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, 2008
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 11, 2008
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: 1005
Form13F Information Table Value Total: $2,986,827 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 259 300000 PRN DEFINED 0 300000 0
AAR CORP COM 000361105 695 51400 SH DEFINED 0 51400 0
AARON RENTS INC COM 002535201 851 38100 SH DEFINED 0 38100 0
ABAXIS INC COM 002567105 550 22800 SH DEFINED 0 22800 0
ABB LTD SPONSORED ADR 000375204 2407 85000 SH DEFINED 0 85000 0
ABERCROMBIE & FITCH CO CL A 002896207 313 5000 SH DEFINED 0 5000 0
ACCENTURE LTD BERMUDA CL A G1150G111 6120 150300 SH DEFINED 0 150300 0
ACE LTD ORD G0070K103 2151 39050 SH DEFINED 0 38500 550
ACTUANT CORP CL A NEW 00508X203 1793 57200 SH DEFINED 0 57200 0
ACUITY BRANDS INC COM 00508Y102 7222 150200 SH DEFINED 0 150200 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 95 150000 PRN DEFINED 0 150000 0
ADVENT SOFTWARE INC COM 007974108 3081 85400 SH DEFINED 0 85400 0
AEROPOSTALE COM 007865108 10048 320700 SH DEFINED 0 320700 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1070 20000 SH DEFINED 0 20000 0
AFFILIATED MANAGERS GROUP COM 008252108 4051 44985 SH DEFINED 0 44900 85
AFLAC INC COM 001055102 6776 107900 SH DEFINED 0 107900 0
AGCO CORP NOTE 1.250%12/1 001084AM4 72 50000 PRN DEFINED 0 50000 0
AGERE SYS INC NOTE 6.500%12/1 00845VAA8 1929 1900000 PRN DEFINED 0 1900000 0
AGILENT TECHNOLOGIES INC COM 00846U101 2843 80000 SH DEFINED 0 80000 0
AGL RES INC COM 001204106 2137 61800 SH DEFINED 0 61800 0
AGRIUM INC COM 008916108 8926 83000 SH DEFINED 0 83000 0
AIR METHODS CORP COM PAR $.06 009128307 353 14100 SH DEFINED 0 14100 0
AIR PRODS & CHEMS INC COM 009158106 6327 64000 SH DEFINED 0 64000 0
AIRGAS INC COM 009363102 12729 218000 SH DEFINED 0 218000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 661 19000 SH DEFINED 0 19000 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1590 133200 SH DEFINED 0 133200 0
ALBEMARLE CORP COM 012653101 7910 198200 SH DEFINED 0 198200 0
ALCOA INC COM 013817101 499 14000 SH DEFINED 0 14000 0
ALCON INC COM SHS H01301102 6284 38600 SH DEFINED 0 38600 0
ALEXION PHARMACEUTICALS INC COM 015351109 8635 119100 SH DEFINED 0 119100 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3877 65400 SH DEFINED 0 65400 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 263 250000 PRN DEFINED 0 250000 0
ALLERGAN INC COM 018490102 2571 49400 SH DEFINED 0 49400 0
ALLETE INC COM NEW 018522300 1260 30000 SH DEFINED 0 30000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4999 88400 SH DEFINED 0 88400 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 1114 20000 SH DEFINED 0 20000 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 547 10000 SH DEFINED 0 10000 0
ALLIANT TECHSYSTEMS INC COM 018804104 5298 52100 SH DEFINED 0 52000 100
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 398 300000 PRN DEFINED 0 300000 0
ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 1140 1200000 PRN DEFINED 0 1200000 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1238 46300 SH DEFINED 0 46300 0
ALPHA NATURAL RESOURCES INC COM 02076X102 4589 44000 SH DEFINED 0 44000 0
ALTRIA GROUP INC COM 02209S103 354 17240 SH DEFINED 0 17000 240
ALZA CORP SDCV 7/2 02261WAB5 269 300000 PRN DEFINED 0 300000 0
AMAG PHARMACEUTICALS INC COM 00163U106 1463 42900 SH DEFINED 0 42900 0
AMAZON COM INC COM 023135106 2713 37000 SH DEFINED 0 37000 0
AMCOL INTL CORP COM 02341W103 2439 85700 SH DEFINED 0 85700 0
AMEDISYS INC COM 023436108 10086 200033 SH DEFINED 0 199633 400
AMERCO COM 023586100 1402 29400 SH DEFINED 0 29400 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 334 24500 SH DEFINED 0 23000 1500
AMERICAN ECOLOGY CORP COM NEW 025533407 948 32100 SH DEFINED 0 32100 0
AMERICAN ELEC PWR INC COM 025537101 1408 35000 SH DEFINED 0 35000 0
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 228 250000 PRN DEFINED 0 250000 0
AMERICAN EXPRESS CO COM 025816109 658 17475 SH DEFINED 0 16700 775
AMERICAN FINL GROUP INC OHIO COM 025932104 3304 123500 SH DEFINED 0 123500 0
AMERICAN INTL GROUP INC COM 026874107 614 23190 SH DEFINED 0 22000 1190
AMERICAN PHYSICIANS CAPITAL COM 028884104 613 12650 SH DEFINED 0 12650 0
AMERICAN STS WTR CO COM 029899101 1653 47300 SH DEFINED 0 47300 0
AMERICAN TOWER CORP CL A 029912201 6514 154167 SH DEFINED 0 154167 0
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 208 100000 PRN DEFINED 0 100000 0
AMERIGON INC COM 03070L300 183 25800 SH DEFINED 0 25800 0
AMERIPRISE FINL INC COM 03076C106 813 20000 SH DEFINED 0 20000 0
AMERON INTL INC COM 030710107 6023 50200 SH DEFINED 0 50200 0
AMETEK INC NEW COM 031100100 15611 330600 SH DEFINED 0 330600 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 1479 1700000 PRN DEFINED 0 1700000 0
AMPCO-PITTSBURGH CORP COM 032037103 1855 41700 SH DEFINED 0 41700 0
AMPHENOL CORP NEW CL A 032095101 13141 292800 SH DEFINED 0 292800 0
ANADARKO PETE CORP COM 032511107 1602 21400 SH DEFINED 0 20250 1150
ANADIGICS INC COM 032515108 995 101000 SH DEFINED 0 101000 0
ANALOG DEVICES INC COM 032654105 635 20000 SH DEFINED 0 20000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 642 18928 SH DEFINED 0 18928 0
ANHEUSER BUSCH COS INC COM 035229103 373 6000 SH DEFINED 0 6000 0
ANIXTER INTL INC COM 035290105 7508 126200 SH DEFINED 0 126200 0
ANIXTER INTL INC NOTE 7/0 035290AG0 138 150000 PRN DEFINED 0 150000 0
ANNTAYLOR STORES CORP COM 036115103 557 23240 SH DEFINED 0 22000 1240
ANSOFT CORP COM 036384105 3014 82800 SH DEFINED 0 82800 0
ANSYS INC COM 03662Q105 15295 324600 SH DEFINED 0 324600 0
APACHE CORP COM 037411105 8660 62300 SH DEFINED 0 62000 300
APOLLO GROUP INC CL A 037604105 531 12000 SH DEFINED 0 12000 0
APPLE INC COM 037833100 6698 40000 SH DEFINED 0 40000 0
APPLERA CORP COM AP BIO GRP 038020103 837 25000 SH DEFINED 0 25000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1831 75750 SH DEFINED 0 75750 0
APTARGROUP INC COM 038336103 6976 166300 SH DEFINED 0 166300 0
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 3119 42500 SH DEFINED 0 42500 0
ARBITRON INC COM 03875Q108 3767 79300 SH DEFINED 0 79300 0
ARCH CAP GROUP LTD ORD G0450A105 4258 64200 SH DEFINED 0 64200 0
ARCH CHEMICALS INC COM 03937R102 332 10000 SH DEFINED 0 10000 0
ARCH COAL INC COM 039380100 4127 55000 SH DEFINED 0 55000 0
ARCHER DANIELS MIDLAND CO COM 039483102 3141 93080 SH DEFINED 0 92000 1080
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 201 200000 PRN DEFINED 0 200000 0
ARENA RESOURCES INC COM 040049108 6307 119400 SH DEFINED 0 119400 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 241 7182 SH DEFINED 0 7182 0
ARTHROCARE CORP COM 043136100 3999 98000 SH DEFINED 0 98000 0
ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 126 150000 PRN DEFINED 0 150000 0
ASSURANT INC COM 04621X108 3865 58600 SH DEFINED 0 58600 0
AT&T INC COM 00206R102 819 24300 SH DEFINED 0 23000 1300
ATHEROS COMMUNICATIONS INC COM 04743P108 5154 171800 SH DEFINED 0 171800 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 338 12300 SH DEFINED 0 12300 0
ATLAS AMER INC COM 049167109 3355 74475 SH DEFINED 0 74475 0
ATP OIL & GAS CORP COM 00208J108 395 10000 SH DEFINED 0 10000 0
ATWOOD OCEANICS INC COM 050095108 2611 21000 SH DEFINED 0 21000 0
AUDIOCODES LTD ORD M15342104 128 35000 SH DEFINED 0 35000 0
AUTOLIV INC COM 052800109 3077 66000 SH DEFINED 0 66000 0
AUTOZONE INC COM 053332102 1283 10600 SH DEFINED 0 10600 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 2508 74600 SH DEFINED 0 74600 0
AVALONBAY CMNTYS INC COM 053484101 820 9200 SH DEFINED 0 9200 0
AVI BIOPHARMA INC COM 002346104 11 10000 SH DEFINED 0 10000 0
AVID TECHNOLOGY INC COM 05367P100 510 30000 SH DEFINED 0 30000 0
AVNET INC DBCV 2.000% 3/1 053807AL7 103 100000 PRN DEFINED 0 100000 0
AVX CORP NEW COM 002444107 226 20000 SH DEFINED 0 20000 0
AXIS CAPITAL HOLDINGS SHS G0692U109 388 13000 SH DEFINED 0 13000 0
AXSYS TECHNOLOGIES INC COM 054615109 4840 93000 SH DEFINED 0 93000 0
AZZ INC COM 002474104 4908 123000 SH DEFINED 0 123000 0
BADGER METER INC COM 056525108 2294 45400 SH DEFINED 0 45400 0
BAKER HUGHES INC COM 057224107 2795 32000 SH DEFINED 0 32000 0
BAKER MICHAEL CORP COM 057149106 258 11800 SH DEFINED 0 11800 0
BALDOR ELEC CO COM 057741100 979 28000 SH DEFINED 0 28000 0
BALL CORP COM 058498106 1003 21000 SH DEFINED 0 21000 0
BALLY TECHNOLOGIES INC COM 05874B107 2670 79000 SH DEFINED 0 79000 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 2959 156000 SH DEFINED 0 156000 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 3326 163750 SH DEFINED 0 163750 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 237 5500 SH DEFINED 0 5500 0
BANCO SANTANDER SA ADR 05964H105 1091 60000 SH DEFINED 0 60000 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1413 45000 SH DEFINED 0 45000 0
BANK HAWAII CORP COM 062540109 7003 146500 SH DEFINED 0 146500 0
BANK MONTREAL QUE COM 063671101 548 13300 SH DEFINED 0 13300 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1952 42600 SH DEFINED 0 42600 0
BANK OF AMERICA CORPORATION COM 060505104 847 35485 SH DEFINED 0 33750 1735
BANK OF NEW YORK MELLON CORP COM 064058100 671 17745 SH DEFINED 0 17000 745
BARD C R INC COM 067383109 5435 61800 SH DEFINED 0 61800 0
BARNES GROUP INC COM 067806109 4884 211500 SH DEFINED 0 211500 0
BARR PHARMACEUTICALS INC COM 068306109 721 16000 SH DEFINED 0 16000 0
BARRICK GOLD CORP COM 067901108 2867 63000 SH DEFINED 0 63000 0
BAXTER INTL INC COM 071813109 6861 107311 SH DEFINED 0 107311 0
BCE INC COM NEW 05534B760 261 7500 SH DEFINED 0 7500 0
BE AEROSPACE INC COM 073302101 5464 234600 SH DEFINED 0 234600 0
BECTON DICKINSON & CO COM 075887109 6870 84500 SH DEFINED 0 84500 0
BELDEN INC COM 077454106 1728 51000 SH DEFINED 0 51000 0
BERKLEY W R CORP COM 084423102 612 25325 SH DEFINED 0 25325 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 845 7 SH DEFINED 0 7 0
BERRY PETE CO CL A 085789105 4122 70000 SH DEFINED 0 70000 0
BEST BUY INC COM 086516101 792 20000 SH DEFINED 0 20000 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 209 200000 PRN DEFINED 0 200000 0
BHP BILLITON LTD SPONSORED ADR 088606108 3974 46650 SH DEFINED 0 46000 650
BIO RAD LABS INC CL A 090572207 5638 69700 SH DEFINED 0 69700 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 431 19300 SH DEFINED 0 19300 0
BIOGEN IDEC INC COM 09062X103 3169 56700 SH DEFINED 0 56000 700
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 157 100000 PRN DEFINED 0 100000 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3675 126800 SH DEFINED 0 126800 0
BLACKBAUD INC COM 09227Q100 2632 123000 SH DEFINED 0 123000 0
BLACKBOARD INC COM 091935502 3693 96600 SH DEFINED 0 96600 0
BLACKROCK INC COM 09247X101 6708 37900 SH DEFINED 0 37900 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 273 15000 SH DEFINED 0 15000 0
BMC SOFTWARE INC COM 055921100 4752 132000 SH DEFINED 0 132000 0
BOEING CO COM 097023105 2379 36200 SH DEFINED 0 36200 0
BOK FINL CORP COM NEW 05561Q201 233 4353 SH DEFINED 0 4353 0
BORGWARNER INC COM 099724106 6728 151600 SH DEFINED 0 151600 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 55 50000 PRN DEFINED 0 50000 0
BOSTON SCIENTIFIC CORP COM 101137107 567 46100 SH DEFINED 0 45000 1100
BP PLC SPONSORED ADR 055622104 2678 38500 SH DEFINED 0 38500 0
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 3522 48000 SH DEFINED 0 48000 0
BRASIL TELECOM SA SPONS ADR PFD 10553M101 1054 33000 SH DEFINED 0 33000 0
BRE PROPERTIES INC CL A 05564E106 692 16000 SH DEFINED 0 16000 0
BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH8 141 150000 PRN DEFINED 0 150000 0
BRIGGS & STRATTON CORP COM 109043109 127 10000 SH DEFINED 0 10000 0
BRINKS CO COM 109696104 6771 103500 SH DEFINED 0 103500 0
BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 298 300000 PRN DEFINED 0 300000 0
BRISTOL MYERS SQUIBB CO COM 110122108 751 36600 SH DEFINED 0 34500 2100
BRISTOW GROUP INC COM 110394103 5602 113200 SH DEFINED 0 113200 0
BRISTOW GROUP INC PFD CNV 5.50% 110394400 247 4000 SH DEFINED 0 4000 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 5000 72200 SH DEFINED 0 72200 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1135 34875 SH DEFINED 0 34875 0
BROWN SHOE INC NEW COM 115736100 583 43050 SH DEFINED 0 43050 0
BRUNSWICK CORP COM 117043109 301 28400 SH DEFINED 0 27000 1400
BT GROUP PLC ADR 05577E101 1645 41400 SH DEFINED 0 40800 600
BUCKLE INC COM 118440106 9311 203600 SH DEFINED 0 203600 0
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BUNGE LIMITED COM G16962105 2583 23990 SH DEFINED 0 23400 590
BURLINGTON NORTHN SANTA FE C COM 12189T104 7572 75800 SH DEFINED 0 75800 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10261 187100 SH DEFINED 0 187100 0
CA INC COM 12673P105 577 25000 SH DEFINED 0 25000 0
CABELAS INC COM 126804301 230 20900 SH DEFINED 0 20000 900
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CABOT CORP COM 127055101 365 15000 SH DEFINED 0 15000 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 53 50000 PRN DEFINED 0 50000 0
CALGON CARBON CORP COM 129603106 1209 78200 SH DEFINED 0 78200 0
CALIFORNIA WTR SVC GROUP COM 130788102 459 14000 SH DEFINED 0 14000 0
CAMECO CORP COM 13321L108 463 10800 SH DEFINED 0 10800 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 169 100000 PRN DEFINED 0 100000 0
CAMERON INTERNATIONAL CORP COM 13342B105 4041 73000 SH DEFINED 0 73000 0
CANADIAN NAT RES LTD COM 136385101 7820 78000 SH DEFINED 0 78000 0
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CASCADE CORP COM 147195101 1117 26400 SH DEFINED 0 26400 0
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CATERPILLAR INC DEL COM 149123101 4843 65600 SH DEFINED 0 65600 0
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CELANESE CORP DEL COM SER A 150870103 2854 62500 SH DEFINED 0 62500 0
CELANESE CORP DEL PFD 4.25% CONV 150870202 411 7000 SH DEFINED 0 7000 0
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CELGENE CORP COM 151020104 10270 160797 SH DEFINED 0 160797 0
CEMEX SAB DE CV SPON ADR NEW 151290889 887 35900 SH DEFINED 0 34000 1900
CENTERPOINT ENERGY INC COM 15189T107 321 20000 SH DEFINED 0 20000 0
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CHUBB CORP COM 171232101 2622 53500 SH DEFINED 0 53500 0
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CHURCH & DWIGHT INC DBCV 5.250% 8/1 171340AC6 274 150000 PRN DEFINED 0 150000 0
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CISCO SYS INC COM 17275R102 1089 46800 SH DEFINED 0 44500 2300
CITIGROUP INC COM 172967101 983 58625 SH DEFINED 0 57000 1625
CLARCOR INC COM 179895107 5107 145500 SH DEFINED 0 145500 0
CLEAN HARBORS INC COM 184496107 9110 128200 SH DEFINED 0 128200 0
CLEVELAND CLIFFS INC COM 185896107 17259 144800 SH DEFINED 0 144800 0
CNA SURETY CORP COM 12612L108 230 18200 SH DEFINED 0 18200 0
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CORRECTIONS CORP AMER NEW COM NEW 22025Y407 8049 293000 SH DEFINED 0 293000 0
COSTCO WHSL CORP NEW COM 22160K105 5590 79700 SH DEFINED 0 79700 0
COVANCE INC COM 222816100 8998 104600 SH DEFINED 0 104600 0
COVANTA HLDG CORP COM 22282E102 5290 198200 SH DEFINED 0 198200 0
COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 371 350000 PRN DEFINED 0 350000 0
COVENTRY HEALTH CARE INC COM 222862104 456 15000 SH DEFINED 0 15000 0
COVIDIEN LTD COM G2552X108 1117 23325 SH DEFINED 0 22000 1325
CP HOLDRS DEP RCPTS CP 12616K106 1394 6800 SH DEFINED 0 6800 0
CREDICORP LTD COM G2519Y108 1314 16000 SH DEFINED 0 16000 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 227 5000 SH DEFINED 0 5000 0
CROWN CASTLE INTL CORP COM 228227104 6463 166885 SH DEFINED 0 166885 0
CRYOLIFE INC COM 228903100 4256 372000 SH DEFINED 0 372000 0
CSG SYS INTL INC COM 126349109 110 10000 SH DEFINED 0 10000 0
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