The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
Adobe Systems Inc Common 00724F101 618 6,000 SH   SOLE   6,000 0 0
Algonquin Power & Utilities Corp Common 015857105 12,898 1,521,000 SH   SOLE   1,521,000 0 0
Align Technology Inc Common 016255101 404 4,200 SH   SOLE   4,200 0 0
Alphabet Inc Common 02079K107 5,403 7,000 SH   SOLE   7,000 0 0
Altria Group Inc Common 02209S103 11,178 165,300 SH   SOLE   165,300 0 0
American International Group Inc Common 026874784 653 10,000 SH   SOLE   10,000 0 0
American Water Works Company Inc Common 030420103 499 6,900 SH   SOLE   6,900 0 0
Apache Corp Common 037411105 20,244 318,950 SH   SOLE   318,950 0 0
Apple Inc Common 037833100 5,339 46,100 SH   SOLE   46,100 0 0
Arris International PLC Common G0551A103 618 20,500 SH   SOLE   20,500 0 0
Bank of America Corp Common 060505104 31,230 1,413,120 SH   SOLE   1,413,120 0 0
Bank of Montreal Common 063671101 21,263 295,642 SH   SOLE   295,642 0 0
Bank of New York Mellon Corp Common 064058100 4,094 86,400 SH   SOLE   86,400 0 0
Bank of Nova Scotia Common 064149107 18,308 328,800 SH   SOLE   328,800 0 0
Baytex Energy Corp Common 07317Q105 3,702 758,600 SH   SOLE   758,600 0 0
Canadian National Railway Co Common 136375102 18,090 268,400 SH   SOLE   268,400 0 0
Caterpillar Inc Common 149123101 14,106 152,100 SH   SOLE   152,100 0 0
CBS Corp Common 124857202 14,162 222,600 SH   SOLE   222,600 0 0
Celgene Corp Common 151020104 625 5,400 SH   SOLE   5,400 0 0
Cisco Systems Inc Common 17275R102 535 17,700 SH   SOLE   17,700 0 0
Citigroup Inc Common 172967424 21,707 365,250 SH   SOLE   365,250 0 0
Comcast Corp Common 20030N101 1,201 17,400 SH   SOLE   17,400 0 0
Comerica Inc Common 200340107 17,858 262,200 SH   SOLE   262,200 0 0
Delta Air Lines Inc Common 247361702 644 13,100 SH   SOLE   13,100 0 0
Devon Energy Corp Common 25179M103 589 12,900 SH   SOLE   12,900 0 0
Diamondback Energy Inc Common 25278X109 707 7,000 SH   SOLE   7,000 0 0
Dow Chemical Co Common 260543103 16,136 282,000 SH   SOLE   282,000 0 0
ETRADE Financial Corp Common 269246401 4,290 123,800 SH   SOLE   123,800 0 0
Eaton Corporation PLC Common G29183103 13,720 204,500 SH   SOLE   204,500 0 0
Enerplus Corp Common 292766102 8,147 859,350 SH   SOLE   859,350 0 0
EOG Resources Inc Common 26875P101 576 5,700 SH   SOLE   5,700 0 0
FedEx Corp Common 31428X106 17,335 93,100 SH   SOLE   93,100 0 0
Financial Select Sector SPDR Fund ETP 81369Y605 3,713 159,700 SH   SOLE   159,700 0 0
First Republic Bank Common 33616C100 6,975 75,700 SH   SOLE   75,700 0 0
First Tr Morningstar Dividend Leaders Index Fund ETP 336917109 477 17,200 SH   SOLE   17,200 0 0
First Trust Cloud Computing ETF ETP 33734X192 1,752 50,800 SH   SOLE   50,800 0 0
First Trust Dow Jones Internet Index Fund ETP 33733E302 862 10,800 SH   SOLE   10,800 0 0
First Trust Financials AlphaDEX Fund ETP 33734X135 2,854 105,600 SH   SOLE   105,600 0 0
First Trust Industrials/Producer Drbls AlphaDEX Fd ETP 33734X150 3,423 104,100 SH   SOLE   104,100 0 0
First Trust Large Cap Value AlphaDEX Fund ETP 33735J101 1,945 41,500 SH   SOLE   41,500 0 0
First Trust Materials AlphaDEX Fund ETP 33734X168 985 27,500 SH   SOLE   27,500 0 0
First Trust Technology AlphaDEX Fund ETP 33734X176 2,770 73,100 SH   SOLE   73,100 0 0
Fiserv Inc Common 337738108 2,057 19,355 SH   SOLE   19,355 0 0
Forterra Inc Common 34960W106 5,016 231,600 SH   SOLE   231,600 0 0
General Dynamics Corp Common 369550108 22,014 127,500 SH   SOLE   127,500 0 0
General Motors Co Common 37045V100 14,514 416,600 SH   SOLE   416,600 0 0
Goldman Sachs Group Inc Common 38141G104 431 1,800 SH   SOLE   1,800 0 0
Halliburton Co Common 406216101 13,923 257,400 SH   SOLE   257,400 0 0
Ingersoll-Rand PLC Common G47791101 16,839 224,400 SH   SOLE   224,400 0 0
Intel Corp Common 458140100 12,132 334,500 SH   SOLE   334,500 0 0
iShares Core S&P Small-Cap ETF ETP 464287804 3,383 24,600 SH   SOLE   24,600 0 0
iShares PHLX Semiconductor ETF ETP 464287523 2,884 23,500 SH   SOLE   23,500 0 0
iShares S&P 500 Value ETF ETP 464287408 1,855 18,300 SH   SOLE   18,300 0 0
iShares S&P Mid-Cap 400 Value ETF ETP 464287705 1,844 12,700 SH   SOLE   12,700 0 0
iShares S&P Small-Cap 600 Growth ETF ETP 464287887 3,390 22,600 SH   SOLE   22,600 0 0
iShares S&P Small-Cap 600 Value ETF ETP 464287879 3,122 22,300 SH   SOLE   22,300 0 0
iShares Transportation Average ETF ETP 464287192 1,889 11,600 SH   SOLE   11,600 0 0
iShares US Aerospace & Defense ETF ETP 464288760 1,742 12,400 SH   SOLE   12,400 0 0
iShares US Broker-Dealers & Securities Exch ETF ETP 464288794 4,221 85,300 SH   SOLE   85,300 0 0
iShares US Home Construction ETF ETP 464288752 2,242 81,600 SH   SOLE   81,600 0 0
iShares US Industrials ETF ETP 464287754 2,556 21,200 SH   SOLE   21,200 0 0
iShares US Medical Devices ETF ETP 464288810 1,398 10,500 SH   SOLE   10,500 0 0
JPMorgan Chase & Co Common 46625H100 25,900 300,150 SH   SOLE   300,150 0 0
Kinder Morgan Inc Common 49456B200 851 17,500 SH   SOLE   17,500 0 0
Klondex Mines Ltd Common 498696103 467 100,000 SH   SOLE   100,000 0 0
Leidos Holdings Inc Common 525327102 10,543 206,150 SH   SOLE   206,150 0 0
Manulife Financial Corp Common 56501R106 9,435 529,450 SH   SOLE   529,450 0 0
Martin Marietta Materials Inc Common 573284106 14,089 63,600 SH   SOLE   63,600 0 0
Merck & Co Inc Common 58933Y105 589 10,000 SH   SOLE   10,000 0 0
Microchip Technology Inc Common 595017104 4,683 73,000 SH   SOLE   73,000 0 0
Micron Technology Inc Common 595112103 438 20,000 SH   SOLE   20,000 0 0
Microsoft Corp Common 594918104 20,606 331,600 SH   SOLE   331,600 0 0
Morgan Stanley Common 617446448 8,564 202,700 SH   SOLE   202,700 0 0
Northrop Grumman Corp Common 666807102 12,676 54,500 SH   SOLE   54,500 0 0
NVIDIA Corp Common 67066G104 15,637 146,500 SH   SOLE   146,500 0 0
Oclaro Inc Common 67555N206 6,229 696,000 SH   SOLE   696,000 0 0
Open Text Corp Common 683715106 9,466 153,150 SH   SOLE   153,150 0 0
Pembina Pipeline Corp Common 706327103 17,144 547,382 SH   SOLE   547,382 0 0
Pioneer Natural Resources Co Common 723787107 936 5,200 SH   SOLE   5,200 0 0
Potash Corporation of Saskatchewan Inc Common 73755L107 550 30,400 SH   SOLE   30,400 0 0
PowerShares Dynamic Leisure & Entertainment ETF ETP 73935X757 2,809 70,200 SH   SOLE   70,200 0 0
Powershares S&P 500 High Beta Portfolio ETP 73937B829 3,362 91,900 SH   SOLE   91,900 0 0
PowerShares S&P SmallCap Information Technology ETF ETP 73937B860 2,981 42,800 SH   SOLE   42,800 0 0
Prudential Financial Inc Common 744320102 9,574 92,000 SH   SOLE   92,000 0 0
Raytheon Co Common 755111507 23,799 167,600 SH   SOLE   167,600 0 0
Reinsurance Group of America Inc Common 759351604 14,408 114,500 SH   SOLE   114,500 0 0
Royal Bank of Canada Common 780087102 27,612 407,796 SH   SOLE   407,796 0 0
Schlumberger NV Common 806857108 554 6,600 SH   SOLE   6,600 0 0
Scotts Miracle-Gro Co Common 810186106 4,739 49,600 SH   SOLE   49,600 0 0
Shaw Communications Inc Common 82028K200 7,045 351,217 SH   SOLE   351,217 0 0
Shopify Inc Common 82509L107 9,982 232,850 SH   SOLE   232,850 0 0
Southwest Airlines Co Common 844741108 6,669 133,800 SH   SOLE   133,800 0 0
SPDR S&P Bank ETF ETP 78464A797 3,912 90,000 SH   SOLE   90,000 0 0
SPDR S&P Insurance ETF ETP 78464A789 4,098 49,400 SH   SOLE   49,400 0 0
SPDR S&P Oil & Gas Equipment & Services ETF ETP 78464A748 2,597 116,200 SH   SOLE   116,200 0 0
SPDR S&P Oil & Gas Exploration & Production ETF ETP 78464A730 3,778 91,200 SH   SOLE   91,200 0 0
SPDR S&P Regional Banking ETF ETP 78464A698 3,834 69,000 SH   SOLE   69,000 0 0
SPDR S&P Russia ETF ETP 78463X558 1,820 89,500 SH   SOLE   89,500 0 0
SPDR S&P Semiconductor ETF ETP 78464A862 3,479 62,000 SH   SOLE   62,000 0 0
SPDR S&P Transportation ETF Trust ETP 78464A532 2,219 41,100 SH   SOLE   41,100 0 0
State Street Corp Common 857477103 622 8,000 SH   SOLE   8,000 0 0
Sun Life Financial Inc Common 866796105 15,279 397,800 SH   SOLE   397,800 0 0
Sysco Corp Common 871829107 10,398 187,800 SH   SOLE   187,800 0 0
T. Rowe Price Group Inc Common 74144T108 4,320 57,400 SH   SOLE   57,400 0 0
Take-Two Interactive Software Inc Common 874054109 5,042 102,300 SH   SOLE   102,300 0 0
Texas Instruments Inc Common 882508104 18,301 250,800 SH   SOLE   250,800 0 0
T-Mobile US Inc Common 872590104 4,503 78,300 SH   SOLE   78,300 0 0
Toronto-Dominion Bank Common 891160509 29,384 595,550 SH   SOLE   595,550 0 0
United Parcel Service Inc Common 911312106 3,714 32,400 SH   SOLE   32,400 0 0
UnitedHealth Group Inc Common 91324P102 17,796 111,200 SH   SOLE   111,200 0 0
Unum Group Common 91529Y106 19,659 447,500 SH   SOLE   447,500 0 0
US Global Jets ETF ETP 26922A842 2,762 99,100 SH   SOLE   99,100 0 0
VanEck Vectors Steel ETF ETP 92189F205 2,264 59,900 SH   SOLE   59,900 0 0
Vanguard Consumer Discretionary Index Fund;ETF ETP 92204A108 1,377 10,700 SH   SOLE   10,700 0 0
Vanguard Industrials Index Fund;ETF ETP 92204A603 2,433 20,400 SH   SOLE   20,400 0 0
Vanguard S&P 500 Value Index Fund;ETF ETP 921932703 3,259 33,400 SH   SOLE   33,400 0 0
Vanguard S&P Mid-Cap 400 Value Index Fund;ETF ETP 921932844 2,446 22,200 SH   SOLE   22,200 0 0
Vantiv Inc Common 92210H105 596 10,000 SH   SOLE   10,000 0 0
Vulcan Materials Co Common 929160109 551 4,400 SH   SOLE   4,400 0 0
Waste Connections Inc Common 94106B101 12,322 156,787 SH   SOLE   156,787 0 0
WisdomTree Europe Hedged Equity Fund ETP 97717X701 2,669 46,500 SH   SOLE   46,500 0 0
WisdomTree Japan Hedged Equity ETF ETP 97717W851 3,607 72,800 SH   SOLE   72,800 0 0
WisdomTree SmallCap Dividend ETF ETP 97717W604 1,944 23,500 SH   SOLE   23,500 0 0