INSTRUMENT	ISSUER	DESC	INT_RATE	DATE_BGT	DATE_SOLD	BOUGHT	SOLD	BANK	ACCOUNT_NO	CAPGAIN	CODEBOND
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
BDN	TD	D#92591199	4.76	30-Aug-2007	04-Jan-2008	2,951,130.00	3,000,000.00	TD	5247694		M
BOND	CHT	COUPON 4.05%	4.26	29-Mar-2006	07-Jan-2008	1,984,980.00	2,000,000.00	WG	422023	12640.32	B
BOND	ONT	4.6%	4.78	18-Sep-2007	07-Jan-2008	1,491,750.00	1,500,000.00	WG	422023	11968.53	B
BA	TD	D#93651247	4.53	14-Dec-2007	21-Jan-2008	19,906,200.00	20,000,000.00	TD	422023		M
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	CHT	COUPON 3.55%	4.31	06-Apr-2006	25-Jan-2008	2,913,900.00	3,000,000.00	BMO	422023	48140.11	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
BA	TD	D#93222123	4.63	01-Nov-2007	31-Jan-2008	4,942,950.00	5,000,000.00	TD	422341		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	2,931,000.00	3,000,000.00	HK	5247694		M
BA	HONGKONG		4.80	16-Aug-2007	11-Feb-2008	6,839,000.00	7,000,000.00	HK	422023		M
BA	BMO	D#93411474	4.68	20-Nov-2007	19-Feb-2008	19,769,400.00	20,000,000.00	TD	422341		M
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	GOV CAN	COUPON 4%	3.89	22-Feb-2008	07-Mar-2008	4,046,000.00	4,000,000.00	RBC	422023	66190.14	B
BA	CIBC	D#93711452	4.72	20-Dec-2007	10-Mar-2008	22,761,490.00	23,000,000.00	TD	422341		M
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
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	16,600,500.00	17,000,000.00	TD	422341		M
BDN	TD	D#92791284	4.80	19-Sep-2007	20-Mar-2008	2,929,500.00	3,000,000.00	TD	422023		M
BA	TD	D#94332678	3.87	20-Feb-2008	24-Mar-2008	9,965,100.00	10,000,000.00	TD	422023		M
BOND 2011	BMO	SU YR1 5,5.05,5.15,5.5	5.06	27-Sep-2007	27-Mar-2008	2,000,000.00	2,000,000.00	BMO	422023		B
BDN	TD	D#93441050	4.65	23-Nov-2007	28-Mar-2008	1,968,400.00	2,000,000.00	TD	422341		M
BDN	TD	D#93441050	4.65	23-Nov-2007	28-Mar-2008	12,794,600.00	13,000,000.00	TD	422023		M
BA	CIBC	D#94391247	3.83	26-Feb-2008	31-Mar-2008	9,964,500.00	10,000,000.00	TD	422023		M
TERM ON	TD		3.50	25-Mar-2008	31-Mar-2008	20,000,000.00	20,011,506.85	TD	422023		M
T-BILLS	BC	D#94531607	2.38	11-Mar-2008	01-Apr-2008	10,285,889.00	10,300,000.00	TD	422341		M
BA	HONGKONG		3.90	11-Feb-2008	09-Apr-2008	9,938,400.00	10,000,000.00	HK	422023		M
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
BA	RBC	D#94181979	3.90	05-Feb-2008	10-Apr-2008	11,917,200.00	12,000,000.00	TD	422023		M
BDN	TD	D#93861189	4.58	04-Jan-2008	11-Apr-2008	2,963,550.00	3,000,000.00	TD	5247694		M
BA	TD	D#93971675	4.18	15-Jan-2008	16-Apr-2008	6,926,990.00	7,000,000.00	TD	422023		M
T-BILLS	BC	D#94531628	2.38	11-Mar-2008	16-Apr-2008	1,995,320.00	2,000,000.00	TD	422023		M
T-BILLS	BC	D#94531628	2.38	11-Mar-2008	16-Apr-2008	11,971,920.00	12,000,000.00	TD	422341		M
T-BILLS	BC	D#94281200	3.23	15-Feb-2008	17-Apr-2008	3,978,160.00	4,000,000.00	TD	422023		M
BA	TD	D#94611506	3.50	19-Mar-2008	18-Apr-2008	7,977,040.00	8,000,000.00	TD	422023		M
BA	TD	D#94624518	3.50	20-Mar-2008	22-Apr-2008	14,952,750.00	15,000,000.00	TD	422023		M
BA	BNS	D#94030788	4.05	21-Jan-2008	23-Apr-2008	17,816,220.00	18,000,000.00	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
BA	HONGKONG		3.85	11-Feb-2008	07-May-2008	3,964,040.00	4,000,000.00	HK	422023		M
BA	HONGKONG		3.85	11-Feb-2008	07-May-2008	2,973,030.00	3,000,000.00	HK	5247694		M
BA	HONGKONG		3.85	11-Feb-2008	07-May-2008	2,973,030.00	3,000,000.00	HK	422341		M
BA	RBC	D#94321618	3.83	19-Feb-2008	14-May-2008	4,955,800.00	5,000,000.00	TD	422023		M
BA	RBC	D#94321618	3.83	19-Feb-2008	14-May-2008	14,867,400.00	15,000,000.00	TD	422341		M
BA	BMO	D#94341706	3.83	21-Feb-2008	20-May-2008	10,778,856.44	10,879,491.74	TD	422023		M
BA	BMO	D#94341706	3.83	21-Feb-2008	20-May-2008	4,082,393.56	4,120,508.26	TD	422341		M
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 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
BA	CIBC	D#94461168	3.55	04-Mar-2008	03-Jun-2008	10,903,530.00	11,000,000.00	TD	422023		M
BA	CIBC	D#94461168	3.55	04-Mar-2008	03-Jun-2008	3,964,920.00	4,000,000.00	TD	422341		M
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
BDN	HONGKONG		4.76	18-Dec-2007	16-Jun-2008	9,769,400.00	10,000,000.00	HK	422341		M
BDN	HONGKONG		4.76	18-Dec-2007	16-Jun-2008	2,930,820.00	3,000,000.00	HK	5247694		M
BDN	HONGKONG		4.76	18-Dec-2007	16-Jun-2008	6,838,580.00	7,000,000.00	HK	422023		M
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
CD	MANULIFE		3.73	20-Feb-2008	30-Jun-2008	10,000,000.00	10,133,871.23	CAN	422023		M
BDN	HONGKONG		3.54	18-Mar-2008	30-Jun-2008	19,800,200.00	20,000,000.00	HK	422023		M
BA	RBC	D#94621784	3.45	20-Mar-2008	30-Jun-2008	21,789,900.00	22,000,000.00	TD	422023		M
BA	RBC	D#94621784	3.45	20-Mar-2008	30-Jun-2008	2,971,350.00	3,000,000.00	TD	422341		M
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 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	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 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%	4.53	17-Nov-2003	19-Nov-2008	996,500.00	1,000,000.00	CAN	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 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	BMO	S/U YR2 4.25,4.35,4.5,4.7	4.30	03-Jan-2008	03-Jan-2009	2,000,000.00	2,000,000.00	BMO	422023		B
BOND 2015	FARM CREDIT	S/U 4% YR3 4.1	4.14	24-Jan-2008	24-Jan-2009	1,000,000.00	1,000,000.00	WG	422023		B
BOND	BNS	S/U YR3 4.35,4.4,4.5,4.6	4.40	25-Jan-2008	25-Jan-2009	1,000,000.00	1,000,000.00	WG	422023		B
BOND	ACFA	SU YR 1 4.05%	4.09	28-Jan-2008	28-Jan-2009	3,000,000.00	3,000,000.00	WG	422023		B
BOND	ONT	SU YR2 4.3	4.35	31-Jan-2008	31-Jan-2009	1,000,000.00	1,000,000.00	WG	422023		B
BOND 2013	RBC	S/U YR 2 4.3%,4.35	4.35	14-Mar-2008	14-Mar-2009	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	MANITOBA	S/U YR 1 3.7%	3.73	25-Mar-2008	25-Mar-2009	3,000,000.00	3,000,000.00	WG	422023		M
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	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	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	TORONTO	4.75% COUPON	4.80	25-Sep-2003	25-Sep-2010	499,900.00	500,000.00	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	CIBC	COUPON 4.35%	4.40	11-Mar-2008	01-Nov-2011	3,999,520.00	4,000,000.00	BMO	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	CIBC	COUPON 5.0%	4.90	15-Feb-2008	10-Sep-2012	4,025,560.00	4,000,000.00	BMO	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	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	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
ACCRUAL	BMO	4.6% S/A CALLABLE	4.65	05-Mar-2007	01-Mar-2014	3,000,000.00	4,124,700.00	BMO	422023		M
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	GOV CAN	COUPON 5%	4.66	07-Apr-2004	01-Jun-2014	2,063,540.00	2,000,000.00	RBC	422341		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	YORK REGION	COUPON 4.6%	4.39	07-Mar-2008	30-May-2017	1,529,250.00	1,500,000.00	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