AltaRed, somehow I ended up with over 100 (!!!) T5008 slips this year. Thanks for your suggestion, I combined multiple sales of the same security on a T5008 to report everything accurately.
Windsurfer, I don't know which investments always provide a T3 for every T5008. In my situation, none of the capital gains reported on my T5008s are reported on a T3.