Coupon	Eff. Maturity	Price	Yield
407 Intl	4.500	2011-Jan-25	101.24	1.16
407 Intl	3.880	2015-Jun-16	104.09	2.95
407 Intl	4.990	2020-Jun-16	106.82	4.13
Altagas Svc	7.420	2014-Apr-29	112.77	3.64
Altalink	5.430	2013-Jun-05	108.44	2.23
Amex Cda Cr	4.300	2010-Nov-12	100.49	1.40
Amex Cda Cr	5.900	2013-Apr-02	107.99	2.65
Amex Cda Cr	4.853	2014-Oct-03	106.54	3.13
BC Gas Inc	5.560	2014-Sep-15	109.54	3.02
BC Gas Util	10.300	2016-Sep-30	138.76	3.21
BCIMC Realty	5.250	2012-Sep-19	106.49	1.97
BMO	4.960	2011-Jul-14	103.07	1.29
BMO	5.040	2012-Sep-04	106.34	1.78
BMO	4.650	2013-Mar-14	106.35	2.04
BMO	5.050	2013-Sep-03	108.23	2.19
BMO	4.780	2014-Apr-30	108.04	2.46
BMO	4.870	2015-Apr-22	107.13	3.20
BMO	3.930	2015-Apr-27	104.75	2.83
BMO	5.180	2015-Jun-10	110.02	2.91
BMO	5.450	2017-Jul-17	111.69	3.52
BMO	5.750	2017-Sep-26	111.27	3.91
BMO	6.020	2018-May-02	115.33	3.70
BMO	5.100	2016-Apr-21	107.93	3.53
BMO	6.170	2018-Mar-28	114.14	3.98
BMO Cap Tr	4.633	2015-Dec-31	104.82	3.63
BMO Cap Tr	4.550	2017-Aug-01	106.35	3.51
BMO Cap Tr	5.474	2014-Dec-31	108.44	3.35
BMO Cap Tr	6.647	2010-Dec-31	101.50	1.67
BNS	4.250	2010-Nov-23	100.64	1.01
BNS	4.580	2011-Feb-15	101.46	1.16
BNS	4.400	2011-May-09	102.03	1.32
BNS	4.920	2011-Sep-15	103.47	1.47
BNS	3.030	2012-Jun-04	102.22	1.72
BNS	4.560	2013-Oct-30	106.70	2.33
BNS	3.350	2014-Nov-18	102.53	2.71
BNS	3.340	2015-Mar-25	102.37	2.78
BNS	4.100	2017-Jun-08	103.38	3.53
BNS	5.300	2013-Jan-31	106.61	2.44
BNS	6.000	2013-Oct-03	109.82	2.64
BNS	4.940	2014-Apr-15	106.89	2.91
BNS	6.650	2016-Jan-22	115.14	3.53
BNS	8.900	2025-Jun-20	144.59	4.68
Bell CDA	6.900	2011-Dec-15	106.27	1.86
Bell CDA	6.250	2012-Apr-12	106.27	2.22
Bell CDA	4.550	2014-Jun-15	105.41	3.02
Bell CDA	4.850	2014-Jun-30	107.27	2.82
Bell CDA	4.640	2016-Feb-22	106.44	3.34
Bell CDA	5.000	2017-Feb-15	106.91	3.78
Bell CDA	7.000	2027-Sep-24	112.13	5.86
Bell CDA	6.550	2029-May-01	106.54	5.96
Bell CDA	7.850	2031-Apr-02	120.38	6.10
Bell CDA	6.100	2035-Mar-16	102.78	5.88
BellAliant	6.290	2015-Feb-17	111.74	3.42
BellAliant	5.520	2019-Feb-26	105.13	4.78
BellAliant	6.170	2037-Feb-26	98.78	6.26
CALLOWAY REA	7.950	2014-Jun-30	113.36	4.12
CCDesjardins	3.788	2015-Jun-08	103.61	2.97
CDP Fin	4.600	2020-Jul-15	105.13	3.97
CIBC	4.400	2011-Mar-07	101.58	1.19
CIBC	4.350	2011-Nov-01	103.21	1.51
CIBC	5.000	2012-Sep-10	106.07	1.90
CIBC	3.050	2013-Jun-03	102.31	2.17
CIBC	3.300	2014-Nov-19	102.33	2.71
CIBC	3.100	2015-Mar-02	101.40	2.77
CIBC	5.150	2013-Jun-06	106.82	2.55
CIBC	6.000	2018-Jun-06	113.20	4.00
CIBC WrldMkt	4.950	2014-Jan-23	107.95	2.48
CPR Ltd.	6.250	2018-Jun-01	112.87	4.28
Cameco Corp	4.700	2015-Sep-16	106.39	3.31
Cap Desj Inc	5.756	2014-Apr-01	109.52	2.92
Cap Desj Inc	6.322	2012-Jun-01	107.12	2.10
Cap Desj Inc	5.187	2020-May-05	106.25	4.39
Caterpil Fin	4.340	2010-Dec-06	100.70	1.37
Caterpil Fin	4.940	2012-Jun-01	105.16	1.88
Caterpil Fin	5.200	2013-Jun-03	107.48	2.36
Cda Util Ltd	5.096	2014-Nov-18	109.63	2.65
Cda Util Ltd	5.432	2019-Jan-23	111.81	3.77
Cdn Natl Res	5.500	2010-Dec-17	101.12	1.32
CdnCrCardTr	4.513	2012-Apr-24	104.43	1.73
CdnTire Corp	5.650	2016-Jun-01	110.85	3.54
CdnTire Corp	6.250	2028-Apr-13	103.08	5.96
CdnTire Corp	6.320	2034-Feb-24	103.81	6.01
CitigrpFinCa	5.130	2010-Oct-25	100.45	1.47
CitigrpFinCa	4.900	2012-Nov-13	103.48	3.23
CitigrpFinCa	4.350	2013-Mar-08	102.10	3.46
CitigrpFinCa	4.540	2012-May-16	101.74	3.47
CitigrpFinCa	5.500	2013-May-21	104.98	3.55
CitigrpFinCa	4.750	2014-Mar-17	102.34	4.03
CitigrpFinCa	6.750	2014-Sep-22	109.45	4.18
Clarica Life	6.650	2010-Oct-12	100.54	0.61
Clarica Life	6.300	2028-May-15	111.83	5.26
CogecoCbl	5.950	2014-Jun-09	108.80	3.43
Cons Wtr Htr	6.750	2014-Apr-30	105.86	4.97
ConsumersGas	7.600	2026-Oct-29	128.08	5.04
EPCOR Util	6.600	2011-Nov-01	105.32	1.87
EPCOR Util	5.800	2018-Jan-31	113.23	3.73
ERAC Cda Fin	5.380	2016-Feb-26	103.54	4.64
Emera Inc.	4.100	2014-Oct-20	104.68	2.89
Enbridge Inc	4.670	2013-Mar-25	105.65	2.37
Enbridge Inc	5.000	2016-Aug-09	108.68	3.37
Enbridge Inc	4.770	2019-Sep-02	105.05	4.09
Enbridge Inc	4.530	2020-Mar-09	102.28	4.24
EnbridgeGas	5.160	2014-Sep-24	110.09	2.52
EnbridgePipe	4.490	2019-Nov-12	105.10	3.83
EnbridgePipe	4.450	2020-Apr-06	103.92	3.95
EnbridgePipe	5.080	2036-Dec-19	101.68	4.96
Enmax Corp	6.150	2018-Jun-19	112.26	4.28
Fairfax FinH	7.500	2019-Aug-19	108.89	6.19
Fairfax FinH	7.250	2020-Jun-22	105.98	6.42
Finning Intl	4.640	2011-Dec-14	103.06	2.17
Finning Intl	5.160	2013-Sep-03	106.97	2.71
Finning Intl	6.020	2018-Jun-01	112.39	4.13
FirstCapRlty	5.250	2011-Mar-30	101.67	2.22
FirstCapRlty	5.490	2011-Dec-01	103.59	2.50
FirstCapRlty	5.080	2012-Jun-21	103.81	2.87
FirstCapRlty	5.250	2018-Aug-30	100.78	5.13
FirstCapRlty	4.950	2018-Nov-30	98.88	5.12
Fortis Inc.	7.400	2010-Oct-25	100.74	1.38
G-W Life As	4.650	2020-Aug-13	100.68	4.56
G-W Life As	6.740	2031-Nov-24	113.78	5.62
G-W Life As	7.127	2018-Jun-26	113.04	5.08
G-W Lifeco	5.995	2012-Dec-31	107.31	2.70
G-W Lifeco	6.140	2018-Mar-21	113.39	4.06
G-W Lifeco	5.691	2017-Jun-21	106.14	4.63
GE Cap Cda	4.750	2011-May-02	101.98	1.65
GE Cap Cda	6.250	2012-Jul-24	107.45	2.17
GE Cap Cda	5.290	2012-Aug-17	105.80	2.22
GE Cap Cda	4.375	2012-Sep-28	104.23	2.25
GE Cap Cda	5.150	2013-Jun-06	106.85	2.54
GE Cap Cda	5.280	2014-Oct-22	108.28	3.12
GE Cap Cda	5.100	2016-Jun-01	107.11	3.71
GE Cap Cda	5.530	2017-Aug-17	109.15	4.01
GE Cap Cda	5.680	2019-Sep-10	108.46	4.53
GE Cap Cda	5.730	2037-Oct-22	102.95	5.52
GTAA	4.400	2011-Feb-28	101.34	1.50
GTAA	6.250	2012-Jan-30	105.92	1.91
GTAA	6.250	2012-Dec-13	109.00	2.15
GTAA	5.890	2013-Dec-06	110.44	2.52
GTAA	5.000	2015-Jun-01	108.85	2.98
GTAA	4.700	2016-Feb-15	107.62	3.16
GTAA	5.260	2018-Apr-17	109.70	3.78
GTAA	6.450	2027-Dec-03	115.56	5.08
GTAA	6.470	2034-Feb-02	120.06	5.00
Gaz Met	4.930	2019-Jun-18	108.42	3.79
Gaz Met	5.450	2021-Jul-12	110.73	4.21
Genesis Tr	4.245	2011-Sep-15	102.54	1.71
Gloust CrCTr	4.445	2011-Mar-15	101.26	1.97
Gloust CrCTr	5.335	2013-May-15	106.38	2.84
GoldCrCardTr	3.824	2015-May-15	105.01	2.68
H R REIT	5.902	2017-Feb-03	108.07	4.44
HONDA CDA	5.307	2010-Nov-30	100.94	1.00
HONDA CDA	4.727	2011-May-09	101.98	1.71
HONDA CDA	4.696	2011-Aug-25	102.61	1.94
HONDA CDA	5.675	2012-Sep-26	106.80	2.25
HONDA CDA	5.076	2013-May-09	106.65	2.48
HSBC Bk Cda	4.590	2011-Mar-28	101.79	1.31
HSBC Bk Cda	4.940	2016-Mar-16	106.19	3.69
HSBC Finl Co	4.800	2011-Apr-13	101.71	1.88
HSBC Finl Co	4.350	2011-Oct-06	102.58	1.91
Hamilton UC	6.250	2012-Jul-30	107.86	1.99
Husky Energy	5.000	2020-Mar-12	104.58	4.41
Hydro One	6.400	2011-Dec-01	105.79	1.61
Hydro One	5.770	2012-Nov-15	108.09	1.96
Hydro One	5.000	2013-Nov-12	108.13	2.33
Hydro One	3.130	2014-Nov-19	101.95	2.64
Hydro One	4.400	2020-Jun-01	102.75	4.05
IndAll CapTr	5.714	2013-Dec-31	106.38	3.65
IndAlli Life	8.250	2014-Mar-27	114.94	3.72
IndAlli Life	5.130	2014-Jun-30	105.33	3.62
Investor Grp	6.580	2018-Mar-07	114.48	4.30
JohnDeere Cr	5.300	2012-Jul-27	105.93	2.07
JohnDeere Cr	3.900	2013-Jul-29	104.51	2.28
JohnDeere Cr	3.500	2014-Jun-23	102.94	2.68
Loblaw CoLtd	6.500	2011-Jan-19	101.76	1.51
Loblaw CoLtd	6.000	2014-Mar-03	110.35	2.86
Loblaw CoLtd	4.850	2014-May-08	106.83	2.87
Loblaw CoLtd	4.350	2016-Jun-01	104.16	3.54
Loblaw CoLtd	5.100	2016-Jun-01	108.02	3.54
Loblaw CoLtd	6.650	2027-Nov-08	107.87	5.91
Loblaw CoLtd	6.500	2029-Jan-22	106.90	5.88
Loblaw CoLtd	6.150	2035-Jan-29	101.03	6.07
Manitoba Tel	6.650	2016-May-11	112.30	4.19
Manitoba Tel	5.625	2019-Dec-16	105.82	4.84
ManuF Cap Tr	6.700	2012-Jun-30	105.79	3.37
ManuF Cap Tr	7.405	2019-Dec-31	108.81	6.15
Manulife Fin	4.700	2011-Feb-16	101.10	2.12
Manulife Fin	6.240	2011-Feb-16	101.62	2.44
Manulife Fin	6.646	2011-Nov-30	105.06	2.43
Manulife Fin	4.079	2015-Aug-20	99.74	4.14
Manulife Fin	5.505	2018-Jun-26	104.54	4.80
Manulife Fin	7.768	2019-Apr-08	118.38	5.10
MasterCrCdTr	4.444	2011-Nov-21	103.24	1.70
MerrillLynch	5.000	2014-Feb-18	105.00	3.44
Metro Inc	4.980	2015-Oct-15	108.01	3.26
NAV Cda	5.304	2019-Apr-17	111.21	3.77
National Bk	3.147	2015-Feb-11	101.41	2.81
National Bk	4.030	2015-May-26	104.91	2.91
National Bk	4.456	2011-Nov-02	102.87	1.91
National Bk	5.550	2013-Nov-15	108.56	2.72
National Bk	4.926	2014-Dec-22	107.06	3.15
National Bk	4.700	2015-Nov-02	106.05	3.41
National Bk	5.329	2016-Jun-30	106.03	4.15
Nfld MFC	4.550	2012-Mar-29	104.18	1.81
NovaGas Trns	8.900	2025-May-27	139.54	5.06
OMERS Realty	5.480	2012-Dec-31	107.44	2.15
Ontrea Inc.	5.700	2011-Oct-31	104.57	1.64
Power Finl	6.900	2033-Mar-11	115.69	5.66
RBC Cap Tr	5.812	2013-Dec-31	109.23	2.86
RioCan REIT	4.700	2012-Jun-15	103.44	2.69
RogersComm	5.800	2016-May-26	111.32	3.59
Royal Bank	6.300	2011-Apr-12	102.68	1.71
Royal Bank	4.250	2011-Jun-01	102.12	1.30
Royal Bank	4.920	2011-Jul-06	102.87	1.40
Royal Bank	5.200	2012-Aug-15	106.56	1.73
Royal Bank	5.060	2013-Jul-17	108.03	2.14
Royal Bank	5.000	2014-Jan-20	108.40	2.38
Royal Bank	4.970	2014-Jun-05	108.87	2.47
Royal Bank	3.270	2014-Nov-10	102.55	2.62
Royal Bank	5.000	2013-Jun-06	106.57	2.50
Royal Bank	5.450	2013-Nov-04	108.21	2.71
Royal Bank	4.930	2025-Jul-16	104.22	4.54
SNCLavalin	6.190	2019-Jul-03	111.81	4.55
ScotiaBk Cap	6.282	2013-Jun-30	108.93	2.94
ScotiaBk Cap	5.250	2012-Nov-01	106.00	2.36
ScotiaBk Cap	6.626	2012-Jun-30	107.14	2.55
ScotiaBk Cap	7.802	2019-Jun-30	119.16	5.08
Shaw Commun	6.100	2012-Nov-16	107.61	2.50
Shaw Commun	6.500	2014-Jun-02	111.44	3.22
Shaw Commun	5.700	2017-Mar-02	108.58	4.18
Sherrit Intl	8.250	2014-Oct-24	107.50	6.16
SunLife Assu	6.150	2012-Jun-30	105.83	2.82
SunLife Cap	5.863	2019-Dec-31	104.27	5.28
Suncor	6.700	2011-Aug-22	104.55	1.85
Sunlife Fin	4.800	2015-Nov-23	104.31	3.88
Sunlife Fin	5.700	2019-Jul-02	108.45	4.53
Sunlife Fin	5.590	2018-Jan-30	106.62	4.53
Sunlife Fin	4.950	2016-Jun-01	103.94	4.17
TD Bank	4.870	2011-Oct-28	103.30	1.91
TD Bank	5.141	2012-Nov-19	106.95	1.89
TD Bank	4.317	2011-Jan-18	101.03	1.37
TD Bank	5.382	2012-Nov-01	106.62	2.20
TD Bank	5.480	2015-Apr-02	109.97	3.12
TD Bank	5.828	2018-Jul-09	112.04	4.02
TD Bank	9.150	2025-May-26	147.08	4.68
TD Bank	4.970	2015-Oct-30	105.67	3.75
TD Bank	4.779	2016-Dec-14	104.46	3.97
TD Bank	5.763	2017-Dec-18	109.54	4.23
TD Cap Tr	7.243	2018-Dec-31	118.76	4.51
TD Cap Tr	6.792	2012-Dec-31	109.03	2.72
TD Cap Tr	10.000	2039-Jun-30	146.81	6.41
TD Cap Tr	6.631	2021-Jun-30	112.36	5.13
TD Cap Tr	9.523	2019-Jun-30	130.68	5.15
Talisman Egy	4.440	2011-Jan-27	101.17	1.32
Telus Corp	4.500	2012-Mar-15	103.62	2.06
Telus Corp	5.000	2013-Jun-03	106.44	2.55
Telus Corp	4.950	2014-May-15	106.90	2.96
Thomson Corp	5.250	2011-Jul-15	102.96	1.72
Thomson Corp	5.200	2014-Dec-01	109.70	2.75
Thomson Corp	5.700	2015-Jul-15	112.04	3.01
ThomsonRtrs	6.000	2016-Mar-31	113.07	3.40
TransAlta Co	6.900	2011-Jun-01	103.53	1.97
TransAlta Co	6.450	2014-May-29	110.24	3.49
TransCdaPipe	4.300	2011-Jan-13	100.99	1.36
TransCdaPipe	5.050	2013-Aug-20	107.75	2.31
TransCdaPipe	5.100	2017-Jan-11	109.57	3.41
TransCdaPipe	9.450	2018-Mar-20	133.85	4.17
TransCdaPipe	8.290	2026-Feb-05	131.29	5.29
TransCdaPipe	7.900	2027-Apr-15	130.03	5.18
TransCdaPipe	8.230	2031-Jan-16	137.46	5.22
TransCdaPipe	8.200	2031-Aug-15	135.80	5.34
TransCdaPipe	8.050	2039-Feb-17	140.83	5.26
Union Gas	6.650	2011-May-04	103.28	1.58
Union Gas	4.640	2016-Jun-30	107.57	3.20
Union Gas	5.350	2018-Apr-27	111.26	3.65
Union Gas	6.050	2038-Sep-02	116.32	4.96
Union Gas	5.200	2040-Jul-23	102.63	5.03
Westn George	6.450	2011-Oct-24	104.67	2.21
Westn George	5.050	2014-Mar-10	106.44	3.09
Wfargo Cda	4.450	2011-Feb-28	101.33	1.57
Wfargo Cda	4.450	2011-Sep-13	102.55	1.89
Wfargo Cda	6.050	2012-Aug-27	107.36	2.20
Wfargo Cda	4.400	2012-Dec-12	104.70	2.25
Wfargo Cda	4.330	2013-Dec-06	105.32	2.61
YPG Hold Inc	5.710	2014-Apr-21	104.44	4.37
YPG Hold Inc	5.850	2019-Nov-18	96.24	6.40
YPG Hold Inc	7.750	2020-Mar-02	105.66	6.93
YPG Hold Inc	6.250	2036-Feb-15	89.36	7.16