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 May 31, 2019
Major holdings represent 17% of the fund.
View all holdings
Total # of
Equity Holdings
1835
Total # of
Fixed Income Holdings
1294
Holding name, country and sector Percentage of holding in fund
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
2.6%
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
2.3%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.2%
Government of Canada 2.25% 06-01-2030
Canada | Federal Government
2.0%
Suncor Energy Inc
Canada | Integrated Oil & Gas
1.7%
Royal Bank of Canada
Canada | Diversified Banks
1.5%
Government of Canada 0.75% 09-01-2021
Canada | Federal Government
1.4%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
1.3%
Toronto-Dominion Bank/The
Canada | Diversified Banks
1.2%
Bank of Montreal
Canada | Diversified Banks
0.9%

Complete Fund Holdings Help Full holdings list

As of February 28, 2019
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 367,039 486 0.0%
21Vianet Group Inc. ADR 14 0.0%
3i Group PLC 13,284 219 0.0%
3SBio Inc. 282 1 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 4,095 4 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,461,052 1,475 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 1,605,682 2,101 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 89,791 117 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,144,852 1,723 0.2%
58.Com Inc. ADR 1,229 118 0.0%
5N Plus Inc. 239 1 0.0%
A&W Revenue Royalties Income Fund Units 120 5 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 79,695 97 0.0%
Abbott Laboratories 3.40% 11-30-2023 108,571 144 0.0%
AbbVie Inc. 430 45 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 57,247 87 0.0%
Abcam PLC 7,474 168 0.0%
Absa Group Ltd. 1,356 23 0.0%
Absolute Software Corp. 4,701 43 0.0%
Abu Dhabi Commercial Bank PJSC 9,985 34 0.0%
Accenture PLC Class A 8,948 1,899 0.2%
Access Justice Durham 5.015% 08-31-2039 320,530 364 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 346,435 435 0.0%
ACS, Actividades de Construccion y Servicios SA 4,867 284 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 129,545 157 0.0%
Adcock Ingram Holdings Ltd. 5,427 33 0.0%
Addus HomeCare Inc. 4,560 403 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 19,290 26 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 21,118 28 0.0%
Admiral Group PLC 4,134 157 0.0%
Adtalem Global Education Inc. 9,282 588 0.0%
ADVA Optical Networking SE 1,372 17 0.0%
Advance Auto Parts Inc. 18,738 3,987 0.3%
Advanced Info Service PCL (Thailand) DR 268 2 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 564,665 825 0.0%
Advantech Co. Ltd. 1,953 20 0.0%
Advanz Pharma Corp. 976 24 0.0%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 192,200 253 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 229,481 287 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 160,390 221 0.0%
Aecon Group Inc. 21,036 386 0.0%
Aegean Airlines SA 3,472 41 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 77,944 100 0.0%
Aegon NV 187,714 1,328 0.1%
AEON Credit Service M Bhd 268 1 0.0%
AEON Thana Sinsap (Thailand) PCL 1,977 15 0.0%
AerCap Holdings NV 15,112 897 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 302,404 386 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 179,301 233 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 685,091 921 0.0%
Aflac Inc. 23,089 1,492 0.1%
African Oxygen Ltd. 791 2 0.0%
African Rainbow Minerals Ltd. 2,500 39 0.0%
AG Mortgage Investment Trust Inc. 522 12 0.0%
AGF Management Ltd. Class B non-voting 30,602 159 0.0%
Aggreko PLC 4,960 62 0.0%
Agile Property Holdings Ltd. 18,360 30 0.0%
Agnico-Eagle Mines Ltd. 35,626 1,994 0.2%
Agricultural Bank of China Ltd. H 2,333,180 1,470 0.1%
Agritrade Resources Ltd. 226,766 56 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2019 535,227 540 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 405,435 528 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 5,565 75 0.0%
Ahnlab Inc. 24 1 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 220,667 286 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 452,267 441 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 264,938 264 0.0%
Aimia Inc. 229,320 871 0.0%
Air Canada 234,980 7,780 0.4%
Air China Ltd. H 33,613 48 0.0%
Air Liquide SA 281 46 0.0%
Air New Zealand Ltd. 3,689 8 0.0%
AirAsia BHD 293,003 263 0.0%
Airports of Thailand Public Co. Ltd. 23,896 67 0.0%
AK Holdings Inc 1,396 90 0.0%
Aker BP ASA 2,985 133 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 156,688 213 0.0%
Aksigorta AS 70,939 77 0.0%
Akzo Nobel NV 8,684 1,036 0.0%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 126,674 166 0.0%
Alacer Gold Corp. 35,139 116 0.0%
Alberta Powerline LP 4.06% 03-01-2054 200,710 209 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 249,318 326 0.0%
Alcanna Inc. 40 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 244,439 322 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 503,917 489 0.0%
Alfa SA Series A 56,307 84 0.0%
Alfresa Holdings Corp. 160 6 0.0%
Algonquin Power & Utilities Corp. 56,010 818 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 901,858 914 0.0%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 329,165 344 0.0%
Algonquin Power Co. 4.60% 01-29-2029 Callable 2028 133,807 138 0.0%
Alibaba Group Holding Ltd. ADR 3,146 757 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 523,604 541 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 100,851 7,480 0.4%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 333,206 439 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 62,922 93 0.0%
Allergan PLC 19,881 3,601 0.3%
Alliance Data Systems Corp. 4,011 913 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 24,971 33 0.0%
Alliance Financial Group BHD 1,130 1 0.0%
Alliance Global Group Inc. 129,258 45 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 103,031 105 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 47,945 54 0.0%
Allianz SE Reg. 3,838 1,123 0.0%
Allied Properties Real Estate Investment Trust 10,133 487 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 355,926 360 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 7,199 9 0.0%
Ally Financial Inc. 1,527 54 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 22,496 31 0.0%
Ally Financial Inc. 8.00% 11-01-2031 94,035 153 0.0%
Alpargatas SA 325 2 0.0%
Alpek SAB de CV 7,207 14 0.0%
Alphabet Inc. Class A 625 926 0.0%
Alphabet Inc. Class C 2,014 2,967 0.2%
ALSO Holding AG 140 24 0.0%
Alstom SA 4,566 261 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 226,134 237 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 423,900 426 0.0%
AltaGas Ltd. Pfd. Series K 19,197 385 0.0%
Altair Engineering Inc. 8,850 413 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 391,251 398 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 454,943 487 0.0%
Alteryx Inc. 8,641 867 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 265,121 340 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 484,114 633 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 98,701 129 0.0%
Altisource Portfolio Solutions SA 944 31 0.0%
Amata Corp. PCL 395 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 167,792 219 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 289,023 343 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 43,418 52 0.0%
Amcor Ltd. 20,762 292 0.0%
Amdocs Ltd. 7,330 536 0.0%
Amedisys Inc. 8,485 1,387 0.1%
America's Car-Mart Inc. 442 47 0.0%
American Express Credit Account Master Trust 2.87% 10-15-2024 Callable 2022 107,338 141 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 338,299 517 0.0%
American National Insurance Co. 3,104 601 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 80,157 68 0.0%
American Tower Corp. 1.95% 05-22-2026 Callable 2026 40,714 62 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 98,701 131 0.0%
American Tower Corp. 4.70% 03-15-2022 62,922 86 0.0%
AmerisourceBergen Corp. 564 62 0.0%
AMMB Holdings BHD 4,427 6 0.0%
Amphenol Corp. Class A 421 52 0.0%
Anadolu Cam Sanayii AS 119,462 94 0.0%
Ananti Inc. 192 5 0.0%
Angang Steel Co. Ltd. H Shares 565 1 0.0%
Anglo American Platinum Ltd. 3,752 268 0.0%
Anglo American PLC 5,381 188 0.0%
AngloGold Ashanti Ltd. ADR 4,279 80 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,700,959 2,631 0.2%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 64,227 88 0.0%
Anhui Conch Cement Co. Ltd. H 35,178 265 0.0%
Annaly Capital Management Inc. 3,432 46 0.0%
Anpec Electronics Corp. 34,074 93 0.0%
Ansell Ltd. 3,637 84 0.0%
Antero Midstream 5.38% 09-15-2024 104,870 138 0.0%
Antero Resources Corp. 5.00% 03-01-2025 271,852 344 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 63,440 84 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 5,675 7 0.0%
Anthem Inc. 6,152 2,433 0.2%
Anthem Inc. 2.75% 10-15-2042 48,610 265 0.0%
Apex International Co. Ltd. 146,074 276 0.0%
Aphria Inc. 29,203 398 0.0%
Apollo Commercial Real Estate Finance Inc. 49,935 1,193 0.1%
Appen Ltd. 431 9 0.0%
Apple Inc. 19,415 4,422 0.3%
Apple Inc. 2.40% 05-03-2023 101,169 131 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 10,424,358 10,325 0.5%
Apple Inc. 2.85% 08-28-2019 148,052 139 0.0%
Apple Inc. 3.25% 02-23-2026 99,935 132 0.0%
Apple Inc. F/R 02-09-2022 145,584 193 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 123,377 165 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 108,571 147 0.0%
ARC Resources Ltd. 21,551 214 0.0%
Arcadyan Technology Corp. 78,605 308 0.0%
ArcelorMittal SA 7.00% 10-15-2039 12,823 19 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 928,620 1,198 0.1%
Archer-Daniels-Midland Co. 93,935 5,251 0.3%
Arcosa Inc. 226 10 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 21,165 26 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 40,493 55 0.0%
Argonaut Gold Inc. 29,362 55 0.0%
Aritzia Inc. 25,239 408 0.0%
Arkema 343 45 0.0%
ARMOUR Residential REIT Inc. 7,135 188 0.0%
Aroundtown SA 22,634 251 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 361,279 365 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 89,971 106 0.0%
Arrowhead Properties Ltd. 245,117 95 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 143,646 188 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 44,093 58 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 179,301 180 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 361,279 362 0.0%
Asanko Gold Inc. 120 0.0%
Ashland Global Holdings Inc. 3,473 354 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 1,125 1 0.0%
Asia Cement China Holdings Corp. 106,861 127 0.0%
Asia Cement Corp. 13,699 23 0.0%
Asia Paper Manufacturing Co. Ltd. 2,269 91 0.0%
Asia Vital Components Co. Ltd. 10,769 15 0.0%
Asian Development Bank 2.00% 02-16-2022 65,390 84 0.0%
Asian Development Bank 2.63% 01-30-2024 138,182 181 0.0%
Asian Development Bank 4.625% 03-06-2019 134,481 120 0.0%
Asian Development Bank 5.00% 03-09-2022 82,662 84 0.0%
Asian Development Bank 5.90% 12-20-2022 530,667 9 0.0%
Asian Development Bank 6.00% 02-24-2021 417,132 8 0.0%
Asian Development Bank 6.45% 08-08-2021 314,214 6 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 48,592 30 0.0%
Aspen Technology Inc. 2,210 293 0.0%
ASR Nederland NV 8,274 480 0.0%
Asseco Poland SA 212 4 0.0%
Assicurazioni Generali SPA 10,726 252 0.0%
Associated Capital Group Inc. Class A 3,124 175 0.0%
Assore Ltd. 494 16 0.0%
Assured Guaranty Ltd. 65,935 3,622 0.3%
Astral Foods Ltd. 438 7 0.0%
AT&T Inc. 13,452 551 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 459,743 468 0.0%
AT&T Inc. 4.10% 02-15-2028 Callable 2027 133,807 174 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 150,850 198 0.0%
AT&T Inc. 4.85% 05-25-2047 3,509,219 3,360 0.2%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 292,502 291 0.0%
Atacadao Distribuicao Comercio e Industria Ltda 664 5 0.0%
ATCO Ltd. Class I non-voting 21,793 965 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 441,563 459 0.0%
Athabasca Oil Corp. 222,507 211 0.0%
Atlantic Power Corp. 24,063 85 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 856,364 687 0.0%
ATS Automation Tooling Systems Inc. 106,590 1,975 0.2%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 Callable 2019 144A 105,418 144 0.0%
AU Optronics Corp. 10,933 5 0.0%
Austevoll Seafood ASA 4,112 65 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 109,065 164 0.0%
Auto Trader Group PLC 8,426 70 0.0%
AutoCanada Income Fund 5.63% 05-25-2021 535,227 519 0.0%
Automatic Data Processing Inc. 1,371 276 0.0%
Autostrada Torino-Milano SPA 5,344 184 0.0%
Avangrid Inc. 6,201 394 0.0%
Avaya Holdings Corp. 1,241 25 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 128,312 190 0.0%
Aveva Group PLC 8,750 459 0.0%
AVIC International Holdings Ltd. 1,130 1 0.0%
Avis Budget Rental Car Funding LLC 3.45% 03-20-2023 Callable 2022 144A 59,221 78 0.0%
Avolon Holdings Funding Ltd. 5.25% 05-15-2024 Callable 2024 144A 278,546 375 0.0%
AXA SA 22,147 739 0.0%
Axfood AB 10,249 250 0.0%
Ayala Corp. 83 2 0.0%
B2Gold Corp. 70,796 293 0.0%
B2W Companhia Global do Varejo 28 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 18,506 18 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 89,985 119 0.0%
Baidu Inc. ADR 2,820 603 0.0%
Ball Corp. 4.00% 11-15-2023 170,260 225 0.0%
Ball Corp. 4.375% 12-15-2020 145,584 195 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 204,065 274 0.0%
Ball Corp. 5.25% 07-01-2025 225,779 312 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 195,211 257 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 26,668 36 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 66,623 84 0.0%
Banco Bradesco SA 4,495 61 0.0%
Banco Bradesco SA Pfd. 4,483 68 0.0%
Banco Bradesco SA Pref. ADR 12,555 190 0.0%
Banco BTG Pactual SA - Unit 2,938 35 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 43,182 1 0.0%
Banco Del Bajio SA 91,143 231 0.0%
Banco do Brasil SA 13,077 232 0.0%
Banco do Estado do Rio Grande do Sul SA 57,667 505 0.0%
Banco Macro SA ADR 8,276 550 0.0%
Banco Santander Brasil SA 3,728 59 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 2,839 25 0.0%
Bancolombia SA 212 13 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 115,974 148 0.0%
Bangkok Dusit Medical Services PCL 71,435 70 0.0%
Bangkok Expressway & Metro PCL 6,878 3 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 101,169 153 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 99,935 150 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 379,476 434 0.0%
Bank of America Corp. 41,062 1,571 0.1%
Bank of America Corp. 3.23% 06-22-2022 Series MPLE 334,268 339 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 401,421 406 0.0%
Bank of America Corp. 3.95% 04-21-2025 104,369 137 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 50,617 72 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 8,343 13 0.0%
Bank of America Corp. F/R 02-07-2030 Callable 2029 143,117 189 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 822,645 816 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 41,948 62 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,750,194 1,765 0.2%
Bank of America Corp. F/R 12-20-2023 Callable 2022 150,766 195 0.0%
Bank of America Credit Card Trust 2.70% 07-17-2023 Callable 2021 272,662 358 0.0%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 77,727 102 0.0%
Bank of China Ltd. H 1,849,424 1,134 0.0%
Bank of Chongqing Co. Ltd. 918 1 0.0%
Bank of Communications Co. Ltd. H 702,623 776 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 69,091 90 0.0%
Bank of Israel 0% 11-06-2019 54,577 20 0.0%
Bank of Montreal 244,685 25,111 1.2%
Bank of Montreal 2.27% 07-11-2022 1,027,637 1,019 0.0%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,835,830 1,838 0.2%
Bank of Montreal 2.89% 06-20-2023 1,338,069 1,353 0.1%
Bank of Montreal 3.19% 03-01-2028 481,705 492 0.0%
Bank of Montreal 3.25% 10-06-2022 152,987 145 0.0%
Bank of Montreal 3.32% 06-01-2026 527,199 533 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 2,037,879 2,060 0.2%
Bank of Montreal F/R 02-01-2023 5,649,326 5,651 0.3%
Bank of Montreal F/R 03-30-2020 816,776 818 0.0%
Bank of Montreal F/R 04-11-2019 267,614 268 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 404,097 508 0.0%
Bankers Hall LP 4.377% 11-20-2013 487,177 495 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 38,740 52 0.0%
Baoye Group Co. Ltd. 26,060 22 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 101,169 132 0.0%
Barclays PLC 120,988 346 0.0%
Barrick Gold Corp. 414,094 6,874 0.4%
Barwa Real Estate Co. 1,469 21 0.0%
Bashneft PAO 876 32 0.0%
Bausch Health Cos Inc. 207,920 6,500 0.4%
Bausch Health Cos Inc. 5.50% 11-01-2025 Callable 144A 16,872 22 0.0%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 239,845 318 0.0%
Bausch Health Cos Inc. 7.00% 03-15-2024 Callable 2020 144A 16,872 23 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 235,120 322 0.0%
Bausch Health Cos Inc. 9.00% 12-15-2025 Callable 2021 44,993 64 0.0%
Bausch Health Cos Inc. 9.25% 04-01-2026 Callable 2022 144A 51,067 72 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 188,265 248 0.0%
Baxter International Inc. 2,604 256 0.0%
Bayer AG 6,679 702 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 148,052 188 0.0%
Bayerische Motoren Werke (BMW) AG 423 47 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 56,691 74 0.0%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 [144A] 908,739 1,082 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2019 146,226 144 0.0%
BCE Inc. 129,038 7,551 0.4%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,394,803 1,400 0.1%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 30,690 40 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 485,063 596 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 23,846 32 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 21,591 29 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,167 4 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 38,772 53 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 8,743 12 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 4,835 6 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 109,805 127 0.0%
Becton, Dickinson and Co. 171 56 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 4,360 354 0.0%
Beijing Capital Land Ltd. 230,982 127 0.0%
Beijing Enterprises Holdings Ltd. 12,640 98 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,648,501 1,624 0.2%
Bell Canada 3.35% 03-22-2023 224,964 229 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 135,324 138 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 230,683 229 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,319,336 1,331 0.1%
Bell Canada 4.70% 09-11-2023 MTN 271,093 290 0.0%
Bell Canada 6.17% 02-26-2037 384,026 472 0.0%
Bell Canada 6.55% 05-01-2029 Callable 318,460 393 0.0%
Bell Canada 7.30% 02-23-2032 Callable 179,971 238 0.0%
Bellway PLC 4,501 238 0.0%
BenQ Materials Corp. 70,166 71 0.0%
Berkshire Hathaway Inc. Class B 246 65 0.0%
Bermaz Auto BHD 133,289 94 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 15,298 19 0.0%
Best World International Ltd. 8,633 21 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 106,104 139 0.0%
BHP Billiton Ltd. 13,410 466 0.0%
BHP Group PLC 14,654 446 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 70,864 97 0.0%
BIM Birlesik Magazalar AS 10,524 222 0.0%
Binggrae Co. Ltd. 668 55 0.0%
Bio-On SpA 260 23 0.0%
BJ's Restaurants Inc. 4,929 310 0.0%
BKW AG 1,784 158 0.0%
Black Diamond Group Ltd. 9,601 20 0.0%
Blackberry Ltd. 46,254 529 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 41,948 55 0.0%
Bloomberry Resorts Corp. 112,194 32 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 48,610 65 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 182,807 239 0.0%
BMW Canada Inc. F/R 06-14-2019 659,036 660 0.0%
BNK Financial Group Inc. 396 3 0.0%
BNP Paribas SA 5,338 360 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 297,219 389 0.0%
Boardwalk Real Estate Investment Trust 33,268 1,370 0.1%
BOC Aviation Ltd. 13,312 151 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 112,273 143 0.0%
Bolsa Mexicana de Valores SAB de CV 979 3 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 71,988 95 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 89,985 120 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 224,334 301 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 424,821 614 0.0%
Bombardier Inc. Class B Sub. voting 127,847 358 0.0%
Bonavista Energy Corp. 278,005 348 0.0%
Boralex Inc. Class A 6,534 121 0.0%
Borussia Dortmund GmbH & Co. KGaA 3,796 43 0.0%
Bosideng International Holdings Ltd. 877,579 222 0.0%
Boston Scientific Corp. 3.45% 03-01-2024 Callable 2024 59,221 78 0.0%
Bottomline Technologies Inc. 24,863 1,631 0.2%
Boyd Group Income Fund 518 63 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 1,027,904 1,055 0.0%
BP LP 3.24% 01-09-2020 174,418 175 0.0%
BP PLC 2,985 28 0.0%
Brambles Ltd. 13,439 148 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 60,856 78 0.0%
Braskem SA 1,568 59 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 23,706 31 0.0%
Bravura Solutions Ltd. 19,760 94 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 222,201 814 0.0%
Bridgestone Corp. 2,476 128 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 191,344 207 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 219,467 237 0.0%
Bright Horizons Family Solutions Inc. 1,958 319 0.0%
Brighthouse Financial Inc. 14,926 760 0.0%
British American Tobacco PLC 13,986 673 0.0%
Britvic PLC 20,121 323 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 602,131 599 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 269,956 283 0.0%
Brookfield Asset Management Inc. 4.85% 03-29-2029 Callable 2028 361,493 477 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 180,372 193 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 200,710 229 0.0%
Brookfield Asset Management Inc. Class A limited voting 67,272 3,999 0.3%
Brookfield Asset Management Inc. Pfd. Series 46 7,000 179 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 15,572 381 0.0%
Brookfield Business Partners LP 19,735 964 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 211,147 210 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 553,083 557 0.0%
Brookfield Infrastructure Partners LP 15,697 825 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 433,534 440 0.0%
Brookfield Property Partners LP 11,076 286 0.0%
Brookfield Renewable Energy Partners LP 7,854 311 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,082,048 1,067 0.0%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 425,506 429 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 11,555 258 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 423,339 428 0.0%
Brown & Brown Inc. 4,197 164 0.0%
BRP Finance ULC 4.79% 02-07-2022 223,725 234 0.0%
BRP Inc. 29,561 1,165 0.1%
Bruce Power LP 2.84% 06-23-2021 995,523 996 0.0%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 887,828 875 0.0%
Bruce Power LP 3.97% 06-23-2026 405,289 415 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 535,227 530 0.0%
BTB Real Estate Investment Trust 5,458 25 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 18,447 24 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 900 1 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 80,087 107 0.0%
Bukwang Pharmaceutical Co. Ltd. 313 8 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 9,417 12 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 237,179 308 0.0%
Bunzl PLC 90 4 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 535,227 694 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 615,151 769 0.0%
BXP Trust 3.42% 06-13-2039 136,948 175 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 198,868 245 0.0%
Cablevision Systems 5.88% 09-15-2022 54,286 74 0.0%
CACI International Inc. Class A 3,476 833 0.0%
CAE Inc. 269,989 7,492 0.4%
Calceus Acquisition Inc. Term B1 1st Lien F/R 02-08-2025 290,160 381 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 153,669 151 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 1,013,949 1,068 0.0%
Callaway Golf Co. 326 7 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 216,087 279 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 82,787 104 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 27,221 37 0.0%
Camb Commercial Mortgage Trust 4.25% 12-09-2020 38,247 51 0.0%
Camb Commercial Mortgage Trust F/R 12-09-2020 148,052 196 0.0%
Cambrex Corp. 10,588 576 0.0%
Cameco Corp. 102,290 1,562 0.1%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 207,147 272 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 912,563 1,256 0.1%
Camsing International Holding Ltd. 48,780 66 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 5,400 7 0.0%
Canaccord Genuity Group Inc. 34,820 225 0.0%
Canada Goose Holdings Inc. 4,223 317 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 123,308 161 0.0%
Canada Housing Trust F/R 03-15-2024 6,957,957 6,966 0.4%
Canada Housing Trust No. 1 1.08% 09-15-2021 510,485 516 0.0%
Canada Housing Trust No. 1 2.35% 06-15-2023 4,845,817 4,897 0.3%
Canada Housing Trust No. 1 F/R 09-15-2023 7,236,275 7,247 0.4%
Canadian Apartment Properties Real Estate Investment Trust 82,431 4,142 0.3%
Canadian Credit Card Trust II 1.829% 03-24-2020 776,080 772 0.0%
Canadian Imperial Bank of Commerce 115,074 12,846 0.7%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 818,630 815 0.0%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 469,662 475 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 2,036,541 2,063 0.2%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 995,523 1,012 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,546,807 1,594 0.2%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 908,549 915 0.0%
Canadian Imperial Bank of Commerce F/R 07-22-2019 2,330,364 2,332 0.2%
Canadian Mortgage Pools 2.65% 10-01-2027 153,774 155 0.0%
Canadian National Railway Co. 200,447 22,634 1.1%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,896 2 0.0%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 517,833 517 0.0%
Canadian National Railway Co. 3.60% 02-08-2049 Callable 2048 334,517 333 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 564,567 563 0.0%
Canadian Natural Resources Ltd. 134,434 5,025 0.3%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 396,068 401 0.0%
Canadian Pacific Railway Ltd. 50,167 13,641 0.7%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2023 133,807 135 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 160,568 183 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 22,196 3,223 0.2%
Canadian Utilities Ltd. Class A non-voting 24,621 861 0.0%
Canadian Western Bank 47,791 1,465 0.1%
Canadian Western Bank 2.74% 06-16-2022 DPNT 246,205 245 0.0%
Canadian Western Bank 2.92% 12-15-2022 433,534 432 0.0%
Canfor Corp. 20,239 286 0.0%
Canfor Pulp Products Inc. 67,937 1,077 0.0%
Canon Electronics Inc. 323 7 0.0%
Canopy Growth Corp. 34,143 2,130 0.2%
Cantel Medical Corp. 2,283 221 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 661,006 681 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 120,909 162 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 69,091 91 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 85,130 111 0.0%
Capital Power Corp. 137,254 4,146 0.3%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 285,009 287 0.0%
Capitec Bank Holdings Ltd. 671 82 0.0%
Capstone Mining Corp. 76,892 52 0.0%
Cards II Trust 2.155% 10-15-2020 931,831 928 0.0%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 296,208 386 0.0%
Career Education Corp. 1,952 43 0.0%
Carl Zeiss Meditec AG 691 78 0.0%
Carlsberg Brewery Malaysia BHD 22,920 182 0.0%
Carnival PLC 61,690 4,537 0.3%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2019 190,006 247 0.0%
Carter's Inc. 10,046 1,288 0.1%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 384,532 496 0.0%
Cascades Inc. 82,848 730 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 112,482 114 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 89,985 119 0.0%
Cash & Equivalents** 224,226 9.8%
Castellum AB 13,961 335 0.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 9,260 12 0.0%
Caterpillar Inc. 363 66 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 304,964 332 0.0%
CBIZ Inc. 7,859 213 0.0%
CBS Corp. 2.90% 01-15-2027 Callable 2026 133,807 160 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 446,915 580 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 21,821 28 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 776,134 790 0.0%
CCL Industries Inc. Class B non-voting 47,939 2,577 0.2%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 409,449 532 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 154,221 197 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 32,170 43 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 247,987 322 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 28,120 38 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2019 195,922 265 0.0%
CCO Holdings LLC 5.75% 02-15-2026 101,009 137 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 128,455 177 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 31,720 43 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 174,556 221 0.0%
CD Projekt SA 508 34 0.0%
CDK Global Inc. 3,025 231 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 107,338 145 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 133,247 177 0.0%
Cebu Air Inc. 33,766 72 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 59,390 71 0.0%
Celestica Inc. Sub. voting 114,162 1,383 0.1%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 225,478 292 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 30,370 41 0.0%
Cemtas Celik Makina Sanayi Ve Ticaret AS 59,004 90 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 158,948 194 0.0%
Cenovus Energy Inc. 116,217 1,402 0.1%
Centene Corp. 4.75% 05-22-2021 Callable 59,390 80 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 55,791 77 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 471,000 592 0.0%
Center Laboratories Inc. 2,118 7 0.0%
Centerra Gold Inc. 122,031 837 0.0%
Centrais Eletricas BR-SP ADR 185 2 0.0%
Centrais Eletricas Brasileiras SA - Eletrobras Pfd. B 4,656 64 0.0%
Central 1 Credit Union 2.60% 11-07-2022 505,465 498 0.0%
Central 1 Credit Union F/R 02-05-2021 940,295 937 0.0%
CenturyLink Inc. 8,086 140 0.0%
Cerner Corp. 13,060 961 0.0%
CES Energy Solutions Corp. 88,363 279 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 224,964 216 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 260,495 333 0.0%
CEZ AS 1,681 54 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 25,909 34 0.0%
CGI Inc. 147,796 13,040 0.7%
CGN New Energy Holdings Co. Ltd. 463,381 92 0.0%
Chailease Holding Co. Ltd. 20,836 108 0.0%
Champion Real Estate Investment Trust 389,247 410 0.0%
Changyou.com Ltd. 6,919 186 0.0%
Charoen Pokphand Indonesia TBK 46,578 32 0.0%
Charter Communications Inc. Class A 148 67 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 454,943 613 0.0%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 403,294 543 0.0%
Charter Communications Operating LLC 5.75% 04-01-2048 Callable 2047 170,260 223 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 406,773 534 0.0%
Charter Hall Group 9,474 78 0.0%
Chartwell Retirement Residences 30,996 465 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 612,835 622 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 177,914 183 0.0%
Chase Issuance Trust 1.37% 06-15-2021 64,156 84 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 19,522 26 0.0%
CHC Group LLC 2,548 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 131,014 125 0.0%
Check Point Software Technologies Ltd. 1,209 195 0.0%
Cheetah Mobile Inc. ADR 833 8 0.0%
Chegg Inc. 6,392 333 0.0%
Cheil Communications Inc. 11,662 341 0.0%
Chemed Corp. 363 157 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 384,829 329 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 51,292 69 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 59,615 84 0.0%
Cherrybro Co. Ltd. 21,482 64 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 118,442 143 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 51,517 69 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 126,692 165 0.0%
Chevron Corp. 10,382 1,633 0.2%
Chia Chang Co. Ltd. 47,929 76 0.0%
Chimera Investment Corp. 32,071 780 0.0%
China Agri-Industries Holdings Ltd. 565 0.0%
China Aircraft Leasing Group Holdings Ltd. 64,149 95 0.0%
China Aoyuan Property Group Ltd. 2,825 3 0.0%
China Cinda Asset Management Co. Ltd. 112,476 43 0.0%
China CITIC Bank H 135,340 116 0.0%
China Communication Services Corp. Ltd. 178,287 236 0.0%
China Conch Venture Holdings Ltd. 51,303 225 0.0%
China Construction Bank Corp. H 1,003,121 1,173 0.1%
China Crystal New Material Holdings Co. Ltd. 21,461 39 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 5,649 1 0.0%
China Eastern Airlines Corp. Ltd. H Shares 8,474 7 0.0%
China Everbright Bank Co. Ltd. Class H 416,582 262 0.0%
China Everbright Ltd. 2,542 7 0.0%
China Longyuan Power Group Corp. H 3,390 3 0.0%
China Man-Made Fiber Corp. 9,025 4 0.0%
China Medical System Holdings Ltd. 3,107 4 0.0%
China Merchants Bank Co. Ltd. H 35,167 212 0.0%
China Merchants Land Ltd. 455,620 92 0.0%
China Merchants Securities Co. Ltd. 4,011 8 0.0%
China Minsheng Banking Corp. Ltd. 385,582 392 0.0%
China Mobile Ltd. 25,960 359 0.0%
China Mobile Ltd. ADR 9,672 670 0.0%
China National Offshore Oil Corp. Ltd. ADR 212 48 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 240 27 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 256,593 292 0.0%
China Power International Development Ltd. 184,839 61 0.0%
China Railway Construction Corp. Ltd. H 21,185 40 0.0%
China Railway Group Ltd. 554,511 723 0.0%
China Resources Cement Holdings Limited 43,711 61 0.0%
China Resources Pharmaceutical Group Ltd. 4,114 7 0.0%
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. 5,486 27 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 259,485 93 0.0%
China SCE Property Holdings Ltd. 535,867 277 0.0%
China Shenhua Energy Co. Ltd. H 304,825 989 0.0%
China Shineway Pharmaceutical Group Ltd. 3,107 4 0.0%
China South City Holdings Ltd. 408,904 90 0.0%
China Suntien Green Energy Corp. Ltd. 182,593 67 0.0%
China Taiping Insurance Holdings Co. Ltd. 960 4 0.0%
China Telecom Corp. Ltd. H 251,982 179 0.0%
China Tower Corp. Ltd. 215,680 67 0.0%
China Unicom (Hong Kong) Ltd. 14,325 22 0.0%
China Vanke Co. Ltd. 17,085 85 0.0%
China Water Affairs Group Ltd. 154,696 212 0.0%
China XLX Fertiliser Ltd. 185,009 88 0.0%
China Yuchai International Ltd. 1,373 35 0.0%
China Zhongwang Holdings Ltd. 40,145 28 0.0%
Chinese Maritime Transport Ltd. 44,407 56 0.0%
ChipMOS Technologies Inc. 196,956 215 0.0%
Chlitina Holding Ltd. 1,977 23 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 77,026 101 0.0%
Choice Properties Real Estate Investment Trust 21,235 287 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 101,234 103 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 259,585 261 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 356,461 359 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 476,352 489 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 570,017 581 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 669,034 712 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 66,903 71 0.0%
Chong Kun Dang Holdings Corp. 1,024 80 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 35,308 29 0.0%
Chroma ATE Inc. 141 1 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 66,139 84 0.0%
CHS/Community Health Systems Inc. 6.88% 02-01-2022 Callable 2020 36,669 32 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 28,570 31 0.0%
Chudenko Corp. 383 10 0.0%
CI Financial Corp. 3.90% 09-27-2027 Callable 187,330 187 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 113 1 0.0%
Cia de Locacao das Americas 438 6 0.0%
Cia de Saneamento do Parana 9,997 261 0.0%
Cia de Transmissao de Energia Eletrica Paulista 1,282 35 0.0%
Cia Minera Autlan SAB de CV 395 0.0%
CIECH SA 71 1 0.0%
Cielo SA 73,285 279 0.0%
Ciena Corp. 135,148 7,583 0.4%
CIFI Holdings Group Co. Ltd. 10,169 9 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 103,636 130 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 24,296 32 0.0%
Cisco Systems Inc. 34,327 2,337 0.2%
CIT Group Inc. 431 29 0.0%
CIT Group Inc. 5.00% 08-01-2023 89,536 122 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 5,174 7 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 81,429 104 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 743,489 983 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,234 2 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 171,493 225 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 166,558 219 0.0%
CITIC Ltd. 741,743 1,484 0.1%
CITIC Securities Co. Ltd. 1,836 6 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,423,705 1,459 0.1%
Citigroup Inc. F/R 05-04-2021 124,610 118 0.0%
Citizen Watch Co. Ltd. 3,085 23 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 111,039 140 0.0%
City of Oslo 2.35% 09-04-2024 197,189 31 0.0%
Citychamp Watch & Jewellery Group Ltd. 123,135 34 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 101,693 135 0.0%
CK Hutchison Holdings Ltd. 48,640 681 0.0%
CKD BiO Corp. 3,071 79 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 10,213 14 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 41,618 53 0.0%
CLI Funding LLC 4.03% 04-18-2043 81,122 107 0.0%
CME Group Inc. 6,636 1,588 0.2%
CNA Financial Corp. 15,740 895 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 161,623 217 0.0%
CNOOC Ltd. 19,552 44 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 297,051 306 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 173,949 181 0.0%
Coca-Cola Femsa SAB de CV 63,952 508 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 410 33 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 5,309 7 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 719,881 918 0.0%
Cofinimmo 561 96 0.0%
Cogeco Communications Inc. 23,267 1,915 0.2%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,648,116 1,698 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 936,648 972 0.0%
Cogeco Inc. Sub. voting 7,609 555 0.0%
Cognex Corp. 5,021 353 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 197,585 262 0.0%
Colgate Palmolive Co. 962 83 0.0%
Colliers International Group Inc. 6,494 584 0.0%
Colombia Government International Bond 4.00% 02-26-2024 107,338 143 0.0%
Colombia Government International Bond 4.50% 01-28-2026 206,039 280 0.0%
Coloplast AS 1,482 194 0.0%
Colruyt SA 19,754 1,853 0.2%
Com7 Public Co. Ltd. 2,683 2 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 471,893 508 0.0%
Comcast Corp. Class A 4,814 245 0.0%
Cominar Real Estate Investment Trust 31,521 378 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 75,260 99 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 56,753 75 0.0%
Commercial Bank of Qatar 1,186 17 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 56,753 75 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 267,549 363 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 141,733 202 0.0%
CommScope Inc. Term B2 1st Lien F/R 02-07-2026 196,116 259 0.0%
CommScope Technologies Finance LLC 6.00% 03-01-2026 Callable 2022 144A 120,909 163 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 313,336 429 0.0%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 316,088 372 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 388,040 425 0.0%
CommVault Systems Inc. 10,433 925 0.0%
Compagnie Financiere Richemont SA 6,234 628 0.0%
Compagnie Generale des Etablissements Michelin B 423 67 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) 4,596 63 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 3,164 43 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. 13,505 68 0.0%
Companhia Paranaense de Energia - COPEL Pfd. B 4,915 62 0.0%
Companhia Siderurgica Nacional SA (CSN) ADR 339 2 0.0%
Compania Cervecerias Unidas SA ADR 367 14 0.0%
Compania de Distribucion Integral Logista SA 4,918 163 0.0%
Compass Group PLC 2,960 86 0.0%
Comtech Telecommunications Corp. 1,441 50 0.0%
Concentradora Fibra Danhos SA de CV 84 0.0%
Concho Resources Inc. 4.30% 08-15-2028 Callable 2028 152,987 203 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 308,742 395 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 32,114 40 0.0%
ConocoPhillips 7,423 662 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 80,195 115 0.0%
Consorcio ARA SAB de CV 245,455 88 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 119,675 162 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 99,209 125 0.0%
Constellation Software Inc. 7,032 7,902 0.4%
Constellium NV 4.25% 02-15-2026 Callable 2020 187,330 281 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 829,603 1,065 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 109,722 146 0.0%
Construtora Tenda SA 20,382 239 0.0%
Consumers Gas 6.10% 05-19-28 92,059 112 0.0%
Continental Gold Inc. 8 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 32,845 41 0.0%
Controladora Vuela Compania de Aviacion SAB de CV 13,790 156 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 37,921 5 0.0%
Corby Spirit and Wine Ltd. 916 17 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 703,044 723 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 301,623 310 0.0%
Core Industrial Trust 3.85% 02-10-2034 51,818 68 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 118,997 156 0.0%
CoreLogic Inc. 10,212 493 0.0%
Coretronic Corp. 989 2 0.0%
Corning Inc. 72,332 3,312 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 3,792 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 367 1 0.0%
Corus Entertainment Inc. Class B non-voting 211,028 1,272 0.1%
Cosco Shipping Ports Ltd. 4,237 6 0.0%
CoStar Group Inc. 2,182 1,313 0.1%
Costco Wholesale Corp. 2,056 592 0.0%
Cott Corp. 56,787 1,123 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 128,312 167 0.0%
Country Garden Holdings Co. Ltd. 30,506 53 0.0%
Covetrus Inc. 1,160 55 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 11,248 14 0.0%
CPFL Energia SA ADR 28 1 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 9,673 13 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 86,836 109 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 31,720 42 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 24,071 32 0.0%
Credito Real SAB de CV SOFOM ER 74,157 98 0.0%
Crescent Point Energy Corp. 121,951 518 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 390,716 334 0.0%
CRH Medical Corp. 57,489 237 0.0%
Crius Energy Trust 6,175 55 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 173,949 179 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 497,762 512 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 117,208 157 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 20,472 27 0.0%
Crown Castle International Corp. 4.30% 02-15-2029 Callable 2028 107,338 142 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 197 289 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 147,065 213 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 30,690 46 0.0%
Crown Ltd. 39,891 427 0.0%
Crown Subsea Communications Holing Inc. Term Loan 1st Lien F/R 11-02-2025 1,365 2 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 32,395 41 0.0%
CSC Financial Co. Ltd. 6,355 8 0.0%
CSC Holdings LLC 5.25% 06-01-2024 33,295 44 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 117,208 152 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 136,948 182 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 88,831 122 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 114,057 160 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 489,781 684 0.0%
CSC Holdings LLC 7.75% 07-15-2025 Callable 2020 144A 10,573 15 0.0%
CSC Holdings LLC Term Loan 1st Lien F/R 04-07-2027 155,216 204 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 128,312 164 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 219,443 269 0.0%
CSPC Pharmaceuticals Group Ltd. 5,932 13 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 353,771 463 0.0%
CSS Industries Inc. 1,370 12 0.0%
CSX Corp. 4,595 439 0.0%
CT Real Estate Investment Trust 26,771 364 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 301,065 303 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,119,963 1,138 0.0%
CU Inc. 3.95% 11-23-2048 Callable 2048 473,655 496 0.0%
CU Inc. 3.964% 07-27-2045 Callable 123,406 129 0.0%
Cuckoo Holdings Co. Ltd. 25 4 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 405,435 563 0.0%
CVS Health Corp. 10,090 767 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 201,104 268 0.0%
CVS Health Corp. 5.05% 03-25-2048 Callable 2047 268,961 350 0.0%
CyberArk Software Ltd. 474 68 0.0%
Cyfrowy Polsat SA 367 3 0.0%
D'Ieteren SA 170 9 0.0%
DACIN Construction Co. Ltd. 55,503 48 0.0%
Dae Han Flour Mills Co. Ltd. 14 3 0.0%
Daechang Co. Ltd. 68,336 78 0.0%
Daekyo Co. Ltd. 83 1 0.0%
Daelim Industrial Co. Ltd. 3,248 355 0.0%
Daesang Corp. 118 4 0.0%
Daewon Pharmaceutical Co. Ltd. 3,414 66 0.0%
Dai Nippon Printing Co. Ltd. 21,913 667 0.0%
Daihan Pharmaceutical Co. Ltd. 1,478 66 0.0%
Daiho Corp. 280 11 0.0%
Dainippon Pharmaceutical Co. Ltd. 661 21 0.0%
Daishin Securities Co. Ltd. Pref. 451 5 0.0%
Daiwabo Holdings Co. Ltd. 541 40 0.0%
DAMAC Properties Dubai Co. PJSC 180,431 89 0.0%
Dana Gas PJSC 8,050 3 0.0%
Danaher Corp. 9,173 1,533 0.1%
Darfon Electronics Corp. 989 2 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2020 136,948 183 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 0 0.0%
Dassault Systemes SA 343 66 0.0%
DataTec Ltd. 8,082 24 0.0%
Dave & Buster's Entertainment Inc. 17,090 1,154 0.1%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,485,256 1,889 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 420,556 531 0.0%
DB Insurance Co. Ltd. 206 17 0.0%
DB Master Finance LLC 3.63% 11-20-2047 96,249 125 0.0%
DB Master Finance LLC 3.98% 02-20-2022 212,010 280 0.0%
DCM Holdings Co. Ltd. 4,186 54 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 8,636 11 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 257,857 353 0.0%
Dell International LLC 8.10% 07-15-2036 Callable 2036 144A 135,714 204 0.0%
Dell Technologies Inc. Class C 7,331 538 0.0%
Delphi Energy Corp. 598 0.0%
Delta Air Lines Inc. 13,949 910 0.0%
Delta Electronics Inc. 35,210 231 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 7,199 10 0.0%
Delta Property Fund Ltd. 189,425 44 0.0%
Deluxe Corp. 2,527 155 0.0%
DeNA Co. Ltd. 7,488 152 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 10,753 14 0.0%
Dentsply Sirona Inc. 27,591 1,515 0.1%
Detour Gold Corp. 80 1 0.0%
Deutsch Motors Inc. 12,380 91 0.0%
Deutsche Boerse AG 3,339 555 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2026 Inflation Indexed 809,984 1,377 0.1%
Deutsche Bundesrepublik 0.10% 04-15-2046 Inflation Indexed 175,996 339 0.0%
Deutsche Bundesrepublik 1.94% 04-15-2020 345,993 603 0.0%
Deutsche Lufthansa AG Reg. 47,157 1,584 0.2%
Deutsche Telekom AG 11,387 247 0.0%
DexCom Inc. 6,803 1,247 0.1%
DGB Financial Group Inc. 973 10 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 212,753 174 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 22,941 29 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 531 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,138 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 90,448 126 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 34,419 48 0.0%
Diamond 1 Finance Corp. 8.35% 07-15-2046 Callable 2046 144A 198,636 306 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 93,766 125 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 215,909 294 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 57,805 74 0.0%
Digital Arts Inc. 1,422 149 0.0%
Dios Fastigheter AB 7,101 73 0.0%
Direcional Engenharia SA 29,298 89 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 76,494 100 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 66,623 86 0.0%
Discovery Card Executive Note Trust 3.04% 07-15-2024 134,481 178 0.0%
DISH DBS Corp. 5.875% 11-15-2024 867,068 963 0.0%
DISH DBS Corp. 6.75% 06-01-2021 Callable 151,753 204 0.0%
DISH Network Corp. 3.38% 08-15-2026 Conv. 51,818 59 0.0%
DMC Global Inc. 121 7 0.0%
DMCI Holdings Inc. 9,293 3 0.0%
DMG Mori AG 2,802 180 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 86,105 110 0.0%
DNO International ASA 67,983 190 0.0%
DO & CO AG 120 13 0.0%
Dolby Laboratories Inc. Class A 8,229 701 0.0%
Dollarama Inc. 132,922 4,735 0.3%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 374,659 379 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,612 234 0.0%
Domino's Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2020 130,519 168 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 211,171 283 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2019 221,177 291 0.0%
Dongfeng Motor Group Co. Ltd. 68,662 96 0.0%
DongKook Pharmaceutical Co. Ltd. 1,223 82 0.0%
Dongwon Development Co. Ltd. 11,104 55 0.0%
Dongwon F&B Co. Ltd. 376 120 0.0%
Dongyue Group Ltd. 2,118 2 0.0%
Doosan Corp. 7 1 0.0%
Dorel Industries Inc. Class B Sub. voting 10,478 176 0.0%
Dorman Products Inc. 987 105 0.0%
Douja Promotion Groupe Addoha SA 25,253 45 0.0%
Douzone Bizon Co. Ltd. 286 14 0.0%
Dr. Reddy's Laboratories Ltd. ADR 2,867 142 0.0%
Drax Group PLC 51,914 330 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 323,813 435 0.0%
DRB-Hicom BHD 27,655 17 0.0%
Dream Global Real Estate Investment Trust 96,986 1,314 0.1%
Dream Industrial Real Estate Investment Trust 38,844 437 0.0%
Dream Office Real Estate Investment Trust 96,321 2,394 0.2%
Driven Brands Funding LLC 4.74% 04-20-2048 149,391 199 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 50,065 2 0.0%
DTE Energy Co. Conv. Pfd. 654 48 0.0%
DTR Automotive Corp. 2,101 80 0.0%
Dual Co. Ltd. 23,435 87 0.0%
Dundee Precious Metals Inc. 98,804 462 0.0%
DY Corp. 125 1 0.0%
Dynegy Inc. 7.625% 11-01-2024 18,897 26 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 33,070 47 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 406,128 532 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 143,210 188 0.0%
Eastman Chemical Co. 3,549 386 0.0%
Eaton Corp. PLC 423 44 0.0%
Ebro Foods SA 9,897 278 0.0%
ECN Capital Corp. 278,553 1,131 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 40,714 62 0.0%
Ecopetrol SA Sponsored ADR 6,418 171 0.0%
EDF SA (Electricite de France) 1,352 26 0.0%
EDP - Energias do Brasil SA 1,370 8 0.0%
EFG Eurobank Ergasias 2,923 3 0.0%
Egis Technology Inc. 706 6 0.0%
eHealth Inc. 1,713 120 0.0%
EI Group PLC 26,630 94 0.0%
Elan Microelectronics Corp. 76,323 291 0.0%
Elanco Animal Health Inc. 24,300 967 0.0%
Eldorado Gold Corp. 27,530 157 0.0%
ELECOM Co. Ltd. 2,023 81 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 304,837 389 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 53,523 68 0.0%
Electricity Generating PCL 1,723 19 0.0%
Elekta AB B 310 5 0.0%
Element Fleet Management Corp. 316,490 2,383 0.2%
Elite Material Co. Ltd. 1,271 5 0.0%
Emera Inc. 10,000 468 0.0%
Emera Inc. 2.90% 06-16-2023 455,528 451 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 257,857 353 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 3,948 5 0.0%
Emirates Development Bank PJSC 3.52% 03-06-2024 54,286 72 0.0%
Emirates NBD PJSC 2,853 10 0.0%
EMIS Group PLC 1,582 26 0.0%
Emperor International Holdings Ltd. 18,428 7 0.0%
Empire Co. Ltd. Class A non-voting 179,251 5,480 0.3%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 173,346 228 0.0%
Empresa de Energia de Bogota SA ESP 15,366 13 0.0%
Enagas SA 2,258 85 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 1,126,654 1,156 0.1%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 765,375 740 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 282,868 354 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 66,903 87 0.0%
Enbridge Inc. 417,878 20,342 1.0%
Enbridge Inc. 3.19% 12-05-2022 224,964 227 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 338,006 331 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 137,935 181 0.0%
Enbridge Inc. 3.94% 01-13-2023 337,446 349 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 531,481 550 0.0%
Enbridge Inc. 4.24% 08-27-2042 342,546 331 0.0%
Enbridge Inc. 4.57% 03-11-2044 5,179,509 5,254 0.3%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 6,396 160 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,808,515 4,620 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 388,040 453 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 152,740 197 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,571,483 1,633 0.2%
Enbridge Pipelines Inc. 3.52% 02-22-2029 Callable 2028 124,440 125 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 618,188 606 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 142,600 141 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 112,396 143 0.0%
EnCana Corp. 205,169 1,982 0.2%
Encompass Health Corp. 2,938 244 0.0%
Enel Chile SA 240 2 0.0%
Enel SPA 75,044 597 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 492,745 494 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 368,278 371 0.0%
Enerflex Ltd. 19,522 390 0.0%
Energa SA 141 0.0%
Energisa SA 2,424 34 0.0%
Energizer Holdings Inc. 6.38% 07-15-2026 Callable 2021 144A 15,298 20 0.0%
Energizer Holdings Inc. 7.75% 01-15-2027 Callable 2022 144A 3,599 5 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 25,646 35 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 15,972 23 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 81,212 98 0.0%
Enerplus Corp. 182,667 2,119 0.2%
Enersis SA ADR 6,172 71 0.0%
Eneva SA 127 1 0.0%
Enghouse Systems Ltd. 28,256 1,077 0.0%
Engie Brasil Energia SA 12,487 180 0.0%
Engie SA 16,976 337 0.0%
Eni SPA 18,488 420 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 305,615 317 0.0%
EnPro Industries Inc. 1,535 138 0.0%
Ensco PLC 7.75% 02-01-2026 33,070 37 0.0%
Ensco PLC Class A 55,976 302 0.0%
Ensign Group Inc. 5,511 358 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 240,554 315 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 306,066 399 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 399,481 393 0.0%
ePlus Inc. 3,134 369 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 253,984 341 0.0%
Equifax Inc. 6,238 898 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 24,971 35 0.0%
Equinor ASA 5,543 164 0.0%
Equity Commonwealth 7,999 344 0.0%
Erajaya Swasembada Tbk PT 85,487 17 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 989 2 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 154,682 204 0.0%
Estacio Participacoes SA 1,539 15 0.0%
Etsy Inc. 11,708 1,098 0.0%
Eugene Corp. 142 1 0.0%
Eugene Investment & Securities 572 2 0.0%
Eurazeo SA 1,929 191 0.0%
Eurocharm Holdings Co. Ltd. 1,130 7 0.0%
EUROFIMA 4.55% 03-30-2027 1,396,944 1,574 0.1%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 146,652 150 0.0%
Euronet Worldwide Inc. 1,048 185 0.0%
European Investment Bank 1.50% 05-12-2022 996,883 154 0.0%
EVA Airways Corp. 10,451 7 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 32,035 20 0.0%
EVERTEC Inc. 5,090 192 0.0%
Evertz Technologies Ltd. 2,191 36 0.0%
Evolent Health Inc. Class A 4,606 80 0.0%
Evraz PLC 19,552 193 0.0%
Excelsior Biopharma Inc. 27,061 55 0.0%
Exco Technologies Ltd. 1,315 13 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 375,396 504 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 98,862 130 0.0%
Exelon Corp. 41,376 2,644 0.2%
ExlService Holdings Inc. 17,949 1,450 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 163,104 204 0.0%
Expedia Inc. 5.00% 02-15-2026 176,429 240 0.0%
Export Development Canada 0.88% 12-07-2021 101,169 175 0.0%
Export Development Canada 2.40% 06-07-2021 111,039 104 0.0%
Extendicare Inc. 50,238 383 0.0%
Exxaro Resources Ltd. 226 3 0.0%
Exxon Mobil Corp. 12,024 1,250 0.1%
F&F Co. Ltd. 61 5 0.0%
F5 Networks Inc. 5,648 1,249 0.1%
Fabege AB 4,948 87 0.0%
Fabrinet 9,267 713 0.0%
Facebook Inc. 209 44 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 974,114 1,046 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 267,614 275 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 185,239 183 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,702,291 1,773 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 28,795 37 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 171,273 186 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 500,167 777 0.0%
Fairfax India Holdings Corp. 5,378 91 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 53,699 71 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 53,052 77 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 91,147 120 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 89,409 118 0.0%
Fantasia Holdings Group Co. Ltd. 4,237 1 0.0%
Far Eastern Department Stores Ltd. 108,796 76 0.0%
Far Eastern New Century Corp. 11,016 14 0.0%
Fastighets AB Balder 2,864 111 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 209,740 198 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,974,989 2,010 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 332,253 1,229 0.1%
Feng Hsin Steel Co. Ltd. 16,969 43 0.0%
Feng TAY Enterprise Co. Ltd. 20,898 173 0.0%
Ferrari NV 403 68 0.0%
Ferrovial SA 22,192 673 0.0%
Fiat Chrysler Automobiles NV 12,902 251 0.0%
Fibra Uno Administration SA 24 0.0%
Fifth Avenue LP 4.71% 08-05-2021 279,500 287 0.0%
Fifth Third Bancorp 3.65% 01-25-2024 Callable 2023 260,325 346 0.0%
Fila Korea Ltd. 3,599 234 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 251,434 324 0.0%
Financial Select Sector SPDR Fund 28,220 984 0.0%
Finning International Inc. 4,621 113 0.0%
First Capital Realty Inc. 60,119 1,288 0.1%
First Capital Realty Inc. 3.95% 12-05-2022 347,095 357 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 68,614 93 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 1,903 3 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 351,712 463 0.0%
First Gen Corp. 196,420 106 0.0%
First Hi-Tec Enterprise Co. Ltd. 15,740 28 0.0%
First Majestic Silver Corp. 1 0.0%
First Nations ETF LP 4.14% 12-31-2041 251,473 260 0.0%
First Philippine Holdings Corp. 45,232 86 0.0%
First Quantum Minerals Ltd. 34,665 523 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 521,847 675 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 31,720 40 0.0%
First Republic Bank 957 132 0.0%
First Tennessee Bank NA 85 82 0.0%
FirstRand Ltd. 17,569 105 0.0%
FirstService Corp. 4,104 469 0.0%
Flexium Interconnect Inc. 1,836 7 0.0%
Flughafen Wien AG 491 26 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 107,884 144 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 43,182 43 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 35,158 46 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 89,985 87 0.0%
Ford Credit Canada Co. 2.92% 09-16-2020 313,108 310 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 325,151 312 0.0%
Ford Motor Co. 24,188 279 0.0%
Ford Motor Co. 6.625% 10-01-2028 29,364 39 0.0%
Ford Otomotiv Sanayi AS 254 3 0.0%
Forestar Group Inc. 216 5 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 43,349 57 0.0%
Formosa International Hotels Corp. 424 2 0.0%
Formosa Petrochemical Corp. 2,825 14 0.0%
Formosa Taffeta Co. Ltd. 2,118 3 0.0%
Fortified Trust 1.67% 07-23-2021 596,779 585 0.0%
Fortified Trust 2.16% 10-23-2020 1,027,637 1,024 0.0%
Fortinet Inc. 16,517 1,886 0.2%
Fortis Inc. 65,907 3,127 0.2%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 90,989 91 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 101,693 102 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 437,548 480 0.0%
Fortive Corp. 864 93 0.0%
Fortive Corp. Conv. Pfd. Series A 60 83 0.0%
Fortress Income Fund Ltd. - Class B 2,233 3 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 881,208 1,137 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 995,523 1,334 0.1%
Fortum OYJ 2,177 64 0.0%
Fosun International Ltd. 2,966 6 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 142,442 185 0.0%
Franco-Nevada Corp. 24,143 2,394 0.2%
Fraser & Neave Holdings Bhd 15,460 177 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 63,729 84 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 9,486 12 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 40,665 54 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 160,626 213 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 45,711 60 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 13,544 18 0.0%
Freddie Mac Structured Agency Credit Risk F/R 02-25-2049 Callable 2029 144A 80,195 105 0.0%
Freeport-McMoRan Inc. 2,614 44 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 515,156 671 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 49,267 69 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 353,993 625 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 559,989 1,139 0.0%
French Republic Government Bond OAT 4.32% 07-25-2029 255,995 699 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 133,807 178 0.0%
Freshpet Inc. 13,239 718 0.0%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 243,216 316 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 23,846 23 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 18,897 16 0.0%
FTI Consulting Inc. 22,886 2,232 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 80,195 101 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 19,960 26 0.0%
Fufeng Group Ltd. 2,401 2 0.0%
FUJIFILM Holdings Corp. 501 29 0.0%
Fujitsu Ltd. 641 57 0.0%
Funai Electric Co. Ltd. 8,446 76 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 100,662 120 0.0%
Futaba Corp. 4,314 91 0.0%
Futures Contracts 524 0.0%
Fuyao Glass Industry Group Co. Ltd. 9,675 45 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 529,875 669 0.0%
Galenica AG 1,814 109 0.0%
Games Workshop Group PLC 881 48 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 487,057 642 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 447,970 441 0.0%
Gartner Inc. 3,227 604 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 1,071,125 1,474 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 320,654 420 0.0%
GATX Corp. 8,126 850 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 208,739 207 0.0%
Gazprom Neft PJSC 7,231 47 0.0%
Gazprom PJSC 65,543 206 0.0%
Gaztransport Et Technigaz SA 661 78 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 192,468 277 0.0%
GCI Liberty Inc. Class A 5,478 386 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 686,697 717 0.0%
Gear Energy Ltd. 398 0.0%
GEK TERNA Holdings Real Estate Construction SA 1,200 9 0.0%
Gemdale Properties and Investment Corp. Ltd. 11,299 2 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,794,350 1,749 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 2,347,775 2,432 0.2%
General Electric Capital Corp. F/R 07-30-2019 83,426 12 0.0%
General Electric Co. 3,205 44 0.0%
General Electric Co. 6.88% 01-10-2039 563,595 860 0.0%
General Electric Co. 8.35% 09-03-2022 144,100 10 0.0%
General Electric Co. F/R 05-05-2026 50,579 60 0.0%
General Electric Co. F/R 12-08-2021 30,337 4 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 3,792 5 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 615,512 615 0.0%
Genesco Inc. 13,856 880 0.0%
Genesis Trust II 1.699% 04-15-2020 695,796 691 0.0%
Genesis Trust II 2.43% 05-15-2019 2,021,658 2,023 0.2%
Genomic Health Inc. 516 52 0.0%
Genomma Lab Internacional SAB de CV 692 1 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 140,276 186 0.0%
Genworth MI Canada Inc. 62,870 2,787 0.2%
Genworth MI Canada Inc. 4.242% 04-01-2024 321,136 328 0.0%
GeoPark Ltd. 773 20 0.0%
George Weston Ltd. 3,504 329 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 789,156 981 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 814,876 1,022 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 699,395 907 0.0%
Giant Manufacturing Co. Ltd. 9,497 69 0.0%
Gibson Energy Inc. 57,808 1,231 0.1%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 277,515 302 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,690,310 1,693 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 152,075 154 0.0%
Gildan Activewear Inc. 41,474 1,952 0.2%
Gilead Sciences Inc. 3,648 312 0.0%
Ginko International Co. Ltd. 16,844 164 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 784,108 768 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 669,034 667 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 310,107 315 0.0%
Glanbia PLC 27,726 740 0.0%
GlaxoSmithKline PLC 65,643 1,715 0.2%
Glencore PLC 12,970 69 0.0%
Globant SA 2,461 223 0.0%
Globe Telecom Inc. 1,708 82 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 40,493 55 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 97,468 133 0.0%
GMK Norilsk Nickel 198 56 0.0%
GMP Capital Inc. 199 1 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 99,749 138 0.0%
Goldcorp Inc. 93,502 1,300 0.1%
Government of Aruba 4.63% 09-14-2023 1,896 3 0.0%
Government of Aruba 6.50% 01-31-2029 10,997 16 0.0%
Government of Australia 3.25% 04-21-2029 708,754 728 0.0%
Government of Australia 5.75% 07-15-2022 160,390 170 0.0%
Government of Bermuda 4.854% 02-06-2024 27,652 38 0.0%
Government of Canada 0.75% 09-01-2020 3,812,446 3,755 0.3%
Government of Canada 0.75% 09-01-2021 2,082,035 2,030 0.2%
Government of Canada 1.00% 06-01-2027 6,353,150 5,907 0.4%
Government of Canada 1.00% 09-01-2022 766,361 746 0.0%
Government of Canada 1.25% 11-01-2019 888,312 885 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 7,362,538 9,110 0.5%
Government of Canada 1.50% 03-01-2020 531,753 530 0.0%
Government of Canada 1.50% 06-01-2023 5,643,974 5,572 0.3%
Government of Canada 1.75% 05-01-2020 615,512 615 0.0%
Government of Canada 1.75% 08-01-2020 57,708,919 57,687 2.6%
Government of Canada 2.00% 06-01-2028 27,605,910 27,745 1.3%
Government of Canada 2.00% 11-01-2020 667,696 670 0.0%
Government of Canada 2.25% 02-01-2021 9,244,363 9,326 0.5%
Government of Canada 2.25% 06-01-2025 1,059,750 1,084 0.0%
Government of Canada 2.25% 06-01-2029 3,924,020 4,029 0.3%
Government of Canada 2.50% 06-01-2024 316,855 328 0.0%
Government of Canada 2.75% 06-01-2022 946,015 975 0.0%
Government of Canada 2.75% 12-01-2048 4,636,863 5,207 0.3%
Government of Canada 3.00% 12-01-2036 Real Return 218,105 393 0.0%
Government of Canada 3.25% 06-01-2021 51,757,231 53,424 2.4%
Government of Canada 3.50% 06-01-2020 53,086,995 54,204 2.5%
Government of Canada 3.50% 12-01-2045 597,581 754 0.0%
Government of Canada 4.00% 12-01-2031 Real Return 671,710 1,403 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 222,119 396 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,894,894 5,703 0.3%
Government of Cayman Islands 5.95% 11-24-2019 144A 7,205 10 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 91,299 138 0.0%
Government of Dominican Republic 7.45% 04-30-2044 7,357 11 0.0%
Government of Germany 0.25% 02-15-2029 914,578 1,379 0.1%
Government of Hungary 6.38% 03-29-2021 379,506 531 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 1,084,075,879 95 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 4,355,626,249 363 0.0%
Government of Indonesia 6.63% 05-15-2033 2,882,593,743 236 0.0%
Government of Indonesia 7.00% 05-15-2022 4,476,645,328 417 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,956,135,225 173 0.0%
Government of Indonesia 7.50% 08-15-2032 1,123,245,911 99 0.0%
Government of Indonesia 8.25% 05-15-2029 680,064,340 66 0.0%
Government of Indonesia 8.25% 07-15-2021 2,778,672,644 267 0.0%
Government of Indonesia 8.38% 03-15-2024 3,514,998,602 339 0.0%
Government of Indonesia 8.38% 09-15-2026 4,340,704,036 418 0.0%
Government of Ireland 1.00% 05-15-2026 7,584 12 0.0%
Government of Ireland 3.40% 03-18-2024 482,896 845 0.0%
Government of Italy 1.30% 05-15-2028 11,907 17 0.0%
Government of Jamaica 8.00% 06-24-2019 2,579 3 0.0%
Government of Japan 0% 08-13-2019 3,792,107 45 0.0%
Government of Malaysia 3.62% 11-30-2021 256,623 84 0.0%
Government of Malaysia 3.73% 06-15-2028 238,117 76 0.0%
Government of Malaysia 3.84% 04-15-2033 673,143 209 0.0%
Government of Malaysia 3.88% 03-14-2025 350,390 113 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 692,636 223 0.0%
Government of Malaysia 4.06% 09-30-2024 1,299,156 425 0.0%
Government of Malaysia 4.16% 07-15-2021 741,247 243 0.0%
Government of Mexico 7.50% 06-03-2027 148,044 10 0.0%
Government of New Zealand 3.00% 04-15-2020 384,935 350 0.0%
Government of New Zealand 5.50% 04-15-2023 138,182 140 0.0%
Government of New Zealand 6.00% 05-15-2021 366,429 359 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,708,766 270 0.0%
Government of Norway 4.50% 05-22-2019 3,271,948 507 0.0%
Government of Philippines 3.50% 03-20-2021 13,514,680 327 0.0%
Government of Philippines 3.50% 04-21-2023 8,379,743 193 0.0%
Government of Philippines 4.625% 09-09-2040 1,252,520 25 0.0%
Government of Philippines 4.95% 01-15-2021 4,416,885 112 0.0%
Government of Philippines 6.25% 01-14-2036 6,662,338 179 0.0%
Government of Philippines 6.50% 04-28-2021 789,610 20 0.0%
Government of Philippines 7.375% 03-03-2021 4,614,287 121 0.0%
Government of Philippines 8.00% 07-19-2031 9,018,833 261 0.0%
Government of Philippines 8.125% 12-16-2035 2,961,040 87 0.0%
Government of Portugal 5.13% 10-15-2024 144A 176,429 248 0.0%
Government of Qatar 6.55% 04-09-2019 21,236 28 0.0%
Government of Singapore 2.50% 06-01-2019 419,481 409 0.0%
Government of Singapore 3.25% 09-01-2020 594,675 589 0.0%
Government of Sweden 0.13% 04-24-2023 144A 249,221 377 0.0%
Government of United Kingdom 1.63% 10-22-2028 778,667 1,400 0.1%
Grafton Group PLC 6,682 93 0.0%
Graham Holdings Co. 751 676 0.0%
Gran Tierra Energy Inc. 241,312 717 0.0%
Grand Canyon Education Inc. 3,539 538 0.0%
Grand Pacific Petrochemical Corp. 1,695 2 0.0%
Granite Real Estate Investment Trust 63,243 3,899 0.3%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 380,012 529 0.0%
Great Canadian Gaming Corp. 20,358 1,117 0.0%
Great Eagle Holdings Ltd. 17,731 116 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 42,518 59 0.0%
Great-West Lifeco Inc.* 8,566 259 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 526,021 627 0.0%
Green Cross Holdings Corp. 58 2 0.0%
Greene King PLC 351 4 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 85,130 106 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 19,392 26 0.0%
Greggs PLC 1,602 50 0.0%
Growthpoint Properties Australia Ltd. 7,071 27 0.0%
Grupa Lotos SA 1,172 39 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 240 14 0.0%
Grupo Bimbo SAB de CV Series A 2,670 7 0.0%
Grupo Comercial Chedraui SA de CV 974 3 0.0%
Grupo Financiero Banorte SAB de CV Series O 38,114 272 0.0%
Grupo Herdez SAB de CV 734 2 0.0%
Grupo Mexico SAB de CV Series B 13 0.0%
Grupo Simec SA de CV 26,426 106 0.0%
GS Engineering & Construction Corp. 7,038 352 0.0%
GS Holdings Corp. 22 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 33,312 44 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 28,377 37 0.0%
GS Retail Co. Ltd. 48 2 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 5,558 7 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 33,668 44 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 7,451 10 0.0%
Guangdong Investment Ltd. 25,398 64 0.0%
Guangzhou Automobile Group Co. Ltd. Class H 30,788 50 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 282 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 66,530 164 0.0%
Guaranty Trust Bank PLC 859,867 111 0.0%
Guararapes Confeccoes SA 42 2 0.0%
Guardian Capital Group Ltd. 80 2 0.0%
Gulf Keystone Petroleum Ltd. 17,408 69 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 67,264 84 0.0%
H&R Real Estate Investment Trust 42,191 958 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 358,602 356 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 709,176 704 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 216,767 217 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 106,104 142 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 901,202 1,092 0.0%
Haemonetics Corp. 36,246 4,142 0.3%
Halma PLC 10,218 277 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 39,612 51 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 94,061 120 0.0%
Hana Financial Group Inc. 4,930 224 0.0%
Hang Lung Development Co. 182,329 753 0.0%
Hanil Hyundai Cement Co. Ltd. 45 2 0.0%
Hanjaya Mandala Sampoerna TBK PT 145,765 52 0.0%
Hanjin Kal Corp. 50 1 0.0%
Hanjin Transportation Co. Ltd. 48 2 0.0%
Hannover Rueckversicherung SE Reg. 4,761 933 0.0%
HannStar Display Corp. 2,401 1 0.0%
Hansol Paper Co. Ltd. 2,767 58 0.0%
Hanwha General Insurance Co. Ltd. 183 1 0.0%
HAP Seng Consolidated BHD 37,593 120 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 63,513 83 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 111,965 7 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 32,159 42 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 235,500 225 0.0%
Harmony Gold Mining Co. Ltd. ADR 1,280 4 0.0%
Hartalega Holdings Bhd 33,680 54 0.0%
Harum Energy TBK PT 11,750 2 0.0%
Haseko Corp. 4,001 66 0.0%
Hawaiian Electric Industries Inc. 12,988 654 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 Callable 2020 144A 90,065 106 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 435,695 605 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 136,455 188 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 669,034 888 0.0%
HCA Inc. 5.00% 03-15-2024 136,948 188 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 192,468 269 0.0%
HCA Inc. 5.375% 02-01-2025 111,039 152 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 315,784 436 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 250,455 362 0.0%
HD Supply Holdings Inc. 4,806 272 0.0%
HDFC Bank Ltd. ADR 1,200 160 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 219,443 278 0.0%
Healthcare Services Group Inc. 2,497 125 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 78 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04-17-2025 1,872 2 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,461,706 1,471 0.1%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,758,757 1,765 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 518,748 512 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 875,530 876 0.0%
Heidrick & Struggles International Inc. 957 54 0.0%
Heineken Malaysia Bhd 466 3 0.0%
Helen of Troy Ltd. 1,044 154 0.0%
Hellenic Telecommunications Organization SA (OTE) 438 7 0.0%
Helvetia Holding AG 50 40 0.0%
Hengan International Group Co. Ltd. 282 3 0.0%
Henkel AG & Co. KGaA 4,226 522 0.0%
Henkel AG & Co. KGaA Pfd. 2,176 286 0.0%
Hennes & Mauritz AB B 10,116 201 0.0%
Henry Schein Inc. 2,900 226 0.0%
Herbalife Nutrition Ltd. 15,783 1,165 0.1%
Hermes International 26 22 0.0%
Heroux-Devtek Inc. 40 1 0.0%
Hexindai Inc. 8,263 40 0.0%
High Arctic Energy Services Inc. 80 0.0%
Hikma Pharmaceuticals PLC 2,344 68 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 168,508 215 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 28,377 37 0.0%
Hisense Kelon Electrical Holdings Co. Ltd. 67,798 93 0.0%
Hitachi Ltd. 14,716 579 0.0%
HKC Holdings Ltd. 13,695 16 0.0%
HMS Holdings Corp. 12,178 552 0.0%
Hokuhoku Financial Group Inc. 3,125 45 0.0%
Holiday Entertainment Co. Ltd. 1,130 3 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 3,396,018 3,378 0.2%
HollyFrontier Corp. 42,531 2,864 0.2%
Holy Stone Enterprise Co. Ltd. 141 1 0.0%
Home Capital Group Inc. 199 3 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 7,250 10 0.0%
HomeServe PLC 8,723 145 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 3,118 4 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 467,094 469 0.0%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 93,929 94 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 51,048 51 0.0%
Honda Motor Co. Ltd. 14,443 537 0.0%
Hong Leong Financial Group BHD 1,638 10 0.0%
Hongkong Land Holdings Ltd. 162,848 1,536 0.1%
Horizon North Logistics Inc. 12,350 24 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2018 144A 374,659 509 0.0%
Hormel Foods Corp. 21,104 1,204 0.1%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 250,975 329 0.0%
Host Hotels & Resorts Inc. 16,730 432 0.0%
Hotel Shilla Co. Ltd. 16 2 0.0%
House Foods Corp. 1,935 102 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 36,894 48 0.0%
HP Inc. 2,862 74 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,132,006 1,114 0.0%
HSBC Bank Canada 2.54% 01-31-2023 537,904 534 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,164,995 2,206 0.2%
HSBC Bank Canada F/R 07-10-2019 1,155,738 1,156 0.1%
HSBC Holdings PLC 54,123 579 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,516,843 18 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 711,853 714 0.0%
Hua Hong Semiconductor Ltd. 847 3 0.0%
Huadian Power International Corp. Ltd. 107,235 62 0.0%
Huaxin Cement Co. Ltd. 5,586 21 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 113,889 149 0.0%
HUBER+SUHNER AG 1,084 110 0.0%
Huchems Fine Chemical Corp. 291 7 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 133,179 181 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 69,514 95 0.0%
Hudson Ltd. 6,447 126 0.0%
Hugo Boss AG 705 69 0.0%
Huishang Bank Corp. Ltd. 7,881 5 0.0%
Humedix Co. Ltd. 617 20 0.0%
Hungary Government International Bond 6.25% 01-29-2020 346,688 470 0.0%
Huntington Ingalls Industries Inc. 2,508 691 0.0%
Huntsman Corp. 5,757 188 0.0%
Hurricane Energy PLC 4,357 3 0.0%
Husky Energy Inc. 84,959 1,243 0.1%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 354,588 354 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 36,436 488 0.0%
Husky Energy Inc. 7.25% 12-15-2019 61,865 84 0.0%
Huvis Corp. 8,321 73 0.0%
Hwail Pharmaceutical Co. Ltd. 8,324 66 0.0%
Hydro One Inc. 65,338 1,349 0.1%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 576,708 563 0.0%
Hydro One Inc. 3.72% 11-18-2047 957,656 951 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 473,676 409 0.0%
Hypera SA 6,949 65 0.0%
Hyprop Investments Ltd. 18,550 134 0.0%
Hyundai Engineering & Construction Co. Ltd. 100 7 0.0%
Hyundai Heavy Industries Co. Ltd. 54 23 0.0%
Hyundai Home Shopping Network Corp. 7 1 0.0%
Hyundai Hy Communications & Network Co. Ltd. 6,700 33 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 374 16 0.0%
Hyundai Mipo Dockyard Co. Ltd. 13 1 0.0%
Hyundai Motor Co. 459 68 0.0%
Hyundai Motor Securities Co. Ltd. 61 1 0.0%
Hyundai Telecommunication Co. Ltd. 6,456 82 0.0%
i-SENS Inc. 2,637 74 0.0%
IA Financial Corporate Inc. 66,581 3,362 0.2%
IAC/InterActiveCorp 739 207 0.0%
IAMGOLD Corp. 67,688 299 0.0%
Iberdrola SA 15,031 165 0.0%
IBI Group Inc. 9,681 45 0.0%
ICA Gruppen AB 17,266 873 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 18,717 25 0.0%
ICICI Bank Ltd. ADR 5,693 74 0.0%
IDEX Corp. 100 19 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 461,737 578 0.0%
IG Design Group PLC 2,474 24 0.0%
IGB Real Estate Investment Trust 4,463 3 0.0%
IGG Inc. 64,439 120 0.0%
iHeartCommunications Inc. Term Loan 1st Lien F/R 01-30-2019 70,189 65 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 13,273 17 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 149,286 196 0.0%
Ildong Pharmaceutical Co. Ltd. 3,676 87 0.0%
IMCD Group NV 941 97 0.0%
Impala Platinum Holdings Ltd. 819 5 0.0%
Imperial Oil Ltd. 59,362 2,115 0.2%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 36,444 42 0.0%
Indofood CBP Sukses Makmur TBK PT 88,008 84 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,444,830,107 142 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 925,859,021 93 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 173,949 174 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 669,034 678 0.0%
Industrial and Commercial Bank of China Ltd. H 939,527 951 0.0%
Industrial Bank of Korea 502 8 0.0%
Industrias CH SAB de CV 3,165 18 0.0%
Industries Qatar QSC 282 14 0.0%
Industrivarden AB Class C 1,685 46 0.0%
Infocom Corp. 3,165 75 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2019 55,116 74 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 39,144 52 0.0%
Infosys Ltd. ADR 27,567 389 0.0%
Infratil Ltd. 7,091 25 0.0%
ING Groep NV 25,566 445 0.0%
Ingersoll-Rand PLC 323 45 0.0%
Innocean Worldwide Inc. 1,689 138 0.0%
Innovative Industrial Properties Inc. 1,923 200 0.0%
Inovalis Real Estate Investment Trust 4,024 41 0.0%
InPower BC General Partnership 4.471% 03-31-2033 479,831 509 0.0%
Insperity Inc. 20,559 3,415 0.2%
Inspur International Ltd. 12,419 9 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 432,464 447 0.0%
Instructure Inc. 9,546 587 0.0%
Intact Financial Corp. 22,063 2,427 0.2%
Intact Financial Corp. 3.77% 03-02-2026 MTN 871,083 905 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 54,518 71 0.0%
Integrys Energy Group Inc. Pfd. 814 27 0.0%
Intel Corp. 4.00% 12-01-2022 128,312 125 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 81,572 112 0.0%
Inter Pipeline Ltd. 80,577 1,705 0.2%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 840,285 820 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 727,909 717 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 631,471 626 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 224,964 230 0.0%
Inter-American Development Bank 3.50% 05-15-2021 134,481 124 0.0%
Interconexion Electrica SA ESP 5,987 36 0.0%
Interfor Corp. 14,661 217 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 143,296 187 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 986 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 103,636 98 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 125,844 117 0.0%
International Business Machines Corp. 2.625% 08-05-2022 43,182 78 0.0%
International Business Machines Corp. 2.75% 12-21-2020 44,416 79 0.0%
International Container Terminal Services Inc. 1,371 4 0.0%
International CSRC Investment Holdings Co. Ltd. 158,224 301 0.0%
International Finance Corp. 2.88% 07-31-2023 133,247 177 0.0%
International Finance Corp. 3.625% 05-20-2020 460,641 421 0.0%
International Finance Corp. 7.00% 07-20-2027 755,994 47 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 60,455 85 0.0%
International Paper Co. 2,119 128 0.0%
International Seaways Inc. 12,769 279 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,344 2 0.0%
Interparfums SA 531 36 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 78,946 97 0.0%
InterRent Real Estate Investment Trust 133,803 1,888 0.2%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 134,978 180 0.0%
INTOPS Co. Ltd. 5,356 78 0.0%
Intuitive Surgical Inc. 761 548 0.0%
Investec Ltd. 69,980 598 0.0%
Investec PLC 226 2 0.0%
Investor AB B 426 25 0.0%
Invitation Homes Inc. 2,033 62 0.0%
IPH Ltd. 3,255 18 0.0%
IPL Plastics Inc. 159,361 1,697 0.2%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 141,835 149 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 178,128 219 0.0%
IRB Brasil Resseguros SA 3,357 105 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 26,939 35 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,288,070 1,298 0.1%
IS Dongseo Co. Ltd. 56 2 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 416,495 520 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 36 1 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 628 96 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 61 9 0.0%
iShares MSCI India ETF 89,244 3,837 0.3%
iShares MSCI Thailand ETF 8,079 952 0.0%
iShares TIPS Bond ETF 600 88 0.0%
Israel Chemicals Ltd. 50,727 374 0.0%
Itausa- Investimentos Itau SA 15,917 69 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 347,769 445 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 218,587 221 0.0%
J Sainsbury PLC 202,594 809 0.0%
J.B. Hunt Transport Services Inc. 6,520 923 0.0%
Jack Henry & Associates Inc. 16,100 2,809 0.2%
Jamieson Wellness Inc. 138,107 2,699 0.2%
Janus International Group LLC Term Loan 1st Lien F/R 02-15-2025 257,819 336 0.0%
Japan Petroleum Exploration Co. Ltd. 3,500 96 0.0%
Japan Post Holdings Co. Ltd. 172,638 2,761 0.2%
Japfa Comfeed Indonesia Tbk 84,549 18 0.0%
JB Financial Group Co. Ltd. 1,323 9 0.0%
JBS SA 2,415 11 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 195,358 257 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 8,549 11 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 30,595 38 0.0%
Jetway Information Co. Ltd. 47,054 38 0.0%
JNBY Design Ltd. 81 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 199,089 199 0.0%
John Deere Financial Inc. 2.99% 01-14-2022 82,425 83 0.0%
John Laing Group PLC 111,132 744 0.0%
Johnson & Johnson 1,515 272 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 167,088 211 0.0%
JPMorgan Chase & Co. 27,576 3,785 0.3%
JPMorgan Chase & Co. 2.75% 08-24-2022 66,623 108 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 559,313 567 0.0%
JPMorgan Chase & Co. 4.40% 07-22-2020 101,169 136 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 37,013 51 0.0%
JPMorgan Chase Commercial Morgage Securities 3.66% 06-15-2023 144A 55,519 73 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 51,818 71 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 27,106 36 0.0%
JSE Ltd. 763 11 0.0%
Jupai Holdings Ltd. 8,580 50 0.0%
Just Energy Group Inc. 287,049 1,366 0.1%
Kalbe Farma Tbk PT 65,160 9 0.0%
Kambi Group PLC 821 20 0.0%
Kamei 1,794 25 0.0%
KAP Industrial Holdings Ltd. 119,180 87 0.0%
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS 408,829 267 0.0%
Kardex AG 141 25 0.0%
Karo Pharma AB 3,255 19 0.0%
Kasen International Holdings Ltd. 22,341 19 0.0%
KB Financial Group Inc. 2,648 137 0.0%
KB Financial Group Inc. ADR 2,796 145 0.0%
KDDI Corp. 901 29 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 219,327 277 0.0%
Keihan Holdings Co. Ltd. 501 27 0.0%
Kelly Services Inc. Class A 7,206 229 0.0%
Kelt Exploration Ltd. 40 0.0%
Kennedy-Wilson Holdings Inc. 27,904 763 0.0%
KEPCO Plant Service & Engineering Co. Ltd. 23 1 0.0%
Kering 1,391 999 0.0%
Kerry Properties Ltd. 28,018 154 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,360 2 0.0%
Keyera Corp. 13,625 440 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 540,580 546 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 84,566 108 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 104,519 135 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 126,037 168 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 216,579 290 0.0%
Kforce Inc. 3,900 190 0.0%
KFW 3.375% 02-15-2021 140,649 129 0.0%
KFW 3.75% 05-29-2020 207,273 190 0.0%
KGInicis Co. Ltd. 98 2 0.0%
Kia Motors Corp. 4,274 183 0.0%
Killam Apartment Real Estate Investment Trust 95,699 1,713 0.2%
Kimberly-Clark de Mexico SAB de CV Class A 3 0.0%
Kinaxis Inc. 5,135 425 0.0%
Kinden Corp. 10,392 222 0.0%
Kinder Morgan Canada Ltd. 30,780 472 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 203,710 261 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 8,549 12 0.0%
Kingboard Holdings Ltd. 15,483 71 0.0%
Kingboard Laminates Holdings Ltd. 3,813 6 0.0%
Kinnevik AB 2,624 87 0.0%
Kinross Gold Corp. 308,951 1,356 0.1%
Kirin Holdings Co. Ltd. 13,897 408 0.0%
Kirkland Lake Gold Ltd. 128,789 6,197 0.4%
KITZ Corp. 3,445 33 0.0%
KLCCP Stapled Group 6,327 16 0.0%
KLX Energy Services Holdings Inc. 401 14 0.0%
KM Corp. 3,991 33 0.0%
Knight Therapeutics Inc. 10,020 77 0.0%
Kobe Steel Ltd. 1,723 18 0.0%
Koc Holding AS 325 1 0.0%
Kohl's Corp. 1,669 148 0.0%
Kolmar BNH Co. Ltd. 135 5 0.0%
Komatsu Ltd. 12,852 414 0.0%
Kommunalbanken AS 1.13% 12-15-2021 77,727 135 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 45,505 7 0.0%
Koninklijke Ahold Delhaize NV 37,256 1,264 0.1%
Korea Alcohol Industrial Co. Ltd. 8,875 76 0.0%
Korea Electric Power Corp. 1,633 66 0.0%
Korea Electric Power Corp. ADR 579 12 0.0%
Korea Investment Holdings Co. Ltd. 189 14 0.0%
Korea Zinc Co. Ltd. 19 10 0.0%
Korean Air Co. Ltd 12,893 554 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 50,584 76 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 102,403 156 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 236,883 389 0.0%
Kreditanstalt für Wiederaufbau 2.75% 09-08-2020 336,818 443 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 817,025 938 0.0%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 66,903 76 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 829,358 802 0.0%
KT Corp. ADR 99 2 0.0%
KTCS Corp. 13,120 37 0.0%
Kuehne + Nagel International AG 1,821 313 0.0%
Kumba Iron Ore Ltd. 5,980 208 0.0%
Kumho Industrial Co. Ltd. 5,619 82 0.0%
Kumho Petrochemical Co. Ltd. 746 83 0.0%
Kungthai Card PCL 14,759 19 0.0%
Kunlun Energy Co. Ltd. 13,276 19 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 9,971 84 0.0%
KWG Property Holding Ltd. 1,956 2 0.0%
Kyobo Securities Co. Ltd. 203 2 0.0%
Kyushu Railway Co. 1,703 77 0.0%
L E Lundbergforetagen AB Class B 15,039 610 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 85,876 112 0.0%
L'Oréal 3,123 1,037 0.0%
La Comer SAB de CV 54,867 76 0.0%
Laboratorios Almirall SA 901 21 0.0%
Labrador Iron Ore Royalty Corp. 74,875 2,457 0.2%
Lai Sun Development Co. Ltd. 8,629 18 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 19,494 26 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 17,097 23 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,438,145 1,901 0.2%
Lancaster Colony Corp. 665 137 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2018 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 202,338 192 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 136,948 126 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 206,039 210 0.0%
Lao Feng Xiang Co. Ltd. 10,327 47 0.0%
Lar Espana Real Estate SOCIMI SA 1,602 19 0.0%
Largo Resources Ltd. 76,772 174 0.0%
Larsen & Toubro Ltd. 141 3 0.0%
Lassonde Industries Inc. Class A Sub. voting 239 41 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 390,716 388 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 805,517 1,085 0.0%
Legal & General Group PLC 44,135 216 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 45,443 63 0.0%
Lenovo Group Ltd. 210,255 249 0.0%
Leon's Furniture Ltd. 199 3 0.0%
Leroy Seafood Group ASA 17,063 169 0.0%
LF Corp. 3,593 107 0.0%
LG Chem Ltd. 6 3 0.0%
LG Corp. 1,105 97 0.0%
LG Display Co. Ltd. 1,586 39 0.0%
LG Electronics Inc. 21 2 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 92,602 123 0.0%
LG Uplus Corp. 405 7 0.0%
Li Ning Co. Ltd. 213,711 394 0.0%
Liberty Expedia Holdings Inc. 466 27 0.0%
Liberty Global PLC Class A 20,965 727 0.0%
Liberty Holdings Ltd. 5,240 50 0.0%
Liberty Latin America Ltd. Class A 1,631 42 0.0%
Lida Holdings Ltd. 9,112 24 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 100,305 133 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 262,543 333 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 139,159 168 0.0%
Lilang China Co. Ltd. 8,050 10 0.0%
Linamar Corp. 2,777 144 0.0%
Lindab International AB 1,683 21 0.0%
Linx SA 607 6 0.0%
Lion Travel Service Co. Ltd. 21,814 82 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 353,250 476 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 40,409 53 0.0%
Lite-On Technology Corp. 92,553 176 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 41,948 57 0.0%
LivePerson Inc. 12,668 466 0.0%
LiveRamp Holdings Inc. 3,210 227 0.0%
Liverty Latin America Ltd.-Class C 4,362 111 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 41,475 42 0.0%
Lloyds Bank PLC F/R 07-11-2023 4,731,143 4,724 0.3%
Lloyds Banking Group PLC 3.50% 02-03-2025 781,164 773 0.0%
Loblaw Companies Ltd. 68,214 4,471 0.3%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 227,472 236 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 583,933 620 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,887,017 3,392 0.2%
Logan Property Holdings Co. Ltd. 35,920 67 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 58,954 56 0.0%
Lojas Renner SA 62,139 942 0.0%
Longfor Group Holdings Ltd. 13,911 54 0.0%
Lonking Holdings Ltd. 336,054 148 0.0%
Loral Space & Communications Inc. 3,030 163 0.0%
LOTTE Fine Chemical Co. Ltd. 116 7 0.0%
Lotte Food Co. Ltd. 15 11 0.0%
Lotte Non-Life Insurance Co. Ltd. 996 3 0.0%
Lotus Pharmaceutical Co. Ltd. 847 4 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 23,846 31 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 418,280 401 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 50,842 68 0.0%
LS Corp. 192 14 0.0%
LS Industrial Systems Co. Ltd. 27 2 0.0%
LSR Group OJSC-GDR Regs 39,861 102 0.0%
LT Group Inc. 140,915 53 0.0%
Lucara Diamond Corp. 42,151 70 0.0%
Lukoil 508 56 0.0%
Lukoil PJSC - Sponsored ADR 72 8 0.0%
Lululemon Athletica Inc. 12,207 2,415 0.2%
Lundin Gold Inc. 40 0.0%
Lundin Mining Corp. 331,670 2,216 0.2%
Luye Pharma Group Ltd. 21,155 21 0.0%
LVMH Moet Hennessy Louis Vuitton SE 1,209 547 0.0%
LyondellBasell Industries NV Class A 11,984 1,348 0.1%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 70,325 92 0.0%
Maanshan Iron and Steel Co. Ltd. H 2,542 2 0.0%
Mackenzie Floating Rate Income ETF 359 8 0.0%
Mackenzie Global High Yield Fixed Income ETF 3,413 65 0.0%
Mackenzie Maximum Diversification Canada Index ETF 129,900 2,963 0.2%
Mackenzie Multi-Strategy Absolute Return Fund Series R 6,151,261 60,034 2.7%
Mackenzie Unconstrained Fixed Income Fund Series R 1,288 13 0.0%
Mackenzie US High Yield Bond Index ETF (CAD-Hedged) 131 13 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 43,705 4,206 0.3%
Mackenzie US TIPS Index ETF (CAD-Hedged) 42,330 4,073 0.3%
Macquarie Group Ltd. 3,238 389 0.0%
Macquarie Korea Infrastructure Fund 5,061 59 0.0%
Macquarie Mexico Real Estate Management SA de CV 96,645 147 0.0%
Macy's Inc. 27,619 901 0.0%
Maeil Dairies Co. Ltd. 161 15 0.0%
Magazine Luiza SA 1,088 66 0.0%
Magellan Aerospace Corp. 3,745 66 0.0%
Magna International Inc. 24,660 1,712 0.2%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 3,146,067 3,167 0.2%
Magna International Inc. Class A 5,618 390 0.0%
Magnit PJSC GDR 438 8 0.0%
Magnitogorsk Iron & Steel Work 51,281 46 0.0%
Mahindra & Mahindra Ltd. 5,327 64 0.0%
Mahle-Metal Leve SA 311 3 0.0%
Mainstreet Equity Corp. 159 7 0.0%
Makalot Industrial Co. Ltd. 11,045 88 0.0%
MAKUS Inc. 13,008 70 0.0%
Malayan Banking BHD 155 0.0%
Malaysia Steel Works (KL) BHD 578,692 80 0.0%
Mallinckrodt PLC 9,275 305 0.0%
Manhattan Associates Inc. 2,782 200 0.0%
Manila Electric Co. 1,900 18 0.0%
Manila Water Co. 2,104 1 0.0%
Manpower Inc. 1,733 192 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 586,074 577 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 840,307 826 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 381,350 383 0.0%
Manulife Bank of Canada F/R 03-04-2021 347,130 352 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,445,114 1,499 0.1%
Manulife Financial Corp. 358,631 7,976 0.4%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 226,767 229 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,455,819 1,443 0.1%
Manulife Financial Corp. Pfd. Series 13 10,865 215 0.0%
Maple Leaf Foods Inc. 85,119 2,362 0.2%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 172,727 238 0.0%
Marcopolo SA 16 0.0%
Marcopolo SA Pfd. 133,814 190 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 41,716 29 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 5,205 5 0.0%
Markel Corp. 545 721 0.0%
Martinrea International Inc. 148,943 1,828 0.2%
Masonite Worldwide Holdings Inc. 603 44 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2019 8,999 12 0.0%
Matson Inc. 3,407 162 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,738,012 1,679 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 155,639 198 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 74,013 97 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 996,681 1,160 0.1%
MAXIMUS Inc. 18,508 1,721 0.2%
Mayne Pharma Group Ltd. 837 1 0.0%
MBK PCL 18,784 17 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 209,313 207 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 448,791 447 0.0%
MCAP Service Corp. 1.08% 05-01-2022 320,367 321 0.0%
MCAP Service Corp. 1.13% 10-01-2021 610,002 609 0.0%
MCAP Service Corp. 1.24% 09-01-2021 450,147 452 0.0%
MCAP Service Corp. 1.386% 04-01-2021 458,313 461 0.0%
McCormick & Co. Inc. non-voting 957 171 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 224,796 246 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 971 1 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 888,478 889 0.0%
McDonald's Corp. 3.80% 04-01-2028 Callable 2028 133,807 176 0.0%
McGrath RentCorp. 17,820 1,403 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 39,993 49 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 161,623 184 0.0%
Medicare Group 127 3 0.0%
Medifast Inc. 1,764 296 0.0%
Medtronic PLC 15,224 1,812 0.2%
MEG Energy Corp. 98,286 531 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 433,743 523 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 191,129 249 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 419,708 506 0.0%
Megacable Holdings SAB de CV 26,715 160 0.0%
MegaStudyEdu Co. Ltd. 3,949 154 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 442,229 447 0.0%
Mellanox Technologies Ltd. 7,497 1,059 0.0%
MercadoLibre Inc. 217 131 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 35,094 45 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 429,358 591 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 62,720 86 0.0%
Merck & Co. Inc. 7,356 787 0.0%
Merck KGaA 9,223 1,253 0.1%
Mercuries & Associates Holding Ltd. 3,898 3 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 850,426 1,160 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 169,400 223 0.0%
Meridian Energy Ltd. 1,012 3 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 1,147 30 0.0%
Meritz Securities Co. Ltd. 70,422 378 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 189,361 190 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 804,253 805 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 120,909 149 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,286 7 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 12,191 17 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 7,622 10 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 65,835 86 0.0%
Mesa Laboratories Inc. 2,525 764 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 111,857 147 0.0%
Methanex Corp. 49,362 3,656 0.3%
MetLife Inc. 13,324 792 0.0%
Metlifecare Ltd. 60,179 274 0.0%
Metro Inc. 79,656 3,940 0.3%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,484,186 1,447 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,762,236 1,775 0.2%
Mexichem SAB de CV 5 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 10,239 12 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 21,597 27 0.0%
Micro Focus International PLC 1,252 41 0.0%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 144A 6,169 8 0.0%
Micron Technology Inc. 5,050 272 0.0%
Microsoft Corp. 24,104 3,552 0.3%
Microsoft Corp. 2.00% 08-08-2023 218,377 278 0.0%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 98,701 129 0.0%
Microsoft Corp. 2.40% 08-08-2026 141,883 177 0.0%
Middleby Corp. 2,618 422 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 150,421 152 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 256,909 258 0.0%
Mining and Metallurgical Co. Norilsk Nickel OJSC 100 28 0.0%
Minmetals Land Ltd. 52,418 13 0.0%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 338,407 442 0.0%
Mirae Asset Life Insurance Co. 1,155 7 0.0%
Mirati Therapeutics Inc. 449 43 0.0%
Mirle Automation Corp. 41,394 76 0.0%
Mitchells & Butlers PLC 19,560 98 0.0%
Mitsubishi Corp. 2,504 93 0.0%
Mitsubishi Electric Corp. 35,689 587 0.0%
Mitsubishi Heavy Industries Ltd. 2,083 111 0.0%
Mitsuboshi Belting Ltd. 1,335 33 0.0%
Mitsui & Co. Ltd. 10,522 217 0.0%
MiX Telematics Ltd. ADR 3,523 88 0.0%
Mizuho Financial Group Inc. 406,718 841 0.0%
MK Restaurants Group PCL 438 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 13,490 18 0.0%
Mobile TeleSystems ADR 4,035 41 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 12,823 17 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 38,919 53 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 88,831 131 0.0%
Monarch Casino & Resort Inc. 153 9 0.0%
Moncler SPA 4,233 214 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 133,807 178 0.0%
Mondi Ltd. 37,383 1,156 0.1%
Moorim P&P Co. Ltd. 16,944 132 0.0%
Moorim Paper Co. Ltd. 22,327 88 0.0%
Morgan Stanley 3.00% 02-07-2024 1,166,796 1,160 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 54,286 71 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 99,935 133 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 78,961 103 0.0%
Morguard North American Residential Real Estate Investment Trust 15,737 280 0.0%
Morguard Real Estate Investment Trust 1,554 19 0.0%
Morneau Shepell Inc. 90,071 2,458 0.2%
Mosenergo PJSC 147,602 6 0.0%
Motor Oil (Hellas) Corinth Refineries SA 551 18 0.0%
Mowi ASA 13,223 401 0.0%
Mpact Ltd. 37,605 84 0.0%
MPLX LP 5.50% 02-15-2049 Callable 2048 208,506 281 0.0%
MTY Food Group Inc. 6,773 398 0.0%
Muhibbah Engineering (M) Bhd 1,412 1 0.0%
Mullen Group Ltd. 4,143 52 0.0%
MultiChoice Group Ltd. 900 9 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 209,740 292 0.0%
Murray & Roberts Holdings Ltd. 805 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 185,456 230 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 83,417 110 0.0%
NanoString Technologies Inc. 2,028 68 0.0%
Nanya Technology Corp. 11,863 31 0.0%
Naspers Ltd. 900 256 0.0%
National Bank of Canada 102,748 6,380 0.4%
National Bank of Canada 1.96% 06-30-2022 5,178,326 5,086 0.3%
National Bank of Canada 2.98% 03-04-2024 259,585 260 0.0%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 468,324 466 0.0%
National Bank of Canada F/R 06-11-2019 1,074,060 1,075 0.0%
National Oilwell Varco Inc. 9,302 344 0.0%
National Presto Industries Inc. 292 43 0.0%
National Western Life Group Inc. 421 170 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 57,871 76 0.0%
Natura Cosmeticos SA 1,031 17 0.0%
Natural Grocers by Vitamin Cottage Inc. 570 11 0.0%
Natural Health Trends Corp. 370 6 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 291,699 289 0.0%
NAV CANADA 7.40% 06-01-2027 645,217 856 0.0%
NAV CANADA 7.56% 03-01-2027 488,127 585 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 114,740 150 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 118,038 155 0.0%
NCR Corp. 5,200 192 0.0%
NCsoft Corp. 264 142 0.0%
Nedbank Group Ltd. 85 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 156,689 204 0.0%
Nemak SAB de CV 3,253 3 0.0%
Neopost SA 310 11 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 24,521 37 0.0%
Neste Oil OYJ 7,347 929 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 56,753 100 0.0%
Nestle Malaysia BHD 56 3 0.0%
Nestlé SA Reg. 3,324 396 0.0%
NetEase Inc. 260 76 0.0%
Netflix Inc. 3.63% 05-15-2027 149,286 229 0.0%
Netflix Inc. 4.88% 04-15-2028 47,917 62 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 31,584 44 0.0%
NetLink NBN Trust 83,563 65 0.0%
Nevsun Resources Ltd. 9,203 55 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 66,476 87 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,737,025 2,006 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 19,111 25 0.0%
New Gold Inc. 211,631 245 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 68,839 81 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 45,218 49 0.0%
New Hope Corp. Ltd. 34,683 136 0.0%
New Oriental Education & Technology Group Inc. ADR 28 3 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 739,202 949 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,972,659 2,528 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 80,929 107 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 65,251 87 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 80,442 84 0.0%
New Zealand Local Government Funding Agency Ltd. 04-14-2022 59,468 54 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 169,026 154 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 1,085,656 1,345 0.1%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 91,299 127 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 322,914 454 0.0%
NewOcean Energy Holdings Ltd. 75,790 31 0.0%
NEXEN TIRE Corp. 65 1 0.0%
NextEra Energy Inc. Conv. Pfd. 5,226 418 0.0%
NFI Group Inc. 61,601 2,130 0.2%
NH Investment & Securities Co. Ltd. 186 3 0.0%
NHN Entertainment Corp. 67 6 0.0%
Nibe Industrier AB 9,074 149 0.0%
Nickel Asia Corp. 1,199,800 84 0.0%
Nielsen Holdings PLC 18,323 631 0.0%
Nien Made Enterprise Co. Ltd. 1,412 16 0.0%
Nike Inc. Class B 773 87 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 615,512 814 0.0%
Nine Point Energy Holdings Inc. 936 18 0.0%
Nine Point Energy Holdings Inc. Pfd. 24 37 0.0%
Nippo Corp. 8,607 220 0.0%
Nippon Electric Glass Co. Ltd. 240 9 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 575,370 574 0.0%
Nissan Motor Co. Ltd. 15,804 180 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 185,260 241 0.0%
NN Group NV 28,955 1,659 0.2%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 21,821 27 0.0%
Nokia OYJ 5,631 45 0.0%
Nokia OYJ 3.38% 06-12-2022 535,227 692 0.0%
Norbord Inc. 32,350 1,100 0.0%
Nordic Investment Bank 1.375% 07-15-2020 908,052 140 0.0%
Nordic Investment Bank 4.13% 03-19-2020 182,597 167 0.0%
Nordic Investment Bank 5.00% 04-19-2022 104,870 106 0.0%
Norfolk Southern Corp. 12,062 2,845 0.2%
NOROO Paint & Coatings Co. Ltd. 7,860 78 0.0%
North Battleford Power LP 4.958% 12-31-2032 796,140 875 0.0%
North Pacific Bank Ltd. 6,790 25 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 628,112 607 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 335,855 334 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 651,639 686 0.0%
Northam Platinum Ltd. 339 2 0.0%
Northland Power Inc. 78,118 1,949 0.2%
Northrop Grumman Corp. 1,162 443 0.0%
Northview Apartment Real Estate Investment Trust 72,343 2,008 0.2%
NorthWest Healthcare Properties Real Estate Investment Trust 3,487 39 0.0%
Norwegian Government 3.75% 05-25-2021 3,469,351 564 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 160,568 166 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 302,306 312 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 243,528 251 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 38,829 49 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 106,498 132 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 136,778 180 0.0%
Nova Measuring Instruments Ltd. 371 12 0.0%
Novanta Inc. 1,804 194 0.0%
Novartis AG Reg. 8,337 1,000 0.0%
Novatek Microelectronics Corp. 82,140 599 0.0%
Novatek OAO 56 13 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 11,473 15 0.0%
Novolipetsk Steel PJSC 13,134 42 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 129,545 191 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 2,250 3 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 146,818 206 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 89,985 128 0.0%
NRG Yield Operating LLC 5.375% 08-15-2024 Callable 410,034 530 0.0%
NTPC Ltd. 4.38% 11-26-2024 99,442 132 0.0%
NTT DoCoMo Inc. 1,207 37 0.0%
Nucor Corp. 1,561 124 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 619,702 801 0.0%
Nutrien Ltd. 139,395 9,985 0.5%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 627,889 615 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 176,625 225 0.0%
NVE Corp. 355 48 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 59,785 57 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 133,247 179 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 128,932 27 0.0%
O-TA Precision Industry Co. Ltd. 90,374 73 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 150,519 186 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 51,877 68 0.0%
OBIC Business Consultants Co. Ltd. 524 27 0.0%
Obsidian Energy Ltd. 385,653 175 0.0%
Ocado Group PLC 2,674 48 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 111,532 148 0.0%
OceanaGold Corp. 102,270 434 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 293,372 386 0.0%
OE Solutions Co. Ltd. 501 12 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 121,562 164 0.0%
Oi SA 4,731 3 0.0%
Oil Refineries Ltd. 15,834 11 0.0%
Okta Inc. 262 29 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 176,625 226 0.0%
Ollie's Bargain Outlet Holding Inc. 11,842 1,374 0.1%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 65,390 86 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 48,117 61 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 152,540 201 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 70,189 95 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 316,587 319 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,236,253 3,292 0.2%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 1,035,933 1,079 0.0%
Omnicom Group Inc. 2,713 270 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 1,038,341 1,001 0.0%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 522,114 715 0.0%
Ontario Hydro 0% 05-26-2025 425,506 360 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,231,023 1,236 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 289,023 283 0.0%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 156,278 164 0.0%
OPB Finance Trust 2.98% 01-25-2027 468,324 474 0.0%
Open Text Corp. 76,015 3,792 0.3%
Oppenheimer Holdings Inc. Class A non-voting 10,387 386 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 6,652 9 0.0%
Oracle Corp. 3,840 263 0.0%
Orange SA 13,931 280 0.0%
Oregon Clean Energy LLC Term Loan 1st Lien F/R 02-15-2026 163,244 214 0.0%
Origin Property PCL Equity Uncovered Call Exp. 09-30-2020 1,562 0.0%
Orior AG 403 46 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 1,017,982 1,166 0.1%
Orsted A/S 685 65 0.0%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 84,811 108 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 26,546 36 0.0%
Osisko Mining Inc. 4 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 189,409 250 0.0%
OTP Bank NYRT 311 17 0.0%
Ottogi Corp. 60 54 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 5,174 7 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 346,158 396 0.0%
Packaging Corp. of America 347 44 0.0%
Pan American Silver Corp. 90,756 1,595 0.2%
Pandox AB 611 14 0.0%
PAR Technology Corp. 351 12 0.0%
Parade Technologies Ltd. 141 3 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2019 144A 224,964 304 0.0%
Parex Resources Inc. 202,390 4,123 0.3%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 267,614 350 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 208,890 280 0.0%
Park Hotels & Resorts Inc. 173,358 7,123 0.4%
Parkland Fuel Corp. 88,500 3,259 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 96,734 96 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,291,154 1,284 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 1,080,000 1,405 0.1%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 45,494 46 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 44,993 45 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 165,325 218 0.0%
Partners Group Holding AG 1,156 1,100 0.0%
Pason Systems Inc. 142,070 2,878 0.2%
Patterson Companies Inc. 16,448 488 0.0%
PAX Global Technology Ltd. 37,278 23 0.0%
Peab AB 4,637 53 0.0%
Pearson PLC 68,589 1,012 0.0%
Pembina Pipeline Corp. 122,824 5,915 0.4%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 332,911 330 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 330,235 335 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 733,262 751 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 2,054,203 2,089 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 421,492 427 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 236,838 242 0.0%
Pengrowth Energy Corp. 38,247 30 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 69,739 91 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 26,771 35 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,554 1 0.0%
People's United Financial Inc. Pfd. Series A 2,597 80 0.0%
PepsiCo Inc. 1,849 281 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 764,305 745 0.0%
PepsiCo Inc. 2.50% 11-01-2022 1,138 2 0.0%
Peregrine Holdings Ltd. 40,457 71 0.0%
Perficient Inc. 1,978 74 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 78,961 105 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 122,143 168 0.0%
Petrobras Distribuidora SA 8,411 72 0.0%
PetroChina Co. Ltd. ADR 85 7 0.0%
PetroChina Co. Ltd. H 30,788 27 0.0%
Petroleo Brasileiro SA - Petrobras ADR 23,736 491 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 23,147 219 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 382,211 127 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,972 2 0.0%
Petron Corp. 6,426 1 0.0%
Petron Malaysia Refining & Marketing Bhd 2,599 6 0.0%
Petronas Chemicals Group BHD 281,801 840 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 2,687 3 0.0%
Pfizer Inc. 79,107 4,511 0.3%
PGE Polska Grupa Energetyczna SA 4,195 17 0.0%
Phillips 66 7,676 973 0.0%
Phoenix Group Holdings 3,803 46 0.0%
PHX Energy Services Corp. 1,753 5 0.0%
PICC Property & Casualty Co. Ltd. H 282 0.0%
Pick n Pay Stores Ltd. 3,361 22 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 37,381 518 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 465,803 579 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 4,255 5 0.0%
Pizza Pizza Royalty Corp. 2,629 27 0.0%
PJSC Polyus 151 17 0.0%
Plaza Retail REIT 80 0.0%
Plaza Trust F/R 04-02-2019 446,674 447 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 2,954,493 3,839 0.3%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 233,434 301 0.0%
PNC Financial Services Group Inc. 3.50% 01-23-2024 Callable 2023 69,091 92 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 16,532 21 0.0%
Polaris Infrastructure Inc. 5,737 68 0.0%
Polo Ralph Lauren Corp. Class A 4,367 719 0.0%
Polski Koncern Naftowy Orlen SA 1,186 42 0.0%
Polskie Gornictwo Naftowe i Gazownictwo SA 2,005 5 0.0%
Porsche Automobil Holding SE Pfd. 71,605 6,281 0.4%
Porto Seguro SA 749 15 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 627,200 795 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 86,364 110 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 213,442 278 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 136,176 179 0.0%
Postal Savings Bank of China Co. Ltd. 19,772 16 0.0%
Power Corp. of Canada Sub. Voting* 36,733 1,032 0.0%
Power Financial Corp.* 40 1 0.0%
Powerlong Real Estate Holdings Ltd. 348,523 214 0.0%
Powszechna Kasa Oszczednosci Bank Polski 1,200 16 0.0%
Powszechny Zaklad Ubezpieczen SA 1,836 26 0.0%
PPB Group BHD 135,364 804 0.0%
Precinct Properties New Zealand Ltd. 35,554 48 0.0%
Precision Drilling Corp. 132,030 438 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 92,788 123 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 138,803 186 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 438,887 780 0.0%
Premier Inc. Class A 1,063 51 0.0%
Premium Brands Holdings Corp. 32,367 2,394 0.2%
President Chain Store Corp. 5,166 70 0.0%
Press Metal Aluminium Holdings BHD 103,345 141 0.0%
Principal Financial Group Inc. 13,236 916 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 282,132 368 0.0%
ProShares Short VIX Short-Term Futures ETF 47,800 3,209 0.2%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 2,481 3 0.0%
Prosperity Real Estate Investment Trust 156,433 87 0.0%
Proto Labs Inc. 292 43 0.0%
Province of Alberta 0.63% 04-18-2025 143,117 217 0.0%
Province of Alberta 1.00% 11-15-2021 169,026 292 0.0%
Province of Alberta 2.20% 06-01-2026 17,292 17 0.0%
Province of Alberta 2.55% 12-15-2022 256,909 260 0.0%
Province of Alberta 3.10% 06-01-2024 985,354 1,022 0.0%
Province of Alberta 3.40% 12-01-2023 136,948 144 0.0%
Province of British Columbia 2.70% 12-18-2022 824,250 842 0.0%
Province of British Columbia 3.25% 12-18-2021 268,952 278 0.0%
Province of British Columbia 3.30% 12-18-2023 307,756 323 0.0%
Province of British Columbia 3.70% 12-18-2020 532,551 549 0.0%
Province of British Columbia 6.35% 06-18-2031 1,165,458 1,604 0.2%
Province of British Columbia 6.60% 01-09-2020 4,145,456 76 0.0%
Province of Manitoba 2.55% 06-02-2023 279,656 283 0.0%
Province of Manitoba 3.30% 06-02-2024 344,954 361 0.0%
Province of Manitoba 6.30% 03-05-2031 553,960 743 0.0%
Province of New Brunswick 3.35% 12-03-2021 80,284 83 0.0%
Province of New Brunswick 3.65% 06-03-2024 768,319 816 0.0%
Province of New Brunswick 4.50% 06-02-2020 456,549 471 0.0%
Province of New Brunswick 4.55% 03-26-2037 137,821 163 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,100,954 1,124 0.0%
Province of Newfoundland 3.70% 10-17-2048 1,788,266 1,907 0.2%
Province of Ontario 0% 06-02-2024 2,539,654 2,238 0.2%
Province of Ontario 0% 06-02-2026 503,114 416 0.0%
Province of Ontario 0% 07-13-2022 489,733 453 0.0%
Province of Ontario 2.20% 10-03-2022 172,727 222 0.0%
Province of Ontario 2.60% 09-08-2023 2,834,029 2,875 0.2%
Province of Ontario 2.65% 02-05-2025 737,054 748 0.0%
Province of Ontario 2.70% 06-02-2029 9,577,896 9,573 0.5%
Province of Ontario 2.85% 06-02-2023 462,169 474 0.0%
Province of Ontario 2.90% 06-02-2028 16,367,256 16,687 0.8%
Province of Ontario 2.90% 06-02-2049 12,240,652 11,927 0.6%
Province of Ontario 2.90% 12-02-2046 26,761 26 0.0%
Province of Ontario 3.15% 06-02-2022 1,174,824 1,213 0.1%
Province of Ontario 3.50% 06-02-2024 1,114,611 1,179 0.1%
Province of Ontario 4.00% 06-02-2021 120,426 126 0.0%
Province of Ontario 4.20% 06-02-2020 160,568 165 0.0%
Province of Ontario 4.60% 06-02-2039 1,043,694 1,290 0.1%
Province of Ontario 5.60% 06-02-2035 450,662 604 0.0%
Province of Ontario 6.20% 06-02-2031 703,824 951 0.0%
Province of Ontario 6.50% 03-08-2029 1,018,270 1,352 0.1%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 950,029 849 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 559,313 465 0.0%
Province of Quebec 2.50% 09-01-2026 1,057,074 1,057 0.0%
Province of Quebec 2.75% 09-01-2025 2,039,217 2,080 0.2%
Province Of Quebec 2.75% 09-01-2028 1,394,268 1,410 0.1%
Province of Quebec 3.00% 09-01-2023 1,401,754 1,448 0.1%
Province of Quebec 3.50% 12-01-2048 2,164,995 2,380 0.2%
Province of Quebec 3.75% 09-01-2024 709,176 761 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 66,903 125 0.0%
Province of Quebec 4.50% 12-01-2020 521,847 545 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 29,438 45 0.0%
Province of Saskatchewan 3.05% 12-02-2028 14,562 15 0.0%
Province of Saskatchewan 3.30% 06-02-2048 500,438 521 0.0%
Prudential Financial Inc. 3,906 492 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 155,433 204 0.0%
PSA Peugeot Citroen 3,666 123 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 109,722 138 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 392,108 511 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 1,119,316 1,124 0.0%
PT ACE Hardware Indonesia TBK 529,821 87 0.0%
PT Astra International TBK 257,712 172 0.0%
PT Bank Pembangunan Daerah Jawa TBK 49,558 3 0.0%
PT Bank Permata TBK 61,139 6 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 64,900 23 0.0%
PT Gudang Garam TBK 12,599 101 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 37,822 39 0.0%
PT Indiak Energy TBK 25,196 5 0.0%
PT Indo Tambangraya Megah TBK 9,674 19 0.0%
PT Malindo Feedmill TBK 546,275 76 0.0%
PT Mitra Adiperkasa TBK 1,295,541 128 0.0%
PT Panin Financial TBK 76,420 3 0.0%
PT Perusahaan Gas Negara 75,827 18 0.0%
PT Ramayana Lestari Sentosa TBK 629,060 103 0.0%
PT Salim Ivomas Pratama TBK 886,956 39 0.0%
PT Surya Semesta Internusa TBK 1,579,378 87 0.0%
PT Tambang Batubara Bukit Asam TBK 36,099 13 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 107,338 140 0.0%
PTC Thetapeutics Inc. 863 39 0.0%
Public Bank BHD 254 2 0.0%
Publicis Groupe SA 1,182 86 0.0%
PulteGroup Inc. 7.875% 06-15-2032 84,136 120 0.0%
Puregold Price Club Inc. 2,302 3 0.0%
PW Medtech Group Ltd. 4,519 1 0.0%
Qatar Islamic Bank 890 47 0.0%
QGEP Participacoes SA 44,916 208 0.0%
Qiagen NV 2,374 119 0.0%
QinetiQ Group PLC 95,316 510 0.0%
Qingling Motors Co. Ltd.  102,169 37 0.0%
Qinhuangdao Port Co. Ltd. 989 0.0%
Quad Graphics Inc. 45 1 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 398,744 525 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 368,224 484 0.0%
Qualitas Controladora SAB de CV 777 3 0.0%
Quanta Computer Inc. 6,348 15 0.0%
Quanta Storage Inc. 1,554 3 0.0%
Quarterhill Inc. 211,033 283 0.0%
Quebecor Inc. Class B Sub. voting 259,399 8,293 0.5%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,353,512 1,441 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 51,573 49 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 376,299 397 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 87,597 85 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 237,891 313 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,896 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,508,941 1,736 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 116,957 147 0.0%
Radiant Opto-Electronics Corp. 113,965 445 0.0%
Radware Ltd. 6,890 228 0.0%
Rallye SA 1,230 22 0.0%
Randon SA Implementos e Participacoes 76,434 258 0.0%
Raspadskaya 7,302 23 0.0%
Rayonier Advanced Materials Inc. 297 6 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 350,470 351 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 454,943 462 0.0%
Real Matters Inc. 876 4 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 130,595 168 0.0%
Realtek Semiconductor Corp. 94,054 714 0.0%
Recipe Unlimited Corp. 80 2 0.0%
Reckitt Benckiser Group PLC 7,466 751 0.0%
Red Star Macalline Group Corp. Ltd. 5,339 7 0.0%
Redefine Property Ltd. 1 0.0%
Regional SAB de CV 36,753 251 0.0%
Regions Bank 6.45% 06-26-2037 88,831 139 0.0%
Regions Financial Corp. 7.375% 12-10-2037 50,584 86 0.0%
Reinsurance Group of America Inc. 15,195 2,888 0.2%
Reitmans (Canada) Ltd. Class A non-voting 598 2 0.0%
Reliance Industries Ltd. GDR 144A London shares 5,494 251 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 720,981 980 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 790,501 790 0.0%
Reliance Steel & Aluminum Co. 2,821 331 0.0%
Renault SA 881 79 0.0%
Renesas Electronics Corp. 74,245 571 0.0%
Renewable Energy Group Inc. 22,946 802 0.0%
Rentokil Initial PLC 8,172 50 0.0%
Repsol SA 52,468 1,187 0.1%
Republic of Argentina 5.88% 01-11-2028 14,107 14 0.0%
Republic of Argentina 6.88% 01-11-2048 2,730 3 0.0%
Republic of Austria 0.00% 07-15-2023 206,039 311 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 537,732,687 248 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 830,276,929 371 0.0%
Republic of Colombia 7.00% 09-11-2019 695,699,935 299 0.0%
Republic of Finland 1.50% 04-15-2023 193,701 310 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 82,662 128 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 49,351 70 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,567,230,500 224 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 706,948 1,231 0.1%
Republic of Portugal 3.85% 04-15-2021 111,039 180 0.0%
Republic of South Africa 8.00% 01-31-2030 229,953 20 0.0%
Republic of the Philippines 3.88% 11-22-2019 6,023,248 151 0.0%
Republic of the Philippines 4.00% 01-26-2022 5,221,300 125 0.0%
Republic of the Philippines 4.25% 04-11-2020 6,184,871 154 0.0%
Republic of the Philippines 5.50% 03-08-2023 5,125,065 128 0.0%
Republic Services Inc. 13,445 1,387 0.1%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 2,327 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 123,102 159 0.0%
Resolute Forest Products Inc. 4,052 43 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 74,932 98 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 10,705 14 0.0%
Resona Holdings Inc. 23,976 142 0.0%
Restaurant Brands International Inc. 34,382 2,861 0.2%
Retail Value Inc. 3,923 161 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 33,831 34 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 401,421 529 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 510,426 674 0.0%
RHB Capital BHD 18,501 34 0.0%
Rightmove PLC 91,095 766 0.0%
RingCentral Inc. Class A 2,076 288 0.0%
Rio Tinto Ltd. 79,508 7,136 0.4%
Rio Tinto PLC 12,094 915 0.0%
RioCan Real Estate Investment Trust 23,644 594 0.0%
RiseSun Real Estate Development Co. Ltd. 5,144 10 0.0%
Ritchie Bros. Auctioneers Inc. 32,926 1,605 0.2%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 199,768 268 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 187,114 210 0.0%
Rite Aid Corp. 7.70% 02-15-2027 849,766 762 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 81,437 108 0.0%
Road King Infrastructure Ltd. 1,977 5 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 26,380 33 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 37,794 44 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 21,372 30 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 63,440 86 0.0%
Roche Holding AG Genusscheine 2,442 892 0.0%
Rockwool International AS Class B 433 139 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 359,942 374 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 575,370 754 0.0%
Rogers Communications Inc. Class B non-voting 96,936 7,048 0.4%
Rogers Sugar Inc. 8,486 51 0.0%
Rollins Inc. 650 34 0.0%
Rolls-Royce Holdings PLC 18,722 312 0.0%
Rosneft Oil Co. 2,796 22 0.0%
Rosneft Oil Co. GDR 7,364 58 0.0%
Rosseti PJSC 997,206 20 0.0%
Rostelecom PJSC 62,843 91 0.0%
Rowan Companies Inc. 25,927 386 0.0%
Roxgold Inc. 1,992 2 0.0%
Royal Bank of Canada 413,069 42,485 2.0%
Royal Bank of Canada 2.15% 10-26-2020 148,052 192 0.0%
Royal Bank of Canada 2.36% 12-05-2022 862,251 856 0.0%
Royal Bank of Canada 2.95% 05-01-2023 448,788 455 0.0%
Royal Bank of Canada 3.30% 09-26-2023 1,782,307 1,818 0.2%
Royal Bank of Canada 3.31% 01-20-2026 2,199,785 2,224 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 1,039,679 1,056 0.0%
Royal Bank of Canada F/R 03-23-2020 Covered 2,906,018 2,918 0.2%
Royal Bank of Canada F/R 08-01-2019 2,207,337 2,209 0.2%
Royal Dutch Shell PLC 2,429 100 0.0%
Royal Dutch Shell PLC Class A 65,997 2,705 0.2%
Royal Dutch Shell PLC Class B 3,065 126 0.0%
RS PCL 2,443 2 0.0%
Ruentex Development Co. Ltd. 4,774 10 0.0%
Ruentex Industries Ltd. 10,310 36 0.0%
Rumo SA 692 5 0.0%
Russel Metals Inc. 31,275 751 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 649,298 654 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 154,031 201 0.0%
Russian Federal Bond - OFZ 7.05% 01-19-2028 1,076,958 20 0.0%
RWE AG 1,412 45 0.0%
S&P 500 Index Call Option @ $2,725.00 Exp. 06-21-2019 1 17 0.0%
S&T Motiv Co. Ltd 19 1 0.0%
Sabina Gold & Silver Corp. 74,399 102 0.0%
Safran SA 1,803 323 0.0%
Salmar ASA 9,882 623 0.0%
Sam Young Electronics Co. Ltd. 3,815 55 0.0%
Samjin Pharmaceutical Co. Ltd. 61 3 0.0%
Samsonite International SA 23,134 91 0.0%
Samsung C&T Corp. 26 4 0.0%
Samsung Electronics Co. Ltd. 32,516 1,713 0.2%
Samsung Electronics Co. Ltd. GDR 14 19 0.0%
Samsung Fire & Marine Insurance Co. Ltd. 585 206 0.0%
Samsung SDI Co. Ltd. 188 52 0.0%
Samsung SDS Co. Ltd. 98 26 0.0%
San Miguel Corp. 7,101 31 0.0%
San Miguel Food and Beverage Inc. 14,490 38 0.0%
Sandvik AB 6,853 148 0.0%
Sangsangin Co. Ltd. 214 5 0.0%
Sanofi 9,575 1,053 0.0%
Santander Consumer Bank AS F/R 03-30-2020 83,426 12 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 229,592 108 0.0%
Sao Martinho SA 1,200 8 0.0%
Sappi Ltd. 42 0.0%
Saputo Inc. 3,028 130 0.0%
Saracen Mineral Holdings Ltd. 6,560 16 0.0%
Sarantis SA 537 6 0.0%
Sartorius Stedim Biotech SA 1,683 261 0.0%
Sasol Ltd. 71 3 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 279,046 369 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 335,584 443 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 159,156 208 0.0%
Sberbank of Russia PJSC 29,500 122 0.0%
Scatec Solar ASA 3,055 39 0.0%
Schibsted ASA Class B 1,372 67 0.0%
Schindler Holding AG 12 3 0.0%
Schindler Holding AG PC 10 3 0.0%
Schlumberger Ltd. 4.30% 05-01-2029 Callable 2029 71,558 95 0.0%
Schneider National Inc. 4,397 127 0.0%
Schnitzer Steel Industries Inc. Class A 1,150 37 0.0%
Scholastic Corp. 1,643 91 0.0%
Schouw & Co. 10 1 0.0%
SCI Pharmtech Inc. 34,240 113 0.0%
Scientex BHD 20,942 60 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2019 124,630 173 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 489,733 680 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 505,512 492 0.0%
Seabridge Gold Inc. 80 2 0.0%
SEACOR Marine Holdings Inc. 149 3 0.0%
SeAH Steel Corp. 1,297 80 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 69,091 93 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 143,117 194 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 178,403 245 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 130,779 180 0.0%
SeaWorld Entertainment Inc. 7,545 271 0.0%
Secure Energy Services Inc. 29,561 251 0.0%
Segro PLC 17,405 201 0.0%
Sempio Co. 516 21 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,896 2 0.0%
Seohan Co. Ltd. 35,000 78 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 136,142 177 0.0%
Ser Educacional SA 1,921 13 0.0%
Service Corp. International 1,750 95 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 57,028 74 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 103,708 140 0.0%
SES SA 12,000 317 0.0%
Seven & i Holdings Co. Ltd. 4,844 280 0.0%
Seven Generations Energy Ltd. 3,528 34 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 34,194 46 0.0%
Severstal PAO 3,599 74 0.0%
SEWOON MEDICAL Co. Ltd. 18,127 83 0.0%
SFA Engineering Corp. 88 4 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 60,455 65 0.0%
SFS Group AG 393 42 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 4,519 5 0.0%
Shanghai Electric Group Co. Ltd. 6,779 3 0.0%
Shanghai Haohai Biological Technology Co. Ltd. 2,734 22 0.0%
Shanghai Industrial Holdings Ltd. 41,463 122 0.0%
Shanghai Prime Machinery Co. Ltd. 7,344 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 388,040 392 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 990,171 1,041 0.0%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 679,739 710 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,513,378 6,844 0.4%
Shaw Communications Inc. Class B non-voting 43,187 1,172 0.1%
Shaw Communications Inc. Pfd Series A 14,291 220 0.0%
ShawCor Ltd. 10,748 222 0.0%
Shenzhen Expressway Co. Ltd. 26,834 39 0.0%
Sherritt International Corp. 28,526 13 0.0%
Shimao Property Holdings Ltd. 14,517 45 0.0%
Shin Kong Financial Holding Co. Ltd. 98 0.0%
Shinhan Financial Group Co. Ltd. ADR 99 5 0.0%
Shinkong Synthetic Fibers Corp. 202,682 113 0.0%
ShinMaywa Industries Ltd. 16,505 271 0.0%
Shinsegae Co. Ltd. 7 2 0.0%
Shinyoung Securities Co. Ltd. 82 6 0.0%
Shopify Inc. 5,179 1,291 0.1%
ShotSpotter Inc. 439 29 0.0%
Shun Tak Holdings Ltd. 422,490 220 0.0%
Siegfried Holding AG 262 125 0.0%
Siemens AG 3,785 544 0.0%
Siemens Healthineers AG 838 45 0.0%
Sienna Senior Living Inc. 3.47% 02-03-2021 294,375 299 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 287,939 426 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 187,978 246 0.0%
Signature Bank 5,946 1,062 0.0%
Sika AG 957 170 0.0%
Silicon Laboratories Inc. 1,424 152 0.0%
Silvercorp Metals Inc. 1,992 7 0.0%
Sime Darby BHD 22,908 16 0.0%
Sime Darby Plantation BHD 20,157 33 0.0%
SIMMTECH Co. Ltd. 9,903 78 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 156,688 208 0.0%
Sinil Pharmaceutical Co. Ltd. 4,905 60 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 410 27 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 1,369,158 913 0.0%
Sinopharm Group Co. H 6,913 40 0.0%
Sinotruk Hong Kong Ltd. 15,678 38 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 195,526 252 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 178,896 237 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 285,359 370 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 165,846 218 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 47,467 62 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 69,289 90 0.0%
SK Holdings Co. Ltd. 441 140 0.0%
SK Hynix Inc. 10,839 886 0.0%
SK Telecom Co. Ltd. ADR 4,053 136 0.0%
SKF AB B 6,390 141 0.0%
SKY Perfect JSAT Holdings Inc. 3,846 23 0.0%
SkyWest Inc. 1,402 100 0.0%
Slate Office REIT 29,442 201 0.0%
Slate Office REIT Class U 956 12 0.0%
SLC Agricola SA 19,782 284 0.0%
Smart Real Estate Investment Trust 797 27 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 225,331 225 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 140,417 164 0.0%
Snap-On Inc. 220 46 0.0%
SNC-Lavalin Group Inc. 12,351 449 0.0%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 199,640 197 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 821,574 802 0.0%
SNC-Lavalin Group Inc. F/R 03-02-2021 355,659 350 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 126,555 162 0.0%
Societe BIC SA 100 12 0.0%
Societe Generale 1,142 46 0.0%
Soda Sanayii AS 3,164 6 0.0%
Sodexo SA 464 67 0.0%
Sofina SA 1,278 329 0.0%
Soft-World International Corp. 27,337 84 0.0%
SoftBank Group Corp. 3,107 377 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 267,614 361 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 88,313 119 0.0%
Softcat PLC 4,172 55 0.0%
SOHO China Ltd. 25,196 14 0.0%
Sojitz Corp. 44,227 213 0.0%
Solium Capital Inc. 677 13 0.0%
Somboon Advance Technology PCL 2,641 2 0.0%
Sonic Healthcare Ltd. 6,123 138 0.0%
Sonova Holding AG 2,207 543 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,700,934 1,712 0.2%
Source Energy Services Ltd. 2,017 2 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 12,338 23 0.0%
SP LP 3.21% 06-15-2019 1,372,082 1,372 0.1%
Sparebank 1 Nord-Norge 13,676 147 0.0%
SpareBank 1 SMN 4,647 67 0.0%
SPDR Barclays Capital High Yield Bond ETF 252,320 11,845 0.6%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 6,749 9 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 55,116 72 0.0%
Spin Master Corp. 43,696 1,958 0.2%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 197,102 260 0.0%
Spirit Airlines Inc. 20,186 1,494 0.1%
Springland International Holdings Ltd. 301,850 79 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 54,216 73 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 422,984 551 0.0%
Sprint Corp. 7.13% 06-15-2024 219,443 298 0.0%
Sprint Corp. 7.25% 09-15-2021 44,993 63 0.0%
Sprint Corp. 7.875% 09-15-2023 1,121,801 1,581 0.2%
Sprint Spectrum Co. LLC 3.36% 03-20-2023 29,541 39 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 221,567 293 0.0%
SPS Commerce Inc. 2,293 322 0.0%
Spy Hill Power LP 4.14% 03-31-2036 212,135 219 0.0%
Square Inc. Class A 4,407 471 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 1,214 2 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 198,217 260 0.0%
Ssangyong Cement Industrial Co. Ltd. 934 7 0.0%
SSR Mining Inc. 48,087 878 0.0%
SSY Group Ltd. 3,107 4 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 242,827 317 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 66,130 75 0.0%
STAAR Surgical Co. 640 31 0.0%
Standard Bank Group Ltd. 254 5 0.0%
Standard Chartered PLC 57,607 605 0.0%
Stantec Inc. 122,670 3,972 0.3%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 380,881 498 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 89,782 115 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 107,425 141 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 383,294 516 0.0%
Starwood Property Trust Inc. 92,823 2,738 0.2%
Steel Dynamics Inc. 2,521 124 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 17,997 23 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 70,414 95 0.0%
Stella-Jones Inc. 37,483 1,546 0.1%
Stifel Financial Corp. 3.50% 12-01-2020 144,351 191 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 130,779 174 0.0%
Storm King Funding F/R 03-18-2019 819,839 820 0.0%
Storm Resources Ltd. 319 1 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 450,161 486 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 37,360 50 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 22,597 30 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 19,090 25 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 51,742 67 0.0%
Suheung Co. Ltd. 1,984 59 0.0%
Sul America SA 3,729 40 0.0%
Sumitomo Chemical Co. Ltd. 31,688 206 0.0%
Sumitomo Mitsui Construction Co. Ltd. 18,867 163 0.0%
Sumitomo Mitsui Financial Group Inc. 13,961 650 0.0%
Summerset Group Holdings Ltd. 16,065 94 0.0%
Summit Industrial Income Real Estate Investment Trust 176,731 1,983 0.2%
Sun Art Retail Group Ltd. 3,813 5 0.0%
Sun Life Financial Inc. 139,263 6,938 0.4%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 731,924 738 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,473,214 1,481 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 327,074 326 0.0%
Suncor Energy Inc. 505,985 22,951 1.1%
Sungdo Engineering & Construction Co. Ltd. 12,344 82 0.0%
Sunnic Technology & Merchandise Inc. 88,915 85 0.0%
Sunrise Communications Group AG 1,149 112 0.0%
Sunway Real Estate Investment Trust 26,184 15 0.0%
Superior Plus Corp. 78,804 891 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 2,023,160 1,957 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 801,151 1,055 0.0%
Supermax Corp. BHD 71,977 36 0.0%
Surge Energy Inc. 199 0.0%
Surgutneftegas OAO 10,719 5 0.0%
SurModics Inc. 8,902 683 0.0%
Suzuken Co. Ltd. 781 56 0.0%
SVB Financial Group 1,155 376 0.0%
Svenska Cellulosa AB (SCA) B 7,942 96 0.0%
Swedbank AB 1,858 45 0.0%
Swedish Orphan Biovitrum AB 1,522 44 0.0%
Swire Pacific Ltd. Class A 45,479 711 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,479,286 541 0.0%
Swiss Life Holding AG Reg. 3,689 2,115 0.2%
Swiss Re Ltd. 3,847 501 0.0%
Swisscom AG Reg. 191 117 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 717,813 919 0.0%
Syneos Health Inc. 21,529 1,183 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 162,698 203 0.0%
Synnex Technology International Corp. 28,670 46 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 130,779 166 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 146,818 196 0.0%
Synthomer PLC 6,098 40 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 428,767 438 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 6,074 8 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 52,642 67 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 31,495 43 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 468,324 640 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 363,955 514 0.0%
TA Enterprise BHD 6,949 1 0.0%
Tabcorp Holdings Ltd. 84,969 374 0.0%
Tableau Software Inc. Class A 645 112 0.0%
Tabula Rasa HealthCare Inc. 161 12 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 233,950 319 0.0%
Tactile Systems Technology Inc. 2,372 237 0.0%
Taekwang Industrial Co. Ltd. 14 25 0.0%
Taeyoung Engineering & Construction Co. Ltd. 407 6 0.0%
TAG Immobilien AG 6,921 212 0.0%
TaiDoc Technology Corp. 39,371 299 0.0%
Taiwan High Speed Rail Corp. 28,952 41 0.0%
Taiwan Navigation Co. Ltd. 82,840 64 0.0%
Taiwan Paiho Ltd. 50,808 140 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 10,255 105 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 10,931 561 0.0%
Taiwan Styrene Monomer Corp. 192,464 200 0.0%
Taiwan Takisawa Technology Co. Ltd. 68,277 92 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 848,563 1,197 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 43,643 57 0.0%
Tamarack Valley Energy Ltd. 39,601 110 0.0%
Targa Resources Partners 5.00% 01-15-2028 15,073 19 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 29,470 39 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 103,636 142 0.0%
Target Corp. 1,677 160 0.0%
Taseko Mines Ltd. 80 0.0%
Tassal Group Ltd. 12,439 57 0.0%
Tate & Lyle PLC 10,816 131 0.0%
Tatneft PJSC 5,226 81 0.0%
Tauron Polska Energia SA 10,338 8 0.0%
TAV Havalimanlari Holding AS 1,229 8 0.0%
TCI Co. Ltd. 1,130 23 0.0%
TCL Electronics Holdings Ltd. 3,813 2 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 278,318 301 0.0%
Technology One Ltd. 17,487 120 0.0%
Technovator International Ltd 1,977 0.0%
Techtronic Industries Co. Ltd. 18,567 163 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 297,582 387 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 74,688 104 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 10,798 15 0.0%
Teck Resources Ltd. Class B 204,204 6,022 0.4%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 99,935 126 0.0%
Tegma Gestao Logistica SA 9,471 91 0.0%
Tego Science Inc. 15 1 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 134,978 179 0.0%
Tekfen Holding AS 46,538 303 0.0%
Telefonaktiebolaget LM Ericsson B 130,577 1,572 0.1%
Telefonica Brasil SA 5,632 92 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 2,275 4 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,517 3 0.0%
Telephone and Data Systems Inc. 28,266 1,192 0.1%
TeliaSonera AB 3,415 19 0.0%
Telkom SA SOC Ltd. 56,763 371 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 98,701 93 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 111,039 111 0.0%
TELUS Corp. 153,439 7,334 0.4%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 224,964 229 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 80,284 81 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,226,741 1,239 0.1%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 246,205 253 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 401,421 414 0.0%
TELUS Corp. 5.05% 07-23-2020 89,985 93 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 61,688 61 0.0%
Temonos AG 999 191 0.0%
Tenaga Nasional BHD 162,707 706 0.0%
Tenaris SA 22,371 393 0.0%
Tencent Holdings Ltd. 16,797 945 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 63,215 86 0.0%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 382,688 520 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 893,830 1,206 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 13,350 16 0.0%
Teradyne Inc. 14,883 799 0.0%
Teranga Gold Corp. 117,011 507 0.0%
Terna Energy SA 424 4 0.0%
Terna SPA 8,143 67 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,269,930 1,589 0.2%
Tervita Corp. 2,383 17 0.0%
Tervita Corp. Class A Voting 427 3 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2019 144A 224,964 295 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 104,870 163 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 243,824 267 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 41,393 55 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2028 Callable 2027 62,540 85 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 195,358 244 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 323,813 386 0.0%
Textron Inc. 10,078 720 0.0%
TFI International Inc. 40,438 1,640 0.2%
Thales SA 1,524 247 0.0%
The a2 Milk Co. Ltd. 3,487 45 0.0%
The ADT Corp. 3.50% 07-15-2022 176,429 228 0.0%
The AES Corp. 1,989 45 0.0%
The AES Corp. 4.88% 05-15-2023 Callable 2019 3,599 5 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 26,546 36 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 152,975 208 0.0%
The Allstate Corp. 251 31 0.0%
The Bank of Nova Scotia 222,423 16,268 0.8%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,814,421 1,787 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,309,969 1,284 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 762,699 757 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 2,052,597 2,080 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 535,227 543 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 202,467 274 0.0%
The Bank of Nova Scotia F/R 01-18-2029 Callable 2024 1,346,097 1,374 0.1%
The Bank of Nova Scotia F/R 08-27-2019 1,980,171 1,981 0.2%
The Basic House Co. Ltd. 77 0.0%
The Berkeley Group Holdings PLC 1,348 93 0.0%
The Boeing Co. 1,706 988 0.0%
The British Land Co. PLC 55,898 589 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 257,339 288 0.0%
The Chefs' Warehouse Inc. 1,988 84 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 8,099 10 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 26,996 37 0.0%
The Descartes Systems Group Inc. 17,729 806 0.0%
The European Bank for Reconstruction & Development 7.38% 04-15-2019 989,585,788 92 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 166,558 250 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 118,442 181 0.0%
The European Financial Stability Facility 1.88% 05-23-2023 123,377 199 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 1,140,035 1,134 0.0%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 119,922 181 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,142,711 1,119 0.0%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 802,841 796 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 32,005 29 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 239,351 312 0.0%
The Hershey Co. 6,047 880 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,388,337 1,276 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 288,701 46 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 171,493 163 0.0%
The Israel Corp. Ltd. 130 48 0.0%
The Juroku Bank Ltd. 521 14 0.0%
The Keg Royalties Income Fund 1,355 23 0.0%
The KeyW Holding Corp. Term Loan 1st Lien F/R 05-04-2024 215,079 284 0.0%
The Link Real Estate Investment Trust 23,699 352 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,260,461 1,255 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 321,136 321 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 335,052 339 0.0%
The Marcus Corp. 8,699 485 0.0%
The Mosaic Co. 1,445 59 0.0%
The Nanto Bank Ltd. 721 18 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 42,968 29 0.0%
The North West Co. Inc. 21,474 690 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 243,073 322 0.0%
The Procter & Gamble Co. 1,922 249 0.0%
The Progressive Corp. 23,682 2,271 0.2%
The Sage Group PLC 5,825 67 0.0%
The Shiga Bank Ltd. 1,242 38 0.0%
The SPAR Group Ltd. 3,239 60 0.0%
The TJX Companies Inc. 77,437 5,224 0.3%
The Toronto-Dominion Bank 494,970 37,351 1.7%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,450,416 4,327 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 113,793 113 0.0%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 588,750 592 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,147,333 2,185 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 273,501 281 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 636,921 694 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 514,037 582 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 84,954 95 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 413,292 475 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,673,461 2,690 0.2%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,811,745 1,804 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 270,557 271 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 776,080 789 0.0%
The Towa Bank Ltd. 2,560 21 0.0%
The Travelers Companies Inc. 258 45 0.0%
The Unite Group PLC 6,076 97 0.0%
The Walt Disney Co. 14,432 2,142 0.2%
The Walt Disney Co. 2.76% 10-07-2024 4,537,658 4,535 0.3%
The Wharf Holdings Ltd. 59,866 246 0.0%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 74,026 98 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 171,493 234 0.0%
Thermo Fisher Scientific Inc. 992 339 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 38,987 58 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 37,506 57 0.0%
Thomson Reuters Corp. 63,738 4,561 0.3%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 547,870 703 0.0%
Tianjin Development Holdings Ltd. 5,367 3 0.0%
Tianjin Port Development Holdings Ltd. 5,084 1 0.0%
Tianneng Power International Ltd. 3,390 4 0.0%
Tianyun International Holdings Ltd. 397,079 80 0.0%
Tidewater Midstream and Infrastructure Ltd. 359 0.0%
Tim Participacoes SA ADR 1,398 29 0.0%
Tingyi (Cayman Islands) Holding Corp. 4,237 8 0.0%
Tisco Financial Group PCL NVDR 508 2 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 464,337 535 0.0%
TMX Group Ltd. 30,996 2,561 0.2%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 912,318 909 0.0%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 719,217 736 0.0%
Toho Holdings Co. Ltd. 6,306 210 0.0%
Tokyo Electric Power Co. Holdings Inc. 716,022 5,865 0.4%
Tomony Holdings Inc. 3,870 19 0.0%
Tongaat Hulett Ltd. 4,407 12 0.0%
Top Glove Corp. BHD 138,821 204 0.0%
Topkey Corp. 282 2 0.0%
Toppan Printing Co. Ltd. 7,632 160 0.0%
Torchmark Corp. 14,594 1,585 0.2%
Torex Gold Resources Inc. 3,546 56 0.0%
Toromont Industries Ltd. 14,781 1,012 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 401,421 412 0.0%
Toronto Hospital 5.64% 12-08-22 370,459 392 0.0%
Total Access Communication PCL NVDR 11,468 24 0.0%
Total SA 11,002 823 0.0%
Total System Services Inc. 1,996 248 0.0%
TOTVS SA 833 11 0.0%
Tourmaline Oil Corp. 17,629 352 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 80,664 104 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 196,949 253 0.0%
Towd Point Mortgage Trust 3.75% 05-25-2058 86,630 114 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 82,278 107 0.0%
Toyo Seikan Kaisha Ltd. 14,437 401 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 150,593 150 0.0%
TPK Holding Co. Ltd. 141 0.0%
TransAlta Corp. 131,797 1,056 0.0%
TransAlta Corp. Pfd. Series A 35,115 417 0.0%
TransAlta Renewables Inc. 2,151 26 0.0%
Transat A.T. Inc. Class B 18,326 101 0.0%
TransCanada Corp. 211,408 12,441 0.6%
TransCanada Corp. Pfd. Series 15 13,721 348 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 749,318 860 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 505,920 506 0.0%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 121,185 125 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,792 5 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 264,938 259 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 189,203 227 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 725,768 909 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 309,094 459 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 2,232,115 2,078 0.2%
Transcontinental Inc. Class A Sub. voting 51,971 985 0.0%
TransDigm Group Inc. 6.25% 03-15-2026 Callable 2022 144A 140,649 190 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 45,893 60 0.0%
TransGlobe Energy Corp. 133,425 348 0.0%
Transmissora Alianca de Energia Eletrica SA 1,511 13 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 345,222 345 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 824,250 874 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 111,779 157 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 37,731 37 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 130,779 123 0.0%
Trencor Ltd. 890 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 18,672 24 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,563 2 0.0%
Tricon Capital Group Inc. 66,453 733 0.0%
Trillium Windpower LP 5.80% 02-15-2033 219,036 249 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 38,740 51 0.0%
Triple-S Management Corp. 755 25 0.0%
Trisura Group Ltd. 120 3 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 103,102 136 0.0%
True North Commercial Real Estate Investment Trust 7,171 46 0.0%
TSC Auto ID Technology Co. Ltd. 3,590 37 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 537 19 0.0%
Tupy SA 19,307 124 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 2,994 26 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,667 3 0.0%
Twilio Inc. Class A 2,981 477 0.0%
Tyler Technologies Inc. 561 151 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 87,597 116 0.0%
U.S. Bancorp 2,344 159 0.0%
U.S. Bancorp 0.85% 06-07-2024 85,130 128 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 4,004 144 0.0%
U.S. Bancorp Pfd. Security Series A 353 367 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,217,255 1,672 0.2%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 6,138 8 0.0%
Ubiquiti Networks Inc. 2,516 478 0.0%
UBS Group AG 40,992 686 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,733 2 0.0%
UMW Holdings BHD 11,609 22 0.0%
Uni-President Enterprises Corp. 66,304 212 0.0%
UniCredit SpA 3.75% 04-12-2022 144A 90,186 116 0.0%
UniCredit SpA 4.63% 04-12-2027 144A 643,343 803 0.0%
Unid Co. Ltd. 11 1 0.0%
Unifin Financiera SAB de CV 10,596 32 0.0%
Unilever NV CVA 13,405 954 0.0%
Unilever PLC 2,764 193 0.0%
Unimicron Technology Corp. 489,120 503 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 122,855 141 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 370,824 365 0.0%
Union Gas Ltd. 8.65% 11-10-2025 50,847 68 0.0%
Union Pacific Corp. 12,342 2,722 0.2%
Unipar Carbocloro SA 632 9 0.0%
Uniper SE 72,834 2,791 0.2%
Unipro PJSC 15,182 1 0.0%
United Airlines 2019-1 Class AA Pass Through Trust 4.15% 08-25-2031 291,169 390 0.0%
United Integrated Services Co. Ltd. 2,542 11 0.0%
United Kingdom Treasury 3.75% 09-07-2020 32,078 58 0.0%
United Parcel Service Inc. (UPS) Class B 1,389 201 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 869,477 842 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2019 183,831 247 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 185,065 233 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 225,779 298 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 535,227 737 0.0%
United States Cellular Corp. 5,909 363 0.0%
United States Treasury 0.13% 07-15-2024 Inflation Indexed 17,292 24 0.0%
United States Treasury 0.75% 02-15-2042 Inflation Indexed 89,398 122 0.0%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 145,477 192 0.0%
United States Treasury 1.01% 02-15-2048 Inflation Indexed 62,039 81 0.0%
United States Treasury 2.00% 11-15-2026 425,649 535 0.0%
United States Treasury 2.75% 02-15-2028 580,722 768 0.0%
United States Treasury 2.75% 11-15-2042 756,299 944 0.0%
United States Treasury 2.88% 08-15-2028 1,593 2 0.0%
United States Treasury 2.88% 09-30-2023 3,944 5 0.0%
United States Treasury 2.88% 10-31-2023 683 1 0.0%
United States Treasury 3.00% 02-15-2048 2,593,177 3,359 0.2%
United States Treasury 3.00% 02-15-2049 164,091 213 0.0%
United States Treasury 3.13% 02-15-2043 816,753 1,087 0.0%
United States Treasury 3.13% 11-15-2028 3,907,861 5,325 0.3%
United States Treasury 3.38% 11-15-2048 3,765,325 5,248 0.3%
United States Treasury Inflation Indexed 0.87% 01-15-2029 22,753 30 0.0%
United States Treasury N/B 2.50% 01-31-2024 408,377 537 0.0%
United States Treasury N/B 2.50% 02-15-2022 340,519 448 0.0%
United States Treasury N/B 4.38% 02-15-2038 600,844 964 0.0%
United Utilities Group PLC 4,697 69 0.0%
UnitedHealth Group Inc. 1,219 388 0.0%
UnitedHealth Group Inc. 2.70% 07-15-2020 101,169 133 0.0%
UnitedHealth Group Inc. 3.50% 06-15-2023 167,792 225 0.0%
UniTest Inc. 5,722 98 0.0%
Universal Corp. 681 53 0.0%
Universal Insurance Holdings Inc. 4,252 218 0.0%
Universal Vision Biotechnology Co. Ltd. 66,548 78 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 260,803 310 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 75,260 101 0.0%
UPM-Kymmene OYJ 3,206 127 0.0%
Uralkali 4,703 8 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 185,065 248 0.0%
US Bancorp Pfd. Series K Callable 2023 5,466 184 0.0%
USANA Health Sciences Inc. 4,741 614 0.0%
USB Capital IX 3.50% 10-29-2049 372,104 380 0.0%
Userjoy Technology Co. Ltd. 30,098 84 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 2,025 3 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 15,298 20 0.0%
Vale SA ADR 918 15 0.0%
Valener Inc. 26,088 599 0.0%
Valero Energy Corp. 1,395 150 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 436,189 456 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 267,614 289 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 290 13 0.0%
Vanguard International Semiconductor Corp. 1,836 5 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 39,086 52 0.0%
Varonis Systems Inc. 3,485 261 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 161,623 201 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 623,540 612 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 359,942 361 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 254,233 331 0.0%
Verbund AG 2,263 143 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 195,626 257 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 439,957 574 0.0%
Verisk Analytics Inc. 7,120 1,184 0.1%
Verizon Communications Inc. 9,144 685 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 103,636 99 0.0%
Verizon Owner Trust 1.42% 01-20-2021 23,023 30 0.0%
Vermilion Energy Inc. 7,248 244 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 150,726 192 0.0%
Verso Corp. Class A 40,842 1,056 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 162,611 215 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 527,199 497 0.0%
Vestel Beyaz Esya Sanayi ve Ticaret AS 226 1 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 200,710 258 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 150,815 203 0.0%
Videotron Ltee 5.00% 07-15-2022 112,032 152 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 394,104 416 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,244,404 1,303 0.1%
Village Super Market Inc. 1,169 47 0.0%
Vinci SA 4,971 624 0.0%
Vipshop Holdings Ltd. 5,080 48 0.0%
Visa Inc. Class A 7,735 1,507 0.1%
Vissem Electronics Co. Ltd. 10,909 79 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 101,691 134 0.0%
Vistra Energy Corp. 35,375 1,212 0.1%
Vistra Operations Co. LLC 5.50% 09-01-2026 Callable 2021 144A 17,772 24 0.0%
Vital KSK Holdings Inc. 9,266 123 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 98,701 128 0.0%
Vodafone Group PLC 3.75% 01-16-2024 156,581 205 0.0%
Voya Financial Inc. 42,065 2,798 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 92,685 122 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 717,478 910 0.0%
Vukile Property Fund Ltd. 81,545 153 0.0%
VVC Holding Corp. Term B 1st Lien F/R 02-07-2026 440,631 578 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 142,334 176 0.0%
W.H. Smith PLC 4,767 174 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 10,798 15 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 18,897 26 0.0%
W.W. Grainger Inc. 602 241 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,235,444 1,672 0.2%
Wabtec Corp. 6,058 584 0.0%
Wachovia Capital Trust III F/R 03-15-2066 555,442 710 0.0%
Wajax Corp. 6,096 115 0.0%
Wal-Mart de Mexico SAB de CV Series V 71,622 243 0.0%
Wal-Mart Stores Inc. 11,496 1,497 0.1%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 102,403 135 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 34,758 46 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 33,451 44 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 17,708 24 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 41,067 54 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 14,218 19 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 15,208 20 0.0%
Warrior Met Coal Inc. 75,618 2,912 0.2%
Washington H. Soul Pattison & Co. Ltd. 6,026 166 0.0%
Wasion Group Holdings Ltd. 134,201 86 0.0%
Waste Connections Inc. 59,255 6,501 0.4%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 27,041 36 0.0%
Waters Corp. 1,724 549 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 26,321 25 0.0%
Wei Chuan Foods Corp. 86,706 81 0.0%
Weichai Power Co. Ltd. 102,053 186 0.0%
Weiqiao Textile Co. Ltd. 226,172 120 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 530,824 688 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 4,178 140 0.0%
Wells Fargo & Co. 2.98% 05-19-2026 576,708 561 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 1,035,568 1,041 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 666,358 679 0.0%
Wells Fargo & Co. F/R 07-27-2021 86,364 81 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 14,049 19 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 20,082 28 0.0%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 264,006 346 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 199,930 266 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 147,060 195 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 39,086 50 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 69,514 79 0.0%
Wesdome Gold Mines Ltd. 33,107 160 0.0%
Wesfarmers Ltd. 3,025 94 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 267,614 275 0.0%
West Fraser Timber Co. Ltd. 13,466 872 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 521,847 568 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 10,389 264 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 225,779 214 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 213,442 204 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 53,991 67 0.0%
Western Forest Products Inc. 133,544 243 0.0%
WestJet Airlines Ltd. 22,381 467 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 12,338 22 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 148,052 144 0.0%
Westrock Co. 881 43 0.0%
Westshore Terminals Investment Corp. 37,071 804 0.0%
Wheaton Precious Metals Corp. 18,048 517 0.0%
Wheelock and Co. Ltd. 6,249 56 0.0%
Whitbread PLC 7,592 643 0.0%
Whitecap Resources Inc. 40 0.0%
Whitehaven Coal Ltd. 74,208 305 0.0%
Wholetech System Hitech Ltd. 29,270 37 0.0%
William Morrison Supermarkets PLC 167,948 674 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 419,481 535 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 915,304 1,229 0.1%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 77,477 102 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 139,159 159 0.0%
Winpak Ltd. 26,727 1,146 0.0%
Winstek Semiconductor Co. Ltd. 59,645 67 0.0%
Wipro Ltd. ADR 20,813 153 0.0%
Wisdom Marine Lines Co. Ltd. 57,712 73 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 190,000 6,645 0.4%
WiseTech Global Ltd. 3,565 64 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 15,073 20 0.0%
WNS (Holdings) Ltd. 4,611 320 0.0%
Wolters Kluwer NV 1,963 170 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 42,293 54 0.0%
Wonderful Hi-Tech Co. Ltd. 95,818 79 0.0%
Woodside Petroleum Ltd. 11,387 385 0.0%
Woolworths Ltd. 971 26 0.0%
Woori Bank 438 23 0.0%
Woori Financial Group Inc. 861 15 0.0%
World Wrestling Entertainment Inc. Class A 27,347 3,011 0.2%
Worldpay Inc. 12,331 1,554 0.1%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 136,948 182 0.0%
WSP Global Inc. 14,044 979 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 1,173,486 1,165 0.1%
Wuestenrot & Wuerttembergische AG 6,894 173 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 40,718 54 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 104,383 132 0.0%
Xiamen International Port Co. Ltd. H 3,390 1 0.0%
Xingda International Holdings Ltd. 1,271 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 706 1 0.0%
Xinyuan Real Estate Co. Ltd. 14,331 92 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 183,223 249 0.0%
Xtep International Holdings Ltd. 158,683 137 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 430,276 492 0.0%
Yamana Gold Inc. 403,023 1,378 0.1%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 212 1 0.0%
Yanzhou Coal Mining Co. Ltd. H 2,260 3 0.0%
Yea Shin International Development Co. Ltd. 25,404 17 0.0%
YeaRimDang Publishing Co. Ltd. 11,608 87 0.0%
Yellow Pages Ltd. 7,570 45 0.0%
Yi Jinn Industrial Co. Ltd. 144,418 79 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 63,901 359 0.0%
Yihai International Holding Ltd. 70,826 294 0.0%
YIK Corp. 165 1 0.0%
Youngone Holdings Co. Ltd. 14 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 96,856 125 0.0%
Yuanta Financial Holding Co. Ltd. 16,524 12 0.0%
Yuasa Trading Co. Ltd. 1,569 62 0.0%
Yuexiu Property Co. Ltd. 577,705 175 0.0%
Yuexiu Transport Infrastructure Ltd. 36,182 37 0.0%
Yum China Holdings Inc. 5,080 279 0.0%
Yurtec Corp. 1,713 18 0.0%
Yuyu Pharma Inc. 5,451 80 0.0%
Yuzhou Properties Co. Ltd. 12,005 8 0.0%
Zeng Hsing Industrial Co. Ltd. 14,635 90 0.0%
Zenith Bank Ltd. 849,052 74 0.0%
Zhen Ding Technology Holding Ltd. 63,132 241 0.0%
Zions Bancorporation 3.35% 03-04-2022 Callable 2022 210,974 278 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 74,026 96 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,786 2 0.0%
ZTE Corp. H Shares 2,768 11 0.0%
Zurich Insurance Group AG 385 167 0.0%
Total Investments -- 2,281,889 99.5%
Currency Hedge Contracts -- 282 0.0%
Other Assets (Liabilities) -- 12,355 0.5%
Total Net Assets -- 2,294,526 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of May 31, 2019
  • Regional Allocation
      Canada
    EQ : 24.6% | FI : 32.5%
    57.1%
      United States
    EQ : 8.3% | FI : 8.5%
    16.8%
      Other
    EQ : 6.8% | FI : 2.2%
    9.0%
      China
    EQ : 1.1%
    1.1%
      United Kingdom
    EQ : 1.1% | FI : 0.6%
    1.7%
      Germany
    FI : 0.5%
    0.5%
      Cash & Equivalents 13.8%
  • Sector Allocation
      Fixed Income 44.3%
      Cash & Equivalents 13.8%
      Financials 8.5%
      Industrials 5.3%
      Other 5.3%
      Energy 4.7%
      Pooled Funds 4.1%
      Information Technology 3.6%
      Materials 2.9%
      Consumer Discretionary 2.7%
      Consumer Staples 2.5%
      Communication Serv. 2.3%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Note: USD option is capped to new purchases.

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

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

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

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

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

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

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

Mutual Fund US Dollar Settlement Option details.

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

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

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

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