Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | Sell | BANK MONTREAL QUE | $219,834,027 | -11.0% | 2,593,957 | -5.0% | 8.18% | +3.5% |
| RY | Sell | ROYAL BK CDA | $159,017,181 | -16.1% | 1,811,215 | -8.6% | 5.92% | -2.5% |
| CNQ | Sell | CANADIAN NAT RES LTD | $150,503,386 | +10.5% | 2,316,491 | -4.3% | 5.60% | +28.4% |
| SU | Sell | SUNCOR ENERGY INC NEW | $128,317,799 | +7.8% | 3,714,101 | -8.4% | 4.78% | +25.3% |
| OTEX | Buy | OPEN TEXT CORP | $106,481,985 | -10.4% | 3,020,005 | +5.8% | 3.96% | +4.1% |
| Sell | CANADIAN PACIFIC KANSAS CITY | $96,175,082 | -12.3% | 1,287,923 | -5.1% | 3.58% | +1.9% | |
| TD | Sell | TORONTO DOMINION BK ONT | $92,438,549 | -14.4% | 1,527,275 | -12.3% | 3.44% | -0.5% |
| Buy | BROOKFIELD CORPcl a ltd vt sh | $82,977,776 | +1.1% | 2,641,534 | +8.5% | 3.09% | +17.5% | |
| GIB | Sell | CGI INCcl a sub vtg | $79,996,967 | -14.5% | 807,857 | -8.8% | 2.98% | -0.6% |
| GIL | Buy | GILDAN ACTIVEWEAR INC | $77,127,514 | -10.0% | 2,739,070 | +3.2% | 2.87% | +4.6% |
| QSR | Buy | RESTAURANT BRANDS INTL INC | $70,794,790 | -5.2% | 1,058,204 | +10.0% | 2.64% | +10.3% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $67,944,547 | -15.9% | 1,488,351 | -7.9% | 2.53% | -2.2% |
| TU | Sell | TELUS CORPORATION | $58,528,084 | -44.0% | 3,567,627 | -33.5% | 2.18% | -34.9% |
| CLS | Sell | CELESTICA INC | $51,642,079 | +16.9% | 2,100,484 | -30.9% | 1.92% | +35.8% |
| FTS | Buy | FORTIS INC | $49,776,491 | +43.1% | 1,304,474 | +61.8% | 1.85% | +66.2% |
| WPM | Sell | WHEATON PRECIOUS METALS CORP | $43,946,623 | -18.0% | 1,077,936 | -12.9% | 1.64% | -4.7% |
| MSFT | Sell | MICROSOFT CORP | $43,881,988 | -16.4% | 138,977 | -9.8% | 1.63% | -2.8% |
| AAPL | Sell | APPLE INC | $42,864,307 | -25.5% | 250,361 | -15.6% | 1.60% | -13.5% |
| AVGO | Sell | BROADCOM INC | $35,562,944 | -25.5% | 42,817 | -22.2% | 1.32% | -13.5% |
| CCJ | Buy | CAMECO CORP | $34,450,699 | +78.9% | 864,304 | +40.7% | 1.28% | +107.8% |
| ENB | Sell | ENBRIDGE INC | $33,793,233 | -17.0% | 1,014,172 | -7.3% | 1.26% | -3.5% |
| CNI | Sell | CANADIAN NATL RY CO | $30,118,855 | -52.4% | 276,842 | -47.0% | 1.12% | -44.7% |
| COST | Sell | COSTCO WHSL CORP NEW | $29,488,087 | -8.6% | 52,195 | -12.9% | 1.10% | +6.2% |
| TECK | Sell | TECK RESOURCES LTDcl b | $29,375,070 | -20.6% | 679,355 | -22.7% | 1.09% | -7.8% |
| Buy | THOMSON REUTERS CORP. | $28,796,930 | -1.3% | 234,313 | +8.6% | 1.07% | +14.8% | |
| UNH | Sell | UNITEDHEALTH GROUP INC | $28,396,485 | -2.7% | 56,321 | -7.3% | 1.06% | +13.2% |
| ACN | Sell | ACCENTURE PLC IRELAND | $28,115,920 | -10.6% | 91,550 | -10.2% | 1.05% | +3.9% |
| STN | Sell | STANTEC INC | $27,323,039 | -3.7% | 419,162 | -3.4% | 1.02% | +12.0% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $26,160,941 | -8.4% | 66,078 | -9.0% | 0.97% | +6.6% |
| TRP | Sell | TC ENERGY CORP | $25,768,409 | -62.4% | 745,855 | -56.0% | 0.96% | -56.3% |
| MCD | Sell | MCDONALDS CORP | $25,537,874 | -18.7% | 96,940 | -7.9% | 0.95% | -5.6% |
| MFC | Sell | MANULIFE FINL CORP | $25,205,666 | -59.2% | 1,373,008 | -57.9% | 0.94% | -52.6% |
| WMB | Sell | WILLIAMS COS INC | $23,216,116 | -11.1% | 689,110 | -13.9% | 0.86% | +3.3% |
| TTE | Sell | TOTALENERGIES SEsponsored ads | $23,128,187 | -1.6% | 351,706 | -13.7% | 0.86% | +14.5% |
| NTR | Sell | NUTRIEN LTD | $22,850,911 | -12.9% | 368,317 | -17.0% | 0.85% | +1.2% |
| BNS | Sell | BANK NOVA SCOTIA HALIFAX | $22,272,490 | -15.6% | 494,619 | -6.1% | 0.83% | -1.9% |
| JNJ | Sell | JOHNSON & JOHNSON | $20,971,893 | -38.4% | 134,651 | -34.6% | 0.78% | -28.4% |
| Sell | SHELL PLCspon ads | $20,363,008 | -2.3% | 316,294 | -8.4% | 0.76% | +13.6% | |
| SLF | Sell | SUN LIFE FINANCIAL INC. | $19,804,388 | -8.1% | 404,037 | -2.2% | 0.74% | +6.8% |
| NVO | Buy | NOVO-NORDISK A Sadr | $19,516,724 | -2.4% | 214,611 | +73.7% | 0.73% | +13.4% |
| GOLD | Sell | BARRICK GOLD CORP | $19,490,702 | -29.4% | 1,335,602 | -18.1% | 0.72% | -18.0% |
| BCE | Sell | BCE INC | $17,814,464 | -52.2% | 464,516 | -43.1% | 0.66% | -44.4% |
| RSG | Sell | REPUBLIC SVCS INC | $15,983,209 | -18.5% | 112,155 | -12.4% | 0.60% | -5.3% |
| HD | Sell | HOME DEPOT INC | $15,785,745 | -19.2% | 52,243 | -16.9% | 0.59% | -6.1% |
| PBA | Sell | PEMBINA PIPELINE CORP | $15,236,372 | -7.6% | 504,397 | -3.7% | 0.57% | +7.4% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $14,638,104 | +449.9% | 379,496 | +551.1% | 0.54% | +541.2% |
| BEPC | Buy | BROOKFIELD RENEWABLE CORPcl a sub vtg | $14,570,973 | -10.2% | 605,966 | +18.0% | 0.54% | +4.4% |
| APD | Sell | AIR PRODS & CHEMS INC | $13,726,479 | -17.4% | 48,435 | -12.7% | 0.51% | -3.9% |
| WM | Sell | WASTE MGMT INC DEL | $13,308,317 | -23.7% | 87,302 | -13.2% | 0.50% | -11.3% |
| CSCO | Sell | CISCO SYS INC | $12,955,461 | +1.1% | 240,987 | -2.7% | 0.48% | +17.6% |
| BIPC | Sell | BROOKFIELD INFRASTRUCTURE CO | $11,858,561 | -39.0% | 333,877 | -21.6% | 0.44% | -29.1% |
| ASML | Buy | ASML HOLDING N V | $11,482,991 | +95.6% | 19,507 | +140.8% | 0.43% | +127.1% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $11,476,945 | -5.3% | 87,704 | -13.4% | 0.43% | +10.1% |
| SHOP | Sell | SHOPIFY INCcl a | $11,354,772 | -44.9% | 207,063 | -35.0% | 0.42% | -35.8% |
| ABBV | Sell | ABBVIE INC | $11,213,337 | -4.1% | 75,227 | -13.3% | 0.42% | +11.5% |
| Buy | NUVEI CORPORATION | $10,604,830 | -32.0% | 703,865 | +33.3% | 0.40% | -21.0% | |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $10,446,002 | -1.4% | 195,935 | +9.6% | 0.39% | +14.7% |
| PG | Sell | PROCTER AND GAMBLE CO | $10,114,224 | -13.8% | 69,342 | -10.3% | 0.38% | 0.0% |
| BKNG | Sell | BOOKING HOLDINGS INC | $9,547,909 | +1.1% | 3,096 | -11.5% | 0.36% | +17.2% |
| New | KENVUE INC | $9,375,633 | – | 466,914 | – | 0.35% | – | |
| CME | Sell | CME GROUP INC | $9,293,612 | +3.4% | 46,417 | -4.3% | 0.35% | +20.1% |
| BEP | Sell | BROOKFIELD RENEWABLE PARTNERpartnership unit | $8,445,710 | -28.8% | 386,940 | -3.7% | 0.31% | -17.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $8,404,270 | -20.2% | 259,311 | -8.4% | 0.31% | -7.1% |
| WCN | Sell | WASTE CONNECTIONS INC | $7,949,552 | -33.2% | 58,934 | -29.1% | 0.30% | -22.3% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $7,910,932 | -10.5% | 111,563 | -9.1% | 0.29% | +3.9% |
| UL | Sell | UNILEVER PLCspon adr new | $7,546,640 | -12.2% | 152,766 | -7.4% | 0.28% | +2.2% |
| WEC | Sell | WEC ENERGY GROUP INC | $7,394,973 | -21.0% | 91,806 | -13.4% | 0.28% | -8.3% |
| SNY | Sell | SANOFIsponsored adr | $6,874,556 | -12.4% | 128,161 | -11.9% | 0.26% | +2.0% |
| AMGN | Sell | AMGEN INC | $6,305,647 | +4.7% | 23,462 | -13.5% | 0.24% | +21.8% |
| CCI | Sell | CROWN CASTLE INC | $5,782,429 | -23.3% | 62,832 | -5.0% | 0.22% | -10.8% |
| EOG | Sell | EOG RES INC | $5,769,481 | -16.0% | 45,515 | -24.2% | 0.22% | -2.3% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $5,379,581 | -19.9% | 23,358 | -13.0% | 0.20% | -7.0% |
| DSGX | Sell | DESCARTES SYS GROUP INC | $5,240,878 | -33.0% | 71,077 | -27.2% | 0.20% | -22.3% |
| NKE | Sell | NIKE INCcl b | $4,892,397 | -21.5% | 51,165 | -9.4% | 0.18% | -9.0% |
| VRSK | Sell | VERISK ANALYTICS INC | $4,834,652 | +4.0% | 20,465 | -0.5% | 0.18% | +20.8% |
| CIGI | Sell | COLLIERS INTL GROUP INC | $4,769,207 | -50.2% | 49,849 | -48.9% | 0.18% | -42.3% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $4,737,020 | +4.7% | 19,690 | -4.4% | 0.18% | +21.4% |
| WOPEY | Sell | WOODSIDE ENERGY GROUP LTDsponsored adr | $4,559,716 | -19.4% | 195,780 | -19.7% | 0.17% | -6.1% |
| CL | Sell | COLGATE PALMOLIVE CO | $4,522,383 | -11.9% | 63,597 | -4.5% | 0.17% | +2.4% |
| MKTX | Sell | MARKETAXESS HLDGS INC | $4,476,826 | -21.6% | 20,955 | -4.1% | 0.17% | -8.7% |
| Sell | ATS CORPORATION | $4,078,139 | -47.9% | 95,227 | -44.0% | 0.15% | -39.4% | |
| INTU | Sell | INTUIT | $3,747,745 | +4.7% | 7,335 | -6.1% | 0.14% | +20.9% |
| IMO | Sell | IMPERIAL OIL LTD | $3,569,720 | -2.0% | 57,689 | -18.8% | 0.13% | +13.7% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $3,529,499 | -8.4% | 52,119 | -3.2% | 0.13% | +6.5% |
| PEP | Buy | PEPSICO INC | $3,335,596 | -3.0% | 19,686 | +6.1% | 0.12% | +12.7% |
| NVDA | Sell | NVIDIA CORPORATION | $3,172,817 | -8.7% | 7,294 | -11.2% | 0.12% | +6.3% |
| AMZN | Sell | AMAZON COM INC | $2,973,972 | -6.7% | 23,395 | -4.3% | 0.11% | +8.8% |
| CVX | Buy | CHEVRON CORP NEW | $2,555,267 | +52.4% | 15,154 | +42.2% | 0.10% | +75.9% |
| ROP | Buy | ROPER TECHNOLOGIES INC | $2,489,199 | +1.4% | 5,140 | +0.7% | 0.09% | +17.7% |
| EMR | Buy | EMERSON ELEC CO | $2,485,229 | +30.1% | 25,735 | +21.8% | 0.09% | +50.8% |
| HYG | New | ISHARES TRiboxx hi yd etf | $2,469,620 | – | 33,500 | – | 0.09% | – |
| ILMN | Sell | ILLUMINA INC | $2,386,064 | -27.4% | 17,381 | -0.9% | 0.09% | -15.2% |
| DUK | Buy | DUKE ENERGY CORP NEW | $2,362,367 | +47.3% | 26,766 | +49.8% | 0.09% | +72.5% |
| Sell | BROOKFIELD ASSET MANAGMT LTD | $2,274,717 | -26.5% | 67,950 | -28.3% | 0.08% | -14.1% | |
| CMCSA | Buy | COMCAST CORP NEWcl a | $2,296,236 | +33.5% | 51,787 | +25.1% | 0.08% | +54.5% |
| JPM | Buy | JPMORGAN CHASE & CO | $2,219,386 | +0.0% | 15,304 | +0.3% | 0.08% | +16.9% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $1,994,890 | -7.3% | 15,130 | -15.0% | 0.07% | +7.2% |
| ADSK | Sell | AUTODESK INC | $1,838,602 | -22.0% | 8,886 | -22.8% | 0.07% | -9.3% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $1,752,361 | -31.5% | 3,462 | -29.4% | 0.06% | -20.7% |
| DIS | Sell | DISNEY WALT CO | $1,683,490 | -46.0% | 20,771 | -40.5% | 0.06% | -37.0% |
| SBUX | Buy | STARBUCKS CORP | $1,651,074 | +8.3% | 18,090 | +17.5% | 0.06% | +24.5% |
| ADBE | Sell | ADOBE INC | $1,558,254 | -34.1% | 3,056 | -36.8% | 0.06% | -23.7% |
| TJX | Sell | TJX COS INC NEW | $1,539,935 | -4.0% | 17,326 | -8.5% | 0.06% | +11.8% |
| APH | Sell | AMPHENOL CORP NEWcl a | $1,390,454 | -9.3% | 16,555 | -8.3% | 0.05% | +6.1% |
| BAX | Sell | BAXTER INTL INC | $1,360,112 | -36.3% | 36,039 | -23.1% | 0.05% | -25.0% |
| SHW | Sell | SHERWIN WILLIAMS CO | $1,320,394 | -37.3% | 5,177 | -34.7% | 0.05% | -26.9% |
| LOW | Sell | LOWES COS INC | $1,247,040 | -13.0% | 6,000 | -5.5% | 0.05% | 0.0% |
| SPGI | Sell | S&P GLOBAL INC | $1,180,274 | -49.9% | 3,230 | -45.1% | 0.04% | -41.3% |
| RTX | Sell | RTX CORPORATION | $1,042,342 | -46.8% | 14,483 | -27.5% | 0.04% | -38.1% |
| FISV | Sell | FISERV INC | $1,012,122 | -44.9% | 8,960 | -38.5% | 0.04% | -35.6% |
| FLT | Sell | FLEETCOR TECHNOLOGIES INC | $970,292 | -11.2% | 3,800 | -12.6% | 0.04% | +2.9% |
| MKL | Sell | MARKEL GROUP INC | $942,394 | -44.8% | 640 | -48.2% | 0.04% | -36.4% |
| GWW | Sell | GRAINGER W W INC | $908,386 | -14.5% | 1,313 | -2.6% | 0.03% | 0.0% |
| TTWO | Sell | TAKE-TWO INTERACTIVE SOFTWAR | $910,429 | -49.1% | 6,485 | -46.6% | 0.03% | -40.4% |
| SNPS | Buy | SYNOPSYS INC | $876,633 | +14.9% | 1,910 | +9.0% | 0.03% | +37.5% |
| CPRT | Buy | COPART INC | $827,328 | -8.8% | 19,200 | +93.0% | 0.03% | +6.9% |
| CTAS | Sell | CINTAS CORP | $829,742 | -7.3% | 1,725 | -4.2% | 0.03% | +6.9% |
| ZBRA | Sell | ZEBRA TECHNOLOGIES CORPORATIcl a | $845,595 | -44.8% | 3,575 | -30.9% | 0.03% | -36.7% |
| New | ISHARES TResg msci usa min | $799,993 | – | 34,980 | – | 0.03% | – | |
| ROK | Sell | ROCKWELL AUTOMATION INC | $782,426 | -15.3% | 2,737 | -2.4% | 0.03% | -3.3% |
| NSSC | Buy | NAPCO SEC TECHNOLOGIES INC | $776,970 | -17.1% | 34,920 | +29.1% | 0.03% | -3.3% |
| AZO | New | AUTOZONE INC | $754,377 | – | 297 | – | 0.03% | – |
| FDS | Sell | FACTSET RESH SYS INC | $759,958 | +6.7% | 1,738 | -2.2% | 0.03% | +21.7% |
| V | Sell | VISA INC | $707,511 | -58.8% | 3,076 | -57.4% | 0.03% | -52.7% |
| NOW | Buy | SERVICENOW INC | $701,495 | +35.1% | 1,255 | +35.8% | 0.03% | +52.9% |
| POOL | Sell | POOL CORP | $640,980 | -14.5% | 1,800 | -10.0% | 0.02% | 0.0% |
| A | Sell | AGILENT TECHNOLOGIES INC | $644,419 | -8.8% | 5,763 | -2.0% | 0.02% | +4.3% |
| MDB | Sell | MONGODB INCcl a | $610,789 | -17.5% | 1,766 | -1.9% | 0.02% | -4.2% |
| IQV | Sell | IQVIA HLDGS INC | $603,236 | -14.1% | 3,066 | -1.9% | 0.02% | 0.0% |
| STE | Sell | STERIS PLC | $563,471 | -3.9% | 2,568 | -1.5% | 0.02% | +10.5% |
| EUSB | New | ISHARES TResg adv ttl usd | $558,052 | – | 13,661 | – | 0.02% | – |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC. | $563,521 | -29.9% | 7,220 | -19.5% | 0.02% | -19.2% |
| PYPL | Sell | PAYPAL HLDGS INC | $542,509 | -60.8% | 9,280 | -55.2% | 0.02% | -54.5% |
| DG | Sell | DOLLAR GEN CORP NEW | $542,225 | -58.5% | 5,125 | -33.3% | 0.02% | -52.4% |
| New | CRH PLCord | $532,523 | – | 9,730 | – | 0.02% | – | |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $497,749 | -35.8% | 83,701 | -10.7% | 0.02% | -24.0% |
| ICLN | Buy | ISHARES TRgl clean ene etf | $487,358 | -5.7% | 33,335 | +18.7% | 0.02% | +5.9% |
| IDXX | Sell | IDEXX LABS INC | $452,574 | -21.6% | 1,035 | -10.0% | 0.02% | -5.6% |
| NKE | New | NIKE INCput | $337,558 | – | 128 | – | 0.01% | – |
| ILMN | New | ILLUMINA INCput | $351,146 | – | 52 | – | 0.01% | – |
| PLD | Buy | PROLOGIS INC. | $284,228 | -1.2% | 2,533 | +7.9% | 0.01% | +22.2% |
| MKTX | New | MARKETAXESS HLDGS INCput | $278,600 | – | 70 | – | 0.01% | – |
| MEOH | New | METHANEX CORP | $269,333 | – | 5,949 | – | 0.01% | – |
| LUMN | New | LUMEN TECHNOLOGIES INC | $20,488 | – | 14,428 | – | 0.00% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -11,249 | – | -0.00% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -13,975 | – | -0.00% | – |
| GRID | Exit | FIRST TR EXCHANGE TRADED FDnasdq cln edge | $0 | – | -4,572 | – | -0.02% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -9,730 | – | -0.02% | – |
| TFX | Exit | TELEFLEX INCORPORATED | $0 | – | -2,800 | – | -0.02% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -4,220 | – | -0.02% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -3,250 | – | -0.03% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -5,399 | – | -0.03% | – |
| TIXT | Exit | TELUS INTL CDA INC | $0 | – | -330,822 | – | -0.16% | – |
| ERO | Exit | ERO COPPER CORP | $0 | – | -282,791 | – | -0.18% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | New | BANK MONTREAL QUE | $246,969,147 | – | 2,731,544 | – | 7.91% | – |
| RY | New | ROYAL BK CDA | $189,495,455 | – | 1,981,899 | – | 6.07% | – |
| CNQ | New | CANADIAN NAT RES LTD | $136,261,448 | – | 2,420,891 | – | 4.36% | – |
| SU | New | SUNCOR ENERGY INC NEW | $119,019,612 | – | 4,052,823 | – | 3.81% | – |
| OTEX | New | OPEN TEXT CORP | $118,900,782 | – | 2,855,453 | – | 3.81% | – |
| New | CANADIAN PACIFIC KANSAS CITY | $109,690,586 | – | 1,356,524 | – | 3.51% | – | |
| TD | New | TORONTO DOMINION BK ONT | $108,004,450 | – | 1,740,554 | – | 3.46% | – |
| TU | New | TELUS CORPORATION | $104,475,483 | – | 5,362,575 | – | 3.34% | – |
| GIB | New | CGI INCcl a sub vtg | $93,525,890 | – | 885,885 | – | 2.99% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $85,672,597 | – | 2,654,326 | – | 2.74% | – |
| New | BROOKFIELD CORPcl a ltd vt sh | $82,066,225 | – | 2,434,846 | – | 2.63% | – | |
| AEM | New | AGNICO EAGLE MINES LTD | $80,804,781 | – | 1,616,401 | – | 2.59% | – |
| QSR | New | RESTAURANT BRANDS INTL INC | $74,649,543 | – | 961,737 | – | 2.39% | – |
| TRP | New | TC ENERGY CORP | $68,518,252 | – | 1,693,440 | – | 2.19% | – |
| CNI | New | CANADIAN NATL RY CO | $63,311,618 | – | 522,236 | – | 2.03% | – |
| MFC | New | MANULIFE FINL CORP | $61,757,505 | – | 3,263,603 | – | 1.98% | – |
| AAPL | New | APPLE INC | $57,566,417 | – | 296,780 | – | 1.84% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $53,601,446 | – | 1,238,054 | – | 1.72% | – |
| MSFT | New | MICROSOFT CORP | $52,481,641 | – | 154,113 | – | 1.68% | – |
| AVGO | New | BROADCOM INC | $47,751,154 | – | 55,049 | – | 1.53% | – |
| CLS | New | CELESTICA INC | $44,184,298 | – | 3,040,399 | – | 1.42% | – |
| ENB | New | ENBRIDGE INC | $40,712,224 | – | 1,094,079 | – | 1.30% | – |
| BCE | New | BCE INC | $37,275,598 | – | 816,638 | – | 1.19% | – |
| TECK | New | TECK RESOURCES LTDcl b | $37,003,357 | – | 878,448 | – | 1.18% | – |
| FTS | New | FORTIS INC | $34,785,272 | – | 806,264 | – | 1.11% | – |
| JNJ | New | JOHNSON & JOHNSON | $34,058,885 | – | 205,769 | – | 1.09% | – |
| COST | New | COSTCO WHSL CORP NEW | $32,274,804 | – | 59,948 | – | 1.03% | – |
| ACN | New | ACCENTURE PLC IRELAND | $31,452,942 | – | 101,928 | – | 1.01% | – |
| MCD | New | MCDONALDS CORP | $31,416,605 | – | 105,280 | – | 1.01% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $29,188,306 | – | 60,728 | – | 0.93% | – |
| New | THOMSON REUTERS CORP. | $29,175,570 | – | 215,848 | – | 0.93% | – | |
| MA | New | MASTERCARD INCORPORATEDcl a | $28,558,300 | – | 72,612 | – | 0.91% | – |
| STN | New | STANTEC INC | $28,365,909 | – | 433,983 | – | 0.91% | – |
| GOLD | New | BARRICK GOLD CORP | $27,608,917 | – | 1,630,232 | – | 0.88% | – |
| BNS | New | BANK NOVA SCOTIA HALIFAX | $26,385,626 | – | 526,777 | – | 0.84% | – |
| NTR | New | NUTRIEN LTD | $26,228,439 | – | 443,764 | – | 0.84% | – |
| WMB | New | WILLIAMS COS INC | $26,112,353 | – | 800,256 | – | 0.84% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $23,503,229 | – | 407,759 | – | 0.75% | – |
| SLF | New | SUN LIFE FINANCIAL INC. | $21,550,321 | – | 412,923 | – | 0.69% | – |
| New | SHELL PLCspon ads | $20,843,297 | – | 345,202 | – | 0.67% | – | |
| SHOP | New | SHOPIFY INCcl a | $20,596,681 | – | 318,320 | – | 0.66% | – |
| NVO | New | NOVO-NORDISK A Sadr | $19,992,964 | – | 123,543 | – | 0.64% | – |
| RSG | New | REPUBLIC SVCS INC | $19,601,165 | – | 127,970 | – | 0.63% | – |
| HD | New | HOME DEPOT INC | $19,527,141 | – | 62,861 | – | 0.62% | – |
| BIPC | New | BROOKFIELD INFRASTRUCTURE CO | $19,438,621 | – | 425,793 | – | 0.62% | – |
| CCJ | New | CAMECO CORP | $19,257,662 | – | 614,189 | – | 0.62% | – |
| WM | New | WASTE MGMT INC DEL | $17,432,872 | – | 100,524 | – | 0.56% | – |
| APD | New | AIR PRODS & CHEMS INC | $16,619,123 | – | 55,484 | – | 0.53% | – |
| PBA | New | PEMBINA PIPELINE CORP | $16,485,405 | – | 523,753 | – | 0.53% | – |
| BEPC | New | BROOKFIELD RENEWABLE CORPcl a sub vtg | $16,219,099 | – | 513,566 | – | 0.52% | – |
| New | NUVEI CORPORATION | $15,605,606 | – | 527,866 | – | 0.50% | – | |
| CSCO | New | CISCO SYS INC | $12,808,185 | – | 247,549 | – | 0.41% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $12,119,864 | – | 101,252 | – | 0.39% | – |
| WCN | New | WASTE CONNECTIONS INC | $11,896,921 | – | 83,149 | – | 0.38% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $11,864,558 | – | 401,940 | – | 0.38% | – |
| PG | New | PROCTER AND GAMBLE CO | $11,729,047 | – | 77,297 | – | 0.38% | – |
| ABBV | New | ABBVIE INC | $11,693,486 | – | 86,792 | – | 0.37% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $10,589,311 | – | 178,774 | – | 0.34% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $10,531,948 | – | 283,193 | – | 0.34% | – |
| CIGI | New | COLLIERS INTL GROUP INC | $9,579,475 | – | 97,508 | – | 0.31% | – |
| BKNG | New | BOOKING HOLDINGS INC | $9,448,455 | – | 3,499 | – | 0.30% | – |
| WEC | New | WEC ENERGY GROUP INC | $9,358,646 | – | 106,059 | – | 0.30% | – |
| CME | New | CME GROUP INC | $8,989,159 | – | 48,514 | – | 0.29% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $8,842,039 | – | 122,772 | – | 0.28% | – |
| UL | New | UNILEVER PLCspon adr new | $8,597,280 | – | 164,920 | – | 0.28% | – |
| New | ATS CORPORATION | $7,831,401 | – | 170,023 | – | 0.25% | – | |
| DSGX | New | DESCARTES SYS GROUP INC | $7,825,012 | – | 97,573 | – | 0.25% | – |
| SNY | New | SANOFIsponsored adr | $7,844,983 | – | 145,547 | – | 0.25% | – |
| CCI | New | CROWN CASTLE INC | $7,539,296 | – | 66,169 | – | 0.24% | – |
| EOG | New | EOG RES INC | $6,872,122 | – | 60,050 | – | 0.22% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $6,717,546 | – | 26,853 | – | 0.22% | – |
| NKE | New | NIKE INCcl b | $6,231,932 | – | 56,464 | – | 0.20% | – |
| AMGN | New | AMGEN INC | $6,022,737 | – | 27,127 | – | 0.19% | – |
| ASML | New | ASML HOLDING N V | $5,871,924 | – | 8,102 | – | 0.19% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $5,713,073 | – | 21,854 | – | 0.18% | – |
| ERO | New | ERO COPPER CORP | $5,727,413 | – | 282,791 | – | 0.18% | – |
| WOPEY | New | WOODSIDE ENERGY GROUP LTDsponsored adr | $5,657,270 | – | 243,953 | – | 0.18% | – |
| CL | New | COLGATE PALMOLIVE CO | $5,130,402 | – | 66,594 | – | 0.16% | – |
| TIXT | New | TELUS INTL CDA INC | $5,022,644 | – | 330,822 | – | 0.16% | – |
| VRSK | New | VERISK ANALYTICS INC | $4,647,855 | – | 20,563 | – | 0.15% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $4,525,476 | – | 20,590 | – | 0.14% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $3,854,331 | – | 53,854 | – | 0.12% | – |
| IMO | New | IMPERIAL OIL LTD | $3,641,347 | – | 71,089 | – | 0.12% | – |
| INTU | New | INTUIT | $3,578,464 | – | 7,810 | – | 0.12% | – |
| NVDA | New | NVIDIA CORPORATION | $3,474,686 | – | 8,214 | – | 0.11% | – |
| PEP | New | PEPSICO INC | $3,437,128 | – | 18,557 | – | 0.11% | – |
| ILMN | New | ILLUMINA INC | $3,288,012 | – | 17,537 | – | 0.10% | – |
| AMZN | New | AMAZON COM INC | $3,187,823 | – | 24,454 | – | 0.10% | – |
| DIS | New | DISNEY WALT CO | $3,115,515 | – | 34,896 | – | 0.10% | – |
| New | BROOKFIELD ASSET MANAGMT LTD | $3,095,732 | – | 94,737 | – | 0.10% | – | |
| MGA | New | MAGNA INTL INC | $2,658,980 | – | 47,045 | – | 0.08% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $2,662,055 | – | 58,282 | – | 0.08% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $2,559,706 | – | 4,906 | – | 0.08% | – |
| ROP | New | ROPER TECHNOLOGIES INC | $2,454,965 | – | 5,106 | – | 0.08% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $2,364,267 | – | 4,835 | – | 0.08% | – |
| TXN | New | TEXAS INSTRS INC | $2,350,161 | – | 13,055 | – | 0.08% | – |
| SPGI | New | S&P GLOBAL INC | $2,357,233 | – | 5,880 | – | 0.08% | – |
| ADSK | New | AUTODESK INC | $2,356,084 | – | 11,515 | – | 0.08% | – |
| JPM | New | JPMORGAN CHASE & CO | $2,218,687 | – | 15,255 | – | 0.07% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $2,152,782 | – | 17,796 | – | 0.07% | – |
| BAX | New | BAXTER INTL INC | $2,134,987 | – | 46,861 | – | 0.07% | – |
| SHW | New | SHERWIN WILLIAMS CO | $2,104,246 | – | 7,925 | – | 0.07% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $1,957,535 | – | 19,983 | – | 0.06% | – |
| AFL | New | AFLAC INC | $1,928,016 | – | 27,622 | – | 0.06% | – |
| EMR | New | EMERSON ELEC CO | $1,909,760 | – | 21,128 | – | 0.06% | – |
| FISV | New | FISERV INC | $1,836,744 | – | 14,560 | – | 0.06% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,809,590 | – | 10,388 | – | 0.06% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $1,787,258 | – | 12,145 | – | 0.06% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,720,502 | – | 41,408 | – | 0.06% | – |
| MKL | New | MARKEL GROUP INC | $1,708,227 | – | 1,235 | – | 0.06% | – |
| V | New | VISA INC | $1,716,030 | – | 7,226 | – | 0.06% | – |
| CVX | New | CHEVRON CORP NEW | $1,676,407 | – | 10,654 | – | 0.05% | – |
| DUK | New | DUKE ENERGY CORP NEW | $1,603,295 | – | 17,866 | – | 0.05% | – |
| TJX | New | TJX COS INC NEW | $1,604,736 | – | 18,926 | – | 0.05% | – |
| APH | New | AMPHENOL CORP NEWcl a | $1,533,772 | – | 18,055 | – | 0.05% | – |
| SBUX | New | STARBUCKS CORP | $1,524,533 | – | 15,390 | – | 0.05% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPORATIcl a | $1,530,920 | – | 5,175 | – | 0.05% | – |
| LOW | New | LOWES COS INC | $1,433,195 | – | 6,350 | – | 0.05% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,382,979 | – | 20,725 | – | 0.04% | – |
| DG | New | DOLLAR GEN CORP NEW | $1,305,269 | – | 7,688 | – | 0.04% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $1,092,198 | – | 4,350 | – | 0.04% | – |
| GDDY | New | GODADDY INCcl a | $1,066,846 | – | 14,200 | – | 0.03% | – |
| GWW | New | GRAINGER W W INC | $1,063,019 | – | 1,348 | – | 0.03% | – |
| NSSC | New | NAPCO SEC TECHNOLOGIES INC | $937,282 | – | 27,050 | – | 0.03% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $924,107 | – | 2,805 | – | 0.03% | – |
| KEYS | New | KEYSIGHT TECHNOLOGIES INC | $904,063 | – | 5,399 | – | 0.03% | – |
| CTAS | New | CINTAS CORP | $894,744 | – | 1,800 | – | 0.03% | – |
| CPRT | New | COPART INC | $907,539 | – | 9,950 | – | 0.03% | – |
| CM | New | CANADIAN IMPERIAL BK COMM TO | $889,060 | – | 20,800 | – | 0.03% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC. | $803,622 | – | 8,970 | – | 0.03% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $799,922 | – | 3,250 | – | 0.03% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $775,383 | – | 93,701 | – | 0.02% | – |
| POOL | New | POOL CORP | $749,280 | – | 2,000 | – | 0.02% | – |
| SNPS | New | SYNOPSYS INC | $763,274 | – | 1,753 | – | 0.02% | – |
| MDB | New | MONGODB INCcl a | $740,193 | – | 1,801 | – | 0.02% | – |
| A | New | AGILENT TECHNOLOGIES INC | $706,830 | – | 5,878 | – | 0.02% | – |
| ZTS | New | ZOETIS INCcl a | $726,726 | – | 4,220 | – | 0.02% | – |
| FDS | New | FACTSET RESH SYS INC | $712,356 | – | 1,778 | – | 0.02% | – |
| IQV | New | IQVIA HLDGS INC | $702,406 | – | 3,125 | – | 0.02% | – |
| TFX | New | TELEFLEX INCORPORATED | $677,684 | – | 2,800 | – | 0.02% | – |
| STE | New | STERIS PLC | $586,298 | – | 2,606 | – | 0.02% | – |
| IDXX | New | IDEXX LABS INC | $577,564 | – | 1,150 | – | 0.02% | – |
| CRH | New | CRH PLCadr | $542,253 | – | 9,730 | – | 0.02% | – |
| ICLN | New | ISHARES TRgl clean ene etf | $516,801 | – | 28,087 | – | 0.02% | – |
| NOW | New | SERVICENOW INC | $519,260 | – | 924 | – | 0.02% | – |
| GRID | New | FIRST TR EXCHANGE TRADED FDnasdq cln edge | $480,609 | – | 4,572 | – | 0.02% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $483,303 | – | 9,668 | – | 0.02% | – |
| PLD | New | PROLOGIS INC. | $287,813 | – | 2,347 | – | 0.01% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $289,062 | – | 9,896 | – | 0.01% | – |
| PBI | New | PITNEY BOWES INC | $49,472 | – | 13,975 | – | 0.00% | – |
| CNDT | New | CONDUENT INC | $38,247 | – | 11,249 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| V | Exit | VISA INCput | $0 | – | -79 | – | -0.01% | – |
| ICLN | Exit | ISHARES TRgl clean ene etf | $0 | – | -10,515 | – | -0.01% | – |
| CCI | Exit | CROWN CASTLE INC | $0 | – | -1,462 | – | -0.01% | – |
| HART | Exit | INDEXIQ ETF TRhealthy hearts | $0 | – | -8,720 | – | -0.01% | – |
| NFRA | Exit | FLEXSHARES TRstoxx globr inf | $0 | – | -5,746 | – | -0.01% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -638 | – | -0.01% | – |
| MKTX | Exit | MARKETAXESS HLDGS INCput | $0 | – | -25 | – | -0.01% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -8,680 | – | -0.01% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -9,645 | – | -0.01% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC. | $0 | – | -5,411 | – | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -893 | – | -0.01% | – |
| MA | Exit | MASTERCARD INCORPORATEDput | $0 | – | -59 | – | -0.01% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -889 | – | -0.01% | – |
| HD | Exit | HOME DEPOT INCput | $0 | – | -77 | – | -0.01% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -192 | – | -0.01% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -923 | – | -0.01% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -2,071 | – | -0.02% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -9,758 | – | -0.02% | – |
| KO | Exit | COCA COLA CO | $0 | – | -8,160 | – | -0.02% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -6,567 | – | -0.02% | – |
| TFX | Exit | TELEFLEX INCORPORATED | $0 | – | -2,750 | – | -0.02% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -1,119 | – | -0.02% | – |
| MSFT | Exit | MICROSOFT CORPput | $0 | – | -132 | – | -0.02% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -3,830 | – | -0.02% | – |
| CME | Exit | CME GROUP INCput | $0 | – | -184 | – | -0.02% | – |
| NSSC | Exit | NAPCO SEC TECHNOLOGIES INC | $0 | – | -21,500 | – | -0.02% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -11,140 | – | -0.02% | – |
| NKE | Exit | NIKE INCput | $0 | – | -170 | – | -0.02% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -9,050 | – | -0.02% | – |
| IQV | Exit | IQVIA HLDGS INC | $0 | – | -3,719 | – | -0.02% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -4,322 | – | -0.02% | – |
| BKNG | Exit | BOOKING HOLDINGS INCput | $0 | – | -13 | – | -0.02% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -7,716 | – | -0.02% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -4,000 | – | -0.02% | – |
| APA | Exit | APA CORPORATION | $0 | – | -20,769 | – | -0.02% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -1,799 | – | -0.02% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -2,604 | – | -0.02% | – |
| NICE | Exit | NICE LTDsponsored adr | $0 | – | -3,943 | – | -0.03% | – |
| EPAM | Exit | EPAM SYS INC | $0 | – | -2,150 | – | -0.03% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -70,458 | – | -0.03% | – |
| CPRT | Exit | COPART INC | $0 | – | -7,400 | – | -0.03% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -6,812 | – | -0.03% | – |
| ILMN | Exit | ILLUMINA INCput | $0 | – | -49 | – | -0.03% | – |
| FB | Exit | META PLATFORMS INCput | $0 | – | -93 | – | -0.03% | – |
| MTCH | Exit | MATCH GROUP INC NEW | $0 | – | -19,615 | – | -0.03% | – |
| INTU | Exit | INTUIT | $0 | – | -2,500 | – | -0.03% | – |
| GOOGL | Exit | ALPHABET INCput | $0 | – | -349 | – | -0.03% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -5,250 | – | -0.03% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -16,345 | – | -0.04% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -13,069 | – | -0.04% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -15,765 | – | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -37,665 | – | -0.04% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -10,514 | – | -0.04% | – |
| TSLA | Exit | TESLA INC | $0 | – | -4,624 | – | -0.04% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -23,286 | – | -0.04% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -1,149 | – | -0.04% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -18,928 | – | -0.05% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -13,255 | – | -0.05% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -10,288 | – | -0.05% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -6,183 | – | -0.05% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -9,954 | – | -0.05% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -11,914 | – | -0.05% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -13,520 | – | -0.05% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -6,745 | – | -0.05% | – |
| WMT | Exit | WALMART INC | $0 | – | -11,689 | – | -0.05% | – |
| FISV | Exit | FISERV INC | $0 | – | -16,040 | – | -0.05% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -4,206 | – | -0.05% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -8,020 | – | -0.05% | – |
| AFL | Exit | AFLAC INC | $0 | – | -27,622 | – | -0.05% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -7,716 | – | -0.05% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -19,163 | – | -0.05% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -19,044 | – | -0.06% | – |
| STE | Exit | STERIS PLC | $0 | – | -10,180 | – | -0.06% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -19,585 | – | -0.06% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -5,770 | – | -0.06% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -11,555 | – | -0.06% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -56,516 | – | -0.06% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPORATIcl a | $0 | – | -7,385 | – | -0.07% | – |
| NVO | Exit | NOVO-NORDISK A Sput | $0 | – | -38,700 | – | -0.07% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -21,028 | – | -0.07% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -55,282 | – | -0.07% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -12,731 | – | -0.08% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -27,471 | – | -0.09% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -58,970 | – | -0.11% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -20,042 | – | -0.12% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -82,106 | – | -0.12% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -51,160 | – | -0.12% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -25,557 | – | -0.14% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -58,145 | – | -0.17% | – |
| FB | Exit | META PLATFORMS INCcl a | $0 | – | -35,645 | – | -0.17% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -9,616 | – | -0.17% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -27,142 | – | -0.17% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -53,466 | – | -0.17% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -22,741 | – | -0.18% | – |
| V | Exit | VISA INC | $0 | – | -29,508 | – | -0.18% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -147,051 | – | -0.19% | – |
| WOPEY | Exit | WOODSIDE ENERGY GROUP LTDsponsored adr | $0 | – | -280,003 | – | -0.19% | – |
| WPC | Exit | WP CAREY INC | $0 | – | -81,540 | – | -0.20% | – |
| EPR | Exit | EPR PPTYS | $0 | – | -165,498 | – | -0.20% | – |
| ERO | Exit | ERO COPPER CORP | $0 | – | -548,445 | – | -0.21% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -27,393 | – | -0.21% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -66,202 | – | -0.23% | – |
| EOG | Exit | EOG RES INC | $0 | – | -60,766 | – | -0.23% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -4,217 | – | -0.24% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -167,383 | – | -0.25% | – |
| CME | Exit | CME GROUP INC | $0 | – | -45,895 | – | -0.28% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -185,273 | – | -0.31% | – |
| SHOP | Exit | SHOPIFY INCcl a | $0 | – | -353,993 | – | -0.33% | – |
| TIXT | Exit | TELUS INTL CDA INC | $0 | – | -365,118 | – | -0.33% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -151,013 | – | -0.33% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -108,404 | – | -0.33% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -78,214 | – | -0.34% | – |
| CIGI | Exit | COLLIERS INTL GROUP INC | $0 | – | -113,942 | – | -0.36% | – |
| BIPC | Exit | BROOKFIELD INFRASTRUCTURE CO | $0 | – | -257,213 | – | -0.36% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -112,526 | – | -0.37% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -284,738 | – | -0.37% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -723,534 | – | -0.39% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -87,792 | – | -0.40% | – |
| WFG | Exit | WEST FRASER TIMBER CO LTD | $0 | – | -164,821 | – | -0.41% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -1,481,921 | – | -0.43% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -126,789 | – | -0.43% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -56,407 | – | -0.45% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -360,555 | – | -0.50% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -469,407 | – | -0.51% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -112,565 | – | -0.53% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -104,054 | – | -0.57% | – |
| SLF | Exit | SUN LIFE FINANCIAL INC. | $0 | – | -418,654 | – | -0.58% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -134,119 | – | -0.63% | – |
| BEPC | Exit | BROOKFIELD RENEWABLE CORPcl a sub vtg | $0 | – | -561,593 | – | -0.63% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -1,571,222 | – | -0.64% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -67,350 | – | -0.66% | – |
| STN | Exit | STANTEC INC | $0 | – | -435,201 | – | -0.66% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -416,827 | – | -0.67% | – |
| Exit | SHELL PLCspon ads | $0 | – | -392,920 | – | -0.67% | – | |
| HD | Exit | HOME DEPOT INC | $0 | – | -76,919 | – | -0.73% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -83,182 | – | -0.74% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -727,452 | – | -0.76% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -809,940 | – | -0.80% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -55,829 | – | -0.85% | – |
| BNS | Exit | BANK NOVA SCOTIA HALIFAX | $0 | – | -552,840 | – | -0.91% | – |
| TRI | Exit | THOMSON REUTERS CORP. | $0 | – | -263,037 | – | -0.93% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -61,465 | – | -1.00% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -62,235 | – | -1.08% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -136,974 | – | -1.09% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -1,082,057 | – | -1.14% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -209,078 | – | -1.17% | – |
| FTS | Exit | FORTIS INC | $0 | – | -906,859 | – | -1.19% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -862,056 | – | -1.26% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -472,988 | – | -1.36% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -171,668 | – | -1.38% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -1,583,402 | – | -1.45% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,171,659 | – | -1.50% | – |
| AAPL | Exit | APPLE INC | $0 | – | -341,095 | – | -1.62% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -1,565,339 | – | -1.75% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -1,096,742 | – | -1.80% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -3,443,750 | – | -1.87% | – |
| BCE | Exit | BCE INC | $0 | – | -1,324,746 | – | -1.92% | – |
| CM | Exit | CANADIAN IMPERIAL BK COMM TO | $0 | – | -1,302,693 | – | -1.97% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -2,097,505 | – | -2.05% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -573,472 | – | -2.14% | – |
| TRP | Exit | TC ENERGY CORP | $0 | – | -1,723,162 | – | -2.40% | – |
| QSR | Exit | RESTAURANT BRANDS INTL INC | $0 | – | -1,345,719 | – | -2.48% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -2,038,435 | – | -2.88% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -1,484,423 | – | -3.15% | – |
| GIB | Exit | CGI INCcl a sub vtg | $0 | – | -1,227,903 | – | -3.20% | – |
| TU | Exit | TELUS CORPORATION | $0 | – | -4,857,280 | – | -3.33% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -2,213,194 | – | -3.56% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -1,619,093 | – | -3.74% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -4,508,044 | – | -4.39% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -2,530,509 | – | -7.88% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -2,733,446 | – | -8.28% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | Buy | BANK MONTREAL QUE | $240,858,000 | -6.6% | 2,733,446 | +1.8% | 8.28% | +5.0% |
| RY | Buy | ROYAL BK CDA | $229,053,000 | -6.2% | 2,530,509 | +0.2% | 7.88% | +5.5% |
| SU | Sell | SUNCOR ENERGY INC NEW | $127,629,000 | -20.1% | 4,508,044 | -1.2% | 4.39% | -10.2% |
| CP | Buy | CANADIAN PAC RY LTD | $108,658,000 | -3.5% | 1,619,093 | +0.2% | 3.74% | +8.5% |
| CNQ | Buy | CANADIAN NAT RES LTD | $103,572,000 | -11.3% | 2,213,194 | +1.6% | 3.56% | -0.3% |
| TU | Buy | TELUS CORPORATION | $96,969,000 | -9.6% | 4,857,280 | +0.6% | 3.33% | +1.6% |
| GIB | Sell | CGI INCcl a sub vtg | $92,933,000 | -6.8% | 1,227,903 | -2.2% | 3.20% | +4.8% |
| TD | Buy | TORONTO DOMINION BK ONT | $91,529,000 | +1.3% | 1,484,423 | +7.5% | 3.15% | +13.9% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $83,837,000 | -11.8% | 2,038,435 | -4.8% | 2.88% | -0.8% |
| QSR | Sell | RESTAURANT BRANDS INTL INC | $71,968,000 | +4.6% | 1,345,719 | -2.1% | 2.48% | +17.6% |
| TRP | Buy | TC ENERGY CORP | $69,779,000 | -11.6% | 1,723,162 | +12.9% | 2.40% | -0.6% |
| CNI | Buy | CANADIAN NATL RY CO | $62,264,000 | +3.0% | 573,472 | +6.5% | 2.14% | +15.8% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $59,612,000 | -1.9% | 2,097,505 | -0.8% | 2.05% | +10.3% |
| CM | Sell | CANADIAN IMPERIAL BK COMM TO | $57,322,000 | -9.8% | 1,302,693 | -0.7% | 1.97% | +1.4% |
| BCE | Buy | BCE INC | $55,844,000 | +16.7% | 1,324,746 | +35.8% | 1.92% | +31.2% |
| MFC | Sell | MANULIFE FINL CORP | $54,338,000 | -11.8% | 3,443,750 | -3.3% | 1.87% | -0.8% |
| MGA | Sell | MAGNA INTL INC | $52,307,000 | -14.7% | 1,096,742 | -2.0% | 1.80% | -4.1% |
| WPM | Sell | WHEATON PRECIOUS METALS CORP | $50,959,000 | -14.2% | 1,565,339 | -5.2% | 1.75% | -3.5% |
| AAPL | Sell | APPLE INC | $47,139,000 | -1.0% | 341,095 | -2.1% | 1.62% | +11.3% |
| ENB | Sell | ENBRIDGE INC | $43,677,000 | -12.8% | 1,171,659 | -1.4% | 1.50% | -2.0% |
| OTEX | Sell | OPEN TEXT CORP | $42,074,000 | -55.8% | 1,583,402 | -37.2% | 1.45% | -50.3% |
| MSFT | Sell | MICROSOFT CORP | $39,981,000 | -10.1% | 171,668 | -0.9% | 1.38% | +1.1% |
| NTR | Buy | NUTRIEN LTD | $39,657,000 | +47.9% | 472,988 | +40.2% | 1.36% | +66.3% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $36,615,000 | -8.1% | 862,056 | -1.2% | 1.26% | +3.3% |
| FTS | Sell | FORTIS INC | $34,638,000 | -20.0% | 906,859 | -1.1% | 1.19% | -10.0% |
| JNJ | Buy | JOHNSON & JOHNSON | $34,155,000 | +1.8% | 209,078 | +10.6% | 1.17% | +14.4% |
| TECK | Sell | TECK RESOURCES LTDcl b | $33,084,000 | -0.9% | 1,082,057 | -1.1% | 1.14% | +11.5% |
| MCD | Sell | MCDONALDS CORP | $31,605,000 | -7.5% | 136,974 | -1.1% | 1.09% | +3.9% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $31,431,000 | +4.4% | 62,235 | +6.2% | 1.08% | +17.4% |
| COST | Sell | COSTCO WHSL CORP NEW | $29,028,000 | -2.7% | 61,465 | -1.3% | 1.00% | +9.3% |
| TRI | Buy | THOMSON REUTERS CORP. | $27,146,000 | +1.4% | 263,037 | +2.2% | 0.93% | +13.9% |
| BNS | Sell | BANK NOVA SCOTIA HALIFAX | $26,435,000 | -40.6% | 552,840 | -26.7% | 0.91% | -33.3% |
| AVGO | Sell | BROADCOM INC | $24,789,000 | -25.2% | 55,829 | -18.1% | 0.85% | -15.9% |
| WMB | Sell | WILLIAMS COS INC | $23,189,000 | -8.6% | 809,940 | -0.3% | 0.80% | +2.7% |
| PBA | Sell | PEMBINA PIPELINE CORP | $22,215,000 | -13.7% | 727,452 | -0.3% | 0.76% | -2.9% |
| ACN | Buy | ACCENTURE PLC IRELAND | $21,403,000 | -4.6% | 83,182 | +2.9% | 0.74% | +7.3% |
| HD | Sell | HOME DEPOT INC | $21,225,000 | +0.4% | 76,919 | -0.2% | 0.73% | +13.0% |
| Sell | SHELL PLCspon ads | $19,552,000 | -5.0% | 392,920 | -0.2% | 0.67% | +6.7% | |
| TTE | Sell | TOTALENERGIES SEsponsored ads | $19,391,000 | -11.9% | 416,827 | -0.4% | 0.67% | -0.9% |
| STN | Buy | STANTEC INC | $19,188,000 | +2.6% | 435,201 | +1.8% | 0.66% | +15.4% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $19,150,000 | -12.1% | 67,350 | -2.5% | 0.66% | -1.2% |
| MPW | Sell | MEDICAL PPTYS TRUST INC | $18,635,000 | -22.6% | 1,571,222 | -0.3% | 0.64% | -12.9% |
| BEPC | Buy | BROOKFIELD RENEWABLE CORPcl a sub vtg | $18,450,000 | -7.5% | 561,593 | +0.1% | 0.63% | +3.9% |
| RSG | Sell | REPUBLIC SVCS INC | $18,246,000 | +3.6% | 134,119 | -0.4% | 0.63% | +16.3% |
| SLF | Buy | SUN LIFE FINANCIAL INC. | $16,737,000 | -11.7% | 418,654 | +1.0% | 0.58% | -0.7% |
| WM | Sell | WASTE MGMT INC DEL | $16,670,000 | +4.4% | 104,054 | -0.4% | 0.57% | +17.2% |
| WCN | Sell | WASTE CONNECTIONS INC | $15,291,000 | -10.7% | 112,565 | -18.6% | 0.53% | +0.6% |
| BEP | Sell | BROOKFIELD RENEWABLE PARTNERpartnership unit | $14,742,000 | -46.8% | 469,407 | -41.2% | 0.51% | -40.1% |
| CSCO | Sell | CISCO SYS INC | $14,422,000 | -6.8% | 360,555 | -0.7% | 0.50% | +4.6% |
| APD | Sell | AIR PRODS & CHEMS INC | $13,128,000 | -3.5% | 56,407 | -0.3% | 0.45% | +8.4% |
| NVO | Sell | NOVO-NORDISK A Sadr | $12,632,000 | -10.8% | 126,789 | -0.2% | 0.43% | +0.2% |
| CLS | Sell | CELESTICA INC | $12,554,000 | -24.1% | 1,481,921 | -13.1% | 0.43% | -14.6% |
| WFG | Sell | WEST FRASER TIMBER CO LTD | $11,987,000 | -23.2% | 164,821 | -19.1% | 0.41% | -13.6% |
| ABBV | Buy | ABBVIE INC | $11,783,000 | +62.3% | 87,792 | +85.3% | 0.40% | +82.4% |
| GOLD | Sell | BARRICK GOLD CORP | $11,274,000 | -13.2% | 723,534 | -1.7% | 0.39% | -2.3% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $10,812,000 | -8.3% | 284,738 | +22.5% | 0.37% | +3.0% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $10,763,000 | -7.7% | 112,526 | +2003.3% | 0.37% | +3.6% |
| BIPC | Buy | BROOKFIELD INFRASTRUCTURE CO | $10,526,000 | +1.8% | 257,213 | +5.3% | 0.36% | +14.6% |
| CIGI | Sell | COLLIERS INTL GROUP INC | $10,498,000 | -18.4% | 113,942 | -3.2% | 0.36% | -8.1% |
| PG | Buy | PROCTER AND GAMBLE CO | $9,875,000 | +46.0% | 78,214 | +66.2% | 0.34% | +64.3% |
| WEC | Sell | WEC ENERGY GROUP INC | $9,695,000 | -11.4% | 108,404 | -0.3% | 0.33% | -0.6% |
| DSGX | Sell | DESCARTES SYS GROUP INC | $9,640,000 | -18.1% | 151,013 | -20.5% | 0.33% | -8.1% |
| TIXT | Sell | TELUS INTL CDA INC | $9,609,000 | -11.0% | 365,118 | -15.3% | 0.33% | 0.0% |
| SHOP | Sell | SHOPIFY INCcl a | $9,582,000 | -15.6% | 353,993 | -2.8% | 0.33% | -5.2% |
| GRPU | Sell | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $8,990,000 | -21.0% | 185,273 | -0.4% | 0.31% | -11.2% |
| CME | Buy | CME GROUP INC | $8,129,000 | -12.3% | 45,895 | +1.3% | 0.28% | -1.4% |
| UL | Sell | UNILEVER PLCspon adr new | $7,338,000 | -4.6% | 167,383 | -0.3% | 0.25% | +7.2% |
| BKNG | Buy | BOOKING HOLDINGS INC | $6,929,000 | +9.7% | 4,217 | +16.8% | 0.24% | +23.3% |
| EOG | Sell | EOG RES INC | $6,789,000 | -46.5% | 60,766 | -47.2% | 0.23% | -39.9% |
| DLR | Sell | DIGITAL RLTY TR INC | $6,566,000 | -23.8% | 66,202 | -0.3% | 0.23% | -14.4% |
| AMGN | New | AMGEN INC | $6,174,000 | – | 27,393 | – | 0.21% | – |
| ERO | Sell | ERO COPPER CORP | $6,095,000 | +29.7% | 548,445 | -1.7% | 0.21% | +45.8% |
| EPR | Sell | EPR PPTYS | $5,935,000 | -63.5% | 165,498 | -52.2% | 0.20% | -59.0% |
| WPC | Sell | WP CAREY INC | $5,691,000 | -60.5% | 81,540 | -53.1% | 0.20% | -55.6% |
| WOPEY | Buy | WOODSIDE ENERGY GROUP LTDsponsored adr | $5,645,000 | -5.3% | 280,003 | +1.3% | 0.19% | +6.6% |
| SNY | New | SANOFIsponsored adr | $5,591,000 | – | 147,051 | – | 0.19% | – |
| V | Buy | VISA INC | $5,242,000 | -5.9% | 29,508 | +4.3% | 0.18% | +5.9% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $5,144,000 | +6.9% | 22,741 | -0.7% | 0.18% | +20.4% |
| DUK | Sell | DUKE ENERGY CORP NEW | $4,973,000 | -16.4% | 53,466 | -3.7% | 0.17% | -6.0% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $4,903,000 | -56.3% | 27,142 | -55.9% | 0.17% | -50.7% |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $4,877,000 | +0.6% | 9,616 | +7.8% | 0.17% | +13.5% |
| NKE | Sell | NIKE INCcl b | $4,833,000 | -21.3% | 58,145 | -3.3% | 0.17% | -11.7% |
| FB | Buy | META PLATFORMS INCcl a | $4,836,000 | -15.1% | 35,645 | +0.8% | 0.17% | -4.6% |
| PEP | Sell | PEPSICO INC | $4,172,000 | -8.7% | 25,557 | -6.8% | 0.14% | +2.1% |
| CL | Buy | COLGATE PALMOLIVE CO | $3,594,000 | -8.1% | 51,160 | +4.8% | 0.12% | +3.3% |
| IMO | Sell | IMPERIAL OIL LTD | $3,574,000 | -15.9% | 82,106 | -9.1% | 0.12% | -5.4% |
| VRSK | Sell | VERISK ANALYTICS INC | $3,418,000 | -11.4% | 20,042 | -10.1% | 0.12% | 0.0% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $3,234,000 | -12.0% | 58,970 | +6.0% | 0.11% | -0.9% |
| DIS | Sell | DISNEY WALT CO | $2,591,000 | -22.2% | 27,471 | -22.1% | 0.09% | -12.7% |
| ILMN | Buy | ILLUMINA INC | $2,429,000 | +4.6% | 12,731 | +1.0% | 0.08% | +18.3% |
| RCI | Sell | ROGERS COMMUNICATIONS INCcl b | $2,141,000 | -89.8% | 55,282 | -87.4% | 0.07% | -88.5% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $2,022,000 | -6.9% | 21,028 | +2017.6% | 0.07% | +6.1% |
| NVO | Buy | NOVO-NORDISK A Sput | $2,017,000 | +67.5% | 38,700 | +3.2% | 0.07% | +86.5% |
| ZBRA | Sell | ZEBRA TECHNOLOGIES CORPORATIcl a | $1,935,000 | -11.2% | 7,385 | -0.3% | 0.07% | 0.0% |
| EQNR | Sell | EQUINOR ASAsponsored adr | $1,871,000 | -11.2% | 56,516 | -6.8% | 0.06% | 0.0% |
| TXN | Sell | TEXAS INSTRS INC | $1,788,000 | -16.4% | 11,555 | -17.0% | 0.06% | -6.2% |
| PYPL | Sell | PAYPAL HLDGS INC | $1,686,000 | +19.9% | 19,585 | -2.7% | 0.06% | +34.9% |
| STE | Buy | STERIS PLC | $1,693,000 | -10.8% | 10,180 | +10.6% | 0.06% | 0.0% |
| SBUX | Sell | STARBUCKS CORP | $1,605,000 | -8.5% | 19,044 | -17.1% | 0.06% | +1.9% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $1,569,000 | -30.7% | 19,163 | -18.7% | 0.05% | -21.7% |
| SHW | Sell | SHERWIN WILLIAMS CO | $1,580,000 | -8.9% | 7,716 | -0.4% | 0.05% | +1.9% |
| AFL | Sell | AFLAC INC | $1,552,000 | -23.1% | 27,622 | -24.3% | 0.05% | -14.5% |
| FISV | Sell | FISERV INC | $1,501,000 | -14.4% | 16,040 | -18.6% | 0.05% | -3.7% |
| MKTX | Buy | MARKETAXESS HLDGS INC | $1,501,000 | -9.8% | 6,745 | +3.8% | 0.05% | +2.0% |
| ROP | Sell | ROPER TECHNOLOGIES INC | $1,513,000 | -30.5% | 4,206 | -23.7% | 0.05% | -22.4% |
| ADSK | Sell | AUTODESK INC | $1,498,000 | +7.5% | 8,020 | -1.0% | 0.05% | +20.9% |
| WMT | Sell | WALMART INC | $1,516,000 | +6.3% | 11,689 | -0.3% | 0.05% | +18.2% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $1,474,000 | -5.8% | 13,520 | +5.9% | 0.05% | +6.2% |
| NVDA | Buy | NVIDIA CORPORATION | $1,446,000 | -18.7% | 11,914 | +1.6% | 0.05% | -7.4% |
| CVX | Sell | CHEVRON CORP NEW | $1,430,000 | -12.9% | 9,954 | -12.3% | 0.05% | -2.0% |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $1,420,000 | -8.0% | 6,183 | -6.7% | 0.05% | +4.3% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,388,000 | -26.2% | 10,288 | -24.2% | 0.05% | -17.2% |
| JPM | Sell | JPMORGAN CHASE & CO | $1,385,000 | -16.9% | 13,255 | -10.5% | 0.05% | -5.9% |
| EMR | Sell | EMERSON ELEC CO | $1,386,000 | -30.3% | 18,928 | -24.3% | 0.05% | -21.3% |
| MKL | Buy | MARKEL CORP | $1,246,000 | -11.5% | 1,149 | +5.5% | 0.04% | 0.0% |
| BAX | Sell | BAXTER INTL INC | $1,254,000 | -36.7% | 23,286 | -24.5% | 0.04% | -29.5% |
| TSLA | Buy | TESLA INC | $1,227,000 | +16.7% | 4,624 | +196.4% | 0.04% | +31.2% |
| AMZN | New | AMAZON COM INC | $1,188,000 | – | 10,514 | – | 0.04% | – |
| CMCSA | Sell | COMCAST CORP NEWcl a | $1,105,000 | -43.4% | 37,665 | -24.4% | 0.04% | -36.7% |
| APH | Sell | AMPHENOL CORP NEWcl a | $1,056,000 | +2.6% | 15,765 | -1.4% | 0.04% | +16.1% |
| CNC | Sell | CENTENE CORP DEL | $1,017,000 | -9.1% | 13,069 | -1.1% | 0.04% | +2.9% |
| GOOGL | Buy | ALPHABET INCput | $954,000 | +55.6% | 349 | +1838.9% | 0.03% | +73.7% |
| INTU | Sell | INTUIT | $968,000 | -7.0% | 2,500 | -7.4% | 0.03% | +3.1% |
| FB | Sell | META PLATFORMS INCput | $894,000 | +1.8% | 93 | -2.1% | 0.03% | +14.8% |
| A | Sell | AGILENT TECHNOLOGIES INC | $828,000 | +1.5% | 6,812 | -0.8% | 0.03% | +12.0% |
| AQN | Buy | ALGONQUIN PWR UTILS CORP | $774,000 | -17.2% | 70,458 | +1.1% | 0.03% | -6.9% |
| EPAM | Buy | EPAM SYS INC | $779,000 | +74.3% | 2,150 | +41.6% | 0.03% | +92.9% |
| NICE | Buy | NICE LTDsponsored adr | $742,000 | +130.4% | 3,943 | +135.8% | 0.03% | +160.0% |
| ADBE | Sell | ADOBE SYSTEMS INCORPORATED | $717,000 | -25.5% | 2,604 | -1.0% | 0.02% | -13.8% |
| FLT | Buy | FLEETCOR TECHNOLOGIES INC | $705,000 | -5.5% | 4,000 | +12.7% | 0.02% | +4.3% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $697,000 | +5.3% | 7,716 | +9.7% | 0.02% | +20.0% |
| APA | Sell | APA CORPORATION | $710,000 | -4.2% | 20,769 | -2.2% | 0.02% | +4.3% |
| KEYS | Sell | KEYSIGHT TECHNOLOGIES INC | $680,000 | 0.0% | 4,322 | -12.4% | 0.02% | +9.5% |
| IQV | Sell | IQVIA HLDGS INC | $674,000 | -17.3% | 3,719 | -1.0% | 0.02% | -8.0% |
| MSFT | Sell | MICROSOFT CORPput | $584,000 | +10.8% | 132 | -1.5% | 0.02% | +25.0% |
| CME | Sell | CME GROUP INCput | $568,000 | +6.4% | 184 | -0.5% | 0.02% | +25.0% |
| ZTS | Sell | ZOETIS INCcl a | $568,000 | -14.7% | 3,830 | -1.2% | 0.02% | 0.0% |
| GWW | Sell | GRAINGER W W INC | $547,000 | +6.4% | 1,119 | -1.0% | 0.02% | +18.8% |
| TFX | Buy | TELEFLEX INCORPORATED | $554,000 | -9.9% | 2,750 | +10.0% | 0.02% | 0.0% |
| KO | New | COCA COLA CO | $457,000 | – | 8,160 | – | 0.02% | – |
| FTNT | Buy | FORTINET INC | $479,000 | +19.8% | 9,758 | +38.0% | 0.02% | +33.3% |
| SYY | New | SYSCO CORP | $464,000 | – | 6,567 | – | 0.02% | – |
| ROK | Sell | ROCKWELL AUTOMATION INC | $445,000 | +6.0% | 2,071 | -1.6% | 0.02% | +15.4% |
| AAPL | Sell | APPLE INCput | $366,000 | -8.5% | 192 | -0.5% | 0.01% | +8.3% |
| HD | Buy | HOME DEPOT INCput | $374,000 | +19.1% | 77 | +13.2% | 0.01% | +30.0% |
| FDS | New | FACTSET RESH SYS INC | $369,000 | – | 923 | – | 0.01% | – |
| NOW | Sell | SERVICENOW INC | $336,000 | -56.0% | 889 | -44.7% | 0.01% | -47.8% |
| MA | Buy | MASTERCARD INCORPORATEDput | $330,000 | +38.1% | 59 | +3.5% | 0.01% | +57.1% |
| MCHP | New | MICROCHIP TECHNOLOGY INC. | $330,000 | – | 5,411 | – | 0.01% | – |
| LRCX | Sell | LAM RESEARCH CORP | $327,000 | -15.3% | 893 | -1.3% | 0.01% | -8.3% |
| STM | Sell | STMICROELECTRONICS N Vny registry | $298,000 | -36.1% | 9,645 | -34.9% | 0.01% | -28.6% |
| NFRA | Sell | FLEXSHARES TRstoxx globr inf | $262,000 | -20.1% | 5,746 | -9.5% | 0.01% | -10.0% |
| ASML | Sell | ASML HOLDING N V | $265,000 | -70.5% | 638 | -66.2% | 0.01% | -66.7% |
| ICLN | Buy | ISHARES TRgl clean ene etf | $201,000 | +5.2% | 10,515 | +4.9% | 0.01% | +16.7% |
| V | New | VISA INCput | $213,000 | – | 79 | – | 0.01% | – |
| HART | New | INDEXIQ ETF TRhealthy hearts | $209,000 | – | 8,720 | – | 0.01% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP NEWcl a | $0 | – | -626 | – | -0.01% | – |
| UNH | Exit | UNITEDHEALTH GROUP INCput | $0 | – | -91 | – | -0.01% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -912 | – | -0.01% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -12,090 | – | -0.01% | – |
| DOCN | Exit | DIGITALOCEAN HLDGS INC | $0 | – | -10,786 | – | -0.01% | – |
| IAA | Exit | IAA INC | $0 | – | -15,965 | – | -0.02% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -40,946 | – | -0.03% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -11,406 | – | -0.03% | – |
| TS | Exit | TENARIS S Asponsored ads | $0 | – | -48,059 | – | -0.04% | – |
| CDW | Exit | CDW CORP | $0 | – | -31,522 | – | -0.15% | – |
| BHP | Exit | BHP GROUP LTDsponsored ads | $0 | – | -99,297 | – | -0.17% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -105,802 | – | -0.20% | – |
| Exit | BRP INC | $0 | – | -139,636 | – | -0.26% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | New | BANK MONTREAL QUE | $257,747,000 | – | 2,686,060 | – | 7.88% | – |
| RY | New | ROYAL BK CDA | $244,112,000 | – | 2,526,414 | – | 7.47% | – |
| SU | New | SUNCOR ENERGY INC NEW | $159,765,000 | – | 4,563,514 | – | 4.89% | – |
| CNQ | New | CANADIAN NAT RES LTD | $116,798,000 | – | 2,178,155 | – | 3.57% | – |
| CP | New | CANADIAN PAC RY LTD | $112,611,000 | – | 1,615,649 | – | 3.44% | – |
| TU | New | TELUS CORPORATION | $107,269,000 | – | 4,826,341 | – | 3.28% | – |
| GIB | New | CGI INCcl a sub vtg | $99,763,000 | – | 1,255,013 | – | 3.05% | – |
| OTEX | New | OPEN TEXT CORP | $95,121,000 | – | 2,520,055 | – | 2.91% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $95,005,000 | – | 2,140,271 | – | 2.91% | – |
| TD | New | TORONTO DOMINION BK ONT | $90,356,000 | – | 1,380,815 | – | 2.76% | – |
| TRP | New | TC ENERGY CORP | $78,911,000 | – | 1,526,567 | – | 2.41% | – |
| QSR | New | RESTAURANT BRANDS INTL INC | $68,829,000 | – | 1,375,039 | – | 2.10% | – |
| CM | New | CANADIAN IMP BK COMM | $63,541,000 | – | 1,311,218 | – | 1.94% | – |
| MFC | New | MANULIFE FINL CORP | $61,591,000 | – | 3,559,575 | – | 1.88% | – |
| MGA | New | MAGNA INTL INC | $61,294,000 | – | 1,118,654 | – | 1.88% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $60,757,000 | – | 2,115,327 | – | 1.86% | – |
| CNI | New | CANADIAN NATL RY CO | $60,439,000 | – | 538,456 | – | 1.85% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $59,370,000 | – | 1,651,237 | – | 1.82% | – |
| ENB | New | ENBRIDGE INC | $50,080,000 | – | 1,188,382 | – | 1.53% | – |
| BCE | New | BCE INC | $47,843,000 | – | 975,417 | – | 1.46% | – |
| AAPL | New | APPLE INC | $47,616,000 | – | 348,274 | – | 1.46% | – |
| BNS | New | BANK NOVA SCOTIA B C | $44,526,000 | – | 753,949 | – | 1.36% | – |
| MSFT | New | MICROSOFT CORP | $44,477,000 | – | 173,177 | – | 1.36% | – |
| FTS | New | FORTIS INC | $43,273,000 | – | 917,333 | – | 1.32% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $39,849,000 | – | 872,414 | – | 1.22% | – |
| MCD | New | MCDONALDS CORP | $34,185,000 | – | 138,467 | – | 1.05% | – |
| JNJ | New | JOHNSON & JOHNSON | $33,550,000 | – | 189,001 | – | 1.03% | – |
| TECK | New | TECK RESOURCES LTDcl b | $33,375,000 | – | 1,093,791 | – | 1.02% | – |
| AVGO | New | BROADCOM INC | $33,130,000 | – | 68,196 | – | 1.01% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $30,112,000 | – | 58,625 | – | 0.92% | – |
| COST | New | COSTCO WHSL CORP NEW | $29,837,000 | – | 62,254 | – | 0.91% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $27,702,000 | – | 798,882 | – | 0.85% | – |
| NTR | New | NUTRIEN LTD | $26,810,000 | – | 337,370 | – | 0.82% | – |
| TRI | New | THOMSON REUTERS CORP. | $26,765,000 | – | 257,288 | – | 0.82% | – |
| PBA | New | PEMBINA PIPELINE CORP | $25,733,000 | – | 729,558 | – | 0.79% | – |
| WMB | New | WILLIAMS COS INC | $25,361,000 | – | 812,592 | – | 0.78% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $24,069,000 | – | 1,576,215 | – | 0.74% | – |
| ACN | New | ACCENTURE PLC IRELAND | $22,438,000 | – | 80,813 | – | 0.69% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $22,019,000 | – | 418,302 | – | 0.67% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $21,783,000 | – | 69,046 | – | 0.67% | – |
| HD | New | HOME DEPOT INC | $21,135,000 | – | 77,060 | – | 0.65% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $21,050,000 | – | 440,231 | – | 0.64% | – |
| New | SHELL PLCspon ads | $20,591,000 | – | 393,794 | – | 0.63% | – | |
| BEPC | New | BROOKFIELD RENEWABLE CORPcl a sub vtg | $19,939,000 | – | 560,957 | – | 0.61% | – |
| SLF | New | SUN LIFE FINANCIAL INC. | $18,962,000 | – | 414,714 | – | 0.58% | – |
| STN | New | STANTEC INC | $18,693,000 | – | 427,614 | – | 0.57% | – |
| RSG | New | REPUBLIC SVCS INC | $17,615,000 | – | 134,603 | – | 0.54% | – |
| WCN | New | WASTE CONNECTIONS INC | $17,114,000 | – | 138,326 | – | 0.52% | – |
| CLS | New | CELESTICA INC | $16,544,000 | – | 1,704,544 | – | 0.51% | – |
| EPR | New | EPR PPTYS | $16,241,000 | – | 346,078 | – | 0.50% | – |
| WM | New | WASTE MGMT INC DEL | $15,975,000 | – | 104,426 | – | 0.49% | – |
| WFG | New | WEST FRASER TIMBER CO LTD | $15,605,000 | – | 203,804 | – | 0.48% | – |
| CSCO | New | CISCO SYS INC | $15,482,000 | – | 363,083 | – | 0.47% | – |
| WPC | New | WP CAREY INC | $14,403,000 | – | 173,820 | – | 0.44% | – |
| NVO | New | NOVO-NORDISK A Sadr | $14,156,000 | – | 127,039 | – | 0.43% | – |
| APD | New | AIR PRODS & CHEMS INC | $13,608,000 | – | 56,587 | – | 0.42% | – |
| GOLD | New | BARRICK GOLD CORP | $12,984,000 | – | 735,866 | – | 0.40% | – |
| CIGI | New | COLLIERS INTL GROUP INC | $12,865,000 | – | 117,673 | – | 0.39% | – |
| EOG | New | EOG RES INC | $12,699,000 | – | 114,988 | – | 0.39% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $11,794,000 | – | 232,401 | – | 0.36% | – |
| DSGX | New | DESCARTES SYS GROUP INC | $11,775,000 | – | 189,882 | – | 0.36% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $11,659,000 | – | 5,350 | – | 0.36% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $11,382,000 | – | 185,975 | – | 0.35% | – |
| SHOP | New | SHOPIFY INCcl a | $11,358,000 | – | 364,280 | – | 0.35% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $11,216,000 | – | 61,540 | – | 0.34% | – |
| WEC | New | WEC ENERGY GROUP INC | $10,940,000 | – | 108,702 | – | 0.34% | – |
| TIXT | New | TELUS INTL CDA INC | $10,795,000 | – | 431,096 | – | 0.33% | – |
| BIPC | New | BROOKFIELD INFRASTRUCTURE CO | $10,343,000 | – | 244,231 | – | 0.32% | – |
| CME | New | CME GROUP INC | $9,273,000 | – | 45,300 | – | 0.28% | – |
| DLR | New | DIGITAL RLTY TR INC | $8,620,000 | – | 66,395 | – | 0.26% | – |
| New | BRP INC | $8,575,000 | – | 139,636 | – | 0.26% | – | |
| UL | New | UNILEVER PLCspon adr new | $7,693,000 | – | 167,858 | – | 0.24% | – |
| ABBV | New | ABBVIE INC | $7,258,000 | – | 47,388 | – | 0.22% | – |
| PG | New | PROCTER AND GAMBLE CO | $6,766,000 | – | 47,058 | – | 0.21% | – |
| RIO | New | RIO TINTO PLCsponsored adr | $6,454,000 | – | 105,802 | – | 0.20% | – |
| BKNG | New | BOOKING HOLDINGS INC | $6,314,000 | – | 3,610 | – | 0.19% | – |
| NKE | New | NIKE INCcl b | $6,143,000 | – | 60,111 | – | 0.19% | – |
| DUK | New | DUKE ENERGY CORP NEW | $5,952,000 | – | 55,516 | – | 0.18% | – |
| WOPEY | New | WOODSIDE ENERGY GROUP LTDsponsored adr | $5,961,000 | – | 276,496 | – | 0.18% | – |
| FB | New | META PLATFORMS INCcl a | $5,699,000 | – | 35,345 | – | 0.17% | – |
| BHP | New | BHP GROUP LTDsponsored ads | $5,579,000 | – | 99,297 | – | 0.17% | – |
| V | New | VISA INC | $5,568,000 | – | 28,280 | – | 0.17% | – |
| CDW | New | CDW CORP | $4,967,000 | – | 31,522 | – | 0.15% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $4,848,000 | – | 8,924 | – | 0.15% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $4,810,000 | – | 22,900 | – | 0.15% | – |
| ERO | New | ERO COPPER CORP | $4,700,000 | – | 557,751 | – | 0.14% | – |
| PEP | New | PEPSICO INC | $4,569,000 | – | 27,417 | – | 0.14% | – |
| IMO | New | IMPERIAL OIL LTD | $4,248,000 | – | 90,306 | – | 0.13% | – |
| CL | New | COLGATE PALMOLIVE CO | $3,911,000 | – | 48,800 | – | 0.12% | – |
| VRSK | New | VERISK ANALYTICS INC | $3,857,000 | – | 22,283 | – | 0.12% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $3,675,000 | – | 55,616 | – | 0.11% | – |
| DIS | New | DISNEY WALT CO | $3,329,000 | – | 35,261 | – | 0.10% | – |
| ILMN | New | ILLUMINA INC | $2,323,000 | – | 12,600 | – | 0.07% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $2,265,000 | – | 23,563 | – | 0.07% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPORATIcl a | $2,178,000 | – | 7,410 | – | 0.07% | – |
| ROP | New | ROPER TECHNOLOGIES INC | $2,176,000 | – | 5,515 | – | 0.07% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $2,172,000 | – | 993 | – | 0.07% | – |
| TXN | New | TEXAS INSTRS INC | $2,140,000 | – | 13,930 | – | 0.06% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $2,107,000 | – | 60,628 | – | 0.06% | – |
| AFL | New | AFLAC INC | $2,018,000 | – | 36,472 | – | 0.06% | – |
| EMR | New | EMERSON ELEC CO | $1,989,000 | – | 25,008 | – | 0.06% | – |
| BAX | New | BAXTER INTL INC | $1,980,000 | – | 30,826 | – | 0.06% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,954,000 | – | 49,790 | – | 0.06% | – |
| SPGI | New | S&P GLOBAL INC | $1,945,000 | – | 5,770 | – | 0.06% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,881,000 | – | 13,568 | – | 0.06% | – |
| STE | New | STERIS PLC | $1,897,000 | – | 9,204 | – | 0.06% | – |
| NVDA | New | NVIDIA CORPORATION | $1,778,000 | – | 11,732 | – | 0.05% | – |
| SBUX | New | STARBUCKS CORP | $1,754,000 | – | 22,967 | – | 0.05% | – |
| FISV | New | FISERV INC | $1,753,000 | – | 19,700 | – | 0.05% | – |
| SHW | New | SHERWIN WILLIAMS CO | $1,735,000 | – | 7,747 | – | 0.05% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,667,000 | – | 14,805 | – | 0.05% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $1,664,000 | – | 6,500 | – | 0.05% | – |
| CVX | New | CHEVRON CORP NEW | $1,642,000 | – | 11,344 | – | 0.05% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $1,565,000 | – | 12,770 | – | 0.05% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $1,544,000 | – | 6,625 | – | 0.05% | – |
| WMT | New | WALMART INC | $1,426,000 | – | 11,729 | – | 0.04% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,406,000 | – | 20,125 | – | 0.04% | – |
| MKL | New | MARKEL CORP | $1,408,000 | – | 1,089 | – | 0.04% | – |
| ADSK | New | AUTODESK INC | $1,393,000 | – | 8,100 | – | 0.04% | – |
| MTCH | New | MATCH GROUP INC NEW | $1,367,000 | – | 19,615 | – | 0.04% | – |
| TS | New | TENARIS S Asponsored ads | $1,235,000 | – | 48,059 | – | 0.04% | – |
| NVO | New | NOVO-NORDISK A Sput | $1,204,000 | – | 37,500 | – | 0.04% | – |
| CNC | New | CENTENE CORP DEL | $1,119,000 | – | 13,221 | – | 0.03% | – |
| PRU | New | PRUDENTIAL FINL INC | $1,091,000 | – | 11,406 | – | 0.03% | – |
| INTU | New | INTUIT | $1,041,000 | – | 2,700 | – | 0.03% | – |
| TSLA | New | TESLA INC | $1,051,000 | – | 1,560 | – | 0.03% | – |
| RRC | New | RANGE RES CORP | $1,013,000 | – | 40,946 | – | 0.03% | – |
| APH | New | AMPHENOL CORP NEWcl a | $1,029,000 | – | 15,985 | – | 0.03% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $962,000 | – | 2,629 | – | 0.03% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $935,000 | – | 69,701 | – | 0.03% | – |
| ILMN | New | ILLUMINA INCput | $916,000 | – | 49 | – | 0.03% | – |
| TJX | New | TJX COS INC NEW | $913,000 | – | 16,345 | – | 0.03% | – |
| LOW | New | LOWES COS INC | $917,000 | – | 5,250 | – | 0.03% | – |
| ASML | New | ASML HOLDING N V | $898,000 | – | 1,887 | – | 0.03% | – |
| FB | New | META PLATFORMS INCput | $878,000 | – | 95 | – | 0.03% | – |
| IQV | New | IQVIA HLDGS INC | $815,000 | – | 3,757 | – | 0.02% | – |
| A | New | AGILENT TECHNOLOGIES INC | $816,000 | – | 6,870 | – | 0.02% | – |
| CPRT | New | COPART INC | $804,000 | – | 7,400 | – | 0.02% | – |
| NOW | New | SERVICENOW INC | $764,000 | – | 1,607 | – | 0.02% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $746,000 | – | 3,550 | – | 0.02% | – |
| APA | New | APA CORPORATION | $741,000 | – | 21,230 | – | 0.02% | – |
| KEYS | New | KEYSIGHT TECHNOLOGIES INC | $680,000 | – | 4,936 | – | 0.02% | – |
| CTAS | New | CINTAS CORP | $672,000 | – | 1,799 | – | 0.02% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $662,000 | – | 7,036 | – | 0.02% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $667,000 | – | 11,140 | – | 0.02% | – |
| ZTS | New | ZOETIS INCcl a | $666,000 | – | 3,876 | – | 0.02% | – |
| GDDY | New | GODADDY INCcl a | $630,000 | – | 9,050 | – | 0.02% | – |
| TFX | New | TELEFLEX INCORPORATED | $615,000 | – | 2,500 | – | 0.02% | – |
| GOOGL | New | ALPHABET INCput | $613,000 | – | 18 | – | 0.02% | – |
| CME | New | CME GROUP INCput | $534,000 | – | 185 | – | 0.02% | – |
| GWW | New | GRAINGER W W INC | $514,000 | – | 1,130 | – | 0.02% | – |
| IAA | New | IAA INC | $523,000 | – | 15,965 | – | 0.02% | – |
| MSFT | New | MICROSOFT CORPput | $527,000 | – | 134 | – | 0.02% | – |
| NKE | New | NIKE INCput | $523,000 | – | 170 | – | 0.02% | – |
| BKNG | New | BOOKING HOLDINGS INCput | $499,000 | – | 13 | – | 0.02% | – |
| DOCN | New | DIGITALOCEAN HLDGS INC | $446,000 | – | 10,786 | – | 0.01% | – |
| EPAM | New | EPAM SYS INC | $447,000 | – | 1,518 | – | 0.01% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $466,000 | – | 14,815 | – | 0.01% | – |
| NSSC | New | NAPCO SEC TECHNOLOGIES INC | $443,000 | – | 21,500 | – | 0.01% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $420,000 | – | 2,105 | – | 0.01% | – |
| FTNT | New | FORTINET INC | $400,000 | – | 7,073 | – | 0.01% | – |
| LRCX | New | LAM RESEARCH CORP | $386,000 | – | 905 | – | 0.01% | – |
| AAPL | New | APPLE INCput | $400,000 | – | 193 | – | 0.01% | – |
| MUR | New | MURPHY OIL CORP | $365,000 | – | 12,090 | – | 0.01% | – |
| HD | New | HOME DEPOT INCput | $314,000 | – | 68 | – | 0.01% | – |
| NFRA | New | FLEXSHARES TRstoxx globr inf | $328,000 | – | 6,351 | – | 0.01% | – |
| NICE | New | NICE LTDsponsored adr | $322,000 | – | 1,672 | – | 0.01% | – |
| CRH | New | CRH PLCadr | $302,000 | – | 8,680 | – | 0.01% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $246,000 | – | 1,462 | – | 0.01% | – |
| UNH | New | UNITEDHEALTH GROUP INCput | $219,000 | – | 91 | – | 0.01% | – |
| MA | New | MASTERCARD INCORPORATEDput | $239,000 | – | 57 | – | 0.01% | – |
| MKTX | New | MARKETAXESS HLDGS INCput | $217,000 | – | 25 | – | 0.01% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $233,000 | – | 912 | – | 0.01% | – |
| SBAC | New | SBA COMMUNICATIONS CORP NEWcl a | $200,000 | – | 626 | – | 0.01% | – |
| ICLN | New | ISHARES TRgl clean ene etf | $191,000 | – | 10,023 | – | 0.01% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYMC | Exit | HYCROFT MINING HOLDING CORP | $0 | – | -13,369 | – | 0.00% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -1,725 | – | -0.01% | – |
| TFX | Exit | TELEFLEX INCORPORATED | $0 | – | -1,300 | – | -0.01% | – |
| LOGI | Exit | LOGITECH INTL S A | $0 | – | -6,251 | – | -0.01% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -6,185 | – | -0.01% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -11,952 | – | -0.01% | – |
| IQV | Exit | IQVIA HLDGS INC | $0 | – | -2,549 | – | -0.01% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -9,200 | – | -0.01% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -1,775 | – | -0.01% | – |
| CPRT | Exit | COPART INC | $0 | – | -5,020 | – | -0.01% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -2,818 | – | -0.01% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -2,176 | – | -0.01% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -5,171 | – | -0.02% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -49,701 | – | -0.02% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -4,674 | – | -0.02% | – |
| INTU | Exit | INTUIT | $0 | – | -1,355 | – | -0.02% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -2,514 | – | -0.02% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -2,880 | – | -0.02% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -2,978 | – | -0.02% | – |
| IAA | Exit | IAA INC | $0 | – | -15,900 | – | -0.02% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -13,435 | – | -0.02% | – |
| ABNB | Exit | AIRBNB INC | $0 | – | -5,325 | – | -0.02% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -1,507 | – | -0.02% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -5,745 | – | -0.02% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -4,675 | – | -0.02% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -13,895 | – | -0.02% | – |
| NVO | Exit | NOVO-NORDISK A Sput | $0 | – | -29,200 | – | -0.02% | – |
| XYL | Exit | XYLEM INC | $0 | – | -9,942 | – | -0.02% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -16,300 | – | -0.03% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -12,271 | – | -0.03% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -1,836 | – | -0.03% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -15,124 | – | -0.03% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -12,541 | – | -0.03% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -7,255 | – | -0.03% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -2,524 | – | -0.03% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -11,129 | – | -0.03% | – |
| WMT | Exit | WALMART INC | $0 | – | -11,729 | – | -0.03% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -10,105 | – | -0.03% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -1,415 | – | -0.04% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -16,944 | – | -0.04% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -6,017 | – | -0.04% | – |
| STE | Exit | STERIS PLC | $0 | – | -8,925 | – | -0.04% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -12,100 | – | -0.04% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -11,118 | – | -0.04% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -10,030 | – | -0.04% | – |
| MTCH | Exit | MATCH GROUP INC NEW | $0 | – | -12,830 | – | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -37,890 | – | -0.04% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -82,958 | – | -0.04% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -10,535 | – | -0.04% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -5,085 | – | -0.04% | – |
| FISV | Exit | FISERV INC | $0 | – | -20,070 | – | -0.04% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -695 | – | -0.05% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -8,192 | – | -0.05% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -39,399 | – | -0.05% | – |
| AFL | Exit | AFLAC INC | $0 | – | -45,072 | – | -0.05% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -30,826 | – | -0.05% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -32,800 | – | -0.05% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -28,858 | – | -0.05% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -5,830 | – | -0.05% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -14,070 | – | -0.06% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -1,088 | – | -0.06% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -15,500 | – | -0.06% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -8,580 | – | -0.06% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -4,205 | – | -0.06% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPORATIcl a | $0 | – | -6,237 | – | -0.07% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -21,817 | – | -0.07% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -103,303 | – | -0.07% | – |
| NICE | Exit | NICE LTDsponsored adr | $0 | – | -12,171 | – | -0.07% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -14,023 | – | -0.08% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -79,041 | – | -0.08% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -9,758 | – | -0.08% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -7,355 | – | -0.09% | – |
| CME | Exit | CME GROUP INC | $0 | – | -23,300 | – | -0.09% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -46,516 | – | -0.09% | – |
| V | Exit | VISA INC | $0 | – | -22,650 | – | -0.10% | – |
| NVS | Exit | NOVARTIS AGsponsored adr | $0 | – | -65,467 | – | -0.11% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -42,432 | – | -0.12% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -107,955 | – | -0.12% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -38,082 | – | -0.14% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -47,624 | – | -0.14% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -2,906 | – | -0.14% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -41,576 | – | -0.15% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -161,004 | – | -0.15% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -52,868 | – | -0.15% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -26,415 | – | -0.18% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -65,372 | – | -0.20% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -127,638 | – | -0.21% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -82,279 | – | -0.21% | – |
| EOG | Exit | EOG RES INC | $0 | – | -131,758 | – | -0.22% | – |
| EXPO | Exit | EXPONENT INC | $0 | – | -96,633 | – | -0.23% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -114,226 | – | -0.23% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -206,142 | – | -0.23% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -4,305 | – | -0.24% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -61,520 | – | -0.25% | – |
| BHP | Exit | BHP GROUP LTDsponsored ads | $0 | – | -224,376 | – | -0.25% | – |
| TIXT | Exit | TELUS INTL CDA INC | $0 | – | -342,404 | – | -0.25% | – |
| BIPC | Exit | BROOKFIELD INFRASTRUCTURE CO | $0 | – | -201,679 | – | -0.25% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -42,164 | – | -0.26% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -228,775 | – | -0.26% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -61,314 | – | -0.26% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -194,950 | – | -0.27% | – |
| Exit | BRP INC | $0 | – | -141,940 | – | -0.27% | – | |
| CIGI | Exit | COLLIERS INTL GROUP INC | $0 | – | -103,485 | – | -0.27% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -781,491 | – | -0.29% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -215,431 | – | -0.32% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -103,814 | – | -0.32% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -126,325 | – | -0.33% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -135,656 | – | -0.34% | – |
| CDW | Exit | CDW CORP | $0 | – | -92,629 | – | -0.35% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -873,564 | – | -0.36% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -217,945 | – | -0.37% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -406,320 | – | -0.40% | – |
| ING | Exit | ING GROEP N.V.sponsored adr | $0 | – | -1,375,332 | – | -0.41% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -52,029 | – | -0.42% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -36,646 | – | -0.43% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -61,898 | – | -0.44% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -70,830 | – | -0.48% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -364,302 | – | -0.49% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -2,685,049 | – | -0.49% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -99,134 | – | -0.52% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -56,631 | – | -0.53% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -971,213 | – | -0.64% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -66,822 | – | -0.67% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -202,771 | – | -0.68% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -110,074 | – | -0.73% | – |
| BCE | Exit | BCE INC | $0 | – | -706,889 | – | -0.73% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -1,349,084 | – | -0.81% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -162,758 | – | -0.81% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -1,084,511 | – | -0.83% | – |
| STN | Exit | STANTEC INC | $0 | – | -930,160 | – | -0.90% | – |
| SLF | Exit | SUN LIFE FINANCIAL INC. | $0 | – | -855,648 | – | -0.91% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -2,090,858 | – | -0.94% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -171,727 | – | -1.00% | – |
| AAPL | Exit | APPLE INC | $0 | – | -350,297 | – | -1.03% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -1,350,302 | – | -1.05% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -1,185,335 | – | -1.14% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,407,550 | – | -1.16% | – |
| WFG | Exit | WEST FRASER TIMBER CO LTD | $0 | – | -816,489 | – | -1.42% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -629,471 | – | -1.51% | – |
| BNS | Exit | BANK NOVA SCOTIA B C | $0 | – | -1,316,885 | – | -1.68% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -2,366,258 | – | -1.79% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -1,789,473 | – | -1.92% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -1,503,619 | – | -2.03% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -2,816,756 | – | -2.13% | – |
| FTS | Exit | FORTIS INC | $0 | – | -2,390,767 | – | -2.19% | – |
| SHOP | Exit | SHOPIFY INCcl a | $0 | – | -78,207 | – | -2.20% | – |
| BHC | Exit | BAUSCH HEALTH COS INC | $0 | – | -4,293,446 | – | -2.48% | – |
| CM | Exit | CANADIAN IMP BK COMM | $0 | – | -1,147,824 | – | -2.64% | – |
| GIB | Exit | CGI INCcl a sub vtg | $0 | – | -1,555,079 | – | -2.73% | – |
| QSR | Exit | RESTAURANT BRANDS INTL INC | $0 | – | -2,220,439 | – | -2.81% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -1,820,359 | – | -2.83% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -7,120,785 | – | -2.84% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -2,953,062 | – | -2.98% | – |
| TRP | Exit | TC ENERGY CORP | $0 | – | -3,076,592 | – | -3.06% | – |
| TU | Exit | TELUS CORPORATION | $0 | – | -8,086,235 | – | -3.68% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -8,585,272 | – | -3.68% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -3,621,944 | – | -4.02% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -3,561,959 | – | -4.88% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -3,496,757 | – | -7.20% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -3,563,814 | – | -7.36% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | Sell | BANK MONTREAL QUE | $355,720,000 | -4.4% | 3,563,814 | -1.8% | 7.36% | +0.8% |
| RY | Sell | ROYAL BK CDA | $347,868,000 | -3.8% | 3,496,757 | -1.9% | 7.20% | +1.5% |
| TD | Sell | TORONTO DOMINION BK ONT | $235,758,000 | -7.3% | 3,561,959 | -1.7% | 4.88% | -2.2% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $194,041,000 | -0.2% | 3,621,944 | -4.8% | 4.02% | +5.3% |
| SU | Sell | SUNCOR ENERGY INC NEW | $177,960,000 | -13.8% | 8,585,272 | -0.3% | 3.68% | -9.1% |
| TU | Sell | TELUS CORPORATION | $177,701,000 | -4.2% | 8,086,235 | -2.2% | 3.68% | +1.0% |
| TRP | Sell | TC ENERGY CORP | $148,044,000 | -5.5% | 3,076,592 | -2.7% | 3.06% | -0.3% |
| OTEX | Buy | OPEN TEXT CORP | $144,104,000 | +1.5% | 2,953,062 | +5.7% | 2.98% | +7.0% |
| MFC | Sell | MANULIFE FINL CORP | $137,037,000 | -3.8% | 7,120,785 | -1.5% | 2.84% | +1.5% |
| MGA | Buy | MAGNA INTL INC | $136,967,000 | -9.1% | 1,820,359 | +12.0% | 2.83% | -4.1% |
| QSR | Sell | RESTAURANT BRANDS INTL INC | $136,011,000 | -6.5% | 2,220,439 | -1.5% | 2.81% | -1.3% |
| GIB | Buy | CGI INCcl a sub vtg | $132,068,000 | -4.0% | 1,555,079 | +2.6% | 2.73% | +1.3% |
| CM | Sell | CANADIAN IMP BK COMM | $127,752,000 | -4.9% | 1,147,824 | -2.6% | 2.64% | +0.4% |
| BHC | Sell | BAUSCH HEALTH COS INC | $119,702,000 | -17.0% | 4,293,446 | -12.5% | 2.48% | -12.4% |
| SHOP | Buy | SHOPIFY INCcl a | $106,133,000 | -6.3% | 78,207 | +1.1% | 2.20% | -1.1% |
| FTS | Sell | FORTIS INC | $106,040,000 | -2.6% | 2,390,767 | -2.7% | 2.19% | +2.8% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $102,900,000 | -19.7% | 2,816,756 | -18.8% | 2.13% | -15.3% |
| CP | Buy | CANADIAN PAC RY LTD | $98,168,000 | -1.7% | 1,503,619 | +15.9% | 2.03% | +3.7% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $92,818,000 | -5.2% | 1,789,473 | +10.7% | 1.92% | 0.0% |
| CNQ | Sell | CANADIAN NAT RES LTD | $86,499,000 | -5.5% | 2,366,258 | -6.1% | 1.79% | -0.3% |
| BNS | Sell | BANK NOVA SCOTIA B C | $81,039,000 | -10.2% | 1,316,885 | -5.0% | 1.68% | -5.2% |
| CNI | Sell | CANADIAN NATL RY CO | $72,932,000 | +8.9% | 629,471 | -0.7% | 1.51% | +14.9% |
| WFG | Buy | WEST FRASER TIMBER CO LTD | $68,756,000 | +18.5% | 816,489 | +1.1% | 1.42% | +25.0% |
| ENB | Sell | ENBRIDGE INC | $56,064,000 | -0.7% | 1,407,550 | -0.1% | 1.16% | +4.8% |
| RCI | Sell | ROGERS COMMUNICATIONS INCcl b | $55,344,000 | -12.9% | 1,185,335 | -0.7% | 1.14% | -8.1% |
| WPM | Buy | WHEATON PRECIOUS METALS CORP | $50,821,000 | -14.5% | 1,350,302 | +0.3% | 1.05% | -9.8% |
| AAPL | Sell | APPLE INC | $49,567,000 | +3.1% | 350,297 | -0.2% | 1.03% | +8.8% |
| MSFT | Sell | MICROSOFT CORP | $48,413,000 | +2.3% | 171,727 | -1.7% | 1.00% | +8.0% |
| CCJ | Sell | CAMECO CORP | $45,420,000 | -5.9% | 2,090,858 | -16.9% | 0.94% | -0.7% |
| SLF | Sell | SUN LIFE FINANCIAL INC. | $44,037,000 | -3.5% | 855,648 | -3.2% | 0.91% | +1.8% |
| STN | Sell | STANTEC INC | $43,687,000 | -12.5% | 930,160 | -16.8% | 0.90% | -7.7% |
| BEP | Sell | BROOKFIELD RENEWABLE PARTNERpartnership unit | $40,064,000 | -11.3% | 1,084,511 | -7.1% | 0.83% | -6.4% |
| MCD | Sell | MCDONALDS CORP | $39,243,000 | -0.0% | 162,758 | -4.2% | 0.81% | +5.5% |
| SJR | Sell | SHAW COMMUNICATIONS INCcl b conv | $39,210,000 | -7.0% | 1,349,084 | -7.2% | 0.81% | -1.9% |
| BCE | Sell | BCE INC | $35,404,000 | -9.6% | 706,889 | -10.9% | 0.73% | -4.6% |
| ACN | Sell | ACCENTURE PLC IRELAND | $35,215,000 | +8.4% | 110,074 | -0.1% | 0.73% | +14.4% |
| JNJ | Sell | JOHNSON & JOHNSON | $32,748,000 | -6.1% | 202,771 | -4.2% | 0.68% | -0.9% |
| AVGO | Buy | BROADCOM INC | $32,404,000 | +4.3% | 66,822 | +2.6% | 0.67% | +10.0% |
| PBA | Sell | PEMBINA PIPELINE CORP | $30,780,000 | -8.2% | 971,213 | -7.9% | 0.64% | -3.2% |
| COST | Sell | COSTCO WHSL CORP NEW | $25,447,000 | +8.9% | 56,631 | -4.1% | 0.53% | +14.8% |
| APD | Sell | AIR PRODS & CHEMS INC | $25,389,000 | -15.3% | 99,134 | -4.8% | 0.52% | -10.7% |
| CLS | Sell | CELESTICA INC | $23,844,000 | +9.3% | 2,685,049 | -3.4% | 0.49% | +15.2% |
| NTR | Sell | NUTRIEN LTD | $23,641,000 | -25.6% | 364,302 | -30.5% | 0.49% | -21.5% |
| HD | Sell | HOME DEPOT INC | $23,251,000 | +0.7% | 70,830 | -2.2% | 0.48% | +6.2% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $21,521,000 | +5.4% | 61,898 | +10.6% | 0.44% | +11.0% |
| LRCX | Sell | LAM RESEARCH CORP | $20,857,000 | -13.0% | 36,646 | -0.5% | 0.43% | -8.1% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $20,330,000 | +167.1% | 52,029 | +173.7% | 0.42% | +182.6% |
| ING | Buy | ING GROEP N.V.sponsored adr | $19,929,000 | +9.6% | 1,375,332 | +0.1% | 0.41% | +15.4% |
| TTE | Sell | TOTALENERGIES SEsponsored ads | $19,475,000 | +4.9% | 406,320 | -0.9% | 0.40% | +10.7% |
| DSGX | Sell | DESCARTES SYS GROUP INC | $17,737,000 | +16.6% | 217,945 | -0.8% | 0.37% | +23.2% |
| MPW | Sell | MEDICAL PPTYS TRUST INC | $17,532,000 | -1.0% | 873,564 | -0.9% | 0.36% | +4.6% |
| CDW | Sell | CDW CORP | $16,860,000 | +3.4% | 92,629 | -0.8% | 0.35% | +9.1% |
| RSG | Sell | REPUBLIC SVCS INC | $16,287,000 | +8.3% | 135,656 | -0.8% | 0.34% | +14.2% |
| WCN | Sell | WASTE CONNECTIONS INC | $15,919,000 | +4.5% | 126,325 | -0.8% | 0.33% | +10.0% |
| WM | Sell | WASTE MGMT INC DEL | $15,506,000 | +5.7% | 103,814 | -0.8% | 0.32% | +11.5% |
| GRPU | Sell | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $15,318,000 | +5.9% | 215,431 | -0.8% | 0.32% | +11.6% |
| GOLD | Sell | BARRICK GOLD CORP | $14,108,000 | -13.4% | 781,491 | -0.7% | 0.29% | -8.8% |
| CIGI | Sell | COLLIERS INTL GROUP INC | $13,244,000 | +13.2% | 103,485 | -0.8% | 0.27% | +19.7% |
| Sell | BRP INC | $13,136,000 | +1.9% | 141,940 | -13.7% | 0.27% | +7.5% | |
| RIO | Sell | RIO TINTO PLCsponsored adr | $13,027,000 | -22.1% | 194,950 | -2.2% | 0.27% | -17.7% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $12,669,000 | -8.3% | 61,314 | -0.8% | 0.26% | -3.3% |
| CSCO | Sell | CISCO SYS INC | $12,452,000 | +1.1% | 228,775 | -1.5% | 0.26% | +6.6% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $12,398,000 | -2.6% | 42,164 | -5.2% | 0.26% | +2.8% |
| BIPC | Buy | BROOKFIELD INFRASTRUCTURE CO | $12,088,000 | -11.8% | 201,679 | +11.0% | 0.25% | -7.1% |
| TIXT | Sell | TELUS INTL CDA INC | $12,011,000 | +12.0% | 342,404 | -0.7% | 0.25% | +18.6% |
| BHP | Sell | BHP GROUP LTDsponsored ads | $12,009,000 | -28.5% | 224,376 | -2.7% | 0.25% | -24.6% |
| ZTS | Buy | ZOETIS INCcl a | $11,943,000 | +525.0% | 61,520 | +500.0% | 0.25% | +567.6% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $11,510,000 | +14.8% | 4,305 | +4.9% | 0.24% | +20.8% |
| UL | Sell | UNILEVER PLCspon adr new | $11,177,000 | -8.1% | 206,142 | -0.9% | 0.23% | -3.3% |
| NVO | Buy | NOVO-NORDISK A Sadr | $10,967,000 | +30.2% | 114,226 | +13.6% | 0.23% | +37.6% |
| EXPO | Sell | EXPONENT INC | $10,934,000 | +26.4% | 96,633 | -0.3% | 0.23% | +32.9% |
| EOG | Sell | EOG RES INC | $10,576,000 | -44.3% | 131,758 | -42.1% | 0.22% | -41.3% |
| MDT | Sell | MEDTRONIC PLC | $10,314,000 | +0.2% | 82,279 | -0.8% | 0.21% | +5.4% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $10,128,000 | -16.1% | 127,638 | -10.0% | 0.21% | -11.4% |
| DLR | Sell | DIGITAL RLTY TR INC | $9,443,000 | -4.8% | 65,372 | -0.8% | 0.20% | 0.0% |
| FB | Buy | FACEBOOK INCcl a | $8,965,000 | +1.6% | 26,415 | +4.1% | 0.18% | +6.9% |
| PG | Sell | PROCTER AND GAMBLE CO | $7,391,000 | -12.0% | 52,868 | -15.1% | 0.15% | -7.3% |
| RDSB | Sell | ROYAL DUTCH SHELL PLCspon adr b | $7,128,000 | +11.1% | 161,004 | -2.5% | 0.15% | +16.7% |
| DIS | Buy | DISNEY WALT CO | $7,033,000 | +2.4% | 41,576 | +6.4% | 0.15% | +8.1% |
| BKNG | Buy | BOOKING HOLDINGS INC | $6,898,000 | +10.0% | 2,906 | +1.4% | 0.14% | +16.3% |
| NKE | Buy | NIKE INCcl b | $6,916,000 | -3.2% | 47,624 | +3.0% | 0.14% | +2.1% |
| CCI | Sell | CROWN CASTLE INTL CORP NEW | $6,600,000 | -23.6% | 38,082 | -14.0% | 0.14% | -18.9% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $5,831,000 | -18.2% | 107,955 | -15.1% | 0.12% | -13.6% |
| KMB | Sell | KIMBERLY-CLARK CORP | $5,620,000 | -16.0% | 42,432 | -15.1% | 0.12% | -11.5% |
| NVS | Sell | NOVARTIS AGsponsored adr | $5,354,000 | -23.9% | 65,467 | -15.1% | 0.11% | -19.6% |
| V | Buy | VISA INC | $5,045,000 | +1.6% | 22,650 | +6.7% | 0.10% | +7.2% |
| DUK | Buy | DUKE ENERGY CORP NEW | $4,539,000 | +1.7% | 46,516 | +2.9% | 0.09% | +6.8% |
| CME | Buy | CME GROUP INC | $4,506,000 | -3.3% | 23,300 | +6.4% | 0.09% | +2.2% |
| ILMN | Buy | ILLUMINA INC | $3,958,000 | -1.6% | 9,758 | +14.8% | 0.08% | +3.8% |
| SNY | Sell | SANOFIsponsored adr | $3,811,000 | -22.3% | 79,041 | -15.1% | 0.08% | -17.7% |
| PYPL | Buy | PAYPAL HLDGS INC | $3,649,000 | +5.4% | 14,023 | +18.1% | 0.08% | +10.3% |
| NICE | Sell | NICE LTDsponsored adr | $3,457,000 | +11.4% | 12,171 | -2.9% | 0.07% | +18.0% |
| IMO | Buy | IMPERIAL OIL LTD | $3,264,000 | +57.8% | 103,303 | +52.4% | 0.07% | +65.9% |
| PEP | Sell | PEPSICO INC | $3,281,000 | -5.4% | 21,817 | -6.8% | 0.07% | 0.0% |
| ZBRA | Buy | ZEBRA TECHNOLOGIES CORPORATIcl a | $3,215,000 | +7.5% | 6,237 | +10.4% | 0.07% | +13.6% |
| ASML | Sell | ASML HOLDING N V | $3,133,000 | +7.1% | 4,205 | -0.7% | 0.06% | +14.0% |
| ULTA | Buy | ULTA BEAUTY INC | $3,097,000 | +5.0% | 8,580 | +0.6% | 0.06% | +10.3% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $3,099,000 | -1.9% | 15,500 | -2.5% | 0.06% | +3.2% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $2,900,000 | +5.9% | 1,088 | -0.5% | 0.06% | +11.1% |
| NVDA | Buy | NVIDIA CORPORATION | $2,915,000 | +14.4% | 14,070 | +342.0% | 0.06% | +20.0% |
| ROP | Buy | ROPER TECHNOLOGIES INC | $2,601,000 | -1.2% | 5,830 | +4.1% | 0.05% | +3.8% |
| CL | Buy | COLGATE PALMOLIVE CO | $2,479,000 | +1.6% | 32,800 | +9.3% | 0.05% | +6.2% |
| BAX | Buy | BAXTER INTL INC | $2,479,000 | +33.1% | 30,826 | +33.3% | 0.05% | +37.8% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $2,366,000 | -1.8% | 39,399 | -2.0% | 0.05% | +4.3% |
| AFL | Buy | AFLAC INC | $2,350,000 | +32.4% | 45,072 | +36.3% | 0.05% | +40.0% |
| AMZN | Buy | AMAZON COM INC | $2,283,000 | +21.6% | 695 | +27.3% | 0.05% | +27.0% |
| SHW | Buy | SHERWIN WILLIAMS CO | $2,292,000 | +4.3% | 8,192 | +1.5% | 0.05% | +9.3% |
| SPGI | Buy | S&P GLOBAL INC | $2,161,000 | +10.4% | 5,085 | +6.6% | 0.04% | +18.4% |
| FISV | Buy | FISERV INC | $2,178,000 | +4.4% | 20,070 | +2.8% | 0.04% | +9.8% |
| EQNR | Buy | EQUINOR ASAsponsored adr | $2,115,000 | +26.0% | 82,958 | +4.7% | 0.04% | +33.3% |
| VRSK | Buy | VERISK ANALYTICS INC | $2,110,000 | +19.1% | 10,535 | +3.9% | 0.04% | +25.7% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $2,119,000 | +8.7% | 37,890 | +10.8% | 0.04% | +15.8% |
| MTCH | Buy | MATCH GROUP INC NEW | $2,014,000 | +18.1% | 12,830 | +21.3% | 0.04% | +27.3% |
| TXN | Buy | TEXAS INSTRS INC | $1,928,000 | +14.2% | 10,030 | +14.2% | 0.04% | +21.2% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $1,864,000 | +5.3% | 12,100 | +20.9% | 0.04% | +11.4% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,863,000 | -2.1% | 11,118 | -3.5% | 0.04% | +5.4% |
| STE | Buy | STERIS PLC | $1,823,000 | +3.3% | 8,925 | +4.3% | 0.04% | +8.6% |
| CVX | Buy | CHEVRON CORP NEW | $1,719,000 | +16.9% | 16,944 | +20.6% | 0.04% | +24.1% |
| VEEV | Buy | VEEVA SYS INC | $1,734,000 | -3.7% | 6,017 | +3.9% | 0.04% | +2.9% |
| MKL | Sell | MARKEL CORP | $1,691,000 | -21.9% | 1,415 | -22.5% | 0.04% | -16.7% |
| NOW | Buy | SERVICENOW INC | $1,571,000 | +23.2% | 2,524 | +8.8% | 0.03% | +32.0% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $1,529,000 | +2.5% | 7,255 | +13.7% | 0.03% | +10.3% |
| EMR | Buy | EMERSON ELEC CO | $1,425,000 | -1.3% | 15,124 | +0.8% | 0.03% | +3.6% |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $1,400,000 | – | 12,541 | – | 0.03% | – |
| BIO | Buy | BIO RAD LABS INCcl a | $1,370,000 | +27.4% | 1,836 | +10.1% | 0.03% | +33.3% |
| PRU | Sell | PRUDENTIAL FINL INC | $1,291,000 | -8.2% | 12,271 | -10.6% | 0.03% | -3.6% |
| EFA | Sell | ISHARES TRmsci eafe etf | $1,272,000 | -83.5% | 16,300 | -83.3% | 0.03% | -82.8% |
| XYL | New | XYLEM INC | $1,230,000 | – | 9,942 | – | 0.02% | – |
| NVO | Sell | NOVO-NORDISK A Sput | $1,072,000 | +467.2% | 29,200 | -3.9% | 0.02% | +450.0% |
| BR | Buy | BROADRIDGE FINL SOLUTIONS IN | $957,000 | +4.8% | 5,745 | +1.6% | 0.02% | +11.1% |
| IDXX | Sell | IDEXX LABS INC | $937,000 | -4.6% | 1,507 | -3.1% | 0.02% | 0.0% |
| ABNB | Sell | AIRBNB INC | $893,000 | +5.6% | 5,325 | -3.6% | 0.02% | +5.9% |
| TJX | Buy | TJX COS INC NEW | $886,000 | -0.2% | 13,435 | +2.0% | 0.02% | +5.9% |
| IAA | Buy | IAA INC | $868,000 | +59.3% | 15,900 | +59.0% | 0.02% | +63.6% |
| MASI | Buy | MASIMO CORP | $806,000 | +29.0% | 2,978 | +15.5% | 0.02% | +41.7% |
| EL | Buy | LAUDER ESTEE COS INCcl a | $754,000 | -0.3% | 2,514 | +5.7% | 0.02% | +6.7% |
| FLT | Buy | FLEETCOR TECHNOLOGIES INC | $752,000 | +7.7% | 2,880 | +5.7% | 0.02% | +14.3% |
| A | New | AGILENT TECHNOLOGIES INC | $736,000 | – | 4,674 | – | 0.02% | – |
| AQN | Buy | ALGONQUIN PWR UTILS CORP | $729,000 | +17.2% | 49,701 | +19.2% | 0.02% | +25.0% |
| TEL | New | TE CONNECTIVITY LTD | $710,000 | – | 5,171 | – | 0.02% | – |
| DHR | Sell | DANAHER CORPORATION | $662,000 | +10.5% | 2,176 | -2.5% | 0.01% | +16.7% |
| SQ | New | SQUARE INCcl a | $676,000 | – | 2,818 | – | 0.01% | – |
| GDDY | Buy | GODADDY INCcl a | $641,000 | +0.2% | 9,200 | +24.9% | 0.01% | 0.0% |
| IQV | Buy | IQVIA HLDGS INC | $611,000 | -0.5% | 2,549 | +0.6% | 0.01% | +8.3% |
| CRH | Sell | CRH PLCadr | $559,000 | -46.8% | 11,952 | -42.1% | 0.01% | -42.9% |
| FBHS | Buy | FORTUNE BRANDS HOME & SEC IN | $553,000 | -7.7% | 6,185 | +2.8% | 0.01% | -8.3% |
| ADSK | New | AUTODESK INC | $492,000 | – | 1,725 | – | 0.01% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -6,454 | – | -0.01% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -5,265 | – | -0.01% | – |
| HES | Exit | HESS CORP | $0 | – | -9,932 | – | -0.02% | – |
| EXPE | Exit | EXPEDIA GROUP INC | $0 | – | -5,774 | – | -0.02% | – |
| TS | Exit | TENARIS S Asponsored ads | $0 | – | -53,227 | – | -0.02% | – |
| SAN | Exit | BANCO SANTANDER S.A.adr | $0 | – | -495,693 | – | -0.04% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -22,600 | – | -0.04% | – |
| YUMC | Exit | YUM CHINA HLDGS INC | $0 | – | -200,906 | – | -0.26% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -469,672 | – | -0.30% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | New | BANK MONTREAL QUE | $372,283,000 | – | 3,628,192 | – | 7.30% | – |
| RY | New | ROYAL BK CDA | $361,625,000 | – | 3,565,577 | – | 7.09% | – |
| TD | New | TORONTO DOMINION BK ONT | $254,255,000 | – | 3,624,306 | – | 4.99% | – |
| SU | New | SUNCOR ENERGY INC NEW | $206,485,000 | – | 8,612,021 | – | 4.05% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $194,365,000 | – | 3,805,861 | – | 3.81% | – |
| TU | New | TELUS CORPORATION | $185,553,000 | – | 8,265,134 | – | 3.64% | – |
| TRP | New | TC ENERGY CORP | $156,582,000 | – | 3,161,006 | – | 3.07% | – |
| MGA | New | MAGNA INTL INC | $150,638,000 | – | 1,625,291 | – | 2.95% | – |
| QSR | New | RESTAURANT BRANDS INTL INC | $145,395,000 | – | 2,254,197 | – | 2.85% | – |
| BHC | New | BAUSCH HEALTH COS INC | $144,175,000 | – | 4,907,407 | – | 2.83% | – |
| MFC | New | MANULIFE FINL CORP | $142,383,000 | – | 7,225,917 | – | 2.79% | – |
| OTEX | New | OPEN TEXT CORP | $142,002,000 | – | 2,793,337 | – | 2.78% | – |
| GIB | New | CGI INCcl a sub vtg | $137,521,000 | – | 1,515,191 | – | 2.70% | – |
| CM | New | CANADIAN IMP BK COMM | $134,275,000 | – | 1,178,318 | – | 2.63% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $128,168,000 | – | 3,469,838 | – | 2.51% | – |
| SHOP | New | SHOPIFY INCcl a | $113,227,000 | – | 77,341 | – | 2.22% | – |
| FTS | New | FORTIS INC | $108,842,000 | – | 2,456,329 | – | 2.14% | – |
| CP | New | CANADIAN PAC RY LTD | $99,843,000 | – | 1,297,061 | – | 1.96% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $97,885,000 | – | 1,617,007 | – | 1.92% | – |
| CNQ | New | CANADIAN NAT RES LTD | $91,556,000 | – | 2,519,429 | – | 1.80% | – |
| BNS | New | BANK NOVA SCOTIA B C | $90,211,000 | – | 1,385,612 | – | 1.77% | – |
| CNI | New | CANADIAN NATL RY CO | $66,967,000 | – | 634,029 | – | 1.31% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $63,515,000 | – | 1,193,487 | – | 1.25% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $59,420,000 | – | 1,346,624 | – | 1.16% | – |
| WFG | New | WEST FRASER TIMBER CO LTD | $58,046,000 | – | 807,707 | – | 1.14% | – |
| ENB | New | ENBRIDGE INC | $56,470,000 | – | 1,408,953 | – | 1.11% | – |
| STN | New | STANTEC INC | $49,929,000 | – | 1,117,822 | – | 0.98% | – |
| CCJ | New | CAMECO CORP | $48,275,000 | – | 2,515,947 | – | 0.95% | – |
| AAPL | New | APPLE INC | $48,080,000 | – | 351,055 | – | 0.94% | – |
| MSFT | New | MICROSOFT CORP | $47,334,000 | – | 174,730 | – | 0.93% | – |
| SLF | New | SUN LIFE FINANCIAL INC. | $45,647,000 | – | 884,298 | – | 0.90% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $45,166,000 | – | 1,167,617 | – | 0.89% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $42,168,000 | – | 1,454,082 | – | 0.83% | – |
| MCD | New | MCDONALDS CORP | $39,258,000 | – | 169,957 | – | 0.77% | – |
| BCE | New | BCE INC | $39,168,000 | – | 793,414 | – | 0.77% | – |
| JNJ | New | JOHNSON & JOHNSON | $34,863,000 | – | 211,625 | – | 0.68% | – |
| PBA | New | PEMBINA PIPELINE CORP | $33,541,000 | – | 1,054,439 | – | 0.66% | – |
| ACN | New | ACCENTURE PLC IRELAND | $32,494,000 | – | 110,228 | – | 0.64% | – |
| NTR | New | NUTRIEN LTD | $31,774,000 | – | 523,840 | – | 0.62% | – |
| AVGO | New | BROADCOM INC | $31,061,000 | – | 65,139 | – | 0.61% | – |
| APD | New | AIR PRODS & CHEMS INC | $29,960,000 | – | 104,143 | – | 0.59% | – |
| LRCX | New | LAM RESEARCH CORP | $23,977,000 | – | 36,848 | – | 0.47% | – |
| COST | New | COSTCO WHSL CORP NEW | $23,367,000 | – | 59,058 | – | 0.46% | – |
| HD | New | HOME DEPOT INC | $23,091,000 | – | 72,411 | – | 0.45% | – |
| CLS | New | CELESTICA INC | $21,817,000 | – | 2,779,437 | – | 0.43% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $20,427,000 | – | 55,951 | – | 0.40% | – |
| EOG | New | EOG RES INC | $18,997,000 | – | 227,675 | – | 0.37% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $18,557,000 | – | 410,009 | – | 0.36% | – |
| ING | New | ING GROEP N.V.sponsored adr | $18,189,000 | – | 1,373,784 | – | 0.36% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $17,715,000 | – | 881,329 | – | 0.35% | – |
| BHP | New | BHP GROUP LTDsponsored ads | $16,798,000 | – | 230,644 | – | 0.33% | – |
| RIO | New | RIO TINTO PLCsponsored adr | $16,714,000 | – | 199,241 | – | 0.33% | – |
| GOLD | New | BARRICK GOLD CORP | $16,296,000 | – | 787,008 | – | 0.32% | – |
| CDW | New | CDW CORP | $16,306,000 | – | 93,363 | – | 0.32% | – |
| WCN | New | WASTE CONNECTIONS INC | $15,235,000 | – | 127,386 | – | 0.30% | – |
| DSGX | New | DESCARTES SYS GROUP INC | $15,212,000 | – | 219,721 | – | 0.30% | – |
| SLB | New | SCHLUMBERGER LTD | $15,034,000 | – | 469,672 | – | 0.30% | – |
| RSG | New | REPUBLIC SVCS INC | $15,044,000 | – | 136,748 | – | 0.30% | – |
| WM | New | WASTE MGMT INC DEL | $14,664,000 | – | 104,659 | – | 0.29% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $14,462,000 | – | 217,118 | – | 0.28% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $13,814,000 | – | 61,792 | – | 0.27% | – |
| BIPC | New | BROOKFIELD INFRASTRUCTURE CO | $13,707,000 | – | 181,674 | – | 0.27% | – |
| YUMC | New | YUM CHINA HLDGS INC | $13,310,000 | – | 200,906 | – | 0.26% | – |
| New | BRP INC | $12,887,000 | – | 164,515 | – | 0.25% | – | |
| ROK | New | ROCKWELL AUTOMATION INC | $12,724,000 | – | 44,488 | – | 0.25% | – |
| CSCO | New | CISCO SYS INC | $12,316,000 | – | 232,375 | – | 0.24% | – |
| UL | New | UNILEVER PLCspon adr new | $12,166,000 | – | 207,964 | – | 0.24% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $12,074,000 | – | 141,744 | – | 0.24% | – |
| CIGI | New | COLLIERS INTL GROUP INC | $11,696,000 | – | 104,332 | – | 0.23% | – |
| TIXT | New | TELUS INTL CDA INC | $10,725,000 | – | 344,963 | – | 0.21% | – |
| MDT | New | MEDTRONIC PLC | $10,294,000 | – | 82,933 | – | 0.20% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $10,024,000 | – | 4,105 | – | 0.20% | – |
| DLR | New | DIGITAL RLTY TR INC | $9,919,000 | – | 65,924 | – | 0.20% | – |
| FB | New | FACEBOOK INCcl a | $8,825,000 | – | 25,379 | – | 0.17% | – |
| EXPO | New | EXPONENT INC | $8,651,000 | – | 96,968 | – | 0.17% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $8,641,000 | – | 44,289 | – | 0.17% | – |
| PG | New | PROCTER AND GAMBLE CO | $8,403,000 | – | 62,276 | – | 0.16% | – |
| NVO | New | NOVO-NORDISK A Sadr | $8,422,000 | – | 100,538 | – | 0.16% | – |
| EFA | New | ISHARES TRmsci eafe etf | $7,699,000 | – | 97,600 | – | 0.15% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $7,612,000 | – | 19,010 | – | 0.15% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $7,125,000 | – | 127,166 | – | 0.14% | – |
| NKE | New | NIKE INCcl b | $7,143,000 | – | 46,236 | – | 0.14% | – |
| NVS | New | NOVARTIS AGsponsored adr | $7,036,000 | – | 77,116 | – | 0.14% | – |
| DIS | New | DISNEY WALT CO | $6,868,000 | – | 39,076 | – | 0.14% | – |
| KMB | New | KIMBERLY-CLARK CORP | $6,687,000 | – | 49,983 | – | 0.13% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $6,413,000 | – | 165,157 | – | 0.13% | – |
| BKNG | New | BOOKING HOLDINGS INC | $6,271,000 | – | 2,866 | – | 0.12% | – |
| V | New | VISA INC | $4,965,000 | – | 21,235 | – | 0.10% | – |
| SNY | New | SANOFIsponsored adr | $4,903,000 | – | 93,106 | – | 0.10% | – |
| CME | New | CME GROUP INC | $4,658,000 | – | 21,900 | – | 0.09% | – |
| DUK | New | DUKE ENERGY CORP NEW | $4,464,000 | – | 45,216 | – | 0.09% | – |
| ILMN | New | ILLUMINA INC | $4,022,000 | – | 8,500 | – | 0.08% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $3,710,000 | – | 7,355 | – | 0.07% | – |
| PYPL | New | PAYPAL HLDGS INC | $3,462,000 | – | 11,877 | – | 0.07% | – |
| PEP | New | PEPSICO INC | $3,470,000 | – | 23,417 | – | 0.07% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $3,158,000 | – | 15,900 | – | 0.06% | – |
| NICE | New | NICE LTDsponsored adr | $3,103,000 | – | 12,540 | – | 0.06% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPORATIcl a | $2,990,000 | – | 5,647 | – | 0.06% | – |
| ULTA | New | ULTA BEAUTY INC | $2,949,000 | – | 8,530 | – | 0.06% | – |
| ASML | New | ASML HOLDING N V | $2,926,000 | – | 4,235 | – | 0.06% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $2,739,000 | – | 1,093 | – | 0.05% | – |
| ROP | New | ROPER TECHNOLOGIES INC | $2,633,000 | – | 5,600 | – | 0.05% | – |
| NVDA | New | NVIDIA CORPORATION | $2,547,000 | – | 3,183 | – | 0.05% | – |
| CL | New | COLGATE PALMOLIVE CO | $2,441,000 | – | 30,000 | – | 0.05% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $2,462,000 | – | 28,858 | – | 0.05% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $2,409,000 | – | 40,222 | – | 0.05% | – |
| DLTR | New | DOLLAR TREE INC | $2,249,000 | – | 22,600 | – | 0.04% | – |
| SHW | New | SHERWIN WILLIAMS CO | $2,198,000 | – | 8,069 | – | 0.04% | – |
| MKL | New | MARKEL CORP | $2,166,000 | – | 1,825 | – | 0.04% | – |
| IMO | New | IMPERIAL OIL LTD | $2,069,000 | – | 67,803 | – | 0.04% | – |
| FISV | New | FISERV INC | $2,086,000 | – | 19,520 | – | 0.04% | – |
| SAN | New | BANCO SANTANDER S.A.adr | $1,938,000 | – | 495,693 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,950,000 | – | 34,190 | – | 0.04% | – |
| SPGI | New | S&P GLOBAL INC | $1,958,000 | – | 4,770 | – | 0.04% | – |
| AMZN | New | AMAZON COM INC | $1,878,000 | – | 546 | – | 0.04% | – |
| BAX | New | BAXTER INTL INC | $1,862,000 | – | 23,126 | – | 0.04% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,903,000 | – | 11,518 | – | 0.04% | – |
| ZTS | New | ZOETIS INCcl a | $1,911,000 | – | 10,253 | – | 0.04% | – |
| AFL | New | AFLAC INC | $1,775,000 | – | 33,072 | – | 0.04% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $1,771,000 | – | 10,005 | – | 0.04% | – |
| VEEV | New | VEEVA SYS INC | $1,801,000 | – | 5,793 | – | 0.04% | – |
| VRSK | New | VERISK ANALYTICS INC | $1,771,000 | – | 10,135 | – | 0.04% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $1,790,000 | – | 11,129 | – | 0.04% | – |
| STE | New | STERIS PLC | $1,765,000 | – | 8,555 | – | 0.04% | – |
| TXN | New | TEXAS INSTRS INC | $1,688,000 | – | 8,780 | – | 0.03% | – |
| MTCH | New | MATCH GROUP INC NEW | $1,706,000 | – | 10,580 | – | 0.03% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $1,679,000 | – | 79,197 | – | 0.03% | – |
| WMT | New | WALMART INC | $1,654,000 | – | 11,729 | – | 0.03% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,572,000 | – | 10,105 | – | 0.03% | – |
| CVX | New | CHEVRON CORP NEW | $1,471,000 | – | 14,044 | – | 0.03% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $1,492,000 | – | 6,380 | – | 0.03% | – |
| PRU | New | PRUDENTIAL FINL INC | $1,406,000 | – | 13,722 | – | 0.03% | – |
| EMR | New | EMERSON ELEC CO | $1,444,000 | – | 15,008 | – | 0.03% | – |
| NOW | New | SERVICENOW INC | $1,275,000 | – | 2,320 | – | 0.02% | – |
| TS | New | TENARIS S Asponsored ads | $1,166,000 | – | 53,227 | – | 0.02% | – |
| CRH | New | CRH PLCadr | $1,050,000 | – | 20,650 | – | 0.02% | – |
| BIO | New | BIO RAD LABS INCcl a | $1,075,000 | – | 1,668 | – | 0.02% | – |
| EXPE | New | EXPEDIA GROUP INC | $945,000 | – | 5,774 | – | 0.02% | – |
| IDXX | New | IDEXX LABS INC | $982,000 | – | 1,555 | – | 0.02% | – |
| APH | New | AMPHENOL CORP NEWcl a | $951,000 | – | 13,895 | – | 0.02% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $913,000 | – | 5,655 | – | 0.02% | – |
| LOW | New | LOWES COS INC | $907,000 | – | 4,675 | – | 0.02% | – |
| TJX | New | TJX COS INC NEW | $888,000 | – | 13,175 | – | 0.02% | – |
| HES | New | HESS CORP | $867,000 | – | 9,932 | – | 0.02% | – |
| ABNB | New | AIRBNB INC | $846,000 | – | 5,523 | – | 0.02% | – |
| LOGI | New | LOGITECH INTL S A | $756,000 | – | 6,251 | – | 0.02% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $756,000 | – | 2,378 | – | 0.02% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $698,000 | – | 2,725 | – | 0.01% | – |
| INTU | New | INTUIT | $664,000 | – | 1,355 | – | 0.01% | – |
| CPRT | New | COPART INC | $662,000 | – | 5,020 | – | 0.01% | – |
| CTAS | New | CINTAS CORP | $678,000 | – | 1,775 | – | 0.01% | – |
| GDDY | New | GODADDY INCcl a | $640,000 | – | 7,365 | – | 0.01% | – |
| DHR | New | DANAHER CORPORATION | $599,000 | – | 2,231 | – | 0.01% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $616,000 | – | 6,454 | – | 0.01% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $622,000 | – | 41,701 | – | 0.01% | – |
| CTXS | New | CITRIX SYS INC | $617,000 | – | 5,265 | – | 0.01% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $599,000 | – | 6,015 | – | 0.01% | – |
| IQV | New | IQVIA HLDGS INC | $614,000 | – | 2,535 | – | 0.01% | – |
| MASI | New | MASIMO CORP | $625,000 | – | 2,578 | – | 0.01% | – |
| IAA | New | IAA INC | $545,000 | – | 10,000 | – | 0.01% | – |
| TFX | New | TELEFLEX INCORPORATED | $522,000 | – | 1,300 | – | 0.01% | – |
| NVO | New | NOVO-NORDISK A Sput | $189,000 | – | 30,400 | – | 0.00% | – |
| HYMC | New | HYCROFT MINING HOLDING CORP | $41,000 | – | 13,369 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -10,530 | – | -0.00% | – |
| HYMC | Exit | HYCROFT MINING HOLDING CORP | $0 | – | -13,369 | – | -0.00% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -1,030 | – | -0.01% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -24,201 | – | -0.01% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -11,450 | – | -0.01% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -7,200 | – | -0.01% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -2,870 | – | -0.01% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -6,063 | – | -0.01% | – |
| INTU | Exit | INTUIT | $0 | – | -1,600 | – | -0.01% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -1,933 | – | -0.01% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -3,689 | – | -0.01% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -2,397 | – | -0.02% | – |
| JKHY | Exit | HENRY JACK & ASSOC INC | $0 | – | -3,612 | – | -0.02% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -6,238 | – | -0.02% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -2,600 | – | -0.02% | – |
| LOGI | Exit | LOGITECH INTL S A | $0 | – | -8,031 | – | -0.02% | – |
| CPRT | Exit | COPART INC | $0 | – | -5,750 | – | -0.02% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -5,080 | – | -0.02% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -1,475 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -12,100 | – | -0.02% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -2,503 | – | -0.02% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -9,005 | – | -0.02% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -3,536 | – | -0.02% | – |
| EXPO | Exit | EXPONENT INC | $0 | – | -10,937 | – | -0.02% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -11,344 | – | -0.02% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -6,150 | – | -0.02% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -15,120 | – | -0.02% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -4,500 | – | -0.02% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -7,740 | – | -0.02% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -1,600 | – | -0.02% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -76,909 | – | -0.02% | – |
| MTCH | Exit | MATCH GROUP INC NEW | $0 | – | -8,700 | – | -0.02% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -4,372 | – | -0.02% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -4,215 | – | -0.03% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -1,997 | – | -0.03% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -2,915 | – | -0.03% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -2,704 | – | -0.03% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -7,900 | – | -0.03% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -15,300 | – | -0.03% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -1,230 | – | -0.03% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -3,800 | – | -0.03% | – |
| STE | Exit | STERIS PLC | $0 | – | -6,960 | – | -0.03% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -2,682 | – | -0.03% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -7,782 | – | -0.03% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -15,926 | – | -0.03% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -7,135 | – | -0.04% | – |
| WMT | Exit | WALMART INC | $0 | – | -9,729 | – | -0.04% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -24,553 | – | -0.04% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -8,589 | – | -0.04% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -6,650 | – | -0.04% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -3,750 | – | -0.04% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -15,605 | – | -0.04% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -2,131 | – | -0.04% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -3,001 | – | -0.04% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -15,218 | – | -0.04% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -23,508 | – | -0.04% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -11,129 | – | -0.04% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -1,054 | – | -0.04% | – |
| FISV | Exit | FISERV INC | $0 | – | -15,200 | – | -0.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -34,190 | – | -0.04% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -535 | – | -0.04% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -8,864 | – | -0.05% | – |
| CME | Exit | CME GROUP INC | $0 | – | -10,700 | – | -0.05% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -4,873 | – | -0.05% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -19,765 | – | -0.05% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -13,580 | – | -0.05% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPORATIcl a | $0 | – | -8,167 | – | -0.05% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -18,017 | – | -0.07% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -1,555 | – | -0.07% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -6,170 | – | -0.07% | – |
| NICE | Exit | NICE LTDsponsored adr | $0 | – | -13,485 | – | -0.08% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -56,705 | – | -0.08% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -35,616 | – | -0.08% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -10,347 | – | -0.08% | – |
| V | Exit | VISA INC | $0 | – | -18,059 | – | -0.10% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -30,456 | – | -0.10% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -3,190 | – | -0.12% | – |
| T | Exit | AT&T INC | $0 | – | -175,063 | – | -0.13% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -40,445 | – | -0.13% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -12,759 | – | -0.16% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -91,493 | – | -0.17% | – |
| CCI | Exit | CROWN CASTLE INTL CORP NEW | $0 | – | -39,420 | – | -0.17% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -30,217 | – | -0.21% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -78,826 | – | -0.22% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -221,600 | – | -0.23% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -32,506 | – | -0.28% | – |
| INFO | Exit | IHS MARKIT LTD | $0 | – | -139,820 | – | -0.29% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -77,234 | – | -0.29% | – |
| CDW | Exit | CDW CORP | $0 | – | -95,813 | – | -0.30% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -30,067 | – | -0.30% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -206,687 | – | -0.31% | – |
| BIPC | Exit | BROOKFIELD INFRASTRUCTURE CO | $0 | – | -217,725 | – | -0.32% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -197,700 | – | -0.33% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -153,924 | – | -0.34% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -141,297 | – | -0.35% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -2,012,275 | – | -0.36% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -123,064 | – | -0.37% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -332,674 | – | -0.44% | – |
| NVS | Exit | NOVARTIS AGsponsored adr | $0 | – | -199,398 | – | -0.46% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -63,816 | – | -0.47% | – |
| UN | Exit | UNILEVER N V | $0 | – | -293,996 | – | -0.47% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -301,634 | – | -0.47% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -122,883 | – | -0.47% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -123,834 | – | -0.48% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -1,052,604 | – | -0.49% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -331,491 | – | -0.50% | – |
| STN | Exit | STANTEC INC | $0 | – | -628,922 | – | -0.50% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -153,723 | – | -0.56% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -60,500 | – | -0.56% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -62,470 | – | -0.60% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -155,392 | – | -0.61% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -1,328,105 | – | -0.64% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -98,857 | – | -0.77% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -758,341 | – | -0.78% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -1,493,566 | – | -0.83% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -141,077 | – | -0.84% | – |
| BEPC | Exit | BROOKFIELD RENEWABLE CORPcl a sub vtg | $0 | – | -547,667 | – | -0.84% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -100,913 | – | -0.90% | – |
| FNV | Exit | FRANCO NEV CORP | $0 | – | -249,210 | – | -0.91% | – |
| TRI | Exit | THOMSON REUTERS CORP. | $0 | – | -438,037 | – | -0.92% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -169,754 | – | -0.94% | – |
| AAPL | Exit | APPLE INC | $0 | – | -322,527 | – | -0.98% | – |
| SLF | Exit | SUN LIFE FINANCIAL INC. | $0 | – | -935,522 | – | -1.00% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -186,448 | – | -1.08% | – |
| BCE | Exit | BCE INC | $0 | – | -1,026,617 | – | -1.12% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -3,861,042 | – | -1.24% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -3,050,214 | – | -1.28% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -483,277 | – | -1.32% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -1,874,875 | – | -1.38% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -1,067,055 | – | -1.47% | – |
| BHC | Exit | BAUSCH HEALTH COS INC | $0 | – | -3,650,800 | – | -1.49% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -2,116,920 | – | -1.62% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -6,290,239 | – | -1.66% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -3,789,717 | – | -1.96% | – |
| SHOP | Exit | SHOPIFY INCcl a | $0 | – | -75,084 | – | -2.01% | – |
| FTS | Exit | FORTIS INC | $0 | – | -1,942,147 | – | -2.08% | – |
| CM | Exit | CANADIAN IMP BK COMM | $0 | – | -1,109,581 | – | -2.17% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -1,454,614 | – | -2.23% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -2,032,858 | – | -2.25% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -6,941,188 | – | -2.53% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -2,139,645 | – | -2.56% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -2,065,450 | – | -2.66% | – |
| BNS | Exit | BANK NOVA SCOTIA B C | $0 | – | -2,558,822 | – | -2.78% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -3,254,289 | – | -2.82% | – |
| GIB | Exit | CGI INCcl a sub vtg | $0 | – | -1,652,895 | – | -2.94% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -372,559 | – | -2.97% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -1,208,570 | – | -3.37% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -1,623,708 | – | -3.39% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -3,325,992 | – | -3.46% | – |
| TU | Exit | TELUS CORPORATION | $0 | – | -7,517,359 | – | -3.46% | – |
| TRP | Exit | TC ENERGY CORP | $0 | – | -3,983,900 | – | -4.38% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -4,063,256 | – | -4.93% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -3,284,173 | – | -6.04% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | Sell | ROYAL BK CDA | $229,861,000 | -9.1% | 3,284,173 | -12.1% | 6.04% | -7.6% |
| TD | Sell | TORONTO DOMINION BK ONT | $187,535,000 | -6.7% | 4,063,256 | -10.1% | 4.93% | -5.3% |
| TRP | Sell | TC ENERGY CORP | $166,723,000 | -10.4% | 3,983,900 | -8.8% | 4.38% | -9.0% |
| TU | Sell | TELUS CORPORATION | $131,860,000 | -3.8% | 7,517,359 | -8.3% | 3.46% | -2.3% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $131,521,000 | +7.5% | 3,325,992 | +8.9% | 3.46% | +9.2% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $128,961,000 | +17.0% | 1,623,708 | -6.0% | 3.39% | +18.8% |
| CNI | Sell | CANADIAN NATL RY CO | $128,308,000 | +6.3% | 1,208,570 | -11.7% | 3.37% | +8.0% |
| CP | Sell | CANADIAN PAC RY LTD | $112,974,000 | +5.3% | 372,559 | -12.0% | 2.97% | +6.9% |
| GIB | Buy | CGI INCcl a sub vtg | $111,839,000 | +8.8% | 1,652,895 | +0.9% | 2.94% | +10.4% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $107,343,000 | -20.6% | 3,254,289 | -21.0% | 2.82% | -19.3% |
| BNS | Sell | BANK NOVA SCOTIA B C | $105,973,000 | -34.3% | 2,558,822 | -34.6% | 2.78% | -33.3% |
| WPM | Sell | WHEATON PRECIOUS METALS CORP | $101,019,000 | -15.3% | 2,065,450 | -24.0% | 2.66% | -13.9% |
| MGA | Sell | MAGNA INTL INC | $97,600,000 | -2.5% | 2,139,645 | -5.1% | 2.56% | -1.0% |
| MFC | Sell | MANULIFE FINL CORP | $96,239,000 | -12.3% | 6,941,188 | -14.3% | 2.53% | -11.0% |
| OTEX | Sell | OPEN TEXT CORP | $85,652,000 | -16.3% | 2,032,858 | -15.9% | 2.25% | -15.0% |
| BMO | Buy | BANK MONTREAL QUE | $84,767,000 | +25.1% | 1,454,614 | +13.9% | 2.23% | +27.1% |
| CM | Sell | CANADIAN IMP BK COMM | $82,678,000 | -5.3% | 1,109,581 | -15.4% | 2.17% | -3.8% |
| FTS | Sell | FORTIS INC | $79,154,000 | -2.4% | 1,942,147 | -9.2% | 2.08% | -0.9% |
| SHOP | Sell | SHOPIFY INCcl a | $76,542,000 | -27.1% | 75,084 | -32.3% | 2.01% | -25.9% |
| GIL | Buy | GILDAN ACTIVEWEAR INC | $74,447,000 | +71.7% | 3,789,717 | +34.9% | 1.96% | +74.3% |
| CCJ | Buy | CAMECO CORP | $63,338,000 | +13.1% | 6,290,239 | +14.8% | 1.66% | +14.9% |
| ENB | Sell | ENBRIDGE INC | $61,649,000 | -13.4% | 2,116,920 | -9.9% | 1.62% | -12.1% |
| BHC | Buy | BAUSCH HEALTH COS INC | $56,576,000 | +1.2% | 3,650,800 | +19.1% | 1.49% | +2.8% |
| BEP | Buy | BROOKFIELD RENEWABLE PARTNERpartnership unit | $55,919,000 | +52.5% | 1,067,055 | +38.9% | 1.47% | +54.9% |
| GOLD | Sell | BARRICK GOLD CORP | $52,495,000 | -21.9% | 1,874,875 | -25.2% | 1.38% | -20.6% |
| WCN | Sell | WASTE CONNECTIONS INC | $50,073,000 | -8.4% | 483,277 | -17.4% | 1.32% | -6.9% |
| CNQ | Sell | CANADIAN NAT RES LTD | $48,730,000 | -25.7% | 3,050,214 | -19.5% | 1.28% | -24.5% |
| SU | Buy | SUNCOR ENERGY INC NEW | $47,000,000 | -14.0% | 3,861,042 | +18.7% | 1.24% | -12.7% |
| BCE | Sell | BCE INC | $42,440,000 | -1.0% | 1,026,617 | -0.4% | 1.12% | +0.5% |
| MCD | Sell | MCDONALDS CORP | $40,923,000 | +18.1% | 186,448 | -0.7% | 1.08% | +20.0% |
| SLF | Sell | SUN LIFE FINANCIAL INC. | $38,002,000 | -2.4% | 935,522 | -12.0% | 1.00% | -0.9% |
| AAPL | Buy | APPLE INC | $37,352,000 | +6.0% | 322,527 | +234.0% | 0.98% | +7.8% |
| MSFT | Sell | MICROSOFT CORP | $35,704,000 | -1.7% | 169,754 | -4.9% | 0.94% | -0.2% |
| TRI | Sell | THOMSON REUTERS CORP. | $34,846,000 | +9.7% | 438,037 | -6.6% | 0.92% | +11.4% |
| FNV | Sell | FRANCO NEV CORP | $34,715,000 | -23.3% | 249,210 | -23.3% | 0.91% | -22.1% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $34,126,000 | +6.3% | 100,913 | -7.0% | 0.90% | +7.9% |
| BEPC | New | BROOKFIELD RENEWABLE CORPcl a sub vtg | $32,030,000 | – | 547,667 | – | 0.84% | – |
| ACN | Sell | ACCENTURE PLC IRELAND | $31,882,000 | +4.6% | 141,077 | -0.6% | 0.84% | +6.2% |
| PBA | Sell | PEMBINA PIPELINE CORP | $31,599,000 | -44.8% | 1,493,566 | -35.0% | 0.83% | -44.0% |
| NTR | Buy | NUTRIEN LTD | $29,641,000 | +38.8% | 758,341 | +13.8% | 0.78% | +41.1% |
| APD | Sell | AIR PRODS & CHEMS INC | $29,446,000 | +22.7% | 98,857 | -0.5% | 0.77% | +24.6% |
| SJR | Sell | SHAW COMMUNICATIONS INCcl b conv | $24,161,000 | +3.5% | 1,328,105 | -7.6% | 0.64% | +5.1% |
| JNJ | Sell | JOHNSON & JOHNSON | $23,135,000 | +5.4% | 155,392 | -0.5% | 0.61% | +7.0% |
| AVGO | Buy | BROADCOM INC | $22,759,000 | +76.2% | 62,470 | +52.7% | 0.60% | +79.0% |
| COST | Sell | COSTCO WHSL CORP NEW | $21,478,000 | +15.1% | 60,500 | -1.7% | 0.56% | +16.8% |
| PG | Sell | PROCTER AND GAMBLE CO | $21,366,000 | +15.7% | 153,723 | -0.5% | 0.56% | +17.6% |
| STN | Sell | STANTEC INC | $19,036,000 | -17.7% | 628,922 | -16.4% | 0.50% | -16.5% |
| DSGX | New | DESCARTES SYS GROUP INC | $18,824,000 | – | 331,491 | – | 0.50% | – |
| MPW | Sell | MEDICAL PPTYS TRUST INC | $18,557,000 | -6.7% | 1,052,604 | -0.5% | 0.49% | -5.1% |
| KMB | Sell | KIMBERLY CLARK CORP | $18,285,000 | +3.9% | 123,834 | -0.5% | 0.48% | +5.7% |
| DLR | Sell | DIGITAL RLTY TR INC | $18,034,000 | +2.9% | 122,883 | -0.4% | 0.47% | +4.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $17,944,000 | +7.0% | 301,634 | -0.9% | 0.47% | +8.8% |
| UN | Sell | UNILEVER N V | $17,757,000 | +12.4% | 293,996 | -0.8% | 0.47% | +14.2% |
| HD | Buy | HOME DEPOT INC | $17,722,000 | +13.4% | 63,816 | +2.3% | 0.47% | +15.3% |
| NVS | Sell | NOVARTIS AGsponsored adr | $17,340,000 | -0.9% | 199,398 | -0.5% | 0.46% | +0.7% |
| SNY | Sell | SANOFIsponsored adr | $16,690,000 | -2.2% | 332,674 | -0.5% | 0.44% | -0.5% |
| WM | Sell | WASTE MGMT INC DEL | $13,927,000 | +6.0% | 123,064 | -0.8% | 0.37% | +7.6% |
| CLS | Buy | CELESTICA INC | $13,860,000 | +433.5% | 2,012,275 | +430.0% | 0.36% | +443.3% |
| RSG | Sell | REPUBLIC SVCS INC | $13,190,000 | +12.8% | 141,297 | -0.8% | 0.35% | +14.9% |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $12,773,000 | +7.2% | 153,924 | +0.5% | 0.34% | +9.1% |
| EFA | Buy | ISHARES TRmsci eafe etf | $12,584,000 | +35.5% | 197,700 | +29.6% | 0.33% | +37.9% |
| BIPC | Sell | BROOKFIELD INFRASTRUCTURE CO | $12,029,000 | -23.6% | 217,725 | -37.2% | 0.32% | -22.4% |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $11,958,000 | +13.0% | 206,687 | +0.4% | 0.31% | +14.6% |
| LMT | Sell | LOCKHEED MARTIN CORP | $11,524,000 | -27.2% | 30,067 | -30.7% | 0.30% | -26.1% |
| CDW | Sell | CDW CORP | $11,453,000 | -1.9% | 95,813 | -4.6% | 0.30% | -0.3% |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $11,190,000 | +8.6% | 77,234 | -3.6% | 0.29% | +10.1% |
| INFO | Buy | IHS MARKIT LTD | $10,977,000 | +953.5% | 139,820 | +913.5% | 0.29% | +966.7% |
| LRCX | New | LAM RESEARCH CORP | $10,784,000 | – | 32,506 | – | 0.28% | – |
| CSCO | New | CISCO SYS INC | $8,729,000 | – | 221,600 | – | 0.23% | – |
| MDT | Sell | MEDTRONIC PLC | $8,192,000 | +12.4% | 78,826 | -0.8% | 0.22% | +13.8% |
| FB | Buy | FACEBOOK INCcl a | $7,914,000 | +26.7% | 30,217 | +9.9% | 0.21% | +28.4% |
| CCI | Buy | CROWN CASTLE INTL CORP NEW | $6,563,000 | +1.9% | 39,420 | +2.4% | 0.17% | +3.0% |
| NVO | Sell | NOVO-NORDISK A Sadr | $6,352,000 | +2.7% | 91,493 | -3.1% | 0.17% | +4.4% |
| MKTX | New | MARKETAXESS HLDGS INC | $6,145,000 | – | 12,759 | – | 0.16% | – |
| NKE | Buy | NIKE INCcl b | $5,077,000 | +44.4% | 40,445 | +12.8% | 0.13% | +46.2% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $4,675,000 | +9.2% | 3,190 | +5.6% | 0.12% | +10.8% |
| DIS | Buy | DISNEY WALT CO | $3,779,000 | +20.3% | 30,456 | +8.1% | 0.10% | +22.2% |
| V | Buy | VISA INC | $3,611,000 | +15.9% | 18,059 | +11.9% | 0.10% | +17.3% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $3,226,000 | +28.8% | 10,347 | +21.8% | 0.08% | +30.8% |
| DUK | Buy | DUKE ENERGY CORP NEW | $3,154,000 | +41.4% | 35,616 | +27.6% | 0.08% | +43.1% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $3,107,000 | +3.8% | 56,705 | +0.2% | 0.08% | +6.5% |
| NICE | Buy | NICE LTDsponsored adr | $3,062,000 | +41.2% | 13,485 | +17.7% | 0.08% | +42.9% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $2,724,000 | +20.0% | 6,170 | -1.5% | 0.07% | +22.0% |
| BKNG | Sell | BOOKING HOLDINGS INC | $2,660,000 | +6.1% | 1,555 | -1.2% | 0.07% | +7.7% |
| PEP | Buy | PEPSICO INC | $2,497,000 | +29.2% | 18,017 | +23.3% | 0.07% | +32.0% |
| ZBRA | Buy | ZEBRA TECHNOLOGIES CORPORATIcl a | $2,062,000 | +16.3% | 8,167 | +17.9% | 0.05% | +17.4% |
| CME | Sell | CME GROUP INC | $1,790,000 | -82.6% | 10,700 | -83.1% | 0.05% | -82.3% |
| ASML | Buy | ASML HOLDING N V | $1,799,000 | +655.9% | 4,873 | +654.3% | 0.05% | +683.3% |
| DLTR | Buy | DOLLAR TREE INC | $1,805,000 | +13.2% | 19,765 | +14.9% | 0.05% | +14.6% |
| PYPL | Buy | PAYPAL HLDGS INC | $1,746,000 | +17.4% | 8,864 | +3.9% | 0.05% | +21.1% |
| AMZN | Buy | AMAZON COM INC | $1,685,000 | +29.1% | 535 | +13.1% | 0.04% | +29.4% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $1,582,000 | +22.3% | 34,190 | +3.0% | 0.04% | +27.3% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $1,549,000 | +24.2% | 1,054 | +19.5% | 0.04% | +28.1% |
| FISV | Buy | FISERV INC | $1,566,000 | +10.4% | 15,200 | +4.5% | 0.04% | +10.8% |
| ADBE | Buy | ADOBE SYSTEMS INCORPORATED | $1,472,000 | +33.8% | 3,001 | +18.8% | 0.04% | +39.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $1,502,000 | -10.4% | 15,605 | -12.4% | 0.04% | -9.3% |
| SHW | Buy | SHERWIN WILLIAMS CO | $1,485,000 | +22.1% | 2,131 | +1.2% | 0.04% | +25.8% |
| ULTA | Buy | ULTA BEAUTY INC | $1,489,000 | +20.2% | 6,650 | +9.2% | 0.04% | +21.9% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $1,413,000 | -88.5% | 24,553 | -87.7% | 0.04% | -88.4% |
| ZTS | Buy | ZOETIS INCcl a | $1,420,000 | +31.5% | 8,589 | +9.0% | 0.04% | +32.1% |
| NOW | Buy | SERVICENOW INC | $1,301,000 | +36.1% | 2,682 | +13.7% | 0.03% | +36.0% |
| LOW | Buy | LOWES COS INC | $1,291,000 | +29.5% | 7,782 | +5.5% | 0.03% | +30.8% |
| STE | Buy | STERIS PLC | $1,226,000 | +18.8% | 6,960 | +3.5% | 0.03% | +18.5% |
| CL | Buy | COLGATE PALMOLIVE CO | $1,180,000 | +51.9% | 15,300 | +44.3% | 0.03% | +55.0% |
| ILMN | Buy | ILLUMINA INC | $1,175,000 | +22.0% | 3,800 | +46.2% | 0.03% | +24.0% |
| MKL | Buy | MARKEL CORP | $1,198,000 | +24.1% | 1,230 | +17.7% | 0.03% | +24.0% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $1,102,000 | +27.5% | 7,900 | +36.2% | 0.03% | +31.8% |
| IDXX | Buy | IDEXX LABS INC | $1,063,000 | +30.6% | 2,704 | +9.7% | 0.03% | +33.3% |
| SPGI | Sell | S&P GLOBAL INC | $1,051,000 | +5.6% | 2,915 | -3.5% | 0.03% | +7.7% |
| BIO | Buy | BIO RAD LABS INCcl a | $1,029,000 | +37.2% | 1,997 | +20.2% | 0.03% | +42.1% |
| BDX | Buy | BECTON DICKINSON & CO | $981,000 | +5.9% | 4,215 | +8.9% | 0.03% | +8.3% |
| DHR | Buy | DANAHER CORPORATION | $941,000 | +35.8% | 4,372 | +11.5% | 0.02% | +38.9% |
| MTCH | New | MATCH GROUP INC NEW | $963,000 | – | 8,700 | – | 0.02% | – |
| IMO | Buy | IMPERIAL OIL LTD | $918,000 | -4.8% | 76,909 | +27.9% | 0.02% | -4.0% |
| TJX | Sell | TJX COS INC NEW | $841,000 | -38.3% | 15,120 | -43.9% | 0.02% | -37.1% |
| APH | Sell | AMPHENOL CORP NEWcl a | $838,000 | -0.8% | 7,740 | -12.2% | 0.02% | 0.0% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $853,000 | +22.7% | 4,500 | +13.2% | 0.02% | +22.2% |
| EXPO | New | EXPONENT INC | $788,000 | – | 10,937 | – | 0.02% | – |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $812,000 | -5.9% | 6,150 | -10.1% | 0.02% | -4.5% |
| FBHS | Sell | FORTUNE BRANDS HOME & SEC IN | $779,000 | +23.1% | 9,005 | -9.0% | 0.02% | +25.0% |
| EL | Buy | LAUDER ESTEE COS INCcl a | $772,000 | +35.7% | 3,536 | +17.3% | 0.02% | +33.3% |
| CVS | Sell | CVS HEALTH CORP | $707,000 | -61.3% | 12,100 | -57.0% | 0.02% | -59.6% |
| NFLX | Buy | NETFLIX INC | $738,000 | +34.9% | 1,475 | +22.8% | 0.02% | +35.7% |
| VEEV | New | VEEVA SYS INC | $704,000 | – | 2,503 | – | 0.02% | – |
| CTXS | New | CITRIX SYS INC | $700,000 | – | 5,080 | – | 0.02% | – |
| FLT | Buy | FLEETCOR TECHNOLOGIES INC | $619,000 | +11.9% | 2,600 | +18.2% | 0.02% | +14.3% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $624,000 | +21.6% | 6,238 | +11.5% | 0.02% | +23.1% |
| CPRT | Buy | COPART INC | $605,000 | +127.4% | 5,750 | +79.7% | 0.02% | +128.6% |
| LOGI | New | LOGITECH INTL S A | $621,000 | – | 8,031 | – | 0.02% | – |
| MASI | New | MASIMO CORP | $566,000 | – | 2,397 | – | 0.02% | – |
| JKHY | Sell | HENRY JACK & ASSOC INC | $587,000 | -17.8% | 3,612 | -6.9% | 0.02% | -16.7% |
| FIS | Buy | FIDELITY NATL INFORMATION SV | $543,000 | +15.0% | 3,689 | +4.9% | 0.01% | +16.7% |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $526,000 | +4.6% | 1,933 | +11.5% | 0.01% | +7.7% |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $491,000 | +29.2% | 6,063 | +20.9% | 0.01% | +30.0% |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $474,000 | – | 2,870 | – | 0.01% | – |
| PSX | Sell | PHILLIPS 66 | $373,000 | -37.8% | 7,200 | -13.8% | 0.01% | -37.5% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $362,000 | -12.8% | 11,450 | +4.6% | 0.01% | -9.1% |
| KAR | Sell | KAR AUCTION SVCS INC | $152,000 | -57.9% | 10,530 | -59.8% | 0.00% | -55.6% |
| AMGN | Exit | AMGEN INC | $0 | – | -965 | – | -0.01% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -2,500 | – | -0.01% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -18,600 | – | -0.01% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -136,363 | – | -0.12% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -63,257 | – | -0.14% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | New | ROYAL BK CDA | $252,805,000 | – | 3,738,144 | – | 6.54% | – |
| TD | New | TORONTO DOMINION BK ONT | $201,051,000 | – | 4,519,418 | – | 5.20% | – |
| TRP | New | TC ENERGY CORP | $186,104,000 | – | 4,370,241 | – | 4.82% | – |
| BNS | New | BANK NOVA SCOTIA B C | $161,297,000 | – | 3,910,406 | – | 4.17% | – |
| TU | New | TELUS CORPORATION | $137,097,000 | – | 8,200,544 | – | 3.55% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $135,127,000 | – | 4,119,129 | – | 3.50% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $122,352,000 | – | 3,054,864 | – | 3.17% | – |
| CNI | New | CANADIAN NATL RY CO | $120,660,000 | – | 1,368,242 | – | 3.12% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $119,213,000 | – | 2,719,269 | – | 3.08% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $110,230,000 | – | 1,727,067 | – | 2.85% | – |
| MFC | New | MANULIFE FINL CORP | $109,775,000 | – | 8,094,937 | – | 2.84% | – |
| CP | New | CANADIAN PAC RY LTD | $107,329,000 | – | 423,324 | – | 2.78% | – |
| SHOP | New | SHOPIFY INCcl a | $104,972,000 | – | 110,851 | – | 2.72% | – |
| GIB | New | CGI INCcl a sub vtg | $102,836,000 | – | 1,637,582 | – | 2.66% | – |
| OTEX | New | OPEN TEXT CORP | $102,314,000 | – | 2,417,205 | – | 2.65% | – |
| MGA | New | MAGNA INTL INC | $100,103,000 | – | 2,255,045 | – | 2.59% | – |
| CM | New | CANADIAN IMP BK COMM | $87,338,000 | – | 1,310,938 | – | 2.26% | – |
| FTS | New | FORTIS INC | $81,074,000 | – | 2,138,734 | – | 2.10% | – |
| ENB | New | ENBRIDGE INC | $71,185,000 | – | 2,348,683 | – | 1.84% | – |
| BMO | New | BANK MONTREAL QUE | $67,748,000 | – | 1,276,947 | – | 1.75% | – |
| GOLD | New | BARRICK GOLD CORPORATION | $67,193,000 | – | 2,505,237 | – | 1.74% | – |
| CNQ | New | CANADIAN NAT RES LTD | $65,548,000 | – | 3,790,930 | – | 1.70% | – |
| PBA | New | PEMBINA PIPELINE CORP | $57,260,000 | – | 2,297,806 | – | 1.48% | – |
| CCJ | New | CAMECO CORP | $55,992,000 | – | 5,478,569 | – | 1.45% | – |
| BHC | New | BAUSCH HEALTH COS INC | $55,903,000 | – | 3,065,200 | – | 1.45% | – |
| WCN | New | WASTE CONNECTIONS INC | $54,647,000 | – | 585,183 | – | 1.41% | – |
| SU | New | SUNCOR ENERGY INC NEW | $54,648,000 | – | 3,251,653 | – | 1.41% | – |
| FNV | New | FRANCO NEV CORP | $45,265,000 | – | 325,076 | – | 1.17% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $43,364,000 | – | 2,808,448 | – | 1.12% | – |
| BCE | New | BCE INC | $42,855,000 | – | 1,030,884 | – | 1.11% | – |
| SLF | New | SUN LIFE FINANCIAL INC. | $38,954,000 | – | 1,063,450 | – | 1.01% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $36,663,000 | – | 768,230 | – | 0.95% | – |
| MSFT | New | MICROSOFT CORP | $36,316,000 | – | 178,450 | – | 0.94% | – |
| AAPL | New | APPLE INC | $35,227,000 | – | 96,564 | – | 0.91% | – |
| MCD | New | MCDONALDS CORP | $34,642,000 | – | 187,792 | – | 0.90% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $32,101,000 | – | 108,561 | – | 0.83% | – |
| TRI | New | THOMSON REUTERS CORP. | $31,761,000 | – | 468,972 | – | 0.82% | – |
| ACN | New | ACCENTURE PLC IRELAND | $30,483,000 | – | 141,968 | – | 0.79% | – |
| APD | New | AIR PRODS & CHEMS INC | $23,998,000 | – | 99,388 | – | 0.62% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $23,353,000 | – | 1,436,603 | – | 0.60% | – |
| STN | New | STANTEC INC | $23,138,000 | – | 751,947 | – | 0.60% | – |
| JNJ | New | JOHNSON & JOHNSON | $21,956,000 | – | 156,123 | – | 0.57% | – |
| NTR | New | NUTRIEN LTD | $21,349,000 | – | 666,604 | – | 0.55% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $19,880,000 | – | 1,057,457 | – | 0.51% | – |
| COST | New | COSTCO WHSL CORP NEW | $18,668,000 | – | 61,567 | – | 0.48% | – |
| PG | New | PROCTER AND GAMBLE CO | $18,470,000 | – | 154,471 | – | 0.48% | – |
| KMB | New | KIMBERLY CLARK CORP | $17,599,000 | – | 124,507 | – | 0.46% | – |
| DLR | New | DIGITAL RLTY TR INC | $17,532,000 | – | 123,369 | – | 0.45% | – |
| NVS | New | NOVARTIS AGsponsored adr | $17,501,000 | – | 200,375 | – | 0.45% | – |
| SNY | New | SANOFIsponsored adr | $17,061,000 | – | 334,207 | – | 0.44% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $16,773,000 | – | 304,248 | – | 0.43% | – |
| LMT | New | LOCKHEED MARTIN CORP | $15,834,000 | – | 43,389 | – | 0.41% | – |
| UN | New | UNILEVER N V | $15,795,000 | – | 296,508 | – | 0.41% | – |
| BIPC | New | BROOKFIELD INFRASTRUCTURE CO | $15,742,000 | – | 346,600 | – | 0.41% | – |
| HD | New | HOME DEPOT INC | $15,629,000 | – | 62,389 | – | 0.40% | – |
| WM | New | WASTE MGMT INC DEL | $13,134,000 | – | 124,012 | – | 0.34% | – |
| AVGO | New | BROADCOM INC | $12,915,000 | – | 40,922 | – | 0.33% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $12,296,000 | – | 199,552 | – | 0.32% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $11,918,000 | – | 153,203 | – | 0.31% | – |
| RSG | New | REPUBLIC SVCS INC | $11,691,000 | – | 142,490 | – | 0.30% | – |
| CDW | New | CDW CORP | $11,674,000 | – | 100,483 | – | 0.30% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $10,586,000 | – | 205,795 | – | 0.27% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $10,308,000 | – | 80,115 | – | 0.27% | – |
| CME | New | CME GROUP INC | $10,272,000 | – | 63,199 | – | 0.27% | – |
| EFA | New | ISHARES TRmsci eafe etf | $9,289,000 | – | 152,600 | – | 0.24% | – |
| MDT | New | MEDTRONIC PLC | $7,290,000 | – | 79,496 | – | 0.19% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $6,443,000 | – | 38,503 | – | 0.17% | – |
| FB | New | FACEBOOK INCcl a | $6,246,000 | – | 27,507 | – | 0.16% | – |
| NVO | New | NOVO-NORDISK A Sadr | $6,186,000 | – | 94,465 | – | 0.16% | – |
| WEC | New | WEC ENERGY GROUP INC | $5,544,000 | – | 63,257 | – | 0.14% | – |
| T | New | AT&T INC | $5,292,000 | – | 175,063 | – | 0.14% | – |
| OKE | New | ONEOK INC NEW | $4,530,000 | – | 136,363 | – | 0.12% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $4,283,000 | – | 3,020 | – | 0.11% | – |
| NKE | New | NIKE INCcl b | $3,515,000 | – | 35,852 | – | 0.09% | – |
| DIS | New | DISNEY WALT CO | $3,142,000 | – | 28,176 | – | 0.08% | – |
| V | New | VISA INC | $3,116,000 | – | 16,132 | – | 0.08% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $2,992,000 | – | 56,574 | – | 0.08% | – |
| CLS | New | CELESTICA INC | $2,598,000 | – | 379,700 | – | 0.07% | – |
| BKNG | New | BOOKING HOLDINGS INC | $2,506,000 | – | 1,574 | – | 0.06% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $2,505,000 | – | 8,492 | – | 0.06% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $2,270,000 | – | 6,265 | – | 0.06% | – |
| DUK | New | DUKE ENERGY CORP NEW | $2,230,000 | – | 27,916 | – | 0.06% | – |
| NICE | New | NICE LTDsponsored adr | $2,169,000 | – | 11,460 | – | 0.06% | – |
| PEP | New | PEPSICO INC | $1,933,000 | – | 14,617 | – | 0.05% | – |
| CVS | New | CVS HEALTH CORP | $1,829,000 | – | 28,150 | – | 0.05% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPORATIcl a | $1,773,000 | – | 6,928 | – | 0.05% | – |
| TXN | New | TEXAS INSTRS INC | $1,724,000 | – | 13,580 | – | 0.04% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,676,000 | – | 17,820 | – | 0.04% | – |
| DLTR | New | DOLLAR TREE INC | $1,594,000 | – | 17,200 | – | 0.04% | – |
| ROP | New | ROPER TECHNOLOGIES INC | $1,456,000 | – | 3,750 | – | 0.04% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,487,000 | – | 8,532 | – | 0.04% | – |
| EMR | New | EMERSON ELEC CO | $1,458,000 | – | 23,508 | – | 0.04% | – |
| FISV | New | FISERV INC | $1,419,000 | – | 14,540 | – | 0.04% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,449,000 | – | 15,218 | – | 0.04% | – |
| TJX | New | TJX COS INC NEW | $1,362,000 | – | 26,947 | – | 0.04% | – |
| BAX | New | BAXTER INTL INC | $1,371,000 | – | 15,926 | – | 0.04% | – |
| AMZN | New | AMAZON COM INC | $1,305,000 | – | 473 | – | 0.03% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $1,328,000 | – | 11,129 | – | 0.03% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,294,000 | – | 33,190 | – | 0.03% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $1,247,000 | – | 882 | – | 0.03% | – |
| ULTA | New | ULTA BEAUTY INC | $1,239,000 | – | 6,090 | – | 0.03% | – |
| VRSK | New | VERISK ANALYTICS INC | $1,214,000 | – | 7,135 | – | 0.03% | – |
| SHW | New | SHERWIN WILLIAMS CO | $1,216,000 | – | 2,105 | – | 0.03% | – |
| WMT | New | WALMART INC | $1,165,000 | – | 9,729 | – | 0.03% | – |
| ADBE | New | ADOBE INC | $1,100,000 | – | 2,526 | – | 0.03% | – |
| ZTS | New | ZOETIS INCcl a | $1,080,000 | – | 7,882 | – | 0.03% | – |
| INFO | New | IHS MARKIT LTD | $1,042,000 | – | 13,796 | – | 0.03% | – |
| STE | New | STERIS PLC | $1,032,000 | – | 6,725 | – | 0.03% | – |
| CVX | New | CHEVRON CORP NEW | $1,012,000 | – | 11,344 | – | 0.03% | – |
| SPGI | New | S&P GLOBAL INC | $995,000 | – | 3,020 | – | 0.03% | – |
| LOW | New | LOWES COS INC | $997,000 | – | 7,377 | – | 0.03% | – |
| IMO | New | IMPERIAL OIL LTD | $964,000 | – | 60,109 | – | 0.02% | – |
| MKL | New | MARKEL CORP | $965,000 | – | 1,045 | – | 0.02% | – |
| NOW | New | SERVICENOW INC | $956,000 | – | 2,359 | – | 0.02% | – |
| ILMN | New | ILLUMINA INC | $963,000 | – | 2,600 | – | 0.02% | – |
| BDX | New | BECTON DICKINSON & CO | $926,000 | – | 3,870 | – | 0.02% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $864,000 | – | 5,800 | – | 0.02% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $863,000 | – | 6,840 | – | 0.02% | – |
| APH | New | AMPHENOL CORP NEWcl a | $845,000 | – | 8,820 | – | 0.02% | – |
| IDXX | New | IDEXX LABS INC | $814,000 | – | 2,466 | – | 0.02% | – |
| CL | New | COLGATE PALMOLIVE CO | $777,000 | – | 10,600 | – | 0.02% | – |
| BIO | New | BIO RAD LABS INCcl a | $750,000 | – | 1,661 | – | 0.02% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $695,000 | – | 3,975 | – | 0.02% | – |
| JKHY | New | HENRY JACK & ASSOC INC | $714,000 | – | 3,880 | – | 0.02% | – |
| DHR | New | DANAHER CORPORATION | $693,000 | – | 3,920 | – | 0.02% | – |
| NVDA | New | NVIDIA CORPORATION | $608,000 | – | 1,600 | – | 0.02% | – |
| PSX | New | PHILLIPS 66 | $600,000 | – | 8,350 | – | 0.02% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $633,000 | – | 9,900 | – | 0.02% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $569,000 | – | 3,015 | – | 0.02% | – |
| NFLX | New | NETFLIX INC | $547,000 | – | 1,201 | – | 0.01% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $553,000 | – | 2,200 | – | 0.01% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $513,000 | – | 5,595 | – | 0.01% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $503,000 | – | 1,733 | – | 0.01% | – |
| INTU | New | INTUIT | $474,000 | – | 1,600 | – | 0.01% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $472,000 | – | 3,517 | – | 0.01% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $415,000 | – | 10,950 | – | 0.01% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $380,000 | – | 5,013 | – | 0.01% | – |
| KAR | New | KAR AUCTION SVCS INC | $361,000 | – | 26,200 | – | 0.01% | – |
| USFD | New | US FOODS HLDG CORP | $367,000 | – | 18,600 | – | 0.01% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $312,000 | – | 24,201 | – | 0.01% | – |
| CPRT | New | COPART INC | $266,000 | – | 3,200 | – | 0.01% | – |
| CTAS | New | CINTAS CORP | $274,000 | – | 1,030 | – | 0.01% | – |
| ASML | New | ASML HOLDING N V | $238,000 | – | 646 | – | 0.01% | – |
| AMGN | New | AMGEN INC | $228,000 | – | 965 | – | 0.01% | – |
| PKI | New | PERKINELMER INC | $245,000 | – | 2,500 | – | 0.01% | – |
| HYMC | New | HYCROFT MINING HOLDING CORP | $126,000 | – | 13,369 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMGN | Exit | AMGEN INC | $0 | – | -1,107 | – | -0.00% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -1,450 | – | -0.00% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -1,450 | – | -0.01% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -994 | – | -0.01% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -4,117 | – | -0.01% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -1,423 | – | -0.01% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -2,599 | – | -0.01% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -2,910 | – | -0.01% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -6,750 | – | -0.01% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -3,446 | – | -0.01% | – |
| LFUS | Exit | LITTELFUSE INC | $0 | – | -2,090 | – | -0.01% | – |
| UNP | Exit | UNION PACIFIC CORP | $0 | – | -2,200 | – | -0.01% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -1,625 | – | -0.01% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -2,625 | – | -0.01% | – |
| PEGI | Exit | PATTERN ENERGY GROUP INCcl a | $0 | – | -15,000 | – | -0.01% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -8,400 | – | -0.01% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -4,050 | – | -0.01% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -4,280 | – | -0.01% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -1,490 | – | -0.01% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -3,014 | – | -0.01% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -3,650 | – | -0.01% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -2,050 | – | -0.01% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -2,360 | – | -0.01% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -5,350 | – | -0.01% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -5,400 | – | -0.01% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -1,768 | – | -0.01% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -4,420 | – | -0.01% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -2,748 | – | -0.01% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -10,300 | – | -0.01% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -1,800 | – | -0.01% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -3,156 | – | -0.01% | – |
| INTU | Exit | INTUIT | $0 | – | -1,989 | – | -0.01% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -4,256 | – | -0.01% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -2,409 | – | -0.01% | – |
| YUMC | Exit | YUM CHINA HLDGS INC | $0 | – | -14,004 | – | -0.01% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -1,920 | – | -0.01% | – |
| SNN | Exit | SMITH & NEPHEW PLCspdn adr new | $0 | – | -14,672 | – | -0.01% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -9,985 | – | -0.01% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -5,747 | – | -0.01% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -2,880 | – | -0.02% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -9,594 | – | -0.02% | – |
| EXPE | Exit | EXPEDIA GROUP INC | $0 | – | -5,750 | – | -0.02% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -5,824 | – | -0.02% | – |
| CDW | Exit | CDW CORP | $0 | – | -6,212 | – | -0.02% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -5,650 | – | -0.02% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -620 | – | -0.02% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -3,155 | – | -0.02% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -4,344 | – | -0.02% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -4,200 | – | -0.02% | – |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -445 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -14,900 | – | -0.02% | – |
| NICE | Exit | NICE LTDsponsored adr | $0 | – | -6,924 | – | -0.02% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -15,362 | – | -0.02% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -3,865 | – | -0.02% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -3,563 | – | -0.02% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -20,565 | – | -0.02% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -2,281 | – | -0.02% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -49,744 | – | -0.03% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -20,108 | – | -0.03% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -16,226 | – | -0.03% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -24,950 | – | -0.03% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -34,600 | – | -0.03% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -12,257 | – | -0.03% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -10,929 | – | -0.03% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -13,618 | – | -0.03% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -29,995 | – | -0.03% | – |
| V | Exit | VISA INC | $0 | – | -9,309 | – | -0.03% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -941 | – | -0.03% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -14,520 | – | -0.03% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -12,612 | – | -0.03% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -14,323 | – | -0.03% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -1,422 | – | -0.04% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -8,040 | – | -0.04% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -31,992 | – | -0.04% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -13,778 | – | -0.04% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -37,224 | – | -0.04% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -1,635 | – | -0.04% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -25,211 | – | -0.05% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -52,927 | – | -0.05% | – |
| WMT | Exit | WALMART INC | $0 | – | -20,281 | – | -0.05% | – |
| BHP | Exit | BHP GROUP LTDsponsored ads | $0 | – | -63,958 | – | -0.06% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -21,220 | – | -0.08% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -88,796 | – | -0.08% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -104,700 | – | -0.14% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -131,990 | – | -0.16% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -43,129 | – | -0.19% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -197,795 | – | -0.19% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -84,152 | – | -0.23% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -107,286 | – | -0.23% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -75,418 | – | -0.24% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -104,965 | – | -0.26% | – |
| UN | Exit | UNILEVER N V | $0 | – | -220,125 | – | -0.26% | – |
| KDP | Exit | KEURIG DR PEPPER INC | $0 | – | -515,149 | – | -0.28% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -163,184 | – | -0.28% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -103,580 | – | -0.30% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -157,936 | – | -0.30% | – |
| CME | Exit | CME GROUP INC | $0 | – | -71,391 | – | -0.30% | – |
| VET | Exit | VERMILION ENERGY INC | $0 | – | -920,600 | – | -0.31% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -332,078 | – | -0.31% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -40,151 | – | -0.31% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -2,202,422 | – | -0.33% | – |
| AAPL | Exit | APPLE INC | $0 | – | -74,367 | – | -0.33% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -73,460 | – | -0.34% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -89,084 | – | -0.35% | – |
| EXC | Exit | EXELON CORP | $0 | – | -374,815 | – | -0.36% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -220,640 | – | -0.37% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -254,663 | – | -0.38% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -86,519 | – | -0.38% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -203,834 | – | -0.39% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -170,654 | – | -0.39% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -170,167 | – | -0.40% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -1,035,602 | – | -0.41% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -162,702 | – | -0.42% | – |
| T | Exit | AT&T INC | $0 | – | -592,720 | – | -0.45% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -374,701 | – | -0.45% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -186,245 | – | -0.46% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -208,279 | – | -0.49% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -287,610 | – | -0.50% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -208,090 | – | -0.54% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -143,981 | – | -0.56% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -98,238 | – | -0.57% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -7,434,851 | – | -0.68% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -1,755,916 | – | -0.69% | – |
| QSR | Exit | RESTAURANT BRANDS INTL INC | $0 | – | -496,337 | – | -0.71% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -3,747,847 | – | -0.71% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -2,661,129 | – | -0.73% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -136,947 | – | -0.75% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -180,755 | – | -0.78% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -282,917 | – | -0.79% | – |
| BCE | Exit | BCE INC | $0 | – | -828,276 | – | -0.80% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -6,244,797 | – | -0.90% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -1,174,982 | – | -0.96% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -976,290 | – | -0.98% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -785,026 | – | -1.05% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -658,650 | – | -1.20% | – |
| CM | Exit | CDN IMPERIAL BK COMM TORONTO | $0 | – | -769,011 | – | -1.27% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -1,835,280 | – | -1.31% | – |
| SLF | Exit | SUN LIFE FINL INC | $0 | – | -1,515,759 | – | -1.36% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -786,400 | – | -1.42% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -1,002,589 | – | -1.85% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -2,766,835 | – | -1.95% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -5,522,091 | – | -2.03% | – |
| GIB | Exit | CGI INCcl a sub vtg | $0 | – | -1,358,069 | – | -2.15% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -3,147,061 | – | -2.24% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -1,543,735 | – | -2.28% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -4,568,255 | – | -2.44% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -560,807 | – | -2.50% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -3,411,477 | – | -2.54% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -2,792,716 | – | -2.73% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -3,539,782 | – | -2.90% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -2,810,755 | – | -3.02% | – |
| FTS | Exit | FORTIS INC | $0 | – | -3,912,109 | – | -3.32% | – |
| TU | Exit | TELUS CORP | $0 | – | -4,877,297 | – | -3.48% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -3,509,641 | – | -3.74% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -6,473,244 | – | -4.10% | – |
| TRP | Exit | TC ENERGY CORP | $0 | – | -5,376,030 | – | -5.58% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -4,961,460 | – | -5.65% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -5,640,197 | – | -6.60% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -4,265,970 | – | -6.94% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | Sell | ROYAL BK CDA MONTREAL QUE | $346,272,000 | -5.9% | 4,265,970 | -7.6% | 6.94% | -3.0% |
| TD | Sell | TORONTO DOMINION BK ONT | $329,082,000 | -10.5% | 5,640,197 | -10.1% | 6.60% | -7.8% |
| BNS | Sell | BANK N S HALIFAX | $281,986,000 | +1.2% | 4,961,460 | -4.2% | 5.65% | +4.3% |
| TRP | Sell | TC ENERGY CORP | $278,547,000 | +0.4% | 5,376,030 | -3.7% | 5.58% | +3.5% |
| SU | Buy | SUNCOR ENERGY INC NEW | $204,318,000 | +18.6% | 6,473,244 | +17.5% | 4.10% | +22.2% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $186,483,000 | +8.8% | 3,509,641 | -1.9% | 3.74% | +12.1% |
| TU | Buy | TELUS CORP | $173,689,000 | +7.1% | 4,877,297 | +11.4% | 3.48% | +10.4% |
| FTS | Sell | FORTIS INC | $165,496,000 | +3.1% | 3,912,109 | -3.6% | 3.32% | +6.2% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $150,728,000 | +11.3% | 2,810,755 | +6.6% | 3.02% | +14.7% |
| OTEX | Sell | OPEN TEXT CORP | $144,479,000 | -7.5% | 3,539,782 | -6.2% | 2.90% | -4.7% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $136,113,000 | +0.5% | 2,792,716 | +10.7% | 2.73% | +3.6% |
| PBA | Sell | PEMBINA PIPELINE CORP | $126,539,000 | -13.4% | 3,411,477 | -12.9% | 2.54% | -10.7% |
| CP | Sell | CANADIAN PAC RY LTD | $124,708,000 | -20.2% | 560,807 | -15.3% | 2.50% | -17.8% |
| CNQ | Buy | CANADIAN NAT RES LTD | $121,625,000 | +23.1% | 4,568,255 | +24.9% | 2.44% | +26.8% |
| BMO | Buy | BANK MONTREAL QUE | $113,775,000 | -2.2% | 1,543,735 | +0.4% | 2.28% | +0.8% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $111,763,000 | -12.9% | 3,147,061 | -4.9% | 2.24% | -10.3% |
| GIB | Sell | CGI INCcl a sub vtg | $107,456,000 | -11.5% | 1,358,069 | -13.8% | 2.15% | -8.8% |
| MFC | Sell | MANULIFE FINL CORP | $101,350,000 | -9.6% | 5,522,091 | -10.3% | 2.03% | -6.8% |
| ENB | Sell | ENBRIDGE INC | $97,174,000 | -4.3% | 2,766,835 | -1.3% | 1.95% | -1.4% |
| WCN | Sell | WASTE CONNECTIONS INC | $92,164,000 | -13.8% | 1,002,589 | -10.3% | 1.85% | -11.2% |
| CNI | Sell | CANADIAN NATL RY CO | $70,657,000 | -6.2% | 786,400 | -3.1% | 1.42% | -3.3% |
| SLF | Buy | SUN LIFE FINL INC | $67,820,000 | +8.1% | 1,515,759 | +0.3% | 1.36% | +11.5% |
| MEOH | Sell | METHANEX CORP | $65,164,000 | -22.1% | 1,835,280 | -0.1% | 1.31% | -19.7% |
| CM | Sell | CDN IMPERIAL BK COMM TORONTO | $63,490,000 | +0.9% | 769,011 | -3.6% | 1.27% | +4.0% |
| FNV | Sell | FRANCO NEVADA CORP | $60,055,000 | -6.5% | 658,650 | -12.8% | 1.20% | -3.7% |
| TRI | Buy | THOMSON REUTERS CORP | $52,503,000 | +4.2% | 785,026 | +0.7% | 1.05% | +7.3% |
| NTR | Sell | NUTRIEN LTD | $48,667,000 | -22.7% | 976,290 | -16.8% | 0.98% | -20.3% |
| BEP | Sell | BROOKFIELD RENEWABLE PARTNERpartnership unit | $47,745,000 | -3.9% | 1,174,982 | -18.0% | 0.96% | -0.9% |
| CLS | Buy | CELESTICA INC | $44,808,000 | +5.9% | 6,244,797 | +0.9% | 0.90% | +9.1% |
| BCE | Sell | BCE INC | $40,088,000 | +6.0% | 828,276 | -0.2% | 0.80% | +9.2% |
| MSFT | Buy | MICROSOFT CORP | $39,334,000 | +14.6% | 282,917 | +10.5% | 0.79% | +18.1% |
| MCD | Buy | MCDONALDS CORP | $38,810,000 | +11.6% | 180,755 | +7.9% | 0.78% | +14.9% |
| MA | Buy | MASTERCARD INCcl a | $37,191,000 | +15.2% | 136,947 | +12.2% | 0.75% | +18.8% |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $36,460,000 | -6.3% | 2,661,129 | -16.9% | 0.73% | -3.4% |
| CCJ | Buy | CAMECO CORP | $35,610,000 | +2.7% | 3,747,847 | +16.2% | 0.71% | +5.9% |
| QSR | Sell | RESTAURANT BRANDS INTL INC | $35,313,000 | -4.7% | 496,337 | -6.7% | 0.71% | -1.8% |
| SJR | Sell | SHAW COMMUNICATIONS INCcl b conv | $34,522,000 | -8.0% | 1,755,916 | -4.3% | 0.69% | -5.2% |
| ECA | Sell | ENCANA CORP | $34,086,000 | -12.6% | 7,434,851 | -2.0% | 0.68% | -10.0% |
| COST | Buy | COSTCO WHSL CORP NEW | $28,303,000 | +39.0% | 98,238 | +27.5% | 0.57% | +43.2% |
| ACN | Buy | ACCENTURE PLC IRELAND | $27,695,000 | +14.5% | 143,981 | +10.0% | 0.56% | +17.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $26,923,000 | -9.2% | 208,090 | -2.2% | 0.54% | -6.4% |
| NVS | Buy | NOVARTIS A Gsponsored adr | $24,993,000 | -0.4% | 287,610 | +4.7% | 0.50% | +2.7% |
| DRI | Buy | DARDEN RESTAURANTS INC | $24,623,000 | +16.0% | 208,279 | +19.4% | 0.49% | +19.6% |
| PG | Sell | PROCTER & GAMBLE CO | $23,165,000 | +9.7% | 186,245 | -3.3% | 0.46% | +12.9% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $22,617,000 | +4.8% | 374,701 | -0.8% | 0.45% | +7.9% |
| T | Buy | AT&T INC | $22,429,000 | +13.5% | 592,720 | +0.5% | 0.45% | +17.2% |
| DLR | Sell | DIGITAL RLTY TR INC | $21,120,000 | +9.6% | 162,702 | -0.5% | 0.42% | +12.8% |
| MPW | Buy | MEDICAL PPTYS TRUST INC | $20,256,000 | +22.7% | 1,035,602 | +9.4% | 0.41% | +26.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $20,027,000 | -2.8% | 170,167 | -7.7% | 0.40% | 0.0% |
| WM | Buy | WASTE MGMT INC DEL | $19,625,000 | +1.9% | 170,654 | +2.2% | 0.39% | +4.8% |
| DUK | Buy | DUKE ENERGY CORP NEW | $19,540,000 | +8.8% | 203,834 | +0.1% | 0.39% | +12.3% |
| APD | Buy | AIR PRODS & CHEMS INC | $19,195,000 | +3.5% | 86,519 | +5.6% | 0.38% | +6.6% |
| OKE | Buy | ONEOK INC NEW | $18,766,000 | +71.2% | 254,663 | +59.9% | 0.38% | +76.5% |
| PAYX | Sell | PAYCHEX INC | $18,262,000 | +0.2% | 220,640 | -0.4% | 0.37% | +3.1% |
| EXC | Sell | EXELON CORP | $18,107,000 | -0.2% | 374,815 | -1.0% | 0.36% | +2.8% |
| RTN | Sell | RAYTHEON CO | $17,477,000 | +12.3% | 89,084 | -0.5% | 0.35% | +15.5% |
| HD | Sell | HOME DEPOT INC | $17,044,000 | +11.0% | 73,460 | -0.5% | 0.34% | +14.4% |
| AAPL | Sell | APPLE INC | $16,656,000 | +8.9% | 74,367 | -3.8% | 0.33% | +12.1% |
| ERF | Sell | ENERPLUS CORP | $16,418,000 | -18.3% | 2,202,422 | -17.4% | 0.33% | -15.9% |
| LMT | Sell | LOCKHEED MARTIN CORP | $15,661,000 | +6.4% | 40,151 | -0.8% | 0.31% | +9.8% |
| VET | Sell | VERMILION ENERGY INC | $15,346,000 | -38.9% | 920,600 | -20.2% | 0.31% | -37.0% |
| SNY | Sell | SANOFIsponsored adr | $15,385,000 | +3.4% | 332,078 | -3.4% | 0.31% | +6.2% |
| CME | Buy | CME GROUP INC | $15,088,000 | +27.9% | 71,391 | +17.5% | 0.30% | +31.3% |
| WEC | Sell | WEC ENERGY GROUP INC | $15,020,000 | +13.5% | 157,936 | -0.5% | 0.30% | +16.7% |
| KMB | Sell | KIMBERLY CLARK CORP | $14,714,000 | +1.8% | 103,580 | -4.5% | 0.30% | +5.0% |
| RSG | Buy | REPUBLIC SVCS INC | $14,124,000 | +8.1% | 163,184 | +8.2% | 0.28% | +11.4% |
| KDP | Buy | KEURIG DR PEPPER INC | $14,074,000 | +12.8% | 515,149 | +19.3% | 0.28% | +16.0% |
| UN | Buy | UNILEVER N V | $13,214,000 | +2.8% | 220,125 | +4.0% | 0.26% | +6.0% |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $13,040,000 | +6.6% | 104,965 | -0.5% | 0.26% | +9.7% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $12,174,000 | +5.6% | 75,418 | +8.2% | 0.24% | +8.9% |
| MDT | Buy | MEDTRONIC PLC | $11,653,000 | +12.6% | 107,286 | +1.0% | 0.23% | +16.4% |
| PEP | Buy | PEPSICO INC | $11,537,000 | +6.7% | 84,152 | +2.1% | 0.23% | +10.0% |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $9,583,000 | +24.5% | 197,795 | +18.6% | 0.19% | +28.0% |
| SYK | Buy | STRYKER CORP | $9,329,000 | +6.0% | 43,129 | +0.7% | 0.19% | +9.4% |
| RDSA | Buy | ROYAL DUTCH SHELL PLCspons adr a | $7,768,000 | +49.8% | 131,990 | +65.6% | 0.16% | +54.5% |
| EFA | Buy | ISHARES TRmsci eafe etf | $6,827,000 | +14.9% | 104,700 | +15.8% | 0.14% | +18.1% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $3,958,000 | +35.5% | 88,796 | +25.5% | 0.08% | +38.6% |
| FB | Buy | FACEBOOK INCcl a | $3,779,000 | +1.2% | 21,220 | +9.7% | 0.08% | +4.1% |
| BHP | Buy | BHP GROUP LTDsponsored ads | $3,158,000 | -12.8% | 63,958 | +2.6% | 0.06% | -10.0% |
| WMT | Buy | WALMART INC | $2,407,000 | +8.7% | 20,281 | +1.2% | 0.05% | +11.6% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $2,386,000 | +8.8% | 52,927 | +2.0% | 0.05% | +11.6% |
| NKE | Buy | NIKE INCcl b | $2,368,000 | +15.6% | 25,211 | +3.3% | 0.05% | +17.5% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $1,997,000 | +13.9% | 1,635 | +0.9% | 0.04% | +17.6% |
| TJX | Buy | TJX COS INC NEW | $1,783,000 | +108.5% | 31,992 | +97.8% | 0.04% | +111.8% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $1,733,000 | +56.7% | 1,422 | +39.0% | 0.04% | +59.1% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $1,747,000 | -92.5% | 8,040 | -91.6% | 0.04% | -92.3% |
| CVX | Sell | CHEVRON CORP NEW | $1,699,000 | -10.0% | 14,323 | -5.6% | 0.03% | -8.1% |
| DLTR | Buy | DOLLAR TREE INC | $1,658,000 | +26.4% | 14,520 | +18.8% | 0.03% | +26.9% |
| AMZN | Buy | AMAZON COM INC | $1,633,000 | +45.2% | 941 | +58.4% | 0.03% | +50.0% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,611,000 | -6.9% | 13,618 | -2.9% | 0.03% | -5.9% |
| MGA | Sell | MAGNA INTL INC | $1,600,000 | -95.5% | 29,995 | -95.8% | 0.03% | -95.4% |
| V | Buy | VISA INC | $1,601,000 | +21.3% | 9,309 | +22.4% | 0.03% | +23.1% |
| BAX | Sell | BAXTER INTL INC | $1,419,000 | +4.2% | 16,226 | -2.4% | 0.03% | +3.7% |
| ORCL | Sell | ORACLE CORP | $1,373,000 | -9.8% | 24,950 | -6.6% | 0.03% | -6.7% |
| IMO | Buy | IMPERIAL OIL LTD | $1,296,000 | +30.6% | 49,744 | +39.2% | 0.03% | +36.8% |
| UL | Buy | UNILEVER PLCspon adr new | $1,236,000 | +50.0% | 20,565 | +54.6% | 0.02% | +56.2% |
| SHW | Buy | SHERWIN WILLIAMS CO | $1,254,000 | +154.4% | 2,281 | +112.2% | 0.02% | +150.0% |
| MKTX | New | MARKETAXESS HLDGS INC | $1,167,000 | – | 3,563 | – | 0.02% | – |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $1,126,000 | +5.0% | 3,865 | +5.9% | 0.02% | +9.5% |
| DD | Buy | DUPONT DE NEMOURS INC | $1,095,000 | +0.8% | 15,362 | +6.2% | 0.02% | +4.8% |
| NICE | New | NICE LTDsponsored adr | $996,000 | – | 6,924 | – | 0.02% | – |
| CVS | Sell | CVS HEALTH CORP | $940,000 | +15.2% | 14,900 | -0.5% | 0.02% | +18.8% |
| BKNG | Buy | BOOKING HLDGS INC | $873,000 | +5.8% | 445 | +1.1% | 0.02% | +12.5% |
| EL | New | LAUDER ESTEE COS INCcl a | $864,000 | – | 4,344 | – | 0.02% | – |
| ECL | Sell | ECOLAB INC | $832,000 | -20.1% | 4,200 | -20.3% | 0.02% | -15.0% |
| ULTA | Buy | ULTA BEAUTY INC | $791,000 | +62.8% | 3,155 | +125.4% | 0.02% | +77.8% |
| FIS | New | FIDELITY NATL INFORMATION SV | $773,000 | – | 5,824 | – | 0.02% | – |
| EXPE | Buy | EXPEDIA GROUP INC | $773,000 | +10.1% | 5,750 | +8.9% | 0.02% | +7.1% |
| MKL | Buy | MARKEL CORP | $733,000 | +10.2% | 620 | +1.6% | 0.02% | +15.4% |
| DIS | Buy | DISNEY WALT CO | $736,000 | +9.2% | 5,650 | +17.0% | 0.02% | +15.4% |
| CDW | New | CDW CORP | $766,000 | – | 6,212 | – | 0.02% | – |
| NOW | Buy | SERVICENOW INC | $731,000 | +115.0% | 2,880 | +132.8% | 0.02% | +114.3% |
| SYY | Buy | SYSCO CORP | $762,000 | +179.1% | 9,594 | +148.5% | 0.02% | +200.0% |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $706,000 | – | 14,672 | – | 0.01% | – |
| ZTS | New | ZOETIS INCcl a | $716,000 | – | 5,747 | – | 0.01% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $709,000 | – | 9,985 | – | 0.01% | – |
| YUMC | New | YUM CHINA HLDGS INC | $636,000 | – | 14,004 | – | 0.01% | – |
| IDXX | New | IDEXX LABS INC | $655,000 | – | 2,409 | – | 0.01% | – |
| BIO | New | BIO RAD LABS INCcl a | $639,000 | – | 1,920 | – | 0.01% | – |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $535,000 | +62.1% | 3,156 | +75.2% | 0.01% | +83.3% |
| INTU | Buy | INTUIT | $529,000 | +16.0% | 1,989 | +14.0% | 0.01% | +22.2% |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $567,000 | – | 2,748 | – | 0.01% | – |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $570,000 | -1.7% | 10,300 | -3.0% | 0.01% | 0.0% |
| ILMN | Sell | ILLUMINA INC | $548,000 | -30.5% | 1,800 | -15.9% | 0.01% | -26.7% |
| IR | Buy | INGERSOLL-RAND PLC | $524,000 | +90.5% | 4,256 | +95.9% | 0.01% | +120.0% |
| SBUX | Buy | STARBUCKS CORP | $477,000 | +18.7% | 5,400 | +12.5% | 0.01% | +25.0% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $489,000 | +8.4% | 2,360 | +3.1% | 0.01% | +11.1% |
| ADBE | Buy | ADOBE INC | $488,000 | +66.6% | 1,768 | +77.7% | 0.01% | +66.7% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $472,000 | -93.9% | 3,014 | -94.2% | 0.01% | -94.1% |
| FLT | Sell | FLEETCOR TECHNOLOGIES INC | $427,000 | -19.3% | 1,490 | -21.0% | 0.01% | -10.0% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $469,000 | -2.7% | 4,280 | +2.6% | 0.01% | 0.0% |
| SPGI | Sell | S&P GLOBAL INC | $398,000 | -6.1% | 1,625 | -12.6% | 0.01% | 0.0% |
| CSL | Buy | CARLISLE COS INC | $382,000 | +23.6% | 2,625 | +19.1% | 0.01% | +33.3% |
| PSX | Sell | PHILLIPS 66 | $415,000 | -15.0% | 4,050 | -22.3% | 0.01% | -11.1% |
| MIDD | Buy | MIDDLEBY CORP | $340,000 | -3.1% | 2,910 | +12.4% | 0.01% | 0.0% |
| FBHS | Buy | FORTUNE BRANDS HOME & SEC IN | $369,000 | +2.5% | 6,750 | +7.1% | 0.01% | 0.0% |
| YUM | New | YUM BRANDS INC | $295,000 | – | 2,599 | – | 0.01% | – |
| NFLX | Sell | NETFLIX INC | $266,000 | -42.3% | 994 | -20.8% | 0.01% | -44.4% |
| AMGN | Sell | AMGEN INC | $214,000 | -98.7% | 1,107 | -98.8% | 0.00% | -98.8% |
| VEEV | Sell | VEEVA SYS INC | $221,000 | -37.4% | 1,450 | -33.5% | 0.00% | -42.9% |
| MTB | Exit | M & T BK CORP | $0 | – | -1,345 | – | -0.00% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -4,600 | – | -0.00% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -2,601 | – | -0.00% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -5,370 | – | -0.00% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -3,030 | – | -0.00% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -5,402 | – | -0.01% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -3,178 | – | -0.01% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -6,876 | – | -0.01% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -5,274 | – | -0.01% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -5,024 | – | -0.01% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -8,407 | – | -0.01% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -3,457 | – | -0.01% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -6,258 | – | -0.01% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG L | $0 | – | -5,771 | – | -0.01% | – |
| NVR | Exit | NVR INC | $0 | – | -94 | – | -0.01% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -2,143 | – | -0.01% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -3,790 | – | -0.01% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -6,624 | – | -0.01% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -5,272 | – | -0.01% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -1,354 | – | -0.01% | – |
| XLNX | Exit | XILINX INC | $0 | – | -2,940 | – | -0.01% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -6,180 | – | -0.01% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -1,066 | – | -0.01% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -4,677 | – | -0.01% | – |
| WP | Exit | WORLDPAY INCcl a | $0 | – | -3,308 | – | -0.01% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -1,859 | – | -0.01% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -15,495 | – | -0.01% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,559 | – | -0.01% | – |
| PFE | Exit | PFIZER INC | $0 | – | -17,582 | – | -0.02% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -36,458 | – | -0.02% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -12,898 | – | -0.02% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -28,744 | – | -0.03% | – |
| TTE | Exit | TOTAL S Asponsored ads | $0 | – | -93,614 | – | -0.10% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -190,505 | – | -0.16% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | New | ROYAL BK CDA MONTREAL QUE | $367,835,000 | – | 4,618,704 | – | 7.16% | – |
| TD | New | TORONTO DOMINION BK ONT | $367,554,000 | – | 6,276,800 | – | 7.15% | – |
| BNS | New | BANK N S HALIFAX | $278,677,000 | – | 5,177,165 | – | 5.42% | – |
| TRP | New | TC ENERGY CORP | $277,334,000 | – | 5,582,353 | – | 5.40% | – |
| SU | New | SUNCOR ENERGY INC NEW | $172,224,000 | – | 5,509,255 | – | 3.35% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $171,449,000 | – | 3,576,065 | – | 3.34% | – |
| TU | New | TELUS CORP | $162,158,000 | – | 4,377,184 | – | 3.16% | – |
| FTS | New | FORTIS INC | $160,508,000 | – | 4,056,153 | – | 3.12% | – |
| CP | New | CANADIAN PAC RY LTD | $156,238,000 | – | 661,945 | – | 3.04% | – |
| OTEX | New | OPEN TEXT CORP | $156,132,000 | – | 3,775,447 | – | 3.04% | – |
| PBA | New | PEMBINA PIPELINE CORP | $146,050,000 | – | 3,914,900 | – | 2.84% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $135,444,000 | – | 2,636,148 | – | 2.64% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $135,381,000 | – | 2,523,660 | – | 2.63% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $128,368,000 | – | 3,309,881 | – | 2.50% | – |
| GIB | New | CGI INCcl a sub vtg | $121,423,000 | – | 1,575,983 | – | 2.36% | – |
| BMO | New | BANK MONTREAL QUE | $116,372,000 | – | 1,537,292 | – | 2.26% | – |
| MFC | New | MANULIFE FINL CORP | $112,087,000 | – | 6,154,194 | – | 2.18% | – |
| WCN | New | WASTE CONNECTIONS INC | $106,955,000 | – | 1,117,212 | – | 2.08% | – |
| ENB | New | ENBRIDGE INC | $101,502,000 | – | 2,804,183 | – | 1.98% | – |
| CNQ | New | CANADIAN NAT RES LTD | $98,815,000 | – | 3,656,952 | – | 1.92% | – |
| MEOH | New | METHANEX CORP | $83,610,000 | – | 1,837,795 | – | 1.63% | – |
| CNI | New | CANADIAN NATL RY CO | $75,292,000 | – | 811,776 | – | 1.46% | – |
| FNV | New | FRANCO NEVADA CORP | $64,245,000 | – | 755,305 | – | 1.25% | – |
| NTR | New | NUTRIEN LTD | $62,922,000 | – | 1,173,786 | – | 1.22% | – |
| CM | New | CDN IMPERIAL BK COMM TORONTO | $62,898,000 | – | 798,135 | – | 1.22% | – |
| SLF | New | SUN LIFE FINL INC | $62,713,000 | – | 1,511,156 | – | 1.22% | – |
| TRI | New | THOMSON REUTERS CORP | $50,404,000 | – | 779,656 | – | 0.98% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $49,659,000 | – | 1,432,488 | – | 0.97% | – |
| CLS | New | CELESTICA INC | $42,324,000 | – | 6,186,512 | – | 0.82% | – |
| ECA | New | ENCANA CORP | $39,006,000 | – | 7,584,945 | – | 0.76% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $38,902,000 | – | 3,203,218 | – | 0.76% | – |
| BCE | New | BCE INC | $37,832,000 | – | 829,748 | – | 0.74% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $37,508,000 | – | 1,834,333 | – | 0.73% | – |
| QSR | New | RESTAURANT BRANDS INTL INC | $37,063,000 | – | 531,809 | – | 0.72% | – |
| MGA | New | MAGNA INTL INC | $35,439,000 | – | 710,720 | – | 0.69% | – |
| MCD | New | MCDONALDS CORP | $34,786,000 | – | 167,512 | – | 0.68% | – |
| CCJ | New | CAMECO CORP | $34,657,000 | – | 3,225,597 | – | 0.67% | – |
| MSFT | New | MICROSOFT CORP | $34,309,000 | – | 256,112 | – | 0.67% | – |
| MA | New | MASTERCARD INCcl a | $32,287,000 | – | 122,056 | – | 0.63% | – |
| JNJ | New | JOHNSON & JOHNSON | $29,647,000 | – | 212,861 | – | 0.58% | – |
| VET | New | VERMILION ENERGY INC | $25,123,000 | – | 1,153,943 | – | 0.49% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $25,091,000 | – | 274,789 | – | 0.49% | – |
| ACN | New | ACCENTURE PLC IRELAND | $24,194,000 | – | 130,939 | – | 0.47% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $23,297,000 | – | 95,476 | – | 0.45% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $21,573,000 | – | 377,620 | – | 0.42% | – |
| DRI | New | DARDEN RESTAURANTS INC | $21,226,000 | – | 174,370 | – | 0.41% | – |
| PG | New | PROCTER AND GAMBLE CO | $21,111,000 | – | 192,535 | – | 0.41% | – |
| JPM | New | JPMORGAN CHASE & CO | $20,614,000 | – | 184,382 | – | 0.40% | – |
| COST | New | COSTCO WHSL CORP NEW | $20,356,000 | – | 77,031 | – | 0.40% | – |
| ERF | New | ENERPLUS CORP | $20,092,000 | – | 2,665,476 | – | 0.39% | – |
| T | New | AT&T INC | $19,760,000 | – | 589,679 | – | 0.38% | – |
| WM | New | WASTE MGMT INC DEL | $19,264,000 | – | 166,972 | – | 0.38% | – |
| DLR | New | DIGITAL RLTY TR INC | $19,262,000 | – | 163,530 | – | 0.38% | – |
| APD | New | AIR PRODS & CHEMS INC | $18,545,000 | – | 81,922 | – | 0.36% | – |
| PAYX | New | PAYCHEX INC | $18,224,000 | – | 221,463 | – | 0.36% | – |
| EXC | New | EXELON CORP | $18,152,000 | – | 378,649 | – | 0.35% | – |
| DUK | New | DUKE ENERGY CORP NEW | $17,960,000 | – | 203,531 | – | 0.35% | – |
| AMGN | New | AMGEN INC | $16,684,000 | – | 90,537 | – | 0.32% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $16,509,000 | – | 946,595 | – | 0.32% | – |
| RTN | New | RAYTHEON CO | $15,565,000 | – | 89,517 | – | 0.30% | – |
| HD | New | HOME DEPOT INC | $15,355,000 | – | 73,834 | – | 0.30% | – |
| AAPL | New | APPLE INC | $15,293,000 | – | 77,267 | – | 0.30% | – |
| SNY | New | SANOFIsponsored adr | $14,882,000 | – | 343,944 | – | 0.29% | – |
| LMT | New | LOCKHEED MARTIN CORP | $14,716,000 | – | 40,481 | – | 0.29% | – |
| KMB | New | KIMBERLY CLARK CORP | $14,455,000 | – | 108,454 | – | 0.28% | – |
| WEC | New | WEC ENERGY GROUP INC | $13,235,000 | – | 158,752 | – | 0.26% | – |
| RSG | New | REPUBLIC SVCS INC | $13,063,000 | – | 150,769 | – | 0.25% | – |
| UN | New | UNILEVER N V | $12,857,000 | – | 211,743 | – | 0.25% | – |
| KDP | New | KEURIG DR PEPPER INC | $12,477,000 | – | 431,723 | – | 0.24% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $12,237,000 | – | 105,488 | – | 0.24% | – |
| CME | New | CME GROUP INC | $11,798,000 | – | 60,779 | – | 0.23% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $11,524,000 | – | 69,703 | – | 0.22% | – |
| OKE | New | ONEOK INC NEW | $10,961,000 | – | 159,299 | – | 0.21% | – |
| PEP | New | PEPSICO INC | $10,812,000 | – | 82,454 | – | 0.21% | – |
| MDT | New | MEDTRONIC PLC | $10,347,000 | – | 106,247 | – | 0.20% | – |
| SYK | New | STRYKER CORP | $8,804,000 | – | 42,823 | – | 0.17% | – |
| BP | New | BP PLCsponsored adr | $7,944,000 | – | 190,505 | – | 0.16% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $7,791,000 | – | 51,661 | – | 0.15% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $7,695,000 | – | 166,795 | – | 0.15% | – |
| EFA | New | ISHARES TRmsci eafe etf | $5,942,000 | – | 90,400 | – | 0.12% | – |
| TTE | New | TOTAL S Asponsored ads | $5,223,000 | – | 93,614 | – | 0.10% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $5,185,000 | – | 79,687 | – | 0.10% | – |
| FB | New | FACEBOOK INCcl a | $3,734,000 | – | 19,349 | – | 0.07% | – |
| BHP | New | BHP GROUP LTDsponsored ads | $3,621,000 | – | 62,314 | – | 0.07% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $2,921,000 | – | 70,769 | – | 0.06% | – |
| WMT | New | WALMART INC | $2,215,000 | – | 20,046 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $2,193,000 | – | 51,879 | – | 0.04% | – |
| NKE | New | NIKE INCcl b | $2,049,000 | – | 24,411 | – | 0.04% | – |
| CVX | New | CHEVRON CORP NEW | $1,888,000 | – | 15,171 | – | 0.04% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $1,794,000 | – | 13,778 | – | 0.04% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $1,754,000 | – | 1,620 | – | 0.03% | – |
| WFC | New | WELLS FARGO CO NEW | $1,761,000 | – | 37,224 | – | 0.03% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,730,000 | – | 14,018 | – | 0.03% | – |
| CSCO | New | CISCO SYS INC | $1,573,000 | – | 28,744 | – | 0.03% | – |
| ORCL | New | ORACLE CORP | $1,522,000 | – | 26,721 | – | 0.03% | – |
| TXN | New | TEXAS INSTRS INC | $1,447,000 | – | 12,612 | – | 0.03% | – |
| BAX | New | BAXTER INTL INC | $1,362,000 | – | 16,626 | – | 0.03% | – |
| DLTR | New | DOLLAR TREE INC | $1,312,000 | – | 12,220 | – | 0.03% | – |
| V | New | VISA INC | $1,320,000 | – | 7,608 | – | 0.03% | – |
| EMR | New | EMERSON ELEC CO | $1,342,000 | – | 20,108 | – | 0.03% | – |
| DSGX | New | DESCARTES SYS GROUP INC | $1,283,000 | – | 34,600 | – | 0.02% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $1,287,000 | – | 10,929 | – | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $1,266,000 | – | 12,257 | – | 0.02% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $1,106,000 | – | 1,023 | – | 0.02% | – |
| AMZN | New | AMAZON COM INC | $1,125,000 | – | 594 | – | 0.02% | – |
| DD | New | DUPONT DE NEMOURS INC | $1,086,000 | – | 14,462 | – | 0.02% | – |
| MRK | New | MERCK & CO INC | $1,081,000 | – | 12,898 | – | 0.02% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $1,072,000 | – | 3,650 | – | 0.02% | – |
| ECL | New | ECOLAB INC | $1,041,000 | – | 5,270 | – | 0.02% | – |
| IMO | New | IMPERIAL OIL LTD | $992,000 | – | 35,744 | – | 0.02% | – |
| TJX | New | TJX COS INC NEW | $855,000 | – | 16,172 | – | 0.02% | – |
| TECK | New | TECK RESOURCES LTDcl b | $843,000 | – | 36,458 | – | 0.02% | – |
| CVS | New | CVS HEALTH CORP | $816,000 | – | 14,968 | – | 0.02% | – |
| BKNG | New | BOOKING HLDGS INC | $825,000 | – | 440 | – | 0.02% | – |
| UL | New | UNILEVER PLCspon adr new | $824,000 | – | 13,304 | – | 0.02% | – |
| PFE | New | PFIZER INC | $762,000 | – | 17,582 | – | 0.02% | – |
| ILMN | New | ILLUMINA INC | $788,000 | – | 2,141 | – | 0.02% | – |
| EXPE | New | EXPEDIA GROUP INC | $702,000 | – | 5,280 | – | 0.01% | – |
| DIS | New | DISNEY WALT CO | $674,000 | – | 4,829 | – | 0.01% | – |
| MKL | New | MARKEL CORP | $665,000 | – | 610 | – | 0.01% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $580,000 | – | 10,614 | – | 0.01% | – |
| APH | New | AMPHENOL CORP NEWcl a | $513,000 | – | 5,350 | – | 0.01% | – |
| BDX | New | BECTON DICKINSON & CO | $517,000 | – | 2,050 | – | 0.01% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $529,000 | – | 1,885 | – | 0.01% | – |
| SHW | New | SHERWIN WILLIAMS CO | $493,000 | – | 1,075 | – | 0.01% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $482,000 | – | 4,170 | – | 0.01% | – |
| PSX | New | PHILLIPS 66 | $488,000 | – | 5,213 | – | 0.01% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $451,000 | – | 2,290 | – | 0.01% | – |
| ULTA | New | ULTA BEAUTY INC | $486,000 | – | 1,400 | – | 0.01% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $466,000 | – | 3,650 | – | 0.01% | – |
| INTU | New | INTUIT | $456,000 | – | 1,745 | – | 0.01% | – |
| LOW | New | LOWES COS INC | $446,000 | – | 4,420 | – | 0.01% | – |
| NFLX | New | NETFLIX INC | $461,000 | – | 1,255 | – | 0.01% | – |
| BAC | New | BANK AMER CORP | $449,000 | – | 15,495 | – | 0.01% | – |
| CMI | New | CUMMINS INC | $438,000 | – | 2,559 | – | 0.01% | – |
| PYPL | New | PAYPAL HLDGS INC | $394,000 | – | 3,446 | – | 0.01% | – |
| SPGI | New | S&P GLOBAL INC | $424,000 | – | 1,860 | – | 0.01% | – |
| SBUX | New | STARBUCKS CORP | $402,000 | – | 4,800 | – | 0.01% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $396,000 | – | 1,859 | – | 0.01% | – |
| CELG | New | CELGENE CORP | $432,000 | – | 4,677 | – | 0.01% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $421,000 | – | 1,066 | – | 0.01% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $392,000 | – | 6,180 | – | 0.01% | – |
| WP | New | WORLDPAY INCcl a | $405,000 | – | 3,308 | – | 0.01% | – |
| LFUS | New | LITTELFUSE INC | $370,000 | – | 2,090 | – | 0.01% | – |
| VEEV | New | VEEVA SYS INC | $353,000 | – | 2,180 | – | 0.01% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $376,000 | – | 8,400 | – | 0.01% | – |
| TKR | New | TIMKEN CO | $340,000 | – | 6,624 | – | 0.01% | – |
| PEGI | New | PATTERN ENERGY GROUP INCcl a | $346,000 | – | 15,000 | – | 0.01% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $360,000 | – | 6,300 | – | 0.01% | – |
| MIDD | New | MIDDLEBY CORP | $351,000 | – | 2,590 | – | 0.01% | – |
| GILD | New | GILEAD SCIENCES INC | $356,000 | – | 5,272 | – | 0.01% | – |
| ANTM | New | ANTHEM INC | $382,000 | – | 1,354 | – | 0.01% | – |
| UNP | New | UNION PACIFIC CORP | $372,000 | – | 2,200 | – | 0.01% | – |
| NOW | New | SERVICENOW INC | $340,000 | – | 1,237 | – | 0.01% | – |
| XLNX | New | XILINX INC | $347,000 | – | 2,940 | – | 0.01% | – |
| NTAP | New | NETAPP INC | $310,000 | – | 5,024 | – | 0.01% | – |
| AIG | New | AMERICAN INTL GROUP INC | $333,000 | – | 6,258 | – | 0.01% | – |
| TWTR | New | TWITTER INC | $293,000 | – | 8,407 | – | 0.01% | – |
| CSL | New | CARLISLE COS INC | $309,000 | – | 2,204 | – | 0.01% | – |
| PXD | New | PIONEER NAT RES CO | $330,000 | – | 2,143 | – | 0.01% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG L | $309,000 | – | 5,771 | – | 0.01% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $330,000 | – | 1,801 | – | 0.01% | – |
| INCY | New | INCYTE CORP | $322,000 | – | 3,790 | – | 0.01% | – |
| ADBE | New | ADOBE INC | $293,000 | – | 995 | – | 0.01% | – |
| ETN | New | EATON CORP PLC | $288,000 | – | 3,457 | – | 0.01% | – |
| TMUS | New | T MOBILE US INC | $305,000 | – | 4,117 | – | 0.01% | – |
| NVR | New | NVR INC | $317,000 | – | 94 | – | 0.01% | – |
| MO | New | ALTRIA GROUP INC | $250,000 | – | 5,274 | – | 0.01% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $254,000 | – | 3,178 | – | 0.01% | – |
| IR | New | INGERSOLL-RAND PLC | $275,000 | – | 2,172 | – | 0.01% | – |
| NVDA | New | NVIDIA CORP | $238,000 | – | 1,450 | – | 0.01% | – |
| SYY | New | SYSCO CORP | $273,000 | – | 3,861 | – | 0.01% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $253,000 | – | 1,423 | – | 0.01% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $268,000 | – | 5,402 | – | 0.01% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $255,000 | – | 6,876 | – | 0.01% | – |
| SQ | New | SQUARE INCcl a | $220,000 | – | 3,030 | – | 0.00% | – |
| PWR | New | QUANTA SVCS INC | $205,000 | – | 5,370 | – | 0.00% | – |
| GDOT | New | GREEN DOT CORPcl a | $225,000 | – | 4,600 | – | 0.00% | – |
| MTB | New | M & T BK CORP | $229,000 | – | 1,345 | – | 0.00% | – |
| FTNT | New | FORTINET INC | $200,000 | – | 2,601 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OR | Exit | OSISKO GOLD ROYALTIES LTD | $0 | – | -10,680 | – | -0.00% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -10,465 | – | -0.00% | – |
| SAND | Exit | SANDSTORM GOLD LTD | $0 | – | -32,700 | – | -0.00% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -2,500 | – | -0.00% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -4,173 | – | -0.00% | – |
| INVA | Exit | INNOVIVA INC | $0 | – | -11,815 | – | -0.00% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -15,724 | – | -0.00% | – |
| BKNG | Exit | BOOKING HLDGS INC | $0 | – | -130 | – | -0.00% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -3,406 | – | -0.00% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -1,764 | – | -0.00% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -5,667 | – | -0.01% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -240 | – | -0.01% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -821 | – | -0.01% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -8,410 | – | -0.01% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -953 | – | -0.01% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -8,294 | – | -0.01% | – |
| CMA | Exit | COMERICA INC | $0 | – | -3,836 | – | -0.01% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -5,168 | – | -0.01% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -6,103 | – | -0.01% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -4,600 | – | -0.01% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDG L | $0 | – | -7,093 | – | -0.01% | – |
| KR | Exit | KROGER CO | $0 | – | -15,149 | – | -0.01% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -4,285 | – | -0.01% | – |
| ARMK | Exit | ARAMARK | $0 | – | -10,010 | – | -0.01% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -10,305 | – | -0.01% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -5,573 | – | -0.01% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -3,936 | – | -0.01% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -2,721 | – | -0.01% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,679 | – | -0.01% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -5,080 | – | -0.01% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -7,303 | – | -0.01% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -10,032 | – | -0.01% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -4,359 | – | -0.01% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -1,665 | – | -0.01% | – |
| MPLX | Exit | MPLX LP | $0 | – | -14,096 | – | -0.01% | – |
| INTC | Exit | INTEL CORP | $0 | – | -10,391 | – | -0.01% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -9,492 | – | -0.01% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -7,380 | – | -0.01% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -12,442 | – | -0.01% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -23,977 | – | -0.01% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -2,129 | – | -0.01% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -5,860 | – | -0.01% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -3,123 | – | -0.01% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -5,012 | – | -0.01% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -1,639 | – | -0.01% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -10,518 | – | -0.01% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -10,482 | – | -0.01% | – |
| PEGI | Exit | PATTERN ENERGY GROUP INCcl a | $0 | – | -28,000 | – | -0.01% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -5,509 | – | -0.01% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -9,926 | – | -0.01% | – |
| TGE | Exit | TALLGRASS ENERGY LP | $0 | – | -24,000 | – | -0.01% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -23,604 | – | -0.01% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -1,447 | – | -0.01% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -6,071 | – | -0.01% | – |
| WP | Exit | WORLDPAY INCcl a | $0 | – | -5,703 | – | -0.01% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -564 | – | -0.01% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -3,359 | – | -0.01% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -31,433 | – | -0.01% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -14,444 | – | -0.01% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -6,862 | – | -0.02% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -875 | – | -0.02% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -8,062 | – | -0.02% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -5,200 | – | -0.02% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -37,513 | – | -0.02% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -10,381 | – | -0.02% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -16,899 | – | -0.02% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -16,041 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -27,162 | – | -0.02% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -39,312 | – | -0.02% | – |
| WMT | Exit | WALMART INC | $0 | – | -15,431 | – | -0.02% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -19,474 | – | -0.02% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -13,761 | – | -0.02% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -46,975 | – | -0.03% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -11,441 | – | -0.03% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -27,314 | – | -0.03% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -869 | – | -0.03% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -36,487 | – | -0.03% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -15,041 | – | -0.04% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -107,466 | – | -0.07% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -94,892 | – | -0.07% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -203,392 | – | -0.07% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -29,853 | – | -0.08% | – |
| CUBE | Exit | CUBESMART | $0 | – | -158,524 | – | -0.08% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -158,914 | – | -0.08% | – |
| NGG | Exit | NATIONAL GRID PLCsponsored adr ne | $0 | – | -99,766 | – | -0.09% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -317,738 | – | -0.09% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -141,465 | – | -0.09% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -89,433 | – | -0.10% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -104,346 | – | -0.11% | – |
| IRM | Exit | IRON MTN INC NEW | $0 | – | -232,095 | – | -0.13% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -82,071 | – | -0.14% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -75,107 | – | -0.14% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -93,536 | – | -0.14% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -77,044 | – | -0.15% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -160,353 | – | -0.15% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -54,089 | – | -0.15% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -52,150 | – | -0.16% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -214,795 | – | -0.16% | – |
| UN | Exit | UNILEVER N V | $0 | – | -170,680 | – | -0.16% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -185,300 | – | -0.16% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -111,283 | – | -0.17% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -695,858 | – | -0.17% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -120,395 | – | -0.18% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -125,277 | – | -0.18% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -89,689 | – | -0.18% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -53,456 | – | -0.19% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -166,495 | – | -0.19% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -135,501 | – | -0.19% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -46,691 | – | -0.19% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -58,604 | – | -0.20% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -128,322 | – | -0.20% | – |
| CGC | Exit | CANOPY GROWTH CORP | $0 | – | -253,577 | – | -0.21% | – |
| PFE | Exit | PFIZER INC | $0 | – | -280,402 | – | -0.21% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -52,902 | – | -0.21% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -172,777 | – | -0.21% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -176,454 | – | -0.22% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -283,092 | – | -0.22% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -210,735 | – | -0.25% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -142,074 | – | -0.26% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -44,724 | – | -0.26% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -110,376 | – | -0.26% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -78,403 | – | -0.27% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -582,950 | – | -0.28% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -277,606 | – | -0.28% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -324,601 | – | -0.29% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -166,243 | – | -0.31% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -234,566 | – | -0.32% | – |
| T | Exit | AT&T INC | $0 | – | -575,200 | – | -0.32% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -115,543 | – | -0.33% | – |
| EXC | Exit | EXELON CORP | $0 | – | -455,609 | – | -0.33% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -77,948 | – | -0.35% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -109,391 | – | -0.41% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -220,665 | – | -0.42% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -153,220 | – | -0.43% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -911,603 | – | -0.45% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -236,941 | – | -0.55% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -296,758 | – | -0.57% | – |
| AAPL | Exit | APPLE INC | $0 | – | -153,428 | – | -0.58% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -3,263,598 | – | -0.62% | – |
| BCE | Exit | BCE INC | $0 | – | -932,844 | – | -0.63% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -3,746,850 | – | -0.68% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -670,455 | – | -0.70% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -2,156,898 | – | -0.70% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -3,430,674 | – | -0.71% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -4,582,040 | – | -0.79% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -1,531,836 | – | -0.88% | – |
| SLF | Exit | SUN LIFE FINL INC | $0 | – | -1,341,938 | – | -0.89% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -1,852,693 | – | -0.94% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -1,237,921 | – | -0.95% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -1,184,634 | – | -1.04% | – |
| STN | Exit | STANTEC INC | $0 | – | -2,675,488 | – | -1.12% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -5,554,312 | – | -1.22% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -7,709,879 | – | -1.32% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -1,085,706 | – | -1.44% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -971,014 | – | -1.46% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -1,691,356 | – | -1.64% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -3,321,017 | – | -1.69% | – |
| VET | Exit | VERMILION ENERGY INC | $0 | – | -3,113,669 | – | -1.72% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -3,231,176 | – | -1.75% | – |
| CM | Exit | CDN IMPERIAL BK COMM TORONTO | $0 | – | -1,211,192 | – | -1.90% | – |
| FTS | Exit | FORTIS INC | $0 | – | -3,726,067 | – | -2.02% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -1,688,005 | – | -2.26% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -2,805,527 | – | -2.42% | – |
| TU | Exit | TELUS CORP | $0 | – | -3,977,382 | – | -2.46% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -3,703,546 | – | -2.76% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -4,874,507 | – | -2.78% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -4,282,447 | – | -2.78% | – |
| GIB | Exit | GROUPE CGI INCcl a sub vtg | $0 | – | -2,647,160 | – | -2.86% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -855,660 | – | -3.03% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -4,860,236 | – | -3.10% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -5,055,209 | – | -3.43% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -11,632,961 | – | -3.48% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -7,333,814 | – | -4.02% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -3,363,723 | – | -4.65% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -3,841,210 | – | -5.16% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -6,449,886 | – | -6.44% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -7,161,963 | – | -7.29% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Sell | TORONTO DOMINION BK ONT | $434,873,000 | +1.8% | 7,161,963 | -3.0% | 7.29% | +0.9% |
| BNS | Sell | BANK N S HALIFAX | $384,152,000 | +0.3% | 6,449,886 | -4.6% | 6.44% | -0.5% |
| RY | Sell | ROYAL BK CDA MONTREAL QUE | $307,675,000 | +3.6% | 3,841,210 | -2.6% | 5.16% | +2.7% |
| BMO | Sell | BANK MONTREAL QUE | $277,236,000 | -0.9% | 3,363,723 | -7.0% | 4.65% | -1.7% |
| CNQ | Sell | CANADIAN NAT RES LTD | $239,419,000 | -12.0% | 7,333,814 | -2.7% | 4.02% | -12.7% |
| MFC | Sell | MANULIFE FINL CORP | $207,793,000 | -3.5% | 11,632,961 | -2.9% | 3.48% | -4.3% |
| TRP | Buy | TRANSCANADA CORP | $204,374,000 | +6.4% | 5,055,209 | +13.9% | 3.43% | +5.5% |
| OTEX | Sell | OPEN TEXT CORP | $184,798,000 | +7.9% | 4,860,236 | -0.1% | 3.10% | +7.0% |
| CP | Sell | CANADIAN PAC RY LTD | $180,861,000 | +6.8% | 855,660 | -7.4% | 3.03% | +5.9% |
| GIB | Sell | GROUPE CGI INCcl a sub vtg | $170,544,000 | -2.9% | 2,647,160 | -4.5% | 2.86% | -3.8% |
| SU | Sell | SUNCOR ENERGY INC NEW | $165,579,000 | -6.3% | 4,282,447 | -1.3% | 2.78% | -7.1% |
| PBA | Buy | PEMBINA PIPELINE CORP | $165,506,000 | +1.5% | 4,874,507 | +3.6% | 2.78% | +0.7% |
| BAM | Buy | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $164,712,000 | +55.1% | 3,703,546 | +41.5% | 2.76% | +53.8% |
| TU | Buy | TELUS CORP | $146,491,000 | +32.9% | 3,977,382 | +28.2% | 2.46% | +31.7% |
| RCI | Sell | ROGERS COMMUNICATIONS INCcl b | $144,177,000 | +7.1% | 2,805,527 | -1.0% | 2.42% | +6.1% |
| WCN | Buy | WASTE CONNECTIONS INC | $134,449,000 | +8.7% | 1,688,005 | +2.8% | 2.26% | +7.8% |
| FTS | Buy | FORTIS INC | $120,718,000 | +8.4% | 3,726,067 | +7.0% | 2.02% | +7.5% |
| CM | Sell | CDN IMPERIAL BK COMM TORONTO | $113,402,000 | +3.6% | 1,211,192 | -3.8% | 1.90% | +2.7% |
| ENB | Buy | ENBRIDGE INC | $104,185,000 | -9.6% | 3,231,176 | +0.3% | 1.75% | -10.4% |
| VET | Buy | VERMILION ENERGY INC | $102,516,000 | -6.1% | 3,113,669 | +2.8% | 1.72% | -6.9% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $100,967,000 | -9.6% | 3,321,017 | -16.2% | 1.69% | -10.4% |
| NTR | Sell | NUTRIEN LTD | $97,583,000 | -10.7% | 1,691,356 | -15.8% | 1.64% | -11.5% |
| CNI | Buy | CANADIAN NATL RY CO | $87,061,000 | +10.0% | 971,014 | +0.4% | 1.46% | +9.1% |
| MEOH | Sell | METHANEX CORP | $85,636,000 | -11.5% | 1,085,706 | -20.6% | 1.44% | -12.2% |
| GG | Sell | GOLDCORP INC NEW | $78,491,000 | -30.9% | 7,709,879 | -6.8% | 1.32% | -31.5% |
| ECA | Sell | ENCANA CORP | $72,745,000 | -16.5% | 5,554,312 | -16.8% | 1.22% | -17.2% |
| STN | Buy | STANTEC INC | $66,501,000 | -0.3% | 2,675,488 | +3.2% | 1.12% | -1.2% |
| MGA | Buy | MAGNA INTL INC | $62,180,000 | +10.8% | 1,184,634 | +22.7% | 1.04% | +9.8% |
| TRI | Sell | THOMSON REUTERS CORP | $56,444,000 | -15.8% | 1,237,921 | -25.4% | 0.95% | -16.4% |
| BEP | Buy | BROOKFIELD RENEWABLE PARTNERpartnership unit | $56,097,000 | +2.8% | 1,852,693 | +2.0% | 0.94% | +2.0% |
| SLF | Sell | SUN LIFE FINL INC | $53,308,000 | -2.0% | 1,341,938 | -0.8% | 0.89% | -2.8% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $52,283,000 | -8.6% | 1,531,836 | +22.8% | 0.88% | -9.4% |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $47,357,000 | +2.2% | 4,582,040 | -4.5% | 0.79% | +1.3% |
| ERF | Sell | ENERPLUS CORP | $42,331,000 | -11.0% | 3,430,674 | -9.0% | 0.71% | -11.8% |
| SJR | Sell | SHAW COMMUNICATIONS INCcl b conv | $41,998,000 | -8.2% | 2,156,898 | -4.0% | 0.70% | -9.0% |
| FNV | Buy | FRANCO NEVADA CORP | $41,908,000 | -6.0% | 670,455 | +9.8% | 0.70% | -6.8% |
| CLS | Buy | CELESTICA INC | $40,551,000 | +97.6% | 3,746,850 | +117.1% | 0.68% | +96.0% |
| BCE | Sell | BCE INC | $37,764,000 | -39.6% | 932,844 | -39.6% | 0.63% | -40.2% |
| CCJ | Sell | CAMECO CORP | $37,189,000 | -8.1% | 3,263,598 | -9.3% | 0.62% | -8.9% |
| AAPL | Sell | APPLE INC | $34,635,000 | +19.5% | 153,428 | -2.0% | 0.58% | +18.6% |
| MSFT | Sell | MICROSOFT CORP | $33,940,000 | +14.8% | 296,758 | -1.0% | 0.57% | +13.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $32,738,000 | +12.4% | 236,941 | -1.3% | 0.55% | +11.6% |
| BAC | Sell | BANK AMER CORP | $26,856,000 | +2.7% | 911,603 | -1.7% | 0.45% | +1.8% |
| MCD | Sell | MCDONALDS CORP | $25,632,000 | +5.8% | 153,220 | -0.9% | 0.43% | +4.9% |
| JPM | Buy | JPMORGAN CHASE & CO | $24,900,000 | +11.3% | 220,665 | +2.7% | 0.42% | +10.3% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $24,352,000 | +3646.5% | 109,391 | +3207.9% | 0.41% | +3609.1% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $20,737,000 | +88.6% | 77,948 | +74.0% | 0.35% | +87.1% |
| EXC | Buy | EXELON CORP | $19,892,000 | +32.7% | 455,609 | +29.5% | 0.33% | +31.5% |
| ACN | Buy | ACCENTURE PLC IRELAND | $19,665,000 | +64.5% | 115,543 | +58.2% | 0.33% | +63.4% |
| T | Buy | AT&T INC | $19,315,000 | +4.8% | 575,200 | +0.2% | 0.32% | +3.8% |
| DUK | Sell | DUKE ENERGY CORP NEW | $18,770,000 | -0.7% | 234,566 | -1.9% | 0.32% | -1.6% |
| DRI | Sell | DARDEN RESTAURANTS INC | $18,485,000 | +3.3% | 166,243 | -0.6% | 0.31% | +2.3% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $17,330,000 | +24.0% | 324,601 | +16.8% | 0.29% | +23.3% |
| MO | Sell | ALTRIA GROUP INC | $16,742,000 | +1.9% | 277,606 | -4.1% | 0.28% | +1.1% |
| EQNR | Sell | EQUINOR ASAsponsored adr | $16,439,000 | +3.1% | 582,950 | -3.4% | 0.28% | +2.2% |
| RTN | Sell | RAYTHEON CO | $16,203,000 | +3.3% | 78,403 | -3.4% | 0.27% | +2.6% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $15,576,000 | -0.6% | 110,376 | -2.5% | 0.26% | -1.5% |
| LMT | Sell | LOCKHEED MARTIN CORP | $15,473,000 | +13.3% | 44,724 | -3.3% | 0.26% | +12.1% |
| TXN | Sell | TEXAS INSTRS INC | $15,243,000 | -4.9% | 142,074 | -2.3% | 0.26% | -5.5% |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $14,714,000 | -2.4% | 210,735 | -2.1% | 0.25% | -3.1% |
| NVO | Buy | NOVO-NORDISK A Sadr | $13,345,000 | +19.6% | 283,092 | +17.0% | 0.22% | +18.5% |
| PAYX | Buy | PAYCHEX INC | $12,996,000 | +32.4% | 176,454 | +22.9% | 0.22% | +31.3% |
| RSG | Buy | REPUBLIC SVCS INC | $12,554,000 | +28.1% | 172,777 | +20.5% | 0.21% | +27.1% |
| COST | New | COSTCO WHSL CORP NEW | $12,426,000 | – | 52,902 | – | 0.21% | – |
| PFE | Buy | PFIZER INC | $12,357,000 | +21.8% | 280,402 | +0.3% | 0.21% | +20.3% |
| CGC | New | CANOPY GROWTH CORP | $12,309,000 | – | 253,577 | – | 0.21% | – |
| AMGN | Sell | AMGEN INC | $12,148,000 | +10.1% | 58,604 | -1.9% | 0.20% | +9.1% |
| ABBV | Sell | ABBVIE INC | $12,137,000 | -28.7% | 128,322 | -30.1% | 0.20% | -29.2% |
| AVGO | Sell | BROADCOM INC | $11,520,000 | -15.9% | 46,691 | -17.3% | 0.19% | -16.8% |
| PG | Sell | PROCTER AND GAMBLE CO | $11,278,000 | +6.2% | 135,501 | -0.4% | 0.19% | +5.0% |
| WEC | Buy | WEC ENERGY GROUP INC | $11,115,000 | +20.6% | 166,495 | +16.8% | 0.19% | +19.2% |
| HD | Buy | HOME DEPOT INC | $11,073,000 | +26.0% | 53,456 | +18.7% | 0.19% | +24.8% |
| CVX | Buy | CHEVRON CORP NEW | $10,967,000 | +548.2% | 89,689 | +570.0% | 0.18% | +534.5% |
| NVS | Buy | NOVARTIS A Gsponsored adr | $10,794,000 | +49.1% | 125,277 | +30.7% | 0.18% | +48.4% |
| AWK | Buy | AMERICAN WTR WKS CO INC NEW | $10,591,000 | +35.9% | 120,395 | +31.9% | 0.18% | +34.8% |
| MPW | Buy | MEDICAL PPTYS TRUST INC | $10,375,000 | +13.3% | 695,858 | +6.7% | 0.17% | +12.3% |
| WM | Sell | WASTE MGMT INC DEL | $10,056,000 | +8.5% | 111,283 | -2.3% | 0.17% | +7.6% |
| FMS | Sell | FRESENIUS MED CARE AG&CO KGAsponsored adr | $9,528,000 | -16.5% | 185,300 | -18.2% | 0.16% | -17.1% |
| UN | Buy | UNILEVER N V | $9,481,000 | +7.3% | 170,680 | +7.6% | 0.16% | +6.7% |
| SYK | Sell | STRYKER CORP | $9,266,000 | +4.5% | 52,150 | -0.7% | 0.16% | +3.3% |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $9,217,000 | +10.3% | 214,795 | +4.9% | 0.16% | +9.9% |
| APD | Sell | AIR PRODS & CHEMS INC | $9,036,000 | +4.3% | 54,089 | -2.8% | 0.15% | +3.4% |
| TRGP | Sell | TARGA RES CORP | $9,029,000 | +9.9% | 160,353 | -3.4% | 0.15% | +8.6% |
| KMB | Sell | KIMBERLY CLARK CORP | $8,755,000 | +6.3% | 77,044 | -1.5% | 0.15% | +5.8% |
| ADI | Sell | ANALOG DEVICES INC | $8,648,000 | -4.6% | 93,536 | -1.1% | 0.14% | -5.2% |
| DLR | New | DIGITAL RLTY TR INC | $8,448,000 | – | 75,107 | – | 0.14% | – |
| MDT | Sell | MEDTRONIC PLC | $8,073,000 | +3.2% | 82,071 | -10.2% | 0.14% | +2.3% |
| IRM | Sell | IRON MTN INC NEW | $8,012,000 | -3.7% | 232,095 | -2.4% | 0.13% | -5.0% |
| TTE | Sell | TOTAL S Asponsored adr | $6,719,000 | +1.2% | 104,346 | -4.8% | 0.11% | +0.9% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $6,094,000 | -6.2% | 89,433 | -4.7% | 0.10% | -7.3% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $5,598,000 | +11.0% | 141,465 | -1.5% | 0.09% | +10.6% |
| ET | Buy | ENERGY TRANSFER EQUITY L P | $5,538,000 | +2.3% | 317,738 | +1.3% | 0.09% | +1.1% |
| NGG | Sell | NATIONAL GRID PLCsponsored adr ne | $5,174,000 | -7.5% | 99,766 | -0.4% | 0.09% | -8.4% |
| EPD | Sell | ENTERPRISE PRODS PARTNERS L | $4,566,000 | +1.9% | 158,914 | -1.8% | 0.08% | +1.3% |
| CUBE | Sell | CUBESMART | $4,523,000 | -12.1% | 158,524 | -0.7% | 0.08% | -12.6% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $4,498,000 | +66.2% | 29,853 | +47.9% | 0.08% | +63.0% |
| VOD | Sell | VODAFONE GROUP PLC NEWsponsored adr | $4,414,000 | -60.0% | 203,392 | -55.2% | 0.07% | -60.4% |
| E | Sell | ENI S P Asponsored adr | $4,047,000 | -1.2% | 107,466 | -2.7% | 0.07% | -1.4% |
| FB | Buy | FACEBOOK INCcl a | $2,474,000 | -14.0% | 15,041 | +1.5% | 0.04% | -16.3% |
| WFC | Sell | WELLS FARGO CO NEW | $1,918,000 | -55.6% | 36,487 | -53.2% | 0.03% | -56.2% |
| AMZN | Sell | AMAZON COM INC | $1,741,000 | +16.4% | 869 | -1.2% | 0.03% | +16.0% |
| DWDP | Sell | DOWDUPONT INC | $1,757,000 | -87.2% | 27,314 | -86.9% | 0.03% | -87.6% |
| DSGX | Sell | DESCARTES SYS GROUP INC | $1,592,000 | +3.8% | 46,975 | -0.2% | 0.03% | +3.8% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $1,600,000 | +12.4% | 11,441 | +0.4% | 0.03% | +12.5% |
| EMR | Sell | EMERSON ELEC CO | $1,491,000 | +7.8% | 19,474 | -2.7% | 0.02% | +8.7% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,465,000 | +7.7% | 13,761 | -0.9% | 0.02% | +8.7% |
| NKE | Sell | NIKE INCcl b | $1,359,000 | -5.4% | 16,041 | -11.1% | 0.02% | -4.2% |
| ORCL | Buy | ORACLE CORP | $1,400,000 | +24.8% | 27,162 | +6.6% | 0.02% | +21.1% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $1,392,000 | +20.4% | 39,312 | +11.6% | 0.02% | +15.0% |
| BAX | Buy | BAXTER INTL INC | $1,303,000 | +9.6% | 16,899 | +5.0% | 0.02% | +10.0% |
| IMO | Sell | IMPERIAL OIL LTD | $1,213,000 | -3.7% | 37,513 | -1.0% | 0.02% | -4.8% |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,113,000 | – | 5,200 | – | 0.02% | – |
| GOOG | Sell | ALPHABET INCcap stk cl c | $1,044,000 | +0.2% | 875 | -6.3% | 0.02% | 0.0% |
| ZBH | Buy | ZIMMER BIOMET HLDGS INC | $1,060,000 | +27.4% | 8,062 | +7.9% | 0.02% | +28.6% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $1,038,000 | +23.9% | 6,862 | +14.5% | 0.02% | +21.4% |
| TECK | Sell | TECK RESOURCES LTDcl b | $757,000 | -11.6% | 31,433 | -6.4% | 0.01% | -7.1% |
| UL | Buy | UNILEVER PLCspon adr new | $794,000 | +4.1% | 14,444 | +4.6% | 0.01% | 0.0% |
| MKL | New | MARKEL CORP | $670,000 | – | 564 | – | 0.01% | – |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $647,000 | -5.3% | 3,359 | -16.4% | 0.01% | -8.3% |
| WP | Sell | WORLDPAY INCcl a | $578,000 | +16.5% | 5,703 | -5.9% | 0.01% | +25.0% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $585,000 | +31.5% | 1,447 | +12.1% | 0.01% | +25.0% |
| COF | Buy | CAPITAL ONE FINL CORP | $576,000 | +178.3% | 6,071 | +169.2% | 0.01% | +150.0% |
| CSCO | Sell | CISCO SYS INC | $510,000 | -95.4% | 10,482 | -95.9% | 0.01% | -95.2% |
| JEF | New | JEFFERIES FINL GROUP INC | $518,000 | – | 23,604 | – | 0.01% | – |
| PSX | New | PHILLIPS 66 | $565,000 | – | 5,012 | – | 0.01% | – |
| BPOP | New | POPULAR INC | $539,000 | – | 10,518 | – | 0.01% | – |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $545,000 | +98.2% | 2,129 | +67.8% | 0.01% | +80.0% |
| TGE | New | TALLGRASS ENERGY LP | $566,000 | – | 24,000 | – | 0.01% | – |
| TSS | Sell | TOTAL SYS SVCS INC | $544,000 | +2.3% | 5,509 | -12.4% | 0.01% | 0.0% |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $516,000 | – | 9,926 | – | 0.01% | – |
| URI | Sell | UNITED RENTALS INC | $511,000 | +8.7% | 3,123 | -1.9% | 0.01% | +12.5% |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $534,000 | – | 1,639 | – | 0.01% | – |
| CELG | Buy | CELGENE CORP | $524,000 | +142.6% | 5,860 | +115.0% | 0.01% | +125.0% |
| ADBE | Sell | ADOBE SYS INC | $449,000 | -2.0% | 1,665 | -11.3% | 0.01% | 0.0% |
| MPLX | Sell | MPLX LP | $489,000 | -11.4% | 14,096 | -12.8% | 0.01% | -11.1% |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $488,000 | – | 23,977 | – | 0.01% | – |
| INTC | Sell | INTEL CORP | $491,000 | -93.8% | 10,391 | -93.5% | 0.01% | -94.0% |
| TAP | Buy | MOLSON COORS BREWING COcl b | $454,000 | +38.8% | 7,380 | +53.5% | 0.01% | +33.3% |
| CFG | Sell | CITIZENS FINL GROUP INC | $480,000 | -2.6% | 12,442 | -1.8% | 0.01% | 0.0% |
| PACW | Sell | PACWEST BANCORP DEL | $452,000 | -5.4% | 9,492 | -1.8% | 0.01% | 0.0% |
| CMI | Sell | CUMMINS INC | $391,000 | -9.3% | 2,679 | -17.3% | 0.01% | 0.0% |
| FTNT | Sell | FORTINET INC | $395,000 | -29.8% | 4,285 | -52.5% | 0.01% | -30.0% |
| CVS | New | CVS HEALTH CORP | $400,000 | – | 5,080 | – | 0.01% | – |
| KAR | Sell | KAR AUCTION SVCS INC | $436,000 | -15.0% | 7,303 | -22.1% | 0.01% | -22.2% |
| AMAT | Sell | APPLIED MATLS INC | $398,000 | -17.9% | 10,305 | -1.9% | 0.01% | -12.5% |
| ARMK | Sell | ARAMARK | $431,000 | +0.9% | 10,010 | -12.9% | 0.01% | 0.0% |
| DHI | Sell | D R HORTON INC | $423,000 | +1.0% | 10,032 | -1.8% | 0.01% | 0.0% |
| KLAC | Buy | KLA-TENCOR CORP | $443,000 | +54.4% | 4,359 | +55.8% | 0.01% | +40.0% |
| KR | New | KROGER CO | $441,000 | – | 15,149 | – | 0.01% | – |
| CTXS | Sell | CITRIX SYS INC | $438,000 | -5.4% | 3,936 | -10.8% | 0.01% | -12.5% |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $445,000 | – | 6,103 | – | 0.01% | – |
| NCLH | Sell | NORWEGIAN CRUISE LINE HLDG L | $407,000 | +14.0% | 7,093 | -6.2% | 0.01% | +16.7% |
| NTAP | New | NETAPP INC | $395,000 | – | 4,600 | – | 0.01% | – |
| CNC | Sell | CENTENE CORP DEL | $394,000 | -35.3% | 2,721 | -44.9% | 0.01% | -30.0% |
| LNG | Sell | CHENIERE ENERGY INC | $359,000 | -35.9% | 5,168 | -39.9% | 0.01% | -33.3% |
| MU | Sell | MICRON TECHNOLOGY INC | $375,000 | -16.1% | 8,294 | -2.7% | 0.01% | -25.0% |
| ILMN | New | ILLUMINA INC | $350,000 | – | 953 | – | 0.01% | – |
| PBF | Sell | PBF ENERGY INCcl a | $283,000 | -6.6% | 5,667 | -21.7% | 0.01% | 0.0% |
| NFLX | Sell | NETFLIX INC | $307,000 | -65.2% | 821 | -63.5% | 0.01% | -66.7% |
| GOOGL | New | ALPHABET INCcap stk cl a | $290,000 | – | 240 | – | 0.01% | – |
| LRCX | Sell | LAM RESEARCH CORP | $268,000 | -97.9% | 1,764 | -97.6% | 0.00% | -98.1% |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $263,000 | – | 3,406 | – | 0.00% | – |
| BKNG | New | BOOKING HLDGS INC | $258,000 | – | 130 | – | 0.00% | – |
| NLY | New | ANNALY CAP MGMT INC | $161,000 | – | 15,724 | – | 0.00% | – |
| INVA | Buy | INNOVIVA INC | $180,000 | +24.1% | 11,815 | +12.1% | 0.00% | +50.0% |
| DLTR | New | DOLLAR TREE INC | $204,000 | – | 2,500 | – | 0.00% | – |
| TKR | Sell | TIMKEN CO | $208,000 | -58.3% | 4,173 | -63.6% | 0.00% | -62.5% |
| SAND | Sell | SANDSTORM GOLD LTD | $122,000 | -35.8% | 32,700 | -22.5% | 0.00% | -33.3% |
| OR | Sell | OSISKO GOLD ROYALTIES LTD | $81,000 | -38.2% | 10,680 | -22.5% | 0.00% | -50.0% |
| SAN | Sell | BANCO SANTANDER SAadr | $52,000 | -32.5% | 10,465 | -27.0% | 0.00% | 0.0% |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -6,151 | – | -0.00% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -486 | – | -0.00% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -3,249 | – | -0.00% | – |
| EPAM | Exit | EPAM SYS INC | $0 | – | -1,911 | – | -0.00% | – |
| FSV | Exit | FIRSTSERVICE CORP NEWsub vtg sh | $0 | – | -3,600 | – | -0.01% | – |
| NVR | Exit | NVR INC | $0 | – | -96 | – | -0.01% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -5,299 | – | -0.01% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -6,686 | – | -0.01% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -4,530 | – | -0.01% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -8,895 | – | -0.01% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -3,166 | – | -0.01% | – |
| TEP | Exit | TALLGRASS ENERGY PARTNERS LP | $0 | – | -12,000 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -6,416 | – | -0.01% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -10,320 | – | -0.01% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -24,311 | – | -0.04% | – |
| WBK | Exit | WESTPAC BKG CORPsponsored adr | $0 | – | -113,388 | – | -0.04% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -5,439 | – | -0.05% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -59,021 | – | -0.08% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -76,402 | – | -0.10% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -228,498 | – | -0.14% | – |
| XLNX | Exit | XILINX INC | $0 | – | -124,677 | – | -0.14% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -337,003 | – | -0.16% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | TORONTO DOMINION BK ONT | $427,360,000 | – | 7,382,365 | – | 7.23% | – |
| BNS | New | BANK N S HALIFAX | $382,815,000 | – | 6,759,465 | – | 6.48% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $297,124,000 | – | 3,945,266 | – | 5.02% | – |
| BMO | New | BANK MONTREAL QUE | $279,622,000 | – | 3,616,781 | – | 4.73% | – |
| CNQ | New | CANADIAN NAT RES LTD | $271,990,000 | – | 7,534,371 | – | 4.60% | – |
| MFC | New | MANULIFE FINL CORP | $215,353,000 | – | 11,983,943 | – | 3.64% | – |
| TRP | New | TRANSCANADA CORP | $192,050,000 | – | 4,437,960 | – | 3.25% | – |
| SU | New | SUNCOR ENERGY INC NEW | $176,683,000 | – | 4,340,809 | – | 2.99% | – |
| GIB | New | GROUPE CGI INCcl a sub vtg | $175,709,000 | – | 2,772,209 | – | 2.97% | – |
| OTEX | New | OPEN TEXT CORP | $171,271,000 | – | 4,865,340 | – | 2.90% | – |
| CP | New | CANADIAN PAC RY LTD | $169,411,000 | – | 924,270 | – | 2.86% | – |
| PBA | New | PEMBINA PIPELINE CORP | $162,990,000 | – | 4,705,353 | – | 2.76% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $134,668,000 | – | 2,834,853 | – | 2.28% | – |
| WCN | New | WASTE CONNECTIONS INC | $123,660,000 | – | 1,641,317 | – | 2.09% | – |
| ENB | New | ENBRIDGE INC | $115,231,000 | – | 3,222,570 | – | 1.95% | – |
| GG | New | GOLDCORP INC NEW | $113,581,000 | – | 8,271,004 | – | 1.92% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $111,703,000 | – | 3,964,971 | – | 1.89% | – |
| FTS | New | FORTIS INC | $111,330,000 | – | 3,482,445 | – | 1.88% | – |
| TU | New | TELUS CORP | $110,251,000 | – | 3,103,082 | – | 1.86% | – |
| CM | New | CDN IMPERIAL BK COMM TORONTO | $109,487,000 | – | 1,258,399 | – | 1.85% | – |
| NTR | New | NUTRIEN LTD | $109,272,000 | – | 2,008,215 | – | 1.85% | – |
| VET | New | VERMILION ENERGY INC | $109,203,000 | – | 3,027,556 | – | 1.85% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $106,175,000 | – | 2,616,850 | – | 1.80% | – |
| MEOH | New | METHANEX CORP | $96,720,000 | – | 1,367,568 | – | 1.64% | – |
| ECA | New | ENCANA CORP | $87,168,000 | – | 6,672,909 | – | 1.47% | – |
| CNI | New | CANADIAN NATL RY CO | $79,139,000 | – | 967,360 | – | 1.34% | – |
| TRI | New | THOMSON REUTERS CORP | $67,016,000 | – | 1,660,429 | – | 1.13% | – |
| STN | New | STANTEC INC | $66,718,000 | – | 2,593,762 | – | 1.13% | – |
| BCE | New | BCE INC | $62,571,000 | – | 1,544,776 | – | 1.06% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $57,221,000 | – | 1,247,921 | – | 0.97% | – |
| MGA | New | MAGNA INTL INC | $56,140,000 | – | 965,092 | – | 0.95% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $54,545,000 | – | 1,816,892 | – | 0.92% | – |
| SLF | New | SUN LIFE FINL INC | $54,382,000 | – | 1,353,020 | – | 0.92% | – |
| ERF | New | ENERPLUS CORP | $47,580,000 | – | 3,771,995 | – | 0.80% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $46,338,000 | – | 4,795,800 | – | 0.78% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $45,768,000 | – | 2,246,381 | – | 0.77% | – |
| FNV | New | FRANCO NEVADA CORP | $44,580,000 | – | 610,697 | – | 0.75% | – |
| CCJ | New | CAMECO CORP | $40,487,000 | – | 3,598,097 | – | 0.68% | – |
| MSFT | New | MICROSOFT CORP | $29,567,000 | – | 299,837 | – | 0.50% | – |
| JNJ | New | JOHNSON & JOHNSON | $29,115,000 | – | 239,942 | – | 0.49% | – |
| AAPL | New | APPLE INC | $28,989,000 | – | 156,604 | – | 0.49% | – |
| BAC | New | BANK AMER CORP | $26,148,000 | – | 927,577 | – | 0.44% | – |
| MCD | New | MCDONALDS CORP | $24,228,000 | – | 154,624 | – | 0.41% | – |
| JPM | New | JPMORGAN CHASE & CO | $22,380,000 | – | 214,776 | – | 0.38% | – |
| CLS | New | CELESTICA INC | $20,520,000 | – | 1,725,600 | – | 0.35% | – |
| DUK | New | DUKE ENERGY CORP NEW | $18,910,000 | – | 239,125 | – | 0.32% | – |
| T | New | AT&T INC | $18,432,000 | – | 574,033 | – | 0.31% | – |
| DRI | New | DARDEN RESTAURANTS INC | $17,899,000 | – | 167,191 | – | 0.30% | – |
| ABBV | New | ABBVIE INC | $17,019,000 | – | 183,694 | – | 0.29% | – |
| MO | New | ALTRIA GROUP INC | $16,435,000 | – | 289,393 | – | 0.28% | – |
| TXN | New | TEXAS INSTRS INC | $16,035,000 | – | 145,438 | – | 0.27% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $15,944,000 | – | 603,712 | – | 0.27% | – |
| RTN | New | RAYTHEON CO | $15,687,000 | – | 81,203 | – | 0.26% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $15,676,000 | – | 113,154 | – | 0.26% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $15,078,000 | – | 215,246 | – | 0.26% | – |
| EXC | New | EXELON CORP | $14,991,000 | – | 351,903 | – | 0.25% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $13,979,000 | – | 277,859 | – | 0.24% | – |
| DWDP | New | DOWDUPONT INC | $13,760,000 | – | 208,742 | – | 0.23% | – |
| AVGO | New | BROADCOM INC | $13,694,000 | – | 56,436 | – | 0.23% | – |
| LMT | New | LOCKHEED MARTIN CORP | $13,658,000 | – | 46,232 | – | 0.23% | – |
| LRCX | New | LAM RESEARCH CORP | $12,525,000 | – | 72,463 | – | 0.21% | – |
| ACN | New | ACCENTURE PLC IRELAND | $11,951,000 | – | 73,056 | – | 0.20% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $11,412,000 | – | 226,646 | – | 0.19% | – |
| NVO | New | NOVO-NORDISK A Sadr | $11,155,000 | – | 241,868 | – | 0.19% | – |
| AMGN | New | AMGEN INC | $11,031,000 | – | 59,761 | – | 0.19% | – |
| CSCO | New | CISCO SYS INC | $11,078,000 | – | 257,448 | – | 0.19% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $11,039,000 | – | 454,095 | – | 0.19% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $10,993,000 | – | 44,808 | – | 0.19% | – |
| PG | New | PROCTER AND GAMBLE CO | $10,617,000 | – | 136,007 | – | 0.18% | – |
| PFE | New | PFIZER INC | $10,147,000 | – | 279,699 | – | 0.17% | – |
| RSG | New | REPUBLIC SVCS INC | $9,798,000 | – | 143,325 | – | 0.17% | – |
| PAYX | New | PAYCHEX INC | $9,814,000 | – | 143,583 | – | 0.17% | – |
| PHM | New | PULTE GROUP INC | $9,689,000 | – | 337,003 | – | 0.16% | – |
| WM | New | WASTE MGMT INC DEL | $9,264,000 | – | 113,894 | – | 0.16% | – |
| WEC | New | WEC ENERGY GROUP INC | $9,214,000 | – | 142,523 | – | 0.16% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $9,154,000 | – | 651,981 | – | 0.16% | – |
| ADI | New | ANALOG DEVICES INC | $9,068,000 | – | 94,536 | – | 0.15% | – |
| SYK | New | STRYKER CORP | $8,866,000 | – | 52,503 | – | 0.15% | – |
| UN | New | UNILEVER N V | $8,835,000 | – | 158,552 | – | 0.15% | – |
| HD | New | HOME DEPOT INC | $8,786,000 | – | 45,035 | – | 0.15% | – |
| APD | New | AIR PRODS & CHEMS INC | $8,663,000 | – | 55,628 | – | 0.15% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $8,354,000 | – | 204,795 | – | 0.14% | – |
| IRM | New | IRON MTN INC NEW | $8,322,000 | – | 237,709 | – | 0.14% | – |
| TRGP | New | TARGA RES CORP | $8,212,000 | – | 165,924 | – | 0.14% | – |
| KMB | New | KIMBERLY CLARK CORP | $8,235,000 | – | 78,178 | – | 0.14% | – |
| XLNX | New | XILINX INC | $8,136,000 | – | 124,677 | – | 0.14% | – |
| NBL | New | NOBLE ENERGY INC | $8,061,000 | – | 228,498 | – | 0.14% | – |
| INTC | New | INTEL CORP | $7,911,000 | – | 159,148 | – | 0.13% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $7,795,000 | – | 91,299 | – | 0.13% | – |
| MDT | New | MEDTRONIC PLC | $7,823,000 | – | 91,382 | – | 0.13% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $7,241,000 | – | 95,860 | – | 0.12% | – |
| TTE | New | TOTAL S Asponsored adr | $6,640,000 | – | 109,638 | – | 0.11% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $6,495,000 | – | 93,812 | – | 0.11% | – |
| PM | New | PHILIP MORRIS INTL INC | $6,169,000 | – | 76,402 | – | 0.10% | – |
| NGG | New | NATIONAL GRID PLCsponsored adr ne | $5,595,000 | – | 100,176 | – | 0.10% | – |
| ET | New | ENERGY TRANSFER EQUITY L P | $5,412,000 | – | 313,761 | – | 0.09% | – |
| CUBE | New | CUBESMART | $5,144,000 | – | 159,641 | – | 0.09% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $5,033,000 | – | 59,021 | – | 0.08% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $5,043,000 | – | 143,632 | – | 0.08% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $4,479,000 | – | 161,887 | – | 0.08% | – |
| WFC | New | WELLS FARGO CO NEW | $4,323,000 | – | 77,977 | – | 0.07% | – |
| E | New | ENI S P Asponsored adr | $4,098,000 | – | 110,406 | – | 0.07% | – |
| SNY | New | SANOFIsponsored adr | $3,797,000 | – | 94,892 | – | 0.06% | – |
| FB | New | FACEBOOK INCcl a | $2,878,000 | – | 14,812 | – | 0.05% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $2,707,000 | – | 20,181 | – | 0.05% | – |
| BLK | New | BLACKROCK INC | $2,714,000 | – | 5,439 | – | 0.05% | – |
| WBK | New | WESTPAC BKG CORPsponsored adr | $2,458,000 | – | 113,388 | – | 0.04% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $2,450,000 | – | 24,311 | – | 0.04% | – |
| CVX | New | CHEVRON CORP NEW | $1,692,000 | – | 13,386 | – | 0.03% | – |
| DSGX | New | DESCARTES SYS GROUP INC | $1,533,000 | – | 47,050 | – | 0.03% | – |
| AMZN | New | AMAZON COM INC | $1,496,000 | – | 880 | – | 0.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $1,424,000 | – | 11,391 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $1,437,000 | – | 18,040 | – | 0.02% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,360,000 | – | 13,880 | – | 0.02% | – |
| EMR | New | EMERSON ELEC CO | $1,383,000 | – | 20,008 | – | 0.02% | – |
| WMT | New | WALMART INC | $1,322,000 | – | 15,431 | – | 0.02% | – |
| IMO | New | IMPERIAL OIL LTD | $1,260,000 | – | 37,901 | – | 0.02% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,156,000 | – | 35,231 | – | 0.02% | – |
| BAX | New | BAXTER INTL INC | $1,189,000 | – | 16,097 | – | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $1,103,000 | – | 10,381 | – | 0.02% | – |
| ORCL | New | ORACLE CORP | $1,122,000 | – | 25,473 | – | 0.02% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $1,042,000 | – | 934 | – | 0.02% | – |
| NFLX | New | NETFLIX INC | $881,000 | – | 2,251 | – | 0.02% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $832,000 | – | 7,469 | – | 0.01% | – |
| TECK | New | TECK RESOURCES LTDcl b | $856,000 | – | 33,598 | – | 0.01% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $838,000 | – | 5,995 | – | 0.01% | – |
| UL | New | UNILEVER PLCspon adr new | $763,000 | – | 13,807 | – | 0.01% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $683,000 | – | 4,016 | – | 0.01% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $631,000 | – | 10,320 | – | 0.01% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $650,000 | – | 3,307 | – | 0.01% | – |
| PRU | New | PRUDENTIAL FINL INC | $600,000 | – | 6,416 | – | 0.01% | – |
| CNC | New | CENTENE CORP DEL | $609,000 | – | 4,942 | – | 0.01% | – |
| FTNT | New | FORTINET INC | $563,000 | – | 9,016 | – | 0.01% | – |
| MPLX | New | MPLX LP | $552,000 | – | 16,156 | – | 0.01% | – |
| PEGI | New | PATTERN ENERGY GROUP INCcl a | $525,000 | – | 28,000 | – | 0.01% | – |
| TSS | New | TOTAL SYS SVCS INC | $532,000 | – | 6,289 | – | 0.01% | – |
| TEP | New | TALLGRASS ENERGY PARTNERS LP | $520,000 | – | 12,000 | – | 0.01% | – |
| LNG | New | CHENIERE ENERGY INC | $560,000 | – | 8,594 | – | 0.01% | – |
| ATHN | New | ATHENAHEALTH INC | $504,000 | – | 3,166 | – | 0.01% | – |
| KAR | New | KAR AUCTION SVCS INC | $513,000 | – | 9,369 | – | 0.01% | – |
| TKR | New | TIMKEN CO | $499,000 | – | 11,465 | – | 0.01% | – |
| URI | New | UNITED RENTALS INC | $470,000 | – | 3,183 | – | 0.01% | – |
| PACW | New | PACWEST BANCORP DEL | $478,000 | – | 9,664 | – | 0.01% | – |
| AMAT | New | APPLIED MATLS INC | $485,000 | – | 10,509 | – | 0.01% | – |
| WP | New | WORLDPAY INCcl a | $496,000 | – | 6,060 | – | 0.01% | – |
| MU | New | MICRON TECHNOLOGY INC | $447,000 | – | 8,524 | – | 0.01% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $445,000 | – | 1,291 | – | 0.01% | – |
| CFG | New | CITIZENS FINL GROUP INC | $493,000 | – | 12,673 | – | 0.01% | – |
| CTXS | New | CITRIX SYS INC | $463,000 | – | 4,413 | – | 0.01% | – |
| ADBE | New | ADOBE SYS INC | $458,000 | – | 1,877 | – | 0.01% | – |
| CMI | New | CUMMINS INC | $431,000 | – | 3,238 | – | 0.01% | – |
| MAN | New | MANPOWERGROUP INC | $390,000 | – | 4,530 | – | 0.01% | – |
| TMUS | New | T MOBILE US INC | $399,000 | – | 6,686 | – | 0.01% | – |
| GIS | New | GENERAL MLS INC | $394,000 | – | 8,895 | – | 0.01% | – |
| DHI | New | D R HORTON INC | $419,000 | – | 10,216 | – | 0.01% | – |
| ARMK | New | ARAMARK | $427,000 | – | 11,496 | – | 0.01% | – |
| CMA | New | COMERICA INC | $349,000 | – | 3,836 | – | 0.01% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $327,000 | – | 4,809 | – | 0.01% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG L | $357,000 | – | 7,562 | – | 0.01% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $330,000 | – | 5,573 | – | 0.01% | – |
| KLAC | New | KLA-TENCOR CORP | $287,000 | – | 2,798 | – | 0.01% | – |
| NVR | New | NVR INC | $285,000 | – | 96 | – | 0.01% | – |
| PWR | New | QUANTA SVCS INC | $281,000 | – | 8,410 | – | 0.01% | – |
| FSV | New | FIRSTSERVICE CORP NEWsub vtg sh | $274,000 | – | 3,600 | – | 0.01% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $267,000 | – | 5,299 | – | 0.01% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $275,000 | – | 1,269 | – | 0.01% | – |
| PBF | New | PBF ENERGY INCcl a | $303,000 | – | 7,238 | – | 0.01% | – |
| D | New | DOMINION ENERGY INC | $222,000 | – | 3,249 | – | 0.00% | – |
| CELG | New | CELGENE CORP | $216,000 | – | 2,725 | – | 0.00% | – |
| COF | New | CAPITAL ONE FINL CORP | $207,000 | – | 2,255 | – | 0.00% | – |
| EPAM | New | EPAM SYS INC | $238,000 | – | 1,911 | – | 0.00% | – |
| SAND | New | SANDSTORM GOLD LTD | $190,000 | – | 42,200 | – | 0.00% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $201,000 | – | 6,151 | – | 0.00% | – |
| CSGP | New | COSTAR GROUP INC | $201,000 | – | 486 | – | 0.00% | – |
| INVA | New | INNOVIVA INC | $145,000 | – | 10,542 | – | 0.00% | – |
| OR | New | OSISKO GOLD ROYALTIES LTD | $131,000 | – | 13,780 | – | 0.00% | – |
| SAN | New | BANCO SANTANDER SAadr | $77,000 | – | 14,331 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PPPMF | Exit | PRIMERO MNG CORP | $0 | – | -662,900 | – | -0.00% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -14,331 | – | -0.00% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -21,759 | – | -0.00% | – |
| BAA | Exit | BANRO CORP | $0 | – | -445,713 | – | -0.00% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -4,722 | – | -0.00% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -4,447 | – | -0.00% | – |
| THO | Exit | THOR INDS INC | $0 | – | -1,623 | – | -0.00% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -1,516 | – | -0.00% | – |
| PCG | Exit | PG&E CORP | $0 | – | -3,068 | – | -0.00% | – |
| NVR | Exit | NVR INC | $0 | – | -76 | – | -0.00% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -3,908 | – | -0.00% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -4,703 | – | -0.00% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -2,701 | – | -0.00% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -3,525 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -869 | – | -0.00% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -67,491 | – | -0.01% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -321 | – | -0.01% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -3,737 | – | -0.01% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -7,367 | – | -0.01% | – |
| CLNS | Exit | COLONY NORTHSTAR INC | $0 | – | -24,664 | – | -0.01% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -5,379 | – | -0.01% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -5,764 | – | -0.01% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -5,260 | – | -0.01% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -3,665 | – | -0.01% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -5,783 | – | -0.01% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -9,071 | – | -0.01% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -8,229 | – | -0.01% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -8,319 | – | -0.01% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -2,278 | – | -0.01% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -5,896 | – | -0.01% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,561 | – | -0.01% | – |
| ARMK | Exit | ARAMARK | $0 | – | -9,313 | – | -0.01% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -9,546 | – | -0.01% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -7,892 | – | -0.01% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -1,214 | – | -0.01% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -4,841 | – | -0.01% | – |
| PEGI | Exit | PATTERN ENERGY GROUP INCcl a | $0 | – | -18,000 | – | -0.01% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -3,832 | – | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -2,526 | – | -0.01% | – |
| BXEFF | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -166,599 | – | -0.01% | – |
| TEP | Exit | TALLGRASS ENERGY PARTNERS LP | $0 | – | -10,000 | – | -0.01% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,814 | – | -0.01% | – |
| MPLX | Exit | MPLX LP | $0 | – | -13,570 | – | -0.01% | – |
| BA | Exit | BOEING CO | $0 | – | -1,902 | – | -0.01% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -4,593 | – | -0.01% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -8,951 | – | -0.01% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -6,677 | – | -0.01% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -3,560 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -4,978 | – | -0.01% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -657 | – | -0.01% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -8,569 | – | -0.01% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -5,682 | – | -0.01% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -17,335 | – | -0.01% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -14,912 | – | -0.01% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -12,582 | – | -0.01% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -4,983 | – | -0.01% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -7,553 | – | -0.01% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -14,510 | – | -0.01% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -8,043 | – | -0.01% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -8,568 | – | -0.02% | – |
| LXFT | Exit | LUXOFT HLDG INC | $0 | – | -24,245 | – | -0.02% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -35,250 | – | -0.02% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -47,050 | – | -0.02% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -11,274 | – | -0.02% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -195,300 | – | -0.02% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -24,604 | – | -0.02% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -18,321 | – | -0.02% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -36,888 | – | -0.02% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -101,892 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -30,846 | – | -0.02% | – |
| STB | Exit | STUDENT TRANSN INC | $0 | – | -251,700 | – | -0.02% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -17,619 | – | -0.02% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -14,796 | – | -0.03% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -138,700 | – | -0.03% | – |
| OR | Exit | OSISKO GOLD ROYALTIES LTD | $0 | – | -162,100 | – | -0.03% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -80,202 | – | -0.03% | – |
| INTC | Exit | INTEL CORP | $0 | – | -59,675 | – | -0.03% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -9,045 | – | -0.04% | – |
| CTRP | Exit | CTRIP COM INTL LTD | $0 | – | -45,610 | – | -0.04% | – |
| SAND | Exit | SANDSTORM GOLD LTD | $0 | – | -560,140 | – | -0.04% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -64,264 | – | -0.04% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -13,325 | – | -0.04% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -67,750 | – | -0.04% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -27,318 | – | -0.04% | – |
| FSV | Exit | FIRSTSERVICE CORP NEWsub vtg sh | $0 | – | -48,600 | – | -0.05% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -103,946 | – | -0.06% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -186,060 | – | -0.07% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -98,150 | – | -0.08% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -97,826 | – | -0.08% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -86,133 | – | -0.08% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -162,778 | – | -0.08% | – |
| WBK | Exit | WESTPAC BKG CORPsponsored adr | $0 | – | -226,418 | – | -0.08% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -48,990 | – | -0.09% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -84,953 | – | -0.09% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -102,483 | – | -0.09% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -128,889 | – | -0.10% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -649,237 | – | -0.10% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -71,951 | – | -0.10% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -578,585 | – | -0.11% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -97,481 | – | -0.11% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -440,653 | – | -0.11% | – |
| PFE | Exit | PFIZER INC | $0 | – | -220,886 | – | -0.12% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -98,065 | – | -0.12% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -174,931 | – | -0.13% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -39,076 | – | -0.13% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -151,464 | – | -0.13% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -105,242 | – | -0.14% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -58,064 | – | -0.14% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -236,895 | – | -0.14% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -196,163 | – | -0.14% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -385,292 | – | -0.14% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -51,673 | – | -0.14% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -208,198 | – | -0.15% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -109,700 | – | -0.15% | – |
| NGG | Exit | NATIONAL GRID PLCsponsored adr ne | $0 | – | -160,613 | – | -0.15% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -554,303 | – | -0.15% | – |
| PPL | Exit | PPL CORP | $0 | – | -274,419 | – | -0.15% | – |
| XLNX | Exit | XILINX INC | $0 | – | -151,110 | – | -0.16% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -80,350 | – | -0.16% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -553,417 | – | -0.16% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -79,352 | – | -0.17% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -76,316 | – | -0.17% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -393,239 | – | -0.18% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -89,681 | – | -0.18% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -160,813 | – | -0.19% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -191,790 | – | -0.19% | – |
| YUMC | Exit | YUM CHINA HLDGS INC | $0 | – | -315,870 | – | -0.19% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -466,305 | – | -0.19% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -158,529 | – | -0.20% | – |
| CME | Exit | CME GROUP INC | $0 | – | -98,242 | – | -0.20% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -229,677 | – | -0.21% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -255,803 | – | -0.21% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -166,172 | – | -0.21% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -122,761 | – | -0.21% | – |
| UN | Exit | UNILEVER N V | $0 | – | -255,924 | – | -0.22% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -230,203 | – | -0.24% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -220,631 | – | -0.24% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -183,197 | – | -0.24% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -181,930 | – | -0.24% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -260,829 | – | -0.24% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -9,108 | – | -0.25% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -124,492 | – | -0.26% | – |
| AVGO | Exit | BROADCOM LTD | $0 | – | -73,160 | – | -0.26% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -91,023 | – | -0.26% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -641,587 | – | -0.27% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -159,093 | – | -0.28% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -180,484 | – | -0.29% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -407,009 | – | -0.30% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -143,538 | – | -0.30% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -21,034 | – | -0.30% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -279,674 | – | -0.31% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -112,038 | – | -0.31% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -67,301 | – | -0.31% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -905,709 | – | -0.34% | – |
| T | Exit | AT&T INC | $0 | – | -590,781 | – | -0.34% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -245,653 | – | -0.35% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -169,783 | – | -0.37% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -430,698 | – | -0.40% | – |
| AAPL | Exit | APPLE INC | $0 | – | -188,561 | – | -0.43% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -236,846 | – | -0.46% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -199,101 | – | -0.46% | – |
| MITL | Exit | MITEL NETWORKS CORP | $0 | – | -5,270,290 | – | -0.65% | – |
| SLF | Exit | SUN LIFE FINL INC | $0 | – | -1,172,486 | – | -0.69% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -5,009,106 | – | -0.73% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -4,786,247 | – | -0.75% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -968,591 | – | -0.76% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -5,550,294 | – | -0.79% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -1,197,213 | – | -0.80% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -734,850 | – | -0.84% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -2,517,193 | – | -0.85% | – |
| BCE | Exit | BCE INC | $0 | – | -1,350,728 | – | -0.93% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -1,540,633 | – | -1.04% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -2,116,016 | – | -1.05% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -982,118 | – | -1.20% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -7,302,829 | – | -1.27% | – |
| TU | Exit | TELUS CORP | $0 | – | -2,490,886 | – | -1.32% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -840,258 | – | -1.33% | – |
| VET | Exit | VERMILION ENERGY INC | $0 | – | -2,832,867 | – | -1.48% | – |
| STN | Exit | STANTEC INC | $0 | – | -3,637,776 | – | -1.49% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -2,601,197 | – | -1.58% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -8,664,209 | – | -1.66% | – |
| FTS | Exit | FORTIS INC | $0 | – | -3,164,754 | – | -1.68% | – |
| CM | Exit | CDN IMPERIAL BK COMM TORONTO | $0 | – | -1,444,667 | – | -1.86% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -3,674,492 | – | -1.90% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -4,417,204 | – | -2.04% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -1,988,153 | – | -2.05% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -2,722,344 | – | -2.07% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -4,558,387 | – | -2.36% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -3,265,214 | – | -2.42% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -5,104,078 | – | -2.43% | – |
| GIB | Exit | GROUPE CGI INCcl a sub vtg | $0 | – | -3,369,589 | – | -2.58% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -1,155,041 | – | -2.86% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -4,004,507 | – | -2.92% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -6,653,708 | – | -3.29% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -6,222,855 | – | -3.83% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -13,759,111 | – | -4.12% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -4,147,909 | – | -4.63% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -4,445,146 | – | -5.07% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -7,412,100 | – | -7.02% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -9,023,277 | – | -7.49% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Sell | TORONTO DOMINION BK ONT | $506,679,000 | +9.8% | 9,023,277 | -1.6% | 7.49% | +3.9% |
| BNS | Buy | BANK N S HALIFAX | $475,157,000 | +10.8% | 7,412,100 | +3.8% | 7.02% | +4.8% |
| RY | Buy | ROYAL BK CDA MONTREAL QUE | $343,017,000 | +10.6% | 4,445,146 | +3.9% | 5.07% | +4.6% |
| BMO | Sell | BANK MONTREAL QUE | $313,084,000 | +1.7% | 4,147,909 | -1.1% | 4.63% | -3.7% |
| MFC | Sell | MANULIFE FINL CORP | $278,358,000 | +6.4% | 13,759,111 | -1.6% | 4.12% | +0.7% |
| ENB | Buy | ENBRIDGE INC | $259,248,000 | +6.8% | 6,222,855 | +2.0% | 3.83% | +1.1% |
| CNQ | Sell | CANADIAN NAT RES LTD | $222,258,000 | +7.2% | 6,653,708 | -7.5% | 3.29% | +1.5% |
| TRP | Sell | TRANSCANADA CORP | $197,399,000 | +2.1% | 4,004,507 | -1.4% | 2.92% | -3.3% |
| CP | Sell | CANADIAN PAC RY LTD | $193,495,000 | +2.7% | 1,155,041 | -1.5% | 2.86% | -2.8% |
| GIB | Buy | GROUPE CGI INCcl a sub vtg | $174,262,000 | +3.3% | 3,369,589 | +1.9% | 2.58% | -2.3% |
| OTEX | Sell | OPEN TEXT CORP | $164,253,000 | +1.7% | 5,104,078 | -0.4% | 2.43% | -3.8% |
| MEOH | Sell | METHANEX CORP | $163,644,000 | +9.8% | 3,265,214 | -3.4% | 2.42% | +3.9% |
| PBA | Sell | PEMBINA PIPELINE CORP | $159,518,000 | +3.3% | 4,558,387 | -2.3% | 2.36% | -2.2% |
| RCI | Sell | ROGERS COMMUNICATIONS INCcl b | $140,006,000 | +7.0% | 2,722,344 | -1.9% | 2.07% | +1.2% |
| WCN | Buy | WASTE CONNECTIONS INC | $138,671,000 | +9.0% | 1,988,153 | +0.5% | 2.05% | +3.1% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $137,665,000 | +0.3% | 4,417,204 | -1.2% | 2.04% | -5.0% |
| SU | Sell | SUNCOR ENERGY INC NEW | $128,440,000 | +18.0% | 3,674,492 | -1.5% | 1.90% | +11.6% |
| CM | Buy | CDN IMPERIAL BK COMM TORONTO | $126,065,000 | +16.4% | 1,444,667 | +8.3% | 1.86% | +10.2% |
| FTS | Sell | FORTIS INC | $113,278,000 | +1.9% | 3,164,754 | -0.1% | 1.68% | -3.6% |
| GG | Buy | GOLDCORP INC NEW | $112,193,000 | +38.1% | 8,664,209 | +37.3% | 1.66% | +30.6% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $107,120,000 | -0.7% | 2,601,197 | -5.5% | 1.58% | -6.0% |
| STN | Buy | STANTEC INC | $100,696,000 | +21.0% | 3,637,776 | +10.0% | 1.49% | +14.5% |
| VET | Sell | VERMILION ENERGY INC | $100,425,000 | +10.4% | 2,832,867 | -1.3% | 1.48% | +4.5% |
| AGU | Sell | AGRIUM INC | $89,811,000 | +15.5% | 840,258 | -2.2% | 1.33% | +9.3% |
| TU | Sell | TELUS CORP | $89,357,000 | -0.4% | 2,490,886 | -4.3% | 1.32% | -5.8% |
| ECA | Buy | ENCANA CORP | $85,750,000 | +86.7% | 7,302,829 | +39.7% | 1.27% | +76.6% |
| CNI | Sell | CANADIAN NATL RY CO | $81,156,000 | +0.0% | 982,118 | -1.9% | 1.20% | -5.4% |
| BEP | Sell | BROOKFIELD RENEWABLE PARTNERpartnership unit | $70,717,000 | +1.6% | 2,116,016 | -3.2% | 1.05% | -3.9% |
| TRI | Sell | THOMSON REUTERS CORP | $70,501,000 | -17.1% | 1,540,633 | -16.3% | 1.04% | -21.6% |
| BCE | Buy | BCE INC | $63,117,000 | +5.8% | 1,350,728 | +1.8% | 0.93% | +0.1% |
| SJR | Sell | SHAW COMMUNICATIONS INCcl b conv | $57,786,000 | +2.6% | 2,517,193 | -2.6% | 0.85% | -3.0% |
| FNV | Sell | FRANCO NEVADA CORP | $56,776,000 | +6.8% | 734,850 | -0.4% | 0.84% | +1.1% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $53,963,000 | +0.1% | 1,197,213 | +0.1% | 0.80% | -5.2% |
| CCJ | Sell | CAMECO CORP | $53,460,000 | +5.9% | 5,550,294 | -0.0% | 0.79% | +0.1% |
| MGA | Sell | MAGNA INTL INC | $51,555,000 | +12.7% | 968,591 | -2.1% | 0.76% | +6.6% |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $50,462,000 | -2.1% | 4,786,247 | -2.4% | 0.75% | -7.4% |
| ERF | Sell | ENERPLUS CORP | $49,288,000 | +19.2% | 5,009,106 | -1.9% | 0.73% | +12.8% |
| SLF | Sell | SUN LIFE FINL INC | $46,569,000 | +11.2% | 1,172,486 | -0.1% | 0.69% | +5.2% |
| MITL | Sell | MITEL NETWORKS CORP | $44,022,000 | +11.8% | 5,270,290 | -1.8% | 0.65% | +5.9% |
| MCD | Sell | MCDONALDS CORP | $31,195,000 | +1.0% | 199,101 | -1.2% | 0.46% | -4.4% |
| JNJ | Sell | JOHNSON & JOHNSON | $30,792,000 | -3.4% | 236,846 | -1.7% | 0.46% | -8.6% |
| AAPL | Buy | APPLE INC | $29,061,000 | +7.3% | 188,561 | +0.2% | 0.43% | +1.7% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $26,897,000 | +16.8% | 430,698 | +28.2% | 0.40% | +10.6% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $25,121,000 | +1.2% | 169,783 | -2.0% | 0.37% | -4.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $23,462,000 | +3.6% | 245,653 | -0.9% | 0.35% | -2.0% |
| T | Buy | AT&T INC | $23,141,000 | +4.0% | 590,781 | +0.2% | 0.34% | -1.7% |
| BAC | Sell | BANK AMER CORP | $22,951,000 | +1.2% | 905,709 | -3.1% | 0.34% | -4.2% |
| LMT | Sell | LOCKHEED MARTIN CORP | $20,883,000 | +9.9% | 67,301 | -1.7% | 0.31% | +4.0% |
| RTN | Sell | RAYTHEON CO | $20,904,000 | +14.2% | 112,038 | -1.2% | 0.31% | +8.0% |
| MSFT | Sell | MICROSOFT CORP | $20,833,000 | +7.7% | 279,674 | -0.4% | 0.31% | +2.0% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $20,481,000 | +11.5% | 21,034 | +6.4% | 0.30% | +5.6% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $20,268,000 | +23.4% | 143,538 | +6.2% | 0.30% | +16.7% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $20,143,000 | +7.5% | 407,009 | -3.0% | 0.30% | +1.7% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $19,731,000 | +8.7% | 180,484 | +1.9% | 0.29% | +3.2% |
| BUD | Sell | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $18,980,000 | +7.4% | 159,093 | -0.7% | 0.28% | +1.8% |
| VOD | Sell | VODAFONE GROUP PLC NEWsponsored adr | $18,260,000 | -1.6% | 641,587 | -0.7% | 0.27% | -6.9% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $17,827,000 | +11.9% | 91,023 | +5.9% | 0.26% | +6.0% |
| AVGO | Sell | BROADCOM LTD | $17,744,000 | +3.2% | 73,160 | -0.9% | 0.26% | -2.6% |
| SYK | Buy | STRYKER CORP | $17,680,000 | +6.5% | 124,492 | +4.1% | 0.26% | +0.8% |
| PCLN | Buy | PRICELINE GRP INC | $16,675,000 | +5.6% | 9,108 | +7.9% | 0.25% | 0.0% |
| MO | Buy | ALTRIA GROUP INC | $16,542,000 | -13.9% | 260,829 | +1.1% | 0.24% | -18.3% |
| ABBV | Buy | ABBVIE INC | $16,279,000 | +23.0% | 183,197 | +0.4% | 0.24% | +16.4% |
| TXN | Buy | TEXAS INSTRS INC | $16,308,000 | +25.4% | 181,930 | +7.6% | 0.24% | +18.7% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $16,005,000 | +16.3% | 220,631 | +6.5% | 0.24% | +10.2% |
| DWDP | New | DOWDUPONT INC | $15,937,000 | – | 230,203 | – | 0.24% | – |
| UN | Sell | UNILEVER N V | $15,110,000 | +5.8% | 255,924 | -0.9% | 0.22% | 0.0% |
| KMB | Sell | KIMBERLY CLARK CORP | $14,447,000 | -10.3% | 122,761 | -1.5% | 0.21% | -15.1% |
| ADI | Sell | ANALOG DEVICES INC | $14,319,000 | +6.4% | 166,172 | -4.0% | 0.21% | +1.0% |
| WFC | Sell | WELLS FARGO CO NEW | $14,108,000 | -40.8% | 255,803 | -40.5% | 0.21% | -43.8% |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $13,997,000 | -7.7% | 229,677 | -9.7% | 0.21% | -12.7% |
| CME | Buy | CME GROUP INC | $13,329,000 | +15.3% | 98,242 | +6.4% | 0.20% | +8.8% |
| DUK | Buy | DUKE ENERGY CORP NEW | $13,304,000 | +0.6% | 158,529 | +0.2% | 0.20% | -4.8% |
| PHM | Buy | PULTE GROUP INC | $12,744,000 | +63.0% | 466,305 | +46.3% | 0.19% | +54.1% |
| RSG | Sell | REPUBLIC SVCS INC | $12,670,000 | -2.4% | 191,790 | -5.9% | 0.19% | -7.9% |
| YUMC | Buy | YUM CHINA HLDGS INC | $12,625,000 | +7.2% | 315,870 | +5.8% | 0.19% | +1.6% |
| WM | Buy | WASTE MGMT INC DEL | $12,587,000 | +8.2% | 160,813 | +1.4% | 0.19% | +2.2% |
| MCO | Buy | MOODYS CORP | $12,484,000 | +21.9% | 89,681 | +6.5% | 0.18% | +15.6% |
| GXP | Sell | GREAT PLAINS ENERGY INC | $11,915,000 | +1.7% | 393,239 | -1.7% | 0.18% | -3.8% |
| APD | Buy | AIR PRODS & CHEMS INC | $11,541,000 | +8.8% | 76,316 | +3.0% | 0.17% | +3.0% |
| CB | Buy | CHUBB LIMITED | $11,312,000 | -1.5% | 79,352 | +0.5% | 0.17% | -6.7% |
| STO | Sell | STATOIL ASAsponsored adr | $11,118,000 | +20.3% | 553,417 | -1.0% | 0.16% | +13.9% |
| ACN | Buy | ACCENTURE PLC IRELAND | $10,853,000 | +35.8% | 80,350 | +24.4% | 0.16% | +28.0% |
| XLNX | Buy | XILINX INC | $10,703,000 | +27.4% | 151,110 | +15.7% | 0.16% | +20.6% |
| PPL | Sell | PPL CORP | $10,414,000 | -3.5% | 274,419 | -1.7% | 0.15% | -8.9% |
| ING | New | ING GROEP N Vsponsored adr | $10,210,000 | – | 554,303 | – | 0.15% | – |
| NGG | Sell | NATIONAL GRID PLCsponsored adr ne | $10,072,000 | -2.1% | 160,613 | -2.0% | 0.15% | -7.5% |
| PG | Sell | PROCTER AND GAMBLE CO | $9,981,000 | +4.3% | 109,700 | -0.1% | 0.15% | -0.7% |
| TRGP | Sell | TARGA RES CORP | $9,848,000 | +3.9% | 208,198 | -0.7% | 0.15% | -1.4% |
| AMGN | Sell | AMGEN INC | $9,634,000 | +7.1% | 51,673 | -1.0% | 0.14% | +1.4% |
| HBI | New | HANESBRANDS INC | $9,494,000 | – | 385,292 | – | 0.14% | – |
| HD | Buy | HOME DEPOT INC | $9,497,000 | +10.0% | 58,064 | +3.2% | 0.14% | +3.7% |
| NVO | Buy | NOVO-NORDISK A Sadr | $9,445,000 | +18.0% | 196,163 | +5.1% | 0.14% | +12.0% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $9,311,000 | -11.1% | 105,242 | -8.5% | 0.14% | -15.9% |
| PAYX | Sell | PAYCHEX INC | $9,082,000 | +4.6% | 151,464 | -0.7% | 0.13% | -1.5% |
| ULTA | Buy | ULTA BEAUTY INC | $8,834,000 | +109.5% | 39,076 | +166.3% | 0.13% | +98.5% |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $8,552,000 | – | 174,931 | – | 0.13% | – |
| NVS | Buy | NOVARTIS A Gsponsored adr | $8,419,000 | +18.3% | 98,065 | +15.1% | 0.12% | +11.7% |
| PFE | Sell | PFIZER INC | $7,886,000 | +5.5% | 220,886 | -0.8% | 0.12% | 0.0% |
| ET | Sell | ENERGY TRANSFER EQUITY L P | $7,659,000 | -20.6% | 440,653 | -17.9% | 0.11% | -25.2% |
| MDT | Sell | MEDTRONIC PLC | $7,581,000 | -12.5% | 97,481 | -0.1% | 0.11% | -17.0% |
| MPW | Buy | MEDICAL PPTYS TRUST INC | $7,597,000 | +3.8% | 578,585 | +1.8% | 0.11% | -1.8% |
| TIF | Buy | TIFFANY & CO NEW | $6,604,000 | +4.0% | 71,951 | +6.4% | 0.10% | -1.0% |
| CVE | Sell | CENOVUS ENERGY INC | $6,492,000 | +33.7% | 649,237 | -1.6% | 0.10% | +26.3% |
| SNY | Sell | SANOFIsponsored adr | $6,417,000 | +2.2% | 128,889 | -1.7% | 0.10% | -3.1% |
| CL | Buy | COLGATE PALMOLIVE CO | $6,189,000 | +4.8% | 84,953 | +6.6% | 0.09% | 0.0% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $6,208,000 | +11.9% | 102,483 | -1.7% | 0.09% | +5.7% |
| MON | Buy | MONSANTO CO NEW | $5,870,000 | +7.6% | 48,990 | +6.3% | 0.09% | +2.4% |
| WBK | Buy | WESTPAC BKG CORPsponsored adr | $5,710,000 | +61.2% | 226,418 | +49.6% | 0.08% | +52.7% |
| MRK | Sell | MERCK & CO INC | $5,515,000 | -0.3% | 86,133 | -0.2% | 0.08% | -4.7% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $5,515,000 | -2.5% | 162,778 | -1.9% | 0.08% | -6.8% |
| OKE | Sell | ONEOK INC NEW | $5,421,000 | -23.7% | 97,826 | -28.2% | 0.08% | -27.9% |
| TTE | Sell | TOTAL S Asponsored adr | $5,253,000 | +3.1% | 98,150 | -4.5% | 0.08% | -2.5% |
| EPD | Sell | ENTERPRISE PRODS PARTNERS L | $4,851,000 | -3.8% | 186,060 | -0.1% | 0.07% | -8.9% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $3,903,000 | -7.4% | 103,946 | -13.8% | 0.06% | -12.1% |
| FSV | Sell | FIRSTSERVICE CORP NEWsub vtg sh | $3,185,000 | -6.2% | 48,600 | -8.3% | 0.05% | -11.3% |
| PM | Sell | PHILIP MORRIS INTL INC | $3,033,000 | -7.3% | 27,318 | -2.0% | 0.04% | -11.8% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $2,751,000 | -9.5% | 67,750 | -3.9% | 0.04% | -14.6% |
| BAP | Buy | CREDICORP LTD | $2,732,000 | +17.4% | 13,325 | +2.7% | 0.04% | +11.1% |
| DHI | Sell | D R HORTON INC | $2,566,000 | -65.9% | 64,264 | -70.4% | 0.04% | -67.5% |
| SAND | Sell | SANDSTORM GOLD LTD | $2,525,000 | +7.3% | 560,140 | -8.2% | 0.04% | 0.0% |
| CTRP | Buy | CTRIP COM INTL LTD | $2,405,000 | +26.9% | 45,610 | +29.6% | 0.04% | +20.0% |
| MELI | Buy | MERCADOLIBRE INC | $2,342,000 | +8.0% | 9,045 | +4.6% | 0.04% | +2.9% |
| INTC | Sell | INTEL CORP | $2,272,000 | +10.6% | 59,675 | -2.0% | 0.03% | +6.2% |
| GEO | Sell | GEO GROUP INC NEW | $2,157,000 | -12.6% | 80,202 | -3.9% | 0.03% | -17.9% |
| OR | Sell | OSISKO GOLD ROYALTIES LTD | $2,086,000 | -3.2% | 162,100 | -8.2% | 0.03% | -8.8% |
| CVX | Buy | CHEVRON CORP NEW | $1,739,000 | +28.2% | 14,796 | +13.8% | 0.03% | +23.8% |
| AXP | Buy | AMERICAN EXPRESS CO | $1,594,000 | +13.0% | 17,619 | +5.3% | 0.02% | +9.1% |
| STB | Sell | STUDENT TRANSN INC | $1,499,000 | -9.6% | 251,700 | -8.2% | 0.02% | -15.4% |
| ORCL | Buy | ORACLE CORP | $1,491,000 | +2.1% | 30,846 | +5.8% | 0.02% | -4.3% |
| WMT | Sell | WAL-MART STORES INC | $1,432,000 | -2.4% | 18,321 | -5.5% | 0.02% | -8.7% |
| UL | Sell | UNILEVER PLCspon adr new | $1,426,000 | -1.5% | 24,604 | -8.0% | 0.02% | -8.7% |
| HBM | New | HUDBAY MINERALS INC | $1,444,000 | – | 195,300 | – | 0.02% | – |
| CMCSA | Buy | COMCAST CORP NEWcl a | $1,419,000 | +5.0% | 36,888 | +6.3% | 0.02% | 0.0% |
| PEP | Buy | PEPSICO INC | $1,256,000 | +16.1% | 11,274 | +20.3% | 0.02% | +11.8% |
| DSGX | Buy | DESCARTES SYS GROUP INC | $1,280,000 | +15.7% | 47,050 | +3.4% | 0.02% | +11.8% |
| IMO | Buy | IMPERIAL OIL LTD | $1,123,000 | +15.7% | 35,250 | +5.7% | 0.02% | +13.3% |
| LXFT | Sell | LUXOFT HLDG INC | $1,159,000 | -51.2% | 24,245 | -37.8% | 0.02% | -54.1% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $1,029,000 | +15.9% | 8,568 | +6.7% | 0.02% | +7.1% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $934,000 | +4.6% | 8,043 | +10.0% | 0.01% | 0.0% |
| BAX | Buy | BAXTER INTL INC | $911,000 | +9.8% | 14,510 | +5.8% | 0.01% | 0.0% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $884,000 | -10.3% | 7,553 | -1.6% | 0.01% | -13.3% |
| FB | Buy | FACEBOOK INCcl a | $851,000 | +13.3% | 4,983 | +0.1% | 0.01% | +8.3% |
| EMR | Buy | EMERSON ELEC CO | $791,000 | +16.0% | 12,582 | +10.0% | 0.01% | +9.1% |
| GIS | Sell | GENERAL MLS INC | $772,000 | -6.7% | 14,912 | -0.1% | 0.01% | -15.4% |
| JCI | Buy | JOHNSON CTLS INTL PLC | $698,000 | +23.8% | 17,335 | +33.2% | 0.01% | +11.1% |
| DRI | Buy | DARDEN RESTAURANTS INC | $675,000 | +109.6% | 8,569 | +140.4% | 0.01% | +100.0% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $630,000 | +31.5% | 657 | +24.7% | 0.01% | +28.6% |
| CELG | Sell | CELGENE CORP | $519,000 | +10.0% | 3,560 | -2.0% | 0.01% | +14.3% |
| GILD | New | GILEAD SCIENCES INC | $541,000 | – | 6,677 | – | 0.01% | – |
| BXEFF | New | BELLATRIX EXPLORATION LTD | $474,000 | – | 166,599 | – | 0.01% | – |
| MPLX | New | MPLX LP | $475,000 | – | 13,570 | – | 0.01% | – |
| CNC | Buy | CENTENE CORP DEL | $444,000 | +72.1% | 4,593 | +42.2% | 0.01% | +75.0% |
| LRCX | Buy | LAM RESEARCH CORP | $467,000 | +37.8% | 2,526 | +5.4% | 0.01% | +40.0% |
| AMAT | Sell | APPLIED MATLS INC | $466,000 | +23.6% | 8,951 | -2.0% | 0.01% | +16.7% |
| AET | New | AETNA INC NEW | $447,000 | – | 2,814 | – | 0.01% | – |
| TEP | New | TALLGRASS ENERGY PARTNERS LP | $479,000 | – | 10,000 | – | 0.01% | – |
| BA | Sell | BOEING CO | $484,000 | +18.3% | 1,902 | -8.0% | 0.01% | +16.7% |
| NKE | Sell | NIKE INCcl b | $427,000 | -53.4% | 8,229 | -47.1% | 0.01% | -57.1% |
| KLAC | Buy | KLA-TENCOR CORP | $406,000 | +31.4% | 3,832 | +13.4% | 0.01% | +20.0% |
| ETFC | New | E TRADE FINANCIAL CORP | $416,000 | – | 9,546 | – | 0.01% | – |
| PGR | Sell | PROGRESSIVE CORP OHIO | $403,000 | +2.0% | 8,319 | -7.2% | 0.01% | 0.0% |
| CMI | Sell | CUMMINS INC | $430,000 | +1.4% | 2,561 | -2.0% | 0.01% | -14.3% |
| QCOM | Sell | QUALCOMM INC | $409,000 | -21.3% | 7,892 | -16.2% | 0.01% | -25.0% |
| SHW | New | SHERWIN WILLIAMS CO | $435,000 | – | 1,214 | – | 0.01% | – |
| CVS | Sell | CVS HEALTH CORP | $394,000 | -94.8% | 4,841 | -94.9% | 0.01% | -95.0% |
| CI | Sell | CIGNA CORPORATION | $426,000 | -2.3% | 2,278 | -12.5% | 0.01% | -14.3% |
| TSN | Sell | TYSON FOODS INCcl a | $415,000 | +5.9% | 5,896 | -5.8% | 0.01% | 0.0% |
| ARMK | Sell | ARAMARK | $378,000 | -6.9% | 9,313 | -6.1% | 0.01% | 0.0% |
| CLNS | Buy | COLONY NORTHSTAR INC | $310,000 | -2.8% | 24,664 | +8.9% | 0.01% | 0.0% |
| TSS | Sell | TOTAL SYS SVCS INC | $352,000 | +4.5% | 5,379 | -6.9% | 0.01% | 0.0% |
| GLPI | New | GAMING & LEISURE PPTYS INC | $335,000 | – | 9,071 | – | 0.01% | – |
| VNTV | Sell | VANTIV INCcl a | $371,000 | +3.1% | 5,260 | -7.5% | 0.01% | -16.7% |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $363,000 | – | 3,665 | – | 0.01% | – |
| TAP | Sell | MOLSON COORS BREWING COcl b | $305,000 | -7.3% | 3,737 | -2.0% | 0.01% | 0.0% |
| TMUS | Buy | T MOBILE US INC | $355,000 | +10.6% | 5,764 | +8.9% | 0.01% | 0.0% |
| ODP | Sell | OFFICE DEPOT INC | $306,000 | -24.6% | 67,491 | -6.3% | 0.01% | -16.7% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $350,000 | +56.2% | 7,367 | +65.6% | 0.01% | +66.7% |
| AEE | Sell | AMEREN CORP | $334,000 | -0.6% | 5,783 | -6.0% | 0.01% | 0.0% |
| AMZN | Sell | AMAZON COM INC | $309,000 | -48.9% | 321 | -48.6% | 0.01% | -44.4% |
| BIIB | New | BIOGEN INC | $272,000 | – | 869 | – | 0.00% | – |
| TROW | New | PRICE T ROWE GROUP INC | $245,000 | – | 2,701 | – | 0.00% | – |
| D | Sell | DOMINION ENERGY INC | $271,000 | -0.7% | 3,525 | -1.0% | 0.00% | 0.0% |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $254,000 | – | 4,703 | – | 0.00% | – |
| SYY | Sell | SYSCO CORP | $211,000 | -95.9% | 3,908 | -96.2% | 0.00% | -96.3% |
| NVR | Sell | NVR INC | $217,000 | 0.0% | 76 | -15.6% | 0.00% | 0.0% |
| MS | Sell | MORGAN STANLEY | $227,000 | +5.1% | 4,722 | -2.4% | 0.00% | 0.0% |
| URI | New | UNITED RENTALS INC | $210,000 | – | 1,516 | – | 0.00% | – |
| FAF | New | FIRST AMERN FINL CORP | $222,000 | – | 4,447 | – | 0.00% | – |
| THO | New | THOR INDS INC | $204,000 | – | 1,623 | – | 0.00% | – |
| PCG | Sell | PG&E CORP | $209,000 | +0.5% | 3,068 | -2.0% | 0.00% | 0.0% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored adr | $140,000 | -44.0% | 21,759 | -41.2% | 0.00% | -50.0% |
| PPPMF | Sell | PRIMERO MNG CORP | $48,000 | -80.8% | 662,900 | -8.1% | 0.00% | -75.0% |
| SAN | Sell | BANCO SANTANDER SAadr | $99,000 | -29.8% | 14,331 | -32.2% | 0.00% | -50.0% |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -943 | – | -0.00% | – |
| NTTYY | Exit | NIPPON TELEG TEL CORPsponsored adr | $0 | – | -4,316 | – | -0.00% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -1,371 | – | -0.00% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -5,314 | – | -0.00% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -4,949 | – | -0.00% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -11,413 | – | -0.00% | – |
| MMM | Exit | 3M CO | $0 | – | -1,210 | – | -0.00% | – |
| LHO | Exit | LASALLE HOTEL PPTYS | $0 | – | -8,363 | – | -0.00% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -4,867 | – | -0.01% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -2,623 | – | -0.01% | – |
| EXC | Exit | EXELON CORP | $0 | – | -8,629 | – | -0.01% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -4,112 | – | -0.01% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -906,000 | – | -0.01% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -12,866 | – | -0.02% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -151,850 | – | -0.09% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -84,613 | – | -0.10% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -146,500 | – | -0.13% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -106,302 | – | -0.18% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -213,287 | – | -0.21% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -218,504 | – | -0.22% | – |
| TAHO | Exit | TAHOE RES INC | $0 | – | -3,234,485 | – | -0.44% | – |
| EGO | Exit | ELDORADO GOLD CORP NEW | $0 | – | -12,667,702 | – | -0.52% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | TORONTO DOMINION BK ONT | $461,521,000 | – | 9,168,969 | – | 7.21% | – |
| BNS | New | BANK N S HALIFAX | $428,880,000 | – | 7,137,734 | – | 6.70% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $310,221,000 | – | 4,277,402 | – | 4.85% | – |
| BMO | New | BANK MONTREAL QUE | $307,736,000 | – | 4,195,900 | – | 4.81% | – |
| MFC | New | MANULIFE FINL CORP | $261,699,000 | – | 13,976,274 | – | 4.09% | – |
| ENB | New | ENBRIDGE INC | $242,754,000 | – | 6,100,805 | – | 3.79% | – |
| CNQ | New | CANADIAN NAT RES LTD | $207,298,000 | – | 7,192,271 | – | 3.24% | – |
| TRP | New | TRANSCANADA CORP | $193,307,000 | – | 4,059,707 | – | 3.02% | – |
| CP | New | CANADIAN PAC RY LTD | $188,380,000 | – | 1,172,175 | – | 2.94% | – |
| GIB | New | GROUPE CGI INCcl a sub vtg | $168,691,000 | – | 3,305,337 | – | 2.64% | – |
| OTEX | New | OPEN TEXT CORP | $161,503,000 | – | 5,122,873 | – | 2.52% | – |
| PBA | New | PEMBINA PIPELINE CORP | $154,356,000 | – | 4,665,890 | – | 2.41% | – |
| MEOH | New | METHANEX CORP | $149,045,000 | – | 3,380,003 | – | 2.33% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $137,195,000 | – | 4,469,764 | – | 2.14% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $130,894,000 | – | 2,774,534 | – | 2.04% | – |
| WCN | New | WASTE CONNECTIONS INC | $127,265,000 | – | 1,978,076 | – | 1.99% | – |
| FTS | New | FORTIS INC | $111,175,000 | – | 3,166,703 | – | 1.74% | – |
| SU | New | SUNCOR ENERGY INC NEW | $108,856,000 | – | 3,729,946 | – | 1.70% | – |
| CM | New | CDN IMPERIAL BK COMM TORONTO | $108,265,000 | – | 1,333,717 | – | 1.69% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $107,892,000 | – | 2,752,540 | – | 1.69% | – |
| VET | New | VERMILION ENERGY INC | $90,935,000 | – | 2,869,750 | – | 1.42% | – |
| TU | New | TELUS CORP | $89,741,000 | – | 2,602,417 | – | 1.40% | – |
| TRI | New | THOMSON REUTERS CORP | $85,090,000 | – | 1,839,971 | – | 1.33% | – |
| STN | New | STANTEC INC | $83,187,000 | – | 3,307,843 | – | 1.30% | – |
| GG | New | GOLDCORP INC NEW | $81,262,000 | – | 6,309,932 | – | 1.27% | – |
| CNI | New | CANADIAN NATL RY CO | $81,138,000 | – | 1,001,158 | – | 1.27% | – |
| AGU | New | AGRIUM INC | $77,784,000 | – | 859,241 | – | 1.22% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $69,619,000 | – | 2,185,870 | – | 1.09% | – |
| BCE | New | BCE INC | $59,660,000 | – | 1,326,301 | – | 0.93% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $56,309,000 | – | 2,584,178 | – | 0.88% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $53,896,000 | – | 1,196,538 | – | 0.84% | – |
| FNV | New | FRANCO NEVADA CORP | $53,151,000 | – | 737,481 | – | 0.83% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $51,557,000 | – | 4,903,738 | – | 0.81% | – |
| CCJ | New | CAMECO CORP | $50,497,000 | – | 5,551,295 | – | 0.79% | – |
| ECA | New | ENCANA CORP | $45,928,000 | – | 5,226,007 | – | 0.72% | – |
| MGA | New | MAGNA INTL INC | $45,753,000 | – | 988,869 | – | 0.72% | – |
| SLF | New | SUN LIFE FINL INC | $41,897,000 | – | 1,173,316 | – | 0.66% | – |
| ERF | New | ENERPLUS CORP | $41,357,000 | – | 5,103,922 | – | 0.65% | – |
| MITL | New | MITEL NETWORKS CORP | $39,378,000 | – | 5,364,639 | – | 0.62% | – |
| EGO | New | ELDORADO GOLD CORP NEW | $33,565,000 | – | 12,667,702 | – | 0.52% | – |
| JNJ | New | JOHNSON & JOHNSON | $31,890,000 | – | 241,063 | – | 0.50% | – |
| MCD | New | MCDONALDS CORP | $30,877,000 | – | 201,601 | – | 0.48% | – |
| TAHO | New | TAHOE RES INC | $27,853,000 | – | 3,234,485 | – | 0.44% | – |
| AAPL | New | APPLE INC | $27,089,000 | – | 188,091 | – | 0.42% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $24,821,000 | – | 173,270 | – | 0.39% | – |
| WFC | New | WELLS FARGO CO NEW | $23,815,000 | – | 429,798 | – | 0.37% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $23,031,000 | – | 336,022 | – | 0.36% | – |
| BAC | New | BANK AMER CORP | $22,672,000 | – | 934,543 | – | 0.35% | – |
| JPM | New | JPMORGAN CHASE & CO | $22,657,000 | – | 247,884 | – | 0.35% | – |
| T | New | AT&T INC | $22,253,000 | – | 589,805 | – | 0.35% | – |
| MSFT | New | MICROSOFT CORP | $19,351,000 | – | 280,741 | – | 0.30% | – |
| MO | New | ALTRIA GROUP INC | $19,222,000 | – | 258,118 | – | 0.30% | – |
| LMT | New | LOCKHEED MARTIN CORP | $19,001,000 | – | 68,444 | – | 0.30% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $18,741,000 | – | 419,632 | – | 0.29% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $18,561,000 | – | 646,040 | – | 0.29% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $18,373,000 | – | 19,763 | – | 0.29% | – |
| RTN | New | RAYTHEON CO | $18,311,000 | – | 113,392 | – | 0.29% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $18,144,000 | – | 177,087 | – | 0.28% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $17,677,000 | – | 160,179 | – | 0.28% | – |
| AVGO | New | BROADCOM LTD | $17,197,000 | – | 73,790 | – | 0.27% | – |
| SYK | New | STRYKER CORP | $16,604,000 | – | 119,643 | – | 0.26% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $16,419,000 | – | 135,188 | – | 0.26% | – |
| KMB | New | KIMBERLY CLARK CORP | $16,098,000 | – | 124,687 | – | 0.25% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $15,931,000 | – | 85,920 | – | 0.25% | – |
| PCLN | New | PRICELINE GRP INC | $15,797,000 | – | 8,445 | – | 0.25% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $15,161,000 | – | 254,341 | – | 0.24% | – |
| UN | New | UNILEVER N V | $14,275,000 | – | 258,279 | – | 0.22% | – |
| RAI | New | REYNOLDS AMERICAN INC | $14,212,000 | – | 218,504 | – | 0.22% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $13,761,000 | – | 207,239 | – | 0.22% | – |
| DOW | New | DOW CHEM CO | $13,452,000 | – | 213,287 | – | 0.21% | – |
| ADI | New | ANALOG DEVICES INC | $13,463,000 | – | 173,049 | – | 0.21% | – |
| ABBV | New | ABBVIE INC | $13,233,000 | – | 182,498 | – | 0.21% | – |
| DUK | New | DUKE ENERGY CORP NEW | $13,226,000 | – | 158,230 | – | 0.21% | – |
| TXN | New | TEXAS INSTRS INC | $13,004,000 | – | 169,040 | – | 0.20% | – |
| RSG | New | REPUBLIC SVCS INC | $12,982,000 | – | 203,707 | – | 0.20% | – |
| YUMC | New | YUM CHINA HLDGS INC | $11,772,000 | – | 298,559 | – | 0.18% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $11,719,000 | – | 400,229 | – | 0.18% | – |
| WM | New | WASTE MGMT INC DEL | $11,635,000 | – | 158,619 | – | 0.18% | – |
| CME | New | CME GROUP INC | $11,564,000 | – | 92,334 | – | 0.18% | – |
| CB | New | CHUBB LIMITED | $11,480,000 | – | 78,963 | – | 0.18% | – |
| DIS | New | DISNEY WALT CO | $11,295,000 | – | 106,302 | – | 0.18% | – |
| PPL | New | PPL CORP | $10,791,000 | – | 279,120 | – | 0.17% | – |
| APD | New | AIR PRODS & CHEMS INC | $10,604,000 | – | 74,126 | – | 0.17% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $10,479,000 | – | 115,017 | – | 0.16% | – |
| NGG | New | NATIONAL GRID PLCsponsored adr ne | $10,292,000 | – | 163,840 | – | 0.16% | – |
| MCO | New | MOODYS CORP | $10,243,000 | – | 84,182 | – | 0.16% | – |
| ET | New | ENERGY TRANSFER EQUITY L P | $9,645,000 | – | 537,023 | – | 0.15% | – |
| PG | New | PROCTER AND GAMBLE CO | $9,568,000 | – | 109,789 | – | 0.15% | – |
| TRGP | New | TARGA RES CORP | $9,475,000 | – | 209,628 | – | 0.15% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $9,359,000 | – | 236,895 | – | 0.15% | – |
| STO | New | STATOIL ASAsponsored adr | $9,239,000 | – | 558,952 | – | 0.14% | – |
| AMGN | New | AMGEN INC | $8,992,000 | – | 52,207 | – | 0.14% | – |
| PAYX | New | PAYCHEX INC | $8,683,000 | – | 152,496 | – | 0.14% | – |
| MDT | New | MEDTRONIC PLC | $8,661,000 | – | 97,593 | – | 0.14% | – |
| HD | New | HOME DEPOT INC | $8,633,000 | – | 56,276 | – | 0.14% | – |
| SBUX | New | STARBUCKS CORP | $8,542,000 | – | 146,500 | – | 0.13% | – |
| XLNX | New | XILINX INC | $8,402,000 | – | 130,632 | – | 0.13% | – |
| NVO | New | NOVO-NORDISK A Sadr | $8,007,000 | – | 186,688 | – | 0.12% | – |
| ACN | New | ACCENTURE PLC IRELAND | $7,992,000 | – | 64,615 | – | 0.12% | – |
| PHM | New | PULTE GROUP INC | $7,817,000 | – | 318,673 | – | 0.12% | – |
| CVS | New | CVS HEALTH CORP | $7,647,000 | – | 95,040 | – | 0.12% | – |
| PFE | New | PFIZER INC | $7,478,000 | – | 222,637 | – | 0.12% | – |
| DHI | New | D R HORTON INC | $7,515,000 | – | 217,396 | – | 0.12% | – |
| MPW | New | MEDICAL PPTYS TRUST INC | $7,316,000 | – | 568,421 | – | 0.11% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $7,114,000 | – | 85,233 | – | 0.11% | – |
| OKE | New | ONEOK INC NEW | $7,107,000 | – | 136,250 | – | 0.11% | – |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $6,634,000 | – | 84,613 | – | 0.10% | – |
| TIF | New | TIFFANY & CO NEW | $6,348,000 | – | 67,629 | – | 0.10% | – |
| SNY | New | SANOFIsponsored adr | $6,279,000 | – | 131,065 | – | 0.10% | – |
| CL | New | COLGATE PALMOLIVE CO | $5,907,000 | – | 79,682 | – | 0.09% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $5,884,000 | – | 151,850 | – | 0.09% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $5,658,000 | – | 165,978 | – | 0.09% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $5,546,000 | – | 104,272 | – | 0.09% | – |
| MRK | New | MERCK & CO INC | $5,530,000 | – | 86,282 | – | 0.09% | – |
| MON | New | MONSANTO CO NEW | $5,453,000 | – | 46,073 | – | 0.08% | – |
| SYY | New | SYSCO CORP | $5,195,000 | – | 103,226 | – | 0.08% | – |
| TTE | New | TOTAL S Asponsored adr | $5,095,000 | – | 102,746 | – | 0.08% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $5,045,000 | – | 186,309 | – | 0.08% | – |
| CVE | New | CENOVUS ENERGY INC | $4,857,000 | – | 659,557 | – | 0.08% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $4,217,000 | – | 120,620 | – | 0.07% | – |
| ULTA | New | ULTA BEAUTY INC | $4,217,000 | – | 14,675 | – | 0.07% | – |
| WBK | New | WESTPAC BKG CORPsponsored adr | $3,542,000 | – | 151,382 | – | 0.06% | – |
| FSV | New | FIRSTSERVICE CORP NEWsub vtg sh | $3,397,000 | – | 53,000 | – | 0.05% | – |
| PM | New | PHILIP MORRIS INTL INC | $3,273,000 | – | 27,871 | – | 0.05% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $3,041,000 | – | 70,518 | – | 0.05% | – |
| GEO | New | GEO GROUP INC NEW | $2,468,000 | – | 83,448 | – | 0.04% | – |
| LXFT | New | LUXOFT HLDG INC | $2,373,000 | – | 38,995 | – | 0.04% | – |
| SAND | New | SANDSTORM GOLD LTD | $2,354,000 | – | 610,040 | – | 0.04% | – |
| BAP | New | CREDICORP LTD | $2,328,000 | – | 12,975 | – | 0.04% | – |
| OR | New | OSISKO GOLD ROYALTIES LTD | $2,155,000 | – | 176,500 | – | 0.03% | – |
| MELI | New | MERCADOLIBRE INC | $2,169,000 | – | 8,645 | – | 0.03% | – |
| INTC | New | INTEL CORP | $2,054,000 | – | 60,882 | – | 0.03% | – |
| CTRP | New | CTRIP COM INTL LTD | $1,895,000 | – | 35,180 | – | 0.03% | – |
| STB | New | STUDENT TRANSN INC | $1,659,000 | – | 274,100 | – | 0.03% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $1,533,000 | – | 138,700 | – | 0.02% | – |
| INFY | New | INFOSYS LTDsponsored adr | $1,530,000 | – | 101,892 | – | 0.02% | – |
| UL | New | UNILEVER PLCspon adr new | $1,447,000 | – | 26,734 | – | 0.02% | – |
| ORCL | New | ORACLE CORP | $1,461,000 | – | 29,145 | – | 0.02% | – |
| WMT | New | WAL-MART STORES INC | $1,467,000 | – | 19,387 | – | 0.02% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,410,000 | – | 16,733 | – | 0.02% | – |
| CVX | New | CHEVRON CORP NEW | $1,356,000 | – | 13,000 | – | 0.02% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,351,000 | – | 34,714 | – | 0.02% | – |
| PEP | New | PEPSICO INC | $1,082,000 | – | 9,368 | – | 0.02% | – |
| DSGX | New | DESCARTES SYS GROUP INC | $1,106,000 | – | 45,500 | – | 0.02% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $1,038,000 | – | 12,866 | – | 0.02% | – |
| IMO | New | IMPERIAL OIL LTD | $971,000 | – | 33,339 | – | 0.02% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $986,000 | – | 7,676 | – | 0.02% | – |
| NKE | New | NIKE INCcl b | $917,000 | – | 15,546 | – | 0.01% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $888,000 | – | 8,033 | – | 0.01% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $893,000 | – | 7,310 | – | 0.01% | – |
| BAX | New | BAXTER INTL INC | $830,000 | – | 13,714 | – | 0.01% | – |
| GIS | New | GENERAL MLS INC | $827,000 | – | 14,930 | – | 0.01% | – |
| FB | New | FACEBOOK INCcl a | $751,000 | – | 4,977 | – | 0.01% | – |
| TRV | New | TRAVELERS COMPANIES INC | $719,000 | – | 5,682 | – | 0.01% | – |
| EMR | New | EMERSON ELEC CO | $682,000 | – | 11,437 | – | 0.01% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $564,000 | – | 13,016 | – | 0.01% | – |
| AMZN | New | AMAZON COM INC | $605,000 | – | 625 | – | 0.01% | – |
| QCOM | New | QUALCOMM INC | $520,000 | – | 9,414 | – | 0.01% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $516,000 | – | 906,000 | – | 0.01% | – |
| PRU | New | PRUDENTIAL FINL INC | $538,000 | – | 4,978 | – | 0.01% | – |
| CMI | New | CUMMINS INC | $424,000 | – | 2,614 | – | 0.01% | – |
| PEGI | New | PATTERN ENERGY GROUP INCcl a | $429,000 | – | 18,000 | – | 0.01% | – |
| CELG | New | CELGENE CORP | $472,000 | – | 3,633 | – | 0.01% | – |
| CI | New | CIGNA CORPORATION | $436,000 | – | 2,604 | – | 0.01% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $479,000 | – | 527 | – | 0.01% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $389,000 | – | 4,112 | – | 0.01% | – |
| ARMK | New | ARAMARK | $406,000 | – | 9,917 | – | 0.01% | – |
| TSN | New | TYSON FOODS INCcl a | $392,000 | – | 6,260 | – | 0.01% | – |
| ODP | New | OFFICE DEPOT INC | $406,000 | – | 72,012 | – | 0.01% | – |
| VNTV | New | VANTIV INCcl a | $360,000 | – | 5,688 | – | 0.01% | – |
| BA | New | BOEING CO | $409,000 | – | 2,067 | – | 0.01% | – |
| AMAT | New | APPLIED MATLS INC | $377,000 | – | 9,134 | – | 0.01% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $395,000 | – | 8,966 | – | 0.01% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $340,000 | – | 2,623 | – | 0.01% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $311,000 | – | 4,867 | – | 0.01% | – |
| TMUS | New | T MOBILE US INC | $321,000 | – | 5,292 | – | 0.01% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $329,000 | – | 3,815 | – | 0.01% | – |
| TSS | New | TOTAL SYS SVCS INC | $337,000 | – | 5,777 | – | 0.01% | – |
| BAA | New | BANRO CORP | $316,000 | – | 445,713 | – | 0.01% | – |
| EXC | New | EXELON CORP | $311,000 | – | 8,629 | – | 0.01% | – |
| DRI | New | DARDEN RESTAURANTS INC | $322,000 | – | 3,564 | – | 0.01% | – |
| CLNS | New | COLONY NORTHSTAR INC | $319,000 | – | 22,645 | – | 0.01% | – |
| AEE | New | AMEREN CORP | $336,000 | – | 6,149 | – | 0.01% | – |
| KLAC | New | KLA-TENCOR CORP | $309,000 | – | 3,380 | – | 0.01% | – |
| LRCX | New | LAM RESEARCH CORP | $339,000 | – | 2,396 | – | 0.01% | – |
| LHO | New | LASALLE HOTEL PPTYS | $249,000 | – | 8,363 | – | 0.00% | – |
| MMM | New | 3M CO | $252,000 | – | 1,210 | – | 0.00% | – |
| CNC | New | CENTENE CORP DEL | $258,000 | – | 3,231 | – | 0.00% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $247,000 | – | 5,314 | – | 0.00% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $276,000 | – | 4,949 | – | 0.00% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $250,000 | – | 36,989 | – | 0.00% | – |
| AR | New | ANTERO RES CORP | $247,000 | – | 11,413 | – | 0.00% | – |
| PPPMF | New | PRIMERO MNG CORP | $250,000 | – | 721,100 | – | 0.00% | – |
| D | New | DOMINION ENERGY INC | $273,000 | – | 3,560 | – | 0.00% | – |
| MS | New | MORGAN STANLEY | $216,000 | – | 4,838 | – | 0.00% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $209,000 | – | 943 | – | 0.00% | – |
| NVR | New | NVR INC | $217,000 | – | 90 | – | 0.00% | – |
| NTTYY | New | NIPPON TELEG TEL CORPsponsored adr | $203,000 | – | 4,316 | – | 0.00% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $206,000 | – | 1,371 | – | 0.00% | – |
| PCG | New | PG&E CORP | $208,000 | – | 3,132 | – | 0.00% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $224,000 | – | 4,448 | – | 0.00% | – |
| SAN | New | BANCO SANTANDER SAadr | $141,000 | – | 21,150 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| F | Exit | FORD MTR CO DEL | $0 | – | -13,180 | – | -0.00% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -8,734 | – | -0.00% | – |
| EBAY | Exit | EBAY INC | $0 | – | -6,711 | – | -0.00% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -4,451 | – | -0.00% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,504 | – | -0.00% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -10,755 | – | -0.00% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -4,302 | – | -0.00% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -1,447 | – | -0.00% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -5,348 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -843 | – | -0.00% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -1,690 | – | -0.00% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -3,469 | – | -0.00% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -3,202 | – | -0.01% | – |
| KR | Exit | KROGER CO | $0 | – | -11,045 | – | -0.01% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -6,777 | – | -0.01% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -5,233 | – | -0.01% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -8,333 | – | -0.01% | – |
| CPG | Exit | CRESCENT PT ENERGY CORP | $0 | – | -23,490 | – | -0.01% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -22,419 | – | -0.01% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -10,102 | – | -0.01% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -6,406 | – | -0.01% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -2,541 | – | -0.01% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -66,007 | – | -0.01% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -4,160 | – | -0.01% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -10,411 | – | -0.01% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -2,634 | – | -0.01% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -2,697 | – | -0.01% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -1,599 | – | -0.01% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,434 | – | -0.01% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -7,847 | – | -0.01% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -7,185 | – | -0.01% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -5,141 | – | -0.01% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -10,704 | – | -0.01% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -1,795 | – | -0.01% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -10,747 | – | -0.01% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -5,598 | – | -0.01% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -6,526 | – | -0.01% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -2,344 | – | -0.01% | – |
| HCP | Exit | HCP INC | $0 | – | -8,701 | – | -0.01% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -7,613 | – | -0.01% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -4,026 | – | -0.01% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -5,760 | – | -0.01% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -7,678 | – | -0.01% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -4,459 | – | -0.01% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -4,826 | – | -0.01% | – |
| AFL | Exit | AFLAC INC | $0 | – | -5,022 | – | -0.01% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -9,837 | – | -0.01% | – |
| ABB | Exit | ABB LTDsponsored adr | $0 | – | -16,663 | – | -0.01% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -5,768 | – | -0.01% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -2,491 | – | -0.01% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -11,155 | – | -0.01% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -442,200 | – | -0.01% | – |
| EXC | Exit | EXELON CORP | $0 | – | -11,369 | – | -0.01% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -5,216 | – | -0.01% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -7,704 | – | -0.01% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -6,572 | – | -0.01% | – |
| BHP | Exit | BHP BILLITON LTDsponsored adr | $0 | – | -13,583 | – | -0.01% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -3,021 | – | -0.01% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -10,717 | – | -0.01% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -6,387 | – | -0.01% | – |
| HDB | Exit | HDFC BANK LTD | $0 | – | -7,700 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -7,600 | – | -0.01% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -809 | – | -0.01% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -7,186 | – | -0.01% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -6,037 | – | -0.01% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -7,193 | – | -0.01% | – |
| LXFT | Exit | LUXOFT HLDG INC | $0 | – | -13,900 | – | -0.01% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -7,069 | – | -0.01% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -983 | – | -0.01% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -12,155 | – | -0.01% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -45,600 | – | -0.02% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -5,600 | – | -0.02% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -13,845 | – | -0.02% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -18,026 | – | -0.02% | – |
| PPPMF | Exit | PRIMERO MNG CORP | $0 | – | -738,500 | – | -0.02% | – |
| MSLI | Exit | MERUS LABS INTL INC NEW | $0 | – | -1,178,500 | – | -0.02% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -130,900 | – | -0.02% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -93,700 | – | -0.02% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -33,738 | – | -0.02% | – |
| STB | Exit | STUDENT TRANSN INC | $0 | – | -275,700 | – | -0.03% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -60,399 | – | -0.03% | – |
| OR | Exit | OSISKO GOLD ROYALTIES LTD | $0 | – | -182,740 | – | -0.03% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -13,302 | – | -0.03% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -260,318 | – | -0.03% | – |
| CIGI | Exit | COLLIERS INTL GROUP INC | $0 | – | -53,500 | – | -0.04% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -146,582 | – | -0.04% | – |
| FSV | Exit | FIRSTSERVICE CORP NEWsub vtg sh | $0 | – | -53,900 | – | -0.04% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -10,644 | – | -0.04% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -29,879 | – | -0.04% | – |
| WBK | Exit | WESTPAC BKG CORPsponsored adr | $0 | – | -137,690 | – | -0.05% | – |
| SAND | Exit | SANDSTORM GOLD LTD | $0 | – | -621,240 | – | -0.05% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -32,773 | – | -0.05% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -48,991 | – | -0.06% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -165,019 | – | -0.06% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -56,406 | – | -0.07% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -103,762 | – | -0.07% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -72,450 | – | -0.07% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -91,347 | – | -0.07% | – |
| AOS | Exit | SMITH A O | $0 | – | -47,073 | – | -0.07% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -98,169 | – | -0.07% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -136,643 | – | -0.08% | – |
| INTC | Exit | INTEL CORP | $0 | – | -147,287 | – | -0.09% | – |
| CME | Exit | CME GROUP INC | $0 | – | -57,985 | – | -0.10% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -190,261 | – | -0.10% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -58,986 | – | -0.10% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -108,063 | – | -0.11% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -150,638 | – | -0.11% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -87,681 | – | -0.11% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -150,219 | – | -0.11% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -236,895 | – | -0.11% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -83,048 | – | -0.12% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -185,413 | – | -0.12% | – |
| PFE | Exit | PFIZER INC | $0 | – | -236,087 | – | -0.13% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -59,745 | – | -0.13% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -70,499 | – | -0.14% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -6,086 | – | -0.14% | – |
| PPL | Exit | PPL CORP | $0 | – | -260,524 | – | -0.14% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -105,697 | – | -0.14% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -178,099 | – | -0.14% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -112,370 | – | -0.15% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -571,355 | – | -0.15% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -196,109 | – | -0.15% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -96,030 | – | -0.15% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -124,635 | – | -0.15% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -109,048 | – | -0.16% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -200,734 | – | -0.16% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -111,722 | – | -0.16% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -61,724 | – | -0.16% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -149,496 | – | -0.16% | – |
| INGR | Exit | INGREDION INC | $0 | – | -79,358 | – | -0.17% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -397,149 | – | -0.17% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -192,824 | – | -0.18% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -76,052 | – | -0.18% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -14,240 | – | -0.18% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -144,385 | – | -0.18% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -229,402 | – | -0.18% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -228,647 | – | -0.19% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -168,279 | – | -0.19% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -104,134 | – | -0.19% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -191,821 | – | -0.19% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -192,443 | – | -0.19% | – |
| UN | Exit | UNILEVER N V | $0 | – | -269,529 | – | -0.20% | – |
| AVGO | Exit | BROADCOM LTD | $0 | – | -79,074 | – | -0.21% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -241,154 | – | -0.22% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -209,992 | – | -0.22% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -114,930 | – | -0.23% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -118,840 | – | -0.25% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -179,236 | – | -0.26% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -71,800 | – | -0.27% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -389,147 | – | -0.27% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -183,110 | – | -0.28% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -329,819 | – | -0.28% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr | $0 | – | -649,667 | – | -0.30% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -370,661 | – | -0.31% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -151,637 | – | -0.31% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -227,446 | – | -0.32% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -1,230,897 | – | -0.32% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -353,862 | – | -0.35% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -175,638 | – | -0.35% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -480,817 | – | -0.36% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -214,010 | – | -0.39% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -480,255 | – | -0.39% | – |
| AAPL | Exit | APPLE INC | $0 | – | -222,209 | – | -0.39% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -221,584 | – | -0.42% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -253,997 | – | -0.47% | – |
| T | Exit | AT&T INC | $0 | – | -757,145 | – | -0.48% | – |
| BCE | Exit | BCE INC | $0 | – | -667,341 | – | -0.48% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -471,922 | – | -0.52% | – |
| EGO | Exit | ELDORADO GOLD CORP NEW | $0 | – | -8,790,436 | – | -0.54% | – |
| SLF | Exit | SUN LIFE FINL INC | $0 | – | -1,351,789 | – | -0.69% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -5,806,831 | – | -0.78% | – |
| MITL | Exit | MITEL NETWORKS CORP | $0 | – | -6,945,066 | – | -0.80% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -1,258,969 | – | -0.85% | – |
| NGD | Exit | NEW GOLD INC CDA | $0 | – | -12,486,720 | – | -0.85% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -2,991,962 | – | -0.96% | – |
| TAHO | Exit | TAHOE RES INC | $0 | – | -5,044,402 | – | -1.02% | – |
| VET | Exit | VERMILION ENERGY INC | $0 | – | -1,716,609 | – | -1.04% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -794,882 | – | -1.13% | – |
| BEP | Exit | BROOKFIELD RENEWABLE PARTNERpartnership unit | $0 | – | -2,345,833 | – | -1.13% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -1,466,504 | – | -1.24% | – |
| STN | Exit | STANTEC INC | $0 | – | -3,413,570 | – | -1.26% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -2,033,302 | – | -1.32% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -1,391,980 | – | -1.43% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -2,837,536 | – | -1.57% | – |
| CM | Exit | CDN IMPERIAL BK COMM TORONTO | $0 | – | -1,418,604 | – | -1.73% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -1,509,160 | – | -1.77% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -4,190,496 | – | -1.83% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -8,296,112 | – | -1.87% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -2,963,055 | – | -1.97% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -7,861,981 | – | -2.04% | – |
| TU | Exit | TELUS CORP | $0 | – | -4,180,556 | – | -2.17% | – |
| GIB | Exit | GROUPE CGI INCcl a sub vtg | $0 | – | -3,263,882 | – | -2.44% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -5,719,143 | – | -2.51% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -2,473,183 | – | -2.52% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -4,813,479 | – | -2.69% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -5,649,332 | – | -2.70% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -1,278,711 | – | -3.06% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -4,212,148 | – | -3.14% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -14,213,581 | – | -3.15% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -5,066,131 | – | -3.50% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -7,089,740 | – | -3.56% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -4,130,423 | – | -4.02% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -5,316,624 | – | -5.47% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -8,734,853 | – | -7.27% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -10,842,014 | – | -7.56% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Buy | TORONTO DOMINION BK ONT | $481,390,000 | +8.4% | 10,842,014 | +4.1% | 7.56% | +4.2% |
| BNS | Buy | BANK N S HALIFAX | $462,947,000 | +15.1% | 8,734,853 | +5.7% | 7.27% | +10.6% |
| BMO | Buy | BANK MONTREAL QUE | $348,456,000 | +4.5% | 5,316,624 | +0.5% | 5.47% | +0.4% |
| RY | Buy | ROYAL BK CDA MONTREAL QUE | $255,880,000 | +11.6% | 4,130,423 | +5.7% | 4.02% | +7.2% |
| CNQ | Buy | CANADIAN NAT RES LTD | $226,686,000 | +5.4% | 7,089,740 | +1.0% | 3.56% | +1.3% |
| ENB | Buy | ENBRIDGE INC | $222,698,000 | +96.3% | 5,066,131 | +87.9% | 3.50% | +88.7% |
| MFC | Sell | MANULIFE FINL CORP | $200,574,000 | -10.8% | 14,213,581 | -14.2% | 3.15% | -14.3% |
| TRP | Sell | TRANSCANADA CORP | $200,091,000 | -20.6% | 4,212,148 | -24.9% | 3.14% | -23.7% |
| CP | Buy | CANADIAN PAC RY LTD | $195,155,000 | +24.8% | 1,278,711 | +4.5% | 3.06% | +19.9% |
| PBA | Sell | PEMBINA PIPELINE CORP | $172,189,000 | -1.4% | 5,649,332 | -2.4% | 2.70% | -5.2% |
| MEOH | Buy | METHANEX CORP | $171,519,000 | +42.1% | 4,813,479 | +15.2% | 2.69% | +36.5% |
| OTEX | Sell | OPEN TEXT CORP | $160,228,000 | +4.3% | 2,473,183 | -5.5% | 2.52% | +0.2% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $159,754,000 | -7.3% | 5,719,143 | -3.5% | 2.51% | -10.9% |
| GIB | Sell | GROUPE CGI INCcl a sub vtg | $155,493,000 | +2.8% | 3,263,882 | -8.4% | 2.44% | -1.2% |
| TU | Sell | TELUS CORP | $137,971,000 | -0.5% | 4,180,556 | -3.6% | 2.17% | -4.4% |
| GG | Sell | GOLDCORP INC NEW | $129,764,000 | -18.4% | 7,861,981 | -6.0% | 2.04% | -21.6% |
| RCI | Sell | ROGERS COMMUNICATIONS INCcl b | $125,733,000 | +5.2% | 2,963,055 | -0.3% | 1.97% | +1.1% |
| CVE | Buy | CENOVUS ENERGY INC | $119,094,000 | +7.0% | 8,296,112 | +2.4% | 1.87% | +2.9% |
| SU | Buy | SUNCOR ENERGY INC NEW | $116,351,000 | +12.1% | 4,190,496 | +11.3% | 1.83% | +7.7% |
| WCN | Sell | WASTE CONNECTIONS INC | $112,580,000 | +3.8% | 1,509,160 | -0.2% | 1.77% | -0.3% |
| CM | Buy | CDN IMPERIAL BK COMM TORONTO | $110,021,000 | +5.9% | 1,418,604 | +1.8% | 1.73% | +1.8% |
| BAM | Buy | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $99,791,000 | +7.2% | 2,837,536 | +0.1% | 1.57% | +3.0% |
| CNI | Sell | CANADIAN NATL RY CO | $91,009,000 | -3.8% | 1,391,980 | -13.7% | 1.43% | -7.6% |
| TRI | Sell | THOMSON REUTERS CORP | $84,094,000 | -9.3% | 2,033,302 | -11.9% | 1.32% | -12.9% |
| STN | Buy | STANTEC INC | $80,232,000 | +39.3% | 3,413,570 | +42.7% | 1.26% | +33.8% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $79,323,000 | +18.9% | 1,466,504 | +16.8% | 1.24% | +14.2% |
| BEP | Sell | BROOKFIELD RENEWABLE PARTNERpartnership unit | $72,090,000 | +1.8% | 2,345,833 | -2.0% | 1.13% | -2.2% |
| AGU | Sell | AGRIUM INC | $72,022,000 | -36.2% | 794,882 | -36.7% | 1.13% | -38.6% |
| VET | Buy | VERMILION ENERGY INC | $66,508,000 | +23.5% | 1,716,609 | +0.8% | 1.04% | +18.6% |
| TAHO | Sell | TAHOE RES INC | $64,685,000 | -20.4% | 5,044,402 | -7.7% | 1.02% | -23.6% |
| SJR | Sell | SHAW COMMUNICATIONS INCcl b conv | $61,244,000 | +5.9% | 2,991,962 | -1.4% | 0.96% | +1.7% |
| NGD | Sell | NEW GOLD INC CDA | $54,166,000 | -17.5% | 12,486,720 | -17.4% | 0.85% | -20.8% |
| MGA | Sell | MAGNA INTL INC | $54,056,000 | -8.6% | 1,258,969 | -25.8% | 0.85% | -12.1% |
| MITL | Sell | MITEL NETWORKS CORP | $51,041,000 | +1.6% | 6,945,066 | -13.8% | 0.80% | -2.4% |
| CCJ | Buy | CAMECO CORP | $49,626,000 | -2.7% | 5,806,831 | +24.2% | 0.78% | -6.5% |
| SLF | Sell | SUN LIFE FINL INC | $43,995,000 | -16.1% | 1,351,789 | -15.9% | 0.69% | -19.4% |
| EGO | New | ELDORADO GOLD CORP NEW | $34,580,000 | – | 8,790,436 | – | 0.54% | – |
| FNV | Buy | FRANCO NEVADA CORP | $32,977,000 | +0.7% | 471,922 | +8.8% | 0.52% | -3.2% |
| BCE | Buy | BCE INC | $30,826,000 | +22.2% | 667,341 | +24.3% | 0.48% | +17.5% |
| T | Sell | AT&T INC | $30,748,000 | -6.8% | 757,145 | -0.9% | 0.48% | -10.4% |
| JNJ | Sell | JOHNSON & JOHNSON | $30,005,000 | -3.8% | 253,997 | -1.2% | 0.47% | -7.6% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $26,555,000 | +6.6% | 221,584 | -7.4% | 0.42% | +2.5% |
| AAPL | Sell | APPLE INC | $25,121,000 | +11.9% | 222,209 | -5.4% | 0.39% | +7.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $24,964,000 | -8.2% | 480,255 | -1.4% | 0.39% | -11.7% |
| MCD | Sell | MCDONALDS CORP | $24,688,000 | -5.2% | 214,010 | -1.1% | 0.39% | -8.7% |
| RAI | Sell | REYNOLDS AMERICAN INC | $22,671,000 | -14.8% | 480,817 | -2.5% | 0.36% | -18.0% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $22,420,000 | -3.6% | 175,638 | -2.2% | 0.35% | -7.4% |
| MO | Sell | ALTRIA GROUP INC | $22,375,000 | -12.4% | 353,862 | -4.5% | 0.35% | -15.8% |
| STO | Sell | STATOIL ASAsponsored adr | $20,679,000 | -8.5% | 1,230,897 | -5.7% | 0.32% | -11.9% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $20,061,000 | +4.0% | 227,446 | +8.4% | 0.32% | 0.0% |
| BUD | Sell | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $19,927,000 | -0.7% | 151,637 | -0.5% | 0.31% | -4.6% |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $19,871,000 | -8.5% | 370,661 | -1.1% | 0.31% | -12.1% |
| VOD | Buy | VODAFONE GROUP PLC NEWspnsr adr | $18,938,000 | +62.4% | 649,667 | +72.1% | 0.30% | +56.3% |
| SBUX | Sell | STARBUCKS CORP | $17,856,000 | -5.6% | 329,819 | -0.4% | 0.28% | -9.4% |
| PM | Sell | PHILIP MORRIS INTL INC | $17,802,000 | -5.4% | 183,110 | -1.1% | 0.28% | -9.4% |
| LMT | Buy | LOCKHEED MARTIN CORP | $17,212,000 | +10.8% | 71,800 | +14.7% | 0.27% | +6.3% |
| WFC | Sell | WELLS FARGO & CO NEW | $17,231,000 | -7.7% | 389,147 | -1.4% | 0.27% | -11.5% |
| DIS | Sell | DISNEY WALT CO | $16,644,000 | -9.5% | 179,236 | -4.7% | 0.26% | -13.0% |
| RTN | Buy | RAYTHEON CO | $16,178,000 | +31.9% | 118,840 | +31.7% | 0.25% | +27.0% |
| KMB | Buy | KIMBERLY CLARK CORP | $14,497,000 | -7.2% | 114,930 | +1.1% | 0.23% | -10.6% |
| JPM | Sell | JPMORGAN CHASE & CO | $13,983,000 | +4.4% | 209,992 | -2.6% | 0.22% | 0.0% |
| MSFT | Sell | MICROSOFT CORP | $13,890,000 | +12.1% | 241,154 | -0.5% | 0.22% | +7.9% |
| AVGO | Sell | BROADCOM LTD | $13,642,000 | +4.5% | 79,074 | -5.9% | 0.21% | +0.5% |
| UN | Sell | UNILEVER N V | $12,425,000 | -4.8% | 269,529 | -3.0% | 0.20% | -8.5% |
| WM | Buy | WASTE MGMT INC DEL | $12,270,000 | +14.2% | 192,443 | +18.7% | 0.19% | +10.3% |
| ABBV | Sell | ABBVIE INC | $12,098,000 | -2.0% | 191,821 | -3.8% | 0.19% | -5.9% |
| SYK | Buy | STRYKER CORP | $12,122,000 | +53.7% | 104,134 | +58.2% | 0.19% | +47.3% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $11,966,000 | -4.6% | 168,279 | -0.2% | 0.19% | -8.3% |
| DOW | Buy | DOW CHEM CO | $11,851,000 | +13.9% | 228,647 | +9.2% | 0.19% | +9.4% |
| RSG | Buy | REPUBLIC SVCS INC | $11,573,000 | +19.1% | 229,402 | +21.1% | 0.18% | +14.5% |
| DUK | Buy | DUKE ENERGY CORP NEW | $11,557,000 | -2.0% | 144,385 | +5.0% | 0.18% | -6.2% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $11,450,000 | +25.7% | 14,240 | +10.0% | 0.18% | +20.8% |
| APD | Buy | AIR PRODS & CHEMS INC | $11,434,000 | +30.3% | 76,052 | +23.1% | 0.18% | +25.2% |
| PAYX | Sell | PAYCHEX INC | $11,159,000 | -2.9% | 192,824 | -0.2% | 0.18% | -6.9% |
| EPD | Buy | ENTERPRISE PRODS PARTNERS L | $10,973,000 | +2.1% | 397,149 | +8.2% | 0.17% | -2.3% |
| INGR | Sell | INGREDION INC | $10,559,000 | -6.4% | 79,358 | -8.9% | 0.17% | -9.8% |
| TXN | Sell | TEXAS INSTRS INC | $10,492,000 | -26.1% | 149,496 | -34.1% | 0.16% | -28.9% |
| AMGN | Buy | AMGEN INC | $10,296,000 | +29.5% | 61,724 | +18.2% | 0.16% | +24.6% |
| PG | Sell | PROCTER AND GAMBLE CO | $10,027,000 | +2.1% | 111,722 | -3.7% | 0.16% | -1.9% |
| VR | Buy | VALIDUS HOLDINGS LTD | $10,001,000 | +10.4% | 200,734 | +7.7% | 0.16% | +6.1% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $9,957,000 | -8.2% | 109,048 | -2.9% | 0.16% | -11.9% |
| NVS | Buy | NOVARTIS A Gsponsored adr | $9,841,000 | +7.5% | 124,635 | +12.3% | 0.15% | +2.7% |
| MA | Buy | MASTERCARD INCORPORATEDcl a | $9,773,000 | +79.8% | 96,030 | +55.6% | 0.15% | +71.9% |
| ET | Buy | ENERGY TRANSFER EQUITY L P | $9,593,000 | +128.9% | 571,355 | +95.9% | 0.15% | +122.1% |
| AEE | Buy | AMEREN CORP | $9,645,000 | +1.0% | 196,109 | +10.0% | 0.15% | -3.2% |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $9,354,000 | – | 112,370 | – | 0.15% | – |
| OKE | Buy | ONEOK INC NEW | $9,153,000 | +54.0% | 178,099 | +42.2% | 0.14% | +48.5% |
| MDT | Sell | MEDTRONIC PLC | $9,132,000 | -1.2% | 105,697 | -0.8% | 0.14% | -5.3% |
| PCLN | Buy | PRICELINE GRP INC | $8,955,000 | +29.8% | 6,086 | +10.1% | 0.14% | +24.8% |
| PPL | Buy | PPL CORP | $9,006,000 | +37.8% | 260,524 | +50.5% | 0.14% | +31.8% |
| ACN | Buy | ACCENTURE PLC IRELAND | $8,613,000 | +11.5% | 70,499 | +3.4% | 0.14% | +7.1% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $8,364,000 | +6.9% | 59,745 | +7.8% | 0.13% | +2.3% |
| PFE | Sell | PFIZER INC | $7,996,000 | -14.1% | 236,087 | -10.7% | 0.13% | -17.1% |
| SE | Buy | SPECTRA ENERGY CORP | $7,926,000 | +31.5% | 185,413 | +12.7% | 0.12% | +26.5% |
| YUM | Buy | YUM BRANDS INC | $7,542,000 | +22.1% | 83,048 | +11.5% | 0.12% | +16.8% |
| GRPU | Sell | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $7,239,000 | -4.9% | 236,895 | -7.2% | 0.11% | -8.1% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $7,167,000 | -12.0% | 150,219 | +5.5% | 0.11% | -15.8% |
| TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDadr | $6,931,000 | -38.1% | 150,638 | -32.4% | 0.11% | -40.4% |
| MJN | Buy | MEAD JOHNSON NUTRITION CO | $6,928,000 | +21.0% | 87,681 | +38.9% | 0.11% | +16.0% |
| ADI | New | ANALOG DEVICES INC | $6,965,000 | – | 108,063 | – | 0.11% | – |
| MCO | Buy | MOODYS CORP | $6,387,000 | +27.3% | 58,986 | +10.2% | 0.10% | +22.0% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $6,252,000 | +8.4% | 190,261 | -0.4% | 0.10% | +4.3% |
| CME | Buy | CME GROUP INC | $6,061,000 | +22.5% | 57,985 | +14.1% | 0.10% | +17.3% |
| INTC | Sell | INTEL CORP | $5,560,000 | +13.6% | 147,287 | -1.3% | 0.09% | +8.8% |
| SNY | Buy | SANOFIsponsored adr | $5,218,000 | -8.4% | 136,643 | +0.4% | 0.08% | -11.8% |
| TTE | Sell | TOTAL S Asponsored adr | $4,683,000 | -1.3% | 98,169 | -0.5% | 0.07% | -5.1% |
| AOS | Buy | SMITH A O | $4,650,000 | +24.1% | 47,073 | +10.7% | 0.07% | +19.7% |
| RDSA | Buy | ROYAL DUTCH SHELL PLCspons adr a | $4,574,000 | +32.6% | 91,347 | +46.3% | 0.07% | +28.6% |
| MRK | Sell | MERCK & CO INC | $4,522,000 | +6.0% | 72,450 | -2.2% | 0.07% | +1.4% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $4,475,000 | -33.9% | 103,762 | -33.5% | 0.07% | -36.9% |
| CL | Buy | COLGATE PALMOLIVE CO | $4,182,000 | +12.5% | 56,406 | +11.1% | 0.07% | +8.2% |
| GEO | Sell | GEO GROUP INC NEW | $3,924,000 | -76.6% | 165,019 | -66.4% | 0.06% | -77.4% |
| TIF | Buy | TIFFANY & CO NEW | $3,558,000 | +32.7% | 48,991 | +10.8% | 0.06% | +27.3% |
| MON | Buy | MONSANTO CO NEW | $3,349,000 | +7.9% | 32,773 | +9.2% | 0.05% | +3.9% |
| SAND | Sell | SANDSTORM GOLD LTD | $3,140,000 | +11.6% | 621,240 | -1.4% | 0.05% | +6.5% |
| WBK | Buy | WESTPAC BKG CORPsponsored adr | $3,131,000 | +4.6% | 137,690 | +1.6% | 0.05% | 0.0% |
| XOM | Sell | EXXON MOBIL CORP | $2,608,000 | -21.1% | 29,879 | -15.3% | 0.04% | -24.1% |
| ULTA | Sell | ULTA SALON COSMETCS & FRAG I | $2,533,000 | -48.6% | 10,644 | -47.4% | 0.04% | -50.6% |
| FSV | Sell | FIRSTSERVICE CORP NEWsub vtg sh | $2,507,000 | -0.4% | 53,900 | -2.7% | 0.04% | -4.9% |
| INFY | Buy | INFOSYS LTDsponsored adr | $2,313,000 | -10.6% | 146,582 | +1.1% | 0.04% | -14.3% |
| CIGI | Sell | COLLIERS INTL GROUP INC | $2,246,000 | +20.6% | 53,500 | -2.6% | 0.04% | +16.7% |
| BAP | Buy | CREDICORP LTD | $2,025,000 | +2.3% | 13,302 | +3.7% | 0.03% | 0.0% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $2,067,000 | +28.2% | 260,318 | -0.3% | 0.03% | +23.1% |
| OR | New | OSISKO GOLD ROYALTIES LTD | $2,001,000 | – | 182,740 | – | 0.03% | – |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $1,848,000 | +62.1% | 60,399 | +39.0% | 0.03% | +52.6% |
| STB | Buy | STUDENT TRANSN INC | $1,650,000 | +17.5% | 275,700 | +0.3% | 0.03% | +13.0% |
| UL | Buy | UNILEVER PLCspon adr new | $1,599,000 | +6.7% | 33,738 | +7.8% | 0.02% | +4.2% |
| QIWI | Buy | QIWI PLCspon adr rep b | $1,372,000 | +15.0% | 93,700 | +2.9% | 0.02% | +15.8% |
| ITUB | Sell | ITAU UNIBANCO HLDG SAspon adr rep pfd | $1,432,000 | -6.5% | 130,900 | -19.3% | 0.02% | -12.0% |
| MSLI | Sell | MERUS LABS INTL INC NEW | $1,186,000 | -22.6% | 1,178,500 | -2.5% | 0.02% | -24.0% |
| PPPMF | Sell | PRIMERO MNG CORP | $1,233,000 | -20.9% | 738,500 | -2.0% | 0.02% | -24.0% |
| GIS | Buy | GENERAL MLS INC | $1,152,000 | +2.7% | 18,026 | +14.6% | 0.02% | 0.0% |
| MELI | Buy | MERCADOLIBRE INC | $1,036,000 | +59.4% | 5,600 | +21.2% | 0.02% | +45.5% |
| WMT | Buy | WAL-MART STORES INC | $999,000 | +16.4% | 13,845 | +17.8% | 0.02% | +14.3% |
| TRV | Sell | TRAVELERS COMPANIES INC | $810,000 | -8.4% | 7,069 | -4.8% | 0.01% | -7.1% |
| QCOM | Buy | QUALCOMM INC | $833,000 | +144.3% | 12,155 | +90.9% | 0.01% | +116.7% |
| AMZN | Sell | AMAZON COM INC | $823,000 | +11.1% | 983 | -5.1% | 0.01% | +8.3% |
| PEP | Buy | PEPSICO INC | $782,000 | +48.4% | 7,186 | +44.4% | 0.01% | +33.3% |
| LXFT | New | LUXOFT HLDG INC | $735,000 | – | 13,900 | – | 0.01% | – |
| FB | Sell | FACEBOOK INCcl a | $774,000 | +2.9% | 6,037 | -8.3% | 0.01% | 0.0% |
| CVX | Buy | CHEVRON CORP NEW | $740,000 | +63.4% | 7,193 | +66.5% | 0.01% | +71.4% |
| PRU | Buy | PRUDENTIAL FINL INC | $621,000 | +19.4% | 7,600 | +4.3% | 0.01% | +25.0% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $629,000 | +7.9% | 809 | -3.9% | 0.01% | 0.0% |
| HDB | New | HDFC BANK LTD | $554,000 | – | 7,700 | – | 0.01% | – |
| GILD | Sell | GILEAD SCIENCES INC | $505,000 | -5.6% | 6,387 | -0.3% | 0.01% | -11.1% |
| BAX | Buy | BAXTER INTL INC | $510,000 | +44.9% | 10,717 | +37.8% | 0.01% | +33.3% |
| BHP | Buy | BHP BILLITON LTDsponsored adr | $471,000 | +83.3% | 13,583 | +50.9% | 0.01% | +75.0% |
| EMR | Buy | EMERSON ELEC CO | $420,000 | +20.7% | 7,704 | +15.6% | 0.01% | +16.7% |
| CVS | Buy | CVS HEALTH CORP | $464,000 | -3.3% | 5,216 | +3.9% | 0.01% | -12.5% |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $436,000 | – | 3,021 | – | 0.01% | – |
| AXP | New | AMERICAN EXPRESS CO | $421,000 | – | 6,572 | – | 0.01% | – |
| MS | New | MORGAN STANLEY | $358,000 | – | 11,155 | – | 0.01% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $382,000 | – | 5,760 | – | 0.01% | – |
| GS | Buy | GOLDMAN SACHS GROUP INC | $402,000 | +54.6% | 2,491 | +42.3% | 0.01% | +50.0% |
| DD | Buy | DU PONT E I DE NEMOURS & CO | $386,000 | +26.1% | 5,768 | +22.2% | 0.01% | +20.0% |
| AFL | Sell | AFLAC INC | $361,000 | -22.9% | 5,022 | -22.6% | 0.01% | -25.0% |
| EXC | Buy | EXELON CORP | $378,000 | +56.2% | 11,369 | +70.6% | 0.01% | +50.0% |
| BXE | Buy | BELLATRIX EXPLORATION LTD | $381,000 | -11.6% | 442,200 | +0.3% | 0.01% | -14.3% |
| SAP | Buy | SAP SEspon adr | $408,000 | +44.2% | 4,459 | +18.3% | 0.01% | +20.0% |
| ORCL | New | ORACLE CORP | $386,000 | – | 9,837 | – | 0.01% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $357,000 | – | 7,678 | – | 0.01% | – |
| TSN | Sell | TYSON FOODS INCcl a | $360,000 | -10.9% | 4,826 | -20.3% | 0.01% | -14.3% |
| HCP | New | HCP INC | $330,000 | – | 8,701 | – | 0.01% | – |
| LUV | Buy | SOUTHWEST AIRLS CO | $296,000 | +3.9% | 7,613 | +4.8% | 0.01% | 0.0% |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $320,000 | – | 7,185 | – | 0.01% | – |
| DFS | Sell | DISCOVER FINL SVCS | $296,000 | -12.7% | 5,233 | -17.3% | 0.01% | -16.7% |
| DEO | New | DIAGEO P L Cspon adr new | $306,000 | – | 2,634 | – | 0.01% | – |
| DRI | Sell | DARDEN RESTAURANTS INC | $343,000 | -48.1% | 5,598 | -46.4% | 0.01% | -54.5% |
| DHI | Sell | D R HORTON INC | $305,000 | -14.1% | 10,102 | -10.3% | 0.01% | -16.7% |
| CMI | New | CUMMINS INC | $312,000 | – | 2,434 | – | 0.01% | – |
| CPG | Sell | CRESCENT PT ENERGY CORP | $310,000 | -99.1% | 23,490 | -98.9% | 0.01% | -99.1% |
| CSCO | Sell | CISCO SYS INC | $340,000 | -28.6% | 10,704 | -35.5% | 0.01% | -37.5% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $336,000 | +43.0% | 10,411 | +13.8% | 0.01% | +25.0% |
| TSS | Sell | TOTAL SYS SVCS INC | $308,000 | -16.3% | 6,526 | -5.9% | 0.01% | -16.7% |
| IMO | Buy | IMPERIAL OIL LTD | $336,000 | +20.4% | 10,747 | +21.0% | 0.01% | 0.0% |
| CAH | Sell | CARDINAL HEALTH INC | $313,000 | -7.7% | 4,026 | -7.3% | 0.01% | -16.7% |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $295,000 | – | 2,697 | – | 0.01% | – |
| KSS | New | KOHLS CORP | $296,000 | – | 6,777 | – | 0.01% | – |
| BDX | Sell | BECTON DICKINSON & CO | $323,000 | +2.5% | 1,795 | -3.4% | 0.01% | 0.0% |
| NUE | New | NUCOR CORP | $317,000 | – | 6,406 | – | 0.01% | – |
| KR | Buy | KROGER CO | $328,000 | +11.9% | 11,045 | +38.5% | 0.01% | 0.0% |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $305,000 | – | 2,344 | – | 0.01% | – |
| LRCX | Sell | LAM RESEARCH CORP | $303,000 | -34.4% | 3,202 | -41.7% | 0.01% | -37.5% |
| MPC | Sell | MARATHON PETE CORP | $319,000 | -6.2% | 7,847 | -12.4% | 0.01% | -16.7% |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $343,000 | – | 1,599 | – | 0.01% | – |
| FL | Sell | FOOT LOCKER INC | $348,000 | +14.5% | 5,141 | -7.3% | 0.01% | 0.0% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $293,000 | -51.2% | 4,160 | -47.5% | 0.01% | -50.0% |
| ALK | Sell | ALASKA AIR GROUP INC | $283,000 | +3.3% | 4,302 | -8.5% | 0.00% | 0.0% |
| BTTGY | Sell | BT GROUP PLCadr | $273,000 | -89.8% | 10,755 | -88.8% | 0.00% | -90.9% |
| GD | New | GENERAL DYNAMICS CORP | $225,000 | – | 1,447 | – | 0.00% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $254,000 | – | 2,504 | – | 0.00% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $259,000 | – | 1,690 | – | 0.00% | – |
| PF | New | PINNACLE FOODS INC DEL | $268,000 | – | 5,348 | – | 0.00% | – |
| BIIB | Sell | BIOGEN INC | $264,000 | +24.5% | 843 | -4.0% | 0.00% | +33.3% |
| LLY | Buy | LILLY ELI & CO | $278,000 | +39.0% | 3,469 | +36.6% | 0.00% | +33.3% |
| CNP | Sell | CENTERPOINT ENERGY INC | $203,000 | -11.0% | 8,734 | -8.2% | 0.00% | -25.0% |
| EBAY | Sell | EBAY INC | $221,000 | -13.3% | 6,711 | -38.4% | 0.00% | -25.0% |
| F | Buy | FORD MTR CO DEL | $159,000 | +8.2% | 13,180 | +12.8% | 0.00% | 0.0% |
| BTG | Exit | B2GOLD CORP | $0 | – | -22,600 | – | -0.00% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -10,111 | – | -0.00% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -11,830 | – | -0.00% | – |
| SPIL | Exit | SILICONWARE PRECISION INDS Lsponsd adr spl | $0 | – | -19,373 | – | -0.00% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -15,539 | – | -0.00% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -3,080 | – | -0.00% | – |
| EOG | Exit | EOG RES INC | $0 | – | -2,500 | – | -0.00% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -1,460 | – | -0.00% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -2,091 | – | -0.00% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -2,776 | – | -0.00% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -3,924 | – | -0.00% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -4,018 | – | -0.00% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -2,532 | – | -0.00% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -6,332 | – | -0.01% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -7,222 | – | -0.01% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -18,000 | – | -0.01% | – |
| BA | Exit | BOEING CO | $0 | – | -2,434 | – | -0.01% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -833 | – | -0.01% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -3,421 | – | -0.01% | – |
| GLW | Exit | CORNING INC | $0 | – | -16,663 | – | -0.01% | – |
| PSGLQ | Exit | PERFORMANCE SPORTS GROUP LTD | $0 | – | -146,100 | – | -0.01% | – |
| EIX | Exit | EDISON INTL | $0 | – | -5,730 | – | -0.01% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -5,369 | – | -0.01% | – |
| CAE | Exit | CAE INC | $0 | – | -526,123 | – | -0.10% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -91,748 | – | -0.11% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -544,521 | – | -0.31% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | TORONTO DOMINION BK ONT | $444,016,000 | – | 10,411,334 | – | 7.25% | – |
| BNS | New | BANK N S HALIFAX | $402,240,000 | – | 8,265,261 | – | 6.57% | – |
| BMO | New | BANK MONTREAL QUE | $333,394,000 | – | 5,292,399 | – | 5.45% | – |
| TRP | New | TRANSCANADA CORP | $251,886,000 | – | 5,605,183 | – | 4.12% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $229,369,000 | – | 3,908,643 | – | 3.75% | – |
| MFC | New | MANULIFE FINL CORP | $224,970,000 | – | 16,562,743 | – | 3.68% | – |
| CNQ | New | CANADIAN NAT RES LTD | $215,002,000 | – | 7,016,953 | – | 3.51% | – |
| PBA | New | PEMBINA PIPELINE CORP | $174,595,000 | – | 5,785,302 | – | 2.85% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $172,347,000 | – | 5,925,111 | – | 2.82% | – |
| GG | New | GOLDCORP INC NEW | $158,978,000 | – | 8,366,297 | – | 2.60% | – |
| CP | New | CANADIAN PAC RY LTD | $156,431,000 | – | 1,223,480 | – | 2.56% | – |
| OTEX | New | OPEN TEXT CORP | $153,653,000 | – | 2,616,672 | – | 2.51% | – |
| GIB | New | GROUPE CGI INCcl a sub vtg | $151,215,000 | – | 3,564,327 | – | 2.47% | – |
| TU | New | TELUS CORP | $138,717,000 | – | 4,337,905 | – | 2.27% | – |
| MEOH | New | METHANEX CORP | $120,737,000 | – | 4,178,422 | – | 1.97% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $119,479,000 | – | 2,971,893 | – | 1.95% | – |
| ENB | New | ENBRIDGE INC | $113,423,000 | – | 2,696,004 | – | 1.85% | – |
| AGU | New | AGRIUM INC | $112,844,000 | – | 1,255,873 | – | 1.84% | – |
| CVE | New | CENOVUS ENERGY INC | $111,261,000 | – | 8,099,589 | – | 1.82% | – |
| WCN | New | WASTE CONNECTIONS INC | $108,476,000 | – | 1,511,857 | – | 1.77% | – |
| CM | New | CDN IMPERIAL BK COMM TORONTO | $103,913,000 | – | 1,393,040 | – | 1.70% | – |
| SU | New | SUNCOR ENERGY INC NEW | $103,757,000 | – | 3,766,122 | – | 1.70% | – |
| CNI | New | CANADIAN NATL RY CO | $94,617,000 | – | 1,613,410 | – | 1.55% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $93,104,000 | – | 2,833,865 | – | 1.52% | – |
| TRI | New | THOMSON REUTERS CORP | $92,760,000 | – | 2,308,627 | – | 1.52% | – |
| TAHO | New | TAHOE RES INC | $81,307,000 | – | 5,466,289 | – | 1.33% | – |
| BEP | New | BROOKFIELD RENEWABLE PARTNERpartnership unit | $70,802,000 | – | 2,394,865 | – | 1.16% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $66,740,000 | – | 1,255,750 | – | 1.09% | – |
| NGD | New | NEW GOLD INC CDA | $65,691,000 | – | 15,125,169 | – | 1.07% | – |
| MGA | New | MAGNA INTL INC | $59,125,000 | – | 1,696,043 | – | 0.97% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $57,854,000 | – | 3,034,761 | – | 0.94% | – |
| STN | New | STANTEC INC | $57,603,000 | – | 2,391,824 | – | 0.94% | – |
| VET | New | VERMILION ENERGY INC | $53,857,000 | – | 1,703,039 | – | 0.88% | – |
| SLF | New | SUN LIFE FINL INC | $52,456,000 | – | 1,607,926 | – | 0.86% | – |
| CCJ | New | CAMECO CORP | $50,999,000 | – | 4,675,470 | – | 0.83% | – |
| MITL | New | MITEL NETWORKS CORP | $50,240,000 | – | 8,058,837 | – | 0.82% | – |
| T | New | AT&T INC | $33,008,000 | – | 763,905 | – | 0.54% | – |
| CPG | New | CRESCENT PT ENERGY CORP | $32,822,000 | – | 2,092,007 | – | 0.54% | – |
| FNV | New | FRANCO NEVADA CORP | $32,757,000 | – | 433,768 | – | 0.54% | – |
| JNJ | New | JOHNSON & JOHNSON | $31,196,000 | – | 257,177 | – | 0.51% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $27,185,000 | – | 486,838 | – | 0.44% | – |
| RAI | New | REYNOLDS AMERICAN INC | $26,596,000 | – | 493,165 | – | 0.43% | – |
| MCD | New | MCDONALDS CORP | $26,029,000 | – | 216,296 | – | 0.42% | – |
| MO | New | ALTRIA GROUP INC | $25,555,000 | – | 370,571 | – | 0.42% | – |
| BCE | New | BCE INC | $25,228,000 | – | 536,778 | – | 0.41% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $24,920,000 | – | 239,244 | – | 0.41% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $23,255,000 | – | 179,601 | – | 0.38% | – |
| STO | New | STATOIL ASAsponsored adr | $22,605,000 | – | 1,305,865 | – | 0.37% | – |
| AAPL | New | APPLE INC | $22,448,000 | – | 234,807 | – | 0.37% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $21,725,000 | – | 374,896 | – | 0.36% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $20,061,000 | – | 152,350 | – | 0.33% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $19,283,000 | – | 209,899 | – | 0.32% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $19,069,000 | – | 544,521 | – | 0.31% | – |
| SBUX | New | STARBUCKS CORP | $18,908,000 | – | 331,025 | – | 0.31% | – |
| PM | New | PHILIP MORRIS INTL INC | $18,826,000 | – | 185,072 | – | 0.31% | – |
| WFC | New | WELLS FARGO & CO NEW | $18,677,000 | – | 394,610 | – | 0.30% | – |
| DIS | New | DISNEY WALT CO | $18,391,000 | – | 188,014 | – | 0.30% | – |
| GEO | New | GEO GROUP INC NEW | $16,802,000 | – | 491,569 | – | 0.27% | – |
| KMB | New | KIMBERLY CLARK CORP | $15,624,000 | – | 113,645 | – | 0.26% | – |
| LMT | New | LOCKHEED MARTIN CORP | $15,530,000 | – | 62,576 | – | 0.25% | – |
| TXN | New | TEXAS INSTRS INC | $14,206,000 | – | 226,754 | – | 0.23% | – |
| JPM | New | JPMORGAN CHASE & CO | $13,392,000 | – | 215,506 | – | 0.22% | – |
| AVGO | New | BROADCOM LTD | $13,052,000 | – | 83,991 | – | 0.21% | – |
| UN | New | UNILEVER N V | $13,046,000 | – | 277,920 | – | 0.21% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $12,539,000 | – | 168,698 | – | 0.20% | – |
| MSFT | New | MICROSOFT CORP | $12,396,000 | – | 242,254 | – | 0.20% | – |
| ABBV | New | ABBVIE INC | $12,339,000 | – | 199,310 | – | 0.20% | – |
| RTN | New | RAYTHEON CO | $12,270,000 | – | 90,252 | – | 0.20% | – |
| DUK | New | DUKE ENERGY CORP NEW | $11,792,000 | – | 137,450 | – | 0.19% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr | $11,660,000 | – | 377,463 | – | 0.19% | – |
| PAYX | New | PAYCHEX INC | $11,497,000 | – | 193,226 | – | 0.19% | – |
| INGR | New | INGREDION INC | $11,277,000 | – | 87,140 | – | 0.18% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $11,198,000 | – | 222,942 | – | 0.18% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $10,847,000 | – | 112,253 | – | 0.18% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $10,744,000 | – | 367,174 | – | 0.18% | – |
| WM | New | WASTE MGMT INC DEL | $10,740,000 | – | 162,060 | – | 0.18% | – |
| DOW | New | DOW CHEM CO | $10,405,000 | – | 209,306 | – | 0.17% | – |
| PG | New | PROCTER & GAMBLE CO | $9,819,000 | – | 115,967 | – | 0.16% | – |
| RSG | New | REPUBLIC SVCS INC | $9,716,000 | – | 189,365 | – | 0.16% | – |
| AEE | New | AMEREN CORP | $9,550,000 | – | 178,245 | – | 0.16% | – |
| PFE | New | PFIZER INC | $9,305,000 | – | 264,258 | – | 0.15% | – |
| MDT | New | MEDTRONIC PLC | $9,244,000 | – | 106,539 | – | 0.15% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $9,154,000 | – | 110,946 | – | 0.15% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $9,106,000 | – | 12,943 | – | 0.15% | – |
| VR | New | VALIDUS HOLDINGS LTD | $9,060,000 | – | 186,451 | – | 0.15% | – |
| APD | New | AIR PRODS & CHEMS INC | $8,774,000 | – | 61,772 | – | 0.14% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $8,147,000 | – | 142,329 | – | 0.13% | – |
| AMGN | New | AMGEN INC | $7,948,000 | – | 52,236 | – | 0.13% | – |
| SYK | New | STRYKER CORP | $7,889,000 | – | 65,833 | – | 0.13% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $7,822,000 | – | 55,399 | – | 0.13% | – |
| ACN | New | ACCENTURE PLC IRELAND | $7,724,000 | – | 68,181 | – | 0.13% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $7,608,000 | – | 255,400 | – | 0.12% | – |
| PCLN | New | PRICELINE GRP INC | $6,901,000 | – | 5,528 | – | 0.11% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $6,828,000 | – | 91,748 | – | 0.11% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $6,766,000 | – | 156,113 | – | 0.11% | – |
| PPL | New | PPL CORP | $6,537,000 | – | 173,158 | – | 0.11% | – |
| CAE | New | CAE INC | $6,313,000 | – | 526,123 | – | 0.10% | – |
| YUM | New | YUM BRANDS INC | $6,179,000 | – | 74,512 | – | 0.10% | – |
| SE | New | SPECTRA ENERGY CORP | $6,027,000 | – | 164,546 | – | 0.10% | – |
| OKE | New | ONEOK INC NEW | $5,944,000 | – | 125,277 | – | 0.10% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $5,769,000 | – | 191,104 | – | 0.09% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $5,727,000 | – | 63,111 | – | 0.09% | – |
| SNY | New | SANOFIsponsored adr | $5,698,000 | – | 136,144 | – | 0.09% | – |
| MA | New | MASTERCARD INCcl a | $5,435,000 | – | 61,717 | – | 0.09% | – |
| MCO | New | MOODYS CORP | $5,016,000 | – | 53,525 | – | 0.08% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $4,932,000 | – | 20,242 | – | 0.08% | – |
| CME | New | CME GROUP INC | $4,948,000 | – | 50,798 | – | 0.08% | – |
| INTC | New | INTEL CORP | $4,894,000 | – | 149,216 | – | 0.08% | – |
| TTE | New | TOTAL S Asponsored adr | $4,747,000 | – | 98,691 | – | 0.08% | – |
| MRK | New | MERCK & CO INC | $4,266,000 | – | 74,054 | – | 0.07% | – |
| ET | New | ENERGY TRANSFER EQUITY L P | $4,190,000 | – | 291,601 | – | 0.07% | – |
| CL | New | COLGATE PALMOLIVE CO | $3,717,000 | – | 50,778 | – | 0.06% | – |
| AOS | New | SMITH A O | $3,747,000 | – | 42,529 | – | 0.06% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $3,449,000 | – | 62,451 | – | 0.06% | – |
| XOM | New | EXXON MOBIL CORP | $3,305,000 | – | 35,262 | – | 0.05% | – |
| MON | New | MONSANTO CO NEW | $3,103,000 | – | 30,005 | – | 0.05% | – |
| WBK | New | WESTPAC BKG CORPsponsored adr | $2,994,000 | – | 135,517 | – | 0.05% | – |
| SAND | New | SANDSTORM GOLD LTD | $2,814,000 | – | 630,140 | – | 0.05% | – |
| BTTGY | New | BT GROUP PLCadr | $2,670,000 | – | 95,878 | – | 0.04% | – |
| TIF | New | TIFFANY & CO NEW | $2,681,000 | – | 44,210 | – | 0.04% | – |
| INFY | New | INFOSYS LTDsponsored adr | $2,588,000 | – | 144,978 | – | 0.04% | – |
| FSV | New | FIRSTSERVICE CORP NEWsub vtg sh | $2,516,000 | – | 55,400 | – | 0.04% | – |
| BAP | New | CREDICORP LTD | $1,979,000 | – | 12,822 | – | 0.03% | – |
| CIGI | New | COLLIERS INTL GROUP INC | $1,862,000 | – | 54,900 | – | 0.03% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $1,612,000 | – | 261,218 | – | 0.03% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $1,532,000 | – | 162,292 | – | 0.02% | – |
| PPPMF | New | PRIMERO MNG CORP | $1,558,000 | – | 753,300 | – | 0.02% | – |
| MSLI | New | MERUS LABS INTL INC NEW | $1,533,000 | – | 1,208,400 | – | 0.02% | – |
| UL | New | UNILEVER PLCspon adr new | $1,499,000 | – | 31,287 | – | 0.02% | – |
| STB | New | STUDENT TRANSN INC | $1,404,000 | – | 275,000 | – | 0.02% | – |
| QIWI | New | QIWI PLCspon adr rep b | $1,193,000 | – | 91,100 | – | 0.02% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $1,140,000 | – | 43,461 | – | 0.02% | – |
| GIS | New | GENERAL MLS INC | $1,122,000 | – | 15,727 | – | 0.02% | – |
| TRV | New | TRAVELERS COMPANIES INC | $884,000 | – | 7,426 | – | 0.01% | – |
| WMT | New | WAL-MART STORES INC | $858,000 | – | 11,750 | – | 0.01% | – |
| DSGX | New | DESCARTES SYS GROUP INC | $866,000 | – | 45,600 | – | 0.01% | – |
| FB | New | FACEBOOK INCcl a | $752,000 | – | 6,580 | – | 0.01% | – |
| AMZN | New | AMAZON COM INC | $741,000 | – | 1,036 | – | 0.01% | – |
| MELI | New | MERCADOLIBRE INC | $650,000 | – | 4,620 | – | 0.01% | – |
| DRI | New | DARDEN RESTAURANTS INC | $661,000 | – | 10,441 | – | 0.01% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $601,000 | – | 7,924 | – | 0.01% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $583,000 | – | 842 | – | 0.01% | – |
| GILD | New | GILEAD SCIENCES INC | $535,000 | – | 6,409 | – | 0.01% | – |
| PEP | New | PEPSICO INC | $527,000 | – | 4,977 | – | 0.01% | – |
| CVS | New | CVS HEALTH CORP | $480,000 | – | 5,018 | – | 0.01% | – |
| LRCX | New | LAM RESEARCH CORP | $462,000 | – | 5,493 | – | 0.01% | – |
| PRU | New | PRUDENTIAL FINL INC | $520,000 | – | 7,287 | – | 0.01% | – |
| CSCO | New | CISCO SYS INC | $476,000 | – | 16,598 | – | 0.01% | – |
| AFL | New | AFLAC INC | $468,000 | – | 6,486 | – | 0.01% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $431,000 | – | 441,000 | – | 0.01% | – |
| LOW | New | LOWES COS INC | $425,000 | – | 5,369 | – | 0.01% | – |
| EIX | New | EDISON INTL | $445,000 | – | 5,730 | – | 0.01% | – |
| TSN | New | TYSON FOODS INCcl a | $404,000 | – | 6,055 | – | 0.01% | – |
| CVX | New | CHEVRON CORP NEW | $453,000 | – | 4,319 | – | 0.01% | – |
| PSGLQ | New | PERFORMANCE SPORTS GROUP LTD | $436,000 | – | 146,100 | – | 0.01% | – |
| TSS | New | TOTAL SYS SVCS INC | $368,000 | – | 6,934 | – | 0.01% | – |
| ORAN | New | ORANGEsponsored adr | $368,000 | – | 22,419 | – | 0.01% | – |
| CAH | New | CARDINAL HEALTH INC | $339,000 | – | 4,342 | – | 0.01% | – |
| QCOM | New | QUALCOMM INC | $341,000 | – | 6,367 | – | 0.01% | – |
| EMR | New | EMERSON ELEC CO | $348,000 | – | 6,665 | – | 0.01% | – |
| MPC | New | MARATHON PETE CORP | $340,000 | – | 8,959 | – | 0.01% | – |
| DFS | New | DISCOVER FINL SVCS | $339,000 | – | 6,324 | – | 0.01% | – |
| DHI | New | D R HORTON INC | $355,000 | – | 11,265 | – | 0.01% | – |
| GLW | New | CORNING INC | $341,000 | – | 16,663 | – | 0.01% | – |
| BAX | New | BAXTER INTL INC | $352,000 | – | 7,776 | – | 0.01% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $306,000 | – | 4,721 | – | 0.01% | – |
| POT | New | POTASH CORP SASK INC | $291,000 | – | 18,000 | – | 0.01% | – |
| SAP | New | SAP SEspon adr | $283,000 | – | 3,768 | – | 0.01% | – |
| BDX | New | BECTON DICKINSON & CO | $315,000 | – | 1,859 | – | 0.01% | – |
| HRS | New | HARRIS CORP DEL | $285,000 | – | 3,421 | – | 0.01% | – |
| KR | New | KROGER CO | $293,000 | – | 7,972 | – | 0.01% | – |
| FL | New | FOOT LOCKER INC | $304,000 | – | 5,545 | – | 0.01% | – |
| JCI | New | JOHNSON CTLS INC | $320,000 | – | 7,222 | – | 0.01% | – |
| ABB | New | ABB LTDsponsored adr | $330,000 | – | 16,663 | – | 0.01% | – |
| CB | New | CHUBB LIMITED | $332,000 | – | 2,541 | – | 0.01% | – |
| COP | New | CONOCOPHILLIPS | $276,000 | – | 6,332 | – | 0.01% | – |
| LUV | New | SOUTHWEST AIRLS CO | $285,000 | – | 7,261 | – | 0.01% | – |
| BA | New | BOEING CO | $316,000 | – | 2,434 | – | 0.01% | – |
| IMO | New | IMPERIAL OIL LTD | $279,000 | – | 8,881 | – | 0.01% | – |
| BLK | New | BLACKROCK INC | $285,000 | – | 833 | – | 0.01% | – |
| EBAY | New | EBAY INC | $255,000 | – | 10,903 | – | 0.00% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $235,000 | – | 9,145 | – | 0.00% | – |
| EXC | New | EXELON CORP | $242,000 | – | 6,663 | – | 0.00% | – |
| ETR | New | ENTERGY CORP NEW | $226,000 | – | 2,776 | – | 0.00% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $248,000 | – | 3,924 | – | 0.00% | – |
| DG | New | DOLLAR GEN CORP NEW | $238,000 | – | 2,532 | – | 0.00% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $261,000 | – | 8,333 | – | 0.00% | – |
| HD | New | HOME DEPOT INC | $267,000 | – | 2,091 | – | 0.00% | – |
| CNP | New | CENTERPOINT ENERGY INC | $228,000 | – | 9,517 | – | 0.00% | – |
| BHP | New | BHP BILLITON LTDsponsored adr | $257,000 | – | 9,000 | – | 0.00% | – |
| SAN | New | BANCO SANTANDER SAadr | $259,000 | – | 66,007 | – | 0.00% | – |
| ETN | New | EATON CORP PLC | $240,000 | – | 4,018 | – | 0.00% | – |
| ALK | New | ALASKA AIR GROUP INC | $274,000 | – | 4,701 | – | 0.00% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $260,000 | – | 1,750 | – | 0.00% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $206,000 | – | 1,460 | – | 0.00% | – |
| LLY | New | LILLY ELI & CO | $200,000 | – | 2,540 | – | 0.00% | – |
| EOG | New | EOG RES INC | $209,000 | – | 2,500 | – | 0.00% | – |
| BIIB | New | BIOGEN INC | $212,000 | – | 878 | – | 0.00% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $210,000 | – | 4,451 | – | 0.00% | – |
| URI | New | UNITED RENTALS INC | $207,000 | – | 3,080 | – | 0.00% | – |
| SPIL | New | SILICONWARE PRECISION INDS Lsponsd adr spl | $148,000 | – | 19,373 | – | 0.00% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $139,000 | – | 15,539 | – | 0.00% | – |
| F | New | FORD MTR CO DEL | $147,000 | – | 11,681 | – | 0.00% | – |
| ABEV | New | AMBEV SAsponsored adr | $70,000 | – | 11,830 | – | 0.00% | – |
| BTG | New | B2GOLD CORP | $56,000 | – | 22,600 | – | 0.00% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $50,000 | – | 10,111 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPIL | Exit | SILICONWARE PRECISION INDS Lsponsd adr spl | $0 | – | -10,593 | – | -0.00% | – |
| ASX | Exit | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $0 | – | -12,933 | – | -0.00% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -12,614 | – | -0.00% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -17,973 | – | -0.00% | – |
| GLW | Exit | CORNING INC | $0 | – | -10,408 | – | -0.00% | – |
| QEP | Exit | QEP RES INC | $0 | – | -14,147 | – | -0.00% | – |
| BMR | Exit | BIOMED REALTY TRUST INC | $0 | – | -10,056 | – | -0.00% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -3,538 | – | -0.00% | – |
| DST | Exit | DST SYS INC DEL | $0 | – | -1,977 | – | -0.00% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -9,716 | – | -0.00% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -2,986 | – | -0.00% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -5,659 | – | -0.00% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -1,821 | – | -0.01% | – |
| VTR | Exit | VENTAS INC | $0 | – | -4,504 | – | -0.01% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -16,374 | – | -0.01% | – |
| BCE | Exit | BCE INC | $0 | – | -6,943 | – | -0.01% | – |
| ACE | Exit | ACE LTD | $0 | – | -2,541 | – | -0.01% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -3,209 | – | -0.01% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -8,128 | – | -0.01% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -6,390 | – | -0.01% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -5,414 | – | -0.01% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -11,572 | – | -0.01% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -10,848 | – | -0.01% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -22,740 | – | -0.01% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -5,751 | – | -0.01% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -5,451 | – | -0.01% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -16,760 | – | -0.01% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -7,424 | – | -0.01% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -24,975 | – | -0.01% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -8,590 | – | -0.01% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -5,238 | – | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -6,223 | – | -0.01% | – |
| TSO | Exit | TESORO CORP | $0 | – | -4,424 | – | -0.01% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -14,223 | – | -0.01% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -4,085 | – | -0.01% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -11,671 | – | -0.01% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -3,893 | – | -0.01% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -3,859 | – | -0.01% | – |
| C | Exit | CITIGROUP INC | $0 | – | -8,271 | – | -0.01% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -17,485 | – | -0.01% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -14,276 | – | -0.01% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -10,566 | – | -0.01% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -38,346 | – | -0.01% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -6,493 | – | -0.01% | – |
| NVR | Exit | NVR INC | $0 | – | -290 | – | -0.01% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -11,445 | – | -0.01% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -8,238 | – | -0.01% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -5,166 | – | -0.01% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -21,002 | – | -0.01% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -7,476 | – | -0.01% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -974 | – | -0.01% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -5,843 | – | -0.01% | – |
| UHAL | Exit | AMERCO | $0 | – | -1,198 | – | -0.01% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -5,143 | – | -0.01% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -9,225 | – | -0.01% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -6,784 | – | -0.01% | – |
| WELL | Exit | WELLTOWER INC | $0 | – | -7,364 | – | -0.01% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -7,693 | – | -0.01% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -7,534 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -7,071 | – | -0.01% | – |
| EXC | Exit | EXELON CORP | $0 | – | -19,310 | – | -0.01% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -4,437 | – | -0.01% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -5,819 | – | -0.01% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -15,313 | – | -0.01% | – |
| COT | Exit | COTT CORP QUE | $0 | – | -64,500 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -9,303 | – | -0.01% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -441,000 | – | -0.01% | – |
| KR | Exit | KROGER CO | $0 | – | -18,686 | – | -0.01% | – |
| DSGX | Exit | DESCARTES SYS GROUP INC | $0 | – | -42,000 | – | -0.01% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -11,855 | – | -0.02% | – |
| CME | Exit | CME GROUP INC | $0 | – | -8,447 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -8,886 | – | -0.02% | – |
| PPPMF | Exit | PRIMERO MNG CORP | $0 | – | -355,100 | – | -0.02% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -8,746 | – | -0.02% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -15,727 | – | -0.02% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -34,992 | – | -0.02% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -1,526 | – | -0.02% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -11,818 | – | -0.02% | – |
| SAND | Exit | SANDSTORM GOLD LTD | $0 | – | -387,940 | – | -0.02% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -68,207 | – | -0.02% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -17,215 | – | -0.02% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -15,034 | – | -0.02% | – |
| MSLI | Exit | MERUS LABS INTL INC NEW | $0 | – | -888,100 | – | -0.02% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -29,905 | – | -0.02% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -42,732 | – | -0.02% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -83,100 | – | -0.02% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -146,441 | – | -0.02% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -38,282 | – | -0.03% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -16,093 | – | -0.03% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -10,110 | – | -0.03% | – |
| FSV | Exit | FIRSTSERVICE CORP NEWsub vtg sh | $0 | – | -55,000 | – | -0.03% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -273,802 | – | -0.03% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -22,700 | – | -0.03% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -18,978 | – | -0.03% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -1,553 | – | -0.04% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -21,727 | – | -0.04% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -18,342 | – | -0.04% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -296,972 | – | -0.04% | – |
| CIGI | Exit | COLLIERS INTL GROUP INC | $0 | – | -55,000 | – | -0.04% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -3,574 | – | -0.04% | – |
| PSGLQ | Exit | PERFORMANCE SPORTS GROUP LTD | $0 | – | -177,900 | – | -0.04% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -21,720 | – | -0.05% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -85,105 | – | -0.05% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -35,534 | – | -0.05% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -59,424 | – | -0.05% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -43,952 | – | -0.05% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -621,128 | – | -0.07% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -48,022 | – | -0.07% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -83,596 | – | -0.08% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -218,477 | – | -0.08% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -93,667 | – | -0.08% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -103,679 | – | -0.08% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -89,307 | – | -0.08% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -88,416 | – | -0.08% | – |
| INTC | Exit | INTEL CORP | $0 | – | -156,066 | – | -0.09% | – |
| WBK | Exit | WESTPAC BKG CORPsponsored adr | $0 | – | -231,720 | – | -0.09% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -60,831 | – | -0.10% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -17,004 | – | -0.10% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -102,713 | – | -0.10% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -115,464 | – | -0.10% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -109,755 | – | -0.10% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -146,911 | – | -0.11% | – |
| VFC | Exit | V F CORP | $0 | – | -86,667 | – | -0.11% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -169,365 | – | -0.12% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -149,167 | – | -0.12% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -232,552 | – | -0.12% | – |
| PUK | Exit | PRUDENTIAL PLCadr | $0 | – | -153,851 | – | -0.12% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -206,630 | – | -0.12% | – |
| NWL | Exit | NEWELL RUBBERMAID INC | $0 | – | -167,290 | – | -0.13% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -240,400 | – | -0.13% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -89,544 | – | -0.13% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -232,509 | – | -0.14% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -59,776 | – | -0.14% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -113,091 | – | -0.14% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -139,504 | – | -0.14% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -72,668 | – | -0.15% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -97,350 | – | -0.15% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -115,412 | – | -0.16% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -105,309 | – | -0.16% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -60,941 | – | -0.16% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -122,814 | – | -0.17% | – |
| CSX | Exit | CSX CORP | $0 | – | -331,886 | – | -0.17% | – |
| PFE | Exit | PFIZER INC | $0 | – | -301,679 | – | -0.18% | – |
| UN | Exit | UNILEVER N V | $0 | – | -239,942 | – | -0.18% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -206,205 | – | -0.19% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -107,697 | – | -0.20% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -197,336 | – | -0.20% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -275,304 | – | -0.22% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -85,979 | – | -0.22% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -214,691 | – | -0.23% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -177,286 | – | -0.23% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -2,607,759 | – | -0.24% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -165,372 | – | -0.25% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -123,595 | – | -0.26% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -140,618 | – | -0.26% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -127,090 | – | -0.27% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -83,770 | – | -0.28% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -143,622 | – | -0.28% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -138,302 | – | -0.28% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -118,677 | – | -0.29% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -282,992 | – | -0.31% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -277,208 | – | -0.32% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -83,165 | – | -0.33% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -379,260 | – | -0.33% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -223,992 | – | -0.35% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -359,275 | – | -0.37% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -387,228 | – | -0.38% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -488,369 | – | -0.41% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -498,776 | – | -0.41% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -246,514 | – | -0.43% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -1,962,184 | – | -0.45% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -756,122 | – | -0.47% | – |
| T | Exit | AT&T INC | $0 | – | -770,231 | – | -0.48% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -277,100 | – | -0.49% | – |
| AAPL | Exit | APPLE INC | $0 | – | -235,465 | – | -0.49% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -7,310,281 | – | -0.51% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -620,882 | – | -0.52% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -1,098,800 | – | -0.53% | – |
| NGD | Exit | NEW GOLD INC CDA | $0 | – | -16,247,249 | – | -0.69% | – |
| MITL | Exit | MITEL NETWORKS CORP | $0 | – | -5,791,623 | – | -0.71% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -1,180,235 | – | -0.77% | – |
| BIN | Exit | PROGRESSIVE WASTE SOLUTIONS | $0 | – | -1,657,380 | – | -0.83% | – |
| CPG | Exit | CRESCENT PT ENERGY CORP | $0 | – | -3,856,258 | – | -0.84% | – |
| SLF | Exit | SUN LIFE FINL INC | $0 | – | -1,558,275 | – | -0.95% | – |
| VET | Exit | VERMILION ENERGY INC | $0 | – | -1,568,267 | – | -0.96% | – |
| STN | Exit | STANTEC INC | $0 | – | -2,434,670 | – | -1.01% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -1,865,072 | – | -1.12% | – |
| BEP | Exit | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $0 | – | -2,389,296 | – | -1.24% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -6,364,601 | – | -1.51% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -2,696,721 | – | -1.61% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -1,910,402 | – | -1.62% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -1,023,287 | – | -1.74% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -3,559,202 | – | -1.80% | – |
| CM | Exit | CDN IMPERIAL BK COMM TORONTO | $0 | – | -1,519,702 | – | -2.07% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -4,673,665 | – | -2.13% | – |
| CAE | Exit | CAE INC | $0 | – | -10,691,851 | – | -2.14% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -5,962,737 | – | -2.18% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -2,465,814 | – | -2.24% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -3,115,009 | – | -2.37% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -6,437,892 | – | -2.37% | – |
| TU | Exit | TELUS CORP | $0 | – | -4,928,538 | – | -2.94% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -4,424,556 | – | -3.11% | – |
| GIB | Exit | GROUPE CGI INCcl a sub vtg | $0 | – | -4,608,519 | – | -3.16% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -5,697,142 | – | -3.25% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -12,215,596 | – | -3.51% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -3,841,770 | – | -4.13% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -4,043,583 | – | -4.23% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -4,433,594 | – | -4.58% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -17,793,821 | – | -5.21% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -8,166,001 | – | -6.81% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -11,437,404 | – | -8.53% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Sell | TORONTO DOMINION BK ONT | $449,162,000 | -7.9% | 11,437,404 | -0.3% | 8.53% | +3.1% |
| BNS | Buy | BANK N S HALIFAX | $358,672,000 | -13.2% | 8,166,001 | +2.1% | 6.81% | -2.8% |
| MFC | Sell | MANULIFE FINL CORP | $274,201,000 | -17.7% | 17,793,821 | -0.6% | 5.21% | -7.8% |
| BMO | Buy | BANK MONTREAL QUE | $240,912,000 | -2.3% | 4,433,594 | +6.6% | 4.58% | +9.4% |
| RY | Buy | ROYAL BK CDA MONTREAL QUE | $222,768,000 | -9.7% | 4,043,583 | +0.3% | 4.23% | +1.1% |
| CNI | Buy | CANADIAN NATL RY CO | $217,358,000 | -1.3% | 3,841,770 | +0.8% | 4.13% | +10.5% |
| CVE | Buy | CENOVUS ENERGY INC | $184,593,000 | +17.3% | 12,215,596 | +24.3% | 3.51% | +31.3% |
| GIL | Buy | GILDAN ACTIVEWEAR INC | $171,331,000 | -9.2% | 5,697,142 | +0.4% | 3.25% | +1.7% |
| GIB | Buy | GROUPE CGI INCcl a sub vtg | $166,359,000 | -7.0% | 4,608,519 | +0.9% | 3.16% | +4.2% |
| ENB | Buy | ENBRIDGE INC | $163,683,000 | -20.3% | 4,424,556 | +0.8% | 3.11% | -10.8% |
| TU | Buy | TELUS CORP | $154,730,000 | -7.4% | 4,928,538 | +1.8% | 2.94% | +3.7% |
| CNQ | Buy | CANADIAN NAT RES LTD | $124,922,000 | -27.8% | 6,437,892 | +1.1% | 2.37% | -19.1% |
| TRI | Sell | THOMSON REUTERS CORP | $124,749,000 | +3.2% | 3,115,009 | -1.8% | 2.37% | +15.5% |
| MGA | Sell | MAGNA INTL INC | $117,841,000 | -24.7% | 2,465,814 | -11.5% | 2.24% | -15.7% |
| SJR | Buy | SHAW COMMUNICATIONS INCcl b conv | $115,034,000 | -11.1% | 5,962,737 | +0.5% | 2.18% | -0.4% |
| CAE | Sell | CAE INC | $112,874,000 | -12.2% | 10,691,851 | -0.8% | 2.14% | -1.7% |
| PBA | Buy | PEMBINA PIPELINE CORP | $112,044,000 | -20.6% | 4,673,665 | +7.2% | 2.13% | -11.1% |
| CM | Buy | CDN IMPERIAL BK COMM TORONTO | $108,787,000 | +34.6% | 1,519,702 | +38.8% | 2.07% | +50.7% |
| SU | Buy | SUNCOR ENERGY INC NEW | $94,839,000 | +20.3% | 3,559,202 | +24.5% | 1.80% | +34.6% |
| AGU | Sell | AGRIUM INC | $91,373,000 | -20.7% | 1,023,287 | -5.8% | 1.74% | -11.3% |
| OTEX | Sell | OPEN TEXT CORP | $85,236,000 | +8.6% | 1,910,402 | -1.0% | 1.62% | +21.6% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $84,542,000 | -11.0% | 2,696,721 | -0.6% | 1.61% | -0.2% |
| GG | Buy | GOLDCORP INC NEW | $79,498,000 | -8.9% | 6,364,601 | +18.6% | 1.51% | +2.0% |
| BEP | Sell | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $65,485,000 | -8.2% | 2,389,296 | -0.3% | 1.24% | +2.8% |
| TRP | Buy | TRANSCANADA CORP | $58,762,000 | -19.3% | 1,865,072 | +4.3% | 1.12% | -9.6% |
| STN | Buy | STANTEC INC | $53,041,000 | +1560.1% | 2,434,670 | +2129.6% | 1.01% | +1764.8% |
| VET | Buy | VERMILION ENERGY INC | $50,312,000 | -24.9% | 1,568,267 | +1.2% | 0.96% | -15.9% |
| SLF | Buy | SUN LIFE FINL INC | $50,073,000 | +7.1% | 1,558,275 | +11.4% | 0.95% | +19.9% |
| CPG | Buy | CRESCENT PT ENERGY CORP | $43,964,000 | -12.8% | 3,856,258 | +57.2% | 0.84% | -2.3% |
| BIN | Buy | PROGRESSIVE WASTE SOLUTIONS | $43,668,000 | +27.4% | 1,657,380 | +29.9% | 0.83% | +42.7% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $40,516,000 | -0.9% | 1,180,235 | +2.5% | 0.77% | +11.1% |
| MITL | Buy | MITEL NETWORKS CORP | $37,187,000 | -21.5% | 5,791,623 | +8.7% | 0.71% | -12.1% |
| NGD | Buy | NEW GOLD INC CDA | $36,512,000 | +1.0% | 16,247,249 | +20.8% | 0.69% | +13.1% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $27,753,000 | +32.1% | 1,098,800 | +48.7% | 0.53% | +48.0% |
| FNV | Sell | FRANCO NEVADA CORP | $27,262,000 | -15.3% | 620,882 | -7.9% | 0.52% | -5.1% |
| HBM | Sell | HUDBAY MINERALS INC | $26,907,000 | -56.1% | 7,310,281 | -0.6% | 0.51% | -50.9% |
| AAPL | Buy | APPLE INC | $25,972,000 | -11.3% | 235,465 | +0.8% | 0.49% | -0.8% |
| JNJ | Buy | JOHNSON & JOHNSON | $25,867,000 | -1.1% | 277,100 | +3.3% | 0.49% | +10.6% |
| T | Sell | AT&T INC | $25,094,000 | -10.5% | 770,231 | -2.4% | 0.48% | +0.2% |
| MEOH | Buy | METHANEX CORP | $24,963,000 | -39.0% | 756,122 | +3.3% | 0.47% | -31.7% |
| CCJ | Buy | CAMECO CORP | $23,835,000 | -12.7% | 1,962,184 | +2.9% | 0.45% | -2.2% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $22,660,000 | -7.3% | 246,514 | -0.8% | 0.43% | +3.6% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $21,702,000 | -9.1% | 498,776 | -2.6% | 0.41% | +1.7% |
| RAI | Buy | REYNOLDS AMERICAN INC | $21,620,000 | +18.4% | 488,369 | +99.6% | 0.41% | +32.6% |
| WFC | Buy | WELLS FARGO & CO NEW | $19,884,000 | -4.5% | 387,228 | +4.6% | 0.38% | +7.1% |
| MO | Buy | ALTRIA GROUP INC | $19,545,000 | +19.9% | 359,275 | +7.8% | 0.37% | +34.4% |
| ITW | Buy | ILLINOIS TOOL WKS INC | $18,437,000 | -9.4% | 223,992 | +1.0% | 0.35% | +1.4% |
| SIX | Buy | SIX FLAGS ENTMT CORP NEW | $17,363,000 | +11.3% | 379,260 | +9.1% | 0.33% | +24.5% |
| LMT | Buy | LOCKHEED MARTIN CORP | $17,241,000 | +11.7% | 83,165 | +0.2% | 0.33% | +24.8% |
| JPM | Buy | JPMORGAN CHASE & CO | $16,901,000 | -2.7% | 277,208 | +8.1% | 0.32% | +8.8% |
| SBUX | New | STARBUCKS CORP | $16,085,000 | – | 282,992 | – | 0.31% | – |
| APD | Buy | AIR PRODS & CHEMS INC | $15,141,000 | +0.2% | 118,677 | +7.5% | 0.29% | +12.5% |
| DIS | Buy | DISNEY WALT CO | $14,678,000 | +937.3% | 143,622 | +1058.3% | 0.28% | +1062.5% |
| BUD | Buy | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $14,704,000 | -11.6% | 138,302 | +0.3% | 0.28% | -1.1% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $14,556,000 | +27.3% | 83,770 | +53.0% | 0.28% | +42.3% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $13,990,000 | +2.7% | 127,090 | +1.0% | 0.27% | +15.2% |
| MCD | Sell | MCDONALDS CORP | $13,855,000 | -12.2% | 140,618 | -15.3% | 0.26% | -1.9% |
| KMB | Sell | KIMBERLY CLARK CORP | $13,477,000 | -8.0% | 123,595 | -10.6% | 0.26% | +2.8% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $13,289,000 | +2.6% | 165,372 | +2.4% | 0.25% | +14.5% |
| TECK | Buy | TECK RESOURCES LTDcl b | $12,402,000 | -50.4% | 2,607,759 | +3.5% | 0.24% | -44.3% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $12,344,000 | +7.7% | 177,286 | -0.1% | 0.23% | +20.6% |
| TEVA | Buy | TEVA PHARMACEUTICAL INDS LTDadr | $12,121,000 | +7.3% | 214,691 | +12.3% | 0.23% | +19.8% |
| GD | Buy | GENERAL DYNAMICS CORP | $11,861,000 | +1.6% | 85,979 | +4.4% | 0.22% | +13.6% |
| DOW | Buy | DOW CHEM CO | $11,673,000 | -16.8% | 275,304 | +0.4% | 0.22% | -6.7% |
| ABBV | Buy | ABBVIE INC | $10,737,000 | -17.3% | 197,336 | +2.1% | 0.20% | -7.3% |
| GILD | Buy | GILEAD SCIENCES INC | $10,575,000 | +605.5% | 107,697 | +741.0% | 0.20% | +704.0% |
| SNY | Buy | SANOFIsponsored adr | $9,789,000 | +6.0% | 206,205 | +10.6% | 0.19% | +18.5% |
| UN | Buy | UNILEVER N V | $9,646,000 | -2.5% | 239,942 | +1.5% | 0.18% | +8.9% |
| PFE | Sell | PFIZER INC | $9,476,000 | -7.1% | 301,679 | -0.8% | 0.18% | +4.0% |
| CSX | Buy | CSX CORP | $8,928,000 | -16.2% | 331,886 | +1.7% | 0.17% | -6.1% |
| PG | Buy | PROCTER & GAMBLE CO | $8,835,000 | -8.1% | 122,814 | +0.0% | 0.17% | +3.1% |
| AMGN | Buy | AMGEN INC | $8,429,000 | +980.6% | 60,941 | +1098.9% | 0.16% | +1130.8% |
| PM | Buy | PHILIP MORRIS INTL INC | $8,354,000 | +1.9% | 105,309 | +3.0% | 0.16% | +14.4% |
| DUK | Sell | DUKE ENERGY CORP NEW | $8,303,000 | -3.7% | 115,412 | -5.4% | 0.16% | +8.2% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $8,115,000 | +2.8% | 97,350 | +27.6% | 0.15% | +14.9% |
| RTN | Buy | RAYTHEON CO | $7,940,000 | +1582.2% | 72,668 | +1374.0% | 0.15% | +1787.5% |
| NVO | Buy | NOVO-NORDISK A Sadr | $7,567,000 | +58.9% | 139,504 | +60.4% | 0.14% | +77.8% |
| MDT | Buy | MEDTRONIC PLC | $7,570,000 | +1.5% | 113,091 | +12.3% | 0.14% | +13.4% |
| AVGO | Buy | AVAGO TECHNOLOGIES LTD | $7,473,000 | +3617.9% | 59,776 | +3853.4% | 0.14% | +4633.3% |
| VOD | Sell | VODAFONE GROUP PLC NEWspnsr adr no par | $7,380,000 | -12.9% | 232,509 | -0.0% | 0.14% | -2.8% |
| DPS | Buy | DR PEPPER SNAPPLE GROUP INC | $7,078,000 | +40.0% | 89,544 | +29.1% | 0.13% | +55.8% |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $6,745,000 | +11.7% | 240,400 | +37.1% | 0.13% | +25.5% |
| NWL | Buy | NEWELL RUBBERMAID INC | $6,643,000 | +97.2% | 167,290 | +104.1% | 0.13% | +121.1% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $6,575,000 | +0.1% | 206,630 | +100.3% | 0.12% | +12.6% |
| PUK | Sell | PRUDENTIAL PLCadr | $6,483,000 | -43.9% | 153,851 | -35.3% | 0.12% | -37.2% |
| KMI | Sell | KINDER MORGAN INC DEL | $6,437,000 | -28.3% | 232,552 | -0.5% | 0.12% | -19.7% |
| AEE | Sell | AMEREN CORP | $6,305,000 | -13.3% | 149,167 | -22.7% | 0.12% | -2.4% |
| WMB | Sell | WILLIAMS COS INC DEL | $6,241,000 | -36.3% | 169,365 | -0.7% | 0.12% | -28.3% |
| VFC | Sell | V F CORP | $5,912,000 | -3.1% | 86,667 | -0.9% | 0.11% | +8.7% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $5,649,000 | -8.4% | 146,911 | -0.8% | 0.11% | +1.9% |
| PAYX | New | PAYCHEX INC | $5,228,000 | – | 109,755 | – | 0.10% | – |
| WM | Buy | WASTE MGMT INC DEL | $5,116,000 | +9.1% | 102,713 | +1.5% | 0.10% | +21.2% |
| MSFT | Sell | MICROSOFT CORP | $5,110,000 | -55.2% | 115,464 | -55.3% | 0.10% | -50.0% |
| BLK | Sell | BLACKROCK INC | $5,058,000 | -14.1% | 17,004 | -0.1% | 0.10% | -4.0% |
| GPC | Sell | GENUINE PARTS CO | $5,042,000 | -33.5% | 60,831 | -28.1% | 0.10% | -25.6% |
| WBK | Sell | WESTPAC BKG CORPsponsored adr | $4,880,000 | -15.0% | 231,720 | -0.2% | 0.09% | -4.1% |
| INTC | Sell | INTEL CORP | $4,704,000 | -4.4% | 156,066 | -3.5% | 0.09% | +7.2% |
| TXN | Sell | TEXAS INSTRS INC | $4,378,000 | -68.1% | 88,416 | -66.8% | 0.08% | -64.4% |
| RSG | Sell | REPUBLIC SVCS INC | $4,272,000 | -18.6% | 103,679 | -22.6% | 0.08% | -9.0% |
| COP | Sell | CONOCOPHILLIPS | $4,283,000 | -31.9% | 89,307 | -12.8% | 0.08% | -24.3% |
| TTE | Buy | TOTAL S Asponsored adr | $4,188,000 | -9.0% | 93,667 | +0.0% | 0.08% | +2.6% |
| INFY | Sell | INFOSYS LTDsponsored adr | $4,171,000 | +19.1% | 218,477 | -1.2% | 0.08% | +33.9% |
| MRK | Buy | MERCK & CO INC NEW | $4,129,000 | -4.6% | 83,596 | +10.0% | 0.08% | +6.8% |
| MUFG | Buy | MITSUBISHI UFJ FINL GROUP INsponsored adr | $3,783,000 | +60.9% | 621,128 | +90.7% | 0.07% | +80.0% |
| CVX | Sell | CHEVRON CORP NEW | $3,788,000 | -42.8% | 48,022 | -30.0% | 0.07% | -35.7% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $2,752,000 | +26.4% | 43,952 | +23.3% | 0.05% | +40.5% |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $2,662,000 | -75.7% | 59,424 | -74.2% | 0.05% | -72.6% |
| MIC | New | MACQUARIE INFRASTRUCTURE COR | $2,653,000 | – | 35,534 | – | 0.05% | – |
| BP | Sell | BP PLCsponsored adr | $2,601,000 | -53.8% | 85,105 | -39.6% | 0.05% | -49.0% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $2,520,000 | +0.8% | 21,720 | +6.0% | 0.05% | +14.3% |
| PSGLQ | Sell | PERFORMANCE SPORTS GROUP LTD | $2,375,000 | -40.3% | 177,900 | -19.4% | 0.04% | -32.8% |
| GOOGL | Buy | GOOGLE INCcl a | $2,282,000 | +26.0% | 3,574 | +6.6% | 0.04% | +38.7% |
| CIGI | Sell | COLLIERS INTL GROUP INC | $2,226,000 | +4.9% | 55,000 | -0.7% | 0.04% | +16.7% |
| MA | Buy | MASTERCARD INCcl a | $1,958,000 | +2.7% | 21,727 | +6.5% | 0.04% | +15.6% |
| BAP | Buy | CREDICORP LTD | $1,951,000 | -1.4% | 18,342 | +28.8% | 0.04% | +8.8% |
| PCLN | Buy | PRICELINE GRP INC | $1,921,000 | +14.4% | 1,553 | +6.5% | 0.04% | +28.6% |
| YUM | Buy | YUM BRANDS INC | $1,815,000 | -5.4% | 22,700 | +6.6% | 0.03% | +3.0% |
| SYK | Buy | STRYKER CORP | $1,786,000 | +4.9% | 18,978 | +6.6% | 0.03% | +17.2% |
| FSV | Sell | FIRSTSERVICE CORP NEWsub vtg sh | $1,771,000 | -41.7% | 55,000 | -49.6% | 0.03% | -34.6% |
| ITUB | Buy | ITAU UNIBANCO HLDG SAspon adr rep pfd | $1,813,000 | -29.6% | 273,802 | +16.3% | 0.03% | -22.7% |
| ULTA | Buy | ULTA SALON COSMETCS & FRAG I | $1,651,000 | +12.7% | 10,110 | +6.6% | 0.03% | +24.0% |
| MCO | Buy | MOODYS CORP | $1,580,000 | -3.1% | 16,093 | +6.6% | 0.03% | +7.1% |
| USB | Buy | US BANCORP DEL | $1,570,000 | +3.0% | 38,282 | +9.0% | 0.03% | +15.4% |
| E | Buy | ENI S P Asponsored adr | $1,341,000 | -11.8% | 42,732 | +0.0% | 0.02% | -3.8% |
| SRC | Sell | SPIRIT RLTY CAP INC NEW | $1,338,000 | -74.2% | 146,441 | -72.7% | 0.02% | -71.6% |
| UL | Sell | UNILEVER PLCspon adr new | $1,220,000 | -6.9% | 29,905 | -2.0% | 0.02% | +4.5% |
| MSLI | Buy | MERUS LABS INTL INC NEW | $1,140,000 | -17.0% | 888,100 | +52.4% | 0.02% | -4.3% |
| TIF | Buy | TIFFANY & CO NEW | $1,161,000 | +16.7% | 15,034 | +38.7% | 0.02% | +29.4% |
| CL | Buy | COLGATE PALMOLIVE CO | $1,092,000 | +3.3% | 17,215 | +6.5% | 0.02% | +16.7% |
| SAND | Sell | SANDSTORM GOLD LTD | $1,028,000 | -11.1% | 387,940 | -0.7% | 0.02% | 0.0% |
| BAC | New | BANK AMER CORP | $1,063,000 | – | 68,207 | – | 0.02% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $982,000 | – | 11,818 | – | 0.02% | – |
| GOOG | Buy | GOOGLE INCcl c | $928,000 | +132.0% | 1,526 | +98.4% | 0.02% | +157.1% |
| TRV | Buy | TRAVELERS COMPANIES INC | $870,000 | +58.5% | 8,746 | +53.9% | 0.02% | +88.9% |
| CSCO | Sell | CISCO SYS INC | $919,000 | -78.0% | 34,992 | -77.0% | 0.02% | -76.1% |
| GIS | Sell | GENERAL MLS INC | $883,000 | -1.8% | 15,727 | -2.6% | 0.02% | +13.3% |
| PPPMF | Sell | PRIMERO MNG CORP | $827,000 | -40.8% | 355,100 | -0.7% | 0.02% | -33.3% |
| CVS | Sell | CVS HEALTH CORP | $857,000 | -23.8% | 8,886 | -17.1% | 0.02% | -15.8% |
| CME | Buy | CME GROUP INC | $783,000 | +6.1% | 8,447 | +6.6% | 0.02% | +15.4% |
| DRI | Buy | DARDEN RESTAURANTS INC | $813,000 | +104.3% | 11,855 | +111.8% | 0.02% | +114.3% |
| DSGX | New | DESCARTES SYS GROUP INC | $741,000 | – | 42,000 | – | 0.01% | – |
| KR | Buy | KROGER CO | $674,000 | -0.4% | 18,686 | +100.0% | 0.01% | +18.2% |
| BXE | Sell | BELLATRIX EXPLORATION LTD | $672,000 | -35.1% | 441,000 | -0.7% | 0.01% | -27.8% |
| PRU | Buy | PRUDENTIAL FINL INC | $709,000 | -5.5% | 9,303 | +8.5% | 0.01% | 0.0% |
| COT | New | COTT CORP QUE | $694,000 | – | 64,500 | – | 0.01% | – |
| CBI | Buy | CHICAGO BRIDGE & IRON CO N V | $607,000 | +12.4% | 15,313 | +41.8% | 0.01% | +33.3% |
| AET | Buy | AETNA INC NEW | $637,000 | +4.9% | 5,819 | +22.2% | 0.01% | +20.0% |
| CI | Buy | CIGNA CORPORATION | $599,000 | -6.1% | 4,437 | +12.6% | 0.01% | 0.0% |
| EXC | Buy | EXELON CORP | $574,000 | +103.5% | 19,310 | +115.1% | 0.01% | +120.0% |
| CAH | Buy | CARDINAL HEALTH INC | $579,000 | +125.3% | 7,534 | +145.4% | 0.01% | +175.0% |
| LLY | Sell | LILLY ELI & CO | $592,000 | -15.5% | 7,071 | -15.8% | 0.01% | -8.3% |
| XOM | Sell | EXXON MOBIL CORP | $572,000 | -92.1% | 7,693 | -91.2% | 0.01% | -91.1% |
| UAL | New | UNITED CONTL HLDGS INC | $489,000 | – | 9,225 | – | 0.01% | – |
| FL | New | FOOT LOCKER INC | $488,000 | – | 6,784 | – | 0.01% | – |
| AMZN | New | AMAZON COM INC | $499,000 | – | 974 | – | 0.01% | – |
| UHAL | New | AMERCO | $471,000 | – | 1,198 | – | 0.01% | – |
| WELL | New | WELLTOWER INC | $499,000 | – | 7,364 | – | 0.01% | – |
| FB | Sell | FACEBOOK INCcl a | $462,000 | -63.8% | 5,143 | -65.5% | 0.01% | -59.1% |
| J | New | JACOBS ENGR GROUP INC DEL | $395,000 | – | 10,566 | – | 0.01% | – |
| CMI | Buy | CUMMINS INC | $419,000 | +6.6% | 3,859 | +28.8% | 0.01% | +14.3% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $419,000 | +6.3% | 14,276 | +9.3% | 0.01% | +14.3% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $406,000 | +136.0% | 38,346 | +151.6% | 0.01% | +166.7% |
| HII | New | HUNTINGTON INGALLS INDS INC | $417,000 | – | 3,893 | – | 0.01% | – |
| IAC | New | IAC INTERACTIVECORP | $424,000 | – | 6,493 | – | 0.01% | – |
| C | Buy | CITIGROUP INC | $410,000 | +13.3% | 8,271 | +26.3% | 0.01% | +33.3% |
| DHI | New | D R HORTON INC | $418,000 | – | 14,223 | – | 0.01% | – |
| LRCX | Buy | LAM RESEARCH CORP | $407,000 | +4.4% | 6,223 | +29.6% | 0.01% | +14.3% |
| LEN | Buy | LENNAR CORPcl a | $396,000 | +63.6% | 8,238 | +74.1% | 0.01% | +100.0% |
| NVR | New | NVR INC | $442,000 | – | 290 | – | 0.01% | – |
| PHM | New | PULTE GROUP INC | $396,000 | – | 21,002 | – | 0.01% | – |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $435,000 | +2.6% | 5,166 | +27.0% | 0.01% | +14.3% |
| LUV | Buy | SOUTHWEST AIRLS CO | $444,000 | +19.4% | 11,671 | +4.0% | 0.01% | +33.3% |
| STI | New | SUNTRUST BKS INC | $438,000 | – | 11,445 | – | 0.01% | – |
| TSO | Sell | TESORO CORP | $430,000 | +6.4% | 4,424 | -7.5% | 0.01% | +14.3% |
| AGO | New | ASSURED GUARANTY LTD | $437,000 | – | 17,485 | – | 0.01% | – |
| ACN | Buy | ACCENTURE PLC IRELAND | $401,000 | +71.4% | 4,085 | +68.9% | 0.01% | +100.0% |
| PCAR | Buy | PACCAR INC | $387,000 | +2.7% | 7,424 | +25.8% | 0.01% | +16.7% |
| LAZ | New | LAZARD LTD | $372,000 | – | 8,590 | – | 0.01% | – |
| ATW | Buy | ATWOOD OCEANICS INC | $370,000 | +11.1% | 24,975 | +98.4% | 0.01% | +16.7% |
| VAR | New | VARIAN MED SYS INC | $386,000 | – | 5,238 | – | 0.01% | – |
| TRN | Buy | TRINITY INDS INC | $380,000 | +29.7% | 16,760 | +51.4% | 0.01% | +40.0% |
| SE | Sell | SPECTRA ENERGY CORP | $304,000 | -20.8% | 11,572 | -1.9% | 0.01% | -14.3% |
| MOS | Buy | MOSAIC CO NEW | $337,000 | -4.5% | 10,848 | +43.9% | 0.01% | 0.0% |
| AEP | New | AMERICAN ELEC PWR INC | $327,000 | – | 5,751 | – | 0.01% | – |
| F | New | FORD MTR CO DEL | $309,000 | – | 22,740 | – | 0.01% | – |
| CMCSA | Sell | COMCAST CORP NEWcl a | $308,000 | -71.3% | 5,414 | -69.6% | 0.01% | -66.7% |
| ORI | Sell | OLD REP INTL CORP | $256,000 | -34.7% | 16,374 | -34.7% | 0.01% | -28.6% |
| BCE | Sell | BCE INC | $283,000 | -6.6% | 6,943 | -2.6% | 0.01% | 0.0% |
| BDX | Sell | BECTON DICKINSON & CO | $242,000 | -56.9% | 1,821 | -54.0% | 0.01% | -50.0% |
| VTR | New | VENTAS INC | $252,000 | – | 4,504 | – | 0.01% | – |
| FAF | New | FIRST AMERN FINL CORP | $250,000 | – | 6,390 | – | 0.01% | – |
| THG | New | HANOVER INS GROUP INC | $249,000 | – | 3,209 | – | 0.01% | – |
| GM | New | GENERAL MTRS CO | $244,000 | – | 8,128 | – | 0.01% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $201,000 | – | 9,716 | – | 0.00% | – |
| EMN | Buy | EASTMAN CHEM CO | $229,000 | -4.6% | 3,538 | +20.6% | 0.00% | 0.0% |
| BMR | Sell | BIOMED REALTY TRUST INC | $201,000 | -97.2% | 10,056 | -97.3% | 0.00% | -96.7% |
| IPGP | New | IPG PHOTONICS CORP | $227,000 | – | 2,986 | – | 0.00% | – |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $235,000 | +12.4% | 5,659 | +30.7% | 0.00% | 0.0% |
| DST | New | DST SYS INC DEL | $208,000 | – | 1,977 | – | 0.00% | – |
| QEP | New | QEP RES INC | $177,000 | – | 14,147 | – | 0.00% | – |
| GLW | Sell | CORNING INC | $178,000 | -51.2% | 10,408 | -43.7% | 0.00% | -50.0% |
| STM | Sell | STMICROELECTRONICS N Vny registry | $123,000 | -98.9% | 17,973 | -98.7% | 0.00% | -98.9% |
| ASX | Buy | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $71,000 | -12.3% | 12,933 | +5.6% | 0.00% | 0.0% |
| SPIL | New | SILICONWARE PRECISION INDS Lsponsd adr spl | $67,000 | – | 10,593 | – | 0.00% | – |
| ABEV | New | AMBEV SAsponsored adr | $62,000 | – | 12,614 | – | 0.00% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -3,242 | – | -0.00% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -692 | – | -0.00% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -2,314 | – | -0.00% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -4,063 | – | -0.00% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -1,717 | – | -0.00% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -4,840 | – | -0.00% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -8,117 | – | -0.00% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -3,620 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -628 | – | -0.00% | – |
| PCG | Exit | PG&E CORP | $0 | – | -5,719 | – | -0.01% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,022 | – | -0.01% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -3,707 | – | -0.01% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -3,050 | – | -0.01% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -2,203 | – | -0.01% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -9,275 | – | -0.01% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -3,054 | – | -0.01% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -5,316 | – | -0.01% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -9,023 | – | -0.01% | – |
| AN | Exit | AUTONATION INC | $0 | – | -6,276 | – | -0.01% | – |
| BA | Exit | BOEING CO | $0 | – | -3,480 | – | -0.01% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -30,884 | – | -0.01% | – |
| HCN | Exit | HEALTH CARE REIT INC | $0 | – | -7,364 | – | -0.01% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -4,898 | – | -0.01% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -8,847 | – | -0.02% | – |
| M | Exit | MACYS INC | $0 | – | -42,079 | – | -0.05% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -188,030 | – | -0.07% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -153,341 | – | -0.08% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -87,466 | – | -0.08% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -88,720 | – | -0.11% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -650,000 | – | -0.12% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -684,016 | – | -0.71% | – |
| BTEGF | Exit | BAYTEX ENERGY CORP | $0 | – | -3,577,244 | – | -0.94% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -3,354,828 | – | -0.99% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | TORONTO DOMINION BK ONT | $487,581,000 | – | 11,466,976 | – | 8.27% | – |
| BNS | New | BANK N S HALIFAX | $413,297,000 | – | 7,996,700 | – | 7.01% | – |
| MFC | New | MANULIFE FINL CORP | $333,030,000 | – | 17,898,373 | – | 5.65% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $246,758,000 | – | 4,029,932 | – | 4.19% | – |
| BMO | New | BANK MONTREAL QUE | $246,672,000 | – | 4,157,531 | – | 4.18% | – |
| CNI | New | CANADIAN NATL RY CO | $220,203,000 | – | 3,811,849 | – | 3.74% | – |
| ENB | New | ENBRIDGE INC | $205,437,000 | – | 4,387,299 | – | 3.48% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $188,702,000 | – | 5,673,327 | – | 3.20% | – |
| GIB | New | GROUPE CGI INCcl a sub vtg | $178,832,000 | – | 4,566,525 | – | 3.03% | – |
| CNQ | New | CANADIAN NAT RES LTD | $173,025,000 | – | 6,366,718 | – | 2.94% | – |
| TU | New | TELUS CORP | $167,005,000 | – | 4,841,320 | – | 2.83% | – |
| CVE | New | CENOVUS ENERGY INC | $157,373,000 | – | 9,830,088 | – | 2.67% | – |
| MGA | New | MAGNA INTL INC | $156,585,000 | – | 2,786,365 | – | 2.66% | – |
| PBA | New | PEMBINA PIPELINE CORP | $141,068,000 | – | 4,358,874 | – | 2.39% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $129,359,000 | – | 5,932,462 | – | 2.19% | – |
| CAE | New | CAE INC | $128,511,000 | – | 10,780,429 | – | 2.18% | – |
| TRI | New | THOMSON REUTERS CORP | $120,938,000 | – | 3,171,946 | – | 2.05% | – |
| AGU | New | AGRIUM INC | $115,287,000 | – | 1,086,414 | – | 1.96% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $94,940,000 | – | 2,713,739 | – | 1.61% | – |
| GG | New | GOLDCORP INC NEW | $87,223,000 | – | 5,367,650 | – | 1.48% | – |
| CM | New | CDN IMPERIAL BK COMM TORONTO | $80,831,000 | – | 1,095,127 | – | 1.37% | – |
| SU | New | SUNCOR ENERGY INC NEW | $78,863,000 | – | 2,859,702 | – | 1.34% | – |
| OTEX | New | OPEN TEXT CORP | $78,451,000 | – | 1,929,038 | – | 1.33% | – |
| TRP | New | TRANSCANADA CORP | $72,794,000 | – | 1,788,872 | – | 1.24% | – |
| BEP | New | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $71,354,000 | – | 2,396,535 | – | 1.21% | – |
| VET | New | VERMILION ENERGY INC | $67,035,000 | – | 1,549,942 | – | 1.14% | – |
| HBM | New | HUDBAY MINERALS INC | $61,343,000 | – | 7,357,651 | – | 1.04% | – |
| SLW | New | SILVER WHEATON CORP | $58,227,000 | – | 3,354,828 | – | 0.99% | – |
| BTEGF | New | BAYTEX ENERGY CORP | $55,721,000 | – | 3,577,244 | – | 0.94% | – |
| CPG | New | CRESCENT PT ENERGY CORP | $50,389,000 | – | 2,452,395 | – | 0.86% | – |
| MITL | New | MITEL NETWORKS CORP | $47,347,000 | – | 5,330,356 | – | 0.80% | – |
| SLF | New | SUN LIFE FINL INC | $46,773,000 | – | 1,399,150 | – | 0.79% | – |
| CTRX | New | CATAMARAN CORP | $41,856,000 | – | 684,016 | – | 0.71% | – |
| MEOH | New | METHANEX CORP | $40,915,000 | – | 732,027 | – | 0.69% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $40,878,000 | – | 1,151,035 | – | 0.69% | – |
| NGD | New | NEW GOLD INC CDA | $36,135,000 | – | 13,455,022 | – | 0.61% | – |
| BIN | New | PROGRESSIVE WASTE SOLUTIONS | $34,269,000 | – | 1,276,029 | – | 0.58% | – |
| FNV | New | FRANCO NEVADA CORP | $32,187,000 | – | 674,007 | – | 0.55% | – |
| AAPL | New | APPLE INC | $29,288,000 | – | 233,522 | – | 0.50% | – |
| T | New | AT&T INC | $28,043,000 | – | 789,493 | – | 0.48% | – |
| CCJ | New | CAMECO CORP | $27,309,000 | – | 1,906,303 | – | 0.46% | – |
| JNJ | New | JOHNSON & JOHNSON | $26,146,000 | – | 268,273 | – | 0.44% | – |
| TECK | New | TECK RESOURCES LTDcl b | $24,995,000 | – | 2,518,519 | – | 0.42% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $24,442,000 | – | 248,544 | – | 0.42% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $23,870,000 | – | 512,119 | – | 0.40% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $21,008,000 | – | 739,000 | – | 0.36% | – |
| WFC | New | WELLS FARGO & CO NEW | $20,821,000 | – | 370,223 | – | 0.35% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $20,347,000 | – | 221,669 | – | 0.34% | – |
| RAI | New | REYNOLDS AMERICAN INC | $18,264,000 | – | 244,623 | – | 0.31% | – |
| JPM | New | JPMORGAN CHASE & CO | $17,375,000 | – | 256,422 | – | 0.30% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $16,640,000 | – | 137,897 | – | 0.28% | – |
| MO | New | ALTRIA GROUP INC | $16,295,000 | – | 333,166 | – | 0.28% | – |
| MCD | New | MCDONALDS CORP | $15,781,000 | – | 165,998 | – | 0.27% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $15,595,000 | – | 347,714 | – | 0.26% | – |
| LMT | New | LOCKHEED MARTIN CORP | $15,435,000 | – | 83,031 | – | 0.26% | – |
| APD | New | AIR PRODS & CHEMS INC | $15,112,000 | – | 110,442 | – | 0.26% | – |
| KMB | New | KIMBERLY CLARK CORP | $14,650,000 | – | 138,247 | – | 0.25% | – |
| DOW | New | DOW CHEM CO | $14,034,000 | – | 274,261 | – | 0.24% | – |
| TXN | New | TEXAS INSTRS INC | $13,710,000 | – | 266,158 | – | 0.23% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $13,627,000 | – | 125,883 | – | 0.23% | – |
| ABBV | New | ABBVIE INC | $12,986,000 | – | 193,266 | – | 0.22% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $12,957,000 | – | 161,495 | – | 0.22% | – |
| GD | New | GENERAL DYNAMICS CORP | $11,673,000 | – | 82,386 | – | 0.20% | – |
| PUK | New | PRUDENTIAL PLCadr | $11,549,000 | – | 237,824 | – | 0.20% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $11,431,000 | – | 54,751 | – | 0.19% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $11,461,000 | – | 177,495 | – | 0.19% | – |
| MSFT | New | MICROSOFT CORP | $11,414,000 | – | 258,522 | – | 0.19% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $11,300,000 | – | 191,200 | – | 0.19% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $10,941,000 | – | 230,337 | – | 0.19% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $10,926,000 | – | 1,345,525 | – | 0.18% | – |
| CSX | New | CSX CORP | $10,659,000 | – | 326,462 | – | 0.18% | – |
| PFE | New | PFIZER INC | $10,200,000 | – | 304,193 | – | 0.17% | – |
| UN | New | UNILEVER N V | $9,892,000 | – | 236,415 | – | 0.17% | – |
| WMB | New | WILLIAMS COS INC DEL | $9,790,000 | – | 170,580 | – | 0.17% | – |
| PG | New | PROCTER & GAMBLE CO | $9,609,000 | – | 122,809 | – | 0.16% | – |
| SNY | New | SANOFIsponsored adr | $9,238,000 | – | 186,505 | – | 0.16% | – |
| KMI | New | KINDER MORGAN INC DEL | $8,974,000 | – | 233,756 | – | 0.15% | – |
| DUK | New | DUKE ENERGY CORP NEW | $8,618,000 | – | 122,031 | – | 0.15% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $8,475,000 | – | 232,521 | – | 0.14% | – |
| PM | New | PHILIP MORRIS INTL INC | $8,195,000 | – | 102,224 | – | 0.14% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $7,895,000 | – | 76,270 | – | 0.13% | – |
| GPC | New | GENUINE PARTS CO | $7,580,000 | – | 84,663 | – | 0.13% | – |
| MDT | New | MEDTRONIC PLC | $7,461,000 | – | 100,691 | – | 0.13% | – |
| XOM | New | EXXON MOBIL CORP | $7,284,000 | – | 87,547 | – | 0.12% | – |
| AEE | New | AMEREN CORP | $7,272,000 | – | 192,983 | – | 0.12% | – |
| ECA | New | ENCANA CORP | $7,175,000 | – | 650,000 | – | 0.12% | – |
| BMR | New | BIOMED REALTY TRUST INC | $7,121,000 | – | 368,175 | – | 0.12% | – |
| CVX | New | CHEVRON CORP NEW | $6,622,000 | – | 68,640 | – | 0.11% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $6,571,000 | – | 103,136 | – | 0.11% | – |
| COP | New | CONOCOPHILLIPS | $6,289,000 | – | 102,406 | – | 0.11% | – |
| ETR | New | ENTERGY CORP NEW | $6,255,000 | – | 88,720 | – | 0.11% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $6,169,000 | – | 148,108 | – | 0.10% | – |
| VFC | New | V F CORP | $6,101,000 | – | 87,476 | – | 0.10% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $6,041,000 | – | 175,400 | – | 0.10% | – |
| BLK | New | BLACKROCK INC | $5,889,000 | – | 17,022 | – | 0.10% | – |
| WBK | New | WESTPAC BKG CORPsponsored adr | $5,742,000 | – | 232,090 | – | 0.10% | – |
| BP | New | BP PLCsponsored adr | $5,632,000 | – | 140,932 | – | 0.10% | – |
| RSG | New | REPUBLIC SVCS INC | $5,249,000 | – | 133,994 | – | 0.09% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $5,182,000 | – | 535,923 | – | 0.09% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $5,057,000 | – | 69,370 | – | 0.09% | – |
| INTC | New | INTEL CORP | $4,918,000 | – | 161,711 | – | 0.08% | – |
| EMR | New | EMERSON ELEC CO | $4,848,000 | – | 87,466 | – | 0.08% | – |
| POT | New | POTASH CORP SASK INC | $4,755,000 | – | 153,341 | – | 0.08% | – |
| NVO | New | NOVO-NORDISK A Sadr | $4,762,000 | – | 86,956 | – | 0.08% | – |
| WM | New | WASTE MGMT INC DEL | $4,690,000 | – | 101,192 | – | 0.08% | – |
| TTE | New | TOTAL S Asponsored adr | $4,604,000 | – | 93,625 | – | 0.08% | – |
| MRK | New | MERCK & CO INC NEW | $4,328,000 | – | 76,028 | – | 0.07% | – |
| CSCO | New | CISCO SYS INC | $4,179,000 | – | 152,173 | – | 0.07% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $3,932,000 | – | 188,030 | – | 0.07% | – |
| PSGLQ | New | PERFORMANCE SPORTS GROUP LTD | $3,979,000 | – | 220,800 | – | 0.07% | – |
| INFY | New | INFOSYS LTDsponsored adr | $3,503,000 | – | 221,032 | – | 0.06% | – |
| NWL | New | NEWELL RUBBERMAID INC | $3,369,000 | – | 81,956 | – | 0.06% | – |
| STN | New | STANTEC INC | $3,195,000 | – | 109,200 | – | 0.05% | – |
| FSV | New | FIRSTSERVICE CORP NEWsub vtg sh | $3,037,000 | – | 109,100 | – | 0.05% | – |
| M | New | MACYS INC | $2,839,000 | – | 42,079 | – | 0.05% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $2,720,000 | – | 296,972 | – | 0.05% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $2,577,000 | – | 235,367 | – | 0.04% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $2,500,000 | – | 20,493 | – | 0.04% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $2,351,000 | – | 325,630 | – | 0.04% | – |
| QIWI | New | QIWI PLCspon adr rep b | $2,331,000 | – | 83,100 | – | 0.04% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $2,177,000 | – | 35,634 | – | 0.04% | – |
| CIGI | New | COLLIERS INTL GROUP INC | $2,123,000 | – | 55,400 | – | 0.04% | – |
| BAP | New | CREDICORP LTD | $1,978,000 | – | 14,242 | – | 0.03% | – |
| YUM | New | YUM BRANDS INC | $1,919,000 | – | 21,303 | – | 0.03% | – |
| MA | New | MASTERCARD INCcl a | $1,906,000 | – | 20,392 | – | 0.03% | – |
| GOOGL | New | GOOGLE INCcl a | $1,811,000 | – | 3,354 | – | 0.03% | – |
| SYK | New | STRYKER CORP | $1,702,000 | – | 17,808 | – | 0.03% | – |
| MCO | New | MOODYS CORP | $1,630,000 | – | 15,102 | – | 0.03% | – |
| PCLN | New | PRICELINE GRP INC | $1,679,000 | – | 1,458 | – | 0.03% | – |
| USB | New | US BANCORP DEL | $1,524,000 | – | 35,123 | – | 0.03% | – |
| E | New | ENI S P Asponsored adr | $1,520,000 | – | 42,721 | – | 0.03% | – |
| GILD | New | GILEAD SCIENCES INC | $1,499,000 | – | 12,806 | – | 0.02% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $1,465,000 | – | 9,488 | – | 0.02% | – |
| DIS | New | DISNEY WALT CO | $1,415,000 | – | 12,399 | – | 0.02% | – |
| PPPMF | New | PRIMERO MNG CORP | $1,396,000 | – | 357,500 | – | 0.02% | – |
| MSLI | New | MERUS LABS INTL INC NEW | $1,374,000 | – | 582,900 | – | 0.02% | – |
| UL | New | UNILEVER PLCspon adr new | $1,311,000 | – | 30,521 | – | 0.02% | – |
| FB | New | FACEBOOK INCcl a | $1,278,000 | – | 14,899 | – | 0.02% | – |
| SAND | New | SANDSTORM GOLD LTD | $1,156,000 | – | 390,640 | – | 0.02% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,204,000 | – | 8,847 | – | 0.02% | – |
| CVS | New | CVS HEALTH CORP | $1,125,000 | – | 10,724 | – | 0.02% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $1,036,000 | – | 444,200 | – | 0.02% | – |
| CL | New | COLGATE PALMOLIVE CO | $1,057,000 | – | 16,157 | – | 0.02% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,072,000 | – | 17,827 | – | 0.02% | – |
| TIF | New | TIFFANY & CO NEW | $995,000 | – | 10,840 | – | 0.02% | – |
| GIS | New | GENERAL MLS INC | $899,000 | – | 16,142 | – | 0.02% | – |
| PRU | New | PRUDENTIAL FINL INC | $750,000 | – | 8,571 | – | 0.01% | – |
| CME | New | CME GROUP INC | $738,000 | – | 7,927 | – | 0.01% | – |
| AMGN | New | AMGEN INC | $780,000 | – | 5,083 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $701,000 | – | 8,394 | – | 0.01% | – |
| COST | New | COSTCO WHSL CORP NEW | $662,000 | – | 4,898 | – | 0.01% | – |
| CI | New | CIGNA CORPORATION | $638,000 | – | 3,940 | – | 0.01% | – |
| KR | New | KROGER CO | $677,000 | – | 9,343 | – | 0.01% | – |
| BDX | New | BECTON DICKINSON & CO | $561,000 | – | 3,962 | – | 0.01% | – |
| AET | New | AETNA INC NEW | $607,000 | – | 4,760 | – | 0.01% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N V | $540,000 | – | 10,800 | – | 0.01% | – |
| TRV | New | TRAVELERS COMPANIES INC | $549,000 | – | 5,682 | – | 0.01% | – |
| BA | New | BOEING CO | $483,000 | – | 3,480 | – | 0.01% | – |
| RTN | New | RAYTHEON CO | $472,000 | – | 4,930 | – | 0.01% | – |
| VLO | New | VALERO ENERGY CORP NEW | $468,000 | – | 7,476 | – | 0.01% | – |
| RIG | New | TRANSOCEAN LTD | $498,000 | – | 30,884 | – | 0.01% | – |
| HCN | New | HEALTH CARE REIT INC | $483,000 | – | 7,364 | – | 0.01% | – |
| ORI | New | OLD REP INTL CORP | $392,000 | – | 25,094 | – | 0.01% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $386,000 | – | 5,316 | – | 0.01% | – |
| TSN | New | TYSON FOODS INCcl a | $385,000 | – | 9,023 | – | 0.01% | – |
| RE | New | EVEREST RE GROUP LTD | $401,000 | – | 2,203 | – | 0.01% | – |
| LRCX | New | LAM RESEARCH CORP | $390,000 | – | 4,800 | – | 0.01% | – |
| AN | New | AUTONATION INC | $395,000 | – | 6,276 | – | 0.01% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $424,000 | – | 4,069 | – | 0.01% | – |
| SE | New | SPECTRA ENERGY CORP | $384,000 | – | 11,791 | – | 0.01% | – |
| GOOG | New | GOOGLE INCcl c | $400,000 | – | 769 | – | 0.01% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $394,000 | – | 13,065 | – | 0.01% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $435,000 | – | 3,054 | – | 0.01% | – |
| TSO | New | TESORO CORP | $404,000 | – | 4,782 | – | 0.01% | – |
| DRI | New | DARDEN RESTAURANTS INC | $398,000 | – | 5,598 | – | 0.01% | – |
| CMI | New | CUMMINS INC | $393,000 | – | 2,996 | – | 0.01% | – |
| TSS | New | TOTAL SYS SVCS INC | $387,000 | – | 9,275 | – | 0.01% | – |
| LUV | New | SOUTHWEST AIRLS CO | $372,000 | – | 11,227 | – | 0.01% | – |
| PCAR | New | PACCAR INC | $377,000 | – | 5,903 | – | 0.01% | – |
| MOS | New | MOSAIC CO NEW | $353,000 | – | 7,541 | – | 0.01% | – |
| LOW | New | LOWES COS INC | $365,000 | – | 5,451 | – | 0.01% | – |
| FFIV | New | F5 NETWORKS INC | $367,000 | – | 3,050 | – | 0.01% | – |
| FDX | New | FEDEX CORP | $345,000 | – | 2,022 | – | 0.01% | – |
| GLW | New | CORNING INC | $365,000 | – | 18,503 | – | 0.01% | – |
| C | New | CITIGROUP INC | $362,000 | – | 6,550 | – | 0.01% | – |
| URI | New | UNITED RENTALS INC | $325,000 | – | 3,707 | – | 0.01% | – |
| ATW | New | ATWOOD OCEANICS INC | $333,000 | – | 12,590 | – | 0.01% | – |
| ALK | New | ALASKA AIR GROUP INC | $376,000 | – | 5,843 | – | 0.01% | – |
| TRN | New | TRINITY INDS INC | $293,000 | – | 11,071 | – | 0.01% | – |
| EXC | New | EXELON CORP | $282,000 | – | 8,977 | – | 0.01% | – |
| BCE | New | BCE INC | $303,000 | – | 7,129 | – | 0.01% | – |
| PCG | New | PG&E CORP | $281,000 | – | 5,719 | – | 0.01% | – |
| CF | New | CF INDS HLDGS INC | $233,000 | – | 3,620 | – | 0.00% | – |
| BRCM | New | BROADCOM CORPcl a | $249,000 | – | 4,840 | – | 0.00% | – |
| EMN | New | EASTMAN CHEM CO | $240,000 | – | 2,934 | – | 0.00% | – |
| BIIB | New | BIOGEN INC | $254,000 | – | 628 | – | 0.00% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $232,000 | – | 4,063 | – | 0.00% | – |
| PRE | New | PARTNERRE LTD | $221,000 | – | 1,717 | – | 0.00% | – |
| ACE | New | ACE LTD | $258,000 | – | 2,541 | – | 0.00% | – |
| CAH | New | CARDINAL HEALTH INC | $257,000 | – | 3,070 | – | 0.00% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $264,000 | – | 8,117 | – | 0.00% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $209,000 | – | 4,331 | – | 0.00% | – |
| LEN | New | LENNAR CORPcl a | $242,000 | – | 4,733 | – | 0.00% | – |
| ACN | New | ACCENTURE PLC IRELAND | $234,000 | – | 2,419 | – | 0.00% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $246,000 | – | 2,314 | – | 0.00% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $202,000 | – | 692 | – | 0.00% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $172,000 | – | 15,243 | – | 0.00% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $201,000 | – | 1,512 | – | 0.00% | – |
| QCOM | New | QUALCOMM INC | $203,000 | – | 3,242 | – | 0.00% | – |
| ASX | New | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $81,000 | – | 12,242 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -10,645 | – | -0.00% | – |
| XRX | Exit | XEROX CORP | $0 | – | -16,003 | – | -0.00% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -3,093 | – | -0.00% | – |
| KR | Exit | KROGER CO | $0 | – | -4,101 | – | -0.00% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -2,312 | – | -0.00% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -3,099 | – | -0.00% | – |
| BA | Exit | BOEING CO | $0 | – | -2,236 | – | -0.00% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -3,327 | – | -0.00% | – |
| MBT | Exit | MOBILE TELESYSTEMS OJSCsponsored adr | $0 | – | -19,194 | – | -0.00% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -6,850 | – | -0.00% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -5,258 | – | -0.00% | – |
| BCE | Exit | BCE INC | $0 | – | -7,593 | – | -0.01% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -2,600 | – | -0.01% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,801 | – | -0.01% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -31,931 | – | -0.01% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -4,306 | – | -0.01% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -5,932 | – | -0.01% | – |
| CCU | Exit | COMPANIA CERVECERIAS UNIDASsponsored adr | $0 | – | -16,726 | – | -0.01% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -19,109 | – | -0.01% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -23,340 | – | -0.01% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -10,837 | – | -0.01% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -29,000 | – | -0.01% | – |
| DE | Exit | DEERE & CO | $0 | – | -5,188 | – | -0.01% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -10,900 | – | -0.01% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -12,035 | – | -0.01% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -5,211 | – | -0.01% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -4,965 | – | -0.01% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -12,619 | – | -0.01% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -4,234 | – | -0.01% | – |
| SSL | Exit | SASOL LTDsponsored adr | $0 | – | -8,984 | – | -0.01% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -8,610 | – | -0.01% | – |
| RCL | Exit | ROYAL CARIBBEAN CRUISES LTD | $0 | – | -6,933 | – | -0.01% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -8,617 | – | -0.01% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -6,873 | – | -0.01% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -9,370 | – | -0.01% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -11,494 | – | -0.01% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -4,327 | – | -0.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -5,921 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -8,624 | – | -0.01% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -4,866 | – | -0.01% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -7,482 | – | -0.01% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -17,382 | – | -0.01% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -8,837 | – | -0.01% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -10,523 | – | -0.01% | – |
| LPNT | Exit | LIFEPOINT HOSPITALS INC | $0 | – | -7,351 | – | -0.01% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -7,528 | – | -0.01% | – |
| HLS | Exit | HEALTHSOUTH CORP | $0 | – | -13,748 | – | -0.01% | – |
| CVC | Exit | CABLEVISION SYS CORPcl a ny cablvs | $0 | – | -32,135 | – | -0.01% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -13,232 | – | -0.01% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -5,248 | – | -0.01% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -6,021 | – | -0.01% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -10,515 | – | -0.01% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -4,452 | – | -0.01% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -10,561 | – | -0.01% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -9,273 | – | -0.01% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -6,542 | – | -0.01% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -7,314 | – | -0.01% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -6,343 | – | -0.01% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -957 | – | -0.01% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -45,501 | – | -0.01% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -9,299 | – | -0.01% | – |
| ACE | Exit | ACE LTD | $0 | – | -6,066 | – | -0.01% | – |
| A309PS | Exit | DIRECTV | $0 | – | -8,087 | – | -0.01% | – |
| SSLT | Exit | SESA STERLITE LTDsponsored adr | $0 | – | -40,600 | – | -0.01% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -5,670 | – | -0.01% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -36,257 | – | -0.01% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -20,531 | – | -0.01% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -23,398 | – | -0.01% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -21,196 | – | -0.01% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -18,435 | – | -0.01% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -24,274 | – | -0.01% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -11,416 | – | -0.01% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -25,332 | – | -0.02% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -23,965 | – | -0.02% | – |
| EOG | Exit | EOG RES INC | $0 | – | -10,586 | – | -0.02% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -6,087 | – | -0.02% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -9,966 | – | -0.02% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -13,796 | – | -0.02% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -43,011 | – | -0.02% | – |
| MSLI | Exit | MERUS LABS INTL INC NEW | $0 | – | -786,400 | – | -0.02% | – |
| SAND | Exit | SANDSTORM GOLD LTD | $0 | – | -296,440 | – | -0.02% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -28,533 | – | -0.02% | – |
| PPPMF | Exit | PRIMERO MNG CORP | $0 | – | -271,200 | – | -0.02% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -4,192 | – | -0.02% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -9,964 | – | -0.02% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -29,130 | – | -0.02% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -34,440 | – | -0.02% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -21,098 | – | -0.02% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -23,002 | – | -0.03% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -22,974 | – | -0.03% | – |
| MITL | Exit | MITEL NETWORKS CORP | $0 | – | -198,484 | – | -0.03% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -39,950 | – | -0.03% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -18,283 | – | -0.03% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -31,600 | – | -0.03% | – |
| NWL | Exit | NEWELL RUBBERMAID INC | $0 | – | -67,470 | – | -0.04% | – |
| M | Exit | MACYS INC | $0 | – | -46,356 | – | -0.04% | – |
| VFC | Exit | V F CORP | $0 | – | -40,952 | – | -0.04% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -35,713 | – | -0.04% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -59,207 | – | -0.04% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -228,000 | – | -0.04% | – |
| UN | Exit | UNILEVER N V | $0 | – | -79,967 | – | -0.05% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -228,116 | – | -0.05% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -22,492 | – | -0.05% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -107,195 | – | -0.05% | – |
| NGLS | Exit | TARGA RESOURCES PARTNERS LP | $0 | – | -51,497 | – | -0.06% | – |
| FSRV | Exit | FIRSTSERVICE CORPsub vtg sh | $0 | – | -72,700 | – | -0.06% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -59,303 | – | -0.06% | – |
| PSGLQ | Exit | PERFORMANCE SPORTS GROUP LTD | $0 | – | -259,100 | – | -0.06% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -93,826 | – | -0.07% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -227,120 | – | -0.07% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -71,958 | – | -0.07% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -14,306 | – | -0.07% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -333,171 | – | -0.07% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -136,900 | – | -0.07% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -79,202 | – | -0.07% | – |
| WBK | Exit | WESTPAC BKG CORPsponsored adr | $0 | – | -177,745 | – | -0.08% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -89,320 | – | -0.08% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -79,998 | – | -0.09% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -111,669 | – | -0.09% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -62,749 | – | -0.09% | – |
| STN | Exit | STANTEC INC | $0 | – | -90,300 | – | -0.09% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -101,625 | – | -0.09% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -133,617 | – | -0.09% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -70,924 | – | -0.09% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -242,194 | – | -0.10% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -56,210 | – | -0.10% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -177,135 | – | -0.10% | – |
| INTC | Exit | INTEL CORP | $0 | – | -194,349 | – | -0.10% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -128,075 | – | -0.11% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -666,799 | – | -0.11% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -59,608 | – | -0.11% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -223,574 | – | -0.12% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -93,696 | – | -0.12% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -41,603 | – | -0.12% | – |
| CSX | Exit | CSX CORP | $0 | – | -282,253 | – | -0.14% | – |
| PFE | Exit | PFIZER INC | $0 | – | -309,279 | – | -0.14% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -120,352 | – | -0.14% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -83,051 | – | -0.14% | – |
| PUK | Exit | PRUDENTIAL PLCadr | $0 | – | -210,546 | – | -0.14% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -163,898 | – | -0.14% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -128,340 | – | -0.14% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -220,034 | – | -0.15% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -121,539 | – | -0.15% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -1,076,116 | – | -0.15% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -164,013 | – | -0.16% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -166,568 | – | -0.16% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -134,279 | – | -0.16% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -150,483 | – | -0.16% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -133,840 | – | -0.17% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -193,201 | – | -0.17% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -241,896 | – | -0.17% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -64,693 | – | -0.18% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -227,730 | – | -0.18% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -212,223 | – | -0.18% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -93,388 | – | -0.18% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -108,317 | – | -0.18% | – |
| LO | Exit | LORILLARD INC | $0 | – | -215,605 | – | -0.19% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -136,625 | – | -0.20% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -121,073 | – | -0.20% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -248,316 | – | -0.21% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -302,618 | – | -0.21% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -175,257 | – | -0.22% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -174,587 | – | -0.25% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -329,944 | – | -0.25% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -280,814 | – | -0.25% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -329,539 | – | -0.26% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -269,084 | – | -0.27% | – |
| AAPL | Exit | APPLE INC | $0 | – | -178,432 | – | -0.27% | – |
| T | Exit | AT&T INC | $0 | – | -623,611 | – | -0.33% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -227,278 | – | -0.36% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -6,001,683 | – | -0.55% | – |
| BIN | Exit | PROGRESSIVE WASTE SOLUTIONS | $0 | – | -1,710,552 | – | -0.66% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -2,569,378 | – | -0.73% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -1,005,224 | – | -0.74% | – |
| NGD | Exit | NEW GOLD INC CDA | $0 | – | -10,076,944 | – | -0.77% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -7,060,617 | – | -0.91% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -3,600,477 | – | -0.95% | – |
| BEP | Exit | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $0 | – | -2,374,268 | – | -1.09% | – |
| IMAX | Exit | IMAX CORP | $0 | – | -2,693,569 | – | -1.11% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -2,162,320 | – | -1.18% | – |
| VET | Exit | VERMILION ENERGY INC | $0 | – | -1,378,614 | – | -1.26% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -3,980,529 | – | -1.27% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -1,919,508 | – | -1.29% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -2,350,037 | – | -1.32% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -2,179,588 | – | -1.38% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -4,788,897 | – | -1.43% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -2,297,481 | – | -1.45% | – |
| BTEGF | Exit | BAYTEX ENERGY CORP | $0 | – | -2,774,189 | – | -1.58% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -4,600,014 | – | -1.59% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -3,064,524 | – | -1.66% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -2,078,490 | – | -1.73% | – |
| CPG | Exit | CRESCENT PT ENERGY CORP | $0 | – | -3,295,232 | – | -1.78% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -1,364,643 | – | -1.82% | – |
| CM | Exit | CDN IMPERIAL BK COMM TORONTO | $0 | – | -1,370,071 | – | -1.85% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -5,653,077 | – | -2.08% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -2,784,149 | – | -2.15% | – |
| CAE | Exit | CAE INC | $0 | – | -12,383,526 | – | -2.25% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -2,799,088 | – | -2.30% | – |
| GIB | Exit | GROUPE CGI INCcl a sub vtg | $0 | – | -5,005,997 | – | -2.54% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -1,806,126 | – | -2.57% | – |
| TU | Exit | TELUS CORP | $0 | – | -5,351,095 | – | -2.74% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -5,197,540 | – | -3.03% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -4,308,784 | – | -3.10% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -7,733,952 | – | -3.12% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -3,555,000 | – | -3.93% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -3,941,842 | – | -4.20% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -15,824,641 | – | -4.57% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -4,357,213 | – | -4.68% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -8,067,812 | – | -7.49% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -10,998,171 | – | -8.15% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Buy | TORONTO DOMINION BK ONT | $542,353,000 | -3.0% | 10,998,171 | +1.2% | 8.15% | +0.7% |
| BNS | Sell | BANK N S HALIFAX | $498,624,000 | -8.8% | 8,067,812 | -1.7% | 7.49% | -5.3% |
| RY | Sell | ROYAL BK CDA MONTREAL QUE | $311,202,000 | -39.8% | 4,357,213 | -39.8% | 4.68% | -37.5% |
| MFC | Buy | MANULIFE FINL CORP | $304,125,000 | -0.7% | 15,824,641 | +2.6% | 4.57% | +3.1% |
| CNI | Sell | CANADIAN NATL RY CO | $279,636,000 | +6.8% | 3,941,842 | -2.2% | 4.20% | +10.8% |
| BMO | Buy | BANK MONTREAL QUE | $261,455,000 | +165.5% | 3,555,000 | +165.8% | 3.93% | +175.8% |
| CVE | Sell | CENOVUS ENERGY INC | $207,909,000 | -17.7% | 7,733,952 | -0.9% | 3.12% | -14.6% |
| ENB | Buy | ENBRIDGE INC | $206,097,000 | +8.4% | 4,308,784 | +7.4% | 3.10% | +12.5% |
| CNQ | Buy | CANADIAN NAT RES LTD | $201,771,000 | +3.8% | 5,197,540 | +22.8% | 3.03% | +7.8% |
| TU | Buy | TELUS CORP | $182,571,000 | -6.4% | 5,351,095 | +2.2% | 2.74% | -2.8% |
| MGA | Sell | MAGNA INTL INC | $171,298,000 | -13.9% | 1,806,126 | -2.4% | 2.57% | -10.6% |
| GIB | Buy | GROUPE CGI INCcl a sub vtg | $169,010,000 | +37.7% | 5,005,997 | +44.5% | 2.54% | +43.0% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $153,016,000 | -7.4% | 2,799,088 | -0.2% | 2.30% | -3.8% |
| CAE | Buy | CAE INC | $150,043,000 | +7.5% | 12,383,526 | +16.0% | 2.25% | +11.6% |
| TRP | Buy | TRANSCANADA CORP | $143,281,000 | +11.9% | 2,784,149 | +3.7% | 2.15% | +16.2% |
| SJR | Buy | SHAW COMMUNICATIONS INCcl b conv | $138,452,000 | -2.6% | 5,653,077 | +1.9% | 2.08% | +1.2% |
| CM | Sell | CDN IMPERIAL BK COMM TORONTO | $122,962,000 | -2.3% | 1,370,071 | -1.0% | 1.85% | +1.4% |
| AGU | Sell | AGRIUM INC | $121,220,000 | -4.4% | 1,364,643 | -1.4% | 1.82% | -0.7% |
| CPG | Buy | CRESCENT PT ENERGY CORP | $118,838,000 | -12.6% | 3,295,232 | +7.4% | 1.78% | -9.2% |
| OTEX | Buy | OPEN TEXT CORP | $114,884,000 | +36.1% | 2,078,490 | +18.1% | 1.73% | +41.4% |
| SU | Buy | SUNCOR ENERGY INC NEW | $110,818,000 | -14.0% | 3,064,524 | +1.4% | 1.66% | -10.7% |
| GG | Sell | GOLDCORP INC NEW | $105,971,000 | -23.3% | 4,600,014 | -7.2% | 1.59% | -20.4% |
| BTEGF | Buy | BAYTEX ENERGY CORP | $104,824,000 | -12.0% | 2,774,189 | +7.5% | 1.58% | -8.6% |
| CTRX | Sell | CATAMARAN CORP | $96,692,000 | -5.2% | 2,297,481 | -0.6% | 1.45% | -1.6% |
| SLW | Buy | SILVER WHEATON CORP | $95,453,000 | -20.8% | 4,788,897 | +4.5% | 1.43% | -17.7% |
| PBA | Buy | PEMBINA PIPELINE CORP | $91,750,000 | -7.7% | 2,179,588 | +0.6% | 1.38% | -4.2% |
| RCI | Sell | ROGERS COMMUNICATIONS INCcl b | $87,896,000 | -10.6% | 2,350,037 | -3.8% | 1.32% | -7.2% |
| BAM | Buy | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $86,111,000 | +5.6% | 1,919,508 | +3.7% | 1.29% | +9.7% |
| ECA | Buy | ENCANA CORP | $84,455,000 | +2.8% | 3,980,529 | +14.8% | 1.27% | +6.8% |
| VET | Buy | VERMILION ENERGY INC | $83,863,000 | -7.9% | 1,378,614 | +5.3% | 1.26% | -4.3% |
| TRI | Buy | THOMSON REUTERS CORP | $78,714,000 | +21.6% | 2,162,320 | +21.5% | 1.18% | +26.3% |
| IMAX | Sell | IMAX CORP | $73,900,000 | -3.9% | 2,693,569 | -0.6% | 1.11% | -0.2% |
| BEP | Buy | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $72,321,000 | +9.1% | 2,374,268 | +5.8% | 1.09% | +13.2% |
| CCJ | Buy | CAMECO CORP | $63,477,000 | +0.3% | 3,600,477 | +11.6% | 0.95% | +4.2% |
| HBM | Buy | HUDBAY MINERALS INC | $60,287,000 | +3.2% | 7,060,617 | +11.8% | 0.91% | +7.2% |
| NGD | Sell | NEW GOLD INC CDA | $50,978,000 | -20.8% | 10,076,944 | -0.8% | 0.77% | -17.7% |
| FNV | Buy | FRANCO NEVADA CORP | $49,302,000 | -6.8% | 1,005,224 | +9.0% | 0.74% | -3.1% |
| TECK | Buy | TECK RESOURCES LTDcl b | $48,623,000 | -9.1% | 2,569,378 | +9.5% | 0.73% | -5.7% |
| BIN | Buy | PROGRESSIVE WASTE SOLUTIONS | $43,969,000 | +13.8% | 1,710,552 | +13.5% | 0.66% | +18.1% |
| BXE | Sell | BELLATRIX EXPLORATION LTD | $36,841,000 | -36.9% | 6,001,683 | -10.8% | 0.55% | -34.5% |
| JNJ | Sell | JOHNSON & JOHNSON | $24,226,000 | +1.0% | 227,278 | -0.9% | 0.36% | +4.9% |
| T | Buy | AT&T INC | $21,976,000 | +16.7% | 623,611 | +17.1% | 0.33% | +21.3% |
| MEOH | Buy | METHANEX CORP | $17,949,000 | +103.0% | 269,084 | +88.0% | 0.27% | +110.9% |
| AAPL | Buy | APPLE INC | $17,977,000 | +17.9% | 178,432 | +8.7% | 0.27% | +22.2% |
| WFC | Sell | WELLS FARGO & CO NEW | $17,093,000 | -6.4% | 329,539 | -5.2% | 0.26% | -2.7% |
| JPM | Buy | JPMORGAN CHASE & CO | $16,916,000 | +21.4% | 280,814 | +16.1% | 0.25% | +25.7% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $16,494,000 | +268.1% | 329,944 | +260.3% | 0.25% | +281.5% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $16,434,000 | +2.3% | 174,587 | -1.6% | 0.25% | +6.5% |
| ITW | Buy | ILLINOIS TOOL WKS INC | $14,795,000 | -2.1% | 175,257 | +1.5% | 0.22% | +1.4% |
| MO | Buy | ALTRIA GROUP INC | $13,902,000 | +21.2% | 302,618 | +10.6% | 0.21% | +25.9% |
| WMB | Buy | WILLIAMS COS INC DEL | $13,744,000 | -3.2% | 248,316 | +1.8% | 0.21% | +0.5% |
| KMB | Sell | KIMBERLY CLARK CORP | $13,024,000 | -6.5% | 121,073 | -3.3% | 0.20% | -2.5% |
| MCD | Sell | MCDONALDS CORP | $12,953,000 | -7.6% | 136,625 | -1.8% | 0.20% | -3.9% |
| LO | Buy | LORILLARD INC | $12,917,000 | -0.9% | 215,605 | +0.9% | 0.19% | +3.2% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $12,248,000 | +30.3% | 108,317 | +37.2% | 0.18% | +35.3% |
| APD | Buy | AIR PRODS & CHEMS INC | $12,157,000 | +2.4% | 93,388 | +1.2% | 0.18% | +6.4% |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $12,154,000 | +1.5% | 212,223 | +0.7% | 0.18% | +5.8% |
| DOW | Sell | DOW CHEM CO | $11,942,000 | -4.3% | 227,730 | -6.0% | 0.18% | -0.6% |
| LMT | Buy | LOCKHEED MARTIN CORP | $11,825,000 | +13.9% | 64,693 | +0.1% | 0.18% | +18.7% |
| TXN | Buy | TEXAS INSTRS INC | $11,536,000 | +0.5% | 241,896 | +0.7% | 0.17% | +4.2% |
| RAI | Buy | REYNOLDS AMERICAN INC | $11,399,000 | +16.9% | 193,201 | +19.5% | 0.17% | +21.3% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $11,119,000 | +4.0% | 133,840 | -0.7% | 0.17% | +7.7% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $10,817,000 | -5.6% | 150,483 | -2.4% | 0.16% | -2.4% |
| KLAC | Buy | KLA-TENCOR CORP | $10,578,000 | +8.5% | 134,279 | +0.1% | 0.16% | +12.8% |
| EMR | Buy | EMERSON ELEC CO | $10,424,000 | -5.1% | 166,568 | +0.7% | 0.16% | -1.3% |
| ETN | Buy | EATON CORP PLC | $10,394,000 | -16.4% | 164,013 | +1.8% | 0.16% | -13.3% |
| SAN | Buy | BANCO SANTANDER SAadr | $10,223,000 | -5.1% | 1,076,116 | +4.1% | 0.15% | -1.3% |
| MSFT | Buy | MICROSOFT CORP | $10,201,000 | +11.7% | 220,034 | +0.5% | 0.15% | +15.9% |
| PG | Sell | PROCTER & GAMBLE CO | $10,178,000 | +3.7% | 121,539 | -2.7% | 0.15% | +7.7% |
| DUK | Buy | DUKE ENERGY CORP NEW | $9,596,000 | +31.9% | 128,340 | +30.9% | 0.14% | +37.1% |
| ABBV | Buy | ABBVIE INC | $9,467,000 | +4.3% | 163,898 | +1.9% | 0.14% | +8.4% |
| PUK | Sell | PRUDENTIAL PLCadr | $9,371,000 | -17.7% | 210,546 | -15.1% | 0.14% | -14.5% |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $9,206,000 | – | 83,051 | – | 0.14% | – |
| COP | Buy | CONOCOPHILLIPS | $9,209,000 | -10.5% | 120,352 | +0.2% | 0.14% | -7.4% |
| PFE | Sell | PFIZER INC | $9,145,000 | -3.1% | 309,279 | -2.7% | 0.14% | +0.7% |
| CSX | Buy | CSX CORP | $9,049,000 | +4.3% | 282,253 | +0.3% | 0.14% | +8.8% |
| WYNN | Sell | WYNN RESORTS LTD | $7,783,000 | -29.8% | 41,603 | -22.1% | 0.12% | -26.9% |
| PM | Buy | PHILIP MORRIS INTL INC | $7,814,000 | +20.5% | 93,696 | +21.8% | 0.12% | +24.5% |
| SIX | Buy | SIX FLAGS ENTMT CORP NEW | $7,689,000 | -17.7% | 223,574 | +1.8% | 0.12% | -14.8% |
| GD | Buy | GENERAL DYNAMICS CORP | $7,576,000 | +11.2% | 59,608 | +1.9% | 0.11% | +15.2% |
| SRC | Buy | SPIRIT RLTY CAP INC NEW | $7,315,000 | -0.8% | 666,799 | +2.7% | 0.11% | +2.8% |
| SNY | Sell | SANOFIsponsored adr | $7,227,000 | +1.3% | 128,075 | -4.6% | 0.11% | +5.8% |
| AEE | Buy | AMEREN CORP | $6,790,000 | -4.8% | 177,135 | +1.6% | 0.10% | -1.0% |
| INTC | Buy | INTEL CORP | $6,767,000 | +58.2% | 194,349 | +40.4% | 0.10% | +64.5% |
| CVX | Sell | CHEVRON CORP NEW | $6,707,000 | -11.1% | 56,210 | -2.7% | 0.10% | -7.3% |
| SDRL | Buy | SEADRILL LIMITED | $6,481,000 | -32.3% | 242,194 | +1.1% | 0.10% | -29.7% |
| GPC | Buy | GENUINE PARTS CO | $6,221,000 | +0.9% | 70,924 | +1.0% | 0.09% | +4.5% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $6,142,000 | -13.1% | 133,617 | +1.1% | 0.09% | -9.8% |
| XOM | Sell | EXXON MOBIL CORP | $5,902,000 | -8.6% | 62,749 | -2.2% | 0.09% | -4.3% |
| STN | Buy | STANTEC INC | $5,904,000 | +5.7% | 90,300 | +0.1% | 0.09% | +9.9% |
| GRMN | Sell | GARMIN LTD | $5,806,000 | -33.1% | 111,669 | -21.7% | 0.09% | -31.0% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $5,715,000 | -0.7% | 79,998 | +3.3% | 0.09% | +3.6% |
| MDT | Sell | MEDTRONIC INC | $5,533,000 | -3.6% | 89,320 | -0.7% | 0.08% | 0.0% |
| WBK | Buy | WESTPAC BKG CORPsponsored adr | $4,996,000 | -8.8% | 177,745 | +4.2% | 0.08% | -5.1% |
| INFY | New | INFOSYS LTDsponsored adr | $4,791,000 | – | 79,202 | – | 0.07% | – |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $4,705,000 | -2.3% | 136,900 | +12.3% | 0.07% | +1.4% |
| ORI | Sell | OLD REP INTL CORP | $4,758,000 | -51.8% | 333,171 | -44.2% | 0.07% | -50.3% |
| BLK | Sell | BLACKROCK INC | $4,697,000 | -21.1% | 14,306 | -23.2% | 0.07% | -17.4% |
| TTE | Buy | TOTAL S Asponsored adr | $4,638,000 | -10.2% | 71,958 | +0.6% | 0.07% | -6.7% |
| FITB | Sell | FIFTH THIRD BANCORP | $4,547,000 | -32.4% | 227,120 | -27.9% | 0.07% | -29.9% |
| WM | Buy | WASTE MGMT INC DEL | $4,460,000 | +8.1% | 93,826 | +1.7% | 0.07% | +11.7% |
| PSGLQ | New | PERFORMANCE SPORTS GROUP LTD | $4,207,000 | – | 259,100 | – | 0.06% | – |
| DPS | Buy | DR PEPPER SNAPPLE GROUP INC | $3,814,000 | +14.2% | 59,303 | +4.0% | 0.06% | +18.8% |
| FSRV | Buy | FIRSTSERVICE CORPsub vtg sh | $3,813,000 | +3.7% | 72,700 | +0.1% | 0.06% | +7.5% |
| NGLS | Sell | TARGA RESOURCES PARTNERS LP | $3,726,000 | -2.5% | 51,497 | -3.1% | 0.06% | +1.8% |
| VOD | Sell | VODAFONE GROUP PLC NEWspnsr adr no par | $3,526,000 | -6.3% | 107,195 | -4.9% | 0.05% | -1.9% |
| BAP | New | CREDICORP LTD | $3,450,000 | – | 22,492 | – | 0.05% | – |
| ITUB | New | ITAU UNIBANCO HLDG SAspon adr rep pfd | $3,166,000 | – | 228,116 | – | 0.05% | – |
| UN | Buy | UNILEVER N V | $3,173,000 | -6.2% | 79,967 | +3.4% | 0.05% | -2.0% |
| CX | New | CEMEX SAB DE CVspon adr new | $2,973,000 | – | 228,000 | – | 0.04% | – |
| NVO | Sell | NOVO-NORDISK A Sadr | $2,819,000 | +0.9% | 59,207 | -2.2% | 0.04% | +5.0% |
| VFC | Sell | V F CORP | $2,704,000 | +4.3% | 40,952 | -0.5% | 0.04% | +7.9% |
| ETR | New | ENTERGY CORP NEW | $2,762,000 | – | 35,713 | – | 0.04% | – |
| M | Sell | MACYS INC | $2,697,000 | -12.4% | 46,356 | -12.6% | 0.04% | -8.9% |
| NWL | Buy | NEWELL RUBBERMAID INC | $2,322,000 | +83.3% | 67,470 | +54.6% | 0.04% | +94.4% |
| GILD | Buy | GILEAD SCIENCES INC | $1,946,000 | +47.4% | 18,283 | +14.8% | 0.03% | +52.6% |
| VLO | Sell | VALERO ENERGY CORP NEW | $1,848,000 | -33.2% | 39,950 | -27.6% | 0.03% | -30.0% |
| FB | Buy | FACEBOOK INCcl a | $1,816,000 | +137.7% | 22,974 | +102.4% | 0.03% | +145.5% |
| MITL | Buy | MITEL NETWORKS CORP | $1,813,000 | -11.4% | 198,484 | +2.2% | 0.03% | -10.0% |
| QCOM | Buy | QUALCOMM INC | $1,720,000 | -4.6% | 23,002 | +1.1% | 0.03% | 0.0% |
| CVS | Buy | CVS HEALTH CORP | $1,679,000 | +118.1% | 21,098 | +106.6% | 0.02% | +127.3% |
| UL | Buy | UNILEVER PLCspon adr new | $1,443,000 | -6.7% | 34,440 | +0.9% | 0.02% | 0.0% |
| BIIB | Buy | BIOGEN IDEC INC | $1,387,000 | +61.8% | 4,192 | +54.2% | 0.02% | +75.0% |
| AMGN | Buy | AMGEN INC | $1,400,000 | +212.5% | 9,964 | +163.4% | 0.02% | +250.0% |
| E | Buy | ENI S P Asponsored adr | $1,376,000 | -3.2% | 29,130 | +5.4% | 0.02% | 0.0% |
| SAND | Buy | SANDSTORM GOLD LTD | $1,270,000 | -38.1% | 296,440 | +0.2% | 0.02% | -36.7% |
| BP | Buy | BP PLCsponsored adr | $1,254,000 | +59.7% | 28,533 | +91.7% | 0.02% | +72.7% |
| STO | Sell | STATOIL ASAsponsored adr | $1,168,000 | -32.9% | 43,011 | -23.8% | 0.02% | -28.0% |
| NSC | New | NORFOLK SOUTHERN CORP | $1,112,000 | – | 9,966 | – | 0.02% | – |
| COF | Sell | CAPITAL ONE FINL CORP | $1,126,000 | -5.5% | 13,796 | -4.3% | 0.02% | 0.0% |
| GS | New | GOLDMAN SACHS GROUP INC | $1,117,000 | – | 6,087 | – | 0.02% | – |
| EOG | Sell | EOG RES INC | $1,048,000 | -23.4% | 10,586 | -9.7% | 0.02% | -20.0% |
| USB | Sell | US BANCORP DEL | $1,002,000 | -6.4% | 23,965 | -9.2% | 0.02% | 0.0% |
| GIS | Buy | GENERAL MLS INC | $930,000 | -3.1% | 18,435 | +0.9% | 0.01% | 0.0% |
| AET | Sell | AETNA INC NEW | $925,000 | -12.7% | 11,416 | -12.6% | 0.01% | -6.7% |
| MRO | New | MARATHON OIL CORP | $912,000 | – | 24,274 | – | 0.01% | – |
| DAL | New | DELTA AIR LINES INC DEL | $766,000 | – | 21,196 | – | 0.01% | – |
| LUV | Sell | SOUTHWEST AIRLS CO | $790,000 | +7.6% | 23,398 | -14.3% | 0.01% | +9.1% |
| SSLT | New | SESA STERLITE LTDsponsored adr | $701,000 | – | 40,600 | – | 0.01% | – |
| A309PS | Buy | DIRECTV | $700,000 | +55.2% | 8,087 | +52.6% | 0.01% | +57.1% |
| MU | Sell | MICRON TECHNOLOGY INC | $703,000 | -37.3% | 20,531 | -39.7% | 0.01% | -31.2% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $747,000 | -3.2% | 5,670 | -12.2% | 0.01% | 0.0% |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $732,000 | – | 36,257 | – | 0.01% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $638,000 | – | 957 | – | 0.01% | – |
| UAA | New | UNDER ARMOUR INCcl a | $643,000 | – | 9,299 | – | 0.01% | – |
| CI | Sell | CIGNA CORPORATION | $663,000 | -32.0% | 7,314 | -31.0% | 0.01% | -28.6% |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $648,000 | – | 45,501 | – | 0.01% | – |
| ACE | Sell | ACE LTD | $636,000 | -46.5% | 6,066 | -47.0% | 0.01% | -41.2% |
| CAM | New | CAMERON INTERNATIONAL CORP | $616,000 | – | 9,273 | – | 0.01% | – |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $610,000 | -2.4% | 10,515 | -21.0% | 0.01% | 0.0% |
| TRV | Sell | TRAVELERS COMPANIES INC | $566,000 | -66.2% | 6,021 | -66.2% | 0.01% | -62.5% |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $570,000 | -14.4% | 6,542 | -13.5% | 0.01% | -10.0% |
| VRSN | New | VERISIGN INC | $582,000 | – | 10,561 | – | 0.01% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $565,000 | – | 17,382 | – | 0.01% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $551,000 | – | 6,873 | – | 0.01% | – |
| CSC | Sell | COMPUTER SCIENCES CORP | $540,000 | -4.6% | 8,837 | -1.3% | 0.01% | 0.0% |
| LNC | New | LINCOLN NATL CORP IND | $564,000 | – | 10,523 | – | 0.01% | – |
| URI | Sell | UNITED RENTALS INC | $541,000 | -7.5% | 4,866 | -13.0% | 0.01% | 0.0% |
| IPGP | New | IPG PHOTONICS CORP | $518,000 | – | 7,528 | – | 0.01% | – |
| HLS | New | HEALTHSOUTH CORP | $507,000 | – | 13,748 | – | 0.01% | – |
| LLY | Buy | LILLY ELI & CO | $559,000 | +5.9% | 8,624 | +1.6% | 0.01% | 0.0% |
| LPNT | New | LIFEPOINT HOSPITALS INC | $509,000 | – | 7,351 | – | 0.01% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $506,000 | – | 8,617 | – | 0.01% | – |
| TAP | Buy | MOLSON COORS BREWING COcl b | $557,000 | +11.0% | 7,482 | +10.5% | 0.01% | +14.3% |
| ALK | Buy | ALASKA AIR GROUP INC | $500,000 | -8.4% | 11,494 | +100.0% | 0.01% | 0.0% |
| SSL | New | SASOL LTDsponsored adr | $490,000 | – | 8,984 | – | 0.01% | – |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $467,000 | – | 6,933 | – | 0.01% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $477,000 | – | 12,619 | – | 0.01% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $496,000 | – | 10,900 | – | 0.01% | – |
| UNP | Buy | UNION PAC CORP | $459,000 | +102.2% | 4,234 | +86.2% | 0.01% | +133.3% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $463,000 | -9.4% | 8,610 | -9.6% | 0.01% | 0.0% |
| PEP | New | PEPSICO INC | $485,000 | – | 5,211 | – | 0.01% | – |
| SNP | New | CHINA PETE & CHEM CORP | $434,000 | – | 4,965 | – | 0.01% | – |
| SEIC | New | SEI INVESTMENTS CO | $435,000 | – | 12,035 | – | 0.01% | – |
| CCU | New | COMPANIA CERVECERIAS UNIDASsponsored adr | $368,000 | – | 16,726 | – | 0.01% | – |
| STLD | New | STEEL DYNAMICS INC | $432,000 | – | 19,109 | – | 0.01% | – |
| TKC | New | TURKCELL ILETISIM HIZMETLERIspon adr new | $381,000 | – | 29,000 | – | 0.01% | – |
| DE | Sell | DEERE & CO | $425,000 | -35.3% | 5,188 | -28.5% | 0.01% | -40.0% |
| PTR | New | PETROCHINA CO LTDsponsored adr | $334,000 | – | 2,600 | – | 0.01% | – |
| BCE | Sell | BCE INC | $324,000 | -95.0% | 7,593 | -94.7% | 0.01% | -94.6% |
| VALE | Buy | VALE S Aadr | $352,000 | +147.9% | 31,931 | +178.4% | 0.01% | +150.0% |
| DRI | Sell | DARDEN RESTAURANTS INC | $305,000 | -26.3% | 5,932 | -33.7% | 0.01% | -16.7% |
| DIS | New | DISNEY WALT CO | $296,000 | – | 3,327 | – | 0.00% | – |
| MBT | Sell | MOBILE TELESYSTEMS OJSCsponsored adr | $287,000 | -88.3% | 19,194 | -85.5% | 0.00% | -88.6% |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $286,000 | – | 6,850 | – | 0.00% | – |
| BA | New | BOEING CO | $285,000 | – | 2,236 | – | 0.00% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $269,000 | – | 5,258 | – | 0.00% | – |
| XRX | New | XEROX CORP | $212,000 | – | 16,003 | – | 0.00% | – |
| WDC | New | WESTERN DIGITAL CORP | $225,000 | – | 2,312 | – | 0.00% | – |
| DVN | New | DEVON ENERGY CORP NEW | $211,000 | – | 3,093 | – | 0.00% | – |
| KR | Sell | KROGER CO | $213,000 | -7.0% | 4,101 | -11.4% | 0.00% | 0.0% |
| BAX | New | BAXTER INTL INC | $222,000 | – | 3,099 | – | 0.00% | – |
| ABEV | New | AMBEV SAsponsored adr | $70,000 | – | 10,645 | – | 0.00% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -3,085 | – | -0.00% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -1,600 | – | -0.00% | – |
| IMRSQ | Exit | IMRIS INC | $0 | – | -270,200 | – | -0.00% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -2,908 | – | -0.00% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -472 | – | -0.00% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -1,611 | – | -0.00% | – |
| HUM | Exit | HUMANA INC | $0 | – | -2,567 | – | -0.01% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -11,627 | – | -0.01% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -9,538 | – | -0.01% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -20,109 | – | -0.01% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -5,413 | – | -0.01% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -18,671 | – | -0.01% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -25,181 | – | -0.01% | – |
| HAR | Exit | HARMAN INTL INDS INC | $0 | – | -5,183 | – | -0.01% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -7,278 | – | -0.01% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -7,177 | – | -0.01% | – |
| APA | Exit | APACHE CORP | $0 | – | -6,158 | – | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -9,382 | – | -0.01% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -24,477 | – | -0.01% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -6,444 | – | -0.01% | – |
| GLW | Exit | CORNING INC | $0 | – | -30,870 | – | -0.01% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -4,344 | – | -0.01% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -11,183 | – | -0.01% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -21,594 | – | -0.01% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -9,789 | – | -0.02% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -51,537 | – | -0.02% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -260,339 | – | -0.05% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -377,680 | – | -0.21% | – |
| THI | Exit | TIM HORTONS INC | $0 | – | -963,700 | – | -0.76% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | TORONTO DOMINION BK ONT | $559,371,000 | – | 10,871,744 | – | 8.09% | – |
| BNS | New | BANK N S HALIFAX | $547,029,000 | – | 8,209,282 | – | 7.91% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $517,110,000 | – | 7,237,366 | – | 7.48% | – |
| MFC | New | MANULIFE FINL CORP | $306,363,000 | – | 15,420,689 | – | 4.43% | – |
| CNI | New | CANADIAN NATL RY CO | $261,918,000 | – | 4,029,165 | – | 3.79% | – |
| CVE | New | CENOVUS ENERGY INC | $252,768,000 | – | 7,801,530 | – | 3.66% | – |
| MGA | New | MAGNA INTL INC | $199,067,000 | – | 1,850,283 | – | 2.88% | – |
| TU | New | TELUS CORP | $195,072,000 | – | 5,236,588 | – | 2.82% | – |
| CNQ | New | CANADIAN NAT RES LTD | $194,426,000 | – | 4,233,521 | – | 2.81% | – |
| ENB | New | ENBRIDGE INC | $190,208,000 | – | 4,010,792 | – | 2.75% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $165,196,000 | – | 2,805,206 | – | 2.39% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $142,161,000 | – | 5,547,197 | – | 2.06% | – |
| CAE | New | CAE INC | $139,553,000 | – | 10,672,388 | – | 2.02% | – |
| GG | New | GOLDCORP INC NEW | $138,214,000 | – | 4,954,926 | – | 2.00% | – |
| CPG | New | CRESCENT PT ENERGY CORP | $135,934,000 | – | 3,068,795 | – | 1.97% | – |
| SU | New | SUNCOR ENERGY INC NEW | $128,835,000 | – | 3,022,947 | – | 1.86% | – |
| TRP | New | TRANSCANADA CORP | $128,045,000 | – | 2,684,103 | – | 1.85% | – |
| AGU | New | AGRIUM INC | $126,766,000 | – | 1,384,507 | – | 1.83% | – |
| CM | New | CDN IMPERIAL BK COMM TORONTO | $125,914,000 | – | 1,384,405 | – | 1.82% | – |
| GIB | New | GROUPE CGI INCcl a sub vtg | $122,734,000 | – | 3,464,598 | – | 1.78% | – |
| SLW | New | SILVER WHEATON CORP | $120,492,000 | – | 4,581,094 | – | 1.74% | – |
| BTEGF | New | BAYTEX ENERGY CORP | $119,099,000 | – | 2,581,727 | – | 1.72% | – |
| CTRX | New | CATAMARAN CORP | $101,975,000 | – | 2,310,455 | – | 1.48% | – |
| PBA | New | PEMBINA PIPELINE CORP | $99,448,000 | – | 2,166,143 | – | 1.44% | – |
| BMO | New | BANK MONTREAL QUE | $98,462,000 | – | 1,337,723 | – | 1.42% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $98,304,000 | – | 2,444,104 | – | 1.42% | – |
| VET | New | VERMILION ENERGY INC | $91,074,000 | – | 1,309,506 | – | 1.32% | – |
| OTEX | New | OPEN TEXT CORP | $84,384,000 | – | 1,759,534 | – | 1.22% | – |
| ECA | New | ENCANA CORP | $82,117,000 | – | 3,467,896 | – | 1.19% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $81,540,000 | – | 1,851,785 | – | 1.18% | – |
| IMAX | New | IMAX CORP | $76,865,000 | – | 2,709,189 | – | 1.11% | – |
| BEP | New | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $66,308,000 | – | 2,244,465 | – | 0.96% | – |
| TRI | New | THOMSON REUTERS CORP | $64,741,000 | – | 1,779,078 | – | 0.94% | – |
| NGD | New | NEW GOLD INC CDA | $64,396,000 | – | 10,154,973 | – | 0.93% | – |
| CCJ | New | CAMECO CORP | $63,260,000 | – | 3,226,769 | – | 0.92% | – |
| HBM | New | HUDBAY MINERALS INC | $58,412,000 | – | 6,318,171 | – | 0.84% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $58,361,000 | – | 6,728,526 | – | 0.84% | – |
| TECK | New | TECK RESOURCES LTDcl b | $53,518,000 | – | 2,345,466 | – | 0.77% | – |
| FNV | New | FRANCO NEVADA CORP | $52,902,000 | – | 922,084 | – | 0.76% | – |
| THI | New | TIM HORTONS INC | $52,689,000 | – | 963,700 | – | 0.76% | – |
| BIN | New | PROGRESSIVE WASTE SOLUTIONS | $38,650,000 | – | 1,506,501 | – | 0.56% | – |
| JNJ | New | JOHNSON & JOHNSON | $23,991,000 | – | 229,317 | – | 0.35% | – |
| T | New | AT&T INC | $18,835,000 | – | 532,665 | – | 0.27% | – |
| WFC | New | WELLS FARGO & CO NEW | $18,267,000 | – | 347,544 | – | 0.26% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $16,068,000 | – | 177,493 | – | 0.23% | – |
| AAPL | New | APPLE INC | $15,253,000 | – | 164,137 | – | 0.22% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $15,116,000 | – | 172,633 | – | 0.22% | – |
| POT | New | POTASH CORP SASK INC | $14,356,000 | – | 377,680 | – | 0.21% | – |
| WMB | New | WILLIAMS COS INC DEL | $14,201,000 | – | 243,957 | – | 0.20% | – |
| MCD | New | MCDONALDS CORP | $14,014,000 | – | 139,112 | – | 0.20% | – |
| JPM | New | JPMORGAN CHASE & CO | $13,934,000 | – | 241,828 | – | 0.20% | – |
| KMB | New | KIMBERLY CLARK CORP | $13,924,000 | – | 125,194 | – | 0.20% | – |
| LO | New | LORILLARD INC | $13,028,000 | – | 213,686 | – | 0.19% | – |
| DOW | New | DOW CHEM CO | $12,473,000 | – | 242,376 | – | 0.18% | – |
| ETN | New | EATON CORP PLC | $12,434,000 | – | 161,103 | – | 0.18% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $11,974,000 | – | 210,727 | – | 0.17% | – |
| APD | New | AIR PRODS & CHEMS INC | $11,867,000 | – | 92,264 | – | 0.17% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $11,462,000 | – | 154,106 | – | 0.17% | – |
| MO | New | ALTRIA GROUP INC | $11,472,000 | – | 273,536 | – | 0.17% | – |
| TXN | New | TEXAS INSTRS INC | $11,478,000 | – | 240,167 | – | 0.17% | – |
| PUK | New | PRUDENTIAL PLCadr | $11,381,000 | – | 248,054 | – | 0.16% | – |
| WYNN | New | WYNN RESORTS LTD | $11,084,000 | – | 53,401 | – | 0.16% | – |
| EMR | New | EMERSON ELEC CO | $10,979,000 | – | 165,446 | – | 0.16% | – |
| SAN | New | BANCO SANTANDER SAadr | $10,776,000 | – | 1,034,183 | – | 0.16% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $10,688,000 | – | 134,811 | – | 0.16% | – |
| LMT | New | LOCKHEED MARTIN CORP | $10,383,000 | – | 64,602 | – | 0.15% | – |
| COP | New | CONOCOPHILLIPS | $10,295,000 | – | 120,082 | – | 0.15% | – |
| ORI | New | OLD REP INTL CORP | $9,868,000 | – | 596,643 | – | 0.14% | – |
| PG | New | PROCTER & GAMBLE CO | $9,813,000 | – | 124,858 | – | 0.14% | – |
| RAI | New | REYNOLDS AMERICAN INC | $9,753,000 | – | 161,611 | – | 0.14% | – |
| KLAC | New | KLA-TENCOR CORP | $9,745,000 | – | 134,158 | – | 0.14% | – |
| SDRL | New | SEADRILL LIMITED | $9,572,000 | – | 239,591 | – | 0.14% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $9,400,000 | – | 78,938 | – | 0.14% | – |
| PFE | New | PFIZER INC | $9,435,000 | – | 317,897 | – | 0.14% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $9,344,000 | – | 219,601 | – | 0.14% | – |
| MSFT | New | MICROSOFT CORP | $9,130,000 | – | 218,942 | – | 0.13% | – |
| ABBV | New | ABBVIE INC | $9,081,000 | – | 160,892 | – | 0.13% | – |
| MEOH | New | METHANEX CORP | $8,844,000 | – | 143,130 | – | 0.13% | – |
| GRMN | New | GARMIN LTD | $8,680,000 | – | 142,528 | – | 0.13% | – |
| CSX | New | CSX CORP | $8,673,000 | – | 281,509 | – | 0.12% | – |
| CVX | New | CHEVRON CORP NEW | $7,541,000 | – | 57,767 | – | 0.11% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $7,374,000 | – | 649,081 | – | 0.11% | – |
| DUK | New | DUKE ENERGY CORP NEW | $7,273,000 | – | 98,031 | – | 0.10% | – |
| AEE | New | AMEREN CORP | $7,130,000 | – | 174,422 | – | 0.10% | – |
| SNY | New | SANOFIsponsored adr | $7,135,000 | – | 134,185 | – | 0.10% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $7,068,000 | – | 132,154 | – | 0.10% | – |
| GD | New | GENERAL DYNAMICS CORP | $6,814,000 | – | 58,468 | – | 0.10% | – |
| FITB | New | FIFTH THIRD BANCORP | $6,728,000 | – | 315,140 | – | 0.10% | – |
| PM | New | PHILIP MORRIS INTL INC | $6,485,000 | – | 76,918 | – | 0.09% | – |
| BCE | New | BCE INC | $6,460,000 | – | 142,493 | – | 0.09% | – |
| XOM | New | EXXON MOBIL CORP | $6,460,000 | – | 64,159 | – | 0.09% | – |
| GPC | New | GENUINE PARTS CO | $6,167,000 | – | 70,244 | – | 0.09% | – |
| BLK | New | BLACKROCK INC | $5,953,000 | – | 18,627 | – | 0.09% | – |
| MRK | New | MERCK & CO INC NEW | $5,879,000 | – | 101,625 | – | 0.08% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $5,753,000 | – | 77,425 | – | 0.08% | – |
| MDT | New | MEDTRONIC INC | $5,737,000 | – | 89,980 | – | 0.08% | – |
| STN | New | STANTEC INC | $5,583,000 | – | 90,200 | – | 0.08% | – |
| WBK | New | WESTPAC BKG CORPsponsored adr | $5,479,000 | – | 170,594 | – | 0.08% | – |
| TTE | New | TOTAL S Asponsored adr | $5,162,000 | – | 71,497 | – | 0.08% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $4,815,000 | – | 121,900 | – | 0.07% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $4,481,000 | – | 91,587 | – | 0.06% | – |
| INTC | New | INTEL CORP | $4,277,000 | – | 138,407 | – | 0.06% | – |
| WM | New | WASTE MGMT INC DEL | $4,127,000 | – | 92,265 | – | 0.06% | – |
| NGLS | New | TARGA RESOURCES PARTNERS LP | $3,823,000 | – | 53,160 | – | 0.06% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $3,763,000 | – | 112,695 | – | 0.05% | – |
| KEY | New | KEYCORP NEW | $3,731,000 | – | 260,339 | – | 0.05% | – |
| FSRV | New | FIRSTSERVICE CORPsub vtg sh | $3,678,000 | – | 72,600 | – | 0.05% | – |
| UN | New | UNILEVER N V | $3,384,000 | – | 77,330 | – | 0.05% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $3,341,000 | – | 57,040 | – | 0.05% | – |
| M | New | MACYS INC | $3,078,000 | – | 53,045 | – | 0.04% | – |
| NVO | New | NOVO-NORDISK A Sadr | $2,795,000 | – | 60,511 | – | 0.04% | – |
| VLO | New | VALERO ENERGY CORP NEW | $2,766,000 | – | 55,200 | – | 0.04% | – |
| VFC | New | V F CORP | $2,593,000 | – | 41,158 | – | 0.04% | – |
| MBT | New | MOBILE TELESYSTEMS OJSCsponsored adr | $2,448,000 | – | 132,411 | – | 0.04% | – |
| OMC | New | OMNICOM GROUP INC | $2,251,000 | – | 31,600 | – | 0.03% | – |
| PPPMF | New | PRIMERO MNG CORP | $2,172,000 | – | 271,200 | – | 0.03% | – |
| SAND | New | SANDSTORM GOLD LTD | $2,053,000 | – | 295,740 | – | 0.03% | – |
| MITL | New | MITEL NETWORKS CORP | $2,046,000 | – | 194,184 | – | 0.03% | – |
| QCOM | New | QUALCOMM INC | $1,802,000 | – | 22,758 | – | 0.03% | – |
| MSLI | New | MERUS LABS INTL INC NEW | $1,731,000 | – | 786,400 | – | 0.02% | – |
| STO | New | STATOIL ASAsponsored adr | $1,741,000 | – | 56,481 | – | 0.02% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,676,000 | – | 17,818 | – | 0.02% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $1,533,000 | – | 51,537 | – | 0.02% | – |
| UL | New | UNILEVER PLCspon adr new | $1,546,000 | – | 34,118 | – | 0.02% | – |
| E | New | ENI S P Asponsored adr | $1,421,000 | – | 27,640 | – | 0.02% | – |
| EOG | New | EOG RES INC | $1,369,000 | – | 11,718 | – | 0.02% | – |
| GILD | New | GILEAD SCIENCES INC | $1,320,000 | – | 15,925 | – | 0.02% | – |
| NWL | New | NEWELL RUBBERMAID INC | $1,267,000 | – | 43,650 | – | 0.02% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,191,000 | – | 14,421 | – | 0.02% | – |
| ACE | New | ACE LTD | $1,188,000 | – | 11,454 | – | 0.02% | – |
| SE | New | SPECTRA ENERGY CORP | $1,076,000 | – | 25,332 | – | 0.02% | – |
| MU | New | MICRON TECHNOLOGY INC | $1,122,000 | – | 34,052 | – | 0.02% | – |
| AET | New | AETNA INC NEW | $1,059,000 | – | 13,062 | – | 0.02% | – |
| USB | New | US BANCORP DEL | $1,071,000 | – | 26,400 | – | 0.02% | – |
| V107SC | New | WELLPOINT INC | $1,053,000 | – | 9,789 | – | 0.02% | – |
| CI | New | CIGNA CORPORATION | $975,000 | – | 10,601 | – | 0.01% | – |
| GIS | New | GENERAL MLS INC | $960,000 | – | 18,263 | – | 0.01% | – |
| STI | New | SUNTRUST BKS INC | $865,000 | – | 21,594 | – | 0.01% | – |
| LVS | New | LAS VEGAS SANDS CORP | $852,000 | – | 11,183 | – | 0.01% | – |
| BIIB | New | BIOGEN IDEC INC | $857,000 | – | 2,718 | – | 0.01% | – |
| FB | New | FACEBOOK INCcl a | $764,000 | – | 11,348 | – | 0.01% | – |
| BP | New | BP PLCsponsored adr | $785,000 | – | 14,884 | – | 0.01% | – |
| AGN | New | ALLERGAN INC | $735,000 | – | 4,344 | – | 0.01% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $772,000 | – | 6,456 | – | 0.01% | – |
| LUV | New | SOUTHWEST AIRLS CO | $734,000 | – | 27,317 | – | 0.01% | – |
| CVS | New | CVS CAREMARK CORPORATION | $770,000 | – | 10,213 | – | 0.01% | – |
| GLW | New | CORNING INC | $678,000 | – | 30,870 | – | 0.01% | – |
| DE | New | DEERE & CO | $657,000 | – | 7,253 | – | 0.01% | – |
| SNDK | New | SANDISK CORP | $673,000 | – | 6,444 | – | 0.01% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $666,000 | – | 7,560 | – | 0.01% | – |
| XEC | New | CIMAREX ENERGY CO | $621,000 | – | 4,327 | – | 0.01% | – |
| WLK | New | WESTLAKE CHEM CORP | $610,000 | – | 7,278 | – | 0.01% | – |
| MAN | New | MANPOWERGROUP INC | $609,000 | – | 7,177 | – | 0.01% | – |
| CE | New | CELANESE CORP DEL | $602,000 | – | 9,370 | – | 0.01% | – |
| APA | New | APACHE CORP | $620,000 | – | 6,158 | – | 0.01% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $625,000 | – | 13,315 | – | 0.01% | – |
| DHI | New | D R HORTON INC | $602,000 | – | 24,477 | – | 0.01% | – |
| LRCX | New | LAM RESEARCH CORP | $634,000 | – | 9,382 | – | 0.01% | – |
| PRU | New | PRUDENTIAL FINL INC | $526,000 | – | 5,921 | – | 0.01% | – |
| CVG | New | CONVERGYS CORP | $540,000 | – | 25,181 | – | 0.01% | – |
| CSC | New | COMPUTER SCIENCES CORP | $566,000 | – | 8,950 | – | 0.01% | – |
| RTN | New | RAYTHEON CO | $585,000 | – | 6,343 | – | 0.01% | – |
| CVC | New | CABLEVISION SYS CORPcl a ny cablvs | $567,000 | – | 32,135 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $528,000 | – | 8,485 | – | 0.01% | – |
| TRN | New | TRINITY INDS INC | $579,000 | – | 13,232 | – | 0.01% | – |
| HAR | New | HARMAN INTL INDS INC | $557,000 | – | 5,183 | – | 0.01% | – |
| URI | New | UNITED RENTALS INC | $585,000 | – | 5,590 | – | 0.01% | – |
| ALK | New | ALASKA AIR GROUP INC | $546,000 | – | 5,747 | – | 0.01% | – |
| PRE | New | PARTNERRE LTD | $573,000 | – | 5,248 | – | 0.01% | – |
| TROW | New | PRICE T ROWE GROUP INC | $457,000 | – | 5,413 | – | 0.01% | – |
| PBF | New | PBF ENERGY INCcl a | $498,000 | – | 18,671 | – | 0.01% | – |
| LEN | New | LENNAR CORPcl a | $455,000 | – | 10,837 | – | 0.01% | – |
| A309PS | New | DIRECTV | $451,000 | – | 5,301 | – | 0.01% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $502,000 | – | 6,770 | – | 0.01% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $511,000 | – | 9,521 | – | 0.01% | – |
| DRI | New | DARDEN RESTAURANTS INC | $414,000 | – | 8,952 | – | 0.01% | – |
| ORCL | New | ORACLE CORP | $387,000 | – | 9,538 | – | 0.01% | – |
| NVDA | New | NVIDIA CORP | $405,000 | – | 23,340 | – | 0.01% | – |
| TSN | New | TYSON FOODS INCcl a | $436,000 | – | 11,627 | – | 0.01% | – |
| HST | New | HOST HOTELS & RESORTS INC | $443,000 | – | 20,109 | – | 0.01% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $394,000 | – | 4,452 | – | 0.01% | – |
| AMGN | New | AMGEN INC | $448,000 | – | 3,783 | – | 0.01% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $355,000 | – | 4,306 | – | 0.01% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $326,000 | – | 1,801 | – | 0.01% | – |
| HUM | New | HUMANA INC | $328,000 | – | 2,567 | – | 0.01% | – |
| SM | New | SM ENERGY CO | $245,000 | – | 2,908 | – | 0.00% | – |
| IMRSQ | New | IMRIS INC | $306,000 | – | 270,200 | – | 0.00% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $252,000 | – | 1,611 | – | 0.00% | – |
| GOOG | New | GOOGLE INCcl c | $272,000 | – | 472 | – | 0.00% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $229,000 | – | 3,085 | – | 0.00% | – |
| TWC | New | TIME WARNER CABLE INC | $236,000 | – | 1,600 | – | 0.00% | – |
| KR | New | KROGER CO | $229,000 | – | 4,629 | – | 0.00% | – |
| UNP | New | UNION PAC CORP | $227,000 | – | 2,274 | – | 0.00% | – |
| VALE | New | VALE S Aadr | $142,000 | – | 11,470 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GA | Exit | GIANT INTERACTIVE GROUP INCadr | $0 | – | -15,400 | – | -0.00% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -2,560 | – | -0.00% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -2,930 | – | -0.00% | – |
| UGP | Exit | ULTRAPAR PARTICIPACOES S A | $0 | – | -9,350 | – | -0.00% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -13,700 | – | -0.00% | – |
| V | Exit | VISA INC | $0 | – | -1,180 | – | -0.00% | – |
| COO | Exit | COOPER COS INC | $0 | – | -1,790 | – | -0.00% | – |
| BHP | Exit | BHP BILLITON LTDsponsored adr | $0 | – | -5,010 | – | -0.01% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -5,500 | – | -0.01% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -2,300 | – | -0.01% | – |
| BMS | Exit | BEMIS INC | $0 | – | -12,260 | – | -0.01% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -22,400 | – | -0.01% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -5,000 | – | -0.01% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -4,930 | – | -0.01% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -24,860 | – | -0.01% | – |
| IMRSQ | Exit | IMRIS INC | $0 | – | -355,500 | – | -0.01% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -13,200 | – | -0.01% | – |
| DE | Exit | DEERE & CO | $0 | – | -7,300 | – | -0.01% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -20,290 | – | -0.01% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -8,580 | – | -0.01% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -7,579 | – | -0.01% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -10,150 | – | -0.01% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -12,870 | – | -0.01% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -7,740 | – | -0.01% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -98,635 | – | -0.01% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -32,890 | – | -0.01% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -26,225 | – | -0.01% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -4,926 | – | -0.01% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -17,330 | – | -0.01% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -13,700 | – | -0.01% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -16,110 | – | -0.02% | – |
| PCLN | Exit | PRICELINE COM INC | $0 | – | -930 | – | -0.02% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -26,123 | – | -0.02% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -21,303 | – | -0.02% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -31,690 | – | -0.02% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -9,350 | – | -0.02% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -6,180 | – | -0.02% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -25,330 | – | -0.02% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -42,180 | – | -0.02% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -23,980 | – | -0.02% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -21,160 | – | -0.02% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -35,500 | – | -0.02% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -8,380 | – | -0.02% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -20,920 | – | -0.02% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -20,130 | – | -0.02% | – |
| EOG | Exit | EOG RES INC | $0 | – | -7,560 | – | -0.02% | – |
| CVS | Exit | CVS CAREMARK CORPORATION | $0 | – | -22,580 | – | -0.02% | – |
| SAND | Exit | SANDSTORM GOLD LTD | $0 | – | -238,940 | – | -0.02% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -15,000 | – | -0.02% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -11,930 | – | -0.02% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -69,500 | – | -0.02% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -10,510 | – | -0.03% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -88,990 | – | -0.03% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -10,540 | – | -0.03% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -33,280 | – | -0.03% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -24,910 | – | -0.03% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -45,723 | – | -0.03% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -2,640 | – | -0.03% | – |
| PHI | Exit | PHILIPPINE LONG DISTANCE TELsponsored adr | $0 | – | -29,213 | – | -0.03% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -54,200 | – | -0.03% | – |
| ACE | Exit | ACE LTD | $0 | – | -21,560 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -21,860 | – | -0.03% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -25,940 | – | -0.03% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -61,540 | – | -0.03% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -30,640 | – | -0.04% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -68,510 | – | -0.04% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -19,920 | – | -0.04% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -32,213 | – | -0.04% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -40,760 | – | -0.04% | – |
| VFC | Exit | V F CORP | $0 | – | -12,418 | – | -0.04% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -11,470 | – | -0.04% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -29,270 | – | -0.04% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -48,832 | – | -0.04% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -16,030 | – | -0.04% | – |
| T | Exit | AT&T INC | $0 | – | -77,018 | – | -0.04% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -49,220 | – | -0.04% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -50,559 | – | -0.05% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -64,490 | – | -0.05% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -62,248 | – | -0.05% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -47,980 | – | -0.05% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -69,800 | – | -0.05% | – |
| FSRV | Exit | FIRSTSERVICE CORPsub vtg sh | $0 | – | -85,400 | – | -0.05% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -52,210 | – | -0.06% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N V | $0 | – | -56,280 | – | -0.06% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -78,003 | – | -0.06% | – |
| BXE | Exit | BELLATRIX EXPLORATION LTD | $0 | – | -515,900 | – | -0.06% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -145,880 | – | -0.08% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -58,494 | – | -0.08% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -63,730 | – | -0.08% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -59,250 | – | -0.08% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -219,815 | – | -0.10% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -38,067 | – | -0.10% | – |
| PSO | Exit | PEARSON PLCsponsored adr | $0 | – | -300,470 | – | -0.10% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -365,520 | – | -0.10% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -142,237 | – | -0.10% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -24,354 | – | -0.11% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -136,292 | – | -0.11% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -203,444 | – | -0.11% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -137,110 | – | -0.11% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -87,428 | – | -0.12% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -205,758 | – | -0.13% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -62,957 | – | -0.13% | – |
| LO | Exit | LORILLARD INC | $0 | – | -182,009 | – | -0.13% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -90,432 | – | -0.14% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -551,149 | – | -0.14% | – |
| CSX | Exit | CSX CORP | $0 | – | -338,200 | – | -0.14% | – |
| STN | Exit | STANTEC INC | $0 | – | -171,800 | – | -0.14% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -72,654 | – | -0.14% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -146,680 | – | -0.15% | – |
| SKM | Exit | SK TELECOM LTDsponsored adr | $0 | – | -419,182 | – | -0.16% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -200,559 | – | -0.16% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -168,786 | – | -0.16% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -149,147 | – | -0.17% | – |
| WBK | Exit | WESTPAC BKG CORPsponsored adr | $0 | – | -340,501 | – | -0.17% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -99,424 | – | -0.17% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -140,352 | – | -0.17% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -294,432 | – | -0.18% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -313,679 | – | -0.18% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -108,227 | – | -0.19% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -182,502 | – | -0.19% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -353,940 | – | -0.20% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -311,755 | – | -0.20% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -331,708 | – | -0.24% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -201,746 | – | -0.24% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -152,210 | – | -0.24% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -215,166 | – | -0.24% | – |
| PUK | Exit | PRUDENTIAL PLCadr | $0 | – | -403,205 | – | -0.25% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -378,735 | – | -0.26% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -310,273 | – | -0.26% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -368,596 | – | -0.27% | – |
| AAPL | Exit | APPLE INC | $0 | – | -35,573 | – | -0.28% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -251,060 | – | -0.31% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -226,676 | – | -0.32% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -1,426,057 | – | -0.38% | – |
| BCE | Exit | BCE INC | $0 | – | -676,786 | – | -0.47% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -1,496,700 | – | -0.61% | – |
| THI | Exit | TIM HORTONS INC | $0 | – | -680,170 | – | -0.64% | – |
| HBM | Exit | HUDBAY MINERALS INC | $0 | – | -4,930,704 | – | -0.66% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -1,558,850 | – | -0.80% | – |
| VET | Exit | VERMILION ENERGY INC | $0 | – | -889,424 | – | -0.80% | – |
| NGD | Exit | NEW GOLD INC CDA | $0 | – | -9,364,743 | – | -0.91% | – |
| BPO | Exit | BROOKFIELD OFFICE PPTYS INC | $0 | – | -2,928,025 | – | -0.92% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -774,079 | – | -0.94% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -884,049 | – | -0.96% | – |
| BEP | Exit | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $0 | – | -2,232,785 | – | -0.98% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -2,385,698 | – | -1.05% | – |
| GIB | Exit | GROUPE CGI INCcl a sub vtg | $0 | – | -1,912,178 | – | -1.10% | – |
| BIN | Exit | PROGRESSIVE WASTE SOLUTIONS | $0 | – | -2,611,718 | – | -1.10% | – |
| CAE | Exit | CAE INC | $0 | – | -6,311,687 | – | -1.13% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -824,042 | – | -1.13% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -4,041,538 | – | -1.14% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -1,891,750 | – | -1.16% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -1,706,262 | – | -1.20% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -1,722,398 | – | -1.29% | – |
| IMAX | Exit | IMAX CORP | $0 | – | -3,029,505 | – | -1.49% | – |
| PBA | Exit | PEMBINA PIPELINE CORP | $0 | – | -2,766,946 | – | -1.50% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -1,816,815 | – | -1.52% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -2,262,792 | – | -1.62% | – |
| BTEGF | Exit | BAYTEX ENERGY CORP | $0 | – | -2,423,925 | – | -1.64% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -5,734,668 | – | -1.69% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -2,447,813 | – | -1.86% | – |
| FNV | Exit | FRANCO NEVADA CORP | $0 | – | -2,574,169 | – | -1.91% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -3,295,015 | – | -1.92% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -4,941,995 | – | -2.10% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -3,787,854 | – | -2.16% | – |
| SJR | Exit | SHAW COMMUNICATIONS INCcl b conv | $0 | – | -5,714,720 | – | -2.17% | – |
| CM | Exit | CDN IMPERIAL BK OF COMMERCE | $0 | – | -1,822,449 | – | -2.37% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -5,097,255 | – | -2.62% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -4,210,662 | – | -2.87% | – |
| TU | Exit | TELUS CORP | $0 | – | -5,389,652 | – | -2.92% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -2,573,177 | – | -3.47% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -7,291,021 | – | -3.56% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -2,167,332 | – | -3.59% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -14,919,709 | – | -4.03% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -7,878,946 | – | -7.38% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -7,351,190 | – | -7.70% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -5,876,843 | – | -8.65% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Buy | TORONTO DOMINION BK ONT | $529,916,000 | +15.8% | 5,876,843 | +3.2% | 8.65% | +7.1% |
| RY | Buy | ROYAL BK CDA MONTREAL QUE | $471,734,000 | +16.0% | 7,351,190 | +5.4% | 7.70% | +7.3% |
| BNS | Buy | BANK N S HALIFAX | $451,976,000 | +10.6% | 7,878,946 | +3.1% | 7.38% | +2.3% |
| MFC | Buy | MANULIFE FINL CORP | $247,187,000 | +3.7% | 14,919,709 | +0.2% | 4.03% | -4.1% |
| CNI | Buy | CANADIAN NATL RY CO | $219,936,000 | +7.1% | 2,167,332 | +2.9% | 3.59% | -0.9% |
| CVE | Buy | CENOVUS ENERGY INC | $217,915,000 | +6.2% | 7,291,021 | +1.4% | 3.56% | -1.7% |
| MGA | Sell | MAGNA INTL INC | $212,534,000 | +10.0% | 2,573,177 | -5.1% | 3.47% | +1.8% |
| TU | Sell | TELUS CORP | $178,904,000 | -11.7% | 5,389,652 | -22.3% | 2.92% | -18.3% |
| ENB | Buy | ENBRIDGE INC | $176,123,000 | +8.5% | 4,210,662 | +9.1% | 2.87% | +0.3% |
| CNQ | Buy | CANADIAN NAT RES LTD | $160,426,000 | +14.3% | 5,097,255 | +2.4% | 2.62% | +5.7% |
| CM | Buy | CDN IMPERIAL BK OF COMMERCE | $145,406,000 | +12.7% | 1,822,449 | +0.3% | 2.37% | +4.3% |
| SJR | Buy | SHAW COMMUNICATIONS INCcl b conv | $132,908,000 | -2.9% | 5,714,720 | +0.2% | 2.17% | -10.2% |
| TRI | Buy | THOMSON REUTERS CORP | $132,658,000 | +7.4% | 3,787,854 | +0.1% | 2.16% | -0.6% |
| GG | Buy | GOLDCORP INC NEW | $128,775,000 | +24.4% | 4,941,995 | +18.7% | 2.10% | +15.1% |
| SU | Sell | SUNCOR ENERGY INC NEW | $117,993,000 | +8.8% | 3,295,015 | -10.4% | 1.92% | +0.6% |
| FNV | Buy | FRANCO NEVADA CORP | $116,958,000 | +28.5% | 2,574,169 | +1.3% | 1.91% | +18.9% |
| GIL | Buy | GILDAN ACTIVEWEAR INC | $113,763,000 | +22.0% | 2,447,813 | +6.5% | 1.86% | +12.8% |
| CCJ | Sell | CAMECO CORP | $103,598,000 | -15.0% | 5,734,668 | -2.8% | 1.69% | -21.4% |
| BTEGF | Buy | BAYTEX ENERGY CORP | $100,186,000 | +15.2% | 2,423,925 | +0.5% | 1.64% | +6.6% |
| TRP | Buy | TRANSCANADA CORP | $99,554,000 | +3.9% | 2,262,792 | +1.8% | 1.62% | -3.9% |
| MEOH | Buy | METHANEX CORP | $93,411,000 | +24.8% | 1,816,815 | +4.0% | 1.52% | +15.5% |
| PBA | Sell | PEMBINA PIPELINE CORP | $91,846,000 | +7.5% | 2,766,946 | -0.9% | 1.50% | -0.5% |
| IMAX | Buy | IMAX CORP | $91,460,000 | +30.3% | 3,029,505 | +7.3% | 1.49% | +20.5% |
| CTRX | Buy | CATAMARAN CORP | $79,245,000 | +25.7% | 1,722,398 | +33.1% | 1.29% | +16.3% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $73,476,000 | +10.6% | 1,706,262 | +0.6% | 1.20% | +2.3% |
| BAM | Buy | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $70,888,000 | +5.1% | 1,891,750 | +0.8% | 1.16% | -2.8% |
| ECA | Buy | ENCANA CORP | $69,946,000 | +27.8% | 4,041,538 | +25.0% | 1.14% | +18.2% |
| AGU | Buy | AGRIUM INC | $69,361,000 | +13.3% | 824,042 | +16.8% | 1.13% | +4.8% |
| CAE | Buy | CAE INC | $69,223,000 | +6.5% | 6,311,687 | +0.8% | 1.13% | -1.5% |
| BIN | Sell | PROGRESSIVE WASTE SOLUTIONS | $67,369,000 | +13.0% | 2,611,718 | -5.6% | 1.10% | +4.5% |
| GIB | Sell | GROUPE CGI INCcl a sub vtg | $67,210,000 | +10.3% | 1,912,178 | -8.0% | 1.10% | +2.0% |
| TECK | Sell | TECK RESOURCES LTDcl b | $64,206,000 | +25.5% | 2,385,698 | -0.3% | 1.05% | +16.1% |
| BEP | Buy | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $59,744,000 | -0.8% | 2,232,785 | +2.4% | 0.98% | -8.3% |
| BMO | Buy | BANK MONTREAL QUE | $59,094,000 | +23.2% | 884,049 | +6.9% | 0.96% | +13.9% |
| OTEX | Buy | OPEN TEXT CORP | $57,930,000 | +17.7% | 774,079 | +7.6% | 0.94% | +8.9% |
| BPO | Sell | BROOKFIELD OFFICE PPTYS INC | $56,198,000 | +10.7% | 2,928,025 | -4.0% | 0.92% | +2.3% |
| NGD | Buy | NEW GOLD INC CDA | $55,906,000 | +65.7% | 9,364,743 | +79.9% | 0.91% | +53.3% |
| VET | Buy | VERMILION ENERGY INC | $48,964,000 | +13.6% | 889,424 | +1.0% | 0.80% | +5.1% |
| POT | Sell | POTASH CORP SASK INC | $48,819,000 | -71.1% | 1,558,850 | -64.8% | 0.80% | -73.2% |
| HBM | Buy | HUDBAY MINERALS INC | $40,414,000 | +45.7% | 4,930,704 | +17.7% | 0.66% | +34.8% |
| THI | Buy | TIM HORTONS INC | $39,507,000 | +8.0% | 680,170 | +0.6% | 0.64% | 0.0% |
| SLW | Buy | SILVER WHEATON CORP | $37,137,000 | +27.4% | 1,496,700 | +0.6% | 0.61% | +17.9% |
| BCE | Sell | BCE INC | $28,967,000 | -7.8% | 676,786 | -11.6% | 0.47% | -14.6% |
| SWIR | Sell | SIERRA WIRELESS INC | $23,433,000 | +14.0% | 1,426,057 | -11.3% | 0.38% | +5.5% |
| JNJ | Buy | JOHNSON & JOHNSON | $19,651,000 | +12.4% | 226,676 | +11.3% | 0.32% | +4.2% |
| ITW | Buy | ILLINOIS TOOL WKS INC | $19,148,000 | +26.3% | 251,060 | +14.5% | 0.31% | +16.4% |
| AAPL | New | APPLE INC | $16,959,000 | – | 35,573 | – | 0.28% | – |
| SDRL | Buy | SEADRILL LIMITED | $16,616,000 | +30.1% | 368,596 | +17.6% | 0.27% | +20.4% |
| JPM | Buy | JPMORGAN CHASE & CO | $16,038,000 | +85.3% | 310,273 | +89.2% | 0.26% | +71.2% |
| WFC | Buy | WELLS FARGO & CO NEW | $15,649,000 | +240.6% | 378,735 | +240.2% | 0.26% | +214.8% |
| PUK | Buy | PRUDENTIAL PLCadr | $15,052,000 | +32.7% | 403,205 | +16.3% | 0.25% | +23.0% |
| ETN | Buy | EATON CORP PLC | $14,812,000 | +28.9% | 215,166 | +23.2% | 0.24% | +19.2% |
| MCD | Sell | MCDONALDS CORP | $14,644,000 | -21.5% | 152,210 | -19.2% | 0.24% | -27.4% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $14,602,000 | +21.7% | 201,746 | +15.8% | 0.24% | +12.3% |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $14,516,000 | +10.5% | 331,708 | +13.2% | 0.24% | +2.2% |
| TXN | Buy | TEXAS INSTRS INC | $12,561,000 | +222.9% | 311,755 | +179.3% | 0.20% | +197.1% |
| MO | Buy | ALTRIA GROUP INC | $12,158,000 | +14.7% | 353,940 | +16.8% | 0.20% | +5.9% |
| EMR | Buy | EMERSON ELEC CO | $11,808,000 | +46.8% | 182,502 | +23.8% | 0.19% | +35.9% |
| APD | Buy | AIR PRODS & CHEMS INC | $11,534,000 | +1198.9% | 108,227 | +1015.7% | 0.19% | +1075.0% |
| VOD | Buy | VODAFONE GROUP PLC NEWspons adr new | $11,035,000 | +36.3% | 313,679 | +11.4% | 0.18% | +25.9% |
| WMB | New | WILLIAMS COS INC DEL | $10,706,000 | – | 294,432 | – | 0.18% | – |
| PG | Buy | PROCTER & GAMBLE CO | $10,609,000 | +54.0% | 140,352 | +56.9% | 0.17% | +41.8% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $10,454,000 | -22.2% | 99,424 | -23.8% | 0.17% | -27.8% |
| WBK | Buy | WESTPAC BKG CORPsponsored adr | $10,443,000 | -10.0% | 340,501 | +287.1% | 0.17% | -17.1% |
| COP | Buy | CONOCOPHILLIPS | $10,367,000 | +42.8% | 149,147 | +24.2% | 0.17% | +32.0% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $9,967,000 | -33.4% | 168,786 | -36.1% | 0.16% | -38.3% |
| RAI | Sell | REYNOLDS AMERICAN INC | $9,783,000 | -21.5% | 200,559 | -22.2% | 0.16% | -27.3% |
| SKM | Sell | SK TELECOM LTDsponsored adr | $9,515,000 | +6.5% | 419,182 | -4.6% | 0.16% | -1.9% |
| KLAC | New | KLA-TENCOR CORP | $8,925,000 | – | 146,680 | – | 0.15% | – |
| CVX | Buy | CHEVRON CORP NEW | $8,827,000 | +52.3% | 72,654 | +48.4% | 0.14% | +41.2% |
| STN | Sell | STANTEC INC | $8,786,000 | +20.2% | 171,800 | -0.8% | 0.14% | +10.9% |
| CSX | Buy | CSX CORP | $8,705,000 | +115.0% | 338,200 | +93.8% | 0.14% | +100.0% |
| ORI | New | OLD REP INTL CORP | $8,488,000 | – | 551,149 | – | 0.14% | – |
| KMB | Sell | KIMBERLY CLARK CORP | $8,521,000 | -28.6% | 90,432 | -26.3% | 0.14% | -33.8% |
| LO | Sell | LORILLARD INC | $8,150,000 | -26.5% | 182,009 | -28.3% | 0.13% | -32.1% |
| LMT | Buy | LOCKHEED MARTIN CORP | $8,030,000 | +1352.1% | 62,957 | +1134.5% | 0.13% | +1210.0% |
| DOW | New | DOW CHEM CO | $7,901,000 | – | 205,758 | – | 0.13% | – |
| PM | Sell | PHILIP MORRIS INTL INC | $7,570,000 | -3.8% | 87,428 | -3.7% | 0.12% | -10.8% |
| SNY | Buy | SANOFIsponsored adr | $6,942,000 | -1.3% | 137,110 | +0.4% | 0.11% | -8.9% |
| SIX | Buy | SIX FLAGS ENTMT CORP NEW | $6,874,000 | -0.2% | 203,444 | +3.9% | 0.11% | -8.2% |
| LLY | Sell | LILLY ELI & CO | $6,860,000 | -15.1% | 136,292 | -17.1% | 0.11% | -21.7% |
| BLK | Sell | BLACKROCK INC | $6,591,000 | -42.0% | 24,354 | -44.9% | 0.11% | -46.0% |
| GRMN | New | GARMIN LTD | $6,428,000 | – | 142,237 | – | 0.10% | – |
| F | New | FORD MTR CO DEL | $6,166,000 | – | 365,520 | – | 0.10% | – |
| PSO | Buy | PEARSON PLCsponsored adr | $6,112,000 | +14.5% | 300,470 | +0.8% | 0.10% | +6.4% |
| WYNN | New | WYNN RESORTS LTD | $6,015,000 | – | 38,067 | – | 0.10% | – |
| AEM | Sell | AGNICO EAGLE MINES LTD | $5,830,000 | -25.5% | 219,815 | -22.5% | 0.10% | -31.2% |
| GD | New | GENERAL DYNAMICS CORP | $5,186,000 | – | 59,250 | – | 0.08% | – |
| NVS | Buy | NOVARTIS A Gsponsored adr | $4,889,000 | +584.7% | 63,730 | +531.0% | 0.08% | +515.4% |
| GPC | Sell | GENUINE PARTS CO | $4,732,000 | -42.3% | 58,494 | -44.3% | 0.08% | -46.9% |
| LUMN | Sell | CENTURYLINK INC | $4,578,000 | -48.0% | 145,880 | -41.4% | 0.08% | -51.6% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $3,913,000 | +568.9% | 78,003 | +566.7% | 0.06% | +540.0% |
| BXE | Buy | BELLATRIX EXPLORATION LTD | $3,933,000 | +52.9% | 515,900 | +23.0% | 0.06% | +42.2% |
| CBI | Sell | CHICAGO BRIDGE & IRON CO N V | $3,814,000 | -26.4% | 56,280 | -35.2% | 0.06% | -31.9% |
| BAX | New | BAXTER INTL INC | $3,430,000 | – | 52,210 | – | 0.06% | – |
| FSRV | Buy | FIRSTSERVICE CORPsub vtg sh | $3,318,000 | +24.0% | 85,400 | +0.1% | 0.05% | +14.9% |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $3,128,000 | – | 69,800 | – | 0.05% | – |
| OMC | New | OMNICOM GROUP INC | $3,044,000 | – | 47,980 | – | 0.05% | – |
| DRI | New | DARDEN RESTAURANTS INC | $2,985,000 | – | 64,490 | – | 0.05% | – |
| GIS | Buy | GENERAL MLS INC | $2,983,000 | +146.9% | 62,248 | +150.0% | 0.05% | +133.3% |
| TTE | New | TOTAL S Asponsored adr | $2,928,000 | – | 50,559 | – | 0.05% | – |
| BTTGY | Sell | BT GROUP PLCadr | $2,722,000 | -16.0% | 49,220 | -28.7% | 0.04% | -22.8% |
| T | Sell | AT&T INC | $2,605,000 | -75.8% | 77,018 | -74.6% | 0.04% | -77.4% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $2,536,000 | -73.3% | 16,030 | -74.5% | 0.04% | -75.6% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $2,536,000 | +14.2% | 48,832 | +4.0% | 0.04% | +5.1% |
| TRV | Buy | TRAVELERS COMPANIES INC | $2,481,000 | +34.8% | 29,270 | +27.1% | 0.04% | +25.0% |
| VFC | New | V F CORP | $2,472,000 | – | 12,418 | – | 0.04% | – |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $2,426,000 | +17.4% | 11,470 | +0.4% | 0.04% | +11.1% |
| WFM | Buy | WHOLE FOODS MKT INC | $2,384,000 | +63.7% | 40,760 | +44.1% | 0.04% | +50.0% |
| HLF | Sell | HERBALIFE LTD | $2,248,000 | -74.0% | 32,213 | -83.2% | 0.04% | -75.7% |
| COST | Sell | COSTCO WHSL CORP NEW | $2,294,000 | -3.9% | 19,920 | -7.8% | 0.04% | -11.9% |
| NNN | New | NATIONAL RETAIL PPTYS INC | $2,180,000 | – | 68,510 | – | 0.04% | – |
| NTES | Sell | NETEASE INCsponsored adr | $2,224,000 | -11.6% | 30,640 | -23.1% | 0.04% | -18.2% |
| ACE | Sell | ACE LTD | $2,017,000 | +3.6% | 21,560 | -0.9% | 0.03% | -2.9% |
| PRU | New | PRUDENTIAL FINL INC | $2,023,000 | – | 25,940 | – | 0.03% | – |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $2,014,000 | +7.3% | 21,860 | -1.4% | 0.03% | 0.0% |
| ORCL | Sell | ORACLE CORP | $2,041,000 | +6.6% | 61,540 | -1.3% | 0.03% | -2.9% |
| PHI | Sell | PHILIPPINE LONG DISTANCE TELsponsored adr | $1,982,000 | -67.8% | 29,213 | -67.8% | 0.03% | -70.4% |
| UL | Sell | UNILEVER PLCspon adr new | $1,764,000 | -73.5% | 45,723 | -72.2% | 0.03% | -75.2% |
| MA | Sell | MASTERCARD INCcl a | $1,776,000 | +15.3% | 2,640 | -1.5% | 0.03% | +7.4% |
| TEL | New | TE CONNECTIVITY LTD | $1,723,000 | – | 33,280 | – | 0.03% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,712,000 | – | 24,910 | – | 0.03% | – |
| UNP | Sell | UNION PAC CORP | $1,637,000 | -0.9% | 10,540 | -1.6% | 0.03% | -6.9% |
| FITB | Buy | FIFTH THIRD BANCORP | $1,606,000 | +32.5% | 88,990 | +32.6% | 0.03% | +23.8% |
| CELG | Sell | CELGENE CORP | $1,620,000 | +30.1% | 10,510 | -1.2% | 0.03% | +18.2% |
| MGM | Buy | MGM RESORTS INTERNATIONAL | $1,421,000 | +43.2% | 69,500 | +3.5% | 0.02% | +35.3% |
| AMGN | Buy | AMGEN INC | $1,335,000 | +33.0% | 11,930 | +17.2% | 0.02% | +22.2% |
| SLB | New | SCHLUMBERGER LTD | $1,325,000 | – | 15,000 | – | 0.02% | – |
| WDC | Sell | WESTERN DIGITAL CORP | $1,276,000 | +0.6% | 20,130 | -1.4% | 0.02% | -4.5% |
| CVS | Sell | CVS CAREMARK CORPORATION | $1,281,000 | -2.3% | 22,580 | -1.5% | 0.02% | -8.7% |
| EOG | New | EOG RES INC | $1,280,000 | – | 7,560 | – | 0.02% | – |
| SAND | Sell | SANDSTORM GOLD LTD | $1,294,000 | -31.9% | 238,940 | -26.2% | 0.02% | -38.2% |
| SNDK | New | SANDISK CORP | $1,245,000 | – | 20,920 | – | 0.02% | – |
| WHR | New | WHIRLPOOL CORP | $1,227,000 | – | 8,380 | – | 0.02% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $1,092,000 | – | 42,180 | – | 0.02% | – |
| CMCSA | Sell | COMCAST CORP NEWcl a | $1,082,000 | +6.2% | 23,980 | -1.7% | 0.02% | 0.0% |
| KSS | New | KOHLS CORP | $1,095,000 | – | 21,160 | – | 0.02% | – |
| AVY | Sell | AVERY DENNISON CORP | $1,102,000 | -3.5% | 25,330 | -5.1% | 0.02% | -10.0% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $1,061,000 | -16.8% | 9,350 | -17.9% | 0.02% | -22.7% |
| PPG | Buy | PPG INDS INC | $1,032,000 | +21.6% | 6,180 | +6.6% | 0.02% | +13.3% |
| E | New | ENI S P Asponsored adr | $981,000 | – | 21,303 | – | 0.02% | – |
| USB | New | US BANCORP DEL | $956,000 | – | 26,123 | – | 0.02% | – |
| XL | Sell | XL GROUP PLC | $977,000 | +0.1% | 31,690 | -1.6% | 0.02% | -5.9% |
| PCLN | Buy | PRICELINE COM INC | $940,000 | +321.5% | 930 | +244.4% | 0.02% | +275.0% |
| CBS | Sell | CBS CORP NEWcl b | $889,000 | +11.1% | 16,110 | -1.6% | 0.02% | +7.1% |
| NVO | Sell | NOVO-NORDISK A Sadr | $834,000 | -67.1% | 4,926 | -69.9% | 0.01% | -68.9% |
| DFS | New | DISCOVER FINL SVCS | $876,000 | – | 17,330 | – | 0.01% | – |
| HBI | Sell | HANESBRANDS INC | $854,000 | +19.4% | 13,700 | -1.4% | 0.01% | +7.7% |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $846,000 | – | 26,225 | – | 0.01% | – |
| ASML | New | ASML HOLDING N V | $764,000 | – | 7,740 | – | 0.01% | – |
| TJX | New | TJX COS INC NEW | $726,000 | – | 12,870 | – | 0.01% | – |
| AEG | New | AEGON N Vny registry sh | $730,000 | – | 98,635 | – | 0.01% | – |
| ROST | New | ROSS STORES INC | $739,000 | – | 10,150 | – | 0.01% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $738,000 | – | 32,890 | – | 0.01% | – |
| XOM | Sell | EXXON MOBIL CORP | $652,000 | -35.1% | 7,579 | -31.8% | 0.01% | -38.9% |
| SBUX | New | STARBUCKS CORP | $660,000 | – | 8,580 | – | 0.01% | – |
| TSS | New | TOTAL SYS SVCS INC | $597,000 | – | 20,290 | – | 0.01% | – |
| HTZ | Sell | HERTZ GLOBAL HOLDINGS INC | $551,000 | -22.4% | 24,860 | -13.2% | 0.01% | -30.8% |
| BWA | New | BORGWARNER INC | $500,000 | – | 4,930 | – | 0.01% | – |
| BMS | Sell | BEMIS INC | $478,000 | -22.7% | 12,260 | -22.4% | 0.01% | -27.3% |
| XEC | New | CIMAREX ENERGY CO | $482,000 | – | 5,000 | – | 0.01% | – |
| BHP | New | BHP BILLITON LTDsponsored adr | $333,000 | – | 5,010 | – | 0.01% | – |
| UGP | New | ULTRAPAR PARTICIPACOES S A | $230,000 | – | 9,350 | – | 0.00% | – |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $232,000 | -28.4% | 13,700 | -22.6% | 0.00% | -33.3% |
| SNA | New | SNAP ON INC | $255,000 | – | 2,560 | – | 0.00% | – |
| AXP | Buy | AMERICAN EXPRESS CO | $221,000 | +5.7% | 2,930 | +4.6% | 0.00% | 0.0% |
| GA | New | GIANT INTERACTIVE GROUP INCadr | $140,000 | – | 15,400 | – | 0.00% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -4,570 | – | -0.00% | – |
| CREE | Exit | CREE INC | $0 | – | -3,600 | – | -0.00% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -4,600 | – | -0.00% | – |
| ASR | Exit | GRUPO AEROPORTUARIO DEL SUREspon adr ser b | $0 | – | -2,800 | – | -0.01% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -5,780 | – | -0.01% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -12,200 | – | -0.02% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -21,017 | – | -0.02% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -12,390 | – | -0.02% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -30,510 | – | -0.02% | – |
| SIRI | Exit | SIRIUS XM RADIO INC | $0 | – | -346,830 | – | -0.02% | – |
| TSO | Exit | TESORO CORP | $0 | – | -25,250 | – | -0.02% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -1,640 | – | -0.02% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -70,220 | – | -0.03% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -17,491 | – | -0.03% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -101,010 | – | -0.03% | – |
| PAC | Exit | GPO AEROPORTUARIO DEL PAC SAspon adr b | $0 | – | -54,888 | – | -0.05% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -64,402 | – | -0.08% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -84,556 | – | -0.09% | – |
| P105PS | Exit | INTEGRYS ENERGY GROUP INC | $0 | – | -88,401 | – | -0.09% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -472,423 | – | -0.10% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -416,560 | – | -0.12% | – |
| HCP | Exit | HCP INC | $0 | – | -146,592 | – | -0.12% | – |
| LEG | Exit | LEGGETT & PLATT INC | $0 | – | -244,788 | – | -0.13% | – |
| R | Exit | RYDER SYS INC | $0 | – | -134,715 | – | -0.14% | – |
| HCN | Exit | HEALTH CARE REIT INC | $0 | – | -142,571 | – | -0.17% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -189,358 | – | -0.17% | – |
| BMR | Exit | BIOMED REALTY TRUST INC | $0 | – | -540,599 | – | -0.19% | – |
| TRQ | Exit | TURQUOISE HILL RES LTD | $0 | – | -5,119,937 | – | -0.54% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | TORONTO DOMINION BK ONT | $457,656,000 | – | 5,695,371 | – | 8.07% | – |
| BNS | New | BANK N S HALIFAX | $408,715,000 | – | 7,642,142 | – | 7.21% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $406,732,000 | – | 6,977,094 | – | 7.18% | – |
| MFC | New | MANULIFE FINL CORP | $238,356,000 | – | 14,887,687 | – | 4.20% | – |
| CNI | New | CANADIAN NATL RY CO | $205,271,000 | – | 2,107,231 | – | 3.62% | – |
| CVE | New | CENOVUS ENERGY INC | $205,114,000 | – | 7,187,205 | – | 3.62% | – |
| TU | New | TELUS CORP | $202,659,000 | – | 6,939,259 | – | 3.58% | – |
| MGA | New | MAGNA INTL INC | $193,186,000 | – | 2,712,759 | – | 3.41% | – |
| POT | New | POTASH CORP SASK INC | $168,794,000 | – | 4,422,626 | – | 2.98% | – |
| ENB | New | ENBRIDGE INC | $162,339,000 | – | 3,860,010 | – | 2.86% | – |
| CNQ | New | CANADIAN NAT RES LTD | $140,412,000 | – | 4,978,112 | – | 2.48% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $136,928,000 | – | 5,702,798 | – | 2.42% | – |
| CM | New | CDN IMPERIAL BK OF COMMERCE | $128,965,000 | – | 1,816,290 | – | 2.28% | – |
| TRI | New | THOMSON REUTERS CORP | $123,482,000 | – | 3,782,188 | – | 2.18% | – |
| CCJ | New | CAMECO CORP | $121,904,000 | – | 5,902,617 | – | 2.15% | – |
| SU | New | SUNCOR ENERGY INC NEW | $108,482,000 | – | 3,678,577 | – | 1.91% | – |
| GG | New | GOLDCORP INC NEW | $103,492,000 | – | 4,165,026 | – | 1.83% | – |
| TRP | New | TRANSCANADA CORP | $95,782,000 | – | 2,223,635 | – | 1.69% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $93,283,000 | – | 2,299,153 | – | 1.64% | – |
| FNV | New | FRANCO NEVADA CORP | $90,997,000 | – | 2,540,677 | – | 1.60% | – |
| BTEGF | New | BAYTEX ENERGY CORP | $86,976,000 | – | 2,412,381 | – | 1.53% | – |
| PBA | New | PEMBINA PIPELINE CORP | $85,457,000 | – | 2,791,548 | – | 1.51% | – |
| MEOH | New | METHANEX CORP | $74,843,000 | – | 1,746,385 | – | 1.32% | – |
| IMAX | New | IMAX CORP | $70,197,000 | – | 2,822,931 | – | 1.24% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $67,474,000 | – | 1,876,412 | – | 1.19% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $66,459,000 | – | 1,695,666 | – | 1.17% | – |
| CAE | New | CAE INC | $65,019,000 | – | 6,264,700 | – | 1.15% | – |
| CTRX | New | CATAMARAN CORP | $63,033,000 | – | 1,294,407 | – | 1.11% | – |
| AGU | New | AGRIUM INC | $61,211,000 | – | 705,691 | – | 1.08% | – |
| GIB | New | GROUPE CGI INCcl a sub vtg | $60,918,000 | – | 2,079,134 | – | 1.08% | – |
| BEP | New | BROOKFIELD RENEWABLE ENRGY Ppartnership unit | $60,252,000 | – | 2,180,257 | – | 1.06% | – |
| BIN | New | PROGRESSIVE WASTE SOLUTIONS | $59,637,000 | – | 2,766,582 | – | 1.05% | – |
| ECA | New | ENCANA CORP | $54,722,000 | – | 3,233,485 | – | 0.96% | – |
| TECK | New | TECK RESOURCES LTDcl b | $51,172,000 | – | 2,393,968 | – | 0.90% | – |
| BPO | New | BROOKFIELD OFFICE PPTYS INC | $50,772,000 | – | 3,051,520 | – | 0.90% | – |
| OTEX | New | OPEN TEXT CORP | $49,200,000 | – | 719,319 | – | 0.87% | – |
| BMO | New | BANK MONTREAL QUE | $47,975,000 | – | 826,744 | – | 0.85% | – |
| VET | New | VERMILION ENERGY INC | $43,084,000 | – | 880,951 | – | 0.76% | – |
| THI | New | TIM HORTONS INC | $36,571,000 | – | 675,870 | – | 0.64% | – |
| NGD | New | NEW GOLD INC CDA | $33,731,000 | – | 5,206,767 | – | 0.60% | – |
| BCE | New | BCE INC | $31,409,000 | – | 765,697 | – | 0.55% | – |
| TRQ | New | TURQUOISE HILL RES LTD | $30,392,000 | – | 5,119,937 | – | 0.54% | – |
| SLW | New | SILVER WHEATON CORP | $29,160,000 | – | 1,487,300 | – | 0.51% | – |
| HBM | New | HUDBAY MINERALS INC | $27,729,000 | – | 4,188,102 | – | 0.49% | – |
| SWIR | New | SIERRA WIRELESS INC | $20,547,000 | – | 1,608,292 | – | 0.36% | – |
| MCD | New | MCDONALDS CORP | $18,649,000 | – | 188,373 | – | 0.33% | – |
| JNJ | New | JOHNSON & JOHNSON | $17,486,000 | – | 203,652 | – | 0.31% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $15,166,000 | – | 219,258 | – | 0.27% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $14,959,000 | – | 263,961 | – | 0.26% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $13,438,000 | – | 130,544 | – | 0.24% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $13,134,000 | – | 292,983 | – | 0.23% | – |
| SDRL | New | SEADRILL LIMITED | $12,772,000 | – | 313,489 | – | 0.22% | – |
| RAI | New | REYNOLDS AMERICAN INC | $12,464,000 | – | 257,687 | – | 0.22% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $12,001,000 | – | 174,288 | – | 0.21% | – |
| KMB | New | KIMBERLY CLARK CORP | $11,927,000 | – | 122,784 | – | 0.21% | – |
| WBK | New | WESTPAC BKG CORPsponsored adr | $11,603,000 | – | 87,973 | – | 0.20% | – |
| ETN | New | EATON CORP PLC | $11,491,000 | – | 174,609 | – | 0.20% | – |
| PUK | New | PRUDENTIAL PLCadr | $11,340,000 | – | 346,588 | – | 0.20% | – |
| BLK | New | BLACKROCK INC | $11,362,000 | – | 44,237 | – | 0.20% | – |
| LO | New | LORILLARD INC | $11,089,000 | – | 253,880 | – | 0.20% | – |
| BMR | New | BIOMED REALTY TRUST INC | $10,936,000 | – | 540,599 | – | 0.19% | – |
| T | New | AT&T INC | $10,743,000 | – | 303,485 | – | 0.19% | – |
| MO | New | ALTRIA GROUP INC | $10,602,000 | – | 303,014 | – | 0.19% | – |
| REG | New | REGENCY CTRS CORP | $9,621,000 | – | 189,358 | – | 0.17% | – |
| HCN | New | HEALTH CARE REIT INC | $9,557,000 | – | 142,571 | – | 0.17% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $9,508,000 | – | 62,860 | – | 0.17% | – |
| SKM | New | SK TELECOM LTDsponsored adr | $8,934,000 | – | 439,429 | – | 0.16% | – |
| LUMN | New | CENTURYLINK INC | $8,805,000 | – | 249,085 | – | 0.16% | – |
| JPM | New | JPMORGAN CHASE & CO | $8,656,000 | – | 163,967 | – | 0.15% | – |
| HLF | New | HERBALIFE LTD | $8,632,000 | – | 191,235 | – | 0.15% | – |
| GPC | New | GENUINE PARTS CO | $8,205,000 | – | 105,095 | – | 0.14% | – |
| R | New | RYDER SYS INC | $8,189,000 | – | 134,715 | – | 0.14% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $8,098,000 | – | 281,682 | – | 0.14% | – |
| LLY | New | LILLY ELI & CO | $8,080,000 | – | 164,499 | – | 0.14% | – |
| EMR | New | EMERSON ELEC CO | $8,041,000 | – | 147,429 | – | 0.14% | – |
| PM | New | PHILIP MORRIS INTL INC | $7,865,000 | – | 90,797 | – | 0.14% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $7,824,000 | – | 283,611 | – | 0.14% | – |
| LEG | New | LEGGETT & PLATT INC | $7,610,000 | – | 244,788 | – | 0.13% | – |
| STN | New | STANTEC INC | $7,311,000 | – | 173,100 | – | 0.13% | – |
| COP | New | CONOCOPHILLIPS | $7,262,000 | – | 120,039 | – | 0.13% | – |
| SNY | New | SANOFIsponsored adr | $7,033,000 | – | 136,542 | – | 0.12% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $6,888,000 | – | 195,899 | – | 0.12% | – |
| PG | New | PROCTER & GAMBLE CO | $6,888,000 | – | 89,460 | – | 0.12% | – |
| UL | New | UNILEVER PLCspon adr new | $6,653,000 | – | 164,487 | – | 0.12% | – |
| HCP | New | HCP INC | $6,661,000 | – | 146,592 | – | 0.12% | – |
| DRE | New | DUKE REALTY CORP | $6,494,000 | – | 416,560 | – | 0.12% | – |
| PHI | New | PHILIPPINE LONG DISTANCE TELsponsored adr | $6,149,000 | – | 90,607 | – | 0.11% | – |
| NLY | New | ANNALY CAP MGMT INC | $5,938,000 | – | 472,423 | – | 0.10% | – |
| CVX | New | CHEVRON CORP NEW | $5,795,000 | – | 48,969 | – | 0.10% | – |
| PSO | New | PEARSON PLCsponsored adr | $5,339,000 | – | 298,100 | – | 0.09% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N Vn y registry sh | $5,184,000 | – | 86,890 | – | 0.09% | – |
| DLR | New | DIGITAL RLTY TR INC | $5,158,000 | – | 84,556 | – | 0.09% | – |
| P105PS | New | INTEGRYS ENERGY GROUP INC | $5,174,000 | – | 88,401 | – | 0.09% | – |
| WFC | New | WELLS FARGO & CO NEW | $4,594,000 | – | 111,314 | – | 0.08% | – |
| DUK | New | DUKE ENERGY CORP NEW | $4,347,000 | – | 64,402 | – | 0.08% | – |
| CSX | New | CSX CORP | $4,048,000 | – | 174,552 | – | 0.07% | – |
| TXN | New | TEXAS INSTRS INC | $3,890,000 | – | 111,623 | – | 0.07% | – |
| BTTGY | New | BT GROUP PLCadr | $3,242,000 | – | 69,000 | – | 0.06% | – |
| PAC | New | GPO AEROPORTUARIO DEL PAC SAspon adr b | $2,790,000 | – | 54,888 | – | 0.05% | – |
| FSRV | New | FIRSTSERVICE CORPsub vtg sh | $2,676,000 | – | 85,300 | – | 0.05% | – |
| BXE | New | BELLATRIX EXPLORATION LTD | $2,573,000 | – | 419,300 | – | 0.04% | – |
| NVO | New | NOVO-NORDISK A Sadr | $2,537,000 | – | 16,370 | – | 0.04% | – |
| NTES | New | NETEASE INCsponsored adr | $2,515,000 | – | 39,820 | – | 0.04% | – |
| COST | New | COSTCO WHSL CORP NEW | $2,388,000 | – | 21,600 | – | 0.04% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $2,221,000 | – | 46,965 | – | 0.04% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $2,067,000 | – | 11,420 | – | 0.04% | – |
| ORCL | New | ORACLE CORP | $1,914,000 | – | 62,340 | – | 0.03% | – |
| PHM | New | PULTE GROUP INC | $1,916,000 | – | 101,010 | – | 0.03% | – |
| SAND | New | SANDSTORM GOLD LTD | $1,901,000 | – | 323,940 | – | 0.03% | – |
| ACE | New | ACE LTD | $1,947,000 | – | 21,760 | – | 0.03% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $1,869,000 | – | 54,200 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $1,877,000 | – | 22,180 | – | 0.03% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,841,000 | – | 23,030 | – | 0.03% | – |
| UNP | New | UNION PAC CORP | $1,652,000 | – | 10,708 | – | 0.03% | – |
| PRE | New | PARTNERRE LTD | $1,584,000 | – | 17,491 | – | 0.03% | – |
| MA | New | MASTERCARD INCcl a | $1,540,000 | – | 2,680 | – | 0.03% | – |
| WFM | New | WHOLE FOODS MKT INC | $1,456,000 | – | 28,280 | – | 0.03% | – |
| DHI | New | D R HORTON INC | $1,494,000 | – | 70,220 | – | 0.03% | – |
| GOOGL | New | GOOGLE INCcl a | $1,444,000 | – | 1,640 | – | 0.02% | – |
| CVS | New | CVS CAREMARK CORPORATION | $1,311,000 | – | 22,932 | – | 0.02% | – |
| TSO | New | TESORO CORP | $1,321,000 | – | 25,250 | – | 0.02% | – |
| WDC | New | WESTERN DIGITAL CORP | $1,268,000 | – | 20,420 | – | 0.02% | – |
| SE | New | SPECTRA ENERGY CORP | $1,223,000 | – | 35,500 | – | 0.02% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,275,000 | – | 11,390 | – | 0.02% | – |
| CELG | New | CELGENE CORP | $1,245,000 | – | 10,640 | – | 0.02% | – |
| GIS | New | GENERAL MLS INC | $1,208,000 | – | 24,900 | – | 0.02% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,212,000 | – | 67,130 | – | 0.02% | – |
| SIRI | New | SIRIUS XM RADIO INC | $1,162,000 | – | 346,830 | – | 0.02% | – |
| AVY | New | AVERY DENNISON CORP | $1,142,000 | – | 26,700 | – | 0.02% | – |
| VLO | New | VALERO ENERGY CORP NEW | $1,061,000 | – | 30,510 | – | 0.02% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,019,000 | – | 24,400 | – | 0.02% | – |
| AMGN | New | AMGEN INC | $1,004,000 | – | 10,180 | – | 0.02% | – |
| DDS | New | DILLARDS INCcl a | $1,016,000 | – | 12,390 | – | 0.02% | – |
| XOM | New | EXXON MOBIL CORP | $1,005,000 | – | 11,120 | – | 0.02% | – |
| FSLR | New | FIRST SOLAR INC | $942,000 | – | 21,017 | – | 0.02% | – |
| IMRSQ | New | IMRIS INC | $981,000 | – | 355,500 | – | 0.02% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $992,000 | – | 67,120 | – | 0.02% | – |
| XL | New | XL GROUP PLC | $976,000 | – | 32,200 | – | 0.02% | – |
| APD | New | AIR PRODS & CHEMS INC | $888,000 | – | 9,700 | – | 0.02% | – |
| MPC | New | MARATHON PETE CORP | $867,000 | – | 12,200 | – | 0.02% | – |
| PPG | New | PPG INDS INC | $849,000 | – | 5,800 | – | 0.02% | – |
| CBS | New | CBS CORP NEWcl b | $800,000 | – | 16,370 | – | 0.01% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $710,000 | – | 28,630 | – | 0.01% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $714,000 | – | 10,100 | – | 0.01% | – |
| HBI | New | HANESBRANDS INC | $715,000 | – | 13,900 | – | 0.01% | – |
| BMS | New | BEMIS INC | $618,000 | – | 15,800 | – | 0.01% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $585,000 | – | 11,700 | – | 0.01% | – |
| LMT | New | LOCKHEED MARTIN CORP | $553,000 | – | 5,100 | – | 0.01% | – |
| DE | New | DEERE & CO | $593,000 | – | 7,300 | – | 0.01% | – |
| WM | New | WASTE MGMT INC DEL | $532,000 | – | 13,200 | – | 0.01% | – |
| STO | New | STATOIL ASAsponsored adr | $463,000 | – | 22,400 | – | 0.01% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $440,000 | – | 2,300 | – | 0.01% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $324,000 | – | 17,700 | – | 0.01% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $351,000 | – | 5,500 | – | 0.01% | – |
| F113PS | New | COVIDIEN PLC | $363,000 | – | 5,780 | – | 0.01% | – |
| ASR | New | GRUPO AEROPORTUARIO DEL SUREspon adr ser b | $311,000 | – | 2,800 | – | 0.01% | – |
| MDT | New | MEDTRONIC INC | $235,000 | – | 4,570 | – | 0.00% | – |
| AXP | New | AMERICAN EXPRESS CO | $209,000 | – | 2,800 | – | 0.00% | – |
| V | New | VISA INC | $216,000 | – | 1,180 | – | 0.00% | – |
| PCLN | New | PRICELINE COM INC | $223,000 | – | 270 | – | 0.00% | – |
| CREE | New | CREE INC | $230,000 | – | 3,600 | – | 0.00% | – |
| COO | New | COOPER COS INC | $213,000 | – | 1,790 | – | 0.00% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $211,000 | – | 4,600 | – | 0.00% | – |