Fund Portfolio – Symmetry Fixed Income Portfolio Series PWX8 MFC6271 | Mackenzie Investments

Symmetry Fixed Income Portfolio Series PWX8

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of April 30, 2018
Major holdings represent 22.4% of the fund.
View all holdings
Total # of
Equity Holdings
1103
Total # of
Fixed Income Holdings
1690
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.00% 06-01-2027
Canada | Federal Government
11.5%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
2.9%
United States Treasury 2.25% 08-15-2027
United States | Foreign Governments
1.7%
Government of Canada 1.25% 12-01-2047 Real Return
Canada | Federal Government
1.1%
Apple Inc. 2.51% 08-19-2024 Callable 2025
United States | Corporate - Non Convertible
1.0%
iShares Canadian Corporate Bond Index ETF
Canada | Index Participation Units
1.0%
Province of Ontario Canada 2.90% 06-02-2028
Canada | Provincial Governments
0.9%
Province of Ontario 2.60% 09-08-2023
Canada | Provincial Governments
0.8%
Province of Quebec 3.50% 12-01-2045
Canada | Provincial Governments
0.8%
Canada Housing Trust No. 1 F/R 03-15-2023
Canada | Federal Government
0.7%

Complete Fund Holdings Help Full holdings list

As of February 28, 2018
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 6 0.0%
3M Co. 2 0.0%
407 International Inc. 2.47% 09-08-2022 Callable 2022 197 0.1%
407 International Inc. 3.43% 06-01-2033 MTN 197 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 73 0.0%
407 International Inc. 3.65% 09-08-2044 MTN Callable 15 0.0%
407 International Inc. 3.83% 05-11-2046 107 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 387 0.3%
407 International Inc. 6.75% 07-27-2039 Callable 22 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 312 0.2%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 28 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 1 0.0%
Abcam PLC 1 0.0%
ABN AMRO Group NV 1 0.0%
Accenture PLC Class A 9 0.0%
Access Justice Durham 5.015% 08-31-2039 66 0.0%
ACE INA Holdings Inc. 3.35% 05-03-2026 Callable 2026 2 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 1 0.0%
Activision Blizzard Inc. 3.40% 09-15-2026 Callable 2026 1 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 1 0.0%
Adient PLC 1 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 164 0.1%
AECOM 5.13% 03-15-2027 Callable 2026 3 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 2 0.0%
AerCap Holdings NV 11 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 59 0.0%
Aetna Inc. 15 0.0%
Aetna Inc. 2.75% 11-15-2022 Callable 2022 49 0.0%
Aflac Inc. 7 0.0%
African Development Bank F/R 02-24-2019 1 0.0%
Agricultural Bank of China Ltd. H 34 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 95 0.1%
AGT Ltd. 8.80% 09-22-2025 Callable 97 0.1%
AIA Group Ltd. 34 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 78 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 47 0.0%
Air Canada 4 0.0%
Air France-KLM 6 0.0%
Air Lease Corp. 3.00% 09-15-2023 Callable 2023 1 0.0%
Air Lease Corp. 3.875% 12-01-2018 2 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 1 0.0%
Air Products and Chemicals Inc. 2 0.0%
AirAsia BHD 1 0.0%
AK Steel Corp. 6.38% 10-15-2025 Callable 2020 1 0.0%
Akzo Nobel NV 15 0.0%
Alberta Powerline LP 4.06% 03-01-2054 21 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 30 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 165 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 64 0.0%
Algonquin Power & Utilities Corp. 5.50% 07-25-2018 Callable 181 0.1%
Algonquin Power Co. 4.82% 02-15-2021 41 0.0%
Alibaba Group Holding Ltd. ADR 45 0.0%
Align Technology Inc. 6 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 130 0.1%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 1 0.0%
Allergan PLC 15 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 19 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 11 0.0%
Allianz SE Reg. 16 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 97 0.1%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 65 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 63 0.0%
Ally Financial Inc. 2 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 1 0.0%
Ally Financial Inc. 8.00% 11-01-2031 4 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 2 0.0%
Alnylam Pharmaceuticals Inc. 2 0.0%
Alpha 3 BV Term Loan B1 1st Lien F/R 01-31-2024 2 0.0%
Alphabet Inc. Class A 3 0.0%
Alphabet Inc. Class C 9 0.0%
AltaGas Ltd. 2 0.0%
AltaGas Ltd. 3.57% 06-12-2023 Callable 58 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 127 0.1%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 104 0.1%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 49 0.0%
AltaGas Ltd. Pfd. Series K 88 0.1%
AltaLink LP 2.98% 11-28-2022 147 0.1%
AltaLink LP 3.668% 11-06-2023 12 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 72 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 162 0.1%
Altice SA 7.75% 05-15-2022 Callable 144A 2 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 07-28-2025 1 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 1 0.0%
Altria Group Inc. 6 0.0%
Aluminum Corp. of China Ltd. 7 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 34 0.0%
Amazon.com Inc. 3.80% 12-05-2024 Callable 2024 1 0.0%
Ambev SA 17 0.0%
AMC Entertainment Holdings Inc. 5.88% 02-15-2022 Callable 2018 1 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 138 0.1%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 1 0.0%
Amdocs Ltd. 3 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1 0.0%
America Movil SAB de CV Series L ADR 1 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 2 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 4 0.0%
American Express Co. 9 0.0%
American Express Credit Account Master Trust 1.77% 11-15-2022 2017-3 1 0.0%
American Express Credit Account Master Trust 2.04% 05-15-2023 1 0.0%
American International Group Inc. 15 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 6 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 23 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 1 0.0%
American Woodmark Corp. 4.88% 03-15-2026 Callable 2021 144A 41 0.0%
Amgen Inc. 2.60% 08-19-2026 Callable 2026 1 0.0%
AMS FinCo SARL Term Loan 1st Lien F/R 05-27-2024 13 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 395 0.3%
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 114 0.1%
Anheuser-Busch InBev Finance Inc. 3.65% 02-01-2026 Callable 2025 2 0.0%
Anheuser-Busch InBev Finance Inc. 4.32% 05-15-2047 Callable Series MPLE 56 0.0%
Antero Midstream 5.38% 09-15-2024 2 0.0%
Antero Resources Corp. 5.00% 03-01-2025 240 0.1%
Antero Resources Corp. 5.125% 12-01-2022 Callable 1 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 1 0.0%
Anthem Inc. 11 0.0%
Anthem Inc. 2.75% 10-15-2042 3 0.0%
Anthem Inc. 3.50% 08-15-2024 Callable 2024 1 0.0%
Apple Inc. 40 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 1,749 1.1%
Apple Inc. 2.85% 08-28-2019 1 0.0%
Apple Inc. 3.20% 05-13-2025 2 0.0%
Apple Inc. F/R 02-09-2022 2 0.0%
Appvion Inc. 9.00% 06-01-2020 Callable 144A 4 0.0%
APT Pipelines Ltd. 4.20% 03-23-2025 Callable 2024 144A 121 0.1%
APT Pipelines Ltd. 4.245% 07-24-2019 64 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 2 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-07-2025 1 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 2 0.0%
Arch Coal Inc. Class A 4 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 301 0.2%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 2 0.0%
Argentine Bonos del Tesoro 21.20% 09-19-2018 2 0.0%
ARMOUR Residential REIT Inc. 1 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 19 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 1 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 65 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 2 0.0%
Ashland Global Holdings Inc. 1 0.0%
Ashmore Group PLC 6 0.0%
Ashtead Capital Inc. 4.13% 08-15-2025 Callable 2020 144A 1 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 1 0.0%
Ashtead Group PLC 8 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 2 0.0%
Asian Development Bank 6.00% 02-24-2021 1 0.0%
Asian Development Bank 6.45% 08-08-2021 2 0.0%
Asian Paints Ltd. 5 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 201 0.1%
ASP AMC Merger Sub Inc. Term Loan 1st Lien F/R 04-22-2024 1 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 11 0.0%
ASR Nederland NV 2 0.0%
Assembly Biosciences Inc. 1 0.0%
Associated Capital Group Inc. Class A 1 0.0%
Assured Guaranty Ltd. 13 0.0%
AT&T Inc. 2.30% 03-11-2019 1 0.0%
AT&T Inc. 3.825% 11-25-2020 114 0.1%
AT&T Inc. 4.85% 05-25-2047 560 0.4%
Atlantic Power Corp. 5.95% 06-23-2036 128 0.1%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 7 0.0%
ATS Consolidated Inc. Term Loan B 1st Lien F/R 02-23-2025 53 0.0%
AU Optronics Corp. ADR 1 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 1 0.0%
Australia and New Zealand Banking Group Ltd. 2.00% 11-16-2018 1 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 98 0.1%
Autostrada Torino-Milano SPA 2 0.0%
Avangrid Inc. 6 0.0%
Avaya Holdings Corp. 1 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 1 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 1 0.0%
Aviva PLC 4.50% 05-10-2021 104 0.1%
AXA SA 15 0.0%
Axfood AB 1 0.0%
B&G Foods Inc. 4.625% 06-01-2021 Callable 2 0.0%
B&G Foods Inc. 5.25% 04-01-2025 Callable 2020 2 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 2 0.0%
Baidu Inc. ADR 36 0.0%
Ball Corp. 4.00% 11-15-2023 2 0.0%
Ball Corp. 4.375% 12-15-2020 1 0.0%
Ball Corp. 5.00% 03-15-2022 1 0.0%
Ball Corp. 5.25% 07-01-2025 2 0.0%
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 1 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 1 0.0%
Banco Santander Brasil SA 3 0.0%
Banco Santander Chile ADR 7 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 1 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 1 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 77 0.0%
Bank of America Corp. 15 0.0%
Bank of America Corp. 3.228% 06-22-2022 72 0.0%
Bank of America Corp. 3.95% 04-21-2025 24 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 1 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 2 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 126 0.1%
Bank of America Corp. F/R 09-20-2025 Callable 2024 226 0.1%
Bank of China Ltd. H 6 0.0%
Bank of Communications Co. Ltd. H 1 0.0%
Bank of Montreal 21 0.0%
Bank of Montreal 1.88% 03-31-2021 DPNT 184 0.1%
Bank of Montreal 2.27% 07-11-2022 413 0.3%
Bank of Montreal 2.70% 09-11-2024 DPNT 293 0.2%
Bank of Montreal 3.19% 03-01-2028 19 0.0%
Bank of Montreal 3.25% 10-06-2022 2 0.0%
Bank of Montreal 3.32% 06-01-2026 388 0.3%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 147 0.1%
Bank of Montreal F/R 02-01-2023 997 0.7%
Bank of Montreal F/R 04-11-2019 48 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 89 0.1%
Bank of the Ozarks Inc. 5.50% 07-01-2026 Callable 2021 1 0.0%
Bankers Hall LP 4.377% 11-20-2013 90 0.1%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 2 0.0%
Barclays PLC 12 0.0%
Barloworld Ltd. 1 0.0%
Baxter International Inc. 34 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 2 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 1 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 1 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 3 0.0%
BCE Inc. 15 0.0%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 17 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 352 0.2%
BE Semiconductor Industries NV 2 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 1 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 1 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 2 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 1 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 3 0.0%
Belden Inc. 5.25% 07-15-2024 Callable 2019 144A 1 0.0%
Bell Canada 2.70% 02-27-2024 Callable 289 0.2%
Bell Canada 3.35% 03-22-2023 8 0.0%
Bell Canada 3.35% 06-18-2019 148 0.1%
Bell Canada 3.60% 09-29-2027 Callable MTN 318 0.2%
Bell Canada 4.35% 12-18-2045 Callable MTN 41 0.0%
Bell Canada 4.45% 02-27-2047 Callable 330 0.2%
Bell Canada 4.70% 09-11-2023 MTN 128 0.1%
Bell Canada 4.95% 05-19-2021 Callable 54 0.0%
Bell Canada 6.17% 02-26-2037 86 0.0%
Bell Canada 6.55% 05-01-2029 Callable 71 0.0%
Bell Canada 7.30% 02-23-2032 Callable 4 0.0%
Bellatrix Exploration Ltd. 8.50% 05-15-2020 Callable 144A 17 0.0%
Bellway PLC 1 0.0%
Berry Global Group Inc. 1 0.0%
Berry Global Inc. Term Loan O 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 6 0.0%
Bid Corp. Ltd. 15 0.0%
Bidvest Group Ltd. 10 0.0%
Big Ass Fans LLC Term Loan 1st Lien F/R 05-07-2024 46 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 2 0.0%
Bio-Techne Corp. 2 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 2 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 1 0.0%
BKW AG 1 0.0%
Bloomberry Resorts Corp. 1 0.0%
Blucora Inc. 1 0.0%
Blue Buffalo Pet Products Inc. 8 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 45 0.0%
BMW Canada Inc. 1.83% 06-15-2021 81 0.0%
BMW Canada Inc. F/R 06-14-2019 63 0.0%
BNP Paribas SA 23 0.0%
Boardwalk Pipelines LP 4.45% 07-15-2027 Callable 2027 1 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 1 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 1 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 1 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 12 0.0%
BP PLC 2 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 1 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 2 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 6 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2027 2 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 35 0.0%
Bright Horizons Family Solutions Inc. 5 0.0%
Brighthouse Financial Inc. 12 0.0%
Broadcom Corp. 3.50% 01-15-2028 Callable 2027 144A 1 0.0%
Broadridge Financial Solutions Inc. 4 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 192 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 37 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 70 0.0%
Brookfield Asset Management Inc. 5.30% 03-01-2021 25 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 42 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 44 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 99 0.1%
Brookfield Business Partners LP 3 0.0%
Brookfield Infrastructure Finance ULC 3.452% 03-11-2022 Callable 2022 16 0.0%
Brookfield Renewable Energy Partners LP 5.14% 10-13-2020 Callable 3 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 101 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 301 0.2%
Brookfield Renewable Partners LP Pfd. Series 11 57 0.0%
Brookfield Residential Properties Inc. 6.50% 12-15-2020 Callable 144A 9 0.0%
Brown & Brown Inc. 1 0.0%
BRP Finance ULC 4.79% 02-07-2022 89 0.1%
BRP Inc. 2 0.0%
Bruce Power LP 2.84% 06-23-2021 222 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 153 0.1%
Bruce Power LP 3.97% 06-23-2026 75 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 29 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 1 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 1 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 2 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 120 0.1%
Burger King France SAS F/R 05-01-2023 Callable 2018 2 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 3 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 167 0.1%
BWAY Mortgage Trust 3.7873% 01-10-2025 1 0.0%
BXP Trust 3.42% 06-13-2039 1 0.0%
CAE Inc. 1 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 1 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 503 0.4%
Calfrac Well Services Ltd. 7.50% 12-01-2020 Callable 144A 3 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 254 0.1%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 86 0.0%
Calpine Corp. 5.50% 02-01-2024 Callable 2019 164 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 2 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 1 0.0%
Caltex Australia Ltd. 8 0.0%
Cambrex Corp. 2 0.0%
Cameco Corp. 5.67% 09-02-2019 85 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 96 0.1%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 272 0.2%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 197 0.1%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 36 0.0%
Canada Housing Trust F/R 09-15-2022 452 0.4%
Canada Housing Trust No. 1 1.25% 12-15-2020 1 0.0%
Canada Housing Trust No. 1 2.40% 12-15-2022 1,241 0.8%
Canada Housing Trust No. 1 2.65% 03-15-2028 1,583 1.0%
Canada Housing Trust No. 1 3.35% 12-15-2020 1 0.0%
Canada Housing Trust No. 1 F/R 03-15-2023 1,229 0.8%
Canadian Commercial Mortgage Origination Trust 1 2.768% 11-12-2018 36 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 138 0.1%
Canadian Imperial Bank of Commerce 1 0.0%
Canadian Imperial Bank of Commerce 1.64% 07-12-2021 DPNT 11 0.0%
Canadian Imperial Bank of Commerce 1.66% 01-20-2020 DPNT 169 0.1%
Canadian Imperial Bank of Commerce 1.85% 07-14-2020 72 0.0%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 551 0.4%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 485 0.4%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 436 0.4%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 395 0.3%
Canadian Imperial Bank of Commerce F/R 01-17-2019 91 0.1%
Canadian Mortgage Pools 2.65% 10-01-2027 30 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 105 0.1%
Canadian Natural Resources Ltd. 2.05% 06-01-2020 57 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 5 0.0%
Canadian Natural Resources Ltd. 3.31% 02-11-2022 37 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 18 0.0%
Canadian Real Estate Investment Trust 2.95% 01-18-2023 Callable 2022 60 0.0%
Canadian Real Estate Investment Trust 4.323% 01-15-2021 31 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 10 0.0%
Canadian Utilities Ltd. 3.122% 11-09-2022 125 0.1%
Canadian Utilities Ltd. Class A non-voting 2 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 44 0.0%
Canadian Western Bank 2.92% 12-15-2022 78 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 234 0.1%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 1 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 210 0.1%
Capitec Bank Holdings Ltd. 6 0.0%
Cardinal Health Inc. 6 0.0%
Cards II Trust 2.155% 10-15-2020 166 0.1%
CareCentrix Inc. Term Loan B 1st Lien F/R 07-08-2021 55 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 191 0.1%
Carnival Corp. 5 0.0%
Carnival PLC 30 0.0%
Cars.com Inc. 2 0.0%
Carter's Inc. 14 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-29-2024 113 0.1%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 2 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 2 0.0%
Cash & Equivalents* 11,671 6.8%
Catcher Technology Co. Ltd. 1 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 65 0.0%
CBS Corp. 3.70% 06-01-2028 Callable 2028 144A 1 0.0%
CBS Corp. 4.00% 01-15-2026 Callable 1 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 1 0.0%
CBS Radio Inc. Term Loan B1 1st Lien F/R 11-17-2024 2 0.0%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 195 0.1%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 1 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 151 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 1 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 1 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 1 0.0%
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25% 09-30-2022 Callable 3 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 113 0.1%
CDW LLC 5.00% 09-01-2025 Callable 2020 1 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 1 0.0%
Cemex SAB de CV ADR 1 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 1 0.0%
Cenovus Energy Inc. 6.75% 11-15-2039 Callable 5 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 2 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 1 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 78 0.0%
Central 1 Credit Union 2.60% 11-07-2022 106 0.1%
Central 1 Credit Union F/R 02-05-2021 71 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 127 0.1%
Ceridian HCM Holding Inc. 11.00% 03-15-2021 Callable 2018 144A 1 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 4 0.0%
CGI Group Inc. Class A Sub. voting 8 0.0%
Charter Communications Inc. Class A 1 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 3 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 110 0.1%
Chase Corp. 1 0.0%
Chase Issuance Trust 1.37% 06-15-2021 1 0.0%
Chase Issuance Trust 1.62% 07-15-2020 1 0.0%
Chassix Inc. Term Loan B 1st Lien F/R 11-10-2023 109 0.1%
CHC Group LLC 0% 10-01-2020 Conv. 4 0.0%
Chemtrade Logistics Income Fund 1 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 69 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 1 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 1 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 144A 2 0.0%
Chesapeake Energy Corp. 8.00% 12-15-2022 1 0.0%
Chevron Corp. 11 0.0%
Chimera Investment Corp. 4 0.0%
China Conch Venture Holdings Ltd. 2 0.0%
China Construction Bank Corp. H 16 0.0%
China Everbright Bank Co. Ltd. Class H 2 0.0%
China Life Insurance Co., Limited 1 0.0%
China Minsheng Banking Corp. Ltd. 3 0.0%
China Mobile Ltd. 3 0.0%
China Mobile Ltd. ADR 11 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 1 0.0%
China Shenhua Energy Co. Ltd. H 31 0.0%
CHIP Mortgage Trust 2.98% 11-15-2021 39 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 86 0.0%
Choice Properties Real Estate Investment Trust 3.01% 03-21-2022 Callable 2022 29 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 2 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 67 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 88 0.1%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 109 0.1%
Chongqing Rural Commercial Bank Co. Ltd. H 1 0.0%
CHS/Community Health Systems Inc. 5.13% 08-01-2021 78 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 1 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 1 0.0%
Chubb Ltd. 1 0.0%
Church & Dwight Co. Inc. 16 0.0%
CI Financial Corp. 2.645% 12-07-2020 Callable 26 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 21 0.0%
Cielo SA 9 0.0%
Cigna Corp. 1 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 1 0.0%
Cisco Systems Inc. 5 0.0%
CIT Group Inc. 17 0.0%
CIT Group Inc. 5.00% 08-01-2023 3 0.0%
CIT Group Inc. 5.50% 02-15-2019 144A 1 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 1 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 1 0.0%
CITIC Ltd. 2 0.0%
Citigroup Inc. 13 0.0%
Citigroup Inc. 3.39% 11-18-2021 99 0.1%
Citigroup Inc. 4.09% 06-09-2025 164 0.1%
Citigroup Inc. F/R 05-04-2021 1 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 2 0.0%
City of Oslo 2.35% 09-04-2024 4 0.0%
CK Hutchison Holdings Ltd. 18 0.0%
CKE Restaurant Holdings Inc. 4.474% 03-20-2020 2 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 1 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 1 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 3 0.0%
CME Group Inc. 8 0.0%
CNA Financial Corp. 6 0.0%
CNOOC Ltd. 4 0.0%
Coca-Cola Femsa SAB de CV 1 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 1 0.0%
Coca-Cola Femsa SAB de CV 2.375% 11-26-2018 1 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 1 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 146 0.1%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 278 0.2%
Cogeco Communications Inc. 4.88% 05-01-2020 Callable 144A 1 0.0%
Cogeco Communications Inc. 5.15% 11-16-2020 178 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%
Cognizant Technology Solutions Corp. 4 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 2 0.0%
Colombia Government International Bond 4.50% 01-28-2026 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 96 0.1%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 35 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 2 0.0%
Cominar Real Estate Investment Trust 1 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 1 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 1 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 1 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 6 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 105 0.1%
Commonwealth of Bahamas 6.95% 11-20-2029 35 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 227 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 30 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 94 0.1%
CommVault Systems Inc. 6 0.0%
Compagnie de Saint-Gobain 13 0.0%
Compania Cervecerias Unidas SA ADR 1 0.0%
Computershare Ltd. 10 0.0%
ConAgra Brands Inc. 18 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 2 0.0%
Concordia Healthcare Corp. 7.00% 04-15-2023 144A 1 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 79 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 2 0.0%
Constellation Brands Inc. Class A 7 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 4 0.0%
Constellium NV 4.25% 02-15-2026 Callable 2020 53 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 111 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 26 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 1 0.0%
Continental Resources Inc. 4.50% 04-15-2023 Callable 2023 1 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 1 0.0%
ConvergeOne Holdings Corp. Term Loan B 1st Lien F/R 06-20-2024 166 0.1%
Cooperatieve Rabobank UA F/R 11-27-2019 1 0.0%
Core Industrial Trust 3.85% 02-10-2034 1 0.0%
CoreLogic Inc. 2 0.0%
Corning Inc. 34 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. 7 0.0%
Costco Wholesale Corp. 5 0.0%
Cotiviti Holdings Inc. 2 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 1 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 1 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 2 0.0%
Credicorp Ltd. 11 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 1 0.0%
Credit Agricole SA 2 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 1 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 135 0.1%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 92 0.1%
Crown Americas LLC 4.50% 01-15-2023 144A 2 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 1 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 3 0.0%
Crown Castle Towers LLC 3.663% 05-15-2025 Callable 2023 144A 1 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 2 0.0%
Crown Holdings Inc. 1 0.0%
Crown Ltd. 3 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 1 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 2 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 1 0.0%
CSC Holdings LLC 5.25% 06-01-2024 1 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 2 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 3 0.0%
CSC Holdings LLC Term Loan B 1st Lien F/R 01-12-2026 91 0.1%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 90 0.1%
CSM NV Term Loan B F/R 07-03-2020 168 0.1%
CSP Technologies North America LLC Term Loan B 1st Lien F/R 01-29-2022 4 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 74 0.0%
CTBC Financial Holding Co. Ltd. 1 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 256 0.1%
CU Inc. 3.964% 07-27-2045 Callable 23 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 100 0.1%
D.R. Horton Inc. 15 0.0%
Daimler AG 22 0.0%
Daimler Canada Finance Inc. 1.57% 05-25-2020 44 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 28 0.0%
Dakota Merger Sub Inc. 10.75% 09-01-2024 Callable 2019 144A 1 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 3 0.0%
Dana Gas PJSC 1 0.0%
Dana Holding Corp. 18 0.0%
Danaher Corp. 4 0.0%
Danske Bank AS 2.75% 09-17-2020 144A 41 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 89 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%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 99 0.1%
Dave & Buster's Entertainment Inc. 5 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 366 0.2%
DB Master Finance LLC 3.63% 11-20-2047 1 0.0%
DB Master Finance LLC 3.98% 02-20-2022 3 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 5 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 3 0.0%
Deerfield Holdings Corp. Term Loan B 1st Lien F/R 12-06-2024 47 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 2 0.0%
Dell Technologies Inc. 21 0.0%
Delta Air Lines Inc. 13 0.0%
Delta Electronics Inc. 9 0.0%
Denbury Resources Inc. 5.50% 05-01-2022 Callable 2017 24 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 55 0.0%
Deutsche Boerse AG 14 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 54 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 215 0.1%
Deutsche Lufthansa AG Reg. 21 0.0%
DexCom Inc. 6 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 50 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 195 0.1%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 96 0.1%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 4 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 53 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 18 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 1 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 1 0.0%
DISH DBS Corp. 5.875% 11-15-2024 332 0.2%
DISH Network Corp. 3.38% 08-15-2026 Conv. 1 0.0%
DMG Mori AG 1 0.0%
Dole Food Co. Inc. Term Loan B 1st Lien F/R 04-06-2024 1 0.0%
Dollar Tree Inc. 5.75% 03-01-2023 176 0.1%
Dollarama Inc. F/R 03-16-2020 2 0.0%
Dominion Energy Inc. 3.90% 10-01-2025 Callable 2025 1 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 2 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 2 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 2 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 1 0.0%
Downer EDI Ltd. 1 0.0%
DRB-Hicom BHD 1 0.0%
Dream Office Real Estate Investment Trust 1 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 127 0.1%
DTE Energy Co. Conv. Pfd. 1 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 1 0.0%
Dynegy Inc. 7.38% 11-01-2022 Callable 2018 2 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 1 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 1 0.0%
E*TRADE Financial Corp. F/R 09-15-2066 Perpetual Callable 2023 1 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 60 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 32 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 141 0.1%
Eaton Corp. PLC 11 0.0%
eBay Inc. 10 0.0%
Ebro Foods SA 2 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 1 0.0%
Ecopetrol SA Sponsored ADR 2 0.0%
EIG Management Co. LLC Term Loan B 1st Lien F/R 01-30-2025 54 0.0%
Eldorado Resorts Inc. 1 0.0%
Electrical Components International Inc. Term Loan B 1st Lien F/R 05-28-2021 10 0.0%
Electrocomponents PLC 1 0.0%
Electronic Arts Inc. 4.80% 03-01-2026 Callable 2025 2 0.0%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 83 0.0%
Emera Inc. 2.90% 06-16-2023 19 0.0%
Emera Inc. 4.83% 12-02-2019 83 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 3 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 115 0.1%
Enbridge Gas Distribution Inc. 4.04% 11-23-2020 Callable 57 0.0%
Enbridge Inc. 3.19% 12-05-2022 4 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 58 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 154 0.1%
Enbridge Inc. 4.00% 10-01-2023 Callable 2023 2 0.0%
Enbridge Inc. 4.24% 08-27-2042 143 0.1%
Enbridge Inc. 4.57% 03-11-2044 819 0.6%
Enbridge Inc. 4.77% 09-02-2019 Callable 1 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 29 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 701 0.5%
Enbridge Inc. 5.75% 09-02-2039 Callable 81 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 2 0.0%
Enbridge Inc. F/R 05-24-2019 123 0.1%
Enbridge Income Fund Holdings Inc. 5 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 6 0.0%
Enbridge Pipelines Inc. 3.45% 09-29-2025 Callable 2025 24 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 114 0.1%
Enbridge Southern Lights LP 4.014% 06-30-2040 16 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 1 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 1 0.0%
Endologix Inc. 1 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 89 0.1%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 89 0.1%
Energy Solutions LLC Term Loan B 1st Lien F/R 05-29-2020 3 0.0%
Energy Transfer Equity LP 4.25% 03-15-2023 Callable 2022 1 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 4 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 2 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 1 0.0%
Energy Transfer Partners LP 4.20% 04-15-2027 Callable 2027 1 0.0%
Energy Transfer Partners LP 4.75% 01-15-2026 Callable 2025 1 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 3 0.0%
EnLink Midstream Partners LP 4.85% 07-15-2026 Callable 2026 3 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 57 0.0%
Ensco PLC 7.75% 02-01-2026 1 0.0%
Envigo Holdings Inc. Term Loan B 1st Lien F/R 12-14-2023 108 0.1%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 60 0.0%
ePlus Inc. 2 0.0%
Equity Commonwealth 1 0.0%
Equity Residential 25 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 1 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 2 0.0%
Eurazeo SA 3 0.0%
EUROFIMA 4.55% 03-30-2027 279 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 28 0.0%
Euronext NV 10 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 Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 1 0.0%
Everest Re Group Ltd. 14 0.0%
Evolent Health Inc. Class A 1 0.0%
Evonik Industries AG 7 0.0%
Exact Sciences Corp. 1 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 152 0.1%
Exelon Corp. 7 0.0%
ExlService Holdings Inc. 6 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 2 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 2 0.0%
Export Development Canada 4.875% 01-24-2019 1 0.0%
Export-Import Bank of Korea 6.90% 02-07-2023 144A 1 0.0%
Extraction Oil & Gas Inc. 5.63% 02-01-2026 Callable 2021 144A 1 0.0%
Exxon Mobil Corp. 16 0.0%
F5 Networks Inc. 10 0.0%
Facebook Inc. 15 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 200 0.1%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 56 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 21 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 317 0.2%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 34 0.0%
Fairfax Financial Holdings Ltd. 7.38% 04-15-2018 11 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 140 0.1%
Fairmount Santrol Term Loan B 1st Lien F/R 11-01-2022 327 0.2%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 1 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 1 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 2 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 1 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 2 0.0%
Federal Republic of Germany 1.94% 04-15-2020 180 0.1%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 392 0.3%
Federative Republic of Brazil 10.00% 01-01-2023 9 0.0%
Federative Republic of Brazil 5.63% 02-21-2047 2 0.0%
Fevertree Drinks PLC 3 0.0%
Fiat Chrysler Automobiles NV 29 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 2 0.0%
Fifth Third Bancorp 8.25% 03-01-2038 1 0.0%
Finning International Inc. 2.84% 09-29-2021 68 0.0%
First Capital Realty Inc. 4.43% 01-31-2022 92 0.1%
First Capital Realty Inc. 4.79% 08-30-2024 140 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 3 0.0%
First Data Corp. 7.00% 12-01-2023 Callable 2018 144A 163 0.1%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 3 0.0%
First Nations ETF LP 4.14% 12-31-2041 30 0.0%
First Quantum Minerals Ltd. 6.50% 03-01-2024 Callable 2020 144A 1 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 145 0.1%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 109 0.1%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 4 0.0%
First Republic Bank 3 0.0%
First Solar Inc. 2 0.0%
First Tennessee Bank NA 1 0.0%
FirstRand Ltd. 17 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 1 0.0%
Fomento Economico Mexicano SAB de CV (FEMSA) ADR 8 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 1 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 2 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 56 0.0%
Ford Motor Co. 8 0.0%
Ford Motor Co. 6.625% 10-01-2028 1 0.0%
Formosa Petrochemical Corp. 1 0.0%
Formosa Plastics Corp. 1 0.0%
Fortified Trust 1.67% 07-23-2021 105 0.1%
Fortified Trust 2.16% 10-23-2020 184 0.1%
Fortis Inc. 2 0.0%
Fortis Inc. 2.85% 12-12-2023 Callable 2023 33 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 21 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 87 0.1%
FortisBC Energy Inc. 2.58% 04-08-2026 Callable MTN 35 0.0%
FortisBC Energy Inc. 3.69% 10-30-2047 27 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 114 0.1%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 1 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 165 0.1%
Freeport-McMoRan Inc. 6.88% 02-15-2023 1 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 32 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 1 0.0%
Frontier Communications Corp. 9.25% 07-01-2021 82 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 1 0.0%
Futaba Corp. 2 0.0%
Futures Contracts -12 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 275 0.2%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 4 0.0%
Gaming and Leisure Properties Inc. 1 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 114 0.1%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 96 0.0%
Gartner Inc. 3 0.0%
Gartner Inc. Term Loan B 1st Lien F/R 04-05-2024 1 0.0%
Gates Global LLC 6.00% 07-15-2022 Callable 144A 1 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 126 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B1 1st Lien F/R 02-22-2023 75 0.0%
GATX Corp. 9 0.0%
Gavilan Resources LLC Term Loan 2nd Lien F/R 02-23-2024 189 0.1%
Gaz Metro Inc. 1.52% 05-25-2020 37 0.0%
Gazprom Neft PJSC 1 0.0%
GCP Applied Technologies Inc. 9.50% 02-01-2023 Callable 2019 144A 2 0.0%
Geely Automobile Holdings Ltd. 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 136 0.1%
General Electric Capital Corp. 4.60% 01-26-2022 77 0.0%
General Electric Capital Corp. F/R 07-30-2019 2 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 Motors Co. 13 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 1 0.0%
General Motors Financial of Canada Ltd. 2.60% 06-01-2022 81 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 31 0.0%
General Motors Financial of Canada Ltd. 3.08% 05-22-2020 80 0.0%
Genesis Trust II 1.675% 09-17-2018 55 0.0%
Genesis Trust II 1.699% 04-15-2020 123 0.1%
Genesis Trust II 2.43% 05-15-2019 252 0.1%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 61 0.0%
Georg Fischer AG 6 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 139 0.1%
GFL Environmental Inc. 5.63% 05-01-2022 Callable 2019 144A 1 0.0%
GFL Environmental Inc. 9.875% 02-01-2021 Callable 2018 144A 3 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 09-29-2023 1 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 102 0.1%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 743 0.5%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 3 0.0%
Gilead Sciences Inc. 21 0.0%
Givaudan SA 6 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 136 0.1%
Glacier Credit Card Trust 2.237% 09-20-2020 153 0.1%
GlaxoSmithKline PLC 10 0.0%
Glencore PLC 9 0.0%
Globant SA 1 0.0%
GLP Capital LP 4.875% 11-01-2020 1 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 3 0.0%
Gopher Resource LLC Term Loan 1st Lien F/R 02-09-2025 7 0.0%
Gopher Sub Inc. Term Loan 1st Lien F/R 01-29-2025 4 0.0%
Government of Australia 5.75% 07-15-2022 2 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 7 0.0%
Government of Canada 0.75% 03-01-2021 2 0.0%
Government of Canada 1.00% 06-01-2027 21,912 12.8%
Government of Canada 1.00% 09-01-2022 313 0.2%
Government of Canada 1.25% 02-01-2020 3 0.0%
Government of Canada 1.25% 11-01-2019 2 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 1,618 1.0%
Government of Canada 1.50% 06-01-2023 57 0.0%
Government of Canada 1.50% 06-01-2026 382 0.3%
Government of Canada 2.00% 06-01-2028 4,246 2.6%
Government of Canada 2.25% 06-01-2025 110 0.1%
Government of Canada 2.75% 12-01-2048 880 0.6%
Government of Canada 4.00% 12-01-2031 Real Return 90 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 440 0.4%
Government of Canada 4.25% 12-01-2026 Real Return 872 0.6%
Government of Cayman Islands 5.95% 11-24-2019 144A 1 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 2 0.0%
Government of Dominican Republic 7.50% 05-06-2021 3 0.0%
Government of France 1.41% 07-25-2019 105 0.1%
Government of France 4.32% 07-25-2029 317 0.2%
Government of Germany 0.50% 02-15-2028 1,245 0.8%
Government of Hungary 6.38% 03-29-2021 3 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 2 0.0%
Government of Indonesia 6.63% 05-15-2033 1 0.0%
Government of Indonesia 7.00% 05-15-2022 3 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2 0.0%
Government of Indonesia 7.50% 08-15-2032 1 0.0%
Government of Indonesia 8.25% 07-15-2021 2 0.0%
Government of Indonesia 8.38% 03-15-2024 1 0.0%
Government of Indonesia 8.38% 09-15-2026 3 0.0%
Government of Ireland 1.00% 05-15-2026 2 0.0%
Government of Ireland 3.40% 03-18-2024 9 0.0%
Government of Malaysia 3.62% 11-30-2021 1 0.0%
Government of Malaysia 3.84% 04-15-2033 1 0.0%
Government of Malaysia 4.06% 09-30-2024 4 0.0%
Government of Malaysia 4.16% 07-15-2021 2 0.0%
Government of Mexico 10.00% 12-05-2024 3 0.0%
Government of Mexico 4.60% 01-23-2046 1 0.0%
Government of Mexico 4.75% 06-14-2018 3 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 New Zealand 3.00% 04-15-2020 1 0.0%
Government of New Zealand 5.50% 04-15-2023 5 0.0%
Government of New Zealand 6.00% 05-15-2021 5 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 2 0.0%
Government of Norway 4.50% 05-22-2019 4 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 3 0.0%
Government of Philippines 7.375% 03-03-2021 1 0.0%
Government of Philippines 8.00% 07-19-2031 1 0.0%
Government of Philippines 8.125% 12-16-2035 1 0.0%
Government of Portugal 5.13% 10-15-2024 144A 1 0.0%
Government of Russia 7.05% 01-19-2028 4 0.0%
Government of Singapore 2.50% 06-01-2019 6 0.0%
Government of Singapore 3.25% 09-01-2020 5 0.0%
Government of Trinidad and Tobago 4.50% 08-04-2026 1 0.0%
Government of Turkey 11.00% 02-24-2027 3 0.0%
Government of Turkey 9.40% 07-08-2020 3 0.0%
Government of United Kingdom 1.50% 07-22-2047 106 0.1%
Grand Canyon Education Inc. 1 0.0%
Granite Real Estate Investment Trust 2 0.0%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 15 0.0%
Granite REIT Holdings LP 3.87% 11-30-2023 Callable 2023 30 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 245 0.1%
Great Eagle Holdings Ltd. 1 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 2 0.0%
Greater Toronto Airports Authority 5.26% 04-17-2018 Callable 58 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 79 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 35 0.0%
Green Plains Inc. Term Loan B 1st Lien F/R 08-29-2023 89 0.1%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 58 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 05-31-2024 1 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 2 0.0%
Group 1 Automotive Inc. 1 0.0%
Grupo Financiero Banorte SAB de CV Series O 7 0.0%
Grupo Mexico SAB de CV Series B 1 0.0%
Grupo Simec SA de CV 1 0.0%
Guangzhou Automobile Group Co. Ltd. 1 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 4 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 64 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 126 0.1%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 39 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 2 0.0%
Hana Financial Group Inc. 1 0.0%
Hannover Rueckversicherung SE Reg. 15 0.0%
Hanwa Co. Ltd. 2 0.0%
Hanwha Life Insurance Co. Ltd. 1 0.0%
HAP Seng Consolidated BHD 1 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 1 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 108 0.1%
Hartalega Holdings Bhd 1 0.0%
Hawaiian Electric Industries Inc. 3 0.0%
HB Fuller Co. Term Loan B 1st Lien F/R 10-20-2024 1 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 2 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 1 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 212 0.1%
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 3 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 3 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 2 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 65 0.0%
HDFC Bank Ltd. ADR 30 0.0%
HDFC Standard Life Insurance Co. Ltd. 11 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 85 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 369 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 382 0.3%
Heathrow Funding Ltd. 4.00% 07-03-2019 3 0.0%
Henkel AG & Co. KGaA 12 0.0%
Hess Corp. Pfd. Conv. 1 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 1 0.0%
Hitachi Ltd. 23 0.0%
Hiwin Technologies Corp. 1 0.0%
HJ Heinz Co. 3.95% 07-15-2025 2 0.0%
HMS Holdings Corp. 4 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 604 0.5%
Hon Hai Precision Industry Co. Ltd. GDR 1 0.0%
Honam Petrochemical Corp. 7 0.0%
Honda Auto Receivables Owner Trust 1.38% 04-18-2022 1 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 1 0.0%
Honda Canada Finance Inc. 2.155% 02-18-2021 52 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 27 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 18 0.0%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 340 0.2%
Honda Canada Finance Inc. F/R 12-18-2020 5 0.0%
Honda Motor Co. Ltd. 12 0.0%
Honeywell International Inc. 3 0.0%
Hongkong Land Holdings Ltd. 6 0.0%
Hopewell Holdings Ltd. 2 0.0%
House Foods Corp. 2 0.0%
Housing Development Finance Corp. Ltd. 42 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 2 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 1 0.0%
HP Inc. 1 0.0%
HSBC Bank Canada 2.17% 06-29-2022 294 0.2%
HSBC Bank Canada 2.449% 01-29-2021 53 0.0%
HSBC Bank Canada 2.54% 01-31-2023 129 0.1%
HSBC Holdings PLC 21 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 128 0.1%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 2 0.0%
HUB International Ltd. 7.88% 10-01-2021 Callable 144A 1 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 1 0.0%
Hungary Government International Bond 6.25% 01-29-2020 3 0.0%
Huntsman Corp. 11 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 63 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 103 0.1%
Husky Energy Inc. 7.25% 12-15-2019 2 0.0%
Hydro One Inc. 1.84% 02-24-2021 16 0.0%
Hydro One Inc. 3.72% 11-18-2047 175 0.1%
Hydro One Inc. 3.91% 02-23-2046 Callable 2045 12 0.0%
Hydro One Inc. 4.17% 06-06-2044 Callable 50 0.0%
Hydro One Inc. F/R 03-21-2019 122 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 70 0.0%
Hypermarcas SA 2 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 38 0.0%
Hyundai Motor Co. 10 0.0%
I-Logic Technologies Bidco Ltd. Term Loan B 1st Lien F/R 12-20-2024 77 0.0%
IBERIABANK Corp. 3 0.0%
ICA Gruppen AB 4 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 1 0.0%
ICICI Bank Ltd. ADR 1 0.0%
IDEX Corp. 1 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 1 0.0%
ILG Inc. 2 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 6 0.0%
Impala Private Holdings II LLC Term Loan 1st Lien F/R 11-10-2024 98 0.1%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 1 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 58 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 1 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 152 0.1%
Industrial and Commercial Bank of China Ltd. H 5 0.0%
Industrivarden AB Class C 1 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 2 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 2 0.0%
Infosys Ltd. ADR 20 0.0%
ING Groep NV 20 0.0%
InPower BC General Partnership 4.471% 03-31-2033 90 0.1%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 81 0.0%
Intact Financial Corp. 2 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 86 0.0%
Intel Corp. 4.00% 12-01-2022 1 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 2 0.0%
Inter Pipeline Corridor Inc. 4.897% 02-03-2020 6 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 MTN 128 0.1%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 87 0.1%
Inter Pipeline Ltd. 3.776% 05-30-2022 4 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 92 0.1%
Inter-American Development Bank 3.50% 05-15-2021 1 0.0%
Inter-American Development Bank 3.75% 10-09-2018 1 0.0%
Interior Logic Group Inc. Term Loan B 1st Lien F/R 03-01-2024 32 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 3.38% 01-25-2022 1 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 1 0.0%
International Business Machines Corp. 4 0.0%
International Business Machines Corp. 2.625% 08-05-2022 1 0.0%
International Business Machines Corp. 2.75% 12-21-2020 1 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 6 0.0%
International Finance Corp. 3.625% 05-20-2020 71 0.0%
International Finance Corp. 6.30% 11-25-2024 4 0.0%
International Finance Corp. 7.00% 07-20-2027 10 0.0%
International Seaways Inc. 2 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 20 0.0%
Intersect ENT Inc. 2 0.0%
Intuitive Surgical Inc. 12 0.0%
Invenergy Thermal Operating I LLC Term Loan B 1st Lien F/R 10-19-2022 3 0.0%
Investec Ltd. 4 0.0%
IPG Photonics Corp. 13 0.0%
Ipsen SA 1 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 59 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 230 0.1%
IRB Holding Corp. 6.75% 02-15-2026 Callable 2021 144A 138 0.1%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 257 0.1%
Iron Mountain Inc. 4.88% 09-15-2027 Callable 2022 144A 2 0.0%
iShares Canadian Corporate Bond Index ETF 1,670 1.1%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 03-16-2018 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 06/15/2018 3 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $86.00 Exp. 03/16/2018 1 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 8,429 5.0%
Itau Unibanco Holding SA 9 0.0%
Itau Unibanco Holding SA Pref. ADR 11 0.0%
ITC Ltd. 14 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 107 0.1%
J.B. Hunt Transport Services Inc. 6 0.0%
Jack Henry & Associates Inc. 10 0.0%
Jane Street Group LLC Term Loan B 1st Lien F/R 08-25-2022 25 0.0%
Japan Post Holdings Co. Ltd. 6 0.0%
Jardine Matheson Holdings Ltd. 14 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 87 0.1%
JD.com Inc. ADR 15 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 45 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 1 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 1 0.0%
Jo-Ann Stores Holdings Inc. 9.75% 10-15-2019 Callable 144A 2 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 19 0.0%
John Laing Group PLC 2 0.0%
Johnson & Johnson 17 0.0%
Jonah Energy LLC 7.25% 10-15-2025 Callable 2021 144A 1 0.0%
JPMorgan Chase & Co. 35 0.0%
JPMorgan Chase & Co. 2.55% 03-01-2021 Callable 2021 33 0.0%
JPMorgan Chase & Co. 2.75% 06-23-2020 Callable 2020 26 0.0%
JPMorgan Chase & Co. 2.75% 08-24-2022 1 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 102 0.1%
JPMorgan Chase & Co. 4.25% 11-02-2018 2 0.0%
JPMorgan Chase Capital XXIII F/R 05-15-2047 1 0.0%
JSE Ltd. 1 0.0%
KB Financial Group Inc. ADR 3 0.0%
Kelly Services Inc. Class A 2 0.0%
KEMET Corp. Term Loan B 1st Lien F/R 04-26-2024 9 0.0%
Kennedy-Wilson Holdings Inc. 3 0.0%
Kennedy-Wilson Holdings Inc. 5.875% 04-01-2024 Callable 2019 2 0.0%
Kerry Properties Ltd. 1 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 22 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 1 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 4 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 4 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 06-16-2023 2 0.0%
KFW 3.375% 02-15-2021 1 0.0%
KFW 3.75% 05-29-2020 1 0.0%
Kinden Corp. 1 0.0%
Kinder Morgan Inc. Conv. 2 0.0%
Kingboard Chemical Holdings Ltd. 4 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 4 0.0%
Koa Corp. 1 0.0%
Koc Holding AS 4 0.0%
Komatsu Ltd. 14 0.0%
Kommunalbanken AS F/R 05-26-2021 2 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 1 0.0%
Kotak Mahindra Bank Ltd. 8 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 101 0.1%
Kraft Canada Inc. F/R 07-06-2018 45 0.0%
Kraft Canada Inc. F/R 07-06-2020 281 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 1 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 1 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 1 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 3 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 168 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 25 0.0%
Kronos Worldwide Inc. 1 0.0%
KT&G Corp. 10 0.0%
Kuala Lumpur Kepong BHD 1 0.0%
Kuehne + Nagel International AG 7 0.0%
Kumba Iron Ore Ltd. 1 0.0%
L E Lundbergforetagen AB Class B 9 0.0%
L'Oréal SA 2 0.0%
L-3 Communications Corp. 3.85% 12-15-2026 Callable 2026 1 0.0%
L3 Technologies Inc. 5 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. 4.88% 11-01-2026 Callable 2021 144A 301 0.2%
Lanai Holdings III Inc. Term Loan B 1st Lien F/R 08-14-2022 1 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 2 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 1 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 2 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 55 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 46 0.0%
Largan Precision Co. Ltd. 5 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 135 0.1%
Laurentian Bank of Canada F/R 10-22-2019 78 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 7 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 115 0.1%
Lear Corp. 15 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 259 0.2%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 1 0.0%
Lennar Corp. Class A 7 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 174 0.1%
LG Corp. 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 3 0.0%
Liberty Expedia Holdings Inc. 9 0.0%
Liberty Global PLC Class A 15 0.0%
Liberty Interactive LLC 1.75% 09-30-2046 Callable 2023 Conv. 144A 2 0.0%
Liberty Ventures 4 0.0%
Lien Hwa Industrial Corp. 1 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 21 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 53 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 1 0.0%
Lionbridge Technologies Inc. Term Loan 1st Lien F/R 02-28-2024 13 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 15 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 2 0.0%
Loblaw Companies Ltd. 1 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 402 0.3%
Loblaw Companies Ltd. 6.15% 01-29-2035 Callable 29 0.0%
Localiza Rent a Car SA 1 0.0%
Lockheed Martin Corp. 2.90% 03-01-2025 Callable 2024 2 0.0%
Lockheed Martin Corp. 3.55% 01-15-2026 Callable 2025 1 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 13 0.0%
Lojas Renner SA 12 0.0%
Longfor Properties Co. Ltd. 1 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 1 0.0%
Lower Mattagami Energy LP 3.416% 06-20-2024 25 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 34 0.0%
Lower Mattagami Energy LP 4.331% 05-18-2021 157 0.1%
Lower Mattagami Energy LP 4.944% 09-21-2043 49 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 2 0.0%
Lukoil 3 0.0%
Lundin Mining Corp. 7.875% 11-01-2022 Callable 2018 144A 5 0.0%
Lupin Ltd. 3 0.0%
LyondellBasell Industries NV Class A 15 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. 1 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 150 0.1%
Mackenzie Global High Yield Fixed Income ETF 18 0.0%
Mackenzie Unconstrained Fixed Income Fund Series R 2 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 763 0.5%
Macquarie Mexico Real Estate Management SA de CV 1 0.0%
Maeda Road Construction Co. Ltd. 1 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 336 0.2%
Magna International Inc. Class A 2 0.0%
Magnit PJSC GDR 6 0.0%
Magnitogorsk Iron & Steel Work 1 0.0%
Mahindra & Mahindra Ltd. 8 0.0%
Malayan Banking BHD 1 0.0%
Manitowoc Foodservice Inc. 9.50% 02-15-2024 Callable 2019 1 0.0%
Manpower Inc. 9 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 102 0.1%
Manulife Bank of Canada 2.08% 05-26-2022 158 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 58 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 229 0.1%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 211 0.1%
Maple Leaf Foods Inc. 2 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 1 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 3 0.0%
Markel Corp. 6 0.0%
Masimo Corp. 4 0.0%
Masonite International Corp. 5.63% 03-15-2023 Callable 2018 144A 1 0.0%
Match Group Inc. 5.00% 12-15-2027 Callable 2022 144A 1 0.0%
Match Group Inc. 6.375% 06-01-2024 Callable 2019 1 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 354 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 208 0.1%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 1 0.0%
MAXIMUS Inc. 6 0.0%
MB Aerospace Holdings II Corp. Term Loan 1st Lien F/R 12-14-2024 1 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 5 0.0%
McAfee LLC Term Loan B 1st Lien F/R 09-30-2024 168 0.1%
MCAP Service Corp. 1.08% 05-01-2022 68 0.0%
MCAP Service Corp. 1.13% 10-01-2021 132 0.1%
MCAP Service Corp. 1.24% 09-01-2021 108 0.1%
MCAP Service Corp. 1.386% 04-01-2021 102 0.1%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 186 0.1%
Mebuki Financial Group Inc. 2 0.0%
Medtronic Inc. 3.15% 03-15-2022 26 0.0%
Medtronic Inc. 3.50% 03-15-2025 71 0.0%
Medtronic PLC 7 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 3 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 4 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 101 0.1%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 6 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 41 0.0%
Melco International Development Ltd. 1 0.0%
Melrose Industries PLC 2 0.0%
MercadoLibre Inc. 5 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 1 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 2 0.0%
Mercury General Corp. 4.40% 03-15-2027 Callable 2026 1 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 93 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-18-2025 175 0.1%
Meritor Inc. 4 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 42 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 179 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 1 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 1 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 1 0.0%
Metlifecare Ltd. 2 0.0%
Metro Inc. 2.68% 12-05-2022 Callable 2022 32 0.0%
Metro Inc. 3.39% 12-06-2027 Callable 2027 125 0.1%
Metro Inc. 4.27% 12-04-2047 Callable 2047 283 0.2%
Metropolitan Life Global Funding I 1.875% 04-16-2020 268 0.2%
Metropolitan Life Global Funding I 2.682% 04-16-2019 155 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 320 0.2%
Mexican Bonos 7.75% 05-29-2031 3 0.0%
Mexican Bonos 8.00% 06-11-2020 2 0.0%
Mexican Bonos 8.00% 12-07-2023 3 0.0%
Mexican Udibonos Inflation Indexed Bonds 4.50% 12-04-2025 5 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 2 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 4 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 3 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 6 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 2 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 1 0.0%
Microsoft Corp. 36 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 81 0.0%
Mirant Americas Generation LLC 9.125% 05-01-2031 1 0.0%
Mitsubishi UFJ Financial Group Inc. 2.67% 07-25-2022 2 0.0%
Mitsui & Co. Ltd. 1 0.0%
Mitsui High-Tec Inc. 1 0.0%
Mizuho Financial Group Inc. F/R 09-11-2022 2 0.0%
MND Holdings III Corp. Term Loan 1st Lien F/R 06-19-2024 1 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 1 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 1 0.0%
Molson Coors Brewing Co. Class B 2 0.0%
Molson Coors International LP 2.25% 09-18-2018 1 0.0%
Molson Coors International LP 2.84% 07-15-2023 Callable 2023 85 0.0%
Monarch Casino & Resort Inc. 1 0.0%
Mondi Ltd. 2 0.0%
Monster Beverage Corp. 1 0.0%
Morgan Stanley 3.00% 02-07-2024 263 0.2%
Morgan Stanley Capital 4.295% 09-09-2024 1 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 1 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 1 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 1 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 44 0.0%
Mr. Price Group Ltd. 26 0.0%
MTN Group Ltd. 4 0.0%
MTR Corp. Ltd. 2 0.0%
Municipal Finance Authority of British Columbia 4.60% 04-23-2018 5 0.0%
Nan Ya Plastic Corp. 1 0.0%
Naspers Ltd. 5 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 1 0.0%
National Bank of Canada 1.96% 06-30-2022 535 0.4%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 88 0.1%
National Bank of Canada F/R 06-14-2018 DPNT 51 0.0%
National Beverage Corp. 1 0.0%
National Grid Electricity Transmission PLC 2.90% 11-26-2019 48 0.0%
National Grid PLC 10 0.0%
National Oilwell Varco Inc. 8 0.0%
National Western Life Group Inc. 1 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 1 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 2 0.0%
NAV CANADA 7.40% 06-01-2027 110 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 2017 97 0.1%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 1 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 3 0.0%
NBC Asset Trust 7.447% Perpetual (F/R @ 06-30-2020) Callable 2020 178 0.1%
NCR Corp. 5 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 76 0.0%
NEPI Rockcastle PLC 1 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 1 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 1 0.0%
Nestlé SA Reg. 2 0.0%
Netapp Inc. 3.30% 09-29-2024 Callable 2024 1 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 2 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 3 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 18 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 371 0.3%
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 144A 3 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 1 0.0%
New Oriental Education & Technology Group Inc. ADR 2 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 212 0.1%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 258 0.1%
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 3 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 1 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 44 0.0%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 1 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 3 0.0%
Newfield Exploration Co. 5.75% 01-30-2022 2 0.0%
Nexstar Broadcasting Inc. Term Loan B 1st Lien F/R 01-17-2024 2 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 2 0.0%
NextEra Energy Inc. 6.371% Conv. Pfd. 1 0.0%
NextEra Energy Inc. Conv. Pfd. 4 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 1 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 1 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 1 0.0%
Nichiha Corp. 1 0.0%
Nielsen Holdings PLC 5 0.0%
Nine Point Energy Holdings Inc. Pfd. 1 0.0%
Nippo Corp. 3 0.0%
NiSource Finance Corp. 5.65% 02-01-2045 2 0.0%
Nissan Auto Receivables Owner Trust 1.79% 01-17-2022 1 0.0%
Nissan Canada Financial Services Inc. 1.58% 10-07-2019 165 0.1%
Nissan Motor Co. Ltd. 2 0.0%
Nittoku Engineering Co. Ltd. 1 0.0%
NN Group NV 1 0.0%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 1 0.0%
Noevir Holdings Co. Ltd. 2 0.0%
Nokia OYJ 3.38% 06-12-2022 150 0.1%
Nokian Renkaat OYJ 8 0.0%
Norbord Inc. 6.25% 04-15-2023 144A 2 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 125 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 108 0.1%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 80 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 60 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 207 0.1%
Northwest Acquisitions ULC 7.13% 11-01-2022 Callable 2019 144A 1 0.0%
Norwegian Government 3.75% 05-25-2021 4 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 1 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 2 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 3 0.0%
Novanta Inc. 4 0.0%
Novartis AG ADR 3 0.0%
Novartis AG Reg. 16 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 1 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 1 0.0%
Novolipetsk Steel PJSC 1 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 2 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 2 0.0%
NTPC Ltd. 4.38% 11-26-2024 1 0.0%
NTT DoCoMo Inc. 1 0.0%
Numericable-SFR 6.00% 05-15-2022 Callable 144A 401 0.3%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 1 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 84 0.0%
NVR Inc. 6 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 15 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 2 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 1 0.0%
Oasis Petroleum Inc. 6.875% 03-15-2022 1 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 73 0.0%
Odebrecht Finance Ltd. 5.25% 06-27-2029 18 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 128 0.1%
Oil Search Ltd. 4 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 80 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 1 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 1 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 34 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 2 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 64 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 479 0.4%
OMERS Realty Corp. 3.328% 11-12-2024 14 0.0%
Omnicom Group Inc. 3.60% 04-15-2026 Callable 2026 1 0.0%
OMV AG 3 0.0%
ON Semiconductor Corp. 1.63% 10-15-2023 Conv. 144A 1 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 175 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 24 0.0%
Ontario Hydro 0% 05-26-2025 62 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 261 0.2%
Ontrea Inc. 4.62% 04-09-2018 Callable 42 0.0%
OPB Finance Trust 2.98% 01-25-2027 85 0.0%
Oracle Corp. 8 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 207 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 2 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 2 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 47 0.0%
OTP Bank NYRT 1 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. 5 0.0%
Owens Corning Inc. 9 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 3 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 2 0.0%
PALTAC Corp. 1 0.0%
Paradigm Acquisition Corp. Term Loan 1st Lien F/R 10-11-2024 14 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 5 0.0%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 1 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 2 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 278 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 8 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 1 0.0%
Partners Group Holding AG 8 0.0%
Peabody Energy Corp. 1 0.0%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 151 0.1%
Pembina Pipeline Corp. 3.77% 10-24-2022 49 0.0%
Pembina Pipeline Corp. 4.24% 06-15-2027 Callable 2027 114 0.1%
Pembina Pipeline Corp. 4.74% 01-21-2047 Callable 2046 MTN 70 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 69 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 2 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 1 0.0%
Penske Automotive Group Inc. 5.75% 10-01-2022 Callable 1 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1 0.0%
People's United Financial Inc. Pfd. Series A 2 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 427 0.3%
PerkinElmer Inc. 9 0.0%
Persimmon PLC 22 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 1 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 169 0.1%
Petroleos De Venezuela SA 6.00% 05-16-2024 45 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1 0.0%
Petronas Chemicals Group BHD 1 0.0%
PetSmart Inc. 5.88% 06-01-2025 Callable 2020 144A 173 0.1%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 135 0.1%
Pfizer Inc. 3 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1 0.0%
Phoenix Group Holdings 2 0.0%
Pike Corp. Term Loan B 1st Lien F/R 09-20-2024 2 0.0%
Pilgrim's Pride Corp. 1 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 162 0.1%
Ping An Insurance (Group) Co. of China Ltd. H 34 0.0%
Pioneer Holding LLC 9.00% 11-01-2022 Callable 2019 144A 104 0.1%
Pioneer Natural Resources Co. 4.45% 01-15-2026 2 0.0%
PLDT Inc. 1 0.0%
Plenary Health Care Partnerships Humber LP 4.895% 05-31-2039 Callable 51 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 12 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 5 0.0%
PNI Canada Acquireco Corp. Term Loan B 1st Lien F/R 08-23-2022 78 0.0%
Polo Ralph Lauren Corp. Class A 2 0.0%
Polycom Inc. Term Loan 1st Lien F/R 09-27-2023 22 0.0%
Porsche Automobil Holding SE Pfd. 34 0.0%
POSCO 12 0.0%
POSCO ADR 1 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 149 0.1%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 1 0.0%
Power Products LLC Term Loan 1st Lien F/R 12-20-2022 31 0.0%
Powerlong Real Estate Holdings Ltd. 1 0.0%
Powszechna Kasa Oszczednosci Bank Polski 1 0.0%
PPB Group BHD 3 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 3 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 3 0.0%
Preferred Apartment Communities Inc. REIT Class A 1 0.0%
Premier Foods Finance PLC 6.50% 03-15-2021 Callable 118 0.1%
President Chain Store Corp. 13 0.0%
Press Metal Aluminium Holdings BHD 2 0.0%
Primeline Utility Services LLC Term Loan B 1st Lien F/R 11-14-2022 167 0.1%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 1 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 4 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 4 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 182 0.1%
Province of Alberta 1.00% 11-15-2021 2 0.0%
Province of Alberta 3.10% 06-01-2024 146 0.1%
Province of British Columbia 2.70% 12-18-2022 314 0.2%
Province of British Columbia 3.25% 12-18-2021 247 0.1%
Province of British Columbia 3.30% 12-18-2023 71 0.0%
Province of British Columbia 3.70% 12-18-2020 68 0.0%
Province of British Columbia 4.80% 06-15-2021 75 0.0%
Province of British Columbia 6.35% 06-18-2031 143 0.1%
Province of British Columbia 6.60% 01-09-2020 1 0.0%
Province of Manitoba 2.45% 06-02-2025 146 0.1%
Province of Manitoba 2.55% 06-02-2023 115 0.1%
Province of Manitoba 3.30% 06-02-2024 94 0.1%
Province of Manitoba 6.30% 03-05-2031 82 0.0%
Province of New Brunswick 3.35% 12-03-2021 15 0.0%
Province of New Brunswick 3.65% 06-03-2024 145 0.1%
Province of New Brunswick 4.50% 06-02-2020 126 0.1%
Province of New Brunswick 4.55% 03-26-2037 29 0.0%
Province of Newfoundland 3.70% 10-17-2048 343 0.2%
Province of Nova Scotia 6.60% 12-01-2031 108 0.1%
Province of Ontario 0% 06-02-2024 384 0.3%
Province of Ontario 0% 06-02-2026 71 0.0%
Province of Ontario 0% 07-13-2022 79 0.0%
Province of Ontario 2.40% 06-02-2026 1,066 0.7%
Province of Ontario 2.60% 06-02-2025 12 0.0%
Province of Ontario 2.60% 06-02-2027 1,254 0.8%
Province of Ontario 2.60% 09-08-2023 1,184 0.8%
Province of Ontario 2.80% 06-02-2048 871 0.6%
Province of Ontario 2.85% 06-02-2023 84 0.0%
Province of Ontario 2.90% 12-02-2046 529 0.4%
Province of Ontario 3.15% 06-02-2022 457 0.4%
Province of Ontario 3.45% 06-02-2045 36 0.0%
Province of Ontario 3.50% 06-02-2024 109 0.1%
Province of Ontario 4.00% 06-02-2021 26 0.0%
Province of Ontario 4.20% 06-02-2020 445 0.4%
Province of Ontario 4.40% 06-02-2019 4 0.0%
Province of Ontario 4.60% 06-02-2039 231 0.1%
Province of Ontario 6.20% 06-02-2031 19 0.0%
Province of Ontario 6.50% 03-08-2029 152 0.1%
Province of Ontario F/R 08-28-2018 22 0.0%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 146 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 79 0.0%
Province of Quebec 2.50% 09-01-2026 223 0.1%
Province of Quebec 2.75% 09-01-2025 393 0.3%
Province of Quebec 2.75% 09-01-2027 207 0.1%
Province of Quebec 3.00% 09-01-2023 583 0.4%
Province of Quebec 3.50% 12-01-2045 1,336 0.9%
Province of Quebec 3.50% 12-01-2048 674 0.5%
Province of Quebec 3.75% 09-01-2024 77 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 23 0.0%
Province of Quebec 4.50% 12-01-2018 1 0.0%
Province of Quebec 4.50% 12-01-2020 147 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 8 0.0%
Province of Quebec 9.375% 01-16-2023 33 0.0%
Province of Quebec F/R 12-19-2018 22 0.0%
Prudential Financial Inc. 2 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 26 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 98 0.1%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 207 0.1%
PT Adaro Energy TBK 1 0.0%
PT Astra International TBK 8 0.0%
PT Bank Central Asia TBK 9 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 11 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 1 0.0%
PT Unilever Indonesia TBK 5 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 1 0.0%
Public Bank BHD 7 0.0%
PulteGroup Inc. 6 0.0%
PulteGroup Inc. 7.875% 06-15-2032 2 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 179 0.1%
QCP SNF West 8.13% 11-01-2023 Callable 2019 144A 252 0.1%
Qorvo Inc. 3 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 159 0.1%
Qualicorp SA 9 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 207 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 6 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 1 0.0%
Quest Software US Holdings Inc. Term Loan 1st Lien F/R 10-31-2022 29 0.0%
Quinpario Acquisition Corp. 2 B Term Loan 1st Lien F/R 06-30-2023 87 0.1%
Quintiles IMS Inc. 2.88% 09-15-2025 Callable 2020 74 0.0%
QVC Inc. 4.45% 02-15-2025 1 0.0%
R.R. Donnelley & Sons Co. 6.00% 04-01-2024 89 0.1%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 270 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 1 0.0%
Raia Drogasil SA 6 0.0%
Raspadskaya 1 0.0%
Raytheon Co. 2 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 68 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 50 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 1 0.0%
Red Hat Inc. 2 0.0%
Red Ventures LLC Term Loan B 1st Lien F/R 11-08-2024 123 0.1%
Redrow PLC 4 0.0%
Refresco Group NV Term Loan B 1st Lien F/R 09-27-2024 20 0.0%
Regal Entertainment Group 5.75% 02-01-2025 Callable 2018 1 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%
Reinsurance Group of America Inc. 8 0.0%
Reliance Industries Ltd. GDR 144A London shares 3 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 239 0.1%
Reliance LP 3.813% 09-15-2020 101 0.1%
Reliance LP 3.84% 03-15-2025 Callable 2025 116 0.1%
Reliance Steel & Aluminum Co. 5 0.0%
RELX PLC 1 0.0%
Renault SA 8 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 4 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 2 0.0%
Repligen Corp. 3 0.0%
Repsol SA 1 0.0%
Republic of Argentina 4.63% 01-11-2023 1 0.0%
Republic of Argentina 5.88% 01-11-2028 2 0.0%
Republic of Austria 0.00% 07-15-2023 2 0.0%
Republic of Colombia 7.00% 09-11-2019 2 0.0%
Republic of Finland 1.50% 04-15-2023 2 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 1 0.0%
Republic of Indonesia 7.50% 05-15-2038 2 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 10 0.0%
Republic of Poland F/R 01-25-2026 9 0.0%
Republic of Portugal 3.85% 04-15-2021 2 0.0%
Republic of the Philippines 4.00% 01-26-2022 1 0.0%
Republic Services Inc. 3 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 183 0.1%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 28 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 152 0.1%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 3 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 3 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 182 0.1%
Rightmove PLC 4 0.0%
Rio Tinto Ltd. 22 0.0%
Rio Tinto PLC 8 0.0%
RioCan Real Estate Investment Trust 3 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 2 0.0%
Rite Aid Corp. 7.70% 02-15-2027 239 0.1%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 2 0.0%
Robertshaw Holdings Corp. Term Loan 2nd Lien F/R 02-02-2025 2 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 34 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 3 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 2 0.0%
Roche Holding AG Genusscheine 1 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 7 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 87 0.1%
Rogers Communications Inc. 6.68% 11-04-2039 413 0.3%
Rowan Companies Inc. 6 0.0%
Royal Bank of Canada 3 0.0%
Royal Bank of Canada 1.40% 04-26-2019 Covered 228 0.1%
Royal Bank of Canada 1.65% 07-15-2021 DPNT 188 0.1%
Royal Bank of Canada 2.00% 03-21-2022 525 0.4%
Royal Bank of Canada 2.33% 12-05-2023 DPNT 209 0.1%
Royal Bank of Canada 2.36% 12-05-2022 262 0.2%
Royal Bank of Canada 2.50% 01-19-2021 1 0.0%
Royal Bank of Canada 3.31% 01-20-2026 400 0.3%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 107 0.1%
Royal Bank of Canada 4.65% 01-27-2026 GMTN 285 0.2%
Royal Bank of Canada F/R 02-11-2020 664 0.5%
Royal Bank of Canada F/R 03-23-2020 Covered 401 0.3%
Royal Bank of Canada F/R 04-09-2019 115 0.1%
Royal Bank of Canada F/R 11-30-2018 127 0.1%
Royal Dutch Shell PLC A 22 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 2 0.0%
Sage Automotive Holdings Inc. Term Loan 1st Lien F/R 11-04-2022 1 0.0%
Samsung Electronics Co. Ltd. 65 0.0%
Sanderson Farms Inc. 4 0.0%
Sands China Ltd. 11 0.0%
Sanlam Ltd. 8 0.0%
Sanofi 12 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. 1.94% 06-13-2022 Callable 2022 55 0.0%
Saputo Inc. 2.196% 06-23-2021 47 0.0%
Saputo Inc. 2.83% 11-21-2023 Callable 2023 79 0.0%
Sarbacane Bidco Inc. Term Loan 1st Lien F/R 01-18-2025 (AKA Prometric) 1 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 3 0.0%
SBA Senior Finance II LLC Term Loan B1 1st lien F/R 03-24-2021 2 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 1 0.0%
Sberbank of Russia 14 0.0%
Sberbank of Russia ADR 13 0.0%
SCE Trust VI Pfd. 1 0.0%
Schaeffler AG 11 0.0%
Schindler Holding AG 1 0.0%
Schindler Holding AG PC 1 0.0%
Schouw & Co. 1 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 4 0.0%
Scientific Games International Inc. 6.25% 09-01-2020 Callable 223 0.1%
Scientific Games International Inc. Term Loan B5 1st Lien F/R 08-14-2024 1 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 3 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 94 0.1%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 2 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 2 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 2 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 2 0.0%
Segro PLC 1 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 1 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 1 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 2 0.0%
ServiceNow Inc. 3 0.0%
Seven Generations Energy Ltd. 1 0.0%
Seven Generations Energy Ltd. 5.38% 09-30-2025 Callable 2020 144A 1 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 5 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 1 0.0%
SFS Group AG 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 80 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 61 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 137 0.1%
Shaw Communications Inc. 6.75% 11-09-2039 960 0.7%
Shaw Communications Inc. Pfd Series A 49 0.0%
Shenzhen Expressway Co. Ltd. 1 0.0%
Shimao Property Holdings Ltd. 1 0.0%
Shin Kong Financial Holding Co. Ltd. 1 0.0%
Shinhan Financial Group Co. Ltd. ADR 2 0.0%
Shoprite Holdings Ltd. 11 0.0%
Shun Tak Holdings Ltd. 1 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 5 0.0%
Siam Cement PCL-NVDR 8 0.0%
Siam Commercial Bank PCL 9 0.0%
Siemens AG 18 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 86 0.0%
Signature Bank 6 0.0%
Sika AG 1 0.0%
Silicon Laboratories Inc. 1 0.0%
Siltronic AG 3 0.0%
Sime Darby Plantation BHD 3 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 2 0.0%
Sinclair Television Group Inc. Term Loan B 1st Lien F/R 12-12-2024 87 0.1%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 3 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 1 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 2 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 2 0.0%
Sixsigma Networks Mexico SA de CV 8.25% 11-07-2021 Callable 2017 144A 1 0.0%
SK Holdings Co. Ltd. 1 0.0%
SK Hynix Inc. 24 0.0%
SK Telecom Co. Ltd. ADR 1 0.0%
SM Energy Co. 6.50% 01-01-2023 Callable 1 0.0%
SM Energy Co. 6.50% 11-15-2021 Callable 1 0.0%
Smart Real Estate Investment Trust 3.985% 05-30-2023 Callable 47 0.0%
SmartCentres Real Estate Investment Trust 3.83% 12-21-2027 Callable 2027 20 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 35 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 1 0.0%
Smith & Nephew PLC 2 0.0%
Snap-On Inc. 5 0.0%
SNC-Lavalin Group Inc. 1 0.0%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 505 0.4%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 101 0.1%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 29 0.0%
Sofina SA 1 0.0%
SoftBank Group Corp. 15 0.0%
SoftBank Group Corp. 4.75% 09-19-2024 Callable 2024 38 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 189 0.1%
SolarEdge Technologies Inc. 2 0.0%
Solenis International LP Term Loan 2nd Lien F/R 07-31-2022 8 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 1 0.0%
Sonova Holding AG 2 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 242 0.1%
Source Energy Services Ltd. 2 0.0%
Southern Copper Corp. 1 0.0%
Southern Power Co. 4.15% 12-01-2025 3 0.0%
SP LP 3.21% 06-15-2019 210 0.1%
Spectrum Brands Inc. 5.75% 07-15-2025 Callable 2020 114 0.1%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 1 0.0%
Spectrum Brands Inc. Term Loan B 1st Lien F/R 06-23-2022 2 0.0%
Spirit Airlines Inc. 18 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 2 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 170 0.1%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 2 0.0%
Sprint Corp. 7.25% 09-15-2021 2 0.0%
Sprint Corp. 7.63% 02-15-2025 Callable 2024 51 0.0%
Sprint Corp. 7.875% 09-15-2023 237 0.1%
Sprint Nextel Corp. 9.00% 11-15-2018 144A 1 0.0%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 1 0.0%
Spy Hill Power LP 4.14% 03-31-2036 40 0.0%
Square Inc. Class A 2 0.0%
SSE PLC 2 0.0%
St Clair Holding ULC 4.88% 08-31-2031 24 0.0%
St. George's University Scholastic Services LLC Term Loan B 1st Lien F/R 07-06-2022 1 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 1 0.0%
Standard Bank Group Ltd. 1 0.0%
Standard Chartered PLC 16 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 1 0.0%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 97 0.1%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 52 0.0%
Starwood Property Trust Inc. 10 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. 7 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 2 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 92 0.1%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 1 0.0%
Stryker Corp. 1 0.0%
Subsea 7 SA 1 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 1 0.0%
Sumitomo Mitsui Construction Co. Ltd. 1 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 180 0.1%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 133 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 263 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 58 0.0%
Suncor Energy Inc. 14 0.0%
Suncor Energy Inc. 3.00% 09-14-2026 MTN 28 0.0%
Sunshine Investments BV Term Loan B3 1st Lien F/R 12-15-2024 87 0.1%
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 5 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 355 0.2%
Suzano Papel e Celulose SA 1 0.0%
Svenska Cellulosa AB (SCA) B 12 0.0%
Swiss Life Holding AG Reg. 2 0.0%
Swiss Re Ltd. 4 0.0%
Swisscom AG Reg. 1 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 140 0.1%
Syneos Health Inc. 6 0.0%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 72 0.0%
Synopsys Inc. 2 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 1 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 2 0.0%
Synovus Financial Corp. 7.875% 12-31-2049 Pfd. Callable 2018 1 0.0%
Synthomer PLC 2 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 2 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 2 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 179 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 2 0.0%
T-Mobile USA Inc. 6.836% 04-28-2023 Callable 2018 2 0.0%
T. Rowe Price Group Inc. 22 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 3 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 1 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 56 0.0%
Take-Two Interactive Software Inc. 2 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 60 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 194 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 1 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 Callable 2023 144A 3 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 1 0.0%
Tata Consultancy Services Ltd. 23 0.0%
Tatneft PJSC 1 0.0%
Taylor Wimpey PLC 21 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 149 0.1%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 238 0.1%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 7 0.0%
Teck Resources Ltd. 4.75% 01-15-2022 Callable 2021 3 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 3 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 59 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. 3.35% 03-15-2023 Callable 2022 80 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 206 0.1%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 97 0.1%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 196 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 124 0.1%
TELUS Corp. 5.05% 07-23-2020 2 0.0%
TELUS Corp. 5.15% 11-26-2043 132 0.1%
Tempur Sealy International Inc. 1 0.0%
Tenaga Nasional BHD 8 0.0%
Tenaris SA 13 0.0%
Tencent Holdings Ltd. 81 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 2 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 170 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 3 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 1 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 284 0.2%
TerraForm Power Operating LLC Term Loan B 1st Lien F/R 11-02-2022 50 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 5 0.0%
Tesoro Corp. 5.13% 12-15-2026 Callable 2026 144A 2 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 124 0.1%
Textron Inc. 9 0.0%
Thales SA 1 0.0%
The a2 Milk Co. Ltd. 3 0.0%
The ADT Corp. 3.50% 07-15-2022 2 0.0%
The AES Corp. 4 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 1 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 1 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 4 0.0%
The Bank of Nova Scotia 13 0.0%
The Bank of Nova Scotia 1.83% 04-27-2022 390 0.3%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 471 0.4%
The Bank of Nova Scotia 2.29% 06-28-2024 422 0.3%
The Bank of Nova Scotia 2.36% 11-08-2022 255 0.1%
The Bank of Nova Scotia 3.10% 02-02-2028 37 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 73 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 125 0.1%
The Bank of Nova Scotia F/R 06-27-2018 146 0.1%
The Boeing Co. 43 0.0%
The Brink's Co. 4 0.0%
The British Land Co. PLC 3 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 56 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 1 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 1 0.0%
The Empire Life Insurance Co. 2.87% 05-31-2023 77 0.0%
The Empire Life Insurance Co. F/R 03-15-2028 Callable 2023 150 0.1%
The Estée Lauder Companies Inc. Class A 2 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 3 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 1 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 2 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 241 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 2 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 148 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 418 0.3%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 4 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 4 0.0%
The Hartford Financial Serivces Group Inc. Pfd. 1 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 212 0.1%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 2 0.0%
The Korea Development Bank 5.25% 04-03-2018 1 0.0%
The Kraft Heinz Co. 6 0.0%
The Link Real Estate Investment Trust 1 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 225 0.1%
The Manufacturers Life Insurance Co. 2.81% 02-21-2024 Callable 2019 199 0.1%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 37 0.0%
The Men's Wearhouse Inc. 7.00% 07-01-2022 Callable 104 0.1%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 49 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 108 0.1%
The Procter & Gamble Co. 12 0.0%
The Progressive Corp. 8 0.0%
The Sage Group PLC 19 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 Toronto-Dominion Bank 2 0.0%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 527 0.4%
The Toronto-Dominion Bank 1.69% 04-02-2020 DPNT 59 0.0%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 672 0.5%
The Toronto-Dominion Bank 1.99% 03-23-2022 65 0.0%
The Toronto-Dominion Bank 2.05% 12-01-2022 22 0.0%
The Toronto-Dominion Bank 2.621% 12-22-2021 111 0.1%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 192 0.1%
The Toronto-Dominion Bank 3.226% 07-24-2024 160 0.1%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 88 0.1%
The Toronto-Dominion Bank 5.38% 07-01-2028 112 0.1%
The Toronto-Dominion Bank 5.50% 04-01-2024 18 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 92 0.1%
The Toronto-Dominion Bank F/R 02-18-2020 752 0.5%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 581 0.4%
The Toronto-Dominion Bank F/R 07-31-2019 26 0.0%
The Walt Disney Co. 2.76% 10-07-2024 1,075 0.7%
The Weir Group PLC 5 0.0%
The Wharf Holdings Ltd. 3 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 2 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 1 0.0%
Thermo Fisher Scientific Inc. 1 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 1 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 66 0.0%
Tiger Brands Ltd. 7 0.0%
Tim Participacoes SA ADR 2 0.0%
Tingyi (Cayman Islands) Holding Corp. 1 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 60 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 121 0.1%
Toho Holdings Co. Ltd. 1 0.0%
Tokyo Electric Power Co. Holdings Inc. 13 0.0%
Torchmark Corp. 2 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 39 0.0%
Toronto Hospital 5.64% 12-08-22 84 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 43 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 1 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 14 0.0%
TransAlta Corp. 6.65% 05-15-2018 2 0.0%
TransAlta Corp. Pfd. Series A 96 0.1%
TransCanada Corp. Pfd. Series 15 89 0.1%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 166 0.1%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 183 0.1%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 48 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 370 0.2%
TransCanada PipeLines Ltd. 4.88% 01-15-2026 Callable 2025 1 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 41 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 105 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 86 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 370 0.2%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 1 0.0%
Transcontinental Inc. Class A Sub. voting 1 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 2 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 87 0.1%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 46 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 5 0.0%
Trevali Mining Corp. Purchase Warrants Exp. 12-30-2020 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 1 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 1 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 89 0.1%
TricorBraun Inc. (KRAIND) Term Loan 1st Lien F/R 11-30-2023 15 0.0%
TricorBraun Inc. (KRAIND) Term Loan Delayed Draw 1st Lien F/R 11-28-2023 1 0.0%
Trigano SA 1 0.0%
Trillium Windpower LP 5.80% 02-15-2033 47 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 4 0.0%
Trinity Industries Inc. 5 0.0%
Trinseo Materials Operating SCA 5.38% 09-01-2025 Callable 2020 144A 1 0.0%
Trinseo SA 5 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 1 0.0%
Tsingtao Brewery Co. Ltd. H 6 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 1 0.0%
Twenty-First Century Fox Inc. 2 0.0%
Tyler Technologies Inc. 5 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 1 0.0%
U.S. Bancorp 0.85% 06-07-2024 1 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 1 0.0%
U.S. Bancorp Pfd. Security Series A 3 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 5 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 9 0.0%
UBS Group AG 19 0.0%
Ultrapar Participacoes SA 11 0.0%
Uni-President Enterprises Corp. 1 0.0%
Unilever NV CVA 4 0.0%
Union Gas Ltd. 2.88% 11-22-2027 Callable 2027 27 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 66 0.0%
Union Gas Ltd. 3.79% 07-10-2023 Callable 2023 15 0.0%
Union Pacific Corp. 10 0.0%
Uniper SE 15 0.0%
United Airlines Inc. Term Loan 1st Lien B F/R 04-01-2024 1 0.0%
United Kingdom Treasury 4.25% 12-07-2027 1,240 0.8%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 77 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 2 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 1 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 2 0.0%
United States Treasury 2.25% 08-15-2027 3,115 1.9%
United States Treasury 2.75% 08-15-2047 149 0.1%
United States Treasury Inflation Indexed 0.13% 01-15-2023 6 0.0%
United States Treasury Inflation Indexed 0.13% 04-15-2019 256 0.1%
United States Treasury Inflation Indexed 0.38% 07-15-2027 387 0.3%
United States Treasury Inflation Indexed 0.89% 02-15-2047 947 0.6%
United States Treasury Inflation Indexed 2.00% 01-15-2026 7 0.0%
United Technologies Corp. 13 0.0%
United Tractors TBK PT 1 0.0%
UnitedHealth Group Inc. 2 0.0%
UnitedHealth Group Inc. 2.88% 03-15-2022 Callable 2021 104 0.1%
Universal Display Corp. 1 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 55 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 1 0.0%
Upland Software Inc. 1 0.0%
UPM-Kymmene OYJ 10 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 2 0.0%
USB Capital IX 3.50% 10-29-2049 3 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 1 0.0%
Vale SA ADR 7 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 252 0.1%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 1 0.0%
Valener Inc. 1 0.0%
Valero Energy Corp. 5 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 80 0.0%
Vantiv LLC Term Loan B 1st Lien F/R 08-07-2024 1 0.0%
VAT Group AG 1 0.0%
VCVH Holding Corp. Term Loan 1st Lien F/R 05-10-2023 36 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 2 0.0%
Venator Finance SARL/Venator Materials Corp. 5.75% 07-15-2025 Callable 2020 1 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 110 0.1%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 91 0.1%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 58 0.0%
Venture Corp. Ltd. 2 0.0%
Veresen Inc. 3.06% 06-13-2019 63 0.0%
Veresen Inc. 4.00% 11-22-2018 Callable MTN 11 0.0%
Verisk Analytics Inc. 6 0.0%
Verisk Analytics Inc. 4.00% 06-15-2025 Callable 2025 2 0.0%
Verizon Communications Inc. 2.63% 08-15-2026 Callable 2026 181 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 Owner Trust 1.42% 01-20-2021 1 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 8 0.0%
Viacom Inc. 5.85% 09-01-2043 Callable 2043 1 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 60 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 2 0.0%
Videotron Ltee 5.00% 07-15-2022 3 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 14 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 361 0.2%
Vinci SA 13 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 2 0.0%
Visa Inc. 3.15% 12-14-2025 Callable 2025 105 0.1%
Visa Inc. Class A 19 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 77 0.0%
Vistra Energy Corp. 5 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 9 0.0%
VMware Inc. Class A 1 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 1 0.0%
Vodafone Group PLC 31 0.0%
Voya Financial Inc. 15 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 144A 114 0.1%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 2 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 3 0.0%
Wachovia Capital Trust III F/R 03-15-2066 4 0.0%
Wal-Mart de Mexico SAB de CV Series V 6 0.0%
Wal-Mart Stores Inc. 21 0.0%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 1 0.0%
Warrior Met Coal Inc. 3 0.0%
Waste Pro USA Inc. 5.50% 02-15-2026 Callable 2021 144A 1 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 2 0.0%
Waters Corp. 2 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 1 0.0%
Weatherford International PLC 5 0.0%
WEG SA 7 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 129 0.1%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 2 0.0%
Wells Fargo & Co. 2.09% 04-25-2022 1 0.0%
Wells Fargo & Co. 2.222% 03-15-2021 221 0.1%
Wells Fargo & Co. 2.51% 10-27-2023 161 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 209 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 121 0.1%
Wells Fargo & Co. 7.50% Non-cum. Class A Conv. Pfd. Series L 2 0.0%
Wells Fargo & Co. F/R 07-27-2021 1 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 2 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 1 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 2 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 101 0.1%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 49 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 102 0.1%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 49 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 2 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 2 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 82 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 2 0.0%
WestJet Airlines Ltd. 3.287% 07-23-2019 81 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 1 0.0%
White Mountains Insurance Group Ltd. 2 0.0%
Wilh. Wilhelmsen Holding ASA 1 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 2 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 252 0.1%
Wincor Nixdorf AG 1 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 297 0.2%
Windstream Holdings Inc. 6.375% 08-01-2023 Callable 2018 1 0.0%
Windstream Services LLC Term Loan B6 1st Lien F/R 03-16-2021 3 0.0%
Winnipeg Airports Authority Inc. 4.569% 11-20-2019 66 0.0%
Wipro Ltd. ADR 2 0.0%
Wirecard AG 1 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 1 0.0%
WMG Acquisition Corp. 6.75% 04-15-2022 Callable 2017 144A 1 0.0%
WMG Acquisition Corp. Term Loan E 1st Lien F/R 11-01-2023 1 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 1 0.0%
Worldpay Inc. 5 0.0%
Wrangler Buyer Corp. 6.00% 10-01-2025 Callable 2020 144A 2 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 207 0.1%
WTH Car Rental ULC 2.542% 08-20-2019 Sinkable 216 0.1%
Wuestenrot & Wuerttembergische AG 2 0.0%
Wyndham Worldwide Corp. 4.50% 04-01-2027 Callable 2 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 2 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 54 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 116 0.1%
YY Inc. 1 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 2 0.0%
ZF North America Capital Inc. 4.75% 04-29-2025 144A 1 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 1 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 107 0.1%
Zurich Insurance Group AG 1 0.0%
Total Investments -- 175,475 101.9%
Currency Hedge Contracts -- -905 -0.5%
Other Assets (Liabilities) -- -2,479 -1.4%
Total Net Assets -- 172,091 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of April 30, 2018
  • Regional Allocation
      Canada
    61.2%
      United States
    20.3%
      United Kingdom
    2.1%
      Other
    2.1%
      Germany
    1.3%
      France
    1.0%
      Netherlands
    0.4%
      Japan
    0.3%
      Belgium
    0.3%
      Australia
    0.3%
      Cash & Equivalents 10.7%
  • Sector Allocation
      Corporate Bonds 46.1%
      Federal Bonds 19.2%
      Cash & Equivalents 10.7%
      Provincial Bonds 9.2%
      Foreign Fixed Income 5.2%
      Bank Loans 5.1%
      Equities 1.8%
      Mutual&Pooled 1.6%
      Mortgage Backed 0.7%
      Other 0.4%
Credit Allocation (%)
AAA 30.2%
AA 16.3%
A 13%
BBB 12.2%
BB 5.9%
B 8.9%
CCC & Below 2.1%
NR 0.7%
Cash & Equivalents 6.6%
Equities 4.1%

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).