INSTRUMENT	ISSUER	DESC	INT_RATE	DATE_BGT	DATE_SOLD	BOUGHT	SOLD	BANK	ACCOUNT_NO	CAPGAIN	CODEBOND
BOND 2015	FARM CREDIT	S/U 4% YR2 4.05	4.09	24-Jul-2006	24-Jan-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BNS	S/U 4.25,4.3,4.35,4.4,4.5,4.6	4.30	25-Jan-2006	25-Jan-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BNS	S/U YR 1 4.25	4.30	22-Feb-2006	22-Feb-2007	1,500,000.00	1,500,000.00	WG	422023		B
BOND 2012	BNS	S/U YR1 4.1,4.3,4.6,4.8,5,5.2	4.14	24-Feb-2006	24-Feb-2007	1,000,000.00	1,000,000.00	BMO	422023		B
BOND	ONT	COUPON 5%	5.18	09-Aug-2004	06-Mar-2007	991,630.00	1,000,000.00	CAN	422023	50104.72	B
BOND	ONT	COUPON 5.2%	3.11	07-Jan-2005	08-Mar-2007	2,085,000.00	2,000,000.00	MER	422023		B
BOND	ONT	COUPON 5.2%	3.88	15-Dec-2005	08-Mar-2007	4,064,400.00	4,000,000.00	RBC	422023		B
BOND	TORONTO	COUPON 4.55%	4.68	20-May-2005	09-Mar-2007	1,292,473.00	1,300,000.00	WG	422023	25670.82	B
BOND 2009	RBC	PREMIUM S/U 4.6 YR1	4.65	20-Sep-2006	20-Mar-2007	2,000,000.00	2,000,000.00	WG	422023		B
BOND 2012	BMO	S/U YR1 4.5,4.5,4.65,5,5.1	4.55	14-Jun-2006	14-Jun-2007	3,000,000.00	3,000,000.00	BMO	422023		B
BOND	BNS	S/U YR 1 4.65%	4.70	21-Aug-2006	15-Jun-2007	3,400,000.00	3,400,000.00	WG	422023		B
BOND 2011	FARM CREDIT	S/U YR1 4.35,4.4,4.5,4.75,5	4.40	16-Jun-2006	16-Jun-2007	5,000,000.00	5,000,000.00	BMO	422023		B
BOND	ONT	S/P YR 2 COUPON 3.75,4.5,5,5.5	3.58	11-Feb-2004	21-Jun-2007	2,079,000.00	2,000,000.00	WG	422023		B
BOND 2011	FARM CREDIT	SU YR 1 4.5	4.55	28-Jun-2006	28-Jun-2007	3,000,000.00	3,000,000.00	WG	422023		B
BOND 2015	FARM CREDIT	S/U 4% YR2 4.05	4.09	24-Jan-2007	24-Jul-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BMO	SU CPN yr14.6,4.75,4.85,4.95,5	4.65	25-Jul-2006	25-Jul-2007	1,000,000.00	1,000,000.00	BMO	422023		B
BOND	RBC	STEP UP YR2 4.05,4.1,4.15,4.2	4.09	24-Aug-2006	24-Aug-2007	5,000,000.00	5,000,000.00	WG	422023		B
BOND	GOV CAN	COUPON 4%	4.81	18-Jun-2007	24-Aug-2007	2,933,610.00	3,000,000.00	RBC	422023	52391.43	B
BOND	BMO	S/U ALL YEARS 4.5%	4.55	25-Sep-2006	25-Sep-2007	4,000,000.00	4,000,000.00	BMO	422023		B
BOND 2015	MANITOBA	SUY2 4.05,4.1,4.2,4.3,4.4,4.5.	4.09	01-Oct-2006	01-Oct-2007	3,000,000.00	3,000,000.00	WG	422023		B
BOND	CHT	4.8% COUPON	4.87	27-Jun-2007	03-Oct-2007	1,499,625.00	1,500,000.00	WG	422023	25404.75	B
BOND 2011	BMO	SU YR1 4.3,4.45,4.55,4.75,4.85	4.35	27-Oct-2006	27-Oct-2007	2,000,000.00	2,000,000.00	BMO	422023		B
BOND 2013	ACFA	SU YR1 4.25	4.30	30-Oct-2006	30-Oct-2007	2,000,000.00	2,000,000.00	WG	422023		B
BOND	ONT	S/U COUPON 3.7 YR 1	3.73	04-Nov-2005	04-Nov-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND	MANITOBA	S/U Y2 4.05,4.1,4.15,4.2,4.4	4.09	01-Dec-2006	01-Dec-2007	2,000,000.00	2,000,000.00	BMO	422023		B
BOND	FARM CREDIT	STEP UP COUPON 4%	4.24	01-Dec-2006	01-Dec-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND 2013	FARM CREDIT	S/U 4% - 5%	4.05	05-Dec-2006	05-Dec-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND 2013	FARM CREDIT	S/U 4% - 5%	4.05	05-Dec-2006	05-Dec-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BNS	S/U2004 YR3 4.15,4.3,4.45	4.19	10-Dec-2006	10-Dec-2007	2,000,000.00	2,000,000.00	WG	422023		B
BOND	RBC	S/U YR 1 4%	4.20	12-Jan-2006	16-Dec-2007	1,495,500.00	1,500,000.00	WG	422023		B
BOND	FARM CREDIT	S/U YR2 4,4.1,4.2,4.3,4.5	4.14	20-Dec-2006	20-Dec-2007	1,000,000.00	1,000,000.00	CAN	422023		B
BOND	FARM CREDIT	S/U YR2 4,4.1,4.2,4.3,4.5	4.14	20-Dec-2006	20-Dec-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND 2013	MANITOBA	S/U YR 1 4.1,4.2,4.3,4.4,4.5..	4.14	29-Dec-2006	31-Dec-2007	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BMO	S/U YR 1 4.2,4.25,4.35,4.5,4.7	4.24	03-Jan-2007	03-Jan-2008	2,000,000.00	2,000,000.00	BMO	422023		B
BOND 2015	FARM CREDIT	S/U 4% YR3 4.1	4.14	24-Jul-2007	24-Jan-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BNS	S/U YR2 4.3,4.35,4.4,4.5,4.6	4.35	25-Jan-2007	25-Jan-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	ONT	SU YR1 4.2	4.24	13-Apr-2007	31-Jan-2008	994,500.00	1,000,000.00	WG	422023		B
BOND	BNS	S/U YR3 4.35	4.40	22-Feb-2007	22-Feb-2008	1,500,000.00	1,500,000.00	WG	422023		B
BOND 2012	BNS	S/U YR2 4.1,4.3,4.6,4.8,5,5.2	4.35	24-Feb-2007	24-Feb-2008	1,000,000.00	1,000,000.00	BMO	422023		B
BOND 2013	RBC	S/U YR 1 4.3%	4.35	14-Mar-2007	14-Mar-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	ACFA	S/U Yr 1 4.35	4.40	10-Apr-2007	10-Apr-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND 2012	BMO	SU YR 1 4.5,4.75,5,5.15,5.25	4.55	01-Jun-2007	01-Jun-2008	2,000,000.00	2,000,000.00	BMO	422023		B
BOND 2012	BMO	S/U YR2 4.5,4.5,4.65,5,5.1	4.55	14-Jun-2007	14-Jun-2008	3,000,000.00	3,000,000.00	BMO	422023		B
BOND	BNS	S/U YR 3 4.7%	4.76	15-Jun-2007	15-Jun-2008	3,400,000.00	3,400,000.00	WG	422023		B
BOND 2011	FARM CREDIT	S/U YR2 4.35,4.4,4.5,4.75,5	4.45	16-Jun-2007	16-Jun-2008	5,000,000.00	5,000,000.00	BMO	422023		B
BOND 2011	FARM CREDIT	SU YR 2 4.55%	4.60	28-Jun-2007	28-Jun-2008	3,000,000.00	3,000,000.00	WG	422023		B
BOND	BMO	SU CPN yr24.6,4.75,4.85,4.95,5	4.81	25-Jul-2007	25-Jul-2008	1,000,000.00	1,000,000.00	BMO	422023		B
BOND	CIBC	SU YR1 5.05,5.15,5.25,5.5,5.85	5.11	25-Jul-2007	25-Jul-2008	3,000,000.00	3,000,000.00	BMO	422023		B
BOND	BNS	SU YR 1 5%	5.06	13-Aug-2007	13-Aug-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	RBC	STEP UP YR3 4.1,4.15,4.2	4.14	24-Aug-2007	24-Aug-2008	5,000,000.00	5,000,000.00	WG	422023		B
BOND	CIBC	SU YR 1 5%	5.06	28-Aug-2007	28-Aug-2008	1,500,000.00	1,500,000.00	WG	422023		B
BOND 2010	BMO	SU YR 1 4.65,5.05,5.15	4.70	10-Sep-2007	10-Sep-2008	2,000,000.00	2,000,000.00	BMO	422023		B
BOND	BMO	S/U ALL YEARS 4.5%	4.55	25-Sep-2007	25-Sep-2008	4,000,000.00	4,000,000.00	BMO	422023		B
BOND 2011	BMO	SU YR1 5,5.05,5.15,5.5	5.06	27-Sep-2007	27-Sep-2008	2,000,000.00	2,000,000.00	BMO	422023		B
BOND	MANITOBA	SU YR1 4.7,4.75,4.8,4.85,4.9	4.76	01-Oct-2007	01-Oct-2008	1,500,000.00	1,500,000.00	WG	422023		B
BOND 2015	MANITOBA	SUY3 4.05,4.1,4.2,4.3,4.4,4.5.	4.14	01-Oct-2007	01-Oct-2008	3,000,000.00	3,000,000.00	WG	422023		B
BOND 2014	ACFA	SU YR 1 4.8,4.9,5,5.1,5.15,5.5	5.06	22-Oct-2007	22-Oct-2008	3,990,000.00	4,000,000.00	BMO	422023		B
BOND 2011	BMO	SU YR2 4.3,4.45,4.55,4.75,4.85	4.50	27-Oct-2007	27-Oct-2008	2,000,000.00	2,000,000.00	BMO	422023		B
BOND 2013	ACFA	SU YR1 4.25,4.35	4.40	30-Oct-2007	30-Oct-2008	2,000,000.00	2,000,000.00	WG	422023		B
BOND	ONT	S/U Yr 3 3.8%?	3.84	04-Nov-2007	04-Nov-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	ONT	COUPON 4.40%	4.57	17-Nov-2003	19-Nov-2008	497,295.00	500,000.00	CAN	422023		B
BOND	ONT	COUPON 4.40%	4.53	17-Nov-2003	19-Nov-2008	996,500.00	1,000,000.00	CAN	422023		B
BOND 2013	ACFA	S/U YR1 4.6	4.65	20-Nov-2007	20-Nov-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND 2013	ONT	S/U YR 1 4.15	4.19	22-Nov-2006	22-Nov-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	ONT	COUPON 5.7%	3.22	15-Jun-2005	01-Dec-2008	3,244,932.00	3,000,000.00	MER	422023		B
BOND	FARM CREDIT	STEP UP COUPON YR 3? 4.3%	4.35	01-Dec-2007	01-Dec-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	MANITOBA	S/U Y3 4.1,4.15,4.2,4.4	4.14	01-Dec-2007	01-Dec-2008	2,000,000.00	2,000,000.00	BMO	422023		B
BOND 2013	FARM CREDIT	S/U 4% - 5%	4.14	05-Dec-2007	05-Dec-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND 2013	FARM CREDIT	S/U 4% - 5%	4.14	05-Dec-2007	05-Dec-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BNS	S/U2004 YR4 4.3,4.45	4.35	10-Dec-2007	10-Dec-2008	2,000,000.00	2,000,000.00	WG	422023		B
BOND	RBC	S/U YR 2 4.15%	4.19	16-Dec-2007	16-Dec-2008	1,500,000.00	1,500,000.00	WG	422023		B
BOND	FARM CREDIT	S/U YR3 4.2,4.3,4.5	4.24	20-Dec-2007	20-Dec-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	FARM CREDIT	S/U YR3 4.2,4.3,4.5	4.24	20-Dec-2007	20-Dec-2008	1,000,000.00	1,000,000.00	CAN	422023		B
BOND 2013	MANITOBA	S/U YR 2 4.2,4.3,4.4,4.5..	4.24	31-Dec-2007	31-Dec-2008	1,000,000.00	1,000,000.00	WG	422023		B
BOND	CHT	3.55% COUPON	3.61	17-Mar-2004	15-Mar-2009	998,780.00	1,000,000.00	WG	422023		B
BOND	CHT	COUPON 3.55%	4.30	24-Apr-2006	15-Mar-2009	2,947,500.00	3,000,000.00	BMO	422023		B
BOND	CIBC	10NC5'S 5.15% COUPON	4.38	26-Mar-2004	26-Mar-2009	10,365,000.00	10,000,000.00	RBC	422023		B
BOND	ONT	COUPON 4.00%	4.19	03-May-2004	19-May-2009	2,980,260.00	3,000,000.00	RBC	422023		B
BOND	GOV CAN	COUPON 5.5%	4.20	10-Jul-2003	01-Jun-2009	2,138,920.00	2,000,000.00	RBC	422023		B
BOND	CMHC	COUPON 4.65%	4.20	20-Sep-2004	15-Sep-2009	1,020,270.00	1,000,000.00	WG	422023		B
BOND	LONDON	4.5% COUPON	4.58	19-Sep-2003	19-Sep-2009	498,830.00	500,000.00	WG	422023		B
BOND	TORONTO	4.5% COUPON	4.59	25-Sep-2003	25-Sep-2009	499,100.00	500,000.00	MER	422023		B
BOND	TORONTO	4.5% COUPON	4.59	25-Sep-2003	25-Sep-2009	499,100.00	500,000.00	WG	422023		B
BOND	CHT	COUPON 3.55%	3.63	27-Sep-2005	15-Sep-2010	998,910.00	1,000,000.00	WG	422023		B
BOND	CHT	COUPON 3.55%	4.04	09-Dec-2005	15-Sep-2010	1,964,800.00	2,000,000.00	BMO	422023		B
BOND	CHT	COUPON 3.55%	4.02	18-Jan-2006	15-Sep-2010	2,945,340.00	3,000,000.00	BMO	422023		B
BOND	CHT	COUPON 3.55%	4.31	06-Apr-2006	15-Sep-2010	2,913,900.00	3,000,000.00	BMO	422023		B
BOND	TORONTO	4.75% COUPON	4.80	25-Sep-2003	25-Sep-2010	499,900.00	500,000.00	WG	422023		B
BOND	CHT	COUPON 4.05%	4.26	29-Mar-2006	15-Mar-2011	1,984,980.00	2,000,000.00	WG	422023		B
BOND	YORK	COUPON 4.125%	4.21	25-May-2005	25-May-2011	997,900.00	1,000,000.00	WG	422023		B
BOND	HALTON	COUPON 4.60%	4.68	13-Feb-2004	12-Feb-2012	989,018.00	991,000.00	WG	422023		B
BOND	FARM CREDIT	SU YR 1 4.1,4.15,4.15,4.2,4.2	5.10	23-Aug-2007	20-Apr-2012	2,091,390.00	2,165,000.00	WG	422023		B
BOND	ONT	4.6%	4.78	18-Sep-2007	02-Dec-2012	1,491,750.00	1,500,000.00	WG	422023		B
BOND	ONT	COUPON 4.6%	4.90	15-Oct-2007	02-Dec-2012	1,978,600.00	2,000,000.00	WG	422023		B
BOND	BCMFA	COUPON 4.95%	5.03	22-Apr-2004	22-Apr-2013	998,900.00	1,000,000.00	CAN	422023		B
BOND	TD	COUPON 5.69%	5.15	28-Nov-2007	03-Jun-2013	5,143,750.00	5,000,000.00	BMO	422023		B
BOND	YORK	COUPON 3.9%	4.04	27-Sep-2005	27-Sep-2013	1,986,000.00	2,000,000.00	WG	422023		B
BOND	ON	COUPON 5.00%	5.05	08-Oct-2004	08-Mar-2014	1,000,830.00	1,000,000.00	CAN	422023		B
BOND	CIBC	COUPON 4.75%	4.84	14-Mar-2005	22-Dec-2014	1,994,880.00	2,000,000.00	WG	422023		B
BOND	ONT	COUPON 4.5%	4.28	22-Jul-2005	08-Mar-2015	1,021,050.00	1,000,000.00	WG	422023		B
BOND	ONT	COUPON 4.5%	4.32	24-Oct-2005	08-Mar-2015	3,052,200.00	3,000,000.00	RBC	422023		B
BOND	ONT	COUPON 4.3%	4.47	26-Apr-2007	08-Mar-2017	1,485,315.00	1,500,000.00	WG	422023		B
BOND	YORK REGION	COUPON 4.6%	4.66	30-May-2007	30-May-2017	1,999,200.00	2,000,000.00	WG	422023		B
BOND	RBC	COUPON 5.45%	5.26	10-Oct-2007	04-Nov-2018	3,039,990.00	3,000,000.00	BMO	422023		B
BA	RBC	D#90041095	4.28	18-Dec-2006	15-Jan-2007	4,983,650.00	5,000,000.00	TD	422023		M
BA	RBC	D#88804219	4.30	22-Aug-2006	16-Jan-2007	19,660,000.00	20,000,000.00	TD	422023		M
CD	MANULIFE		4.17	17-Feb-2006	16-Feb-2007	8,000,000.00	8,332,686.03	CAN	422023		M
BA	RBC	D#89731125	4.29	17-Nov-2006	16-Feb-2007	18,798,980.00	19,000,000.00	TD	422023		M
BA	CIBC	D#90341379	4.29	17-Jan-2007	20-Feb-2007	19,920,400.00	20,000,000.00	TD	422023		M
BA	BNS	D#89781217	4.28	22-Nov-2006	21-Feb-2007	11,873,280.00	12,000,000.00	TD	422023		M
BDN	HONGKONG		4.31	13-Dec-2006	15-Mar-2007	4,946,250.00	5,000,000.00	HK	422023		M
BDN	TD	D#90610543	4.29	13-Feb-2007	30-Mar-2007	7,957,920.00	8,000,000.00	TD	422023		M
BA	HONGKONG		4.30	16-Feb-2007	30-Mar-2007	3,980,320.00	4,000,000.00	HK	422023		M
BDN	TD	D#90670649	4.29	19-Feb-2007	30-Mar-2007	9,954,400.00	10,000,000.00	TD	422023		M
BDN	BNS	D#90691026	4.29	21-Feb-2007	30-Mar-2007	29,870,100.00	30,000,000.00	TD	422023		M
BA	BNS	D#90701687	4.28	22-Feb-2007	30-Mar-2007	5,974,800.00	6,000,000.00	TD	422023		M
BA	RBC	D#90841285	4.28	08-Mar-2007	02-Apr-2007	8,973,720.00	9,000,000.00	TD	422023		M
T-BILLS	GOV CAN	D#90971312	4.13	21-Mar-2007	03-Apr-2007	9,985,300.00	10,000,000.00	TD	422023		M
T-BILLS	GOV CAN	D#90982226	4.13	22-Mar-2007	03-Apr-2007	6,990,480.00	7,000,000.00	TD	422023		M
T-BILLS	GOV CAN	D#90750967	4.20	27-Feb-2007	05-Apr-2007	3,983,040.00	4,000,000.00	TD	422023		M
BA	TD	D#90260726	4.29	09-Jan-2007	09-Apr-2007	1,979,060.00	2,000,000.00	TD	422023		M
BA	BMO	D#90811008	4.28	05-Mar-2007	10-Apr-2007	1,991,600.00	2,000,000.00	TD	422023		M
BDN	BMO	D#90281313	4.29	11-Jan-2007	11-Apr-2007	884,830.00	894,192.19	TD	422023		M
BA	BNS	D#90911242	4.28	15-Mar-2007	20-Apr-2007	4,979,000.00	5,000,000.00	TD	422023		M
BDN	TD	D#90960892	4.28	20-Mar-2007	27-Apr-2007	24,889,000.00	25,000,000.00	TD	422023		M
BDN	HONGKONG		4.35	25-Oct-2006	30-Apr-2007	7,825,600.00	8,000,000.00	HK	422023		M
CD	MANULIFE		4.27	27-Nov-2006	30-Apr-2007	10,000,000.00	10,180,158.90	CAN	422023		M
BDN	HONGKONG		4.31	16-Feb-2007	30-Apr-2007	24,786,250.00	25,000,000.00	HK	422023		M
BDN	TD	D#90681038	4.29	20-Feb-2007	30-Apr-2007	22,815,080.00	23,000,000.00	TD	422023		M
BA	CIBC	D#91040900	4.29	27-Mar-2007	01-May-2007	3,984,080.00	4,000,000.00	TD	422023		M
BA	CIBC	D#90530768	4.30	05-Feb-2007	07-May-2007	5,936,340.00	6,000,000.00	TD	422023		M
BA	TD	D#91091384	4.29	02-Apr-2007	07-May-2007	12,946,700.00	13,000,000.00	TD	422023		M
BA	CIBC	D#91121676	4.29	05-Apr-2007	09-May-2007	5,976,120.00	6,000,000.00	TD	422023		M
BA	BMO	D#91321338	4.30	25-Apr-2007	23-May-2007	8,970,390.00	9,000,000.00	TD	422023		M
BA	CIBC	D#90681043	4.29	20-Feb-2007	25-May-2007	1,978,140.00	2,000,000.00	TD	422023		M
BA	BNS	D#91170858	4.29	10-Apr-2007	25-May-2007	8,952,660.00	9,000,000.00	TD	422023		M
BA	TD	D#91336052	4.30	27-Apr-2007	25-May-2007	24,917,750.00	25,000,000.00	TD	422023		M
BA	BNS	D#91310867	4.30	24-Apr-2007	01-Jun-2007	17,919,720.00	18,000,000.00	TD	422023		M
BA	CIBC	D#91440862	4.30	07-May-2007	04-Jun-2007	19,934,200.00	20,000,000.00	TD	422023		M
BA	CIBC	D#91380953	4.30	01-May-2007	05-Jun-2007	7,967,120.00	8,000,000.00	TD	422023		M
BA	TD	D#91601104	4.31	23-May-2007	22-Jun-2007	5,978,820.00	6,000,000.00	TD	422023		M
BA	TD	D#91601104	4.31	23-May-2007	22-Jun-2007	4,484,115.00	4,500,000.00	TD	422023		M
BA	BMO	D#91062783	4.30	30-Mar-2007	25-Jun-2007	14,847,750.00	15,000,000.00	TD	422023		M
BA	RBC	D#91721327	4.25	04-Jun-2007	25-Jun-2007	19,951,200.00	20,000,000.00	TD	422023		M
BA	CIBC	D#91721331	4.25	04-Jun-2007	25-Jun-2007	4,987,800.00	5,000,000.00	TD	422023		M
CD	MANULIFE		4.65	28-Jun-2006	28-Jun-2007	8,000,000.00	8,372,000.00	CAN	422023		M
BDN	HONGKONG		4.32	03-Apr-2007	29-Jun-2007	19,796,200.00	20,000,000.00	HK	422023		M
BDN	BNS	D#91302054	4.30	23-Apr-2007	29-Jun-2007	13,890,380.00	14,000,000.00	TD	422023		M
BA	TD	D#91621496	4.31	25-May-2007	29-Jun-2007	34,855,800.00	35,000,000.00	TD	422023		M
BA	TD	D#91621496	4.31	25-May-2007	29-Jun-2007	14,938,200.00	15,000,000.00	TD	422023		M
BA	BNS	D#91900799	4.25	22-Jun-2007	29-Jun-2007	10,491,495.00	10,500,000.00	TD	422023		M
TERM ON	TD		4.25	25-Jun-2007	29-Jun-2007	14,000,000.00	14,006,520.55	TD	422023		M
BA	TD	D#91691799	4.32	01-Jun-2007	03-Jul-2007	17,334,402.00	17,400,000.00	TD	422023		M
TERM ON	TD		4.25	29-Jun-2007	03-Jul-2007	20,000,000.00	20,009,315.07	TD	422023		M
BA	BNS	D#91730861	4.32	05-Jun-2007	09-Jul-2007	7,967,920.00	8,000,000.00	TD	422023		M
BA	TD	D#92011640	4.29	03-Jul-2007	11-Jul-2007	24,976,500.00	25,000,000.00	TD	422023		M
TERM ON	TD		4.50	19-Jul-2007	20-Jul-2007	20,000,000.00	20,002,465.75	TD	422023		M
BA	RBC	D#91931466	4.39	25-Jun-2007	25-Jul-2007	9,964,000.00	10,000,000.00	TD	422023		M
BDN	TD	D#92011667	4.42	03-Jul-2007	25-Jul-2007	11,968,080.00	12,000,000.00	TD	422023		M
BDN	HONGKONG		4.34	30-Apr-2007	30-Jul-2007	24,732,500.00	25,000,000.00	HK	422023		M
BA	CIBC	D#91460970	4.32	09-May-2007	07-Aug-2007	8,905,140.00	9,000,000.00	TD	422023		M
BA	BNS	D#92070994	4.50	09-Jul-2007	16-Aug-2007	17,916,120.00	18,000,000.00	TD	422023		M
BA	CIBC	D#92141726	4.54	16-Jul-2007	16-Aug-2007	2,988,480.00	3,000,000.00	TD	422023		M
CD	MANULIFE		4.46	25-Jun-2007	24-Aug-2007	15,000,000.00	15,109,972.60	CAN	422023		M
BDN	TD	D#92231207	4.54	25-Jul-2007	30-Aug-2007	20,906,340.00	21,000,000.00	TD	422023		M
BA	HONGKONG		4.56	11-Jul-2007	10-Sep-2007	9,924,400.00	10,000,000.00	HK	422023		M
BA	HONGKONG		4.62	30-Jul-2007	27-Sep-2007	14,888,850.00	15,000,000.00	HK	422023		M
BA	TD		4.54	29-Jun-2007	28-Sep-2007	12,854,530.00	13,000,000.00	TD	422023		M
BDN	HONGKONG		4.60	11-Jul-2007	28-Sep-2007	19,802,800.00	20,000,000.00	HK	422023		M
BA	CIBC	D#92390864	4.67	10-Aug-2007	28-Sep-2007	7,950,160.00	8,000,000.00	TD	422023		M
BA	TD	D#92450737	4.84	16-Aug-2007	28-Sep-2007	9,943,300.00	10,000,000.00	TD	422023		M
BA	BNS	D#92501444	4.75	21-Aug-2007	28-Sep-2007	19,901,600.00	20,000,000.00	TD	422023		M
BA	TD	D#92141720	4.64	16-Jul-2007	15-Oct-2007	3,954,240.00	4,000,000.00	TD	422023		M
BA	TD	D#92173982	4.64	20-Jul-2007	19-Oct-2007	19,771,200.00	20,000,000.00	TD	422023		M
BA	RBC	D#92912615	4.80	01-Oct-2007	25-Oct-2007	498,425.00	500,000.00	TD	422023		M
BA	BMO	D#92912609	4.80	01-Oct-2007	25-Oct-2007	4,984,250.00	5,000,000.00	TD	422023		M
BDN	HONGKONG		4.70	30-Jul-2007	29-Oct-2007	9,884,200.00	10,000,000.00	HK	422023		M
BA	TD	D#92311435	4.69	02-Aug-2007	01-Nov-2007	3,953,760.00	4,000,000.00	TD	422023		M
BA	TD	D#93260880	4.50	05-Nov-2007	15-Nov-2007	3,995,080.00	4,000,000.00	TD	422023		M
BDN	TD	D#92531276	4.80	24-Aug-2007	26-Nov-2007	20,743,590.00	21,000,000.00	TD	422023		M
BDN	TD	D#92591255	4.83	30-Aug-2007	30-Nov-2007	20,747,370.00	21,000,000.00	TD	422023		M
BA	TD	D#93471624	4.50	26-Nov-2007	07-Dec-2007	21,970,300.00	22,000,000.00	TD	422023		M
BA	RBC	D#93411346	4.50	20-Nov-2007	13-Dec-2007	4,786,416.00	4,800,000.00	TD	422023		M
BDN	BNS	D#92701295	4.88	10-Sep-2007	14-Dec-2007	9,874,600.00	10,000,000.00	TD	422023		M
BDN	HONGKONG		4.86	15-Oct-2007	14-Dec-2007	4,960,350.00	5,000,000.00	HK	422023		M
BA	BNS	D#93091057	4.77	19-Oct-2007	14-Dec-2007	19,854,600.00	20,000,000.00	TD	422023		M
BA	BNS		4.66	25-Oct-2007	14-Dec-2007	11,923,920.00	12,000,000.00	TD	422023		M
BDN	HONGKONG		4.62	29-Oct-2007	14-Dec-2007	14,999,999.39	15,087,340.00	CAN	422023		M
BA	TD	D#93511366	4.53	30-Nov-2007	14-Dec-2007	16,970,590.00	17,000,000.00	TD	422023		M
TERM ON	TD		4.25	07-Dec-2007	14-Dec-2007	20,000,000.00	20,016,301.37	TD	422023		M
BA	CIBC	D#92772029	4.96	17-Sep-2007	17-Dec-2007	3,951,160.00	4,000,000.00	TD	422023		M
BDN	HONGKONG		4.86	15-Oct-2007	18-Dec-2007	1,983,100.00	2,000,000.00	HK	422023		M
TERM ON	TD		4.25	17-Dec-2007	18-Dec-2007	17,000,000.00	17,001,979.45	TD	422023		M
TERM ON	TD		4.25	19-Dec-2007	20-Dec-2007	20,000,000.00	20,002,328.77	TD	422023		M
TERM ON	TD		4.25	20-Dec-2007	24-Dec-2007	20,000,000.00	20,009,315.07	TD	422023		M
BA	TD	D#93651247	4.53	14-Dec-2007	21-Jan-2008	19,906,200.00	20,000,000.00	TD	422023		M
BA	TD	D#93551760	4.50	04-Dec-2007	04-Feb-2008	8,931,690.00	9,000,000.00	TD	422023		M
BA	HONGKONG		4.80	16-Aug-2007	11-Feb-2008	6,839,000.00	7,000,000.00	HK	422023		M
ACCRUAL	BMO	4.6% S/A CALLABLE	4.65	05-Mar-2007	05-Mar-2008	3,000,000.00	3,139,500.00	BMO	422023		M
BDN	HONGKONG		4.80	18-Dec-2007	18-Mar-2008	14,822,550.00	15,000,000.00	HK	422023		M
BDN	TD	D#92791284	4.80	19-Sep-2007	20-Mar-2008	2,929,500.00	3,000,000.00	TD	422023		M
BDN	TD	D#93441050	4.65	23-Nov-2007	28-Mar-2008	12,794,600.00	13,000,000.00	TD	422023		M
ACCRUAL	BMO	5.05% SA	5.11	02-May-2007	02-May-2008	4,000,000.00	4,204,400.00	BMO	422023		M
BDN	HONGKONG		4.76	18-Dec-2007	16-Jun-2008	6,838,580.00	7,000,000.00	HK	422023		M
BOND	GOV CAN	COUPON 5%	4.32	08-Mar-2005	26-Jan-2007	3,163,500.00	3,000,000.00	RBC	422341	39377.92	B
BOND	GOV CAN	COUPON 6%	4.99	22-Jan-2002	01-Jun-2008	2,115,000.00	2,000,000.00	WG	422341		B
BOND	GOV CAN	COUPON 6.0%	4.45	18-Mar-2003	01-Jun-2008	1,610,400.00	1,500,000.00	RBC	422341		B
BOND	GOV CAN	COUPON 5.25%	4.62	08-Apr-2004	01-Jun-2013	2,101,600.00	2,000,000.00	RBC	422341		B
BOND	GOV CAN	COUPON 5%	4.66	07-Apr-2004	01-Jun-2014	2,063,540.00	2,000,000.00	RBC	422341		B
PROM NOTES	BC	D#90041093	4.15	18-Dec-2006	09-Jan-2007	9,975,000.00	10,000,000.00	TD	422341		M
T-BILLS	CANADA	D#90060898	4.10	20-Dec-2006	11-Jan-2007	9,975,300.00	10,000,000.00	TD	422341		M
BA	CIBC	D#90060916	4.28	20-Dec-2006	18-Jan-2007	19,932,200.00	20,000,000.00	TD	422341		M
BA	RBC	D#89731125	4.29	17-Nov-2006	16-Feb-2007	1,978,840.00	2,000,000.00	TD	422341		M
BA	BNS	D#89831567	4.27	27-Nov-2006	20-Feb-2007	14,852,250.00	15,000,000.00	TD	422341		M
BA	CIBC	D#90341379	4.29	17-Jan-2007	20-Feb-2007	1,992,040.00	2,000,000.00	TD	422341		M
BA	TD	D#90350691	4.29	18-Jan-2007	23-Mar-2007	19,850,600.00	20,000,000.00	TD	422341		M
T-BILLS	GOV CAN	D#90990764	4.13	23-Mar-2007	03-Apr-2007	17,977,680.00	18,000,000.00	TD	422341		M
T-BILLS	GOV CAN	D#90750967	4.20	27-Feb-2007	05-Apr-2007	995,760.00	1,000,000.00	TD	422341		M
BA	TD	D#90260726	4.29	09-Jan-2007	09-Apr-2007	12,863,890.00	13,000,000.00	TD	422341		M
BA	BMO	D#90811008	4.28	05-Mar-2007	10-Apr-2007	5,974,800.00	6,000,000.00	TD	422341		M
BDN	BMO	D#90281313	4.29	11-Jan-2007	11-Apr-2007	9,010,470.00	9,105,807.81	TD	422341		M
BA	BNS	D#90911242	4.28	15-Mar-2007	20-Apr-2007	995,800.00	1,000,000.00	TD	422341		M
BA	CIBC	D#91040900	4.29	27-Mar-2007	01-May-2007	996,020.00	1,000,000.00	TD	422341		M
BA	CIBC	D#91121676	4.29	05-Apr-2007	09-May-2007	996,020.00	1,000,000.00	TD	422341		M
BA	TD	D#91170861	4.29	10-Apr-2007	14-May-2007	18,924,380.00	19,000,000.00	TD	422341		M
T-BILLS	BC	D#91100675	4.17	03-Apr-2007	23-May-2007	18,892,080.00	19,000,000.00	TD	422341		M
T-BILLS	BC	D#91180645	4.17	11-Apr-2007	23-May-2007	8,956,980.00	9,000,000.00	TD	422341		M
BA	BMO	D#91321338	4.30	25-Apr-2007	23-May-2007	996,710.00	1,000,000.00	TD	422341		M
BA	CIBC	D#90681043	4.29	20-Feb-2007	25-May-2007	14,836,050.00	15,000,000.00	TD	422341		M
BA	CIBC	D#91380953	4.30	01-May-2007	05-Jun-2007	1,991,780.00	2,000,000.00	TD	422341		M
BA	TD	D#91601104	4.31	23-May-2007	22-Jun-2007	4,484,115.00	4,500,000.00	TD	422341		M
BDN	HONGKONG		4.30	13-Dec-2006	29-Jun-2007	9,772,100.00	10,000,000.00	HK	422341		M
BDN	BNS	D#91302054	4.30	23-Apr-2007	29-Jun-2007	2,976,510.00	3,000,000.00	TD	422341		M
BA	BNS	D#91900799	4.25	22-Jun-2007	29-Jun-2007	3,497,165.00	3,500,000.00	TD	422341		M
BA	TD	D#91691799	4.32	01-Jun-2007	03-Jul-2007	4,981,150.00	5,000,000.00	TD	422341		M
PROM NOTES	BC	D#91510628	4.18	14-May-2007	09-Jul-2007	21,859,860.00	22,000,000.00	TD	422341		M
BA	BNS	D#91730861	4.32	05-Jun-2007	09-Jul-2007	1,991,980.00	2,000,000.00	TD	422341		M
BDN	TD	D#92011667	4.42	03-Jul-2007	25-Jul-2007	5,385,636.00	5,400,000.00	TD	422341		M
BA	CIBC	D#91460970	4.32	09-May-2007	07-Aug-2007	989,460.00	1,000,000.00	TD	422341		M
BA	BNS	D#92070994	4.50	09-Jul-2007	16-Aug-2007	21,897,480.00	22,000,000.00	TD	422341		M
T-BILLS	ONT	D#91601096	4.21	23-May-2007	21-Aug-2007	19,794,600.00	20,000,000.00	TD	422341		M
BDN	TD	D#92231207	4.54	25-Jul-2007	30-Aug-2007	5,973,240.00	6,000,000.00	TD	422341		M
BA	TD	D#92450736	4.84	16-Aug-2007	17-Sep-2007	12,945,010.00	13,000,000.00	TD	422341		M
BA	HONGKONG		4.89	16-Aug-2007	17-Sep-2007	9,957,300.00	10,000,000.00	HK	422341		M
BA	TD	D#91971796	4.54	29-Jun-2007	28-Sep-2007	16,809,770.00	17,000,000.00	TD	422341		M
BA	TD	D#92141720	4.64	16-Jul-2007	15-Oct-2007	1,977,120.00	2,000,000.00	TD	422341		M
BA	RBC	D#92912615	4.80	01-Oct-2007	25-Oct-2007	4,485,825.00	4,500,000.00	TD	422341		M
BA	TD	D#92311435	4.69	02-Aug-2007	01-Nov-2007	1,976,880.00	2,000,000.00	TD	422341		M
BA	TD	D#93260880	4.50	05-Nov-2007	15-Nov-2007	998,770.00	1,000,000.00	TD	422341		M
T-BILLS	BC	D#92502056	4.22	21-Aug-2007	20-Nov-2007	19,791,800.00	20,000,000.00	TD	422341		M
BDN	TD	D#92591255	4.83	30-Aug-2007	30-Nov-2007	5,927,820.00	6,000,000.00	TD	422341		M
BDN	HONGKONG		4.20	13-Dec-2006	14-Dec-2007	4,797,950.00	5,000,000.00	HK	422341		M
BDN	BNS	D#92701295	4.88	10-Sep-2007	14-Dec-2007	1,974,920.00	2,000,000.00	TD	422341		M
BA	BNS		4.66	25-Oct-2007	14-Dec-2007	5,961,960.00	6,000,000.00	TD	422341		M
BA	TD	D#93511366	4.53	30-Nov-2007	14-Dec-2007	5,989,620.00	6,000,000.00	TD	422341		M
BA	CIBC	D#92772029	4.96	17-Sep-2007	17-Dec-2007	22,719,170.00	23,000,000.00	TD	422341		M
TERM ON	TD		4.25	14-Dec-2007	17-Dec-2007	20,000,000.00	20,006,986.30	TD	422341		M
TERM ON	TD		4.25	17-Dec-2007	18-Dec-2007	43,000,000.00	43,005,006.85	TD	422341		M
TERM ON	TD		4.25	18-Dec-2007	19-Dec-2007	35,000,000.00	35,004,075.34	TD	422341		M
TERM ON	TD		4.25	19-Dec-2007	20-Dec-2007	20,000,000.00	20,002,328.76	TD	422341		M
BA	TD	D#93222123	4.63	01-Nov-2007	31-Jan-2008	4,942,950.00	5,000,000.00	TD	422341		M
BA	BMO	D#93411474	4.68	20-Nov-2007	19-Feb-2008	19,769,400.00	20,000,000.00	TD	422341		M
BA	CIBC	D#93711452	4.72	20-Dec-2007	10-Mar-2008	22,761,490.00	23,000,000.00	TD	422341		M
BDN	TD	D#92791284	4.80	19-Sep-2007	20-Mar-2008	16,600,500.00	17,000,000.00	TD	422341		M
BDN	TD	D#93441050	4.65	23-Nov-2007	28-Mar-2008	1,968,400.00	2,000,000.00	TD	422341		M
BDN	HONGKONG		4.76	18-Dec-2007	16-Jun-2008	9,769,400.00	10,000,000.00	HK	422341		M
BOND	BNS	COUPON 6.25%	4.15	11-Dec-2006	16-Jul-2007	6,073,200.00	6,000,000.00	BMO	5247694		B
BA	TD	D#91691799	4.32	01-Jun-2007	03-Jul-2007	2,590,198.00	2,600,000.00	TD	5247694		M
BDN	TD	D#92011667	4.42	03-Jul-2007	25-Jul-2007	2,593,084.00	2,600,000.00	TD	5247694		M
BA	CIBC	D#92141726	4.54	16-Jul-2007	16-Aug-2007	2,988,480.00	3,000,000.00	TD	5247694		M
BDN	TD	D#92231207	4.54	25-Jul-2007	30-Aug-2007	2,986,620.00	3,000,000.00	TD	5247694		M
BA	TD	D#92141720	4.64	16-Jul-2007	15-Oct-2007	2,965,680.00	3,000,000.00	TD	5247694		M
BDN	HONGKONG		4.86	15-Oct-2007	18-Dec-2007	2,974,650.00	3,000,000.00	HK	5247694		M
BDN	TD	D#92591199	4.76	30-Aug-2007	04-Jan-2008	2,951,130.00	3,000,000.00	TD	5247694		M
BA	HONGKONG		4.80	16-Aug-2007	11-Feb-2008	2,931,000.00	3,000,000.00	HK	5247694		M
BDN	HONGKONG		4.76	18-Dec-2007	16-Jun-2008	2,930,820.00	3,000,000.00	HK	5247694		M