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 December 31, 2018
Major holdings represent 29.8% of the fund.
View all holdings
Total # of
Equity Holdings
1111
Total # of
Fixed Income Holdings
1587
Holding name, country and sector Percentage of holding in fund
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
16.6%
United States Treasury 2.88% 08-15-2028
United States | Foreign Governments
2.5%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Pooled Funds
1.7%
Province of Ontario 2.90% 06-02-2028
Canada | Provincial Governments
1.6%
Government of Canada 1.25% 12-01-2047 Real Return
Canada | Federal Government
1.6%
Government of Canada 4.25% 12-01-2026 Real Return
Canada | Federal Government
1.4%
Canada Housing Trust No. 1 F/R 09-15-2023
Canada | Federal Government
1.3%
Mackenzie US TIPS Index ETF (CAD-Hedged)
Canada | Exchange Traded Funds
1.1%
Province of Ontario 2.90% 06-02-2049
Canada | Provincial Governments
1.1%
Government of Germany 0.25% 08-15-2029
Germany | Foreign Governments
1.0%

Complete Fund Holdings Help Full holdings list

As of November 30, 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 18 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 295 0.3%
407 International Inc. 3.60% 05-21-2047 Callable 58 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 211 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 307 0.3%
407 International Inc. 6.75% 07-27-2039 Callable 17 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 249 0.2%
58.Com Inc. ADR 2 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 17 0.0%
AbbVie Inc. 1 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 12 0.0%
ABIOMED Inc. 1 0.0%
Accenture PLC Class A 1 0.0%
Access Justice Durham 5.015% 08-31-2039 53 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 10 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 2 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 2 0.0%
Adtalem Global Education Inc. 1 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 1 0.0%
Advance Auto Parts Inc. 4 0.0%
Advanced Info Service PCL (Thailand) DR 1 0.0%
Advanced Medical Solutions Group PLC 9 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 179 0.1%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 40 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 19 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 15 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 16 0.0%
Aegon NV 1 0.0%
AerCap Holdings NV 3 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 57 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 34 0.0%
Aetna Inc. 4 0.0%
Aflac Inc. 2 0.0%
African Development Bank F/R 02-24-2019 1 0.0%
Agile Property Holdings Ltd. 1 0.0%
Agnico-Eagle Mines Ltd. 1 0.0%
Agricultural Bank of China Ltd. H 2 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 78 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 77 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 80 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 64 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 38 0.0%
Aimia Inc. 1 0.0%
Air Canada 6 0.0%
Air China Ltd. H 1 0.0%
AirAsia BHD 1 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 14 0.0%
Akzo Nobel NV 1 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 26 0.0%
Alberta Powerline LP 4.06% 03-01-2054 60 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 51 0.0%
Alcanna Inc. 3 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 70 0.0%
Algonquin Power & Utilities Corp. 1 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 132 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 50 0.0%
Algonquin Power Co. 4.82% 02-15-2021 33 0.0%
Alibaba Group Holding Ltd. ADR 7 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 103 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 5 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 6 0.0%
Allergan PLC 17 0.0%
Alliance Data Systems Corp. 2 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 16 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 8 0.0%
Allianz SE Reg. 4 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 30 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 53 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 39 0.0%
Ally Financial Inc. 1 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 1 0.0%
Ally Financial Inc. 8.00% 11-01-2031 2 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 5 0.0%
Alphabet Inc. Class A 1 0.0%
Alphabet Inc. Class C 1 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 73 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 62 0.0%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 28 0.0%
AltaGas Ltd. Pfd. Series K 52 0.0%
AltaLink LP 2.98% 11-28-2022 105 0.1%
AltaLink LP 3.72% 12-03-2046 Callable MTN 56 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 108 0.1%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 74 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 79 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 186 0.1%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 4 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 51 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 1 0.0%
Amdocs Ltd. 1 0.0%
America Movil SAB de CV 7.125% 12-09-2024 7 0.0%
America Movil SAB de CV Series L ADR 2 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 13 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 6 0.0%
American Express Co. 1 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 29 0.0%
American National Insurance Co. 1 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 16 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 9 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 31 0.0%
AngloGold Ashanti Ltd. ADR 1 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 327 0.3%
Anhui Conch Cement Co. Ltd. H 2 0.0%
Antero Midstream 5.38% 09-15-2024 9 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 11 0.0%
Anthem Inc. 3 0.0%
Anthem Inc. 2.75% 10-15-2042 29 0.0%
Apple Inc. 4 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 1,483 0.9%
Apple Inc. 2.85% 08-28-2019 10 0.0%
Apple Inc. F/R 02-09-2022 13 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 11 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 10 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 4 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 12 0.0%
ARC Resources Ltd. 1 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 189 0.1%
Archer-Daniels-Midland Co. 5 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 1 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 108 0.1%
Arkema Group 66 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 53 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 16 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 13 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 54 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 1 0.0%
Asian Development Bank 4.625% 03-06-2019 8 0.0%
Asian Development Bank 5.00% 03-09-2022 6 0.0%
Asian Development Bank 5.90% 12-20-2022 1 0.0%
Asian Development Bank 6.00% 02-24-2021 1 0.0%
Asian Development Bank 6.45% 08-08-2021 1 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 11 0.0%
ASR Nederland NV 1 0.0%
AssetMark Financial Holdings Inc. Term Loan 1st Lien F/R 11-08-2025 1 0.0%
Assured Guaranty Ltd. 4 0.0%
AT&T Inc. 2.35% 09-05-2029 Callable 2029 83 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 35 0.0%
AT&T Inc. 4.13% 02-17-2026 85 0.0%
AT&T Inc. 4.85% 05-25-2047 475 0.4%
AT&T Inc. 4.90% 08-14-2037 144A 2,851 1.7%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 41 0.0%
ATCO Ltd. Class I non-voting 1 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 100 0.1%
ATS Automation Tooling Systems Inc. 2 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 11 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 76 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 11 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 13 0.0%
Aviva PLC 4.50% 05-10-2021 84 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 102 0.1%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 33 0.0%
AXA SA 15 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 2 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 14 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 1 0.0%
Baidu Inc. ADR 16 0.0%
Ball Corp. 4.00% 11-15-2023 15 0.0%
Ball Corp. 4.375% 12-15-2020 13 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 18 0.0%
Ball Corp. 5.25% 07-01-2025 18 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 40 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 3 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 6 0.0%
Banco Bradesco SA Pref. ADR 2 0.0%
Banco do Brasil SA 1 0.0%
Banco do Estado do Rio Grande do Sul SA 1 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 9 0.0%
Banco Santander Brasil SA 1 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 1 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 10 0.0%
Bangkok Dusit Medical Services PCL 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 10 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 10 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 63 0.0%
Bank of America Corp. 3.228% 06-22-2022 49 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 59 0.0%
Bank of America Corp. 3.95% 04-21-2025 20 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 119 0.1%
Bank of America Corp. F/R 04-25-2024 Callable 2023 4 0.0%
Bank of America Corp. F/R 07-23-2024 Callable 2023 10 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 347 0.3%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 7 0.0%
Bank of China Ltd. H 2 0.0%
Bank of Communications Co. Ltd. H 2 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 6 0.0%
Bank of Israel 0% 11-06-2019 3 0.0%
Bank of Montreal 24 0.0%
Bank of Montreal 2.27% 07-11-2022 148 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 266 0.2%
Bank of Montreal 2.89% 06-20-2023 319 0.3%
Bank of Montreal 3.19% 03-01-2028 129 0.1%
Bank of Montreal 3.25% 10-06-2022 10 0.0%
Bank of Montreal 3.32% 06-01-2026 78 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 339 0.3%
Bank of Montreal F/R 02-01-2023 862 0.6%
Bank of Montreal F/R 03-30-2020 193 0.1%
Bank of Montreal F/R 04-11-2019 40 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 73 0.0%
Bank Pekao SA 1 0.0%
Bankers Hall LP 4.377% 11-20-2013 73 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 13 0.0%
Barclays Africa Group Ltd. 1 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 9 0.0%
Barclays PLC 11 0.0%
Barrick Gold Corp. 6 0.0%
Baxter International Inc. 3 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 12 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 1 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 145 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 2 0.0%
BCE Inc. 7 0.0%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 13 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 202 0.1%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 3 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 76 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 2 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 4 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 1 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 8 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 25 0.0%
Beijing Enterprises Holdings Ltd. 2 0.0%
Bell Canada 2.70% 02-27-2024 Callable 234 0.2%
Bell Canada 3.35% 03-22-2023 3 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 67 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 178 0.1%
Bell Canada 4.35% 12-18-2045 Callable MTN 32 0.0%
Bell Canada 4.45% 02-27-2047 Callable 218 0.2%
Bell Canada 4.70% 09-11-2023 MTN 42 0.0%
Bell Canada 6.17% 02-26-2037 67 0.0%
Bell Canada 6.55% 05-01-2029 Callable 56 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 17 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 9 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 10 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 1 0.0%
BIM Birlesik Magazalar AS 1 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 17 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 1 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 4 0.0%
Bloomberry Resorts Corp. 1 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 8 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 37 0.0%
BMW Canada Inc. F/R 06-14-2019 156 0.1%
BNP Paribas SA 15 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 68 0.0%
Boardwalk Real Estate Investment Trust 1 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 10 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 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 137 0.1%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 1 0.0%
Braskem SA 1 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 2 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 41 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 30 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 44 0.0%
Brighthouse Financial Inc. 1 0.0%
British American Tobacco PLC 14 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 152 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 41 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 34 0.0%
Brookfield Asset Management Inc. Class A limited voting 3 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 29 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 77 0.0%
Brookfield Business Partners LP 1 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 30 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 80 0.0%
Brookfield Infrastructure Partners LP 1 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 49 0.0%
Brookfield Renewable Energy Partners LP 1 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 153 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 62 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 40 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 80 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 15 0.0%
BRP Finance ULC 4.79% 02-07-2022 65 0.0%
BRP Inc. 1 0.0%
Bruce Power LP 2.84% 06-23-2021 146 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 159 0.1%
Bruce Power LP 3.97% 06-23-2026 60 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 96 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 18 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 32 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 63 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 22 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 126 0.1%
BWAY Holding Co. 7.25% 04-15-2025 144A 124 0.1%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 11 0.0%
BXP Trust 3.42% 06-13-2039 12 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 5 0.0%
CACI International Inc. Class A 1 0.0%
CAE Inc. 7 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 408 0.3%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 13 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 171 0.1%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 136 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 40 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 217 0.1%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 4 0.0%
Canada Goose Holdings Inc. 1 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 26 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 2,105 1.3%
Canada Housing Trust No. 1 2.35% 06-15-2023 695 0.5%
Canadian Apartment Properties Real Estate Investment Trust 4 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 114 0.1%
Canadian Imperial Bank of Commerce 13 0.0%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 52 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 322 0.3%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 102 0.1%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 300 0.3%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 288 0.3%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 230 0.2%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 158 0.1%
Canadian Imperial Bank of Commerce F/R 01-17-2019 226 0.2%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 278 0.3%
Canadian Mortgage Pools 2.65% 10-01-2027 23 0.0%
Canadian National Railway Co. 20 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 97 0.1%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 48 0.0%
Canadian Natural Resources Ltd. 4 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 2 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 43 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 58 0.0%
Canadian Pacific Railway Ltd. 11 0.0%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 64 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 27 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 4 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 36 0.0%
Canadian Western Bank 2.88% 03-01-2021 28 0.0%
Canadian Western Bank 2.92% 12-15-2022 63 0.0%
Canfor Pulp Products Inc. 1 0.0%
Canopy Growth Corp. 1 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 189 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 11 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 8 0.0%
Capital Power Corp. 3 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 169 0.1%
Cards II Trust 2.155% 10-15-2020 240 0.2%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 60 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 29 0.0%
Carnival PLC 6 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 76 0.0%
Cascades Inc. 1 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 1 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 1 0.0%
Cash & Equivalents** 28,278 15.9%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 1 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 48 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 160 0.1%
CCL Industries Inc. Class B non-voting 3 0.0%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 152 0.1%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 13 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 122 0.1%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 12 0.0%
CCO Holdings LLC 5.75% 02-15-2026 2 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 26 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 35 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 93 0.1%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 10 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 12 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 06-21-2025 2 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 45 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 13 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 62 0.0%
Central 1 Credit Union 2.60% 11-07-2022 87 0.0%
Central 1 Credit Union F/R 02-05-2021 181 0.1%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 48 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 13 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 34 0.0%
CEZ AS 1 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 2 0.0%
CGI Group Inc. Class A Sub. voting 14 0.0%
Charter Communications Inc. Class A 1 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 63 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 23 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 91 0.1%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 26 0.0%
Chase Issuance Trust 1.37% 06-15-2021 6 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 2 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 2 0.0%
Chemed Corp. 1 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 49 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 9 0.0%
Chimera Investment Corp. 1 0.0%
China CITIC Bank H 1 0.0%
China Conch Venture Holdings Ltd. 2 0.0%
China Construction Bank Corp. H 5 0.0%
China Everbright Bank Co. Ltd. Class H 1 0.0%
China Merchants Bank Co. Ltd. H 2 0.0%
China Minsheng Banking Corp. Ltd. 2 0.0%
China Mobile Ltd. ADR 12 0.0%
China National Offshore Oil Corp. Ltd. ADR 1 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 1 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 3 0.0%
China Railway Construction Corp. Ltd. H 1 0.0%
China Railway Group Ltd. 2 0.0%
China Resources Enterprise Ltd. 1 0.0%
China Shenhua Energy Co. Ltd. H 2 0.0%
China Telecom Corp. Ltd. H ADR 1 0.0%
Chlitina Holding Ltd. 1 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 16 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 37 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 52 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 70 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 84 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 165 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 10 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 1 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 1 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 17 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 38 0.0%
Cielo SA 4 0.0%
Ciena Corp. 6 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 9 0.0%
Cisco Systems Inc. 1 0.0%
CIT Group Inc. 1 0.0%
CIT Group Inc. 5.00% 08-01-2023 2 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 7 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 15 0.0%
CITIC Ltd. 1 0.0%
Citigroup Inc. 4.09% 06-09-2025 209 0.1%
Citigroup Inc. F/R 05-04-2021 8 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 9 0.0%
City of Oslo 2.35% 09-04-2024 4 0.0%
CK Hutchison Holdings Ltd. 15 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 7 0.0%
Clicks Group Ltd. 1 0.0%
CME Group Inc. 2 0.0%
CNA Financial Corp. 1 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 15 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 45 0.0%
Coca-Cola Femsa SAB de CV 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 116 0.1%
Coface SA 16 0.0%
Cogeco Communications Inc. 1 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 222 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 144 0.1%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 18 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 1 0.0%
Colliers International Group Inc. 1 0.0%
Colombia Government International Bond 4.00% 02-26-2024 10 0.0%
Colombia Government International Bond 4.50% 01-28-2026 12 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 76 0.0%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 1 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 1 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 7 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 5 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 5 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 1 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 53 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 30 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 140 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 25 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 75 0.0%
Compagnie de Saint-Gobain 8 0.0%
Compania Cervecerias Unidas SA ADR 2 0.0%
Computer Modelling Group Ltd. 1 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 14 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 61 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 6 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 8 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 11 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 39 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 137 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 21 0.0%
Consumers Gas 6.10% 05-19-28 16 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 1 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 16 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 1 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 124 0.1%
Cordelio Amalco GP I 4.09% 09-30-2034 45 0.0%
Core Industrial Trust 3.85% 02-10-2034 5 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 50 0.0%
Corning Inc. 3 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 1 0.0%
Corus Entertainment Inc. Class B non-voting 1 0.0%
Costco Wholesale Corp. 2 0.0%
Cott Corp. 1 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 11 0.0%
Country Garden Holdings Co. Ltd. 1 0.0%
Coupa Software Inc. 2 0.0%
Covanta Holding Corp. 6.00% 01-01-2027 Callable 2022 26 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 83 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 75 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 10 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 18 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 14 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 3 0.0%
Crown Ltd. 1 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 1 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 1 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 35 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 10 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 12 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 2 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 11 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 40 0.0%
CSM NV Term Loan B F/R 07-03-2020 51 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 69 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 43 0.0%
CTBC Financial Holding Co. Ltd. 1 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 229 0.2%
CU Inc. 3.95% 11-23-2048 Callable 2048 71 0.0%
CU Inc. 3.964% 07-27-2045 Callable 18 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 85 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 18 0.0%
Daelim Industrial Co. Ltd. 1 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 123 0.1%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 1 0.0%
Dana Gas PJSC 1 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 75 0.0%
Danske Bank AS F/R 05-22-2020 1 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 8 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 12 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 21 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 251 0.2%
DB Insurance Co. Ltd. 1 0.0%
DB Master Finance LLC 3.63% 11-20-2047 8 0.0%
DB Master Finance LLC 3.98% 02-20-2022 19 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 1 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 1 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 23 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 14 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 14 0.0%
Dell Technologies Inc. 2 0.0%
Delta Air Lines Inc. 1 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 1 0.0%
Deutsche Bank AG 3.70% 05-30-2024 84 0.0%
Deutsche Boerse AG 9 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 151 0.1%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 625 0.4%
Deutsche Lufthansa AG Reg. 2 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 27 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 2 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 80 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 8 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 12 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 2020 144A 7 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 12 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 7 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 6 0.0%
DISH DBS Corp. 5.875% 11-15-2024 190 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 4 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 17 0.0%
Dollarama Inc. 5 0.0%
Dollarama Inc. F/R 03-16-2020 1 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 16 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 19 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 20 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 11 0.0%
Dongfeng Motor Group Co. Ltd. 1 0.0%
Dr. Reddy's Laboratories Ltd. ADR 3 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 91 0.1%
Dream Global Real Estate Investment Trust 1 0.0%
Dream Office Real Estate Investment Trust 2 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 2 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 13 0.0%
DTE Energy Co. Conv. Pfd. 3 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 14 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 49 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 26 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 27 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 83 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 30 0.0%
Eaton Corp. PLC 1 0.0%
ECN Capital Corp. 1 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 4 0.0%
Ecopetrol SA Sponsored ADR 2 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 8 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 61 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 10 0.0%
Element Fleet Management Corp. 2 0.0%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 20 0.0%
Emera Inc. 2.90% 06-16-2023 81 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 24 0.0%
Empire Co. Ltd. Class A non-voting 4 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 73 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 128 0.1%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 51 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 13 0.0%
Enbridge Inc. 12 0.0%
Enbridge Inc. 3.19% 12-05-2022 3 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 47 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 116 0.1%
Enbridge Inc. 4.24% 08-27-2042 101 0.1%
Enbridge Inc. 4.57% 03-11-2044 689 0.5%
Enbridge Inc. 4.77% 09-02-2019 Callable 1 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 23 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 614 0.4%
Enbridge Inc. 5.75% 09-02-2039 Callable 63 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 12 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 203 0.1%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 4 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 16 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 136 0.1%
Enbridge Southern Lights LP 4.014% 06-30-2040 21 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 21 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 72 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 54 0.0%
Energy Recovery Inc. 12 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 15 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 1 0.0%
Enerplus Corp. 2 0.0%
Eneva SA 12 0.0%
Enghouse Systems Ltd. 1 0.0%
Engie Brasil Energia SA 2 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 66 0.0%
Ensco PLC 7.75% 02-01-2026 1 0.0%
Ensco PLC Class A 7 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 49 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 2 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 56 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 49 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 9 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 12 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 62 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 10 0.0%
EUROFIMA 4.55% 03-30-2027 228 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 22 0.0%
European Investment Bank 1.50% 05-12-2022 10 0.0%
Evonik Industries AG 1 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 76 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 21 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 11 0.0%
Expedia Inc. 5.00% 02-15-2026 16 0.0%
Export Development Canada 0.88% 12-07-2021 12 0.0%
Export Development Canada 2.40% 06-07-2021 7 0.0%
Export Development Canada 4.875% 01-24-2019 5 0.0%
F5 Networks Inc. 3 0.0%
Facebook Inc. 1 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 156 0.1%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 34 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 40 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 17 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 259 0.2%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 27 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 118 0.1%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 6 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 5 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 9 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 9 0.0%
Fannie Mae Strip 4.00% 11-25-2039 1 0.0%
Fastener Acquisition Inc. Term Loan 1st Lien F/R 03-28-2025 1 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 14 0.0%
Federal Grid Co. Unified Energy System PJSC 1 0.0%
Federal Republic of Germany 1.25% 08-15-2048 3 0.0%
Federal Republic of Germany 1.94% 04-15-2020 375 0.3%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 155 0.1%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 292 0.3%
Federative Republic of Brazil 10.00% 01-01-2023 62 0.0%
Feng TAY Enterprise Co. Ltd. 1 0.0%
Fiat Chrysler Automobiles NV 5 0.0%
Fifth Avenue LP 4.71% 08-05-2021 43 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 15 0.0%
Fila Korea Ltd. 2 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 34 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 28 0.0%
Finning International Inc. 2.84% 09-29-2021 55 0.0%
First Capital Realty Inc. 1 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 52 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 112 0.1%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 12 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 2 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 17 0.0%
First Nations ETF LP 4.14% 12-31-2041 25 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 95 0.1%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 1 0.0%
First Tennessee Bank NA 6 0.0%
FirstRand Ltd. 3 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 10 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 3 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 4 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 1 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 46 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 46 0.0%
Ford Motor Co. 6.625% 10-01-2028 3 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 71 0.0%
Fortified Trust 1.67% 07-23-2021 85 0.0%
Fortified Trust 2.16% 10-23-2020 150 0.1%
Fortinet Inc. 1 0.0%
Fortis Inc. 3 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 13 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 59 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 69 0.0%
Fortive Corp. 5 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 168 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 151 0.1%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 28 0.0%
Franco-Nevada Corp. 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 6 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 10 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 5 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 2 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 96 0.1%
Freeport-McMoRan Inc. 6.88% 02-15-2023 1 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 284 0.3%
French Republic Government Bond OAT 2.02% 07-25-2027 517 0.4%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 27 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 51 0.0%
FTI Consulting Inc. 2 0.0%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 7 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 20 0.0%
Futures Contracts 64 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 95 0.1%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 1 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 94 0.1%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 67 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 158 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 50 0.0%
GATX Corp. 3 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 30 0.0%
Gazprom Neft PJSC 1 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 18 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 97 0.1%
General Electric Capital Canada Funding Co. F/R 02-15-2022 248 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 345 0.3%
General Electric Capital Corp. F/R 07-30-2019 2 0.0%
General Electric Co. 6.88% 01-10-2039 114 0.1%
General Electric Co. 8.35% 09-03-2022 1 0.0%
General Electric Co. F/R 05-05-2026 8 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 90 0.1%
Genesco Inc. 1 0.0%
Genesis Trust II 1.699% 04-15-2020 102 0.1%
Genesis Trust II 2.43% 05-15-2019 355 0.3%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 12 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 50 0.0%
Genworth MI Canada Inc. 3 0.0%
Genworth MI Canada Inc. 4.242% 04-01-2024 69 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 140 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 131 0.1%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 117 0.1%
Gibson Energy Inc. 1 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 64 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 320 0.3%
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 112 0.1%
Glacier Credit Card Trust 2.237% 09-20-2020 176 0.1%
Glacier Credit Card Trust 3.14% 09-20-2023 46 0.0%
GlaxoSmithKline PLC 10 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 9 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 3 0.0%
Government of Australia 2.25% 05-21-2028 4 0.0%
Government of Australia 5.75% 07-15-2022 12 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 5 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 1 0.0%
Government of Bermuda 4.854% 02-06-2024 2 0.0%
Government of Canada 0.75% 09-01-2021 138 0.1%
Government of Canada 1.00% 06-01-2027 1,109 0.7%
Government of Canada 1.00% 09-01-2022 27 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 2,506 1.5%
Government of Canada 1.50% 06-01-2023 528 0.4%
Government of Canada 1.50% 06-01-2026 96 0.1%
Government of Canada 1.75% 03-01-2023 59 0.0%
Government of Canada 1.75% 05-01-2020 118 0.1%
Government of Canada 2.00% 06-01-2028 19,967 11.3%
Government of Canada 2.25% 06-01-2025 145 0.1%
Government of Canada 2.25% 06-01-2029 831 0.6%
Government of Canada 2.50% 06-01-2024 351 0.3%
Government of Canada 2.75% 06-01-2022 100 0.1%
Government of Canada 2.75% 12-01-2048 2,196 1.3%
Government of Canada 3.00% 12-01-2036 Real Return 64 0.0%
Government of Canada 3.50% 06-01-2020 141 0.1%
Government of Canada 4.00% 12-01-2031 Real Return 241 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 66 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,401 1.4%
Government of Cayman Islands 5.95% 11-24-2019 144A 1 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 9 0.0%
Government of France 4.32% 07-25-2029 320 0.3%
Government of Germany 0.25% 08-15-2028 1,111 0.7%
Government of Germany 0.50% 02-15-2028 1 0.0%
Government of Hungary 6.38% 03-29-2021 36 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 6 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 24 0.0%
Government of Indonesia 6.63% 05-15-2033 16 0.0%
Government of Indonesia 7.00% 05-15-2022 28 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 13 0.0%
Government of Indonesia 7.50% 08-15-2032 7 0.0%
Government of Indonesia 8.25% 07-15-2021 18 0.0%
Government of Indonesia 8.38% 03-15-2024 11 0.0%
Government of Indonesia 8.38% 09-15-2026 22 0.0%
Government of Ireland 1.00% 05-15-2026 2 0.0%
Government of Ireland 3.40% 03-18-2024 49 0.0%
Government of Italy 1.30% 05-15-2028 1 0.0%
Government of Japan 0.10% 02-15-2019 6 0.0%
Government of Japan 0.10% 09-20-2019 2 0.0%
Government of Malaysia 3.62% 11-30-2021 6 0.0%
Government of Malaysia 3.73% 06-15-2028 5 0.0%
Government of Malaysia 3.84% 04-15-2033 13 0.0%
Government of Malaysia 3.88% 03-14-2025 7 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 9 0.0%
Government of Malaysia 4.06% 09-30-2024 28 0.0%
Government of Malaysia 4.16% 07-15-2021 16 0.0%
Government of Mexico 10.00% 12-05-2024 24 0.0%
Government of Mexico 4.60% 01-23-2046 7 0.0%
Government of Mexico 6.50% 06-10-2021 25 0.0%
Government of New Zealand 3.00% 04-15-2020 24 0.0%
Government of New Zealand 5.50% 04-15-2023 10 0.0%
Government of New Zealand 6.00% 05-15-2021 25 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 14 0.0%
Government of Norway 4.50% 05-22-2019 35 0.0%
Government of Philippines 3.50% 03-20-2021 21 0.0%
Government of Philippines 3.50% 04-21-2023 13 0.0%
Government of Philippines 4.625% 09-09-2040 1 0.0%
Government of Philippines 4.95% 01-15-2021 8 0.0%
Government of Philippines 6.25% 01-14-2036 11 0.0%
Government of Philippines 7.375% 03-03-2021 8 0.0%
Government of Philippines 8.00% 07-19-2031 11 0.0%
Government of Philippines 8.125% 12-16-2035 6 0.0%
Government of Portugal 5.13% 10-15-2024 144A 17 0.0%
Government of Qatar 6.55% 04-09-2019 4 0.0%
Government of Russia 7.05% 01-19-2028 3 0.0%
Government of Singapore 2.50% 06-01-2019 28 0.0%
Government of Singapore 3.25% 09-01-2020 40 0.0%
Government of United Kingdom 1.50% 07-22-2047 653 0.5%
Government of United Kingdom 1.63% 10-22-2028 1,112 0.7%
Gran Tierra Energy Inc. 1 0.0%
Granite Real Estate Investment Trust 3 0.0%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 12 0.0%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 76 0.0%
Great Canadian Gaming Corp. 1 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 6 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 92 0.1%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 55 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 46 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 7 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 2 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 14 0.0%
Grupo Financiero Banorte SAB de CV Series O 2 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 3 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 3 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 1 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 3 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 1 0.0%
Guangzhou Automobile Group Co. Ltd. 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 52 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 102 0.1%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 32 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 10 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 214 0.1%
Haemonetics Corp. 4 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 8 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 19 0.0%
Hana Financial Group Inc. 1 0.0%
Hang Lung Development Co. 8 0.0%
Hanjaya Mandala Sampoerna TBK PT 1 0.0%
Hannover Rueckversicherung SE Reg. 3 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 6 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 3 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 77 0.0%
Hartalega Holdings Bhd 1 0.0%
Hawaiian Electric Industries Inc. 1 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 8 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 74 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 13 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 187 0.1%
HCA Inc. 5.00% 03-15-2024 12 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 9 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 14 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 10 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 53 0.0%
HDFC Bank Ltd. ADR 3 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 42 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 7 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 45 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 273 0.3%
Heathrow Funding Ltd. 3.25% 05-21-2025 331 0.3%
Heathrow Funding Ltd. 3.40% 03-08-2028 90 0.1%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 127 0.1%
Henkel AG & Co. KGaA 12 0.0%
Hess Corp. Pfd. Conv. 17 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 33 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 2 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 9 0.0%
Hitachi Ltd. 18 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 499 0.4%
HollyFrontier Corp. 4 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 1 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 1 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 66 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 44 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 12 0.0%
Honda Motor Co. Ltd. 9 0.0%
Hongkong Land Holdings Ltd. 2 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 50 0.0%
Host Hotels & Resorts Inc. 1 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 8 0.0%
HSBC Bank Canada 2.17% 06-29-2022 162 0.1%
HSBC Bank Canada 2.54% 01-31-2023 77 0.0%
HSBC Bank Canada 3.25% 09-15-2023 321 0.3%
HSBC Bank Canada F/R 07-10-2019 274 0.3%
HSBC Holdings PLC 13 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 2 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 103 0.1%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 13 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 42 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%
Hungary Government International Bond 6.25% 01-29-2020 23 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 8 0.0%
Huntington Ingalls Industries Inc. 1 0.0%
Husky Energy Inc. 2 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 50 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 77 0.0%
Husky Energy Inc. 7.25% 12-15-2019 1 0.0%
Hydro One Inc. 1 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 225 0.2%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 43 0.0%
Hydro One Inc. 3.72% 11-18-2047 134 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 59 0.0%
Hypermarcas SA 2 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 2 0.0%
ICA Gruppen AB 1 0.0%
ICICI Bank Ltd. ADR 2 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 91 0.1%
IGG Inc. 1 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 1 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 10 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 1 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 27 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 10 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 6 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 91 0.1%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 98 0.1%
Industrial and Commercial Bank of China Ltd. H 3 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 5 0.0%
ING Groep NV 16 0.0%
InPower BC General Partnership 4.471% 03-31-2033 73 0.0%
Insperity Inc. 2 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 66 0.0%
Intact Financial Corp. 2 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 104 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 12 0.0%
Integrys Energy Group Inc. Pfd. 2 0.0%
Intel Corp. 4.00% 12-01-2022 9 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 2 0.0%
Intelsat SA 73 0.0%
Inter Pipeline Ltd. 1 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 117 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 103 0.1%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 70 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 3 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 70 0.0%
Inter-American Development Bank 3.50% 05-15-2021 9 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 30 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 7 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 8 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 8 0.0%
International Business Machines Corp. 2.625% 08-05-2022 5 0.0%
International Business Machines Corp. 2.75% 12-21-2020 5 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 1 0.0%
International Finance Corp. 3.625% 05-20-2020 59 0.0%
International Finance Corp. 7.00% 07-20-2027 8 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 6 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 14 0.0%
InterRent Real Estate Investment Trust 1 0.0%
Intuitive Surgical Inc. 2 0.0%
Invenergy Thermal Operating I LLC Term Loan 1st Lien F/R 06-25-2025 26 0.0%
Investec Ltd. 1 0.0%
IPL Plastics Inc. 1 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 22 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 42 0.0%
IRB Brasil Resseguros SA 1 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 2 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 208 0.1%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 83 0.0%
iShares Canadian Corporate Bond Index ETF 1,924 1.2%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 2 0.0%
iShares MSCI EAFE ETF 1 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 85 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 69 0.0%
J Sainsbury PLC 1 0.0%
J.B. Hunt Transport Services Inc. 1 0.0%
Jack Henry & Associates Inc. 3 0.0%
Jamieson Wellness Inc. 2 0.0%
Japan Post Holdings Co. Ltd. 3 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 1 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 38 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 47 0.0%
John Laing Group PLC 1 0.0%
JPMorgan Chase & Co. 1 0.0%
JPMorgan Chase & Co. 2.75% 08-24-2022 7 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 83 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 3 0.0%
JPMorgan Chase & Co. F/R 05-15-2047 Callable 2017 15 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 5 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 5 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 3 0.0%
JSE Ltd. 1 0.0%
Just Energy Group Inc. 1 0.0%
KB Financial Group Inc. ADR 3 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 44 0.0%
Kering 1 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 77 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 55 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 17 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 44 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 15 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 15 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 19 0.0%
KFW 3.375% 02-15-2021 9 0.0%
KFW 3.75% 05-29-2020 13 0.0%
Killam Apartment Real Estate Investment Trust 1 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 40 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 26 0.0%
Kinross Gold Corp. 1 0.0%
Kirkland Lake Gold Ltd. 2 0.0%
Knorr-Bremse AG 34 0.0%
Komatsu Ltd. 10 0.0%
Kommunalbanken AS F/R 05-26-2021 2 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 1 0.0%
Koninklijke Ahold Delhaize NV 2 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 294 0.3%
Kraft Canada Inc. F/R 07-06-2020 231 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 2 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 5 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 11 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 27 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 137 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 108 0.1%
KSB SE & Co. KGaA 36 0.0%
Kuehne + Nagel International AG 1 0.0%
Kumba Iron Ore Ltd. 1 0.0%
L E Lundbergforetagen AB Class B 1 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 19 0.0%
Labrador Iron Ore Royalty Corp. 2 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 2 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 251 0.2%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 13 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 9 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 14 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 1 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 73 0.0%
Laurentian Bank of Canada F/R 10-22-2019 15 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 2 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 1 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 164 0.1%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 1 0.0%
Lenovo Group Ltd. 1 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 144 0.1%
LG Corp. 2 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 6 0.0%
Liberty Global PLC Class A 14 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 53 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 27 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 9 0.0%
Linde PLC 50 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 4 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 4 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 688 0.5%
Lloyds Banking Group PLC 3.50% 02-03-2025 111 0.1%
LMBE-MC HoldCo II LLC Term Loan B 1st Lien F/R 11-15-2025 1 0.0%
Loblaw Companies Ltd. 3 0.0%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 34 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 87 0.0%
Loblaw Companies Ltd. 4.86% 09-12-2023 Callable 17 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 480 0.4%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 9 0.0%
Longfor Properties Co. Ltd. 1 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 1 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 58 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 27 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 1 0.0%
Lukoil 1 0.0%
Lululemon Athletica Inc. 2 0.0%
Lundin Mining Corp. 2 0.0%
LVMH Moet Hennessy Louis Vuitton SE 1 0.0%
LyondellBasell Industries NV Class A 1 0.0%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 1 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 10 0.0%
M&T Bank Corp. Pfd. Series A 11 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 3 0.0%
Mackenzie Canadian All Corporate Bond Index ETF 107 0.1%
Mackenzie Global High Yield Fixed Income ETF 9 0.0%
Mackenzie Multi-Strategy Absolute Return Fund Series R 2,951 1.8%
Mackenzie Unconstrained Fixed Income Fund Series R 2 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 608 0.4%
Mackenzie US TIPS Index ETF (CAD-Hedged) 1,800 1.1%
Macy's Inc. 1 0.0%
Magna International Inc. 2 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 419 0.3%
Magnitogorsk Iron & Steel Work 1 0.0%
Mahindra & Mahindra Ltd. 2 0.0%
Mallinckrodt PLC 1 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 84 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 120 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 56 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 223 0.2%
Manulife Financial Corp. 7 0.0%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 84 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 209 0.1%
Maple Leaf Foods Inc. 2 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 2 0.0%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 16 0.0%
Martinrea International Inc. 1 0.0%
Mastronardi Produce Ltd. Term Loan B 1st Lien F/R 04-18-2025 37 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 267 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 1 0.0%
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 174 0.1%
MAXIMUS Inc. 1 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 1 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 31 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 67 0.0%
MCAP Service Corp. 1.08% 05-01-2022 50 0.0%
MCAP Service Corp. 1.13% 10-01-2021 94 0.1%
MCAP Service Corp. 1.24% 09-01-2021 73 0.0%
MCAP Service Corp. 1.386% 04-01-2021 71 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 25 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 3 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 147 0.1%
McGrath RentCorp. 1 0.0%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 3 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 12 0.0%
Medical Facilities Corp. 1 0.0%
Medifast Inc. 1 0.0%
MEG Energy Corp. 1 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 2 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 206 0.1%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 69 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 69 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 1 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 175 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 51 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 31 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 128 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 10 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 1 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 1 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 1 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 6 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 10 0.0%
Methanex Corp. 4 0.0%
Metro Inc. 3 0.0%
Metro Inc. 4.27% 12-04-2047 Callable 2047 200 0.1%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 11 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 221 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 263 0.2%
Mexican Bonos 7.75% 05-29-2031 21 0.0%
Mexican Bonos 8.00% 06-11-2020 13 0.0%
Mexican Bonos 8.00% 12-07-2023 34 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 1 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 23 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 25 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 44 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 12 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 10 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 12 0.0%
Microsoft Corp. 5 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 44 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 37 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 1 0.0%
Mirati Therapeutics Inc. 16 0.0%
Mission Broadcasting Inc. Term Loan B3 1st Lien F/R 01-17-2024 33 0.0%
Mitsubishi Electric Corp. 14 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 1 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 9 0.0%
Momo Inc. 1 0.0%
Mondi Ltd. 1 0.0%
Morgan Stanley 3.00% 02-07-2024 168 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 5 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 9 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 7 0.0%
Morneau Shepell Inc. 2 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 2 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 10 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 19 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 33 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 8 0.0%
Nanya Technology Corp. 1 0.0%
Naspers Ltd. 4 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 795 0.5%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 98 0.1%
National Bank of Canada F/R 06-11-2019 254 0.2%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 6 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 15 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 166 0.1%
NAV CANADA 7.40% 06-01-2027 125 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 2017 85 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 10 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%
Neste Oil OYJ 1 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 7 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 15 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 1 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 15 0.0%
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 310 0.3%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 2 0.0%
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 191 0.1%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 283 0.3%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 6 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 6 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 4 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 10 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 229 0.2%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 8 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 24 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 11 0.0%
NextEra Energy Inc. Conv. Pfd. 28 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 9 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 8 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 7 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 178 0.1%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 7 0.0%
NN Group NV 2 0.0%
Nokia OYJ 3.38% 06-12-2022 126 0.1%
Nomura Holdings Inc. 2.10% 11-27-2019 87 0.0%
Norbord Inc. 1 0.0%
Nordic Investment Bank 1.375% 07-15-2020 10 0.0%
Nordic Investment Bank 4.13% 03-19-2020 12 0.0%
Nordic Investment Bank 5.00% 04-19-2022 7 0.0%
North Battleford Power LP 4.958% 12-31-2032 129 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 87 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 48 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 47 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 121 0.1%
Northland Power Inc. 1 0.0%
Northview Apartment Real Estate Investment Trust 2 0.0%
Norwegian Government 3.75% 05-25-2021 33 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 24 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 45 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 36 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 1 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 2 0.0%
Novartis AG Reg. 13 0.0%
Novatek Microelectronics Corp. 1 0.0%
Novatek OAO 1 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 11 0.0%
Novolipetsk Steel PJSC 1 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 13 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 13 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 1 0.0%
NTPC Ltd. 4.38% 11-26-2024 9 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 114 0.1%
Nutrien Ltd. 16 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 78 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 33 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 12 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 10 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 1 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 17 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 60 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 26 0.0%
OFG Bancorp 4 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 31 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 6 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 4 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 9 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 29 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 46 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 516 0.4%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 140 0.1%
Ontario Electricity Financial Corp. 0% 11-27-2020 146 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 114 0.1%
Ontario Hydro 0% 05-26-2025 52 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 180 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 41 0.0%
OPB Finance Trust 2.98% 01-25-2027 69 0.0%
Open Text Corp. 3 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 1 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 174 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 38 0.0%
OTP Bank NYRT 1 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 59 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 1 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 1 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 33 0.0%
Pan American Silver Corp. 1 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 3 0.0%
Parex Resources Inc. 3 0.0%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 51 0.0%
Park Hotels & Resorts Inc. 5 0.0%
Parkland Fuel Corp. 4 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 223 0.2%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 262 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 7 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 9 0.0%
Partners Group Holding AG 2 0.0%
Pason Systems Inc. 2 0.0%
Patterson Companies Inc. 1 0.0%
Pearson PLC 2 0.0%
Pembina Pipeline Corp. 4 0.0%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 67 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 48 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 146 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 288 0.3%
Pembina Pipeline Corp. 4.75% 04-30-2043 59 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 119 0.1%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 1 0.0%
People's United Financial Inc. Pfd. Series A 15 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 348 0.3%
Pertamina Persero PT 4.30% 05-20-2023 144A 7 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 11 0.0%
PetroChina Co. Ltd. H 1 0.0%
Petroleo Brasileiro SA - Petrobras ADR 8 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 24 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 14 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 4 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 5 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 7 0.0%
Petronas Chemicals Group BHD 1 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 173 0.1%
Pfizer Inc. 5 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1 0.0%
Pick n Pay Stores Ltd. 1 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 85 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] 54 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 1 0.0%
Pixelle Specialty Solutions LLC B 1st Lien F/R 10-23-2024 105 0.1%
Plenary Properties LTAP LP 6.288% 01-31-2044 264 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 48 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 1 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 1 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 64 0.0%
Porsche Automobil Holding SE Pfd. 7 0.0%
POSCO 3 0.0%
POSCO ADR 1 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 4 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 12 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 12 0.0%
Power Corp. of Canada Sub. Voting* 1 0.0%
Powszechna Kasa Oszczednosci Bank Polski 2 0.0%
PPB Group BHD 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 110 0.1%
Premium Brands Holdings Corp. 1 0.0%
President Chain Store Corp. 1 0.0%
Principal Financial Group Inc. 1 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 8 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 1 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 56 0.0%
Province of Alberta 0.63% 04-18-2025 15 0.0%
Province of Alberta 1.00% 11-15-2021 19 0.0%
Province of Alberta 2.90% 12-01-2028 1 0.0%
Province of Alberta 3.05% 12-01-2048 158 0.1%
Province of Alberta 3.10% 06-01-2024 119 0.1%
Province of Alberta 3.40% 12-01-2023 10 0.0%
Province of British Columbia 2.70% 12-18-2022 123 0.1%
Province of British Columbia 3.25% 12-18-2021 87 0.0%
Province of British Columbia 3.30% 12-18-2023 47 0.0%
Province of British Columbia 3.70% 12-18-2020 81 0.0%
Province of British Columbia 6.35% 06-18-2031 278 0.3%
Province of British Columbia 6.60% 01-09-2020 5 0.0%
Province of Manitoba 2.45% 06-02-2025 120 0.1%
Province of Manitoba 2.55% 06-02-2023 41 0.0%
Province of Manitoba 3.30% 06-02-2024 77 0.0%
Province of Manitoba 6.30% 03-05-2031 115 0.1%
Province of New Brunswick 3.35% 12-03-2021 12 0.0%
Province of New Brunswick 3.65% 06-03-2024 119 0.1%
Province of New Brunswick 4.50% 06-02-2020 26 0.0%
Province of New Brunswick 4.55% 03-26-2037 23 0.0%
Province of Newfoundland 3.00% 06-02-2026 163 0.1%
Province of Newfoundland 3.70% 10-17-2048 275 0.3%
Province of Ontario 0% 06-02-2024 323 0.3%
Province of Ontario 0% 06-02-2026 60 0.0%
Province of Ontario 0% 07-13-2022 66 0.0%
Province of Ontario 2.60% 06-02-2025 69 0.0%
Province of Ontario 2.60% 09-08-2023 1,030 0.7%
Province of Ontario 2.85% 06-02-2023 69 0.0%
Province of Ontario 2.90% 06-02-2049 2,216 1.3%
Province of Ontario 3.15% 06-02-2022 177 0.1%
Province of Ontario 3.50% 06-02-2024 41 0.0%
Province of Ontario 4.20% 06-02-2020 36 0.0%
Province of Ontario 4.60% 06-02-2039 186 0.1%
Province of Ontario 5.60% 06-02-2035 87 0.0%
Province of Ontario 6.20% 06-02-2031 204 0.1%
Province of Ontario 6.50% 03-08-2029 224 0.2%
Province of Ontario Canada 2.90% 06-02-2028 2,402 1.4%
Province of Ontario F/R 08-21-2023 2 0.0%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 122 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 66 0.0%
Province of Quebec 2.50% 09-01-2026 153 0.1%
Province of Quebec 2.75% 09-01-2025 406 0.3%
Province Of Quebec 2.75% 09-01-2028 203 0.1%
Province of Quebec 3.00% 09-01-2023 248 0.2%
Province of Quebec 3.50% 12-01-2048 923 0.6%
Province of Quebec 3.75% 09-01-2024 111 0.1%
Province of Quebec 4.25% 12-01-2031 Real Return 18 0.0%
Province of Quebec 4.50% 12-01-2020 110 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 7 0.0%
Province of Quebec F/R 12-19-2018 54 0.0%
Province of Saskatchewan 3.30% 06-02-2048 91 0.1%
Prudential Financial Inc. 1 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 32 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 22 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 79 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 167 0.1%
PT Gudang Garam TBK 1 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 1 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 9 0.0%
PulteGroup Inc. 7.875% 06-15-2032 1 0.0%
Qatar Islamic Bank 1 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 129 0.1%
Quebecor Inc. Class B Sub. voting 6 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 162 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 7 0.0%
Queensland Treasury Corp. 3.25% 08-21-2029 1 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 28 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 6 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 48 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 230 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 13 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 53 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 68 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 12 0.0%
Reckitt Benckiser Group PLC 12 0.0%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 7 0.0%
RegionalCare Hospital Partners Holdings Term Loan 1st Lien F/R 11-16-2025 3 0.0%
Regions Bank 6.45% 06-26-2037 9 0.0%
Regions Financial Corp. 7.375% 12-10-2037 6 0.0%
Reinsurance Group of America Inc. 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 5 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 201 0.1%
Reliance LP 3.813% 09-15-2020 83 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 114 0.1%
Renesas Electronics Corp. 9 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 2 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 1 0.0%
Republic of Argentina 5.88% 01-11-2028 2 0.0%
Republic of Austria 0.00% 07-15-2023 21 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 24 0.0%
Republic of Colombia 7.00% 09-11-2019 11 0.0%
Republic of Finland 1.50% 04-15-2023 12 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 8 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 5 0.0%
Republic of Indonesia 7.50% 05-15-2038 15 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 67 0.0%
Republic of Portugal 3.85% 04-15-2021 12 0.0%
Republic of Serbia 5.88% 12-03-2018 1 0.0%
Republic of the Philippines 4.00% 01-26-2022 8 0.0%
Republic Services Inc. 2 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 24 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 15 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 77 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 100 0.1%
Rio Tinto Ltd. 6 0.0%
Rio Tinto PLC 1 0.0%
RioCan Real Estate Investment Trust 1 0.0%
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 28 0.0%
Rite Aid Corp. 7.70% 02-15-2027 157 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 347 0.3%
Rogers Communications Inc. Class B non-voting 4 0.0%
Rosneft Oil Co. 1 0.0%
Rostelecom 1 0.0%
Rowan Companies Inc. 12 0.0%
Royal Bank of Canada 35 0.0%
Royal Bank of Canada 2.36% 12-05-2022 124 0.1%
Royal Bank of Canada 2.95% 05-01-2023 667 0.5%
Royal Bank of Canada 3.30% 09-26-2023 520 0.4%
Royal Bank of Canada 3.31% 01-20-2026 327 0.3%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 154 0.1%
Royal Bank of Canada F/R 02-11-2020 158 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 642 0.5%
Royal Bank of Canada F/R 08-01-2019 522 0.4%
Royal Dutch Shell PLC A 23 0.0%
Ruentex Industries Ltd. 1 0.0%
Russel Metals Inc. 1 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 83 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 31 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 13 0.0%
Samsung Electro-Mechanics Co. 1 0.0%
Samsung Electronics Co. Ltd. 17 0.0%
Samsung SDI Co. Ltd. 1 0.0%
San Miguel Corp. 1 0.0%
Sanofi 15 0.0%
Santander Consumer Bank AS F/R 03-30-2020 2 0.0%
Sao Martinho SA 1 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 47 0.0%
Sasol Ltd. ADR 2 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 58 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 25 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 15 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 10 0.0%
Schaeffler AG 5 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 64 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 1 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 73 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 6 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 13 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 16 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 12 0.0%
Securus Technologies Holdings Inc. Delayed Draw Term Loan 1st Lien F/R 11-01-2024 1 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 27 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 4 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 4 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 57 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 58 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 160 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 31 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 970 0.6%
Shaw Communications Inc. Class B non-voting 1 0.0%
Shaw Communications Inc. Pfd Series A 34 0.0%
Shenzhen Expressway Co. Ltd. 1 0.0%
Shin Kong Financial Holding Co. Ltd. 1 0.0%
Shinhan Financial Group Co. Ltd. ADR 1 0.0%
Shopify Inc. 1 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 1 0.0%
Siemens AG 11 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 70 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 65 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 38 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 14 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 1 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 1 0.0%
Sinopharm Group Co. H 1 0.0%
Sinotruk Hong Kong Ltd. 1 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 11 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 9 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 57 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 34 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 Holdings Co. Ltd. 1 0.0%
SK Hynix Inc. 5 0.0%
SK Telecom Co. Ltd. ADR 2 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 32 0.0%
SmarTone Telecommunications Holdings Ltd. 86 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 27 0.0%
SNC-Lavalin Group Inc. 1 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 54 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 81 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 24 0.0%
SoftBank Group Corp. 9 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 159 0.1%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 17 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 1 0.0%
Sonova Holding AG 1 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 259 0.2%
Southern California Edison Co. 4.13% 03-01-2048 Callable 2047 55 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 2 0.0%
SP LP 3.21% 06-15-2019 171 0.1%
SPDR S&P 500 ETF Trust 2 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 1 0.0%
Spin Master Corp. 1 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 39 0.0%
Spirit Airlines Inc. 3 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 1 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 59 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 84 0.0%
Sprint Corp. 7.125% 06-15-2024 44 0.0%
Sprint Corp. 7.25% 09-15-2021 1 0.0%
Sprint Corp. 7.875% 09-15-2023 204 0.1%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 43 0.0%
Spy Hill Power LP 4.14% 03-31-2036 32 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 69 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 2 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 3 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 7 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 52 0.0%
St Clair Holding ULC 4.88% 08-31-2031 19 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 50 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 5 0.0%
Standard Chartered PLC 12 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 8 0.0%
Stantec Inc. 3 0.0%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 47 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 74 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 20 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 76 0.0%
Starwood Property Trust Inc. 2 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 13 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 12 0.0%
Storm King Funding F/R 03-18-2019 193 0.1%
Strait Crossing Development Inc. 6.17% 09-15-2031 72 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 4 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 2 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 2 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 1 0.0%
Sul America SA 1 0.0%
Summit Industrial Income Real Estate Investment Trust 1 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 145 0.1%
Sun Life Financial Inc. 8 0.0%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 148 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 214 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 47 0.0%
Suncor Energy Inc. 21 0.0%
Sunrun Inc. 33 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 6 0.0%
Superior Industries International Inc. Term Loan B 1st Lien F/R 03-22-2024 1 0.0%
Superior Plus Corp. 1 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 277 0.3%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 210 0.1%
Surgutneftegas OAO 1 0.0%
Svenska Cellulosa AB (SCA) B 1 0.0%
Swire Pacific Ltd. Class A 1 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 34 0.0%
Swiss Life Holding AG Reg. 1 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 125 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 31 0.0%
Synnex Technology International Corp. 1 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 11 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 13 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 63 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 95 0.1%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 75 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 22 0.0%
Tactile Systems Technology Inc. 1 0.0%
Taekwang Industrial Co. Ltd. 1 0.0%
Taiwan Cement Corp. 1 0.0%
Taiwan High Speed Rail Corp. 1 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 12 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 35 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 183 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 1 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 114 0.1%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 9 0.0%
Tatneft PJSC 1 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 45 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 139 0.1%
Technimark LLC Term Loan 1st Lien F/R 08-08-2025 1 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 4 0.0%
Teck Resources Ltd. Class B 5 0.0%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 9 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 2 0.0%
Telefonaktiebolaget LM Ericsson B 2 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 49 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 6 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 8 0.0%
TELUS Corp. 7 0.0%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 3 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 12 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 239 0.2%
TELUS Corp. 3.75% 01-17-2025 Callable 91 0.1%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 99 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 135 0.1%
TELUS Corp. 5.05% 07-23-2020 1 0.0%
TELUS Corp. 5.15% 11-26-2043 62 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 4 0.0%
Tenaga Nasional BHD 1 0.0%
Tenaris SA 8 0.0%
Tencent Holdings Ltd. 10 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 1 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 161 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 3 0.0%
Teradyne Inc. 1 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 201 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 11 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 39 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. 2.80% 07-21-2023 130 0.1%
Textron Inc. 1 0.0%
TFI International Inc. 2 0.0%
The ADT Corp. 3.50% 07-15-2022 15 0.0%
The AES Corp. 1 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 93 0.1%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 452 0.4%
The Bank of Nova Scotia 2.29% 06-28-2024 185 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 110 0.1%
The Bank of Nova Scotia 2.98% 04-17-2023 303 0.3%
The Bank of Nova Scotia 3.10% 02-02-2028 78 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 100 0.1%
The Bank of Nova Scotia F/R 08-27-2019 468 0.4%
The Boeing Co. 6 0.0%
The British Land Co. PLC 1 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 43 0.0%
The Descartes Systems Group Inc. 1 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 6 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 17 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 12 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 14 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 196 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 12 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 163 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 209 0.1%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 4 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 21 0.0%
The Hershey Co. 1 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 181 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 3 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 11 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 263 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 47 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 49 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 52 0.0%
The Progressive Corp. 1 0.0%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 5 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 1 0.0%
The TJX Companies Inc. 4 0.0%
The Toronto-Dominion Bank 33 0.0%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 988 0.7%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 627 0.5%
The Toronto-Dominion Bank 2.05% 12-01-2022 17 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 298 0.3%
The Toronto-Dominion Bank 3.01% 05-30-2023 363 0.3%
The Toronto-Dominion Bank 3.226% 07-24-2024 59 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 100 0.1%
The Toronto-Dominion Bank 5.38% 07-01-2028 87 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 14 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 71 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 398 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 261 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 64 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 190 0.1%
The Walt Disney Co. 1 0.0%
The Walt Disney Co. 2.76% 10-07-2024 831 0.6%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 16 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 4 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 4 0.0%
Thomson Reuters Corp. 3 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 54 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 120 0.1%
Tingyi (Cayman Islands) Holding Corp. 1 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 76 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 3 0.0%
TMX Group Ltd. 2 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 132 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 155 0.1%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 98 0.1%
Tokyo Electric Power Co. Holdings Inc. 6 0.0%
Top Glove Corp. BHD 1 0.0%
Toromont Industries Ltd. 1 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 59 0.0%
Toronto Hospital 5.64% 12-08-22 64 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 43 0.0%
Total SA 1 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 7 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 8 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 17 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 35 0.0%
TransAlta Corp. 1 0.0%
TransAlta Corp. Pfd. Series A 70 0.0%
TransCanada Corp. 10 0.0%
TransCanada Corp. Pfd. Series 15 70 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 129 0.1%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 83 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 36 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 65 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 72 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 33 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 131 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 65 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 413 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 20 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 14 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 51 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 125 0.1%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 10 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 22 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 5 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 8 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1 0.0%
Tricon Capital Group Inc. 1 0.0%
Trillium Windpower LP 5.80% 02-15-2033 37 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 1 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 3 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 9 0.0%
Triton Solar US Acquisition Co. Term Loan B 1st Lien F/R 10-12-2024 8 0.0%
True North Commercial Real Estate Investment Trust 9 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 7 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 1 0.0%
Turk Hava Yollari AO 1 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 8 0.0%
U.S. Bancorp 0.85% 06-07-2024 9 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 10 0.0%
U.S. Bancorp Pfd. Security Series A 29 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1 0.0%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 10 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 4 0.0%
UBS Group AG 16 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 97 0.1%
Ultra Resources Inc. 7.13% 04-15-2025 Callable 2020 144A 299 0.3%
Uni-President Enterprises Corp. 2 0.0%
Unilever NV CVA 1 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 21 0.0%
Union Gas Ltd. 2.81% 06-01-2026 Callable 10 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 51 0.0%
Union Gas Ltd. 8.65% 11-10-2025 10 0.0%
Uniper SE 3 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 10 0.0%
United Kingdom Treasury 3.75% 09-07-2020 4 0.0%
United Kingdom Treasury 4.25% 12-07-2027 7 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 122 0.1%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 16 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 9 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 8 0.0%
United States Oil Fund LP 151 0.1%
United States Treasury 2.75% 02-15-2028 112 0.1%
United States Treasury 2.75% 08-15-2047 1,013 0.7%
United States Treasury 2.88% 10-31-2023 17 0.0%
United States Treasury 3.00% 02-15-2048 483 0.4%
United States Treasury 3.13% 11-15-2028 123 0.1%
United States Treasury Inflation Indexed 0.50% 01-15-2028 4 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 53 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 66 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 5 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 45 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 6 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 17 0.0%
US Bancorp Pfd. Series K Callable 2023 12 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 12 0.0%
USANA Health Sciences Inc. 1 0.0%
USB Capital IX 3.50% 10-29-2049 27 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 9 0.0%
Vale SA ADR 3 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 1 0.0%
Valeant Pharmaceuticals International Inc. 6 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 272 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 33 0.0%
Valero Energy Corp. 1 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 65 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 62 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 4 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 15 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 13 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 89 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 4 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 48 0.0%
Veresen Inc. 3.06% 06-13-2019 61 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 40 0.0%
Verizon Communications Inc. 1 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 7 0.0%
Verizon Owner Trust 1.42% 01-20-2021 4 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 2 0.0%
Verso Corp. Class A 1 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 33 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 74 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 37 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 9 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 290 0.3%
Vinci SA 8 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 2 0.0%
Visa Inc. Class A 5 0.0%
Vishay Intertechnology Inc. 67 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 20 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 6 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 9 0.0%
Vodafone Group PLC 3.75% 01-16-2024 30 0.0%
Voya Financial Inc. 3 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%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 37 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 38 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 28 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 235 0.2%
Wachovia Capital Trust III F/R 03-15-2066 48 0.0%
Wal-Mart de Mexico SAB de CV Series V 1 0.0%
Wal-Mart Stores Inc. 2 0.0%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 9 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 3 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 3 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 2 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 4 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 1 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 1 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 11 0.0%
Warrior Met Coal Inc. 2 0.0%
Waste Connections Inc. 5 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 1 0.0%
Weatherford International PLC 1 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 104 0.1%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 9 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 252 0.2%
Wells Fargo & Co. 2.98% 05-19-2026 168 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 98 0.1%
Wells Fargo & Co. F/R 07-27-2021 6 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 1 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 2 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 38 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 16 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 6 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 1 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 52 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 40 0.0%
West Fraser Timber Co. Ltd. 1 0.0%
Westcoast Energy Inc. 3.12% 12-05-2022 10 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 79 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 39 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 15 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 14 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 67 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 11 0.0%
WestJet Airlines Ltd. 1 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 1 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 10 0.0%
Westshore Terminals Investment Corp. 1 0.0%
William Morrison Supermarkets PLC 1 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 15 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 223 0.2%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 7 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 23 0.0%
Winpak Ltd. 1 0.0%
Wipro Ltd. ADR 3 0.0%
Wirecard AG 1 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 13 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 11 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 1 0.0%
WSP Global Inc. 1 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 172 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 15 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 4 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 1 0.0%
XO Group Inc. Term Loan 1st Lien F/R 11-08-2025 1 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 47 0.0%
XPO Logistics Inc. Term Loan B 1st Lien F/R 02-24-2025 14 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 81 0.0%
Yamana Gold Inc. 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 20 0.0%
Yum China Holdings Inc. 2 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 6 0.0%
Zhen Ding Technology Holding Ltd. 1 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 7 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 62 0.0%
Total Investments -- 178,500 100.1%
Currency Hedge Contracts -- -865 -0.5%
Other Assets (Liabilities) -- 748 0.4%
Total Net Assets -- 178,383 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of January 31, 2019
  • Regional Allocation
      Canada
    66.6%
      United States
    15.4%
      United Kingdom
    2.5%
      Germany
    2.3%
      France
    1.0%
      Other
    0.8%
      Australia
    0.8%
      Netherlands
    0.3%
      Belgium
    0.2%
      Luxembourg
    0.1%
      Cash & Equivalents 10.0%
  • Sector Allocation
      Corporate Bonds 34%
      Federal Bonds 29.4%
      Cash & Equivalents 10%
      Foreign Fixed Income 9.2%
      Mutual&Pooled 6.9%
      Provincial Bonds 6.4%
      Bank Loans 2.6%
      Equities 0.6%
      Mortgage Backed 0.6%
      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 TMX Canada Universe Bond and 10% BofA Merrill Lynch Global Broad Market (Hedged to CAD).

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