-----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, Dl0jzhLTmi9RA06WvZ+W9x3Cyu/JbOUuelQIvbsJO0lMUsG7Z5RYlTQWkm+o2m5h n95Ni8BiRWT6NKVjQEXicQ== 0001163648-04-000007.txt : 20041025 0001163648-04-000007.hdr.sgml : 20041025 20041025153101 ACCESSION NUMBER: 0001163648-04-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041025 DATE AS OF CHANGE: 20041025 EFFECTIVENESS DATE: 20041025 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CI MUTUAL FUNDS INC CENTRAL INDEX KEY: 0001163648 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10064 FILM NUMBER: 041093951 BUSINESS ADDRESS: STREET 1: 151 YONGE STREET, 11TH FLOOR CITY: TORONTO STATE: A1 ZIP: 00000 13F-HR 1 ciqq32004.txt CI Q 03 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: September 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 October 25, 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. 28-03435 BPI Global Asset Management LLP 28-06136 DDJ Capital Management, LLC 28-10968 Epoch Investment Partners, 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: 235 Form 13F Information Table Value Total: $ 1,780,196 (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 9/30/04 VALUE SHRS OR SH/ PTINVST OTHR VTG ATH NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AETHER SYS INC COM 00808V105 105 31,542 SHS SOLE NONE 31,542 AETNA INC NEW COM 00817Y108 7,675 76,800 SHS SOLE NONE 76,800 ALLSTATE CORP COM 020002101 3,585 74,700 SHS SOLE NONE 74,700 ALTRIA GROUP INC COM 02209S103 118 2,500 SHS SOLE NONE 2,500 AMERICAN EXPRESS CO COM 025816109 973 18,900 SHS SOLE NONE 18,900 AMERICAN INTL GROUP INC COM 026874107 4,277 62,900 SHS SOLE NONE 62,900 ANGLOGOLD LTD SPONSORED ADR 035128206 3,040 78,138 SHS SOLE NONE 78,138 ANTHEM INC COM 03674B104 733 8,400 SHS SOLE NONE 8,400 APACHE CORP COM 037411105 1,854 37,000 SHS SOLE NONE 37,000 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 2,239 67,590 SHS SOLE NONE 67,590 ASK JEEVES INC COM 045174109 229 7,000 SHS SOLE NONE 7,000 AUTODESK INC COM 052769106 2,485 51,100 SHS SOLE NONE 51,100 AVON PRODS INC COM 054303102 620 14,200 SHS SOLE NONE 14,200 BP PLC SPONSORED ADR 055622104 1,300 22,600 SHS SOLE NONE 22,600 BALDOR ELEC CO COM 057741100 672 28,396 SHS SOLE NONE 28,396 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 1,804 32,500 SHS SOLE NONE 32,500 BANK OF AMERICA CORPORATION COM 060505104 23,780 548,800 SHS SOLE NONE 548,800 BANKNORTH GROUP INC NEW COM 06646R107 15,894 454,100 SHS SOLE NONE 454,100 BARRICK GOLD CORP COM 067901108 80 3,800 SHS SOLE NONE 3,800 BEAR STEARNS COS INC COM 073902108 3,587 37,300 SHS SOLE NONE 37,300 BECKMAN COULTER INC COM 075811109 2,099 37,400 SHS SOLE NONE 37,400 BECTON DICKINSON & CO COM 075887109 4,012 77,600 SHS SOLE NONE 77,600 BERKSHIRE HATHAWAY INC DEL CL A 084670108 107,879 1,245 SHS SOLE NONE 1,245 BERKSHIRE HATHAWAY INC DEL CL B 084670207 2,871 1,000 SHS SOLE NONE 1,000 BLUE COAT SYSTEMS INC COM NEW 09534T508 1,541 107,000 SHS SOLE NONE 107,000 BRISTOL MYERS SQUIBB CO COM 110122108 35,481 1,499,000 SHS SOLE NONE 1,499,000 BRUNSWICK CORP COM 117043109 2,887 63,100 SHS SOLE NONE 63,100 BURLINGTON NORTHN SANTA FE C COM 12189T104 5,823 152,000 SHS SOLE NONE 152,000 BURLINGTON RES INC COM 122014103 6,287 154,100 SHS SOLE NONE 154,100 CVS CORP COM 126650100 12,416 294,700 SHS SOLE NONE 294,700 CANON INC ADR 138006309 264 5,600 SHS SOLE NONE 5,600 CARLISLE COS INC COM 142339100 3,932 61,500 SHS SOLE NONE 61,500 CEMEX S A SPON ADR 5 ORD 151290889 11,995 426,255 SHS SOLE NONE 426,255 CENTURYTEL INC COM 156700106 8,146 237,900 SHS SOLE NONE 237,900 CERADYNE INC COM 156710105 5,664 129,000 SHS SOLE NONE 129,000 CHESAPEAKE ENERGY CORP COM 165167107 2,655 167,700 SHS SOLE NONE 167,700 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 1,022 66,800 SHS SOLE NONE 66,800 CIRCUIT CITY STORE INC COM 172737108 3,132 204,200 SHS SOLE NONE 204,200 CISCO SYS INC COM 17275R102 2,612 144,300 SHS SOLE NONE 144,300 CITIGROUP INC COM 172967101 69,614 1,577,830 SHS SOLE NONE 1,577,830 CITIZENS COMMUNICATIONS CO COM 17453B101 29,810 2,226,300 SHS SOLE NONE 2,226,300 CLEAR CHANNEL COMMUNICATIONS COM 184502102 443 14,200 SHS SOLE NONE 14,200 CLOROX CO DEL COM 189054109 693 13,000 SHS SOLE NONE 13,000 COACH INC COM 189754104 2,316 54,600 SHS SOLE NONE 54,600 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 871 44,687 SHS SOLE NONE 44,687 CONOCOPHILLIPS COM 20825C104 46,570 562,100 SHS SOLE NONE 562,100 COSTCO WHSL CORP NEW COM 22160K105 473 11,400 SHS SOLE NONE 11,400 CYTYC CORP COM 232946103 415 17,200 SHS SOLE NONE 17,200 DEERE & CO COM 244199105 4,667 72,300 SHS SOLE NONE 72,300 DELL INC COM 24702R101 598 16,800 SHS SOLE NONE 16,800 DENTSPLY INTL INC NEW COM 249030107 366 7,050 SHS SOLE NONE 7,050 DEVON ENERGY CORP NEW COM 25179M103 4,005 56,400 SHS SOLE NONE 56,400 DIEBOLD INC COM 253651103 2,848 60,990 SHS SOLE NONE 60,990 DISNEY WALT CO COM DISNEY 254687106 5,550 246,100 SHS SOLE NONE 246,100 DOW CHEM CO COM 260543103 46,359 1,026,100 SHS SOLE NONE 1,026,100 DU PONT E I DE NEMOURS & CO COM 263534109 28,124 657,100 SHS SOLE NONE 657,100 DUN & BRADSTREET CORP DEL NE COM 26483E100 1,761 30,000 SHS SOLE NONE 30,000 ENSCO INTL INC COM 26874Q100 1,143 35,000 SHS SOLE NONE 35,000 EASTMAN KODAK CO COM 277461109 2,935 91,100 SHS SOLE NONE 91,100 EATON CORP COM 278058102 14,844 234,100 SHS SOLE NONE 234,100 EMERSON ELEC CO COM 291011104 80 1,300 SHS SOLE NONE 1,300 ENGELHARD CORP COM 292845104 482 17,000 SHS SOLE NONE 17,000 ENTERGY CORP NEW COM 29364G103 38,536 635,800 SHS SOLE NONE 635,800 EQUITY RESIDENTIAL SH BEN INT 29476L107 648 20,900 SHS SOLE NONE 20,900 EXELON CORP COM 30161N101 46,402 1,264,700 SHS SOLE NONE 1,264,700 EXXON MOBIL CORP COM 30231G102 1,112 23,000 SHS SOLE NONE 23,000 FLIR SYS INC COM 302445101 2,340 40,000 SHS SOLE NONE 40,000 F M C CORP COM NEW 302491303 1,452 30,100 SHS SOLE NONE 30,100 FEDERAL NATL MTG ASSN COM 313586109 190 3,000 SHS SOLE NONE 3,000 FINDWHAT COM COM 317794105 1,985 106,000 SHS SOLE NONE 106,000 FLORIDA ROCK INDS INC COM 341140101 1,386 28,300 SHS SOLE NONE 28,300 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 17,659 399,700 SHS SOLE NONE 399,700 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 5,792 143,000 SHS SOLE NONE 143,000 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 9,508 497,800 SHS SOLE NONE 497,800 GALLAGHER ARTHUR J & CO COM 363576109 311 9,400 SHS SOLE NONE 9,400 GAP INC DEL COM 364760108 28,776 1,538,800 SHS SOLE NONE 1,538,800 GATEWAY INC COM 367626108 1,334 269,500 SHS SOLE NONE 269,500 GENENTECH INC COM NEW 368710406 582 11,100 SHS SOLE NONE 11,100 GENERAL ELEC CO COM 369604103 48,140 1,433,600 SHS SOLE NONE 1,433,600 GETTY IMAGES INC COM 374276103 4,938 89,300 SHS SOLE NONE 89,300 GOODRICH CORP COM 382388106 4,136 131,900 SHS SOLE NONE 131,900 GRAINGER W W INC COM 384802104 404 7,000 SHS SOLE NONE 7,000 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 279 5,300 SHS SOLE NONE 5,300 GTECH HLDGS CORP COM 400518106 2,183 86,200 SHS SOLE NONE 86,200 HARRAHS ENTMT INC COM 413619107 747 14,100 SHS SOLE NONE 14,100 HARTE-HANKS INC COM 416196103 284 11,350 SHS SOLE NONE 11,350 HEINZ H J CO COM 423074103 83 2,300 SHS SOLE NONE 2,300 HONDA MOTOR LTD AMERN SHS 438128308 73 3,000 SHS SOLE NONE 3,000 HONEYWELL INTL INC COM 438516106 2,854 79,600 SHS SOLE NONE 79,600 HUANENG PWR INTL INC SPON ADR N 443304100 1,417 43,800 SHS SOLE NONE 43,800 IMS HEALTH INC COM 449934108 665 27,800 SHS SOLE NONE 27,800 ICICI BK LTD ADR 45104G104 1,743 126,275 SHS SOLE NONE 126,275 IMCLONE SYS INC COM 45245W109 4,047 76,571 SHS SOLE NONE 76,571 INAMED CORP COM 453235103 6,292 132,000 SHS SOLE NONE 132,000 INFOSPACE INC COM NEW 45678T201 2,938 62,000 SHS SOLE NONE 62,000 INTERMAGNETICS GEN CORP COM 458771102 1,910 82,500 SHS SOLE NONE 82,500 INTERNATIONAL BUSINESS MACHS COM 459200101 86 1,000 SHS SOLE NONE 1,000 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,530 100,000 SHS SOLE NONE 100,000 ISHARES INC MSCI EMU INDEX 464286608 2,517 40,400 SHS SOLE NONE 40,400 ISHARES INC MSCI PAC J IDX 464286665 3,712 46,400 SHS SOLE NONE 46,400 ISHARES INC MSCI TAIWAN 464286731 12,669 1,184,000 SHS SOLE NONE 1,184,000 ISHARES INC MSCI S KOREA 464286772 10,013 400,500 SHS SOLE NONE 400,500 ISHARES INC MSCI MEXICO 464286822 5,910 289,000 SHS SOLE NONE 289,000 ISHARES INC MSCI MALAYSIA 464286830 3,739 555,500 SHS SOLE NONE 555,500 ISHARES INC MSCI JAPAN 464286848 9,992 1,030,100 SHS SOLE NONE 1,030,100 ISHARES TR RUSSELL 2000 464287655 2,233 19,600 SHS SOLE NONE 19,600 ISHARES TR S&P EURO PLUS 464287861 2,334 35,000 SHS SOLE NONE 35,000 J P MORGAN CHASE & CO COM 46625H100 155 3,900 SHS SOLE NONE 3,900 JACK IN THE BOX INC COM 466367109 4,096 129,100 SHS SOLE NONE 129,100 JONES APPAREL GROUP INC COM 480074103 40,671 1,136,053 SHS SOLE NONE 1,136,053 KT CORP SPONSORED ADR 48268K101 1,915 106,000 SHS SOLE NONE 106,000 KEMET CORP COM 488360108 7,370 911,000 SHS SOLE NONE 911,000 KIMBERLY CLARK CORP COM 494368103 4,209 65,160 SHS SOLE NONE 65,160 KING PHARMACEUTICALS INC COM 495582108 11,774 986,100 SHS SOLE NONE 986,100 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 22,291 973,000 SHS SOLE NONE 973,000 KOOKMIN BK NEW SPONSORED ADR 50049M109 1,401 44,000 SHS SOLE NONE 44,000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,958 185,600 SHS SOLE NONE 185,600 KOREA FD COM 500634100 2,353 114,000 SHS SOLE NONE 114,000 KRISPY KREME DOUGHNUTS INC COM 501014104 58 4,600 SHS SOLE NONE 4,600 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,554 58,420 SHS SOLE NONE 58,420 LANDSTAR SYS INC COM 515098101 4,213 71,800 SHS SOLE NONE 71,800 LAUDER ESTEE COS INC CL A 518439104 2,638 63,100 SHS SOLE NONE 63,100 LEXMARK INTL NEW CL A 529771107 2,503 29,800 SHS SOLE NONE 29,800 LIBERTY MEDIA CORP NEW COM SER A 530718105 189 21,676 SHS SOLE NONE 21,676 LIZ CLAIBORNE INC COM 539320101 751 19,900 SHS SOLE NONE 19,900 LOCKHEED MARTIN CORP COM 539830109 284 5,100 SHS SOLE NONE 5,100 LOUISIANA PAC CORP COM 546347105 1,884 72,600 SHS SOLE NONE 72,600 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 3,756 210,430 SHS SOLE NONE 210,430 MDSI MOBILE DATA SOLUTIONS I COM 55268N100 1,150 230,000 SHS SOLE NONE 230,000 MACROVISION CORP COM 555904101 2,160 89,700 SHS SOLE NONE 89,700 MACROMEDIA INC COM 556100105 2,669 132,900 SHS SOLE NONE 132,900 MANPOWER INC COM 56418H100 632 14,200 SHS SOLE NONE 14,200 MARATHON OIL CORP COM 565849106 826 20,000 SHS SOLE NONE 20,000 MARSH & MCLENNAN COS INC COM 571748102 1,016 22,200 SHS SOLE NONE 22,200 MARVEL ENTERPRISES INC COM 57383M108 2,250 154,500 SHS SOLE NONE 154,500 MASSEY ENERGY CORP COM 576206106 33,611 1,161,800 SHS SOLE NONE 1,161,800 MCDONALDS CORP COM 580135101 3,344 119,300 SHS SOLE NONE 119,300 MELLON FINL CORP COM 58551A108 249 9,000 SHS SOLE NONE 9,000 MERCK & CO INC COM 589331107 5,468 165,700 SHS SOLE NONE 165,700 MEREDITH CORP COM 589433101 545 10,600 SHS SOLE NONE 10,600 MERRILL LYNCH & CO INC COM 590188108 29,439 592,100 SHS SOLE NONE 592,100 METLIFE INC COM 59156R108 3,165 81,900 SHS SOLE NONE 81,900 MICRO LINEAR CORP COM 594850109 1,988 372,200 SHS SOLE NONE 372,200 MICROSEMI CORP COM 595137100 454 32,200 SHS SOLE NONE 32,200 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 64 7,700 SHS SOLE NONE 7,700 MOLEX INC CL A 608554200 687 26,100 SHS SOLE NONE 26,100 MOODYS CORP COM 615369105 520 7,100 SHS SOLE NONE 7,100 MORGAN STANLEY INDIA INVS FD COM 61745C105 1,345 59,000 SHS SOLE NONE 59,000 MURPHY OIL CORP COM 626717102 868 10,000 SHS SOLE NONE 10,000 NANOGEN INC COM 630075109 77 20,000 SHS SOLE NONE 20,000 NEWS CORP LTD SP ADR PFD 652487802 3,825 122,100 SHS SOLE NONE 122,100 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 260 13,000 SHS SOLE NONE 13,000 NOKIA CORP SPONSORED ADR 654902204 18,991 1,384,200 SHS SOLE NONE 1,384,200 NORTH FORK BANCORPORATION NY COM 659424105 582 13,100 SHS SOLE NONE 13,100 NUCOR CORP COM 670346105 3,445 37,700 SHS SOLE NONE 37,700 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1,077 9,900 SHS SOLE NONE 9,900 OPTIMAL ROBOTICS CORP CL A NEW 68388R208 1,806 196,700 SHS SOLE NONE 196,700 ORACLE CORP COM 68389X105 671 59,500 SHS SOLE NONE 59,500 POSCO SPONSORED ADR 693483109 681 18,000 SHS SOLE NONE 18,000 PACCAR INC COM 693718108 4,894 70,800 SHS SOLE NONE 70,800 PALL CORP COM 696429307 98 4,000 SHS SOLE NONE 4,000 PEABODY ENERGY CORP COM 704549104 44,090 741,000 SHS SOLE NONE 741,000 PETCO ANIMAL SUPPLIES COM NEW 716016209 3,217 98,500 SHS SOLE NONE 98,500 PETRO-CDA COM 71644E102 78 1,500 SHS SOLE NONE 1,500 PETROCHINA CO LTD SPONSORED ADR 71646E100 2,774 51,600 SHS SOLE NONE 51,600 PETROKAZAKHSTAN INC COM 71649P102 720 21,000 SHS SOLE NONE 21,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,042 171,400 SHS SOLE NONE 171,400 PFIZER INC COM 717081103 66,835 2,184,150 SHS SOLE NONE 2,184,150 PLAYBOY ENTERPRISES INC CL B 728117300 276 27,500 SHS SOLE NONE 27,500 POLARIS INDS INC COM 731068102 491 8,800 SHS SOLE NONE 8,800 PRAXAIR INC COM 74005P104 4,325 101,200 SHS SOLE NONE 101,200 PROGRESSIVE CORP OHIO COM 743315103 670 7,900 SHS SOLE NONE 7,900 QUALCOMM INC COM 747525103 6,945 177,900 SHS SOLE NONE 177,900 RADIOSHACK CORP COM 750438103 659 23,000 SHS SOLE NONE 23,000 RELIANT RES INC COM 75952B105 2,806 300,800 SHS SOLE NONE 300,800 ROBBINS & MYERS INC COM 770196103 4,400 200,000 SHS SOLE NONE 200,000 ROCKWELL AUTOMATION INC COM 773903109 3,417 88,300 SHS SOLE NONE 88,300 ROSS STORES INC COM 778296103 68,791 2,934,760 SHS SOLE NONE 2,934,760 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 170 3,300 SHS SOLE NONE 3,300 RYANAIR HLDGS PLC SPONSORED ADR 783513104 412 14,100 SHS SOLE NONE 14,100 SBC COMMUNICATIONS INC COM 78387G103 4,308 166,000 SHS SOLE NONE 166,000 SK TELECOM LTD SPONSORED ADR 78440P108 1,955 100,500 SHS SOLE NONE 100,500 SPDR TR UNIT SER 1 78462F103 5,552 49,700 SHS SOLE NONE 49,700 SABRE HLDGS CORP CL A 785905100 464 18,900 SHS SOLE NONE 18,900 SAFENET INC COM 78645R107 448 17,000 SHS SOLE NONE 17,000 ST JOE CO COM 790148100 1,939 40,600 SHS SOLE NONE 40,600 ST JUDE MED INC COM 790849103 2,951 39,200 SHS SOLE NONE 39,200 SCIENTIFIC ATLANTA INC COM 808655104 6,573 253,600 SHS SOLE NONE 253,600 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 6,721 310,300 SHS SOLE NONE 310,300 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 448 12,800 SHS SOLE NONE 12,800 SHERWIN WILLIAMS CO COM 824348106 633 14,400 SHS SOLE NONE 14,400 SIGMA ALDRICH CORP COM 826552101 57,440 990,340 SHS SOLE NONE 990,340 SMURFIT-STONE CONTAINER CORP COM 832727101 3,510 181,200 SHS SOLE NONE 181,200 SONY CORP ADR NEW 835699307 52 1,500 SHS SOLE NONE 1,500 SOVEREIGN BANCORP INC COM 845905108 3,323 152,300 SHS SOLE NONE 152,300 SPINNAKER EXPL CO COM 84855W109 876 25,000 SHS SOLE NONE 25,000 SPRINT CORP COM FON GROUP 852061100 4,455 221,300 SHS SOLE NONE 221,300 STATE STR CORP COM 857477103 594 13,900 SHS SOLE NONE 13,900 TJX COS INC NEW COM 872540109 97,825 4,438,520 SHS SOLE NONE 4,438,520 TLC VISION CORP COM 872549100 79 9,000 SHS SOLE NONE 9,000 TXU CORP COM 873168108 2,247 46,900 SHS SOLE NONE 46,900 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,573 220,242 SHS SOLE NONE 220,242 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1,618 122,300 SHS SOLE NONE 122,300 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 2,191 67,900 SHS SOLE NONE 67,900 TELESP CELULAR PART S A SPON ADR PFD 87952L108 1,664 269,200 SHS SOLE NONE 269,200 TENARIS S A SPONSORED ADR 88031M109 2,343 51,399 SHS SOLE NONE 51,399 TENET HEALTHCARE CORP COM 88033G100 10,283 953,000 SHS SOLE NONE 953,000 TENNANT CO COM 880345103 215 5,300 SHS SOLE NONE 5,300 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,582 99,500 SHS SOLE NONE 99,500 TOTAL S A SPONSORED ADR 89151E109 61,316 600,140 SHS SOLE NONE 600,140 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 1,976 25,865 SHS SOLE NONE 25,865 TYCO INTL LTD NEW COM 902124106 5,007 163,300 SHS SOLE NONE 163,300 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1,435 424,497 SHS SOLE NONE 424,497 UNOCAL CORP COM 915289102 1,720 40,000 SHS SOLE NONE 40,000 UNUMPROVIDENT CORP COM 91529Y106 1,017 64,800 SHS SOLE NONE 64,800 VERISIGN INC COM 92343E102 2,777 139,700 SHS SOLE NONE 139,700 VERIZON COMMUNICATIONS COM 92343V104 126 3,200 SHS SOLE NONE 3,200 VIACOM INC CL B 925524308 20,713 617,200 SHS SOLE NONE 617,200 VINTAGE PETE INC COM 927460105 201 10,000 SHS SOLE NONE 10,000 VULCAN MATLS CO COM 929160109 571 11,200 SHS SOLE NONE 11,200 WMS INDS INC COM 929297109 2,983 116,100 SHS SOLE NONE 116,100 WACHOVIA CORP 2ND NEW COM 929903102 3,587 76,400 SHS SOLE NONE 76,400 WAL MART STORES INC COM 931142103 22,057 414,600 SHS SOLE NONE 414,600 WEIGHT WATCHERS INTL INC NEW COM 948626106 283 7,300 SHS SOLE NONE 7,300 WELLPOINT HEALTH NETWORK NEW COM 94973H108 935 8,900 SHS SOLE NONE 8,900 WELLS FARGO & CO NEW COM 949746101 19,523 327,400 SHS SOLE NONE 327,400 WENDYS INTL INC COM 950590109 22,767 677,600 SHS SOLE NONE 677,600 WINNEBAGO INDS INC COM 974637100 4,396 126,900 SHS SOLE NONE 126,900 YAHOO INC COM 984332106 2,625 77,400 SHS SOLE NONE 77,400 BUNGE LIMITED COM G16962105 50,479 1,262,600 SHS SOLE NONE 1,262,600 NABORS INDUSTRIES LTD SHS G6359F103 2,798 59,100 SHS SOLE NONE 59,100 NOBLE CORPORATION SHS G65422100 2,589 57,600 SHS SOLE NONE 57,600 UTI WORLDWIDE INC ORD G87210103 2,929 49,800 SHS SOLE NONE 49,800 HILFIGER TOMMY CORP ORD G8915Z102 493 49,900 SHS SOLE NONE 49,900 FLEXTRONICS INTL LTD ORD Y2573F102 424 32,000 SHS SOLE
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