UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 February 10, 2005
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: 952
Form13F Information Table Value Total: $2,591,521 (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 340 25000 SH DEFINED 0 25000 0
3COM CORP COM 885535104 125 30000 SH DEFINED 0 30000 0
3M CO COM 88579Y101 4596 56000 SH DEFINED 0 56000 0
A S V INC COM 001963107 627 13100 SH DEFINED 0 13100 0
AARON RENTS INC COM 002535201 3184 127350 SH DEFINED 0 127350 0
ABERCROMBIE & FITCH CO CL A 002896207 254 5400 SH DEFINED 0 5400 0
ABLE LABORATORIES INC COM NEW 00371N407 808 35500 SH DEFINED 0 35500 0
ACTIVISION INC NEW COM NEW 004930202 214 10600 SH DEFINED 0 10600 0
ACTUANT CORP CL A NEW 00508X203 5356 102700 SH DEFINED 0 102700 0
ACUITY BRANDS INC COM 00508Y102 1930 60700 SH DEFINED 0 60700 0
ACXIOM CORP COM 005125109 921 35000 SH DEFINED 0 35000 0
ADOBE SYS INC COM 00724F101 14016 223400 SH DEFINED 0 223200 200
ADVANCE AUTO PARTS INC COM 00751Y106 2498 57200 SH DEFINED 0 57200 0
ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG3 272 250000 PRN DEFINED 0 250000 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 2942 71500 SH DEFINED 0 71500 0
ADVANCED NEUROMODULATION SYS COM 00757T101 1079 27350 SH DEFINED 0 27350 0
ADVISORY BRD CO COM 00762W107 9845 266950 SH DEFINED 0 266950 0
AEROPOSTALE COM 007865108 7031 238900 SH DEFINED 0 238900 0
AES TR III PFD CV 6.75% 00808N202 345 7000 SH DEFINED 0 7000 0
AETNA INC NEW COM 00817Y108 11223 89964 SH DEFINED 0 88914 1050
AFFILIATED COMPUTER SERVICES CL A 008190100 7746 128700 SH DEFINED 0 128700 0
AFFYMETRIX INC COM 00826T108 7551 206600 SH DEFINED 0 206600 0
AGCO CORP NOTE 1.750%12/3 001084AJ1 234 200000 PRN DEFINED 0 200000 0
AGCO CORP COM 001084102 766 35000 SH DEFINED 0 35000 0
AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 1009 1000000 PRN DEFINED 0 1000000 0
AGL RES INC COM 001204106 2586 77800 SH DEFINED 0 77800 0
AGNICO EAGLE MINES LTD COM 008474108 138 10000 SH DEFINED 0 10000 0
AGRIUM INC COM 008916108 404 24000 SH DEFINED 0 24000 0
AIR PRODS & CHEMS INC COM 009158106 2609 45000 SH DEFINED 0 45000 0
AIRGAS INC COM 009363102 2431 91700 SH DEFINED 0 91700 0
AIRSPAN NETWORKS INC COM 00950H102 700 129000 SH DEFINED 0 129000 0
AK STL HLDG CORP COM 001547108 13605 940200 SH DEFINED 0 936900 3300
ALABAMA NATL BANCORP DELA COM 010317105 667 10300 SH DEFINED 0 10300 0
ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 866 35000 SH DEFINED 0 35000 0
ALAMOSA HLDGS INC COM 011589108 3585 287500 SH DEFINED 0 287500 0
ALBEMARLE CORP COM 012653101 1119 28900 SH DEFINED 0 28900 0
ALBERTSONS INC PFD 013104203 305 12000 SH DEFINED 0 12000 0
ALEXANDER & BALDWIN INC COM 014482103 424 10000 SH DEFINED 0 10000 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2635 121600 SH DEFINED 0 121600 0
ALLERGAN INC NOTE 11/0 018490AE2 196 200000 PRN DEFINED 0 200000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5574 117400 SH DEFINED 0 117400 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 814 11000 SH DEFINED 0 11000 0
ALLIANT TECHSYSTEMS INC COM 018804104 785 12000 SH DEFINED 0 12000 0
ALVARION LTD SHS M0861T100 1512 114000 SH DEFINED 0 114000 0
ALZA CORP SDCV 7/2 02261WAB5 349 400000 PRN DEFINED 0 400000 0
AMEDISYS INC COM 023436108 2073 64000 SH DEFINED 0 64000 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 811 15500 SH DEFINED 0 15500 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 210 4450 SH SOLE 0 0 4450
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 16124 342337 SH DEFINED 0 341487 850
AMERICAN ELEC PWR INC COM 025537101 687 20000 SH DEFINED 0 20000 0
AMERICAN FINL GROUP INC OHIO COM 025932104 595 19000 SH DEFINED 0 19000 0
AMERICAN GREETINGS CORP CL A 026375105 456 18000 SH DEFINED 0 18000 0
AMERICAN HEALTHWAYS INC COM 02649V104 9208 278700 SH DEFINED 0 278700 0
AMERICAN HOME MTG INVT CORP COM 02660R107 1778 51900 SH DEFINED 0 51900 0
AMERICAN MED SYS HLDGS INC COM 02744M108 1752 41900 SH DEFINED 0 41900 0
AMERICAN STD COS INC DEL COM 029712106 9214 223000 SH DEFINED 0 223000 0
AMERICAN STS WTR CO COM 029899101 650 25000 SH DEFINED 0 25000 0
AMETEK INC NEW COM 031100100 4844 135800 SH DEFINED 0 135800 0
AMGEN INC COM 031162100 7431 115838 SH DEFINED 0 114188 1650
AMPHENOL CORP NEW CL A 032095101 1815 49400 SH DEFINED 0 49400 0
AMYLIN PHARMACEUTICALS INC NOTE 2.250% 6/3 032346AB4 259 250000 PRN DEFINED 0 250000 0
ANADARKO PETE CORP COM 032511107 1679 25900 SH DEFINED 0 25700 200
ANADIGICS INC COM 032515108 161 43000 SH DEFINED 0 43000 0
ANCHOR BANCORP WIS INC COM 032839102 697 23900 SH DEFINED 0 23900 0
ANDREW CORP NOTE 3.250% 8/1 034425AB4 259 200000 PRN DEFINED 0 200000 0
ANGIOTECH PHARMACEUTICALS IN COM 034918102 957 52000 SH DEFINED 0 52000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 909 25000 SH DEFINED 0 25000 0
ANIXTER INTL INC NOTE 7/0 035290AF2 110 200000 PRN DEFINED 0 200000 0
ANSYS INC COM 03662Q105 2690 83900 SH DEFINED 0 83900 0
ANTEON INTL CORP COM 03674E108 15256 364450 SH DEFINED 0 364200 250
APACHE CORP COM 037411105 4325 85520 SH DEFINED 0 83620 1900
APOLLO GROUP INC CL A 037604105 484 6000 SH DEFINED 0 6000 0
APPLE COMPUTER INC COM 037833100 13225 205350 SH DEFINED 0 205150 200
APPLEBEES INTL INC COM 037899101 6055 228915 SH DEFINED 0 225165 3750
APPLERA CORP COM CE GEN GRP 038020202 261 19000 SH DEFINED 0 19000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1586 57900 SH DEFINED 0 57900 0
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 1435 40700 SH DEFINED 0 40700 0
APTARGROUP INC COM 038336103 1061 20100 SH DEFINED 0 20100 0
ARBITRON INC COM 03875Q108 599 15300 SH DEFINED 0 15300 0
ARCH CAP GROUP LTD ORD G0450A105 623 16100 SH DEFINED 0 16100 0
ARCHER DANIELS MIDLAND CO COM 039483102 4183 187500 SH DEFINED 0 182800 4700
ARKANSAS BEST CORP DEL COM 040790107 8448 188200 SH DEFINED 0 188200 0
ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 227 200000 PRN DEFINED 0 200000 0
ARMOR HOLDINGS INC COM 042260109 17212 366058 SH DEFINED 0 365358 700
ARTHROCARE CORP COM 043136100 1927 60100 SH DEFINED 0 60100 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 294 12000 SH DEFINED 0 12000 0
ASSOCIATED BANC CORP COM 045487105 1608 48400 SH DEFINED 0 48400 0
ATI TECHNOLOGIES INC COM 001941103 2571 132600 SH DEFINED 0 132600 0
AUDIOCODES LTD ORD M15342104 990 59600 SH DEFINED 0 59600 0
AUTODESK INC COM 052769106 15423 406404 SH DEFINED 0 405654 750
AUTOLIV INC COM 052800109 5574 115400 SH DEFINED 0 115400 0
AVAYA INC COM 053499109 602 35000 SH DEFINED 0 35000 0
AVERY DENNISON CORP COM 053611109 720 12000 SH DEFINED 0 12000 0
AVID TECHNOLOGY INC COM 05367P100 4761 77100 SH DEFINED 0 77100 0
AVON PRODS INC COM 054303102 246 6350 SH DEFINED 0 6250 100
BAKER HUGHES INC COM 057224107 555 13000 SH DEFINED 0 13000 0
BALL CORP COM 058498106 4662 106000 SH DEFINED 0 106000 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 985 13100 SH DEFINED 0 13100 0
BANCORPSOUTH INC COM 059692103 1465 60100 SH DEFINED 0 60100 0
BANK HAWAII CORP COM 062540109 6774 133500 SH DEFINED 0 133500 0
BANK MONTREAL QUE COM 063671101 722 15000 SH DEFINED 0 15000 0
BANK OF AMERICA CORPORATION COM 060505104 710 15100 SH DEFINED 0 15000 100
BANK OF THE OZARKS INC COM 063904106 708 20800 SH DEFINED 0 20800 0
BANKATLANTIC BANCORP CL A 065908501 2611 131200 SH DEFINED 0 131200 0
BANKNORTH GROUP INC NEW COM 06646R107 2672 73000 SH DEFINED 0 73000 0
BANKUNITED FINL CORP CL A 06652B103 674 21100 SH DEFINED 0 21100 0
BANTA CORP COM 066821109 1311 29300 SH DEFINED 0 29300 0
BARD C R INC COM 067383109 4773 74600 SH DEFINED 0 74600 0
BAXTER INTL INC CORP UNITS 7% 071813406 903 16000 SH DEFINED 0 16000 0
BEAR STEARNS COS INC COM 073902108 3826 37400 SH DEFINED 0 37400 0
BEAZER HOMES USA INC COM 07556Q105 4386 30000 SH DEFINED 0 30000 0
BEBE STORES INC COM 075571109 916 33950 SH DEFINED 0 33950 0
BECKMAN COULTER INC COM 075811109 536 8000 SH DEFINED 0 8000 0
BECTON DICKINSON & CO COM 075887109 1704 30000 SH DEFINED 0 30000 0
BED BATH & BEYOND INC COM 075896100 12578 315800 SH DEFINED 0 315500 300
BELL MICROPRODUCTS INC CONV BD 3.75 & 0 078137AC0 0 250000 PRN DEFINED 0 250000 0
BERKLEY W R CORP COM 084423102 6583 139550 SH DEFINED 0 139150 400
BERRY PETE CO CL A 085789105 7797 163450 SH DEFINED 0 163450 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 217 200000 PRN DEFINED 0 200000 0
BEST BUY INC COM 086516101 897 15100 SH DEFINED 0 15000 100
BHP BILLITON LTD SPONSORED ADR 088606108 576 24000 SH DEFINED 0 24000 0
BIG LOTS INC COM 089302103 400 33000 SH DEFINED 0 33000 0
BIO RAD LABS INC CL A 090572207 918 16000 SH DEFINED 0 16000 0
BIOMET INC COM 090613100 5864 135150 SH DEFINED 0 134450 700
BIOSITE INC COM 090945106 13222 214853 SH DEFINED 0 214403 450
BISYS GROUP INC NOTE 4.000% 3/1 055472AB0 994 1000000 PRN DEFINED 0 1000000 0
BJS WHOLESALE CLUB INC COM 05548J106 583 20000 SH DEFINED 0 20000 0
BLACK & DECKER CORP COM 091797100 10838 122700 SH DEFINED 0 122500 200
BLACKROCK INC CL A 09247X101 232 3000 SH DEFINED 0 3000 0
BLUE COAT SYSTEMS INC COM NEW 09534T508 558 30000 SH DEFINED 0 30000 0
BOK FINL CORP COM NEW 05561Q201 496 10177 SH DEFINED 0 10177 0
BONE CARE INTL INC COM 098072101 735 26400 SH DEFINED 0 26400 0
BOOKHAM INC COM 09856E105 97 20000 SH DEFINED 0 20000 0
BORDERS GROUP INC COM 099709107 254 10000 SH DEFINED 0 10000 0
BORG WARNER INC COM 099724106 3364 62100 SH DEFINED 0 62100 0
BOYD GAMING CORP COM 103304101 5198 124800 SH DEFINED 0 124800 0
BP PLC SPONSORED ADR 055622104 762 13050 SH DEFINED 0 12950 100
BRADY CORP CL A 104674106 1514 24200 SH DEFINED 0 24200 0
BRIGGS & STRATTON CORP COM 109043109 3642 87600 SH DEFINED 0 87600 0
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 7311 112900 SH DEFINED 0 112900 0
BRINKER INTL INC COM 109641100 1455 41500 SH DEFINED 0 41500 0
BRINKS CO COM 109696104 2510 63500 SH DEFINED 0 63500 0
BROOKLINE BANCORP INC DEL COM 11373M107 1015 62200 SH DEFINED 0 62200 0
BROOKSTONE INC COM 114537103 773 39525 SH DEFINED 0 39525 0
BROWN FORMAN CORP CL B 115637209 1168 24000 SH DEFINED 0 24000 0
BROWN SHOE INC NEW COM 115736100 895 30000 SH DEFINED 0 30000 0
BRUNSWICK CORP COM 117043109 3673 74200 SH DEFINED 0 74200 0
BUILDING MATLS HLDG CORP COM 120113105 13003 339600 SH DEFINED 0 339200 400
BUNGE LIMITED COM G16962105 5359 94000 SH DEFINED 0 94000 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 2744 58000 SH DEFINED 0 58000 0
BURLINGTON RES INC COM 122014103 3306 76000 SH DEFINED 0 76000 0
C H ROBINSON WORLDWIDE INC COM 12541W100 11520 207500 SH DEFINED 0 207500 0
CABOT CORP COM 127055101 774 20000 SH DEFINED 0 20000 0
CACI INTL INC CL A 127190304 19642 288300 SH DEFINED 0 288100 200
CADBURY SCHWEPPES PLC ADR 127209302 1131 30000 SH DEFINED 0 30000 0
CAL DIVE INTL INC COM 127914109 15228 373700 SH DEFINED 0 372600 1100
CALIFORNIA WTR SVC GROUP COM 130788102 757 20100 SH DEFINED 0 20100 0
CAMECO CORP COM 13321L108 2160 20600 SH DEFINED 0 20600 0
CANADIAN NAT RES LTD COM 136385101 2121 49600 SH DEFINED 0 49600 0
CANADIAN NATL RY CO COM 136375102 11481 187450 SH DEFINED 0 187450 0
CANADIAN PAC RY LTD COM 13645T100 886 25750 SH DEFINED 0 25750 0
CANON INC ADR 138006309 922 17000 SH DEFINED 0 17000 0
CANTEL MEDICAL CORP COM 138098108 355 9500 SH DEFINED 0 9500 0
CARBO CERAMICS INC COM 140781105 1842 26700 SH DEFINED 0 26700 0
CAREMARK RX INC COM 141705103 5728 145277 SH DEFINED 0 145277 0
CARLISLE COS INC COM 142339100 3830 59000 SH DEFINED 0 59000 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 453 300000 PRN DEFINED 0 300000 0
CARPENTER TECHNOLOGY CORP COM 144285103 13618 232950 SH DEFINED 0 232700 250
CASH AMER INTL INC COM 14754D100 2170 73000 SH DEFINED 0 73000 0
CATALINA MARKETING CORP COM 148867104 1120 37800 SH DEFINED 0 37800 0
CATERPILLAR INC DEL COM 149123101 3159 32400 SH DEFINED 0 32400 0
CATHAY GENERAL BANCORP COM 149150104 863 23000 SH DEFINED 0 23000 0
CATO CORP NEW CL A 149205106 1464 50800 SH DEFINED 0 50800 0
CBL & ASSOC PPTYS INC COM 124830100 1764 23100 SH DEFINED 0 23100 0
CBRL GROUP INC COM 12489V106 837 20000 SH DEFINED 0 20000 0
CEC ENTMT INC COM 125137109 552 13800 SH DEFINED 0 13800 0
CELESTICA INC NOTE 8/0 15101QAA6 553 1000000 PRN DEFINED 0 1000000 0
CELGENE CORP COM 151020104 1034 39000 SH DEFINED 0 39000 0
CEMEX S A SPON ADR 5 ORD 151290889 1093 30000 SH DEFINED 0 30000 0
CENDANT CORP COM 151313103 14043 600650 SH DEFINED 0 600650 0
CENTENE CORP DEL COM 15135B101 3572 126000 SH DEFINED 0 126000 0
CENTRAL EUROPEAN DIST CORP COM 153435102 1056 35750 SH DEFINED 0 34350 1400
CENTRAL PAC FINL CORP COM 154760102 586 16200 SH DEFINED 0 16200 0
CEPHALON INC CONV BD 06/15/20 156708AK5 303 300000 PRN DEFINED 0 300000 0
CERADYNE INC COM 156710105 3907 68300 SH DEFINED 0 68300 0
CERNER CORP COM 156782104 851 16000 SH DEFINED 0 16000 0
CERNER CORP COM 156782104 210 3950 SH SOLE 0 0 3950
CHARLES RIV LABS INTL INC COM 159864107 2538 55152 SH DEFINED 0 55152 0
CHARLES RIVER ASSOCIATES COM 159852102 1066 22800 SH DEFINED 0 22800 0
CHATTEM INC COM 162456107 2415 72974 SH DEFINED 0 72474 500
CHEESECAKE FACTORY INC COM 163072101 662 20400 SH DEFINED 0 20400 0
CHESAPEAKE ENERGY CORP COM 165167107 4323 262000 SH DEFINED 0 262000 0
CHEVRONTEXACO CORP COM 166764100 1360 25900 SH DEFINED 0 25000 900
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 208 5200 SH DEFINED 0 5200 0
CHICOS FAS INC COM 168615102 3652 80200 SH DEFINED 0 80200 0
CHINA YUCHAI INTL LTD COM G21082105 332 25000 SH DEFINED 0 25000 0
CHIQUITA BRANDS INTL INC COM 170032809 441 20000 SH DEFINED 0 20000 0
CHOICE HOTELS INTL INC COM 169905106 4379 75500 SH DEFINED 0 75500 0
CHUBB CORP EQUITY UTS 7% 171232507 240 8000 SH DEFINED 0 8000 0
CHURCH & DWIGHT INC COM 171340102 2523 75050 SH DEFINED 0 72800 2250
CIMAREX ENERGY CO COM 171798101 2543 67100 SH DEFINED 0 67100 0
CISCO SYS INC COM 17275R102 251 13000 SH DEFINED 0 13000 0
CIT GROUP INC COM 125581108 1077 23500 SH DEFINED 0 23500 0
CITIGROUP INC COM 172967101 7596 157649 SH DEFINED 0 155799 1850
CITRIX SYS INC COM 177376100 6511 266200 SH DEFINED 0 266200 0
CITY NATL CORP COM 178566105 3448 48800 SH DEFINED 0 48800 0
CKE RESTAURANTS INC COM 12561E105 8739 602300 SH DEFINED 0 602300 0
CLAIRES STORES INC COM 179584107 3919 184400 SH DEFINED 0 180400 4000
CLARCOR INC COM 179895107 2952 53900 SH DEFINED 0 53900 0
CLEVELAND CLIFFS INC COM 185896107 1776 17100 SH DEFINED 0 17100 0
CLOSURE MED CORP COM 189093107 390 20000 SH DEFINED 0 20000 0
CNF INC COM 12612W104 2430 48500 SH DEFINED 0 48500 0
COACH INC COM 189754104 10175 180400 SH DEFINED 0 180400 0
COEUR D ALENE MINES CORP IDA COM 192108108 275 70000 SH DEFINED 0 70000 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 215 5075 SH SOLE 0 0 5075
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 15117 357130 SH DEFINED 0 351980 5150
COGNOS INC COM 19244C109 12755 289500 SH DEFINED 0 289500 0
COLDWATER CREEK INC COM 193068103 2142 69400 SH DEFINED 0 69400 0
COLONIAL BANCGROUP INC COM 195493309 849 40000 SH DEFINED 0 40000 0
COLUMBIA SPORTSWEAR CO COM 198516106 1967 33000 SH DEFINED 0 33000 0
COMMERCE BANCORP INC NJ COM 200519106 972 15100 SH DEFINED 0 14700 400
COMMERCE BANCSHARES INC COM 200525103 1900 37857 SH DEFINED 0 37857 0
COMMERCE GROUP INC MASS COM 200641108 1056 17300 SH DEFINED 0 17300 0
COMMERCIAL CAP BANCORP INC COM 20162L105 1637 70600 SH DEFINED 0 70600 0
COMMERCIAL METALS CO COM 201723103 7586 150030 SH DEFINED 0 149480 550
COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB1 583 550000 PRN DEFINED 0 550000 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 6706 240526 SH DEFINED 0 240526 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 841 29000 SH DEFINED 0 29000 0
COMPASS BANCSHARES INC COM 20449H109 3407 70000 SH DEFINED 0 70000 0
COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 323 250000 PRN DEFINED 0 250000 0
COMPUTER SCIENCES CORP COM 205363104 903 16025 SH DEFINED 0 15700 325
COMPUWARE CORP COM 205638109 224 35000 SH DEFINED 0 35000 0
COMSTOCK RES INC COM NEW 205768203 1162 52700 SH DEFINED 0 52700 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1384 36800 SH DEFINED 0 36800 0
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 426 400000 PRN DEFINED 0 400000 0
COMVERSE TECHNOLOGY INC DEBT 5/1 205862AL9 368 250000 PRN DEFINED 0 250000 0
CONAGRA FOODS INC COM 205887102 830 28200 SH DEFINED 0 28200 0
CONNETICS CORP COM 208192104 1661 68400 SH DEFINED 0 68400 0
CONOCOPHILLIPS COM 20825C104 1042 12000 SH DEFINED 0 12000 0
CONSTELLATION BRANDS INC CL A 21036P108 5581 120000 SH DEFINED 0 119200 800
CONVERGYS CORP COM 212485106 375 25000 SH DEFINED 0 25000 0
COOPER COS INC COM NEW 216648402 6974 98800 SH DEFINED 0 98800 0
COPART INC COM 217204106 609 23150 SH DEFINED 0 20000 3150
CORINTHIAN COLLEGES INC COM 218868107 565 30000 SH DEFINED 0 30000 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 3006 44900 SH DEFINED 0 44900 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2366 58500 SH DEFINED 0 58500 0
CORUS BANKSHARES INC COM 220873103 384 8000 SH DEFINED 0 8000 0
COSTAR GROUP INC COM 22160N109 970 21000 SH DEFINED 0 21000 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 220 200000 PRN DEFINED 0 200000 0
COSTCO WHSL CORP NEW COM 22160K105 7579 156550 SH DEFINED 0 156550 0
COVANCE INC COM 222816100 3604 93000 SH DEFINED 0 93000 0
COVENTRY HEALTH CARE INC COM 222862104 3137 59100 SH DEFINED 0 59100 0
CP HOLDRS DEP RCPTS CP 12616K106 8832 109200 SH DEFINED 0 109200 0
CREE INC COM 225447101 15960 398200 SH DEFINED 0 397800 400
CRESCENT REAL ESTATE EQUITIE COM 225756105 913 50000 SH DEFINED 0 50000 0
CROWN CASTLE INTL CORP COM 228227104 1032 62000 SH DEFINED 0 62000 0
CSG SYS INTL INC CONV BD 2.5 & 0 126349AA7 356 350000 PRN DEFINED 0 350000 0
CSK AUTO CORP COM 125965103 323 19300 SH DEFINED 0 19300 0
CSX CORP COM 126408103 802 20000 SH DEFINED 0 20000 0
CULLEN FROST BANKERS INC COM 229899109 355 7300 SH DEFINED 0 7300 0
CULP INC COM 230215105 136 20000 SH DEFINED 0 20000 0
CUNO INC COM 126583103 1164 19600 SH DEFINED 0 19600 0
CURTISS WRIGHT CORP COM 231561101 775 13500 SH DEFINED 0 13500 0
CVS CORP COM 126650100 382 8486 SH DEFINED 0 8486 0
CYTEC INDS INC COM 232820100 3471 67500 SH DEFINED 0 67500 0
CYTYC CORP NOTE 2.250% 3/1 232946AB9 362 300000 PRN DEFINED 0 300000 0
CYTYC CORP COM 232946103 15420 559315 SH DEFINED 0 558340 975
DADE BEHRING HLDGS INC COM 23342J206 3209 57300 SH DEFINED 0 57300 0
DANAHER CORP DEL COM 235851102 6441 112200 SH DEFINED 0 112200 0
DAVITA INC COM 23918K108 4825 122056 SH DEFINED 0 122056 0
DEAN FOODS CO NEW COM 242370104 4064 123353 SH DEFINED 0 123353 0
DECKERS OUTDOOR CORP COM 243537107 2580 54900 SH DEFINED 0 54900 0
DELL INC COM 24702R101 8230 195300 SH DEFINED 0 192700 2600
DELPHI FINL GROUP INC CL A 247131105 2381 51600 SH DEFINED 0 51600 0
DENBURY RES INC COM NEW 247916208 3840 139900 SH DEFINED 0 139900 0
DENTSPLY INTL INC NEW COM 249030107 1911 34000 SH DEFINED 0 34000 0
DEVON ENERGY CORP NEW COM 25179M103 1759 45188 SH DEFINED 0 42988 2200
DIAMONDCLUSTER INTL INC COM 25278P106 817 57000 SH DEFINED 0 57000 0
DICKS SPORTING GOODS INC COM 253393102 2534 72100 SH DEFINED 0 72100 0
DIEBOLD INC COM 253651103 1115 20000 SH DEFINED 0 20000 0
DIGITAL RIV INC COM 25388B104 3038 73000 SH DEFINED 0 73000 0
DIODES INC COM 254543101 360 15900 SH DEFINED 0 15900 0
DIONEX CORP COM 254546104 1706 30100 SH DEFINED 0 30100 0
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