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, 2003
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 20, 2003
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: 978
Form13F Information Table Value Total: $2,246,655 (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 14781 214000 SH DEFINED 0 214000 0
3M CO NOTE 11/2 88579YAB7 215 250000 PRN DEFINED 0 250000 0
99 CENTS ONLY STORES COM 65440K106 1714 53000 SH DEFINED 0 53000 0
AAIPHARMA INC COM 00252W104 1055 61500 SH DEFINED 0 61500 0
AARON RENTS INC COM 002535201 1211 57800 SH DEFINED 0 57800 0
ABBOTT LABS COM 002824100 681 16000 SH DEFINED 0 16000 0
ABERCROMBIE & FITCH CO CL A 002896207 5290 190900 SH DEFINED 0 190900 0
ABITIBI-CONSOLIDATED INC COM 003924107 140 20000 SH DEFINED 0 20000 0
ABLE LABORATORIES INC COM NEW 00371N407 372 19700 SH DEFINED 0 19700 0
ACCENTURE LTD BERMUDA CL A G1150G111 916 41000 SH DEFINED 0 41000 0
ACCREDO HEALTH INC COM 00437V104 1567 56000 SH DEFINED 0 56000 0
ACTUANT CORP CL A NEW 00508X203 971 17300 SH DEFINED 0 17300 0
ACUITY BRANDS INC COM 00508Y102 271 15000 SH DEFINED 0 15000 0
ACXIOM CORP NOTE 3.750% 2/1 005125AB5 218 200000 PRN DEFINED 0 200000 0
ADOBE SYS INC COM 00724F101 3939 100000 SH DEFINED 0 100000 0
ADOLOR CORP COM 00724X102 954 52000 SH DEFINED 0 52000 0
ADVANCED AUTO PARTS INC COM 00751Y106 2829 39900 SH DEFINED 0 39900 0
ADVANCED DIGITAL INFORMATION COM 007525108 1202 85570 SH DEFINED 0 85570 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 675 37600 SH DEFINED 0 37600 0
ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 1111 1250000 PRN DEFINED 0 1250000 0
ADVANCED NEUROMODULATION SYS COM 00757T101 1051 26350 SH DEFINED 0 26350 0
ADVANCEPCS COM 00790K109 7177 157500 SH DEFINED 0 157500 0
AEROPOSTALE COM 007865108 1152 42600 SH DEFINED 0 42600 0
AFFILIATED COMPUTER SERVICES NOTE 3.500% 2/1 008190AF7 416 350000 PRN DEFINED 0 350000 0
AFFILIATED COMPUTER SERVICES CL A 008190100 891 18300 SH DEFINED 0 18000 300
AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 353 350000 PRN DEFINED 0 350000 0
AGL RES INC COM 001204106 1341 47600 SH DEFINED 0 47600 0
AIRGAS INC COM 009363102 5552 311927 SH DEFINED 0 311927 0
AIRTRAN HLDGS INC COM 00949P108 1156 69000 SH DEFINED 0 69000 0
ALABAMA NATL BANCORP DELA COM 010317105 223 4700 SH DEFINED 0 4700 0
ALARIS MEDICAL SYSTEMS INC COM 011637105 465 28000 SH DEFINED 0 28000 0
ALCATEL SPONSORED ADR 013904305 473 40000 SH DEFINED 0 40000 0
ALCON INC COM SHS H01301102 1123 20000 SH DEFINED 0 20000 0
ALEXANDER & BALDWIN INC COM 014482103 340 12000 SH DEFINED 0 12000 0
ALIGN TECHNOLOGY INC COM 016255101 308 24600 SH DEFINED 0 24600 0
ALLERGAN INC NOTE 11/0 018490AE2 244 250000 PRN DEFINED 0 250000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2849 107900 SH DEFINED 0 107900 0
ALLIANCE GAMING CORP COM NEW 01859P609 3401 167700 SH DEFINED 0 167700 0
ALLIANT ENERGY CORP COM 018802108 440 20000 SH DEFINED 0 20000 0
ALLTEL CORP COM 020039103 324 7000 SH DEFINED 0 7000 0
ALTIRIS INC COM 02148M100 1185 45200 SH DEFINED 0 45200 0
ALVARION LTD SHS M0861T100 77 12000 SH DEFINED 0 12000 0
ALZA CORP SDCV 0. 07/2 02261WAA7 207 300000 PRN DEFINED 0 300000 0
AMDOCS LTD ORD G02602103 7582 403300 SH DEFINED 0 403300 0
AMERADA HESS CORP COM 023551104 701 14000 SH DEFINED 0 14000 0
AMEREN CORP COM 023608102 987 23000 SH DEFINED 0 23000 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2405 81300 SH DEFINED 0 81000 300
AMERICAN ELEC PWR INC COM 025537101 750 25000 SH DEFINED 0 25000 0
AMERICAN FINL GROUP INC OHIO COM 025932104 413 19000 SH DEFINED 0 19000 0
AMERICAN GREETINGS CORP CL A 026375105 194 10000 SH DEFINED 0 10000 0
AMERICAN INTL GROUP INC COM 026874107 20464 354666 SH DEFINED 0 352121 2545
AMERICAN PHARMACEUTICALS PTN COM 02886P109 406 12935 SH DEFINED 0 12935 0
AMERICAN STD COS INC DEL COM 029712106 6572 78000 SH DEFINED 0 78000 0
AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF9 316 350000 PRN DEFINED 0 350000 0
AMERIGROUP CORP COM 03073T102 266 5960 SH DEFINED 0 5960 0
AMERISTAR CASINOS INC COM 03070Q101 375 15000 SH DEFINED 0 15000 0
AMERITRADE HLDG CORP NEW COM 03074K100 1727 151000 SH DEFINED 0 151000 0
AMERUS GROUP CO NOTE 2.000% 3/0 03072MAD0 367 350000 PRN DEFINED 0 350000 0
AMETEK INC NEW COM 031100100 951 22200 SH DEFINED 0 22200 0
AMGEN INC COM 031162100 32226 499468 SH DEFINED 0 494068 5400
AMGEN INC NOTE 3/0 031162AC4 305 400000 PRN DEFINED 0 400000 0
AMKOR TECHNOLOGY INC COM 031652100 949 66800 SH DEFINED 0 66800 0
AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN0 333 350000 PRN DEFINED 0 350000 0
AMYLIN PHARMACEUTICALS INC COM 032346108 1869 66100 SH DEFINED 0 66100 0
ANADARKO PETE CORP COM 032511107 1190 28500 SH DEFINED 0 28500 0
ANCHOR BANCORP WIS INC COM 032839102 324 13800 SH DEFINED 0 13800 0
ANDREW CORP COM 034425108 1220 101000 SH DEFINED 0 101000 0
ANGIOTECH PHARMACEUTICALS IN COM 034918102 2292 52500 SH DEFINED 0 52500 0
ANGLOGOLD LTD SPONSORED ADR 035128206 754 20000 SH DEFINED 0 20000 0
ANHEUSER BUSCH COS INC COM 035229103 6138 124400 SH DEFINED 0 124400 0
ANSYS INC COM 03662Q105 920 25900 SH DEFINED 0 25900 0
ANTEON INTL CORP COM 03674E108 777 25400 SH DEFINED 0 25400 0
ANTHEM INC COM 03674B104 6312 88486 SH DEFINED 0 88486 0
ANWORTH MORTGAGE ASSET CP COM 037347101 286 20000 SH DEFINED 0 20000 0
APACHE CORP COM 037411105 18801 271135 SH DEFINED 0 268160 2975
APEX SILVER MINES LTD ORD G04074103 281 21000 SH DEFINED 0 21000 0
APOLLO GROUP INC CL A 037604105 12399 187775 SH DEFINED 0 187775 0
APPLEBEES INTL INC COM 037899101 4456 141543 SH DEFINED 0 141543 0
APPLERA CORP COM CE GEN GRP 038020202 292 25000 SH DEFINED 0 25000 0
APPLICA INC COM 03815A106 133 22000 SH DEFINED 0 22000 0
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 692 34700 SH DEFINED 0 34700 0
APRIA HEALTHCARE GROUP INC COM 037933108 2765 101000 SH DEFINED 0 101000 0
AQUANTIVE INC COM 03839G105 456 49500 SH DEFINED 0 49500 0
ARAMARK CORP CL B 038521100 801 32000 SH DEFINED 0 32000 0
ARBITRON INC COM 03875Q108 1175 33300 SH DEFINED 0 33300 0
ARCH CAP GROUP LTD ORD G0450A105 304 9200 SH DEFINED 0 9200 0
ARCHER DANIELS MIDLAND CO COM 039483102 236 18000 SH DEFINED 0 18000 0
ARKANSAS BEST CORP DEL COM 040790107 1132 41200 SH DEFINED 0 41200 0
ASK JEEVES INC COM 045174109 447 25700 SH DEFINED 0 25700 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 392 47000 SH DEFINED 0 47000 0
ASSOCIATED BANC CORP COM 045487105 1137 30000 SH DEFINED 0 30000 0
AT HOME CORP NOTE 4.750 12/1 045919AD9 68 500000 PRN DEFINED 0 500000 0
AT RD INC COM 04648K105 646 48400 SH DEFINED 0 48400 0
ATHEROGENICS INC COM 047439104 383 23000 SH DEFINED 0 23000 0
ATI TECHNOLOGIES INC COM 001941103 1263 85000 SH DEFINED 0 85000 0
AU OPTRONICS CORP SPONSORED ADR 002255107 421 33000 SH DEFINED 0 33000 0
AUGUST TECHNOLOGY CORP COM 05106U105 142 10000 SH DEFINED 0 10000 0
AUTOBYTEL INC COM 05275N106 190 20000 SH DEFINED 0 20000 0
AUTOLIV INC COM 052800109 3295 109200 SH DEFINED 0 109200 0
AUTOMATIC DATA PROCESSING IN COM 053015103 251 7000 SH DEFINED 0 7000 0
AUTOZONE INC COM 053332102 3671 41000 SH DEFINED 0 41000 0
AVAYA INC COM 053499109 927 85000 SH DEFINED 0 85000 0
AVERY DENNISON CORP COM 053611109 505 10000 SH DEFINED 0 10000 0
AVID TECHNOLOGY INC COM 05367P100 2995 56500 SH DEFINED 0 56500 0
AVOCENT CORP COM 053893103 597 19700 SH DEFINED 0 19700 0
AVON PRODS INC COM 054303102 15727 243600 SH DEFINED 0 243600 0
AZTAR CORP COM 054802103 354 20000 SH DEFINED 0 20000 0
BALL CORP COM 058498106 2851 52800 SH DEFINED 0 52800 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 253 7000 SH DEFINED 0 7000 0
BANCORPSOUTH INC COM 059692103 885 40400 SH DEFINED 0 40400 0
BANK HAWAII CORP COM 062540109 4023 119800 SH DEFINED 0 119800 0
BANK MONTREAL QUE COM 063671101 932 27000 SH DEFINED 0 27000 0
BANK MUT CORP COM 063748107 433 10200 SH DEFINED 0 10200 0
BANK OF AMERICA CORPORATION COM 060505104 6711 86000 SH DEFINED 0 86000 0
BANK OF THE OZARKS INC COM 063904106 463 10400 SH DEFINED 0 10400 0
BANK ONE CORP COM 06423A103 618 16000 SH DEFINED 0 16000 0
BANKATLANTIC BANCORP CL A 065908501 727 51000 SH DEFINED 0 51000 0
BANKNORTH GROUP INC NEW COM 06646R107 2117 75000 SH DEFINED 0 75000 0
BANKUNITED FINL CORP CL A 06652B103 280 13200 SH DEFINED 0 13200 0
BARD C R INC COM 067383109 1228 17300 SH DEFINED 0 17300 0
BARNES & NOBLE INC NOTE 5.250 3/1 067774AC3 257 250000 PRN DEFINED 0 250000 0
BARNES & NOBLE INC COM 067774109 318 12500 SH DEFINED 0 12500 0
BARR LABS INC COM 068306109 682 10000 SH DEFINED 0 10000 0
BAUSCH & LOMB INC COM 071707103 530 12000 SH DEFINED 0 12000 0
BAXTER INTL INC CORP UNITS 7% 071813406 421 8000 SH DEFINED 0 8000 0
BAXTER INTL INC COM 071813109 436 15000 SH DEFINED 0 15000 0
BB&T CORP COM 054937107 4880 135900 SH DEFINED 0 135900 0
BEA SYS INC NOTE 4.000 12/1 073325AC6 196 200000 PRN DEFINED 0 200000 0
BEAR STEARNS COS INC COM 073902108 2798 37400 SH DEFINED 0 37400 0
BECKMAN COULTER INC COM 075811109 729 16000 SH DEFINED 0 16000 0
BECTON DICKINSON & CO COM 075887109 433 12000 SH DEFINED 0 12000 0
BED BATH & BEYOND INC COM 075896100 26456 691300 SH DEFINED 0 683800 7500
BELLSOUTH CORP COM 079860102 355 15000 SH DEFINED 0 15000 0
BEMIS INC COM 081437105 2822 63700 SH DEFINED 0 63700 0
BENNETT ENVIRONMENTAL INC COM 081906109 254 15000 SH DEFINED 0 15000 0
BENTLEY PHARMACEUTICALS INC COM 082657107 395 24300 SH DEFINED 0 24300 0
BERKLEY W R CORP COM 084423102 8272 241450 SH DEFINED 0 241450 0
BEST BUY INC COM 086516101 10761 226450 SH DEFINED 0 217750 8700
BEST BUY INC DBCV 0.684% 6/2 086516AD3 333 450000 PRN DEFINED 0 450000 0
BHA GROUP HLDGS INC COM 055446108 309 13000 SH DEFINED 0 13000 0
BHP BILLITON LTD SPONSORED ADR 088606108 340 24000 SH DEFINED 0 24000 0
BIO RAD LABS INC CL A 090572207 1173 23000 SH DEFINED 0 23000 0
BIOLASE TECHNOLOGY INC COM 090911108 124 10900 SH DEFINED 0 10900 0
BIOMET INC COM 090613100 4487 133950 SH DEFINED 0 130750 3200
BIOPURE CORP CL A 09065H105 78 12000 SH DEFINED 0 12000 0
BIOSITE INC COM 090945106 439 15500 SH DEFINED 0 15500 0
BIOVAIL CORP COM 09067J109 5781 155600 SH DEFINED 0 155200 400
BJS WHOLESALE CLUB INC COM 05548J106 291 15000 SH DEFINED 0 15000 0
BLACK & DECKER CORP COM 091797100 487 12000 SH DEFINED 0 12000 0
BOB EVANS FARMS INC COM 096761101 214 8000 SH DEFINED 0 8000 0
BOK FINL CORP COM NEW 05561Q201 369 9728 SH DEFINED 0 9728 0
BOMBAY CO INC COM 097924104 404 41000 SH DEFINED 0 41000 0
BOSTON SCIENTIFIC CORP COM 101137107 5104 80000 SH DEFINED 0 80000 0
BRADLEY PHARMACEUTICALS INC COM 104576103 550 20200 SH DEFINED 0 20200 0
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 272 6800 SH DEFINED 0 6800 0
BRINKER INTL INC COM 109641100 9312 279150 SH DEFINED 0 279150 0
BRISTOL MYERS SQUIBB CO COM 110122108 547 21300 SH DEFINED 0 21300 0
BROOKLINE BANCORP INC DEL COM 11373M107 984 66600 SH DEFINED 0 66600 0
BROWN & BROWN INC COM 115236101 2632 85500 SH DEFINED 0 85500 0
BROWN SHOE INC NEW COM 115736100 951 30000 SH DEFINED 0 30000 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 360 9000 SH DEFINED 0 9000 0
BUNGE LIMITED COM G16962105 3594 130700 SH DEFINED 0 130700 0
BURLINGTON RES INC COM 122014103 964 20000 SH DEFINED 0 20000 0
C D W CORP COM 12512N105 806 14000 SH DEFINED 0 14000 0
C H ROBINSON WORLDWIDE INC COM 12541W100 6721 180425 SH DEFINED 0 176500 3925
CABOT CORP COM 127055101 371 13000 SH DEFINED 0 13000 0
CACI INTL INC CL A 127190304 2687 62700 SH DEFINED 0 62700 0
CADBURY SCHWEPPES PLC ADR 127209302 439 17500 SH DEFINED 0 17500 0
CALIFORNIA WTR SVC GROUP COM 130788102 645 25000 SH DEFINED 0 25000 0
CALLAWAY GOLF CO COM 131193104 357 25000 SH DEFINED 0 25000 0
CANADIAN NAT RES LTD COM 136385101 906 22000 SH DEFINED 0 22000 0
CANADIAN NATL RY CO COM 136375102 624 12000 SH DEFINED 0 12000 0
CANADIAN PAC RY LTD COM 13645T100 608 25750 SH DEFINED 0 25750 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 1101 36300 SH DEFINED 0 36300 0
CAPITAL ONE FINL CORP COM 14040H105 5852 102600 SH DEFINED 0 101600 1000
CARDINAL HEALTH INC COM 14149Y108 701 12000 SH DEFINED 0 12000 0
CAREER EDUCATION CORP COM 141665109 13584 299800 SH DEFINED 0 299800 0
CAREMARK RX INC COM 141705103 3164 140000 SH DEFINED 0 140000 0
CARMAX INC COM 143130102 490 15000 SH DEFINED 0 15000 0
CARNIVAL CORP DBCV 2.000 4/1 143658AM4 329 300000 PRN DEFINED 0 300000 0
CASH AMER INTL INC COM 14754D100 344 21000 SH DEFINED 0 21000 0
CASUAL MALE RETAIL GRP INC COM 148711104 96 13000 SH DEFINED 0 13000 0
CATELLUS DEV CORP COM 149111106 660 27000 SH DEFINED 0 27000 0
CATHAY BANCORP INC COM 149150104 239 5400 SH DEFINED 0 5400 0
CATO CORP NEW CL A 149205106 504 25000 SH DEFINED 0 25000 0
CBL & ASSOC PPTYS INC COM 124830100 973 19500 SH DEFINED 0 19500 0
CBRL GROUP INC COM 12489V106 4146 116600 SH DEFINED 0 116600 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 288 7000 SH DEFINED 0 7000 0
CELESTICA INC NOTE 8/0 15101QAA6 526 1000000 PRN DEFINED 0 1000000 0
CELGENE CORP NOTE 1.750 6/0 151020AB0 231 200000 PRN DEFINED 0 200000 0
CEMEX S A SPON ADR 5 ORD 151290889 629 25216 SH DEFINED 0 25216 0
CENDANT CORP COM 151313103 280 15000 SH DEFINED 0 15000 0
CENDANT CORP DBCV 3.875%11/2 151313AN3 366 350000 PRN DEFINED 0 350000 0
CENTENE CORP DEL COM 15135B101 602 19800 SH DEFINED 0 19800 0
CENTERPOINT ENERGY INC COM 15189T107 477 52000 SH DEFINED 0 52000 0
CENTEX CORP COM 152312104 6371 81800 SH DEFINED 0 79000 2800
CENTRAL EUROPEAN DIST CORP COM 153435102 451 16500 SH DEFINED 0 16500 0
CENTRAL GARDEN & PET CO COM 153527106 406 15600 SH DEFINED 0 15600 0
CENTRAL PAC FINL CORP COM 154760102 225 9200 SH DEFINED 0 9200 0
CHARLES RIV LABORATORIES INC DBCV 3.500% 2/0 159863AL3 248 250000 PRN DEFINED 0 250000 0
CHARLES RIVER ASSOCIATES COM 159852102 465 16300 SH DEFINED 0 16300 0
CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 229 250000 PRN DEFINED 0 250000 0
CHARTER COMMUNICATIONS INC D CL A 16117M107 581 141000 SH DEFINED 0 141000 0
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 257 14000 SH DEFINED 0 14000 0
CHARTER ONE FINL INC COM 160903100 5295 173039 SH DEFINED 0 173039 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 168 10000 SH DEFINED 0 10000 0
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 248 27000 SH DEFINED 0 27000 0
CHELSEA PPTY GROUP INC COM 163421100 1930 40300 SH DEFINED 0 40300 0
CHESAPEAKE CORP COM 165159104 318 14100 SH DEFINED 0 14100 0
CHESAPEAKE ENERGY CORP COM 165167107 1046 97000 SH DEFINED 0 97000 0
CHEVRONTEXACO CORP COM 166764100 1215 17000 SH DEFINED 0 17000 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 549 20200 SH DEFINED 0 20200 0
CHICOS FAS INC COM 168615102 3928 128200 SH DEFINED 0 128200 0
CHIRON CORP COM 170040109 570 11000 SH DEFINED 0 11000 0
CHOICE HOTELS INTL INC COM 169905106 911 31400 SH DEFINED 0 31400 0
CHURCH & DWIGHT INC COM 171340102 770 22000 SH DEFINED 0 22000 0
CIENA CORP NOTE 3.750% 2/0 171779AA9 212 250000 PRN DEFINED 0 250000 0
CINERGY CORP COM 172474108 624 17000 SH DEFINED 0 17000 0
CISCO SYS INC COM 17275R102 15298 780900 SH DEFINED 0 780900 0
CIT GROUP INC COM 125581108 604 21000 SH DEFINED 0 21000 0
CITIGROUP INC COM 172967101 33880 744449 SH DEFINED 0 738999 5450
CITY HLDG CO COM 177835105 348 10500 SH DEFINED 0 10500 0
CLAIRES STORES INC COM 179584107 820 24500 SH DEFINED 0 24500 0
CLARCOR INC COM 179895107 1279 32800 SH DEFINED 0 32800 0
CLOROX CO DEL COM 189054109 3633 79200 SH DEFINED 0 76200 3000
COACH INC COM 189754104 6399 117200 SH DEFINED 0 117200 0
COBALT CORP COM 19074W100 353 18000 SH DEFINED 0 18000 0
COCA COLA CO COM 191216100 4408 102600 SH DEFINED 0 102600 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1998 54790 SH DEFINED 0 53590 1200
COGNOS INC COM 19244C109 2854 92000 SH DEFINED 0 92000 0
COLGATE PALMOLIVE CO COM 194162103 11351 203100 SH DEFINED 0 199100 4000
COLUMBIA LABS INC COM 197779101 1027 85000 SH DEFINED 0 85000 0
COLUMBIA SPORTSWEAR CO COM 198516106 1287 24400 SH DEFINED 0 24400 0
COMMERCE BANCORP INC NJ COM 200519106 7548 157550 SH DEFINED 0 150800 6750
COMMERCE BANCSHARES INC COM 200525103 1410 32235 SH DEFINED 0 32235 0
COMMERCIAL CAP BANCORP INC COM 20162L105 431 27600 SH DEFINED 0 27600 0
COMMUNITY FIRST BANKSHARES I COM 203902101 684 25700 SH DEFINED 0 25700 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 408 10000 SH DEFINED 0 10000 0
COMPASS BANCSHARES INC COM 20449H109 2221 64000 SH DEFINED 0 64000 0
COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 386 300000 PRN DEFINED 0 300000 0
COMPUTER SCIENCES CORP COM 205363104 639 17000 SH DEFINED 0 17000 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 999 41800 SH DEFINED 0 41800 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 150 10000 SH DEFINED 0 10000 0
CONAGRA FOODS INC COM 205887102 387 18200 SH DEFINED 0 18200 0
CONCORD CAMERA CORP COM 206156101 357 33500 SH DEFINED 0 33500 0
CONCUR TECHNOLOGIES INC COM 206708109 446 38000 SH DEFINED 0 38000 0
CONNECTICUT BANCSHARES INC COM 207540105 359 7000 SH DEFINED 0 7000 0
CONOCOPHILLIPS COM 20825C104 657 12000 SH DEFINED 0 12000 0
CONSOLIDATED EDISON INC COM 209115104 734 18000 SH DEFINED 0 18000 0
CONSTELLATION BRANDS INC CL A 21036P108 9257 303600 SH DEFINED 0 302800 800
COOPER COS INC COM NEW 216648402 4063 99700 SH DEFINED 0 99700 0
COORS ADOLPH CO CL B 217016104 430 8000 SH DEFINED 0 8000 0
CORINTHIAN COLLEGES INC COM 218868107 3242 56762 SH DEFINED 0 56762 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 4424 94000 SH DEFINED 0 94000 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1090 44200 SH DEFINED 0 44200 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 216 300000 PRN DEFINED 0 300000 0
COSTCO WHSL CORP NEW COM 22160K105 517 16600 SH DEFINED 0 16600 0
COTT CORP QUE COM 22163N106 375 16000 SH DEFINED 0 16000 0
COVENTRY HEALTH CARE INC COM 222862104 1804 34200 SH DEFINED 0 34200 0
CP HOLDRS DEP RCPTS CP 12616K106 7037 136000 SH DEFINED 0 136000 0
CSK AUTO CORP COM 125965103 347 22500 SH DEFINED 0 22500 0
CUBIC CORP COM 229669106 980 39000 SH DEFINED 0 39000 0
CULP INC COM 230215105 276 30000 SH DEFINED 0 30000 0
CUNO INC COM 126583103 325 8300 SH DEFINED 0 8300 0
CYMER INC NOTE 3.500% 2/1 232572AE7 212 200000 PRN DEFINED 0 200000 0
DADE BEHRING HLDGS INC COM 23342J206 1059 37500 SH DEFINED 0 37500 0
DANAHER CORP DEL COM 235851102 11005 149000 SH DEFINED 0 149000 0
DAVITA INC COM 23918K108 1470 46171 SH DEFINED 0 46171 0
DEAN FOODS CO NEW COM 242370104 5475 176436 SH DEFINED 0 176436 0
DELL INC COM 24702R101 21888 654950 SH DEFINED 0 644200 10750
DELPHI CORP COM 247126105 91 10000 SH DEFINED 0 10000 0
DELPHI FINL GROUP INC CL A 247131105 516 11100 SH DEFINED 0 11100 0
DELTA AIR LINES INC DEL NOTE 8.000 6/0 247361YN2 327 350000 PRN DEFINED 0 350000 0
DELUXE CORP COM 248019101 1004 25000 SH DEFINED 0 25000 0
DENBURY RES INC COM NEW 247916208 457 37000 SH DEFINED 0 37000 0
DENTSPLY INTL INC NEW COM 249030107 2601 58000 SH DEFINED 0 58000 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1995 66800 SH DEFINED 0 66800 0
DEVON ENERGY CORP NEW COM 25179M103 4489 93144 SH DEFINED 0 89144 4000
DEVRY INC DEL COM 251893103 237 10000 SH DEFINED 0 10000 0
DIAGEO P L C SPON ADR NEW 25243Q205 221 5000 SH DEFINED 0 5000 0
DIAMONDCLUSTER INTL INC CL A 25278P106 68 10000 SH DEFINED 0 10000 0
DICKS SPORTING GOODS INC COM 253393102 736 19700 SH DEFINED 0 19700 0
DIGITAL RIV INC COM 25388B104 876 32000 SH DEFINED 0 32000 0
DIODES INC COM 254543101 233 11300 SH DEFINED 0 11300 0
DIONEX CORP COM 254546104 941 23900 SH DEFINED 0 23900 0
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