13F-HR 1 d37344_13f-hr.txt FORM 13F-HR 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, 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 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 212-825-0400 Phone: Signature, Place, and Date of Signing: /s/ John Hall New York, NY 5/13/02 ------------------------ ---------------------------- ------------------ [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: 93 Form 13F Information Table Value Total: 802,614 (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. Quarter Ended March 31, 2002
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------- -------- -------- ---------- ---------------------- 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ---------- ------ -------- ---- AFFILIATED COMPUTER SVCS INC Note 3.500% 2/1 008190AF7 51,060 35505000 PRN Defined 01, 02 None AMERICAN EXPRESS CO Com 025816109 227 5562 SH Defined 01, 02 Sole AMERICAN INTERNATIONAL GROUP Com 026874107 304 4227 SH Defined 01, 02 Sole AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 8,417 14000000 PRN Defined 01, 02 None AMKOR TECH INC Note 5.750% 6/0 031652AN0 2,395 2500000 PRN Defined 01, 02 None ANHEUSER-BUSCH COS INC Com 035229103 226 4341 SH Defined 01, 02 Sole AOL TIME WARNER Com 00184A105 263 11131 SH Defined 01, 02 Sole BANK OF AMERICA CORP Com 060505104 454 6685 SH Defined 01, 02 Sole BANK ONE CORP Com 06423A103 224 5365 SH Defined 01, 02 Sole BARNES & NOBLE INC Note 5.250% 3/1 067774AD1 25,767 22000000 PRN Defined 01, 02 None BEA SYSTEMS INC Note 4.000% 12/1 073325AD4 12,625 15120000 PRN Defined 01, 02 None BEST BUY INC DBCV 0.684% 6/2 086516AD3 9,442 12000000 PRN Defined 01, 02 None BISYS GROUP INC Note 4.000% 3/1 055472AB0 4,207 3400000 PRN Defined 01, 02 None CELESTICA INC Note 8/0 15101QAA6 21,989 50550000 PRN Defined 01, 02 None CEPHALON INC Note 5.250% 5/0 156708AC3 3,190 2975000 PRN Defined 01, 02 None CHARTER COMMUNICATION INC DEL Note 5.750% 10/1 16117MAB3 34,700 40000000 PRN Defined 01, 02 None CHEVRONTEXACO CORP Com 166764100 433 4807 SH Defined 01, 02 Sole CISCO SYSTEMS INC Com 17275R102 439 25977 SH Defined 01, 02 Sole CITIGROUP INC Com 172967101 891 18005 SH Defined 01, 02 Sole COCA-COLA CO/THE Com 191216100 563 10777 SH Defined 01, 02 Sole DELL COMPUTER CORP Com 247025109 214 8220 SH Defined 01, 02 Sole DIAMONDS TRUST SERIES I Unit Ser I 252787106 2,662 25668 SH Defined 01, 02 Sole ELECTRONIC DATA SYS CORP NEW Note 10/1 285661AB0 9,174 11650000 PRN Defined 01, 02 None ELI LILLY & CO Com 532457108 349 4588 SH Defined 01, 02 Sole ENERGY SELECT SECTOR SPDR SBI INT-Energy 81369Y506 373 12936 SH Defined 01, 02 Sole ENZON INC Note 4.500% 7/0 293904AB4 10,537 12000000 PRN Defined 01, 02 None EXXON MOBIL CORPORATION Com 30231G102 1,189 27139 SH Defined 01, 02 Sole FANNIE MAE Com 313586109 242 3035 SH Defined 01, 02 Sole FINANCIAL SELECT SECTOR SPDR SBI INT-FINL 81369Y605 2,150 79210 SH Defined 01, 02 Sole GENERAL ELECTRIC CO Com 369604103 849 22691 SH Defined 01, 02 Sole GENERAL MOTORS CORP DEB SR CONV B 370442733 12,635 462300 PRN Defined 01, 02 None GENERAL SEMICONDUCTOR 5.750% 12/1 370787AB9 15,490 15471000 PRN Defined 01, 02 None GENZYME CORP SDCV 3.000% 5/1 372917AK0 62,361 65600000 PRN Defined 01, 02 None GILEAD SCIENCES INC Note 5.000% 12/1 375558AB9 11,126 6800000 PRN Defined 01, 02 None GOLDMAN SACHS GROUP INC Com 38141G104 933 10343 SH Defined 01, 02 Sole HCC INSURANCE Note 2.00% 9/0 404132AA0 13,830 12762000 PRN Defined 01, 02 None HOME DEPOT INC Com 437076102 513 10555 SH Defined 01, 02 Sole HUTCHINSON TECHNOLOGY INC Note 6.000% 3/1 448407AC0 7,256 7500000 PRN Defined 01, 02 None IMMUNEX CORP Com 452528102 683 22577 SH Defined 01, 02 Sole INDUSTRIAL SELECT SECT SPDR SBI INT-INDS 81369Y704 634 23286 SH Defined 01, 02 Sole INTEL CORP Com 458140100 558 18365 SH Defined 01, 02 Sole INTERNATIONAL RECTIFIER CORP Note 4.250% 7/1 460254AE5 29,295 31500000 PRN Defined 01, 02 None INTERPUBLIN GROUP COS INC Note 1.870% 6/0 460690AJ9 11,988 14400000 PRN Defined 01, 02 None INTL BUSINESS MACHINES CORP Com 459200101 478 4601 SH Defined 01, 02 Sole JABIL CIRCUIT Note 1.750% 5/1 466313AA1 17,040 17820000 PRN Defined 01, 02 None JOHNSON & JOHNSON Com 478160104 853 13142 SH Defined 01, 02 Sole JP MORGAN CHASE & CO Com 46625H100 299 8397 SH Defined 01, 02 Sole JUNIPER NETWORKS INC Note 4.750% 3/1 48203RAA2 722 1000000 PRN Defined 01, 02 None KING PHARMACEUTICALS INC DBCV 2.750% 11/1 495582AG3 10,171 10300000 PRN Defined 01, 02 None KULICKE & SOFFA Note 4.750% 12/1 501242AE1 5,433 4971000 PRN Defined 01, 02 None L-3 COMMUNICATIONS HLDGS Debt 4.000% 9/1 502424AD6 61,647 51750000 PRN Defined 01, 02 None LAM RESEARCH Note 4.000% 6/0 512807AE8 10,421 10500000 PRN Defined 01, 02 None MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 48,720 48000000 PRN Defined 01, 02 None MERCK & CO. INC. Com 589331107 265 4603 SH Defined 01, 02 Sole MICROSOFT CORP Com 594918104 1,028 17052 SH Defined 01, 02 Sole MORGAN STANLEY DEAN WITTER & Com 617446448 200 3497 SH Defined 01, 02 Sole NCO GROUP INC Note 4.750% 4/1 628858AB8 16,722 16060000 PRN Defined 01, 02 None NETWORK ASSOCS INC Note 5.250% 8/1 64123LAB7 14,928 9600000 PRN Defined 01, 02 None NVIDIA CORP Note 4.750% 10/1 67066GAA2 24,011 19702000 PRN Defined 01, 02 None ONI SYSTEMS CORP Note 5.000% 10/1 68273FAA1 424 550000 PRN Defined 01, 02 None ORACLE CORPORATION Com 68389X105 159 12440 SH Defined 01, 02 Sole PEPSICO INC Com 713448108 413 8038 SH Defined 01, 02 Sole PFIZER INC Com 717081103 1,049 26398 SH Defined 01, 02 Sole PHARMACIA CORPORATION Com 71713U102 252 5607 SH Defined 01, 02 Sole PHILIP MORRIS COMPANIES INC Com 718154107 403 7657 SH Defined 01, 02 Sole PHOTRONICS INC Note 4.750% 12/1 719405AC6 5,640 4800000 PRN Defined 01, 02 None PMC-SIERRA INC Note 3.750% 8/1 69344FAB2 6,474 8030000 PRN Defined 01, 02 None PROCTER & GAMBLE CO Com 742718109 454 5040 SH Defined 01, 02 Sole PROVINCE HEALTHCARE CO Note 4.500% 11/2 743977AC4 5,739 5586000 PRN Defined 01, 02 None QUEST DIAGNOSTIC INC DBCV 1.750% 11/3 74834LAF7 20,553 18300000 PRN Defined 01, 02 None RATIONAL SOFTWARE CORP Note 5.000% 2/0 75409PAC7 8,157 9350000 PRN Defined 01, 02 None REEBOK INTL LTD DBCV 4.250% 3/0 758110AE0 8,128 7950000 PRN Defined 01, 02 None RESMED INC Note 4.000% 6/2 761152AB3 5,139 5640000 PRN Defined 01, 02 None ROYAL DUTCH PETRO-NY SHARES NY Reg GLD1.25 780257804 479 8830 SH Defined 01, 02 Sole SANMINA CORP Note 4.250% 5/0 800907AB3 38,158 40220000 PRN Defined 01, 02 None SBC COMMUNICATIONS INC Com 78387G103 422 11288 SH Defined 01, 02 Sole SCHOOL SPECIALTY INC Note 6.000% 8/0 807863AC9 13,815 12675000 PRN Defined 01, 02 None SECURITY CAPITAL GROUP-B CL B 81413P204 509 20000 SH Defined 01, 02 Sole SHIRE FINANCE LTD Note 2.000% 8/2 82481UAB5 7,546 8625000 PRN Defined 01, 02 None STMICROELCTRONICS N V Note 9/2 861012AB8 9,372 9200000 PRN Defined 01, 02 None SYMANTEC CORP Note 3.000% 11/0 871503AB4 39,760 28400000 PRN Defined 01, 02 None TECHNOLOGY SELECT SECT SPDR SBI INT-TECH 81369Y803 1,423 65692 SH Defined 01, 02 Sole TERADYNE INC SDCV 3.750% 10/1 880770AD4 1,522 900000 PRN Defined 01, 02 None TEXAS INSTRUMENTS INC Com 882508104 212 6431 SH Defined 01, 02 Sole TYCO INTL LTD NEW Note 11/1 902124AC0 17,722 26550000 PRN Defined 01, 02 None VERIZON COMMUNICATIONS INC Com 92343V104 363 7968 SH Defined 01, 02 Sole VIACOM INC-CL B CL B 925524308 371 7687 SH Defined 01, 02 Sole WACHOVIA CORP Com 929903102 219 5909 SH Defined 01, 02 Sole WALGREEN CO Com 931422109 210 5370 SH Defined 01, 02 Sole WAL-MART STORES INC Com 931142103 1,149 18753 SH Defined 01, 02 Sole WELLS FARGO & COMPANY Com 949746101 280 5675 SH Defined 01, 02 Sole WYETH Com 983024100 392 5974 SH Defined 01, 02 Sole YOUNG & RUBICAM INC Note 3.000% 1/1 987425AC9 19,911 20475000 PRN Defined 01, 02 None 802,614