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, 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 July 16, 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: 957
Form13F Information Table Value Total: $2,947,521 (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 547 25000 SH DEFINED 0 25000 0
AAR CORP COM 000361105 990 30000 SH DEFINED 0 30000 0
AARON RENTS INC COM 002535201 3397 116350 SH DEFINED 0 116350 0
ABB LTD SPONSORED ADR 000375204 1921 85000 SH DEFINED 0 85000 0
ACCENTURE LTD BERMUDA CL A G1150G111 7390 172300 SH DEFINED 0 172300 0
ACE LTD ORD G0070K103 1250 20000 SH DEFINED 0 20000 0
ACUITY BRANDS INC COM 00508Y102 7571 125600 SH DEFINED 0 125600 0
ADAPTEC INC NOTE 0.750%12/2 00651FAG3 739 800000 PRN DEFINED 0 800000 0
ADVANCED MAGNETICS INC COM 00753P103 2181 37500 SH DEFINED 0 37500 0
ADVANCED MICRO DEVICES INC COM 007903107 286 20000 SH DEFINED 0 20000 0
AEROPOSTALE COM 007865108 6460 155000 SH DEFINED 0 155000 0
AES CORP COM 00130H105 2691 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 7311 148000 SH DEFINED 0 148000 0
AFFILIATED MANAGERS GROUP COM 008252108 7133 55400 SH DEFINED 0 55400 0
AFLAC INC COM 001055102 6111 118900 SH DEFINED 0 118900 0
AGCO CORP NOTE 1.250%12/1 001084AM4 121 100000 PRN DEFINED 0 100000 0
AGERE SYS INC NOTE 6.500%12/1 00845VAA8 1931 1900000 PRN DEFINED 0 1900000 0
AGILENT TECHNOLOGIES INC COM 00846U101 7919 206000 SH DEFINED 0 206000 0
AGL RES INC COM 001204106 2413 59600 SH DEFINED 0 59600 0
AGRIUM INC COM 008916108 438 10000 SH DEFINED 0 10000 0
AIR PRODS & CHEMS INC COM 009158106 3295 41000 SH DEFINED 0 41000 0
AIRGAS INC COM 009363102 6165 128700 SH DEFINED 0 128700 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5788 119000 SH DEFINED 0 119000 0
ALABAMA NATL BANCORP DELA COM 010317105 575 9300 SH DEFINED 0 9300 0
ALASKA AIR GROUP INC COM 011659109 1254 45000 SH DEFINED 0 45000 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1346 85000 SH DEFINED 0 85000 0
ALBEMARLE CORP COM 012653101 7814 202800 SH DEFINED 0 202800 0
ALCOA INC COM 013817101 2878 71000 SH DEFINED 0 71000 0
ALCON INC COM SHS H01301102 10334 76600 SH DEFINED 0 76600 0
ALEXANDER & BALDWIN INC COM 014482103 797 15000 SH DEFINED 0 15000 0
ALEXION PHARMACEUTICALS INC COM 015351109 2568 57000 SH DEFINED 0 57000 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 14201 135400 SH DEFINED 0 135400 0
ALLERGAN INC COM 018490102 2847 49400 SH DEFINED 0 49400 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 212 200000 PRN DEFINED 0 200000 0
ALLETE INC COM NEW 018522300 1412 30000 SH DEFINED 0 30000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6832 88400 SH DEFINED 0 88400 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 839 20000 SH DEFINED 0 20000 0
ALLIANT TECHSYSTEMS INC COM 018804104 4858 49000 SH DEFINED 0 49000 0
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 458 350000 PRN DEFINED 0 350000 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 4684 348000 SH DEFINED 0 348000 0
ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 191 200000 PRN DEFINED 0 200000 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 5020 197000 SH DEFINED 0 197000 0
ALTRIA GROUP INC COM 02209S103 1122 16000 SH DEFINED 0 16000 0
ALZA CORP SDCV 7/2 02261WAB5 254 300000 PRN DEFINED 0 300000 0
AMAZON COM INC COM 023135106 3147 46000 SH DEFINED 0 46000 0
AMBAC FINL GROUP INC COM 023139108 2529 29000 SH DEFINED 0 29000 0
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 155 150000 PRN DEFINED 0 150000 0
AMEDISYS INC COM 023436108 1284 35333 SH DEFINED 0 35333 0
AMERCO COM 023586100 2039 27000 SH DEFINED 0 27000 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2106 34000 SH DEFINED 0 34000 0
AMERICAN COMMERCIAL LINES COM NEW 025195207 2918 112000 SH DEFINED 0 112000 0
AMERICAN ELEC PWR INC COM 025537101 1576 35000 SH DEFINED 0 35000 0
AMERICAN EXPRESS CO COM 025816109 2600 42500 SH DEFINED 0 42500 0
AMERICAN FINL GROUP INC OHIO COM 025932104 4730 138500 SH DEFINED 0 138500 0
AMERICAN INTL GROUP INC COM 026874107 9874 141000 SH DEFINED 0 141000 0
AMERICAN REPROGRAPHICS CO COM 029263100 2586 84000 SH DEFINED 0 84000 0
AMERICAN SCIENCE & ENGR INC COM 029429107 1137 20000 SH DEFINED 0 20000 0
AMERICAN STD COS INC DEL COM 029712106 2790 47300 SH DEFINED 0 47300 0
AMERICAN STS WTR CO COM 029899101 1220 34300 SH DEFINED 0 34300 0
AMERICAN TOWER CORP CL A 029912201 7315 174167 SH DEFINED 0 174167 0
AMERIPRISE FINL INC COM 03076C106 2225 35000 SH DEFINED 0 35000 0
AMERISOURCEBERGEN CORP COM 03073E105 1484 30000 SH DEFINED 0 30000 0
AMERISTAR CASINOS INC COM 03070Q101 2685 77300 SH DEFINED 0 77300 0
AMETEK INC NEW COM 031100100 7488 188700 SH DEFINED 0 188700 0
AMGEN INC NOTE 0.125% 2/0 031162AN0 45 50000 PRN DEFINED 0 50000 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 89 100000 PRN DEFINED 0 100000 0
AMPCO-PITTSBURGH CORP COM 032037103 401 10000 SH DEFINED 0 10000 0
AMPHENOL CORP NEW CL A 032095101 7159 200800 SH DEFINED 0 200800 0
AMYLIN PHARMACEUTICALS INC COM 032346108 576 14000 SH DEFINED 0 14000 0
ANADARKO PETE CORP COM 032511107 1560 30000 SH DEFINED 0 30000 0
ANALOG DEVICES INC COM 032654105 1129 30000 SH DEFINED 0 30000 0
ANDREW CORP COM 034425108 5429 376000 SH DEFINED 0 376000 0
ANDREW CORP NOTE 3.250% 8/1 034425AB4 271 250000 PRN DEFINED 0 250000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 946 25000 SH DEFINED 0 25000 0
ANHEUSER BUSCH COS INC COM 035229103 2086 40000 SH DEFINED 0 40000 0
ANIXTER INTL INC COM 035290105 9281 123400 SH DEFINED 0 123400 0
ANIXTER INTL INC NOTE 7/0 035290AG0 283 250000 PRN DEFINED 0 250000 0
ANSOFT CORP COM 036384105 1516 51400 SH DEFINED 0 51400 0
ANSYS INC COM 03662Q105 5162 194800 SH DEFINED 0 194800 0
AON CORP COM 037389103 7712 181000 SH DEFINED 0 181000 0
APOGEE ENTERPRISES INC COM 037598109 5202 187000 SH DEFINED 0 187000 0
APPLE INC COM 037833100 7750 63500 SH DEFINED 0 63500 0
APPLERA CORP COM AP BIO GRP 038020103 1322 43300 SH DEFINED 0 43300 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2795 94750 SH DEFINED 0 94750 0
APPLIED MATLS INC COM 038222105 3080 155000 SH DEFINED 0 155000 0
APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB4 209 200000 PRN DEFINED 0 200000 0
APTARGROUP INC COM 038336103 2959 83200 SH DEFINED 0 83200 0
AQUA AMERICA INC COM 03836W103 697 31000 SH DEFINED 0 31000 0
AQUANTIVE INC COM 03839G105 13143 206000 SH DEFINED 0 206000 0
ARCH CAP GROUP LTD ORD G0450A105 4875 67200 SH DEFINED 0 67200 0
ARCH CHEMICALS INC COM 03937R102 527 15000 SH DEFINED 0 15000 0
ARCHER DANIELS MIDLAND CO COM 039483102 662 20000 SH DEFINED 0 20000 0
ARENA RESOURCES INC COM 040049108 232 4000 SH DEFINED 0 4000 0
ARGONAUT GROUP INC COM 040157109 1511 48400 SH DEFINED 0 48400 0
ARMOR HOLDINGS INC COM 042260109 10876 125200 SH DEFINED 0 125200 0
ARTHROCARE CORP COM 043136100 4316 98300 SH DEFINED 0 98300 0
ASSURANT INC COM 04621X108 3453 58600 SH DEFINED 0 58600 0
ASTA FDG INC COM 046220109 461 12000 SH DEFINED 0 12000 0
AT&T INC COM 00206R102 11454 276000 SH DEFINED 0 276000 0
ATLAS AMER INC COM 049167109 403 7500 SH DEFINED 0 7500 0
AUDIOCODES LTD ORD M15342104 225 40000 SH DEFINED 0 40000 0
AUTOLIV INC COM 052800109 1592 28000 SH DEFINED 0 28000 0
AUTOZONE INC COM 053332102 1448 10600 SH DEFINED 0 10600 0
AVALONBAY CMNTYS INC COM 053484101 1094 9200 SH DEFINED 0 9200 0
AVI BIOPHARMA INC COM 002346104 56 20000 SH DEFINED 0 20000 0
AVID TECHNOLOGY INC COM 05367P100 354 10000 SH DEFINED 0 10000 0
AVNET INC DBCV 2.000% 3/1 053807AL7 190 150000 PRN DEFINED 0 150000 0
AVNET INC COM 053807103 5589 141000 SH DEFINED 0 141000 0
AVX CORP NEW COM 002444107 502 30000 SH DEFINED 0 30000 0
BALDOR ELEC CO COM 057741100 5027 102000 SH DEFINED 0 102000 0
BALL CORP COM 058498106 5583 105000 SH DEFINED 0 105000 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 244 10000 SH DEFINED 0 10000 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 2911 65500 SH DEFINED 0 65500 0
BANCO SANTANDER CENT HISPANO ADR 05964H105 1103 60000 SH DEFINED 0 60000 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 272 5500 SH DEFINED 0 5500 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1149 35000 SH DEFINED 0 35000 0
BANK HAWAII CORP COM 062540109 6326 122500 SH DEFINED 0 122500 0
BANK MONTREAL QUE COM 063671101 856 13300 SH DEFINED 0 13300 0
BANK NOVA SCOTIA HALIFAX COM 064149107 2544 52100 SH DEFINED 0 52100 0
BANK OF AMERICA CORPORATION COM 060505104 1467 30000 SH DEFINED 0 30000 0
BARCLAYS PLC ADR 06738E204 1116 20000 SH DEFINED 0 20000 0
BARD C R INC COM 067383109 5685 68800 SH DEFINED 0 68800 0
BARNES GROUP INC COM 067806109 634 20000 SH DEFINED 0 20000 0
BASF AG SPONSORED ADR 055262505 523 4000 SH DEFINED 0 4000 0
BAXTER INTL INC COM 071813109 3916 69514 SH DEFINED 0 69514 0
BAYER A G SPONSORED ADR 072730302 1205 16000 SH DEFINED 0 16000 0
BCE INC COM NEW 05534B760 567 15000 SH DEFINED 0 15000 0
BE AEROSPACE INC COM 073302101 13836 335000 SH DEFINED 0 335000 0
BEAR STEARNS COS INC COM 073902108 4396 31400 SH DEFINED 0 31400 0
BECTON DICKINSON & CO COM 075887109 3911 52500 SH DEFINED 0 52500 0
BED BATH & BEYOND INC COM 075896100 2627 73000 SH DEFINED 0 73000 0
BELDEN INC COM 077454106 3542 64000 SH DEFINED 0 64000 0
BELL MICROPRODUCTS INC NOTE 3.750% 3/0 078137AC0 229 250000 PRN DEFINED 0 250000 0
BERKLEY W R CORP COM 084423102 4011 123262 SH DEFINED 0 123262 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 6240 57 SH DEFINED 0 57 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 217 200000 PRN DEFINED 0 200000 0
BG PLC ADR FIN INST N 055434203 1292 15800 SH DEFINED 0 15800 0
BHP BILLITON LTD SPONSORED ADR 088606108 4242 71000 SH DEFINED 0 71000 0
BIG LOTS INC COM 089302103 5472 186000 SH DEFINED 0 186000 0
BIO RAD LABS INC CL A 090572207 3552 47000 SH DEFINED 0 47000 0
BIOGEN IDEC INC COM 09062X103 3050 57000 SH DEFINED 0 57000 0
BISYS GROUP INC COM 055472104 355 30000 SH DEFINED 0 30000 0
BLACKBAUD INC COM 09227Q100 2287 103600 SH DEFINED 0 103600 0
BLACKBOARD INC COM 091935502 1601 38000 SH DEFINED 0 38000 0
BLACKROCK INC COM 09247X101 7031 44900 SH DEFINED 0 44900 0
BOEING CO COM 097023105 3462 36000 SH DEFINED 0 36000 0
BOK FINL CORP COM NEW 05561Q201 233 4353 SH DEFINED 0 4353 0
BORG WARNER INC COM 099724106 6522 75800 SH DEFINED 0 75800 0
BOSTON SCIENTIFIC CORP COM 101137107 614 40000 SH DEFINED 0 40000 0
BOYD GAMING CORP COM 103304101 1230 25000 SH DEFINED 0 25000 0
BRE PROPERTIES INC CL A 05564E106 949 16000 SH DEFINED 0 16000 0
BRIGGS & STRATTON CORP COM 109043109 1262 40000 SH DEFINED 0 40000 0
BRINKS CO COM 109696104 5292 85500 SH DEFINED 0 85500 0
BRISTOW GROUP INC COM 110394103 991 20000 SH DEFINED 0 20000 0
BRISTOW GROUP INC PFD CNV 5.50% 110394400 319 5000 SH DEFINED 0 5000 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4529 65500 SH DEFINED 0 65500 0
BRONCO DRILLING CO INC COM 112211107 164 10000 SH DEFINED 0 10000 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1392 34875 SH DEFINED 0 34875 0
BROOKFIELD PPTYS CORP COM 112900105 2091 86000 SH DEFINED 0 86000 0
BROWN & BROWN INC COM 115236101 528 21000 SH DEFINED 0 21000 0
BROWN SHOE INC NEW COM 115736100 693 28500 SH DEFINED 0 28500 0
BRUNSWICK CORP COM 117043109 653 20000 SH DEFINED 0 20000 0
BRUSH ENGINEERED MATLS INC COM 117421107 798 19000 SH DEFINED 0 19000 0
BT GROUP PLC ADR 05577E101 4547 68300 SH DEFINED 0 68300 0
BUCKLE INC COM 118440106 1005 25500 SH DEFINED 0 25500 0
BUCYRUS INTL INC NEW CL A 118759109 5733 81000 SH DEFINED 0 81000 0
BUNGE LIMITED COM G16962105 625 7400 SH DEFINED 0 7400 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 3644 42800 SH DEFINED 0 42800 0
C D I CORP COM 125071100 4766 148000 SH DEFINED 0 148000 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6229 118600 SH DEFINED 0 118600 0
CABELAS INC COM 126804301 664 30000 SH DEFINED 0 30000 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1086 30000 SH DEFINED 0 30000 0
CABOT CORP COM 127055101 715 15000 SH DEFINED 0 15000 0
CADBURY SCHWEPPES PLC ADR 127209302 815 15000 SH DEFINED 0 15000 0
CALIFORNIA WTR SVC GROUP COM 130788102 525 14000 SH DEFINED 0 14000 0
CALLAWAY GOLF CO COM 131193104 4737 266000 SH DEFINED 0 266000 0
CAMECO CORP COM 13321L108 507 10000 SH DEFINED 0 10000 0
CANADIAN NAT RES LTD COM 136385101 1062 16000 SH DEFINED 0 16000 0
CANADIAN NATL RY CO COM 136375102 4344 85300 SH DEFINED 0 85300 0
CANADIAN PAC RY LTD COM 13645T100 3042 44200 SH DEFINED 0 44200 0
CARLISLE COS INC COM 142339100 5004 107600 SH DEFINED 0 107600 0
CARMAX INC COM 143130102 1989 78000 SH DEFINED 0 78000 0
CARNIVAL CORP NOTE 10/2 143658AS1 163 200000 PRN DEFINED 0 200000 0
CARPENTER TECHNOLOGY CORP COM 144285103 3649 28000 SH DEFINED 0 28000 0
CARTER INC COM 146229109 1105 42600 SH DEFINED 0 42600 0
CASCADE CORP COM 147195101 6024 76800 SH DEFINED 0 76800 0
CASH AMER INTL INC COM 14754D100 436 11000 SH DEFINED 0 11000 0
CATERPILLAR INC DEL COM 149123101 2709 34600 SH DEFINED 0 34600 0
CATO CORP NEW CL A 149205106 1430 65200 SH DEFINED 0 65200 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 1789 49000 SH DEFINED 0 49000 0
CBL & ASSOC PPTYS INC COM 124830100 541 15000 SH DEFINED 0 15000 0
CBS CORP NEW CL B 124857202 1666 50000 SH DEFINED 0 50000 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 735 8200 SH DEFINED 0 8200 0
CELANESE CORP DEL PFD 4.25% CONV 150870202 301 6000 SH DEFINED 0 6000 0
CELESTICA INC SUB VTG SHS 15101Q108 344 55000 SH DEFINED 0 55000 0
CELGENE CORP COM 151020104 11317 197400 SH DEFINED 0 197400 0
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CENTRAL EUROPEAN DIST CORP COM 153435102 2459 71025 SH DEFINED 0 71025 0
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CENVEO INC COM 15670S105 3305 142500 SH DEFINED 0 142500 0
CERADYNE INC COM 156710105 3798 51350 SH DEFINED 0 51350 0
CERADYNE INC NOTE 2.875%12/1 156710AA3 139 100000 PRN DEFINED 0 100000 0
CERNER CORP COM 156782104 4077 73500 SH DEFINED 0 73500 0
CHARLES RIV LABS INTL INC COM 159864107 4697 91000 SH DEFINED 0 91000 0
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CIT GROUP INC COM 125581108 2851 52000 SH DEFINED 0 52000 0
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CLARCOR INC COM 179895107 4761 127200 SH DEFINED 0 127200 0
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CNA FINL CORP COM 126117100 7535 158000 SH DEFINED 0 158000 0
CNH GLOBAL N V SHS NEW N20935206 1722 33700 SH DEFINED 0 33700 0
CNOOC LTD SPONSORED ADR 126132109 978 8600 SH DEFINED 0 8600 0
COACH INC COM 189754104 12748 269000 SH DEFINED 0 269000 0
COCA COLA CO COM 191216100 8971 171500 SH DEFINED 0 171500 0
COEUR D ALENE MINES CORP IDA COM 192108108 43 12000 SH DEFINED 0 12000 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9570 127600 SH DEFINED 0 127600 0
COGNOS INC COM 19244C109 596 15000 SH DEFINED 0 15000 0
COLDWATER CREEK INC COM 193068103 1975 85000 SH DEFINED 0 85000 0
COLONIAL BANCGROUP INC COM 195493309 599 24000 SH DEFINED 0 24000 0
COMCAST CORP NEW CL A SPL 20030N200 7787 278500 SH DEFINED 0 278500 0
COMFORT SYS USA INC COM 199908104 440 31000 SH DEFINED 0 31000 0
COMMERCE BANCSHARES INC COM 200525103 1986 43833 SH DEFINED 0 43833 0
COMMERCIAL METALS CO COM 201723103 946 28000 SH DEFINED 0 28000 0
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COMPUTER SCIENCES CORP COM 205363104 6861 116000 SH DEFINED 0 116000 0
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COOPER TIRE & RUBR CO COM 216831107 5054 183000 SH DEFINED 0 183000 0
COPA HOLDINGS SA CL A P31076105 1143 17000 SH DEFINED 0 17000 0
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CORNING INC COM 219350105 894 35000 SH DEFINED 0 35000 0
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COVANCE INC COM 222816100 6486 94600 SH DEFINED 0 94600 0
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COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 154 150000 PRN DEFINED 0 150000 0
COVENTRY HEALTH CARE INC COM 222862104 2127 36900 SH DEFINED 0 36900 0
CP HOLDRS DEP RCPTS CP 12616K106 2924 21800 SH DEFINED 0 21800 0
CREDICORP LTD COM G2519Y108 306 5000 SH DEFINED 0 5000 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 355 5000 SH DEFINED 0 5000 0
CRESCENT REAL ESTATE EQUITIE COM 225756105 224 10000 SH DEFINED 0 10000 0
CROCS INC COM 227046109 3354 78000 SH DEFINED 0 78000 0
CROWN CASTLE INTL CORP COM 228227104 6416 176885 SH DEFINED 0 176885 0
CRYOLIFE INC COM 228903100 4619 355000 SH DEFINED 0 355000 0
CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 221 200000 PRN DEFINED 0 200000 0
CSX CORP DBCV 10/3 126408GA5 240 150000 PRN DEFINED 0 150000 0
CTRIP COM INTL LTD ADR 22943F100 2831 36000 SH DEFINED 0 36000 0
CURTISS WRIGHT CORP COM 231561101 1836 39400 SH DEFINED 0 39400 0
CVS CAREMARK CORPORATION COM 126650100 3791 104000 SH DEFINED 0 104000 0
CYTEC INDS INC COM 232820100 1275 20000 SH DEFINED 0 20000 0
CYTYC CORP COM 232946103 629 14600 SH DEFINED 0 14600 0
DADE BEHRING HLDGS INC COM 23342J206 4462 84000 SH DEFINED 0 84000 0
DAKTRONICS INC COM 234264109 258 12000 SH DEFINED 0 12000 0
DANAHER CORP DEL NOTE 1/2 235851AF9 221 200000 PRN DEFINED 0 200000 0
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