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, 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 May 06, 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: 1184
Form13F Information Table Value Total: $2,400,378 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
1 800 FLOWERS COM CL A 68243Q106 2205 230880 SH DEFINED 0 230880 0
21ST CENTY HLDG CO COM 90136Q100 33 1600 SH DEFINED 0 1600 0
3M CO COM 88579Y101 11036 134800 SH DEFINED 0 134800 0
AAR CORP COM 000361105 61 5000 SH DEFINED 0 5000 0
AARON RENTS INC COM 002535201 1618 65000 SH DEFINED 0 65000 0
ABAXIS INC COM 002567105 732 36000 SH DEFINED 0 36000 0
ABBOTT LABS COM 002824100 658 16000 SH DEFINED 0 16000 0
ABERCROMBIE & FITCH CO CL A 002896207 1198 35400 SH DEFINED 0 35400 0
ABRAXAS PETE CORP COM 003830106 42 15680 SH DEFINED 0 15680 0
ACCREDO HEALTH INC COM 00437V104 3676 96475 SH DEFINED 0 96175 300
ACE CASH EXPRESS INC COM 004403101 10 346 SH DEFINED 0 346 0
ACTIVISION INC NEW COM NEW 004930202 6249 395000 SH DEFINED 0 395000 0
ACTUANT CORP CL A NEW 00508X203 3342 85200 SH DEFINED 0 85200 0
ACUITY BRANDS INC COM 00508Y102 1459 61100 SH DEFINED 0 61100 0
ADTRAN INC COM 00738A106 180 6000 SH DEFINED 0 6000 0
ADVANCE AUTO PARTS INC COM 00751Y106 3327 81800 SH DEFINED 0 81800 0
ADVANCED DIGITAL INFORMATION COM 007525108 774 68000 SH DEFINED 0 68000 0
ADVANCED MEDICAL OPTICS INC COM 00763M108 1369 56100 SH DEFINED 0 56100 0
ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE7 689 650000 PRN DEFINED 0 650000 0
ADVANCED NEUROMODULATION SYS COM 00757T101 1240 34350 SH DEFINED 0 34350 0
AEP INDS INC COM 001031103 10 923 SH DEFINED 0 923 0
AEROPOSTALE COM 007865108 2052 56600 SH DEFINED 0 56600 0
AES TR III PFD CV 6.75% 00808N202 220 5000 SH DEFINED 0 5000 0
AETNA INC NEW COM 00817Y108 14532 161976 SH DEFINED 0 161426 550
AFFILIATED COMPUTER SERVICES CL A 008190100 898 17300 SH DEFINED 0 17000 300
AFFYMETRIX INC COM 00826T108 3685 109112 SH DEFINED 0 108712 400
AFLAC INC COM 001055102 1903 47400 SH DEFINED 0 47400 0
AGILENT TECHNOLOGIES INC COM 00846U101 10120 319961 SH DEFINED 0 318911 1050
AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 452 400000 PRN DEFINED 0 400000 0
AGL RES INC COM 001204106 1381 47600 SH DEFINED 0 47600 0
AIRGAS INC COM 009363102 1345 63127 SH DEFINED 0 63127 0
AIRSPAN NETWORKS INC COM 00950H102 349 63500 SH DEFINED 0 63500 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1686 128300 SH DEFINED 0 128300 0
ALABAMA NATL BANCORP DELA COM 010317105 261 4700 SH DEFINED 0 4700 0
ALARIS MEDICAL SYSTEMS INC COM 011637105 1328 71200 SH DEFINED 0 71200 0
ALCATEL SPONSORED ADR 013904305 634 40000 SH DEFINED 0 40000 0
ALCON INC COM SHS H01301102 833 13157 SH DEFINED 0 13157 0
ALEXANDER & BALDWIN INC COM 014482103 527 16000 SH DEFINED 0 16000 0
ALEXION PHARMACEUTICALS INC COM 015351109 452 19000 SH DEFINED 0 19000 0
ALIGN TECHNOLOGY INC COM 016255101 1665 87600 SH DEFINED 0 87600 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 327 27000 SH DEFINED 0 27000 0
ALLERGAN INC NOTE 11/0 018490AE2 256 250000 PRN DEFINED 0 250000 0
ALLETE INC COM 018522102 456 13000 SH DEFINED 0 13000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3721 110900 SH DEFINED 0 110900 0
ALLIANCE GAMING CORP COM NEW 01859P609 5388 167700 SH DEFINED 0 167700 0
ALLOS THERAPEUTICS INC COM 019777101 10 2050 SH DEFINED 0 2050 0
ALLSTATE CORP COM 020002101 818 18000 SH DEFINED 0 18000 0
ALTIRIS INC COM 02148M100 940 33700 SH DEFINED 0 33700 0
ALTRIA GROUP INC COM 02209S103 163 3000 SH DEFINED 0 2100 900
ALVARION LTD SHS M0861T100 1447 114000 SH DEFINED 0 114000 0
ALZA CORP SDCV 7/2 02261WAB5 143 200000 PRN DEFINED 0 200000 0
AMDOCS LTD ORD G02602103 3474 125000 SH DEFINED 0 125000 0
AMEREN CORP COM 023608102 691 15000 SH DEFINED 0 15000 0
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 901 23300 SH DEFINED 0 23300 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 3947 107100 SH DEFINED 0 106800 300
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 54 2000 SH DEFINED 0 2000 0
AMERICAN ELEC PWR INC COM 025537101 494 15000 SH DEFINED 0 15000 0
AMERICAN FINL GROUP INC OHIO COM 025932104 6879 230615 SH DEFINED 0 230615 0
AMERICAN GREETINGS CORP CL A 026375105 410 18000 SH DEFINED 0 18000 0
AMERICAN HEALTHWAYS INC COM 02649V104 876 35900 SH DEFINED 0 35900 0
AMERICAN INTL GROUP INC COM 026874107 15218 213287 SH DEFINED 0 211742 1545
AMERICAN MED SYS HLDGS INC COM 02744M108 576 21700 SH DEFINED 0 21700 0
AMERICAN PHARMACEUTICALS PTN COM 02886P109 628 13400 SH DEFINED 0 13400 0
AMERICAN PWR CONVERSION CORP COM 029066107 1333 58000 SH DEFINED 0 58000 0
AMERICAN STD COS INC DEL COM 029712106 8645 76000 SH DEFINED 0 76000 0
AMERICAN STS WTR CO COM 029899101 220 9000 SH DEFINED 0 9000 0
AMERIGROUP CORP COM 03073T102 44 960 SH DEFINED 0 960 0
AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD4 230 200000 PRN DEFINED 0 200000 0
AMERITRADE HLDG CORP NEW COM 03074K100 13475 874981 SH DEFINED 0 873081 1900
AMETEK INC NEW COM 031100100 1292 50400 SH DEFINED 0 50400 0
AMGEN INC NOTE 3/0 031162AC4 75 100000 PRN DEFINED 0 100000 0
AMGEN INC NOTE 3/0 031162AE0 75 100000 PRN DEFINED 0 100000 0
AMGEN INC COM 031162100 4904 84338 SH DEFINED 0 82188 2150
AMPHENOL CORP NEW CL A 032095101 1022 34400 SH DEFINED 0 34400 0
AMSURG CORP COM 03232P405 63 2790 SH DEFINED 0 2790 0
AMYLIN PHARMACEUTICALS INC COM 032346108 988 41700 SH DEFINED 0 41700 0
ANADARKO PETE CORP COM 032511107 959 18500 SH DEFINED 0 18500 0
ANALOG DEVICES INC COM 032654105 2449 51000 SH DEFINED 0 51000 0
ANCHOR BANCORP WIS INC COM 032839102 349 13800 SH DEFINED 0 13800 0
ANDREW CORP COM 034425108 6659 380500 SH DEFINED 0 380500 0
ANDRX CORP DEL ANDRX GROUP 034553107 408 15000 SH DEFINED 0 15000 0
ANGIOTECH PHARMACEUTICALS IN COM 034918102 3150 129000 SH DEFINED 0 129000 0
ANGLOGOLD LTD SPONSORED ADR 035128206 845 20000 SH DEFINED 0 20000 0
ANHEUSER BUSCH COS INC COM 035229103 4080 80000 SH DEFINED 0 80000 0
ANNTAYLOR STORES CORP COM 036115103 3940 92050 SH DEFINED 0 90000 2050
ANNTAYLOR STORES CORP SDCV .550 6/1 036115AA1 79 100000 PRN DEFINED 0 100000 0
ANSYS INC COM 03662Q105 1029 25900 SH DEFINED 0 25900 0
APACHE CORP COM 037411105 17325 401320 SH DEFINED 0 398120 3200
APOLLO GROUP INC CL A 037604105 16393 190265 SH DEFINED 0 190265 0
APOLLO GROUP INC COM UNV PHOENX 037604204 4203 48304 SH DEFINED 0 48304 0
APPLEBEES INTL INC COM 037899101 5785 140143 SH DEFINED 0 140143 0
APPLERA CORP COM CE GEN GRP 038020202 218 15000 SH DEFINED 0 15000 0
APPLICA INC COM 03815A106 348 31000 SH DEFINED 0 31000 0
APPLIED MATLS INC COM 038222105 17 800 SH DEFINED 0 0 800
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 814 29700 SH DEFINED 0 29700 0
APRIA HEALTHCARE GROUP INC COM 037933108 1647 55000 SH DEFINED 0 55000 0
ARAMARK CORP CL B 038521100 613 22367 SH DEFINED 0 22367 0
ARBITRON INC COM 03875Q108 1341 33300 SH DEFINED 0 33300 0
ARCH CAP GROUP LTD ORD G0450A105 484 11500 SH DEFINED 0 11500 0
ARCHER DANIELS MIDLAND CO COM 039483102 6149 364482 SH DEFINED 0 363732 750
ARIAD PHARMACEUTICALS INC COM 04033A100 1463 153200 SH DEFINED 0 153200 0
ARIBA INC COM 04033V104 113 40000 SH DEFINED 0 40000 0
ARKANSAS BEST CORP DEL COM 040790107 845 31700 SH DEFINED 0 31700 0
ARMOR HOLDINGS INC COM 042260109 9008 272150 SH DEFINED 0 271250 900
ARQULE INC COM 04269E107 11 1813 SH DEFINED 0 1813 0
ARRIS GROUP INC COM 04269Q100 512 56000 SH DEFINED 0 56000 0
ASB FINL CORP COM 00205P107 10 377 SH DEFINED 0 377 0
ASHLAND INC COM 044204105 558 12000 SH DEFINED 0 12000 0
ASK JEEVES INC COM 045174109 3041 85100 SH DEFINED 0 85100 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 1771 113000 SH DEFINED 0 113000 0
ASSOCIATED BANC CORP COM 045487105 1344 30000 SH DEFINED 0 30000 0
AT RD INC COM 04648K105 471 38400 SH DEFINED 0 38400 0
ATI TECHNOLOGIES INC COM 001941103 1505 92000 SH DEFINED 0 92000 0
ATRIX LABS INC COM 04962L101 59 2300 SH DEFINED 0 2300 0
AU OPTRONICS CORP SPONSORED ADR 002255107 1275 61000 SH DEFINED 0 61000 0
AUDIOCODES LTD ORD M15342104 363 31300 SH DEFINED 0 31300 0
AUDIOVOX CORP CL A 050757103 512 25600 SH DEFINED 0 25600 0
AUGUST TECHNOLOGY CORP COM 05106U105 376 25000 SH DEFINED 0 25000 0
AUTHENTIDATE HLDG CORP COM 052666104 136 10200 SH DEFINED 0 10200 0
AUTOBYTEL INC COM 05275N106 1082 82000 SH DEFINED 0 82000 0
AUTOLIV INC COM 052800109 11968 291908 SH DEFINED 0 291508 400
AVAYA INC COM 053499109 4023 253341 SH DEFINED 0 253341 0
AVERY DENNISON CORP COM 053611109 747 12000 SH DEFINED 0 12000 0
AVICI SYS INC COM NEW 05367L802 136 6000 SH DEFINED 0 6000 0
AVID TECHNOLOGY INC COM 05367P100 2011 43600 SH DEFINED 0 43600 0
AVNET INC COM 053807103 4596 187650 SH DEFINED 0 186900 750
AVOCENT CORP COM 053893103 442 12000 SH DEFINED 0 12000 0
AVON PRODS INC COM 054303102 4249 56000 SH DEFINED 0 56000 0
AXCAN PHARMA INC COM 054923107 528 27700 SH DEFINED 0 27700 0
BAKER HUGHES INC COM 057224107 547 15000 SH DEFINED 0 15000 0
BALL CORP COM 058498106 3626 53500 SH DEFINED 0 53500 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 478 12500 SH DEFINED 0 12500 0
BANCORPSOUTH INC COM 059692103 884 40400 SH DEFINED 0 40400 0
BANK HAWAII CORP COM 062540109 5550 119800 SH DEFINED 0 119800 0
BANK MONTREAL QUE COM 063671101 1119 27000 SH DEFINED 0 27000 0
BANK MUTUAL CORP NEW COM 063750103 33 2934 SH DEFINED 0 2934 0
BANK OF THE OZARKS INC COM 063904106 573 20800 SH DEFINED 0 20800 0
BANKATLANTIC BANCORP CL A 065908501 865 51000 SH DEFINED 0 51000 0
BANKNORTH GROUP INC NEW COM 06646R107 2485 73000 SH DEFINED 0 73000 0
BANKUNITED FINL CORP CL A 06652B103 538 18100 SH DEFINED 0 18100 0
BANTA CORP COM 066821109 162 3500 SH DEFINED 0 3500 0
BARD C R INC COM 067383109 3544 36300 SH DEFINED 0 36300 0
BARNES & NOBLE INC NOTE 5.250 3/1 067774AC3 264 250000 PRN DEFINED 0 250000 0
BARNES & NOBLE INC COM 067774109 2007 61553 SH DEFINED 0 61553 0
BAXTER INTL INC CORP UNITS 7% 071813406 648 12000 SH DEFINED 0 12000 0
BB&T CORP COM 054937107 106 3000 SH DEFINED 0 3000 0
BEAR STEARNS COS INC COM 073902108 3279 37400 SH DEFINED 0 37400 0
BECKMAN COULTER INC COM 075811109 873 16000 SH DEFINED 0 16000 0
BECTON DICKINSON & CO COM 075887109 582 12000 SH DEFINED 0 12000 0
BED BATH & BEYOND INC COM 075896100 7680 183300 SH DEFINED 0 181500 1800
BENNETT ENVIRONMENTAL INC COM 081906109 302 23800 SH DEFINED 0 23800 0
BERKLEY W R CORP COM 084423102 5302 132950 SH DEFINED 0 132950 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 491 450000 PRN DEFINED 0 450000 0
BEST BUY INC COM 086516101 1906 36850 SH DEFINED 0 35000 1850
BHA GROUP HLDGS INC COM 055446108 660 22000 SH DEFINED 0 22000 0
BHP BILLITON LTD SPONSORED ADR 088606108 695 37000 SH DEFINED 0 37000 0
BIG 5 SPORTING GOODS CORP COM 08915P101 38 1500 SH DEFINED 0 1500 0
BIO RAD LABS INC CL A 090572207 225 4000 SH DEFINED 0 4000 0
BIOMET INC COM 090613100 5069 132150 SH DEFINED 0 130750 1400
BJ SVCS CO COM 055482103 104 2400 SH DEFINED 0 2400 0
BJS WHOLESALE CLUB INC COM 05548J106 509 20000 SH DEFINED 0 20000 0
BLACK & DECKER CORP COM 091797100 569 10000 SH DEFINED 0 10000 0
BLUE COAT SYSTEMS INC COM NEW 09534T508 766 14296 SH DEFINED 0 14296 0
BMC SOFTWARE INC COM 055921100 1192 60963 SH DEFINED 0 60963 0
BOEING CO COM 097023105 66 1600 SH DEFINED 0 1600 0
BOISE CASCADE CORP COM 097383103 111 3200 SH DEFINED 0 3200 0
BOK FINL CORP COM NEW 05561Q201 399 9728 SH DEFINED 0 9728 0
BORG WARNER INC COM 099724106 763 9000 SH DEFINED 0 9000 0
BOSTON SCIENTIFIC CORP COM 101137107 6781 160000 SH DEFINED 0 160000 0
BOTTOMLINE TECH DEL INC COM 101388106 10 1050 SH DEFINED 0 1050 0
BRADLEY PHARMACEUTICALS INC COM 104576103 944 37500 SH DEFINED 0 37500 0
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 401 8500 SH DEFINED 0 8500 0
BRINKER INTL INC COM 109641100 8768 231150 SH DEFINED 0 231150 0
BRISTOL MYERS SQUIBB CO COM 110122108 758 31300 SH DEFINED 0 31300 0
BROADCOM CORP CL A 111320107 3954 101350 SH DEFINED 0 100000 1350
BROOKLINE BANCORP INC DEL COM 11373M107 1062 66600 SH DEFINED 0 66600 0
BROOKS AUTOMATION INC COM 114340102 1788 85000 SH DEFINED 0 85000 0
BROOKSTONE INC COM 114537103 381 13950 SH DEFINED 0 13950 0
BROWN FORMAN CORP CL B 115637209 1287 27000 SH DEFINED 0 27000 0
BROWN SHOE INC NEW COM 115736100 1093 30000 SH DEFINED 0 30000 0
BUNGE LIMITED COM G16962105 3137 78000 SH DEFINED 0 78000 0
BURLINGTON RES INC COM 122014103 954 15000 SH DEFINED 0 15000 0
BUTLER INTL INC NEW COM 123649105 10 5756 SH DEFINED 0 5756 0
C COR NET CORP COM 125010108 168 12000 SH DEFINED 0 12000 0
C H ROBINSON WORLDWIDE INC COM 12541W100 3146 75800 SH DEFINED 0 75800 0
CABOT CORP COM 127055101 656 20000 SH DEFINED 0 20000 0
CACHE INC COM NEW 127150308 10 323 SH DEFINED 0 323 0
CACI INTL INC CL A 127190304 2748 63900 SH DEFINED 0 63900 0
CADBURY SCHWEPPES PLC ADR 127209302 563 17500 SH DEFINED 0 17500 0
CALIFORNIA MICRO DEVICES COR COM 130439102 714 53345 SH DEFINED 0 53345 0
CALIFORNIA WTR SVC GROUP COM 130788102 710 25100 SH DEFINED 0 25100 0
CALLAWAY GOLF CO COM 131193104 380 20000 SH DEFINED 0 20000 0
CALLON PETE CO DEL PFD A CV EXCH 13123X201 122 4100 SH DEFINED 0 4100 0
CANADIAN NAT RES LTD COM 136385101 1875 33700 SH DEFINED 0 33700 0
CANADIAN NATL RY CO COM 136375102 3026 76950 SH DEFINED 0 76950 0
CANADIAN PAC RY LTD COM 13645T100 623 25750 SH DEFINED 0 25750 0
CANDELA CORP COM 136907102 620 45100 SH DEFINED 0 45100 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 1282 36300 SH DEFINED 0 36300 0
CAPITAL ONE FINL CORP COM 14040H105 196 2600 SH DEFINED 0 1600 1000
CARBO CERAMICS INC COM 140781105 1246 19800 SH DEFINED 0 19800 0
CARDINAL HEALTH INC COM 14149Y108 827 12000 SH DEFINED 0 12000 0
CAREER EDUCATION CORP COM 141665109 13974 247100 SH DEFINED 0 247100 0
CAREMARK RX INC COM 141705103 7250 218042 SH DEFINED 0 218042 0
CARLISLE COS INC COM 142339100 617 10900 SH DEFINED 0 10900 0
CARNIVAL CORP DBCV 2.000 4/1 143658AM4 386 300000 PRN DEFINED 0 300000 0
CARPENTER TECHNOLOGY CORP COM 144285103 355 10800 SH DEFINED 0 10800 0
CARRIER ACCESS CORP COM 144460102 208 17000 SH DEFINED 0 17000 0
CASH AMER INTL INC COM 14754D100 680 29500 SH DEFINED 0 29500 0
CATELLUS DEV CORP NEW COM 149113102 765 29412 SH DEFINED 0 29412 0
CATHAY GENERAL BANCORP COM 149150104 632 9600 SH DEFINED 0 9600 0
CATO CORP NEW CL A 149205106 904 45000 SH DEFINED 0 45000 0
CAVCO INDS INC DEL COM 149568107 1 40 SH DEFINED 0 0 40
CBL & ASSOC PPTYS INC COM 124830100 2484 40500 SH DEFINED 0 40500 0
CBRL GROUP INC COM 12489V106 4027 101600 SH DEFINED 0 101600 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 364 7000 SH DEFINED 0 7000 0
CEC ENTMT INC COM 125137109 500 14400 SH DEFINED 0 14400 0
CELESTICA INC NOTE 8/0 15101QAA6 543 1000000 PRN DEFINED 0 1000000 0
CEMEX S A SPON ADR 5 ORD 151290889 716 24000 SH DEFINED 0 24000 0
CENDANT CORP COM 151313103 732 30000 SH DEFINED 0 30000 0
CENDANT CORP DBCV 3.875%11/2 151313AN3 385 350000 PRN DEFINED 0 350000 0
CENTENE CORP DEL COM 15135B101 606 19800 SH DEFINED 0 19800 0
CENTERPOINT ENERGY INC COM 15189T107 400 35000 SH DEFINED 0 35000 0
CENTEX CORP COM 152312104 6293 116400 SH DEFINED 0 115000 1400
CENTRAL EUROPEAN DIST CORP COM 153435102 405 12500 SH DEFINED 0 12500 0
CENTRAL GARDEN & PET CO COM 153527106 641 17800 SH DEFINED 0 17800 0
CENTRAL PAC FINL CORP COM 154760102 274 9200 SH DEFINED 0 9200 0
CEPHALON INC COM 156708109 1049 18294 SH DEFINED 0 18294 0
CEPHALON INC NOTE 2.500%12/1 156708AE9 446 450000 PRN DEFINED 0 450000 0
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CERADYNE INC COM 156710105 181 5000 SH DEFINED 0 5000 0
CERAGON NETWORKS LTD ORD M22013102 22 3500 SH DEFINED 0 3500 0
CERNER CORP COM 156782104 1770 39244 SH DEFINED 0 39244 0
CHAMPS ENTMT INC DEL COM 158787101 10 1193 SH DEFINED 0 1193 0
CHARLES RIV LABS INTL INC COM 159864107 1054 24594 SH DEFINED 0 24594 0
CHARLES RIVER ASSOCIATES COM 159852102 229 7000 SH DEFINED 0 7000 0
CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 283 250000 PRN DEFINED 0 250000 0
CHARTER ONE FINL INC COM 160903100 5906 167039 SH DEFINED 0 167039 0
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 10 1070 SH DEFINED 0 1070 0
CHARTERMAC SH BEN INT 160908109 880 35500 SH DEFINED 0 35500 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 228 10000 SH DEFINED 0 10000 0
CHECKFREE CORP NEW COM 162813109 530 18000 SH DEFINED 0 18000 0
CHELSEA PPTY GROUP INC COM 163421100 2033 32300 SH DEFINED 0 32300 0
CHESAPEAKE CORP COM 165159104 239 10000 SH DEFINED 0 10000 0
CHESAPEAKE ENERGY CORP COM 165167107 2439 182000 SH DEFINED 0 182000 0
CHEVRONTEXACO CORP COM 166764100 1053 12000 SH DEFINED 0 12000 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 701 25200 SH DEFINED 0 25200 0
CHICOS FAS INC COM 168615102 6687 144114 SH DEFINED 0 143814 300
CHOICE HOTELS INTL INC COM 169905106 1728 38626 SH DEFINED 0 38626 0
CHUBB CORP EQUITY UTS 7% 171232507 173 6000 SH DEFINED 0 6000 0
CHURCH & DWIGHT INC COM 171340102 953 22000 SH DEFINED 0 22000 0
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CIT GROUP INC COM 125581108 799 21000 SH DEFINED 0 21000 0
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CITY HLDG CO COM 177835105 387 11200 SH DEFINED 0 11200 0
CITY NATL CORP COM 178566105 1042 17400 SH DEFINED 0 17400 0
CLAIRES STORES INC COM 179584107 1271 61000 SH DEFINED 0 57000 4000
CLARCOR INC COM 179895107 1669 37800 SH DEFINED 0 37800 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 9402 222000 SH DEFINED 0 222000 0
CLEVELAND CLIFFS INC COM 185896107 458 7000 SH DEFINED 0 7000 0
CLOROX CO DEL COM 189054109 93 1900 SH DEFINED 0 0 1900
CNET NETWORKS INC COM 12613R104 3143 303968 SH DEFINED 0 303968 0
COACH INC COM 189754104 8132 198400 SH DEFINED 0 198400 0
COGNITRONICS CORP COM 192432102 10 2789 SH DEFINED 0 2789 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 16069 355124 SH DEFINED 0 351149 3975
COGNOS INC COM 19244C109 2858 92000 SH DEFINED 0 92000 0
COLGATE PALMOLIVE CO COM 194162103 849 15400 SH DEFINED 0 13800 1600
COLUMBIA SPORTSWEAR CO COM 198516106 1351 24400 SH DEFINED 0 24400 0
COLUMBUS MCKINNON CORP N Y COM 199333105 389 50845 SH DEFINED 0 49645 1200
COMMERCE BANCORP INC NJ COM 200519106 19092 289794 SH DEFINED 0 287994 1800
COMMERCE BANCSHARES INC COM 200525103 1825 38245 SH DEFINED 0 38245 0
COMMERCIAL CAP BANCORP INC COM 20162L105 843 36800 SH DEFINED 0 36800 0
COMMUNITY FIRST BANKSHARES I COM 203902101 826 25700 SH DEFINED 0 25700 0
COMPASS BANCSHARES INC COM 20449H109 2654 64000 SH DEFINED 0 64000 0
COMPUTER ASSOC INTL INC NOTE 5.000% 3/1 204912AR0 250 200000 PRN DEFINED 0 200000 0
COMPUTER SCIENCES CORP COM 205363104 605 15000 SH DEFINED 0 15000 0
COMPUWARE CORP COM 205638109 296 40000 SH DEFINED 0 40000 0
COMPX INTERNATIONAL INC CL A 20563P101 10 741 SH DEFINED 0 741 0
COMSTOCK RES INC COM NEW 205768203 809 40700 SH DEFINED 0 40700 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 854 36800 SH DEFINED 0 36800 0
CONAGRA FOODS INC COM 205887102 760 28200 SH DEFINED 0 28200 0
CONCUR TECHNOLOGIES INC COM 206708109 146 13000 SH DEFINED 0 13000 0
CONNECTICUT BANCSHARES INC COM 207540105 364 7000 SH DEFINED 0 7000 0
CONNETICS CORP COM 208192104 573 26000 SH DEFINED 0 26000 0
CONOCOPHILLIPS COM 20825C104 140 2000 SH DEFINED 0 2000 0
CONSTELLATION BRANDS INC CL A 21036P108 3460 107800 SH DEFINED 0 107000 800
COOPER COS INC COM NEW 216648402 5357 99200 SH DEFINED 0 99200 0
COPART INC COM 217204106 4423 203525 SH DEFINED 0 202925 600
CORINTHIAN COLLEGES INC COM 218868107 3813 115524 SH DEFINED 0 115524 0
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