-----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, OKsLcp7A0hjywz8QMzQdHkusVsrjsdX8RnlT36uVz95rmh4lJqXrpRi+vXlnF6Rk a2k+y7DHLYvQhAcRsQTEnw== 0000950159-09-001672.txt : 20090724 0000950159-09-001672.hdr.sgml : 20090724 20090724132444 ACCESSION NUMBER: 0000950159-09-001672 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090724 DATE AS OF CHANGE: 20090724 EFFECTIVENESS DATE: 20090724 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: 09961724 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: June 30,2009 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 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: Francis Ruchalski Title: CFO Phone: 212-825-0400 Signature, Place, and Date of Signing: /s/ Francis Ruchalski New York, NY 7/24/09 - ---------------------- --------------- ------------------ [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).)
TITLE OF CUSIP VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COM 88579Y101 895 14,900 SH DEFINED 01, 02 14,900 AARONS INC COM 002535201 259 8,700 SH DEFINED 01, 02 8,700 ABBOTT LABS COM 002824100 823 17,500 SH DEFINED 01, 02 17,500 ABERCROMBIE & FITCH CO CL A 002896207 356 14,013 SH DEFINED 01, 02 14,013 ACTIVISION BLIZZARD INC COM 00507V109 317 25,100 SH DEFINED 01, 02 25,100 AES CORP COM 00130H105 181 15,600 SH DEFINED 01, 02 15,600 AFFILIATED COMPUTER SERVICES CL A 008190100 360 8,101 SH DEFINED 01, 02 8,101 ALASKA COMMUNICATIONS SYS GR COM 01167P101 104 14,200 SH DEFINED 01, 02 14,200 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 291 8,118 SH DEFINED 01, 02 8,118 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 367 11,283 SH DEFINED 01, 02 11,283 ALLIANT TECHSYSTEMS INC COM 018804104 568 6,900 SH DEFINED 01, 02 6,900 ALLIED CAP CORP NEW COM 01903Q108 66 19,100 SH DEFINED 01, 02 19,100 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 504 31,805 SH DEFINED 01, 02 31,805 ALPHA NATURAL RESOURCES INC COM 02076X102 313 11,922 SH DEFINED 01, 02 11,922 ALTERA CORP COM 021441100 668 41,000 SH DEFINED 01, 02 41,000 AMAZON COM INC COM 023135106 226 2,700 SH DEFINED 01, 02 2,700 AMERICAN CAPITAL AGENCY CORP COM 02503X105 310 13,500 SH DEFINED 01, 02 13,500 AMERICAN ELEC PWR INC COM 025537101 1,168 40,429 SH DEFINED 01, 02 40,429 AMERICAN EXPRESS CO COM 025816109 809 34,800 SH DEFINED 01, 02 34,800 AMERICAN GREETINGS CORP CL A 026375105 336 28,800 SH DEFINED 01, 02 28,800 AMERICAN MED SYS HLDGS INC COM 02744M108 173 10,900 SH DEFINED 01, 02 10,900 AMERIGROUP CORP COM 03073T102 400 14,900 SH DEFINED 01, 02 14,900 AMERIPRISE FINL INC COM 03076C106 468 19,300 SH DEFINED 01, 02 19,300 AMERISOURCEBERGEN CORP COM 03073E105 378 21,306 SH DEFINED 01, 02 21,306 AMERON INTL INC COM 030710107 342 5,100 SH DEFINED 01, 02 5,100 ANSYS INC COM 03662Q105 352 11,300 SH DEFINED 01, 02 11,300 APACHE CORP COM 037411105 274 3,800 SH DEFINED 01, 02 3,800 APOLLO GROUP INC CL A 037604105 400 5,623 SH DEFINED 01, 02 5,623 ARCHER DANIELS MIDLAND CO COM 039483102 284 10,600 SH DEFINED 01, 02 10,600 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 967 43,300 SH DEFINED 01, 02 43,300 ASSOCIATED BANC CORP COM 045487105 583 46,664 SH DEFINED 01, 02 46,664 ASSURED GUARANTY LTD COM G0585R106 474 38,314 SH DEFINED 01, 02 38,314 AT&T INC COM 00206R102 791 31,825 SH DEFINED 01, 02 31,825 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 173 21,782 SH DEFINED 01, 02 21,782 ATMOS ENERGY CORP COM 049560105 220 8,800 SH DEFINED 01, 02 8,800 AUTODESK INC COM 052769106 873 46,000 SH DEFINED 01, 02 46,000 AUTOMATIC DATA PROCESSING IN COM 053015103 206 5,800 SH DEFINED 01, 02 5,800 AUTONATION INC COM 05329W102 219 12,600 SH DEFINED 01, 02 12,600 AUTOZONE INC COM 053332102 424 2,807 SH DEFINED 01, 02 2,807 AVON PRODS INC COM 054303102 490 19,000 SH DEFINED 01, 02 19,000 BAKER HUGHES INC COM 057224107 292 8,000 SH DEFINED 01, 02 8,000 BALL CORP COM 058498106 587 13,000 SH DEFINED 01, 02 13,000 BANCORPSOUTH INC COM 059692103 482 23,497 SH DEFINED 01, 02 23,497 BARNES & NOBLE INC COM 067774109 272 13,200 SH DEFINED 01, 02 13,200 BARRETT BILL CORP COM 06846N104 243 8,848 SH DEFINED 01, 02 8,848 BEBE STORES INC COM 075571109 118 17,220 SH DEFINED 01, 02 17,220 BED BATH & BEYOND INC COM 075896100 2,688 87,423 SH DEFINED 01, 02 87,423 BENEFICIAL MUTUAL BANCORP IN COM 08173R104 97 10,100 SH DEFINED 01, 02 10,100 BERKLEY W R CORP COM 084423102 308 14,323 SH DEFINED 01, 02 14,323 BEST BUY INC COM 086516101 251 7,500 SH DEFINED 01, 02 7,500 BIOGEN IDEC INC COM 09062X103 1,056 23,381 SH DEFINED 01, 02 23,381 BLACK & DECKER CORP COM 091797100 232 8,100 SH DEFINED 01, 02 8,100 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 116 11,000 SH DEFINED 01, 02 11,000 BMC SOFTWARE INC COM 055921100 734 21,715 SH DEFINED 01, 02 21,715 BOB EVANS FARMS INC COM 096761101 342 11,900 SH DEFINED 01, 02 11,900 BOEING CO COM 097023105 208 4,900 SH DEFINED 01, 02 4,900 BOSTON SCIENTIFIC CORP COM 101137107 486 47,904 SH DEFINED 01, 02 47,904 BRINKER INTL INC COM 109641100 322 18,926 SH DEFINED 01, 02 18,926 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 876 52,848 SH DEFINED 01, 02 52,848 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 125 15,900 SH DEFINED 01, 02 15,900 BROWN FORMAN CORP CL B 115637209 610 14,200 SH DEFINED 01, 02 14,200 BURLINGTON NORTHN SANTA FE C COM 12189T104 397 5,400 SH DEFINED 01, 02 5,400 CA INC COM 12673P105 207 11,900 SH DEFINED 01, 02 11,900 CALPINE CORP COM NEW 131347304 1,735 155,600 SH DEFINED 01, 02 155,600 CAMERON INTERNATIONAL CORP COM 13342B105 736 26,000 SH DEFINED 01, 02 26,000 CAMPBELL SOUP CO COM 134429109 424 14,400 SH DEFINED 01, 02 14,400 CARDINAL HEALTH INC COM 14149Y108 315 10,300 SH DEFINED 01, 02 10,300 CARDIONET INC COM 14159L103 335 20,500 SH DEFINED 01, 02 20,500 CARMAX INC COM 143130102 179 12,191 SH DEFINED 01, 02 12,191 CASEYS GEN STORES INC COM 147528103 264 10,269 SH DEFINED 01, 02 10,269 CATO CORP NEW CL A 149205106 251 14,400 SH DEFINED 01, 02 14,400 CBS CORP NEW CL B 124857202 226 32,600 SH DEFINED 01, 02 32,600 CENTERPOINT ENERGY INC COM 15189T107 337 30,400 SH DEFINED 01, 02 30,400 CENTRAL JERSEY BANCORP NJ COM 153770102 171 31,094 SH DEFINED 01, 02 31,094 CENTURYTEL INC COM 156700106 211 6,882 SH DEFINED 01, 02 6,882 CEPHALON INC COM 156708109 742 13,101 SH DEFINED 01, 02 13,101 CERNER CORP COM 156782104 509 8,172 SH DEFINED 01, 02 8,172 CHECK POINT SOFTWARE TECH LT ORD M22465104 211 9,000 SH DEFINED 01, 02 9,000 CHEVRON CORP NEW COM 166764100 411 6,200 SH DEFINED 01, 02 6,200 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 198 16,000 SH DEFINED 01, 02 16,000 CHIMERA INVT CORP COM 16934Q109 61 17,528 SH DEFINED 01, 02 17,528 CHURCH & DWIGHT INC COM 171340102 456 8,400 SH DEFINED 01, 02 8,400 CIGNA CORP COM 125509109 1,178 48,900 SH DEFINED 01, 02 48,900 CIMAREX ENERGY CO COM 171798101 217 7,664 SH DEFINED 01, 02 7,664 CINEMARK HOLDINGS INC COM 17243V102 229 20,226 SH DEFINED 01, 02 20,226 CISCO SYS INC COM 17275R102 325 17,400 SH DEFINED 01, 02 17,400 CITIGROUP INC COM 172967101 297 100,000 SH DEFINED 01, 02 100,000 CLOROX CO DEL COM 189054109 443 7,940 SH DEFINED 01, 02 7,940 CNA FINL CORP COM 126117100 200 12,908 SH DEFINED 01, 02 12,908 COACH INC COM 189754104 790 29,400 SH DEFINED 01, 02 29,400 COCA COLA CO COM 191216100 269 5,600 SH DEFINED 01, 02 5,600 COCA COLA ENTERPRISES INC COM 191219104 939 56,400 SH DEFINED 01, 02 56,400 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 259 9,700 SH DEFINED 01, 02 9,700 COLFAX CORP COM 194014106 120 15,573 SH DEFINED 01, 02 15,573 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 108 13,302 SH DEFINED 01, 02 13,302 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 2,822 8,300,000 PRN DEFINED 01, 02 8,300,000 COMPUWARE CORP COM 205638109 292 42,493 SH DEFINED 01, 02 42,493 CONAGRA FOODS INC COM 205887102 2,124 111,454 SH DEFINED 01, 02 111,454 CONSECO INC COM NEW 208464883 170 71,682 SH DEFINED 01, 02 71,682 CONSTELLATION BRANDS INC CL A 21036P108 150 11,831 SH DEFINED 01, 02 11,831 CONVERGYS CORP COM 212485106 332 35,800 SH DEFINED 01, 02 35,800 COOPER COS INC COM NEW 216648402 727 29,400 SH DEFINED 01, 02 29,400 COOPER INDS LTD CL A G24182100 992 31,933 SH DEFINED 01, 02 31,933 COSTCO WHSL CORP NEW COM 22160K105 375 8,200 SH DEFINED 01, 02 8,200 COVENTRY HEALTH CARE INC COM 222862104 369 19,700 SH DEFINED 01, 02 19,700 CRANE CO COM 224399105 344 15,432 SH DEFINED 01, 02 15,432 CTC MEDIA INC COM 12642X106 813 68,727 SH DEFINED 01, 02 68,727 CUBIST PHARMACEUTICALS INC COM 229678107 251 13,700 SH DEFINED 01, 02 13,700 CURTISS WRIGHT CORP COM 231561101 499 16,778 SH DEFINED 01, 02 16,778 DANAHER CORP DEL COM 235851102 286 4,632 SH DEFINED 01, 02 4,632 DANVERS BANCORP INC COM 236442109 302 22,424 SH DEFINED 01, 02 22,424 DAVITA INC COM 23918K108 203 4,100 SH DEFINED 01, 02 4,100 DEERE & CO COM 244199105 543 13,600 SH DEFINED 01, 02 13,600 DENBURY RES INC COM NEW 247916208 503 34,142 SH DEFINED 01, 02 34,142 DEVON ENERGY CORP NEW COM 25179M103 2,371 43,500 SH DEFINED 01, 02 43,500 DIANA SHIPPING INC COM Y2066G104 139 10,427 SH DEFINED 01, 02 10,427 DIGITAL RIV INC COM 25388B104 471 12,980 SH DEFINED 01, 02 12,980 DILLARDS INC CL A 254067101 6,168 670,445 SH DEFINED 01, 02 670,445 DISNEY WALT CO COM 254687106 1,540 66,000 SH DEFINED 01, 02 66,000 DOLLAR TREE INC COM 256746108 202 4,800 SH DEFINED 01, 02 4,800 DOVER CORP COM 260003108 1,073 32,436 SH DEFINED 01, 02 32,436 DR PEPPER SNAPPLE GROUP INC COM 26138E109 665 31,385 SH DEFINED 01, 02 31,385 DREAMWORKS ANIMATION SKG INC CL A 26153C103 210 7,600 SH DEFINED 01, 02 7,600 DRIL-QUIP INC COM 262037104 244 6,393 SH DEFINED 01, 02 6,393 DST SYS INC DEL COM 233326107 520 14,086 SH DEFINED 01, 02 14,086 DTE ENERGY CO COM 233331107 269 8,401 SH DEFINED 01, 02 8,401 DUKE ENERGY CORP NEW COM 26441C105 1,137 77,955 SH DEFINED 01, 02 77,955 DUNCAN ENERGY PARTNERS LP COM 265026104 1,172 72,509 SH DEFINED 01, 02 72,509 E M C CORP MASS COM 268648102 350 26,700 SH DEFINED 01, 02 26,700 EAGLE BULK SHIPPING INC COM Y2187A101 214 45,400 SH DEFINED 01, 02 45,400 EARTHLINK INC COM 270321102 84 11,300 SH DEFINED 01, 02 11,300 EASTMAN CHEM CO COM 277432100 796 21,000 SH DEFINED 01, 02 21,000 EATON CORP COM 278058102 464 10,400 SH DEFINED 01, 02 10,400 EATON VANCE CORP COM NON VTG 278265103 646 24,153 SH DEFINED 01, 02 24,153 EDISON INTL COM 281020107 367 11,680 SH DEFINED 01, 02 11,680 EL PASO CORP COM 28336L109 168 18,200 SH DEFINED 01, 02 18,200 EL PASO PIPELINE PARTNERS L COM 283702108 328 18,700 SH DEFINED 01, 02 18,700 ELECTRONIC ARTS INC COM 285512109 977 45,000 SH DEFINED 01, 02 45,000 EMERSON ELEC CO COM 291011104 768 23,700 SH DEFINED 01, 02 23,700 ENCORE ACQUISITION CO COM 29255W100 901 29,200 SH DEFINED 01, 02 29,200 ENCORE ENERGY PARTNERS LP COM 29257A106 212 14,856 SH DEFINED 01, 02 14,856 ENERGY TRANSFER EQUITY L P COM 29273V100 246 9,681 SH DEFINED 01, 02 9,681 ENTERPRISE PRODS PARTNERS L COM 293792107 279 11,200 SH DEFINED 01, 02 11,200 EOG RES INC COM 26875P101 767 11,300 SH DEFINED 01, 02 11,300 EQT CORP COM 26884L109 443 12,700 SH DEFINED 01, 02 12,700 EQUIFAX INC COM 294429105 287 11,000 SH DEFINED 01, 02 11,000 ESSEX PPTY TR INC COM 297178105 398 6,400 SH DEFINED 01, 02 6,400 EXELON CORP COM 30161N101 1,281 25,014 SH DEFINED 01, 02 25,014 EXPEDIA INC DEL COM 30212P105 212 14,000 SH DEFINED 01, 02 14,000 EXTERRAN HLDGS INC COM 30225X103 481 30,000 SH DEFINED 01, 02 30,000 EXXON MOBIL CORP COM 30231G102 1,839 26,300 SH DEFINED 01, 02 26,300 FACTSET RESH SYS INC COM 303075105 204 4,100 SH DEFINED 01, 02 4,100 FEDEX CORP COM 31428X106 1,880 33,800 SH DEFINED 01, 02 33,800 FINISAR COM 31787A101 49 85,700 SH DEFINED 01, 02 85,700 FIRST NIAGARA FINL GP INC COM 33582V108 1,541 134,961 SH DEFINED 01, 02 134,961 FLEXTRONICS INTL LTD ORD Y2573F102 313 75,333 SH DEFINED 01, 02 75,333 FLOWERS FOODS INC COM 343498101 773 35,400 SH DEFINED 01, 02 35,400 FLOWSERVE CORP COM 34354P105 510 7,300 SH DEFINED 01, 02 7,300 FNB CORP PA COM 302520101 289 46,664 SH DEFINED 01, 02 46,664 FOOT LOCKER INC COM 344849104 133 12,707 SH DEFINED 01, 02 12,707 FORD MTR CO DEL COM 345370860 63 10,400 SH DEFINED 01, 02 10,400 FOREST LABS INC COM 345838106 269 10,700 SH DEFINED 01, 02 10,700 FORTRESS INVESTMENT GROUP LL CL A 34958B106 599 175,000 SH DEFINED 01, 02 175,000 FRANKLIN RES INC COM 354613101 204 2,835 SH DEFINED 01, 02 2,835 FRONTIER COMMUNICATIONS CORP COM 35906A108 449 62,873 SH DEFINED 01, 02 62,873 FULTON FINL CORP PA COM 360271100 483 93,153 SH DEFINED 01, 02 93,153 GENERAL DYNAMICS CORP COM 369550108 499 9,001 SH DEFINED 01, 02 9,001 GENERAL ELECTRIC CO COM 369604103 730 62,300 SH DEFINED 01, 02 62,300 GENERAL MLS INC COM 370334104 567 10,130 SH DEFINED 01, 02 10,130 GENWORTH FINL INC COM CL A 37247D106 274 39,200 SH DEFINED 01, 02 39,200 GILEAD SCIENCES INC COM 375558103 287 6,129 SH DEFINED 01, 02 6,129 GOLDEN STAR RES LTD CDA COM 38119T104 132 64,478 SH DEFINED 01, 02 64,478 GOLDMAN SACHS GROUP INC COM 38141G104 8,500 57,650 SH DEFINED 01, 02 57,650 GOOGLE INC CL A 38259P508 379 900 SH DEFINED 01, 02 900 GRANITE CONSTR INC COM 387328107 310 9,306 SH DEFINED 01, 02 9,306 GRIFFON CORP COM 398433102 2,416 290,366 SH DEFINED 01, 02 290,366 HALLIBURTON CO COM 406216101 1,348 65,100 SH DEFINED 01, 02 65,100 HANESBRANDS INC COM 410345102 546 36,349 SH DEFINED 01, 02 36,349 HARLEYSVILLE NATL CORP PA COM 412850109 188 39,642 SH DEFINED 01, 02 39,642 HARSCO CORP COM 415864107 283 10,000 SH DEFINED 01, 02 10,000 HEARTLAND EXPRESS INC COM 422347104 159 10,821 SH DEFINED 01, 02 10,821 HEINZ H J CO COM 423074103 1,210 33,899 SH DEFINED 01, 02 33,899 HESS CORP COM 42809H107 317 5,900 SH DEFINED 01, 02 5,900 HEWLETT PACKARD CO COM 428236103 934 24,154 SH DEFINED 01, 02 24,154 HILLENBRAND INC COM 431571108 396 23,805 SH DEFINED 01, 02 23,805 HONEYWELL INTL INC COM 438516106 1,528 48,650 SH DEFINED 01, 02 48,650 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 219 18,400 SH DEFINED 01, 02 18,400 HRPT PPTYS TR PFD CONV D 40426W507 337 26,200 SH DEFINED 01, 02 26,200 HUDSON CITY BANCORP COM 443683107 287 21,600 SH DEFINED 01, 02 21,600 ILLINOIS TOOL WKS INC COM 452308109 1,538 41,200 SH DEFINED 01, 02 41,200 IMS HEALTH INC COM 449934108 218 17,204 SH DEFINED 01, 02 17,204 INTEGRATED DEVICE TECHNOLOGY COM 458118106 140 23,200 SH DEFINED 01, 02 23,200 INTEL CORP COM 458140100 446 26,957 SH DEFINED 01, 02 26,957 INTERACTIVE DATA CORP COM 45840J107 352 15,200 SH DEFINED 01, 02 15,200 INTERCONTINENTALEXCHANGE INC COM 45865V100 228 2,000 SH DEFINED 01, 02 2,000 INTERMEC INC COM 458786100 176 13,633 SH DEFINED 01, 02 13,633 INTERNATIONAL BUSINESS MACHS COM 459200101 355 3,400 SH DEFINED 01, 02 3,400 INTERNATIONAL COAL GRP INC N COM 45928H106 237 82,725 SH DEFINED 01, 02 82,725 INTERNATIONAL GAME TECHNOLOG COM 459902102 180 11,300 SH DEFINED 01, 02 11,300 INTERPUBLIC GROUP COS INC COM 460690100 650 128,800 SH DEFINED 01, 02 128,800 INTERSIL CORP CL A 46069S109 260 20,700 SH DEFINED 01, 02 20,700 INTL PAPER CO COM 460146103 616 40,700 SH DEFINED 01, 02 40,700 ITC HLDGS CORP COM 465685105 277 6,100 SH DEFINED 01, 02 6,100 JABIL CIRCUIT INC COM 466313103 143 19,218 SH DEFINED 01, 02 19,218 JACOBS ENGR GROUP INC DEL COM 469814107 223 5,300 SH DEFINED 01, 02 5,300 JARDEN CORP COM 471109108 570 30,400 SH DEFINED 01, 02 30,400 JEFFERIES GROUP INC NEW COM 472319102 1,447 67,847 SH DEFINED 01, 02 67,847 JETBLUE AIRWAYS CORP COM 477143101 176 41,178 SH DEFINED 01, 02 41,178 JOHNSON & JOHNSON COM 478160104 1,289 22,700 SH DEFINED 01, 02 22,700 JPMORGAN CHASE & CO COM 46625H100 358 10,500 SH DEFINED 01, 02 10,500 KANSAS CITY SOUTHERN COM NEW 485170302 213 13,200 SH DEFINED 01, 02 13,200 KELLOGG CO COM 487836108 1,397 30,000 SH DEFINED 01, 02 30,000 KIMBERLY CLARK CORP COM 494368103 2,092 39,900 SH DEFINED 01, 02 39,900 KIMCO REALTY CORP COM 49446R109 738 73,443 SH DEFINED 01, 02 73,443 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 569 12,591 SH DEFINED 01, 02 12,591 KINETIC CONCEPTS INC COM NEW 49460W208 361 13,242 SH DEFINED 01, 02 13,242 KING PHARMACEUTICALS INC COM 495582108 123 12,742 SH DEFINED 01, 02 12,742 KNOLL INC COM NEW 498904200 152 20,052 SH DEFINED 01, 02 20,052 KOHLS CORP COM 500255104 581 13,600 SH DEFINED 01, 02 13,600 KRAFT FOODS INC CL A 50075N104 971 38,300 SH DEFINED 01, 02 38,300 KROGER CO COM 501044101 783 35,500 SH DEFINED 01, 02 35,500 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,457 21,000 SH DEFINED 01, 02 21,000 LEGG MASON INC COM 524901105 351 14,400 SH DEFINED 01, 02 14,400 LEVEL 3 COMMUNICATIONS INC COM 52729N100 16 10,600 SH DEFINED 01, 02 10,600 LEXMARK INTL NEW CL A 529771107 195 12,300 SH DEFINED 01, 02 12,300 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 103 20,498 SH DEFINED 01, 02 20,498 LILLY ELI & CO COM 532457108 1,545 44,600 SH DEFINED 01, 02 44,600 LINCOLN ELEC HLDGS INC COM 533900106 422 11,700 SH DEFINED 01, 02 11,700 LINEAR TECHNOLOGY CORP COM 535678106 518 22,200 SH DEFINED 01, 02 22,200 LOWES COS INC COM 548661107 262 13,500 SH DEFINED 01, 02 13,500 MACERICH CO COM 554382101 275 15,595 SH DEFINED 01, 02 15,595 MAGELLAN HEALTH SVCS INC COM NEW 559079207 216 6,567 SH DEFINED 01, 02 6,567 MANITOWOC INC COM 563571108 227 43,066 SH DEFINED 01, 02 43,066 MANPOWER INC COM 56418H100 328 7,748 SH DEFINED 01, 02 7,748 MARTIN MARIETTA MATLS INC COM 573284106 773 9,800 SH DEFINED 01, 02 9,800 MARVEL ENTERTAINMENT INC COM 57383T103 530 14,900 SH DEFINED 01, 02 14,900 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 376 32,300 SH DEFINED 01, 02 32,300 MATTEL INC COM 577081102 972 60,557 SH DEFINED 01, 02 60,557 MEDCO HEALTH SOLUTIONS INC COM 58405U102 201 4,400 SH DEFINED 01, 02 4,400 MEDTRONIC INC COM 585055106 401 11,500 SH DEFINED 01, 02 11,500 METLIFE INC COM 59156R108 1,535 51,159 SH DEFINED 01, 02 51,159 METROPCS COMMUNICATIONS INC COM 591708102 221 16,600 SH DEFINED 01, 02 16,600 MICROCHIP TECHNOLOGY INC COM 595017104 277 12,305 SH DEFINED 01, 02 12,305 MICROS SYS INC COM 594901100 639 25,255 SH DEFINED 01, 02 25,255 MONRO MUFFLER BRAKE INC COM 610236101 324 12,600 SH DEFINED 01, 02 12,600 MONSANTO CO NEW COM 61166W101 498 6,697 SH DEFINED 01, 02 6,697 MYLAN INC COM 628530107 556 42,600 SH DEFINED 01, 02 42,600 MYRIAD GENETICS INC COM 62855J104 321 9,000 SH DEFINED 01, 02 9,000 NATIONAL OILWELL VARCO INC COM 637071101 300 9,200 SH DEFINED 01, 02 9,200 NATIONAL PENN BANCSHARES INC COM 637138108 254 55,090 SH DEFINED 01, 02 55,090 NATIONAL SEMICONDUCTOR CORP COM 637640103 902 71,834 SH DEFINED 01, 02 71,834 NAVIOS MARITIME HOLDINGS INC COM Y62196103 202 47,810 SH DEFINED 01, 02 47,810 NAVISTAR INTL CORP NEW COM 63934E108 506 11,600 SH DEFINED 01, 02 11,600 NEUSTAR INC CL A 64126X201 297 13,387 SH DEFINED 01, 02 13,387 NEUTRAL TANDEM INC COM 64128B108 201 6,800 SH DEFINED 01, 02 6,800 NEW YORK CMNTY BANCORP INC COM 649445103 161 15,100 SH DEFINED 01, 02 15,100 NEWALLIANCE BANCSHARES INC COM 650203102 314 27,307 SH DEFINED 01, 02 27,307 NEWELL RUBBERMAID INC COM 651229106 260 25,000 SH DEFINED 01, 02 25,000 NEWMONT MINING CORP COM 651639106 519 12,700 SH DEFINED 01, 02 12,700 NEWS CORP CL A 65248E104 694 76,200 SH DEFINED 01, 02 76,200 NII HLDGS INC CL B 62913F201 653 34,262 SH DEFINED 01, 02 34,262 NOBLE ENERGY INC COM 655044105 264 4,481 SH DEFINED 01, 02 4,481 NORFOLK SOUTHERN CORP COM 655844108 286 7,600 SH DEFINED 01, 02 7,600 NORTHROP GRUMMAN CORP COM 666807102 694 15,200 SH DEFINED 01, 02 15,200 NOVEN PHARMACEUTICALS INC COM 670009109 178 12,426 SH DEFINED 01, 02 12,426 NUANCE COMMUNICATIONS INC COM 67020Y100 373 30,800 SH DEFINED 01, 02 30,800 NUSTAR ENERGY LP UNIT COM 67058H102 486 9,000 SH DEFINED 01, 02 9,000 NVR INC COM 62944T105 603 1,200 SH DEFINED 01, 02 1,200 ODYSSEY RE HLDGS CORP COM 67612W108 256 6,397 SH DEFINED 01, 02 6,397 OFFICEMAX INC DEL COM 67622P101 153 24,400 SH DEFINED 01, 02 24,400 OLIN CORP COM 680665205 172 14,500 SH DEFINED 01, 02 14,500 OMNICOM GROUP INC COM 681919106 414 13,100 SH DEFINED 01, 02 13,100 ORACLE CORP COM 68389X105 559 26,100 SH DEFINED 01, 02 26,100 ORMAT TECHNOLOGIES INC COM 686688102 432 10,711 SH DEFINED 01, 02 10,711 OSI PHARMACEUTICALS INC COM 671040103 248 8,800 SH DEFINED 01, 02 8,800 PACCAR INC COM 693718108 428 13,200 SH DEFINED 01, 02 13,200 PAYCHEX INC COM 704326107 260 10,300 SH DEFINED 01, 02 10,300 PETROHAWK ENERGY CORP COM 716495106 1,041 46,681 SH DEFINED 01, 02 46,681 PETROQUEST ENERGY INC COM 716748108 335 90,800 SH DEFINED 01, 02 90,800 PFIZER INC COM 717081103 350 23,300 SH DEFINED 01, 02 23,300 PG&E CORP COM 69331C108 1,895 49,310 SH DEFINED 01, 02 49,310 PIEDMONT NAT GAS INC COM 720186105 417 17,300 SH DEFINED 01, 02 17,300 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 430 10,100 SH DEFINED 01, 02 10,100 PMC-SIERRA INC COM 69344F106 261 32,800 SH DEFINED 01, 02 32,800 POLARIS INDS INC COM 731068102 340 10,600 SH DEFINED 01, 02 10,600 POLO RALPH LAUREN CORP CL A 731572103 385 7,200 SH DEFINED 01, 02 7,200 PORTLAND GEN ELEC CO COM NEW 736508847 226 11,603 SH DEFINED 01, 02 11,603 PPL CORP COM 69351T106 221 6,700 SH DEFINED 01, 02 6,700 PRESTIGE BRANDS HLDGS INC COM 74112D101 73 11,800 SH DEFINED 01, 02 11,800 PRICELINE COM INC COM NEW 741503403 291 2,610 SH DEFINED 01, 02 2,610 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 488 25,900 SH DEFINED 01, 02 25,900 PROCTER & GAMBLE CO COM 742718109 1,312 25,681 SH DEFINED 01, 02 25,681 PSYCHIATRIC SOLUTIONS INC COM 74439H108 214 9,400 SH DEFINED 01, 02 9,400 PUBLIC SVC ENTERPRISE GROUP COM 744573106 288 8,817 SH DEFINED 01, 02 8,817 PULTE HOMES INC COM 745867101 248 28,100 SH DEFINED 01, 02 28,100 QUALCOMM INC COM 747525103 278 6,140 SH DEFINED 01, 02 6,140 QUESTAR CORP COM 748356102 1,795 57,800 SH DEFINED 01, 02 57,800 RALCORP HLDGS INC NEW COM 751028101 244 4,000 SH DEFINED 01, 02 4,000 RAYMOND JAMES FINANCIAL INC COM 754730109 1,088 63,247 SH DEFINED 01, 02 63,247 RAYTHEON CO COM NEW 755111507 880 19,800 SH DEFINED 01, 02 19,800 RED HAT INC COM 756577102 211 10,500 SH DEFINED 01, 02 10,500 RESEARCH IN MOTION LTD COM 760975102 547 7,700 SH DEFINED 01, 02 7,700 ROCK-TENN CO CL A 772739207 392 10,280 SH DEFINED 01, 02 10,280 ROCKWELL COLLINS INC COM 774341101 1,225 29,355 SH DEFINED 01, 02 29,355 ROPER INDS INC NEW COM 776696106 517 11,400 SH DEFINED 01, 02 11,400 ROSETTA RESOURCES INC COM 777779307 156 17,774 SH DEFINED 01, 02 17,774 RPM INTL INC COM 749685103 203 14,472 SH DEFINED 01, 02 14,472 RUDDICK CORP COM 781258108 437 18,642 SH DEFINED 01, 02 18,642 SAFEWAY INC COM NEW 786514208 399 19,600 SH DEFINED 01, 02 19,600 SALLY BEAUTY HLDGS INC COM 79546E104 295 46,423 SH DEFINED 01, 02 46,423 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 157 10,900 SH DEFINED 01, 02 10,900 SANDRIDGE ENERGY INC COM 80007P307 1,109 130,168 SH DEFINED 01, 02 130,168 SCHLUMBERGER LTD COM 806857108 730 13,500 SH DEFINED 01, 02 13,500 SCIENTIFIC GAMES CORP CL A 80874P109 528 33,488 SH DEFINED 01, 02 33,488 SCRIPPS NETWORKS INTERACT IN CL A 811065101 818 29,400 SH DEFINED 01, 02 29,400 SEACOR HOLDINGS INC COM 811904101 211 2,800 SH DEFINED 01, 02 2,800 SEALY CORP COM 812139301 20 10,100 SH DEFINED 01, 02 10,100 SEI INVESTMENTS CO COM 784117103 247 13,699 SH DEFINED 01, 02 13,699 SELECT COMFORT CORP COM 81616X103 3,547 4,222,308 SH DEFINED 01, 02 ,222,308 SENIOR HSG PPTYS TR SH BEN INT 81721M109 323 19,800 SH DEFINED 01, 02 19,800 SERVICE CORP INTL COM 817565104 155 28,220 SH DEFINED 01, 02 28,220 SILICON LABORATORIES INC COM 826919102 320 8,416 SH DEFINED 01, 02 8,416 SIMON PPTY GROUP INC NEW COM 828806109 267 5,200 SH DEFINED 01, 02 5,200 SINA CORP ORD G81477104 239 8,100 SH DEFINED 01, 02 8,100 SONIC CORP COM 835451105 106 10,600 SH DEFINED 01, 02 10,600 SOUTH JERSEY INDS INC COM 838518108 230 6,600 SH DEFINED 01, 02 6,600 SOUTHERN UN CO NEW COM 844030106 265 14,430 SH DEFINED 01, 02 14,430 SPECTRA ENERGY CORP COM 847560109 1,113 65,782 SH DEFINED 01, 02 65,782 SPECTRA ENERGY PARTNERS LP COM 84756N109 1,376 64,010 SH DEFINED 01, 02 64,010 SPIRIT AEROSYSTEMS HLDGS INC COCL A 848574109 181 13,182 SH DEFINED 01, 02 13,182 ST JUDE MED INC COM 790849103 580 14,100 SH DEFINED 01, 02 14,100 STANCORP FINL GROUP INC COM 852891100 399 13,900 SH DEFINED 01, 02 13,900 STARBUCKS CORP COM 855244109 449 32,300 SH DEFINED 01, 02 32,300 STERIS CORP COM 859152100 239 9,156 SH DEFINED 01, 02 9,156 STRAYER ED INC COM 863236105 218 1,000 SH DEFINED 01, 02 1,000 STRYKER CORP COM 863667101 1,415 35,600 SH DEFINED 01, 02 35,600 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 257 4,733 SH DEFINED 01, 02 4,733 SUNPOWER CORP COM CL A 867652109 242 9,100 SH DEFINED 01, 02 9,100 SUPERIOR ENERGY SVCS INC COM 868157108 278 16,100 SH DEFINED 01, 02 16,100 SUPERVALU INC COM 868536103 282 21,777 SH DEFINED 01, 02 21,777 SUSQUEHANNA BANCSHARES INC P COM 869099101 133 27,267 SH DEFINED 01, 02 27,267 SYBASE INC COM 871130100 1,062 33,900 SH DEFINED 01, 02 33,900 SYSCO CORP COM 871829107 203 9,027 SH DEFINED 01, 02 9,027 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 121 12,800 SH DEFINED 01, 02 12,800 TD AMERITRADE HLDG CORP COM 87236Y108 221 12,620 SH DEFINED 01, 02 12,620 TELEPHONE & DATA SYS INC COM 879433100 323 11,400 SH DEFINED 01, 02 11,400 TEMPLE INLAND INC COM 879868107 258 19,700 SH DEFINED 01, 02 19,700 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 257 5,200 SH DEFINED 01, 02 5,200 TEXAS INSTRS INC COM 882508104 247 11,600 SH DEFINED 01, 02 11,600 TIBCO SOFTWARE INC COM 88632Q103 83 11,600 SH DEFINED 01, 02 11,600 TIDEWATER INC COM 886423102 253 5,901 SH DEFINED 01, 02 5,901 TIME WARNER INC COM NEW 887317303 227 9,000 SH DEFINED 01, 02 9,000 TJX COS INC NEW COM 872540109 824 26,200 SH DEFINED 01, 02 26,200 TOTAL SYS SVCS INC COM 891906109 187 14,000 SH DEFINED 01, 02 14,000 TOWER GROUP INC COM 891777104 233 9,406 SH DEFINED 01, 02 9,406 TRIQUINT SEMICONDUCTOR INC COM 89674K103 68 12,766 SH DEFINED 01, 02 12,766 TUTOR PERINI CORP COM 901109108 517 29,800 SH DEFINED 01, 02 29,800 TW TELECOM INC COM 87311L104 374 36,333 SH DEFINED 01, 02 36,333 ULTRA PETROLEUM CORP COM 903914109 648 16,623 SH DEFINED 01, 02 16,623 UNION PAC CORP COM 907818108 260 5,000 SH DEFINED 01, 02 5,000 UNIT LP INT COM 293716106 269 10,704 SH DEFINED 01, 02 10,704 UNITED STATES NATL GAS FUND UNIT 912318102 447 32,250 SH DEFINED 01, 02 32,250 UNITED TECHNOLOGIES CORP COM 913017109 1,237 23,800 SH DEFINED 01, 02 23,800 UNITEDHEALTH GROUP INC COM 91324P102 874 35,000 SH DEFINED 01, 02 35,000 UNITRIN INC COM 913275103 172 14,300 SH DEFINED 01, 02 14,300 UNIVERSAL AMERICAN CORP COM 913377107 90 10,300 SH DEFINED 01, 02 10,300 UNUM GROUP COM 91529Y106 583 36,734 SH DEFINED 01, 02 36,734 URBAN OUTFITTERS INC COM 917047102 521 24,941 SH DEFINED 01, 02 24,941 URS CORP NEW COM 903236107 243 4,900 SH DEFINED 01, 02 4,900 UTI WORLDWIDE INC ORD G87210103 177 15,551 SH DEFINED 01, 02 15,551 V F CORP COM 918204108 526 9,500 SH DEFINED 01, 02 9,500 VALIDUS HOLDINGS LTD COM SHS G9319H102 1,833 83,414 SH DEFINED 01, 02 83,414 VALLEY NATL BANCORP COM 919794107 318 27,154 SH DEFINED 01, 02 27,154 VALMONT INDS INC COM 920253101 346 4,800 SH DEFINED 01, 02 4,800 VARIAN MED SYS INC COM 92220P105 552 15,703 SH DEFINED 01, 02 15,703 VERISIGN INC COM 92343E102 315 17,000 SH DEFINED 01, 02 17,000 VIACOM INC NEW CL B 92553P201 561 24,700 SH DEFINED 01, 02 24,700 VULCAN MATLS CO COM 929160109 832 19,299 SH DEFINED 01, 02 19,299 WABTEC CORP COM 929740108 483 15,000 SH DEFINED 01, 02 15,000 WAL MART STORES INC COM 931142103 722 14,900 SH DEFINED 01, 02 14,900 WALGREEN CO COM 931422109 703 23,900 SH DEFINED 01, 02 23,900 WALTER ENERGY INC COM 93317Q105 261 7,200 SH DEFINED 01, 02 7,200 WARNER CHILCOTT LIMITED COM CL A G9435N108 265 20,129 SH DEFINED 01, 02 20,129 WASTE CONNECTIONS INC COM 941053100 292 11,265 SH DEFINED 01, 02 11,265 WASTE MGMT INC DEL COM 94106L109 434 15,400 SH DEFINED 01, 02 15,400 WATSCO INC COM 942622200 225 4,600 SH DEFINED 01, 02 4,600 WATSON WYATT WORLDWIDE INC CL A 942712100 263 7,000 SH DEFINED 01, 02 7,000 WEIGHT WATCHERS INTL INC NEW COM 948626106 513 19,900 SH DEFINED 01, 02 19,900 WESTAR ENERGY INC COM 95709T100 2,043 108,858 SH DEFINED 01, 02 108,858 WET SEAL INC CL A 961840105 32 10,300 SH DEFINED 01, 02 10,300 WHIRLPOOL CORP COM 963320106 362 8,500 SH DEFINED 01, 02 8,500 WILEY JOHN & SONS INC CL A 968223206 253 7,600 SH DEFINED 01, 02 7,600 WILLIAMS COS INC DEL COM 969457100 610 39,100 SH DEFINED 01, 02 39,100 WILMINGTON TRUST CORP COM 971807102 396 29,023 SH DEFINED 01, 02 29,023 WINDSTREAM CORP COM 97381W104 915 109,403 SH DEFINED 01, 02 109,403 WISCONSIN ENERGY CORP COM 976657106 892 21,900 SH DEFINED 01, 02 21,900 WYNDHAM WORLDWIDE CORP COM 98310W108 187 15,400 SH DEFINED 01, 02 15,400 XCEL ENERGY INC COM 98389B100 507 27,536 SH DEFINED 01, 02 27,536 XEROX CORP COM 984121103 480 74,100 SH DEFINED 01, 02 74,100 XILINX INC COM 983919101 338 16,500 SH DEFINED 01, 02 16,500 YUM BRANDS INC COM 988498101 750 22,500 SH DEFINED 01, 02 22,500 ZEBRA TECHNOLOGIES CORP CL A 989207105 535 22,625 SH DEFINED 01, 02 22,625 ZIMMER HLDGS INC COM 98956P102 473 11,100 SH DEFINED 01, 02 11,100 ZOLTEK COS INC COM 98975W104 98 10,088 SH DEFINED 01, 02 10,088 404 217,673
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 404 Form 13F Information Table Value Total: $217,673 (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. -----END PRIVACY-ENHANCED MESSAGE-----