORK COMMUNITY BANCORP COM 649445103 1,240 60,377 SH Defined 01,02 60,377 NEWELL RUBBERMAID INC COM 651229106 2,391 119,300 SH Defined 01,02 119,300 NEWMONT MINING CORP COM 651639106 838 18,400 SH Defined 01,02 18,400 NEWPORT CORP COM 651824104 304 26,486 SH Defined 01,02 26,486 NIKE INC CL B 654106103 812 10,300 SH Defined 01,02 10,300 NOBLE ENERGY INC COM 655044105 332 5,700 SH Defined 01,02 5,700 NORDSON CORP COM 655663102 978 28,500 SH Defined 01,02 28,500 NORDSTROM INC COM 655664100 782 20,458 SH Defined 01,02 20,458 NOVELL INC COM 670006105 1,251 198,201 SH Defined 01,02 198,201 NU SKIN ENTERPRISES INC CL A 67018T105 900 38,300 SH Defined 01,02 38,300 OGE ENERGY CORP COM 670837103 220 8,700 SH Defined 01,02 8,700 OCCIDENTAL PETROLEUM CORP COM 674599105 487 8,700 SH Defined 01,02 8,700 OFFICE DEPOT INC COM 676220106 470 31,300 SH Defined 01,02 31,300 OFFICEMAX INC COM 67622P101 812 24,400 SH Defined 01,02 24,400 OHIO CASUALTY CORP COM 677240103 355 16,966 SH Defined 01,02 16,966 OMNICARE INC COM 681904108 1,331 46,945 SH Defined 01,02 46,945 ON SEMICONDUCTOR CORPORATION COM 682189105 163 52,219 SH Defined 01,02 52,219 OPENWAVE SYSTEMS INC COM 683718308 429 48,661 SH Defined 01,02 48,661 ORACLE CORP COM 68389X105 175 15,500 SH Defined 01,02 15,500 O'REILLY AUTOMOTIVE INC COM 686091109 449 11,733 SH Defined 01,02 11,733 OXFORD INDUSTRIES INC COM 691497309 409 10,973 SH Defined 01,02 10,973 PMC - SIERRA INC COM 69344F106 373 42,297 SH Defined 01,02 42,297 PNC FINANCIAL SERVICES GROUP COM 693475105 2,164 40,000 SH Defined 01,02 40,000 PPG INDUSTRIES INC COM 693506107 576 9,400 SH Defined 01,02 9,400 PACKAGING CORP OF AMERICA COM 695156109 230 9,400 SH Defined 01,02 9,400 PALMONE INC COM 69713P107 451 14,800 SH Defined 01,02 14,800 PAR PHARMACEUTICAL COS INC COM 69888P106 366 10,200 SH Defined 01,02 10,200 PARK ELECTROCHEMICAL CORP COM 700416209 286 13,500 SH Defined 01,02 13,500 PARKER HANNIFIN CORP COM 701094104 1,642 27,901 SH Defined 01,02 27,901 PATINA OIL & GAS CORP COM 703224105 254 8,600 SH Defined 01,02 8,600 PAYCHEX INC COM 704326107 1,363 45,200 SH Defined 01,02 45,200 PAYLESS SHOESOURCE INC COM 704379106 1,046 103,300 SH Defined 01,02 103,300 PENN VIRGINIA CORP COM 707882106 428 10,800 SH Defined 01,02 10,800 J.C. PENNEY CO INC (HLDG CO) COM 708160106 2,558 72,500 SH Defined 01,02 72,500 PEP BOYS-MANNY MOE & JACK COM 713278109 260 18,600 SH Defined 01,02 18,600 PEPCO HOLDINGS INC COM 713291102 400 20,100 SH Defined 01,02 20,100 PEPSI BOTTLING GROUP INC COM 713409100 641 23,600 SH Defined 01,02 23,600 PEPSIAMERICAS INC COM 71343P200 200 10,482 SH Defined 01,02 10,482 PEPSICO INC COM 713448108 2,408 49,500 SH Defined 01,02 49,500 PETSMART INC COM 716768106 449 15,800 SH Defined 01,02 15,800 PFIZER INC COM 717081103 1,732 56,600 SH Defined 01,02 56,600 PHELPS DODGE CORP COM 717265102 1,574 17,100 SH Defined 01,02 17,100 PHOENIX COMPANIES INC COM 71902E109 508 48,779 SH Defined 01,02 48,779 PHOTON DYNAMICS INC COM 719364101 336 16,550 SH Defined 01,02 16,550 PILGRIM'S PRIDE CORP COM 721467108 1,045 38,600 SH Defined 01,02 38,600 PIONEER NATURAL RESOURCES CO COM 723787107 1,531 44,400 SH Defined 01,02 44,400 PLAINS EXPLORATION & PRODUCT COM 726505100 212 8,900 SH Defined 01,02 8,900 PLAYTEX PRODUCTS INC COM 72813P100 418 66,400 SH Defined 01,02 66,400 POGO PRODUCING CO COM 730448107 1,860 39,198 SH Defined 01,02 39,198 POLO RALPH LAUREN CORP COM 731572103 742 20,395 SH Defined 01,02 20,395 POSSIS MEDICAL INC COM 737407106 560 35,787 SH Defined 01,02 35,787 PREMCOR INC COM 74045Q104 211 5,487 SH Defined 01,02 5,487 PRIDE INTERNATIONAL INC COM 74153Q102 594 30,000 SH Defined 01,11 30,000 PRIVATEBANCORP INC COM 742962103 264 9,800 SH Defined 01,02 9,800 PROGRESS SOFTWARE CORP COM 743312100 764 38,394 SH Defined 01,02 38,394 PROGRESSIVE CORP COM 743315103 3,941 46,500 SH Defined 01,02 46,500 PROTECTIVE LIFE CORP COM 743674103 653 16,600 SH Defined 01,02 16,600 PROVIDENT BANKSHARES CORP COM 743859100 225 6,696 SH Defined 01,02 6,696 PRUDENTIAL FINANCIAL INC COM 744320102 2,841 60,400 SH Defined 01,02 60,400 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 8,793 8,770,000 PRN Defined 01,02 8,770,000 QUEST SOFTWARE INC COM 74834T103 158 14,200 SH Defined 01,02 14,200 RC2 CORP COM 749388104 278 8,438 SH Defined 01,02 8,438 RLI CORP COM 749607107 511 13,600 SH Defined 01,02 13,600 RADISYS CORP NOTE 1.375% 11/1 750459AD1 3,166 3,386,000 PRN Defined 01,02 3,386,000 RAMBUS INC COM 750917106 179 11,400 SH Defined 01,02 11,400 RANGE RESOURCES CORP COM 75281A109 233 13,300 SH Defined 01,02 13,300 RED HAT INC COM 756577102 1,228 100,400 SH Defined 01,02 100,400 RED ROBIN GOURMET BURGERS COM 75689M101 291 6,665 SH Defined 01,02 6,665 REDWOOD TRUST INC COM 758075402 593 9,500 SH Defined 01,02 9,500 REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB3 9,624 10,665,000 PRN Defined 01,02 10,665,000 RELIANCE STEEL & ALUMINUM COM 759509102 365 9,200 SH Defined 01,02 9,200 REMINGTON OIL & GAS CORP COM 759594302 704 26,800 SH Defined 01,02 26,800 RESOURCES CONNECTION INC COM 76122Q105 298 7,886 SH Defined 01,02 7,886 RESPIRONICS INC COM 761230101 1,182 22,117 SH Defined 01,02 22,117 REYNOLDS AMERICAN INC COM 761713106 1,170 17,200 SH Defined 01,02 17,200 RITE AID CORP COM 767754104 1,098 311,912 SH Defined 01,02 311,912 ROSS STORES INC COM 778296103 350 14,947 SH Defined 01,02 14,947 RUBY TUESDAY INC COM 781182100 448 16,092 SH Defined 01,02 16,092 RUSSELL CORP COM 782352108 545 32,393 SH Defined 01,02 32,393 SCP POOL CORP COM 784028102 390 14,600 SH Defined 01,02 14,600 SFBC INTERNATIONAL INC COM 784121105 315 11,984 SH Defined 01,02 11,984 SPX CORP COM 784635104 501 14,148 SH Defined 01,02 14,148 SAFECO CORP COM 786429100 1,918 42,008 SH Defined 01,02 42,008 SAFENET INC COM 78645R107 272 10,324 SH Defined 01,02 10,324 SAFEWAY INC COM 786514208 1,045 54,100 SH Defined 01,02 54,100 ST MARY LAND & EXPLORATION COM 792228108 267 6,700 SH Defined 01,02 6,700 ST PAUL TRAVELERS COS INC COM 792860108 2,000 60,500 SH Defined 01,02 60,500 SAKS INCORPORATED COM 79377W108 1,491 123,700 SH Defined 01,02 123,700 SANMINA-SCI CORP COM 800907107 232 32,913 SH Defined 01,02 32,913 HENRY SCHEIN INC COM 806407102 446 7,160 SH Defined 01,02 7,160 SCIENTIFIC-ATLANTA INC COM 808655104 674 26,022 SH Defined 01,02 26,022 EW SCRIPPS CO CL A 811054204 1,156 24,200 SH Defined 01,02 24,200 SELECT MEDICAL CORP COM 816196109 717 53,410 SH Defined 01,02 53,410 SELECTIVE INSURANCE GROUP COM 816300107 317 8,521 SH Defined 01,02 8,521 SEMPRA ENERGY COM 816851109 463 12,800 SH Defined 01,02 12,800 SIEBEL SYSTEMS INC COM 826170102 87 11,517 SH Defined 01,02 11,517 SILICON LABORATORIES INC COM 826919102 973 29,414 SH Defined 01,02 29,414 SINCLAIR BROADCAST GROUP CL A 829226109 501 68,591 SH Defined 01,02 68,591 SKYWEST INC COM 830879102 157 10,412 SH Defined 01,02 10,412 SMITHFIELD FOODS INC COM 832248108 1,770 70,800 SH Defined 01,02 70,800 JM SMUCKER CO COM NEW 832696405 506 11,400 SH Defined 01,02 11,400 SNAP-ON INC COM 833034101 339 12,300 SH Defined 01,02 12,300 SOLECTRON CORP COM 834182107 415 83,900 SH Defined 01,02 83,900 SONIC AUTOMOTIVE INC COM 83545G102 571 28,500 SH Defined 01,02 28,500 SOURCECORP COM 836167106 398 17,955 SH Defined 01,02 17,955 SOUTHERN PERU COPPER CORP COM 843611104 320 6,193 SH Defined 01,02 6,193 SOVEREIGN BANCORP INC COM 845905108 326 14,950 SH Defined 01,02 14,950 SPINNAKER EXPLORATION CO COM 84855W109 857 24,444 SH Defined 01,02 24,444 STANLEY WORKS/THE COM 854616109 250 5,872 SH Defined 01,02 5,872 STATE STREET CORP COM 857477103 667 15,624 SH Defined 01,02 15,624 STEEL DYNAMICS INC COM 858119100 1,154 29,893 SH Defined 01,02 29,893 STERICYCLE INC COM 858912108 321 6,989 SH Defined 01,02 6,989 STEWART ENTERPRISES INC CL A 860370105 158 22,663 SH Defined 01,02 22,663 STONE ENERGY CORP COM 861642106 1,033 23,600 SH Defined 01,02 23,600 SUPERVALU INC COM 868536103 331 12,000 SH Defined 01,02 12,000 SUSQUEHANNA BANCSHARES INC COM 869099101 213 8,675 SH Defined 01,02 8,675 SWIFT ENERGY CO COM 870738101 896 37,400 SH Defined 01,02 37,400 SYBASE INC COM 871130100 205 14,900 SH Defined 01,02 14,900 SYNOPSYS INC COM 871607107 708 44,938 SH Defined 01,02 44,938 SYSCO CORP COM 871829107 4,832 161,500 SH Defined 01,02 161,500 TTM TECHNOLOGIES COM 87305R109 144 16,200 SH Defined 01,02 16,200 TEKTRONIX INC COM 879131100 768 23,093 SH Defined 01,02 23,093 TEMPLE-INLAND INC COM 879868107 4,493 66,914 SH Defined 01,02 66,914 TETRA TECH INC COM 88162G103 283 22,300 SH Defined 01,02 22,300 THORATEC CORP COM 885175307 402 41,773 SH Defined 01,02 41,773 TIFFANY & CO COM 886547108 544 17,700 SH Defined 01,02 17,700 TIME WARNER INC COM 887317105 2,408 149,200 SH Defined 01,02 149,200 TOLL BROTHERS INC COM 889478103 459 9,900 SH Defined 01,02 9,900 TRACTOR SUPPLY COMPANY COM 892356106 232 7,393 SH Defined 01,02 7,393 TRAMMELL CROW CO COM 89288R106 470 29,900 SH Defined 01,02 29,900 TRIAD HOSPITALS INC COM 89579K109 476 13,807 SH Defined 01,02 13,807 TUPPERWARE CORPORATION COM 899896104 708 41,700 SH Defined 01,02 41,700 TYSON FOODS INC CL A 902494103 1,495 93,310 SH Defined 01,02 93,310 USI HOLDINGS CORP COM 90333H101 560 41,032 SH Defined 01,02 41,032 UNITED ONLINE INC COM 911268100 144 15,000 SH Defined 01,02 15,000 UNITED TECHNOLOGIES CORP COM 913017109 2,615 28,000 SH Defined 01,02 28,000 UNITRIN INC COM 913275103 249 6,000 SH Defined 01,02 6,000 UNIVERSAL AMER FINANCIAL CRP COM 913377107 193 14,928 SH Defined 01,02 14,928 UNIVERSAL HEALTH SERVICES CL B 913903100 674 15,500 SH Defined 01,02 15,500 UNIVISION COMMUNICATIONS CL A 914906102 1,366 43,200 SH Defined 01,02 43,200 UNOCAL CORP COM 915289102 3,655 85,000 SH Defined 01,02 85,000 UNOVA INC COM 91529B106 385 27,400 SH Defined 01,02 27,400 USF CORP COM 91729Q101 259 7,218 SH Defined 01,02 7,218 VCA ANTECH INC COM 918194101 356 17,248 SH Defined 01,02 17,248 VALSPAR CORP COM 920355104 420 9,000 SH Defined 01,02 9,000 VERIZON COMMUNICATIONS INC COM 92343V104 898 22,800 SH Defined 01,02 22,800 VIACOM INC CL B 925524308 1,712 51,000 SH Defined 01,02 51,000 VIASAT INC COM 92552V100 213 10,600 SH Defined 01,02 10,600 VINTAGE PETROLEUM INC COM 927460105 572 28,500 SH Defined 01,02 28,500 VISHAY INTERTECHNOLOGY INC COM 928298108 970 75,227 SH Defined 01,02 75,227 WABASH NATIONAL CORP COM 929566107 212 7,700 SH Defined 01,02 7,700 WAL-MART STORES INC COM 931142103 3,543 66,600 SH Defined 01,02 66,600 WALGREEN CO COM 931422109 1,863 52,000 SH Defined 01,02 52,000 WASHINGTON MUTUAL INC COM 939322103 469 12,000 SH Defined 01,02 12,000 WASTE CONNECTIONS DBCV 5/0 941053AE0 15,408 13,790,000 PRN Defined 01,02 13,790,000 WASTE MANAGEMENT INC COM 94106L109 1,504 25,640 SH Defined 01,02 25,640 WEBMD CORP COM 94769M105 178 25,640 SH Defined 01,02 25,640 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 8,720 10,530,000 PRN Defined 01,02 10,530,000 WEBSTER FINANCIAL CORP COM 947890109 262 5,300 SH Defined 01,02 5,300 WENDY'S INTERNATIONAL INC COM 950590109 897 26,705 SH Defined 01,02 26,705 WESTAR ENERGY INC COM 95709T100 283 14,000 SH Defined 01,02 14,000 WESTERN GAS RESOURCES INC COM 958259103 3,065 107,200 SH Defined 01,02 107,200 WESTWOOD ONE INC COM 961815107 1,030 52,107 SH Defined 01,02 52,107 WEYERHAEUSER CO COM 962166104 1,642 24,700 SH Defined 01,02 24,700 XILINX INC COM 983919101 774 28,673 SH Defined 01,02 28,673 XEROX CORP COM 984121103 335 23,800 SH Defined 01,02 23,800 YORK INTERNATIONAL CORP COM 986670107 1,483 46,960 SH Defined 01,02 46,960 DAIMLERCHRYSLER AG ORD D1668R123 1,160 28,000 SH Defined 01,02 28,000 ACE LTD ORD G0070K103 897 22,400 SH Defined 01,02 22,400 BUNGE LIMITED COM G16962105 924 23,100 SH Defined 01,02 23,100 CHINADOT COM CORP CL A G2108N109 57 11,500 SH Defined 01,02 11,500 EVEREST RE GROUP LTD COM G3223R108 1,003 13,498 SH Defined 01,02 13,498 IPC HOLDINGS LTD ORD G4933P101 424 11,147 SH Defined 01,02 11,147 ORIENT EXPRESS HOTELS LTD CL A G67743107 373 22,799 SH Defined 01,02 22,799 PARTNERRE LTD COM G6852T105 673 12,300 SH Defined 01,02 12,300 SINA CORP ORD G81477104 204 8,000 SH Defined 01,02 8,000 TOMMY HILFIGER CORP ORD G8915Z102 787 79,700 SH Defined 01,02 79,700 CHECK POINT SOFTWARE TECH ORD M22465104 447 26,343 SH Defined 01,02 26,343 ASM INTERNATIONAL N.V. COM N07045102 144 10,848 SH Defined 01,02 10,848 KERZNER INTERNATIONAL LTD SHS P6065Y107 585 13,299 SH Defined 01,02 13,299 ASE TEST LIMITED ORD Y02516105 133 25,389 SH Defined 01,02 25,389 Total 460 655,088
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