-----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, LqPuCIWwqDUw16skCfYX3fOUKztSYxR44jp8VNw/iDTDR+sA4xt9m6i3QzX4+7UR cYuVtdtUnqSHS99UnMgjEQ== 0001163648-03-000001.txt : 20030213 0001163648-03-000001.hdr.sgml : 20030213 20030213144743 ACCESSION NUMBER: 0001163648-03-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030213 EFFECTIVENESS DATE: 20030213 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: 03558789 BUSINESS ADDRESS: STREET 1: 151 YONGE STREET, 11TH FLOOR CITY: TORONTO STATE: A1 ZIP: 00000 13F-HR 1 ciqq40213f.txt CI MUTUAL FUNDS 13F QUARTER 4 2002 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: December 31, 2002 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: 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: David Pauli Title: Executive Vice President, Fund Operations Phone: (416)681-6542 Signature, Place, and Date of Signing: DAVID PAULI Toronto, Ontario Canada February 12, 2003 [Signature] [City, State] [Date] Report Type: [ ] 13F HOLDING REPORT. [ ] 13F NOTICE. [x] 13F COMBINATION REPORT. Form 13F File Number Name 28-10104 Altrinsic Advisors, LLC 28-03435 BPI Global Asset Management LLP 28-10164 CI Global Advisors LLP 28-06136 DDJ Capital Management, LLC 28-01693 Steinberg Priest Capital Management, LLC 28-10063 Webb Capital Management LLP 28-04968 MFS Institutional Advisors, Inc. 28-6395 Legg Mason Funds Management, Inc. 28-05987 TD Asset Management 28-2682 UBS Global Asset Management 28-10163 Trilogy Advisors 28-4428 Manufacturers Life Insurance Company FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 243 Form 13F Information Table Value Total: $ 1,108,450 (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.] NONE CI MUTUAL FUNDS INC FORM 13F 2/12/03 VALUE SHRS OR SH/ PT/INVST OTHR VTG ATHRTY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CL DSCR MNGRS SOLE AOL TIME WARNER INC COM 00184A105 20 1,500 SHS SOLE NONE 1,500 AT&T CORP COM NEW 001957505 220 8,420 SHS SOLE NONE 8,420 ABBOTT LABS COM 002824100 6,612 165,300 SHS SOLE NONE 165,300 AETHER SYS INC COM 00808V105 2,246 597,300 SHS SOLE NONE 597,300 AFFYMETRIX INC COM 00826T108 2,939 128,400 SHS SOLE NONE 128,400 ALCOA INC COM 013817101 535 23,500 SHS SOLE NONE 23,500 ALLIANT TECHSYSTEMS INC COM 018804104 137 2,200 SHS SOLE NONE 2,200 ALLSTATE CORP COM 020002101 59 1,600 SHS SOLE NONE 1,600 ALPHARMA INC CL A 020813101 5,409 454,150 SHS SOLE NONE 454,150 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 326 22,672 SHS SOLE NONE 22,672 AMERICAN INTL GROUP INC COM 026874107 874 15,100 SHS SOLE NONE 15,100 ANGLOGOLD LTD SPONSORED ADR 035128206 121 3,538 SHS SOLE NONE 3,538 ANHEUSER BUSCH COS INC COM 035229103 169 3,500 SHS SOLE NONE 3,500 APACHE CORP COM 037411105 91 1,600 SHS SOLE NONE 1,600 APPLIED MATLS INC COM 038222105 210 16,100 SHS SOLE NONE 16,100 ARACRUZ CELULOSE S A SPON ADR CL B 038496204 1,119 60,290 SHS SOLE NONE 60,290 ASIAINFO HLDGS INC COM 04518A104 186 29,400 SHS SOLE NONE 29,400 ATWOOD OCEANICS INC COM 050095108 602 20,000 SHS SOLE NONE 20,000 AVIALL INC NEW COM 05366B102 1,160 144,100 SHS SOLE NONE 144,100 AVON PRODS INC COM 054303102 415 7,700 SHS SOLE NONE 7,700 BP PLC SPONSORED ADR 055622104 40,187 988,600 SHS SOLE NONE 988,600 BALDOR ELEC CO COM 057741100 764 38,666 SHS SOLE NONE 38,666 BANK OF AMERICA CORPORATION COM 060505104 1,085 15,600 SHS SOLE NONE 15,600 BANK NEW YORK INC COM 064057102 213 8,900 SHS SOLE NONE 8,900 BARD C R INC COM 067383109 2,523 43,500 SHS SOLE NONE 43,500 BARRICK GOLD CORP COM 067901108 131 8,480 SHS SOLE NONE 8,480 BAXTER INTL INC COM 071813109 3,007 107,400 SHS SOLE NONE 107,400 BECTON DICKINSON & CO COM 075887109 8,593 280,000 SHS SOLE NONE 280,000 BERKSHIRE HATHAWAY INC DEL CL A 084670108 89,483 1,230 SHS SOLE NONE 1,230 BERKSHIRE HATHAWAY INC DEL CL B 084670207 5,091 2,101 SHS SOLE NONE 2,101 BHP BILLITON LTD SPONSORED ADR 088606108 805 70,000 SHS SOLE NONE 70,000 BLACK & DECKER CORP COM 091797100 42,041 980,200 SHS SOLE NONE 980,200 BLOCK H & R INC COM 093671105 169 4,200 SHS SOLE NONE 4,200 BRISTOL MYERS SQUIBB CO COM 110122108 48,821 2,108,900SHS SOLE NONE 2,108,900 BURLINGTON NORTHN SANTA FE C COM 12189T104 226 8,700 SHS SOLE NONE 8,700 CVS CORP COM 126650100 67 2,700 SHS SOLE NONE 2,700 CANON INC ADR 138006309 317 8,600 SHS SOLE NONE 8,600 CARDINAL HEALTH INC COM 14149Y108 4,644 78,455 SHS SOLE NONE 78,455 CENDANT CORP COM 151313103 54 5,200 SHS SOLE NONE 5,200 CERNER CORP COM 156782104 1,563 50,000 SHS SOLE NONE 50,000 CHEVRONTEXACO CORP COM 166764100 1,489 22,400 SHS SOLE NONE 22,400 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 60 5,000 SHS SOLE NONE 5,000 CISCO SYS INC COM 17275R102 447 34,100 SHS SOLE NONE 34,100 CITIGROUP INC COM 172967101 45,440 1,291,263SHS SOLE NONE 1,291,263 COCA COLA CO COM 191216100 272 6,200 SHS SOLE NONE 6,200 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 658 36,787 SHS SOLE NONE 36,787 COMCAST CORP NEW CL A 20030N101 44 1,866 SHS SOLE NONE 1,866 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 168 5,800 SHS SOLE NONE 5,800 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 118 18,300 SHS SOLE NONE 18,300 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 648 24,560 SHS SOLE NONE 24,560 COMPUTER SCIENCES CORP COM 205363104 200 5,800 SHS SOLE NONE 5,800 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 112 11,200 SHS SOLE NONE 11,200 CONOCOPHILLIPS COM 20825C104 958 19,800 SHS SOLE NONE 19,800 COVANCE INC COM 222816100 3,900 158,600 SHS SOLE NONE 158,600 CRESCENT REAL ESTATE EQUITIE COM 225756105 1,731 104,000 SHS SOLE NONE 104,000 CUBIST PHARMACEUTICALS INC COM 229678107 1,070 130,000 SHS SOLE NONE 130,000 CYTYC CORP COM 232946103 2,013 197,400 SHS SOLE NONE 197,400 DARDEN RESTAURANTS INC COM 237194105 14,417 705,000 SHS SOLE NONE 705,000 DELL COMPUTER CORP COM 247025109 238 8,900 SHS SOLE NONE 8,900 DESC S A DE C V SPON ADR C 250309101 281 41,700 SHS SOLE NONE 41,700 DIAL CORP NEW COM 25247D101 51 2,500 SHS SOLE NONE 2,500 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,136 52,000 SHS SOLE NONE 52,000 DIEBOLD INC COM 253651103 1,979 48,000 SHS SOLE NONE 48,000 DISNEY WALT CO COM DISNEY 254687106 93 5,700 SHS SOLE NONE 5,700 DU PONT E I DE NEMOURS & CO COM 263534109 416 9,800 SHS SOLE NONE 9,800 DUN & BRADSTREET CORP DEL NE COM 26483E100 2,118 61,400 SHS SOLE NONE 61,400 DYCOM INDS INC COM 267475101 66 5,000 SHS SOLE NONE 5,000 ECI TELECOM LTD ORD 268258100 12 5,771 SHS SOLE NONE 5,771 ENSCO INTL INC COM 26874Q100 362 12,300 SHS SOLE NONE 12,300 EOG RES INC COM 26875P101 92 2,300 SHS SOLE NONE 2,300 EL PASO CORP COM 28336L109 14,026 2,015,300SHS SOLE NONE 2,015,300 EMERSON ELEC CO COM 291011104 76 1,500 SHS SOLE NONE 1,500 EXELON CORP COM 30161N101 475 9,000 SHS SOLE NONE 9,000 EXXON MOBIL CORP COM 30231G102 5,244 150,100 SHS SOLE NONE 150,100 FPL GROUP INC COM 302571104 493 8,200 SHS SOLE NONE 8,200 FEDERAL NATL MTG ASSN COM 313586109 881 13,700 SHS SOLE NONE 13,700 FEDEX CORP COM 31428X106 190 3,500 SHS SOLE NONE 3,500 FISHER SCIENTIFIC INTL INC COM NEW 338032204 4,783 159,000 SHS SOLE NONE 159,000 FORD MTR CO DEL COM PAR $0.01 345370860 110 11,800 SHS SOLE NONE 11,800 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 319 19,000 SHS SOLE NONE 19,000 FUJI PHOTO FILM LTD ADR 359586302 112 3,500 SHS SOLE NONE 3,500 GALEN HLDGS PLC SPONSORED ADR 363240102 3,924 120,000 SHS SOLE NONE 120,000 GANNETT INC COM 364730101 230 3,200 SHS SOLE NONE 3,200 GEN-PROBE INC NEW COM 36866T103 23 946 SHS SOLE NONE 946 GENENCOR INTL INC COM 368709101 921 94,222 SHS SOLE NONE 94,222 GENERAL ELEC CO COM 369604103 1,054 43,300 SHS SOLE NONE 43,300 GENERAL MTRS CORP COM 370442105 317 8,600 SHS SOLE NONE 8,600 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 833 59,700 SHS SOLE NONE 59,700 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 726 26,000 SHS SOLE NONE 26,000 GRUPO ELEKTRA SA DE CV SPONSORED ADR 40050A201 30 3,000 SHS SOLE NONE 3,000 GUCCI GROUP N V COM NY REG 401566104 85 925 SHS SOLE NONE 925 HCA INC COM 404119109 26,581 640,500 SHS SOLE NONE 640,500 HDFC BANK LTD ADR REPS 3 SHS 40415F101 63 4,700 SHS SOLE NONE 4,700 HARMAN INTL INDS INC COM 413086109 9,580 161,000 SHS SOLE NONE 161,000 HOME DEPOT INC COM 437076102 307 12,800 SHS SOLE NONE 12,800 HONDA MOTOR LTD AMERN SHS 438128308 54 3,000 SHS SOLE NONE 3,000 HONEYWELL INTL INC COM 438516106 300 12,500 SHS SOLE NONE 12,500 HORMEL FOODS CORP COM 440452100 896 38,400 SHS SOLE NONE 38,400 HUANENG PWR INTL INC SPON ADR N 443304100 1,289 40,000 SHS SOLE NONE 40,000 ICICI BK LTD ADR 45104G104 792 121,775 SHS SOLE NONE 121,775 IMCLONE SYS INC COM 45245W109 8,593 809,100 SHS SOLE NONE 809,100 INCO LTD PFD CV E 5.5% 453258808 43,386 854,900 SHS SOLE NONE 854,900 INDIA FD INC COM 454089103 313 29,564 SHS SOLE NONE 29,564 INFORMATICA CORP COM 45666Q102 605 105,000 SHS SOLE NONE 105,000 INTEL CORP COM 458140100 442 28,400 SHS SOLE NONE 28,400 INTERNATIONAL BUSINESS MACHS COM 459200101 698 9,000 SHS SOLE NONE 9,000 INTL PAPER CO COM 460146103 378 10,800 SHS SOLE NONE 10,800 ISHARES INC MSCI TAIWAN 464286731 1,386 170,000 SHS SOLE NONE 170,000 ISHARES INC MSCI S KOREA 464286772 5,156 281,000 SHS SOLE NONE 281,000 ISHARES INC MSCI JAPAN 464286848 626 90,000 SHS SOLE NONE 90,000 ISHARES TR S&P 500 INDEX 464287200 6,012 68,150 SHS SOLE NONE 68,150 ISHARES TR S&P MIDCAP 400 464287507 3,660 42,500 SHS SOLE NONE 42,500 IVAX CORP COM 465823102 18,390 1,516,100SHS SOLE NONE 1,516,100 J P MORGAN CHASE & CO COM 46625H100 422 17,600 SHS SOLE NONE 17,600 JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 773 126,666 SHS SOLE NONE 126,666 JOHNSON & JOHNSON COM 478160104 972 18,100 SHS SOLE NONE 18,100 JONES APPAREL GROUP INC COM 480074103 37,729 1,064,600SHS SOLE NONE 1,064,600 KT CORP SPONSORED ADR 48268K101 2,125 98,615 SHS SOLE NONE 98,615 KB HOME COM 48666K109 193 4,500 SHS SOLE NONE 4,500 KEMET CORP COM 488360108 8,322 952,200 SHS SOLE NONE 952,200 KIMBERLY CLARK CORP COM 494368103 2,563 54,000 SHS SOLE NONE 54,000 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 2 180 SHS SOLE NONE 180 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 34,423 1,947,000SHS SOLE NONE 1,947,000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 796 93,600 SHS SOLE NONE 93,600 KOREA FD COM 500634100 3,089 223,000 SHS SOLE NONE 223,000 KROGER CO COM 501044101 27,129 1,755,900SHS SOLE NONE 1,755,900 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,315 56,600 SHS SOLE NONE 56,600 LAFARGE COPPEE S A SPON ADR NEW 505861401 281 15,000 SHS SOLE NONE 15,000 LAFARGE NORTH AMERICA INC COM 505862102 9,835 299,400 SHS SOLE NONE 299,400 LIHIR GOLD LTD SPONSORED ADR 532349107 520 32,300 SHS SOLE NONE 32,300 LILLY ELI & CO COM 532457108 121 1,900 SHS SOLE NONE 1,900 LIZ CLAIBORNE INC COM 539320101 418 14,100 SHS SOLE NONE 14,100 LOCKHEED MARTIN CORP COM 539830109 144 2,500 SHS SOLE NONE 2,500 LOWES COS INC COM 548661107 311 8,300 SHS SOLE NONE 8,300 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 819 60,000 SHS SOLE NONE 60,000 MACRONIX INTL LTD SPONSORED ADR 556103109 77 24,000 SHS SOLE NONE 24,000 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 1,637 414,500 SHS SOLE NONE 414,500 MANOR CARE INC NEW COM 564055101 2,885 155,000 SHS SOLE NONE 155,000 MCDONALDS CORP COM 580135101 9,085 565,000 SHS SOLE NONE 565,000 MCKESSON CORP COM 58155Q103 6,622 245,000 SHS SOLE NONE 245,000 MEDAREX INC COM 583916101 1,056 267,300 SHS SOLE NONE 267,300 MEDIMMUNE INC COM 584699102 3,676 135,300 SHS SOLE NONE 135,300 MEDTRONIC INC COM 585055106 128 2,800 SHS SOLE NONE 2,800 MERCK & CO INC COM 589331107 28,152 497,300 SHS SOLE NONE 497,300 MERRILL LYNCH & CO INC COM 590188108 440 11,600 SHS SOLE NONE 11,600 MICRO LINEAR CORP COM 594850109 591 184,800 SHS SOLE NONE 184,800 MICROSOFT CORP COM 594918104 1,334 25,800 SHS SOLE NONE 25,800 MILLENNIUM PHARMACEUTICALS I COM 599902103 1,787 225,000 SHS SOLE NONE 225,000 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 29 5,400 SHS SOLE NONE 5,400 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 97 2,600 SHS SOLE NONE 2,600 MORGAN STANLEY INDIA INVS FD COM 61745C105 3,744 376,700 SHS SOLE NONE 376,700 MOTOROLA INC COM 620076109 352 40,700 SHS SOLE NONE 40,700 MYRIAD GENETICS INC COM 62855J104 1,460 100,000 SHS SOLE NONE 100,000 NS GROUP INC COM 628916108 285 43,750 SHS SOLE NONE 43,750 NATIONAL CITY CORP COM 635405103 251 9,200 SHS SOLE NONE 9,200 NATIONAL SEMICONDUCTOR CORP COM 637640103 167 11,100 SHS SOLE NONE 11,100 NEWMONT MINING CORP COM 651639106 20,847 718,128 SHS SOLE NONE 718,128 NEXTEL COMMUNICATIONS INC CL A 65332V103 14 1,200 SHS SOLE NONE 1,200 NOKIA CORP SPONSORED ADR 654902204 3,774 243,500 SHS SOLE NONE 243,500 NORSK HYDRO A S SPONSORED ADR 656531605 1,332 30,000 SHS SOLE NONE 30,000 NORTEL NETWORKS CORP NEW COM 656568102 270 167,400 SHS SOLE NONE 167,400 NORTHROP GRUMMAN CORP COM 666807102 136 1,400 SHS SOLE NONE 1,400 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 2,653 46,300 SHS SOLE NONE 46,300 ORACLE CORP COM 68389X105 523 48,400 SHS SOLE NONE 48,400 POSCO SPONSORED ADR 693483109 4,338 175,400 SHS SOLE NONE 175,400 PEARSON PLC SPONSORED ADR 705015105 4,166 445,600 SHS SOLE NONE 445,600 PEPSICO INC COM 713448108 532 12,600 SHS SOLE NONE 12,600 PETROCHINA CO LTD SPONSORED ADR 71646E100 434 21,600 SHS SOLE NONE 21,600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 197 14,700 SHS SOLE NONE 14,700 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,986 132,900 SHS SOLE NONE 132,900 PETROQUEST ENERGY INC COM 716748108 306 73,700 SHS SOLE NONE 73,700 PFIZER INC COM 717081103 52,176 1,706,780SHS SOLE NONE 1,706,780 PHARMACEUTICAL RES INC COM 717125108 8,767 294,200 SHS SOLE NONE 294,200 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 215 2,900 SHS SOLE NONE 2,900 PHARMACIA CORP COM 71713U102 309 7,400 SHS SOLE NONE 7,400 PHILIP MORRIS COS INC COM 718154107 771 19,019 SHS SOLE NONE 19,019 PRIDE INTL INC DEL COM 74153Q102 352 23,650 SHS SOLE NONE 23,650 PROCTER & GAMBLE CO COM 742718109 206 2,400 SHS SOLE NONE 2,400 PROVINCE HEALTHCARE CO COM 743977100 4,233 435,000 SHS SOLE NONE 435,000 PRUDENTIAL FINL INC COM 744320102 209 6,600 SHS SOLE NONE 6,600 RADIAN GROUP INC COM 750236101 59 1,600 SHS SOLE NONE 1,600 ROBBINS & MYERS INC COM 770196103 3,680 200,000 SHS SOLE NONE 200,000 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 57 8,000 SHS SOLE NONE 8,000 ROWAN COS INC COM 779382100 431 19,000 SHS SOLE NONE 19,000 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 6,471 147,000 SHS SOLE NONE 147,000 SBC COMMUNICATIONS INC COM 78387G103 830 30,600 SHS SOLE NONE 30,600 SK TELECOM LTD SPONSORED ADR 78440P108 574 26,866 SHS SOLE NONE 26,866 SPDR TR UNIT SER 1 78462F103 10,939 123,800 SHS SOLE NONE 123,800 SAPPI LTD SPON ADR NEW 803069202 2,181 165,000 SHS SOLE NONE 165,000 SARA LEE CORP COM 803111103 461 20,500 SHS SOLE NONE 20,500 SCHLUMBERGER LTD COM 806857108 143 3,400 SHS SOLE NONE 3,400 SEARS ROEBUCK & CO COM 812387108 137 5,700 SHS SOLE NONE 5,700 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 423 19,100 SHS SOLE NONE 19,100 SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106 378 20,000 SHS SOLE NONE 20,000 SIGMA ALDRICH CORP COM 826552101 57,641 1,183,600SHS SOLE NONE 1,183,600 SMURFIT-STONE CONTAINER CORP COM 832727101 126 8,200 SHS SOLE NONE 8,200 SOLECTRON CORP COM 834182107 242 68,300 SHS SOLE NONE 68,300 SPINNAKER EXPL CO COM 84855W109 1,537 69,700 SHS SOLE NONE 69,700 SUNOCO INC COM 86764P109 1,725 52,000 SHS SOLE NONE 52,000 TJX COS INC NEW COM 872540109 85,004 4,354,700SHS SOLE NONE 4,354,700 TXU CORP COM 873168108 71 3,800 SHS SOLE NONE 3,800 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 932 132,220 SHS SOLE NONE 132,220 TARGET CORP COM 87612E106 372 12,400 SHS SOLE NONE 12,400 TELEFONICA S A SPONSORED ADR 879382208 1 SHS SOLE NONE 1 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,599 50,000 SHS SOLE NONE 50,000 TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD5 2,390 2,000,000SHS SOLE NONE 2,000,000 TEMPLE INLAND INC COM 879868107 108 2,400 SHS SOLE NONE 2,400 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 297 7,700 SHS SOLE NONE 7,700 3M CO COM 88579Y101 136 1,100 SHS SOLE NONE 1,100 TIDEWATER INC COM 886423102 1,244 40,000 SHS SOLE NONE 40,000 TOTAL FINA ELF S A SPONSORED ADR 89151E109 26,348 368,500 SHS SOLE NONE 368,500 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2,756 52,000 SHS SOLE NONE 52,000 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 12,005 819,428 SHS SOLE NONE 819,428 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 17 1,154 SHS SOLE NONE 1,154 TRIDENT MICROSYSTEMS INC COM 895919108 1,371 370,600 SHS SOLE NONE 370,600 TRIMERIS INC COM 896263100 1,295 30,000 SHS SOLE NONE 30,000 TRIZETTO GROUP INC COM 896882107 614 100,000 SHS SOLE NONE 100,000 US BANCORP DEL COM NEW 902973304 416 19,600 SHS SOLE NONE 19,600 UNILEVER N V N Y SHS NEW 904784709 2,777 45,000 SHS SOLE NONE 45,000 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 357 106,317 SHS SOLE NONE 106,317 UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 911312AB2 26 250,000 SHS SOLE NONE 250,000 UNITED TECHNOLOGIES CORP COM 913017109 613 9,900 SHS SOLE NONE 9,900 UNOCAL CORP COM 915289102 765 25,000 SHS SOLE NONE 25,000 UTSTARCOM INC COM 918076100 410 20,700 SHS SOLE NONE 20,700 VERITAS SOFTWARE CO COM 923436109 158 10,100 SHS SOLE NONE 10,100 VERITAS DGC INC COM 92343P107 148 18,700 SHS SOLE NONE 18,700 VERIZON COMMUNICATIONS COM 92343V104 868 22,400 SHS SOLE NONE 22,400 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 141 245,000 SHS SOLE NONE 245,000 VIACOM INC CL B 925524308 90 2,200 SHS SOLE NONE 2,200 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 562 137,001 SHS SOLE NONE 137,001 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 431 180,500 SHS SOLE NONE 180,500 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 743 45,200 SHS SOLE NONE 45,200 WAL MART STORES INC COM 931142103 849 16,800 SHS SOLE NONE 16,800 WASHINGTON MUT INC COM 939322103 684 19,800 SHS SOLE NONE 19,800 WELLPOINT HEALTH NETWORK NEW COM 94973H108 157 2,200 SHS SOLE NONE 2,200 WENDYS INTL INC COM 950590109 2,761 102,000 SHS SOLE NONE 102,000 WHIRLPOOL CORP COM 963320106 2,021 38,700 SHS SOLE NONE 38,700 WYETH COM 983024100 7,069 189,000 SHS SOLE NONE 189,000 BUNGE LIMITED COM G16962105 27,765 1,154,000SHS SOLE NONE 1,154,000 GLOBALSANTAFE CORP SHS G3930E101 4,662 191,700 SHS SOLE NONE 191,700 TRANSOCEAN INC ORD G90078109 928 40,000 SHS SOLE NONE 40,000 CHECK POINT SOFTWARE TECH LT ORD M22465104 69 5,300 SHS SOLE NONE 5,300 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 5,302 141,000 SHS SOLE NONE 141,000
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