-----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, AoC4adBasUp9gguzW1bKdvgMylUSsDs6zOQg0olvTYby0eE9PWz7uUZzIbeZRja1 pkvDGCdWGuXM8MnAyeB+zw== 0000919859-05-000024.txt : 20051114 0000919859-05-000024.hdr.sgml : 20051111 20051114095650 ACCESSION NUMBER: 0000919859-05-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051114 DATE AS OF CHANGE: 20051114 EFFECTIVENESS DATE: 20051114 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: 051197308 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 septem.txt QUARTERLY 13F 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, 2005 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 November 11, 2005 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: 635 Form 13F Information Table Value Total: $15,943,495,000 List of Other Included Managers: None AS AT: SEPTEMBER 30, 2005 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 283 3,864 SH Sole Sole ABITIBI-CONSOLIDATED INC. COM 003924107 200 49,723 SH Sole Sole ABN AMRO HOLDING ADR 000937102 487 20,300 SH Sole Sole ACE LTD ORD G0070K103 299 6,362 SH Sole Sole ADECCO SA ADR 006754105 308 26,900 SH Sole Sole ADOBE SYSTEMS INC. COM 00724F101 586 19,640 SH Sole Sole ADTRAN INC. COM 00738A106 750 23,800 SH Sole Sole ADVANCE AUTO PARTS COM 00751Y106 3,005 77,700 SH Sole Sole ADVANCED MICRO DEVICES COM 007903107 630 25,000 SH Sole Sole ADVANCED NEUROMODULATION COM 00757T101 580 12,220 SH Sole Sole ADVISORY BOARD CO. (THE) COM 00762W107 608 11,676 SH Sole Sole AETERNA ZENTARIS INC COM 007975204 161 33,400 SH Sole Sole AETNA INC. COM 00817Y108 1,699 19,726 SH Sole Sole AFLAC INC. COM 001055102 285 6,300 SH Sole Sole AGILENT TECHNOLOGIES INC. COM 00846U101 1,055 32,216 SH Sole Sole AIR PRODUCTS & CHEMICALS COM 009158106 45,613 827,222 SH Sole Sole AIRGAS INC. COM 009363102 12,163 410,500 SH Sole Sole ALCAN INC. COM 013716105 97,985 3,087,414 SH Sole Sole ALCON INC. COM H01301102 7,443 58,200 SH Sole Sole ALLEGHENY ENERGY INC COM 017361106 969 31,550 SH Sole Sole ALLERGAN INC COM 018490102 2,563 27,970 SH Sole Sole ALLIANCE ATLANTIS COMM. CL B 01853E204 758 27,426 SH Sole Sole ALLIANZ AG-ADR ADR 018805101 249 18,400 SH Sole Sole ALLSCRIPTS HEALTHCARE SOL COM 01988P108 537 29,800 SH Sole Sole ALLSTATE CORP COM 020002101 1,817 32,863 SH Sole Sole ALTRIA GROUP INC. COM 02209S103 1,730 23,465 SH Sole Sole ALUMINUM CORP OF CHINA ADR 022276109 27,123 432,100 SH Sole Sole ALVARION LTD. SHS M0861T100 134 16,500 SH Sole Sole AMB PROPERTY CORP. COM 00163T109 233 5,200 SH Sole Sole AMDOCS LTD. COM G02602103 416 15,000 SH Sole Sole AMERICA MOVIL SA SER L 02364W105 4,378 166,331 SH Sole Sole AMERICAN EXPRESS CO. COM 025816109 36,723 639,320 SH Sole Sole AMERICAN INTERNATIONAL GR COM 026874107 6,930 111,854 SH Sole Sole AMERICAN MEDICAL SYSTEMS COM 02744M108 552 27,400 SH Sole Sole AMERICAN POWER CONVERSION COM 029066107 648 25,000 SH Sole Sole AMERICAN STANDARD CO COM 029712106 745 16,000 SH Sole Sole AMERICAN TOWER CORP. CLA 029912201 10,254 411,000 SH Sole Sole AMERISOURCEBERGEN CORP. COM 03073E105 510 6,600 SH Sole Sole AMGEN INC. COM 031162100 24,686 309,855 SH Sole Sole AMSURG CORP. COM 03232P405 9,683 353,910 SH Sole Sole ANADARKO PETROLEUM CORP. COM 032511107 536 5,600 SH Sole Sole ANALOG DEVICES INC. COM 032654105 945 25,440 SH Sole Sole ANDREW CORP. COM 034425108 417 37,400 SH Sole Sole ANGIOTECH PHARMACEUTICALS COM 034918102 22,602 1,620,964 SH Sole Sole ANGLOGOLD ASHANTI LIMITED ADR 035128206 41,880 986,800 SH Sole Sole AO VIMPELCOM ADR 68370R109 1,246 28,033 SH Sole Sole APACHE CORPORATION COM 037411105 509 6,770 SH Sole Sole APEX SILVER MINES LTD. ORD G04074103 4,930 313,800 SH Sole Sole APPLE COMPUTER INC. COM 037833100 1,579 29,460 SH Sole Sole APPLERA - APPLIED BIO COM 038020103 424 18,245 SH Sole Sole APPLIED MATERIALS INC COM 038222105 17,350 1,022,990 SH Sole Sole ARACRUZ CELULOSE S A ADR 038496204 69,372 1,709,500 SH Sole Sole ARAMARK CORP. CL B 038521100 27,306 1,022,300 SH Sole Sole ARCH COAL INC. COM 039380100 41,560 615,700 SH Sole Sole ARCHSTONE-SMITH TRUST COM 039583109 255 6,400 SH Sole Sole ARTHROCARE CORP. COM 043136100 519 12,900 SH Sole Sole ASML HOLDING SHS N07059111 243 14,700 SH Sole Sole ASTRAZENECA PLC ADR 046353108 737 15,641 SH Sole Sole ATI TECHNOLOGIES INC. COM 001941103 19,941 1,440,818 SH Sole Sole ATWOOD OCEANICS INC. COM 050095108 34,568 410,500 SH Sole Sole AURIZON MINES LTD COM 05155P106 3,250 2,550,000 SH Sole Sole AUTODESK INC COM 052769106 998 21,500 SH Sole Sole AUTOMATIC DATA PROCESSING COM 053015103 6,798 157,950 SH Sole Sole AVAYA INC COM 053499109 113 10,957 SH Sole Sole AVID TECHNOLOGY COM 05367P100 114,347 2,761,994 SH Sole Sole AXCAN PHARMA INC. COM 054923107 270 20,950 SH Sole Sole AXIS CAPITAL HLDGS LTD. SHS G0692U109 361 12,650 SH Sole Sole BAKER HUGHES INC. COM 057224107 11,436 191,615 SH Sole Sole BANCO BILBAO VIZCAYA ADR 05946K101 470 26,800 SH Sole Sole BANCO BRADESCO ADR 059460303 235 4,800 SH Sole Sole BANCO SANTANDER CHILE SA ADR 05965X109 1,301 29,652 SH Sole Sole BANK OF AMERICA CORP. COM 060505104 4,807 114,190 SH Sole Sole BANK OF IRELAND ADR 46267Q103 540 8,500 SH Sole Sole BANK OF MONTREAL COM 063671101 576,797 11,586,855 SH Sole Sole BANK OF NOVA SCOTIA COM 064149107 797,228 21,323,758 SH Sole Sole BARCLAYS PLC ADR 06738E204 652 16,000 SH Sole Sole BARD (C.R.) INC. COM 067383109 2,051 31,062 SH Sole Sole BARRICK GOLD CORPORATION COM 067901108 79,231 2,729,826 SH Sole Sole BAUSCH & LOMB INC COM 071707103 863 10,700 SH Sole Sole BCE INC. COM 05534B109 473,640 17,266,729 SH Sole Sole BECKMAN COULTER INC. COM 075811109 4,588 85,000 SH Sole Sole BEMA GOLD CORP. COM 08135F107 107 39,800 SH Sole Sole BERKSHIRE HATHAWAY - CL A CL A 084670108 105,124 1,282 SH Sole Sole BERKSHIRE HATHAWAY - CL B CL B 084670207 12,879 4,716 SH Sole Sole BEST BUY COMPANY INC COM 086516101 3,465 79,609 SH Sole Sole BIOGEN IDEC INC. COM 09062X103 568 14,383 SH Sole Sole BIOMARIN PHARMACEUTICAL COM 09061G101 3,066 351,200 SH Sole Sole BIOMET INC. COM 090613100 16,400 472,484 SH Sole Sole BIOSITE INC. COM 090945106 83,806 1,354,771 SH Sole Sole BIOVAIL CORP. COM 09067J109 39,059 1,672,867 SH Sole Sole BOEING CO. COM 097023105 5,915 87,050 SH Sole Sole BORDERS GROUP INC. COM 099709107 572 25,800 SH Sole Sole BORGWARNER INC. COM 099724106 44,605 790,030 SH Sole Sole BOSTON SCIENTIFIC CORP. COM 101137107 5,585 239,000 SH Sole Sole BP PLC SPONS. ADR ADR 055622104 1,226 17,300 SH Sole Sole BRASCAN CORP. CL A 10549P606 167,569 3,593,730 SH Sole Sole BRISTOL-MYERS SQUIBB COM 110122108 4,311 179,170 SH Sole Sole BRITISH AMERICAN TOB ADR 110448107 220 5,200 SH Sole Sole BROADCOM CORP. CL A 111320107 1,135 24,200 SH Sole Sole BROOKFIELD PROPERTIES CORP COM 112900105 130,247 4,441,400 SH Sole Sole BROWN & BROWN COM 115236101 132,797 2,672,500 SH Sole Sole BT GROUP PLC ADR 05577E101 301 7,600 SH Sole Sole BUNGE LTD. COM G16962105 18,791 357,100 SH Sole Sole BURLINGTON RESOURCES INC. COM 122014103 4,529 55,690 SH Sole Sole C.H. ROBINSON WORLDWIDE COM 12541W100 13,696 213,600 SH Sole Sole CAE INC. COM 124765108 1,546 229,586 SH Sole Sole CAMBIOR INC. COM 13201L103 77,409 36,536,600 SH Sole Sole CAMECO CORP. COM 13321L108 11,035 206,593 SH Sole Sole CAMPBELL SOUP CO COM 134429109 776 26,100 SH Sole Sole CANADIAN IMPERIAL BNK COMM COM 136069101 201,078 3,215,873 SH Sole Sole CANADIAN NATIONAL RAILWAY COM 136375102 546,713 7,701,264 SH Sole Sole CANADIAN NATURAL RESOURCES COM 136385101 69,341 1,533,573 SH Sole Sole CANADIAN PACIFIC RAILWAY COM 13645T100 2,116 49,103 SH Sole Sole CANON INC ADR 138006309 3,413 62,900 SH Sole Sole CARDINAL HEALTH INC COM 14149Y108 368 5,800 SH Sole Sole CARDIOME PHARMA CORP. COM 14159U202 471 53,400 SH Sole Sole CAREMARK RX INC. COM 141705103 24,195 484,570 SH Sole Sole CARNIVAL CORP. COM 143658300 2,954 59,100 SH Sole Sole CARTER'S INC. COM 146229109 465 8,186 SH Sole Sole CATERPILLAR INC. COM 149123101 2,714 46,200 SH Sole Sole CBRL GROUP INC. COM 12489V106 1,471 43,700 SH Sole Sole CELESTICA INC. COM 15101Q108 50,432 4,494,007 SH Sole Sole CEMEX SA ADR 151290889 23,990 458,696 SH Sole Sole CENDANT CORP COM 151313103 1,366 66,200 SH Sole Sole CENTURY ALUMINUM COMPANY COM 156431108 27,684 1,231,500 SH Sole Sole CERNER CORP. COM 156782104 8,254 94,950 SH Sole Sole CGI GROUP INC. CL A 39945C109 26,496 3,619,376 SH Sole Sole CHC HELICOPTER CORP. CL A 12541C203 3,090 143,500 SH Sole Sole CHECK POINT SOFTWARE TECH. COM M22465104 965 39,690 SH Sole Sole CHECKFREE CORP. COM 162813109 12,407 328,050 SH Sole Sole CHEVRON CORP COM 166764100 83,979 1,297,374 SH Sole Sole CHICAGO BRIDGE & IRON NY SHR 167250109 619 19,900 SH Sole Sole CHICAGO MERCANTILE EX COM 167760107 5,063 15,010 SH Sole Sole CHINA LIFE INSURANCE CO. ADR 16939P106 1,707 55,300 SH Sole Sole CHINA PETROLEUM AND CHEM ADR 16941R108 18,688 412,900 SH Sole Sole CHIRON CORPORATION COM 170040109 523 12,000 SH Sole Sole CHUBB CORP. COM 171232101 251 2,800 SH Sole Sole CHUNGHWA TELECOM CO. LTD ADR 17133Q205 725 39,190 SH Sole Sole CIA SIDERURGICA NACL ADR 20440W105 22,623 974,300 SH Sole Sole CIA VALE DO RIO DOCE ADR 204412209 95,131 2,168,970 SH Sole Sole CIA VALE DO RIO DOCE COM 204412100 5,803 149,139 SH Sole Sole CISCO SYSTEMS INC. COM 17275R102 6,136 342,197 SH Sole Sole CITIGROUP INC. COM 172967101 254,274 5,585,990 SH Sole Sole CITY NATIONAL CORP. COM 178566105 617 8,800 SH Sole Sole CLEAR CHANNEL COMM COM 184502102 474 14,398 SH Sole Sole CNOOC LTD. ADR ADR 126132109 710 9,840 SH Sole Sole COCA-COLA COMPANY COM 191216100 2,241 51,892 SH Sole Sole COGENT INC. COM 19239Y108 5,885 247,800 SH Sole Sole COGNEX CORP. COM 192422103 1,430 47,550 SH Sole Sole COGNIZANT TECH SOLUTIONS CL A 192446102 466 10,000 SH Sole Sole COGNOS INCORPORATED COM 19244C109 92,334 2,384,027 SH Sole Sole COHERENT INC. COM 192479103 293 10,000 SH Sole Sole COLGATE-PALMOLIVE CO. COM 194162103 1,768 33,500 SH Sole Sole COMCAST CORP. CL A 20030N200 731 25,400 SH Sole Sole COMMERCE BANCORP INC. COM 200519106 393 12,800 SH Sole Sole COMPANHIA DE BEBIDAS ADR 20441W203 1,233 33,175 SH Sole Sole COMPASS MINERALS INT'L COM 20451N101 14,345 623,700 SH Sole Sole COMPUTER ASSOCIATES INT COM 204912109 375 13,500 SH Sole Sole COMPUTER SCIENCES CORP. COM 205363104 757 16,000 SH Sole Sole COMVERSE TECHNOLOGY INC COM 205862402 525 20,000 SH Sole Sole CONOCOPHILLIPS COM 20825C104 1,593 22,785 SH Sole Sole CONSUMER STAPLES SELECT SBI 81369Y308 212 9,100 SH Sole Sole COOPER CAMERON CORP. COM 216640102 695 9,400 SH Sole Sole CORNING INCORPORATED COM 219350105 6,220 321,770 SH Sole Sole CORUS ENTERTAINMENT INC CL B 220874101 66,662 2,300,880 SH Sole Sole COSTAR GROUP INC. COM 22160N109 10,437 223,400 SH Sole Sole COSTCO WHOLESALE CORP COM 22160K105 426 9,888 SH Sole Sole COTT CORP. COM 22163N106 42,129 2,388,480 SH Sole Sole CP SHIPS LTD. COM 22409V102 1,273 60,000 SH Sole Sole CREDIT SUISSE GROUP ADR 225401108 614 13,800 SH Sole Sole CREE INC. COM 225447101 6,087 243,300 SH Sole Sole CRYSTALLEX INT'L CORP. COM 22942F101 473 300,000 SH Sole Sole CUMBERLAND RESOURCES LTD COM 23077R100 2,803 1,903,300 SH Sole Sole CVS CORP COM 126650100 26,221 903,844 SH Sole Sole CYPRESS SEMICONDUCTOR CORP COM 232806109 933 62,000 SH Sole Sole CYTYC CORPORATION COM 232946103 21,029 783,200 SH Sole Sole DANAHER CORP COM 235851102 538,765 10,008,638 SH Sole Sole DAVITA INC. COM 23918K108 859 18,650 SH Sole Sole DEERE & COMPANY COM 244199105 1,490 24,350 SH Sole Sole DELL INC COM 24702R101 8,786 256,894 SH Sole Sole DENTSPLY INTERNATIONAL INC COM 249030107 2,188 40,500 SH Sole Sole DEVON ENERGY CORPORATION COM 25179M103 796 11,600 SH Sole Sole DEVRY INC COM 251893103 21,526 1,129,950 SH Sole Sole DIAGEO PLC ADR 25243Q205 615 10,600 SH Sole Sole DIEBOLD INC. COM 253651103 1,571 45,600 SH Sole Sole DIGENE CORP. COM 253752109 597 20,950 SH Sole Sole DIGITAS INC. COM 25388K104 815 71,700 SH Sole Sole DISCOVERY HOLDINGS CL A 25468Y107 168 11,650 SH Sole Sole DOMINION RESOURCES INC.VA COM 25746U109 1,813 21,050 SH Sole Sole DOMTAR INC. COM 257561100 1,328 206,362 SH Sole Sole DONALDSON CO. LTD. COM 257651109 47,056 1,541,300 SH Sole Sole DOREL INDUSTRIES INC. CL B 25822C205 13,285 482,031 SH Sole Sole DOW CHEMICAL COMPANY COM 260543103 242 5,800 SH Sole Sole DRAXIS HEALTH INC. COM 26150J101 6,072 1,310,500 SH Sole Sole DST SYSTEMS INC COM 233326107 828 15,100 SH Sole Sole DUN & BRADSTREET CORP COM 26483E100 35,081 532,585 SH Sole Sole DUPONT (E.I.) DE NEMOURS COM 263534109 38,735 988,900 SH Sole Sole EBAY INC COM 278642103 22,667 550,160 SH Sole Sole ECI TELECOM LTD. ORD 268258100 167 20,000 SH Sole Sole ECOLAB INC. COM 278865100 56,008 1,754,100 SH Sole Sole EDWARDS LIFESCIENCES CORP COM 28176E108 58,857 1,325,300 SH Sole Sole ELDORADO GOLD CORP COM 284902103 14,893 4,207,400 SH Sole Sole ELECTRONIC ARTS INC. COM 285512109 2,119 37,240 SH Sole Sole ELECTRONIC DATA SYSTEMS COM 285661104 431 19,205 SH Sole Sole EMBRAER AIRCRAFT CORP. ADR 29081M102 1,469 38,067 SH Sole Sole EMC CORP COM 268648102 3,434 265,368 SH Sole Sole EMERSON ELECTRIC COMPANY COM 291011104 366 5,100 SH Sole Sole ENBRIDGE INC. COM 29250N105 959 29,875 SH Sole Sole ENCANA CORP. COM 292505104 146,945 2,514,644 SH Sole Sole ENCYSIVE PHARMACEUTICALS COM 29256X107 225 19,100 SH Sole Sole ENDO PHARMACEUTICALS HLDGS COM 29264F205 525 19,700 SH Sole Sole ENERGY SELECT SECTOR SPDR SBI 81369Y506 467 8,700 SH Sole Sole ENERPLUS RESOURCES FUND UNIT 29274D604 236 5,000 SH Sole Sole ENGELHARD CORPORATION COM 292845104 321 11,500 SH Sole Sole EPICOR SOFTWARE CORP COM 29426L108 486 37,400 SH Sole Sole EQUITY OFFICE PROPERTIES COM 294741103 222 6,800 SH Sole Sole EQUITY RESIDENTIAL SH BEN 29476L107 235 6,200 SH Sole Sole ERICSSON (LM) TEL ADR 294821608 247 6,700 SH Sole Sole ESTEE LAUDER CO. CL A 518439104 4,492 128,962 SH Sole Sole EXFO ELECTRO-OPTICAL ENG COM 302043104 140 28,100 SH Sole Sole EXPEDIA INC. COM 30212P105 994 50,200 SH Sole Sole EXPEDITORS INT'L WASH INC. COM 302130109 3,046 53,650 SH Sole Sole EXTENDICARE INC. COM 30224T871 430 24,478 SH Sole Sole EXXON MOBIL CORPORATION COM 30231G102 47,870 753,385 SH Sole Sole FACTSET RESEARCH SYSTEMS COM 303075105 10,301 292,300 SH Sole Sole FAIRFAX FINANCIAL HOLDINGS COM 303901102 384,783 2,218,335 SH Sole Sole FAIRMONT HOTELS & RESORTS COM 305204109 59,747 1,788,410 SH Sole Sole FAMILY DOLLAR STORES COM 307000109 1,896 95,445 SH Sole Sole FANNIE MAE COM 313586109 1,719 38,350 SH Sole Sole FEDERATED DEPT STORES COM 31410H101 334 5,000 SH Sole Sole FEDEX CORP. COM 31428X106 245 2,811 SH Sole Sole FINANCIAL FEDERAL CORP. COM 317492106 698 17,550 SH Sole Sole FIRST DATA CORP COM 319963104 791 19,780 SH Sole Sole FISHER SCIENTIFIC INT'L COM 338032204 11,138 179,500 SH Sole Sole FLIR SYSTEMS INC. COM 302445101 870 29,400 SH Sole Sole FLUOR CORP (NEW) COM 343412102 1,642 25,500 SH Sole Sole FMC TECHNOLOGIES INC. COM 30249U101 501 11,900 SH Sole Sole FNX MINING CO. INC. COM 30253R101 3,980 302,800 SH Sole Sole FOMENTO ECONOMICO MEXICANO COM 344419106 2,332 33,350 SH Sole Sole FOREST LABORATORIES INC. COM 345838106 459 11,774 SH Sole Sole FORMFACTOR INC. COM 346375108 580 25,400 SH Sole Sole FORWARD INDUSTRIES INC. COM 349862300 246 10,500 SH Sole Sole FOXHOLLOW TECHNOLOGIES INC. COM 35166A103 800 16,800 SH Sole Sole FRANCE TELECOM SA ADR 35177Q105 463 16,100 SH Sole Sole FRANKLIN RESOURCES INC COM 354613101 8,146 97,026 SH Sole Sole FREDDIE MAC COM 313400301 1,276 22,600 SH Sole Sole FUJI PHOTO FILM ADR 359586302 637 19,200 SH Sole Sole GALLAHER GROUP PLC ADR 363595109 304 4,900 SH Sole Sole GANNETT CO. INC. COM 364730101 1,377 20,000 SH Sole Sole GEAC COMPUTER CORPORATION COM 368289104 23,668 2,528,167 SH Sole Sole GENENTECH INC. COM 368710406 33,333 395,835 SH Sole Sole GENERAL CABLE CORP. COM 369300108 438 26,100 SH Sole Sole GENERAL DYNAMICS CORP. COM 369550108 10,694 89,453 SH Sole Sole GENERAL ELECTRIC CO. COM 369604103 31,302 929,668 SH Sole Sole GENERAL GROWTH PROPERTIES COM 370021107 263 5,850 SH Sole Sole GENZYME CORP. COM 372917104 1,239 17,300 SH Sole Sole GEOGLOBAL RESOURCES INC. COM 37249T109 143 20,426 SH Sole Sole GETTY IMAGES INC. COM 374276103 955 11,100 SH Sole Sole GILDAN ACTIVEWEAR INC. COM 375916103 22,654 593,632 SH Sole Sole GILEAD SCIENCES INC. COM 375558103 6,946 142,455 SH Sole Sole GLAMIS GOLD LTD. COM 376775102 59,860 2,725,618 SH Sole Sole GLAXOSMITHKLINE PLC ADR 37733W105 4,184 81,600 SH Sole Sole GOL LINHAS AEREAS INTEL ADR 38045R107 423 13,033 SH Sole Sole GOLAR LNG LTD SHS G9456A100 20,309 1,581,700 SH Sole Sole GOLD FIELDS LTD. ADR 38059T106 29,647 2,040,400 SH Sole Sole GOLDCORP INC. COM 380956409 33,542 1,671,482 SH Sole Sole GOLDEN STAR RESOURCES LTD. COM 38119T104 16,496 4,975,000 SH Sole Sole GOLDEN WEST FINANCIAL CORP. COM 381317106 8,309 139,900 SH Sole Sole GOLDMAN SACHS GROUP INC. COM 38141G104 26,496 217,927 SH Sole Sole GOODRICH CORP. COM 382388106 448 10,100 SH Sole Sole GOOGLE INC-CL A CL A 38259P508 24,166 76,365 SH Sole Sole GREAT BASIN GOLD LTD. COM 390124105 1,274 1,308,600 SH Sole Sole GREY WOLF INC. COM 397888108 590 70,000 SH Sole Sole GRUPO AEROPORTUARIO SUR ADR 40051E202 203 5,100 SH Sole Sole GRUPO TELEVISA S A COM 40049J206 416 5,800 SH Sole Sole GSI GROUP INC. COM 36229U102 6,424 618,530 SH Sole Sole GUIDANT CORP COM 401698105 1,288 18,700 SH Sole Sole GUITAR CENTER INC COM 402040109 541 9,800 SH Sole Sole HALLIBURTON COMPANY COM 406216101 2,035 29,700 SH Sole Sole HANSON PLC ADR 411349103 499 9,600 SH Sole Sole HARLEY-DAVIDSON INC COM 412822108 238 4,906 SH Sole Sole HARMAN INT'L INDS INC. COM 413086109 2,887 28,225 SH Sole Sole HARRAH'S ENTERTAINMENT INC. COM 413619107 288 4,420 SH Sole Sole HARRIS CORP. COM 413875105 1,115 26,680 SH Sole Sole HCA INC. COM 404119109 375 7,820 SH Sole Sole HEADWATERS INC. COM 42210P102 645 17,250 SH Sole Sole HEALTH CARE SELECT SECTOR SBI 81369Y209 1,044 33,300 SH Sole Sole HEALTH MGMT ASSOCIATES INC CL A 421933102 312 13,290 SH Sole Sole HEALTH NET INC. COM 42222G108 426 9,000 SH Sole Sole HENRY SCHEIN INC. COM 806407102 113,101 2,653,700 SH Sole Sole HEWLETT-PACKARD CO. COM 428236103 1,215 41,600 SH Sole Sole HILTON HOTELS CORP COM 432848109 270 12,100 SH Sole Sole HOLOGIC INC. COM 436440101 843 14,600 SH Sole Sole HOME DEPOT INC COM 437076102 16,483 432,160 SH Sole Sole HONDA MOTOR CO LTD. ADR 438128308 366 12,900 SH Sole Sole HSBC HLDGS PLC ADR 404280406 317 3,900 SH Sole Sole HUMAN GENOME SCIENCES INC. COM 444903108 6,232 458,600 SH Sole Sole HUMMINGBIRD LTD. COM 44544R101 25,104 1,125,425 SH Sole Sole HUNTSMAN CORP COM 447011107 40,038 2,048,000 SH Sole Sole IAC/INTERACTIVE CORP. COM 44919P300 1,184 46,699 SH Sole Sole IAMGOLD CORP. 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COM 883556102 508 16,430 SH Sole Sole THOMSON CORPORATION (THE) COM 884903105 169,216 4,527,118 SH Sole Sole THQ INC. COM 872443403 467 21,900 SH Sole Sole TIBCO SOFTWARE INC. COM 88632Q103 326 39,000 SH Sole Sole TIDEWATER INC. COM 886423102 2,434 50,000 SH Sole Sole TIME WARNER INC. COM 887317105 1,158 63,916 SH Sole Sole TJX COMPANIES INC. COM 872540109 155,255 7,580,805 SH Sole Sole TNT NV ADR ADR 87260W101 630 25,100 SH Sole Sole TORONTO-DOMINION BANK COM 891160509 295,765 5,991,156 SH Sole Sole TOTAL FINA SA SPONS. ADR 89151E109 1,114 8,200 SH Sole Sole TRACTOR SUPPLY COMPANY COM 892356106 374 8,200 SH Sole Sole TRANSCANADA CORP. COM 89353D107 11,609 379,686 SH Sole Sole TRANSOCEAN INC. COM G90078109 57,993 945,900 SH Sole Sole TRIMBLE NAVIGATION LTD. COM 896239100 482 14,300 SH Sole Sole TSAKOS ENERGY NAVIGATION COM G9108L108 16,659 462,500 SH Sole Sole TURKCELL ILETISIM MIZMET ADR 900111204 334 24,446 SH Sole Sole TYCO INT'L LTD. COM 902124106 345 12,390 SH Sole Sole U.S. BANCORP COM 902973304 1,059 37,721 SH Sole Sole UNIBANCO-SPONSORED ADR 90458E107 1,016 19,321 SH Sole Sole UNITED PARCEL SERVICE INC. CL B 911312106 1,874 27,110 SH Sole Sole UNITED TECHNOLOGIES CORP. COM 913017109 5,161 99,554 SH Sole Sole UNITEDHEALTH GROUP INC. COM 91324P102 30,698 546,228 SH Sole Sole UNIVERSAL CORP. COM 913456109 404 10,400 SH Sole Sole UNIVISION COMMUNICATIONS COM 914906102 345 13,000 SH Sole Sole UNOVA INC. COM 91529B106 944 27,000 SH Sole Sole UPM-KYMMENE OYJ ADR 915436109 237 11,800 SH Sole Sole UST INC. COM 902911106 1,340 32,000 SH Sole Sole UTILITIES SELECT SECTOR SBI 81369Y886 1,317 39,200 SH Sole Sole UTSTARCOM INC. COM 918076100 3,065 375,200 SH Sole Sole VALERO ENERGY CORP. COM 91913Y100 15,534 137,400 SH Sole Sole VCA ANTECH, INC. COM 918194101 528 20,700 SH Sole Sole VERISIGN INC COM 92343E102 321 15,000 SH Sole Sole VERITAS DGC INC. COM 92343P107 659 18,000 SH Sole Sole VERIZON COMMUNICATIONS COM 92343V104 6,584 201,407 SH Sole Sole VIACOM INC CL. B CL B 925524308 2,815 85,280 SH Sole Sole VODAFONE GROUP PLC ADR 92857W100 4,677 180,100 SH Sole Sole VORNADO REALTY TRUST REIT SH 929042109 247 2,850 SH Sole Sole VOTORANTIM CELULOSE ADR 92906P106 25,357 1,892,300 SH Sole Sole VULCAN MATERIALS CO. COM 929160109 215 2,900 SH Sole Sole WACHOVIA CORP. COM 929903102 1,836 38,576 SH Sole Sole WALGREEN CO. COM 931422109 313,194 7,208,142 SH Sole Sole WAL-MART STORES INC. COM 931142103 1,257 28,690 SH Sole Sole WALT DISNEY CO COM 254687106 643 26,635 SH Sole Sole WASHINGTON MUTUAL INC COM 939322103 53,562 1,365,687 SH Sole Sole WATERS CORP COM 941848103 26,497 636,945 SH Sole Sole WEATHERFORD INT'L LTD. COM G95089101 3,625 52,800 SH Sole Sole WEIGHT WATCHERS INT COM 948626106 1,927 37,350 SH Sole Sole WELLCARE HEALTH PLANS INC. COM 94946T106 663 17,900 SH Sole Sole WELLPOINT INC. COM 94973V107 9,536 125,773 SH Sole Sole WENDY'S INTERNATIONAL INC. COM 950590109 402 8,900 SH Sole Sole WESTERN GAS RESOURCES INC. COM 958259103 899 17,550 SH Sole Sole WESTPAC BANKING CORP ADR 961214301 582 7,200 SH Sole Sole WILLIAMS-SONOMA COM 969904101 262 6,840 SH Sole Sole WILLIS GROUP HLDGS LTD. COM G96655108 1,235 32,900 SH Sole Sole WMS INDUSTRIES INC. COM 929297109 814 28,950 SH Sole Sole WRIGLEY WM JR CO COM 982526105 561 7,800 SH Sole Sole WYETH COM 983024100 3,423 73,973 SH Sole Sole XILINX INC COM 983919101 464 16,656 SH Sole Sole YAHOO! INC. COM 984332106 5,619 166,050 SH Sole Sole ZEBRA TECHNOLOGIES CORP CL A 989207105 1,108 28,350 SH Sole Sole ZIMMER HOLDINGS INC. COM 98956P102 3,910 56,760 SH Sole Sole Total 15,943,495 504,531,547 635 securities
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