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, 2002
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 14, 2002
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: 727
Form13F Information Table Value Total: $2,229,015 (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 7478 68000 SH DEFINED 0 68000 0
99 CENTS ONLY STORES COM 65440K106 1144 55265 SH DEFINED 0 55265 0
A C MOORE ARTS 8 CRAFTS INC COM 00086T103 520 24600 SH DEFINED 0 24600 0
AAON INC COM PAR 50.004 000360206 178 10525 SH DEFINED 0 10525 0
ABERCROMBIE & FITCH CO CL A 002896207 12534 637200 SH DEFINED 0 637200 0
ABM INDS INC COM 000957100 169 12000 SH DEFINED 0 12000 0
ACCREDO HEALTH INC COM 00437V104 1545 32400 SH DEFINED 0 32400 0
ACTION PERFORMANCE COS COM 004933107 900 35000 SH DEFINED 0 35000 0
ACTIVISION INC NEW COM NEW 004930202 2129 88950 SH DEFINED 0 88950 0
ADOBE SYS INC COM 00724F101 287 15000 SH DEFINED 0 15000 0
ADVANCED AUTO PARTS INC COM 00751Y106 833 15800 SH DEFINED 0 15800 0
ADVANCED NEUROMODULATION SYS COM 00757T101 256 7700 SH DEFINED 0 7700 0
AFFILIATED COMPUTER SERVICES CL A 008190100 8936 210000 SH DEFINED 0 210000 0
AFFILIATED COMPUTER SERVICES SUB NT CV 3.5%06 008190AF7 302 250000 PRN DEFINED 0 250000 0
AFFILIATED MANAGERS GROUP LYON ZERO 21 008252AC2 341 400000 PRN DEFINED 0 400000 0
AFFILIATED MANAGERS GROUP COM 008252108 669 15000 SH DEFINED 0 15000 0
AFLAC INC COM 001055102 6577 214300 SH DEFINED 0 214300 0
AGCO CORP COM 001084102 1698 73200 SH DEFINED 0 73200 0
AGILENT TECHNOLOGIES INC DBCV 3.000% 12/0 00846UAB7 282 350000 PRN DEFINED 0 350000 0
AIR PRODS & CHEMS INC COM 009158106 2869 68300 SH DEFINED 0 68300 0
AIRBORNE INC NOTE 5.750 4/0 009269AA9 186 200000 PRN DEFINED 0 200000 0
AKAMAI TECHNOLOGIES INC NOTE 5.500 7/0 00971TAA9 255 750000 PRN DEFINED 0 750000 0
AKAMAI TECHNOLOGIES INC SB NT CV 5.5%07 00971TAC5 255 750000 PRN DEFINED 0 750000 0
ALABAMA NATL BANCORP DELA COM 010317105 213 4700 SH DEFINED 0 4700 0
ALBEMARLE CORP COM 012653101 951 37600 SH DEFINED 0 37600 0
ALBERTO CULVER CO CL B CONV 013068101 245 5000 SH DEFINED 0 5000 0
ALLEGHANY CORP DEL COM 017175100 569 3000 SH DEFINED 0 3000 0
ALLIANT TECHSYSTEMS INC COM 018804104 4296 62037 SH DEFINED 0 62037 0
ALLTEL CORP COM 020039103 602 15000 SH DEFINED 0 15000 0
ALZA CORP SDCV 0. 07/2 02261WAA7 471 600000 PRN DEFINED 0 600000 0
AMDOCS LTD ORD G02602103 64 10000 SH DEFINED 0 10000 0
AMERICAN AXLE & MFG HLDGS INC PUT 024061103 7272 291100 SH DEFINED 0 290800 300
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 147 12200 SH DEFINED 0 12000 200
AMERICAN INTL GROUP INC COM 026874107 26041 476066 SH DEFINED 0 473021 3045
AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 808 1300000 PRN DEFINED 0 1300000 0
AMERICAN MED SYS HLDGS INC COM 02744M108 1017 49000 SH DEFINED 0 49000 0
AMERICAN NATL FINL INC COM 027717107 126 10000 SH DEFINED 0 10000 0
AMERICAN PWR CONVERSION CORP COM 029066107 96 10000 SH DEFINED 0 10000 0
AMERICAN STD COS INC DEL COM 029712106 5153 81000 SH DEFINED 0 81000 0
AMERICAN WOODMARK CORP COM 030506109 497 9800 SH DEFINED 0 9800 0
AMERIGROUP CORP COM 03073T102 201 6000 SH DEFINED 0 6000 0
AMERISOURCEBERGEN CORP COM 03073E105 5564 77900 SH DEFINED 0 77900 0
AMERISTAR CASINOS INC COM 03070Q101 286 15100 SH DEFINED 0 15100 0
AMETEK INC NEW COM 031100100 917 31500 SH DEFINED 0 31500 0
AMGEN INC COM 031162100 22578 541448 SH DEFINED 0 540948 500
ANADARKO PETE CORP DBCV 3/0 032511AP2 491 800000 PRN DEFINED 0 800000 0
ANALOG DEVICES INC SB NT CV 4.75.05 032654AD7 390 400000 PRN DEFINED 0 400000 0
ANHEUSER BUSCH COS INC COM 035229103 21206 419100 SH DEFINED 0 419100 0
ANNALY MTG MGMT INC COM 035710409 1199 65000 SH DEFINED 0 65000 0
ANNTAYLOR STORES CORP COM 036115103 14237 618200 SH DEFINED 0 618200 0
ANNTAYLOR STORES CORP SDCV .550 6/1 036115AA1 276 450000 PRN DEFINED 0 450000 0
ANSYS INC COM 03662Q105 689 40000 SH DEFINED 0 40000 0
ANTHEM INC COM 03674B104 5979 91986 SH DEFINED 0 91986 0
ANWORTH MORTGAGE ASSET CP COM 037347101 293 24000 SH DEFINED 0 24000 0
APOLLO GROUP INC CL A 037604105 9254 213075 SH DEFINED 0 213075 0
APPLEBEES INTL INC COM 037899101 2916 133050 SH DEFINED 0 133050 0
APPLIED MATLS INC COM 038222105 125 10800 SH DEFINED 0 10000 800
ARAMARK CORP CL B 038521100 210 10000 SH DEFINED 0 10000 0
ARBITRON INC COM 03875Q108 682 20000 SH DEFINED 0 20000 0
ARCHER DANIELS MIDLAND CO COM 039483102 225 18000 SH DEFINED 0 18000 0
ARGOSY GAMING CO COM 040228108 298 13000 SH DEFINED 0 13000 0
ARROW ELECTRS INC DBCV 2/2 042735AY6 245 600000 PRN DEFINED 0 600000 0
ARVINMERITOR INC COM 043353101 823 44000 SH DEFINED 0 44000 0
ASM LITHOGRAPHY HOLDING NOTE 4.250 11/3 00207EAB6 219 300000 PRN DEFINED 0 300000 0
AT HOME CORP NOTE 4.750 12/1 045919AD9 100 500000 PRN DEFINED 0 500000 0
ATI TECHNOLOGIES INC COM 001941103 50 10000 SH DEFINED 0 10000 0
AUTOZONE INC COM 053332102 5599 71000 SH DEFINED 0 71000 0
AVON PRODS INC COM 054303102 2582 56000 SH DEFINED 0 56000 0
AZTAR CORP COM 054802103 304 23000 SH DEFINED 0 23000 0
BALL CORP COM 058498106 1058 21000 SH DEFINED 0 21000 0
BANCORPSOUTH INC COM 059692103 676 34300 SH DEFINED 0 34300 0
BANDAG INC COM 059815100 214 7000 SH DEFINED 0 7000 0
BANK HAWAII CORP COM 062540109 3270 117200 SH DEFINED 0 117200 0
BANK ONE CORP COM 06423A103 374 10000 SH DEFINED 0 10000 0
BANKATLANTIC BANCORP CL A 065908501 458 51000 SH DEFINED 0 51000 0
BANKNORTH GROUP INC NEW COM 06646R107 3396 143000 SH DEFINED 0 143000 0
BANKUNITED FINL CORP CL A 06652B103 179 11200 SH DEFINED 0 11200 0
BANTA CORP COM 066821109 1150 32400 SH DEFINED 0 32400 0
BARR LABS INC COM 068306109 623 10000 SH DEFINED 0 10000 0
BARRA INC COM 068313105 492 18000 SH DEFINED 0 18000 0
BAXTER INTL INC COM 071813109 458 15000 SH DEFINED 0 15000 0
BAXTER INTL INC DBCV 1.250% 6/0 071813AR0 294 300000 PRN DEFINED 0 300000 0
BB&T CORP COM 054937107 14475 413100 SH DEFINED 0 413100 0
BEA SYS INC NOTE 4.000 12/1 073325AC6 384 500000 PRN DEFINED 0 500000 0
BED BATH & BEYOND INC COM 075896100 42010 1289850 SH DEFINED 0 1278900 10950
BELL ATLANTIC CONV BOND 144A 07785GAC4 1010 1000000 PRN DEFINED 0 1000000 0
BELO CORP COM SER A 080555105 1085 49600 SH DEFINED 0 49600 0
BEMIS INC COM 081437105 3004 60800 SH DEFINED 0 60800 0
BENTLEY PHARMACEUTICALS INC COM 082657107 128 15000 SH DEFINED 0 15000 0
BERKLEY W R CORP COM 084423102 1275 37500 SH DEFINED 0 37500 0
BEST BUY INC COM 086516101 259 11600 SH DEFINED 0 0 11600
BHP BILLITON LTD SPONSORED ADR 088606108 244 25000 SH DEFINED 0 25000 0
BIG LOTS INC COM 089302103 1045 66000 SH DEFINED 0 66000 0
BIOMET INC COM 090613100 17444 655050 SH DEFINED 0 650050 5000
BIO-REFERENCE LABS INC COM S.O1 NEW 09057G602 137 21000 SH DEFINED 0 21000 0
BISYS GROUP INC COM 055472104 3258 195000 SH DEFINED 0 195000 0
BISYS GROUP INC SB NT CV 4%.06 055472AB0 229 250000 PRN DEFINED 0 250000 0
BJ SVCS CO COM 055482103 9435 362900 SH DEFINED 0 362900 0
BLACK & DECKER CORP COM 091797100 1174 28000 SH DEFINED 0 28000 0
BLOCK H & R INC COM 093671105 8906 212000 SH DEFINED 0 212000 0
BLOCKBUSTER INC CL A 093679108 3274 132000 SH DEFINED 0 132000 0
BLUE RHINO CORP COM 095811105 203 13300 SH DEFINED 0 13300 0
BOB EVANS FARMS INC COM 096761101 948 40000 SH DEFINED 0 40000 0
BOEING CO COM 097023105 840 24600 SH DEFINED 0 24600 0
BOISE CASCADE CV PFD $7.500 097383855 315 8000 SH DEFINED 0 8000 0
BORLAND SOFTWARE CORP COM 099849101 78 10000 SH DEFINED 0 10000 0
BOYD GAMING CORP COM 103304101 896 48000 SH DEFINED 0 48000 0
BRIGGS & STRATTON CORP NOTE 5.000% 5/1 109043AE9 253 250000 PRN DEFINED 0 250000 0
BRINKER INTL INC COM 109641100 7717 297950 SH DEFINED 0 297950 0
BRINKER INTL INC DBCV 10/1 109641AC4 252 400000 PRN DEFINED 0 400000 0
BROOKLINE BANCORP INC DE COMMON 11373M107 343 29200 SH DEFINED 0 29200 0
BROWN & BROWN INC COM 115236101 1011 33700 SH DEFINED 0 33700 0
BRUNSWICK CORP COM 117043109 867 41200 SH DEFINED 0 41200 0
BURR BROWN CORP NOTE 4.250 2/1 122574AD8 248 250000 PRN DEFINED 0 250000 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 190 21000 SH DEFINED 0 21000 0
CANADIAN NAT RES LTD COM 136385101 636 20000 SH DEFINED 0 20000 0
CANADIAN PAC RY LTD COM 13645T100 716 39250 SH DEFINED 0 39250 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 802 32100 SH DEFINED 0 32100 0
CARDINAL HEALTH INC COM 14149Y108 9314 149750 SH DEFINED 0 144850 4900
CAREER EDUCATION CORP COM 141665109 6193 129000 SH DEFINED 0 129000 0
CAREMARK RX INC COM 141705103 2992 176000 SH DEFINED 0 176000 0
CARNIVAL CORP DBCV 2.000 4/1 143658AM4 458 450000 PRN DEFINED 0 450000 0
CBRL GROUP INC COM 12489V106 3097 135700 SH DEFINED 0 135700 0
CENDANT CORP COM 151313103 2787 259000 SH DEFINED 0 258000 1000
CENDANT CORP DEBT 2/1 151313AF0 490 800000 PRN DEFINED 0 800000 0
CENTEX CORP COM 152312104 11921 268800 SH DEFINED 0 265200 3600
CEPHALON INC COM 156708109 2114 51800 SH DEFINED 0 50000 1800
CEPHALON INC NOTE 2.500 12/1 156708AE9 166 200000 PRN DEFINED 0 200000 0
CERNER CORP COM 156782104 4556 129400 SH DEFINED 0 129400 0
CERTEGY INC COM 156880106 567 28200 SH DEFINED 0 28200 0
CHARLES RIV LABS INTL INC COM 159864107 3690 94000 SH DEFINED 0 94000 0
CHARMING SHOPPES INC COM 161133103 128 19000 SH DEFINED 0 19000 0
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 37 20000 SH DEFINED 0 20000 0
CHARTER COMMUNICATIONS INC DEL SUB NT CV5.75%05 16117MAB3 100 200000 PRN DEFINED 0 200000 0
CHARTER ONE FINL INC COM 160903100 5767 194039 SH DEFINED 0 194039 0
CHATTEM INC COM 162456107 457 11200 SH DEFINED 0 11200 0
CHEESECAKE FACTORY INC COM 163072101 12640 423750 SH DEFINED 0 423750 0
CHELSEA PPTY GROUP INC COM 163421100 1283 38000 SH DEFINED 0 38000 0
CHESAPEAKE CORP COM 165159104 166 11100 SH DEFINED 0 11100 0
CHESAPEAKE ENERGY CORP COM 165167107 99 15000 SH DEFINED 0 15000 0
CHEVRONTEXACO CORP COM 166764100 693 10000 SH DEFINED 0 10000 0
CHICOS FAS INC COM 168615102 3393 213000 SH DEFINED 0 213000 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 283 25000 SH DEFINED 0 25000 0
CHOICE HOTELS INTL INC COM 169905106 206 8900 SH DEFINED 0 8900 0
CHOICEPOINT INC COM 170388102 2804 78666 SH DEFINED 0 78666 0
CHRISTOPHER & BANKS CORP COM 171046105 1519 60450 SH DEFINED 0 60450 0
CHURCH & DWIGHT INC COM 171340102 1107 33400 SH DEFINED 0 33400 0
CIENA CORP NT CONV 3.75%08 171779AA9 143 250000 PRN DEFINED 0 250000 0
CINERGY CORP COM 172474108 314 10000 SH DEFINED 0 10000 0
CINTAS CORP COM 172908105 608 14500 SH DEFINED 0 14500 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 182 12000 SH DEFINED 0 12000 0
CITIGROUP INC COM 172967101 37257 1256556 SH DEFINED 0 1252456 4100
CITY HLDG CO COM 177835105 219 8500 SH DEFINED 0 8500 0
CITY NATL CORP COM 178566105 1567 33500 SH DEFINED 0 33500 0
CLARCOR INC COM 179895107 206 6700 SH DEFINED 0 6700 0
CLOROX CO DEL COM 189054109 8044 200200 SH DEFINED 0 200200 0
CNF INC COM 12612W104 314 10000 SH DEFINED 0 10000 0
COACH INC COM 189754104 2995 117000 SH DEFINED 0 117000 0
COCA COLA CO COM 191216100 17304 360800 SH DEFINED 0 360800 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 1345 23400 SH DEFINED 0 23000 400
COINSTAR INC COM 19259P300 508 19700 SH DEFINED 0 19700 0
COLE KENNETH PRODTNS INC CL A 193294105 599 29500 SH DEFINED 0 29500 0
COLGATE PALMOLIVE CO COM 194162103 15057 279100 SH DEFINED 0 274600 4500
COLONIAL BANCGROUP INC COM 195493309 236 19000 SH DEFINED 0 19000 0
COLUMBIA SPORTSWEAR CO COM 198516106 917 26400 SH DEFINED 0 26400 0
COMCAST CORP CL A SPL 200300200 626 30000 SH DEFINED 0 30000 0
COMMERCE BANCORP INC NJ COM 200519106 10749 258950 SH DEFINED 0 250200 8750
COMMERCE BANCSHARES INC COM 200525103 1121 28700 SH DEFINED 0 28700 0
COMMERCIAL METALS CO COM 201723103 265 14800 SH DEFINED 0 14800 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 633 22700 SH DEFINED 0 22700 0
COMMUNITY HEALTH SYS INC NEWCO COM 203668108 594 22300 SH DEFINED 0 22300 0
COMPASS BANCSHARES INC COM 20449H109 3294 111700 SH DEFINED 0 111700 0
CONAGRA FOODS INC COM 205887102 452 18200 SH DEFINED 0 18200 0
CONSTELLATION BRANDS INC CL A 21036P108 5054 218800 SH DEFINED 0 218000 800
COOPER COS INC COM NEW 216648402 2310 44000 SH DEFINED 0 44000 0
COOPER TIRE & RUBR CO COM 216831107 323 20000 SH DEFINED 0 20000 0
COORS ADOLPH CO CL B 217016104 1520 27000 SH DEFINED 0 27000 0
CORINTHIAN COLLEGES INC COM 218868107 2000 53000 SH DEFINED 0 53000 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 228 300000 PRN DEFINED 0 300000 0
COSTCO WHSL CORP NEW COM 22160K105 11511 355600 SH DEFINED 0 353000 2600
COVENTRY HEALTH CARE INC COM 222862104 780 24000 SH DEFINED 0 24000 0
COX RADIO INC CL A 224051102 366 14000 SH DEFINED 0 14000 0
CP HOLDRS DEP RCPTS CP 12616K106 5619 138000 SH DEFINED 0 138000 0
CSK AUTO CORP COM 125965103 150 12000 SH DEFINED 0 12000 0
CSX CORP DBCV 10/3 126408GA5 164 200000 PRN DEFINED 0 200000 0
CUMULUS MEDIA INC CL A 231082108 1112 63000 SH DEFINED 0 63000 0
D R NORTON INC COM 23331A109 5264 282700 SH DEFINED 0 278600 4100
DANAHER CORP DEL COM 235851102 2928 51500 SH DEFINED 0 51500 0
DARDEN RESTAURANTS INC COM 237194105 7188 296550 SH DEFINED 0 296550 0
DAVITA INC COM 23918K108 1450 61427 SH DEFINED 0 61427 0
DEAN FOODS CO NEW COM 242370104 3982 100102 SH DEFINED 0 100102 0
DEL MONTE FOODS CO COM 24522P103 294 36000 SH DEFINED 0 36000 0
DELL COMPUTER CORP COM 247025109 13873 590100 SH DEFINED 0 581900 8200
DELPHI AUTOMOTIVE SYS CORP COM 247126105 86 10000 SH DEFINED 0 10000 0
DELUXE CORP COM 248019101 3668 81400 SH DEFINED 0 81400 0
DENTSPLY INTL INC NEW COM 249030107 2691 67000 SH DEFINED 0 67000 0
DEVRY INC DEL COM 251893103 186 10000 SH DEFINED 0 10000 0
DIAL CORP NEW COM 25247D101 751 35000 SH DEFINED 0 35000 0
DIAMOND OFFSHORE DRILLING INC SR DB CV 1.5%31 25271CAE2 223 250000 PRN DEFINED 0 250000 0
DOCUCORP INTL INC COM 255911109 209 19300 SH DEFINED 0 19300 0
DOLE FOOD INC COM 256605106 1698 58500 SH DEFINED 0 58500 0
DOLLAR TREE STORES INC COM 256747106 2092 94900 SH DEFINED 0 94900 0
DONALDSON INC COM 257651109 961 28000 SH DEFINED 0 28000 0
DORAL FINL CORP COM 25811P100 1231 51000 SH DEFINED 0 51000 0
DOW CHEM CO COM 260543103 410 15000 SH DEFINED 0 15000 0
DRS TECHNOLOGIES INC COM 23330X100 957 25700 SH DEFINED 0 25700 0
DST SYS INC DEL COM 233326107 1179 40000 SH DEFINED 0 40000 0
DUKE ENERGY CORP COM 264399106 196 10000 SH DEFINED 0 10000 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 3025 90000 SH DEFINED 0 90000 0
E M C CORP MASS COM 268648102 69 15000 SH DEFINED 0 15000 0
EAST WEST BANCORP INC COM 27579R104 213 6300 SH DEFINED 0 6300 0
EASTMAN KODAK CO COM 277461109 681 25000 SH DEFINED 0 25000 0
EBAY INC COM 278642103 9543 180700 SH DEFINED 0 179400 1300
ECHELON CORP COM 27874N105 87 10000 SH DEFINED 0 10000 0
ECHOSTAR COMMUNICATIONS NOTE 4.875 1/0 278762AB5 226 300000 PRN DEFINED 0 300000 0
ECOLAB INC COM 278865100 3297 79000 SH DEFINED 0 79000 0
EDUCATION MGMT CORP COM 28139T101 13879 313500 SH DEFINED 0 309200 4300
ELECTRONIC ARTS INC COM 285512109 17641 267450 SH DEFINED 0 264100 3350
ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 335 12200 SH DEFINED 0 12200 0
EMCOR GROUP INC COM 29084Q100 1491 30000 SH DEFINED 0 30000 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 745 17000 SH DEFINED 0 17000 0
ENCANA CORP COM 292505104 674 22394 SH DEFINED 0 22394 0
ENERGIZER HLDGS INC COM 29266R108 1377 45300 SH DEFINED 0 45300 0
ENNIS BUSINESS FORMS INC COM 293389102 170 13000 SH DEFINED 0 13000 0
ENSCO INTL INC COM 26874Q100 451 18000 SH DEFINED 0 18000 0
ENTEGRIS INC COM 29362U104 311 40000 SH DEFINED 0 40000 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1004 21200 SH DEFINED 0 21200 0
ENTERCOM COMMUNICTIONS C TIDES CV 6.25% 29363P104 202 3500 SH DEFINED 0 3500 0
ENTERGY CORP NEW COM 29364G103 915 22000 SH DEFINED 0 22000 0
ENTRUST INC COM 293848107 63 20000 SH DEFINED 0 20000 0
EON LABS INC COM 29412E100 216 10000 SH DEFINED 0 10000 0
EQUIFAX INC COM 294429105 2613 120200 SH DEFINED 0 120200 0
ERESEARCHTECHNOLOGY INC COM 29481V108 218 11800 SH DEFINED 0 11800 0
ETHAN ALLEN INTERIORS INC COM 297602104 680 21000 SH DEFINED 0 21000 0
EVEREST RE GROUP LTD COM G3223R108 4718 86000 SH DEFINED 0 86000 0
EVI INC SUB DBCV 5% 268939402 391 8000 SH DEFINED 0 8000 0
EXACT SCIENCES CORP COM 30063P105 203 15200 SH DEFINED 0 15200 0
EXPEDIA INC COM 302125109 760 15000 SH DEFINED 0 15000 0
EXPRESS SCRIPTS INC COM 302182100 9099 166900 SH DEFINED 0 166900 0
FACTSET RESH SYS INC COM 303075105 611 23000 SH DEFINED 0 23000 0
FAIR ISAAC & CO INC COM 303250104 2927 89500 SH DEFINED 0 89500 0
FAMILY DLR STORES INC COM 307000109 4185 155700 SH DEFINED 0 153400 2300
FASTENAL CO COM 311900104 2896 91700 SH DEFINED 0 91700 0
FEDERAL HOME LN MTG CORP COM 313400301 16384 293100 SH DEFINED 0 289400 3700
FEDERAL NATL MTG ASSN COM 313586109 8300 139400 SH DEFINED 0 137800 1600
FEDEX CORP COM 31428X106 501 10000 SH DEFINED 0 10000 0
FEI CO SB NT CONV 5.5%0 30241LAB5 219 300000 PRN DEFINED 0 300000 0
FERRELLGAS PARTNERS LP UNIT LTD PART 315293100 427 21400 SH DEFINED 0 21400 0
FERRO CORP COM 315405100 277 12000 SH DEFINED 0 12000 0
FIDELITY NATL FINL INC COM 316326107 1378 47960 SH DEFINED 0 47960 0
FIFTH THIRD BANCORP COM 316773100 45154 737447 SH DEFINED 0 736347 1100
FINANCIAL FED CORP COM 317492106 210 6600 SH DEFINED 0 6600 0
FIRST BANCORP P R COM 318672102 324 8500 SH DEFINED 0 8500 0
FIRST DATA CORP COM 319963104 2627 94000 SH DEFINED 0 94000 0
FIRST DATA CORP SR CV DBT SEC 08 319963AD6 631 600000 PRN DEFINED 0 600000 0
FIRST HEALTH GROUP CORP COM 320960107 3227 119000 SH DEFINED 0 119000 0
FIRST MIDWEST BANCORP DEL COM 320867104 898 33450 SH DEFINED 0 33450 0
FIRST NIAGARA FINL GROUP INC COM 33582U100 202 6400 SH DEFINED 0 6400 0
FIRST TENN NATL CORP COM 337162101 693 20000 SH DEFINED 0 20000 0
FISERV INC COM 337738108 19782 704475 SH DEFINED 0 704475 0
FISHER SCIENTIFIC INTL INC COM NEW 338032204 9187 302700 SH DEFINED 0 302700 0
FLAGSTAR BANCORP INC COM 337930101 219 10575 SH DEFINED 0 10575 0
FLEMING COS INC NOTE 5.250% 3/1 339130AR7 184 500000 PRN DEFINED 0 500000 0
FLIR SYS INC COM 302445101 665 19000 SH DEFINED 0 19000 0
FLOWSERVE CORP COM 34354P105 200 20000 SH DEFINED 0 20000 0
FNB CORP PA COM 302520101 364 13000 SH DEFINED 0 13000 0
FOREST LABS INC COM 345838106 21126 257600 SH DEFINED 0 257600 0
FORTUNE BRANDS INC COM 349631101 3429 72500 SH DEFINED 0 72500 0
FOSSIL INC COM 349882100 575 28700 SH DEFINED 0 28700 0
FPL GROUP INC COM 302571104 861 16000 SH DEFINED 0 16000 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 1382 54000 SH DEFINED 0 54000 0
FTI CONSULTING INC COM 302941109 3022 76000 SH DEFINED 0 76000 0
FULTON FINL CORP PA COM 360271100 470 25000 SH DEFINED 0 25000 0
GANNETT INC COM 364730101 1566 21700 SH DEFINED 0 21700 0
GARMIN LTD ORD G37260109 584 31500 SH DEFINED 0 31500 0
GATEWAY INC COM 367626108 30 10000 SH DEFINED 0 10000 0
GATX CORP COM 361448103 238 12000 SH DEFINED 0 12000 0
GENCORP INC COM 368682100 155 15400 SH DEFINED 0 15400 0
GENERAL DYNAMICS CORP COM 369550108 37265 458200 SH DEFINED 0 457900 300
GENERAL ELEC CO COM 369604103 29089 1180100 SH DEFINED 0 1171400 8700
GENERAL MTRS CORP DEB SR CONV B 370442733 291 13000 SH DEFINED 0 13000 0
GENERAL MTRS CORP DEB SR CONV A 370442741 306 13000 SH DEFINED 0 13000 0
GENERAL MTRS CORP CL H NEW 370442832 229 25000 SH DEFINED 0 25000 0
GENTEX CORP COM 371901109 2972 109300 SH DEFINED 0 109300 0
GENTIVA HEALTH SERVICES INC COM 37247A102 239 28900 SH DEFINED 0 28900 0
GENUINE PARTS CO COM 372460105 827 27000 SH DEFINED 0 27000 0
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