UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 4/16/09
---------------------- --------------- ------------------
[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).)
<TABLE>
<CAPTION>
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
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<S> <C> <C> <C> <C> <C> <C>
ABERCROMBIE & FITCH CO CL A 002896207 217 9,100 SH DEFINED 01, 02 9,100
ACCENTURE LTD BERMUDA CL A G1150G111 800 29,100 SH DEFINED 01, 02 29,100
ADOBE SYS INC COM 00724F101 417 19,500 SH DEFINED 01, 02 19,500
ADVANCE AUTO PARTS INC COM 00751Y106 816 19,871 SH DEFINED 01, 02 19,871
AFFILIATED MANAGERS GROUP COM 008252108 2,069 49,600 SH DEFINED 01, 02 49,600
AGCO CORP COM 001084102 202 10,300 SH DEFINED 01, 02 10,300
AGNICO EAGLE MINES LTD COM 008474108 438 7,700 SH DEFINED 01, 02 7,700
AKAMAI TECHNOLOGIES INC COM 00971T101 402 20,700 SH DEFINED 01, 02 20,700
ALBEMARLE CORP COM 012653101 647 29,700 SH DEFINED 01, 02 29,700
ALBERTO CULVER CO NEW COM 013078100 518 22,900 SH DEFINED 01, 02 22,900
ALCON INC COM SHS H01301102 418 4,600 SH DEFINED 01, 02 4,600
ALLEGHANY CORP DEL COM 017175100 831 3,068 SH DEFINED 01, 02 3,068
ALLEGHENY TECHNOLOGIES INC COM 01741R102 643 29,300 SH DEFINED 01, 02 29,300
ALLERGAN INC COM 018490102 592 12,400 SH DEFINED 01, 02 12,400
ALLIANT TECHSYSTEMS INC COM 018804104 409 6,100 SH DEFINED 01, 02 6,100
ALLIED NEVADA GOLD CORP COM 019344100 141 24,100 SH DEFINED 01, 02 24,100
ALTERA CORP COM 021441100 183 10,452 SH DEFINED 01, 02 10,452
ALTRIA GROUP INC COM 02209S103 716 44,700 SH DEFINED 01, 02 44,700
AMDOCS LTD ORD G02602103 644 34,800 SH DEFINED 01, 02 34,800
AMEDISYS INC COM 023436108 634 23,060 SH DEFINED 01, 02 23,060
AMERICAN ELEC PWR INC COM 025537101 1,316 52,100 SH DEFINED 01, 02 52,100
AMERICAN FINL GROUP INC OHIO COM 025932104 502 31,300 SH DEFINED 01, 02 31,300
AMERICAN TOWER CORP CL A 029912201 952 31,300 SH DEFINED 01, 02 31,300
ANALOG DEVICES INC COM 032654105 701 36,401 SH DEFINED 01, 02 36,401
AON CORP COM 037389103 229 5,600 SH DEFINED 01, 02 5,600
APACHE CORP COM 037411105 634 9,900 SH DEFINED 01, 02 9,900
APOLLO GROUP INC CL A 037604105 305 3,900 SH DEFINED 01, 02 3,900
ARCHER DANIELS MIDLAND CO COM 039483102 431 15,500 SH DEFINED 01, 02 15,500
ARGO GROUP INTL HLDGS LTD COM G0464B107 208 6,900 SH DEFINED 01, 02 6,900
ARMSTRONG WORLD INDS INC NEW COM 04247X102 752 68,300 SH DEFINED 01, 02 68,300
ARROW ELECTRS INC COM 042735100 596 31,262 SH DEFINED 01, 02 31,262
ASSOCIATED BANC CORP COM 045487105 241 15,600 SH DEFINED 01, 02 15,600
ASSURANT INC COM 04621X108 408 18,710 SH DEFINED 01, 02 18,710
AT&T INC COM 00206R102 371 14,725 SH DEFINED 01, 02 14,725
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 130 33,265 SH DEFINED 01, 02 33,265
ATWOOD OCEANICS INC COM 050095108 239 14,400 SH DEFINED 01, 02 14,400
AUTODESK INC COM 052769106 1,655 98,473 SH DEFINED 01, 02 98,473
AUTONATION INC COM 05329W102 655 47,159 SH DEFINED 01, 02 47,159
AVISTA CORP COM 05379B107 817 59,300 SH DEFINED 01, 02 59,300
AVNET INC COM 053807103 580 33,100 SH DEFINED 01, 02 33,100
BAKER HUGHES INC COM 057224107 451 15,800 SH DEFINED 01, 02 15,800
BARRICK GOLD CORP COM 067901108 444 13,700 SH DEFINED 01, 02 13,700
BAXTER INTL INC COM 071813109 937 18,300 SH DEFINED 01, 02 18,300
BECKMAN COULTER INC COM 075811109 722 14,157 SH DEFINED 01, 02 14,157
BERKLEY W R CORP COM 084423102 422 18,700 SH DEFINED 01, 02 18,700
BEST BUY INC COM 086516101 2,365 62,300 SH DEFINED 01, 02 62,300
BLACKROCK INC COM 09247X101 598 4,600 SH DEFINED 01, 02 4,600
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 360 49,600 SH DEFINED 01, 02 49,600
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 370 16,500 SH DEFINED 01, 02 16,500
BORGWARNER INC COM 099724106 278 13,700 SH DEFINED 01, 02 13,700
BOSTON PROPERTIES INC COM 101121101 898 25,638 SH DEFINED 01, 02 25,638
BOSTON SCIENTIFIC CORP COM 101137107 843 106,000 SH DEFINED 01, 02 106,000
BRINKER INTL INC COM 109641100 209 13,826 SH DEFINED 01, 02 13,826
BRINKS CO COM 109696104 641 24,220 SH DEFINED 01, 02 24,220
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,007 54,102 SH DEFINED 01, 02 54,102
BROWN & BROWN INC COM 115236101 437 23,100 SH DEFINED 01, 02 23,100
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 653 18,300 SH DEFINED 01, 02 18,300
BUCYRUS INTL INC NEW COM 118759109 724 47,700 SH DEFINED 01, 02 47,700
BUNGE LIMITED COM G16962105 1,230 21,707 SH DEFINED 01, 02 21,707
BURLINGTON NORTHN SANTA FE C COM 12189T104 1,353 22,500 SH DEFINED 01, 02 22,500
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 502 11,000 SH DEFINED 01, 02 11,000
CABOT OIL & GAS CORP COM 127097103 587 24,899 SH DEFINED 01, 02 24,899
CACI INTL INC CL A 127190304 978 26,800 SH DEFINED 01, 02 26,800
CALLAWAY GOLF CO COM 131193104 75 10,500 SH DEFINED 01, 02 10,500
CAMERON INTERNATIONAL CORP COM 13342B105 627 28,600 SH DEFINED 01, 02 28,600
CAMPBELL SOUP CO COM 134429109 640 23,400 SH DEFINED 01, 02 23,400
CARBO CERAMICS INC COM 140781105 816 28,700 SH DEFINED 01, 02 28,700
CARLISLE COS INC COM 142339100 251 12,800 SH DEFINED 01, 02 12,800
CARNIVAL CORP PAIRED CTF 143658300 750 34,700 SH DEFINED 01, 02 34,700
CARROLS RESTAURANT GROUP INC COM 14574X104 803 228,870 SH DEFINED 01, 02 228,870
CB RICHARD ELLIS GROUP INC CL A 12497T101 114 28,200 SH DEFINED 01, 02 28,200
CELESTICA INC SUB VTG SHS 15101Q108 55 15,400 SH DEFINED 01, 02 15,400
CENTENE CORP DEL COM 15135B101 407 22,600 SH DEFINED 01, 02 22,600
CENTEX CORP COM 152312104 667 88,971 SH DEFINED 01, 02 88,971
CENTRAL JERSEY BANCORP NJ COM 153770102 284 43,658 SH DEFINED 01, 02 43,658
CEPHALON INC COM 156708109 729 10,700 SH DEFINED 01, 02 10,700
CHATTEM INC COM 162456107 230 4,112 SH DEFINED 01, 02 4,112
CHECK POINT SOFTWARE TECH LT ORD M22465104 724 32,600 SH DEFINED 01, 02 32,600
CHEVRON CORP NEW COM 166764100 1,224 18,200 SH DEFINED 01, 02 18,200
CHOICE HOTELS INTL INC COM 169905106 411 15,900 SH DEFINED 01, 02 15,900
CHUBB CORP COM 171232101 770 18,200 SH DEFINED 01, 02 18,200
CHURCH & DWIGHT INC COM 171340102 1,306 25,000 SH DEFINED 01, 02 25,000
CIBER INC COM 17163B102 67 24,713 SH DEFINED 01, 02 24,713
CIGNA CORP COM 125509109 570 32,379 SH DEFINED 01, 02 32,379
CIMAREX ENERGY CO COM 171798101 627 34,100 SH DEFINED 01, 02 34,100
CINCINNATI FINL CORP COM 172062101 208 9,100 SH DEFINED 01, 02 9,100
CITIGROUP INC COM 172967101 159 63,000 SH DEFINED 01, 02 63,000
CLIFFS NATURAL RESOURCES INC COM 18683K101 747 41,114 SH DEFINED 01, 02 41,114
CMS ENERGY CORP COM 125896100 456 38,500 SH DEFINED 01, 02 38,500
CNA FINL CORP COM 126117100 343 37,396 SH DEFINED 01, 02 37,396
CNH GLOBAL N V SHS NEW N20935206 189 18,160 SH DEFINED 01, 02 18,160
COCA COLA CO COM 191216100 220 5,000 SH DEFINED 01, 02 5,000
COCA COLA ENTERPRISES INC COM 191219104 263 19,949 SH DEFINED 01, 02 19,949
COEUR D ALENE MINES CORP IDA COM 192108108 124 132,300 SH DEFINED 01, 02 132,300
COLLECTIVE BRANDS INC COM 19421W100 104 10,700 SH DEFINED 01, 02 10,700
COMCAST CORP NEW CL A 20030N101 591 43,300 SH DEFINED 01, 02 43,300
COMMERCE BANCSHARES INC COM 200525103 254 7,000 SH DEFINED 01, 02 7,000
COMMSCOPE INC COM 203372107 650 57,200 SH DEFINED 01, 02 57,200
COMPASS MINERALS INTL INC COM 20451N101 784 13,900 SH DEFINED 01, 02 13,900
COMPUCREDIT CORP COM 20478N100 51 20,800 SH DEFINED 01, 02 20,800
COMPUWARE CORP COM 205638109 276 41,827 SH DEFINED 01, 02 41,827
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 642 25,900 SH DEFINED 01, 02 25,900
CONOCOPHILLIPS COM 20825C104 1,253 32,000 SH DEFINED 01, 02 32,000
CONSTELLATION BRANDS INC CL A 21036P108 238 20,000 SH DEFINED 01, 02 20,000
CORE LABORATORIES N V COM N22717107 695 9,500 SH DEFINED 01, 02 9,500
CORINTHIAN COLLEGES INC COM 218868107 237 12,200 SH DEFINED 01, 02 12,200
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 554 22,322 SH DEFINED 01, 02 22,322
COVANTA HLDG CORP COM 22282E102 1,030 78,679 SH DEFINED 01, 02 78,679
COWEN GROUP INC COM 223621103 511 104,954 SH DEFINED 01, 02 104,954
CTC MEDIA INC COM 12642X106 82 18,011 SH DEFINED 01, 02 18,011
CURTISS WRIGHT CORP COM 231561101 345 12,300 SH DEFINED 01, 02 12,300
D R HORTON INC COM 23331A109 642 66,200 SH DEFINED 01, 02 66,200
DANAOS CORPORATION SHS Y1968P105 65 19,608 SH DEFINED 01, 02 19,608
DARLING INTL INC COM 237266101 82 22,100 SH DEFINED 01, 02 22,100
DEERE & CO COM 244199105 710 21,600 SH DEFINED 01, 02 21,600
DELL INC COM 24702R101 228 24,000 SH DEFINED 01, 02 24,000
DENBURY RES INC COM NEW 247916208 684 46,000 SH DEFINED 01, 02 46,000
DEVON ENERGY CORP NEW COM 25179M103 223 5,000 SH DEFINED 01, 02 5,000
DIAMOND OFFSHORE DRILLING IN COM 25271C102 962 15,300 SH DEFINED 01, 02 15,300
DIANA SHIPPING INC COM Y2066G104 844 71,600 SH DEFINED 01, 02 71,600
DIGITAL RLTY TR INC COM 253868103 448 13,500 SH DEFINED 01, 02 13,500
DILLARDS INC CL A 254067101 6,215 1,090,340 SH DEFINED 01, 02 1,090,340
DIRECTV GROUP INC COM 25459L106 351 15,400 SH DEFINED 01, 02 15,400
DOMINION RES INC VA NEW COM 25746U109 843 27,200 SH DEFINED 01, 02 27,200
DOMINOS PIZZA INC COM 25754A201 78 11,900 SH DEFINED 01, 02 11,900
DONNELLEY R R & SONS CO COM 257867101 172 23,408 SH DEFINED 01, 02 23,408
DOW CHEM CO COM 260543103 1,072 127,200 SH DEFINED 01, 02 127,200
DREAMWORKS ANIMATION SKG INC CL A 26153C103 383 17,700 SH DEFINED 01, 02 17,700
DRESSER-RAND GROUP INC COM 261608103 391 17,699 SH DEFINED 01, 02 17,699
DST SYS INC DEL COM 233326107 644 18,600 SH DEFINED 01, 02 18,600
DU PONT E I DE NEMOURS & CO COM 263534109 1,671 74,844 SH DEFINED 01, 02 74,844
DUKE REALTY CORP COM NEW 264411505 452 82,200 SH DEFINED 01, 02 82,200
EASTMAN KODAK CO COM 277461109 464 122,100 SH DEFINED 01, 02 122,100
EL PASO CORP COM 28336L109 184 29,500 SH DEFINED 01, 02 29,500
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 645 37,523 SH DEFINED 01, 02 37,523
EMCOR GROUP INC COM 29084Q100 634 36,900 SH DEFINED 01, 02 36,900
EMPLOYERS HOLDINGS INC COM 292218104 150 15,700 SH DEFINED 01, 02 15,700
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 207 6,900 SH DEFINED 01, 02 6,900
ENCANA CORP COM 292505104 1,076 26,500 SH DEFINED 01, 02 26,500
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 638 36,100 SH DEFINED 01, 02 36,100
ENERGY CONVERSION DEVICES IN COM 292659109 210 15,800 SH DEFINED 01, 02 15,800
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 243 11,500 SH DEFINED 01, 02 11,500
ENSCO INTL INC COM 26874Q100 573 21,700 SH DEFINED 01, 02 21,700
ERIE INDTY CO CL A 29530P102 202 5,900 SH DEFINED 01, 02 5,900
ESSEX PPTY TR INC COM 297178105 786 13,700 SH DEFINED 01, 02 13,700
ESTERLINE TECHNOLOGIES CORP COM 297425100 487 24,100 SH DEFINED 01, 02 24,100
EXELON CORP COM 30161N101 545 12,014 SH DEFINED 01, 02 12,014
EXPEDITORS INTL WASH INC COM 302130109 289 10,200 SH DEFINED 01, 02 10,200
EXPRESS SCRIPTS INC COM 302182100 1,492 32,317 SH DEFINED 01, 02 32,317
EXXON MOBIL CORP COM 30231G102 1,879 27,599 SH DEFINED 01, 02 27,599
F M C CORP COM NEW 302491303 505 11,700 SH DEFINED 01, 02 11,700
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 208 800 SH DEFINED 01, 02 800
FAIRPOINT COM 305560104 186 239,100 SH DEFINED 01, 02 239,100
FEDERAL MOGUL CORP COM 313549404 124 18,572 SH DEFINED 01, 02 18,572
FIRST AMERN CORP CALIF COM 318522307 260 9,800 SH DEFINED 01, 02 9,800
FIRST HORIZON NATL CORP COM 320517105 430 40,014 SH DEFINED 01, 02 40,014
FIRST MIDWEST BANCORP DEL COM 320867104 96 11,200 SH DEFINED 01, 02 11,200
FIRST NIAGARA FINL GP INC COM 33582V108 355 32,600 SH DEFINED 01, 02 32,600
FIRSTENERGY CORP COM 337932107 1,173 30,400 SH DEFINED 01, 02 30,400
FIRSTMERIT CORP COM 337915102 354 19,450 SH DEFINED 01, 02 19,450
FLEXTRONICS INTL LTD ORD Y2573F102 639 221,200 SH DEFINED 01, 02 221,200
FLIR SYS INC COM 302445101 645 31,500 SH DEFINED 01, 02 31,500
FORTRESS INVESTMENT GROUP LL CL A 34958B106 118 47,000 SH DEFINED 01, 02 47,000
FORTUNE BRANDS INC COM 349631101 376 15,300 SH DEFINED 01, 02 15,300
FOSTER WHEELER AG COM ADDED H27178104 337 19,300 SH DEFINED 01, 02 19,300
FRANKLIN RES INC COM 354613101 1,471 27,300 SH DEFINED 01, 02 27,300
FRONTIER OIL CORP COM 35914P105 853 66,700 SH DEFINED 01, 02 66,700
GLG PARTNERS INC COM 37929X107 51 18,107 SH DEFINED 01, 02 18,107
GOLDMAN SACHS GROUP INC COM 38141G104 7,448 70,250 SH DEFINED 01, 02 70,250
GRAFTECH INTL LTD COM 384313102 647 105,100 SH DEFINED 01, 02 105,100
GRANITE CONSTR INC COM 387328107 645 17,200 SH DEFINED 01, 02 17,200
GREEN MTN COFFEE ROASTERS IN COM 393122106 619 12,900 SH DEFINED 01, 02 12,900
GRIFFON CORP COM 398433102 2,838 378,400 SH DEFINED 01, 02 378,400
GUESS INC COM 401617105 211 10,000 SH DEFINED 01, 02 10,000
HALLIBURTON CO COM 406216101 359 23,200 SH DEFINED 01, 02 23,200
HANOVER INS GROUP INC COM 410867105 369 12,800 SH DEFINED 01, 02 12,800
HARLEY DAVIDSON INC COM 412822108 454 33,934 SH DEFINED 01, 02 33,934
HARTE-HANKS INC COM 416196103 63 11,700 SH DEFINED 01, 02 11,700
HAWAIIAN ELEC INDUSTRIES COM 419870100 731 53,200 SH DEFINED 01, 02 53,200
HEALTH CARE REIT INC COM 42217K106 961 31,400 SH DEFINED 01, 02 31,400
HESS CORP COM 42809H107 352 6,500 SH DEFINED 01, 02 6,500
HEWLETT PACKARD CO COM 428236103 616 19,200 SH DEFINED 01, 02 19,200
HOME DEPOT INC COM 437076102 1,025 43,486 SH DEFINED 01, 02 43,486
HOST HOTELS & RESORTS INC COM 44107P104 429 109,450 SH DEFINED 01, 02 109,450
HRPT PPTYS TR PFD CONV D 40426W507 161 18,200 SH DEFINED 01, 02 18,200
HUDSON CITY BANCORP COM 443683107 167 14,300 SH DEFINED 01, 02 14,300
HURON CONSULTING GROUP INC COM 447462102 594 14,000 SH DEFINED 01, 02 14,000
IDACORP INC COM 451107106 834 35,700 SH DEFINED 01, 02 35,700
INERGY L P UNIT LTD PTNR 456615103 1,059 48,300 SH DEFINED 01, 02 48,300
INFORMATICA CORP COM 45666Q102 159 12,000 SH DEFINED 01, 02 12,000
INGRAM MICRO INC CL A 457153104 722 57,110 SH DEFINED 01, 02 57,110
INTEL CORP COM 458140100 975 64,900 SH DEFINED 01, 02 64,900
INTERCONTINENTALEXCHANGE INC COM 45865V100 238 3,200 SH DEFINED 01, 02 3,200
INTERDIGITAL INC COM 45867G101 300 11,600 SH DEFINED 01, 02 11,600
INTERNATIONAL GAME TECHNOLOG COM 459902102 452 49,000 SH DEFINED 01, 02 49,000
INTERSIL CORP CL A 46069S109 485 42,200 SH DEFINED 01, 02 42,200
INTL PAPER CO COM 460146103 244 34,677 SH DEFINED 01, 02 34,677
INTREPID POTASH INC COM 46121Y102 561 30,400 SH DEFINED 01, 02 30,400
JEFFERIES GROUP INC NEW COM 472319102 174 12,600 SH DEFINED 01, 02 12,600
JOHNSON CTLS INC COM 478366107 259 21,570 SH DEFINED 01, 02 21,570
KAYDON CORP COM 486587108 254 9,300 SH DEFINED 01, 02 9,300
KENNAMETAL INC COM 489170100 172 10,600 SH DEFINED 01, 02 10,600
KHD HUMBOLDT WEDAG INTL LTD COM 482462108 91 13,200 SH DEFINED 01, 02 13,200
KIMBERLY CLARK CORP COM 494368103 1,614 35,000 SH DEFINED 01, 02 35,000
KIMCO REALTY CORP COM 49446R109 459 60,300 SH DEFINED 01, 02 60,300
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 387 9,500 SH DEFINED 01, 02 9,500
KKR FINANCIAL HLDGS LLC COM 48248A306 120 136,600 SH DEFINED 01, 02 136,600
KNIGHT CAPITAL GROUP INC CL A 499005106 286 19,400 SH DEFINED 01, 02 19,400
KOHLS CORP COM 500255104 542 12,800 SH DEFINED 01, 02 12,800
KRAFT FOODS INC CL A 50075N104 620 27,800 SH DEFINED 01, 02 27,800
KROGER CO COM 501044101 501 23,594 SH DEFINED 01, 02 23,594
LANCASTER COLONY CORP COM 513847103 689 16,600 SH DEFINED 01, 02 16,600
LAZARD LTD SHS A G54050102 529 18,000 SH DEFINED 01, 02 18,000
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 228 78,540 SH DEFINED 01, 02 78,540
LIFE TECHNOLOGIES CORP COM 53217V109 214 6,600 SH DEFINED 01, 02 6,600
LIFEPOINT HOSPITALS INC COM 53219L109 647 31,040 SH DEFINED 01, 02 31,040
LIMITED BRANDS INC COM 532716107 841 96,700 SH DEFINED 01, 02 96,700
LINCOLN NATL CORP IND COM 534187109 224 33,500 SH DEFINED 01, 02 33,500
LINEAR TECHNOLOGY CORP COM 535678106 531 23,100 SH DEFINED 01, 02 23,100
LINN ENERGY LLC UNIT LTD LIAB 536020100 162 10,900 SH DEFINED 01, 02 10,900
LKQ CORP COM 501889208 170 11,932 SH DEFINED 01, 02 11,932
LOCKHEED MARTIN CORP COM 539830109 656 9,500 SH DEFINED 01, 02 9,500
LOEWS CORP COM 540424108 983 44,500 SH DEFINED 01, 02 44,500
LORILLARD INC COM 544147101 537 8,700 SH DEFINED 01, 02 8,700
LOWES COS INC COM 548661107 726 39,800 SH DEFINED 01, 02 39,800
LUBRIZOL CORP COM 549271104 299 8,800 SH DEFINED 01, 02 8,800
MACYS INC COM 55616P104 937 105,300 SH DEFINED 01, 02 105,300
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,264 43,037 SH DEFINED 01, 02 43,037
MAGNA INTL INC CL A 559222401 647 24,200 SH DEFINED 01, 02 24,200
MANPOWER INC COM 56418H100 645 20,448 SH DEFINED 01, 02 20,448
MANTECH INTL CORP CL A 564563104 859 20,500 SH DEFINED 01, 02 20,500
MARRIOTT INTL INC NEW CL A 571903202 561 34,300 SH DEFINED 01, 02 34,300
MARTIN MARIETTA MATLS INC COM 573284106 500 6,300 SH DEFINED 01, 02 6,300
MASTERCARD INC CL A 57636Q104 234 1,400 SH DEFINED 01, 02 1,400
MATTEL INC COM 577081102 499 43,300 SH DEFINED 01, 02 43,300
MATTHEWS INTL CORP CL A 577128101 809 28,080 SH DEFINED 01, 02 28,080
MCCORMICK & CO INC COM NON VTG 579780206 571 19,300 SH DEFINED 01, 02 19,300
MCDERMOTT INTL INC COM 580037109 1,118 83,500 SH DEFINED 01, 02 83,500
MCKESSON CORP COM 58155Q103 715 20,400 SH DEFINED 01, 02 20,400
METROPCS COM 591708102 236 13,800 SH DEFINED 01, 02 13,800
MICROCHIP TECHNOLOGY INC COM 595017104 699 33,000 SH DEFINED 01, 02 33,000
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1,063 28,700 SH DEFINED 01, 02 28,700
MIRANT CORP NEW COM 60467R100 555 48,666 SH DEFINED 01, 02 48,666
MOHAWK INDS INC COM 608190104 747 25,000 SH DEFINED 01, 02 25,000
MOLEX INC COM 608554101 627 45,600 SH DEFINED 01, 02 45,600
MONSANTO CO NEW COM 61166W101 432 5,200 SH DEFINED 01, 02 5,200
MOSAIC CO COM 61945A107 579 13,800 SH DEFINED 01, 02 13,800
MOVE INC COM 62458M108 18 12,600 SH DEFINED 01, 02 12,600
MUELLER WTR PRODS INC COM SER A 624758108 35 10,700 SH DEFINED 01, 02 10,700
MURPHY OIL CORP COM 626717102 573 12,800 SH DEFINED 01, 02 12,800
MYLAN INC COM 628530107 310 23,100 SH DEFINED 01, 02 23,100
NABORS INDUSTRIES LTD SHS G6359F103 572 57,300 SH DEFINED 01, 02 57,300
NALCO HOLDING COM 62985Q101 471 36,000 SH DEFINED 01, 02 36,000
NATIONAL OILWELL VARCO INC COM 637071101 830 28,900 SH DEFINED 01, 02 28,900
NATIONAL RETAIL PROPERTIES I COM 637417106 222 14,000 SH DEFINED 01, 02 14,000
NAVIGATORS GROUP INC COM 638904102 354 7,500 SH DEFINED 01, 02 7,500
NCR CORP NEW COM 62886E108 642 80,700 SH DEFINED 01, 02 80,700
NEUSTAR INC CL A 64126X201 353 21,096 SH DEFINED 01, 02 21,096
NEW JERSEY RES COM 646025106 245 7,200 SH DEFINED 01, 02 7,200
NEWELL RUBBERMAID INC COM 651229106 386 60,491 SH DEFINED 01, 02 60,491
NEWS CORP CL A 65248E104 141 21,258 SH DEFINED 01, 02 21,258
NII HLDGS INC CL B 62913F201 266 17,700 SH DEFINED 01, 02 17,700
NOBLE ENERGY INC COM 655044105 593 11,000 SH DEFINED 01, 02 11,000
NORTHROP GRUMMAN CORP COM 666807102 685 15,700 SH DEFINED 01, 02 15,700
NORTHWEST NAT GAS CO COM 667655104 208 4,800 SH DEFINED 01, 02 4,800
NOVELL INC COM 670006105 281 66,058 SH DEFINED 01, 02 66,058
NUSTAR ENERGY LP UNIT COM 67058H102 867 18,800 SH DEFINED 01, 02 18,800
NYSE EURONEXT COM 629491101 449 25,100 SH DEFINED 01, 02 25,100
O REILLY AUTOMOTIVE INC COM 686091109 523 14,929 SH DEFINED 01, 02 14,929
OCCIDENTAL PETE CORP DEL COM 674599105 289 5,200 SH DEFINED 01, 02 5,200
OCEANEERING INTL INC COM 675232102 512 13,900 SH DEFINED 01, 02 13,900
OLIN CORP COM PAR $1 680665205 445 31,200 SH DEFINED 01, 02 31,200
OMNICOM GROUP INC COM 681919106 229 9,772 SH DEFINED 01, 02 9,772
ORBITAL SCIENCES CORP COM 685564106 1,146 96,400 SH DEFINED 01, 02 96,400
PARTNERRE LTD COM G6852T105 2,111 34,004 SH DEFINED 01, 02 34,004
PATTERSON UTI ENERGY INC COM 703481101 113 12,600 SH DEFINED 01, 02 12,600
PEPSIAMERICAS INC COM 71343P200 647 37,500 SH DEFINED 01, 02 37,500
PEPSICO INC COM 713448108 2,057 39,963 SH DEFINED 01, 02 39,963
PERINI CORP COM 713839108 813 66,094 SH DEFINED 01, 02 66,094
PETROQUEST ENERGY INC COM 716748108 63 26,428 SH DEFINED 01, 02 26,428
PFIZER INC COM 717081103 772 56,700 SH DEFINED 01, 02 56,700
PG&E CORP COM 69331C108 684 17,900 SH DEFINED 01, 02 17,900
PHARMACEUTICAL PROD DEV INC COM 717124101 640 27,000 SH DEFINED 01, 02 27,000
PHILIP MORRIS INTL INC COM 718172109 1,704 47,901 SH DEFINED 01, 02 47,901
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,507 41,000 SH DEFINED 01, 02 41,000
PLATINUM UNDERWRITER HLDGS L COM G7127P100 255 9,000 SH DEFINED 01, 02 9,000
PMC-SIERRA INC COM 69344F106 68 10,700 SH DEFINED 01, 02 10,700
POTLATCH CORP NEW COM 737630103 269 11,600 SH DEFINED 01, 02 11,600
PRECISION CASTPARTS CORP COM 740189105 353 5,900 SH DEFINED 01, 02 5,900
PRICE T ROWE GROUP INC COM 74144T108 981 34,000 SH DEFINED 01, 02 34,000
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,703 208,202 SH DEFINED 01, 02 208,202
PROASSURANCE CORP COM 74267C106 545 11,700 SH DEFINED 01, 02 11,700
PROCTER & GAMBLE CO COM 742718109 1,883 39,981 SH DEFINED 01, 02 39,981
QLOGIC CORP COM 747277101 1,106 99,462 SH DEFINED 01, 02 99,462
QUALCOMM INC COM 747525103 331 8,500 SH DEFINED 01, 02 8,500
QWEST COM 749121109 257 75,000 SH DEFINED 01, 02 75,000
RADIOSHACK CORP COM 750438103 893 104,200 SH DEFINED 01, 02 104,200
RALCORP HLDGS INC NEW COM 751028101 372 6,900 SH DEFINED 01, 02 6,900
RAYTHEON CO COM NEW 755111507 596 15,300 SH DEFINED 01, 02 15,300
REGAL BELOIT CORP COM 758750103 343 11,200 SH DEFINED 01, 02 11,200
RENAISSANCERE HOLDINGS LTD COM G7496G103 499 10,100 SH DEFINED 01, 02 10,100
RENT A CTR INC NEW COM 76009N100 782 40,353 SH DEFINED 01, 02 40,353
REPUBLIC AWYS HLDGS INC COM 760276105 71 10,900 SH DEFINED 01, 02 10,900
RESMED INC COM 761152107 216 6,100 SH DEFINED 01, 02 6,100
REYNOLDS AMERICAN INC COM 761713106 968 27,000 SH DEFINED 01, 02 27,000
ROCKWELL AUTOMATION INC COM 773903109 249 11,400 SH DEFINED 01, 02 11,400
RODMAN & RENSHAW CAP GP INC COM 77487R100 16 50,775 SH DEFINED 01, 02 50,775
ROPER INDS INC NEW COM 776696106 202 4,767 SH DEFINED 01, 02 4,767
ROSETTA RESOURCES INC COM 777779307 67 13,500 SH DEFINED 01, 02 13,500
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 137 17,100 SH DEFINED 01, 02 17,100
RPM INTL INC COM 749685103 157 12,300 SH DEFINED 01, 02 12,300
SAIC INC COM 78390X101 1,189 63,700 SH DEFINED 01, 02 63,700
SCHLUMBERGER LTD COM 806857108 1,235 30,400 SH DEFINED 01, 02 30,400
SCIENTIFIC GAMES CORP CL A 80874P109 335 27,700 SH DEFINED 01, 02 27,700
SEACOR HOLDINGS INC COM 811904101 904 15,500 SH DEFINED 01, 02 15,500
SEI INVESTMENTS CO COM 784117103 143 11,704 SH DEFINED 01, 02 11,704
SELECT COM 81616X103 3,141 4,362,601 SH DEFINED 01, 02 4,362,601
SEMPRA ENERGY COM 816851109 305 6,600 SH DEFINED 01, 02 6,600
SIGMA ALDRICH CORP COM 826552101 269 7,116 SH DEFINED 01, 02 7,116
SILICON LABORATORIES INC COM 826919102 333 12,600 SH DEFINED 01, 02 12,600
SKYWORKS SOLUTIONS INC COM 83088M102 304 37,700 SH DEFINED 01, 02 37,700
SMITH INTL INC COM 832110100 449 20,900 SH DEFINED 01, 02 20,900
SONOCO PRODS CO COM 835495102 231 11,000 SH DEFINED 01, 02 11,000
SOUTHWESTERN ENERGY CO COM 845467109 279 9,400 SH DEFINED 01, 02 9,400
SPX CORP COM 784635104 893 19,000 SH DEFINED 01, 02 19,000
ST MARY LD & EXPL CO COM 792228108 153 11,600 SH DEFINED 01, 02 11,600
STANCORP FINL GROUP INC COM 852891100 538 23,632 SH DEFINED 01, 02 23,632
STARBUCKS CORP COM 855244109 390 35,100 SH DEFINED 01, 02 35,100
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 140 11,000 SH DEFINED 01, 02 11,000
STATE STR CORP COM 857477103 295 9,600 SH DEFINED 01, 02 9,600
STERICYCLE INC COM 858912108 358 7,500 SH DEFINED 01, 02 7,500
STRYKER CORP COM 863667101 640 18,800 SH DEFINED 01, 02 18,800
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 544 14,876 SH DEFINED 01, 02 14,876
SUPERIOR ENERGY SVCS INC COM 868157108 137 10,600 SH DEFINED 01, 02 10,600
SYMANTEC CORP COM 871503108 215 14,401 SH DEFINED 01, 02 14,401
TASER INTL INC COM 87651B104 65 13,800 SH DEFINED 01, 02 13,800
TELEFLEX INC COM 879369106 485 12,400 SH DEFINED 01, 02 12,400
TELEPHONE & DATA SYS INC COM 879433100 477 18,000 SH DEFINED 01, 02 18,000
TERADATA CORP DEL COM 88076W103 539 33,242 SH DEFINED 01, 02 33,242
TETRA TECH INC NEW COM 88162G103 630 30,900 SH DEFINED 01, 02 30,900
TEXAS INSTRS INC COM 882508104 287 17,400 SH DEFINED 01, 02 17,400
TEXTRON INC COM 883203101 59 10,300 SH DEFINED 01, 02 10,300
TFS FINL CORP COM 87240R107 1,549 127,687 SH DEFINED 01, 02 127,687
THERMO FISHER SCIENTIFIC INC COM 883556102 935 26,200 SH DEFINED 01, 02 26,200
TIBCO SOFTWARE INC COM 88632Q103 402 68,400 SH DEFINED 01, 02 68,400
TIDEWATER INC COM 886423102 360 9,700 SH DEFINED 01, 02 9,700
TIFFANY & CO NEW COM 886547108 634 29,400 SH DEFINED 01, 02 29,400
TIME WARNER CABLE INC COM ADDED 88732J207 2,718 109,604 SH DEFINED 01, 02 109,604
TIMKEN CO COM 887389104 462 33,100 SH DEFINED 01, 02 33,100
TITAN MACHY INC COM 88830R101 128 14,213 SH DEFINED 01, 02 14,213
TITANIUM METALS CORP COM NEW 888339207 615 112,400 SH DEFINED 01, 02 112,400
TJX COS INC NEW COM 872540109 319 12,426 SH DEFINED 01, 02 12,426
TORCHMARK CORP COM 891027104 220 8,400 SH DEFINED 01, 02 8,400
TORO CO COM 891092108 324 13,399 SH DEFINED 01, 02 13,399
TRACTOR SUPPLY CO COM 892356106 725 20,100 SH DEFINED 01, 02 20,100
TRAVELERS COM 89417E109 817 20,100 SH DEFINED 01, 02 20,100
TREEHOUSE FOODS INC COM 89469A104 613 21,300 SH DEFINED 01, 02 21,300
TRIQUINT SEMICONDUCTOR INC COM 89674K103 61 24,800 SH DEFINED 01, 02 24,800
TYSON FOODS INC CL A 902494103 656 69,900 SH DEFINED 01, 02 69,900
UGI CORP NEW COM 902681105 210 8,900 SH DEFINED 01, 02 8,900
UNITED ONLINE INC COM 911268100 76 17,000 SH DEFINED 01, 02 17,000
UNITED PARCEL SERVICE INC CL B 911312106 660 13,400 SH DEFINED 01, 02 13,400
UNITED STATES CELLULAR CORP COM 911684108 866 25,963 SH DEFINED 01, 02 25,963
US BANCORP DEL COM NEW 902973304 595 40,700 SH DEFINED 01, 02 40,700
UTI WORLDWIDE INC ORD G87210103 223 18,700 SH DEFINED 01, 02 18,700
V F CORP COM 918204108 543 9,500 SH DEFINED 01, 02 9,500
VALEANT PHARMACEUTICALS INTL COM 91911X104 649 36,508 SH DEFINED 01, 02 36,508
VALERO ENERGY CORP NEW COM 91913Y100 287 16,008 SH DEFINED 01, 02 16,008
VALLEY NATL BANCORP COM 919794107 144 11,678 SH DEFINED 01, 02 11,678
VARIAN MED SYS INC COM 92220P105 496 16,300 SH DEFINED 01, 02 16,300
VISA INC COM CL A 92826C839 2,029 36,500 SH DEFINED 01, 02 36,500
VISTAPRINT LIMITED SHS G93762204 341 12,400 SH DEFINED 01, 02 12,400
VMWARE INC CL A 928563402 779 33,001 SH DEFINED 01, 02 33,001
WADDELL & REED FINL INC CL A 930059100 860 47,600 SH DEFINED 01, 02 47,600
WAL MART STORES INC COM 931142103 813 15,600 SH DEFINED 01, 02 15,600
WEIGHT WATCHERS INTL INC NEW COM 948626106 395 21,300 SH DEFINED 01, 02 21,300
WEINGARTEN RLTY INVS SH BEN INT 948741103 413 43,400 SH DEFINED 01, 02 43,400
WELLS FARGO & CO NEW COM 949746101 460 32,300 SH DEFINED 01, 02 32,300
WERNER ENTERPRISES INC COM 950755108 175 11,600 SH DEFINED 01, 02 11,600
WESTERN DIGITAL CORP COM 958102105 408 21,100 SH DEFINED 01, 02 21,100
WESTERN UN CO COM 959802109 376 29,900 SH DEFINED 01, 02 29,900
WESTLAKE CHEM CORP COM 960413102 154 10,500 SH DEFINED 01, 02 10,500
WHIRLPOOL CORP COM 963320106 1,225 41,400 SH DEFINED 01, 02 41,400
WHITE MTNS INS GROUP LTD COM G9618E107 602 3,500 SH DEFINED 01, 02 3,500
WILEY JOHN & SONS INC CL A 968223206 342 11,500 SH DEFINED 01, 02 11,500
WILLIAMS COS INC DEL COM 969457100 508 44,600 SH DEFINED 01, 02 44,600
WINDSTREAM CORP COM 97381W104 204 25,333 SH DEFINED 01, 02 25,333
WMS INDS INC COM 929297109 838 40,100 SH DEFINED 01, 02 40,100
WOODWARD GOVERNOR CO COM 980745103 666 59,590 SH DEFINED 01, 02 59,590
WYNN RESORTS LTD COM 983134107 639 32,000 SH DEFINED 01, 02 32,000
XCEL ENERGY INC COM 98389B100 1,416 76,000 SH DEFINED 01, 02 76,000
XEROX CORP COM 984121103 82 18,076 SH DEFINED 01, 02 18,076
XILINX INC COM 983919101 1,306 68,181 SH DEFINED 01, 02 68,181
XTO ENERGY INC COM 98385X106 468 15,300 SH DEFINED 01, 02 15,300
YAHOO INC COM 984332106 437 34,100 SH DEFINED 01, 02 34,100
YUM BRANDS INC COM 988498101 525 19,100 SH DEFINED 01, 02 19,100
396 236,379
</TABLE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 396
Form 13F Information Table Value Total: $236,379
(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.