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, 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 July 16, 2002
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE THE SECURITIES EXCHANGE
ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form13F Information Table Entry Total: 752
Form13F Information Table Value Total: $2,731,305 thousands
List of Other Included Managers:
List of Other Managers Reporting for this Manager:
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 COMMON 88579Y101 9102 74000 SH DEFINED 0 74000 0
99 CENTS ONLY STORES COMMON 65440K106 1418 55265 SH DEFINED 0 55265 0
ABBOTT LABS COMMON 002824100 2556 67900 SH DEFINED 0 67500 400
ABERCROMBIE & FITCH CO CL A 002896207 15422 639400 SH DEFINED 0 639400 0
ACCREDO HEALTH INC COMMON 00437V104 1495 32400 SH DEFINED 0 32400 0
ACE LTD ORD G0070K103 553 17500 SH DEFINED 0 17500 0
ACTION PERFORMANCE COS I COMMON 004933107 537 17000 SH DEFINED 0 17000 0
ACTIVISION INC NEW COM NEW 004930202 2585 88950 SH DEFINED 0 88950 0
ADAPTEC INC COMMON 00651F108 3139 397800 SH DEFINED 0 397800 0
ADOBE SYS INC COMMON 00724F101 8294 291000 SH DEFINED 0 291000 0
ADVANCED AUTO PARTS INC COMMON 00751Y106 752 13800 SH DEFINED 0 13800 0
ADVANCEPCS COMMON 00790K109 5041 210550 SH DEFINED 0 205800 4750
AES CORP SDCV 4.500 8/1 00130HAN5 145 250000 PRN DEFINED 0 250000 0
AETHER SYS INC NOTE 6.000 3/2 00808VAA3 485 800000 PRN DEFINED 0 800000 0
AFFILIATED COMPUTER SERV NOTE 3.500 2/1 008190AF7 317 250000 PRN DEFINED 0 250000 0
AFFILIATED COMPUTER SERV CL A 008190100 9971 210000 SH DEFINED 0 210000 0
AFFILIATED MANAGERS GROU NOTE 5/0 008252AC2 503 550000 PRN DEFINED 0 550000 0
AGCO CORP COMMON 001084102 1404 72000 SH DEFINED 0 72000 0
AGILENT TECHNOLOGIES INC DBCV 3.000 12/0 00846UAB7 204 200000 PRN DEFINED 0 200000 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 355 15000 SH DEFINED 0 15000 0
AIRBORNE INC COMMON 009269101 749 39000 SH DEFINED 0 39000 0
AKAMAI TECHNOLOGIES INC NOTE 5.500 7/0 00971TAA9 886 2250000 PRN DEFINED 0 2250000 0
AKAMAI TECHNOLOGIES INC NOTE 5.500 7/0 00971TAC5 295 750000 PRN DEFINED 0 750000 0
ALBEMARLE CORP COMMON 012653101 953 31000 SH DEFINED 0 31000 0
ALLEGHANY CORP DEL COMMON 017175100 573 3000 SH DEFINED 0 3000 0
ALLIANT ENERGY CORP COMMON 018802108 643 25000 SH DEFINED 0 25000 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 4213 66037 SH DEFINED 0 66037 0
ALZA CORP SDCV 0. 07/2 02261WAA7 608 800000 PRN DEFINED 0 800000 0
AMERICA FIRST MTG INVTS COMMON 023934102 167 17000 SH DEFINED 0 17000 0
AMERICAN AXLE & MFG HLDG COMMON 024061103 14366 483050 SH DEFINED 0 478000 5050
AMERICAN EAGLE OUTFITTER COMMON 02553E106 6515 308200 SH DEFINED 0 308000 200
AMERICAN INTL GROUP INC COMMON 026874107 34950 512241 SH DEFINED 0 508546 3695
AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 793 1300000 PRN DEFINED 0 1300000 0
AMERICAN ITALIAN PASTA C CL A 027070101 755 14800 SH DEFINED 0 14800 0
AMERICAN MED SYS HLDGS I COMMON 02744M108 281 14000 SH DEFINED 0 14000 0
AMERICAN STD COS INC DEL COMMON 029712106 6083 81000 SH DEFINED 0 81000 0
AMERICAN WOODMARK CORP COMMON 030506109 662 11800 SH DEFINED 0 11800 0
AMERISOURCEBERGEN CORP COMMON 03073E105 5244 69000 SH DEFINED 0 69000 0
AMERISTAR CASINOS INC COMMON 03070Q101 439 15100 SH DEFINED 0 15100 0
AMETEK INC NEW COMMON 031100100 1173 31500 SH DEFINED 0 31500 0
AMGEN INC COMMON 031162100 14884 355400 SH DEFINED 0 354900 500
AMN HEALTHCARE SERVICES COMMON 001744101 1015 29000 SH DEFINED 0 29000 0
ANADARKO SDCV 0. 03/2 032511AP2 638 1000000 PRN DEFINED 0 1000000 0
ANHEUSER BUSCH COS INC COMMON 035229103 3450 69000 SH DEFINED 0 69000 0
ANNALY MTG MGMT INC COMMON 035710409 1261 65000 SH DEFINED 0 65000 0
ANNTAYLOR STORES CORP SDCV .550 6/1 036115AA1 434 700000 PRN DEFINED 0 700000 0
ANNTAYLOR STORES CORP COMMON 036115103 17913 705500 SH DEFINED 0 705500 0
ANSYS INC COMMON 03662Q105 804 40000 SH DEFINED 0 40000 0
ANTHEM INC COMMON 03674B104 675 10000 SH DEFINED 0 10000 0
ANWORTH MORTGAGE ASSET C COMMON 037347101 336 24000 SH DEFINED 0 24000 0
AOL TIME WARNER INC COMMON 00184A105 229 15600 SH DEFINED 0 15000 600
APEX MORTGAGE CAPITAL COMMON 037564101 210 14000 SH DEFINED 0 14000 0
APOLLO GROUP INC CL A 037604105 8399 213075 SH DEFINED 0 213075 0
APPLEBEES INTL INC COMMON 037899101 3053 133050 SH DEFINED 0 133050 0
ARGOSY GAMING CO COMMON 040228108 2102 74000 SH DEFINED 0 74000 0
ARROW ELECTRONICS SDCV 0. 01/2 042735AY6 266 600000 PRN DEFINED 0 600000 0
ARVINMERITOR INC COMMON 043353101 1056 44000 SH DEFINED 0 44000 0
ASBURY AUTOMOTIVE GROUP COMMON 043436104 136 10000 SH DEFINED 0 10000 0
ASM LITHOGRAPHY HOLDING NOTE 4.250 11/3 00207EAB6 263 300000 PRN DEFINED 0 300000 0
ASYST TECHNOLOGY CORP COMMON 04648X107 753 37000 SH DEFINED 0 37000 0
AT HOME CORP NOTE 4.750 12/1 045919AD9 128 500000 PRN DEFINED 0 500000 0
ATI TECHNOLOGIES INC COMMON 001941103 69 10000 SH DEFINED 0 10000 0
AUTOMATIC DATA PROCESSIN COMMON 053015103 2195 50400 SH DEFINED 0 50000 400
AUTONATION INC COMMON 05329W102 218 15000 SH DEFINED 0 15000 0
AUTOZONE INC COMMON 053332102 5256 68000 SH DEFINED 0 68000 0
AVON PRODS INC COMMON 054303102 2925 56000 SH DEFINED 0 56000 0
AZTAR CORP COMMON 054802103 1556 74800 SH DEFINED 0 74800 0
BALL CORP COMMON 058498106 871 21000 SH DEFINED 0 21000 0
BANCORPSOUTH INC COMMON 059692103 693 34300 SH DEFINED 0 34300 0
BANK HAWAII CORP COMMON 062540109 2699 96400 SH DEFINED 0 96400 0
BANKATLANTIC BANCORP CL A 065908501 632 51000 SH DEFINED 0 51000 0
BANKNORTH GROUP INC NEW COMMON 06646R107 3851 148000 SH DEFINED 0 148000 0
BANKUNITED FINL CORP CL A 06652B103 214 11200 SH DEFINED 0 11200 0
BARR LABS INC COMMON 068306109 953 15000 SH DEFINED 0 15000 0
BAXTER INTL INC COMMON 071813109 1956 44000 SH DEFINED 0 44000 0
BB&T CORP COMMON 054937107 15834 410200 SH DEFINED 0 410200 0
BEA SYS INC NOTE 4.000 12/1 073325AC6 406 500000 PRN DEFINED 0 500000 0
BEAZER HOMES USA INC COMMON 07556Q105 640 8000 SH DEFINED 0 8000 0
BECKMAN COULTER INC COMMON 075811109 4092 82000 SH DEFINED 0 82000 0
BED BATH & BEYOND INC COMMON 075896100 49305 1306450 SH DEFINED 0 1295700 10750
BELL ATLANTIC CONV BOND 144A 07785GAC4 1005 1000000 PRN DEFINED 0 1000000 0
BELO CORP COM SER A 080555105 1121 49600 SH DEFINED 0 49600 0
BEMIS INC COMMON 081437105 2888 60800 SH DEFINED 0 60800 0
BENTLEY PHARMACEUTICALS COMMON 082657107 151 13000 SH DEFINED 0 13000 0
BERKLEY W R CORP COMMON 084423102 1375 25000 SH DEFINED 0 25000 0
BEST BUY INC COMMON 086516101 16243 447475 SH DEFINED 0 438350 9125
BHP BILLITON LTD DEPOSITORY RECEI 088606108 295 25000 SH DEFINED 0 25000 0
BIG LOTS INC COMMON 089302103 1299 66000 SH DEFINED 0 66000 0
BIO RAD LABS INC CL A 090572207 228 5000 SH DEFINED 0 5000 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 180 19000 SH DEFINED 0 19000 0
BIOMET INC COMMON 090613100 23587 869725 SH DEFINED 0 861050 8675
BIOVAIL CORP COMMON 09067J109 4419 152600 SH DEFINED 0 151700 900
BISYS GROUP INC NOTE 4.000 3/1 055472AB0 293 250000 PRN DEFINED 0 250000 0
BISYS GROUP INC COMMON 055472104 8811 264600 SH DEFINED 0 264600 0
BJ SVCS CO COMMON 055482103 12403 366100 SH DEFINED 0 366100 0
BJS WHOLESALE CLUB INC COMMON 05548J106 3238 84100 SH DEFINED 0 83000 1100
BLACK & DECKER CORP COMMON 091797100 916 19000 SH DEFINED 0 19000 0
BLOCK H & R INC COMMON 093671105 15091 327000 SH DEFINED 0 327000 0
BLOCKBUSTER INC CL A 093679108 3551 132000 SH DEFINED 0 132000 0
BOB EVANS FARMS INC COMMON 096761101 1259 40000 SH DEFINED 0 40000 0
BOEING CO COMMON 097023105 657 14600 SH DEFINED 0 14600 0
BOISE CASCADE CV PFD $7.500 097383855 536 10000 SH DEFINED 0 10000 0
BORDERS GROUP INC COMMON 099709107 368 20000 SH DEFINED 0 20000 0
BORG WARNER INC COMMON 099724106 404 7000 SH DEFINED 0 7000 0
BORLAND SOFTWARE CORP COMMON 099849101 103 10000 SH DEFINED 0 10000 0
BOYD GAMING CORP COMMON 103304101 216 15000 SH DEFINED 0 15000 0
BRADLEY PHARMACEUTICALS COMMON 104576103 399 30000 SH DEFINED 0 30000 0
BRINKER INTL INC COMMON 109641100 9460 297950 SH DEFINED 0 297950 0
BROWN & BROWN INC COMMON 115236101 1062 33700 SH DEFINED 0 33700 0
BROWN SHOE INC NEW COMMON 115736100 259 9200 SH DEFINED 0 9200 0
BRUNSWICK CORP COMMON 117043109 1014 36200 SH DEFINED 0 36200 0
BSB BANCORP COMMON 055652101 320 12000 SH DEFINED 0 12000 0
BURR BROWN CORP NOTE 4.250 2/1 122574AD8 252 250000 PRN DEFINED 0 250000 0
C D I CORP COMMON 125071100 208 6400 SH DEFINED 0 6400 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 397 42000 SH DEFINED 0 42000 0
CADIZ INC COMMON 127537108 127 15000 SH DEFINED 0 15000 0
CANADIAN NAT RES LTD COMMON 136385101 514 15000 SH DEFINED 0 15000 0
CANADIAN NATL RY CO COMMON 136375102 259 5000 SH DEFINED 0 5000 0
CANADIAN PAC RY LTD COMMON 13645T100 2850 116250 SH DEFINED 0 116250 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 752 31500 SH DEFINED 0 31500 0
CAPITAL ONE FINL CORP COMMON 14040H105 11770 192800 SH DEFINED 0 191800 1000
CARDINAL HEALTH INC COMMON 14149Y108 15672 255200 SH DEFINED 0 249650 5550
CAREER EDUCATION CORP COMMON 141665109 3870 86000 SH DEFINED 0 86000 0
CAREMARK RX INC COMMON 141705103 2904 176000 SH DEFINED 0 176000 0
CARNIVAL CORP DBCV 2.000 4/1 143658AM4 305 300000 PRN DEFINED 0 300000 0
CBRL GROUP INC COMMON 12489V106 3764 123700 SH DEFINED 0 123700 0
CEC ENTMT INC COMMON 125137109 1735 42000 SH DEFINED 0 42000 0
CEMEX S A DEPOSITORY RECEI 151290889 660 25035 SH DEFINED 0 25035 0
CENDANT CORP COMMON 151313103 4828 304000 SH DEFINED 0 303000 1000
CENDANT CORP DEBT 2/1 151313AF0 660 1000000 PRN DEFINED 0 1000000 0
CENTEX CORP COMMON 152312104 12809 221650 SH DEFINED 0 218100 3550
CEPHALON INC COMMON 156708109 4601 101800 SH DEFINED 0 100000 1800
CERNER CORP COMMON 156782104 6189 129400 SH DEFINED 0 129400 0
CERTEGY INC COMMON 156880106 1047 28200 SH DEFINED 0 28200 0
CHARLES RIV LABS INTL IN COMMON 159864107 911 26000 SH DEFINED 0 26000 0
CHARMING SHOPPES INC COMMON 161133103 164 19000 SH DEFINED 0 19000 0
CHARTER COMMUNICATIONS I NOTE 5.750 10/1 16117MAB3 104 200000 PRN DEFINED 0 200000 0
CHARTER ONE FINL INC COMMON 160903100 7075 205800 SH DEFINED 0 205800 0
CHECKERS DRIVE-IN RESTAU COM NEW 162809305 157 13200 SH DEFINED 0 13200 0
CHEESECAKE FACTORY INC COMMON 163072101 15125 426300 SH DEFINED 0 426300 0
CHELSEA PPTY GROUP INC COMMON 163421100 1271 38000 SH DEFINED 0 38000 0
CHEVRONTEXACO CORP COMMON 166764100 1328 15000 SH DEFINED 0 15000 0
CHICOS FAS INC COMMON 168615102 5938 163500 SH DEFINED 0 163500 0
CHINA MOBILE HONG KONG L DEPOSITORY RECEI 16941M109 366 25000 SH DEFINED 0 25000 0
CHIPPAC INC CL A 169657103 179 29000 SH DEFINED 0 29000 0
CHOICEPOINT INC COMMON 170388102 3577 78666 SH DEFINED 0 78666 0
CHRISTOPHER & BANKS CORP COMMON 171046105 2557 60450 SH DEFINED 0 60450 0
CHUBB CORP COMMON 171232101 708 10000 SH DEFINED 0 10000 0
CIENA CORP NOTE 3.750 2/0 171779AA9 294 500000 PRN DEFINED 0 500000 0
CINERGY CORP COMMON 172474108 360 10000 SH DEFINED 0 10000 0
CINTAS CORP COMMON 172908105 717 14500 SH DEFINED 0 14500 0
CIRCUIT CITY STORE INC CARMAX GROUP 172737306 1769 81700 SH DEFINED 0 81700 0
CITIGROUP INC COMMON 172967101 67375 1738715 SH DEFINED 0 1732465 6250
CITY NATL CORP COMMON 178566105 1801 33500 SH DEFINED 0 33500 0
CKE RESTAURANTS INC COMMON 12561E105 751 66000 SH DEFINED 0 66000 0
CLAYTON HOMES INC COMMON 184190106 632 40000 SH DEFINED 0 40000 0
CLEAN HARBORS INC COMMON 184496107 153 13000 SH DEFINED 0 13000 0
CLECO CORP NEW COMMON 12561W105 263 12000 SH DEFINED 0 12000 0
CLOROX CO DEL COMMON 189054109 2522 61000 SH DEFINED 0 61000 0
COACH INC COMMON 189754104 2937 53500 SH DEFINED 0 53500 0
COGNIZANT TECHNOLOGY SOL CL A 192446102 882 16400 SH DEFINED 0 16000 400
COINSTAR INC COMMON 19259P300 482 19700 SH DEFINED 0 19700 0
COLE KENNETH PRODTNS INC CL A 193294105 794 28000 SH DEFINED 0 28000 0
COLGATE PALMOLIVE CO COMMON 194162103 14039 280500 SH DEFINED 0 276000 4500
COLONIAL BANCGROUP INC COMMON 195493309 285 19000 SH DEFINED 0 19000 0
COMCAST CORP CL A SPL 200300200 715 30000 SH DEFINED 0 30000 0
COMMERCE BANCORP INC NJ COMMON 200519106 13032 294850 SH DEFINED 0 287200 7650
COMMERCE BANCSHARES INC COMMON 200525103 1239 28000 SH DEFINED 0 28000 0
COMMUNITY HEALTH SYS INC COMMON 203668108 598 22300 SH DEFINED 0 22300 0
COMPASS BANCSHARES INC COMMON 20449H109 2352 70000 SH DEFINED 0 70000 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 213 23000 SH DEFINED 0 23000 0
CONAGRA FOODS INC COMMON 205887102 365 13200 SH DEFINED 0 13200 0
CONCORD EFS INC COMMON 206197105 14268 473400 SH DEFINED 0 473400 0
CONMED CORP COMMON 207410101 2651 118700 SH DEFINED 0 118700 0
CONSTELLATION BRANDS INC CL A 21036P108 6394 199800 SH DEFINED 0 199000 800
COOPER COS INC COM NEW 216648402 848 18000 SH DEFINED 0 18000 0
COOPER TIRE & RUBR CO COMMON 216831107 411 20000 SH DEFINED 0 20000 0
COORS ADOLPH CO CL B 217016104 623 10000 SH DEFINED 0 10000 0
CORINTHIAN COLLEGES INC COMMON 218868107 1796 53000 SH DEFINED 0 53000 0
COSTCO COMPANIES INC NOTE 8/1 22160QAC6 265 300000 PRN DEFINED 0 300000 0
COSTCO WHSL CORP NEW COMMON 22160K105 14398 372800 SH DEFINED 0 370000 2800
COVENTRY HEALTH CARE INC COMMON 222862104 369 13000 SH DEFINED 0 13000 0
COX RADIO INC CL A 224051102 337 14000 SH DEFINED 0 14000 0
CROSS CTRY INC COMMON 22748P105 847 22400 SH DEFINED 0 22400 0
CROWN CORK & SEAL INC COMMON 228255105 2055 300000 SH DEFINED 0 300000 0
CSK AUTO CORP COMMON 125965103 167 12000 SH DEFINED 0 12000 0
CSX CORP DBCV 10/3 126408GA5 503 600000 PRN DEFINED 0 600000 0
CSX CORP COMMON 126408103 7108 202800 SH DEFINED 0 200000 2800
CULP INC COMMON 230215105 177 11000 SH DEFINED 0 11000 0
CUMULUS MEDIA INC CL A 231082108 868 63000 SH DEFINED 0 63000 0
CURTISS WRIGHT CORP COMMON 231561101 224 2800 SH DEFINED 0 2800 0
CYMER INC COMMON 232572107 911 26000 SH DEFINED 0 26000 0
D & K HEALTHCARE RES INC COMMON 232861104 1227 34800 SH DEFINED 0 34800 0
D R HORTON INC COMMON 23331A109 6182 237500 SH DEFINED 0 237500 0
DANA CORP COMMON 235811106 1545 83400 SH DEFINED 0 83400 0
DANAHER CORP DEL COMMON 235851102 3815 57500 SH DEFINED 0 57500 0
DARDEN RESTAURANTS INC COMMON 237194105 14985 606700 SH DEFINED 0 599550 7150
DAVITA INC COMMON 23918K108 1462 61427 SH DEFINED 0 61427 0
DEAN FOODS CO NEW COMMON 242370104 3734 100102 SH DEFINED 0 100102 0
DEL MONTE FOODS CO COMMON 24522P103 366 31000 SH DEFINED 0 31000 0
DELIAS CORP CL A 24688Q101 112 22000 SH DEFINED 0 22000 0
DELL COMPUTER CORP COMMON 247025109 12848 491500 SH DEFINED 0 482700 8800
DELPHI CORP COMMON 247126105 132 10000 SH DEFINED 0 10000 0
DELUXE CORP COMMON 248019101 3236 83200 SH DEFINED 0 83200 0
DENTSPLY INTL INC NEW COMMON 249030107 2436 66000 SH DEFINED 0 66000 0
DEVRY INC DEL COMMON 251893103 457 20000 SH DEFINED 0 20000 0
DIAL CORP NEW COMMON 25247D101 701 35000 SH DEFINED 0 35000 0
DIAMOND OFFSHORE DRILLIN DBCV 1.500 4/1 25271CAE2 227 250000 PRN DEFINED 0 250000 0
DIANON SYS INC COMMON 252826102 1106 20700 SH DEFINED 0 20700 0
DOLE FOOD INC COMMON 256605106 1601 55500 SH DEFINED 0 55500 0
DOLLAR TREE STORES INC COMMON 256747106 3740 94900 SH DEFINED 0 94900 0
DONALDSON INC COMMON 257651109 981 28000 SH DEFINED 0 28000 0
DORAL FINL CORP COMMON 25811P100 1135 34000 SH DEFINED 0 34000 0
DOUBLECLICK INC NOTE 4.750 3/1 258609AA4 413 500000 PRN DEFINED 0 500000 0
DOW CHEM CO COMMON 260543103 344 10000 SH DEFINED 0 10000 0
DREYERS GRAND ICE CREAM COMMON 261878102 1372 20000 SH DEFINED 0 20000 0
DRS TECHNOLOGIES INC COMMON 23330X100 1099 25700 SH DEFINED 0 25700 0
DST SYS INC DEL COMMON 233326107 1828 40000 SH DEFINED 0 40000 0
DU PONT E I DE NEMOURS & COMMON 263534109 755 17000 SH DEFINED 0 17000 0
DUCOMMUN INC DEL COMMON 264147109 215 8200 SH DEFINED 0 8200 0
DURA AUTOMOTIVE SYSTEMS CL A 265903104 208 10000 SH DEFINED 0 10000 0
DYNACARE INC COMMON 267920205 211 9600 SH DEFINED 0 9600 0
EAST WEST BANCORP INC COMMON 27579R104 217 6300 SH DEFINED 0 6300 0
EBAY INC COMMON 278642103 6291 102100 SH DEFINED 0 100800 1300
ECHOSTAR COMMUNICATIONS NOTE 4.875 1/0 278762AB5 235 300000 PRN DEFINED 0 300000 0
ECOLAB INC COMMON 278865100 786 17000 SH DEFINED 0 17000 0
EDUCATION MGMT CORP COMMON 28139T101 19066 468100 SH DEFINED 0 461000 7100
EL PASO CORP COMMON 28336L109 519 25200 SH DEFINED 0 25000 200
ELECTRONIC ARTS INC COMMON 285512109 17731 268450 SH DEFINED 0 265100 3350
ELECTRONICS BOUTIQUE HLD COMMON 286045109 357 12200 SH DEFINED 0 12200 0
EMCOR GROUP INC COMMON 29084Q100 1761 30000 SH DEFINED 0 30000 0
ENBRIDGE ENERGY PARTNERS COMMON 29250R106 762 17000 SH DEFINED 0 17000 0
ENCANA CORP COMMON 292505104 685 22394 SH DEFINED 0 22394 0
ENERGIZER HLDGS INC COMMON 29266R108 1242 45300 SH DEFINED 0 45300 0
ENNIS BUSINESS FORMS INC COMMON 293389102 170 13000 SH DEFINED 0 13000 0
ENTERCOM COMMUNICATIONS CL A 293639100 973 21200 SH DEFINED 0 21200 0
ENTERGY CORP NEW COMMON 29364G103 934 22000 SH DEFINED 0 22000 0
ENTRAVISION COMMUNICATIO CL A 29382R107 123 10000 SH DEFINED 0 10000 0
ENTRUST INC COMMON 293848107 54 20000 SH DEFINED 0 20000 0
EQUIFAX INC COMMON 294429105 3245 120200 SH DEFINED 0 120200 0
EQUITY SECS TR I EQ TR SECS CVC 29477R103 370 25200 SH DEFINED 0 25200 0
ETHAN ALLEN INTERIORS IN COMMON 297602104 523 15000 SH DEFINED 0 15000 0
EVEREST RE GROUP LTD COMMON G3223R108 4812 86000 SH DEFINED 0 86000 0
EVI INC SUB DBCV 5% 268939402 299 6000 SH DEFINED 0 6000 0
EXACT SCIENCES CORP COMMON 30063P105 176 11000 SH DEFINED 0 11000 0
EXPEDIA INC CL A 302125109 534 9000 SH DEFINED 0 9000 0
EXPRESS SCRIPTS INC COMMON 302182100 8318 166000 SH DEFINED 0 166000 0
EXXON MOBIL CORP COMMON 30231G102 1023 25000 SH DEFINED 0 25000 0
FAIR ISAAC & CO INC COMMON 303250104 3723 113250 SH DEFINED 0 113250 0
FAMILY DLR STORES INC COMMON 307000109 5503 156100 SH DEFINED 0 153400 2700
FASTENAL CO COMMON 311900104 3146 81700 SH DEFINED 0 81700 0
FEDERAL HOME LN MTG CORP COMMON 313400301 28079 458800 SH DEFINED 0 454600 4200
FEDERAL NATL MTG ASSN COMMON 313586109 24710 335050 SH DEFINED 0 331800 3250
FEDEX CORP COMMON 31428X106 534 10000 SH DEFINED 0 10000 0
FEI CO NOTE 5.500 8/1 30241LAB5 265 300000 PRN DEFINED 0 300000 0
FEI CO COMMON 30241L109 294 12000 SH DEFINED 0 12000 0
FERRELLGAS PARTNERS L P UNIT LTD PART 315293100 424 21400 SH DEFINED 0 21400 0
FIDELITY NATL FINL INC COMMON 316326107 1516 47960 SH DEFINED 0 47960 0
FIFTH THIRD BANCORP COMMON 316773100 50151 752447 SH DEFINED 0 751347 1100
FIRST BANCORP P R COMMON 318672102 207 5500 SH DEFINED 0 5500 0
FIRST DATA CORP COMMON 319963104 4241 114000 SH DEFINED 0 114000 0
FIRST DATA CORP DEBT 2.000 3/0 319963AD6 680 600000 PRN DEFINED 0 600000 0
FIRST HEALTH GROUP CORP COMMON 320960107 3337 119000 SH DEFINED 0 119000 0
FIRST HORIZON PHARMACEUT COMMON 32051K106 641 31000 SH DEFINED 0 31000 0
FIRST MIDWEST BANCORP DE COMMON 320867104 929 33450 SH DEFINED 0 33450 0
FIRST TENN NATL CORP COMMON 337162101 766 20000 SH DEFINED 0 20000 0
FISERV INC COMMON 337738108 26010 708525 SH DEFINED 0 708525 0
FISHER SCIENTIFIC INTL I COM NEW 338032204 14347 512400 SH DEFINED 0 512400 0
FLAGSTAR BANCORP INC COMMON 337930101 244 10575 SH DEFINED 0 10575 0
FLEMING COS INC COMMON 339130106 2223 122500 SH DEFINED 0 122500 0
FLEMING COS INC NOTE 5.250 3/1 339130AR7 459 500000 PRN DEFINED 0 500000 0
FLIR SYS INC COMMON 302445101 1133 27000 SH DEFINED 0 27000 0
FLOWSERVE CORP COMMON 34354P105 2873 96400 SH DEFINED 0 96400 0
FOREST LABS INC COMMON 345838106 18054 255000 SH DEFINED 0 255000 0
FORTUNE BRANDS INC COMMON 349631101 3500 62500 SH DEFINED 0 62500 0
FREDS INC CL A 356108100 234 6375 SH DEFINED 0 6375 0
FRESH DEL MONTE PRODUCE ORD G36738105 1633 65300 SH DEFINED 0 65300 0
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