INSTRUMENT	ISSUER	INT_RATE	DATE_BGT	DATE_SOLD	BOUGHT	SOLD	BANK	CAPGAIN	CODEBOND	12/31/2006	12/31/2007
CD	MANULIFE	4.17	17-Feb-2006	16-Feb-2007	8,000,000.00	8,332,686.03	CAN		M	47	376,000,000.00	42,956.71
CD	MANULIFE	4.65	28-Jun-2006	28-Jun-2007	8,000,000.00	8,372,000.00	CAN		M	179	1,432,000,000.00	182,432.88
BA	RBC	4.30	22-Aug-2006	16-Jan-2007	19,660,000.00	20,000,000.00	TD		M	16	314,560,000.00	37,014.66
BDN	HONGKONG	4.35	25-Oct-2006	30-Apr-2007	7,825,600.00	8,000,000.00	HK		M	120	939,072,000.00	111,916.80
BA	RBC	4.29	17-Nov-2006	16-Feb-2007	18,798,980.00	19,000,000.00	TD		M	47	883,552,060.00	103,847.63
BA	BNS	4.28	22-Nov-2006	21-Feb-2007	11,873,280.00	12,000,000.00	TD		M	52	617,410,560.00	72,397.73
CD	MANULIFE	4.27	27-Nov-2006	30-Apr-2007	10,000,000.00	10,180,158.90	CAN		M	120	1,200,000,000.00	140,383.56
BDN	HONGKONG	4.31	13-Dec-2006	15-Mar-2007	4,946,250.00	5,000,000.00	HK		M	74	366,022,500.00	43,220.74
BA	RBC	4.28	18-Dec-2006	15-Jan-2007	4,983,650.00	5,000,000.00	TD		M	15	74,754,750.00	8,765.76
BA	TD	4.29	09-Jan-2007	09-Apr-2007	1,979,060.00	2,000,000.00	TD		M	90	178,115,400.00	20,934.66
BDN	BMO	4.29	11-Jan-2007	11-Apr-2007	884,830.00	894,192.19	TD		M	90	79,634,700.00	9,359.80
BA	CIBC	4.29	17-Jan-2007	20-Feb-2007	19,920,400.00	20,000,000.00	TD		M	34	677,293,600.00	79,605.19
BA	CIBC	4.30	05-Feb-2007	07-May-2007	5,936,340.00	6,000,000.00	TD		M	91	540,206,940.00	63,640.82
BDN	TD	4.29	13-Feb-2007	30-Mar-2007	7,957,920.00	8,000,000.00	TD		M	45	358,106,400.00	42,089.77
BA	HONGKONG	4.30	16-Feb-2007	30-Mar-2007	3,980,320.00	4,000,000.00	HK		M	42	167,173,440.00	19,694.41
BDN	HONGKONG	4.31	16-Feb-2007	30-Apr-2007	24,786,250.00	25,000,000.00	HK		M	73	1,809,396,250.00	213,657.48
BDN	TD	4.29	19-Feb-2007	30-Mar-2007	9,954,400.00	10,000,000.00	TD		M	39	388,221,600.00	45,629.33
BDN	TD	4.29	20-Feb-2007	30-Apr-2007	22,815,080.00	23,000,000.00	TD		M	69	1,574,240,520.00	185,027.17
BA	CIBC	4.29	20-Feb-2007	25-May-2007	1,978,140.00	2,000,000.00	TD		M	94	185,945,160.00	21,854.92
BDN	BNS	4.29	21-Feb-2007	30-Mar-2007	29,870,100.00	30,000,000.00	TD		M	37	1,105,193,700.00	129,898.11
BA	BNS	4.28	22-Feb-2007	30-Mar-2007	5,974,800.00	6,000,000.00	TD		M	36	215,092,800.00	25,221.84
T-BILLS	GOV CAN	4.20	27-Feb-2007	05-Apr-2007	3,983,040.00	4,000,000.00	TD		M	37	147,372,480.00	16,957.93
BA	BMO	4.28	05-Mar-2007	10-Apr-2007	1,991,600.00	2,000,000.00	TD		M	36	71,697,600.00	8,407.28
BA	RBC	4.28	08-Mar-2007	02-Apr-2007	8,973,720.00	9,000,000.00	TD		M	25	224,343,000.00	26,306.52
BA	BNS	4.28	15-Mar-2007	20-Apr-2007	4,979,000.00	5,000,000.00	TD		M	36	179,244,000.00	21,018.20
BDN	TD	4.28	20-Mar-2007	27-Apr-2007	24,889,000.00	25,000,000.00	TD		M	38	945,782,000.00	110,902.66
T-BILLS	GOV CAN	4.13	21-Mar-2007	03-Apr-2007	9,985,300.00	10,000,000.00	TD		M	13	129,808,900.00	14,687.97
T-BILLS	GOV CAN	4.13	22-Mar-2007	03-Apr-2007	6,990,480.00	7,000,000.00	TD		M	12	83,885,760.00	9,491.73
BA	CIBC	4.29	27-Mar-2007	01-May-2007	3,984,080.00	4,000,000.00	TD		M	35	139,442,800.00	16,389.30
BA	BMO	4.30	30-Mar-2007	25-Jun-2007	14,847,750.00	15,000,000.00	TD		M	87	1,291,754,250.00	152,179.27
BA	TD	4.29	02-Apr-2007	07-May-2007	12,946,700.00	13,000,000.00	TD		M	35	453,134,500.00	53,258.82
BDN	HONGKONG	4.32	03-Apr-2007	29-Jun-2007	19,796,200.00	20,000,000.00	HK		M	87	1,722,269,400.00	203,841.20
BA	CIBC	4.29	05-Apr-2007	09-May-2007	5,976,120.00	6,000,000.00	TD		M	34	203,188,080.00	23,881.56
BA	BNS	4.29	10-Apr-2007	25-May-2007	8,952,660.00	9,000,000.00	TD		M	45	402,869,700.00	47,350.99
BDN	BNS	4.30	23-Apr-2007	29-Jun-2007	13,890,380.00	14,000,000.00	TD		M	67	930,655,460.00	109,638.86
BA	BNS	4.30	24-Apr-2007	01-Jun-2007	17,919,720.00	18,000,000.00	TD		M	38	680,949,360.00	80,221.43
BA	BMO	4.30	25-Apr-2007	23-May-2007	8,970,390.00	9,000,000.00	TD		M	28	251,170,920.00	29,590.00
BA	TD	4.30	27-Apr-2007	25-May-2007	24,917,750.00	25,000,000.00	TD		M	28	697,697,000.00	82,194.44
BDN	HONGKONG	4.34	30-Apr-2007	30-Jul-2007	24,732,500.00	25,000,000.00	HK		M	91	2,250,657,500.00	267,612.43
BA	CIBC	4.30	01-May-2007	05-Jun-2007	7,967,120.00	8,000,000.00	TD		M	35	278,849,200.00	32,850.73
BA	CIBC	4.30	07-May-2007	04-Jun-2007	19,934,200.00	20,000,000.00	TD		M	28	558,157,600.00	65,755.55
BA	CIBC	4.32	09-May-2007	07-Aug-2007	8,905,140.00	9,000,000.00	TD		M	90	801,462,600.00	94,858.04
BA	TD	4.31	23-May-2007	22-Jun-2007	5,978,820.00	6,000,000.00	TD		M	30	179,364,600.00	21,179.77
BA	TD	4.31	23-May-2007	22-Jun-2007	4,484,115.00	4,500,000.00	TD		M	30	134,523,450.00	15,884.82
BA	TD	4.31	25-May-2007	29-Jun-2007	34,855,800.00	35,000,000.00	TD		M	35	1,219,953,000.00	144,054.72
BA	TD	4.31	25-May-2007	29-Jun-2007	14,938,200.00	15,000,000.00	TD		M	35	522,837,000.00	61,737.74
BA	TD	4.32	01-Jun-2007	03-Jul-2007	17,334,402.00	17,400,000.00	TD		M	32	554,700,864.00	65,652.27
BA	RBC	4.25	04-Jun-2007	25-Jun-2007	19,951,200.00	20,000,000.00	TD		M	21	418,975,200.00	48,784.78
BA	CIBC	4.25	04-Jun-2007	25-Jun-2007	4,987,800.00	5,000,000.00	TD		M	21	104,743,800.00	12,196.20
BA	BNS	4.32	05-Jun-2007	09-Jul-2007	7,967,920.00	8,000,000.00	TD		M	34	270,909,280.00	32,063.78
BA	BNS	4.25	22-Jun-2007	29-Jun-2007	10,491,495.00	10,500,000.00	TD		M	7	73,440,465.00	8,551.29
TERM ON	TD	4.25	25-Jun-2007	29-Jun-2007	14,000,000.00	14,006,520.55	TD		M	4	56,000,000.00	6,520.55
BA	RBC	4.39	25-Jun-2007	25-Jul-2007	9,964,000.00	10,000,000.00	TD		M	30	298,920,000.00	35,952.30
CD	MANULIFE	4.46	25-Jun-2007	24-Aug-2007	15,000,000.00	15,109,972.60	CAN		M	60	900,000,000.00	109,972.60
TERM ON	TD	4.25	29-Jun-2007	03-Jul-2007	20,000,000.00	20,009,315.07	TD		M	4	80,000,000.00	9,315.07
BA	TD	4.54	29-Jun-2007	28-Sep-2007	12,854,530.00	13,000,000.00	TD		M	91	1,169,762,230.00	145,499.19
BA	TD	4.29	03-Jul-2007	11-Jul-2007	24,976,500.00	25,000,000.00	TD		M	8	199,812,000.00	23,484.75
BDN	TD	4.42	03-Jul-2007	25-Jul-2007	11,968,080.00	12,000,000.00	TD		M	22	263,297,760.00	31,884.28
BA	BNS	4.50	09-Jul-2007	16-Aug-2007	17,916,120.00	18,000,000.00	TD		M	38	680,812,560.00	83,935.80
BA	HONGKONG	4.56	11-Jul-2007	10-Sep-2007	9,924,400.00	10,000,000.00	HK		M	61	605,388,400.00	75,632.09
BDN	HONGKONG	4.60	11-Jul-2007	28-Sep-2007	19,802,800.00	20,000,000.00	HK		M	79	1,564,421,200.00	197,159.93
BA	CIBC	4.54	16-Jul-2007	16-Aug-2007	2,988,480.00	3,000,000.00	TD		M	31	92,642,880.00	11,523.25
BA	TD	4.64	16-Jul-2007	15-Oct-2007	3,954,240.00	4,000,000.00	TD		M	91	359,835,840.00	45,743.52
TERM ON	TD	4.50	19-Jul-2007	20-Jul-2007	20,000,000.00	20,002,465.75	TD		M	1	20,000,000.00	2,465.75
BA	TD	4.64	20-Jul-2007	19-Oct-2007	19,771,200.00	20,000,000.00	TD		M	91	1,799,179,200.00	228,717.58
BDN	TD	4.54	25-Jul-2007	30-Aug-2007	20,906,340.00	21,000,000.00	TD		M	36	752,628,240.00	93,614.58
BA	HONGKONG	4.62	30-Jul-2007	27-Sep-2007	14,888,850.00	15,000,000.00	HK		M	59	878,442,150.00	111,189.12
BDN	HONGKONG	4.70	30-Jul-2007	29-Oct-2007	9,884,200.00	10,000,000.00	HK		M	91	899,462,200.00	115,821.16
BA	TD	4.69	02-Aug-2007	01-Nov-2007	3,953,760.00	4,000,000.00	TD		M	91	359,792,160.00	46,230.83
BA	CIBC	4.67	10-Aug-2007	28-Sep-2007	7,950,160.00	8,000,000.00	TD		M	49	389,557,840.00	49,842.06
BA	TD	4.84	16-Aug-2007	28-Sep-2007	9,943,300.00	10,000,000.00	TD		M	43	427,561,900.00	56,695.88
BA	BNS	4.75	21-Aug-2007	28-Sep-2007	19,901,600.00	20,000,000.00	TD		M	38	756,260,800.00	98,417.50
BDN	TD	4.80	24-Aug-2007	26-Nov-2007	20,743,590.00	21,000,000.00	TD		M	94	1,949,897,460.00	256,424.87
BDN	TD	4.83	30-Aug-2007	30-Nov-2007	20,747,370.00	21,000,000.00	TD		M	92	1,908,758,040.00	252,583.60
BDN	BNS	4.88	10-Sep-2007	14-Dec-2007	9,874,600.00	10,000,000.00	TD		M	95	938,087,000.00	125,420.95
BA	CIBC	4.96	17-Sep-2007	17-Dec-2007	3,951,160.00	4,000,000.00	TD		M	91	359,555,560.00	48,860.15
BA	RBC	4.80	01-Oct-2007	25-Oct-2007	498,425.00	500,000.00	TD		M	24	11,962,200.00	1,573.11
BA	BMO	4.80	01-Oct-2007	25-Oct-2007	4,984,250.00	5,000,000.00	TD		M	24	119,622,000.00	15,731.11
BDN	HONGKONG	4.86	15-Oct-2007	14-Dec-2007	4,960,350.00	5,000,000.00	HK		M	60	297,621,000.00	39,628.44
BDN	HONGKONG	4.86	15-Oct-2007	18-Dec-2007	1,983,100.00	2,000,000.00	HK		M	64	126,918,400.00	16,899.27
BA	BNS	4.77	19-Oct-2007	14-Dec-2007	19,854,600.00	20,000,000.00	TD		M	56	1,111,857,600.00	145,303.03
BA	BNS	4.66	25-Oct-2007	14-Dec-2007	11,923,920.00	12,000,000.00	TD		M	50	596,196,000.00	76,117.08
BDN	HONGKONG	4.62	29-Oct-2007	14-Dec-2007	14,999,999.39	15,087,340.00	CAN		M	46	689,999,971.94	87,336.98
BA	TD	4.50	05-Nov-2007	15-Nov-2007	3,995,080.00	4,000,000.00	TD		M	10	39,950,800.00	4,925.44
BA	RBC	4.50	20-Nov-2007	13-Dec-2007	4,786,416.00	4,800,000.00	TD		M	23	110,087,568.00	13,572.44
BA	TD	4.50	26-Nov-2007	07-Dec-2007	21,970,300.00	22,000,000.00	TD		M	11	241,673,300.00	29,795.34
BA	TD	4.53	30-Nov-2007	14-Dec-2007	16,970,590.00	17,000,000.00	TD		M	14	237,588,260.00	29,486.98
TERM ON	TD	4.25	07-Dec-2007	14-Dec-2007	20,000,000.00	20,016,301.37	TD		M	7	140,000,000.00	16,301.37
TERM ON	TD	4.25	17-Dec-2007	18-Dec-2007	17,000,000.00	17,001,979.45	TD		M	1	17,000,000.00	1,979.45
TERM ON	TD	4.25	19-Dec-2007	20-Dec-2007	20,000,000.00	20,002,328.77	TD		M	1	20,000,000.00	2,328.77
TERM ON	TD	4.25	20-Dec-2007	24-Dec-2007	20,000,000.00	20,009,315.07	TD		M	4	80,000,000.00	9,315.07
BA	TD	4.53	14-Dec-2007	21-Jan-2008	19,906,200.00	20,000,000.00	TD		M	17	338,405,400.00	41,999.36
BA	TD	4.50	04-Dec-2007	04-Feb-2008	8,931,690.00	9,000,000.00	TD		M	27	241,155,630.00	29,731.52
BA	HONGKONG	4.80	16-Aug-2007	11-Feb-2008	6,839,000.00	7,000,000.00	HK		M	137	936,943,000.00	123,214.42
ACCRUAL	BMO	4.65	05-Mar-2007	05-Mar-2008	3,000,000.00	3,139,500.00	BMO		M	301	903,000,000.00	115,039.73
BDN	HONGKONG	4.80	18-Dec-2007	18-Mar-2008	14,822,550.00	15,000,000.00	HK		M	13	192,693,150.00	25,340.47
BDN	TD	4.80	19-Sep-2007	20-Mar-2008	2,929,500.00	3,000,000.00	TD		M	103	301,738,500.00	39,680.68
BDN	TD	4.65	23-Nov-2007	28-Mar-2008	12,794,600.00	13,000,000.00	TD		M	38	486,194,800.00	61,939.89
ACCRUAL	BMO	5.11	02-May-2007	02-May-2008	4,000,000.00	4,204,400.00	BMO		M	243	972,000,000.00	136,080.00
BDN	HONGKONG	4.76	18-Dec-2007	16-Jun-2008	6,838,580.00	7,000,000.00	HK		M	13	88,901,540.00	11,593.74
											151,328,538.87	6,814,871.26
						6,842,824.88	20341					0.045033616
						3,855,095.24	11090
						5,781,267.55	20868
						6,168,356.86	21547
						6,045,009.49	21820
						4,702,058.82	16425
						4,729,901.33	17073
						6,497,138.52	23452
						5,222,792.16	18244
						8,385,996.20	30270
						7,430,541.18	25956
						6,863,939.28	24776
						6,043,743.46