-----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, FocBPDSp6l70j+8Ch4Fzk5Aan6CSxMDl6QPlzGy2BbHVeOVkaO3TKSXcgHjXwRlZ bumTFVmM2fN8Ao+yidNosw== 0000950159-03-000952.txt : 20031114 0000950159-03-000952.hdr.sgml : 20031114 20031114150932 ACCESSION NUMBER: 0000950159-03-000952 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031114 EFFECTIVENESS DATE: 20031114 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: 031003759 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 clintongroup13f.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, 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 11/14/03 - ------------- ------------- -------- [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: 351 Form 13F Information Table Value Total: 876,319 (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.
- -------------------------------------------------------------------------------------------------------------------------------- ISSUER TITLE OF CUSIP VALUE SH/PRN SH/PUT INV OTHER VOTING AUTHORITY CLASS (X$1000) AMT PRN/CALL DISCR MGR SOLE SHARED NONE - -------------------------------------------------------------------------------------------------------------------------------- A T & T WIRELESS SERVICES COM 00209A106 411 50277 SH Defined 01,02 Sole ABERCROMBIE & FITCH CO CL A 002896207 449 16200 SH Defined 01,02 Sole ABGENIX INC NOTE 3.500% 3/1 00339BAB3 10,415 11,500,000 PRN Defined 01,02 None ACCENTURE LTD CL A G1150G111 1,546 69210 SH Defined 01,02 Sole ADVANCED FIBRE COMMUNICATION COM 00754A105 371 17700 SH Defined 01,02 Sole ADVANCED MICRO DEVICES INC NOTE 4.500% 12/0 007903AF4 36,819 21,500,000 PRN Defined 01,02 None AFFILIATED MANAGERS GROUP COM 008252108 547 8703 SH Defined 01,02 Sole AFFYMETRIX INC COM 00826T108 747 35593 SH Defined 01,02 Sole AFLAC INC COM 001055102 2,597 80409 SH Defined 01,02 Sole AGILENT TECHNOLOGIES INC DBCV 3.000% 12/0 00846UAB7 35,659 35,000,000 PRN Defined 01,02 None AIRTRAN HOLDINGS INC COM 00949P108 771 46000 SH Defined 01,02 Sole ALBERTSON S INC COM 013104104 690 33553 SH Defined 01,02 Sole ALCOA INC COM 013817101 1,539 58827 SH Defined 01,02 Sole ALLIANCE CAPITAL MGMT HOLD UNIT LTD 01855A101 1,068 31900 SH Defined 01,02 Sole ALLIANCE DATA SYSTEMS CORP COM 018581108 232 8800 SH Defined 01,02 Sole ALLIANT TECHSYSTEMS INC COM 018804104 1,094 22763 SH Defined 01,02 Sole ALLTEL CORP COM 020039103 548 11833 SH Defined 01,02 Sole ALTERA CORPORATION COM 021441100 1,205 63746 SH Defined 01,02 Sole AMDOCS LTD ORD G02602103 697 37100 SH Defined 01,02 Sole AMERICA ONLINE INC NOTE 12/0 02364JAC8 6,213 10,000,000 PRN Defined 01,02 None AMERICAN EXPRESS CO COM 025816109 1,054 23397 SH Defined 01,02 Sole AMERICAN INTERNATIONAL GROUP COM 026874107 307 5316 SH Defined 01,02 Sole AMERISOURCEBERGEN CORP COM 03073E105 879 16271 SH Defined 01,02 Sole AMERITRADE HOLDING CORP COM 03074K100 164 14600 SH Defined 01,02 Sole AMGEN INC COM 031162100 2,800 43367 SH Defined 01,02 Sole AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH3 1,840 2,000,000 PRN Defined 01,02 None AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN0 3,830 4,000,000 PRN Defined 01,02 None ANADARKO PETROLEUM CORP COM 032511107 3,960 94817 SH Defined 01,02 Sole ANNALY MORTGAGE MANAGEMENT COM 035710409 2,905 176944 SH Defined 01,02 Sole ANNTAYLOR STORES CORP COM 036115103 260 8100 SH Defined 01,02 Sole ANTHRACITE CAPITAL INC COM 037023108 149 15400 SH Defined 01,02 Sole AON CORP COM 037389103 787 37724 SH Defined 01,02 Sole APACHE CORP COM 037411105 1,972 28437 SH Defined 01,02 Sole ASHLAND INC COM 044204105 746 22700 SH Defined 01,02 Sole ASTORIA FINANCIAL CORP COM 046265104 3,004 97215 SH Defined 01,02 Sole AUTOMATIC DATA PROCESSING COM 053015103 3,881 108267 SH Defined 01,02 Sole AUTOZONE INC COM 053332102 2,070 23123 SH Defined 01,02 Sole AVALONBAY COMMUNITIES INC COM 053484101 957 20442 SH Defined 01,02 Sole AVERY DENNISON CORP COM 053611109 850 16829 SH Defined 01,02 Sole BANK OF HAWAII CORP COM 062540109 525 15641 SH Defined 01,02 Sole BARR LABORATORIES INC COM 068306109 1,334 19560 SH Defined 01,02 Sole BAXTER INTERNATIONAL INC COM 071813109 304 10468 SH Defined 01,02 Sole BEA SYSTEMS INC COM 073325102 935 77568 SH Defined 01,02 Sole BEAR STEARNS COMPANIES INC COM 073902108 564 7539 SH Defined 01,02 Sole BEARINGPOINT INC COM 074002106 100 12500 SH Defined 01,02 Sole BECTON DICKINSON & CO COM 075887109 1,158 32049 SH Defined 01,02 Sole BED BATH & BEYOND INC COM 075896100 2,144 56146 SH Defined 01,02 Sole BELLSOUTH CORP COM 079860102 347 14650 SH Defined 01,02 Sole BELO CORPORATION COM SER A 080555105 509 21000 SH Defined 01,02 Sole BEMIS COMPANY COM 081437105 468 10575 SH Defined 01,02 Sole BEST BUY CO INC COM 086516101 1,396 29372 SH Defined 01,02 Sole BIG LOTS INC COM 089302103 195 12338 SH Defined 01,02 Sole BISYS GROUP INC/THE COM 055472104 1,562 118800 SH Defined 01,02 Sole BMC SOFTWARE INC COM 055921100 238 17050 SH Defined 01,02 Sole BORDERS GROUP INC COM 099709107 643 34000 SH Defined 01,02 Sole BOSTON SCIENTIFIC CORP COM 101137107 1,664 26085 SH Defined 01,02 Sole BROCADE COMMUNICATIONS SYS COM 111621108 629 120450 SH Defined 01,02 Sole BROWN-FORMAN CORP CL B 115637209 1,063 13435 SH Defined 01,02 Sole BURLINGTON RESOURCES INC COM 122014103 2,926 60696 SH Defined 01,02 Sole CALPINE CORP NOTE 4.000% 12/2 131347BA3 51,057 55,346,000 PRN Defined 01,02 None CARDINAL HEALTH INC COM 14149Y108 357 6110 SH Defined 01,02 Sole CARLISLE COS INC COM 142339100 465 10665 SH Defined 01,02 Sole CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 577 890,000 PRN Defined 01,02 None CARNIVAL CORP PAIRED CTF 143658300 2,047 62249 SH Defined 01,02 Sole CATERPILLAR INC DEPOSITORY UNIT 149123101 1,862 27044 SH Defined 01,02 Sole CEDAR FAIR -LP COM 150185106 616 22001 SH Defined 01,02 Sole CENTURYTEL INC COM 156700106 1,440 42492 SH Defined 01,02 Sole CEPHALON INC NOTE 2.500% 12/1 156708AE9 26,298 27,755,000 PRN Defined 01,02 None CHARTER ONE FIN INC COM 160903100 757 24736 SH Defined 01,02 Sole CHECKFREE CORP COM 162813109 557 27860 SH Defined 01,02 Sole CHEVRONTEXACO CORP COM 166764100 421 5888 SH Defined 01,02 Sole CHIRON CORP COM 170040109 2,607 50434 SH Defined 01,02 Sole CHOICEPOINT INC COM 170388102 889 26531 SH Defined 01,02 Sole CHUBB CORP CORP UNIT % 171232309 9,384 338,925 PRN Defined 01,02 None CISCO SYSTEMS INC COM 17275R102 1,046 53538 SH Defined 01,02 Sole CITIGROUP INC COM 172967101 210 4608 SH Defined 01,02 Sole CITIZENS COMMUNICATIONS CO COM 17453B101 646 57600 SH Defined 01,02 Sole CNA FINANCIAL CORP COM 126117100 927 44110 SH Defined 01,02 Sole CNF INC COM 12612W104 737 23000 SH Defined 01,02 Sole CNF TRUST TECONS SER A 12612V205 7,299 148,000 PRN Defined 01,02 None COCA-COLA CO/THE COM 191216100 413 9619 SH Defined 01,02 Sole COCA-COLA ENTERPRISES COM 191219104 478 25054 SH Defined 01,02 Sole COMMUNITY HEALTH SYSTEMS INC COM 203668108 655 30185 SH Defined 01,02 Sole COMPUTER NETWORK TECHNOLOGY CORP NOTE 3.000% 2/1 204925AC5 12,118 14,455,000 PRN Defined 01,02 None COMPUTER SCIENCES CORP COM 205363104 526 13992 SH Defined 01,02 Sole CONAGRA FOODS INC COM 205887102 478 22528 SH Defined 01,02 Sole CONCORD EFS INC COM 206197105 2,215 162051 SH Defined 01,02 Sole CONOCOPHILLIPS COM 20825C104 1,253 22889 SH Defined 01,02 Sole CONSOL ENERGY INC COM 20854P109 197 10582 SH Defined 01,02 Sole COOPER TIRE & RUBBER COM 216831107 303 19100 SH Defined 01,02 Sole CROWN HOLDINGS INC COM 228368106 105 15500 SH Defined 01,02 Sole CUMMINS INC COM 231021106 1,151 25900 SH Defined 01,02 Sole CVS CORP COM 126650100 376 12121 SH Defined 01,02 Sole CYMER INC NOTE 3.500% 2/1 232572AE7 7,998 7,380,000 PRN Defined 01,02 None DAIMLERCHRYSLER AG ORD D1668R123 696 19853 SH Defined 01,02 Sole DANAHER CORP COM 235851102 839 11366 SH Defined 01,02 Sole DARDEN RESTAURANTS INC COM 237194105 810 42647 SH Defined 01,02 Sole DEVON ENERGY CORPORATION COM 25179M103 1,950 40483 SH Defined 01,02 Sole DEVRY INC COM 251893103 232 9800 SH Defined 01,02 Sole DOCUMENTUM INC NOTE 4.500% 4/0 256159AB0 5,246 4,990,000 PRN Defined 01,02 None DORAL FINANCIAL CORP COM 25811P100 854 18160 SH Defined 01,02 Sole DOUBLECLICK INC COM 258609304 989 91787 SH Defined 01,02 Sole DTE ENERGY COMPANY COM 233331107 990 26837 SH Defined 01,02 Sole EASTMAN KODAK CO COM 277461109 317 15117 SH Defined 01,02 Sole EATON VANCE CORP NON VTG 278265103 241 7200 SH Defined 01,02 Sole ECHOSTAR COMMUNICATIONS CL A 278762109 1,286 33600 SH Defined 01,02 Sole ECHOSTAR COMMUNICATIONS CORP NOTE 4.875% 1/0 278762AD1 3,086 3,000,000 PRN Defined 01,02 None EDUCATION MANAGEMENT CORP COM 28139T101 1,532 26558 SH Defined 01,02 Sole EDWARDS (A.G.) INC COM 281760108 1,049 27314 SH Defined 01,02 Sole EDWARDS LIFESCIENCES CORP COM 28176E108 661 24400 SH Defined 01,02 Sole EL PASO CORP COM 28336L109 210 28758 SH Defined 01,02 Sole ELI LILLY & CO COM 532457108 1,029 17330 SH Defined 01,02 Sole EQUIFAX INC COM 294429105 428 19237 SH Defined 01,02 Sole EXPRESS SCRIPTS INC COM 302182100 213 3486 SH Defined 01,02 Sole EXTENDED STAY AMERICA INC COM 30224P101 248 16622 SH Defined 01,02 Sole EXXON MOBIL CORP COM 30231G102 225 6152 SH Defined 01,02 Sole FACTSET RESEARCH SYSTEMS INC COM 303075105 1,890 42617 SH Defined 01,02 Sole FEDERATED INVESTORS INC CL B 314211103 341 12300 SH Defined 01,02 Sole FEDEX CORP COM 31428X106 494 7665 SH Defined 01,02 Sole FIRST TENNESSEE NATL CORP COM 337162101 2,466 58080 SH Defined 01,02 Sole FISERV INC COM 337738108 686 18933 SH Defined 01,02 Sole FLEETBOSTON FINANCIAL CORP COM 339030108 461 15286 SH Defined 01,02 Sole FOREST LABORATORIES INC COM 345838106 1,715 33338 SH Defined 01,02 Sole FOUNDRY NETWORKS INC COM 35063R100 707 32900 SH Defined 01,02 Sole FPL GROUP INC COM 302571104 2,481 39260 SH Defined 01,02 Sole FRANKLIN RESOURCES INC COM 354613101 282 6372 SH Defined 01,02 Sole FREDDIE MAC COM 313400301 215 4109 SH Defined 01,02 Sole FRED S INC CL A 356108100 307 9300 SH Defined 01,02 Sole FREEPORT-MCMORAN COPPER CL B 35671D857 1,910 57693 SH Defined 01,02 Sole FULTON FINANCIAL CORP COM 360271100 1,454 71970 SH Defined 01,02 Sole GAP INC/THE NOTE 5.750% 3/1 364760AJ7 13,219 10,520,000 PRN Defined 01,02 None GAP INC/THE COM 364760108 175 10216 SH Defined 01,02 Sole GENENTECH INC COM 368710406 867 10820 SH Defined 01,02 Sole GENERAL DYNAMICS CORP COM 369550108 2,600 33305 SH Defined 01,02 Sole GENERAL ELECTRIC CO COM 369604103 268 8985 SH Defined 01,02 Sole GENTEX CORP COM 371901109 1,292 37100 SH Defined 01,02 Sole GENZYME CORP COM GENL DIV 372917104 528 11423 SH Defined 01,02 Sole GEORGIA-PACIFIC CORP COM 373298108 817 33700 SH Defined 01,02 Sole GETTY IMAGES INC COM 374276103 847 24100 SH Defined 01,02 Sole GLOBAL PAYMENTS INC COM 37940X102 270 7500 SH Defined 01,02 Sole GOLDEN WEST FINANCIAL CORP COM 381317106 433 4842 SH Defined 01,02 Sole GOLDMAN SACHS GROUP INC COM 38141G104 5,247 62539 SH Defined 01,02 Sole GRANT PRIDECO INC COM 38821G101 256 25145 SH Defined 01,02 Sole GREENPOINT FINANCIAL CORP COM 395384100 2,616 87619 SH Defined 01,02 Sole GTECH HOLDINGS CORP COM 400518106 938 21900 SH Defined 01,02 Sole HARRAH S ENTERTAINMENT INC COM 413619107 1,346 31957 SH Defined 01,02 Sole HARTE-HANKS INC COM 416196103 234 12700 SH Defined 01,02 Sole HCC INSURANCE HOLDINGS INC COM 404132102 209 7196 SH Defined 01,02 Sole HEALTH CARE REIT INC COM 42217K106 271 8800 SH Defined 01,02 Sole HENRY (JACK) & ASSOCIATES COM 426281101 195 11200 SH Defined 01,02 Sole HEWLETT-PACKARD CO COM 428236103 293 15111 SH Defined 01,02 Sole HILTON HOTELS CORP 3.375% 4/1 432848AZ2 4,948 4,690,000 PRN Defined 01,02 None HILTON HOTELS CORP COM 432848109 1,672 103061 SH Defined 01,02 Sole HOME DEPOT INC COM 437076102 984 30894 SH Defined 01,02 Sole HONEYWELL INTERNATIONAL INC COM 438516106 1,206 45772 SH Defined 01,02 Sole HORMEL FOODS CORP COM 440452100 725 31551 SH Defined 01,02 Sole HUDSON UNITED BANCORP COM 444165104 1,806 51350 SH Defined 01,02 Sole HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE6 6,187 4,750,000 PRN Defined 01,02 None IDEC PHARMACEUTICALS CORP COM 449370105 454 13700 SH Defined 01,02 Sole IDEX CORP COM 45167R104 737 20220 SH Defined 01,02 Sole ILLINOIS TOOL WORKS COM 452308109 429 6471 SH Defined 01,02 Sole IMATION CORP COM 45245A107 971 29737 SH Defined 01,02 Sole INCO LTD SDCV 3.500% 3/1 453258AR6 7,490 6,000,000 PRN Defined 01,02 None INGERSOLL-RAND CO CL A G4776G101 2,346 43899 SH Defined 01,02 Sole INTERNATIONAL PAPER CO COM 460146103 388 9953 SH Defined 01,02 Sole INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE5 20,810 21,627,000 PRN Defined 01,02 None INTL BUSINESS MACHINES CORP COM 459200101 1,480 16758 SH Defined 01,02 Sole INTL GAME TECHNOLOGY COM 459902102 706 25088 SH Defined 01,02 Sole INVITROGEN CORP NOTE 2.250% 12/1 46185RAD2 7,399 7,500,000 PRN Defined 01,02 None IRON MOUNTAIN INC COM 462846106 2,057 57300 SH Defined 01,02 Sole ISIS PHARMACEUTICALS INC NOTE 5.500% 5/0 464337AC8 8,729 10,500,000 PRN Defined 01,02 None ITT INDUSTRIES INC COM 450911102 2,384 39844 SH Defined 01,02 Sole JABIL CIRCUIT INC COM 466313103 1,553 59600 SH Defined 01,02 Sole JANUS CAPITAL GROUP INC COM 47102X105 3,017 215940 SH Defined 01,02 Sole JC PENNEY CO INC/NEW NOTE 5.000% 10/1 708160BV7 14,932 14,630,000 PRN Defined 01,02 None JEFFERIES GROUP INC (NEW) COM 472319102 322 11200 SH Defined 01,02 Sole JOHNSON & JOHNSON COM 478160104 783 15802 SH Defined 01,02 Sole JOHNSON CONTROLS INC COM 478366107 566 5984 SH Defined 01,02 Sole JUNIPER NETWORKS INC COM 48203R104 984 65581 SH Defined 01,02 Sole KB HOME COM 48666K109 2,184 36600 SH Defined 01,02 Sole KERR-MCGEE CORP SDCV 5.250% 2/1 492386AP2 8,627 8,187,000 PRN Defined 01,02 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288 6917 SH Defined 01,02 Sole R.H. 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