Fund Portfolio – Symmetry Fixed Income Portfolio Series PWF MFC6221 | Mackenzie Investments

Symmetry Fixed Income Portfolio Series PWF

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of October 31, 2017
Major holdings represent 20.4% of the fund.
View all holdings
Total # of
Equity Holdings
989
Total # of
Fixed Income Holdings
1640
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.00% 06-01-2027
Canada | Federal Government
11.0%
United States Treasury 2.25% 08-15-2027
United States | Foreign Governments
1.7%
Province of Ontario 2.80% 06-02-2048
Canada | Provincial Governments
1.2%
Province of Ontario 2.60% 06-02-2027
Canada | Provincial Governments
1.1%
Apple Inc. 2.51% 08-19-2024 Callable 2025
United States | Corporate - Non Convertible
1.0%
Government of Canada 1.25% 12-01-2047 Real Return
Canada | Federal Government
1.0%
Canada Housing Trust No. 1 2.35% 06-15-2027
Canada | Federal Government
1.0%
Government of Canada 4.25% 12-01-2026 Real Return
Canada | Federal Government
0.8%
Canada Housing Trust F/R 09-15-2023
Canada | Federal Government
0.8%
Province of Quebec 3.50% 12-01-2045
Canada | Provincial Governments
0.8%

Complete Fund Holdings Help Full holdings list

As of August 31, 2017
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 2017 26 0.0%
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 6.00% 04-01-2022 Callable 2017 30 0.0%
3M Co. 3.00% 08-07-2025 1 0.0%
407 International Inc. 2.43% 05-04-2027 Callable MTN 79 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 168 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 82 0.0%
407 International Inc. 3.83% 05-11-2046 120 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 436 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 25 0.0%
407 International Inc. 7.125% 07-26-2040 Callable 179 0.1%
A Schulman Inc. 6.88% 06-01-2023 Callable WI 4 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-28-2023 32 0.0%
Abbott Laboratories 2.95% 03-15-2025 Callable 2024 1 0.0%
AbbVie Inc. 1.80% 05-14-2018 1 0.0%
AbbVie Inc. 3.60% 05-14-2025 Callable 2025 1 0.0%
ABN AMRO Group NV 1 0.0%
Accenture PLC Class A 1 0.0%
Access Justice Durham 5.015% 08-31-2039 76 0.0%
ACE INA Holdings Inc. 3.35% 05-03-2026 Callable 2026 2 0.0%
Activision Blizzard Inc. 3.40% 09-15-2026 Callable 2026 1 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 1 0.0%
Adtalem Global Education Inc. 1 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 70 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 144A 3 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 1 0.0%
AerCap Holdings NV 2 0.0%
Aetna Inc. 2.75% 11-15-2022 Callable 2022 56 0.0%
Affiliated Managers Group Inc. 16 0.0%
African Development Bank F/R 02-24-2019 1 0.0%
Agnico-Eagle Mines Ltd. 1 0.0%
Agricultural Bank of China Ltd. H 4 0.0%
Agrium Inc. 3 0.0%
AGT Food and Ingredients Inc. 1 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 112 0.1%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 90 0.0%
Air Canada 3 0.0%
Air Lease Corp. 3.00% 09-15-2023 Callable 2023 1 0.0%
Air Lease Corp. 3.875% 12-01-2018 2 0.0%
Air Medical Group Holdings Inc. Term Loan B1 1st Lien F/R 04-28-2022 1 0.0%
AK Steel Corp. 6.38% 10-15-2025 Callable 2020 4 0.0%
Albertsons LLC Term Loan B4 1st Lien F/R 08-25-2021 5 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 61 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 190 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 73 0.0%
Algonquin Power & Utilities Corp. 5.50% 07-25-2018 Callable 251 0.1%
Alibaba Group Holding Ltd. ADR 3 0.0%
Alimentation Couche-Tard Inc. 3.06% 07-26-2024 Callable 2024 125 0.1%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 185 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 3 0.0%
Allegheny Technologies Inc. 9.38% 06-01-2019 3 0.0%
Allergan PLC 18 0.0%
Allergan PLC 5.50% Pfd. Conv. Series A 1 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 2017 144A 5 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 22 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 13 0.0%
Alliance Resource Operating Partners LP 7.50% 05-01-2025 Callable 2020 144A 4 0.0%
Allianz SE Reg. 5 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 110 0.1%
Allied Properties REIT 3.748% 05-13-2020 Series A 74 0.0%
Allied Properties REIT 3.93% 11-14-2022 Series B 71 0.0%
Ally Financial Inc. 9 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 6 0.0%
Ally Financial Inc. 8.00% 11-01-2031 22 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 04-28-2024 1 0.0%
Alpha 3 BV Term Loan B1 1st Lien F/R 01-24-2024 6 0.0%
Alphabet Inc. Class A 1 0.0%
Alphabet Inc. Class C 2 0.0%
AltaGas Ltd. 1 0.0%
AltaGas Ltd. 3.57% 06-12-2023 Callable 101 0.1%
AltaGas Ltd. 3.72% 09-28-2021 Callable 144 0.1%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 Series MTN 116 0.1%
AltaGas Ltd. Pfd. Series K 158 0.1%
AltaLink Investments LP 3.674% 06-05-2019 Callable 55 0.0%
AltaLink LP 2.75% 05-29-2026 Callable 42 0.0%
AltaLink LP 2.98% 11-28-2022 168 0.1%
AltaLink LP 3.668% 11-06-2023 14 0.0%
Altalink LP 3.72% 12-03-2046 Callable Series MTN 81 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 66 0.0%
Altice SA 7.75% 05-15-2022 Callable 2017 144A 19 0.0%
Altria Group Inc. 2 0.0%
AMAG Pharmaceuticals Inc. 7.875% 09-01-2023 Callable 2018 144A 7 0.0%
Amaya Holdings Term Loan B 1st Lien F/R 08-01-2021 5 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 [144A] 1 0.0%
Amazon.com Inc. 3.80% 12-05-2024 Callable 2024 3 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 39 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 4 0.0%
AMC Entertainment Inc. 5.875% 02-15-2022 Callable 2017 6 0.0%
Amdocs Ltd. 1 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1 0.0%
American Airlines Inc. Term Loan 1st Lien F/R 04-28-2023 1 0.0%
American Axle & Manufacturing Inc. 6.625% 10-15-2022 Callable 2017 1 0.0%
American Bath Group LLC Term Loan 1st Lien F/R 09-30-2023 10 0.0%
American Beacon Advisors Inc. Term Loan 2nd Lien F/R 04-30-2023 5 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-29-2021 1 0.0%
American Express Co. 17 0.0%
American Express Credit Account Master Trust 1.43% 06-15-2020 1 0.0%
American Express Credit Account Master Trust 1.77% 11-15-2022 2017-3 1 0.0%
American International Group Inc. 12 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 17 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 36 0.0%
American Tire Distributors Inc. 10.25% 03-01-2022 Callable 2018 144A 2 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 1 0.0%
AmerisourceBergen Corp. 4 0.0%
Amgen Inc. 6 0.0%
Amgen Inc. 1.85% 08-19-2021 Callable 2021 1 0.0%
Amgen Inc. 2.60% 08-19-2026 Callable 2026 1 0.0%
Amphenol Corp. Class A 4 0.0%
AMS FinCo SARL Term Loan 1st Lien F/R 05-17-2024 19 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 570 0.4%
Anheuser-Busch InBev Finance Inc. 2.65% 02-01-2021 Callable 2021 4 0.0%
Anheuser-Busch InBev Finance Inc. 3.30% 02-01-2023 Callable 2022 129 0.1%
Anheuser-Busch InBev Finance Inc. 3.65% 02-01-2026 Callable 2025 2 0.0%
Anheuser-Busch InBev NV 10 0.0%
Anheuser-Busch InBev Worldwide Inc. 7.75% 01-15-2019 2 0.0%
Ansaldo STS SPA 1 0.0%
Antero Midstream 5.38% 09-15-2024 1 0.0%
Antero Resources Corp. 5.00% 03-01-2025 157 0.1%
Antero Resources Corp. 5.125% 12-01-2022 Callable 2017 8 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 1 0.0%
Anthem Inc. 5 0.0%
Anthem Inc. 2.75% 10-15-2042 2 0.0%
Anthem Inc. 3.30% 01-15-2023 31 0.0%
Anthem Inc. 3.50% 08-15-2024 Callable 2024 1 0.0%
Apple Inc. 39 0.0%
Apple Inc. 1.00% 05-03-2018 2 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 1,652 1.0%
Apple Inc. 2.85% 08-28-2019 1 0.0%
Apple Inc. 3.20% 05-13-2025 1 0.0%
Apple Inc. F/R 05-03-2018 1 0.0%
Applebee's/IHOP Funding LLC 4.277% 09-05-2021 1 0.0%
Appvion Inc. 9.00% 06-01-2020 Callable 144A 25 0.0%
APT Pipelines Ltd. 4.20% 03-23-2025 Callable 2024 144A 138 0.1%
APT Pipelines Ltd. 4.245% 07-24-2019 72 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 1 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 1 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-09-2024 1 0.0%
ARC Resources Ltd. 1 0.0%
ArcelorMittal SA 7.00% 10-15-2039 2 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 [144A] 142 0.1%
Ardagh Packaging Finance PLC 2.75% 03-15-2024 Callable 2020 63 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 12 0.0%
Argentine Bonos del Tesoro 21.20% 09-19-2018 2 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 22 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-16-2023 15 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 46 0.0%
Ascent Resources-Utica Holdings LLC 10.00% 04-01-2022 Callable 2020 144A 76 0.0%
Ashmore Group PLC 2 0.0%
Ashtead Capital Inc. 4.13% 08-15-2025 Callable 2020 144A 9 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 7 0.0%
Ashtead Group PLC 2 0.0%
Asian Development Bank 4.625% 03-06-2019 1 0.0%
Asian Development Bank 5.00% 03-09-2022 1 0.0%
Asian Development Bank 5.90% 12-20-2022 1 0.0%
Asian Development Bank 6.00% 02-24-2021 1 0.0%
Asian Development Bank 6.45% 08-08-2021 2 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 168 0.1%
ASP AMC Merger Sub Inc. Term Loan 1st Lien F/R 04-13-2024 8 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 14 0.0%
Assured Guaranty Ltd. 7 0.0%
AT&T Inc. 2.30% 03-11-2019 1 0.0%
AT&T Inc. 2.85% 02-14-2023 Callable 2023 2 0.0%
AT&T Inc. 3.825% 11-25-2020 129 0.1%
AT&T Inc. 4.85% 05-25-2047 352 0.2%
ATCO Ltd. Class I non-voting 1 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 9 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 37 0.0%
Australia and New Zealand Banking Group Ltd. 2.00% 11-16-2018 1 0.0%
Autostrada Torino-Milano SPA 1 0.0%
Avangrid Inc. 1 0.0%
Avaya Inc. 7.00% 04-01-2019 Callable 144A 9 0.0%
Aviva PLC 4.50% 05-10-2021 62 0.0%
Axis Capital Holdings Ltd. 1 0.0%
B&G Foods Inc. 4.625% 06-01-2021 Callable 1 0.0%
B&G Foods Inc. 5.25% 04-01-2025 Callable 2020 1 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 1 0.0%
BAE Systems Holdings Inc. 3.85% 12-15-2025 Callable 2025 144A 1 0.0%
Baidu Inc. ADR 2 0.0%
Ball Corp. 4.00% 11-15-2023 1 0.0%
Ball Corp. 4.375% 12-15-2020 1 0.0%
Ball Corp. 5.00% 03-15-2022 1 0.0%
Ball Corp. 5.25% 07-01-2025 2 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 1 0.0%
Banco Bilbao Vizcaya Argentaria SA 9.00% 05-29-2049 Callable 2018 6 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 1 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 25 0.0%
Bank of America Corp. 34 0.0%
Bank of America Corp. 3.95% 04-21-2025 27 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 7 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 193 0.1%
Bank of China Ltd. H 2 0.0%
Bank of Montreal 13 0.0%
Bank of Montreal 1.45% 04-09-2018 Callable 2018 1 0.0%
Bank of Montreal 1.61% 10-28-2021 DPNT 566 0.4%
Bank of Montreal 1.80% 07-31-2018 1 0.0%
Bank of Montreal 1.88% 03-31-2021 DPNT 301 0.2%
Bank of Montreal 2.27% 07-11-2022 257 0.1%
Bank of Montreal 3.32% 06-01-2026 340 0.2%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 386 0.2%
Bank of Montreal F/R 04-11-2019 54 0.0%
Bank of Montreal F/R 06-01-2027 Callable 2022 310 0.2%
Bankers Hall LP 4.377% 11-20-2013 103 0.1%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 1 0.0%
Barrick Gold Corp. 7 0.0%
Baxter International Inc. 5 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 1 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 4 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 7 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 14 0.0%
BCE Inc. 15 0.0%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 20 0.0%
bcIMC Realty Corp. 2.96% 03-07-2019 178 0.1%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 132 0.1%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 4 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 1 0.0%
Belden Inc. 5.25% 07-15-2024 Callable 2019 144A 5 0.0%
Bell Canada 2.70% 02-27-2024 Callable 263 0.1%
Bell Canada 3.00% 10-03-2022 Callable 55 0.0%
Bell Canada 3.35% 03-22-2023 23 0.0%
Bell Canada 3.35% 06-18-2019 26 0.0%
Bell Canada 3.55% 03-02-2026 Callable Series MTN 9 0.0%
Bell Canada 4.35% 12-18-2045 Callable Series MTN 46 0.0%
Bell Canada 4.45% 02-27-2047 Callable 309 0.2%
Bell Canada 4.70% 09-11-2023 Series MTN 193 0.1%
Bell Canada 4.95% 05-19-2021 Callable 83 0.0%
Bell Canada 6.17% 02-26-2037 50 0.0%
Bell Canada 6.55% 05-01-2029 Callable 81 0.0%
Bell Canada 7.30% 02-23-2032 Callable 24 0.0%
Bellatrix Exploration Ltd. 6.75% 09-30-2021 Conv. Callable 2020 6 0.0%
Bellatrix Exploration Ltd. 8.50% 05-15-2020 Callable 2017 144A 57 0.0%
Bemis Co. Inc. 1 0.0%
Berry Global Group Inc. 6 0.0%
Berry Plastics Corp. Term Loan K 1st Lien F/R 02-08-2020 1 0.0%
Berry Plastics Corp. Term Loan M 1st Lien F/R 10-01-2022 2 0.0%
BHP Billiton PLC 2 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 [144A] 12 0.0%
Bio-Techne Corp. 12 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 01-27-2024 1 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 1 0.0%
Blackberry Ltd. 1 0.0%
Blue Buffalo Pet Products Inc. 10 0.0%
Blue Cube Spinco Inc. 9.75% 10-15-2023 Callable 2020 5 0.0%
BMC Software Finance Inc. Term Loan 1st Lien F/R 09-10-2022 1 0.0%
BMW Canada Inc. 1.83% 06-15-2021 Series O 91 0.0%
BMW Canada Inc. 1.88% 12-11-2020 Series Q 85 0.0%
BMW Canada Inc. F/R 06-14-2019 19 0.0%
Boardwalk Pipelines LP 4.45% 07-15-2027 Callable 2027 1 0.0%
Boardwalk Real Estate Investment Trust 1 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 4 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 59 0.0%
Bombardier Inc. Class B Sub. voting 1 0.0%
Bon-Ton Department Stores Inc. 8.00% 06-15-2021 Callable 2018 1 0.0%
Boohoo.Com PLC 1 0.0%
BP PLC 1 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 13 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2027 Series NTNF 3 0.0%
Bright Bidco BV Term Loan 1st Lien F/R 03-17-2024 46 0.0%
Bright Horizons Family Solutions Inc. 8 0.0%
Brighthouse Financial Inc. 3 0.0%
Bristol-Myers Squibb Co. 2 0.0%
British American Tobacco PLC 2 0.0%
Broadridge Financial Solutions Inc. 14 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 55 0.0%
Brookfield Asset Management Inc. 3.95% 04-09-2019 116 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 77 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 81 0.0%
Brookfield Asset Management Inc. 5.30% 03-01-2021 55 0.0%
Brookfield Asset Management Inc. Class A limited voting 2 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 54 0.0%
Brookfield Business Partners LP 1 0.0%
Brookfield Infrastructure Partners LP 1 0.0%
Brookfield Infrastructure Partners LP 3.455% 10-10-2017 Callable 59 0.0%
Brookfield Property Partners LP 1 0.0%
Brookfield Renewable Energy Partners LP 5.14% 10-13-2020 Callable 103 0.1%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 115 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 342 0.2%
Brookfield Renewable Partners LP Pfd. Series 11 41 0.0%
Brookfield Residential Properties Inc. 6.125% 07-01-2022 Callable 2017 144A 14 0.0%
Brookfield Residential Properties Inc. 6.50% 12-15-2020 Callable 144A 49 0.0%
Brown & Brown Inc. 3 0.0%
BRP Finance ULC 4.79% 02-07-2022 19 0.0%
BRP Inc. 1 0.0%
Bruce Power LP 2.84% 06-23-2021 253 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 Series:17-1 174 0.1%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 4 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 4 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 10 0.0%
Bundesrepublik Deutschland 0.50% 08-15-2027 5,814 3.2%
Bundesrepublik Deutschland 2.50% 08-15-2046 19 0.0%
Bure Equity AB 1 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 43 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 5 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 2 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 124 0.1%
BWAY Mortgage Trust 3.7873% 01-10-2025 1 0.0%
BXP Trust 3.42% 06-13-2039 2017-GM Class C 1 0.0%
CAE Inc. 7 0.0%
Caesars Entertainment Operating Co. Inc. Term Loan B6 F/R 03-01-2017 7 0.0%
Caesars Growth Properties Holdings LLC Term Loan B 1st Lien F/R 05-08-2021 4 0.0%
Caisse Centrale Desjardins 2.09% 01-17-2022 577 0.4%
Caisse Francaise de Financement Local 5.00% 03-09-2020 575 0.4%
Cal-Maine Foods Inc. 1 0.0%
Calfrac Well Services Ltd. 7.50% 12-01-2020 Callable 144A 16 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 31 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 6 0.0%
Calpine Corp. 5.50% 02-01-2024 Callable 2019 104 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 9 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 3 0.0%
Calpine Corp. 6.00% 01-15-2022 Callable 2017 144A 16 0.0%
Cameco Corp. 5.67% 09-02-2019 Series D 96 0.1%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 110 0.1%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 106 0.1%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 06-29-2024 228 0.1%
Canaccord Genuity Group Inc. 1 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 08-14-2021 52 0.0%
Canada Housing Trust 2.35% 06-15-2027 2,081 1.2%
Canada Housing Trust F/R 09-15-2022 1,514 0.9%
Canada Housing Trust No. 1 1.25% 12-15-2020 1 0.0%
Canada Housing Trust No. 1 1.70% 12-15-2017 2 0.0%
Canada Housing Trust No. 1 2.35% 09-15-2023 537 0.4%
Canada Housing Trust No. 1 2.40% 12-15-2022 1,464 0.9%
Canada Housing Trust No. 1 3.35% 12-15-2020 1 0.0%
Canadian Apartment Properties Real Estate Investment Trust 2 0.0%
Canadian Commercial Mortgage Origination Trust 1 2.768% 11-12-2018 45 0.0%
Canadian Commercial Mortgage Origination Trust 2.658% 11-12-2017 21 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 156 0.1%
Canadian Energy Services & Technology Corp. 7.375% 04-17-2020 Callable 2017 26 0.0%
Canadian Imperial Bank 2.30% 07-11-2022 Series DPNT 829 0.5%
Canadian Imperial Bank of Commerce 10 0.0%
Canadian Imperial Bank of Commerce 1.64% 07-12-2021 DPNT 13 0.0%
Canadian Imperial Bank of Commerce 1.66% 01-20-2020 DPNT 267 0.1%
Canadian Imperial Bank of Commerce 1.85% 07-14-2020 88 0.0%
Canadian Imperial Bank of Commerce 2.04% 03-21-2022 23 0.0%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 425 0.2%
Canadian Imperial Bank of Commerce F/R 01-16-2018 19 0.0%
Canadian Imperial Bank of Commerce F/R 01-17-2019 28 0.0%
Canadian Imperial Bank of Commerce F/R 3.00% 10-28-2024 Callable 2019 492 0.4%
Canadian National Railway Co. 14 0.0%
Canadian National Railway Co. 2.80% 09-22-2025 Callable 2025 102 0.1%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 119 0.1%
Canadian Natural Resources Ltd. 3 0.0%
Canadian Natural Resources Ltd. 2.05% 06-01-2020 11 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 28 0.0%
Canadian Natural Resources Ltd. 3.31% 02-11-2022 41 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 20 0.0%
Canadian Pacific Railway Ltd. 5 0.0%
Canadian Real Estate Investment Trust 2.95% 01-18-2023 Callable 2022 73 0.0%
Canadian Real Estate Investment Trust 4.323% 01-15-2021 35 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 4 0.0%
Canadian Utilities Ltd. 3.122% 11-09-2022 169 0.1%
Canadian Utilities Ltd. Class A non-voting 2 0.0%
Canadian Western Bank 1 0.0%
Canadian Western Bank 2.74% 06-16-2022 Series DPNT 50 0.0%
Canyon Valor Cos Inc. Term Loan B 1st Lien F/R 06-16-2023 63 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 268 0.1%
Capital One Financial Corp. 3.75% 07-28-2026 Callable 2026 1 0.0%
Capital One Multi-Asset Execution Trust 1.48% 07-15-2020 1 0.0%
Capital Power Corp. 3 0.0%
Cara Operations Ltd. 1 0.0%
Cardinal Health Inc. 2 0.0%
Cards II Trust 2.155% 10-15-2020 189 0.1%
CareCentrix Inc. Term Loan B 1st Lien F/R 07-08-2021 34 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-27-2023 223 0.1%
Carnival PLC 7 0.0%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2018 169 0.1%
Carter's Inc. 13 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 02-21-2024 131 0.1%
Cascades Inc. 1 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 11 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 2017 Series 144A 12 0.0%
Cash & Equivalents** 37,201 19.8%
CBC Monetization Trust 4.688% 05-15-2027 Callable 2 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 3 0.0%
CBS Radio Inc. Term Loan B 1st Lien F/R 03-02-2024 1 0.0%
CCL Industries Inc. Class B non-voting 4 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 6 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 142 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 4 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 1 0.0%
CCO Holdings LLC 5.75% 02-15-2026 2 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 4 0.0%
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25% 09-30-2022 Callable 2017 22 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 43 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 2 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 2017 8 0.0%
Celestica Inc. Sub. voting 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 4 0.0%
Cemex Finance LLC 9.375% 10-12-2022 Callable 144A 8 0.0%
Cenovus Energy Inc. 2 0.0%
Cenovus Energy Inc. 6.75% 11-15-2039 Callable 25 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 9 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 7 0.0%
Central 1 Credit Union F/R 11-21-2018 304 0.2%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 126 0.1%
Cequel Communications Holdings I LLC 5.13% 12-15-2021 Callable 2018 144A - 15672WAE4 1 0.0%
Cequel Communications Holdings I LLC 5.13% 12-15-2021 Callable 2018 144A - 15672WAF1 7 0.0%
Cequel Communications Holdings I LLC/Cequel Capital Corp. 7.75% 07-15-2025 Callable 2020 1 0.0%
Ceridian HCM Holding Inc. 11.00% 03-15-2021 Callable 2018 144A 9 0.0%
CES Energy Solutions Corp. 1 0.0%
CGI Group Inc. Class A Sub. voting 4 0.0%
Changyou.com Ltd. 2 0.0%
Charles River Laboratories International Inc. 9 0.0%
Charter Communications Inc. Class A 7 0.0%
Charter Communications Operating LLC Term Loan I 1st Lien F/R 01-15-2024 3 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 77 0.0%
Chase Issuance Trust 1.30% 02-18-2020 2013-A1 1 0.0%
Chase Issuance Trust 1.62% 07-15-2020 1 0.0%
CHC Group LLC 3 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 25 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 57 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 144A 7 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 8 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 144A 8 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 2022 144A 3 0.0%
Chesapeake Energy Corp. 8.00% 12-15-2022 9 0.0%
Chevron Corp. 13 0.0%
China Construction Bank Corp. H 4 0.0%
China Mobile Ltd. 1 0.0%
China Shenhua Energy Co. Ltd. H 5 0.0%
CHIP Mortgage Trust 2.33% 04-29-2020 35 0.0%
CHIP Mortgage Trust 2.98% 11-15-2021 45 0.0%
Chobani LLC Term Loan B 1st Lien F/R 10-03-2023 14 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 10 0.0%
Choice Properties Real Estate Investment Trust 3.554% 07-05-2018 43 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 100 0.1%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 124 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 65 0.0%
CHS/Community Health Systems Inc. 5.13% 08-01-2021 132 0.1%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 8 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 4 0.0%
CHS/Community Health Systems Inc. Term Loan H 1st Lien F/R 01-27-2021 4 0.0%
Chubb INA Holdings Inc. 3.35% 05-15-2024 1 0.0%
Church & Dwight Co. Inc. 4 0.0%
CI Financial Corp. 2.645% 12-07-2020 Callable 30 0.0%
CI Financial Corp. 2.78% 11-25-2021 Series MTN 23 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 2 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 2017 5 0.0%
Cisco Systems Inc. 6 0.0%
CIT Group Inc. 20 0.0%
CIT Group Inc. 5.00% 08-01-2023 20 0.0%
CIT Group Inc. 5.50% 02-15-2019 144A 2 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 Series A 1 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1 0.0%
Citibank Credit Card Issuance Trust 5.35% 02-07-2020 1 0.0%
Citigroup Inc. 36 0.0%
Citigroup Inc. 3.39% 11-18-2021 113 0.1%
Citigroup Inc. 4.09% 06-09-2025 Series MPLE 186 0.1%
Citigroup Inc. 5.90% 12-29-2049 Callable 2023 1 0.0%
Citigroup Inc. 5.95% 12-29-2049 Callable 2023 1 0.0%
Citigroup Inc. F/R 05-04-2021 1 0.0%
City of Oslo 2.35% 09-04-2024 4 0.0%
CKE Restaurant Holdings Inc. 4.474% 03-20-2020 Series 2013-1A Class A2 2 0.0%
Clear Channel Communications Inc. Term Loan D F/R 01-30-2019 7 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 2017 8 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 7 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 16 0.0%
CME Group Inc. 2 0.0%
CNA Financial Corp. 1 0.0%
Coca Cola Femsa SAB de CV 3.88% 11-26-2023 1 0.0%
Coca-Cola FEMSA SAB de CV 2.375% 11-26-2018 1 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 144A 43 0.0%
Cogeco Communications Inc. 1 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 335 0.2%
Cogeco Communications Inc. 4.88% 05-01-2020 Callable 144A 1 0.0%
Cogeco Communications Inc. 5.15% 11-16-2020 204 0.1%
Cogeco Communications USA II LP Term Loan B 1st Lien F/R 08-11-2024 1 0.0%
Cognex Corp. 2 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 1 0.0%
Colombia Government International Bond 4.50% 01-28-2026 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 111 0.1%
Comcast Corp. Class A 2 0.0%
Cominar Real Estate Investment Trust 4.941% 07-27-2020 Callable 33 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 1 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-29-2023 16 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 137 0.1%
Commonwealth of Bahamas 6.95% 11-20-2029 130 0.1%
Commonwealth of Bahamas 7.125% 04-02-2038 1 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 195 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 34 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 108 0.1%
Community Health Systems Inc. 3 0.0%
Community Health Systems Inc. 7.13% 07-15-2020 Callable 2018 3 0.0%
CommVault Systems Inc. 13 0.0%
Compania Sud Americana de Vapores SA 4 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 2 0.0%
Computershare Ltd. 3 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 1 0.0%
Concho Resources Inc. 5.50% 04-01-2023 Callable 2017 4 0.0%
Concordia Healthcare Corp. 7.00% 04-15-2023 144A 6 0.0%
Concordia Healthcare Corp. Term Loan B 1st Lien F/R 10-20-2021 7 0.0%
Concordia International Corp. 9.00% 04-01-2022 Callable 2019 144A 1 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 2017 98 0.1%
Constellation Brands Inc. 4.25% 05-01-2023 2 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 [144A] 19 0.0%
Constellation Software Inc. 3 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 30 0.0%
Constellium NV 8.00% 01-15-2023 Callable 2018 144A 36 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 4 0.0%
Continental Resources Inc. 4.50% 04-15-2023 Callable 2023 3 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 7 0.0%
ConvergeOne Holdings Corp. Term Loan B 1st Lien F/R 06-02-2024 144 0.1%
Cooperatieve Rabobank UA F/R 11-27-2019 1 0.0%
Coral-US Co-Borrower LLC Term Loan B3 1st Lien F/R 01-19-2025 1 0.0%
CoreLogic Inc. 3 0.0%
Corning Inc. 5 0.0%
Corp Nacional del Cobre de Chile 4.50% 09-16-2025 1 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 1 0.0%
CoStar Group Inc. 10 0.0%
Costco Wholesale Corp. 1 0.0%
Cott Beverages Inc. 5.375% 07-01-2022 Callable 2017 1 0.0%
Cott Corp. 1 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 1 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 2017 144A 1 0.0%
CPPIB Capital Inc. 1.40% 06-04-2020 27 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 2017 5 0.0%
Credit Agricole SA 1 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 3 0.0%
Crescent Point Energy Corp. 1 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 103 0.1%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 102 0.1%
Crown Americas LLC 4.50% 01-15-2023 144A 2 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 7 0.0%
Crown Castle Towers LLC 3.663% 05-15-2025 Callable 2023 144A 1 0.0%
Crown Castle Towers LLC 4.883% 08-15-2020 1 0.0%
Crown Cork & Seal Co. Inc. 7.375% 12-15-2026 1 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 5 0.0%
CSC Holdings LLC 5.25% 06-01-2024 4 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 18 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 05-23-2021 34 0.0%
CSM NV Term Loan B F/R 07-03-2020 186 0.1%
CSP Technologies North America LLC Term Loan B 1st Lien F/R 01-29-2022 11 0.0%
CSRA Inc. Term Loan B 1st Lien F/R 11-30-2023 3 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 88 0.0%
CT Real Estate Investment Trust 3.47% 06-16-2027 Series E Callable 23 0.0%
CTI Foods Holding Co. LLC Term Loan 1st Lien F/R 06-14-2020 1 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-14-2021 1 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 258 0.1%
CU Inc. 5.432% 01-23-2019 164 0.1%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 102 0.1%
CVS Health Corp. 3.875% 07-20-2025 Callable 2025 2 0.0%
D.R. Horton Inc. 5.75% 08-15-2023 Callable 2023 1 0.0%
Daimler Canada Finance Inc. 1.57% 05-25-2020 Series EMTN 50 0.0%
Dakota Merger Sub Inc. 10.75% 09-01-2024 Callable 2019 144A 6 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 15 0.0%
Dana Holding Corp. 3 0.0%
Danaher Corp. 6 0.0%
Danone SA 8 0.0%
Danske Bank AS 2.75% 09-17-2020 144A 46 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 100 0.1%
Danske Bank AS F/R 05-22-2020 1 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 1 0.0%
Dave & Buster's Entertainment Inc. 4 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 137 0.1%
Dayco Products LLC Term Loan B 1st Lien F/R 05-04-2023 18 0.0%
DB Master Finance LLC 3.98% 02-20-2022 2 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 02-25-2022 11 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 11 0.0%
Dell International LLC Term Loan 1st Lien F/R 09-07-2023 1 0.0%
Dell Technologies Inc. 3 0.0%
Delta Air Lines Inc. 4 0.0%
Deluxe Corp. 1 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 4 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2023 832 0.5%
Deutsche Lufthansa AG Reg. 2 0.0%
DexCom Inc. 15 0.0%
DFC Global Corp. 10.50% 06-15-2020 Callable 144A 4 0.0%
DHX Media Ltd. Special Warrants Exp. 10-30-2017 25 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-22-2023 249 0.1%
Diamond (BC) BV Term Loan 1st Lien F/R 07-25-2024 117 0.1%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 6 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 26 0.0%
Digicel Group Ltd. 8.25% 09-30-2020 Callable 2017 144A 7 0.0%
Discover Financial Services 5.20% 04-27-2022 Callable 1 0.0%
DISH DBS Corp. 7.75% 07-01-2026 158 0.1%
Dole Food Co. Inc. Term Loan B 1st Lien F/R 03-24-2024 3 0.0%
Dollar Tree Inc. 5.75% 03-01-2023 143 0.1%
Dollarama Inc. 4 0.0%
Dollarama Inc. F/R 03-16-2020 7 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 2 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 2 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 Series 17-1A Class A2I 2 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 Series 17-1A Class A2II 1 0.0%
DoubleUGames Co. Ltd. 2 0.0%
Dream Office Real Estate Investment Trust 1 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 12-21-2022 123 0.1%
DTE Energy Co. Conv. Pfd. 1 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-05-2018 3 0.0%
Dynegy Inc. 7.38% 11-01-2022 Callable 2018 260 0.1%
Dynegy Inc. 7.625% 11-01-2024 2 0.0%
Dynegy Inc. 8.00% 01-15-2025 Callable 2020 144A 2 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 23 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 68 0.0%
Eagle Holding Co. II LLC 7.63% 05-15-2022 Callable 2018 144A 3 0.0%
Eaton Corp. PLC 3 0.0%
eBay Inc. 19 0.0%
ECN Capital Corp. 2 0.0%
Eldorado Gold Corp. 1 0.0%
Eldorado Resorts Inc. 7.00% 08-01-2023 Callable 2018 11 0.0%
Eldorado Resorts Inc. Term Loan B 1st Lien F/R 03-16-2024 12 0.0%
Electrical Components International Inc. Term Loan B 1st Lien F/R 04-17-2021 27 0.0%
Electronic Arts Inc. 4.80% 03-01-2026 Callable 2025 1 0.0%
Eli Lilly and Co. 2.75% 06-01-2025 Callable 2025 1 0.0%
Ellie Mae Inc. 1 0.0%
Emera Inc. 1 0.0%
Emera Inc. 2.90% 06-16-2023 22 0.0%
Emera Inc. 4.83% 12-02-2019 94 0.1%
Emera Inc. F/R 06-15-2076 Callable 2026 2 0.0%
Empire Co. Ltd. Class A non-voting 2 0.0%
Enbridge Gas Distribution Inc. 4.04% 11-23-2020 Callable 86 0.0%
Enbridge Inc. 10 0.0%
Enbridge Inc. 3.19% 12-05-2022 23 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 66 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 176 0.1%
Enbridge Inc. 4.00% 10-01-2023 Callable 2023 2 0.0%
Enbridge Inc. 4.24% 08-27-2042 166 0.1%
Enbridge Inc. 4.57% 03-11-2044 757 0.5%
Enbridge Inc. 4.77% 09-02-2019 Callable 1 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 38 0.0%
Enbridge Income Fund Holdings Inc. 2 0.0%
Enbridge Income Fund Holdings Inc. 2.92% 12-14-2017 9 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 35 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 68 0.0%
Enbridge Pipelines Inc. 3.79% 08-17-2023 Callable 125 0.1%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable Series MTN 36 0.0%
Enbridge Pipelines Inc. 4.49% 11-12-2019 Callable 7 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 19 0.0%
EnCana Corp. 2 0.0%
Endesa SA 6 0.0%
Endo DAC 5.88% 10-15-2024 Callable 2020 144A 1 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 7 0.0%
Endo Finance LLC 6.00% 07-15-2023 Callable 2018 144A 1 0.0%
Endo Finance LLC 7.25% 01-15-2022 144A Callable 129 0.1%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 2017 144A 7 0.0%
Endologix Inc. 2 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 100 0.1%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 100 0.1%
Energy Solutions LLC Term Loan B 1st Lien F/R 05-06-2020 9 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 1 0.0%
Energy Transfer Partners LP 4.75% 01-15-2026 Callable 2025 2 0.0%
EnLink Midstream Partners LP 4.85% 07-15-2026 Callable 2026 1 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 65 0.0%
Enterprise Products Operating LLC 5.20% 09-01-2020 1 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 5 0.0%
Equity Residential 2 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 7 0.0%
Eurazeo SA 1 0.0%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 32 0.0%
Euronext NV 3 0.0%
European Bank for Reconstruction & Development 6.00% 05-04-2020 2 0.0%
European Investment Bank 1.50% 05-12-2022 1 0.0%
Everest Re Group Ltd. 6 0.0%
Evolent Health Inc. Class A 3 0.0%
Evonik Industries AG 2 0.0%
Evotec AG 1 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 173 0.1%
ExlService Holdings Inc. 11 0.0%
Expedia Inc. 5.00% 02-15-2026 2 0.0%
Export Development Canada 0.88% 12-07-2021 1 0.0%
Export Development Canada 2.40% 06-07-2021 1 0.0%
Export Development Canada 4.875% 01-24-2019 1 0.0%
Exxon Mobil Corp. 19 0.0%
Exxon Mobil Corp. 2.709% 03-06-2025 Callable 2024 1 0.0%
Facebook Inc. 4 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 274 0.1%
Fairfax Financial Holdings Ltd. 4.70% 12-16-2026 Callable 2026 127 0.1%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 38 0.0%
Fairfax Financial Holdings Ltd. 7.38% 04-15-2018 60 0.0%
Fairfax Financial Holdings Ltd. 7.50% 08-19-2019 57 0.0%
Fairfax India Holdings Corp. 1 0.0%
Fairmount Santrol Holdings Inc. Term Loan B2 1st Lien F/R 09-05-2019 196 0.1%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 2 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 1 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 1 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 1 0.0%
Federal Realty Investment Trust 2.75% 06-01-2023 Callable 2023 31 0.0%
Federative Republic of Brazil 5.63% 02-21-2047 2 0.0%
Fevertree Drinks PLC 1 0.0%
Fiat Chrysler Automobiles NV 5.25% 04-15-2023 143 0.1%
Fidelity National Financial Inc. 4.25% 08-15-2018 Conv. 1 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 1 0.0%
Fifth Third Bancorp 8.25% 03-01-2038 1 0.0%
Finning International Inc. 1 0.0%
First Capital Realty Inc. 4.43% 01-31-2022 125 0.1%
First Capital Realty Inc. 4.79% 08-30-2024 Series R 161 0.1%
First Data Corp. 5.00% 01-15-2024 Callable 2019 144A 2 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 1 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 12 0.0%
First Data Corp. 7.00% 12-01-2023 Callable 2018 144A 153 0.1%
First Data Corp. Term Loan 1st Lien F/R 07-10-2022 2 0.0%
First Quantum Minerals Ltd. 1 0.0%
First Quantum Minerals Ltd. 7.00% 02-15-2021 Callable 2018 144A 10 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 68 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 10 0.0%
First Republic Bank 7 0.0%
First Tennessee Bank NA 1 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 1 0.0%
Ford Credit Canada Ltd. 2.58% 05-10-2021 9 0.0%
Ford Motor Co. 6.625% 10-01-2028 1 0.0%
Forest Laboratories Inc. 5.00% 12-15-2021 144A 1 0.0%
Fortified Trust 1.67% 07-23-2021 119 0.1%
Fortis Inc. 3 0.0%
Fortis Inc. 2.85% 12-12-2023 Callable 2023 111 0.1%
Fortis Inc. 3.06% 10-04-2026 144A 1 0.0%
FortisAlberta Inc. 3.34% 09-21-2046 Callable Series MTN 23 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 Series MTN 74 0.0%
FortisBC Energy Inc. 2.58% 04-08-2026 Callable Series MTN 40 0.0%
FR Dixie Acquisition Corp. Term Loan B 1st Lien F/R 01-23-2021 21 0.0%
Franco-Nevada Corp. 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 1 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 133 0.1%
Freeport-McMoRan Inc. 6.875% 02-15-2023 7 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 35 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 3 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 5 0.0%
Frontier Communications Corp. 6.25% 09-15-2021 Callable 2021 267 0.1%
Frontier Communications Corp. 7.625% 04-15-2024 3 0.0%
Frontier Communications Corp. 9.25% 07-01-2021 20 0.0%
Frontier Communications Corp. Term Loan B 1st Lien F/R 06-01-2024 212 0.1%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 8 0.0%
Futures Contracts 107 0.1%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 10-05-2022 10 0.0%
Gaming and Leisure Properties Inc. 9 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 2017 144A 48 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-03-2024 51 0.0%
Gartner Inc. 3 0.0%
Gartner Inc. Term Loan B 1st Lien F/R 03-16-2024 1 0.0%
Gates Global LLC 6.00% 07-15-2022 Callable 2017 144A 9 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 164 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B1 1st Lien F/R 02-14-2023 102 0.1%
GATX Corp. 3 0.0%
Gavilan Resources LLC Term Loan 2nd Lien F/R 02-23-2024 72 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 42 0.0%
GCP Applied Technologies Inc. 9.50% 02-01-2023 Callable 2019 144A 11 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 151 0.1%
General Electric Capital Corp. F/R 07-30-2019 3 0.0%
General Electric Co. 11 0.0%
General Electric Co. 5.00% 12-15-2049 Callable 2021 2 0.0%
General Electric Co. 8.35% 09-03-2022 1 0.0%
General Electric Co. F/R 01-16-2018 1 0.0%
General Motors Co. 7 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 1 0.0%
General Motors Financial Co. Inc. 4.38% 09-25-2021 1 0.0%
General Motors Financial of Canada Ltd. 2.60% 06-01-2022 91 0.0%
General Motors Financial of Canada Ltd. 3.08% 05-22-2020 63 0.0%
Genesis Trust II 1.675% 09-17-2018 167 0.1%
Genesis Trust II 1.699% 04-15-2020 99 0.1%
Genesis Trust II 2.43% 05-15-2019 285 0.2%
Genworth MI Canada Inc. 1 0.0%
Georg Fischer AG 2 0.0%
GFL Environmental Inc. 9.875% 02-01-2021 Callable 2018 144A 15 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 09-23-2023 7 0.0%
Gibson Energy Inc. 5 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 30 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 218 0.1%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 2017 19 0.0%
Gilead Sciences Inc. 17 0.0%
Gilead Sciences Inc. 1.85% 09-04-2018 1 0.0%
Givaudan SA 2 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 155 0.1%
Glacier Credit Card Trust 2.237% 09-20-2020 65 0.0%
Glencore PLC 3 0.0%
Global Eagle Entertainment Inc. Term Loan 1st Lien F/R 01-06-2023 38 0.0%
Global Tel Link Corp. Term Loan 1st Lien F/R 05-21-2020 4 0.0%
Globant SA 3 0.0%
GLP Capital LP 4.875% 11-01-2020 6 0.0%
Goldcorp Inc. 2 0.0%
Government of Australia 1.37% 02-21-2022 817 0.5%
Government of Australia 2.75% 11-21-2027 2,869 1.6%
Government of Canada 0.50% 02-01-2019 229 0.1%
Government of Canada 0.50% 08-01-2018 9 0.0%
Government of Canada 0.75% 03-01-2021 18 0.0%
Government of Canada 0.75% 05-01-2019 975 0.6%
Government of Canada 0.75% 08-01-2019 646 0.4%
Government of Canada 0.75% 09-01-2020 288 0.2%
Government of Canada 0.75% 09-01-2021 307 0.2%
Government of Canada 1.00% 06-01-2027 995 0.6%
Government of Canada 1.25% 03-01-2018 4 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 791 0.5%
Government of Canada 1.50% 03-01-2020 545 0.4%
Government of Canada 1.50% 06-01-2023 132 0.1%
Government of Canada 1.50% 06-01-2026 122 0.1%
Government of Canada 1.75% 03-01-2019 286 0.2%
Government of Canada 1.75% 09-01-2019 274 0.1%
Government of Canada 2.25% 06-01-2025 127 0.1%
Government of Canada 2.50% 06-01-2024 44 0.0%
Government of Canada 2.75% 06-01-2022 119 0.1%
Government of Canada 2.75% 12-01-2048 209 0.1%
Government of Canada 3.00% 12-01-2036 Real Return 235 0.1%
Government of Canada 3.25% 06-01-2021 69 0.0%
Government of Canada 3.50% 06-01-2020 46 0.0%
Government of Canada 3.50% 12-01-2045 697 0.5%
Government of Canada 4.00% 12-01-2031 Real Return 1,381 0.8%
Government of Canada 4.25% 12-01-2021 Real Return 519 0.4%
Government of Canada 4.25% 12-01-2026 Real Return 122 0.1%
Government of Dominican Republic 7.50% 05-06-2021 2 0.0%
Government of France 0.26% 07-25-2024 871 0.6%
Government of Indonesia 7.00% 05-15-2022 2 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2 0.0%
Government of Indonesia 7.50% 08-15-2032 2 0.0%
Government of Indonesia 8.25% 07-15-2021 2 0.0%
Government of Indonesia 8.38% 09-15-2026 2 0.0%
Government of Ireland 1.00% 05-15-2026 5 0.0%
Government of Mexico 10.00% 12-05-2024 15 0.0%
Government of Mexico 4.60% 01-23-2046 1 0.0%
Government of Mexico 4.75% 06-14-2018 1 0.0%
Government of Mexico 6.50% 06-10-2021 3 0.0%
Government of Mexico 8.50% 12-13-2018 2 0.0%
Government of Netherlands 0.50% 07-15-2026 5 0.0%
Government of New Zealand 3.00% 04-15-2020 2 0.0%
Government of New Zealand 5.00% 03-15-2019 6 0.0%
Government of New Zealand 5.50% 04-15-2023 2 0.0%
Government of New Zealand 6.00% 05-15-2021 3 0.0%
Government of Norway 4.50% 05-22-2019 3 0.0%
Government of Philippines 3.50% 03-20-2021 2 0.0%
Government of Philippines 3.50% 04-21-2023 2 0.0%
Government of Philippines 4.125% 08-20-2024 1 0.0%
Government of Philippines 4.95% 01-15-2021 1 0.0%
Government of Philippines 6.25% 01-14-2036 2 0.0%
Government of Philippines 7.375% 03-03-2021 1 0.0%
Government of Philippines 8.125% 12-16-2035 1 0.0%
Government of Portugal 5.125% 10-15-2024 247 0.1%
Government of Portugal 5.13% 10-15-2024 144A 1 0.0%
Government of Romania 2.875% 10-28-2024 3 0.0%
Government of Romania 3.625% 04-24-2024 1 0.0%
Government of Singapore 2.50% 06-01-2019 4 0.0%
Government of Singapore 3.25% 09-01-2020 7 0.0%
Government of Spain 1.50% 04-30-2027 3 0.0%
Government of Sweden 5.00% 12-01-2020 1 0.0%
Government of Turkey 10.60% 02-11-2026 3 0.0%
Government of Turkey 11.00% 02-24-2027 4 0.0%
Government of Turkey 9.40% 07-08-2020 3 0.0%
Government of United Kingdom 1.50% 07-22-2047 15 0.0%
Granite Real Estate Investment Trust 2 0.0%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 16 0.0%
Granite REIT Holdings LP 3.87% 11-30-2023 Callable 2023 167 0.1%
Great Canadian Gaming Corp. 1 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 2017 144A 136 0.1%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 Callable 2020 144A 12 0.0%
Great-West Lifeco Inc.* 1 0.0%
Greater Toronto Airports Authority 1.51% 02-16-2021 48 0.0%
Greater Toronto Airports Authority 5.26% 04-17-2018 Callable 89 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 91 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 40 0.0%
Green Plains Inc. Term Loan B 1st Lien F/R 08-08-2023 40 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 1 0.0%
Greenlight Merger Corp. Term Loan B 1st Lien F/R 05-24-2024 7 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 1 0.0%
Group 1 Automotive Inc. 5 0.0%
GST AutoLeather Inc. Term Loan B 1st Lien F/R 07-11-2020 7 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 10 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 108 0.1%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 107 0.1%
H.J. Heinz Co. 4.875% 02-15-2025 144A 1 0.0%
Halcon Resources Corp. 2 0.0%
Hannover Rueckversicherung SE Reg. 5 0.0%
Hanwa Co. Ltd. 1 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 1 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 2017 144A 109 0.1%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 9 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 1 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 1 0.0%
HCA Inc. 5.00% 03-15-2024 2 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 1 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 18 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 15 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 1 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 73 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 96 0.1%
Heathrow Funding Ltd. 3.00% 06-17-2023 364 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 436 0.2%
Heathrow Funding Ltd. 4.00% 07-03-2019 3 0.0%
Heineken Holding NV A 9 0.0%
Hennessy Capital Acquisition Corp. II Term Loan 1st Lien F/R 02-03-2024 88 0.0%
Hennessy Capital Acquisition Corp. II Term Loan Delayed Draw 1st Lien F/R 02-03-2024 11 0.0%
Highland Acquisition Holdings LLC Term Loan B 1st Lien F/R 11-23-2023 46 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 1 0.0%
HJ Heinz Co. 3.95% 07-15-2025 2 0.0%
HMS Holdings Corp. 8 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 513 0.4%
Hollis Receivables Term Trust II 2.434% 06-26-2019 229 0.1%
Honam Petrochemical Corp. 2 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 1 0.0%
Honda Canada Finance Inc. 1.631% 08-12-2019 127 0.1%
Honda Canada Finance Inc. 1.928% 12-03-2018 152 0.1%
Honda Canada Finance Inc. 2.155% 02-18-2021 59 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 8 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 5 0.0%
Hongkong Land Holdings Ltd. 1 0.0%
Hopewell Holdings Ltd. 1 0.0%
Hospital Infrastructure Partners (NOH) Partnership 5.439% 01-31-2045 92 0.0%
Host Hotels & Resorts LP 4.75% 03-01-2023 Callable 2022 1 0.0%
House Foods Corp. 1 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 13 0.0%
Hoya Midco LLC. Term Loan B 1st Lien F/R 06-27-2024 1 0.0%
HSBC Bank Canada 2.449% 01-29-2021 60 0.0%
HSBC Bank of Canada 2.17% 06-29-2022 DPNT 443 0.3%
HSBC Holdings PLC 1 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 146 0.1%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 1 0.0%
Hub Holdings LLC 8.125% 07-15-2019 Callable 144A 3 0.0%
HUB International Ltd. 7.88% 10-01-2021 Callable 2017 144A 5 0.0%
HudBay Minerals Inc. 1 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 4 0.0%
Humana Inc. 3.85% 10-01-2024 Callable 2024 1 0.0%
Huntington Bancshares Inc. 8.50% Non-cum. Conv. Pfd. Series A 2 0.0%
Huntington Ingalls Industries Inc. 5.00% 12-15-2021 Callable 2017 144A 1 0.0%
Husky Energy Inc. 3.55% 03-12-2025 Callable 2024 44 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 28 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 15 0.0%
Husky Energy Inc. 7.25% 12-15-2019 8 0.0%
Hydro One Inc. 1 0.0%
Hydro One Inc. 1.84% 02-24-2021 142 0.1%
Hydro One Inc. 3.20% 01-13-2022 53 0.0%
Hydro One Inc. 3.72% 11-18-2047 132 0.1%
Hydro One Inc. 3.91% 02-23-2046 Callable 2045 107 0.1%
Hydro One Inc. 4.17% 06-06-2044 Callable 32 0.0%
Hydro One Inc. 4.59% 10-09-2043 Callable 2043 68 0.0%
Hydro One Inc. F/R 03-21-2019 667 0.5%
Hydro-Quebec Interest Strip 0% 02-15-2025 78 0.0%
Hyperion Insurance Group Ltd. Term Loan B 1st Lien F/R 04-29-2022 7 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-22-2023 55 0.0%
IAMGOLD Corp. 1 0.0%
Iberdrola SA 2 0.0%
IBERIABANK Corp. 2 0.0%
ICA Gruppen AB 1 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 2017 3 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 14 0.0%
Imperial Brands PLC 8 0.0%
INC Research Holdings Inc. Class A 11 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 Series FR73 1 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 1 0.0%
Industrial Alliance Insurance and Financial Services Inc. 3 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 117 0.1%
Industrial and Commercial Bank of China Ltd. H 1 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 11 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 2017 144A 11 0.0%
Inner Mongolia Yitai Coal Co. Ltd. 2 0.0%
Innocor Inc. Term Loan 1st Lien F/R 02-02-2024 48 0.0%
Innocor Inc. Term Loan 2nd Lien F/R 02-02-2025 5 0.0%
InPower BC General Partnership 4.471% 03-31-2033 72 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 93 0.0%
Intact Financial Corp. 3 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 11-02-2022 35 0.0%
Intel Corp. 1 0.0%
Intel Corp. 3.25% 08-01-2039 Conv. 144A 1 0.0%
Intel Corp. 4.00% 12-01-2022 1 0.0%
Intelsat Jackson Holdings SA 7.25% 10-15-2020 Callable 128 0.1%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 13 0.0%
Inter Pipeline Corridor Inc. 4.897% 02-03-2020 6 0.0%
Inter Pipeline Ltd. 2 0.0%
Inter Pipeline Ltd. 2.61% 09-13-2023 Callable Series MTN 27 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 185 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 Series MTN 147 0.1%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 118 0.1%
Inter Pipeline Ltd. 3.776% 05-30-2022 76 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 57 0.0%
Inter-American Development Bank 3.50% 05-15-2021 1 0.0%
Inter-American Development Bank 3.75% 10-09-2018 1 0.0%
Inter-American Development Bank 6.50% 08-20-2019 1 0.0%
Interfor Corp. 1 0.0%
Intergen NV 7.00% 06-30-2023 Callable Series 144A 132 0.1%
Interior Logic Group Inc. Term Loan B 1st Lien F/R 02-27-2024 45 0.0%
International Bank for Reconstruction and Development 2.50% 03-12-2020 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 1 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 1 0.0%
International Business Machines Corp. 2.75% 12-21-2020 1 0.0%
International Equipment Solutions LLC Term Loan B 1st Lien F/R 07-25-2019 13 0.0%
International Finance Corp. 3.25% 07-22-2019 1 0.0%
International Finance Corp. 3.625% 05-20-2020 76 0.0%
International Finance Corp. 3.875% 02-26-2018 1 0.0%
International Finance Corp. 6.30% 11-25-2024 8 0.0%
International Seaways Inc. 1 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 23 0.0%
Invenergy Thermal Operating I LLC Term Loan B 1st Lien F/R 10-09-2022 8 0.0%
Invesco Ltd. 7 0.0%
IPG Photonics Corp. 1 0.0%
Ipsen SA 1 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 68 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 389 0.2%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 80 0.0%
iShares Canadian Corporate Bond Index ETF 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF 591 0.4%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 01-19-2018 4 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 03/16/18 5 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $86.00 Exp. 11/17/17 2 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 2,750 1.6%
iShares MSCI EAFE Small Cap Index Fund ETF 1,318 0.8%
iShares MSCI Taiwan Index Fund ETF 6 0.0%
Ivanhoe Mines Ltd. 1 0.0%
J.B. Hunt Transport Services Inc. 2 0.0%
J.M. Smucker Co. 1 0.0%
Jack Henry & Associates, Inc. 1 0.0%
Jamieson Wellness Inc. 2 0.0%
Jane Street Group LLC Term Loan B 1st Lien F/R 08-10-2022 39 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 107 0.1%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 2017 16 0.0%
Jo-Ann Stores Holdings Inc. 9.75% 10-15-2019 Callable 144A 10 0.0%
John Deere Canada Funding Inc. 1.85% 03-24-2021 53 0.0%
John Laing Group PLC 1 0.0%
Johnson & Johnson 2 0.0%
Johnson Matthey PLC 2 0.0%
JPMorgan Chase & Co. 34 0.0%
JPMorgan Chase & Co. 2.25% 01-23-2020 Callable 2019 81 0.0%
JPMorgan Chase & Co. 2.55% 03-01-2021 Callable 2021 37 0.0%
JPMorgan Chase & Co. 2.75% 06-23-2020 Callable 2020 29 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 116 0.1%
JPMorgan Chase & Co. 4.25% 11-02-2018 1 0.0%
JPMorgan Chase Capital XXIII F/R 05-15-2047 1 0.0%
Just Energy Group Inc. 1 0.0%
Keane Group Inc. 5 0.0%
KEMET Corp. Term Loan B 1st Lien F/R 04-21-2024 27 0.0%
Kennedy-Wilson Holdings Inc. 6 0.0%
Kennedy-Wilson Holdings Inc. 5.875% 04-01-2024 Callable 2019 2 0.0%
Keyera Corp. 1 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-10-2024 29 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 4 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 10 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 10 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 06-16-2023 1 0.0%
KFW 3.375% 02-15-2021 1 0.0%
KFW 3.75% 05-29-2020 1 0.0%
Killam Apartment Real Estate Investment Trust 1 0.0%
Kimberly-Clark Corp. 2.75% 02-15-2026 1 0.0%
Kinaxis Inc. 1 0.0%
Kinder Morgan Inc. 13 0.0%
Kinder Morgan Inc. Conv. 1 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 1 0.0%
Kingboard Chemical Holdings Ltd. 1 0.0%
Kinross Gold Corp. 2 0.0%
KLA-Tencor Corp. 4.65% 11-01-2024 Callable 2024 1 0.0%
Kommunalbanken AS F/R 05-26-2021 2 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 1 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 114 0.1%
Kraft Canada Inc. F/R 07-06-2020 315 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 2 0.0%
Kraton Corp. 2 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 194 0.1%
Kreditanstalt für Wiederaufbau 6.00% 08-20-2020 1 0.0%
Kuehne + Nagel International AG 2 0.0%
L E Lundbergforetagen AB Class B 4 0.0%
L-3 Communications Corp. 3.85% 12-15-2026 Callable 2026 1 0.0%
L3 Technologies Inc. 7 0.0%
Labrador Iron Ore Royalty Corp. 1 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 1 0.0%
Lamar Media Corp. 5.875% 02-01-2022 Callable 2017 1 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 2 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 9 0.0%
Lanai Holdings III Inc. Term Loan B 1st Lien F/R 08-14-2022 3 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 1 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 1 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 68 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 56 0.0%
Laurentian Bank of Canada 1 0.0%
LBM Borrower LLC. Term Loan 1st Lien F/R 08-20-2022 16 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-08-2022 25 0.0%
Lear Corp. 3 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 212 0.1%
Lennar Corp. Class A 13 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 8 0.0%
Liberty Expedia Holdings Inc. 3 0.0%
Liberty Interactive LLC 1.75% 09-30-2046 Callable 2023 Conv. 144A 1 0.0%
Liberty Ventures 1 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-17-2022 31 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 1 0.0%
Linamar Corp. 1 0.0%
Lionbridge Technologies Inc. Term Loan 1st Lien F/R 02-06-2024 25 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-18-2020 5 0.0%
Livingston International Inc. Term Loan B2 1st Lien F/R 04-18-2019 17 0.0%
Loblaw Companies Ltd. 4 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 458 0.3%
Loblaw Companies Ltd. 6.15% 01-29-2035 Callable 166 0.1%
Lockheed Martin Corp. 2.90% 03-01-2025 Callable 2024 2 0.0%
Lockheed Martin Corp. 3.55% 01-15-2026 Callable 2025 3 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 20 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 4 0.0%
Lowe's Companies Inc. 2.50% 04-15-2026 Callable 2026 1 0.0%
Lowe's Companies Inc. 3.375% 09-15-2025 Callable 2025 1 0.0%
Lower Mattagami Energy LP 2.228% 10-23-2017 60 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 31 0.0%
Lower Mattagami Energy LP 3.416% 06-20-2024 29 0.0%
Lower Mattagami Energy LP 4.331% 05-18-2021 180 0.1%
Lower Mattagami Energy LP 4.944% 09-21-2043 55 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 9 0.0%
Lundin Mining Corp. 2 0.0%
Lundin Mining Corp. 7.875% 11-01-2022 Callable 2018 144A 30 0.0%
LyondellBasell Industries NV Class A 2 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 1 0.0%
M&T Bank Corp. Pfd. Series A 1 0.0%
M/A-COM Technology Solutions Holdings Inc. 4 0.0%
Mackenzie Global High Yield Fixed Income ETF 19 0.0%
Mackenzie Unconstrained Fixed Income Fund Series R 2 0.0%
Magellan Midstream Partners L.P. 5.00% 03-01-2026 Callable 2025 1 0.0%
Magna International Inc. 1 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 386 0.2%
Magna International Inc. Class A 1 0.0%
Manitowoc Foodservice Inc. 9.50% 02-15-2024 Callable 2019 8 0.0%
Manpower Inc. 3 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 106 0.1%
Manulife Bank of Canada 2.08% 05-26-2022 179 0.1%
Manulife Financial Capital Trust II F/R 12-31-2108 Callable 2019 263 0.1%
Manulife Financial Corp. 7 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 187 0.1%
Maple Leaf Foods Inc. 3 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 2017 144A 2 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 6 0.0%
Markel Corp. 10 0.0%
Martinrea International Inc. 1 0.0%
Masimo Corp. 1 0.0%
Masonite International Corp. 5.63% 03-15-2023 Callable 2018 Series 144 14 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 2 0.0%
Match Group Inc. 6.375% 06-01-2024 Callable 2019 1 0.0%
Mattamy Group Corp. 6.50% 11-15-2020 Callable 144A 122 0.1%
Mattamy Group Corp. 6.88% 11-15-2020 Callable 144A 135 0.1%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 4 0.0%
MAXIMUS Inc. 11 0.0%
MCAP Service Corp. 1.08% 05-01-2022 84 0.0%
MCAP Service Corp. 1.13% 10-01-2021 168 0.1%
MCAP Service Corp. 1.24% 09-01-2021 144 0.1%
MCAP Service Corp. 1.386% 04-01-2021 128 0.1%
McDonald Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 07-06-2024 39 0.0%
McDonald's Corp. 6 0.0%
Medibank Private Ltd. 1 0.0%
Medtronic Inc. 3.15% 03-15-2022 36 0.0%
Medtronic Inc. 3.50% 03-15-2025 82 0.0%
Medtronic PLC 13 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 2017 144A 203 0.1%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 10 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 13 0.0%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 24 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 49 0.0%
Melrose Industries PLC 2 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 144A 2 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 2017 33 0.0%
Merck & Co. Inc. 10 0.0%
Merck & Co. Inc. 1.30% 05-18-2018 1 0.0%
Merck & Co. Inc. 2.75% 02-10-2025 2 0.0%
Merck & Co. Inc. F/R 05-18-2018 1 0.0%
Mercury General Corp. 4.40% 03-15-2027 Callable 2026 1 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 52 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 214 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 2 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 1 0.0%
Methanex Corp. 2 0.0%
Metro Inc. 5 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 303 0.2%
Metropolitan Life Global Funding I 2.682% 04-16-2019 67 0.0%
Metropolitan Life Global Funding I 3.027% 06-11-2020 364 0.2%
Metropolitan Life Global Funding I 3.11% 04-16-2021 99 0.1%
Mexican Bonos 5.00% 12-11-2019 447 0.3%
Mexican Bonos 7.75% 05-29-2031 2 0.0%
Mexican Bonos 7.75% 11-13-2042 Series M 9 0.0%
Mexican Bonos 8.00% 06-11-2020 1 0.0%
Mexican Bonos 8.00% 12-07-2023 2 0.0%
Mexican Udibonos Inflation Indexed Bonds 4.50% 12-04-2025 5 0.0%
Mexican Udibonos Inflation Linked Bonds 4.00% 11-15-2040 3 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 2 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 2 0.0%
MGM Growth Properties LLC A 1 0.0%
Micron Technology Inc. 7.50% 09-15-2023 Callable 2019 144A REGS 1 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 4 0.0%
Microsoft Corp. 22 0.0%
Microsoft Corp. 3.125% 11-03-2025 Callable 2025 1 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 82 0.0%
Mirant Americas Generation LLC 9.125% 05-01-2031 8 0.0%
Mitel Networks Corp. 2 0.0%
Mitsubishi Gas Chemical Co. Inc. 1 0.0%
Mitsubishi UFJ Financial Group Inc. 2.67% 07-25-2022 2 0.0%
MND Holdings III Corp. Term Loan 1st Lien F/R 06-19-2024 1 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 2 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 5 0.0%
Molson Coors International LP 2.25% 09-18-2018 59 0.0%
Molson Coors International LP 2.84% 07-15-2023 Callable 2023 94 0.1%
Molson Coors International LP 3.44% 07-15-2026 Callable Series MPLE 1 0.0%
Mondi Ltd. 1 0.0%
Morgan Stanley 24 0.0%
Morgan Stanley 3.00% 02-07-2024 Series MPLE 298 0.2%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 1 0.0%
Morgan Stanley F/R 01-11-2018 96 0.1%
MPLX LP 4.13% 03-01-2027 Callable 1 0.0%
Municipal Finance Authority of British Columbia 4.80% 12-01-2017 18 0.0%
Murphy Oil Corp. 5.75% 08-15-2025 Callable 2020 6 0.0%
Murray Energy Corp. 11.25% 04-15-2021 Callable 2018 144A 3 0.0%
MWI Holdings Inc./Illinois Term Loan 1st Lien F/R 06-23-2020 7 0.0%
National Australia Bank Ltd. 1.875% 07-23-2018 1 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 1 0.0%
National Bank of Canada 3 0.0%
National Bank of Canada 1.96% 06-30-2022 543 0.4%
National Bank of Canada F/R 06-14-2018 DPNT 49 0.0%
National Grid Electricity Transmission PLC 2.90% 11-26-2019 55 0.0%
National Oilwell Varco Inc. 8 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 1 0.0%
Nationstar Mortgage LLC/Nationstar Capital Corp. 6.50% 07-01-2021 Callable 2017 5 0.0%
NAV CANADA 3.53% 02-23-2046 Callable 2045 102 0.1%
NAV CANADA 7.40% 06-01-2027 127 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 2017 111 0.1%
NAVEX Global Inc. Term Loan B 1st Lien F/R 11-19-2021 60 0.0%
Navistar International Corp. 8.25% 11-01-2021 Callable 5 0.0%
NBC Asset Trust 7.447% Perpetual (F/R @ 06-30-2020) Callable 2020 204 0.1%
NEPI Rockcastle PLC 1 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 5 0.0%
Neste Oil OYJ 1 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 1 0.0%
Nestlé SA Reg. 2 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-08-2024 20 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 142 0.1%
New Century Home Equity Loan Trust 0.8445% 03-25-2035 1 0.0%
New Flyer Industries Inc. 2 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 2017 144A 15 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 6 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 85 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 11 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 1 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 Series 22 2 0.0%
New South Wales Treasury Corp. 6.00% 05-01-2020 2 0.0%
New Zealand Local Government Funding Agency 6.00% 12-15-2017 1 0.0%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 1 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 11 0.0%
Newfield Exploration Co. 5.75% 01-30-2022 9 0.0%
Nexstar Broadcasting Inc. Term Loan B 1st Lien F/R 01-17-2024 3 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 1 0.0%
NextEra Energy Inc. 6.371% Conv. Pfd. 2 0.0%
NextEra Energy Inc. Conv. Pfd. 2 0.0%
Nielsen Holdings PLC 12 0.0%
Nine Point Energy Holdings Inc. Common share 2 0.0%
Nine Point Energy Holdings Inc. Preferred Share 3 0.0%
Nippo Corp. 1 0.0%
NiSource Finance Corp. 5.65% 02-01-2045 1 0.0%
Nissan Canada Financial Services Inc. 1.58% 10-07-2019 76 0.0%
Nissan Canada Financial Services Inc. 1.75% 04-09-2020 100 0.1%
Nokia OYJ 3.38% 06-12-2022 136 0.1%
Norbord Inc. 1 0.0%
Norbord Inc. 5.38% 12-01-2020 144A 34 0.0%
Norbord Inc. 6.25% 04-15-2023 144A 10 0.0%
Nordic Investment Bank 1.375% 07-15-2020 1 0.0%
Nordic Investment Bank 4.13% 03-19-2020 1 0.0%
Nordic Investment Bank 5.00% 04-19-2022 1 0.0%
North Battleford Power LP 4.958% 12-31-2032 147 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 59 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 113 0.1%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 68 0.0%
North West Redwater Partnership/NWR Financing Company Ltd. 4.15% 06-01-2033 Series H 79 0.0%
Northgroup Preferred Capital Corp. F/R 10-15-2017 Callable 81 0.0%
Northland Power Inc. 2 0.0%
Norwegian Government 3.75% 05-25-2021 2 0.0%
Nota do Tesouro Nacional 10.00% 01-01-2018 3 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 5 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 13 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 17 0.0%
Novartis AG ADR 15 0.0%
Novartis AG Reg. 3 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 4 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 1 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 12 0.0%
NTPC Ltd. 4.38% 11-26-2024 1 0.0%
Numericable-SFR 6.00% 05-15-2022 Callable 2017 144A 166 0.1%
Numericable-SFR 6.25% 05-15-2024 Callable 2019 144A 1 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 149 0.1%
NVR Inc. 5 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 2017 144A 20 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 2 0.0%
Nykredit Realkredit AS 1.00% 01-01-2021 445 0.3%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 2017 6 0.0%
Oasis Petroleum Inc. 6.875% 03-15-2022 3 0.0%
Odebrecht Finance Ltd. 5.25% 06-27-2029 53 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 2017-OT Class-A 1 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 39 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 9 0.0%
Omega US Sub LLC 8.75% 07-15-2023 Callable 2018 144A 2 0.0%
OMERS Realty Corp. 2.971% 04-05-2021 194 0.1%
OMERS Realty Corp. 3.328% 11-12-2024 198 0.1%
Omnicom Group Inc. 3.60% 04-15-2026 Callable 2026 1 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 196 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 27 0.0%
Ontario Hydro 0% 05-26-2025 69 0.0%
OPB Finance Trust 2.95% 02-02-2026 Series E 182 0.1%
OPB Finance Trust 2.98% 01-25-2027 Series F 97 0.1%
Open Text Corp. 2 0.0%
Oracle Corp. 13 0.0%
Oracle Corp. 1.20% 10-15-2017 2 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 242 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 2017 144A 13 0.0%
Oshkosh Corp. 5.375% 03-01-2022 Callable 2017 2 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 9 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 3 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.875% 03-15-2025 1 0.0%
Oversea-Chinese Banking Corp. Ltd. 4.00% 10-15-2024 Callable 2019 144A 1 0.0%
Owens & Minor Inc. 3 0.0%
Owens Corning Inc. 3 0.0%
Oxbow Carbon & Minerals LLC Term Loan B 2nd Lien F/R 01-19-2020 9 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 01-19-2020 5 0.0%
Pan American Silver Corp. 3 0.0%
Paradigm Acquisition Corp. Term Loan 1st Lien F/R 06-02-2022 21 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 35 0.0%
Parex Resources Inc. 1 0.0%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 4 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 10 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 195 0.1%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 2017 10 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 1 0.0%
Partners Group Holding AG 2 0.0%
Pason Systems Inc. 2 0.0%
Patterson Companies Inc. 6 0.0%
PBF Holding Co. 7.00% 11-15-2023 194 0.1%
Pegasystems Inc. 1 0.0%
Pembina Pipeline Corp. 1 0.0%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 129 0.1%
Pembina Pipeline Corp. 3.71% 08-11-2026 Callable 2026 129 0.1%
Pembina Pipeline Corp. 3.77% 10-24-2022 56 0.0%
Pembina Pipeline Corp. 4.24% 06-15-2027 Callable 2027 328 0.2%
Pembina Pipeline Corp. 4.74% 01-21-2047 Callable 2046 MTN 39 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 49 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 9 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 3 0.0%
Penske Automotive Group Inc. 5.75% 10-01-2022 Callable 2017 6 0.0%
People's United Financial Inc. Pfd. Series A 2 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 357 0.2%
PepsiCo Inc. 2.75% 03-01-2023 3 0.0%
Persimmon PLC 6 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 1 0.0%
Petco Animal Supplies Inc. Term Loan B1 1st Lien F/R 01-26-2023 4 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 132 0.1%
Petroleos Mexicanos 4.625% 09-21-2023 144A 1 0.0%
Petroleos Mexicanos 4.63% 09-21-2023 204 0.1%
Petroleos Mexicanos 6.00% 03-05-2020 1 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1 0.0%
PetSmart Inc. 5.88% 06-01-2025 Callable 2020 144A 139 0.1%
PetSmart Inc. 7.13% 03-15-2023 Callable 2018 144A 79 0.0%
PetSmart Inc. 8.88% 06-01-2025 Callable 2020 144A 5 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 3 0.0%
Philip Morris International Inc. 11 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1 0.0%
Pike Corp. Term Loan B 1st Lien F/R 03-02-2024 6 0.0%
Pioneer Natural Resources Co. 4.45% 01-15-2026 1 0.0%
PKC Holding Corp. Term Loan 1st Lien F/R 04-05-2024 8 0.0%
Planet Fitness Inc. 3 0.0%
Plenary Health Care Partnerships Humber LP 4.895% 05-31-2039 Callable 59 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 14 0.0%
PNI Canada Acquireco Corp. Term Loan B 1st Lien F/R 08-23-2022 88 0.0%
Polo Ralph Lauren Corp. Class A 4 0.0%
Polycom Inc. Term Loan 1st Lien F/R 09-27-2023 31 0.0%
Popular Inc. 2 0.0%
Porsche Automobil Holding SE Pfd. 6 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 136 0.1%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 1 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-17-2024 1 0.0%
Potash Corp. of Saskatchewan Inc. 4 0.0%
Power Corp. of Canada Sub. Voting* 1 0.0%
Power Products LLC Term Loan 1st Lien F/R 01-31-2023 42 0.0%
PowerShares Senior Loan Portfolio 366 0.2%
PrairieSky Royalty Ltd. 1 0.0%
Precision Drilling Corp. 5.25% 11-15-2024 Callable 2019 14 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 16 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 17 0.0%
Premier Foods Finance PLC 6.50% 03-15-2021 Callable 2017 77 0.0%
Premium Brands Holdings Corp. 1 0.0%
Primeline Utility Services LLC Term Loan B 1st Lien F/R 11-12-2022 56 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 06-20-2023 10 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 06-18-2021 10 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 06-30-2022 32 0.0%
Province of Alberta 1.00% 11-15-2021 2 0.0%
Province of Alberta 3.10% 06-01-2024 167 0.1%
Province of Alberta 3.30% 12-01-2046 634 0.4%
Province of British Columbia 2.70% 12-18-2022 359 0.2%
Province of British Columbia 3.25% 12-18-2021 245 0.1%
Province of British Columbia 3.30% 12-18-2023 192 0.1%
Province of British Columbia 3.70% 12-18-2020 442 0.3%
Province of British Columbia 6.35% 06-18-2031 163 0.1%
Province of British Columbia 6.60% 01-09-2020 1 0.0%
Province of Manitoba 2.45% 06-02-2025 167 0.1%
Province of Manitoba 2.55% 06-02-2023 208 0.1%
Province of Manitoba 2.85% 09-05-2046 369 0.2%
Province of Manitoba 3.30% 06-02-2024 108 0.1%
Province of Manitoba 3.40% 09-05-2048 420 0.2%
Province of Manitoba 6.30% 03-05-2031 94 0.1%
Province of New Brunswick 3.35% 12-03-2021 17 0.0%
Province of New Brunswick 3.65% 06-03-2024 231 0.1%
Province of New Brunswick 4.50% 06-02-2020 145 0.1%
Province of New Brunswick 4.55% 03-26-2037 33 0.0%
Province of Nova Scotia 6.60% 12-01-2031 123 0.1%
Province of Ontario 0% 06-02-2024 433 0.2%
Province of Ontario 0% 06-02-2026 80 0.0%
Province of Ontario 0% 07-13-2022 89 0.0%
Province of Ontario 0% 12-02-2023 164 0.1%
Province of Ontario 2.40% 06-02-2026 906 0.6%
Province of Ontario 2.60% 06-02-2025 205 0.1%
Province of Ontario 2.60% 06-02-2027 1,161 0.7%
Province of Ontario 2.80% 06-02-2048 1,810 1.1%
Province of Ontario 2.85% 06-02-2023 97 0.1%
Province of Ontario 2.90% 12-02-2046 1,321 0.8%
Province of Ontario 3.15% 06-02-2022 681 0.5%
Province of Ontario 4.00% 06-02-2021 180 0.1%
Province of Ontario 4.20% 06-02-2020 509 0.4%
Province of Ontario 4.40% 06-02-2019 3 0.0%
Province of Ontario 6.20% 06-02-2031 22 0.0%
Province of Ontario 6.50% 03-08-2029 74 0.0%
Province of Ontario F/R 08-28-2018 7 0.0%
Province of Quebec 0% 04-01-2026 89 0.0%
Province of Quebec 2.50% 09-01-2026 46 0.0%
Province of Quebec 2.75% 09-01-2025 451 0.3%
Province of Quebec 2.75% 09-01-2027 882 0.6%
Province of Quebec 3.00% 09-01-2023 668 0.5%
Province of Quebec 3.50% 12-01-2045 1,497 0.9%
Province of Quebec 3.50% 12-01-2048 467 0.3%
Province of Quebec 3.75% 09-01-2024 88 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 25 0.0%
Province of Quebec 4.50% 12-01-2017 1 0.0%
Province of Quebec 4.50% 12-01-2020 168 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 9 0.0%
Province of Quebec 9.375% 01-16-2023 38 0.0%
Province of Quebec F/R 12-19-2018 7 0.0%
Prudential Financial Inc. 10 0.0%
PSP Capital Inc. 2.09% 11-22-2023 Series 9 43 0.0%
PSPIB-RE Summit Inc. 3.266 06-12-20 105 0.1%
PulteGroup Inc. 7.875% 06-15-2032 12 0.0%
Pure Industrial Real Estate Trust 1 0.0%
PVH Corp. 4.50% 12-15-2022 Callable 2017 1 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-18-2021 72 0.0%
QCP SNF West 8.13% 11-01-2023 Callable 2019 144A 209 0.1%
QinetiQ Group PLC 1 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 70 0.0%
Qualicorp SA 5 0.0%
Quebecor Inc. Class B Sub. voting 2 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 193 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 7 0.0%
Queensland Treasury Corp. 4.00% 06-21-2019 2 0.0%
Queensland Treasury Corp. 5.50% 06-21-2021 2 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 1 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 3 0.0%
Queensland Treasury Corp. 7.125% 09-18-2017 1 0.0%
Quinpario Acquisition Corp 2 B Term Loan 1st Lien F/R 06-30-2023 105 0.1%
QVC Inc. 4.45% 02-15-2025 1 0.0%
R.R. Donnelley & Sons Co. 6.00% 04-01-2024 64 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 317 0.2%
Radio One Inc. Term Loan B 1st Lien F/R 04-05-2023 1 0.0%
Raging River Exploration Inc. 1 0.0%
Realkredit Danmark AS 1.00% 04-01-2021 9 0.0%
Realkredit Danmark AS 1.00% 04-01-2022 7 0.0%
Realogy Group LLC. Term Loan B 1st Lien F/R 07-20-2022 1 0.0%
Redbox Automated Retail LLC Term Loan 1st Lien F/R 09-26-2021 36 0.0%
Redrow PLC 3 0.0%
Regal Entertainment Group 5.75% 02-01-2025 Callable 2018 8 0.0%
Regions Bank 6.45% 06-26-2037 1 0.0%
Regions Financial Corp. 6.375% 12-15-2017 Pfd. 1 0.0%
Regions Financial Corp. 7.375% 12-10-2037 1 0.0%
Reliance LP 3.813% 09-15-2020 142 0.1%
Reliance LP 4.075% 08-02-2021 33 0.0%
Reliance LP 5.187% 03-15-2019 22 0.0%
Reliance Steel & Aluminum Co. 2 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 01-30-2019 6 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 02-02-2024 88 0.0%
Republic of Colombia 7.00% 09-11-2019 Series B 2 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 1 0.0%
Republic of Poland F/R 01-25-2026 3 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 256 0.1%
Restaurant Brands International Inc. 2 0.0%
Revlon Consumer Products Corp. 5.75% 02-15-2021 Callable 2018 14 0.0%
Revlon Consumer Products Corp. 6.25% 08-01-2024 Callable WI 2 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 10 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 137 0.1%
Rightmove PLC 1 0.0%
Rio Tinto Ltd. 2 0.0%
Rio Tinto PLC 2 0.0%
RioCan Real Estate Investment Trust 1 0.0%
Ritchie Bros. Auctioneers Inc. 2 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 10 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 181 0.1%
Rite Aid Corp. 7.70% 02-15-2027 97 0.1%
Riverbed Technology Inc. Term Loan B 1st Lien F/R 04-24-2022 5 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 14 0.0%
Robertshaw Holdings Corp. Term Loan 1st Lien F/R 08-02-2024 24 0.0%
Robertshaw Holdings Corp. Term Loan 2nd Lien F/R 02-02-2025 3 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 18 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 15 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 38 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 271 0.1%
Rogers Communications Inc. 6.11% 08-25-2040 249 0.1%
Rogers Communications Inc. 6.68% 11-04-2039 614 0.4%
Rogers Communications Inc. Class B non-voting 3 0.0%
Rose Rock Midstream LP 5.625% 07-15-2022 Callable 2017 2 0.0%
Royal Bank of Canada 25 0.0%
Royal Bank of Canada 1.40% 04-26-2019 Covered 154 0.1%
Royal Bank of Canada 1.58% 09-13-2021 DPNT 52 0.0%
Royal Bank of Canada 1.65% 07-15-2021 DPNT 213 0.1%
Royal Bank of Canada 2.00% 03-21-2022 631 0.4%
Royal Bank of Canada 2.33% 12-05-2023 DPNT 239 0.1%
Royal Bank of Canada 2.35% 12-09-2019 DPNT 65 0.0%
Royal Bank of Canada 2.364% 09-21-2017 19 0.0%
Royal Bank of Canada 2.50% 01-19-2021 1 0.0%
Royal Bank of Canada 3.31% 01-20-2026 830 0.5%
Royal Bank of Canada 4.65% 01-27-2026 GMTN 271 0.1%
Royal Bank of Canada F/R 02-11-2020 745 0.5%
Royal Bank of Canada F/R 03-23-2020 Covered 451 0.3%
Royal Bank of Canada F/R 04-09-2019 129 0.1%
Royal Bank of Canada F/R 08-01-2018 Series DPNT 33 0.0%
Russel Metals Inc. 1 0.0%
Sage Automotive Holdings Inc. Term Loan 1st Lien F/R 10-27-2022 45 0.0%
Samsung Electronics Co. Ltd. 4 0.0%
Sanofi 6 0.0%
Santander Consumer Bank AS 0.88% 06-12-2018 2 0.0%
Santander Consumer Bank AS F/R 03-30-2020 2 0.0%
Saputo Inc. 1 0.0%
Saputo Inc. 1.94% 06-13-2022 Callable 2022 133 0.1%
Saputo Inc. 2.83% 11-21-2023 Callable 2023 131 0.1%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 1 0.0%
SBA Senior Finance II LLC. Term Loan B1 1st lien F/R 03-24-2021 1 0.0%
SCE Trust VI Pfd. 1 0.0%
Schlumberger Ltd. 8 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 25 0.0%
Scientific Games International Inc. 6.25% 09-01-2020 Callable 136 0.1%
Scientific Games International Inc. 7.00% 01-01-2022 Callable 2018 144A 7 0.0%
Scientific Games International Inc. Term Loan B4 1st Lien F/R 08-14-2024 1 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 Series A 109 0.1%
Seahawk Holding Cayman Ltd. Term Loan 1st Lien F/R 11-01-2022 31 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 1 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 1 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 2 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 06-20-2024 27 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 2017 4 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 14 0.0%
ServiceNow Inc. 14 0.0%
Seven Generations Energy Ltd. 7 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 33 0.0%
Seven Generations Energy Ltd. 8.25% 05-15-2020 Callable 2018 144A 20 0.0%
Severn Trent PLC 4 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 80 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 70 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 41 0.0%
Shaw Communications Inc. 5.65% 10-01-2019 30 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 806 0.5%
Shaw Communications Inc. Class B non-voting 1 0.0%
Shaw Communications Inc. Pfd Series A 41 0.0%
ShawCor Ltd. 1 0.0%
Sherritt International Corp. 7.50% 09-24-2023 Callable 2019 58 0.0%
Sherritt International Corp. 8.00% 11-15-2021 Callable 2017 9 0.0%
Shire Acquisitions Investments Ireland Designated Activity Co. 3.20% 09-23-2026 Callable 2026 1 0.0%
Shire PLC ADR 11 0.0%
Shopify Inc. 1 0.0%
Siemens AG 1 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 98 0.1%
Signature Bank 8 0.0%
Silicon Laboratories Inc. 8 0.0%
Sime Darby BHD 1 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 7 0.0%
Sirius XM Holdings Inc. 5.25% 08-15-2022 1 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Series 144A Callable 2022 9 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 2 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 13 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 10 0.0%
Sixsigma Networks Mexico SA de CV 8.25% 11-07-2021 Callable 2017 144A 1 0.0%
SM Energy Co. 6.50% 01-01-2023 Callable 2017 4 0.0%
SM Energy Co. 6.50% 11-15-2021 Callable 2017 3 0.0%
Smart Real Estate Investment Trust 3.985% 05-30-2023 Callable 53 0.0%
Smith & Nephew PLC 1 0.0%
Snap-On Inc. 11 0.0%
SNC-Lavalin Group Inc. 2 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 115 0.1%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 34 0.0%
Solenis International LP Term Loan 2nd Lien F/R 07-31-2022 13 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable [144A] 4 0.0%
Solera LLC Term Loan B 1st Lien F/R 03-03-2023 1 0.0%
Solvay SA 2 0.0%
Sonova Holding AG 1 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 277 0.1%
Source Energy Services Ltd. Private Placement 3 0.0%
Southern Power Co. 4.15% 12-01-2025 2 0.0%
Southern Star Central Corp. 5.125% 07-15-2022 Callable 2017 144A 6 0.0%
SP LP 3.21% 06-15-2019 241 0.1%
Spartan Energy Corp. 1 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 2017 1 0.0%
Spectrum Brands Inc. 5.75% 07-15-2025 Callable 2020 74 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 7 0.0%
Spectrum Brands Inc. Term Loan B 1st Lien F/R 06-23-2022 2 0.0%
Spin Master Corp. 3 0.0%
Spirit Airlines Inc. 12 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 8 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 16 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-29-2024 2 0.0%
Sprint Corp. 7.25% 09-15-2021 20 0.0%
Sprint Corp. 7.875% 09-15-2023 179 0.1%
Sprint Nextel Corp. 7.00% 08-15-2020 6 0.0%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 5 0.0%
Spy Hill Power LP 4.14% 03-31-2036 46 0.0%
St. George's University Scholastic Services LLC Term Loan B 1st Lien F/R 07-06-2022 3 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 1 0.0%
Standard Pacific Corp. 5.875% 11-15-2024 Callable 2024 7 0.0%
Stantec Inc. 1 0.0%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 119 0.1%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 35 0.0%
Starwood Property Trust Inc. 3 0.0%
State Bank of India 3.25% 04-18-2018 144A 1 0.0%
State of Israel 2.00% 03-31-2027 5 0.0%
Steel Dynamics Inc. 2 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 12 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 1 0.0%
Steel Dynamics Inc. 6.375% 08-15-2022 Callable 2017 6 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 1 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 1 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 108 0.1%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 1 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 6 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 148 0.1%
Sun Life Financial Inc. 6 0.0%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 151 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 288 0.2%
Sun Life Financial Inc. F/R 09-25-2025 Callable 2020 171 0.1%
Suncor Energy Inc. 17 0.0%
Suncor Energy Inc. 3.00% 09-14-2026 MTN 32 0.0%
Suncor Energy Inc. 5.80% 05-22-2018 Callable 73 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 1 0.0%
Superior Industries International Inc. Term Loan 1st Lien F/R 03-22-2024 17 0.0%
Superior Plus Corp. 1 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 127 0.1%
Svenska Cellulosa AB (SCA) B 2 0.0%
Swedish Match AB 3 0.0%
Swiss Re Ltd. 3 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 160 0.1%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 2 0.0%
Synovus Financial Corp. 7.875% 02-15-2019 1 0.0%
Synovus Financial Corp. 7.875% 12-31-2049 Pfd. Callable 2018 1 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 5 0.0%
T-Mobile USA Inc. 6.125% 01-15-2022 Callable 2018 3 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 144 0.1%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 1 0.0%
T-Mobile USA Inc. 6.625% 04-01-2023 Callable 2018 11 0.0%
T-Mobile USA Inc. 6.836% 04-28-2023 Callable 2018 8 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 2 0.0%
Tahoe Resources Inc. 5 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 234 0.1%
Targa Resources Partners LP 5.13% 02-01-2025 Callable 2020 144A 3 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 144A 6 0.0%
TD Capital Trust IV 6.631% 06-30-2021 Callable 2021 171 0.1%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 111 0.1%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 37 0.0%
Teck Resources Ltd. 4.75% 01-15-2022 Callable 2021 19 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 2 0.0%
Teck Resources Ltd. Class B 6 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 17 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1 0.0%
Telesat Canada 8.88% 11-15-2024 Callable 2019 144A 29 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 1 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 1 0.0%
TELUS Corp. 6 0.0%
TELUS Corp. 3.20% 04-05-2021 19 0.0%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 110 0.1%
TELUS Corp. 3.35% 04-01-2024 Callable 139 0.1%
TELUS Corp. 3.75% 03-10-2026 Callable 2025 60 0.0%
Telus Corp. 4.70% 03-06-2048 Callable 2047 191 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 167 0.1%
TELUS Corp. 5.05% 07-23-2020 10 0.0%
TELUS Corp. 5.15% 11-26-2043 90 0.0%
Tembec Industries Inc. 9.00% 12-15-2019 Callable 2017 144A 113 0.1%
Tempur Sealy International Inc. 11 0.0%
Tenaga Nasional BHD 1 0.0%
Tencent Holdings Ltd. 6 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 8 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 137 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 5 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 2 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 28 0.0%
Tesoro Corp. 5.13% 12-15-2026 Callable 2026 144A 2 0.0%
Textron Inc. 2 0.0%
The ADT Corp. 5.25% 03-15-2020 1 0.0%
The Advisory Board Co. 12 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 6 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 3 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 23 0.0%
The AES Corp. 7.375% 07-01-2021 2 0.0%
The Bank of Nova Scotia 18 0.0%
The Bank of Nova Scotia 1.83% 04-27-2022 349 0.2%
The Bank of Nova Scotia 1.90% 12-02-2021 Series DPNT 530 0.4%
The Bank of Nova Scotia 2.29% 06-28-2024 284 0.2%
The Bank of Nova Scotia 2.58% 03-30-2027 Callable 2022 154 0.1%
The Bank of Nova Scotia 4.50% 12-16-2025 105 0.1%
The Bank of Nova Scotia F/R 04-20-2018 279 0.1%
The Bank of Nova Scotia F/R 06-27-2018 45 0.0%
The Berkeley Group Holdings PLC 2 0.0%
The Boeing Co. 10 0.0%
The Brink's Co. 1 0.0%
The British Land Co. PLC 1 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 50 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 3 0.0%
The Chemours Co. 6.63% 05-15-2023 Callable 2018 6 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 5 0.0%
The Coca-Cola Co. 1.15% 04-01-2018 2 0.0%
The Descartes Systems Group Inc. 1 0.0%
The Dow Chemical Co. 1 0.0%
The Empire Life Insurance Co. 2.87% 05-31-2023 59 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 258 0.1%
The Goldman Sachs Group Inc. 29 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 253 0.1%
The Goldman Sachs Group Inc. 3.55% 02-12-2021 205 0.1%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 4 0.0%
The Hartford Financial Serivces Group Inc. Pfd. 1 0.0%
The Home Depot Inc. 2.70% 04-01-2023 Callable 2023 2 0.0%
The International Bank for Reconstruction and Development 1.375% 06-23-2019 1 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 230 0.1%
The International Bank for Reconstruction and Development 4.625% 02-26-2019 1 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 2 0.0%
The Jean Coutu Group (PJC) Inc. Class A Sub. voting 3 0.0%
The Korea Development Bank 1.50% 01-22-2018 1 0.0%
The Korea Development Bank 5.25% 04-03-2018 1 0.0%
The Kraft Heinz Co. 2 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 255 0.1%
The Manufacturers Life Insurance Co. 2.81% 02-21-2024 Callable 2019 224 0.1%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 42 0.0%
The Men's Wearhouse Inc. 7.00% 07-01-2022 Callable 2017 232 0.1%
The Neiman Marcus Group Inc. Term Loan F/R 10-25-2020 24 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 2017 144A 112 0.1%
The Procter & Gamble Co. 14 0.0%
The Progressive Corp. 14 0.0%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 2 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 1 0.0%
The Stars Group Inc. 1 0.0%
The Toronto-Dominion Bank 21 0.0%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 152 0.1%
The Toronto-Dominion Bank 1.69% 04-02-2020 DPNT 193 0.1%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 745 0.5%
The Toronto-Dominion Bank 1.99% 03-23-2022 74 0.0%
The Toronto-Dominion Bank 2.05% 12-01-2022 26 0.0%
The Toronto-Dominion Bank 2.621% 12-22-2021 127 0.1%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 163 0.1%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 103 0.1%
The Toronto-Dominion Bank 3.226% 07-24-2024 183 0.1%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 377 0.2%
The Toronto-Dominion Bank 5.375% 07-01-2028 (99007783) 133 0.1%
The Toronto-Dominion Bank 5.50% 04-01-2024 22 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 108 0.1%
The Toronto-Dominion Bank F/R 02-18-2020 845 0.6%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 598 0.4%
The Toronto-Dominion Bank F/R 12-18-2106 Callable 2017 218 0.1%
The Walt Disney Co. 1 0.0%
The Walt Disney Co. 2.35% 12-01-2022 73 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 1 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 3 0.0%
Thomson Reuters Corp. 2 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 75 0.0%
Time Inc. 5.75% 04-15-2022 Callable 2017 144A 1 0.0%
TMX Finance LLC 8.50% 09-15-2018 Callable 144A 2 0.0%
TMX Group Ltd. 1 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 137 0.1%
Tokyo Electric Power Co. Holdings Inc. 2 0.0%
Toromont Industries Ltd. 1 0.0%
Tourmaline Oil Corp. 1 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 Series 17-3 Class A1 1 0.0%
Toyota Credit Canada Inc. F/R 01-22-2018 7 0.0%
TransAlta Corp. 1 0.0%
TransAlta Corp. 6.65% 05-15-2018 11 0.0%
TransAlta Corp. Pfd. Series A 35 0.0%
TransCanada Corp. 9 0.0%
TransCanada Corp. Pfd. Series 15 151 0.1%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 193 0.1%
TransCanada PipeLines Ltd. 3.30% 07-17-2025 Callable 2025 Series MTN 151 0.1%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 467 0.3%
TransCanada PipeLines Ltd. 4.88% 01-15-2026 Callable 2025 1 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 47 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 119 0.1%
TransCanada Trust F/R 05-18-2077 Callable 2027 296 0.2%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 2 0.0%
Transcontinental Inc. Class A Sub. voting 1 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 8 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 125 0.1%
Travel Leaders Group LLC Term Loan 1st Lien F/R 01-25-2024 51 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 5 0.0%
Trevali Mining Corp. 12.50% 05-30-2019 15 0.0%
Trevali Mining Corp. Purchase Warrants Exp. 12-30-2020 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 4 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 2 0.0%
Tribune Media Co. Term Loan B 1st Lien F/R 12-27-2020 1 0.0%
Trican Well Service Ltd. 1 0.0%
TricorBraun Inc. (KRAIND) Term Loan 1st Lien F/R 11-28-2023 26 0.0%
TricorBraun Inc. (KRAIND) Term Loan Delayed Draw 1st Lien F/R 11-28-2023 3 0.0%
Trillium Windpower LP 5.80% 02-15-2033 54 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 18 0.0%
Trinity Industries Inc. 1 0.0%
Trinseo Materials Operating SCA 5.38% 09-01-2025 Callable 2020 [144A] 6 0.0%
Trinseo SA 1 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 1 0.0%
Twenty-First Century Fox Inc. 12 0.0%
Tyler Technologies Inc. 7 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 1 0.0%
Tyson Foods Inc. Class A 2 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 1 0.0%
U.S. Bancorp Pfd. Security Series A 2 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 12 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 14 0.0%
UniCredit SPA F/R 05-29-2018 54 0.0%
Unilever NV CVA 1 0.0%
Union Gas Ltd. 3.79% 07-10-2023 Callable 2023 17 0.0%
Union Gas Ltd. 8.75% 08-03-2018 29 0.0%
Union Pacific Corp. 16 0.0%
Uniper SE 5 0.0%
United Airlines Inc. Term Loan B 1st Lien F/R 04-01-2024 1 0.0%
United Group BV 4.38% 07-01-2022 Callable 2019 97 0.1%
United Kingdom Gilt Inflation Linked 0.13% 03-22-2026 245 0.1%
United Kingdom Gilt Inflation Linked 0.13% 03-22-2046 610 0.4%
United Kingdom Treasury 4.25% 12-07-2027 5,772 3.2%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 61 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 1 0.0%
United Rentals Inc. 9 0.0%
United Rentals North America Inc. 4.625% 07-15-2023 Callable 2018 2 0.0%
United Rentals North America Inc. 5.50% 05-15-2027 Callable 2022 1 0.0%
United States Treasury 2.25% 02-15-2027 5 0.0%
United States Treasury 2.38% 05-15-2027 14,426 7.8%
United States Treasury 2.75% 08-15-2047 23 0.0%
United States Treasury 3.00% 02-15-2047 10 0.0%
United States Treasury 3.00% 05-15-2047 739 0.5%
United States Treasury Inflation Indexed Bonds 0.125% 04-15-2021 3,918 2.2%
United Technologies Corp. 19 0.0%
UnitedHealth Group Inc. 1.40% 12-15-2017 2 0.0%
UnitedHealth Group Inc. 1.90% 07-16-2018 1 0.0%
UnitedHealth Group Inc. 2.88% 03-15-2022 Callable 2021 117 0.1%
University of Ontario Institute of Technology 6.351% 10-15-2034 65 0.0%
UPM-Kymmene OYJ 2 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 2 0.0%
USB Capital IX 3.50% 10-29-2049 1 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 2 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 1 0.0%
Valeant Pharmaceuticals International Inc. 1 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 2017 144A 233 0.1%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 2 0.0%
Valener Inc. 1 0.0%
Valero Energy Corp. 1 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 91 0.0%
Vanguard Growth ETF 660 0.5%
Vantage Drilling International - Units 2 0.0%
VCVH Holding Corp. Term Loan 1st Lien F/R 05-10-2023 47 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 1 0.0%
Venator Finance SARL/Venator Materials Corp. 5.75% 07-15-2025 Callable 2020 8 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 125 0.1%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 132 0.1%
Verdesian Life Sciences LLC Term Loan 1st Lien F/R 06-25-2020 8 0.0%
Veresen Inc. 1 0.0%
Veresen Inc. 3.06% 06-13-2019 71 0.0%
Veresen Inc. 4.00% 11-22-2018 Callable Series MTN 13 0.0%
Verisk Analytics Inc. 13 0.0%
Verisk Analytics Inc. 4.00% 06-15-2025 Callable 2025 1 0.0%
Verizon Communications Inc. 2.63% 08-15-2026 Callable 2026 205 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 1 0.0%
Verizon Communications Inc. 4.272% 01-15-2036 1 0.0%
Verizon Communications Inc. 5.15% 09-15-2023 2 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 170 0.1%
VFH Parent LLC Term Loan B 1st Lien F/R 12-30-2021 7 0.0%
Viacom Inc. 5.85% 09-01-2043 Callable 2043 2 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 [144A] 9 0.0%
Videotron Ltee 5.00% 07-15-2022 25 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 52 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 255 0.1%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 5 0.0%
Visa Inc. 2.80% 12-14-2022 Callable 2022 3 0.0%
Visa Inc. 3.15% 12-14-2025 Callable 2025 121 0.1%
Visa Inc. Class A 5 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 48 0.0%
VMware Inc. 3.90% 08-21-2027 Callable 1 0.0%
VMware Inc. Class A 4 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 1 0.0%
Vodafone Group PLC 2 0.0%
Voya Financial Inc. 2 0.0%
VRX Escrow Corp. 4.50% 05-15-2023 Callable 2020 144A 2 0.0%
VRX Escrow Corp. 5.375% 03-15-2020 Callable 2017 144A 35 0.0%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 10 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 17 0.0%
VW Credit Canada Inc. 2.45% 11-14-2017 58 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 1 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 3 0.0%
Wachovia Capital Trust III F/R 03-15-2066 3 0.0%
Wajax Corp. 6.125% 10-23-2020 Callable 2017 90 0.0%
Wal-Mart Stores Inc. 5 0.0%
Walgreens Boots Alliance Inc. 3.80% 11-18-2024 Callable 2024 1 0.0%
Waste Connections Inc. 4 0.0%
Waste Management Inc. 2.90% 09-15-2022 Callable 2022 1 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 8 0.0%
Weatherford International Ltd. 9.25% 06-15-2023 Callable 2023 2 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 144A 4 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 10-12-2023 145 0.1%
Wells Fargo & Co. 12-31-2049 Callable 2024 Pfd. 1 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 2 0.0%
Wells Fargo & Co. 2.222% 03-15-2021 250 0.1%
Wells Fargo & Co. 2.50% 03-04-2021 3 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 359 0.2%
Wells Fargo & Co. 2.975% 05-19-2026 Series MPLE 176 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 Series MTN 217 0.1%
Wells Fargo & Co. F/R 07-27-2021 1 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 1 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 103 0.1%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 80 0.0%
West Corp. 5.375% 07-15-2022 Callable 2017 144A 4 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 56 0.0%
West Fraser Timber Co. Ltd. 1 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 113 0.1%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 56 0.0%
Westcoast Energy Inc. 5.60% 01-16-2019 Callable 59 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 1 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 47 0.0%
WestJet Airlines Ltd. 2 0.0%
WestJet Airlines Ltd. 3.287% 07-23-2019 91 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 1 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 1 0.0%
Wind Acquisition Finance SA 7.375% 04-23-2021 Callable 2017 144A 140 0.1%
Windstream Holdings Inc. 6.375% 08-01-2023 Callable 2018 4 0.0%
Windstream Services LLC Term Loan B6 1st Lien F/R 03-16-2021 10 0.0%
Winnebago Industries Inc. Term Loan B 1st Lien F/R 11-08-2023 7 0.0%
Winpak Ltd. 4 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 3 0.0%
WMG Acquisition Corp. 6.75% 04-15-2022 Callable 2017 144A 1 0.0%
WMG Acquisition Corp. Term loan 1st Lien F/R 11-01-2023 1 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 5 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 264 0.1%
WTH Car Rental ULC 2.542% 08-20-2019 Sinkable Series A 243 0.1%
Wyndham Worldwide Corp. 4.50% 04-01-2027 Callable 4 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 6 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 13 0.0%
Yamana Gold Inc. 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 135 0.1%
Zebra Technologies Corp. 7.25% 10-15-2022 Callable 2017 2 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 1 0.0%
ZF North America Capital Inc. 4.75% 04-29-2025 144A 12 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 1 0.0%
Total Investments -- 198,274 105.7%
Currency Hedge Contracts -- 1,620 0.9%
Other Assets (Liabilities) -- -12,435 -6.6%
Total Net Assets -- 187,459 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of October 31, 2017
  • Regional Allocation
      Canada
    59.4%
      United States
    19.8%
      Other
    3.2%
      United Kingdom
    1.6%
      Germany
    1.4%
      France
    1.1%
      Mexico
    0.4%
      Netherlands
    0.4%
      China
    0.3%
      Brazil
    0.3%
      Cash & Equivalents 12.1%
  • Sector Allocation
      Corporate Bonds 45.9%
      Federal Bonds 17.9%
      Cash & Equivalents 12.1%
      Provincial Bonds 9.8%
      Foreign Fixed Income 5.7%
      Bank Loans 4.5%
      Equities 3%
      Mortgage Backed 0.7%
      Other 0.4%
Credit Allocation (%)
AAA 26.8%
AA 16.8%
A 14.4%
BBB 10.3%
BB 5%
B 9.1%
CCC & Below 2%
NR 0.5%
Cash & Equivalents 12.1%
Equities 3%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Asset Allocation Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation Team

Investment experience since 2009

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.

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

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

Mutual Fund US Dollar Settlement Option details.

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

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

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

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

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