0001046192-11-000006.txt : 20110805 0001046192-11-000006.hdr.sgml : 20110805 20110805160947 ACCESSION NUMBER: 0001046192-11-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110805 DATE AS OF CHANGE: 20110805 EFFECTIVENESS DATE: 20110805 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GREAT WEST LIFE ASSURANCE CO /CAN/ CENTRAL INDEX KEY: 0001046192 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10601 FILM NUMBER: 111014406 BUSINESS ADDRESS: STREET 1: 100 OSBORNE ST NORTH CITY: WINNIPEG MANITOBA STATE: A2 ZIP: WINNIPEG MAIL ADDRESS: STREET 1: 100 OSBORNE STREET NORTH CITY: WINNIPEG STATE: A2 ZIP: WINNIPEG 13F-HR 1 gwl13fcoverpage.txt JUNE 30, 2011 13F-HR FOR GWL Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 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: The Great-West Life Assurance Company Address: 100 Osborne St. North Winnipeg, Manitoba R3C 3A5 Form 13F File Number: 28-10601 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: Grant Nicolson Title: Associate Manager, Investment Compliance Phone: 204-946-7976 Signature, Place, and Date of Signing: Grant Nicolson Winnipeg, Manitoba August 5, 2011 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager; [If there are no entries in this list, omit this section.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 631 Form 13F Information Table Value Total: $15,413,412,000 List of Other Included Managers: None

ITEM 4: ITEM 1: ITEM 2: ITEM 3: VALUE ITEM 5: ITEM 6: ITEM 7: ITEM 8: ISSUER CLASS CUSIP (000) SHARES SHR/PRN INV/DISCVOTING/NV 3M CO COM 88579Y101 29,196 306,384 SH SOLE 306,384 AAON INC COM PAR $0.004 000360206 1,873 85,400 SH SOLE 85,400 ABBOTT LABS COM 002824100 11,548 218,333 SH SOLE 218,333 ABITIBIBOWATER INC COM NEW 003687209 32,350 1,586,466 SH SOLE 1,586,466 ADTRAN INC COM 00738A106 1,485 38,200 SH SOLE 38,200 ADVANTAGE OIL & GAS LTD COM 00765F101 14,060 1,766,597 SH SOLE 1,766,597 AFFILIATED MANAGERS GROUP COM 008252108 1,702 16,700 SH SOLE 16,700 AFLAC INC COM 001055102 1,196 25,500 SH SOLE 25,500 AGCO CORP COM 001084102 1,919 38,700 SH SOLE 38,700 AGILENT TECHNOLOGIES INC COM 00846U101 1,068 20,791 SH SOLE 20,791 AGNICO EAGLE MINES LTD COM 008474108 65,707 1,035,048 SH SOLE 1,035,048 AGRIUM INC COM 008916108 114,236 1,295,284 SH SOLE 1,295,284 AIR PRODS & CHEMS INC COM 009158106 653 6,800 SH SOLE 6,800 AKAMAI TECHNOLOGIES INC COM 00971T101 7,014 221,847 SH SOLE 221,847 ALBEMARLE CORP COM 012653101 1,551 22,300 SH SOLE 22,300 ALCATEL-LUCENT SPONSORED ADR 013904305 428 73,713 SH SOLE 73,713 ALEXION PHARMACEUTICALS INC COM 015351109 6,247 132,200 SH SOLE 132,200 ALLERGAN INC COM 018490102 1,398 16,700 SH SOLE 16,700 ALLIANCE DATA SYSTEMS CORP COM 018581108 1,409 14,900 SH SOLE 14,900 ALLIED NEVADA GOLD CORP COM 019344100 20,633 582,461 SH SOLE 582,461 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,896 250,901 SH SOLE 250,901 ALTERA CORP COM 021441100 6,715 144,200 SH SOLE 144,200 ALTRIA GROUP INC COM 02209S103 2,305 86,870 SH SOLE 86,870 AMAZON COM INC COM 023135106 15,338 74,653 SH SOLE 74,653 AMCOL INTL CORP COM 02341W103 5,175 135,179 SH SOLE 135,179 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 6,008 110,989 SH SOLE 110,989 AMERICAN EXPRESS CO COM 025816109 16,798 323,391 SH SOLE 323,391 AMERICAN WTR WKS CO INC NEW COM 030420103 2,707 91,501 SH SOLE 91,501 AMERIGROUP CORP COM 03073T102 1,820 25,700 SH SOLE 25,700 AMERIPRISE FINL INC COM 03076C106 21,088 363,895 SH SOLE 363,895 AMERISOURCEBERGEN CORP COM 03073E105 7,121 171,200 SH SOLE 171,200 AMETEK INC NEW COM 031100100 2,786 61,750 SH SOLE 61,750 AMGEN INC COM 031162100 195 3,333 SH SOLE 3,333 AMPHENOL CORP NEW CL A 032095101 179 3,300 SH SOLE 3,300 ANALOG DEVICES INC COM 032654105 720 18,300 SH SOLE 18,300 ANCESTRY COM INC COM 032803108 1,588 38,200 SH SOLE 38,200 ANSYS INC COM 03662Q105 58 1,062 SH SOLE 1,062 APACHE CORP COM 037411105 15,929 128,493 SH SOLE 128,493 APOGEE ENTERPRISES INC COM 037598109 361 28,064 SH SOLE 28,064 APOLLO GROUP INC CL A 037604105 1,098 25,029 SH SOLE 25,029 APPLE INC COM 037833100 31,097 92,211 SH SOLE 92,211 APPLIED MATLS INC COM 038222105 355 27,200 SH SOLE 27,200 ARCH COAL INC COM 039380100 461 17,200 SH SOLE 17,200 ARCHER DANIELS MIDLAND CO COM 039483102 5,288 174,610 SH SOLE 174,610 ARDEN GROUP INC CL A 039762109 497 5,346 SH SOLE 5,346 ARM HLDGS PLC SPONSORED ADR 042068106 2,570 90,000 SH SOLE 90,000 ARUBA NETWORKS INC COM 043176106 13,904 468,300 SH SOLE 468,300 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 270 16,000 SH SOLE 16,000 ASSURANT INC COM 04621X108 6,646 182,372 SH SOLE 182,372 AT&T INC COM 00206R102 40,953 1,296,926 SH SOLE 1,296,926 ATLANTIC PWR CORP COM NEW 04878Q863 133 8,705 SH SOLE 8,705 AU OPTRONICS CORP SPONSORED ADR 002255107 207 29,900 SH SOLE 29,900 AUGUSTA RES CORP COM NEW 050912203 1,790 386,175 SH SOLE 386,175 AURICO GOLD INC COM 05155C105 1,096 99,390 SH SOLE 99,390 AURIZON MINES LTD COM 05155P106 116 20,615 SH SOLE 20,615 AUTODESK INC COM 052769106 188 4,845 SH SOLE 4,845 AUTOMATIC DATA PROCESSING IN COM 053015103 15,384 290,193 SH SOLE 290,193 BADGER METER INC COM 056525108 8,812 237,519 SH SOLE 237,519 BAIDU INC SPON ADR REP A 056752108 7,281 51,700 SH SOLE 51,700 BAKER HUGHES INC COM 057224107 8,355 114,600 SH SOLE 114,600 BANK MONTREAL QUE COM 063671101 328,960 5,149,230 SH SOLE 5,149,230 BANK NOVA SCOTIA HALIFAX COM 064149107 658,716 10,888,942 SH SOLE 10,888,942 BANK OF AMERICA CORPORATION COM 060505104 8,550 776,566 SH SOLE 776,566 BANK OF NEW YORK MELLON CORP COM 064058100 12,064 468,379 SH SOLE 468,379 BANKUNITED INC COM 06652K103 170 6,383 SH SOLE 6,383 BARD C R INC COM 067383109 200 1,812 SH SOLE 1,812 BARRICK GOLD CORP COM 067901108 353,402 7,753,866 SH SOLE 7,753,866 BAXTER INTL INC COM 071813109 8,514 141,683 SH SOLE 141,683 BAYTEX ENERGY CORP COM 07317Q105 47,135 859,147 SH SOLE 859,147 BB&T CORP COM 054937107 98 3,640 SH SOLE 3,640 BCE INC COM NEW 05534B760 259,170 6,579,169 SH SOLE 6,579,169 BECTON DICKINSON & CO COM 075887109 20,682 238,890 SH SOLE 238,890 BED BATH & BEYOND INC COM 075896100 6,864 117,038 SH SOLE 117,038 BERKLEY W R CORP COM 084423102 306 9,400 SH SOLE 9,400 BEST BUY INC COM 086516101 7,350 232,915 SH SOLE 232,915 BHP BILLITON LTD SPONSORED ADR 088606108 846 8,900 SH SOLE 8,900 BIG LOTS INC COM 089302103 7,925 237,934 SH SOLE 237,934 BIO RAD LABS INC CL A 090572207 420 3,500 SH SOLE 3,500 BIOGEN IDEC INC COM 09062X103 16,220 150,993 SH SOLE 150,993 BIOMARIN PHARMACEUTICAL INC COM 09061G101 820 30,000 SH SOLE 30,000 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,075 51,200 SH SOLE 51,200 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,432 86,100 SH SOLE 86,100 BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 35 742 SH SOLE 742 BMC SOFTWARE INC COM 055921100 6,723 122,317 SH SOLE 122,317 BOEING CO COM 097023105 10,526 141,722 SH SOLE 141,722 BORGWARNER INC COM 099724106 1,867 23,000 SH SOLE 23,000 BOSTON SCIENTIFIC CORP COM 101137107 547 78,800 SH SOLE 78,800 BP PLC SPONSORED ADR 055622104 13 300 SH SOLE 300 BRISTOL MYERS SQUIBB CO COM 110122108 10,840 372,753 SH SOLE 372,753 BROADCOM CORP CL A 111320107 6,458 191,081 SH SOLE 191,081 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1 134 SH SOLE 134 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 171,678 5,139,821 SH SOLE 5,139,821 BROOKFIELD OFFICE PPTYS INC COM 112900105 4,848 249,978 SH SOLE 249,978 BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 15 1,515 SH SOLE 1,515 BROWN FORMAN CORP CL B 115637209 4,915 65,500 SH SOLE 65,500 BUCKLE INC COM 118440106 1,579 36,800 SH SOLE 36,800 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,527 31,900 SH SOLE 31,900 CADIZ INC COM NEW 127537207 87 8,000 SH SOLE 8,000 CAE INC COM 124765108 572 42,214 SH SOLE 42,214 CAMECO CORP COM 13321L108 67,360 2,542,539 SH SOLE 2,542,539 CANADIAN NAT RES LTD COM 136385101 366,007 8,698,173 SH SOLE 8,698,173 CANADIAN NATL RY CO COM 136375102 340,917 4,244,104 SH SOLE 4,244,104 CANADIAN PAC RY LTD COM 13645T100 84,288 1,345,484 SH SOLE 1,345,484 CAPITAL ONE FINL CORP COM 14040H105 6,750 130,036 SH SOLE 130,036 CAPSTONE TURBINE CORP COM 14067D102 28 18,000 SH SOLE 18,000 CARBO CERAMICS INC COM 140781105 3,045 18,600 SH SOLE 18,600 CARDIOME PHARMA CORP COM NEW 14159U202 1,315 297,820 SH SOLE 297,820 CATALYST HEALTH SOLUTIONS IN COM 14888B103 695 12,400 SH SOLE 12,400 CATERPILLAR INC DEL COM 149123101 9,231 86,300 SH SOLE 86,300 CATHAY GENERAL BANCORP COM 149150104 1,972 119,800 SH SOLE 119,800 CB RICHARD ELLIS GROUP INC CL A 12497T101 6,350 251,700 SH SOLE 251,700 CBS CORP NEW CL B 124857202 6,724 234,900 SH SOLE 234,900 CDN IMPERIAL BK OF COMMERCE COM 136069101 430,339 5,426,185 SH SOLE 5,426,185 CELESTICA INC SUB VTG SHS 15101Q108 611 69,388 SH SOLE 69,388 CELGENE CORP COM 151020104 7,728 127,539 SH SOLE 127,539 CENOVUS ENERGY INC COM 15135U109 279,852 7,384,924 SH SOLE 7,384,924 CENTRAL FD CDA LTD CL A 153501101 64,516 3,157,744 SH SOLE 3,157,744 CENTURYLINK INC COM 156700106 4,720 116,208 SH SOLE 116,208 CERNER CORP COM 156782104 8,528 138,894 SH SOLE 138,894 CF INDS HLDGS INC COM 125269100 1,015 7,131 SH SOLE 7,131 CHESAPEAKE ENERGY CORP COM 165167107 12,594 422,211 SH SOLE 422,211 CHEVRON CORP NEW COM 166764100 45,893 444,380 SH SOLE 444,380 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 2,935 75,100 SH SOLE 75,100 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5 99 SH SOLE 99 CHIPOTLE MEXICAN GRILL INC COM 169656105 4,249 13,725 SH SOLE 13,725 CHUBB CORP COM 171232101 21,183 336,395 SH SOLE 336,395 CIMAREX ENERGY CO COM 171798101 1,618 17,900 SH SOLE 17,900 CISCO SYS INC COM 17275R102 31,075 1,981,387 SH SOLE 1,981,387 CIT GROUP INC COM NEW 125581801 1,916 43,330 SH SOLE 43,330 CITIGROUP INC COM NEW 172967424 29 700 SH SOLE 700 CITRIX SYS INC COM 177376100 3,151 39,200 SH SOLE 39,200 CLIFFS NATURAL RESOURCES INC COM 18683K101 3,825 41,175 SH SOLE 41,175 CME GROUP INC COM 12572Q105 1,056 3,603 SH SOLE 3,603 COACH INC COM 189754104 14,420 224,508 SH SOLE 224,508 COCA COLA CO COM 191216100 20,935 309,657 SH SOLE 309,657 COCA COLA ENTERPRISES INC NE COM 19122T109 6,089 207,700 SH SOLE 207,700 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 15,171 205,892 SH SOLE 205,892 COLGATE PALMOLIVE CO COM 194162103 29,621 337,292 SH SOLE 337,292 COMCAST CORP NEW CL A 20030N101 3,331 130,869 SH SOLE 130,869 COMERICA INC COM 200340107 19,847 570,829 SH SOLE 570,829 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 446 21,530 SH SOLE 21,530 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,427 37,389 SH SOLE 37,389 COMPUTER SCIENCES CORP COM 205363104 16,360 428,481 SH SOLE 428,481 COMPUWARE CORP COM 205638109 6,459 658,745 SH SOLE 658,745 CONCHO RES INC COM 20605P101 5,430 58,845 SH SOLE 58,845 CONOCOPHILLIPS COM 20825C104 34,028 450,552 SH SOLE 450,552 CONSOLIDATED EDISON INC COM 209115104 12 225 SH SOLE 225 CONSTANT CONTACT INC COM 210313102 1,474 57,800 SH SOLE 57,800 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 16,299 277,031 SH SOLE 277,031 CORNING INC COM 219350105 8,575 470,278 SH SOLE 470,278 COSTCO WHSL CORP NEW COM 22160K105 8,259 101,187 SH SOLE 101,187 COTT CORP QUE COM 22163N106 15,265 1,811,518 SH SOLE 1,811,518 COURIER CORP COM 222660102 140 12,557 SH SOLE 12,557 COVANCE INC COM 222816100 4,507 75,311 SH SOLE 75,311 CPFL ENERGIA S A SPONSORED ADR 126153105 101 1,151 SH SOLE 1,151 CRANE CO COM 224399105 7,690 154,912 SH SOLE 154,912 CSS INDS INC COM 125906107 350 16,620 SH SOLE 16,620 CSX CORP COM 126408103 445 16,900 SH SOLE 16,900 CVS CAREMARK CORPORATION COM 126650100 30,011 795,305 SH SOLE 795,305 DAKTRONICS INC COM 234264109 1,304 120,300 SH SOLE 120,300 DANAHER CORP DEL COM 235851102 12,330 231,586 SH SOLE 231,586 DAVITA INC COM 23918K108 1,853 21,300 SH SOLE 21,300 DEERE & CO COM 244199105 12,389 149,547 SH SOLE 149,547 DELL INC COM 24702R101 1,612 96,299 SH SOLE 96,299 DELTA AIR LINES INC DEL COM NEW 247361702 165 18,043 SH SOLE 18,043 DENISON MINES CORP COM 248356107 78 40,068 SH SOLE 40,068 DESCARTES SYS GROUP INC COM 249906108 738 102,300 SH SOLE 102,300 DEVRY INC DEL COM 251893103 12,778 215,095 SH SOLE 215,095 DIAMOND FOODS INC COM 252603105 3,766 49,097 SH SOLE 49,097 DIAMOND OFFSHORE DRILLING IN COM 25271C102 6,255 88,410 SH SOLE 88,410 DICKS SPORTING GOODS INC COM 253393102 2,411 62,400 SH SOLE 62,400 DIRECTV COM CL A 25490A101 15,645 306,399 SH SOLE 306,399 DISCOVER FINL SVCS COM 254709108 13 500 SH SOLE 500 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 13,582 330,043 SH SOLE 330,043 DISNEY WALT CO COM DISNEY 254687106 9,713 247,628 SH SOLE 247,628 DOLLAR GEN CORP NEW COM 256677105 2,037 59,800 SH SOLE 59,800 DOLLAR TREE INC COM 256746108 35,218 527,400 SH SOLE 527,400 DONNELLEY R R & SONS CO COM 257867101 1,210 61,400 SH SOLE 61,400 DOVER CORP COM 260003108 7,605 111,654 SH SOLE 111,654 DR PEPPER SNAPPLE GROUP INC COM 26138E109 87 2,053 SH SOLE 2,053 DRESSER-RAND GROUP INC COM 261608103 9,893 182,939 SH SOLE 182,939 DST SYS INC DEL COM 233326107 26,534 499,593 SH SOLE 499,593 DU PONT E I DE NEMOURS & CO COM 263534109 18,489 340,449 SH SOLE 340,449 DUFF & PHELPS CORP NEW CL A 26433B107 6,885 533,932 SH SOLE 533,932 E M C CORP MASS COM 268648102 28,400 1,026,042 SH SOLE 1,026,042 EAST WEST BANCORP INC COM 27579R104 19,109 941,100 SH SOLE 941,100 EATON CORP COM 278058102 5,772 111,669 SH SOLE 111,669 EBAY INC COM 278642103 7,677 236,807 SH SOLE 236,807 ECOLAB INC COM 278865100 402 7,100 SH SOLE 7,100 EDWARDS LIFESCIENCES CORP COM 28176E108 1,147 13,100 SH SOLE 13,100 ELDORADO GOLD CORP NEW COM 284902103 48,764 3,290,955 SH SOLE 3,290,955 EMERSON ELEC CO COM 291011104 1,078 19,070 SH SOLE 19,070 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 95 1,651 SH SOLE 1,651 ENBRIDGE INC COM 29250N105 256,363 7,852,028 SH SOLE 7,852,028 ENCANA CORP COM 292505104 228,814 7,381,301 SH SOLE 7,381,301 ENDEAVOUR SILVER CORP COM 29258Y103 89 10,539 SH SOLE 10,539 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,711 42,400 SH SOLE 42,400 ENERPLUS CORP COM 292766102 867 27,336 SH SOLE 27,336 ENERSIS S A SPONSORED ADR 29274F104 91 3,948 SH SOLE 3,948 ENERSYS COM 29275Y102 1,238 35,800 SH SOLE 35,800 ENSCO PLC SPONSORED ADR 29358Q109 30,045 560,662 SH SOLE 560,662 ENTERGY CORP NEW COM 29364G103 73 1,048 SH SOLE 1,048 ENZON PHARMACEUTICALS INC COM 293904108 12,384 1,224,332 SH SOLE 1,224,332 EOG RES INC COM 26875P101 13,758 130,980 SH SOLE 130,980 EQUAL ENERGY LTD COM 29390Q109 998 147,745 SH SOLE 147,745 EXELON CORP COM 30161N101 33,006 765,815 SH SOLE 765,815 EXPRESS SCRIPTS INC COM 302182100 7,462 137,600 SH SOLE 137,600 EXTORRE GOLD MINES LTD COM 30227B109 16,778 1,297,906 SH SOLE 1,297,906 EXXON MOBIL CORP COM 30231G102 110,874 1,356,183 SH SOLE 1,356,183 F5 NETWORKS INC COM 315616102 9,302 83,977 SH SOLE 83,977 FAIR ISAAC CORP COM 303250104 20,551 676,110 SH SOLE 676,110 FAMILY DLR STORES INC COM 307000109 5,754 108,947 SH SOLE 108,947 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,498 17,500 SH SOLE 17,500 FEDEX CORP COM 31428X106 8,001 83,950 SH SOLE 83,950 FINISAR CORP COM NEW 31787A507 977 53,900 SH SOLE 53,900 FIRST CASH FINL SVCS INC COM 31942D107 2,105 49,900 SH SOLE 49,900 FIRST CTZNS BANCSHARES INC N CL A 31946M103 24,347 129,152 SH SOLE 129,152 FIRST MAJESTIC SILVER CORP COM 32076V103 830 44,691 SH SOLE 44,691 FIRST SOLAR INC COM 336433107 704 5,300 SH SOLE 5,300 FIRSTENERGY CORP COM 337932107 90 2,039 SH SOLE 2,039 FIRSTSERVICE CORP SUB VTG SH 33761N109 5,181 148,949 SH SOLE 148,949 FISERV INC COM 337738108 1,938 30,800 SH SOLE 30,800 FLOWSERVE CORP COM 34354P105 5,898 53,420 SH SOLE 53,420 FLUOR CORP NEW COM 343412102 4,112 63,315 SH SOLE 63,315 FMC TECHNOLOGIES INC COM 30249U101 6,678 148,400 SH SOLE 148,400 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2,178 69,700 SH SOLE 69,700 FORD MTR CO DEL COM PAR $0.01 345370860 8 600 SH SOLE 600 FOREST LABS INC COM 345838106 15,479 391,606 SH SOLE 391,606 FRANKLIN RES INC COM 354613101 16,008 121,357 SH SOLE 121,357 FREEPORT-MCMORAN COPPER & GO COM 35671D857 25,177 473,712 SH SOLE 473,712 FRESH MKT INC COM 35804H106 3,082 79,300 SH SOLE 79,300 GAMESTOP CORP NEW CL A 36467W109 192 7,156 SH SOLE 7,156 GAP INC DEL COM 364760108 4,956 272,515 SH SOLE 272,515 GENERAC HLDGS INC COM 368736104 6,172 316,253 SH SOLE 316,253 GENERAL DYNAMICS CORP COM 369550108 47,667 636,215 SH SOLE 636,215 GENERAL ELECTRIC CO COM 369604103 15,508 819,068 SH SOLE 819,068 GENERAL MLS INC COM 370334104 5,853 156,533 SH SOLE 156,533 GENERAL MTRS CO COM 37045V100 94 3,067 SH SOLE 3,067 GEOGLOBAL RESOURCES INC COM 37249T109 109 231,374 SH SOLE 231,374 GILDAN ACTIVEWEAR INC COM 375916103 47,213 1,334,482 SH SOLE 1,334,482 GILEAD SCIENCES INC COM 375558103 13,942 335,100 SH SOLE 335,100 GLOBAL PMTS INC COM 37940X102 7,413 144,337 SH SOLE 144,337 GLOBE SPECIALTY METALS INC COM 37954N206 615 27,300 SH SOLE 27,300 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,258 85,774 SH SOLE 85,774 GOLDCORP INC NEW COM 380956409 288,025 5,931,793 SH SOLE 5,931,793 GOLDEN STAR RES LTD CDA COM 38119T104 72 32,845 SH SOLE 32,845 GOLDMAN SACHS GROUP INC COM 38141G104 1,655 12,380 SH SOLE 12,380 GOOGLE INC CL A 38259P508 23,321 45,850 SH SOLE 45,850 GRACO INC COM 384109104 463 9,100 SH SOLE 9,100 GRAN TIERRA ENERGY INC COM 38500T101 891 134,710 SH SOLE 134,710 GREAT BASIN GOLD LTD COM 390124105 1,117 541,536 SH SOLE 541,536 GROUPE CGI INC CL A SUB VTG 39945C109 79,356 3,199,876 SH SOLE 3,199,876 HAEMONETICS CORP COM 405024100 1,125 17,400 SH SOLE 17,400 HALLIBURTON CO COM 406216101 23,301 454,747 SH SOLE 454,747 HANSEN NAT CORP COM 411310105 14,307 175,928 SH SOLE 175,928 HARLEY DAVIDSON INC COM 412822108 5,297 129,776 SH SOLE 129,776 HARMAN INTL INDS INC COM 413086109 4,930 107,794 SH SOLE 107,794 HARRIS CORP DEL COM 413875105 6,528 144,188 SH SOLE 144,188 HARRY WINSTON DIAMOND CORP COM 41587B100 873 52,304 SH SOLE 52,304 HARTFORD FINL SVCS GROUP INC COM 416515104 63 2,385 SH SOLE 2,385 HASBRO INC COM 418056107 181 4,101 SH SOLE 4,101 HESS CORP COM 42809H107 401 5,333 SH SOLE 5,333 HEWLETT PACKARD CO COM 428236103 17,580 480,713 SH SOLE 480,713 HILLENBRAND INC COM 431571108 14,340 603,668 SH SOLE 603,668 HOLLY CORP COM PAR $0.01 435758305 4,393 63,000 SH SOLE 63,000 HOLOGIC INC COM 436440101 677 33,400 SH SOLE 33,400 HOME DEPOT INC COM 437076102 7,534 206,780 SH SOLE 206,780 HONEYWELL INTL INC COM 438516106 6,599 110,237 SH SOLE 110,237 HSBC HLDGS PLC SPON ADR NEW 404280406 249 5,000 SH SOLE 5,000 HUDBAY MINERALS INC COM 443628102 22,476 1,498,300 SH SOLE 1,498,300 HUMAN GENOME SCIENCES INC COM 444903108 4,660 189,000 SH SOLE 189,000 IAMGOLD CORP COM 450913108 20,271 1,073,946 SH SOLE 1,073,946 ICICI BK LTD ADR 45104G104 502 10,135 SH SOLE 10,135 ICON PUB LTD CO SPONSORED ADR 45103T107 2,356 99,372 SH SOLE 99,372 IDEXX LABS INC COM 45168D104 2,541 32,600 SH SOLE 32,600 IHS INC CL A 451734107 3,269 39,007 SH SOLE 39,007 IMAGE SENSING SYS INC COM 45244C104 1,271 111,900 SH SOLE 111,900 IMMUCOR INC COM 452526106 10,834 526,926 SH SOLE 526,926 IMPERIAL OIL LTD COM NEW 453038408 125,519 2,682,897 SH SOLE 2,682,897 INFORMATICA CORP COM 45666Q102 1,392 23,700 SH SOLE 23,700 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1,607 24,520 SH SOLE 24,520 INTEL CORP COM 458140100 48,928 2,200,376 SH SOLE 2,200,376 INTERCONTINENTALEXCHANGE INC COM 45865V100 230 1,836 SH SOLE 1,836 INTERNATIONAL BUSINESS MACHS COM 459200101 35,903 208,311 SH SOLE 208,311 INTUITIVE SURGICAL INC COM NEW 46120E602 215 574 SH SOLE 574 IRON MTN INC COM 462846106 880 25,700 SH SOLE 25,700 ISHARES INC MSCI CDA INDEX 464286509 417 13,091 SH SOLE 13,091 ISHARES INC MSCI PAC J IDX 464286665 2,056 42,950 SH SOLE 42,950 ISHARES INC MSCI SINGAPORE 464286673 27 2,002 SH SOLE 2,002 ISHARES INC MSCI MALAYSIA 464286830 49 3,188 SH SOLE 3,188 ISHARES INC MSCI HONG KONG 464286871 26 1,415 SH SOLE 1,415 ISHARES TR S&P 500 INDEX 464287200 15 115 SH SOLE 115 ISHARES TR MSCI EAFE INDEX 464287465 8,772 145,233 SH SOLE 145,233 ISHARES TR S&P MIDCAP 400 464287507 22,242 226,600 SH SOLE 226,600 ISHARES TR RUSSELL 2000 464287655 4,812 58,100 SH SOLE 58,100 ISHARES TR MSCI ACWI INDX 464288257 14,782 304,929 SH SOLE 304,929 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 243 10,277 SH SOLE 10,277 ITC HLDGS CORP COM 465685105 14,393 199,600 SH SOLE 199,600 ITRON INC COM 465741106 10,574 218,615 SH SOLE 218,615 IVANHOE ENERGY INC COM 465790103 68 35,829 SH SOLE 35,829 IVANHOE MINES LTD COM 46579N103 22,052 868,721 SH SOLE 868,721 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 14 2,500 SH SOLE 2,500 JABIL CIRCUIT INC COM 466313103 6,817 335,900 SH SOLE 335,900 JAGUAR MNG INC COM 47009M103 52 10,718 SH SOLE 10,718 JAKKS PAC INC COM 47012E106 402 21,706 SH SOLE 21,706 JDA SOFTWARE GROUP INC COM 46612K108 - 10 SH SOLE 10 JDS UNIPHASE CORP COM PAR $0.001 46612J507 4,279 255,606 SH SOLE 255,606 JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,684 87,168 SH SOLE 87,168 JOHNSON & JOHNSON COM 478160104 96,873 1,448,863 SH SOLE 1,448,863 JOY GLOBAL INC COM 481165108 8,976 93,800 SH SOLE 93,800 JPMORGAN CHASE & CO COM 46625H100 23,522 571,878 SH SOLE 571,878 JUNIPER NETWORKS INC COM 48203R104 172 5,426 SH SOLE 5,426 KBR INC COM 48242W106 47 1,239 SH SOLE 1,239 KEEGAN RES INC COM 487275109 1,501 192,732 SH SOLE 192,732 KELLOGG CO COM 487836108 9,987 179,177 SH SOLE 179,177 KEYCORP NEW COM 493267108 35,812 4,277,353 SH SOLE 4,277,353 KIMBERLY CLARK CORP COM 494368103 43,609 651,668 SH SOLE 651,668 KINROSS GOLD CORP COM NO PAR 496902404 48,756 3,074,709 SH SOLE 3,074,709 KLA-TENCOR CORP COM 482480100 5,795 142,485 SH SOLE 142,485 KOHLS CORP COM 500255104 2,854 56,800 SH SOLE 56,800 KRAFT FOODS INC CL A 50075N104 11,936 337,201 SH SOLE 337,201 KROGER CO COM 501044101 28,012 1,122,771 SH SOLE 1,122,771 K-SWISS INC CL A 482686102 156 14,610 SH SOLE 14,610 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,809 43,356 SH SOLE 43,356 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,413 24,820 SH SOLE 24,820 LAUDER ESTEE COS INC CL A 518439104 6,652 62,948 SH SOLE 62,948 LEGG MASON INC COM 524901105 929 28,240 SH SOLE 28,240 LEXMARK INTL NEW CL A 529771107 25,755 875,303 SH SOLE 875,303 LIFE TECHNOLOGIES CORP COM 53217V109 10,879 207,465 SH SOLE 207,465 LILLY ELI & CO COM 532457108 9,284 246,208 SH SOLE 246,208 LIMITED BRANDS INC COM 532716107 10,671 276,232 SH SOLE 276,232 LINCOLN NATL CORP IND COM 534187109 3,709 129,618 SH SOLE 129,618 LOCKHEED MARTIN CORP COM 539830109 13,141 161,347 SH SOLE 161,347 LORILLARD INC COM 544147101 21,155 193,199 SH SOLE 193,199 LOWES COS INC COM 548661107 24,385 1,040,156 SH SOLE 1,040,156 LSI CORPORATION COM 502161102 - 52 SH SOLE 52 LULULEMON ATHLETICA INC COM 550021109 4,576 40,736 SH SOLE 40,736 M & T BK CORP COM 55261F104 107 1,210 SH SOLE 1,210 MACYS INC COM 55616P104 8,204 279,282 SH SOLE 279,282 MAGNA INTL INC COM 559222401 260,012 4,787,934 SH SOLE 4,787,934 MANULIFE FINL CORP COM 56501R106 339,914 19,121,693 SH SOLE 19,121,693 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 36 920 SH SOLE 920 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 353 6,559 SH SOLE 6,559 MASTERCARD INC CL A 57636Q104 8,671 28,640 SH SOLE 28,640 MCDONALDS CORP COM 580135101 19,959 235,600 SH SOLE 235,600 MCGRAW HILL COS INC COM 580645109 18,003 427,111 SH SOLE 427,111 MEDASSETS INC COM 584045108 2,334 174,010 SH SOLE 174,010 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,759 83,546 SH SOLE 83,546 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,473 38,400 SH SOLE 38,400 MEDTRONIC INC COM 585055106 36,473 941,819 SH SOLE 941,819 MERCADOLIBRE INC COM 58733R102 4,417 55,400 SH SOLE 55,400 MERCK & CO INC NEW COM 58933Y105 26,665 751,550 SH SOLE 751,550 METHANEX CORP COM 59151K108 82,491 2,617,895 SH SOLE 2,617,895 METLIFE INC COM 59156R108 13,685 310,412 SH SOLE 310,412 METROPCS COMMUNICATIONS INC COM 591708102 615 35,600 SH SOLE 35,600 MI DEVS INC CL A SUB VTG 55304X104 18,212 594,627 SH SOLE 594,627 MICRON TECHNOLOGY INC COM 595112103 8 1,000 SH SOLE 1,000 MICROSOFT CORP COM 594918104 95,938 3,672,355 SH SOLE 3,672,355 MICROSTRATEGY INC CL A NEW 594972408 1,095 6,700 SH SOLE 6,700 MIDDLEBY CORP COM 596278101 444 4,700 SH SOLE 4,700 MILLER HERMAN INC COM 600544100 2,177 79,600 SH SOLE 79,600 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,584 56,200 SH SOLE 56,200 MINEFINDERS LTD COM 602900102 1,075 82,549 SH SOLE 82,549 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 199 10,400 SH SOLE 10,400 MOLSON COORS BREWING CO CL B 60871R209 332 7,396 SH SOLE 7,396 MONRO MUFFLER BRAKE INC COM 610236101 1,877 50,100 SH SOLE 50,100 MONSANTO CO NEW COM 61166W101 7,953 109,132 SH SOLE 109,132 MOODYS CORP COM 615369105 994 25,800 SH SOLE 25,800 MORGAN STANLEY COM NEW 617446448 23 1,000 SH SOLE 1,000 MORGAN STANLEY EM MKTS DM DE COM 617477104 29 1,650 SH SOLE 1,650 MOSAIC CO NEW COM 61945C103 7,613 111,880 SH SOLE 111,880 MOTOROLA MOBILITY HLDGS INC COM 620097105 - 12 SH SOLE 12 MOTOROLA SOLUTIONS INC COM NEW 620076307 1 14 SH SOLE 14 MOVADO GROUP INC COM 624580106 290 16,818 SH SOLE 16,818 MURPHY OIL CORP COM 626717102 6,977 105,786 SH SOLE 105,786 NASDAQ OMX GROUP INC COM 631103108 12,640 497,300 SH SOLE 497,300 NATIONAL INSTRS CORP COM 636518102 1,922 64,450 SH SOLE 64,450 NATIONAL OILWELL VARCO INC COM 637071101 6,879 87,544 SH SOLE 87,544 NCR CORP NEW COM 62886E108 20,568 1,082,034 SH SOLE 1,082,034 NEOGEN CORP COM 640491106 656 14,450 SH SOLE 14,450 NETAPP INC COM 64110D104 4,161 78,456 SH SOLE 78,456 NETFLIX INC COM 64110L106 10,696 40,524 SH SOLE 40,524 NETLOGIC MICROSYSTEMS INC COM 64118B100 27,871 686,300 SH SOLE 686,300 NEUSTAR INC CL A 64126X201 7,949 301,007 SH SOLE 301,007 NEVSUN RES LTD COM 64156L101 153 25,054 SH SOLE 25,054 NEW GOLD INC CDA COM 644535106 40,557 3,916,144 SH SOLE 3,916,144 NEWMONT MINING CORP COM 651639106 4,329 79,834 SH SOLE 79,834 NEWS CORP CL A 65248E104 198 11,147 SH SOLE 11,147 NEXEN INC COM 65334H102 42,673 1,885,356 SH SOLE 1,885,356 NEXTERA ENERGY INC COM 65339F101 3,467 60,071 SH SOLE 60,071 NII HLDGS INC CL B NEW 62913F201 12,289 288,304 SH SOLE 288,304 NIKE INC CL B 654106103 37,775 417,622 SH SOLE 417,622 NOKIA CORP SPONSORED ADR 654902204 13 2,000 SH SOLE 2,000 NORDION INC COM 65563C105 90 8,181 SH SOLE 8,181 NORDSON CORP COM 655663102 1,603 29,100 SH SOLE 29,100 NORTH AMERN PALLADIUM LTD COM 656912102 70 16,706 SH SOLE 16,706 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 99 9,764 SH SOLE 9,764 NORTHERN TR CORP COM 665859104 2,850 61,700 SH SOLE 61,700 NORTHGATE MINERALS CORP COM 666416102 97 37,084 SH SOLE 37,084 NOVABAY PHARMACEUTICALS INC COM 66987P102 264 245,296 SH SOLE 245,296 NOVAGOLD RES INC COM NEW 66987E206 209 22,534 SH SOLE 22,534 NOVARTIS A G SPONSORED ADR 66987V109 246 4,000 SH SOLE 4,000 NU SKIN ENTERPRISES INC CL A 67018T105 2,335 61,900 SH SOLE 61,900 OCCIDENTAL PETE CORP DEL COM 674599105 39,996 382,397 SH SOLE 382,397 OCH ZIFF CAP MGMT GROUP CL A 67551U105 3,130 224,876 SH SOLE 224,876 OLD DOMINION FGHT LINES INC COM 679580100 2,286 61,000 SH SOLE 61,000 OMNICOM GROUP INC COM 681919106 34,551 713,976 SH SOLE 713,976 OMNIVISION TECHNOLOGIES INC COM 682128103 5,574 159,400 SH SOLE 159,400 OPEN TEXT CORP COM 683715106 69,250 1,076,193 SH SOLE 1,076,193 OPENTABLE INC COM 68372A104 1,503 18,000 SH SOLE 18,000 ORACLE CORP COM 68389X105 61,565 1,861,516 SH SOLE 1,861,516 OSHKOSH CORP COM 688239201 42,110 1,446,761 SH SOLE 1,446,761 OWENS ILL INC COM NEW 690768403 51,230 1,975,391 SH SOLE 1,975,391 OXIGENE INC COM NEW 691828305 - 150 SH SOLE 150 PACKAGING CORP AMER COM 695156109 13,231 470,500 SH SOLE 470,500 PAN AMERICAN SILVER CORP COM 697900108 426 13,700 SH SOLE 13,700 PARKER HANNIFIN CORP COM 701094104 6,776 75,155 SH SOLE 75,155 PAYCHEX INC COM 704326107 5,753 186,400 SH SOLE 186,400 PEABODY ENERGY CORP COM 704549104 5,925 100,114 SH SOLE 100,114 PENGROWTH ENERGY CORP COM 70706P104 66,607 5,268,057 SH SOLE 5,268,057 PENN WEST PETE LTD NEW COM 707887105 77,375 3,337,792 SH SOLE 3,337,792 PEOPLES UNITED FINANCIAL INC COM 712704105 27,952 2,067,379 SH SOLE 2,067,379 PEPSICO INC COM 713448108 66,027 932,733 SH SOLE 932,733 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 1,267 67,300 SH SOLE 67,300 PERKINELMER INC COM 714046109 1,056 39,071 SH SOLE 39,071 PETROCHINA CO LTD SPONSORED ADR 71646E100 293 2,000 SH SOLE 2,000 PETROHAWK ENERGY CORP COM 716495106 5,741 231,600 SH SOLE 231,600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,189 152,639 SH SOLE 152,639 PFIZER INC COM 717081103 78,948 3,812,032 SH SOLE 3,812,032 PG&E CORP COM 69331C108 94 2,215 SH SOLE 2,215 PHARMACEUTICAL PROD DEV INC COM 717124101 62,599 2,319,442 SH SOLE 2,319,442 PHILIP MORRIS INTL INC COM 718172109 237 3,530 SH SOLE 3,530 PIMCO HIGH INCOME FD COM SHS 722014107 48 3,500 SH SOLE 3,500 PLUM CREEK TIMBER CO INC COM 729251108 680 16,700 SH SOLE 16,700 PNC FINL SVCS GROUP INC COM 693475105 8,209 137,088 SH SOLE 137,088 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 2,394 28,100 SH SOLE 28,100 POTASH CORP SASK INC COM 73755L107 316,941 5,527,122 SH SOLE 5,527,122 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 11,466 201,200 SH SOLE 201,200 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 15 470 SH SOLE 470 POWERWAVE TECHNOLOGIES INC COM 739363109 3 900 SH SOLE 900 PPG INDS INC COM 693506107 6,889 75,520 SH SOLE 75,520 PRECISION CASTPARTS CORP COM 740189105 9,736 58,859 SH SOLE 58,859 PRECISION DRILLING CORP COM 2010 74022D308 109,210 7,577,427 SH SOLE 7,577,427 PRICE T ROWE GROUP INC COM 74144T108 11,193 184,633 SH SOLE 184,633 PRICELINE COM INC COM NEW 741503403 875 1,700 SH SOLE 1,700 PRIMERICA INC COM 74164M108 3,005 136,146 SH SOLE 136,146 PROCTER & GAMBLE CO COM 742718109 15,340 240,391 SH SOLE 240,391 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 29,729 1,188,783 SH SOLE 1,188,783 PROSHARES TR PSHS ULTRA QQQ 74347R206 12 134 SH SOLE 134 PROSHARES TR PSHS ULSHT SP500 74347R883 18 887 SH SOLE 887 PROVIDENT ENERGY LTD NEW COM 74386V100 307 34,218 SH SOLE 34,218 PRUDENTIAL FINL INC COM 744320102 8,009 125,361 SH SOLE 125,361 PUBLIC SVC ENTERPRISE GROUP COM 744573106 165 5,019 SH SOLE 5,019 QEP RES INC COM 74733V100 79 1,880 SH SOLE 1,880 QLOGIC CORP COM 747277101 6,066 379,275 SH SOLE 379,275 QUALCOMM INC COM 747525103 31,351 549,491 SH SOLE 549,491 QUALITY SYS INC COM 747582104 1,175 13,400 SH SOLE 13,400 QUEST DIAGNOSTICS INC COM 74834L100 6,473 109,000 SH SOLE 109,000 RANDGOLD RES LTD ADR 752344309 1,549 18,347 SH SOLE 18,347 RAYONIER INC COM 754907103 1,504 22,900 SH SOLE 22,900 REGAL ENTMT GROUP CL A 758766109 6 451 SH SOLE 451 RENREN INC SPONSORED ADR 759892102 66 7,500 SH SOLE 7,500 REPUBLIC SVCS INC COM 760759100 6,223 200,056 SH SOLE 200,056 RESEARCH IN MOTION LTD COM 760975102 42,446 1,462,549 SH SOLE 1,462,549 RESMED INC COM 761152107 780 25,100 SH SOLE 25,100 RIMAGE CORP COM 766721104 274 20,241 SH SOLE 20,241 RITCHIE BROS AUCTIONEERS COM 767744105 30,262 1,096,800 SH SOLE 1,096,800 RIVERBED TECHNOLOGY INC COM 768573107 2,438 61,300 SH SOLE 61,300 ROBERT HALF INTL INC COM 770323103 4,465 165,091 SH SOLE 165,091 ROCKWELL AUTOMATION INC COM 773903109 3,592 41,200 SH SOLE 41,200 ROGERS COMMUNICATIONS INC CL B 775109200 264,288 6,647,332 SH SOLE 6,647,332 ROMA FINANCIAL CORP COM 77581P109 5,093 481,589 SH SOLE 481,589 ROSS STORES INC COM 778296103 6,182 76,798 SH SOLE 76,798 ROVI CORP COM 779376102 2,772 48,100 SH SOLE 48,100 ROYAL BK CDA MONTREAL QUE COM 780087102 797,863 13,904,086 SH SOLE 13,904,086 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 286 4,000 SH SOLE 4,000 RUBICON MINERALS CORP COM 780911103 79 22,054 SH SOLE 22,054 RYANAIR HLDGS PLC SPONSORED ADR 783513104 1,657 56,200 SH SOLE 56,200 SAFEWAY INC COM NEW 786514208 6,068 258,045 SH SOLE 258,045 SALESFORCE COM INC COM 79466L302 8,301 55,463 SH SOLE 55,463 SANDERSON FARMS INC COM 800013104 19,994 416,131 SH SOLE 416,131 SANDISK CORP COM 80004C101 6,599 158,264 SH SOLE 158,264 SASOL LTD SPONSORED ADR 803866300 38,970 733,140 SH SOLE 733,140 SCHEIN HENRY INC COM 806407102 9,124 126,755 SH SOLE 126,755 SCHLUMBERGER LTD COM 806857108 2,856 32,900 SH SOLE 32,900 SCHWAB CHARLES CORP NEW COM 808513105 18,952 1,146,197 SH SOLE 1,146,197 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 78 1,590 SH SOLE 1,590 SEACOR HOLDINGS INC COM 811904101 27,856 277,330 SH SOLE 277,330 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 6 158 SH SOLE 158 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 22,995 1,487,056 SH SOLE 1,487,056 SEQUENOM INC COM NEW 817337405 2 233 SH SOLE 233 SHAW COMMUNICATIONS INC CL B CONV 82028K200 129,065 5,635,138 SH SOLE 5,635,138 SHERWIN WILLIAMS CO COM 824348106 7,323 86,920 SH SOLE 86,920 SHIRE PLC SPONSORED ADR 82481R106 2,291 24,200 SH SOLE 24,200 SIGMA DESIGNS INC COM 826565103 1,490 193,209 SH SOLE 193,209 SIGNATURE BK NEW YORK N Y COM 82669G104 1,224 21,300 SH SOLE 21,300 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 79 13,084 SH SOLE 13,084 SILVER STD RES INC COM 82823L106 274 10,201 SH SOLE 10,201 SILVER WHEATON CORP COM 828336107 26,082 786,739 SH SOLE 786,739 SILVERCORP METALS INC COM 82835P103 210 22,235 SH SOLE 22,235 SIRIUS XM RADIO INC COM 82967N108 9,443 4,291,900 SH SOLE 4,291,900 SKYWORKS SOLUTIONS INC COM 83088M102 2,086 90,349 SH SOLE 90,349 SL GREEN RLTY CORP COM 78440X101 8,168 98,100 SH SOLE 98,100 SMUCKER J M CO COM NEW 832696405 13,333 173,384 SH SOLE 173,384 SOLERA HOLDINGS INC COM 83421A104 428 7,200 SH SOLE 7,200 SOLITARIO EXPL & RTY CORP COM 8342EP107 832 295,701 SH SOLE 295,701 SOLUTIA INC *W EXP 02/27/201 834376147 - 4 SH SOLE 4 SOUTHERN CO COM 842587107 125 3,075 SH SOLE 3,075 SOUTHWESTERN ENERGY CO COM 845467109 3,001 69,660 SH SOLE 69,660 SPDR GOLD TRUST GOLD SHS 78463V107 20 135 SH SOLE 135 SPDR S&P 500 ETF TR TR UNIT 78462F103 121,718 919,908 SH SOLE 919,908 SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 2,674 110,924 SH SOLE 110,924 SPECTRA ENERGY CORP COM 847560109 508 18,427 SH SOLE 18,427 SPREADTRUM COMMUNICATIONS IN ADR 849415203 1,552 100,000 SH SOLE 100,000 SPRINT NEXTEL CORP COM SER 1 852061100 6,275 1,167,529 SH SOLE 1,167,529 SPROTT RESOURCE LENDING CORP COM 85207J100 767 438,365 SH SOLE 438,365 ST JUDE MED INC COM 790849103 13,367 279,027 SH SOLE 279,027 STANTEC INC COM 85472N109 41,509 1,423,989 SH SOLE 1,423,989 STATE STR CORP COM 857477103 6,311 139,317 SH SOLE 139,317 STEEL DYNAMICS INC COM 858119100 1,019 62,400 SH SOLE 62,400 STEPAN CO COM 858586100 5,600 78,814 SH SOLE 78,814 STERICYCLE INC COM 858912108 9,035 100,900 SH SOLE 100,900 STERIS CORP COM 859152100 43,719 1,242,612 SH SOLE 1,242,612 STMICROELECTRONICS N V NY REGISTRY 861012102 250 25,000 SH SOLE 25,000 STRYKER CORP COM 863667101 10,262 173,901 SH SOLE 173,901 SUN LIFE FINL INC COM 866796105 172,385 5,701,036 SH SOLE 5,701,036 SUNCOR ENERGY INC NEW COM 867224107 523,190 13,298,147 SH SOLE 13,298,147 SUNOPTA INC COM 8676EP108 3,356 469,918 SH SOLE 469,918 SUPERVALU INC COM 868536103 2,677 283,100 SH SOLE 283,100 SXC HEALTH SOLUTIONS CORP COM 78505P100 32,615 549,594 SH SOLE 549,594 SYMANTEC CORP COM 871503108 24,278 1,225,019 SH SOLE 1,225,019 SYSCO CORP COM 871829107 53,109 1,693,136 SH SOLE 1,693,136 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 38,694 3,054,038 SH SOLE 3,054,038 TALISMAN ENERGY INC COM 87425E103 161,150 7,813,056 SH SOLE 7,813,056 TARGET CORP COM 87612E106 36,534 774,509 SH SOLE 774,509 TASEKO MINES LTD COM 876511106 121 24,033 SH SOLE 24,033 TATA MTRS LTD SPONSORED ADR 876568502 402 17,750 SH SOLE 17,750 TD AMERITRADE HLDG CORP COM 87236Y108 3,071 156,677 SH SOLE 156,677 TECHNE CORP COM 878377100 2,797 33,400 SH SOLE 33,400 TECK RESOURCES LTD CL B 878742204 209,336 4,102,846 SH SOLE 4,102,846 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 27 1,700 SH SOLE 1,700 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 182 6,089 SH SOLE 6,089 TELUS CORP NON-VTG SHS 87971M202 171,893 3,249,686 SH SOLE 3,249,686 TERADATA CORP DEL COM 88076W103 5,930 98,056 SH SOLE 98,056 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 17,799 367,380 SH SOLE 367,380 TEXAS INSTRS INC COM 882508104 11,671 353,851 SH SOLE 353,851 THERMO FISHER SCIENTIFIC INC COM 883556102 9,353 144,469 SH SOLE 144,469 THL CR INC COM 872438106 12,524 965,602 SH SOLE 965,602 THOMPSON CREEK METALS CO INC COM 884768102 1,249 124,620 SH SOLE 124,620 THOMSON REUTERS CORP COM 884903105 228,192 6,051,227 SH SOLE 6,051,227 TIBCO SOFTWARE INC COM 88632Q103 2,116 72,600 SH SOLE 72,600 TIDEWATER INC COM 886423102 8,193 151,308 SH SOLE 151,308 TIFFANY & CO NEW COM 886547108 12,244 155,227 SH SOLE 155,227 TIM HORTONS INC COM 88706M103 193,955 3,954,935 SH SOLE 3,954,935 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 4,489 90,800 SH SOLE 90,800 TIME WARNER CABLE INC COM 88732J207 162 2,068 SH SOLE 2,068 TIME WARNER INC COM NEW 887317303 8 225 SH SOLE 225 TJX COS INC NEW COM 872540109 7,540 142,885 SH SOLE 142,885 TORCHMARK CORP COM 891027104 6,436 99,855 SH SOLE 99,855 TORONTO DOMINION BK ONT COM NEW 891160509 878,173 10,308,722 SH SOLE 10,308,722 TORTOISE ENERGY INFRSTRCTR C COM 89147L100 11 286 SH SOLE 286 TOTAL S A SPONSORED ADR 89151E109 291 5,000 SH SOLE 5,000 TRACTOR SUPPLY CO COM 892356106 6,055 90,100 SH SOLE 90,100 TRANSALTA CORP COM 89346D107 64,099 2,989,495 SH SOLE 2,989,495 TRANSCANADA CORP COM 89353D107 229,413 5,205,077 SH SOLE 5,205,077 TRANSCEND SERVICES INC COM NEW 893929208 5,024 170,148 SH SOLE 170,148 TRANSGLOBE ENERGY CORP COM 893662106 992 86,562 SH SOLE 86,562 TRAVELERS COMPANIES INC COM 89417E109 11,855 201,871 SH SOLE 201,871 TRIANGLE PETE CORP COM NEW 89600B201 255 39,250 SH SOLE 39,250 TTM TECHNOLOGIES INC COM 87305R109 1,616 100,400 SH SOLE 100,400 TYSON FOODS INC CL A 902494103 7,002 358,906 SH SOLE 358,906 U S G CORP COM NEW 903293405 98 6,800 SH SOLE 6,800 ULTRA PETROLEUM CORP COM 903914109 3,988 86,663 SH SOLE 86,663 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 194 10,647 SH SOLE 10,647 UNDER ARMOUR INC CL A 904311107 2,447 31,500 SH SOLE 31,500 UNION PAC CORP COM 907818108 15,210 145,019 SH SOLE 145,019 UNITED STATES STL CORP NEW COM 912909108 130 2,801 SH SOLE 2,801 UNITED TECHNOLOGIES CORP COM 913017109 12,582 141,500 SH SOLE 141,500 UNITED THERAPEUTICS CORP DEL COM 91307C102 15,921 287,600 SH SOLE 287,600 UNITEDHEALTH GROUP INC COM 91324P102 57,252 1,103,561 SH SOLE 1,103,561 UNUM GROUP COM 91529Y106 21,830 851,536 SH SOLE 851,536 URBAN OUTFITTERS INC COM 917047102 2,443 86,373 SH SOLE 86,373 URS CORP NEW COM 903236107 3,102 69,111 SH SOLE 69,111 US BANCORP DEL COM NEW 902973304 1,628 63,515 SH SOLE 63,515 USA MOBILITY INC COM 90341G103 92 6,068 SH SOLE 6,068 V F CORP COM 918204108 273 2,500 SH SOLE 2,500 VALE S A ADR 91912E105 433 13,500 SH SOLE 13,500 VALEANT PHARMACEUTICALS INTL COM 91911K102 125,485 2,402,880 SH SOLE 2,402,880 VALERO ENERGY CORP NEW COM 91913Y100 9,935 386,718 SH SOLE 386,718 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 14,854 304,091 SH SOLE 304,091 VARIAN MED SYS INC COM 92220P105 6,732 95,673 SH SOLE 95,673 VECTOR GROUP LTD COM 92240M108 10 582 SH SOLE 582 VEECO INSTRS INC DEL COM 922417100 7 150 SH SOLE 150 VERIFONE SYS INC COM 92342Y109 499 11,200 SH SOLE 11,200 VERISK ANALYTICS INC CL A 92345Y106 127 3,650 SH SOLE 3,650 VERIZON COMMUNICATIONS INC COM 92343V104 6,269 167,600 SH SOLE 167,600 VERTEX PHARMACEUTICALS INC COM 92532F100 4,920 94,200 SH SOLE 94,200 VIACOM INC NEW CL B 92553P201 10 200 SH SOLE 200 VIRGIN MEDIA INC COM 92769L101 12,304 398,804 SH SOLE 398,804 VMWARE INC CL A COM 928563402 1,048 10,400 SH SOLE 10,400 VOLCANO CORPORATION COM 928645100 1,879 57,900 SH SOLE 57,900 WABTEC CORP COM 929740108 1,691 25,600 SH SOLE 25,600 WADDELL & REED FINL INC CL A 930059100 544 14,900 SH SOLE 14,900 WAL MART STORES INC COM 931142103 23,472 439,483 SH SOLE 439,483 WALGREEN CO COM 931422109 9,475 222,367 SH SOLE 222,367 WALTER ENERGY INC COM 93317Q105 1,554 13,348 SH SOLE 13,348 WASHINGTON POST CO CL B 939640108 5,886 13,984 SH SOLE 13,984 WASTE MGMT INC DEL COM 94106L109 41,109 1,097,023 SH SOLE 1,097,023 WATSCO INC COM 942622200 7,208 105,587 SH SOLE 105,587 WATSON PHARMACEUTICALS INC COM 942683103 9,888 143,200 SH SOLE 143,200 WEIGHT WATCHERS INTL INC NEW COM 948626106 1,934 25,500 SH SOLE 25,500 WELLPOINT INC COM 94973V107 10,623 134,226 SH SOLE 134,226 WELLS FARGO & CO NEW COM 949746101 28,512 1,011,399 SH SOLE 1,011,399 WESTERN COPPER CORP COM 95805Y102 5,962 1,840,236 SH SOLE 1,840,236 WESTERN DIGITAL CORP COM 958102105 6,442 176,265 SH SOLE 176,265 WESTERN UN CO COM 959802109 1,768 87,900 SH SOLE 87,900 WESTPORT INNOVATIONS INC COM NEW 960908309 143 5,953 SH SOLE 5,953 WEYERHAEUSER CO COM 962166104 7 300 SH SOLE 300 WHIRLPOOL CORP COM 963320106 7,425 90,885 SH SOLE 90,885 WHITING PETE CORP NEW COM 966387102 4,569 79,900 SH SOLE 79,900 WHOLE FOODS MKT INC COM 966837106 6,815 106,900 SH SOLE 106,900 WI-LAN INC COM 928972108 62,409 7,704,060 SH SOLE 7,704,060 WILEY JOHN & SONS INC CL A 968223206 392 7,500 SH SOLE 7,500 WILLIAMS COS INC DEL COM 969457100 414 13,602 SH SOLE 13,602 WISCONSIN ENERGY CORP COM 976657106 24 750 SH SOLE 750 WORLD ACCEP CORP DEL COM 981419104 2,009 30,500 SH SOLE 30,500 WYNN RESORTS LTD COM 983134107 5,495 38,100 SH SOLE 38,100 YAHOO INC COM 984332106 911 60,262 SH SOLE 60,262 YAMANA GOLD INC COM 98462Y100 15,183 1,311,205 SH SOLE 1,311,205 ZALICUS INC COM 98887C105 442 184,780 SH SOLE 184,780 ZIMMER HLDGS INC COM 98956P102 7,472 117,682 SH SOLE 117,682