The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AMETEK Inc. | COM | 031100100 | 1,682 | 31,900 | SH | SOLE | NONE | 31,900 | 0 | 0 | |
ARM Holdings PLC ADR | ADR | 042068106 | 405 | 7,400 | SH | SOLE | NONE | 7,400 | 0 | 0 | |
Advanced Micro Devices Inc. | COM | 007903107 | 36 | 9,200 | SH | SOLE | NONE | 9,200 | 0 | 0 | |
Agilent Technologies Inc. | COM | 00846U101 | 429 | 7,500 | SH | SOLE | NONE | 7,500 | 0 | 0 | |
Altria Group Inc. | COM | 02209S103 | 1,537 | 40,000 | SH | SOLE | NONE | 40,000 | 0 | 0 | |
Amgen Inc. | COM | 031162100 | 308 | 2,700 | SH | SOLE | NONE | 2,700 | 0 | 0 | |
Analog Devices Inc. | COM | 032654105 | 270 | 5,300 | SH | SOLE | NONE | 5,300 | 0 | 0 | |
Apache Corporation | COM | 037411105 | 404 | 4,700 | SH | SOLE | NONE | 4,700 | 0 | 0 | |
Apple Inc. | COM | 037833100 | 954 | 1,700 | SH | SOLE | NONE | 1,700 | 0 | 0 | |
BCE Inc. | COM | 05534B760 | 30 | 700 | SH | SOLE | NONE | 700 | 0 | 0 | |
BHP Billiton Limited ADR | ADR | 088606108 | 1,795 | 26,300 | SH | SOLE | NONE | 26,300 | 0 | 0 | |
Baker Hughes Inc. | COM | 057224107 | 569 | 10,300 | SH | SOLE | NONE | 10,300 | 0 | 0 | |
Bank of Montreal | COM | 063671101 | 8,169 | 122,550 | SH | SOLE | NONE | 122,550 | 0 | 0 | |
Bank of Nova Scotia | COM | 064149107 | 18,896 | 302,175 | SH | SOLE | NONE | 302,175 | 0 | 0 | |
Baytex Energy Corp | COM | 07317Q105 | 478 | 12,200 | SH | SOLE | NONE | 12,200 | 0 | 0 | |
Becton, Dickinson and Company | COM | 075887109 | 354 | 3,200 | SH | SOLE | NONE | 3,200 | 0 | 0 | |
Bellatrix Exploration Limited | COM | 078314101 | 3,595 | 489,000 | SH | SOLE | NONE | 489,000 | 0 | 0 | |
Berkshire Hathaway Inc. 'B' | COM | 084670702 | 41 | 350 | SH | SOLE | NONE | 0 | 0 | 0 | |
Bristol-Myers Squibb Company | COM | 110122108 | 298 | 5,600 | SH | SOLE | NONE | 5,600 | 0 | 0 | |
CAE Inc. | COM | 124765108 | 3,621 | 284,700 | SH | SOLE | NONE | 284,700 | 0 | 0 | |
CGI Group Inc. 'A' | COM | 39945C109 | 1,094 | 32,700 | SH | SOLE | NONE | 32,700 | 0 | 0 | |
CSX Corporation | COM | 126408103 | 1,693 | 58,800 | SH | SOLE | NONE | 58,800 | 0 | 0 | |
CVS Caremark Corporation | COM | 126650100 | 1,325 | 18,500 | SH | SOLE | NONE | 18,500 | 0 | 0 | |
Cameco Corporation | COM | 13321L108 | 1,141 | 55,000 | SH | SOLE | NONE | 55,000 | 0 | 0 | |
Canadian Imperial Bank of Commerce | COM | 136069101 | 9,614 | 112,575 | SH | SOLE | NONE | 112,575 | 0 | 0 | |
Canadian National Railway Co. | COM | 136375102 | 8,363 | 146,700 | SH | SOLE | NONE | 146,700 | 0 | 0 | |
Canadian Natural Resources Ltd. | COM | 136385101 | 3,810 | 112,600 | SH | SOLE | NONE | 112,600 | 0 | 0 | |
Canadian Pacific Railway Limited | COM | 13645T100 | 2,374 | 15,700 | SH | SOLE | NONE | 15,700 | 0 | 0 | |
Catamaran Corp | COM | 148887102 | 1,211 | 25,500 | SH | SOLE | NONE | 25,500 | 0 | 0 | |
Celestica Inc. | COM | 15101Q108 | 300 | 28,900 | SH | SOLE | NONE | 28,900 | 0 | 0 | |
Cemex SAB De CV 4.875% March 15, 2015 | CCB | 151290AV5 | 1,718 | 1,450,000 | PRN | SOLE | NONE | 0 | 0 | 1,450,000 | |
Cenovus Energy Inc. | COM | 15135U109 | 3,188 | 111,400 | SH | SOLE | NONE | 111,400 | 0 | 0 | |
Citigroup Inc. | COM | 172967424 | 1,100 | 21,100 | SH | SOLE | NONE | 21,100 | 0 | 0 | |
Cliffs Natural Resources Inc. | COM | 18683K101 | 551 | 21,000 | SH | SOLE | NONE | 21,000 | 0 | 0 | |
Covidien PLC | COM | G2554F113 | 907 | 13,300 | SH | SOLE | NONE | 13,300 | 0 | 0 | |
Cummins Inc. | COM | 231021106 | 1,411 | 10,000 | SH | SOLE | NONE | 10,000 | 0 | 0 | |
Dealertrack Technologies Inc. 1.50% March 15, 2017 | CCB | 242309AB8 | 1,303 | 940,000 | PRN | SOLE | NONE | 940,000 | 0 | 0 | |
Devry Education Group Inc. | COM | 251893103 | 121 | 3,400 | SH | SOLE | NONE | 3,400 | 0 | 0 | |
Discover Financial Services | COM | 254709108 | 683 | 12,200 | SH | SOLE | NONE | 12,200 | 0 | 0 | |
EOG Resources Inc. | COM | 26875P101 | 50 | 300 | SH | SOLE | NONE | 300 | 0 | 0 | |
Eaton Corporation PLC | COM | G29183103 | 404 | 5,300 | SH | SOLE | NONE | 5,300 | 0 | 0 | |
Eldorado Gold Corporation | COM | 284902103 | 349 | 61,500 | SH | SOLE | NONE | 61,500 | 0 | 0 | |
Enbridge Inc. | COM | 29250N105 | 26 | 600 | SH | SOLE | NONE | 600 | 0 | 0 | |
Encana Corporation | COM | 292505104 | 1,856 | 102,800 | SH | SOLE | NONE | 102,800 | 0 | 0 | |
Endo Health Solutions Inc. 1.75% April 15, 2015 | CCB | 29264FAB2 | 2,028 | 877,000 | PRN | SOLE | NONE | 877,000 | 0 | 0 | |
Foot Locker Inc. | COM | 344849104 | 705 | 17,000 | SH | SOLE | NONE | 17,000 | 0 | 0 | |
Ford Motor Credit Co. 4.25% November 15, 2016 | CCB | 345370CN8 | 486 | 265,000 | PRN | SOLE | NONE | 265,000 | 0 | 0 | |
Frontier Communications Corporation | COM | 35906A108 | 2,141 | 460,000 | SH | SOLE | NONE | 460,000 | 0 | 0 | |
General Electric Company | COM | 369604103 | 152 | 5,400 | SH | SOLE | NONE | 5,400 | 0 | 0 | |
Gildan Activewear Inc. | COM | 375916103 | 346 | 6,500 | SH | SOLE | NONE | 6,500 | 0 | 0 | |
Gilead Sciences Inc. | COM | 375558103 | 211 | 2,800 | SH | SOLE | NONE | 2,800 | 0 | 0 | |
Gilead Sciences Inc. 1.625% May 1, 2016 | CCB | 375558AP8 | 2,851 | 865,000 | PRN | SOLE | NONE | 865,000 | 0 | 0 | |
GlaxoSmithKline PLC ADR | ADR | 37733W105 | 86 | 1,600 | SH | SOLE | NONE | 1,600 | 0 | 0 | |
Goldcorp Inc. | COM | 380956409 | 2,540 | 117,100 | SH | SOLE | NONE | 117,100 | 0 | 0 | |
Gran Tierra Energy Inc. | COM | 38500T101 | 1,079 | 147,900 | SH | SOLE | NONE | 147,900 | 0 | 0 | |
Halliburton Company | COM | 406216101 | 690 | 13,581 | SH | SOLE | NONE | 13,581 | 0 | 0 | |
Intel Corporation | COM | 458140100 | 1,567 | 60,300 | SH | SOLE | NONE | 60,300 | 0 | 0 | |
Invesco Limited | COM | G491BT108 | 2,681 | 73,600 | SH | SOLE | NONE | 73,600 | 0 | 0 | |
JPMorgan Chase & Co | COM | 46625H100 | 1,001 | 17,100 | SH | SOLE | NONE | 17,100 | 0 | 0 | |
Jacobs Engineering Group Inc. | COM | 469814107 | 101 | 1,600 | SH | SOLE | NONE | 1,600 | 0 | 0 | |
Janus Capital Group Inc. | COM | 47102X105 | 3,401 | 274,700 | SH | SOLE | NONE | 274,700 | 0 | 0 | |
Kimberly-Clark Corporation | COM | 494368103 | 188 | 1,800 | SH | SOLE | NONE | 1,800 | 0 | 0 | |
Kinder Morgan Inc. | COM | 49456B101 | 901 | 25,000 | SH | SOLE | NONE | 25,000 | 0 | 0 | |
Kohl's Corporation | COM | 500255104 | 91 | 1,600 | SH | SOLE | NONE | 1,600 | 0 | 0 | |
L-3 Communications Holdings Inc. | COM | 502424104 | 470 | 4,400 | SH | SOLE | NONE | 4,400 | 0 | 0 | |
Lowe's Companies Inc. | COM | 548661107 | 347 | 7,000 | SH | SOLE | NONE | 7,000 | 0 | 0 | |
LyondellBasell Industries NV 'A' | COM | N53745100 | 3,455 | 43,000 | SH | SOLE | NONE | 43,000 | 0 | 0 | |
MGM Resorts International 4.25% April 15, 2015 | CCB | 55303QAE0 | 1,540 | 1,125,000 | PRN | SOLE | NONE | 1,125,000 | 0 | 0 | |
Macy's Inc. | COM | 55616P104 | 641 | 12,000 | SH | SOLE | NONE | 12,000 | 0 | 0 | |
Magna International Inc. | COM | 559222401 | 3,239 | 39,500 | SH | SOLE | NONE | 39,500 | 0 | 0 | |
Manulife Financial Corporation | COM | 56501R106 | 7,689 | 389,700 | SH | SOLE | NONE | 389,700 | 0 | 0 | |
Market Vectors High Yield Municipal Index ETF | ETF | 57060U878 | 1,688 | 59,700 | SH | SOLE | NONE | 59,700 | 0 | 0 | |
McKesson Corporation | COM | 58155Q103 | 1,470 | 9,100 | SH | SOLE | NONE | 9,100 | 0 | 0 | |
Medtronic Inc. | COM | 585055106 | 459 | 8,000 | SH | SOLE | NONE | 8,000 | 0 | 0 | |
Merck & Company Inc. | COM | 58933Y105 | 361 | 7,200 | SH | SOLE | NONE | 7,200 | 0 | 0 | |
MetLife Inc. | COM | 59156R108 | 448 | 8,300 | SH | SOLE | NONE | 8,300 | 0 | 0 | |
Microchip Technology Inc. 2.125% December 15, 2037 | CCB | 595017AB0 | 2,008 | 1,157,000 | PRN | SOLE | NONE | 1,157,000 | 0 | 0 | |
Microsoft Corporation | COM | 594918104 | 30 | 800 | SH | SOLE | NONE | 800 | 0 | 0 | |
NVIDIA Corporation | COM | 67066G104 | 335 | 20,900 | SH | SOLE | NONE | 20,900 | 0 | 0 | |
NetApp Inc. | COM | 64110D104 | 432 | 10,500 | SH | SOLE | NONE | 10,500 | 0 | 0 | |
Norfolk Southern Corporation | COM | 655844108 | 260 | 2,800 | SH | SOLE | NONE | 2,800 | 0 | 0 | |
Novellus Systems Inc. 2.625% May 15, 2041 | CCB | 670008AD3 | 1,843 | 1,102,000 | PRN | SOLE | NONE | 1,102,000 | 0 | 0 | |
Omnicare Inc. 3.75% April 1, 2042 | CCB | 681904AP3 | 1,309 | 865,000 | PRN | SOLE | NONE | 865,000 | 0 | 0 | |
Oncolytics Biotech Inc. | COM | 682310107 | 108 | 69,300 | SH | SOLE | NONE | 69,300 | 0 | 0 | |
Open Text Corporation | COM | 683715106 | 1,656 | 18,000 | SH | SOLE | NONE | 18,000 | 0 | 0 | |
Peabody Energy Corp. | COM | 704549104 | 543 | 27,800 | SH | SOLE | NONE | 27,800 | 0 | 0 | |
PepsiCo Inc. | COM | 713448108 | 75 | 900 | SH | SOLE | NONE | 900 | 0 | 0 | |
Pfizer Inc. | COM | 717081103 | 2,299 | 75,000 | SH | SOLE | NONE | 75,000 | 0 | 0 | |
Philip Morris International Inc. | COM | 718172109 | 3,846 | 44,100 | SH | SOLE | NONE | 44,100 | 0 | 0 | |
Phillips 66 | COM | 718546104 | 2,355 | 30,500 | SH | SOLE | NONE | 30,500 | 0 | 0 | |
Potash Corp. of Saskatchewan Inc. | COM | 73755L107 | 13 | 400 | SH | SOLE | NONE | 400 | 0 | 0 | |
Precision Drilling Corporation | COM | 74022D308 | 4,906 | 524,300 | SH | SOLE | NONE | 524,300 | 0 | 0 | |
Progressive Waste Solutions Limited | COM | 74339G101 | 1,513 | 61,200 | SH | SOLE | NONE | 61,200 | 0 | 0 | |
QUALCOMM Inc. | COM | 747525103 | 1,962 | 26,400 | SH | SOLE | NONE | 26,400 | 0 | 0 | |
Randgold Resources Limited ADR | ADR | 752344309 | 138 | 2,200 | SH | SOLE | NONE | 2,200 | 0 | 0 | |
ResMed Inc. | COM | 761152107 | 151 | 3,200 | SH | SOLE | NONE | 3,200 | 0 | 0 | |
Robert Half International Inc. | COM | 770323103 | 416 | 9,900 | SH | SOLE | NONE | 9,900 | 0 | 0 | |
Rock-Tenn Company 'A' | COM | 772739207 | 315 | 3,000 | SH | SOLE | NONE | 3,000 | 0 | 0 | |
Rockwell Automation Inc. | COM | 773903109 | 390 | 3,300 | SH | SOLE | NONE | 3,300 | 0 | 0 | |
Rogers Communications Inc. 'B' | COM | 775109200 | 3,570 | 78,900 | SH | SOLE | NONE | 0 | 0 | 78,900 | |
Ross Stores Inc. | COM | 778296103 | 1,688 | 22,500 | SH | SOLE | NONE | 22,500 | 0 | 0 | |
Royal Bank of Canada | COM | 780087102 | 21,051 | 313,150 | SH | SOLE | NONE | 313,150 | 0 | 0 | |
SAP AG ADR | ADR | 803054204 | 87 | 1,000 | SH | SOLE | NONE | 0 | 0 | 1,000 | |
Seagate Technology PLC | COM | G7945M107 | 646 | 11,500 | SH | SOLE | NONE | 11,500 | 0 | 0 | |
Silver Wheaton Corporation | COM | 828336107 | 1,105 | 54,700 | SH | SOLE | NONE | 54,700 | 0 | 0 | |
Stantec Inc. | COM | 85472N109 | 756 | 12,200 | SH | SOLE | NONE | 12,200 | 0 | 0 | |
SunOpta Inc. | COM | 8676EP108 | 830 | 83,000 | SH | SOLE | NONE | 83,000 | 0 | 0 | |
Suncor Energy Inc. | COM | 867224107 | 10,051 | 286,712 | SH | SOLE | NONE | 286,712 | 0 | 0 | |
Tahoe Resources Inc. | COM | 873868103 | 333 | 20,000 | SH | SOLE | NONE | 20,000 | 0 | 0 | |
Taiwan Semiconductor Manufacturing Company Limited ADR | ADR | 874039100 | 87 | 5,000 | SH | SOLE | NONE | 5,000 | 0 | 0 | |
Target Corporation | COM | 87612E106 | 184 | 2,900 | SH | SOLE | NONE | 2,900 | 0 | 0 | |
Teck Resources Limited 'B' | COM | 878742204 | 6,861 | 263,600 | SH | SOLE | NONE | 263,600 | 0 | 0 | |
Texas Instruments Inc. | COM | 882508104 | 286 | 6,500 | SH | SOLE | NONE | 6,500 | 0 | 0 | |
The Blackstone Group Limited Partnership | COM | 09253U108 | 2,532 | 80,300 | SH | SOLE | NONE | 80,300 | 0 | 0 | |
The Coca-Cola Company | COM | 191216100 | 323 | 7,800 | SH | SOLE | NONE | 7,800 | 0 | 0 | |
The Descartes Systems Group Inc. | COM | 249906108 | 4,740 | 354,328 | SH | SOLE | NONE | 354,328 | 0 | 0 | |
The Kroger Company | COM | 501044101 | 300 | 7,600 | SH | SOLE | NONE | 7,600 | 0 | 0 | |
The Procter & Gamble Company | COM | 742718109 | 98 | 1,200 | SH | SOLE | NONE | 1,200 | 0 | 0 | |
The Williams Companies Inc. | COM | 969457100 | 1,930 | 50,000 | SH | SOLE | NONE | 50,000 | 0 | 0 | |
Thermo Fisher Scientific Inc. | COM | 883556102 | 390 | 3,500 | SH | SOLE | NONE | 3,500 | 0 | 0 | |
Thomson Reuters Corporation | COM | 884903105 | 284 | 7,500 | SH | SOLE | NONE | 7,500 | 0 | 0 | |
Tim Hortons Inc. | COM | 88706M103 | 770 | 13,200 | SH | SOLE | NONE | 13,200 | 0 | 0 | |
Toronto-Dominion Bank | COM | 891160509 | 20,605 | 218,650 | SH | SOLE | NONE | 218,650 | 0 | 0 | |
TransCanada Corporation | COM | 89353D107 | 23 | 500 | SH | SOLE | NONE | 500 | 0 | 0 | |
Trinity Industries Inc. 3.875% June 1, 2036 | CCB | 896522AF6 | 1,394 | 1,050,000 | PRN | SOLE | NONE | 1,050,000 | 0 | 0 | |
US Bancorp | COM | 902973304 | 384 | 9,500 | SH | SOLE | NONE | 9,500 | 0 | 0 | |
United Parcel Service Inc. 'B' | COM | 911312106 | 231 | 2,200 | SH | SOLE | NONE | 2,200 | 0 | 0 | |
Valeant Pharmaceuticals International Inc. | COM | 91911K102 | 4,153 | 35,400 | SH | SOLE | NONE | 35,400 | 0 | 0 | |
Valero Energy Corporation | COM | 91913Y100 | 590 | 11,700 | SH | SOLE | NONE | 11,700 | 0 | 0 | |
Volcano Corp. 1.75% December 01, 2017 | CCB | 928645AB6 | 1,714 | 1,732,000 | PRN | SOLE | NONE | 1,732,000 | 0 | 0 | |
Wabtec Corp. | COM | 929740108 | 89 | 1,200 | SH | SOLE | NONE | 1,200 | 0 | 0 | |
Wal-Mart Stores Inc. | COM | 931142103 | 16 | 200 | SH | SOLE | NONE | 200 | 0 | 0 | |
Walgreen Company | COM | 931422109 | 425 | 7,400 | SH | SOLE | NONE | 7,400 | 0 | 0 | |
Wellpoint Inc. 2.75% October 15, 2042 | CCB | 94973VBG1 | 2,384 | 1,761,000 | PRN | SOLE | NONE | 1,761,000 | 0 | 0 | |
Wells Fargo & Company | COM | 949746101 | 586 | 12,900 | SH | SOLE | NONE | 12,900 | 0 | 0 | |
Weyerhaeuser Company | COM | 962166104 | 149 | 4,700 | SH | SOLE | NONE | 4,700 | 0 | 0 | |
Xilinx Inc. | COM | 983919101 | 276 | 6,000 | SH | SOLE | NONE | 6,000 | 0 | 0 | |
Yamana Gold Inc. | COM | 98462Y100 | 293 | 34,000 | SH | SOLE | NONE | 34,000 | 0 | 0 | |
Zimmer Holdings Inc. | COM | 98956P102 | 475 | 5,100 | SH | SOLE | NONE | 5,100 | 0 | 0 |