13F-HR 1 d62313_13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2004 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: Millennium Partners, L.P. Address: c/o Millennium Management, LLC 666 Fifth Avenue, 8th Floor 13F File Number: 28-10103 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Robert Williams Title: CFO Phone: 212-841-4125 Signature, Place, and Date of Signing: /s/ Robert Williams New York, 2/14/05 ----------------------------------- ---------------- -------------------- Report Type (Check only one.): |X| 13F HOLDINGS REPORT. |_| 13F NOTICE. |_| 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 2,476 Form 13F Information Table Value Total: $5,798,562 (thousands) List of Other Included Managers: No. Form 13 F File Number Name --- --------------------- ---- 1 028-11137 Millenco, L.P. 2 028-11138 Millennium Holding Group, L.P. 3 028-11232 MLP Trading Co. LLC FORM 13F INFORMATION TABLE

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- ABN AMRO ADR SPONSORED ADR 000937102 408.20547 22101 SH sole 22101 ASHANTI GOLD ADR GLOB DEP RCPT 043743202 2120.305 202900 SH sole 202900 ASTRAZENECA STK SPONSORED ADR 046353108 1453.8566 33499 SH sole 33499 AVENTIS ADR SPONSORED ADR 053561106 2824.2 54000 SH sole 54000 AXA SA ADR SPONSORED ADR 054536107 372.06401 21899 SH sole 21899 Banco Bilbao Vizcaya Argentaria SPONSORED ADR 05946K101 766.194 74100 SH sole 74100 BANCO ITAU HOLDING FINANCEIRA SP ADR 500PFD 059602201 260.64 7200 SH sole 7200 BASF ADR SPONSORED ADR 055262505 306.32 7000 SH sole 7000 BK SANTANDER ADR ADR 05964H105 201.687 23700 SH sole 23700 BP PLC ADR SPONSORED ADR 055622104 15303.2658 363498 SH sole 363498 COCA COLA FEMSA ADR SPON ADR REP L 191241108 494.7444 23337 SH sole 23337 COMP DE BEBIDAS ADR SPON ADR PFD 20441W203 1490.7324 68856 SH sole 68856 CREDIT SUISSE SPONSORED ADR 225401108 492.338 15400 SH sole 15400 CRESUD SACIP ADR SPONSORED ADR 226406106 194.72412 21612 SH sole 21612 DEUTSCHE TELEKOM ADR STK SPONSORED ADR 251566105 1392.016 96400 SH sole 96400 ENDESA ADR SPONSORED ADR 29258N107 710.635 45700 SH sole 45700 ESPIRITO SANTO ADR SPONSORED ADR 29665F200 450.984 27600 SH sole 27600 FRANCE TELECOM SPONSORED ADR 35177Q105 267.26 11500 SH sole 11500 GOLD FIELDS LTD ADR SPONSORED ADR 38059T106 1093.86732 77196 SH sole 77196 HARMONY ADR SPONSORED ADR 413216300 930.6927 64230 SH sole 64230 HONDA MOTOR ADR AMERN SHS 438128308 709.97472 35217 SH sole 35217 HUANENG POWER ADR SPON ADR N 443304100 207.86 3800 SH sole 3800 IRSA INVERSION ADR GLOBL DEP RCPT 450047204 99.5532 10821 SH sole 10821 KYOCERA ADR ADR 501556203 418.347 7050 SH sole 7050 PETROLEO BRASIL SPONSORED ADR 71654V408 568.68693 24801 SH sole 24801 PHILIPPINE LONG ADR SPONSORED ADR 718252604 534.54 45300 SH sole 45300 REPSOL YPF ADR SPONSORED ADR 76026T205 350.811 21300 SH sole 21300 RIO TINTO ADR SPONSORED ADR 767204100 1948.05 22200 SH sole 22200 ROSTELECOM ADR SPONSORED ADR 778529107 1300.32 126000 SH sole 126000 SAP ADR SPONSORED ADR 803054204 1423.188 46800 SH sole 46800 SAPPI ADR SPON ADR NEW 803069202 521.1 38600 SH sole 38600 SCOTTISH PWR ADR SPON ADR FINAL 81013T705 879.27 37100 SH sole 37100 SHELL TRANSPORT & TRADING CO ADR ADR NY SHS NEW 822703609 1083.712 28700 SH sole 28700 SK TELECOM ADR SPONSORED ADR 78440P108 919.95528 51567 SH sole 51567 STORA ENSO OYJ ADR SPON ADR REP R 86210M106 447.984 36600 SH sole 36600 TELEFONOS DE MEXICO SPON ADR ORD L 879403780 1980.46485 64827 SH sole 64827 TELESP CL PA ADR SPON ADR PFD 87952L108 50.794 10900 SH sole 10900 INTERACTIVE WS Equity Basket Option 45840Q127 946.59 22700 CALL sole 0 AGNICO-EAGLE WS Equity Warrant 008474132 85 25000 CALL sole 0 ALLIANCE PHARM WT 4.20 20060915 Equity Warrant 003009107 1.249537325 142857 CALL sole 0 CHIQUITA BRDS WS Equity Warrant 170032114 93.8 20000 CALL sole 0 ELAN CORP WS Equity Warrant G29539163 1.888 11800 CALL sole 0 IMAGEWARE WS Equity Warrant 45245S116 2.7 30000 CALL sole 0 IMPERIAL SUGR WS Equity Warrant 453096117 19.11 27300 CALL sole 0 INCO LTD WS Equity Warrant 453258139 118.6215 12755 CALL sole 0 ISONICS WTS B Equity Warrant 464895135 11.152 16400 CALL sole 0 NATHANS FAM WS Equity Warrant 632347118 12.4691 26530 CALL sole 0 PATHMRK STOR WS Equity Warrant 70322A119 66.432 51900 CALL sole 0 1838 BOND-DEB TRADE FD Stock 282520105 659.34 33300 SH sole 33300 1ST CONSTITUTION STK Stock 31986N102 1316.07216 47892 SH sole 47892 3M COMPANY Stock 88579Y101 12421.41066 179838 SH sole 179838 4 KIDS ENTERTAINMENT STK Stock 350865101 344.2676 16316 SH sole 16316 99 CENTS STORES STK Stock 65440K106 1985.676 61400 SH sole 61400

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- ABBOTT LABS STK Stock 002824100 1026.2209 24118 SH sole 24118 ABERDEEN ASIA STK Stock 003009107 87.78 15400 SH sole 15400 ABGENIX STK Stock 00339B107 1292.01534 89166 SH sole 89166 ABINGTON BANCRP STK Stock 00350P100 3836.4219 120415 SH sole 120415 ACETO STK Stock 004446100 161.8306 11510 SH sole 11510 ACRES GAMING STK Stock 004936100 566.928 49600 SH sole 49600 ACUITY BRANDS Stock 00508Y102 209.496 11600 SH sole 11600 ADE STK Stock 00089C107 261.19562 14866 SH sole 14866 ADMINISTAFF STK Stock 007094105 476.04172 53548 SH sole 53548 ADTRAN STK Stock 00738A106 773.79351 12621 SH sole 12621 ADV ENVIRO RECYC CL A Stock 007947104 371.7 247800 SH sole 247800 ADV FIBRE COMM STK Stock 00754A105 2444.92785 116703 SH sole 116703 ADVANCED ENERGY STK Stock 007973100 1067.53251 56573 SH sole 56573 ADVANCEPCS STK Stock 00790K109 2509.90446 55078 SH sole 55078 ADVENT SOFTWARE STK Stock 007974108 787.08384 48948 SH sole 48948 ADVO STK Stock 007585102 577.53299 13873 SH sole 13873 AEROFLEX STK Stock 007768104 190.3176 21627 SH sole 21627 AEROPOSTALE INC Stock 007865108 366.5275 13550 SH sole 13550 AEW REAL ESTATE INC FD Stock 00104H107 566.056 34600 SH sole 34600 AFFIL MANAGER GP STK Stock 008252108 2877.6216 45822 SH sole 45822 AFFL COMPUTER STK Stock 008190100 4997.24946 102634 SH sole 102634 AFLAC STK Stock 001055102 4412.5676 136612 SH sole 136612 AGCO STK Stock 001084102 4234.81408 247072 SH sole 247072 AGERE SYSTEMS CLASS B Stock 00845V209 81.209 28100 SH sole 28100 AGILENT TECH STK Stock 00846U101 6388.2423 288930 SH sole 288930 AGL RESOURCES STK Stock 001204106 870.59385 30905 SH sole 30905 AGNICO EAGLE STK Stock 008474108 1228.584 99400 SH sole 99400 AIM HI YIELD CL A MF Stock 00142C706 411.7647059 98039.21569 SH sole 98039.21569 AIM SEL RE INCM Stock 00888R107 327.58 22000 SH sole 22000 AIR PRODS & CHEM STK Stock 009158106 1865.6968 41368 SH sole 41368 AIR TRAN HLDGS Stock 00949P108 563.5035 33642 SH sole 33642 AK STEEL STK Stock 001547108 103.1 51550 SH sole 51550 ALBERTO CULVER STK A Stock 013068200 3454.878 60200 SH sole 60200 ALCOA STK Stock 013817101 9297.73488 355418 SH sole 355418 ALEX & BALDWIN STK Stock 014482103 1049.14984 36994 SH sole 36994 ALKERMES STK Stock 01642T108 2532.38272 184576 SH sole 184576 ALLEGIANT BANC STK Stock 017476102 592.8498 29349 SH sole 29349 ALLIANCE CA FD Stock 018546101 353.76 26400 SH sole 26400 ALLIANCE FIBER STK Stock 018680108 40.182 22200 SH sole 22200 ALLIANCE GAMING STK Stock 01859P609 791.60952 39034 SH sole 39034 ALLIANCE NATL FD Stock 01864U106 731.607 52900 SH sole 52900 ALLIANCE NY FD Stock 018714105 402.192 30400 SH sole 30400 ALLIANCE WORLD STK Stock 01879R106 3046.74 246500 SH sole 246500 ALLIED CAPITAL STK Stock 01903Q108 1182.87736 48104 SH sole 48104 ALLIED WASTE IND STK Stock 019589308 594.6588 55061 SH sole 55061 ALLMERICA SEC TR STK Stock 019921105 130.41 13800 SH sole 13800 ALLOY STK Stock 019855105 359.072 64120 SH sole 64120 ALLTEL STK Stock 020039103 5964.1897 128705 SH sole 128705 ALTERA STK Stock 021441100 14654.60271 774147 SH sole 774147 ALTIRIS INC Stock 02148M100 430.32264 16412 SH sole 16412 ALTRIA GROUP Stock 02209S103 6922.1082 158039 SH sole 158039 AM PHARMA PTNRS Stock 02886P109 2726.87744 86954 SH sole 86954 AM STATES WATER STK Stock 029899101 228.629 9700 SH sole 9700 AMBAC FINL GRP STK Stock 023139108 7693.504 120211 SH sole 120211

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- AMCORE FINANCIAL STK Stock 023912108 208.27448 8278 SH sole 8278 AMDOCS STK Stock G02602103 1627.3844 86563 SH sole 86563 AMER AXLE & MANU STK Stock 024061103 2832.63996 95762 SH sole 95762 AMER BUSINESS STK Stock 02476B106 72.93 14300 SH sole 14300 AMER CAP STRAT STK Stock 024937104 463.71358 18653 SH sole 18653 AMER EAGLE OUTF STK Stock 02553E106 971.40141 65151 SH sole 65151 AMER HI INCM F Stock 026547406 820.7351824 69085.45306 SH sole 69085.45306 AMER INTL GROUP STK Stock 026874107 19088.4871 330823 SH sole 330823 AMER ITALIAN STK Stock 027070101 2033.35295 52555 SH sole 52555 AMER MGMT STK Stock 027352103 635.14542 49582 SH sole 49582 AMER PWR CONVERS STK Stock 029066107 2025.9684 117108 SH sole 117108 AMER SUPERCOND STK Stock 030111108 1143.08681 110657 SH sole 110657 AMER WOODMARK STK Stock 030506109 484.61652 10827 SH sole 10827 AMEREN STK Stock 023608102 7686.51121 179131 SH sole 179131 AMERICA FINL GP STK Stock 025932104 1668.66 76720 SH sole 76720 AMERICAN EXPRESS STK Stock 025816109 12347.97204 274034 SH sole 274034 AMERICAN TOWER STK Stock 029912201 959.26635 94509 SH sole 94509 AMERISOURCEBERGN Stock 03073E105 8587.1397 158874 SH sole 158874 AMKOR TECHNOLOGY STK Stock 031652100 2043.73904 143824 SH sole 143824 AMPHENOL STK A Stock 032095101 1254.405 24100 SH sole 24100 AMSOUTH BANCORP STK Stock 032165102 2749.60272 129576 SH sole 129576 ANADARKO PETRO STK Stock 032511107 1353.6504 32415 SH sole 32415 ANALOG DEVICES STK Stock 032654105 2980.34978 78389 SH sole 78389 ANALOGIC STK Stock 032657207 330.26832 6872 SH sole 6872 ANDREW STK Stock 034425108 393.88048 32606 SH sole 32606 ANDRX STK Stock 034553107 689.97216 36976 SH sole 36976 ANGIOTECH PHARM STK Stock 034918102 629.7822 14428 SH sole 14428 ANHEUSER BUSCH STK Stock 035229103 17256.31962 349743 SH sole 349743 ANIXTER INTL STK Stock 035290105 831.105 36500 SH sole 36500 ANNALY MORTGAGE STK Stock 035710409 2108.13096 128388 SH sole 128388 ANNTAYLOR STORE STK Stock 036115103 3317.8122 103230 SH sole 103230 ANNUITY LIFE RE Stock G03910109 46.74 41000 SH sole 41000 ANTEON INTL Stock 03674E108 550.8 18000 SH sole 18000 ANWORTH MORTGAGE STK Stock 037347101 175.644 12300 SH sole 12300 AOL TIME WARNER STK Stock 00184A1051 2290.72133 151603 SH sole 151603 AON STK Stock 037389103 4553.41065 218389 SH sole 218389 APEX SILVER Stock G04074103 347.06 25900 SH sole 25900 APOGENT TECHNOLOGIES INC Stock 03760A101 1598.04288 76608 SH sole 76608 APPLD MICRO CIRC STK Stock 03822W109 241.95996 49786 SH sole 49786 APPLIED INDUS STK Stock 03820C105 1088.876 54800 SH sole 54800 APPLIED MATERIAL STK Stock 038222105 25101.8915 1384550 SH sole 1384550 APTARGROUP STK Stock 038336103 1102.5345 30050 SH sole 30050 AQUILA INC Stock 03840P102 1198.23704 354508 SH sole 354508 ARBITRON INC STK Stock 03875Q108 208.27 5900 SH sole 5900 ARCH COAL STK Stock 039380100 1972.248 88800 SH sole 88800 ARCHER DANIELS STK Stock 039483102 623.3805 47550 SH sole 47550 ARKANSAS BEST STK Stock 040790107 333.78797 12151 SH sole 12151 ARROW ELECTRONIC STK Stock 042735100 631.60455 34345 SH sole 34345 ASHLAND STK Stock 044204105 390.9807 11902 SH sole 11902 ASK JEEVES STK Stock 045174109 1760.94618 101262 SH sole 101262 ASM INTL Stock N07045102 2381.20761 161657 SH sole 161657 ASM LITHO HLDG Stock N07059111 434.61312 33126 SH sole 33126 ASTORIA FIN STK Stock 046265104 1476.2475 47775 SH sole 47775 ASYST STK Stock 04648X107 222.851 15850 SH sole 15850

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- AT&T WIRELESS STK Stock 00209A106 3823.9046 467470 SH sole 467470 ATARI INC Stock 04651M105 126.048 31200 SH sole 31200 ATMEL STK Stock 049513104 634.232079 157887 SH sole 157887 ATMI STK Stock 00207R101 480.61065 18959 SH sole 18959 ATMOS ENERGY STK Stock 049560105 871.416 36400 SH sole 36400 ATRIX LABS STK Stock 04962L101 732.5566 35561 SH sole 35561 AUDIOVOX STK A Stock 050757103 186.8928 14880 SH sole 14880 AUTODESK STK Stock 052769106 502.65166 29533 SH sole 29533 AUTOMATIC DATA STK Stock 053015103 5240.73225 146185 SH sole 146185 AUTONATION STK Stock 05329W102 1785.09842 101773 SH sole 101773 AVANT IMMUNOTHER STK Stock 053491106 328.80616 597476 SH sole 597476 AVATAR HOLDINGS STK Stock 053494100 1497.024 46782 SH sole 46782 AVON STK Stock 054303102 4015.24464 62194 SH sole 62194 AXCAN PHARMA STK Stock 054923107 329.1064 24199 SH sole 24199 AZTAR STK Stock 054802103 245.38976 13856 SH sole 13856 BAKER HUGHES STK Stock 057224107 1990.2234 67260 SH sole 67260 BALDOR ELECTRIC STK Stock 057741100 204.767 9700 SH sole 9700 BALLARD POWER STK Stock 05858H104 216.75145 16483 SH sole 16483 BALLY TOT FIT STK Stock 05873K108 533.705 61700 SH sole 61700 BANCO LATINOAMER ADR Stock P16994132 1467.204 122267 SH sole 122267 BANCROFT CONV FD Stock 059695106 1514.88 78900 SH sole 78900 BANCSHARES OF FLORIDA Stock 05976U102 678.3728 65480 SH sole 65480 BANDAG STK Stock 059815100 300.09581 8897 SH sole 8897 BANK MUTUAL STK Stock 063748107 8256.525 194500 SH sole 194500 BANK OF HAWAII CORP Stock 062540109 2082.83308 62026 SH sole 62026 BANK OF NEW YORK STK Stock 064057102 3551.09979 121989 SH sole 121989 BANK ONE STK Stock 06423A103 13253.20095 342903 SH sole 342903 BANKATLANTIC STK Stock 065908501 1367.8005 95986 SH sole 95986 BANKNORTH GROUP STK Stock 06646R107 1745.91496 61868 SH sole 61868 BANNER STK Stock 06652V109 557.18167 26749 SH sole 26749 BARNES & NOBLE STK Stock 067774109 1265.13849 49789 SH sole 49789 BARNESANDNOBLE STK Stock 067846105 1861.11513 765891 SH sole 765891 BARR LABS STK Stock 068306109 6812.88301 99881 SH sole 99881 BARRA STK Stock 068313105 379.73992 10121 SH sole 10121 BARRICK GOLD STK Stock 067901108 7669.92975 407325 SH sole 407325 BAXTER INTL STK Stock 071813109 2524.20972 86862 SH sole 86862 BAY VIEW CAPITAL STK Stock 07262L101 14700.933 2421900 SH sole 2421900 BAY VIEW CAPTL I STK Stock 07262R207 962.025 38100 SH sole 38100 BB&T STK Stock 054937107 2386.9377 66470 SH sole 66470 BEA SYSTEMS STK Stock 073325102 3896.89048 323662 SH sole 323662 BEAZER HOMES STK Stock 07556Q105 4794.764 56810 SH sole 56810 BEBE STORES STK Stock 075571109 962.7275 35525 SH sole 35525 BECTON DICKINSON STK Stock 075887109 5859.96432 162236 SH sole 162236 BED BATH BEYOND STK Stock 075896100 11486.51088 300144 SH sole 300144 BEDFD PROPERTY STK Stock 076446301 1813.93095 69901 SH sole 69901 BEL FUSE STK A Stock 077347201 236.694 10300 SH sole 10300 BELLSOUTH STK Stock 079860102 12710.9504 536780 SH sole 536780 BERKLEY STK Stock 084423102 1462.0455 42675 SH sole 42675 BERKSHIRE HATHA STK A Stock 084670108 5625 75 SH sole 75 BEST BUY STK Stock 086516101 11323.82592 238296 SH sole 238296 BEVERLY ENTER STK Stock 087851309 565.1528 95465 SH sole 95465 BIOLASE TECH STK Stock 090911108 121.12856 10616 SH sole 10616 BIOMARIN PHARMA STK Stock 09061G101 174.5714 22790 SH sole 22790 BIOMIRA STK Stock 09161R106 6543.083844 4112954 SH sole 4112954

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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- HARBOR FL BNSHR STK Stock 411901101 601.12968 22548 SH sole 22548 HARLAND STK Stock 412693103 2075.22153 78399 SH sole 78399 HARRAHS ENTER STK Stock 413619107 2442.75899 58009 SH sole 58009 HARRINGTON WEST Stock 41383L104 562.632 35700 SH sole 35700 HARRIS INTERACT STK Stock 414549105 75.87712 10778 SH sole 10778 HARRIS STK Stock 413875105 2492.20086 69634 SH sole 69634 HARTE HANKS STK Stock 416196103 299.65 16250 SH sole 16250 HARTFORD FINL STK Stock 416515104 7439.67154 141358 SH sole 141358 HARTFORD INCOME SHARES Stock 416537108 215.648 29300 SH sole 29300 HATTERAS INCOME STK Stock 419025101 726.294 55400 SH sole 55400 HCC INS HLDGS STK Stock 404132102 2650.08948 91131 SH sole 91131 HEALTH NET STK Stock 42222G108 504.02805 15915 SH sole 15915 HEALTHCARE REAL STK Stock 421946104 5383.86498 168351 SH sole 168351 HEALTHTRONICS STK Stock 42222L107 671.4146 126682 SH sole 126682 HECLA MINING STK Stock 422704106 134.53176 25674 SH sole 25674 HEICO STK A Stock 422806208 187.04 16700 SH sole 16700 HENRY SCHEIN STK Stock 806407102 1840.12608 32448 SH sole 32448 HERCULES STK Stock 427056106 666.35129 58813 SH sole 58813 HEWLETT PACKARD STK Stock 428236103 3490.91776 180316 SH sole 180316 HF FINANCE STK Stock 404172108 1215.53775 68481 SH sole 68481 HIBERNIA STK Stock 428656102 4248.03576 209676 SH sole 209676 HIGH INCM OPPORT STK Stock 42967Q105 127.62 18000 SH sole 18000 HIGH YIELD INCOME FD Stock 429904105 144.16 26500 SH sole 26500 HILLENBRAND STK Stock 431573104 2605.4756 46180 SH sole 46180 HLTH CARE REIT STK Stock 42217K106 2590.87555 83983 SH sole 83983 HOLLY STK Stock 435758305 2202.942 88900 SH sole 88900 HOLLYWOOD ENTER STK Stock 436141105 1767.66 103980 SH sole 103980 HOME DEPOT STK Stock 437076102 4796.83295 150607 SH sole 150607 HONEYWELL INTL STK Stock 438516106 9017.52335 342221 SH sole 342221 HORACE MANN STK Stock 440327104 723.16389 49839 SH sole 49839 HOST MARRIOTT STK Stock 44107P104 2937.9813 273810 SH sole 273810 HOVNANIAN STK Stock 442487203 1705.03256 26488 SH sole 26488 HRPT PROPERTIES STK Stock 40426W101 8012.124 876600 SH sole 876600 HUBBELL STK B Stock 443510201 264.22409 7241 SH sole 7241 HUDSON UNITD BNC STK Stock 444165104 2722.93174 77422 SH sole 77422 HUMAN GENOME STK Stock 444903108 939.55763 68431 SH sole 68431 HUNTINGTON STK Stock 446150104 2134.1926 107516 SH sole 107516 HYPERION SOLUT STK Stock 44914M104 2167.48215 74715 SH sole 74715 HYPERION STRATEGIC Stock 44915C105 779.492 57400 SH sole 57400 IAMGOLD CORP Stock 450913108 1612.116 259600 SH sole 259600 ICN PHARMS STK Stock 448924100 2149.34148 125253 SH sole 125253 IDEC PHARMS STK Stock 449370105 692.16568 20792 SH sole 20792 IDENTIX Stock 451906101 179.28013 34019 SH sole 34019 IDT CORPORATION CLASS B Stock 448947309 646.548 35800 SH sole 35800 IDX SYSTEMS STK Stock 449491109 331.67952 14346 SH sole 14346 II VI STK Stock 902104108 220.4897 11030 SH sole 11030 ILEX ONCOLOGY STK Stock 451923106 958.32165 57145 SH sole 57145 ILLINOIS TOOL STK Stock 452308109 8485.12308 128058 SH sole 128058 IMATION STK Stock 45245A107 1823.829 55860 SH sole 55860 IMC GLOBAL STK Stock 449669100 290.77683 45363 SH sole 45363 IMCLONE STK Stock 45245W109 781.946736 20087 SH sole 20087 IMPAX LABS STK Stock 45256B101 2135.74473 170723 SH sole 170723 IMPERIAL PARKING STK Stock 453077109 905.19 42900 SH sole 42900 IN FOCUS STK Stock 45665B106 151.66435 31271 SH sole 31271

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- INDEPEN FED STK Stock 453432106 769.498 43352 SH sole 43352 INDIA FD Stock 454089103 184.041 12100 SH sole 12100 Indymac Bancorp Inc Stk Stock 456607100 2284.0986 98580 SH sole 98580 INET TECHNOLOG STK Stock 45662V105 172.42237 13439 SH sole 13439 INFORMATICA STK Stock 45666Q102 793.94472 106713 SH sole 106713 INFORMATION RSC STK Stock 456905108 2574.5694 559689 SH sole 559689 INFOUSA STK Stock 456818301 179.489 23900 SH sole 23900 INGER RAND STK A Stock G4776G101 5326.0976 99665 SH sole 99665 INGRAM MICRO STK Stock 457153104 1064.4624 81568 SH sole 81568 INSIGHT COMMS STK A Stock 45768V108 633.90701 66517 SH sole 66517 INSPIRE PHARMACEUTICALS INC STK Stock 457733103 2109.25897 121993 SH sole 121993 INTEGRATED CIRCT STK Stock 45811K208 806.39376 26844 SH sole 26844 INTEGRATED DVC STK Stock 458118106 1091.92914 87917 SH sole 87917 INTERACTIVE DATA STK Stock 45840J107 399.3766 25277 SH sole 25277 INTERDIGITAL COMMUNICATIONS CORP Stock 45866A105 719.68149 47883 SH sole 47883 INTERSIL STK A Stock 46069S109 4550.0602 191179 SH sole 191179 INTERWOVEN STK Stock 46114T102 104.90731 38999 SH sole 38999 INTL PAPER STK Stock 460146103 4156.33236 106518 SH sole 106518 INTL SPEEDWAY STK A Stock 460335201 1656.75972 37748 SH sole 37748 INTRAWEST CP STK Stock 460915200 484.054 34600 SH sole 34600 INVISION TECH STK Stock 461851107 562.05928 23092 SH sole 23092 IOMEGA STK Stock 462030305 227.256 20400 SH sole 20400 IONICS STK Stock 462218108 231.53836 9466 SH sole 9466 ITRON STK Stock 465741106 354.3599 17665 SH sole 17665 ITT INDS IND STK Stock 450911102 7567.00736 126454 SH sole 126454 IVAX STK Stock 465823102 317.52 16200 SH sole 16200 J HANCOCK FINL STK Stock 41014S106 13368.9478 395531 SH sole 395531 J HNCK COR EQ A Stock 409902707 231.1226967 10145.86026 SH sole 10145.86026 J2 GLOBAL COMMS STK Stock 46626E205 1240.97532 32804 SH sole 32804 JABIL CIRCUIT STK Stock 466313103 3888.0667 149254 SH sole 149254 JACK HENRY STK Stock 426281101 745.07455 42845 SH sole 42845 JACOBS ENG STK Stock 469814107 336.8068 7468 SH sole 7468 JAKKS PACIFIC STK Stock 47012E106 260.87983 21227 SH sole 21227 JANUS CAPITAL GROUP Stock 47102X105 4341.35911 310763 SH sole 310763 JB HUNT TRANS STK Stock 445658107 1326.07827 50633 SH sole 50633 JEFFERIES GROUP STK Stock 472319102 1716.375 59700 SH sole 59700 JEFFERSON PILOT STK Stock 475070108 1165.37442 26259 SH sole 26259 JM SMUCKER STK Stock 832696405 511.56944 12134 SH sole 12134 JOHN HANCOCK INC SEC TR Stock 410123103 225.498 14700 SH sole 14700 JOHN HANCOCK INV TRUST Stock 410142103 513.792 25600 SH sole 25600 JOHN HANCOCK PFD II Stock 41013X106 249.5 10000 SH sole 10000 JOHNSON CONTROLS STK Stock 478366107 5545.3574 58619 SH sole 58619 JOHNSON&JOHNSON STK Stock 478160104 14409.92384 290992 SH sole 290992 JONES APPAREL Stock 480074103 1343.01896 44872 SH sole 44872 JOURNAL REGISTER STK Stock 481138105 232.29375 12389 SH sole 12389 JP MORGAN CHASE Stock 46625H100 8740.0747 254590 SH sole 254590 JUNIPER NETWRKS STK Stock 48203R104 1888.32 125888 SH sole 125888 JUPITER MEDIA METRIX STK Stock 48206U104 94.674 788950 SH sole 788950 K MART STK Stock 498780105 4439.18538 178066 SH sole 178066 K SWISS STK Stock 482686102 1750.30167 48633 SH sole 48633 K2 STK Stock 482732104 397.98 26800 SH sole 26800 KAYDON STK Stock 486587108 326.44874 13751 SH sole 13751 KB HOME STK Stock 48666K109 1935.13176 32436 SH sole 32436 KEANE STK Stock 486665102 990.20718 77481 SH sole 77481

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- KEITHLEY INSTR STK Stock 487584104 229.23 16200 SH sole 16200 KELLOGG STK Stock 487836108 2604.33485 78091 SH sole 78091 KELLWOOD STK Stock 488044108 566.2416 16928 SH sole 16928 KENNAMETAL STK Stock 489170100 1441.583 38545 SH sole 38545 KENSEY NASH STK Stock 490057106 934.84402 39713 SH sole 39713 KERR MCGEE STK Stock 492386107 846.64224 18966 SH sole 18966 KERYX BIOPHARMACEUTICALS INC STK Stock 492515101 57.77532 17298 SH sole 17298 KEY ENERGY SVCS STK Stock 492914106 777.20135 80539 SH sole 80539 KEYCORP STK Stock 493267108 4050.05787 158391 SH sole 158391 KIMCO REALTY STK Stock 49446R109 3740.52003 91299 SH sole 91299 KINDRED HEALTHCARE Stock 494580103 3929.96 104967 SH sole 104967 KINDRED HTHCARE Stock 494580103 4393.62144 117351 SH sole 117351 KLA TENCOR STK Stock 482480100 9417.9288 182518 SH sole 182518 KLAMATH FIRST STK Stock 49842P103 3567.64086 166014 SH sole 166014 KNIGHT RIDDER STK Stock 499040103 5961.7794 89382 SH sole 89382 KNIGHT TRANS STK Stock 499064103 470.09087 18647 SH sole 18647 KOHLS STK Stock 500255104 11501.002 214972 SH sole 214972 KOPIN STK Stock 500600101 320.02672 46448 SH sole 46448 KORN FERRY INTL STK Stock 500643200 220.76175 26759 SH sole 26759 KRISPY KREME STK Stock 501014104 1983.2505 51513 SH sole 51513 KROLL Stock 501049100 2997.297 161145 SH sole 161145 KRONOS STK Stock 501052104 374.54989 7079 SH sole 7079 KYPHON STK Stock 501577100 854.3436 43880 SH sole 43880 LA JOLLA PHARM STK Stock 503459109 1105.61721 278493 SH sole 278493 LAB CRP OF AMER STK Stock 50540R409 933.3814 32522 SH sole 32522 LABRANCHE STK Stock 505447102 2362.499 161815 SH sole 161815 LAM RESEARCH STK Stock 512807108 1364.6997 61390 SH sole 61390 LAMAR ADVERTSNG STK A Stock 512815101 996.0426 33810 SH sole 33810 LANDAMER FINL GP STK Stock 514936103 907.67784 19801 SH sole 19801 LANDMARK BANCORP STK Stock 514928100 218.87 8600 SH sole 8600 LANDSTAR SYS STK Stock 515098101 1029.90711 16771 SH sole 16771 LASER PHOTONICS STK Stock 719358103 71.92 31000 SH sole 31000 LATTICE STK Stock 518415104 416.41846 57997 SH sole 57997 LCA VISION STK Stock 501803308 180.80195 13265 SH sole 13265 LEESPORT FINANCIAL CORP Stock 524477106 1106.05 55000 SH sole 55000 LEGG MASON STK Stock 524901105 1309.7802 18141 SH sole 18141 LEGGETT & PLATT STK Stock 524660107 1784.56152 82504 SH sole 82504 LEHMAN BROS HLDG STK Stock 524908100 1002.3508 14510 SH sole 14510 LENNOX INTL STK Stock 526107107 458.754 31400 SH sole 31400 LEUCADIA STK Stock 527288104 341.4827 9022 SH sole 9022 LEXINGTON STK Stock 529043101 3151.83916 164501 SH sole 164501 Lexmark International Stk Stock 529771107 10460.47913 166013 SH sole 166013 LIB HIGH YLD Z Stock 530545409 823.2026055 185405.9922 SH sole 185405.9922 LIBERTY ALL ST STK Stock 529900102 418.5186 67503 SH sole 67503 LIBERTY FDS I HIGH YIEL Stock 530545102 310.4895105 69930.06993 SH sole 69930.06993 LIFEPOINT HOSPTL STK Stock 53219L109 1606.60304 66416 SH sole 66416 LIGAND PHARM STK B Stock 53220K207 485.1948 37612 SH sole 37612 LIMITED BRANDS Stock 532716107 5396.10656 357832 SH sole 357832 LIN TV CORP Stock 532774106 501.736 23600 SH sole 23600 LINCARE HLDS STK Stock 532791100 224.93184 6144 SH sole 6144 LINDSAY MANUFACT STK Stock 535555106 361.8 18000 SH sole 18000 LINEAR TECH STK Stock 535678106 6295.54681 175217 SH sole 175217 LINENS N THINGS STK Stock 535679104 3879.1125 163125 SH sole 163125 LIONS GATE ENTER STK Stock 535919203 152.49 51000 SH sole 51000

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- LIQUIDMETAL STK Stock 53634X100 66.85488 21848 SH sole 21848 LITTELFUSE STK Stock 537008104 234.692 10204 SH sole 10204 LNR PROPERTY STK Stock 501940100 438.165 10700 SH sole 10700 LOCKHEED MARTIN STK Stock 539830109 2619.70475 56765 SH sole 56765 LOEWS STK Stock 540424108 4465.52755 110615 SH sole 110615 LONE STAR STEAKH STK Stock 542307103 840.0755 40195 SH sole 40195 LOOKSMART STK Stock 543442107 195.61258 62297 SH sole 62297 LORD ABBET BD A Stock 544004104 407.3587385 52562.41787 SH sole 52562.41787 LOUISIANA PAC STK Stock 546347105 470.89016 34172 SH sole 34172 LSI LOGIC STK Stock 502161102 6644.75173 739127 SH sole 739127 LYONDELL CHEM STK Stock 552078107 569.55348 44566 SH sole 44566 M I SCHOTTENSTE STK Stock 55305B101 794.90746 20038 SH sole 20038 MACDERMID STK Stock 554273102 248.63 9400 SH sole 9400 MACERICH STK Stock 554382101 5192.39925 137547 SH sole 137547 MACK CALI REALTY STK Stock 554489104 376.3592 9601 SH sole 9601 MAGNA INTL STK Stock 559222401 1854.18285 25699 SH sole 25699 MALAN REALTY STK Stock 561063108 93.728 20200 SH sole 20200 MANDALAY RESORT STK Stock 562567107 971.67291 24531 SH sole 24531 MANHATTAN ASSOC STK Stock 562750109 1658.4828 63960 SH sole 63960 MANITOWIC Stock 563571108 438.138 20200 SH sole 20200 MANULIFE FINL STK Stock 56501R106 369.92 12800 SH sole 12800 MAPINFO STK Stock 565105103 118.213192 12328 SH sole 12328 MARSH & MCLENNAN STK Stock 571748102 7189.39566 151006 SH sole 151006 MARSHALL&ILSLEY STK Stock 571834100 2630.344 83450 SH sole 83450 MARTHA STEWART STK Stock 573083102 100.81575 10899 SH sole 10899 MARTIN MARIETTA STK Stock 573284106 1873.6758 51404 SH sole 51404 MARVEL ENTERPRZS STK Stock 57383M108 690.08375 31015 SH sole 31015 MASCO STK Stock 574599106 3561.27696 145477 SH sole 145477 Massachusetts Investors Trust Class A Stock 575736103 1275.574854 89765.99956 SH sole 89765.99956 MATTEL STK Stock 577081102 3141.74784 165704 SH sole 165704 MAXIM INTEGRATED STK Stock 57772K101 3114.80364 79076 SH sole 79076 MAXYGEN STK Stock 577776107 143.83104 14046 SH sole 14046 MBNA STK Stock 55262L100 8858.37 388525 SH sole 388525 MBT FINANCIAL STK Stock 578877102 410.1552 26292 SH sole 26292 MCDATA STK Stock 580031102 583.68753 49507 SH sole 49507 MCDONALDS STK Stock 580135101 7360.98154 312701 SH sole 312701 MDU RES GROUP STK Stock 552690109 4841.89008 143336 SH sole 143336 MEADOWBROOK INS STK Stock 58319P108 1651.587 399900 SH sole 399900 MEADWESTVACO Stock 583334107 824.2365 32323 SH sole 32323 MEDCO HTH SOL Stock 58405U102 632.692 24400 SH sole 24400 MEDICINES STK Stock 584688105 575.4153 22174 SH sole 22174 MEDIFAST STK Stock 58470H101 130.91 10600 SH sole 10600 MEDIMMUNE STK Stock 584699102 11329.42212 343004 SH sole 343004 MEDTRONIC STK Stock 585055106 18710.33532 398771 SH sole 398771 MELLON FINANCIAL STK Stock 58551A108 11678.3458 387470 SH sole 387470 MENS WAREHOUSE STK Stock 587118100 207.765 8100 SH sole 8100 MENTOR GRAPHICS STK Stock 587200106 633.18723 35997 SH sole 35997 MERCK & CO STK Stock 589331107 10198.36078 201469 SH sole 201469 MERCURY GENERAL STK Stock 589400100 263.35118 5881 SH sole 5881 MERCURY INTRACT STK Stock 589405109 1064.304 23340 SH sole 23340 MEREDITH STK Stock 589433101 462.06936 10008 SH sole 10008 MERIDIAN GOLD STK Stock 589975101 1697.331 144700 SH sole 144700 MERITAGE STK Stock 59001A102 617.3685 13066 SH sole 13066 METLIFE Stock 59156R108 3124.62975 111395 SH sole 111395

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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- SKYWEST STK Stock 830879102 703.72892 40631 SH sole 40631 SKYWORKS SOLUTIONS Stock 83088M102 252.889 27790 SH sole 27790 SL GREEN RLTY STK Stock 78440X101 6339.29105 175555 SH sole 175555 SLM CORP Stock 78442P106 5953.32176 152806 SH sole 152806 SMITH INTL STK Stock 832110100 3526.7596 98020 SH sole 98020 SMITHFIELD FOODS STK Stock 832248108 1504.512 78360 SH sole 78360 SOHU.COM STK Stock 83408W103 4936.32406 158317 SH sole 158317 SOLA INTL STK Stock 834092108 230.4 14400 SH sole 14400 SONIC AUTOMOTIVE STK Stock 83545G102 1250.78316 51986 SH sole 51986 SONIC STK Stock 835451105 209.9916 8333 SH sole 8333 SONICWALL STK Stock 835470105 95.72258 16561 SH sole 16561 SONOCO PRODUCTS STK Stock 835495102 885.17765 40327 SH sole 40327 SONUS NETWORKS STK Stock 835916107 718.391791 103679 SH sole 103679 SOUTHERN STK Stock 842587107 1978.45496 67478 SH sole 67478 SOUTHERN UNION STK Stock 844030106 4795.87 282110 SH sole 282110 SOUTHWEST AIRLS STK Stock 844741108 2675.3196 151148 SH sole 151148 SOUTHWEST WATER STK Stock 845331107 2111.070696 180976 SH sole 180976 SOVEREIGN BANC STK Stock 845905108 596.03005 32131 SH sole 32131 SOVRAN SELF ST STK Stock 84610H108 493.935 14900 SH sole 14900 SPECTRALINK STK Stock 847580107 274.68693 14697 SH sole 14697 SPX STK Stock 784635104 5026.44224 111008 SH sole 111008 SSGA HIGH YLD BOND MF Stock 784924664 100.8313539 11876.48456 SH sole 11876.48456 ST FRANCIS CAP STK Stock 789374105 3230.7456 109740 SH sole 109740 ST JOE STK Stock 790148100 1179.45328 36766 SH sole 36766 ST MARY LAND STK Stock 792228108 982.11216 38788 SH sole 38788 STATE STREET STK Stock 857477103 3400.515 75567 SH sole 75567 STATEFED FIN STK Stock 857549109 556.53802 46301 SH sole 46301 STATEN ISLD BNCP STK Stock 857550107 1653.26945 85001 SH sole 85001 STEEL DYNAMICS STK Stock 858119100 617.95188 40628 SH sole 40628 STERIS STK Stock 859152100 1206.86954 52427 SH sole 52427 STERLING BNCSH STK Stock 858907108 761.12207 63799 SH sole 63799 STEVEN MADDEN STK Stock 556269108 1290.5291 68030 SH sole 68030 STEWART STEVEN STK Stock 860342104 478.28186 31843 SH sole 31843 STORAGE TECH STK Stock 862111200 3783.92086 156749 SH sole 156749 STRONG HIGH YIELD BD MF Stock 862915204 102.4827553 13793.103 SH sole 13793.103 STUDENT LOAN STK Stock 863902102 405.722 3400 SH sole 3400 SUN LIFE FINL STK Stock 866796105 950.435 43900 SH sole 43900 SUN MICROSYS STK Stock 866810104 5217.77146 1576366 SH sole 1576366 SUNCOR ENERGY STK Stock 867229106 875.56 47200 SH sole 47200 SUNGARD DATA SYS STK Stock 867363103 4003.35591 152161 SH sole 152161 SUNLINK HEALTH Stock 86737U102 212.04 68400 SH sole 68400 SUPERIOR INDS STK Stock 868168105 843.8455 20810 SH sole 20810 SUPERVALU STK Stock 868536103 944.64126 39591 SH sole 39591 SYNGENTA STK N Stock 940.2512 13132 SH sole 13132 SYNOPSYS STK Stock 871607107 7655.20151 247661 SH sole 247661 T ROWE PRICE STK Stock 74144T108 832.6176 20170 SH sole 20170 T/R SYSTEMS STK Stock 87263U102 274.73544 180747 SH sole 180747 TAIWAN FD Stock 874036106 155.664 14400 SH sole 14400 TALISMAN ENERGY STK Stock 87425E103 3246.41408 68432 SH sole 68432 TALK AMER HLDGS STK Stock 87426R202 126.26628 11018 SH sole 11018 TARGET STK Stock 87612E106 8375.76066 222582 SH sole 222582 TARO PHARM INDS STK Stock M8737E108 1243.17024 22152 SH sole 22152 TAUBMAN CNTR STK Stock 876664103 7804.72 398200 SH sole 398200 TCW DW TERM TRUST 2003 Stock 87234U108 820.725 77500 SH sole 77500

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TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- TX REG BNCHSRS STK A Stock 882673106 279.37572 8268 SH sole 8268 TYCO INTL STK Stock 902124106 7210.27818 352926 SH sole 352926 UBIQUITEL STK Stock 903474302 16.43 10600 SH sole 10600 UCBH HOLDINGS STK Stock 90262T308 631.53756 20898 SH sole 20898 UGI STK Stock 902681105 1157.2 40000 SH sole 40000 ULTIMATE ELTR STK Stock 903849107 138.6312 14748 SH sole 14748 ULTRALIFE BATTER STK Stock 903899102 299.765 20875 SH sole 20875 UNIFI STK Stock 904677101 141.8592 29554 SH sole 29554 UNION BKSHRS I PR Stock 905396206 242.269 31100 SH sole 31100 UNION PACIFIC STK Stock 907818108 1624.92078 27934 SH sole 27934 UNION PLANTERS STK Stock 908068109 1295.658 40950 SH sole 40950 UNIT STK Stock 909218109 1961.22516 104099 SH sole 104099 UNITED BKSHS STK Stock 909907107 391.95565 13087 SH sole 13087 UNITED DEFENSE INDUSTRIES Stock 91018B104 644.453 22700 SH sole 22700 UNITED NATL BANC STK Stock 910909100 7412.37237 223197 SH sole 223197 UNITED ONLINE Stock 911268100 3596.27709 103371 SH sole 103371 UNITED RENTAL STK Stock 911363109 251.18099 15611 SH sole 15611 UNITED STATIONER STK Stock 913004107 1419.89537 37673 SH sole 37673 UNITEDHEALTH GRP STK Stock 91324P102 14270.09784 283587 SH sole 283587 UNIVERSAL HEALTH STK Stock 913903100 315.3921 6378 SH sole 6378 UNIVERSAL STK Stock 913456109 943.712 22400 SH sole 22400 URS STK Stock 903236107 384.7796 19834 SH sole 19834 US BANCORP STK Stock 902973304 2175.02936 90664 SH sole 90664 US ONCOLOGY STK Stock 90338W103 327.07133 44743 SH sole 44743 US PHYSICAL STK Stock 90337L108 474.95679 38899 SH sole 38899 USEC STK Stock 90333E108 91.21757 13969 SH sole 13969 UST STK Stock 902911106 1033.13106 29367 SH sole 29367 UTD DOMINION STK Stock 910197102 6121.17948 334308 SH sole 334308 UTI WORLDWIDE STK Stock G87210103 238.62248 7816 SH sole 7816 UTSTARCOM INC Stock 918076100 4288.6116 134862 SH sole 134862 VAIL RESORTS STK Stock 91879Q109 403.26 28200 SH sole 28200 VALASSIS COMS STK Stock 918866104 1761.0648 66707 SH sole 66707 VALERO ENERGY STK Stock 91913Y100 5738.2038 149940 SH sole 149940 VAN KAMPEN BOND FD Stock 920955101 1034.848 58400 SH sole 58400 VAN KAMPEN FL MUNI TR F Stock 920921103 418.32 28000 SH sole 28000 VAN KAMPEN INCM FD Stock 920957107 1345.116 236400 SH sole 236400 VAN KAMPEN OH QUAL MUN Stock 920923109 605.88 37400 SH sole 37400 VAN KAMPEN PEN QUAL MU Stock 920924107 778.302 49700 SH sole 49700 VAN KAMPEN PENN MUN INC Stock 920937109 992.136 61700 SH sole 61700 VAN KAMPEN SENIOR INCM Stock 920961109 784.472 98800 SH sole 98800 VAN KAMPEN TR INV GR FL Stock 920932100 337.6 21100 SH sole 21100 VAN KAMPEN TR INV GR PE Stock 920934106 410.774 25900 SH sole 25900 VARCO INTL STK Stock 922122106 1464.16926 86586 SH sole 86586 VARIAN MEDICAL STK Stock 92220P105 3341.71476 58137 SH sole 58137 VARIAN STK Stock 922206107 270.44077 8621 SH sole 8621 VECTREN STK Stock 92240G101 7792.21438 329899 SH sole 329899 VEECO INSTRUM STK Stock 922417100 1376.96895 69021 SH sole 69021 VENTAS STK Stock 92276F100 805.61584 47057 SH sole 47057 VERINT SYS INC Stock 92343X100 442.99431 20691 SH sole 20691 VERISIGN STK Stock 92343E102 805.99826 59881 SH sole 59881 VERITAS DGC STK Stock 92343P107 410.78646 51477 SH sole 51477 VERITAS SOFTW STK Stock 923436109 2524.09008 80079 SH sole 80079 VERIZON COMMUNICATIONS STK Stock 92343V104 17048.90688 525552 SH sole 525552 VERTEX PHARM STK Stock 92532F100 830.1393 67491 SH sole 67491

TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------- -------- --------- -------- ------- --- ---- ------- -------- ---- ------ ----- VESTAUR SECS STK Stock 925464109 728.32 56900 SH sole 56900 VIACOM STK A Stock 925524100 5565.8112 144943 SH sole 144943 VIACOM STK B Stock 925524308 28986.7039 756833 SH sole 756833 VIASYS HEALTHCR Stock 92553Q209 440.36 21800 SH sole 21800 VINTAGE PETRO STK Stock 927460105 814.9664 74905 SH sole 74905 VITAL IMAGES STK Stock 92846N104 253.89936 13563 SH sole 13563 VITAL SIGNS STK Stock 928469105 314.04321 10803 SH sole 10803 VITESSE SEMICON STK Stock 928497106 834.4538 130180 SH sole 130180 VORNADO REALTY STK Stock 929042109 2482.85132 51683 SH sole 51683 W HOLDING Stock 929251106 376.9203 21057 SH sole 21057 WACHOVIA Stock 929903102 7931.5464 192560 SH sole 192560 WADDELL & REED STK Stock 930059100 1199.40659 50887 SH sole 50887 WAL MART STORES STK Stock 931142103 18223.7433 326298 SH sole 326298 WALT DISNEY STK Stock 254687106 5032.15279 249487 SH sole 249487 WASHINGTON MUT STK Stock 939322103 4031.8817 102410 SH sole 102410 WASHINGTON POST STK Stock 939640108 1246.875 1875 SH sole 1875 WASTE CONNECT STK Stock 941053100 597.2318 17020 SH sole 17020 WASTE MANAGEMENT STK Stock 94106L109 398.33357 15221 SH sole 15221 WATERS STK Stock 941848103 5332.22742 194394 SH sole 194394 WATSON PHARM STK Stock 942683103 2704.93058 64882 SH sole 64882 WATSON WYATT STK Stock 942712100 328.646 14600 SH sole 14600 WATTS INDS STK Stock 942749102 310.92252 17646 SH sole 17646 WAUSAU MOSINEE STK Stock 943315101 459.8286 37660 SH sole 37660 WAYPOINT FINL STK Stock 946756103 2214.06135 110427 SH sole 110427 WEATHERFORD INTL STK Stock G95089101 812.34556 21502 SH sole 21502 WEBMD STK Stock 94769M105 2210.5605 246990 SH sole 246990 WEBMETHODS STK Stock 94768C108 505.38832 63016 SH sole 63016 WEIGHT WATCHERS Stock 948626106 3425.2192 82337 SH sole 82337 WELLMAN STK Stock 949702104 225.05968 29968 SH sole 29968 WELLPOINT HEALTH STK Stock 94973H108 7453.55892 96699 SH sole 96699 WERNER ENTER STK Stock 950755108 3098.36016 134946 SH sole 134946 WESBANCO STK Stock 950810101 202.429 8614 SH sole 8614 WEST CORP Stock 952355105 792.6913 33167 SH sole 33167 WEST MARINE STK Stock 954235107 350.4819 18398 SH sole 18398 WESTERN GAS RSC STK Stock 958259103 434.644 11438 SH sole 11438 WESTERN WIRE STK A Stock 95988E204 209.94415 11245 SH sole 11245 WESTFIELD FIN Stock 96008D101 2723.04 122000 SH sole 122000 WESTWOOD ONE STK Stock 961815107 577.47432 19128 SH sole 19128 WET SEAL STK A Stock 961840105 125.91645 12529 SH sole 12529 WEYERHAEUSER STK Stock 962166104 798.6608 13664 SH sole 13664 WHITE ELECTRONIC STK Stock 963801105 136.32075 12681 SH sole 12681 WHITNEY HOLDING STK Stock 966612103 874.922 25733 SH sole 25733 WILLIAMS STK Stock 969457100 1861.30722 197591 SH sole 197591 WILLIS GP HLDGS STK Stock G96655108 4535.625 147500 SH sole 147500 WILLOW GROVE Stock 97111W101 2578.03634 160226 SH sole 160226 WILMINGTON TRUST STK Stock 971807102 1133.99816 36866 SH sole 36866 WILSON GREAT STK Stock 972232102 483.03395 13399 SH sole 13399 WINN DIXIE STK Stock 974280109 1772.86905 183717 SH sole 183717 WIRE FACIL STK Stock 97653A103 195.45224 16397 SH sole 16397 WM WRIGLEY JR STK Stock 982526105 3326.6268 60156 SH sole 60156 WOLVERINE WW STK Stock 978097103 466.6864 24056 SH sole 24056 WOODWARD GOVN STK Stock 980745103 212.1771 4890 SH sole 4890 WORLD CONTAINER STK Stock 981419104 144.12468 10668 SH sole 10668 WORTHINGTON INDS STK Stock 981811102 1598.6996 127285 SH sole 127285

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