Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SU | Sell | Suncor Energy Inc. | $135,318,815 | +16.7% | 3,922,837 | -0.7% | 7.05% | +21.2% |
| TD | Buy | Toronto-Dominion Bank | $111,046,304 | -1.4% | 1,837,583 | +1.2% | 5.78% | +2.4% |
| BMO | Buy | Bank of Montreal | $106,346,310 | -5.3% | 1,256,791 | +1.1% | 5.54% | -1.6% |
| RY | Buy | Royal Bank of Canada | $105,249,985 | -7.2% | 1,200,677 | +1.1% | 5.48% | -3.6% |
| MFC | Buy | Manulife Financial Corp. | $98,099,039 | -0.4% | 5,352,019 | +2.8% | 5.11% | +3.5% |
| ENB | Buy | Enbridge Inc. | $91,921,738 | -6.5% | 2,762,837 | +4.6% | 4.79% | -2.8% |
| CM | Sell | Canadian Imperial Bank of Comm | $90,219,631 | -9.8% | 2,330,079 | -0.5% | 4.70% | -6.3% |
| BNS | Sell | Bank of Nova Scotia | $88,165,026 | -10.6% | 1,960,823 | -0.5% | 4.59% | -7.1% |
| Buy | Canadian Pacific Kansas City L | $88,020,456 | -6.5% | 1,180,557 | +1.3% | 4.58% | -2.8% | |
| TRP | Buy | TC Energy Corp. | $87,574,793 | -11.0% | 2,538,772 | +4.3% | 4.56% | -7.5% |
| GIL | Buy | Gildan Activewear Inc. | $81,092,151 | -10.7% | 2,884,333 | +2.5% | 4.22% | -7.2% |
| PBA | Buy | Pembina Pipeline Corp. | $80,970,297 | -2.3% | 2,684,661 | +2.0% | 4.22% | +1.6% |
| Buy | Brookfield Corp. | $73,611,664 | -1.2% | 2,347,004 | +6.1% | 3.83% | +2.7% | |
| CNI | Buy | Canadian National Railway Co. | $48,822,895 | -9.3% | 449,464 | +1.2% | 2.54% | -5.7% |
| SLF | Buy | Sun Life Financial Inc. | $38,616,080 | -6.0% | 789,043 | +0.2% | 2.01% | -2.3% |
| ORCL | Sell | Oracle Corp | $34,231,332 | -12.6% | 323,181 | -1.7% | 1.78% | -9.1% |
| AMAT | Sell | Applied Materials Inc. | $32,094,095 | -5.0% | 231,810 | -0.8% | 1.67% | -1.2% |
| MRK | Buy | Merck & Co. Inc. | $31,023,468 | -10.1% | 301,345 | +0.8% | 1.62% | -6.5% |
| ABBV | Buy | AbbVie Inc. | $29,741,495 | +11.4% | 199,527 | +0.7% | 1.55% | +15.9% |
| JPM | Buy | JPMorgan Chase & Co. | $29,078,975 | -0.2% | 200,517 | +0.1% | 1.51% | +3.7% |
| CMCSA | Buy | Comcast Corp. Class A | $28,583,382 | +6.9% | 644,641 | +0.2% | 1.49% | +11.2% |
| NTR | Buy | Nutrien Ltd. | $28,141,789 | +17.2% | 454,300 | +11.8% | 1.47% | +21.9% |
| CSCO | Buy | Cisco Systems Inc. | $27,923,105 | +4.0% | 519,403 | +0.1% | 1.45% | +8.1% |
| CMI | Buy | Cummins Inc. | $26,046,953 | -5.2% | 114,011 | +1.7% | 1.36% | -1.5% |
| SONY | Buy | Sony Group Corp. - SP ADRsponsored adr | $24,675,037 | -8.4% | 299,418 | +0.0% | 1.28% | -4.8% |
| WFC | Buy | Wells Fargo & Co. | $23,551,091 | -2.7% | 576,385 | +1.7% | 1.23% | +1.2% |
| CVS | Buy | CVS Health Corp. | $23,378,668 | +1.9% | 334,842 | +0.9% | 1.22% | +5.9% |
| BAC | Buy | Bank of America Corp. | $22,676,390 | -2.7% | 828,210 | +1.9% | 1.18% | +1.1% |
| HON | Buy | Honeywell International Inc. | $22,366,102 | -8.3% | 121,068 | +3.0% | 1.16% | -4.7% |
| HD | New | Home Depot Inc./The | $22,146,213 | – | 73,293 | – | 1.15% | – |
| SWK | Buy | Stanley Black & Decker Inc. | $21,616,630 | -8.6% | 258,634 | +2.5% | 1.13% | -5.0% |
| SAP | Sell | SAP SE ADRsponsored adr | $21,152,743 | -9.0% | 163,569 | -3.7% | 1.10% | -5.4% |
| UL | Buy | Unilever PLC ADRsponsored adr | $17,810,281 | -3.5% | 360,532 | +1.9% | 0.93% | +0.4% |
| UNH | Sell | UnitedHealth Group Inc. | $15,757,954 | +4.4% | 31,254 | -0.5% | 0.82% | +8.5% |
| MDT | Buy | Medtronic PLC - ADRsponsored adr | $15,554,930 | -9.1% | 198,506 | +2.2% | 0.81% | -5.5% |
| AVGO | Sell | Broadcom Ltd. | $15,463,738 | -43.8% | 18,618 | -41.4% | 0.80% | -41.7% |
| GRPU | Buy | Granite Real Estate Investment | $15,397,624 | -9.8% | 289,260 | +0.3% | 0.80% | -6.2% |
| GILD | Buy | Gilead Sciences Inc. | $13,689,665 | -2.5% | 182,675 | +0.3% | 0.71% | +1.4% |
| DLR | Sell | Digital Realty Trust Inc. | $12,139,516 | -40.9% | 100,310 | -44.4% | 0.63% | -38.6% |
| GPN | Sell | Global Payments Inc. | $11,386,801 | +15.5% | 98,681 | -1.4% | 0.59% | +20.0% |
| VFC | Buy | VF Corporation | $11,321,823 | -3.2% | 640,737 | +4.6% | 0.59% | +0.7% |
| BCE | Buy | BCE Inc. | $4,696,266 | -12.4% | 122,646 | +4.3% | 0.24% | -8.9% |
| TU | Buy | TELUS Corp. | $4,710,180 | -3.5% | 287,558 | +14.8% | 0.24% | +0.4% |
| RCI | Sell | Rogers Communications Inc. - C | $3,010,390 | -17.9% | 78,166 | -2.6% | 0.16% | -14.7% |
| USB | Buy | US Bancorp | $1,491,700 | +1.0% | 45,121 | +0.9% | 0.08% | +5.4% |
| AMGN | Sell | Amgen Inc. | $651,743 | +18.6% | 2,425 | -2.0% | 0.03% | +21.4% |
| BMY | Sell | Bristol-Myers Squibb Co. | $641,342 | -10.1% | 11,050 | -0.9% | 0.03% | -8.3% |
| FTS | Sell | Fortis Inc./Canada | $396,616 | -13.7% | 10,440 | -2.1% | 0.02% | -8.7% |
| MSFT | Sell | Microsoft Corp. | $320,802 | -18.1% | 1,016 | -11.7% | 0.02% | -15.0% |
| AAPL | Sell | Apple Inc. | $245,686 | -21.0% | 1,435 | -10.5% | 0.01% | -18.8% |
| EA | Sell | Electronic Arts Inc. | $248,024 | -12.3% | 2,060 | -5.5% | 0.01% | -7.1% |
| AEM | Sell | Agnico-Eagle Mines Ltd. | $232,231 | -12.4% | 5,095 | -4.0% | 0.01% | -7.7% |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -18,135 | – | -0.09% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SU | New | Suncor Energy Inc. | $116,001,570 | – | 3,951,710 | – | 5.81% | – |
| RY | New | Royal Bank of Canada | $113,461,450 | – | 1,187,172 | – | 5.68% | – |
| TD | New | Toronto-Dominion Bank | $112,662,196 | – | 1,816,376 | – | 5.64% | – |
| BMO | New | Bank of Montreal | $112,325,324 | – | 1,242,866 | – | 5.63% | – |
| CM | New | Canadian Imperial Bank of Comm | $100,073,450 | – | 2,342,246 | – | 5.01% | – |
| BNS | New | Bank of Nova Scotia | $98,661,582 | – | 1,970,561 | – | 4.94% | – |
| MFC | New | Manulife Financial Corp. | $98,494,769 | – | 5,207,178 | – | 4.94% | – |
| TRP | New | TC Energy Corp. | $98,411,296 | – | 2,433,276 | – | 4.93% | – |
| ENB | New | Enbridge Inc. | $98,272,158 | – | 2,642,033 | – | 4.92% | – |
| New | Canadian Pacific Kansas City L | $94,163,799 | – | 1,164,996 | – | 4.72% | – | |
| GIL | New | Gildan Activewear Inc. | $90,813,299 | – | 2,814,770 | – | 4.55% | – |
| PBA | New | Pembina Pipeline Corp. | $82,850,025 | – | 2,633,302 | – | 4.15% | – |
| New | Brookfield Corp. | $74,521,272 | – | 2,211,915 | – | 3.73% | – | |
| CNI | New | Canadian National Railway Co. | $53,831,307 | – | 444,223 | – | 2.70% | – |
| SLF | New | Sun Life Financial Inc. | $41,078,483 | – | 787,428 | – | 2.06% | – |
| ORCL | New | Oracle Corp | $39,157,983 | – | 328,810 | – | 1.96% | – |
| MRK | New | Merck & Co. Inc. | $34,498,379 | – | 298,972 | – | 1.73% | – |
| AMAT | New | Applied Materials Inc. | $33,771,626 | – | 233,649 | – | 1.69% | – |
| JPM | New | JPMorgan Chase & Co. | $29,133,523 | – | 200,313 | – | 1.46% | – |
| AVGO | New | Broadcom Ltd. | $27,537,433 | – | 31,746 | – | 1.38% | – |
| CMI | New | Cummins Inc. | $27,478,513 | – | 112,084 | – | 1.38% | – |
| SONY | New | Sony Group Corp. - SP ADRsponsored adr | $26,948,792 | – | 299,298 | – | 1.35% | – |
| CSCO | New | Cisco Systems Inc. | $26,837,331 | – | 518,696 | – | 1.34% | – |
| CMCSA | New | Comcast Corp. Class A | $26,727,952 | – | 643,272 | – | 1.34% | – |
| ABBV | New | AbbVie Inc. | $26,687,318 | – | 198,080 | – | 1.34% | – |
| HON | New | Honeywell International Inc. | $24,379,175 | – | 117,490 | – | 1.22% | – |
| WFC | New | Wells Fargo & Co. | $24,199,048 | – | 566,988 | – | 1.21% | – |
| NTR | New | Nutrien Ltd. | $24,001,773 | – | 406,260 | – | 1.20% | – |
| SWK | New | Stanley Black & Decker Inc. | $23,644,439 | – | 252,315 | – | 1.18% | – |
| BAC | New | Bank of America Corp. | $23,307,842 | – | 812,403 | – | 1.17% | – |
| SAP | New | SAP SE ADRsponsored adr | $23,243,198 | – | 169,894 | – | 1.16% | – |
| CVS | New | CVS Health Corp. | $22,942,450 | – | 331,874 | – | 1.15% | – |
| DLR | New | Digital Realty Trust Inc. | $20,529,395 | – | 180,288 | – | 1.03% | – |
| UL | New | Unilever PLC ADRsponsored adr | $18,448,234 | – | 353,889 | – | 0.92% | – |
| MDT | New | Medtronic PLC - ADRsponsored adr | $17,108,139 | – | 194,190 | – | 0.86% | – |
| GRPU | New | Granite Real Estate Investment | $17,070,627 | – | 288,315 | – | 0.86% | – |
| UNH | New | UnitedHealth Group Inc. | $15,098,825 | – | 31,414 | – | 0.76% | – |
| GILD | New | Gilead Sciences Inc. | $14,035,988 | – | 182,120 | – | 0.70% | – |
| VFC | New | VF Corporation | $11,690,181 | – | 612,372 | – | 0.59% | – |
| GPN | New | Global Payments Inc. | $9,859,488 | – | 100,076 | – | 0.49% | – |
| BCE | New | BCE Inc. | $5,362,853 | – | 117,539 | – | 0.27% | – |
| TU | New | TELUS Corp. | $4,879,342 | – | 250,554 | – | 0.24% | – |
| RCI | New | Rogers Communications Inc. - C | $3,665,613 | – | 80,287 | – | 0.18% | – |
| NVS | New | Novartis AG ADRsponsored adr | $1,830,003 | – | 18,135 | – | 0.09% | – |
| USB | New | US Bancorp | $1,476,921 | – | 44,701 | – | 0.07% | – |
| BMY | New | Bristol-Myers Squibb Co. | $713,043 | – | 11,150 | – | 0.04% | – |
| PFE | New | Pfizer Inc. | $608,888 | – | 16,600 | – | 0.03% | – |
| AMGN | New | Amgen Inc. | $549,500 | – | 2,475 | – | 0.03% | – |
| KR | New | Kroger Co/The | $493,500 | – | 10,500 | – | 0.02% | – |
| PNC | New | PNC Financial Services Group I | $478,610 | – | 3,800 | – | 0.02% | – |
| FTS | New | Fortis Inc./Canada | $459,555 | – | 10,665 | – | 0.02% | – |
| MSFT | New | Microsoft Corp. | $391,621 | – | 1,150 | – | 0.02% | – |
| AAPL | New | Apple Inc. | $311,128 | – | 1,604 | – | 0.02% | – |
| EA | New | Electronic Arts Inc. | $282,746 | – | 2,180 | – | 0.01% | – |
| AEM | New | Agnico-Eagle Mines Ltd. | $265,089 | – | 5,305 | – | 0.01% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AEM | Exit | Agnico-Eagle Mines Ltd. | $0 | – | -5,305 | – | -0.01% | – |
| FTS | Exit | Fortis Inc./Canada | $0 | – | -9,115 | – | -0.02% | – |
| BDX | Exit | Becton Dickinson and Co. | $0 | – | -1,750 | – | -0.02% | – |
| KR | Exit | Kroger Co/The | $0 | – | -11,000 | – | -0.03% | – |
| SJR | Exit | Shaw Communications Inc. Class | $0 | – | -20,376 | – | -0.03% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -2,400 | – | -0.03% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -3,800 | – | -0.04% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -17,500 | – | -0.05% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -5,958 | – | -0.05% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -12,700 | – | -0.06% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -27,784 | – | -0.06% | – |
| USB | Exit | US Bancorp | $0 | – | -44,946 | – | -0.11% | – |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -24,030 | – | -0.11% | – |
| RCI | Exit | Rogers Communications Inc. - C | $0 | – | -72,932 | – | -0.17% | – |
| BCE | Exit | BCE Inc. | $0 | – | -102,515 | – | -0.26% | – |
| TU | Exit | TELUS Corp. | $0 | – | -225,137 | – | -0.28% | – |
| GPN | Exit | Global Payments Inc. | $0 | – | -97,331 | – | -0.64% | – |
| GILD | Exit | Gilead Sciences Inc. | $0 | – | -180,900 | – | -0.68% | – |
| SWK | Exit | Stanley Black & Decker Inc. | $0 | – | -173,622 | – | -0.80% | – |
| AVGO | Exit | Broadcom Ltd. | $0 | – | -30,664 | – | -0.83% | – |
| SAP | Exit | SAP SE ADRsponsored adr | $0 | – | -167,594 | – | -0.83% | – |
| UL | Exit | Unilever PLC ADRsponsored adr | $0 | – | -337,507 | – | -0.90% | – |
| DLR | Exit | Digital Realty Trust Inc. | $0 | – | -156,926 | – | -0.95% | – |
| UNH | Exit | UnitedHealth Group Inc. | $0 | – | -31,303 | – | -0.96% | – |
| VFC | Exit | VF Corporation | $0 | – | -530,857 | – | -0.97% | – |
| GRPU | Exit | Granite Real Estate Investment | $0 | – | -335,955 | – | -1.00% | – |
| NTR | Exit | Nutrien Ltd. | $0 | – | -206,275 | – | -1.06% | – |
| CMCSA | Exit | Comcast Corp. Class A | $0 | – | -599,302 | – | -1.07% | – |
| AMAT | Exit | Applied Materials Inc. | $0 | – | -222,565 | – | -1.11% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -110,143 | – | -1.12% | – |
| SONY | Exit | Sony Group Corp. - SP ADRsponsored adr | $0 | – | -296,873 | – | -1.16% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -333,041 | – | -1.24% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -196,966 | – | -1.25% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -687,322 | – | -1.26% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -523,575 | – | -1.28% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -529,011 | – | -1.29% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -108,657 | – | -1.35% | – |
| ABBV | Exit | AbbVie Inc. | $0 | – | -167,832 | – | -1.37% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -300,468 | – | -1.75% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -771,328 | – | -1.88% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -377,521 | – | -1.98% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -370,538 | – | -2.46% | – |
| GIL | Exit | Gildan Activewear Inc. | $0 | – | -2,354,105 | – | -4.09% | – |
| CP | Exit | Canadian Pacific Railway Ltd. | $0 | – | -1,157,337 | – | -4.74% | – |
| TRP | Exit | TC Energy Corp. | $0 | – | -1,994,846 | – | -4.93% | – |
| PBA | Exit | Pembina Pipeline Corp. | $0 | – | -2,674,460 | – | -4.99% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -5,416,905 | – | -5.22% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -2,364,074 | – | -5.38% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -1,868,001 | – | -5.46% | – |
| CM | Exit | Canadian Imperial Bank of Comm | $0 | – | -2,215,720 | – | -5.96% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -1,206,009 | – | -6.49% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,764,916 | – | -6.65% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -1,208,122 | – | -6.68% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -3,988,226 | – | -6.90% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SU | Sell | Suncor Energy Inc. | $113,205,000 | -20.1% | 3,988,226 | -1.3% | 6.90% | -11.9% |
| RY | Buy | Royal Bank of Canada | $109,637,000 | -6.0% | 1,208,122 | +0.3% | 6.68% | +3.6% |
| TD | Buy | Toronto-Dominion Bank | $109,104,000 | -5.7% | 1,764,916 | +0.0% | 6.65% | +4.0% |
| BMO | Buy | Bank of Montreal | $106,545,000 | -6.8% | 1,206,009 | +1.5% | 6.49% | +2.8% |
| CM | Buy | Canadian Imperial Bank of Comm | $97,752,000 | -4.3% | 2,215,720 | +5.4% | 5.96% | +5.5% |
| BNS | Buy | Bank of Nova Scotia | $89,551,000 | -16.6% | 1,868,001 | +3.0% | 5.46% | -8.0% |
| ENB | Sell | Enbridge Inc. | $88,354,000 | -16.2% | 2,364,074 | -5.3% | 5.38% | -7.6% |
| MFC | Sell | Manulife Financial Corp. | $85,691,000 | -9.0% | 5,416,905 | -0.3% | 5.22% | +0.3% |
| PBA | Sell | Pembina Pipeline Corp. | $81,887,000 | -26.7% | 2,674,460 | -15.4% | 4.99% | -19.2% |
| TRP | Sell | TC Energy Corp. | $80,989,000 | -22.9% | 1,994,846 | -1.7% | 4.93% | -15.0% |
| CP | Sell | Canadian Pacific Railway Ltd. | $77,870,000 | -8.4% | 1,157,337 | -4.9% | 4.74% | +1.0% |
| GIL | Buy | Gildan Activewear Inc. | $67,080,000 | +371.6% | 2,354,105 | +376.3% | 4.09% | +420.0% |
| CNI | Sell | Canadian National Railway Co. | $40,336,000 | -3.6% | 370,538 | -0.4% | 2.46% | +6.3% |
| MRK | Sell | Merck & Co. Inc. | $32,512,000 | -7.1% | 377,521 | -1.6% | 1.98% | +2.5% |
| SLF | Buy | Sun Life Financial Inc. | $30,917,000 | +13.6% | 771,328 | +29.8% | 1.88% | +25.3% |
| CVS | Sell | CVS Health Corp. | $28,656,000 | +1.2% | 300,468 | -1.7% | 1.75% | +11.6% |
| ABBV | Buy | AbbVie Inc. | $22,525,000 | -10.3% | 167,832 | +2.4% | 1.37% | -1.1% |
| CMI | Buy | Cummins Inc. | $22,113,000 | +5.4% | 108,657 | +0.2% | 1.35% | +16.1% |
| CSCO | Buy | Cisco Systems Inc. | $21,160,000 | -4.7% | 529,011 | +1.6% | 1.29% | +5.1% |
| WFC | Buy | Wells Fargo & Co. | $21,058,000 | +2.8% | 523,575 | +0.1% | 1.28% | +13.3% |
| BAC | Buy | Bank of America Corp. | $20,757,000 | -1.8% | 687,322 | +1.2% | 1.26% | +8.3% |
| JPM | Buy | JPMorgan Chase & Co. | $20,583,000 | -7.1% | 196,966 | +0.1% | 1.25% | +2.4% |
| ORCL | Buy | Oracle Corp | $20,339,000 | -11.2% | 333,041 | +1.6% | 1.24% | -2.1% |
| SONY | Buy | Sony Group Corp. - SP ADRsponsored adr | $19,015,000 | -20.3% | 296,873 | +1.7% | 1.16% | -12.2% |
| HON | Buy | Honeywell International Inc. | $18,391,000 | -1.1% | 110,143 | +2.9% | 1.12% | +8.9% |
| AMAT | Buy | Applied Materials Inc. | $18,235,000 | -1.3% | 222,565 | +9.6% | 1.11% | +8.8% |
| CMCSA | Buy | Comcast Corp. Class A | $17,578,000 | -23.7% | 599,302 | +2.0% | 1.07% | -15.9% |
| NTR | Buy | Nutrien Ltd. | $17,340,000 | +31.9% | 206,275 | +25.0% | 1.06% | +45.5% |
| GRPU | Buy | Granite Real Estate Investment | $16,344,000 | -11.4% | 335,955 | +11.7% | 1.00% | -2.3% |
| VFC | Buy | VF Corporation | $15,878,000 | -28.9% | 530,857 | +5.0% | 0.97% | -21.6% |
| UNH | Sell | UnitedHealth Group Inc. | $15,809,000 | -7.0% | 31,303 | -5.4% | 0.96% | +2.6% |
| DLR | Buy | Digital Realty Trust Inc. | $15,564,000 | -21.5% | 156,926 | +2.8% | 0.95% | -13.4% |
| UL | Buy | Unilever PLC ADRsponsored adr | $14,796,000 | -1.6% | 337,507 | +2.9% | 0.90% | +8.4% |
| SAP | Buy | SAP SE ADRsponsored adr | $13,617,000 | -1.3% | 167,594 | +10.2% | 0.83% | +8.9% |
| AVGO | Sell | Broadcom Ltd. | $13,615,000 | -9.5% | 30,664 | -1.0% | 0.83% | -0.2% |
| SWK | Sell | Stanley Black & Decker Inc. | $13,058,000 | -29.4% | 173,622 | -1.5% | 0.80% | -22.1% |
| GILD | Buy | Gilead Sciences Inc. | $11,160,000 | +2.3% | 180,900 | +2.5% | 0.68% | +12.8% |
| GPN | Buy | Global Payments Inc. | $10,517,000 | -0.7% | 97,331 | +1.7% | 0.64% | +9.6% |
| TU | Buy | TELUS Corp. | $4,506,000 | +6727.3% | 225,137 | +7531.8% | 0.28% | +6775.0% |
| BCE | Sell | BCE Inc. | $4,333,000 | -14.6% | 102,515 | -0.7% | 0.26% | -5.7% |
| RCI | Buy | Rogers Communications Inc. - C | $2,832,000 | -15.9% | 72,932 | +3.7% | 0.17% | -7.0% |
| NVS | Buy | Novartis AG ADRsponsored adr | $1,827,000 | -7.5% | 24,030 | +2.8% | 0.11% | +1.8% |
| USB | Buy | US Bancorp | $1,812,000 | -8.0% | 44,946 | +5.0% | 0.11% | +0.9% |
| VZ | Buy | Verizon Communications Inc. | $1,055,000 | -15.9% | 27,784 | +12.4% | 0.06% | -7.2% |
| AAPL | Buy | Apple Inc. | $823,000 | +305.4% | 5,958 | +301.2% | 0.05% | +354.5% |
| PFE | Sell | Pfizer Inc. | $766,000 | -18.6% | 17,500 | -2.5% | 0.05% | -9.6% |
| SJR | Sell | Shaw Communications Inc. Class | $499,000 | -19.6% | 20,376 | -3.3% | 0.03% | -11.8% |
| BDX | Sell | Becton Dickinson and Co. | $390,000 | -9.9% | 1,750 | -0.3% | 0.02% | 0.0% |
| FTS | Sell | Fortis Inc./Canada | $346,000 | -47.2% | 9,115 | -34.3% | 0.02% | -41.7% |
| FISV | Exit | Fiserv Inc. | $0 | – | -75 | – | 0.00% | – |
| Exit | Embecta Corp. | $0 | – | -52 | – | 0.00% | – | |
| FB | Exit | Meta Platforms Inc. | $0 | – | -38 | – | 0.00% | – |
| HD | Exit | Home Depot Inc./The | $0 | – | -25 | – | 0.00% | – |
| ADSK | Exit | Autodesk Inc. | $0 | – | -46 | – | 0.00% | – |
| OGN | Exit | Organon & Co. | $0 | – | -28 | – | 0.00% | – |
| NEM | Exit | Newmont Goldcorp Corp. | $0 | – | -59 | – | 0.00% | – |
| BIPC | Exit | Brookfield Infrastructure Corp | $0 | – | -63 | – | 0.00% | – |
| TECK | Exit | Teck Resources Ltd. | $0 | – | -308 | – | 0.00% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -98 | – | 0.00% | – |
| PYPL | Exit | PayPal Holdings Inc. | $0 | – | -66 | – | 0.00% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -395 | – | -0.00% | – |
| WBA | Exit | Walgreen Boots Alliance Inc. | $0 | – | -400 | – | -0.00% | – |
| GOOGL | Exit | Alphabet Inc. - CL A | $0 | – | -19 | – | -0.00% | – |
| AMZN | Exit | Amazon.com Inc. | $0 | – | -420 | – | -0.00% | – |
| BIP | Exit | Brookfield Infrastructure Part | $0 | – | -1,639 | – | -0.00% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -260 | – | -0.00% | – |
| INTC | Exit | Intel Corp. | $0 | – | -1,500 | – | -0.00% | – |
| CNQ | Exit | Canadian Natural Resources Ltd | $0 | – | -1,357 | – | -0.00% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -805 | – | -0.01% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -1,443 | – | -0.02% | – |
| Exit | Medtronic PLCsponsored adr | $0 | – | -157,141 | – | -0.78% | – | |
| RHHBY | Exit | Roche Holdings Ltd. - ADRsponsored adr | $0 | – | -379,040 | – | -0.87% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SU | New | Suncor Energy Inc. | $141,767,000 | – | 4,041,225 | – | 7.83% | – |
| RY | New | Royal Bank of Canada | $116,664,000 | – | 1,204,953 | – | 6.45% | – |
| TD | New | Toronto-Dominion Bank | $115,668,000 | – | 1,764,049 | – | 6.39% | – |
| BMO | New | Bank of Montreal | $114,261,000 | – | 1,188,336 | – | 6.31% | – |
| PBA | New | Pembina Pipeline Corp. | $111,735,000 | – | 3,161,325 | – | 6.17% | – |
| BNS | New | Bank of Nova Scotia | $107,359,000 | – | 1,814,206 | – | 5.93% | – |
| ENB | New | Enbridge Inc. | $105,444,000 | – | 2,497,101 | – | 5.83% | – |
| TRP | New | TC Energy Corp. | $105,105,000 | – | 2,029,183 | – | 5.81% | – |
| CM | New | Canadian Imperial Bank of Commerce | $102,105,000 | – | 2,102,745 | – | 5.64% | – |
| MFC | New | Manulife Financial Corp. | $94,184,000 | – | 5,432,152 | – | 5.20% | – |
| CP | New | Canadian Pacific Railway Ltd. | $85,013,000 | – | 1,217,220 | – | 4.70% | – |
| CNI | New | Canadian National Railway Co. | $41,826,000 | – | 371,878 | – | 2.31% | – |
| MRK | New | Merck & Co. Inc. | $34,988,000 | – | 383,766 | – | 1.93% | – |
| CVS | New | CVS Health Corp. | $28,326,000 | – | 305,693 | – | 1.56% | – |
| SLF | New | Sun Life Financial Inc. | $27,219,000 | – | 594,098 | – | 1.50% | – |
| ABBV | New | AbbVie Inc. | $25,099,000 | – | 163,872 | – | 1.39% | – |
| SONY | New | Sony Group Corp. - SP ADRsponsored adr | $23,863,000 | – | 291,833 | – | 1.32% | – |
| CMCSA | New | Comcast Corp. Class A | $23,053,000 | – | 587,477 | – | 1.27% | – |
| ORCL | New | Oracle Corp | $22,907,000 | – | 327,854 | – | 1.27% | – |
| VFC | New | VF Corporation | $22,330,000 | – | 505,552 | – | 1.23% | – |
| CSCO | New | Cisco Systems Inc. | $22,192,000 | – | 520,442 | – | 1.23% | – |
| JPM | New | JPMorgan Chase & Co. | $22,167,000 | – | 196,846 | – | 1.22% | – |
| BAC | New | Bank of America Corp. | $21,138,000 | – | 679,027 | – | 1.17% | – |
| CMI | New | Cummins Inc. | $20,987,000 | – | 108,442 | – | 1.16% | – |
| WFC | New | Wells Fargo & Co. | $20,484,000 | – | 522,950 | – | 1.13% | – |
| DLR | New | Digital Realty Trust Inc. | $19,819,000 | – | 152,651 | – | 1.10% | – |
| HON | New | Honeywell International Inc. | $18,604,000 | – | 107,035 | – | 1.03% | – |
| SWK | New | Stanley Black & Decker Inc. | $18,491,000 | – | 176,342 | – | 1.02% | – |
| AMAT | New | Applied Materials Inc. | $18,479,000 | – | 203,115 | – | 1.02% | – |
| GRPU | New | Granite Real Estate Investment | $18,446,000 | – | 300,770 | – | 1.02% | – |
| UNH | New | UnitedHealth Group Inc. | $16,990,000 | – | 33,079 | – | 0.94% | – |
| RHHBY | New | Roche Holdings Ltd. - ADRsponsored adr | $15,810,000 | – | 379,040 | – | 0.87% | – |
| AVGO | New | Broadcom Ltd. | $15,048,000 | – | 30,975 | – | 0.83% | – |
| UL | New | Unilever PLC ADRsponsored adr | $15,036,000 | – | 328,077 | – | 0.83% | – |
| GIL | New | Gildan Activewear Inc. | $14,225,000 | – | 494,250 | – | 0.79% | – |
| New | Medtronic PLCsponsored adr | $14,103,000 | – | 157,141 | – | 0.78% | – | |
| SAP | New | SAP SE ADRsponsored adr | $13,799,000 | – | 152,109 | – | 0.76% | – |
| NTR | New | Nutrien Ltd. | $13,145,000 | – | 165,075 | – | 0.73% | – |
| GILD | New | Gilead Sciences Inc. | $10,912,000 | – | 176,540 | – | 0.60% | – |
| GPN | New | Global Payments Inc. | $10,588,000 | – | 95,701 | – | 0.58% | – |
| BCE | New | BCE Inc. | $5,076,000 | – | 103,275 | – | 0.28% | – |
| RCI | New | Rogers Communications Inc. - C | $3,368,000 | – | 70,297 | – | 0.19% | – |
| NVS | New | Novartis AG ADRsponsored adr | $1,975,000 | – | 23,370 | – | 0.11% | – |
| USB | New | US Bancorp | $1,969,000 | – | 42,786 | – | 0.11% | – |
| VZ | New | Verizon Communications Inc. | $1,255,000 | – | 24,724 | – | 0.07% | – |
| BMY | New | Bristol-Myers Squibb Co. | $978,000 | – | 12,700 | – | 0.05% | – |
| PFE | New | Pfizer Inc. | $941,000 | – | 17,950 | – | 0.05% | – |
| FTS | New | Fortis Inc./Canada | $655,000 | – | 13,865 | – | 0.04% | – |
| SJR | New | Shaw Communications Inc. Class | $621,000 | – | 21,076 | – | 0.03% | – |
| PNC | New | PNC Financial Services Group I | $600,000 | – | 3,800 | – | 0.03% | – |
| AMGN | New | Amgen Inc. | $584,000 | – | 2,400 | – | 0.03% | – |
| KR | New | Kroger Co/The | $521,000 | – | 11,000 | – | 0.03% | – |
| BDX | New | Becton Dickinson and Co. | $433,000 | – | 1,755 | – | 0.02% | – |
| MSFT | New | Microsoft Corp. | $371,000 | – | 1,443 | – | 0.02% | – |
| AEM | New | Agnico-Eagle Mines Ltd. | $243,000 | – | 5,305 | – | 0.01% | – |
| AAPL | New | Apple Inc. | $203,000 | – | 1,485 | – | 0.01% | – |
| TXN | New | Texas Instruments Inc | $124,000 | – | 805 | – | 0.01% | – |
| CNQ | New | Canadian Natural Resources Ltd | $73,000 | – | 1,357 | – | 0.00% | – |
| TU | New | TELUS Corp. | $66,000 | – | 2,950 | – | 0.00% | – |
| JNJ | New | Johnson & Johnson | $46,000 | – | 260 | – | 0.00% | – |
| INTC | New | Intel Corp. | $56,000 | – | 1,500 | – | 0.00% | – |
| BIP | New | Brookfield Infrastructure Part | $63,000 | – | 1,639 | – | 0.00% | – |
| AMZN | New | Amazon.com Inc. | $45,000 | – | 420 | – | 0.00% | – |
| GOOGL | New | Alphabet Inc. - CL A | $41,000 | – | 19 | – | 0.00% | – |
| WBA | New | Walgreen Boots Alliance Inc. | $15,000 | – | 400 | – | 0.00% | – |
| MGA | New | Magna International Inc. | $22,000 | – | 395 | – | 0.00% | – |
| BIPC | New | Brookfield Infrastructure Corp | $3,000 | – | 63 | – | 0.00% | – |
| ADSK | New | Autodesk Inc. | $8,000 | – | 46 | – | 0.00% | – |
| FB | New | Meta Platforms Inc. | $6,000 | – | 38 | – | 0.00% | – |
| OGN | New | Organon & Co. | $1,000 | – | 28 | – | 0.00% | – |
| NEM | New | Newmont Goldcorp Corp. | $4,000 | – | 59 | – | 0.00% | – |
| HD | New | Home Depot Inc./The | $7,000 | – | 25 | – | 0.00% | – |
| FISV | New | Fiserv Inc. | $7,000 | – | 75 | – | 0.00% | – |
| TECK | New | Teck Resources Ltd. | $9,000 | – | 308 | – | 0.00% | – |
| PYPL | New | PayPal Holdings Inc. | $5,000 | – | 66 | – | 0.00% | – |
| New | Embecta Corp. | $1,000 | – | 52 | – | 0.00% | – | |
| CVE | New | Cenovus Energy Inc. | $2,000 | – | 98 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PLD | Exit | Prologis Inc. | $0 | – | -15 | – | 0.00% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -21 | – | 0.00% | – |
| OVV | Exit | Ovintiv Inc. | $0 | – | -200 | – | 0.00% | – |
| KO | Exit | Coca-Cola Co. | $0 | – | -95 | – | 0.00% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -4 | – | 0.00% | – |
| T | Exit | AT&T Inc. | $0 | – | -34 | – | 0.00% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -42 | – | 0.00% | – |
| OGN | Exit | Organon & Co. | $0 | – | -28 | – | 0.00% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -17 | – | 0.00% | – |
| QSR | Exit | Restaurant Brands Internationa | $0 | – | -38 | – | 0.00% | – |
| LYRA | Exit | Lyra Therapeutics Inc. | $0 | – | -650 | – | 0.00% | – |
| GOLD | Exit | Barrick Gold Corp. | $0 | – | -106 | – | 0.00% | – |
| V | Exit | Visa Inc. | $0 | – | -9 | – | 0.00% | – |
| CPG | Exit | Crescent Point Energy Corp. | $0 | – | -565 | – | 0.00% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -11 | – | 0.00% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -22 | – | 0.00% | – |
| NEM | Exit | Newmont Goldcorp Corp. | $0 | – | -59 | – | 0.00% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -75 | – | 0.00% | – |
| HD | Exit | Home Depot Inc./The | $0 | – | -5 | – | 0.00% | – |
| CMS | Exit | CMS Enery Corp. | $0 | – | -34 | – | 0.00% | – |
| AQN | Exit | Algonquin Power & Utilities Corp | $0 | – | -501 | – | 0.00% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -20 | – | 0.00% | – |
| BIPC | Exit | Brookfield Infrastructure Corp | $0 | – | -295 | – | -0.00% | – |
| WBK | Exit | Westpac Banking Corp. ADRsponsored adr | $0 | – | -650 | – | -0.00% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -2,644 | – | -0.00% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -187 | – | -0.00% | – |
| IMO | Exit | Imperial Oil Ltd. | $0 | – | -1,080 | – | -0.00% | – |
| TXN | Exit | Texas Instruments Inc | $0 | – | -726 | – | -0.01% | – |
| CNQ | Exit | Canadian Natural Resources Ltd. | $0 | – | -9,884 | – | -0.02% | – |
| DE | Exit | Deere & Co. | $0 | – | -1,365 | – | -0.02% | – |
| KR | Exit | Kroger Co/The | $0 | – | -11,600 | – | -0.03% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -2,500 | – | -0.03% | – |
| FTS | Exit | Fortis Inc./Canada | $0 | – | -12,615 | – | -0.03% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -3,900 | – | -0.04% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -13,100 | – | -0.04% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -10,300 | – | -0.04% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -18,550 | – | -0.04% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -22,744 | – | -0.07% | – |
| AEM | Exit | Agnico-Eagle Mines Ltd. | $0 | – | -23,800 | – | -0.07% | – |
| ABBV | Exit | AbbVie Inc. | $0 | – | -14,060 | – | -0.08% | – |
| RCI | Exit | Rogers Communications Inc. - C | $0 | – | -79,517 | – | -0.20% | – |
| BCE | Exit | BCE Inc. | $0 | – | -100,783 | – | -0.27% | – |
| SWK | Exit | Stanley Black & Decker Inc. | $0 | – | -60,895 | – | -0.58% | – |
| WBA | Exit | Walgreen Boots Alliance Inc. | $0 | – | -254,060 | – | -0.65% | – |
| SAP | Exit | SAP SE ADRsponsored adr | $0 | – | -97,990 | – | -0.72% | – |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -171,338 | – | -0.77% | – |
| AVGO | Exit | Broadcom Ltd. | $0 | – | -30,571 | – | -0.81% | – |
| UL | Exit | Unilever PLC ADRsponsored adr | $0 | – | -276,501 | – | -0.82% | – |
| INTC | Exit | Intel Corp. | $0 | – | -284,984 | – | -0.83% | – |
| GRPU | Exit | Granite Real Estate Investment | $0 | – | -220,219 | – | -0.85% | – |
| GILD | Exit | Gilead Sciences Inc. | $0 | – | -225,540 | – | -0.86% | – |
| Exit | Medtronic PLCsponsored adr | $0 | – | -126,895 | – | -0.87% | – | |
| USB | Exit | US Bancorp | $0 | – | -286,251 | – | -0.93% | – |
| UNH | Exit | UnitedHealth Group Inc. | $0 | – | -45,432 | – | -0.97% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -85,192 | – | -0.99% | – |
| BDX | Exit | Becton Dickinson and Co. | $0 | – | -79,927 | – | -1.07% | – |
| VFC | Exit | VF Corporation | $0 | – | -301,805 | – | -1.10% | – |
| DLR | Exit | Digital Realty Trust Inc. | $0 | – | -153,366 | – | -1.21% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -483,763 | – | -1.23% | – |
| AMAT | Exit | Applied Materials Inc. | $0 | – | -176,936 | – | -1.24% | – |
| NTR | Exit | Nutrien Ltd. | $0 | – | -379,826 | – | -1.34% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -302,680 | – | -1.40% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -511,069 | – | -1.43% | – |
| CMCSA | Exit | Comcast Corp. Class A | $0 | – | -475,092 | – | -1.45% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -627,765 | – | -1.46% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -308,164 | – | -1.47% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -373,118 | – | -1.53% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -518,900 | – | -1.54% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -174,150 | – | -1.56% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -564,994 | – | -3.55% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -3,383,222 | – | -3.81% | – |
| CP | Exit | Canadian Pacific Railway Ltd. | $0 | – | -1,096,820 | – | -3.89% | – |
| TU | Exit | TELUS Corp. | $0 | – | -3,303,841 | – | -3.94% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -4,151,328 | – | -4.34% | – |
| TRP | Exit | TC Energy Corp. | $0 | – | -2,053,191 | – | -5.36% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -2,509,475 | – | -5.43% | – |
| PBA | Exit | Pembina Pipeline Corp. | $0 | – | -3,164,418 | – | -5.44% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -1,940,526 | – | -6.48% | – |
| CM | Exit | Canadian Imperial Bank of Commerce | $0 | – | -1,080,322 | – | -6.53% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -1,246,451 | – | -6.73% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,906,756 | – | -6.85% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -1,279,552 | – | -6.93% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | Sell | Bank of Montreal | $126,868,000 | -5.5% | 1,279,552 | -2.4% | 6.93% | -4.4% |
| TD | Buy | Toronto-Dominion Bank | $125,368,000 | -2.0% | 1,906,756 | +4.4% | 6.85% | -0.9% |
| RY | Sell | Royal Bank of Canada | $123,180,000 | -4.9% | 1,246,451 | -2.6% | 6.73% | -3.9% |
| CM | Sell | Canadian Imperial Bank of Commerce | $119,439,000 | -5.0% | 1,080,322 | -2.3% | 6.53% | -4.0% |
| BNS | Buy | Bank of Nova Scotia | $118,625,000 | -2.8% | 1,940,526 | +3.3% | 6.48% | -1.8% |
| PBA | Buy | Pembina Pipeline Corp. | $99,622,000 | +0.4% | 3,164,418 | +1.2% | 5.44% | +1.5% |
| ENB | Buy | Enbridge Inc. | $99,293,000 | -0.3% | 2,509,475 | +0.8% | 5.43% | +0.8% |
| TRP | Buy | TC Energy Corp. | $98,144,000 | -1.1% | 2,053,191 | +2.3% | 5.36% | -0.1% |
| MFC | Buy | Manulife Financial Corp. | $79,358,000 | +8.1% | 4,151,328 | +11.2% | 4.34% | +9.3% |
| TU | Sell | TELUS Corp. | $72,122,000 | -6.8% | 3,303,841 | -4.4% | 3.94% | -5.8% |
| CP | Buy | Canadian Pacific Railway Ltd. | $71,133,000 | +74.8% | 1,096,820 | +107.1% | 3.89% | +76.7% |
| SU | Buy | Suncor Energy Inc. | $69,663,000 | -3.9% | 3,383,222 | +11.7% | 3.81% | -2.9% |
| CNI | Sell | Canadian National Railway Co. | $65,027,000 | +8.1% | 564,994 | -1.0% | 3.55% | +9.3% |
| JPM | Buy | JPMorgan Chase & Co. | $28,507,000 | +5.3% | 174,150 | +0.1% | 1.56% | +6.5% |
| CSCO | Sell | Cisco Systems Inc. | $28,244,000 | +2.2% | 518,900 | -0.4% | 1.54% | +3.3% |
| MRK | Buy | Merck & Co. Inc. | $28,025,000 | -2.9% | 373,118 | +0.6% | 1.53% | -1.8% |
| ORCL | Sell | Oracle Corp | $26,850,000 | +10.5% | 308,164 | -1.3% | 1.47% | +11.6% |
| BAC | Sell | Bank of America Corp. | $26,649,000 | +2.9% | 627,765 | -0.1% | 1.46% | +3.9% |
| CMCSA | Sell | Comcast Corp. Class A | $26,572,000 | -2.2% | 475,092 | -0.3% | 1.45% | -1.2% |
| SLF | Sell | Sun Life Financial Inc. | $26,128,000 | -7.3% | 511,069 | -6.6% | 1.43% | -6.3% |
| CVS | Sell | CVS Health Corp. | $25,685,000 | +1.0% | 302,680 | -0.7% | 1.40% | +2.1% |
| NTR | Buy | Nutrien Ltd. | $24,484,000 | +19.1% | 379,826 | +11.8% | 1.34% | +20.3% |
| AMAT | Sell | Applied Materials Inc. | $22,777,000 | -10.0% | 176,936 | -0.5% | 1.24% | -9.1% |
| WFC | Sell | Wells Fargo & Co. | $22,451,000 | +1.8% | 483,763 | -0.6% | 1.23% | +2.9% |
| DLR | Buy | Digital Realty Trust Inc. | $22,154,000 | -3.0% | 153,366 | +1.0% | 1.21% | -1.9% |
| VFC | New | VF Corporation | $20,218,000 | – | 301,805 | – | 1.10% | – |
| BDX | Buy | Becton Dickinson and Co. | $19,648,000 | +2.8% | 79,927 | +1.7% | 1.07% | +4.0% |
| HON | Sell | Honeywell International Inc. | $18,085,000 | -26.4% | 85,192 | -23.9% | 0.99% | -25.6% |
| UNH | Buy | UnitedHealth Group Inc. | $17,752,000 | -1.0% | 45,432 | +1.4% | 0.97% | 0.0% |
| USB | Sell | US Bancorp | $17,015,000 | -35.5% | 286,251 | -38.1% | 0.93% | -34.7% |
| Buy | Medtronic PLCsponsored adr | $15,906,000 | +2.8% | 126,895 | +1.8% | 0.87% | +3.8% | |
| GILD | Buy | Gilead Sciences Inc. | $15,754,000 | +5.3% | 225,540 | +3.8% | 0.86% | +6.4% |
| GRPU | Buy | Granite Real Estate Investment | $15,554,000 | +8.1% | 220,219 | +1.7% | 0.85% | +9.3% |
| INTC | Sell | Intel Corp. | $15,184,000 | -30.3% | 284,984 | -26.5% | 0.83% | -29.5% |
| UL | Buy | Unilever PLC ADRsponsored adr | $14,992,000 | -3.2% | 276,501 | +4.4% | 0.82% | -2.2% |
| AVGO | Sell | Broadcom Ltd. | $14,825,000 | +0.2% | 30,571 | -1.5% | 0.81% | +1.2% |
| NVS | Buy | Novartis AG ADRsponsored adr | $14,012,000 | -6.8% | 171,338 | +4.0% | 0.77% | -5.8% |
| SAP | Buy | SAP SE ADRsponsored adr | $13,233,000 | -0.6% | 97,990 | +3.4% | 0.72% | +0.4% |
| WBA | Sell | Walgreen Boots Alliance Inc. | $11,954,000 | -13.6% | 254,060 | -3.3% | 0.65% | -12.7% |
| SWK | Buy | Stanley Black & Decker Inc. | $10,676,000 | +2429.9% | 60,895 | +2856.1% | 0.58% | +2434.8% |
| BCE | Sell | BCE Inc. | $5,014,000 | -0.5% | 100,783 | -1.4% | 0.27% | +0.7% |
| RCI | Sell | Rogers Communications Inc. - C | $3,688,000 | -14.0% | 79,517 | -1.5% | 0.20% | -12.9% |
| ABBV | Buy | AbbVie Inc. | $1,517,000 | +13.9% | 14,060 | +18.9% | 0.08% | +15.3% |
| VZ | Buy | Verizon Communications Inc. | $1,228,000 | +10.8% | 22,744 | +15.0% | 0.07% | +11.7% |
| AEM | Sell | Agnico-Eagle Mines Ltd. | $1,226,000 | -21.2% | 23,800 | -7.6% | 0.07% | -20.2% |
| PFE | Sell | Pfizer Inc. | $798,000 | +3.5% | 18,550 | -5.8% | 0.04% | +4.8% |
| MGA | Sell | Magna International Inc. | $770,000 | -20.3% | 10,300 | -1.4% | 0.04% | -19.2% |
| AMGN | Sell | Amgen Inc. | $532,000 | -33.8% | 2,500 | -24.2% | 0.03% | -32.6% |
| DE | Sell | Deere & Co. | $457,000 | -95.8% | 1,365 | -95.6% | 0.02% | -95.8% |
| CNQ | Buy | Canadian Natural Resources Ltd. | $359,000 | +469.8% | 9,884 | +467.7% | 0.02% | +566.7% |
| TXN | New | Texas Instruments Inc | $140,000 | – | 726 | – | 0.01% | – |
| JNJ | Sell | Johnson & Johnson | $30,000 | -36.2% | 187 | -34.4% | 0.00% | -33.3% |
| IMO | Buy | Imperial Oil Ltd. | $34,000 | +161.5% | 1,080 | +146.6% | 0.00% | +100.0% |
| CVE | Buy | Cenovus Energy Inc. | $26,000 | +225.0% | 2,644 | +213.3% | 0.00% | – |
| QSR | New | Restaurant Brands Internationa | $2,000 | – | 38 | – | 0.00% | – |
| AQN | Sell | Algonquin Power & Utilities Corp | $7,000 | -41.7% | 501 | -38.3% | 0.00% | -100.0% |
| AAPL | New | Apple Inc. | $2,000 | – | 17 | – | 0.00% | – |
| GOLD | New | Barrick Gold Corp. | $2,000 | – | 106 | – | 0.00% | – |
| CMS | New | CMS Enery Corp. | $2,000 | – | 34 | – | 0.00% | – |
| CVX | New | Chevron Corp. | $1,000 | – | 11 | – | 0.00% | – |
| KO | New | Coca-Cola Co. | $5,000 | – | 95 | – | 0.00% | – |
| DUK | Sell | Duke Energy Corp. | $2,000 | 0.0% | 22 | -8.3% | 0.00% | – |
| HD | New | Home Depot Inc./The | $2,000 | – | 5 | – | 0.00% | – |
| LMT | New | Lockheed Martin Corp. | $1,000 | – | 4 | – | 0.00% | – |
| MCD | New | McDonald's Corp. | $5,000 | – | 20 | – | 0.00% | – |
| MSFT | New | Microsoft Corp. | $6,000 | – | 21 | – | 0.00% | – |
| OGN | New | Organon & Co. | $1,000 | – | 28 | – | 0.00% | – |
| OVV | New | Ovintiv Inc. | $7,000 | – | 200 | – | 0.00% | – |
| PLD | New | Prologis Inc. | $2,000 | – | 15 | – | 0.00% | – |
| T | New | AT&T Inc. | $1,000 | – | 34 | – | 0.00% | – |
| SBUX | New | Starbucks Corp. | $5,000 | – | 42 | – | 0.00% | – |
| V | New | Visa Inc. | $2,000 | – | 9 | – | 0.00% | – |
| MET | Exit | Metlife Inc. | $0 | – | -82 | – | 0.00% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -74 | – | 0.00% | – |
| ADT | Exit | ADT INC | $0 | – | -277 | – | 0.00% | – |
| Exit | Tourmaline Oil Corp. | $0 | – | -500 | – | -0.00% | – | |
| Exit | Asian Television Network Inter | $0 | – | -162,550 | – | -0.00% | – | |
| VOO | Exit | Vanguard S&P 500 ETF | $0 | – | -75 | – | -0.00% | – |
| SLQD | Exit | iShares 0-5 Year Investment Gr | $0 | – | -1,283 | – | -0.00% | – |
| IVE | Exit | iShares S&P 500 Value ETF | $0 | – | -586 | – | -0.01% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -402 | – | -0.01% | – |
| VOOV | Exit | Vanguard S&P 500 Value ETF | $0 | – | -735 | – | -0.01% | – |
| SJR | Exit | Shaw Communications Inc. Class | $0 | – | -23,511 | – | -0.04% | – |
| SONY | Exit | Sony Group Corp. - SP ADRsponsored adr | $0 | – | -250,026 | – | -1.31% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BMO | New | Bank of Montreal | $134,203,000 | – | 1,310,596 | – | 7.26% | – |
| RY | New | Royal Bank of Canada | $129,547,000 | – | 1,279,938 | – | 7.00% | – |
| TD | New | Toronto-Dominion Bank | $127,890,000 | – | 1,826,769 | – | 6.92% | – |
| CM | New | Canadian Imperial Bank of Commerce | $125,703,000 | – | 1,105,374 | – | 6.80% | – |
| BNS | New | Bank of Nova Scotia | $122,045,000 | – | 1,878,426 | – | 6.60% | – |
| ENB | New | Enbridge Inc. | $99,608,000 | – | 2,490,374 | – | 5.39% | – |
| TRP | New | TC Energy Corp. | $99,264,000 | – | 2,007,981 | – | 5.37% | – |
| PBA | New | Pembina Pipeline Corp. | $99,263,000 | – | 3,126,945 | – | 5.37% | – |
| TU | New | TELUS Corp. | $77,407,000 | – | 3,455,043 | – | 4.18% | – |
| MFC | New | Manulife Financial Corp. | $73,384,000 | – | 3,731,894 | – | 3.97% | – |
| SU | New | Suncor Energy Inc. | $72,486,000 | – | 3,029,406 | – | 3.92% | – |
| CNI | New | Canadian National Railway Co. | $60,172,000 | – | 570,870 | – | 3.25% | – |
| CP | New | Canadian Pacific Railway Ltd. | $40,687,000 | – | 529,655 | – | 2.20% | – |
| MRK | New | Merck & Co. Inc. | $28,853,000 | – | 371,009 | – | 1.56% | – |
| SLF | New | Sun Life Financial Inc. | $28,194,000 | – | 547,311 | – | 1.52% | – |
| CSCO | New | Cisco Systems Inc. | $27,624,000 | – | 521,207 | – | 1.49% | – |
| CMCSA | New | Comcast Corp. Class A | $27,180,000 | – | 476,667 | – | 1.47% | – |
| JPM | New | JPMorgan Chase & Co. | $27,066,000 | – | 174,010 | – | 1.46% | – |
| USB | New | US Bancorp | $26,363,000 | – | 462,761 | – | 1.42% | – |
| BAC | New | Bank of America Corp. | $25,903,000 | – | 628,264 | – | 1.40% | – |
| CVS | New | CVS Health Corp. | $25,435,000 | – | 304,827 | – | 1.38% | – |
| AMAT | New | Applied Materials Inc. | $25,318,000 | – | 177,795 | – | 1.37% | – |
| HON | New | Honeywell International Inc. | $24,568,000 | – | 112,005 | – | 1.33% | – |
| ORCL | New | Oracle Corp | $24,308,000 | – | 312,280 | – | 1.31% | – |
| SONY | New | Sony Group Corp. - SP ADRsponsored adr | $24,308,000 | – | 250,026 | – | 1.31% | – |
| DLR | New | Digital Realty Trust Inc. | $22,843,000 | – | 151,820 | – | 1.24% | – |
| WFC | New | Wells Fargo & Co. | $22,052,000 | – | 486,915 | – | 1.19% | – |
| INTC | New | Intel Corp. | $21,781,000 | – | 387,981 | – | 1.18% | – |
| NTR | New | Nutrien Ltd. | $20,562,000 | – | 339,691 | – | 1.11% | – |
| BDX | New | Becton Dickinson and Co. | $19,111,000 | – | 78,583 | – | 1.03% | – |
| UNH | New | UnitedHealth Group Inc. | $17,933,000 | – | 44,784 | – | 0.97% | – |
| New | Medtronic PLCsponsored adr | $15,473,000 | – | 124,652 | – | 0.84% | – | |
| UL | New | Unilever PLC ADRsponsored adr | $15,489,000 | – | 264,768 | – | 0.84% | – |
| NVS | New | Novartis AG ADRsponsored adr | $15,031,000 | – | 164,745 | – | 0.81% | – |
| GILD | New | Gilead Sciences Inc. | $14,955,000 | – | 217,180 | – | 0.81% | – |
| AVGO | New | Broadcom Ltd. | $14,799,000 | – | 31,036 | – | 0.80% | – |
| GRPU | New | Granite Real Estate Investment | $14,393,000 | – | 216,526 | – | 0.78% | – |
| WBA | New | Walgreen Boots Alliance Inc. | $13,829,000 | – | 262,860 | – | 0.75% | – |
| SAP | New | SAP SE ADRsponsored adr | $13,310,000 | – | 94,760 | – | 0.72% | – |
| DE | New | Deere & Co. | $10,908,000 | – | 30,926 | – | 0.59% | – |
| BCE | New | BCE Inc. | $5,037,000 | – | 102,236 | – | 0.27% | – |
| RCI | New | Rogers Communications Inc. - C | $4,289,000 | – | 80,752 | – | 0.23% | – |
| AEM | New | Agnico-Eagle Mines Ltd. | $1,556,000 | – | 25,765 | – | 0.08% | – |
| ABBV | New | AbbVie Inc. | $1,332,000 | – | 11,827 | – | 0.07% | – |
| VZ | New | Verizon Communications Inc. | $1,108,000 | – | 19,770 | – | 0.06% | – |
| MGA | New | Magna International Inc. | $966,000 | – | 10,445 | – | 0.05% | – |
| BMY | New | Bristol-Myers Squibb Co. | $875,000 | – | 13,100 | – | 0.05% | – |
| AMGN | New | Amgen Inc. | $804,000 | – | 3,300 | – | 0.04% | – |
| PFE | New | Pfizer Inc. | $771,000 | – | 19,683 | – | 0.04% | – |
| PNC | New | PNC Financial Services Group I | $744,000 | – | 3,900 | – | 0.04% | – |
| SJR | New | Shaw Communications Inc. Class | $680,000 | – | 23,511 | – | 0.04% | – |
| FTS | New | Fortis Inc./Canada | $558,000 | – | 12,615 | – | 0.03% | – |
| KR | New | Kroger Co/The | $444,000 | – | 11,600 | – | 0.02% | – |
| SWK | New | Stanley Black & Decker Inc. | $422,000 | – | 2,060 | – | 0.02% | – |
| VOOV | New | Vanguard S&P 500 Value ETF | $105,000 | – | 735 | – | 0.01% | – |
| BRKB | New | Berkshire Hathaway Inc. | $112,000 | – | 402 | – | 0.01% | – |
| IVE | New | iShares S&P 500 Value ETF | $87,000 | – | 586 | – | 0.01% | – |
| SLQD | New | iShares 0-5 Year Investment Gr | $66,000 | – | 1,283 | – | 0.00% | – |
| CNQ | New | Canadian Natural Resources Ltd. | $63,000 | – | 1,741 | – | 0.00% | – |
| JNJ | New | Johnson & Johnson | $47,000 | – | 285 | – | 0.00% | – |
| VOO | New | Vanguard S&P 500 ETF | $30,000 | – | 75 | – | 0.00% | – |
| WBK | New | Westpac Banking Corp. ADRsponsored adr | $13,000 | – | 650 | – | 0.00% | – |
| AQN | New | Algonquin Power & Utilities Corp. | $12,000 | – | 812 | – | 0.00% | – |
| New | Asian Television Network Inter | $23,000 | – | 162,550 | – | 0.00% | – | |
| BIPC | New | Brookfield Infrastructure Corp | $22,000 | – | 295 | – | 0.00% | – |
| IMO | New | Imperial Oil Ltd. | $13,000 | – | 438 | – | 0.00% | – |
| New | Tourmaline Oil Corp. | $14,000 | – | 500 | – | 0.00% | – | |
| NEM | New | Newmont Goldcorp Corp. | $4,000 | – | 59 | – | 0.00% | – |
| MET | New | Metlife Inc. | $5,000 | – | 82 | – | 0.00% | – |
| LYRA | New | Lyra Therapeutics Inc. | $5,000 | – | 650 | – | 0.00% | – |
| FISV | New | Fiserv Inc. | $8,000 | – | 75 | – | 0.00% | – |
| EMR | New | Emerson Electric Co. | $7,000 | – | 74 | – | 0.00% | – |
| DUK | New | Duke Energy Corp. | $2,000 | – | 24 | – | 0.00% | – |
| CPG | New | Crescent Point Energy Corp. | $3,000 | – | 565 | – | 0.00% | – |
| CVE | New | Cenovus Energy Inc. | $8,000 | – | 844 | – | 0.00% | – |
| ADT | New | ADT INC | $3,000 | – | 277 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| USAS | Exit | Americas Gold & Silver Corp. | $0 | – | -300 | – | 0.00% | – |
| OTEX | Exit | Open Text Corp. | $0 | – | -68 | – | 0.00% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -1,450 | – | 0.00% | – |
| AQN | Exit | Algonquin Power & Utilities Co | $0 | – | -325 | – | 0.00% | – |
| NEM | Exit | Newmont Goldcorp Corp. | $0 | – | -59 | – | 0.00% | – |
| BAM | Exit | Brookfield Asset Management In | $0 | – | -151 | – | 0.00% | – |
| Exit | Asian Television Network Inter | $0 | – | -162,550 | – | -0.00% | – | |
| WBK | Exit | Westpac Banking Corp. ADRsponsored adr | $0 | – | -650 | – | -0.00% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -80 | – | -0.00% | – |
| NTR | Exit | Nutrien Ltd. | $0 | – | -596 | – | -0.00% | – |
| VOO | Exit | Vanguard S&P 500 ETF | $0 | – | -75 | – | -0.00% | – |
| TSM | Exit | Taiwan Semiconductorsponsored adr | $0 | – | -300 | – | -0.00% | – |
| SLQD | Exit | iShares 0-5 Year Investment Gr | $0 | – | -833 | – | -0.00% | – |
| ABT | Exit | Abbott Laboratories | $0 | – | -400 | – | -0.00% | – |
| VOOV | Exit | Vanguard S&P 500 Value ETF | $0 | – | -475 | – | -0.00% | – |
| IVE | Exit | iShares S&P 500 Value ETF | $0 | – | -586 | – | -0.01% | – |
| Exit | iShares CDN S&P/TSX Capped Fin | $0 | – | -5,000 | – | -0.01% | – | |
| KR | Exit | Kroger Co/The | $0 | – | -10,000 | – | -0.02% | – |
| FTS | Exit | Fortis Inc./Canada | $0 | – | -11,950 | – | -0.04% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -38,977 | – | -0.04% | – |
| Exit | Brookfield Property Partners L | $0 | – | -49,600 | – | -0.04% | – | |
| MGA | Exit | Magna International Inc. | $0 | – | -14,750 | – | -0.05% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -19,150 | – | -0.05% | – |
| SJR | Exit | Shaw Communications Inc. Class | $0 | – | -40,966 | – | -0.05% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -14,050 | – | -0.06% | – |
| ABBV | Exit | AbbVie Inc. | $0 | – | -9,755 | – | -0.06% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -14,805 | – | -0.06% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -3,635 | – | -0.07% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -10,335 | – | -0.08% | – |
| RCI | Exit | Rogers Communications Inc. - C | $0 | – | -57,269 | – | -0.16% | – |
| AEM | Exit | Agnico-Eagle Mines Ltd. | $0 | – | -30,605 | – | -0.18% | – |
| BCE | Exit | BCE Inc. | $0 | – | -89,170 | – | -0.26% | – |
| SAP | Exit | SAP SE ADRsponsored adr | $0 | – | -32,345 | – | -0.36% | – |
| CNQ | Exit | Canadian Natural Resources Ltd. | $0 | – | -436,146 | – | -0.50% | – |
| GILD | Exit | Gilead Sciences Inc. | $0 | – | -144,550 | – | -0.65% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -31,600 | – | -0.71% | – |
| WBA | Exit | Walgreen Boots Alliance Inc. | $0 | – | -276,895 | – | -0.71% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -425,548 | – | -0.72% | – |
| UL | Exit | Unilever PLC ADRsponsored adr | $0 | – | -170,156 | – | -0.75% | – |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -121,305 | – | -0.76% | – |
| Exit | Medtronic PLCsponsored adr | $0 | – | -104,419 | – | -0.78% | – | |
| AMAT | Exit | Applied Materials Inc. | $0 | – | -236,685 | – | -1.01% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -591,985 | – | -1.02% | – |
| Exit | CT Real Estate Investment Trus | $0 | – | -1,448,515 | – | -1.09% | – | |
| USB | Exit | US Bancorp | $0 | – | -427,851 | – | -1.10% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -275,080 | – | -1.15% | – |
| GRPU | Exit | Granite Real Estate Investment | $0 | – | -277,966 | – | -1.16% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -170,098 | – | -1.17% | – |
| SONY | Exit | Sony Corp. - ADRsponsored adr | $0 | – | -216,505 | – | -1.19% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -202,330 | – | -1.20% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -284,630 | – | -1.22% | – |
| VFC | Exit | VF Corporation | $0 | – | -244,916 | – | -1.23% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -112,358 | – | -1.32% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -475,779 | – | -1.34% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -126,892 | – | -1.35% | – |
| INTC | Exit | Intel Corp. | $0 | – | -382,551 | – | -1.42% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -1,684,064 | – | -1.47% | – |
| CMCSA | Exit | Comcast Corp. Class A | $0 | – | -455,775 | – | -1.51% | – |
| DE | Exit | Deere & Co. | $0 | – | -99,590 | – | -1.58% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -757,245 | – | -2.21% | – |
| GIL | Exit | Gildan Activewear Inc. | $0 | – | -2,176,670 | – | -3.07% | – |
| CP | Exit | Canadian Pacific Railway Ltd. | $0 | – | -144,451 | – | -3.15% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -590,673 | – | -4.50% | – |
| PBA | Exit | Pembina Pipeline Corp. | $0 | – | -3,051,306 | – | -4.64% | – |
| TU | Exit | TELUS Corp. | $0 | – | -3,724,204 | – | -4.69% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -2,386,825 | – | -4.99% | – |
| TRP | Exit | TC Energy Corp. | $0 | – | -1,748,228 | – | -5.25% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -1,955,139 | – | -5.82% | – |
| CDNAF | Exit | Canadian Tire Corp. Ltd. | $0 | – | -854,192 | – | -6.16% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -1,496,019 | – | -6.26% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,917,861 | – | -6.36% | – |
| CM | Exit | Canadian Imperial Bank of Commerce | $0 | – | -1,213,072 | – | -6.49% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -1,329,192 | – | -6.68% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | Buy | Royal Bank of Canada | $93,249,000 | +19996.8% | 1,329,192 | +19332.6% | 6.68% | +17030.8% |
| CM | Buy | Canadian Imperial Bank of Commerce | $90,601,000 | +27189.5% | 1,213,072 | +24381.8% | 6.49% | +23082.1% |
| TD | Buy | Toronto-Dominion Bank | $88,724,000 | +7.7% | 1,917,861 | +3.6% | 6.36% | -8.6% |
| BMO | Buy | Bank of Montreal | $87,384,000 | +15.1% | 1,496,019 | +4.6% | 6.26% | -2.3% |
| CDNAF | Buy | Canadian Tire Corp. Ltd. | $85,969,000 | +22.0% | 854,192 | +4.7% | 6.16% | +3.6% |
| BNS | Buy | Bank of Nova Scotia | $81,162,000 | +7.8% | 1,955,139 | +7.1% | 5.82% | -8.5% |
| TRP | Buy | TC Energy Corp. | $73,334,000 | +1.9% | 1,748,228 | +3.5% | 5.25% | -13.5% |
| ENB | Buy | Enbridge Inc. | $69,673,000 | +3.8% | 2,386,825 | +7.8% | 4.99% | -11.9% |
| TU | Buy | TELUS Corp. | $65,479,000 | +9.8% | 3,724,204 | +4.4% | 4.69% | -6.8% |
| PBA | Buy | Pembina Pipeline Corp. | $64,707,000 | -10.2% | 3,051,306 | +5.5% | 4.64% | -23.8% |
| CNI | Sell | Canadian National Railway Co. | $62,856,000 | -15.8% | 590,673 | -30.2% | 4.50% | -28.5% |
| CP | Buy | Canadian Pacific Railway Ltd. | $43,906,000 | +27.3% | 144,451 | +6.2% | 3.15% | +8.0% |
| GIL | Sell | Gildan Activewear Inc. | $42,860,000 | +22.8% | 2,176,670 | -3.7% | 3.07% | +4.2% |
| SLF | New | Sun Life Financial Inc. | $30,833,000 | – | 757,245 | – | 2.21% | – |
| DE | Sell | Deere & Co. | $22,072,000 | +38.3% | 99,590 | -2.0% | 1.58% | +17.4% |
| CMCSA | Buy | Comcast Corp. Class A | $21,084,000 | +20.4% | 455,775 | +1.5% | 1.51% | +2.2% |
| SU | Sell | Suncor Energy Inc. | $20,548,000 | -28.8% | 1,684,064 | -1.9% | 1.47% | -39.5% |
| INTC | Buy | Intel Corp. | $19,808,000 | -7.0% | 382,551 | +7.5% | 1.42% | -21.0% |
| JNJ | Sell | Johnson & Johnson | $18,892,000 | +5.4% | 126,892 | -0.5% | 1.35% | -10.6% |
| CSCO | Buy | Cisco Systems Inc. | $18,741,000 | -11.0% | 475,779 | +5.4% | 1.34% | -24.4% |
| HON | Buy | Honeywell International Inc. | $18,495,000 | +14.7% | 112,358 | +0.7% | 1.32% | -2.6% |
| VFC | Buy | VF Corporation | $17,205,000 | +19.4% | 244,916 | +3.6% | 1.23% | +1.4% |
| ORCL | Buy | Oracle Corp | $16,992,000 | +9.3% | 284,630 | +1.2% | 1.22% | -7.3% |
| MRK | Buy | Merck & Co. Inc. | $16,783,000 | +9.4% | 202,330 | +1.9% | 1.20% | -7.2% |
| SONY | Buy | Sony Corp. - ADRsponsored adr | $16,617,000 | +14.9% | 216,505 | +3.5% | 1.19% | -2.5% |
| JPM | Sell | JPMorgan Chase & Co. | $16,375,000 | +0.9% | 170,098 | -1.4% | 1.17% | -14.4% |
| GRPU | Sell | Granite Real Estate Investment | $16,119,000 | -4.8% | 277,966 | -15.5% | 1.16% | -19.2% |
| CVS | Buy | CVS Health Corp. | $16,065,000 | -8.3% | 275,080 | +2.0% | 1.15% | -22.1% |
| USB | Buy | US Bancorp | $15,338,000 | +0.0% | 427,851 | +2.7% | 1.10% | -15.1% |
| New | CT Real Estate Investment Trus | $15,185,000 | – | 1,448,515 | – | 1.09% | – | |
| BAC | Buy | Bank of America Corp. | $14,261,000 | +5.5% | 591,985 | +4.1% | 1.02% | -10.4% |
| AMAT | New | Applied Materials Inc. | $14,071,000 | – | 236,685 | – | 1.01% | – |
| Buy | Medtronic PLCsponsored adr | $10,851,000 | +19.7% | 104,419 | +5.7% | 0.78% | +1.6% | |
| NVS | New | Novartis AG ADRsponsored adr | $10,549,000 | – | 121,305 | – | 0.76% | – |
| UL | Buy | Unilever PLC ADRsponsored adr | $10,495,000 | +131.2% | 170,156 | +105.7% | 0.75% | +96.3% |
| WFC | Sell | Wells Fargo & Co. | $10,005,000 | -21.3% | 425,548 | -14.3% | 0.72% | -33.2% |
| WBA | Sell | Walgreen Boots Alliance Inc. | $9,946,000 | -18.1% | 276,895 | -3.3% | 0.71% | -30.4% |
| UNH | Sell | United Health Group Inc. | $9,852,000 | +2.8% | 31,600 | -2.8% | 0.71% | -12.7% |
| GILD | Buy | Gilead Sciences Inc. | $9,134,000 | -3.4% | 144,550 | +17.6% | 0.65% | -18.0% |
| CNQ | Sell | Canadian Natural Resources Ltd. | $6,984,000 | -11.9% | 436,146 | -4.9% | 0.50% | -25.3% |
| SAP | Sell | SAP SE ADRsponsored adr | $5,040,000 | -43.2% | 32,345 | -49.0% | 0.36% | -51.8% |
| BCE | Buy | BCE Inc. | $3,695,000 | +7.7% | 89,170 | +8.0% | 0.26% | -8.6% |
| AEM | Sell | Agnico-Eagle Mines Ltd. | $2,436,000 | +4.9% | 30,605 | -15.9% | 0.18% | -10.7% |
| RCI | Buy | Rogers Communications Inc. - C | $2,270,000 | +3.0% | 57,269 | +4.1% | 0.16% | -12.4% |
| PNC | Buy | PNC Financial Services Group I | $1,136,000 | +209.5% | 10,335 | +196.6% | 0.08% | +161.3% |
| AMGN | Sell | Amgen Inc. | $924,000 | -95.3% | 3,635 | -95.6% | 0.07% | -96.0% |
| VZ | Buy | Verizon Communications Inc. | $881,000 | +13.4% | 14,805 | +5.1% | 0.06% | -4.5% |
| BMY | Buy | Bristol-Myers Squibb Co. | $847,000 | +4.1% | 14,050 | +1.4% | 0.06% | -11.6% |
| ABBV | Buy | AbbVie Inc. | $854,000 | -6.4% | 9,755 | +5.0% | 0.06% | -20.8% |
| SJR | Sell | Shaw Communications Inc. Class | $747,000 | -21.2% | 40,966 | -29.7% | 0.05% | -32.5% |
| PFE | Buy | Pfizer Inc. | $703,000 | +1395.7% | 19,150 | +1220.7% | 0.05% | +1150.0% |
| MGA | Sell | Magna International Inc. | $674,000 | -16.4% | 14,750 | -18.7% | 0.05% | -29.4% |
| New | Brookfield Property Partners L | $597,000 | – | 49,600 | – | 0.04% | – | |
| MFC | New | Manulife Financial Corp. | $542,000 | – | 38,977 | – | 0.04% | – |
| FTS | Buy | Fortis Inc./Canada | $488,000 | +48.8% | 11,950 | +38.6% | 0.04% | +25.0% |
| KR | New | Kroger Co/The | $339,000 | – | 10,000 | – | 0.02% | – |
| New | iShares CDN S&P/TSX Capped Fin | $125,000 | – | 5,000 | – | 0.01% | – | |
| VOOV | New | Vanguard S&P 500 Value ETF | $52,000 | – | 475 | – | 0.00% | – |
| ABT | Sell | Abbott Laboratories | $44,000 | -71.6% | 400 | -76.5% | 0.00% | -76.9% |
| TSM | Sell | Taiwan Semiconductorsponsored adr | $24,000 | -99.8% | 300 | -99.9% | 0.00% | -99.8% |
| NTR | Sell | Nutrien Ltd. | $23,000 | -91.5% | 596 | -92.9% | 0.00% | -91.3% |
| VOO | Sell | Vanguard S&P 500 ETF | $23,000 | -75.5% | 75 | -77.5% | 0.00% | -75.0% |
| DIS | Sell | Walt Disney Co. | $10,000 | -61.5% | 80 | -65.2% | 0.00% | -50.0% |
| OTEX | Sell | Open Text Corp. | $3,000 | -98.0% | 68 | -98.1% | 0.00% | -100.0% |
| BAM | Sell | Brookfield Asset Management In | $5,000 | -96.4% | 151 | -96.4% | 0.00% | -100.0% |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -150 | – | 0.00% | – |
| Exit | Leader Energy Services Ltd. - | $0 | – | -333 | – | 0.00% | – | |
| NVO | Exit | Novo Nordisk A/S ADRsponsored adr | $0 | – | -200 | – | -0.00% | – |
| Exit | WPT Industrial Real Estate Inv | $0 | – | -2,800 | – | -0.00% | – | |
| UPS | Exit | United Parcel Service Inc. | $0 | – | -300 | – | -0.00% | – |
| PWCDF | Exit | Power Corp. of Canada | $0 | – | -1,930 | – | -0.00% | – |
| LBLCF | Exit | Loblaw Companies Ltd. | $0 | – | -985 | – | -0.00% | – |
| IBM | Exit | International Business Machine | $0 | – | -500 | – | -0.01% | – |
| Exit | Intact Financial Corp | $0 | – | -696,284 | – | -5.58% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | Toronto-Dominion Bank | $82,382,000 | – | 1,851,615 | – | 6.95% | – |
| BMO | New | Bank of Montreal | $75,898,000 | – | 1,430,390 | – | 6.41% | – |
| BNS | New | Bank of Nova Scotia | $75,315,000 | – | 1,825,706 | – | 6.36% | – |
| CNI | New | Canadian National Railway Co. | $74,631,000 | – | 846,162 | – | 6.30% | – |
| PBA | New | Pembina Pipeline Corp. | $72,077,000 | – | 2,892,024 | – | 6.08% | – |
| TRP | New | TC Energy Corp. | $71,970,000 | – | 1,689,804 | – | 6.08% | – |
| CDNAF | New | Canadian Tire Corp. Ltd. - Cla | $70,447,000 | – | 815,522 | – | 5.95% | – |
| ENB | New | Enbridge Inc. | $67,095,000 | – | 2,213,422 | – | 5.66% | – |
| New | Intact Financial Corp | $66,063,000 | – | 696,284 | – | 5.58% | – | |
| TU | New | TELUS Corp. | $59,628,000 | – | 3,566,209 | – | 5.03% | – |
| GIL | New | Gildan Activewear Inc. | $34,904,000 | – | 2,260,275 | – | 2.95% | – |
| CP | New | Canadian Pacific Railway Ltd. | $34,496,000 | – | 136,036 | – | 2.91% | – |
| SU | New | Suncor Energy Inc. | $28,852,000 | – | 1,716,486 | – | 2.44% | – |
| INTC | New | Intel Corp. | $21,294,000 | – | 355,911 | – | 1.80% | – |
| CSCO | New | Cisco Systems Inc. | $21,055,000 | – | 451,439 | – | 1.78% | – |
| AMGN | New | Amgen Inc. | $19,696,000 | – | 83,506 | – | 1.66% | – |
| JNJ | New | Johnson & Johnson | $17,929,000 | – | 127,492 | – | 1.51% | – |
| CMCSA | New | Comcast Corp. Class A | $17,506,000 | – | 449,110 | – | 1.48% | – |
| CVS | New | CVS Health Corp. | $17,514,000 | – | 269,565 | – | 1.48% | – |
| GRPU | New | Granite Real Estate Investment | $16,927,000 | – | 329,031 | – | 1.43% | – |
| JPM | New | JPMorgan Chase & Co. | $16,233,000 | – | 172,578 | – | 1.37% | – |
| HON | New | Honeywell International Inc. | $16,125,000 | – | 111,523 | – | 1.36% | – |
| DE | New | Deere & Co. | $15,963,000 | – | 101,580 | – | 1.35% | – |
| ORCL | New | Oracle Corp | $15,550,000 | – | 281,355 | – | 1.31% | – |
| MRK | New | Merck & Co. Inc. | $15,347,000 | – | 198,465 | – | 1.30% | – |
| USB | New | US Bancorp | $15,335,000 | – | 416,486 | – | 1.29% | – |
| SONY | New | Sony Corp. - ADRsponsored adr | $14,464,000 | – | 209,230 | – | 1.22% | – |
| VFC | New | VF Corporation | $14,409,000 | – | 236,446 | – | 1.22% | – |
| BAC | New | Bank of America Corp. | $13,512,000 | – | 568,915 | – | 1.14% | – |
| TSM | New | Taiwan Semiconductorsponsored adr | $12,817,000 | – | 225,762 | – | 1.08% | – |
| WFC | New | Wells Fargo & Co. | $12,709,000 | – | 496,453 | – | 1.07% | – |
| WBA | New | Walgreen Boots Alliance Inc. | $12,138,000 | – | 286,330 | – | 1.02% | – |
| UNH | New | United Health Group Inc. | $9,587,000 | – | 32,505 | – | 0.81% | – |
| GILD | New | Gilead Sciences Inc. | $9,456,000 | – | 122,905 | – | 0.80% | – |
| New | Medtronic PLCsponsored adr | $9,062,000 | – | 98,824 | – | 0.76% | – | |
| SAP | New | SAP SE ADRsponsored adr | $8,873,000 | – | 63,380 | – | 0.75% | – |
| CNQ | New | Canadian Natural Resources Ltd | $7,928,000 | – | 458,467 | – | 0.67% | – |
| UL | New | Unilever PLC ADRsponsored adr | $4,539,000 | – | 82,701 | – | 0.38% | – |
| BCE | New | BCE Inc. | $3,432,000 | – | 82,539 | – | 0.29% | – |
| AEM | New | Agnico-Eagle Mines Ltd. | $2,323,000 | – | 36,385 | – | 0.20% | – |
| RCI | New | Rogers Communications Inc. - C | $2,203,000 | – | 54,994 | – | 0.19% | – |
| SJR | New | Shaw Communications Inc. Class | $948,000 | – | 58,311 | – | 0.08% | – |
| ABBV | New | AbbVie Inc. | $912,000 | – | 9,290 | – | 0.08% | – |
| BMY | New | Bristol-Myers Squibb Co. | $814,000 | – | 13,850 | – | 0.07% | – |
| MGA | New | Magna International Inc. | $806,000 | – | 18,150 | – | 0.07% | – |
| VZ | New | Verizon Communications Inc. | $777,000 | – | 14,090 | – | 0.07% | – |
| RY | New | Royal Bank of Canada | $464,000 | – | 6,840 | – | 0.04% | – |
| PNC | New | PNC Financial Services Group I | $367,000 | – | 3,485 | – | 0.03% | – |
| CM | New | Canadian Imperial Bank of Comm | $332,000 | – | 4,955 | – | 0.03% | – |
| FTS | New | Fortis Inc./Canada | $328,000 | – | 8,625 | – | 0.03% | – |
| NTR | New | Nutrien Ltd. | $271,000 | – | 8,447 | – | 0.02% | – |
| ABT | New | Abbott Laboratories | $155,000 | – | 1,700 | – | 0.01% | – |
| OTEX | New | Open Text Corp. | $149,000 | – | 3,525 | – | 0.01% | – |
| BAM | New | Brookfield Asset Management In | $139,000 | – | 4,251 | – | 0.01% | – |
| VOO | New | Vanguard S&P 500 ETF | $94,000 | – | 333 | – | 0.01% | – |
| IVE | New | iShares S&P 500 Value ETF | $63,000 | – | 586 | – | 0.01% | – |
| IBM | New | International Business Machine | $60,000 | – | 500 | – | 0.01% | – |
| LBLCF | New | Loblaw Companies Ltd. | $48,000 | – | 985 | – | 0.00% | – |
| PFE | New | Pfizer Inc. | $47,000 | – | 1,450 | – | 0.00% | – |
| SLQD | New | iShares 0-5 Year Investment Gr | $43,000 | – | 833 | – | 0.00% | – |
| UPS | New | United Parcel Service Inc. | $33,000 | – | 300 | – | 0.00% | – |
| PWCDF | New | Power Corp. of Canada | $34,000 | – | 1,930 | – | 0.00% | – |
| New | WPT Industrial Real Estate Inv | $36,000 | – | 2,800 | – | 0.00% | – | |
| DIS | New | Walt Disney Co. | $26,000 | – | 230 | – | 0.00% | – |
| WBK | New | Westpac Banking Corp. ADRsponsored adr | $8,000 | – | 650 | – | 0.00% | – |
| CVE | New | Cenovus Energy Inc. | $7,000 | – | 1,450 | – | 0.00% | – |
| New | Asian Television Network Inter | $15,000 | – | 162,550 | – | 0.00% | – | |
| NVO | New | Novo Nordisk A/S ADRsponsored adr | $13,000 | – | 200 | – | 0.00% | – |
| VET | New | Vermilion Energy Inc. | $1,000 | – | 150 | – | 0.00% | – |
| NEM | New | Newmont Goldcorp Corp. | $4,000 | – | 59 | – | 0.00% | – |
| New | Leader Energy Services Ltd. - | $0 | – | 333 | – | 0.00% | – | |
| AQN | New | Algonquin Power & Utilities Co | $4,000 | – | 325 | – | 0.00% | – |
| USAS | New | Americas Gold & Silver Corp. | $1,000 | – | 300 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KTB | Exit | Kontoor Brands Inc. | $0 | – | -67 | – | 0.00% | – |
| BTEGF | Exit | Baytex Energy Corp. | $0 | – | -320 | – | 0.00% | – |
| ECA | Exit | Encana Corp. | $0 | – | -1,050 | – | 0.00% | – |
| STN | Exit | Stantec Inc. | $0 | – | -700 | – | -0.00% | – |
| CCJ | Exit | Cameco Corp. | $0 | – | -1,000 | – | -0.00% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -1,725 | – | -0.00% | – |
| WBK | Exit | Westpac Banking Corp. ADRsponsored adr | $0 | – | -650 | – | -0.00% | – |
| NVO | Exit | Novo Nordisk A/S ADRsponsored adr | $0 | – | -450 | – | -0.00% | – |
| NEM | Exit | Newmont Goldcorp Corp. | $0 | – | -440 | – | -0.00% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -1,000 | – | -0.00% | – |
| SLQD | Exit | iShares 0-5 Year Investment Grade corp. bond ETF | $0 | – | -650 | – | -0.00% | – |
| IVE | Exit | iShares S&P 500 Value ETF | $0 | – | -475 | – | -0.01% | – |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -4,575 | – | -0.01% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -10,175 | – | -0.02% | – |
| AEM | Exit | Agnico-Eagle Mines Ltd. | $0 | – | -4,075 | – | -0.02% | – |
| SJR | Exit | Shaw Communications Inc. Class B | $0 | – | -14,350 | – | -0.03% | – |
| NTR | Exit | Nutrien Ltd. | $0 | – | -5,920 | – | -0.03% | – |
| RCI | Exit | Rogers Communications Inc. - Class B | $0 | – | -6,800 | – | -0.03% | – |
| PBA | Exit | Pembina Pipeline Corp. | $0 | – | -9,935 | – | -0.03% | – |
| FTS | Exit | Fortis Inc.Canada | $0 | – | -11,275 | – | -0.04% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -2,800 | – | -0.06% | – |
| BCE | Exit | BCE Inc. | $0 | – | -13,190 | – | -0.06% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -13,100 | – | -0.06% | – |
| EMRAF | Exit | Emera Inc. | $0 | – | -17,045 | – | -0.07% | – |
| GRPU | Exit | Granite Real Estate Investment Trust | $0 | – | -18,075 | – | -0.08% | – |
| SAP | Exit | SAP SE ADRsponsored adr | $0 | – | -53,623 | – | -0.59% | – |
| WHR | Exit | Whirlpool Corp. | $0 | – | -57,020 | – | -0.84% | – |
| TSM | Exit | Taiwan Semiconductorsponsored adr | $0 | – | -203,227 | – | -0.88% | – |
| Exit | Medtronic PLCsponsored adr | $0 | – | -91,320 | – | -0.92% | – | |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -118,135 | – | -0.93% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -211,963 | – | -1.09% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -454,680 | – | -1.24% | – |
| WBA | Exit | Walgreen Boots Alliance Inc. | $0 | – | -246,650 | – | -1.27% | – |
| SPG | Exit | Simon Property Group Inc. | $0 | – | -95,639 | – | -1.39% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -252,785 | – | -1.48% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -130,252 | – | -1.57% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -87,494 | – | -1.58% | – |
| VFC | Exit | VF Corporation | $0 | – | -191,480 | – | -1.59% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -341,438 | – | -1.60% | – |
| PNC | Exit | PNC Financial Services Group Inc. | $0 | – | -123,704 | – | -1.61% | – |
| USB | Exit | US Bancorp | $0 | – | -333,901 | – | -1.72% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -110,147 | – | -1.74% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -145,935 | – | -1.77% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -388,949 | – | -1.79% | – |
| INTC | Exit | Intel Corporation | $0 | – | -377,050 | – | -1.81% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -171,413 | – | -1.88% | – |
| CMCSA | Exit | Comcast Corp. Class A | $0 | – | -468,840 | – | -1.97% | – |
| CNQ | Exit | Canadian Natural Resources Ltd. | $0 | – | -1,502,011 | – | -3.72% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -1,327,821 | – | -3.90% | – |
| TU | Exit | TELUS Corp. | $0 | – | -1,185,970 | – | -3.93% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -1,249,572 | – | -4.08% | – |
| GIL | Exit | Gildan Activewear Inc. | $0 | – | -1,301,065 | – | -4.30% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -516,847 | – | -4.32% | – |
| CM | Exit | Canadian Imperial Bank of Commerce | $0 | – | -626,360 | – | -4.81% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -712,590 | – | -4.89% | – |
| TRP | Exit | TC Energy Corp. | $0 | – | -1,035,477 | – | -4.99% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -983,207 | – | -5.20% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -1,259,261 | – | -5.24% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -761,530 | – | -5.75% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,068,586 | – | -5.80% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -1,465,592 | – | -7.27% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MGA | Buy | Magna International Inc. | $78,131,000 | +112.2% | 1,465,592 | +98.1% | 7.27% | +98.5% |
| TD | Buy | Toronto-Dominion Bank | $62,315,000 | +0.2% | 1,068,586 | +0.3% | 5.80% | -6.3% |
| RY | Sell | Royal Bank of Canada | $61,782,000 | +1.6% | 761,530 | -0.5% | 5.75% | -5.0% |
| SLF | Sell | Sun Life Financial Inc. | $56,314,000 | +6.2% | 1,259,261 | -1.6% | 5.24% | -0.6% |
| BNS | Buy | Bank of Nova Scotia | $55,852,000 | +5.8% | 983,207 | +0.1% | 5.20% | -1.0% |
| TRP | Sell | TC Energy Corp. | $53,623,000 | +2.9% | 1,035,477 | -1.5% | 4.99% | -3.8% |
| BMO | Buy | Bank of Montreal | $52,492,000 | -1.6% | 712,590 | +0.9% | 4.89% | -8.0% |
| CM | Sell | Canadian Imperial Bank of Commerce | $51,686,000 | +4.9% | 626,360 | -0.0% | 4.81% | -1.9% |
| CNI | Sell | Canadian National Railway Co. | $46,414,000 | -3.7% | 516,847 | -0.8% | 4.32% | -10.0% |
| GIL | Sell | Gildan Activewear Inc. | $46,182,000 | -10.8% | 1,301,065 | -2.8% | 4.30% | -16.6% |
| ENB | Buy | Enbridge Inc. | $43,863,000 | -1.9% | 1,249,572 | +0.9% | 4.08% | -8.3% |
| TU | Sell | TELUS Corp. | $42,213,000 | -5.6% | 1,185,970 | -2.0% | 3.93% | -11.7% |
| SU | Sell | Suncor Energy Inc. | $41,889,000 | +1.0% | 1,327,821 | -0.2% | 3.90% | -5.6% |
| CNQ | Sell | Canadian Natural Resources Ltd. | $39,969,000 | -1.6% | 1,502,011 | -0.3% | 3.72% | -7.9% |
| CMCSA | Sell | Comcast Corp. Class A | $21,135,000 | +5.3% | 468,840 | -1.3% | 1.97% | -1.6% |
| JPM | Buy | JPMorgan Chase & Co. | $20,174,000 | +6.7% | 171,413 | +1.4% | 1.88% | -0.2% |
| INTC | Buy | Intel Corporation | $19,429,000 | +8.2% | 377,050 | +0.5% | 1.81% | +1.2% |
| CSCO | Sell | Cisco Systems Inc. | $19,218,000 | -10.2% | 388,949 | -0.6% | 1.79% | -16.0% |
| DIS | Sell | Walt Disney Co. | $19,018,000 | -6.8% | 145,935 | -0.2% | 1.77% | -12.9% |
| HON | Sell | Honeywell International Inc. | $18,637,000 | -5.1% | 110,147 | -2.1% | 1.74% | -11.3% |
| USB | Buy | US Bancorp | $18,478,000 | +6.0% | 333,901 | +0.4% | 1.72% | -0.8% |
| PNC | New | PNC Financial Services Group Inc. | $17,338,000 | – | 123,704 | – | 1.61% | – |
| WFC | Buy | Wells Fargo & Co. | $17,222,000 | +7.9% | 341,438 | +1.2% | 1.60% | +0.9% |
| VFC | Sell | VF Corporation | $17,040,000 | -0.8% | 191,480 | -2.7% | 1.59% | -7.3% |
| AMGN | Sell | Amgen Inc. | $16,931,000 | +4.8% | 87,494 | -0.2% | 1.58% | -1.9% |
| JNJ | Buy | Johnson & Johnson | $16,852,000 | -6.2% | 130,252 | +0.9% | 1.57% | -12.3% |
| CVS | Buy | CVS Health Corp. | $15,943,000 | +20.6% | 252,785 | +4.2% | 1.48% | +12.8% |
| SPG | Buy | Simon Property Group Inc. | $14,886,000 | +0.4% | 95,639 | +3.0% | 1.39% | -6.1% |
| WBA | Buy | Walgreen Boots Alliance Inc. | $13,642,000 | +5.5% | 246,650 | +4.3% | 1.27% | -1.2% |
| BAC | Buy | Bank of America Corp. | $13,263,000 | +4.8% | 454,680 | +4.2% | 1.24% | -2.0% |
| ORCL | Sell | Oracle Corp | $11,664,000 | -4.2% | 211,963 | -0.8% | 1.09% | -10.3% |
| MRK | Buy | Merck & Co. Inc. | $9,945,000 | +9.8% | 118,135 | +9.3% | 0.93% | +2.7% |
| Buy | Medtronic PLCsponsored adr | $9,919,000 | +12.5% | 91,320 | +0.8% | 0.92% | +5.1% | |
| TSM | Buy | Taiwan Semiconductorsponsored adr | $9,446,000 | +22.5% | 203,227 | +3.2% | 0.88% | +14.5% |
| WHR | Sell | Whirlpool Corp. | $9,030,000 | +7.8% | 57,020 | -3.1% | 0.84% | +0.8% |
| SAP | Buy | SAP SE ADRsponsored adr | $6,321,000 | -12.4% | 53,623 | +1.6% | 0.59% | -18.1% |
| GRPU | Buy | Granite Real Estate Investment Trust | $875,000 | +7.5% | 18,075 | +2.3% | 0.08% | 0.0% |
| EMRAF | New | Emera Inc. | $748,000 | – | 17,045 | – | 0.07% | – |
| BMY | Buy | Bristol-Myers Squibb Co. | $664,000 | +14.5% | 13,100 | +2.3% | 0.06% | +6.9% |
| BCE | New | BCE Inc. | $638,000 | – | 13,190 | – | 0.06% | – |
| UNH | New | United Health Group Inc. | $608,000 | – | 2,800 | – | 0.06% | – |
| FTS | Buy | Fortis Inc.Canada | $477,000 | +9.2% | 11,275 | +1.8% | 0.04% | +2.3% |
| PBA | New | Pembina Pipeline Corp. | $368,000 | – | 9,935 | – | 0.03% | – |
| RCI | New | Rogers Communications Inc. - Class B | $331,000 | – | 6,800 | – | 0.03% | – |
| NTR | Buy | Nutrien Ltd. | $295,000 | +953.6% | 5,920 | +1038.5% | 0.03% | +800.0% |
| SJR | New | Shaw Communications Inc. Class B | $282,000 | – | 14,350 | – | 0.03% | – |
| AEM | New | Agnico-Eagle Mines Ltd. | $218,000 | – | 4,075 | – | 0.02% | – |
| MFC | Buy | Manulife Financial Corp. | $187,000 | +315.6% | 10,175 | +307.0% | 0.02% | +325.0% |
| VET | New | Vermilion Energy Inc. | $76,000 | – | 4,575 | – | 0.01% | – |
| IVE | New | iShares S&P 500 Value ETF | $57,000 | – | 475 | – | 0.01% | – |
| SLQD | New | iShares 0-5 Year Investment Grade corp. bond ETF | $33,000 | – | 650 | – | 0.00% | – |
| PFE | Sell | Pfizer Inc. | $36,000 | -95.2% | 1,000 | -94.3% | 0.00% | -96.0% |
| NEM | New | Newmont Goldcorp Corp. | $17,000 | – | 440 | – | 0.00% | – |
| CVE | Sell | Cenovus Energy Inc. | $16,000 | -20.0% | 1,725 | -25.0% | 0.00% | -50.0% |
| CCJ | New | Cameco Corp. | $9,000 | – | 1,000 | – | 0.00% | – |
| KTB | New | Kontoor Brands Inc. | $2,000 | – | 67 | – | 0.00% | – |
| BTEGF | New | Baytex Energy Corp. | $0 | – | 320 | – | 0.00% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | Toronto-Dominion Bank | $62,220,000 | – | 1,064,866 | – | 6.19% | – |
| RY | New | Royal Bank of Canada | $60,797,000 | – | 765,065 | – | 6.05% | – |
| BMO | New | Bank of Montreal | $53,368,000 | – | 706,527 | – | 5.31% | – |
| SLF | New | Sun Life Financial Inc. | $53,014,000 | – | 1,280,230 | – | 5.28% | – |
| BNS | New | Bank of Nova Scotia | $52,771,000 | – | 982,383 | – | 5.25% | – |
| TRP | New | TC Energy Corp. | $52,121,000 | – | 1,051,413 | – | 5.19% | – |
| GIL | New | Gildan Activewear Inc. | $51,788,000 | – | 1,338,215 | – | 5.15% | – |
| CM | New | Canadian Imperial Bank of Commerce | $49,269,000 | – | 626,555 | – | 4.90% | – |
| CNI | New | Canadian National Railway Co. | $48,216,000 | – | 520,984 | – | 4.80% | – |
| TU | New | TELUS Corp. | $44,724,000 | – | 1,209,890 | – | 4.45% | – |
| ENB | New | Enbridge Inc. | $44,726,000 | – | 1,238,332 | – | 4.45% | – |
| SU | New | Suncor Energy Inc. | $41,482,000 | – | 1,329,846 | – | 4.13% | – |
| CNQ | New | Canadian Natural Resources Ltd. | $40,604,000 | – | 1,505,928 | – | 4.04% | – |
| MGA | New | Magna International Inc. | $36,816,000 | – | 739,946 | – | 3.66% | – |
| CSCO | New | Cisco Systems Inc. | $21,409,000 | – | 391,175 | – | 2.13% | – |
| DIS | New | Walt Disney Co. | $20,411,000 | – | 146,170 | – | 2.03% | – |
| CMCSA | New | Comcast Corp. Class A | $20,074,000 | – | 474,785 | – | 2.00% | – |
| HON | New | Honeywell International Inc. | $19,648,000 | – | 112,538 | – | 1.96% | – |
| JPM | New | JPMorgan Chase & Co. | $18,901,000 | – | 169,064 | – | 1.88% | – |
| JNJ | New | Johnson & Johnson | $17,975,000 | – | 129,056 | – | 1.79% | – |
| INTC | New | Intel Corporation | $17,959,000 | – | 375,170 | – | 1.79% | – |
| USB | New | US Bancorp | $17,424,000 | – | 332,516 | – | 1.73% | – |
| VFC | New | VF Corporation | $17,186,000 | – | 196,752 | – | 1.71% | – |
| AMGN | New | Amgen Inc. | $16,148,000 | – | 87,630 | – | 1.61% | – |
| WFC | New | Wells Fargo & Co. | $15,963,000 | – | 337,338 | – | 1.59% | – |
| SPG | New | Simon Property Group Inc. | $14,833,000 | – | 92,845 | – | 1.48% | – |
| CVS | New | CVS Health Corp. | $13,221,000 | – | 242,635 | – | 1.32% | – |
| WBA | New | Walgreen Boots Alliance Inc. | $12,926,000 | – | 236,435 | – | 1.29% | – |
| BAC | New | Bank of America Corp. | $12,655,000 | – | 436,365 | – | 1.26% | – |
| ORCL | New | Oracle Corp | $12,170,000 | – | 213,623 | – | 1.21% | – |
| MRK | New | Merck & Co. Inc. | $9,060,000 | – | 108,055 | – | 0.90% | – |
| New | Medtronic PLCsponsored adr | $8,820,000 | – | 90,560 | – | 0.88% | – | |
| WHR | New | Whirlpool Corp. | $8,379,000 | – | 58,860 | – | 0.83% | – |
| TSM | New | Taiwan Semiconductorsponsored adr | $7,712,000 | – | 196,892 | – | 0.77% | – |
| SAP | New | SAP AGsponsored adr | $7,217,000 | – | 52,753 | – | 0.72% | – |
| GRPU | New | Granite Real Estate Investment trustunit | $814,000 | – | 17,675 | – | 0.08% | – |
| PFE | New | Pfizer Inc. | $754,000 | – | 17,400 | – | 0.08% | – |
| BMY | New | Bristol-Myers Squibb Co. | $580,000 | – | 12,800 | – | 0.06% | – |
| FTS | New | Fortis Inc. Canada | $437,000 | – | 11,075 | – | 0.04% | – |
| MFC | New | Manulife Financial Corp. | $45,000 | – | 2,500 | – | 0.00% | – |
| NTR | New | Nutrien Ltd. | $28,000 | – | 520 | – | 0.00% | – |
| NVO | New | Novo Nordisk A/S - ADRsponsored adr | $23,000 | – | 450 | – | 0.00% | – |
| CVE | New | Cenovus Energy Inc. | $20,000 | – | 2,300 | – | 0.00% | – |
| STN | New | Stantec Inc. | $17,000 | – | 700 | – | 0.00% | – |
| WBK | New | Westpac Banking Corp. ADRsponsored adr | $13,000 | – | 650 | – | 0.00% | – |
| ECA | New | Encana Corp. | $5,000 | – | 1,050 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BTEGF | Exit | Baytex Energy Corp. | $0 | – | -575 | – | 0.00% | – |
| WBK | Exit | Westpac Banking Corp. ADRsponsored adr | $0 | – | -650 | – | -0.00% | – |
| ABC | Exit | AmerisourceBergen Corp. | $0 | – | -100 | – | -0.00% | – |
| GE | Exit | General Electric Co. | $0 | – | -1,100 | – | -0.00% | – |
| NVO | Exit | Novo Nordisk A/S - ADRsponsored adr | $0 | – | -450 | – | -0.00% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -400 | – | -0.00% | – |
| MAXR | Exit | Maxar Technologies Ltd. | $0 | – | -475 | – | -0.00% | – |
| UL | Exit | Unilever PLC ADRsponsored adr | $0 | – | -450 | – | -0.00% | – |
| STN | Exit | Stantec Inc. | $0 | – | -700 | – | -0.00% | – |
| NTR | Exit | Nutrien Ltd. | $0 | – | -520 | – | -0.00% | – |
| TRI | Exit | Thomson Reuters Corp. | $0 | – | -675 | – | -0.00% | – |
| ECA | Exit | Encana Corp. | $0 | – | -2,050 | – | -0.00% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -2,500 | – | -0.00% | – |
| NEE | Exit | NextEra Energy Inc. | $0 | – | -300 | – | -0.01% | – |
| BDX | Exit | Becton Dickinson and Co. | $0 | – | -250 | – | -0.01% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -5,950 | – | -0.01% | – |
| DE | Exit | Deere & Co. | $0 | – | -400 | – | -0.01% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -3,600 | – | -0.01% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -975 | – | -0.01% | – |
| BCE | Exit | BCE Inc. | $0 | – | -4,900 | – | -0.02% | – |
| FTS | Exit | Fortis Inc./Canada | $0 | – | -11,300 | – | -0.04% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -6,190 | – | -0.07% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -11,600 | – | -0.07% | – |
| GRPU | Exit | Granite Real Estate Investment Trustunit | $0 | – | -17,565 | – | -0.07% | – |
| KR | Exit | Kroger Co/The | $0 | – | -27,200 | – | -0.08% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -11,100 | – | -0.08% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -18,000 | – | -0.08% | – |
| WPP | Exit | WPP PLC ADRsponsored adr | $0 | – | -64,705 | – | -0.45% | – |
| SAP | Exit | SAP AGsponsored adr | $0 | – | -42,063 | – | -0.49% | – |
| OMC | Exit | Omnicom Group Inc. | $0 | – | -99,065 | – | -0.64% | – |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -92,111 | – | -0.76% | – |
| TSM | Exit | Taiwan Semiconductorsponsored adr | $0 | – | -183,915 | – | -0.77% | – |
| Exit | Medtronic PLCsponsored adr | $0 | – | -85,800 | – | -0.80% | – | |
| WHR | Exit | Whirlpool Corp. | $0 | – | -76,920 | – | -0.87% | – |
| PNC | Exit | PNC Financial Services Group Inc. | $0 | – | -69,510 | – | -0.90% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -225,788 | – | -1.11% | – |
| SJM | Exit | The JM Smucker Co. | $0 | – | -128,075 | – | -1.25% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -300,377 | – | -1.50% | – |
| SPG | Exit | Simon Property Group Inc. | $0 | – | -92,480 | – | -1.56% | – |
| CMCSA | Exit | Comcast Corp. Class A | $0 | – | -465,205 | – | -1.57% | – |
| WBA | Exit | Walgreen Boots Alliance Inc. | $0 | – | -226,290 | – | -1.57% | – |
| UTX | Exit | United Technologies Corp. | $0 | – | -118,095 | – | -1.57% | – |
| USB | Exit | US Bancorp | $0 | – | -322,195 | – | -1.62% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -82,685 | – | -1.63% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -222,865 | – | -1.67% | – |
| INTC | Exit | Intel Corporation | $0 | – | -381,642 | – | -1.72% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -161,312 | – | -1.74% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -133,641 | – | -1.76% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -114,366 | – | -1.81% | – |
| VFC | Exit | VF Corporation | $0 | – | -213,100 | – | -1.90% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -442,332 | – | -2.05% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -606,941 | – | -3.04% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -1,272,592 | – | -3.91% | – |
| TRP | Exit | TransCanada Corp. | $0 | – | -1,064,123 | – | -4.10% | – |
| GIL | Exit | Gildan Activewear Inc. | $0 | – | -1,437,080 | – | -4.16% | – |
| CNQ | Exit | Canadian Natural Resources Ltd. | $0 | – | -1,423,863 | – | -4.43% | – |
| TU | Exit | TELUS Corp. | $0 | – | -1,290,300 | – | -4.53% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -547,196 | – | -4.68% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -1,312,521 | – | -4.84% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -1,301,681 | – | -4.93% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -970,493 | – | -5.51% | – |
| CM | Exit | Canadian Imperial Bank of Commerce | $0 | – | -623,543 | – | -5.56% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -718,787 | – | -5.65% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -785,462 | – | -6.00% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,101,842 | – | -6.38% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Buy | Toronto-Dominion Bank | $66,904,000 | +5.5% | 1,101,842 | +0.6% | 6.38% | +4.0% |
| RY | Buy | Royal Bank of Canada | $62,915,000 | +7.4% | 785,462 | +1.0% | 6.00% | +5.9% |
| BMO | Sell | Bank of Montreal | $59,242,000 | +6.5% | 718,787 | -0.1% | 5.65% | +5.0% |
| CM | Buy | Canadian Imperial Bank of Commerce | $58,381,000 | +8.2% | 623,543 | +0.5% | 5.56% | +6.7% |
| BNS | Buy | Bank of Nova Scotia | $57,803,000 | +8.5% | 970,493 | +3.2% | 5.51% | +7.0% |
| SLF | Buy | Sun Life Financial Inc. | $51,708,000 | +0.3% | 1,301,681 | +1.5% | 4.93% | -1.1% |
| SU | Sell | Suncor Energy Inc. | $50,748,000 | -6.0% | 1,312,521 | -1.1% | 4.84% | -7.3% |
| CNI | Sell | Canadian National Railway Co. | $49,061,000 | +7.9% | 547,196 | -1.6% | 4.68% | +6.3% |
| TU | Sell | TELUS Corp. | $47,523,000 | +3.4% | 1,290,300 | -0.2% | 4.53% | +2.0% |
| CNQ | Buy | Canadian Natural Resources Ltd. | $46,484,000 | -8.5% | 1,423,863 | +1.2% | 4.43% | -9.8% |
| GIL | Buy | Gildan Activewear Inc. | $43,691,000 | +17.8% | 1,437,080 | +9.1% | 4.16% | +16.1% |
| TRP | Buy | TransCanada Corp. | $43,021,000 | -2.6% | 1,064,123 | +4.2% | 4.10% | -4.0% |
| ENB | Buy | Enbridge Inc. | $41,033,000 | -6.0% | 1,272,592 | +4.2% | 3.91% | -7.3% |
| MGA | Sell | Magna International Inc. | $31,858,000 | -37.5% | 606,941 | -30.7% | 3.04% | -38.4% |
| CSCO | Sell | Cisco Systems Inc. | $21,519,000 | +12.7% | 442,332 | -0.3% | 2.05% | +11.2% |
| VFC | Sell | VF Corporation | $19,914,000 | +10.1% | 213,100 | -4.0% | 1.90% | +8.5% |
| HON | Buy | Honeywell International Inc. | $19,031,000 | +15.9% | 114,366 | +0.3% | 1.81% | +14.2% |
| JNJ | Buy | Johnson & Johnson | $18,465,000 | +14.9% | 133,641 | +0.9% | 1.76% | +13.3% |
| JPM | Buy | JPMorgan Chase & Co. | $18,202,000 | +11.7% | 161,312 | +3.2% | 1.74% | +10.2% |
| INTC | Buy | Intel Corporation | $18,048,000 | -4.7% | 381,642 | +0.2% | 1.72% | -6.1% |
| CVS | Buy | CVS Health Corp. | $17,544,000 | +29.0% | 222,865 | +5.5% | 1.67% | +27.2% |
| AMGN | Sell | Amgen Inc. | $17,140,000 | +12.0% | 82,685 | -0.3% | 1.63% | +10.5% |
| USB | Buy | US Bancorp | $17,015,000 | +9.1% | 322,195 | +3.3% | 1.62% | +7.6% |
| UTX | Sell | United Technologies Corp. | $16,511,000 | +8.8% | 118,095 | -2.7% | 1.57% | +7.3% |
| WBA | Buy | Walgreen Boots Alliance Inc. | $16,497,000 | +23.1% | 226,290 | +1.3% | 1.57% | +21.3% |
| CMCSA | Buy | Comcast Corp. Class A | $16,473,000 | +7.9% | 465,205 | +0.0% | 1.57% | +6.4% |
| SPG | Buy | Simon Property Group Inc. | $16,346,000 | +5.1% | 92,480 | +1.2% | 1.56% | +3.6% |
| WFC | Buy | Wells Fargo & Co. | $15,788,000 | -4.9% | 300,377 | +0.3% | 1.50% | -6.2% |
| SJM | Buy | The JM Smucker Co. | $13,142,000 | -2.8% | 128,075 | +1.8% | 1.25% | -4.1% |
| ORCL | Sell | Oracle Corp | $11,642,000 | +15.5% | 225,788 | -1.3% | 1.11% | +14.0% |
| PNC | Buy | PNC Financial Services Group Inc. | $9,467,000 | +7.0% | 69,510 | +6.1% | 0.90% | +5.5% |
| WHR | Buy | Whirlpool Corp. | $9,134,000 | -18.6% | 76,920 | +0.2% | 0.87% | -19.7% |
| Buy | Medtronic PLCsponsored adr | $8,440,000 | +15.4% | 85,800 | +0.4% | 0.80% | +13.7% | |
| TSM | Buy | Taiwan Semiconductorsponsored adr | $8,122,000 | +21.7% | 183,915 | +0.7% | 0.77% | +20.0% |
| NVS | Buy | Novartis AG ADRsponsored adr | $7,936,000 | +15.6% | 92,111 | +1.3% | 0.76% | +13.9% |
| OMC | Sell | Omnicom Group Inc. | $6,738,000 | -12.5% | 99,065 | -1.9% | 0.64% | -13.7% |
| SAP | Sell | SAP AGsponsored adr | $5,174,000 | +4.5% | 42,063 | -1.7% | 0.49% | +2.9% |
| WPP | Sell | WPP PLC ADRsponsored adr | $4,741,000 | -9.3% | 64,705 | -2.7% | 0.45% | -10.5% |
| PFE | Buy | Pfizer Inc. | $793,000 | +22.8% | 18,000 | +1.1% | 0.08% | +22.6% |
| GRPU | Buy | Granite Real Estate Investment Trustunit | $753,000 | +21.3% | 17,565 | +15.4% | 0.07% | +20.0% |
| DIS | Buy | Walt Disney Co. | $724,000 | +13.5% | 6,190 | +1.6% | 0.07% | +11.3% |
| FTS | Buy | Fortis Inc./Canada | $366,000 | +5.5% | 11,300 | +3.7% | 0.04% | +2.9% |
| MSFT | Sell | Microsoft Corp. | $112,000 | +3.7% | 975 | -11.4% | 0.01% | +10.0% |
| BAC | New | Bank of America Corp. | $106,000 | – | 3,600 | – | 0.01% | – |
| CVE | Sell | Cenovus Energy Inc. | $60,000 | -7.7% | 5,950 | -4.8% | 0.01% | 0.0% |
| MFC | Sell | Manulife Financial Corp. | $45,000 | -10.0% | 2,500 | -10.2% | 0.00% | -20.0% |
| ECA | Sell | Encana Corp. | $27,000 | -12.9% | 2,050 | -12.8% | 0.00% | 0.0% |
| TRI | Sell | Thomson Reuters Corp. | $31,000 | -99.7% | 675 | -99.8% | 0.00% | -99.7% |
| MAXR | Sell | Maxar Technologies Ltd. | $16,000 | -70.9% | 475 | -56.8% | 0.00% | -60.0% |
| BTEGF | Sell | Baytex Energy Corp. | $2,000 | 0.0% | 575 | -14.8% | 0.00% | – |
| MMM | Exit | 3M Co. | $0 | – | -20 | – | 0.00% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -27 | – | 0.00% | – |
| TMO | Exit | Thermo Fisher Scientific | $0 | – | -25 | – | 0.00% | – |
| RCI | Exit | Rogers Communications Inc. - C | $0 | – | -125 | – | -0.00% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -45 | – | -0.00% | – |
| DEO | Exit | Diageo PLC ADRsponsored adr | $0 | – | -60 | – | -0.00% | – |
| V | Exit | Visa | $0 | – | -85 | – | -0.00% | – |
| SAFM | Exit | Sanderson Farms Inc. | $0 | – | -700 | – | -0.01% | – |
| BC | Exit | Brunswick Corp. | $0 | – | -5,400 | – | -0.03% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -15,200 | – | -0.06% | – |
| WSM | Exit | Williams-Sonoma Inc. | $0 | – | -11,600 | – | -0.07% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | Toronto-Dominion Bank | $63,419,000 | – | 1,095,529 | – | 6.13% | – |
| RY | New | Royal Bank of Canada | $58,586,000 | – | 777,903 | – | 5.66% | – |
| BMO | New | Bank of Montreal | $55,609,000 | – | 719,285 | – | 5.38% | – |
| SU | New | Suncor Energy Inc. | $54,008,000 | – | 1,326,903 | – | 5.22% | – |
| CM | New | Canadian Imperial Bank of Comm | $53,968,000 | – | 620,288 | – | 5.22% | – |
| BNS | New | Bank of Nova Scotia | $53,255,000 | – | 940,257 | – | 5.15% | – |
| SLF | New | Sun Life Financial Inc. | $51,565,000 | – | 1,282,967 | – | 4.98% | – |
| MGA | New | Magna International Inc. | $50,972,000 | – | 876,246 | – | 4.93% | – |
| CNQ | New | Canadian Natural Resources Ltd | $50,809,000 | – | 1,407,462 | – | 4.91% | – |
| TU | New | TELUS Corp. | $45,945,000 | – | 1,293,172 | – | 4.44% | – |
| CNI | New | Canadian National Railway Co. | $45,490,000 | – | 556,051 | – | 4.40% | – |
| TRP | New | TransCanada Corp. | $44,173,000 | – | 1,020,775 | – | 4.27% | – |
| ENB | New | Enbridge Inc. | $43,664,000 | – | 1,221,139 | – | 4.22% | – |
| GIL | New | Gildan Activeware Inc. | $37,100,000 | – | 1,316,895 | – | 3.59% | – |
| CSCO | New | Cisco Systems Inc. | $19,092,000 | – | 443,687 | – | 1.84% | – |
| INTC | New | Intel Corporation | $18,940,000 | – | 381,017 | – | 1.83% | – |
| VFC | New | VF Corporation | $18,093,000 | – | 221,945 | – | 1.75% | – |
| WFC | New | Wells Fargo & Co. | $16,597,000 | – | 299,367 | – | 1.60% | – |
| HON | New | Honeywell International Inc. | $16,426,000 | – | 114,031 | – | 1.59% | – |
| JPM | New | JPMorgan Chase & Co. | $16,293,000 | – | 156,367 | – | 1.58% | – |
| JNJ | New | Johnson & Johnson | $16,068,000 | – | 132,421 | – | 1.55% | – |
| USB | New | US Bancorp | $15,600,000 | – | 311,885 | – | 1.51% | – |
| SPG | New | Simon Property Group Inc. | $15,555,000 | – | 91,395 | – | 1.50% | – |
| AMGN | New | Amgen Inc. | $15,303,000 | – | 82,900 | – | 1.48% | – |
| CMCSA | New | Comcast Corp. Class A | $15,260,000 | – | 465,105 | – | 1.48% | – |
| UTX | New | United Technologies Corp. | $15,182,000 | – | 121,430 | – | 1.47% | – |
| CVS | New | CVS Health Corp. | $13,595,000 | – | 211,260 | – | 1.31% | – |
| SJM | New | The JM Smucker Co. | $13,526,000 | – | 125,845 | – | 1.31% | – |
| WBA | New | Walgreen Boots Alliance Inc. | $13,403,000 | – | 223,320 | – | 1.30% | – |
| TRI | New | Thomson Rueters Corp. | $11,275,000 | – | 279,360 | – | 1.09% | – |
| WHR | New | Whirlpool Corp. | $11,225,000 | – | 76,765 | – | 1.08% | – |
| ORCL | New | Oracle Corp | $10,077,000 | – | 228,708 | – | 0.97% | – |
| PNC | New | PNC Financial Services Group I | $8,850,000 | – | 65,510 | – | 0.86% | – |
| OMC | New | Omnicom Group Inc. | $7,699,000 | – | 100,940 | – | 0.74% | – |
| New | Medtronic PLCsponsored adr | $7,315,000 | – | 85,440 | – | 0.71% | – | |
| NVS | New | Novartis AG ADRsponsored adr | $6,868,000 | – | 90,916 | – | 0.66% | – |
| TSM | New | Taiwan Semiconductorsponsored adr | $6,675,000 | – | 182,575 | – | 0.64% | – |
| WPP | New | WPP PLC ADRsponsored adr | $5,228,000 | – | 66,525 | – | 0.50% | – |
| SAP | New | SAP AGsponsored adr | $4,951,000 | – | 42,803 | – | 0.48% | – |
| KR | New | Kroger Co/The | $774,000 | – | 27,200 | – | 0.08% | – |
| WSM | New | Williams-Sonoma Inc. | $712,000 | – | 11,600 | – | 0.07% | – |
| MRK | New | Merck & Co. Inc. | $674,000 | – | 11,100 | – | 0.06% | – |
| BMY | New | Bristol Myers Squibb Co. | $642,000 | – | 11,600 | – | 0.06% | – |
| PFE | New | Pfizer Inc. | $646,000 | – | 17,800 | – | 0.06% | – |
| DIS | New | Walt Disney Co. | $638,000 | – | 6,090 | – | 0.06% | – |
| GRPU | New | Granite Real Estate Investmentunit | $621,000 | – | 15,225 | – | 0.06% | – |
| HRL | New | Hormel Foods Corp. | $566,000 | – | 15,200 | – | 0.06% | – |
| FTS | New | Fortis Inc. | $347,000 | – | 10,900 | – | 0.03% | – |
| BC | New | Brunswick Corp. | $348,000 | – | 5,400 | – | 0.03% | – |
| BCE | New | BCE Inc. | $198,000 | – | 4,900 | – | 0.02% | – |
| MSFT | New | Microsoft Corp. | $108,000 | – | 1,100 | – | 0.01% | – |
| SAFM | New | Sanderson Farms Inc. | $74,000 | – | 700 | – | 0.01% | – |
| CVE | New | Cenovus Energy Inc. | $65,000 | – | 6,250 | – | 0.01% | – |
| BDX | New | Becton Dickinson and Co. | $60,000 | – | 250 | – | 0.01% | – |
| MFC | New | Manulife Financial Corp. | $50,000 | – | 2,785 | – | 0.01% | – |
| MAXR | New | Maxar Technologies Ltd. | $55,000 | – | 1,100 | – | 0.01% | – |
| NEE | New | NextEra Energy Inc. | $50,000 | – | 300 | – | 0.01% | – |
| DE | New | Deere & Co. | $56,000 | – | 400 | – | 0.01% | – |
| ECA | New | Encana Corp. | $31,000 | – | 2,350 | – | 0.00% | – |
| NTR | New | Nutrien Ltd. | $28,000 | – | 520 | – | 0.00% | – |
| STN | New | Stantec Inc. | $18,000 | – | 700 | – | 0.00% | – |
| NVO | New | Novo Nordisk A/S - ADRsponsored adr | $21,000 | – | 450 | – | 0.00% | – |
| GIS | New | General Mills Inc. | $18,000 | – | 400 | – | 0.00% | – |
| UL | New | Unilever PLC ADRsponsored adr | $25,000 | – | 450 | – | 0.00% | – |
| V | New | Visa | $11,000 | – | 85 | – | 0.00% | – |
| RCI | New | Rogers Communications Inc. - C | $6,000 | – | 125 | – | 0.00% | – |
| ABC | New | AmerisourceBergen Corp. | $9,000 | – | 100 | – | 0.00% | – |
| DEO | New | Diageo PLC ADRsponsored adr | $9,000 | – | 60 | – | 0.00% | – |
| GE | New | General Electric Co. | $15,000 | – | 1,100 | – | 0.00% | – |
| IFF | New | International Flavors & Fragra | $6,000 | – | 45 | – | 0.00% | – |
| WBK | New | Westpac Banking Corp. ADRsponsored adr | $14,000 | – | 650 | – | 0.00% | – |
| MMM | New | 3M Co. | $4,000 | – | 20 | – | 0.00% | – |
| TMO | New | Thermo Fisher Scientific | $5,000 | – | 25 | – | 0.00% | – |
| AAPL | New | Apple Inc. | $5,000 | – | 27 | – | 0.00% | – |
| BTEGF | New | Baytex Energy Corp. | $2,000 | – | 675 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BTEGF | Exit | Baytex Energy Corp. | $0 | – | -900 | – | 0.00% | – |
| WBK | Exit | Westpac Banking Corp. ADRsponsored adr | $0 | – | -650 | – | -0.00% | – |
| WNGRF | Exit | George Weston Ltd. | $0 | – | -150 | – | -0.00% | – |
| POT | Exit | Potash Corp of Saskatchewan In | $0 | – | -1,300 | – | -0.00% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -400 | – | -0.00% | – |
| UL | Exit | Unilever PLC ADRsponsored adr | $0 | – | -450 | – | -0.00% | – |
| NVO | Exit | Novo Nordisk A/S - ADRsponsored adr | $0 | – | -450 | – | -0.00% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -1,000 | – | -0.00% | – |
| ECA | Exit | Encana Corp. | $0 | – | -2,700 | – | -0.00% | – |
| WBA | Exit | Walgreen Boots Alliance Inc. | $0 | – | -400 | – | -0.00% | – |
| NEE | Exit | NextEra Energy Inc. | $0 | – | -300 | – | -0.00% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -2,500 | – | -0.01% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -12,800 | – | -0.01% | – |
| BCE | Exit | BCE Inc. | $0 | – | -6,462 | – | -0.03% | – |
| FTS | Exit | Fortis Inc./Canada | $0 | – | -9,600 | – | -0.03% | – |
| GRPU | Exit | Granite Real Estate Investmentunit | $0 | – | -10,725 | – | -0.04% | – |
| STN | Exit | Stantec Inc. | $0 | – | -16,300 | – | -0.04% | – |
| CAH | Exit | Cardinal Health Inc. | $0 | – | -7,100 | – | -0.04% | – |
| KR | Exit | Kroger Co/The | $0 | – | -26,400 | – | -0.05% | – |
| QCOM | Exit | QUALCOMM Inc. | $0 | – | -10,900 | – | -0.05% | – |
| DAL | Exit | Delta Air Lines Inc. | $0 | – | -13,000 | – | -0.06% | – |
| CMCSA | Exit | Comcast Corp. Class A | $0 | – | -17,250 | – | -0.06% | – |
| WHR | Exit | Whirlpool Corp. | $0 | – | -3,900 | – | -0.07% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -4,050 | – | -0.07% | – |
| OMC | Exit | Omnicom Group Inc. | $0 | – | -53,465 | – | -0.37% | – |
| SAP | Exit | SAP AGsponsored adr | $0 | – | -43,365 | – | -0.44% | – |
| WPP | Exit | WPP PLC ADRsponsored adr | $0 | – | -61,365 | – | -0.53% | – |
| Exit | Medtronic PLCsponsored adr | $0 | – | -74,200 | – | -0.54% | – | |
| TSM | Exit | Taiwan Semiconductorsponsored adr | $0 | – | -170,985 | – | -0.60% | – |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -82,794 | – | -0.66% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -226,920 | – | -1.02% | – |
| GE | Exit | General Electric Co. | $0 | – | -454,260 | – | -1.02% | – |
| ABC | Exit | AmerisourceBergen Corp. | $0 | – | -135,920 | – | -1.04% | – |
| SJM | Exit | The JM Smucker Co. | $0 | – | -107,245 | – | -1.04% | – |
| DE | Exit | Deere & Co. | $0 | – | -96,041 | – | -1.12% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -174,304 | – | -1.31% | – |
| UTX | Exit | United Technologies Corp. | $0 | – | -125,810 | – | -1.35% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -153,358 | – | -1.36% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -269,115 | – | -1.38% | – |
| BDX | Exit | Becton Dickinson and Co. | $0 | – | -77,207 | – | -1.40% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -117,821 | – | -1.42% | – |
| USB | Exit | US Bancorp | $0 | – | -288,082 | – | -1.43% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -470,919 | – | -1.47% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -117,586 | – | -1.47% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -214,525 | – | -1.48% | – |
| INTC | Exit | Intel Corporation | $0 | – | -429,319 | – | -1.51% | – |
| VFC | Exit | VF Corporation | $0 | – | -257,367 | – | -1.52% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -117,618 | – | -1.54% | – |
| MDA | Exit | MacDonald Dettwiler & Associates Ltd. | $0 | – | -364,005 | – | -1.91% | – |
| GIL | Exit | Gildan Activewear Inc. | $0 | – | -826,610 | – | -2.39% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -556,633 | – | -4.26% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -1,133,109 | – | -4.37% | – |
| TU | Exit | TELUS Corp. | $0 | – | -1,456,958 | – | -4.84% | – |
| TRP | Exit | TransCanada Corp. | $0 | – | -1,060,796 | – | -4.84% | – |
| CNQ | Exit | Canadian Natural Resources Ltd. | $0 | – | -1,588,796 | – | -4.92% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -1,011,276 | – | -4.99% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -1,544,194 | – | -5.00% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -1,412,414 | – | -5.20% | – |
| CM | Exit | Canadian Imperial Bank of Commerce | $0 | – | -669,832 | – | -5.42% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -793,644 | – | -5.55% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -1,028,926 | – | -6.11% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -868,066 | – | -6.21% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,233,256 | – | -6.42% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Buy | Toronto-Dominion Bank | $69,251,000 | +11.7% | 1,233,256 | +0.1% | 6.42% | +2.2% |
| RY | Buy | Royal Bank of Canada | $66,987,000 | +6.6% | 868,066 | +0.2% | 6.21% | -2.4% |
| BNS | Buy | Bank of Nova Scotia | $65,961,000 | +6.9% | 1,028,926 | +0.2% | 6.11% | -2.2% |
| BMO | Buy | Bank of Montreal | $59,906,000 | +3.7% | 793,644 | +0.8% | 5.55% | -5.1% |
| CM | Buy | Canadian Imperial Bank of Commerce | $58,452,000 | +8.4% | 669,832 | +0.9% | 5.42% | -0.8% |
| SLF | Buy | Sun Life Financial Inc. | $56,099,000 | +13.0% | 1,412,414 | +1.6% | 5.20% | +3.4% |
| SU | Buy | Suncor Energy Inc. | $53,977,000 | +21.5% | 1,544,194 | +1.4% | 5.00% | +11.2% |
| MGA | Buy | Magna International Inc. | $53,828,000 | +17.8% | 1,011,276 | +2.4% | 4.99% | +7.9% |
| CNQ | Buy | Canadian Natural Resources Ltd. | $53,073,000 | +17.8% | 1,588,796 | +1.7% | 4.92% | +7.9% |
| TRP | Buy | TransCanada Corp. | $52,292,000 | +4.4% | 1,060,796 | +0.8% | 4.84% | -4.5% |
| TU | Buy | TELUS Corp. | $52,267,000 | +4.8% | 1,456,958 | +0.8% | 4.84% | -4.0% |
| ENB | Buy | Enbridge Inc. | $47,208,000 | +8.4% | 1,133,109 | +3.5% | 4.37% | -0.8% |
| CNI | Buy | Canadian National Railway Co. | $45,998,000 | +4.3% | 556,633 | +2.3% | 4.26% | -4.5% |
| GIL | Buy | Gildan Activewear Inc. | $25,762,000 | +7.7% | 826,610 | +6.1% | 2.39% | -1.4% |
| MDA | New | MacDonald Dettwiler & Associates Ltd. | $20,653,000 | – | 364,005 | – | 1.91% | – |
| HON | Sell | Honeywell International Inc. | $16,671,000 | +3.4% | 117,618 | -2.8% | 1.54% | -5.4% |
| VFC | Sell | VF Corporation | $16,361,000 | +9.0% | 257,367 | -1.2% | 1.52% | -0.2% |
| INTC | Buy | Intel Corporation | $16,348,000 | +20.1% | 429,319 | +6.4% | 1.51% | +9.9% |
| MSFT | Sell | Microsoft Corp. | $15,980,000 | +0.6% | 214,525 | -6.9% | 1.48% | -8.0% |
| PNC | Sell | PNC Financial Services Group I | $15,847,000 | +4.2% | 117,586 | -3.4% | 1.47% | -4.6% |
| CSCO | Buy | Cisco Systems Inc. | $15,837,000 | +8.5% | 470,919 | +1.0% | 1.47% | -0.7% |
| USB | Sell | US Bancorp | $15,438,000 | +0.9% | 288,082 | -2.2% | 1.43% | -7.6% |
| JNJ | Sell | Johnson & Johnson | $15,318,000 | -4.5% | 117,821 | -2.8% | 1.42% | -12.6% |
| BDX | Sell | Becton Dickinson and Co. | $15,129,000 | -5.4% | 77,207 | -5.8% | 1.40% | -13.3% |
| WFC | Buy | Wells Fargo & Co. | $14,842,000 | +2.3% | 269,115 | +2.8% | 1.38% | -6.3% |
| JPM | Sell | JPMorgan Chase & Co. | $14,647,000 | +4.4% | 153,358 | -0.1% | 1.36% | -4.4% |
| UTX | Sell | United Technologies Corp. | $14,604,000 | -5.8% | 125,810 | -0.9% | 1.35% | -13.8% |
| CVS | Buy | CVS Health Corp. | $14,174,000 | +14.8% | 174,304 | +13.6% | 1.31% | +5.1% |
| DE | Sell | Deere & Co. | $12,062,000 | -3.6% | 96,041 | -5.1% | 1.12% | -11.8% |
| SJM | Sell | The JM Smucker Co. | $11,253,000 | -11.7% | 107,245 | -0.4% | 1.04% | -19.2% |
| ABC | New | AmerisourceBergen Corp. | $11,247,000 | – | 135,920 | – | 1.04% | – |
| GE | Sell | General Electric Co. | $10,984,000 | -11.7% | 454,260 | -1.3% | 1.02% | -19.1% |
| ORCL | Sell | Oracle Corp | $10,972,000 | -7.9% | 226,920 | -4.5% | 1.02% | -15.8% |
| NVS | Buy | Novartis AG ADRsponsored adr | $7,108,000 | +6.0% | 82,794 | +3.1% | 0.66% | -3.1% |
| TSM | Buy | Taiwan Semiconductorsponsored adr | $6,420,000 | +14.2% | 170,985 | +6.3% | 0.60% | +4.6% |
| Buy | Medtronic PLCsponsored adr | $5,771,000 | -2.7% | 74,200 | +11.0% | 0.54% | -10.8% | |
| WPP | Buy | WPP PLC ADRsponsored adr | $5,695,000 | -0.1% | 61,365 | +13.5% | 0.53% | -8.5% |
| SAP | Sell | SAP AGsponsored adr | $4,755,000 | -0.7% | 43,365 | -5.2% | 0.44% | -8.9% |
| OMC | Buy | Omnicom Group Inc. | $3,960,000 | +304.9% | 53,465 | +353.1% | 0.37% | +270.7% |
| KR | Buy | Kroger Co/The | $530,000 | +16.5% | 26,400 | +35.4% | 0.05% | +6.5% |
| CAH | Buy | Cardinal Health Inc. | $475,000 | -6.1% | 7,100 | +9.2% | 0.04% | -13.7% |
| GRPU | Sell | Granite Real Estate Investmentunit | $429,000 | -0.2% | 10,725 | -1.4% | 0.04% | -9.1% |
| BCE | Sell | BCE Inc. | $302,000 | -12.2% | 6,462 | -15.6% | 0.03% | -20.0% |
| CVE | Sell | Cenovus Energy Inc. | $128,000 | +4.9% | 12,800 | -22.7% | 0.01% | 0.0% |
| MFC | Sell | Manulife Financial Corp. | $51,000 | +2.0% | 2,500 | -7.2% | 0.01% | 0.0% |
| NEE | Sell | NextEra Energy Inc. | $44,000 | -99.7% | 300 | -99.7% | 0.00% | -99.7% |
| ECA | Sell | Encana Corp. | $32,000 | +23.1% | 2,700 | -10.0% | 0.00% | 0.0% |
| UL | Sell | Unilever PLC ADRsponsored adr | $26,000 | -36.6% | 450 | -40.0% | 0.00% | -50.0% |
| GIS | Sell | General Mills Inc. | $21,000 | -27.6% | 400 | -23.8% | 0.00% | -33.3% |
| POT | Sell | Potash Corp of Saskatchewan In | $25,000 | -32.4% | 1,300 | -43.5% | 0.00% | -50.0% |
| WNGRF | New | George Weston Ltd. | $13,000 | – | 150 | – | 0.00% | – |
| TRI | Exit | Thomson Reuters Corp. | $0 | – | -65 | – | 0.00% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -25 | – | 0.00% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -30 | – | 0.00% | – |
| IAC | Exit | IAC / InterActiveCorp | $0 | – | -10 | – | 0.00% | – |
| DEO | Exit | Diageo PLC ADRsponsored adr | $0 | – | -35 | – | 0.00% | – |
| RCI | Exit | Rogers Communications Inc. - C | $0 | – | -70 | – | 0.00% | – |
| TMO | Exit | Thermo Fisher Scientific | $0 | – | -20 | – | 0.00% | – |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -20 | – | 0.00% | – |
| MMM | Exit | 3M Co. | $0 | – | -10 | – | 0.00% | – |
| V | Exit | Visa Inc. | $0 | – | -50 | – | -0.00% | – |
| AGU | Exit | Agrium | $0 | – | -350 | – | -0.00% | – |
| INFY | Exit | Infosys Ltd. ADRsponsored adr | $0 | – | -1,700 | – | -0.00% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | New | Royal Bank of Canada | $62,812,000 | – | 866,068 | – | 6.36% | – |
| TD | New | Toronto-Dominion Bank | $62,016,000 | – | 1,232,048 | – | 6.28% | – |
| BNS | New | Bank of Nova Scotia | $61,726,000 | – | 1,027,281 | – | 6.25% | – |
| BMO | New | Bank of Montreal | $57,760,000 | – | 787,535 | – | 5.85% | – |
| CM | New | Canadian Imperial Bank of Commerce | $53,908,000 | – | 664,088 | – | 5.46% | – |
| TRP | New | TransCanada Corp. | $50,091,000 | – | 1,051,960 | – | 5.07% | – |
| TU | New | TELUS Corp. | $49,858,000 | – | 1,445,834 | – | 5.05% | – |
| SLF | New | Sun Life Financial Inc. | $49,664,000 | – | 1,390,808 | – | 5.03% | – |
| MGA | New | Magna International Inc. | $45,676,000 | – | 987,200 | – | 4.62% | – |
| CNQ | New | Canadian Natural Resources Ltd. | $45,038,000 | – | 1,562,587 | – | 4.56% | – |
| SU | New | Suncor Energy Inc. | $44,426,000 | – | 1,522,232 | – | 4.50% | – |
| CNI | New | Canadian National Railway Co. | $44,099,000 | – | 544,124 | – | 4.46% | – |
| ENB | New | Enbridge Inc. | $43,548,000 | – | 1,094,419 | – | 4.41% | – |
| GIL | New | Gildan Activewear Inc. | $23,910,000 | – | 778,955 | – | 2.42% | – |
| HON | New | Honeywell International Inc. | $16,128,000 | – | 120,998 | – | 1.63% | – |
| JNJ | New | Johnson & Johnson | $16,038,000 | – | 121,231 | – | 1.62% | – |
| BDX | New | Becton Dickinson and Co. | $15,987,000 | – | 81,937 | – | 1.62% | – |
| MSFT | New | Microsoft Corp. | $15,892,000 | – | 230,546 | – | 1.61% | – |
| UTX | New | United Technologies Corp. | $15,503,000 | – | 126,960 | – | 1.57% | – |
| USB | New | US Bancorp | $15,293,000 | – | 294,557 | – | 1.55% | – |
| PNC | New | PNC Financial Services Group I | $15,203,000 | – | 121,751 | – | 1.54% | – |
| VFC | New | VF Corporation | $15,005,000 | – | 260,512 | – | 1.52% | – |
| CSCO | New | Cisco Systems Inc. | $14,600,000 | – | 466,439 | – | 1.48% | – |
| WFC | New | Wells Fargo & Co. | $14,502,000 | – | 261,715 | – | 1.47% | – |
| JPM | New | JPMorgan Chase & Co. | $14,027,000 | – | 153,473 | – | 1.42% | – |
| NEE | New | NextEra Energy Inc. | $13,667,000 | – | 97,533 | – | 1.38% | – |
| INTC | New | Intel Corporation | $13,612,000 | – | 403,439 | – | 1.38% | – |
| SJM | New | The JM Smucker Co. | $12,744,000 | – | 107,695 | – | 1.29% | – |
| DE | New | Deere & Co. | $12,507,000 | – | 101,196 | – | 1.27% | – |
| GE | New | General Electric Co. | $12,436,000 | – | 460,440 | – | 1.26% | – |
| CVS | New | CVS Health Corp. | $12,343,000 | – | 153,400 | – | 1.25% | – |
| ORCL | New | Oracle Corp | $11,919,000 | – | 237,723 | – | 1.21% | – |
| NVS | New | Novartis AG ADRsponsored adr | $6,705,000 | – | 80,329 | – | 0.68% | – |
| New | Medtronic PLCsponsored adr | $5,933,000 | – | 66,850 | – | 0.60% | – | |
| WPP | New | WPP PLC ADRsponsored adr | $5,698,000 | – | 54,060 | – | 0.58% | – |
| TSM | New | Taiwan Semiconductorsponsored adr | $5,623,000 | – | 160,845 | – | 0.57% | – |
| SAP | New | SAP AGsponsored adr | $4,787,000 | – | 45,730 | – | 0.48% | – |
| OMC | New | Omnicom Group Inc. | $978,000 | – | 11,800 | – | 0.10% | – |
| WHR | New | Whirlpool Corp. | $747,000 | – | 3,900 | – | 0.08% | – |
| AMGN | New | Amgen Inc. | $698,000 | – | 4,050 | – | 0.07% | – |
| DAL | New | Delta Air Lines Inc. | $699,000 | – | 13,000 | – | 0.07% | – |
| CMCSA | New | Comcast Corp. Class A | $671,000 | – | 17,250 | – | 0.07% | – |
| QCOM | New | QUALCOMM Inc. | $602,000 | – | 10,900 | – | 0.06% | – |
| CAH | New | Cardinal Health Inc. | $506,000 | – | 6,500 | – | 0.05% | – |
| KR | New | Kroger Co/The | $455,000 | – | 19,500 | – | 0.05% | – |
| GRPU | New | Granite Real Estate Investmentunit | $430,000 | – | 10,875 | – | 0.04% | – |
| STN | New | Stantec Inc. | $410,000 | – | 16,300 | – | 0.04% | – |
| BCE | New | BCE Inc. | $344,000 | – | 7,656 | – | 0.04% | – |
| FTS | New | Fortis Inc./Canada | $337,000 | – | 9,600 | – | 0.03% | – |
| CVE | New | Cenovus Energy Inc. | $122,000 | – | 16,550 | – | 0.01% | – |
| MFC | New | Manulife Financial Corp. | $50,000 | – | 2,695 | – | 0.01% | – |
| POT | New | Potash Corp of Saskatchewan In | $37,000 | – | 2,300 | – | 0.00% | – |
| UL | New | Unilever PLC ADRsponsored adr | $41,000 | – | 750 | – | 0.00% | – |
| ECA | New | Encana Corp. | $26,000 | – | 3,000 | – | 0.00% | – |
| HRL | New | Hormel Foods Corp. | $34,000 | – | 1,000 | – | 0.00% | – |
| WBA | New | Walgreen Boots Alliance Inc. | $31,000 | – | 400 | – | 0.00% | – |
| GIS | New | General Mills Inc. | $29,000 | – | 525 | – | 0.00% | – |
| AGU | New | Agrium | $32,000 | – | 350 | – | 0.00% | – |
| INFY | New | Infosys Ltd. ADRsponsored adr | $26,000 | – | 1,700 | – | 0.00% | – |
| WBK | New | Westpac Banking Corp. ADRsponsored adr | $15,000 | – | 650 | – | 0.00% | – |
| NVO | New | Novo Nordisk A/S - ADRsponsored adr | $19,000 | – | 450 | – | 0.00% | – |
| V | New | Visa Inc. | $5,000 | – | 50 | – | 0.00% | – |
| AAPL | New | Apple Inc. | $4,000 | – | 30 | – | 0.00% | – |
| RCI | New | Rogers Communications Inc. - C | $3,000 | – | 70 | – | 0.00% | – |
| IFF | New | International Flavors & Fragra | $3,000 | – | 25 | – | 0.00% | – |
| IAC | New | IAC / InterActiveCorp | $1,000 | – | 10 | – | 0.00% | – |
| TMO | New | Thermo Fisher Scientific | $3,000 | – | 20 | – | 0.00% | – |
| TRI | New | Thomson Reuters Corp. | $3,000 | – | 65 | – | 0.00% | – |
| MMM | New | 3M Co. | $2,000 | – | 10 | – | 0.00% | – |
| DEO | New | Diageo PLC ADRsponsored adr | $4,000 | – | 35 | – | 0.00% | – |
| BRKB | New | Berkshire Hathaway Inc. | $3,000 | – | 20 | – | 0.00% | – |
| BTEGF | New | Baytex Energy Corp. | $2,000 | – | 900 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| F | Exit | Ford Motor Co. | $0 | – | -310 | – | 0.00% | – |
| QSR | Exit | Restaurant Brands Internationa | $0 | – | -80 | – | 0.00% | – |
| V | Exit | Visa Inc. | $0 | – | -54 | – | 0.00% | – |
| PAAS | Exit | Pan American Silver Corp. | $0 | – | -290 | – | -0.00% | – |
| BTG | Exit | B2Gold Corp. | $0 | – | -4,486 | – | -0.00% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -702 | – | -0.00% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -102 | – | -0.00% | – |
| Exit | Phillips 66 | $0 | – | -110 | – | -0.00% | – | |
| BRKB | Exit | Berkshire Hathaway Inc. | $0 | – | -60 | – | -0.00% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -203 | – | -0.00% | – |
| AIG | Exit | American Inter.Grp I | $0 | – | -180 | – | -0.00% | – |
| SSRI | Exit | Silver Standard Res. Inc.sponsored adr | $0 | – | -417 | – | -0.00% | – |
| MET | Exit | Metlife Inc. | $0 | – | -228 | – | -0.00% | – |
| AYA | Exit | Amaya Inc. | $0 | – | -340 | – | -0.00% | – |
| GS | Exit | Goldman Sachs Group Inc./The | $0 | – | -40 | – | -0.00% | – |
| GLW | Exit | Corning Inc. | $0 | – | -398 | – | -0.00% | – |
| BTEGF | Exit | Baytex Energy Corp. | $0 | – | -3,500 | – | -0.00% | – |
| IWP | Exit | iShares Russell Mid-Cap Growth | $0 | – | -240 | – | -0.00% | – |
| AMZN | Exit | Amazon.com Inc. | $0 | – | -32 | – | -0.00% | – |
| ECA | Exit | Encana Corp. | $0 | – | -3,550 | – | -0.00% | – |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -1,100 | – | -0.01% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -3,196 | – | -0.01% | – |
| POT | Exit | Potash Corp of Saskatchewan In | $0 | – | -3,700 | – | -0.01% | – |
| AGU | Exit | Agrium Inc. | $0 | – | -1,550 | – | -0.02% | – |
| IMO | Exit | WPP PLC ADRsponsored adr | $0 | – | -2,220 | – | -0.03% | – |
| GRPU | Exit | Granite Real Estate Investmentunit | $0 | – | -34,075 | – | -0.12% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -19,045 | – | -0.14% | – |
| SNY | Exit | Sanofi ADRsponsored adr | $0 | – | -66,875 | – | -0.29% | – |
| SAP | Exit | SAP SE ADRsponsored adr | $0 | – | -42,969 | – | -0.44% | – |
| UL | Exit | Unilever PLC ADRsponsored adr | $0 | – | -100,120 | – | -0.54% | – |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -61,594 | – | -0.55% | – |
| VFC | Exit | VF Corporation | $0 | – | -131,110 | – | -0.83% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -246,078 | – | -1.09% | – |
| DE | Exit | Deere & Co. | $0 | – | -113,318 | – | -1.09% | – |
| NEE | Exit | NextEra Energy Inc. | $0 | – | -81,738 | – | -1.13% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -238,228 | – | -1.19% | – |
| SJM | Exit | The JM Smucker Co. | $0 | – | -80,175 | – | -1.23% | – |
| UTX | Exit | United Technologies Corp. | $0 | – | -107,246 | – | -1.23% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -183,899 | – | -1.33% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -226,210 | – | -1.33% | – |
| GE | Exit | General Electric Co. | $0 | – | -405,311 | – | -1.36% | – |
| USB | Exit | US Bancorp | $0 | – | -281,050 | – | -1.36% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -134,769 | – | -1.37% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -106,353 | – | -1.40% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -106,737 | – | -1.42% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -409,400 | – | -1.47% | – |
| BDX | Exit | Becton Dickinson and Co. | $0 | – | -73,372 | – | -1.49% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -230,999 | – | -1.50% | – |
| INTC | Exit | Intel Corporation | $0 | – | -366,016 | – | -1.56% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -684,363 | – | -3.40% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -511,635 | – | -3.78% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -2,470,274 | – | -4.01% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -1,590,613 | – | -4.99% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -1,367,698 | – | -5.03% | – |
| BCE | Exit | BCE Inc. | $0 | – | -972,529 | – | -5.08% | – |
| TU | Exit | TELUS Corp. | $0 | – | -1,404,543 | – | -5.24% | – |
| CM | Exit | Canadian Imperial Bank of Comm | $0 | – | -665,438 | – | -5.83% | – |
| CNQ | Exit | Canadian Natural Resources Ltd | $0 | – | -1,636,512 | – | -5.91% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -814,725 | – | -6.04% | – |
| TRP | Exit | TransCanada Corp. | $0 | – | -1,134,797 | – | -6.09% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -900,891 | – | -6.31% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -1,056,504 | – | -6.33% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,275,569 | – | -6.40% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Sell | Toronto-Dominion Bank | $56,636,000 | +1.4% | 1,275,569 | -2.6% | 6.40% | +4.2% |
| BNS | Sell | Bank of Nova Scotia | $55,995,000 | +5.1% | 1,056,504 | -3.5% | 6.33% | +7.9% |
| RY | Sell | Royal Bank of Canada | $55,811,000 | +3.5% | 900,891 | -2.0% | 6.31% | +6.3% |
| TRP | Sell | TransCanada Corp. | $53,907,000 | +0.2% | 1,134,797 | -5.2% | 6.09% | +2.9% |
| BMO | Sell | Bank of Montreal | $53,398,000 | -0.6% | 814,725 | -4.4% | 6.04% | +2.1% |
| CNQ | Sell | Canadian Natural Resources Ltd | $52,326,000 | -3.3% | 1,636,512 | -7.3% | 5.91% | -0.6% |
| CM | Sell | Canadian Imperial Bank of Comm | $51,608,000 | +1.3% | 665,438 | -2.6% | 5.83% | +4.1% |
| TU | Buy | TELUS Corp. | $46,354,000 | +3.2% | 1,404,543 | +0.0% | 5.24% | +6.1% |
| BCE | Sell | BCE Inc. | $44,923,000 | -5.3% | 972,529 | -3.7% | 5.08% | -2.7% |
| SLF | Buy | Sun Life Financial Inc. | $44,513,000 | +11.2% | 1,367,698 | +11.5% | 5.03% | +14.3% |
| SU | Buy | Suncor Energy Inc. | $44,165,000 | +4.4% | 1,590,613 | +3.6% | 4.99% | +7.3% |
| CVE | Sell | Cenovus Energy Inc. | $35,462,000 | +0.3% | 2,470,274 | -4.0% | 4.01% | +3.1% |
| CNI | Buy | Canadian National Railway Co. | $33,452,000 | +22.2% | 511,635 | +9.6% | 3.78% | +25.6% |
| ENB | Buy | Enbridge Inc. | $30,085,000 | +31.9% | 684,363 | +26.2% | 3.40% | +35.5% |
| INTC | Buy | Intel Corporation | $13,817,000 | +15.6% | 366,016 | +0.4% | 1.56% | +18.8% |
| MSFT | Sell | Microsoft Corp. | $13,306,000 | +11.0% | 230,999 | -1.4% | 1.50% | +14.0% |
| BDX | Sell | Becton Dickinson and Co. | $13,187,000 | +4.7% | 73,372 | -1.2% | 1.49% | +7.6% |
| CSCO | Sell | Cisco Systems Inc. | $12,986,000 | +9.9% | 409,400 | -0.6% | 1.47% | +13.0% |
| JNJ | Sell | Johnson & Johnson | $12,609,000 | -4.4% | 106,737 | -1.9% | 1.42% | -1.8% |
| HON | Buy | Honeywell International Inc. | $12,400,000 | +0.7% | 106,353 | +0.5% | 1.40% | +3.5% |
| PNC | Buy | PNC Financial Services Group I | $12,141,000 | +13.5% | 134,769 | +2.5% | 1.37% | +16.6% |
| USB | Buy | US Bancorp | $12,054,000 | +8.9% | 281,050 | +2.4% | 1.36% | +11.9% |
| GE | Buy | General Electric Co. | $12,005,000 | -4.9% | 405,311 | +1.1% | 1.36% | -2.2% |
| VZ | Sell | Verizon Communications Inc. | $11,758,000 | -8.8% | 226,210 | -2.0% | 1.33% | -6.2% |
| GIS | Sell | General Mills Inc. | $11,747,000 | -13.1% | 183,899 | -3.0% | 1.33% | -10.7% |
| UTX | Buy | United Technologies Corp. | $10,896,000 | +0.7% | 107,246 | +1.7% | 1.23% | +3.4% |
| SJM | Buy | The JM Smucker Co. | $10,867,000 | -10.8% | 80,175 | +0.3% | 1.23% | -8.4% |
| WFC | Buy | Wells Fargo & Co. | $10,549,000 | -4.0% | 238,228 | +2.7% | 1.19% | -1.3% |
| NEE | Sell | NextEra Energy Inc. | $9,998,000 | -6.4% | 81,738 | -0.3% | 1.13% | -3.8% |
| DE | Sell | Deere & Co. | $9,672,000 | -0.5% | 113,318 | -5.5% | 1.09% | +2.2% |
| ORCL | Buy | Oracle Corp | $9,666,000 | -2.9% | 246,078 | +1.2% | 1.09% | -0.2% |
| VFC | Buy | VF Corporation | $7,349,000 | +1.9% | 131,110 | +11.8% | 0.83% | +4.8% |
| NVS | Buy | Novartis AG ADRsponsored adr | $4,863,000 | -2.3% | 61,594 | +2.2% | 0.55% | +0.5% |
| UL | Buy | Unilever PLC ADRsponsored adr | $4,746,000 | +1.8% | 100,120 | +2.9% | 0.54% | +4.5% |
| SAP | Buy | SAP SE ADRsponsored adr | $3,928,000 | +27.9% | 42,969 | +5.0% | 0.44% | +31.4% |
| SNY | Sell | Sanofi ADRsponsored adr | $2,554,000 | -12.7% | 66,875 | -4.3% | 0.29% | -10.2% |
| JPM | New | JPMorgan Chase & Co. | $1,268,000 | – | 19,045 | – | 0.14% | – |
| GRPU | Sell | Granite Real Estate Investmentunit | $1,041,000 | -38.7% | 34,075 | -40.2% | 0.12% | -36.9% |
| IMO | New | WPP PLC ADRsponsored adr | $253,000 | – | 2,220 | – | 0.03% | – |
| AGU | Sell | Agrium Inc. | $140,000 | -99.6% | 1,550 | -99.6% | 0.02% | -99.6% |
| POT | Sell | Potash Corp of Saskatchewan In | $60,000 | -38.8% | 3,700 | -39.3% | 0.01% | -36.4% |
| VET | Sell | Vermilion Energy Inc. | $43,000 | -99.6% | 1,100 | -99.6% | 0.01% | -99.5% |
| MFC | Buy | Manulife Financial Corp. | $45,000 | +32.4% | 3,196 | +27.8% | 0.01% | +25.0% |
| ECA | Buy | Encana Corp. | $37,000 | +60.9% | 3,550 | +18.3% | 0.00% | +33.3% |
| IWP | New | iShares Russell Mid-Cap Growth | $23,000 | – | 240 | – | 0.00% | – |
| AMZN | New | Amazon.com Inc. | $27,000 | – | 32 | – | 0.00% | – |
| BAC | New | Bank of America Corp. | $11,000 | – | 702 | – | 0.00% | – |
| AIG | New | American Inter.Grp I | $11,000 | – | 180 | – | 0.00% | – |
| AYA | New | Amaya Inc. | $6,000 | – | 340 | – | 0.00% | – |
| MGA | Sell | Magna International Inc. | $9,000 | -83.9% | 203 | -87.3% | 0.00% | -83.3% |
| GS | New | Goldman Sachs Group Inc./The | $6,000 | – | 40 | – | 0.00% | – |
| PAAS | New | Pan American Silver Corp. | $5,000 | – | 290 | – | 0.00% | – |
| New | Phillips 66 | $9,000 | – | 110 | – | 0.00% | – | |
| MET | New | Metlife Inc. | $10,000 | – | 228 | – | 0.00% | – |
| SSRI | New | Silver Standard Res. Inc.sponsored adr | $5,000 | – | 417 | – | 0.00% | – |
| GLW | New | Corning Inc. | $9,000 | – | 398 | – | 0.00% | – |
| BTG | New | B2Gold Corp. | $12,000 | – | 4,486 | – | 0.00% | – |
| BRKB | New | Berkshire Hathaway Inc. | $9,000 | – | 60 | – | 0.00% | – |
| LYB | New | LyondellBasell Industries NV | $8,000 | – | 102 | – | 0.00% | – |
| V | New | Visa Inc. | $4,000 | – | 54 | – | 0.00% | – |
| QSR | New | Restaurant Brands Internationa | $4,000 | – | 80 | – | 0.00% | – |
| Exit | PrairieSky Royalty Ltd. | $0 | – | -84 | – | 0.00% | – | |
| F | New | Ford Motor Co. | $4,000 | – | 310 | – | 0.00% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | New | Toronto-Dominion Bank | $55,865,000 | – | 1,309,864 | – | 6.14% | – |
| CNQ | New | Canadian Natural Resources Ltd | $54,100,000 | – | 1,765,591 | – | 5.95% | – |
| RY | New | Royal Bank of Canada | $53,936,000 | – | 919,077 | – | 5.93% | – |
| TRP | New | TransCanada Corp. | $53,816,000 | – | 1,197,517 | – | 5.92% | – |
| BMO | New | Bank of Montreal | $53,711,000 | – | 852,593 | – | 5.91% | – |
| BNS | New | Bank of Nova Scotia | $53,298,000 | – | 1,095,135 | – | 5.86% | – |
| CM | New | Canadian Imperial Bank of Comm | $50,959,000 | – | 683,128 | – | 5.60% | – |
| BCE | New | BCE Inc. | $47,445,000 | – | 1,009,474 | – | 5.22% | – |
| TU | New | TELUS Corp. | $44,899,000 | – | 1,403,993 | – | 4.94% | – |
| SU | New | Suncor Energy Inc. | $42,293,000 | – | 1,535,063 | – | 4.65% | – |
| SLF | New | Sun Life Financial Inc. | $40,022,000 | – | 1,226,712 | – | 4.40% | – |
| AGU | New | Agrium Inc. | $39,650,000 | – | 441,256 | – | 4.36% | – |
| CVE | New | Cenovus Energy Inc. | $35,356,000 | – | 2,573,734 | – | 3.89% | – |
| CNI | New | Canadian National Railway Co. | $27,373,000 | – | 466,755 | – | 3.01% | – |
| ENB | New | Enbridge Inc. | $22,812,000 | – | 542,233 | – | 2.51% | – |
| GIS | New | General Mills Inc. | $13,518,000 | – | 189,544 | – | 1.49% | – |
| JNJ | New | Johnson & Johnson | $13,191,000 | – | 108,749 | – | 1.45% | – |
| VZ | New | Verizon Communications Inc. | $12,886,000 | – | 230,775 | – | 1.42% | – |
| GE | New | General Electric Co. | $12,624,000 | – | 401,025 | – | 1.39% | – |
| BDX | New | Becton Dickinson and Co. | $12,590,000 | – | 74,237 | – | 1.38% | – |
| HON | New | Honeywell International Inc. | $12,308,000 | – | 105,813 | – | 1.35% | – |
| SJM | New | The JM Smucker Co. | $12,179,000 | – | 79,910 | – | 1.34% | – |
| MSFT | New | Microsoft Corp. | $11,992,000 | – | 234,350 | – | 1.32% | – |
| INTC | New | Intel Corporation | $11,955,000 | – | 364,491 | – | 1.32% | – |
| CSCO | New | Cisco Systems Inc. | $11,813,000 | – | 411,739 | – | 1.30% | – |
| USB | New | US Bancorp | $11,069,000 | – | 274,450 | – | 1.22% | – |
| WFC | New | Wells Fargo & Co. | $10,984,000 | – | 232,070 | – | 1.21% | – |
| UTX | New | United Technologies Corp. | $10,819,000 | – | 105,500 | – | 1.19% | – |
| PNC | New | PNC Financial Services Group I | $10,700,000 | – | 131,464 | – | 1.18% | – |
| NEE | New | NextEra Energy Inc. | $10,687,000 | – | 81,958 | – | 1.18% | – |
| ORCL | New | Oracle Corp | $9,951,000 | – | 243,128 | – | 1.09% | – |
| VET | New | Vermilion Energy Inc. | $9,889,000 | – | 312,650 | – | 1.09% | – |
| DE | New | Deere & Co. | $9,720,000 | – | 119,938 | – | 1.07% | – |
| VFC | New | VF Corporation | $7,213,000 | – | 117,300 | – | 0.79% | – |
| NVS | New | Novartis AG ADRsponsored adr | $4,975,000 | – | 60,290 | – | 0.55% | – |
| UL | New | Unilever PLC ADRsponsored adr | $4,662,000 | – | 97,315 | – | 0.51% | – |
| SAP | New | SAP SE ADRsponsored adr | $3,071,000 | – | 40,935 | – | 0.34% | – |
| SNY | New | Sanofi ADRsponsored adr | $2,924,000 | – | 69,870 | – | 0.32% | – |
| GRPU | New | Granite Real Estate Investmentunit | $1,697,000 | – | 56,975 | – | 0.19% | – |
| POT | New | Potash Corp of Saskatchewan In | $98,000 | – | 6,100 | – | 0.01% | – |
| MGA | New | Magna International Inc. | $56,000 | – | 1,600 | – | 0.01% | – |
| MFC | New | Manulife Financial Corp. | $34,000 | – | 2,500 | – | 0.00% | – |
| ECA | New | Encana Corp. | $23,000 | – | 3,000 | – | 0.00% | – |
| BTEGF | New | Baytex Energy Corp. | $20,000 | – | 3,500 | – | 0.00% | – |
| New | PrairieSky Royalty Ltd. | $2,000 | – | 84 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Chorus Aviation Inc. | $0 | – | -4 | – | 0.00% | – | |
| WM | Exit | Waste Management, Inc. | $0 | – | -125 | – | -0.00% | – |
| ECA | Exit | Encana Corp. | $0 | – | -3,000 | – | -0.00% | – |
| CL | Exit | Colgate Palmolive Co. | $0 | – | -689 | – | -0.01% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -1,158 | – | -0.01% | – |
| CPG | Exit | Crescent Point Energy Corp. | $0 | – | -3,509 | – | -0.01% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -2,500 | – | -0.01% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -407 | – | -0.01% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -1,600 | – | -0.01% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -5,883 | – | -0.04% | – |
| ACN | Exit | Accenture PLCsponsored adr | $0 | – | -4,125 | – | -0.05% | – |
| SNY | Exit | Sanofi ADRsponsored adr | $0 | – | -11,250 | – | -0.07% | – |
| NEE | Exit | NextEra Energy Inc. | $0 | – | -9,195 | – | -0.11% | – |
| RIO | Exit | Rio Tinto PLC ADRsponsored adr | $0 | – | -30,900 | – | -0.13% | – |
| SAP | Exit | SAP SE ADRsponsored adr | $0 | – | -16,875 | – | -0.13% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -18,000 | – | -0.14% | – |
| BTEGF | Exit | Baytex Energy Corp. | $0 | – | -480,500 | – | -0.19% | – |
| GRPU | Exit | Granite Real Estate Investmentunit | $0 | – | -76,075 | – | -0.26% | – |
| BHP | Exit | BHP Billiton Ltd. ADRsponsored adr | $0 | – | -75,655 | – | -0.29% | – |
| UL | Exit | Unilever PLC ADRsponsored adr | $0 | – | -74,695 | – | -0.37% | – |
| NVS | Exit | Novartis AG ADRsponsored adr | $0 | – | -54,630 | – | -0.62% | – |
| SJM | Exit | The JM Smucker Co. | $0 | – | -71,580 | – | -1.00% | – |
| STI | Exit | SunTrust Banks Inc. | $0 | – | -237,410 | – | -1.12% | – |
| UTX | Exit | United Technologies Corp. | $0 | – | -103,616 | – | -1.13% | – |
| DE | Exit | Deere & Co. | $0 | – | -125,936 | – | -1.14% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -280,818 | – | -1.25% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -245,715 | – | -1.31% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -118,544 | – | -1.38% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -121,030 | – | -1.39% | – |
| BDX | Exit | Becton Dickinson and Co. | $0 | – | -85,598 | – | -1.40% | – |
| INTC | Exit | Intel Corporation | $0 | – | -381,090 | – | -1.41% | – |
| USB | Exit | US Bancorp | $0 | – | -280,840 | – | -1.42% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -439,131 | – | -1.42% | – |
| GE | Exit | General Electric Co. | $0 | – | -472,040 | – | -1.46% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -212,341 | – | -1.46% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -275,099 | – | -1.49% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -136,756 | – | -1.50% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -239,887 | – | -1.51% | – |
| WNGRF | Exit | George Weston Ltd. | $0 | – | -213,605 | – | -2.12% | – |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -595,875 | – | -2.35% | – |
| POT | Exit | Potash Corp of Saskatchewan In | $0 | – | -1,295,448 | – | -3.26% | – |
| CNQ | Exit | Canadian Natural Resources Ltd | $0 | – | -1,580,097 | – | -3.77% | – |
| TRP | Exit | TransCanada Corp. | $0 | – | -999,457 | – | -3.87% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -1,145,298 | – | -4.52% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -2,508,916 | – | -4.66% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -1,459,117 | – | -4.78% | – |
| AGU | Exit | Agrium Inc. | $0 | – | -438,121 | – | -4.81% | – |
| BCE | Exit | BCE Inc. | $0 | – | -1,004,791 | – | -5.03% | – |
| TU | Exit | TELUS Corp. | $0 | – | -1,334,591 | – | -5.15% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -1,069,461 | – | -5.77% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -877,311 | – | -5.86% | – |
| CM | Exit | Canadian Imperial Bank of Comm | $0 | – | -689,661 | – | -6.06% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -929,647 | – | -6.29% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,346,000 | – | -6.49% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TD | Sell | Toronto-Dominion Bank | $52,865,000 | -12.0% | 1,346,000 | -4.8% | 6.49% | -0.5% |
| RY | Sell | Royal Bank of Canada | $51,221,000 | -14.8% | 929,647 | -5.3% | 6.29% | -3.7% |
| CM | Sell | Canadian Imperial Bank of Comm | $49,378,000 | -10.6% | 689,661 | -7.9% | 6.06% | +1.1% |
| BMO | Sell | Bank of Montreal | $47,678,000 | -11.9% | 877,311 | -3.8% | 5.86% | -0.4% |
| BNS | Sell | Bank of Nova Scotia | $46,979,000 | -16.1% | 1,069,461 | -1.2% | 5.77% | -5.1% |
| TU | Sell | TELUS Corp. | $41,907,000 | -13.1% | 1,334,591 | -4.5% | 5.15% | -1.7% |
| BCE | Sell | BCE Inc. | $40,979,000 | -4.7% | 1,004,791 | -0.6% | 5.03% | +7.7% |
| AGU | Sell | Agrium Inc. | $39,129,000 | -21.1% | 438,121 | -6.2% | 4.81% | -10.8% |
| SU | Sell | Suncor Energy Inc. | $38,883,000 | -14.5% | 1,459,117 | -11.5% | 4.78% | -3.3% |
| CVE | Sell | Cenovus Energy Inc. | $37,917,000 | -8.0% | 2,508,916 | -2.6% | 4.66% | +4.0% |
| SLF | Sell | Sun Life Financial Inc. | $36,809,000 | -13.3% | 1,145,298 | -9.8% | 4.52% | -2.0% |
| TRP | Buy | TransCanada Corp. | $31,492,000 | -5.4% | 999,457 | +22.1% | 3.87% | +7.0% |
| CNQ | Buy | Canadian Natural Resources Ltd | $30,662,000 | -28.4% | 1,580,097 | +0.3% | 3.77% | -19.0% |
| POT | Sell | Potash Corp of Saskatchewan In | $26,533,000 | -37.4% | 1,295,448 | -5.2% | 3.26% | -29.2% |
| VET | Sell | Vermilion Energy Inc. | $19,118,000 | -30.9% | 595,875 | -6.9% | 2.35% | -21.9% |
| WNGRF | New | George Weston Ltd. | $17,217,000 | – | 213,605 | – | 2.12% | – |
| WFC | Buy | Wells Fargo & Co. | $12,318,000 | -7.1% | 239,887 | +1.8% | 1.51% | +5.1% |
| PNC | Buy | PNC Financial Services Group I | $12,199,000 | -5.2% | 136,756 | +1.7% | 1.50% | +7.2% |
| MSFT | Buy | Microsoft Corp. | $12,159,000 | +2.3% | 275,099 | +2.2% | 1.49% | +15.6% |
| GIS | Buy | General Mills Inc. | $11,919,000 | +1.9% | 212,341 | +1.1% | 1.46% | +15.2% |
| GE | Buy | General Electric Co. | $11,905,000 | -2.7% | 472,040 | +2.5% | 1.46% | +10.0% |
| CSCO | Buy | Cisco Systems Inc. | $11,525,000 | -1.9% | 439,131 | +2.7% | 1.42% | +11.0% |
| USB | Buy | US Bancorp | $11,517,000 | -3.5% | 280,840 | +2.1% | 1.42% | +9.2% |
| INTC | Buy | Intel Corporation | $11,477,000 | +2.3% | 381,090 | +3.3% | 1.41% | +15.8% |
| BDX | Buy | Becton Dickinson and Co. | $11,355,000 | -4.9% | 85,598 | +1.5% | 1.40% | +7.6% |
| JNJ | Buy | Johnson & Johnson | $11,298,000 | -1.4% | 121,030 | +3.0% | 1.39% | +11.6% |
| HON | Buy | Honeywell International Inc. | $11,225,000 | -4.9% | 118,544 | +2.4% | 1.38% | +7.6% |
| VZ | Buy | Verizon Communications Inc. | $10,691,000 | -3.0% | 245,715 | +3.9% | 1.31% | +9.6% |
| ORCL | Buy | Oracle Corp | $10,143,000 | -5.4% | 280,818 | +5.6% | 1.25% | +7.0% |
| DE | Buy | Deere & Co. | $9,319,000 | -21.9% | 125,936 | +2.4% | 1.14% | -11.7% |
| UTX | Buy | United Technologies Corp. | $9,221,000 | -14.5% | 103,616 | +6.6% | 1.13% | -3.2% |
| STI | Buy | SunTrust Banks Inc. | $9,079,000 | -8.4% | 237,410 | +3.1% | 1.12% | +3.6% |
| SJM | Buy | The JM Smucker Co. | $8,167,000 | +12.9% | 71,580 | +7.3% | 1.00% | +27.6% |
| NVS | Buy | Novartis AG ADRsponsored adr | $5,022,000 | -0.2% | 54,630 | +6.7% | 0.62% | +12.8% |
| UL | Buy | Unilever PLC ADRsponsored adr | $3,046,000 | +13.7% | 74,695 | +19.8% | 0.37% | +28.5% |
| BHP | Sell | BHP Billiton Ltd. ADRsponsored adr | $2,392,000 | -24.9% | 75,655 | -3.3% | 0.29% | -15.0% |
| GRPU | Buy | Granite Real Estate Investmentunit | $2,134,000 | +36.3% | 76,075 | +67.3% | 0.26% | +54.1% |
| BTEGF | Sell | Baytex Energy Corp. | $1,528,000 | -80.0% | 480,500 | -1.8% | 0.19% | -77.3% |
| SAP | Sell | SAP SE ADRsponsored adr | $1,093,000 | -8.1% | 16,875 | -0.3% | 0.13% | +3.9% |
| NEE | Buy | NextEra Energy Inc. | $897,000 | +160.8% | 9,195 | +162.0% | 0.11% | +197.3% |
| SNY | Buy | Sanofi ADRsponsored adr | $534,000 | +33.8% | 11,250 | +39.8% | 0.07% | +53.5% |
| ACN | Sell | Accenture PLCsponsored adr | $405,000 | -18.3% | 4,125 | -19.5% | 0.05% | -7.4% |
| CNI | Buy | Canadian National Railway Co. | $333,000 | +22.9% | 5,883 | +25.4% | 0.04% | +41.4% |
| MGA | New | Magna International Inc. | $76,000 | – | 1,600 | – | 0.01% | – |
| COST | New | Costco Wholesale Corp. | $59,000 | – | 407 | – | 0.01% | – |
| MFC | New | Manulife Financial Corp. | $39,000 | – | 2,500 | – | 0.01% | – |
| CPG | New | Crescent Point Energy Corp. | $40,000 | – | 3,509 | – | 0.01% | – |
| CL | New | Colgate Palmolive Co. | $44,000 | – | 689 | – | 0.01% | – |
| ENB | New | Enbridge Inc. | $43,000 | – | 1,158 | – | 0.01% | – |
| ECA | New | Encana Corp. | $19,000 | – | 3,000 | – | 0.00% | – |
| WM | New | Waste Management, Inc. | $6,000 | – | 125 | – | 0.00% | – |
| New | Chorus Aviation Inc. | $0 | – | 4 | – | 0.00% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | New | Royal Bank of Canada | $60,136,000 | – | 982,141 | – | 6.53% | – |
| TD | New | Toronto-Dominion Bank | $60,102,000 | – | 1,413,503 | – | 6.53% | – |
| BNS | New | Bank of Nova Scotia | $55,962,000 | – | 1,082,825 | – | 6.08% | – |
| CM | New | Canadian Imperial Bank of Comm | $55,250,000 | – | 748,583 | – | 6.00% | – |
| BMO | New | Bank of Montreal | $54,123,000 | – | 912,239 | – | 5.88% | – |
| AGU | New | Agrium Inc. | $49,586,000 | – | 467,310 | – | 5.39% | – |
| TU | New | TELUS Corp. | $48,214,000 | – | 1,397,764 | – | 5.24% | – |
| SU | New | Suncor Energy Inc. | $45,460,000 | – | 1,648,559 | – | 4.94% | – |
| BCE | New | BCE Inc. | $43,018,000 | – | 1,011,316 | – | 4.67% | – |
| CNQ | New | Canadian Natural Resources Ltd | $42,815,000 | – | 1,575,464 | – | 4.65% | – |
| SLF | New | Sun Life Financial Inc. | $42,456,000 | – | 1,270,068 | – | 4.61% | – |
| POT | New | Potash Corp of Saskatchewan In | $42,376,000 | – | 1,366,657 | – | 4.60% | – |
| CVE | New | Cenovus Energy Inc. | $41,235,000 | – | 2,575,683 | – | 4.48% | – |
| TRP | New | TransCanada Corp. | $33,297,000 | – | 818,298 | – | 3.62% | – |
| VET | New | Vermilion Energy Inc. | $27,684,000 | – | 640,125 | – | 3.01% | – |
| WFC | New | Wells Fargo & Co. | $13,256,000 | – | 235,697 | – | 1.44% | – |
| PNC | New | PNC Financial Services Group I | $12,867,000 | – | 134,526 | – | 1.40% | – |
| GE | New | General Electric Co. | $12,240,000 | – | 460,670 | – | 1.33% | – |
| BDX | New | Becton Dickinson and Co. | $11,946,000 | – | 84,332 | – | 1.30% | – |
| USB | New | US Bancorp | $11,935,000 | – | 275,002 | – | 1.30% | – |
| DE | New | Deere & Co. | $11,934,000 | – | 122,972 | – | 1.30% | – |
| MSFT | New | Microsoft Corp. | $11,888,000 | – | 269,260 | – | 1.29% | – |
| HON | New | Honeywell International Inc. | $11,801,000 | – | 115,735 | – | 1.28% | – |
| CSCO | New | Cisco Systems Inc. | $11,744,000 | – | 427,671 | – | 1.28% | – |
| GIS | New | General Mills Inc. | $11,699,000 | – | 209,964 | – | 1.27% | – |
| JNJ | New | Johnson & Johnson | $11,453,000 | – | 117,513 | – | 1.24% | – |
| INTC | New | Intel Corporation | $11,219,000 | – | 368,860 | – | 1.22% | – |
| VZ | New | Verizon Communications Inc. | $11,026,000 | – | 236,550 | – | 1.20% | – |
| UTX | New | United Technologies Corp. | $10,784,000 | – | 97,210 | – | 1.17% | – |
| ORCL | New | Oracle Corp | $10,718,000 | – | 265,943 | – | 1.16% | – |
| STI | New | SunTrust Banks Inc. | $9,907,000 | – | 230,285 | – | 1.08% | – |
| BTEGF | New | Baytex Energy Corp. | $7,625,000 | – | 489,500 | – | 0.83% | – |
| SJM | New | The JM Smucker Co. | $7,234,000 | – | 66,730 | – | 0.79% | – |
| NVS | New | Novartis AG ADRsponsored adr | $5,033,000 | – | 51,180 | – | 0.55% | – |
| BHP | New | BHP Billiton Ltd. ADRsponsored adr | $3,184,000 | – | 78,205 | – | 0.35% | – |
| UL | New | Unilever PLC ADRsponsored adr | $2,678,000 | – | 62,345 | – | 0.29% | – |
| GRPU | New | Granite Real Estate Investmentunit | $1,566,000 | – | 45,475 | – | 0.17% | – |
| DGX | New | Quest Diagnostics Inc. | $1,305,000 | – | 18,000 | – | 0.14% | – |
| RIO | New | Rio Tinto PLC ADRsponsored adr | $1,273,000 | – | 30,900 | – | 0.14% | – |
| SAP | New | SAP SE ADRsponsored adr | $1,189,000 | – | 16,925 | – | 0.13% | – |
| ACN | New | Accenture PLCsponsored adr | $496,000 | – | 5,125 | – | 0.05% | – |
| SNY | New | Sanofi ADRsponsored adr | $399,000 | – | 8,050 | – | 0.04% | – |
| NEE | New | NextEra Energy Inc. | $344,000 | – | 3,510 | – | 0.04% | – |
| CNI | New | Canadian National Railway Co. | $271,000 | – | 4,690 | – | 0.03% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SAP | Exit | SAP SE-Sponsored ADRadr | $0 | – | -11,800 | – | -0.06% | – |
| RIO | Exit | Rio Tinto PLCadr | $0 | – | -18,900 | – | -0.07% | – |
| SIEGY | Exit | Siemens AG ADRadr | $0 | – | -7,900 | – | -0.07% | – |
| TSM | Exit | Taiwan Semiconductor SP ADRadr | $0 | – | -49,000 | – | -0.08% | – |
| UL | Exit | Unilever PLC ADRadr | $0 | – | -23,895 | – | -0.08% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -22,275 | – | -0.16% | – |
| BHP | Exit | BHP Billiton Ltd. ADRadr | $0 | – | -41,755 | – | -0.19% | – |
| IBM | Exit | International Business Machine | $0 | – | -16,705 | – | -0.24% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -142,315 | – | -0.42% | – |
| CSX | Exit | CSX Corp. | $0 | – | -177,390 | – | -0.44% | – |
| DE | Exit | Deere & Co. | $0 | – | -103,192 | – | -0.65% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -91,070 | – | -0.66% | – |
| UTX | Exit | United Technologies Corp. | $0 | – | -82,930 | – | -0.67% | – |
| VFC | Exit | VF Corporation | $0 | – | -133,485 | – | -0.68% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -176,089 | – | -0.68% | – |
| BDX | Exit | Becton Dickinson and Co. | $0 | – | -78,277 | – | -0.68% | – |
| BAX | Exit | Baxter International Inc. | $0 | – | -124,885 | – | -0.69% | – |
| GE | Exit | General Electric Co. | $0 | – | -351,125 | – | -0.69% | – |
| HON | Exit | Honeywell International Inc | $0 | – | -101,560 | – | -0.72% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -379,645 | – | -0.73% | – |
| USB | Exit | US Bancorp | $0 | – | -234,797 | – | -0.75% | – |
| PNC | Exit | PNC Financial Services Group I | $0 | – | -118,131 | – | -0.78% | – |
| NSC | Exit | Norfolk Southern Corp. | $0 | – | -96,345 | – | -0.82% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -211,037 | – | -0.84% | – |
| INTC | Exit | Intel Corporation | $0 | – | -318,055 | – | -0.85% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -251,136 | – | -0.89% | – |
| BTEGF | Exit | Baytex Energy Corp. | $0 | – | -364,200 | – | -1.06% | – |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -230,425 | – | -1.08% | – |
| UNP | Exit | Union Pacific Corp. | $0 | – | -200,000 | – | -1.66% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -556,932 | – | -3.03% | – |
| SLF | Exit | Sun Life Financial Inc. | $0 | – | -1,647,446 | – | -4.58% | – |
| CDUAF | Exit | Canadian Utilities Ltd. | $0 | – | -1,724,930 | – | -4.62% | – |
| AGU | Exit | Agrium Inc. | $0 | – | -806,444 | – | -5.49% | – |
| POT | Exit | Potash Corp of Saskatchewan In | $0 | – | -2,153,394 | – | -5.71% | – |
| CVE | Exit | Cenovus Energy Inc. | $0 | – | -2,837,423 | – | -5.85% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -816,656 | – | -5.94% | – |
| CNQ | Exit | Canadian Natural Resources Ltd | $0 | – | -2,067,939 | – | -6.16% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -2,258,318 | – | -6.26% | – |
| BNS | Exit | Bank of Nova Scotia | $0 | – | -1,407,841 | – | -6.67% | – |
| CM | Exit | Canadian Imperial Bank of Comm | $0 | – | -991,942 | – | -6.83% | – |
| BMO | Exit | Bank of Montreal | $0 | – | -1,245,650 | – | -7.03% | – |
| TD | Exit | Toronto-Dominion Bank | $0 | – | -1,869,909 | – | -7.07% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -1,343,528 | – | -7.36% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RY | Buy | Royal Bank of Canada | $95,958,000 | +4032.6% | 1,343,528 | +4294.2% | 7.36% | +643.4% |
| TD | Buy | Toronto-Dominion Bank | $92,215,000 | +3907.6% | 1,869,909 | +4341.6% | 7.07% | +620.9% |
| BMO | Buy | Bank of Montreal | $91,614,000 | +4157.2% | 1,245,650 | +4429.6% | 7.03% | +665.4% |
| CM | Buy | Canadian Imperial Bank of Comm | $89,028,000 | +4200.9% | 991,942 | +4535.2% | 6.83% | +673.3% |
| BNS | Buy | Bank of Nova Scotia | $87,012,000 | +3884.1% | 1,407,841 | +4463.5% | 6.67% | +616.8% |
| SU | Buy | Suncor Energy Inc. | $81,664,000 | +3613.7% | 2,258,318 | +4553.9% | 6.26% | +567.7% |
| CNQ | Buy | Canadian Natural Resources Ltd | $80,280,000 | +3542.5% | 2,067,939 | +4480.2% | 6.16% | +555.0% |
| MGA | Buy | Magna International Inc. | $77,455,000 | +2635.0% | 816,656 | +3203.0% | 5.94% | +391.7% |
| CVE | Buy | Cenovus Energy Inc. | $76,278,000 | +3817.7% | 2,837,423 | +4915.3% | 5.85% | +604.8% |
| POT | Buy | Potash Corp of Saskatchewan In | $74,507,000 | +4586.0% | 2,153,394 | +5365.5% | 5.71% | +742.8% |
| AGU | Buy | Agrium Inc. | $71,640,000 | +4666.5% | 806,444 | +5128.2% | 5.49% | +757.1% |
| CDUAF | New | Canadian Utilities Ltd. | $60,206,000 | – | 1,724,930 | – | 4.62% | – |
| SLF | Buy | Sun Life Financial Inc. | $59,680,000 | +3188.2% | 1,647,446 | +3442.9% | 4.58% | +491.3% |
| CNI | Buy | Canadian National Railway Co. | $39,510,000 | +2090.1% | 556,932 | +2033.8% | 3.03% | +294.0% |
| VET | Buy | Vermilion Energy Inc. | $14,016,000 | +2300.0% | 230,425 | +2826.0% | 1.08% | +331.7% |
| BTEGF | Buy | Baytex Energy Corp. | $13,762,000 | +3798.6% | 364,200 | +4958.3% | 1.06% | +598.7% |
| MSFT | Buy | Microsoft Corp. | $11,643,000 | +5.5% | 251,136 | +1.0% | 0.89% | -81.0% |
| INTC | Sell | Intel Corporation | $11,075,000 | +5.8% | 318,055 | -0.0% | 0.85% | -81.0% |
| WFC | Buy | Wells Fargo & Co. | $10,946,000 | -4.9% | 211,037 | +2.6% | 0.84% | -82.9% |
| NSC | Buy | Norfolk Southern Corp. | $10,752,000 | +3.6% | 96,345 | +1.9% | 0.82% | -81.4% |
| PNC | Buy | PNC Financial Services Group I | $10,110,000 | -6.8% | 118,131 | +3.3% | 0.78% | -83.2% |
| USB | Buy | US Bancorp | $9,822,000 | -7.0% | 234,797 | +2.6% | 0.75% | -83.3% |
| CSCO | Buy | Cisco Systems Inc. | $9,556,000 | -1.6% | 379,645 | +3.4% | 0.73% | -82.3% |
| HON | Buy | Honeywell International Inc | $9,457,000 | -2.9% | 101,560 | +3.2% | 0.72% | -82.5% |
| GE | Buy | General Electric Co. | $8,996,000 | -3.5% | 351,125 | +5.4% | 0.69% | -82.6% |
| BAX | New | Baxter International Inc. | $8,963,000 | – | 124,885 | – | 0.69% | – |
| BDX | Buy | Becton Dickinson and Co. | $8,909,000 | -5.0% | 78,277 | +5.1% | 0.68% | -82.9% |
| GIS | Buy | General Mills Inc. | $8,884,000 | -6.0% | 176,089 | +4.2% | 0.68% | -83.1% |
| VFC | Sell | VF Corporation | $8,814,000 | -6.8% | 133,485 | -5.3% | 0.68% | -83.2% |
| UTX | Buy | United Technologies Corp. | $8,757,000 | -10.4% | 82,930 | +4.3% | 0.67% | -83.9% |
| MCD | Buy | McDonald's Corp. | $8,634,000 | -5.3% | 91,070 | +7.2% | 0.66% | -83.0% |
| DE | Buy | Deere & Co. | $8,461,000 | -10.8% | 103,192 | +4.9% | 0.65% | -83.9% |
| CSX | Sell | CSX Corp. | $5,687,000 | -4.7% | 177,390 | -2.4% | 0.44% | -82.9% |
| ORCL | Buy | Oracle Corp | $5,448,000 | +17.4% | 142,315 | +32.2% | 0.42% | -78.9% |
| IBM | Sell | International Business Machine | $3,171,000 | -6.2% | 16,705 | -4.6% | 0.24% | -83.1% |
| BHP | Buy | BHP Billiton Ltd. ADRadr | $2,459,000 | -9.0% | 41,755 | +12.7% | 0.19% | -83.6% |
| NVS | Sell | Novartis AG ADRadr | $2,097,000 | -24.2% | 22,275 | -22.3% | 0.16% | -86.3% |
| UL | Buy | Unilever PLC ADRadr | $1,001,000 | +15.9% | 23,895 | +33.3% | 0.08% | -79.1% |
| TSM | Buy | Taiwan Semiconductor SP ADRadr | $989,000 | +3.0% | 49,000 | +16.1% | 0.08% | -81.4% |
| SIEGY | Buy | Siemens AG ADRadr | $941,000 | +3.7% | 7,900 | +22.5% | 0.07% | -81.4% |
| RIO | Buy | Rio Tinto PLCadr | $930,000 | -4.3% | 18,900 | +12.2% | 0.07% | -82.9% |
| SAP | New | SAP SE-Sponsored ADRadr | $851,000 | – | 11,800 | – | 0.06% | – |
| THI | Exit | Tim Hortons Inc. | $0 | – | -27,800 | – | -0.69% | – |
| MDT | Exit | Medtronic Inc. | $0 | – | -152,640 | – | -4.42% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UNP | New | Union Pacific Corp. | $21,289,000 | – | 200,000 | – | 9.08% | – |
| WFC | New | Wells Fargo & Co. | $11,510,000 | – | 205,690 | – | 4.91% | – |
| MSFT | New | Microsoft Corp. | $11,036,000 | – | 248,575 | – | 4.71% | – |
| PNC | New | PNC Financial Services Group I | $10,846,000 | – | 114,400 | – | 4.62% | – |
| USB | New | US Bancorp | $10,556,000 | – | 228,861 | – | 4.50% | – |
| INTC | New | Intel Corporation | $10,467,000 | – | 318,205 | – | 4.46% | – |
| NSC | New | Norfolk Southern Corp. | $10,377,000 | – | 94,590 | – | 4.42% | – |
| MDT | New | Medtronic Inc. | $10,362,000 | – | 152,640 | – | 4.42% | – |
| UTX | New | United Technologies Corp. | $9,775,000 | – | 79,520 | – | 4.17% | – |
| HON | New | Honeywell International Inc. | $9,741,000 | – | 98,420 | – | 4.15% | – |
| CSCO | New | Cisco Systems Inc. | $9,714,000 | – | 367,145 | – | 4.14% | – |
| DE | New | Deere & Co. | $9,481,000 | – | 98,342 | – | 4.04% | – |
| VFC | New | VF Corporation | $9,453,000 | – | 140,935 | – | 4.03% | – |
| GIS | New | General Mills Inc. | $9,453,000 | – | 168,975 | – | 4.03% | – |
| BDX | New | Becton Dickinson and Co. | $9,382,000 | – | 74,477 | – | 4.00% | – |
| GE | New | General Electric Co. | $9,318,000 | – | 333,025 | – | 3.97% | – |
| MCD | New | McDonald's Corp. | $9,114,000 | – | 84,975 | – | 3.89% | – |
| CSX | New | CSX Corp. | $5,967,000 | – | 181,815 | – | 2.54% | – |
| ORCL | New | Oracle Corp | $4,639,000 | – | 107,615 | – | 1.98% | – |
| IBM | New | International Business Machine | $3,381,000 | – | 17,507 | – | 1.44% | – |
| MGA | New | Magna International Inc. | $2,832,000 | – | 24,725 | – | 1.21% | – |
| NVS | New | Novartis AG ADRadr | $2,766,000 | – | 28,665 | – | 1.18% | – |
| BHP | New | BHP Billiton Ltd. ADRadr | $2,702,000 | – | 37,040 | – | 1.15% | – |
| RY | New | Royal Bank of Canada | $2,322,000 | – | 30,575 | – | 0.99% | – |
| TD | New | Toronto-Dominion Bank | $2,301,000 | – | 42,100 | – | 0.98% | – |
| CNQ | New | Canadian Natural Resources Ltd | $2,204,000 | – | 45,150 | – | 0.94% | – |
| SU | New | Suncor Energy Inc. | $2,199,000 | – | 48,525 | – | 0.94% | – |
| BNS | New | Bank of Nova Scotia | $2,184,000 | – | 30,850 | – | 0.93% | – |
| BMO | New | Bank of Montreal | $2,152,000 | – | 27,500 | – | 0.92% | – |
| CM | New | Canadian Imperial Bank of Comm | $2,070,000 | – | 21,400 | – | 0.88% | – |
| CVE | New | Cenovus Energy Inc. | $1,947,000 | – | 56,575 | – | 0.83% | – |
| SLF | New | Sun Life Financial Inc. | $1,815,000 | – | 46,500 | – | 0.77% | – |
| CNI | New | Canadian National Railway Co. | $1,804,000 | – | 26,100 | – | 0.77% | – |
| THI | New | Tim Hortons Inc. | $1,618,000 | – | 27,800 | – | 0.69% | – |
| POT | New | Potash Corp of Saskatchewan In | $1,590,000 | – | 39,400 | – | 0.68% | – |
| AGU | New | Agrium Inc. | $1,503,000 | – | 15,425 | – | 0.64% | – |
| RIO | New | Rio Tinto PLCadr | $972,000 | – | 16,850 | – | 0.41% | – |
| TSM | New | Taiwan Semiconductor SP ADRadr | $960,000 | – | 42,200 | – | 0.41% | – |
| SIEGY | New | Siemens AG ADRadr | $907,000 | – | 6,450 | – | 0.39% | – |
| UL | New | Unilever PLC ADRadr | $864,000 | – | 17,925 | – | 0.37% | – |
| VET | New | Vermilion Energy Inc. | $584,000 | – | 7,875 | – | 0.25% | – |
| BTEGF | New | Baytex Energy Corp. | $353,000 | – | 7,200 | – | 0.15% | – |