Fund Portfolio – Symmetry Fixed Income Portfolio Series FB MFC4928 | Mackenzie Investments

Symmetry Fixed Income Portfolio Series FB

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of August 31, 2017
Major holdings represent 22.7% of the fund.
View all holdings
Total # of
Equity Holdings
816
Total # of
Fixed Income Holdings
1613
Holding name, country and sector Percentage of holding in fund
United States Treasury 2.38% 05-15-2027
United States | Foreign Governments
7.7%
Bundesrepublik Deutschland 0.50% 08-15-2027
Germany | Foreign Governments
3.1%
United Kingdom Treasury 4.25% 12-07-2027
United Kingdom | Foreign Governments
3.1%
United States Treasury Inflation Indexed Bonds
United States | Foreign Governments
2.1%
Government of Australia 2.75% 11-21-2027
Australia | Foreign Governments
1.5%
iShares iBoxx $ Investment Grade Corporate Bond ETF
United States | Index Participation Units
1.5%
Canada Housing Trust 2.35% 06-15-2028
Canada | Federal Government
1.1%
Province of Ontario 2.80% 06-02-2048
Canada | Provincial Governments
1.0%
Apple Inc. 2.51% 08-19-2024 Callable 2025
United States | Corporate - Non Convertible
0.9%
Canada Housing Trust F/R 09-15-2022
Canada | Federal Government
0.8%

Complete Fund Holdings Help Full holdings list

As of June 30, 2017
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 2017 46 0.0%
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 6.00% 04-01-2022 Callable 2017 52 0.0%
3M Co. 3.00% 08-07-2025 1 0.0%
407 International Inc. 2.43% 05-04-2027 Callable MTN 97 0.1%
407 International Inc. 3.43% 06-01-2033 MTN 209 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 104 0.1%
407 International Inc. 3.83% 05-11-2046 152 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 544 0.4%
407 International Inc. 6.47% 07-27-2029 Callable 186 0.1%
407 International Inc. 7.125% 07-26-2040 Callable 221 0.1%
A Schulman Inc. 6.88% 06-01-2023 Callable WI 7 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-28-2023 39 0.0%
Abbott Laboratories 2.95% 03-15-2025 Callable 2024 1 0.0%
AbbVie Inc. 1.80% 05-14-2018 2 0.0%
AbbVie Inc. 3.60% 05-14-2025 Callable 2025 1 0.0%
ABN AMRO Group NV 1 0.0%
Access Justice Durham 5.015% 08-31-2039 94 0.0%
ACE INA Holdings Inc. 3.35% 05-03-2026 Callable 2026 2 0.0%
Activision Blizzard Inc. 3.40% 09-15-2026 Callable 2026 1 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 1 0.0%
Adient PLC 1 0.0%
Adtalem Global Education Inc. 1 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 40 0.0%
Advantage Oil & Gas Ltd. 1 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 144A 3 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 1 0.0%
Aecon Group Inc. 1 0.0%
AerCap Holdings NV 2 0.0%
Aetna Inc. 2.75% 11-15-2022 Callable 2022 71 0.0%
Affiliated Managers Group Inc. 16 0.0%
African Development Bank F/R 02-24-2019 1 0.0%
AG Growth International Inc. 1 0.0%
Agnico-Eagle Mines Ltd. 3 0.0%
Agricultural Bank of China Ltd. H 6 0.0%
Agrium Inc. 7 0.0%
AGT Food and Ingredients Inc. 1 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 138 0.1%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 110 0.1%
Air Canada 6 0.0%
Air Lease Corp. 3.00% 09-15-2023 Callable 2023 1 0.0%
Air Lease Corp. 3.875% 12-01-2018 2 0.0%
Air Liquide SA 2 0.0%
Air Medical Group Holdings Inc. Term Loan B1 1st Lien F/R 04-28-2022 1 0.0%
Alamos Gold Inc. 1 0.0%
Albertsons LLC Term Loan B4 1st Lien F/R 08-25-2021 6 0.0%
Alcoa Corp. 1 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 75 0.0%
Algonquin Power & Utilities Corp. 1 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 232 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 89 0.0%
Algonquin Power & Utilities Corp. 5.50% 07-25-2018 Callable 308 0.2%
Alibaba Group Holding Ltd. ADR 3 0.0%
Alimentation Couche-Tard Inc. 3.60% 06-02-2025 Callable 2025 114 0.1%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 247 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 10 0.0%
Allergan PLC 24 0.0%
Allergan PLC 5.50% Pfd. Conv. Series A 1 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 2017 144A 8 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 26 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 17 0.0%
Alliance Resource Operating Partners LP 7.50% 05-01-2025 Callable 2020 144A 7 0.0%
Allianz SE Reg. 5 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 134 0.1%
Allied Properties REIT 3.748% 05-13-2020 Series A 90 0.0%
Allied Properties REIT 3.93% 11-14-2022 Series B 87 0.0%
Ally Financial Inc. 15 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 10 0.0%
Ally Financial Inc. 8.00% 11-01-2031 30 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 04-28-2024 2 0.0%
Alpha 3 BV Term Loan B1 1st Lien F/R 01-24-2024 7 0.0%
Alphabet Inc. Class A 2 0.0%
Alphabet Inc. Class C 3 0.0%
Alpine Finance Merger Sub LLC 6.875% 08-01-2025 Series 144A 21 0.0%
AltaGas Ltd. 1 0.0%
AltaGas Ltd. 3.57% 06-12-2023 Callable 123 0.1%
AltaGas Ltd. 3.72% 09-28-2021 Callable 177 0.1%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 Series MTN 142 0.1%
AltaGas Ltd. Pfd. Series K 50 0.0%
AltaLink Investments LP 3.674% 06-05-2019 Callable 67 0.0%
AltaLink LP 2.75% 05-29-2026 Callable 52 0.0%
AltaLink LP 2.98% 11-28-2022 206 0.1%
AltaLink LP 3.668% 11-06-2023 17 0.0%
Altalink LP 3.72% 12-03-2046 Callable Series MTN 101 0.1%
AltaLink LP 4.054% 11-21-2044 Callable 2044 83 0.0%
Altice SA 7.75% 05-15-2022 Callable 2017 144A 34 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 07-14-2025 1 0.0%
Altria Group Inc. 2 0.0%
AMAG Pharmaceuticals Inc. 7.875% 09-01-2023 Callable 2018 144A 12 0.0%
Amaya Holdings Term Loan B 1st Lien F/R 08-01-2021 6 0.0%
Amaya Inc. 3 0.0%
Amazon.com Inc. 4 0.0%
Amazon.com Inc. 1.20% 11-29-2017 1 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 2022 144A 7 0.0%
AMC Entertainment Inc. 5.875% 02-15-2022 Callable 2017 11 0.0%
Amdocs Ltd. 1 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1 0.0%
American Airlines Inc. Term Loan 1st Lien F/R 04-28-2023 1 0.0%
American Axle & Manufacturing Inc. 6.625% 10-15-2022 Callable 2017 1 0.0%
American Bath Group LLC Term Loan 1st Lien F/R 09-30-2023 14 0.0%
American Beacon Advisors Inc. Term Loan 2nd Lien F/R 04-30-2023 7 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-29-2021 2 0.0%
American Express Co. 19 0.0%
American Express Credit Account Master Trust 1.43% 06-15-2020 1 0.0%
American Express Credit Account Master Trust 1.77% 11-15-2022 2017-3 1 0.0%
American International Group Inc. 12 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 28 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 45 0.0%
American Tire Distributors Inc. 10.25% 03-01-2022 Callable 2018 144A 4 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 1 0.0%
AmerisourceBergen Corp. 4 0.0%
Amgen Inc. 7 0.0%
Amgen Inc. 1.85% 08-19-2021 Callable 2021 1 0.0%
Amgen Inc. 2.60% 08-19-2026 Callable 2026 1 0.0%
Amphenol Corp. Class A 3 0.0%
AMS FinCo SARL Term Loan 1st Lien F/R 05-17-2024 23 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 572 0.4%
Anheuser-Busch InBev Finance Inc. 2.65% 02-01-2021 Callable 2021 5 0.0%
Anheuser-Busch InBev Finance Inc. 3.30% 02-01-2023 Callable 2022 162 0.1%
Anheuser-Busch InBev Finance Inc. 3.65% 02-01-2026 Callable 2025 2 0.0%
Anheuser-Busch InBev NV 11 0.0%
Anheuser-Busch InBev Worldwide Inc. 7.75% 01-15-2019 2 0.0%
Ansaldo STS SPA 1 0.0%
Antero Midstream Partners LP 5.375% 09-15-2024 Callable 2019 144A 2 0.0%
Antero Resources Corp. 5.00% 03-01-2025 Callable 2020 144A 30 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 2017 14 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 12 0.0%
Anthem Inc. 1 0.0%
Anthem Inc. 2.75% 10-15-2042 2 0.0%
Anthem Inc. 3.50% 08-15-2024 Callable 2024 1 0.0%
Apple Inc. 38 0.0%
Apple Inc. 1.00% 05-03-2018 2 0.0%
Apple Inc. 2.85% 08-28-2019 1 0.0%
Apple Inc. 3.20% 05-13-2025 1 0.0%
Apple Inc. F/R 05-03-2018 1 0.0%
Applebee's/IHOP Funding LLC 4.277% 09-05-2021 1 0.0%
Applied Materials Inc. 3 0.0%
Appvion Inc. 9.00% 06-01-2020 Callable 144A 31 0.0%
APT Pipelines Ltd. 4.20% 03-23-2025 Callable 2024 144A 171 0.1%
APT Pipelines Ltd. 4.245% 07-24-2019 88 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 1 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 1 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-09-2024 1 0.0%
ARC Resources Ltd. 3 0.0%
ArcelorMittal SA 7.00% 10-15-2039 3 0.0%
Ardagh Packaging Finance PLC 2.75% 03-15-2024 Callable 2020 12 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 24 0.0%
Argentine Bonos del Tesoro 21.20% 09-19-2018 3 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 27 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 57 0.0%
Ascendas Real Estate Investment Trust 2 0.0%
Ascent Resources-Utica Holdings LLC 10.00% 04-01-2022 Callable 2020 144A 31 0.0%
Ashmore Group PLC 1 0.0%
Ashtead Group PLC 2 0.0%
Asian Development Bank 3.25% 07-20-2017 1 0.0%
Asian Development Bank 4.625% 03-06-2019 1 0.0%
Asian Development Bank 5.00% 03-09-2022 1 0.0%
Asian Development Bank 5.90% 12-20-2022 1 0.0%
Asian Development Bank 6.45% 08-08-2021 2 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 74 0.0%
ASP AMC Merger Sub Inc. Term Loan 1st Lien F/R 04-13-2024 19 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 43 0.0%
Assured Guaranty Ltd. 7 0.0%
AssuredPartners Inc. Term Loan B1 1st Lien F/R 10-21-2022 7 0.0%
AT&T Inc. 2.30% 03-11-2019 1 0.0%
AT&T Inc. 3.825% 11-25-2020 158 0.1%
AT&T Inc. 4.85% 05-25-2047 441 0.3%
ATCO Ltd. Class I non-voting 2 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 66 0.0%
Australia and New Zealand Banking Group Ltd. 2.00% 11-16-2018 1 0.0%
Avangrid Inc. 1 0.0%
Avaya Inc. 7.00% 04-01-2019 Callable 144A 16 0.0%
Aviva PLC 4.50% 05-10-2021 75 0.0%
Axis Capital Holdings Ltd. 1 0.0%
B&G Foods Inc. 4.625% 06-01-2021 Callable 1 0.0%
B&G Foods Inc. 5.25% 04-01-2025 Callable 2020 1 0.0%
B2Gold Corp. 1 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 1 0.0%
BAE Systems Holdings Inc. 3.85% 12-15-2025 Callable 2025 144A 1 0.0%
Baidu Inc. ADR 1 0.0%
Ball Corp. 4.00% 11-15-2023 2 0.0%
Ball Corp. 4.375% 12-15-2020 1 0.0%
Ball Corp. 5.00% 03-15-2022 1 0.0%
Ball Corp. 5.25% 07-01-2025 2 0.0%
Baloise Holding AG 1 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 1 0.0%
Banco Bilbao Vizcaya Argentaria SA 9.00% 05-29-2049 Callable 2018 10 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 1 0.0%
Banco Santander SA 1 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 30 0.0%
Bank of America Corp. 38 0.0%
Bank of America Corp. 3.95% 04-21-2025 34 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 12 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 2 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 236 0.1%
Bank of China Ltd. H 2 0.0%
Bank of Montreal 34 0.0%
Bank of Montreal 1.45% 04-09-2018 Callable 2018 1 0.0%
Bank of Montreal 1.61% 10-28-2021 DPNT 692 0.5%
Bank of Montreal 1.80% 07-31-2018 1 0.0%
Bank of Montreal 1.88% 03-31-2021 DPNT 368 0.3%
Bank of Montreal 3.32% 06-01-2026 417 0.3%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 473 0.3%
Bank of Montreal F/R 04-11-2019 111 0.1%
Bank of Montreal F/R 06-01-2027 Callable 2022 249 0.1%
Bank of Nova Scotia 1.83% 04-27-2022 337 0.3%
Bank of the Ozarks Inc. 5.50% 07-01-2026 Callable 2021 1 0.0%
Bankers Hall LP 4.377% 11-20-2013 126 0.1%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 1 0.0%
Barratt Developments PLC 1 0.0%
Barrick Gold Corp. 14 0.0%
Baxter International Inc. 3 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 2 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 7 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 12 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 23 0.0%
BCE Inc. 24 0.0%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 24 0.0%
bcIMC Realty Corp. 2.96% 03-07-2019 218 0.1%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 162 0.1%
BE Semiconductor Industries NV 3 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 7 0.0%
Bear Stearns Alt-A Trust 2005-7 0.477% 08-25-2035 1 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 1 0.0%
Belden Inc. 5.25% 07-15-2024 Callable 2019 144A 9 0.0%
Bell Canada 2.70% 02-27-2024 Callable 180 0.1%
Bell Canada 3.35% 03-22-2023 39 0.0%
Bell Canada 3.35% 06-18-2019 43 0.0%
Bell Canada 3.55% 03-02-2026 Callable Series MTN 11 0.0%
Bell Canada 4.35% 12-18-2045 Callable Series MTN 58 0.0%
Bell Canada 4.45% 02-27-2047 Callable 341 0.3%
Bell Canada 4.70% 09-11-2023 Series MTN 238 0.1%
Bell Canada 4.95% 05-19-2021 Callable 109 0.1%
Bell Canada 6.17% 02-26-2037 62 0.0%
Bell Canada 6.55% 05-01-2029 Callable 100 0.1%
Bell Canada 7.30% 02-23-2032 Callable 41 0.0%
Bellatrix Exploration Ltd. 6.75% 09-30-2021 Conv. Callable 2020 7 0.0%
Bellatrix Exploration Ltd. 8.50% 05-15-2020 Callable 2017 144A 72 0.0%
Bemis Co. Inc. 1 0.0%
Berry Global Group Inc. 9 0.0%
Berry Plastics Corp. Term Loan I 1st Lien F/R 10-01-2022 2 0.0%
Bio-Techne Corp. 13 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 01-27-2024 2 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 1 0.0%
Blackberry Ltd. 2 0.0%
Blue Buffalo Pet Products Inc. 8 0.0%
Blue Cube Spinco Inc. 9.75% 10-15-2023 Callable 2020 8 0.0%
BMC Software Finance Inc. Term Loan 1st Lien F/R 09-10-2022 1 0.0%
BMW Canada Inc. 1.83% 06-15-2021 Series O 112 0.1%
BMW Canada Inc. 1.88% 12-11-2020 Series Q 207 0.1%
BMW Canada Inc. F/R 06-14-2019 15 0.0%
BNP Paribas SA 1 0.0%
Boardwalk Pipelines LP 4.45% 07-15-2027 Callable 2027 1 0.0%
Boardwalk Real Estate Investment Trust 3 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 102 0.1%
Bombardier Inc. Class B Sub. voting 1 0.0%
Bon-Ton Department Stores Inc. 8.00% 06-15-2021 Callable 2 0.0%
Bonavista Energy Corp. 1 0.0%
Boohoo.Com PLC 1 0.0%
Boralex Inc. Class A 1 0.0%
Boyd Group Income Fund 1 0.0%
BP PLC 1 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 23 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2027 Series NTNF 4 0.0%
Bright Bidco BV Term Loan 1st Lien F/R 03-17-2024 30 0.0%
Bright Horizons Family Solutions Inc. 7 0.0%
Bristol-Myers Squibb Co. 2 0.0%
British American Tobacco PLC 2 0.0%
Broadridge Financial Solutions Inc. 13 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 67 0.0%
Brookfield Asset Management Inc. 3.95% 04-09-2019 142 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 108 0.1%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 99 0.1%
Brookfield Asset Management Inc. 5.30% 03-01-2021 68 0.0%
Brookfield Asset Management Inc. Class A limited voting 5 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 19 0.0%
Brookfield Business Partners LP 1 0.0%
Brookfield Infrastructure Partners LP 2 0.0%
Brookfield Infrastructure Partners LP 3.455% 10-10-2017 Callable 73 0.0%
Brookfield Property Partners LP 4 0.0%
Brookfield Renewable Energy Partners LP 5.14% 10-13-2020 Callable 126 0.1%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 141 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 420 0.3%
Brookfield Renewable Partners LP Pfd. Series 11 30 0.0%
Brookfield Residential Properties Inc. 6.125% 07-01-2022 Callable 2017 144A 24 0.0%
Brookfield Residential Properties Inc. 6.50% 12-15-2020 Callable 144A 85 0.0%
Brown & Brown Inc. 3 0.0%
BRP Inc. 1 0.0%
Bruce Power LP 2.84% 06-23-2021 309 0.2%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 Series:17-1 150 0.1%
Bruce Power LP 3.97% 06-23-2026 52 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 6 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 7 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 18 0.0%
Bundesrepublik Deutschland 0.25% 02-15-2027 5,025 2.7%
Bure Equity AB 2 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 5 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 2 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 61 0.0%
BWAY Mortgage Trust 3.7873% 01-10-2025 1 0.0%
BXHTL Mortage Trust F/R 05-15-2029 2015-JWRZ GL2 1 0.0%
BXP Trust 3.42% 06-13-2039 2017-GM Class C 1 0.0%
CAE Inc. 22 0.0%
Caesars Entertainment Operating Co. Inc. Term Loan B6 F/R 03-01-2017 13 0.0%
Caesars Growth Properties Holdings LLC Term Loan B 1st Lien F/R 05-08-2021 19 0.0%
Caisse Centrale Desjardins 2.09% 01-17-2022 376 0.3%
Caisse Centrale Desjardins 2.795% 11-19-2018 359 0.3%
Caisse Francaise de Financement Local 5.00% 03-09-2020 706 0.5%
Cal-Maine Foods Inc. 1 0.0%
Calfrac Well Services Ltd. 7.50% 12-01-2020 Callable 144A 28 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 26 0.0%
Calpine Corp. 5.50% 02-01-2024 Callable 2019 8 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 36 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 6 0.0%
Calumet Specialty Products Partners LP 6.50% 04-15-2021 Callable 2017 22 0.0%
Cameco Corp. 1 0.0%
Cameco Corp. 5.67% 09-02-2019 Series D 118 0.1%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 32 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 55 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 06-29-2024 71 0.0%
Canaccord Genuity Group Inc. 2 0.0%
Canada Housing Trust No. 1 1.25% 12-15-2020 1 0.0%
Canada Housing Trust No. 1 1.38% 09-15-2017 13 0.0%
Canada Housing Trust No. 1 1.70% 12-15-2017 2 0.0%
Canada Housing Trust No. 1 2.35% 06-15-2027 2,561 1.4%
Canada Housing Trust No. 1 2.35% 09-15-2023 658 0.4%
Canada Housing Trust No. 1 2.40% 12-15-2022 319 0.2%
Canada Housing Trust No. 1 3.35% 12-15-2020 1 0.0%
Canada Housing Trust No. 1 F/R 09-15-2019 296 0.2%
Canadian Apartment Properties Real Estate Investment Trust 3 0.0%
Canadian Commercial Mortgage Origination Trust 1 2.768% 11-12-2018 58 0.0%
Canadian Commercial Mortgage Origination Trust 2.658% 11-12-2017 33 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 191 0.1%
Canadian Energy Services & Technology Corp. 7.375% 04-17-2020 Callable 2017 44 0.0%
Canadian Imperial Bank of Commerce 26 0.0%
Canadian Imperial Bank of Commerce 1.64% 07-12-2021 DPNT 126 0.1%
Canadian Imperial Bank of Commerce 1.66% 01-20-2020 DPNT 536 0.4%
Canadian Imperial Bank of Commerce 1.70% 10-09-2018 DPNT 417 0.3%
Canadian Imperial Bank of Commerce 1.85% 07-14-2020 108 0.1%
Canadian Imperial Bank of Commerce 1.90% 04-26-2021 DPNT 189 0.1%
Canadian Imperial Bank of Commerce 2.04% 03-21-2022 208 0.1%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 520 0.4%
Canadian Imperial Bank of Commerce F/R 01-17-2019 22 0.0%
Canadian Imperial Bank of Commerce F/R 06-01-2018 Series DPNT 446 0.3%
Canadian Imperial Bank of Commerce F/R 3.00% 10-28-2024 Callable 2019 602 0.4%
Canadian National Railway Co. 39 0.0%
Canadian National Railway Co. 2.80% 09-22-2025 Callable 2025 225 0.1%
Canadian National Railway Co. 3.95% 09-22-2045 Callable 2045 24 0.0%
Canadian Natural Resources Ltd. 14 0.0%
Canadian Natural Resources Ltd. 2.05% 06-01-2020 13 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 48 0.0%
Canadian Natural Resources Ltd. 3.31% 02-11-2022 50 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 25 0.0%
Canadian Pacific Railway Ltd. 15 0.0%
Canadian Real Estate Investment Trust 2.95% 01-18-2023 Callable 2022 89 0.0%
Canadian Real Estate Investment Trust 4.323% 01-15-2021 43 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 10 0.0%
Canadian Utilities Ltd. 3.122% 11-09-2022 207 0.1%
Canadian Utilities Ltd. Class A non-voting 4 0.0%
Canadian Western Bank 3 0.0%
Canadian Western Bank 2.74% 06-16-2022 Series DPNT 60 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 330 0.2%
Capital One Financial Corp. 3.75% 07-28-2026 Callable 2026 1 0.0%
Capital One Multi-Asset Execution Trust 1.48% 07-15-2020 1 0.0%
Capital Power Corp. 6 0.0%
Cara Operations Ltd. 6 0.0%
Cardinal Energy Ltd. 1 0.0%
Cardinal Health Inc. 2 0.0%
Cards II Trust 2.155% 10-15-2020 231 0.1%
CareCentrix Inc. Term Loan B 1st Lien F/R 07-08-2021 33 0.0%
Carnival PLC 6 0.0%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2018 35 0.0%
Carter's Inc. 10 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 02-21-2024 40 0.0%
Cascades Inc. 2 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 19 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 2017 Series 144A 20 0.0%
Cash & Equivalents** 17,649 9.3%
CBC Monetization Trust 4.688% 05-15-2027 Callable 2 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 5 0.0%
CBS Radio Inc. Term Loan B 1st Lien F/R 03-02-2024 1 0.0%
CCL Industries Inc. Class B non-voting 9 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 11 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 3 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 6 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 1 0.0%
CCO Holdings LLC 5.75% 02-15-2026 3 0.0%
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25% 09-30-2022 Callable 2017 38 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 2 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 2017 13 0.0%
Celestica Inc. Sub. voting 3 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 7 0.0%
Cemex Finance LLC 9.375% 10-12-2022 Callable 144A 15 0.0%
Cenovus Energy Inc. 7 0.0%
Cenovus Energy Inc. 6.75% 11-15-2039 Callable 63 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 16 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 13 0.0%
Central 1 Credit Union F/R 11-21-2018 370 0.3%
CenturyLink Inc. 5.63% 04-01-2020 7 0.0%
CenturyLink Inc. 6.75% 12-01-2023 9 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 55 0.0%
Cequel Communications Holdings I LLC 5.125% 12-15-2021 Callable 144A - 15672WAE4 1 0.0%
Cequel Communications Holdings I LLC 5.125% 12-15-2021 Callable 144A - 15672WAF1 13 0.0%
Ceridian HCM Holding Inc. 11.00% 03-15-2021 Callable 144A 16 0.0%
CES Energy Solutions Corp. 2 0.0%
CGI Group Inc. Class A Sub. voting 7 0.0%
Charles River Laboratories International Inc. 9 0.0%
Charter Communications Inc. Class A 7 0.0%
Charter Communications Operating LLC Term Loan I 1st Lien F/R 01-15-2024 3 0.0%
Chartwell Retirement Residences 1 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 93 0.0%
Chase Corp. 1 0.0%
Chase Issuance Trust 1.26% 07-15-2019 1 0.0%
Chase Issuance Trust 1.30% 02-18-2020 2013-A1 1 0.0%
Chase Issuance Trust 1.62% 07-15-2020 1 0.0%
CHC Group LLC 4 0.0%
CHC Group LLC/CHC Financial Ltd. 0% 09-15-2020 Conv. 44 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 20 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 144A 11 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 14 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 144A 15 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 2022 144A 5 0.0%
Chesapeake Energy Corp. 8.00% 12-15-2022 13 0.0%
Chevron Corp. 15 0.0%
China Construction Bank Corp. H 3 0.0%
China Mobile Ltd. 1 0.0%
China Pacific Insurance (Group) Co. Ltd. 1 0.0%
CHIP Mortgage Trust 2.33% 04-29-2020 42 0.0%
CHIP Mortgage Trust 2.98% 11-15-2021 54 0.0%
Chobani LLC Term Loan B 1st Lien F/R 10-03-2023 10 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 18 0.0%
Choice Properties Real Estate Investment Trust 3.554% 07-05-2018 73 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 123 0.1%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 152 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 81 0.0%
CHS/Community Health Systems Inc. 5.13% 08-01-2021 40 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 12 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 5 0.0%
CHS/Community Health Systems Inc. Term Loan H 1st Lien F/R 01-27-2021 6 0.0%
Chubb INA Holdings Inc. 3.35% 05-15-2024 1 0.0%
CI Financial Corp. 2.645% 12-07-2020 Callable 37 0.0%
CI Financial Corp. 2.78% 11-25-2021 Series MTN 28 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 4 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 2017 8 0.0%
Cisco Systems Inc. 7 0.0%
Cision AB Term Loan B 1st Lien F/R 06-16-2023 47 0.0%
CIT Group Inc. 24 0.0%
CIT Group Inc. 5.00% 08-01-2023 35 0.0%
CIT Group Inc. 5.50% 02-15-2019 144A 2 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 Series A 1 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1 0.0%
Citibank Credit Card Issuance Trust 5.35% 02-07-2020 1 0.0%
Citigroup Inc. 39 0.0%
Citigroup Inc. 3.39% 11-18-2021 138 0.1%
Citigroup Inc. 4.09% 06-09-2025 Series MPLE 227 0.1%
Citigroup Inc. 5.90% 12-29-2049 Callable 2023 1 0.0%
Citigroup Inc. 5.95% 12-29-2049 Callable 2023 1 0.0%
Citigroup Inc. 8.40% 04-29-2049 Callable 2018 1 0.0%
Citigroup Inc. F/R 05-04-2021 1 0.0%
City of Oslo 2.35% 09-04-2024 5 0.0%
CKE Restaurant Holdings Inc. 4.474% 03-20-2020 Series 2013-1A Class A2 2 0.0%
Clear Channel Communications Inc. Term Loan D F/R 01-30-2019 12 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 2017 14 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 12 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 29 0.0%
CME Group Inc. 2 0.0%
Coca Cola Femsa SAB de CV 3.88% 11-26-2023 1 0.0%
Coca-Cola FEMSA SAB de CV 2.375% 11-26-2018 3 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 144A 29 0.0%
Cogeco Communications Inc. 3 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 420 0.3%
Cogeco Communications Inc. 4.88% 05-01-2020 Callable 144A 1 0.0%
Cogeco Communications Inc. 5.15% 11-16-2020 249 0.1%
Cognex Corp. 1 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 2 0.0%
Colliers International Group Inc. 1 0.0%
Colombia Government International Bond 4.50% 01-28-2026 1 0.0%
Com2uS Corp. 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 141 0.1%
Comcast Corp. Class A 2 0.0%
Cominar Real Estate Investment Trust 4.941% 07-27-2020 Callable 40 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 1 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 1 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 1 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-29-2023 19 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 155 0.1%
Commonwealth of Bahamas 6.95% 11-20-2029 164 0.1%
Commonwealth of Bahamas 7.125% 04-02-2038 1 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 53 0.0%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 23 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 34 0.0%
CommVault Systems Inc. 12 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 4 0.0%
Computershare Ltd. 2 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 1 0.0%
Concho Resources Inc. 5.50% 04-01-2023 Callable 2017 7 0.0%
Concordia Healthcare Corp. 7.00% 04-15-2023 144A 9 0.0%
Concordia Healthcare Corp. Term Loan B 1st Lien F/R 10-20-2021 13 0.0%
Concordia International Corp. 9.00% 04-01-2022 Callable 2019 144A 2 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 2017 52 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 2 0.0%
Constellation Brands Inc. Term Loan B 1st Lien F/R 11-15-2023 21 0.0%
Constellation Software Inc. 7 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 36 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 7 0.0%
Continental Resources Inc. 4.50% 04-15-2023 Callable 2023 5 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 11 0.0%
ConvergeOne Holdings Corp. Term Loan B 1st Lien F/R 06-02-2024 45 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 1 0.0%
Coral-US Co-Borrower LLC Term Loan B3 1st Lien F/R 01-19-2025 1 0.0%
CoreLogic Inc. 2 0.0%
Corning Inc. 6 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 1 0.0%
Corus Entertainment Inc. Class B non-voting 1 0.0%
CoStar Group Inc. 10 0.0%
Costco Wholesale Corp. 2 0.0%
Cott Beverages Inc. 5.375% 07-01-2022 Callable 2017 1 0.0%
Cott Corp. 2 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 1 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 2 0.0%
CPPIB Capital Inc. 1.40% 06-04-2020 33 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 2017 9 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 6 0.0%
Crescent Point Energy Corp. 2 0.0%
Crew Energy Inc. 1 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 72 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 127 0.1%
Crown Americas LLC 4.50% 01-15-2023 144A 2 0.0%
Crown Castle Towers LLC 3.663% 05-15-2025 Callable 2023 144A 1 0.0%
Crown Castle Towers LLC 4.883% 08-15-2020 1 0.0%
Crown Cork & Seal Co. Inc. 7.375% 12-15-2026 2 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 8 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 31 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 05-23-2021 43 0.0%
CSM NV Term Loan B F/R 07-03-2020 87 0.0%
CSP Technologies North America LLC Term Loan B 1st Lien F/R 01-29-2022 13 0.0%
CSRA Inc. Term Loan B 1st Lien F/R 11-30-2023 4 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 109 0.1%
CT Real Estate Investment Trust 1 0.0%
CT Real Estate Investment Trust 3.469% 06-16-2027 Series E Callable 29 0.0%
CTI Foods Holding Co. LLC Term Loan 1st Lien F/R 06-14-2020 1 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-14-2021 1 0.0%
CTR Partnership LP 5.25% 06-01-2025 Callable 2020 34 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 328 0.2%
CU Inc. 5.432% 01-23-2019 202 0.1%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 64 0.0%
CVS Health Corp. 3.875% 07-20-2025 Callable 2025 2 0.0%
CyberArk Software Ltd. 3 0.0%
D.R. Horton Inc. 5.75% 08-15-2023 Callable 2023 1 0.0%
Daimler Canada Finance Inc. 1.57% 05-25-2020 Series EMTN 189 0.1%
Daimler Canada Finance Inc. 2.23% 12-16-2021 Series EMTN 265 0.1%
Dakota Merger Sub Inc. 10.75% 09-01-2024 Callable 2019 144A 10 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 26 0.0%
Dana Holding Corp. 1 0.0%
Danaher Corp. 7 0.0%
Danone SA 8 0.0%
Danske Bank AS 2.75% 09-17-2020 144A 58 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 126 0.1%
Danske Bank AS F/R 05-22-2020 1 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 2 0.0%
Dave & Buster's Entertainment Inc. 1 0.0%
Dayco Products LLC Term Loan B 1st Lien F/R 05-04-2023 60 0.0%
DB Master Finance LLC 3.98% 02-20-2022 3 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 02-25-2022 9 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 19 0.0%
Dell International LLC Term Loan 1st Lien F/R 09-07-2023 12 0.0%
Dell Technologies Inc. 3 0.0%
Delta Air Lines Inc. 3 0.0%
Deluxe Corp. 1 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 8 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2023 867 0.6%
DexCom Inc. 15 0.0%
DFC Global Corp. 10.50% 06-15-2020 Callable 144A 7 0.0%
DHX Media Ltd. 5.875% 12-02-2021 Callable 2017 40 0.0%
DHX Media Ltd. Subscription Receipts 28 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-22-2023 89 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 11 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 46 0.0%
Digicel Group Ltd. 8.25% 09-30-2020 Callable 144A 13 0.0%
Discover Financial Services 5.20% 04-27-2022 Callable 1 0.0%
Dolby Laboratories Inc. Class A 1 0.0%
Dole Food Co. Inc. Term Loan B 1st Lien F/R 03-24-2024 4 0.0%
Dollarama Inc. 12 0.0%
Dollarama Inc. F/R 03-16-2020 8 0.0%
Dominion Diamond Corp. 1 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 2 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 2 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 Series 17-1A Class A2I 2 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 Series 17-1A Class A2II 1 0.0%
Dorel Industries Inc. Class B Sub. voting 1 0.0%
DoubleUGames Co. Ltd. 2 0.0%
Dream Office Real Estate Investment Trust 3 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 12-21-2022 40 0.0%
DTE Energy Co. Conv. Pfd. 1 0.0%
DuBois Chemicals Inc. Term Loan 1st Lien F/R 03-08-2024 5 0.0%
DuBois Chemicals Inc. Term Loan DD 1st Lien F/R 03-08-2024 1 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-05-2018 4 0.0%
Dynegy Inc. 6.75% 11-01-2019 5 0.0%
Dynegy Inc. 7.38% 11-01-2022 Callable 2018 67 0.0%
Dynegy Inc. 7.625% 11-01-2024 4 0.0%
E.ON SE 1 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 83 0.0%
Eagle Holding Co. II LLC 7.63% 05-15-2022 Callable 2018 144A 5 0.0%
Eaton Corp. PLC 4 0.0%
eBay Inc. 21 0.0%
Ebro Foods SA 1 0.0%
ECN Capital Corp. 5 0.0%
Eldorado Gold Corp. 2 0.0%
Eldorado Resorts Inc. 7.00% 08-01-2023 Callable 2018 22 0.0%
Eldorado Resorts Inc. Term Loan B 1st Lien F/R 03-16-2024 15 0.0%
Electrical Components International Inc. Term Loan B 1st Lien F/R 04-17-2021 32 0.0%
Electronic Arts Inc. 4.80% 03-01-2026 Callable 2025 1 0.0%
Eli Lilly and Co. 2.75% 06-01-2025 Callable 2025 1 0.0%
Ellie Mae Inc. 2 0.0%
Emera Inc. 4 0.0%
Emera Inc. 2.90% 06-16-2023 27 0.0%
Emera Inc. 4.83% 12-02-2019 116 0.1%
Emera Inc. F/R 06-15-2076 Callable 2026 2 0.0%
Empire Co. Ltd. Class A non-voting 5 0.0%
Enbridge Gas Distribution Inc. 4.04% 11-23-2020 Callable 105 0.1%
Enbridge Inc. 26 0.0%
Enbridge Inc. 3.19% 12-05-2022 39 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 81 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 215 0.1%
Enbridge Inc. 4.00% 10-01-2023 Callable 2023 2 0.0%
Enbridge Inc. 4.24% 08-27-2042 311 0.2%
Enbridge Inc. 4.57% 03-11-2044 825 0.5%
Enbridge Inc. 4.77% 09-02-2019 Callable 1 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 23 0.0%
Enbridge Income Fund Holdings Inc. 2 0.0%
Enbridge Income Fund Holdings Inc. 2.92% 12-14-2017 15 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 60 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 66 0.0%
Enbridge Pipelines Inc. 3.79% 08-17-2023 Callable 153 0.1%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable Series MTN 18 0.0%
Enbridge Pipelines Inc. 4.49% 11-12-2019 Callable 8 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 24 0.0%
EnCana Corp. 4 0.0%
Endesa SA 6 0.0%
Endo DAC 5.88% 10-15-2024 Callable 2020 144A 2 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 20 0.0%
Endo Finance LLC 6.00% 07-15-2023 Callable 2018 144A 2 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 2017 144A 13 0.0%
Endo International plc Term Loan B 1st Lien F/R 04-12-2024 7 0.0%
Endologix Inc. 2 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 122 0.1%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 122 0.1%
Energy Solutions LLC Term Loan B 1st Lien F/R 05-06-2020 14 0.0%
Energy Transfer Partners LP 4.75% 01-15-2026 Callable 2025 2 0.0%
Enerplus Corp. 1 0.0%
EnLink Midstream Partners LP 4.85% 07-15-2026 Callable 2026 1 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 80 0.0%
Enterprise Products Operating LLC 5.20% 09-01-2020 1 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.375% 05-01-2020 Callable 9 0.0%
Equity Residential 1 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 11 0.0%
Eurazeo SA 1 0.0%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 39 0.0%
Euronext NV 2 0.0%
European Bank for Reconstruction & Development 6.00% 05-04-2020 3 0.0%
European Investment Bank 1.50% 05-12-2022 1 0.0%
Evercore Partners Inc. Class A 1 0.0%
Everest Re Group Ltd. 6 0.0%
Evolent Health Inc. Class A 5 0.0%
Evonik Industries AG 2 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 51 0.0%
ExlService Holdings Inc. 10 0.0%
Expedia Inc. 5.00% 02-15-2026 2 0.0%
Export Development Canada 0.88% 12-07-2021 1 0.0%
Export Development Canada 2.40% 06-07-2021 1 0.0%
Export Development Canada 4.875% 01-24-2019 1 0.0%
Extendicare Inc. 1 0.0%
Exxon Mobil Corp. 22 0.0%
Exxon Mobil Corp. 2.709% 03-06-2025 Callable 2024 1 0.0%
Facebook Inc. 5 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 145 0.1%
Fairfax Financial Holdings Ltd. 4.70% 12-16-2026 Callable 2026 155 0.1%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 47 0.0%
Fairfax Financial Holdings Ltd. 7.38% 04-15-2018 106 0.1%
Fairfax Financial Holdings Ltd. 7.50% 08-19-2019 98 0.1%
Fairfax India Holdings Corp. 2 0.0%
Fairmount Santrol Holdings Inc. Term Loan B2 1st Lien F/R 09-05-2019 83 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 2 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 2 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 1 0.0%
Federal Realty Investment Trust 2.75% 06-01-2023 Callable 2023 38 0.0%
Fidelity National Financial Inc. 4.25% 08-15-2018 Conv. 1 0.0%
Fidelity National Information Services Inc. 1 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 2 0.0%
Fifth Third Bancorp 8.25% 03-01-2038 1 0.0%
Finning International Inc. 1 0.0%
First Capital Realty Inc. 4.43% 01-31-2022 130 0.1%
First Capital Realty Inc. 4.79% 08-30-2024 Series R 197 0.1%
First Data Corp. 5.00% 01-15-2024 Callable 2019 144A 2 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 1 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 20 0.0%
First Data Corp. 7.00% 12-01-2023 Callable 2018 144A 25 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-10-2022 2 0.0%
First Quantum Minerals Ltd. 2 0.0%
First Quantum Minerals Ltd. 7.00% 02-15-2021 Callable 2018 144A 30 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 20 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 16 0.0%
First Republic Bank 8 0.0%
First Tennessee Bank NA 1 0.0%
FirstRand Ltd. 1 0.0%
FirstService Corp. 2 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 1 0.0%
Ford Credit Canada Ltd. 2.58% 05-10-2021 15 0.0%
Ford Motor Co. 6.625% 10-01-2028 1 0.0%
Forest Laboratories Inc. 5.00% 12-15-2021 144A 1 0.0%
Fortified Trust 1.67% 07-23-2021 146 0.1%
Fortis Inc. 5 0.0%
Fortis Inc. 2.85% 12-12-2023 Callable 2023 136 0.1%
Fortis Inc. 3.06% 10-04-2026 144A 1 0.0%
FortisAlberta Inc. 3.34% 09-21-2046 Callable Series MTN 29 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 Series MTN 93 0.0%
FortisBC Energy Inc. 2.58% 04-08-2026 Callable Series MTN 49 0.0%
FR Dixie Acquisition Corp. Term Loan B 1st Lien F/R 01-23-2021 76 0.0%
Franco-Nevada Corp. 2 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 17-DNA1 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 1.5458% 12-25-2028 Callable 2026 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 1 0.0%
Freeport-McMoRan Inc. 6.75% 02-01-2022 Callable 3 0.0%
Freeport-McMoRan Inc. 6.875% 02-15-2023 11 0.0%
Freshii Inc. 1 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 6 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 9 0.0%
Frontier Communications Corp. 6.25% 09-15-2021 Callable 2021 87 0.0%
Frontier Communications Corp. 7.625% 04-15-2024 6 0.0%
Frontier Communications Corp. 8.75% 04-15-2022 24 0.0%
Frontier Communications Corp. Term Loan B 1st Lien F/R 06-01-2024 72 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 13 0.0%
Futures Contracts -166 -0.1%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 10-05-2022 12 0.0%
Galliford Try PLC 1 0.0%
Gaming and Leisure Properties Inc. 15 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 60 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-03-2024 47 0.0%
Gartner Inc. 5 0.0%
Gartner Inc. Term Loan B 1st Lien F/R 03-16-2024 1 0.0%
Gates Global LLC 6.00% 07-15-2022 Callable 2017 144A 20 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 175 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B1 1st Lien F/R 02-14-2023 125 0.1%
GATX Corp. 2 0.0%
Gavilan Resources LLC Term Loan 2nd Lien F/R 02-23-2024 30 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 51 0.0%
GCP Applied Technologies Inc. 9.50% 02-01-2023 Callable 2019 144A 23 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 185 0.1%
General Electric Capital Corp. 4.25% 01-17-2018 1 0.0%
General Electric Capital Corp. F/R 07-30-2019 3 0.0%
General Electric Co. 13 0.0%
General Electric Co. 5.00% 12-15-2049 Callable 2021 2 0.0%
General Electric Co. 8.35% 09-03-2022 2 0.0%
General Electric Co. F/R 01-16-2018 2 0.0%
General Motors Co. 1 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 1 0.0%
General Motors Financial Co. Inc. 4.38% 09-25-2021 1 0.0%
General Motors Financial of Canada Ltd. 2.60% 06-01-2022 111 0.1%
General Motors Financial of Canada Ltd. 3.08% 05-22-2020 77 0.0%
Genesis Trust II 1.675% 09-17-2018 204 0.1%
Genesis Trust II 1.699% 04-15-2020 120 0.1%
Genesis Trust II 2.43% 05-15-2019 348 0.3%
Genmab AS 1 0.0%
Genworth MI Canada Inc. 3 0.0%
Georg Fischer AG 1 0.0%
GFL Environmental Inc. 9.875% 02-01-2021 Callable 2018 144A 27 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 09-23-2023 13 0.0%
Gibson Energy Inc. 9 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 63 0.0%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 2017 32 0.0%
Gilead Sciences Inc. 15 0.0%
Gilead Sciences Inc. 1.85% 09-04-2018 1 0.0%
Givaudan SA 2 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 190 0.1%
Glacier Credit Card Trust 2.237% 09-20-2020 79 0.0%
Glencore PLC 2 0.0%
Global Eagle Entertainment Inc. Term Loan 1st Lien F/R 12-22-2022 73 0.0%
Globant SA 3 0.0%
GLP Capital LP 4.875% 11-01-2020 22 0.0%
Goldcorp Inc. 6 0.0%
Government of Australia 1.37% 02-21-2022 809 0.5%
Government of Australia 4.75% 04-21-2027 2,487 1.4%
Government of Australia Inflation Indexed Bonds 4.00% 08-20-2020 75 0.0%
Government of Canada 0.25% 05-01-2018 85 0.0%
Government of Canada 0.50% 02-01-2019 931 0.6%
Government of Canada 0.50% 08-01-2018 11 0.0%
Government of Canada 0.75% 03-01-2021 21 0.0%
Government of Canada 0.75% 05-01-2019 669 0.5%
Government of Canada 0.75% 08-01-2019 790 0.5%
Government of Canada 0.75% 09-01-2020 352 0.3%
Government of Canada 0.75% 09-01-2021 376 0.3%
Government of Canada 1.00% 06-01-2027 610 0.4%
Government of Canada 1.25% 03-01-2018 4 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 988 0.6%
Government of Canada 1.50% 03-01-2020 666 0.4%
Government of Canada 1.50% 06-01-2023 162 0.1%
Government of Canada 1.50% 06-01-2026 150 0.1%
Government of Canada 1.75% 03-01-2019 350 0.3%
Government of Canada 1.75% 09-01-2019 2 0.0%
Government of Canada 2.00% 12-01-2041 Real Return 327 0.2%
Government of Canada 2.25% 06-01-2025 153 0.1%
Government of Canada 2.50% 06-01-2024 54 0.0%
Government of Canada 2.75% 06-01-2022 146 0.1%
Government of Canada 2.75% 12-01-2048 40 0.0%
Government of Canada 3.00% 12-01-2036 Real Return 274 0.1%
Government of Canada 3.25% 06-01-2021 47 0.0%
Government of Canada 3.50% 06-01-2020 57 0.0%
Government of Canada 3.50% 12-01-2045 1,523 0.9%
Government of Canada 4.00% 12-01-2031 Real Return 995 0.6%
Government of Canada 4.25% 12-01-2021 Real Return 637 0.4%
Government of Canada 4.25% 12-01-2026 Real Return 169 0.1%
Government of France 0.26% 07-25-2024 931 0.6%
Government of Indonesia 7.00% 05-15-2022 2 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2 0.0%
Government of Indonesia 7.50% 08-15-2032 2 0.0%
Government of Indonesia 8.25% 07-15-2021 2 0.0%
Government of Indonesia 8.38% 09-15-2026 2 0.0%
Government of Ireland 1.00% 05-15-2026 6 0.0%
Government of Mexico 10.00% 12-05-2024 18 0.0%
Government of Mexico 4.60% 01-23-2046 1 0.0%
Government of Mexico 4.75% 06-14-2018 1 0.0%
Government of Mexico 6.50% 06-10-2021 3 0.0%
Government of Mexico 8.50% 12-13-2018 2 0.0%
Government of Netherlands 0.50% 07-15-2026 6 0.0%
Government of New Zealand 3.00% 04-15-2020 2 0.0%
Government of New Zealand 5.00% 03-15-2019 6 0.0%
Government of New Zealand 5.50% 04-15-2023 1 0.0%
Government of New Zealand 6.00% 05-15-2021 4 0.0%
Government of Norway 4.50% 05-22-2019 3 0.0%
Government of Philippines 3.50% 03-20-2021 2 0.0%
Government of Philippines 3.50% 04-21-2023 2 0.0%
Government of Philippines 4.125% 08-20-2024 1 0.0%
Government of Philippines 4.95% 01-15-2021 1 0.0%
Government of Philippines 6.25% 01-14-2036 2 0.0%
Government of Philippines 7.375% 03-03-2021 1 0.0%
Government of Philippines 8.00% 07-19-2031 1 0.0%
Government of Philippines 8.125% 12-16-2035 1 0.0%
Government of Portugal 5.125% 10-15-2024 307 0.2%
Government of Portugal 5.13% 10-15-2024 144A 1 0.0%
Government of Romania 2.875% 10-28-2024 4 0.0%
Government of Romania 3.625% 04-24-2024 2 0.0%
Government of Singapore 2.50% 06-01-2019 4 0.0%
Government of Singapore 3.25% 09-01-2020 7 0.0%
Government of Spain 1.50% 04-30-2027 3 0.0%
Government of Sweden 5.00% 12-01-2020 1 0.0%
Government of Turkey 10.60% 02-11-2026 4 0.0%
Government of Turkey 11.00% 02-24-2027 5 0.0%
Government of Turkey 9.40% 07-08-2020 4 0.0%
Gran Tierra Energy Inc. 1 0.0%
Granite Real Estate Investment Trust 3 0.0%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 58 0.0%
Granite REIT Holdings LP 3.87% 11-30-2023 Callable 2023 203 0.1%
Great Canadian Gaming Corp. 1 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 2017 144A 104 0.1%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 Callable 2020 144A 18 0.0%
Great-West Lifeco Inc.* 1 0.0%
Greater Toronto Airports Authority 1.51% 02-16-2021 58 0.0%
Greater Toronto Airports Authority 5.26% 04-17-2018 Callable 109 0.1%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 117 0.1%
Greater Toronto Airports Authority 6.45% 12-03-2027 Callable 97 0.1%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 49 0.0%
Greater Toronto Airports Authority 7.10% 06-04-2031 Callable 85 0.0%
Greenlight Merger Corp. Term Loan B 1st Lien F/R 05-24-2024 9 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 2 0.0%
Group 1 Automotive Inc. 6 0.0%
Grupo Catalana Occidente SA 1 0.0%
GST AutoLeather Inc. Term Loan B 1st Lien F/R 07-11-2020 9 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 17 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 117 0.1%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 130 0.1%
H.J. Heinz Co. 4.875% 02-15-2025 144A 2 0.0%
Halcon Resources Corp. 3 0.0%
Hannover Rueckversicherung SE Reg. 5 0.0%
Hanwa Co. Ltd. 1 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 1 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 1 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 2017 144A 29 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 16 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 1 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 1 0.0%
HCA Inc. 5.00% 03-15-2024 2 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 1 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 24 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 27 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 1 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 90 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 119 0.1%
Heathrow Funding Ltd. 3.00% 06-17-2023 477 0.4%
Heathrow Funding Ltd. 3.25% 05-21-2025 536 0.4%
Heathrow Funding Ltd. 4.00% 07-03-2019 4 0.0%
Heineken Holding NV A 9 0.0%
Henkel AG & Co. KGaA 1 0.0%
Hennessy Capital Acquisition Corp. II Term Loan 1st Lien F/R 02-03-2024 67 0.0%
Hennessy Capital Acquisition Corp. II Term Loan Delayed Draw 1st Lien F/R 02-03-2024 14 0.0%
Highland Acquisition Holdings LLC Term Loan B 1st Lien F/R 11-23-2023 57 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 1 0.0%
HJ Heinz Co. 3.95% 07-15-2025 2 0.0%
HMS Holdings Corp. 8 0.0%
Hockey Merger Sub 2 Inc. 7.875% 10-01-2021 Callable 144A 8 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 626 0.4%
Hollis Receivables Term Trust II 2.434% 06-26-2019 280 0.1%
Honam Petrochemical Corp. 1 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 1 0.0%
Honda Canada Finance Inc. 1.631% 08-12-2019 155 0.1%
Honda Canada Finance Inc. 1.928% 12-03-2018 185 0.1%
Honda Canada Finance Inc. 2.155% 02-18-2021 72 0.0%
Honda Canada Finance Inc. 2.27% 07-15-2022 182 0.1%
Honda Canada Finance Inc. F/R 02-19-2019 6 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 4 0.0%
Hopewell Holdings Ltd. 1 0.0%
Hospital Infrastructure Partners (NOH) Partnership 5.439% 01-31-2045 114 0.1%
Host Hotels & Resorts LP 4.75% 03-01-2023 Callable 2022 1 0.0%
Host Hotels & Resorts LP 5.25% 03-15-2022 Callable 2021 1 0.0%
House Foods Corp. 1 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 23 0.0%
Hoya Midco LLC. Term Loan B 1st Lien F/R 06-27-2024 1 0.0%
HSBC Bank Canada 2.078% 11-26-2018 192 0.1%
HSBC Bank Canada 2.449% 01-29-2021 73 0.0%
HSBC Bank of Canada 2.17% 06-29-2022 DPNT 237 0.1%
HSBC Holdings PLC 2 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 178 0.1%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 1 0.0%
Hub Holdings LLC 8.125% 07-15-2019 Callable 144A 5 0.0%
HudBay Minerals Inc. 1 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 7 0.0%
Humana Inc. 3.85% 10-01-2024 Callable 2024 1 0.0%
Huntington Bancshares Inc. 8.50% Non-cum. Conv. Pfd. Series A 2 0.0%
Huntington Ingalls Industries Inc. 5.00% 12-15-2021 Callable 2017 144A 1 0.0%
Husky Energy Inc. 1 0.0%
Husky Energy Inc. 3.55% 03-12-2025 Callable 2024 53 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 34 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 4 0.0%
Husky Energy Inc. 7.25% 12-15-2019 15 0.0%
Hydro One Inc. 4 0.0%
Hydro One Inc. 1.84% 02-24-2021 317 0.2%
Hydro One Inc. 3.20% 01-13-2022 65 0.0%
Hydro One Inc. 3.72% 11-18-2047 167 0.1%
Hydro One Inc. 3.91% 02-23-2046 Callable 2045 135 0.1%
Hydro One Inc. 4.17% 06-06-2044 Callable 41 0.0%
Hydro One Inc. 4.59% 10-09-2043 Callable 2043 86 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 96 0.1%
Hyperion Insurance Group Ltd. Term Loan B 1st Lien F/R 04-29-2022 10 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-22-2023 68 0.0%
IAMGOLD Corp. 2 0.0%
Iberdrola SA 2 0.0%
IBERIABANK Corp. 2 0.0%
ICA Gruppen AB 1 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 2017 5 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 16 0.0%
Imperial Brands PLC 10 0.0%
Imperial Oil Ltd. 1 0.0%
INC Research Holdings Inc. Class A 12 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 Series FR73 1 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 1 0.0%
Industrial Alliance Insurance and Financial Services Inc. 10 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 143 0.1%
Industrial and Commercial Bank of China Ltd. H 2 0.0%
Infineon Technologies AG 2 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 20 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 2017 144A 16 0.0%
ING Groep NV 1 0.0%
Innocor Inc. Term Loan 1st Lien F/R 02-02-2024 63 0.0%
Innocor Inc. Term Loan 2nd Lien F/R 02-02-2025 7 0.0%
InPower BC General Partnership 4.471% 03-31-2033 88 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 114 0.1%
Intact Financial Corp. 7 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 11-02-2022 30 0.0%
Intel Corp. 3 0.0%
Intel Corp. 3.25% 08-01-2039 Conv. 144A 1 0.0%
Intel Corp. 4.00% 12-01-2022 1 0.0%
Intelsat Connect Finance SA 12.50% 04-01-2022 1 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 22 0.0%
Inter Pipeline Corridor Inc. 4.897% 02-03-2020 8 0.0%
Inter Pipeline Ltd. 4 0.0%
Inter Pipeline Ltd. 2.61% 09-13-2023 Callable Series MTN 33 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 227 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 Series MTN 180 0.1%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 144 0.1%
Inter Pipeline Ltd. 3.776% 05-30-2022 104 0.1%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 71 0.0%
Inter-American Development Bank 3.50% 05-15-2021 1 0.0%
Inter-American Development Bank 3.75% 10-09-2018 1 0.0%
Inter-American Development Bank 6.50% 08-20-2019 1 0.0%
Interfor Corp. 1 0.0%
Interior Logic Group Inc. Term Loan B 1st Lien F/R 02-27-2024 56 0.0%
International Bank for Reconstruction and Development 2.50% 03-12-2020 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 1 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 1 0.0%
International Business Machines Corp. 2.625% 08-05-2022 1 0.0%
International Business Machines Corp. 2.75% 12-21-2020 1 0.0%
International Equipment Solutions LLC Term Loan B 1st Lien F/R 07-25-2019 16 0.0%
International Finance Corp. 3.25% 07-22-2019 1 0.0%
International Finance Corp. 3.625% 05-20-2020 97 0.1%
International Finance Corp. 3.875% 02-26-2018 1 0.0%
International Finance Corp. 6.30% 11-25-2024 10 0.0%
International Seaways Inc. 1 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 29 0.0%
Intertape Polymer Group Inc. 1 0.0%
Intuitive Surgical Inc. 1 0.0%
Invenergy Thermal Operating I LLC Term Loan B 1st Lien F/R 10-09-2022 12 0.0%
Invesco Ltd. 8 0.0%
Ipsen SA 1 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 23 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 279 0.1%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 39 0.0%
Iron Mountain Canada Operations ULC 6.125% 08-15-2021 Callable 2017 55 0.0%
iShares Canadian Corporate Bond Index ETF 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 09-15-2017 4 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 10,219 5.5%
iShares MSCI Taiwan Index Fund ETF 3 0.0%
J.B. Hunt Transport Services Inc. 1 0.0%
J.M. Smucker Co. 1 0.0%
Jack Henry & Associates, Inc. 1 0.0%
Jamieson Wellness Inc. 2 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 36 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 2017 11 0.0%
Jo-Ann Stores Holdings Inc. 9.75% 10-15-2019 Callable 144A 17 0.0%
John Deere Canada Funding Inc. 1.85% 03-24-2021 64 0.0%
John Laing Group PLC 1 0.0%
Johnson & Johnson 3 0.0%
Johnson Matthey PLC 2 0.0%
Joseph T. Ryerson & Son Inc. 11.00% 05-15-2022 Callable 2019 144A 14 0.0%
JPMorgan Chase & Co. 38 0.0%
JPMorgan Chase & Co. 2.25% 01-23-2020 Callable 2019 102 0.1%
JPMorgan Chase & Co. 2.55% 03-01-2021 Callable 2021 46 0.0%
JPMorgan Chase & Co. 2.75% 06-23-2020 Callable 2020 37 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 215 0.1%
JPMorgan Chase & Co. 4.25% 11-02-2018 1 0.0%
Just Energy Group Inc. 2 0.0%
Kar Auction Services Inc. 5.13% 06-01-2025 Callable 2020 144A 1 0.0%
Keane Group Inc. 12 0.0%
KEMET Corp. Term Loan B 1st Lien F/R 04-21-2024 38 0.0%
Kennedy-Wilson Holdings Inc. 5 0.0%
Kennedy-Wilson Holdings Inc. 5.875% 04-01-2024 Callable 2019 2 0.0%
Keyera Corp. 2 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-10-2024 23 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 8 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 16 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 16 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 06-16-2023 1 0.0%
KFW 3.375% 02-15-2021 1 0.0%
KFW 3.75% 05-29-2020 1 0.0%
Killam Apartment Real Estate Investment Trust 2 0.0%
Kimberly-Clark Corp. 2.75% 02-15-2026 1 0.0%
Kinaxis Inc. 2 0.0%
Kinder Morgan Inc. 15 0.0%
Kinder Morgan Inc. Conv. 1 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 2 0.0%
Kingboard Chemical Holdings Ltd. 1 0.0%
Kinross Gold Corp. 2 0.0%
Kirkland Lake Gold Ltd. 1 0.0%
KLA-Tencor Corp. 4.65% 11-01-2024 Callable 2024 1 0.0%
Kommunalbanken AS F/R 05-26-2021 2 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 1 0.0%
Kone OYJ B 1 0.0%
Koninklijke Philips NV 1 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 139 0.1%
Kraft Canada Inc. F/R 07-06-2020 384 0.3%
Kraton Corp. 2 0.0%
Kreditanstalt Fuer Wiederaufbau 6.00% 08-20-2020 1 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 238 0.1%
Kuehne + Nagel International AG 2 0.0%
L E Lundbergforetagen AB Class B 3 0.0%
L-3 Communications Corp. 3.85% 12-15-2026 Callable 2026 1 0.0%
L3 Technologies Inc. 8 0.0%
Labrador Iron Ore Royalty Corp. 2 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 1 0.0%
Lamar Media Corp. 5.375% 01-15-2024 Callable 2019 11 0.0%
Lamar Media Corp. 5.875% 02-01-2022 Callable 2017 1 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 4 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 16 0.0%
Lanai Holdings III Inc. Term Loan B 1st Lien F/R 08-14-2022 4 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 1 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 22 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 32 0.0%
Laurentian Bank of Canada 3 0.0%
Laurentian Bank of Canada 1.35% 03-01-2022 97508706 70 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-08-2022 32 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 69 0.0%
Lennar Corp. 4.75% 11-15-2022 Callable 2022 10 0.0%
Lennar Corp. Class A 15 0.0%
Lenzing AG 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 13 0.0%
Liberty Expedia Holdings Inc. 2 0.0%
Liberty Interactive LLC 1.75% 09-30-2046 Callable 2023 Conv. 144A 1 0.0%
Liberty Ventures 1 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 1 0.0%
Linamar Corp. 3 0.0%
Lionbridge Technologies Inc. Term Loan 1st Lien F/R 02-06-2024 30 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-18-2020 6 0.0%
Livingston International Inc. Term Loan B2 1st Lien F/R 04-18-2019 73 0.0%
Loblaw Companies Ltd. 10 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 568 0.4%
Loblaw Companies Ltd. 6.15% 01-29-2035 Callable 166 0.1%
Lockheed Martin Corp. 2.90% 03-01-2025 Callable 2024 2 0.0%
Lockheed Martin Corp. 3.55% 01-15-2026 Callable 2025 1 0.0%
Lowe's Companies Inc. 2.50% 04-15-2026 Callable 2026 1 0.0%
Lowe's Companies Inc. 3.375% 09-15-2025 Callable 2025 1 0.0%
Lower Mattagami Energy LP 2.228% 10-23-2017 73 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 38 0.0%
Lower Mattagami Energy LP 3.416% 06-20-2024 35 0.0%
Lower Mattagami Energy LP 4.331% 05-18-2021 220 0.1%
Lower Mattagami Energy LP 4.944% 09-21-2043 69 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 15 0.0%
Lundin Mining Corp. 3 0.0%
Lundin Mining Corp. 7.875% 11-01-2022 Callable 2018 144A 54 0.0%
Lynx II Corp. 6.375% 04-15-2023 Callable 2018 144A 5 0.0%
LyondellBasell Industries NV Class A 2 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 1 0.0%
M&T Bank Corp. Pfd. Series A 1 0.0%
M/A-COM Technology Solutions Holdings Inc. 5 0.0%
MacDonald, Dettwiler & Associates Ltd. 1 0.0%
Mackenzie Global High Yield Fixed Income ETF 24 0.0%
Mackenzie Unconstrained Fixed Income Fund Series R 2 0.0%
Magellan Midstream Partners L.P. 5.00% 03-01-2026 Callable 2025 1 0.0%
Magna International Inc. 5 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 342 0.3%
Magna International Inc. Class A 1 0.0%
Manitowoc Foodservice Inc. 9.50% 02-15-2024 Callable 2019 15 0.0%
Manpower Inc. 2 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 130 0.1%
Manulife Bank of Canada 2.08% 05-26-2022 219 0.1%
Manulife Financial Capital Trust 7.405% 12-31-2019 (F/R @ 12-15-2019) Callable 2019 324 0.2%
Manulife Financial Corp. 19 0.0%
Maple Leaf Foods Inc. 6 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 4 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 7 0.0%
Markel Corp. 9 0.0%
Martinrea International Inc. 1 0.0%
Masimo Corp. 2 0.0%
Masonite International Corp. 5.63% 03-15-2023 Callable 2018 Series 144 25 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 3 0.0%
Match Group Inc. 6.375% 06-01-2024 Callable 2019 1 0.0%
Mattamy Group Corp. 6.50% 11-15-2020 Callable 144A 90 0.0%
Mattamy Group Corp. 6.88% 11-15-2020 Callable 144A 41 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 4 0.0%
MAXIMUS Inc. 10 0.0%
MCAP Service Corp. 1.08% 05-01-2022 105 0.1%
MCAP Service Corp. 1.13% 10-01-2021 207 0.1%
MCAP Service Corp. 1.24% 09-01-2021 179 0.1%
MCAP Service Corp. 1.386% 04-01-2021 164 0.1%
McDonald's Corp. 11 0.0%
McKesson Corp. 1 0.0%
Mebuki Financial Group Inc. 1 0.0%
Medibank Private Ltd. 1 0.0%
Medtronic Inc. 3.15% 03-15-2022 46 0.0%
Medtronic Inc. 3.50% 03-15-2025 102 0.1%
Medtronic PLC 15 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 2017 144A 92 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 17 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 24 0.0%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 32 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 62 0.0%
Melrose Industries PLC 2 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 144A 4 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 2017 59 0.0%
Merck & Co. Inc. 11 0.0%
Merck & Co. Inc. 1.30% 05-18-2018 1 0.0%
Merck & Co. Inc. 2.75% 02-10-2025 3 0.0%
Merck & Co. Inc. F/R 05-18-2018 1 0.0%
Mercury General Corp. 4.40% 03-15-2027 Callable 2026 1 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 65 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 266 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 2 0.0%
Merrill Lynch Canada Inc. 1.30% 08-01-2021 141 0.1%
Merrill Lynch Canada Inc. 1.37% 11-01-2021 739 0.5%
Merrill Lynch Canada Inc. 1.62% 03-01-2022 403 0.3%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 1 0.0%
Methanex Corp. 4 0.0%
Metro Inc. 12 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 371 0.3%
Metropolitan Life Global Funding I 2.682% 04-16-2019 81 0.0%
Metropolitan Life Global Funding I 3.027% 06-11-2020 446 0.3%
Metropolitan Life Global Funding I 3.11% 04-16-2021 122 0.1%
Mexican Bonos 5.00% 12-11-2019 522 0.4%
Mexican Bonos 7.75% 05-29-2031 2 0.0%
Mexican Bonos 7.75% 11-13-2042 Series M 11 0.0%
Mexican Bonos 8.00% 06-11-2020 1 0.0%
Mexican Bonos 8.00% 12-07-2023 3 0.0%
Mexican Udibonos Inflation Indexed Bonds 4.50% 12-04-2025 7 0.0%
Mexican Udibonos Inflation Linked Bonds 4.00% 11-15-2040 3 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 3 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 2 0.0%
MGM Growth Properties LLC A 2 0.0%
Micro Focus International PLC 1 0.0%
Micron Technology Inc. 5.875% 02-15-2022 Callable 2017 14 0.0%
Micron Technology Inc. 7.50% 09-15-2023 Callable 2019 144A REGS 1 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 5 0.0%
Microsoft Corp. 22 0.0%
Microsoft Corp. 1.85% 02-12-2020 Callable 2020 1 0.0%
Microsoft Corp. 3.125% 11-03-2025 Callable 2025 1 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 124 0.1%
Mirant Americas Generation LLC 9.125% 05-01-2031 14 0.0%
Mitel Networks Corp. 4 0.0%
Mitsubishi Gas Chemical Co. Inc. 1 0.0%
MND Holdings III Corp. Term Loan 1st Lien F/R 06-19-2024 1 0.0%
Molina Healthcare Inc. 4.875% 06-15-2025 Callable 2020 144A 3 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 9 0.0%
Molson Coors International LP 2.25% 09-18-2018 73 0.0%
Molson Coors International LP 2.84% 07-15-2023 Callable 2023 115 0.1%
Molson Coors International LP 3.44% 07-15-2026 Callable Series MPLE 2 0.0%
Mondi Ltd. 1 0.0%
Morgan Stanley 26 0.0%
Morgan Stanley 3.00% 02-07-2024 Series MPLE 333 0.2%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 1 0.0%
Morgan Stanley F/R 01-11-2018 117 0.1%
Morneau Shepell Inc. 1 0.0%
MPLX LP 4.13% 03-01-2027 Callable 1 0.0%
Mullen Group Ltd. 1 0.0%
Municipal Finance Authority of British Columbia 4.80% 12-01-2017 22 0.0%
Murray Energy Corp. 11.25% 04-15-2021 Callable 2018 144A 8 0.0%
MWI Holdings Inc./Illinois Term Loan 1st Lien F/R 06-23-2020 9 0.0%
NAB Holdings LLC. Term Loan B 1st Lien F/R 06-14-2024 29 0.0%
National Australia Bank Ltd. 1.875% 07-23-2018 1 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 1 0.0%
National Bank of Canada 7 0.0%
National Bank of Canada 1.96% 06-30-2022 168 0.1%
National Bank of Canada 2.105% 03-18-2022 210 0.1%
National Bank of Canada F/R 06-14-2018 DPNT 52 0.0%
National Grid Electricity Transmission PLC 2.90% 11-26-2019 67 0.0%
National Oilwell Varco Inc. 9 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 1 0.0%
Nationstar Mortgage LLC/Nationstar Capital Corp. 6.50% 07-01-2021 Callable 2017 9 0.0%
NAV CANADA 3.534% 02-23-2046 Callable 2045 128 0.1%
NAV CANADA 7.40% 06-01-2027 429 0.3%
NAV CANADA 7.56% 03-01-2027 Callable 2017 137 0.1%
NAVEX Global Inc. Term Loan B 1st Lien F/R 11-19-2021 41 0.0%
Navistar International Corp. 8.25% 11-01-2021 Callable 12 0.0%
NBC Asset Trust 7.447% Perpetual (F/R @ 06-30-2020) Callable 2020 251 0.1%
NCR Corp. 2 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 11 0.0%
Neste Oil OYJ 1 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 1 0.0%
Nestlé SA Reg. 2 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-08-2024 16 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 174 0.1%
New Century Home Equity Loan Trust 0.8445% 03-25-2035 1 0.0%
New Flyer Industries Inc. 5 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 2017 144A 26 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 10 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 35 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 Series 22 2 0.0%
New South Wales Treasury Corp. 6.00% 05-01-2020 2 0.0%
New Zealand Local Government Funding Agency 6.00% 12-15-2017 2 0.0%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 1 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 19 0.0%
Newfield Exploration Co. 5.75% 01-30-2022 16 0.0%
Nexstar Broadcasting Group Inc. Term loan B 1st lien F/R 09-22-2023 5 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 1 0.0%
NextEra Energy Inc. 6.371% Conv. Pfd. 2 0.0%
NextEra Energy Inc. Conv. Pfd. 2 0.0%
Nielsen Holdings PLC 12 0.0%
Nine Point Energy Holdings Inc. Common share 3 0.0%
Nine Point Energy Holdings Inc. Preferred Share 5 0.0%
Nippo Corp. 1 0.0%
NiSource Finance Corp. 5.65% 02-01-2045 2 0.0%
Nissan Canada Financial Services Inc. 1.58% 10-07-2019 93 0.0%
Nissan Canada Financial Services Inc. 1.75% 04-09-2020 122 0.1%
Norbord Inc. 2 0.0%
Norbord Inc. 5.38% 12-01-2020 144A 59 0.0%
Norbord Inc. 6.25% 04-15-2023 144A 17 0.0%
Nordic Investment Bank 1.375% 07-15-2020 1 0.0%
Nordic Investment Bank 4.13% 03-19-2020 1 0.0%
Nordic Investment Bank 5.00% 04-19-2022 1 0.0%
North Battleford Power LP 4.958% 12-31-2032 176 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 72 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 138 0.1%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 83 0.0%
North West Redwater Partnership/NWR Financing Company Ltd. 4.15% 06-01-2033 Series H 44 0.0%
Northern Blizzard Resources Inc. 7.25% 02-01-2022 Callable 2017 144A 14 0.0%
Northgroup Preferred Capital Corp. F/R 10-15-2017 Callable 102 0.1%
Northland Power Inc. 5 0.0%
Northview Apartment Real Estate Investment Trust 1 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 1 0.0%
Norwegian Government 3.75% 05-25-2021 2 0.0%
Nota do Tesouro Nacional 10.00% 01-01-2018 3 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 8 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 15 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 31 0.0%
Novartis AG ADR 17 0.0%
Novartis AG Reg. 2 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 7 0.0%
Novitex Acquisition LLC Term Loan 1st Lien F/R 07-01-2020 10 0.0%
Novitex Acquisition LLC Term Loan 2nd Lien F/R 07-01-2021 22 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 1 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 20 0.0%
NTPC Ltd. 4.38% 11-26-2024 1 0.0%
Nu Skin Enterprises Inc. Class A 1 0.0%
Numericable-SFR 6.00% 05-15-2022 Callable 2017 144A 126 0.1%
Numericable-SFR 6.25% 05-15-2024 Callable 2019 144A 1 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 7 0.0%
NVR Inc. 10 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 2017 144A 19 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 2 0.0%
Nykredit Realkredit AS 1.00% 01-01-2021 537 0.4%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 2017 11 0.0%
Oasis Petroleum Inc. 6.875% 03-15-2022 6 0.0%
Odebrecht Finance Ltd. 5.25% 06-27-2029 86 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 2017-OT Class-A 1 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 49 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 21 0.0%
Omega US Sub LLC 8.75% 07-15-2023 Callable 2018 144A 7 0.0%
OMERS Realty Corp. 2.971% 04-05-2021 238 0.1%
OMERS Realty Corp. 3.328% 11-12-2024 242 0.1%
Omnicom Group Inc. 3.60% 04-15-2026 Callable 2026 1 0.0%
Onex Corp. Sub. voting 2 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 239 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 34 0.0%
Ontario Hydro 0% 05-26-2025 84 0.0%
OPB Finance Trust 2.95% 02-02-2026 Series E 223 0.1%
OPB Finance Trust 2.98% 01-25-2027 Series F 119 0.1%
Open Text Corp. 7 0.0%
Oracle Corp. 14 0.0%
Oracle Corp. 1.20% 10-15-2017 2 0.0%
Orchestra Borrower LLC Term Loan B 1st Lien F/R 12-02-2021 10 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 297 0.2%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 2017 144A 21 0.0%
Ortho-Clinical Diagnostics Inc. Term Loan B 1st Lien F/R 06-30-2021 7 0.0%
Oshkosh Corp. 5.375% 03-01-2022 Callable 2017 4 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 15 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 4 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.875% 03-15-2025 1 0.0%
Oversea-Chinese Banking Corp. Ltd. 4.00% 10-15-2024 Callable 2019 144A 1 0.0%
Owens & Minor Inc. 3 0.0%
Owens Corning Inc. 2 0.0%
Oxbow Carbon & Minerals LLC Term Loan B 2nd Lien F/R 01-19-2020 11 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 01-19-2020 6 0.0%
Paddy Power Betfair PLC 1 0.0%
Painted Pony Energy Ltd. 1 0.0%
Pan American Silver Corp. 6 0.0%
Paradigm Acquisition Corp. Term Loan 1st Lien F/R 06-02-2022 25 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 61 0.0%
Parex Resources Inc. 3 0.0%
Parfums de Coeur Ltd. Term Loan 1st Lien F/R 06-30-2022 2 0.0%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 2022 144A 7 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 16 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 76 0.0%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 2017 12 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 1 0.0%
Partners Group Holding AG 2 0.0%
Pason Systems Inc. 6 0.0%
Patterson Companies Inc. 9 0.0%
PBF Holding Co. 7.00% 11-15-2023 52 0.0%
Pembina Pipeline Corp. 2 0.0%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 158 0.1%
Pembina Pipeline Corp. 3.71% 08-11-2026 Callable 2026 158 0.1%
Pembina Pipeline Corp. 3.77% 10-24-2022 69 0.0%
Pembina Pipeline Corp. 4.24% 06-15-2027 Callable 2027 403 0.3%
Pembina Pipeline Corp. 4.74% 01-21-2047 Callable 2046 MTN 16 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 61 0.0%
Penn West Petroleum Ltd. 1 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 15 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 6 0.0%
Penske Automotive Group Inc. 5.75% 10-01-2022 Callable 2017 18 0.0%
People's United Financial Inc. Pfd. Series A 2 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 437 0.3%
PepsiCo Inc. 2.75% 03-01-2023 4 0.0%
Persimmon PLC 5 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 1 0.0%
Petco Animal Supplies Inc. Term Loan B1 1st Lien F/R 01-26-2023 6 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 37 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 1 0.0%
Petroleos Mexicanos 4.63% 09-21-2023 35 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 1 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1 0.0%
PetSmart Inc. 5.88% 06-01-2025 Callable 2020 144A 45 0.0%
PetSmart Inc. 7.13% 03-15-2023 Callable 2018 144A 33 0.0%
PetSmart Inc. 8.88% 06-01-2025 Callable 2020 144A 8 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 5 0.0%
Pfizer Inc. 1 0.0%
Philip Morris International Inc. 13 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1 0.0%
Pike Corp. Term Loan B 1st Lien F/R 03-02-2024 7 0.0%
Pioneer Natural Resources Co. 4.45% 01-15-2026 2 0.0%
PKC Holding Corp. Term Loan 1st Lien F/R 04-05-2024 14 0.0%
Planet Fitness Inc. 3 0.0%
Plenary Health Care Partnerships Humber LP 4.895% 05-31-2039 Callable 73 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 17 0.0%
Polo Ralph Lauren Corp. Class A 6 0.0%
Polycom Inc. Term Loan 1st Lien F/R 09-27-2023 39 0.0%
Popular Inc. 3 0.0%
Porsche Automobil Holding SE Pfd. 6 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 2 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 1 0.0%
Potash Corp. of Saskatchewan Inc. 10 0.0%
Power Corp. of Canada Sub. Voting* 1 0.0%
Power Products LLC Term Loan 1st Lien F/R 01-31-2023 50 0.0%
PrairieSky Royalty Ltd. 4 0.0%
Precision Drilling Corp. 1 0.0%
Precision Drilling Corp. 5.25% 11-15-2024 Callable 2019 24 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 29 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 144A 23 0.0%
Premier Foods Finance PLC 6.50% 03-15-2021 Callable 2017 19 0.0%
Premium Brands Holdings Corp. 2 0.0%
Prestige Brands Inc. 5.375% 12-15-2021 Callable 144A 10 0.0%
Primeline Utility Services LLC Term Loan B 1st Lien F/R 11-12-2022 74 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 06-20-2023 12 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 06-18-2021 14 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 06-30-2022 41 0.0%
Province of Alberta 1.00% 11-15-2021 1 0.0%
Province of Alberta 3.10% 06-01-2024 205 0.1%
Province of Alberta 3.30% 12-01-2046 791 0.5%
Province of British Columbia 2.70% 12-18-2022 440 0.3%
Province of British Columbia 3.25% 12-18-2021 300 0.2%
Province of British Columbia 3.30% 12-18-2023 236 0.1%
Province of British Columbia 3.70% 12-18-2020 541 0.4%
Province of British Columbia 6.35% 06-18-2031 202 0.1%
Province of British Columbia 6.60% 01-09-2020 1 0.0%
Province of Manitoba 2.45% 06-02-2025 206 0.1%
Province of Manitoba 2.55% 06-02-2023 255 0.1%
Province of Manitoba 2.85% 09-05-2046 463 0.3%
Province of Manitoba 3.30% 06-02-2024 132 0.1%
Province Of Manitoba 3.40% 09-05-2048 527 0.4%
Province of Manitoba 6.30% 03-05-2031 116 0.1%
Province of New Brunswick 3.35% 12-03-2021 21 0.0%
Province of New Brunswick 3.65% 06-03-2024 284 0.1%
Province of New Brunswick 4.50% 06-02-2020 178 0.1%
Province of New Brunswick 4.55% 03-26-2037 41 0.0%
Province of Nova Scotia 6.60% 12-01-2031 152 0.1%
Province of Ontario 0% 06-02-2024 526 0.4%
Province of Ontario 0% 06-02-2026 97 0.1%
Province of Ontario 0% 07-13-2022 108 0.1%
Province of Ontario 0% 12-02-2023 200 0.1%
Province of Ontario 1.90% 09-08-2017 3 0.0%
Province of Ontario 2.40% 06-02-2026 292 0.2%
Province of Ontario 2.60% 06-02-2025 252 0.1%
Province of Ontario 2.60% 06-02-2027 1,782 1.0%
Province of Ontario 2.80% 06-02-2048 1,976 1.1%
Province of Ontario 2.85% 06-02-2023 118 0.1%
Province of Ontario 2.90% 12-02-2046 1,657 1.0%
Province of Ontario 3.15% 06-02-2022 834 0.5%
Province of Ontario 4.00% 06-02-2021 221 0.1%
Province of Ontario 4.20% 06-02-2020 625 0.4%
Province of Ontario 6.20% 06-02-2031 27 0.0%
Province of Ontario 6.50% 03-08-2029 92 0.0%
Province of Ontario F/R 06-27-2022 1,845 1.1%
Province of Ontario F/R 08-28-2018 5 0.0%
Province of Quebec 0% 04-01-2026 109 0.1%
Province of Quebec 2.50% 09-01-2026 56 0.0%
Province of Quebec 2.75% 09-01-2025 553 0.4%
Province Of Quebec 2.75% 09-01-2027 1,340 0.8%
Province of Quebec 3.00% 09-01-2023 819 0.5%
Province of Quebec 3.50% 12-01-2022 132 0.1%
Province of Quebec 3.50% 12-01-2045 1,879 1.1%
Province of Quebec 3.50% 12-01-2048 587 0.4%
Province of Quebec 3.75% 09-01-2024 109 0.1%
Province of Quebec 4.25% 12-01-2031 Real Return 31 0.0%
Province of Quebec 4.50% 12-01-2017 1 0.0%
Province of Quebec 4.50% 12-01-2020 207 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 11 0.0%
Province of Quebec 9.375% 01-16-2023 47 0.0%
Province of Quebec F/R 12-19-2018 5 0.0%
Prudential Financial Inc. 1 0.0%
PSP Capital Inc. 2.09% 11-22-2023 Series 9 53 0.0%
PSPIB-RE Summit Inc. 3.266 06-12-20 129 0.1%
Publicis Groupe SA 1 0.0%
PulteGroup Inc. 7.875% 06-15-2032 21 0.0%
Pure Industrial Real Estate Trust 2 0.0%
PVH Corp. 4.50% 12-15-2022 Callable 2017 2 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-18-2021 59 0.0%
QCP SNF West 8.13% 11-01-2023 Callable 2019 144A 70 0.0%
QEP Resources Inc. 1 0.0%
QinetiQ Group PLC 1 0.0%
Quad Graphics Inc. 1 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 45 0.0%
Qualcomm Inc. 14 0.0%
Qualicorp SA 1 0.0%
Quebecor Inc. Class B Sub. voting 6 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 93 0.0%
Queensland Treasury Corp. 4.00% 06-21-2019 2 0.0%
Queensland Treasury Corp. 5.50% 06-21-2021 4 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 1 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 3 0.0%
Queensland Treasury Corp. 7.125% 09-18-2017 1 0.0%
QVC Inc. 4.45% 02-15-2025 1 0.0%
QVC Inc. 5.95% 03-15-2043 1 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 107 0.1%
Radio One Inc. Term Loan B 1st Lien F/R 04-05-2023 1 0.0%
Raging River Exploration Inc. 3 0.0%
RBC Dominion Securities 1.45% 10-01-2021 86 0.0%
Realkredit Danmark AS 1.00% 04-01-2021 10 0.0%
Realkredit Danmark AS 1.00% 04-01-2022 9 0.0%
Realogy Group LLC. Term Loan B 1st Lien F/R 07-20-2022 1 0.0%
Redbox Automated Retail LLC Term Loan 1st Lien F/R 09-26-2021 48 0.0%
Redrow PLC 1 0.0%
Regal Entertainment Group 5.75% 02-01-2025 Callable 2018 14 0.0%
Regal Entertainment Group 5.75% 06-15-2023 Callable 2018 7 0.0%
Regions Bank 6.45% 06-26-2037 1 0.0%
Regions Financial Corp. 6.375% 12-15-2017 Pfd. 1 0.0%
Regions Financial Corp. 7.375% 12-10-2037 1 0.0%
Reliance LP 3.813% 09-15-2020 173 0.1%
Reliance LP 4.075% 08-02-2021 41 0.0%
Reliance LP 5.187% 03-15-2019 27 0.0%
Reliance Steel & Aluminum Co. 1 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 01-30-2019 9 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 02-02-2024 68 0.0%
Republic of Colombia 7.00% 09-11-2019 Series B 2 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 75 0.0%
Restaurant Brands International Inc. 7 0.0%
Revlon Consumer Products Corp. 5.75% 02-15-2021 Callable 24 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 18 0.0%
Rightmove PLC 1 0.0%
Rio Tinto Ltd. 2 0.0%
Rio Tinto PLC 2 0.0%
RioCan Real Estate Investment Trust 1 0.0%
Ritchie Bros. Auctioneers Inc. 5 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 18 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 16 0.0%
Rite Aid Corp. 6.75% 06-15-2021 Callable 46 0.0%
Rite Aid Corp. 7.70% 02-15-2027 23 0.0%
Riverbed Technology Inc. Term Loan B 1st Lien F/R 04-24-2022 6 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 24 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 31 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 27 0.0%
Rogers Communications Inc. 4.00% 03-13-2024 89 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 65 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 350 0.3%
Rogers Communications Inc. 6.11% 08-25-2040 312 0.2%
Rogers Communications Inc. 6.68% 11-04-2039 781 0.5%
Rogers Communications Inc. Class B non-voting 6 0.0%
Rogers Sugar Inc. 1 0.0%
Rose Rock Midstream LP 5.625% 07-15-2022 Callable 2017 4 0.0%
Royal Bank of Canada 66 0.0%
Royal Bank of Canada 1.40% 04-26-2019 Covered 188 0.1%
Royal Bank of Canada 1.58% 09-13-2021 DPNT 64 0.0%
Royal Bank of Canada 1.65% 07-15-2021 DPNT 261 0.1%
Royal Bank of Canada 2.00% 03-21-2022 772 0.5%
Royal Bank of Canada 2.33% 12-05-2023 DPNT 293 0.2%
Royal Bank of Canada 2.35% 12-09-2019 DPNT 80 0.0%
Royal Bank of Canada 2.364% 09-21-2017 15 0.0%
Royal Bank of Canada 2.50% 01-19-2021 1 0.0%
Royal Bank of Canada 3.31% 01-20-2026 1,017 0.6%
Royal Bank of Canada 4.65% 01-27-2026 GMTN 157 0.1%
Royal Bank of Canada F/R 02-11-2020 908 0.6%
Royal Bank of Canada F/R 03-23-2020 Covered 548 0.4%
Royal Bank of Canada F/R 04-09-2019 158 0.1%
Royal Dutch Shell PLC A 1 0.0%
Royal Dutch Shell PLC A ADR 3 0.0%
Russel Metals Inc. 2 0.0%
Sage Automotive Holdings Inc. Term Loan 1st Lien F/R 10-27-2022 56 0.0%
Samsung Electronics Co. Ltd. 4 0.0%
Sandvine Corp. 2 0.0%
Sanofi 6 0.0%
Santander Consumer Bank AS 0.88% 06-12-2018 2 0.0%
Saputo Inc. 4 0.0%
Saputo Inc. 1.94% 06-13-2022 Callable 2022 86 0.0%
Saputo Inc. 2.83% 11-21-2023 Callable 2023 161 0.1%
SBA Communications Corp. 4.875% 09-01-2024 Callable 2019 144A 1 0.0%
SBA Senior Finance II LLC. Term Loan B1 1st lien F/R 03-24-2021 1 0.0%
SCE Trust 5.625% Pfd. Callable 2017 2 0.0%
SCE Trust VI Pfd. 1 0.0%
Schlumberger Ltd. 10 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 86 0.0%
Scientific Games International Inc. 7.00% 01-01-2022 Callable 2018 144A 12 0.0%
Scientific Games International Inc. Term Loan B3 1st Lien F/R 10-01-2021 1 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 Series A 134 0.1%
Seagate Technology 3 0.0%
Seahawk Holding Cayman Ltd. Term Loan 1st Lien F/R 11-01-2022 39 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 1 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 1 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 2 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 06-20-2024 33 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 2017 7 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 24 0.0%
ServiceNow Inc. 13 0.0%
Seven Generations Energy Ltd. 15 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 57 0.0%
Seven Generations Energy Ltd. 8.25% 05-15-2020 Callable 144A 36 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 98 0.1%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 85 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 50 0.0%
Shaw Communications Inc. 5.65% 10-01-2019 37 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 1,007 0.6%
Shaw Communications Inc. Class B non-voting 3 0.0%
Shaw Communications Inc. Pfd Series A 4 0.0%
ShawCor Ltd. 2 0.0%
Sherritt International Corp. 7.50% 09-24-2023 Callable 2019 21 0.0%
Sherritt International Corp. 8.00% 11-15-2021 Callable 2017 10 0.0%
Shire Acquisitions Investments Ireland Designated Activity Co. 3.20% 09-23-2026 Callable 2026 1 0.0%
Shopify Inc. 2 0.0%
Siemens AG 1 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 120 0.1%
Sierra Wireless Inc. 1 0.0%
Signature Bank 10 0.0%
Silicon Laboratories Inc. 7 0.0%
Sime Darby BHD 1 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 12 0.0%
Sirius XM Holdings Inc. 5.25% 08-15-2022 1 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Series 144A Callable 2022 12 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 2 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 22 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 18 0.0%
Sixsigma Networks Mexico SA de CV 8.25% 11-07-2021 Callable 2017 144A 1 0.0%
Sleep Country Canada Holdings Inc. 1 0.0%
SM Energy Co. 6.50% 01-01-2023 Callable 2017 6 0.0%
SM Energy Co. 6.50% 11-15-2021 Callable 5 0.0%
Smart Real Estate Investment Trust 3.985% 05-30-2023 Callable 65 0.0%
Smith & Nephew PLC 1 0.0%
Snap-On Inc. 11 0.0%
SNC-Lavalin Group Inc. 5 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 141 0.1%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 42 0.0%
Societe Generale 1 0.0%
Sodexo SA 1 0.0%
Software AG 1 0.0%
Solenis International LP Term Loan 2nd Lien F/R 07-31-2022 15 0.0%
Solera LLC Term Loan B 1st Lien F/R 03-03-2023 1 0.0%
Solvay SA 2 0.0%
Sonova Holding AG 1 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 64 0.0%
Source Energy Services Ltd. Private Placement 4 0.0%
SourceHOV LLC Term Loan B 1st Lien F/R 10-29-2019 58 0.0%
Southern Power Co. 4.15% 12-01-2025 2 0.0%
Southern Star Central Corp. 5.125% 07-15-2022 Callable 2017 144A 11 0.0%
SP LP 3.21% 06-15-2019 294 0.2%
Spartan Energy Corp. 2 0.0%
Spectris PLC 1 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 2017 2 0.0%
Spectrum Brands Inc. 5.75% 07-15-2025 Callable 2020 1 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 13 0.0%
Spectrum Brands Inc. Term Loan B 1st Lien F/R 06-23-2022 2 0.0%
Spin Master Corp. 10 0.0%
Spirit Airlines Inc. 15 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 15 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 22 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-29-2024 2 0.0%
Sprint Corp. 7.25% 09-15-2021 36 0.0%
Sprint Corp. 7.875% 09-15-2023 45 0.0%
Sprint Nextel Corp. 7.00% 08-15-2020 10 0.0%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 9 0.0%
Spy Hill Power LP 4.14% 03-31-2036 56 0.0%
St. George's University Term Loan B 1st Lien F/R 07-06-2022 4 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 1 0.0%
Standard Pacific Corp. 5.875% 11-15-2024 Callable 2024 12 0.0%
Stantec Inc. 2 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 45 0.0%
Starwood Property Trust Inc. 4 0.0%
State Bank of India 3.25% 04-18-2018 144A 1 0.0%
Steel Dynamics Inc. 1 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 9 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 2 0.0%
Steel Dynamics Inc. 6.375% 08-15-2022 Callable 2017 11 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 1 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 1 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 132 0.1%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 1 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 11 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 182 0.1%
Sun Life Financial Inc. 15 0.0%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 185 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 302 0.2%
Sun Life Financial Inc. F/R 09-25-2025 Callable 2020 209 0.1%
Suncor Energy Inc. 28 0.0%
Suncor Energy Inc. 3.00% 09-14-2026 MTN 39 0.0%
Suncor Energy Inc. 5.80% 05-22-2018 Callable 90 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 1 0.0%
Superior Industries International Inc. Term Loan 1st Lien F/R 03-22-2024 54 0.0%
Superior Plus Corp. 2 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 20 0.0%
Svenska Cellulosa AB (SCA) B 2 0.0%
Swedish Match AB 2 0.0%
Swiss Re Ltd. 3 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 200 0.1%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 2 0.0%
Synovus Financial Corp. 7.875% 02-15-2019 1 0.0%
Synovus Financial Corp. 7.875% 12-31-2049 Pfd. Callable 2018 1 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 1 0.0%
T-Mobile USA Inc. 6.125% 01-15-2022 Callable 2018 25 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 1 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 1 0.0%
T-Mobile USA Inc. 6.625% 04-01-2023 Callable 2018 20 0.0%
T-Mobile USA Inc. 6.836% 04-28-2023 Callable 2018 14 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 2 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 54 0.0%
Targa Resources Partners LP 5.125% 02-01-2025 Callable 2020 144A 5 0.0%
Targa Resources Partners LP 5.375% 02-01-2027 Callable 2022 144A 10 0.0%
Taylor Morrison Communities Inc./Monarch Communities Inc. 5.625% 03-01-2024 10 0.0%
TD Capital Trust IV 6.631% 06-30-2021 Callable 2021 210 0.1%
TD Securities Inc. 1.45% 12-01-2021 100 0.1%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 34 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 63 0.0%
Teck Resources Ltd. 4.75% 01-15-2022 Callable 2021 33 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 3 0.0%
Teck Resources Ltd. Class B 12 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 30 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1 0.0%
Telesat Canada 8.88% 11-15-2024 Callable 2019 144A 20 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 1 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 1 0.0%
TELUS Corp. 16 0.0%
TELUS Corp. 3.20% 04-05-2021 23 0.0%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 145 0.1%
TELUS Corp. 3.35% 04-01-2024 Callable 103 0.1%
TELUS Corp. 3.75% 03-10-2026 Callable 2025 74 0.0%
Telus Corp. 4.70% 03-06-2048 Callable 2047 206 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 210 0.1%
TELUS Corp. 5.05% 07-23-2020 16 0.0%
TELUS Corp. 5.15% 11-26-2043 113 0.1%
Tembec Industries Inc. 9.00% 12-15-2019 Callable 144A 55 0.0%
Tempo Acquisition LLC Term Loan B 1st Lien F/R 04-21-2024 2 0.0%
Tempur Sealy International Inc. 8 0.0%
Tenaga Nasional BHD 1 0.0%
Tencent Holdings Ltd. 6 0.0%
Tenet Healthcare Corp. 4.63% 07-15-2024 Callable 2020 144A 11 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 15 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 46 0.0%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 6 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-27-2024 2 0.0%
Tervita Corp. Class A Voting 1 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 49 0.0%
Tesoro Corp. 5.13% 12-15-2026 Callable 2026 144A 2 0.0%
Teva Pharmaceutical Industries Ltd. ADR 1 0.0%
Textron Inc. 2 0.0%
THC Escrow Corp. III 4.63% 07-15-2024 Callable 2020 144A 13 0.0%
The ADT Corp. 5.25% 03-15-2020 2 0.0%
The Advisory Board Co. 12 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 11 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 41 0.0%
The AES Corp. 7.375% 07-01-2021 4 0.0%
The Bank of Nova Scotia 45 0.0%
The Bank of Nova Scotia 1.33% 05-01-2018 279 0.1%
The Bank of Nova Scotia 1.90% 12-02-2021 Series DPNT 603 0.4%
The Bank of Nova Scotia 2.13% 06-15-2020 46 0.0%
The Bank of Nova Scotia 2.29% 06-28-2024 393 0.3%
The Bank of Nova Scotia 2.58% 03-30-2027 Callable 2022 188 0.1%
The Bank of Nova Scotia 4.50% 12-16-2025 144 0.1%
The Bank of Nova Scotia F/R 04-20-2018 341 0.3%
The Bank of Nova Scotia F/R 07-27-2018 35 0.0%
The Berkeley Group Holdings PLC 1 0.0%
The Boeing Co. 5 0.0%
The British Land Co. PLC 1 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 62 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 6 0.0%
The Chemours Co. 6.63% 05-15-2023 Callable 2018 17 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 8 0.0%
The Coca-Cola Co. 1.15% 04-01-2018 2 0.0%
The Descartes Systems Group Inc. 2 0.0%
The Dow Chemical Co. 1 0.0%
The Empire Life Insurance Co. 2.87% 05-31-2023 73 0.0%
The Goldman Sachs Group Inc. 31 0.0%
The Goldman Sachs Group Inc. 2.433% 04-26-2023 Callable 270 0.1%
The Goldman Sachs Group Inc. 3.55% 02-12-2021 274 0.1%
The Goldman Sachs Group Inc. 5.00% 05-03-2018 34 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 5 0.0%
The Hartford Financial Serivces Group Inc. Pfd. 1 0.0%
The Hertz Corp. 5.50% 10-15-2024 Callable 2019 144A 21 0.0%
The Home Depot Inc. 2.70% 04-01-2023 Callable 2023 2 0.0%
The International Bank for Reconstruction and Development 1.375% 06-23-2019 1 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 295 0.2%
The International Bank for Reconstruction and Development 4.625% 02-26-2019 1 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 2 0.0%
The Jean Coutu Group (PJC) Inc. Class A Sub. voting 1 0.0%
The Korea Development Bank 1.50% 01-22-2018 1 0.0%
The Korea Development Bank 5.25% 04-03-2018 1 0.0%
The Kraft Heinz Co. 3 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 268 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 61 0.0%
The Manufacturers Life Insurance Co. 2.81% 02-21-2024 Callable 2019 274 0.1%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 51 0.0%
The Men's Wearhouse Inc. 7.00% 07-01-2022 Callable 2017 65 0.0%
The Neiman Marcus Group Inc. Term Loan F/R 10-25-2020 23 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 48 0.0%
The North West Co. Inc. 1 0.0%
The Procter & Gamble Co. 15 0.0%
The Progressive Corp. 13 0.0%
The Sage Group PLC 3 0.0%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 2 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 2 0.0%
The Toronto-Dominion Bank 52 0.0%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 186 0.1%
The Toronto-Dominion Bank 1.69% 04-02-2020 DPNT 306 0.2%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 913 0.6%
The Toronto-Dominion Bank 1.99% 03-23-2022 127 0.1%
The Toronto-Dominion Bank 2.05% 12-01-2022 32 0.0%
The Toronto-Dominion Bank 2.433% 08-15-2017 26 0.0%
The Toronto-Dominion Bank 2.447% 04-02-2019 40 0.0%
The Toronto-Dominion Bank 2.621% 12-22-2021 155 0.1%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 199 0.1%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 127 0.1%
The Toronto-Dominion Bank 3.226% 07-24-2024 226 0.1%
The Toronto-Dominion Bank 4.859% 03-04-2031 Callable 2026 MTN 520 0.4%
The Toronto-Dominion Bank 5.375% 07-01-2028 (99007783) 166 0.1%
The Toronto-Dominion Bank 5.50% 04-01-2024 27 0.0%
The Toronto-Dominion Bank 5.763% 12-18-2017 (F/R @ 12-18-2017) Callable 2017 268 0.1%
The Toronto-Dominion Bank 6.125% 12-01-2024 134 0.1%
The Toronto-Dominion Bank F/R 02-18-2020 1,029 0.6%
The Toronto-Dominion Bank F/R 03-28-2018 DPNT 244 0.1%
The Walt Disney Co. 1 0.0%
The Walt Disney Co. 2.35% 12-01-2022 92 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 1 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 5 0.0%
Thomson Reuters Corp. 5 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 92 0.0%
Time Inc. 5.75% 04-15-2022 Callable 2017 144A 1 0.0%
TMX Finance LLC 8.50% 09-15-2018 Callable 144A 3 0.0%
TMX Group Ltd. 2 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 168 0.1%
Tokyo Electric Power Co. Holdings Inc. 1 0.0%
Tourmaline Oil Corp. 4 0.0%
Toyota Credit Canada Inc. 2.02% 02-28-2022 98 0.1%
Toyota Credit Canada Inc. 2.20% 02-25-2021 251 0.1%
Toyota Credit Canada Inc. F/R 01-22-2018 6 0.0%
Toys R Us Property Co. I LLC Term Loan B F/R 08-21-2019 50 0.0%
TransAlta Corp. 4 0.0%
TransAlta Corp. 5.00% 11-25-2020 65 0.0%
TransAlta Corp. 6.65% 05-15-2018 20 0.0%
TransAlta Corp. Pfd. Series A 31 0.0%
TransCanada Corp. 20 0.0%
TransCanada Corp. Pfd. Series 15 47 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 238 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 1 0.0%
TransCanada PipeLines Ltd. 3.30% 07-17-2025 Callable 2025 Series MTN 224 0.1%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 587 0.4%
TransCanada PipeLines Ltd. 4.88% 01-15-2026 Callable 2025 1 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 58 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 147 0.1%
TransCanada Trust F/R 05-18-2077 Callable 2027 230 0.1%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 2 0.0%
Transcontinental Inc. Class A Sub. voting 3 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 14 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 153 0.1%
Travel Leaders Group LLC Term Loan B 1st Lien F/R 01-19-2024 39 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 6 0.0%
Treasury Corp. of Victoria 5.50% 11-17-2026 4 0.0%
Trevali Mining Corp. 12.50% 05-30-2019 23 0.0%
Trevali Mining Corp. Purchase Warrants Exp. 12-30-2020 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 7 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 2 0.0%
Tribune Media Co. Term Loan B 1st Lien F/R 12-27-2020 2 0.0%
Trican Well Service Ltd. 2 0.0%
Tricon Capital Group Inc. 1 0.0%
TricorBraun Inc. (KRAIND) Term Loan 1st Lien F/R 11-28-2023 36 0.0%
TricorBraun Inc. (KRAIND) Term Loan Delayed Draw 1st Lien F/R 11-28-2023 4 0.0%
Trillium Windpower LP 5.80% 02-15-2033 67 0.0%
Trinidad Drilling Ltd. 1 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 32 0.0%
Trinity Industries Inc. 1 0.0%
Trinseo SA 2 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 1 0.0%
Twenty-First Century Fox Inc. 14 0.0%
Tyler Technologies Inc. 7 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 1 0.0%
Tyson Foods Inc. Class A 2 0.0%
Tyson Foods Inc. Pfd. Conv. 4.75% 07-15-2017 10 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 1 0.0%
U.S. Bancorp Pfd. Security Series A 2 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 14 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-07-2023 23 0.0%
UniCredit SPA F/R 05-29-2018 66 0.0%
Unilever NV CVA 1 0.0%
Union Gas Ltd. 3.79% 07-10-2023 Callable 2023 21 0.0%
Union Gas Ltd. 8.75% 08-03-2018 35 0.0%
Union Pacific Corp. 21 0.0%
Uniper SE 4 0.0%
United Airlines Inc. Term Loan B 1st Lien F/R 04-01-2024 1 0.0%
United Kingdom Gilt Inflation Linked 0.13% 03-22-2026 539 0.4%
United Kingdom Gilt Inflation Linked 0.13% 03-22-2046 408 0.3%
United Kingdom Treasury 4.25% 12-07-2027 4,977 2.7%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 199 0.1%
United Rentals Inc. 10 0.0%
United Rentals North America Inc. 4.625% 07-15-2023 Callable 2018 2 0.0%
United Rentals North America Inc. 5.50% 05-15-2027 Callable 2022 1 0.0%
United Rentals North America Inc. 6.125% 06-15-2023 Callable 2017 1 0.0%
United States Treasury 2.00% 11-15-2026 12,687 6.8%
United States Treasury 2.25% 02-15-2027 7 0.0%
United States Treasury 3.00% 02-15-2047 19 0.0%
United States Treasury 3.00% 05-15-2047 914 0.6%
United States Treasury Inflation Indexed Bonds 0.125% 04-15-2021 3,314 1.8%
United States Treasury Inflation Indexed Bonds 1.02% 02-15-2046 426 0.3%
United Technologies Corp. 21 0.0%
UnitedHealth Group Inc. 1.40% 12-15-2017 2 0.0%
UnitedHealth Group Inc. 1.90% 07-16-2018 1 0.0%
UnitedHealth Group Inc. 2.88% 03-15-2022 Callable 2021 148 0.1%
University of Ontario Institute of Technology 6.351% 10-15-2034 80 0.0%
UPM-Kymmene OYJ 3 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 2 0.0%
US LBM Holdings LLC Term Loan 1st Lien F/R 08-20-2022 20 0.0%
USB Capital IX 3.50% 10-29-2049 1 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 4 0.0%
Valeant Pharmaceuticals International Inc. 3 0.0%
Valeant Pharmaceuticals International Inc. 5.625% 12-01-2021 Callable 144A 49 0.0%
Valener Inc. 1 0.0%
Valeo SA 2 0.0%
Valero Energy Corp. 2 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 110 0.1%
Vantage Drilling International - Units 3 0.0%
VCVH Holding Corp. Term Loan 1st Lien F/R 05-10-2023 59 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 1 0.0%
Veeva Systems Inc. Class A 1 0.0%
Venator Finance SARL/Venator Materials Corp. 5.75% 07-15-2025 Callable 2020 9 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 152 0.1%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 179 0.1%
Verdesian Life Sciences LLC Term Loan 1st Lien F/R 06-25-2020 12 0.0%
Veresen Inc. 2 0.0%
Veresen Inc. 3.06% 06-13-2019 87 0.0%
Veresen Inc. 4.00% 11-22-2018 Callable Series MTN 16 0.0%
Verisk Analytics Inc. 12 0.0%
Verisk Analytics Inc. 4.00% 06-15-2025 Callable 2025 1 0.0%
Verizon Communications Inc. 2.63% 08-15-2026 Callable 2026 256 0.1%
Verizon Communications Inc. 4.272% 01-15-2036 1 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 171 0.1%
Viacom Inc. 5.85% 09-01-2043 Callable 2043 2 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 [144A] 15 0.0%
Videotron Ltee 5.00% 07-15-2022 43 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 84 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 12 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 6 0.0%
Visa Inc. 2.80% 12-14-2022 Callable 2022 4 0.0%
Visa Inc. 3.15% 12-14-2025 Callable 2025 132 0.1%
Visa Inc. Class A 5 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 85 0.0%
VMware Inc. Class A 3 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 1 0.0%
Vodafone Group PLC 3 0.0%
Voya Financial Inc. 1 0.0%
VRX Escrow Corp. 4.50% 05-15-2023 Callable 2020 144A 2 0.0%
VRX Escrow Corp. 5.375% 03-15-2020 Callable 2017 144A 47 0.0%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 17 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 30 0.0%
VW Credit Canada Inc. 2.45% 11-14-2017 71 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 3 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 5 0.0%
Wachovia Capital Trust III Perpetual (F/R @ 08-29-2049) 3 0.0%
Wajax Corp. 6.125% 10-23-2020 Callable 2017 41 0.0%
Wal-Mart Stores Inc. 5 0.0%
Walgreens Boots Alliance Inc. 3.80% 11-18-2024 Callable 2024 2 0.0%
Waste Connections Inc. 6 0.0%
Waste Management Inc. 2.90% 09-15-2022 Callable 2022 1 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 28 0.0%
Weatherford International Ltd. 9.25% 06-15-2023 Callable 2023 4 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 144A 7 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 10-12-2023 45 0.0%
Wells Fargo & Co. 12-31-2049 Callable 2024 Pfd. 1 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 2 0.0%
Wells Fargo & Co. 2.125% 04-22-2019 96 0.1%
Wells Fargo & Co. 2.222% 03-15-2021 306 0.2%
Wells Fargo & Co. 2.50% 03-04-2021 4 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 327 0.2%
Wells Fargo & Co. 2.975% 05-19-2026 Series MPLE 215 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 Series MTN 266 0.1%
Wells Fargo & Co. 7.98% 03-15-2018 1 0.0%
Wells Fargo & Co. F/R 07-27-2021 1 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 2 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 46 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 49 0.0%
West Corp. 5.375% 07-15-2022 Callable 2017 144A 7 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 69 0.0%
West Fraser Timber Co. Ltd. 3 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 142 0.1%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 16 0.0%
Westcoast Energy Inc. 5.60% 01-16-2019 Callable 73 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 1 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 38 0.0%
Western Forest Products Inc. 1 0.0%
Western Refining Inc. Term Loan B2 1st Lien F/R 05-27-2023 5 0.0%
WestJet Airlines Ltd. 4 0.0%
WestJet Airlines Ltd. 3.287% 07-23-2019 111 0.1%
Westpac Banking Corp. 7.25% 02-11-2020 1 0.0%
Westshore Terminals Investment Corp. 1 0.0%
Whitecap Resources Inc. 1 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 2 0.0%
Williams Partners LP 4.875% 05-15-2023 Callable 2017 2 0.0%
Windstream Holdings Inc. 6.375% 08-01-2023 Callable 2018 7 0.0%
Windstream Services LLC Term Loan 1st Lien F/R 02-08-2024 1 0.0%
Windstream Services LLC Term Loan B6 1st Lien F/R 03-16-2021 8 0.0%
Winnebago Industries Inc. Term Loan B 1st Lien F/R 11-08-2023 8 0.0%
Winpak Ltd. 10 0.0%
WMG Acquisition Corp. 6.75% 04-15-2022 Callable 2017 144A 1 0.0%
WMG Acquisition Corp. Term loan 1st Lien F/R 11-01-2023 1 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 9 0.0%
WPP PLC 2 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 322 0.2%
WTH Car Rental ULC 2.542% 08-20-2019 Sinkable Series A 297 0.2%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 11 0.0%
Wynn Resorts Ltd. 1 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 17 0.0%
XPO Logistics Inc. 6.50% 06-15-2022 Callable 2018 144A 1 0.0%
Yamana Gold Inc. 1 0.0%
Yara International ASA 1 0.0%
Zebra Technologies Corp. 7.25% 10-15-2022 Callable 2017 2 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 1 0.0%
ZF North America Capital Inc. 4.75% 04-29-2025 144A 21 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 1 0.0%
Total Investments -- 189,676 99.6%
Currency Hedge Contracts -- 989 0.5%
Other Assets (Liabilities) -- -146 -0.1%
Total Net Assets -- 190,519 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of August 31, 2017
  • Regional Allocation
      Canada
    46.2%
      United States
    25.2%
      United Kingdom
    4.3%
      Germany
    3.8%
      Australia
    2.3%
      Other
    2.0%
      France
    1.0%
      Belgium
    0.4%
      Mexico
    0.4%
      Denmark
    0.3%
      Cash & Equivalents 14.1%
  • Sector Allocation
      Corporate Bonds 39.7%
      Foreign Fixed Income 20.3%
      Cash & Equivalents 14.1%
      Provincial Bonds 9.2%
      Federal Bonds 8%
      Bank Loans 3.3%
      Other 1.7%
      Mutual&Pooled 1.6%
      Equities 1.4%
      Mortgage Backed 0.7%
Credit Allocation (%)
AAA 31.1%
AA 16.4%
A 13.7%
BBB 10.6%
BB 3.5%
B 6.4%
C 1.3%
NR 0.4%
Cash & Equivalents 14.2%
Equities 2.4%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Asset Allocation Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation Team

Investment experience since 2009

The Series E, I, J and LM versions of this fund are closed to new investments.

Commissions, trailing commissions, management fees, brokerage fees and expenses may be associated with investment funds. Please read the prospectus before investing. The indicated rates of return are the historical annual compounded total returns including changes in unit value and reinvestment of all distributions and does not take into account sales, redemption, distribution, or optional charges or income taxes payable by any security holder that would have reduced returns. Investment funds are not guaranteed, their values change frequently and past performance may not be repeated.

For changes in the business, operations or affairs of an investment fund, and reorganization or acquisition of assets in an investment fund during the most recent 10 years that could have materially affected the performance of the investment fund, please refer to the "Major Changes During the Last 10 Years” section in the most recent Annual Information Form.

Mutual Fund US Dollar Settlement Option details.

Index performance does not include the impact of fees, commissions, and expenses that would be payable by investors in the investment products that seek to track an index.

The rate of return is used only to illustrate the effects of the compound growth rate and is not intended to reflect future values of the investment fund or asset allocation service or returns on investment in the investment fund or from the use of the asset allocation service.

* The blended index is composed of 90% FTSE TMX Canada Universe Bond and 10% BofA Merrill Lynch Global Broad Market (Hedged to CAD).

†The major holdings of the Fund may, but do not necessarily, represent the largest holdings of the Fund. Rather, the major holdings are selected for their overall significance in evaluating the investment portfolio. Please see mackenzieinvestments.com/currency to view the funds/products using currency derivatives to hedge exchange risk.

‡ Credit ratings and rating categories are based on Standard & Poor’s or DBRS (or equivalent ratings issued by other approved credit rating organizations).