-----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, GFlipmYu416kVbWbV0HyAexjlwP5ds9EAemgZ15Mg//BsF743uPG+3t3kR5UX5e0 r19rTG20cUilyOrumPNZYQ== 0001163648-02-000004.txt : 20020812 0001163648-02-000004.hdr.sgml : 20020812 20020812162933 ACCESSION NUMBER: 0001163648-02-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020812 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: 02727124 BUSINESS ADDRESS: STREET 1: 151 YONGE STREET, 11TH FLOOR CITY: TORONTO STATE: A1 ZIP: 00000 13F-HR 1 ciq2_13f.txt 13F REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: June 30, 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: Senior Vice President, Fund Operations Phone: (416)681-6542 Signature, Place, and Date of Signing: ________________ Toronto, Ontario Canada July 24, 2002 [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 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 267 Form 13F Information Table Value Total: $ 1,209,836 (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 28-10064 Webb Capital Management, LLP CI MUTUAL FUND INC FORM 13F 6/28/02 VALUE SHRS OR SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ --------------- --------- -------- --------- --- ---- -------- -------- -------- -------- ----- ABBOTT LABS COM 002824100 2,598 69,000 SHS SOLE NONE 69,000 ACTION PERFORMANCE COS INC COM 004933107 4,895 154,900 SHS SHARED 1 154,900 AFFYMETRIX INC COM 00826T108 4,640 193,400 SHS SOLE NONE 193,400 AGILE SOFTWARE CORP DEL COM 00846X105 1,628 224,000 SHS SOLE NONE 224,000 ALBERTO CULVER CO CL A 013068200 678 15,000 SHS SOLE NONE 15,000 ALLIED CAP CORP NEW COM 01903Q108 3,230 142,600 SHS SOLE NONE 142,600 ALPHARMA INC CL A 020813101 8,763 516,100 SHS SOLE NONE 516,100 AMERICAN EXPRESS CO COM 025816109 94 2,575 SHS SOLE NONE 2,575 AMERICAN INTL GROUP INC COM 026874107 102 1,500 SHS SOLE NONE 1,500 AMERICAN MGMT SYS INC COM 027352103 1,242 65,000 SHS SOLE NONE 65,000 AMERICAN MED SYS HLDGS INC COM 02744M108 227 11,300 SHS SHARED 1 11,300 ANGIOTECH PHARMACEUTICALS INC COM 034918102 74 2,000 SHS SOLE NONE 2,000 ANGLOGOLD LTD SPONSORED ADR 035128206 782 30,000 SHS SOLE NONE 30,000 ANNTAYLOR STORES CORP COM 036115103 162 6,400 SHS SHARED 1 6,400 ARACRUZ CELULOSE S A SPON ADR CL B 038496204 1,138 56,900 SHS SOLE NONE 56,900 ATWOOD OCEANICS INC COM 050095108 750 20,000 SHS SOLE NONE 20,000 AZTAR CORP COM 054802103 3,199 153,800 SHS SHARED 1 153,800 BP PLC SPONSORED ADR 055622104 4,039 80,000 SHS SOLE NONE 80,000 BANK OF AMERICA CORPORATION COM 060505104 70 1,000 SHS SOLE NONE 1,000 BANK ONE CORP COM 06423A103 31 800 SHS SOLE NONE 800 BARRICK GOLD CORP COM 067901108 161 8,480 SHS SOLE NONE 8,480 BAXTER INTL INC COM 071813109 3,556 80,000 SHS SOLE NONE 80,000 BECTON DICKINSON & CO COM 075887109 9,646 280,000 SHS SOLE NONE 280,000 BELLSOUTH CORP COM 079860102 57 1,800 SHS SOLE NONE 1,800 BENCHMARK ELECTRS INC COM 08160H101 3,857 133,000 SHS SHARED 1 133,000 BERKLEY W R CORP COM 084423102 4,274 77,700 SHS SHARED 1 77,700 BERKSHIRE HATHAWAY INC DEL CL A 084670108 69,338 1,038 SHS SOLE NONE 1,038 BHP BILLITON LTD SPONSORED ADR 088606108 88 7,484 SHS SOLE NONE 7,484 BIOVAIL CORP COM 09067J109 9,948 343,500 SHS SOLE NONE 343,500 BLACK & DECKER CORP COM 091797100 38,676 802,399 SHS SOLE NONE 802,399 BLOCK H & R INC COM 093671105 4,932 106,875 SHS SHARED 1 105,600 BLOCKBUSTER INC CL A 093679108 54 2,000 SHS SOLE NONE 2,000 BOB EVANS FARMS INC COM 096761101 3,793 120,500 SHS SHARED 1 120,500 BOISE CASCADE CORP COM 097383103 863 25,000 SHS SOLE NONE 25,000 BOSTON SCIENTIFIC CORP COM 101137107 6,104 208,200 SHS SOLE NONE 208,200 BRISTOL MYERS SQUIBB CO COM 110122108 25,101 976,700 SHS SOLE NONE 976,700 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 56 2,601 SHS SOLE NONE 2,601 CADBURY SCHWEPPES PLC ADR 127209302 174 5,752 SHS SOLE NONE 5,752 CADENCE DESIGN SYSTEM INC COM 127387108 48 3,000 SHS SOLE NONE 3,000 CALPINE CORP COM 131347106 3,059 435,100 SHS SOLE NONE 435,100 CANON INC ADR 138006309 42 1,101 SHS SOLE NONE 1,101 CARDINAL HEALTH INC COM 14149Y108 8,539 139,050 SHS SOLE NONE 139,050 CATERPILLAR INC DEL COM 149123101 10,182 208,000 SHS SOLE NONE 208,000 CEMEX S A SPON ADR 5 ORD 151290889 1,533 58,163 SHS SOLE NONE 58,163 CENDANT CORP COM 151313103 79 5,000 SHS SOLE NONE 5,000 CHESAPEAKE ENERGY CORP COM 165167107 1,080 150,000 SHS SOLE NONE 150,000 CHEVRONTEXACO CORP COM 166764100 4,381 49,500 SHS SOLE NONE 49,500 CHURCH & DWIGHT INC COM 171340102 1,285 41,000 SHS SHARED 1 41,000 CISCO SYS INC COM 17275R102 4,680 335,500 SHS SHARED 1 331,500 CITIGROUP INC COM 172967101 11,548 298,007 SHS SOLE NONE 298,007 COCA COLA ENTERPRISES INC COM 191219104 5,500 249,100 SHS SOLE NONE 249,100 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 703 29,307 SHS SOLE NONE 29,307 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 17,139 660,450 SHS SOLE NONE 660,450 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W203 839 54,000 SHS SOLE NONE 54,000 CONAGRA FOODS INC COM 205887102 55 2,000 SHS SOLE NONE 2,000 CONEXANT SYSTEMS INC COM 207142100 308 190,400 SHS SOLE NONE 190,400 CONVERGYS CORP COM 212485106 766 39,300 SHS SOLE NONE 39,300 COTT CORP QUE COM 22163N106 7,981 420,300 SHS SHARED 1 420,300 COVANCE INC COM 222816100 8,762 467,300 SHS SOLE NONE 467,300 CRESCENT REAL ESTATE EQUITIES COM 225756105 4,559 243,800 SHS SOLE NONE 243,800 CUBIST PHARMACEUTICALS INC COM 229678107 2,273 241,500 SHS SOLE NONE 241,500 DANA CORP COM 235811106 2,891 156,000 SHS SHARED 1 156,000 DESC S A DE C V SPON ADR C 250309101 424 43,700 SHS SOLE NONE 43,700 DIAGEO P L C SPON ADR NEW 25243Q205 174 3,376 SHS SOLE NONE 3,376 DIAMOND OFFSHORE DRILLING INC COM 25271C102 1,482 52,000 SHS SOLE NONE 52,000 DIEBOLD INC COM 253651103 116 3,121 SHS SOLE NONE 3,121 DISNEY WALT CO COM DISNEY 254687106 8,538 451,740 SHS SOLE NONE 451,740 DOLE FOOD INC COM 256605106 3,508 121,600 SHS SHARED 1 121,600 DOLLAR TREE STORES INC COM 256747106 5,415 137,400 SHS SHARED 1 137,400 DOW CHEM CO COM 260543103 15,739 457,800 SHS SOLE NONE 457,800 DUN & BRADSTREET CORP DEL NEW COM 26483E100 2,644 80,000 SHS SOLE NONE 80,000 DYCOM INDS INC COM 267475101 58 5,000 SHS SOLE NONE 5,000 ECI TELECOM LTD ORD 268258100 324 108,100 SHS SHARED 1 108,100 ENSCO INTL INC COM 26874Q100 335 12,300 SHS SOLE NONE 12,300 ESS TECHNOLOGY INC COM 269151106 263 15,000 SHS SHARED 1 15,000 EL PASO CORP COM 28336L109 16,381 794,800 SHS SOLE NONE 794,800 ELAN PLC ADR 284131208 1,039 190,000 SHS SOLE NONE 190,000 EMBRAER-EMPRESA BRASILEIRA DE SP ADR PFD SHS 29081M102 1,864 87,105 SHS SOLE NONE 87,105 EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 28 70,000 SHS SOLE NONE 70,000 EMERSON ELEC CO COM 291011104 58 1,082 SHS SOLE NONE 1,082 EXACT SCIENCES CORP COM 30063P105 2,947 184,533 SHS SOLE NONE 184,533 EXXON MOBIL CORP COM 30231G102 2,652 64,800 SHS SOLE NONE 64,800 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 3,147 129,500 SHS SOLE NONE 129,500 FEDERAL HOME LN MTG CORP COM 313400301 31 500 SHS SOLE NONE 500 FEDERAL NATL MTG ASSN COM 313586109 52 700 SHS SOLE NONE 700 FIFTH THIRD BANCORP COM 316773100 27 400 SHS SOLE NONE 400 FISHER SCIENTIFIC INTL INC COM NEW 338032204 7,812 279,000 SHS SOLE NONE 279,000 FLEETBOSTON FINL CORP COM 339030108 24 750 SHS SOLE NONE 750 FLORIDA ROCK INDS INC COM 341140101 2,141 59,800 SHS SOLE NONE 59,800 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 344419106 1,941 49,500 SHS SOLE NONE 49,500 FUJI PHOTO FILM LTD ADR 359586302 41 1,292 SHS SOLE NONE 1,292 FURNITURE BRANDS INTL INC COM 360921100 2,511 83,000 SHS SHARED 1 83,000 GALEN HLDGS PLC SPONSORED ADR 363240102 4,139 147,900 SHS SOLE NONE 147,900 GENENCOR INTL INC COM 368709101 1,314 134,222 SHS SOLE NONE 134,222 GENERAL ELEC CO COM 369604103 174 6,000 SHS SOLE NONE 6,000 GENERAL MTRS CORP CL H NEW 370442832 62 6,000 SHS SOLE NONE 6,000 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 88 2,049 SHS SOLE NONE 2,049 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 3,341 297,800 SHS SHARED 1 297,800 GROUP 1 AUTOMOTIVE INC COM 398905109 343 9,000 SHS SHARED 1 9,000 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,970 52,700 SHS SOLE NONE 52,700 GRUPO IUSACELL S A DE C V NEW SPON ADR V 40050B100 154 94,672 SHS SOLE NONE 94,672 GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B 40051E202 408 31,600 SHS SHARED 1 31,600 GYMBOREE CORP COM 403777105 673 42,000 SHS SHARED 1 42,000 HCA INC COM 404119109 19,570 412,000 SHS SHARED 1 129,500 HDFC BANK LTD ADR REPS 3 SHS 40415F101 688 53,300 SHS SOLE NONE 53,300 HANOVER COMPRESSOR CO COM 410768105 1,148 85,000 SHS SOLE NONE 85,000 HARMAN INTL INDS INC COM 413086109 5,910 120,000 SHS SOLE NONE 120,000 HASBRO INC COM 418056107 6,512 480,250 SHS SOLE NONE 480,250 HEARTLAND EXPRESS INC COM 422347104 3,019 126,150 SHS SOLE NONE 126,150 HEWLETT PACKARD CO COM 428236103 23 1,500 SHS SOLE NONE 1,500 HOLLYWOOD ENTMT CORP COM 436141105 434 21,000 SHS SHARED 1 21,000 HONDA MOTOR LTD AMERN SHS 438128308 183 8,832 SHS SOLE NONE 8,832 HORMEL FOODS CORP COM 440452100 106 4,428 SHS SOLE NONE 4,428 HUANENG PWR INTL INC SPON ADR N 443304100 1,289 40,000 SHS SOLE NONE 40,000 HUDSON CITY BANCORP COM 443683107 1,357 68,200 SHS SHARED 1 68,200 HUMAN GENOME SCIENCES INC COM 444903108 1,820 135,800 SHS SOLE NONE 135,800 ICICI BK LTD ADR 45104G104 525 75,000 SHS SOLE NONE 75,000 IMCLONE SYS INC COM 45245W109 9,504 1,093,000 SHS SOLE NONE 1,093,000 INCO LTD COM 453258402 5,343 236,000 SHS SHARED 1 236,000 INCO LTD PFD CV E 5.5% 453258808 36,764 754,900 SHS SOLE NONE 754,900 INDIA FD INC COM 454089103 321 33,800 SHS SOLE NONE 33,800 INFORMATICA CORP COM 45666Q102 2,489 351,000 SHS SOLE NONE 351,000 INTEL CORP COM 458140100 75 4,100 SHS SOLE NONE 4,100 INTERNATIONAL BUSINESS MACHS COM 459200101 79 1,100 SHS SOLE NONE 1,100 INVISION TECHNOLOGIES INC COM 461851107 279 11,600 SHS SHARED 1 11,600 ISHARES INC MSCI BRAZIL 464286400 1,090 113,000 SHS SHARED 1 113,000 ISHARES INC MSCI PAC J IDX 464286665 1,583 28,000 SHS SHARED 1 28,000 ISHARES INC MSCI S KOREA 464286772 3,940 180,000 SHS SHARED 1 95,000 ISHARES INC MSCI JAPAN 464286848 1,602 190,000 SHS SHARED 1 190,000 ISHARES INC MSCI HONG KONG 464286871 889 100,000 SHS SHARED 1 100,000 IVAX CORP COM 465823102 9,564 885,600 SHS SOLE NONE 885,600 J P MORGAN CHASE & CO COM 46625H100 24 700 SHS SOLE NONE 700 JONES APPAREL GROUP INC COM 480074103 33,924 904,652 SHS SOLE NONE 904,652 KEMET CORP COM 488360108 10,002 560,000 SHS SOLE NONE 560,000 KEYCORP NEW COM 493267108 46 1,700 SHS SOLE NONE 1,700 KIMBERLY CLARK CORP COM 494368103 57 916 SHS SOLE NONE 916 KNIGHT RIDDER INC COM 499040103 4,765 75,700 SHS SOLE NONE 75,700 KNIGHT TRANSN INC COM 499064103 1,102 47,500 SHS SOLE NONE 47,500 KONINKLIJKE PHILIPS ELECTRS NV NY REG SH NEW 500472303 43,949 1,592,342 SHS SHARED 1 54,000 KOREA ELECTRIC PWR SPONSORED ADR 500631106 980 93,600 SHS SOLE NONE 93,600 KOREA FD COM 500634100 2,795 170,000 SHS SOLE NONE 170,000 KROGER CO COM 501044101 20,200 1,015,100 SHS SHARED 1 165,000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 745 13,800 SHS SOLE NONE 13,800 LAFARGE COPPEE S A SPON ADR NEW 505861401 114 4,569 SHS SOLE NONE 4,569 LEGG MASON INC COM 524901105 2,057 41,700 SHS SOLE NONE 41,700 LIFEPOINT HOSPITALS INC COM 53219L109 316 8,700 SHS SHARED 1 8,700 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 60 3,140 SHS SOLE NONE 3,140 MBNA CORP COM 55262L100 18 550 SHS SOLE NONE 550 MGIC INVT CORP WIS COM 552848103 2,576 38,000 SHS SHARED 1 38,000 MAGNA INTL INC CL A 559222401 551 8,000 SHS SHARED 1 8,000 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 2,437 414,500 SHS SOLE NONE 414,500 MANOR CARE INC NEW COM 564055101 4,140 180,000 SHS SOLE NONE 180,000 MANUGISTICS GROUP INC COM 565011103 1,161 190,000 SHS SOLE NONE 190,000 MAVERICK TUBE CORP COM 577914104 969 64,600 SHS SOLE NONE 64,600 MAYTAG CORP COM 578592107 4,837 113,400 SHS SHARED 1 113,400 MCDERMOTT INTL INC COM 580037109 2,767 341,600 SHS SOLE NONE 341,600 MCDONALDS CORP COM 580135101 13,824 485,900 SHS SOLE NONE 485,900 MCKESSON CORP COM 58155Q103 8,012 245,000 SHS SOLE NONE 245,000 MEDAREX INC COM 583916101 2,055 277,000 SHS SOLE NONE 277,000 MEDIMMUNE INC COM 584699102 3,097 117,300 SHS SOLE NONE 117,300 MELLON FINL CORP COM 58551A108 47 1,500 SHS SOLE NONE 1,500 MENS WEARHOUSE INC COM 587118100 2,333 91,500 SHS SHARED 1 91,500 MERCK & CO INC COM 589331107 20,315 401,157 SHS SOLE NONE 401,157 MICROSOFT CORP COM 594918104 153 2,800 SHS SOLE NONE 2,800 MID ATLANTIC MED SVCS INC COM 59523C107 354 11,300 SHS SHARED 1 11,300 MILLENNIUM PHARMACEUTICALS INC COM 599902103 2,996 246,550 SHS SOLE NONE 246,550 MOHAWK INDS INC COM 608190104 5,298 86,100 SHS SHARED 1 86,100 MORGAN STANLEY INDIA INVS FD COM 61745C105 3,484 376,700 SHS SOLE NONE 376,700 MYRIAD GENETICS INC COM 62855J104 1,627 80,000 SHS SOLE NONE 80,000 NVR INC COM 62944T105 5,007 15,500 SHS SHARED 1 15,500 NETWORKS ASSOCS INC COM 640938106 2,312 120,000 SHS SHARED 1 120,000 NEWELL RUBBERMAID INC COM 651229106 5,284 150,700 SHS SOLE NONE 150,700 NEWMONT MINING CORP COM 651639106 38,400 1,458,400 SHS SOLE NONE 1,458,400 NEWS CORP LTD SP ADR PFD 652487802 804 40,700 SHS SOLE NONE 40,700 NIKE INC CL B 654106103 80 1,500 SHS SOLE NONE 1,500 NOKIA CORP SPONSORED ADR 654902204 184 12,703 SHS SOLE NONE 12,703 NORSK HYDRO A S SPONSORED ADR 656531605 58 1,196 SHS SOLE NONE 1,196 NORTH FORK BANCORPORATION NY COM 659424105 5,792 145,500 SHS SHARED 1 145,500 NORTHERN TR CORP COM 665859104 44 1,000 SHS SOLE NONE 1,000 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 10,793 175,100 SHS SHARED 1 175,100 OXFORD HEALTH PLANS INC COM 691471106 6,319 136,000 SHS SHARED 1 136,000 PEPSI BOTTLING GROUP INC COM 713409100 4,198 136,300 SHS SOLE NONE 136,300 PEPSICO INC COM 713448108 96 2,000 SHS SOLE NONE 2,000 PETROCHINA CO LTD SPONSORED ADR 71646E100 474 21,600 SHS SOLE NONE 21,600 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 3,753 199,000 SHS SOLE NONE 199,000 PFIZER INC COM 717081103 43,511 1,243,181 SHS SOLE NONE 1,243,181 PHARMACEUTICAL RES INC COM 717125108 12,265 441,500 SHS SOLE NONE 441,500 PHILIP MORRIS COS INC COM 718154107 1,791 41,000 SHS SOLE NONE 41,000 PHILLIPS PETE CO COM 718507106 200 3,400 SHS SOLE NONE 3,400 PIONEER NAT RES CO COM 723787107 1,042 40,000 SHS SHARED 1 40,000 PLACER DOME INC COM 725906101 96 8,600 SHS SHARED 1 8,600 PORTAL SOFTWARE INC COM 736126103 959 1,278,000 SHS SOLE NONE 1,278,000 PRECISION DRILLING CORP COM 74022D100 1,042 30,000 SHS SHARED 1 30,000 PROGRESSIVE CORP OHIO COM 743315103 2,146 37,100 SHS SHARED 1 37,100 PROLOGIS TR SH BEN INT 743410102 7,332 282,000 SHS SOLE NONE 282,000 PROVINCE HEALTHCARE CO COM 743977100 7,731 345,750 SHS SOLE NONE 345,750 PRUDENTIAL FINL INC COM 744320102 97 2,900 SHS SOLE NONE 2,900 QUAKER FABRIC CORP NEW COM 747399103 315 20,300 SHS SHARED 1 20,300 QUEST DIAGNOSTICS INC COM 74834L100 3,786 44,000 SHS SHARED 1 44,000 RADIAN GROUP INC COM 750236101 3,371 69,000 SHS SOLE NONE 69,000 RAYTHEON CO COM NEW 755111507 8,105 198,900 SHS SOLE NONE 198,900 RENT A CTR INC NEW COM 76009N100 2,668 46,000 SHS SHARED 1 46,000 ROCKWELL COLLINS INC COM 774341101 5,248 191,400 SHS SHARED 1 191,400 ROSS STORES INC COM 778296103 6,129 150,400 SHS SHARED 1 150,400 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 148 2,673 SHS SOLE NONE 2,673 SBC COMMUNICATIONS INC COM 78387G103 165 5,400 SHS SOLE NONE 5,400 SK TELECOM LTD SPONSORED ADR 78440P108 558 22,500 SHS SOLE NONE 22,500 SPDR TR UNIT SER 1 78462F103 39,356 397,700 SHS SHARED 1 397,700 SPX CORP COM 784635104 1,410 12,000 SHS SOLE NONE 12,000 SABRE HLDGS CORP CL A 785905100 2,366 66,100 SHS SOLE NONE 66,100 SAFEWAY INC COM NEW 786514208 56 1,930 SHS SOLE NONE 1,930 ST JUDE MED INC COM 790849103 3,619 49,000 SHS SHARED 1 49,000 SAPPI LTD SPON ADR NEW 803069202 2,804 200,000 SHS SOLE NONE 200,000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 2,820 93,000 SHS SHARED 1 93,000 SHAW GROUP INC COM 820280105 6,330 206,200 SHS SOLE NONE 206,200 SHOPKO STORES INC COM 824911101 2,303 114,000 SHS SHARED 1 114,000 SIGMA ALDRICH CORP COM 826552101 44,055 878,463 SHS SOLE NONE 878,463 SILICON IMAGE INC COM 82705T102 96 15,700 SHS SHARED 1 15,700 SKECHERS U S A INC CL A 830566105 5,251 243,000 SHS SHARED 1 243,000 SMURFIT-STONE CONTAINER CORP COM 832727101 6,367 412,900 SHS SOLE NONE 412,900 SOUTHERN CO COM 842587107 55 2,000 SHS SOLE NONE 2,000 SPECIALTY LABORATORIES INC COM 84749R100 20 2,400 SHS SOLE NONE 2,400 SPORTS AUTH INC COM 849176102 2,154 189,600 SHS SHARED 1 189,600 STANDARD PAC CORP NEW COM 85375C101 249 7,100 SHS SHARED 1 7,100 STANLEY WKS COM 854616109 5,918 144,300 SHS SOLE NONE 144,300 STEEL DYNAMICS INC COM 858119100 1,968 119,500 SHS SHARED 1 119,500 SYNOVUS FINL CORP COM 87161C105 1,376 50,000 SHS SOLE NONE 50,000 TJX COS INC NEW COM 872540109 64,100 3,268,740 SHS SOLE NONE 3,268,740 TVX GOLD INC COM NEW 87308K200 434 310,000 SHS SHARED 1 310,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,187 91,300 SHS SHARED 1 69,300 TELEFONICA S A SPONSORED ADR 879382208 1 SHS SOLE NONE 1 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,324 41,273 SHS SOLE NONE 41,273 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 221 10,700 SHS SOLE NONE 10,700 TEXAS INSTRS INC COM 882508104 46 1,950 SHS SOLE NONE 1,950 TIMKEN CO COM 887389104 389 17,400 SHS SHARED 1 17,400 TOTAL FINA ELF S A SPONSORED ADR 89151E109 8,269 102,214 SHS SOLE NONE 102,214 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 59 1,116 SHS SOLE NONE 1,116 TRIMERIS INC COM 896263100 2,663 60,000 SHS SOLE NONE 60,000 TRIZETTO GROUP INC COM 896882107 855 100,000 SHS SOLE NONE 100,000 TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 1,889 205,340 SHS SOLE NONE 205,340 TV AZTECA S A DE C V SPONSORED ADR 901145102 558 82,000 SHS SHARED 1 82,000 TYSON FOODS INC CL A 902494103 5,152 332,200 SHS SOLE NONE 332,200 US BANCORP DEL COM NEW 902973304 70 3,000 SHS SOLE NONE 3,000 UNILEVER N V N Y SHS NEW 904784709 87 1,342 SHS SOLE NONE 1,342 UNITED AUTO GROUP INC COM 909440109 5,083 243,200 SHS SHARED 1 243,200 UNITED DEFENSE INDS INC COM 91018B104 4,025 175,000 SHS SHARED 1 175,000 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 368 50,000 SHS SOLE NONE 50,000 UNITEDHEALTH GROUP INC COM 91324P102 2,930 32,000 SHS SHARED 1 32,000 UNOCAL CORP COM 915289102 924 25,000 SHS SOLE NONE 25,000 VALERO ENERGY CORP NEW COM 91913Y100 12,914 345,100 SHS SOLE NONE 345,100 VERISIGN INC COM 92343E102 733 102,000 SHS SOLE NONE 102,000 VERIZON COMMUNICATIONS COM 92343V104 28 700 SHS SOLE NONE 700 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 836 137,001 SHS SOLE NONE 137,001 VITALWORKS INC COM 928483106 1,128 137,500 SHS SHARED 1 137,500 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 610 180,500 SHS SOLE NONE 180,500 VOTORANTIM CELULOSE E PAPEL SA SPONSORED ADR 92906P106 779 41,200 SHS SOLE NONE 41,200 WACHOVIA CORP 2ND NEW COM 929903102 31 800 SHS SOLE NONE 800 WADDELL & REED FINL INC CL A 930059100 3,296 143,800 SHS SOLE NONE 143,800 WAL MART STORES INC COM 931142103 138 2,500 SHS SOLE NONE 2,500 WASHINGTON MUT INC COM 939322103 23 625 SHS SOLE NONE 625 WELLS FARGO & CO NEW COM 949746101 60 1,200 SHS SOLE NONE 1,200 WENDYS INTL INC COM 950590109 8,487 213,078 SHS SOLE NONE 213,078 WET SEAL INC CL A 961840105 3,624 149,150 SHS SHARED 1 149,150 WHIRLPOOL CORP COM 963320106 114 1,744 SHS SOLE NONE 1,744 BUNGE LIMITED COM G16962105 21,408 1,014,600 SHS SOLE NONE 1,014,600 GLOBALSANTAFE CORP SHS G3930E101 821 30,000 SHS SOLE NONE 30,000 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,246 40,000 SHS SOLE NONE 40,000 SUN INTL HOTELS LTD ORD P8797T133 124 5,000 SHS SHARED 1 5,000
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