-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, JowHjJt4X0t8UeJi0u01g6f6olzLA1vuOCFLPXO8B4Cq9ms76wZm4IdqSMMEbNAK lBs4wB2+6f/njudmXefwpg== 0001085146-04-000190.txt : 20040506 0001085146-04-000190.hdr.sgml : 20040506 20040506164254 ACCESSION NUMBER: 0001085146-04-000190 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040506 EFFECTIVENESS DATE: 20040506 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VALUE LINE INC CENTRAL INDEX KEY: 0000717720 STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282] IRS NUMBER: 133139843 STATE OF INCORPORATION: NY FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00401 FILM NUMBER: 04785661 BUSINESS ADDRESS: STREET 1: 220 E 42ND ST CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129071500 13F-HR 1 valu1q04.txt VALUE LINE INC 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 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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 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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 CORPORATE EXECUTIVE BRD CO COM 21988R102 376 8000 SH DEFINED 0 8000 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1858 52200 SH DEFINED 0 52200 0 COSTAR GROUP INC COM 22160N109 376 10200 SH DEFINED 0 10200 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 259 300000 PRN DEFINED 0 300000 0 COSTCO WHSL CORP NEW COM 22160K105 511 13600 SH DEFINED 0 13600 0 COTT CORP QUE COM 22163N106 3830 130300 SH DEFINED 0 130300 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 2829 29500 SH DEFINED 0 29500 0 COVANCE INC COM 222816100 207 6000 SH DEFINED 0 6000 0 COVENTRY HEALTH CARE INC COM 222862104 2447 57800 SH DEFINED 0 57800 0 CP HOLDRS DEP RCPTS CP 12616K106 7994 136000 SH DEFINED 0 136000 0 CP SHIPS 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CORP NEW COM 25179M103 5277 90744 SH DEFINED 0 88494 2250 DIAMONDCLUSTER INTL INC COM 25278P106 463 48000 SH DEFINED 0 48000 0 DICKS SPORTING GOODS INC COM 253393102 1156 19875 SH DEFINED 0 19875 0 DIGITAS INC COM 25388K104 517 50200 SH DEFINED 0 50200 0 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 0 800 SH DEFINED 0 0 800 DIME CMNTY BANCSHARES COM 253922108 83 4080 SH DEFINED 0 4080 0 DIODES INC COM 254543101 135 6200 SH DEFINED 0 6200 0 DIONEX CORP COM 254546104 1261 23900 SH DEFINED 0 23900 0 DISCOVERY LABORATORIES INC N COM 254668106 570 47000 SH DEFINED 0 47000 0 DOCUCORP INTL INC COM 255911109 10 861 SH DEFINED 0 861 0 DOLLAR TREE STORES INC COM 256747106 370 12000 SH DEFINED 0 12000 0 DOMINION HOMES INC COM 257386102 10 276 SH DEFINED 0 276 0 DOMINION RES INC VA NEW COM 25746U109 1286 20000 SH DEFINED 0 20000 0 DONALDSON INC COM 257651109 2207 83200 SH DEFINED 0 80000 3200 DONNELLEY R R & SONS CO COM 257867101 0 45360 SH DEFINED 0 45360 0 DORAL FINL CORP COM 25811P100 1267 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COM 294549100 3767 84800 SH DEFINED 0 84800 0 EQUITY ONE COM 294752100 990 51500 SH DEFINED 0 51500 0 ERESEARCHTECHNOLOGY INC COM 29481V108 4991 177924 SH DEFINED 0 177524 400 ERICSSON L M TEL CO ADR B SEK 10 294821608 2455 88445 SH DEFINED 0 88445 0 ESCO TECHNOLOGIES INC COM 296315104 1213 26300 SH DEFINED 0 26300 0 ESS TECHNOLOGY INC COM 269151106 11 723 SH DEFINED 0 723 0 ESSEX PPTY TR INC COM 297178105 459 7000 SH DEFINED 0 7000 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 432 17400 SH DEFINED 0 17400 0 ETHYL CORP COM NEW 297659609 10 527 SH DEFINED 0 527 0 EVEREST RE GROUP LTD COM G3223R108 8151 95400 SH DEFINED 0 95400 0 EVERGREEN RES INC COM NO PAR 299900308 2705 78740 SH DEFINED 0 78740 0 EVERGREEN SOLAR INC COM 30033R108 10 4213 SH DEFINED 0 4213 0 EXACTECH INC COM 30064E109 184 10000 SH DEFINED 0 10000 0 EXELON CORP COM 30161N101 4063 59000 SH DEFINED 0 59000 0 EXPEDITORS INTL WASH INC COM 302130109 3298 83800 SH DEFINED 0 83800 0 EXPRESS SCRIPTS INC COM 302182100 3403 45650 SH DEFINED 0 44500 1150 F M C CORP COM NEW 302491303 856 20000 SH DEFINED 0 20000 0 FAIR ISAAC CORP COM 303250104 5024 139250 SH DEFINED 0 139250 0 FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 378 350000 PRN DEFINED 0 350000 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 8487 353201 SH DEFINED 0 349401 3800 FAIRMONT HOTELS RESORTS INC COM 305204109 22 875 SH DEFINED 0 875 0 FAMILY DLR STORES INC COM 307000109 4807 133700 SH DEFINED 0 131400 2300 FARGO ELECTRONICS INC COM 30744P102 192 17000 SH DEFINED 0 17000 0 FASTENAL CO COM 311900104 4225 78700 SH DEFINED 0 78700 0 FEDERAL HOME LOAN BANKS COMMON 3133X1T31 0 4500000 PRN DEFINED 0 4500000 0 FEDERAL NATL MTG ASSN COM 313586109 30 400 SH DEFINED 0 0 400 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 462 10000 SH DEFINED 0 10000 0 FEDERAL SIGNAL CORP COM 313855108 357 18000 SH DEFINED 0 18000 0 FEDEX CORP COM 31428X106 3683 49000 SH DEFINED 0 49000 0 FERRELLGAS PARTNERS L.P. 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FIRST TENN NATL CORP COM 337162101 2385 50000 SH DEFINED 0 50000 0 FIRSTFED FINL CORP COM 337907109 1356 29400 SH DEFINED 0 29400 0 FISERV INC COM 337738108 80 2250 SH DEFINED 0 2250 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 19195 348750 SH DEFINED 0 348750 0 FLAGSTAR BANCORP INC COM 337930101 1976 77050 SH DEFINED 0 77050 0 FLEETWOOD ENTERPRISES INC COM 339099103 335 27300 SH DEFINED 0 27300 0 FLEXTRONICS INTL LTD ORD Y2573F102 482 28200 SH DEFINED 0 28200 0 FLIR SYS INC COM 302445101 4780 125400 SH DEFINED 0 125400 0 FLORIDA ROCK INDS INC COM 341140101 169 4000 SH DEFINED 0 4000 0 FLOW INTL CORP COM 343468104 12 3613 SH DEFINED 0 3613 0 FLOWERS FOODS INC COM 343498101 79 3000 SH DEFINED 0 3000 0 FLOWSERVE CORP COM 34354P105 419 20000 SH DEFINED 0 20000 0 FMC TECHNOLOGIES INC COM 30249U101 324 12000 SH DEFINED 0 12000 0 FOOT LOCKER INC COM 344849104 8175 316871 SH DEFINED 0 316371 500 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 318 6000 SH DEFINED 0 6000 0 FORDING INC COMMON 345425100 0 581 SH DEFINED 0 581 0 FOREST LABS INC COM 345838106 14954 208800 SH DEFINED 0 207700 1100 FORTUNE BRANDS INC COM 349631101 16318 212950 SH DEFINED 0 212500 450 FOSSIL INC COM 349882100 1749 52600 SH DEFINED 0 52600 0 FOUNDRY NETWORKS INC COM 35063R100 1695 98740 SH DEFINED 0 98740 0 FOX ENTMT GROUP INC CL A 35138T107 2683 99000 SH DEFINED 0 99000 0 FREDS INC CL A 356108100 170 7000 SH DEFINED 0 7000 0 FREMONT GEN CORP COM 357288109 3999 130700 SH DEFINED 0 130700 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 13 500 SH DEFINED 0 0 500 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 3293 122000 SH DEFINED 0 122000 0 FROZEN FOOD EXPRESS INDS INC COM 359360104 10 1491 SH DEFINED 0 1491 0 FULTON FINL CORP PA COM 360271100 529 23750 SH DEFINED 0 23750 0 GALLAGHER ARTHUR J & CO COM 363576109 586 18000 SH DEFINED 0 18000 0 GANNETT INC COM 364730101 4116 46700 SH DEFINED 0 46700 0 GAP INC DEL COM 364760108 88 4000 SH DEFINED 0 4000 0 GEN-PROBE INC NEW COM 36866T103 894 26800 SH DEFINED 0 26800 0 GENENTECH INC COM NEW 368710406 17038 161007 SH DEFINED 0 160107 900 GENERAL ELEC CO COM 369604103 1148 37600 SH DEFINED 0 35000 2600 GENERAL GROWTH PPTYS INC COM 370021107 2109 60000 SH DEFINED 0 60000 0 GENERAL MARITIME CORP SHS Y2692M103 302 12000 SH DEFINED 0 12000 0 GENERAL MLS INC COM 370334104 560 12000 SH DEFINED 0 12000 0 GENERAL MTRS CORP DEB SR CV C 33 370442717 306 10000 SH DEFINED 0 10000 0 GENERAL MTRS CORP COM 370442105 85 1800 SH DEFINED 0 1800 0 GENESCO INC COM 371532102 2248 97000 SH DEFINED 0 97000 0 GENESEE & WYO INC CL A 371559105 795 32200 SH DEFINED 0 32200 0 GENTEX CORP COM 371901109 5031 116000 SH DEFINED 0 116000 0 GENTIVA HEALTH SERVICES INC COM 37247A102 756 48800 SH DEFINED 0 48800 0 GENZYME CORP COM GENL DIV 372917104 19 400 SH DEFINED 0 0 400 GEORGIA PAC CORP COM 373298108 7887 234100 SH DEFINED 0 233600 500 GERDAU S A SPONSORED ADR 373737105 559 24000 SH DEFINED 0 24000 0 GETTY RLTY CORP NEW COM 374297109 385 14500 SH DEFINED 0 14500 0 GEVITY HR INC COM 374393106 1618 55400 SH DEFINED 0 55400 0 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 231 26000 SH DEFINED 0 26000 0 GILEAD SCIENCES INC COM 375558103 144 2600 SH DEFINED 0 2600 0 GIVEN IMAGING ORD SHS M52020100 640 18700 SH DEFINED 0 18700 0 GLACIER BANCORP INC NEW COM 37637Q105 263 8140 SH DEFINED 0 8140 0 GLENAYRE TECHNOLOGIES INC COM 377899109 10 4267 SH DEFINED 0 4267 0 GLOBAL IMAGING SYSTEMS COM 37934A100 1555 46800 SH DEFINED 0 46800 0 GLOBAL PMTS INC COM 37940X102 1376 30523 SH DEFINED 0 30523 0 GLOBALSANTAFE CORP SHS G3930E101 666 24000 SH DEFINED 0 24000 0 GOLDEN TELECOM INC COM 38122G107 102 3000 SH DEFINED 0 3000 0 GOLDEN WEST FINL CORP DEL COM 381317106 15740 140600 SH DEFINED 0 140000 600 GOLDMAN SACHS GROUP INC COM 38141G104 115 1100 SH DEFINED 0 1100 0 GOTTSCHALKS INC COM 383485109 10 1827 SH DEFINED 0 1827 0 GRACO INC COM 384109104 1797 61725 SH DEFINED 0 61725 0 GREENPOINT FINL CORP COM 395384100 2601 59500 SH DEFINED 0 59500 0 GRIFFON CORP COM 398433102 495 22900 SH DEFINED 0 22900 0 GTECH HLDGS CORP COM 400518106 7996 135200 SH DEFINED 0 133900 1300 GUESS INC COM 401617105 6376 353626 SH DEFINED 0 352826 800 GUIDANT CORP COM 401698105 1077 17000 SH DEFINED 0 17000 0 GUILFORD PHARMACEUTICALS INC COM 401829106 51 7000 SH DEFINED 0 7000 0 GUITAR CTR MGMT INC COM 402040109 1608 43300 SH DEFINED 0 43300 0 HALLIBURTON CO COM 406216101 672 22100 SH DEFINED 0 20600 1500 HANCOCK HLDG CO COM 410120109 266 8600 SH DEFINED 0 8600 0 HARBOR FLA BANCSHARES INC COM 411901101 356 12300 SH DEFINED 0 12300 0 HARLEY DAVIDSON INC COM 412822108 2048 38400 SH DEFINED 0 38200 200 HARMAN INTL INDS INC COM 413086109 21983 276173 SH DEFINED 0 275998 175 HARRAHS ENTMT INC COM 413619107 1866 34000 SH DEFINED 0 34000 0 HARRIS CORP DEL COM 413875105 1162 24000 SH DEFINED 0 24000 0 HARRIS CORP DEL DBCV 3.500% 8/1 413875AH8 256 200000 PRN DEFINED 0 200000 0 HARRIS INTERACTIVE INC COM 414549105 408 49000 SH DEFINED 0 49000 0 HARTE-HANKS INC COM 416196103 1259 53750 SH DEFINED 0 53750 0 HARTFORD FINL SVCS GROUP INC COM 416515104 19 300 SH DEFINED 0 300 0 HARVEST NATURAL RESOURCES IN COM 41754V103 731 50000 SH DEFINED 0 50000 0 HASBRO INC COM 418056107 218 10000 SH DEFINED 0 10000 0 HCA INC COM 404119109 102 2500 SH DEFINED 0 2500 0 HCC INS HLDGS INC COM 404132102 2386 73800 SH DEFINED 0 73800 0 HEADWATERS INC COM 42210P102 3276 127865 SH DEFINED 0 127865 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 464 20000 SH DEFINED 0 20000 0 HEARTLAND EXPRESS INC COM 422347104 401 17600 SH DEFINED 0 17600 0 HELEN OF TROY CORP LTD COM G4388N106 5506 177568 SH DEFINED 0 177168 400 HERCULES INC COM 427056106 276 24000 SH DEFINED 0 24000 0 HERITAGE PPTY INVT TR INC COM 42725M107 939 30200 SH DEFINED 0 30200 0 HERLEY INDS INC DEL COM 427398102 295 15600 SH DEFINED 0 15600 0 HEWLETT PACKARD CO COM 428236103 818 35800 SH DEFINED 0 35000 800 HIBBETT SPORTING GOODS INC COM 428565105 700 18350 SH DEFINED 0 18350 0 HIBERNIA CORP CL A 428656102 869 37000 SH DEFINED 0 37000 0 HILLENBRAND INDS INC COM 431573104 1351 19900 SH DEFINED 0 19900 0 HOME DEPOT INC COM 437076102 10403 278459 SH DEFINED 0 276759 1700 HON INDS INC COM 438092108 546 14700 SH DEFINED 0 14700 0 HONEYWELL INTL INC COM 438516106 508 15000 SH DEFINED 0 15000 0 HOOKER FURNITURE CORP COM 439038100 232 10000 SH DEFINED 0 10000 0 HORMEL FOODS CORP COM 440452100 440 15000 SH DEFINED 0 15000 0 HOT TOPIC INC COM 441339108 52 1966 SH DEFINED 0 1966 0 HOVNANIAN ENTERPRISES INC CL A 442487203 52 1200 SH DEFINED 0 0 1200 HUDSON CITY BANCORP COM 443683107 2234 59300 SH DEFINED 0 59300 0 HUDSON RIV BANCORP INC COM 444128102 330 16000 SH DEFINED 0 16000 0 HUDSON UNITED BANCORP COM 444165104 137 3600 SH DEFINED 0 3600 0 HUGHES SUPPLY INC COM 444482103 3270 62400 SH DEFINED 0 62400 0 HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH1 725 750000 PRN DEFINED 0 750000 0 HUMANA INC COM 444859102 4162 218811 SH DEFINED 0 217111 1700 HUNT J B TRANS SVCS INC COM 445658107 1528 54250 SH DEFINED 0 51900 2350 I-FLOW CORP COM NEW 449520303 35 2500 SH DEFINED 0 2500 0 IBERIABANK CORP COM 450828108 353 6000 SH DEFINED 0 6000 0 ICICI BK LTD ADR 45104G104 622 39000 SH DEFINED 0 39000 0 IDENTIX INC COM 451906101 35 6000 SH DEFINED 0 6000 0 IDEXX LABS INC COM 45168D104 9887 173847 SH DEFINED 0 173847 0 IDX SYS CORP COM 449491109 7105 205355 SH DEFINED 0 205355 0 ILEX ONCOLOGY INC COM 451923106 368 15400 SH DEFINED 0 15400 0 IMAGISTICS INTERNATIONAL INC COM 45247T104 1608 36500 SH DEFINED 0 36500 0 IMC GLOBAL INC COM 449669100 501 35000 SH DEFINED 0 35000 0 IMMUCOR INC COM 452526106 444 24500 SH DEFINED 0 24500 0 IMPAC MTG HLDGS INC COM 45254P102 3278 120500 SH DEFINED 0 120500 0 IMPAX LABORATORIES INC COM 45256B101 1926 86100 SH DEFINED 0 86100 0 IMPERIAL OIL LTD COM NEW 453038408 673 15000 SH DEFINED 0 15000 0 INAMED CORP COM 453235103 4388 82350 SH DEFINED 0 82350 0 INCO LTD COM 453258402 6647 191947 SH DEFINED 0 190367 1580 INDEPENDENT BANK CORP MICH COM 453838104 184 6614 SH DEFINED 0 6614 0 INDUSTRIAL DISTR GROUP INC COM 456061100 10 1250 SH DEFINED 0 1250 0 INET TECHNOLOGIES INC COM 45662V105 37 3000 SH DEFINED 0 3000 0 INFINITY PPTY & CAS CORP COM 45665Q103 468 14900 SH DEFINED 0 14900 0 INFOSPACE INC COM NEW 45678T201 2428 62471 SH DEFINED 0 62471 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1082 16000 SH DEFINED 0 16000 0 INGRAM MICRO INC CL A 457153104 10019 553550 SH DEFINED 0 551950 1600 INKINE PHARMACEUTICALS INC COM 457214104 29 5600 SH DEFINED 0 5600 0 INSIGHT ENTERPRISES INC COM 45765U103 635 33000 SH DEFINED 0 33000 0 INSPIRE PHARMACEUTICALS INC COM 457733103 11 877 SH DEFINED 0 877 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 982 32200 SH DEFINED 0 32200 0 INTEL CORP COM 458140100 1365 50200 SH DEFINED 0 49200 1000 INTERACTIVE DATA CORP COM 45840J107 124 7000 SH DEFINED 0 7000 0 INTERACTIVE INTELLIGENCE INC COM 45839M103 10 1725 SH DEFINED 0 1725 0 INTERGRAPH CORP COM 458683109 1104 45500 SH DEFINED 0 45500 0 INTERMET CORP COM 45881K104 27 6000 SH DEFINED 0 6000 0 INTERNATIONAL BANCSHARES COR COM 459044103 461 8750 SH DEFINED 0 8750 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 316 8900 SH DEFINED 0 8900 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 32445 721631 SH DEFINED 0 720731 900 INTERNATIONAL RECTIFIER NOTE 4.250 7/1 460254AD7 252 250000 PRN DEFINED 0 250000 0 INTERPHASE CORP COM 460593106 10 835 SH DEFINED 0 835 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 341 30000 SH DEFINED 0 30000 0 INTERWAVE COMMUNCTNS INT ORD G4911N102 0 2475 SH DEFINED 0 2475 0 INTL PAPER CO COM 460146103 106 2500 SH DEFINED 0 2500 0 INVERESK RESH GROUP INC COM 461238107 571 20100 SH DEFINED 0 20100 0 INVESTORS FINL SERVICES CORP COM 461915100 2033 49240 SH DEFINED 0 49240 0 INVITROGEN CORP COM 46185R100 6990 97498 SH DEFINED 0 97498 0 IOS CAP LLC SDCV 5.000 5/0 462230AA1 382 350000 PRN DEFINED 0 350000 0 IPC HLDGS LTD ORD G4933P101 1064 27000 SH DEFINED 0 27000 0 IRON MTN INC PA COM 462846106 3843 86100 SH DEFINED 0 86100 0 ISLE OF CAPRI CASINOS INC COM 464592104 251 10000 SH DEFINED 0 10000 0 ISTAR FINL INC COM 45031U101 3151 74500 SH DEFINED 0 74500 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 1186 38000 SH DEFINED 0 38000 0 ITT INDS INC IND COM 450911102 8228 107800 SH DEFINED 0 107800 0 IXIA COM 45071R109 10 931 SH DEFINED 0 931 0 J & J SNACK FOODS CORP COM 466032109 10 231 SH DEFINED 0 231 0 JACOBS ENGR GROUP INC DEL COM 469814107 4141 92850 SH DEFINED 0 92100 750 JARDEN CORP COM 471109108 4247 119600 SH DEFINED 0 119600 0 JEFFERSON PILOT CORP COM 475070108 550 10000 SH DEFINED 0 10000 0 JLG INDS INC COM 466210101 358 25000 SH DEFINED 0 25000 0 JOHNSON & JOHNSON COM 478160104 1760 34700 SH DEFINED 0 32000 2700 JOHNSON CTLS INC COM 478366107 6932 117200 SH DEFINED 0 116000 1200 JONES APPAREL GROUP INC COM 480074103 108 3000 SH DEFINED 0 3000 0 JOS A BANK CLOTHIERS INC COM 480838101 98 2700 SH DEFINED 0 2700 0 JOY GLOBAL INC COM 481165108 1234 44000 SH DEFINED 0 44000 0 JUNIPER NETWORKS INC COM 48203R104 8080 310545 SH DEFINED 0 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