Coupon	Eff. Maturity	Price	Yield
407 Intl	3.880	2015-Jun-16	106.65	1.82
407 Intl	3.870	2017-Nov-24	105.83	2.77
407 Intl	4.300	2021-May-26	109.92	3.07
407 Intl	6.470	2029-Jul-27	133.54	3.82
Altagas Svc	7.420	2014-Apr-29	109.97	2.76
Altagas Svc	4.100	2016-Mar-24	103.60	3.16
Altagas Svc	6.940	2016-Jun-29	114.70	3.31
Altagas Svc	4.600	2018-Jan-15	104.52	3.74
Amex Cda Cr	5.900	2013-Apr-02	104.52	1.90
Amex Cda Cr	4.853	2014-Oct-03	105.79	2.58
BC Gas Inc	5.560	2014-Sep-15	109.21	1.91
BMO	5.040	2012-Sep-04	102.16	1.21
BMO	5.050	2013-Sep-03	105.67	1.38
BMO	3.930	2015-Apr-27	106.09	1.96
BMO	5.180	2015-Jun-10	110.13	2.02
BMO	3.490	2016-Jun-10	104.96	2.28
BMO	2.960	2016-Aug-02	102.68	2.33
BMO	5.200	2012-Jun-21	101.31	1.58
BMO	6.020	2018-May-02	118.54	2.76
BMO	4.870	2015-Apr-22	108.06	2.24
BMO	5.100	2016-Apr-21	109.83	2.61
BMO	3.979	2016-Jul-08	105.02	2.76
BMO	6.170	2018-Mar-28	117.82	2.97
BMO	4.609	2025-Sep-10	112.69	3.43
BMO Cap Tr	5.750	2017-Sep-26	114.91	2.86
BMO Cap Tr	5.474	2014-Dec-31	107.96	2.60
BNS	3.030	2012-Jun-04	100.59	1.15
BNS	4.990	2013-Mar-27	103.56	1.80
BNS	5.040	2013-Apr-08	104.26	1.34
BNS	8.300	2013-Sep-27	110.54	1.72
BNS	3.430	2014-Jul-16	104.14	1.69
BNS	3.340	2015-Mar-25	104.32	1.91
BNS	3.610	2016-Feb-22	105.44	2.19
BNS	4.100	2017-Jun-08	107.82	2.52
BNS	5.300	2013-Jan-31	103.40	1.78
BNS	4.940	2014-Apr-15	106.12	2.06
BNS	6.650	2016-Jan-22	115.39	2.53
BRP Fin ULC	5.250	2018-Nov-05	108.11	3.87
BRP Fin ULC	5.140	2020-Oct-13	106.01	4.30
BRP Fin ULC	5.840	2036-Nov-05	96.11	6.15
Bell CDA	6.250	2012-Apr-12	100.84	1.37
Bell CDA	3.600	2015-Dec-02	104.41	2.38
Bell CDA	4.640	2016-Feb-22	108.12	2.51
Bell CDA	4.400	2018-Mar-16	107.81	2.99
Bell CDA	4.950	2021-May-19	110.02	3.67
Bell CDA	7.000	2027-Sep-24	121.56	5.00
Bell CDA	6.550	2029-May-01	118.45	4.95
Bell CDA	7.650	2031-Dec-30	122.23	5.76
Bell CDA	7.300	2032-Feb-23	123.86	5.35
Bell CDA	6.100	2035-Mar-16	115.03	5.00
BellAliant	4.950	2014-Feb-26	104.99	2.44
BellAliant	6.290	2015-Feb-17	110.40	2.68
BellAliant	5.410	2016-Sep-26	109.31	3.23
BellAliant	4.370	2017-Sep-13	105.04	3.37
BellAliant	6.170	2037-Feb-26	101.59	6.05
Bombardier	7.350	2026-Dec-22	105.00	6.81
Brkfld A Mgt	8.950	2014-Jun-02	113.66	2.81
Brkfld A Mgt	5.200	2016-Sep-08	107.52	3.41
Brkfld A Mgt	5.290	2017-Apr-25	107.12	3.77
Brkfld A Mgt	5.950	2035-Jun-14	98.93	6.04
CALLOWAY REA	7.950	2014-Jun-30	111.55	2.91
CALLOWAY REA	5.370	2016-Oct-12	106.83	3.76
CDP Fin	4.600	2020-Jul-15	111.58	3.03
CIBC	5.000	2012-Sep-10	102.21	1.19
CIBC	4.950	2014-Jan-23	106.41	1.61
CIBC	3.300	2014-Nov-19	104.13	1.77
CIBC	3.100	2015-Mar-02	103.52	1.91
CIBC	3.400	2016-Jan-14	104.56	2.18
CIBC	2.650	2016-Nov-08	101.26	2.37
CIBC	3.950	2017-Jul-14	107.20	2.52
CIBC	5.150	2013-Jun-06	104.35	1.81
CIBC	4.110	2015-Apr-30	105.77	2.24
CIBC	3.150	2015-Nov-02	102.00	2.58
CIBC Cap Tr	10.250	2039-Jun-30	134.26	7.33
CIBC Cap Tr	9.976	2019-Jun-30	128.32	5.30
CITIGROUP	4.650	2017-Oct-11	93.49	6.02
CPR Ltd.	6.250	2018-Jun-01	112.96	3.91
CU Inc.	6.145	2017-Nov-22	120.42	2.35
CU Inc.	6.800	2019-Aug-13	127.83	2.69
Cadill Fairv	3.640	2018-May-09	106.36	2.53
Cameco Corp	5.670	2019-Sep-02	112.64	3.74
Cap Desj Inc	6.322	2012-Jun-01	101.35	1.91
Cap Desj Inc	5.756	2014-Apr-01	106.97	2.40
Cap Desj Inc	3.797	2015-Nov-23	103.44	2.83
Cap Desj Inc	4.954	2021-Dec-15	105.82	4.23
CapPower Inc	5.950	2036-Jun-23	70.00	9.01
Caterpil Fin	2.640	2013-Dec-03	101.92	1.56
Cda Util Ltd	5.096	2014-Nov-18	108.99	1.76
Cda Util Ltd	5.432	2019-Jan-23	116.98	2.74
Cdn Natl Res	4.950	2015-Jun-01	108.82	2.17
Cdn Westn Bk	3.049	2017-Jan-18	100.46	2.95
CdnTire Corp	4.950	2015-Jun-01	108.15	2.37
CdnTire Corp	6.250	2028-Apr-13	109.13	5.40
CdnTire Corp	5.610	2035-Sep-04	102.84	5.40
CitigrpFinCa	4.750	2014-Mar-17	103.82	2.86
Clarica Life	6.300	2028-May-15	109.70	5.40
CogecoCbl	5.950	2014-Jun-09	107.86	2.46
CogecoCbl	5.150	2020-Nov-16	105.68	4.36
Cons Wtr Htr	5.250	2013-Mar-15	102.90	2.55
Cons Wtr Htr	6.750	2014-Apr-30	106.50	3.67
ConsumersGas	5.160	2017-Dec-04	115.24	2.34
ConsumersGas	5.210	2036-Feb-25	120.54	3.89
DaimChry Fin	3.020	2015-Jan-07	101.25	2.57
EPCOR Util	6.800	2029-Jun-28	131.18	4.25
ERAC Cda Fin	5.380	2016-Feb-26	109.61	2.85
Emera Inc.	4.100	2014-Oct-20	104.92	2.21
Emera Inc.	4.830	2019-Dec-02	109.48	3.44
EnCana Corp	4.300	2012-Mar-12	100.28	1.30
Enbridge Inc	5.170	2016-May-19	111.44	2.34
Enbridge Inc	5.000	2016-Aug-09	110.98	2.41
Enbridge Inc	4.770	2019-Sep-02	111.64	3.04
Enbridge Inc	4.530	2020-Mar-09	109.76	3.15
Enbridge Inc	4.260	2021-Feb-01	106.83	3.37
EnbridgeGas	5.570	2014-Jan-29	107.52	1.68
EnbridgeGas	5.160	2014-Sep-24	108.73	1.74
EnbridgeGas	4.040	2020-Nov-23	109.55	2.81
EnbridgePipe	2.930	2015-Sep-08	103.57	1.89
EnbridgePipe	4.490	2019-Nov-12	112.19	2.74
EnbridgePipe	4.450	2020-Apr-06	111.17	2.90
EnbridgePipe	5.080	2036-Dec-19	116.98	4.00
Fairfax FinH	6.400	2021-May-25	105.50	5.63
Finning Intl	5.160	2013-Sep-03	104.96	1.93
FirstCapRlty	5.340	2013-Apr-01	103.74	2.02
FirstCapRlty	5.360	2014-Jan-31	105.25	2.62
FirstCapRlty	5.320	2014-Oct-30	106.67	2.76
FirstCapRlty	4.950	2018-Nov-30	104.76	4.14
FirstCapRlty	5.600	2020-Apr-30	107.11	4.55
FirstNtlFin	5.070	2015-May-07	103.92	3.77
G-W Life As	6.740	2031-Nov-24	119.54	5.15
G-W Life As	7.127	2018-Jun-26	111.61	4.98
G-W Lifeco	6.140	2018-Mar-21	116.19	3.20
G-W Lifeco	5.995	2012-Dec-31	103.46	2.06
G-W Lifeco	5.691	2017-Jun-21	103.89	4.86
GE Cap Cda	5.150	2013-Jun-06	104.44	1.74
GE Cap Cda	2.950	2014-Feb-10	102.10	1.88
GE Cap Cda	5.280	2014-Oct-22	108.28	2.11
GE Cap Cda	4.650	2015-Feb-11	107.12	2.19
GE Cap Cda	4.240	2015-Jun-08	106.10	2.32
GE Cap Cda	3.350	2016-Nov-23	103.01	2.68
GE Cap Cda	4.550	2017-Jan-17	107.70	2.87
GE Cap Cda	5.680	2019-Sep-10	112.93	3.71
GTAA	4.850	2017-Jun-01	112.61	2.31
GTAA	5.300	2041-Feb-25	120.35	4.10
Gaz Met	4.930	2019-Jun-18	114.68	2.72
Grp Aeroplan	9.000	2012-Apr-23	101.47	1.73
HONDA CDA	5.675	2012-Sep-26	102.61	1.48
HONDA CDA	5.076	2013-May-09	103.96	1.85
HSBC Bk Cda	3.860	2015-May-21	105.48	2.12
HSBC Bk Cda	3.558	2017-Oct-04	104.41	2.71
Hlcm Fin Inc	5.900	2013-Jun-21	103.82	3.02
Husky Energy	5.000	2020-Mar-12	111.59	3.35
Hydro One	5.770	2012-Nov-15	103.45	1.23
Hydro One	5.000	2013-Nov-12	105.98	1.54
Hydro One	2.950	2015-Sep-11	103.78	1.85
Hydro One	4.640	2016-Mar-03	110.37	1.97
Hydro One	5.180	2017-Oct-18	115.32	2.29
Hydro One	4.400	2020-Jun-01	111.77	2.80
Hydro One	3.200	2022-Jan-13	101.15	3.07
Hydro One	5.360	2036-May-20	122.64	3.91
Hydro One	5.490	2040-Jul-16	127.02	3.91
IGM Fin	6.650	2027-Dec-13	118.56	4.95
IGM Fin	6.000	2040-Dec-10	110.95	5.26
IndAll CapTr	5.714	2013-Dec-31	104.23	3.39
IndAlli Life	8.250	2014-Mar-27	109.80	3.44
IndAlli Life	4.750	2016-Dec-14	103.70	3.90
Int Pipeline	4.967	2021-Feb-02	109.19	3.75
Intact Finl	5.410	2019-Sep-03	110.98	3.73
JohnDeere Cr	5.300	2012-Jul-27	101.94	1.13
JohnDeere Cr	2.300	2013-Jan-14	101.03	1.19
JohnDeere Cr	2.400	2013-Feb-01	101.13	1.24
JohnDeere Cr	3.900	2013-Jul-29	103.52	1.47
JohnDeere Cr	3.500	2014-Jun-23	103.98	1.78
JohnDeere Cr	2.250	2014-Oct-14	101.23	1.78
LaurentianBk	3.700	2015-Nov-02	102.57	2.97
Loblaw CoLtd	5.400	2013-Nov-20	106.04	1.93
Loblaw CoLtd	4.850	2014-May-08	106.09	2.06
Loblaw CoLtd	7.100	2016-Jun-01	118.63	2.51
Loblaw CoLtd	5.220	2020-Jun-18	111.20	3.65
Loblaw CoLtd	6.450	2028-Feb-09	111.73	5.35
Loblaw CoLtd	6.050	2034-Jun-09	108.43	5.40
Loblaw CoLtd	6.150	2035-Jan-29	109.86	5.40
Loblaw CoLtd	5.900	2036-Jan-18	107.43	5.35
Loblaw CoLtd	6.450	2039-Mar-01	114.91	5.40
Manitoba Tel	5.050	2012-May-11	100.90	1.52
Manitoba Tel	6.650	2016-May-11	113.99	3.11
Manitoba Tel	4.590	2018-Oct-01	105.08	3.72
ManuF Cap Tr	6.700	2012-Jun-30	101.70	2.29
ManuF Cap Tr	7.405	2019-Dec-31	111.64	5.56
ManufLifeIns	4.210	2016-Nov-18	101.37	3.89
Manulife	4.680	2016-Sep-12	105.38	3.40
Manulife Fin	4.079	2015-Aug-20	102.39	3.35
Manulife Fin	5.505	2018-Jun-26	107.06	4.23
Manulife Fin	7.768	2019-Apr-08	119.80	4.50
Metro Inc	4.980	2015-Oct-15	108.91	2.43
MlsnCoorsCap	5.000	2015-Sep-22	108.04	2.65
MnlfDelaware	4.448	2016-Dec-15	99.52	4.56
MnlfDelaware	5.059	2036-Dec-15	81.21	6.61
NAV Cda	5.304	2019-Apr-17	117.58	2.61
NAV Cda	4.397	2021-Feb-18	111.80	2.90
NBC Asst Tr	7.235	2018-Jun-30	117.86	4.04
NBC Asst Tr	7.447	2020-Jun-30	119.16	4.66
National Bk	2.231	2015-Jan-30	100.80	1.95
National Bk	3.147	2015-Feb-11	103.50	1.94
National Bk	4.030	2015-May-26	106.01	2.13
National Bk	5.550	2013-Nov-15	105.98	2.08
National Bk	0.000	2014-Dec-22	93.97	2.18
National Bk	4.700	2015-Nov-02	107.25	2.65
NovaGas Trns	6.590	2027-Dec-01	130.09	4.00
OMERS Realty	5.480	2012-Dec-31	103.71	1.28
OTTMACIntlAA	4.733	2017-May-02	112.22	2.24
Pembina Pipe	4.890	2021-Mar-29	106.34	4.05
Power Corp	7.570	2019-Apr-22	122.60	3.94
Power Finl	6.900	2033-Mar-11	120.95	5.25
RBC Cap Tr	4.580	2012-Apr-30	100.70	1.41
RBC Cap Tr	6.821	2018-Jun-30	119.06	3.47
RBC Cap Tr	5.812	2013-Dec-31	106.74	2.16
RioCan REIT	4.700	2012-Jun-15	101.10	1.51
RioCan REIT	5.230	2013-Mar-11	103.27	2.17
RioCan REIT	5.650	2015-Mar-31	108.17	2.91
RogersComm	5.380	2019-Nov-04	112.75	3.49
RogersComm	4.700	2020-Sep-29	107.32	3.70
RogersComm	5.340	2021-Mar-22	111.65	3.82
RogersComm	6.680	2039-Nov-04	117.84	5.43
RogersComm	6.110	2040-Aug-25	109.84	5.43
Royal Bank	4.530	2012-May-07	100.83	1.13
Royal Bank	5.200	2012-Aug-15	102.07	1.18
Royal Bank	5.000	2014-Jan-20	106.53	1.58
Royal Bank	4.970	2014-Jun-05	107.68	1.59
Royal Bank	3.270	2014-Nov-10	104.07	1.75
Royal Bank	4.710	2014-Dec-22	108.07	1.81
Royal Bank	2.050	2015-Jan-13	100.62	1.83
Royal Bank	3.180	2015-Mar-16	103.94	1.86
Royal Bank	3.030	2016-Jul-26	103.04	2.31
Royal Bank	2.680	2016-Dec-08	101.51	2.35
Royal Bank	3.660	2017-Jan-25	105.90	2.39
Royal Bank	4.840	2013-Mar-11	103.30	1.76
Royal Bank	5.450	2013-Nov-04	106.10	1.86
Royal Bank	5.950	2014-Jun-18	108.30	2.31
SNCLavalin	6.190	2019-Jul-03	117.51	3.49
Shaw Commun	7.500	2013-Nov-20	109.15	2.23
Shaw Commun	6.150	2016-May-09	112.52	2.99
Shaw Commun	5.650	2019-Oct-01	110.87	3.99
Shaw Commun	5.500	2020-Dec-07	108.64	4.31
Shaw Commun	6.750	2039-Nov-09	103.74	6.46
Sherrit Intl	8.250	2014-Oct-24	109.75	4.39
Sherrit Intl	7.750	2015-Oct-15	108.95	5.05
Sherrit Intl	8.000	2017-Nov-15	106.88	6.55
ShoppersDrug	5.190	2014-Jan-20	106.40	1.83
Sobeys Inc.	7.160	2018-Feb-26	120.44	3.39
SunLife Cap	7.093	2032-Jun-30	102.63	6.85
Suncor	5.800	2018-May-22	115.74	3.03
Sunlife Fin	5.590	2018-Jan-30	105.23	4.58
Sunlife Fin	7.900	2014-Mar-31	109.30	3.36
Sunlife Fin	5.700	2019-Jul-02	111.23	3.94
Sunlife Fin	4.570	2021-Aug-23	103.02	4.18
Sunlife Fin	4.800	2015-Nov-23	100.45	4.67
Sunlife Fin	5.400	2037-May-29	87.03	6.45
TD Bank	5.141	2012-Nov-19	103.04	1.20
TD Bank	2.948	2016-Aug-02	102.93	2.26
TD Bank	5.382	2012-Nov-01	102.65	1.70
TD Bank	5.763	2017-Dec-18	113.57	3.20
TD Bank	5.690	2013-Jun-03	105.05	1.79
TD Bank	5.480	2015-Apr-02	109.84	2.22
TD Bank	5.828	2018-Jul-09	116.59	2.97
TD Bank	9.150	2025-May-26	155.40	3.80
TD Bank	4.970	2015-Oct-30	107.97	2.70
TD Cap Tr	7.243	2018-Dec-31	122.90	3.48
TD Cap Tr	10.000	2039-Jun-30	139.58	6.80
TD Cap Tr	9.523	2019-Jun-30	130.62	4.59
Telus Corp	4.500	2012-Mar-15	100.33	1.23
Telus Corp	4.950	2014-May-15	106.41	2.04
Telus Corp	4.950	2017-Mar-15	110.18	2.79
Telus Corp	5.050	2019-Dec-04	111.71	3.34
Telus Corp	5.050	2020-Jul-23	111.24	3.50
TeranetInc.	3.531	2015-Dec-16	104.01	2.43
Thomson Corp	5.200	2014-Dec-01	109.10	1.86
Thomson Corp	5.700	2015-Jul-15	112.13	2.02
Thomson Corp	6.000	2016-Mar-31	114.48	2.31
Toromont Ind	4.920	2015-Oct-13	106.88	2.93
TorontoHydro	3.540	2021-Nov-18	103.55	3.12
TransCdaPipe	5.050	2013-Aug-20	105.33	1.52
TransCdaPipe	5.650	2014-Jan-15	107.62	1.63
TransCdaPipe	5.050	2014-Feb-14	106.76	1.63
TransCdaPipe	4.650	2016-Oct-03	110.76	2.20
TransCdaPipe	5.100	2017-Jan-11	113.25	2.24
TransCdaPipe	7.310	2027-Jan-15	138.20	3.91
TransCdaPipe	8.050	2039-Feb-17	161.22	4.23
Union Gas	7.900	2014-Feb-24	111.84	1.96
Union Gas	4.640	2016-Jun-30	110.24	2.18
Union Gas	8.750	2018-Aug-03	134.14	2.93
VolkswagnCrd	2.550	2013-Nov-18	100.99	1.98
VolkswagnCrd	3.600	2016-Feb-01	103.82	2.58
Wcoast Enrgy	4.570	2020-Jul-02	110.16	3.18
Westn George	5.050	2014-Mar-10	105.65	2.26
Wfargo Cda	5.100	2012-Jun-26	101.36	1.48
Wfargo Cda	6.050	2012-Aug-27	102.47	1.53
Wfargo Cda	5.200	2012-Sep-13	102.16	1.53
Wfargo Cda	4.400	2012-Dec-12	102.34	1.59
Wfargo Cda	3.700	2016-Mar-30	104.54	2.54
Yellow Media	6.500	2013-Jul-10	70.00	35.05
Yellow Media	5.710	2014-Apr-21	50.50	42.45
Yellow Media	7.300	2015-Feb-02	46.50	39.28
Yellow Media	5.250	2016-Feb-15	45.00	29.49
Yellow Media	5.850	2019-Nov-18	46.00	19.69
Yellow Media	7.750	2020-Mar-02	47.00	22.11