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, 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 July 26, 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: 932
Form13F Information Table Value Total: $2,391,349 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 12133 134800 SH DEFINED 0 134800 0
AARON RENTS INC COM 002535201 2780 83900 SH DEFINED 0 83900 0
ABAXIS INC COM 002567105 617 32500 SH DEFINED 0 32500 0
ABBOTT LABS COM 002824100 652 16000 SH DEFINED 0 16000 0
ABERCROMBIE & FITCH CO CL A 002896207 209 5400 SH DEFINED 0 5400 0
ABRAXAS PETE CORP COM 003830106 26 15680 SH DEFINED 0 15680 0
ACCENTURE LTD BERMUDA CL A G1150G111 2473 90000 SH DEFINED 0 90000 0
ACCREDO HEALTH INC COM 00437V104 9244 237332 SH DEFINED 0 237032 300
ACTIVISION INC NEW COM NEW 004930202 10341 650400 SH DEFINED 0 647600 2800
ACTUANT CORP CL A NEW 00508X203 3868 99200 SH DEFINED 0 99200 0
ACUITY BRANDS INC COM 00508Y102 2190 81100 SH DEFINED 0 81100 0
ADOBE SYS INC COM 00724F101 7217 155200 SH DEFINED 0 155000 200
ADVANCE AUTO PARTS INC COM 00751Y106 4100 92800 SH DEFINED 0 92800 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 3027 71100 SH DEFINED 0 71100 0
ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 660 650000 PRN DEFINED 0 650000 0
ADVANCED NEUROMODULATION SYS COM 00757T101 897 27350 SH DEFINED 0 27350 0
AEROPOSTALE COM 007865108 2984 110900 SH DEFINED 0 110900 0
AES TR III PFD CV 6.75% 00808N202 210 5000 SH DEFINED 0 5000 0
AETNA INC NEW COM 00817Y108 12001 141188 SH DEFINED 0 139738 1450
AFFILIATED COMPUTER SERVICES CL A 008190100 916 17300 SH DEFINED 0 17000 300
AFLAC INC COM 001055102 2587 63400 SH DEFINED 0 63400 0
AGCO CORP COM 001084102 611 30000 SH DEFINED 0 30000 0
AGILENT TECHNOLOGIES INC COM 00846U101 8321 284196 SH DEFINED 0 283496 700
AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 1579 1500000 PRN DEFINED 0 1500000 0
AGILYSYS INC COM 00847J105 940 78659 SH DEFINED 0 78659 0
AGL RES INC COM 001204106 569 19600 SH DEFINED 0 19600 0
AIRGAS INC COM 009363102 2011 84127 SH DEFINED 0 84127 0
AIRSPAN NETWORKS INC COM 00950H102 1059 189500 SH DEFINED 0 189500 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2303 128300 SH DEFINED 0 128300 0
ALABAMA NATL BANCORP DELA COM 010317105 261 4700 SH DEFINED 0 4700 0
ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 415 25200 SH DEFINED 0 25200 0
ALAMOSA HLDGS INC COM 011589108 1503 204500 SH DEFINED 0 204500 0
ALBERTO CULVER CO COM 013068101 236 4700 SH DEFINED 0 4700 0
ALCON INC COM SHS H01301102 2910 37000 SH DEFINED 0 37000 0
ALEXANDER & BALDWIN INC COM 014482103 535 16000 SH DEFINED 0 16000 0
ALEXION PHARMACEUTICALS INC COM 015351109 344 18500 SH DEFINED 0 18500 0
ALIGN TECHNOLOGY INC COM 016255101 1436 75600 SH DEFINED 0 75600 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 379 21000 SH DEFINED 0 21000 0
ALLETE INC COM 018522102 666 20000 SH DEFINED 0 20000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5277 124900 SH DEFINED 0 124900 0
ALLIANCE GAMING CORP COM NEW 01859P609 789 46000 SH DEFINED 0 46000 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 513 11000 SH DEFINED 0 11000 0
ALLIANT TECHSYSTEMS INC COM 018804104 950 15000 SH DEFINED 0 15000 0
ALLSTATE CORP COM 020002101 838 18000 SH DEFINED 0 18000 0
ALTIRIS INC COM 02148M100 318 11500 SH DEFINED 0 11500 0
ALVARION LTD SHS M0861T100 611 46000 SH DEFINED 0 46000 0
ALZA CORP SDCV 7/2 02261WAB5 154 200000 PRN DEFINED 0 200000 0
AMEDISYS INC COM 023436108 749 26200 SH DEFINED 0 26200 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4349 119600 SH DEFINED 0 119300 300
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3493 120827 SH DEFINED 0 120427 400
AMERICAN ELEC PWR INC COM 025537101 480 15000 SH DEFINED 0 15000 0
AMERICAN FINL GROUP INC OHIO COM 025932104 9370 306497 SH DEFINED 0 306497 0
AMERICAN GREETINGS CORP CL A 026375105 417 18000 SH DEFINED 0 18000 0
AMERICAN HEALTHWAYS INC COM 02649V104 1986 74600 SH DEFINED 0 74600 0
AMERICAN INTL GROUP INC COM 026874107 19281 270501 SH DEFINED 0 268956 1545
AMERICAN ITALIAN PASTA CO CL A 027070101 247 8100 SH DEFINED 0 8100 0
AMERICAN MED SYS HLDGS INC COM 02744M108 1338 39700 SH DEFINED 0 39700 0
AMERICAN PHARMACEUTICALS PTN COM 02886P109 741 24400 SH DEFINED 0 24400 0
AMERICAN STD COS INC DEL COM 029712106 9191 228000 SH DEFINED 0 228000 0
AMERICAN STS WTR CO COM 029899101 442 19000 SH DEFINED 0 19000 0
AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD4 353 300000 PRN DEFINED 0 300000 0
AMETEK INC NEW COM 031100100 2738 88600 SH DEFINED 0 88600 0
AMGEN INC COM 031162100 662 12138 SH DEFINED 0 10188 1950
AMPHENOL CORP NEW CL A 032095101 1646 49400 SH DEFINED 0 49400 0
AMSURG CORP COM 03232P405 487 19390 SH DEFINED 0 19390 0
ANADARKO PETE CORP COM 032511107 8450 144200 SH DEFINED 0 143700 500
ANALOG DEVICES INC COM 032654105 9922 210750 SH DEFINED 0 210100 650
ANCHOR BANCORP WIS INC COM 032839102 365 13800 SH DEFINED 0 13800 0
ANDREW CORP COM 034425108 8234 411500 SH DEFINED 0 411500 0
ANDRX CORP DEL ANDRX GROUP 034553107 419 15000 SH DEFINED 0 15000 0
ANGIOTECH PHARMACEUTICALS IN COM 034918102 2217 110000 SH DEFINED 0 110000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 804 25000 SH DEFINED 0 25000 0
ANNTAYLOR STORES CORP COM 036115103 389 13410 SH DEFINED 0 10935 2475
ANSYS INC COM 03662Q105 1217 25900 SH DEFINED 0 25900 0
ANTHEM INC COM 03674B104 2009 22432 SH DEFINED 0 22432 0
AON CORP COM 037389103 427 15000 SH DEFINED 0 15000 0
APACHE CORP COM 037411105 15204 349120 SH DEFINED 0 346120 3000
APOLLO GROUP INC CL A 037604105 13276 150370 SH DEFINED 0 150370 0
APOLLO GROUP INC COM UNV PHOENX 037604204 3366 38424 SH DEFINED 0 38424 0
APPLEBEES INTL INC COM 037899101 5378 233615 SH DEFINED 0 229865 3750
APPLERA CORP COM CE GEN GRP 038020202 288 25000 SH DEFINED 0 25000 0
APPLICA INC COM 03815A106 223 25000 SH DEFINED 0 25000 0
APPLIED FILMS CORP COM 038197109 638 22000 SH DEFINED 0 22000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 301 10000 SH DEFINED 0 10000 0
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 1756 50100 SH DEFINED 0 50100 0
ARAMARK CORP CL B 038521100 633 22000 SH DEFINED 0 22000 0
ARBITRON INC COM 03875Q108 741 20300 SH DEFINED 0 20300 0
ARCH CAP GROUP LTD ORD G0450A105 937 23500 SH DEFINED 0 23500 0
ARCHER DANIELS MIDLAND CO COM 039483102 11760 700837 SH DEFINED 0 694787 6050
ARIAD PHARMACEUTICALS INC COM 04033A100 1088 145200 SH DEFINED 0 145200 0
ARIBA INC COM 04033V104 60 30000 SH DEFINED 0 30000 0
ARKANSAS BEST CORP DEL COM 040790107 961 29200 SH DEFINED 0 29200 0
ARMOR HOLDINGS INC COM 042260109 10892 320351 SH DEFINED 0 319451 900
ARROW ELECTRS INC COM 042735100 10205 380517 SH DEFINED 0 379067 1450
ASK JEEVES INC COM 045174109 3751 96100 SH DEFINED 0 96100 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 327 23000 SH DEFINED 0 23000 0
ASSOCIATED BANC CORP COM 045487105 1333 45000 SH DEFINED 0 45000 0
ASTRAZENECA PLC SPONSORED ADR 046353108 548 12000 SH DEFINED 0 12000 0
ATI TECHNOLOGIES INC COM 001941103 3565 189000 SH DEFINED 0 189000 0
AU OPTRONICS CORP SPONSORED ADR 002255107 1047 64050 SH DEFINED 0 64050 0
AUDIOCODES LTD ORD M15342104 290 24300 SH DEFINED 0 24300 0
AUTODESK INC COM 052769106 5284 123427 SH DEFINED 0 123427 0
AUTOLIV INC COM 052800109 6060 143600 SH DEFINED 0 143500 100
AVAYA INC COM 053499109 679 43000 SH DEFINED 0 43000 0
AVERY DENNISON CORP COM 053611109 768 12000 SH DEFINED 0 12000 0
AVID TECHNOLOGY INC COM 05367P100 3853 70600 SH DEFINED 0 70600 0
AVNET INC COM 053807103 1014 44650 SH DEFINED 0 43900 750
AVOCENT CORP COM 053893103 331 9000 SH DEFINED 0 9000 0
AVON PRODS INC COM 054303102 13727 297502 SH DEFINED 0 296902 600
AXCAN PHARMA INC COM 054923107 709 33600 SH DEFINED 0 33600 0
BALL CORP COM 058498106 3963 55000 SH DEFINED 0 55000 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 478 12500 SH DEFINED 0 12500 0
BANCORPSOUTH INC COM 059692103 910 40400 SH DEFINED 0 40400 0
BANK HAWAII CORP COM 062540109 5915 130800 SH DEFINED 0 130800 0
BANK MONTREAL QUE COM 063671101 1081 27000 SH DEFINED 0 27000 0
BANK OF THE OZARKS INC COM 063904106 485 20800 SH DEFINED 0 20800 0
BANKATLANTIC BANCORP CL A 065908501 1494 81000 SH DEFINED 0 81000 0
BANKNORTH GROUP INC NEW COM 06646R107 2371 73000 SH DEFINED 0 73000 0
BANKUNITED FINL CORP CL A 06652B103 467 18100 SH DEFINED 0 18100 0
BANTA CORP COM 066821109 542 12200 SH DEFINED 0 12200 0
BARD C R INC COM 067383109 5202 91826 SH DEFINED 0 91826 0
BAXTER INTL INC CORP UNITS 7% 071813406 1025 18000 SH DEFINED 0 18000 0
BEAR STEARNS COS INC COM 073902108 3153 37400 SH DEFINED 0 37400 0
BECKMAN COULTER INC COM 075811109 976 16000 SH DEFINED 0 16000 0
BECTON DICKINSON & CO COM 075887109 1554 30000 SH DEFINED 0 30000 0
BED BATH & BEYOND INC COM 075896100 6252 162600 SH DEFINED 0 161500 1100
BERKLEY W R CORP COM 084423102 6354 147950 SH DEFINED 0 147950 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 466 450000 PRN DEFINED 0 450000 0
BEST BUY INC COM 086516101 842 16600 SH DEFINED 0 15000 1600
BHA GROUP HLDGS INC COM 055446108 606 16000 SH DEFINED 0 16000 0
BHP BILLITON LTD SPONSORED ADR 088606108 543 31000 SH DEFINED 0 31000 0
BIO RAD LABS INC CL A 090572207 235 4000 SH DEFINED 0 4000 0
BIOMET INC COM 090613100 5855 131750 SH DEFINED 0 130750 1000
BISYS GROUP INC NOTE 4.000% 3/1 055472AB0 989 1000000 PRN DEFINED 0 1000000 0
BISYS GROUP INC COM 055472104 281 20000 SH DEFINED 0 20000 0
BJS WHOLESALE CLUB INC COM 05548J106 500 20000 SH DEFINED 0 20000 0
BOK FINL CORP COM NEW 05561Q201 337 8578 SH DEFINED 0 8578 0
BORG WARNER INC COM 099724106 1121 25600 SH DEFINED 0 25600 0
BOSTON SCIENTIFIC CORP COM 101137107 6848 160000 SH DEFINED 0 160000 0
BRADLEY PHARMACEUTICALS INC COM 104576103 1046 37500 SH DEFINED 0 37500 0
BRIGGS & STRATTON CORP COM 109043109 1255 14200 SH DEFINED 0 14200 0
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 558 10400 SH DEFINED 0 10400 0
BRINKER INTL INC COM 109641100 6334 185650 SH DEFINED 0 185650 0
BRINKS CO COM 109696104 1288 37600 SH DEFINED 0 37600 0
BRISTOL MYERS SQUIBB CO COM 110122108 767 31300 SH DEFINED 0 31300 0
BROADCOM CORP CL A 111320107 4716 101200 SH DEFINED 0 100000 1200
BROOKLINE BANCORP INC DEL COM 11373M107 390 26600 SH DEFINED 0 26600 0
BROOKSTONE INC COM 114537103 620 30925 SH DEFINED 0 30925 0
BROWN FORMAN CORP CL B 115637209 1303 27000 SH DEFINED 0 27000 0
BROWN SHOE INC NEW COM 115736100 2689 65700 SH DEFINED 0 65700 0
BRUNSWICK CORP COM 117043109 1559 38200 SH DEFINED 0 38200 0
BRUSH ENGINEERED MATLS INC COM 117421107 2066 109318 SH DEFINED 0 108718 600
BUNGE LIMITED COM G16962105 2453 63000 SH DEFINED 0 63000 0
BURLINGTON RES INC COM 122014103 579 16000 SH DEFINED 0 16000 0
C H ROBINSON WORLDWIDE INC COM 12541W100 4025 87800 SH DEFINED 0 87800 0
CABOT CORP COM 127055101 814 20000 SH DEFINED 0 20000 0
CABOT MICROELECTRONICS CORP COM 12709P103 245 8000 SH DEFINED 0 8000 0
CACI INTL INC CL A 127190304 2584 63900 SH DEFINED 0 63900 0
CADBURY SCHWEPPES PLC ADR 127209302 965 27500 SH DEFINED 0 27500 0
CALIFORNIA MICRO DEVICES COR COM 130439102 605 52497 SH DEFINED 0 52497 0
CALIFORNIA WTR SVC GROUP COM 130788102 554 20100 SH DEFINED 0 20100 0
CANADIAN NAT RES LTD COM 136385101 1483 49600 SH DEFINED 0 49600 0
CANADIAN NATL RY CO COM 136375102 3354 76950 SH DEFINED 0 76950 0
CANADIAN PAC RY LTD COM 13645T100 634 25750 SH DEFINED 0 25750 0
CANON INC ADR 138006309 534 10000 SH DEFINED 0 10000 0
CARBO CERAMICS INC COM 140781105 1795 26300 SH DEFINED 0 26300 0
CARDINAL HEALTH INC COM 14149Y108 841 12000 SH DEFINED 0 12000 0
CAREER EDUCATION CORP COM 141665109 10906 239369 SH DEFINED 0 239369 0
CAREMARK RX INC COM 141705103 7182 218042 SH DEFINED 0 218042 0
CARLISLE COS INC COM 142339100 1619 26000 SH DEFINED 0 26000 0
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 520 400000 PRN DEFINED 0 400000 0
CARPENTER TECHNOLOGY CORP COM 144285103 368 10800 SH DEFINED 0 10800 0
CARRIER ACCESS CORP COM 144460102 203 17000 SH DEFINED 0 17000 0
CASH AMER INTL INC COM 14754D100 920 40000 SH DEFINED 0 40000 0
CATHAY GENERAL BANCORP COM 149150104 640 9600 SH DEFINED 0 9600 0
CATO CORP NEW CL A 149205106 1010 45000 SH DEFINED 0 45000 0
CBL & ASSOC PPTYS INC COM 124830100 1381 25100 SH DEFINED 0 25100 0
CBRL GROUP INC COM 12489V106 1604 52000 SH DEFINED 0 52000 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 440 9000 SH DEFINED 0 9000 0
CELESTICA INC NOTE 8/0 15101QAA6 550 1000000 PRN DEFINED 0 1000000 0
CELGENE CORP COM 151020104 1069 18669 SH DEFINED 0 18669 0
CEMEX S A SPON ADR 5 ORD 151290889 873 30000 SH DEFINED 0 30000 0
CENDANT CORP COM 151313103 490 20000 SH DEFINED 0 20000 0
CENDANT CORP DBCV 3.875%11/2 151313AN3 485 450000 PRN DEFINED 0 450000 0
CENTENE CORP DEL COM 15135B101 2105 54600 SH DEFINED 0 54600 0
CENTEX CORP COM 152312104 654 14300 SH DEFINED 0 13400 900
CENTRAL EUROPEAN DIST CORP COM 153435102 548 21150 SH DEFINED 0 21150 0
CENTRAL GARDEN & PET CO COM 153527106 1084 30300 SH DEFINED 0 30300 0
CEPHALON INC NOTE 2.500%12/1 156708AE9 288 300000 PRN DEFINED 0 300000 0
CEPHALON INC COM 156708109 1096 20297 SH DEFINED 0 20297 0
CEPHEID COM 15670R107 231 20000 SH DEFINED 0 20000 0
CERADYNE INC COM 156710105 268 7500 SH DEFINED 0 7500 0
CERNER CORP COM 156782104 1088 24400 SH DEFINED 0 24400 0
CHARLES RIV LABS INTL INC COM 159864107 1124 22997 SH DEFINED 0 22997 0
CHARMING SHOPPES INC COM 161133103 3472 388834 SH DEFINED 0 388834 0
CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 297 250000 PRN DEFINED 0 250000 0
CHARTER ONE FINL INC COM 160903100 7381 167039 SH DEFINED 0 167039 0
CHATTEM INC COM 162456107 3976 137725 SH DEFINED 0 137325 400
CHECK POINT SOFTWARE TECH LT ORD M22465104 270 10000 SH DEFINED 0 10000 0
CHECKFREE CORP NEW COM 162813109 960 32000 SH DEFINED 0 32000 0
CHEESECAKE FACTORY INC COM 163072101 541 13600 SH DEFINED 0 13600 0
CHELSEA PPTY GROUP INC COM 163421100 1520 23300 SH DEFINED 0 23300 0
CHESAPEAKE CORP COM 165159104 267 10000 SH DEFINED 0 10000 0
CHESAPEAKE ENERGY CORP COM 165167107 4195 285000 SH DEFINED 0 285000 0
CHEVRONTEXACO CORP COM 166764100 1129 12000 SH DEFINED 0 12000 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 212 7600 SH DEFINED 0 7600 0
CHICAGO MERCANTILE HLDGS INC CL A 167760107 433 3000 SH DEFINED 0 3000 0
CHICOS FAS INC COM 168615102 2899 64200 SH DEFINED 0 64200 0
CHOICE HOTELS INTL INC COM 169905106 2508 50000 SH DEFINED 0 50000 0
CHRISTOPHER & BANKS CORP COM 171046105 372 21000 SH DEFINED 0 21000 0
CHURCH & DWIGHT INC COM 171340102 2084 45528 SH DEFINED 0 45528 0
CISCO SYS INC COM 17275R102 14086 594350 SH DEFINED 0 593600 750
CIT GROUP INC COM 125581108 804 21000 SH DEFINED 0 21000 0
CITIGROUP INC COM 172967101 10762 231449 SH DEFINED 0 228799 2650
CITRIX SYS INC COM 177376100 407 20000 SH DEFINED 0 20000 0
CITY NATL CORP COM 178566105 1288 19600 SH DEFINED 0 19600 0
CKE RESTAURANTS INC COM 12561E105 300 22500 SH DEFINED 0 22500 0
CLAIRES STORES INC COM 179584107 1324 61000 SH DEFINED 0 57000 4000
CLARCOR INC COM 179895107 2331 50900 SH DEFINED 0 50900 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 536 14500 SH DEFINED 0 14500 0
CLEVELAND CLIFFS INC COM 185896107 338 6000 SH DEFINED 0 6000 0
COACH INC COM 189754104 9382 207607 SH DEFINED 0 207607 0
COCA COLA CO COM 191216100 7723 153000 SH DEFINED 0 152300 700
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13491 530930 SH DEFINED 0 524180 6750
COGNOS INC COM 19244C109 3833 106000 SH DEFINED 0 106000 0
COLGATE PALMOLIVE CO COM 194162103 883 15100 SH DEFINED 0 13800 1300
COLUMBIA SPORTSWEAR CO COM 198516106 1185 21700 SH DEFINED 0 21700 0
COMMERCE BANCORP INC NJ COM 200519106 7608 138300 SH DEFINED 0 136800 1500
COMMERCE BANCSHARES INC COM 200525103 1757 38245 SH DEFINED 0 38245 0
COMMUNITY FIRST BANKSHARES I COM 203902101 827 25700 SH DEFINED 0 25700 0
COMPASS BANCSHARES INC COM 20449H109 2752 64000 SH DEFINED 0 64000 0
COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 247 200000 PRN DEFINED 0 200000 0
COMPUTER SCIENCES CORP COM 205363104 696 15000 SH DEFINED 0 15000 0
COMPUWARE CORP COM 205638109 264 40000 SH DEFINED 0 40000 0
COMSTOCK RES INC COM NEW 205768203 1201 61700 SH DEFINED 0 61700 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 564 25000 SH DEFINED 0 25000 0
CONAGRA FOODS INC COM 205887102 764 28200 SH DEFINED 0 28200 0
CONCUR TECHNOLOGIES INC COM 206708109 139 13000 SH DEFINED 0 13000 0
CONNETICS CORP COM 208192104 525 26000 SH DEFINED 0 26000 0
CONSTELLATION BRANDS INC CL A 21036P108 4003 107800 SH DEFINED 0 107000 800
CONVERGYS CORP COM 212485106 385 25000 SH DEFINED 0 25000 0
COOPER COS INC COM NEW 216648402 6810 107800 SH DEFINED 0 107800 0
COPART INC COM 217204106 3522 131893 SH DEFINED 0 131293 600
CORINTHIAN COLLEGES INC COM 218868107 1596 64524 SH DEFINED 0 64524 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 2104 36400 SH DEFINED 0 36400 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2061 52200 SH DEFINED 0 52200 0
COSTAR GROUP INC COM 22160N109 468 10200 SH DEFINED 0 10200 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 282 300000 PRN DEFINED 0 300000 0
COSTCO WHSL CORP NEW COM 22160K105 560 13600 SH DEFINED 0 13600 0
COTT CORP QUE COM 22163N106 8440 260500 SH DEFINED 0 260500 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 7661 109050 SH DEFINED 0 108600 450
COVANCE INC COM 222816100 8005 207480 SH DEFINED 0 206930 550
COVENTRY HEALTH CARE INC COM 222862104 2826 57800 SH DEFINED 0 57800 0
CP HOLDRS DEP RCPTS CP 12616K106 7274 122000 SH DEFINED 0 122000 0
CREE INC COM 225447101 338 14600 SH DEFINED 0 14600 0
CROWN CASTLE INTL CORP COM 228227104 3786 256700 SH DEFINED 0 256700 0
CSK AUTO CORP COM 125965103 943 55000 SH DEFINED 0 55000 0
CUBIC CORP COM 229669106 1057 50500 SH DEFINED 0 50500 0
CULP INC COM 230215105 265 34000 SH DEFINED 0 34000 0
CUNO INC COM 126583103 806 15100 SH DEFINED 0 15100 0
CURATIVE HEALTH SRVCS INC COM 23126W100 398 46000 SH DEFINED 0 46000 0
CURTISS WRIGHT CORP COM 231561101 730 13000 SH DEFINED 0 13000 0
CVS CORP COM 126650100 202 4800 SH SOLE 0 0 4800
CVS CORP COM 126650100 19024 452746 SH DEFINED 0 451096 1650
DADE BEHRING HLDGS INC COM 23342J206 2694 56700 SH DEFINED 0 56700 0
DANAHER CORP DEL COM 235851102 13522 260800 SH DEFINED 0 260200 600
DAVITA INC COM 23918K108 12265 397826 SH DEFINED 0 397826 0
DEAN FOODS CO NEW COM 242370104 6471 173435 SH DEFINED 0 173435 0
DECKERS OUTDOOR CORP COM 243537107 251 8500 SH DEFINED 0 8500 0
DECODE GENETICS INC COM 243586104 272 32000 SH DEFINED 0 32000 0
DEERE & CO COM 244199105 842 12000 SH DEFINED 0 12000 0
DELL INC COM 24702R101 13785 384850 SH DEFINED 0 379600 5250
DELPHI FINL GROUP INC CL A 247131105 1744 39200 SH DEFINED 0 39200 0
DELTA PETE CORP COM NEW 247907207 1015 75500 SH DEFINED 0 75500 0
DENBURY RES INC COM NEW 247916208 1483 70800 SH DEFINED 0 70800 0
DENDRITE INTL INC COM 248239105 468 25200 SH DEFINED 0 25200 0
DENTSPLY INTL INC NEW COM 249030107 1928 37000 SH DEFINED 0 37000 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 347 9800 SH DEFINED 0 9800 0
DEVON ENERGY CORP NEW COM 25179M103 1234 18694 SH DEFINED 0 17494 1200
DIAMONDCLUSTER INTL INC COM 25278P106 556 64000 SH DEFINED 0 64000 0
DICKS SPORTING GOODS INC COM 253393102 2158 64700 SH DEFINED 0 64700 0
DIGITAL RIV INC COM 25388B104 1543 47300 SH DEFINED 0 47300 0
DIGITAS INC COM 25388K104 1147 104000 SH DEFINED 0 104000 0
DIODES INC COM 254543101 775 32700 SH DEFINED 0 32700 0
DIONEX CORP COM 254546104 1319 23900 SH DEFINED 0 23900 0
DISCOVERY LABORATORIES INC N COM 254668106 854 89000 SH DEFINED 0 89000 0
DISNEY WALT CO COM DISNEY 254687106 6882 270000 SH DEFINED 0 270000 0
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