| ACCOUNT_NO | INSTRUMENT | ISSUER | CPN | INT_RATE | DATE_BGT | DATE_SOLD | BANK | PURCH PRICE | BOOK VALUE | MAT VALUE |
| 422341 | BA | BNS | 3.27 | 19-Dec-2005 | 16-Jan-2006 | TD | 3,990,000.00 | 4,000,000.00 | ||
| 422023 | BA | BNS | 3.27 | 19-Dec-2005 | 16-Jan-2006 | TD | 5,985,000.00 | 6,000,000.00 | ||
| 422341 | BA | BNS | 3.38 | 07-Dec-2005 | 01-Mar-2006 | TD | 3,969,120.00 | 4,000,000.00 | ||
| 422023 | BA | BNS | 3.38 | 07-Dec-2005 | 01-Mar-2006 | TD | 7,938,240.00 | 8,000,000.00 | ||
| 422023 | BOND | BNS | 4.05% | 4.09 | 10-Dec-2004 | 10-Jun-2006 | WG | 2,000,000.00 | 2,000,000.00 | |
| 23,882,360.00 | 9% | |||||||||
| 422341 | BA | CIBC | 3.16 | 25-Nov-2005 | 03-Jan-2006 | TD | 996,630.00 | 1,000,000.00 | ||
| 422023 | BA | CIBC | 3.16 | 25-Nov-2005 | 03-Jan-2006 | TD | 4,983,150.00 | 5,000,000.00 | ||
| 422023 | BOND | CIBC | 5.15% | 4.38 | 26-Mar-2004 | 26-Mar-2009 | RBC | 10,365,000.00 | 10,000,000.00 | |
| 422023 | BOND | CIBC | 4.75% | 4.84 | 14-Mar-2005 | 22-Dec-2014 | WG | 1,994,880.00 | 2,000,000.00 | |
| 17,979,780.00 | 7% | |||||||||
| 422023 | BA | RBC | 3.26 | 08-Dec-2005 | 03-Jan-2006 | TD | 2,993,040.00 | 3,000,000.00 | ||
| 422341 | BA | RBC | 3.26 | 08-Dec-2005 | 03-Jan-2006 | TD | 1,995,360.00 | 2,000,000.00 | ||
| 422023 | BA | RBC | 3.44 | 15-Dec-2005 | 15-Mar-2006 | TD | 13,882,260.00 | 14,000,000.00 | ||
| 422023 | BOND | RBC | 4.00% | 4.04 | 24-Aug-2005 | 24-Aug-2006 | WG | 5,000,000.00 | 5,000,000.00 | |
| 23,870,660.00 | 9% | |||||||||
| 422023 | BA | TD | 3.35 | 23-Dec-2005 | 15-Feb-2006 | TD | 10,944,870.00 | 10,999,095.54 | ||
| 422341 | BA | TD | 3.35 | 23-Dec-2005 | 15-Feb-2006 | TD | 8,956,530.00 | 9,000,904.46 | ||
| 422023 | BDN | TD | 3.27 | 05-Dec-2005 | 09-Jan-2006 | TD | 7,974,960.00 | 8,000,000.00 | ||
| 422023 | BDN | TD | 3.27 | 15-Dec-2005 | 20-Jan-2006 | TD | 4,983,950.00 | 5,000,000.00 | ||
| 422341 | BDN | TD | 3.27 | 15-Dec-2005 | 20-Jan-2006 | TD | 16,945,430.00 | 17,000,000.00 | ||
| 49,805,740.00 | 19% | |||||||||
| 422341 | BA | HONGKONG | 3.21 | 23-Nov-2005 | 17-Jan-2006 | HK | 995,190.00 | 1,000,000.00 | ||
| 422023 | BA | HONGKONG | 3.21 | 23-Nov-2005 | 17-Jan-2006 | HK | 13,932,660.00 | 14,000,000.00 | ||
| 422023 | BDN | HONGKONG | 3.35 | 16-Dec-2005 | 15-Feb-2006 | HK | 19,888,600.00 | 20,000,000.00 | ||
| 34,816,450.00 | 13% | |||||||||
| 422023 | BOND | CHT | 3.55% | 3.61 | 17-Mar-2004 | 15-Mar-2009 | WG | 998,780.00 | 1,000,000.00 | |
| 422023 | BOND | CHT | 3.55% | 3.63 | 27-Sep-2005 | 15-Sep-2010 | WG | 998,910.00 | 1,000,000.00 | |
| 422023 | BOND | CHT | 3.55% | 4.04 | 09-Dec-2005 | 15-Sep-2010 | BMO | 1,964,800.00 | 2,000,000.00 | |
| 422023 | BOND | CMHC | 4.65% | 4.20 | 20-Sep-2004 | 15-Sep-2009 | WG | 1,020,270.00 | 1,000,000.00 | |
| 422023 | BOND | FARM CREDIT | 4.10% | 4.14 | 01-Dec-2005 | 01-Jun-2006 | WG | 1,000,000.00 | 1,000,000.00 | |
| 422023 | BOND | FARM CREDIT | 4.00% | 4.04 | 20-Dec-2005 | 20-Dec-2006 | WG | 1,000,000.00 | 1,000,000.00 | |
| 422023 | BOND | FARM CREDIT | 4.00% | 4.04 | 20-Dec-2005 | 20-Dec-2006 | CAN | 1,000,000.00 | 1,000,000.00 | |
| 422023 | BOND 2013 | FARM CREDIT | 4.00% | 4.04 | 05-Dec-2005 | 05-Dec-2006 | WG | 1,000,000.00 | 1,000,000.00 | |
| 422023 | BOND 2013 | FARM CREDIT | 4.00% | 4.04 | 05-Dec-2005 | 05-Dec-2006 | WG | 1,000,000.00 | 1,000,000.00 | |
| 422023 | BOND 2015 | FARM CREDIT | 4.00% | 4.04 | 24-Jan-2005 | 24-Jan-2006 | WG | 1,000,000.00 | 1,000,000.00 | |
| 422023 | BOND | GOV CAN | 7.00% | 5.55 | 07-May-2001 | 01-Dec-2006 | TD | 3,217,200.00 | 3,000,000.00 | |
| 422023 | BOND | GOV CAN | 7.25% | 5.24 | 31-Aug-2001 | 01-Jun-2007 | TD | 5,511,000.00 | 5,000,000.00 | |
| 422341 | BOND | GOV CAN | 6.00% | 4.99 | 22-Jan-2002 | 01-Jun-2008 | WG | 2,115,000.00 | 2,000,000.00 | |
| 422341 | BOND | GOV CAN | 6.00% | 4.45 | 18-Mar-2003 | 01-Jun-2008 | RBC | 1,610,400.00 | 1,500,000.00 | |
| 422023 | BOND | GOV CAN | 5.50% | 4.20 | 10-Jul-2003 | 01-Jun-2009 | RBC | 2,138,920.00 | 2,000,000.00 | |
| 422341 | BOND | GOV CAN | 5.25% | 4.62 | 08-Apr-2004 | 01-Jun-2013 | RBC | 2,101,600.00 | 2,000,000.00 | |
| 422341 | BOND | GOV CAN | 5.00% | 4.66 | 07-Apr-2004 | 01-Jun-2014 | RBC | 2,063,540.00 | 2,000,000.00 | |
| 422341 | BOND | GOV CAN | 5.00% | 4.32 | 08-Mar-2005 | 01-Jun-2014 | RBC | 3,163,500.00 | 3,000,000.00 | |
| 422341 | P-NOTES | BC | 3.10 | 05-Dec-2005 | 13-Jan-2006 | TD | 16,943,900.00 | 17,000,000.00 | ||
| 422023 | BOND | BCMFA | 4.95% | 5.03 | 22-Apr-2004 | 22-Apr-2013 | CAN | 998,900.00 | 1,000,000.00 | |
| 422023 | BOND | MANITOBA | 4.00% | 4.04 | 01-Dec-2005 | 01-Dec-2006 | BMO | 2,000,000.00 | 2,000,000.00 | |
| 422023 | BOND 2015 | MANITOBA | 4.00% | 4.04 | 19-Oct-2005 | 15-Sep-2010 | WG | 3,000,000.00 | 3,000,000.00 | |
| 422023 | BOND | ONT | 5.00% | 5.06 | 07-Oct-2004 | 08-Mar-2014 | RBC | 2,000,880.00 | 2,000,000.00 | |
| 422023 | BOND | ONT | 5.00% | 5.05 | 08-Oct-2004 | 08-Mar-2014 | CAN | 1,000,830.00 | 1,000,000.00 | |
| 422023 | BOND | ONT | 3.00% | 3.04 | 24-Mar-2004 | 24-Mar-2006 | RBC | 4,998,000.00 | 5,000,000.00 | |
| 422023 | BOND | ONT | 3.00% | 3.03 | 24-Mar-2004 | 24-Mar-2006 | RBC | 2,130,000.00 | 2,130,000.00 | |
| 422023 | BOND | ONT | 4.25% | 5.60 | 21-Jun-2001 | 21-Jun-2006 | WG | 500,000.00 | 500,000.00 | |
| 422023 | BOND | ONT | 6.25% | 4.25 | 30-Sep-2002 | 21-Jun-2006 | WG | 2,503,228.00 | 2,366,000.00 | |
| 422023 | BOND | ONT | 3.45% | 3.45 | 23-Jun-2003 | 21-Jun-2006 | WG | 500,000.00 | 500,000.00 | |
| 422023 | BOND | ONT | 3.45% | 3.45 | 26-Jun-2003 | 21-Jun-2006 | WG | 3,500,000.00 | 3,500,000.00 | |
| 422023 | BOND | ONT | 5.75% | 4.00 | 17-Nov-2003 | 21-Jun-2006 | WG | 3,196,800.00 | 3,000,000.00 | |
| 422023 | BOND | ONT | 7.75% | 5.64 | 15-May-2001 | 24-Jul-2006 | MER | 2,195,000.00 | 2,000,000.00 | |
| 422023 | BOND | ONT | 7.75% | 5.95 | 28-May-2001 | 24-Jul-2006 | WG | 2,707,500.00 | 2,500,000.00 | |
| 422023 | BOND | ONT | 5.20% | 3.11 | 07-Jan-2005 | 08-Mar-2007 | MER | 2,085,000.00 | 2,000,000.00 | |
| 422023 | BOND | ONT | 5.20% | 3.88 | 15-Dec-2005 | 08-Mar-2007 | RBC | 4,064,400.00 | 4,000,000.00 | |
| 422023 | BOND | ONT | 3.75% | 3.58 | 11-Feb-2004 | 21-Jun-2007 | WG | 2,079,000.00 | 2,000,000.00 | |
| 422023 | BOND | ONT | 3.70% | 3.73 | 04-Nov-2005 | 04-Nov-2007 | WG | 1,000,000.00 | 1,000,000.00 | |
| 422023 | BOND | ONT | 4.40% | 4.57 | 17-Nov-2003 | 19-Nov-2008 | CAN | 497,295.00 | 500,000.00 | |
| 422023 | BOND | ONT | 4.40% | 4.53 | 17-Nov-2003 | 19-Nov-2008 | CAN | 996,500.00 | 1,000,000.00 | |
| 422023 | BOND | ONT | 5.70% | 3.22 | 15-Jun-2005 | 01-Dec-2008 | MER | 3,244,932.00 | 3,000,000.00 | |
| 422023 | BOND | ONT | 4.00% | 4.19 | 03-May-2004 | 19-May-2009 | RBC | 2,980,260.00 | 3,000,000.00 | |
| 422023 | BOND | ONT | 5.00% | 5.18 | 09-Aug-2004 | 08-Mar-2014 | CAN | 991,630.00 | 1,000,000.00 | |
| 422023 | BOND | ONT | 4.50% | 4.28 | 22-Jul-2005 | 08-Mar-2015 | WG | 1,021,050.00 | 1,000,000.00 | |
| 422023 | BOND | ONT | 4.50% | 4.32 | 24-Oct-2005 | 08-Mar-2015 | RBC | 3,052,200.00 | 3,000,000.00 | |
| 100,439,900.00 | 38% | |||||||||
| 422023 | BOND | HALTON | 4.60% | 4.68 | 13-Feb-2004 | 12-Feb-2012 | WG | 989,018.00 | 991,000.00 | |
| 422023 | BOND | LONDON | 4.50% | 4.58 | 19-Sep-2003 | 19-Sep-2009 | WG | 498,830.00 | 500,000.00 | |
| 422023 | BOND | TORONTO | 4.50% | 4.59 | 25-Sep-2003 | 25-Sep-2009 | WG | 499,100.00 | 500,000.00 | |
| 422023 | BOND | TORONTO | 4.50% | 4.59 | 25-Sep-2003 | 25-Sep-2009 | MER | 499,100.00 | 500,000.00 | |
| 422023 | BOND | TORONTO | 4.75% | 4.80 | 25-Sep-2003 | 25-Sep-2010 | WG | 499,900.00 | 500,000.00 | |
| 422023 | BOND | TORONTO | 4.55% | 4.68 | 20-May-2005 | 20-May-2015 | WG | 1,292,473.00 | 1,300,000.00 | |
| 422023 | BOND | WATERLOO | 3.35% | 3.42 | 29-Nov-2004 | 29-Nov-2006 | WG | 999,230.00 | 1,000,000.00 | |
| 422023 | BOND | YORK | 3.25% | 3.32 | 28-Oct-2004 | 28-Oct-2006 | WG | 999,140.00 | 1,000,000.00 | |
| 422023 | BOND | YORK | 4.13% | 4.21 | 25-May-2005 | 25-May-2011 | WG | 997,900.00 | 1,000,000.00 | |
| 422023 | BOND | YORK | 5.13% | 5.21 | 05-Jul-2004 | 05-Jul-2011 | WG | 998,800.00 | 1,000,000.00 | |
| 422023 | BOND | YORK | 3.90% | 4.04 | 27-Sep-2005 | 27-Sep-2013 | WG | 1,986,000.00 | 2,000,000.00 | |
| 10,291,000.00 | 4% | |||||||||
| GL Amount | 261,085,890.00 | 100% | ||||||||
| Purchase Price | 264,065,586.00 | |||||||||