ISSUER DESC INT_RATE DATE_BGT DATE_SOLD BOUGHT SOLD BANK CAPGAIN
BMO 4.2 4.24 03-Jan-2007 03-Jan-2008 2,000,000.00 2,000,000.00 BMO  
FARM CREDIT 4.1 4.14 24-Jul-2007 24-Jan-2008 1,000,000.00 1,000,000.00 WG  
BNS 4.3 4.35 25-Jan-2007 25-Jan-2008 1,000,000.00 1,000,000.00 WG  
ONT 4.2 4.24 13-Apr-2007 31-Jan-2008 994,500.00 1,000,000.00 WG  
BNS 4.35 4.40 22-Feb-2007 22-Feb-2008 1,500,000.00 1,500,000.00 WG  
BNS 4.3 4.35 24-Feb-2007 24-Feb-2008 1,000,000.00 1,000,000.00 BMO  
RBC 4.3 4.35 14-Mar-2007 14-Mar-2008 1,000,000.00 1,000,000.00 WG  
BMO 5 5.06 27-Sep-2007 27-Mar-2008 2,000,000.00 2,000,000.00 BMO  
                 
CHT 4.05 4.26 29-Mar-2006 07-Jan-2008 1,984,980.00 2,000,000.00 WG 12640.32
ONT 4.6 4.78 18-Sep-2007 07-Jan-2008 1,491,750.00 1,500,000.00 WG 11968.53
CHT 3.55 4.31 06-Apr-2006 25-Jan-2008 2,913,900.00 3,000,000.00 BMO 48140.11
GOV CAN 4 3.89 22-Feb-2008 07-Mar-2008 4,046,000.00 4,000,000.00 RBC 66190.14
                 
ACFA 4.35 4.40 10-Apr-2007 10-Apr-2008 1,000,000.00 1,000,000.00 WG  
BMO 4.5 4.55 01-Jun-2007 01-Jun-2008 2,000,000.00 2,000,000.00 BMO  
BMO 4.5 4.55 14-Jun-2007 14-Jun-2008 3,000,000.00 3,000,000.00 BMO  
BNS 4.7 4.76 15-Jun-2007 15-Jun-2008 3,400,000.00 3,400,000.00 WG  
FARM CREDIT 4.4 4.45 16-Jun-2007 16-Jun-2008 5,000,000.00 5,000,000.00 BMO  
FARM CREDIT 4.55 4.60 28-Jun-2007 28-Jun-2008 3,000,000.00 3,000,000.00 WG  
BMO 4.75 4.81 25-Jul-2007 25-Jul-2008 1,000,000.00 1,000,000.00 BMO  
CIBC 5.05 5.11 25-Jul-2007 25-Jul-2008 3,000,000.00 3,000,000.00 BMO  
BNS 5 5.06 13-Aug-2007 13-Aug-2008 1,000,000.00 1,000,000.00 WG  
RBC 4.1 4.14 24-Aug-2007 24-Aug-2008 5,000,000.00 5,000,000.00 WG  
CIBC 5 5.06 28-Aug-2007 28-Aug-2008 1,500,000.00 1,500,000.00 WG  
BMO 4.65 4.70 10-Sep-2007 10-Sep-2008 2,000,000.00 2,000,000.00 BMO  
BMO 4.5 4.55 25-Sep-2007 25-Sep-2008 4,000,000.00 4,000,000.00 BMO  
MANITOBA 4.1 4.14 01-Oct-2007 01-Oct-2008 3,000,000.00 3,000,000.00 WG  
MANITOBA 4.7 4.76 01-Oct-2007 01-Oct-2008 1,500,000.00 1,500,000.00 WG  
ACFA 4.8 5.06 22-Oct-2007 22-Oct-2008 3,990,000.00 4,000,000.00 BMO  
BMO 4.45 4.50 27-Oct-2007 27-Oct-2008 2,000,000.00 2,000,000.00 BMO  
ACFA 4.35 4.40 30-Oct-2007 30-Oct-2008 2,000,000.00 2,000,000.00 WG  
ONT 3.8 3.84 04-Nov-2007 04-Nov-2008 1,000,000.00 1,000,000.00 WG  
ONT 4.4 4.53 17-Nov-2003 19-Nov-2008 996,500.00 1,000,000.00 CAN  
ONT 4.4 4.57 17-Nov-2003 19-Nov-2008 497,295.00 500,000.00 CAN  
ACFA 4.6 4.65 20-Nov-2007 20-Nov-2008 1,000,000.00 1,000,000.00 WG  
ONT 4.15 4.19 22-Nov-2006 22-Nov-2008 1,000,000.00 1,000,000.00 WG  
ONT 5.7 3.22 15-Jun-2005 01-Dec-2008 3,244,932.00 3,000,000.00 MER  
FARM CREDIT 4.3 4.35 01-Dec-2007 01-Dec-2008 1,000,000.00 1,000,000.00 WG  
MANITOBA 4.1 4.14 01-Dec-2007 01-Dec-2008 2,000,000.00 2,000,000.00 BMO  
FARM CREDIT 4.1 4.14 05-Dec-2007 05-Dec-2008 1,000,000.00 1,000,000.00 WG  
FARM CREDIT 4.1 4.14 05-Dec-2007 05-Dec-2008 1,000,000.00 1,000,000.00 WG  
BNS 4.3 4.35 10-Dec-2007 10-Dec-2008 2,000,000.00 2,000,000.00 WG  
RBC 4.15 4.19 16-Dec-2007 16-Dec-2008 1,500,000.00 1,500,000.00 WG  
FARM CREDIT 4.2 4.24 20-Dec-2007 20-Dec-2008 1,000,000.00 1,000,000.00 WG  
FARM CREDIT 4.2 4.24 20-Dec-2007 20-Dec-2008 1,000,000.00 1,000,000.00 CAN  
MANITOBA 4.2 4.24 31-Dec-2007 31-Dec-2008 1,000,000.00 1,000,000.00 WG  
BMO 4.25 4.30 03-Jan-2008 03-Jan-2009 2,000,000.00 2,000,000.00 BMO  
FARM CREDIT 4.1 4.14 24-Jan-2008 24-Jan-2009 1,000,000.00 1,000,000.00 WG  
BNS 4.35 4.40 25-Jan-2008 25-Jan-2009 1,000,000.00 1,000,000.00 WG  
ACFA 4.05 4.09 28-Jan-2008 28-Jan-2009 3,000,000.00 3,000,000.00 WG  
ONT 4.3 4.35 31-Jan-2008 31-Jan-2009 1,000,000.00 1,000,000.00 WG  
RBC 4.3 4.35 14-Mar-2008 14-Mar-2009 1,000,000.00 1,000,000.00 WG  
CHT 3.55 3.61 17-Mar-2004 15-Mar-2009 998,780.00 1,000,000.00 WG  
CHT 3.55 4.30 24-Apr-2006 15-Mar-2009 2,947,500.00 3,000,000.00 BMO  
CIBC 5.15 4.38 26-Mar-2004 26-Mar-2009 10,365,000.00 10,000,000.00 RBC  
ONT 4 4.19 03-May-2004 19-May-2009 2,980,260.00 3,000,000.00 RBC  
GOV CAN 5.5 4.20 10-Jul-2003 01-Jun-2009 2,138,920.00 2,000,000.00 RBC  
CMHC 4.65 4.20 20-Sep-2004 15-Sep-2009 1,020,270.00 1,000,000.00 WG  
LONDON 4.5 4.58 19-Sep-2003 19-Sep-2009 498,830.00 500,000.00 WG  
TORONTO 4.5 4.59 25-Sep-2003 25-Sep-2009 499,100.00 500,000.00 WG  
TORONTO 4.5 4.59 25-Sep-2003 25-Sep-2009 499,100.00 500,000.00 MER  
CHT 3.55 3.63 27-Sep-2005 15-Sep-2010 998,910.00 1,000,000.00 WG  
CHT 3.55 4.04 09-Dec-2005 15-Sep-2010 1,964,800.00 2,000,000.00 BMO  
CHT 3.55 4.02 18-Jan-2006 15-Sep-2010 2,945,340.00 3,000,000.00 BMO  
TORONTO 4.75 4.80 25-Sep-2003 25-Sep-2010 499,900.00 500,000.00 WG  
YORK 4.125 4.21 25-May-2005 25-May-2011 997,900.00 1,000,000.00 WG  
CIBC 4.35 4.40 11-Mar-2008 01-Nov-2011 3,999,520.00 4,000,000.00 BMO  
HALTON 4.6 4.68 13-Feb-2004 12-Feb-2012 989,018.00 991,000.00 WG  
FARM CREDIT 4.1 5.10 23-Aug-2007 20-Apr-2012 2,091,390.00 2,165,000.00 WG  
CIBC 5 4.90 15-Feb-2008 10-Sep-2012 4,025,560.00 4,000,000.00 BMO  
ONT 4.6 4.90 15-Oct-2007 02-Dec-2012 1,978,600.00 2,000,000.00 WG  
BCMFA 4.95 5.03 22-Apr-2004 22-Apr-2013 998,900.00 1,000,000.00 CAN  
TD 5.69 5.15 28-Nov-2007 03-Jun-2013 5,143,750.00 5,000,000.00 BMO  
YORK 3.9 4.04 27-Sep-2005 27-Sep-2013 1,986,000.00 2,000,000.00 WG  
ON 5 5.05 08-Oct-2004 08-Mar-2014 1,000,830.00 1,000,000.00 CAN  
CIBC 4.75 4.84 14-Mar-2005 22-Dec-2014 1,994,880.00 2,000,000.00 WG  
ONT 4.5 4.28 22-Jul-2005 08-Mar-2015 1,021,050.00 1,000,000.00 WG  
ONT 4.5 4.32 24-Oct-2005 08-Mar-2015 3,052,200.00 3,000,000.00 RBC  
ONT 4.3 4.47 26-Apr-2007 08-Mar-2017 1,485,315.00 1,500,000.00 WG  
YORK REGION 4.6 4.66 30-May-2007 30-May-2017 1,999,200.00 2,000,000.00 WG  
YORK REGION 4.6 4.39 07-Mar-2008 30-May-2017 1,529,250.00 1,500,000.00 WG  
RBC 5.45 5.26 10-Oct-2007 04-Nov-2018 3,039,990.00 3,000,000.00 BMO