| ISSUER | DESC | INT_RATE | DATE_BGT | DATE_SOLD | BOUGHT | SOLD | BANK | ACCOUNT_NO | CAPGAIN | CODEBOND | |
| GOV CAN | 5.5 | 4.20 | 10-Jul-2003 | 01-Jun-2009 | 2,138,920.00 | 2,000,000.00 | RBC | 422023 | B | ||
| LONDON | 4.5 | 4.58 | 19-Sep-2003 | 19-Sep-2009 | 498,830.00 | 500,000.00 | WG | 422023 | B | ||
| TORONTO | 4.5 | 4.59 | 25-Sep-2003 | 25-Sep-2009 | 499,100.00 | 500,000.00 | WG | 422023 | B | ||
| TORONTO | 4.5 | 4.59 | 25-Sep-2003 | 25-Sep-2009 | 499,100.00 | 500,000.00 | MER | 422023 | B | ||
| TORONTO | 4.75 | 4.80 | 25-Sep-2003 | 25-Sep-2010 | 499,900.00 | 500,000.00 | WG | 422023 | B | ||
| HALTON | 4.6 | 4.68 | 13-Feb-2004 | 12-Feb-2012 | 989,018.00 | 991,000.00 | WG | 422023 | B | ||
| CHT | 3.55 | 3.61 | 17-Mar-2004 | 15-Mar-2009 | 998,780.00 | 1,000,000.00 | WG | 422023 | B | ||
| CIBC | 5.15 | 4.38 | 26-Mar-2004 | 26-Mar-2009 | 10,365,000.00 | 10,000,000.00 | RBC | 422023 | B | ||
| GOV CAN | 5 | 4.66 | 07-Apr-2004 | 01-Jun-2014 | 2,063,540.00 | 2,000,000.00 | RBC | 422341 | B | ||
| GOV CAN | 5.25 | 4.62 | 08-Apr-2004 | 01-Jun-2013 | 2,101,600.00 | 2,000,000.00 | RBC | 422341 | B | ||
| BCMFA | 4.95 | 5.03 | 22-Apr-2004 | 22-Apr-2013 | 998,900.00 | 1,000,000.00 | CAN | 422023 | B | ||
| ONT | 4 | 4.19 | 03-May-2004 | 19-May-2009 | 2,980,260.00 | 3,000,000.00 | RBC | 422023 | B | ||
| CMHC | 4.65 | 4.20 | 20-Sep-2004 | 15-Sep-2009 | 1,020,270.00 | 1,000,000.00 | WG | 422023 | B | ||
| ONT | 5 | 5.05 | 08-Oct-2004 | 25-Feb-2009 | 1,000,830.00 | 1,000,000.00 | CAN | 422023 | 92656.51 | B | |
| CIBC | 4.75 | 4.84 | 14-Mar-2005 | 22-Dec-2014 | 1,994,880.00 | 2,000,000.00 | WG | 422023 | B | ||
| YORK | 4.125 | 4.21 | 25-May-2005 | 25-May-2011 | 997,900.00 | 1,000,000.00 | WG | 422023 | B | ||
| ONT | 4.5 | 4.28 | 22-Jul-2005 | 08-Mar-2015 | 1,021,050.00 | 1,000,000.00 | WG | 422023 | B | ||
| CHT | 3.55 | 3.63 | 27-Sep-2005 | 15-Sep-2010 | 998,910.00 | 1,000,000.00 | WG | 422023 | B | ||
| YORK | 3.9 | 4.04 | 27-Sep-2005 | 27-Sep-2013 | 1,986,000.00 | 2,000,000.00 | WG | 422023 | B | ||
| ONT | 4.5 | 4.32 | 24-Oct-2005 | 15-Jan-2009 | 3,052,200.00 | 3,000,000.00 | RBC | 422023 | 159284.8 | B | |
| CHT | 3.55 | 4.04 | 09-Dec-2005 | 15-Sep-2010 | 1,964,800.00 | 2,000,000.00 | BMO | 422023 | B | ||
| CHT | 3.55 | 4.02 | 18-Jan-2006 | 15-Sep-2010 | 2,945,340.00 | 3,000,000.00 | BMO | 422023 | B | ||
| CHT | 3.55 | 4.30 | 24-Apr-2006 | 15-Mar-2009 | 2,947,500.00 | 3,000,000.00 | BMO | 422023 | B | ||
| BMO | 0 | 4.65 | 05-Mar-2007 | 01-Mar-2014 | 3,000,000.00 | 4,124,700.00 | BMO | 422023 | A | ||
| ONT | 4.3 | 4.47 | 26-Apr-2007 | 08-Mar-2017 | 1,485,315.00 | 1,500,000.00 | WG | 422023 | B | ||
| BMO | 0 | 5.11 | 02-May-2007 | 02-May-2017 | 4,000,000.00 | 6,586,400.00 | BMO | 422023 | A | ||
| YORK REGION | 4.6 | 4.66 | 30-May-2007 | 30-May-2017 | 1,999,200.00 | 2,000,000.00 | WG | 422023 | B | ||
| RBC | 5.45 | 5.26 | 10-Oct-2007 | 04-Nov-2018 | 3,039,990.00 | 3,000,000.00 | BMO | 422023 | B | ||
| TD | 5.69 | 5.15 | 28-Nov-2007 | 03-Jun-2013 | 5,143,750.00 | 5,000,000.00 | BMO | 422023 | B | ||
| BMO | 4.25 | 4.30 | 03-Jan-2008 | 03-Jan-2009 | 2,000,000.00 | 2,000,000.00 | BMO | 422023 | B | ||
| FARM CREDIT | 4.15 | 4.19 | 24-Jan-2008 | 24-Jan-2009 | 1,000,000.00 | 1,000,000.00 | WG | 422023 | B | ||
| BNS | 4.35 | 4.40 | 25-Jan-2008 | 25-Jan-2009 | 1,000,000.00 | 1,000,000.00 | WG | 422023 | B | ||
| ACFA | 4.05 | 4.09 | 28-Jan-2008 | 28-Jan-2009 | 3,000,000.00 | 3,000,000.00 | WG | 422023 | B | ||
| ONT | 4.3 | 4.35 | 31-Jan-2008 | 31-Jan-2009 | 1,000,000.00 | 1,000,000.00 | WG | 422023 | B | ||
| CIBC | 5 | 4.90 | 15-Feb-2008 | 10-Sep-2012 | 4,025,560.00 | 4,000,000.00 | BMO | 422023 | B | ||
| YORK REGION | 4.6 | 4.39 | 07-Mar-2008 | 30-May-2017 | 1,529,250.00 | 1,500,000.00 | WG | 422023 | B | ||
| CIBC | 4.35 | 4.40 | 11-Mar-2008 | 01-Nov-2011 | 3,999,520.00 | 4,000,000.00 | BMO | 422023 | B | ||
| MANITOBA | 3.7 | 3.73 | 25-Mar-2008 | 31-Mar-2009 | 3,000,000.00 | 3,000,000.00 | WG | 422023 | B | ||
| TD | 5.382 | 5.00 | 08-Apr-2008 | 01-Nov-2012 | 5,000,000.00 | 5,000,000.00 | BMO | 422023 | B | ||
| BNS | 0 | 4.66 | 27-May-2008 | 27-Sep-2013 | 1,960,700.00 | 2,500,000.00 | WG | 422023 | A | ||
| TD | 0 | 4.67 | 02-Jun-2008 | 01-Nov-2012 | 3,272,600.00 | 4,000,000.00 | WG | 422023 | A | ||
| GOV CAN | 4 | 3.70 | 06-Jun-2008 | 01-Jun-2017 | 4,102,800.00 | 4,000,000.00 | RBC | 422341 | B | ||
| CIBC | 5.15 | 5.35 | 13-Jun-2008 | 06-Jun-2013 | 4,971,500.00 | 5,000,000.00 | BMO | 422023 | B | ||
| TORONTO | 4.95 | 5.05 | 27-Jun-2008 | 27-Jun-2018 | 996,960.00 | 1,000,000.00 | WG | 422023 | B | ||
| TD | 5.48 | 5.10 | 08-Aug-2008 | 02-Apr-2015 | 4,098,880.00 | 4,000,000.00 | BMO | 422023 | B | ||
| RBC | 4.15 | 4.19 | 24-Aug-2008 | 24-Feb-2009 | 5,000,000.00 | 5,000,000.00 | WG | 422023 | B | ||
| BMO | 6.02 | 5.63 | 09-Sep-2008 | 02-May-2018 | 1,552,500.00 | 1,500,000.00 | WG | 422023 | B | ||
| TD | 5.48 | 5.33 | 10-Sep-2008 | 02-Apr-2015 | 2,024,000.00 | 2,000,000.00 | BMO | 422023 | B | ||
| MANITOBA | 4.06 | 4.10 | 15-Sep-2008 | 01-Oct-2009 | 3,000,000.00 | 3,000,000.00 | WG | 422023 | B | ||
| BMO | 4.5 | 4.55 | 25-Sep-2008 | 25-Mar-2009 | 4,000,000.00 | 4,000,000.00 | BMO | 422023 | B | ||
| YORK | 4.6 | 4.94 | 25-Sep-2008 | 30-May-2017 | 1,470,000.00 | 1,500,000.00 | WG | 422023 | B | ||
| BCMFA | 8.75 | 4.01 | 29-Sep-2008 | 12-May-2013 | 3,000,000.00 | 2,500,000.00 | BMO | 422023 | B | ||
| RBC | 5 | 5.59 | 06-Oct-2008 | 06-Jun-2013 | 1,958,000.00 | 2,000,000.00 | WG | 422023 | B | ||
| TD | 5.48 | 6.14 | 22-Oct-2008 | 02-Apr-2015 | 1,940,000.00 | 2,000,000.00 | WG | 422023 | B | ||
| BMO | 5.18 | 5.71 | 22-Oct-2008 | 10-Jun-2015 | 3,901,600.00 | 4,000,000.00 | BMO | 422023 | B | ||
| ONT | 4.2 | 4.73 | 29-Oct-2008 | 08-Mar-2018 | 1,928,640.00 | 2,000,000.00 | RBC | 422023 | B | ||
| ONT | 0 | 5.11 | 05-Nov-2008 | 02-Jun-2018 | 2,999,999.57 | 4,835,979.00 | BMO | 422023 | A | ||
| ONT | 4.3 | 4.57 | 26-Nov-2008 | 08-Mar-2017 | 1,970,560.00 | 2,000,000.00 | RBC | 422023 | B | ||
| RBC | 5 | 5.61 | 28-Nov-2008 | 06-Jun-2013 | 2,936,700.00 | 3,000,000.00 | BMO | 422023 | B | ||
| TD | 4.317 | 4.55 | 08-Dec-2008 | 18-Jan-2011 | 2,988,900.00 | 3,000,000.00 | WG | 422023 | B | ||
| BNS | 0 | 5.40 | 12-Dec-2008 | 01-Nov-2012 | 2,445,510.00 | 3,000,000.00 | WG | 422023 | A | ||
| ONT | 4.2 | 4.41 | 12-Dec-2008 | 08-Mar-2018 | 1,974,860.00 | 2,000,000.00 | WG | 422023 | B | ||
| BCMFA | 4.65 | 3.71 | 24-Mar-2009 | 19-Apr-2016 | 2,119,800.00 | 2,000,000.00 | CAN | 422023 | B | ||
| BCMFA | 4.65 | 3.87 | 27-Mar-2009 | 19-Apr-2016 | 2,095,600.00 | 2,000,000.00 | CAN | 422023 | B | ||
| BCMFA | 4.8 | 4.33 | 27-Mar-2009 | 01-Dec-2017 | 3,100,800.00 | 3,000,000.00 | CAN | 422023 | B | ||
| BMO | 4.35 | 4.40 | 03-Jan-2009 | 03-Jan-2010 | 2,000,000.00 | 2,000,000.00 | BMO | 422023 | B | ||
| BMO | 5.2 | 5.15 | 25-Feb-2009 | 21-Jun-2012 | 4,013,600.00 | 4,000,000.00 | BMO | 422023 | B | ||
| BMO | 5.05 | 3.26 | 27-Mar-2009 | 03-Sep-2013 | 5,372,000.00 | 5,000,000.00 | WG | 422023 | B | ||
| BNS | 4.99 | 5.17 | 16-Jan-2009 | 27-Mar-2013 | 2,988,000.00 | 3,000,000.00 | WG | 422023 | B | ||
| BNS | 6.65 | 6.23 | 27-Jan-2009 | 22-Jan-2016 | 5,144,200.00 | 5,000,000.00 | BMO | 422023 | B | ||
| BNS | 6 | 5.79 | 02-Feb-2009 | 03-Oct-2013 | 3,035,400.00 | 3,000,000.00 | WG | 422023 | B | ||
| BNS | 6.65 | 5.51 | 24-Feb-2009 | 22-Jan-2016 | 2,138,000.00 | 2,000,000.00 | WG | 422023 | B | ||
| HALTON | 4.65 | 3.50 | 24-Mar-2009 | 23-Nov-2014 | 1,060,000.00 | 1,000,000.00 | WG | 422023 | B | ||
| NIAGARA | 4.8 | 1.51 | 11-Mar-2009 | 11-Jul-2010 | 1,565,325.00 | 1,500,000.00 | WG | 422023 | B | ||
| ONT | 5.35 | 4.33 | 15-Jan-2009 | 02-Jun-2019 | 5,440,850.00 | 5,000,000.00 | RBC | 422023 | B | ||
| ONT | 5.35 | 4.48 | 30-Jan-2009 | 02-Jun-2019 | 3,223,410.00 | 3,000,000.00 | RBC | 422023 | B | ||
| ONT | 0 | 4.39 | 24-Feb-2009 | 02-Dec-2018 | 1,972,500.00 | 3,000,000.00 | WG | 422023 | A | ||
| ONT | 0 | 4.78 | 09-Mar-2009 | 02-Jun-2019 | 1,860,000.00 | 3,000,000.00 | WG | 422023 | A | ||
| ONT | 0 | 3.72 | 27-Mar-2009 | 02-Jun-2016 | 3,076,960.00 | 4,000,000.00 | WG | 422023 | A | ||
| TORONTO | 5.6 | 4.57 | 27-Mar-2009 | 18-Dec-2018 | 4,336,800.00 | 4,000,000.00 | BMO | 422023 | B | ||
| BNS | D#97280984 | 1.56 | 11-Dec-2008 | 12-Jan-2009 | 13,980,820.00 | 14,000,000.00 | TD | 422341 | M | ||
| ONT | D#96711957 | 1.95 | 15-Oct-2008 | 16-Jan-2009 | 13,930,840.00 | 14,000,000.00 | TD | 422341 | M | ||
| ONT | D#96711957 | 1.95 | 15-Oct-2008 | 16-Jan-2009 | 6,965,420.00 | 7,000,000.00 | TD | 422023 | M | ||
| HONGKONG | 2.62 | 23-Oct-2008 | 21-Jan-2009 | 14,903,700.00 | 15,000,000.00 | HK | 422023 | M | |||
| MANULIFE | 2.76 | 04-Nov-2008 | 22-Jan-2009 | 5,600,000.00 | 5,633,452.71 | CAN | 422023 | M | |||
| MANULIFE | 2.76 | 04-Nov-2008 | 22-Jan-2009 | 2,400,000.00 | 2,414,336.88 | CAN | 5247694 | M | |||
| BNS | D#97600814 | 1.18 | 16-Jan-2009 | 02-Feb-2009 | 13,992,300.00 | 14,000,000.00 | TD | 422341 | M | ||
| ONT | D#97110930 | 2.00 | 24-Nov-2008 | 04-Feb-2009 | 9,960,700.00 | 10,000,000.00 | TD | 422023 | M | ||
| GOV CAN | D#97200745 | 1.50 | 03-Dec-2008 | 05-Feb-2009 | 14,960,700.00 | 15,000,000.00 | TD | 422341 | M | ||
| CIBC | D#97060547 | 2.34 | 19-Nov-2008 | 17-Feb-2009 | 14,913,900.00 | 15,000,000.00 | TD | 422023 | M | ||
| BMO | D#97060545 | 2.34 | 19-Nov-2008 | 17-Feb-2009 | 14,913,900.00 | 15,000,000.00 | TD | 422023 | M | ||
| CIBC | D#97080801 | 2.22 | 21-Nov-2008 | 17-Feb-2009 | 4,973,400.00 | 5,000,000.00 | TD | 422023 | M | ||
| BNS | D#97690958 | 1.00 | 21-Jan-2009 | 17-Feb-2009 | 11,991,120.00 | 12,000,000.00 | TD | 422023 | M | ||
| BNS | D#96234078 | 3.10 | 28-Aug-2008 | 26-Feb-2009 | 4,431,510.00 | 4,500,000.00 | TD | 5247694 | M | ||
| TD | D#97190778 | 1.88 | 02-Dec-2008 | 02-Mar-2009 | 11,944,680.00 | 12,000,000.00 | TD | 422023 | M | ||
| CIBC | D#97330556 | 1.55 | 16-Dec-2008 | 17-Mar-2009 | 11,953,800.00 | 12,000,000.00 | TD | 422341 | M | ||
| TD | D#97830412 | 0.96 | 04-Feb-2009 | 27-Mar-2009 | 11,983,920.00 | 12,000,000.00 | TD | 422023 | M | ||
| TD | D#97990789 | 0.79 | 20-Feb-2009 | 27-Mar-2009 | 19,984,800.00 | 20,000,000.00 | TD | 422023 | M | ||
| TD | 0.90 | 17-Feb-2009 | 31-Mar-2009 | 30,000,000.00 | 30,031,068.49 | TD | 422023 | M | |||
| GOV CAN | D#98340794 | 0.35 | 27-Mar-2009 | 02-Apr-2009 | 34,997,900.00 | 35,000,000.00 | TD | 422023 | M | ||
| CIBC | D#98311072 | 0.50 | 24-Mar-2009 | 13-Apr-2009 | 13,996,220.00 | 14,000,000.00 | TD | 422023 | M | ||
| TD | D#97600811 | 1.08 | 12-Jan-2009 | 15-Apr-2009 | 13,961,640.00 | 14,000,000.00 | TD | 422341 | M | ||
| TD | D#97600811 | 1.08 | 12-Jan-2009 | 15-Apr-2009 | 1,994,520.00 | 2,000,000.00 | TD | 422023 | M | ||
| BNS | D#98311051 | 0.50 | 24-Mar-2009 | 16-Apr-2009 | 15,995,040.00 | 16,000,000.00 | TD | 422023 | M | ||
| GOV CAN | D#98311092 | 0.29 | 24-Mar-2009 | 16-Apr-2009 | 14,997,300.00 | 15,000,000.00 | TD | 422023 | M | ||
| GOV CAN | D#97810668 | 0.82 | 02-Feb-2009 | 30-Apr-2009 | 13,972,700.00 | 14,000,000.00 | TD | 422341 | M | ||
| TD | 0.90 | 17-Feb-2009 | 30-Apr-2009 | 30,000,000.00 | 30,053,260.27 | TD | 422023 | M | |||
| ONT | D#98240892 | 0.37 | 17-Mar-2009 | 06-May-2009 | 11,993,880.00 | 12,000,000.00 | TD | 422341 | M | ||
| TD | 3.40 | 14-May-2008 | 14-May-2009 | 5,000,000.00 | 5,170,000.00 | TD | 422023 | M | |||
| TD | 3.40 | 14-May-2008 | 14-May-2009 | 15,000,000.00 | 15,510,000.00 | TD | 422341 | M | |||
| GOV CAN | D#97880831 | 0.72 | 09-Feb-2009 | 14-May-2009 | 10,979,650.00 | 11,000,000.00 | TD | 422023 | M | ||
| GOV CAN | D#97880831 | 0.72 | 09-Feb-2009 | 14-May-2009 | 8,983,350.00 | 9,000,000.00 | TD | 422341 | M | ||
| BNS | D#95362376 | 3.10 | 02-Jun-2008 | 25-May-2009 | 9,705,700.00 | 10,000,000.00 | TD | 422023 | M | ||
| BNS | D#95362376 | 3.10 | 02-Jun-2008 | 25-May-2009 | 4,852,850.00 | 5,000,000.00 | TD | 422341 | M | ||
| MANULIFE | 3.68 | 26-Nov-2008 | 26-Nov-2009 | 8,000,000.00 | 8,294,400.00 | CAN | 422023 | M | |||
| MANULIFE | 1.37 | 17-Mar-2009 | 18-Dec-2009 | 7,000,000.00 | 7,072,516.16 | CAN | 422023 | M | |||
| MANULIFE | 1.37 | 17-Mar-2009 | 18-Dec-2009 | 3,000,000.00 | 3,031,078.36 | CAN | 5247694 | M | |||
| TD | 0.85 | 17-Mar-2009 | 17-Mar-2010 | 20,000,000.00 | 20,170,000.00 | TD | 422023 | M | |||
| BNS | RESIDUALS - No Coupon | 4.51 | 12-May-2008 | 01-Nov-2012 | 1,231,350.00 | 1,500,000.00 | WG | 5247694 | M | ||