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, 2004
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: Value Line Inc
Address: 220 East 42nd Street
New York, NY 10017
13F File Number: 28-00401
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: David Henigson
Title: Vice President
Phone: 212-907-1600
Signature, Place, and Date of Signing:
/s/ David Henigson New York, NY October 28, 2004
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form13F Information Table Entry Total: 924
Form13F Information Table Value Total: $2,351,038 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
21ST CENTY INS GROUP COM 90130N103 334 25000 SH DEFINED 0 25000 0
3COM CORP COM 885535104 127 30000 SH DEFINED 0 30000 0
3M CO COM 88579Y101 10428 130400 SH DEFINED 0 130400 0
AARON RENTS INC COM 002535201 2771 127350 SH DEFINED 0 127350 0
ABLE LABORATORIES INC COM NEW 00371N407 680 35500 SH DEFINED 0 35500 0
ACCENTURE LTD BERMUDA CL A G1150G111 7130 263600 SH DEFINED 0 263600 0
ACE LTD ORD G0070K103 3217 80300 SH DEFINED 0 77000 3300
ACTIVISION INC NEW COM NEW 004930202 186 13400 SH DEFINED 0 10600 2800
ACTUANT CORP CL A NEW 00508X203 4232 102700 SH DEFINED 0 102700 0
ACUITY BRANDS INC COM 00508Y102 849 35700 SH DEFINED 0 35700 0
ADOBE SYS INC COM 00724F101 9835 198800 SH DEFINED 0 198600 200
ADVANCE AUTO PARTS INC COM 00751Y106 1679 48800 SH DEFINED 0 48800 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 2829 71500 SH DEFINED 0 71500 0
ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 628 650000 PRN DEFINED 0 650000 0
ADVANCED NEUROMODULATION SYS COM 00757T101 830 27350 SH DEFINED 0 27350 0
AEROPOSTALE COM 007865108 2906 110900 SH DEFINED 0 110900 0
AES TR III PFD CV 6.75% 00808N202 221 5000 SH DEFINED 0 5000 0
AETNA INC NEW COM 00817Y108 14566 145764 SH DEFINED 0 144314 1450
AFFILIATED COMPUTER SERVICES CL A 008190100 963 17300 SH DEFINED 0 17000 300
AFLAC INC COM 001055102 2500 63750 SH DEFINED 0 63750 0
AGCO CORP COM 001084102 1988 87900 SH DEFINED 0 87900 0
AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 1404 1400000 PRN DEFINED 0 1400000 0
AGILYSYS INC COM 00847J105 1059 88659 SH DEFINED 0 88659 0
AGL RES INC COM 001204106 2031 66000 SH DEFINED 0 66000 0
AGRIUM INC COM 008916108 213 12000 SH DEFINED 0 12000 0
AIRGAS INC COM 009363102 1863 77400 SH DEFINED 0 77400 0
AIRSPAN NETWORKS INC COM 00950H102 766 141000 SH DEFINED 0 141000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 801 57000 SH DEFINED 0 57000 0
ALABAMA NATL BANCORP DELA COM 010317105 557 9300 SH DEFINED 0 9300 0
ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 448 20000 SH DEFINED 0 20000 0
ALAMOSA HLDGS INC COM 011589108 2197 287500 SH DEFINED 0 287500 0
ALBERTO CULVER CO COM 013068101 204 4700 SH DEFINED 0 4700 0
ALCON INC COM SHS H01301102 882 11000 SH DEFINED 0 11000 0
ALEXANDER & BALDWIN INC COM 014482103 543 16000 SH DEFINED 0 16000 0
ALIGN TECHNOLOGY INC COM 016255101 917 60000 SH DEFINED 0 60000 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2219 121600 SH DEFINED 0 121600 0
ALLERGAN INC NOTE 11/0 018490AE2 183 200000 PRN DEFINED 0 200000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5086 125400 SH DEFINED 0 125400 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 612 11000 SH DEFINED 0 11000 0
ALLIANT TECHSYSTEMS INC COM 018804104 605 10000 SH DEFINED 0 10000 0
ALTIRIS INC COM 02148M100 364 11500 SH DEFINED 0 11500 0
ALVARION LTD SHS M0861T100 802 62000 SH DEFINED 0 62000 0
ALZA CORP SDCV 7/2 02261WAB5 155 200000 PRN DEFINED 0 200000 0
AMEDISYS INC COM 023436108 1917 64000 SH DEFINED 0 64000 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 3344 114300 SH DEFINED 0 114300 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12573 341187 SH DEFINED 0 340787 400
AMERICAN ELEC PWR INC COM 025537101 479 15000 SH DEFINED 0 15000 0
AMERICAN FINL GROUP INC OHIO COM 025932104 11851 396497 SH DEFINED 0 396497 0
AMERICAN GREETINGS CORP CL A 026375105 452 18000 SH DEFINED 0 18000 0
AMERICAN HEALTHWAYS INC COM 02649V104 1982 68100 SH DEFINED 0 68100 0
AMERICAN HOME MTG INVT CORP COM 02660R107 1244 44500 SH DEFINED 0 44500 0
AMERICAN INTL GROUP INC COM 026874107 18412 270808 SH DEFINED 0 269213 1595
AMERICAN MED SYS HLDGS INC COM 02744M108 1476 40700 SH DEFINED 0 40700 0
AMERICAN PHARMACEUTICALS PTN COM 02886P109 673 24400 SH DEFINED 0 24400 0
AMERICAN STD COS INC DEL COM 029712106 13619 350000 SH DEFINED 0 350000 0
AMERICAN STS WTR CO COM 029899101 623 25000 SH DEFINED 0 25000 0
AMETEK INC NEW COM 031100100 4117 135800 SH DEFINED 0 135800 0
AMGEN INC COM 031162100 2133 37538 SH DEFINED 0 35888 1650
AMPHENOL CORP NEW CL A 032095101 1692 49400 SH DEFINED 0 49400 0
ANADARKO PETE CORP COM 032511107 9436 142200 SH DEFINED 0 141700 500
ANALOG DEVICES INC COM 032654105 1202 31000 SH DEFINED 0 31000 0
ANCHOR BANCORP WIS INC COM 032839102 619 23900 SH DEFINED 0 23900 0
ANDREW CORP NOTE 3.250% 8/1 034425AB4 249 200000 PRN DEFINED 0 200000 0
ANGIOTECH PHARMACEUTICALS IN COM 034918102 1966 97000 SH DEFINED 0 97000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 973 25000 SH DEFINED 0 25000 0
ANSYS INC COM 03662Q105 1850 37200 SH DEFINED 0 37200 0
ANTEON INTL CORP COM 03674E108 1349 36800 SH DEFINED 0 36800 0
ANTHEM INC COM 03674B104 1073 12300 SH DEFINED 0 12300 0
AON CORP COM 037389103 575 20000 SH DEFINED 0 20000 0
APACHE CORP COM 037411105 17494 349120 SH DEFINED 0 346120 3000
APOLLO GROUP INC CL A 037604105 7489 102075 SH DEFINED 0 102075 0
APPLEBEES INTL INC COM 037899101 5946 235215 SH DEFINED 0 231465 3750
APPLERA CORP COM CE GEN GRP 038020202 222 19000 SH DEFINED 0 19000 0
APPLIED FILMS CORP COM 038197109 216 12000 SH DEFINED 0 12000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 936 26200 SH DEFINED 0 26200 0
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 1622 50700 SH DEFINED 0 50700 0
ARBITRON INC COM 03875Q108 560 15300 SH DEFINED 0 15300 0
ARCH CAP GROUP LTD ORD G0450A105 915 23500 SH DEFINED 0 23500 0
ARCHER DANIELS MIDLAND CO COM 039483102 1309 77100 SH DEFINED 0 71800 5300
ARIAD PHARMACEUTICALS INC COM 04033A100 495 74000 SH DEFINED 0 74000 0
ARKANSAS BEST CORP DEL COM 040790107 2563 70000 SH DEFINED 0 70000 0
ARMOR HOLDINGS INC COM 042260109 15323 368258 SH DEFINED 0 366858 1400
ARTHROCARE CORP COM 043136100 764 26100 SH DEFINED 0 26100 0
ASSOCIATED BANC CORP COM 045487105 1552 48400 SH DEFINED 0 48400 0
ASTRAZENECA PLC SPONSORED ADR 046353108 494 12000 SH DEFINED 0 12000 0
AUTODESK INC COM 052769106 16126 331602 SH DEFINED 0 330377 1225
AUTOLIV INC COM 052800109 5026 124400 SH DEFINED 0 124400 0
AVAYA INC COM 053499109 599 43000 SH DEFINED 0 43000 0
AVERY DENNISON CORP COM 053611109 789 12000 SH DEFINED 0 12000 0
AVID TECHNOLOGY INC COM 05367P100 3497 74600 SH DEFINED 0 74600 0
AVON PRODS INC COM 054303102 14932 341850 SH DEFINED 0 340950 900
AXCAN PHARMA INC COM 054923107 305 19600 SH DEFINED 0 19600 0
BAKER HUGHES INC COM 057224107 4486 102600 SH DEFINED 0 102600 0
BALL CORP COM 058498106 5008 133800 SH DEFINED 0 133800 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 727 13100 SH DEFINED 0 13100 0
BANCORPSOUTH INC COM 059692103 929 40400 SH DEFINED 0 40400 0
BANK HAWAII CORP COM 062540109 6213 131500 SH DEFINED 0 131500 0
BANK MONTREAL QUE COM 063671101 1179 27000 SH DEFINED 0 27000 0
BANK OF THE OZARKS INC COM 063904106 618 20800 SH DEFINED 0 20800 0
BANKATLANTIC BANCORP CL A 065908501 1704 93000 SH DEFINED 0 93000 0
BANKNORTH GROUP INC NEW COM 06646R107 2555 73000 SH DEFINED 0 73000 0
BANKUNITED FINL CORP CL A 06652B103 568 19500 SH DEFINED 0 19500 0
BANTA CORP COM 066821109 604 15200 SH DEFINED 0 15200 0
BARD C R INC COM 067383109 5313 93826 SH DEFINED 0 93826 0
BAXTER INTL INC CORP UNITS 7% 071813406 860 16000 SH DEFINED 0 16000 0
BCE INC COM 05534B109 6209 286800 SH DEFINED 0 286800 0
BEAR STEARNS COS INC COM 073902108 3597 37400 SH DEFINED 0 37400 0
BECKMAN COULTER INC COM 075811109 449 8000 SH DEFINED 0 8000 0
BECTON DICKINSON & CO COM 075887109 1551 30000 SH DEFINED 0 30000 0
BED BATH & BEYOND INC COM 075896100 6012 162000 SH DEFINED 0 161500 500
BELL MICROPRODUCTS INC CONV BD 3 75 & 078137AA4 193 200000 PRN DEFINED 0 200000 0
BERKLEY W R CORP COM 084423102 5921 140450 SH DEFINED 0 140450 0
BERRY PETE CO CL A 085789105 977 26600 SH DEFINED 0 26600 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 213 200000 PRN DEFINED 0 200000 0
BEST BUY INC COM 086516101 841 15500 SH DEFINED 0 15000 500
BHP BILLITON LTD SPONSORED ADR 088606108 643 31000 SH DEFINED 0 31000 0
BIG LOTS INC COM 089302103 208 17000 SH DEFINED 0 17000 0
BIO RAD LABS INC CL A 090572207 204 4000 SH DEFINED 0 4000 0
BIOMET INC COM 090613100 7217 153950 SH DEFINED 0 153250 700
BIOSITE INC COM 090945106 10057 205403 SH DEFINED 0 204603 800
BISYS GROUP INC NOTE 4.000% 3/1 055472AB0 980 1000000 PRN DEFINED 0 1000000 0
BJ SVCS CO COM 055482103 231 4400 SH DEFINED 0 4400 0
BJS WHOLESALE CLUB INC COM 05548J106 547 20000 SH DEFINED 0 20000 0
BLACK & DECKER CORP COM 091797100 11275 145600 SH DEFINED 0 145600 0
BLACKROCK INC CL A 09247X101 441 6000 SH DEFINED 0 6000 0
BLUE COAT SYSTEMS INC COM NEW 09534T508 504 35000 SH DEFINED 0 35000 0
BOK FINL CORP COM NEW 05561Q201 418 9377 SH DEFINED 0 9377 0
BORG WARNER INC COM 099724106 2515 58100 SH DEFINED 0 58100 0
BOSTON SCIENTIFIC CORP COM 101137107 5562 140000 SH DEFINED 0 140000 0
BOYD GAMING CORP COM 103304101 1985 70500 SH DEFINED 0 70500 0
BP PLC SPONSORED ADR 055622104 5841 101525 SH DEFINED 0 100950 575
BRADY CORP CL A 104674106 1180 24200 SH DEFINED 0 24200 0
BRASCAN CORP CL A LTD VT SH 10549P606 249 8900 SH DEFINED 0 8900 0
BRIGGS & STRATTON CORP COM 109043109 3557 43800 SH DEFINED 0 43800 0
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 651 12000 SH DEFINED 0 12000 0
BRINKER INTL INC COM 109641100 3629 116500 SH DEFINED 0 116500 0
BRINKS CO COM 109696104 1448 48000 SH DEFINED 0 48000 0
BRISTOL MYERS SQUIBB CO COM 110122108 400 16900 SH DEFINED 0 16900 0
BROADCOM CORP CL A 111320107 469 17200 SH DEFINED 0 16000 1200
BROOKLINE BANCORP INC DEL COM 11373M107 865 55200 SH DEFINED 0 55200 0
BROOKSTONE INC COM 114537103 747 39525 SH DEFINED 0 39525 0
BROWN FORMAN CORP CL B 115637209 1237 27000 SH DEFINED 0 27000 0
BROWN SHOE INC NEW COM 115736100 424 16900 SH DEFINED 0 16900 0
BRUNSWICK CORP COM 117043109 3395 74200 SH DEFINED 0 74200 0
BRUSH ENGINEERED MATLS INC COM 117421107 2310 111532 SH DEFINED 0 110832 700
BUILDING MATLS HLDG CORP COM 120113105 1789 65000 SH DEFINED 0 65000 0
BUNGE LIMITED COM G16962105 4158 104000 SH DEFINED 0 104000 0
BURLINGTON RES INC COM 122014103 3346 82000 SH DEFINED 0 82000 0
C H ROBINSON WORLDWIDE INC COM 12541W100 4073 87800 SH DEFINED 0 87800 0
CABOT CORP COM 127055101 771 20000 SH DEFINED 0 20000 0
CACI INTL INC CL A 127190304 3668 69500 SH DEFINED 0 69500 0
CADBURY SCHWEPPES PLC ADR 127209302 866 28000 SH DEFINED 0 28000 0
CAL DIVE INTL INC COM 127914109 2493 70000 SH DEFINED 0 70000 0
CALIFORNIA WTR SVC GROUP COM 130788102 590 20100 SH DEFINED 0 20100 0
CANADIAN NAT RES LTD COM 136385101 1976 49600 SH DEFINED 0 49600 0
CANADIAN NATL RY CO COM 136375102 3732 76950 SH DEFINED 0 76950 0
CANADIAN PAC RY LTD COM 13645T100 664 25750 SH DEFINED 0 25750 0
CANON INC ADR 138006309 802 17000 SH DEFINED 0 17000 0
CANTEL MEDICAL CORP COM 138098108 228 9500 SH DEFINED 0 9500 0
CARBO CERAMICS INC COM 140781105 1926 26700 SH DEFINED 0 26700 0
CARDINAL HEALTH INC COM 14149Y108 438 10000 SH DEFINED 0 10000 0
CAREER EDUCATION CORP COM 141665109 4401 154800 SH DEFINED 0 154800 0
CAREMARK RX INC COM 141705103 4659 145277 SH DEFINED 0 145277 0
CARLISLE COS INC COM 142339100 3772 59000 SH DEFINED 0 59000 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 523 400000 PRN DEFINED 0 400000 0
CARPENTER TECHNOLOGY CORP COM 144285103 5249 109950 SH DEFINED 0 109700 250
CASH AMER INTL INC COM 14754D100 1194 48800 SH DEFINED 0 48800 0
CATALINA MARKETING CORP COM 148867104 872 37800 SH DEFINED 0 37800 0
CATERPILLAR INC DEL COM 149123101 998 12400 SH DEFINED 0 12400 0
CATHAY GENERAL BANCORP COM 149150104 744 20000 SH DEFINED 0 20000 0
CATO CORP NEW CL A 149205106 1001 45000 SH DEFINED 0 45000 0
CBL & ASSOC PPTYS INC COM 124830100 1408 23100 SH DEFINED 0 23100 0
CBRL GROUP INC COM 12489V106 880 24400 SH DEFINED 0 24400 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 480 9000 SH DEFINED 0 9000 0
CEC ENTMT INC COM 125137109 507 13800 SH DEFINED 0 13800 0
CELESTICA INC NOTE 8/0 15101QAA6 546 1000000 PRN DEFINED 0 1000000 0
CELGENE CORP COM 151020104 3649 62669 SH DEFINED 0 62669 0
CEMEX S A SPON ADR 5 ORD 151290889 844 30000 SH DEFINED 0 30000 0
CENDANT CORP DBCV 3.875%11/2 151313AN3 453 450000 PRN DEFINED 0 450000 0
CENDANT CORP COM 151313103 6546 303050 SH DEFINED 0 303050 0
CENTENE CORP DEL COM 15135B101 2683 63000 SH DEFINED 0 63000 0
CENTRAL EUROPEAN DIST CORP COM 153435102 678 30350 SH DEFINED 0 30350 0
CEPHALON INC NOTE 2.500%12/1 156708AE9 292 300000 PRN DEFINED 0 300000 0
CERADYNE INC COM 156710105 2138 48700 SH DEFINED 0 48700 0
CERNER CORP COM 156782104 692 16000 SH DEFINED 0 16000 0
CHARLES RIVER ASSOCIATES COM 159852102 459 12000 SH DEFINED 0 12000 0
CHATTEM INC COM 162456107 4679 145074 SH DEFINED 0 144574 500
CHECK POINT SOFTWARE TECH LT ORD M22465104 170 10000 SH DEFINED 0 10000 0
CHEESECAKE FACTORY INC COM 163072101 590 13600 SH DEFINED 0 13600 0
CHESAPEAKE CORP COM 165159104 240 10000 SH DEFINED 0 10000 0
CHESAPEAKE ENERGY CORP COM 165167107 4654 294000 SH DEFINED 0 294000 0
CHEVRONTEXACO CORP COM 166764100 1287 24000 SH DEFINED 0 24000 0
CHICOS FAS INC COM 168615102 2059 60200 SH DEFINED 0 60200 0
CHIQUITA BRANDS INTL INC COM 170032809 348 20000 SH DEFINED 0 20000 0
CHOICE HOTELS INTL INC COM 169905106 4619 80200 SH DEFINED 0 80200 0
CHUBB CORP EQUITY UTS 7% 171232507 226 8000 SH DEFINED 0 8000 0
CHURCH & DWIGHT INC COM 171340102 989 35250 SH DEFINED 0 33000 2250
CISCO SYS INC COM 17275R102 1789 98850 SH DEFINED 0 98100 750
CITIGROUP INC COM 172967101 11712 265449 SH DEFINED 0 262799 2650
CITY NATL CORP COM 178566105 2962 45600 SH DEFINED 0 45600 0
CKE RESTAURANTS INC COM 12561E105 939 85000 SH DEFINED 0 85000 0
CLAIRES STORES INC COM 179584107 3784 151100 SH DEFINED 0 147100 4000
CLARCOR INC COM 179895107 2531 53100 SH DEFINED 0 53100 0
CLEVELAND CLIFFS INC COM 185896107 1383 17100 SH DEFINED 0 17100 0
COACH INC COM 189754104 7653 180400 SH DEFINED 0 180400 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5377 176230 SH DEFINED 0 170180 6050
COGNOS INC COM 19244C109 4270 120200 SH DEFINED 0 120200 0
COLDWATER CREEK INC COM 193068103 1386 66400 SH DEFINED 0 66400 0
COLGATE PALMOLIVE CO COM 194162103 642 14200 SH DEFINED 0 13800 400
COLUMBIA SPORTSWEAR CO COM 198516106 709 13000 SH DEFINED 0 13000 0
COMMERCE BANCORP INC NJ COM 200519106 4272 77400 SH DEFINED 0 76800 600
COMMERCE BANCSHARES INC COM 200525103 1839 38245 SH DEFINED 0 38245 0
COMMERCE GROUP INC MASS COM 200641108 760 15700 SH DEFINED 0 15700 0
COMMERCIAL CAP BANCORP INC COM 20162L105 1366 60200 SH DEFINED 0 60200 0
COMMERCIAL METALS CO COM 201723103 1135 28580 SH DEFINED 0 28580 0
COMMSCOPE INC COM 203372107 955 44200 SH DEFINED 0 44200 0
COMMUNITY FIRST BANKSHARES I COM 203902101 824 25700 SH DEFINED 0 25700 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 3715 139226 SH DEFINED 0 139226 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 270 12000 SH DEFINED 0 12000 0
COMPASS BANCSHARES INC COM 20449H109 3067 70000 SH DEFINED 0 70000 0
COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 290 250000 PRN DEFINED 0 250000 0
COMPUTER SCIENCES CORP COM 205363104 707 15000 SH DEFINED 0 15000 0
COMPUWARE CORP COM 205638109 155 30000 SH DEFINED 0 30000 0
COMSTOCK RES INC COM NEW 205768203 1207 57700 SH DEFINED 0 57700 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 818 30200 SH DEFINED 0 30200 0
CONAGRA FOODS INC COM 205887102 725 28200 SH DEFINED 0 28200 0
CONNETICS CORP COM 208192104 1767 65400 SH DEFINED 0 65400 0
CONOCOPHILLIPS COM 20825C104 207 2500 SH 0 0 2500
CONOCOPHILLIPS COM 20825C104 414 5000 SH DEFINED 0 5000 0
CONSTELLATION BRANDS INC CL A 21036P108 4567 120000 SH DEFINED 0 119200 800
CONVERGYS CORP COM 212485106 336 25000 SH DEFINED 0 25000 0
COOPER COS INC COM NEW 216648402 7184 104800 SH DEFINED 0 104800 0
CORINTHIAN COLLEGES INC COM 218868107 404 30000 SH DEFINED 0 30000 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 2260 36900 SH DEFINED 0 36900 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1863 52700 SH DEFINED 0 52700 0
COSTAR GROUP INC COM 22160N109 885 18000 SH DEFINED 0 18000 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 284 300000 PRN DEFINED 0 300000 0
COTT CORP QUE COM 22163N106 9498 329350 SH DEFINED 0 329000 350
COUNTRYWIDE FINANCIAL CORP COM 222372104 10600 269100 SH DEFINED 0 268200 900
COVANCE INC COM 222816100 7876 197050 SH DEFINED 0 196500 550
COVENTRY HEALTH CARE INC COM 222862104 3085 57800 SH DEFINED 0 57800 0
CP HOLDRS DEP RCPTS CP 12616K106 7579 119000 SH DEFINED 0 119000 0
CREE INC COM 225447101 12282 402700 SH DEFINED 0 402300 400
CROWN CASTLE INTL CORP COM 228227104 1469 98700 SH DEFINED 0 98700 0
CSG SYS INTL INC CONV BD 2 5 & 0 126349AA7 236 250000 PRN DEFINED 0 250000 0
CSK AUTO CORP COM 125965103 603 45300 SH DEFINED 0 45300 0
CSX CORP COM 126408103 664 20000 SH DEFINED 0 20000 0
CUBIC CORP COM 229669106 332 14500 SH DEFINED 0 14500 0
CULP INC COM 230215105 221 30000 SH DEFINED 0 30000 0
CUNO INC COM 126583103 1074 18600 SH DEFINED 0 18600 0
CURATIVE HEALTH SRVCS INC COM 23126W100 206 30000 SH DEFINED 0 30000 0
CURTISS WRIGHT CORP COM 231561101 773 13500 SH DEFINED 0 13500 0
CVS CORP COM 126650100 8651 205336 SH DEFINED 0 203986 1350
CYTEC INDS INC COM 232820100 3304 67500 SH DEFINED 0 67500 0
CYTYC CORP COM 232946103 3411 141240 SH DEFINED 0 140840 400
DADE BEHRING HLDGS INC COM 23342J206 3248 58300 SH DEFINED 0 58300 0
DANAHER CORP DEL COM 235851102 13374 260800 SH DEFINED 0 260200 600
DANIELSON HLDG CORP COM 236274106 73 12000 SH DEFINED 0 12000 0
DAVITA INC COM 23918K108 11185 359056 SH DEFINED 0 359056 0
DEAN FOODS CO NEW COM 242370104 5056 168435 SH DEFINED 0 168435 0
DECKERS OUTDOOR CORP COM 243537107 874 25700 SH DEFINED 0 25700 0
DEERE & CO COM 244199105 258 4000 SH DEFINED 0 4000 0
DELL INC COM 24702R101 14858 417350 SH DEFINED 0 413100 4250
DELPHI FINL GROUP INC CL A 247131105 1723 42900 SH DEFINED 0 42900 0
DENBURY RES INC COM NEW 247916208 3426 134900 SH DEFINED 0 134900 0
DENTSPLY INTL INC NEW COM 249030107 1766 34000 SH DEFINED 0 34000 0
DEVON ENERGY CORP NEW COM 25179M103 1763 24831 SH DEFINED 0 23731 1100
DIAMONDCLUSTER INTL INC COM 25278P106 781 64000 SH DEFINED 0 64000 0
DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 196 250000 PRN DEFINED 0 250000 0
DICKS SPORTING GOODS INC COM 253393102 2604 73100 SH DEFINED 0 73100 0
DIGITAL RIV INC CONV BD 1 25 & 25388BAA2 202 200000 PRN DEFINED 0 200000 0
DIGITAL RIV INC COM 25388B104 2055 69000 SH DEFINED 0 69000 0
DIGITAS INC COM 25388K104 201 26000 SH DEFINED 0 26000 0
DIODES INC COM 254543101 1193 46300 SH DEFINED 0 46300 0
DIONEX CORP COM 254546104 1521 27800 SH DEFINED 0 27800 0
DISCOVERY LABORATORIES INC N COM 254668106 67 10000 SH DEFINED 0 10000 0
DISNEY WALT CO COM DISNEY 254687106 7893 350000 SH DEFINED 0 350000 0
DITECH COMMUNICATIONS CORP COM 25500M103 564 25200 SH DEFINED 0 25200 0
DOMINION RES INC VA NEW COM 25746U109 783 12000 SH DEFINED 0 12000 0
DONALDSON INC COM 257651109 2280 80300 SH DEFINED 0 80000 300
DONNELLEY R R & SONS CO COM 257867101 1421 45360 SH DEFINED 0 45360 0
DORAL FINL CORP COM 25811P100 3467 83600 SH DEFINED 0 83600 0
DOW CHEM CO COM 260543103 904 20000 SH DEFINED 0 20000 0
DREW INDS INC COM NEW 26168L205 308 8600 SH DEFINED 0 8600 0
DREXLER TECHNOLOGY CORP COM 261876106 156 17000 SH DEFINED 0 17000 0
DU PONT E I DE NEMOURS & CO COM 263534109 8252 192800 SH DEFINED 0 192050 750
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