-----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, Ty4qRx8PcUKWu6GXW2z2rpRgdq28VkN54AfObQ8h2mJbeHjr56jV7MXxX53/SkA0 lJrmCEErxM0h1WGPSgUgAw== 0001169232-02-002965.txt : 20021118 0001169232-02-002965.hdr.sgml : 20021118 20021114174229 ACCESSION NUMBER: 0001169232-02-002965 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021114 EFFECTIVENESS DATE: 20021115 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: 02826640 BUSINESS ADDRESS: STREET 1: 32 OLD SLIP 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 2128250400 13F-HR 1 d52659_13fhr.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, 2002 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: 55 Water Street, 31st Floor New York, NY 10041 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 11/14/02 - ------------------------------------- ------------------- ---------------- [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: 138 Form 13F Information Table Value Total: 899,611 (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.
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ ---------- -------- ------------ --- ---- ------- --------- ----- ------ ----- 3M CO COM G84922106 174 10221 SH Defined 01,02 Sole ACXIOM CORP. NOTE 3.750% 2/1 005125AB5 118 110000 PRN Defined 01,02 None ADVANCED MICRO DEVICES, INC. DBCV 4.750% 2/0 007903AE7 2,621 4500000 PRN Defined 01,02 None AFFILIATED COMPUTER SRVCS, INC. NOTE 3.500% 2/1 008190AF7 36,633 29905000 PRN Defined 01,02 None AGILENT TECHNOLOGIES, INC. DBCV 3.000% 12/0 00846UAB7 8,887 10855000 PRN Defined 01,02 None AIRGAS INC ORD G8915Z102 129 13828 SH Defined 01,02 Sole ALLEGHENY ENERGY INC CL A P74823108 151 15934 SH Defined 01,02 Sole ALLIED WASTE INDUSTRIES INC COM 1957109 2,598 216378 SH Defined 01,02 Sole ALLMERICA FINANCIAL CORP COM 19754100 137 11447 SH Defined 01,02 Sole AMB PROPERTY CORP COM 00163T109 203 7038 SH Defined 01,02 Sole AMERISOURCE HEALTH CORP. NOTE 5.000% 12/0 03071PAD4 13,905 9000000 PRN Defined 01,02 None AMGEN, INC. NOTE 3/0 031162AE0 21,855 31000000 PRN Defined 01,02 None AMKOR TECHNOLOGY, INC. NOTE 5.750% 6/0 031652AN0 2,364 7390000 PRN Defined 01,02 None ANNALY MORTGAGE MANAGEMENT COM 37411105 223 3762 SH Defined 01,02 Sole APACHE CORP COM 9363102 131 10012 SH Defined 01,02 Sole AT&T CORP COM PAR$ .01NEW 19589308 134 18255 SH Defined 01,02 Sole BARNES & NOBLE NOTE 5.250% 3/1 067774AD1 8,429 8585000 PRN Defined 01,02 None BAXTER INTL, INC. DBCV 1.250% 6/0 071813AR0 19,800 20000000 PRN Defined 01,02 None BEST BUY, INC. DBCV 0.684% 6/2 086516AD3 2,350 3588000 PRN Defined 01,02 None BEST BUY, INC. SDCV 2.250% 1/1 086516AF8 4,207 5420000 PRN Defined 01,02 None BROCADE COMMUNICATIONS SYS COM 17361106 189 14500 SH Defined 01,02 Sole BROCADECOMM. SYS. I NOTE 2.000% 1/0 111621AB4 1,442 2200000 PRN Defined 01,02 None CALLAWAY GOLF COMPANY COM 111621108 85 11393 SH Defined 01,02 Sole CALPINE CORP COM 201647104 226 10413 SH Defined 01,02 Sole CARRAMERICA REALTY CORP COM 200340107 242 5025 SH Defined 01,02 Sole CARNIVAL CORP. NOTE 10/2 143658AS1 8,343 15000000 PRN Defined 01,02 None CENDANT CORP. DBCV 3.875% 11/2 151313AN3 13,160 14000000 PRN Defined 01,02 None CEPHALON, INC. NOTE 2.500% 12/1 156708AE9 7,526 9000000 PRN Defined 01,02 None CEPHALON, INC. NOTE 5.250% 5/0 156708AC3 12,236 13000000 PRN Defined 01,02 None CHARLES RIVER LAB., INC. DBCV 3.500% 2/0 159863AL3 5,027 4069000 PRN Defined 01,02 None CITY NATIONAL CORP COM 20825C104 308 6679 SH Defined 01,02 Sole COMERICA INC COM 131347106 116 47149 SH Defined 01,02 Sole COMMERCIAL FEDERAL CORP COM 144418100 205 8148 SH Defined 01,02 Sole COMMUNITY HEALTH SYS. INC. NOTE 4.250% 10/1 203668AA6 7,481 7000000 PRN Defined 01,02 None CONOCOPHILLIPS COM 178566105 292 6247 SH Defined 01,02 Sole CYMER, INC. NOTE 3.500% 2/1 232572AE7 13,175 17000000 PRN Defined 01,02 None DIAMONDS TRUST SERIES I UNIT SER 1 252787106 1,995 26286 SH Defined 01,02 Sole
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ ---------- -------- ------------ --- ---- ------- --------- ----- ------ ----- ECHOSTAR COMM. NOTE 5.750% 5/1 278762AG4 17,015 22575000 PRN Defined 01,02 None EL PASO CORP COM 131193104 107 10377 SH Defined 01,02 Sole ENZON, INC. NOTE 4.500% 7/0 293904AB4 10,803 15600000 PRN Defined 01,02 None EXTREME NETWORKS INC COM 28336L109 181 22000 SH Defined 01,02 Sole EXTREME NETWORKS, INC. NOTE 3.500% 12/0 30226DAB2 2,345 3500000 PRN Defined 01,02 None FANNIE MAE COM 30226D106 83 19896 SH Defined 01,02 Sole FLEETBOSTON FINANCIAL CORP COM 339030108 310 15274 SH Defined 01,02 Sole FREDDIE MAC COM 313586109 244 4108 SH Defined 01,02 Sole GENERAL SEMICONDUCTOR, INC. NOTE 5.750% 12/1 370787AB9 5,414 6084000 PRN Defined 01,02 None GENZYME CORP. SDCV 3.000% 5/1 372917AK0 14,504 17165000 PRN Defined 01,02 None GILEAD SCIENCES, INC. NOTE 5.000% 12/1 375558AB9 14,041 9200000 PRN Defined 01,02 None GREATER BAY BANCORP COM 313400301 202 3627 SH Defined 01,02 Sole GREENPOINT FINANCIAL CORP COM 391648102 194 10704 SH Defined 01,02 Sole HASBRO, INC. DBCV 2.750% 12/0 418056AN7 680 750000 PRN Defined 01,02 None HCC INSURANCE HLDS. NOTE 2.000% 9/0 404132AA0 5,150 4894000 PRN Defined 01,02 None HUDSON CITY BANCORP INC COM 395384100 231 5535 SH Defined 01,02 Sole HUTCHINSON TECHNOLOGY, INC. NOTE 6.000% 3/1 448407AC0 9,139 9595000 PRN Defined 01,02 None IDEC PHARMACEUTICALS CORP. NOTE 4/2 449370AE5 7,899 13905000 PRN Defined 01,02 None INTERPUBLIC GROUP COS. INC. NOTE 12/1 460690AQ3 18,748 24750000 PRN Defined 01,02 None INTERPUBLIC GROUP COS. INC. NOTE 1.870% 6/0 460690AJ9 9,995 14408000 PRN Defined 01,02 None INVITROGEN CORP. NOTE 2.250% 12/1 46185RAD2 14,218 17690000 PRN Defined 01,02 None ISHARES TR COM 443683107 170 10488 SH Defined 01,02 Sole JABIL CIRCUIT, INC. NOTE 1.750% 5/1 466313AA1 10,219 11292000 PRN Defined 01,02 None JC PENNEY, INC. NOTE 5.000% 10/1 708160BV7 2,290 2640000 PRN Defined 01,02 None JUNIPER NETWORKS, INC. NOTE 4.750% 3/1 48203RAA2 2,981 4500000 PRN Defined 01,02 None KEMET CORP COM 488360108 149 17462 SH Defined 01,02 Sole KERR-MCGEE CORP COM 492386107 203 4679 SH Defined 01,02 Sole KERR MCGEE CORP. SDCV 5.250% 2/1 492386AP2 28,975 26891000 PRN Defined 01,02 None KING PHARMACEUTICALS, INC. DBCV 2.750% 11/1 495582AG3 13,309 15320000 PRN Defined 01,02 None L-3 COMMUNICATIONS HLDGS. DEBT 4.000% 9/1 502424AD6 2,227 1845000 PRN Defined 01,02 None L-3 COMMUNICATIONS HLDGS. NOTE 5.250% 6/0 502424AB0 38,040 26100000 PRN Defined 01,02 None LABORATORY CORP. NOTE 9/1 50540RAC6 26,085 37000000 PRN Defined 01,02 None LEGG MASON, INC. NOTE 6/0 524901AG0 12,093 25000000 PRN Defined 01,02 None LEHMAN BROTHERS HLDGS. FRNT 4/0 524908EC0 9,298 9500000 PRN Defined 01,02 None LEHMAN BROTHERS HOLDINGS INC COM 524908100 1,011 20623 SH Defined 01,02 Sole LENNAR CORP. NOTE 4/0 526057AF1 17,718 37500000 PRN Defined 01,02 None LENNAR CORP. DBCV 7/2 526057AA2 12,405 16500000 PRN Defined 01,02 None
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ ---------- -------- ------------ --- ---- ------- --------- ----- ------ ----- LIFEPOINT HOSPITALS, INC. NOTE 4.500% 6/0 53219LAE9 3,230 3290000 PRN Defined 01,02 None LSI LOGIC NOTE 4.250% 3/1 502161AD4 14,534 15650000 PRN Defined 01,02 None M & T BANK CORP GS CORP BD FD 464287242 16,102 150000 SH Defined 01,02 Sole MANPOWER, INC. DBCV 8/1 56418HAC4 8,852 14989000 PRN Defined 01,02 None MASCO CORP COM 574599106 209 10720 SH Defined 01,02 Sole MASCO CORP. NOTE 7/2 574599AW6 11,481 27500000 PRN Defined 01,02 None MEDTRONIC, INC. DBCV 1.250% 9/1 585055AB2 6,337 6175000 PRN Defined 01,02 None NCO GROUP, INC. NOTE 4.750% 4/1 628858AB8 7,147 10265000 PRN Defined 01,02 None NETWORK ASSOCIATES, INC. NOTE 5.250% 8/1 64123LAB7 18,602 18907000 PRN Defined 01,02 None NEWFIELD EXPLORATION CO COM 55261F104 206 2625 SH Defined 01,02 Sole NORTEL NETWORKS CORP COM 659424105 423 11183 SH Defined 01,02 Sole NORTH FORK BANCORPORATION COM 651290108 205 6131 SH Defined 01,02 Sole NVIDIA CORP COM 35710409 204 11066 SH Defined 01,02 Sole OHIOCASUALTY CORP. NOTE 5.000% 3/1 677240AC7 4,331 4210000 PRN Defined 01,02 None OMNICOM GROUP, INC. NOTE 7/3 681919AM8 28,275 30000000 PRN Defined 01,02 None PANAMERICAN BEVERAGES INC-A COM 656568102 14 27038 SH Defined 01,02 Sole PENNZOIL-QUAKER STATE CO COM 67066G104 116 13601 SH Defined 01,02 Sole PEOPLESOFT INC COM 742718109 271 3037 SH Defined 01,02 Sole PHOTRONICS, INC. NOTE 4.750% 12/1 719405AC6 281 390000 PRN Defined 01,02 None PHOTRONICS, INC. NOTE 6.000% 6/0 719405AA0 16,042 17678000 PRN Defined 01,02 None PMC SIERRA, INC. NOTE 3.750% 8/1 69344FAB2 377 565000 PRN Defined 01,02 None PMI GROUP, INC. DBCV 2.500% 7/1 69344MAE1 21,023 20349000 PRN Defined 01,02 None PROCTER & GAMBLE CO COM 712713106 130 10528 SH Defined 01,02 Sole QUEST DIAGNOSTICS, INC. DBCV 1.750% 11/3 74834LAF7 25,095 24000000 PRN Defined 01,02 None RADIAN GROUP, INC. DBCV 2.250% 1/0 750236AF8 2,642 2700000 PRN Defined 01,02 None RATIONAL SOFTWARE CORP COM 709323109 3,163 144000 SH Defined 01,02 Sole REEBOK INTL. LTD. DBCV 4.250% 3/0 758110AE0 14,928 14441000 PRN Defined 01,02 None REINSURANCE GROUP AMER, INC. PFD TR INC EQ 759351307 19,272 438000 PRN Defined 01,02 None RELIANT RESOURCES INC COM 75409P202 127 29595 SH Defined 01,02 Sole RESMED, INC. NOTE 4.000% 6/2 761152AB3 13,068 14500000 PRN Defined 01,02 None RICHFOOD HLDGS, INC. COM 983024100 210 6606 SH Defined 01,02 Sole SEALED AIR CORP. PFD CV A $2 81211K209 4,811 218700 PRN Defined 01,02 None SECTOR SPDR TR *W EXP 03/04/200 763408119 145 48600 SH Defined 01,02 Sole SHIRE FIN. LTD. NOTE 2.000% 8/2 82481UAB5 4,625 5000000 PRN Defined 01,02 None SKECHERS USA INC-CL A COM 75952B105 92 52877 SH Defined 01,02 Sole SONIC AUTOMOTIVE, INC. NOTE 5.250% 5/0 83545GAE2 3,211 4225000 PRN Defined 01,02 None SPDR TRUST UNIT SER 1 78462F103 24,773 302962 SH Defined 01,02 Sole
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ ---------- -------- ------------ --- ---- ------- --------- ----- ------ ----- ST JUDE MEDICAL INC COM 790849103 206 5789 SH Defined 01,02 Sole STAPLES INC SBI INT-TECH 81369Y803 640 54115 SH Defined 01,02 Sole STILWELL FINANCIAL INC CL A 830566105 238 25000 SH Defined 01,02 Sole STMICROELECTRONICS N V NOTE 9/2 861012AB8 12,341 15500000 PRN Defined 01,02 None STORAGE TECHNOLOGY CORP COM 855030102 132 10397 SH Defined 01,02 Sole SUN MICROSYSTEMS INC COM PAR $0.10 862111200 131 12496 SH Defined 01,02 Sole SUPERVALU INC COM 866810104 365 141169 SH Defined 01,02 Sole SYMANTEC CORP. NOTE 3.000% 11/0 871503AB4 25,062 19950000 PRN Defined 01,02 None TECH DATA CORP. SDCV 2.000% 12/1 878237AC0 3,268 3950000 PRN Defined 01,02 None TEMPLE-INLAND INC COM 860831106 133 11101 SH Defined 01,02 Sole TENET HEALTHCARE CORP COM 868536103 166 10314 SH Defined 01,02 Sole TERADYNE, INC. SDCV 3.750% 10/1 880770AD4 1,209 1560000 PRN Defined 01,02 None TOMMY HILFIGER CORP COM 88033G100 204 4123 SH Defined 01,02 Sole TRW INC COM 879868107 226 5851 SH Defined 01,02 Sole TYSON FOODS INC COM 872649108 10,427 178091 SH Defined 01,02 Sole UNILAB CORPORATION COM 88579Y101 201 1833 SH Defined 01,02 Sole US BANCORP CL A 902494103 150 12960 SH Defined 01,02 Sole VEECO INSTRUMENTS INC NOTE 4.125% 12/2 922417AB6 1,715 2560000 PRN Defined 01,02 None VERITAS SOFTWARE CORP. NOTE 1.856% 8/1 92343RAA1 14,525 17500000 PRN Defined 01,02 None VISHAY INTERTECHNOLOGY, INC. NOTE 6/0 928298AD0 19,873 39500000 PRN Defined 01,02 None W.P. STEWART & CO LTD COM 904763208 2,113 100800 SH Defined 01,02 Sole WAL-MART STORES INC COM 902973304 209 11254 SH Defined 01,02 Sole WEATHERFORD DBCV 6/3 947074AB6 15,796 25000000 PRN Defined 01,02 None WEBSTER FINANCIAL CORP COM 931142103 319 6479 SH Defined 01,02 Sole WILLIAMS COS INC COM 947890109 229 6831 SH Defined 01,02 Sole WYETH COM 969457100 192 85000 SH Defined 01,02 Sole YOUNG & RUBICAM, INC. NOTE 3.000% 1/1 987425AC9 9,214 10016000 PRN Defined 01,02 None 899,611
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