-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CGH3nEVE4OVHOvSFje2VUPGiWgCV7x3/zaiCdb+EXkv+9dM0aHKOyN9bah0uYMQD lYnJjd3OQwYNiQecKU+T2g== 0001046192-08-000011.txt : 20080812 0001046192-08-000011.hdr.sgml : 20080812 20080812114354 ACCESSION NUMBER: 0001046192-08-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080812 DATE AS OF CHANGE: 20080812 EFFECTIVENESS DATE: 20080812 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: 081008691 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, 2008 13F-HR Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 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: Susan Ledwich Title: Associate Manager, Investment Compliance Phone: 204-946-7162 Signature, Place, and Date of Signing: Susan Ledwich Winnipeg, Manitoba August 12, 2008 [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: 632 Form 13F Information Table Value Total: $13,326,353,000 List of Other Included Managers: None ITEM 1: ITEM 4: NAME OF ITEM 2: ITEM 3: VALUE ITEM 5: ITEM 6:ITEM 7 ITEM 8: ISSUER CLASS CUSIP ($000) SHARES SHR/PRNINV/DI VOTING/NV 3M CO COM 88579Y10 21,959 315,577 SH SOLE 315,577 ABBOTT LABS COM 00282410 12,208 230,500 SH SOLE 230,500 ABERCROMBIE & CL A 00289620 21,378 341,656 SH SOLE 341,656 ACCENTURE LTD BERM CL A G1150G11 1,193 29,300 SH SOLE 29,300 ADOBE SYS INC COM 00724F10 15,494 389,200 SH SOLE 389,200 ADVANTAGE ENERGY TR UNIT 00762L10 317 24,674 SH SOLE 24,674 AECOM TECHNOLOGY CO COM 00766T10 2,427 74,600 SH SOLE 74,600 AETNA INC NEW COM 00817Y10 3,925 96,853 SH SOLE 96,853 AFFYMETRIX INC COM 00826T10 9,358 933,000 SH SOLE 933,000 AFLAC INC COM 00105510 12,188 194,100 SH SOLE 194,100 AGCO CORP COM 00108410 1,776 33,900 SH SOLE 33,900 AGILENT TECH COM 00846U10 1,544 43,452 SH SOLE 43,452 AGNICO EAGLE MINES COM 00847410 126,134 1,684,312 SH SOLE 1,684,312 AGRIUM INC COM 00891610 169,686 1,575,557 SH SOLE 1,575,557 AIRGAS INC COM 00936310 922 15,800 SH SOLE 15,800 AKAMAI TECHNOLOGIE COM 00971T10 282 8,100 SH SOLE 8,100 ALCATEL-LUCENT SP ADR 01390430 1 113 SH SOLE 113 ALCOA INC COM 01381710 3,272 91,856 SH SOLE 91,856 ALCON INC COM SHS H0130110 9,701 59,600 SH SOLE 59,600 ALEXANDRIA REAL ES COM 01527110 2,560 26,300 SH SOLE 26,300 ALLEGHENY ENERGY COM 01736110 12,136 242,200 SH SOLE 242,200 ALLERGAN INC COM 01849010 187 3,600 SH SOLE 3,600 ALLIANCE DATA SYS COM 01858110 15,903 285,000 SH SOLE 285,000 ALLIANZ SE SP ADR 01880510 314 18,000 SH SOLE 18,000 ALLIED NEVADA GOLD COM 01934410 953 162,000 SH SOLE 162,000 ALLSTATE CORP COM 02000210 11,433 251,855 SH SOLE 251,855 ALTERA CORP COM 02144110 4,443 215,475 SH SOLE 215,475 ALTRIA GROUP INC COM 02209S10 119 5,800 SH SOLE 5,800 AMAG PHARMACEUTI COM 00163U10 5,260 149,500 SH SOLE 149,500 AMAZON COM INC COM 02313510 5,638 76,900 SH SOLE 76,900 AMB PROPERTY CORP COM 00163T10 2,378 47,200 SH SOLE 47,200 AMERICA MOVIL SAB SP ADR 02364W10 11,534 218,675 SH SOLE 218,675 AMERICAN EXPRESS CO COM 02581610 11,928 314,925 SH SOLE 314,925 AMERICAN INTL GROUP COM 02687410 26,003 951,871 SH SOLE 951,871 AMERICAN ORIENTAL COM 02873110 4 414 SH SOLE 414 AMERICAN WTR WKS CO COM 03042010 1,160 52,300 SH SOLE 52,300 AMERIPRISE FINL INC COM 03076C10 5,069 124,640 SH SOLE 124,640 AMERISOURCEBERGEN COM 03073E10 10,582 270,700 SH SOLE 270,700 AMETEK INC NEW COM 03110010 2,366 50,100 SH SOLE 50,100 AMGEN INC COM 03116210 22,634 482,114 SH SOLE 482,114 AMPHENOL CORP NEW CL A 03209510 2,069 46,100 SH SOLE 46,100 ANALOG DEVICES INC COM 03265410 3,843 120,970 SH SOLE 120,970 ANHEUSER BUSCH COS COM 03522910 3,137 50,500 SH SOLE 50,500 ANSYS INC COM 03662Q10 50 1,062 SH SOLE 1,062 ANTIGENICS INC DEL COM 03703210 2 1,269 SH SOLE 1,269 APACHE CORP COM 03741110 14,891 107,483 SH SOLE 107,483 APOLLO GROUP INC CL A 03760410 938 21,194 SH SOLE 21,194 APPLE INC COM 03783310 25,236 150,729 SH SOLE 150,729 APPLIED MATLS INC COM 03822210 3,372 176,684 SH SOLE 176,684 APTARGROUP INC COM 03833610 2,558 61,000 SH SOLE 61,000 ARACRUZ CELULOSE SP ADR 03849620 543 7,400 SH SOLE 7,400 ARCHER DANIELS MID COM 03948310 5,487 162,600 SH SOLE 162,600 ARTHROCARE CORP COM 04313610 5,916 142,000 SH SOLE 142,000 ASHLAND INC NEW COM 04420910 2,436 50,538 SH SOLE 50,538 ASSISTED LIVING CON CL A 04544X10 561 102,003 SH SOLE 102,003 ASTRAZENECA PLC SP ADR 04635310 43 1,000 SH SOLE 1,000 AT&T INC COM 00206R10 29,430 873,037 SH SOLE 873,037 ATWOOD OCEANICS INC COM 05009510 2,250 18,100 SH SOLE 18,100 AU OPTRONICS CORP SP ADR 00225510 928 58,553 SH SOLE 58,553 AUGUSTA RES CORP COM NEW 05091220 2,028 344,750 SH SOLE 344,750 AURIZON MINES LTD COM 05155P10 10,514 2,179,700 SH SOLE 2,179,700 AUTODESK INC COM 05276910 417 12,334 SH SOLE 12,334 AUTOMATIC DATA PRO COM 05301510 35,340 845,544 SH SOLE 845,544 AVON PRODS INC COM 05430310 8,966 248,956 SH SOLE 248,956 AXA SP ADR 05453610 638 21,700 SH SOLE 21,700 BANCO ITAU HLDG FIN SP ADR 05960220 1,442 71,000 SH SOLE 71,000 BANK MONTREAL QUE COM 06367110 184,799 4,438,154 SH SOLE 4,438,154 BANK NOVA SCOTIA H COM 06414910 498,616 10,897,50 SH SOLE 10,897,503 BANK OF AMERICA COM 06050510 13,714 573,044 SH SOLE 573,044 BANK OF NY MELLON COM 06405810 7,125 188,349 SH SOLE 188,349 BARD C R INC COM 06738310 487 5,537 SH SOLE 5,537 BARRICK GOLD CORP COM 06790110 270,814 5,964,866 SH SOLE 5,964,866 BAXTER INTL INC COM 07181310 141 2,200 SH SOLE 2,200 BAYTEX ENERGY TR TR UNIT 07317610 562 16,500 SH SOLE 16,500 BCE INC COM NEW 05534B76 284,286 8,156,678 SH SOLE 8,156,678 BE AEROSPACE INC COM 07330210 258 11,100 SH SOLE 11,100 BECKMAN COULTER INC COM 07581110 12,869 192,600 SH SOLE 192,600 BECTON DICKINSON & COM 07588710 42,893 527,650 SH SOLE 527,650 BED BATH & BEYOND COM 07589610 2,461 87,548 SH SOLE 87,548 BERKSHIRE HATHAWAY CL B 08467020 8 2 SH SOLE 2 BEST BUY INC COM 08651610 3,506 88,538 SH SOLE 88,538 BHP BILLITON LTD SP ADR 08860610 596 7,000 SH SOLE 7,000 BIG LOTS INC COM 08930210 467 14,963 SH SOLE 14,963 BIO RAD LABS INC CL A 09057220 372 4,600 SH SOLE 4,600 BIOGEN IDEC INC COM 09062X10 7,808 139,706 SH SOLE 139,706 BIOMARIN PHARMACEU COM 09061G10 6,367 212,800 SH SOLE 212,800 BIOVAIL CORP COM 09067J10 3,695 381,309 SH SOLE 381,309 BJ SVCS CO COM 05548210 3,761 117,766 SH SOLE 117,766 BLACKROCK INC COM 09247X10 7,610 43,000 SH SOLE 43,000 BLDRS INDEX FDS TR EMER MK 09348R30 76 1,484 SH SOLE 1,484 BMC SOFTWARE INC COM 05592110 13,908 386,410 SH SOLE 386,410 BOIS D ARC ENERGY INCCOM 09738U10 2,323 95,600 SH SOLE 95,600 BOOKHAM INC COM 09856E10 1 825 SH SOLE 825 BOSTON PROPERTIES COM 10112110 901 10,000 SH SOLE 10,000 BOSTON SCIENTIFIC CO COM 10113710 17,628 1,441,950 SH SOLE 1,441,950 BP PLC SP ADR 05562210 570 8,200 SH SOLE 8,200 BRISTOL MYERS SQUIB COM 11012210 483 24,618 SH SOLE 24,618 BROADCOM CORP CL A 11132010 6,484 237,619 SH SOLE 237,619 BROCADE COMMUNICA COM NEW 11162130 1 134 SH SOLE 134 BROOKFIELD ASSET CL A LTD11258510 104,012 3,205,159 SH SOLE 3,205,159 BROOKFIELD PPTYS CO COM 11290010 35,736 1,992,349 SH SOLE 1,992,349 BRUSH ENGINEERED M COM 11742110 137 5,600 SH SOLE 5,600 BURLINGTON NORTHN SA COM 12189T10 460 4,600 SH SOLE 4,600 C H ROBINSON WW COM NEW 12541W20 2,545 46,400 SH SOLE 46,400 CAE INC COM 12476510 36,971 3,273,681 SH SOLE 3,273,681 CAMECO CORP COM 13321L10 69,370 1,615,858 SH SOLE 1,615,858 CANADIAN NAT RES LTD COM 13638510 366,768 3,709,886 SH SOLE 3,709,886 CANADIAN NATL RY CO COM 13637510 227,089 4,729,082 SH SOLE 4,729,082 CANADIAN PAC RY LTD COM 13645T10 89,125 1,343,749 SH SOLE 1,343,749 CAPELLA EDUCATION COM 13959410 1,521 25,500 SH SOLE 25,500 CAPSTONE TURBINE CO COM 14067D10 42 10,000 SH SOLE 10,000 CARDIOME PHARMA CO COM NEW 14159U20 2,557 292,966 SH SOLE 292,966 CARNIVAL CORP PRD CTF 14365830 2,701 80,445 SH SOLE 80,445 CARRIZO OIL & CO INC COM 14457710 2,812 41,300 SH SOLE 41,300 CATERPILLAR INC DEL COM 14912310 8,535 114,798 SH SOLE 114,798 CB RICHARD ELLIS GRO CL A 12497T10 2,224 115,800 SH SOLE 115,800 CBS CORP NEW CL B 12485720 1,246 63,313 SH SOLE 63,313 CDN IMPERIAL BK OF COCOM 13606910 196,577 3,577,251 SH SOLE 3,577,251 CELESTICA INC SUB V 15101Q10 5,988 711,920 SH SOLE 711,920 CELGENE CORP COM 15102010 1,058 16,576 SH SOLE 16,576 CENTRAL FD CDA LTD CL A 15350110 6,991 541,287 SH SOLE 541,287 CENTRAL GOLD-TRUST TR UNIT 15354610 464 13,000 SH SOLE 13,000 CERNER CORP COM 15678210 201 4,438 SH SOLE 4,438 CHC HELICOPTER CORP SUB V 12541C20 9,809 318,766 SH SOLE 318,766 CHEVRON CORP NEW COM 16676410 15,631 158,023 SH SOLE 158,023 CHICAGO BRIDGE N V NY REG 16725010 2,433 61,100 SH SOLE 61,100 CHINA MOBILE LIMITED SP ADR 16941M10 134 2,000 SH SOLE 2,000 CHIPOTLE MEXICAN GRILCL A 16965610 2,074 25,100 SH SOLE 25,100 CHUBB CORP COM 17123210 2,669 54,465 SH SOLE 54,465 CIGNA CORP COM 12550910 663 18,281 SH SOLE 18,281 CISCO SYS INC COM 17275R10 25,413 1,095,152 SH SOLE 1,095,152 CITIGROUP INC COM 17296710 13,654 793,231 SH SOLE 793,231 CITRIX SYS INC COM 17737610 9,150 312,900 SH SOLE 312,900 CLARCOR INC COM 17989510 5,883 168,000 SH SOLE 168,000 CLEAN HARBORS INC COM 18449610 7,044 98,000 SH SOLE 98,000 CME GROUP INC COM 12572Q10 1,414 3,690 SH SOLE 3,690 COACH INC COM 18975410 5,562 192,609 SH SOLE 192,609 COCA COLA CO COM 19121610 2,756 53,040 SH SOLE 53,040 COCA COLA ENTERPRI COM 19121910 55 3,218 SH SOLE 3,218 COGNIZANT TECH CL A 19244610 6,410 197,154 SH SOLE 197,154 COLGATE PALMOLIVE CO COM 19416210 50,961 739,150 SH SOLE 739,150 COMCAST CORP NEW CL A 20030N10 11,400 606,635 SH SOLE 606,635 COMCAST CORP NEW CL A SPL20030N20 97 5,150 SH SOLE 5,150 COMERICA INC COM 20034010 26,253 1,028,800 SH SOLE 1,028,800 COMMUNITY HEALTH SYS COM 20366810 112 3,390 SH SOLE 3,390 COMPANHIA VALE DO RI SP ADR 20441220 19,994 558,252 SH SOLE 558,252 COMPANIA DE MINAS BUESP ADR 20444810 800 12,244 SH SOLE 12,244 COMPTON PETE CORP COM 20494010 259 20,442 SH SOLE 20,442 COMPUTER SCIENCES COM 20536310 21,304 457,200 SH SOLE 457,200 COMPUWARE CORP COM 20563810 2,697 282,859 SH SOLE 282,859 CONCUR TECHNOLOGIES COM 20670810 6,721 196,000 SH SOLE 196,000 CONOCOPHILLIPS COM 20825C10 67,072 712,900 SH SOLE 712,900 CONSOLIDATED EDISON COM 20911510 9 225 SH SOLE 225 CONSTELLATION ENERGY COM 21037110 7,577 92,300 SH SOLE 92,300 COOPER COS INC COM NEW 21664840 806 21,700 SH SOLE 21,700 CORE LAB N V COM N2271710 2,448 17,200 SH SOLE 17,200 CORNING INC COM 21935010 16,332 708,700 SH SOLE 708,700 CORUS ENTERTAIN COM NV 22087410 16,820 943,994 SH SOLE 943,994 COSTCO WHSL CO COM 22160K10 4,989 71,148 SH SOLE 71,148 COTT CORP QUE COM 22163N10 159 50,200 SH SOLE 50,200 COVANCE INC COM 22281610 7,750 92,000 SH SOLE 92,000 COVIDIEN LTD COM G2552X10 2,295 47,925 SH SOLE 47,925 CRANE CO COM 22439910 5,968 154,912 SH SOLE 154,912 CRYSTALLEX INTL CO COM 22942F10 116 106,650 SH SOLE 106,650 CSX CORP COM 12640810 6,406 102,000 SH SOLE 102,000 CVS CAREMARK CO COM 12665010 63,590 1,607,155 SH SOLE 1,607,155 D R HORTON INC COM 23331A10 1,154 106,400 SH SOLE 106,400 DAKTRONICS INC COM 23426410 7,839 388,700 SH SOLE 388,700 DANAHER CORP DEL COM 23585110 24,007 310,600 SH SOLE 310,600 DATASCOPE CORP COM 23811310 569 12,100 SH SOLE 12,100 DAVITA INC COM 23918K10 850 16,000 SH SOLE 16,000 DECKERS OUTDOOR CO COM 24353710 2,325 16,700 SH SOLE 16,700 DEERE & CO COM 24419910 8,769 121,602 SH SOLE 121,602 DELL INC COM 24702R10 4,581 207,872 SH SOLE 207,872 DENBURY RES INC COM NEW 24791620 11,690 320,300 SH SOLE 320,300 DENISON MINES CORP COM 24835610 674 77,205 SH SOLE 77,205 DESARROLLADORA HO SP ADR 25030W10 310 5,300 SH SOLE 5,300 DESCARTES SYS GRO COM 24990610 448 133,800 SH SOLE 133,800 DEVON ENERGY CO COM 25179M10 19,868 165,800 SH SOLE 165,800 DEVRY INC DEL COM 25189310 616 11,495 SH SOLE 11,495 DIGITAL RIV INC COM 25388B10 7,253 185,000 SH SOLE 185,000 DIRECTV GROUP INC COM 25459L10 22,427 865,649 SH SOLE 865,649 DISCOVER FINL SVCS COM 25470910 365 25,213 SH SOLE 25,213 DISNEY WALT CO COM DIS 25468710 20,151 645,917 SH SOLE 645,917 DOMINION RES INC VA COM 25746U10 113 2,400 SH SOLE 2,400 DOMTAR CORP COM 25755910 710 130,300 SH SOLE 130,300 DONNELLEY R R & S COM 25786710 4,449 149,853 SH SOLE 149,853 DOVER CORP COM 26000310 6,015 124,375 SH SOLE 124,375 DR PEPPER SNAPPLE COM 26138E10 62 2,970 SH SOLE 2,970 DU PONT E I DE NEMOU COM 26353410 21,008 489,849 SH SOLE 489,849 DUKE ENERGY CORP COM 26441C10 7,804 458,000 SH SOLE 458,000 DUN & BRADSTREET CO COM 26483E10 2,997 34,200 SH SOLE 34,200 DUSA PHARMACEU COM 26689810 9 4,707 SH SOLE 4,707 E M C CORP MASS COM 26864810 16,507 1,123,769 SH SOLE 1,123,769 EATON CORP COM 27805810 2,787 32,789 SH SOLE 32,789 EBAY INC COM 27864210 23,614 861,637 SH SOLE 861,637 EDISON INTL COM 28102010 532 10,316 SH SOLE 10,316 EDWARDS LIFESCIENCES COM 28176E10 998 16,100 SH SOLE 16,100 ELAN PLC ADR 28413120 1,008 30,500 SH SOLE 30,500 ELDORADO GOLD CORP COM 28490210 33,123 3,887,830 SH SOLE 3,887,830 ELECTRONIC ARTS INC COM 28551210 9,297 211,150 SH SOLE 211,150 ELECTRONIC DATA SYS COM 28566110 12 500 SH SOLE 500 EMERSON ELEC CO COM 29101110 48,437 981,779 SH SOLE 981,779 ENBRIDGE INC COM 29250N10 151,795 3,514,572 SH SOLE 3,514,572 ENCANA CORP COM 29250510 559,094 6,118,294 SH SOLE 6,118,294 ENERGEN CORP COM 29265N10 2,458 31,500 SH SOLE 31,500 ENERPLUS RES FD UNIT TR 29274D60 4,875 105,373 SH SOLE 105,373 ENI S P A SP ADR 26874R10 2,836 38,212 SH SOLE 38,212 ENSCO INTL INC COM 26874Q10 12,519 155,222 SH SOLE 155,222 ENTERGY CORP NEW COM 29364G10 539 4,441 SH SOLE 4,441 ENVIRONMENTAL PWR COM NEW 29406L20 723 173,200 SH SOLE 173,200 EQUINIX INC COM NEW 29444U50 2,828 31,700 SH SOLE 31,700 EQUITABLE RES INC COM 29454910 1,871 27,100 SH SOLE 27,100 EXTERRAN HLDGS INC COM 30225X10 2,259 31,600 SH SOLE 31,600 EXXON MOBIL CORP COM 30231G10 70,114 801,061 SH SOLE 801,061 F M C CORP COM NEW 30249130 2,796 36,100 SH SOLE 36,100 F5 NETWORKS INC COM 31561610 79 2,775 SH SOLE 2,775 FAIRFAX FINL HLDGS SUB VTG 30390110 758 2,979 SH SOLE 2,979 FAIRPOINT COMMUNICAT COM 30556010 68 9,570 SH SOLE 9,570 FEDERAL NATL MTG AS COM 31358610 31 1,600 SH SOLE 1,600 FEDERAL REALTY INVT SH BEN 31374720 1,394 20,200 SH SOLE 20,200 FEDEX CORP COM 31428X10 1,153 14,633 SH SOLE 14,633 FIFTH THIRD BANCORP COM 31677310 35 3,400 SH SOLE 3,400 FIRST SOLAR INC COM 33643310 1,119 4,100 SH SOLE 4,100 FIRSTENERGY CORP COM 33793210 553 6,806 SH SOLE 6,806 FIRSTSERVICE CORP S VTG 33761N10 4,011 280,161 SH SOLE 280,161 FISERV INC COM 33773810 5,397 117,600 SH SOLE 117,600 FLIR SYS INC COM 30244510 1,776 43,800 SH SOLE 43,800 FLOWERS FOODS INC COM 34349810 2,947 104,000 SH SOLE 104,000 FOMENTO ECONOMICO SP ADR 34441910 10,203 224,220 SH SOLE 224,220 FORDING CDN COAL TR TR UNIT 34542510 64,766 678,744 SH SOLE 678,744 FOREST LABS INC COM 34583810 9,555 275,070 SH SOLE 275,070 FOUNDRY NETWORKS COM 35063R10 1 100 SH SOLE 100 FRANKLIN RES INC COM 35461310 6,089 66,455 SH SOLE 66,455 FREEPORT-MCMORAN COM 35671D85 14,044 120,035 SH SOLE 120,035 FRONTEER DEV GROUP COM 35903Q10 60 11,802 SH SOLE 11,802 GAMESTOP CORP NEW CL A 36467W10 10,136 250,900 SH SOLE 250,900 GAMMON GOLD INC COM 36467T10 738 69,129 SH SOLE 69,129 GANNETT INC COM 36473010 210 9,700 SH SOLE 9,700 GAP INC DEL COM 36476010 6,320 379,130 SH SOLE 379,130 GARDNER DENVER INC COM 36555810 1,340 23,600 SH SOLE 23,600 GENENTECH INC COM NEW 36871040 895 11,796 SH SOLE 11,796 GENERAL DYNAMICS CO COM 36955010 43,412 517,416 SH SOLE 517,416 GENERAL ELECTRIC CO COM 36960410 32,736 1,240,514 SH SOLE 1,240,514 GENERAL MLS INC COM 37033410 6,693 110,148 SH SOLE 110,148 GENTIVA HEALTH SERV COM 37247A10 2,127 111,700 SH SOLE 111,700 GENZYME CORP COM 37291710 8,457 117,429 SH SOLE 117,429 GEOGLOBAL RESOURC COM 37249T10 511 239,700 SH SOLE 239,700 GERDAU AMERISTEEL CO COM 37373P10 46,805 2,423,223 SH SOLE 2,423,223 GERDAU S A SP ADR 37373710 254 10,600 SH SOLE 10,600 GILDAN ACTIVEWEAR INCCOM 37591610 86,759 3,383,113 SH SOLE 3,383,113 GILEAD SCIENCES INC COM 37555810 17,238 325,580 SH SOLE 325,580 GLAXOSMITHKLINE PLC SP ADR 37733W10 354 8,000 SH SOLE 8,000 GOLD FIELDS LTD NEW SP ADR 38059T10 714 56,400 SH SOLE 56,400 GOLDCORP INC NEW COM 38095640 243,675 5,321,884 SH SOLE 5,321,884 GOLDEN STAR RES LTD COM 38119T10 89 33,126 SH SOLE 33,126 GOLDMAN SACHS GR COM 38141G10 15,256 87,234 SH SOLE 87,234 GOOGLE INC CL A 38259P50 13,385 25,432 SH SOLE 25,432 GRAINGER W W INC COM 38480210 2,910 35,579 SH SOLE 35,579 GROUPE CGI INC SUB V 39945C10 40,124 4,028,285 SH SOLE 4,028,285 HAEMONETICS CORP COM 40502410 2,041 36,800 SH SOLE 36,800 HALLIBURTON CO COM 40621610 139 2,620 SH SOLE 2,620 HANSEN NAT CORP COM 41131010 1,138 39,500 SH SOLE 39,500 HARRY WINSTON DIAM COM 41587B10 7,096 248,630 SH SOLE 248,630 HARTFORD FINL SVCS COM 41651510 3,602 54,946 SH SOLE 54,946 HARVEST ENERGY TR TR UNIT 41752X10 649 26,769 SH SOLE 26,769 HASBRO INC COM 41805610 3,117 87,268 SH SOLE 87,268 HDFC BANK LTD ADR REPS40415F10 817 11,400 SH SOLE 11,400 HEIDRICK & STRUGGLES COM 42281910 5,969 210,200 SH SOLE 210,200 HELMERICH & PAYNE INCCOM 42345210 799 11,100 SH SOLE 11,100 HERSHEY CO COM 42786610 22,093 676,400 SH SOLE 676,400 HESS CORP COM 42809H10 9,553 76,000 SH SOLE 76,000 HEWITT ASSOCS INC COM 42822Q10 12,191 317,800 SH SOLE 317,800 HEWLETT PACKARD CO COM 42823610 28,240 638,836 SH SOLE 638,836 HIBBETT SPORTS INC COM 42856710 4,027 190,900 SH SOLE 190,900 HOLOGIC INC COM 43644010 2,322 106,516 SH SOLE 106,516 HOME DEPOT INC COM 43707610 7,905 326,391 SH SOLE 326,391 HONDA MOTOR LTD AMERN 43812830 408 12,000 SH SOLE 12,000 HONEYWELL INTL INC COM 43851610 23,612 469,647 SH SOLE 469,647 HOSPIRA INC COM 44106010 971 24,200 SH SOLE 24,200 HOST HOTELS & RESOR COM 44107P10 3,208 235,036 SH SOLE 235,036 HSBC HLDGS PLC SP ADR 40428040 307 4,000 SH SOLE 4,000 I2 TECHNOLOGIES INC COM NEW 46575420 1 85 SH SOLE 85 IAMGOLD CORP COM 45091310 3,801 635,504 SH SOLE 635,504 ICICI BK LTD ADR 45104G10 707 24,600 SH SOLE 24,600 ICON PUB LTD CO SP ADR 45103T10 2,281 30,200 SH SOLE 30,200 IDEARC INC COM 45166310 0 160 SH SOLE 160 IDEXX LABS INC COM 45168D10 7,686 157,700 SH SOLE 157,700 ILLINOIS TOOL WKS INCCOM 45230810 645 13,226 SH SOLE 13,226 ILLUMINA INC COM 45232710 7,117 82,000 SH SOLE 82,000 IMMUCOR INC COM 45252610 4,984 190,000 SH SOLE 190,000 IMPERIAL OIL LTD COM NEW 45303840 164,675 2,993,644 SH SOLE 2,993,644 IMS HEALTH INC COM 44993410 16,623 715,750 SH SOLE 715,750 INFOSYS TECH SP ADR 45678810 696 16,000 SH SOLE 16,000 ING GROEP N V SP ADR 45683710 459 14,564 SH SOLE 14,564 INTEL CORP COM 45814010 13,529 630,591 SH SOLE 630,591 INTERCONTINENTALEX COM 45865V10 342 3,000 SH SOLE 3,000 INTERNATIONAL BUSINE COM 45920010 35,377 298,146 SH SOLE 298,146 INTEROIL CORP COM 46095110 133 4,641 SH SOLE 4,641 INTERSIL CORP CL A 46069S10 1,992 81,900 SH SOLE 81,900 INTL PAPER CO COM 46014610 5,111 219,410 SH SOLE 219,410 INTUITIVE SURGICAL INCOM NEW 46120E60 2,855 10,600 SH SOLE 10,600 ISHARES INC MSCI CDA46428650 435 13,150 SH SOLE 13,150 ISHARES INC MSCI PAC46428666 22,481 166,445 SH SOLE 166,445 ISHARES INC MSCI MAL46428683 66 6,375 SH SOLE 6,375 ISHARES INC MSCI JA 46428684 6,216 498,100 SH SOLE 498,100 ISHARES TR S&P 100 46428710 19 329 SH SOLE 329 ISHARES TR FTSE 46428718 10 75 SH SOLE 75 ISHARES TR S&P 46428720 28 220 SH SOLE 220 ISHARES TR MSCI EM 46428723 27 200 SH SOLE 200 ISHARES TR S&P 46428734 1,009 6,725 SH SOLE 6,725 ISHARES TR S&P 46428738 11 100 SH SOLE 100 ISHARES TR MSCI 46428746 10,950 159,855 SH SOLE 159,855 ISHARES TR RUSS 46428765 4,840 70,100 SH SOLE 70,100 ISHARES TR DJ O&G 46428885 1,201 14,192 SH SOLE 14,192 ISHARES TR MSCI 46428888 40 563 SH SOLE 563 ITT CORP NEW COM 45091110 3,311 52,138 SH SOLE 52,138 IVANHOE ENERGY INC COM 46579010 461 132,000 SH SOLE 132,000 IVANHOE MINES LTD COM 46579N10 1,704 157,276 SH SOLE 157,276 JAGUAR MNG INC COM 47009M10 718 74,368 SH SOLE 74,368 JED OIL INC COM 47231010 10 21,831 SH SOLE 21,831 JOHNSON & JOHNSON COM 47816010 81,225 1,266,210 SH SOLE 1,266,210 JP MORGAN CHASE & CO COM 46625H10 32,393 941,936 SH SOLE 941,936 JUNIPER NETWORKS INC COM 48203R10 394 17,749 SH SOLE 17,749 KANSAS CITY SOUTHERN COM NEW 48517030 7,936 180,400 SH SOLE 180,400 KEITHLEY INSTRS INC COM 48758410 3 280 SH SOLE 280 KELLOGG CO COM 48783610 8,318 172,616 SH SOLE 172,616 KEYCORP NEW COM 49326710 20,702 1,896,850 SH SOLE 1,896,850 KIMBERLY CLARK CORP COM 49436810 41,691 699,900 SH SOLE 699,900 KING PHARMACEUTICALS COM 49558210 2,622 250,400 SH SOLE 250,400 KINGSWAY FINL SVCS COM 49690410 2,835 327,918 SH SOLE 327,918 KINROSS GOLD CORP COM NO 49690240 44,944 1,912,420 SH SOLE 1,912,420 KLA-TENCOR CORP COM 48248010 3,071 75,436 SH SOLE 75,436 KOHLS CORP COM 50025510 725 16,653 SH SOLE 16,653 KONINKLIJKE PHILIPS ENY REG 50047230 338 10,000 SH SOLE 10,000 KOOKMIN BK NEW SP ADR 50049M10 222 3,800 SH SOLE 3,800 KRAFT FOODS INC CL A 50075N10 669 22,859 SH SOLE 22,859 KROGER CO COM 50104410 7,053 244,300 SH SOLE 244,300 KT CORP SP ADR 48268K10 882 41,315 SH SOLE 41,315 L-3 COMMUNICATIONS COM 50242410 7,982 87,844 SH SOLE 87,844 LABORATORY CORP A COM NEW 50540R40 689 9,900 SH SOLE 9,900 LANDSTAR SYS INC COM 51509810 12,009 217,500 SH SOLE 217,500 LAUDER ESTEE COS INC CL A 51843910 9,685 210,000 SH SOLE 210,000 LEGG MASON INC COM 52490110 545 12,500 SH SOLE 12,500 LEHMAN BROS HLDGS INCCOM 52490810 1,838 92,786 SH SOLE 92,786 LEXMARK INTL NEW CL A 52977110 2,661 79,600 SH SOLE 79,600 LILLY ELI & CO COM 53245710 20,309 440,000 SH SOLE 440,000 LINCOLN NATL CORP INDCOM 53418710 18,294 404,840 SH SOLE 404,840 LIZ CLAIBORNE INC COM 53932010 363 22,617 SH SOLE 22,617 LORUS THERAPEUTICS COM 54419210 50 417,800 SH SOLE 417,800 LSI CORPORATION COM 50216110 0 71 SH SOLE 71 LULULEMON ATHLETICA COM 55002110 174 6,000 SH SOLE 6,000 LUMINEX CORP DEL COM 55027E10 413 20,085 SH SOLE 20,085 LUNDIN MINING CORP COM 55037210 9,895 1,625,434 SH SOLE 1,625,434 MAGNA INTL INC CL A 55922240 75,241 1,264,758 SH SOLE 1,264,758 MANITOWOC INC COM 56357110 2,290 70,400 SH SOLE 70,400 MANPOWER INC COM 56418H10 2,272 39,000 SH SOLE 39,000 MANTECH INTL CORP CL A 56456310 631 13,100 SH SOLE 13,100 MANULIFE FINL CORP COM 56501R10 595,535 17,062,48 SH SOLE 17,062,484 MARATHON OIL CORP COM 56584910 11,296 217,779 SH SOLE 217,779 MARKET VECTORS ETF TRGOLD 57060U10 24 500 SH SOLE 500 MARSH & MCLENNAN COS COM 57174810 10,939 408,600 SH SOLE 408,600 MASCO CORP COM 57459910 1,787 113,650 SH SOLE 113,650 MASIMO CORP COM 57479510 770 22,400 SH SOLE 22,400 MCDERMOTT INTL INC COM 58003710 7,934 128,200 SH SOLE 128,200 MCDONALDS CORP COM 58013510 49,760 885,180 SH SOLE 885,180 MCGRAW HILL COS INC COM 58064510 24,938 624,557 SH SOLE 624,557 MCKESSON CORP COM 58155Q10 5,931 106,100 SH SOLE 106,100 MDS INC COM 55269P30 21,599 1,329,583 SH SOLE 1,329,583 MEDCO HEALTH SOLUTI COM 58405U10 654 13,864 SH SOLE 13,864 MEDTRONIC INC COM 58505510 27,357 529,259 SH SOLE 529,259 MEMC ELECTR MATLS INCCOM 55271510 15,879 258,043 SH SOLE 258,043 MERCK & CO INC COM 58933110 19,574 520,850 SH SOLE 520,850 MERIDIAN BIOSCIENCE ICOM 58958410 1,949 72,400 SH SOLE 72,400 MERITAGE HOMES CORP COM 59001A10 403 26,600 SH SOLE 26,600 MERRILL LYNCH & CO INCOM 59018810 82 2,600 SH SOLE 2,600 METHANEX CORP COM 59151K10 463 16,414 SH SOLE 16,414 METLIFE INC COM 59156R10 8,396 158,930 SH SOLE 158,930 MI DEVS INC SUB V 55304X10 4,086 181,623 SH SOLE 181,623 MICROSOFT CORP COM 59491810 72,843 2,642,499 SH SOLE 2,642,499 MIDCAP SPDR TR UNIT SER59563510 7,161 48,100 SH SOLE 48,100 MINDRAY MEDICAL INTL SPON ADR60267510 1,866 50,000 SH SOLE 50,000 MINEFINDERS LTD COM 60290010 447 43,384 SH SOLE 43,384 MOLEX INC CL A 60855420 1,177 51,400 SH SOLE 51,400 MOLSON COORS BREW CL B 60871R20 1,129 20,796 SH SOLE 20,796 MONRO MUFFLER BRAKE COM 61023610 2,300 148,500 SH SOLE 148,500 MONSANTO CO NEW COM 61166W10 11,100 87,800 SH SOLE 87,800 MORGAN STANLEY COM NEW 61744644 7,061 194,194 SH SOLE 194,194 MOTOROLA INC COM 62007610 7 1,000 SH SOLE 1,000 MURPHY OIL CORP COM 62671710 17,923 182,815 SH SOLE 182,815 NABORS INDUSTRIES LTDSHS G6359F10 791 16,050 SH SOLE 16,050 NASDAQ OMX GROUP INC COM 63110310 4,133 155,700 SH SOLE 155,700 NATIONAL BK GREECE SP ADR 63364340 514 57,512 SH SOLE 57,512 NATIONAL INSTRS CORP COM 63651810 5,906 208,200 SH SOLE 208,200 NATIONAL OILWELL VAR COM 63707110 725 8,170 SH SOLE 8,170 NCR CORP NEW COM 62886E10 1 56 SH SOLE 56 NETAPP INC COM 64110D10 3,818 176,314 SH SOLE 176,314 NEW GOLD INC CDA COM 64453510 545 69,800 SH SOLE 69,800 NEW ORIENTAL ED & TECSP ADR 64758110 1,671 28,600 SH SOLE 28,600 NEW YORK CMNTY BAN COM 64944510 2,608 146,200 SH SOLE 146,200 NEWFIELD EXPL CO COM 65129010 2,310 35,400 SH SOLE 35,400 NEWMONT MINING CORP COM 65163910 3,970 76,126 SH SOLE 76,126 NEWS CORP CL A 65248E10 788 52,438 SH SOLE 52,438 NEXEN INC COM 65334H10 206,370 5,182,115 SH SOLE 5,182,115 NIKE INC CL B 65410610 6,689 112,231 SH SOLE 112,231 NOKIA CORP SP ADR 65490220 109 4,450 SH SOLE 4,450 NORFOLK SOUTHERN CO COM 65584410 493 7,875 SH SOLE 7,875 NORTEL NETWORKS CO COM NEW 65656850 8,544 1,043,467 SH SOLE 1,043,467 NORTHERN TR CORP COM 66585910 5,684 82,900 SH SOLE 82,900 NORTHGATE MINERALS COM 66641610 97 35,728 SH SOLE 35,728 NOVA CHEMICALS CORP COM 66977W10 6,038 245,405 SH SOLE 245,405 NOVABAY PHARMAC COM 66987P10 467 223,300 SH SOLE 223,300 NOVAGOLD RES INC COM NEW 66987E20 137 18,174 SH SOLE 18,174 NOVARTIS A G SP ADR 66987V10 385 7,000 SH SOLE 7,000 NOVO-NORDISK A S ADR 67010020 1,617 24,500 SH SOLE 24,500 NUCOR CORP COM 67034610 2,946 39,453 SH SOLE 39,453 NUCRYST PHARMACEU COM 67035Q10 79 75,300 SH SOLE 75,300 NVIDIA CORP COM 67066G10 4,366 233,237 SH SOLE 233,237 OCCIDENTAL PETE CO COM 67459910 6,370 71,304 SH SOLE 71,304 OIL SVC HOLDRS TR DEP 67800210 222 1,000 SH SOLE 1,000 OMNICOM GROUP INC COM 68191910 16,959 377,940 SH SOLE 377,940 OMNITURE INC COM 68212S10 577 31,100 SH SOLE 31,100 OMRIX BIOPHARMACEU COM 68198910 6,150 387,000 SH SOLE 387,000 ONEOK INC NEW COM 68268010 3,017 61,800 SH SOLE 61,800 OPEN JT STK CO-VIM SP ADR 68370R10 6,505 219,200 SH SOLE 219,200 OPEN TEXT CORP COM 68371510 56,979 1,780,651 SH SOLE 1,780,651 ORACLE CORP COM 68389X10 58,787 2,800,361 SH SOLE 2,800,361 OREZONE RES INC COM 68592110 1,052 876,600 SH SOLE 876,600 OWENS ILL INC COM NEW 69076840 3,414 81,900 SH SOLE 81,900 P T TELEKOMUNIKASI SP ADR 71568410 864 26,800 SH SOLE 26,800 PALL CORP COM 69642930 20,569 521,000 SH SOLE 521,000 PAN AMERICAN SILVER COM 69790010 393 11,450 SH SOLE 11,450 PAR PHARMACEUTICAL COM 69888P10 4 260 SH SOLE 260 PARAMETRIC TECHN COM NEW 69917320 2,427 145,600 SH SOLE 145,600 PATTERSON COMPANIES COM 70339510 1,960 66,694 SH SOLE 66,694 PAYCHEX INC COM 70432610 17,493 559,300 SH SOLE 559,300 PENGROWTH ENERGY TR TR UNIT 70690250 881 43,843 SH SOLE 43,843 PENN WEST ENERGY TR TR UNIT 70788510 6,126 181,264 SH SOLE 181,264 PENNEY J C INC COM 70816010 268 7,387 SH SOLE 7,387 PEPSICO INC COM 71344810 49,132 773,621 SH SOLE 773,621 PERICOM SEMICONDUCT COM 71383110 1,296 87,300 SH SOLE 87,300 PERKINELMER INC COM 71404610 1,728 62,050 SH SOLE 62,050 PERRIGO CO COM 71429010 1,896 59,700 SH SOLE 59,700 PETRO-CDA COM 71644E10 169,815 3,045,684 SH SOLE 3,045,684 PETROLEO BRASILEIRO SP ADR 71654V40 23,953 339,356 SH SOLE 339,356 PFIZER INC COM 71708110 45,672 2,625,947 SH SOLE 2,625,947 PHILIP MORRIS INTL INCOM 71817210 302 6,100 SH SOLE 6,100 PITNEY BOWES INC COM 72447910 460 13,000 SH SOLE 13,000 PLUM CREEK TIMBER CO COM 72925110 1,038 24,300 SH SOLE 24,300 PNC FINL SVCS GROUP COM 69347510 425 7,327 SH SOLE 7,327 POTASH CORP SASK INC COM 73755L10 421,732 1,820,791 SH SOLE 1,820,791 POWERSHARES QQQ TRU UNIT SER73935A10 13,690 303,100 SH SOLE 303,100 POWERWAVE TECHNO COM 73936310 4 900 SH SOLE 900 PPG INDS INC COM 69350610 5,794 100,409 SH SOLE 100,409 PRAXAIR INC COM 74005P10 9,027 95,800 SH SOLE 95,800 PRECISION DRILLING TRTR UNIT 74021510 55,662 2,064,779 SH SOLE 2,064,779 PREMD INC COM 74047Y10 87 259,300 SH SOLE 259,300 PRICE T ROWE GROUP INCOM 74144T10 10,083 178,580 SH SOLE 178,580 PRIDE INTL INC DEL COM 74153Q10 2,019 42,700 SH SOLE 42,700 PROCTER & GAMBLE CO COM 74271810 14,299 235,346 SH SOLE 235,346 PROSHARES TR ULTRASH 74347R59 9,850 146,100 SH SOLE 146,100 PROSHARES TR ULTRASH 74347R62 11,061 70,700 SH SOLE 70,700 PROVIDENT ENERGY TR TR UNIT 74386K10 517 44,969 SH SOLE 44,969 PRUDENTIAL FINL INC COM 74432010 15,847 266,388 SH SOLE 266,388 PUBLIC SVC ENTERPRIS COM 74457310 175 3,800 SH SOLE 3,800 QIAGEN N V ORD N7248210 634 31,500 SH SOLE 31,500 QLOGIC CORP COM 74727710 3,019 206,950 SH SOLE 206,950 QUALCOMM INC COM 74752510 14,463 324,948 SH SOLE 324,948 QUANTA SVCS INC COM 74762E10 762 22,900 SH SOLE 22,900 QUEST CAP CORP NEW COM 74835U10 699 402,800 SH SOLE 402,800 QUEST DIAGNOSTICS INCCOM 74834L10 4,841 99,880 SH SOLE 99,880 QUICKSILVER RESOURC COM 74837R10 7,468 193,300 SH SOLE 193,300 RANDGOLD RES LTD ADR 75234430 5,739 124,290 SH SOLE 124,290 RANGE RES CORP COM 75281A10 2,569 39,200 SH SOLE 39,200 RAYTHEON CO COM NEW 75511150 8,785 156,100 SH SOLE 156,100 RED HAT INC COM 75657710 6,867 325,000 SH SOLE 325,000 REGAL ENTMT GROUP CL A 75876610 7 451 SH SOLE 451 REINSURANCE GROUP COM 75935110 2,445 56,200 SH SOLE 56,200 RENAISSANCERE HO COM G7496G10 1,256 28,150 SH SOLE 28,150 RESEARCH IN MOTION COM 76097510 306,665 2,613,484 SH SOLE 2,613,484 RESMED INC COM 76115210 501 14,000 SH SOLE 14,000 RESOURCES CONNECT COM 76122Q10 3,551 174,500 SH SOLE 174,500 RITCHIE BROS AUCTION COM 76774410 23,822 883,600 SH SOLE 883,600 ROBERT HALF INTL INC COM 77032310 4,207 175,509 SH SOLE 175,509 ROCKWELL AUTOMATI COM 77390310 3,374 77,160 SH SOLE 77,160 ROGERS COMMUNICAT CL B 77510920 231,229 5,961,927 SH SOLE 5,961,927 ROHM & HAAS CO COM 77537110 4,591 98,857 SH SOLE 98,857 ROWAN COS INC COM 77938210 3,434 73,463 SH SOLE 73,463 ROYAL BK CDA MONTR COM 78008710 584,502 13,034,15 SH SOLE 13,034,157 ROYAL DUTCH SHELL PLCSP ADR 78025920 528 6,460 SH SOLE 6,460 RYANAIR HLDGS PLC SP ADR 78351310 416 14,500 SH SOLE 14,500 SAFEWAY INC COM NEW 78651420 8,191 278,900 SH SOLE 278,900 SAIC INC COM 78390X10 3,397 163,900 SH SOLE 163,900 SALESFORCE COM INC COM 79466L30 1,303 19,100 SH SOLE 19,100 SANOFI AVENTIS SP ADR 80105N10 332 10,000 SH SOLE 10,000 SATYAM COMPUTER SE ADR 80409810 108 4,400 SH SOLE 4,400 SCHEIN HENRY INC COM 80640710 9,896 191,900 SH SOLE 191,900 SCHLUMBERGER LTD COM 80685710 10,009 93,180 SH SOLE 93,180 SCHWAB CHARLES CO COM 80851310 17,854 869,300 SH SOLE 869,300 SCICLONE PHARMACEU COM 80862K10 2 1,535 SH SOLE 1,535 SEI INVESTMENTS CO COM 78411710 2,670 113,500 SH SOLE 113,500 SELECT SECTOR SPDR SBI MAT 81369Y10 7 158 SH SOLE 158 SELECT SECTOR SPDR SBI INT 81369Y50 22,271 255,730 SH SOLE 255,730 SELECT SECTOR SPDR SBI INT 81369Y80 69 3,000 SH SOLE 3,000 SEQUENOM INC COM NEW 81733740 4 275 SH SOLE 275 SHAW COMMUNICA CL B CON82028K20 116,456 5,708,336 SH SOLE 5,708,336 SHERWIN WILLIAMS CO COM 82434810 5,103 111,105 SH SOLE 111,105 SHIRE LIMITED SP ADR 82481R10 903 18,400 SH SOLE 18,400 SIERRA WIRELESS INC COM 82651610 697 47,642 SH SOLE 47,642 SIGMA ALDRICH CORP COM 82655210 32,207 599,600 SH SOLE 599,600 SILICONWARE PRECISIONSP ADR 82708486 94 12,955 SH SOLE 12,955 SILVER STD RES INC COM 82823L10 310 10,812 SH SOLE 10,812 SILVER WHEATON CORP COM 82833610 47,098 3,212,880 SH SOLE 3,212,880 SIMTEK CORP COM NEW 82920430 2 950 SH SOLE 950 SINGAPORE FD INC COM 82929L10 40 2,854 SH SOLE 2,854 SOLERA HOLDINGS INC COM 83421A10 12,855 464,800 SH SOLE 464,800 SOLUTIA INC COM NEW 83437650 0 2 SH SOLE 2 SOUTHERN COPPER CORP COM 84265V10 20 185 SH SOLE 185 SOUTHWEST AIRLS CO COM 84474110 665 51,000 SH SOLE 51,000 SOUTHWESTERN ENERGY COM 84546710 3,404 71,500 SH SOLE 71,500 SPDR GOLD TRUST GOLD SHS78463V10 2,181 24,000 SH SOLE 24,000 SPDR SERIES TRUST KBW REG 78464A69 1,399 52,800 SH SOLE 52,800 SPDR TR UNIT SER78462F10 85,805 671,518 SH SOLE 671,518 SPECTRA ENERGY CORP COM 84756010 8,878 311,800 SH SOLE 311,800 SPX CORP COM 78463510 2,594 19,700 SH SOLE 19,700 ST JUDE MED INC COM 79084910 6,787 166,060 SH SOLE 166,060 STANTEC INC COM 85472N10 12,387 482,398 SH SOLE 482,398 STAPLES INC COM 85503010 8,817 371,300 SH SOLE 371,300 STATE STR CORP COM 85747710 7,490 117,061 SH SOLE 117,061 STEEL DYNAMICS INC COM 85811910 2,523 64,600 SH SOLE 64,600 STEREOTAXIS INC COM 85916J10 143 26,700 SH SOLE 26,700 STERICYCLE INC COM 85891210 2,006 38,800 SH SOLE 38,800 STRATASYS INC COM 86268510 6,174 334,500 SH SOLE 334,500 SUN LIFE FINL INC COM 86679610 312,247 7,600,673 SH SOLE 7,600,673 SUN MICROSYSTEMS INC COM NEW 86681020 4,241 389,893 SH SOLE 389,893 SUNCOR ENERGY INC COM 86722910 344,280 5,934,481 SH SOLE 5,934,481 SUNOPTA INC COM 8676EP10 2,019 389,079 SH SOLE 389,079 SUNPOWER CORP COM CL A86765210 792 11,000 SH SOLE 11,000 SUNTRUST BKS INC COM 86791410 254 7,000 SH SOLE 7,000 SXC HEALTH SOLUTI COM 78505P10 1,498 108,711 SH SOLE 108,711 SYBASE INC COM 87113010 2,968 100,900 SH SOLE 100,900 SYMANTEC CORP COM 87150310 14,353 744,150 SH SOLE 744,150 SYNOVUS FINL CORP COM 87161C10 15,778 1,814,400 SH SOLE 1,814,400 SYSCO CORP COM 87182910 16,192 588,590 SH SOLE 588,590 TAIWAN SEMICONDUCT SP ADR 87403910 40,828 3,755,818 SH SOLE 3,755,818 TALISMAN ENERGY INC COM 87425E10 122,845 5,549,211 SH SOLE 5,549,211 TANZANIAN ROYALTY COM 87600U10 65 15,270 SH SOLE 15,270 TARGET CORP COM 87612E10 15,849 342,250 SH SOLE 342,250 TASEKO MINES LTD COM 87651110 541 105,500 SH SOLE 105,500 TECK COMINCO LTD CL B 87874220 176,961 3,675,104 SH SOLE 3,675,104 TELEFLEX INC COM 87936910 111 2,000 SH SOLE 2,000 TELEFONICA S A SP ADR 87938220 161 2,024 SH SOLE 2,024 TELUS CORP N V 87971M20 92,088 2,275,647 SH SOLE 2,275,647 TERADATA CORP DEL COM 88076W10 1 56 SH SOLE 56 TEREX CORP NEW COM 88077910 2,325 45,240 SH SOLE 45,240 TERRA INDS INC COM 88091510 1,894 38,400 SH SOLE 38,400 TEVA PHARMACEUTICAL ADR 88162420 17,667 385,779 SH SOLE 385,779 TEXAS INSTRS INC COM 88250810 14,797 525,499 SH SOLE 525,499 TEXTRON INC COM 88320310 4,069 84,900 SH SOLE 84,900 THERMO FISHER SCIENTICOM 88355610 30,027 540,290 SH SOLE 540,290 THOMPSON CREEK MET COM 88476810 54,761 2,806,456 SH SOLE 2,806,456 THOMSON REUTERS CO COM 88490310 187,255 5,809,471 SH SOLE 5,809,471 TIFFANY & CO NEW COM 88654710 2,769 67,950 SH SOLE 67,950 TIM HORTONS INC COM 88706M10 92,864 3,245,960 SH SOLE 3,245,960 TIME WARNER INC COM 88731710 10,636 735,340 SH SOLE 735,340 TIVO INC COM 88870610 24,136 3,824,913 SH SOLE 3,824,913 TJX COS INC NEW COM 87254010 10,998 349,528 SH SOLE 349,528 TOLL BROTHERS INC COM 88947810 695 34,387 SH SOLE 34,387 TORCHMARK CORP COM 89102710 2,538 43,277 SH SOLE 43,277 TORONTO DOMINION BK COM NEW 89116050 601,834 9,560,314 SH SOLE 9,560,314 TORTOISE ENERGY INFRSCOM 89147L10 8 286 SH SOLE 286 TOTAL S A SP ADR 89151E10 1,373 16,108 SH SOLE 16,108 TOYOTA MOTOR CORP SP ADR 89233130 376 4,000 SH SOLE 4,000 TRANSALTA CORP COM 89346D10 60,075 1,677,147 SH SOLE 1,677,147 TRANSCANADA CORP COM 89353D10 201,304 5,204,226 SH SOLE 5,204,226 TRANSMERIDIAN EXPL INCOM 89376N10 4 6,350 SH SOLE 6,350 TRAVELERS COMPANIES COM 89417E10 10,993 253,310 SH SOLE 253,310 TRIMBLE NAVIGATION COM 89623910 1,403 39,300 SH SOLE 39,300 TUPPERWARE BRANDS COM 89989610 2,251 65,800 SH SOLE 65,800 TURKCELL ILETISIM HIZSP ADR 90011120 63 4,300 SH SOLE 4,300 U S G CORP COM NEW 90329340 267 9,022 SH SOLE 9,022 ULTRA PETROLEUM CORP COM 90391410 9,553 97,300 SH SOLE 97,300 UNIBANCO-UNIAO DE BA GDR REP 90458E10 1,078 8,500 SH SOLE 8,500 UNILEVER N V N Y SHS 90478470 312 11,000 SH SOLE 11,000 UNION PAC CORP COM 90781810 453 6,000 SH SOLE 6,000 UNIONBANCAL CORP COM 90890610 23,654 587,500 SH SOLE 587,500 UNITED MICROELECTRON SP ADR 91087340 5 1,761 SH SOLE 1,761 UNITED PARCEL SERVI CL B 91131210 1,211 19,700 SH SOLE 19,700 UNITED STATES STL COM 91290910 5,580 30,200 SH SOLE 30,200 UNITED TECHNOLOGIES COM 91301710 21,533 347,785 SH SOLE 347,785 UNITEDHEALTH GROUP COM 91324P10 13,958 532,809 SH SOLE 532,809 URBAN OUTFITTERS INC COM 91704710 9,106 292,000 SH SOLE 292,000 US BANCORP DEL COM NEW 90297330 307 11,000 SH SOLE 11,000 USA MOBILITY INC COM 90341G10 45 6,068 SH SOLE 6,068 UST INC COM 90291110 808 14,800 SH SOLE 14,800 VALERO ENERGY CO COM 91913Y10 3,125 75,460 SH SOLE 75,460 VARIAN MED SYS INC COM 92220P10 1,006 19,400 SH SOLE 19,400 VECTOR GROUP LTD COM 92240M10 8 504 SH SOLE 504 VERIZON COMMUNI COM 92343V10 33,307 942,353 SH SOLE 942,353 VIACOM INC NEW CL B 92553P20 45 1,475 SH SOLE 1,475 VIRGIN MEDIA INC *W EXP 92769L11 0 146 SH SOLE 146 VISA INC COM CL A92826C83 7,651 94,100 SH SOLE 94,100 VIVO PARTICIPACOES SP ADR 92855S10 100 15,715 SH SOLE 15,715 VMWARE INC CL A COM92856340 280 5,200 SH SOLE 5,200 VODAFONE GROUP PLC SP ADR 92857W20 356 12,087 SH SOLE 12,087 WACHOVIA CORP NEW COM 92990310 655 39,582 SH SOLE 39,582 WADDELL & REED FINL CL A 93005910 2,800 80,000 SH SOLE 80,000 WAL MART STORES INC COM 93114210 24,511 435,757 SH SOLE 435,757 WALGREEN CO COM 93142210 38,223 1,175,867 SH SOLE 1,175,867 WALTER INDS INC COM 93317Q10 6,656 61,200 SH SOLE 61,200 WASHINGTON POST CO CL B 93964010 35 60 SH SOLE 60 WASTE MGMT INC DEL COM 94106L10 32,121 857,670 SH SOLE 857,670 WATERS CORP COM 94184810 6,573 101,000 SH SOLE 101,000 WELLPOINT INC COM 94973V10 18,304 385,391 SH SOLE 385,391 WELLS FARGO & CO N COM 94974610 39,488 1,668,628 SH SOLE 1,668,628 WESTERN DIGITAL CORP COM 95810210 2,531 73,300 SH SOLE 73,300 WESTERN UN CO COM 95980210 1,740 70,400 SH SOLE 70,400 WHIRLPOOL CORP COM 96332010 513 8,311 SH SOLE 8,311 WIMM BILL DANN FOO SP ADR 97263M10 347 3,300 SH SOLE 3,300 WORKSTREAM INC COM 98140210 30 153,300 SH SOLE 153,300 WRIGLEY WM JR CO COM 98252610 250 3,212 SH SOLE 3,212 WUXI PHARMATECH CAY SP ADR 92935210 954 47,000 SH SOLE 47,000 WYETH COM 98302410 2,786 58,089 SH SOLE 58,089 WYNN RESORTS LTD COM 98313410 5,125 63,000 SH SOLE 63,000 XILINX INC COM 98391910 499 19,749 SH SOLE 19,749 XL CAP LTD CL A G9825510 1,752 85,264 SH SOLE 85,264 XTO ENERGY INC COM 98385X10 17,626 257,716 SH SOLE 257,716 YAHOO INC COM 98433210 1,751 84,767 SH SOLE 84,767 YAMANA GOLD INC COM 98462Y10 60,119 3,637,306 SH SOLE 3,637,306 YM BIOSCIENCES INC COM 98423810 144 146,900 SH SOLE 146,900 ZARLINK SEMICONDUCT COM 98913910 727 833,066 SH SOLE 833,066 ZIMMER HLDGS INC COM 98956P10 13,687 201,054 SH SOLE 201,054 -----END PRIVACY-ENHANCED MESSAGE-----