-----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, QXwYyDsTpZpn0eHgYDY2hGKwDrG4YghANGxBol8oukCReW9Bd92APfjImURVIoJd /x7bI0wVsRO+LSpll+YsvQ== 0000919859-06-000024.txt : 20061113 0000919859-06-000024.hdr.sgml : 20061110 20061113101849 ACCESSION NUMBER: 0000919859-06-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061113 DATE AS OF CHANGE: 20061113 EFFECTIVENESS DATE: 20061113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKENZIE FINANCIAL CORP CENTRAL INDEX KEY: 0000919859 STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282] IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05178 FILM NUMBER: 061206055 BUSINESS ADDRESS: STREET 1: 150 BLOOR ST. WEST STE M111 STREET 2: TORONTO ONTARIO CITY: M5S 3B5 STATE: A6 ZIP: 00000 BUSINESS PHONE: 4169225322 MAIL ADDRESS: STREET 1: 150 BLOOR STREET STREET 2: STE M111 CITY: TORONTO ONTARIO STATE: A6 13F-HR 1 mackenziequarterthree.txt 13F-HR FORM THIRD QUARTER MACKENZIE FINANCIAL 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, 2006 Check here if Amendment [ ]Amendment Number: This Amendment (Check only one): [ ]Is a restatement. [ ]Adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Mackenzie Financial Corporation Address: 150 Bloor Street West Suite 815 Toronto, Ontario M5S 3B5 13F File Number: 28-5178 The 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: D. Lynn Vickers Title: Vice President, Chief Compliance Officer Phone: (416) 922-5322 Signature, Place, and Date of Signing: D. Lynn Vickers Toronto, Ontario August 2, 2006 Report Type (Check only one): [XXXX] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: None I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. "D. Lynn Vickers" D. Lynn Vickers Vice-President, Chief Compliance Officer FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 668 Form 13F Information Table Value Total: $20,564,342 List of Other Included Managers: None AS AT: June 30, 2006 13F REPORT FOR MACKENZIE FINANCIAL CORPORATION
Name of Issuer Title of Cusip U.S. Mkt Number of SH/ Investment Other Voting Class Value Shares PRN Descretion Manager Authority (x$1000) 3M CO COM 88579Y101 1,039 11,524 SH Sole Sole ABITIBI-CONSOLIDATED INC COM 003924107 116 38,562 SH Sole Sole ABN AMRO HLDG NV ADR 000937102 730 23,900 SH Sole Sole ACTUANT CORP CL A NEW 00508X203 7,459 133,800 SH Sole Sole ADECCO SA ADR 006754105 529 32,100 SH Sole Sole ADEZA BIOMEDICAL CORP COM 006864102 156 10,000 SH Sole Sole ADOBE SYS INC COM 00724F101 5,507 162,515 SH Sole Sole ADTRAN INC COM 00738A106 744 29,700 SH Sole Sole ADVANCED MEDICAL OPTICS INC COM 00763M108 1,477 26,100 SH Sole Sole ADVANCED MICRO DEVICES INC COM 007903107 2,742 100,600 SH Sole Sole AEGON N V COM 007924103 459 24,100 SH Sole Sole AETERNA ZENTARIS INC COM 007975204 274 42,600 SH Sole Sole AETNA INC NEW COM 00817Y108 749 16,802 SH Sole Sole AFLAC INC COM 001055102 4,314 83,400 SH Sole Sole AGCO CORP COM 001084102 679 23,100 SH Sole Sole AGILENT TECHNOLOGIES INC COM 00846U101 1,163 33,031 SH Sole Sole AGNICO EAGLE MINES LTD COM 008474108 62,217 1,681,074 SH Sole Sole AIR PRODS & CHEMS INC COM 009158106 165,862 2,324,922 SH Sole Sole AKAMAI TECHNOLOGIES INC COM 00971T101 1,680 41,600 SH Sole Sole ALBERTO CULVER CO COM 013068101 1,142 21,000 SH Sole Sole ALCAN INC COM 013716105 98,388 1,881,581 SH Sole Sole ALCON INC COM SHS H01301102 2,436 22,150 SH Sole Sole ALERIS INTL INC COM 014477103 896 17,500 SH Sole Sole ALLEGHENY ENERGY INC COM 017361106 321 7,770 SH Sole Sole ALLERGAN INC COM 018490102 5,225 43,645 SH Sole Sole ALLIANCE DATA SYSTEMS CORP COM 018581108 1,849 28,170 SH Sole Sole ALLIANT ENERGY CORP COM 018802108 317 8,270 SH Sole Sole ALLIANZ AKTIENGESELLSCHAFT ADR 018805101 749 42,500 SH Sole Sole ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 674 34,400 SH Sole Sole ALLSTATE CORP COM 020002101 2,092 34,250 SH Sole Sole ALPHA NATURAL RESOURCES INC COM 02076X102 38,993 1,780,700 SH Sole Sole ALTERA CORP COM 021441100 2,589 132,200 SH Sole Sole ALTRIA GROUP INC COM 02209S103 5,461 66,635 SH Sole Sole AMB PROPERTY CORP COM 00163T109 276 4,900 SH Sole Sole AMDOCS LTD COM G02602103 1,054 25,800 SH Sole Sole AMDOCS LTD. COM G02602103 5,882 144,000 SH Sole Sole AMERICA MOVIL S A DE C V SER L 02364W105 7,604 204,831 SH Sole Sole AMERICAN EXPRESS CO COM 025816109 35,590 599,180 SH Sole Sole AMERICAN INTL GROUP INC COM 026874107 5,900 89,517 SH Sole Sole AMERICAN MED SYS HLDGS INC COM 02744M108 466 25,058 SH Sole Sole AMERICAN PWR CONVERSION CORP COM 029066107 779 35,800 SH Sole Sole AMERICAN REPROGRAPHICS CO COM 029263100 627 15,500 SH Sole Sole AMERICAN STD COS INC DEL COM 029712106 517 10,700 SH Sole Sole AMERICAN TOWER CORP CLA 029912201 11,229 323,304 SH Sole Sole AMERIPRISE FINL INC COM 03076C106 5,523 110,780 SH Sole Sole AMGEN INC COM 031162100 6,966 95,678 SH Sole Sole AMR CORP COM 001765106 1,538 54,200 SH Sole Sole AMSURG CORP COM 03232P405 9,860 388,310 SH Sole Sole ANADARKO PETE CORP COM 032511107 884 16,600 SH Sole Sole ANALOG DEVICES INC COM 032654105 4,514 125,840 SH Sole Sole ANGIOTECH PHARMACEUTICALS IN COM 034918102 17,984 1,381,224 SH Sole Sole ANGLOGOLD ASHANTI LTD SPONSORED 035128206 52,434 976,300 SH Sole Sole ANHEUSER BUSCH COS INC COM 035229103 6,360 125,000 SH Sole Sole ANNTAYLOR STORES CORP COM 036115103 360 7,440 SH Sole Sole APACHE CORP COM 037411105 1,216 15,970 SH Sole Sole APEX SILVER MINES LTD. COM G04074103 8,819 525,000 SH Sole Sole APEX SILVER MINES LTD. COM G04074103 68,067 4,052,300 SH Sole Sole APOLLO GROUP INC CL A 037604105 219 3,792 SH Sole Sole APPLE COMPUTER INC COM 037833100 16,163 253,525 SH Sole Sole APPLERA CORP COM 038020103 992 27,475 SH Sole Sole APPLIED MATLS INC COM 038222105 8,814 485,071 SH Sole Sole ARACRUZ CELULOSE S A ADR 038496204 90,099 1,540,000 SH Sole Sole ARAMARK CORP CL B 038521100 38,114 1,031,400 SH Sole Sole ARCH COAL INC COM 039380100 65,368 1,382,300 SH Sole Sole ASML HLDG NV SHS N07059111 350 15,500 SH Sole Sole ASPREVA PHARMACEUTICALS CORP COM 04538T109 1,074 35,440 SH Sole Sole ASSURANT INC COM 04621X108 1,087 20,120 SH Sole Sole ASTRAZENECA PLC ADR 046353108 561 8,410 SH Sole Sole AT&T INC COM 00206R102 2,071 66,529 SH Sole Sole ATI TECHNOLOGIES INC COM 001941103 52,384 3,229,575 SH Sole Sole ATRICURE INC COM 04963C209 247 29,400 SH Sole Sole ATWOOD OCEANICS INC COM 050095108 69,015 1,246,700 SH Sole Sole AU OPTRONICS CORP SPON ADR 002255107 842 53,000 SH Sole Sole AUDIOCODES LTD SPON ADR M15342104 328 27,000 SH Sole Sole AUTODESK INC COM 052769106 1,107 28,773 SH Sole Sole AUTOMATIC DATA PROCESSING IN COM 053015103 4,060 80,220 SH Sole Sole AVALONBAY CMNTYS INC COM 053484101 302 2,450 SH Sole Sole AVERY DENNISON CORP COM 053611109 50,130 773,600 SH Sole Sole AVID TECHNOLOGY INC COM 05367P100 81,047 2,178,726 SH Sole Sole AXA COM 054536107 622 17,000 SH Sole Sole AXCAN PHARMA INC COM 054923107 270 18,450 SH Sole Sole AXIS CAPITAL HOLDINGS SHS G0692U109 268 8,400 SH Sole Sole BAKER HUGHES INC COM 057224107 46,989 514,365 SH Sole Sole BANCO BILBAO VIZCAYA ARGENTA ADR 05946K101 733 31,900 SH Sole Sole BANCO SANTANDER CHILE NEW ADR 05965X109 1,646 36,552 SH Sole Sole BANK MONTREAL QUE COM 063671101 581,573 9,683,196 SH Sole Sole BANK NOVA SCOTIA HALIFAX COM 064149107 725,37916,403,864 SH Sole Sole BANK OF AMERICA CORPORATION COM 060505104 132,800 2,473,728 SH Sole Sole BARCLAYS PLC ADR 06738E204 991 19,400 SH Sole Sole BARD C R INC COM 067383109 2,904 35,522 SH Sole Sole BARRICK GOLD CORP COM 067901108 348,63410,574,277 SH Sole Sole BCE INC COM 05534B109 757,19628,703,396 SH Sole Sole BEA SYS INC COM 073325102 191 13,100 SH Sole Sole BECKMAN COULTER INC COM 075811109 7,186 115,900 SH Sole Sole BECTON DICKINSON & CO COM 075887109 356 5,215 SH Sole Sole BEMA GOLD CORP COM 08135F107 1,136 204,000 SH Sole Sole BERKSHIRE HATHAWAY INC DEL CL A 084670108 3,478 34 SH Sole Sole BERKSHIRE HATHAWAY INC DEL CL B 084670207 4,677 1,377 SH Sole Sole BEST BUY INC COM 086516101 5,500 89,857 SH Sole Sole BHP BILLITON LTD SPONSORED 088606108 4,807 100,000 SH Sole Sole BIOGEN IDEC INC COM 09062X103 803 15,526 SH Sole Sole BIOMARIN PHARMACEUTICAL INC COM 09061G101 8,003 499,000 SH Sole Sole BIOMED REALTY TRUST INC COM 09063H107 239 7,150 SH Sole Sole BIOMET INC COM 090613100 15,320 438,672 SH Sole Sole BIOSITE INC COM 090945106 75,864 1,488,676 SH Sole Sole BIOVAIL CORP COM 09067J109 8,686 333,319 SH Sole Sole BJ SVCS CO COM 055482103 48,014 1,154,568 SH Sole Sole BLACKBOARD INC COM 091935502 754 23,341 SH Sole Sole BOEING CO COM 097023105 8,678 94,925 SH Sole Sole BORDERS GROUP INC COM 099709107 723 35,105 SH Sole Sole BORG WARNER INC COM 099724106 55,201 759,740 SH Sole Sole BOSTON PROPERTIES INC COM 101121101 373 3,700 SH Sole Sole BOSTON SCIENTIFIC CORP COM 101137107 10,926 581,300 SH Sole Sole BP PLC ADR 055622104 1,616 20,800 SH Sole Sole BRADY CORP CL A 104674106 818 19,900 SH Sole Sole BRANDYWINE RLTY TR SH BEN INT105368203 230 6,400 SH Sole Sole BRINKS CO COM 109696104 290 4,600 SH Sole Sole BRISTOL MYERS SQUIBB CO COM 110122108 4,082 141,430 SH Sole Sole BRISTOW GROUP INC COM 110394103 28,274 703,700 SH Sole Sole BRITISH AMERN TOB PLC ADR 110448107 408 7,200 SH Sole Sole BROADCOM CORP CL A 111320107 3,271 97,525 SH Sole Sole BROOKFIELD ASSET MGMT INC CL A 112585104 79,880 1,780,653 SH Sole Sole BROOKFIELD PPTYS CORP COM 112900105 159,801 4,511,600 SH Sole Sole BROWN & BROWN INC COM 115236101 108,234 3,318,800 SH Sole Sole BUNGE LTD. COM G16962105 68,181 1,215,700 SH Sole Sole C H ROBINSON WORLDWIDE INC COM NEW 12541W209 14,003 235,400 SH Sole Sole CAE INC COM 124765108 1,779 209,295 SH Sole Sole CAMBIOR INC COM 13201L103 101,93033,640,400 SH Sole Sole CAMDEN PPTY TR SH BEN INT133131102 213 2,600 SH Sole Sole CAMECO CORP COM 13321L108 22,106 497,105 SH Sole Sole CAMERON INTERNATIONAL CORP COM 13342B105 1,322 24,800 SH Sole Sole CAMPBELL SOUP CO COM 134429109 1,802 43,500 SH Sole Sole CANADIAN NAT RES LTD COM 136385101 151,143 2,448,851 SH Sole Sole CANADIAN NATL RY CO COM 136375102 480,085 9,831,913 SH Sole Sole CANADIAN PAC RY LTD COM 13645T100 37,948 666,800 SH Sole Sole CANON INC ADR 138006309 5,716 69,900 SH Sole Sole CARDIOME PHARMA CORP COM 14159U202 1,029 105,000 SH Sole Sole CAREMARK RX INC COM 141705103 428 7,692 SH Sole Sole CARMAX INC COM 143130102 285 7,200 SH Sole Sole CARNIVAL CORP PAIRED CTF143658300 1,169 25,100 SH Sole Sole CARTER INC COM 146229109 834 28,280 SH Sole Sole CATERPILLAR INC DEL COM 149123101 29,333 352,875 SH Sole Sole CBS CORP NEW CL B 124857202 1,487 49,239 SH Sole Sole CDN IMPERIAL BK OF COMMERCE COM 136069101 210,446 2,816,841 SH Sole Sole CELANESE CORP DEL COM SER A 150870103 49,545 2,173,900 SH Sole Sole CELESTICA INC COM 15101Q108 30,634 2,898,172 SH Sole Sole CELGENE CORP COM 151020104 308 5,820 SH Sole Sole CEMEX S A ADR 151290889 130,494 2,052,305 SH Sole Sole CERNER CORP COM 156782104 833 20,100 SH Sole Sole CHC HELICOPTER CORP CL A 12541C203 8,520 319,100 SH Sole Sole CHECK POINT SOFTWARE TECH LT COM M22465104 653 33,290 SH Sole Sole CHECKFREE CORP NEW COM 162813109 21,187 383,025 SH Sole Sole CHESAPEAKE ENERGY CORP COM 165167107 1,896 56,166 SH Sole Sole CHEVRON CORP NEW COM 166764100 1,963 28,334 SH Sole Sole CHICAGO MERCANTILE HLDGS INC COM 167760107 15,530 28,330 SH Sole Sole CHUNGHWA TELECOM CO LTD ADR 17133Q205 862 41,830 SH Sole Sole CISCO SYS INC COM 17275R102 48,697 2,234,078 SH Sole Sole CITIGROUP INC COM 172967101 325,246 6,040,914 SH Sole Sole CITRIX SYS INC COM 177376100 762 17,000 SH Sole Sole CLAUDE RES INC COM 182873109 1,540 1,100,000 SH Sole Sole CLEAR CHANNEL COMMUNICATIONS COM 184502102 432 12,500 SH Sole Sole CNOOC LTD ADR 126132109 949 10,580 SH Sole Sole COACH INC COM 189754104 284 8,525 SH Sole Sole COCA COLA CO COM 191216100 4,360 90,810 SH Sole Sole COEUR D ALENE MINES CORP IDA COM 192108108 215 40,000 SH Sole Sole COGNEX CORP COM 192422103 925 31,850 SH Sole Sole COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 760 10,110 SH Sole Sole COGNOS INC COM 19244C109 81,712 2,601,452 SH Sole Sole COHERENT INC COM 192479103 376 10,000 SH Sole Sole COLGATE PALMOLIVE CO COM 194162103 26,441 395,500 SH Sole Sole COLONIAL BANCGROUP INC COM 195493309 303 10,570 SH Sole Sole COLOR KINETICS INC COM 19624P100 739 35,000 SH Sole Sole COMCAST CORP NEW CL A SPL 20030N200 1,310 35,800 SH Sole Sole COMPANHIA DE BEBIDAS DAS AME ADR 20441W203 2,153 46,775 SH Sole Sole COMPANHIA DE BEBIDAS DAS AME SPON ADR 20441W104 275 6,720 SH Sole Sole COMPANHIA DE SANEAMENTO BASI SPONSORED 20441A102 23,051 877,000 SH Sole Sole COMPANHIA ENERGETICA DE MINA SPON ADR 204409601 47,571 1,000,300 SH Sole Sole COMPANHIA SIDERURGICA NACION ADR 20440W105 90,335 2,513,600 SH Sole Sole COMPANHIA VALE DO RIO DOCE ADR 204412209 191,329 7,130,900 SH Sole Sole COMPANHIA VALE DO RIO DOCE COM 204412100 7,937 345,558 SH Sole Sole COMPANIA DE MINAS BUENAVENTU ADR 204448104 65,361 2,146,700 SH Sole Sole COMPASS BANCSHARES INC COM 20449H109 282 4,550 SH Sole Sole COMPUTER SCIENCES CORP COM 205363104 811 15,000 SH Sole Sole CONOCOPHILLIPS COM 20825C104 26,109 356,980 SH Sole Sole CONTINENTAL AIRLS INC CL B 210795308 223 6,700 SH Sole Sole CORNING INC COM 219350105 4,814 178,300 SH Sole Sole CORUS ENTERTAINMENT INC CL B 220874101 82,998 2,289,605 SH Sole Sole COSTAR GROUP INC COM 22160N109 15,759 236,000 SH Sole Sole COSTCO WHSL CORP NEW COM 22160K105 562 8,808 SH Sole Sole COTT CORP QUE COM 22163N106 56,204 3,849,602 SH Sole Sole COVANCE INC COM 222816100 820 12,000 SH Sole Sole CPFL ENERGIA S A SPON ADR 126153105 10,680 261,800 SH Sole Sole CREDIT SUISSE GROUP ADR 225401108 1,019 16,300 SH Sole Sole CREE INC COM 225447101 398 15,000 SH Sole Sole CRYPTOLOGIC INC COM 228906103 1,507 55,900 SH Sole Sole CULLEN FROST BANKERS INC COM 229899109 318 4,980 SH Sole Sole CUMBERLAND RES LTD COM 23077R100 11,858 2,250,000 SH Sole Sole CVS CORP COM 126650100 71,876 2,097,700 SH Sole Sole CYMER INC COM 232572107 1,260 24,300 SH Sole Sole CYPRESS SEMICONDUCTOR CORP COM 232806109 699 43,100 SH Sole Sole CYTYC CORP COM 232946103 18,998 671,200 SH Sole Sole DANAHER CORP DEL COM 235851102 679,147 9,460,538 SH Sole Sole DAVITA INC COM 23918K108 7,968 143,650 SH Sole Sole DEERE & CO COM 244199105 2,567 27,550 SH Sole Sole DELL INC COM 24702R101 12,120 444,864 SH Sole Sole DENTSPLY INTL INC NEW COM 249030107 3,946 58,340 SH Sole Sole DEVELOPERS DIVERSIFIED RLTY COM 251591103 227 3,900 SH Sole Sole DEVON ENERGY CORP NEW COM 25179M103 1,830 27,135 SH Sole Sole DIAGEO P L C ADR 25243Q205 950 12,600 SH Sole Sole DIAMOND OFFSHORE DRILLING IN COM 25271C102 159,639 1,704,200 SH Sole Sole DIAMONDS TR UNIT SER 1252787106 1,410 11,300 SH Sole Sole DIGITAS INC COM 25388K104 499 38,500 SH Sole Sole DILLARDS INC CL A 254067101 305 8,590 SH Sole Sole DIRECTV GROUP INC COM 25459L106 191,79310,414,700 SH Sole Sole DISNEY WALT CO COM 254687106 910 27,175 SH Sole Sole DJO INCORPORATED COM 23325G104 715 17,400 SH Sole Sole DOMINION RES INC VA NEW COM 25746U109 1,757 21,050 SH Sole Sole DOMTAR INC COM 257561100 1,943 282,038 SH Sole Sole DONALDSON INC COM 257651109 58,586 1,549,800 SH Sole Sole DOREL INDS INC CL B 25822C205 6,763 265,413 SH Sole Sole DRAXIS HEALTH INC COM 26150J101 22,601 4,547,500 SH Sole Sole DRIL-QUIP INC COM 262037104 939 10,200 SH Sole Sole DRS TECHNOLOGIES INC COM 23330X100 996 18,300 SH Sole Sole DST SYS INC DEL COM 233326107 863 13,000 SH Sole Sole DUN & BRADSTREET CORP DEL NE COM 26483E100 24,026 308,935 SH Sole Sole E M C CORP MASS COM 268648102 205 16,768 SH Sole Sole EBAY INC COM 278642103 13,733 420,082 SH Sole Sole ECI TELECOM LTD ORD 268258100 135 15,000 SH Sole Sole ECOLAB INC COM 278865100 212,588 4,693,800 SH Sole Sole EDWARDS AG INC COM 281760108 332 5,380 SH Sole Sole EDWARDS LIFESCIENCES CORP COM 28176E108 99,292 1,958,250 SH Sole Sole ELDORADO GOLD CORP NEW COM 284902103 22,097 4,076,900 SH Sole Sole ELECTRONIC ARTS INC COM 285512109 6,459 134,450 SH Sole Sole ELECTRONIC DATA SYS NEW COM 285661104 560 20,850 SH Sole Sole EMAGEON INC COM 29076V109 664 40,800 SH Sole Sole EMBRAER-EMPRESA BRASILEIRA D ADR 29081M102 1,904 46,767 SH Sole Sole EMERSON ELEC CO COM 291011104 6,225 66,550 SH Sole Sole ENBRIDGE INC COM 29250N105 171,548 5,049,977 SH Sole Sole ENCANA CORP COM 292505104 227,746 3,874,541 SH Sole Sole ENERGY CONVERSION DEVICES IN COM 292659109 415 10,200 SH Sole Sole ENERPLUS RES FD UNIT 29274D604 945 15,000 SH Sole Sole EPIQ SYS INC COM 26882D109 333 17,920 SH Sole Sole EVERGREEN SOLAR INC COM 30033R108 327 22,600 SH Sole Sole EXFO ELECTRO OPTICAL ENGR IN COM 302043104 110 16,000 SH Sole Sole EXPEDITORS INTL WASH INC COM 302130109 8,436 134,950 SH Sole Sole EXTENDICARE INC CDA COM 30224T871 277 11,700 SH Sole Sole EXXON MOBIL CORP COM 30231G102 149,596 2,184,760 SH Sole Sole FACTSET RESH SYS INC COM 303075105 15,579 295,100 SH Sole Sole FAIRFAX FINL HLDGS LTD COM 303901102 278,164 2,620,235 SH Sole Sole FAMILY DLR STORES INC COM 307000109 766 28,100 SH Sole Sole FEDERAL HOME LN MTG CORP COM 313400301 2,162 33,985 SH Sole Sole FEDERAL NATL MTG ASSN COM 313586109 2,201 40,995 SH Sole Sole FEDERATED DEPT STORES INC DE COM 31410H101 540 13,230 SH Sole Sole FEDEX CORP COM 31428X106 373 2,861 SH Sole Sole FINANCIAL FED CORP COM 317492106 727 23,425 SH Sole Sole FIRST CMNTY BANCORP CALIF COM 31983B101 251 3,800 SH Sole Sole FIRST DATA CORP COM 319963104 784 15,600 SH Sole Sole FIRSTSERVICE CORP SUB VTG SH33761N109 1,195 39,900 SH Sole Sole FISERV INC COM 337738108 1,675 33,094 SH Sole Sole FISHER SCIENTIFIC INTL INC COM 338032204 2,519 30,900 SH Sole Sole FLEXTRONICS INTL LTD ORD Y2573F102 1,413 119,240 SH Sole Sole FLIR SYS INC COM 302445101 832 33,800 SH Sole Sole FLUOR CORP NEW COM 343412102 2,645 25,500 SH Sole Sole FMC TECHNOLOGIES INC COM 30249U101 315 4,180 SH Sole Sole FOMENTO ECONOMICO MEXICANO S COM 344419106 3,387 36,250 SH Sole Sole FOREST LABS INC COM 345838106 338 7,816 SH Sole Sole FORMFACTOR INC COM 346375108 387 7,760 SH Sole Sole FOSTER WHEELER LTD SHS NEW G36535139 270 5,600 SH Sole Sole FOXHOLLOW TECHNOLOGIES INC COM 35166A103 839 27,500 SH Sole Sole FRANCE TELECOM ADR 35177Q105 468 19,200 SH Sole Sole FRANKLIN RES INC COM 354613101 3,511 36,236 SH Sole Sole FUJI PHOTO FILM LTD ADR 359586302 850 22,700 SH Sole Sole GALLAHER GROUP PLC ADR 363595109 412 5,900 SH Sole Sole GANNETT INC ADR 364730101 6,242 100,000 SH Sole Sole GAP INC DEL ADR 364760108 248 12,745 SH Sole Sole GARTNER INC COM 366651107 260 16,390 SH Sole Sole GENENTECH INC COM 368710406 28,194 308,821 SH Sole Sole GENERAL CABLE CORP DEL NEW COM 369300108 820 21,000 SH Sole Sole GENERAL DYNAMICS CORP COM 369550108 12,989 177,786 SH Sole Sole GENERAL ELECTRIC CO COM 369604103 15,996 434,828 SH Sole Sole GENERAL GROWTH PPTYS INC COM 370021107 294 5,850 SH Sole Sole GENTEX CORP COM 371901109 934 59,800 SH Sole Sole GENZYME CORP COM 372917104 906 13,300 SH Sole Sole GEOGLOBAL RESOURCES INC COM 37249T109 167 30,626 SH Sole Sole GETTY IMAGES INC COM 374276103 836 11,800 SH Sole Sole GILDAN ACTIVEWEAR INC COM 375916103 43,284 819,928 SH Sole Sole GILEAD SCIENCES INC COM 375558103 17,503 265,089 SH Sole Sole GLAMIS GOLD LTD COM 376775102 76,797 1,814,683 SH Sole Sole GLOBALSANTAFE CORP SHS G3930E101 179,622 2,786,800 SH Sole Sole GOL LINHAS AEREAS INTLG S A ADR 38045R107 843 21,266 SH Sole Sole GOLD FIELDS LTD NEW ADR 38059T106 131,808 5,157,100 SH Sole Sole GOLDCORP INC NEW COM 380956409 23,625 702,083 SH Sole Sole GOLDEN STAR RES LTD CDA COM 38119T104 125 38,200 SH Sole Sole GOLDMAN SACHS GROUP INC COM 38141G104 8,335 49,644 SH Sole Sole GOOGLE INC CL A 38259P508 41,527 88,730 SH Sole Sole GRANT PRIDECO INC CL A 38821G101 30,871 618,100 SH Sole Sole GREAT BASIN GOLD LTD COM 390124105 4,280 2,229,000 SH Sole Sole GROUPE CGI INC CL A 39945C109 44,730 6,426,683 SH Sole Sole GRUPO AEROPORTUARIO DEL SURE ADR 40051E202 274 7,300 SH Sole Sole GRUPO TELEVISA SA DE CV COM 40049J206 584 27,100 SH Sole Sole GSI GROUP INC CDA COM 36229U102 7,746 807,946 SH Sole Sole GUITAR CTR MGMT INC COM 402040109 680 13,700 SH Sole Sole HAEMONETICS CORP COM 405024100 2,450 47,200 SH Sole Sole HALLIBURTON CO COM 406216101 1,905 23,000 SH Sole Sole HANSON PLC NEW ADR 411349103 407 6,000 SH Sole Sole HARMAN INTL INDS INC COM 413086109 1,798 18,875 SH Sole Sole HARRAHS ENTMT INC COM 413619107 556 6,998 SH Sole Sole HARRIS CORP DEL COM 413875105 959 20,700 SH Sole Sole HCA INC COM 404119109 691 14,350 SH Sole Sole HERBALIFE LTD COM USD SHG4412G101 337 7,570 SH Sole Sole HESS CORP COM 42809H107 51,052 865,500 SH Sole Sole HEWLETT PACKARD CO COM 428236103 3,253 92,000 SH Sole Sole HILTON HOTELS CORP COM 432848109 508 16,100 SH Sole Sole HOLOGIC INC COM 436440101 854 15,500 SH Sole Sole HOME DEPOT INC COM 437076102 834 20,885 SH Sole Sole HONDA MOTOR LTD ADR 438128308 550 15,500 SH Sole Sole HORIZON OFFSHORE INC COM NEW 44043J204 9,982 426,700 SH Sole Sole HORMEL FOODS CORP COM 440452100 339 8,190 SH Sole Sole HSBC HLDGS PLC ADR 404280406 454 4,600 SH Sole Sole HUMMINGBIRD INC COM 44544R101 23,060 756,325 SH Sole Sole HYDRIL COM 448774109 789 9,000 SH Sole Sole IAMGOLD CORP COM 450913108 111,15611,205,200 SH Sole Sole ICICI BK LTD ADR 45104G104 18,524 701,800 SH Sole Sole IDT CORP COM 448947101 295 20,000 SH Sole Sole IMPERIAL OIL LTD COM 453038408 286,904 7,035,406 SH Sole Sole IMPERIAL TOBACCO GROUP PLC SPON ADR 453142101 283 4,110 SH Sole Sole IMS HEALTH INC COM 449934108 13,635 455,000 SH Sole Sole INCO LTD COM 453258402 47,347 644,179 SH Sole Sole INFOSYS TECHNOLOGIES LTD ADR 456788108 1,561 18,300 SH Sole Sole INGERSOLL-RAND COMPANY CL A G4776G101 108,404 2,270,404 SH Sole Sole INTEGRA LIFESCIENCES HLDGS C CL A 457985208 11,414 263,500 SH Sole Sole INTEL CORP COM 458140100 13,483 637,500 SH Sole Sole INTERDIGITAL COMMUNICATIONS COM 45866A105 440 11,300 SH Sole Sole INTERMAGNETICS GEN CORP COM 458771102 352 11,700 SH Sole Sole INTERMEC INC COM 458786100 691 27,000 SH Sole Sole INTERNATIONAL BUSINESS MACHS COM 459200101 1,639 19,117 SH Sole Sole INTERNATIONAL GAME TECHNOLOG COM 459902102 593 14,000 SH Sole Sole INTERNATIONAL RECTIFIER CORP COM 460254105 33,073 758,260 SH Sole Sole INTERNET SEC SYS INC COM 46060X107 28,365 1,348,226 SH Sole Sole INTERTAPE POLYMER GROUP INC COM 460919103 126 16,662 SH Sole Sole INTRALASE CORP COM 461169104 7,884 422,000 SH Sole Sole IRELAND BK ADR 46267Q103 818 10,200 SH Sole Sole ISHARES INC COM 464286731 4,836 338,000 SH Sole Sole ISHARES SILVER TRUST ISHARES 46428Q109 19,208 154,500 SH Sole Sole ISHARES TR COHAN 464287598 408 5,000 SH Sole Sole ISHARES TR COHAN 464287564 701 7,500 SH Sole Sole ISHARES TR IDX 464287234 2,610 24,900 SH Sole Sole ISHARES TR IDX 464287465 5,525 75,700 SH Sole Sole JEFFERIES GROUP INC NEW COM 472319102 226 6,840 SH Sole Sole JOHNSON & JOHNSON COM 478160104 22,521 336,759 SH Sole Sole JP MORGAN CHASE & CO COM 46625H100 3,170 67,627 SH Sole Sole JUNIPER NETWORKS INC COM 48203R104 561 31,449 SH Sole Sole KANSAS CITY SOUTHERN COM NEW 485170302 3,781 122,300 SH Sole Sole KAYDON CORP COM 486587108 299 7,190 SH Sole Sole KCS ENERGY INC COM 482434206 265 8,000 SH Sole Sole KELLOGG CO COM 487836108 1,559 28,850 SH Sole Sole KERYX BIOPHARMACEUTICALS INC COM 492515101 2,594 163,700 SH Sole Sole KEYCORP NEW COM 493267108 502 12,600 SH Sole Sole KIMCO REALTY CORP COM 49446R109 248 6,100 SH Sole Sole KINGSWAY FINL SVCS INC COM 496904103 1,560 77,347 SH Sole Sole KINROSS GOLD CORP COM 496902404 175,70914,437,844 SH Sole Sole KLA-TENCOR CORP COM 482480100 2,377 51,240 SH Sole Sole KOHLS CORP COM 500255104 3,408 51,650 SH Sole Sole KOOKMIN BK NEW ADR 50049M109 492 5,310 SH Sole Sole KRONOS INC COM 501052104 519 12,850 SH Sole Sole KT CORP ADR 48268K101 1,030 43,040 SH Sole Sole L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,355 16,100 SH Sole Sole LABOPHARM INC COM 504905100 330 37,400 SH Sole Sole LABORATORY CORP AMER HLDGS COM 50540R409 891 12,835 SH Sole Sole LAIDLAW INTL INC COM 50730R102 707 25,148 SH Sole Sole LAM RESEARCH CORP COM 512807108 1,310 25,172 SH Sole Sole LAS VEGAS SANDS CORP COM 517834107 36,254 417,200 SH Sole Sole LEGG MASON INC COM 524901105 18,938 170,495 SH Sole Sole LEVEL 3 COMMUNICATIONS INC COM 52729N100 4,955 1,000,000 SH Sole Sole LIBERTY GLOBAL INC CL A 530555101 271 11,298 SH Sole Sole LIBERTY GLOBAL INC SER C 530555309 1,109 48,298 SH Sole Sole LIBERTY MEDIA HLDG CORP INT COM SE53071M104 159,611 8,285,515 SH Sole Sole LIBERTY MEDIA HLDG CORP CAP COM SE53071M302 214,077 2,289,706 SH Sole Sole LILLY ELI & CO COM 532457108 958 15,526 SH Sole Sole LINEAR TECHNOLOGY CORP COM 535678106 1,978 52,919 SH Sole Sole LIZ CLAIBORNE INC COM 539320101 1,237 29,900 SH Sole Sole LKQ CORP COM 501889208 657 31,000 SH Sole Sole LOCKHEED MARTIN CORP COM 539830109 1,319 16,475 SH Sole Sole LOWES COS INC COM 548661107 559 8,260 SH Sole Sole LUBRIZOL CORP COM 549271104 11,301 254,100 SH Sole Sole MAGELLAN HEALTH SVCS INC COM 559079207 3,398 67,200 SH Sole Sole MAGNA INTL INC CL A 559222401 150,838 1,893,999 SH Sole Sole MANOR CARE INC NEW COM 564055101 335 6,400 SH Sole Sole MANPOWER INC COM 56418H100 332 4,610 SH Sole Sole MANULIFE FINL CORP COM 56501R106 1,007,09228,473,060 SH Sole Sole MARRIOTT INTL INC NEW CL A 571903202 2,383 56,000 SH Sole Sole MARSH & MCLENNAN COS INC COM 571748102 1,288 42,900 SH Sole Sole MARTEK BIOSCIENCES CORP COM 572901106 948 29,355 SH Sole Sole MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 6,564 132,674 SH Sole Sole MASSEY ENERGY CORP COM 576206106 86,177 2,144,800 SH Sole Sole MATTEL INC COM 577081102 673 36,500 SH Sole Sole MAXIM INTEGRATED PRODS INC COM 57772K101 554 15,450 SH Sole Sole MCGRAW HILL COS INC COM 580645109 217 3,862 SH Sole Sole MDS INC COM 55269P302 4,290 210,824 SH Sole Sole MEDIMMUNE INC COM 584699102 578 19,120 SH Sole Sole MEDTRONIC INC COM 585055106 9,275 177,122 SH Sole Sole MELLON FINL CORP COM 58551A108 1,326 34,500 SH Sole Sole MERCK & CO INC COM 589331107 8,606 211,660 SH Sole Sole MERGE TECHNOLOGIES INC COM 589981109 686 49,900 SH Sole Sole MERIDIAN GOLD INC COM 589975101 36,584 1,038,729 SH Sole Sole MERRILL LYNCH & CO INC COM 590188108 2,892 37,248 SH Sole Sole METHANEX CORP COM 59151K108 254 10,800 SH Sole Sole MI DEVS INC COM 55304X104 245,551 6,487,472 SH Sole Sole MICROCHIP TECHNOLOGY INC COM 595017104 20,569 549,299 SH Sole Sole MICRON TECHNOLOGY INC COM 595112103 182 10,800 SH Sole Sole MICROS SYS INC COM 594901100 1,019 20,900 SH Sole Sole MICROSEMI CORP COM 595137100 385 14,150 SH Sole Sole MICROSOFT CORP COM 594918104 112,361 4,320,724 SH Sole Sole MILLIPORE CORP COM 601073109 942 13,400 SH Sole Sole MINEFINDERS LTD COM 602900102 6,181 680,000 SH Sole Sole MIRAMAR MINING CORP COM 60466E100 10,406 2,556,700 SH Sole Sole MOBILE TELESYSTEMS OJSC ADR 607409109 782 23,789 SH Sole Sole MOLEX INC CL A 608554200 1,716 53,500 SH Sole Sole MOLSON COORS BREWING CO CL B 60871R209 1,024 13,516 SH Sole Sole MONSANTO CO NEW COM 61166W101 20,242 215,420 SH Sole Sole MOODYS CORP COM 615369105 161,062 2,649,800 SH Sole Sole MORGAN STANLEY COM 617446448 247 3,505 SH Sole Sole MOTOROLA INC COM 620076109 1,840 81,797 SH Sole Sole NABORS INDUSTRIES LTD COM G6359F103 1,947 51,640 SH Sole Sole NALCO HOLDING COMPANY COM 62985Q101 36,406 1,850,200 SH Sole Sole NATIONAL GRID PLC ADR 636274300 369 6,113 SH Sole Sole NATIONAL INSTRS CORP COM 636518102 11,370 371,800 SH Sole Sole NATIONAL OILWELL VARCO INC COM 637071101 9,943 140,697 SH Sole Sole NATIONAL SEMICONDUCTOR CORP COM 637640103 710 26,673 SH Sole Sole NATUZZI S P A ADR 63905A101 11,404 1,429,100 SH Sole Sole NAUTILUS INC COM 63910B102 756 43,100 SH Sole Sole NCR CORP NEW COM 62886E108 720 17,600 SH Sole Sole NDS GROUP PLC SPON ADR 628891103 9,313 179,253 SH Sole Sole NEENAH PAPER INC COM 640079109 697 20,500 SH Sole Sole NELNET INC CL A 64031N108 860 19,000 SH Sole Sole NETLOGIC MICROSYSTEMS INC COM 64118B100 540 15,000 SH Sole Sole NETWORK APPLIANCE INC COM 64120L104 12,493 317,086 SH Sole Sole NEUROMETRIX INC COM 641255104 8,781 258,300 SH Sole Sole NEWFIELD EXPL CO COM 651290108 8,871 162,400 SH Sole Sole NEWMONT MINING CORP COM 651639106 80,507 1,362,800 SH Sole Sole NEWS CORP CL A 65248E104 274 12,806 SH Sole Sole NEWS CORP CL B 65248E203 2,607 115,746 SH Sole Sole NEXEN INC COM 65334H102 5,283 83,995 SH Sole Sole NIKE INC COM 654106103 252 2,792 SH Sole Sole NISSAN MOTORS COM 654744408 493 20,100 SH Sole Sole NOBLE CORPORATION SHS G65422100 167,756 2,019,700 SH Sole Sole NOBLE ENERGY INC COM 655044105 1,352 25,844 SH Sole Sole NOKIA CORP ADR 654902204 872 38,581 SH Sole Sole NOMURA HLDGS INC ADR 65535H208 1,055 50,300 SH Sole Sole NORDSON CORP COM 655663102 6,098 111,100 SH Sole Sole NORTEL NETWORKS CORP NEW COM 656568102 44,05317,763,396 SH Sole Sole NORTH FORK BANCORPORATION NY COM 659424105 269 7,996 SH Sole Sole NORTHERN ORION RES INC COM 665575106 1,551 282,950 SH Sole Sole NORTHERN TR CORP COM 665859104 1,827 29,605 SH Sole Sole NOVA CHEMICALS CORP COM 66977W109 32,108 1,001,500 SH Sole Sole NOVARTIS A G ADR 66987V109 13,111 217,859 SH Sole Sole NOVELLUS SYS INC COM 670008101 602 21,832 SH Sole Sole NS GROUP INC SPON ADR 628916108 21,879 355,900 SH Sole Sole NTT DOCOMO INC ADR 62942M201 488 29,800 SH Sole Sole O REILLY AUTOMOTIVE INC COM 686091109 449 12,900 SH Sole Sole OCCIDENTAL PETE CORP DEL COM 674599105 57,921 506,055 SH Sole Sole ODYSSEY RE HLDGS CORP COM 67612W108 1,397 47,500 SH Sole Sole OGE ENERGY CORP COM 670837103 304 7,770 SH Sole Sole OLD DOMINION FGHT LINES INC COM 679580100 328 7,810 SH Sole Sole OMNICOM GROUP INC COM 681919106 566,067 5,692,950 SH Sole Sole OPEN JT STK CO-VIMPEL COMMUN ADR 68370R109 1,756 34,333 SH Sole Sole OPEN TEXT CORP COM 683715106 6,965 435,027 SH Sole Sole OPPENHEIMER HLDGS INC COM 683797104 9,120 307,500 SH Sole Sole OPSWARE INC COM 68383A101 700 76,100 SH Sole Sole ORACLE CORP COM 68389X105 845 52,226 SH Sole Sole ORASURE TECHNOLOGIES INC COM 68554V108 601 56,600 SH Sole Sole P F CHANGS CHINA BISTRO INC COM 69333Y108 530 12,500 SH Sole Sole P T TELEKOMUNIKASI INDONESIA ADR 715684106 1,014 28,300 SH Sole Sole PACCAR INC COM 693718108 642 6,979 SH Sole Sole PACKETEER INC COM 695210104 354 28,000 SH Sole Sole PAN AMERICAN SILVER CORP COM 697900108 4,760 236,700 SH Sole Sole PANERA BREAD CO COM 69840W108 750 10,000 SH Sole Sole PAYCHEX INC COM 704326107 8,984 206,500 SH Sole Sole PEABODY ENERGY CORP COM 704549104 32,303 519,155 SH Sole Sole PEDIATRIX MED GROUP COM 705324101 15,977 316,000 SH Sole Sole PENN NATL GAMING INC COM 707569109 240 5,540 SH 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RESMED INC COM 761152107 624 11,900 SH Sole Sole RESOURCES CONNECTION INC COM 76122Q105 8,347 298,916 SH Sole Sole RESPIRONICS INC COM 761230101 7,448 195,000 SH Sole Sole REYNOLDS AMERICAN INC COM 761713106 939 7,300 SH Sole Sole RIO NARCEA GOLD MINES INC COM 766909105 3,863 1,763,900 SH Sole Sole RITCHIE BROS AUCTIONEERS COM 767744105 49,147 828,024 SH Sole Sole ROBERT HALF INTL INC COM 770323103 20,746 442,575 SH Sole Sole ROCKWELL AUTOMATION INC COM 773903109 5,345 66,500 SH Sole Sole ROCKWELL COLLINS INC COM 774341101 246 3,940 SH Sole Sole ROGERS COMMUNICATIONS INC CL B 775109200 99,230 2,209,533 SH Sole Sole ROHM & HAAS CO COM 775371107 50,669 905,800 SH Sole Sole ROPER INDS INC NEW COM 776696106 266 5,100 SH Sole Sole ROSS STORES INC COM 778296103 322 10,300 SH Sole Sole ROYAL BK CDA MONTREAL QUE COM 780087102 235,156 5,188,801 SH Sole Sole ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6,442 150,900 SH Sole Sole ROYAL KPN NV ADR 780641205 854 67,900 SH Sole Sole RYANAIR HLDGS PLC 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TELEFONOS DE MEXICO S A ADR 879403780 1,913 82,300 SH Sole Sole TELENOR ASA SPON ADR 87944W105 525 12,900 SH Sole Sole TELLABS INC SPON ADR 879664100 594 40,000 SH Sole Sole TENARIS S A ADR 88031M109 19,592 433,530 SH Sole Sole TESORO CORP COM 881609101 64,892 781,900 SH Sole Sole TETRA TECH INC NEW ADR 88162G103 849 42,900 SH Sole Sole TEVA PHARMACEUTICAL INDS LTD ADR 881624209 25,161 713,635 SH Sole Sole TEXAS INSTRS INC COM 882508104 13,243 391,741 SH Sole Sole THERMO ELECTRON CORP COM 883556102 599 14,800 SH Sole Sole THOMSON CORP COM 884903105 525,56012,219,484 SH Sole Sole TIBCO SOFTWARE INC COM 88632Q103 307 39,000 SH Sole Sole TIDEWATER INC COM 886423102 3,295 60,000 SH Sole Sole TIME WARNER INC COM 887317105 1,543 79,929 SH Sole Sole TJX COS INC NEW COM 872540109 187,020 7,330,100 SH Sole Sole TNT N V ADR 87260W101 563 14,100 SH Sole Sole TOO INC COM 890333107 302 7,040 SH Sole Sole TORONTO DOMINION BK ONT COM 891160509 442,089 7,799,735 SH Sole Sole TOTAL S A ADR 89151E109 1,433 19,600 SH Sole Sole TRANSALTA CORP ADR 89346D107 330 14,311 SH Sole Sole TRANSCANADA CORP COM 89353D107 12,091 379,608 SH Sole Sole TRANSGLOBE ENERGY CORP COM 893662106 2,957 546,300 SH Sole Sole TRANSOCEAN INC COM G90078109 84,535 943,000 SH Sole Sole TRIMBLE NAVIGATION LTD COM 896239100 962 19,300 SH Sole Sole TSAKOS ENERGY NAVIGATION LTD COM G9108L108 21,682 466,100 SH Sole Sole TURKCELL ILETISIM HIZMETLERI ADR 900111204 390 29,468 SH Sole Sole TXU CORP COM 873168108 528 7,910 SH Sole Sole TYCO INTL LTD NEW COM 902124106 47,867 1,559,570 SH Sole Sole UNION PAC CORP COM 907818108 2,573 24,800 SH Sole Sole UNITED DOMINION REALTY TR IN COM 910197102 236 7,550 SH Sole Sole UNITED MICROELECTRONICS CORP SPONSORED 910873207 552 159,000 SH Sole Sole UNITED NAT FOODS INC COM 911163103 656 17,800 SH Sole Sole UNITED PARCEL SERVICE INC CL B 911312106 2,431 26,460 SH Sole Sole UNITED TECHNOLOGIES CORP COM 913017109 6,728 95,054 SH Sole Sole UNITEDHEALTH GROUP INC COM 91324P102 4,417 88,383 SH Sole Sole UNIVERSAL CORP VA COM 913456109 594 14,300 SH Sole Sole UNIVERSAL HLTH SVCS INC CL B 913903100 4,886 87,100 SH Sole Sole UPM KYMMENE CORP ADR 915436109 338 14,100 SH Sole Sole US BANCORP DEL COM 902973304 479 13,900 SH Sole Sole UST INC COM 902911106 2,478 49,135 SH Sole Sole UTI WORLDWIDE INC ORD G87210103 724 25,700 SH Sole Sole VALERO ENERGY CORP NEW COM 91913Y100 163,331 2,199,963 SH Sole Sole VEECO INSTRS INC DEL COM 922417100 426 16,000 SH Sole Sole VERIFONE HLDGS INC COM 92342Y109 827 24,300 SH Sole Sole VERITAS DGC INC COM 92343P107 1,036 18,000 SH Sole Sole VERIZON COMMUNICATIONS COM 92343V104 94,843 2,537,385 SH Sole Sole VERTRUE INC COM 92534N101 451 9,400 SH Sole Sole VODAFONE GROUP PLC NEW ADR 92857W100 2,910 122,400 SH Sole Sole VOLCOM INC COM 92864N101 757 21,200 SH Sole Sole VOTORANTIM CELULOSE E PAPEL ADR 92906P106 42,015 2,416,200 SH Sole Sole WACHOVIA CORP 2ND NEW COM 929903102 1,260 20,876 SH Sole Sole WAL MART STORES INC COM 931142103 13,959 259,650 SH Sole Sole WALGREEN CO COM 931422109 506,04610,111,670 SH Sole Sole WASHINGTON MUT INC COM 939322103 4,891 96,140 SH Sole Sole WATERS CORP COM 941848103 2,512 50,700 SH Sole Sole WEATHERFORD INT'L LTD. COM G95089101 22,704 409,960 SH Sole Sole WEBEX COMMUNICATIONS INC COM 94767L109 10,099 254,600 SH Sole Sole WELLCARE HEALTH PLANS INC COM 94946T106 706 12,900 SH Sole Sole WELLPOINT INC COM 94973V107 1,734 21,356 SH Sole Sole WELLS FARGO & CO NEW COM 949746101 296 3,950 SH Sole Sole WENDYS INTL INC COM 950590109 599 9,200 SH Sole Sole WESCO INTL INC COM 95082P105 947 12,300 SH Sole Sole WEST CORP COM 952355105 802 15,000 SH Sole Sole WESTPAC BKG CORP ADR 961214301 829 8,600 SH Sole Sole WILEY JOHN & SONS INC COM 968223206 3,724 100,500 SH Sole Sole WILLIAMS SONOMA INC COM 969904101 209 5,500 SH Sole Sole WILLIS GROUP HOLDINGS LTD COM G96655108 1,519 42,400 SH Sole Sole WRIGLEY WM JR CO COM 982526105 380 7,500 SH Sole Sole WYETH COM 983024100 3,831 77,295 SH Sole Sole XILINX INC COM 983919101 421 16,656 SH Sole Sole XL CAP LTD CL A G98255105 351 5,130 SH Sole Sole YAHOO INC COM 984332106 1,022 27,742 SH Sole Sole ZARLINK SEMICONDUCTOR INC COM 989139100 380 155,600 SH Sole Sole ZIMMER HLDGS INC COM 98956P102 5,223 82,500 SH Sole Sole 668 20,564,342592,010,062
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