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, 2005
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: 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, VA February 10, 2006
------------------------ ------------------------ ------------------------
[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: 546 lines
Form 13F Information Table Value Total: 1,649,913
(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
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
3COM CORP COM 885535104 1 151 SH Sole 01 151
3M CO COM 88579Y101 5,036 64,978 SH Sole 01 64,978
ABBEY NATL PLC ADR PRF B7.375 002920700 456 17,264 SH Sole 01 17,264
ACCENTURE LTD BERMUDA CL A G1150G111 2,211 76,584 SH Sole 01 76,584
ACCO BRANDS CORP COM 00081T108 61 2,510 SH Sole 01 2,510
ACE LTD ORD G0070K103 4,684 87,659 SH Sole 01 87,659
ACM MANAGED INCOME FD INC COM 000919100 3,211 914,771 SH Sole 01 914,771
ADVANCED MICRO DEVICES INC COM 007903107 8,829 288,524 SH Sole 01 288,524
AEROPOSTALE COM 007865108 119 4,533 SH Sole 01 4,533
AES CORP COM 00130H105 11,447 723,135 SH Sole 01 723,135
AFFILIATED COMPUTER SERVICES CL A 008190100 2,999 50,671 SH Sole 01 50,671
AFFILIATED MANAGERS GROUP COM 008252108 9,978 124,341 SH Sole 01 124,341
AFLAC INC COM 001055102 11,549 248,801 SH Sole 01 248,801
AGCO CORP COM 001084102 5,112 308,509 SH Sole 01 308,509
AGL RES INC COM 001204106 19 540 SH Sole 01 540
AIRGAS INC COM 009363102 2,150 65,364 SH Sole 01 65,364
ALCAN INC COM 013716105 3,915 95,608 SH Sole 01 95,608
ALCATEL SPONSORED ADR 013904305 3,087 248,940 SH Sole 01 248,940
ALCOA INC COM 013817101 1 30 SH Sole 01 30
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,786 49,491 SH Sole 01 49,491
ALLERGAN INC COM 018490102 3,025 28,022 SH Sole 01 28,022
ALLIANCE WORLD DLR GV FD II COM 01879R106 4,108 330,460 SH Sole 01 330,460
ALLIANCE WORLD DLR GV FD INC
COM CEF 018796102 523 41,966 SH Sole 01 41,966
ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 4,451 293,975 SH Sole 01 293,975
ALLSTATE CORP COM 020002101 2 45 SH Sole 01 45
ALTERA CORP COM 021441100 4,439 239,583 SH Sole 01 239,583
ALTRIA GROUP INC COM 02209S103 11,620 155,508 SH Sole 01 155,508
AMB PROPERTY CORP COM 00163T109 3,827 77,830 SH Sole 01 77,830
AMBAC FINL GROUP INC COM 023139108 5,269 68,377 SH Sole 01 68,377
AMCOR LTD ADR NEW 02341R302 2,676 123,094 SH Sole 01 123,094
AMEREN CORP COM 023608102 50 976 SH Sole 01 976
AMERICAN CAPITAL STRATEGIES COM 024937104 428 11,807 SH Sole 01 11,807
AMERICAN EXPRESS CO COM 025816109 8,248 160,275 SH Sole 01 160,275
AMERICAN INTL GROUP INC COM 026874107 10,883 159,504 SH Sole 01 159,504
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
AMERIPRISE FINL INC COM 03076C106 305 7,436 SH Sole 01 7,436
AMGEN INC COM 031162100 2,772 35,150 SH Sole 01 35,150
ANALOG DEVICES INC COM 032654105 4,370 121,821 SH Sole 01 121,821
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,388 88,958 SH Sole 01 88,958
ANHEUSER BUSCH COS INC COM 035229103 6,648 154,744 SH Sole 01 154,744
ANTEON INTL CORP COM 03674E108 8,277 152,295 SH Sole 01 152,295
AON CORP COM 037389103 3,530 98,185 SH Sole 01 98,185
APOLLO GROUP INC CL A 037604105 7,534 124,613 SH Sole 01 124,613
APPLIED MATLS INC COM 038222105 4,725 263,393 SH Sole 01 263,393
AQUILA INC COM 03840P102 191 53,003 SH Sole 01 53,003
ARCHSTONE SMITH TR COM 039583109 5,064 120,883 SH Sole 01 120,883
ARMOR HOLDINGS INC COM 042260109 2,800 65,644 SH Sole 01 65,644
ASA BERMUDA LIMITED COM G3156P103 6,833 124,206 SH Sole 01 124,206
ASIA PAC FD INC COM 044901106 2,900 174,610 SH Sole 01 174,610
ASIA TIGERS FD INC COM 04516T105 672 45,146 SH Sole 01 45,146
ASTA FDG INC COM 046220109 1,509 55,208 SH Sole 01 55,208
ASTORIA FINL CORP COM 046265104 1 45 SH Sole 01 45
ASTRAZENECA PLC SPONSORED ADR 046353108 1,758 36,166 SH Sole 01 36,166
AT&T INC COM ADDED 00206R102 5,755 235,003 SH Sole 01 235,003
AUTOLIV INC COM 052800109 2,707 59,597 SH Sole 01 59,597
AVALONBAY CMNTYS INC COM 053484101 5,295 59,331 SH Sole 01 59,331
AVAYA INC COM 053499109 0 22 SH Sole 01 22
AVON PRODS INC COM 054303102 497 17,421 SH Sole 01 17,421
BANCO SANTANDER CENT HISPANO ADR 05964H105 585 44,341 SH Sole 01 44,341
BANK NEW YORK INC COM 064057102 1,634 51,293 SH Sole 01 51,293
BANK OF AMERICA CORPORATION COM 060505104 7,790 168,790 SH Sole 01 168,790
BAXTER INTL INC COM 071813109 5,820 154,578 SH Sole 01 154,578
BEAZER HOMES USA INC COM 07556Q105 1,988 27,290 SH Sole 01 27,290
BECTON DICKINSON & CO COM 075887109 723 12,041 SH Sole 01 12,041
BED BATH & BEYOND INC COM 075896100 6,487 179,448 SH Sole 01 179,448
BELLSOUTH CORP COM 079860102 2 87 SH Sole 01 87
BHP BILLITON LTD SPONSORED ADR 088606108 5,368 160,632 SH Sole 01 160,632
BIOGEN IDEC INC COM 09062X103 3,963 87,532 SH Sole 01 87,532
BIOSITE INC COM 090945106 820 14,561 SH Sole 01 14,561
BLACK HILLS CORP COM 092113109 1,956 56,512 SH Sole 01 56,512
BLACKROCK CA MUN INCOME TR I COM 09249S100 16 1,158 SH Sole 01 1,158
BLACKROCK FL MUNICIPAL BOND COM 09249K107 127 8,021 SH Sole 01 8,021
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 119 8,904 SH Sole 01 8,904
BLACKROCK NY MUN INCOME TR I COM 09249R102 404 30,466 SH Sole 01 30,466
BLOCK H & R INC COM 093671105 3,510 142,980 SH Sole 01 142,980
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
BOSTON PROPERTIES INC COM 101121101 5,675 76,550 SH Sole 01 76,550
BOYD GAMING CORP COM 103304101 1,682 35,292 SH Sole 01 35,292
BP PLC SPONSORED ADR 055622104 4,189 65,236 SH Sole 01 65,236
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 714 25,597 SH Sole 01 25,597
BRISTOL MYERS SQUIBB CO COM 110122108 2,341 101,857 SH Sole 01 101,857
BROOKFIELD PPTYS CORP COM 112900105 3,999 135,927 SH Sole 01 135,927
C D W CORP COM 12512N105 130 2,256 SH Sole 01 2,256
CAL DIVE INTL INC COM 127914109 317 8,830 SH Sole 01 8,830
CAMDEN PPTY TR SH BEN INT 133131102 4,139 71,453 SH Sole 01 71,453
CANADIAN PAC RY LTD COM 13645T100 6,757 161,071 SH Sole 01 161,071
CANON INC ADR 138006309 8,316 141,363 SH Sole 01 141,363
CAPITAL ONE FINL CORP COM 14040H105 3,312 38,328 SH Sole 01 38,328
CB RICHARD ELLIS GROUP INC CL A 12497T101 1,190 20,213 SH Sole 01 20,213
CENDANT CORP COM 151313103 829 48,059 SH Sole 01 48,059
CENTERPOINT ENERGY INC COM 15189T107 4,176 324,947 SH Sole 01 324,947
CENTURY ALUM CO COM 156431108 1,394 53,193 SH Sole 01 53,193
CENTURYTEL INC COM 156700106 2,562 77,250 SH Sole 01 77,250
CHARMING SHOPPES INC COM 161133103 2,534 192,667 SH Sole 01 192,667
CHECK POINT SOFTWARE TECH LT ORD M22465104 942 46,978 SH Sole 01 46,978
CHESAPEAKE ENERGY CORP COM 165167107 12,514 394,404 SH Sole 01 394,404
CHEVRON CORP NEW COM 166764100 1 22 SH Sole 01 22
CHICAGO MERCANTILE HLDGS INC CL A 167760107 3,823 10,403 SH Sole 01 10,403
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 142 4,027 SH Sole 01 4,027
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 144 2,911 SH Sole 01 2,911
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 2,080 56,871 SH Sole 01 56,871
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 1,754 95,604 SH Sole 01 95,604
CIGNA CORP COM 125509109 8,801 78,788 SH Sole 01 78,788
CIMAREX ENERGY CO COM 171798101 2,683 62,381 SH Sole 01 62,381
CINERGY CORP COM 172474108 278 6,541 SH Sole 01 6,541
CISCO SYS INC COM 17275R102 6,665 389,316 SH Sole 01 389,316
CITIGROUP INC COM 172967101 11,793 242,996 SH Sole 01 242,996
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5,459 173,571 SH Sole 01 173,571
CMS ENERGY CORP COM 125896100 92 6,358 SH Sole 01 6,358
CNOOC LTD SPONSORED ADR 126132109 1,568 23,066 SH Sole 01 23,066
COCA COLA CO COM 191216100 4,249 105,410 SH Sole 01 105,410
COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 2,297 85,036 SH Sole 01 85,036
COHEN & STEERS REIT & UTIL I COM 19247Y108 474 26,850 SH Sole 01 26,850
COLDWATER CREEK INC COM 193068103 486 15,929 SH Sole 01 15,929
COLGATE PALMOLIVE CO COM 194162103 3,059 55,766 SH Sole 01 55,766
COLONIAL BANCGROUP INC COM 195493309 3,140 131,810 SH Sole 01 131,810
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
COMCAST CORP NEW CL A 20030N101 6,020 232,250 SH Sole 01 232,250
COMMERCE BANCORP INC NJ COM 200519106 99 2,878 SH Sole 01 2,878
COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 2,919 88,710 SH Sole 01 88,710
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 374 9,090 SH Sole 01 9,090
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 402 14,207 SH Sole 01 14,207
COMPUTER SCIENCES CORP COM 205363104 2,769 54,681 SH Sole 01 54,681
CONOCOPHILLIPS COM 20825C104 2 37 SH Sole 01 37
CONSTELLATION ENERGY GROUP I COM 210371100 1,200 20,829 SH Sole 01 20,829
COOPER CAMERON CORP COM 216640102 2,939 70,998 SH Sole 01 70,998
COSTCO WHSL CORP NEW COM 22160K105 4,810 97,232 SH Sole 01 97,232
COVAD COMMUNICATIONS GROUP I COM 222814204 1 1,428 SH Sole 01 1,428
COVENTRY HEALTH CARE INC COM 222862104 9,178 161,122 SH Sole 01 161,122
CV THERAPEUTICS INC COM 126667104 771 31,183 SH Sole 01 31,183
CVS CORP COM 126650100 5,710 216,129 SH Sole 01 216,129
CYTYC CORP COM 232946103 261 9,262 SH Sole 9,262
DANAHER CORP DEL COM 235851102 5,161 92,521 SH Sole 01 92,521
DEAN FOODS CO NEW COM 242370104 33 878 SH Sole 01 878
DECKERS OUTDOOR CORP COM 243537107 905 32,776 SH Sole 01 32,776
DELL INC COM 24702R101 3,193 106,627 SH Sole 01 106,627
DELUXE CORP COM 248019101 4,908 162,845 SH Sole 01 162,845
DENTSPLY INTL INC NEW COM 249030107 3,386 63,060 SH Sole 01 63,060
DEUTSCHE BANK AG NAMEN ORD D18190898 4,705 48,568 SH Sole 01 48,568
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 3,544 213,137 SH Sole 01 213,137
DEVELOPERS DIVERSIFIED RLTY COM 251591103 4,604 97,917 SH Sole 01 97,917
DIGITAL RIV INC COM 25388B104 348 11,686 SH Sole 01 11,686
DIRECT GEN CORP COM 25456W204 881 52,147 SH Sole 01 52,147
DIRECTV GROUP INC COM 25459L106 4,606 326,187 SH Sole 01 326,187
DISNEY WALT CO COM DISNEY 254687106 5,009 208,959 SH Sole 01 208,959
DOMINION RES INC VA NEW COM 25746U109 1,188 15,393 SH Sole 01 15,393
DORAL FINL CORP COM 25811P100 1,595 150,501 SH Sole 01 150,501
DOW CHEM CO COM 260543103 5,386 122,906 SH Sole 01 122,906
DPL INC COM 233293109 188 7,215 SH Sole 01 7,215
DU PONT E I DE NEMOURS & CO COM 263534109 1 23 SH Sole 01 23
DUKE ENERGY CORP COM 264399106 924 33,655 SH Sole 01 33,655
DUN & BRADSTREET CORP DEL NE COM 26483E100 6,457 96,437 SH Sole 01 96,437
DYNEGY INC NEW CL A 26816Q101 9 1,784 SH Sole 01 1,784
E M C CORP MASS COM 268648102 3,607 264,814 SH Sole 01 264,814
E ON AG SPONSORED ADR 268780103 5,450 157,891 SH Sole 01 157,891
E TRADE FINANCIAL CORP COM 269246104 7,921 379,704 SH Sole 01 379,704
EAST WEST BANCORP INC COM 27579R104 474 12,995 SH Sole 01 12,995
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
EASTMAN KODAK CO COM 277461109 1,648 70,426 SH Sole 01 70,426
EBAY INC COM 278642103 10,985 254,174 SH Sole 01 254,174
EDISON INTL COM 281020107 1,318 30,225 SH Sole 01 30,225
EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 268353109 156 5,065 SH Sole 01 5,065
EL PASO ELEC CO COM NEW 283677854 35 1,656 SH Sole 01 1,656
EMBRAER- EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 125 3,209 SH Sole 01 3,209
EMERGING MKTS TELECOMNC FD N COM 290890102 56 4,794 SH Sole 01 4,794
EMULEX CORP COM NEW 292475209 1,059 53,531 SH Sole 01 53,531
ENEL SOCIETA PER AZIONI ADR 29265W108 358 9,128 SH Sole 01 9,128
ENERGY PARTNERS LTD COM 29270U105 1,264 58,007 SH Sole 01 58,007
ENTERGY CORP NEW COM 29364G103 8,883 129,399 SH Sole 01 129,399
EOG RES INC COM 26875P101 3 40 SH Sole 01 40
EPICOR SOFTWARE CORP COM 29426L108 1,088 76,973 SH Sole 01 76,973
EQUIFAX INC COM 294429105 7,284 191,574 SH Sole 01 191,574
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,810 122,959 SH Sole 01 122,959
EURONET WORLDWIDE INC COM 298736109 1,971 70,887 SH Sole 01 70,887
EVEREST RE GROUP LTD COM G3223R108 7,331 73,055 SH Sole 01 73,055
EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 3,085 195,267 SH Sole 01 195,267
EXELON CORP COM 30161N101 2,183 41,074 SH Sole 01 41,074
EXPEDITORS INTL WASH INC COM 302130109 5,776 85,565 SH Sole 01 85,565
EXPRESS SCRIPTS INC COM 302182100 659 7,863 SH Sole 01 7,863
EXXON MOBIL CORP COM 30231G102 17,963 319,801 SH Sole 01 319,801
FACTSET RESH SYS INC COM 303075105 495 12,031 SH Sole 01 12,031
FASTENAL CO COM 311900104 300 7,668 SH Sole 01 7,668
FEDERAL NATL MTG ASSN COM 313586109 2,562 52,488 SH Sole 01 52,488
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,857 47,109 SH Sole 01 47,109
FIFTH THIRD BANCORP COM 316773100 1,262 33,453 SH Sole 01 33,453
FIRST DATA CORP COM 319963104 4,974 115,655 SH Sole 01 115,655
FIRSTENERGY CORP COM 337932107 117 2,390 SH Sole 01 2,390
FISERV INC COM 337738108 5,707 131,894 SH Sole 01 131,894
FORT DEARBORN INCOME SECS IN COM 347200107 1,884 133,225 SH Sole 01 133,225
FORTUNE BRANDS INC COM 349631101 5,424 69,521 SH Sole 01 69,521
FPL GROUP INC COM 302571104 942 22,669 SH Sole 01 22,669
FREEPORT- MCMORAN COPPER & GO CL B 35671D857 10,236 190,265 SH Sole 01 190,265
FREMONT GEN CORP COM 357288109 1,418 61,048 SH Sole 01 61,048
GENE LOGIC INC COM 368689105 0 48 SH Sole 01 48
GENENTECH INC COM NEW 368710406 7,092 76,666 SH Sole 01 76,666
GENERAL ELECTRIC CO COM 369604103 4 109 SH Sole 01 109
GENERAL GROWTH PPTYS INC COM 370021107 1,018 21,654 SH Sole 01 21,654
GENESIS MICROCHIP INC DEL COM 37184C103 419 23,171 SH Sole 01 23,171
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
GENLYTE GROUP INC COM 372302109 7,724 144,192 SH Sole 01 144,192
GENZYME CORP COM 372917104 3,774 53,326 SH Sole 01 53,326
GLOBALSANTAFE CORP SHS G3930E101 3 56 SH Sole 01 56
GOLDEN WEST FINL CORP DEL COM 381317106 4,731 71,677 SH Sole 01 71,677
GOOGLE INC CL A 38259P508 7,958 19,183 SH Sole 01 19,183
GREATER CHINA FD INC COM 39167B102 2,394 183,604 SH Sole 01 183,604
GRIFFON CORP COM 398433102 1,208 50,726 SH Sole 01 50,726
GROUPE CGI INC CL A SUB VTG 39945C109 2,855 354,183 SH Sole 01 354,183
GUITAR CTR MGMT INC COM 402040109 81 1,610 SH Sole 01 1,610
HALLIBURTON CO COM 406216101 9,401 151,719 SH Sole 01 151,719
HANCOCK JOHN PATRIOT SELCT D COM 41013U102 1,287 106,256 SH Sole 01 106,256
HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 53 2,501 SH Sole 01 2,501
HANDLEMAN CO DEL COM 410252100 324 26,047 SH Sole 01 26,047
HARLEY DAVIDSON INC COM 412822108 9,178 178,247 SH Sole 01 178,247
HARMAN INTL INDS INC COM 413086109 3,505 35,823 SH Sole 01 35,823
HARTFORD FINL SVCS GROUP INC COM 416515104 4,483 52,192 SH Sole 01 52,192
HEALTH MGMT ASSOC INC NEW CL A 421933102 91 4,137 SH Sole 01 4,137
HEALTHCARE RLTY TR COM 421946104 1,307 39,273 SH Sole 01 39,273
HELEN OF TROY CORP LTD COM G4388N106 976 60,563 SH Sole 01 60,563
HEWLETT PACKARD CO COM 428236103 2,521 88,049 SH Sole 01 88,049
HIGH INCOME OPPORTUNITY FD I COM 42967Q105 502 82,765 SH Sole 01 82,765
HIGHWOODS PPTYS INC COM 431284108 2,437 85,673 SH Sole 01 85,673
HILLENBRAND INDS INC COM 431573104 2,046 41,402 SH Sole 01 41,402
HILTON HOTELS CORP COM 432848109 4,024 166,906 SH Sole 01 166,906
HOME DEPOT INC COM 437076102 7,005 173,050 SH Sole 01 173,050
HONDA MOTOR LTD AMERN SHS 438128308 5,207 179,751 SH Sole 01 179,751
HONEYWELL INTL INC COM 438516106 23 615 SH Sole 01 615
HOST MARRIOTT CORP NEW COM 44107P104 3,632 191,653 SH Sole 01 191,653
HUNTINGTON BANCSHARES INC COM 446150104 2,409 101,420 SH Sole 01 101,420
HUTCHINSON TECHNOLOGY INC COM 448407106 5,093 179,015 SH Sole 01 179,015
IDT CORP COM 448947101 636 55,031 SH Sole 01 55,031
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 7,012 115,928 SH Sole 01 115,928
IMS HEALTH INC COM 449934108 5,789 232,312 SH Sole 01 232,312
INDYMAC BANCORP INC COM 456607100 7,226 185,198 SH Sole 01 185,198
ING CLARION GLB RE EST INCM COM 44982G104 3,050 187,092 SH Sole 01 187,092
ING GROEP N V SPONSORED ADR 456837103 14,650 420,746 SH Sole 01 420,746
INSURED MUN INCOME FD COM 45809F104 1,853 145,902 SH Sole 01 145,902
INTEGRATED DEVICE TECHNOLOGY COM 458118106 6,685 507,178 SH Sole 01 507,178
INTEL CORP COM 458140100 14,450 578,914 SH Sole 01 578,914
INTERNATIONAL BUSINESS MACHS COM 459200101 4 50 SH Sole 01 50
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,066 61,658 SH Sole 01 61,658
INTERNATIONAL PWR PLC SPONSORED ADR 46018M104 290 6,900 SH Sole 01 6,900
INVESTMENT GRADE MUN INCOME COM 461368102 1,829 141,554 SH Sole 01 141,554
INVITROGEN CORP COM 46185R100 90 1,350 SH Sole 01 1,350
IRON MTN INC COM 462846106 1,424 33,734 SH Sole 01 33,734
ISHARES INC MSCI PAC J IDX 464286665 31 317 SH Sole 01 317
ISHARES INC MSCI JAPAN 464286848 14,265 1,055,114 SH Sole 01 1,055,114
ISHARES TR DJ SEL DIV INX 464287168 640 10,451 SH Sole 01 10,451
ISHARES TR LEHMAN AGG BND 464287226 294 2,921 SH Sole 01 2,921
ISHARES TR MSCI EMERG MKT 464287234 100 1,133 SH Sole 01 1,133
ISHARES TR S&P500/BAR GRW 464287309 2,224 37,512 SH Sole 01 37,512
ISHARES TR S&P500/BAR VAL 464287408 2,667 40,997 SH Sole 01 40,997
ISHARES TR MSCI EAFE IDX 464287465 738 12,423 SH Sole 01 12,423
ISHARES TR RUSSELL MCP VL 464287473 164 1,316 SH Sole 01 1,316
ISHARES TR RUSSELL MCP GR 464287481 5 57 SH Sole 01 57
ISHARES TR COHEN&ST RLTY 464287564 24 320 SH Sole 01 320
ISHARES TR RUSL 2000 VALU 464287630 23 354 SH Sole 01 354
ISHARES TR RUSSELL 2000 464287655 869 13,024 SH Sole 01 13,024
ISHARES TR DJ US UTILS 464287697 184 2,406 SH Sole 01 2,406
J F CHINA REGION FD INC COM 46614T107 3,299 240,616 SH Sole 01 240,616
JABIL CIRCUIT INC COM 466313103 7,596 204,804 SH Sole 01 204,804
JAKKS PAC INC COM 47012E106 463 22,091 SH Sole 01 22,091
JAPAN EQUITY FD INC COM 471057109 106 11,571 SH Sole 01 11,571
JDS UNIPHASE CORP COM 46612J101 0 150 SH Sole 01 150
JEFFERSON PILOT CORP COM 475070108 4,032 70,828 SH Sole 01 70,828
JOHNSON & JOHNSON COM 478160104 12,726 211,739 SH Sole 01 211,739
JOHNSON CTLS INC COM 478366107 8,480 116,313 SH Sole 01 116,313
JP MORGAN CHASE & CO COM 46625H100 5,669 142,826 SH Sole 01 142,826
JUNIPER NETWORKS INC COM 48203R104 10 465 SH Sole 01 465
KENSEY NASH CORP COM 490057106 383 17,372 SH Sole 01 17,372
KERR MCGEE CORP COM 492386107 4,128 45,428 SH Sole 01 45,428
KILROY RLTY CORP COM 49427F108 713 11,514 SH Sole 01 11,514
KIMBERLY CLARK CORP COM 494368103 4,998 83,786 SH Sole 01 83,786
KING PHARMACEUTICALS INC COM 495582108 1,954 115,502 SH Sole 01 115,502
KKR FINL CORP COM 482476306 1,947 81,176 SH Sole 01 81,176
KLA-TENCOR CORP COM 482480100 4,806 97,429 SH Sole 01 97,429
KNIGHT CAPITAL GROUP INC CL A 499005106 0 25 SH Sole 01 25
KNIGHT TRANSN INC COM 499064103 440 21,237 SH Sole 01 21,237
KOHLS CORP COM 500255104 6,795 139,811 SH Sole 01 139,811
KOMAG INC COM NEW 500453204 1,296 37,386 SH Sole 01 37,386
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
KOOKMIN BK NEW SPONSORED ADR 50049M109 1,301 17,409 SH Sole 01 17,409
KOREA EQUITY FD INC COM 50063B104 713 76,793 SH Sole 01 76,793
KOREA FD COM 500634100 696 19,563 SH Sole 01 19,563
L-3 COMMUNICATIONS HLDGS INC COM 502424104 5,443 73,205 SH Sole 01 73,205
LAFARGE COPPEE S A SPON ADR NEW 505861401 3,157 140,202 SH Sole 01 140,202
LAUREATE EDUCATION INC COM 518613104 5,291 100,766 SH Sole 01 100,766
LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 1,029 47,967 SH Sole 01 47,967
LIBERTY GLOBAL INC COM SER A 530555101 1 23 SH Sole 01 23
LIBERTY GLOBAL INC COM SER C 530555309 0 23 SH Sole 01 23
LIBERTY PPTY TR SH BEN INT 531172104 4,688 109,401 SH Sole 01 109,401
LINCOLN NATL CORP IND COM 534187109 1,047 19,743 SH Sole 01 19,743
LINEAR TECHNOLOGY CORP COM 535678106 5,057 140,199 SH Sole 01 140,199
LOCKHEED MARTIN CORP COM 539830109 4,114 64,657 SH Sole 01 64,657
LOEWS CORP CAROLNA GP STK 540424207 759 17,256 SH Sole 01 17,256
LOWES COS INC COM 548661107 10,407 156,122 SH Sole 01 156,122
LUCENT TECHNOLOGIES INC COM 549463107 2,733 1,027,420 SH Sole 01 1,027,420
M/I HOMES INC COM 55305B101 1,165 28,689 SH Sole 01 28,689
MACERICH CO COM 554382101 2,319 34,537 SH Sole 01 34,537
MAGYAR TELEKOM LTD SPONSORED ADR 559776109 1,545 70,116 SH Sole 01 70,116
MANAGED HIGH INCOME PORTFOLI COM 56166C105 1,384 230,250 SH Sole 01 230,250
MANPOWER INC COM 56418H100 4,345 93,448 SH Sole 01 93,448
MATTEL INC COM 577081102 4,379 276,828 SH Sole 01 276,828
MAVERICK TUBE CORP COM 577914104 1,990 49,936 SH Sole 01 49,936
MAXIM INTEGRATED PRODS INC COM 57772K101 4,085 112,711 SH Sole 01 112,711
MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 873 70,375 SH Sole 01 70,375
MBIA INC COM 55262C100 8,336 138,572 SH Sole 01 138,572
MBNA CORP COM 55262L100 242 8,902 SH Sole 01 8,902
MCAFEE INC COM 579064106 1,016 37,443 SH Sole 01 37,443
MCDONALDS CORP COM 580135101 6,034 178,943 SH Sole 01 178,943
MCKESSON CORP COM 58155Q103 2 38 SH Sole 01 38
MEDAREX INC COM 583916101 1,552 112,029 SH Sole 01 112,029
MEDICINES CO COM 584688105 533 30,531 SH Sole 01 30,531
MEDTRONIC INC COM 585055106 9,190 159,627 SH Sole 01 159,627
MERCK & CO INC COM 589331107 9,405 295,647 SH Sole 01 295,647
MERGE TECHNOLOGIES INC COM 589981109 747 29,823 SH Sole 01 29,823
MERRILL LYNCH & CO INC COM 590188108 2 25 SH Sole 01 25
METHANEX CORP COM 59151K108 9,081 484,605 SH Sole 01 484,605
MGI PHARMA INC COM 552880106 603 35,117 SH Sole 01 35,117
MICROCHIP TECHNOLOGY INC COM 595017104 505 15,697 SH Sole 01 15,697
MICROSOFT CORP COM 594918104 10,463 400,109 SH Sole 01 400,109
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
MITSUBISH IUFJFINL GROUP IN SPONSORED ADR ADDED 606822104 14,560 1,063,581 SH Sole 01 1,063,581
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,435 69,583 SH Sole 01 69,583
MOODYS CORP COM 615369105 3,335 54,291 SH Sole 01 54,291
MORGAN STANLEY COM NEW 617446448 3 46 SH Sole 01 46
MORGAN STANLEY CA INSD MUN TR 61745P502 16 1,195 SH Sole 01 1,195
MORGAN STANLEY N Y QULTY MUN 61745P528 402 30,301 SH Sole 01 30,301
MORGAN STANLEY INSD CA MUN 61745P825 16 1,142 SH Sole 01 1,142
MORGAN STANLEY ASIA PAC FD I COM 61744U106 3,067 197,504 SH Sole 01 197,504
MORGAN STANLEY EMER MKTS DEB COM 61744H105 1,323 121,605 SH Sole 01 121,605
MRV COMMUNICATIONS INC COM 553477100 1 500 SH Sole 01 500
MUNICIPAL ADVANTAGE FD INC COM 626189104 793 63,553 SH Sole 01 63,553
MUNIYIELD CALIF FD INC COM 626296107 16 1,188 SH Sole 01 1,188
NASB FINL INC COM 628968109 622 15,797 SH Sole 01 15,797
NATIONAL BK GREECE S A SPONSORED ADR 633643408 4,888 571,011 SH Sole 01 571,011
NATIONAL GRID PLC SPON ADR NEW 636274300 624 12,807 SH Sole 01 12,807
NATIONAL SEMICONDUCTOR CORP COM 637640103 6,679 257,098 SH Sole 01 257,098
NATIONWIDE FINL SVCS INC CL A 638612101 3,059 69,513 SH Sole 01 69,513
NEKTAR THERAPEUTICS COM 640268108 1,008 61,209 SH Sole 01 61,209
NELNET INC CL A 64031N108 1,144 28,118 SH Sole 01 28,118
NEOWARE SYS INC COM 64065P102 477 20,481 SH Sole 01 20,481
NETGEAR INC COM 64111Q104 1,180 61,273 SH Sole 01 61,273
NETWORK APPLIANCE INC COM 64120L104 4,182 154,873 SH Sole 01 154,873
NEUBERGER BERMAN INCOME OPP COM SHS 64126L108 482 34,108 SH Sole 01 34,108
NEW CENTURY FINANCIAL CORP M COM 6435EV108 372 10,313 SH Sole 01 10,313
NEWFIELD EXPL CO COM 651290108 5,138 102,626 SH Sole 01 102,626
NEWS CORP CL B 65248E203 10,727 645,794 SH Sole 01 645,794
NEWTEK BUSINESS SVCS INC COM 652526104 108 70,750 SH Sole 70,750
NII HLDGS INC CL B NEW 62913F201 3,789 86,748 SH Sole 01 86,748
NIKE INC CL B 654106103 630 7,256 SH Sole 01 7,256
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 3,250 142,494 SH Sole 01 142,494
NISOURCE INC COM 65473P105 3,293 157,885 SH Sole 01 157,885
NOKIA CORP SPONSORED ADR 654902204 6,639 362,781 SH Sole 01 362,781
NORDSON CORP COM 655663102 2,258 55,751 SH Sole 01 55,751
NORTHROP GRUMMAN CORP COM 666807102 2,602 43,282 SH Sole 01 43,282
NOVARTIS A G SPONSORED ADR 66987V109 4,322 82,353 SH Sole 01 82,353
NOVO-NORDISK A S ADR 670100205 5,035 89,467 SH Sole 01 89,467
NRG ENERGY INC COM NEW 629377508 1,051 22,304 SH Sole 01 22,304
NUVEEN INS NY TX FR ADV MUN COM 670656107 405 30,372 SH Sole 01 30,372
NUVEEN NY QUALITY INCM MUN F COM 670986108 409 28,860 SH Sole 01 28,860
O REILLY AUTOMOTIVE INC COM 686091109 539 16,837 SH Sole 01 16,837
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
OLD REP INTL CORP COM 680223104 1,962 74,727 SH Sole 01 74,727
OMI CORP NEW COM Y6476W104 8,482 467,305 SH Sole 01 467,305
OMNICARE INC COM 681904108 485 8,483 SH Sole 01 8,483
ONEOK INC NEW COM 682680103 3 129 SH Sole 01 129
OPTION CARE INC COM 683948103 5,293 396,165 SH Sole 01 396,165
ORACLE CORP COM 68389X105 3,431 281,035 SH Sole 01 281,035
ORIX CORP SPONSORED ADR 686330101 7,147 56,140 SH Sole 01 56,140
ORTHOFIX INTL N V COM N6748L102 1,260 31,589 SH Sole 01 31,589
OVERSEAS SHIPHOLDING GROUP I COM 690368105 3,389 67,251 SH Sole 01 67,251
PACER INTL INC TENN COM 69373H106 2,711 104,013 SH Sole 01 104,013
PALL CORP COM 696429307 3,901 145,246 SH Sole 01 145,246
PALM INC NEW COM 696643105 0 8 SH Sole 01 8
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 94 1,401 SH Sole 01 1,401
PAR PHARMACEUTICAL COS INC COM 69888P106 16 518 SH Sole 01 518
PATTERSON COMPANIES INC COM 703395103 1,137 34,029 SH Sole 01 34,029
PCCW LTD SPONS ADR NEW 70454G207 0 60 SH Sole 01 60
PEPSICO INC COM 713448108 5,957 100,836 SH Sole 01 100,836
PERKINELMER INC COM 714046109 151 6,422 SH Sole 01 6,422
PETROFUND ENERGY TRUST TR UNIT 71648W108 1,264 71,665 SH Sole 01 71,665
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,875 40,335 SH Sole 01 40,335
PFIZER INC COM 717081103 15,178 650,872 SH Sole 01 650,872
PG&E CORP COM 69331C108 1,860 50,109 SH Sole 01 50,109
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 6 91 SH Sole 01 91
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 549 16,367 SH Sole 01 16,367
PHILLIPS VAN HEUSEN CORP COM 718592108 2,126 65,605 SH Sole 01 65,605
PILGRIMS PRIDE CORP COM 721467108 25 751 SH Sole 01 751
PINNACLE WEST CAP CORP COM 723484101 2 46 SH Sole 01 46
PIONEER CORP JAPAN SPONSORED ADR 723646105 1,071 77,586 SH Sole 01 77,586
PLANTRONICS INC NEW COM 727493108 82 2,896 SH Sole 01 2,896
PLATINUM UNDERWRITER HLDGS L COM G7127P100 1,278 41,124 SH Sole 01 41,124
PLUM CREEK TIMBER CO INC COM 729251108 1,943 53,900 SH Sole 01 53,900
PNM RES INC COM 69349H107 4 170 SH Sole 01 170
POSCO SPONSORED ADR 693483109 3,070 62,016 SH Sole 01 62,016
PPL CORP COM 69351T106 1,040 35,360 SH Sole 01 35,360
PRENTISS PPTYS TR SH BEN INT 740706106 3,065 75,340 SH Sole 01 75,340
PRICE T ROWE GROUP INC COM 74144T108 3,631 50,408 SH Sole 01 50,408
PROCTER & GAMBLE CO COM 742718109 9,381 162,085 SH Sole 01 162,085
PROLOGIS SH BEN INT 743410102 5,496 117,640 SH Sole 01 117,640
PUBLIC STORAGE INC COM 74460D109 4,090 60,399 SH Sole 01 60,399
PUBLIC SVC ENTERPRISE GROUP COM 744573106 687 10,574 SH Sole 01 10,574
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
PUTNAM CALIF INVT GRADE MUN SH BEN INT 746446103 16 1,195 SH Sole 01 1,195
PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 3,898 486,686 SH Sole 01 486,686
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 2,411 397,232 SH Sole 01 397,232
PUTNAM TAX FREE HEALTH CARE SH BEN INT 746920107 1,876 155,913 SH Sole 01 155,913
QUALCOMM INC COM 747525103 8,483 196,920 SH Sole 01 196,920
QUEST DIAGNOSTICS INC COM 74834L100 5,702 110,755 SH Sole 01 110,755
QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 904 26,490 SH Sole 01 26,490
QWEST COMMUNICATIONS INTL IN COM 749121109 0 45 SH Sole 01 45
R & G FINANCIAL CORP CL B 749136107 1,006 76,206 SH Sole 01 76,206
RADIAN GROUP INC COM 750236101 7,263 123,956 SH Sole 01 123,956
RADWARE LTD ORD M81873107 529 29,122 SH Sole 01 29,122
RED HAT INC COM 756577102 1,365 50,066 SH Sole 01 50,066
REEBOK INTL LTD COM 758110100 8,605 147,775 SH Sole 01 147,775
REGENCY CTRS CORP COM 758849103 3,815 64,724 SH Sole 01 64,724
REPUBLIC SVCS INC COM 760759100 3,265 86,949 SH Sole 01 86,949
REYNOLDS AMERICAN INC COM 761713106 4,609 48,352 SH Sole 01 48,352
RINKER GROUP LTD SPONSORED ADR 76687M101 5,831 97,103 SH Sole 01 97,103
RIO TINTO PLC SPONSORED ADR 767204100 5,348 29,260 SH Sole 01 29,260
ROHM & HAAS CO COM 775371107 4,356 89,968 SH Sole 01 89,968
ROPER INDS INC NEW COM 776696106 255 6,461 SH Sole 01 6,461
ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 10,717 983,179 SH Sole 01 983,179
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 392 15,403 SH Sole 01 15,403
ROYCE MICRO-CAP TR INC COM 780915104 0 20 SH Sole 01 20
RUDDICK CORP COM 781258108 343 16,106 SH Sole 01 16,106
RYLAND GROUP INC COM 783764103 8,723 120,936 SH Sole 01 120,936
SAFENET INC COM 78645R107 1,274 39,543 SH Sole 01 39,543
SALOMON BR EMRG MKT FLT RTE COM 794912105 1,296 100,905 SH Sole 01 100,905
SALOMON BR EMRG MKTS INC II. COM 794910109 1,294 98,413 SH Sole 01 98,413
SALOMON BROS EMERG MKT DEBT COM 79550E107 1,370 76,003 SH Sole 01 76,003
SALOMON BROS HIGH INCOME FD COM 79547Q106 495 55,077 SH Sole 01 55,077
SANDERSON FARMS INC COM 800013104 6,252 204,787 SH Sole 01 204,787
SANDISK CORP COM 80004C101 14,626 232,824 SH Sole 01 232,824
SANOFI AVENTIS SPONSORED ADR 80105N105 5,436 123,816 SH Sole 01 123,816
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 4,116 91,316 SH Sole 01 91,316
SAPPI LTD SPON ADR NEW 803069202 134 11,802 SH Sole 01 11,802
SATYAM COMPUTER SERVICES LTD ADR 804098101 908 24,822 SH Sole 01 24,822
SAXON CAP INC NEW COM 80556T106 765 67,507 SH Sole 01 67,507
SCHERING A G SPONSORED ADR 806585204 3,558 53,176 SH Sole 01 53,176
SCHWAB CHARLES CORP NEW COM 808513105 1 89 SH Sole 01 89
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 3,393 90,767 SH Sole 01 90,767
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
SCP POOL CORP COM 784028102 460 12,359 SH Sole 01 12,359
SCUDDER GLOBAL HIGH INCOME F COM 81115E101 2,768 346,375 SH Sole 01 346,375
SCUDDER NEW ASIA FD INC COM 811183102 2,638 133,375 SH Sole 01 133,375
SEA CONTAINERS LTD CL A 811371707 773 61,625 SH Sole 01 61,625
SEALED AIR CORP NEW COM 81211K100 6,784 120,775 SH Sole 01 120,775
SEI INVESTMENTS CO COM 784117103 2,728 73,721 SH Sole 01 73,721
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 14 690 SH Sole 01 690
SELIGMAN QUALITY MUN FD INC COM 816343107 944 73,673 SH Sole 01 73,673
SEMCO ENERGY INC COM 78412D109 134 23,774 SH Sole 01 23,774
SHERWIN WILLIAMS CO COM 824348106 4,561 100,416 SH Sole 01 100,416
SHIRE PLC SPONSORED ADR 82481R106 6,160 158,791 SH Sole 01 158,791
SHOPKO STORES INC COM 824911101 8,346 287,682 SH Sole 01 287,682
SIEMENS A G SPONSORED ADR 826197501 4,272 49,911 SH Sole 01 49,911
SIERRA PAC RES NEW COM 826428104 846 64,887 SH Sole 01 64,887
SIGMA ALDRICH CORP COM 826552101 5,744 90,760 SH Sole 01 90,760
SIMON PPTY GROUP INC NEW COM 828806109 7,713 100,657 SH Sole 01 100,657
SINA CORP ORD G81477104 95 3,921 SH Sole 01 3,921
SINGAPORE FD INC COM 82929L109 2,817 293,116 SH Sole 01 293,116
SMITH INTL INC COM 832110100 302 8,128 SH Sole 01 8,128
SMUCKER J M CO COM NEW 832696405 0 1 SH Sole 01 1
SNAP ON INC COM 833034101 2 49 SH Sole 01 49
SONY CORP ADR NEW 835699307 4,082 100,044 SH Sole 01 100,044
SOUTHERN CO COM 842587107 303 8,766 SH Sole 01 8,766
SOUTHERN COPPER CORP COM ADDED 84265V105 2,349 35,073 SH Sole 01 35,073
SOUTHERN UN CO NEW COM 844030106 268 11,329 SH Sole 01 11,329
ST PAUL TRAVELERS INC COM 792860108 286 6,412 SH Sole 01 6,412
STANLEY FURNITURE INC COM NEW 854305208 1,017 43,855 SH Sole 01 43,855
STAPLES INC COM 855030102 3,734 164,438 SH Sole 01 164,438
STARBUCKS CORP COM 855244109 5,554 185,081 SH Sole 01 185,081
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2,814 44,061 SH Sole 01 44,061
STERICYCLE INC COM 858912108 456 7,737 SH Sole 01 7,737
STRYKER CORP COM 863667101 6,071 136,645 SH Sole 01 136,645
SUPERIOR INDS INTL INC COM 868168105 1,237 55,578 SH Sole 01 55,578
SYMMETRY MED INC COM 871546206 53 2,720 SH Sole 01 2,720
SYNAPTICS INC COM 87157D109 1,332 53,893 SH Sole 01 53,893
TAIWAN FD INC COM 874036106 3,600 240,137 SH Sole 01 240,137
TAIWAN GREATER CHINA FD SH BEN INT 874037104 1,464 276,173 SH Sole 01 276,173
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,584 462,589 SH Sole 01 462,589
TATA MTRS LTD SPONSORED ADR 876568502 3,321 231,086 SH Sole 01 231,086
TAUBMAN CTRS INC COM 876664103 3,782 108,846 SH Sole 01 108,846
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
TECHNIP NEW SPONSORED ADR 878546209 5,429 89,317 SH Sole 01 89,317
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 3,840 214,262 SH Sole 01 214,262
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 195 6,672 SH Sole 01 6,672
TELEFONICA S A SPONSORED ADR 879382208 3,110 69,085 SH Sole 01 69,085
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 325 13,162 SH Sole 01 13,162
TELLABS INC COM 879664100 2,799 256,783 SH Sole 01 256,783
TEMPLETON DRAGON FD INC COM 88018T101 3,250 169,460 SH Sole 01 169,460
TENARIS S A SPONSORED ADR 88031M109 3,025 26,417 SH Sole 01 26,417
TENNECO INC COM 880349105 507 25,875 SH Sole 01 25,875
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6,658 154,809 SH Sole 01 154,809
TEXAS INSTRS INC COM 882508104 11,413 355,874 SH Sole 01 355,874
TEXTRON INC COM 883203101 7,514 97,609 SH Sole 01 97,609
TIME WARNER INC COM 887317105 5,668 325,017 SH Sole 01 325,017
TOTAL S A SPONSORED ADR 89151E109 6,930 54,823 SH Sole 01 54,823
TRACTOR SUPPLY CO COM 892356106 442 8,350 SH Sole 01 8,350
TREND MICRO INC SPONS ADR NEW 89486M206 2,918 75,887 SH Sole 01 75,887
TXU CORP COM 873168108 1,691 33,690 SH Sole 01 33,690
TYCO INTL LTD NEW COM 902124106 9,882 342,424 SH Sole 01 342,424
TYSON FOODS INC CL A 902494103 2,212 129,332 SH Sole 01 129,332
UBS AG NAMEN AKT H8920M855 4,453 46,796 SH Sole 01 46,796
UNITED DOMINION REALTY TR IN COM 910197102 623 26,580 SH Sole 01 26,580
UNITED FIRE & CAS CO COM 910331107 476 11,762 SH Sole 01 11,762
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 274 87,774 SH Sole 01 87,774
UNITED ONLINE INC COM 911268100 1 51 SH Sole 01 51
UNITED TECHNOLOGIES CORP COM 913017109 4,679 83,694 SH Sole 01 83,694
UNITED UTILS PLC SPONSORED ADR 91311Q105 166 7,122 SH Sole 01 7,122
UNITEDHEALTH GROUP INC COM 91324P102 4,164 67,016 SH Sole 01 67,016
UNIVERSAL HLTH SVCS INC CL B 913903100 420 8,992 SH Sole 01 8,992
UNIVISION COMMUNICATIONS INC CL A 914906102 5,520 187,807 SH Sole 01 187,807
UNUMPROVIDENT CORP COM 91529Y106 5,099 224,127 SH Sole 01 224,127
US BANCORP DEL COM NEW 902973304 5,518 184,614 SH Sole 01 184,614
UST INC COM 902911106 4,480 109,714 SH Sole 01 109,714
UTSTARCOM INC COM 918076100 279 34,675 SH Sole 01 34,675
V F CORP COM 918204108 3,877 70,057 SH Sole 01 70,057
VAN KAMPEN CALIF VALUE MUN I COM 92112B107 31 2,070 SH Sole 01 2,070
VAN KAMPEN INCOME TR SH BEN INT 920957107 3,327 596,207 SH Sole 01 596,207
VAN KAMPEN MUN TR SH BEN INT 920919107 1,801 128,266 SH Sole 01 128,266
VAN KAMPEN SELECT SECTOR MUN COM 92112M103 1,755 142,465 SH Sole 01 142,465
VAN KAMPEN TR INVT FLA MUNS COM 920932100 1,021 70,440 SH Sole 01 70,440
VAN KAMPEN TR INVT GRADE MUN COM 920929106 768 53,093 SH Sole 01 53,093
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VOTING AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ------------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
VAN KAMPEN TR INVT GRADE N Y COM 920931102 1,169 79,228 SH Sole 01 79,228
VARIAN MED SYS INC COM 92220P105 542 10,762 SH Sole 01 10,762
VCA ANTECH INC COM 918194101 473 16,790 SH Sole 01 16,790
VERIZON COMMUNICATIONS COM 92343V104 1,902 63,156 SH Sole 01 63,156
VIACOM INC CL B 925524308 2,048 62,832 SH Sole 01 62,832
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 9,214 429,159 SH Sole 01 429,159
VORNADO RLTY TR SH BEN INT 929042109 1,085 13,004 SH Sole 01 13,004
WABASH NATL CORP COM 929566107 1,061 55,702 SH Sole 01 55,702
WACHOVIA CORP 2ND NEW COM 929903102 7,040 133,176 SH Sole 01 133,176
WAL MART STORES INC COM 931142103 3 58 SH Sole 01 58
WALGREEN CO COM 931422109 2,579 58,272 SH Sole 01 58,272
WASHINGTON MUT INC COM 939322103 4 97 SH Sole 01 97
WASTE MGMT INC DEL COM 94106L109 1 34 SH Sole 01 34
WATERS CORP COM 941848103 2 41 SH Sole 01 41
WATSON PHARMACEUTICALS INC COM 942683103 8,344 256,663 SH Sole 01 256,663
WEATHERFORD INTERNATIONAL LT COM G95089101 3 70 SH Sole 01 70
WELLS FARGO & CO NEW COM 949746101 3 40 SH Sole 01 40
WESCO INTL INC COM 95082P105 1,997 46,728 SH Sole 01 46,728
WESTLAKE CHEM CORP COM 960413102 1,058 36,708 SH Sole 01 36,708
WHIRLPOOL CORP COM 963320106 4,547 54,281 SH Sole 01 54,281
WHOLE FOODS MKT INC COM 966837106 368 4,753 SH Sole 01 4,753
WILLIAMS COS INC DEL COM 969457100 488 21,047 SH Sole 01 21,047
WINNEBAGO INDS INC COM 974637100 5,772 173,437 SH Sole 01 173,437
WORLD ACCEP CORP DEL COM 981419104 1,586 55,665 SH Sole 01 55,665
WPP GROUP PLC SPON ADR 0905 ADDED 929309409 4,722 87,447 SH Sole 01 87,447
WYETH COM 983024100 4,935 107,115 SH Sole 01 107,115
XCEL ENERGY INC COM 98389B100 2,730 147,910 SH Sole 01 147,910
XL CAP LTD CL A G98255105 212 3,142 SH Sole 01 3,142
YAHOO INC COM 984332106 6,588 168,141 SH Sole 01 168,141
YUM BRANDS INC COM 988498101 6,179 131,806 SH Sole 01 131,806
ZALE CORP NEW COM 988858106 5 191 SH Sole 01 191
ZIMMER HLDGS INC COM 98956P102 1,643 24,361 SH Sole 01 24,361