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, 2007
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 10, 2007
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: 964
Form13F Information Table Value Total: $2,793,551 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
21ST CENTY INS GROUP COM 90130N103 530 25000 SH DEFINED 0 25000 0
3M CO COM 88579Y101 764 10000 SH DEFINED 0 10000 0
AAR CORP COM 000361105 827 30000 SH DEFINED 0 30000 0
AARON RENTS INC COM 002535201 3076 116350 SH DEFINED 0 116350 0
ABB LTD SPONSORED ADR 000375204 1460 85000 SH DEFINED 0 85000 0
ACCENTURE LTD BERMUDA CL A G1150G111 7065 183300 SH DEFINED 0 183300 0
ACE LTD ORD G0070K103 1141 20000 SH DEFINED 0 20000 0
ACUITY BRANDS INC COM 00508Y102 11520 211600 SH DEFINED 0 211600 0
ADAPTEC INC NOTE 0.750%12/2 00651FAG3 715 800000 PRN DEFINED 0 800000 0
ADVANCED MAGNETICS INC COM 00753P103 2140 35500 SH DEFINED 0 35500 0
ADVANCED MICRO DEVICES INC COM 007903107 261 20000 SH DEFINED 0 20000 0
AEROPOSTALE COM 007865108 4989 124000 SH DEFINED 0 124000 0
AES CORP COM 00130H105 2647 123000 SH DEFINED 0 123000 0
AES TR III PFD CV 6.75% 00808N202 501 10000 SH DEFINED 0 10000 0
AETNA INC NEW COM 00817Y108 3065 70000 SH DEFINED 0 70000 0
AFFILIATED MANAGERS GROUP COM 008252108 5893 54400 SH DEFINED 0 54400 0
AFLAC INC COM 001055102 3007 63900 SH DEFINED 0 63900 0
AGCO CORP NOTE 1.250%12/1 001084AM4 110 100000 PRN DEFINED 0 100000 0
AGERE SYS INC NOTE 6.500%12/1 00845VAA8 1945 1900000 PRN DEFINED 0 1900000 0
AGILENT TECHNOLOGIES INC COM 00846U101 2796 83000 SH DEFINED 0 83000 0
AGILYSYS INC COM 00847J105 2390 200000 SH DEFINED 0 200000 0
AGL RES INC COM 001204106 2546 59600 SH DEFINED 0 59600 0
AGRIUM INC COM 008916108 383 10000 SH DEFINED 0 10000 0
AIR PRODS & CHEMS INC COM 009158106 3032 41000 SH DEFINED 0 41000 0
AIRGAS INC COM 009363102 5425 128700 SH DEFINED 0 128700 0
AKAMAI TECHNOLOGIES INC COM 00971T101 10433 209000 SH DEFINED 0 209000 0
ALABAMA NATL BANCORP DELA COM 010317105 659 9300 SH DEFINED 0 9300 0
ALASKA AIR GROUP INC COM 011659109 762 20000 SH DEFINED 0 20000 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1254 85000 SH DEFINED 0 85000 0
ALBEMARLE CORP COM 012653101 13469 325800 SH DEFINED 0 325800 0
ALCAN INC COM 013716105 2975 57000 SH DEFINED 0 57000 0
ALCOA INC COM 013817101 2882 85000 SH DEFINED 0 85000 0
ALCON INC COM SHS H01301102 10625 80600 SH DEFINED 0 80600 0
ALEXANDER & BALDWIN INC COM 014482103 1261 25000 SH DEFINED 0 25000 0
ALEXION PHARMACEUTICALS INC COM 015351109 1513 35000 SH DEFINED 0 35000 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 14553 136400 SH DEFINED 0 136400 0
ALLERGAN INC COM 018490102 2737 24700 SH DEFINED 0 24700 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 209 200000 PRN DEFINED 0 200000 0
ALLETE INC COM NEW 018522300 1399 30000 SH DEFINED 0 30000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5447 88400 SH DEFINED 0 88400 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 758 20000 SH DEFINED 0 20000 0
ALLIANT TECHSYSTEMS INC COM 018804104 3956 45000 SH DEFINED 0 45000 0
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 418 350000 PRN DEFINED 0 350000 0
ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 190 200000 PRN DEFINED 0 200000 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 4545 361000 SH DEFINED 0 361000 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 5282 197000 SH DEFINED 0 197000 0
ALVARION LTD SHS M0861T100 242 30000 SH DEFINED 0 30000 0
ALZA CORP SDCV 7/2 02261WAB5 249 300000 PRN DEFINED 0 300000 0
AMBAC FINL GROUP INC COM 023139108 2505 29000 SH DEFINED 0 29000 0
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 150 150000 PRN DEFINED 0 150000 0
AMDOCS LTD ORD G02602103 1715 47000 SH DEFINED 0 47000 0
AMEDISYS INC COM 023436108 1146 35333 SH DEFINED 0 35333 0
AMERCO COM 023586100 1960 28000 SH DEFINED 0 28000 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1625 34000 SH DEFINED 0 34000 0
AMERICAN COMMERCIAL LINES COM NEW 025195207 3522 112000 SH DEFINED 0 112000 0
AMERICAN ELEC PWR INC COM 025537101 4680 96000 SH DEFINED 0 96000 0
AMERICAN EXPRESS CO COM 025816109 2397 42500 SH DEFINED 0 42500 0
AMERICAN FINL GROUP INC OHIO COM 025932104 4715 138500 SH DEFINED 0 138500 0
AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 106 250000 PRN DEFINED 0 250000 0
AMERICAN INTL GROUP INC COM 026874107 9209 137000 SH DEFINED 0 137000 0
AMERICAN REPROGRAPHICS CO COM 029263100 2833 92000 SH DEFINED 0 92000 0
AMERICAN SCIENCE & ENGR INC COM 029429107 1053 20000 SH DEFINED 0 20000 0
AMERICAN STD COS INC DEL COM 029712106 2508 47300 SH DEFINED 0 47300 0
AMERICAN STS WTR CO COM 029899101 1265 34300 SH DEFINED 0 34300 0
AMERICAN TOWER CORP CL A 029912201 6784 174167 SH DEFINED 0 174167 0
AMERIPRISE FINL INC COM 03076C106 2000 35000 SH DEFINED 0 35000 0
AMERISOURCEBERGEN CORP COM 03073E105 2585 49000 SH DEFINED 0 49000 0
AMERISTAR CASINOS INC COM 03070Q101 2482 77300 SH DEFINED 0 77300 0
AMETEK INC NEW COM 031100100 6518 188700 SH DEFINED 0 188700 0
AMGEN INC COM 031162100 7041 126000 SH DEFINED 0 126000 0
AMGEN INC NOTE 0.125% 2/0 031162AN0 228 250000 PRN DEFINED 0 250000 0
AMN HEALTHCARE SERVICES INC COM 001744101 1221 54000 SH DEFINED 0 54000 0
AMPCO-PITTSBURGH CORP COM 032037103 289 10000 SH DEFINED 0 10000 0
AMPHENOL CORP NEW CL A 032095101 6483 100400 SH DEFINED 0 100400 0
AMR CORP COM 001765106 4263 140000 SH DEFINED 0 140000 0
AMYLIN PHARMACEUTICALS INC COM 032346108 822 22000 SH DEFINED 0 22000 0
ANADARKO PETE CORP COM 032511107 1289 30000 SH DEFINED 0 30000 0
ANDREW CORP NOTE 3.250% 8/1 034425AB4 249 250000 PRN DEFINED 0 250000 0
ANGLO AMERN PLC ADR 03485P102 661 25000 SH DEFINED 0 25000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1159 26000 SH DEFINED 0 26000 0
ANHEUSER BUSCH COS INC COM 035229103 2018 40000 SH DEFINED 0 40000 0
ANIXTER INTL INC COM 035290105 8137 123400 SH DEFINED 0 123400 0
ANIXTER INTL INC NOTE 7/0 035290AG0 150 150000 PRN DEFINED 0 150000 0
ANSOFT CORP COM 036384105 1626 51400 SH DEFINED 0 51400 0
ANSYS INC COM 03662Q105 4945 97400 SH DEFINED 0 97400 0
APOGEE ENTERPRISES INC COM 037598109 4509 225000 SH DEFINED 0 225000 0
APPLE INC COM 037833100 2880 31000 SH DEFINED 0 31000 0
APPLERA CORP COM AP BIO GRP 038020103 2788 94300 SH DEFINED 0 94300 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2423 98750 SH DEFINED 0 98750 0
APPLIED MATLS INC COM 038222105 2840 155000 SH DEFINED 0 155000 0
APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB4 330 300000 PRN DEFINED 0 300000 0
APTARGROUP INC COM 038336103 1472 22000 SH DEFINED 0 22000 0
AQUA AMERICA INC COM 03836W103 2043 91000 SH DEFINED 0 91000 0
AQUANTIVE INC COM 03839G105 5777 207000 SH DEFINED 0 207000 0
ARCH CAP GROUP LTD ORD G0450A105 4584 67200 SH DEFINED 0 67200 0
ARCH CHEMICALS INC COM 03937R102 468 15000 SH DEFINED 0 15000 0
ARCHER DANIELS MIDLAND CO COM 039483102 1101 30000 SH DEFINED 0 30000 0
ARGONAUT GROUP INC COM 040157109 1566 48400 SH DEFINED 0 48400 0
ARKANSAS BEST CORP DEL COM 040790107 427 12000 SH DEFINED 0 12000 0
ARMOR HOLDINGS INC COM 042260109 8968 133200 SH DEFINED 0 133200 0
ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 141 100000 PRN DEFINED 0 100000 0
ARTHROCARE CORP COM 043136100 3543 98300 SH DEFINED 0 98300 0
ASSURANT INC COM 04621X108 3143 58600 SH DEFINED 0 58600 0
ASTA FDG INC COM 046220109 225 5200 SH DEFINED 0 5200 0
AT&T INC COM 00206R102 11277 286000 SH DEFINED 0 286000 0
ATLAS AMER INC COM 049167109 282 5000 SH DEFINED 0 5000 0
ATMI INC COM 00207R101 4433 145000 SH DEFINED 0 145000 0
AUDIOCODES LTD ORD M15342104 270 40000 SH DEFINED 0 40000 0
AUTOLIV INC COM 052800109 1599 28000 SH DEFINED 0 28000 0
AUTOZONE INC COM 053332102 1358 10600 SH DEFINED 0 10600 0
AVALONBAY CMNTYS INC COM 053484101 1196 9200 SH DEFINED 0 9200 0
AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 280 200000 PRN DEFINED 0 200000 0
AVI BIOPHARMA INC COM 002346104 80 30000 SH DEFINED 0 30000 0
AVID TECHNOLOGY INC COM 05367P100 349 10000 SH DEFINED 0 10000 0
AVNET INC DBCV 2.000% 3/1 053807AL7 180 150000 PRN DEFINED 0 150000 0
AVNET INC COM 053807103 5493 152000 SH DEFINED 0 152000 0
AVX CORP NEW COM 002444107 456 30000 SH DEFINED 0 30000 0
BALDOR ELEC CO COM 057741100 2430 64400 SH DEFINED 0 64400 0
BALL CORP COM 058498106 963 21000 SH DEFINED 0 21000 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 246 10000 SH DEFINED 0 10000 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 2281 65500 SH DEFINED 0 65500 0
BANCO SANTANDER CENT HISPANO ADR 05964H105 945 53000 SH DEFINED 0 53000 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 274 5500 SH DEFINED 0 5500 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 969 35000 SH DEFINED 0 35000 0
BANK HAWAII CORP COM 062540109 6708 126500 SH DEFINED 0 126500 0
BANK MONTREAL QUE COM 063671101 806 13300 SH DEFINED 0 13300 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1019 22100 SH DEFINED 0 22100 0
BARCLAYS PLC ADR 06738E204 1139 20000 SH DEFINED 0 20000 0
BARD C R INC COM 067383109 5470 68800 SH DEFINED 0 68800 0
BARNES GROUP INC COM 067806109 460 20000 SH DEFINED 0 20000 0
BAXTER INTL INC COM 071813109 3661 69514 SH DEFINED 0 69514 0
BAYER A G SPONSORED ADR 072730302 1024 16000 SH DEFINED 0 16000 0
BCE INC COM NEW 05534B760 1294 45750 SH DEFINED 0 45750 0
BE AEROSPACE INC COM 073302101 6752 213000 SH DEFINED 0 213000 0
BEAR STEARNS COS INC COM 073902108 5774 38400 SH DEFINED 0 38400 0
BECTON DICKINSON & CO COM 075887109 4037 52500 SH DEFINED 0 52500 0
BELDEN CDT INC COM 077454106 3430 64000 SH DEFINED 0 64000 0
BERKLEY W R CORP COM 084423102 7900 238537 SH DEFINED 0 238537 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2943 27 SH DEFINED 0 27 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 281 250000 PRN DEFINED 0 250000 0
BG PLC ADR FIN INST N 055434203 1133 15800 SH DEFINED 0 15800 0
BHP BILLITON LTD SPONSORED ADR 088606108 1211 25000 SH DEFINED 0 25000 0
BIG LOTS INC COM 089302103 5224 167000 SH DEFINED 0 167000 0
BIO RAD LABS INC CL A 090572207 3282 47000 SH DEFINED 0 47000 0
BIOGEN IDEC INC COM 09062X103 2885 65000 SH DEFINED 0 65000 0
BISYS GROUP INC COM 055472104 344 30000 SH DEFINED 0 30000 0
BLACKBAUD INC COM 09227Q100 2530 103600 SH DEFINED 0 103600 0
BLACKROCK INC COM 09247X101 7018 44900 SH DEFINED 0 44900 0
BOEING CO COM 097023105 3202 36000 SH DEFINED 0 36000 0
BOK FINL CORP COM NEW 05561Q201 216 4353 SH DEFINED 0 4353 0
BORDERS GROUP INC COM 099709107 511 25000 SH DEFINED 0 25000 0
BORG WARNER INC COM 099724106 5717 75800 SH DEFINED 0 75800 0
BOYD GAMING CORP COM 103304101 1191 25000 SH DEFINED 0 25000 0
BRADY CORP CL A 104674106 456 14600 SH DEFINED 0 14600 0
BRE PROPERTIES INC CL A 05564E106 1010 16000 SH DEFINED 0 16000 0
BRIGGS & STRATTON CORP COM 109043109 1234 40000 SH DEFINED 0 40000 0
BRINKS CO COM 109696104 5425 85500 SH DEFINED 0 85500 0
BRISTOW GROUP INC COM 110394103 1276 35000 SH DEFINED 0 35000 0
BRISTOW GROUP INC PFD CNV 5.50% 110394400 252 5000 SH DEFINED 0 5000 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4129 65500 SH DEFINED 0 65500 0
BRONCO DRILLING CO INC COM 112211107 166 10000 SH DEFINED 0 10000 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1215 23250 SH DEFINED 0 23250 0
BROOKFIELD PPTYS CORP COM 112900105 3494 86700 SH DEFINED 0 86700 0
BROWN & BROWN INC COM 115236101 3544 131000 SH DEFINED 0 131000 0
BROWN FORMAN CORP CL B 115637209 1351 20600 SH DEFINED 0 20600 0
BROWN SHOE INC NEW COM 115736100 798 19000 SH DEFINED 0 19000 0
BRUNSWICK CORP COM 117043109 956 30000 SH DEFINED 0 30000 0
BRUSH ENGINEERED MATLS INC COM 117421107 5768 119000 SH DEFINED 0 119000 0
BT GROUP PLC ADR 05577E101 3919 65300 SH DEFINED 0 65300 0
BUCKLE INC COM 118440106 253 7100 SH DEFINED 0 7100 0
BUNGE LIMITED COM G16962105 2623 31900 SH DEFINED 0 31900 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 3442 42800 SH DEFINED 0 42800 0
C D I CORP COM 125071100 4454 154000 SH DEFINED 0 154000 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5987 124600 SH DEFINED 0 124600 0
CABELAS INC COM 126804301 744 30000 SH DEFINED 0 30000 0
CABOT CORP COM 127055101 5441 114000 SH DEFINED 0 114000 0
CADBURY SCHWEPPES PLC ADR 127209302 1284 25000 SH DEFINED 0 25000 0
CALIFORNIA WTR SVC GROUP COM 130788102 536 14000 SH DEFINED 0 14000 0
CAMECO CORP COM 13321L108 819 20000 SH DEFINED 0 20000 0
CANADIAN NAT RES LTD COM 136385101 883 16000 SH DEFINED 0 16000 0
CANADIAN NATL RY CO COM 136375102 3765 85300 SH DEFINED 0 85300 0
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CARLISLE COS INC COM 142339100 5220 121600 SH DEFINED 0 121600 0
CARMAX INC COM 143130102 2763 112600 SH DEFINED 0 112600 0
CARNIVAL CORP NOTE 10/2 143658AS1 158 200000 PRN DEFINED 0 200000 0
CARPENTER TECHNOLOGY CORP COM 144285103 3381 28000 SH DEFINED 0 28000 0
CARTER INC COM 146229109 1561 61600 SH DEFINED 0 61600 0
CASCADE CORP COM 147195101 886 14800 SH DEFINED 0 14800 0
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CATO CORP NEW CL A 149205106 1525 65200 SH DEFINED 0 65200 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 6221 182000 SH DEFINED 0 182000 0
CBL & ASSOC PPTYS INC COM 124830100 1166 26000 SH DEFINED 0 26000 0
CBS CORP NEW CL B 124857202 1530 50000 SH DEFINED 0 50000 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 625 7200 SH DEFINED 0 7200 0
CELESTICA INC SUB VTG SHS 15101Q108 337 55000 SH DEFINED 0 55000 0
CELGENE CORP COM 151020104 10356 197400 SH DEFINED 0 197400 0
CEMEX SAB DE CV SPON ADR 5 ORD 151290889 2293 70000 SH DEFINED 0 70000 0
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CENVEO INC COM 15670S105 3463 142500 SH DEFINED 0 142500 0
CERADYNE INC COM 156710105 2811 51350 SH DEFINED 0 51350 0
CERADYNE INC NOTE 2.875%12/1 156710AA3 117 100000 PRN DEFINED 0 100000 0
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CNH GLOBAL N V SHS NEW N20935206 1257 33700 SH DEFINED 0 33700 0
CNOOC LTD SPONSORED ADR 126132109 754 8600 SH DEFINED 0 8600 0
COACH INC COM 189754104 18418 368000 SH DEFINED 0 368000 0
COCA COLA CO COM 191216100 4224 88000 SH DEFINED 0 88000 0
COEUR D ALENE MINES CORP IDA COM 192108108 337 82000 SH DEFINED 0 82000 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 15677 177600 SH DEFINED 0 177600 0
COGNOS INC COM 19244C109 5318 135000 SH DEFINED 0 135000 0
COLDWATER CREEK INC COM 193068103 3250 160250 SH DEFINED 0 160250 0
COLONIAL BANCGROUP INC COM 195493309 594 24000 SH DEFINED 0 24000 0
COMCAST CORP NEW CL A 20030N101 2491 96000 SH DEFINED 0 96000 0
COMCAST CORP NEW CL A SPL 20030N200 7093 278500 SH DEFINED 0 278500 0
COMFORT SYS USA INC COM 199908104 371 31000 SH DEFINED 0 31000 0
COMMERCE BANCSHARES INC COM 200525103 2118 43833 SH DEFINED 0 43833 0
COMMERCIAL METALS CO COM 201723103 878 28000 SH DEFINED 0 28000 0
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CONSOLIDATED GRAPHICS INC COM 209341106 3258 44000 SH DEFINED 0 44000 0
CONSTELLATION BRANDS INC CL A 21036P108 832 39276 SH DEFINED 0 39276 0
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COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE2 374 200000 PRN DEFINED 0 200000 0
COOPER INDS LTD CL A G24182100 2798 62200 SH DEFINED 0 62200 0
COPA HOLDINGS SA CL A P31076105 875 17000 SH DEFINED 0 17000 0
CORNING INC COM 219350105 796 35000 SH DEFINED 0 35000 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 3243 42700 SH DEFINED 0 42700 0
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COVANCE INC COM 222816100 5614 94600 SH DEFINED 0 94600 0
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CREDICORP LTD COM G2519Y108 244 5000 SH DEFINED 0 5000 0
CRESCENT REAL ESTATE EQUITIE COM 225756105 201 10000 SH DEFINED 0 10000 0
CROCS INC COM 227046109 1843 39000 SH DEFINED 0 39000 0
CROWN CASTLE INTL CORP COM 228227104 5683 176885 SH DEFINED 0 176885 0
CSX CORP DBCV 10/3 126408GA5 355 250000 PRN DEFINED 0 250000 0
CTRIP COM INTL LTD ADR 22943F100 1742 26000 SH DEFINED 0 26000 0
CUBIC CORP COM 229669106 433 20000 SH DEFINED 0 20000 0
CULLEN FROST BANKERS INC COM 229899109 696 13300 SH DEFINED 0 13300 0
CURTISS WRIGHT CORP COM 231561101 1172 30400 SH DEFINED 0 30400 0
CVS CORP COM 126650100 1195 35000 SH DEFINED 0 35000 0
CYMER INC NOTE 3.500% 2/1 232572AE7 215 200000 PRN DEFINED 0 200000 0
CYTEC INDS INC COM 232820100 1125 20000 SH DEFINED 0 20000 0
CYTYC CORP COM 232946103 5597 163600 SH DEFINED 0 163600 0
CYTYC CORP NOTE 2.250% 3/1 232946AB9 245 200000 PRN DEFINED 0 200000 0
DADE BEHRING HLDGS INC COM 23342J206 3683 84000 SH DEFINED 0 84000 0
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