| 1 |
NVIDIA CORP SR CONV NT 1 18 |
8,438,000 |
44,610 |
0.23% |
|
PRN |
| 2 |
MICROCHIP TECHNOLOGY INC |
10,594,000 |
28,477 |
0.15% |
|
PRN |
| 3 |
VERISIGN INC JR SB CONV DB 37 |
10,775,000 |
23,982 |
0.12% |
|
PRN |
| 4 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
9,047,000 |
17,550 |
0.09% |
|
PRN |
| 5 |
INTEL CORP JR SB CONV DB 39 |
2,279,000 |
4,024 |
0.02% |
|
PRN |
| 6 |
YAHOO INC SR CV ZERO NT 18 |
3,382,000 |
3,347 |
0.02% |
|
PRN |
| 7 |
PRICELINE GRP INC SR CONV NT 1 18 |
1,592,000 |
2,505 |
0.01% |
|
PRN |
| 8 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
2,000,000 |
2,053 |
0.01% |
|
PRN |
| 9 |
ADVANCED MICRO DEVICES INC SR CV NT2.125 26 |
1,036,000 |
1,633 |
0.01% |
|
PRN |
| 10 |
PATTERN ENERGY GROUP INC NOTE 4.000 7/1 |
1,516,000 |
1,478 |
0.01% |
|
PRN |
| 11 |
ANTHEM INC |
450,000 |
897 |
0.00% |
|
PRN |
| 12 |
STARWOOD PPTY TR INC |
171,000 |
185 |
0.00% |
|
PRN |
| 13 |
SPDR S&P 500 ETF TR |
8,400,100 |
1,875,604 |
9.61% |
|
|
| 14 |
ROYAL BK CDA MONTREAL QUE |
26,723,593 |
1,808,572 |
9.26% |
|
|
| 15 |
TORONTO DOMINION BK ONT |
36,244,257 |
1,787,508 |
9.16% |
|
|
| 16 |
BANK MONTREAL QUE |
16,103,080 |
1,158,166 |
5.93% |
|
|
| 17 |
CDN IMPERIAL BK COMM TORONTO |
13,126,473 |
1,070,308 |
5.48% |
|
|
| 18 |
MANULIFE FINL CORP |
36,303,358 |
646,467 |
3.31% |
|
|
| 19 |
ENBRIDGE INC |
12,490,263 |
525,583 |
2.69% |
|
|
| 20 |
COMCAST CORP NEW |
5,076,300 |
350,519 |
1.80% |
Put |
|
| 21 |
TRANSCANADA CORP |
7,496,315 |
337,995 |
1.73% |
|
|
| 22 |
ROGERS COMMUNICATIONS INC |
7,714,960 |
297,578 |
1.52% |
|
|
| 23 |
ISHARES |
10,814,504 |
286,368 |
1.47% |
|
|
| 24 |
SUN LIFE FINL INC |
6,954,734 |
267,011 |
1.37% |
|
|
| 25 |
CANADIAN NATL RY CO |
3,457,375 |
233,026 |
1.19% |
|
|
| 26 |
ISHARES |
6,634,307 |
229,548 |
1.18% |
|
|
| 27 |
BCE INC |
5,333,847 |
222,446 |
1.14% |
|
|
| 28 |
BROOKFIELD ASSET MGMT INC |
5,263,375 |
173,656 |
0.89% |
|
|
| 29 |
ISHARES |
6,343,595 |
165,884 |
0.85% |
|
|
| 30 |
ISHARES TR |
720,750 |
162,162 |
0.83% |
|
|
| 31 |
SELECT SECTOR SPDR TR |
6,679,300 |
155,294 |
0.80% |
|
|
| 32 |
SELECT SECTOR SPDR TR |
2,981,525 |
154,175 |
0.79% |
|
|
| 33 |
ISHARES TR |
2,730,938 |
150,011 |
0.77% |
|
|
| 34 |
SUNCOR ENERGY INC NEW |
4,201,453 |
137,371 |
0.70% |
|
|
| 35 |
VANGUARD WORLD FD |
1,243,917 |
133,111 |
0.68% |
|
|
| 36 |
FIRST TR EXCHANGE TRADED FD |
1,533,260 |
122,400 |
0.63% |
|
|
| 37 |
VANECK VECTORS ETF T |
3,303,800 |
110,181 |
0.56% |
|
|
| 38 |
TELUS CORP |
3,339,709 |
106,334 |
0.54% |
|
|
| 39 |
VANGUARD WORLD FD |
798,340 |
96,999 |
0.50% |
|
|
| 40 |
CREDICORP LTD |
581,051 |
91,725 |
0.47% |
|
|
| 41 |
TIME WARNER INC |
930,600 |
89,831 |
0.46% |
|
|
| 42 |
FORTIS INC |
2,894,797 |
88,725 |
0.45% |
|
|
| 43 |
SELECT SECTOR SPDR TR |
1,081,845 |
88,063 |
0.45% |
|
|
| 44 |
ALIBABA GROUP HLDG LTD |
1,000,000 |
87,810 |
0.45% |
|
|
| 45 |
VANGUARD INTL EQUITY INDEX F |
1,816,870 |
87,101 |
0.45% |
|
|
| 46 |
CANADIAN NAT RES LTD |
2,685,391 |
85,583 |
0.44% |
|
|
| 47 |
LOCKHEED MARTIN CORP |
331,380 |
82,826 |
0.42% |
|
|
| 48 |
SPDR S&P 500 ETF TR |
370,000 |
82,706 |
0.42% |
Put |
|
| 49 |
COGNIZANT TECHNOLOGY SOLUTIO |
1,450,000 |
81,244 |
0.42% |
|
|
| 50 |
ENCANA CORP |
6,926,576 |
79,656 |
0.41% |
|
|
