Fund Portfolio – Symmetry Fixed Income Portfolio Series LB | Mackenzie Investments

Symmetry Fixed Income Portfolio Series LB

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of March 31, 2019
Major holdings represent 31.9% of the fund.
View all holdings
Total # of
Equity Holdings
1322
Total # of
Fixed Income Holdings
1287
Holding name, country and sector Percentage of holding in fund
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
10.2%
Government of Canada 2.25% 06-01-2030
Canada | Federal Government
5.8%
Government of Canada 1.25% 12-01-2047 Real Return
Canada | Federal Government
2.7%
United States Treasury 3.13% 11-15-2028
United States | Foreign Governments
2.6%
Government of Canada 4.25% 12-01-2026 Real Return
Canada | Federal Government
2.6%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
2.3%
Mackenzie US TIPS Index ETF (CAD-Hedged)
Canada | Exchange Traded Funds
2.2%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
1.4%
Province of Ontario 2.90% 06-02-2028
Canada | Provincial Governments
1.1%
Province of Ontario 2.70% 06-02-2029
Canada | Provincial Governments
1.1%

Complete Fund Holdings Help Full holdings list

As of December 31, 2018
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 6 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 1 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 239 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 346 0.3%
407 International Inc. 6.75% 07-27-2039 Callable 20 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 280 0.3%
58.Com Inc. ADR 1 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 18 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 2 0.0%
Access Justice Durham 5.015% 08-31-2039 60 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 2 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 137 0.1%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 43 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 4 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 3 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 17 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 65 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 39 0.0%
African Development Bank F/R 02-24-2019 1 0.0%
Agnico-Eagle Mines Ltd. 2 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 88 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 86 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 53 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 72 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 43 0.0%
Aimia Inc. 1 0.0%
Air Canada 4 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 3 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 28 0.0%
Alberta Powerline LP 4.06% 03-01-2054 34 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 56 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 55 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 80 0.0%
Algonquin Power & Utilities Corp. 1 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 149 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 57 0.0%
Algonquin Power Co. 4.82% 02-15-2021 37 0.0%
Alibaba Group Holding Ltd. ADR 2 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 59 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 6 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 1 0.0%
Allergan PLC 3 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 17 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 10 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 60 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 44 0.0%
Ally Financial Inc. 1 0.0%
Ally Financial Inc. 8.00% 11-01-2031 2 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 28 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 82 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 69 0.0%
AltaGas Ltd. Pfd. Series K 60 0.0%
AltaLink LP 2.98% 11-28-2022 74 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 64 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 79 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 82 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 87 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 2 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 1 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 56 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 1 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 4 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 2 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 7 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 15 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 2 0.0%
American Tower Corp. 4.70% 03-15-2022 1 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 31 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 348 0.3%
Anhui Conch Cement Co. Ltd. H 1 0.0%
Antero Midstream 5.38% 09-15-2024 2 0.0%
Antero Resources Corp. 5.00% 03-01-2025 43 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 1 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 2 0.0%
Anthem Inc. 2.75% 10-15-2042 5 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 1,681 1.0%
Apple Inc. 2.85% 08-28-2019 2 0.0%
Apple Inc. F/R 02-09-2022 3 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 2 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 2 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 1 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 2 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 190 0.1%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 1 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 60 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 18 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 3 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 1 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 60 0.0%
Asian Development Bank 2.00% 02-16-2022 1 0.0%
Asian Development Bank 4.625% 03-06-2019 2 0.0%
Asian Development Bank 5.00% 03-09-2022 1 0.0%
Asian Development Bank 5.90% 12-20-2022 2 0.0%
Asian Development Bank 6.00% 02-24-2021 1 0.0%
Asian Development Bank 6.45% 08-08-2021 1 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 39 0.0%
AT&T Inc. 4.85% 05-25-2047 537 0.4%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 46 0.0%
ATCO Ltd. Class I non-voting 1 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 73 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 113 0.1%
ATS Automation Tooling Systems Inc. 1 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 4 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 2 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 85 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 2 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 3 0.0%
Aviva PLC 4.50% 05-10-2021 94 0.1%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 113 0.1%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 36 0.0%
AXA SA 4 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 3 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 1 0.0%
Baidu Inc. ADR 5 0.0%
Ball Corp. 4.00% 11-15-2023 3 0.0%
Ball Corp. 4.375% 12-15-2020 3 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 4 0.0%
Ball Corp. 5.25% 07-01-2025 4 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 43 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 1 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 1 0.0%
Banco Bradesco SA Pref. ADR 1 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 2 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 2 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 72 0.0%
Bank of America Corp. 3.228% 06-22-2022 55 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 67 0.0%
Bank of America Corp. 3.95% 04-21-2025 23 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 1 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 134 0.1%
Bank of America Corp. F/R 04-25-2024 Callable 2023 1 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 287 0.3%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 1 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 1 0.0%
Bank of Israel 0% 11-06-2019 3 0.0%
Bank of Montreal 16 0.0%
Bank of Montreal 2.27% 07-11-2022 167 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 301 0.3%
Bank of Montreal 2.89% 06-20-2023 222 0.1%
Bank of Montreal 3.19% 03-01-2028 80 0.0%
Bank of Montreal 3.25% 10-06-2022 2 0.0%
Bank of Montreal 3.32% 06-01-2026 88 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 340 0.3%
Bank of Montreal F/R 02-01-2023 960 0.6%
Bank of Montreal F/R 03-30-2020 270 0.1%
Bank of Montreal F/R 04-11-2019 44 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 85 0.0%
Bankers Hall LP 4.377% 11-20-2013 82 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 3 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 2 0.0%
Barclays PLC 2 0.0%
Barrick Gold Corp. 7 0.0%
Bayer AG 4 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 1 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 167 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 2 0.0%
BCE Inc. 5 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 228 0.1%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 1 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 85 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 1 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 2 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 5 0.0%
Beijing Enterprises Holdings Ltd. 1 0.0%
Bell Canada 2.70% 02-27-2024 Callable 264 0.1%
Bell Canada 3.35% 03-22-2023 3 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 33 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 36 0.0%
Bell Canada 4.45% 02-27-2047 Callable 208 0.1%
Bell Canada 4.70% 09-11-2023 MTN 47 0.0%
Bell Canada 6.17% 02-26-2037 76 0.0%
Bell Canada 6.55% 05-01-2029 Callable 64 0.0%
Bell Canada 7.30% 02-23-2032 Callable 3 0.0%
Berry Global Group Inc. 1 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 4 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 2 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 2 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 1 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 3 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 1 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 1 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 41 0.0%
BMW Canada Inc. F/R 06-14-2019 218 0.1%
BNP Paribas SA 1 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 75 0.0%
Boardwalk Real Estate Investment Trust 1 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 2 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 1 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 1 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 3 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 7 0.0%
Bombardier Inc. Class B Sub. voting 1 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 155 0.1%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 1 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 10 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 34 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 42 0.0%
British American Tobacco PLC 4 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 96 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 3 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 32 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 37 0.0%
Brookfield Asset Management Inc. Class A limited voting 3 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 33 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 87 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 34 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 91 0.0%
Brookfield Infrastructure Partners LP 1 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 56 0.0%
Brookfield Renewable Energy Partners LP 1 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 172 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 70 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 41 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 69 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 3 0.0%
BRP Finance ULC 4.79% 02-07-2022 38 0.0%
BRP Inc. 1 0.0%
Bruce Power LP 2.84% 06-23-2021 164 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 144 0.1%
Bruce Power LP 3.97% 06-23-2026 68 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 108 0.1%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 1 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 19 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 35 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 72 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 4 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 114 0.1%
BWAY Holding Co. 7.25% 04-15-2025 144A 114 0.1%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 2 0.0%
BXP Trust 3.42% 06-13-2039 2 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 1 0.0%
CAE Inc. 6 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 14 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 132 0.1%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 153 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 1 0.0%
Cameco Corp. 1 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 45 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 186 0.1%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 1 0.0%
Canada Goose Holdings Inc. 1 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 28 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 2,325 1.4%
Canada Housing Trust No. 1 2.35% 06-15-2023 771 0.5%
Canadian Apartment Properties Real Estate Investment Trust 2 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 127 0.1%
Canadian Imperial Bank of Commerce 11 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 244 0.1%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 115 0.1%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 339 0.3%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 260 0.1%
Canadian Imperial Bank of Commerce F/R 01-17-2019 317 0.3%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 201 0.1%
Canadian Mortgage Pools 2.65% 10-01-2027 26 0.0%
Canadian National Railway Co. 19 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 91 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 55 0.0%
Canadian Natural Resources Ltd. 5 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 2 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 65 0.0%
Canadian Pacific Railway Ltd. 9 0.0%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 22 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 29 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 3 0.0%
Canadian Utilities Ltd. Class A non-voting 1 0.0%
Canadian Western Bank 1 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 40 0.0%
Canadian Western Bank 2.88% 03-01-2021 31 0.0%
Canadian Western Bank 2.92% 12-15-2022 71 0.0%
Canfor Pulp Products Inc. 1 0.0%
Canopy Growth Corp. 1 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 143 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 2 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 1 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 2 0.0%
Capital Power Corp. 3 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 47 0.0%
Cards II Trust 2.155% 10-15-2020 153 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 66 0.0%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2018 40 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 83 0.0%
Cascades Inc. 1 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 1 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 1 0.0%
Cash & Equivalents** 30,891 16.8%
CBC Monetization Trust 4.688% 05-15-2027 Callable 55 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 129 0.1%
CCL Industries Inc. Class B non-voting 3 0.0%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 87 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 3 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 1 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 90 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 2 0.0%
CCO Holdings LLC 5.75% 02-15-2026 2 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 29 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 38 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 2 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 2 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 1 0.0%
Celestica Inc. Sub. voting 1 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 50 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 2 0.0%
Cenovus Energy Inc. 1 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 1 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 1 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 71 0.0%
Centerra Gold Inc. 1 0.0%
Central 1 Credit Union 2.60% 11-07-2022 98 0.1%
Central 1 Credit Union F/R 02-05-2021 279 0.3%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 2 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 2 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 38 0.0%
CGI Group Inc. Class A Sub. voting 8 0.0%
Charter Communications Inc. Class A 1 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 73 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 4 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 102 0.1%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 30 0.0%
Chase Issuance Trust 1.37% 06-15-2021 1 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 2 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 54 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 1 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 1 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 1 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 2 0.0%
China Construction Bank Corp. H 1 0.0%
China Mobile Ltd. ADR 4 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 17 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 1 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 42 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 58 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 79 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 94 0.1%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 116 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 12 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 1 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 43 0.0%
Cielo SA 1 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 2 0.0%
CIT Group Inc. 5.00% 08-01-2023 2 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 1 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 3 0.0%
Citigroup Inc. 4.09% 06-09-2025 236 0.1%
Citigroup Inc. F/R 05-04-2021 2 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 2 0.0%
City of Oslo 2.35% 09-04-2024 5 0.0%
CK Hutchison Holdings Ltd. 3 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 1 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 2 0.0%
CLI Funding LLC 4.03% 04-18-2043 1 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 3 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 50 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 18 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 1 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 129 0.1%
Cogeco Communications Inc. 1 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 250 0.1%
Cogeco Communications Inc. 5.15% 11-16-2020 161 0.1%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 4 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 1 0.0%
Colombia Government International Bond 4.00% 02-26-2024 2 0.0%
Colombia Government International Bond 4.50% 01-28-2026 2 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 85 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%
Commonwealth of Bahamas 5.75% 01-16-2024 62 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 34 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 99 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 27 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 1 0.0%
Compagnie de Saint-Gobain 1 0.0%
Compania Cervecerias Unidas SA ADR 1 0.0%
Computer Modelling Group Ltd. 1 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 3 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 67 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 7 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 2 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 2 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 1 0.0%
Constellation Software Inc. 6 0.0%
Constellium NV 4.25% 02-15-2026 Callable 2020 44 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 154 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 23 0.0%
Consumers Gas 6.10% 05-19-28 18 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 1 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 1 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 119 0.1%
Cordelio Amalco GP I 4.09% 09-30-2034 51 0.0%
Core Industrial Trust 3.85% 02-10-2034 1 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 54 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 1 0.0%
Corus Entertainment Inc. Class B non-voting 1 0.0%
Cott Corp. 1 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 2 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 1 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 1 0.0%
Crescent Point Energy Corp. 1 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 73 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 29 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 85 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 2 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 4 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 3 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 1 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 1 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 40 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 2 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 2 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 2 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 3 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 2 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 45 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 77 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 49 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 183 0.1%
CU Inc. 3.95% 11-23-2048 Callable 2048 80 0.0%
CU Inc. 3.964% 07-27-2045 Callable 21 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 95 0.1%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 4 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 173 0.1%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 1 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 86 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 2 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 23 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 278 0.3%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 78 0.0%
DB Master Finance LLC 3.63% 11-20-2047 2 0.0%
DB Master Finance LLC 3.98% 02-20-2022 4 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 5 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 1 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 3 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 1 0.0%
Deutsche Boerse AG 3 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 184 0.1%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 742 0.5%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 29 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 2 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 1 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 2 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 4 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 13 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 1 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 1 0.0%
DISH DBS Corp. 5.875% 11-15-2024 158 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 1 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 19 0.0%
Dollarama Inc. 4 0.0%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 62 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 4 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 4 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 73 0.0%
Dream Global Real Estate Investment Trust 1 0.0%
Dream Office Real Estate Investment Trust 2 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 3 0.0%
DTE Energy Co. Conv. Pfd. 1 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 1 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 3 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 89 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 32 0.0%
ECN Capital Corp. 1 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 1 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 2 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 67 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 11 0.0%
Element Fleet Management Corp. 2 0.0%
Emera Inc. 2.90% 06-16-2023 74 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 5 0.0%
Empire Co. Ltd. Class A non-voting 5 0.0%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 39 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 114 0.1%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 119 0.1%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 58 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 14 0.0%
Enbridge Inc. 14 0.0%
Enbridge Inc. 3.19% 12-05-2022 3 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 53 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 2 0.0%
Enbridge Inc. 3.94% 01-13-2023 4 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 110 0.1%
Enbridge Inc. 4.24% 08-27-2042 62 0.0%
Enbridge Inc. 4.57% 03-11-2044 828 0.6%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 26 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 692 0.5%
Enbridge Inc. 5.75% 09-02-2039 Callable 71 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 2 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 262 0.1%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 96 0.1%
Enbridge Southern Lights LP 4.014% 06-30-2040 24 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 1 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 23 0.0%
EnCana Corp. 2 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 1 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 81 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 61 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 3 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 1 0.0%
Enerplus Corp. 2 0.0%
Enghouse Systems Ltd. 1 0.0%
Engie Brasil Energia SA 1 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 52 0.0%
Ensco PLC Class A 1 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 54 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 69 0.0%
EOG Resources Inc. 2.63% 03-15-2023 Callable 2022 4 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 64 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 57 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 2 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 2 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 3 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 3 0.0%
EUROFIMA 4.55% 03-30-2027 261 0.1%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 25 0.0%
European Investment Bank 1.50% 05-12-2022 2 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 82 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 22 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 2 0.0%
Expedia Inc. 5.00% 02-15-2026 3 0.0%
Export Development Canada 0.88% 12-07-2021 2 0.0%
Export Development Canada 2.40% 06-07-2021 1 0.0%
Export Development Canada 4.875% 01-24-2019 1 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 174 0.1%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 45 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 19 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 292 0.3%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 31 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 134 0.1%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 1 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 1 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 2 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 3 0.0%
Federal Republic of Germany 1.94% 04-15-2020 327 0.3%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 330 0.3%
Federative Republic of Brazil 10.00% 01-01-2023 14 0.0%
Ferrovial SA 2 0.0%
Fiat Chrysler Automobiles NV 1 0.0%
Fifth Avenue LP 4.71% 08-05-2021 48 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 2 0.0%
Fila Korea Ltd. 1 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 24 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 5 0.0%
First Capital Realty Inc. 1 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 58 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 2 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 1 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 3 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 78 0.0%
First Nations ETF LP 4.14% 12-31-2041 29 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 1 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 104 0.1%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 1 0.0%
First Tennessee Bank NA 1 0.0%
FirstRand Ltd. 1 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 2 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 1 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 1 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 1 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 51 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 51 0.0%
Ford Motor Co. 6.625% 10-01-2028 1 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 10 0.0%
Fortified Trust 1.67% 07-23-2021 96 0.1%
Fortified Trust 2.16% 10-23-2020 169 0.1%
Fortis Inc. 3 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 15 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 17 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 78 0.0%
Fortive Corp. 1 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 186 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 171 0.1%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 30 0.0%
Franco-Nevada Corp. 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 3 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 1 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 110 0.1%
Freeport-McMoRan Inc. 6.88% 02-15-2023 1 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 334 0.3%
French Republic Government Bond OAT 2.02% 07-25-2027 611 0.4%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 30 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 53 0.0%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 1 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 22 0.0%
Futures Contracts 184 0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 104 0.1%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 107 0.1%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 73 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 181 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 54 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 34 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 3 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 108 0.1%
General Electric Capital Canada Funding Co. F/R 02-15-2022 282 0.3%
General Electric Capital Corp. 4.60% 01-26-2022 393 0.3%
General Electric Capital Corp. F/R 07-30-2019 2 0.0%
General Electric Co. 6.88% 01-10-2039 134 0.1%
General Electric Co. 8.35% 09-03-2022 2 0.0%
General Electric Co. F/R 05-05-2026 9 0.0%
General Electric Co. F/R 12-08-2021 1 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 1 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 68 0.0%
Genesis Trust II 1.699% 04-15-2020 114 0.1%
Genesis Trust II 2.43% 05-15-2019 439 0.3%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 2 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 54 0.0%
Genworth MI Canada Inc. 2 0.0%
Genworth MI Canada Inc. 4.242% 04-01-2024 54 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 132 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 146 0.1%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 124 0.1%
Gibson Energy Inc. 1 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 46 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 229 0.1%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 2 0.0%
Gildan Activewear Inc. 2 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 126 0.1%
Glacier Credit Card Trust 2.237% 09-20-2020 110 0.1%
Glacier Credit Card Trust 3.14% 09-20-2023 52 0.0%
GlaxoSmithKline PLC 4 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 1 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 2 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 2 0.0%
Goldcorp Inc. 1 0.0%
Government of Aruba 6.50% 01-31-2029 4 0.0%
Government of Australia 2.25% 05-21-2028 5 0.0%
Government of Australia 2.75% 11-21-2028 922 0.6%
Government of Australia 5.75% 07-15-2022 2 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 2 0.0%
Government of Bermuda 4.854% 02-06-2024 2 0.0%
Government of Canada 0.75% 09-01-2020 92 0.1%
Government of Canada 0.75% 09-01-2021 193 0.1%
Government of Canada 1.00% 06-01-2027 977 0.6%
Government of Canada 1.00% 09-01-2022 46 0.0%
Government of Canada 1.25% 11-01-2019 12 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 2,877 1.7%
Government of Canada 1.50% 03-01-2020 5 0.0%
Government of Canada 1.50% 06-01-2023 621 0.4%
Government of Canada 1.50% 06-01-2026 110 0.1%
Government of Canada 1.75% 05-01-2020 115 0.1%
Government of Canada 1.75% 08-01-2020 762 0.5%
Government of Canada 2.00% 06-01-2028 30,345 16.6%
Government of Canada 2.25% 06-01-2025 140 0.1%
Government of Canada 2.25% 06-01-2029 886 0.6%
Government of Canada 2.50% 06-01-2024 217 0.1%
Government of Canada 2.75% 06-01-2022 113 0.1%
Government of Canada 2.75% 12-01-2048 854 0.6%
Government of Canada 3.00% 12-01-2036 Real Return 65 0.0%
Government of Canada 3.25% 06-01-2021 704 0.5%
Government of Canada 3.50% 06-01-2020 861 0.6%
Government of Canada 4.00% 12-01-2031 Real Return 231 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 65 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,608 1.5%
Government of Cayman Islands 5.95% 11-24-2019 144A 2 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 2 0.0%
Government of France 4.32% 07-25-2029 377 0.3%
Government of Germany 0.25% 08-15-2028 1,860 1.1%
Government of Germany 0.50% 02-15-2028 2 0.0%
Government of Hungary 6.38% 03-29-2021 7 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 1 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 5 0.0%
Government of Indonesia 6.63% 05-15-2033 3 0.0%
Government of Indonesia 7.00% 05-15-2022 5 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 3 0.0%
Government of Indonesia 7.50% 08-15-2032 1 0.0%
Government of Indonesia 8.25% 07-15-2021 4 0.0%
Government of Indonesia 8.38% 03-15-2024 2 0.0%
Government of Indonesia 8.38% 09-15-2026 5 0.0%
Government of Ireland 1.00% 05-15-2026 2 0.0%
Government of Ireland 3.40% 03-18-2024 10 0.0%
Government of Italy 1.30% 05-15-2028 3 0.0%
Government of Jamaica 8.00% 06-24-2019 1 0.0%
Government of Japan 0.10% 02-15-2019 8 0.0%
Government of Malaysia 3.62% 11-30-2021 1 0.0%
Government of Malaysia 3.73% 06-15-2028 1 0.0%
Government of Malaysia 3.84% 04-15-2033 3 0.0%
Government of Malaysia 3.88% 03-14-2025 2 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 2 0.0%
Government of Malaysia 4.06% 09-30-2024 6 0.0%
Government of Malaysia 4.16% 07-15-2021 3 0.0%
Government of Mexico 4.60% 01-23-2046 1 0.0%
Government of New Zealand 3.00% 04-15-2020 5 0.0%
Government of New Zealand 5.50% 04-15-2023 2 0.0%
Government of New Zealand 6.00% 05-15-2021 5 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 3 0.0%
Government of Norway 4.50% 05-22-2019 7 0.0%
Government of Philippines 3.50% 03-20-2021 4 0.0%
Government of Philippines 3.50% 04-21-2023 3 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 2 0.0%
Government of Philippines 8.00% 07-19-2031 3 0.0%
Government of Philippines 8.125% 12-16-2035 1 0.0%
Government of Portugal 5.13% 10-15-2024 144A 3 0.0%
Government of Qatar 6.55% 04-09-2019 5 0.0%
Government of Russia 7.05% 01-19-2028 3 0.0%
Government of Singapore 2.50% 06-01-2019 6 0.0%
Government of Singapore 3.25% 09-01-2020 8 0.0%
Government of United Kingdom 1.63% 10-22-2028 1,842 1.1%
Gran Tierra Energy Inc. 1 0.0%
Granite Real Estate Investment Trust 2 0.0%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 84 0.0%
Great Canadian Gaming Corp. 1 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 1 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 103 0.1%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 50 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 1 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 3 0.0%
Grupo Financiero Banorte SAB de CV Series O 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 1 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 1 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 1 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 1 0.0%
H&R Real Estate Investment Trust 1 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 58 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 115 0.1%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 36 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 2 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 185 0.1%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 9 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 21 0.0%
Hang Lung Development Co. 3 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 144A 38 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 2 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 84 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 3 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 146 0.1%
HCA Inc. 5.00% 03-15-2024 2 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 2 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 2 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 2 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 3 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 2 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 59 0.0%
HDFC Bank Ltd. ADR 1 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 47 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 242 0.1%
Heathrow Funding Ltd. 3.25% 05-21-2025 290 0.3%
Heathrow Funding Ltd. 3.40% 03-08-2028 84 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 142 0.1%
Henkel AG & Co. KGaA 4 0.0%
Hess Corp. Pfd. Conv. 3 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 36 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 2 0.0%
Hitachi Ltd. 4 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 559 0.4%
Honda Canada Finance Inc. F/R 02-19-2019 92 0.1%
Honda Canada Finance Inc. F/R 04-17-2020 62 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 17 0.0%
Honda Motor Co. Ltd. 2 0.0%
Horizon Pharma Financing Inc. 6.625% 05-01-2023 Callable 2018 144A 46 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 55 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 1 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 2 0.0%
HSBC Bank Canada 2.17% 06-29-2022 182 0.1%
HSBC Bank Canada 2.54% 01-31-2023 87 0.0%
HSBC Bank Canada 3.25% 09-15-2023 362 0.3%
HSBC Bank Canada F/R 07-10-2019 383 0.3%
HSBC Holdings PLC 4 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 3 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 116 0.1%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 3 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 13 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 2 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 1 0.0%
Hudson River Trading LLC Term Loan B 1st Lien F/R 04-03-2025 80 0.0%
Hungary Government International Bond 6.25% 01-29-2020 5 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 2 0.0%
Husky Energy Inc. 2 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 56 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 81 0.0%
Husky Energy Inc. 7.25% 12-15-2019 1 0.0%
Hydro One Inc. 1 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 50 0.0%
Hydro One Inc. 3.72% 11-18-2047 154 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 66 0.0%
ICICI Bank Ltd. ADR 1 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 101 0.1%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 1 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 3 0.0%
Imperial Oil Ltd. 2 0.0%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 1 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 31 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 2 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 1 0.0%
Industrial Alliance Insurance and Financial Services Inc. 3 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 29 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 111 0.1%
Industrial and Commercial Bank of China Ltd. H 1 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 1 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 1 0.0%
Infosys Ltd. ADR 1 0.0%
ING Groep NV 1 0.0%
InPower BC General Partnership 4.471% 03-31-2033 84 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 74 0.0%
Intact Financial Corp. 2 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 148 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 12 0.0%
Intel Corp. 4.00% 12-01-2022 2 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 2 0.0%
Inter Pipeline Ltd. 1 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 133 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 116 0.1%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 79 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 3 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 29 0.0%
Inter-American Development Bank 3.50% 05-15-2021 2 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 32 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 1 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 2 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 2 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 Finance Corp. 3.625% 05-20-2020 63 0.0%
International Finance Corp. 7.00% 07-20-2027 11 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 1 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 16 0.0%
InterRent Real Estate Investment Trust 2 0.0%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 2 0.0%
IPL Plastics Inc. 1 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 24 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 42 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 187 0.1%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 93 0.1%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 3 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Written Put Option @ $79.00 Exp. 04-18-2019 -1 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 1 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 69 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 36 0.0%
Jamieson Wellness Inc. 3 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 43 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 66 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 37 0.0%
JPMorgan Chase & Co. 2.75% 08-24-2022 1 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 93 0.1%
JPMorgan Chase & Co. 6.10% 10-01-2024 1 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 1 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 1 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 1 0.0%
Just Energy Group Inc. 1 0.0%
KB Financial Group Inc. ADR 1 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 46 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 62 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 19 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 48 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 1 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 3 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 4 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 4 0.0%
KFW 3.375% 02-15-2021 2 0.0%
KFW 3.75% 05-29-2020 3 0.0%
Killam Apartment Real Estate Investment Trust 1 0.0%
Kinder Morgan Canada Ltd. 1 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 43 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 5 0.0%
Kinross Gold Corp. 1 0.0%
Kirkland Lake Gold Ltd. 3 0.0%
Komatsu Ltd. 2 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 1 0.0%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 2 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 1 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 2 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 5 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 155 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 12 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 119 0.1%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 19 0.0%
Labrador Iron Ore Royalty Corp. 2 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 285 0.3%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 3 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 2 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 3 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 82 0.0%
Laurentian Bank of Canada F/R 10-22-2019 6 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 186 0.1%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 1 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 104 0.1%
LG Corp. 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 2 0.0%
Liberty Global PLC Class A 4 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 20 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 56 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 29 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 1 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 1 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 7 0.0%
Lloyds Bank PLC F/R 07-11-2023 761 0.5%
Lloyds Banking Group PLC 3.50% 02-03-2025 125 0.1%
Loblaw Companies Ltd. 4 0.0%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 38 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 100 0.1%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 546 0.4%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 1 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 66 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 1 0.0%
Lundin Mining Corp. 2 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 2 0.0%
M&T Bank Corp. Pfd. Series A 2 0.0%
Mackenzie Canadian All Corporate Bond Index ETF 108 0.1%
Mackenzie Global High Yield Fixed Income ETF 10 0.0%
Mackenzie Multi-Strategy Absolute Return Fund Series R 3,042 1.8%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 680 0.5%
Mackenzie US TIPS Index ETF (CAD-Hedged) 2,081 1.2%
Magna International Inc. 1 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 472 0.4%
Mahindra & Mahindra Ltd. 1 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 95 0.1%
Manulife Bank of Canada 2.08% 05-26-2022 135 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 63 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 249 0.1%
Manulife Financial Corp. 6 0.0%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 37 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 235 0.1%
Manulife Financial Corp. Pfd. Series 13 35 0.0%
Maple Leaf Foods Inc. 2 0.0%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 3 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 1 0.0%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 3 0.0%
Martinrea International Inc. 1 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 253 0.1%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 1 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 181 0.1%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 35 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 75 0.0%
MCAP Service Corp. 1.08% 05-01-2022 55 0.0%
MCAP Service Corp. 1.13% 10-01-2021 103 0.1%
MCAP Service Corp. 1.24% 09-01-2021 78 0.0%
MCAP Service Corp. 1.386% 04-01-2021 77 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 145 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 1 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 3 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 3 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 3 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 198 0.1%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 78 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 1 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 79 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 1 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 177 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 41 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 33 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 138 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 2 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 1 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 2 0.0%
Methanex Corp. 3 0.0%
Metro Inc. 3 0.0%
Metro Inc. 4.27% 12-04-2047 Callable 2047 229 0.1%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 2 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 248 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 294 0.3%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 2 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 5 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 5 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 10 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 3 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 2 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 2 0.0%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 2 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 50 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 43 0.0%
Mitsubishi Electric Corp. 3 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 1 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 2 0.0%
Morgan Stanley 3.00% 02-07-2024 188 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 1 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 2 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 1 0.0%
Morneau Shepell Inc. 2 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 4 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 38 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 2 0.0%
Naspers Ltd. 1 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 1 0.0%
National Bank of Canada 5 0.0%
National Bank of Canada 1.96% 06-30-2022 896 0.6%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 76 0.0%
National Bank of Canada F/R 06-11-2019 356 0.3%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 1 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 3 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 47 0.0%
NAV CANADA 7.40% 06-01-2027 142 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 95 0.1%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 2 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 35 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 1 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 1 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 3 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 1 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 3 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 118 0.1%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 14 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 330 0.3%
New Flyer Industries Inc. 2 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 1 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 1 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 86 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 306 0.3%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 2 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 1 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 1 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 1 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 2 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 210 0.1%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 2 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 6 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 2 0.0%
NextEra Energy Inc. Conv. Pfd. 5 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 1 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 1 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 132 0.1%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 94 0.1%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 41 0.0%
Nokia OYJ 3.38% 06-12-2022 115 0.1%
Norbord Inc. 1 0.0%
Nordic Investment Bank 1.375% 07-15-2020 2 0.0%
Nordic Investment Bank 4.13% 03-19-2020 2 0.0%
Nordic Investment Bank 5.00% 04-19-2022 1 0.0%
North Battleford Power LP 4.958% 12-31-2032 147 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 99 0.1%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 53 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 81 0.0%
Northland Power Inc. 1 0.0%
Northview Apartment Real Estate Investment Trust 2 0.0%
Norwegian Government 3.75% 05-25-2021 8 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 27 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 51 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 41 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 1 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 2 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 2 0.0%
Novartis AG Reg. 4 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 3 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 3 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 1 0.0%
NTPC Ltd. 4.38% 11-26-2024 2 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 125 0.1%
Nutrien Ltd. 8 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 86 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 36 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 10 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 2 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 5 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 2 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 1 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 3 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 65 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 28 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 35 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 1 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 1 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 1 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 34 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 1 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 52 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 540 0.4%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 159 0.1%
Ontario Electricity Financial Corp. 0% 11-27-2020 165 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 118 0.1%
Ontario Hydro 0% 05-26-2025 59 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 203 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 46 0.0%
OPB Finance Trust 2.98% 01-25-2027 78 0.0%
Open Text Corp. 3 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 195 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 1 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 1 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 42 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 61 0.0%
Pan American Silver Corp. 2 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 4 0.0%
Parex Resources Inc. 3 0.0%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 57 0.0%
Parkland Fuel Corp. 3 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 1 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 172 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 201 0.1%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 8 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 1 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 2 0.0%
Pason Systems Inc. 2 0.0%
Pembina Pipeline Corp. 4 0.0%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 54 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 54 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 143 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 327 0.3%
Pembina Pipeline Corp. 4.75% 04-30-2043 67 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 91 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 1 0.0%
People's United Financial Inc. Pfd. Series A 3 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 394 0.3%
Pertamina Persero PT 4.30% 05-20-2023 144A 1 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 2 0.0%
Petroleo Brasileiro SA - Petrobras ADR 2 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 26 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 3 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 1 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 95 0.1%
Ping An Insurance (Group) Co. of China Ltd. H 1 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 60 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 1 0.0%
Plaza Trust F/R 04-02-2019 148 0.1%
Plenary Properties LTAP LP 6.288% 01-31-2044 298 0.3%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 52 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 85 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 1 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 4 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 2 0.0%
Power Corp. of Canada Sub. Voting* 1 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 2 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 2 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 124 0.1%
Premium Brands Holdings Corp. 2 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 2 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 1 0.0%
Province of Alberta 0.63% 04-18-2025 3 0.0%
Province of Alberta 1.00% 11-15-2021 4 0.0%
Province of Alberta 3.10% 06-01-2024 87 0.0%
Province of Alberta 3.40% 12-01-2023 2 0.0%
Province of British Columbia 2.70% 12-18-2022 138 0.1%
Province of British Columbia 3.25% 12-18-2021 46 0.0%
Province of British Columbia 3.30% 12-18-2023 53 0.0%
Province of British Columbia 3.70% 12-18-2020 91 0.0%
Province of British Columbia 6.35% 06-18-2031 263 0.1%
Province of British Columbia 6.60% 01-09-2020 1 0.0%
Province of Manitoba 2.45% 06-02-2025 47 0.0%
Province of Manitoba 2.55% 06-02-2023 46 0.0%
Province of Manitoba 3.30% 06-02-2024 59 0.0%
Province of Manitoba 6.30% 03-05-2031 122 0.1%
Province of New Brunswick 3.35% 12-03-2021 14 0.0%
Province of New Brunswick 3.65% 06-03-2024 134 0.1%
Province of New Brunswick 4.50% 06-02-2020 29 0.0%
Province of New Brunswick 4.55% 03-26-2037 26 0.0%
Province of Newfoundland 3.00% 06-02-2026 184 0.1%
Province of Newfoundland 3.70% 10-17-2048 310 0.3%
Province of Ontario 0% 06-02-2024 365 0.3%
Province of Ontario 0% 06-02-2026 68 0.0%
Province of Ontario 0% 07-13-2022 74 0.0%
Province of Ontario 2.60% 09-08-2023 977 0.6%
Province of Ontario 2.85% 06-02-2023 78 0.0%
Province of Ontario 2.90% 06-02-2049 1,969 1.2%
Province of Ontario 3.15% 06-02-2022 200 0.1%
Province of Ontario 3.50% 06-02-2024 193 0.1%
Province of Ontario 4.00% 06-02-2021 21 0.0%
Province of Ontario 4.20% 06-02-2020 60 0.0%
Province of Ontario 4.60% 06-02-2039 210 0.1%
Province of Ontario 5.60% 06-02-2035 98 0.1%
Province of Ontario 6.20% 06-02-2031 156 0.1%
Province of Ontario 6.50% 03-08-2029 222 0.1%
Province of Ontario Canada 2.90% 06-02-2028 2,946 1.7%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 139 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 76 0.0%
Province of Quebec 2.50% 09-01-2026 173 0.1%
Province of Quebec 2.75% 09-01-2025 342 0.3%
Province Of Quebec 2.75% 09-01-2028 231 0.1%
Province of Quebec 3.00% 09-01-2023 220 0.1%
Province of Quebec 3.50% 12-01-2048 385 0.3%
Province of Quebec 3.75% 09-01-2024 125 0.1%
Province of Quebec 4.25% 12-01-2031 Real Return 21 0.0%
Province of Quebec 4.50% 12-01-2020 124 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 7 0.0%
Province of Saskatchewan 3.30% 06-02-2048 102 0.1%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 34 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 24 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 87 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 185 0.1%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 2 0.0%
PulteGroup Inc. 7.875% 06-15-2032 1 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 87 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 84 0.0%
Quebecor Inc. Class B Sub. voting 7 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 181 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 8 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 5 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 1 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 53 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 243 0.1%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 2 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 58 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 75 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 2 0.0%
Reckitt Benckiser Group PLC 4 0.0%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 1 0.0%
Regions Bank 6.45% 06-26-2037 2 0.0%
Regions Financial Corp. 7.375% 12-10-2037 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 1 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 167 0.1%
Reliance LP 3.84% 03-15-2025 Callable 2025 129 0.1%
Renesas Electronics Corp. 2 0.0%
Republic of Argentina 5.88% 01-11-2028 2 0.0%
Republic of Austria 0.00% 07-15-2023 4 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 3 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 5 0.0%
Republic of Colombia 7.00% 09-11-2019 4 0.0%
Republic of Finland 1.50% 04-15-2023 3 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 2 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 1 0.0%
Republic of Indonesia 7.50% 05-15-2038 3 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 16 0.0%
Republic of Portugal 3.85% 04-15-2021 2 0.0%
Republic of the Philippines 4.00% 01-26-2022 2 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 1 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 27 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 17 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 2 0.0%
Restaurant Brands International Inc. 2 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 87 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 115 0.1%
Ritchie Bros. Auctioneers Inc. 1 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 3 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 29 0.0%
Rite Aid Corp. 7.70% 02-15-2027 129 0.1%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 1 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 1 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 1 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 1 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 1 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 4 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 4 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 119 0.1%
Rogers Communications Inc. Class B non-voting 5 0.0%
Rowan Companies Inc. 2 0.0%
Royal Bank of Canada 33 0.0%
Royal Bank of Canada 2.36% 12-05-2022 140 0.1%
Royal Bank of Canada 2.95% 05-01-2023 75 0.0%
Royal Bank of Canada 3.30% 09-26-2023 504 0.4%
Royal Bank of Canada 3.31% 01-20-2026 367 0.3%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 173 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 717 0.5%
Royal Bank of Canada F/R 08-01-2019 732 0.5%
Royal Dutch Shell PLC A 4 0.0%
Russel Metals Inc. 1 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 92 0.1%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 34 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 2 0.0%
Samsung Electronics Co. Ltd. 4 0.0%
Sanofi 4 0.0%
Santander Consumer Bank AS F/R 03-30-2020 2 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 40 0.0%
Sasol Ltd. ADR 1 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 64 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 5 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 3 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 2 0.0%
Schaeffler AG 1 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 2 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 73 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 82 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 3 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 3 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 2 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 30 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 1 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 2 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 1 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 64 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 180 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 97 0.1%
Shaw Communications Inc. 6.75% 11-09-2039 1,090 0.7%
Shaw Communications Inc. Class B non-voting 1 0.0%
Shaw Communications Inc. Pfd Series A 35 0.0%
Shopify Inc. 1 0.0%
Siemens AG 3 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 49 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 73 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 40 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 3 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 3 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 2 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 63 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 37 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 1 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 1 0.0%
SK Hynix Inc. 1 0.0%
SK Telecom Co. Ltd. ADR 1 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 36 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 30 0.0%
SNC-Lavalin Group Inc. 1 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 50 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 27 0.0%
SoftBank Group Corp. 2 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 60 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 20 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 1 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 234 0.1%
SP LP 3.21% 06-15-2019 228 0.1%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 1 0.0%
Spin Master Corp. 2 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 45 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 1 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 67 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 2 0.0%
Sprint Corp. 7.125% 06-15-2024 49 0.0%
Sprint Corp. 7.25% 09-15-2021 1 0.0%
Sprint Corp. 7.875% 09-15-2023 228 0.1%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 49 0.0%
Spy Hill Power LP 4.14% 03-31-2036 36 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 50 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 1 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 1 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 45 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 55 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 1 0.0%
Standard Chartered PLC 4 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 2 0.0%
Stantec Inc. 3 0.0%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 52 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 20 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 23 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 84 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 1 0.0%
Stella-Jones Inc. 1 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 3 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 2 0.0%
Storm King Funding F/R 03-18-2019 271 0.2%
Strait Crossing Development Inc. 6.17% 09-15-2031 80 0.0%
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 1 0.0%
Summit Industrial Income Real Estate Investment Trust 1 0.0%
Sun Life Financial Inc. 7 0.0%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 122 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 242 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 53 0.0%
Suncor Energy Inc. 16 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 1 0.0%
Superior Plus Corp. 1 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 306 0.3%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 175 0.1%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 7 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 137 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 33 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 2 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 3 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 71 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 1 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 109 0.1%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 84 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 4 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 3 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 40 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 147 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 1 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 2 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 50 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 108 0.1%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 5 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 1 0.0%
Teck Resources Ltd. Class B 6 0.0%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 2 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 1 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 2 0.0%
TELUS Corp. 6 0.0%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 3 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 13 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 194 0.1%
TELUS Corp. 3.75% 01-17-2025 Callable 102 0.1%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 40 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 153 0.1%
TELUS Corp. 5.05% 07-23-2020 1 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 1 0.0%
Tenaris SA 1 0.0%
Tencent Holdings Ltd. 3 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 1 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 176 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 3 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 228 0.1%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 3 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 2 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 42 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 1 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 1 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 41 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 64 0.0%
TFI International Inc. 1 0.0%
The ADT Corp. 3.50% 07-15-2022 3 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 2 0.0%
The Bank of Nova Scotia 14 0.0%
The Bank of Nova Scotia 1.83% 04-27-2022 105 0.1%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 335 0.3%
The Bank of Nova Scotia 2.29% 06-28-2024 209 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 124 0.1%
The Bank of Nova Scotia 2.98% 04-17-2023 342 0.3%
The Bank of Nova Scotia 3.10% 02-02-2028 88 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 3 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 112 0.1%
The Bank of Nova Scotia F/R 08-27-2019 656 0.5%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 48 0.0%
The Descartes Systems Group Inc. 1 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 1 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 3 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 2 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 3 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 186 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 2 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 183 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 129 0.1%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 5 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 4 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 195 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 1 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 2 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 207 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 53 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 56 0.0%
The North West Co. Inc. 1 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 55 0.0%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 1 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 2 0.0%
The Toronto-Dominion Bank 30 0.0%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 708 0.5%
The Toronto-Dominion Bank 2.05% 12-01-2022 19 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 99 0.1%
The Toronto-Dominion Bank 3.01% 05-30-2023 409 0.3%
The Toronto-Dominion Bank 3.226% 07-24-2024 46 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 112 0.1%
The Toronto-Dominion Bank 5.38% 07-01-2028 98 0.1%
The Toronto-Dominion Bank 5.50% 04-01-2024 16 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 79 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 444 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 292 0.3%
The Toronto-Dominion Bank F/R 07-31-2019 90 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 126 0.1%
The Walt Disney Co. 2.76% 10-07-2024 941 0.6%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 1 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 3 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 1 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 1 0.0%
Thomson Reuters Corp. 3 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 60 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 129 0.1%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 91 0.0%
TMX Group Ltd. 2 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 149 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 120 0.1%
Toromont Industries Ltd. 1 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 67 0.0%
Toronto Hospital 5.64% 12-08-22 65 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 1 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 2 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 3 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 1 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 50 0.0%
TransAlta Corp. 1 0.0%
TransAlta Corp. Pfd. Series A 69 0.0%
TransCanada Corp. 9 0.0%
TransCanada Corp. Pfd. Series 15 77 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 144 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 1 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 94 0.1%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 40 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 81 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 37 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 148 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 73 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 455 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 4 0.0%
Transcontinental Inc. Class A Sub. voting 1 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 1 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 3 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 57 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 143 0.1%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 2 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 24 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 6 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 2 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 2 0.0%
Tricon Capital Group Inc. 1 0.0%
Trillium Windpower LP 5.80% 02-15-2033 42 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 1 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 3 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 2 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 1 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 2 0.0%
U.S. Bancorp 0.85% 06-07-2024 2 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 2 0.0%
U.S. Bancorp Pfd. Security Series A 5 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 205 0.1%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 2 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 1 0.0%
UBS Group AG 4 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 20 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 58 0.0%
Union Gas Ltd. 8.65% 11-10-2025 11 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 2 0.0%
United Kingdom Treasury 3.75% 09-07-2020 1 0.0%
United Kingdom Treasury 4.25% 12-07-2027 8 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 137 0.1%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 3 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 3 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 4 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 120 0.1%
United States Treasury 2.75% 02-15-2028 132 0.1%
United States Treasury 2.88% 09-30-2023 1 0.0%
United States Treasury 3.00% 02-15-2048 586 0.4%
United States Treasury 3.38% 11-15-2048 4 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 64 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 72 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 11 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 51 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 1 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 3 0.0%
US Bancorp Pfd. Series K Callable 2023 2 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 2 0.0%
US Treasury 2.88% 08-15-2028 4,641 2.6%
USB Capital IX 3.50% 10-29-2049 5 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 2 0.0%
Vale SA ADR 1 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 1 0.0%
Valeant Pharmaceuticals International Inc. 4 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 309 0.3%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 1 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 35 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 74 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 47 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 2 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 1 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 3 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 3 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 100 0.1%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 4 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 56 0.0%
Veresen Inc. 3.06% 06-13-2019 68 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 43 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 144A 76 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 1 0.0%
Verizon Owner Trust 1.42% 01-20-2021 1 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 2 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 37 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 82 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 42 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 1 0.0%
Videotron Ltee 5.00% 07-15-2022 2 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 10 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 209 0.1%
Vinci SA 2 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 23 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 6 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 2 0.0%
Vodafone Group PLC 3.75% 01-16-2024 35 0.0%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 1 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 2 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 42 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 30 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 264 0.1%
Wachovia Capital Trust III F/R 03-15-2066 9 0.0%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 2 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 1 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 1 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 1 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 2 0.0%
Waste Connections Inc. 5 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 1 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 116 0.1%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 2 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 263 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 116 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 110 0.1%
Wells Fargo & Co. F/R 07-27-2021 1 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 45 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 3 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 1 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 1 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 45 0.0%
West Fraser Timber Co. Ltd. 1 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 89 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 43 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 3 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 3 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 3 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 2 0.0%
Westshore Terminals Investment Corp. 1 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 3 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 190 0.1%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 1 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 26 0.0%
Winpak Ltd. 1 0.0%
Wipro Ltd. ADR 1 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 17 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 2 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 1 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 2 0.0%
WSP Global Inc. 1 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 192 0.1%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 1 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 3 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 1 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 1 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 40 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 82 0.0%
Yamana Gold Inc. 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 21 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 1 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 1 0.0%
Total Investments -- 184,940 100.8%
Currency Hedge Contracts -- -1,857 -1.0%
Other Assets (Liabilities) -- 281 0.2%
Total Net Assets -- 183,364 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of March 31, 2019
  • Regional Allocation
      Canada
    63.2%
      United States
    13.8%
      Germany
    2.5%
      United Kingdom
    1.8%
      France
    1.4%
      Other
    1.0%
      Australia
    0.7%
      Luxembourg
    0.3%
      Netherlands
    0.2%
      Ireland
    0.2%
      Cash & Equivalents 14.9%
  • Sector Allocation
      Corporate Bonds 31.1%
      Federal Bonds 30.2%
      Cash & Equivalents 14.9%
      Foreign Fixed Income 8.3%
      Provincial Bonds 7%
      Mutual&Pooled 4.2%
      Bank Loans 3%
      Equities 0.6%
      Mortgage Backed 0.4%
      Other 0.3%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Note: USD option is capped to new purchases.

In early January 2017 Symmetry purchased a small allocation to Mackenzie Maximum Diversification All-World Ex-North America ETF.  In addition to being attracted to the TOBAM investment philosophy, the investment results in an improvement to the overall portfolio characteristics of the Symmetry portfolios.

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

Fund Risk Measures:
  • Annualized Standard Deviation: A measure of how widely returns varied over a period. A lower standard deviation means the returns of the fund have historically been less volatile and vice-versa. Standard deviation is a measure of historical risk; future risk may be different.
  • Annualized Standard Deviation Benchmark: A measure of how widely returns varied over a period. A lower standard deviation means the returns of the benchmark have historically been less volatile, and vice-versa.
  • Alpha: A measure of the difference between a portfolio's actual return and its expected return given its level of risk. Risk is measured by beta. A positive number indicates that it has performed better than beta would predict.
  • Beta: A measure of the tendency of the value of the fund and the value of the benchmark to move together. The market has a beta of 1. If beta of a fund is higher than 1, the movement in value compared to the benchmark tends to be amplified. A beta less than 1 means the movement in value tends to be dampened.
  • R2: A measure that represents the percentage of a fund's movements that can be attributed to movements of a benchmark index.
  • Sharpe Ratio: A measure of how much of a fund's excess return is achieved for a certain level of risk. The greater a fund's Sharpe Ratio, the higher the risk-adjusted returns.

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 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.