UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2005
Check here if Amendment [X]; Amendment Number: 01
This Amendment (Check only one.): [X] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Genworth Financial, Inc.
Address: 6620 West Broad Street
Richmond, Virginia 23230
Form 13F File Number: 28-11523
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: Patricia Merrill
Title: Senior Counsel
Phone: (804)662-2711
Signature, Place, and Date of Signing:
/s/ Patricia Merrill Richmond, Virginia December 29, 2005
------------------------ ------------------------ ------------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager: NONE
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 518 lines
Form 13F Information Table Value Total: 1,533,122
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
No. Form 13F File Number Name
01 28-11546 GE Private Asset Management, Inc.
[Repeat as necessary.]
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
3M CO COM 88579Y101 4,964 67,672 SH Sole 01 67,672
ABBEY NATL PLC ADR PRF B7.375 002920700 451 16,908 SH Sole 01 16,908
ACCENTURE LTD BERMUDA CL A G1150G111 3,735 146,713 SH Sole 01 146,713
ACCO BRANDS CORP COM 00081T108 112 3,976 SH Sole 01 3,976
ACE LTD ORD G0070K103 3,745 79,564 SH Sole 01 79,564
ACM MANAGED INCOME FD INC COM 000919100 2,805 774,789 SH Sole 01 774,789
ADVANCE AUTO PARTS INC COM 00751Y106 502 12,979 SH Sole 01 12,979
ADVANCED MICRO DEVICES INC COM 007903107 6,754 267,998 SH Sole 01 267,998
AEROPOSTALE COM 007865108 306 14,422 SH Sole 01 14,422
AES CORP COM 00130H105 11,043 672,094 SH Sole 01 672,094
AFFILIATED COMPUTER SERVICES CL A 008190100 2,259 41,368 SH Sole 01 41,368
AFFILIATED MANAGERS GROUP COM 008252108 8,274 114,244 SH Sole 01 114,244
AFLAC INC COM 001055102 11,250 248,337 SH Sole 01 248,337
AGCO CORP COM 001084102 5,102 280,356 SH Sole 01 280,356
AGILENT TECHNOLOGIES INC COM 00846U101 1 38 SH Sole 01 38
AGL RES INC COM 001204106 152 4,101 SH Sole 01 4,101
AGNICO EAGLE MINES LTD COM 008474108 1 100 SH Sole 01 100
ALCAN INC COM 013716105 2,901 91,426 SH Sole 01 91,426
ALCATEL SPONSORED ADR 013904305 465 34,636 SH Sole 01 34,636
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,692 54,610 SH Sole 01 54,610
ALLERGAN INC COM 018490102 2,696 29,431 SH Sole 01 29,431
ALLIANCE WORLD DLR GV FD II COM 01879R106 3,757 298,423 SH Sole 01 298,423
ALLIANCE WORLD DLR GV FD INC COM 018796102 159 12,626 SH Sole 01 12,626
ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 3,220 238,370 SH Sole 01 238,370
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
ALTERA CORP COM 021441100 4,259 222,874 SH Sole 01 222,874
ALTRIA GROUP INC COM 02209S103 10,716 145,378 SH Sole 01 145,378
AMB PROPERTY CORP COM 00163T109 3,244 72,239 SH Sole 01 72,239
AMBAC FINL GROUP INC COM 023139108 5,014 69,579 SH Sole 01 69,579
AMCOR LTD ADR NEW 02341R302 2,389 117,103 SH Sole 01 117,103
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4 170 SH Sole 01 170
AMERICAN CAPITAL STRATEGIES COM 024937104 433 11,818 SH Sole 01 11,818
AMERICAN EXPRESS CO COM 025816109 4,158 72,397 SH Sole 01 72,397
AMERICAN INTL GROUP INC COM 026874107 9,668 156,042 SH Sole 01 156,042
AMGEN INC COM 031162100 2,931 36,784 SH Sole 01 36,784
ANALOG DEVICES INC COM 032654105 4,200 113,094 SH Sole 01 113,094
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3,646 85,901 SH Sole 01 85,901
ANHEUSER BUSCH COS INC COM 035229103 6,487 150,713 SH Sole 01 150,713
ANTEON INTL CORP COM 03674E108 5,973 139,675 SH Sole 01 139,675
APOLLO GROUP INC CL A 037604105 8,419 126,811 SH Sole 01 126,811
APPLIED MATLS INC COM 038222105 4,139 244,071 SH Sole 01 244,071
AQUILA INC COM 03840P102 201 50,790 SH Sole 01 50,790
ARCHSTONE SMITH TR COM 039583109 4,575 114,741 SH Sole 01 114,741
ARMOR HOLDINGS INC COM 042260109 1,727 40,160 SH Sole 01 40,160
ASA BERMUDA LIMITED COM G3156P103 5,466 116,813 SH Sole 01 116,813
ASIA PAC FD INC COM 044901106 2,337 144,151 SH Sole 01 144,151
ASIA TIGERS FD INC COM 04516T105 570 41,377 SH Sole 01 41,377
ASTA FDG INC COM 046220109 1,976 65,070 SH Sole 01 65,070
ASTORIA FINL CORP COM 046265104 1 45 SH Sole 01 45
ASTRAZENECA PLC SPONSORED ADR 046353108 1,587 33,684 SH Sole 01 33,684
AT&T CORP COM NEW 001957505 5,446 275,067 SH Sole 01 275,067
AUTOLIV INC COM 052800109 2,430 55,867 SH Sole 01 55,867
AVALONBAY CMNTYS INC COM 053484101 4,821 56,254 SH Sole 01 56,254
AVAYA INC COM 53499109 1,484 150,000 SH Sole 150,000
AVON PRODS INC COM 054303102 478 17,719 SH Sole 01 17,719
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
BANK OF AMERICA CORPORATION COM 060505104 7,010 166,505 SH Sole 01 166,505
BANK NEW YORK INC COM 064057102 5,061 172,090 SH Sole 01 172,090
BAXTER INTL INC COM 071813109 5,730 143,706 SH Sole 01 143,706
BEAZER HOMES USA INC COM 07556Q105 1,695 28,885 SH Sole 01 28,885
BECTON DICKINSON & CO COM 075887109 641 12,222 SH Sole 01 12,222
BED BATH & BEYOND INC COM 075896100 6,953 173,035 SH Sole 01 173,035
BHP BILLITON LTD SPONSORED ADR 088606108 4,833 141,400 SH Sole 01 141,400
BIOGEN IDEC INC COM 09062X103 3,520 89,157 SH Sole 01 89,157
BIOSITE INC COM 090945106 857 13,847 SH Sole 01 13,847
BJ SVCS CO COM 055482103 1 34 SH Sole 01 34
BLACKROCK CA MUN INCOME TR I COM 09249S100 16 1,139 SH Sole 01 1,139
BLACKROCK FL MUNICIPAL BOND COM 09249K107 93 5,820 SH Sole 01 5,820
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 90 6,455 SH Sole 01 6,455
BLACKROCK NY MUN INCOME TR I COM 09249R102 365 26,615 SH Sole 01 26,615
BLOCK H & R INC COM 093671105 3,681 153,498 SH Sole 01 153,498
BOSTON PROPERTIES INC COM 101121101 5,184 73,115 SH Sole 01 73,115
BP PLC SPONSORED ADR 055622104 4,114 58,063 SH Sole 01 58,063
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 710 22,851 SH Sole 01 22,851
BRISTOL MYERS SQUIBB CO COM 110122108 2,577 107,120 SH Sole 01 107,120
BROOKFIELD PPTYS CORP COM 112900105 3,819 129,587 SH Sole 01 129,587
C D W CORP COM 12512N105 392 6,648 SH Sole 01 6,648
CAL DIVE INTL INC COM 127914109 1,535 24,215 SH Sole 01 24,215
CAMBIOR INC COM 13201L103 1 500 SH Sole 01 500
CAMDEN PPTY TR SH BEN INT 133131102 3,779 67,791 SH Sole 01 67,791
CANADIAN PAC RY LTD COM 13645T100 6,468 150,554 SH Sole 01 150,554
CANON INC ADR 138006309 7,600 140,070 SH Sole 01 140,070
CAPITAL ONE FINL CORP COM 14040H105 4,426 55,659 SH Sole 01 55,659
CB RICHARD ELLIS GROUP INC CL A 12497T101 1,070 21,756 SH Sole 01 21,756
CENDANT CORP COM 151313103 2,361 114,367 SH Sole 01 114,367
CENTERPOINT ENERGY INC COM 15189T107 4,372 293,987 SH Sole 01 293,987
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
CENTURY ALUM CO COM 156431108 1,267 56,362 SH Sole 01 56,362
CENTURYTEL INC COM 156700106 2,754 78,720 SH Sole 01 78,720
CHARMING SHOPPES INC COM 161133103 752 70,463 SH Sole 01 70,463
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,022 42,028 SH Sole 01 42,028
CHESAPEAKE ENERGY CORP COM 165167107 13,745 359,344 SH Sole 01 359,344
CHICAGO MERCANTILE HLDGS INC CL A 167760107 2,288 6,782 SH Sole 01 6,782
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 10 396 SH Sole 01 396
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 2,068 54,860 SH Sole 01 54,860
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 1,724 93,128 SH Sole 01 93,128
CIGNA CORP COM 125509109 8,945 75,894 SH Sole 01 75,894
CIMAREX ENERGY CO COM 171798101 1,516 33,436 SH Sole 01 33,436
CINERGY CORP COM 172474108 485 10,912 SH Sole 01 10,912
CISCO SYS INC COM 17275R102 8,055 449,498 SH Sole 01 449,498
CITIGROUP INC COM 172967101 10,642 233,777 SH Sole 01 233,777
CITRIX SYS INC COM 177376100 1 53 SH Sole 01 53
CITY NATL CORP COM 178566105 23 331 SH Sole 01 331
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5,457 165,925 SH Sole 01 165,925
CMS ENERGY CORP COM 125896100 52 3,191 SH Sole 01 3,191
CNOOC LTD SPONSORED ADR 126132109 1,601 22,175 SH Sole 01 22,175
COCA COLA CO COM 191216100 4,229 97,906 SH Sole 01 97,906
COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 2,188 81,905 SH Sole 01 81,905
COHEN & STEERS REIT & UTIL I COM 19247Y108 453 23,652 SH Sole 01 23,652
COLDWATER CREEK INC COM 193068103 359 14,226 SH Sole 01 14,226
COLGATE PALMOLIVE CO COM 194162103 2,996 56,752 SH Sole 01 56,752
COLONIAL BANCGROUP INC COM 195493309 2,325 103,807 SH Sole 01 103,807
COMCAST CORP NEW CL A 20030N101 6,717 228,610 SH Sole 01 228,610
COMMERCE BANCORP INC NJ COM 200519106 276 8,993 SH Sole 01 8,993
COMMUNITY HEALTH SYS INC NEW COM 203668108 4 110 SH Sole 01 110
COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 2,463 85,317 SH Sole 01 85,317
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 629 14,340 SH Sole 01 14,340
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 432 13,900 SH Sole 01 13,900
COMPUTER SCIENCES CORP COM 205363104 2,642 55,853 SH Sole 01 55,853
CONSTELLATION ENERGY GROUP I COM 210371100 1,150 18,671 SH Sole 01 18,671
COOPER CAMERON CORP COM 216640102 4,444 60,108 SH Sole 01 60,108
COSTCO WHSL CORP NEW COM 22160K105 3,885 90,156 SH Sole 01 90,156
COVENTRY HEALTH CARE INC COM 222862104 9,323 108,385 SH Sole 01 108,385
CV THERAPEUTICS INC COM 126667104 1,001 37,431 SH Sole 01 37,431
CVS CORP COM 126650100 5,825 200,791 SH Sole 01 200,791
CYTYC CORP COM 232946103 247 9,262 SH Sole 9,262
DANAHER CORP DEL COM 235851102 4,622 85,866 SH Sole 01 85,866
DEAN FOODS CO NEW COM 242370104 1,624 41,786 SH Sole 01 41,786
DECKERS OUTDOOR CORP COM 243537107 15 638 SH Sole 01 638
DELL INC COM 24702R101 4,008 117,186 SH Sole 01 117,186
DELUXE CORP COM 248019101 6,152 153,187 SH Sole 01 153,187
DENTSPLY INTL INC NEW COM 249030107 3,414 63,192 SH Sole 01 63,192
DEUTSCHE BANK AG NAMEN ORD D18190898 4,687 50,114 SH Sole 01 50,114
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 3,736 204,826 SH Sole 01 204,826
DEVELOPERS DIVERSIFIED RLTY COM 251591103 4,331 92,731 SH Sole 01 92,731
DIGITAL RIV INC COM 25388B104 520 14,913 SH Sole 01 14,913
DIRECTV GROUP INC COM 25459L106 4,600 307,082 SH Sole 01 307,082
DISNEY WALT CO COM DISNEY 254687106 4,741 196,483 SH Sole 01 196,483
DOMINION RES INC VA NEW COM 25746U109 1,376 15,969 SH Sole 01 15,969
DORAL FINL CORP COM 25811P100 1,767 135,163 SH Sole 01 135,163
DOW CHEM CO COM 260543103 5,135 123,222 SH Sole 01 123,222
DPL INC COM 233293109 143 5,140 SH Sole 01 5,140
DUKE ENERGY CORP COM 264399106 1,013 34,739 SH Sole 01 34,739
DUN & BRADSTREET CORP DEL NE COM 26483E100 5,905 89,643 SH Sole 01 89,643
E M C CORP MASS COM 268648102 3,536 273,256 SH Sole 01 273,256
E ON AG SPONSORED ADR 268780103 4,508 146,612 SH Sole 01 146,612
E TRADE FINANCIAL CORP COM 269246104 7,010 398,318 SH Sole 01 398,318
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
EAST WEST BANCORP INC COM 27579R104 341 10,030 SH Sole 01 10,030
EASTMAN KODAK CO COM 277461109 1,845 75,838 SH Sole 01 75,838
EBAY INC COM 278642103 10,804 262,222 SH Sole 01 262,222
EDISON INTL COM 281020107 1,523 32,202 SH Sole 01 32,202
EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 268353109 156 5,594 SH Sole 01 5,594
EL PASO ELEC CO COM NEW 283677854 65 3,132 SH Sole 01 3,132
EMERGING MKTS TELECOMNC FD N COM 290890102 102 9,096 SH Sole 01 9,096
EMULEX CORP COM NEW 292475209 1,102 54,505 SH Sole 01 54,505
ENEL SOCIETA PER AZIONI ADR 29265W108 452 10,535 SH Sole 01 10,535
ENERGY PARTNERS LTD COM 29270U105 1,903 60,963 SH Sole 01 60,963
ENTERGY CORP NEW COM 29364G103 6,979 93,906 SH Sole 01 93,906
EOG RES INC COM 26875P101 3 40 SH Sole 01 40
EPICOR SOFTWARE CORP COM 29426L108 1,026 78,898 SH Sole 01 78,898
EQUIFAX INC COM 294429105 6,238 178,543 SH Sole 01 178,543
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,397 116,182 SH Sole 01 116,182
EURONET WORLDWIDE INC COM 298736109 2,113 71,421 SH Sole 01 71,421
EVEREST RE GROUP LTD COM G3223R108 6,401 65,378 SH Sole 01 65,378
EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 3,017 179,568 SH Sole 01 179,568
EXELON CORP COM 30161N101 2,351 43,992 SH Sole 01 43,992
EXPEDITORS INTL WASH INC COM 302130109 4,562 80,342 SH Sole 01 80,342
EXPRESS SCRIPTS INC COM 302182100 518 8,334 SH Sole 01 8,334
EXXON MOBIL CORP COM 30231G102 19,350 304,532 SH Sole 01 304,532
FACTSET RESH SYS INC COM 303075105 18 523 SH Sole 01 523
FASTENAL CO COM 311900104 425 6,957 SH Sole 01 6,957
FEDERAL NATL MTG ASSN COM 313586109 2,158 48,153 SH Sole 01 48,153
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,628 43,126 SH Sole 01 43,126
FIFTH THIRD BANCORP COM 316773100 1,262 34,349 SH Sole 01 34,349
FIRST DATA CORP COM 319963104 4,706 117,642 SH Sole 01 117,642
FISERV INC COM 337738108 5,627 122,671 SH Sole 01 122,671
FORT DEARBORN INCOME SECS IN COM 347200107 1,633 110,766 SH Sole 01 110,766
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
FORTUNE BRANDS INC COM 349631101 5,252 64,581 SH Sole 01 64,581
FPL GROUP INC COM 302571104 976 20,501 SH Sole 01 20,501
FREEPORT- MCMORAN COPPER & GO CL B 35671D857 8,669 178,404 SH Sole 01 178,404
FREMONT GEN CORP COM 357288109 1,369 62,729 SH Sole 01 62,729
GENENTECH INC COM NEW 368710406 7,118 84,528 SH Sole 01 84,528
GENERAL ELEC CO COM 369604103 3 100 SH Sole 01 100
GENERAL GROWTH PPTYS INC COM 370021107 927 20,629 SH Sole 01 20,629
GENLYTE GROUP INC COM 372302109 6,595 137,168 SH Sole 01 137,168
GENTEX CORP COM 371901109 195 11,212 SH Sole 01 11,212
GENZYME CORP COM 372917104 3,987 55,654 SH Sole 01 55,654
GOLDEN WEST FINL CORP DEL COM 381317106 4,346 73,184 SH Sole 01 73,184
GOOGLE INC CL A 38259P508 6,891 21,776 SH Sole 01 21,776
GREATER CHINA FD INC COM 39167B102 2,569 153,584 SH Sole 01 153,584
GRIFFON CORP COM 398433102 1,444 58,683 SH Sole 01 58,683
GROUPE CGI INC CL A SUB VTG 39945C109 2,710 369,246 SH Sole 01 369,246
GUILFORD PHARMACEUTICALS INC COM 401829106 917 251,306 SH Sole 01 251,306
GUITAR CTR MGMT INC COM 402040109 15 278 SH Sole 01 278
HALLIBURTON CO COM 406216101 9,854 143,817 SH Sole 01 143,817
HANCOCK JOHN PATRIOT SELCT D COM 41013U102 1,453 109,438 SH Sole 01 109,438
HANDLEMAN CO DEL COM 410252100 810 64,124 SH Sole 01 64,124
HARLEY DAVIDSON INC COM 412822108 8,575 177,024 SH Sole 01 177,024
HARMAN INTL INDS INC COM 413086109 3,421 33,454 SH Sole 01 33,454
HARTFORD FINL SVCS GROUP INC COM 416515104 3,635 47,110 SH Sole 01 47,110
HEALTH MGMT ASSOC INC NEW CL A 421933102 304 12,947 SH Sole 01 12,947
HEALTHCARE RLTY TR COM 421946104 1,529 38,101 SH Sole 01 38,101
HEARST-ARGYLE TELEVISION INC COM 422317107 6 221 SH Sole 01 221
HELEN OF TROY CORP LTD COM G4388N106 1,359 65,824 SH Sole 01 65,824
HERLEY INDS INC DEL COM 427398102 1 55 SH Sole 01 55
HEWLETT PACKARD CO COM 428236103 2,321 79,494 SH Sole 01 79,494
HIGH INCOME OPPORTUNITY FD I COM 42967Q105 436 69,290 SH Sole 01 69,290
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
HIGHWOODS PPTYS INC COM 431284108 2,285 77,442 SH Sole 01 77,442
HILLENBRAND INDS INC COM 431573104 2,074 44,090 SH Sole 01 44,090
HILTON HOTELS CORP COM 432848109 3,506 157,073 SH Sole 01 157,073
HOME DEPOT INC COM 437076102 6,463 169,443 SH Sole 01 169,443
HONDA MOTOR LTD AMERN SHS 438128308 4,813 169,469 SH Sole 01 169,469
HOST MARRIOTT CORP NEW COM 44107P104 3,137 185,610 SH Sole 01 185,610
HUNTINGTON BANCSHARES INC COM 446150104 2,327 103,561 SH Sole 01 103,561
HUTCHINSON TECHNOLOGY INC COM 448407106 4,354 166,693 SH Sole 01 166,693
IDT CORP COM 448947101 781 63,509 SH Sole 01 63,509
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 5,863 100,826 SH Sole 01 100,826
IMS HEALTH INC COM 449934108 5,431 215,756 SH Sole 01 215,756
INDYMAC BANCORP INC COM 456607100 6,575 166,118 SH Sole 01 166,118
ING CLARION GLB RE EST INCM COM 44982G104 3,444 218,105 SH Sole 01 218,105
ING GROUP N V SPONSORED ADR 456837103 11,569 388,359 SH Sole 01 388,359
INSURED MUN INCOME FD COM 45809F104 1,829 138,897 SH Sole 01 138,897
INTEGRATED DEVICE TECHNOLOGY COM 458118106 5,603 521,665 SH Sole 01 521,665
INTEL CORP COM 458140100 13,841 561,503 SH Sole 01 561,503
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,291 64,285 SH Sole 01 64,285
INTERNATIONAL PWR PLC SPONSORED ADR 46018M104 343 7,654 SH Sole 01 7,654
INVESTMENT GRADE MUN INCOME COM 461368102 1,811 134,756 SH Sole 01 134,756
INVESTORS FINL SERVICES CORP COM 461915100 229 6,971 SH Sole 01 6,971
INVITROGEN CORP COM 46185R100 299 3,980 SH Sole 01 3,980
IRON MTN INC COM 462846106 1,286 35,049 SH Sole 01 35,049
ISHARES INC MSCI JAPAN 464286848 10,446 856,936 SH Sole 01 856,936
ISHARES TR GS CORP BD FD 464287242 11 100 SH Sole 01 100
ISHARES TR RUSSELL 2000 464287655 3 45 SH Sole 01 45
ISHARES TR S&P500/BAR GRW 464287309 7 115 SH Sole 01 115
ISHARES TR S&P500/BAR VAL 464287408 3 51 SH Sole 01 51
ISHARES TR 7-10 YR TRS BD 464287440 7 80 SH Sole 01 80
ISHARES TR 1-3 YR TRS BD 464287457 7 85 SH Sole 01 85
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
ISHARES TR MSCI EAFE IDX 464287465 67 1,146 SH Sole 01 1,146
IVAX CORP COM 465823102 7 251 SH Sole 01 251
J F CHINA REGION FD INC COM 46614T107 2,714 197,553 SH Sole 01 197,553
JABIL CIRCUIT INC COM 466313103 5,830 188,567 SH Sole 01 188,567
JAPAN EQUITY FD INC COM 471057109 200 23,153 SH Sole 01 23,153
JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 1 80 SH Sole 01 80
JEFFERSON PILOT CORP COM 475070108 3,271 63,918 SH Sole 01 63,918
JOHNSON & JOHNSON COM 478160104 13,025 205,825 SH Sole 01 205,825
JOHNSON CTLS INC COM 478366107 6,971 112,341 SH Sole 01 112,341
JPMORGAN & CHASE & CO COM 46625H100 4,502 132,690 SH Sole 01 132,690
KENSEY NASH CORP COM 490057106 1,224 39,930 SH Sole 01 39,930
KERR MCGEE CORP COM 492386107 3,981 40,998 SH Sole 01 40,998
KILROY RLTY CORP COM 49427F108 616 10,990 SH Sole 01 10,990
KIMBERLY CLARK CORP COM 494368103 4,672 78,478 SH Sole 01 78,478
KKR FINL CORP COM 482476306 1,982 89,106 SH Sole 01 89,106
KLA-TENCOR CORP COM 482480100 4,405 90,335 SH Sole 01 90,335
KNIGHT CAPITAL GROUP INC CL A 499005106 0 25 SH Sole 01 25
KNIGHT TRANSN INC COM 499064103 317 13,027 SH Sole 01 13,027
KOHLS CORP COM 500255104 6,767 134,856 SH Sole 01 134,856
KOMAG INC COM NEW 500453204 1,230 38,486 SH Sole 01 38,486
KOOKMIN BK NEW SPONSORED ADR 50049M109 699 11,795 SH Sole 01 11,795
KOREA EQUITY FD INC COM 50063B104 587 69,512 SH Sole 01 69,512
KOREA FD COM 500634100 588 17,642 SH Sole 01 17,642
L-3 COMMUNICATIONS HLDGS INC COM 502424104 5,371 67,921 SH Sole 01 67,921
LAFARGE COPPEE S A SPON ADR NEW 505861401 2,933 132,525 SH Sole 01 132,525
LAUREATE EDUCATION INC COM 518613104 4,474 91,358 SH Sole 01 91,358
LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 827 40,234 SH Sole 01 40,234
LIBERTY GLOBAL INC COM SER A ADDED 530555101 1 23 SH Sole 01 23
LIBERTY GLOBAL INC COM SER C ADDED 530555309 1 23 SH Sole 01 23
LIBERTY PPTY TR SH BEN INT 531172104 4,400 103,430 SH Sole 01 103,430
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ------------------ ---------- -------- ---------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
LINCOLN NATL CORP IND COM 534187109 2,943 56,574 SH Sole 01 56,574
LINEAR TECHNOLOGY CORP COM 535678106 4,884 129,927 SH Sole 01 129,927
LOEWS CORP CAROLNA GP STK 540424207 941 23,735 SH Sole 01 23,735
LOWES COS INC COM 548661107 9,835 152,716 SH Sole 01 152,716
LUCENT TECHNOLOGIES INC COM 549463107 3,520 1,082,986 SH Sole 01 1,082,986
M/I HOMES INC COM 55305B101 1,642 30,256 SH Sole 01 30,256
MACERICH CO COM 554382101 2,015 31,028 SH Sole 01 31,028
MAGYAR TELEKOM LTD SPONSORED ADR 559776109 1,746 67,864 SH Sole 01 67,864
MANAGED HIGH INCOME PORTFOL COM 56166C105 1,482 237,558 SH Sole 01 237,558
MANPOWER INC COM 56418H100 3,846 86,630 SH Sole 01 86,630
MATTEL INC COM 577081102 4,349 260,730 SH Sole 01 260,730
MAVERICK TUBE CORP COM 577914104 1,458 48,606 SH Sole 01 48,606
MAXIM INTEGRATED PRODS INC COM 57772K101 4,469 104,790 SH Sole 01 104,790
MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 808 62,333 SH Sole 01 62,333
MBIA INC COM 55262C100 7,451 122,907 SH Sole 01 122,907
MBNA CORP COM 55262L100 219 8,884 SH Sole 01 8,884
MCAFEE INC COM 579064106 1,266 40,280 SH Sole 01 40,280
MCCORMICK & CO INC COM NON VTG 579780206 3 100 SH Sole 01 100
MCDONALDS CORP COM 580135101 5,969 178,234 SH Sole 01 178,234
MCG CAPITAL CORP COM 58047P107 3 207 SH Sole 01 207
MEDAREX INC COM 583916101 1,215 127,633 SH Sole 01 127,633
MEDICINES CO COM 584688105 387 16,829 SH Sole 01 16,829
MEDTRONIC INC COM 585055106 8,318 155,125 SH Sole 01 155,125
MENTOR GRAPHICS CORP COM 587200106 231 26,846 SH Sole 01 26,846
MERCANTILE BANKSHARES CORP COM 587405101 9 175 SH Sole 01 175
MERCK & CO INC COM 589331107 7,820 287,406 SH Sole 01 287,406
METHANEX CORP COM 59151K108 6,423 431,929 SH Sole 01 431,929
MICROCHIP TECHNOLOGY INC COM 595017104 407 13,504 SH Sole 01 13,504
MICROSOFT CORP COM 594918104 9,886 384,219 SH Sole 01 384,219
MILLEA HOLDINGS INC ADR 60032R106 14 173 SH Sole 01 173
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 10,473 803,775 SH Sole 01 803,775
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,713 66,686 SH Sole 01 66,686
MONTPELIER RE HOLDINGS LTD SHS G62185106 146 5,720 SH Sole 5,720
MOODYS CORP COM 615369105 2,911 56,985 SH Sole 01 56,985
MORGAN STANLEY CA INSD MUN TR 61745P502 16 1,177 SH Sole 01 1,177
MORGAN STANLEY INSD CA MUN 61745P825 16 1,123 SH Sole 01 1,123
MORGAN STANLEY N Y QULTY MUN 61745P528 367 26,496 SH Sole 01 26,496
MORGAN STANLEY ASIA PAC FD I COM 61744U106 2,367 160,778 SH Sole 01 160,778
MORGAN STANLEY EMER MKTS DEB COM 61744H105 1,116 107,650 SH Sole 01 107,650
MRV COMMUNICATIONS INC COM 553477100 1 500 SH Sole 01 500
MUNICIPAL ADVANTAGE FD INC COM 626189104 1,011 79,268 SH Sole 01 79,268
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 2 99 SH Sole 01 99
MUNIYIELD CALIF FD INC COM 626296107 16 1,169 SH Sole 01 1,169
NASB FINL INC COM 628968109 590 14,740 SH Sole 01 14,740
NATIONAL BK GREECE S A SPONSORED ADR 633643408 4,690 590,695 SH Sole 01 590,695
NATIONAL GRID TRANSCO PLC SPON ADR NEW 636274300 657 13,988 SH Sole 01 13,988
NATIONAL SEMICONDUCTOR CORP COM 637640103 6,249 238,519 SH Sole 01 238,519
NATIONWIDE FINL SVCS INC CL A 638612101 2,834 70,772 SH Sole 01 70,772
NEKTAR THERAPEUTICS COM 640268108 1,050 61,933 SH Sole 01 61,933
NETGEAR INC COM 64111Q104 1,513 62,887 SH Sole 01 62,887
NETWORK APPLIANCE INC COM 64120L104 3,420 144,068 SH Sole 01 144,068
NEUBERGER BERMAN INCOME OPP COM SHS 64126L108 449 30,318 SH Sole 01 30,318
NEW CENTURY FINANCIAL CORP M COM 6435EV108 867 23,908 SH Sole 01 23,908
NEWFIELD EXPL CO COM 651290108 4,228 86,105 SH Sole 01 86,105
NEWS CORP CL B 65248E203 11,104 672,992 SH Sole 01 672,992
NEWTEK BUSINESS SVCS INC COM 652526104 159 70,750 SH Sole 70750
NII HLDGS INC CL B NEW 62913F201 3,120 36,949 SH Sole 01 36,949
NIKE INC CL B 654106103 604 7,394 SH Sole 01 7,394
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 3,155 127,125 SH Sole 01 127,125
NISOURCE INC COM 65473P105 3,470 143,100 SH Sole 01 143,100
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
NOKIA CORP SPONSORED ADR 654902204 5,741 339,505 SH Sole 01 339,505
NORDSON CORP COM 655663102 2,109 55,447 SH Sole 01 55,447
NORTHROP GRUMMAN CORP COM 666807102 5,937 109,229 SH Sole 01 109,229
NOVARTIS A G SPONSORED ADR 66987V109 4,006 78,543 SH Sole 01 78,543
NOVELIS INC COM 67000X106 0 1 SH Sole 01 1
NOVO-NORDISK A S ADR 670100205 4,177 84,250 SH Sole 01 84,250
NRG ENERGY INC COM NEW 629377508 912 21,412 SH Sole 01 21,412
NUVEEN INS NY TX FR ADV MUN COM 670656107 372 26,553 SH Sole 01 26,553
NUVEEN NY QUALITY INCM MUN F COM 670986108 366 25,220 SH Sole 01 25,220
O REILLY AUTOMOTIVE INC COM 686091109 415 14,712 SH Sole 01 14,712
OLD REP INTL CORP COM 680223104 1,854 69,518 SH Sole 01 69,518
OMI CORP NEW COM Y6476W104 7,670 429,234 SH Sole 01 429,234
OMNICARE INC COM 681904108 506 8,997 SH Sole 01 8,997
ONEOK INC NEW COM 682680103 2,528 74,307 SH Sole 01 74,307
OPTION CARE INC COM 683948103 5,209 355,825 SH Sole 01 355,825
ORACLE CORP COM 68389X105 3,494 281,746 SH Sole 01 281,746
ORIX CORP SPONSORED ADR 686330101 4,523 49,924 SH Sole 01 49,924
ORTHOFIX INTL N V COM N6748L102 1,442 33,084 SH Sole 01 33,084
OVERSEAS SHIPHOLDING GROUP I COM 690368105 3,760 64,455 SH Sole 01 64,455
PACER INTL INC TENN COM 69373H106 2,948 111,847 SH Sole 01 111,847
PALL CORP COM 696429307 4,004 145,593 SH Sole 01 145,593
PAR PHARMACEUTICAL COS INC COM 69888P106 154 5,801 SH Sole 01 5,801
PATTERSON COMPANIES INC COM 703395103 1,719 42,950 SH Sole 01 42,950
PCCW LTD SPONS ADR NEW 70454G207 0 60 SH Sole 01 60
PEPSICO INC COM 713448108 5,318 93,778 SH Sole 01 93,778
PERKINELMER INC COM 714046109 354 17,365 SH Sole 01 17,365
PETROFUND ENERGY TRUST TR UNIT 71648W108 1,320 67,201 SH Sole 01 67,201
PETROKAZAKHSTAN INC COM 71649P102 3 59 SH Sole 01 59
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,756 38,554 SH Sole 01 38,554
PETSMART INC COM 716768106 239 10,963 SH Sole 01 10,963
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
PFIZER INC COM 717081103 15,488 620,284 SH Sole 01 620,284
PG&E CORP COM 69331C108 4,590 116,949 SH Sole 01 116,949
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 6 91 SH Sole 01 91
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 407 13,359 SH Sole 01 13,359
PHILLIPS VAN HEUSEN CORP COM 718592108 1,433 46,203 SH Sole 01 46,203
PIONEER CORP JAPAN SPONSORED ADR 723646105 1,068 75,034 SH Sole 01 75,034
PLANTRONICS INC NEW COM 727493108 283 9,187 SH Sole 01 9,187
PLATINUM UNDERWRITER HLDGS L COM G7127P100 1,160 38,820 SH Sole 01 38,820
PLUM CREEK TIMBER CO INC COM 729251108 1,839 48,508 SH Sole 01 48,508
PNM RES INC COM 69349H107 1,792 62,508 SH Sole 01 62,508
POSCO SPONSORED ADR 693483109 3,560 62,950 SH Sole 01 62,950
PPL CORP COM 69351T106 1,338 41,375 SH Sole 01 41,375
PRAECIS PHARMACEUTICALS INC COM 739421105 4 8,354 SH Sole 01 8,354
PRENTISS PPTYS TR SH BEN INT 740706106 2,891 71,205 SH Sole 01 71,205
PRICE T ROWE GROUP INC COM 74144T108 3,349 51,294 SH Sole 01 51,294
PROCTER & GAMBLE CO COM 742718109 11,685 196,525 SH Sole 01 196,525
PROLOGIS SH BEN INT 743410102 3,267 73,728 SH Sole 01 73,728
PROVIDIAN FINL CORP COM 74406A102 2,404 135,964 SH Sole 01 135,964
PUBLIC STORAGE INC COM 74460D109 3,843 57,365 SH Sole 01 57,365
PUBLIC SVC ENTERPRISE GROUP COM 744573106 706 10,969 SH Sole 01 10,969
PUTNAM CALIF INVT GRADE MUN SH BEN INT 746446103 16 1,181 SH Sole 01 1,181
PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 3,537 436,166 SH Sole 01 436,166
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 2,066 331,114 SH Sole 01 331,114
PUTNAM TAX FREE HEALTH CARE SH BEN INT 746920107 1,803 148,510 SH Sole 01 148,510
QUALCOMM INC COM 747525103 8,739 195,279 SH Sole 01 195,279
QUEST DIAGNOSTICS INC COM 74834L100 5,186 102,620 SH Sole 01 102,620
QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 802 25,638 SH Sole 01 25,638
R & G FINANCIAL CORP CL B 749136107 1,144 83,223 SH Sole 01 83,223
RADIAN GROUP INC COM 750236101 5,895 111,015 SH Sole 01 111,015
RADWARE LTD ORD M81873107 493 25,900 SH Sole 01 25,900
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
REEBOK INTL LTD COM 758110100 7,479 132,215 SH Sole 01 132,215
REGENCY CTRS CORP COM 758849103 3,556 61,899 SH Sole 01 61,899
REPUBLIC SVCS INC COM 760759100 3,123 88,506 SH Sole 01 88,506
REYNOLDS AMERICAN INC COM 761713106 3,650 43,963 SH Sole 01 43,963
RINKER GROUP LTD SPONSORED ADR 76687M101 5,485 86,235 SH Sole 01 86,235
RIO TINTO PLC SPONSORED ADR 767204100 4,512 27,463 SH Sole 01 27,463
ROHM & HAAS CO COM 775371107 3,836 93,267 SH Sole 01 93,267
ROPER INDS INC NEW COM 776696106 347 8,827 SH Sole 01 8,827
ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 7,928 916,587 SH Sole 01 916,587
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 384 15,088 SH Sole 01 15,088
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7 100 SH Sole 01 100
ROYCE MICRO-CAP TR INC COM 780915104 1 95 SH Sole 01 95
RUDDICK CORP COM 781258108 1,615 70,074 SH Sole 01 70,074
RYLAND GROUP INC COM 783764103 7,410 108,298 SH Sole 01 108,298
SAFENET INC COM 78645R107 1,311 36,116 SH Sole 01 36,116
SALOMON BR EMRG MKT FLT RTE COM 794912105 983 75,772 SH Sole 01 75,772
SALOMON BR EMRG MKTS INC II. COM 794910109 1,032 75,949 SH Sole 01 75,949
SALOMON BROS EMERG MKT DEBT COM 79550E107 1,258 67,809 SH Sole 01 67,809
SALOMON BROS HIGH INCOME FD COM 79547Q106 443 47,026 SH Sole 01 47,026
SANDERSON FARMS INC COM 800013104 7,110 191,337 SH Sole 01 191,337
SANDISK CORP COM 80004C101 10,055 208,438 SH Sole 01 208,438
SANOFI AVENTIS SPONSORED ADR 80105N105 4,859 116,953 SH Sole 01 116,953
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 3,534 81,559 SH Sole 01 81,559
SAPPI LTD SPON ADR NEW 803069202 219 18,610 SH Sole 01 18,610
SATYAM COMPUTER SERVICES LTD ADR 804098101 688 22,762 SH Sole 01 22,762
SBC COMMUNICATIONS INC COM 78387G103 900 37,554 SH Sole 01 37,554
SCHERING A G SPONSORED ADR 806585204 3,006 47,412 SH Sole 01 47,412
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 3,507 87,160 SH Sole 01 87,160
SCP POOL CORP COM 784028102 357 10,220 SH Sole 01 10,220
SCUDDER GLOBAL HIGH INCOME F COM 81115E101 2,707 331,341 SH Sole 01 331,341
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
SCUDDER NEW ASIA FD INC COM 811183102 2,149 112,952 SH Sole 01 112,952
SEA CONTAINERS LTD CL A 811371707 769 65,605 SH Sole 01 65,605
SEALED AIR CORP NEW COM 81211K100 5,326 112,229 SH Sole 01 112,229
SEI INVESTMENTS CO COM 784117103 2,844 75,676 SH Sole 01 75,676
SELIGMAN QUALITY MUN FD INC COM 816343107 815 64,814 SH Sole 01 64,814
SEMCO ENERGY INC COM 78412D109 150 22,753 SH Sole 01 22,753
SHERWIN WILLIAMS CO COM 824348106 5,570 126,380 SH Sole 01 126,380
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106 5,504 148,803 SH Sole 01 148,803
SHOPKO STORES INC COM 824911101 6,616 259,232 SH Sole 01 259,232
SIEMENS A G SPONSORED ADR 826197501 4,035 52,184 SH Sole 01 52,184
SIERRA PAC RES NEW COM 826428104 1,192 80,264 SH Sole 01 80,264
SIGMA ALDRICH CORP COM 826552101 5,403 84,340 SH Sole 01 84,340
SIMON PPTY GROUP INC NEW COM 828806109 7,099 95,781 SH Sole 01 95,781
SINGAPORE FD INC COM 82929L109 2,280 242,772 SH Sole 01 242,772
SMITH INTL INC COM 832110100 227 6,800 SH Sole 01 6,800
SONY CORP ADR NEW 835699307 3,172 95,573 SH Sole 01 95,573
SOUTHERN CO COM 842587107 284 7,928 SH Sole 01 7,928
SOUTHERN PERU COPPER CORP COM 843611104 1,921 34,330 SH Sole 01 34,330
SOUTHERN UN CO NEW COM 844030106 302 11,700 SH Sole 01 11,700
SPDR TR UNIT SER 1 78462F103 77 625 SH Sole 01 625
SPRINT NEXTEL CORP COM FON 852061100 5 190 SH Sole 01 190
ST PAUL TRAVELERS INC COM 792860108 288 6,414 SH Sole 01 6,414
STANLEY FURNITURE INC COM NEW 854305208 1,533 58,538 SH Sole 01 58,538
STAPLES INC COM 855030102 3,345 156,911 SH Sole 01 156,911
STARBUCKS CORP COM 855244109 5,396 107,706 SH Sole 01 107,706
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2,371 41,471 SH Sole 01 41,471
STERICYCLE INC COM 858912108 359 6,284 SH Sole 01 6,284
STRYKER CORP COM 863667101 6,484 131,174 SH Sole 01 131,174
SUPERIOR INDS INTL INC COM 868168105 1,133 52,649 SH Sole 01 52,649
SYMMETRY MED INC COM 871546206 1,664 70,212 SH Sole 01 70,212
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
SYNAPTICS INC COM 87157D109 1,188 63,180 SH Sole 01 63,180
SYSCO CORP COM 871829107 2 48 SH Sole 01 48
TAIWAN FD INC COM 874036106 2,675 197,859 SH Sole 01 197,859
TAIWAN GREATER CHINA FD SH BEN INT 874037104 1,298 265,981 SH Sole 01 265,981
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,904 474,911 SH Sole 01 474,911
TARGET CORP COM 87612E106 5 100 SH Sole 01 100
TATA MTRS LTD SPONSORED ADR 876568502 3,082 249,999 SH Sole 01 249,999
TAUBMAN CTRS INC COM 876664103 3,277 103,389 SH Sole 01 103,389
TECHNIP NEW SPONSORED ADR 878546209 4,735 79,642 SH Sole 01 79,642
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 3,385 204,788 SH Sole 01 204,788
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 190 5,821 SH Sole 01 5,821
TELEFONICA S A SPONSORED ADR 879382208 3,062 62,084 SH Sole 01 62,084
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 239 11,223 SH Sole 01 11,223
TELLABS INC COM 879664100 2,900 275,682 SH Sole 01 275,682
TEMPLETON DRAGON FD INC COM 88018T101 2,698 137,995 SH Sole 01 137,995
TENARIS S A SPONSORED ADR 88031M109 3,505 25,425 SH Sole 01 25,425
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,988 149,250 SH Sole 01 149,250
TEXAS INSTRS INC COM 882508104 11,575 341,449 SH Sole 01 341,449
TEXTRON INC COM 883203101 7,004 97,660 SH Sole 01 97,660
TIME WARNER INC COM 887317105 5,496 303,458 SH Sole 01 303,458
TOTAL S A SPONSORED ADR 89151E109 7,016 51,660 SH Sole 01 51,660
TRACTOR SUPPLY CO COM 892356106 314 6,889 SH Sole 01 6,889
TREND MICRO INC SPONS ADR NEW 89486M206 2,183 68,132 SH Sole 01 68,132
TXU CORP COM 873168108 2,249 19,920 SH Sole 01 19,920
TYCO INTL LTD NEW COM 902124106 9,661 346,882 SH Sole 01 346,882
TYSON FOODS INC CL A 902494103 2,427 134,473 SH Sole 01 134,473
UBS AG NAMEN AKT H8920M855 3,561 41,652 SH Sole 01 41,652
UNITED DOMINION REALTY TR IN COM 910197102 588 24,823 SH Sole 01 24,823
UNITED FIRE & CAS CO COM 910331107 1,706 37,812 SH Sole 01 37,812
UNITED TECHNOLOGIES CORP COM 913017109 4,377 84,432 SH Sole 01 84,432
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
UNITED UTILS PLC SPONSORED ADR 91311Q105 183 7,819 SH Sole 01 7,819
UNITEDHEALTH GROUP INC COM 91324P102 3,740 66,540 SH Sole 01 66,540
UNIVISION COMMUNICATIONS INC CL A 914906102 4,618 174,069 SH Sole 01 174,069
UNUMPROVIDENT CORP COM 91529Y106 4,177 203,752 SH Sole 01 203,752
US BANCORP DEL COM NEW 902973304 6,594 234,821 SH Sole 01 234,821
UST INC COM 902911106 4,287 102,415 SH Sole 01 102,415
UTSTARCOM INC COM 918076100 401 49,093 SH Sole 01 49,093
V F CORP COM 918204108 3,698 63,789 SH Sole 01 63,789
VAN KAMPEN CALIF MUN TR SH BEN INT 920910106 13 1,430 SH Sole 01 1,430
VAN KAMPEN CALIF VALUE MUN I COM 92112B107 16 1,043 SH Sole 01 1,043
VAN KAMPEN FLA QUALITY MUN T COM 920921103 89 6,109 SH Sole 01 6,109
VAN KAMPEN INCOME TR SH BEN INT 920957107 3,333 576,650 SH Sole 01 576,650
VAN KAMPEN MUN INCOME TR COM 920909108 982 111,966 SH Sole 01 111,966
VAN KAMPEN MUN TR SH BEN INT 920919107 1,825 127,001 SH Sole 01 127,001
VAN KAMPEN N Y QUALITY MUN T COM 920922101 364 24,239 SH Sole 01 24,239
VAN KAMPEN N Y VALUE MUN INC COM 92112Q104 362 24,445 SH Sole 01 24,445
VAN KAMPEN SELECT SECTOR MUN COM 92112M103 802 63,717 SH Sole 01 63,717
VAN KAMPEN STRATEGIC SECTOR COM 920943107 787 62,059 SH Sole 01 62,059
VAN KAMPEN TR INVT FLA MUNS COM 920932100 1,114 73,369 SH Sole 01 73,369
VAN KAMPEN TR INVT GRADE N Y COM 920931102 369 23,221 SH Sole 01 23,221
VARIAN MED SYS INC COM 92220P105 385 9,753 SH Sole 01 9,753
VERIZON COMMUNICATIONS COM 92343V104 2,170 66,372 SH Sole 01 66,372
VIACOM INC CL B 925524308 2,974 90,095 SH Sole 01 90,095
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 11,904 458,386 SH Sole 01 458,386
VORNADO RLTY TR SH BEN INT 929042109 1,057 12,203 SH Sole 01 12,203
WABASH NATL CORP COM 929566107 734 37,335 SH Sole 01 37,335
WACHOVIA CORP 2ND NEW COM 929903102 5,861 123,165 SH Sole 01 123,165
WALGREEN CO COM 931422109 2,084 47,955 SH Sole 01 47,955
WATERS CORP COM 941848103 696 16,733 SH Sole 01 16,733
WATSON PHARMACEUTICALS INC COM 942683103 7,198 196,609 SH Sole 01 196,609
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
WESCO INTL INC COM 95082P105 2,996 88,467 SH Sole 01 88,467
WESTLAKE CHEM CORP COM 960413102 1,131 41,758 SH Sole 01 41,758
WHIRLPOOL CORP COM 963320106 3,737 49,323 SH Sole 01 49,323
WHOLE FOODS MKT INC COM 966837106 718 5,342 SH Sole 01 5,342
WILLIAMS COS INC DEL COM 969457100 559 22,304 SH Sole 01 22,304
WINNEBAGO INDS INC COM 974637100 5,229 180,503 SH Sole 01 180,503
WORLD ACCEP CORP DEL COM 981419104 1,539 60,552 SH Sole 01 60,552
WPP GROUP PLC SPON ADR NEW 929309300 4,245 83,045 SH Sole 01 83,045
WYETH COM 983024100 3,828 82,740 SH Sole 01 82,740
XCEL ENERGY INC COM 98389B100 2,929 149,373 SH Sole 01 149,373
XL CAP LTD CL A G98255105 217 3,189 SH Sole 01 3,189
YAHOO INC COM 984332106 4,372 129,203 SH Sole 01 129,203
YUM BRANDS INC COM 988498101 5,956 123,039 SH Sole 01 123,039
ZIMMER HLDGS INC COM 98956P102 1,832 26,596 SH Sole 01 26,596