-----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, SaB+36xVCQxBjnn4yFMFMICbWhBxamPChru6GZaSXLx8tmVPAJxB8mfbkqaPQ4fK Dru2F4x/Gw7TiU4P3N48ow== 0000950159-04-000206.txt : 20040217 0000950159-04-000206.hdr.sgml : 20040216 20040217170528 ACCESSION NUMBER: 0000950159-04-000206 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040217 EFFECTIVENESS DATE: 20040217 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: 04609978 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 clintongroup.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2003 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 2/17/04 - --------------------- ------------- ------- [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: 184 Form 13F Information Table Value Total: 637,656 (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 ADVANCED MICRO DEVICES NOTE 4.500% 12/0 007903AF4 36,465 16,500,000 PRN Defined 01,02 None AFFILIATED MANAGERS GROUP COM 008252108 223 3200 SH Defined 01,02 Sole AGERE SYSTEMS INC CL A 00845V100 331 108400 SH Defined 01,02 Sole AGILENT TECHNOLOGIES DBCV 3.000% 12/0 00846UAB7 22,554 20,500,000 PRN Defined 01,02 None ALLERGAN INC COM 018490102 495 6441 SH Defined 01,02 Sole ALLIANCE CAPITAL MGMT HOLD UNIT LTD PARTN 01855A101 622 18428 SH Defined 01,02 Sole ALLTEL CORP COM 020039103 763 16388 SH Defined 01,02 Sole AMBAC FINANCIAL GROUP INC COM 023139108 249 3590 SH Defined 01,02 Sole AMERADA HESS CORP PFD CV ACES 7% 023551401 6,577 6,000,000 PRN Defined 01,02 None AMERADA HESS CORP COM 023551104 1,183 22249 SH Defined 01,02 Sole AMERICAN ELECTRIC POWER COM 025537101 211 6910 SH Defined 01,02 Sole AMERICAN EXPRESS CO COM 025816109 921 19097 SH Defined 01,02 Sole AMERISOURCEBERGEN CORP COM 03073E105 243 4321 SH Defined 01,02 Sole AMGEN INC NOTE 3/0 031162AE0 9,429 12,500,000 PRN Defined 01,02 None APACHE CORP COM 037411105 1,065 13137 SH Defined 01,02 Sole APOLLO GROUP INC CL A 037604105 734 10787 SH Defined 01,02 Sole APPLERA CORP COM AP BIO GRP 038020103 294 14200 SH Defined 01,02 Sole AVON PRODUCTS INC COM 054303102 1,196 17726 SH Defined 01,02 Sole BALL CORP COM 058498106 655 11000 SH Defined 01,02 Sole BANK OF AMERICA CORP COM 060505104 374 4648 SH Defined 01,02 Sole BANK ONE CORP COM 06423A103 446 9772 SH Defined 01,02 Sole BARD (C.R.) INC COM 067383109 268 3300 SH Defined 01,02 Sole BB&T CORPORATION COM 054937107 1,193 30864 SH Defined 01,02 Sole BEARINGPOINT INC COM 074002106 247 24500 SH Defined 01,02 Sole BECTON DICKINSON & CO COM 075887109 418 10163 SH Defined 01,02 Sole BED BATH & BEYOND INC COM 075896100 553 12746 SH Defined 01,02 Sole BIG LOTS INC COM 089302103 302 21238 SH Defined 01,02 Sole BIOMET INC COM 090613100 505 13868 SH Defined 01,02 Sole BRISTOL-MYERS SQUIBB DBCV 9/1 110122AM0 16,515 16,000,000 PRN Defined 01,02 None BURLINGTON RESOURCES INC COM 122014103 293 5296 SH Defined 01,02 Sole C.H. ROBINSON WORLDWIDE INC COM 12541W100 453 11944 SH Defined 01,02 Sole CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 2,660 3,820,000 PRN Defined 01,02 None CARNIVAL CORP PAIRED CTF 143658300 896 22549 SH Defined 01,02 Sole CATERPILLAR INC COM 149123101 893 10759 SH Defined 01,02 Sole CDW CORP COM 12512N105 526 9100 SH Defined 01,02 Sole CEDAR FAIR DEPOSITRY UNIT 150185106 272 8851 SH Defined 01,02 Sole CENTEX CORP COM 152312104 603 5600 SH Defined 01,02 Sole CEPHALON INC NOTE 2.500% 12/1 156708AE9 14,247 15,001,000 PRN Defined 01,02 None CHIRON CORP COM 170040109 2,849 49994 SH Defined 01,02 Sole CHUBB CORP CORP UNIT % 171232309 1,453 1,273,125 PRN Defined 01,02 None CITIGROUP INC COM 172967101 224 4608 SH Defined 01,02 Sole CITRIX SYSTEMS INC COM 177376100 218 10300 SH Defined 01,02 Sole CNF INC TECONS SER A 12612V205 3,971 7,890,000 PRN Defined 01,02 None COACH INC COM 189754104 411 10900 SH Defined 01,02 Sole COCA-COLA CO/THE COM 191216100 777 15319 SH Defined 01,02 Sole COLUMBIA SPORTSWEAR CO COM 198516106 387 7096 SH Defined 01,02 Sole COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 32,854 68,108,496 PRN Defined 01,02 None COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC5 8,697 9,455,000 PRN Defined 01,02 None CONOCOPHILLIPS COM 20825C104 544 8289 SH Defined 01,02 Sole COSTCO WHOLESALE CORP COM 22160K105 350 9425 SH Defined 01,02 Sole CYMER INC NOTE 3.500% 2/1 232572AE7 5,628 4,880,000 PRN Defined 01,02 None CYPRESS SEMICONDUCTOR CORP COM 232806109 288 13500 SH Defined 01,02 Sole DEERE & CO COM 244199105 264 4052 SH Defined 01,02 Sole DENTSPLY INTERNATIONAL INC COM 249030107 200 4454 SH Defined 01,02 Sole DOMINION RESOURCES NOTE 2.125% 12/1 25746UAP4 3,034 3,000,000 PRN Defined 01,02 None DONALDSON CO INC COM 257651109 905 15300 SH Defined 01,02 Sole DUANE READE NOTE 2.148% 4/1 263578AC0 6,835 12,000,000 PRN Defined 01,02 None ECHOSTAR COMMUNICATIONS CL A 278762109 1,522 44750 SH Defined 01,02 Sole EDWARDS (A.G.) INC COM 281760108 1,181 32600 SH Defined 01,02 Sole EMC CORP/MASS COM 268648102 203 15675 SH Defined 01,02 Sole ENBRIDGE ENERGY PARTNERS LP COM 29250R106 519 10400 SH Defined 01,02 Sole EQUITY RESIDENTIAL SH BEN INT 29476L107 1,115 37800 SH Defined 01,02 Sole ESTEE LAUDER COMPANIES CL A 518439104 216 5500 SH Defined 01,02 Sole EXXON MOBIL CORP COM 30231G102 252 6152 SH Defined 01,02 Sole FACTSET RESEARCH SYSTEMS INC COM 303075105 457 11972 SH Defined 01,02 Sole FEDERATED DEPARTMENT STORES COM 31410H101 434 9214 SH Defined 01,02 Sole FEDEX CORP COM 31428X106 2,039 30204 SH Defined 01,02 Sole FIRST TENNESSEE NATL CORP COM 337162101 379 8600 SH Defined 01,02 Sole FLEETBOSTON FINANCIAL CORP COM 339030108 5,495 125897 SH Defined 01,02 Sole FORD MOTOR CO COM PAR $0.01 345370860 291 18163 SH Defined 01,02 Sole FORD MOTOR CO CAP TR II PFD TR CV6.5% 345395206 14,015 12,515,000 PRN Defined 01,02 None FPL GROUP INC COM 302571104 547 8360 SH Defined 01,02 Sole FULTON FINANCIAL CORP COM 360271100 893 40777 SH Defined 01,02 Sole GAP INC NOTE 5.750% 3/1 364760AJ7 29,229 19,000,000 PRN Defined 01,02 None GENERAL ELECTRIC CO COM 369604103 278 8985 SH Defined 01,02 Sole GOLDEN WEST FINANCIAL CORP COM 381317106 256 2482 SH Defined 01,02 Sole GOLDMAN SACHS GROUP INC COM 38141G104 2,097 21239 SH Defined 01,02 Sole GRACO INC COM 384109104 412 10280 SH Defined 01,02 Sole GTECH HOLDINGS CORP COM 400518106 525 10600 SH Defined 01,02 Sole HARLEY-DAVIDSON INC COM 412822108 432 9082 SH Defined 01,02 Sole HASBRO INC COM 418056107 579 27200 SH Defined 01,02 Sole HOME DEPOT INC COM 437076102 676 19043 SH Defined 01,02 Sole HUDSON UNITED BANCORP COM 444165104 915 24750 SH Defined 01,02 Sole INDEPENDENCE COMMUNITY BANK COM 453414104 598 16622 SH Defined 01,02 Sole INTEL CORP COM 458140100 567 17621 SH Defined 01,02 Sole INTERACTIVE DATA CORP COM 45840J107 240 14500 SH Defined 01,02 Sole INTERNATIONAL RECTIFIER NOTE 4.250% 7/1 460254AE5 21,708 21,627,000 PRN Defined 01,02 None INVITROGEN CORP NOTE 2.250% 12/1 46185RAD2 22,513 21,420,000 PRN Defined 01,02 None JABIL CIRCUIT INC COM 466313103 634 22390 SH Defined 01,02 Sole JETBLUE AIRWAYS CORP COM 477143101 565 21290 SH Defined 01,02 Sole JP MORGAN CHASE & CO COM 46625H100 1,135 30899 SH Defined 01,02 Sole KB HOME COM 48666K109 544 7500 SH Defined 01,02 Sole KERR-MCGEE CORP COM 492386107 891 19162 SH Defined 01,02 Sole KLA-TENCOR CORPORATION COM 482480100 378 6439 SH Defined 01,02 Sole KOHLS CORP COM 500255104 479 10649 SH Defined 01,02 Sole LABORATORY CORP OF AMERICA HLDGS NOTE 9/1 50540RAC6 11,317 15,815,000 PRN Defined 01,02 None LEGG MASON INC COM 524901105 810 10500 SH Defined 01,02 Sole LENNAR CORP CL A 526057104 201 2097 SH Defined 01,02 Sole LEVEL 3 COMMUNICATIONS NOTE 2.875% 7/1 52729NBA7 31,336 30,000,000 PRN Defined 01,02 None LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,739 8,102,000 PRN Defined 01,02 None LIZ CLAIBORNE INC COM 539320101 333 9380 SH Defined 01,02 Sole LUBRIZOL CORP COM 549271104 632 19449 SH Defined 01,02 Sole LUCENT TECHNOLOGIES INC COM 549463107 214 75476 SH Defined 01,02 Sole LUCENT TECHNOLOGY DBCV 2.750% 6/1 549463AG2 17,143 15,000,000 PRN Defined 01,02 None MARATHON OIL CORP COM 565849106 315 9516 SH Defined 01,02 Sole MARKEL CORP COM 570535104 535 2110 SH Defined 01,02 Sole MASCO CORP COM 574599106 711 25937 SH Defined 01,02 Sole MASSEY ENERGY NOTE 4.750% 5/1 576203AB9 13,395 10,000,000 PRN Defined 01,02 None MBIA INC COM 55262C100 358 6051 SH Defined 01,02 Sole MBNA CORP COM 55262L100 310 12483 SH Defined 01,02 Sole MEDIMMUNE INC COM 584699102 806 31735 SH Defined 01,02 Sole MICREL INC COM 594793101 266 17086 SH Defined 01,02 Sole MICROSOFT CORP COM 594918104 442 16046 SH Defined 01,02 Sole MILLENNIUM PHARMACEUTICALS NOTE 5.500% 1/1 599902AB9 12,891 12,947,000 PRN Defined 01,02 None MURPHY OIL CORP COM 626717102 297 4550 SH Defined 01,02 Sole NATIONAL SEMICONDUCTOR CORP COM 637640103 326 8262 SH Defined 01,02 Sole NAVISTAR INTERNATIONAL NOTE 4.750% 4/0 638902AM8 20,437 19,015,000 PRN Defined 01,02 None NEWMONT MINING CORP COM 651639106 504 10370 SH Defined 01,02 Sole NEXTEL COMMUNICATIONS NOTE 6.000% 6/0 65332VBC6 7,178 5,802,000 PRN Defined 01,02 None NIKE INC CL B 654106103 327 4770 SH Defined 01,02 Sole NORTHERN BORDER PARTNERS UNIT LTD PARTN 664785102 477 12140 SH Defined 01,02 Sole NORTHERN TRUST CORP COM 665859104 686 14787 SH Defined 01,02 Sole NUCOR CORP COM 670346105 879 15700 SH Defined 01,02 Sole OCCIDENTAL PETROLEUM CORP COM 674599105 592 14016 SH Defined 01,02 Sole OGE ENERGY CORP COM 670837103 322 13300 SH Defined 01,02 Sole OLD NATL BANCORP/IN COM 680033107 201 8800 SH Defined 01,02 Sole ORBITAL SCIENCES CORP COM 685564106 1,131 94100 SH Defined 01,02 Sole PACKAGING CORP OF AMERICA COM 695156109 208 9510 SH Defined 01,02 Sole PEGASUS COMMUNICATIONS CORP COM 705904605 671 23909 SH Defined 01,02 Sole PEPSI BOTTLING GROUP INC COM 713409100 232 9587 SH Defined 01,02 Sole PERFORMANCE FOOD GROUP CO COM 713755106 438 12100 SH Defined 01,02 Sole PFIZER INC COM 717081103 257 7265 SH Defined 01,02 Sole PITNEY BOWES INC COM 724479100 1,026 25264 SH Defined 01,02 Sole PIXAR COM 725811103 863 12458 SH Defined 01,02 Sole PMI GROUP DBCV 2.500% 7/1 69344MAE1 33,028 30,000,000 PRN Defined 01,02 None PRECISION CASTPARTS CORP COM 740189105 309 6800 SH Defined 01,02 Sole PROCTER & GAMBLE CO COM 742718109 757 7584 SH Defined 01,02 Sole PROGRESS ENERGY INC COM 743263105 396 8746 SH Defined 01,02 Sole QLOGIC CORP COM 747277101 366 7100 SH Defined 01,02 Sole RADIAN GROUP DBCV 2.250% 1/0 750236AF8 1,583 1,500,000 PRN Defined 01,02 None REGENERON PHARMACEUTICALS NOTE 5.500% 10/1 75886FAB3 22,108 23,187,000 PRN Defined 01,02 None REGIONS FINANCIAL CORP COM 758940100 658 17678 SH Defined 01,02 Sole RENT-A-CENTER INC COM 76009N100 492 16400 SH Defined 01,02 Sole RESMED INC COM 761152107 307 7400 SH Defined 01,02 Sole RF MICRO DEVICES INC COM 749941100 182 18100 SH Defined 01,02 Sole RITE AID CORP COM 767754104 352 58200 SH Defined 01,02 Sole SCHLUMBERGER LTD DBCV 2.125 6/0 806857AD0 7,444 7,500,000 PRN Defined 01,02 None SEARS ROEBUCK & CO COM 812387108 234 5145 SH Defined 01,02 Sole SELECT MEDICAL CORP COM 816196109 632 38800 SH Defined 01,02 Sole SMITHFIELD FOODS INC COM 832248108 896 43300 SH Defined 01,02 Sole SONOCO PRODUCTS CO COM 835495102 322 13080 SH Defined 01,02 Sole SOUTHTRUST CORP COM 844730101 872 26648 SH Defined 01,02 Sole SOUTHWEST AIRLINES COM 844741108 219 13579 SH Defined 01,02 Sole SPDR TRUST SERIES 1 UNIT SER 1 78462F103 50,648 455467 SH Defined 01,02 Sole STARWOOD HOTELS & RESORTS PAIRED CTF 85590A203 201 5587 SH Defined 01,02 Sole SWIFT TRANSPORTATION CO INC COM 870756103 225 10693 SH Defined 01,02 Sole SYSCO CORP COM 871829107 486 13048 SH Defined 01,02 Sole TALBOTS INC COM 874161102 394 12798 SH Defined 01,02 Sole TARGET CORP COM 87612E106 437 11391 SH Defined 01,02 Sole TERADYNE INC SDCV 3.750% 10/1 880770AD4 16,480 14,226,000 PRN Defined 01,02 None TEXAS INSTRUMENTS INC COM 882508104 723 24620 SH Defined 01,02 Sole TEXTRON INC COM 883203101 254 4444 SH Defined 01,02 Sole THOR INDUSTRIES INC COM 885160101 495 8800 SH Defined 01,02 Sole TYCO INTERNATIONAL DBCV 2.750% 1/1 902118BF4 16,773 13,130,000 PRN Defined 01,02 None TYSON FOODS INC CL A 902494103 434 32800 SH Defined 01,02 Sole UCBH HOLDINGS INC COM 90262T308 241 6200 SH Defined 01,02 Sole UNITED PARCEL SERVICE CL B 911312106 1,175 15765 SH Defined 01,02 Sole UNITED TECHNOLOGIES CORP COM 913017109 205 2167 SH Defined 01,02 Sole UNOCAL CORP COM 915289102 1,189 32295 SH Defined 01,02 Sole VALERO ENERGY CORP COM 91913Y100 528 11400 SH Defined 01,02 Sole VERITAS SOFTWARE CORP COM 923436109 209 5611 SH Defined 01,02 Sole VINTAGE PETROLEUM INC COM 927460105 153 12700 SH Defined 01,02 Sole VITESSE SEMICONDUCTOR CORP COM 928497106 143 24400 SH Defined 01,02 Sole WACHOVIA CORP COM 929903102 910 19526 SH Defined 01,02 Sole WADDELL & REED FINANCIAL CL A 930059100 530 22600 SH Defined 01,02 Sole WALGREEN CO COM 931422109 593 16305 SH Defined 01,02 Sole WAL-MART STORES INC COM 931142103 616 11610 SH Defined 01,02 Sole WASHINGTON MUTUAL INC COM 939322103 1,256 31296 SH Defined 01,02 Sole WASTE CONNECTIONS INC FRNT 5/0 941053AD2 12,039 11,735,000 PRN Defined 01,02 None WATSON PHARMACEUTICALS INC COM 942683103 269 5850 SH Defined 01,02 Sole WEBMD CORP NOTE 3.250% 4/0 94769MAC9 11,133 9,500,000 PRN Defined 01,02 None WEIGHT WATCHERS INTL INC COM 948626106 374 9760 SH Defined 01,02 Sole WRIGLEY WM JR CO COM 982526105 347 6178 SH Defined 01,02 Sole ZIONS BANCORPORATION COM 989701107 259 4218 SH Defined 01,02 Sole 637,656
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