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 July 31, 2019
Major holdings represent 26.8% of the fund.
View all holdings
Total # of
Equity Holdings
2784
Total # of
Fixed Income Holdings
1298
Holding name, country and sector Percentage of holding in fund
Government of Canada 2.25% 06-01-2029
Canada | Federal Government
10.5%
Mackenzie US TIPS Index ETF (CAD-Hedged)
Canada | Exchange Traded Funds
3.1%
Government of Canada 3.00% 12-01-2036 Real Return
Canada | Federal Government
2.4%
Province of Ontario 2.70% 06-02-2029
Canada | Provincial Governments
2.2%
United States Treasury 2.38% 05-15-2029
United States | Foreign Governments
2.0%
Government of Canada 1.25% 12-01-2047 Real Return
Canada | Federal Government
1.8%
Province of Quebec 3.50% 12-01-2048
Canada | Provincial Governments
1.4%
Government of Canada 1.50% 09-01-2024
Canada | Federal Government
1.3%
Province of Ontario 2.90% 06-02-2028
Canada | Provincial Governments
1.1%
Government of Canada 4.25% 12-01-2026 Real Return
Canada | Federal Government
1.1%

Complete Fund Holdings Help Full holdings list

As of May 31, 2019
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 1 0.0%
407 International Inc. 3.14% 03-06-2030 Callable 2029 83 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 1 0.0%
407 International Inc. 3.65% 09-08-2044 Callable MTN 29 0.0%
407 International Inc. 3.67% 03-08-2049 Callable 2048 35 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 290 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 402 0.3%
407 International Inc. 6.75% 07-27-2039 Callable 22 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 328 0.3%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 18 0.0%
Absolute Software Corp. 1 0.0%
Abu Dhabi National Energy Co. 3.63% 06-22-2021 2 0.0%
Access Justice Durham 5.02% 08-31-2039 68 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 81 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 1 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 154 0.1%
AECOM 5.13% 03-15-2027 Callable 2026 1 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 1 0.0%
Aecon Group Inc. 3 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 19 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 74 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 45 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 178 0.1%
AGF Management Ltd. Class B non-voting 1 0.0%
Agnico-Eagle Mines Ltd. 5 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 98 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 82 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 50 0.0%
Aimia Inc. 6 0.0%
Air Canada 43 0.0%
Airports of Thailand Public Co. Ltd. 1 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 1 0.0%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 31 0.0%
Alacer Gold Corp. 2 0.0%
Alberta Powerline LP 4.06% 03-01-2054 41 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 61 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 60 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 92 0.0%
Algonquin Power & Utilities Corp. 1 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 173 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 63 0.0%
Algonquin Power Co. 4.60% 01-29-2029 Callable 2028 26 0.0%
Alibaba Group Holding Ltd. ADR 4 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 61 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 40 0.0%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 64 0.0%
Allergan PLC 2 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 19 0.0%
Allied Properties Real Estate Investment Trust 4 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 80 0.0%
AltaGas Ltd. Pfd. Series K 71 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 78 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 95 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 63 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 237 0.1%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 1 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 63 0.0%
American Electric Power Co. Inc. 6.13% Conv. Pfd. 1 0.0%
American Express Credit Account Master Trust 2.87% 10-15-2024 Callable 2022 1 0.0%
American International Group Inc. 8.18% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 2 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 12 0.0%
American Tower Corp. 5.00% 02-15-2024 1 0.0%
Anglo American Platinum Ltd. 1 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 427 0.3%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 17 0.0%
Anhui Conch Cement Co. Ltd. H 1 0.0%
Antero Resources Corp. 5.00% 03-01-2025 46 0.0%
Anthem Inc. 2.75% 10-15-2042 1 0.0%
APFS Staffing Holdings Inc. Term Loan 1st Lien F/R 04-10-2026 50 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 445 0.3%
Apple Inc. 3.25% 02-23-2026 1 0.0%
Apple Inc. F/R 02-09-2022 1 0.0%
Applebees/IHOP Funding LLC 4.12% 06-07-2049 Callable 2022 144A 1 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 1 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 1 0.0%
Aritzia Inc. 5 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 69 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 20 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 1 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 33 0.0%
Asia Cement Corp. 1 0.0%
Asian Development Bank 2.63% 01-30-2024 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. 2.85% 05-25-2024 128 0.1%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 60 0.0%
AT&T Inc. 4.10% 02-15-2028 Callable 2027 34 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 39 0.0%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 645 0.4%
ATCO Ltd. Class I non-voting 12 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 86 0.0%
Athabasca Oil Corp. 1 0.0%
Atlantic Power Corp. 1 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 130 0.1%
ATS Automation Tooling Systems Inc. 23 0.0%
Aurora Cannabis Inc. 5 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 1 0.0%
AutoCanada Income Fund 5.63% 05-25-2021 95 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 1 0.0%
Avolon TLB Borrower 1 US LLC Term Loan B3 1st Lien F/R 01-15-2025 26 0.0%
AXA SA 2 0.0%
B2Gold Corp. 2 0.0%
Baidu Inc. ADR 1 0.0%
Ball Corp. 4.00% 11-15-2023 1 0.0%
Ball Corp. 4.375% 12-15-2020 1 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 1 0.0%
Ball Corp. 5.25% 07-01-2025 1 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 48 0.0%
Banco Bradesco SA Pref. ADR 2 0.0%
Banco BTG Pactual SA - Unit 1 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 1 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 1 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 1 0.0%
Bank of America Corp F/R 04-23-2027 Callable 2026 1 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 58 0.0%
Bank of America Corp. 3.95% 04-21-2025 26 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 2 0.0%
Bank of America Corp. F/R 04-25-2025 Callable 2024 136 0.1%
Bank of America Corp. F/R 09-20-2025 Callable 2024 328 0.3%
Bank of America Corp. F/R 12-20-2023 Callable 2022 1 0.0%
Bank of America Credit Card Trust 2.70% 07-17-2023 Callable 2021 1 0.0%
Bank of Communications Co. Ltd. H 1 0.0%
Bank of Israel 0% 11-06-2019 4 0.0%
Bank of Montreal 128 0.1%
Bank of Montreal 2.27% 07-11-2022 188 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 294 0.1%
Bank of Montreal 2.85% 03-06-2024 103 0.0%
Bank of Montreal 2.89% 06-20-2023 208 0.1%
Bank of Montreal 3.19% 03-01-2028 93 0.0%
Bank of Montreal 3.25% 10-06-2022 1 0.0%
Bank of Montreal 3.32% 06-01-2026 98 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 376 0.3%
Bank of Montreal F/R 02-01-2023 1,031 0.6%
Bank of Montreal F/R 03-30-2020 59 0.0%
Bankers Hall LP 4.38% 11-20-2023 91 0.0%
Barclays PLC 2 0.0%
Barrick Gold Corp. 16 0.0%
Bausch Health Cos Inc. 23 0.0%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 57 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 59 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 37 0.0%
Bayer AG 1 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 1 0.0%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 144A 214 0.1%
BCE Inc. 43 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 264 0.1%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 113 0.1%
Becton Dickinson Euro Finance SARL 1.21% 06-04-2026 Callable 2026 1 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 1 0.0%
Beijing Enterprises Holdings Ltd. 1 0.0%
Bell Canada 2.70% 02-27-2024 Callable 302 0.1%
Bell Canada 3.80% 08-21-2028 Callable 2028 26 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 44 0.0%
Bell Canada 4.45% 02-27-2047 Callable 256 0.1%
Bell Canada 4.70% 09-11-2023 MTN 54 0.0%
Bell Canada 6.17% 02-26-2037 89 0.0%
Bell Canada 6.55% 05-01-2029 Callable 74 0.0%
Berry Global Escrow Corp. 4.88% 07-15-2026 Callable 2022 144A 63 0.0%
Berry Global Escrow Corp. 5.63% 07-15-2027 Callable 2022 144A 32 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 1 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 45 0.0%
BMW Canada Inc. F/R 06-14-2019 48 0.0%
BNP Paribas SA 1 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 72 0.0%
Boardwalk Real Estate Investment Trust 4 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 1 0.0%
Bonavista Energy Corp. 1 0.0%
Boston Scientific Corp. 3.45% 03-01-2024 Callable 2024 1 0.0%
Boyd Group Income Fund 3 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 208 0.1%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 2 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 40 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 41 0.0%
British American Tobacco PLC 2 0.0%
Broadcom Inc. 4.75% 04-15-2029 Callable 2029 144A 1 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 36 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 44 0.0%
Brookfield Asset Management Inc. Class A limited voting 23 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 20 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 64 0.0%
Brookfield Business Partners LP 2 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 39 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 220 0.1%
Brookfield Infrastructure Partners LP 2 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 82 0.0%
Brookfield Property Partners LP 2 0.0%
Brookfield Property REIT Inc. 5.75% 05-15-2026 Callable 2022 144A 1 0.0%
Brookfield Renewable Energy Partners LP 2 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 202 0.1%
Brookfield Renewable Energy Partners ULC 3.75% 06-02-2025 Callable 2025 81 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 45 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 82 0.0%
BRP Finance ULC 4.79% 02-07-2022 43 0.0%
BRP Inc. 7 0.0%
Bruce Power LP 2.84% 06-23-2021 183 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 164 0.1%
Bruce Power LP 3.97% 06-23-2026 52 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 102 0.0%
Builders FirstSource Inc. 6.75% 06-01-2027 Callable 2022 144A 29 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 2 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 123 0.1%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 77 0.0%
BWAY Corp. Term Loan B 1st Lien F/R 04-03-2024 128 0.1%
BWAY Holding Co. 7.25% 04-15-2025 144A 131 0.1%
BXP Trust 3.42% 06-13-2039 1 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 46 0.0%
CAE Inc. 62 0.0%
Calceus Acquisition Inc. Term Loan B1 1st Lien F/R 02-08-2025 71 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 42 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2019 144A 145 0.1%
Camb Commercial Mortgage Trust F/R 12-09-2020 1 0.0%
Cameco Corp. 6 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 29 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 233 0.1%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 1 0.0%
Canaccord Genuity Group Inc. 1 0.0%
Canada Goose Holdings Inc. 1 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-02-2024 23 0.0%
Canada Housing Trust 2.65% 12-15-2028 1,144 0.6%
Canada Housing Trust 2.90% 06-15-2024 827 0.5%
Canada Housing Trust F/R 03-15-2024 1,265 0.7%
Canada Housing Trust No. 1 1.08% 09-15-2021 37 0.0%
Canada Housing Trust No. 1 1.25% 06-15-2021 437 0.3%
Canada Housing Trust No. 1 2.35% 06-15-2023 864 0.5%
Canada Housing Trust No. 1 F/R 09-15-2023 1,317 0.7%
Canadian Apartment Properties Real Estate Investment Trust 17 0.0%
Canadian Credit Card Trust II 1.83% 03-24-2020 141 0.1%
Canadian Imperial Bank of Commerce 69 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 151 0.1%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 37 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 382 0.3%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 90 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 298 0.1%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 127 0.1%
Canadian Imperial Bank of Commerce F/R 07-22-2019 168 0.1%
Canadian Mortgage Pools 2.65% 10-01-2027 28 0.0%
Canadian National Railway Co. 155 0.1%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 105 0.0%
Canadian National Railway Co. 3.60% 02-08-2049 Callable 2048 65 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 110 0.1%
Canadian Natural Resources Ltd. 15 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 52 0.0%
Canadian Pacific Railway Ltd. 110 0.1%
Canadian Pacific Railway Ltd. 3.15% 03-13-2029 Callable 2028 50 0.0%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2023 25 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 35 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 15 0.0%
Canadian Utilities Ltd. Class A non-voting 8 0.0%
Canadian Western Bank 6 0.0%
Canfor Pulp Products Inc. 4 0.0%
Canopy Growth Corp. 7 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 1 0.0%
Capital Power Corp. 26 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 54 0.0%
Capitec Bank Holdings Ltd. 1 0.0%
Cards II Trust 2.16% 10-15-2020 170 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 72 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 93 0.0%
Cascades Inc. 4 0.0%
Cash & Equivalents** 27,492 12.6%
CBC Monetization Trust 4.688% 05-15-2027 Callable 58 0.0%
CBS Corp. 2.90% 01-15-2027 Callable 2026 31 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 113 0.1%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 149 0.1%
CCL Industries Inc. Class B non-voting 34 0.0%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 100 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 1 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 1 0.0%
CCO Holdings LLC 5.88% 04-01-2024 Callable 2019 144A 33 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 42 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 1 0.0%
Celestica Inc. Sub. voting 1 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 24 0.0%
Cenovus Energy Inc. 8 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 111 0.1%
Centennial Resource Production LLC 6.88% 04-01-2027 Callable 2022 144A 177 0.1%
Centerra Gold Inc. 8 0.0%
Central 1 Credit Union F/R 02-05-2021 88 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 62 0.0%
CGI Inc. 61 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 117 0.1%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 107 0.0%
Charter Communications Operating LLC 5.75% 04-01-2048 Callable 2047 1 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 100 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 116 0.1%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 34 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 60 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 1 0.0%
China Conch Venture Holdings Ltd. 1 0.0%
China Construction Bank Corp. H 4 0.0%
China Life Insurance Co. Ltd. H 1 0.0%
China Merchants Bank Co. Ltd. H 2 0.0%
China Mobile Ltd. ADR 5 0.0%
China National Offshore Oil Corp. Ltd. ADR 2 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 1 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 19 0.0%
Choice Properties Real Estate Investment Trust 3 0.0%
Choice Properties Real Estate Investment Trust 3.54% 06-11-2029 Callable 2029 149 0.1%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 49 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 67 0.0%
Choice Properties Real Estate Investment Trust 4.06% 11-24-2025 Callable 92 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 110 0.1%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 132 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 14 0.0%
Chubb INA Holdings Inc. 3.35% 05-15-2024 1 0.0%
CI Financial Corp. 1 0.0%
CI Financial Corp. 3.90% 09-27-2027 Callable 35 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 183 0.1%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 1 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 1 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 1 0.0%
City of Oslo F/R 05-06-2026 2 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 25 0.0%
CK Hutchison Holdings Ltd. 1 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 56 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 34 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 1 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 113 0.1%
Cogeco Communications Inc. 16 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 278 0.1%
Cogeco Communications Inc. 5.15% 11-16-2020 177 0.1%
Cogeco Inc. Sub. voting 5 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 1 0.0%
Colliers International Group Inc. 5 0.0%
Colombia Government International Bond 4.00% 02-26-2024 1 0.0%
Colombia Government International Bond 4.50% 01-28-2026 1 0.0%
Comber Wind Financial Corp. 5.13% 11-15-2030 95 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 71 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 39 0.0%
CommScope Inc. Term Loan B2 1st Lien F/R 02-07-2026 48 0.0%
CommScope Technologies Finance LLC 6.00% 03-01-2026 Callable 2022 144A 1 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 142 0.1%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 67 0.0%
Compagnie Financière Richemont SA 2 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 1 0.0%
Companhia Siderurgica Nacional SA (CSN) ADR 1 0.0%
Compania Cervecerias Unidas SA ADR 1 0.0%
Concho Resources Inc. 4.30% 08-15-2028 Callable 2028 1 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 87 0.0%
Constellation Software Inc. 56 0.0%
Constellium NV 4.25% 02-15-2026 Callable 2020 52 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 203 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 28 0.0%
Consumers Gas 6.10% 05-19-28 21 0.0%
Conterra Ultra Broadband Holdings Inc. Term Loan B 1st Lien F/R 04-26-2026 48 0.0%
Continental Resources Inc. 4.38% 01-15-2028 Callable 2027 1 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 1 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 136 0.1%
Cordelio Amalco GP I 4.09% 09-30-2034 56 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 28 0.0%
Corporacion Andina de Fomento 4.375% 06-15-2022 1 0.0%
Corus Entertainment Inc. Class B non-voting 11 0.0%
Cott Corp. 3 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 1 0.0%
Credit Acceptance Corp. 6.63% 03-15-2026 Callable 2022 64 0.0%
Credit Suisse Mortgage Trust F/R 05-15-2036 144A 1 0.0%
Crescent Point Energy Corp. 6 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 63 0.0%
CRH Medical Corp. 1 0.0%
Crombie Real Estate Investment Trust 1 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 34 0.0%
Crosslinx Transit Solutions General Partnership 4.65% 09-30-2046 98 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 1 0.0%
Crown Castle International Corp. 3.65% 09-01-2027 Callable 2027 1 0.0%
Crown Castle International Corp. 4.30% 02-15-2029 Callable 2028 1 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 1 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 1 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 1 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 1 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 116 0.1%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 1 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 49 0.0%
CT Real Estate Investment Trust 5 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 57 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 221 0.1%
CU Inc. 3.95% 11-23-2048 Callable 2048 96 0.0%
CU Inc. 3.96% 07-27-2045 Callable 25 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 103 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 346 0.3%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 83 0.0%
DB Master Finance LLC 3.79% 05-20-2049 1 0.0%
DCP Midstream LP 5.13% 05-15-2029 Callable 2029 1 0.0%
DCP Midstream LP F/R 06-15-2167 Perp. Callable 2022 2 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 1 0.0%
Dell International LLC 5.30% 10-01-2029 Callable 2029 144A 1 0.0%
Dell International LLC 8.10% 07-15-2036 Callable 2036 144A 1 0.0%
Deutsche Boerse AG 1 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2023 Inflation Indexed 400 0.3%
Deutsche Bundesrepublik 0.10% 04-15-2026 Inflation Indexed 1,636 0.9%
Deutsche Bundesrepublik 0.10% 04-15-2046 Inflation Indexed 501 0.3%
Deutsche Bundesrepublik 0.50% 04-15-2030 Inflation Indexed 410 0.3%
Deutsche Bundesrepublik 1.94% 04-15-2020 849 0.5%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 29 0.0%
Diamond 1 Finance Corp. 8.35% 07-15-2046 Callable 2046 144A 2 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 1 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 14 0.0%
Discovery Card Execution Note Trust 3.04% 07-15-2024 1 0.0%
DISH DBS Corp. 5.88% 11-15-2024 191 0.1%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 20 0.0%
Dollarama Inc. 41 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 1 0.0%
Domino's Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2020 1 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 1 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2019 1 0.0%
Dr. Reddy's Laboratories Ltd. ADR 1 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 178 0.1%
Dream Global Real Estate Investment Trust 11 0.0%
Dream Industrial Real Estate Investment Trust 7 0.0%
Dream Office Real Estate Investment Trust 12 0.0%
Drive Chassis Holdco LLC. Term Loan 2nd Lien F/R 04-12-2026 29 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 1 0.0%
Dundee Precious Metals Inc. 4 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 99 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 35 0.0%
ECN Capital Corp. 3 0.0%
Ecopetrol SA Sponsored ADR 1 0.0%
eG Global Finance PLC 6.75% 02-07-2025 Callable 2021 144A 271 0.1%
Eldorado Gold Corp. 2 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 71 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 13 0.0%
Element Fleet Management Corp. 16 0.0%
Emera Inc. 7 0.0%
Emera Inc. 2.90% 06-16-2023 84 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 1 0.0%
Empire Co. Ltd. Class A non-voting 35 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 216 0.1%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 144 0.1%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 66 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 16 0.0%
Enbridge Inc. 122 0.1%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 62 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 1 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 102 0.0%
Enbridge Inc. 4.24% 08-27-2042 63 0.0%
Enbridge Inc. 4.57% 03-11-2044 1,001 0.6%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 11 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 863 0.5%
Enbridge Inc. 5.75% 09-02-2039 Callable 86 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 1 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 305 0.2%
Enbridge Pipelines Inc. 3.52% 02-22-2029 Callable 2028 24 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 117 0.1%
Enbridge Southern Lights LP 4.014% 06-30-2040 26 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 27 0.0%
EnCana Corp. 1 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 91 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 69 0.0%
Enerflex Ltd. 4 0.0%
Enerplus Corp. 10 0.0%
Enghouse Systems Ltd. 6 0.0%
Engie Brasil Energia SA 1 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 59 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 59 0.0%
Entercom Communications Corp. 6.50% 05-01-2027 Callable 2022 144A 46 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 73 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 77 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 66 0.0%
Equitable Group Inc. 1 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 1 0.0%
EUROFIMA 4.55% 03-30-2027 294 0.1%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 27 0.0%
European Investment Bank 1.50% 05-12-2022 1 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 105 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 26 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 1 0.0%
Expedia Inc. 5.00% 02-15-2026 1 0.0%
Export Development Canada 0.88% 12-07-2021 1 0.0%
Export-Import Bank of Korea 1.93% 02-24-2020 144A 1 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 200 0.1%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 53 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 35 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 301 0.1%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 34 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 148 0.1%
FBG Finance Pty Ltd. 3.25% 09-06-2022 1 0.0%
Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 160 0.1%
Fédération des Caisses Desjardins du Québec 3.06% 09-11-2023 372 0.3%
Federative Republic of Brazil 10.00% 01-01-2023 4 0.0%
Federative Republic of Brazil 10.00% 01-01-2029 2 0.0%
Federative Republic of Brazil 4.50% 05-30-209 Callable 2029 1 0.0%
Feng TAY Enterprise Co. Ltd. 1 0.0%
Ferrovial SA 2 0.0%
Fiat Chrysler Automobiles NV 1 0.0%
Fibra Uno Administration SA 1 0.0%
Fidelity National Information Services Inc. 1.50% 05-21-2027 Callable 2027 1 0.0%
Fifth Avenue LP 4.71% 08-05-2021 52 0.0%
Fila Korea Ltd. 1 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 1 0.0%
First Capital Realty Inc. 13 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 86 0.0%
First Nations ETF LP 4.14% 12-31-2041 49 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 243 0.1%
FirstRand Ltd. 1 0.0%
FirstService Corp. 7 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 1 0.0%
Ford Credit Canada Co. 2.92% 09-16-2020 57 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 59 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 108 0.0%
Fortified Trust 2.56% 03-23-2024 70 0.0%
Fortis Inc. 16 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 18 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 20 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 93 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 254 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 266 0.1%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 35 0.0%
Franco-Nevada Corp. 5 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 1 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 124 0.1%
French Republic Government Bond OAT 0.10% 03-01-2028 177 0.1%
French Republic Government Bond OAT 0.10% 07-25-2047 242 0.1%
French Republic Government Bond OAT 0.70% 07-25-2030 596 0.4%
French Republic Government Bond OAT 1.10% 07-25-2022 107 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 698 0.4%
French Republic Government Bond OAT 2.80% 07-25-2020 633 0.4%
French Republic Government Bond OAT 3.15% 07-25-2032 252 0.1%
French Republic Government Bond OAT 4.32% 07-25-2029 200 0.1%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 34 0.0%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 59 0.0%
Fusion Connect Inc. Term Loan 1st Lien F/R 06-03/2019 1 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 17 0.0%
Futures Contracts 106 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 119 0.1%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 119 0.1%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 81 0.0%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 156 0.1%
Gaz Metro Inc. 1.52% 05-25-2020 38 0.0%
Gazprom Neft PJSC 1 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 1 0.0%
General Electric Capital Corp. F/R 07-30-2019 2 0.0%
General Electric Co. 8.35% 09-03-2022 2 0.0%
General Electric Co. F/R 12-08-2021 1 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 113 0.1%
Genesis Trust II 1.70% 04-15-2020 126 0.1%
Genworth MI Canada Inc. 16 0.0%
Genworth MI Canada Inc. 4.242% 04-01-2024 61 0.0%
George Weston Ltd. 1 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 104 0.0%
GFL Environmental Inc. 5.63% 05-01-2022 Callable 2019 144A 52 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 173 0.1%
GFL Environmental Inc. 8.50% 05-01-2027 Callable 2022 144A 113 0.1%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 59 0.0%
Gibson Energy Inc. 11 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 332 0.3%
Gildan Activewear Inc. 13 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 122 0.1%
GlaxoSmithKline PLC 2 0.0%
GLOBALFOUNDRIES Inc. Term Loan B 1st Lien F/R 05/24/2026 175 0.1%
Golden Entertainment Inc. 7.63% 04-15-2026 Callable 2022 144A 63 0.0%
Government of Argentina 6.88% 04-22-2021 1 0.0%
Government of Aruba 6.50% 01-31-2029 2 0.0%
Government of Australia 3.25% 04-21-2029 966 0.5%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 1 0.0%
Government of Bermuda 4.85% 02-06-2024 4 0.0%
Government of Canada 0.50% 12-01-2050 Real Return 1,131 0.6%
Government of Canada 0.75% 03-01-2021 35 0.0%
Government of Canada 0.75% 09-01-2020 191 0.1%
Government of Canada 0.75% 09-01-2021 124 0.1%
Government of Canada 1.00% 06-01-2027 1,146 0.6%
Government of Canada 1.00% 09-01-2022 70 0.0%
Government of Canada 1.25% 11-01-2019 3 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 3,563 1.7%
Government of Canada 1.50% 03-01-2020 2 0.0%
Government of Canada 1.50% 06-01-2026 14 0.0%
Government of Canada 1.50% 09-01-2024 2,852 1.4%
Government of Canada 1.50% 12-01-2044 Real Return 758 0.4%
Government of Canada 1.75% 05-01-2021 2,670 1.3%
Government of Canada 1.75% 08-01-2020 205 0.1%
Government of Canada 2.00% 09-01-2023 78 0.0%
Government of Canada 2.00% 11-01-2020 83 0.0%
Government of Canada 2.00% 12-01-2041 Real Return 623 0.4%
Government of Canada 2.25% 02-01-2021 33 0.0%
Government of Canada 2.25% 03-01-2024 1 0.0%
Government of Canada 2.25% 06-01-2029 28,789 13.3%
Government of Canada 2.75% 12-01-2048 5,254 2.5%
Government of Canada 3.00% 12-01-2036 Real Return 5,189 2.5%
Government of Canada 3.25% 06-01-2021 190 0.1%
Government of Canada 3.50% 06-01-2020 606 0.4%
Government of Canada 4.00% 12-01-2031 Real Return 923 0.5%
Government of Canada 4.25% 12-01-2021 Real Return 1,667 0.9%
Government of Canada 4.25% 12-01-2026 Real Return 2,550 1.3%
Government of Canada 5.75% 06-01-2033 88 0.0%
Government of Cayman Islands 5.95% 11-24-2019 1 0.0%
Government of Cayman Islands 5.95% 11-24-2019 144A 2 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 1 0.0%
Government of Chile 4.00% 03-01-2023 1 0.0%
Government of Chile 4.50% 03-01-2021 1 0.0%
Government of Dominican Republic 7.45% 04-30-2044 2 0.0%
Government of Dominican Republic 7.50% 05-06-2021 1 0.0%
Government of El Salvador 7.38% 12-01-2019 2 0.0%
Government of France 2.10% 07-25-2023 Inflation-Linked 570 0.4%
Government of Germany 0.25% 02-15-2029 1,937 1.0%
Government of Hungary 6.38% 03-29-2021 2 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 1 0.0%
Government of Indonesia 7.00% 05-15-2022 1 0.0%
Government of Indonesia 8.38% 03-15-2024 1 0.0%
Government of Indonesia 8.38% 09-15-2026 1 0.0%
Government of Ireland 1.00% 05-15-2026 2 0.0%
Government of Ireland 3.40% 03-18-2024 2 0.0%
Government of Jamaica 8.00% 06-24-2019 1 0.0%
Government of Japan 0% 08-13-2019 9 0.0%
Government of Japan 0.10% 12-20-2023 3 0.0%
Government of Malaysia 3.84% 04-15-2033 1 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 1 0.0%
Government of Malaysia 4.06% 09-30-2024 1 0.0%
Government of Malaysia 4.16% 07-15-2021 1 0.0%
Government of Mexico 7.50% 06-03-2027 4 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1 0.0%
Government of Philippines 3.50% 03-20-2021 1 0.0%
Government of Philippines 3.50% 04-21-2023 1 0.0%
Government of Philippines 6.25% 01-14-2036 1 0.0%
Government of Philippines 6.25% 03-12-2024 1 0.0%
Government of Philippines 8.00% 07-19-2031 1 0.0%
Government of Portugal 5.13% 10-15-2024 144A 1 0.0%
Government of Qatar 4.00% 03-14-2029 144A 1 0.0%
Government of Qatar 4.50% 01-20-2022 1 0.0%
Government of Qatar 4.82% 03-14-2049 144A 1 0.0%
Government of Singapore 2.50% 06-01-2019 1 0.0%
Government of Singapore 3.25% 09-01-2020 2 0.0%
Government of Sweden 0.13% 04-24-2023 144A 1 0.0%
Government of United Kingdom 1.63% 10-22-2028 1,929 1.0%
Gran Tierra Energy Inc. 5 0.0%
Granite Real Estate Investment Trust 29 0.0%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 28 0.0%
Great Canadian Gaming Corp. 4 0.0%
Great-West Lifeco Inc.* 3 0.0%
Greater Toronto Airports Authority 2.73% 04-03-2029 Callable 2029 50 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 116 0.1%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 04-05-2024 29 0.0%
H&R Real Estate Investment Trust 8 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 66 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 131 0.1%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 40 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 1 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 211 0.1%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 33 0.0%
Hang Lung Development Co. 1 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 97 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 1 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 170 0.1%
HCA Inc. 5.00% 03-15-2024 1 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 1 0.0%
HCA Inc. 5.375% 02-01-2025 1 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 82 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 2 0.0%
HDFC Bank Ltd. ADR 2 0.0%
Health Montreal Collective LP 6.72% 09-30-2049 53 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 270 0.1%
Heathrow Funding Ltd. 3.25% 05-21-2025 331 0.3%
Heathrow Funding Ltd. 3.40% 03-08-2028 98 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 167 0.1%
Henkel AG & Co. KGaA 1 0.0%
Hitachi Ltd. 2 0.0%
Hollis Receivables Term Trust II 1.79% 02-26-2020 617 0.4%
Home Capital Group Inc. 1 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 34 0.0%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 7 0.0%
Honda Canada Finance Inc. F/R 09-13-2021 18 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 4 0.0%
Honda Motor Co. Ltd. 1 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2020 144A 45 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 101 0.0%
Hotai Motor Co. Ltd. 1 0.0%
HSBC Bank Canada 2.17% 06-29-2022 206 0.1%
HSBC Bank Canada 2.54% 01-31-2023 99 0.0%
HSBC Bank Canada 3.25% 09-15-2023 408 0.3%
HSBC Bank Canada F/R 07-10-2019 83 0.0%
HSBC Holdings PLC 2 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 3 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 133 0.1%
Hungary Government International Bond 6.25% 01-29-2020 2 0.0%
Husky Energy Inc. 7 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 67 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 165 0.1%
Hydro One Inc. 8 0.0%
Hydro One Inc. 2.54% 04-05-2024 Callable 2024 114 0.1%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 109 0.1%
Hydro One Inc. 3.72% 11-18-2047 184 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 77 0.0%
IA Financial Corporate Inc. 22 0.0%
ICICI Bank Ltd. ADR 2 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 09-25-2024 105 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 1 0.0%
II-VI Inc. Term Loan B 1st Lien F/R 05-08-2026 106 0.0%
Imperial Oil Ltd. 14 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 126 0.1%
Industrial and Commercial Bank of China Ltd. H 2 0.0%
Infosys Ltd. ADR 3 0.0%
ING Groep NV 1 0.0%
Innovative Water Care Global Corp. Term Loan 1st Lien F/R 02-27-2026 71 0.0%
Inovalis Real Estate Investment Trust 1 0.0%
Institutional Shareholder Services Inc. Term Loan 1st Lien F/R 02-26-2026 63 0.0%
Intact Financial Corp. 7 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 169 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 13 0.0%
Inter Pipeline Ltd. 11 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 153 0.1%
Inter Pipeline Ltd. 3.17% 03-24-2025 Callable 2024 MTN 135 0.1%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 118 0.1%
Inter Pipeline Ltd. F/R 03-26-2079 Callable 2029 266 0.1%
Inter-American Development Bank 7.88% 03-14-2023 1 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 35 0.0%
International Finance Corp. 2.88% 07-31-2023 1 0.0%
International Finance Corp. 3.63% 05-20-2020 66 0.0%
International Finance Corp. 7.00% 07-20-2027 6 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 18 0.0%
InterRent Real Estate Investment Trust 14 0.0%
IPL Plastics Inc. 12 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 28 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 29 0.0%
IQVIA Holdings Inc. 5.00% 05-15-2027 Callable 2022 144A 137 0.1%
IRB Brasil Resseguros SA 1 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 207 0.1%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 81 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $82.00 Exp. 07-19-2019 3 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 11-15-2019 21 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 6 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 2 0.0%
iShares MSCI EAFE ETF 1 0.0%
iShares S&P/TSX 60 Index ETF 28 0.0%
iShares TIPS Bond ETF 6 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 41 0.0%
Jamieson Wellness Inc. 16 0.0%
Jane Street Group LLC. Term Loan B 1st Lien F/R 08-25-2022 79 0.0%
Janus International Group LLC Term Loan 1st Lien F/R 02-15-2025 42 0.0%
JBS SA 1 0.0%
JBS USA Lux SA 5.88% 07-15-2024 Callable 2019 144A 70 0.0%
JD.com Inc. ADR 1 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 49 0.0%
Jefferies Finance LLC Term Loan 1st Lien F/R 05-21-2026 31 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 14 0.0%
John Deere Financial Inc. 2.99% 01-14-2022 15 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 37 0.0%
JPMorgan Chase & Co. 2.95% 10-01-2026 1 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 104 0.0%
JPMorgan Chase & Co. F/R 01-23-2029 Callable 2028 1 0.0%
Just Energy Group Inc. 9 0.0%
KB Financial Group Inc. ADR 1 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 53 0.0%
Kestra Advisor Services Holdings A Inc. Term Loan 1st Lien F/R 04-29-2026 49 0.0%
Keyera Corp. 1 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 103 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 20 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 1 0.0%
Killam Apartment Real Estate Investment Trust 14 0.0%
Kinder Morgan Canada Ltd. 2 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 49 0.0%
Kinross Gold Corp. 6 0.0%
Kirin Holdings Co. Ltd. 1 0.0%
Kirkland Lake Gold Ltd. 42 0.0%
Knight Therapeutics Inc. 1 0.0%
Komatsu Ltd. 1 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 1 0.0%
Kreditanstalt Fuer Wiederaufbau 0.13% 06-07-2023 1 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 1 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 1 0.0%
Kreditanstalt für Wiederaufbau 2.75% 09-08-2020 2 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 153 0.1%
Kumba Iron Ore Ltd. 1 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 21 0.0%
Labrador Iron Ore Royalty Corp. 18 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 119 0.1%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 339 0.3%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 1 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 1 0.0%
Largo Resources Ltd. 1 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2020 144A 218 0.1%
Lenovo Group Ltd. 1 0.0%
LG Corp. 1 0.0%
Liberty Global PLC Class A 1 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 23 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 61 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 32 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 90 0.0%
Lite-On Technology Corp. 1 0.0%
Loblaw Companies Ltd. 9 0.0%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 44 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 118 0.1%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 652 0.4%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 01-15-2020 10 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 76 0.0%
Lukoil 1 0.0%
Lundin Mining Corp. 14 0.0%
Mackenzie Enhanced Fixed Income Risk Premia Fund Series R 608 0.4%
Mackenzie Floating Rate Income ETF 1 0.0%
Mackenzie Global High Yield Fixed Income ETF 7 0.0%
Mackenzie Multi-Strategy Absolute Return Fund Series R 2,945 1.5%
Mackenzie Unconstrained Fixed Income Fund Series R 2 0.0%
Mackenzie US High Yield Bond Index ETF (CAD-Hedged) 2 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 1,331 0.7%
Mackenzie US Large Cap Equity Index ETF 5 0.0%
Mackenzie US TIPS Index ETF (CAD-Hedged) 6,348 3.0%
Macquarie Korea Infrastructure Fund 1 0.0%
Magellan Aerospace Corp. 1 0.0%
Magna International Inc. 9 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 107 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 106 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 116 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 71 0.0%
Manulife Bank of Canada F/R 03-04-2021 25 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 270 0.1%
Manulife Financial Corp. 54 0.0%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 80 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 270 0.1%
Manulife Financial Corp. Pfd. Series 13 82 0.0%
Maple Leaf Foods Inc. 14 0.0%
Marathon Oil Corp. 4.40% 07-15-2027 Callable 2027 1 0.0%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 1 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 1 0.0%
Martinrea International Inc. 11 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 155 0.1%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 16 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 218 0.1%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 37 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 79 0.0%
MCAP Service Corp. 1.08% 05-01-2022 57 0.0%
MCAP Service Corp. 1.13% 10-01-2021 109 0.1%
MCAP Service Corp. 1.24% 09-01-2021 79 0.0%
MCAP Service Corp. 1.386% 04-01-2021 81 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 167 0.1%
McDonald's Corp. 3.80% 04-01-2028 Callable 2028 35 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 1 0.0%
MEG Energy Corp. 3 0.0%
MEG Energy Corp. 6.38% 01-30-2023 Callable 144A 62 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2019 144A 81 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 83 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 90 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 320 0.2%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 191 0.1%
Meritz Securities Co. Ltd. 1 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 34 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 141 0.1%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 1 0.0%
Methanex Corp. 16 0.0%
Metro Inc. 34 0.0%
Metro Inc. 4.27% 12-04-2047 Callable 2047 283 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 323 0.2%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 1 0.0%
Micron Technology Inc. 5.33% 02-06-2029 Callable 2028 1 0.0%
Microsoft Corp. 2.00% 08-08-2023 1 0.0%
Microsoft Corp. 2.40% 08-08-2026 1 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 27 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 48 0.0%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 83 0.0%
Mitsubishi Electric Corp. 2 0.0%
Molson Coors Brewing Co. 3.00% 07-15-2026 1 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 35 0.0%
Morgan Stanley 3.00% 02-07-2024 215 0.1%
Morguard North American Residential Real Estate Investment Trust 3 0.0%
Morneau Shepell Inc. 27 0.0%
MPLX LP 4.80% 02-15-2029 Callable 2028 1 0.0%
MTY Food Group Inc. 2 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 43 0.0%
Naspers Ltd. 3 0.0%
Natel Engineering Co. Inc. Term Loan B 1st Lien F/R 04-29-2026 47 0.0%
National Bank of Canada 47 0.0%
National Bank of Canada 1.96% 06-30-2022 939 0.5%
National Bank of Canada 2.98% 03-04-2024 48 0.0%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 86 0.0%
National Bank of Canada F/R 06-11-2019 78 0.0%
NAV Canada 3.21% 09-29-2050 Callable 2050 6 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 57 0.0%
NAV CANADA 7.40% 06-01-2027 160 0.1%
NAV CANADA 7.56% 03-01-2027 95 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 1 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 38 0.0%
Netflix Inc. 3.88% 11-15-2029 96 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 373 0.3%
New Gold Inc. 2 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 1 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 403 0.3%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 1 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 133 0.1%
Newmont Goldcorp Corp. 1 0.0%
NextEra Energy Inc. Conv. Pfd. 2 0.0%
NFI Group Inc. 12 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 152 0.1%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 105 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 45 0.0%
Noble Energy Inc. 3.85% 01-15-2028 Callable 2027 1 0.0%
Nokia OYJ 3.38% 06-12-2022 131 0.1%
Norbord Inc. 5 0.0%
NORDAM Group Inc. Term Loan B-Exit 1st Lien F/R 04-04-2026 30 0.0%
Nordic Investment Bank 4.13% 03-19-2020 1 0.0%
North Battleford Power LP 4.96% 12-31-2032 164 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 114 0.1%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 64 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 130 0.1%
Northland Power Inc. 6 0.0%
Northview Apartment Real Estate Investment Trust 15 0.0%
Norwegian Government 3.75% 05-25-2021 2 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 31 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 60 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 48 0.0%
Nova Scotia Power Inc. 3.57% 04-05-2049 Callable 2048 72 0.0%
Novartis AG Reg. 2 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 1 0.0%
NRG Energy Inc. 4.45% 06-15-2029 Callable 2029 144A 1 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 1 0.0%
NRG Yield Operating LLC 5.38% 08-15-2024 Callable 116 0.1%
Nufarm Australia Ltd. 5.75% 04-30-2026 Callable 2021 144A 73 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 267 0.1%
Nutrien Ltd. 58 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 227 0.1%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 42 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 1 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 2 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 1 0.0%
Obsidian Energy Ltd. 1 0.0%
OceanaGold Corp. 3 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 72 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 29 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 39 0.0%
OMERS Finance Trust 2.60% 05-14-2029 163 0.1%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 59 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 622 0.4%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 205 0.1%
Ontario Electricity Financial Corp. 0% 11-27-2020 183 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 132 0.1%
Ontario Hydro 0% 05-26-2025 68 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 233 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 55 0.0%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 36 0.0%
OPB Finance Trust 2.98% 01-25-2027 89 0.0%
Open Text Corp. 26 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 30 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 72 0.0%
Panther BF Aggregator 2 LP 4.38% 05-15-2026 Callable 2022 30 0.0%
Panther BF Aggregator 2 LP 6.25% 05-15-2026 144A 347 0.3%
Panther BF Aggregator 2 LP 8.50% 05-15-2027 Callable 2022 144A 126 0.1%
Panther BF Aggregator 2 LP Term Loan B 1st Lien F/R 03-18-2026 66 0.0%
Par Pharmaceutical Inc. 7.50% 04-01-2027 Callable 2022 144A 51 0.0%
Parex Resources Inc. 26 0.0%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 Callable 2023 144A 67 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 40 0.0%
Parkland Fuel Corp. 16 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 193 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 304 0.1%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 8 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 1 0.0%
Pason Systems Inc. 28 0.0%
Pembina Pipeline Corp. 36 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 62 0.0%
Pembina Pipeline Corp. 3.62% 04-03-2029 Callable 2029 125 0.1%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 142 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 399 0.3%
Pembina Pipeline Corp. 4.75% 04-30-2043 81 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 46 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 139 0.1%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 1 0.0%
Petrobras Global Finance BV 5.75% 02-01-2029 1 0.0%
Petrobras Global Finance BV 6.90% 03-19-2049 1 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 1 0.0%
Petróleo Brasileiro SA - Petrobras ADR 2 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 24 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 3 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 144A 104 0.0%
Pizza Pizza Royalty Corp. 1 0.0%
Plaza Trust F/R 09-27-2019 61 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 730 0.4%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 39 0.0%
Polaris Infrastructure Inc. 1 0.0%
Polymer Process Holdings Inc. Term Loan 1st Lien F/R 04-29-2026 70 0.0%
POSCO ADR 1 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 98 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 1 0.0%
Power Corp. of Canada Sub. Voting* 10 0.0%
Power Financial Corp.* 3 0.0%
Prairie ECI Acquiror LP Term Loan 1st Lien F/R 03-07-2026 17 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 141 0.1%
Premium Brands Holdings Corp. 30 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 69 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 1 0.0%
Province of Alberta 1.00% 11-15-2021 1 0.0%
Province of Alberta 2.20% 06-01-2026 3 0.0%
Province of Alberta 2.55% 12-15-2022 48 0.0%
Province of Alberta 3.10% 06-01-2024 190 0.1%
Province of Alberta 3.40% 12-01-2023 1 0.0%
Province of British Columbia 2.70% 12-18-2022 155 0.1%
Province of British Columbia 3.25% 12-18-2021 51 0.0%
Province of British Columbia 3.30% 12-18-2023 60 0.0%
Province of British Columbia 3.70% 12-18-2020 100 0.0%
Province of British Columbia 6.35% 06-18-2031 302 0.1%
Province of Manitoba 2.55% 06-02-2023 52 0.0%
Province of Manitoba 3.30% 06-02-2024 67 0.0%
Province of Manitoba 6.30% 03-05-2031 140 0.1%
Province of New Brunswick 3.35% 12-03-2021 15 0.0%
Province of New Brunswick 3.65% 06-03-2024 151 0.1%
Province of New Brunswick 4.50% 06-02-2020 10 0.0%
Province of New Brunswick 4.55% 03-26-2037 88 0.0%
Province of Newfoundland 3.00% 06-02-2026 205 0.1%
Province of Newfoundland 3.70% 10-17-2048 351 0.3%
Province of Ontario 0% 06-02-2024 419 0.3%
Province of Ontario 0% 06-02-2026 79 0.0%
Province of Ontario 0% 07-13-2022 84 0.0%
Province of Ontario 2.20% 10-03-2022 1 0.0%
Province of Ontario 2.30% 09-08-2024 602 0.4%
Province of Ontario 2.65% 02-05-2025 139 0.1%
Province of Ontario 2.70% 06-02-2029 2,301 1.2%
Province of Ontario 2.90% 06-02-2028 2,359 1.2%
Province of Ontario 2.90% 06-02-2049 1,588 0.8%
Province of Ontario 2.90% 12-02-2046 98 0.0%
Province of Ontario 3.50% 06-02-2024 220 0.1%
Province of Ontario 4.60% 06-02-2039 249 0.1%
Province of Ontario 5.60% 06-02-2035 135 0.1%
Province of Ontario 6.20% 06-02-2031 179 0.1%
Province of Ontario 6.50% 03-08-2029 253 0.1%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 159 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 88 0.0%
Province of Quebec 2.50% 09-01-2026 198 0.1%
Province of Quebec 2.75% 09-01-2025 388 0.3%
Province Of Quebec 2.75% 09-01-2028 266 0.1%
Province of Quebec 3.00% 09-01-2023 247 0.1%
Province of Quebec 3.50% 12-01-2048 1,467 0.8%
Province of Quebec 3.75% 09-01-2024 141 0.1%
Province of Quebec 4.25% 12-01-2031 Real Return 24 0.0%
Province of Quebec 4.50% 12-01-2020 99 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 8 0.0%
Province of Saskatchewan 3.05% 12-02-2028 3 0.0%
Province of Saskatchewan 3.30% 06-02-2048 103 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 38 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 26 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 96 0.0%
PT Bank Central Asia TBK 1 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 1 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 151 0.1%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 76 0.0%
Quarterhill Inc. 2 0.0%
Quebecor Inc. Class B Sub. voting 79 0.0%
Quebecor Media Inc. 6.63% 01-15-2023 144A 200 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 9 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 58 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 285 0.1%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 1 0.0%
Ratchaburi Electricity Generating Holding PCL 1 0.0%
Rayonier AM Products Inc. 5.50% 06-01-2024 Callable 2019 144A 25 0.0%
Reckitt Benckiser Group PLC 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 2 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2020 144A 200 0.1%
Renesas Electronics Corp. 1 0.0%
Republic of Argentina 5.88% 01-11-2028 2 0.0%
Republic of Austria 0.50% 02-20-2029 1 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 1 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 1 0.0%
Republic of Colombia 7.00% 09-11-2019 1 0.0%
Republic of Finland 0.50% 09-15-2028 1 0.0%
Republic of Indonesia 7.50% 05-15-2038 1 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 3 0.0%
Republic of Portugal 3.85% 04-15-2021 1 0.0%
Republic of South Africa 8.00% 01-31-2030 4 0.0%
Republic of the Philippines 4.25% 04-11-2020 1 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 30 0.0%
Resolute Forest Products Inc. 5.88% 05-15-2023 18 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 3 0.0%
Restaurant Brands International Inc. 22 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 99 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 128 0.1%
RHB Capital BHD 1 0.0%
RioCan Real Estate Investment Trust 6 0.0%
Ritchie Bros. Auctioneers Inc. 17 0.0%
Rite Aid Corp. 6.13% 04-01-2023 Callable 2020 144A 189 0.1%
Rite Aid Corp. 7.70% 02-15-2027 125 0.1%
Rogers Communications Inc. 3.25% 05-01-2029 Callable 2029 118 0.1%
Rogers Communications Inc. 6.68% 11-04-2039 144 0.1%
Rogers Communications Inc. Class B non-voting 30 0.0%
Rogers Sugar Inc. 1 0.0%
Royal Bank of Canada 266 0.1%
Royal Bank of Canada 2.15% 10-26-2020 1 0.0%
Royal Bank of Canada 2.36% 12-05-2022 158 0.1%
Royal Bank of Canada 2.95% 05-01-2023 84 0.0%
Royal Bank of Canada 3.30% 09-26-2023 154 0.1%
Royal Bank of Canada 3.31% 01-20-2026 407 0.3%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 194 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 531 0.3%
Royal Bank of Canada F/R 08-01-2019 159 0.1%
Royal Dutch Shell PLC Class A 3 0.0%
Russel Metals Inc. 5 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 104 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 21 0.0%
Russian Federal Loan Bond - OFZ 7.05% 01-19-2028 4 0.0%
Sabre Industries Inc. Term Loan B 1st Lien F/R 04-09-2026 21 0.0%
Samsung Electronics Co. Ltd. 6 0.0%
Sanofi 1 0.0%
Santander Consumer Bank AS F/R 03-30-2020 2 0.0%
Saputo Inc. 2 0.0%
Saudi Arabian Oil Co. 2.88% 04-16-2024 144A 3 0.0%
Saudi Arabian Oil Co. 4.25% 04-16-2039 144A 1 0.0%
Saudi Arabian Oil Co. 4.38% 04-16-2049 144A 1 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 65 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 2 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 1 0.0%
Scientific Games International Inc. 3.38% 02-15-2026 Callable 2021 72 0.0%
Scientific Games International Inc. 6.63% 05-15-2021 Callable 2019 122 0.1%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 89 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 1 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 1 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 1 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 1 0.0%
Service Corp. International 5.13% 06-01-2029 Callable 2024 92 0.0%
Seven Generations Energy Ltd. 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 72 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 193 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 135 0.1%
Shaw Communications Inc. 6.75% 11-09-2039 1,312 0.7%
Shaw Communications Inc. Class B non-voting 2 0.0%
Shaw Communications Inc. Pfd Series A 41 0.0%
Shopify Inc. 22 0.0%
Siemens AG 1 0.0%
Sienna Senior Living Inc. 3.47% 02-03-2021 55 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 77 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 1 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 1 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 69 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 39 0.0%
SK Hynix Inc. 1 0.0%
Slate Office REIT 1 0.0%
Smart Real Estate Investment Trust 1 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 31 0.0%
SNC-Lavalin Group Inc. 1 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 31 0.0%
SoftBank Group Corp. 1 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 68 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 23 0.0%
Sorenson Communications LLC Term Loan 1st Lien F/R 03-14-2024 36 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2019 144A 322 0.2%
SP LP 3.21% 06-15-2019 249 0.1%
SPDR Bloomberg Barclays Capital High Yield Bond ETF 8 0.0%
Spin Master Corp. 20 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 50 0.0%
Sprint Corp. 7.13% 06-15-2024 56 0.0%
Sprint Corp. 7.88% 09-15-2023 275 0.1%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 56 0.0%
Spy Hill Power LP 4.14% 03-31-2036 41 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 48 0.0%
SSR Mining Inc. 6 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 59 0.0%
Standard Chartered PLC 2 0.0%
Stantec Inc. 31 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 21 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 144A 26 0.0%
Stars Group Holdings BV Term Loan B 1st Lien F/R 07-10-2025 90 0.0%
Stella-Jones Inc. 20 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 1 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 1 0.0%
Storm King Funding F/R 09-19-2019 62 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 89 0.0%
Summit Industrial Income Real Estate Investment Trust 18 0.0%
Sun Life Financial Inc. 43 0.0%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 135 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 274 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 60 0.0%
Suncor Energy Inc. 127 0.1%
Suncor Energy Inc. 3.10% 05-24-2029 Callable 2029 116 0.1%
Superior Plus Corp. 7 0.0%
Superior Plus LP 5.13% 08-27-2025 Callable 2021 96 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 364 0.3%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 200 0.1%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 2 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 154 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 37 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 1 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 1 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 82 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 119 0.1%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 1 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 7 0.0%
Talen Energy Supply LLC 7.25% 05-15-2027 Callable 2022 144A 92 0.0%
TAMKO Building Products Inc. Term Loan B 1st Lien F/R 05-03-2026 46 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 1 0.0%
TC Energy Corp. 78 0.0%
TC Energy Corp. Pfd. Series 15 42 0.0%
Teck Resources Ltd. Class B 31 0.0%
TELUS Corp. 55 0.0%
TELUS Corp. 3.30% 05-02-2029 Callable 2029 68 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 73 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 32 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 80 0.0%
Tenaris SA 1 0.0%
Tencent Holdings Ltd. 7 0.0%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 96 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 219 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 3 0.0%
Teranga Gold Corp. 3 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 300 0.1%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 100 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 128 0.1%
TFI International Inc. 12 0.0%
The Bank of Nova Scotia 69 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 329 0.3%
The Bank of Nova Scotia 2.29% 06-28-2024 239 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 140 0.1%
The Bank of Nova Scotia 2.98% 04-17-2023 345 0.3%
The Bank of Nova Scotia 3.10% 02-02-2028 102 0.0%
The Bank of Nova Scotia F/R 01-18-2029 Callable 2024 51 0.0%
The Bank of Nova Scotia F/R 04-02-2020 60 0.0%
The Bank of Nova Scotia F/R 08-27-2019 83 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 49 0.0%
The Descartes Systems Group Inc. 4 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 1 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 1 0.0%
The European Financial Stability Facility 1.88% 05-23-2023 1 0.0%
The GEO Group Inc. 5.88% 01-15-2022 Callable 2020 35 0.0%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 1 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 207 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 148 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 1 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 205 0.1%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 1 0.0%
The KeyW Holding Corp. Term Loan 1st Lien F/R 05-04-2024 53 0.0%
The Manufacturers Life Insurance Co. 2.39% 01-05-2026 Callable 2021 230 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 59 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 63 0.0%
The North West Co. Inc. 5 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 58 0.0%
The Toronto-Dominion Bank 218 0.1%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 804 0.5%
The Toronto-Dominion Bank 2.05% 12-01-2022 20 0.0%
The Toronto-Dominion Bank 2.50% 12-02-2024 222 0.1%
The Toronto-Dominion Bank 2.85% 03-08-2024 157 0.1%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 108 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 404 0.3%
The Toronto-Dominion Bank 3.226% 07-24-2024 52 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 35 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 105 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 17 0.0%
The Toronto-Dominion Bank 6.13% 12-01-2024 86 0.0%
The Toronto-Dominion Bank F/R 02-18-2020 24 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 490 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 261 0.1%
The Toronto-Dominion Bank F/R 07-31-2019 20 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 40 0.0%
The Walt Disney Co. 2.76% 10-07-2024 849 0.5%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 1 0.0%
Thomson Reuters Corp. 39 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 75 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 89 0.0%
TMX Group Ltd. 21 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 170 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 139 0.1%
Toromont Industries Ltd. 15 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 77 0.0%
Toronto Hospital 5.64% 12-08-22 71 0.0%
TOTVS SA 1 0.0%
Tourmaline Oil Corp. 1 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 1 0.0%
Toyota Credit Cabada Inc. F/R 10-13-2020 18 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 11 0.0%
Toyota Credit Canada Inc. F/R 09-27-2021 25 0.0%
TransAlta Corp. 5 0.0%
TransAlta Corp. Pfd. Series A 85 0.0%
TransAlta Renewables Inc. 1 0.0%
Transat A.T. Inc. Class B 2 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 154 0.1%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 96 0.0%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 23 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 43 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 170 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 86 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 182 0.1%
TransGlobe Energy Corp. 2 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 164 0.1%
Travelport Finance Luxembourg Sarl Term Loan 1st Lien F/R 03-18-2026 127 0.1%
Treasury Corp. of Victoria 3.00% 10-20-2028 7 0.0%
Tricon Capital Group Inc. 9 0.0%
Trillium Windpower LP 5.80% 02-15-2033 47 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 32 0.0%
True North Commercial Real Estate Investment Trust 1 0.0%
U.S. Bancorp 3.15% 04-27-2027 Callable 2027 1 0.0%
U.S. Bancorp Pfd. Security Series A 1 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 311 0.2%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 1 0.0%
UBS Group AG 2 0.0%
UniCredit SpA 3.75% 04-12-2022 144A 22 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 78 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 71 0.0%
Union Gas Ltd. 8.65% 11-10-2025 13 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 157 0.1%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2019 1 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 1 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 1 0.0%
United States Treasury 0.13% 07-15-2024 Inflation Indexed 3 0.0%
United States Treasury 0.75% 02-15-2042 Inflation Indexed 194 0.1%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 182 0.1%
United States Treasury 0.87% 01-15-2029 Inflation Indexed 6 0.0%
United States Treasury 1.00% 02-15-2049 Inflation Indexed 12 0.0%
United States Treasury 1.01% 02-15-2048 Inflation Indexed 17 0.0%
United States Treasury 2.00% 11-15-2026 3 0.0%
United States Treasury 2.25% 04-30-2030 2 0.0%
United States Treasury 2.38% 02-29-2024 3 0.0%
United States Treasury 2.38% 04-30-2026 11 0.0%
United States Treasury 2.38% 05-15-2029 7 0.0%
United States Treasury 2.50% 01-31-2024 2 0.0%
United States Treasury 2.50% 02-15-2022 2 0.0%
United States Treasury 2.50% 03-31-2024 50 0.0%
United States Treasury 2.63% 02-15-2029 4,910 2.4%
United States Treasury 2.75% 02-15-2028 150 0.1%
United States Treasury 2.75% 11-15-2042 4 0.0%
United States Treasury 2.88% 09-30-2023 1 0.0%
United States Treasury 3.00% 02-15-2049 6 0.0%
United States Treasury 3.13% 02-15-2043 4 0.0%
United States Treasury 3.38% 04-15-2032 Inflation Indexed 51 0.0%
United States Treasury 4.38% 02-15-2038 4 0.0%
UnitedHealth Group Inc. 3.50% 06-15-2023 1 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 57 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 1 0.0%
US Bancorp Pfd. Series K Callable 2023 1 0.0%
US Bank NA 2.65% 05-23-2023 Callable 2022 3 0.0%
USA Compression Partners LP 6.88% 09-01-2027 Callable 2022 80 0.0%
USB Capital IX 3.50% 10-29-2049 1 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 90 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 2 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 113 0.1%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 65 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 47 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-20-2025 21 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 40 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 89 0.0%
ViaSat Inc. 5.63% 04-15-2027 Callable 2022 144A 63 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 48 0.0%
Vidéotron Ltd./Vidéotron Ltée. 5.13% 04-15-2027 Callable 2022 144A 348 0.3%
Vidéotron Ltée 5.63% 06-15-2025 Callable 2025 6 0.0%
Vidéotron Ltée 5.75% 01-15-2026 Callable 2020 239 0.1%
Vinci SA 2 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 25 0.0%
Vistra Operations Co. LLC 5.50% 09-01-2026 Callable 2021 144A 1 0.0%
Vistra Operations Co. LLC 5.63% 02-15-2027 Callable 2022 144A 1 0.0%
Vodafone Group PLC 3.75% 01-16-2024 40 0.0%
VRX Escrow Corp. 6.13% 04-15-2025 Callable 2020 144A 133 0.1%
VVC Holding Corp. Term Loan B 1st Lien F/R 02-07-2026 108 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 31 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 329 0.3%
Wachovia Capital Trust III F/R 03-15-2066 3 0.0%
Wal-Mart de Mexico SAB de CV Series V 1 0.0%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 1 0.0%
Waste Connections Inc. 44 0.0%
Waste Pro USA Inc. 5.50% 02-15-2026 Callable 2021 144A 69 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 128 0.1%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 1 0.0%
Wells Fargo & Co. 2.98% 05-19-2026 105 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 193 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 127 0.1%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 68 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 51 0.0%
Wesdome Gold Mines Ltd. 1 0.0%
West Fraser Timber Co. Ltd. 3 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 98 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 48 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 1 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 1 0.0%
Westshore Terminals Investment Corp. 5 0.0%
Wheaton Precious Metals Corp. 1 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 2 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 234 0.1%
Winpak Ltd. 9 0.0%
Wipro Ltd. ADR 2 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 10 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 1 0.0%
WSP Global Inc. 7 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 142 0.1%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 99 0.0%
Yamana Gold Inc. 8 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 23 0.0%
Zions Bancorporation 3.35% 03-04-2022 Callable 2022 1 0.0%
Total Investments -- 217,292 100.0%
Currency Hedge Contracts -- -175 -0.1%
Other Assets (Liabilities) -- 248 0.1%
Total Net Assets -- 217,365 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of July 31, 2019
  • Regional Allocation
      Canada
    63.1%
      United States
    16.4%
      Germany
    2.1%
      France
    2.0%
      United Kingdom
    1.5%
      Other
    1.0%
      Australia
    0.6%
      Netherlands
    0.3%
      Luxembourg
    0.2%
      Belgium
    0.2%
      Cash & Equivalents 12.6%
  • Sector Allocation
      Corporate Bonds 33.1%
      Federal Bonds 24.2%
      Cash & Equivalents 12.6%
      Provincial Bonds 9.4%
      Foreign Fixed Income 9.4%
      Mutual&Pooled 6.1%
      Bank Loans 3.5%
      Equities 0.9%
      Mortgage Backed 0.5%
      Other 0.3%

Other Managed Assets Funds

Portfolio Managers

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

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.