Fund Portfolio – Symmetry Balanced Portfolio Series LB | Mackenzie Investments

Symmetry Balanced Portfolio Series LB

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of March 31, 2019
Major holdings represent 16.3% of the fund.
View all holdings
Total # of
Equity Holdings
1786
Total # of
Fixed Income Holdings
1287
Holding name, country and sector Percentage of holding in fund
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
2.6%
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
2.4%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.2%
Government of Canada 3.50% 06-01-2020
Canada | Federal Government
1.8%
Royal Bank of Canada
Canada | Diversified Banks
1.8%
Toronto-Dominion Bank/The
Canada | Diversified Banks
1.5%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
1.2%
Canadian National Railway Co.
Canada | Railroads
1.0%
Bank of Montreal
Canada | Diversified Banks
1.0%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
0.6%

Complete Fund Holdings Help Full holdings list

As of December 31, 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 544,451 720 0.0%
21Vianet Group Inc. ADR 15 0.0%
361 Degrees International Ltd. 110,269 31 0.0%
3SBio Inc. 300 1 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 3,983 4 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,441,449 1,426 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 1,584,210 2,057 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 89,588 116 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,129,542 1,666 0.2%
58.Com Inc. ADR 1,139 84 0.0%
5N Plus Inc. 235 1 0.0%
A&W Revenue Royalties Income Fund Units 117 4 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 78,643 107 0.0%
AbbVie Inc. 4,100 516 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 117,369 185 0.0%
Abcam PLC 7,477 142 0.0%
ABIOMED Inc. 3,612 1,601 0.2%
Absolute Software Corp. 2,345 18 0.0%
Accenture PLC Class A 9,604 1,847 0.2%
Access Justice Durham 5.015% 08-31-2039 316,244 356 0.0%
Acer Inc. 13,940 12 0.0%
Acxiom Corp. 2,202 116 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 130,549 160 0.0%
Adcock Ingram Holdings Ltd. 480 3 0.0%
Addus HomeCare Inc. 717 66 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 20,362 28 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 21,437 30 0.0%
Admiral Group PLC 3,494 124 0.0%
Adtalem Global Education Inc. 9,285 599 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 13 0.0%
Advance Auto Parts Inc. 18,981 4,077 0.3%
Advanced Info Service PCL (Thailand) DR 4,077 30 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 557,124 816 0.0%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 189,643 255 0.0%
AECI Ltd. 11,254 89 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 231,257 272 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 161,632 218 0.0%
Aecon Group Inc. 18,998 335 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 76,899 100 0.0%
Aegon NV 151,464 966 0.0%
AEON Credit Service M Bhd 285 1 0.0%
AEON Thana Sinsap (Thailand) PCL 2,098 16 0.0%
AerCap Holdings NV 29,573 1,598 0.2%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 298,360 387 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 176,903 230 0.0%
Aeroflot - Russian Airlines OJSC 1,259 3 0.0%
Aflac Inc. 23,179 1,441 0.1%
African Development Bank F/R 02-24-2019 29,505 5 0.0%
African Oxygen Ltd. 839 2 0.0%
African Rainbow Minerals Ltd. 1,364 18 0.0%
AG Mortgage Investment Trust Inc. 547 12 0.0%
AGF Management Ltd. Class B non-voting 30,066 145 0.0%
Aggreko PLC 4,212 54 0.0%
Agile Property Holdings Ltd. 22,483 36 0.0%
Agnico-Eagle Mines Ltd. 32,571 1,795 0.2%
Agricultural Bank of China Ltd. H 2,591,008 1,548 0.1%
Agritrade Resources Ltd. 226,833 53 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 528,070 525 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 400,013 513 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 5,425 66 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 231,243 313 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 446,219 430 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 261,398 257 0.0%
Aimia Inc. 225,002 830 0.0%
Air Canada 227,428 5,904 0.4%
Air China Ltd. H 21,284 25 0.0%
Air Liquide SA 1,753 297 0.0%
Air New Zealand Ltd. 3,690 10 0.0%
AirAsia BHD 41,624 41 0.0%
Airports of Thailand Public Co. Ltd. 6,850 19 0.0%
AK Holdings Inc 377 25 0.0%
Aker ASA 212 15 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 157,902 215 0.0%
Akzo Nobel NV 6,583 725 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 124,971 166 0.0%
Alacer Gold Corp. 704 2 0.0%
Alam Sutera Realty TBK PT 1,019,371 30 0.0%
Alberta Powerline LP 4.06% 03-01-2054 198,026 204 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 246,602 335 0.0%
Alcanna Inc. 39 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 241,173 328 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 497,178 477 0.0%
Alfa SA Series A 73,300 119 0.0%
Algonquin Power & Utilities Corp. 69,770 958 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 889,798 890 0.0%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 324,796 337 0.0%
Algonquin Power Co. 4.82% 02-15-2021 211,228 218 0.0%
Alibaba Group Holding Ltd. ADR 1,664 311 0.0%
Alibaba Health Information Technology Ltd. 1,199 1 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 1,124,409 1,147 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 92,384 6,274 0.4%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 63,409 97 0.0%
Allergan PLC 20,121 3,669 0.3%
Alliance Data Systems Corp. 4,738 970 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 72,681 97 0.0%
Alliance Financial Group BHD 1,199 2 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 101,653 104 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 50,003 57 0.0%
Allianz SE Reg. 11,185 3,062 0.2%
Allied Properties Real Estate Investment Trust 10,545 467 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 351,168 355 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 258,755 261 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 13,601 17 0.0%
Ally Financial Inc. 3,607 112 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 42,504 58 0.0%
Ally Financial Inc. 8.00% 11-01-2031 262,672 399 0.0%
Alpek SAB de CV 115,739 193 0.0%
Alphabet Inc. Class A 625 891 0.0%
Alphabet Inc. Class C 645 912 0.0%
Alstom SA 4,567 252 0.0%
Alta Mesa Holdings LP 7.88% 12-15-2024 Callable 2019 23,377 20 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 165,022 168 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 483,184 486 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 418,232 412 0.0%
AltaGas Ltd. Pfd. Series K 18,939 356 0.0%
Altair Engineering Inc. 10,454 393 0.0%
AltaLink LP 2.98% 11-28-2022 438,298 442 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 386,019 382 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 448,860 470 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 376,504 487 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 580,467 725 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 99,466 129 0.0%
Altisource Portfolio Solutions SA 990 30 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 38,331 59 0.0%
Amata Corp. PCL 420 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 285,182 336 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 99,883 117 0.0%
Amcor Ltd. 18,303 233 0.0%
Amdocs Ltd. 7,338 586 0.0%
Amedisys Inc. 2,120 339 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1,723,241 104 0.0%
America's Car-Mart Inc. 463 46 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 216,713 282 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 118,641 158 0.0%
American Express Co. 8,065 1,049 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 417,276 679 0.0%
American National Insurance Co. 3,105 539 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 79,096 90 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 99,466 133 0.0%
American Tower Corp. 4.70% 03-15-2022 63,409 89 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 142,787 185 0.0%
Amphenol Corp. Class A 372 41 0.0%
Anadolu Cam Sanayii AS 1,454 1 0.0%
Andrew Peller Ltd. 195 3 0.0%
Angang Steel Co. Ltd. H Shares 600 1 0.0%
Anglo American Platinum Ltd. 705 36 0.0%
Anglo American PLC 5,383 164 0.0%
AngloGold Ashanti Ltd. ADR 3,148 54 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,173,008 2,064 0.2%
Anhui Conch Cement Co. Ltd. H 33,794 224 0.0%
Anpec Electronics Corp. 39,140 105 0.0%
Ansell Ltd. 3,102 66 0.0%
Antero Midstream 5.38% 09-15-2024 105,682 135 0.0%
Antero Resources Corp. 5.00% 03-01-2025 368,068 456 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 119,860 154 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 118,130 154 0.0%
Anthem Inc. 6,652 2,383 0.2%
Anthem Inc. 2.75% 10-15-2042 82,556 405 0.0%
Apex International Co. Ltd. 184,394 284 0.0%
Apollo Commercial Real Estate Finance Inc. 52,354 1,190 0.1%
Apple Inc. 21,263 4,575 0.3%
Apple Inc. 2.51% 08-19-2024 Callable 2024 10,284,957 10,008 0.6%
Apple Inc. 2.85% 08-28-2019 149,198 144 0.0%
Apple Inc. F/R 02-09-2022 146,712 201 0.0%
Aramark Services Inc. 4.75% 06-01-2026 Callable 2021 14 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 124,332 167 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 109,412 148 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 47,544 63 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 132,053 175 0.0%
ARC Resources Ltd. 34,749 281 0.0%
Arcadyan Technology Corp. 26,010 87 0.0%
ArcelorMittal SA 7.00% 10-15-2039 24,227 35 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 919,585 1,131 0.1%
Archer-Daniels-Midland Co. 95,173 5,319 0.3%
Arcosa Inc. 237 9 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 38,312 44 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 76,506 104 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 20 0.0%
Argonaut Gold Inc. 4,339 7 0.0%
Aritzia Inc. 14,952 245 0.0%
Arkema Group 4,436 520 0.0%
ARMOUR Residential REIT Inc. 7,480 209 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 356,453 355 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 88,768 105 0.0%
Arrowhead Properties Ltd. 238,952 91 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 149,028 203 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 83,519 109 0.0%
Artis Real Estate Investment Trust 32,269 298 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 356,447 357 0.0%
Asanko Gold Inc. 117 0.0%
Ashland Global Holdings Inc. 3,642 353 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 40,803 50 0.0%
Asia Cement China Holdings Corp. 94,201 90 0.0%
Asia Cement Corp. 70,531 107 0.0%
Asia Paper Manufacturing Co. Ltd. 2,217 85 0.0%
Asian Development Bank 2.00% 02-16-2022 65,896 88 0.0%
Asian Development Bank 4.625% 03-06-2019 135,522 125 0.0%
Asian Development Bank 5.00% 03-09-2022 83,302 87 0.0%
Asian Development Bank 5.90% 12-20-2022 517,041 10 0.0%
Asian Development Bank 6.00% 02-24-2021 405,699 8 0.0%
Asian Development Bank 6.45% 08-08-2021 305,602 6 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 91,808 67 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 3 0.0%
Aspen Technology Inc. 2,317 260 0.0%
ASR Nederland NV 15,939 862 0.0%
Asseco Poland SA 225 4 0.0%
Associated Capital Group Inc. Class A 3,125 150 0.0%
Assore Ltd. 435 12 0.0%
Assured Guaranty Ltd. 66,202 3,457 0.3%
Astral Foods Ltd. 8,540 130 0.0%
AT&T Inc. 14,104 549 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 234,199 234 0.0%
AT&T Inc. 4.85% 05-25-2047 3,462,292 3,196 0.2%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 288,590 275 0.0%
ATCO Ltd. Class I non-voting 21,304 823 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 435,658 436 0.0%
Athabasca Oil Corp. 218,317 216 0.0%
Atlantic Power Corp. 20,639 61 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 844,918 674 0.0%
ATS Automation Tooling Systems Inc. 107,263 1,544 0.1%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 528,999 730 0.0%
AU Optronics Corp. 275,846 151 0.0%
Austevoll Seafood ASA 2,268 38 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 109,909 171 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 528,070 509 0.0%
Autohome Inc. ADR 60 6 0.0%
Automatic Data Processing Inc. 1,371 245 0.0%
Autostrada Torino-Milano SPA 6,163 168 0.0%
Avangrid Inc. 6,319 432 0.0%
Avaya Holdings Corp. 3,491 69 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 125,550 166 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 129,305 197 0.0%
Aveva Group PLC 2,692 113 0.0%
AVIC International Holdings Ltd. 1,199 1 0.0%
Aviva PLC 4.50% 05-10-2021 546,804 561 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 512,689 673 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 163,708 217 0.0%
AXA SA 21,218 626 0.0%
Axfood AB 6,435 150 0.0%
Ayala Corp. 88 2 0.0%
B2Gold Corp. 58,049 232 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 27,353 26 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 203,904 197 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 170,014 209 0.0%
Bahle-Metal Leve SA 330 3 0.0%
Baidu Inc. ADR 4,173 903 0.0%
Ball Corp. 4.00% 11-15-2023 171,578 228 0.0%
Ball Corp. 4.375% 12-15-2020 146,712 202 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 205,645 275 0.0%
Ball Corp. 5.25% 07-01-2025 195,201 269 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 192,602 257 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 27,792 39 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 67,139 87 0.0%
Banco Bradesco SA Pref. ADR 13,010 176 0.0%
Banco BTG Pactual SA - Unit 1,394 12 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 43,516 1 0.0%
Banco Del Bajio SA 255 1 0.0%
Banco do Brasil SA 12,694 207 0.0%
Banco do Estado do Rio Grande do Sul SA 42,121 328 0.0%
Banco Macro SA ADR 3,382 204 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 108,169 141 0.0%
Banco Santander Brasil SA 3,971 60 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 5,184 44 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 116,872 146 0.0%
Bangkok Dusit Medical Services PCL 63,913 67 0.0%
Bangkok Expressway & Metro PCL 7,300 3 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 101,952 161 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 100,709 158 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 374,402 427 0.0%
Bank of America Corp. 63,780 2,144 0.2%
Bank of America Corp. 3.228% 06-22-2022 329,764 330 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 399,674 397 0.0%
Bank of America Corp. 3.95% 04-21-2025 102,974 136 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 95,633 134 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 8,114 13 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 811,644 796 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 42,273 64 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,726,790 1,707 0.2%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 78,329 107 0.0%
Bank of China Ltd. H 1,588,178 935 0.0%
Bank of Communications Co. Ltd. H 437,323 466 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 69,626 93 0.0%
Bank of Israel 0% 11-06-2019 53,081 19 0.0%
Bank of Montreal 246,555 21,990 1.1%
Bank of Montreal 2.27% 07-11-2022 1,013,896 995 0.0%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,811,296 1,785 0.2%
Bank of Montreal 2.89% 06-20-2023 1,320,183 1,319 0.1%
Bank of Montreal 3.19% 03-01-2028 475,271 476 0.0%
Bank of Montreal 3.25% 10-06-2022 154,172 150 0.0%
Bank of Montreal 3.32% 06-01-2026 520,164 522 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 2,010,627 2,021 0.2%
Bank of Montreal F/R 02-01-2023 5,762,565 5,709 0.4%
Bank of Montreal F/R 03-30-2020 479,584 480 0.0%
Bank of Montreal F/R 04-11-2019 264,035 264 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 398,697 508 0.0%
Bank Pekao SA 120 5 0.0%
Bankers Hall LP 4.377% 11-20-2013 480,663 487 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 146,712 204 0.0%
Baoye Group Co. Ltd. 26,171 20 0.0%
Barclays Africa Group Ltd. 1,829 28 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 101,952 139 0.0%
Barclays PLC 107,813 282 0.0%
Barrick Gold Corp. 423,102 7,798 0.5%
Barwa Real Estate Co. 1,559 23 0.0%
BASF SE 2,697 255 0.0%
Baxter International Inc. 45,373 4,074 0.3%
Bayer AG 5,885 557 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 149,198 176 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 107,109 141 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 953,564 1,129 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 276,273 271 0.0%
BCE Inc. 119,830 6,462 0.4%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,376,151 1,360 0.1%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 30,928 41 0.0%
Beach Petroleum Ltd. 71,951 93 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 420,428 506 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 59,505 81 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 22,508 31 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,823 5 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 41,842 59 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 9,735 13 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 4,941 7 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 110,655 120 0.0%
Becton, Dickinson and Co. 152 47 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 4,394 346 0.0%
Beijing Capital Land Ltd. 181,433 89 0.0%
Beijing Enterprises Holdings Ltd. 13,415 97 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,626,537 1,571 0.2%
Bell Canada 3.35% 03-22-2023 425,035 425 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 10 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 200,909 199 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 227,598 213 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,301,693 1,241 0.1%
Bell Canada 4.70% 09-11-2023 MTN 267,468 282 0.0%
Bell Canada 6.17% 02-26-2037 378,890 450 0.0%
Bell Canada 6.55% 05-01-2029 Callable 314,202 379 0.0%
Bell Canada 7.30% 02-23-2032 Callable 340,028 436 0.0%
Bellway PLC 4,503 197 0.0%
BenQ Materials Corp. 97,205 72 0.0%
Berkshire Hathaway Inc. Class B 251 70 0.0%
Berry Global Group Inc. 1,279 83 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 28,902 36 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 252,234 337 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 96,078 129 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 106,926 145 0.0%
BHP Group PLC 12,013 345 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 168,314 231 0.0%
BIM Birlesik Magazalar AS 3,283 74 0.0%
BJ's Restaurants Inc. 5,168 357 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 189,501 252 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 40,570 6 0.0%
BKW AG 1,784 170 0.0%
Black Diamond Group Ltd. 6,137 13 0.0%
Blackberry Ltd. 45,383 441 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 42,273 56 0.0%
Bloomberry Resorts Corp. 119,072 29 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 94,492 124 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 180,370 247 0.0%
BMW Canada Inc. F/R 06-14-2019 386,965 388 0.0%
BNK Financial Group Inc. 420 4 0.0%
BNP Paribas SA 3,047 188 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 328,423 447 0.0%
Boardwalk Real Estate Investment Trust 32,642 1,234 0.1%
BOC Aviation Ltd. 4,429 45 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 113,142 149 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 53,214 69 0.0%
Bolsa Mexicana de Valores SAB de CV 1,039 2 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 136,011 174 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 170,014 220 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 423,845 552 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 802,636 1,132 0.1%
Bombardier Inc. Class B Sub. voting 309,944 629 0.0%
Bonavista Energy Corp. 275,115 330 0.0%
Boot Barn Holdings Inc. 4,843 113 0.0%
Boralex Inc. Class A 6,723 113 0.0%
Bosideng International Holdings Ltd. 614,486 158 0.0%
Boston Pizza Royalties Income Fund 235 4 0.0%
Bottomline Technologies Inc. 25,864 1,694 0.2%
BP Capital Markets PLC 3.47% 05-15-2025 920,531 922 0.0%
Brambles Ltd. 11,898 116 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 46,754 55 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 114,978 149 0.0%
Braskem SA 1,109 37 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 24,554 33 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 200,050 736 0.0%
Bridgestone Corp. 2,184 115 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 188,785 205 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 216,563 251 0.0%
Bright Horizons Family Solutions Inc. 2,535 385 0.0%
Brighthouse Financial Inc. 14,931 621 0.0%
British American Tobacco PLC 14,224 619 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 594,079 573 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 510,042 528 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 177,960 188 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 198,026 219 0.0%
Brookfield Asset Management Inc. Class A limited voting 64,779 3,389 0.3%
Brookfield Asset Management Inc. Pfd. Series 46 7,689 196 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 21,283 520 0.0%
Brookfield Business Partners LP 22,909 953 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 208,324 204 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 545,631 540 0.0%
Brookfield Infrastructure Partners LP 19,310 910 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 330,044 331 0.0%
Brookfield Property Partners LP 7,544 166 0.0%
Brookfield Renewable Energy Partners LP 17,302 612 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,067,528 1,024 0.0%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 419,816 415 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 11,398 247 0.0%
Brookfield Renewable Partners LP Pfd. Series 13 1 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 417,640 410 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 167,848 216 0.0%
Brown & Brown Inc. 4,400 165 0.0%
BRP Finance ULC 4.79% 02-07-2022 220,733 229 0.0%
BRP Inc. 29,200 1,032 0.0%
Bruce Power LP 2.84% 06-23-2021 982,210 979 0.0%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 875,889 858 0.0%
Bruce Power LP 3.97% 06-23-2026 399,819 407 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 660,088 644 0.0%
BTB Real Estate Investment Trust 5,942 26 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 53,979 68 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 56,955 75 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 151,312 195 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 85,941 116 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 157,946 211 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 264,035 430 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 253,129 330 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 528,070 681 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 721,667 889 0.0%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 123,704 159 0.0%
BXP Trust 3.42% 06-13-2039 138,008 178 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 54,706 73 0.0%
CACI International Inc. Class A 5,305 1,042 0.0%
CAE Inc. 275,869 6,922 0.4%
Caesars Entertainment Corp. 6,933 64 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 28,505 48 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 222,695 232 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 887,473 822 0.0%
Callaway Golf Co. 10,797 225 0.0%
Callon Petroleum Co. 10,081 89 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 820,072 1,023 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 156,413 195 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 51,429 69 0.0%
Cambrex Corp. 11,101 572 0.0%
Cameco Corp. 76,030 1,177 0.1%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 204,350 267 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 834,395 1,106 0.1%
Camil Alimentos SA 28,588 71 0.0%
Camsing International Holding Ltd. 48,794 76 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 5,291 7 0.0%
Canaccord Genuity Group Inc. 34,243 198 0.0%
Canada Goose Holdings Inc. 10,984 656 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 121,640 165 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 13,891,254 13,845 0.7%
Canada Housing Trust No. 1 2.35% 06-15-2023 4,785,862 4,802 0.3%
Canadian Apartment Properties Real Estate Investment Trust 81,860 3,626 0.3%
Canadian Credit Card Trust II 1.829% 03-24-2020 765,702 759 0.0%
Canadian Imperial Bank of Commerce 117,108 11,908 0.6%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 1,475,702 1,452 0.1%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 682,531 685 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 2,009,327 2,013 0.2%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 58 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,526,123 1,548 0.1%
Canadian Imperial Bank of Commerce F/R 01-17-2019 561,114 561 0.0%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 1,213,765 1,199 0.1%
Canadian Mortgage Pools 2.65% 10-01-2027 154,251 154 0.0%
Canadian National Railway Co. 199,604 20,182 1.0%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,844 3 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 556,987 542 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 335,325 326 0.0%
Canadian Natural Resources Ltd. 155,864 5,134 0.3%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 255,021 256 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 390,794 388 0.0%
Canadian Pacific Railway Ltd. 42,595 10,318 0.6%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 132,018 131 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 158,421 175 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 26,810 3,827 0.3%
Canadian Utilities Ltd. Class A non-voting 25,096 786 0.0%
Canadian Western Bank 50,028 1,303 0.1%
Canadian Western Bank 2.74% 06-16-2022 DPNT 242,913 239 0.0%
Canadian Western Bank 2.88% 03-01-2021 186,450 186 0.0%
Canadian Western Bank 2.92% 12-15-2022 431,884 425 0.0%
Canfor Corp. 20,170 333 0.0%
Canfor Pulp Products Inc. 66,825 1,083 0.0%
Canon Electronics Inc. 766 18 0.0%
Canopy Growth Corp. 34,282 1,255 0.1%
Cantel Medical Corp. 2,394 243 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 823,789 850 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 121,845 165 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 69,626 94 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 85,789 116 0.0%
Capital Power Corp. 138,070 3,671 0.3%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 281,197 279 0.0%
Capstone Mining Corp. 75,444 46 0.0%
Cards II Trust 2.155% 10-15-2020 919,370 911 0.0%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 292,248 393 0.0%
Career Education Corp. 2,047 32 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 3 0.0%
Carlsberg Brewery Malaysia BHD 18,741 122 0.0%
Carnival PLC 65,587 4,294 0.3%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2018 187,473 237 0.0%
Carter's Inc. 10,533 1,173 0.1%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 379,380 492 0.0%
Cascades Inc. 81,131 830 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 212,518 216 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 170,014 227 0.0%
Cash & Equivalents** 208,091 9.5%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 9,332 12 0.0%
Caterpillar Inc. 1,411 245 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 300,886 327 0.0%
CBIZ Inc. 7,976 214 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 41,228 53 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 765,722 767 0.0%
CCL Industries Inc. Class B non-voting 54,988 2,753 0.2%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 403,979 517 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 155,415 196 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 90,107 120 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 651,272 828 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 53,129 70 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 132,787 180 0.0%
CCO Holdings LLC 5.75% 02-15-2026 226,969 304 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 126,745 172 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 59,930 80 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 172,224 229 0.0%
CD Projekt SA 255 14 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 108,169 149 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 134,279 177 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 112,209 136 0.0%
Celestica Inc. Sub. voting 116,214 1,390 0.1%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 222,467 300 0.0%
Celltrion Inc. 3 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 57,380 78 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 160,179 188 0.0%
Cenovus Energy Inc. 119,162 1,144 0.1%
Centene Corp. 4.75% 05-22-2021 Callable 112,209 152 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 105,409 148 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 332,691 424 0.0%
Centerra Gold Inc. 99,015 580 0.0%
Central 1 Credit Union 2.60% 11-07-2022 594,687 583 0.0%
Central 1 Credit Union F/R 02-05-2021 626,941 624 0.0%
CenturyLink Inc. 8,478 175 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 101,859 130 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 19,977 28 0.0%
Cerner Corp. 6,132 439 0.0%
Cervus Equipment Corp. 469 6 0.0%
CES Energy Solutions Corp. 92,563 292 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 425,035 398 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 169,234 225 0.0%
CEZ AS 1,694 55 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 26,110 35 0.0%
CGI Group Inc. Class A Sub. voting 151,874 12,681 0.7%
CGN New Energy Holdings Co. Ltd. 451,728 85 0.0%
Chailease Holding Co. Ltd. 28,367 123 0.0%
Champion Real Estate Investment Trust 207,275 194 0.0%
Changyou.com Ltd. 5,197 130 0.0%
Charoen Pokphand Group Co. Ltd. 43,588 30 0.0%
Charter Communications Inc. Class A 280 109 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 316,847 432 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 259,383 340 0.0%
Chartwell Retirement Residences 18,646 255 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 608,919 609 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 175,520 178 0.0%
Chase Corp. 122 17 0.0%
Chase Issuance Trust 1.37% 06-15-2021 64,653 88 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 22,518 32 0.0%
CHC Group LLC 4,814 26 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 247,531 321 0.0%
Check Point Software Technologies Ltd. 1,411 198 0.0%
Cheetah Mobile Inc. ADR 884 7 0.0%
Chegg Inc. 6,701 260 0.0%
Cheil Communications Inc. 11,486 317 0.0%
Chemed Corp. 2,591 1,001 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 379,698 323 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 96,908 126 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 112,634 154 0.0%
Cherrybro Co. Ltd. 18,208 52 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 33,570 37 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 127,510 154 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 146,911 169 0.0%
Chesswood Group Ltd. 352 4 0.0%
Chevron Corp. 10,797 1,602 0.2%
Chia Chang Co. Ltd. 46,724 71 0.0%
Chimera Investment Corp. 32,309 785 0.0%
China Agri-Industries Holdings Ltd. 600 0.0%
China Aircraft Leasing Group Holdings Ltd. 31,226 43 0.0%
China Aoyuan Property Group Ltd. 2,998 3 0.0%
China BlueChemical Ltd. H 283,187 121 0.0%
China CITIC Bank H 28,629 24 0.0%
China Coal Energy Co. Ltd. H 2,698 1 0.0%
China Communication Services Corp. Ltd. 95,726 108 0.0%
China Conch Venture Holdings Ltd. 52,210 212 0.0%
China Construction Bank Corp. H 628,147 707 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 526,877 86 0.0%
China Eastern Airlines Corp. Ltd. H Shares 4,796 4 0.0%
China Everbright Bank Co. Ltd. Class H 318,927 188 0.0%
China Everbright Ltd. 600 1 0.0%
China Evergrande Group 2,398 10 0.0%
China Longyuan Power Group Corp. H 3,597 3 0.0%
China Man-Made Fiber Corp. 9,578 4 0.0%
China Medical System Holdings Ltd. 3,298 4 0.0%
China Merchants Bank Co. Ltd. H 14,015 70 0.0%
China Merchants Land Ltd. 444,163 85 0.0%
China Minsheng Banking Corp. Ltd. 389,372 366 0.0%
China Mobile Ltd. 20,960 275 0.0%
China Mobile Ltd. ADR 9,016 590 0.0%
China National Building Material Co. Ltd. H 72,990 68 0.0%
China National Offshore Oil Corp. Ltd. ADR 270 56 0.0%
China Oriental Group Co. Ltd. 120,597 98 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 255 25 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 856,406 834 0.0%
China Railway Construction Corp. Ltd. H 23,453 44 0.0%
China Railway Group Ltd. 558,076 693 0.0%
China Resources Cement Holdings Limited 74,693 92 0.0%
China Resources Enterprise Ltd. 2,398 11 0.0%
China Resources Pharmaceutical Group Co. Ltd. 4,155 7 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 253,791 83 0.0%
China SCE Property Holdings Ltd. 556,686 276 0.0%
China Shenhua Energy Co. Ltd. H 293,254 877 0.0%
China Shineway Pharmaceutical Group Ltd. 74,396 99 0.0%
China South City Holdings Ltd. 398,867 77 0.0%
China Suntien Green Energy Corp. Ltd. 3,298 1 0.0%
China Taiping Insurance Holdings Co. Ltd. 1,019 4 0.0%
China Tian Lun Gas Holdings Ltd. 81,460 91 0.0%
China Unicom (Hong Kong) Ltd. 14,466 21 0.0%
China Unicom (Hong Kong) Ltd. ADR 225 3 0.0%
China Vanke Co. Ltd. 4,677 22 0.0%
China Water Affairs Group Ltd. 169,498 247 0.0%
China XLX Fertiliser Ltd. 155,053 69 0.0%
China Zhongwang Holdings Ltd. 26,131 16 0.0%
Chinese Maritime Transport Ltd. 43,291 60 0.0%
ChipMOS Technologies Inc. 183,120 213 0.0%
Chlitina Holding Ltd. 2,548 29 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 75,999 104 0.0%
Choice Properties Real Estate Investment Trust 14,932 172 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 191,266 193 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 256,114 251 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 351,695 346 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 469,982 471 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 567,715 562 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 660,088 693 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 66,009 69 0.0%
Chong Kun Dang Holdings Corp. 888 68 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 37,472 27 0.0%
Chroma ATE Inc. 150 1 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 124,960 155 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 69,281 44 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 53,979 53 0.0%
Chudenko Corp. 383 11 0.0%
Chularat Hospital PCL 33,485 3 0.0%
Chungdahm Learning Inc. 1,870 42 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 256,118 255 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 120 1 0.0%
Cia de Locacao das Americas 60 1 0.0%
Cia de Saneamento do Parana 9,347 202 0.0%
Cia de Transmissao de Energia Eletrica Paulista 1,318 32 0.0%
Cia Minera Autlan SAB de CV 420 0.0%
Cielo SA 60,121 188 0.0%
Ciena Corp. 141,998 6,569 0.4%
CIFI Holdings Group Co. Ltd. 10,792 8 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 104,439 139 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 15,726 21 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 45,904 62 0.0%
Cisco Systems Inc. 28,529 1,686 0.2%
CIT Group Inc. 3,976 208 0.0%
CIT Group Inc. 5.00% 08-01-2023 204,867 275 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 9,776 13 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 82,059 102 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,243 2 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 167,848 228 0.0%
CITIC Ltd. 348,818 746 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,404,666 1,405 0.1%
Citigroup Inc. F/R 05-04-2021 125,575 122 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 111,899 146 0.0%
City of Oslo 2.35% 09-04-2024 191,785 31 0.0%
Citychamp Watch & Jewellery Group Ltd. 59,682 17 0.0%
CJ Hello Co. Ltd. 13,561 152 0.0%
CK Hutchison Holdings Ltd. 47,113 617 0.0%
CKD BiO Corp. 2,994 76 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 89,852 124 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 235,894 309 0.0%
CLI Funding LLC 4.03% 04-18-2043 83,326 114 0.0%
Clicks Group Ltd. 1,274 23 0.0%
CME Group Inc. 6,638 1,703 0.2%
CNA Financial Corp. 15,956 961 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 162,875 224 0.0%
CNOOC Ltd. 74,354 157 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 293,079 297 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 105,614 107 0.0%
Coca-Cola Femsa SAB de CV 63,971 530 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 345 29 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 5,163 7 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 628,428 770 0.0%
Coface SA 28,228 350 0.0%
Cogeco Communications Inc. 23,219 1,527 0.1%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,866,666 1,905 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 924,123 958 0.0%
Cogeco Inc. Sub. voting 7,232 421 0.0%
Cognex Corp. 5,264 278 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 199,621 276 0.0%
COL PCL 1,739 2 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 6,049 8 0.0%
Colgate Palmolive Co. 473 38 0.0%
Colliers International Group Inc. 6,411 483 0.0%
Colombia Government International Bond 4.00% 02-26-2024 108,169 146 0.0%
Colombia Government International Bond 4.50% 01-28-2026 139,252 191 0.0%
Colruyt SA 1,078 105 0.0%
Com7 Public Co. Ltd. 2,848 2 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 476,111 509 0.0%
Comcast Corp. Class A 4,245 197 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 4 0.0%
Cominar Real Estate Investment Trust 31,085 348 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 75,843 104 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 57,193 77 0.0%
Commercial Bank of Qatar 1,259 19 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 57,193 78 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 15 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 263,883 366 0.0%
Commonwealth of Bahamas 6.00% 11-21-2028 Callable 2028 46 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 139,796 205 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 525,451 591 0.0%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 135,984 162 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 4,492 6 0.0%
CommVault Systems Inc. 16,966 1,368 0.1%
Compagnie de Saint-Gobain 4,256 194 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 90 3 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. ADR 120 1 0.0%
Compania Cervecerias Unidas SA ADR 2,713 93 0.0%
Compass Group PLC 1,040 30 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 37,828 47 0.0%
Computer Engineering & Consulting Ltd. 1,411 32 0.0%
Computer Modelling Group Ltd. 91,601 558 0.0%
Comtech Telecommunications Corp. 1,442 48 0.0%
Concentradora Fibra Danhos SA de CV 90 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 159,145 214 0.0%
Concordia International Corp. 1,844 47 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 304,617 402 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 31,685 42 0.0%
ConocoPhillips 7,639 650 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 80,816 119 0.0%
Consorcio ARA SAB de CV 239,475 85 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 120,602 166 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 187,440 231 0.0%
Constellation Software Inc. 7,916 6,917 0.4%
Constellium NV 4.25% 02-15-2026 Callable 2020 184,830 262 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 752,528 919 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 108,271 137 0.0%
Construtora Tenda SA 19,962 225 0.0%
Consumers Gas 6.10% 05-19-28 90,828 109 0.0%
Consun Pharmaceutical Group Ltd. 112,106 89 0.0%
Continental Gold Inc. 7 0.0%
Continental Holdings Corp. 138,632 87 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 66,305 86 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 62,055 75 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 5 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 36,882 6 0.0%
Corby Spirit and Wine Ltd. 821 15 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 693,620 708 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 297,568 304 0.0%
Core Industrial Trust 3.85% 02-10-2034 52,219 70 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 239,387 323 0.0%
CoreLogic Inc. 10,706 488 0.0%
Coretronic Corp. 1,049 2 0.0%
Corning Inc. 72,854 3,002 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 3,688 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 390 1 0.0%
Corus Entertainment Inc. Class B non-voting 153,561 731 0.0%
Cosco Pacific Ltd. 4,497 6 0.0%
CoStar Group Inc. 2,287 1,053 0.0%
Costco Wholesale Corp. 6,937 1,928 0.2%
Cott Corp. 64,942 1,235 0.1%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 129,305 168 0.0%
Country Garden Holdings Co. Ltd. 38,372 64 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 41,228 49 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 18,276 25 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 164,064 194 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 78,206 107 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 45,479 59 0.0%
Credito Real SAB de CV SOFOM ER 72,292 89 0.0%
Crescent Point Energy Corp. 230,645 955 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 512,253 432 0.0%
CRH Medical Corp. 51,403 215 0.0%
Crius Energy Trust 7,701 35 0.0%
Crombie Real Estate Investment Trust 117 1 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 171,625 174 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 491,105 504 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 118,115 158 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 57,380 74 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 278 399 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 148,204 217 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 30,928 48 0.0%
Crown Holdings Inc. 1,083 61 0.0%
Crown Ltd. 39,902 455 0.0%
Crown Subsea Communications Holing Inc. Term Loan 1st Lien F/R 11-02-2025 1,353 2 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 108,384 135 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 163,710 241 0.0%
CSC Holdings LLC 5.25% 06-01-2024 62,905 79 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 118,115 149 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 138,008 176 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 250,771 353 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 142,982 195 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 129,305 166 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 216,513 271 0.0%
CSM NV Term Loan B F/R 07-03-2020 10 0.0%
CSPC Pharmaceuticals Group Ltd. 6,295 12 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 352,000 459 0.0%
CSS Industries Inc. 1,436 18 0.0%
CT Real Estate Investment Trust 20,012 231 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 297,039 291 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,104,987 1,093 0.0%
CU Inc. 3.95% 11-23-2048 Callable 2048 467,283 477 0.0%
CU Inc. 3.964% 07-27-2045 Callable 121,751 125 0.0%
Cuckoo Holdings Co. Ltd. 27 4 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 400,038 567 0.0%
CVS Health Corp. 10,093 902 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 202,661 275 0.0%
Cyfrowy Polsat SA 390 3 0.0%
DACIN Construction Co. Ltd. 91,793 80 0.0%
Dae Han Flour Mills Co. Ltd. 15 3 0.0%
Daechang Co. Ltd. 59,715 68 0.0%
Daekyo Co. Ltd. 89 1 0.0%
Daelim Industrial Co. Ltd. 7,478 939 0.0%
Daesang Corp. 125 4 0.0%
Daewon Pharmaceutical Co. Ltd. 1,612 32 0.0%
Daihan Pharmaceutical Co. Ltd. 1,441 68 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 306,035 306 0.0%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 242 8 0.0%
Daishin Securities Co. Ltd. Pref. 401 4 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 76,081 100 0.0%
Dana Gas PJSC 88,300 31 0.0%
Danaher Corp. 9,414 1,324 0.1%
Danske Bank AS 2.80% 03-10-2021 144A 386,539 514 0.0%
Darfon Electronics Corp. 1,049 2 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 82,059 127 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 138,008 189 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 101,445 136 0.0%
Dave & Buster's Entertainment Inc. 17,918 1,089 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,333,424 1,655 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 499,942 645 0.0%
DB Insurance Co. Ltd. 341 29 0.0%
DB Master Finance LLC 3.63% 11-20-2047 97,240 128 0.0%
DB Master Finance LLC 3.98% 02-20-2022 214,208 297 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 8,703 11 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 259,854 348 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 146,637 162 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 162,387 213 0.0%
Dell Technologies Inc. 11,389 1,372 0.1%
Delphi Energy Corp. 586 0.0%
Delta Air Lines Inc. 14,114 961 0.0%
Delta Electronics Inc. 17,590 102 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 13,601 18 0.0%
Delta Property Fund Ltd. 194,577 83 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 75,996 97 0.0%
Dentsply Sirona Inc. 25,378 1,288 0.1%
Detour Gold Corp. 39 0.0%
Deutsch Motors Inc. 12,068 76 0.0%
Deutsche Boerse AG 2,483 407 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 191,800 389 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 882,714 1,570 0.2%
Deutsche Lufthansa AG Reg. 47,171 1,453 0.1%
DexCom Inc. 7,181 1,174 0.1%
DGB Financial Group Inc. 1,033 11 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 209,925 170 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 23,119 31 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 13 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 516 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,106 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 219,999 302 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 65,030 90 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 94,492 125 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 217,581 291 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 57,034 76 0.0%
Direcional Engenharia SA 28,561 75 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 77,086 104 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 67,139 86 0.0%
DISH DBS Corp. 5.875% 11-15-2024 855,508 941 0.0%
DISH Network Corp. 3.38% 08-15-2026 Conv. 52,219 57 0.0%
DMC Global Inc. 121 6 0.0%
DMCI Holdings Inc. 9,863 3 0.0%
DMG Mori AG 2,803 189 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 86,048 113 0.0%
Dolby Laboratories Inc. Class A 8,628 728 0.0%
Dollarama Inc. 139,331 4,524 0.3%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 369,649 369 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,640 238 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 213,354 294 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 223,456 305 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 131,863 176 0.0%
Dong-A Hwa Sung Co. Ltd. 17,158 85 0.0%
Dongfeng Motor Group Co. Ltd. 28,179 35 0.0%
DongKook Pharmaceutical Co. Ltd. 1,192 85 0.0%
Dongwon Development Co. Ltd. 514 3 0.0%
Dongyue Group Ltd. 2,248 2 0.0%
Dorel Industries Inc. Class B Sub. voting 11,844 209 0.0%
Dorman Products Inc. 1,026 126 0.0%
Douja Promotion Groupe Addoha SA 36,962 90 0.0%
Douzone Bizon Co. Ltd. 304 19 0.0%
Drax Group PLC 11,332 71 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 319,500 435 0.0%
DRB-Hicom BHD 27,664 16 0.0%
Dream Global Real Estate Investment Trust 96,274 1,146 0.1%
Dream Industrial Real Estate Investment Trust 32,679 311 0.0%
Dream Office Real Estate Investment Trust 94,461 2,106 0.2%
Driven Brands Funding LLC 4.74% 04-20-2048 150,927 208 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 53,058 2 0.0%
DTE Energy Co. Conv. Pfd. 659 46 0.0%
DTR Automotive Corp. 1,913 75 0.0%
Dual Co. Ltd. 22,846 80 0.0%
Dundee Precious Metals Inc. 11,453 41 0.0%
DY Corp. 132 1 0.0%
DY POWER Corp. 7,792 136 0.0%
Dynegy Inc. 7.625% 11-01-2024 35,703 52 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 62,480 92 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 162,875 201 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 3 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 400,809 532 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 144,527 193 0.0%
Eastman Chemical Co. 3,550 354 0.0%
Eaton Corp. PLC 10,081 944 0.0%
Ebro Foods SA 9,900 270 0.0%
ECN Capital Corp. 273,424 943 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 41,030 64 0.0%
Ecopetrol SA Sponsored ADR 10,912 236 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 93,249 123 0.0%
EDP - Energias do Brasil SA 1,454 8 0.0%
EFG Eurobank Ergasias 3,103 3 0.0%
Egis Technology Inc. 150 1 0.0%
Elan Microelectronics Corp. 106,706 358 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 300,763 401 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 52,811 68 0.0%
Electricity Generating PCL 1,859 19 0.0%
Element Fleet Management Corp. 318,427 2,200 0.2%
Emera Inc. 8,639 378 0.0%
Emera Inc. 2.90% 06-16-2023 449,398 441 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 259,854 356 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 4,973 6 0.0%
Emirates NBD PJSC 3,028 10 0.0%
Empire Co. Ltd. Class A non-voting 175,875 5,070 0.3%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 173,190 232 0.0%
Empresa de Energia de Bogota SA ESP 16,308 12 0.0%
Empresas CMPC SA 1,184 5 0.0%
Enagas SA 2,258 83 0.0%
Enanta Pharmaceuticals Inc. 343 33 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 674,346 681 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 755,140 708 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 279,085 344 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 66,009 85 0.0%
Enbridge Inc. 357,306 15,153 0.8%
Enbridge Inc. 3.19% 12-05-2022 425,035 424 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 333,437 317 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 139,003 185 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 1,992 3 0.0%
Enbridge Inc. 3.94% 01-13-2023 637,552 652 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 643,189 658 0.0%
Enbridge Inc. 4.24% 08-27-2042 403,974 369 0.0%
Enbridge Inc. 4.57% 03-11-2044 5,110,176 4,928 0.3%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 6,310 156 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,453,623 4,115 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 382,851 425 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 153,923 186 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,550,389 1,558 0.1%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 609,921 572 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 145,353 143 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 6,367 9 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 104,789 140 0.0%
EnCana Corp. 214,729 1,692 0.2%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 130,911 128 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 9,351 10 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 486,076 484 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 363,292 362 0.0%
Enerflex Ltd. 7,349 117 0.0%
Energa SA 150 0.0%
Energisa SA 1,892 25 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 28,902 36 0.0%
Energizer Holdings Inc. Bridge Loan Exp. 05-18-2019 17,950,000 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 48,454 65 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 30,177 42 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 163,398 218 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 193,816 221 0.0%
Enerplus Corp. 191,072 2,029 0.2%
Enersis SA ADR 1,604 20 0.0%
Enghouse Systems Ltd. 13,847 920 0.0%
Engie Brasil Energia SA 7,255 84 0.0%
Eni SPA 11,190 241 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 301,528 311 0.0%
EnPro Industries Inc. 1,551 127 0.0%
Ensco PLC 7.75% 02-01-2026 78,631 79 0.0%
Ensco PLC Class A 47,860 232 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 237,341 319 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 5 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 301,977 410 0.0%
EOG Resources Inc. 2.63% 03-15-2023 Callable 2022 207,634 273 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 29,582 30 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 394,095 379 0.0%
ePlus Inc. 3,135 304 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 250,558 339 0.0%
Equifax Inc. 6,258 795 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 88,276 138 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 131,792 178 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 176,484 241 0.0%
Equitable Group Inc. 352 21 0.0%
Equity Commonwealth 8,387 343 0.0%
Erajaya Swasembada Tbk PT 90,728 19 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 2,128 4 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 194,356 250 0.0%
Estacio Participacoes SA 1,664 14 0.0%
Etsy Inc. 5,273 342 0.0%
Eugene Investment & Securities 607 2 0.0%
Eurazeo SA 2,302 222 0.0%
EUROFIMA 4.55% 03-30-2027 1,378,263 1,554 0.1%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 144,691 149 0.0%
Euronet Worldwide Inc. 1,210 169 0.0%
European Investment Bank 1.50% 05-12-2022 1,004,602 159 0.0%
EVA Airways Corp. 8,544 6 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 69,026 41 0.0%
Evertz Technologies Ltd. 1,368 22 0.0%
Evolent Health Inc. Class A 4,829 131 0.0%
Evonik Industries AG 13,508 460 0.0%
Evraz PLC 19,558 163 0.0%
Excelsior Biopharma Inc. 34,995 63 0.0%
Exco Technologies Ltd. 3,401 31 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 370,345 490 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 97,548 132 0.0%
Exelon Corp. 41,694 2,565 0.2%
ExlService Holdings Inc. 21,990 1,579 0.2%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 129,554 161 0.0%
Expedia Inc. 5.00% 02-15-2026 177,795 245 0.0%
Export Development Canada 0.88% 12-07-2021 101,952 176 0.0%
Export Development Canada 2.40% 06-07-2021 111,899 108 0.0%
Export Development Canada 4.875% 01-24-2019 73,356 67 0.0%
Extendicare Inc. 53,280 338 0.0%
Exxaro Resources Ltd. 30 0.0%
Exxon Mobil Corp. 12,522 1,165 0.1%
F&F Co. Ltd. 64 3 0.0%
F5 Networks Inc. 11,429 2,526 0.2%
Facebook Inc. 4,940 883 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 895,114 1,035 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 264,035 270 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 116,715 114 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,679,592 1,738 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 54,404 71 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 168,995 183 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 493,411 799 0.0%
Fairfax Financial Holdings Ltd. Sub. voting 40 24 0.0%
Fairfax India Holdings Corp. 5,590 100 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 61,367 84 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 53,463 80 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 100,264 137 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 96,019 131 0.0%
Fannie Mae Strip 4.00% 01-25-2041 17,509 5 0.0%
Fannie Mae Strip 4.00% 11-25-2039 44,931 13 0.0%
Fannie Mae Strip 4.50% 03-25-2041 21,248 6 0.0%
Fantasia Holdings Group Co. Ltd. 4,497 1 0.0%
Far Eastern Department Stores Ltd. 102,292 72 0.0%
Far Eastern New Century Corp. 11,691 15 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 211,364 203 0.0%
Federal Grid Co. Unified Energy System PJSC 2,752,159 8 0.0%
Federal Republic of Germany 1.94% 04-15-2020 377,061 692 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,948,589 1,958 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 287,953 1,061 0.0%
Feng Hsin Steel Co. Ltd. 40,769 106 0.0%
Feng TAY Enterprise Co. Ltd. 22,526 176 0.0%
Ferrovial SA 13,732 380 0.0%
Fevertree Drinks PLC 1,754 67 0.0%
Fiat Chrysler Automobiles NV 11,051 219 0.0%
Fibra Uno Administration SA 2,169 3 0.0%
Fibria Celulose SA ADR 405 10 0.0%
Fiera Capital Corp. 235 3 0.0%
Fifth Avenue LP 4.71% 08-05-2021 280,804 288 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 160,140 191 0.0%
Fila Korea Ltd. 3,505 230 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 251,225 314 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 307,115 401 0.0%
Fine Semitech Corp. 16,337 76 0.0%
Finning International Inc. 6,411 153 0.0%
First Capital Realty Inc. 48,941 923 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 342,453 347 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 138,008 186 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 165,764 221 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 152,253 200 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 347,014 467 0.0%
First Gen Corp. 212,666 110 0.0%
First Hi-Tec Enterprise Co. Ltd. 50,069 85 0.0%
First Majestic Silver Corp. 1 0.0%
First Nations ETF LP 4.14% 12-31-2041 164,576 170 0.0%
First Philippine Holdings Corp. 44,095 74 0.0%
First Quantum Minerals Ltd. 31,354 346 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 96,058 106 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 514,901 621 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 119,860 136 0.0%
First Republic Bank 1,003 119 0.0%
First Tennessee Bank NA 86 86 0.0%
FirstRand Ltd. 39,860 248 0.0%
FirstService Corp. 4,026 377 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 37,403 46 0.0%
Flughafen Wien AG 491 27 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 108,996 151 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 43,516 44 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 42,448 57 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 170,014 164 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 320,803 307 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 308,921 304 0.0%
Ford Motor Co. 24,195 253 0.0%
Ford Motor Co. 6.625% 10-01-2028 29,591 41 0.0%
Ford Otomotiv Sanayi AS 270 3 0.0%
Forestar Group Inc. 821 16 0.0%
Formetal Inc. 14,736 65 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 42,776 58 0.0%
Formosa Chemicals & Fibre Corp. 5,425 25 0.0%
Formosa International Hotels Corp. 450 3 0.0%
Formosa Petrochemical Corp. 2,998 15 0.0%
Formosa Plastics Corp. 22,381 101 0.0%
Formosa Taffeta Co. Ltd. 2,248 3 0.0%
Fortified Trust 1.67% 07-23-2021 588,798 573 0.0%
Fortified Trust 2.16% 10-23-2020 1,013,895 1,006 0.0%
Fortinet Inc. 16,747 1,609 0.2%
Fortis Inc. 73,031 3,324 0.3%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 89,772 88 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 100,333 99 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 431,697 464 0.0%
Fortive Corp. 818 145 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 869,445 1,110 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 744,599 1,018 0.0%
Fosun International Ltd. 3,148 6 0.0%
Fosun International Ltd. Rights Exp. 12-13-2018 8 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 140,538 181 0.0%
Franco-Nevada Corp. 16,359 1,566 0.1%
Fraser & Neave Holdings Bhd 15,465 171 0.0%
Freddie Mac Strips 3.50% 11-15-2027 30,281 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 530 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 65,031 88 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 13,642 19 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 43,464 60 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 169,339 232 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 49,342 67 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 15,998 22 0.0%
Freeport-McMoRan Inc. 7,474 105 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 508,267 657 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 93,083 131 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 385,779 706 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 610,271 1,293 0.1%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 132,018 181 0.0%
Freshpet Inc. 13,521 593 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 240,572 317 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 45,054 43 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 35,703 30 0.0%
Frontken Corp. BHD 363,514 85 0.0%
FTI Consulting Inc. 21,788 1,981 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 80,816 99 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 37,711 51 0.0%
Fufeng Group Ltd. 2,548 1 0.0%
Fukuda Denshi Co. Ltd. 202 17 0.0%
Funai Electric Co. Ltd. 8,448 55 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 99,309 129 0.0%
Futaba Corp. 4,315 85 0.0%
Futures Contracts 1,834 0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 524,296 618 0.0%
Galenica AG 1,815 109 0.0%
Galp Energia SGPS SA 3,629 78 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 480,550 638 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 443,106 433 0.0%
Gartner Inc. 3,383 590 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 1,087,270 1,539 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 387,106 510 0.0%
GATX Corp. 28,302 2,734 0.2%
Gaz Metro Inc. 1.52% 05-25-2020 205,947 203 0.0%
Gazprom Neft PJSC 5,906 40 0.0%
Gazprom PJSC 63,482 194 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 193,958 259 0.0%
GCI Liberty Inc. Class A 5,647 317 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 677,514 646 0.0%
Gear Energy Ltd. 391 0.0%
GEK TERNA Holdings Real Estate Construction SA 1,274 10 0.0%
Gemdale Properties and Investment Corp. Ltd. 11,991 2 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,770,355 1,679 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 2,316,379 2,332 0.2%
General Electric Capital Corp. F/R 07-30-2019 81,140 12 0.0%
General Electric Co. 11,291 117 0.0%
General Electric Co. 6.88% 01-10-2039 556,058 795 0.0%
General Electric Co. 8.35% 09-03-2022 140,151 9 0.0%
General Electric Co. F/R 05-05-2026 49,903 56 0.0%
General Electric Co. F/R 12-08-2021 36,882 5 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 3,688 5 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 409,254 405 0.0%
Genesco Inc. 14,068 850 0.0%
Genesis Trust II 1.699% 04-15-2020 686,491 679 0.0%
Genesis Trust II 2.43% 05-15-2019 1,746,251 1,748 0.2%
Genomic Health Inc. 541 48 0.0%
Genomma Lab Internacional SAB de CV 734 1 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 132,119 175 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 238,485 321 0.0%
Genworth MI Canada Inc. 62,429 2,510 0.2%
Genworth MI Canada Inc. 4.242% 04-01-2024 316,842 321 0.0%
GeoPark Ltd. 1,723 32 0.0%
George Weston Ltd. 3,829 345 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 967,053 1,170 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 879,756 1,051 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 799,195 1,020 0.0%
Giant Manufacturing Co. Ltd. 1,649 11 0.0%
Gibson Energy Inc. 54,257 1,014 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 273,815 277 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,753,175 1,706 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 287,324 288 0.0%
Gildan Activewear Inc. 40,810 1,691 0.2%
Gilead Sciences Inc. 4,033 344 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 773,623 749 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 660,088 655 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 305,932 307 0.0%
Glanbia PLC 29,068 745 0.0%
GlaxoSmithKline PLC 104,168 2,702 0.2%
Glencore PLC 53,300 270 0.0%
Global Standard Technology Co. Ltd. 2,819 15 0.0%
Globant SA 2,580 198 0.0%
Globe Telecom Inc. 1,131 56 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 76,506 104 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 98,222 132 0.0%
GMP Capital Inc. 195 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 241,590 333 0.0%
Goldcorp Inc. 108,003 1,444 0.1%
Golden Star Resources Ltd. 977 4 0.0%
Government of Aruba 4.625% 09-14-2023 1,844 3 0.0%
Government of Aruba 6.50% 01-31-2029 15,122 22 0.0%
Government of Australia 2.25% 05-21-2028 29,505 28 0.0%
Government of Australia 2.75% 11-21-2028 749,254 748 0.0%
Government of Australia 5.75% 07-15-2022 161,632 176 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 6,491 9 0.0%
Government of Bermuda 4.854% 02-06-2024 7,716 11 0.0%
Government of Canada 0.75% 09-01-2020 560,861 551 0.0%
Government of Canada 0.75% 09-01-2021 1,182,877 1,149 0.1%
Government of Canada 1.00% 06-01-2027 6,268,192 5,811 0.4%
Government of Canada 1.00% 09-01-2022 285,158 276 0.0%
Government of Canada 1.25% 11-01-2019 895,190 891 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 7,597,917 9,312 0.5%
Government of Canada 1.50% 03-01-2020 399,106 398 0.0%
Government of Canada 1.50% 06-01-2023 3,751,957 3,691 0.3%
Government of Canada 1.50% 06-01-2026 675,930 656 0.0%
Government of Canada 1.75% 05-01-2020 686,491 686 0.0%
Government of Canada 1.75% 08-01-2020 58,354,716 58,265 2.8%
Government of Canada 2.00% 06-01-2028 41,116,557 41,246 2.0%
Government of Canada 2.25% 06-01-2025 818,519 835 0.0%
Government of Canada 2.25% 06-01-2029 5,139,970 5,270 0.3%
Government of Canada 2.50% 06-01-2024 1,251,526 1,290 0.1%
Government of Canada 2.75% 06-01-2022 651,363 670 0.0%
Government of Canada 2.75% 12-01-2048 4,520,733 5,084 0.3%
Government of Canada 3.00% 12-01-2036 Real Return 215,189 386 0.0%
Government of Canada 3.25% 06-01-2021 52,158,010 53,853 2.6%
Government of Canada 3.50% 06-01-2020 53,478,350 54,715 2.6%
Government of Canada 4.00% 12-01-2031 Real Return 662,728 1,373 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 219,149 390 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 3,129,022 6,121 0.4%
Government of Cayman Islands 5.95% 11-24-2019 144A 7,008 10 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 92,006 141 0.0%
Government of France 4.32% 07-25-2029 278,981 798 0.0%
Government of Germany 0.25% 08-15-2028 964,258 1,509 0.1%
Government of Germany 0.50% 02-15-2028 7,155 10 0.0%
Government of Hungary 6.38% 03-29-2021 382,445 553 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 1,092,417,712 96 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 4,389,372,757 366 0.0%
Government of Indonesia 6.63% 05-15-2033 2,904,925,989 239 0.0%
Government of Indonesia 7.00% 05-15-2022 4,511,329,993 418 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2,273,538,154 201 0.0%
Government of Indonesia 7.50% 08-15-2032 1,131,995,463 100 0.0%
Government of Indonesia 8.25% 07-15-2021 2,799,972,525 269 0.0%
Government of Indonesia 8.38% 03-15-2024 1,776,475,418 171 0.0%
Government of Indonesia 8.38% 09-15-2026 4,317,118,108 416 0.0%
Government of Ireland 1.00% 05-15-2026 7,396 12 0.0%
Government of Ireland 3.40% 03-18-2024 412,036 753 0.0%
Government of Italy 1.30% 05-15-2028 11,728 18 0.0%
Government of Jamaica 8.00% 06-24-2019 2,508 3 0.0%
Government of Japan 0.10% 02-15-2019 3,688,173 46 0.0%
Government of Malaysia 3.62% 11-30-2021 258,611 85 0.0%
Government of Malaysia 3.73% 06-15-2028 239,961 77 0.0%
Government of Malaysia 3.84% 04-15-2033 678,355 210 0.0%
Government of Malaysia 3.88% 03-14-2025 353,103 116 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 419,496 136 0.0%
Government of Malaysia 4.06% 09-30-2024 1,309,216 434 0.0%
Government of Malaysia 4.16% 07-15-2021 746,987 250 0.0%
Government of Mexico 4.60% 01-23-2046 94,492 114 0.0%
Government of New Zealand 3.00% 04-15-2020 387,916 361 0.0%
Government of New Zealand 5.50% 04-15-2023 139,252 143 0.0%
Government of New Zealand 6.00% 05-15-2021 369,266 372 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,268,186 205 0.0%
Government of Norway 4.50% 05-22-2019 3,297,284 527 0.0%
Government of Philippines 3.50% 03-20-2021 13,171,730 320 0.0%
Government of Philippines 3.50% 04-21-2023 8,444,629 192 0.0%
Government of Philippines 4.625% 09-09-2040 1,262,219 23 0.0%
Government of Philippines 4.95% 01-15-2021 4,451,085 114 0.0%
Government of Philippines 6.25% 01-14-2036 6,713,928 171 0.0%
Government of Philippines 7.375% 03-03-2021 4,650,017 123 0.0%
Government of Philippines 8.00% 07-19-2031 9,088,670 258 0.0%
Government of Philippines 8.125% 12-16-2035 2,983,968 84 0.0%
Government of Portugal 5.13% 10-15-2024 144A 177,795 255 0.0%
Government of Qatar 6.55% 04-09-2019 20,654 28 0.0%
Government of Russia 7.05% 01-19-2028 1,050,789 19 0.0%
Government of Singapore 2.50% 06-01-2019 422,729 424 0.0%
Government of Singapore 3.25% 09-01-2020 599,280 613 0.0%
Government of United Kingdom 1.63% 10-22-2028 831,212 1,495 0.1%
Grafton Group PLC 6,684 75 0.0%
Graham Holdings Co. 480 419 0.0%
Gran Tierra Energy Inc. 237,980 709 0.0%
Grand Canyon Education Inc. 4,708 617 0.0%
Grand Pacific Petrochemical Corp. 1,799 2 0.0%
Granite Real Estate Investment Trust 59,098 3,145 0.2%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 374,942 499 0.0%
Great Canadian Gaming Corp. 22,125 1,059 0.0%
Great Eagle Holdings Ltd. 16,534 96 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 133,461 185 0.0%
Great-West Lifeco Inc.* 15,597 440 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 518,986 616 0.0%
Green Cross Holdings Corp. 162 5 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 218,875 296 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 85,789 105 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 19,663 27 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 162,392 213 0.0%
Grupa Lotos SA 450 15 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV (OMA) 57,014 371 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 45 2 0.0%
Grupo Comercial Chedraui SA de CV 1,034 3 0.0%
Grupo Financiero Banorte SAB de CV Series O 39,151 261 0.0%
Grupo Herdez SAB de CV 654 2 0.0%
Grupo Mexico SAB de CV Series B 14 0.0%
Grupo Simec SA de CV 26,434 112 0.0%
GS Engineering & Construction Corp. 8,344 447 0.0%
GS Holdings Corp. 24 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 33,570 46 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 28,596 39 0.0%
GS Retail Co. Ltd. 51 3 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,212 8 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 35,334 48 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 8,035 11 0.0%
Guangzhou Automobile Group Co. Ltd. 29,079 40 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 300 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 76,293 157 0.0%
Guaranty Trust Bank PLC 213,670 28 0.0%
Guararapes Confeccoes SA 493 28 0.0%
Guardian Capital Group Ltd. 78 2 0.0%
Gulf Keystone Petroleum Ltd. 14,537 46 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 127,085 159 0.0%
H&R Real Estate Investment Trust 42,373 875 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 353,809 346 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 703,087 683 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 215,938 213 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 106,926 146 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 889,193 1,100 0.1%
Haemonetics Corp. 40,237 5,492 0.4%
Halcon Resources Corp. 5,213 12 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 1,416 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 39,181 52 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 93,038 124 0.0%
Hana Financial Group Inc. 5,044 224 0.0%
Handsome Co. 1,981 88 0.0%
Hang Lung Development Co. 142,695 496 0.0%
Hanil Hyundai Cement Co. Ltd. 48 2 0.0%
Hanjaya Mandala Sampoerna TBK PT 113,452 40 0.0%
Hannover Rueckversicherung SE Reg. 14,475 2,663 0.2%
HannStar Display Corp. 2,548 1 0.0%
Hansol Paper Co. Ltd. 4,181 85 0.0%
Hanwha General Insurance Co. Ltd. 194 1 0.0%
HAP Seng Consolidated BHD 37,604 122 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 64,614 87 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 117,447 7 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 34,850 48 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 232,351 229 0.0%
Harmony Gold Mining Co. Ltd. ADR 480 1 0.0%
Hartalega Holdings Bhd 35,559 72 0.0%
Harum Energy TBK PT 502,970 67 0.0%
Haseko Corp. 4,002 58 0.0%
Hawaiian Electric Industries Inc. 13,146 657 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 90,762 116 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 492,235 668 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 137,511 193 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 776,960 1,010 0.0%
HCA Inc. 5.00% 03-15-2024 138,008 187 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 100,709 138 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 265,647 346 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 212,553 298 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 147,955 215 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 108,981 146 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 349,318 351 0.0%
HDFC Bank Ltd. ADR 1,094 155 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 216,509 278 0.0%
HealthSouth Corp. 3,081 259 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 161 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 1,755 2 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,442,159 1,443 0.1%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,735,239 1,730 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 511,749 499 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 863,785 848 0.0%
Heidrick & Struggles International Inc. 958 41 0.0%
Helen of Troy Ltd. 1,094 196 0.0%
Hellenic Telecommunications Organization SA (OTE) 465 7 0.0%
Hengan International Group Co. Ltd. 1,049 10 0.0%
Henkel AG & Co. KGaA 4,425 593 0.0%
Henkel AG & Co. KGaA Pfd. 1,686 251 0.0%
Hennes & Mauritz AB B 8,951 174 0.0%
Henry Schein Inc. 2,553 273 0.0%
Herbalife Ltd. 1,499 121 0.0%
Hermes International 26 20 0.0%
Heroux-Devtek Inc. 39 1 0.0%
Hess Corp. Pfd. Conv. 3,220 218 0.0%
Hexindai Inc. 12,066 41 0.0%
High Arctic Energy Services Inc. 78 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 166,255 216 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 28,596 37 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 92,832 123 0.0%
Hitachi Ltd. 15,798 577 0.0%
HKC Holdings Ltd. 24,325 29 0.0%
HMC Investment Securities Co. Ltd. 65 1 0.0%
HMS Holdings Corp. 7,747 297 0.0%
Holiday Entertainment Co. Ltd. 1,199 3 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 3,350,605 3,323 0.3%
HollyFrontier Corp. 47,223 3,293 0.3%
Holy Stone Enterprise Co. Ltd. 150 1 0.0%
Home Capital Group Inc. 2,345 34 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 7,502 10 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 9,598 13 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 163,358 164 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 109,405 110 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 29,974 30 0.0%
Honda Motor Co. Ltd. 10,492 378 0.0%
Hong Leong Financial Group BHD 1,739 11 0.0%
Hongkong Land Holdings Ltd. 162,896 1,400 0.1%
Hopewell Holdings Ltd. 81,761 490 0.0%
Horizon North Logistics Inc. 12,313 22 0.0%
Horizon Pharma Financing Inc. 6.625% 05-01-2023 Callable 2018 144A 205,985 271 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 247,613 325 0.0%
Host Hotels & Resorts Inc. 16,735 381 0.0%
Hotel Shilla Co. Ltd. 17 2 0.0%
House Foods Corp. 6,815 320 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 125,810 163 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 95,524 124 0.0%
HP Inc. 2,863 80 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,116,868 1,085 0.0%
HSBC Bank Canada 2.54% 01-31-2023 530,710 519 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,139,665 2,148 0.2%
HSBC Bank Canada F/R 07-10-2019 678,612 679 0.0%
HSBC Holdings PLC 53,140 598 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,475,270 18 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 702,370 692 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 160,388 200 0.0%
Hua Hong Semiconductor Ltd. 300 1 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 113,247 146 0.0%
HUBER+SUHNER AG 313 28 0.0%
Huchems Fine Chemical Corp. 309 9 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 251,621 342 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 168,314 225 0.0%
Hudson Ltd. 6,760 158 0.0%
Hudson River Trading LLC Term Loan B 1st Lien F/R 04-03-2025 353,458 474 0.0%
Huishang Bank Corp. Ltd. 9,713 6 0.0%
Hungary Government International Bond 6.25% 01-29-2020 249,907 351 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 98,222 119 0.0%
Huntington Ingalls Industries Inc. 4,053 1,052 0.0%
Huntsman Corp. 6,707 176 0.0%
Husky Energy Inc. 137,733 1,943 0.2%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 349,846 336 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 35,950 485 0.0%
Husky Energy Inc. 7.25% 12-15-2019 116,885 165 0.0%
Huvis Corp. 8,111 75 0.0%
Hwail Pharmaceutical Co. Ltd. 8,114 65 0.0%
Hydro One Inc. 72,395 1,466 0.1%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 3 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 310,241 295 0.0%
Hydro One Inc. 3.72% 11-18-2047 944,818 916 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 467,342 396 0.0%
Hypermarcas SA 6,370 68 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 5 0.0%
Hyundai Engineering & Construction Co. Ltd. 106 7 0.0%
Hyundai Heavy Industries Co. Ltd. 32 14 0.0%
Hyundai Hy Communications & Network Co. Ltd. 15,558 77 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 1,187 60 0.0%
Hyundai Mipo Dockyard Co. Ltd. 13 1 0.0%
Hyundai Telecommunication Co. Ltd. 6,293 83 0.0%
IAMGOLD Corp. 82,910 415 0.0%
IBI Group Inc. 8,483 37 0.0%
ICA Gruppen AB 16,480 804 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 45,989 63 0.0%
ICICI Bank Ltd. ADR 11,108 156 0.0%
IDEX Corp. 105 18 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 455,569 601 0.0%
IGB Real Estate Investment Trust 4,737 3 0.0%
IGG Inc. 19,186 36 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 132,611 122 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 25,077 32 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 150,442 201 0.0%
Ildong Pharmaceutical Co. Ltd. 2,383 60 0.0%
Immunomedics Inc. 3,362 65 0.0%
Imperial Oil Ltd. 60,433 2,090 0.2%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 89,682 106 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 136,232 182 0.0%
Indofood CBP Sukses Makmur TBK PT 31,929 32 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,455,984,757 143 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 933,072,933 93 0.0%
Industrial Alliance Insurance and Financial Services Inc. 64,779 2,822 0.2%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 171,623 172 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 660,088 662 0.0%
Industrial and Commercial Bank of China Ltd. H 944,357 920 0.0%
Industrial Bank of Korea 533 9 0.0%
Industrias CH SAB de CV 3,428 20 0.0%
Industries Qatar QSC 300 15 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 104,134 138 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 110,084 146 0.0%
Infosys Ltd. ADR 27,281 354 0.0%
ING Groep NV 12,532 184 0.0%
Ingersoll-Rand PLC 1,048 130 0.0%
Innovative Industrial Properties Inc. 2,016 125 0.0%
Inovalis Real Estate Investment Trust 1,798 17 0.0%
InPower BC General Partnership 4.471% 03-31-2033 473,415 498 0.0%
Insperity Inc. 20,803 2,650 0.2%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 426,681 441 0.0%
Instructure Inc. 10,008 512 0.0%
Intact Financial Corp. 21,609 2,143 0.2%
Intact Financial Corp. 3.77% 03-02-2026 MTN 859,434 882 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 53,790 74 0.0%
Integrys Energy Group Inc. Pfd. 821 27 0.0%
Intel Corp. 4.00% 12-01-2022 129,305 129 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 190,246 262 0.0%
Inter Pipeline Ltd. 80,467 1,556 0.1%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 829,011 790 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 718,175 692 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 490,973 473 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 425,035 430 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 179,544 170 0.0%
Inter-American Development Bank 3.50% 05-15-2021 135,522 128 0.0%
Interconexion Electrica SA ESP 4,833 28 0.0%
Interfor Corp. 22,985 331 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 141,364 190 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 966 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 104,439 102 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 126,819 120 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 6,229,035 121 0.0%
International Business Machines Corp. 2.625% 08-05-2022 43,516 78 0.0%
International Business Machines Corp. 2.75% 12-21-2020 44,760 80 0.0%
International Container Terminal Services Inc. 1,455 4 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 455,732 426 0.0%
International Finance Corp. 7.00% 07-20-2027 1,067,736 65 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 60,923 82 0.0%
International Paper Co. 2,120 117 0.0%
International Seaways Inc. 12,773 293 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,307 2 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 77,890 95 0.0%
InterRent Real Estate Investment Trust 132,574 1,730 0.2%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 255,021 344 0.0%
Intuitive Surgical Inc. 3,534 2,309 0.2%
Invesco Senior Loan ETF Put Option @ $22.00 Exp. 04-18-2019 0 0.0%
Investec Ltd. 65,685 492 0.0%
Investec PLC 165 1 0.0%
Investor AB B 426 25 0.0%
Invitation Homes Inc. 2,132 58 0.0%
IPL Plastics Inc. 156,360 1,564 0.1%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 139,949 141 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 204,801 253 0.0%
IRB Brasil Resseguros SA 1,919 56 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 27,148 35 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,523,427 1,525 0.1%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 416,201 552 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 01-18-2019 0 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 35 17 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 01-18-19 0 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Written Put Option @ $79.00 Exp. 04-18-2019 -18 -4 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 59 8 0.0%
iShares MSCI EAFE ETF 6,125 491 0.0%
iShares MSCI India ETF 92,237 4,186 0.3%
iShares MSCI Thailand ETF 9,624 1,087 0.0%
Itau Unibanco Holding SA 2,540 32 0.0%
Itausa- Investimentos Itau SA 36,593 155 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 390,822 490 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 215,642 216 0.0%
J Sainsbury PLC 158,995 733 0.0%
J.B. Hunt Transport Services Inc. 7,610 966 0.0%
Jack Henry & Associates Inc. 16,725 2,887 0.2%
Jamieson Wellness Inc. 129,760 2,768 0.2%
Japan Petroleum Exploration Co. Ltd. 2,379 58 0.0%
Japan Post Holdings Co. Ltd. 149,367 2,352 0.2%
Japfa Comfeed Indonesia Tbk 567,679 116 0.0%
JB Financial Group Co. Ltd. 1,405 10 0.0%
JBS SA 3,388 14 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 5 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 192,761 255 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 36,553 44 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 57,805 68 0.0%
Jetway Information Co. Ltd. 45,871 31 0.0%
Jiayuan International Group Ltd. 2,098 5 0.0%
JNBY Design Ltd. 81 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 116,899 117 0.0%
John Laing Group PLC 93,704 541 0.0%
Johnson & Johnson 1,339 236 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 166,943 219 0.0%
JPMorgan Chase & Co. 28,682 3,820 0.3%
JPMorgan Chase & Co. 2.75% 08-24-2022 67,139 113 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 551,833 556 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 37,300 51 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 55,949 76 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 52,219 73 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 28,469 39 0.0%
JSE Ltd. 2,188 34 0.0%
Jupai Holdings Ltd. 8,364 50 0.0%
Just Energy Group Inc. 282,386 1,274 0.1%
Kamei 1,996 31 0.0%
Kardex AG 141 22 0.0%
KB Financial Group Inc. 2,815 160 0.0%
KB Financial Group Inc. ADR 2,698 155 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 216,395 273 0.0%
Kelly Services Inc. Class A 7,208 201 0.0%
Kelt Exploration Ltd. 39 0.0%
Kennedy-Wilson Holdings Inc. 29,255 725 0.0%
Kering 1,411 908 0.0%
Kerry Properties Ltd. 28,026 131 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,348 2 0.0%
Keyera Corp. 15,675 405 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 374,930 369 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 83,443 112 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 212,202 287 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 64,605 82 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 229,814 304 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 272,797 361 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 218,861 292 0.0%
Kforce Inc. 3,970 167 0.0%
KFW 3.375% 02-15-2021 141,738 133 0.0%
KFW 3.75% 05-29-2020 208,878 195 0.0%
KG Chemical Corp. 2,584 55 0.0%
Kia Motors Corp. 4,049 167 0.0%
Kiatnakin Bank PCL 1,394 4 0.0%
Killam Apartment Real Estate Investment Trust 85,255 1,359 0.1%
Kimberly-Clark de Mexico SAB de CV Class A 3 0.0%
Kinaxis Inc. 5,155 340 0.0%
Kinden Corp. 9,033 200 0.0%
Kinder Morgan Canada Ltd. 41,533 662 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 200,988 258 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 16,151 24 0.0%
King's Town Bank Co. Ltd. 1,649 2 0.0%
Kingboard Chemical Holdings Ltd. 14,752 54 0.0%
Kingboard Laminates Holdings Ltd. 675 1 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 251,151 397 0.0%
Kinross Gold Corp. 303,172 1,334 0.1%
Kirkland Lake Gold Ltd. 99,421 3,539 0.3%
KLCCP Stapled Group 7,674 19 0.0%
KLX Energy Services Holdings Inc. 1,712 55 0.0%
KM Corp. 3,890 32 0.0%
Knight Therapeutics Inc. 7,388 57 0.0%
Koc Holding AS 345 1 0.0%
Kohl's Corp. 1,749 158 0.0%
Kolmar BNH Co. Ltd. 143 3 0.0%
Komatsu Ltd. 12,995 383 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 44,258 7 0.0%
Koninklijke Ahold Delhaize NV 37,967 1,310 0.1%
Korea Investment Holdings Co. Ltd. 201 15 0.0%
Korean Air Co. Ltd 4,216 171 0.0%
Kossan Rubber Industries 2,848 4 0.0%
KPJ Healthcare BHD 280,845 96 0.0%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 9,220 11 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 50,976 80 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 103,196 164 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 238,717 411 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 806,099 924 0.0%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 66,011 70 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 899,517 865 0.0%
Krung Thai Bank PCL 11,946 10 0.0%
Krungthai Card PCL 15,663 20 0.0%
KT Corp. ADR 105 2 0.0%
KT Skylife Co. Ltd. 5,921 83 0.0%
Kuehne + Nagel International AG 5,370 942 0.0%
Kumba Iron Ore Ltd. 4,275 115 0.0%
Kumho Industrial Co. Ltd. 5,478 79 0.0%
Kumho Petrochemical Co. Ltd. 746 80 0.0%
Kunlun Energy Co. Ltd. 11,691 17 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 9,720 82 0.0%
KWG Property Holding Ltd. 2,076 3 0.0%
Kyobo Securities Co. Ltd. 74 1 0.0%
L E Lundbergforetagen AB Class B 12,229 492 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 84,726 113 0.0%
L'Oréal SA 1,010 318 0.0%
La Comer SAB de CV 54,883 78 0.0%
Labrador Iron Ore Royalty Corp. 80,319 1,947 0.2%
Lai Sun Development Co. Ltd. 5,807 13 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 19,644 27 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 32,324 43 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,416,686 1,869 0.2%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2040 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 203,904 198 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 138,008 129 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 207,634 215 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 5 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 1,643 2 0.0%
Lar Espana Real Estate SOCIMI SA 1,603 19 0.0%
Largo Resources Ltd. 74,154 210 0.0%
Larsen & Toubro Ltd. 150 4 0.0%
Lassonde Industries Inc. Class A Sub. voting 292 58 0.0%
Laurentian Bank of Canada 7,874 300 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 499,030 489 0.0%
Laurentian Bank of Canada F/R 10-22-2019 34,620 35 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 7 0.0%
Learning Technologies Group PLC 31,172 38 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 794,756 1,109 0.1%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 85,857 118 0.0%
Lenovo Group Ltd. 149,278 138 0.0%
Leon's Furniture Ltd. 195 3 0.0%
Leroy Seafood Group ASA 10,928 114 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 462,061 619 0.0%
LF Corp. 3,229 98 0.0%
LG Corp. 1,132 97 0.0%
LG Electronics Inc. 22 2 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 151,148 208 0.0%
LG Uplus Corp. 2,003 43 0.0%
Li Ning Co. Ltd. 2,248 3 0.0%
Liberty Expedia Holdings Inc. 488 26 0.0%
Liberty Global PLC Class A 19,871 578 0.0%
Liberty Holdings Ltd. 22,246 232 0.0%
Liberty Latin America Ltd.- Class A 1,711 34 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 88,164 120 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 259,022 335 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 137,307 174 0.0%
Lilang China Co. Ltd. 95,761 110 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 94,741 129 0.0%
Linamar Corp. 2,725 123 0.0%
Linx SA 495 6 0.0%
Lion Travel Service Co. Ltd. 18,843 73 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 40,722 54 0.0%
Lite-On Technology Corp. 66,511 120 0.0%
LivaNova PLC 1,079 135 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 42,273 57 0.0%
LivePerson Inc. 12,974 334 0.0%
Liverty Latin America Ltd.-Class C 4,573 91 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 41,032 40 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 1 0.0%
Lloyds Bank PLC F/R 07-11-2023 4,667,876 4,527 0.3%
Lloyds Banking Group PLC 3.50% 02-03-2025 770,718 745 0.0%
Loblaw Companies Ltd. 67,985 4,155 0.3%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 224,430 229 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 576,124 594 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,848,410 3,247 0.2%
Logan Property Holdings Co. Ltd. 899 2 0.0%
Longfor Properties Co. Ltd. 12,666 52 0.0%
Loral Space & Communications Inc. 3,176 161 0.0%
Lotte Food Co. Ltd. 75 65 0.0%
Lotte Himart Co. Ltd. 41 2 0.0%
Lotte Non-Life Insurance Co. Ltd. 1,057 3 0.0%
Lotus Pharmaceutical Co. Ltd. 899 3 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 63,755 84 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 412,687 390 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 126,235 162 0.0%
LS Corp. 204 12 0.0%
LS Industrial Systems Co. Ltd. 28 2 0.0%
LSR Group OJSC-GDR Regs 36,540 84 0.0%
LT Group Inc. 37,299 16 0.0%
Lucara Diamond Corp. 44,133 65 0.0%
Lukoil 764 75 0.0%
Lukoil PJSC - Sponsored ADR 1,222 119 0.0%
Lululemon Athletica Inc. 13,745 2,280 0.2%
Lundin Mining Corp. 327,026 1,844 0.2%
Luye Pharma Group Ltd. 389,177 370 0.0%
LVMH Moet Hennessy Louis Vuitton SE 1,210 488 0.0%
LyondellBasell Industries NV Class A 12,274 1,392 0.1%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 8 10 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 113,142 147 0.0%
M&T Bank Corp. Pfd. Series A 127 173 0.0%
Maanshan Iron and Steel Co. Ltd. H 215,418 129 0.0%
Machvision Inc. 300 5 0.0%
Mackenzie Global High Yield Fixed Income ETF 3,319 62 0.0%
Mackenzie Maximum Diversification Canada Index ETF 529,400 10,884 0.6%
Mackenzie Multi-Strategy Absolute Return Fund Series R 7,224,025 70,377 3.3%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 42,920 4,044 0.3%
Mackenzie US TIPS Index ETF (CAD-Hedged) 46,131 4,411 0.3%
Macquarie Mexico Real Estate Management SA de CV 139,400 171 0.0%
Macy's Inc. 27,982 1,137 0.1%
Maeil Dairies Co. Ltd. 777 75 0.0%
Magellan Aerospace Corp. 3,499 52 0.0%
Magna International Inc. 25,314 1,569 0.1%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,813,557 2,806 0.2%
Magna International Inc. Class A 5,620 348 0.0%
Magnitogorsk Iron & Steel Work 39,226 33 0.0%
Mahindra & Mahindra Ltd. 5,654 88 0.0%
Mainstreet Equity Corp. 156 7 0.0%
Makalot Industrial Co. Ltd. 10,498 80 0.0%
MAKUS Inc. 1,603 8 0.0%
Malayan Banking BHD 165 1 0.0%
Malaysia Steel Works (KL) BHD 644,170 82 0.0%
Mallinckrodt PLC 26,180 564 0.0%
Manhattan Associates Inc. 3,226 186 0.0%
Manila Electric Co. 1,918 19 0.0%
Manila Water Co. 2,233 2 0.0%
Manpower Inc. 2,016 178 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 578,237 564 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 829,070 806 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 379,353 376 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,425,789 1,486 0.1%
Manulife Financial Corp. 358,015 6,935 0.4%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 223,711 223 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,436,352 1,401 0.1%
Manulife Financial Corp. Pfd. Series 13 10,720 208 0.0%
Maple Leaf Foods Inc. 85,470 2,336 0.2%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 174,065 243 0.0%
Marcopolo SA Pfd. 113,463 163 0.0%
Marcopolo SA Rights Exp. 01-18-2019 2,701 1 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 78,817 46 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 5,135 5 0.0%
Markel Corp. 572 810 0.0%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 182,768 244 0.0%
Martinrea International Inc. 145,786 1,583 0.2%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 17,001 23 0.0%
Matrix Service Co. 746 18 0.0%
Matson Inc. 3,408 149 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,836,629 1,736 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 40,429 49 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 178,090 228 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 983,385 1,075 0.0%
MAXIMUS Inc. 21,316 1,893 0.2%
Mayne Pharma Group Ltd. 43,985 33 0.0%
MBK PCL 19,935 17 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 209,600 207 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 449,641 447 0.0%
MCAP Service Corp. 1.08% 05-01-2022 328,151 329 0.0%
MCAP Service Corp. 1.13% 10-01-2021 614,774 614 0.0%
MCAP Service Corp. 1.24% 09-01-2021 465,052 467 0.0%
MCAP Service Corp. 1.386% 04-01-2021 458,622 462 0.0%
McCormick & Co. Inc. non-voting 302 57 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 1,977 3 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 876,606 862 0.0%
McGrath RentCorp. 18,125 1,273 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 40,303 50 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 162,875 204 0.0%
Medical Facilities Corp. 31,116 468 0.0%
Medicare Group 135 3 0.0%
Medifast Inc. 3,097 528 0.0%
Medtronic PLC 15,961 1,981 0.2%
MEG Energy Corp. 49,801 384 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 320,136 415 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 361,110 501 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 995,021 1,303 0.1%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 4 0.0%
Megacable Holdings SAB de CV 5,414 33 0.0%
MegaStudyEdu Co. Ltd. 128 4 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 459,977 463 0.0%
Mellanox Technologies Ltd. 7,480 943 0.0%
MercadoLibre Inc. 68 27 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 66,305 84 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 31,028 41 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 499,584 681 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 118,500 167 0.0%
Merck & Co. Inc. 7,712 804 0.0%
Mercuries & Associates Holding Ltd. 11,332 9 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 907,798 1,221 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 285,585 379 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 773 21 0.0%
Meritz Securities Co. Ltd. 62,254 326 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 198,836 199 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 820,076 822 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 121,845 154 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,782 8 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 13,213 19 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 7,845 11 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 70,530 95 0.0%
Mesa Laboratories Inc. 242 69 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 114,656 158 0.0%
Methanex Corp. 55,547 3,647 0.3%
Metlifecare Ltd. 60,196 297 0.0%
Metro Inc. 78,147 3,699 0.3%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,464,338 1,363 0.1%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 129,305 166 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 1,491,798 1,478 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,738,671 1,748 0.2%
Mexichem SAB de CV 5 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 9,958 12 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 325,750 393 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 340,670 417 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 657,716 793 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 185,255 224 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 40,803 49 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 112,438 146 0.0%
Micron Technology Inc. 5,294 229 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 134,657 181 0.0%
Microsoft Corp. 47,786 6,621 0.4%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 99,466 134 0.0%
Middleby Corp. 2,745 385 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 292,862 298 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 253,488 253 0.0%
MINDBODY Inc. Class A 14,876 739 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 210 54 0.0%
Minmetals Land Ltd. 52,434 12 0.0%
Mirae Asset Life Insurance Co. 10,726 61 0.0%
Mirati Therapeutics Inc. 3,266 189 0.0%
Mirle Automation Corp. 40,353 76 0.0%
Mitsubishi Electric Corp. 35,839 543 0.0%
Mitsuboshi Belting Ltd. 1,597 42 0.0%
Mitsui & Co. Ltd. 10,525 221 0.0%
MiX Telematics Ltd. ADR 4,419 94 0.0%
MK Restaurants Group PCL 465 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 14,744 21 0.0%
Mobile TeleSystems ADR 1,473 14 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 24,227 30 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 73,531 97 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 89,519 138 0.0%
Momo Inc. 2,992 97 0.0%
Monarch Casino & Resort Inc. 792 41 0.0%
Mondi Ltd. 29,487 866 0.0%
Moorim P&P Co. Ltd. 16,917 126 0.0%
Moorim Paper Co. Ltd. 19,356 67 0.0%
Morgan Stanley 3.00% 02-07-2024 1,151,272 1,121 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 54,706 71 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 100,709 138 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 79,572 107 0.0%
Morguard North American Residential Real Estate Investment Trust 10,515 180 0.0%
Morguard Real Estate Investment Trust 430 5 0.0%
Morneau Shepell Inc. 102,525 2,567 0.2%
Mosenergo PJSC 156,649 6 0.0%
Motor Oil (Hellas) Corinth Refineries SA 2,500 82 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 16,163 22 0.0%
Mpact Ltd. 38,974 78 0.0%
Mr. Price Group Ltd. 255 6 0.0%
MTY Food Group Inc. 7,075 429 0.0%
Muhibbah Engineering (M) Bhd 97,815 90 0.0%
Mullen Group Ltd. 4,065 50 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 211,364 288 0.0%
Murray & Roberts Holdings Ltd. 854 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 182,976 224 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 86,955 119 0.0%
Nan Ya Plastic Corp. 26,212 88 0.0%
Nanya Technology Corp. 91,893 225 0.0%
Naspers Ltd. 615 169 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 3,688 5 0.0%
National Bank of Canada 100,070 5,609 0.4%
National Bank of Canada 1.96% 06-30-2022 5,497,211 5,334 0.3%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 462,061 451 0.0%
National Bank of Canada F/R 06-11-2019 630,653 631 0.0%
National Oilwell Varco Inc. 9,753 342 0.0%
National Presto Industries Inc. 292 47 0.0%
National Western Life Group Inc. 425 174 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 62,326 85 0.0%
Natura Cosmeticos SA 420 7 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 166,605 228 0.0%
Natural Grocers by Vitamin Cottage Inc. 597 12 0.0%
Natural Health Trends Corp. 387 10 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 287,798 278 0.0%
NAV CANADA 7.40% 06-01-2027 636,588 844 0.0%
NAV CANADA 7.56% 03-01-2027 Callable 481,600 568 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 115,629 156 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 223,579 295 0.0%
NCR Corp. 6,049 190 0.0%
NCsoft Corp. 293 167 0.0%
Nedbank Group Ltd. 90 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 154,584 209 0.0%
Nemak SAB de CV 95,359 97 0.0%
Neo Performance Materials Inc. 1,798 28 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 63,330 97 0.0%
Neste Oil OYJ 6,845 721 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 57,193 100 0.0%
Nestle Malaysia BHD 240 12 0.0%
Nestlé SA Reg. 3,993 442 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 150,442 228 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 90,532 113 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 170,335 226 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 636,253 864 0.0%
Nevsun Resources Ltd. 40,263 241 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 65,593 86 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,713,797 1,961 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 21,591 29 0.0%
New Flyer Industries Inc. 60,678 2,065 0.2%
New Gold Inc. 52,654 55 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 130,061 150 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 85,432 89 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 773,210 974 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,900,389 2,380 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 86,148 118 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 67,768 94 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 81,064 87 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 59,928 56 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 170,335 156 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 939,097 1,250 0.1%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 92,006 125 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 395,821 550 0.0%
NewOcean Energy Holdings Ltd. 58,876 26 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 126,819 162 0.0%
NextEra Energy Inc. Conv. Pfd. 5,267 414 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 78,578 99 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 93,249 114 0.0%
NH Investment & Securities Co. Ltd. 198 3 0.0%
Nickel Asia Corp. 926,947 53 0.0%
Nielsen Holdings PLC 19,210 611 0.0%
Nike Inc. Class B 686 69 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 607,288 789 0.0%
Nine Point Energy Holdings Inc. 1,768 35 0.0%
Nine Point Energy Holdings Inc. Pfd. 46 73 0.0%
Nippo Corp. 8,610 226 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 567,675 562 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 182,786 245 0.0%
NN Group NV 22,642 1,232 0.1%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 41,228 48 0.0%
Noevir Holdings Co. Ltd. 1,210 72 0.0%
Nokia OYJ 3.38% 06-12-2022 528,070 683 0.0%
Norbord Inc. 33,813 1,227 0.1%
Nordic Investment Bank 1.375% 07-15-2020 915,083 145 0.0%
Nordic Investment Bank 4.13% 03-19-2020 184,011 172 0.0%
Nordic Investment Bank 5.00% 04-19-2022 105,682 110 0.0%
Norfolk Southern Corp. 10,666 2,176 0.2%
NOROO Paint & Coatings Co. Ltd. 4,020 41 0.0%
North Battleford Power LP 4.958% 12-31-2032 800,900 878 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 619,686 587 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 331,364 318 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 471,303 481 0.0%
Northland Power Inc. 65,922 1,431 0.1%
Northrop Grumman Corp. 565 189 0.0%
Northview Apartment Real Estate Investment Trust 71,698 1,755 0.2%
NorthWest Healthcare Properties Real Estate Investment Trust 3,488 33 0.0%
Norwegian Finans Holding ASA 8,408 89 0.0%
Norwegian Government 3.75% 05-25-2021 3,496,215 586 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 158,421 162 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 298,232 304 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 240,272 244 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 73,361 91 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 201,212 245 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 258,421 335 0.0%
Novanta Inc. 4,073 350 0.0%
Novartis AG Reg. 12,562 1,465 0.1%
Novatek Microelectronics Corp. 25,775 163 0.0%
Novatek OAO 60 14 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 57,805 75 0.0%
Novolipetsk Steel PJSC 10,073 31 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 130,549 193 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 41,228 54 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 147,955 205 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 170,014 242 0.0%
NTPC Ltd. 4.38% 11-26-2024 100,212 135 0.0%
NTT DoCoMo Inc. 807 25 0.0%
Nucor Corp. 1,562 110 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 629,715 790 0.0%
Nutrien Ltd. 137,591 8,822 0.5%
NuVista Energy Ltd. 20,131 82 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 700,739 668 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 174,272 212 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 58,974 57 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 134,279 182 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 125,398 27 0.0%
O-TA Precision Industry Co. Ltd. 91,332 75 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 118,115 145 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 98,013 124 0.0%
OBIC Business Consultants Co. Ltd. 524 28 0.0%
Obsidian Energy Ltd. 381,988 195 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 190,228 258 0.0%
OceanaGold Corp. 67,430 336 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 289,446 388 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 119,929 165 0.0%
Oi SA 5,021 2 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 174,263 208 0.0%
Ollie's Bargain Outlet Holding Inc. 20,703 1,878 0.2%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 65,896 89 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 48,489 61 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 74,201 93 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 150,500 203 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 132,611 184 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 312,353 312 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,192,985 3,209 0.2%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 924,131 946 0.0%
Omnicom Group Inc. 2,479 248 0.0%
Onex Corp. Sub. voting 6,254 465 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 1,024,456 980 0.0%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 515,132 702 0.0%
Ontario Hydro 0% 05-26-2025 419,816 351 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,214,567 1,209 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 285,158 271 0.0%
OPB Finance Trust 2.98% 01-25-2027 462,061 463 0.0%
Open Text Corp. 73,919 3,289 0.3%
Oppenheimer Holdings Inc. Class A non-voting 12,129 423 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 7,374 10 0.0%
Oracle Corp. 3,473 214 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 1,658 0.0%
Orior AG 403 45 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 1,004,369 1,161 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 160,238 196 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 85,857 118 0.0%
Osisko Mining Inc. 4 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 186,874 250 0.0%
OTP Bank NYRT 929 51 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 9,776 13 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 342,413 363 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 9 0.0%
Packaging Corp. of America 730 83 0.0%
Pan American Silver Corp. 93,308 1,860 0.2%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 425,035 577 0.0%
Parex Resources Inc. 187,399 3,064 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 264,035 339 0.0%
Park Hotels & Resorts Inc. 157,182 5,571 0.4%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 31,028 40 0.0%
Parkland Fuel Corp. 97,581 3,449 0.3%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 182,765 174 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,497,310 1,469 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 933,578 1,197 0.1%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 44,886 45 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 85,007 83 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 100,709 127 0.0%
Partners Group Holding AG 1,478 1,222 0.1%
Pason Systems Inc. 135,173 2,472 0.2%
Patterson Companies Inc. 19,155 514 0.0%
PayPal Holdings Inc. 33 4 0.0%
PBF Energy Inc. 897 40 0.0%
Pearson PLC 80,652 1,317 0.1%
Pembina Pipeline Corp. 118,674 4,807 0.3%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 328,460 319 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 325,829 322 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 855,474 851 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 2,026,733 1,944 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 415,855 398 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 563,715 544 0.0%
Pengrowth Energy Corp. 39,090 23 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 131,761 169 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 50,579 64 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,649 1 0.0%
People's United Financial Inc. Pfd. Series A 7,057 214 0.0%
PepsiCo Inc. 1,623 245 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 2,437,308 2,340 0.2%
PepsiCo Inc. 2.50% 11-01-2022 1,106 2 0.0%
Peregrine Holdings Ltd. 49,703 88 0.0%
Perficient Inc. 2,074 63 0.0%
PerkinElmer Inc. 28 3 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 79,572 107 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 123,089 170 0.0%
Petrobras Distribuidora SA 2,218 20 0.0%
PetroChina Co. Ltd. ADR 90 8 0.0%
PetroChina Co. Ltd. H 219,287 186 0.0%
Petroleo Brasileiro SA - Petrobras ADR 20,291 360 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 23,376 186 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 743,132 153 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 162,875 209 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 39,786 55 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,918 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1,576,530 86 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1,610,224 103 0.0%
Petron Corp. 6,820 1 0.0%
Petron Malaysia Refining & Marketing Bhd 2,758 6 0.0%
Petronas Chemicals Group BHD 257,264 789 0.0%
Petronas Gas BHD 1,094 7 0.0%
Pfizer Inc. 100,153 5,964 0.4%
PGE Polska Grupa Energetyczna SA 4,452 16 0.0%
Pharmicell Co. Ltd. 292 4 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 3,688 5 0.0%
Phillips 66 7,978 938 0.0%
Phoenix Group Holdings 3,805 37 0.0%
PHX Energy Services Corp. 1,720 4 0.0%
PICC Property & Casualty Co. Ltd. H 7,195 10 0.0%
Pick n Pay Stores Ltd. 3,567 23 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 451,500 563 0.0%
Pinduoduo Inc. 1,424 44 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 32,492 391 0.0%
Piraeus Bank SA 59,297 78 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 282,824 355 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 4,148 5 0.0%
Pizza Pizza Royalty Corp. 1,095 10 0.0%
Plaza Retail REIT 78 0.0%
Plaza Trust F/R 04-02-2019 262,273 262 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 1,373,149 1,767 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 230,314 308 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 16,660 21 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 1,202 2 0.0%
Polaris Infrastructure Inc. 2,189 23 0.0%
Polo Ralph Lauren Corp. Class A 4,578 646 0.0%
Polski Koncern Naftowy Orlen SA 330 13 0.0%
Porsche Automobil Holding SE Pfd. 71,024 5,734 0.4%
Porto Seguro SA 165 3 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 548,981 685 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 49,733 63 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 215,094 276 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 137,231 181 0.0%
Postal Savings Bank of China Co. Ltd. 4,497 3 0.0%
Pou Chen Corp. 38,796 56 0.0%
Power Corp. of Canada Sub. Voting* 36,432 894 0.0%
Powerlong Real Estate Holdings Ltd. 198,549 107 0.0%
Powszechna Kasa Oszczednosci Bank Polski 4,467 64 0.0%
Powszechny Zaklad Ubezpieczen SA 1,724 28 0.0%
PPB Group BHD 124,244 721 0.0%
Precision Drilling Corp. 73,723 175 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 207,062 265 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 262,247 331 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 433,033 736 0.0%
Premier Inc. Class A 1,114 57 0.0%
Premium Brands Holdings Corp. 27,063 2,026 0.2%
President Chain Store Corp. 6,431 89 0.0%
Press Metal Aluminium Holdings BHD 143,721 229 0.0%
Principal Financial Group Inc. 8,065 486 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 94,020 123 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 2,441 3 0.0%
Prosperity Real Estate Investment Trust 127,026 66 0.0%
Proto Labs Inc. 1,946 299 0.0%
Province of Alberta 0.63% 04-18-2025 144,225 228 0.0%
Province of Alberta 1.00% 11-15-2021 170,335 294 0.0%
Province of Alberta 3.10% 06-01-2024 502,987 516 0.0%
Province of Alberta 3.40% 12-01-2023 138,008 144 0.0%
Province of British Columbia 2.70% 12-18-2022 813,228 825 0.0%
Province of British Columbia 3.25% 12-18-2021 265,355 273 0.0%
Province of British Columbia 3.30% 12-18-2023 303,640 316 0.0%
Province of British Columbia 3.70% 12-18-2020 525,430 542 0.0%
Province of British Columbia 6.35% 06-18-2031 1,149,873 1,567 0.1%
Province of British Columbia 6.60% 01-09-2020 4,177,555 81 0.0%
Province of Manitoba 2.45% 06-02-2025 284,894 281 0.0%
Province of Manitoba 2.55% 06-02-2023 275,917 277 0.0%
Province of Manitoba 3.30% 06-02-2024 340,341 353 0.0%
Province of Manitoba 6.30% 03-05-2031 546,553 725 0.0%
Province of New Brunswick 3.35% 12-03-2021 79,211 82 0.0%
Province of New Brunswick 3.65% 06-03-2024 758,045 798 0.0%
Province of New Brunswick 4.50% 06-02-2020 168,982 175 0.0%
Province of New Brunswick 4.55% 03-26-2037 135,978 158 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,086,225 1,097 0.1%
Province of Newfoundland 3.70% 10-17-2048 1,764,358 1,840 0.2%
Province of Ontario 0% 06-02-2024 2,505,693 2,170 0.2%
Province of Ontario 0% 06-02-2026 496,386 403 0.0%
Province of Ontario 0% 07-13-2022 483,184 441 0.0%
Province of Ontario 2.60% 09-08-2023 5,782,390 5,815 0.4%
Province of Ontario 2.85% 06-02-2023 455,989 463 0.0%
Province of Ontario 2.90% 06-02-2049 12,375,411 11,722 0.6%
Province of Ontario 3.15% 06-02-2022 1,159,114 1,190 0.1%
Province of Ontario 3.50% 06-02-2024 1,099,706 1,152 0.1%
Province of Ontario 4.00% 06-02-2021 118,816 124 0.0%
Province of Ontario 4.20% 06-02-2020 349,846 360 0.0%
Province of Ontario 4.60% 06-02-2039 1,029,737 1,250 0.1%
Province of Ontario 5.60% 06-02-2035 444,635 586 0.0%
Province of Ontario 6.20% 06-02-2031 694,412 928 0.0%
Province of Ontario 6.50% 03-08-2029 1,004,653 1,321 0.1%
Province of Ontario Canada 2.90% 06-02-2028 17,428,974 17,543 0.9%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 937,324 826 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 551,833 451 0.0%
Province of Quebec 2.50% 09-01-2026 1,042,938 1,030 0.0%
Province of Quebec 2.75% 09-01-2025 2,011,947 2,030 0.2%
Province Of Quebec 2.75% 09-01-2028 1,375,623 1,374 0.1%
Province of Quebec 3.00% 09-01-2023 1,385,484 1,420 0.1%
Province of Quebec 3.50% 12-01-2048 2,136,044 2,287 0.2%
Province of Quebec 3.75% 09-01-2024 699,693 745 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 66,009 123 0.0%
Province of Quebec 4.50% 12-01-2020 706,294 738 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 29,044 44 0.0%
Province of Saskatchewan 3.30% 06-02-2048 604,645 610 0.0%
Prudential Financial Inc. 3,915 436 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 152,972 203 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 108,259 145 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 386,879 516 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 1,104,348 1,104 0.1%
PT Astra International TBK 229,586 179 0.0%
PT Bank Pembangunan Daerah Jawa TBK 52,597 3 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 65,542 23 0.0%
PT Gudang Garam TBK 13,993 111 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 40,140 44 0.0%
PT Indiak Energy TBK 608,783 92 0.0%
PT Indo Tambangraya Megah TBK 10,237 20 0.0%
PT Mitra Adiperkasa TBK 1,262,964 96 0.0%
PT Modernland Realty TBK 1,261,601 27 0.0%
PT Panin Financial TBK 81,107 2 0.0%
PT Perusahaan Gas Negara 80,476 16 0.0%
PT Ramayana Lestari Sentosa TBK 666,917 90 0.0%
PT Salim Ivomas Pratama TBK 36,079 2 0.0%
PT Surya Semesta Internusa TBK 1,902,449 90 0.0%
PT Tambang Batubara Bukit Asam TBK 42,734 17 0.0%
PT. Global Mediacom TBK 1,607,597 37 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 108,169 140 0.0%
PTC Thetapeutics Inc. 905 42 0.0%
PTT Exploration and Production PCL 480 2 0.0%
Public Bank BHD 270 2 0.0%
Publicis Groupe SA 1,041 81 0.0%
PulteGroup Inc. 7.875% 06-15-2032 158,963 226 0.0%
PW Medtech Group Ltd. 4,796 1 0.0%
QAD Inc. Class A 484 26 0.0%
Qatar Islamic Bank 944 54 0.0%
QGEP Participacoes SA 57,811 190 0.0%
QinetiQ Group PLC 21,121 105 0.0%
Qinhuangdao Port Co. Ltd. 1,049 0.0%
Quad Graphics Inc. 85 1 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 393,422 516 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 493,857 659 0.0%
Qualitas Controladora SAB de CV 824 2 0.0%
Quarterhill Inc. 208,897 278 0.0%
Quebecor Inc. Class B Sub. voting 249,609 7,174 0.4%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,752,446 1,827 0.2%
Queensland Treasury Corp. 2.75% 08-20-2027 50,249 48 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 379,213 412 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 88,276 89 0.0%
QuinStreet Inc. 16,937 375 0.0%
R.R. Donnelley & Sons Co. Term Loan B 1st Lien F/R 01-04-2024 9 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 234,714 317 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,844 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,356,791 1,446 0.1%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 117,863 143 0.0%
Radiant Opto-Electronics Corp. 102,806 387 0.0%
Radware Ltd. 6,989 217 0.0%
RAKUS Co. Ltd. 1,069 23 0.0%
Rallye SA 1,230 17 0.0%
Randon SA Implementos e Participacoes 74,054 241 0.0%
Raspadskaya 7,749 20 0.0%
Rayonier Advanced Materials Inc. 312 5 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 350,865 348 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 448,860 449 0.0%
Real Matters Inc. 704 2 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 131,606 171 0.0%
Realtek Semiconductor Corp. 8,901 57 0.0%
Recipe Unlimited Corp. 78 2 0.0%
Reckitt Benckiser Group PLC 7,331 767 0.0%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 82,059 106 0.0%
Regional SAB de CV 37,498 236 0.0%
RegionalCare Hospital Partners Holdings Term Loan 1st Lien F/R 11-16-2025 3 0.0%
Regions Bank 6.45% 06-26-2037 89,519 143 0.0%
Regions Financial Corp. 7.375% 12-10-2037 50,976 88 0.0%
Reinsurance Group of America Inc. 17,594 3,366 0.3%
Reitmans (Canada) Ltd. Class A non-voting 586 2 0.0%
Reliance Industries Ltd. GDR 144A London shares 5,366 233 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 711,345 995 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 779,882 767 0.0%
Reliance Steel & Aluminum Co. 2,958 287 0.0%
Renesas Electronics Corp. 62,384 388 0.0%
Renewable Energy Group Inc. 8,292 291 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 4 0.0%
Repsol SA 16,868 371 0.0%
Repsol SA Rights Exp. 01-11-2019 16,868 11 0.0%
Republic of Argentina 5.88% 01-11-2028 13,720 14 0.0%
Republic of Argentina 6.88% 01-11-2048 2,655 3 0.0%
Republic of Austria 0.00% 07-15-2023 207,634 327 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 541,900,186 247 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 836,711,035 366 0.0%
Republic of Colombia 7.00% 09-11-2019 701,090,511 299 0.0%
Republic of Finland 1.50% 04-15-2023 114,385 192 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 83,302 132 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 49,733 73 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,587,276,253 225 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 665,176 1,213 0.1%
Republic of Portugal 3.85% 04-15-2021 111,899 191 0.0%
Republic of the Philippines 4.00% 01-26-2022 5,261,731 126 0.0%
Republic Services Inc. 13,449 1,323 0.1%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 2,282 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 121,462 162 0.0%
Resolute Forest Products Inc. 20,163 218 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 73,931 101 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 10,562 14 0.0%
Restaurant Brands International Inc. 32,523 2,320 0.2%
Retail Value Inc. 3,914 137 0.0%
Reunert Ltd. 20,141 135 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 64,081 63 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 396,053 516 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 503,600 686 0.0%
Rezidor Hotel Group AB 4,920 31 0.0%
RHB Capital BHD 2,593 5 0.0%
RingCentral Inc. Class A 2,077 234 0.0%
Rio Tinto Ltd. 76,125 5,742 0.4%
Rio Tinto PLC 12,098 785 0.0%
RioCan Real Estate Investment Trust 25,204 600 0.0%
Ritchie Bros. Auctioneers Inc. 32,305 1,443 0.1%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 377,431 505 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 208,581 226 0.0%
Rite Aid Corp. 7.70% 02-15-2027 838,258 770 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 153,863 205 0.0%
Road King Infrastructure Ltd. 2,098 5 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 75,089 94 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 71,406 90 0.0%
Robinson PCL NVDR 1,199 3 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 142,812 207 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 119,860 166 0.0%
Roche Holding AG Genusscheine 1,160 392 0.0%
Rockwool International AS Class B 434 154 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 680,056 698 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 629,052 660 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 567,675 711 0.0%
Rogers Communications Inc. Class B non-voting 71,601 5,009 0.3%
Rogers Sugar Inc. 12,587 68 0.0%
Rollins Inc. 682 34 0.0%
Rolls-Royce Holdings PLC 14,860 215 0.0%
Rosneft Oil Co. 5,996 51 0.0%
Rosneft Oil Co. GDR 6,250 53 0.0%
Rostelecom 10,597 15 0.0%
Rostelecom PJSC 8,584 12 0.0%
Rowan Companies Inc. 22,114 253 0.0%
Roxgold Inc. 586 0.0%
Royal Bank of Canada 403,477 37,701 1.8%
Royal Bank of Canada 2.36% 12-05-2022 850,721 835 0.0%
Royal Bank of Canada 2.95% 05-01-2023 442,787 444 0.0%
Royal Bank of Canada 3.30% 09-26-2023 2,983,614 2,997 0.2%
Royal Bank of Canada 3.31% 01-20-2026 2,170,368 2,181 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 1,025,776 1,032 0.0%
Royal Bank of Canada F/R 03-23-2020 Covered 4,253,341 4,268 0.3%
Royal Bank of Canada F/R 08-01-2019 1,296,077 1,297 0.1%
Royal Bank of Canada F/R 11-05-2019 148 0.0%
Royal Dutch Shell PLC A 64,683 2,596 0.2%
RS PCL 2,593 2 0.0%
Ruentex Development Co. Ltd. 5,066 10 0.0%
Ruentex Industries Ltd. 14,049 49 0.0%
Russel Metals Inc. 33,481 714 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 721,868 712 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 151,982 203 0.0%
S&P 500 Index Call Option @ $2,825.00 Exp. 06-21-2019 1 3 0.0%
Sabina Gold & Silver Corp. 72,998 90 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 140,495 186 0.0%
Safe Bulkers Inc. 30,435 74 0.0%
Salmar ASA 5,323 359 0.0%
Sam Young Electronics Co. Ltd. 4,908 71 0.0%
Samjin Pharmaceutical Co. Ltd. 64 3 0.0%
Samsonite International SA 19,546 76 0.0%
Samsung Biologics Co. Ltd. 21 10 0.0%
Samsung C&T Corp. 28 4 0.0%
Samsung Electro-Mechanics Co. 1,469 186 0.0%
Samsung Electronics Co. Ltd. 23,777 1,127 0.1%
Samsung Electronics Co. Ltd. GDR 15 18 0.0%
Samsung SDI Co. Ltd. 531 142 0.0%
Samsung SDS Co. Ltd. 6 1 0.0%
San Miguel Corp. 7,536 29 0.0%
San Miguel Food and Beverage Inc. 12,226 26 0.0%
Sandvik AB 6,855 133 0.0%
Sangsangin Co. Ltd. 227 5 0.0%
Sanofi 5,667 670 0.0%
Santander Consumer Bank AS F/R 03-30-2020 81,140 13 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 45,770 21 0.0%
Sao Martinho SA 4,182 27 0.0%
Sappi Ltd. 10,334 80 0.0%
Saputo Inc. 156 6 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 239,553 239 0.0%
Sarantis SA 570 6 0.0%
Sartorius Stedim Biotech SA 2,036 278 0.0%
Sasol Ltd. 2,438 98 0.0%
Sasol Ltd. ADR 2,953 118 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 282,265 381 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 288,450 375 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 166,089 218 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 126,819 171 0.0%
Sberbank of Russia PJSC 31,287 114 0.0%
Schaeffler AG 8,745 102 0.0%
Schindler Holding AG 12 3 0.0%
Schindler Holding AG PC 10 3 0.0%
Schneider Electric SE 2,420 226 0.0%
Schneider National Inc. 4,610 117 0.0%
Schnitzer Steel Industries Inc. Class A 1,205 35 0.0%
Schouw & Co. 10 1 0.0%
SCI Pharmtech Inc. 33,379 105 0.0%
Scientex BHD 4,776 14 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 235,469 326 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 322,123 434 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 503,632 487 0.0%
Seabridge Gold Inc. 39 1 0.0%
SEACOR Marine Holdings Inc. 156 3 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 69,626 94 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 144,225 194 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 179,784 244 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 131,792 187 0.0%
SeaWorld Entertainment Inc. 7,911 238 0.0%
Secure Energy Services Inc. 29,552 207 0.0%
Segro PLC 10,227 105 0.0%
Semirara Mining & Power Corp. 3,957 2 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,844 2 0.0%
Seohan Co. Ltd. 34,120 78 0.0%
Seoul Auction Co. Ltd. 3,133 34 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 134,330 178 0.0%
Service Corp. International 1,834 101 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 72,939 94 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 57,380 79 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 195,941 267 0.0%
Seven & i Holdings Co. Ltd. 4,270 254 0.0%
Seven Generations Energy Ltd. 6,666 74 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 64,605 87 0.0%
Severstal PAO 5,967 110 0.0%
SEWOON MEDICAL Co. Ltd. 17,671 82 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 60,923 67 0.0%
SFS Group AG 736 78 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 4,796 5 0.0%
Shanghai Prime Machinery Co. Ltd. 7,794 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 382,851 383 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 1,042,938 1,074 0.0%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 576,505 578 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,439,650 6,488 0.4%
Shaw Communications Inc. Class B non-voting 43,937 1,086 0.0%
Shaw Communications Inc. Pfd Series A 14,101 211 0.0%
ShawCor Ltd. 20,905 347 0.0%
Sheng Ye Capital Ltd. 12,783 15 0.0%
Shenzhen Expressway Co. Ltd. 28,479 43 0.0%
Sherritt International Corp. 47,612 21 0.0%
Shimao Property Holdings Ltd. 20,470 75 0.0%
Shin Kong Financial Holding Co. Ltd. 58,711 23 0.0%
Shinhan Financial Group Co. Ltd. ADR 899 44 0.0%
Shinkong Synthetic Fibers Corp. 197,585 102 0.0%
Shinsegae Co. Ltd. 52 16 0.0%
Shinyoung Securities Co. Ltd. 87 6 0.0%
Shopify Inc. 6,645 1,255 0.1%
Shun Tak Holdings Ltd. 422,615 181 0.0%
Siam Commercial Bank PCL 764 4 0.0%
Siegfried Holding AG 262 122 0.0%
Siemens AG 3,242 494 0.0%
Siemens Healthineers AG 3,641 208 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 290,439 294 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 284,086 432 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 184,989 240 0.0%
Signature Bank 6,234 874 0.0%
Sigurd Microelectronics Corp. 89,640 108 0.0%
Sika AG 1,210 209 0.0%
Silicon Laboratories Inc. 1,493 160 0.0%
Silvercorp Metals Inc. 1,251 4 0.0%
Sime Darby BHD 24,312 19 0.0%
Sime Darby Plantation BHD 56,275 88 0.0%
SIMMTECH Co. Ltd. 8,579 71 0.0%
Sincere Navigation Corp. 69,151 49 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 221,232 284 0.0%
Sinil Pharmaceutical Co. Ltd. 4,782 57 0.0%
Sinopec Engineering Group Co. Ltd. 53,703 60 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 450 26 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 1,632,821 976 0.0%
Sinopharm Group Co. H 9,950 57 0.0%
Sinotruk Hong Kong Ltd. 53,404 110 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 242,885 303 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 105,682 137 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 281,546 377 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 163,628 218 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 89,682 116 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 130,911 170 0.0%
SK Holdings Co. Ltd. 392 125 0.0%
SK Hynix Inc. 22,582 1,674 0.2%
SK Telecom Co. Ltd. ADR 3,103 113 0.0%
SkyWest Inc. 1,470 89 0.0%
Slate Office REIT 35,298 223 0.0%
SLC Agricola SA 19,179 282 0.0%
Smart Real Estate Investment Trust 78 2 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 222,318 217 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 138,545 178 0.0%
Snap-On Inc. 865 171 0.0%
SNC-Lavalin Group Inc. 12,119 556 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 302,985 299 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 125,869 161 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 540 28 0.0%
Soda Sanayii AS 4,454 8 0.0%
Sofina SA 907 235 0.0%
Soft-World International Corp. 26,650 79 0.0%
SoftBank Group Corp. 3,777 343 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 264,046 360 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 87,139 118 0.0%
Softcat PLC 4,174 43 0.0%
SOHO China Ltd. 25,204 12 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 59,930 87 0.0%
Solium Capital Inc. 3,088 36 0.0%
Somboon Advance Technology PCL 2,803 2 0.0%
Sonae Sierra Brasil SA 716 6 0.0%
Sonic Healthcare Ltd. 5,158 110 0.0%
Sonova Holding AG 2,208 492 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,374,570 1,393 0.1%
Source Energy Services Ltd. 1,990 3 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 12,433 23 0.0%
SP LP 3.21% 06-15-2019 1,353,734 1,355 0.1%
Sparebank 1 Nord-Norge 8,882 88 0.0%
SPDR S&P 500 ETF Trust 3,852 1,313 0.1%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 12,751 18 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 104,134 137 0.0%
Spin Master Corp. 43,322 1,663 0.2%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 194,445 266 0.0%
Spirit Airlines Inc. 37,587 2,970 0.2%
Springland International Holdings Ltd. 234,681 63 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 120,710 166 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 526,185 680 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 118,878 155 0.0%
Sprint Corp. 7.125% 06-15-2024 216,540 293 0.0%
Sprint Corp. 7.25% 09-15-2021 126,660 177 0.0%
Sprint Corp. 7.875% 09-15-2023 1,145,736 1,607 0.2%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 55,812 75 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 218,574 293 0.0%
SPS Commerce Inc. 798 90 0.0%
Spy Hill Power LP 4.14% 03-31-2036 209,298 216 0.0%
Square Inc. Class A 4,620 354 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 234,927 295 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 1,197 2 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 31,800 41 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 85,474 110 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 325,367 420 0.0%
SSR Mining Inc. 20,483 338 0.0%
SSY Group Ltd. 6,295 6 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 239,583 325 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 66,642 79 0.0%
STAAR Surgical Co. 671 29 0.0%
Standard Bank Group Ltd. 824 14 0.0%
Standard Chartered PLC 52,821 560 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 8,076 9 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 951 118 0.0%
Stantec Inc. 119,935 3,587 0.3%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 234,704 308 0.0%
Star Petroleum Refining PCL 3,927 2 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 88,590 117 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 105,990 135 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 378,181 503 0.0%
Starwood Property Trust Inc. 94,347 2,537 0.2%
State Bank of India GDR 120 7 0.0%
Statoil ASA 5,545 161 0.0%
Steel Dynamics Inc. 2,925 120 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 34,003 43 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 133,036 173 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 14,026 19 0.0%
Stella-Jones Inc. 40,393 1,600 0.2%
Stifel Financial Corp. 3.50% 12-01-2020 145,468 198 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 131,792 181 0.0%
Storebrand ASA 24,195 235 0.0%
Storm King Funding F/R 03-18-2019 481,622 482 0.0%
Storm Resources Ltd. 313 1 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 444,141 479 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 40,379 56 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 23,515 32 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 20,213 27 0.0%
Stuart Olson Inc. 3,284 16 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 97,758 124 0.0%
Suheung Co. Ltd. 1,934 55 0.0%
Sul America SA 3,882 39 0.0%
Sumitomo Mitsui Construction Co. Ltd. 14,384 120 0.0%
Summerset Group Holdings Ltd. 16,070 94 0.0%
Summit Industrial Income Real Estate Investment Trust 152,451 1,457 0.1%
Sun Art Retail Group Ltd. 4,047 6 0.0%
Sun Life Financial Inc. 159,060 7,204 0.4%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 722,136 724 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,453,514 1,439 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 322,658 318 0.0%
Suncor Energy Inc. 503,563 19,201 1.0%
Sungdo Engineering & Construction Co. Ltd. 13,228 80 0.0%
Sunrise Communications Group AG 1,149 138 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 81,562 81 0.0%
Sunway Real Estate Investment Trust 6,535 4 0.0%
Superior Plus Corp. 81,893 793 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,930,144 1,819 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 790,462 1,043 0.0%
Supermax Corp. BHD 47,149 54 0.0%
Surge Energy Inc. 158,549 233 0.0%
Surgutneftegas OAO 34,894 18 0.0%
SurModics Inc. 7,290 470 0.0%
Suzano Papel e Celulose SA 45 1 0.0%
Svenska Cellulosa AB (SCA) B 71,508 757 0.0%
Swire Pacific Ltd. Class A 33,571 484 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,490,740 529 0.0%
Swiss Life Holding AG Reg. 1,421 747 0.0%
Swiss Re Ltd. 72 9 0.0%
Swisscom AG Reg. 192 125 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 710,161 937 0.0%
Syneos Health Inc. 25,554 1,372 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 160,527 196 0.0%
Synnex Technology International Corp. 30,428 49 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 131,792 171 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 147,955 205 0.0%
Synthomer PLC 6,099 38 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 422,994 425 0.0%
Systemax Inc. 844 28 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 41,653 53 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 99,458 126 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 59,505 79 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 462,061 647 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 359,104 502 0.0%
TA Enterprise BHD 7,375 2 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 236,361 332 0.0%
Tactile Systems Technology Inc. 2,486 155 0.0%
Taekwang Industrial Co. Ltd. 15 24 0.0%
Taeyoung Engineering & Construction Co. Ltd. 316 4 0.0%
TaiDoc Technology Corp. 40,351 317 0.0%
Taiwan Cement Corp. 17,987 29 0.0%
Taiwan Cement Corp. Rights Exp. 12-05-2018 3,758 0.0%
Taiwan High Speed Rail Corp. 30,727 42 0.0%
Taiwan Hon Chuan Enterprise Co. Ltd 16,421 35 0.0%
Taiwan Navigation Co. Ltd. 96,100 81 0.0%
Taiwan Secom Co. Ltd. 4,307 17 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 9,308 469 0.0%
Taiwan Styrene Monomer Corp. 162,052 163 0.0%
Taiwan Surface Mounting Technology Corp. 52,761 91 0.0%
Taiwan Takisawa Technology Co. Ltd. 66,560 81 0.0%
Takara Bio Inc. 3,206 102 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 203,533 237 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 636,739 876 0.0%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 82,457 109 0.0%
Tamarack Valley Energy Ltd. 66,062 156 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 48,454 60 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 55,680 72 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 104,439 139 0.0%
Target Corp. 13,242 1,194 0.1%
Taseko Mines Ltd. 78 0.0%
Tatneft PJSC 5,344 142 0.0%
Tauron Polska Energia SA 10,972 9 0.0%
TAV Havalimanlari Holding AS 809 5 0.0%
TCI Co. Ltd. 981 23 0.0%
TCL Electronics Holdings Ltd. 167,170 87 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 274,596 298 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 575,612 643 0.0%
Technovator International Ltd 2,098 0.0%
Techtronic Industries Co. Ltd. 15,709 114 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 562,236 735 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 141,112 184 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 20,402 30 0.0%
Teck Resources Ltd. Class B 213,993 6,289 0.4%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 100,709 130 0.0%
Tegma Gestao Logistica SA 10,041 97 0.0%
Tego Science Inc. 16 1 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 255,021 340 0.0%
Tekfen Holding AS 689 4 0.0%
Telefonaktiebolaget LM Ericsson B 125,887 1,510 0.1%
Telefonica Brasil SA 3,912 64 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 2,213 4 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,475 3 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 6 0.0%
Telkom SA SOC Ltd. 57,131 343 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 99,466 96 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 111,899 116 0.0%
TELUS Corp. 140,903 6,376 0.4%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 425,035 426 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 79,211 79 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,181,017 1,158 0.1%
TELUS Corp. 3.75% 01-17-2025 Callable 602,000 608 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 242,912 237 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 924,123 909 0.0%
TELUS Corp. 5.05% 07-23-2020 170,014 176 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 62,166 63 0.0%
Tenaga Nasional BHD 209,089 939 0.0%
Tenaris SA 15,539 229 0.0%
Tencent Holdings Ltd. 8,289 453 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 119,435 165 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 815,897 1,046 0.0%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 13,172 17 0.0%
Teradyne Inc. 17,084 731 0.0%
Teranga Gold Corp. 113,595 458 0.0%
Terna Energy SA 450 4 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,120,961 1,361 0.1%
Tervita Corp. 2,126 13 0.0%
Tervita Corp. Class A Voting 808 5 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 425,035 553 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 105,682 168 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 240,566 252 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 78,206 103 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 118,160 156 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 193,564 243 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 319,494 380 0.0%
Texas Pacific Land Trust 516 381 0.0%
Texhong Textile Group Ltd. 6,230 10 0.0%
Textron Inc. 10,081 633 0.0%
TFI International Inc. 43,253 1,527 0.1%
Thales SA 1,525 243 0.0%
The a2 Milk Co. Ltd. 11,725 120 0.0%
The ADT Corp. 3.50% 07-15-2022 177,795 225 0.0%
The AES Corp. 46,307 913 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 6,801 9 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 50,154 66 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 289,024 393 0.0%
The Allstate Corp. 251 28 0.0%
The Bank of Nova Scotia 216,980 14,766 0.8%
The Bank of Nova Scotia 1.83% 04-27-2022 646,886 627 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 2,038,351 1,988 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,292,452 1,247 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 752,510 738 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 2,025,153 2,029 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 528,070 525 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 382,532 519 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 552,091 667 0.0%
The Bank of Nova Scotia F/R 08-27-2019 1,162,692 1,163 0.1%
The Basic House Co. Ltd. 82 0.0%
The Boeing Co. 16,512 7,264 0.4%
The Boston Beer Co. Inc. 242 79 0.0%
The British Land Co. PLC 55,915 519 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 253,898 284 0.0%
The Chefs' Warehouse Inc. 315 14 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 34,428 43 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 51,004 71 0.0%
The Descartes Systems Group Inc. 18,724 675 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 997,218,225 94 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 167,848 262 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 119,359 191 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 124,332 210 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 1,124,789 1,106 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 120,851 187 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,127,504 1,090 0.0%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 792,105 769 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 31,128 29 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 241,204 318 0.0%
The Hershey Co. 6,049 884 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,372,924 1,290 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 290,937 47 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 172,821 168 0.0%
The Keg Royalties Income Fund 625 10 0.0%
The Link Real Estate Investment Trust 10,081 139 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,243,605 1,231 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 316,842 317 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 330,572 332 0.0%
The Marcus Corp. 3,171 171 0.0%
The Mosaic Co. 1,515 60 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 81,182 46 0.0%
The North West Co. Inc. 20,639 648 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 239,809 329 0.0%
The Procter & Gamble Co. 1,699 213 0.0%
The Progressive Corp. 26,647 2,193 0.2%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 55,900 75 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 7,376 10 0.0%
The SPAR Group Ltd. 30 1 0.0%
The Stars Group Inc. 12,704 286 0.0%
The TJX Companies Inc. 78,641 4,800 0.3%
The Toronto-Dominion Bank 480,484 32,606 1.6%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,390,941 4,211 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 114,004 113 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 594,079 592 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,418,422 2,433 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 269,844 274 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 628,403 667 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 513,859 584 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 84,926 95 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 412,511 473 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,637,710 2,641 0.2%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,789,024 1,742 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 158,862 159 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 753,545 751 0.0%
The Towa Bank Ltd. 2,561 24 0.0%
The Unite Group PLC 6,078 85 0.0%
The Walt Disney Co. 3,730 558 0.0%
The Walt Disney Co. 2.76% 10-07-2024 5,689,427 5,599 0.4%
The Wharf Holdings Ltd. 59,884 213 0.0%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 74,599 100 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 172,821 238 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 14,451 26 0.0%
Thermo Fisher Scientific Inc. 992 303 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 39,289 60 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 37,797 58 0.0%
Thomson Reuters Corp. 56,700 3,738 0.3%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 354,863 358 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 590,679 766 0.0%
Tianjin Development Holdings Ltd. 5,696 3 0.0%
Tianjin Port Development Holdings Ltd. 5,396 1 0.0%
Tianneng Power International Ltd. 113,965 130 0.0%
Tianyun International Holdings Ltd. 343,487 67 0.0%
Tim Participacoes SA ADR 686 14 0.0%
Tingyi (Cayman Islands) Holding Corp. 13,190 24 0.0%
Tisco Financial Group PCL NVDR 540 2 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 458,158 539 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 7 0.0%
TMX Group Ltd. 29,200 2,065 0.2%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 900,093 888 0.0%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 709,577 718 0.0%
Toho Holdings Co. Ltd. 5,787 194 0.0%
Tokyo Electric Power Co. Holdings Inc. 612,045 4,975 0.3%
Tomony Holdings Inc. 3,871 20 0.0%
Top Glove Corp. BHD 157,793 292 0.0%
Torchmark Corp. 15,301 1,556 0.1%
Torex Gold Resources Inc. 78 1 0.0%
Toromont Industries Ltd. 14,502 787 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 396,053 398 0.0%
Toronto Hospital 5.64% 12-08-22 365,505 387 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 9 0.0%
Total Access Communication PCL NVDR 11,002 20 0.0%
Total SA 8,872 640 0.0%
Total System Services Inc. 2,093 232 0.0%
TOTVS SA 734 7 0.0%
Tourmaline Oil Corp. 20,268 344 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 83,261 111 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 89,078 121 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 200,574 264 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 84,842 114 0.0%
Toyo Seikan Kaisha Ltd. 6,593 207 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 88,423 88 0.0%
TPK Holding Co. Ltd. 150 0.0%
TransAlta Corp. 129,666 725 0.0%
TransAlta Corp. Pfd. Series A 34,643 411 0.0%
TransAlta Renewables Inc. 78 1 0.0%
Transat A.T. Inc. Class B 18,920 113 0.0%
TransCanada Corp. 209,193 10,198 0.6%
TransCanada Corp. Pfd. Series 15 18,544 458 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 739,298 856 0.0%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 2,287 3 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 573,490 557 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,688 5 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 261,395 241 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 490,049 484 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 186,673 220 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 716,063 881 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 304,960 434 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 3,016,683 2,704 0.2%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 185,255 304 0.0%
Transcontinental Inc. Class A Sub. voting 55,509 1,071 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 123,260 161 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 160,851 208 0.0%
TransGlobe Energy Corp. 129,388 329 0.0%
Transmissora Alianca de Energia Eletrica SA 1,949 16 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 340,605 341 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 813,239 850 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 112,645 155 0.0%
Travelsky Technology Ltd. 1,199 4 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 109,156 143 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 36,753 36 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 131,792 127 0.0%
Trencor Ltd. 944 3 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 54,830 67 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 92,006 127 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,524 2 0.0%
Tricon Capital Group Inc. 63,091 611 0.0%
Trillium Windpower LP 5.80% 02-15-2033 220,201 248 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 39,040 52 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 384,232 529 0.0%
Triple-S Management Corp. 792 19 0.0%
Trisura Group Ltd. 39 1 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 105,807 144 0.0%
True North Commercial Real Estate Investment Trust 7,193 41 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 84,546 111 0.0%
Truworths International Ltd. 6,949 58 0.0%
TTEC Holdings Inc. 3,629 141 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 734 22 0.0%
Tupy SA 26,890 190 0.0%
Turk Hava Yollari AO 1,274 5 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 1,739 13 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,769 3 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 88,276 120 0.0%
U.S. Bancorp 2,059 128 0.0%
U.S. Bancorp 0.85% 06-07-2024 85,789 133 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 4,035 146 0.0%
U.S. Bancorp Pfd. Security Series A 355 368 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,074,246 1,420 0.1%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 92,870 124 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 6,015 8 0.0%
UBS Group AG 40,013 679 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,728 2 0.0%
UMW Holdings BHD 9,158 17 0.0%
Uni-President Enterprises Corp. 74,087 230 0.0%
Unid Co. Ltd. 12 1 0.0%
Unilever NV CVA 13,212 979 0.0%
Unimicron Technology Corp. 414,964 412 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 121,201 121 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 365,848 346 0.0%
Union Gas Ltd. 8.65% 11-10-2025 50,167 67 0.0%
Union Pacific Corp. 15,054 2,839 0.2%
Unipar Carbocloro SA 670 9 0.0%
Uniper SE 72,365 2,557 0.2%
Unipro PJSC 16,113 1 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 116,217 153 0.0%
United Engineers Ltd. 4,355 11 0.0%
United Integrated Services Co. Ltd. 450 2 0.0%
United Kingdom Treasury 3.75% 09-07-2020 32,326 59 0.0%
United Kingdom Treasury 4.25% 12-07-2027 22,168 49 0.0%
United Parcel Service Inc. (UPS) Class B 1,225 163 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 857,850 818 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 185,255 249 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 186,498 224 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 227,528 288 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 528,070 713 0.0%
United States Treasury 2.25% 11-15-2027 93 0.0%
United States Treasury 2.75% 02-15-2028 572,956 787 0.0%
United States Treasury 2.88% 09-30-2023 3,836 5 0.0%
United States Treasury 2.88% 10-31-2023 665 1 0.0%
United States Treasury 3.00% 02-15-2048 2,558,666 3,485 0.3%
United States Treasury 3.13% 11-15-2028 3 0.0%
United States Treasury 3.38% 11-15-2048 14,753 22 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 97,425 135 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 113,990 153 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 49,200 65 0.0%
United Technologies Corp. 945 137 0.0%
UnitedHealth Group Inc. 1,249 425 0.0%
Universal Corp. 714 53 0.0%
Universal Insurance Holdings Inc. 4,333 224 0.0%
Universal Vision Biotechnology Co. Ltd. 64,875 73 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 257,315 305 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 75,843 94 0.0%
UPM-Kymmene OYJ 3,207 111 0.0%
Uralkali 4,991 8 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 186,498 253 0.0%
US Bancorp Pfd. Series K Callable 2023 5,508 186 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 136,810 179 0.0%
US Treasury 2.88% 08-15-2028 2,716,068 3,769 0.3%
USANA Health Sciences Inc. 4,777 767 0.0%
USB Capital IX 3.50% 10-29-2049 374,985 383 0.0%
Userjoy Technology Co. Ltd. 29,342 85 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 3,825 5 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 28,902 40 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 104,361 135 0.0%
Vale SA ADR 13,714 247 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 96,483 132 0.0%
Valeant Pharmaceuticals International Inc. 200,433 5,061 0.3%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 31,878 41 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 1,357,216 1,833 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 31,878 44 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 85,007 116 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 218,334 285 0.0%
Valener Inc. 25,307 489 0.0%
Valero Energy Corp. 8,462 865 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 430,325 443 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 264,035 282 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 283 13 0.0%
Vanguard International Semiconductor Corp. 1,949 5 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 39,455 54 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 166,626 219 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 162,875 200 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 615,239 595 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 680,056 682 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 250,833 332 0.0%
Veresen Inc. 3.06% 06-13-2019 405,294 406 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 193,496 256 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 144A 350,670 450 0.0%
Verisk Analytics Inc. 7,465 1,110 0.1%
Verizon Communications Inc. 18,026 1,383 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 104,439 102 0.0%
Verizon Owner Trust 1.42% 01-20-2021 34,318 47 0.0%
Vermilion Energy Inc. 9,692 279 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 284,773 373 0.0%
Verso Corp. Class A 41,425 1,266 0.1%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 160,927 218 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 520,168 491 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 198,026 249 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 158,538 207 0.0%
Videotron Ltee 5.00% 07-15-2022 266,072 364 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 837,464 851 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,227,798 1,247 0.1%
Village Super Market Inc. 1,169 43 0.0%
Vinci SA 5,545 624 0.0%
Visa Inc. Class A 20,332 3,660 0.3%
Vishay Precision Group Inc. 313 13 0.0%
Vissem Electronics Co. Ltd. 10,635 76 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 100,318 135 0.0%
Vistra Energy Corp. 36,962 1,154 0.1%
Vistra Energy Corp. 5.50% 09-01-2026 Callable 2021 144A 33,578 45 0.0%
Vital KSK Holdings Inc. 8,287 116 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 680,056 958 0.0%
Vivo Participacoes SA ADR 794 13 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 99,466 131 0.0%
Vodafone Group PLC 3.75% 01-16-2024 154,471 207 0.0%
Voya Financial Inc. 42,196 2,311 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 175,114 221 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 311,976 371 0.0%
Vukile Property Fund Ltd. 74,998 142 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 806 1 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 250,837 253 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 140,423 181 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 20,402 28 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 35,703 49 0.0%
W.W. Grainger Inc. 346 133 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,152,956 1,571 0.2%
Wabtec Corp. 6,324 606 0.0%
Wachovia Capital Trust III F/R 03-15-2066 559,743 692 0.0%
Wajax Corp. 5,942 99 0.0%
Wal-Mart de Mexico SAB de CV Series V 52,165 181 0.0%
Wal-Mart Stores Inc. 21,999 2,796 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 103,196 141 0.0%
Walsin Technology Corp. 300 2 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 35,922 49 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 34,673 47 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 18,936 26 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 43,245 59 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 14,972 20 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 15,764 22 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 118,115 158 0.0%
Warrior Met Coal Inc. 76,185 2,506 0.2%
Washington H. Soul Pattison & Co. Ltd. 4,325 103 0.0%
Wasion Group Holdings Ltd. 130,826 87 0.0%
Waste Connections Inc. 55,677 5,642 0.4%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 87,642 120 0.0%
Waters Corp. 1,808 465 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 49,729 42 0.0%
Wei Chuan Foods Corp. 42,263 42 0.0%
Weibo Corp. 90 7 0.0%
Weiqiao Textile Co. Ltd. 35,789 17 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 523,747 691 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 4,210 141 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 1,633,321 1,569 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 727,417 693 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 657,447 655 0.0%
Wells Fargo & Co. F/R 07-27-2021 87,032 84 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 14,905 21 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 21,156 30 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 197,233 267 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 173,219 237 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 64,006 84 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 131,336 160 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 14 0.0%
Wesdome Gold Mines Ltd. 24,548 109 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 264,035 270 0.0%
West Fraser Timber Co. Ltd. 11,805 796 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 514,868 531 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 10,250 257 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 227,528 219 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 215,094 211 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 10 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 256,975 305 0.0%
Western Forest Products Inc. 131,342 248 0.0%
WestJet Airlines Ltd. 25,634 461 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 12,433 22 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 149,198 151 0.0%
Westrock Co. 6,366 328 0.0%
Westshore Terminals Investment Corp. 46,517 957 0.0%
Whanin Pharmaceutical Co. Ltd. 475 11 0.0%
Wheaton Precious Metals Corp. 5,824 155 0.0%
Wheelock and Co. Ltd. 6,251 49 0.0%
Whitecap Resources Inc. 39 0.0%
Whitehaven Coal Ltd. 74,230 308 0.0%
Wholetech System Hitech Ltd. 28,534 37 0.0%
William Morrison Supermarkets PLC 167,997 623 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 182,768 235 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 837,061 1,130 0.1%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 78,675 108 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 137,308 154 0.0%
Winpak Ltd. 32,333 1,544 0.1%
Winstek Semiconductor Co. Ltd. 72,412 72 0.0%
Wipro Ltd. ADR 22,569 158 0.0%
Wirecard AG 3,115 647 0.0%
Wisdom Marine Lines Co. Ltd. 66,220 86 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 177,000 6,145 0.4%
Wiz Solucoes e Corretagem de Seguros SA 12,356 30 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 28,477 37 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 142,982 188 0.0%
WNS (Holdings) Ltd. 4,845 273 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 79,907 102 0.0%
Wonderful Hi-Tech Co. Ltd. 104,984 88 0.0%
Woongjin Thinkbig Co. Ltd. 21,761 72 0.0%
Woongjin Thinkbig Co. Ltd. Rights Exp. 01-11-2019 13,753 2 0.0%
Woori Bank 390 22 0.0%
World Wrestling Entertainment Inc. Class A 3,226 329 0.0%
Worldpay Inc. 10,408 1,085 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 128,062 160 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 10,444 14 0.0%
WSP Global Inc. 14,014 822 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 1,157,794 1,146 0.1%
Wuestenrot & Wuerttembergische AG 6,896 172 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 76,931 100 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 163,708 216 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 47,128 63 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 197,216 238 0.0%
Xiamen International Port Co. Ltd. H 7,494 2 0.0%
Xingda International Holdings Ltd. 1,349 1 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 749 1 0.0%
Xinyuan Real Estate Co. Ltd. 13,971 72 0.0%
Xiwang Special Steel Co. Ltd. 307,145 77 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 180,773 241 0.0%
Xtep International Holdings Ltd. 211,441 157 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 424,521 486 0.0%
Yamana Gold Inc. 393,753 1,264 0.1%
Yangarra Resources Ltd. 5,473 14 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 225 1 0.0%
Yanzhou Coal Mining Co. Ltd. H 2,398 3 0.0%
Yea Shin International Development Co. Ltd. 24,765 17 0.0%
YeaRimDang Publishing Co. Ltd. 13,821 91 0.0%
Yellow Pages Ltd. 6,411 39 0.0%
Yi Jinn Industrial Co. Ltd. 96,639 55 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 19,454 88 0.0%
Yihai International Holding Ltd. 35,890 120 0.0%
Youngone Holdings Co. Ltd. 15 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 95,540 123 0.0%
Yuanta Financial Holding Co. Ltd. 17,537 12 0.0%
Yuasa Trading Co. Ltd. 1,570 61 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 7,195 4 0.0%
Yuexiu Property Co. Ltd. 290,339 73 0.0%
Yuexiu Transport Infrastructure Ltd. 74,956 78 0.0%
Yum China Holdings Inc. 1,619 74 0.0%
Yurtec Corp. 1,714 18 0.0%
Yuzhou Properties Co. Ltd. 12,741 7 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 62,008 84 0.0%
Zeng Hsing Industrial Co. Ltd. 11,575 70 0.0%
Zenith Bank Ltd. 827,699 71 0.0%
Zhen Ding Technology Holding Ltd. 166,424 595 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 74,599 98 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,752 2 0.0%
ZTE Corp. H Shares 2,938 8 0.0%
ZTO Express (Cayman) Inc. 1,036 22 0.0%
Zurich Insurance Group AG 385 157 0.0%
Total Investments -- 2,177,800 99.5%
Currency Hedge Contracts -- -12,137 -0.6%
Other Assets (Liabilities) -- 24,077 1.1%
Total Net Assets -- 2,189,740 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of March 31, 2019
  • Regional Allocation
      Canada
    EQ : 28.3% | FI : 29.1%
    57.4%
      United States
    EQ : 9.9% | FI : 8.5%
    18.4%
      Other
    EQ : 7.8% | FI : 2.2%
    10.0%
      United Kingdom
    EQ : 1.3% | FI : 0.4%
    1.7%
      Japan
    EQ : 1.2%
    1.2%
      Germany
    FI : 0.3%
    0.3%
      Cash & Equivalents 11.0%
  • Sector Allocation
      Fixed Income 40.3%
      Cash & Equivalents 11%
      Financials 10.5%
      Other 7.5%
      Industrials 6.1%
      Energy 5.1%
      Information Technology 4.1%
      Materials 4%
      Consumer Discretionary 3.1%
      Consumer Staples 3%
      Health Care 2.7%
      Communication Serv. 2.6%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Note: USD option is capped to new purchases.

In early January 2017 Symmetry purchased a small allocation to Mackenzie Maximum Diversification All-World Ex-North America ETF.  In addition to being attracted to the TOBAM investment philosophy, the investment results in an improvement to the overall portfolio characteristics of the Symmetry portfolios.

The Series G versions of this fund are closed to new investments.

The Series B, C, E, I, J and LM versions of this fund are closed to new investments.

Also available in class version for non-registered accounts (Symmetry Balanced Portfolio Class).

Fund Risk Measures:
  • Annualized Standard Deviation: A measure of how widely returns varied over a period. A lower standard deviation means the returns of the fund have historically been less volatile and vice-versa. Standard deviation is a measure of historical risk; future risk may be different.
  • Annualized Standard Deviation Benchmark: A measure of how widely returns varied over a period. A lower standard deviation means the returns of the benchmark have historically been less volatile, and vice-versa.
  • Alpha: A measure of the difference between a portfolio's actual return and its expected return given its level of risk. Risk is measured by beta. A positive number indicates that it has performed better than beta would predict.
  • Beta: A measure of the tendency of the value of the fund and the value of the benchmark to move together. The market has a beta of 1. If beta of a fund is higher than 1, the movement in value compared to the benchmark tends to be amplified. A beta less than 1 means the movement in value tends to be dampened.
  • R2: A measure that represents the percentage of a fund's movements that can be attributed to movements of a benchmark index.
  • Sharpe Ratio: A measure of how much of a fund's excess return is achieved for a certain level of risk. The greater a fund's Sharpe Ratio, the higher the risk-adjusted returns.

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

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

Mutual Fund US Dollar Settlement Option details.

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

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

* The blended index is composed of 37.5% MSCI AC (All Country) World, 35% FTSE Canada Universe Bond, 15% ICE BofA Merrill Lynch Global Broad Market (Hedged to CAD) and 12.5% S&P/TSX Composite.

†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.