0001046192-11-000010.txt : 20111109 0001046192-11-000010.hdr.sgml : 20111109 20111109162226 ACCESSION NUMBER: 0001046192-11-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111109 DATE AS OF CHANGE: 20111109 EFFECTIVENESS DATE: 20111109 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: 111191955 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 SEPTEMBER 30, 2011 13F-HR (FOR GWL) Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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 November 14, 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: 623 Form 13F Information Table Value Total: $12,750,598,000 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 23,164 320,482 SH SOLE 320,482 AAON INC COM PAR $0.004 000360206 1,383 87,200 SH SOLE 87,200 ABBOTT LABS COM 002824100 23,010 447,881 SH SOLE 447,881 ABITIBIBOWATER INC COM NEW 003687209 21,757 1,444,421 SH SOLE 1,444,421 ADTRAN INC COM 00738A106 458 17,200 SH SOLE 17,200 ADVANTAGE OIL & GAS LTD COM 00765F101 1,977 520,395 SH SOLE 520,395 AEROVIRONMENT INC COM 008073108 650 23,100 SH SOLE 23,100 AGCO CORP COM 001084102 429 12,300 SH SOLE 12,300 AGILENT TECHNOLOGIES INC COM 00846U101 808 25,679 SH SOLE 25,679 AGNICO EAGLE MINES LTD COM 008474108 35,353 587,464 SH SOLE 587,464 AGRIUM INC COM 008916108 94,467 1,408,545 SH SOLE 1,408,545 AIR PRODS & CHEMS INC COM 009158106 2,129 27,700 SH SOLE 27,700 AKAMAI TECHNOLOGIES INC COM 00971T101 5,641 281,787 SH SOLE 281,787 ALCATEL-LUCENT SPONSORED ADR 013904305 210 73,713 SH SOLE 73,713 ALCOA INC COM 013817101 4,960 511,074 SH SOLE 511,074 ALEXION PHARMACEUTICALS INC COM 015351109 22,316 346,000 SH SOLE 346,000 ALLERGAN INC COM 018490102 4,154 50,100 SH SOLE 50,100 ALLIANCE DATA SYSTEMS CORP COM 018581108 12,142 130,100 SH SOLE 130,100 ALLIED NEVADA GOLD CORP COM 019344100 29,874 825,274 SH SOLE 825,274 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,619 253,642 SH SOLE 253,642 ALTRIA GROUP INC COM 02209S103 5,355 199,161 SH SOLE 199,161 AMAZON COM INC COM 023135106 16,936 77,795 SH SOLE 77,795 AMCOL INTL CORP COM 02341W103 3,266 135,179 SH SOLE 135,179 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 5,401 242,978 SH SOLE 242,978 AMERICAN EXPRESS CO COM 025816109 14,805 327,524 SH SOLE 327,524 AMERICAN WTR WKS CO INC NEW COM 030420103 2,656 87,401 SH SOLE 87,401 AMERIGROUP CORP COM 03073T102 444 11,300 SH SOLE 11,300 AMERIPRISE FINL INC COM 03076C106 15,915 401,625 SH SOLE 401,625 AMERISOURCEBERGEN CORP COM 03073E105 5,734 152,800 SH SOLE 152,800 AMETEK INC NEW COM 031100100 1,526 45,950 SH SOLE 45,950 AMGEN INC COM 031162100 184 3,333 SH SOLE 3,333 AMPHENOL CORP NEW CL A 032095101 135 3,300 SH SOLE 3,300 ANALOG DEVICES INC COM 032654105 561 17,800 SH SOLE 17,800 ANNALY CAP MGMT INC COM 035710409 1,452 86,700 SH SOLE 86,700 ANSYS INC COM 03662Q105 52 1,062 SH SOLE 1,062 APACHE CORP COM 037411105 12,612 156,125 SH SOLE 156,125 APOGEE ENTERPRISES INC COM 037598109 241 28,064 SH SOLE 28,064 APOLLO GROUP INC CL A 037604105 833 20,875 SH SOLE 20,875 APPLE INC COM 037833100 46,585 121,387 SH SOLE 121,387 APPLIED MATLS INC COM 038222105 274 26,300 SH SOLE 26,300 ARCH COAL INC COM 039380100 3,813 257,938 SH SOLE 257,938 ARCHER DANIELS MIDLAND CO COM 039483102 4,640 185,732 SH SOLE 185,732 ARDEN GROUP INC CL A 039762109 423 5,346 SH SOLE 5,346 ARM HLDGS PLC SPONSORED ADR 042068106 4,344 169,200 SH SOLE 169,200 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 207 16,200 SH SOLE 16,200 ASSURANT INC COM 04621X108 6,423 178,196 SH SOLE 178,196 AT&T INC COM 00206R102 37,376 1,304,677 SH SOLE 1,304,677 ATLANTIC PWR CORP COM NEW 04878Q863 123 8,608 SH SOLE 8,608 AUGUSTA RES CORP COM NEW 050912203 1,119 375,375 SH SOLE 375,375 AURICO GOLD INC COM 05155C105 1,213 127,621 SH SOLE 127,621 AURIZON MINES LTD COM 05155P106 104 20,304 SH SOLE 20,304 AUTODESK INC COM 052769106 170 6,062 SH SOLE 6,062 AUTOMATIC DATA PROCESSING IN COM 053015103 13,848 291,977 SH SOLE 291,977 AVALONBAY CMNTYS INC COM 053484101 3,479 30,300 SH SOLE 30,300 BADGER METER INC COM 056525108 5,589 192,519 SH SOLE 192,519 BAIDU INC SPON ADR REP A 056752108 2,788 25,900 SH SOLE 25,900 BAKER HUGHES INC COM 057224107 10,163 217,551 SH SOLE 217,551 BANK MONTREAL QUE COM 063671101 295,928 5,249,840 SH SOLE 5,249,840 BANK NOVA SCOTIA HALIFAX COM 064149107 548,602 10,831,299 SH SOLE 10,831,299 BANK OF AMERICA CORPORATION COM 060505104 11,091 1,797,354 SH SOLE 1,797,354 BANK OF NEW YORK MELLON CORP COM 064058100 11,380 606,187 SH SOLE 606,187 BANKUNITED INC COM 06652K103 1,129 54,012 SH SOLE 54,012 BANRO CORP COM 066800103 94 23,880 SH SOLE 23,880 BARD C R INC COM 067383109 160 1,812 SH SOLE 1,812 BARRICK GOLD CORP COM 067901108 402,298 8,528,574 SH SOLE 8,528,574 BAYTEX ENERGY CORP COM 07317Q105 36,198 860,424 SH SOLE 860,424 BB&T CORP COM 054937107 85 3,940 SH SOLE 3,940 BCE INC COM NEW 05534B760 367,605 9,735,318 SH SOLE 9,735,318 BECTON DICKINSON & CO COM 075887109 18,580 251,690 SH SOLE 251,690 BED BATH & BEYOND INC COM 075896100 5,785 100,242 SH SOLE 100,242 BERKLEY W R CORP COM 084423102 281 9,400 SH SOLE 9,400 BEST BUY INC COM 086516101 6,601 281,369 SH SOLE 281,369 BHP BILLITON LTD SPONSORED ADR 088606108 341 5,100 SH SOLE 5,100 BIG LOTS INC COM 089302103 6,872 195,937 SH SOLE 195,937 BIO RAD LABS INC CL A 090572207 197 2,150 SH SOLE 2,150 BIOGEN IDEC INC COM 09062X103 16,011 170,709 SH SOLE 170,709 BIOMARIN PHARMACEUTICAL INC COM 09061G101 726 22,600 SH SOLE 22,600 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,064 57,400 SH SOLE 57,400 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,231 102,100 SH SOLE 102,100 BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 27 742 SH SOLE 742 BMC SOFTWARE INC COM 055921100 6,096 157,032 SH SOLE 157,032 BOEING CO COM 097023105 9,243 151,722 SH SOLE 151,722 BOSTON SCIENTIFIC CORP COM 101137107 469 78,800 SH SOLE 78,800 BP PLC SPONSORED ADR 055622104 11 300 SH SOLE 300 BRISTOL MYERS SQUIBB CO COM 110122108 579 18,300 SH SOLE 18,300 BROADCOM CORP CL A 111320107 5,605 167,227 SH SOLE 167,227 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1 134 SH SOLE 134 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 108,795 3,907,563 SH SOLE 3,907,563 BROOKFIELD OFFICE PPTYS INC COM 112900105 3,312 238,187 SH SOLE 238,187 BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 10 1,515 SH SOLE 1,515 BROWN FORMAN CORP CL B 115637209 5,579 79,000 SH SOLE 79,000 BUCKLE INC COM 118440106 1,336 34,500 SH SOLE 34,500 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,241 32,500 SH SOLE 32,500 CABOT CORP COM 127055101 439 17,700 SH SOLE 17,700 CADIZ INC COM NEW 127537207 63 8,000 SH SOLE 8,000 CAE INC COM 124765108 393 41,677 SH SOLE 41,677 CAMDEN PPTY TR SH BEN INT 133131102 1,613 29,000 SH SOLE 29,000 CAMECO CORP COM 13321L108 46,277 2,501,937 SH SOLE 2,501,937 CANADIAN NAT RES LTD COM 136385101 254,465 8,609,391 SH SOLE 8,609,391 CANADIAN NATL RY CO COM 136375102 286,023 4,252,367 SH SOLE 4,252,367 CANADIAN PAC RY LTD COM 13645T100 63,335 1,304,959 SH SOLE 1,304,959 CAPITAL ONE FINL CORP COM 14040H105 5,188 130,036 SH SOLE 130,036 CAPSTONE TURBINE CORP COM 14067D102 18 18,000 SH SOLE 18,000 CARBO CERAMICS INC COM 140781105 1,621 15,700 SH SOLE 15,700 CARDIOME PHARMA CORP COM NEW 14159U202 996 289,420 SH SOLE 289,420 CARNIVAL CORP PAIRED CTF 143658300 1,510 49,500 SH SOLE 49,500 CATALYST HEALTH SOLUTIONS IN COM 14888B103 1,620 27,900 SH SOLE 27,900 CATERPILLAR INC DEL COM 149123101 5,108 68,700 SH SOLE 68,700 CBS CORP NEW CL B 124857202 3,400 165,700 SH SOLE 165,700 CDN IMPERIAL BK OF COMMERCE COM 136069101 403,066 5,718,276 SH SOLE 5,718,276 CELESTICA INC SUB VTG SHS 15101Q108 891 121,763 SH SOLE 121,763 CELGENE CORP COM 151020104 12,629 202,570 SH SOLE 202,570 CENOVUS ENERGY INC COM 15135U109 225,828 7,280,894 SH SOLE 7,280,894 CENTRAL FD CDA LTD CL A 153501101 76,843 3,690,704 SH SOLE 3,690,704 CENTURYLINK INC COM 156700106 10,360 311,862 SH SOLE 311,862 CERADYNE INC COM 156710105 562 20,900 SH SOLE 20,900 CERNER CORP COM 156782104 9,968 144,494 SH SOLE 144,494 CF INDS HLDGS INC COM 125269100 8,515 68,542 SH SOLE 68,542 CHESAPEAKE ENERGY CORP COM 165167107 11,069 430,311 SH SOLE 430,311 CHEVRON CORP NEW COM 166764100 42,165 452,871 SH SOLE 452,871 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,052 36,500 SH SOLE 36,500 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5 99 SH SOLE 99 CHIPOTLE MEXICAN GRILL INC COM 169656105 946 3,100 SH SOLE 3,100 CHUBB CORP COM 171232101 20,434 339,300 SH SOLE 339,300 CHURCH & DWIGHT INC COM 171340102 8,989 202,000 SH SOLE 202,000 CISCO SYS INC COM 17275R102 34,392 2,209,594 SH SOLE 2,209,594 CIT GROUP INC COM NEW 125581801 1,316 43,330 SH SOLE 43,330 CITIGROUP INC COM NEW 172967424 18 700 SH SOLE 700 CITRIX SYS INC COM 177376100 7,855 142,703 SH SOLE 142,703 CLIFFS NATURAL RESOURCES INC COM 18683K101 2,298 44,609 SH SOLE 44,609 CME GROUP INC COM 12572Q105 2,071 8,351 SH SOLE 8,351 COACH INC COM 189754104 6,614 126,750 SH SOLE 126,750 COCA COLA CO COM 191216100 15,437 226,942 SH SOLE 226,942 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,994 142,468 SH SOLE 142,468 COLGATE PALMOLIVE CO COM 194162103 32,194 360,564 SH SOLE 360,564 COMCAST CORP NEW CL A 20030N101 7,453 354,208 SH SOLE 354,208 COMERICA INC COM 200340107 13,078 567,090 SH SOLE 567,090 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 321 21,530 SH SOLE 21,530 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,523 40,089 SH SOLE 40,089 COMPUTER SCIENCES CORP COM 205363104 11,502 426,872 SH SOLE 426,872 COMPUWARE CORP COM 205638109 5,080 658,745 SH SOLE 658,745 CONCHO RES INC COM 20605P101 4,387 61,245 SH SOLE 61,245 CONCUR TECHNOLOGIES INC COM 206708109 4,656 123,671 SH SOLE 123,671 CONOCOPHILLIPS COM 20825C104 24,253 380,738 SH SOLE 380,738 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 13,513 246,001 SH SOLE 246,001 CORELOGIC INC COM 21871D103 303 28,170 SH SOLE 28,170 CORNING INC COM 219350105 5,689 457,178 SH SOLE 457,178 COSTCO WHSL CORP NEW COM 22160K105 8,672 104,887 SH SOLE 104,887 COTT CORP QUE COM 22163N106 13,523 1,956,123 SH SOLE 1,956,123 COURIER CORP COM 222660102 82 12,557 SH SOLE 12,557 CPFL ENERGIA S A SPONSORED ADR 126153105 77 3,453 SH SOLE 3,453 CRANE CO COM 224399105 5,567 154,912 SH SOLE 154,912 CSS INDS INC COM 125906107 278 16,620 SH SOLE 16,620 CSX CORP COM 126408103 1,844 98,100 SH SOLE 98,100 CUBIST PHARMACEUTICALS INC COM 229678107 1,821 51,200 SH SOLE 51,200 CVS CAREMARK CORPORATION COM 126650100 27,450 813,263 SH SOLE 813,263 DAKTRONICS INC COM 234264109 1,061 122,800 SH SOLE 122,800 DANAHER CORP DEL COM 235851102 10,224 242,112 SH SOLE 242,112 DAVITA INC COM 23918K108 1,016 16,100 SH SOLE 16,100 DEERE & CO COM 244199105 9,573 147,240 SH SOLE 147,240 DELL INC COM 24702R101 1,295 90,852 SH SOLE 90,852 DELTA AIR LINES INC DEL COM NEW 247361702 135 18,043 SH SOLE 18,043 DENISON MINES CORP COM 248356107 40 38,411 SH SOLE 38,411 DESCARTES SYS GROUP INC COM 249906108 620 99,100 SH SOLE 99,100 DEVRY INC DEL COM 251893103 9,149 245,853 SH SOLE 245,853 DIAMOND FOODS INC COM 252603105 4,097 50,997 SH SOLE 50,997 DIAMOND OFFSHORE DRILLING IN COM 25271C102 5,385 97,710 SH SOLE 97,710 DICE HLDGS INC COM 253017107 4,197 534,492 SH SOLE 534,492 DICKS SPORTING GOODS INC COM 253393102 1,004 29,800 SH SOLE 29,800 DIRECTV COM CL A 25490A101 10,076 236,871 SH SOLE 236,871 DISCOVER FINL SVCS COM 254709108 11 500 SH SOLE 500 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 9,533 251,734 SH SOLE 251,734 DISNEY WALT CO COM DISNEY 254687106 7,898 260,061 SH SOLE 260,061 DOLLAR GEN CORP NEW COM 256677105 1,775 46,700 SH SOLE 46,700 DOLLAR TREE INC COM 256746108 41,601 553,500 SH SOLE 553,500 DONNELLEY R R & SONS CO COM 257867101 645 45,350 SH SOLE 45,350 DORMAN PRODUCTS INC COM 258278100 1,229 36,900 SH SOLE 36,900 DOVER CORP COM 260003108 5,496 117,146 SH SOLE 117,146 DOW CHEM CO COM 260543103 364 16,100 SH SOLE 16,100 DR PEPPER SNAPPLE GROUP INC COM 26138E109 80 2,053 SH SOLE 2,053 DST SYS INC DEL COM 233326107 21,973 499,054 SH SOLE 499,054 DU PONT E I DE NEMOURS & CO COM 263534109 14,783 367,359 SH SOLE 367,359 DUFF & PHELPS CORP NEW CL A 26433B107 5,773 536,997 SH SOLE 536,997 DUKE ENERGY CORP NEW COM 26441C105 1,057 52,500 SH SOLE 52,500 E M C CORP MASS COM 268648102 22,376 1,058,805 SH SOLE 1,058,805 EATON CORP COM 278058102 4,190 117,220 SH SOLE 117,220 EBAY INC COM 278642103 6,374 214,684 SH SOLE 214,684 ECOLAB INC COM 278865100 349 7,100 SH SOLE 7,100 ELDORADO GOLD CORP NEW COM 284902103 66,451 3,830,998 SH SOLE 3,830,998 EMERSON ELEC CO COM 291011104 7,225 172,116 SH SOLE 172,116 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 72 1,651 SH SOLE 1,651 ENBRIDGE INC COM 29250N105 307,640 9,564,898 SH SOLE 9,564,898 ENCANA CORP COM 292505104 116,270 6,000,334 SH SOLE 6,000,334 ENDEAVOUR SILVER CORP COM 29258Y103 96 10,612 SH SOLE 10,612 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,110 39,400 SH SOLE 39,400 ENERPLUS CORP COM 292766102 34,640 1,394,250 SH SOLE 1,394,250 ENERSIS S A SPONSORED ADR 29274F104 67 3,948 SH SOLE 3,948 ENERSYS COM 29275Y102 1,935 96,000 SH SOLE 96,000 ENSCO PLC SPONSORED ADR 29358Q109 15,008 369,849 SH SOLE 369,849 ENTERGY CORP NEW COM 29364G103 70 1,048 SH SOLE 1,048 ENZON PHARMACEUTICALS INC COM 293904108 14,234 2,012,707 SH SOLE 2,012,707 EOG RES INC COM 26875P101 9,837 137,580 SH SOLE 137,580 EQUAL ENERGY LTD COM 29390Q109 678 154,545 SH SOLE 154,545 EQUINIX INC COM NEW 29444U502 1,279 14,300 SH SOLE 14,300 EXAMWORKS GROUP INC COM 30066A105 2,378 232,663 SH SOLE 232,663 EXELON CORP COM 30161N101 28,959 676,552 SH SOLE 676,552 EXPRESS SCRIPTS INC COM 302182100 3,669 98,300 SH SOLE 98,300 EXTORRE GOLD MINES LTD COM 30227B109 1,243 210,859 SH SOLE 210,859 EXXON MOBIL CORP COM 30231G102 86,159 1,179,505 SH SOLE 1,179,505 F5 NETWORKS INC COM 315616102 6,680 93,377 SH SOLE 93,377 FAIR ISAAC CORP COM 303250104 14,767 673,985 SH SOLE 673,985 FAMILY DLR STORES INC COM 307000109 5,859 114,428 SH SOLE 114,428 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,116 25,500 SH SOLE 25,500 FEDEX CORP COM 31428X106 6,008 88,176 SH SOLE 88,176 FINISAR CORP COM NEW 31787A507 967 54,800 SH SOLE 54,800 FIRST CASH FINL SVCS INC COM 31942D107 2,150 50,900 SH SOLE 50,900 FIRST CTZNS BANCSHARES INC N CL A 31946M103 18,822 130,467 SH SOLE 130,467 FIRST MAJESTIC SILVER CORP COM 32076V103 200 12,971 SH SOLE 12,971 FIRST SOLAR INC COM 336433107 343 5,400 SH SOLE 5,400 FIRSTENERGY CORP COM 337932107 93 2,039 SH SOLE 2,039 FIRSTSERVICE CORP SUB VTG SH 33761N109 3,772 144,728 SH SOLE 144,728 FISERV INC COM 337738108 1,723 33,700 SH SOLE 33,700 FLIR SYS INC COM 302445101 6,053 238,617 SH SOLE 238,617 FLOWSERVE CORP COM 34354P105 4,946 66,378 SH SOLE 66,378 FLUOR CORP NEW COM 343412102 86 1,828 SH SOLE 1,828 FMC TECHNOLOGIES INC COM 30249U101 3,157 83,400 SH SOLE 83,400 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 766 45,300 SH SOLE 45,300 FORBES ENERGY SVCS LTD COM 345143101 245 47,734 SH SOLE 47,734 FORD MTR CO DEL COM PAR $0.01 345370860 6 600 SH SOLE 600 FOREST LABS INC COM 345838106 13,132 423,619 SH SOLE 423,619 FRANCO NEVADA CORP COM 351858105 4,324 118,626 SH SOLE 118,626 FRANKLIN RES INC COM 354613101 12,059 125,234 SH SOLE 125,234 FREEPORT-MCMORAN COPPER & GO COM 35671D857 15,418 502,945 SH SOLE 502,945 FRESH MKT INC COM 35804H106 3,535 92,000 SH SOLE 92,000 GAMESTOP CORP NEW CL A 36467W109 166 7,156 SH SOLE 7,156 GENERAC HLDGS INC COM 368736104 5,943 319,478 SH SOLE 319,478 GENERAL DYNAMICS CORP COM 369550108 37,106 648,932 SH SOLE 648,932 GENERAL ELECTRIC CO COM 369604103 11,551 751,424 SH SOLE 751,424 GENERAL MTRS CO COM 37045V100 62 3,067 SH SOLE 3,067 GEN-PROBE INC NEW COM 36866T103 473 8,200 SH SOLE 8,200 GEOGLOBAL RESOURCES INC COM 37249T109 56 231,374 SH SOLE 231,374 GILDAN ACTIVEWEAR INC COM 375916103 16,828 644,001 SH SOLE 644,001 GILEAD SCIENCES INC COM 375558103 13,113 335,671 SH SOLE 335,671 GLOBAL PMTS INC COM 37940X102 4,190 103,911 SH SOLE 103,911 GLOBE SPECIALTY METALS INC COM 37954N206 238 16,300 SH SOLE 16,300 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,440 93,374 SH SOLE 93,374 GOLDCORP INC NEW COM 380956409 257,900 5,588,073 SH SOLE 5,588,073 GOLDEN STAR RES LTD CDA COM 38119T104 61 32,280 SH SOLE 32,280 GOLDMAN SACHS GROUP INC COM 38141G104 8,170 85,163 SH SOLE 85,163 GOODYEAR TIRE & RUBR CO COM 382550101 6,163 606,655 SH SOLE 606,655 GOOGLE INC CL A 38259P508 24,637 47,569 SH SOLE 47,569 GRACO INC COM 384109104 278 8,100 SH SOLE 8,100 GRAN TIERRA ENERGY INC COM 38500T101 648 135,650 SH SOLE 135,650 GREAT BASIN GOLD LTD COM 390124105 986 579,290 SH SOLE 579,290 GREEN MTN COFFEE ROASTERS IN COM 393122106 1,170 12,500 SH SOLE 12,500 GROUPE CGI INC CL A SUB VTG 39945C109 42,804 2,258,655 SH SOLE 2,258,655 HAEMONETICS CORP COM 405024100 1,054 17,900 SH SOLE 17,900 HALLIBURTON CO COM 406216101 16,970 552,272 SH SOLE 552,272 HANSEN NAT CORP COM 411310105 8,344 94,928 SH SOLE 94,928 HARLEY DAVIDSON INC COM 412822108 4,522 129,776 SH SOLE 129,776 HARMAN INTL INDS INC COM 413086109 3,189 109,382 SH SOLE 109,382 HARRIS CORP DEL COM 413875105 5,638 163,888 SH SOLE 163,888 HARRY WINSTON DIAMOND CORP COM 41587B100 109 10,575 SH SOLE 10,575 HARTFORD FINL SVCS GROUP INC COM 416515104 39 2,385 SH SOLE 2,385 HASBRO INC COM 418056107 168 5,108 SH SOLE 5,108 HEINZ H J CO COM 423074103 4,479 88,300 SH SOLE 88,300 HERSHEY CO COM 427866108 5,726 96,000 SH SOLE 96,000 HESS CORP COM 42809H107 9,915 185,784 SH SOLE 185,784 HEWLETT PACKARD CO COM 428236103 12,721 562,782 SH SOLE 562,782 HILLENBRAND INC COM 431571108 13,264 718,705 SH SOLE 718,705 HOLLYFRONTIER CORP COM 436106108 4,185 158,500 SH SOLE 158,500 HOLOGIC INC COM 436440101 385 25,100 SH SOLE 25,100 HOME DEPOT INC COM 437076102 6,896 208,307 SH SOLE 208,307 HONEYWELL INTL INC COM 438516106 5,943 134,419 SH SOLE 134,419 HSBC HLDGS PLC SPON ADR NEW 404280406 211 5,500 SH SOLE 5,500 HUDBAY MINERALS INC COM 443628102 9,963 1,060,594 SH SOLE 1,060,594 HYATT HOTELS CORP COM CL A 448579102 614 19,438 SH SOLE 19,438 IAMGOLD CORP COM 450913108 29,259 1,463,914 SH SOLE 1,463,914 ICICI BK LTD ADR 45104G104 365 10,435 SH SOLE 10,435 ICON PUB LTD CO SPONSORED ADR 45103T107 1,601 99,372 SH SOLE 99,372 IDEXX LABS INC COM 45168D104 2,063 29,700 SH SOLE 29,700 IHS INC CL A 451734107 3,511 46,607 SH SOLE 46,607 IMAGE SENSING SYS INC COM 45244C104 787 120,200 SH SOLE 120,200 IMPERIAL OIL LTD COM NEW 453038408 104,199 2,880,144 SH SOLE 2,880,144 INFORMATICA CORP COM 45666Q102 416 10,100 SH SOLE 10,100 INFOSYS LTD SPONSORED ADR 456788108 998 19,400 SH SOLE 19,400 INTEL CORP COM 458140100 47,945 2,232,939 SH SOLE 2,232,939 INTERCONTINENTALEXCHANGE INC COM 45865V100 181 1,517 SH SOLE 1,517 INTERNATIONAL BUSINESS MACHS COM 459200101 33,431 189,861 SH SOLE 189,861 INTUITIVE SURGICAL INC COM NEW 46120E602 168 459 SH SOLE 459 IRON MTN INC COM 462846106 774 24,318 SH SOLE 24,318 ISHARES INC MSCI CDA INDEX 464286509 351 13,742 SH SOLE 13,742 ISHARES INC MSCI HONG KONG 464286871 20 1,415 SH SOLE 1,415 ISHARES INC MSCI MALAYSIA 464286830 39 3,188 SH SOLE 3,188 ISHARES INC MSCI PAC J IDX 464286665 1,452 39,323 SH SOLE 39,323 ISHARES INC MSCI SINGAPORE 464286673 22 2,002 SH SOLE 2,002 ISHARES TR MSCI ACWI INDX 464288257 14,407 365,779 SH SOLE 365,779 ISHARES TR MSCI EAFE INDEX 464287465 8,447 176,175 SH SOLE 176,175 ISHARES TR RUSSELL 2000 464287655 3,725 58,100 SH SOLE 58,100 ISHARES TR S&P MIDCAP 400 464287507 8,896 113,300 SH SOLE 113,300 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 161 10,277 SH SOLE 10,277 ITC HLDGS CORP COM 465685105 21,430 274,900 SH SOLE 274,900 ITRON INC COM 465741106 6,678 220,396 SH SOLE 220,396 IVANHOE ENERGY INC COM 465790103 39 36,083 SH SOLE 36,083 IVANHOE MINES LTD COM 46579N103 11,180 806,386 SH SOLE 806,386 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 4 2,500 SH SOLE 2,500 JABIL CIRCUIT INC COM 466313103 2,039 113,800 SH SOLE 113,800 JAGUAR MNG INC COM 47009M103 91 19,232 SH SOLE 19,232 JAKKS PAC INC COM 47012E106 413 21,706 SH SOLE 21,706 JDA SOFTWARE GROUP INC COM 46612K108 0 10 SH SOLE 10 JDS UNIPHASE CORP COM PAR $0.001 46612J507 2,485 247,498 SH SOLE 247,498 JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,249 87,168 SH SOLE 87,168 JOHNSON & JOHNSON COM 478160104 86,703 1,355,553 SH SOLE 1,355,553 JOY GLOBAL INC COM 481165108 3,882 61,800 SH SOLE 61,800 JPMORGAN CHASE & CO COM 46625H100 18,620 613,994 SH SOLE 613,994 KEEGAN RES INC COM 487275109 1,051 207,032 SH SOLE 207,032 KELLOGG CO COM 487836108 8,865 166,141 SH SOLE 166,141 KEYCORP NEW COM 493267108 22,137 3,711,796 SH SOLE 3,711,796 KIMBERLY CLARK CORP COM 494368103 45,848 643,392 SH SOLE 643,392 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 13 192 SH SOLE 192 KINROSS GOLD CORP COM NO PAR 496902404 44,165 2,955,499 SH SOLE 2,955,499 KLA-TENCOR CORP COM 482480100 5,760 149,461 SH SOLE 149,461 KOHLS CORP COM 500255104 2,734 55,300 SH SOLE 55,300 KRAFT FOODS INC CL A 50075N104 2,620 77,510 SH SOLE 77,510 KROGER CO COM 501044101 24,774 1,123,296 SH SOLE 1,123,296 K-SWISS INC CL A 482686102 62 14,610 SH SOLE 14,610 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,839 45,499 SH SOLE 45,499 LAKE SHORE GOLD CORP COM 510728108 76 49,849 SH SOLE 49,849 LAS VEGAS SANDS CORP COM 517834107 251 6,500 SH SOLE 6,500 LAUDER ESTEE COS INC CL A 518439104 10,538 119,148 SH SOLE 119,148 LEGG MASON INC COM 524901105 913 35,252 SH SOLE 35,252 LENDER PROCESSING SVCS INC COM 52602E102 300 21,784 SH SOLE 21,784 LEXMARK INTL NEW CL A 529771107 23,360 860,250 SH SOLE 860,250 LIFE TECHNOLOGIES CORP COM 53217V109 5,501 142,155 SH SOLE 142,155 LILLY ELI & CO COM 532457108 8,839 237,456 SH SOLE 237,456 LIMITED BRANDS INC COM 532716107 2,927 75,500 SH SOLE 75,500 LINCOLN NATL CORP IND COM 534187109 2,142 136,113 SH SOLE 136,113 LOCKHEED MARTIN CORP COM 539830109 12,199 167,415 SH SOLE 167,415 LORILLARD INC COM 544147101 21,889 196,777 SH SOLE 196,777 LOWES COS INC COM 548661107 26,076 1,342,988 SH SOLE 1,342,988 LSI CORPORATION COM 502161102 0 52 SH SOLE 52 LULULEMON ATHLETICA INC COM 550021109 4,152 84,772 SH SOLE 84,772 M & T BK CORP COM 55261F104 85 1,210 SH SOLE 1,210 MACYS INC COM 55616P104 7,772 293,306 SH SOLE 293,306 MAGNA INTL INC COM 559222401 140,968 4,236,195 SH SOLE 4,236,195 MANULIFE FINL CORP COM 56501R106 181,850 15,853,757 SH SOLE 15,853,757 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 284 6,559 SH SOLE 6,559 MARSH & MCLENNAN COS INC COM 571748102 32 1,200 SH SOLE 1,200 MASCO CORP COM 574599106 6,471 898,010 SH SOLE 898,010 MASTEC INC COM 576323109 1,025 57,800 SH SOLE 57,800 MASTERCARD INC CL A 57636Q104 12,303 38,529 SH SOLE 38,529 MCDONALDS CORP COM 580135101 50,819 575,600 SH SOLE 575,600 MCGRAW HILL COS INC COM 580645109 12,020 291,929 SH SOLE 291,929 MEAD JOHNSON NUTRITION CO COM 582839106 7,096 102,400 SH SOLE 102,400 MEDASSETS INC COM 584045108 1,690 174,010 SH SOLE 174,010 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,944 83,546 SH SOLE 83,546 MEDTRONIC INC COM 585055106 50,086 1,502,075 SH SOLE 1,502,075 MERCK & CO INC NEW COM 58933Y105 15,266 463,736 SH SOLE 463,736 METHANEX CORP COM 59151K108 43,225 2,061,104 SH SOLE 2,061,104 METLIFE INC COM 59156R108 6,209 219,507 SH SOLE 219,507 MI DEVS INC COM 55304X104 14,688 549,494 SH SOLE 549,494 MICROSOFT CORP COM 594918104 117,182 4,685,108 SH SOLE 4,685,108 MICROSTRATEGY INC CL A NEW 594972408 942 8,200 SH SOLE 8,200 MIDDLEBY CORP COM 596278101 335 4,729 SH SOLE 4,729 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,336 56,200 SH SOLE 56,200 MINEFINDERS LTD COM 602900102 1,219 87,633 SH SOLE 87,633 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 129 10,400 SH SOLE 10,400 MOLSON COORS BREWING CO CL B 60871R209 295 7,396 SH SOLE 7,396 MONRO MUFFLER BRAKE INC COM 610236101 1,377 41,500 SH SOLE 41,500 MONSANTO CO NEW COM 61166W101 10,272 169,932 SH SOLE 169,932 MOODYS CORP COM 615369105 895 29,200 SH SOLE 29,200 MORGAN STANLEY COM NEW 617446448 14 1,000 SH SOLE 1,000 MORGAN STANLEY EM MKTS DM DE COM 617477104 24 1,650 SH SOLE 1,650 MOSAIC CO NEW COM 61945C103 5,899 119,641 SH SOLE 119,641 MOTOROLA MOBILITY HLDGS INC COM 620097105 0 12 SH SOLE 12 MOTOROLA SOLUTIONS INC COM NEW 620076307 1 14 SH SOLE 14 MOVADO GROUP INC COM 624580106 206 16,818 SH SOLE 16,818 MURPHY OIL CORP COM 626717102 4,821 108,439 SH SOLE 108,439 NATIONAL INSTRS CORP COM 636518102 1,513 65,750 SH SOLE 65,750 NATIONAL OILWELL VARCO INC COM 637071101 6,254 121,336 SH SOLE 121,336 NCR CORP NEW COM 62886E108 18,220 1,073,711 SH SOLE 1,073,711 NEOGEN CORP COM 640491106 519 14,850 SH SOLE 14,850 NETAPP INC COM 64110D104 536 15,681 SH SOLE 15,681 NETLOGIC MICROSYSTEMS INC COM 64118B100 2,843 58,700 SH SOLE 58,700 NEUSTAR INC CL A 64126X201 10,200 405,743 SH SOLE 405,743 NEVSUN RES LTD COM 64156L101 126 24,708 SH SOLE 24,708 NEW GOLD INC CDA COM 644535106 26,146 2,515,366 SH SOLE 2,515,366 NEWMONT MINING CORP COM 651639106 5,241 82,734 SH SOLE 82,734 NEWS CORP CL A 65248E104 174 11,147 SH SOLE 11,147 NEXEN INC COM 65334H102 29,567 1,888,017 SH SOLE 1,888,017 NEXTERA ENERGY INC COM 65339F101 177 3,254 SH SOLE 3,254 NII HLDGS INC CL B NEW 62913F201 8,000 290,402 SH SOLE 290,402 NIKE INC CL B 654106103 38,051 443,054 SH SOLE 443,054 NOKIA CORP SPONSORED ADR 654902204 11 2,000 SH SOLE 2,000 NORDION INC COM 65563C105 71 8,039 SH SOLE 8,039 NORDSON CORP COM 655663102 1,084 27,100 SH SOLE 27,100 NORTH AMERN PALLADIUM LTD COM 656912102 46 17,861 SH SOLE 17,861 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 47 8,772 SH SOLE 8,772 NORTHERN TR CORP COM 665859104 2,666 75,700 SH SOLE 75,700 NORTHGATE MINERALS CORP COM 666416102 123 36,447 SH SOLE 36,447 NOVABAY PHARMACEUTICALS INC COM 66987P102 211 240,133 SH SOLE 240,133 NOVAGOLD RES INC COM NEW 66987E206 152 23,178 SH SOLE 23,178 NOVARTIS A G SPONSORED ADR 66987V109 225 4,000 SH SOLE 4,000 NU SKIN ENTERPRISES INC CL A 67018T105 4,190 102,700 SH SOLE 102,700 NUANCE COMMUNICATIONS INC COM 67020Y100 2,372 115,717 SH SOLE 115,717 NVIDIA CORP COM 67066G104 6,277 495,356 SH SOLE 495,356 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,550 23,100 SH SOLE 23,100 OCCIDENTAL PETE CORP DEL COM 674599105 26,327 366,257 SH SOLE 366,257 OCH ZIFF CAP MGMT GROUP CL A 67551U105 2,395 260,248 SH SOLE 260,248 OLD DOMINION FGHT LINES INC COM 679580100 1,388 47,600 SH SOLE 47,600 OMNICOM GROUP INC COM 681919106 35,499 958,672 SH SOLE 958,672 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 2,253 48,000 SH SOLE 48,000 OPEN TEXT CORP COM 683715106 59,825 1,137,501 SH SOLE 1,137,501 ORACLE CORP COM 68389X105 50,819 1,758,719 SH SOLE 1,758,719 ORBITAL SCIENCES CORP COM 685564106 547 42,700 SH SOLE 42,700 OSHKOSH CORP COM 688239201 25,709 1,626,596 SH SOLE 1,626,596 OWENS ILL INC COM NEW 690768403 30,464 2,005,850 SH SOLE 2,005,850 PACKAGING CORP AMER COM 695156109 11,378 485,000 SH SOLE 485,000 PAN AMERICAN SILVER CORP COM 697900108 366 13,469 SH SOLE 13,469 PARKER HANNIFIN CORP COM 701094104 9,033 141,890 SH SOLE 141,890 PAYCHEX INC COM 704326107 5,158 194,300 SH SOLE 194,300 PENGROWTH ENERGY CORP COM 70706P104 58,558 6,436,676 SH SOLE 6,436,676 PENN WEST PETE LTD NEW COM 707887105 24,280 1,626,025 SH SOLE 1,626,025 PEOPLES UNITED FINANCIAL INC COM 712704105 23,994 2,096,324 SH SOLE 2,096,324 PEPSICO INC COM 713448108 50,878 817,972 SH SOLE 817,972 PERKINELMER INC COM 714046109 830 42,925 SH SOLE 42,925 PERRIGO CO COM 714290103 2,415 24,700 SH SOLE 24,700 PETROCHINA CO LTD SPONSORED ADR 71646E100 243 2,000 SH SOLE 2,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,207 141,784 SH SOLE 141,784 PFIZER INC COM 717081103 69,154 3,894,233 SH SOLE 3,894,233 PG&E CORP COM 69331C108 95 2,215 SH SOLE 2,215 PHARMACEUTICAL PROD DEV INC COM 717124101 36,067 1,399,894 SH SOLE 1,399,894 PHILIP MORRIS INTL INC COM 718172109 228 3,630 SH SOLE 3,630 PIMCO HIGH INCOME FD COM SHS 722014107 40 3,500 SH SOLE 3,500 PLUM CREEK TIMBER CO INC COM 729251108 101 2,900 SH SOLE 2,900 PNC FINL SVCS GROUP INC COM 693475105 5,445 112,213 SH SOLE 112,213 POLYCOM INC COM 73172K104 915 49,500 SH SOLE 49,500 POLYPORE INTL INC COM 73179V103 967 17,000 SH SOLE 17,000 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,797 28,700 SH SOLE 28,700 POTASH CORP SASK INC COM 73755L107 211,598 4,842,465 SH SOLE 4,842,465 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 10,519 201,200 SH SOLE 201,200 POWERWAVE TECHNOLOGIES INC COM 739363109 2 900 SH SOLE 900 PPG INDS INC COM 693506107 5,643 79,323 SH SOLE 79,323 PRECISION CASTPARTS CORP COM 740189105 10,871 69,459 SH SOLE 69,459 PRECISION DRILLING CORP COM 2010 74022D308 44,721 5,338,421 SH SOLE 5,338,421 PRICE T ROWE GROUP INC COM 74144T108 9,836 204,522 SH SOLE 204,522 PRICELINE COM INC COM NEW 741503403 3,078 6,800 SH SOLE 6,800 PRIMERICA INC COM 74164M108 3,075 141,646 SH SOLE 141,646 PROCTER & GAMBLE CO COM 742718109 23,788 374,465 SH SOLE 374,465 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 38,113 1,838,144 SH SOLE 1,838,144 PROSHARES TR PSHS ULSHT SP500 74347R883 23 887 SH SOLE 887 PROSHARES TR PSHS ULTRA QQQ 74347R206 10 134 SH SOLE 134 PROVIDENT ENERGY LTD NEW COM 74386V100 278 33,791 SH SOLE 33,791 PRUDENTIAL FINL INC COM 744320102 6,210 131,620 SH SOLE 131,620 PUBLIC SVC ENTERPRISE GROUP COM 744573106 168 5,019 SH SOLE 5,019 QEP RES INC COM 74733V100 51 1,880 SH SOLE 1,880 QLOGIC CORP COM 747277101 5,878 460,358 SH SOLE 460,358 QUALCOMM INC COM 747525103 30,702 627,100 SH SOLE 627,100 QUALITY SYS INC COM 747582104 3,048 31,200 SH SOLE 31,200 QUEST DIAGNOSTICS INC COM 74834L100 5,659 113,905 SH SOLE 113,905 RANDGOLD RES LTD ADR 752344309 1,251 12,847 SH SOLE 12,847 RAYONIER INC COM 754907103 2,030 54,800 SH SOLE 54,800 RENREN INC SPONSORED ADR 759892102 39 7,500 SH SOLE 7,500 REPUBLIC SVCS INC COM 760759100 5,664 201,891 SH SOLE 201,891 RESEARCH IN MOTION LTD COM 760975102 32,463 1,582,657 SH SOLE 1,582,657 RESMED INC COM 761152107 504 17,400 SH SOLE 17,400 RIMAGE CORP COM 766721104 258 20,241 SH SOLE 20,241 RITCHIE BROS AUCTIONEERS COM 767744105 21,982 1,079,900 SH SOLE 1,079,900 ROBERT HALF INTL INC COM 770323103 3,573 166,749 SH SOLE 166,749 ROGERS COMMUNICATIONS INC CL B 775109200 223,699 6,486,262 SH SOLE 6,486,262 ROMA FINANCIAL CORP COM 77581P109 4,608 560,727 SH SOLE 560,727 ROSS STORES INC COM 778296103 5,891 74,358 SH SOLE 74,358 ROVI CORP COM 779376102 4,545 105,456 SH SOLE 105,456 ROYAL BK CDA MONTREAL QUE COM 780087102 658,210 14,260,886 SH SOLE 14,260,886 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 248 4,000 SH SOLE 4,000 ROYAL GOLD INC COM 780287108 1,148 17,800 SH SOLE 17,800 RPC INC COM 749660106 754 45,900 SH SOLE 45,900 RSC HOLDINGS INC COM 74972L102 5,848 803,296 SH SOLE 803,296 RUBICON MINERALS CORP COM 780911103 103 29,472 SH SOLE 29,472 RYANAIR HLDGS PLC SPONSORED ADR 783513104 1,538 59,300 SH SOLE 59,300 SALESFORCE COM INC COM 79466L302 5,725 49,763 SH SOLE 49,763 SANDERSON FARMS INC COM 800013104 20,198 423,357 SH SOLE 423,357 SANDISK CORP COM 80004C101 5,481 134,911 SH SOLE 134,911 SASOL LTD SPONSORED ADR 803866300 30,623 751,986 SH SOLE 751,986 SCHEIN HENRY INC COM 806407102 8,040 128,793 SH SOLE 128,793 SCHLUMBERGER LTD COM 806857108 1,823 30,300 SH SOLE 30,300 SCHWAB CHARLES CORP NEW COM 808513105 15,621 1,377,358 SH SOLE 1,377,358 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 85 2,270 SH SOLE 2,270 SEACOR HOLDINGS INC COM 811904101 21,250 264,056 SH SOLE 264,056 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 22,564 1,890,882 SH SOLE 1,890,882 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5 158 SH SOLE 158 SEQUENOM INC COM NEW 817337405 1 233 SH SOLE 233 SHAW COMMUNICATIONS INC CL B CONV 82028K200 114,167 5,589,908 SH SOLE 5,589,908 SHERWIN WILLIAMS CO COM 824348106 6,732 89,968 SH SOLE 89,968 SHIRE PLC SPONSORED ADR 82481R106 1,475 15,600 SH SOLE 15,600 SIGMA DESIGNS INC COM 826565103 1,520 193,209 SH SOLE 193,209 SIGNATURE BK NEW YORK N Y COM 82669G104 1,634 34,000 SH SOLE 34,000 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 62 13,084 SH SOLE 13,084 SILVER STD RES INC COM 82823L106 186 10,055 SH SOLE 10,055 SILVER WHEATON CORP COM 828336107 30,904 1,039,560 SH SOLE 1,039,560 SILVERCORP METALS INC COM 82835P103 174 21,852 SH SOLE 21,852 SIRIUS XM RADIO INC COM 82967N108 3,757 2,470,800 SH SOLE 2,470,800 SL GREEN RLTY CORP COM 78440X101 4,906 83,800 SH SOLE 83,800 SMUCKER J M CO COM NEW 832696405 12,601 171,973 SH SOLE 171,973 SOLERA HOLDINGS INC COM 83421A104 351 6,900 SH SOLE 6,900 SOLITARIO EXPL & RTY CORP COM 8342EP107 509 295,701 SH SOLE 295,701 SOLUTIA INC *W EXP 02/27/201 834376147 0 4 SH SOLE 4 SOUTHERN CO COM 842587107 129 3,035 SH SOLE 3,035 SOUTHWESTERN ENERGY CO COM 845467109 5,305 158,060 SH SOLE 158,060 SPDR GOLD TRUST GOLD SHS 78463V107 5,425 34,080 SH SOLE 34,080 SPDR S&P 500 ETF TR TR UNIT 78462F103 107,652 949,687 SH SOLE 949,687 SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 2,397 136,451 SH SOLE 136,451 SPECTRA ENERGY CORP COM 847560109 448 18,152 SH SOLE 18,152 SPRINT NEXTEL CORP COM SER 1 852061100 3,629 1,183,945 SH SOLE 1,183,945 SPROTT RESOURCE LENDING CORP COM 85207J100 565 426,265 SH SOLE 426,265 ST JUDE MED INC COM 790849103 10,830 297,267 SH SOLE 297,267 STANTEC INC COM 85472N109 32,204 1,436,183 SH SOLE 1,436,183 STARBUCKS CORP COM 855244109 4,194 111,700 SH SOLE 111,700 STATE STR CORP COM 857477103 4,734 146,172 SH SOLE 146,172 STEPAN CO COM 858586100 5,420 80,103 SH SOLE 80,103 STERICYCLE INC COM 858912108 7,891 97,100 SH SOLE 97,100 STERIS CORP COM 859152100 39,605 1,348,878 SH SOLE 1,348,878 STMICROELECTRONICS N V NY REGISTRY 861012102 164 25,000 SH SOLE 25,000 STRYKER CORP COM 863667101 8,267 174,738 SH SOLE 174,738 SUN LIFE FINL INC COM 866796105 135,424 5,633,350 SH SOLE 5,633,350 SUNCOR ENERGY INC NEW COM 867224107 307,518 11,965,076 SH SOLE 11,965,076 SUNOPTA INC COM 8676EP108 2,330 469,918 SH SOLE 469,918 SUPERVALU INC COM 868536103 1,815 270,600 SH SOLE 270,600 SXC HEALTH SOLUTIONS CORP COM 78505P100 28,765 511,705 SH SOLE 511,705 SYMANTEC CORP COM 871503108 19,979 1,220,561 SH SOLE 1,220,561 SYSCO CORP COM 871829107 45,084 1,734,224 SH SOLE 1,734,224 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 35,482 3,091,267 SH SOLE 3,091,267 TALISMAN ENERGY INC COM 87425E103 85,152 6,879,716 SH SOLE 6,879,716 TARGET CORP COM 87612E106 44,300 899,491 SH SOLE 899,491 TASEKO MINES LTD COM 876511106 63 24,382 SH SOLE 24,382 TD AMERITRADE HLDG CORP COM 87236Y108 2,413 162,977 SH SOLE 162,977 TECHNE CORP COM 878377100 2,315 33,800 SH SOLE 33,800 TECK RESOURCES LTD CL B 878742204 101,951 3,438,882 SH SOLE 3,438,882 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 16 1,700 SH SOLE 1,700 TELUS CORP NON-VTG SHS 87971M202 152,330 3,251,206 SH SOLE 3,251,206 TERADATA CORP DEL COM 88076W103 5,478 101,656 SH SOLE 101,656 TESORO CORP COM 881609101 5,298 270,272 SH SOLE 270,272 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 14,410 384,559 SH SOLE 384,559 TEXAS INSTRS INC COM 882508104 14,955 557,587 SH SOLE 557,587 THERMO FISHER SCIENTIFIC INC COM 883556102 9,590 188,423 SH SOLE 188,423 THL CR INC COM 872438106 10,525 965,602 SH SOLE 965,602 THOMPSON CREEK METALS CO INC COM 884768102 128 20,953 SH SOLE 20,953 THOMSON REUTERS CORP COM 884903105 153,348 5,617,738 SH SOLE 5,617,738 TIBCO SOFTWARE INC COM 88632Q103 1,046 46,400 SH SOLE 46,400 TIDEWATER INC COM 886423102 5,091 120,665 SH SOLE 120,665 TIFFANY & CO NEW COM 886547108 1,170 19,100 SH SOLE 19,100 TIM HORTONS INC COM 88706M103 193,487 4,135,633 SH SOLE 4,135,633 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 3,793 159,874 SH SOLE 159,874 TIME WARNER CABLE INC COM 88732J207 440 6,968 SH SOLE 6,968 TIME WARNER INC COM NEW 887317303 7 225 SH SOLE 225 TIVO INC COM 888706108 7,635 810,904 SH SOLE 810,904 TJX COS INC NEW COM 872540109 3,530 63,200 SH SOLE 63,200 TORCHMARK CORP COM 891027104 5,590 159,252 SH SOLE 159,252 TORONTO DOMINION BK ONT COM NEW 891160509 730,767 10,201,372 SH SOLE 10,201,372 TOTAL S A SPONSORED ADR 89151E109 221 5,000 SH SOLE 5,000 TRACTOR SUPPLY CO COM 892356106 5,913 93,900 SH SOLE 93,900 TRANSALTA CORP COM 89346D107 65,440 2,984,064 SH SOLE 2,984,064 TRANSCANADA CORP COM 89353D107 239,944 5,870,111 SH SOLE 5,870,111 TRANSCEND SERVICES INC COM NEW 893929208 3,594 158,400 SH SOLE 158,400 TRANSGLOBE ENERGY CORP COM 893662106 694 85,510 SH SOLE 85,510 TRAVELERS COMPANIES INC COM 89417E109 10,165 207,853 SH SOLE 207,853 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,543 46,800 SH SOLE 46,800 TYSON FOODS INC CL A 902494103 6,272 358,906 SH SOLE 358,906 U S G CORP COM NEW 903293405 44 6,530 SH SOLE 6,530 ULTRA PETROLEUM CORP COM 903914109 2,347 84,063 SH SOLE 84,063 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 170 10,647 SH SOLE 10,647 UNDER ARMOUR INC CL A 904311107 1,665 24,900 SH SOLE 24,900 UNION PAC CORP COM 907818108 12,449 151,391 SH SOLE 151,391 UNITED PARCEL SERVICE INC CL B 911312106 2,143 33,700 SH SOLE 33,700 UNITED STATES STL CORP NEW COM 912909108 4,197 187,988 SH SOLE 187,988 UNITED TECHNOLOGIES CORP COM 913017109 10,981 155,000 SH SOLE 155,000 UNITEDHEALTH GROUP INC COM 91324P102 43,056 929,003 SH SOLE 929,003 UNUM GROUP COM 91529Y106 17,910 850,995 SH SOLE 850,995 URBAN OUTFITTERS INC COM 917047102 2,040 90,790 SH SOLE 90,790 URS CORP NEW COM 903236107 2,074 69,111 SH SOLE 69,111 US BANCORP DEL COM NEW 902973304 1,510 63,715 SH SOLE 63,715 USA MOBILITY INC COM 90341G103 80 6,068 SH SOLE 6,068 V F CORP COM 918204108 306 2,500 SH SOLE 2,500 VALE S A ADR 91912E105 161 7,040 SH SOLE 7,040 VALEANT PHARMACEUTICALS INTL COM 91911K102 98,332 2,623,085 SH SOLE 2,623,085 VALERO ENERGY CORP NEW COM 91913Y100 7,292 407,318 SH SOLE 407,318 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 13,152 364,591 SH SOLE 364,591 VARIAN MED SYS INC COM 92220P105 11,196 213,182 SH SOLE 213,182 VERIFONE SYS INC COM 92342Y109 342 9,700 SH SOLE 9,700 VERISK ANALYTICS INC CL A 92345Y106 135 3,850 SH SOLE 3,850 VERIZON COMMUNICATIONS INC COM 92343V104 16,777 453,740 SH SOLE 453,740 VERTEX PHARMACEUTICALS INC COM 92532F100 3,157 70,400 SH SOLE 70,400 VIRGIN MEDIA INC COM 92769L101 18,236 739,895 SH SOLE 739,895 VMWARE INC CL A COM 928563402 1,481 18,300 SH SOLE 18,300 VOLCANO CORPORATION COM 928645100 2,028 68,000 SH SOLE 68,000 WADDELL & REED FINL INC CL A 930059100 793 31,500 SH SOLE 31,500 WAL MART STORES INC COM 931142103 23,453 450,825 SH SOLE 450,825 WALGREEN CO COM 931422109 2,668 80,559 SH SOLE 80,559 WALTER ENERGY INC COM 93317Q105 801 13,300 SH SOLE 13,300 WASHINGTON POST CO CL B 939640108 5,909 17,950 SH SOLE 17,950 WASTE MGMT INC DEL COM 94106L109 36,623 1,120,604 SH SOLE 1,120,604 WATSON PHARMACEUTICALS INC COM 942683103 9,339 135,900 SH SOLE 135,900 WEIGHT WATCHERS INTL INC NEW COM 948626106 1,389 23,700 SH SOLE 23,700 WELLPOINT INC COM 94973V107 9,246 140,667 SH SOLE 140,667 WELLS FARGO & CO NEW COM 949746101 23,429 964,767 SH SOLE 964,767 WENDYS CO COM 95058W100 15,851 3,411,043 SH SOLE 3,411,043 WESTERN COPPER CORP COM 95805Y102 3,616 1,701,893 SH SOLE 1,701,893 WESTERN DIGITAL CORP COM 958102105 5,555 214,534 SH SOLE 214,534 WESTERN UN CO COM 959802109 1,801 117,000 SH SOLE 117,000 WESTPORT INNOVATIONS INC COM NEW 960908309 172 5,902 SH SOLE 5,902 WEYERHAEUSER CO COM 962166104 5 300 SH SOLE 300 WHIRLPOOL CORP COM 963320106 6,494 129,247 SH SOLE 129,247 WHOLE FOODS MKT INC COM 966837106 7,318 111,300 SH SOLE 111,300 WI-LAN INC COM 928972108 35,479 6,024,648 SH SOLE 6,024,648 WILEY JOHN & SONS INC CL A 968223206 335 7,500 SH SOLE 7,500 WILLIAMS COS INC DEL COM 969457100 325 13,257 SH SOLE 13,257 WISCONSIN ENERGY CORP COM 976657106 23 750 SH SOLE 750 WORLD ACCEP CORP DEL COM 981419104 1,600 28,400 SH SOLE 28,400 WYNN RESORTS LTD COM 983134107 2,870 24,765 SH SOLE 24,765 YAHOO INC COM 984332106 812 61,290 SH SOLE 61,290 YAMANA GOLD INC COM 98462Y100 25,562 1,868,312 SH SOLE 1,868,312 ZALICUS INC COM 98887C105 183 184,780 SH SOLE 184,780 ZIMMER HLDGS INC COM 98956P102 6,537 121,356 SH SOLE 121,356