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 December 31, 2018
Major holdings represent 18.6% of the fund.
View all holdings
Total # of
Equity Holdings
1548
Total # of
Fixed Income Holdings
1586
Holding name, country and sector Percentage of holding in fund
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Pooled Funds
3.2%
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
2.7%
Government of Canada 3.50% 06-01-2020
Canada | Federal Government
2.5%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.5%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
1.9%
Royal Bank of Canada
Canada | Diversified Banks
1.7%
Toronto-Dominion Bank/The
Canada | Diversified Banks
1.5%
Bank of Montreal
Canada | Diversified Banks
1.0%
Canadian National Railway Co.
Canada | Railroads
0.9%
Province of Ontario 2.90% 06-02-2028
Canada | Provincial Governments
0.8%

Complete Fund Holdings Help Full holdings list

As of November 30, 2018
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 536,398 710 0.0%
21Vianet Group Inc. ADR 14 0.0%
3SBio Inc. 270 1 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 1,981,994 1,950 0.2%
407 International Inc. 3.60% 05-21-2047 Callable 402,779 385 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,432,884 1,397 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 1,575,094 2,029 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 89,072 114 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,123,042 1,650 0.1%
58.Com Inc. ADR 1,202 95 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 78,684 104 0.0%
AbbVie Inc. 4,120 516 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 116,617 176 0.0%
Abcam PLC 7,515 145 0.0%
ABIOMED Inc. 3,739 1,653 0.1%
Absolute Software Corp. 2,266 19 0.0%
Accenture PLC Class A 11,255 2,461 0.2%
Access Justice Durham 5.015% 08-31-2039 316,572 349 0.0%
Acer Inc. 20,391 18 0.0%
Acxiom Corp. 2,427 153 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 129,711 154 0.0%
Adcock Ingram Holdings Ltd. 432 2 0.0%
Addus HomeCare Inc. 790 78 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 20,906 28 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 21,301 29 0.0%
Admiral Group PLC 4,539 161 0.0%
Adtalem Global Education Inc. 9,332 716 0.0%
Advance Auto Parts Inc. 19,580 4,625 0.3%
Advanced Info Service PCL (Thailand) DR 4,551 33 0.0%
Advanced Medical Solutions Group PLC 98,828 129 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 816,424 1,185 0.1%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 189,011 252 0.0%
AECI Ltd. 5,222 46 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 229,774 278 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 160,595 215 0.0%
Aecon Group Inc. 15,927 298 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 76,616 99 0.0%
Aegon NV 152,235 1,127 0.1%
AEON Credit Service M Bhd 257 1 0.0%
AEON Thana Sinsap (Thailand) PCL 1,891 14 0.0%
AerCap Holdings NV 30,838 2,167 0.2%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 296,643 375 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 175,886 224 0.0%
Aeroflot - Russian Airlines OJSC 1,134 3 0.0%
Aetna Inc. 12,109 3,415 0.3%
Aflac Inc. 23,472 1,427 0.1%
African Development Bank F/R 02-24-2019 27,815 4 0.0%
African Oxygen Ltd. 756 2 0.0%
African Rainbow Minerals Ltd. 1,026 12 0.0%
AG Mortgage Investment Trust Inc. 603 15 0.0%
Agellan Commercial Real Estate Investment Trust 2,976 42 0.0%
AGF Management Ltd. Class B non-voting 26,306 132 0.0%
Aggreko PLC 5,459 69 0.0%
Agile Property Holdings Ltd. 20,256 37 0.0%
Agnico-Eagle Mines Ltd. 26,212 1,225 0.1%
Agricultural Bank of China Ltd. H 2,459,415 1,483 0.1%
Agritrade Resources Ltd. 7,565 94 0.0%
AGT Food and Ingredients Inc. 10,912 169 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 525,031 514 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 397,711 508 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 2,748 34 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 392,817 518 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 443,652 423 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 259,891 252 0.0%
Aimia Inc. 194,642 685 0.0%
Air Canada 201,793 5,852 0.4%
Air China Ltd. H 18,636 24 0.0%
Air Liquide SA 1,762 283 0.0%
Air New Zealand Ltd. 3,709 10 0.0%
AirAsia BHD 37,501 37 0.0%
Airports of Thailand Public Co. Ltd. 3,525 9 0.0%
AK Holdings Inc 191 12 0.0%
Aker ASA 213 16 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 156,889 209 0.0%
Akzo Nobel NV 6,617 741 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 124,495 163 0.0%
Alam Sutera Realty TBK PT 1,509,357 49 0.0%
Alberta Powerline LP 4.06% 03-01-2054 389,836 395 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 245,113 326 0.0%
Alcanna Inc. 33,354 39 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 10,763 9 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 494,317 467 0.0%
Alfa SA Series A 42,522 57 0.0%
Algonquin Power & Utilities Corp. 55,554 783 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 884,678 877 0.0%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 322,894 333 0.0%
Algonquin Power Co. 4.82% 02-15-2021 210,013 216 0.0%
Alibaba Group Holding Ltd. ADR 1,391 297 0.0%
Alibaba Health Information Technology Ltd. 1,080 1 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 1,435,705 1,456 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 75,388 5,257 0.3%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 63,003 93 0.0%
Allergan PLC 20,365 4,239 0.3%
Alliance Data Systems Corp. 5,066 1,349 0.1%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 71,329 95 0.0%
Alliance Financial Group BHD 1,080 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 101,069 103 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 49,716 56 0.0%
Allianz SE Reg. 11,810 3,315 0.2%
Allied Properties Real Estate Investment Trust 9,763 440 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 204,762 197 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 349,146 352 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 257,265 258 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 13,348 16 0.0%
Ally Financial Inc. 3,540 126 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 80,506 110 0.0%
Ally Financial Inc. 8.00% 11-01-2031 257,785 401 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 53,925 69 0.0%
Alpek SAB de CV 55,039 89 0.0%
Alphabet Inc. Class A 628 927 0.0%
Alphabet Inc. Class C 648 943 0.0%
Alstom SA 4,590 268 0.0%
Alta Mesa Holdings LP 7.88% 12-15-2024 Callable 2019 22,942 22 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 480,404 481 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 415,825 408 0.0%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 193,514 186 0.0%
AltaGas Ltd. Pfd. Series K 18,823 345 0.0%
Altair Engineering Inc. 10,674 458 0.0%
AltaLink LP 2.98% 11-28-2022 698,292 699 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 383,798 373 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 693,304 717 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 374,233 475 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 574,879 729 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 1,249,575 1,231 0.1%
Altisource Portfolio Solutions SA 1,091 34 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 38,085 57 0.0%
Amata Corp. PCL 378 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 283,517 337 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 98,025 116 0.0%
Amcor Ltd. 22,897 299 0.0%
Amdocs Ltd. 7,388 638 0.0%
Amedisys Inc. 2,263 410 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1,712,191 97 0.0%
America Movil SAB de CV Series L ADR 3,754 67 0.0%
America's Car-Mart Inc. 510 50 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 147,379 193 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 68,466 90 0.0%
American Express Co. 8,106 1,210 0.1%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 412,605 663 0.0%
American National Insurance Co. 3,121 529 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 79,773 97 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 98,828 128 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 142,214 189 0.0%
Amphenol Corp. Class A 468 55 0.0%
Anadolu Cam Sanayii AS 1,310 1 0.0%
Andrew Peller Ltd. 169 2 0.0%
Angang Steel Co. Ltd. H Shares 540 1 0.0%
Anglo American Platinum Ltd. 324 14 0.0%
Anglo American PLC 5,410 144 0.0%
AngloGold Ashanti Ltd. ADR 2,363 31 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,291,762 2,161 0.2%
Anhui Conch Cement Co. Ltd. H 28,300 196 0.0%
Anpec Electronics Corp. 32,142 89 0.0%
Ansell Ltd. 4,003 89 0.0%
Anta Sports Products Ltd. 2,836 17 0.0%
Antero Midstream 5.38% 09-15-2024 105,004 136 0.0%
Antero Resources Corp. 5.00% 03-01-2025 266,993 339 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 117,630 154 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 117,358 155 0.0%
Anthem Inc. 6,717 2,590 0.2%
Anthem Inc. 2.75% 10-15-2042 82,027 435 0.0%
Apex International Co. Ltd. 93,931 143 0.0%
Apollo Commercial Real Estate Finance Inc. 57,697 1,453 0.1%
Apple Inc. 22,496 5,340 0.3%
Apple Inc. 2.51% 08-19-2024 Callable 2024 10,225,774 9,821 0.5%
Apple Inc. 2.85% 08-28-2019 148,242 144 0.0%
Apple Inc. F/R 02-09-2022 145,771 196 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 123,535 164 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 108,711 145 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 47,239 62 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 131,207 174 0.0%
ARC Resources Ltd. 70,267 639 0.0%
Arcadyan Technology Corp. 5,132 15 0.0%
ArcelorMittal SA 7.00% 10-15-2039 23,776 34 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 1,055,817 1,249 0.1%
Archer-Daniels-Midland Co. 98,215 6,008 0.4%
Arcosa Inc. 261 9 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 37,599 43 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 75,083 101 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 593,286 712 0.0%
Argonaut Gold Inc. 812 1 0.0%
Aritzia Inc. 12,123 221 0.0%
Arkema Group 433,151 434 0.0%
ARMOUR Residential REIT Inc. 8,244 243 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 354,396 351 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 88,257 103 0.0%
Arrowhead Properties Ltd. 98,815 43 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 150,232 199 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 81,966 108 0.0%
Artis Real Estate Investment Trust 28,084 279 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 354,396 355 0.0%
Asanko Gold Inc. 101 0.0%
Ashland Global Holdings Inc. 4,013 437 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 40,044 49 0.0%
Asia Cement China Holdings Corp. 50,239 52 0.0%
Asia Cement Corp. 29,858 44 0.0%
Asia Paper Manufacturing Co. Ltd. 1,123 40 0.0%
Asian Development Bank 4.625% 03-06-2019 134,653 124 0.0%
Asian Development Bank 5.00% 03-09-2022 82,768 87 0.0%
Asian Development Bank 5.90% 12-20-2022 486,560 9 0.0%
Asian Development Bank 6.00% 02-24-2021 382,461 7 0.0%
Asian Development Bank 6.45% 08-08-2021 288,097 5 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 90,100 76 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 51,930 68 0.0%
Aspen Technology Inc. 2,554 293 0.0%
ASR Nederland NV 16,020 921 0.0%
Asseco Poland SA 203 3 0.0%
Associated Capital Group Inc. Class A 3,141 177 0.0%
Assore Ltd. 338 9 0.0%
Assured Guaranty Ltd. 67,062 3,639 0.3%
Astral Foods Ltd. 7,772 131 0.0%
AT&T Inc. 15,544 645 0.0%
AT&T Inc. 2.35% 09-05-2029 Callable 2029 410,515 547 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 232,752 230 0.0%
AT&T Inc. 4.13% 02-17-2026 408,151 542 0.0%
AT&T Inc. 4.85% 05-25-2047 3,442,368 3,141 0.2%
AT&T Inc. 4.90% 08-14-2037 144A 3,313,155 4,358 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 286,930 271 0.0%
ATCO Ltd. Class I non-voting 18,125 736 0.0%
Athabasca Oil Corp. 193,256 199 0.0%
Atlantic Power Corp. 10,246 30 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 840,050 665 0.0%
ATS Automation Tooling Systems Inc. 90,321 1,537 0.1%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 519,157 709 0.0%
AU Optronics Corp. 294,275 160 0.0%
Austevoll Seafood ASA 2,280 42 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 109,205 164 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 525,031 506 0.0%
Automatic Data Processing Inc. 1,378 270 0.0%
Automotive Properties Real Estate Investment Trust 2,333 23 0.0%
Autostrada Torino-Milano SPA 6,194 157 0.0%
Avangrid Inc. 6,595 442 0.0%
Avaya Holdings Corp. 3,427 71 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 125,060 164 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 128,476 189 0.0%
Aveva Group PLC 2,705 118 0.0%
AVIC International Holdings Ltd. 1,080 1 0.0%
Aviva PLC 4.50% 05-10-2021 543,373 555 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 509,698 675 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 162,760 218 0.0%
AXA SA 19,116 619 0.0%
Axfood AB 6,468 149 0.0%
Axiomtek Co. Ltd. 5,586 13 0.0%
Ayala Corp. 79 2 0.0%
B2Gold Corp. 13,256 43 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 27,178 27 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 202,597 213 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 166,851 219 0.0%
Bahle-Metal Leve SA 297 2 0.0%
Baidu Inc. ADR 3,478 870 0.0%
Ball Corp. 4.00% 11-15-2023 170,478 221 0.0%
Ball Corp. 4.375% 12-15-2020 145,771 195 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 204,326 268 0.0%
Ball Corp. 5.25% 07-01-2025 193,949 262 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 191,920 255 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 28,206 39 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 66,709 83 0.0%
Banco Bradesco SA Pref. ADR 5,483 73 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2014 43,237 1 0.0%
Banco do Brasil SA 14,328 220 0.0%
Banco do Estado do Rio Grande do Sul SA 23,738 178 0.0%
Banco Macro SA ADR 2,252 133 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 107,475 135 0.0%
Banco Santander Brasil SA 3,997 60 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 8,466 69 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 116,123 146 0.0%
Bangkok Dusit Medical Services PCL 57,581 62 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 101,298 154 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 100,063 151 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 372,247 418 0.0%
Bank of America Corp. 70,290 2,654 0.2%
Bank of America Corp. 3.228% 06-22-2022 327,745 327 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 397,181 393 0.0%
Bank of America Corp. 3.95% 04-21-2025 102,381 132 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 93,854 131 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 7,649 12 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 806,973 786 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 42,002 63 0.0%
Bank of America Corp. F/R 07-23-2024 Callable 2023 42,489 56 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 2,336,390 2,296 0.2%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 77,827 104 0.0%
Bank of China Ltd. H 1,590,893 927 0.0%
Bank of Communications Co. Ltd. H 432,337 438 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 69,179 90 0.0%
Bank of Israel 0% 11-06-2019 50,041 18 0.0%
Bank of Montreal 226,486 22,452 1.1%
Bank of Montreal 2.27% 07-11-2022 1,008,060 982 0.0%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,800,858 1,757 0.2%
Bank of Montreal 2.89% 06-20-2023 2,126,377 2,106 0.2%
Bank of Montreal 3.19% 03-01-2028 866,302 857 0.0%
Bank of Montreal 3.25% 10-06-2022 153,183 150 0.0%
Bank of Montreal 3.32% 06-01-2026 517,156 517 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 2,231,384 2,237 0.2%
Bank of Montreal F/R 02-01-2023 5,729,405 5,708 0.4%
Bank of Montreal F/R 03-30-2020 1,603,754 1,605 0.1%
Bank of Montreal F/R 04-11-2019 262,516 263 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 396,399 482 0.0%
Bank Pekao SA 527 20 0.0%
Bankers Hall LP 4.377% 11-20-2013 477,897 483 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 145,771 197 0.0%
Baoye Group Co. Ltd. 26,117 19 0.0%
Barclays Africa Group Ltd. 1,648 24 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 101,298 135 0.0%
Barclays PLC 163,220 452 0.0%
Barrick Gold Corp. 327,367 5,542 0.3%
Barwa Real Estate Co. 1,404 20 0.0%
BASF SE 2,711 262 0.0%
Baxter International Inc. 47,036 4,286 0.3%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 148,242 178 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 105,116 134 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 946,512 1,091 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 271,133 263 0.0%
BCE Inc. 98,817 5,628 0.4%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 86,105 84 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,368,232 1,338 0.1%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 30,806 41 0.0%
Beach Petroleum Ltd. 72,318 107 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 417,956 505 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 58,398 78 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 22,704 30 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 4,342 6 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 44,702 61 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 10,341 14 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 5,092 7 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 109,946 120 0.0%
Becton, Dickinson and Co. 194 65 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 4,366 367 0.0%
Beijing Capital Land Ltd. 91,722 48 0.0%
Beijing Enterprises Holdings Ltd. 12,086 95 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,617,097 1,550 0.1%
Bell Canada 3.35% 03-22-2023 417,127 415 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 458,464 445 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 1,210,284 1,182 0.1%
Bell Canada 4.35% 12-18-2045 Callable MTN 226,289 211 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,527,841 1,443 0.1%
Bell Canada 4.70% 09-11-2023 MTN 265,928 279 0.0%
Bell Canada 6.17% 02-26-2037 376,710 444 0.0%
Bell Canada 6.55% 05-01-2029 Callable 312,394 372 0.0%
Bell Canada 7.30% 02-23-2032 Callable 333,702 427 0.0%
Bellway PLC 4,526 195 0.0%
BenQ Materials Corp. 49,122 35 0.0%
Berkshire Hathaway Inc. Class B 264 77 0.0%
Berry Global Group Inc. 1,256 84 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 28,365 36 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 187,614 247 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 95,462 126 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 106,240 141 0.0%
BHP Billiton PLC 12,075 307 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 165,182 224 0.0%
BIM Birlesik Magazalar AS 2,444 53 0.0%
Bioteque Corp. 18,318 69 0.0%
BJ's Restaurants Inc. 5,696 411 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 188,286 249 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 38,246 6 0.0%
BKW AG 1,794 162 0.0%
Black Diamond Group Ltd. 5,039 11 0.0%
Blackberry Ltd. 39,260 459 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 42,002 56 0.0%
Bloomberry Resorts Corp. 115,798 25 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 93,886 124 0.0%
BlueLinx Holdings Inc. 1,769 15 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 179,777 240 0.0%
BMW Canada Inc. F/R 06-14-2019 1,294,029 1,297 0.1%
BNK Financial Group Inc. 378 3 0.0%
BNP Paribas SA 9,111 610 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 326,504 437 0.0%
Boardwalk Real Estate Investment Trust 30,976 1,285 0.1%
BOC Aviation Ltd. 4,426 45 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 112,417 142 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 52,224 67 0.0%
Bolsa Mexicana de Valores SAB de CV 936 2 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 133,481 169 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 166,851 211 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 415,959 527 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 787,703 1,083 0.0%
Bombardier Inc. Class B Sub. voting 327,469 727 0.0%
Bonavista Energy Corp. 241,612 302 0.0%
Bonterra Energy Corp. 9,874 68 0.0%
Boot Barn Holdings Inc. 5,337 161 0.0%
Boralex Inc. Class A 8,082 145 0.0%
Bosideng International Holdings Ltd. 6,482 2 0.0%
Bottomline Technologies Inc. 28,093 2,057 0.2%
Boyne USA Inc. 7.25% 05-01-2025 Callable 2021 144A 36,290 50 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 915,017 908 0.0%
Brambles Ltd. 14,802 148 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 45,884 54 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 113,125 148 0.0%
Braskem SA 1,040 39 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 25,084 33 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 171,096 610 0.0%
Bridgestone Corp. 3,418 184 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 187,699 197 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 215,839 276 0.0%
Bright Horizons Family Solutions Inc. 3,346 541 0.0%
Brighthouse Financial Inc. 15,007 803 0.0%
British American Tobacco PLC 12,320 571 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 1,050,063 1,010 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 500,553 516 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 255,690 268 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 196,887 222 0.0%
Brookfield Asset Management Inc. Class A limited voting 53,502 3,116 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 7,637 190 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 21,154 511 0.0%
Brookfield Business Partners LP 21,489 1,007 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 207,125 201 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 542,260 528 0.0%
Brookfield Infrastructure Partners LP 19,106 969 0.0%
Brookfield Property Finance ULC 4.12% 10-19-2021 1,256 10 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 328,145 327 0.0%
Brookfield Property Partners LP 4,092 96 0.0%
Brookfield Renewable Energy Partners LP 14,968 569 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,061,207 1,013 0.0%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 417,400 411 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 11,320 260 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 546,328 533 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 166,772 215 0.0%
Brown & Brown Inc. 4,849 187 0.0%
BRP Finance ULC 4.79% 02-07-2022 416,350 430 0.0%
BRP Inc. 25,294 1,197 0.1%
Bruce Power LP 2.84% 06-23-2021 976,558 968 0.0%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 1,083,251 1,052 0.0%
Bruce Power LP 3.97% 06-23-2026 397,320 399 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 656,289 637 0.0%
BTB Real Estate Investment Trust 4,058 18 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 52,975 65 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 55,895 73 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 148,497 188 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 85,424 113 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 156,995 208 0.0%
Bumrungrad Hospital Public Co. Ltd. NVDR 1,053 8 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 262,516 416 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 251,613 329 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 656,289 836 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 846,522 1,021 0.0%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 123,223 160 0.0%
BXP Trust 3.42% 06-13-2039 137,123 171 0.0%
C&G Hi Tech Co. Ltd. 1,489 17 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 54,355 73 0.0%
CACI International Inc. Class A 5,508 1,207 0.1%
CAE Inc. 238,097 6,424 0.4%
Caesars Entertainment Corp. 6,804 77 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 27,975 53 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 2,625,157 2,697 0.2%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 219,499 246 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 1,144,318 1,169 0.1%
Callaway Golf Co. 11,900 271 0.0%
Callon Petroleum Co. 10,133 115 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 813,860 1,012 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 153,503 188 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 50,472 67 0.0%
Cambrex Corp. 10,197 648 0.0%
Cameco Corp. 57,808 912 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 203,516 268 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 1,092,065 1,436 0.1%
Camsing International Holding Ltd. 49,043 64 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 4,964 7 0.0%
Canaccord Genuity Group Inc. 29,622 193 0.0%
Canada Goose Holdings Inc. 9,637 861 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 120,775 161 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 13,810,951 13,820 0.7%
Canada Housing Trust No. 1 2.35% 06-15-2023 4,758,170 4,722 0.3%
Canadian Apartment Properties Real Estate Investment Trust 72,519 3,391 0.3%
Canadian Credit Card Trust II 1.829% 03-24-2020 763,243 755 0.0%
Canadian Imperial Bank of Commerce 118,958 13,264 0.7%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 353,346 344 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 2,178,618 2,128 0.2%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 678,603 678 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,997,745 1,985 0.2%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 1,900,614 1,902 0.2%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,518,801 1,525 0.1%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 1,042,187 1,045 0.0%
Canadian Imperial Bank of Commerce F/R 01-17-2019 1,876,392 1,877 0.2%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 1,863,036 1,833 0.2%
Canadian Mortgage Pools 2.65% 10-01-2027 154,618 153 0.0%
Canadian National Railway Co. 170,372 19,450 1.0%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,738 2 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 669,154 640 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 333,395 319 0.0%
Canadian Natural Resources Ltd. 111,179 3,712 0.3%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 250,276 251 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 297,955 282 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 388,523 383 0.0%
Canadian Pacific Railway Ltd. 36,857 10,357 0.6%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 433,151 426 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 157,509 177 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 25,266 3,748 0.3%
Canadian Utilities Ltd. Class A non-voting 21,710 680 0.0%
Canadian Western Bank 46,863 1,352 0.1%
Canadian Western Bank 2.74% 06-16-2022 DPNT 241,514 236 0.0%
Canadian Western Bank 2.88% 03-01-2021 185,291 184 0.0%
Canadian Western Bank 2.92% 12-15-2022 429,170 419 0.0%
Canfor Corp. 17,415 317 0.0%
Canfor Pulp Products Inc. 58,581 1,124 0.1%
Canon Electronics Inc. 770 19 0.0%
Canopy Growth Corp. 26,765 1,208 0.1%
Cantel Medical Corp. 1,538 176 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 1,212,823 1,251 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 121,064 158 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 85,239 112 0.0%
Capital Power Corp. 121,943 3,327 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 1,127,505 1,117 0.0%
Capstone Mining Corp. 65,264 41 0.0%
Cards II Trust 2.155% 10-15-2020 1,609,746 1,590 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 292,253 388 0.0%
Career Education Corp. 2,255 40 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 137,178 182 0.0%
Carlsberg Brewery Malaysia BHD 10,037 63 0.0%
Carnival PLC 65,921 5,105 0.3%
Carter's Inc. 11,608 1,427 0.1%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 377,997 487 0.0%
Cascades Inc. 56,726 710 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 208,564 213 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 166,851 220 0.0%
Cash & Equivalents** 273,259 12.2%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 9,316 12 0.0%
Caterpillar Inc. 1,419 256 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 299,154 321 0.0%
CBIZ Inc. 8,258 232 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 40,461 52 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 1,076,193 1,062 0.0%
CCL Industries Inc. Class B non-voting 46,520 2,564 0.2%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 795,423 1,008 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 154,418 192 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 88,431 117 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 778,586 985 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 52,141 68 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 131,935 176 0.0%
CCO Holdings LLC 5.75% 02-15-2026 222,746 297 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 126,008 169 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 58,815 77 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 171,192 227 0.0%
CD Projekt SA 230 12 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 504,030 614 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 107,475 142 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 133,417 174 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 110,122 132 0.0%
Celestica Inc. Sub. voting 101,514 1,387 0.1%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 221,139 292 0.0%
Celltrion Inc. 3 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 56,312 74 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 159,360 190 0.0%
Cenovus Energy Inc. 114,022 1,120 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 110,122 147 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 103,448 143 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 330,770 412 0.0%
Centerra Gold Inc. 76,558 413 0.0%
Centrais Eletricas BR-SP ADR 257 2 0.0%
Central 1 Credit Union 2.60% 11-07-2022 591,095 574 0.0%
Central 1 Credit Union F/R 02-05-2021 1,461,752 1,457 0.1%
CenturyLink Inc. 9,343 233 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 294,237 381 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 142,065 197 0.0%
Cerner Corp. 6,758 520 0.0%
Cervus Equipment Corp. 406 6 0.0%
CES Energy Solutions Corp. 87,580 279 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 417,127 397 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 168,636 225 0.0%
CEZ AS 1,526 48 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 25,942 34 0.0%
CGI Group Inc. Class A Sub. voting 149,430 12,702 0.7%
CGN New Energy Holdings Co. Ltd. 228,671 47 0.0%
Champion Real Estate Investment Trust 208,330 193 0.0%
Changyou.com Ltd. 405 11 0.0%
Charoen Pokphand Group Co. Ltd. 36,110 20 0.0%
Charter Communications Inc. Class A 275 120 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 315,019 416 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 258,371 340 0.0%
Chartwell Retirement Residences 16,096 243 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 605,194 603 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 174,443 175 0.0%
Chase Corp. 122 18 0.0%
Chase Issuance Trust 1.37% 06-15-2021 64,238 85 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 22,482 31 0.0%
CHC Group LLC 4,724 41 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 242,926 323 0.0%
Check Point Software Technologies Ltd. 1,419 211 0.0%
Cheetah Mobile Inc. ADR 797 7 0.0%
Chegg Inc. 7,385 274 0.0%
Cheil Communications Inc. 7,701 214 0.0%
Chemed Corp. 2,604 1,097 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 378,023 321 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 95,105 123 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 110,539 151 0.0%
Cherrybro Co. Ltd. 9,221 30 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 19,605 27 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 125,138 161 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 145,466 185 0.0%
Chesswood Group Ltd. 304 3 0.0%
Chevron Corp. 11,723 1,854 0.2%
Chia Chang Co. Ltd. 23,590 38 0.0%
Chimera Investment Corp. 32,956 841 0.0%
China Agri-Industries Holdings Ltd. 4,186 2 0.0%
China Aircraft Leasing Group Holdings Ltd. 15,785 22 0.0%
China Aoyuan Property Group Ltd. 2,701 2 0.0%
China BlueChemical Ltd. H 152,004 65 0.0%
China CITIC Bank H 25,793 22 0.0%
China Coal Energy Co. Ltd. H 2,431 1 0.0%
China Communication Services Corp. Ltd. 93,078 104 0.0%
China Conch Venture Holdings Ltd. 50,860 210 0.0%
China Construction Bank Corp. H 629,852 716 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 269,137 45 0.0%
China Dongxiang Group Co. 3,511 1 0.0%
China Eastern Airlines Corp. Ltd. H Shares 2,701 2 0.0%
China Everbright Bank Co. Ltd. Class H 317,007 187 0.0%
China Everbright Ltd. 270 1 0.0%
China Longyuan Power Group Corp. H 3,241 3 0.0%
China Man-Made Fiber Corp. 8,629 4 0.0%
China Medical System Holdings Ltd. 4,321 6 0.0%
China Merchants Bank Co. Ltd. H 11,681 64 0.0%
China Merchants Land Ltd. 224,759 44 0.0%
China Minsheng Banking Corp. Ltd. 384,695 377 0.0%
China Mobile Ltd. 22,348 296 0.0%
China Mobile Ltd. ADR 7,569 500 0.0%
China National Building Material Co. Ltd. H 73,361 76 0.0%
China National Offshore Oil Corp. Ltd. ADR 243 54 0.0%
China Oriental Group Co. Ltd. 177,209 152 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 446 51 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 849,095 959 0.0%
China Railway Construction Corp. Ltd. H 15,057 26 0.0%
China Railway Group Ltd. 558,751 686 0.0%
China Resources Cement Holdings Limited 73,761 96 0.0%
China Resources Enterprise Ltd. 8,913 40 0.0%
China Resources Gas Group Ltd. 2,161 12 0.0%
China Resources Pharmaceutical Group Co. Ltd. 12,402 24 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 103,677 35 0.0%
China SCE Property Holdings Ltd. 287,617 137 0.0%
China Shenhua Energy Co. Ltd. H 292,796 868 0.0%
China Shineway Pharmaceutical Group Ltd. 18,574 31 0.0%
China South City Holdings Ltd. 289,378 59 0.0%
China Suntien Green Energy Corp. Ltd. 34,411 13 0.0%
China Taiping Insurance Holdings Co. Ltd. 918 4 0.0%
China Telecom Corp. Ltd. H ADR 365 26 0.0%
China Tian Lun Gas Holdings Ltd. 36,132 39 0.0%
China Vanke Co. Ltd. 3,795 17 0.0%
China Water Affairs Group Ltd. 92,646 139 0.0%
China XLX Fertiliser Ltd. 78,471 38 0.0%
China Zhongwang Holdings Ltd. 26,264 16 0.0%
ChipMOS Technologies Inc. 23,178 16 0.0%
Chlitina Holding Ltd. 2,296 24 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 75,749 101 0.0%
Choice Properties Real Estate Investment Trust 11,971 147 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 187,707 188 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 254,640 248 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 349,671 341 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 467,278 463 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 564,165 553 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 1,050,063 1,095 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 65,629 68 0.0%
Chong Kun Dang Holdings Corp. 332 25 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 33,760 26 0.0%
Chroma ATE Inc. 135 1 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 122,635 152 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 67,992 45 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 52,975 54 0.0%
Chudenko Corp. 385 11 0.0%
Chularat Hospital PCL 30,168 3 0.0%
Chungdahm Learning Inc. 1,914 46 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 112,882 111 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 254,640 251 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 108 1 0.0%
Cia de Saneamento do Parana 767 15 0.0%
Cia de Transmissao de Energia Eletrica Paulista 405 10 0.0%
Cia Minera Autlan SAB de CV 378 0.0%
Cielo SA 54,165 177 0.0%
Ciena Corp. 145,436 6,306 0.4%
CIFI Holdings Group Co. Ltd. 9,723 7 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 103,769 135 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 15,434 20 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 45,050 60 0.0%
Cisco Systems Inc. 30,634 1,949 0.2%
CIT Group Inc. 3,961 244 0.0%
CIT Group Inc. 5.00% 08-01-2023 201,055 268 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 9,594 13 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 81,533 105 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,235 2 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 166,772 222 0.0%
CITIC Ltd. 350,594 748 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,396,584 1,387 0.1%
Citigroup Inc. F/R 05-04-2021 124,770 123 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 111,181 139 0.0%
City of Oslo 2.35% 09-04-2024 180,800 28 0.0%
Citychamp Watch & Jewellery Group Ltd. 59,986 17 0.0%
CK Hutchison Holdings Ltd. 58,264 812 0.0%
CKD BiO Corp. 1,516 39 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 88,181 119 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 38,042 51 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 231,506 295 0.0%
CLI Funding LLC 4.03% 04-18-2043 83,539 110 0.0%
Clicks Group Ltd. 1,148 21 0.0%
CME Group Inc. 6,823 1,724 0.2%
CNA Financial Corp. 16,484 1,028 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 161,830 215 0.0%
CNOOC Ltd. 97,461 219 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 291,392 296 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 34 0.0%
Coca-Cola Femsa SAB de CV 64,297 514 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 243 20 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 4,868 6 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 624,787 766 0.0%
Coface SA 105,006 106 0.0%
Cogeco Communications Inc. 20,120 1,300 0.1%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,850,463 1,881 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 918,805 952 0.0%
Cogeco Inc. Sub. voting 6,324 394 0.0%
Cognex Corp. 5,802 339 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 198,341 266 0.0%
COL PCL 1,566 2 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 5,702 7 0.0%
Colgate Palmolive Co. 493 42 0.0%
Colliers International Group Inc. 5,681 497 0.0%
Colombia Government International Bond 4.00% 02-26-2024 107,475 141 0.0%
Colombia Government International Bond 4.50% 01-28-2026 138,359 183 0.0%
Colruyt SA 1,083 92 0.0%
Com7 Public Co. Ltd. 2,566 2 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 473,367 502 0.0%
Comcast Corp. Class A 4,119 214 0.0%
Cominar Real Estate Investment Trust 28,013 297 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 75,356 101 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 56,826 76 0.0%
Commercial Bank of Qatar 1,134 17 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 56,826 76 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 261,942 353 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 138,834 196 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 784,922 925 0.0%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 135,196 167 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 396,345 491 0.0%
CommVault Systems Inc. 18,698 1,465 0.1%
Compagnie de Saint-Gobain 6,662 328 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 540 15 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. ADR 1,188 5 0.0%
Compania Cervecerias Unidas SA ADR 2,741 95 0.0%
Compass Group PLC 1,298 37 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 37,124 45 0.0%
Computer Engineering & Consulting Ltd. 1,419 41 0.0%
Computer Modelling Group Ltd. 79,241 525 0.0%
Comtech Telecommunications Corp. 1,449 49 0.0%
Concentradora Fibra Danhos SA de CV 81 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 158,124 206 0.0%
Concord New Energy Group Ltd. 403,827 20 0.0%
Concordia International Corp. 1,809 45 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 302,797 392 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 31,502 41 0.0%
ConocoPhillips 8,129 715 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 80,298 113 0.0%
Consorcio ARA SAB de CV 122,200 43 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 119,829 160 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 183,953 231 0.0%
Constellation Software Inc. 6,881 6,271 0.4%
Constellium NV 4.25% 02-15-2026 Callable 2020 183,761 259 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 748,170 910 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 107,631 137 0.0%
Construtora Tenda SA 10,165 107 0.0%
Consumers Gas 6.10% 05-19-28 90,305 107 0.0%
Consun Pharmaceutical Group Ltd. 112,677 111 0.0%
Continental Gold Inc. 6 0.0%
Continental Holdings Corp. 14,811 45 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 65,072 82 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 60,901 71 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 538,417,308 241 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 34,769 5 0.0%
Corby Spirit and Wine Ltd. 710 14 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 820,787 821 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 295,756 296 0.0%
Core Industrial Trust 3.85% 02-10-2034 51,885 68 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 242,488 323 0.0%
CoreLogic Inc. 11,799 635 0.0%
Coretronic Corp. 27,708 48 0.0%
Corning Inc. 74,281 3,181 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 3,477 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 351 1 0.0%
Corus Entertainment Inc. Class B non-voting 123,440 611 0.0%
Cosco Pacific Ltd. 4,051 5 0.0%
CoStar Group Inc. 2,521 1,238 0.1%
Costco Wholesale Corp. 7,268 2,234 0.2%
Cott Corp. 56,247 1,110 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 128,476 166 0.0%
Country Garden Holdings Co. Ltd. 34,570 57 0.0%
Country Garden Services Holdings Co. Ltd. 1,218 3 0.0%
Covanta Holding Corp. 6.00% 01-01-2027 Callable 2022 170,635 172 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 40,461 51 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 17,936 24 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 161,011 197 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 76,751 102 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 44,633 56 0.0%
Credito Real SAB de CV SOFOM ER 36,605 49 0.0%
Crescent Point Energy Corp. 252,513 995 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 640,538 551 0.0%
CRH Medical Corp. 41,525 193 0.0%
Crius Energy Trust 5,850 31 0.0%
Crombie Real Estate Investment Trust 101 1 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 488,279 500 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 117,358 154 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 56,312 72 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 275 401 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 147,253 210 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 30,806 46 0.0%
Crown Holdings Inc. 1,063 72 0.0%
Crown Ltd. 40,106 457 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 106,367 133 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 162,760 234 0.0%
CSC Holdings LLC 5.25% 06-01-2024 61,735 78 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 117,358 147 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 137,123 176 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 246,105 343 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 128,476 167 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 215,263 262 0.0%
CSM NV Term Loan B F/R 07-03-2020 265,935 335 0.0%
CSPC Pharmaceuticals Group Ltd. 2,161 6 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 349,974 455 0.0%
CSS Industries Inc. 1,583 23 0.0%
CT Real Estate Investment Trust 18,098 220 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 295,330 287 0.0%
CTBC Financial Holding Co. Ltd. 29,709 26 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,558,031 1,518 0.1%
CU Inc. 3.95% 11-23-2048 Callable 2048 464,461 468 0.0%
CU Inc. 3.964% 07-27-2045 Callable 121,035 122 0.0%
Cuckoo Holdings Co. Ltd. 24 4 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 397,711 559 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 201,362 265 0.0%
Cyfrowy Polsat SA 351 3 0.0%
DACIN Construction Co. Ltd. 46,381 39 0.0%
Dae Han Flour Mills Co. Ltd. 14 3 0.0%
Daechang Co. Ltd. 34,929 39 0.0%
Daekyo Co. Ltd. 80 1 0.0%
Daelim Industrial Co. Ltd. 5,968 673 0.0%
Daesang Corp. 113 3 0.0%
Daihan Pharmaceutical Co. Ltd. 729 35 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 1,023,395 1,024 0.0%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 243 9 0.0%
Daishin Securities Co. Ltd. Pref. 292 3 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 74,666 97 0.0%
Dana Gas PJSC 110,990 37 0.0%
Danaher Corp. 10,518 1,532 0.1%
Danske Bank AS 2.80% 03-10-2021 144A 384,125 497 0.0%
Danske Bank AS F/R 05-22-2020 31,292 5 0.0%
Darfon Electronics Corp. 945 2 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 81,533 123 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 137,123 183 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 100,854 133 0.0%
Dave & Buster's Entertainment Inc. 19,747 1,493 0.1%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,325,704 1,662 0.1%
DB Insurance Co. Ltd. 308 25 0.0%
DB Master Finance LLC 3.63% 11-20-2047 96,616 125 0.0%
DB Master Finance LLC 3.98% 02-20-2022 212,835 284 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 8,647 11 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 258,187 344 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 305,739 358 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 161,346 212 0.0%
Dell Technologies Inc. 11,594 1,626 0.1%
Delphi Energy Corp. 507 0.0%
Delta Air Lines Inc. 14,186 1,145 0.1%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 13,348 17 0.0%
Delta Property Fund Ltd. 77,119 34 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 74,582 100 0.0%
Dentsply Sirona Inc. 25,862 1,299 0.1%
Detour Gold Corp. 34 0.0%
Deutsch Motors Inc. 6,112 40 0.0%
Deutsche Bank AG 3.70% 05-30-2024 496,886 651 0.0%
Deutsche Boerse AG 2,070 352 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 196,620 379 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 904,900 1,561 0.1%
Deutsche Lufthansa AG Reg. 47,411 1,532 0.1%
DexCom Inc. 8,185 1,410 0.1%
DGB Financial Group Inc. 931 10 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 208,700 176 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 22,970 30 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 401,242 520 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 487 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,043 1 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 215,864 291 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 63,820 89 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 93,886 121 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 134,653 177 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 2020 144A 81,533 107 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 56,703 74 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 76,591 101 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 66,709 83 0.0%
DISH DBS Corp. 5.875% 11-15-2024 1,113,067 1,260 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 51,885 61 0.0%
DMC Global Inc. 122 6 0.0%
DMCI Holdings Inc. 8,886 3 0.0%
DMG Mori AG 2,817 185 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 85,547 111 0.0%
Dolby Laboratories Inc. Class A 9,508 890 0.0%
Dollarama Inc. 129,627 4,553 0.3%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 14,460 38 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,617 233 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 211,985 286 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 222,023 296 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 131,018 169 0.0%
Dong-A Hwa Sung Co. Ltd. 8,689 34 0.0%
Dongfeng Motor Group Co. Ltd. 25,388 33 0.0%
DongKook Pharmaceutical Co. Ltd. 545 40 0.0%
Dongwon Development Co. Ltd. 463 2 0.0%
Dongyue Group Ltd. 2,026 1 0.0%
Dorel Industries Inc. Class B Sub. voting 10,246 187 0.0%
Dorman Products Inc. 1,050 123 0.0%
Douja Promotion Groupe Addoha SA 21,077 45 0.0%
Douzone Bizon Co. Ltd. 273 16 0.0%
Dr. Reddy's Laboratories Ltd. ADR 2,466 126 0.0%
Drax Group PLC 11,389 76 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 448,902 604 0.0%
DRB-Hicom BHD 34,232 20 0.0%
Dream Global Real Estate Investment Trust 90,800 1,223 0.1%
Dream Industrial Real Estate Investment Trust 27,221 275 0.0%
Dream Office Real Estate Investment Trust 85,872 2,087 0.2%
Driven Brands Funding LLC 4.74% 04-20-2048 149,959 199 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 52,717 2 0.0%
DTE Energy Co. Conv. Pfd. 655 48 0.0%
DTR Automotive Corp. 969 36 0.0%
Dual Co. Ltd. 11,026 37 0.0%
Dundee Precious Metals Inc. 4,227 14 0.0%
DY Corp. 119 1 0.0%
DY POWER Corp. 3,839 64 0.0%
Dynegy Inc. 7.625% 11-01-2024 35,039 50 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 61,318 88 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 161,830 209 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 330,770 327 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 177,624 174 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 178,511 178 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 399,398 528 0.0%
Eastern Media International Corp. 63,270 38 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 144,940 191 0.0%
Eastman Chemical Co. 3,568 374 0.0%
Eaton Corp. PLC 10,133 1,036 0.0%
Ebro Foods SA 9,951 271 0.0%
ECN Capital Corp. 259,492 916 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 40,766 62 0.0%
Ecopetrol SA Sponsored ADR 11,154 285 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 92,651 122 0.0%
EDP - Energias do Brasil SA 1,310 6 0.0%
EFG Eurobank Ergasias 2,795 2 0.0%
Elan Microelectronics Corp. 60,334 185 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 299,699 394 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 52,503 66 0.0%
Element Fleet Management Corp. 275,461 1,942 0.2%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 92,770 123 0.0%
Emera Inc. 440 20 0.0%
Emera Inc. 2.90% 06-16-2023 552,961 538 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 258,187 348 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 4,941 6 0.0%
Emirates NBD PJSC 2,728 9 0.0%
Empire Co. Ltd. Class A non-voting 163,608 4,118 0.3%
Empresa de Energia de Bogota SA ESP 14,692 11 0.0%
Empresas CMPC SA 1,067 5 0.0%
Enagas SA 2,270 83 0.0%
Enanta Pharmaceuticals Inc. 345 36 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 481,454 481 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 924,055 851 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 277,479 339 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 65,629 84 0.0%
Enbridge Inc. 270,124 11,794 0.6%
Enbridge Inc. 3.19% 12-05-2022 417,127 413 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 331,343 310 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 1,878 2 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 757,620 769 0.0%
Enbridge Inc. 4.24% 08-27-2042 742,919 670 0.0%
Enbridge Inc. 4.57% 03-11-2044 4,819,846 4,562 0.3%
Enbridge Inc. 4.77% 09-02-2019 Callable 6,954 7 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 6,274 152 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,426,892 4,064 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 380,648 417 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 152,936 183 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,347,566 1,344 0.1%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 625,691 636 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 113,144 108 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 973,933 903 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 144,517 141 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 6,328 8 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 104,154 138 0.0%
EnCana Corp. 239,725 2,146 0.2%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 128,475 135 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 9,177 10 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 482,994 478 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 360,985 356 0.0%
Enerflex Ltd. 1,454 24 0.0%
Energa SA 135 0.0%
Energisa SA 1,941 25 0.0%
Energisa SA Rights Exp. 12-13-2018 67 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 28,365 36 0.0%
Energizer Holdings Inc. Bridge Loan Exp. 05-18-2019 7,770,000 0.0%
Energy Recovery Inc. 174,777 237 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 47,553 63 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 29,616 41 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 162,350 215 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 190,210 223 0.0%
Enerplus Corp. 175,283 2,240 0.2%
Enersis SA ADR 54 1 0.0%
Eneva SA 138,112 177 0.0%
Enghouse Systems Ltd. 12,054 823 0.0%
Engie Brasil Energia SA 4,942 73 0.0%
Eni SPA 11,247 241 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 431,051 438 0.0%
ENN Energy Holdings Ltd. 1,161 14 0.0%
EnPro Industries Inc. 1,591 149 0.0%
Ensco PLC 7.75% 02-01-2026 77,169 85 0.0%
Ensco PLC Class A 39,360 297 0.0%
Ensign Energy Services Inc. 2,705 14 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 236,506 316 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 29,032 34 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 391,652 369 0.0%
ePlus Inc. 3,151 342 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 248,990 323 0.0%
Equifax Inc. 6,897 941 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 87,710 133 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 130,947 171 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 300,172 397 0.0%
Equitable Group Inc. 304 21 0.0%
Equity Commonwealth 9,243 390 0.0%
Erajaya Swasembada Tbk PT 81,740 17 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 4,740 9 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 192,104 244 0.0%
Estacio Participacoes SA 1,499 13 0.0%
Etsy Inc. 5,299 381 0.0%
Eugene Investment & Securities 547 2 0.0%
Eurazeo SA 2,314 231 0.0%
EUROFIMA 4.55% 03-30-2027 1,370,332 1,513 0.1%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 143,859 148 0.0%
Euronet Worldwide Inc. 1,216 190 0.0%
European Investment Bank 1.50% 05-12-2022 998,160 155 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 67,741 50 0.0%
Evertz Technologies Ltd. 981 16 0.0%
Evolent Health Inc. Class A 5,322 182 0.0%
Evonik Industries AG 13,576 485 0.0%
Evraz PLC 19,658 151 0.0%
Excelsior Biopharma Inc. 16,630 31 0.0%
Exco Technologies Ltd. 3,652 35 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 368,026 494 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 97,605 130 0.0%
Exelon Corp. 53,310 3,287 0.2%
ExlService Holdings Inc. 24,234 1,867 0.2%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 128,723 156 0.0%
Expedia Inc. 5.00% 02-15-2026 176,655 236 0.0%
Export Development Canada 0.88% 12-07-2021 101,298 170 0.0%
Export Development Canada 2.40% 06-07-2021 111,181 108 0.0%
Export Development Canada 4.875% 01-24-2019 72,885 67 0.0%
Extendicare Inc. 46,361 319 0.0%
Exxaro Resources Ltd. 27 0.0%
Exxon Mobil Corp. 13,630 1,440 0.1%
F&F Co. Ltd. 58 3 0.0%
F5 Networks Inc. 11,812 2,700 0.2%
Facebook Inc. 4,965 928 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 889,928 1,031 0.0%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 221,826 222 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 262,516 267 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 115,872 113 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,669,862 1,717 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 53,392 68 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 168,010 181 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 490,313 784 0.0%
Fairfax Financial Holdings Ltd. Sub. voting 41 25 0.0%
Fairfax India Holdings Corp. 4,903 86 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 65,395 87 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 53,120 78 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 104,570 140 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 98,629 131 0.0%
Fannie Mae Strip 4.00% 01-25-2041 17,396 5 0.0%
Fannie Mae Strip 4.00% 11-25-2039 44,643 13 0.0%
Fannie Mae Strip 4.50% 03-25-2041 21,111 7 0.0%
Fantasia Holdings Group Co. Ltd. 4,051 1 0.0%
Far Eastern Department Stores Ltd. 58,723 41 0.0%
Far Eastern New Century Corp. 83,286 103 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 210,009 204 0.0%
Federal Grid Co. Unified Energy System PJSC 6,935,230 21 0.0%
Federal Republic of Germany 1.25% 08-15-2048 11,126 18 0.0%
Federal Republic of Germany 1.94% 04-15-2020 527,300 936 0.0%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 1,055,313 1,026 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,937,366 1,930 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 258,311 916 0.0%
Feng Hsin Steel Co. Ltd. 15,281 39 0.0%
Feng TAY Enterprise Co. Ltd. 21,737 183 0.0%
Fevertree Drinks PLC 1,763 71 0.0%
Fiat Chrysler Automobiles NV 9,957 219 0.0%
Fibria Celulose SA ADR 365 9 0.0%
Fiera Capital Corp. 203 2 0.0%
Fifth Avenue LP 4.71% 08-05-2021 279,188 285 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 179,372 220 0.0%
Fila Korea Ltd. 4,616 279 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 249,650 316 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 305,131 396 0.0%
Fine Semitech Corp. 7,235 37 0.0%
Finning International Inc. 6,053 167 0.0%
Finning International Inc. 2.84% 09-29-2021 370,147 367 0.0%
First Capital Realty Inc. 38,989 770 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 340,483 343 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 716,668 745 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 137,123 184 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 202,724 271 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 191,830 252 0.0%
First Hi-Tec Enterprise Co. Ltd. 25,334 41 0.0%
First Majestic Silver Corp. 1 0.0%
First Nations ETF LP 4.14% 12-31-2041 163,629 167 0.0%
First Philippine Holdings Corp. 16,633 26 0.0%
First Quantum Minerals Ltd. 30,438 371 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 94,271 108 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 511,906 629 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 117,630 141 0.0%
First Republic Bank 1,106 146 0.0%
First Tennessee Bank NA 85 88 0.0%
FirstRand Ltd. 39,376 253 0.0%
FirstService Corp. 3,483 351 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 36,707 46 0.0%
Flughafen Wien AG 494 26 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 108,297 143 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 43,237 43 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 45,749 60 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 166,851 161 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 318,957 304 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 307,143 302 0.0%
Ford Motor Co. 24,319 304 0.0%
Ford Motor Co. 6.625% 10-01-2028 29,401 40 0.0%
Ford Otomotiv Sanayi AS 243 3 0.0%
Forestar Group Inc. 905 19 0.0%
Formetal Inc. 7,463 29 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 344,939 456 0.0%
Formosa Chemicals & Fibre Corp. 9,085 42 0.0%
Formosa International Hotels Corp. 405 2 0.0%
Formosa Petrochemical Corp. 2,701 13 0.0%
Formosa Plastics Corp. 22,495 97 0.0%
Formosa Taffeta Co. Ltd. 2,026 3 0.0%
Fortified Trust 1.67% 07-23-2021 585,410 567 0.0%
Fortified Trust 2.16% 10-23-2020 1,008,060 996 0.0%
Fortinet Inc. 17,308 1,699 0.1%
Fortis Inc. 61,872 2,855 0.2%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 89,255 86 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 399,024 388 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 429,213 455 0.0%
Fortive Corp. 1,010 176 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 864,372 1,115 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 740,294 1,003 0.0%
Fosun International Ltd. 2,836 6 0.0%
Fosun International Ltd. Rights Exp. 12-13-2018 52 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 139,690 182 0.0%
Franco-Nevada Corp. 11,396 1,048 0.0%
Fraser & Neave Holdings Bhd 15,544 165 0.0%
Freddie Mac Strips 3.50% 11-15-2027 30,086 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 2,695 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 65,012 86 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 15,810 21 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 44,512 59 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 105,241 141 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 50,992 68 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 17,160 23 0.0%
Freeport-McMoRan Inc. 7,512 119 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 505,343 639 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 91,351 127 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 395,475 710 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 625,610 1,292 0.1%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 131,258 176 0.0%
Freshpet Inc. 14,178 622 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 239,124 317 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 44,215 47 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 35,039 33 0.0%
Frontken Corp. BHD 176,377 46 0.0%
FTI Consulting Inc. 22,356 2,088 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 80,298 101 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 37,009 49 0.0%
Fubon Financial Holding Co. Ltd. 27,731 58 0.0%
Fufeng Group Ltd. 2,296 1 0.0%
Fukuda Denshi Co. Ltd. 203 16 0.0%
Funai Electric Co. Ltd. 8,491 74 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 99,961 126 0.0%
Futaba Corp. 4,337 90 0.0%
Futures Contracts -1,260 -0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 521,172 626 0.0%
Galp Energia SGPS SA 3,648 80 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 477,779 623 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 440,555 440 0.0%
Gartner Inc. 3,728 759 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 1,076,621 1,488 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 383,922 508 0.0%
GATX Corp. 28,864 3,204 0.2%
Gaz Metro Inc. 1.52% 05-25-2020 204,762 201 0.0%
Gazprom Neft PJSC 5,321 38 0.0%
Gazprom PJSC 67,762 217 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 192,714 270 0.0%
GCI Liberty Inc. Class A 6,028 384 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 673,615 641 0.0%
Gear Energy Ltd. 338 0.0%
GEK TERNA Holdings Real Estate Construction SA 1,148 7 0.0%
Gemdale Properties and Investment Corp. Ltd. 10,803 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,760,168 1,641 0.1%
General Electric Capital Corp. 4.60% 01-26-2022 2,303,050 2,283 0.2%
General Electric Capital Corp. F/R 07-30-2019 76,492 11 0.0%
General Electric Co. 11,349 113 0.0%
General Electric Co. 6.88% 01-10-2039 552,858 755 0.0%
General Electric Co. 8.35% 09-03-2022 132,123 8 0.0%
General Electric Co. F/R 05-05-2026 49,615 54 0.0%
General Electric Co. F/R 12-08-2021 34,769 5 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 3,477 5 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 603,786 596 0.0%
Genesco Inc. 14,578 809 0.0%
Genesis Trust II 1.699% 04-15-2020 682,541 674 0.0%
Genesis Trust II 2.43% 05-15-2019 2,594,077 2,595 0.2%
Genomic Health Inc. 596 63 0.0%
Genomma Lab Internacional SAB de CV 662 1 0.0%
Genting BHD 17,737 35 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 131,601 175 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 237,695 322 0.0%
Genworth MI Canada Inc. 55,544 2,422 0.2%
Genworth MI Canada Inc. 4.242% 04-01-2024 459,402 460 0.0%
George Kent (Malaysia) BHD 7,481 2 0.0%
George Weston Ltd. 4,394 422 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 1,075,320 1,302 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 872,604 1,045 0.0%
GFL Environmental Inc. Delay Draw Term Loan 1st Lien F/R 05-31-2025 24,889 32 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 770,455 1,110 0.0%
GHL Systems Bhd 2,944 2 0.0%
Gibson Energy Inc. 44,603 952 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 383,798 422 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 2,484,968 2,446 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 281,978 283 0.0%
Gildan Activewear Inc. 36,622 1,599 0.1%
Gilead Sciences Inc. 4,053 388 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 769,171 740 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 1,181,321 1,168 0.1%
Glacier Credit Card Trust 3.14% 09-20-2023 304,049 303 0.0%
Glanbia PLC 32,035 765 0.0%
GlaxoSmithKline PLC 94,272 2,594 0.2%
Glencore PLC 53,571 264 0.0%
Global Standard Technology Co. Ltd. 2,436 14 0.0%
Globant SA 2,844 222 0.0%
Globe Telecom Inc. 1,146 57 0.0%
GLP Capital LP / GLP Financing II Inc. 5.25% 06-01-2025 75,083 99 0.0%
GLP Capital LP / GLP Financing II Inc. 5.375% 04-15-2026 97,592 129 0.0%
GMP Capital Inc. 169 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 237,095 323 0.0%
Goldcorp Inc. 92,241 1,136 0.1%
Government of Aruba 4.625% 09-14-2023 1,738 2 0.0%
Government of Aruba 6.50% 01-31-2029 14,255 19 0.0%
Government of Australia 2.25% 05-21-2028 27,815 26 0.0%
Government of Australia 5.75% 07-15-2022 160,595 176 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 25,938 33 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 6,119 8 0.0%
Government of Bermuda 4.854% 02-06-2024 7,274 10 0.0%
Government of Canada 0.75% 09-01-2021 952,932 917 0.0%
Government of Canada 1.00% 06-01-2027 8,132,737 7,345 0.4%
Government of Canada 1.00% 09-01-2022 183,761 176 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 7,730,155 9,301 0.5%
Government of Canada 1.50% 06-01-2023 3,601,716 3,494 0.3%
Government of Canada 1.50% 06-01-2026 672,040 638 0.0%
Government of Canada 1.75% 03-01-2023 894,391 878 0.0%
Government of Canada 1.75% 05-01-2020 787,547 784 0.0%
Government of Canada 2.00% 06-01-2028 46,372,970 45,305 2.1%
Government of Canada 2.25% 06-01-2025 961,390 962 0.0%
Government of Canada 2.25% 06-01-2029 5,514,667 5,498 0.3%
Government of Canada 2.50% 06-01-2024 2,283,156 2,316 0.2%
Government of Canada 2.75% 06-01-2022 647,588 660 0.0%
Government of Canada 2.75% 12-01-2048 22,849,800 24,587 1.2%
Government of Canada 3.00% 12-01-2036 Real Return 241,514 427 0.0%
Government of Canada 3.50% 06-01-2020 916,180 935 0.0%
Government of Canada 4.00% 12-01-2031 Real Return 780,984 1,599 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 246,765 438 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 3,439,619 6,673 0.4%
Government of Cayman Islands 5.95% 11-24-2019 144A 6,606 9 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 91,416 135 0.0%
Government of France 4.32% 07-25-2029 285,993 798 0.0%
Government of Germany 0.25% 08-15-2028 1,043,618 1,561 0.1%
Government of Germany 0.50% 02-15-2028 6,745 9 0.0%
Government of Hungary 6.38% 03-29-2021 379,993 535 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 1,085,437,628 93 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 4,360,848,634 360 0.0%
Government of Indonesia 6.63% 05-15-2033 2,886,342,137 233 0.0%
Government of Indonesia 7.00% 05-15-2022 4,482,805,859 406 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2,258,736,347 197 0.0%
Government of Indonesia 7.50% 08-15-2032 1,124,666,600 99 0.0%
Government of Indonesia 8.25% 07-15-2021 2,782,022,925 263 0.0%
Government of Indonesia 8.38% 03-15-2024 1,765,202,309 168 0.0%
Government of Indonesia 8.38% 09-15-2026 3,350,818,888 318 0.0%
Government of Ireland 1.00% 05-15-2026 6,954 11 0.0%
Government of Ireland 3.40% 03-18-2024 409,394 720 0.0%
Government of Italy 1.30% 05-15-2028 5,563 8 0.0%
Government of Jamaica 8.00% 06-24-2019 2,364 3 0.0%
Government of Japan 0.10% 02-15-2019 3,476,919 41 0.0%
Government of Japan 0.10% 09-20-2019 250,276 334 0.0%
Government of Malaysia 3.62% 11-30-2021 256,952 82 0.0%
Government of Malaysia 3.73% 06-15-2028 238,422 73 0.0%
Government of Malaysia 3.84% 04-15-2033 674,005 199 0.0%
Government of Malaysia 3.88% 03-14-2025 350,838 111 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 416,806 129 0.0%
Government of Malaysia 4.06% 09-30-2024 1,300,820 414 0.0%
Government of Malaysia 4.16% 07-15-2021 742,196 239 0.0%
Government of Mexico 10.00% 12-05-2024 5,097,905 348 0.0%
Government of Mexico 4.60% 01-23-2046 93,886 108 0.0%
Government of Mexico 6.50% 06-10-2021 5,929,418 368 0.0%
Government of New Zealand 3.00% 04-15-2020 385,428 358 0.0%
Government of New Zealand 5.50% 04-15-2023 138,359 141 0.0%
Government of New Zealand 6.00% 05-15-2021 366,898 369 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,260,054 200 0.0%
Government of Norway 4.50% 05-22-2019 3,276,139 515 0.0%
Government of Philippines 3.50% 03-20-2021 13,087,267 311 0.0%
Government of Philippines 3.50% 04-21-2023 8,390,476 186 0.0%
Government of Philippines 4.625% 09-09-2040 1,254,124 22 0.0%
Government of Philippines 4.95% 01-15-2021 4,422,543 111 0.0%
Government of Philippines 6.25% 01-14-2036 6,670,873 164 0.0%
Government of Philippines 7.375% 03-03-2021 4,620,197 119 0.0%
Government of Philippines 8.00% 07-19-2031 5,871,604 162 0.0%
Government of Philippines 8.125% 12-16-2035 2,964,832 81 0.0%
Government of Portugal 5.13% 10-15-2024 144A 176,655 244 0.0%
Government of Qatar 6.55% 04-09-2019 19,471 26 0.0%
Government of Russia 7.05% 01-19-2028 987,445 18 0.0%
Government of Singapore 2.50% 06-01-2019 420,018 408 0.0%
Government of Singapore 3.25% 09-01-2020 595,437 589 0.0%
Government of United Kingdom 1.50% 07-22-2047 6,488,041 9,632 0.5%
Government of United Kingdom 1.63% 10-22-2028 899,622 1,563 0.1%
Grafton Group PLC 6,718 81 0.0%
Graham Holdings Co. 504 442 0.0%
Gran Tierra Energy Inc. 206,410 731 0.0%
Grand Canyon Education Inc. 4,981 810 0.0%
Grand Ocean Retail Group Ltd. 5,067 7 0.0%
Grand Pacific Petrochemical Corp. 1,620 2 0.0%
Granite Real Estate Investment Trust 49,722 2,726 0.2%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 78,755 79 0.0%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 372,772 503 0.0%
Great Canadian Gaming Corp. 19,410 1,000 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 912,257 934 0.0%
Great Eagle Holdings Ltd. 16,618 90 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 130,978 179 0.0%
Great-West Lifeco Inc.* 13,898 423 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 516,000 609 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 262,516 363 0.0%
Green Cross Holdings Corp. 146 4 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 223,355 298 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 85,239 102 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 19,575 26 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 161,761 214 0.0%
Grupa Lotos SA 189 5 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV (OMA) 29,998 178 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 14 1 0.0%
Grupo Comercial Chedraui SA de CV 932 2 0.0%
Grupo Financiero Banorte SAB de CV Series O 44,938 273 0.0%
Grupo Herdez SAB de CV 446 1 0.0%
Grupo Mexico SAB de CV Series B 13 0.0%
Grupo Simec SA de CV 26,568 107 0.0%
GS Engineering & Construction Corp. 3,510 182 0.0%
GS Holdings Corp. 21 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 33,354 45 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 28,413 38 0.0%
GS Retail Co. Ltd. 46 2 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,849 9 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 37,905 50 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 7,998 11 0.0%
Guangzhou Automobile Group Co. Ltd. 18,095 25 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 270 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 80,372 166 0.0%
Guardian Capital Group Ltd. 68 2 0.0%
Gulf Keystone Petroleum Ltd. 14,611 46 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 124,721 152 0.0%
H&R Real Estate Investment Trust 36,555 769 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 351,771 342 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 698,865 675 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 214,585 211 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 106,240 142 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 1,146,437 1,415 0.1%
Haemonetics Corp. 42,363 6,041 0.4%
Halcon Resources Corp. 5,116 19 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 1,390 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 38,945 51 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 92,477 122 0.0%
Hana Financial Group Inc. 5,162 231 0.0%
Handsome Co. 1,108 50 0.0%
Hang Lung Development Co. 85,346 315 0.0%
Hanil Hyundai Cement Co. Ltd. 43 2 0.0%
Hanjaya Mandala Sampoerna TBK PT 78,270 27 0.0%
Hannover Rueckversicherung SE Reg. 15,441 2,851 0.2%
HannStar Display Corp. 2,296 1 0.0%
Hansol Paper Co. Ltd. 2,356 46 0.0%
Hanwha General Insurance Co. Ltd. 175 1 0.0%
HAP Seng Consolidated BHD 37,795 118 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 65,097 85 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 116,694 6 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 35,627 48 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 493,530 508 0.0%
Hartalega Holdings Bhd 32,630 66 0.0%
Harum Energy TBK PT 183,312 23 0.0%
Haseko Corp. 4,022 65 0.0%
Hawaiian Electric Industries Inc. 13,540 690 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 90,180 113 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 487,705 654 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 136,629 188 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 1,034,928 1,323 0.1%
HCA Inc. 5.00% 03-15-2024 137,123 183 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 100,063 135 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 260,705 334 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 208,564 285 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 147,006 211 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 108,573 144 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 347,308 349 0.0%
HDFC Bank Ltd. ADR 986 133 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 215,263 276 0.0%
HealthSouth Corp. 3,395 339 0.0%
Hearthside Group Holdings LLC 1st Lien F/R 05-17-2025 325 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 33,083 43 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 220,004 288 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,807,421 1,802 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 2,205,657 2,184 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 613,556 598 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 858,652 844 0.0%
Heidrick & Struggles International Inc. 963 47 0.0%
Helen of Troy Ltd. 1,206 229 0.0%
Hellenic Telecommunications Organization SA (OTE) 419 7 0.0%
Henkel AG & Co. KGaA 3,677 503 0.0%
Henkel AG & Co. KGaA Pfd. 2,125 326 0.0%
Hennes & Mauritz AB B 11,206 275 0.0%
Henry Schein Inc. 3,420 405 0.0%
Herbalife Ltd. 1,652 126 0.0%
Hermes International 27 19 0.0%
Heroux-Devtek Inc. 34 0.0%
Hess Corp. Pfd. Conv. 3,200 255 0.0%
Hexindai Inc. 2,738 16 0.0%
High Arctic Energy Services Inc. 68 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 165,665 213 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 28,413 36 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 101,108 133 0.0%
Hitachi Ltd. 18,865 727 0.0%
HKBN Ltd. 7,879 41 0.0%
HKC Holdings Ltd. 21,211 23 0.0%
HMC Investment Securities Co. Ltd. 58 1 0.0%
HMS Holdings Corp. 8,172 388 0.0%
Holiday Entertainment Co. Ltd. 1,080 3 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 3,331,324 3,297 0.2%
HollyFrontier Corp. 48,595 4,035 0.3%
Holy Stone Enterprise Co. Ltd. 135 1 0.0%
Home Capital Group Inc. 2,942 52 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 7,578 10 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 12,847 17 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 546,279 548 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 365,856 367 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 100,235 100 0.0%
Honda Motor Co. Ltd. 9,453 355 0.0%
Hong Kong Aircraft Engineering Co. Ltd. 104,529 13 0.0%
Hong Leong Financial Group BHD 1,296 8 0.0%
Hongkong Land Holdings Ltd. 163,725 1,418 0.1%
Hopewell Holdings Ltd. 82,177 369 0.0%
Horizon North Logistics Inc. 9,096 20 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 246,703 326 0.0%
Host Hotels & Resorts Inc. 16,820 425 0.0%
Hotel Shilla Co. Ltd. 15 2 0.0%
House Foods Corp. 6,850 324 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 144,743 183 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 95,153 125 0.0%
HP Inc. 2,878 88 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,110,441 1,073 0.0%
HSBC Bank Canada 2.54% 01-31-2023 527,657 513 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,127,159 2,119 0.2%
HSBC Bank Canada F/R 07-10-2019 2,269,311 2,270 0.2%
HSBC Holdings PLC 47,876 539 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,390,767 16 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 698,292 682 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 159,360 193 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 238,061 311 0.0%
HUBER+SUHNER AG 314 30 0.0%
Huchems Fine Chemical Corp. 278 9 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 246,939 330 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 165,182 219 0.0%
Hudson Ltd. 7,450 205 0.0%
Huishang Bank Corp. Ltd. 8,751 5 0.0%
Hungary Government International Bond 6.25% 01-29-2020 248,305 340 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 97,592 124 0.0%
Huntington Ingalls Industries Inc. 4,073 1,167 0.1%
Huntsman Corp. 6,741 181 0.0%
Husky Energy Inc. 139,573 2,303 0.2%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 347,833 331 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 35,742 511 0.0%
Husky Energy Inc. 7.25% 12-15-2019 114,710 158 0.0%
Huvis Corp. 3,671 34 0.0%
Hwail Pharmaceutical Co. Ltd. 4,109 33 0.0%
Hydro One Inc. 67,732 1,332 0.1%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 1,518,732 1,488 0.1%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 308,456 287 0.0%
Hydro One Inc. 3.72% 11-18-2047 939,267 890 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 464,653 388 0.0%
Hypermarcas SA 6,225 69 0.0%
Hyundai Development Co. 1,559 31 0.0%
Hyundai Engineering & Construction Co. Ltd. 95 6 0.0%
Hyundai Heavy Industries Co. Ltd. 29 14 0.0%
Hyundai Hy Communications & Network Co. Ltd. 227,988 60 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 758 36 0.0%
Hyundai Mipo Dockyard Co. Ltd. 6 1 0.0%
Hyundai Telecommunication Co. Ltd. 3,187 40 0.0%
IAMGOLD Corp. 71,723 289 0.0%
IBERIABANK Corp. 337 33 0.0%
IBI Group Inc. 6,256 28 0.0%
ICA Gruppen AB 16,564 798 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 45,133 61 0.0%
ICICI Bank Ltd. ADR 5,591 76 0.0%
IDEX Corp. 116 21 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 452,848 585 0.0%
IGB Real Estate Investment Trust 4,267 2 0.0%
IGG Inc. 17,285 28 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 130,144 124 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 24,611 31 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 112,417 146 0.0%
Ildong Pharmaceutical Co. Ltd. 1,150 30 0.0%
Immunomedics Inc. 3,705 99 0.0%
Imperial Oil Ltd. 51,501 2,038 0.2%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 88,014 109 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 136,019 178 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,446,666,382 141 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 927,031,455 92 0.0%
Industrial Alliance Insurance and Financial Services Inc. 56,639 2,751 0.2%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 603,786 604 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 656,289 652 0.0%
Industrial and Commercial Bank of China Ltd. H 955,894 906 0.0%
Industrial Bank of Korea 480 8 0.0%
Industrias CH SAB de CV 3,445 20 0.0%
Industries Qatar QSC 270 13 0.0%
Infigen Energy 230 1 0.0%
Infomart Corp. 473 5 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 102,196 136 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 108,036 144 0.0%
Infosys Ltd. ADR 26,853 352 0.0%
ING Groep NV 39,002 631 0.0%
Ingersoll-Rand PLC 1,054 145 0.0%
Innovative Industrial Properties Inc. 2,222 146 0.0%
Inovalis Real Estate Investment Trust 845 8 0.0%
InPower BC General Partnership 4.471% 03-31-2033 470,691 486 0.0%
Insperity Inc. 21,412 2,847 0.2%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 424,225 438 0.0%
Instructure Inc. 11,030 554 0.0%
Intact Financial Corp. 18,558 1,974 0.2%
Intact Financial Corp. 3.77% 03-02-2026 MTN 681,228 689 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 53,617 71 0.0%
Integrys Energy Group Inc. Pfd. 815 27 0.0%
Intel Corp. 4.00% 12-01-2022 128,476 129 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 186,706 257 0.0%
Intelsat SA 351,327 468 0.0%
Inter Pipeline Ltd. 69,001 1,474 0.1%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 824,108 778 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 714,043 682 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 488,018 465 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 417,127 419 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 493,530 462 0.0%
Inter RAO UES PJSC 686,596 56 0.0%
Inter-American Development Bank 3.50% 05-15-2021 134,653 126 0.0%
Inter-M Corp. 10,913 36 0.0%
Interfor Corp. 22,893 343 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 140,802 187 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 904 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 103,769 102 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 126,005 118 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 6,189,090 117 0.0%
International Business Machines Corp. 2.625% 08-05-2022 43,237 76 0.0%
International Business Machines Corp. 2.75% 12-21-2020 44,472 77 0.0%
International Finance Corp. 3.625% 05-20-2020 453,070 423 0.0%
International Finance Corp. 7.00% 07-20-2027 1,006,011 56 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 60,532 82 0.0%
International Paper Co. 2,131 131 0.0%
International Seaways Inc. 12,838 329 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,240 2 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 77,442 94 0.0%
InterRent Real Estate Investment Trust 113,569 1,476 0.1%
Intuitive Surgical Inc. 3,907 2,757 0.2%
Invenergy Thermal Operating I LLC Term Loan 1st Lien F/R 06-25-2025 128,633 172 0.0%
Investec Ltd. 66,015 529 0.0%
Investec PLC 149 1 0.0%
Investor AB B 428 25 0.0%
Invitation Homes Inc. 2,349 67 0.0%
IPL Plastics Inc. 135,262 1,400 0.1%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 139,133 141 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 204,143 257 0.0%
IRB Brasil Resseguros SA 1,729 44 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 27,042 36 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,771,708 1,781 0.2%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 413,693 539 0.0%
iShares Floating Rate Bond ETF 107,692 48 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 35 10 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Written Put Option @ $79.00 Exp. 04-18-2019 -18 -2 0.0%
iShares MSCI EAFE ETF 6,156 514 0.0%
iShares MSCI EAFE Small Cap Index Fund ETF 14,500 1,084 0.0%
iShares MSCI India ETF 49,756 2,210 0.2%
iShares MSCI Thailand ETF 5,270 604 0.0%
Itau Unibanco Holding SA 4,184 52 0.0%
Itau Unibanco Holding SA Pref. ADR 1,242 15 0.0%
Itausa- Investimentos Itau SA 45,016 191 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 518,946 642 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 462,384 459 0.0%
J Sainsbury PLC 159,804 826 0.0%
J.B. Hunt Transport Services Inc. 7,649 1,081 0.0%
Jack Henry & Associates Inc. 17,245 3,202 0.2%
Jamieson Wellness Inc. 113,131 2,461 0.2%
Japan Petroleum Exploration Co. Ltd. 2,391 66 0.0%
Japan Post Holdings Co. Ltd. 150,127 2,431 0.2%
Japfa Comfeed Indonesia Tbk 296,743 56 0.0%
JB Financial Group Co. Ltd. 1,155 8 0.0%
JBS SA 4,807 19 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 0 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 191,636 255 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 35,873 43 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 56,729 66 0.0%
Jiayuan International Group Ltd. 1,891 5 0.0%
JNBY Design Ltd. 81 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 390,915 391 0.0%
John Laing Group PLC 94,181 522 0.0%
Johnson & Johnson 1,694 331 0.0%
JPMorgan Chase & Co. 31,146 4,604 0.3%
JPMorgan Chase & Co. 2.75% 08-24-2022 66,709 109 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 548,658 551 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 37,060 50 0.0%
JPMorgan Chase & Co. F/R 05-15-2047 Callable 2017 207,538 227 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 55,591 74 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 51,885 71 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 29,392 39 0.0%
JSE Ltd. 1,972 31 0.0%
Just Energy Group Inc. 234,713 1,331 0.1%
Kamei 2,006 33 0.0%
Kardex AG 142 22 0.0%
KB Financial Group Inc. 3,194 179 0.0%
KB Financial Group Inc. ADR 2,485 139 0.0%
KC Co. Ltd. 2,150 33 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 215,626 274 0.0%
Kelly Services Inc. Class A 7,245 221 0.0%
Kelt Exploration Ltd. 34 0.0%
Kenedix Residential Next Investment Corp. 48,589 42 0.0%
Kennedy-Wilson Holdings Inc. 31,200 812 0.0%
Kering 1,419 826 0.0%
Kerry Properties Ltd. 28,169 129 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 376,155 497 0.0%
Keyera Corp. 13,695 399 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 372,772 364 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 83,165 110 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 210,918 281 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 63,403 79 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 227,505 298 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 269,622 352 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 218,005 288 0.0%
Kforce Inc. 4,136 174 0.0%
KFW 3.375% 02-15-2021 140,830 131 0.0%
KFW 3.75% 05-29-2020 207,538 194 0.0%
KG Chemical Corp. 1,309 30 0.0%
Kia Motors Corp. 4,730 171 0.0%
Kiatnakin Bank PCL 1,256 4 0.0%
Killam Apartment Real Estate Investment Trust 73,515 1,211 0.1%
Kimberly-Clark de Mexico SAB de CV Class A 3 0.0%
Kinaxis Inc. 4,358 324 0.0%
Kinden Corp. 9,079 209 0.0%
Kinder Morgan Canada Ltd. 18,751 292 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 200,277 261 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 15,851 23 0.0%
King's Town Bank Co. Ltd. 1,485 2 0.0%
Kingboard Chemical Holdings Ltd. 14,624 56 0.0%
Kingboard Laminates Holdings Ltd. 608 1 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 249,540 379 0.0%
Kinross Gold Corp. 269,772 971 0.0%
Kirkland Lake Gold Ltd. 80,535 2,218 0.2%
KLX Energy Services Holdings Inc. 1,886 51 0.0%
KM Corp. 1,941 17 0.0%
Knorr-Bremse AG 165,941 218 0.0%
Koc Holding AS 311 1 0.0%
Kohl's Corp. 1,928 172 0.0%
Kolmar BNH Co. Ltd. 129 3 0.0%
Komatsu Ltd. 11,708 416 0.0%
Kommunalbanken AS F/R 05-26-2021 11,822 11 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 41,723 6 0.0%
Koninklijke Ahold Delhaize NV 40,531 1,389 0.1%
Korea Investment Holdings Co. Ltd. 181 15 0.0%
Kossan Rubber Industries 2,566 4 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 1,946,554 1,939 0.2%
Kraft Canada Inc. F/R 07-06-2020 1,514,191 1,528 0.1%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 8,692 10 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 50,649 76 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 102,534 157 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 237,187 393 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 801,460 905 0.0%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 65,629 75 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 892,090 867 0.0%
Krungthai Card PCL 14,112 19 0.0%
KSB SE & Co. KGaA 172,125 229 0.0%
KT Corp. ADR 95 2 0.0%
KT Skylife Co. Ltd. 2,999 41 0.0%
Kuehne + Nagel International AG 5,398 1,011 0.0%
Kumba Iron Ore Ltd. 4,199 100 0.0%
Kumho Industrial Co. Ltd. 2,774 39 0.0%
Kumho Petrochemical Co. Ltd. 750 82 0.0%
Kunlun Energy Co. Ltd. 9,183 15 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 3,511 29 0.0%
KWG Property Holding Ltd. 1,870 2 0.0%
Kyobo Securities Co. Ltd. 67 1 0.0%
L E Lundbergforetagen AB Class B 12,291 490 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 84,377 111 0.0%
L'Oréal SA 1,015 319 0.0%
La Comer SAB de CV 55,163 75 0.0%
Labrador Iron Ore Royalty Corp. 69,914 1,859 0.2%
Lai Sun Development Co. Ltd. 5,836 13 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 19,518 26 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 31,702 41 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,406,804 1,824 0.2%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 202,597 198 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 137,123 127 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 206,303 211 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 1,553 2 0.0%
Lar Espana Real Estate SOCIMI SA 1,611 20 0.0%
Largo Resources Ltd. 38,448 141 0.0%
Larsen & Toubro Ltd. 135 4 0.0%
Lassonde Industries Inc. Class A Sub. voting 252 51 0.0%
Laurentian Bank of Canada 7,488 312 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 496,155 483 0.0%
Laurentian Bank of Canada F/R 10-22-2019 97,896 98 0.0%
Learning Technologies Group PLC 31,331 51 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 790,172 1,083 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 84,260 113 0.0%
Lenovo Group Ltd. 141,416 136 0.0%
Leon's Furniture Ltd. 169 3 0.0%
Leroy Seafood Group ASA 10,984 125 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 721,918 955 0.0%
LF Corp. 1,705 49 0.0%
LG Corp. 1,020 88 0.0%
LG Electronics Inc. 20 2 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 154,912 207 0.0%
LG Uplus Corp. 655 14 0.0%
Li Ning Co. Ltd. 19,500 28 0.0%
Liberty Expedia Holdings Inc. 538 30 0.0%
Liberty Global PLC Class A 17,327 572 0.0%
Liberty Holdings Ltd. 14,873 153 0.0%
Liberty Latin America Ltd.- Class A 1,885 46 0.0%
Lien Hwa Industrial Corp. 2,161 3 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 90,039 121 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 257,352 329 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 136,508 172 0.0%
Lilang China Co. Ltd. 58,365 63 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 94,133 127 0.0%
Linamar Corp. 2,594 125 0.0%
Linde PLC 239,724 319 0.0%
Lion Travel Service Co. Ltd. 9,484 37 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 40,563 53 0.0%
Lite-On Technology Corp. 44,097 78 0.0%
LivaNova PLC 1,084 146 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 42,002 56 0.0%
Liverty Latin America Ltd.-Class C 5,040 124 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 40,787 39 0.0%
Lloyds Bank PLC F/R 07-11-2023 4,641,015 4,553 0.3%
Lloyds Banking Group PLC 3.50% 02-03-2025 766,283 738 0.0%
Loblaw Companies Ltd. 55,701 3,414 0.3%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 223,138 224 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 572,809 577 0.0%
Loblaw Companies Ltd. 4.86% 09-12-2023 Callable 104,744 110 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,832,019 3,176 0.2%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 59,838 57 0.0%
Longfor Properties Co. Ltd. 7,090 27 0.0%
Loral Space & Communications Inc. 3,501 198 0.0%
Lotte Food Co. Ltd. 47 38 0.0%
Lotte Himart Co. Ltd. 37 2 0.0%
Lotte Non-Life Insurance Co. Ltd. 952 3 0.0%
Lotus Pharmaceutical Co. Ltd. 810 3 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 62,569 81 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 410,312 384 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 170,635 179 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 123,887 157 0.0%
LS Corp. 183 12 0.0%
LS Industrial Systems Co. Ltd. 25 2 0.0%
LSR Group OJSC-GDR Regs 18,163 47 0.0%
LT Group Inc. 4,267 2 0.0%
Lucara Diamond Corp. 40,004 76 0.0%
Lukoil 419 41 0.0%
Lukoil PJSC - Sponsored ADR 1,155 113 0.0%
Lululemon Athletica Inc. 14,162 2,495 0.2%
Lundin Mining Corp. 278,504 1,613 0.1%
Luye Pharma Group Ltd. 288,187 308 0.0%
LVMH Moet Hennessy Louis Vuitton SE 1,216 465 0.0%
LyondellBasell Industries NV Class A 12,940 1,605 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 112,417 145 0.0%
M&T Bank Corp. Pfd. Series A 126 169 0.0%
Maanshan Iron and Steel Co. Ltd. H 249,727 153 0.0%
Machvision Inc. 270 5 0.0%
Mackenzie Global High Yield Fixed Income ETF 3,129 59 0.0%
Mackenzie Maximum Diversification Canada Index ETF 663,800 14,239 0.7%
Mackenzie Multi-Strategy Absolute Return Fund Series R 7,198,698 70,197 3.2%
Mackenzie Unconstrained Fixed Income Fund Series R 1,176 11 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 42,648 4,022 0.3%
Mackenzie US TIPS Index ETF (CAD-Hedged) 47,290 4,504 0.3%
Macquarie Mexico Real Estate Management SA de CV 71,629 83 0.0%
Macy's Inc. 28,874 1,313 0.1%
Maeil Dairies Co. Ltd. 726 67 0.0%
Magellan Aerospace Corp. 2,722 45 0.0%
Magna International Inc. 22,325 1,480 0.1%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,797,367 2,768 0.2%
Magna International Inc. Class A 5,648 374 0.0%
Magnitogorsk Iron & Steel Work 35,340 33 0.0%
Mahindra & Mahindra Ltd. 5,094 79 0.0%
Mainstreet Equity Corp. 135 6 0.0%
Makalot Industrial Co. Ltd. 1,689 13 0.0%
Malayan Banking BHD 149 0.0%
Malaysia Airports Holdings BHD 6,851 17 0.0%
Malaysia Steel Works (KL) BHD 291,837 38 0.0%
Mallinckrodt PLC 27,093 857 0.0%
Manhattan Associates Inc. 3,242 213 0.0%
Manila Water Co. 2,012 1 0.0%
Manpower Inc. 2,027 219 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 574,909 558 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 824,299 795 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 377,005 371 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,417,585 1,480 0.1%
Manulife Financial Corp. 309,701 6,804 0.4%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 562,279 557 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,428,085 1,383 0.1%
Maple Leaf Foods Inc. 74,445 2,199 0.2%
Marcopolo SA Pfd. 42,133 60 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 77,351 52 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 10,212 10 0.0%
Markel Corp. 769 1,170 0.1%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 181,596 241 0.0%
Martinrea International Inc. 126,910 1,363 0.1%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 16,685 22 0.0%
Mastronardi Produce Ltd. Term Loan B 1st Lien F/R 04-18-2025 181,377 242 0.0%
Matrix Service Co. 750 20 0.0%
Matson Inc. 3,425 179 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 2,085,200 1,988 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 39,627 50 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 174,776 224 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 977,603 1,145 0.1%
Maxar Technologies Ltd. 1,556 34 0.0%
MAXIMUS Inc. 22,847 2,160 0.2%
Mayne Pharma Group Ltd. 44,209 42 0.0%
MBK PCL 17,960 17 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 210,364 206 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 449,131 443 0.0%
MCAP Service Corp. 1.08% 05-01-2022 330,011 331 0.0%
MCAP Service Corp. 1.13% 10-01-2021 621,287 621 0.0%
MCAP Service Corp. 1.24% 09-01-2021 484,773 487 0.0%
MCAP Service Corp. 1.386% 04-01-2021 464,618 468 0.0%
McCormick & Co. Inc. non-voting 304 61 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 141,758 160 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 1,868 2 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 996,510 974 0.0%
McGrath RentCorp. 18,851 1,339 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 40,147 49 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 161,830 183 0.0%
Medical Facilities Corp. 30,738 495 0.0%
Medicare Group 122 3 0.0%
Medifast Inc. 3,202 632 0.0%
Medtronic PLC 17,590 2,281 0.2%
MEG Energy Corp. 64,621 538 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 314,180 391 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 354,391 485 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 1,184,879 1,477 0.1%
Megacable Holdings SAB de CV 95 1 0.0%
MegaStudyEdu Co. Ltd. 362 13 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 457,330 456 0.0%
Mellanox Technologies Ltd. 7,945 980 0.0%
MercadoLibre Inc. 72 34 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 65,072 80 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 30,450 41 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 418,734 560 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 116,295 160 0.0%
Merck & Co. Inc. 8,500 896 0.0%
Mercuries & Associates Holding Ltd. 10,209 8 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 1,048,058 1,427 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 309,953 411 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 696 18 0.0%
Meritz Securities Co. Ltd. 28,034 147 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 203,126 204 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 846,088 848 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 121,064 151 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,768 8 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 13,373 18 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 7,982 11 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 71,677 94 0.0%
Mesa Laboratories Inc. 243 72 0.0%
Metair Investments Ltd. 23,761 43 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 114,867 152 0.0%
Methanex Corp. 49,641 3,655 0.3%
Metlifecare Ltd. 60,503 307 0.0%
Metro Inc. 72,083 3,301 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,455,912 1,323 0.1%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 128,476 169 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 1,483,214 1,464 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,728,666 1,733 0.2%
Mexican Bonos 7.75% 05-29-2031 5,345,098 308 0.0%
Mexican Bonos 8.00% 06-11-2020 2,907,142 189 0.0%
Mexican Bonos 8.00% 12-07-2023 7,902,390 496 0.0%
Mexichem SAB de CV 5 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 9,388 10 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 323,661 336 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 338,485 370 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 653,498 653 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 184,067 183 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 40,044 47 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 111,717 147 0.0%
Micron Technology Inc. 5,835 299 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 134,137 178 0.0%
Microsoft Corp. 50,689 7,472 0.4%
Middleby Corp. 3,025 486 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 291,177 295 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 252,015 244 0.0%
MINDBODY Inc. Class A 17,606 650 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 135 34 0.0%
Minmetals Land Ltd. 52,701 12 0.0%
Mirae Asset Life Insurance Co. 6,683 34 0.0%
Mirati Therapeutics Inc. 172,949 233 0.0%
Mirle Automation Corp. 20,385 39 0.0%
Mission Broadcasting Inc. Term Loan B3 1st Lien F/R 01-17-2024 10,658 217 0.0%
Mitel Networks Corp. 11,802 174 0.0%
Mitsubishi Electric Corp. 32,288 567 0.0%
Mitsuboshi Belting Ltd. 1,605 46 0.0%
Mitsui & Co. Ltd. 10,579 221 0.0%
MiX Telematics Ltd. ADR 2,565 61 0.0%
MK Restaurants Group PCL 419 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 15,369 21 0.0%
Mobile TeleSystems ADR 1,999 20 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 23,776 30 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 72,163 96 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 88,945 132 0.0%
Momo Inc. 4,854 202 0.0%
Monarch Casino & Resort Inc. 853 45 0.0%
Mondi Ltd. 29,375 861 0.0%
Moorim P&P Co. Ltd. 7,960 58 0.0%
Moorim Paper Co. Ltd. 9,803 34 0.0%
Morgan Stanley 3.00% 02-07-2024 1,144,568 1,111 0.0%
Morgan Stanley 3.59% 07-22-2028 3,599 185 0.0%
Morgan Stanley Capital 4.295% 09-09-2024 54,355 69 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 100,063 133 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 79,062 105 0.0%
Morguard North American Residential Real Estate Investment Trust 9,096 159 0.0%
Morguard Real Estate Investment Trust 203 2 0.0%
Morneau Shepell Inc. 92,445 2,415 0.2%
Mosenergo PJSC 141,131 5 0.0%
Motor Oil (Hellas) Corinth Refineries SA 2,452 75 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 27,425 35 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 47,253 63 0.0%
Mpact Ltd. 19,738 42 0.0%
Mr. Price Group Ltd. 581 13 0.0%
MTY Food Group Inc. 6,053 397 0.0%
Muhibbah Engineering (M) Bhd 50,122 43 0.0%
Mullen Group Ltd. 3,517 43 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 210,009 286 0.0%
Murray & Roberts Holdings Ltd. 770 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 181,923 219 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 87,495 116 0.0%
Nan Ya Plastic Corp. 26,345 84 0.0%
Nanya Technology Corp. 85,249 224 0.0%
Naspers Ltd. 567 151 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 3,477 5 0.0%
National Bank of Canada 88,529 5,365 0.3%
National Bank of Canada 1.96% 06-30-2022 5,465,577 5,264 0.3%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 668,102 650 0.0%
National Bank of Canada F/R 06-11-2019 2,108,936 2,110 0.2%
National Oilwell Varco Inc. 10,748 459 0.0%
National Presto Industries Inc. 294 50 0.0%
National Western Life Group Inc. 435 178 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 64,575 86 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 165,536 217 0.0%
Natural Grocers by Vitamin Cottage Inc. 658 17 0.0%
Natural Health Trends Corp. 427 12 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 1,149,031 1,100 0.0%
NAV CANADA 7.40% 06-01-2027 632,925 831 0.0%
NAV CANADA 7.56% 03-01-2027 Callable 2017 478,828 561 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 114,887 150 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 219,419 290 0.0%
NCR Corp. 6,080 224 0.0%
NCsoft Corp. 324 197 0.0%
Nedbank Group Ltd. 81 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 166,398 220 0.0%
Nemak SAB de CV 81,567 78 0.0%
Neo Performance Materials Inc. 1,556 23 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 62,152 95 0.0%
Neste Oil OYJ 6,880 715 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 56,826 97 0.0%
Nestle Malaysia BHD 216 10 0.0%
Nestlé SA Reg. 4,195 476 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 149,477 219 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 88,848 109 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 169,242 223 0.0%
Nevsun Resources Ltd. 35,472 211 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 66,428 87 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,772,946 2,049 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 23,310 31 0.0%
New Flyer Industries Inc. 52,525 1,985 0.2%
New Gold Inc. 583 1 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 127,641 146 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 83,843 87 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 1,303,921 1,643 0.1%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,885,255 2,342 0.2%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 69,099 94 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 80,545 87 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 59,544 55 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 169,242 152 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 1,196,115 1,515 0.1%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 91,416 121 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 391,443 533 0.0%
NewOcean Energy Holdings Ltd. 59,176 29 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 126,005 162 0.0%
NextEra Energy Inc. Conv. Pfd. 5,233 413 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 105,499 133 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 100,557 123 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 75,356 98 0.0%
NH Investment & Securities Co. Ltd. 178 3 0.0%
Nickel Asia Corp. 304,262 17 0.0%
Nielsen Holdings PLC 22,421 810 0.0%
Nike Inc. Class B 1,105 110 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 47,553 59 0.0%
Nine Point Energy Holdings Inc. 1,735 33 0.0%
Nine Point Energy Holdings Inc. Pfd. 45 70 0.0%
Nippo Corp. 8,653 196 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 1,197,072 1,178 0.1%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 31,796 42 0.0%
NMN Holdings III Corp. Term Loan Delayed Draw 1st Lien F/R 10-26-2025 1,720 5 0.0%
NN Group NV 22,757 1,288 0.1%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 40,461 50 0.0%
Noevir Holdings Co. Ltd. 1,216 75 0.0%
Nokia OYJ 3.38% 06-12-2022 656,289 832 0.0%
Nomura Holdings Inc. 2.10% 11-27-2019 438,401 578 0.0%
Norbord Inc. 29,961 1,112 0.0%
Nordic Investment Bank 1.375% 07-15-2020 909,215 141 0.0%
Nordic Investment Bank 4.13% 03-19-2020 182,831 171 0.0%
Nordic Investment Bank 5.00% 04-19-2022 105,004 110 0.0%
Norfolk Southern Corp. 11,701 2,656 0.2%
NOROO Paint & Coatings Co. Ltd. 2,036 21 0.0%
North Battleford Power LP 4.958% 12-31-2032 796,291 858 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 616,025 579 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 319,219 317 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 329,457 313 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 783,609 802 0.0%
Northland Power Inc. 59,933 1,339 0.1%
Northrop Grumman Corp. 567 196 0.0%
Northview Apartment Real Estate Investment Trust 61,839 1,630 0.1%
NorthWest Healthcare Properties Real Estate Investment Trust 3,506 37 0.0%
Norwegian Finans Holding ASA 8,451 94 0.0%
Norwegian Government 3.75% 05-25-2021 2,952,479 485 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 157,509 159 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 296,382 297 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 238,889 240 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 71,996 90 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 197,468 241 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 253,613 326 0.0%
Novanta Inc. 4,094 353 0.0%
Novartis AG Reg. 11,684 1,418 0.1%
Novatek Microelectronics Corp. 26,866 151 0.0%
Novatek OAO 95 21 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 56,729 75 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 25,942 162 0.0%
Novolipetsk Steel PJSC 9,075 28 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 129,711 185 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 40,461 53 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 147,006 199 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 166,851 235 0.0%
NTPC Ltd. 4.38% 11-26-2024 99,569 129 0.0%
NTT DoCoMo Inc. 811 25 0.0%
Nucor Corp. 1,570 126 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 625,577 800 0.0%
Nutrien Ltd. 206,972 8,232 0.5%
NuVista Energy Ltd. 24,787 96 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 694,507 672 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 173,260 220 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 58,588 60 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 133,417 174 0.0%
O-TA Precision Industry Co. Ltd. 46,158 38 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 117,358 151 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 96,190 126 0.0%
OBIC Business Consultants Co. Ltd. 263 31 0.0%
Obsidian Energy Ltd. 332,102 223 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 189,008 246 0.0%
OceanaGold Corp. 48,018 186 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 288,430 386 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 123,795 167 0.0%
OFG Bancorp 118,215 25 0.0%
Oi SA 4,524 2 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 173,260 206 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 65,473 85 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 48,179 60 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 98,395 127 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 149,634 193 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 130,144 174 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 310,556 307 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,437,118 3,410 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 918,805 929 0.0%
Omnicom Group Inc. 3,486 357 0.0%
Onex Corp. Sub. voting 5,478 451 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 1,018,561 968 0.0%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 556,796 752 0.0%
Ontario Hydro 0% 05-26-2025 417,400 344 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,207,572 1,190 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 283,517 269 0.0%
OPB Finance Trust 2.98% 01-25-2027 459,402 455 0.0%
Open Text Corp. 62,221 2,833 0.2%
Oppenheimer Holdings Inc. Class A non-voting 12,712 482 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 7,438 10 0.0%
Oracle Corp. 5,577 361 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 1,494 0.0%
Orior AG 405 45 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 1,018,454 1,156 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 157,257 202 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 84,260 113 0.0%
Osisko Mining Inc. 3 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 186,215 247 0.0%
OTP Bank NYRT 878 47 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 9,594 13 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 340,417 373 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 162,235 214 0.0%
Packaging Corp. of America 734 95 0.0%
Padini Holdings BHD 5,631 9 0.0%
Pan American Silver Corp. 80,954 1,384 0.1%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 417,127 555 0.0%
Parex Resources Inc. 162,688 2,670 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 262,516 339 0.0%
Park Hotels & Resorts Inc. 163,496 6,698 0.4%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 30,450 40 0.0%
Parkland Fuel Corp. 86,906 3,402 0.3%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 179,365 174 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,928,928 1,918 0.2%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 1,334,831 1,726 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 44,628 45 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 83,425 83 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 100,063 127 0.0%
Partners Group Holding AG 1,485 1,297 0.1%
Pason Systems Inc. 116,934 2,330 0.2%
Patterson Companies Inc. 19,252 649 0.0%
PayPal Holdings Inc. 36 4 0.0%
PBF Energy Inc. 902 46 0.0%
Pearson PLC 81,062 1,324 0.1%
Pembina Pipeline Corp. 99,076 4,439 0.3%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 457,827 442 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 323,944 318 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 981,809 965 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 2,015,071 1,903 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 413,462 392 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 822,987 787 0.0%
Pengrowth Energy Corp. 33,816 23 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 129,309 163 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 49,638 61 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,485 1 0.0%
People's United Financial Inc. Pfd. Series A 7,012 223 0.0%
PepsiCo Inc. 2,051 333 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 2,423,282 2,301 0.2%
PepsiCo Inc. 2.50% 11-01-2022 1,043 2 0.0%
Peregrine Holdings Ltd. 22,448 43 0.0%
Perficient Inc. 2,285 77 0.0%
PerkinElmer Inc. 31 4 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 79,062 103 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 122,299 161 0.0%
PetroChina Co. Ltd. ADR 81 7 0.0%
PetroChina Co. Ltd. H 229,461 213 0.0%
Petroleo Brasileiro SA - Petrobras ADR 17,387 337 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 24,175 212 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 738,601 156 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 161,830 200 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 39,531 53 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,808 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1,566,420 81 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1,599,898 96 0.0%
Petron Corp. 16,705 3 0.0%
Petron Malaysia Refining & Marketing Bhd 2,485 6 0.0%
Petronas Chemicals Group BHD 261,861 766 0.0%
Petronas Gas BHD 986 6 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 1,028,603 1,148 0.1%
Pfizer Inc. 103,757 6,376 0.4%
PGE Polska Grupa Energetyczna SA 3,700 15 0.0%
Pharmally International Holding Co. Ltd. 2,079 14 0.0%
Pharmicell Co. Ltd. 263 4 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 3,477 5 0.0%
Phillips 66 8,651 1,075 0.0%
Phoenix Group Holdings 3,824 39 0.0%
PHX Energy Services Corp. 1,488 4 0.0%
PICC Property & Casualty Co. Ltd. H 10,803 15 0.0%
Pick n Pay Stores Ltd. 3,214 23 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 448,902 566 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 27,750 358 0.0%
Piraeus Bank SA 30,030 40 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 281,170 358 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 3,911 5 0.0%
Pixelle Specialty Solutions LLC B 1st Lien F/R 10-23-2024 877,053 877 0.0%
Pizza Pizza Royalty Corp. 135 1 0.0%
Plaza Retail REIT 68 0.0%
Plaza Trust F/R 04-02-2019 41 2 0.0%
PLDT Inc. 630 18 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 1,365,247 1,741 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 232,531 307 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 16,554 21 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 310,881 408 0.0%
Polaris Infrastructure Inc. 812 8 0.0%
Polo Ralph Lauren Corp. Class A 5,045 747 0.0%
Porsche Automobil Holding SE Pfd. 71,385 6,071 0.4%
Porto Seguro SA 108 2 0.0%
POSCO 463 136 0.0%
POSCO ADR 594 44 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 545,721 666 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 49,414 61 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 144,536 181 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 136,351 181 0.0%
Postal Savings Bank of China Co. Ltd. 4,051 3 0.0%
Power Corp. of Canada Sub. Voting* 31,651 839 0.0%
Powerlong Real Estate Holdings Ltd. 169,481 92 0.0%
Powszechna Kasa Oszczednosci Bank Polski 5,118 73 0.0%
Powszechny Zaklad Ubezpieczen SA 783 12 0.0%
PPB Group BHD 124,876 699 0.0%
Precision Drilling Corp. 80,041 244 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 203,210 269 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 257,368 342 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 430,526 732 0.0%
Premier Inc. Class A 1,228 65 0.0%
Premium Brands Holdings Corp. 18,328 1,422 0.1%
President Chain Store Corp. 6,570 90 0.0%
Press Metal Aluminium Holdings BHD 144,453 219 0.0%
Pretium Resources Inc. 135 1 0.0%
Principal Financial Group Inc. 8,106 531 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 93,417 123 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 275,941 369 0.0%
Prosperity Real Estate Investment Trust 127,673 64 0.0%
Proto Labs Inc. 1,956 335 0.0%
Province of Alberta 0.63% 04-18-2025 143,300 217 0.0%
Province of Alberta 1.00% 11-15-2021 169,242 284 0.0%
Province of Alberta 2.90% 12-01-2028 4,458 563 0.0%
Province of Alberta 3.05% 12-01-2048 1,105,191 1,046 0.0%
Province of Alberta 3.10% 06-01-2024 777,046 790 0.0%
Province of Alberta 3.40% 12-01-2023 137,123 141 0.0%
Province of British Columbia 2.70% 12-18-2022 808,548 813 0.0%
Province of British Columbia 3.25% 12-18-2021 561,784 574 0.0%
Province of British Columbia 3.30% 12-18-2023 301,893 311 0.0%
Province of British Columbia 3.70% 12-18-2020 522,406 537 0.0%
Province of British Columbia 6.35% 06-18-2031 1,362,457 1,835 0.2%
Province of British Columbia 6.60% 01-09-2020 4,150,765 79 0.0%
Province of Manitoba 2.45% 06-02-2025 816,161 797 0.0%
Province of Manitoba 2.55% 06-02-2023 274,329 273 0.0%
Province of Manitoba 3.30% 06-02-2024 495,892 509 0.0%
Province of Manitoba 6.30% 03-05-2031 577,535 759 0.0%
Province of New Brunswick 3.35% 12-03-2021 78,755 81 0.0%
Province of New Brunswick 3.65% 06-03-2024 753,683 786 0.0%
Province of New Brunswick 4.50% 06-02-2020 168,010 173 0.0%
Province of New Brunswick 4.55% 03-26-2037 135,196 156 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,079,913 1,078 0.0%
Province of Newfoundland 3.70% 10-17-2048 1,754,161 1,815 0.2%
Province of Ontario 0% 06-02-2024 2,491,274 2,131 0.2%
Province of Ontario 0% 06-02-2026 493,530 394 0.0%
Province of Ontario 0% 07-13-2022 480,404 435 0.0%
Province of Ontario 2.60% 06-02-2025 464,653 459 0.0%
Province of Ontario 2.60% 09-08-2023 6,843,784 6,820 0.4%
Province of Ontario 2.85% 06-02-2023 453,365 457 0.0%
Province of Ontario 2.90% 06-02-2049 15,693,189 14,679 0.8%
Province of Ontario 3.15% 06-02-2022 1,152,444 1,174 0.1%
Province of Ontario 3.50% 06-02-2024 262,516 273 0.0%
Province of Ontario 4.20% 06-02-2020 229,701 236 0.0%
Province of Ontario 4.60% 06-02-2039 1,023,811 1,230 0.1%
Province of Ontario 5.60% 06-02-2035 442,076 576 0.0%
Province of Ontario 6.20% 06-02-2031 1,023,811 1,352 0.1%
Province of Ontario 6.50% 03-08-2029 1,143,256 1,488 0.1%
Province of Ontario Canada 2.90% 06-02-2028 16,034,459 15,911 0.8%
Province of Ontario F/R 08-21-2023 21,722 2,561 0.2%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 931,931 810 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 548,658 440 0.0%
Province of Quebec 2.50% 09-01-2026 1,036,937 1,011 0.0%
Province of Quebec 2.75% 09-01-2025 2,693,411 2,685 0.2%
Province Of Quebec 2.75% 09-01-2028 1,367,707 1,344 0.1%
Province of Quebec 3.00% 09-01-2023 1,681,952 1,708 0.2%
Province of Quebec 3.50% 12-01-2048 5,785,846 6,107 0.4%
Province of Quebec 3.75% 09-01-2024 695,667 733 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 65,629 121 0.0%
Province of Quebec 4.50% 12-01-2020 702,230 732 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 28,877 44 0.0%
Province of Quebec F/R 12-19-2018 451,056 451 0.0%
Province of Saskatchewan 3.30% 06-02-2048 601,161 601 0.0%
Prudential Financial Inc. 3,950 492 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 152,815 203 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 107,631 142 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 385,609 514 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 1,112,554 1,108 0.0%
PT Astra International TBK 254,245 203 0.0%
PT Bank Pembangunan Daerah Jawa TBK 47,386 3 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 69,948 24 0.0%
PT Gudang Garam TBK 16,441 125 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 37,690 37 0.0%
PT Indiak Energy TBK 554,705 93 0.0%
PT Indo Tambangraya Megah TBK 9,223 18 0.0%
PT Medco Energi Internasional Tbk 141,550 9 0.0%
PT Mitra Adiperkasa TBK 639,605 52 0.0%
PT Modernland Realty TBK 1,380,435 26 0.0%
PT Panin Financial TBK 73,071 2 0.0%
PT Perusahaan Gas Negara 72,504 13 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 16,718 2 0.0%
PT Ramayana Lestari Sentosa TBK 337,751 37 0.0%
PT Salim Ivomas Pratama TBK 32,505 1 0.0%
PT Surya Semesta Internusa TBK 963,453 40 0.0%
PT Tambang Batubara Bukit Asam TBK 38,500 14 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 107,475 133 0.0%
PTC Thetapeutics Inc. 998 47 0.0%
PTT Exploration and Production PCL 432 2 0.0%
Public Bank BHD 243 2 0.0%
Publicis Groupe SA 1,314 104 0.0%
PulteGroup Inc. 7.875% 06-15-2032 156,006 217 0.0%
PW Medtech Group Ltd. 4,321 1 0.0%
QAD Inc. Class A 486 27 0.0%
Qatar Islamic Bank 851 47 0.0%
QGEP Participacoes SA 25,368 91 0.0%
QinetiQ Group PLC 21,228 107 0.0%
Qinhuangdao Port Co. Ltd. 945 0.0%
Quad Graphics Inc. 83 2 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 653,664 857 0.0%
Qualitas Controladora SAB de CV 743 2 0.0%
Quarterhill Inc. 180,710 251 0.0%
Quebecor Inc. Class B Sub. voting 210,248 6,028 0.4%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,727,483 1,808 0.2%
Queensland Treasury Corp. 2.75% 08-20-2027 47,286 45 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 376,781 412 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 87,710 89 0.0%
QuinStreet Inc. 17,023 365 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 233,887 310 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,738 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,348,792 1,517 0.1%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 117,404 143 0.0%
Radiant Opto-Electronics Corp. 50,684 185 0.0%
Radware Ltd. 7,229 219 0.0%
RAKUS Co. Ltd. 1,074 26 0.0%
Rallye SA 1,236 18 0.0%
Randon SA Implementos e Participacoes 39,534 120 0.0%
Raspadskaya 6,982 17 0.0%
Rayonier Advanced Materials Inc. 344 7 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 351,359 351 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 446,277 447 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 131,093 170 0.0%
Realtek Semiconductor Corp. 8,809 54 0.0%
Rebosis Property Fund Ltd. 1,080 0.0%
Recipe Unlimited Corp. 68 2 0.0%
Reckitt Benckiser Group PLC 6,320 699 0.0%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 81,533 107 0.0%
Regional SAB de CV 10,705 61 0.0%
Regions Bank 6.45% 06-26-2037 88,945 136 0.0%
Regions Financial Corp. 7.375% 12-10-2037 50,649 84 0.0%
Reinsurance Group of America Inc. 18,844 3,742 0.3%
Reitmans (Canada) Ltd. Class A non-voting 507 2 0.0%
Reliance Industries Ltd. GDR 144A London shares 4,834 213 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 969,691 1,334 0.1%
Reliance LP 3.813% 09-15-2020 543,926 548 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 775,204 754 0.0%
Reliance Steel & Aluminum Co. 3,260 349 0.0%
Renesas Electronics Corp. 56,204 355 0.0%
Renewable Energy Group Inc. 8,745 313 0.0%
Repsol SA 16,954 389 0.0%
Republic of Argentina 5.88% 01-11-2028 12,934 13 0.0%
Republic of Argentina 6.88% 01-11-2048 2,503 2 0.0%
Republic of Austria 0.00% 07-15-2023 206,303 313 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 28,372 351 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 831,344,705 354 0.0%
Republic of Colombia 7.00% 09-11-2019 391,704,493 164 0.0%
Republic of Finland 1.50% 04-15-2023 113,652 184 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 82,768 125 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 49,414 69 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,570,690,187 223 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 565,789 995 0.0%
Republic of Portugal 3.85% 04-15-2021 111,181 183 0.0%
Republic of Serbia 5.88% 12-03-2018 6,954 9 0.0%
Republic of the Philippines 4.00% 01-26-2022 5,227,989 122 0.0%
Republic Services Inc. 13,517 1,390 0.1%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 2,139 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 120,757 156 0.0%
Resolute Forest Products Inc. 20,266 296 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 73,504 98 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 10,501 14 0.0%
Restaurant Brands International Inc. 30,637 2,375 0.2%
Retail Value Inc. 4,127 159 0.0%
Reunert Ltd. 10,200 72 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 62,889 62 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 393,774 511 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 500,702 665 0.0%
Rezidor Hotel Group AB 4,945 26 0.0%
RHB Capital BHD 2,336 4 0.0%
RingCentral Inc. Class A 2,087 230 0.0%
Rio Tinto Ltd. 76,513 5,454 0.3%
Rio Tinto PLC 12,159 734 0.0%
RioCan Real Estate Investment Trust 24,549 607 0.0%
Ritchie Bros. Auctioneers Inc. 27,980 1,293 0.1%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 370,409 484 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 206,730 238 0.0%
Rite Aid Corp. 7.70% 02-15-2027 1,095,316 1,039 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 151,000 198 0.0%
Road King Infrastructure Ltd. 1,891 4 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 73,877 95 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 70,077 90 0.0%
Robinson PCL NVDR 1,080 3 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 140,155 203 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 117,630 161 0.0%
Roche Holding AG Genusscheine 1,166 402 0.0%
Rockwool International AS Class B 436 151 0.0%
Rocky Mountain Dealerships Inc. 338 3 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 667,404 681 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 617,348 646 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 1,832,885 2,290 0.2%
Rogers Communications Inc. Class B non-voting 58,896 4,174 0.3%
Rogers Sugar Inc. 10,889 62 0.0%
Rollins Inc. 501 42 0.0%
Rolls-Royce Holdings PLC 14,936 216 0.0%
Rolls-Royce Holdings PLC - C Shares 6,496 40 0.0%
Rosneft Oil Co. 4,524 38 0.0%
Rosneft Oil Co. GDR 4,306 36 0.0%
Rostelecom 14,949 21 0.0%
Rowan Companies Inc. 27,059 499 0.0%
Royal Bank of Canada 352,622 34,352 1.6%
Royal Bank of Canada 2.36% 12-05-2022 845,826 824 0.0%
Royal Bank of Canada 2.95% 05-01-2023 4,441,241 4,414 0.3%
Royal Bank of Canada 3.30% 09-26-2023 3,452,082 3,439 0.3%
Royal Bank of Canada 3.31% 01-20-2026 2,157,879 2,161 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 1,019,874 1,022 0.0%
Royal Bank of Canada F/R 02-11-2020 1,039,825 1,045 0.0%
Royal Bank of Canada F/R 03-23-2020 Covered 4,228,866 4,246 0.3%
Royal Bank of Canada F/R 08-01-2019 4,334,144 4,336 0.3%
Royal Dutch Shell PLC A 71,297 2,874 0.2%
RS PCL 2,336 1 0.0%
Ruentex Development Co. Ltd. 4,564 10 0.0%
Ruentex Industries Ltd. 44,265 173 0.0%
Russel Metals Inc. 29,064 673 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 715,509 710 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 151,484 199 0.0%
Sabina Gold & Silver Corp. 69,269 96 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 139,594 185 0.0%
Salmar ASA 5,350 402 0.0%
Sam Young Electronics Co. Ltd. 2,578 38 0.0%
Samebest Co. Ltd. 7,016 46 0.0%
Samjin Pharmaceutical Co. Ltd. 1,263 65 0.0%
Samsonite International SA 25,163 101 0.0%
Samsung Biologics Co. Ltd. 33 13 0.0%
Samsung C&T Corp. 25 3 0.0%
Samsung Electro-Mechanics Co. 1,481 213 0.0%
Samsung Electronics Co. Ltd. 22,684 1,133 0.1%
Samsung Electronics Co. Ltd. GDR 14 17 0.0%
Samsung SDI Co. Ltd. 533 131 0.0%
Samsung SDS Co. Ltd. 5 1 0.0%
San Miguel Corp. 6,225 28 0.0%
San Miguel Food and Beverage Inc. 7,230 15 0.0%
Sandvik AB 6,890 136 0.0%
Sangsangin Co. Ltd. 205 5 0.0%
Sanofi 5,106 614 0.0%
Santander Consumer Bank AS F/R 03-30-2020 76,492 11 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 134,217 58 0.0%
Sao Martinho SA 3,768 23 0.0%
Sappi Ltd. 10,382 75 0.0%
Saputo Inc. 135 6 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 317,383 313 0.0%
Sarantis SA 513 5 0.0%
Sartorius Stedim Biotech SA 2,047 276 0.0%
Sasol Ltd. 3,332 130 0.0%
Sasol Ltd. ADR 2,377 93 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 284,548 380 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 286,600 370 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 165,439 218 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 108,711 142 0.0%
Sberbank of Russia PJSC 13,520 36 0.0%
Schaeffler AG 19,251 220 0.0%
Schindler Holding AG 12 3 0.0%
Schindler Holding AG PC 11 3 0.0%
Schneider Electric SE 2,432 235 0.0%
Schneider National Inc. 5,080 151 0.0%
Schnitzer Steel Industries Inc. Class A 1,328 49 0.0%
Schouw & Co. 10 1 0.0%
SCI Pharmtech Inc. 15,330 47 0.0%
Scientex BHD 1,675 9 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 231,089 319 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 320,269 421 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 500,482 480 0.0%
SEACOR Marine Holdings Inc. 172 4 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 69,179 92 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 143,300 187 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 178,631 235 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 130,947 181 0.0%
SeaWorld Entertainment Inc. 8,718 330 0.0%
Secure Energy Services Inc. 26,985 194 0.0%
Segro PLC 10,279 105 0.0%
Semirara Mining & Power Corp. 3,565 2 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,738 2 0.0%
Seohan Co. Ltd. 17,279 38 0.0%
Seoul Auction Co. Ltd. 3,308 44 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 133,883 173 0.0%
Service Corp. International 2,022 124 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 72,067 89 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 56,312 76 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 192,296 257 0.0%
Seven & i Holdings Co. Ltd. 5,334 310 0.0%
Seven Generations Energy Ltd. 6,542 66 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 104,032 139 0.0%
Severstal PAO 6,833 136 0.0%
SEWOON MEDICAL Co. Ltd. 8,949 38 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 60,532 65 0.0%
SFS Group AG 740 96 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 4,321 5 0.0%
Shanghai Prime Machinery Co. Ltd. 7,022 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 380,648 380 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 393,774 383 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 1,036,937 1,062 0.0%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 149,896 199 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,408,349 6,422 0.4%
Shaw Communications Inc. Class B non-voting 28,405 710 0.0%
Shaw Communications Inc. Pfd Series A 14,018 226 0.0%
ShawCor Ltd. 22,345 436 0.0%
Sheng Ye Capital Ltd. 12,848 14 0.0%
Shenzhen Expressway Co. Ltd. 25,658 34 0.0%
Sherritt International Corp. 41,187 20 0.0%
Shimao Property Holdings Ltd. 41,200 136 0.0%
Shin Kong Financial Holding Co. Ltd. 67,945 31 0.0%
Shinhan Financial Group Co. Ltd. ADR 1,188 58 0.0%
Shinkong Synthetic Fibers Corp. 100,037 47 0.0%
Shinsegae Co. Ltd. 47 16 0.0%
Shinyoung Securities Co. Ltd. 78 5 0.0%
Shopify Inc. 4,903 992 0.0%
Shun Tak Holdings Ltd. 424,766 185 0.0%
Siam Commercial Bank PCL 33,395 129 0.0%
Siegfried Holding AG 263 125 0.0%
Siemens AG 2,921 450 0.0%
Siemens Healthineers AG 3,660 211 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 459,402 464 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 282,352 420 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 184,758 242 0.0%
Signature Bank 6,871 1,126 0.1%
Sigurd Microelectronics Corp. 65,479 84 0.0%
Sika AG 1,216 200 0.0%
Silicon Laboratories Inc. 1,645 193 0.0%
Sime Darby BHD 21,904 16 0.0%
Sime Darby Plantation BHD 56,561 85 0.0%
SIMMTECH Co. Ltd. 1,407 13 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 219,041 278 0.0%
Sinil Pharmaceutical Co. Ltd. 2,422 28 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 405 25 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 1,639,070 998 0.0%
Sinopharm Group Co. H 9,820 65 0.0%
Sinotruk Hong Kong Ltd. 54,444 120 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 239,897 300 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 105,004 136 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 279,849 371 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 163,046 214 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 108,870 139 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 128,475 164 0.0%
SK Holdings Co. Ltd. 367 123 0.0%
SK Hynix Inc. 24,316 2,023 0.2%
SK Telecom Co. Ltd. ADR 1,810 68 0.0%
SkyWest Inc. 1,620 124 0.0%
Slate Office REIT 29,386 212 0.0%
SLC Agricola SA 9,392 150 0.0%
Smart Real Estate Investment Trust 34 1 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 221,038 214 0.0%
SmarTone Telecommunications Holdings Ltd. 572,997 571 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 138,090 175 0.0%
Snap-On Inc. 953 211 0.0%
SNC-Lavalin Group Inc. 11,498 558 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 366,835 360 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 525,031 535 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 125,145 158 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 297 17 0.0%
Soda Sanayii AS 4,013 7 0.0%
Sofina SA 912 244 0.0%
Soft-World International Corp. 18,578 13 0.0%
SoftBank Group Corp. 3,403 380 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 787,547 1,056 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 86,630 114 0.0%
Softcat PLC 4,195 43 0.0%
SOHO China Ltd. 25,332 13 0.0%
Sohu.com Ltd. ADR 149 4 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 58,815 84 0.0%
Solium Capital Inc. 2,333 28 0.0%
Somboon Advance Technology PCL 2,525 2 0.0%
Sonae Sierra Brasil SA 1,021 9 0.0%
Sonic Healthcare Ltd. 5,392 120 0.0%
Sonova Holding AG 2,219 478 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,629,070 1,711 0.2%
Source Energy Services Ltd. 1,978 3 0.0%
Southern California Edison Co. 4.13% 03-01-2048 Callable 2047 367,522 365 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 12,353 22 0.0%
Southwest Airlines Co. 3.45% 11-16-2027 Callable 2027 13,677 343 0.0%
SP LP 3.21% 06-15-2019 1,131,377 1,132 0.1%
Sparebank 1 Nord-Norge 8,927 88 0.0%
SPDR Barclays Capital High Yield Bond ETF 50 2 0.0%
SPDR S&P 500 ETF Trust 3,872 1,419 0.1%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 12,514 17 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 102,196 132 0.0%
Spigen Korea Corp. 261 15 0.0%
Spin Master Corp. 26,977 1,106 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 193,236 255 0.0%
Spirit Airlines Inc. 42,359 3,610 0.3%
Springland International Holdings Ltd. 120,163 29 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 118,464 160 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 520,223 669 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 471,230 622 0.0%
Sprint Corp. 7.125% 06-15-2024 215,263 291 0.0%
Sprint Corp. 7.25% 09-15-2021 163,097 226 0.0%
Sprint Corp. 7.875% 09-15-2023 1,136,796 1,591 0.1%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 59,753 79 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 217,210 287 0.0%
SPS Commerce Inc. 879 100 0.0%
Spy Hill Power LP 4.14% 03-31-2036 208,094 211 0.0%
Square Inc. Class A 5,092 473 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 364,796 455 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 1,116 1 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 32,138 42 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 84,926 110 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 323,364 420 0.0%
SSR Mining Inc. 7,507 106 0.0%
SSY Group Ltd. 5,672 8 0.0%
St Clair Holding ULC 4.88% 08-31-2031 124,665 126 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 241,361 323 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 66,215 76 0.0%
STAAR Surgical Co. 739 37 0.0%
Standard Bank Group Ltd. 1,161 20 0.0%
Standard Chartered PLC 47,589 492 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 7,925 9 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 945 123 0.0%
Stantec Inc. 105,240 3,332 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 233,187 306 0.0%
Star Petroleum Refining PCL 3,538 2 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 355,377 462 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 105,354 134 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 375,954 504 0.0%
Starwood Property Trust Inc. 97,989 2,914 0.2%
State Bank of India GDR 108 6 0.0%
Statoil ASA 5,573 173 0.0%
Steel Dynamics Inc. 2,940 138 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 33,370 41 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 173,942 223 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 13,765 18 0.0%
Stella-Jones Inc. 34,943 1,403 0.1%
Stifel Financial Corp. 3.50% 12-01-2020 144,536 191 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 130,947 173 0.0%
Storebrand ASA 24,319 254 0.0%
Storm King Funding F/R 03-18-2019 1,609,768 1,610 0.1%
Storm Resources Ltd. 271 1 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 441,585 476 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 41,618 56 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 24,054 32 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 20,510 27 0.0%
Stuart Olson Inc. 3,212 15 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 95,939 120 0.0%
Suheung Co. Ltd. 853 25 0.0%
Sul America SA 3,498 32 0.0%
Sumitomo Mitsui Construction Co. Ltd. 14,457 119 0.0%
Summerset Group Holdings Ltd. 16,152 97 0.0%
Summit Industrial Income Real Estate Investment Trust 125,219 1,166 0.1%
Sun Art Retail Group Ltd. 3,646 5 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 934,556 962 0.0%
Sun Life Financial Inc. 157,025 7,694 0.4%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 980,496 979 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,445,149 1,419 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 320,634 313 0.0%
Suncor Energy Inc. 472,189 20,229 1.0%
Sungdo Engineering & Construction Co. Ltd. 4,195 25 0.0%
Sunrise Communications Group AG 1,155 135 0.0%
Sunrun Inc. 155,126 205 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 81,039 85 0.0%
Sunway Real Estate Investment Trust 5,888 3 0.0%
Superior Plus Corp. 70,911 737 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,918,990 1,831 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 1,048,342 1,388 0.1%
Supermax Corp. BHD 59,889 65 0.0%
Surge Energy Inc. 155,687 235 0.0%
Surgutneftegas OAO 48,831 26 0.0%
SurModics Inc. 7,578 610 0.0%
Suzano Papel e Celulose SA 270 4 0.0%
Svenska Cellulosa AB (SCA) B 71,872 769 0.0%
Swire Pacific Ltd. Class A 33,742 496 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,481,181 508 0.0%
Swiss Life Holding AG Reg. 1,429 745 0.0%
Swiss Re Ltd. 73 9 0.0%
Swisscom AG Reg. 193 123 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 705,706 894 0.0%
Syneos Health Inc. 28,162 1,936 0.2%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 159,957 204 0.0%
Synnex Technology International Corp. 27,413 43 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 130,947 165 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 147,006 197 0.0%
Synthomer PLC 6,131 42 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 420,390 417 0.0%
Systemax Inc. 865 32 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 40,878 51 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 97,608 120 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 58,398 76 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 459,402 631 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 357,021 493 0.0%
TA Enterprise BHD 6,644 1 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 234,846 319 0.0%
Tactile Systems Technology Inc. 138,486 183 0.0%
Taekwang Industrial Co. Ltd. 14 22 0.0%
Taeyoung Engineering & Construction Co. Ltd. 285 4 0.0%
TaiDoc Technology Corp. 21,472 146 0.0%
Taiwan Cement Corp. 16,205 24 0.0%
Taiwan Cement Corp. Rights Exp. 12-05-2018 3,758 0.0%
Taiwan High Speed Rail Corp. 27,683 37 0.0%
Taiwan Hon Chuan Enterprise Co. Ltd 19,748 39 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 10,194 509 0.0%
Taiwan Styrene Monomer Corp. 87,305 91 0.0%
Taiwan Takisawa Technology Co. Ltd. 33,683 42 0.0%
Takara Bio Inc. 3,222 108 0.0%
Takuma Co. Ltd. 27,885 115 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 202,346 234 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 895,404 1,210 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 80,923 106 0.0%
Tamarack Valley Energy Ltd. 124,340 272 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 632,506 853 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 54,644 70 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 103,769 138 0.0%
Target Corp. 14,546 1,372 0.1%
Taseko Mines Ltd. 68 0.0%
Tatneft PJSC 4,909 133 0.0%
Tauron Polska Energia SA 9,885 8 0.0%
TCI Co. Ltd. 884 19 0.0%
TCL Electronics Holdings Ltd. 76,004 42 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 273,016 295 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 834,800 917 0.0%
Technovator International Ltd 1,891 0.0%
Techtronic Industries Co. Ltd. 20,206 145 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 551,776 709 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 243 1 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 20,022 29 0.0%
Teck Resources Ltd. Class B 188,570 5,074 0.3%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 100,063 130 0.0%
Tegma Gestao Logistica SA 5,664 47 0.0%
Tego Science Inc. 14 1 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 250,276 329 0.0%
Tekfen Holding AS 621 3 0.0%
Telefonaktiebolaget LM Ericsson B 126,528 1,406 0.1%
Telefonica Brasil SA 4,176 66 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 2,086 4 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,391 2 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 262,516 322 0.0%
Telkom SA SOC Ltd. 25,361 138 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 98,828 96 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 111,181 117 0.0%
TELUS Corp. 143,376 6,838 0.4%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 417,127 415 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 78,755 78 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,633,498 1,582 0.1%
TELUS Corp. 3.75% 01-17-2025 Callable 598,536 600 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 679,916 658 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 918,805 898 0.0%
TELUS Corp. 5.05% 07-23-2020 166,851 172 0.0%
TELUS Corp. 5.15% 11-26-2043 399,549 412 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 61,767 61 0.0%
Tenaga Nasional BHD 210,154 951 0.0%
Tenaris SA 21,173 340 0.0%
Tencent Holdings Ltd. 7,468 398 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 117,213 159 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 811,174 1,067 0.0%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 13,096 16 0.0%
Teradyne Inc. 17,380 825 0.0%
Teranga Gold Corp. 98,268 316 0.0%
Terna Energy SA 3,108 28 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,114,388 1,329 0.1%
Tervita Corp. 985 8 0.0%
Tervita Corp. Class A Voting 793 7 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 417,127 544 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 105,004 161 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 239,160 258 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 76,751 102 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 115,961 157 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 733,184 859 0.0%
Texas Pacific Land Trust 531 408 0.0%
Texhong Textile Group Ltd. 26,893 43 0.0%
Textron Inc. 10,133 756 0.0%
TFI International Inc. 37,113 1,639 0.1%
Thales SA 1,532 251 0.0%
The a2 Milk Co. Ltd. 11,784 112 0.0%
The ADT Corp. 3.50% 07-15-2022 176,655 220 0.0%
The AES Corp. 46,543 958 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 6,674 9 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 49,221 65 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 283,647 380 0.0%
The Allstate Corp. 252 30 0.0%
The Bank of Nova Scotia 190,003 13,737 0.7%
The Bank of Nova Scotia 1.83% 04-27-2022 643,163 618 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 3,084,560 2,989 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,285,014 1,228 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 748,170 728 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 2,013,495 2,001 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 525,031 516 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 375,415 494 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 548,623 662 0.0%
The Bank of Nova Scotia F/R 08-27-2019 3,888,100 3,890 0.3%
The Basic House Co. Ltd. 74 0.0%
The Boeing Co. 17,177 7,918 0.5%
The Boston Beer Co. Inc. 243 89 0.0%
The British Land Co. PLC 56,199 538 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 252,437 282 0.0%
The Chefs' Warehouse Inc. 347 18 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 33,787 41 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 50,055 67 0.0%
The Descartes Systems Group Inc. 16,671 652 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 990,773,408 91 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 166,772 251 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 118,593 182 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 123,535 201 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 1,329,642 1,298 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 120,076 180 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,120,942 1,077 0.0%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 1,433,336 1,383 0.1%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 29,345 27 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 239,657 312 0.0%
The Hershey Co. 6,080 875 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,364,925 1,277 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 289,071 46 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 171,713 166 0.0%
The Keg Royalties Income Fund 169 3 0.0%
The Link Real Estate Investment Trust 10,133 128 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,761,480 1,738 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 315,019 314 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 328,670 328 0.0%
The Marcus Corp. 3,344 189 0.0%
The Mosaic Co. 1,670 80 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 79,671 53 0.0%
The North West Co. Inc. 16,401 483 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 246,848 332 0.0%
The Procter & Gamble Co. 2,802 352 0.0%
The Progressive Corp. 28,329 2,496 0.2%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 55,542 74 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 6,954 9 0.0%
The SPAR Group Ltd. 27 1 0.0%
The Stars Group Inc. 12,715 331 0.0%
The TJX Companies Inc. 81,535 5,295 0.3%
The Toronto-Dominion Bank 440,456 32,400 1.5%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 6,710,164 6,541 0.4%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,365,636 4,146 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 114,206 112 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 1,981,206 1,969 0.2%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,404,345 2,399 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 386,423 388 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 624,787 660 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 514,206 577 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 84,983 94 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 412,477 471 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,622,532 2,633 0.2%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,778,622 1,721 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 531,243 531 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 1,269,814 1,258 0.1%
The Towa Bank Ltd. 2,574 28 0.0%
The Unite Group PLC 6,109 86 0.0%
The Walt Disney Co. 3,749 576 0.0%
The Walt Disney Co. 2.76% 10-07-2024 5,656,688 5,498 0.3%
The Wharf Holdings Ltd. 60,189 215 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 171,713 229 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 14,182 24 0.0%
Thermaltake Technology Co. Ltd. 18,708 21 0.0%
Thermo Fisher Scientific Inc. 997 331 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 39,037 57 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 37,555 55 0.0%
Thomson Reuters Corp. 45,011 3,022 0.2%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 352,821 355 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 587,148 772 0.0%
Tianjin Development Holdings Ltd. 5,132 2 0.0%
Tianjin Port Development Holdings Ltd. 4,861 1 0.0%
Tianneng Power International Ltd. 3,241 4 0.0%
Tianyun International Holdings Ltd. 173,831 35 0.0%
Tim Participacoes SA ADR 2,433 50 0.0%
Tingyi (Cayman Islands) Holding Corp. 11,884 21 0.0%
Tisco Financial Group PCL NVDR 486 2 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 455,404 500 0.0%
TMX Group Ltd. 25,294 1,995 0.2%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 894,817 875 0.0%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 1,026,986 1,026 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 616,912 647 0.0%
Toho Holdings Co. Ltd. 5,816 205 0.0%
Tokyo Electric Power Co. Holdings Inc. 615,161 4,964 0.3%
Tomony Holdings Inc. 3,891 22 0.0%
Top Glove Corp. BHD 161,594 307 0.0%
Torchmark Corp. 16,863 1,937 0.2%
Torex Gold Resources Inc. 68 1 0.0%
Toromont Industries Ltd. 12,884 748 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 393,774 394 0.0%
Toronto Hospital 5.64% 12-08-22 403,403 424 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 211,785 282 0.0%
Total Access Communication PCL NVDR 9,912 19 0.0%
Total Return Swap LQD 11-26-18 13,382 42 0.0%
Total SA 8,917 660 0.0%
Total System Services Inc. 2,306 268 0.0%
TOTVS SA 581 6 0.0%
Tourmaline Oil Corp. 18,784 346 0.0%
Towa Pharmaceutical Co. Ltd. 70,156 43 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 84,095 109 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 89,606 118 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 200,500 257 0.0%
Toyo Seikan Kaisha Ltd. 6,627 201 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 295,692 295 0.0%
TPK Holding Co. Ltd. 135 0.0%
TransAlta Corp. 119,982 854 0.0%
TransAlta Corp. Pfd. Series A 34,431 459 0.0%
TransAlta Renewables Inc. 34 0.0%
Transat A.T. Inc. Class B 16,772 118 0.0%
TransCanada Corp. 178,109 9,698 0.5%
TransCanada Corp. Pfd. Series 15 18,424 458 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 735,044 853 0.0%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 2,156 3 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 570,024 549 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,477 5 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 259,891 238 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 459,402 431 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 487,229 476 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 185,599 217 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 711,943 867 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 303,206 429 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 2,998,694 2,733 0.2%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 184,067 294 0.0%
Transcontinental Inc. Class A Sub. voting 58,275 1,168 0.1%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 120,967 161 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 160,193 208 0.0%
TransGlobe Energy Corp. 105,065 304 0.0%
Transmissora Alianca de Energia Eletrica SA 1,756 14 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 338,645 340 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 813,207 830 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 111,922 147 0.0%
Travelsky Technology Ltd. 270 1 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 108,466 144 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 34,595 34 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 2,740 205 0.0%
Trencor Ltd. 851 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 53,809 64 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 91,416 123 0.0%
Tribune Media Co. Class A 969 52 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,442 2 0.0%
Tricon Capital Group Inc. 55,593 571 0.0%
Trillium Windpower LP 5.80% 02-15-2033 218,934 244 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 38,790 51 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 377,083 507 0.0%
Triple-S Management Corp. 873 22 0.0%
Trisura Group Ltd. 34 1 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 106,075 140 0.0%
Triton Solar US Acquisition Co. Term Loan B 1st Lien F/R 10-12-2024 85,462 112 0.0%
True North Commercial Real Estate Investment Trust 130,947 127 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 84,004 108 0.0%
Truworths International Ltd. 9,306 79 0.0%
TTEC Holdings Inc. 3,648 142 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 662 21 0.0%
Tupy SA 13,702 93 0.0%
Turk Hava Yollari AO 6,509 28 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 1,175 9 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,593 2 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 87,710 115 0.0%
U.S. Bancorp 2,562 185 0.0%
U.S. Bancorp 0.85% 06-07-2024 85,239 127 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 4,009 140 0.0%
U.S. Bancorp Pfd. Security Series A 353 422 0.0%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 93,306 123 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 5,642 7 0.0%
UBS Group AG 36,838 664 0.0%
Uchi Technologies Bhd 6,239 6 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 476,753 619 0.0%
Ultra Resources Inc. 7.13% 04-15-2025 Callable 2020 144A 1,592,820 2,079 0.2%
Uni-President China Holdings Ltd. 10,128 12 0.0%
Uni-President Enterprises Corp. 84,754 264 0.0%
Unid Co. Ltd. 11 1 0.0%
Unilever NV CVA 13,647 1,007 0.0%
Unimicron Technology Corp. 212,099 193 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 120,726 129 0.0%
Union Gas Ltd. 2.81% 06-01-2026 Callable 69,829 67 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 363,662 339 0.0%
Union Gas Ltd. 8.65% 11-10-2025 49,878 65 0.0%
Union Pacific Corp. 16,531 3,379 0.3%
Unipar Carbocloro SA 554 7 0.0%
Uniper SE 72,733 2,485 0.2%
Unipro PJSC 14,517 1 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 115,765 153 0.0%
United Engineers Ltd. 4,377 11 0.0%
United Kingdom Treasury 3.75% 09-07-2020 32,119 57 0.0%
United Kingdom Treasury 4.25% 12-07-2027 20,861 44 0.0%
United Parcel Service Inc. (UPS) Class B 998 153 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 852,914 808 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 184,067 244 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 112,417 135 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 88,945 112 0.0%
United States Oil Fund LP 748,170 1,002 0.0%
United States Treasury 2.75% 02-15-2028 569,659 743 0.0%
United States Treasury 2.75% 08-15-2047 12,558,534 14,949 0.8%
United States Treasury 2.88% 10-31-2023 84,631 113 0.0%
United States Treasury 3.00% 02-15-2048 2,543,777 3,195 0.2%
United States Treasury 3.13% 11-15-2028 606,411 815 0.0%
United States Treasury Inflation Indexed 0.50% 01-15-2028 21,209 27 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 99,874 133 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 128,027 166 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 26,564 34 0.0%
United Technologies Corp. 2,145 347 0.0%
UnitedHealth Group Inc. 1,319 493 0.0%
Universal Corp. 787 66 0.0%
Universal Insurance Holdings Inc. 4,524 264 0.0%
Universal Vision Biotechnology Co. Ltd. 32,739 37 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 255,835 297 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 75,356 92 0.0%
UPM-Kymmene OYJ 3,224 114 0.0%
Uralkali 4,497 7 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 185,302 248 0.0%
US Bancorp Pfd. Series K Callable 2023 5,473 177 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 136,300 179 0.0%
USANA Health Sciences Inc. 4,874 793 0.0%
USB Capital IX 3.50% 10-29-2049 372,581 399 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 3,754 5 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 28,365 38 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 103,954 135 0.0%
Vale SA ADR 16,005 291 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 94,688 134 0.0%
Valeant Pharmaceuticals International Inc. 174,738 5,642 0.4%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 31,285 41 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 1,349,331 1,794 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 31,285 44 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 83,425 117 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 219,034 289 0.0%
Valener Inc. 23,140 467 0.0%
Valero Energy Corp. 8,505 903 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 427,709 428 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 393,774 411 0.0%
Vanguard International Semiconductor Corp. 540 2 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 39,235 53 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 165,975 219 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 161,830 198 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 611,662 587 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 667,404 669 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 249,390 317 0.0%
Veresen Inc. 3.06% 06-13-2019 402,962 404 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 192,332 254 0.0%
Verisk Analytics Inc. 8,227 1,349 0.1%
Verizon Communications Inc. 18,986 1,522 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 103,769 101 0.0%
Verizon Owner Trust 1.42% 01-20-2021 40,371 54 0.0%
Vermilion Energy Inc. 9,331 308 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 279,475 359 0.0%
Verso Corp. Class A 42,841 1,436 0.1%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 160,359 214 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 517,156 488 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 196,887 245 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 155,588 196 0.0%
Videotron Ltee 5.00% 07-15-2022 261,122 349 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 822,253 837 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,882,238 1,913 0.2%
ViewRay Inc. 3,144 27 0.0%
Village Super Market Inc. 1,175 43 0.0%
Vinci SA 5,022 584 0.0%
Visa Inc. Class A 22,034 4,151 0.3%
Vishay Intertechnology Inc. 348,537 445 0.0%
Vishay Precision Group Inc. 314 14 0.0%
Vissem Electronics Co. Ltd. 5,386 36 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 99,923 132 0.0%
Vistra Energy Corp. 40,481 1,263 0.1%
Vistra Energy Corp. 5.50% 09-01-2026 Callable 2021 144A 32,953 43 0.0%
Vital KSK Holdings Inc. 8,329 118 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 667,404 912 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 98,828 126 0.0%
Vodafone Group PLC 3.75% 01-16-2024 153,511 199 0.0%
Voya Financial Inc. 42,662 2,549 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 171,856 223 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 306,171 383 0.0%
Vukile Property Fund Ltd. 35,591 73 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 174,250 230 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 250,850 251 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 139,895 176 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 20,022 27 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 35,039 47 0.0%
W.W. Grainger Inc. 437 183 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,146,168 1,553 0.1%
Wabtec Corp. 6,970 876 0.0%
Wachovia Capital Trust III F/R 03-15-2066 556,153 712 0.0%
Wajax Corp. 5,140 99 0.0%
Wal-Mart de Mexico SAB de CV Series V 52,338 172 0.0%
Wal-Mart Stores Inc. 22,994 2,985 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 102,534 135 0.0%
Walsin Technology Corp. 1,080 9 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 36,244 48 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 34,955 46 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 19,250 26 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 43,191 57 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 14,953 20 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 15,892 21 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 117,358 158 0.0%
Warrior Met Coal Inc. 77,722 2,449 0.2%
Washington H. Soul Pattison & Co. Ltd. 4,347 111 0.0%
Wasion Group Holdings Ltd. 63,140 44 0.0%
Waste Connections Inc. 47,927 4,998 0.3%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 86,012 115 0.0%
Waters Corp. 1,992 526 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 48,804 43 0.0%
Weatherford International PLC 63,543 48 0.0%
Weiqiao Textile Co. Ltd. 35,971 15 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 525,514 688 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 4,183 138 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 1,747,305 1,667 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 1,178,696 1,114 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 653,664 647 0.0%
Wells Fargo & Co. F/R 07-27-2021 86,474 85 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 15,683 21 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 21,406 30 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 196,000 253 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 172,553 230 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 63,756 82 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 128,892 160 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 259,143 334 0.0%
Wesdome Gold Mines Ltd. 5,106 19 0.0%
West China Cement Ltd. 402,748 84 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 262,516 265 0.0%
West Fraser Timber Co. Ltd. 10,212 708 0.0%
Westcoast Energy Inc. 3.12% 12-05-2022 69,304 69 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 511,906 524 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 10,191 255 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 226,068 217 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 213,715 210 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 331,820 441 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 253,694 308 0.0%
Western Forest Products Inc. 113,620 223 0.0%
WestJet Airlines Ltd. 24,339 502 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 12,353 22 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 148,242 152 0.0%
Westrock Co. 6,398 401 0.0%
Westshore Terminals Investment Corp. 41,018 976 0.0%
Wheelock and Co. Ltd. 6,282 48 0.0%
Whitecap Resources Inc. 14,473 68 0.0%
Whitehaven Coal Ltd. 74,608 311 0.0%
Wholetech System Hitech Ltd. 14,421 17 0.0%
William Morrison Supermarkets PLC 168,853 681 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 181,596 224 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 1,094,664 1,474 0.1%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 78,468 105 0.0%
Wilson Bayly Holmes-Ovcon Ltd. 311 4 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 136,508 151 0.0%
Windstream Holdings Inc. 9.00% 06-30-2025 Callable 2021 10,345 10 0.0%
Winpak Ltd. 26,229 1,233 0.1%
Winstek Semiconductor Co. Ltd. 36,637 39 0.0%
Wipro Ltd. ADR 20,333 141 0.0%
Wirecard AG 3,131 629 0.0%
Wisdom Marine Lines Co. Ltd. 33,519 42 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 33,600 1,314 0.1%
Wistron Information Technology & Services Corp. Rights Exp. 12-06-2018 1,043 1 0.0%
Wiz Solucoes e Corretagem de Seguros SA 15,226 37 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 27,948 36 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 142,065 186 0.0%
WNS (Holdings) Ltd. 3,503 227 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 78,420 98 0.0%
Wonderful Hi-Tech Co. Ltd. 53,137 39 0.0%
Woongjin Thinkbig Co. Ltd. 6,523 31 0.0%
Woori Bank 351 20 0.0%
World Wrestling Entertainment Inc. Class A 3,242 319 0.0%
Worldpay Inc. 11,470 1,308 0.1%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 127,241 163 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 10,377 14 0.0%
WSP Global Inc. 13,171 862 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 1,151,131 1,137 0.1%
Wuestenrot & Wuerttembergische AG 6,931 182 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 75,500 97 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 163,066 215 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 46,943 62 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 193,547 235 0.0%
Xiamen International Port Co. Ltd. H 6,752 1 0.0%
Xingda International Holdings Ltd. 1,215 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 675 1 0.0%
Xinyuan Real Estate Co. Ltd. 7,068 39 0.0%
Xiwang Special Steel Co. Ltd. 155,513 38 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 232,984 310 0.0%
XPO Logistics Inc. Term Loan B 1st Lien F/R 02-24-2025 159,360 210 0.0%
Xtep International Holdings Ltd. 125,569 89 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 424,597 519 0.0%
Yamaguchi Financial Group Inc. 92,666 110 0.0%
Yamana Gold Inc. 337,715 935 0.0%
Yangarra Resources Ltd. 11,666 30 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 203 1 0.0%
Yanzhou Coal Mining Co. Ltd. H 2,161 3 0.0%
YeaRimDang Publishing Co. Ltd. 7,682 55 0.0%
Yellow Pages Ltd. 4,734 29 0.0%
Yi Jinn Industrial Co. Ltd. 57,294 31 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 27,692 135 0.0%
Yihai International Holding Ltd. 36,073 129 0.0%
Youngone Holdings Co. Ltd. 14 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 94,904 126 0.0%
Yuanta Financial Holding Co. Ltd. 15,800 11 0.0%
Yuasa Trading Co. Ltd. 1,578 70 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 6,482 3 0.0%
Yuexiu Property Co. Ltd. 13,234 3 0.0%
Yuexiu Transport Infrastructure Ltd. 55,864 56 0.0%
Yum China Holdings Inc. 1,458 69 0.0%
Yurtec Corp. 1,723 19 0.0%
Yuzhou Properties Co. Ltd. 11,478 7 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 61,611 82 0.0%
Zenith Bank Ltd. 419,181 36 0.0%
Zhen Ding Technology Holding Ltd. 110,348 374 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 74,121 97 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 304,186 404 0.0%
ZTE Corp. H Shares 756 2 0.0%
ZTO Express (Cayman) Inc. 1,093 25 0.0%
Zurich Insurance Group AG 387 161 0.0%
Total Investments -- 2,227,257 99.4%
Currency Hedge Contracts -- -7,925 -0.4%
Other Assets (Liabilities) -- 22,197 1.0%
Total Net Assets -- 2,241,529 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of January 31, 2019
  • Regional Allocation
      Canada
    EQ : 29.1% | FI : 28.8%
    57.9%
      United States
    EQ : 12.3% | FI : 9.1%
    21.4%
      Other
    EQ : 5.7% | FI : 2.2%
    7.9%
      United Kingdom
    EQ : 1.0% | FI : 0.7%
    1.7%
      China
    EQ : 0.9%
    0.9%
      Germany
    FI : 0.3%
    0.3%
      Cash & Equivalents 9.9%
  • Sector Allocation
      Fixed Income 41%
      Financials 10.8%
      Cash & Equivalents 9.9%
      Other 9.7%
      Industrials 6%
      Energy 5.2%
      Information Technology 4.5%
      Materials 4.2%
      Consumer Discretionary 3.1%
      Health Care 2.9%
      Consumer Staples 2.7%

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 TMX 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.