-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, LkGaiasweGRxogKHtkK/T2zG/Dg9t3pQOazLIOlRneheYXRXEzC+KgpoRcFhGzj8 f0UEwPJ1TlBKKikAaBR5jQ== 0001163648-04-000003.txt : 20040709 0001163648-04-000003.hdr.sgml : 20040709 20040709092128 ACCESSION NUMBER: 0001163648-04-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040709 EFFECTIVENESS DATE: 20040709 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CI MUTUAL FUNDS INC CENTRAL INDEX KEY: 0001163648 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10064 FILM NUMBER: 04907100 BUSINESS ADDRESS: STREET 1: 151 YONGE STREET, 11TH FLOOR CITY: TORONTO STATE: A1 ZIP: 00000 13F-HR 1 ciqq22004.txt CI Q2 2004 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2004 Check here if Amendment [ ]; Amendment Number: ____ This Amendment (Check only one.): [ ] is a restatement [ ] adds new holding entries. Institutional Investment Manager Filing this Report: Name: CI Mutual Funds Inc. Address: CI Place, 151 Yonge Street, Eleventh Floor Toronto, Ontario M5C 2W7 Canada Form 13F File Number: 28-10064 This 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: Michael J. Killeen Title: Senior Vice-President, General Counsel and Corporate Secretary Phone: (416)681-6507 Signature, Place, and Date of Signing: MICHAEL J. KILLEEN Toronto, Ontario Canada July 8, 2004 [Signature] [City, State] [Date] Report Type: [ ] 13F HOLDING REPORT. [ ] 13F NOTICE. [x] 13F COMBINATION REPORT. Form 13F File Number Name 28-10104 Altrinsic Global Advisors, LLC. 28-06137 AIM Funds Management, Inc. 28-03435 BPI Global Asset Management LLP 28-06136 DDJ Capital Management, LLC 28-01693 Steinberg Asset Management Company, Inc. 28-06395 Legg Mason Funds Management, Inc. 28-02682 UBS Global Asset Management Americas, Inc. 28-10163 Trilogy Advisors, LLC. 28-04428 Manufacturers Life Insurance Company 28-4976 Pacific Investment Management Company LLC (cons. with Allianz Dresdner Asset Management of America L.P.) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 233 Form 13F Information Table Value Total: $ 1,749,454 (thousands) List of Other Included Mangers: 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.] Skylon Advisors Inc. (Sister Company) CI MUTUAL FUNDS INC FORM 13F 6/30/04 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AK STL HLDG CORP COM 001547108 826 156,700 SHS SOLE NONE 156,700 ABERCROMBIE & FITCH CO CL A 002896207 3,573 92,200 SHS SOLE NONE 92,200 AEROPOSTALE COM 007865108 1,577 58,600 SHS SOLE NONE 58,600 AETHER SYS INC COM 00808V105 2,055 597,300 SHS SOLE NONE 597,300 AETNA INC NEW COM 00817Y108 6,120 72,000 SHS SOLE NONE 72,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 6,765 513,300 SHS SOLE NONE 513,300 ALLSTATE CORP COM 020002101 698 15,000 SHS SOLE NONE 15,000 ALTRIA GROUP INC COM 02209S103 125 2,500 SHS SOLE NONE 2,500 AMERICAN INTL GROUP INC COM 026874107 3,635 51,000 SHS SOLE NONE 51,000 ANGLOGOLD LTD SPONSORED ADR 035128206 2,513 78,138 SHS SOLE NONE 78,138 ANHEUSER BUSCH COS INC COM 035229103 610 11,300 SHS SOLE NONE 11,300 APACHE CORP COM 037411105 1,076 24,700 SHS SOLE NONE 24,700 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 2,207 67,590 SHS SOLE NONE 67,590 ARCHER DANIELS MIDLAND CO COM 039483102 3,301 196,700 SHS SOLE NONE 196,700 ASK JEEVES INC COM 045174109 4,762 122,000 SHS SOLE NONE 122,000 AUTODESK INC COM 052769106 4,238 99,000 SHS SOLE NONE 99,000 AVIALL INC NEW COM 05366B102 2,739 144,100 SHS SOLE NONE 144,100 AVNET INC COM 053807103 1,895 83,500 SHS SOLE NONE 83,500 AVON PRODS INC COM 054303102 655 14,200 SHS SOLE NONE 14,200 BP PLC SPONSORED ADR 055622104 1,211 22,600 SHS SOLE NONE 22,600 BALDOR ELEC CO COM 057741100 963 41,236 SHS SOLE NONE 41,236 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 1,516 32,500 SHS SOLE NONE 32,500 BANK OF AMERICA CORPORATION COM 060505104 21,840 258,100 SHS SOLE NONE 258,100 BEAR STEARNS COS INC COM 073902108 3,474 41,200 SHS SOLE NONE 41,200 BECKMAN COULTER INC COM 075811109 3,575 58,600 SHS SOLE NONE 58,600 BECTON DICKINSON & CO COM 075887109 3,709 71,600 SHS SOLE NONE 71,600 BERKSHIRE HATHAWAY INC DEL CL A 084670108 110,743 1,245 SHS SOLE NONE 1,245 BERKSHIRE HATHAWAY INC DEL CL B 084670207 3,251 1,100 SHS SOLE NONE 1,100 BHP BILLITON LTD SPONSORED ADR 088606108 2,054 117,220 SHS SOLE NONE 117,220 BLUE COAT SYSTEMS INC COM NEW 09534T508 4,052 121,000 SHS SOLE NONE 121,000 BRISTOL MYERS SQUIBB CO COM 110122108 36,167 1,476,200 SHS SOLE NONE 1,476,200 BRUNSWICK CORP COM 117043109 942 23,100 SHS SOLE NONE 23,100 BURLINGTON NORTHN SANTA FE C COM 12189T104 961 27,400 SHS SOLE NONE 27,400 BURLINGTON RES INC COM 122014103 5,894 162,900 SHS SOLE NONE 162,900 CVS CORP COM 126650100 12,005 285,700 SHS SOLE NONE 285,700 CANON INC ADR 138006309 299 5,600 SHS SOLE NONE 5,600 CARLISLE COS INC COM 142339100 2,770 44,500 SHS SOLE NONE 44,500 CATERPILLAR INC DEL COM 149123101 931 11,720 SHS SOLE NONE 11,720 CEMEX S A SPON ADR 5 ORD 151290889 1,711 58,790 SHS SOLE NONE 58,790 CENTURYTEL INC COM 156700106 20,163 671,200 SHS SOLE NONE 671,200 CERADYNE INC COM 156710105 2,683 75,000 SHS SOLE NONE 75,000 CHESAPEAKE ENERGY CORP COM 165167107 3,390 230,300 SHS SOLE NONE 230,300 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 1,013 66,800 SHS SOLE NONE 66,800 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 815 23,100 SHS SOLE NONE 23,100 CIRCUIT CITY STORE INC COM 172737108 1,870 144,400 SHS SOLE NONE 144,400 CITIGROUP INC COM 172967101 67,557 1,452,830 SHS SOLE NONE 1,452,830 CITIZENS COMMUNICATIONS CO COM 17453B101 21,674 1,791,200 SHS SOLE NONE 1,791,200 CLOROX CO DEL COM 189054109 602 11,200 SHS SOLE NONE 11,200 COACH INC COM 189754104 1,166 25,800 SHS SOLE NONE 25,800 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 992 44,687 SHS SOLE NONE 44,687 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 17,400 445,000 SHS SOLE NONE 445,000 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 105 2,200 SHS SOLE NONE 2,200 CONOCOPHILLIPS COM 20825C104 44,057 577,500 SHS SOLE NONE 577,500 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 462 11,700 SHS SOLE NONE 11,700 DARDEN RESTAURANTS INC COM 237194105 14,571 709,050 SHS SOLE NONE 709,050 DAVITA INC COM 23918K108 1,938 62,850 SHS SOLE NONE 62,850 DEERE & CO COM 244199105 4,426 63,100 SHS SOLE NONE 63,100 DELL INC COM 24702R101 688 19,200 SHS SOLE NONE 19,200 DEVON ENERGY CORP NEW COM 25179M103 4,014 60,820 SHS SOLE NONE 60,820 DIEBOLD INC COM 253651103 3,464 65,510 SHS SOLE NONE 65,510 DISNEY WALT CO COM DISNEY 254687106 1,068 41,900 SHS SOLE NONE 41,900 DOW CHEM CO COM 260543103 10,252 251,900 SHS SOLE NONE 251,900 DU PONT E I DE NEMOURS & CO COM 263534109 29,819 671,300 SHS SOLE NONE 671,300 DUN & BRADSTREET CORP DEL NE COM 26483E100 1,617 30,000 SHS SOLE NONE 30,000 ENSCO INTL INC COM 26874Q100 1,019 35,000 SHS SOLE NONE 35,000 EATON CORP COM 278058102 2,026 31,300 SHS SOLE NONE 31,300 ENTERGY CORP NEW COM 29364G103 34,396 614,100 SHS SOLE NONE 614,100 EXELON CORP COM 30161N101 37,648 1,130,900 SHS SOLE NONE 1,130,900 EXXON MOBIL CORP COM 30231G102 2,749 61,900 SHS SOLE NONE 61,900 FEDERAL NATL MTG ASSN COM 313586109 214 3,000 SHS SOLE NONE 3,000 FINDWHAT COM COM 317794105 4,443 192,000 SHS SOLE NONE 192,000 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 17,901 390,500 SHS SOLE NONE 390,500 FRESCO INDEX SHS FDS DJ EURO STX 50 35802T201 2,084 60,000 SHS SOLE NONE 60,000 GATEWAY INC COM 367626108 5,139 1,141,900 SHS SOLE NONE 1,141,900 GENENTECH INC COM NEW 368710406 1,465 26,066 SHS SOLE NONE 26,066 GENERAL ELEC CO COM 369604103 45,791 1,413,300 SHS SOLE NONE 1,413,300 GETTY IMAGES INC COM 374276103 1,836 30,600 SHS SOLE NONE 30,600 GTECH HLDGS CORP COM 400518106 2,232 48,200 SHS SOLE NONE 48,200 HARRAHS ENTMT INC COM 413619107 4,122 76,200 SHS SOLE NONE 76,200 HEARTLAND EXPRESS INC COM 422347104 1,012 37,000 SHS SOLE NONE 37,000 HEINZ H J CO COM 423074103 141 3,600 SHS SOLE NONE 3,600 HOME DEPOT INC COM 437076102 876 24,900 SHS SOLE NONE 24,900 HONDA MOTOR LTD AMERN SHS 438128308 73 3,000 SHS SOLE NONE 3,000 HONEYWELL INTL INC COM 438516106 901 24,600 SHS SOLE NONE 24,600 HUANENG PWR INTL INC SPON ADR N 443304100 1,586 43,800 SHS SOLE NONE 43,800 ICICI BK LTD ADR 45104G104 1,528 126,275 SHS SOLE NONE 126,275 IMCLONE SYS INC COM 45245W109 28,825 335,994 SHS SOLE NONE 335,994 INAMED CORP COM 453235103 8,953 142,500 SHS SOLE NONE 142,500 INFOSPACE INC COM NEW 45678T201 4,070 107,000 SHS SOLE NONE 107,000 INTEL CORP COM 458140100 4,386 158,900 SHS SOLE NONE 158,900 INTERMAGNETICS GEN CORP COM 458771102 681 20,000 SHS SOLE NONE 20,000 INTERNATIONAL BUSINESS MACHS COM 459200101 88 1,000 SHS SOLE NONE 1,000 ISHARES INC MSCI EMU INDEX 464286608 3,786 61,000 SHS SOLE NONE 61,000 ISHARES INC MSCI PAC J IDX 464286665 6,464 88,300 SHS SOLE NONE 88,300 ISHARES INC MSCI UTD KINGD 464286699 6,861 424,800 SHS SOLE NONE 424,800 ISHARES INC MSCI FRANCE 464286707 783 37,100 SHS SOLE NONE 37,100 ISHARES INC MSCI TAIWAN 464286731 12,237 1,132,000 SHS SOLE NONE 1,132,000 ISHARES INC MSCI SPAIN 464286764 25 900 SHS SOLE NONE 900 ISHARES INC MSCI S KOREA 464286772 10,028 412,000 SHS SOLE NONE 412,000 ISHARES INC MSCI MEXICO 464286822 5,633 289,000 SHS SOLE NONE 289,000 ISHARES INC MSCI MALAYSIA 464286830 5,259 815,300 SHS SOLE NONE 815,300 ISHARES INC MSCI JAPAN 464286848 11,088 1,044,100 SHS SOLE NONE 1,044,100 ISHARES TR MSCI EMERG MKT 464287234 15,581 96,400 SHS SOLE NONE 96,400 ISHARES TR MSCI EAFE IDX 464287465 8,411 58,800 SHS SOLE NONE 58,800 ISHARES TR RUSSELL 2000 464287655 7,085 60,100 SHS SOLE NONE 60,100 ISHARES TR S&P EURO PLUS 464287861 6,140 92,300 SHS SOLE NONE 92,300 J P MORGAN CHASE & CO COM 46625H100 151 3,900 SHS SOLE NONE 3,900 JACK IN THE BOX INC COM 466367109 2,388 80,400 SHS SOLE NONE 80,400 JONES APPAREL GROUP INC COM 480074103 43,810 1,109,673 SHS SOLE NONE 1,109,673 KT CORP SPONSORED ADR 48268K101 1,912 106,000 SHS SOLE NONE 106,000 KEMET CORP COM 488360108 11,132 911,000 SHS SOLE NONE 911,000 KIMBERLY CLARK CORP COM 494368103 4,176 63,390 SHS SOLE NONE 63,390 KING PHARMACEUTICALS INC COM 495582108 10,997 960,400 SHS SOLE NONE 960,400 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 27,010 993,000 SHS SOLE NONE 993,000 KOOKMIN BK NEW SPONSORED ADR 50049M109 1,381 44,000 SHS SOLE NONE 44,000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,700 185,600 SHS SOLE NONE 185,600 KOREA FD COM 500634100 2,149 114,000 SHS SOLE NONE 114,000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,319 58,420 SHS SOLE NONE 58,420 LANDSTAR SYS INC COM 515098101 1,364 25,800 SHS SOLE NONE 25,800 LAUDER ESTEE COS INC CL A 518439104 4,093 83,900 SHS SOLE NONE 83,900 LEXMARK INTL NEW CL A 529771107 618 6,400 SHS SOLE NONE 6,400 LONE STAR TECHNOLOGIES INC COM 542312103 926 33,600 SHS SOLE NONE 33,600 LOUISIANA PAC CORP COM 546347105 3,313 140,100 SHS SOLE NONE 140,100 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 3,071 181,740 SHS SOLE NONE 181,740 MGI PHARMA INC COM 552880106 1,637 60,600 SHS SOLE NONE 60,600 MACROVISION CORP COM 555904101 2,623 104,800 SHS SOLE NONE 104,800 MACROMEDIA INC COM 556100105 3,589 146,200 SHS SOLE NONE 146,200 MANULIFE FINL CORP COM 56501R106 7,652 188,937 SHS SOLE NONE 188,937 MARATHON OIL CORP COM 565849106 757 20,000 SHS SOLE NONE 20,000 MARVEL ENTERPRISES INC COM 57383M108 726 37,200 SHS SOLE NONE 37,200 MASSEY ENERGY CORP COM 576206106 31,818 1,127,900 SHS SOLE NONE 1,127,900 MCDONALDS CORP COM 580135101 2,759 106,100 SHS SOLE NONE 106,100 MERCK & CO INC COM 589331107 12,545 264,100 SHS SOLE NONE 264,100 MERRILL LYNCH & CO INC COM 590188108 22,547 417,700 SHS SOLE NONE 417,700 MICRO LINEAR CORP COM 594850109 2,677 472,200 SHS SOLE NONE 472,200 MICROSEMI CORP COM 595137100 287 20,200 SHS SOLE NONE 20,200 MIDCAP SPDR TR UNIT SER 1 595635103 6,817 61,300 SHS SOLE NONE 61,300 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 72 7,700 SHS SOLE NONE 7,700 MORGAN STANLEY INDIA INVS FD COM 61745C105 1,300 64,500 SHS SOLE NONE 64,500 MOTOROLA INC COM 620076109 2,734 149,800 SHS SOLE NONE 149,800 NANOGEN INC COM 630075109 486 71,822 SHS SOLE NONE 71,822 NASDAQ 100 TR UNIT SER 1 631100104 158 4,200 SHS SOLE NONE 4,200 NEWMONT MINING CORP COM 651639106 740 19,100 SHS SOLE NONE 19,100 NEWS CORP LTD SP ADR PFD 652487802 4,807 146,200 SHS SOLE NONE 146,200 NIKE INC CL B 654106103 3,083 40,700 SHS SOLE NONE 40,700 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 349 13,000 SHS SOLE NONE 13,000 NOKIA CORP SPONSORED ADR 654902204 19,593 1,347,500 SHS SOLE NONE 1,347,500 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 955 9,900 SHS SOLE NONE 9,900 OPTIMAL ROBOTICS CORP CL A NEW 68388R208 1,499 196,700 SHS SOLE NONE 196,700 OUTBACK STEAKHOUSE INC COM 689899102 538 13,000 SHS SOLE NONE 13,000 POSCO SPONSORED ADR 693483109 603 18,000 SHS SOLE NONE 18,000 PACCAR INC COM 693718108 1,044 18,000 SHS SOLE NONE 18,000 PALMONE INC COM 69713P107 4,659 134,000 SHS SOLE NONE 134,000 PEABODY ENERGY CORP COM 704549104 38,846 693,800 SHS SOLE NONE 693,800 PETCO ANIMAL SUPPLIES COM NEW 716016209 2,577 80,000 SHS SOLE NONE 80,000 PETROCHINA CO LTD SPONSORED ADR 71646E100 2,259 48,800 SHS SOLE NONE 48,800 PETROKAZAKHSTAN INC COM 71649P102 259 9,500 SHS SOLE NONE 9,500 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,811 171,400 SHS SOLE NONE 171,400 PFIZER INC COM 717081103 71,995 2,100,210 SHS SOLE NONE 2,100,210 PHOTON DYNAMICS INC COM 719364101 281 8,000 SHS SOLE NONE 8,000 PILGRIMS PRIDE CORP COM 721467108 1,036 35,800 SHS SOLE NONE 35,800 PIXELWORKS INC COM 72581M107 2,133 139,200 SHS SOLE NONE 139,200 PLUG POWER INC COM 72919P103 3,524 471,100 SHS SOLE NONE 471,100 PRAXAIR INC COM 74005P104 1,082 27,100 SHS SOLE NONE 27,100 PROVIDIAN FINL CORP COM 74406A102 4,231 288,400 SHS SOLE NONE 288,400 QUALCOMM INC COM 747525103 4,992 68,400 SHS SOLE NONE 68,400 RELIANCE STEEL & ALUMINUM CO COM 759509102 2,222 55,100 SHS SOLE NONE 55,100 RELIANT RES INC COM 75952B105 6,047 558,400 SHS SOLE NONE 558,400 REPSOL YPF S A SPONSORED ADR 76026T205 1,089 49,800 SHS SOLE NONE 49,800 ROBBINS & MYERS INC COM 770196103 4,490 200,000 SHS SOLE NONE 200,000 ROCKWELL AUTOMATION INC COM 773903109 3,713 99,000 SHS SOLE NONE 99,000 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 171 3,300 SHS SOLE NONE 3,300 SK TELECOM LTD SPONSORED ADR 78440P108 2,109 100,500 SHS SOLE NONE 100,500 SLM CORP COM 78442P106 779 19,251 SHS SOLE NONE 19,251 SPDR TR UNIT SER 1 78462F103 35,459 309,900 SHS SOLE NONE 309,900 SAFENET INC COM 78645R107 1,938 70,000 SHS SOLE NONE 70,000 ST JUDE MED INC COM 790849103 583 7,700 SHS SOLE NONE 7,700 SCIENTIFIC ATLANTA INC COM 808655104 4,782 138,600 SHS SOLE NONE 138,600 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5,747 214,600 SHS SOLE NONE 214,600 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 7,458 323,000 SHS SOLE NONE 323,000 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 7,829 248,700 SHS SOLE NONE 248,700 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 6,113 213,300 SHS SOLE NONE 213,300 SIGMA ALDRICH CORP COM 826552101 58,408 979,840 SHS SOLE NONE 979,840 SILICON STORAGE TECHNOLOGY I COM 827057100 1,864 181,000 SHS SOLE NONE 181,000 SINOPEC BEIJING YANHUA PETRO SPON ADR H SHS 82935N107 873 54,000 SHS SOLE NONE 54,000 SMURFIT-STONE CONTAINER CORP COM 832727101 3,162 158,500 SHS SOLE NONE 158,500 SONY CORP ADR NEW 835699307 57 1,500 SHS SOLE NONE 1,500 SOVEREIGN BANCORP INC COM 845905108 3,224 145,900 SHS SOLE NONE 145,900 SPINNAKER EXPL CO COM 84855W109 3,048 77,400 SHS SOLE NONE 77,400 STATION CASINOS INC COM 857689103 4,583 94,700 SHS SOLE NONE 94,700 STEEL DYNAMICS INC COM 858119100 716 25,000 SHS SOLE NONE 25,000 STRYKER CORP COM 863667101 1,650 30,000 SHS SOLE NONE 30,000 TJX COS INC NEW COM 872540109 107,029 4,433,690 SHS SOLE NONE 4,433,690 TLC VISION CORP COM 872549100 105 9,000 SHS SOLE NONE 9,000 TXU CORP COM 873168108 1,900 46,900 SHS SOLE NONE 46,900 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,865 344,796 SHS SOLE NONE 344,796 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1,557 122,300 SHS SOLE NONE 122,300 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 2,742 82,410 SHS SOLE NONE 82,410 TELESP CELULAR PART S A SPON ADR PFD 87952L108 2,121 269,200 SHS SOLE NONE 269,200 TENARIS S A SPONSORED ADR 88031M109 1,683 51,399 SHS SOLE NONE 51,399 TENET HEALTHCARE CORP COM 88033G100 12,428 926,800 SHS SOLE NONE 926,800 TERADYNE INC COM 880770102 3,662 161,300 SHS SOLE NONE 161,300 TOTAL S A SPONSORED ADR 89151E109 57,459 598,030 SHS SOLE NONE 598,030 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2,184 26,755 SHS SOLE NONE 26,755 TYCO INTL LTD NEW COM 902124106 905 27 SHS SOLE NONE 27,300 TYSON FOODS INC CL A 902494103 2,367 113,000 SHS SOLE NONE 113,000 ULTRA PETROLEUM CORP COM 903914109 2,113 56,600 SHS SOLE NONE 56,600 UNION PAC CORP COM 907818108 3,299 55,500 SHS SOLE NONE 55,500 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1,704 395,464 SHS SOLE NONE 395,464 UNITED TECHNOLOGIES CORP COM 913017109 906 9,900 SHS SOLE NONE 9,900 UNOCAL CORP COM 915289102 1,520 40,000 SHS SOLE NONE 40,000 URBAN OUTFITTERS INC COM 917047102 2,924 48,000 SHS SOLE NONE 48,000 VALERO ENERGY CORP NEW COM 91913Y100 22,585 306,200 SHS SOLE NONE 306,200 VARIAN MED SYS INC COM 92220P105 492 6,200 SHS SOLE NONE 6,200 VERITAS DGC INC COM 92343P107 5,054 218,301 SHS SOLE NONE 218,301 VERIZON COMMUNICATIONS COM 92343V104 116 3,200 SHS SOLE NONE 3,200 VIACOM INC CL B 925524308 21,186 593,100 SHS SOLE NONE 593,100 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 15 700 SHS SOLE NONE 700 WMS INDS INC COM 929297109 2,354 79,000 SHS SOLE NONE 79,000 WACHOVIA CORP 2ND NEW COM 929903102 681 15,300 SHS SOLE NONE 15,300 WELLPOINT HEALTH NETWORK NEW COM 94973H108 2,195 19,600 SHS SOLE NONE 19,600 WELLS FARGO & CO NEW COM 949746101 18,502 323,300 SHS SOLE NONE 323,300 WENDYS INTL INC COM 950590109 5,742 164,800 SHS SOLE NONE 164,800 WINNEBAGO INDS INC COM 974637100 3,057 82,000 SHS SOLE NONE 82,000 XEROX CORP COM 984121103 774 53,400 SHS SOLE NONE 53,400 YAHOO INC COM 984332106 1,114 30,600 SHS SOLE NONE 30,600 ZIMMER HLDGS INC COM 98956P102 4,040 45,800 SHS SOLE NONE 45,800 BUNGE LIMITED COM G16962105 34,318 881,300 SHS SOLE NONE 881,300 NABORS INDUSTRIES LTD SHS G6359F103 2,632 58,200 SHS SOLE NONE 58,200 NOBLE CORPORATION SHS G65422100 2,326 61,400 SHS SOLE NONE 61,400 CHECK POINT SOFTWARE TECH LT ORD M22465104 3,333 123,500 SHS SOLE NONE 123,500 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 447 10,300 SHS SOLE NONE 10,300 FLEXTRONICS INTL LTD ORD Y2573F102 510 32,000 SHS SOLE NONE 32,000
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