INSTRUMENT ISSUER DESC INT_RATE DATE_BGT DATE_SOLD BOUGHT SOLD BANK ACCOUNT_NO CAPGAIN CODEBOND MONTHS
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 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#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  
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  
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 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 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  
BA HONGKONG   3.90 11-Feb-2008 09-Apr-2008 9,938,400.00 10,000,000.00 HK   422023   M  
BA RBC D#94181979 3.90 05-Feb-2008 10-Apr-2008 11,917,200.00 12,000,000.00 TD   422023   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#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  
BOND BMO SU CPN yr24.6,4.75,4.85,4.95,5 4.81 25-Jul-2007 25-Apr-2008 1,000,000.00 1,000,000.00 BMO   422023   B  
BA BMO D#94820584 3.50 09-Apr-2008 25-Apr-2008 6,989,290.00 7,000,000.00 TD   422023   M  
BOND 2011 BMO SU YR2 4.3,4.45,4.55,4.75,4.85 4.50 27-Oct-2007 27-Apr-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-Apr-2008 2,000,000.00 2,000,000.00 WG   422023   B  
BA TD D#94830623 3.50 10-Apr-2008 30-Apr-2008 9,980,900.00 10,000,000.00 TD   422023   M  
TERM ON TD   3.50 16-Apr-2008 30-Apr-2008 11,000,000.00 11,014,767.12 TD   422023   M  
TERM ON TD   3.50 18-Apr-2008 30-Apr-2008 10,000,000.00 10,011,506.85 TD   422023   M  
TERM ON TD   3.00 23-Apr-2008 30-Apr-2008 20,000,000.00 20,011,506.85 TD   422023   M  
BOND ONT S/U Yr 3 3.8%? 3.84 04-Nov-2007 04-May-2008 1,000,000.00 1,000,000.00 WG   422023   B  
BA HONGKONG   3.85 11-Feb-2008 07-May-2008 3,964,040.00 4,000,000.00 HK   422023   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 BMO D#94341706 3.83 21-Feb-2008 20-May-2008 10,778,856.44 10,879,491.74 TD   422023   M  
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 FARM CREDIT STEP UP COUPON YR 3? 4.3% 4.35 01-Dec-2007 01-Jun-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-Jun-2008 2,000,000.00 2,000,000.00 BMO   422023   B  
BA RBC D#95021082 3.14 29-Apr-2008 02-Jun-2008 6,979,560.00 7,000,000.00 TD   422023   M  
BA BMO D#95031439 3.15 30-Apr-2008 02-Jun-2008 10,968,760.00 11,000,000.00 TD   422023   M  
BA BNS D#95100760 3.11 07-May-2008 02-Jun-2008 2,993,370.00 3,000,000.00 TD   422023   M  
BA CIBC D#94461168 3.55 04-Mar-2008 03-Jun-2008 10,903,530.00 11,000,000.00 TD   422023   M  
BOND 2013 FARM CREDIT S/U 4% - 5% 4.14 05-Dec-2007 05-Jun-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-Jun-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-Jun-2008 2,000,000.00 2,000,000.00 WG   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 RBC S/U YR 2 4.15% 4.19 16-Dec-2007 16-Jun-2008 1,500,000.00 1,500,000.00 WG   422023   B  
BDN HONGKONG   4.76 18-Dec-2007 16-Jun-2008 6,838,580.00 7,000,000.00 HK   422023   M  
BA CIBC D#94980870 3.10 25-Apr-2008 18-Jun-2008 11,945,160.00 12,000,000.00 TD   422023   M  
BA CIBC D#95090973 3.11 06-May-2008 18-Jun-2008 8,468,975.00 8,500,000.00 TD   422023   M  
BOND FARM CREDIT S/U YR3 4.2,4.3,4.5 4.24 20-Dec-2007 20-Jun-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-Jun-2008 1,000,000.00 1,000,000.00 CAN   422023   B  
BA TD D#94750775 3.48 02-Apr-2008 25-Jun-2008 4,960,250.00 5,000,000.00 TD   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  
BOND 2013 MANITOBA S/U YR 2 4.2,4.3,4.4,4.5.. 4.24 31-Dec-2007 30-Jun-2008 1,000,000.00 1,000,000.00 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  
CD MANULIFE   3.53 01-Apr-2008 30-Jun-2008 7,700,000.00 7,767,021.64 CAN   422023   M  
TERM ON TD   3.20 22-Apr-2008 30-Jun-2008 20,000,000.00 20,120,986.30 TD   422023   M  
BA CIBC D#94970639 3.10 24-Apr-2008 30-Jun-2008 9,943,400.00 10,000,000.00 TD   422023   M  
TERM ON TD   3.00 02-Jul-2008 07-Jul-2008 25,000,000.00 25,010,273.97 TD   422023   M  
CD MANULIFE   3.53 11-Apr-2008 10-Jul-2008 7,000,000.00 7,060,928.77 CAN   422023   M  
T-BILLS GOV CAN D#95591418 2.30 25-Jun-2008 10-Jul-2008 4,995,300.00 5,000,000.00 TD   422023   M  
BOND GOV CAN COUPON 4% 3.78 13-Jun-2008 11-Jul-2008 3,051,720.00 3,000,000.00 RBC   422023 29237.65 B  
BA TD D#94970635 3.10 24-Apr-2008 23-Jul-2008 9,924,100.00 10,000,000.00 TD   422023   M  
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 GOV CAN COUPON 4% 3.80 28-Jul-2008 29-Jul-2008 3,041,700.00 3,000,000.00 RBC   422023 14712.79 B  
BDN BNS D#95101725 3.11 07-May-2008 05-Aug-2008 297,717.00 300,000.00 TD   422023   M  
BOND GOV CAN COUPON 4% 3.67 14-Jul-2008 07-Aug-2008 3,075,000.00 3,000,000.00 RBC   422023 22705.22 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 ONT COUPON 4.6% 4.90 15-Oct-2007 19-Aug-2008 1,978,600.00 2,000,000.00 WG   422023 38873.28 B  
TERM ON TD   3.25 20-May-2008 20-Aug-2008 12,200,000.00 12,299,939.73 TD   422023   M  
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  
BA BMO D#95860559 3.02 22-Jul-2008 25-Aug-2008 16,952,230.00 17,000,000.00 TD   422023   M  
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  
BA BMO D#95950819 3.01 31-Jul-2008 02-Sep-2008 5,983,740.00 6,000,000.00 TD   422023   M  
BA CIBC D#95371907 3.00 03-Jun-2008 03-Sep-2008 11,910,000.00 12,000,000.00 TD   422023   M  
BA RBC D#95362487 3.02 02-Jun-2008 04-Sep-2008 9,922,800.00 10,000,000.00 TD   422023   M  
T-BILLS GOV CAN D#95860566 2.17 22-Jul-2008 04-Sep-2008 17,953,020.00 18,000,000.00 TD   422023   M  
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 2013 RBC S/U YR 2 4.3%,4.35 4.35 14-Mar-2008 14-Sep-2008 1,000,000.00 1,000,000.00 WG   422023   B  
BA BMO D#95500937 3.15 16-Jun-2008 16-Sep-2008 11,905,440.00 12,000,000.00 TD   422023   M  
BA CIBC D#95801873 3.11 16-Jul-2008 17-Sep-2008 4,973,300.00 5,000,000.00 TD   422023   M  
BA BNS D#95521470 3.15 18-Jun-2008 18-Sep-2008 4,435,339.45 4,470,567.52 TD   422023   M  
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  
BA CIBC D#96140425 3.02 19-Aug-2008 25-Sep-2008 19,939,000.00 20,000,000.00 TD   422023   M  
BA TD D#96201456 3.01 25-Aug-2008 29-Sep-2008 19,942,400.00 20,000,000.00 TD   422023   M  
BOND MANITOBA SU YR1 4.7,4.75,4.8,4.85,4.9 4.76 01-Oct-2007 30-Sep-2008 1,500,000.00 1,500,000.00 WG   422023   B  
BDN RBC D#95711278 3.17 07-Jul-2008 30-Sep-2008 24,816,750.00 25,000,000.00 TD   422023   M  
BDN BNS D#95742585 3.16 10-Jul-2008 30-Sep-2008 14,894,250.00 15,000,000.00 TD   422023   M  
BDN HONGKONG   3.10 28-Jul-2008 30-Sep-2008 9,945,900.00 10,000,000.00 HK   422023   M  
BA BMO D#96150768 3.02 20-Aug-2008 30-Sep-2008 14,949,300.00 15,000,000.00 TD   422023   M  
BA TD D#96301110 3.01 04-Sep-2008 30-Sep-2008 24,946,500.00 25,000,000.00 TD   422023   M  
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  
T-BILLS GOV CAN D#96565724 1.75 30-Sep-2008 02-Oct-2008 1,491,115.00 1,491,264.13 TD   422023   M  
BDN ALBERTA TRES. D#96090738 2.39 14-Aug-2008 14-Oct-2008 4,980,100.00 5,000,000.00 TD   422023   M  
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  
BA BMO D#96511163 3.20 25-Sep-2008 23-Oct-2008 14,963,250.00 15,000,000.00 TD   422023   M  
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  
BA RBC D#96551279 3.30 29-Sep-2008 19-Nov-2008 19,908,200.00 20,000,000.00 TD   422023   M  
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  
BA BNS D#96361753 3.16 10-Sep-2008 09-Dec-2008 7,938,160.00 8,000,000.00 TD   422023   M  
BA BNS D#96441067 3.20 18-Sep-2008 11-Dec-2008 9,926,900.00 10,000,000.00 TD   422023   M  
BDN HONGKONG   3.20 03-Sep-2008 15-Dec-2008 19,821,000.00 20,000,000.00 HK   422023   M  
BDN TD D#96420869 3.10 16-Sep-2008 15-Dec-2008 11,908,920.00 12,000,000.00 TD   422023   M  
BDN BNS D#96490693 3.27 23-Sep-2008 15-Dec-2008 24,815,500.00 25,000,000.00 TD   422023   M  
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% YR4 4.15 4.19 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 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 MANITOBA S/U YR 1 3.7% 3.73 25-Mar-2008 31-Mar-2009 3,000,000.00 3,000,000.00 WG   422023   B  
BOND ACFA S/U Yr 1 4.35 4.40 10-Apr-2007 10-Apr-2009 1,000,000.00 1,000,000.00 WG   422023   B  
TERM ON TD   3.40 14-May-2008 14-May-2009 5,000,000.00 5,170,000.00 TD   422023   M  
BOND ONT COUPON 4.00% 4.19 03-May-2004 19-May-2009 2,980,260.00 3,000,000.00 RBC   422023   B  
BA BNS D#95362376 3.10 02-Jun-2008 25-May-2009 9,705,700.00 10,000,000.00 TD   422023   M  
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 RBC STEP UP YR4 4.15,4.2 4.19 24-Aug-2008 24-Aug-2009 5,000,000.00 5,000,000.00 WG   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 BMO S/U ALL YEARS 4.5% 4.55 25-Sep-2008 25-Sep-2009 4,000,000.00 4,000,000.00 BMO   422023   B  
BOND MANITOBA COUPON 4.06% 4.10 15-Sep-2008 01-Oct-2009 3,000,000.00 3,000,000.00 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 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 TD COUPON 5.382% 5.00 08-Apr-2008 01-Nov-2012 5,000,000.00 5,000,000.00 BMO   422023   B  
BOND TD RESIDUALS - NO COUPON 4.67 02-Jun-2008 01-Nov-2012 3,272,600.00 4,000,000.00 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 BCFA COUPON 8.75% 4.01 29-Sep-2008 12-May-2013 3,000,000.00 2,500,000.00 BMO   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 CIBC COUPON 5.15% 5.35 13-Jun-2008 06-Jun-2013 4,971,500.00 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 BNS RESIDUALS - No Coupon 4.66 27-May-2008 27-Sep-2013 1,960,700.00 2,500,000.00 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   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 TD COUPON 5.48% 5.10 08-Aug-2008 02-Apr-2015 4,098,880.00 4,000,000.00 BMO   422023   B  
BOND TD COUPON 5.48% 5.33 10-Sep-2008 02-Apr-2015 2,024,000.00 2,000,000.00 BMO   422023   B  
ACCRUAL MANITOBA   4.70 21-Apr-2008 01-Dec-2015 3,239,127.00 4,566,023.00 WG   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  
ACCRUAL BMO 5.05% SA 5.11 02-May-2007 02-May-2017 4,000,000.00 6,586,400.00 BMO   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 YORK COUPON 4.6% 4.94 25-Sep-2008 30-May-2017 1,470,000.00 1,500,000.00 WG   422023   B  
DEP NOTES BMO COUPON 6.02% 5.63 09-Sep-2008 02-May-2018 1,552,500.00 1,500,000.00 WG   422023   B  
BOND TORONTO COUPON 4.95% 5.05 27-Jun-2008 27-Jun-2018 996,960.00 1,000,000.00 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 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  
T-BILLS BC D#94531607 2.38 11-Mar-2008 01-Apr-2008 10,285,889.00 10,300,000.00 TD   422341   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  
TERM ON TD   3.50 16-Apr-2008 30-Apr-2008 14,000,000.00 14,018,794.52 TD   422341   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 14,867,400.00 15,000,000.00 TD   422341   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  
BA BMO D#95031439 3.15 30-Apr-2008 02-Jun-2008 13,960,240.00 14,000,000.00 TD   422341   M  
BA BNS D#95100760 3.11 07-May-2008 02-Jun-2008 2,993,370.00 3,000,000.00 TD   422341   M  
BA CIBC D#94461168 3.55 04-Mar-2008 03-Jun-2008 3,964,920.00 4,000,000.00 TD   422341   M  
BDN HONGKONG   4.76 18-Dec-2007 16-Jun-2008 9,769,400.00 10,000,000.00 HK   422341   M  
BA CIBC D#95090973 3.11 06-May-2008 18-Jun-2008 1,494,525.00 1,500,000.00 TD   422341   M  
BA TD D#94750775 3.48 02-Apr-2008 25-Jun-2008 4,960,250.00 5,000,000.00 TD   422341   M  
BA RBC D#94621784 3.45 20-Mar-2008 30-Jun-2008 2,971,350.00 3,000,000.00 TD   422341   M  
CD MANULIFE   3.53 01-Apr-2008 30-Jun-2008 12,300,000.00 12,407,060.55 CAN   422341   M  
T-BILLS GOV CAN D#95591418 2.30 25-Jun-2008 10-Jul-2008 4,995,300.00 5,000,000.00 TD   422341   M  
TERM ON TD   3.25 20-May-2008 20-Aug-2008 4,800,000.00 4,839,320.54 TD   422341   M  
BA BMO D#95950819 3.01 31-Jul-2008 02-Sep-2008 1,994,580.00 2,000,000.00 TD   422341   M  
BA RBC D#95362487 3.02 02-Jun-2008 04-Sep-2008 14,884,200.00 15,000,000.00 TD   422341   M  
BA BMO D#95500937 3.15 16-Jun-2008 16-Sep-2008 11,905,440.00 12,000,000.00 TD   422341   M  
BA BNS D#95521470 3.15 18-Jun-2008 18-Sep-2008 20,367,660.55 20,529,432.48 TD   422341   M  
BDN BNS D#95742585 3.16 10-Jul-2008 30-Sep-2008 4,964,750.00 5,000,000.00 TD   422341   M  
BA BMO D#96150768 3.02 20-Aug-2008 30-Sep-2008 4,983,100.00 5,000,000.00 TD   422341   M  
T-BILLS GOV CAN D#96565724 1.75 30-Sep-2008 02-Oct-2008 8,507,885.00 8,508,735.87 TD   422341   M  
PROM NOTES BC D#96301120 2.20 04-Sep-2008 03-Oct-2008 14,973,900.00 15,000,000.00 TD   422341   M  
BDN ALB TRES D#96441059 2.00 18-Sep-2008 15-Oct-2008 20,968,920.00 21,000,000.00 TD   422341   M  
BA BNS D#96361753 3.16 10-Sep-2008 09-Dec-2008 1,984,540.00 2,000,000.00 TD   422341   M  
BDN TD D#96420869 3.10 16-Sep-2008 15-Dec-2008 11,908,920.00 12,000,000.00 TD   422341   M  
TERM ON TD   3.40 14-May-2008 14-May-2009 15,000,000.00 15,510,000.00 TD   422341   M  
BA BNS D#95362376 3.10 02-Jun-2008 25-May-2009 4,852,850.00 5,000,000.00 TD   422341   M  
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  
BOND GOV CAN COUPON 4% 3.70 06-Jun-2008 01-Jun-2017 4,102,800.00 4,000,000.00 RBC   422341   B