Thank you for your question.
Yes, it does, however, as per the government of Canada and section 233.7 of the Act, Notwithstanding sections 233.2, 233.3, 233.4, and 233.6, a person who, but for this section, would be required under any of those sections to file an information return for a taxation year, is not required to file the return if the person is an individual (other than a trust) who first became resident in Canada in the year.
This means that because this is your first of filing tax returns in Canada, you're not required to prepare the form T1135- Foreign Income Verification Statement; thus, you're exempted.
For more information, see Justice.ca article on Income Tax Act.
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