How should I discipline my 4 year old who keeps stealing toys from day care?

Subarugirl
Its been going on for a while now, and we always correct the behavior by having him return the little things that he takes to the teacher and have him apologize. He keeps doing it though. The other day he came home with his pockets full of little toy cars. When confronted he confessed that he took them with out asking, so at least he isn't lying about it.

How do I correct this kind of behavior? I have tried lectures, grounding him, time outs, losing privileges, but ever week or so it happens again. Any ideas?
How should I discipline my 4 year old who keeps stealing toys from day care?
How should I discipline my 4 year old who keeps stealing toys from day care?
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