0001193125-12-223865.txt : 20120510 0001193125-12-223865.hdr.sgml : 20120510 20120510085719 ACCESSION NUMBER: 0001193125-12-223865 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120510 DATE AS OF CHANGE: 20120510 EFFECTIVENESS DATE: 20120510 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Hillsdale Investment Management Inc. CENTRAL INDEX KEY: 0001368465 IRS NUMBER: 000000000 STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11957 FILM NUMBER: 12827886 BUSINESS ADDRESS: STREET 1: 100 WELLINGTON STREET WEST, SUITE 2100 STREET 2: CP TOWER, BOX 228 CITY: TORONTO STATE: A6 ZIP: M5K1J3 BUSINESS PHONE: 416-913-3900 MAIL ADDRESS: STREET 1: 100 WELLINGTON STREET WEST, SUITE 2100 STREET 2: CP TOWER, BOX 228 CITY: TORONTO STATE: A6 ZIP: M5K1J3 13F-HR 1 d350533d13fhr.txt FORM 13F COMBINATION REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2012 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: Hillsdale Investment Management Inc. Address: 100 Wellington Street West, Suite 2100, TD Centre, P.O. Box 228, Toronto, Ontario, Canada, M5K 1J3 Form 13F File Number: 28-11957 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: Ian Pember Title: Senior Vice President, Administration and Compliance Phone: 416-913-3920 Signature, Place, and Date of Signing: I. Pember Toronto, Ontario, Canada May 9, 2012 ------------------------------------ ------------------------ ----------- Report Type* (Check only one.): [_] 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).) [X] 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).) ---------- * Reports Holdings for which confidential treatment is required. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 474 Form 13F Information Table Value Total: $385,765 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. 1. Frank Russell Company. File number 028-01190

FORM 13F INFORMATION TABLE VOTING AUTORITY TITLE SHARES/ SH/ PUT/ INVSTMT OTHER -------------------- NAME OF ISSUER OF CLASS CUSIP VALUE/1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------------ -------- --------- ---------- ------- --- ---- ------- -------- ------- ------ ----- AFLAC INC COM 001055102 6 130 SH SOLE 130 AGCO ORD COM 001084102 7 150 SH SOLE 150 ABBOTT LABS ORD COM 002824100 2,041 33,300 SH SOLE 33,300 AEROPOSTALE ORD COM 007865108 789 36,500 SH SOLE 36,500 ADV MICRO DEV ORD COM 007903107 7 850 SH SOLE 850 ADVENT SOFTWARE ORD COM 007974108 5 200 SH SOLE 200 AGNICO EAGLE ORD COM 008474108 67 2,000 SH SOLE 2,000 AGREE REALTY ORD COM 008492100 37 1,650 SH SOLE 1,650 AGRIUM ORD COM 008916108 7,845 90,940 SH SOLE 90,040 900 ALIGN TECHNOLOGY ORD COM 016255101 6 220 SH SOLE 220 ALLIANT ENERGY ORD COM 018802108 641 14,800 SH SOLE 14,800 AMEREN ORD COM 023608102 7 200 SH SOLE 200 AM ELEC POWER ORD COM 025537101 787 20,400 SH SOLE 20,400 AMERICAN EXPRESS ORD COM 025816109 9 150 SH SOLE 150 AMGEN ORD COM 031162100 727 10,700 SH SOLE 9,700 1,000 ANIKA THERAPEUT ORD COM 035255108 418 33,300 SH SOLE 33,300 ANN INC COM 035623107 341 11,900 SH SOLE 11,900 APACHE ORD COM 037411105 121 1,200 SH SOLE 1,200 APOLLO GROUP ORD COM 037604105 6 150 SH SOLE 150 APPLE INC COM 037833100 1,991 3,320 SH SOLE 3,320 ARCTIC CAT ORD COM 039670104 874 20,400 SH SOLE 20,400 ASTEC INDUSTRIES ORD COM 046224101 299 8,200 SH SOLE 8,200 ASTRAZENECA ADR COM 046353108 881 19,800 SH SOLE 18,700 1,100 AUTOMATIC DATA ORD COM 053015103 568 10,300 SH SOLE 10,300 AUTOZONE ORD COM 053332102 1,227 3,300 SH SOLE 3,300 BP PLC ADR COM 055622104 1,125 25,000 SH SOLE 25,000 BAIDU INC COM 056752108 1,137 7,800 SH SOLE 7,800 BANK OF MONTREAL ORD COM 063671101 4,443 74,770 SH SOLE 71,470 3,300 BANK NOVA SCOTIA ORD COM 064149107 1,467 26,190 SH SOLE 21,790 4,400 BARRICK GOLD ORD COM 067901108 4,907 112,960 SH SOLE 109,260 3,700 BECTON DICKINSON ORD COM 075887109 606 7,800 SH SOLE 7,800 BIG LOTS ORD COM 089302103 2,059 47,850 SH SOLE 47,850 BLACKROCK KELSO CAPITAL CORP COM 092533108 93 9,500 SH SOLE 9,500 H&R BLOCK ORD COM 093671105 161 9,800 SH SOLE 9,800 BRISTOL-MYERS SQUIBB CO COM 110122108 2,037 60,350 SH SOLE 58,150 2,200 BROADCOM A ORD COM 111320107 6 150 SH SOLE 150 BROCADE COMMUNICATIONS ORD COM 111621306 12 2,000 SH SOLE 2,000 BROOKFIELD ASSET MGT A ORD COM 112585104 206 6,530 SH SOLE 6,030 500 BROOKFIELD OFFICE PPTYS COM 112900105 14 800 SH SOLE 800 BRUKER CORPORATION COM 116794108 1,059 69,150 SH SOLE 69,150 BUCKEYE PARTNERS L P COM 118230101 1,034 16,900 SH SOLE 16,900 CAE ORD COM 124765108 364 35,500 SH SOLE 35,500 CDI ORD COM 125071100 355 19,800 SH SOLE 19,800 CF INDUSTRIES ORD COM 125269100 1,158 6,340 SH SOLE 6,340 CMS ENERGY ORD COM 125896100 684 31,100 SH SOLE 31,100 CVB FINANCIAL ORD COM 126600105 6 500 SH SOLE 500 CACI INTL ORD COM 127190304 6 100 SH SOLE 100 CAMPBELL SOUP ORD COM 134429109 1,219 36,000 SH SOLE 36,000 CANADIAN IMPERIAL BANK COMMERCE ORD COM 136069101 4,744 62,090 SH SOLE 59,690 2,400 CDN NTL ORD COM 136375102 4,023 50,640 SH SOLE 49,340 1,300 CDN NAT RSC ORD COM 136385101 1,277 38,540 SH SOLE 34,340 4,200 CAPELLA EDUCATION COMPANY COM 139594105 774 21,520 SH SOLE 21,520 CELGENE ORD COM 151020104 147 1,900 SH SOLE 1,900 CHRLS RIVER LABS ORD COM 159864107 1,081 29,950 SH SOLE 29,950 CHEVRONTEXACO ORD COM 166764100 1,177 10,980 SH SOLE 10,980 CHICOS FAS ORD COM 168615102 1,512 100,100 SH SOLE 100,100 CHURCH & DWIGHT ORD COM 171340102 649 13,200 SH SOLE 13,200 CIRRUS LOGIC ORD COM 172755100 897 37,690 SH SOLE 37,690 CITIZENS REPUBLIC BANCORP IN COM 174420307 830 53,200 SH SOLE 53,200 COACH ORD COM 189754104 162 2,100 SH SOLE 2,100 COCA-COLA CO COM 191216100 1,280 17,300 SH SOLE 17,300 COGNEX ORD COM 192422103 6 150 SH SOLE 150 COGNIZANT TECH A ORD COM 192446102 146 1,900 SH SOLE 1,900 COLGATE ORD COM 194162103 2,004 20,500 SH SOLE 20,500 CMNTY HLTH SYS ORD COM 203668108 309 13,900 SH SOLE 13,900 CONAGRA FOODS ORD COM 205887102 1,106 42,100 SH SOLE 42,100 CON ED ORD COM 209115104 1,396 23,900 SH SOLE 23,900 CONSTANT CONTACT INC COM 210313102 9 300 SH SOLE 300 COOPER COS ORD COM 216648402 7 80 SH SOLE 80 COVENTRY HEALTH ORD COM 222862104 7 200 SH SOLE 200 CREDIT ACCEPTANCE ORD COM 225310101 1,040 10,300 SH SOLE 10,300 DDI ORD COM 233162502 203 16,600 SH SOLE 16,600 DTE ENERGY ORD COM 233331107 814 14,800 SH SOLE 14,800 DXP ENTERPRISES ORD COM 233377407 357 8,200 SH SOLE 8,200 DANAHER ORD COM 235851102 8 150 SH SOLE 150 DECKERS OUTDOOR ORD COM 243537107 86 1,370 SH SOLE 1,370 DENBURY RSC ORD COM 247916208 5 300 SH SOLE 300 DEVRY ORD COM 251893103 7 200 SH SOLE 200 DOLLAR GEN CORP NEW COM 256677105 651 14,100 SH SOLE 14,100 DOLLAR TREE INC COM 256746108 624 6,600 SH SOLE 6,600 DOMTAR CORP COM 257559203 4,754 49,800 SH SOLE 49,800 DRESSER RAND GRP ORD COM 261608103 5 100 SH SOLE 100 EDISON INTL ORD COM 281020107 706 16,600 SH SOLE 16,600 EL PASO ELECTRIC ORD COM 283677854 143 4,400 SH SOLE 4,400

ELDORADO GOLD ORD COM 284902103 59 4,300 SH SOLE 2,300 2,000 ELECTRONICS IMAG ORD COM 286082102 11 680 SH SOLE 680 ENCANA ORD COM 292505104 59 3,010 SH SOLE 3,010 ENERPLUS CORP COM 292766102 493 22,000 SH SOLE 22,000 ENTERPR FINL SVC ORD COM 293712105 133 11,300 SH SOLE 11,300 ENTRP PROD PRTNR UN COM 293792107 570 11,300 SH SOLE 11,300 EURONET WRLDWDE ORD COM 298736109 6 300 SH SOLE 300 EZCORP ORD COM 302301106 357 11,000 SH SOLE 11,000 FMC ORD COM 302491303 900 8,500 SH SOLE 8,500 FSI INTL ORD COM 302633102 958 195,900 SH SOLE 195,900 FTI CONSULTING ORD COM 302941109 135 3,600 SH SOLE 3,600 FAIR ISAAC ORD COM 303250104 834 19,000 SH SOLE 19,000 FASTENAL ORD COM 311900104 1,082 20,000 SH SOLE 20,000 F5 NETWORKS ORD COM 315616102 7 50 SH SOLE 50 FINISH LINE ORD COM 317923100 414 19,500 SH SOLE 19,500 FIRST CONN BANCORP INC MD COM 319850103 481 36,500 SH SOLE 36,500 FIRST MERCHANTS ORD COM 320817109 426 34,500 SH SOLE 34,500 FLOWERS FOODS ORD COM 343498101 585 28,700 SH SOLE 28,700 FOREST LABS ORDINARY A COM 345838106 728 21,000 SH SOLE 21,000 FRANCO NEVADA CORP COM 351858105 4,079 94,900 SH SOLE 94,900 GAMCO INVESTORS ORD COM 361438104 6 120 SH SOLE 120 GANNETT ORD COM 364730101 93 6,050 SH SOLE 6,050 GENERAL MILLS ORD COM 370334104 1,775 45,000 SH SOLE 45,000 GEORESOURCES ORD COM 372476101 550 16,800 SH SOLE 16,800 GILDAN ACTIVEWR A ORD COM 375916103 77 2,800 SH SOLE 2,800 GLOBAL CASH ACC ORD COM 378967103 624 80,000 SH SOLE 80,000 GOLDCORP ORD COM 380956409 1,135 25,190 SH SOLE 21,990 3,200 GULFPORT ENERGY ORD COM 402635304 149 5,100 SH SOLE 5,100 HARMAN INTL ORD COM 413086109 6 120 SH SOLE 120 HEALTHWAYS ORD COM 422245100 5 700 SH SOLE 700 HJ HEINZ ORD COM 423074103 1,285 24,000 SH SOLE 24,000 HERSHEY CO ORD COM 427866108 1,503 24,500 SH SOLE 24,500 HILL ROM HLDGS INC COM 431475102 518 15,500 SH SOLE 15,500 HOLLYFRONTIER CORP COM 436106108 6 200 SH SOLE 200 HOLOGIC ORD COM 436440101 16 750 SH SOLE 750 HORACE MANN ORD COM 440327104 537 30,500 SH SOLE 30,500 HORMEL FOODS ORD COM 440452100 664 22,500 SH SOLE 22,500 IAMGOLD ORD COM 450913108 27 2,000 SH SOLE 2,000 IMPERIAL OIL ORD COM 453038408 5,850 128,810 SH SOLE 128,010 800 INTEL ORD COM 458140100 1,102 39,200 SH SOLE 36,600 2,600 IBM ORD COM 459200101 584 2,800 SH SOLE 2,800 INTUIT ORD COM 461202103 734 12,200 SH SOLE 12,200 IROBOT ORD COM 462726100 286 10,500 SH SOLE 10,500 ISHARES THAILAND ETF COM 464286624 15 200 SH SOLE 200 iSHARES MSCI SNG ETF COM 464286673 14 1,100 SH SOLE 1,100 iSHARES MSCI TAI ETF COM 464286731 13 1,000 SH SOLE 1,000 WEBS SWITZERLAND ETF COM 464286749 15 600 SH SOLE 600 ISHARES MSCI KORE ETF COM 464286772 15 250 SH SOLE 250 ISHARES SOUT AFR ETF COM 464286780 14 200 SH SOLE 200 iSHARES MSCI GER ETF COM 464286806 16 700 SH SOLE 700 ISHARES MEXICO ETF COM 464286822 16 250 SH SOLE 250 ISHARES TR COM 464287465 8 SH SOLE 8 ISHARES TR COM 464288513 689 7,600 SH SOLE 2,200 5,400 ITC HOLDINGS ORD COM 465685105 731 9,500 SH SOLE 9,500 ITRON ORD COM 465741106 490 10,790 SH SOLE 10,790 JOHNSON&JOHNSON ORD COM 478160104 2,170 32,900 SH SOLE 32,900 KELLOGG ORD COM 487836108 1,303 24,300 SH SOLE 24,300 KENNAMETAL ORD COM 489170100 459 10,300 SH SOLE 10,300 KEY ENERGY ORD COM 492914106 6 400 SH SOLE 400 KIMBERLY CLARK ORD COM 494368103 3,148 42,600 SH SOLE 42,600 KINDER MORGAN UNT COM 494550106 861 10,400 SH SOLE 10,400 KINROSS GOLD ORD COM 496902404 134 13,700 SH SOLE 8,200 5,500 KRISPY KREME ORD COM 501014104 5 700 SH SOLE 700 KROGER ORD COM 501044101 710 29,300 SH SOLE 29,300 LSI CORPORATION COM 502161102 14 1,600 SH SOLE 1,600 LA Z BOY ORD COM 505336107 610 40,800 SH SOLE 40,800 LACLEDE GAS ORD COM 505597104 148 3,800 SH SOLE 3,800 ELI LILLY & CO COM 532457108 1,958 48,640 SH SOLE 46,840 1,800 LOCKHEED MARTIN ORD COM 539830109 719 8,000 SH SOLE 7,200 800 LORRILLARD INC COM 544147101 959 7,410 SH SOLE 7,410 LULULEMON ATHLETICA INC COM 550021109 679 9,100 SH SOLE 8,300 800 MSC INDUSTRIAL ORDINARY A COM 553530106 7 80 SH SOLE 80 MTS SYSTEMS ORD COM 553777103 1,333 25,100 SH SOLE 25,100 MAGELLAN MIDST ORD COM 559080106 1,215 16,800 SH SOLE 16,800 MAGNA INTERNATIONAL CLASS A ORD COM 559222401 7,846 164,620 SH SOLE 162,920 1,700 MANHATTAN ASSOC ORD COM 562750109 7 150 SH SOLE 150 MCCORMICK ORD COM 579780206 947 17,400 SH SOLE 17,400 MCDONALDS ORD COM 580135101 1,668 17,000 SH SOLE 16,200 800 MCGRAW HILL ORD COM 580645109 984 20,300 SH SOLE 20,300 MEDASSETS INC COM 584045108 295 22,400 SH SOLE 22,400 THE MEDICINES ORD COM 584688105 1,024 51,000 SH SOLE 51,000 MEDICIS PHARM ORDINARY A COM 584690309 891 23,700 SH SOLE 23,700 MEDTRONIC ORD COM 585055106 63 1,600 SH SOLE 1,600 METROPCS COMMUNICATIONS INC COM 591708102 5 600 SH SOLE 600 MET HEALTH NTWK ORD COM 592142103 684 73,000 SH SOLE 73,000 MICROSOFT ORD COM 594918104 87 2,700 SH SOLE 200 2,500 MICROSEMI ORD COM 595137100 51 2,400 SH SOLE 2,400 MONSTER BEVERAGE CORP COM 611740101 149 2,400 SH SOLE 2,400 MOODYS CORP ORD COM 615369105 13 300 SH SOLE 300 NYSE EURONEXT COM 629491101 135 4,500 SH SOLE 4,500 NATIONAL GRID DEPOSITORY RECEIPT COM 636274300 697 13,800 SH SOLE 13,800 NATIONAL RETAIL PPTYS INC COM 637417106 628 23,100 SH SOLE 23,100 NEENAH PAPER ORD COM 640079109 6 200 SH SOLE 200 NJ RESOURCES ORD COM 646025106 147 3,300 SH SOLE 3,300 NEWPARK RSC ORD COM 651718504 6 700 SH SOLE 700 NIKE ORDINARY B COM 654106103 103 950 SH SOLE 950 NTT ADR COM 654624105 1,260 55,700 SH SOLE 55,700 NORTHEAST UTILS ORD COM 664397106 664 17,900 SH SOLE 17,900 NOVELLUS SYS ORD COM 670008101 1,148 23,000 SH SOLE 23,000 NOVO NORDISK ADR COM 670100205 957 6,900 SH SOLE 6,900 OYO GEOSPACE ORD COM 671074102 1,091 10,360 SH SOLE 10,360 OCCIDENTAL ORD COM 674599105 67 700 SH SOLE 700 OMNICARE ORD COM 681904108 7 200 SH SOLE 200 ON ASSIGNMENT ORD COM 682159108 12 700 SH SOLE 700 ONCOTHYREON INC COM 682324108 143 32,900 SH SOLE 32,900 OPEN TEXT ORD COM 683715106 12 200 SH SOLE 200 PACWEST BANCORP COM 695263103 5 200 SH SOLE 200 PARKER DRILLING ORD COM 701081101 376 63,000 SH SOLE 63,000 PAYCHEX ORD COM 704326107 65 2,100 SH SOLE 2,100 PENN WEST PETE LTD NEW COM 707887105 158 8,090 SH SOLE 6,690 1,400 PEPCO HOLDINGS ORD COM 713291102 608 32,200 SH SOLE 32,200 PEPSICO ORD COM 713448108 1,360 20,500 SH SOLE 20,500 PERKINELMER ORD COM 714046109 700 25,300 SH SOLE 25,300 PERMIAN BASIN UNT COM 714236106 771 33,700 SH SOLE 33,700 PFIZER ORD COM 717081103 394 17,390 SH SOLE 14,390 3,000 PHILIP MORRIS INTL INC COM 718172109 1,692 19,100 SH SOLE 19,100 PHI LONG DIS TEL ADR COM 718252604 622 10,000 SH SOLE 10,000 PIER 1 IMPORTS ORD COM 720279108 1,543 84,900 SH SOLE 84,900 PINNACLE WEST ORD COM 723484101 810 16,900 SH SOLE 16,900 PLAINS ALL AMER UN COM 726503105 973 12,400 SH SOLE 12,400 PORTLAND GENERAL ELECTRIC ORD COM 736508847 659 26,400 SH SOLE 26,400 PREMIERE GLB SRV ORD COM 740585104 323 35,700 SH SOLE 35,700 PRICELINE COM ORD COM 741503403 868 1,210 SH SOLE 1,210 PROCTER & GAMBLE ORD COM 742718109 1,842 27,400 SH SOLE 27,400 PROGRESS ENERGY ORD COM 743263105 1,222 23,000 SH SOLE 23,000 PROVIDENT NY BNC ORD COM 744028101 6 700 SH SOLE 700 QLOGIC ORD COM 747277101 918 51,700 SH SOLE 51,700 QUALCOMM ORD COM 747525103 723 10,620 SH SOLE 10,620 RPC ORD COM 749660106 8 800 SH SOLE 800 REED ELSEVIER ADR COM 758204200 883 34,600 SH SOLE 32,600 2,000 RESEARCH IN MOTION ORD COM 760975102 28 1,900 SH SOLE 1,900 RESMED ORD COM 761152107 6 200 SH SOLE 200 REYNOLDS AMRICN ORD COM 761713106 758 18,300 SH SOLE 18,300 ROGERS COMS B ORD COM 775109200 11,315 285,140 SH SOLE 279,840 5,300 ROSETTA RESOURCES ORD COM 777779307 536 11,000 SH SOLE 11,000 ROSS STORES ORD COM 778296103 6 100 SH SOLE 100 ROYAL BK CANADA ORD COM 780087102 5,810 100,290 SH SOLE 95,890 4,400 SALIX PHARM ORD COM 795435106 8 150 SH SOLE 150 SAP AG COM 803054204 1,117 16,000 SH SOLE 16,000 SARA LEE ORD COM 803111103 538 25,000 SH SOLE 25,000 SASOL ADR COM 803866300 905 18,600 SH SOLE 18,600 SCHWEITZER MAUD ORD COM 808541106 847 12,270 SH SOLE 12,270 EW SCRIPPS ORDINARY A COM 811054402 147 14,900 SH SOLE 14,900 SEMPRA ENERGY ORD COM 816851109 684 11,400 SH SOLE 11,400 SHUFFLE MASTER ORD COM 825549108 1,843 104,700 SH SOLE 104,700 SILVER WHEATON ORDINARY COM 828336107 2,746 82,850 SH SOLE 81,750 1,100 JM SMUCKER ORD COM 832696405 667 8,200 SH SOLE 8,200 SOUTHERN ORD COM 842587107 2,651 59,000 SH SOLE 59,000 STANDARD MOTOR ORDINARY A COM 853666105 144 8,100 SH SOLE 8,100 STARBUCKS ORD COM 855244109 8 150 SH SOLE 150 STRAYER EDUC ORD COM 863236105 7 70 SH SOLE 70 STRYKER ORD COM 863667101 7 120 SH SOLE 120 STURM RUGER ORD COM 864159108 1,155 23,530 SH SOLE 23,530 SUN LIFE FINL ORD COM 866796105 165 6,940 SH SOLE 6,940 SUNCOR ENERGY ORD COM 867224107 4,676 143,180 SH SOLE 136,680 6,500 SYMANTEC ORD COM 871503108 898 48,000 SH SOLE 48,000 SYSCO ORD COM 871829107 1,230 41,200 SH SOLE 41,200 TESSCO TECH ORD COM 872386107 676 26,523 SH SOLE 26,523 TJX ORD COM 872540109 175 4,400 SH SOLE 4,400 TWN SEMICONT MAN ADR COM 874039100 1,494 97,800 SH SOLE 93,500 4,300 TECK COMINCO CL B ORD COM 878742204 88 2,470 SH SOLE 1,070 1,400 TELECOM ADR B COM 879273209 1,427 80,550 SH SOLE 78,150 2,400 TELECOM NZ ADR COM 879278208 94 9,500 SH SOLE 9,500 TEVA PHARM ADR COM 881624209 879 19,500 SH SOLE 19,500 TEXAS INSTRUMENT ORD COM 882508104 74 2,200 SH SOLE 2,200 TEXAS PACIFIC LD ORD COM 882610108 7 150 SH SOLE 150 THOMSON REUTERS CORP COM 884903105 1,094 37,860 SH SOLE 34,660 3,200 THORATEC ORD COM 885175307 165 4,900 SH SOLE 4,900 TORONTO DOMINION ORD COM 891160509 5,465 64,420 SH SOLE 61,020 3,400 TRANSGLOBE ENRGY ORD COM 893662106 3,379 279,100 SH SOLE 279,100 TRINITY BIOTECH DEPOSITORY RECEIPT COM 896438306 605 56,700 SH SOLE 56,700 TWIN DISC ORD COM 901476101 146 5,600 SH SOLE 5,600 UIL HOLDINGS ORD COM 902748102 768 22,100 SH SOLE 22,100 ULTRATECH ORD COM 904034105 710 24,500 SH SOLE 24,500 UNISOURCE ENERGY ORD COM 909205106 808 22,100 SH SOLE 22,100 UNITED PARCEL ORDINARY B COM 911312106 670 8,300 SH SOLE 8,300 VF ORD COM 918204108 102 700 SH SOLE 700 VEECO INSTRUM ORD COM 922417100 378 13,200 SH SOLE 13,200 VOLTERRA SEMI ORD COM 928708106 7 190 SH SOLE 190 WAL MART STORES ORD COM 931142103 1,334 21,800 SH SOLE 21,800 WARNACO ORD COM 934390402 7 120 SH SOLE 120 WASTE CONNECTION ORD COM 941053100 612 18,800 SH SOLE 18,800 WATSON PHARM ORD COM 942683103 7 100 SH SOLE 100 WEIGHT WATCHERS ORD COM 948626106 8 100 SH SOLE 100 WEIS MARKETS ORD COM 948849104 589 13,500 SH SOLE 13,500 WEST MARINE ORD COM 954235107 286 23,891 SH SOLE 23,891 WESTERN DIGITAL ORD COM 958102105 6 150 SH SOLE 150 WILLIAMS SONOMA ORD COM 969904101 13 350 SH SOLE 350 WISCONSIN ENERGY ORD COM 976657106 960 27,300 SH SOLE 27,300 XILINX ORD COM 983919101 80 2,200 SH SOLE 2,200 ZEBRA TECHS ORD COM 989207105 1,079 26,200 SH SOLE 26,200 ZUMIEZ ORD COM 989817101 7 200 SH SOLE 200 ZOLL MEDICAL ORD COM 989922109 602 6,500 SH SOLE 6,500 BT GROUP PLC ORDINARY COM 05577E101 723 20,000 SH SOLE 20,000 TALISMAN ENERGY ORD COM 87425E103 41 3,300 SH SOLE 3,300 NCR ORD COM 62886E108 7 300 SH SOLE 300 DR PEPPER SNAPPLE GROUP INC COM 26138E109 603 15,000 SH SOLE 15,000 TOTAL FINA ELF ADR COM 89151E109 833 16,300 SH SOLE 16,300 AT & T ORD COM 00206R102 1,299 41,600 SH SOLE 41,600 ATMI ORD COM 00207R101 5 200 SH SOLE 200 ABOVENET INC COM 00374N107 489 5,900 SH SOLE 5,900 ACTIVISION BLIZZARD INC COM 00507V109 5 400 SH SOLE 400 ADVISORSHARES TR COM 00768Y503 1,139 22,900 SH SOLE 22,900 AETNA ORD COM 00817Y108 8 150 SH SOLE 150 AKAMAI TECH ORD COM 00971T101 7 200 SH SOLE 200 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 7 400 SH SOLE 400 ALTRIA GROUP ORD COM 02209S103 2,422 78,450 SH SOLE 75,950 2,500 AMERICAN RAILCAR INDUSTRIES ORD COM 02916P103 146 6,200 SH SOLE 6,200 AMERIGROUP ORD COM 03073T102 135 2,000 SH SOLE 2,000 ARES CAPITAL ETF COM 04010L103 118 7,200 SH SOLE 7,200 ASCENA RETAIL GROUP COM 04351G101 612 13,800 SH SOLE 13,800 ASSURANT INC ORDINARY COM 04621X108 8 200 SH SOLE 200 ATLANTIC PWR CORP COM 04878Q863 547 39,600 SH SOLE 39,600 AURICO GOLD INC COM 05155C105 868 97,475 SH SOLE 97,475 AURIZON MINES ORD COM 05155P106 3,617 739,700 SH SOLE 739,700 BCE ORD COM 05534B760 9,018 225,320 SH SOLE 220,520 4,800 BAYTEX ENERGY CORP COM 07317Q105 213 4,100 SH SOLE 4,100 BIOGEN IDEC ORD COM 09062X103 126 1,000 SH SOLE 1,000 BLACKROCK ORD COM 09247X101 10 50 SH SOLE 50 CRA INTL ORD COM 12618T105 5 200 SH SOLE 200 CA INC COM 12673P105 197 7,150 SH SOLE 7,150 CAMECO ORD COM 13321L108 733 34,180 SH SOLE 33,080 1,100 CDN PAC RAILWY ORD COM 13645T100 599 7,900 SH SOLE 7,400 500 CAPITOL FED FINL INC COM 14057J101 865 72,800 SH SOLE 72,800 CARDINAL FINL ORD COM 14149F109 6 500 SH SOLE 500 CELESTICA ORD COM 15101Q108 9,521 990,700 SH SOLE 985,300 5,400 CENOVUS ENERGY INC COM 15135U109 185 5,140 SH SOLE 2,840 2,300 CHANGYOU COM LTD COM 15911M107 1,222 45,000 SH SOLE 45,000 CHEMED ORD COM 16359R103 965 15,400 SH SOLE 15,400 CHINA MOBILE ADR COM 16941M109 2,302 41,800 SH SOLE 41,800 CHINA PETROLEUM ADR H COM 16941R108 761 7,000 SH SOLE 7,000 CHUNGHWA TELECOM COM 17133Q502 1,000 32,500 SH SOLE 32,500 CISCO SYSTEMS ORD COM 17275R102 1,060 50,100 SH SOLE 50,100 COINSTAR ORD COM 19259P300 686 10,800 SH SOLE 10,800 CONOCOPHILLIPS ORD COM 20825C104 1,216 16,000 SH SOLE 16,000 CONSTELLATION ORDINARY A COM 21036P108 7 300 SH SOLE 300 CORP EXEC BOARD ORD COM 21988R102 815 18,950 SH SOLE 18,950 COSTCO WHOLESAL ORD COM 22160K105 708 7,800 SH SOLE 7,800 CYBERONICS ORD COM 23251P102 15 400 SH SOLE 400 DIAGEO ADR COM 25243Q205 560 5,800 SH SOLE 5,800 DOLBY LABS ORD COM 25659T107 13 350 SH SOLE 350 DOMINION RSCS ORD COM 25746U109 1,229 24,000 SH SOLE 24,000 DUFF & PHELPS CORP NEW COM 26433B107 906 58,300 SH SOLE 58,300 DUKE ENERGY ORD COM 26441C105 1,437 68,400 SH SOLE 68,400 ENI ADR COM 26874R108 70 1,500 SH SOLE 1,500 ECHO GLOBAL LOGISTICS INC COM 27875T101 147 9,100 SH SOLE 9,100 ENBRIDGE ORD COM 29250N105 1,931 49,730 SH SOLE 44,830 4,900 ENDEAVOUR SILVER ORD COM 29258Y103 4,053 428,000 SH SOLE 428,000 ENTERGY ORD COM 29364G103 968 14,400 SH SOLE 14,400 EPOCH HOLDING ORD COM 29428R103 754 31,560 SH SOLE 31,560 EXELON CORP ORD COM 30161N101 1,652 42,126 SH SOLE 42,126 FEI COMPANY ORD COM 30241L109 363 7,400 SH SOLE 7,400 FIRST MAJESTIC SILVER ORD COM 32076V103 3,784 227,500 SH SOLE 227,500 FOCUS MEDIA HLDG DEPOSITORY RECEIPT COM 34415V109 5 200 SH SOLE 200 GLAXOSMITHKLINE ADR COM 37733W105 2,001 44,550 SH SOLE 43,450 1,100 GOLD FIELDS ADR COM 38059T106 778 56,000 SH SOLE 56,000 GOOGLE ORD COM 38259P508 135 210 SH SOLE 210 GRAN TIERRA ENERGY INC COM 38500T101 4,850 769,400 SH SOLE 769,400 GREAT PANTHER SILVER LTD COM 39115V101 1,210 539,000 SH SOLE 539,000 CGI CLASS A ORD COM 39945C109 564 25,300 SH SOLE 25,300 HFF INC COM 40418F108 702 42,600 SH SOLE 42,600 HEALTH NET ORD COM 42222G108 6 150 SH SOLE 150 HI TECH PHARM ORD COM 42840B101 13 350 SH SOLE 350 HOUSTON AMERICAN ENERGY ORD COM 44183U100 129 24,700 SH SOLE 24,700 ITT EDUCATIONAL SERVICES INC COM 45068B109 3 50 SH SOLE 50 IDEX ORD COM 45167R104 4 100 SH SOLE 100 IMPAX LABS ORD COM 45256B101 490 19,950 SH SOLE 19,950 INFOSPACE ORD COM 45678T300 9 700 SH SOLE 700 INTERACTIVE BROKERS GROUP IN COM 45841N107 6 350 SH SOLE 350 INTL ASSETS HLD ORD COM 46116V105 137 6,500 SH SOLE 6,500 INTUITIVE SURGCL ORD COM 46120E602 238 440 SH SOLE 440 JAGUAR MNG INC COM 47009M103 129 27,700 SH SOLE 27,700 JUST ENERGY COM 48213W101 483 34,900 SH SOLE 34,900 KAYNE ANDERSON ENERGY DEVMNT ORD COM 48660Q102 127 4,950 SH SOLE 4,950 KRAFT FOODS ORDINARY A COM 50075N104 1,475 38,800 SH SOLE 38,800 LADENBURG THALMN ORD COM 50575Q102 137 77,100 SH SOLE 77,100 LEAPFROG ENTRPRS ORDINARY A COM 52186N106 1,119 133,880 SH SOLE 133,880 LIBERTY INTERACTIVE CORPORAT COM 53071M104 7 350 SH SOLE 350 LIQUIDITY SERVICES ORD COM 53635B107 495 11,050 SH SOLE 11,050 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 8 330 SH SOLE 330 MACY'S INC COM 55616P104 8 200 SH SOLE 200 MANULIFE FINL ORD COM 56501R106 146 10,800 SH SOLE 7,700 3,100 MARKETAXESS COM 57060D108 1,247 33,450 SH SOLE 33,450 MARKET VECTORS ETF TR EM LC CURR DBT COM 57060U522 372 14,150 SH SOLE 14,150 MARKET VECTORS ETF TR INDONESIA COM 57060U753 27 900 SH SOLE 900 MASTERCARD CL A ORD COM 57636Q104 1,236 2,940 SH SOLE 2,940 MCKESSON CORP ORD COM 58155Q103 6 70 SH SOLE 70 MEADOWBROOK INS ORD COM 58319P108 146 15,600 SH SOLE 15,600 MERCK & CO ORD COM 58933Y105 839 21,850 SH SOLE 21,850 METHANEX ORD COM 59151K108 924 28,400 SH SOLE 26,800 1,600 MOVE INC COM 62458M207 62 6,400 SH SOLE 6,400 MYRIAD GENETICS ORD COM 62855J104 1,385 58,550 SH SOLE 58,550 NTT DOCOMO ADR COM 62942M201 984 59,000 SH SOLE 59,000 NATL HEALTH INV ORD COM 63633D104 202 4,150 SH SOLE 4,150 NELNET ORD COM 64031N108 5 200 SH SOLE 200 NETEASE INC COM 64110W102 1,162 20,000 SH SOLE 20,000 NETGEAR INC COM 64111Q104 1,280 33,500 SH SOLE 33,500 NETSCOUT SYSTMS ORD COM 64115T104 545 26,800 SH SOLE 26,800 NEUSTAR A ORD COM 64126X201 6 170 SH SOLE 170 NEVSUN RSC ORD COM 64156L101 3,500 949,100 SH SOLE 949,100 NEWCASTLE INVEST ORD COM 65105M108 101 16,150 SH SOLE 16,150 NEXEN ORD COM 65334H102 46 2,500 SH SOLE 2,500 NEXTERA ENERGY INC COM 65339F101 1,038 17,000 SH SOLE 17,000 NORDION INC COM 65563C105 4,810 495,900 SH SOLE 495,900 NUANCE COMMUNICATIONS ORD COM 67020Y100 8 300 SH SOLE 300 NUSTAR ENERGY LP COM 67058H102 520 8,800 SH SOLE 8,800 O'REILLY AUTO ORD COM 67103H107 621 6,800 SH SOLE 6,800 ORITANI FINL CORP COM 68633D103 15 1,000 SH SOLE 1,000 PC CONNECTION ORD COM 69318J100 128 15,600 SH SOLE 15,600 PG&E ORD COM 69331C108 890 20,500 SH SOLE 20,500 PMFG INC COM 69345P103 144 9,600 SH SOLE 9,600 PPL ORD COM 69351T106 1,150 40,700 SH SOLE 40,700 PANERA BREAD A ORD COM 69840W108 16 100 SH SOLE 100 PHARM RSC ORD COM 69888P106 2,312 59,700 SH SOLE 59,700 PENGROWTH ENERGY CORP COM 70706P104 278 29,700 SH SOLE 29,700 PENNYMAC MTG INVT TR COM 70931T103 92 4,950 SH SOLE 4,950 PERFICIENT ORD COM 71375U101 13 1,100 SH SOLE 1,100 POTASH SASKATCHE ORD COM 73755L107 245 5,360 SH SOLE 2,760 2,600 POWERSHARES GLOBAL ETF TRUST COM 73936T573 621 22,150 SH SOLE 22,150 POZEN ORD COM 73941U102 111 18,500 SH SOLE 18,500 PRIMERO MNG CORP COM 74164W106 718 275,700 SH SOLE 275,700 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 519 23,900 SH SOLE 23,900 ULTRASHORT S&P500 PROSHARES ETF COM 74347R883 933 61,850 SH SOLE 61,850 PROSHARES TR COM 74348A202 1,277 43,100 SH SOLE 43,100 PROSPECT CAPITAL CORPORATION COM 74348T102 182 16,550 SH SOLE 16,550 QUEST SOFTWARE ORD COM 74834T103 698 30,000 SH SOLE 30,000 QUESTCOR PHARM ORD COM 74835Y101 11 300 SH SOLE 300 RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,176 97,700 SH SOLE 97,700 RICHMONT MINES ORD COM 76547T106 544 69,850 SH SOLE 69,850 SLM CORP ORD COM 78442P106 3 200 SH SOLE 200 SPDR SERIES TRUST BRCLYS YLD ETF COM 78464A417 1,114 28,300 SH SOLE 28,300 SXC HEALTH SOLUTIONS CORP COM 78505P100 719 9,570 SH SOLE 8,670 900 SABRA HEALTH CARE REIT INC COM 78573L106 49 3,000 SH SOLE 3,000 SANOFI COM 80105N105 1,015 26,200 SH SOLE 24,900 1,300 SCANA ORD COM 80589M102 848 18,600 SH SOLE 18,600 SELECT COMFORT ORD COM 81616X103 819 25,300 SH SOLE 25,300 SHAW COMMUNICATIONS CLASS B ORD COM 82028K200 1,542 72,900 SH SOLE 68,800 4,100 SKILLED HEALTHCARE GROUP INC COM 83066R107 676 88,300 SH SOLE 88,300 SOUTHERN COPPER ORD COM 84265V105 1 27 SH SOLE 27 STANTEC ORD COM 85472N109 2,266 71,100 SH SOLE 71,100 STAR GAS PARTNER UNT COM 85512C105 403 97,300 SH SOLE 97,300 SYNUTRA INTERNTL ORD COM 87164C102 6 1,000 SH SOLE 1,000 TC PIPELINES LP UN COM 87233Q108 737 16,400 SH SOLE 16,400 TELULAR ORD COM 87970T208 179 21,150 SH SOLE 21,150 TELUS ORD COM 87971M103 5,535 95,430 SH SOLE 92,630 2,800 TESCO ORD COM 88157K101 6 400 SH SOLE 400 TIM HORTONS ORD COM 88706M103 4,016 75,096 SH SOLE 71,996 3,100 TIMMINS GOLD ORD COM 88741P103 404 210,000 SH SOLE 210,000 TRANSALTA ORD COM 89346D107 1,642 87,600 SH SOLE 83,800 3,800 TRANSCANADA CORP ORD COM 89353D107 4,191 97,640 SH SOLE 93,340 4,300 TREX ORD COM 89531P105 6 200 SH SOLE 200 TRUE RELIGION ORDINARY COM 89784N104 148 5,400 SH SOLE 5,400 USA MOBILITY ORD COM 90341G103 96 6,900 SH SOLE 6,900 US AIRWAYS GROUP ORD COM 90341W108 474 62,500 SH SOLE 62,500 ULTA SALON COSMETCS & FRAG I COM 90384S303 7 80 SH SOLE 80 ULTRA CLEAN HLD ORD COM 90385V107 400 53,000 SH SOLE 53,000 UTD THERAPEUT ORD COM 91307C102 172 3,650 SH SOLE 3,650 UNITEDHEALTH GRP ORD COM 91324P102 9 150 SH SOLE 150 VALEANT PHARMACEUTICALS INTL COM 91911K102 80 1,500 SH SOLE 600 900 VALUECLICK ORD COM 92046N102 444 22,500 SH SOLE 22,500 VASCO DATA SECU ORD COM 92230Y104 606 56,200 SH SOLE 56,200 VECTOR GROUP ORD COM 92240M108 742 41,900 SH SOLE 41,900 VERIFONE SYSTEMS INC COM 92342Y109 5 100 SH SOLE 100 VERIZON COMMS ORD COM 92343V104 1,200 31,400 SH SOLE 31,400 VIACOM B ORD COM 92553P201 71 1,500 SH SOLE 1,500 VODAFONE GROUP ADR COM 92857W209 108 3,900 SH SOLE 3,900 WP CAREY CO ORD COM 92930Y107 93 2,000 SH SOLE 2,000 WARREN RESOURCES ORD COM 93564A100 10 3,100 SH SOLE 3,100 WELLCARE HEALTH ORDINARY COM 94946T106 1,820 25,320 SH SOLE 25,320 WESTAR ENERGY ORD COM 95709T100 894 32,000 SH SOLE 32,000 WILSHIRE BANCORP ORD COM 97186T108 105 21,800 SH SOLE 21,800 WINDSTREAM ORD COM 97381W104 559 47,800 SH SOLE 47,800 XCEL ENERGY ORD COM 98389B100 1,112 42,000 SH SOLE 42,000 YAMANA GOLD ORD COM 98462Y100 3,694 236,920 SH SOLE 232,520 4,400 ZIMMER HLDGS WI COM 98956P102 6 100 SH SOLE 100 AMDOCS ORD COM G02602103 1,434 45,400 SH SOLE 45,400 ACCENTURE PLC IRELAND COM G1151C101 1,103 17,100 SH SOLE 17,100 COVIDIEN PLC COM G2554F113 957 17,500 SH SOLE 17,500 JAZZ PHARMACEUTICALS INC COM G50871105 1,110 22,902 SH SOLE 22,902 SEAGATE TECH HLD COM G7945M107 62 2,300 SH SOLE 300 2,000 GOLAR LNG ORD COM G9456A100 141 3,700 SH SOLE 3,700 ALLIED WORLD ASSURANCE ORD COM H01531104 55 800 SH SOLE 800 WEATHERFORD INTL ORD COM H27013103 5 300 SH SOLE 300 NOBLE ORD COM H5833N103 60 1,600 SH SOLE 1,600 TE CONNECTIVITY LTD COM H84989104 55 1,500 SH SOLE 1,500 CHECK PT SFTWRE ORD COM M22465104 89 1,400 SH SOLE 1,400 GIVEN IMAGING ORD COM M52020100 7 350 SH SOLE 350 RADWARE ORD COM M81873107 14 370 SH SOLE 370 ASML HOLDING N V COM N07059186 1,118 22,300 SH SOLE 21,000 1,300 FLEXTRONICS INTL ORD COM Y2573F102 68 9,400 SH SOLE 9,400