| APPENDIX 5 - 2006 BOND MARKET INVESTMENTS | |||||||||||||||||||
| BONDS THAT MATURED IN 2006: | |||||||||||||||||||
| COUPON | PURCHASE | MATURITY | FACE | ||||||||||||||||
| ISSUER | RATE | YIELD | DATE | DATE | COST | VALUE | |||||||||||||
| FARM CREDIT | 4.00 | 4.04 | 24-Jan-05 | 24-Jan-06 | 1,000,000.00 | 1,000,000.00 | |||||||||||||
| ONT | 3.00 | 3.03 | 24-Mar-04 | 24-Mar-06 | 2,130,000.00 | 2,130,000.00 | |||||||||||||
| ONT | 3.00 | 3.04 | 24-Mar-04 | 24-Mar-06 | 4,998,000.00 | 5,000,000.00 | |||||||||||||
| ONT | 5.50 | 5.60 | 21-Jun-01 | 21-Jun-06 | 500,000.00 | 500,000.00 | |||||||||||||
| ONT | 5.50 | 4.25 | 30-Sep-02 | 21-Jun-06 | 2,503,228.00 | 2,366,000.00 | |||||||||||||
| ONT | 3.45 | 3.45 | 23-Jun-03 | 21-Jun-06 | 500,000.00 | 500,000.00 | |||||||||||||
| ONT | 3.45 | 3.45 | 26-Jun-03 | 21-Jun-06 | 3,500,000.00 | 3,500,000.00 | |||||||||||||
| ONT | 5.60 | 4.00 | 17-Nov-03 | 21-Jun-06 | 3,196,800.00 | 3,000,000.00 | |||||||||||||
| ONT | 7.75 | 5.64 | 15-May-01 | 24-Jul-06 | 2,195,000.00 | 2,000,000.00 | |||||||||||||
| ONT | 7.75 | 5.95 | 28-May-01 | 24-Jul-06 | 2,707,500.00 | 2,500,000.00 | |||||||||||||
| FARM CREDIT | 4.05 | 4.09 | 24-Jan-06 | 24-Jul-06 | 1,000,000.00 | 1,000,000.00 | |||||||||||||
| RBC | 4.00 | 4.04 | 24-Aug-05 | 24-Aug-06 | 5,000,000.00 | 5,000,000.00 | |||||||||||||
| RBC | 4.60 | 4.65 | 27-Mar-06 | 20-Sep-06 | 2,000,000.00 | 2,000,000.00 | |||||||||||||
| MANITOBA | 4.00 | 4.04 | 19-Oct-05 | 01-Oct-06 | 3,000,000.00 | 3,000,000.00 | |||||||||||||
| YORK | 3.25 | 3.32 | 28-Oct-04 | 28-Oct-06 | 999,140.00 | 1,000,000.00 | |||||||||||||
| WATERLOO | 3.35 | 3.42 | 29-Nov-04 | 29-Nov-06 | 999,230.00 | 1,000,000.00 | |||||||||||||
| GOV CAN | 7.00 | 5.55 | 07-May-01 | 01-Dec-06 | 3,217,200.00 | 3,000,000.00 | |||||||||||||
| FARM CREDIT | 4.00 | 4.14 | 01-Dec-05 | 01-Dec-06 | 1,000,000.00 | 1,000,000.00 | |||||||||||||
| MANITOBA | 4.00 | 4.04 | 01-Dec-05 | 01-Dec-06 | 2,000,000.00 | 2,000,000.00 | |||||||||||||
| FARM CREDIT | 4.00 | 4.04 | 05-Dec-05 | 05-Dec-06 | 1,000,000.00 | 1,000,000.00 | |||||||||||||
| FARM CREDIT | 4.00 | 4.04 | 05-Dec-05 | 05-Dec-06 | 1,000,000.00 | 1,000,000.00 | |||||||||||||
| BNS | 4.05 | 4.09 | 10-Dec-04 | 10-Dec-06 | 2,000,000.00 | 2,000,000.00 | |||||||||||||
| FARM CREDIT | 4.00 | 4.04 | 20-Dec-05 | 20-Dec-06 | 1,000,000.00 | 1,000,000.00 | |||||||||||||
| FARM CREDIT | 4.00 | 4.04 | 20-Dec-05 | 20-Dec-06 | 1,000,000.00 | 1,000,000.00 | |||||||||||||
| BONDS SOLD IN 2006: | |||||||||||||||||||
| COUPON | PURCHASE | DATE | FACE | SALE | CAPITAL | ||||||||||||||
| ISSUER | RATE | YIELD | DATE | SOLD | COST | VALUE | PROCEEDS | GAIN/(LOSS) | |||||||||||
| ON | 5.00 | 5.06 | 07-Oct-04 | 10-Jan-06 | 2,000,880.00 | 2,000,000.00 | 2,110,140.00 | 109,377.71 | |||||||||||
| YORK | 5.13 | 5.21 | 05-Jul-04 | 27-Mar-06 | 998,800.00 | 1,000,000.00 | 1,033,750.00 | 34,654.23 | |||||||||||
| GOV CAN | 7.25 | 5.24 | 31-Aug-01 | 12-May-06 | 5,511,000.00 | 5,000,000.00 | 5,157,500.00 | 63,816.67 | |||||||||||
| 207,848.61 | |||||||||||||||||||
| BOLD HOLDINGS at DECEMEBER 31, 2006: | |||||||||||||||||||
| COUPON | PURCHASE | MATURITY | FACE | MARKET | UNREALIZED | 31/12/2006 | |||||||||||||
| ISSUER | RATE | YIELD | DATE | DATE | COST | VALUE | VALUE | GAIN/(LOSS) | |||||||||||
| FARM CREDIT | 4.050 | 4.091 | 24-Jul-2006 | 24-Jan-2007 | 1,000,000.00 | 1,000,000.00 | 977,764.00 | (22,236.00) | 184.00 | 160.00 | - | - | 1,000,000.00 | ||||||
| BNS | 4.250 | 4.295 | 25-Jan-2006 | 25-Jan-2007 | 1,000,000.00 | 1,000,000.00 | 976,597.00 | (23,403.00) | 365.00 | 340.00 | - | - | 1,000,000.00 | ||||||
| BNS | 4.250 | 4.295 | 22-Feb-2006 | 22-Feb-2007 | 1,500,000.00 | 1,500,000.00 | 1,485,840.00 | (14,160.00) | 365.00 | 312.00 | - | - | 1,500,000.00 | ||||||
| BNS | 4.100 | 4.141 | 24-Feb-2006 | 24-Feb-2007 | 1,000,000.00 | 1,000,000.00 | 992,000.00 | (8,000.00) | 365.00 | 310.00 | - | - | 1,000,000.00 | ||||||
| ONT | 5.200 | 3.100 | 07-Jan-2005 | 08-Mar-2007 | 2,085,000.00 | 2,000,000.00 | 2,003,760.00 | (3,448.86) | 790.00 | 723.00 | 85,000.00 | 77,791.14 | 2,007,208.86 | ||||||
| ONT | 5.200 | 3.878 | 15-Dec-2005 | 08-Mar-2007 | 4,064,400.00 | 4,000,000.00 | 4,007,520.00 | (2,111.25) | 448.00 | 381.00 | 64,400.00 | 54,768.75 | 4,009,631.25 | ||||||
| RBC | 4.600 | 4.652 | 20-Sep-2006 | 20-Mar-2007 | 2,000,000.00 | 2,000,000.00 | 1,978,000.00 | (22,000.00) | 181.00 | 102.00 | - | - | 2,000,000.00 | ||||||
| FARM CREDIT | 4.200 | 4.244 | 01-Dec-2006 | 01-Jun-2007 | 1,000,000.00 | 1,000,000.00 | 988,691.00 | (11,309.00) | 182.00 | 30.00 | - | - | 1,000,000.00 | ||||||
| BMO | 4.500 | 4.551 | 14-Jun-2006 | 14-Jun-2007 | 3,000,000.00 | 3,000,000.00 | 2,986,500.00 | (13,500.00) | 365.00 | 200.00 | - | - | 3,000,000.00 | ||||||
| BNS | 4.650 | 4.704 | 21-Aug-2006 | 15-Jun-2007 | 3,400,000.00 | 3,400,000.00 | 3,393,900.00 | (6,100.00) | 298.00 | 132.00 | - | - | 3,400,000.00 | ||||||
| FARM CREDIT | 4.350 | 4.397 | 16-Jun-2006 | 16-Jun-2007 | 5,000,000.00 | 5,000,000.00 | 4,970,000.00 | (30,000.00) | 365.00 | 198.00 | - | - | 5,000,000.00 | ||||||
| ONT | 5.000 | 3.582 | 11-Feb-2004 | 21-Jun-2007 | 2,079,000.00 | 2,000,000.00 | 2,009,312.00 | (1,771.20) | 1,226.00 | 1,054.00 | 79,000.00 | 67,916.80 | 2,011,083.20 | ||||||
| FARM CREDIT | 4.500 | 4.551 | 28-Jun-2006 | 28-Jun-2007 | 3,000,000.00 | 3,000,000.00 | 2,984,298.00 | (15,702.00) | 365.00 | 186.00 | - | - | 3,000,000.00 | ||||||
| BMO | 4.600 | 4.631 | 25-Jul-2006 | 25-Jul-2007 | 1,000,000.00 | 1,000,000.00 | 997,500.00 | (2,500.00) | 365.00 | 159.00 | - | - | 1,000,000.00 | ||||||
| RBC | 4.050 | 4.910 | 24-Aug-2006 | 24-Aug-2007 | 5,000,000.00 | 5,000,000.00 | 4,852,715.00 | (147,285.00) | 365.00 | 129.00 | - | - | 5,000,000.00 | ||||||
| BMO | 4.500 | 4.550 | 25-Sep-2006 | 25-Sep-2007 | 4,000,000.00 | 4,000,000.00 | 3,999,500.00 | (500.00) | 365.00 | 97.00 | - | - | 4,000,000.00 | ||||||
| MANITOBA | 4.050 | 4.091 | 01-Oct-2006 | 01-Oct-2007 | 3,000,000.00 | 3,000,000.00 | 2,902,947.00 | (97,053.00) | 365.00 | 91.00 | - | - | 3,000,000.00 | ||||||
| BMO | 4.300 | 4.346 | 27-Oct-2006 | 27-Oct-2007 | 2,000,000.00 | 2,000,000.00 | 1,987,000.00 | (13,000.00) | 365.00 | 65.00 | - | - | 2,000,000.00 | ||||||
| ACFA | 4.250 | 4.295 | 30-Oct-2006 | 30-Oct-2007 | 2,000,000.00 | 2,000,000.00 | 1,981,460.00 | (18,540.00) | 365.00 | 62.00 | - | - | 2,000,000.00 | ||||||
| ONT | 3.700 | 3.734 | 04-Nov-2005 | 04-Nov-2007 | 1,000,000.00 | 1,000,000.00 | 981,261.00 | (18,739.00) | 730.00 | 422.00 | - | - | 1,000,000.00 | ||||||
| MANITOBA | 4.050 | 4.091 | 01-Dec-2006 | 01-Dec-2007 | 2,000,000.00 | 2,000,000.00 | 1,958,000.00 | (42,000.00) | 365.00 | 30.00 | - | - | 2,000,000.00 | ||||||
| FARM CREDIT | 4.050 | 4.142 | 05-Dec-2006 | 05-Dec-2007 | 1,000,000.00 | 1,000,000.00 | 976,919.00 | (23,081.00) | 365.00 | 26.00 | - | - | 1,000,000.00 | ||||||
| FARM CREDIT | 4.050 | 4.142 | 05-Dec-2006 | 05-Dec-2007 | 1,000,000.00 | 1,000,000.00 | 976,919.00 | (23,081.00) | 365.00 | 26.00 | - | - | 1,000,000.00 | ||||||
| BNS | 4.150 | 4.193 | 10-Dec-2006 | 10-Dec-2007 | 2,000,000.00 | 2,000,000.00 | 1,965,854.00 | (34,146.00) | 365.00 | 21.00 | - | - | 2,000,000.00 | ||||||
| RBC | 4.000 | 4.203 | 12-Jan-2006 | 16-Dec-2007 | 1,495,500.00 | 1,500,000.00 | 1,465,032.00 | (32,727.60) | 703.00 | 353.00 | - 4,500.00 | - 2,259.60 | 1,497,759.60 | ||||||
| FARM CREDIT | 4.100 | 4.142 | 20-Dec-2006 | 20-Dec-2007 | 1,000,000.00 | 1,000,000.00 | 988,638.00 | (11,362.00) | 365.00 | 11.00 | - | - | 1,000,000.00 | ||||||
| FARM CREDIT | 4.100 | 4.142 | 20-Dec-2006 | 20-Dec-2007 | 1,000,000.00 | 1,000,000.00 | 988,638.00 | (11,362.00) | 365.00 | 11.00 | - | - | 1,000,000.00 | ||||||
| MANITOBA | 4.100 | 4.142 | 29-Dec-2006 | 31-Dec-2007 | 1,000,000.00 | 1,000,000.00 | 999,000.00 | (1,000.00) | 367.00 | 2.00 | - | - | 1,000,000.00 | ||||||
| ONT | 4.400 | 4.573 | 17-Nov-2003 | 19-Nov-2008 | 497,295.00 | 500,000.00 | 509,785.00 | 10,804.00 | 1,829.00 | 1,140.00 | - 2,705.00 | - 1,686.00 | 498,981.00 | ||||||
| ONT | 4.400 | 4.529 | 17-Nov-2003 | 19-Nov-2008 | 996,500.00 | 1,000,000.00 | 1,019,570.00 | 20,888.48 | 1,829.00 | 1,140.00 | - 3,500.00 | - 2,181.52 | 998,681.52 | ||||||
| ONT | 4.150 | 4.193 | 22-Nov-2006 | 22-Nov-2008 | 1,000,000.00 | 1,000,000.00 | 995,237.00 | (4,763.00) | 731.00 | 39.00 | - | - | 1,000,000.00 | ||||||
| ONT | 5.700 | 3.216 | 15-Jun-2005 | 01-Dec-2008 | 3,244,932.00 | 3,000,000.00 | 3,093,900.00 | (41,829.12) | 1,265.00 | 564.00 | 244,932.00 | 109,202.88 | 3,135,729.12 | ||||||
| CHT | 3.550 | 4.300 | 24-Apr-2006 | 15-Mar-2009 | 2,947,500.00 | 3,000,000.00 | 2,965,560.00 | 5,581.31 | 1,056.00 | 251.00 | - 52,500.00 | - 12,478.69 | 2,959,978.69 | ||||||
| CHT | 3.550 | 3.609 | 17-Mar-2004 | 15-Mar-2009 | 998,780.00 | 1,000,000.00 | 988,520.00 | (10,941.57) | 1,824.00 | 1,019.00 | - 1,220.00 | - 681.57 | 999,461.57 | ||||||
| CIBC | 5.150 | 4.377 | 26-Mar-2004 | 26-Mar-2009 | 10,365,000.00 | 10,000,000.00 | 10,253,130.00 | 90,019.38 | 1,826.00 | 1,010.00 | 365,000.00 | 201,889.38 | 10,163,110.62 | ||||||
| ONT | 4.000 | 4.189 | 03-May-2004 | 19-May-2009 | 2,980,260.00 | 3,000,000.00 | 3,005,380.00 | 14,703.45 | 1,842.00 | 972.00 | - 19,740.00 | - 10,416.55 | 2,990,676.55 | ||||||
| GOV CAN | 5.500 | 4.201 | 10-Jul-2003 | 01-Jun-2009 | 2,138,920.00 | 2,000,000.00 | 2,077,678.40 | 20,703.78 | 2,153.00 | 1,270.00 | 138,920.00 | 81,945.38 | 2,056,974.62 | ||||||
| CMHC | 4.650 | 4.200 | 20-Sep-2004 | 15-Sep-2009 | 1,020,270.00 | 1,000,000.00 | 1,013,898.00 | 2,889.20 | 1,821.00 | 832.00 | 20,270.00 | 9,261.20 | 1,011,008.80 | ||||||
| LONDON | 4.500 | 4.580 | 19-Sep-2003 | 19-Sep-2009 | 498,830.00 | 500,000.00 | 502,536.00 | 3,066.02 | 2,192.00 | 1,199.00 | - 1,170.00 | - 639.98 | 499,469.98 | ||||||
| TORONTO | 4.500 | 4.586 | 25-Sep-2003 | 25-Sep-2009 | 499,100.00 | 500,000.00 | 503,765.00 | 4,175.17 | 2,192.00 | 1,193.00 | - 900.00 | - 489.83 | 499,589.83 | ||||||
| TORONTO | 4.500 | 4.586 | 25-Sep-2003 | 25-Sep-2009 | 499,100.00 | 500,000.00 | 503,765.00 | 4,175.17 | 2,192.00 | 1,193.00 | - 900.00 | - 489.83 | 499,589.83 | ||||||
| CHT | 3.550 | 4.021 | 18-Jan-2006 | 15-Sep-2010 | 2,945,340.00 | 3,000,000.00 | 2,944,050.00 | (12,440.51) | 1,701.00 | 347.00 | - 54,660.00 | - 11,150.51 | 2,956,490.51 | ||||||
| CHT | 3.550 | 4.040 | 09-Dec-2005 | 15-Sep-2010 | 1,964,800.00 | 2,000,000.00 | 1,962,700.00 | (9,924.47) | 1,741.00 | 387.00 | - 35,200.00 | - 7,824.47 | 1,972,624.47 | ||||||
| CHT | 3.550 | 4.310 | 06-Apr-2006 | 15-Sep-2010 | 2,913,900.00 | 3,000,000.00 | 2,944,050.00 | 15,879.57 | 1,623.00 | 269.00 | - 86,100.00 | - 14,270.43 | 2,928,170.43 | ||||||
| CHT | 3.550 | 3.630 | 27-Sep-2005 | 15-Sep-2010 | 998,910.00 | 1,000,000.00 | 981,350.00 | (17,836.41) | 1,814.00 | 460.00 | - 1,090.00 | - 276.41 | 999,186.41 | ||||||
| TORONTO | 4.750 | 4.801 | 25-Sep-2003 | 25-Sep-2010 | 499,900.00 | 500,000.00 | 509,352.00 | 9,405.34 | 2,557.00 | 1,193.00 | - 100.00 | - 46.66 | 499,946.66 | ||||||
| CHT | 4.050 | 4.263 | 29-Mar-2006 | 15-Mar-2011 | 1,984,980.00 | 2,000,000.00 | 1,996,012.00 | 8,735.90 | 1,812.00 | 277.00 | - 15,020.00 | - 2,296.10 | 1,987,276.10 | ||||||
| YORK | 4.125 | 4.208 | 25-May-2005 | 25-May-2011 | 997,900.00 | 1,000,000.00 | 989,365.00 | (9,095.70) | 2,191.00 | 585.00 | - 2,100.00 | - 560.70 | 998,460.70 | ||||||
| BCMFA | 4.950 | 5.027 | 22-Apr-2004 | 22-Apr-2013 | 998,900.00 | 1,000,000.00 | 1,015,865.00 | 16,636.04 | 3,287.00 | 983.00 | - 1,100.00 | - 328.96 | 999,228.96 | ||||||
| YORK | 3.900 | 4.040 | 27-Sep-2005 | 27-Sep-2013 | 1,986,000.00 | 2,000,000.00 | 1,950,536.00 | (37,667.97) | 2,922.00 | 460.00 | - 14,000.00 | - 2,203.97 | 1,988,203.97 | ||||||
| HALTON | 4.600 | 4.684 | 13-Feb-2004 | 12-Feb-2012 | 989,018.00 | 991,000.00 | 1,002,788.94 | 13,057.12 | 2,921.00 | 1,052.00 | - 1,982.00 | - 713.82 | 989,731.82 | ||||||
| ONT | 5.000 | 5.050 | 08-Oct-2004 | 08-Mar-2014 | 1,000,830.00 | 1,000,000.00 | 1,044,400.00 | 43,766.52 | 3,438.00 | 814.00 | 830.00 | 196.52 | 1,000,633.48 | ||||||
| ONT | 5.000 | 5.175 | 09-Aug-2004 | 08-Mar-2014 | 991,630.00 | 1,000,000.00 | 1,044,400.00 | 50,678.70 | 3,498.00 | 874.00 | - 8,370.00 | - 2,091.30 | 993,721.30 | ||||||
| CIBC | 4.750 | 4.839 | 14-Mar-2005 | 22-Dec-2014 | 1,994,880.00 | 2,000,000.00 | 2,031,942.00 | 36,119.75 | 3,570.00 | 657.00 | - 5,120.00 | - 942.25 | 1,995,822.25 | ||||||
| ONT | 4.500 | 4.318 | 24-Oct-2005 | 08-Mar-2015 | 3,052,200.00 | 3,000,000.00 | 3,079,854.60 | 34,259.68 | 3,422.00 | 433.00 | 52,200.00 | 6,605.08 | 3,045,594.92 | ||||||
| ONT | 4.500 | 4.276 | 22-Jul-2005 | 08-Mar-2015 | 1,021,050.00 | 1,000,000.00 | 1,012,794.00 | (5,100.89) | 3,516.00 | 527.00 | 21,050.00 | 3,155.11 | 1,017,894.89 | ||||||
| TORONTO | 4.550 | 4.676 | 20-May-2005 | 20-May-2015 | 1,292,473.00 | 1,300,000.00 | 1,309,653.80 | 15,964.77 | 3,652.00 | 590.00 | - 7,527.00 | - 1,216.03 | 1,293,689.03 | ||||||
| -378,208.20 | |||||||||||||||||||